# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001133228-26-000256
**Filing Date:** 2026-1
**Character Count:** 5038484
**Document Hash:** 9a08276cd2dc7eeed68b6b90c619832f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001133228-26-000256.hdr.sgml**: 20260109

**ACCESSION NUMBER**: 0001133228-26-000256

**CONFORMED SUBMISSION TYPE**: N-CSR

**PUBLIC DOCUMENT COUNT**: 303

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20260109

**DATE AS OF CHANGE**: 20260109

**EFFECTIVENESS DATE**: 20260109

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-CSR
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 26522200

**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

### Dimensional VA International Small Portfolio (Series ID: S000000951)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000002702 | Dimensional VA International Small Portfolio |  |

### Dimensional VA International Value Portfolio (Series ID: S000000952)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000002703 | Dimensional VA International Value Portfolio |  |

### Dimensional VA U.S. Targeted Value Portfolio (Series ID: S000000953)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000002704 | Dimensional VA U.S. Targeted Value Portfolio |  |

### Dimensional VA Short-Term Fixed Portfolio (Series ID: S000000954)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000002705 | Dimensional VA Short-Term Fixed Portfolio |  |

### DFA TWO-YEAR GLOBAL FIXED INCOME PORTFOLIO (Series ID: S000000955)

| Class ID   | Class Name                                                       | Ticker Symbol   |
|:---|:---|:---|
| C000002706 | DFA TWO-YEAR GLOBAL FIXED INCOME PORTFOLIO - INSTITUTIONAL CLASS | DFGFX           |

### Dimensional VA U.S. Large Value Portfolio (Series ID: S000000961)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000002712 | Dimensional VA U.S. Large Value Portfolio |  |

### Dimensional VA Global Bond Portfolio (Series ID: S000000962)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000002713 | Dimensional VA Global Bond Portfolio |  |

### DFA ONE-YEAR FIXED INCOME PORTFOLIO (Series ID: S000000968)

| Class ID   | Class Name                                                | Ticker Symbol   |
|:---|:---|:---|
| C000002719 | DFA ONE-YEAR FIXED INCOME PORTFOLIO - INSTITUTIONAL CLASS | DFIHX           |

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

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

### DFA SHORT-TERM MUNICIPAL BOND PORTFOLIO (Series ID: S000000973)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000002724 | DFA SHORT-TERM MUNICIPAL BOND PORTFOLIO | DFSMX           |

### DFA SHORT-TERM GOVERNMENT PORTFOLIO (Series ID: S000000984)

| Class ID   | Class Name                                                | Ticker Symbol   |
|:---|:---|:---|
| C000002735 | DFA SHORT-TERM GOVERNMENT PORTFOLIO - INSTITUTIONAL CLASS | DFFGX           |

### DFA INTERMEDIATE GOVERNMENT FIXED INCOME PORTFOLIO (Series ID: S000000986)

| Class ID   | Class Name                                                               | Ticker Symbol   |
|:---|:---|:---|
| C000002737 | DFA INTERMEDIATE GOVERNMENT FIXED INCOME PORTFOLIO - INSTITUTIONAL CLASS | DFIGX           |

### Emerging Markets Social Core Equity Portfolio (Series ID: S000012960)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000035022 | Emerging Markets Social Core Equity Portfolio Shares |  |

### DFA Inflation-Protected Securities Portfolio (Series ID: S000013345)

| Class ID   | Class Name                                                         | Ticker Symbol   |
|:---|:---|:---|
| C000036041 | DFA Inflation-Protected Securities Portfolio - Institutional Class |  |

### DFA California Short-Term Municipal Bond Portfolio (Series ID: S000016731)

| Class ID   | Class Name                                                               | Ticker Symbol   |
|:---|:---|:---|
| C000046747 | DFA California Short-Term Municipal Bond Portfolio - Institutional Class |  |

### U.S. Social Core Equity 2 Portfolio (Series ID: S000018154)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000050178 | U.S. Social Core Equity 2 Portfolio Shares |  |

### DFA Selectively Hedged Global Fixed Income Portfolio (Series ID: S000020421)

| Class ID   | Class Name                                                                 | Ticker Symbol   |
|:---|:---|:---|
| C000057262 | DFA Selectively Hedged Global Fixed Income Portfolio - Institutional Class |  |

### U.S. Sustainability Core 1 Portfolio (Series ID: S000020422)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000057263 | U.S. Sustainability Core 1 Portfolio Shares |  |

### International Sustainability Core 1 Portfolio (Series ID: S000020423)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000057264 | International Sustainability Core 1 Portfolio Shares |  |

### DFA Short-Term Extended Quality Portfolio (Series ID: S000024202)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000071023 | Institutional Class Shares |  |

### DFA Intermediate-Term Extended Quality Portfolio (Series ID: S000024203)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000071024 | Institutional Class Shares |  |

### Dimensional VA Global Moderate Allocation Portfolio (Series ID: S000024504)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000125332 | Institutional Class Shares |  |

### DFA California Intermediate-Term Municipal Bond Portfolio (Series ID: S000031489)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000097894 | Institutional Class Shares |  |

### DFA Investment Grade Portfolio (Series ID: S000031490)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000097895 | Institutional Class Shares |  |

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

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

### DFA World ex U.S. Government Fixed Income Portfolio (Series ID: S000034651)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000106763 | Institutional Class |  |

### DFA Intermediate-Term Municipal Bond Portfolio (Series ID: S000035595)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000109006 | Institutional Class |  |

### International Social Core Equity Portfolio (Series ID: S000038669)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000119189 | Institutional Class |  |

### U.S. Large Cap Growth Portfolio (Series ID: S000039438)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000121545 | Institutional Class |  |

### U.S. Small Cap Growth Portfolio (Series ID: S000039439)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000121546 | Institutional Class |  |

### International Large Cap Growth Portfolio (Series ID: S000039440)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000121547 | Institutional Class |  |

### International Small Cap Growth Portfolio (Series ID: S000039441)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000121548 | Institutional Class |  |

### DFA Short-Duration Real Return Portfolio (Series ID: S000042173)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000130944 | Institutional Class |  |

### DFA Municipal Real Return Portfolio (Series ID: S000046723)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000145907 | Institutional Class |  |

### DFA Municipal Bond Portfolio (Series ID: S000048085)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000151980 | Institutional Class |  |

### Dimensional VIT Inflation-Protected Securities Portfolio (Series ID: S000049213)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000155213 | Institutional Class |  |

### DFA TARGETED CREDIT PORTFOLIO (Series ID: S000049338)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000156056 | INSTITUTIONAL CLASS |  |

### DFA NY MUNICIPAL BOND PORTFOLIO (Series ID: S000049339)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000156057 | INSTITUTIONAL CLASS |  |

### DIMENSIONAL RETIREMENT INCOME FUND (Series ID: S000050928)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000160528 | INSTITUTIONAL CLASS |  |

### DIMENSIONAL 2045 TARGET DATE RETIREMENT INCOME FUND (Series ID: S000050929)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000160529 | INSTITUTIONAL CLASS |  |

### DIMENSIONAL 2050 TARGET DATE RETIREMENT INCOME FUND (Series ID: S000050930)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000160530 | INSTITUTIONAL CLASS |  |

### DIMENSIONAL 2055 TARGET DATE RETIREMENT INCOME FUND (Series ID: S000050931)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000160531 | INSTITUTIONAL CLASS |  |

### DIMENSIONAL 2060 TARGET DATE RETIREMENT INCOME FUND (Series ID: S000050932)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000160532 | INSTITUTIONAL CLASS |  |

### DIMENSIONAL 2015 TARGET DATE RETIREMENT INCOME FUND (Series ID: S000050935)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000160535 | INSTITUTIONAL CLASS |  |

### DIMENSIONAL 2020 TARGET DATE RETIREMENT INCOME FUND (Series ID: S000050936)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000160536 | INSTITUTIONAL CLASS |  |

### DIMENSIONAL 2025 TARGET DATE RETIREMENT INCOME FUND (Series ID: S000050937)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000160537 | INSTITUTIONAL CLASS |  |

### DIMENSIONAL 2030 TARGET DATE RETIREMENT INCOME FUND (Series ID: S000050938)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000160538 | INSTITUTIONAL CLASS |  |

### DIMENSIONAL 2035 TARGET DATE RETIREMENT INCOME FUND (Series ID: S000050939)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000160539 | INSTITUTIONAL CLASS |  |

### DIMENSIONAL 2040 TARGET DATE RETIREMENT INCOME FUND (Series ID: S000050940)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000160540 | INSTITUTIONAL CLASS |  |

### DFA Social Fixed Income Portfolio (Series ID: S000053205)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000167354 | Institutional Class |  |

### DFA Diversified Fixed Income Portfolio (Series ID: S000054156)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000170210 | Institutional Class |  |

### Dimensional VA Equity Allocation Portfolio (Series ID: S000057540)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000183437 | Institutional Class |  |

### DFA MN Municipal Bond Portfolio (Series ID: S000058180)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000190799 | Institutional Class |  |

### DFA California Municipal Real Return Portfolio (Series ID: S000059251)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000194527 | Institutional Class |  |

### DFA Global Core Plus Fixed Income Portfolio (Series ID: S000060107)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000196746 | Institutional Class |  |

### Emerging Markets Sustainability Core 1 Portfolio (Series ID: S000060925)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000197760 | Institutional Class |  |

### DFA Global Sustainability Fixed Income Portfolio (Series ID: S000063222)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000205087 | Institutional Class |  |

### DFA Oregon Municipal Bond Portfolio (Series ID: S000066100)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000213638 | Institutional Class | DOGMX           |

### DFA Selective State Municipal Bond Portfolio (Series ID: S000066101)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000213639 | Institutional Class | DSSMX           |

### Global Social Core Equity Portfolio (Series ID: S000066958)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000215528 | Institutional Class | DGBEX           |

### Dimensional 2065 Target Date Retirement Income Fund (Series ID: S000067428)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000216791 | Institutional Class |  |

### U.S. Sustainability Targeted Value Portfolio (Series ID: S000068937)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000220291 | Institutional Class |  |

### DFA Global Core Plus Real Return Portfolio (Series ID: S000071470)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000226674 | Institutional Class |  |

### DFA Short-Term Selective State Municipal Bond Portfolio (Series ID: S000075838)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000235151 | Institutional Class |  |

### Dimensional World ex U.S. Sustainability Targeted Value Portfolio (Series ID: S000086505)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000252067 | Institutional Class | DADIX           |

### Dimensional 2070 Target Date Retirement Income Fund (Series ID: S000089405)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000255934 | Institutional Class | DFARX           |

?xml version='1.0' encoding='ASCII'? 2025-10-22DFC6_DFACaliforniaIntermediate-TermMunicipalBondPortfolio_Institutional_TSRAnnual

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

**FORM N-CSR**

**CERTIFIED SHAREHOLDER REPORT OF REGISTERED**

**MANAGEMENT INVESTMENT COMPANIES**

Investment Company Act file number <u>811-03258</u>

**<u>DFA INVESTMENT DIMENSIONS GROUP INC.</u>**

(Exact name of registrant as specified in charter)

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

(Address of principal executive offices) (Zip code)

Catherine L. Newell, Esquire, President and General Counsel

DFA Investment Dimensions Group Inc.,

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

(Name and address of agent for service)

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

Date of fiscal year end: October 31

Date of reporting period: October 31, 2025

EXPLANATORY NOTE

The Registrant is filing this Certified Shareholder Report on Form N-CSR in two (2) separate submissions due to file size limitations on EDGAR submissions. The initial submission of the Certified Shareholder Report on Form N-CSR (accession # 0001133228-26-000235) provides the information required by Items 1 and 6-11 of Form N-CSR for a limited number of the Registrant's series. This submission provides the information required by Items 1 and 6-11 of Form N-CSR with respect to the remaining series that were not included in the Registrant's initial submission. Apart from Items 1 and 6-11, this submission is identical in all material respects to the initial submission.

ITEM 1. REPORTS TO STOCKHOLDERS.

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **DFA California Intermediate-Term** **Municipal Bond Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DCIBX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $21 | 0.21% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 3.20% for the Portfolio and 4.38% for the S&P Intermediate Term California AMT-Free Municipal Bond Index, the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

• Within the Portfolio's eligible investment range, bond yields changes were mixed. Realized term premiums were mixed, with intermediate-term bonds outperforming shorter and longer-term California municipal bonds.

Relative to the benchmark, the Portfolio's:

• Shorter duration detracted from relative performance during a period when shorter-term California municipal bonds underperformed intermediate-term California municipal bonds.

**HOW DID THE** **Portfolio PERFORM?**

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

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

![image](ts5526img003.jpg)

PAGE 1 DFA103125-DCIBX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **DFA California Intermediate-Term Municipal Bond** **Portfolio – Institutional**  | 3.20% | 0.79% | 1.39% |
| **S&P National AMT-Free Municipal Bond Index**  | 3.77% | 1.17% | 2.37% |
| **S&P Intermediate Term California AMT-Free Municipal** **Bond Index**  | 4.38% | 1.21% | 2.10% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $436349 |
| **Number of Holdings** | 368 |
| **Net Advisory Fees Paid (Thousands)** | $676 |
| **Portfolio Turnover Rate** | 71% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  General Obligation  | 28.1% |
|  School District  | 24.4% |
|  General  | 15.7% |
|  Water  | 9.6% |
|  Medical  | 8.5% |
|  Higher Education  | 7.9% |
|  Power  | 3.0% |
|  Transportation  | 1.1% |
|  Airport  | 1.0% |
|  Education  | 0.5% |
|  Mello-Roos  | 0.2% |

---

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 7.1% |
|  1 to 3 Years  | 16.7% |
|  3 to 5 Years  | 18.9% |
|  5 to 10 Years  | 17.5% |
|  Greater than 10 Years  | 39.8% |

---

**How Did the** **Portfolio Change?**

Effective February 28, 2025, Variable Rate Demand Obligations Risk was added to the prospectus as a principal risk of investing in the Portfolio.

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

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

**HOUSEHOLDING**

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

PAGE 2 DFA103125-DCIBX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **DFA California Municipal Real Return** **Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DCARX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $25 | 0.25% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 3.36% for the Portfolio and 4.38% for the S&P Intermediate Term California AMT-Free Municipal Bond Index, the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

• Within the Portfolio's eligible investment range, bond yield changes were mixed. Realized term premiums were mixed, with intermediate-term California municipal bonds outperforming shorter- and longer-term California municipal bonds.

• The Portfolio invests in TIPS. During the period, breakeven inflation rates increased.

Relative to the benchmark, the Portfolio's:

• Shorter duration detracted from relative performance during a period when shorter-term California municipal bonds underperformed intermediate-term California municipal bonds.

• Inclusion of inflation swaps contributed positively to relative performance.

**HOW DID THE** **Portfolio PERFORM?**

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

**VALUE OF A $10,000 INVESTMENT** (November 1, 2017 - October 31, 2025)

![image](ts5434img003.jpg)

PAGE 1 DFA103125-DCARX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **Since Inception**<br>**(11/01/2017)** |
| **DFA California Municipal Real Return Portfolio –** **Institutional**  | 3.36% | 3.11% | 2.55% |
| **S&P National AMT-Free Municipal Bond Index**  | 3.77% | 1.17% | 2.18% |
| **S&P Intermediate Term California AMT-Free Municipal** **Bond Index**  | 4.38% | 1.21% | 2.06% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $376636 |
| **Number of Holdings** | 318 |
| **Net Advisory Fees Paid (Thousands)** | $703 |
| **Portfolio Turnover Rate** | 137% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  General Obligation  | 31.6% |
|  School District  | 23.0% |
|  General  | 21.0% |
|  Water  | 9.0% |
|  Higher Education  | 7.4% |
|  Medical  | 3.0% |
|  Power  | 2.2% |
|  Education  | 1.4% |
|  Transportation  | 1.0% |
|  Mello-Roos  | 0.2% |
|  Airport  | 0.1% |
|  Investment Companies  | 0.1% |

---

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 28.5% |
|  1 to 3 Years  | 40.4% |
|  3 to 5 Years  | 9.8% |
|  5 to 10 Years  | 14.8% |
|  Greater than 10 Years  | 6.5% |

---

**How Did the** **Portfolio Change?**

Effective February 28, 2025, Variable Rate Demand Obligations Risk was added to the prospectus as a principal risk of investing in the Portfolio.

Effective February 28, 2025, Dimensional Fund Advisors Ltd. and DFA Australia Limited no longer serve as sub-advisors to the Portfolio.

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

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

PAGE 2 DFA103125-DCARX

------

**HOUSEHOLDING**

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

PAGE 3 DFA103125-DCARX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **DFA California Short-Term Municipal Bond** **Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DFCMX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $19<br>0.19%<sup>1</sup> |

---

1 Reflects Fee Waivers and/or Expense Assumptions, without which expenses would have been higher.

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 2.93% for the Portfolio and 3.30% for the ICE BofA 1-3 Year California including Puerto Rico Municipal Securities Index, the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

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

Relative to the benchmark, the Portfolio's:

• Shorter duration detracted from relative performance during a period when shorter-term California municipal bonds underperformed longer-term California municipal bonds.

**HOW DID THE** **Portfolio PERFORM?**

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

Performance figures may reflect fee waivers and/or expense reimbursements, without which the performance would have been lower.

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

![image](ts5454img003.jpg)

PAGE 1 DFA103125-DFCMX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **DFA California Short-Term Municipal Bond Portfolio –** **Institutional**  | 2.93% | 1.44% | 1.16% |
| **S&P National AMT-Free Municipal Bond Index**  | 3.77% | 1.17% | 2.37% |
| **ICE BofA 1-3 Year California including Puerto Rico** **Municipal Securities Index<sup>1</sup>**  | 3.30% | 1.35% | 1.33% |

---

---

| | |
|:---|:---|
| 1 | ICE BofA index data copyright 2025 ICE Data Indices, LLC. Prior to July 1, 2022, index returns reflect no deduction for transaction costs. Effective July 1, 2022, index returns include transaction costs (as determined and calculated by the index provider), which may be higher or lower than the actual transaction costs incurred by the Portfolio. |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $842176 |
| **Number of Holdings** | 344 |
| **Net Advisory Fees Paid (Thousands)** | $1154 |
| **Portfolio Turnover Rate** | 153% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  General Obligation  | 30.6% |
|  General  | 21.5% |
|  School District  | 20.7% |
|  Water  | 9.1% |
|  Higher Education  | 7.2% |
|  Medical  | 6.2% |
|  Education  | 1.9% |
|  Transportation  | 1.3% |
|  Power  | 1.1% |
|  Airport  | 0.4% |

---

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 40.3% |
|  1 to 3 Years  | 27.9% |
|  3 to 5 Years  | 8.9% |
|  5 to 10 Years  | 19.6% |
|  Greater than 10 Years  | 3.3% |

---

**How Did the** **Portfolio Change?**

Effective February 28, 2025, Variable Rate Demand Obligations Risk was added to the prospectus as a principal risk of investing in the Portfolio.

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

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

PAGE 2 DFA103125-DFCMX

------

**HOUSEHOLDING**

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

PAGE 3 DFA103125-DFCMX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **DFA Diversified Fixed Income Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DFXIX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $15<br>0.15%<sup>1</sup> |

---

1 Reflects Fee Waivers and/or Expense Assumptions, without which expenses would have been higher.

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 6.02% for the Portfolio and 5.69% for the Bloomberg U.S. Government Bond Index Intermediate, the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

• Within the Portfolio's eligible investment range, bond yield changes were mixed. Nominal and real term premiums were positive, with longer-term bonds outperforming shorter-term bonds.

• The Portfolio invests in TIPS. During the period, breakeven inflation rates increased.

Relative to the benchmark, the Portfolio's:

• Allocation to bonds in the 10- to 15-year maturity range and underweight to bonds in the two- to five-year maturity range contributed positively to relative performance during a period when longer-term bonds outperformed shorter-term bonds.

• Inclusion of TIPS contributed positively to relative performance.

**HOW DID THE** **Portfolio PERFORM?**

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

Performance figures may reflect fee waivers and/or expense reimbursements, without which the performance would have been lower.

**VALUE OF A $10,000 INVESTMENT** (August 10, 2016 - October 31, 2025)

![image](ts5440img003.jpg)

PAGE 1 DFA103125-DFXIX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **Since Inception**<br>**(08/10/2016)** |
| **DFA Diversified Fixed Income Portfolio – Institutional**  | 6.02% | 1.04% | 1.77% |
| **Bloomberg U.S. Aggregate Bond Index**  | 6.16% | -0.24% | 1.49% |
| **Bloomberg U.S. Government Bond Index Intermediate**  | 5.69% | 0.53% | 1.45% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $1692816 |
| **Number of Holdings** | 8 |
| **Net Advisory Fees Paid (Thousands)** | $255 |
| **Portfolio Turnover Rate** | 31% |

---

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

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  DFA Intermediate Government Fixed Income Portfolio  | 50.4% |
|  DFA Two-Year Global Fixed Income Portfolio  | 30.3% |
|  U.S. Treasury Inflation-Indexed Notes 0.125% due 01/15/32  | 4.8% |
|  U.S. Treasury Inflation-Indexed Notes 1.750% due 01/15/34  | 4.8% |
|  U.S. Treasury Inflation-Indexed Bonds 3.375% due 04/15/32  | 4.8% |
|  U.S. Treasury Inflation-Indexed Notes 0.125% due 07/15/31  | 2.9% |
|  U.S. Treasury Inflation-Indexed Notes 2.125% due 01/15/35  | 2.0% |

---

† Excludes cash investments and collateral for loaned securities, if any.

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

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

**HOUSEHOLDING**

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

PAGE 2 DFA103125-DFXIX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **DFA Five-Year Global Fixed Income** **Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DFGBX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $22 | 0.21% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 4.77% for the Portfolio and 5.29% for the FTSE World Government Bond Index 1-5 Years (hedged to USD), the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

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

Relative to its benchmark, the Portfolio's:

• Shorter duration detracted from relative performance during a period when shorter-term bonds underperformed longer-term bonds.

**HOW DID THE** **Portfolio PERFORM?**

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

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

![image](ts5543img003.jpg)

PAGE 1 DFA103125-DFGBX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **DFA Five-Year Global Fixed Income Portfolio –** **Institutional**  | 4.77% | 1.23% | 1.66% |
| **Bloomberg Global Aggregate Bond Index (hedged to** **USD)**  | 5.30% | 0.52% | 2.37% |
| **FTSE World Government Bond Index 1-5 Years (hedged** **to USD)**  | 5.29% | 1.71% | 2.01% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $9468834 |
| **Number of Holdings** | 289 |
| **Net Advisory Fees Paid (Thousands)** | $16890 |
| **Portfolio Turnover Rate** | 44% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  Foreign Government  | 54.4% |
|  Financials  | 35.1% |
|  U.S. Government  | 4.2% |
|  Consumer, Non-cyclical  | 3.6% |
|  Energy  | 1.0% |
|  Consumer, Cyclical  | 0.7% |
|  Industrials  | 0.7% |
|  Communications  | 0.3% |

---

† Excludes cash investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 28.8% |
|  1 to 3 Years  | 26.2% |
|  3 to 5 Years  | 45.0% |

---

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

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

**HOUSEHOLDING**

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

PAGE 2 DFA103125-DFGBX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **DFA Global Core Plus Fixed Income** **Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DGCFX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $24<br>0.23%<sup>1</sup> |

---

1 Reflects Fee Waivers and/or Expense Assumptions, without which expenses would have been higher.

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 6.65% for the Portfolio and 5.30% for the Bloomberg Global Aggregate Bond Index (hedged to USD), the Portfolio's benchmark.

**PERFORMANCE HIGHLIGHTS**

• Within the Portfolio's eligible investment range, bond yield changes were mixed. Realized term premiums were mixed, with intermediate-term bonds outperforming shorter- and longer-term bonds.

• Credit spreads were relatively narrow throughout the period. Realized credit premiums were positive, as corporate bonds outperformed government bonds.

Relative to the benchmark, the Portfolio's:

• Overweight to intermediate-term bonds denominated in the Australian dollar, Canadian dollar, euro, and US dollar contributed positively to relative performance during a period when those intermediate-term bonds outperformed shorter- and longer-term bonds.

• Overweight to corporate bonds contributed positively to relative performance as corporate bonds outperformed government bonds.

• Inclusion of BB rated corporate bonds also contributed positively to relative performance as BB rated corporate bonds outperformed investment grade corporate bonds.

**HOW DID THE** **Portfolio PERFORM?**

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

Performance figures may reflect fee waivers and/or expense reimbursements, without which the performance would have been lower.

PAGE 1 DFA103125-DGCFX

------

**VALUE OF A $10,000 INVESTMENT** (January 11, 2018 - October 31, 2025)

![image](ts5433img003.jpg)

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **Since Inception**<br>**(01/11/2018)** |
| **DFA Global Core Plus Fixed Income Portfolio –** **Institutional**  | 6.65% | 0.46% | 2.45% |
| **Bloomberg Global Aggregate Bond Index (hedged to** **USD)**  | 5.30% | 0.52% | 2.22% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $2819255 |
| **Number of Holdings** | 609 |
| **Net Advisory Fees Paid (Thousands)** | $5214 |
| **Portfolio Turnover Rate** | 44% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  Foreign Government  | 27.9% |
|  Financials  | 22.3% |
|  Mortgage Securities  | 8.8% |
|  Energy  | 7.0% |
|  Consumer, Cyclical  | 5.6% |
|  Industrials  | 5.1% |
|  Consumer, Non-cyclical  | 4.9% |
|  U.S. Government  | 4.2% |
|  Technology  | 3.9% |
|  Utilities  | 3.8% |
|  Communications  | 3.4% |
|  Basic Materials  | 3.1% |

---

† Excludes cash investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 4.6% |
|  1 to 3 Years  | 3.1% |
|  3 to 5 Years  | 9.9% |
|  5 to 10 Years  | 55.3% |
|  Greater than 10 Years  | 27.1% |

---

PAGE 2 DFA103125-DGCFX

------

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

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

**HOUSEHOLDING**

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

PAGE 3 DFA103125-DGCFX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **DFA Global Core Plus Real Return Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DFAAX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $30<br>0.29%<sup>1</sup> |

---

1 Reflects Fee Waivers and/or Expense Assumptions, without which expenses would have been higher.

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 7.40% for the Portfolio and 5.30% for the Bloomberg Global Aggregate Bond Index (hedged to USD), the Portfolio's benchmark.

**PERFORMANCE HIGHLIGHTS**

• Within the Portfolio's eligible investment range, bond yield changes were mixed. Realized term premiums were mixed, with intermediate-term bonds outperforming shorter- and longer-term bonds.

• The Portfolio invests in TIPS. During the period, breakeven inflation rates increased.

• Credit spreads were relatively narrow over the period. Realized credit premiums were positive, as corporate bonds outperformed government bonds.

Relative to the benchmark, the Portfolio's:

• Overweight to intermediate-term bonds denominated in the Australian dollar, Canadian dollar, euro, and US dollar contributed positively to relative performance during a period when those intermediate-term bonds outperformed shorter- and longer-term bonds.

• Overweight to corporate bonds contributed positively to relative performance as corporate bonds outperformed government bonds.

• Inclusion of BB rated corporate bonds also contributed positively to relative performance as BB rated corporate bonds outperformed investment grade corporate bonds.

• Inclusion of inflation swaps contributed positively to relative performance.

**HOW DID THE** **Portfolio PERFORM?**

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

Performance figures may reflect fee waivers and/or expense reimbursements, without which the performance would have been lower.

PAGE 1 DFA103125-DFAAX

------

**VALUE OF A $10,000 INVESTMENT** (April 26, 2021 - October 31, 2025)

![image](ts5477img003.jpg)

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

---

| | | |
|:---|:---|:---|
|  | **1 Year** | **Since Inception**<br>**(04/26/2021)** |
| **DFA Global Core Plus Real Return Portfolio – Institutional**  | 7.40% | 2.72% |
| **Bloomberg Global Aggregate Bond Index (hedged to USD)**  | 5.30% | 0.82% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $287239 |
| **Number of Holdings** | 294 |
| **Net Advisory Fees Paid (Thousands)** | $607 |
| **Portfolio Turnover Rate** | 59% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  Foreign Government  | 24.5% |
|  Financials  | 23.8% |
|  Mortgage Securities  | 9.1% |
|  Energy  | 8.4% |
|  Consumer, Non-cyclical  | 6.9% |
|  Industrials  | 5.6% |
|  U.S. Government  | 5.0% |
|  Utilities  | 4.7% |
|  Consumer, Cyclical  | 4.0% |
|  Technology  | 3.2% |
|  Communications  | 2.7% |
|  Basic Materials  | 2.1% |

---

† Excludes cash investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 2.6% |
|  1 to 3 Years  | 4.9% |
|  3 to 5 Years  | 10.6% |
|  5 to 10 Years  | 56.8% |
|  Greater than 10 Years  | 25.1% |

---

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

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

PAGE 2 DFA103125-DFAAX

------

**HOUSEHOLDING**

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

PAGE 3 DFA103125-DFAAX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **DFA Global Sustainability Fixed Income** **Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DGSFX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $23 | 0.22% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 5.49% for the Portfolio and 5.30% for the Bloomberg Global Aggregate Bond Index (hedged to USD), the Portfolio's benchmark.

**PERFORMANCE HIGHLIGHTS**

• Within the Portfolio's eligible investment range, bond yield changes were mixed. Realized term premiums were mixed, with intermediate-term bonds outperforming shorter- and longer-term bonds.

• Credit spreads were relatively narrow throughout the period. Realized credit premiums were positive, as corporate bonds outperformed government bonds.

Relative to the benchmark, the Portfolio's:

• Overweight to intermediate-term bonds denominated in the Australian dollar, euro, and US dollar contributed positively to relative performance during a period when those intermediate-term bonds outperformed shorter- and longer-term bonds.

• Overweight to corporate bonds contributed positively to relative performance as corporate bonds outperformed government bonds.

**HOW DID THE** **Portfolio PERFORM?**

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

**VALUE OF A $10,000 INVESTMENT** (November 6, 2018 - October 31, 2025)

![image](ts5431img003.jpg)

PAGE 1 DFA103125-DGSFX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **Since Inception**<br>**(11/06/2018)** |
| **DFA Global Sustainability Fixed Income Portfolio –** **Institutional**  | 5.49% | -0.22% | 2.26% |
| **Bloomberg Global Aggregate Bond Index (hedged to** **USD)**  | 5.30% | 0.52% | 2.48% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $694882 |
| **Number of Holdings** | 223 |
| **Net Advisory Fees Paid (Thousands)** | $1250 |
| **Portfolio Turnover Rate** | 38% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  Foreign Government  | 51.8% |
|  Financials  | 21.4% |
|  Consumer, Non-cyclical  | 8.7% |
|  Communications  | 4.3% |
|  Technology  | 3.9% |
|  Consumer, Cyclical  | 3.1% |
|  Industrials  | 2.6% |
|  Multi-National  | 2.1% |
|  U.S. Government  | 1.7% |
|  Utilities  | 0.4% |

---

† Excludes cash investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 6.6% |
|  1 to 3 Years  | 14.3% |
|  3 to 5 Years  | 12.0% |
|  5 to 10 Years  | 23.4% |
|  Greater than 10 Years  | 43.7% |

---

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

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

**HOUSEHOLDING**

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

PAGE 2 DFA103125-DGSFX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **DFA Inflation-Protected Securities** **Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DIPSX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $11 | 0.11% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 6.22% for the Portfolio and 6.06% for the Bloomberg U.S. TIPS Index, the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

• Within the Portfolio's eligible investment range, real yield changes were mixed. Realized real term premiums were mixed, with intermediate-term TIPS outperforming shorter- and longer-term TIPS.

Relative to the benchmark, the Portfolio's:

• Underweight to short- and long-term TIPS and overweight to intermediate-term TIPS contributed positively to relative performance.

**HOW DID THE** **Portfolio PERFORM?**

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

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

![image](ts5457img003.jpg)

PAGE 1 DFA103125-DIPSX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **DFA Inflation-Protected Securities Portfolio –** **Institutional**  | 6.22% | 1.57% | 3.02% |
| **Bloomberg U.S. Aggregate Bond Index**  | 6.16% | -0.24% | 1.90% |
| **Bloomberg U.S. TIPS Index**  | 6.06% | 1.63% | 3.02% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $5159771 |
| **Number of Holdings** | 26 |
| **Net Advisory Fees Paid (Thousands)** | $4560 |
| **Portfolio Turnover Rate** | 16% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  U.S. Government  | 100.0% |

---

† Excludes cash investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  1 to 3 Years  | 10.2% |
|  3 to 5 Years  | 38.5% |
|  5 to 10 Years  | 25.1% |
|  Greater than 10 Years  | 26.2% |

---

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

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

**HOUSEHOLDING**

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

PAGE 2 DFA103125-DIPSX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **DFA Intermediate Government Fixed** **Income Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DFIGX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $12 | 0.12% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 5.92% for the Portfolio and 5.20% for the Bloomberg U.S. Government Bond Index, the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

• Within the Portfolio's eligible investment range, bond yield changes were mixed. Realized term premiums were mixed, with intermediate-term government bonds outperforming shorter- and longer-term government bonds.

Relative to the benchmark, the Portfolio's:

• Underweight to bonds with maturities shorter than three-years, exclusion of bonds with maturities longer than 15-years, and overweight to intermediate-term bonds contributed positively to relative performance during a period when intermediate-term government bonds outperformed shorter- and longer-term government bonds.

**HOW DID THE** **Portfolio PERFORM?**

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

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

![image](ts5544img003.jpg)

PAGE 1 DFA103125-DFIGX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **DFA Intermediate Government Fixed Income Portfolio** **– Institutional**  | 5.92% | -1.08% | 1.37% |
| **Bloomberg U.S. Aggregate Bond Index**  | 6.16% | -0.24% | 1.90% |
| **Bloomberg U.S. Government Bond Index**  | 5.20% | -0.97% | 1.30% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $6065520 |
| **Number of Holdings** | 121 |
| **Net Advisory Fees Paid (Thousands)** | $5341 |
| **Portfolio Turnover Rate** | 13% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  U.S. Government  | 100.0% |

---

† Excludes cash investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 5.4% |
|  1 to 3 Years  | 12.9% |
|  3 to 5 Years  | 30.2% |
|  5 to 10 Years  | 11.9% |
|  Greater than 10 Years  | 39.6% |

---

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

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

**HOUSEHOLDING**

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

PAGE 2 DFA103125-DFIGX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **DFA Intermediate-Term Extended Quality** **Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DFTEX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $21 | 0.20% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 7.36% for the Portfolio and 6.68% for the Bloomberg U.S. Credit Bond Index, the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

• Within the Portfolio's eligible investment range, bond yield changes were mixed. Realized term premiums were mixed, with intermediate-term bonds outperforming shorter and longer-term bonds.

• Credit spreads were relatively narrow throughout the period. Realized credit premiums were positive, as corporate bonds outperformed government bonds.

Relative to the benchmark, the Portfolio's:

• Overweight to intermediate-term bonds, underweight to bonds with maturities less than three-years, and exclusion of bonds with maturities longer than 20-years, contributed positively to relative performance during a period when intermediate-term bonds outperformed shorter- and longer-term bonds.

• Overweight to corporate bonds contributed positively to relative performance as corporate bonds outperformed government bonds.

**HOW DID THE** **Portfolio PERFORM?**

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

Performance figures may reflect fee waivers and/or expense reimbursements, without which the performance would have been lower.

PAGE 1 DFA103125-DFTEX

------

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

![image](ts5443img003.jpg)

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **DFA Intermediate-Term Extended Quality Portfolio –** **Institutional**  | 7.36% | 0.46% | 2.88% |
| **Bloomberg U.S. Aggregate Bond Index**  | 6.16% | -0.24% | 1.90% |
| **Bloomberg U.S. Credit Bond Index**  | 6.68% | 0.46% | 3.00% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $1761866 |
| **Number of Holdings** | 570 |
| **Net Advisory Fees Paid (Thousands)** | $2894 |
| **Portfolio Turnover Rate** | 35% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  Financials  | 29.5% |
|  Consumer, Non-cyclical  | 13.9% |
|  Energy  | 11.3% |
|  Foreign Government  | 9.7% |
|  Utilities  | 7.0% |
|  Industrials  | 6.1% |
|  Consumer, Cyclical  | 5.6% |
|  Communications  | 5.3% |
|  Technology  | 5.0% |
|  Basic Materials  | 4.1% |
|  U.S. Government  | 2.1% |
|  Other  | 0.4% |

---

† Excludes cash investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 1.0% |
|  1 to 3 Years  | 0.1% |
|  3 to 5 Years  | 31.4% |
|  5 to 10 Years  | 32.8% |
|  Greater than 10 Years  | 34.7% |

---

**How Did the** **Portfolio Change?**

Effective February 28, 2025, Christopher W. Cummins was added as a portfolio manager to the Portfolio.

PAGE 2 DFA103125-DFTEX

------

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

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

**HOUSEHOLDING**

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

PAGE 3 DFA103125-DFTEX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **DFA Intermediate-Term Municipal Bond** **Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DFTIX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $19<br>0.19%<sup>1</sup> |

---

1 Reflects Fee Waivers and/or Expense Assumptions, without which expenses would have been higher.

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 3.75% for the Portfolio and 4.45% for the S&P Intermediate Term National AMT-Free Municipal Bond Index, the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

• Within the Portfolio's eligible investment range, bond yields changes were mixed. Realized term premiums were mixed, with intermediate-term municipal bonds outperforming shorter- and longer-term municipal bonds.

• Realized credit premiums were positive, as lower-rated municipal bonds outperformed higher-rated municipal bonds.

Relative to the benchmark, the Portfolio's:

• Shorter duration detracted from relative performance during a period when shorter-term municipal bonds underperformed intermediate-term municipal bonds.

• Underweight to single-A rated municipal bonds and overweight to AAA and AA rated municipal bonds detracted from relative performance as lower rated municipal bonds outperformed higher rated municipal bonds.

**HOW DID THE** **Portfolio PERFORM?**

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

Performance figures may reflect fee waivers and/or expense reimbursements, without which the performance would have been lower.

PAGE 1 DFA103125-DFTIX

------

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

![image](ts5524img003.jpg)

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **DFA Intermediate-Term Municipal Bond Portfolio –** **Institutional**  | 3.75% | 1.00% | 1.64% |
| **S&P National AMT-Free Municipal Bond Index**  | 3.77% | 1.17% | 2.37% |
| **S&P Intermediate Term National AMT-Free Municipal** **Bond Index**  | 4.45% | 1.43% | 2.29% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $1296913 |
| **Number of Holdings** | 676 |
| **Net Advisory Fees Paid (Thousands)** | $2088 |
| **Portfolio Turnover Rate** | 56% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  General Obligation  | 46.1% |
|  School District  | 15.0% |
|  General  | 9.5% |
|  Water  | 6.6% |
|  Medical  | 5.5% |
|  Higher Education  | 4.6% |
|  Transportation  | 3.7% |
|  Power  | 3.5% |
|  Utilities  | 2.7% |
|  Airport  | 1.3% |
|  Education  | 1.3% |
|  Development  | 0.2% |

---

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 8.4% |
|  1 to 3 Years  | 26.5% |
|  3 to 5 Years  | 10.8% |
|  5 to 10 Years  | 14.3% |
|  Greater than 10 Years  | 40.0% |

---

**How Did the** **Portfolio Change?**

Effective February 28, 2025, Variable Rate Demand Obligations Risk was added to the prospectus as a principal risk of investing in the Portfolio.

PAGE 2 DFA103125-DFTIX

------

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

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

**HOUSEHOLDING**

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

PAGE 3 DFA103125-DFTIX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **DFA Investment Grade Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DFAPX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $20 | 0.19% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 6.34% for the Portfolio and 6.16% for the Bloomberg U.S. Aggregate Bond Index, the Portfolio's benchmark.

**PERFORMANCE HIGHLIGHTS**

• Within the Portfolio's eligible investment range, bond yield changes were mixed. Realized term premiums were mixed, with intermediate-term bonds outperforming shorter- and longer-term bonds.

• Credit spreads remained narrow throughout the period. Realized credit premiums were positive, as corporate bonds outperformed government bonds.

Relative to its benchmark, the Portfolio's:

• Overweight to intermediate-term bonds and exclusion of bonds with maturities longer than 20-years contributed positively to relative performance during a period when intermediate-term bonds outperformed shorter- and longer-term bonds.

• Overweight to corporate bonds also contributed positively as corporate bonds outperformed government bonds.

**HOW DID THE** **Portfolio PERFORM?**

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

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

![image](ts5528img003.jpg)

PAGE 1 DFA103125-DFAPX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **DFA Investment Grade Portfolio – Institutional**  | 6.34% | 0.09% | 2.28% |
| **Bloomberg U.S. Aggregate Bond Index**  | 6.16% | -0.24% | 1.90% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $12453593 |
| **Number of Holdings** | 851 |
| **Net Advisory Fees Paid (Thousands)** | $19201 |
| **Portfolio Turnover Rate** | 25% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  U.S. Government  | 51.5% |
|  Financials  | 17.9% |
|  Consumer, Non-cyclical  | 8.1% |
|  Energy  | 4.0% |
|  Foreign Government  | 3.8% |
|  Communications  | 3.0% |
|  Technology  | 2.9% |
|  Consumer, Cyclical  | 2.6% |
|  Industrials  | 2.6% |
|  Utilities  | 2.1% |
|  Basic Materials  | 1.5% |

---

† Excludes cash investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 11.0% |
|  1 to 3 Years  | 10.8% |
|  3 to 5 Years  | 21.1% |
|  5 to 10 Years  | 22.2% |
|  Greater than 10 Years  | 34.9% |

---

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

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

**HOUSEHOLDING**

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

PAGE 2 DFA103125-DFAPX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **DFA LTIP Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DRXIX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $12 | 0.12% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were -1.93% for the Portfolio and 0.02% for the FTSE US Inflation-Linked Bonds Index 20+ Years, the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

• Within the Portfolio's eligible investment range, real yield changes were mixed. Realized real term premiums were negative, with longer-term TIPS underperforming shorter-term TIPS.

Relative to the benchmark, the Portfolio's:

• Overweight to longer-term TIPS detracted from relative performance as longer-term TIPS underperformed shorter-term TIPS.

**HOW DID THE** **Portfolio PERFORM?**

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

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

![image](ts5522img003.jpg)

PAGE 1 DFA103125-DRXIX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **DFA LTIP Portfolio – Institutional**  | -1.93% | -8.29% | 0.23% |
| **Bloomberg U.S. Aggregate Bond Index**  | 6.16% | -0.24% | 1.90% |
| **FTSE US Inflation-Linked Securities Index 20+ Years**  | 0.02% | -6.03% | 1.34% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $412981 |
| **Number of Holdings** | 4 |
| **Net Advisory Fees Paid (Thousands)** | $379 |
| **Portfolio Turnover Rate** | 15% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  U.S. Government  | 100.0% |

---

† Excludes cash investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Greater than 10 Years  | 100.0% |

---

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

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

**HOUSEHOLDING**

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

PAGE 2 DFA103125-DRXIX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **DFA MN Municipal Bond Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DMNBX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $22<br>0.22%<sup>1</sup> |

---

1 Reflects Fee Waivers and/or Expense Assumptions, without which expenses would have been higher.

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 2.70% for the Portfolio and 4.45% for the S&P Intermediate Term National AMT-Free Municipal Bond Index, the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

• Within the Portfolio's eligible investment range, bond yield changes were mixed. Realized term premiums were mixed, with intermediate-term municipal bonds outperforming shorter- and longer-term municipal bonds.

• Shorter-duration Minnesota municipal bonds generally underperformed the broader national municipal bond index.

Relative to the benchmark, the Portfolio's:

• Shorter duration detracted from relative performance during a period when shorter-term municipal bonds underperformed intermediate-term municipal bonds.

• Emphasis on Minnesota municipal bonds, relative to the broader national municipal bond index, also detracted from relative performance.

**HOW DID THE** **Portfolio PERFORM?**

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

Performance figures may reflect fee waivers and/or expense reimbursements, without which the performance would have been lower.

**VALUE OF A $10,000 INVESTMENT** (July 25, 2017 - October 31, 2025)

![image](ts5435img003.jpg)

PAGE 1 DFA103125-DMNBX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **Since Inception**<br>**(07/25/2017)** |
| **DFA MN Municipal Bond Portfolio – Institutional**  | 2.70% | 0.99% | 1.21% |
| **S&P National AMT-Free Municipal Bond Index**  | 3.77% | 1.17% | 2.19% |
| **S&P Intermediate Term National AMT-Free Municipal** **Bond Index**  | 4.45% | 1.43% | 2.20% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $34018 |
| **Number of Holdings** | 101 |
| **Net Advisory Fees Paid (Thousands)** | $28 |
| **Portfolio Turnover Rate** | 42% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  General Obligation  | 66.3% |
|  School District  | 24.3% |
|  Utilities  | 2.4% |
|  Power  | 2.1% |
|  Water  | 1.6% |
|  Higher Education  | 1.4% |
|  Medical  | 1.0% |
|  Airport  | 0.9% |

---

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 36.4% |
|  1 to 3 Years  | 48.8% |
|  3 to 5 Years  | 7.0% |
|  5 to 10 Years  | 7.1% |
|  Greater than 10 Years  | 0.7% |

---

**How Did the** **Portfolio Change?**

Effective February 28, 2025, Variable Rate Demand Obligations Risk was added to the prospectus as a principal risk of investing in the Portfolio.

Effective February 28, 2025, Dimensional Fund Advisors Ltd. and DFA Australia Limited no longer serve as sub-advisors to the Portfolio.

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

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

**HOUSEHOLDING**

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

PAGE 2 DFA103125-DMNBX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **DFA Municipal Bond Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DFMPX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $21 | 0.21% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 3.55% for the Portfolio and 4.45% for the S&P Intermediate Term National AMT-Free Municipal Bond Index, the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

• Within the Portfolio's eligible investment range, bond yield changes were mixed. Realized term premiums were mixed, with intermediate-term municipal bonds outperforming shorter- and longer-term municipal bonds.

Relative to the benchmark, the Portfolio's:

• Shorter duration detracted from relative performance during a period when shorter-term municipal bonds underperformed intermediate-term municipal bonds.

**HOW DID THE** **Portfolio PERFORM?**

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

Performance figures may reflect fee waivers and/or expense reimbursements, without which the performance would have been lower.

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

![image](ts5555img003.jpg)

PAGE 1 DFA103125-DFMPX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **DFA Municipal Bond Portfolio – Institutional**  | 3.55% | 0.58% | 1.33% |
| **S&P National AMT-Free Municipal Bond Index**  | 3.77% | 1.17% | 2.37% |
| **S&P Intermediate Term National AMT-Free Municipal** **Bond Index**  | 4.45% | 1.43% | 2.29% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $474971 |
| **Number of Holdings** | 358 |
| **Net Advisory Fees Paid (Thousands)** | $793 |
| **Portfolio Turnover Rate** | 76% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  General Obligation  | 49.7% |
|  School District  | 24.2% |
|  Water  | 7.4% |
|  General  | 4.8% |
|  Transportation  | 4.3% |
|  Utilities  | 2.9% |
|  Power  | 2.6% |
|  Medical  | 1.4% |
|  Higher Education  | 1.4% |
|  Education  | 1.0% |
|  Facilities  | 0.2% |
|  Airport  | 0.1% |

---

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 25.1% |
|  1 to 3 Years  | 14.8% |
|  3 to 5 Years  | 16.1% |
|  5 to 10 Years  | 8.9% |
|  Greater than 10 Years  | 35.1% |

---

**How Did the** **Portfolio Change?**

Effective February 28, 2025, Variable Rate Demand Obligations Risk was added to the prospectus as a principal risk of investing in the Portfolio.

Effective February 28, 2025, Dimensional Fund Advisors Ltd. and DFA Australia Limited no longer serve as sub-advisors to the Portfolio.

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

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

PAGE 2 DFA103125-DFMPX

------

**HOUSEHOLDING**

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

PAGE 3 DFA103125-DFMPX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **DFA Municipal Real Return Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DMREX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $24 | 0.24% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 3.43% for the Portfolio and 4.45% for the S&P Intermediate Term National AMT-Free Municipal Bond Index, the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

• Within the Portfolio's eligible investment range, bond yield changes were mixed. Realized term premiums were mixed, with intermediate-term municipal bonds outperforming shorter- and longer-term municipal bonds.

• The Portfolio invests in TIPS. During the period, breakeven inflation rates increased.

Relative to the benchmark, the Portfolio's:

• Shorter duration detracted from relative performance during a period when shorter-term municipal bonds underperformed intermediate-term municipal bonds.

• Inclusion of inflation swaps contributed positively to relative performance.

**HOW DID THE** **Portfolio PERFORM?**

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

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

![image](ts5556img003.jpg)

PAGE 1 DFA103125-DMREX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **DFA Municipal Real Return Portfolio – Institutional**  | 3.43% | 3.14% | 2.79% |
| **S&P National AMT-Free Municipal Bond Index**  | 3.77% | 1.17% | 2.37% |
| **S&P Intermediate Term National AMT-Free Municipal** **Bond Index**  | 4.45% | 1.43% | 2.29% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $1827216 |
| **Number of Holdings** | 597 |
| **Net Advisory Fees Paid (Thousands)** | $3449 |
| **Portfolio Turnover Rate** | 132% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  General Obligation  | 52.0% |
|  School District  | 19.9% |
|  General  | 8.0% |
|  Water  | 5.0% |
|  Higher Education  | 4.2% |
|  Transportation  | 2.8% |
|  Education  | 2.1% |
|  Power  | 2.1% |
|  Utilities  | 1.5% |
|  Medical  | 1.4% |
|  Development  | 0.8% |
|  Airport  | 0.1% |
|  Investment Companies  | 0.1% |

---

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 29.9% |
|  1 to 3 Years  | 46.7% |
|  3 to 5 Years  | 3.8% |
|  5 to 10 Years  | 10.4% |
|  Greater than 10 Years  | 9.2% |

---

**How Did the** **Portfolio Change?**

Effective February 28, 2025, Variable Rate Demand Obligations Risk was added to the prospectus as a principal risk of investing in the Portfolio.

Effective February 28, 2025, Dimensional Fund Advisors Ltd. and DFA Australia Limited no longer serve as sub-advisors to the Portfolio.

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

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

PAGE 2 DFA103125-DMREX

------

**HOUSEHOLDING**

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

PAGE 3 DFA103125-DMREX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **DFA NY Municipal Bond Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DNYMX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $25<br>0.25%<sup>1</sup> |

---

1 Reflects Fee Waivers and/or Expense Assumptions, without which expenses would have been higher.

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 3.03% for the Portfolio and 4.35% for the S&P Intermediate Term New York AMT-Free Municipal Bond Index, the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

• Within the Portfolio's eligible investment range, bond yield changes were mixed. Realized term premiums were mixed, with intermediate-term New York municipal bonds outperforming shorter- and longer-term New York municipal bonds. Longer-term New York municipal bonds were the worst performers.

Relative to the benchmark, the Portfolio's:

• Shorter duration detracted from relative performance during a period when shorter-term New York municipal bonds underperformed intermediate-term New York municipal bonds.

**HOW DID THE** **Portfolio PERFORM?**

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

Performance figures may reflect fee waivers and/or expense reimbursements, without which the performance would have been lower.

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

![image](ts5552img003.jpg)

PAGE 1 DFA103125-DNYMX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **DFA NY Municipal Bond Portfolio – Institutional**  | 3.03% | 1.40% | 1.43% |
| **S&P National AMT-Free Municipal Bond Index**  | 3.77% | 1.17% | 2.37% |
| **S&P Intermediate Term New York AMT-Free Municipal** **Bond Index**  | 4.35% | 1.63% | 2.21% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $167054 |
| **Number of Holdings** | 126 |
| **Net Advisory Fees Paid (Thousands)** | $295 |
| **Portfolio Turnover Rate** | 156% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  General Obligation  | 33.6% |
|  General  | 26.6% |
|  School District  | 20.4% |
|  Transportation  | 9.0% |
|  Higher Education  | 4.2% |
|  Airport  | 2.6% |
|  Water  | 1.5% |
|  Development  | 1.0% |
|  Medical  | 0.6% |
|  Utilities  | 0.5% |

---

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 46.9% |
|  1 to 3 Years  | 10.2% |
|  3 to 5 Years  | 11.2% |
|  5 to 10 Years  | 18.3% |
|  Greater than 10 Years  | 13.4% |

---

**How Did the** **Portfolio Change?**

Effective February 28, 2025, Variable Rate Demand Obligations Risk was added to the prospectus as a principal risk of investing in the Portfolio.

Effective February 28, 2025, Dimensional Fund Advisors Ltd. and DFA Australia Limited no longer serve as sub-advisors to the Portfolio.

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

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

**HOUSEHOLDING**

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

PAGE 2 DFA103125-DNYMX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **DFA One-Year Fixed Income Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DFIHX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $12 | 0.12% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 4.49% for the Portfolio and 4.34% for the ICE BofA U.S. 3-Month Treasury Bill Index, the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

• Within the Portfolio's eligible investment range (AAA/AA rated bonds), bond yields decreased. Realized term premiums were positive, with longer-term bonds outperforming shorter-term bonds.

Relative to its benchmark, the Portfolio's:

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

**HOW DID THE** **Portfolio PERFORM?**

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

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

![image](ts5441img003.jpg)

PAGE 1 DFA103125-DFIHX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **DFA One-Year Fixed Income Portfolio – Institutional**  | 4.49% | 2.50% | 1.89% |
| **Bloomberg U.S. Aggregate Bond Index**  | 6.16% | -0.24% | 1.90% |
| **ICE BofA US 3-Month Treasury Bill Index<sup>1</sup>**  | 4.34% | 3.04% | 2.12% |

---

---

| | |
|:---|:---|
| 1 | ICE BofA index data copyright 2025 ICE Data Indices, LLC. Prior to July 1, 2022, index returns reflect no deduction for transaction costs. Effective July 1, 2022, index returns include transaction costs (as determined and calculated by the index provider), which may be higher or lower than the actual transaction costs incurred by the Portfolio. |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $4247452 |
| **Number of Holdings** | 149 |
| **Net Advisory Fees Paid (Thousands)** | $4439 |
| **Portfolio Turnover Rate** | 78% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  U.S. Government  | 54.5% |
|  Financials  | 25.2% |
|  Foreign Government  | 17.5% |
|  Consumer, Cyclical  | 1.5% |
|  Energy  | 1.0% |
|  Consumer, Non-cyclical  | 0.3% |

---

† Excludes cash investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 73.4% |
|  1 to 3 Years  | 26.6% |

---

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

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

**HOUSEHOLDING**

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

PAGE 2 DFA103125-DFIHX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **DFA Oregon Municipal Bond Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DOGMX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $26<br>0.26%<sup>1</sup> |

---

1 Reflects Fee Waivers and/or Expense Assumptions, without which expenses would have been higher.

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 3.35% for the Portfolio and 4.45% for the S&P Intermediate Term National AMT-Free Municipal Bond Index, the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

• Within the Portfolio's eligible investment range, bond yield changes were mixed. Realized term premiums were mixed, with intermediate-term municipal bonds outperforming shorter- and longer-term municipal bonds.

• Shorter-duration Oregon municipal bonds generally underperformed the broader national municipal bond index.

Relative to the benchmark, the Portfolio's:

• Shorter duration detracted from relative performance during a period when shorter-term municipal bonds underperformed intermediate-term municipal bonds.

• Emphasis on Oregon municipal bonds, relative to the broader national municipal bond index, also detracted from relative performance

**HOW DID THE** **Portfolio PERFORM?**

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

Performance figures may reflect fee waivers and/or expense reimbursements, without which the performance would have been lower.

**VALUE OF A $10,000 INVESTMENT** (September 10, 2019 - October 31, 2025)

![image](ts5429img003.jpg)

PAGE 1 DFA103125-DOGMX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **Since Inception**<br>**(09/10/2019)** |
| **DFA Oregon Municipal Bond Portfolio – Institutional**  | 3.35% | 0.62% | 1.00% |
| **S&P National AMT-Free Municipal Bond Index**  | 3.77% | 1.17% | 1.48% |
| **S&P Intermediate Term National AMT-Free Municipal** **Bond Index**  | 4.45% | 1.43% | 1.68% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $99836 |
| **Number of Holdings** | 162 |
| **Net Advisory Fees Paid (Thousands)** | $168 |
| **Portfolio Turnover Rate** | 28% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  General Obligation  | 52.9% |
|  School District  | 24.9% |
|  Water  | 8.1% |
|  General  | 5.7% |
|  Transportation  | 4.5% |
|  Medical  | 2.9% |
|  Higher Education  | 0.6% |
|  Utilities  | 0.2% |
|  Airport  | 0.2% |

---

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 13.8% |
|  1 to 3 Years  | 22.2% |
|  3 to 5 Years  | 11.5% |
|  5 to 10 Years  | 23.3% |
|  Greater than 10 Years  | 29.2% |

---

**How Did the** **Portfolio Change?**

Effective February 28, 2025, Variable Rate Demand Obligations Risk was added to the prospectus as a principal risk of investing in the Portfolio.

Effective February 28, 2025, Dimensional Fund Advisors Ltd. and DFA Australia Limited no longer serve as sub-advisors to the Portfolio.

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

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

**HOUSEHOLDING**

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

PAGE 2 DFA103125-DOGMX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **DFA Selective State Municipal Bond** **Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DSSMX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $23<br>0.23%<sup>1</sup> |

---

1 Reflects Fee Waivers and/or Expense Assumptions, without which expenses would have been higher.

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 3.45% for the Portfolio and 4.45% for the S&P Intermediate Term National AMT-Free Municipal Bond Index, the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

• Within the Portfolio's eligible investment range, bond yield changes were mixed. Realized term premiums were mixed, with intermediate-term municipal bonds outperforming shorter- and longer-term municipal bonds.

• Realized credit premiums were positive, as lower-rated municipal bonds outperformed higher-rated municipal bonds.

Relative to the benchmark, the Portfolio's:

• Shorter duration detracted from relative performance during a period when shorter-term municipal bonds underperformed intermediate-term municipal bonds.

**HOW DID THE** **Portfolio PERFORM?**

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

Performance figures may reflect fee waivers and/or expense reimbursements, without which the performance would have been lower.

**VALUE OF A $10,000 INVESTMENT** (September 30, 2020 - October 31, 2025)

![image](ts5423img003.jpg)

PAGE 1 DFA103125-DSSMX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **Since Inception**<br>**(09/30/2020)** |
| **DFA Selective State Municipal Bond Portfolio –** **Institutional**  | 3.45% | 0.65% | 0.62% |
| **S&P National AMT-Free Municipal Bond Index**  | 3.77% | 1.17% | 1.11% |
| **S&P Intermediate Term National AMT-Free Municipal** **Bond Index**  | 4.45% | 1.43% | 1.37% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $521079 |
| **Number of Holdings** | 562 |
| **Net Advisory Fees Paid (Thousands)** | $854 |
| **Portfolio Turnover Rate** | 114% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  General Obligation  | 28.6% |
|  Medical  | 16.4% |
|  School District  | 16.3% |
|  General  | 9.2% |
|  Transportation  | 6.6% |
|  Water  | 5.3% |
|  Higher Education  | 5.1% |
|  Power  | 4.9% |
|  Utilities  | 3.1% |
|  Airport  | 2.3% |
|  Education  | 1.5% |
|  Development  | 0.3% |
|  Bond Bank  | 0.2% |
|  Housing  | 0.1% |
|  Facilities  | 0.1% |

---

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 15.7% |
|  1 to 3 Years  | 10.0% |
|  3 to 5 Years  | 7.9% |
|  5 to 10 Years  | 20.0% |
|  Greater than 10 Years  | 46.4% |

---

**How Did the** **Portfolio Change?**

Effective February 28, 2025, Variable Rate Demand Obligations Risk was added to the prospectus as a principal risk of investing in the Portfolio.

Effective February 28, 2025, Dimensional Fund Advisors Ltd. and DFA Australia Limited no longer serve as sub-advisors to the Portfolio.

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

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

PAGE 2 DFA103125-DSSMX

------

**HOUSEHOLDING**

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

PAGE 3 DFA103125-DSSMX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **DFA Selectively Hedged Global Fixed** **Income Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DFSHX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $17 | 0.17% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 5.28% for the Portfolio and 5.46% for the FTSE World Government Bond Index 1-3 Years, the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

• Within the Portfolio's eligible investment range, bond yield changes were mixed. Realized term premiums were positive, with longer-term bonds outperforming shorter-term bonds.

• Credit spreads were relatively narrow throughout the period. Realized credit premiums were positive, as corporate bonds outperformed government bonds.

Relative to its benchmark, the Portfolio's:

• 100% hedge to the US dollar detracted from performance relative to the unhedged benchmark as the US dollar generally depreciated relative to unhedged currencies in the benchmark.

• Inclusion of corporate bonds contributed positively to performance relative to the government bond benchmark as corporate bonds outperformed government bonds.

**HOW DID THE** **Portfolio PERFORM?**

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

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

![image](ts5450img003.jpg)

PAGE 1 DFA103125-DFSHX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **DFA Selectively Hedged Global Fixed Income Portfolio** **– Institutional**  | 5.28% | 1.70% | 2.25% |
| **Bloomberg Global Aggregate Bond Index (hedged to** **USD)**  | 5.30% | 0.52% | 2.37% |
| **FTSE World Government Bond Index 1-3 Years**  | 5.46% | 0.47% | 1.10% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $1044689 |
| **Number of Holdings** | 482 |
| **Net Advisory Fees Paid (Thousands)** | $1417 |
| **Portfolio Turnover Rate** | 39% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  Financials  | 37.7% |
|  Foreign Government  | 22.5% |
|  Consumer, Non-cyclical  | 9.1% |
|  Consumer, Cyclical  | 7.3% |
|  Industrials  | 6.6% |
|  U.S. Government  | 6.3% |
|  Utilities  | 4.6% |
|  Communications  | 2.5% |
|  Energy  | 1.8% |
|  Basic Materials  | 0.9% |
|  Technology  | 0.7% |

---

† Excludes cash investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 21.7% |
|  1 to 3 Years  | 22.0% |
|  3 to 5 Years  | 56.3% |

---

**How Did the** **Portfolio Change?**

Effective February 28, 2025, Christopher W. Cummins was added as a portfolio manager to the Portfolio.

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

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

**HOUSEHOLDING**

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

PAGE 2 DFA103125-DFSHX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **DFA Short-Duration Real Return Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DFAIX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $23 | 0.22% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 5.69% for the Portfolio and 6.43% for the Bloomberg U.S. TIPS Index 1-5 Years, the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

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

• Credit spreads were relatively narrow over the period. Realized credit premiums were positive, as corporate bonds outperformed government bonds.

Relative to the benchmark, the Portfolio's:

• Shorter duration detracted from relative performance during a period in which shorter-term bonds underperformed longer-term bonds.

**HOW DID THE** **Portfolio PERFORM?**

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

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

![image](ts5557img003.jpg)

PAGE 1 DFA103125-DFAIX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **DFA Short-Duration Real Return Portfolio –** **Institutional**  | 5.69% | 4.06% | 3.26% |
| **Bloomberg U.S. Aggregate Bond Index**  | 6.16% | -0.24% | 1.90% |
| **Bloomberg U.S. TIPS Index 1-5 Years**  | 6.43% | 3.62% | 3.08% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $2093353 |
| **Number of Holdings** | 638 |
| **Net Advisory Fees Paid (Thousands)** | $3584 |
| **Portfolio Turnover Rate** | 36% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  Financials  | 40.3% |
|  Foreign Government  | 15.7% |
|  Consumer, Non-cyclical  | 9.7% |
|  Consumer, Cyclical  | 6.9% |
|  U.S. Government  | 6.5% |
|  Industrials  | 5.6% |
|  Energy  | 5.2% |
|  Technology  | 3.3% |
|  Utilities  | 2.8% |
|  Communications  | 2.3% |
|  Basic Materials  | 1.7% |

---

† Excludes cash investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 28.8% |
|  1 to 3 Years  | 22.8% |
|  3 to 5 Years  | 48.4% |

---

**How Did the** **Portfolio Change?**

Effective February 28, 2025, Christopher W. Cummins was added as a portfolio manager to the Portfolio.

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

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

**HOUSEHOLDING**

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

PAGE 2 DFA103125-DFAIX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **DFA Short-Term Extended Quality** **Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DFEQX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $18 | 0.18% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 5.16% for the Portfolio and 5.63% for the ICE BofA 1-5 Year US Corporate & Government Index, the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

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

• Credit spreads were relatively narrow throughout the period. Realized credit premiums were positive, as corporate bonds outperformed government bonds.

Relative to the benchmark, the Portfolio's:

• Shorter duration detracted from relative performance during a period when shorter-term bonds underperformed longer-term bonds.

**HOW DID THE** **Portfolio PERFORM?**

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

Performance figures may reflect fee waivers and/or expense reimbursements, without which the performance would have been lower.

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

![image](ts5445img003.jpg)

PAGE 1 DFA103125-DFEQX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **DFA Short-Term Extended Quality Portfolio –** **Institutional**  | 5.16% | 1.91% | 2.08% |
| **Bloomberg U.S. Aggregate Bond Index**  | 6.16% | -0.24% | 1.90% |
| **ICE BofA 1-5 Year US Corporate & Government Index<sup>1</sup>**  | 5.63% | 1.52% | 2.07% |

---

---

| | |
|:---|:---|
| 1 | ICE BofA index data copyright 2025 ICE Data Indices, LLC. Prior to July 1, 2022, index returns reflect no deduction for transaction costs. Effective July 1, 2022, index returns include transaction costs (as determined and calculated by the index provider), which may be higher or lower than the actual transaction costs incurred by the Portfolio. |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $5776203 |
| **Number of Holdings** | 704 |
| **Net Advisory Fees Paid (Thousands)** | $8517 |
| **Portfolio Turnover Rate** | 47% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  Financials  | 39.9% |
|  Foreign Government  | 20.1% |
|  Consumer, Non-cyclical  | 9.2% |
|  U.S. Government  | 6.3% |
|  Consumer, Cyclical  | 5.9% |
|  Industrials  | 5.9% |
|  Utilities  | 5.1% |
|  Communications  | 2.9% |
|  Energy  | 1.9% |
|  Technology  | 1.5% |
|  Basic Materials  | 1.3% |

---

† Excludes cash investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 49.2% |
|  1 to 3 Years  | 20.8% |
|  3 to 5 Years  | 30.0% |

---

**How Did the** **Portfolio Change?**

Effective February 28, 2025, Christopher W. Cummins was added as a portfolio manager to the Portfolio.

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

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

PAGE 2 DFA103125-DFEQX

------

**HOUSEHOLDING**

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

PAGE 3 DFA103125-DFEQX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **DFA Short-Term Government Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DFFGX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $17 | 0.17% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 4.37% for the Portfolio and 5.28% for the ICE BofA 1-5 Year US Treasury & Agency Index, the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

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

Relative to the benchmark, the Portfolio's:

• Shorter duration detracted from relative performance during a period when longer-term government bonds outperformed shorter-term government bonds.

**HOW DID THE** **Portfolio PERFORM?**

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

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

![image](ts5546img003.jpg)

PAGE 1 DFA103125-DFFGX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **DFA Short-Term Government Portfolio – Institutional**  | 4.37% | 1.55% | 1.27% |
| **Bloomberg U.S. Aggregate Bond Index**  | 6.16% | -0.24% | 1.90% |
| **ICE BofA 1-5 Year US Treasury & Agency Index<sup>1</sup>**  | 5.28% | 1.23% | 1.72% |

---

---

| | |
|:---|:---|
| 1 | ICE BofA index data copyright 2025 ICE Data Indices, LLC. Prior to July 1, 2022, index returns reflect no deduction for transaction costs. Effective July 1, 2022, index returns include transaction costs (as determined and calculated by the index provider), which may be higher or lower than the actual transaction costs incurred by the Portfolio. |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $1758909 |
| **Number of Holdings** | 30 |
| **Net Advisory Fees Paid (Thousands)** | $2391 |
| **Portfolio Turnover Rate** | 63% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  U.S. Government  | 100.0% |

---

† Excludes cash investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 74.6% |
|  1 to 3 Years  | 25.4% |

---

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

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

**HOUSEHOLDING**

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

PAGE 2 DFA103125-DFFGX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **DFA Short-Term Municipal Bond Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DFSMX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $18 | 0.18% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 2.87% for the Portfolio and 3.43% for the ICE BofA 1-3 Year US Municipal Securities Index, the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

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

• Realized credit premiums were positive, as lower-rated municipal bonds outperformed higher-rated municipal bonds.

Relative to the benchmark, the Portfolio's:

• Shorter duration detracted from relative performance during a period when shorter-term municipal bonds underperformed longer-term municipal bonds.

• Underweight to single-A and BBB rated municipal bonds and overweight to AAA and AA rated municipal bonds detracted from relative performance as lower rated municipal bonds outperformed higher rated municipal bonds.

**HOW DID THE** **Portfolio PERFORM?**

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

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

![image](ts5584img003.jpg)

PAGE 1 DFA103125-DFSMX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **DFA Short-Term Municipal Bond Portfolio –** **Institutional**  | 2.87% | 1.54% | 1.24% |
| **S&P National AMT-Free Municipal Bond Index**  | 3.77% | 1.17% | 2.37% |
| **ICE BofA 1-3 Year US Municipal Securities Index<sup>1</sup>**  | 3.43% | 1.50% | 1.51% |

---

---

| | |
|:---|:---|
| 1 | ICE BofA index data copyright 2025 ICE Data Indices, LLC. Prior to July 1, 2022, index returns reflect no deduction for transaction costs. Effective July 1, 2022, index returns include transaction costs (as determined and calculated by the index provider), which may be higher or lower than the actual transaction costs incurred by the Portfolio. |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $1412767 |
| **Number of Holdings** | 577 |
| **Net Advisory Fees Paid (Thousands)** | $2207 |
| **Portfolio Turnover Rate** | 198% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  General Obligation  | 48.0% |
|  School District  | 25.6% |
|  General  | 6.6% |
|  Transportation  | 4.2% |
|  Higher Education  | 3.8% |
|  Medical  | 3.7% |
|  Water  | 2.4% |
|  Power  | 1.9% |
|  Education  | 1.7% |
|  Utilities  | 1.1% |
|  Airport  | 0.6% |
|  Development  | 0.3% |
|  Facilities  | 0.1% |

---

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 63.0% |
|  1 to 3 Years  | 20.7% |
|  3 to 5 Years  | 4.7% |
|  5 to 10 Years  | 8.5% |
|  Greater than 10 Years  | 3.1% |

---

**How Did the** **Portfolio Change?**

Effective February 28, 2025, Variable Rate Demand Obligations Risk was added to the prospectus as a principal risk of investing in the Portfolio.

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

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

PAGE 2 DFA103125-DFSMX

------

**HOUSEHOLDING**

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

PAGE 3 DFA103125-DFSMX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **DFA Short-Term Selective State Municipal** **Bond Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DFABX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $25<br>0.25%<sup>1</sup> |

---

1 Reflects Fee Waivers and/or Expense Assumptions, without which expenses would have been higher.

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 2.94% for the Portfolio and 3.43% for the ICE BofA 1-3 Year US Municipal Securities Index, the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

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

• Realized credit premiums were positive, as lower-rated municipal bonds outperformed higher-rated municipal bonds.

Relative to the benchmark, the Portfolio's:

• Shorter duration detracted from relative performance during a period when shorter-term municipal bonds underperformed longer-term municipal bonds.

**HOW DID THE** **Portfolio PERFORM?**

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

Performance figures may reflect fee waivers and/or expense reimbursements, without which the performance would have been lower.

**VALUE OF A $10,000 INVESTMENT** (April 12, 2022 - October 31, 2025)

![image](ts5464img003.jpg)

PAGE 1 DFA103125-DFABX

------

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

---

| | | |
|:---|:---|:---|
|  | **1 Year** | **Since Inception**<br>**(04/12/2022)** |
| **DFA Short-Term Selective State Municipal Bond Portfolio – Institutional**  | 2.94% | 2.46% |
| **S&P National AMT-Free Municipal Bond Index**  | 3.77% | 2.72% |
| **ICE BofA 1-3 Year US Municipal Securities Index<sup>1</sup>**  | 3.43% | 2.73% |

---

---

| | |
|:---|:---|
| 1 | ICE BofA index data copyright 2025 ICE Data Indices, LLC. Prior to July 1, 2022, index returns reflect no deduction for transaction costs. Effective July 1, 2022, index returns include transaction costs (as determined and calculated by the index provider), which may be higher or lower than the actual transaction costs incurred by the Portfolio. |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $200055 |
| **Number of Holdings** | 365 |
| **Net Advisory Fees Paid (Thousands)** | $341 |
| **Portfolio Turnover Rate** | 227% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  General Obligation  | 37.7% |
|  School District  | 23.2% |
|  General  | 9.3% |
|  Medical  | 8.5% |
|  Higher Education  | 4.8% |
|  Transportation  | 3.7% |
|  Water  | 3.4% |
|  Education  | 3.2% |
|  Utilities  | 2.5% |
|  Power  | 2.5% |
|  Airport  | 0.9% |
|  Investment Companies  | 0.2% |
|  Bond Bank  | 0.1% |

---

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 59.2% |
|  1 to 3 Years  | 22.3% |
|  3 to 5 Years  | 4.6% |
|  5 to 10 Years  | 9.9% |
|  Greater than 10 Years  | 4.0% |

---

**How Did the** **Portfolio Change?**

Effective February 28, 2025, Variable Rate Demand Obligations Risk was added to the prospectus as a principal risk of investing in the Portfolio.

Effective February 28, 2025, Dimensional Fund Advisors Ltd. and DFA Australia Limited no longer serve as sub-advisors to the Portfolio.

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

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

PAGE 2 DFA103125-DFABX

------

**HOUSEHOLDING**

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

PAGE 3 DFA103125-DFABX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **DFA Social Fixed Income Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DSFIX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $23 | 0.22% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 6.33% for the Portfolio and 6.16% for the Bloomberg U.S. Aggregate Bond Index, the Portfolio's benchmark.

**PERFORMANCE HIGHLIGHTS**

• Within the Portfolio's eligible investment range, bond yield changes were mixed. Realized term premiums were mixed, with intermediate-term bonds outperforming shorter- and longer-term bonds.

• Credit spreads were relatively narrow throughout the period. Realized credit premiums were positive, as corporate bonds outperformed government bonds.

Relative to the benchmark, the Portfolio's:

• Exclusion of bonds with maturities longer than 20-years and overweight to intermediate-term bonds contributed positively to relative performance during a period when intermediate-term bonds outperformed shorter- and longer-term bonds.

• Overweight to corporate bonds also contributed positively as corporate bonds outperformed government bonds.

**HOW DID THE** **Portfolio PERFORM?**

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

**VALUE OF A $10,000 INVESTMENT** (April 5, 2016 - October 31, 2025)

![image](ts5567img003.jpg)

PAGE 1 DFA103125-DSFIX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **Since Inception**<br>**(04/05/2016)** |
| **DFA Social Fixed Income Portfolio – Institutional**  | 6.33% | 0.06% | 1.95% |
| **Bloomberg U.S. Aggregate Bond Index**  | 6.16% | -0.24% | 1.70% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $703397 |
| **Number of Holdings** | 401 |
| **Net Advisory Fees Paid (Thousands)** | $1162 |
| **Portfolio Turnover Rate** | 30% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  U.S. Government  | 51.6% |
|  Financials  | 15.9% |
|  Foreign Government  | 9.3% |
|  Communications  | 4.7% |
|  Consumer, Cyclical  | 4.5% |
|  Consumer, Non-cyclical  | 3.4% |
|  Energy  | 3.2% |
|  Technology  | 2.7% |
|  Industrials  | 1.9% |
|  Basic Materials  | 1.4% |
|  Utilities  | 1.1% |
|  Other  | 0.3% |

---

† Excludes cash investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 11.7% |
|  1 to 3 Years  | 8.9% |
|  3 to 5 Years  | 23.1% |
|  5 to 10 Years  | 21.3% |
|  Greater than 10 Years  | 35.0% |

---

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

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

**HOUSEHOLDING**

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

PAGE 2 DFA103125-DSFIX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **DFA Targeted Credit Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DTCPX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $21<br>0.20%<sup>1</sup> |

---

1 Reflects Fee Waivers and/or Expense Assumptions, without which expenses would have been higher.

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 5.79% for the Portfolio and 6.40% for the Bloomberg Global Aggregate Credit Bond Index 1-5 Years (hedged to USD), the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

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

• Credit spreads were relatively narrow throughout the period. Realized credit premiums were positive, as corporate bonds outperformed government bonds.

Relative to the benchmark, the Portfolio's:

• Shorter duration detracted from relative performance during a period when shorter-term bonds underperformed longer-term bonds.

**HOW DID THE** **Portfolio PERFORM?**

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

Performance figures may reflect fee waivers and/or expense reimbursements, without which the performance would have been lower.

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

![image](ts5554img003.jpg)

PAGE 1 DFA103125-DTCPX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **DFA Targeted Credit Portfolio – Institutional**  | 5.79% | 1.84% | 2.30% |
| **Bloomberg Global Aggregate Bond Index (hedged to** **USD)**  | 5.30% | 0.52% | 2.37% |
| **Bloomberg Global Aggregate Credit Bond Index 1-5** **Years (hedged to USD)**  | 6.40% | 2.38% | 2.85% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $839426 |
| **Number of Holdings** | 397 |
| **Net Advisory Fees Paid (Thousands)** | $1359 |
| **Portfolio Turnover Rate** | 70% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  Financials  | 37.2% |
|  Consumer, Non-cyclical  | 14.8% |
|  Consumer, Cyclical  | 13.4% |
|  Utilities  | 9.0% |
|  Industrials  | 8.6% |
|  Energy  | 4.3% |
|  Basic Materials  | 3.5% |
|  Communications  | 3.3% |
|  U.S. Government  | 2.9% |
|  Technology  | 2.7% |
|  Other  | 0.3% |

---

† Excludes cash investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 20.9% |
|  1 to 3 Years  | 17.9% |
|  3 to 5 Years  | 61.2% |

---

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

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

**HOUSEHOLDING**

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

PAGE 2 DFA103125-DTCPX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **DFA Two-Year Global Fixed Income** **Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DFGFX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $16 | 0.16% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 4.57% for the Portfolio and 4.68% for the FTSE World Government Bond Index 1-2 Years (hedged to USD), the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

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

Relative to the benchmark, the Portfolio's:

• Shorter duration detracted from relative performance during a period when shorter-term bonds underperformed longer-term bonds.

**HOW DID THE** **Portfolio PERFORM?**

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

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

![image](ts5487img003.jpg)

PAGE 1 DFA103125-DFGFX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **DFA Two-Year Global Fixed Income Portfolio –** **Institutional**  | 4.57% | 2.17% | 1.81% |
| **Bloomberg Global Aggregate Bond Index (hedged to** **USD)**  | 5.30% | 0.52% | 2.37% |
| **FTSE World Government Bond Index 1-2 Years (hedged** **to USD)**  | 4.68% | 2.31% | 2.03% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $4574960 |
| **Number of Holdings** | 232 |
| **Net Advisory Fees Paid (Thousands)** | $6322 |
| **Portfolio Turnover Rate** | 78% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  Foreign Government  | 46.8% |
|  Financials  | 35.2% |
|  U.S. Government  | 13.6% |
|  Energy  | 2.8% |
|  Consumer, Cyclical  | 1.0% |
|  Consumer, Non-cyclical  | 0.6% |

---

† Excludes cash investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 65.3% |
|  1 to 3 Years  | 34.6% |
|  3 to 5 Years  | 0.1% |

---

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

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

**HOUSEHOLDING**

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

PAGE 2 DFA103125-DFGFX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **DFA World ex U.S. Government Fixed** **Income Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DWFIX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $21<br>0.20%<sup>1</sup> |

---

1 Reflects Fee Waivers and/or Expense Assumptions, without which expenses would have been higher.

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 5.12% for the Portfolio and 3.66% for the FTSE Non-USD World Government Bond Index (hedged to USD), the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

• Within the Portfolio's eligible investment range, bond yield changes were mixed. Realized term premiums were mixed, with intermediate-term bonds outperforming shorter- and longer-term bonds.

Relative to the benchmark, the Portfolio's:

• Overweight to intermediate-term bonds denominated in the Australian dollar, Canadian dollar, and New Zealand dollar contributed positively to relative performance during a period when those intermediate-term bonds outperformed shorter- and longer-term bonds.

• Underweight to bonds denominated in Japanese yen contributed positively to relative performance as these bonds generally underperformed other global developed market bonds during the period.

**HOW DID THE** **Portfolio PERFORM?**

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

Performance figures may reflect fee waivers and/or expense reimbursements, without which the performance would have been lower.

PAGE 1 DFA103125-DWFIX

------

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

![image](ts5525img003.jpg)

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **DFA World ex U.S. Government Fixed Income Portfolio** **– Institutional**  | 5.12% | -1.96% | 1.54% |
| **Bloomberg Global Aggregate ex-USD Bond Index** **(hedged to USD)**  | 4.49% | 0.99% | 2.62% |
| **FTSE Non-USD World Government Bond Index (hedged** **to USD)**  | 3.66% | -0.44% | 2.03% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $1005698 |
| **Number of Holdings** | 91 |
| **Net Advisory Fees Paid (Thousands)** | $1545 |
| **Portfolio Turnover Rate** | 56% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  Foreign Government  | 81.3% |
|  Financials  | 9.5% |
|  Energy  | 3.1% |
|  Communications  | 2.4% |
|  Industrials  | 2.2% |
|  Utilities  | 1.5% |

---

† Excludes cash investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  1 to 3 Years  | 1.2% |
|  5 to 10 Years  | 79.4% |
|  Greater than 10 Years  | 19.4% |

---

**How Did the** **Portfolio Change?**

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

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

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

PAGE 2 DFA103125-DWFIX

------

**HOUSEHOLDING**

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

PAGE 3 DFA103125-DWFIX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **Dimensional Retirement Income Fund**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | TDIFX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $19<br>0.18%<sup>1</sup> |

---

1 Reflects Fee Waivers and/or Expense Assumptions, without which expenses would have been higher.

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 8.48% for the Fund, 21.92% for the S&P Global Broad Market Index (net dividends), the Fund's equity benchmark, 4.34% for the ICE BofA US 3-Month Treasury Bill Index, the Fund's fixed income benchmark, and 6.06% for the Bloomberg U.S. TIPS Index, the Fund's LDI component's benchmark.

**PERFORMANCE HIGHLIGHTS**

• Global stocks had positive returns for the period. As measured by the MSCI All Country World IMI indices, small cap stocks underperformed large cap stocks. Value stocks underperformed growth stocks. High profitability stocks underperformed low profitability stocks within large caps and small caps. U.S. stocks underperformed stocks in developed and emerging markets.

• Within the Fund's eligible investment range, real and nominal yield changes were mixed. Realized real term premiums were mixed, with intermediate-term TIPS outperforming shorter- and longer-term TIPS. Longer-term TIPS were the worst performers. Nominal term premiums were negative within the eligible investment range, with longer-term bonds underperforming shorter-term bonds.

The Fund's Equity Underlying Funds collectively underperformed the equity benchmark. Relative to the benchmark, the Fund's:

• Greater weight in U.S. stocks detracted from performance as U.S. stocks underperformed developed and emerging markets stocks.

• Emphasis on value stocks detracted.

The Fund's Inflation-Protected LDI Component's Underlying Funds outperformed the blended fixed income and LDI benchmark for the period. Relative to its benchmark, the Underlying Funds':

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

• Underweight to short- and long-term TIPS and overweight to intermediate-term TIPS contributed positively to relative performance.

**HOW DID THE** **Portfolio PERFORM?**

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

Performance figures may reflect fee waivers and/or expense reimbursements, without which the performance would have been lower.

PAGE 1 DFA103125-TDIFX

------

**VALUE OF A $10,000 INVESTMENT** (November 2, 2015 - October 31, 2025)

![image](ts5568img003.jpg)

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **Since Inception**<br>**(11/02/2015)** |
| **Dimensional Retirement Income Fund – Institutional**  | 8.48% | 4.70% | 4.53% |
| **Bloomberg Global Aggregate Bond Index (hedged to** **USD)**  | 5.30% | 0.52% | 2.38% |
| **Bloomberg U.S. TIPS Index**  | 6.06% | 1.63% | 3.03% |
| **ICE BofA US 3-Month Treasury Bill Index<sup>1</sup>**  | 4.34% | 3.04% | 2.12% |
| **S&P Global BMI Index (net div.)**  | 21.92% | 14.03% | 10.83% |

---

---

| | |
|:---|:---|
| 1 | ICE BofA index data copyright 2025 ICE Data Indices, LLC. Prior to July 1, 2022, index returns reflect no deduction for transaction costs. Effective July 1, 2022, index returns include transaction costs (as determined and calculated by the index provider), which may be higher or lower than the actual transaction costs incurred by the Portfolio. |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $69893 |
| **Number of Holdings** | 7 |
| **Net Advisory Fees Paid (Thousands)** | $0 |
| **Portfolio Turnover Rate** | 20% |

---

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

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  DFA Inflation-Protected Securities Portfolio  | 47.8% |
|  DFA One-Year Fixed Income Portfolio  | 32.0% |
|  U.S. Large Company Portfolio  | 7.3% |
|  U.S. Core Equity 1 Portfolio  | 7.2% |
|  Large Cap International Portfolio  | 2.6% |
|  Emerging Markets Core Equity 2 Portfolio  | 1.8% |
|  International Core Equity 2 Portfolio  | 1.3% |

---

† Excludes cash investments, if any.

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

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

PAGE 2 DFA103125-TDIFX

------

**HOUSEHOLDING**

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

PAGE 3 DFA103125-TDIFX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **Dimensional 2015 Target Date Retirement** **Income Fund**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DRIQX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

This annual shareholder report contains important information about the Dimensional 2015 Target Date Retirement Income Fund (the "Portfolio") for the period of November 1, 2024 to October 31, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $19<br>0.18%<sup>1</sup> |

---

1 Reflects Fee Waivers and/or Expense Assumptions, without which expenses would have been higher.

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 9.61% for the Fund, 21.92% for the S&P Global Broad Market Index (net dividends), the Fund's equity benchmark, 4.87% for the ICE BofA 1-3 Year Global Government Index (hedged to USD), the Fund's fixed income benchmark, and 6.06% for the Bloomberg U.S. TIPS Index, the Fund's LDI component's benchmark.

**PERFORMANCE HIGHLIGHTS**

• Global stocks had positive returns for the period. As measured by the MSCI All Country World IMI indices, small cap stocks underperformed large cap stocks. Value stocks underperformed growth stocks. High profitability stocks underperformed low profitability stocks within large caps and small caps. U.S. stocks underperformed stocks in developed and emerging markets.

• Within the Fund's eligible investment range, real yield changes were mixed. Realized real term premiums were mixed, with intermediate-term TIPS outperforming shorter- and longer-term TIPS. Longer-term TIPS were the worst performers.

The Fund's Equity Underlying Funds collectively underperformed the equity benchmark. Relative to the benchmark, the Fund's:

• Greater weight in U.S. stocks detracted from performance as U.S. stocks underperformed developed and emerging markets stocks.

• Emphasis on value stocks detracted.

The Fund's Inflation-Protected LDI Component's Underlying Funds outperformed the LDI benchmark for the period. Relative to its benchmark, the Underlying Funds':

• Underweight to TIPS in the 20-year+ maturity range and overweight to intermediate-term TIPS contributed positively.

**HOW DID THE** **Portfolio PERFORM?**

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

Performance figures may reflect fee waivers and/or expense reimbursements, without which the performance would have been lower.

PAGE 1 DFA103125-DRIQX

------

**VALUE OF A $10,000 INVESTMENT** (November 2, 2015 - October 31, 2025)

![image](ts5569img003.jpg)

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **Since Inception**<br>**(11/02/2015)** |
| **Dimensional 2015 Target Date Retirement Income** **Fund – Institutional**  | 9.61% | 4.57% | 5.37% |
| **Bloomberg Global Aggregate Bond Index (hedged to** **USD)**  | 5.30% | 0.52% | 2.38% |
| **Bloomberg U.S. TIPS Index**  | 6.06% | 1.63% | 3.03% |
| **ICE BofA 1-3 Year Global Government Index (hedged to** **USD)<sup>1</sup>**  | 4.87% | 2.11% | 2.02% |
| **S&P Global BMI Index (net div.)**  | 21.92% | 14.03% | 10.83% |

---

---

| | |
|:---|:---|
| 1 | ICE BofA index data copyright 2025 ICE Data Indices, LLC. Prior to July 1, 2022, index returns reflect no deduction for transaction costs. Effective July 1, 2022, index returns include transaction costs (as determined and calculated by the index provider), which may be higher or lower than the actual transaction costs incurred by the Portfolio. |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $24099 |
| **Number of Holdings** | 8 |
| **Net Advisory Fees Paid (Thousands)** | $0 |
| **Portfolio Turnover Rate** | 8% |

---

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

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  DFA Inflation-Protected Securities Portfolio  | 75.1% |
|  U.S. Core Equity 1 Portfolio  | 8.8% |
|  U.S. Large Company Portfolio  | 8.8% |
|  Large Cap International Portfolio  | 3.1% |
|  Emerging Markets Core Equity 2 Portfolio  | 2.2% |
|  International Core Equity 2 Portfolio  | 1.5% |
|  DFA LTIP Portfolio  | 0.5% |

---

† Excludes cash investments, if any.

PAGE 2 DFA103125-DRIQX

------

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

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

**HOUSEHOLDING**

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

PAGE 3 DFA103125-DRIQX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **Dimensional 2020 Target Date Retirement** **Income Fund**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DRIRX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

This annual shareholder report contains important information about the Dimensional 2020 Target Date Retirement Income Fund (the "Portfolio") for the period of November 1, 2024 to October 31, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $19<br>0.18%<sup>1</sup> |

---

1 Reflects Fee Waivers and/or Expense Assumptions, without which expenses would have been higher.

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 8.86% for the Fund, 21.92% for the S&P Global Broad Market Index (net dividends), the Fund's equity benchmark, 4.87% for the ICE BofA 1-3 Year Global Government Index (hedged to USD), the Fund's fixed income benchmark, and 6.06% for the Bloomberg U.S. TIPS Index, the Fund's LDI component's benchmark.

**PERFORMANCE HIGHLIGHTS**

• Global stocks had positive returns for the period. As measured by the MSCI All Country World IMI indices, small cap stocks underperformed large cap stocks. Value stocks underperformed growth stocks. High profitability stocks underperformed low profitability stocks within large caps and small caps. U.S. stocks underperformed stocks in developed and emerging markets.

• Within the Fund's eligible investment range, real yield changes were mixed. Realized real term premiums were mixed, with intermediate-term TIPS outperforming shorter- and longer-term TIPS. Longer-term TIPS were the worst performers.

The Fund's Equity Underlying Funds collectively underperformed the equity benchmark. Relative to the benchmark, the Fund's:

• Greater weight in U.S. stocks detracted from performance as U.S. stocks underperformed developed and emerging markets stocks.

• Emphasis on value stocks detracted.

**HOW DID THE** **Portfolio PERFORM?**

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

Performance figures may reflect fee waivers and/or expense reimbursements, without which the performance would have been lower.

PAGE 1 DFA103125-DRIRX

------

**VALUE OF A $10,000 INVESTMENT** (November 2, 2015 - October 31, 2025)

![image](ts5570img003.jpg)

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **Since Inception**<br>**(11/02/2015)** |
| **Dimensional 2020 Target Date Retirement Income** **Fund – Institutional**  | 8.86% | 3.66% | 5.39% |
| **Bloomberg Global Aggregate Bond Index (hedged to** **USD)**  | 5.30% | 0.52% | 2.38% |
| **Bloomberg U.S. TIPS Index**  | 6.06% | 1.63% | 3.03% |
| **ICE BofA 1-3 Year Global Government Index (hedged to** **USD)<sup>1</sup>**  | 4.87% | 2.11% | 2.02% |
| **S&P Global BMI Index (net div.)**  | 21.92% | 14.03% | 10.83% |

---

---

| | |
|:---|:---|
| 1 | ICE BofA index data copyright 2025 ICE Data Indices, LLC. Prior to July 1, 2022, index returns reflect no deduction for transaction costs. Effective July 1, 2022, index returns include transaction costs (as determined and calculated by the index provider), which may be higher or lower than the actual transaction costs incurred by the Portfolio. |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $60956 |
| **Number of Holdings** | 8 |
| **Net Advisory Fees Paid (Thousands)** | $1 |
| **Portfolio Turnover Rate** | 5% |

---

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

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  DFA Inflation-Protected Securities Portfolio  | 65.4% |
|  DFA LTIP Portfolio  | 9.7% |
|  U.S. Core Equity 1 Portfolio  | 9.0% |
|  U.S. Large Company Portfolio  | 9.0% |
|  Large Cap International Portfolio  | 3.2% |
|  Emerging Markets Core Equity 2 Portfolio  | 2.2% |
|  International Core Equity 2 Portfolio  | 1.5% |

---

† Excludes cash investments, if any.

PAGE 2 DFA103125-DRIRX

------

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

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

**HOUSEHOLDING**

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

PAGE 3 DFA103125-DRIRX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **Dimensional 2025 Target Date Retirement** **Income Fund**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DRIUX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $17 | 0.16% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 8.17% for the Fund, 21.92% for the S&P Global Broad Market Index (net dividends), the Fund's equity benchmark, 4.87% for the ICE BofA 1-3 Year Global Government Index (hedged to USD), the Fund's fixed income benchmark, and 6.06% for the Bloomberg U.S. TIPS Index, the Fund's LDI component's benchmark.

**PERFORMANCE HIGHLIGHTS**

• Global stocks had positive returns for the period. As measured by the MSCI All Country World IMI indices, small cap stocks underperformed large cap stocks. Value stocks underperformed growth stocks. High profitability stocks underperformed low profitability stocks within large caps and small caps. U.S. stocks underperformed stocks in developed and emerging markets.

• Within the Fund's eligible investment range, real yield changes were mixed. Realized real term premiums were mixed, with intermediate-term TIPS outperforming shorter- and longer-term TIPS. Longer-term TIPS were the worst performers.

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

• Credit spreads were relatively narrow throughout the period. Realized credit premiums were positive, as corporate bonds outperformed government bonds.

The Fund's Equity Underlying Funds collectively underperformed the equity benchmark. Relative to the benchmark, the Fund's:

• Greater weight in U.S. stocks detracted from performance as U.S. stocks underperformed developed and emerging markets stocks.

• Emphasis on value stocks detracted.

The Fund's Global Bond Component's Underlying Funds outperformed the fixed income benchmark. Relative to its benchmark, the Underlying Funds':

• Inclusion of corporate bonds contributed positively to performance as corporate bonds outperformed government bonds.

The Fund's Inflation-Protected LDI Component's Underlying Funds underperformed the LDI benchmark for the period. Relative to its benchmark, the Underlying Funds':

• Overweight to TIPS in the 20-year+ maturity range detracted from performance.

PAGE 1 DFA103125-DRIUX

------

**HOW DID THE** **Portfolio PERFORM?**

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

**VALUE OF A $10,000 INVESTMENT** (November 2, 2015 - October 31, 2025)

![image](ts5571img003.jpg)

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **Since Inception**<br>**(11/02/2015)** |
| **Dimensional 2025 Target Date Retirement Income** **Fund – Institutional**  | 8.17% | 3.41% | 5.68% |
| **Bloomberg Global Aggregate Bond Index (hedged to** **USD)**  | 5.30% | 0.52% | 2.38% |
| **Bloomberg U.S. TIPS Index**  | 6.06% | 1.63% | 3.03% |
| **ICE BofA 1-3 Year Global Government Index (hedged to** **USD)<sup>1</sup>**  | 4.87% | 2.11% | 2.02% |
| **S&P Global BMI Index (net div.)**  | 21.92% | 14.03% | 10.83% |

---

---

| | |
|:---|:---|
| 1 | ICE BofA index data copyright 2025 ICE Data Indices, LLC. Prior to July 1, 2022, index returns reflect no deduction for transaction costs. Effective July 1, 2022, index returns include transaction costs (as determined and calculated by the index provider), which may be higher or lower than the actual transaction costs incurred by the Portfolio. |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $124145 |
| **Number of Holdings** | 7 |
| **Net Advisory Fees Paid (Thousands)** | $0 |
| **Portfolio Turnover Rate** | 15% |

---

PAGE 2 DFA103125-DRIUX

------

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

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  DFA Inflation-Protected Securities Portfolio  | 56.5% |
|  DFA LTIP Portfolio  | 18.5% |
|  U.S. Large Company Portfolio  | 9.0% |
|  U.S. Core Equity 1 Portfolio  | 9.0% |
|  Large Cap International Portfolio  | 3.2% |
|  Emerging Markets Core Equity 2 Portfolio  | 2.2% |
|  International Core Equity 2 Portfolio  | 1.6% |

---

† Excludes cash investments, if any.

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

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

**HOUSEHOLDING**

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

PAGE 3 DFA103125-DRIUX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **Dimensional 2030 Target Date Retirement** **Income Fund**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DRIWX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

This annual shareholder report contains important information about the Dimensional 2030 Target Date Retirement Income Fund (the "Portfolio") for the period of November 1, 2024 to October 31, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $17 | 0.16% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 9.05% for the Fund, 21.92% for the S&P Global Broad Market Index (net dividends), the Fund's equity benchmark, 4.87% for the ICE BofA 1-3 Year Global Government Index (hedged to USD), the Fund's fixed income benchmark, and 6.06% for the Bloomberg U.S. TIPS Index, the Fund's LDI component's benchmark.

**PERFORMANCE HIGHLIGHTS**

• Global stocks had positive returns for the period. As measured by the MSCI All Country World IMI indices, small cap stocks underperformed large cap stocks. Value stocks underperformed growth stocks. High profitability stocks underperformed low profitability stocks within large caps and small caps. U.S. stocks underperformed stocks in developed and emerging markets.

• Within the Fund's eligible investment range, real yield changes were mixed. Realized real term premiums were mixed, with intermediate-term TIPS outperforming shorter- and longer-term TIPS. Longer-term TIPS were the worst performers.

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

• Credit spreads were relatively narrow throughout the period. Realized credit premiums were positive, as corporate bonds outperformed government bonds.

The Fund's Equity Underlying Funds collectively underperformed the equity benchmark. Relative to the benchmark, the Fund's:

• Greater weight in U.S. stocks detracted from performance as U.S. stocks underperformed developed and emerging markets stocks.

• Emphasis on value stocks detracted.

The Fund's Global Bond Component's Underlying Funds outperformed the fixed income benchmark. Relative to its benchmark, the Underlying Funds':

• Inclusion of corporate bonds contributed positively to performance as corporate bonds outperformed government bonds.

The Fund's Inflation-Protected LDI Component's Underlying Funds underperformed the LDI benchmark for the period. Relative to its benchmark, the Underlying Funds':

• Overweight to TIPS in the 20-year+ maturity range detracted from performance.

PAGE 1 DFA103125-DRIWX

------

**HOW DID THE** **Portfolio PERFORM?**

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

Performance figures may reflect fee waivers and/or expense reimbursements, without which the performance would have been lower.

**VALUE OF A $10,000 INVESTMENT** (November 2, 2015 - October 31, 2025)

![image](ts5572img003.jpg)

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **Since Inception**<br>**(11/02/2015)** |
| **Dimensional 2030 Target Date Retirement Income** **Fund – Institutional**  | 9.05% | 4.65% | 6.47% |
| **Bloomberg Global Aggregate Bond Index (hedged to** **USD)**  | 5.30% | 0.52% | 2.38% |
| **Bloomberg U.S. TIPS Index**  | 6.06% | 1.63% | 3.03% |
| **ICE BofA 1-3 Year Global Government Index (hedged to** **USD)<sup>1</sup>**  | 4.87% | 2.11% | 2.02% |
| **S&P Global BMI Index (net div.)**  | 21.92% | 14.03% | 10.83% |

---

---

| | |
|:---|:---|
| 1 | ICE BofA index data copyright 2025 ICE Data Indices, LLC. Prior to July 1, 2022, index returns reflect no deduction for transaction costs. Effective July 1, 2022, index returns include transaction costs (as determined and calculated by the index provider), which may be higher or lower than the actual transaction costs incurred by the Portfolio. |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $166379 |
| **Number of Holdings** | 10 |
| **Net Advisory Fees Paid (Thousands)** | $0 |
| **Portfolio Turnover Rate** | 13% |

---

PAGE 2 DFA103125-DRIWX

------

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

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  DFA LTIP Portfolio  | 29.8% |
|  DFA Inflation-Protected Securities Portfolio  | 29.3% |
|  U.S. Core Equity 1 Portfolio  | 13.1% |
|  U.S. Large Company Portfolio  | 13.1% |
|  Large Cap International Portfolio  | 4.7% |
|  Emerging Markets Core Equity 2 Portfolio  | 3.3% |
|  International Core Equity 2 Portfolio  | 2.3% |
|  DFA Short-Term Extended Quality Portfolio  | 2.2% |
|  DFA Two-Year Global Fixed Income Portfolio  | 2.2% |

---

† Excludes cash investments, if any.

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

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

**HOUSEHOLDING**

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

PAGE 3 DFA103125-DRIWX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **Dimensional 2035 Target Date Retirement** **Income Fund**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DRIGX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

This annual shareholder report contains important information about the Dimensional 2035 Target Date Retirement Income Fund (the "Portfolio") for the period of November 1, 2024 to October 31, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $18 | 0.17% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 10.86% for the Fund, 21.92% for the S&P Global Broad Market Index (net dividends), the Fund's equity benchmark, 4.87% for the ICE BofA 1-3 Year Global Government Index (hedged to USD), the Fund's fixed income benchmark, and 6.06% for the Bloomberg U.S. TIPS Index, the Fund's LDI component's benchmark.

**PERFORMANCE HIGHLIGHTS**

• Global stocks had positive returns for the period. As measured by the MSCI All Country World IMI indices, small cap stocks underperformed large cap stocks. Value stocks underperformed growth stocks. High profitability stocks underperformed low profitability stocks within large caps and small caps. U.S. stocks underperformed stocks in developed and emerging markets.

• Within the Fund's eligible investment range, real yield changes were mixed. Realized real term premiums were mixed, with intermediate-term TIPS outperforming shorter- and longer-term TIPS. Longer-term TIPS were the worst performers.

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

• Credit spreads were relatively narrow throughout the period. Realized credit premiums were positive, as corporate bonds outperformed government bonds.

The Fund's Equity Underlying Funds collectively underperformed the equity benchmark. Relative to the benchmark, the Fund's:

• Greater weight in U.S. stocks detracted from performance as U.S. stocks underperformed developed and emerging markets stocks.

• Emphasis on value stocks detracted.

The Fund's Global Bond Component's Underlying Funds outperformed the fixed income benchmark. Relative to its benchmark, the Underlying Funds':

• Inclusion of corporate bonds contributed positively to performance as corporate bonds outperformed government bonds.

The Fund's Inflation-Protected LDI Component's Underlying Funds underperformed the LDI benchmark for the period. Relative to its benchmark, the Underlying Funds':

• Overweight to TIPS in the 20-year+ maturity range detracted from performance.

PAGE 1 DFA103125-DRIGX

------

**HOW DID THE** **Portfolio PERFORM?**

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

**VALUE OF A $10,000 INVESTMENT** (November 2, 2015 - October 31, 2025)

![image](ts5573img003.jpg)

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **Since Inception**<br>**(11/02/2015)** |
| **Dimensional 2035 Target Date Retirement Income** **Fund – Institutional**  | 10.86% | 6.93% | 7.40% |
| **Bloomberg Global Aggregate Bond Index (hedged to** **USD)**  | 5.30% | 0.52% | 2.38% |
| **S&P Global BMI Index (net div.)**  | 21.92% | 14.03% | 10.83% |
| **ICE BofA 1-3 Year Global Government Index (hedged to** **USD)<sup>1</sup>**  | 4.87% | 2.11% | 2.02% |
| **Bloomberg U.S. TIPS Index**  | 6.06% | 1.63% | 3.03% |

---

---

| | |
|:---|:---|
| 1 | ICE BofA index data copyright 2025 ICE Data Indices, LLC. Prior to July 1, 2022, index returns reflect no deduction for transaction costs. Effective July 1, 2022, index returns include transaction costs (as determined and calculated by the index provider), which may be higher or lower than the actual transaction costs incurred by the Portfolio. |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $199086 |
| **Number of Holdings** | 10 |
| **Net Advisory Fees Paid (Thousands)** | $0 |
| **Portfolio Turnover Rate** | 12% |

---

PAGE 2 DFA103125-DRIGX

------

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

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  DFA LTIP Portfolio  | 32.3% |
|  U.S. Large Company Portfolio  | 18.0% |
|  U.S. Core Equity 1 Portfolio  | 17.9% |
|  DFA Inflation-Protected Securities Portfolio  | 8.1% |
|  Large Cap International Portfolio  | 6.4% |
|  DFA Short-Term Extended Quality Portfolio  | 4.8% |
|  DFA Two-Year Global Fixed Income Portfolio  | 4.8% |
|  Emerging Markets Core Equity 2 Portfolio  | 4.5% |
|  International Core Equity 2 Portfolio  | 3.2% |

---

† Excludes cash investments, if any.

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

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

**HOUSEHOLDING**

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

PAGE 3 DFA103125-DRIGX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **Dimensional 2040 Target Date Retirement** **Income Fund**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DRIHX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

This annual shareholder report contains important information about the Dimensional 2040 Target Date Retirement Income Fund (the "Portfolio") for the period of November 1, 2024 to October 31, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $19 | 0.18% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 13.78% for the Fund, 21.92% for the S&P Global Broad Market Index (net dividends), the Fund's equity benchmark, 4.87% for the ICE BofA 1-3 Year Global Government Index (hedged to USD), the Fund's fixed income benchmark, and 6.06% for the Bloomberg U.S. TIPS Index, the Fund's LDI component's benchmark.

**PERFORMANCE HIGHLIGHTS**

• Global stocks had positive returns for the period. As measured by the MSCI All Country World IMI indices, small cap stocks underperformed large cap stocks. Value stocks underperformed growth stocks. High profitability stocks underperformed low profitability stocks within large caps and small caps. U.S. stocks underperformed stocks in developed and emerging markets.

• Within the Fund's eligible investment range, real yield changes were mixed. Realized real term premiums were mixed, with intermediate-term TIPS outperforming shorter- and longer-term TIPS. Longer-term TIPS were the worst performers.

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

• Credit spreads were relatively narrow throughout the period. Realized credit premiums were positive, as corporate bonds outperformed government bonds.

The Fund's Equity Underlying Funds collectively underperformed the equity benchmark. Relative to the benchmark, the Fund's:

• Greater weight in U.S. stocks detracted from performance as U.S. stocks underperformed developed and emerging markets stocks.

• Emphasis on value stocks detracted.

The Fund's Global Bond Component's Underlying Funds outperformed the fixed income benchmark. Relative to its benchmark, the Underlying Funds':

• Inclusion of corporate bonds contributed positively to performance as corporate bonds outperformed government bonds.

The Fund's Inflation-Protected LDI Component's Underlying Funds underperformed the LDI benchmark for the period. Relative to its benchmark, the Underlying Funds':

• Overweight to TIPS in the 20-year+ maturity range detracted from performance.

PAGE 1 DFA103125-DRIHX

------

**HOW DID THE** **Portfolio PERFORM?**

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

Performance figures may reflect fee waivers and/or expense reimbursements, without which the performance would have been lower.

**VALUE OF A $10,000 INVESTMENT** (November 2, 2015 - October 31, 2025)

![image](ts5574img003.jpg)

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **Since Inception**<br>**(11/02/2015)** |
| **Dimensional 2040 Target Date Retirement Income** **Fund – Institutional**  | 13.78% | 10.40% | 8.86% |
| **Bloomberg Global Aggregate Bond Index (hedged to** **USD)**  | 5.30% | 0.52% | 2.38% |
| **S&P Global BMI Index (net div.)**  | 21.92% | 14.03% | 10.83% |
| **ICE BofA 1-3 Year Global Government Index (hedged to** **USD)<sup>1</sup>**  | 4.87% | 2.11% | 2.02% |
| **Bloomberg U.S. TIPS Index**  | 6.06% | 1.63% | 3.03% |

---

---

| | |
|:---|:---|
| 1 | ICE BofA index data copyright 2025 ICE Data Indices, LLC. Prior to July 1, 2022, index returns reflect no deduction for transaction costs. Effective July 1, 2022, index returns include transaction costs (as determined and calculated by the index provider), which may be higher or lower than the actual transaction costs incurred by the Portfolio. |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $211199 |
| **Number of Holdings** | 9 |
| **Net Advisory Fees Paid (Thousands)** | $0 |
| **Portfolio Turnover Rate** | 13% |

---

PAGE 2 DFA103125-DRIHX

------

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

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  U.S. Large Company Portfolio  | 22.9% |
|  U.S. Core Equity 1 Portfolio  | 22.7% |
|  DFA LTIP Portfolio  | 21.7% |
|  Large Cap International Portfolio  | 8.1% |
|  DFA Short-Term Extended Quality Portfolio  | 7.5% |
|  DFA Two-Year Global Fixed Income Portfolio  | 7.4% |
|  Emerging Markets Core Equity 2 Portfolio  | 5.7% |
|  International Core Equity 2 Portfolio  | 4.0% |

---

† Excludes cash investments, if any.

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

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

**HOUSEHOLDING**

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

PAGE 3 DFA103125-DRIHX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **Dimensional 2045 Target Date Retirement** **Income Fund**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DRIIX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

This annual shareholder report contains important information about the Dimensional 2045 Target Date Retirement Income Fund (the "Portfolio") for the period of November 1, 2024 to October 31, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $20 | 0.18% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 17.13% for the Fund, 21.92% for the S&P Global Broad Market Index (net dividends), the Fund's equity benchmark, 4.87% for the ICE BofA 1-3 Year Global Government Index (hedged to USD), the Fund's fixed income benchmark, and 6.06% for the Bloomberg U.S. TIPS Index, the Fund's LDI component's benchmark.

**PERFORMANCE HIGHLIGHTS**

• Global stocks had positive returns for the period. As measured by the MSCI All Country World IMI indices, small cap stocks underperformed large cap stocks. Value stocks underperformed growth stocks. High profitability stocks underperformed low profitability stocks within large caps and small caps. U.S. stocks underperformed stocks in developed and emerging markets.

• Within the Fund's eligible investment range, real yield changes were mixed. Realized real term premiums were mixed, with intermediate-term TIPS outperforming shorter- and longer-term TIPS. Longer-term TIPS were the worst performers.

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

• Credit spreads were relatively narrow throughout the period. Realized credit premiums were positive, as corporate bonds outperformed government bonds.

The Fund's Equity Underlying Funds collectively underperformed the equity benchmark. Relative to the benchmark, the Fund's:

• Greater weight in U.S. stocks detracted from performance as U.S. stocks underperformed developed and emerging markets stocks.

• Emphasis on value stocks detracted.

The Fund's Global Bond Component's Underlying Funds outperformed the fixed income benchmark. Relative to its benchmark, the Underlying Funds':

• Inclusion of corporate bonds contributed positively to performance as corporate bonds outperformed government bonds.

The Fund's Inflation-Protected LDI Component's Underlying Funds underperformed the LDI benchmark for the period. Relative to its benchmark, the Underlying Funds':

• Overweight to TIPS in the 20-year+ maturity range detracted from performance.

PAGE 1 DFA103125-DRIIX

------

**HOW DID THE** **Portfolio PERFORM?**

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

Performance figures may reflect fee waivers and/or expense reimbursements, without which the performance would have been lower.

**VALUE OF A $10,000 INVESTMENT** (November 2, 2015 - October 31, 2025)

![image](ts5575img003.jpg)

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **Since Inception**<br>**(11/02/2015)** |
| **Dimensional 2045 Target Date Retirement Income** **Fund – Institutional**  | 17.13% | 13.60% | 10.62% |
| **Bloomberg Global Aggregate Bond Index (hedged to** **USD)**  | 5.30% | 0.52% | 2.38% |
| **S&P Global BMI Index (net div.)**  | 21.92% | 14.03% | 10.83% |
| **ICE BofA 1-3 Year Global Government Index (hedged to** **USD)<sup>1</sup>**  | 4.87% | 2.11% | 2.02% |
| **Bloomberg U.S. TIPS Index**  | 6.06% | 1.63% | 3.03% |

---

---

| | |
|:---|:---|
| 1 | ICE BofA index data copyright 2025 ICE Data Indices, LLC. Prior to July 1, 2022, index returns reflect no deduction for transaction costs. Effective July 1, 2022, index returns include transaction costs (as determined and calculated by the index provider), which may be higher or lower than the actual transaction costs incurred by the Portfolio. |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $226178 |
| **Number of Holdings** | 9 |
| **Net Advisory Fees Paid (Thousands)** | $0 |
| **Portfolio Turnover Rate** | 12% |

---

PAGE 2 DFA103125-DRIIX

------

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

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  U.S. Large Company Portfolio  | 27.7% |
|  U.S. Core Equity 1 Portfolio  | 27.5% |
|  DFA Short-Term Extended Quality Portfolio  | 10.1% |
|  DFA Two-Year Global Fixed Income Portfolio  | 10.1% |
|  Large Cap International Portfolio  | 9.8% |
|  Emerging Markets Core Equity 2 Portfolio  | 6.9% |
|  International Core Equity 2 Portfolio  | 4.9% |
|  DFA LTIP Portfolio  | 3.0% |

---

† Excludes cash investments, if any.

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

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

**HOUSEHOLDING**

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

PAGE 3 DFA103125-DRIIX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **Dimensional 2050 Target Date Retirement** **Income Fund**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DRIJX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

This annual shareholder report contains important information about the Dimensional 2050 Target Date Retirement Income Fund (the "Portfolio") for the period of November 1, 2024 to October 31, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $20 | 0.18% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 19.38% for the Fund, 21.92% for the S&P Global Broad Market Index (net dividends), the Fund's equity benchmark, 4.87% for the ICE BofA 1-3 Year Global Government Index (hedged to USD), the Fund's fixed income benchmark, and 6.06% for the Bloomberg U.S. TIPS Index, the Fund's LDI component's benchmark.

**PERFORMANCE HIGHLIGHTS**

• Global stocks had positive returns for the period. As measured by the MSCI All Country World IMI indices, small cap stocks underperformed large cap stocks. Value stocks underperformed growth stocks. High profitability stocks underperformed low profitability stocks within large caps and small caps. U.S. stocks underperformed stocks in developed and emerging markets.

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

• Credit spreads were relatively narrow throughout the period. Realized credit premiums were positive, as corporate bonds outperformed government bonds.

The Fund's Equity Underlying Funds collectively underperformed the equity benchmark. Relative to the benchmark, the Fund's:

• Greater weight in U.S. stocks detracted from performance as U.S. stocks underperformed developed and emerging markets stocks.

• Emphasis on value stocks detracted.

The Fund's Global Bond Component's Underlying Funds outperformed the fixed income benchmark. Relative to its benchmark, the Underlying Funds':

• Inclusion of corporate bonds contributed positively to performance as corporate bonds outperformed government bonds.

**HOW DID THE** **Portfolio PERFORM?**

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

PAGE 1 DFA103125-DRIJX

------

**VALUE OF A $10,000 INVESTMENT** (November 2, 2015 - October 31, 2025)

![image](ts5549img003.jpg)

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **Since Inception**<br>**(11/02/2015)** |
| **Dimensional 2050 Target Date Retirement Income** **Fund – Institutional**  | 19.38% | 14.94% | 11.28% |
| **Bloomberg Global Aggregate Bond Index (hedged to** **USD)**  | 5.30% | 0.52% | 2.38% |
| **S&P Global BMI Index (net div.)**  | 21.92% | 14.03% | 10.83% |
| **ICE BofA 1-3 Year Global Government Index (hedged to** **USD)<sup>1</sup>**  | 4.87% | 2.11% | 2.02% |
| **Bloomberg U.S. TIPS Index**  | 6.06% | 1.63% | 3.03% |

---

---

| | |
|:---|:---|
| 1 | ICE BofA index data copyright 2025 ICE Data Indices, LLC. Prior to July 1, 2022, index returns reflect no deduction for transaction costs. Effective July 1, 2022, index returns include transaction costs (as determined and calculated by the index provider), which may be higher or lower than the actual transaction costs incurred by the Portfolio. |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $197436 |
| **Number of Holdings** | 8 |
| **Net Advisory Fees Paid (Thousands)** | $0 |
| **Portfolio Turnover Rate** | 11% |

---

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

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  U.S. Large Company Portfolio  | 32.5% |
|  U.S. Core Equity 1 Portfolio  | 32.4% |
|  Large Cap International Portfolio  | 11.5% |
|  Emerging Markets Core Equity 2 Portfolio  | 8.1% |
|  International Core Equity 2 Portfolio  | 5.7% |
|  DFA Short-Term Extended Quality Portfolio  | 4.9% |
|  DFA Two-Year Global Fixed Income Portfolio  | 4.9% |

---

† Excludes cash investments, if any.

PAGE 2 DFA103125-DRIJX

------

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

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

**HOUSEHOLDING**

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

PAGE 3 DFA103125-DRIJX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **Dimensional 2055 Target Date Retirement** **Income Fund**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DRIKX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

This annual shareholder report contains important information about the Dimensional 2055 Target Date Retirement Income Fund (the "Portfolio") for the period of November 1, 2024 to October 31, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $23<br>0.21%<sup>1</sup> |

---

1 Reflects Fee Waivers and/or Expense Assumptions, without which expenses would have been higher.

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 19.91% for the Fund, 21.92% for the S&P Global Broad Market Index (net dividends), the Fund's equity benchmark, 4.87% for the ICE BofA 1-3 Year Global Government Index (hedged to USD), the Fund's fixed income benchmark, and 6.06% for the Bloomberg U.S. TIPS Index, the Fund's LDI component's benchmark.

**PERFORMANCE HIGHLIGHTS**

• Global stocks had positive returns for the period. As measured by the MSCI All Country World IMI indices, small cap stocks underperformed large cap stocks. Value stocks underperformed growth stocks. High profitability stocks underperformed low profitability stocks within large caps and small caps. U.S. stocks underperformed stocks in developed and emerging markets.

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

• Credit spreads were relatively narrow throughout the period. Realized credit premiums were positive, as corporate bonds outperformed government bonds.

The Fund's Equity Underlying Funds collectively underperformed the equity benchmark. Relative to the benchmark, the Fund's:

• Greater weight in U.S. stocks detracted from performance as U.S. stocks underperformed developed and emerging markets stocks.

• Emphasis on value stocks detracted.

The Fund's Global Bond Component's Underlying Funds outperformed the fixed income benchmark. Relative to its benchmark, the Underlying Funds':

• Inclusion of corporate bonds contributed positively to performance as corporate bonds outperformed government bonds.

**HOW DID THE** **Portfolio PERFORM?**

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

Performance figures may reflect fee waivers and/or expense reimbursements, without which the performance would have been lower.

PAGE 1 DFA103125-DRIKX

------

**VALUE OF A $10,000 INVESTMENT** (November 2, 2015 - October 31, 2025)

![image](ts5550img003.jpg)

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **Since Inception**<br>**(11/02/2015)** |
| **Dimensional 2055 Target Date Retirement Income** **Fund – Institutional**  | 19.91% | 15.03% | 11.33% |
| **Bloomberg Global Aggregate Bond Index (hedged to** **USD)**  | 5.30% | 0.52% | 2.38% |
| **S&P Global BMI Index (net div.)**  | 21.92% | 14.03% | 10.83% |
| **ICE BofA 1-3 Year Global Government Index (hedged to** **USD)<sup>1</sup>**  | 4.87% | 2.11% | 2.02% |
| **Bloomberg U.S. TIPS Index**  | 6.06% | 1.63% | 3.03% |

---

---

| | |
|:---|:---|
| 1 | ICE BofA index data copyright 2025 ICE Data Indices, LLC. Prior to July 1, 2022, index returns reflect no deduction for transaction costs. Effective July 1, 2022, index returns include transaction costs (as determined and calculated by the index provider), which may be higher or lower than the actual transaction costs incurred by the Portfolio. |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $141832 |
| **Number of Holdings** | 8 |
| **Net Advisory Fees Paid (Thousands)** | $20 |
| **Portfolio Turnover Rate** | 11% |

---

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

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  U.S. Large Company Portfolio  | 34.2% |
|  U.S. Core Equity 1 Portfolio  | 34.1% |
|  Large Cap International Portfolio  | 12.1% |
|  Emerging Markets Core Equity 2 Portfolio  | 8.6% |
|  International Core Equity 2 Portfolio  | 6.0% |
|  DFA Short-Term Extended Quality Portfolio  | 2.5% |
|  DFA Two-Year Global Fixed Income Portfolio  | 2.5% |

---

† Excludes cash investments, if any.

PAGE 2 DFA103125-DRIKX

------

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

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

**HOUSEHOLDING**

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

PAGE 3 DFA103125-DRIKX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **Dimensional 2060 Target Date Retirement** **Income Fund**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DRILX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

This annual shareholder report contains important information about the Dimensional 2060 Target Date Retirement Income Fund (the "Portfolio") for the period of November 1, 2024 to October 31, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $24<br>0.22%<sup>1</sup> |

---

1 Reflects Fee Waivers and/or Expense Assumptions, without which expenses would have been higher.

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 19.97% for the Fund, 21.92% for the S&P Global Broad Market Index (net dividends), the Fund's equity benchmark, 4.87% for the ICE BofA 1-3 Year Global Government Index (hedged to USD), the Fund's fixed income benchmark, and 6.06% for the Bloomberg U.S. TIPS Index, the Fund's LDI component's benchmark.

**PERFORMANCE HIGHLIGHTS**

• Global stocks had positive returns for the period. As measured by the MSCI All Country World IMI indices, small cap stocks underperformed large cap stocks. Value stocks underperformed growth stocks. High profitability stocks underperformed low profitability stocks within large caps and small caps. U.S. stocks underperformed stocks in developed and emerging markets.

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

• Credit spreads were relatively narrow throughout the period. Realized credit premiums were positive, as corporate bonds outperformed government bonds.

The Fund's Equity Underlying Funds collectively underperformed the equity benchmark. Relative to the benchmark, the Fund's:

• Greater weight in U.S. stocks detracted from performance as U.S. stocks underperformed developed and emerging markets stocks.

• Emphasis on value stocks detracted.

The Fund's Global Bond Component's Underlying Funds outperformed the fixed income benchmark. Relative to its benchmark, the Underlying Funds':

• Inclusion of corporate bonds contributed positively to performance as corporate bonds outperformed government bonds.

**HOW DID THE** **Portfolio PERFORM?**

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

Performance figures may reflect fee waivers and/or expense reimbursements, without which the performance would have been lower.

PAGE 1 DFA103125-DRILX

------

**VALUE OF A $10,000 INVESTMENT** (November 2, 2015 - October 31, 2025)

![image](ts5551img003.jpg)

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **Since Inception**<br>**(11/02/2015)** |
| **Dimensional 2060 Target Date Retirement Income** **Fund – Institutional**  | 19.97% | 15.05% | 11.33% |
| **Bloomberg Global Aggregate Bond Index (hedged to** **USD)**  | 5.30% | 0.52% | 2.38% |
| **S&P Global BMI Index (net div.)**  | 21.92% | 14.03% | 10.83% |
| **ICE BofA 1-3 Year Global Government Index (hedged to** **USD)<sup>1</sup>**  | 4.87% | 2.11% | 2.02% |
| **Bloomberg U.S. TIPS Index**  | 6.06% | 1.63% | 3.03% |

---

---

| | |
|:---|:---|
| 1 | ICE BofA index data copyright 2025 ICE Data Indices, LLC. Prior to July 1, 2022, index returns reflect no deduction for transaction costs. Effective July 1, 2022, index returns include transaction costs (as determined and calculated by the index provider), which may be higher or lower than the actual transaction costs incurred by the Portfolio. |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $116040 |
| **Number of Holdings** | 8 |
| **Net Advisory Fees Paid (Thousands)** | $14 |
| **Portfolio Turnover Rate** | 12% |

---

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

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  U.S. Large Company Portfolio  | 34.2% |
|  U.S. Core Equity 1 Portfolio  | 34.1% |
|  Large Cap International Portfolio  | 12.1% |
|  Emerging Markets Core Equity 2 Portfolio  | 8.6% |
|  International Core Equity 2 Portfolio  | 6.0% |
|  DFA Short-Term Extended Quality Portfolio  | 2.5% |
|  DFA Two-Year Global Fixed Income Portfolio  | 2.5% |

---

† Excludes cash investments, if any.

PAGE 2 DFA103125-DRILX

------

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

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

**HOUSEHOLDING**

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

PAGE 3 DFA103125-DRILX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **Dimensional 2065 Target Date Retirement** **Income Fund**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DTDRX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

This annual shareholder report contains important information about the Dimensional 2065 Target Date Retirement Income Fund (the "Portfolio") for the period of November 1, 2024 to October 31, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $24<br>0.22%<sup>1</sup> |

---

1 Reflects Fee Waivers and/or Expense Assumptions, without which expenses would have been higher.

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 19.88% for the Fund, 21.92% for the S&P Global Broad Market Index (net dividends), the Fund's equity benchmark, 4.87% for the ICE BofA 1-3 Year Global Government Index (hedged to USD), the Fund's fixed income benchmark, and 6.06% for the Bloomberg U.S. TIPS Index, the Fund's LDI component's benchmark.

**PERFORMANCE HIGHLIGHTS**

• Global stocks had positive returns for the period. As measured by the MSCI All Country World IMI indices, small cap stocks underperformed large cap stocks. Value stocks underperformed growth stocks. High profitability stocks underperformed low profitability stocks within large caps and small caps. U.S. stocks underperformed stocks in developed and emerging markets.

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

• Credit spreads were relatively narrow throughout the period. Realized credit premiums were positive, as corporate bonds outperformed government bonds.

The Fund's Equity Underlying Funds collectively underperformed the equity benchmark. Relative to the benchmark, the Fund's:

• Greater weight in U.S. stocks detracted from performance as U.S. stocks underperformed developed and emerging markets stocks.

• Emphasis on value stocks detracted.

The Fund's Global Bond Component's Underlying Funds outperformed the fixed income benchmark. Relative to its benchmark, the Underlying Funds':

• Inclusion of corporate bonds contributed positively to performance as corporate bonds outperformed government bonds.

**HOW DID THE** **Portfolio PERFORM?**

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

Performance figures may reflect fee waivers and/or expense reimbursements, without which the performance would have been lower.

PAGE 1 DFA103125-DTDRX

------

**VALUE OF A $10,000 INVESTMENT** (January 2, 2020 - October 31, 2025)

![image](ts5427img003.jpg)

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **Since Inception**<br>**(01/02/2020)** |
| **Dimensional 2065 Target Date Retirement Income** **Fund – Institutional**  | 19.88% | 15.04% | 12.15% |
| **Bloomberg Global Aggregate Bond Index (hedged to** **USD)**  | 5.30% | 0.52% | 1.20% |
| **S&P Global BMI Index (net div.)**  | 21.92% | 14.03% | 11.43% |
| **ICE BofA 1-3 Year Global Government Index (hedged to** **USD)<sup>1</sup>**  | 4.87% | 2.11% | 2.18% |
| **Bloomberg U.S. TIPS Index**  | 6.06% | 1.63% | 2.75% |

---

---

| | |
|:---|:---|
| 1 | ICE BofA index data copyright 2025 ICE Data Indices, LLC. Prior to July 1, 2022, index returns reflect no deduction for transaction costs. Effective July 1, 2022, index returns include transaction costs (as determined and calculated by the index provider), which may be higher or lower than the actual transaction costs incurred by the Portfolio. |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $41831 |
| **Number of Holdings** | 7 |
| **Net Advisory Fees Paid (Thousands)** | $0 |
| **Portfolio Turnover Rate** | 21% |

---

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

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  U.S. Core Equity 1 Portfolio  | 34.2% |
|  U.S. Large Company Portfolio  | 34.2% |
|  Large Cap International Portfolio  | 12.1% |
|  Emerging Markets Core Equity 2 Portfolio  | 8.6% |
|  International Core Equity 2 Portfolio  | 6.0% |
|  DFA Short-Term Extended Quality Portfolio  | 2.5% |
|  DFA Two-Year Global Fixed Income Portfolio  | 2.4% |

---

† Excludes cash investments, if any.

PAGE 2 DFA103125-DTDRX

------

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

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

**HOUSEHOLDING**

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

PAGE 3 DFA103125-DTDRX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **Dimensional 2070 Target Date Retirement** **Income Fund**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DFARX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

This annual shareholder report contains important information about the Dimensional 2070 Target Date Retirement Income Fund (the "Portfolio") for the period of January 2, 2025 to October 31, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $20<br>0.22%<sup>1,</sup><sup>2,</sup><sup>3</sup> |

---

1 Reflects Fee Waivers and/or Expense Assumptions, without which expenses would have been higher.

---

| | |
|:---|:---|
| 2 | The Fund commenced operations during the reporting period. Expenses for a full reporting period would be higher than the amounts shown. |

---

3 Annualized

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

Since inception on January 2, 2025, through October 31, 2025, total returns were 18.24% for the Fund, 20.77% for the S&P Global Broad Market Index (net dividends), the Fund's equity benchmark, 4.15% for the ICE BofA 1-3 Year Global Government Index (hedged to USD), the Fund's fixed income benchmark, and 7.07% for the Bloomberg U.S. TIPS Index, the Fund's LDI component's benchmark.

**PERFORMANCE HIGHLIGHTS**

• Global stocks had positive returns for the period. As measured by the MSCI All Country World IMI indices, small cap stocks underperformed large cap stocks. Value stocks underperformed growth stocks. High profitability stocks underperformed low profitability stocks within large caps and small caps. U.S. stocks underperformed stocks in developed and emerging markets.

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

• Credit spreads were relatively narrow throughout the period. Realized credit premiums were positive, as corporate bonds outperformed government bonds.

The Fund's Equity Underlying Funds collectively underperformed the equity benchmark. Relative to the benchmark, the Fund's:

• Greater weight in U.S. stocks detracted from performance as U.S. stocks underperformed developed and emerging markets stocks.

• Emphasis on value stocks detracted.

The Fund's Global Bond Component's Underlying Funds outperformed the fixed income benchmark. Relative to its benchmark, the Underlying Funds':

• Inclusion of corporate bonds contributed positively to performance as corporate bonds outperformed government bonds.

PAGE 1 DFA103125-DFARX

------

**HOW DID THE** **Portfolio PERFORM?**

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

Performance figures may reflect fee waivers and/or expense reimbursements, without which the performance would have been lower.

**VALUE OF A $10,000 INVESTMENT** (January 2, 2025 (date of the Fund's inception) - October 31, 2025)

![image](ts5577img003.jpg)

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

---

| | |
|:---|:---|
|  | **Since Inception**<br>**(01/02/2025)** |
| **Dimensional 2070 Target Date Retirement Income Fund – Institutional**  | 18.24% |
| **Bloomberg Global Aggregate Bond Index (hedged to USD)**  | 4.84% |
| **S&P Global BMI Index (net div.)**  | 20.77% |
| **ICE BofA 1-3 Year Global Government Index (hedged to USD)<sup>1</sup>**  | 4.15% |
| **Bloomberg U.S. TIPS Index**  | 7.07% |

---

---

| | |
|:---|:---|
| 1 | ICE BofA index data copyright 2025 ICE Data Indices, LLC. Prior to July 1, 2022, index returns reflect no deduction for transaction costs. Effective July 1, 2022, index returns include transaction costs (as determined and calculated by the index provider), which may be higher or lower than the actual transaction costs incurred by the Portfolio. |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $656 |
| **Number of Holdings** | 8 |
| **Net Advisory Fees Paid (Thousands)** | $0 |
| **Portfolio Turnover Rate** | 1% |

---

PAGE 2 DFA103125-DFARX

------

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

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  U.S. Large Company Portfolio  | 34.3% |
|  U.S. Core Equity 1 Portfolio  | 34.1% |
|  Large Cap International Portfolio  | 12.1% |
|  Emerging Markets Core Equity 2 Portfolio  | 8.5% |
|  International Core Equity 2 Portfolio  | 6.0% |
|  DFA Short-Term Extended Quality Portfolio  | 2.5% |
|  DFA Two-Year Global Fixed Income Portfolio  | 2.5% |

---

† Excludes cash investments, if any.

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

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

**HOUSEHOLDING**

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

PAGE 3 DFA103125-DFARX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **Emerging Markets Social Core Equity** **Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DFESX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $50 | 0.44% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 25.15% for the Portfolio and 27.91% for the MSCI Emerging Markets Index (net dividends), the Portfolio's benchmark.

**PERFORMANCE HIGHLIGHTS**

Emerging markets had positive returns for the period. As measured by the MSCI Emerging Markets indices, small cap stocks underperformed mid cap stocks, a subset of large cap stocks, and underperformed other large cap stocks. Mid cap stocks underperformed large cap stocks. Value stocks underperformed growth stocks as measured by the MSCI Emerging Markets indices. High profitability stocks outperformed low profitability stocks within both large caps and small caps. The Fund's social and sustainability considerations generally result in a lesser weight to companies in the healthcare, energy, and utilities sectors. Healthcare, energy, and utility stocks underperformed the MSCI Emerging Markets Index.

Relative to the benchmark, the Portfolio's:

• Emphasis on stocks with smaller market capitalizations detracted.

• Emphasis on value stocks detracted.

• Social and sustainability considerations contributed.

**HOW DID THE** **Portfolio PERFORM?**

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

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

![image](ts5458img003.jpg)

PAGE 1 DFA103125-DFESX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **Emerging Markets Social Core Equity Portfolio –** **Institutional**  | 25.15% | 9.91% | 8.32% |
| **MSCI Emerging Markets Index (net div.)**  | 27.91% | 7.46% | 7.69% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $1845414 |
| **Number of Holdings** | 6217 |
| **Net Advisory Fees Paid (Thousands)** | $5885 |
| **Portfolio Turnover Rate** | 11% |

---

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

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  Taiwan Semiconductor Manufacturing Co. Ltd.  | 5.7% |
|  Samsung Electronics Co. Ltd.  | 3.0% |
|  Tencent Holdings Ltd.  | 2.8% |
|  SK Hynix, Inc.  | 2.2% |
|  Alibaba Group Holding Ltd.  | 2.1% |
|  PDD Holdings, Inc.  | 0.9% |
|  HDFC Bank Ltd.  | 0.8% |
|  Meituan B  | 0.7% |
|  Infosys Ltd.  | 0.6% |
|  Taiwan Semiconductor Manufacturing Co. Ltd.  | 0.6% |

---

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

---

| | |
|:---|:---|
| **Top Countries**<br>**(% of Total Investments)** |  |
|  China  | 27.7% |
|  Taiwan  | 22.3% |
|  India  | 15.5% |
|  South Korea  | 13.4% |
|  South Africa  | 3.1% |
|  Brazil  | 2.9% |
|  Saudi Arabia  | 2.9% |
|  Mexico  | 1.9% |
|  United Arab Emirates  | 1.5% |
|  Malaysia  | 1.3% |

---

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

**How Did the** **Portfolio Change?**

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

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

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

**HOUSEHOLDING**

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

PAGE 2 DFA103125-DFESX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **Emerging Markets Sustainability Core 1** **Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DESIX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $47<br>0.42%<sup>1</sup> |

---

1 Reflects Fee Waivers and/or Expense Assumptions, without which expenses would have been higher.

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 24.64% for the Portfolio and 27.91% for the MSCI Emerging Markets Index (net dividends), the Portfolio's benchmark.

**PERFORMANCE HIGHLIGHTS**

Emerging markets had positive returns for the period. As measured by the MSCI Emerging Markets indices, small cap stocks underperformed mid cap stocks, a subset of large cap stocks, and underperformed other large cap stocks. Mid cap stocks underperformed large cap stocks. Value stocks underperformed growth stocks as measured by the MSCI Emerging Markets indices. High profitability stocks outperformed low profitability stocks within both large caps and small caps. The Fund's sustainability considerations generally result in a lesser weight to companies in the energy and utilities sectors. Energy and utility stocks underperformed the MSCI Emerging Markets Index.

Relative to the benchmark, the Portfolio's:

• Emphasis on stocks with smaller market capitalizations detracted.

• Sustainability considerations contributed.

**HOW DID THE** **Portfolio PERFORM?**

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

Performance figures may reflect fee waivers and/or expense reimbursements, without which the performance would have been lower.

PAGE 1 DFA103125-DESIX

------

**VALUE OF A $10,000 INVESTMENT** (March 27, 2018 - October 31, 2025)

![image](ts5432img003.jpg)

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **Since Inception**<br>**(03/27/2018)** |
| **Emerging Markets Sustainability Core 1 Portfolio –** **Institutional**  | 24.64% | 8.65% | 4.79% |
| **MSCI Emerging Markets Index (net div.)**  | 27.91% | 7.46% | 4.77% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $1211584 |
| **Number of Holdings** | 5010 |
| **Net Advisory Fees Paid (Thousands)** | $3777 |
| **Portfolio Turnover Rate** | 6% |

---

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

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  Taiwan Semiconductor Manufacturing Co. Ltd.  | 5.0% |
|  Tencent Holdings Ltd.  | 4.5% |
|  Taiwan Semiconductor Manufacturing Co. Ltd.  | 2.1% |
|  Samsung Electronics Co. Ltd.  | 2.0% |
|  Alibaba Group Holding Ltd.  | 1.9% |
|  PDD Holdings, Inc.  | 0.8% |
|  Samsung Electronics Co. Ltd.  | 0.8% |
|  Hon Hai Precision Industry Co. Ltd.  | 0.7% |
|  Xiaomi Corp. B  | 0.6% |
|  Meituan B  | 0.6% |

---

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

---

| | |
|:---|:---|
| **Top Countries**<br>**(% of Total Investments)** |  |
|  China  | 29.9% |
|  Taiwan  | 21.4% |
|  India  | 15.3% |
|  South Korea  | 13.3% |
|  Brazil  | 3.9% |
|  Saudi Arabia  | 2.7% |
|  South Africa  | 2.5% |
|  Mexico  | 1.9% |
|  United Arab Emirates  | 1.7% |
|  Poland  | 1.2% |

---

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

**How Did the** **Portfolio Change?**

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

Effective February 28, 2025, the contractual expense limitation amount for the Portfolio was reduced from 0.65% to 0.42%.

PAGE 2 DFA103125-DESIX

------

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

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

**HOUSEHOLDING**

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

PAGE 3 DFA103125-DESIX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **Global Social Core Equity Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DGBEX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $38<br>0.34%<sup>1</sup> |

---

1 Reflects Fee Waivers and/or Expense Assumptions, without which expenses would have been higher.

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 21.63% for the Portfolio and 22.00% for the MSCI All Country World IMI Index (net dividends) the Portfolio's all cap benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

Global stocks had positive returns for the period. As measured by the MSCI All Country World IMI indices, small cap stocks underperformed large cap stocks. Value stocks underperformed growth stocks. High profitability stocks underperformed low profitability stocks within large caps and small caps. The Fund's social and sustainability considerations generally result in a lesser weight to companies in the healthcare, energy, and utilities sectors. Healthcare, energy, and utility stocks underperformed the MSCI All Country World IMI Index.

Relative to the benchmark, the Portfolio's:

• Emphasis on stocks with smaller market capitalizations detracted.

• Emphasis on value stocks detracted.

• Social and sustainability considerations contributed.

**HOW DID THE** **Portfolio PERFORM?**

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

Performance figures may reflect fee waivers and/or expense reimbursements, without which the performance would have been lower.

**VALUE OF A $10,000 INVESTMENT** (November 19, 2019 - October 31, 2025)

![image](ts5428img003.jpg)

PAGE 1 DFA103125-DGBEX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **Since Inception**<br>**(11/19/2019)** |
| **Global Social Core Equity Portfolio – Institutional**  | 21.63% | 15.11% | 12.12% |
| **MSCI All Country World IMI Index (net div.)**  | 22.00% | 14.26% | 12.23% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $82522 |
| **Number of Holdings** | 4 |
| **Net Advisory Fees Paid (Thousands)** | $13 |
| **Portfolio Turnover Rate** | 7% |

---

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

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  U.S. Social Core Equity 2 Portfolio  | 63.0% |
|  International Social Core Equity Portfolio  | 25.1% |
|  Emerging Markets Social Core Equity Portfolio  | 11.9% |

---

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

**How Did the** **Portfolio Change?**

Effective February 28, 2025:

• Joel P. Schneider no longer serves as a portfolio manager to the Portfolio.

• Mary T. Phillips no longer serves as a portfolio manager to the Portfolio.

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

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

**HOUSEHOLDING**

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

PAGE 2 DFA103125-DGBEX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **International Large Cap Growth Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DILRX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $29 | 0.26% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 20.08% for the Portfolio and 17.80% for the MSCI World ex USA Growth Index (net dividends), the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

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

Relative to the benchmark, the Portfolio's:

• Emphasis on large cap growth stocks with higher profitability contributed.

**HOW DID THE** **Portfolio PERFORM?**

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

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

![image](ts5516img003.jpg)

PAGE 1 DFA103125-DILRX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **International Large Cap Growth Portfolio –** **Institutional**  | 20.08% | 9.93% | 7.91% |
| **MSCI World ex USA Index (net div.)**  | 23.59% | 12.74% | 7.75% |
| **MSCI World ex USA Growth Index (net div.)**  | 17.80% | 8.18% | 7.39% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $1150621 |
| **Number of Holdings** | 427 |
| **Net Advisory Fees Paid (Thousands)** | $2296 |
| **Portfolio Turnover Rate** | 13% |

---

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

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  Roche Holding AG  | 2.7% |
|  ASML Holding NV  | 2.6% |
|  LVMH Moet Hennessy Louis Vuitton SE  | 2.5% |
|  Sony Group Corp.  | 2.0% |
|  Rheinmetall AG  | 2.0% |
|  Nestle SA  | 1.9% |
|  Safran SA  | 1.8% |
|  Airbus SE  | 1.4% |
|  Reckitt Benckiser Group PLC  | 1.4% |
|  AstraZeneca PLC  | 1.4% |

---

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

---

| | |
|:---|:---|
| **Top Countries**<br>**(% of Total Investments)** |  |
|  Japan  | 22.7% |
|  United Kingdom  | 13.2% |
|  Canada  | 11.0% |
|  France  | 9.8% |
|  Germany  | 8.9% |
|  Switzerland  | 8.3% |
|  Australia  | 6.4% |
|  Netherlands  | 3.6% |
|  Spain  | 3.0% |
|  Sweden  | 3.0% |

---

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

**How Did the** **Portfolio Change?**

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

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

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

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

PAGE 2 DFA103125-DILRX

------

**HOUSEHOLDING**

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

PAGE 3 DFA103125-DILRX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **International Small Cap Growth Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DISMX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $50 | 0.45% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 21.39% for the Portfolio and 23.59% for the MSCI World ex USA Small Growth Index (net dividends), the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

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

Relative to the benchmark, the Portfolio's:

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

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

**HOW DID THE** **Portfolio PERFORM?**

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

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

![image](ts5517img003.jpg)

PAGE 1 DFA103125-DISMX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **International Small Cap Growth Portfolio –** **Institutional**  | 21.39% | 7.40% | 7.22% |
| **MSCI World ex USA Index (net div.)**  | 23.59% | 12.74% | 7.75% |
| **MSCI World ex USA Small Cap Growth Index (net div.)**  | 23.59% | 6.29% | 7.33% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $295429 |
| **Number of Holdings** | 1317 |
| **Net Advisory Fees Paid (Thousands)** | $1057 |
| **Portfolio Turnover Rate** | 20% |

---

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

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  Belimo Holding AG  | 1.1% |
|  Babcock International Group PLC  | 1.1% |
|  Finning International, Inc.  | 0.8% |
|  GEA Group AG  | 0.8% |
|  BE Semiconductor Industries NV  | 0.8% |
|  Indra Sistemas SA  | 0.7% |
|  Gaztransport Et Technigaz SA  | 0.7% |
|  Accelleron Industries AG  | 0.7% |
|  Temenos AG  | 0.6% |
|  Orion OYJ B  | 0.6% |

---

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

---

| | |
|:---|:---|
| **Top Countries**<br>**(% of Total Investments)** |  |
|  Japan  | 21.3% |
|  United Kingdom  | 13.2% |
|  Canada  | 13.2% |
|  Switzerland  | 8.2% |
|  Australia  | 6.6% |
|  Germany  | 6.4% |
|  France  | 5.0% |
|  Italy  | 4.7% |
|  Finland  | 2.9% |
|  Spain  | 2.8% |

---

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

**How Did the** **Portfolio Change?**

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

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

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

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

PAGE 2 DFA103125-DISMX

------

**HOUSEHOLDING**

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

PAGE 3 DFA103125-DISMX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **International Social Core Equity Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DSCLX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $29 | 0.25% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 28.72% for the Portfolio and 23.59% for the MSCI World ex USA Index (net dividends), the Portfolio's benchmark.

**PERFORMANCE HIGHLIGHTS**

Developed ex U.S. equities had positive returns for the period. As measured by the MSCI World ex USA indices, small cap stocks outperformed large cap stocks, and mid cap stocks, a subset of large cap stocks, outperformed other large cap stocks and small cap stocks. Value stocks outperformed growth stocks as measured by the MSCI World ex USA indices. High profitability stocks underperformed low profitability stocks within both large cap stocks and small cap stocks. The Fund's social and sustainability considerations generally result in a lesser weight to companies in the healthcare, energy, and utilities sectors. Healthcare and energy stocks underperformed the MSCI World ex USA Index. The Fund excludes real estate investment trusts (REITs) from purchase to allow investors to customize their real estate exposure. Developed ex U.S. REITs underperformed Developed ex U.S. equities as measured by the S&P Developed ex U.S. REIT Index and MSCI World ex USA indices.

Relative to the benchmark, the Portfolio's:

• Social and sustainability considerations contributed.

• Emphasis on value stocks contributed.

• Exclusion of REITs contributed.

• Emphasis on stocks with higher profitability detracted.

**HOW DID THE** **Portfolio PERFORM?**

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

PAGE 1 DFA103125-DSCLX

------

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

![image](ts5520img003.jpg)

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **International Social Core Equity Portfolio –** **Institutional**  | 28.72% | 13.49% | 8.17% |
| **MSCI World ex USA Index (net div.)**  | 23.59% | 12.74% | 7.75% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $1812484 |
| **Number of Holdings** | 3914 |
| **Net Advisory Fees Paid (Thousands)** | $3641 |
| **Portfolio Turnover Rate** | 12% |

---

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

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  ASML Holding NV  | 1.0% |
|  SoftBank Group Corp.  | 0.9% |
|  Royal Bank of Canada  | 0.8% |
|  Deutsche Telekom AG  | 0.7% |
|  Banco Bilbao Vizcaya Argentaria SA  | 0.7% |
|  HSBC Holdings PLC  | 0.6% |
|  LVMH Moet Hennessy Louis Vuitton SE  | 0.6% |
|  Sony Group Corp.  | 0.6% |
|  BASF SE  | 0.5% |
|  Celestica, Inc.  | 0.5% |

---

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

---

| | |
|:---|:---|
| **Top Countries**<br>**(% of Total Investments)** |  |
|  Japan  | 24.2% |
|  Canada  | 12.4% |
|  United Kingdom  | 10.3% |
|  Germany  | 8.0% |
|  France  | 6.9% |
|  Australia  | 5.8% |
|  Switzerland  | 5.7% |
|  Netherlands  | 4.3% |
|  Italy  | 3.8% |
|  Sweden  | 3.3% |

---

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

**How Did the** **Portfolio Change?**

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

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

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

PAGE 2 DFA103125-DSCLX

------

**HOUSEHOLDING**

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

PAGE 3 DFA103125-DSCLX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **International Sustainability Core 1** **Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DFSPX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $26 | 0.23% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 24.85% for the Portfolio and 23.59% for the MSCI World ex USA Index (net dividends), the Portfolio's benchmark.

**PERFORMANCE HIGHLIGHTS**

Developed ex U.S. equities had positive returns for the period. As measured by the MSCI World ex USA indices, small cap stocks outperformed large cap stocks, and mid cap stocks, a subset of large cap stocks, outperformed other large cap stocks and small cap stocks. Value stocks outperformed growth stocks as measured by the MSCI World ex USA indices. High profitability stocks underperformed low profitability stocks within both large cap stocks and small cap stocks. The Fund's sustainability considerations generally result in a lesser weight to companies in the energy and utilities sectors. Energy stocks underperformed the MSCI World ex USA Index. The Fund excludes real estate investment trusts (REITs) from purchase to allow investors to customize their real estate exposure. Developed ex U.S. REITs underperformed Developed ex U.S. equities as measured by the S&P Developed ex U.S. REIT Index and MSCI World ex USA indices.

Relative to the benchmark, the Portfolio's:

• Sustainability considerations contributed.

• Exclusion of REITs contributed.

• Emphasis on stocks with higher profitability detracted.

**HOW DID THE** **Portfolio PERFORM?**

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

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

![image](ts5447img003.jpg)

PAGE 1 DFA103125-DFSPX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **International Sustainability Core 1 Portfolio –** **Institutional**  | 24.85% | 12.05% | 8.17% |
| **MSCI World ex USA Index (net div.)**  | 23.59% | 12.74% | 7.75% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $4136586 |
| **Number of Holdings** | 3747 |
| **Net Advisory Fees Paid (Thousands)** | $7481 |
| **Portfolio Turnover Rate** | 12% |

---

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

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  ASML Holding NV  | 1.8% |
|  Novartis AG  | 1.0% |
|  LVMH Moet Hennessy Louis Vuitton SE  | 1.0% |
|  Roche Holding AG  | 0.9% |
|  Toyota Motor Corp.  | 0.8% |
|  Novo Nordisk AS B  | 0.8% |
|  AstraZeneca PLC  | 0.7% |
|  SoftBank Group Corp.  | 0.7% |
|  Sony Group Corp.  | 0.7% |
|  Unilever PLC  | 0.6% |

---

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

---

| | |
|:---|:---|
| **Top Countries**<br>**(% of Total Investments)** |  |
|  Japan  | 19.8% |
|  United Kingdom  | 12.8% |
|  Canada  | 10.9% |
|  Switzerland  | 8.6% |
|  France  | 8.4% |
|  Germany  | 7.7% |
|  Netherlands  | 5.5% |
|  Australia  | 5.3% |
|  Sweden  | 3.8% |
|  Spain  | 3.3% |

---

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

**How Did the** **Portfolio Change?**

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

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

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

**HOUSEHOLDING**

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

PAGE 2 DFA103125-DFSPX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **U.S. Large Cap Growth Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DUSLX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $19 | 0.18% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 15.13% for the Portfolio and 30.52% for the Russell 1000® Growth Index, the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

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

Relative to the benchmark, the Portfolio's:

• Underweight to prominent mega cap names due to diversification controls detracted.

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

• Emphasis on stocks with higher profitability detracted.

**HOW DID THE** **Portfolio PERFORM?**

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

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

![image](ts5518img003.jpg)

PAGE 1 DFA103125-DUSLX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **U.S. Large Cap Growth Portfolio – Institutional**  | 15.13% | 16.58% | 14.95% |
| **Russell 1000® Index**  | 21.14% | 17.05% | 14.39% |
| **Russell 1000® Growth Index**  | 30.52% | 19.24% | 18.28% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $4326838 |
| **Number of Holdings** | 105 |
| **Net Advisory Fees Paid (Thousands)** | $5575 |
| **Portfolio Turnover Rate** | 10% |

---

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

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  NVIDIA Corp.  | 8.2% |
|  Apple, Inc.  | 6.6% |
|  Microsoft Corp.  | 6.0% |
|  Eli Lilly & Co.  | 4.5% |
|  Visa, Inc. A  | 4.4% |
|  Mastercard, Inc. A  | 4.2% |
|  Oracle Corp.  | 3.8% |
|  Meta Platforms, Inc. A  | 3.8% |
|  AbbVie, Inc.  | 3.5% |
|  Home Depot, Inc.  | 3.3% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  Information Technology  | 34.7% |
|  Industrials  | 12.9% |
|  Health Care  | 12.6% |
|  Financials  | 10.2% |
|  Consumer Staples  | 9.7% |
|  Consumer Discretionary  | 9.5% |
|  Communication Services  | 6.4% |
|  Utilities  | 1.9% |
|  Energy  | 1.5% |
|  Materials  | 0.6% |

---

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

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

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

**HOUSEHOLDING**

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

PAGE 2 DFA103125-DUSLX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **U.S. Small Cap Growth Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DSCGX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $32 | 0.31% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 6.51% for the Portfolio and 18.81% for the Russell 2000® Growth Index, the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

U.S. equities had positive returns for the period. As measured by Russell indices, small cap value stocks underperformed small cap growth stocks. High profitability stocks underperformed low profitability stocks within small cap stocks. The Fund excludes from purchase small cap stocks with high asset growth. These stocks outperformed within the Russell 2000® Growth Index. The Fund also excludes real estate investment trusts (REITs) from purchase to allow investors to customize their real estate exposure. U.S. REITs underperformed U.S. equities as measured by the Dow Jones U.S. Select REIT Index and Russell indices.

Relative to the benchmark, the Portfolio's:

• Emphasis on stocks with higher profitability detracted.

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

**HOW DID THE** **Portfolio PERFORM?**

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

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

![image](ts5519img003.jpg)

PAGE 1 DFA103125-DSCGX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **U.S. Small Cap Growth Portfolio – Institutional**  | 6.51% | 13.07% | 10.10% |
| **Russell 3000® Index**  | 20.81% | 16.74% | 14.08% |
| **Russell 2000® Growth Index**  | 18.81% | 8.94% | 9.65% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $1734829 |
| **Number of Holdings** | 570 |
| **Net Advisory Fees Paid (Thousands)** | $4268 |
| **Portfolio Turnover Rate** | 18% |

---

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

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  Ciena Corp.  | 1.1% |
|  Carpenter Technology Corp.  | 0.9% |
|  BWX Technologies, Inc.  | 0.8% |
|  Medpace Holdings, Inc.  | 0.7% |
|  Sterling Infrastructure, Inc.  | 0.7% |
|  Pegasystems, Inc.  | 0.7% |
|  Lumen Technologies, Inc.  | 0.7% |
|  Hasbro, Inc.  | 0.7% |
|  NEXTracker, Inc. A  | 0.7% |
|  Norwegian Cruise Line Holdings Ltd.  | 0.6% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  Industrials  | 29.1% |
|  Consumer Discretionary  | 17.4% |
|  Information Technology  | 15.2% |
|  Health Care  | 11.1% |
|  Financials  | 11.0% |
|  Materials  | 5.6% |
|  Consumer Staples  | 4.8% |
|  Communication Services  | 3.1% |
|  Energy  | 2.2% |
|  Real Estate  | 0.4% |
|  Utilities  | 0.1% |

---

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

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

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

**HOUSEHOLDING**

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

PAGE 2 DFA103125-DSCGX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **U.S. Social Core Equity 2 Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DFUEX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

This annual shareholder report contains important information about the U.S. Social Core Equity 2 Portfolio (the "Portfolio") for the period of November 1, 2024 to October 31, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $24 | 0.22% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 18.39% for the Portfolio and 20.81% for the Russell 3000® Index, the Portfolio's benchmark.

**PERFORMANCE HIGHLIGHTS**

U.S. equities had positive returns for the period. As measured by Russell indices, small cap stocks underperformed large cap stocks, and mid cap stocks, a subset of large cap stocks, underperformed other large cap stocks and small cap stocks. Value stocks underperformed growth stocks as measured by the Russell indices. High profitability stocks underperformed low profitability stocks within large cap stocks and small cap stocks. The Fund's social and sustainability considerations generally result in a lesser weight to companies in the healthcare, energy, and utilities sectors. Healthcare and energy stocks underperformed the Russell 3000® Index. The Fund excludes real estate investment trusts (REITs) from purchase to allow investors to customize their real estate exposure. U.S. REITs underperformed U.S. equities as measured by the Dow Jones U.S. Select REIT Index and Russell indices.

Relative to the benchmark, the Portfolio's:

• Emphasis on stocks with smaller market capitalizations detracted.

• Emphasis on value stocks detracted.

• Exclusion of REITs contributed.

• Social and sustainability considerations contributed.

**HOW DID THE** **Portfolio PERFORM?**

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

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

![image](ts5453img003.jpg)

PAGE 1 DFA103125-DFUEX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **U.S. Social Core Equity 2 Portfolio – Institutional**  | 18.39% | 17.18% | 13.06% |
| **Russell 3000® Index**  | 20.81% | 16.74% | 14.08% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $2187710 |
| **Number of Holdings** | 2147 |
| **Net Advisory Fees Paid (Thousands)** | $3587 |
| **Portfolio Turnover Rate** | 10% |

---

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

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  NVIDIA Corp.  | 7.4% |
|  Microsoft Corp.  | 5.6% |
|  Apple, Inc.  | 5.6% |
|  Amazon.com, Inc.  | 3.3% |
|  Meta Platforms, Inc. A  | 2.7% |
|  Alphabet, Inc. A  | 1.7% |
|  JPMorgan Chase & Co.  | 1.4% |
|  Alphabet, Inc. C  | 1.3% |
|  Broadcom, Inc.  | 1.1% |
|  Visa, Inc. A  | 0.9% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  Information Technology  | 32.5% |
|  Financials  | 17.9% |
|  Industrials  | 13.4% |
|  Consumer Discretionary  | 11.8% |
|  Communication Services  | 8.9% |
|  Consumer Staples  | 4.7% |
|  Health Care  | 4.6% |
|  Materials  | 2.8% |
|  Energy  | 1.9% |
|  Utilities  | 1.1% |
|  Real Estate  | 0.4% |

---

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

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

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

**HOUSEHOLDING**

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

PAGE 2 DFA103125-DFUEX

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---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **U.S. Sustainability Core 1 Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DFSIX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| Institutional | $19 | 0.17% |

---

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 18.32% for the Portfolio and 20.81% for the Russell 3000® Index, the Portfolio's benchmark.

**PERFORMANCE HIGHLIGHTS**

U.S. equities had positive returns for the period. As measured by Russell indices, small cap stocks underperformed large cap stocks, and mid cap stocks, a subset of large cap stocks, underperformed other large cap stocks and small cap stocks. Value stocks underperformed growth stocks as measured by the Russell indices. High profitability stocks underperformed low profitability stocks within large cap stocks and small cap stocks. The Fund's sustainability considerations generally result in a lesser weight to companies in the energy and utilities sectors. Energy stocks underperformed the Russell 3000® Index. The Fund excludes real estate investment trusts (REITs) from purchase to allow investors to customize their real estate exposure. U.S. REITs underperformed U.S. equities as measured by the Dow Jones U.S. Select REIT Index and Russell indices.

Relative to the benchmark, the Portfolio's:

• Emphasis on stocks with smaller market capitalizations detracted.

• Emphasis on value stocks detracted.

• Exclusion of REITs contributed.

• Sustainability considerations contributed.

**HOW DID THE** **Portfolio PERFORM?**

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

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

![image](ts5448img003.jpg)

PAGE 1 DFA103125-DFSIX

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **U.S. Sustainability Core 1 Portfolio – Institutional**  | 18.32% | 17.06% | 14.19% |
| **Russell 3000® Index**  | 20.81% | 16.74% | 14.08% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $8006580 |
| **Number of Holdings** | 1960 |
| **Net Advisory Fees Paid (Thousands)** | $10846 |
| **Portfolio Turnover Rate** | 13% |

---

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

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  NVIDIA Corp.  | 7.7% |
|  Apple, Inc.  | 6.3% |
|  Meta Platforms, Inc. A  | 3.2% |
|  Amazon.com, Inc.  | 3.0% |
|  Microsoft Corp.  | 2.5% |
|  Alphabet, Inc. A  | 2.3% |
|  Broadcom, Inc.  | 2.2% |
|  Alphabet, Inc. C  | 1.9% |
|  JPMorgan Chase & Co.  | 1.7% |
|  Tesla, Inc.  | 1.2% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  Information Technology  | 28.9% |
|  Financials  | 17.3% |
|  Industrials  | 13.0% |
|  Consumer Discretionary  | 11.9% |
|  Communication Services  | 10.1% |
|  Health Care  | 9.9% |
|  Consumer Staples  | 4.1% |
|  Materials  | 2.3% |
|  Energy  | 1.4% |
|  Utilities  | 0.7% |
|  Real Estate  | 0.4% |

---

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

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

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

**HOUSEHOLDING**

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

PAGE 2 DFA103125-DFSIX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **U.S. Sustainability Targeted Value** **Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DAABX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $34<br>0.33%<sup>1</sup> |

---

1 Reflects Fee Waivers and/or Expense Assumptions, without which expenses would have been higher.

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 6.97% for the Portfolio and 9.87% for the Russell 2000® Value Index, the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

U.S. equities had positive returns for the period. As measured by Russell indices, small cap stocks underperformed large cap stocks but outperformed mid cap stocks, a subset of large cap stocks. Within small and mid caps, value stocks underperformed growth stocks as measured by the Russell indices. High profitability stocks underperformed low profitability stocks within small cap stocks. The Fund excludes from purchase small cap stocks with high asset growth. These stocks outperformed within the Russell 2000® Value Index. The Fund also excludes real estate investment trusts (REITs) from purchase to allow investors to customize their real estate exposure. U.S. REITs underperformed U.S. equities as measured by the Dow Jones U.S. Select REIT Index and Russell indices.

Relative to the benchmark, the Portfolio's:

• Emphasis on stocks with higher profitability detracted.

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

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

• Exclusion of REITs contributed.

**HOW DID THE** **Portfolio PERFORM?**

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

Performance figures may reflect fee waivers and/or expense reimbursements, without which the performance would have been lower.

PAGE 1 DFA103125-DAABX

------

**VALUE OF A $10,000 INVESTMENT** (July 7, 2020 - October 31, 2025)

![image](ts5426img003.jpg)

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **Since Inception**<br>**(07/07/2020)** |
| **U.S. Sustainability Targeted Value Portfolio –** **Institutional**  | 6.97% | 15.86% | 17.55% |
| **Russell 3000® Index**  | 20.81% | 16.74% | 16.81% |
| **Russell 2000® Value Index**  | 9.87% | 13.85% | 15.03% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $519168 |
| **Number of Holdings** | 1117 |
| **Net Advisory Fees Paid (Thousands)** | $1383 |
| **Portfolio Turnover Rate** | 20% |

---

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

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  Viatris, Inc.  | 0.8% |
|  CNH Industrial NV  | 0.8% |
|  Toll Brothers, Inc.  | 0.8% |
|  WESCO International, Inc.  | 0.7% |
|  TD SYNNEX Corp.  | 0.7% |
|  LKQ Corp.  | 0.6% |
|  Campbell's Co.  | 0.6% |
|  J.M. Smucker Co.  | 0.6% |
|  Universal Health Services, Inc. B  | 0.6% |
|  Elanco Animal Health, Inc.  | 0.6% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  Financials  | 28.7% |
|  Industrials  | 18.3% |
|  Consumer Discretionary  | 16.6% |
|  Health Care  | 9.2% |
|  Information Technology  | 8.7% |
|  Consumer Staples  | 4.9% |
|  Materials  | 4.9% |
|  Communication Services  | 3.7% |
|  Energy  | 3.3% |
|  Real Estate  | 1.3% |
|  Utilities  | 0.4% |

---

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

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

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

PAGE 2 DFA103125-DAABX

------

**HOUSEHOLDING**

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

PAGE 3 DFA103125-DAABX

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **Dimensional VA Equity Allocation Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

***This report describes changes to the*** ***Portfolio that occurred following the reporting period.***

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $34<br>0.31%<sup>1,</sup><sup>2</sup> |

---

1 Reflects Fee Waivers and/or Expense Assumptions, without which expenses would have been higher.

2 Does not include any fees or charges imposed by the variable insurance contract. If such fees and charges were included, the expenses would be higher.

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 17.91% for the Portfolio and 22.00% for the MSCI All Country World IMI Index (net dividends) the Portfolio's all cap benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

Global stocks had positive returns for the period. As measured by the MSCI All Country World IMI indices, small cap stocks underperformed large cap stocks. Value stocks underperformed growth stocks. High profitability stocks underperformed low profitability stocks within large caps and small caps. US stocks underperformed developed es US and emerging markets stocks.

Relative to the benchmark, the Portfolio's:

• Emphasis on stocks with smaller market capitalizations detracted.

• Emphasis on value stocks detracted.

• Greater weight in U.S. stocks detracted.

**HOW DID THE** **Portfolio PERFORM?**

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

Performance figures may reflect fee waivers and/or expense reimbursements, without which the performance would have been lower.

**VALUE OF A $10,000 INVESTMENT** (July 10, 2017 - October 31, 2025)

![image](ts5436img003.jpg)

PAGE 1 DFA103125-VAEA

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **Since Inception**<br>**(07/10/2017)** |
| **Dimensional VA Equity Allocation Portfolio –** **Institutional**  | 17.91% | 15.75% | 11.28% |
| **MSCI All Country World IMI Index (net div.)**  | 22.00% | 14.26% | 11.24% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $259674 |
| **Number of Holdings** | 10 |
| **Net Advisory Fees Paid (Thousands)** | $220 |
| **Portfolio Turnover Rate** | 6% |

---

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

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  U.S. Core Equity 1 Portfolio  | 28.7% |
|  U.S. Large Company Portfolio  | 23.1% |
|  Dimensional VA U.S. Targeted Value Portfolio  | 12.8% |
|  International Core Equity 2 Portfolio  | 11.7% |
|  Emerging Markets Core Equity 2 Portfolio  | 8.5% |
|  Dimensional VA U.S. Large Value Portfolio  | 7.1% |
|  Dimensional VA International Small Portfolio  | 3.6% |
|  Dimensional VA International Value Portfolio  | 2.7% |
|  DFA Real Estate Securities Portfolio  | 1.3% |
|  DFA International Real Estate Securities Portfolio  | 0.5% |

---

† Excludes cash investments, if any.

**How Did the** **Portfolio Change?**

Effective February 28, 2025, Mary T. Phillips no longer serves as a portfolio manager to the Portfolio.

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

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

**HOUSEHOLDING**

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

PAGE 2 DFA103125-VAEA

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **Dimensional VA Global Bond Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $22<br>0.21%<sup>1</sup> |

---

1 Does not include any fees or charges imposed by the variable insurance contract. If such fees and charges were included, the expenses would be higher.

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 4.75% for the Portfolio and 5.29% for the FTSE World Government Bond Index 1-5 Years (hedged to USD), the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

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

Relative to the benchmark, the Portfolio's:

• Shorter duration detracted from relative performance during a period when shorter-term bonds underperformed longer-term bonds.

**HOW DID THE** **Portfolio PERFORM?**

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

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

![image](ts5494img003.jpg)

PAGE 1 DFA103125-VAGB

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **Dimensional VA Global Bond Portfolio – Institutional**  | 4.75% | 1.32% | 1.71% |
| **Bloomberg Global Aggregate Bond Index (hedged to** **USD)**  | 5.30% | 0.52% | 2.37% |
| **FTSE World Government Bond Index 1-5 Years (hedged** **to USD)**  | 5.29% | 1.71% | 2.01% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $356189 |
| **Number of Holdings** | 241 |
| **Net Advisory Fees Paid (Thousands)** | $647 |
| **Portfolio Turnover Rate** | 41% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  Foreign Government  | 67.8% |
|  Financials  | 24.2% |
|  Consumer, Non-cyclical  | 3.1% |
|  U.S. Government  | 1.9% |
|  Energy  | 0.9% |
|  Industrials  | 0.9% |
|  Consumer, Cyclical  | 0.7% |
|  Communications  | 0.4% |
|  Technology  | 0.1% |

---

† Excludes cash investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 29.1% |
|  1 to 3 Years  | 25.5% |
|  3 to 5 Years  | 45.4% |

---

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

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

**HOUSEHOLDING**

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

PAGE 2 DFA103125-VAGB

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **Dimensional VA Global Moderate** **Allocation Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

***This report describes changes to the*** ***Portfolio that occurred following the reporting period.***

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $30<br>0.28%<sup>1,</sup><sup>2</sup> |

---

1 Reflects Fee Waivers and/or Expense Assumptions, without which expenses would have been higher.

2 Does not include any fees or charges imposed by the variable insurance contract. If such fees and charges were included, the expenses would be higher.

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 13.57% for the Portfolio and 15.81% for the Portfolio's custom benchmark, a hypothetical composite index composed of 65% S&P Global BMI Index (net dividends), the Portfolio's equity benchmark, and 35% ICE BofA 1-3 Year Global Government Index (hedged to USD), the Portfolio's fixed income benchmark.

**PERFORMANCE HIGHLIGHTS**

• Global stocks had positive returns for the period. As measured by the S&P Global BMI indices, small cap stocks underperformed large cap stocks. Value stocks underperformed growth stocks. High profitability stocks underperformed low profitability stocks within large caps and small caps.

• Global bond yield changes were mixed during the period. Realized term premiums were positive in the short- to intermediate-term maturity range, with intermediate-term bonds outperforming short-term bonds. Credit spreads remained narrow throughout the period. Realized credit premiums were positive, with corporate bonds outperforming government bonds.

Relative to the benchmark, the Portfolio's:

• Emphasis on stocks with smaller market capitalizations detracted.

• Emphasis on value stocks detracted.

• Greater weight in U.S. stocks detracted from performance as U.S. stocks underperformed developed and emerging markets stocks.

• Inclusion of bonds in the three- to five-year maturity range contributed positively as these bonds outperformed bonds in the one- to three-year maturity range. Inclusion of corporate bonds also contributed to performance relative to the government bond index as corporate bonds outperformed government bonds.

**HOW DID THE** **Portfolio PERFORM?**

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

Performance figures may reflect fee waivers and/or expense reimbursements, without which the performance would have been lower.

PAGE 1 DFA103125-VAGMA

------

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

![image](ts5515img003.jpg)

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **Dimensional VA Global Moderate Allocation Portfolio –** **Institutional**  | 13.57% | 10.61% | 8.27% |
| **S&P Global BMI Index (net div.)**  | 21.92% | 14.03% | 10.88% |
| **VA Global Moderate Allocation Fund Custom** **Benchmark<sup>1</sup>**  | 15.81% | 9.97% | 7.96% |
| **ICE BofA 1-3 Year Global Government Index (hedged to** **USD)<sup>2</sup>**  | 4.87% | 2.11% | 2.01% |

---

---

| | |
|:---|:---|
| 1 | Dimensional VA Global Moderate Allocation Composite Index is an unmanaged hypothetical index composed of 65% S&P Global BMI Index (net dividends) and 35% ICE BofA 1-3 Year Global Government Index (hedged to USD). |

---

---

| | |
|:---|:---|
| 2 | ICE BofA index data copyright 2025 ICE Data Indices, LLC. Prior to July 1, 2022, index returns reflect no deduction for transaction costs. Effective July 1, 2022, index returns include transaction costs (as determined and calculated by the index provider), which may be higher or lower than the actual transaction costs incurred by the Portfolio. |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $267911 |
| **Number of Holdings** | 13 |
| **Net Advisory Fees Paid (Thousands)** | $188 |
| **Portfolio Turnover Rate** | 10% |

---

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

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  U.S. Core Equity 2 Portfolio  | 32.6% |
|  DFA Selectively Hedged Global Fixed Income Portfolio  | 12.5% |
|  Dimensional VA Global Bond Portfolio  | 12.5% |
|  U.S. Core Equity 1 Portfolio  | 11.7% |
|  International Core Equity 2 Portfolio  | 10.5% |
|  Emerging Markets Core Equity 2 Portfolio  | 5.5% |
|  DFA Two-Year Global Fixed Income Portfolio  | 5.0% |
|  Dimensional VA Short-Term Fixed Portfolio  | 5.0% |
|  Dimensional VA U.S. Large Value Portfolio  | 2.3% |
|  Dimensional VA International Value Portfolio  | 1.2% |

---

† Excludes cash investments, if any.

PAGE 2 DFA103125-VAGMA

------

**How Did the** **Portfolio Change?**

Effective February 28, 2025, Mary T. Phillips no longer serves as a portfolio manager to the Portfolio.

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

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

**HOUSEHOLDING**

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

PAGE 3 DFA103125-VAGMA

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **Dimensional VA International Small** **Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

***This report describes changes to the*** ***Portfolio that occurred during and following the reporting period.***

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $44<br>0.39%<sup>1</sup> |

---

1 Does not include any fees or charges imposed by the variable insurance contract. If such fees and charges were included, the expenses would be higher.

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 27.09% for the Portfolio and 25.75% for the MSCI World ex USA Small Cap Index (net dividends), the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

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

Relative to the benchmark, the Portfolio's:

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

• Exclusion of REITs contributed.

**HOW DID THE** **Portfolio PERFORM?**

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

PAGE 1 DFA103125-VAIS

------

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

![image](ts5488img003.jpg)

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **Dimensional VA International Small Portfolio –** **Institutional**  | 27.09% | 12.23% | 8.18% |
| **MSCI World ex USA Index (net div.)**  | 23.59% | 12.74% | 7.75% |
| **MSCI World ex USA Small Cap Index (net div.)**  | 25.75% | 9.81% | 7.60% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $379469 |
| **Number of Holdings** | 3607 |
| **Net Advisory Fees Paid (Thousands)** | $1182 |
| **Portfolio Turnover Rate** | 17% |

---

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

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  BAWAG Group AG  | 0.5% |
|  Swissquote Group Holding SA  | 0.4% |
|  Belimo Holding AG  | 0.4% |
|  Swiss Prime Site AG  | 0.4% |
|  Gaztransport Et Technigaz SA  | 0.3% |
|  Orion OYJ B  | 0.3% |
|  Aritzia, Inc.  | 0.3% |
|  PSP Swiss Property AG  | 0.3% |
|  Hensoldt AG  | 0.3% |
|  Accelleron Industries AG  | 0.3% |

---

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

---

| | |
|:---|:---|
| **Top Countries**<br>**(% of Total Investments)** |  |
|  Japan  | 21.6% |
|  Canada  | 12.8% |
|  United Kingdom  | 12.3% |
|  Switzerland  | 7.7% |
|  Germany  | 6.9% |
|  Australia  | 6.5% |
|  France  | 5.8% |
|  Italy  | 4.0% |
|  Sweden  | 3.0% |
|  Finland  | 2.7% |

---

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

**How Did the** **Portfolio Change?**

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

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

PAGE 2 DFA103125-VAIS

------

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

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

**HOUSEHOLDING**

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

PAGE 3 DFA103125-VAIS

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **Dimensional VA International Value** **Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

***This report describes changes to the*** ***Portfolio that occurred during and following the reporting period.***

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $31<br>0.27%<sup>1</sup> |

---

1 Does not include any fees or charges imposed by the variable insurance contract. If such fees and charges were included, the expenses would be higher.

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 31.47% for the Portfolio and 29.49% for the MSCI World ex USA Value Index (net dividends), the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

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

Relative to the benchmark, the Portfolio's:

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

**HOW DID THE** **Portfolio PERFORM?**

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

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

![image](ts5489img003.jpg)

PAGE 1 DFA103125-VAIV

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **Dimensional VA International Value Portfolio –** **Institutional**  | 31.47% | 19.36% | 9.05% |
| **MSCI World ex USA Index (net div.)**  | 23.59% | 12.74% | 7.75% |
| **MSCI World ex USA Value Index (net div.)**  | 29.49% | 17.25% | 7.84% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $658313 |
| **Number of Holdings** | 504 |
| **Net Advisory Fees Paid (Thousands)** | $1422 |
| **Portfolio Turnover Rate** | 14% |

---

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

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  Shell PLC  | 3.6% |
|  TotalEnergies SE  | 2.2% |
|  Banco Santander SA  | 2.1% |
|  Toyota Motor Corp.  | 1.9% |
|  HSBC Holdings PLC  | 1.8% |
|  Zurich Insurance Group AG  | 1.3% |
|  Barrick Mining Corp.  | 1.2% |
|  Toronto-Dominion Bank  | 1.1% |
|  Cie de Saint-Gobain SA  | 1.0% |
|  BASF SE  | 1.0% |

---

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

---

| | |
|:---|:---|
| **Top Countries**<br>**(% of Total Investments)** |  |
|  Japan  | 21.3% |
|  United Kingdom  | 12.9% |
|  Canada  | 11.4% |
|  France  | 9.4% |
|  Germany  | 9.3% |
|  Switzerland  | 8.6% |
|  Australia  | 5.9% |
|  Netherlands  | 4.3% |
|  Spain  | 3.2% |
|  Sweden  | 2.7% |

---

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

**How Did the** **Portfolio Change?**

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

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

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

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

PAGE 2 DFA103125-VAIV

------

**HOUSEHOLDING**

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

PAGE 3 DFA103125-VAIV

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **Dimensional VA Short-Term Fixed Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $12<br>0.12%<sup>1</sup> |

---

1 Does not include any fees or charges imposed by the variable insurance contract. If such fees and charges were included, the expenses would be higher.

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 4.46% for the Portfolio and 4.34% for the ICE BofA US 3-Month Treasury Bill Index, the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

• Within the Portfolio's eligible investment range (AAA/AA rated bonds), bond yields decreased. Realized term premiums were positive, with longer-term bonds outperforming shorter-term bonds.

Relative to the benchmark, the Portfolio's:

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

**HOW DID THE** **Portfolio PERFORM?**

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

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

![image](ts5490img003.jpg)

PAGE 1 DFA103125-VASTF

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **Dimensional VA Short-Term Fixed Portfolio –** **Institutional**  | 4.46% | 2.50% | 1.88% |
| **Bloomberg U.S. Aggregate Bond Index**  | 6.16% | -0.24% | 1.90% |
| **ICE BofA US 3-Month Treasury Bill Index<sup>1</sup>**  | 4.34% | 3.04% | 2.12% |

---

---

| | |
|:---|:---|
| 1 | ICE BofA index data copyright 2025 ICE Data Indices, LLC. Prior to July 1, 2022, index returns reflect no deduction for transaction costs. Effective July 1, 2022, index returns include transaction costs (as determined and calculated by the index provider), which may be higher or lower than the actual transaction costs incurred by the Portfolio. |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $406367 |
| **Number of Holdings** | 144 |
| **Net Advisory Fees Paid (Thousands)** | $392 |
| **Portfolio Turnover Rate** | 79% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  U.S. Government  | 47.4% |
|  Financials  | 26.1% |
|  Foreign Government  | 23.8% |
|  Consumer, Cyclical  | 1.4% |
|  Energy  | 1.3% |

---

† Excludes cash investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 73.0% |
|  1 to 3 Years  | 27.0% |

---

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

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

**HOUSEHOLDING**

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

PAGE 2 DFA103125-VASTF

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **Dimensional VA U.S. Large Value Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $22<br>0.21%<sup>1</sup> |

---

1 Does not include any fees or charges imposed by the variable insurance contract. If such fees and charges were included, the expenses would be higher.

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 9.38% for the Portfolio and 11.15% for the Russell 1000® Value Index, the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

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

Relative to the benchmark, the Portfolio's:

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

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

• Emphasis on stocks with higher profitability detracted.

• Exclusion of REITs contributed.

**HOW DID THE** **Portfolio PERFORM?**

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

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

![image](ts5495img003.jpg)

PAGE 1 DFA103125-VAUSLV

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **Dimensional VA U.S. Large Value Portfolio –** **Institutional**  | 9.38% | 15.12% | 9.72% |
| **Russell 1000® Index**  | 21.14% | 17.05% | 14.39% |
| **Russell 1000® Value Index**  | 11.15% | 14.28% | 9.97% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $713681 |
| **Number of Holdings** | 396 |
| **Net Advisory Fees Paid (Thousands)** | $1277 |
| **Portfolio Turnover Rate** | 18% |

---

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

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  JPMorgan Chase & Co.  | 4.8% |
|  Exxon Mobil Corp.  | 2.2% |
|  Johnson & Johnson  | 2.1% |
|  Berkshire Hathaway, Inc. B  | 2.0% |
|  UnitedHealth Group, Inc.  | 1.8% |
|  Chevron Corp.  | 1.7% |
|  Cisco Systems, Inc.  | 1.7% |
|  Micron Technology, Inc.  | 1.4% |
|  Wells Fargo & Co.  | 1.3% |
|  AT&T, Inc.  | 1.2% |

---

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

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  Financials  | 23.6% |
|  Industrials  | 15.2% |
|  Health Care  | 14.6% |
|  Information Technology  | 12.6% |
|  Energy  | 10.2% |
|  Materials  | 7.6% |
|  Communication Services  | 6.6% |
|  Consumer Discretionary  | 5.1% |
|  Consumer Staples  | 4.0% |
|  Real Estate  | 0.4% |
|  Utilities  | 0.1% |

---

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

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

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

**HOUSEHOLDING**

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

PAGE 2 DFA103125-VAUSLV

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **Dimensional VA U.S. Targeted Value** **Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

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| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $30<br>0.29%<sup>1</sup> |

---

1 Does not include any fees or charges imposed by the variable insurance contract. If such fees and charges were included, the expenses would be higher.

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 5.66% for the Portfolio and 9.87% for the Russell 2000® Value Index, the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

U.S. equities had positive returns for the period. As measured by Russell indices, small cap stocks underperformed large cap stocks but outperformed mid cap stocks, a subset of large cap stocks. Within small and mid caps, value stocks underperformed growth stocks as measured by the Russell indices. High profitability stocks underperformed low profitability stocks within small cap stocks. The Fund excludes from purchase small cap stocks with high asset growth. These stocks outperformed within the Russell 2000® Value Index. The Fund also excludes real estate investment trusts (REITs) from purchase to allow investors to customize their real estate exposure. U.S. REITs underperformed U.S. equities as measured by the Dow Jones U.S. Select REIT Index and Russell indices.

Relative to the benchmark, the Portfolio's:

• Emphasis on stocks with higher profitability detracted.

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

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

• Exclusion of REITs contributed.

**HOW DID THE** **Portfolio PERFORM?**

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

PAGE 1 DFA103125-VAUSTV

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

![image](ts5491img003.jpg)

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

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| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **Dimensional VA U.S. Targeted Value Portfolio –** **Institutional<sup>1</sup>**  | 5.66% | 18.28% | 10.05% |
| **Russell 3000® Index**  | 20.81% | 16.74% | 14.08% |
| **Russell 2000® Value Index**  | 9.87% | 13.85% | 8.66% |

---

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| | |
|:---|:---|
| 1 | The Fund has adopted the performance of the Tax-Managed U.S. Targeted Value Portfolio (the predecessor mutual fund) as the result of a reorganization of the predecessor mutual fund into the Fund, which was consummated after the close of business on June 11, 2021. The returns shown for periods ending on or prior to June 11, 2021 are those of the predecessor mutual fund. Returns of the Fund will be different from the returns of the predecessor mutual fund as they have different expenses. The Fund's shares were first listed for trading on NYSE Arca, Inc. on June 14, 2021. |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

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| | |
|:---|:---|
| **Net Assets (Thousands)** | $726117 |
| **Number of Holdings** | 1327 |
| **Net Advisory Fees Paid (Thousands)** | $1885 |
| **Portfolio Turnover Rate** | 30% |

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

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| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  TD SYNNEX Corp.  | 0.7% |
|  WESCO International, Inc.  | 0.6% |
|  Ally Financial, Inc.  | 0.6% |
|  Toll Brothers, Inc.  | 0.6% |
|  Elanco Animal Health, Inc.  | 0.6% |
|  First Horizon Corp.  | 0.5% |
|  Viatris, Inc.  | 0.5% |
|  Invesco Ltd.  | 0.5% |
|  BorgWarner, Inc.  | 0.5% |
|  Alcoa Corp.  | 0.5% |

---

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

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| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  Financials  | 29.1% |
|  Industrials  | 16.7% |
|  Consumer Discretionary  | 13.7% |
|  Energy  | 9.1% |
|  Health Care  | 7.3% |
|  Materials  | 6.9% |
|  Information Technology  | 6.8% |
|  Consumer Staples  | 5.5% |
|  Communication Services  | 3.3% |
|  Real Estate  | 1.1% |
|  Utilities  | 0.5% |

---

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

PAGE 2 DFA103125-VAUSTV

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

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

**HOUSEHOLDING**

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

PAGE 3 DFA103125-VAUSTV

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|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **Dimensional VIT Inflation-Protected** **Securities Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

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

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $11<br>0.11%<sup>1</sup> |

---

1 Does not include any fees or charges imposed by the variable insurance contract. If such fees and charges were included, the expenses would be higher.

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 6.54% for the Portfolio and 6.06% for the Bloomberg U.S. TIPS Index, the Portfolio's style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

• Within the Portfolio's eligible investment range, real yield changes were mixed. Realized real term premiums were mixed, with intermediate-term TIPS outperforming longer and shorter-term TIPS.

Relative to the benchmark, the Portfolio's:

• Underweight to short- and long-term TIPS and overweight to intermediate-term TIPS contributed positively to relative performance.

**HOW DID THE** **Portfolio PERFORM?**

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

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

![image](ts5553img003.jpg)

PAGE 1 DFA103125-VAVIT

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

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| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **Dimensional VIT Inflation-Protected Securities** **Portfolio – Institutional**  | 6.54% | 1.59% | 3.02% |
| **Bloomberg U.S. Aggregate Bond Index**  | 6.16% | -0.24% | 1.90% |
| **Bloomberg U.S. TIPS Index**  | 6.06% | 1.63% | 3.02% |

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Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

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| | |
|:---|:---|
| **Net Assets (Thousands)** | $229149 |
| **Number of Holdings** | 24 |
| **Net Advisory Fees Paid (Thousands)** | $191 |
| **Portfolio Turnover Rate** | 12% |

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

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| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)<sup>†</sup>**  |  |
|  U.S. Government  | 100.0% |

---

† Excludes cash investments and collateral for loaned securities, if any.

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| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  1 to 3 Years  | 2.7% |
|  3 to 5 Years  | 35.3% |
|  5 to 10 Years  | 41.9% |
|  Greater than 10 Years  | 20.1% |

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

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

**HOUSEHOLDING**

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

PAGE 2 DFA103125-VAVIT

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| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **Dimensional World ex U.S. Sustainability** **Targeted Value Portfolio**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | DADIX \| Institutional  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |

---

This annual shareholder report contains important information about the Dimensional World ex U.S. Sustainability Targeted Value Portfolio (the "Portfolio") for the period of May 6, 2025 to October 31, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| |
|:---|
| **Class Name** |
| Institutional<br>$28<sup>1</sup><br>0.52%<sup>2,</sup><sup>3</sup> |

---

---

| | |
|:---|:---|
| 1 | The Fund commenced operations during the reporting period. Expenses for a full reporting period would be higher than the amounts shown. |

---

2 Reflects Fee Waivers and/or Expense Assumptions, without which expenses would have been higher.

3 Annualized

**MANAGEMENT'S DISCUSSION OF** **Portfolio PERFORMANCE**

Since inception on May 6, 2025, through October 31, 2025, total returns were 18.19% for the Fund and 15.82% for the MSCI All Country World ex USA SMID Value Index (net dividends), the Fund's style benchmark.

**PERFORMANCE HIGHLIGHTS**

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

Relative to the benchmark, the Portfolio's:

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

• Exclusion of REITs contributed.

**HOW DID THE** **Portfolio PERFORM?**

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

Performance figures may reflect fee waivers and/or expense reimbursements, without which the performance would have been lower.

PAGE 1 DFA103125-DADIX

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**VALUE OF A $10,000 INVESTMENT** (May 6, 2025 - October 31, 2025)

![image](ts5558img003.jpg)

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

---

| | |
|:---|:---|
|  | **Since Inception**<br>**(05/06/2025)** |
| **Dimensional World ex U.S. Sustainability Targeted Value Portfolio – Institutional**  | 18.19% |
| **MSCI All Country World ex USA IMI Index (net div.)**  | 16.24% |
| **MSCI All Country World ex USA SMID Value Index (net div.)**  | 15.82% |

---

Visit https://www.dimensional.com/us-en/funds for more recent performance information.

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

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $117687 |
| **Number of Holdings** | 1263 |
| **Net Advisory Fees Paid (Thousands)** | $133 |
| **Portfolio Turnover Rate** | 7% |

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

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| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  Baidu, Inc. A  | 0.8% |
|  Bank of Ireland Group PLC  | 0.7% |
|  Banco BPM SpA  | 0.7% |
|  Magna International, Inc.  | 0.6% |
|  NN Group NV  | 0.6% |
|  Julius Baer Group Ltd.  | 0.6% |
|  Sandoz Group AG  | 0.6% |
|  ABN AMRO Bank NV  | 0.6% |
|  UPM-Kymmene OYJ  | 0.6% |
|  Centrica PLC  | 0.6% |

---

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

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| | |
|:---|:---|
| **Top Countries**<br>**(% of Total Investments)** |  |
|  Japan  | 14.5% |
|  China  | 10.1% |
|  United Kingdom  | 8.4% |
|  Canada  | 7.6% |
|  Taiwan  | 6.2% |
|  Switzerland  | 6.0% |
|  India  | 5.3% |
|  Italy  | 4.1% |
|  Australia  | 4.0% |
|  South Korea  | 4.0% |

---

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

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

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

PAGE 2 DFA103125-DADIX

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**HOUSEHOLDING**

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

PAGE 3 DFA103125-DADIX

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

ITEM 2. CODE OF ETHICS.

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

ITEM 3. AUDIT COMMITTEE FINANCIAL EXPERT.

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

ITEM 4. PRINCIPAL ACCOUNTANT FEES AND SERVICES.

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

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| | |
|:---|:---|
| Fiscal Year Ended October 31, 2025: | $2101157 |
| Fiscal Year Ended October 31, 2024: | &nbsp;&nbsp;&nbsp;&nbsp;$2199915 |

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

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| | | |
|:---|:---|:---|
| Fees for Registrant | Fiscal Year Ended October 31, 2025: | $166001 |
|  | Fiscal Year Ended October 31, 2024: | $172986 |

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For fiscal years ended October 31, 2025 and October 31, 2024, Audit-Related Fees included fees for services related to limited procedures performed in connection with the production of the Registrant's semi-annual financial statements, and for 2025, $5,100 for review of an N-14 registration statement

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

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

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

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

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

---

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

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

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

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

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

Pre-Approval Policies and Procedures

as adopted by the

Audit Committees

of

DFA Investment Dimensions Group Inc.

Dimensional Emerging Markets Value Fund

Dimensional Investment Group Inc.

The DFA Investment Trust Company

Dimensional ETF Trust

(together, the "Funds")

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

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

These policies and procedures comply with the requirements for pre-approval, but also provide mechanisms by which management of the Funds may request and secure pre-approval of audit and non-audit services in an orderly manner with minimal disruption to

normal business operations. Pre-approval of non-audit services may be achieved through a combination of the procedures described in Sections C and D below.

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

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

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

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

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

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

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

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

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

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. The lists submitted to the Committee shall describe the types of non-audit services in
 reasonable detail (which may include a range of tax services) and shall include an estimated budget (or budgeted range) of fees, where
 possible, and such other information as the Committee may request. If management and the Auditor desire the Committee to preapprove the
 furnishing of a range of tax services, the Auditor shall provide an estimated range of fees for such tax services for the consideration
 and approval by the Committee.

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

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

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

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

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. The Committee, from time to time, shall designate one or more of its members who are Independent
 Directors (each a "Designated Member") to consider, on the Committee's behalf, any non-audit services, whether to

the Funds or to any Service Affiliate, that have not been pre-approved by the Committee. The Designated Member also shall review, on the Committee's behalf, any proposed material change in the nature or extent of any non-audit services previously approved. The Funds' management, in consultation with the Auditor, shall explain why such non-audit services or material change in non-audit services are necessary and appropriate and the anticipated costs thereof.

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

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

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

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

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

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

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

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

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

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. In connection with the approval of any non-audit service pursuant to the de minimis exception
 provided in the Rules, a record shall be made

indicating that each of the conditions for this exception, as set forth in the Rules, has been satisfied.

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

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

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

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

---

| | |
|:---|:---|
| Fiscal Year Ended October 31, 2025: | $1893459 |
| Fiscal Year Ended October 31, 2024: | $1711291 |

---

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

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

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

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

ITEM 5. AUDIT COMMITTEE OF LISTED REGISTRANTS.

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

ITEM 6. INVESTMENTS.

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

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

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

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

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

![](imgf6c262ec1.gif)

Annual Financial Statements &

Other Information

**Year Ended: October 31, 2025** 

------

DFA INVESTMENT DIMENSIONS GROUP INC.

------

**DFA One-Year Fixed Income Portfolio**

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

**DFA Selectively Hedged Global Fixed Income Portfolio**

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

**DFA World ex U.S. Government Fixed Income Portfolio**

**DFA Short-Term Government Portfolio**

**DFA Intermediate Government Fixed Income Portfolio**

**DFA Short-Term Extended Quality Portfolio**

**DFA Intermediate-Term Extended Quality Portfolio**

**DFA Targeted Credit Portfolio**

**DFA Global Core Plus Fixed Income Portfolio**

**DFA Investment Grade Portfolio**

**DFA Diversified Fixed Income Portfolio**

**DFA LTIP Portfolio**

**DFA Inflation-Protected Securities Portfolio**

**DFA Short-Duration Real Return Portfolio**

**DFA Global Core Plus Real Return Portfolio**

------

&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;

[THIS PAGE INTENTIONALLY LEFT BLANK]

------

**ANNUAL FINANCIAL STATEMENTS AND OTHER INFORMATION**

**Table of Contents** 

---

| | |
|:---|:---|
|  | **Page** |
| **[Item 7 –](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_FC-FrontCoverImage-725_1)[Financial Statements and Financial Highlights for Open-End Management Investment](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_FC-FrontCoverImage-725_1)**<br> **[Companies](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_FC-FrontCoverImage-725_1)**<br>|  |
| **[Definitions of Abbreviations and Footnotes](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_AF-TOC-AbbreviationsandFootnotes_1)** | 1 |
| [Schedule of Investments](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_1SOI-G1_TOC-ScheduleofInvestments-725_1) |  |
| [DFA One-Year Fixed Income Portfolio](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_1SOI-G1_TOC-ScheduleofInvestments-725_1) | 3 |
| [DFA Two-Year Global Fixed Income Portfolio](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_1SOI-G1_TOC-ScheduleofInvestments-725_5) | 7 |
| [DFA Selectively Hedged Global Fixed Income Portfolio](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_1SOI-G1_TOC-ScheduleofInvestments-725_14) | 16 |
| [DFA Five-Year Global Fixed Income Portfolio](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_1SOI-G1_TOC-ScheduleofInvestments-725_28) | 30 |
| [DFA World ex U.S. Government Fixed Income Portfolio](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_1SOI-G1_TOC-ScheduleofInvestments-725_39) | 41 |
| [DFA Short-Term Government Portfolio](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_1SOI-G1_TOC-ScheduleofInvestments-725_43) | 45 |
| [DFA Intermediate Government Fixed Income Portfolio](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_1SOI-G1_TOC-ScheduleofInvestments-725_45) | 47 |
| [DFA Short-Term Extended Quality Portfolio](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_1SOI-G1_TOC-ScheduleofInvestments-725_47) | 49 |
| [DFA Intermediate-Term Extended Quality Portfolio](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_1SOI-G1_TOC-ScheduleofInvestments-725_65) | 67 |
| [DFA Targeted Credit Portfolio](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_1SOI-G1_TOC-ScheduleofInvestments-725_77) | 79 |
| [DFA Global Core Plus Fixed Income Portfolio](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_1SOI-G1_TOC-ScheduleofInvestments-725_88) | 90 |
| [DFA Investment Grade Portfolio](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_1SOI-G1_TOC-ScheduleofInvestments-725_102) | 104 |
| [DFA Diversified Fixed Income Portfolio](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_1SOI-G1_TOC-ScheduleofInvestments-725_119) | 121 |
| [DFA LTIP Portfolio](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_1SOI-G1_TOC-ScheduleofInvestments-725_120) | 122 |
| [DFA Inflation-Protected Securities Portfolio](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_1SOI-G1_TOC-ScheduleofInvestments-725_121) | 123 |
| [DFA Short-Duration Real Return Portfolio](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_1SOI-G1_TOC-ScheduleofInvestments-725_122) | 124 |
| [DFA Global Core Plus Real Return Portfolio](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_1SOI-G1_TOC-ScheduleofInvestments-725_141) | 143 |
| [Statements of Assets and Liabilities](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_1FS-G1_StatementofAssetsandLiabilities_1) | 154 |
| [Statements of Operations](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_SOP-G1_StatementofOperations_1) | 159 |
| [Statements of Changes in Net Assets](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_SOC-G1_StatementofChanges_1) | 164 |
| [Financial Highlights](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_1FIHI_L-G1_TOC-FinancialHighlights_L-725_1) | 169 |
| [Notes to Financial Statements](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_1NTF-G1_NotestoFinancialStatements-725_1) | 186 |
| [Report of Independent Registered Public Accounting Firm](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_1AUD-Group1_AuditorsReport_1) | 210 |
| **[Tax Notice to Shareholders](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_NTS-TOC-NoticetoShareholders-725_1)** | 212 |
| **[Item 8 –](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_DISCLOSE-ChangesandDisagreements_1)[Changes in and Disagreements with Accountants for Open-End Management Investment](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_DISCLOSE-ChangesandDisagreements_1)**<br> **[Companies](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_DISCLOSE-ChangesandDisagreements_1)**<br>| 214 |
| **[Item 9 –](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_DISCLOSE-ChangesandDisagreements_2)[Proxy Disclosures for Open-End Management Investment Companies](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_DISCLOSE-ChangesandDisagreements_2)** | 215 |
| **[Item 10 –](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_DISCLOSE-ChangesandDisagreements_3)[Remuneration Paid to Directors, Officers, and Others of Open-End Management](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_DISCLOSE-ChangesandDisagreements_3)**<br> **[Investment Companies](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_DISCLOSE-ChangesandDisagreements_3)**<br>| 216 |
| **[Item 11 –](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_DISCLOSE-ChangesandDisagreements_4)[Statement Regarding Basis for Approval of Investment Management Agreements](#xx_88212d80-1ac2-4d29-8aae-b84c75215625_DISCLOSE-ChangesandDisagreements_4)** | 217 |

---

i

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES**

**Schedules of Investments** 

---

| | |
|:---|:---|
| Investment Abbreviations | Investment Abbreviations |
| 3M Swap | Three Month Swap |
| EURIBOR | Euro Interbank Offered Rate |
| FRN | Floating Rate Note |
| OAT | Obligations Assimilables du Tresor |
| SOFR | Secured Overnight Financing Rate  |
| TBA | To be announced |
| USTMMR | U.S. Treasury Money Market Rate |
| AUD | Australian Dollars |
| CAD | Canadian Dollars |
| EUR | Euro |
| GBP | British Pounds |
| JPY | Japanese Yen |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollars |
| SGD | Singapore Dollars |
| USD | United States Dollars |

---

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

---

| | |
|:---|:---|
| Investment Footnotes | Investment Footnotes |
| † | See Note B to Financial Statements. |
| (r) | The adjustable rate shown is effective as of October 31, 2025. |
| Ω | &nbsp;&nbsp; Rule 144A, Section 4(2), or other security that is restricted as to resale to institutional <br> investors. This security has been deemed liquid based upon the Fund's Liquidity <br> Guidelines. The liquidity determination is unaudited.<br>|
| # | Total or Partial Securities on Loan. |
| Ɏ | Represents 7 Day subsidized yield as of October 31, 2025 |
| @ | Security purchased with cash collateral received from Securities on Loan. |
| § | Affiliated Fund. |
| ^ | Denominated in USD, unless otherwise noted. |
| ∞ | Rates reflect the effective yields at purchase date. |
| Δ | Zero Coupon Security. |
| ~ | Security pledged as collateral for Swap Agreements. |

---

**<u>Financial Highlights</u>** 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(A) Computed
 using average shares outstanding.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(B) Represents
 the combined ratios for the respective Portfolio and its respective pro-rata share
 of its Underlying Funds.

&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;(C) Non-Annualized

&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;(D) Annualized

&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;(E) Because
 of commencement of operations and related preliminary transaction costs, these
 ratios are not necessarily indicative of future ratios.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES**

**CONTINUED**

---

| | |
|:---|:---|
| **All Statements, Schedules and Notes to Financial Statements** | **All Statements, Schedules and Notes to Financial Statements** |
|  | Amounts designated as — are either zero or rounded to zero. |
| SEC | Securities and Exchange Commission |
| CPI | Consumer Price Index |
| Ʊ | Commencement of Operations |

---

------

**DFA One-Year Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face** <br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (0.4%) | AGENCY OBLIGATIONS — (0.4%) | AGENCY OBLIGATIONS — (0.4%) | AGENCY OBLIGATIONS — (0.4%) |
| Federal Farm Credit Banks <br> Funding Corp., SOFR + <br> 0.115%, FRN | Federal Farm Credit Banks <br> Funding Corp., SOFR + <br> 0.115%, FRN |  |  |
| (r) | 4.155%, 02/10/27 | 16300 | $16303314 |
| BONDS — (19.7%) | BONDS — (19.7%) | BONDS — (19.7%) | BONDS — (19.7%) |
| African Development Bank | African Development Bank |  |  |
|  | 0.875%, 03/23/26 | 2125 | 2099558 |
| Asian Development Bank | Asian Development Bank |  |  |
|  | 4.250%, 01/09/26 | 1370 | 1370221 |
|  | 0.500%, 02/04/26 | 25000 | 24776437 |
| Asian Development Bank, <br> SOFR + 1.000%, FRN | Asian Development Bank, <br> SOFR + 1.000%, FRN |  |  |
| (r) | 5.166%, 06/16/26 | 2503 | 2515190 |
| Asian Infrastructure <br> Investment Bank | Asian Infrastructure <br> Investment Bank |  |  |
|  | 0.500%, 01/27/26 | 8510 | 8440040 |
| Asian Infrastructure <br> Investment Bank, SOFR <br> + 0.220%, FRN | Asian Infrastructure <br> Investment Bank, SOFR <br> + 0.220%, FRN |  |  |
| (r) | 4.322%, 04/15/26 | 25000 | 25011000 |
| Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.560%, FRN | Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.560%, FRN |  |  |
| (r)Ω | 4.816%, 03/18/26 | 22007 | 22036608 |
| Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.680%, FRN | Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.680%, FRN |  |  |
| (r)Ω | 4.966%, 07/16/27 | 23750 | 23863457 |
| (r) | 4.966%, 07/16/27 | 17200 | 17282167 |
| Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.810%, FRN | Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.810%, FRN |  |  |
| (r)Ω | 5.097%, 01/18/27 | 8100 | 8148631 |
| (r) | 5.097%, 01/18/27 | 3576 | 3597470 |
| Bank of England Euro <br> Notes | Bank of England Euro <br> Notes |  |  |
|  | 4.625%, 03/06/26 | 13800 | 13829070 |
| CDP Financial, Inc. | CDP Financial, Inc. |  |  |
|  | 4.500%, 02/13/26 | 10447 | 10455960 |
| Chevron USA, Inc., SOFR <br> + 0.360%, FRN | Chevron USA, Inc., SOFR <br> + 0.360%, FRN |  |  |
| (r) | 4.588%, 02/26/27 | 19870 | 19912124 |
| Citibank NA, SOFR + <br> 0.781%, FRN | Citibank NA, SOFR + <br> 0.781%, FRN |  |  |
| (r) | 4.988%, 05/29/27 | 29541 | 29753773 |
| Cooperatieve Rabobank <br> UA, SOFR + 0.590%, <br> FRN | Cooperatieve Rabobank <br> UA, SOFR + 0.590%, <br> FRN |  |  |
| (r) | 4.810%, 05/27/27 | 40840 | 40992693 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| Cooperatieve Rabobank <br> UA, SOFR + 0.620%, <br> FRN | Cooperatieve Rabobank <br> UA, SOFR + 0.620%, <br> FRN |  |  |
| (r) | 4.838%, 08/28/26 | 28965 | $29040309 |
| CPPIB Capital, Inc., SOFR <br> + 1.250%, FRN | CPPIB Capital, Inc., SOFR <br> + 1.250%, FRN |  |  |
| (r) | 5.436%, 03/11/26 | 17975 | 18047466 |
| European Bank for <br> Reconstruction & <br> Development | European Bank for <br> Reconstruction & <br> Development |  |  |
|  | 0.500%, 01/28/26 | 14191 | 14073970 |
| Inter-American <br> Development Bank, <br> SOFR + 0.170%, FRN | Inter-American <br> Development Bank, <br> SOFR + 0.170%, FRN |  |  |
| (r) | 4.336%, 09/16/26 | 800 | 800024 |
| Inter-American <br> Development Bank, <br> SOFR + 0.280%, FRN | Inter-American <br> Development Bank, <br> SOFR + 0.280%, FRN |  |  |
| (r) | 4.384%, 04/12/27 | 18220 | 18235944 |
| Inter-American <br> Development Bank, <br> SOFR + 0.350%, FRN | Inter-American <br> Development Bank, <br> SOFR + 0.350%, FRN |  |  |
| (r) | 4.466%, 10/04/27 | 46000 | 46077715 |
| International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.280%, FRN | International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.280%, FRN |  |  |
| (r) | 4.525%, 02/23/27 | 3249 | 3252769 |
| International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.370%, FRN | International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.370%, FRN |  |  |
| (r) | 4.474%, 01/12/27 | 27400 | 27438475 |
| International Finance <br> Corp., SOFR + 0.270%, <br> FRN | International Finance <br> Corp., SOFR + 0.270%, <br> FRN |  |  |
| (r) | 4.347%, 07/30/27 | 77284 | 77327045 |
| JPMorgan Chase Bank <br> NA, SOFR + 0.620%, <br> FRN | JPMorgan Chase Bank <br> NA, SOFR + 0.620%, <br> FRN |  |  |
| (r) | 4.689%, 04/29/26 | 10000 | 10019544 |
| JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN | JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN |  |  |
| (r) | 5.186%, 12/08/26 | 2500 | 2518032 |
| Kommunalbanken AS | Kommunalbanken AS |  |  |
| Ω | 0.500%, 01/13/26 | 13524 | 13429889 |
| Kreditanstalt fuer <br> Wiederaufbau | Kreditanstalt fuer <br> Wiederaufbau |  |  |
|  | 0.625%, 01/22/26 | 13414 | 13315266 |

---

------

**DFA One-Year Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| Landeskreditbank <br> Baden-Wuerttemberg <br> Foerderbank | Landeskreditbank <br> Baden-Wuerttemberg <br> Foerderbank |  |  |
|  | 4.500%, 01/26/26 | 12450 | $12457652 |
|  | 4.875%, 03/09/26 | 23655 | 23715649 |
| Merck & Co., Inc., SOFR + <br> 0.460%, FRN | Merck & Co., Inc., SOFR + <br> 0.460%, FRN |  |  |
| #(r) | 4.636%, 09/15/27 | 5100 | 5129575 |
| Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN | Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN |  |  |
| (r) | 5.236%, 10/30/26 | 3400 | 3423633 |
| National Australia Bank <br> Ltd. | National Australia Bank <br> Ltd. |  |  |
|  | 4.750%, 12/10/25 | 5000 | 5001110 |
| National Australia Bank <br> Ltd., SOFR + 0.650%, <br> FRN | National Australia Bank <br> Ltd., SOFR + 0.650%, <br> FRN |  |  |
| (r)Ω | 4.919%, 12/10/25 | 21160 | 21172059 |
| National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN | National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN |  |  |
| (r)Ω | 4.813%, 05/20/27 | 3500 | 3510593 |
| Oesterreichische <br> Kontrollbank AG | Oesterreichische <br> Kontrollbank AG |  |  |
|  | 4.625%, 11/03/25 | 10965 | 10965000 |
| OMERS Finance Trust | OMERS Finance Trust |  |  |
|  | 1.100%, 03/26/26 | 38417 | 37966878 |
| Province of Ontario | Province of Ontario |  |  |
|  | 0.625%, 01/21/26 | 56800 | 56368573 |
| Svensk Exportkredit AB | Svensk Exportkredit AB |  |  |
|  | 4.375%, 02/13/26 | 1645 | 1646007 |
| Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN | Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN |  |  |
| (r) | 5.069%, 08/03/26 | 3900 | 3922582 |
| Svenska Handelsbanken <br> AB, SOFR + 1.250%, <br> FRN | Svenska Handelsbanken <br> AB, SOFR + 1.250%, <br> FRN |  |  |
| (r)Ω | 5.408%, 06/15/26 | 9792 | 9856830 |
| Temasek Financial I Ltd., <br> SOFR + 0.380%, FRN | Temasek Financial I Ltd., <br> SOFR + 0.380%, FRN |  |  |
| (r)Ω | 4.676%, 08/20/27 | 18600 | 18606882 |
| Walmart, Inc., SOFR + <br> 0.430%, FRN | Walmart, Inc., SOFR + <br> 0.430%, FRN |  |  |
| (r) | 4.505%, 04/28/27 | 29582 | 29686353 |
| Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN | Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN |  |  |
| (r) | 5.236%, 12/11/26 | 3600 | 3637519 |
| Westpac Banking Corp., <br> SOFR + 0.420%, FRN | Westpac Banking Corp., <br> SOFR + 0.420%, FRN |  |  |
| (r) | 4.706%, 04/16/26 | 25500 | 25522720 |
| Westpac Banking Corp., <br> SOFR + 0.460%, FRN | Westpac Banking Corp., <br> SOFR + 0.460%, FRN |  |  |
| (r) | 4.747%, 10/20/26 | 53600 | 53690390 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| Westpac Banking Corp., <br> SOFR + 0.720%, FRN | Westpac Banking Corp., <br> SOFR + 0.720%, FRN |  |  |
| (r) | 5.015%, 11/17/25 | 25000 | $25005775 |
| TOTAL BONDS | TOTAL BONDS |  | 878946627 |
| U.S. TREASURY OBLIGATIONS — (23.2%) | U.S. TREASURY OBLIGATIONS — (23.2%) | U.S. TREASURY OBLIGATIONS — (23.2%) | U.S. TREASURY OBLIGATIONS — (23.2%) |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.098%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.098%, <br> FRN |  |  |
| (r) | 3.864%, 01/31/27 | 83000 | 82912155 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.150%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.150%, <br> FRN |  |  |
| (r) | 3.916%, 04/30/26 | 137542 | 137515308 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.160%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.160%, <br> FRN |  |  |
| (r) | 3.926%, 04/30/27 | 358850 | 358747186 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.190%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.190%, <br> FRN |  |  |
| (r) | 3.956%, 10/31/27 | 200000 | 200028980 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.205%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.205%, <br> FRN |  |  |
| (r) | 3.971%, 10/31/26 | 45000 | 45008913 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.245%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.245%, <br> FRN |  |  |
| (r) | 4.011%, 01/31/26 | 125000 | 125017889 |
| U.S.Treasury Notes, 3M <br> USTMMR + 0.159%, <br> FRN | U.S.Treasury Notes, 3M <br> USTMMR + 0.159%, <br> FRN |  |  |
| (r) | 3.925%, 07/31/27 | 86000 | 85982586 |
| TOTAL U.S. TREASURY <br> OBLIGATIONS | TOTAL U.S. TREASURY <br> OBLIGATIONS |  | 1035213017 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
| COMMERCIAL PAPER — (51.3%) | COMMERCIAL PAPER — (51.3%) | COMMERCIAL PAPER — (51.3%) | COMMERCIAL PAPER — (51.3%) |
| Alphabet, Inc. | Alphabet, Inc. |  |  |
| Ω | 4.144%, 12/05/25 | 65000 | 64752805 |
| Apple, Inc. | Apple, Inc. |  |  |
| Ω | 4.069%, 11/19/25 | 16500 | 16466234 |
| Australia & New Zealand <br> Banking Group Ltd. | Australia & New Zealand <br> Banking Group Ltd. |  |  |
| Ω | 3.986%, 11/25/25 | 7509 | 7488611 |
| Ω | 4.003%, 01/02/26 | 9638 | 9571293 |
| BNG Bank NV | BNG Bank NV |  |  |
| Ω | 4.114%, 11/24/25 | 45000 | 44882460 |
| Ω | 4.074%, 12/19/25 | 23965 | 23836806 |

---

------

**DFA One-Year Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| Caisse d'Amortissement de <br> la Dette Sociale | Caisse d'Amortissement de <br> la Dette Sociale |  |  |
| Ω | 4.263%, 12/05/25 | 15000 | $14943027 |
| Caisse des Depots et <br> Consignations | Caisse des Depots et <br> Consignations |  |  |
| Ω | 4.418%, 11/03/25 | 13000 | 12995766 |
| Ω | 4.168%, 11/17/25 | 45000 | 44917254 |
| Ω | 4.324%, 11/26/25 | 5000 | 4985874 |
| Ω | 4.069%, 02/10/26 | 10000 | 9888763 |
| CDP Financial, Inc. | CDP Financial, Inc. |  |  |
| Ω | 4.436%, 01/28/26 | 27000 | 26735559 |
| Ω | 4.068%, 11/26/25 | 15000 | 14957079 |
| Ω | 4.068%, 12/01/25 | 17250 | 17191643 |
| Cisco Systems, Inc. | Cisco Systems, Inc. |  |  |
| Ω | 4.085%, 11/21/25 | 8500 | 8480533 |
| DBS Bank Ltd. | DBS Bank Ltd. |  |  |
| Ω | 4.327%, 12/08/25 | 26000 | 25892272 |
| DNB Bank ASA | DNB Bank ASA |  |  |
| Ω | 3.938%, 01/26/26 | 25000 | 24765525 |
| Equinor ASA | Equinor ASA |  |  |
| Ω | 4.254%, 12/08/25 | 25000 | 24895745 |
| Ω | 4.200%, 12/10/25 | 40000 | 39824296 |
| Erste Abwicklungsanstalt | Erste Abwicklungsanstalt |  |  |
| Ω | 4.212%, 11/12/25 | 25500 | 25466628 |
| Ω | 4.135%, 12/04/25 | 23000 | 22915008 |
| Ω | 4.090%, 01/26/26 | 21500 | 21297623 |
| Ω | 4.111%, 01/29/26 | 45000 | 44562375 |
| European Investment Bank | European Investment Bank |  |  |
|  | 4.191%, 11/12/25 | 15000 | 14980575 |
|  | 4.192%, 11/12/25 | 21000 | 20972805 |
|  | 4.151%, 11/17/25 | 17500 | 17467931 |
|  | 3.924%, 02/17/26 | 45000 | 44465121 |
|  | 4.041%, 02/17/26 | 25000 | 24702845 |
| Export Development <br> Canada | Export Development <br> Canada |  |  |
|  | 4.415%, 11/04/25 | 15000 | 14993481 |
|  | 4.433%, 11/05/25 | 9000 | 8995095 |
|  | 4.400%, 11/24/25 | 28100 | 28028176 |
| Johnson & Johnson | Johnson & Johnson |  |  |
| Ω | 3.933%, 02/02/26 | 25000 | 24749333 |
| Ω | 3.940%, 02/02/26 | 45000 | 44548798 |
| Kreditanstalt fuer <br> Wiederaufbau | Kreditanstalt fuer <br> Wiederaufbau |  |  |
| Ω | 4.200%, 12/10/25 | 26500 | 26387227 |
| Ω | 4.074%, 12/18/25 | 13000 | 12933475 |
| Ω | 4.082%, 12/22/25 | 25000 | 24861260 |
| Ω | 4.000%, 02/09/26 | 5000 | 4945067 |
| Ω | 4.018%, 02/10/26 | 15000 | 14833316 |
| Ω | 3.956%, 03/03/26 | 25000 | 24666363 |
| LVMH Moet Hennessy <br> Louis Vuitton SE | LVMH Moet Hennessy <br> Louis Vuitton SE |  |  |
| Ω | 4.024%, 01/13/26 | 41000 | 40671205 |
| Ω | 4.018%, 02/02/26 | 45000 | 44543785 |
| Ω | 3.964%, 02/10/26 | 42000 | 41537328 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| National Securities <br> Clearing Corp. | National Securities <br> Clearing Corp. |  |  |
| Ω | 4.187%, 11/14/25 | 29000 | $28956030 |
| Ω | 3.996%, 01/20/26 | 31728 | 31447804 |
| Ω | 3.972%, 02/06/26 | 15000 | 14839907 |
| Ω | 3.958%, 02/20/26 | 45500 | 44942366 |
| Nederlandse <br> Waterschapsbank NV | Nederlandse <br> Waterschapsbank NV |  |  |
| Ω | 4.183%, 11/03/25 | 35000 | 34988425 |
| Ω | 4.156%, 11/18/25 | 27000 | 26947066 |
| Nestle Finance <br> International Ltd. | Nestle Finance <br> International Ltd. |  |  |
| Ω | 4.317%, 11/03/25 | 42825 | 42811052 |
| Ω | 4.324%, 11/18/25 | 2000 | 1996077 |
| Ω | 4.224%, 11/25/25 | 14000 | 13961899 |
| NRW Bank | NRW Bank |  |  |
| Ω | 3.989%, 12/03/25 | 32000 | 31887594 |
| Ω | 4.022%, 03/26/26 | 10100 | 9944348 |
| Procter & Gamble Co. | Procter & Gamble Co. |  |  |
| Ω | 4.090%, 12/08/25 | 20000 | 19919116 |
| Ω | 4.094%, 12/15/25 | 24641 | 24523494 |
| Ω | 3.994%, 01/23/26 | 8000 | 7928134 |
| Ω | 3.994%, 01/27/26 | 46000 | 45567839 |
| Province of Ontario | Province of Ontario |  |  |
|  | 4.017%, 02/06/26 | 50000 | 49472525 |
| Province of Quebec | Province of Quebec |  |  |
| Ω | 3.977%, 01/06/26 | 22000 | 21841230 |
| PSP Capital, Inc. | PSP Capital, Inc. |  |  |
| Ω | 4.099%, 12/05/25 | 25000 | 24904560 |
| Ω | 4.014%, 01/15/26 | 18000 | 17850533 |
| Ω | 3.994%, 01/20/26 | 45000 | 44602596 |
| Ω | 3.973%, 01/20/26 | 10000 | 9911688 |
| Ω | 3.994%, 01/22/26 | 15000 | 14864376 |
| Ω | 3.949%, 02/25/26 | 10000 | 9871755 |
| Queensland Treasury <br> Corp. | Queensland Treasury <br> Corp. |  |  |
|  | 4.496%, 12/12/25 | 6550 | 6520091 |
| Sanofi SA | Sanofi SA |  |  |
| Ω | 4.464%, 11/10/25 | 5000 | 4994507 |
| Ω | 4.268%, 11/25/25 | 25000 | 24931887 |
| Ω | 4.300%, 11/25/25 | 26000 | 25929163 |
| Ω | 4.045%, 12/17/25 | 6000 | 5969260 |
| Ω | 4.115%, 12/17/25 | 10000 | 9948766 |
| Ω | 4.328%, 12/29/25 | 22000 | 21858650 |
| Ω | 4.039%, 02/10/26 | 20000 | 19780246 |
| Ω | 4.051%, 02/10/26 | 8500 | 8406605 |
| Siemens Capital Co. LLC | Siemens Capital Co. LLC |  |  |
| Ω | 4.038%, 11/26/25 | 25000 | 24929715 |
| Ω | 4.059%, 11/26/25 | 16500 | 16453612 |
| Ω | 4.026%, 12/08/25 | 25750 | 25644196 |
| Ω | 4.028%, 01/09/26 | 13000 | 12902006 |
| Ω | 3.979%, 02/13/26 | 44000 | 43507200 |
| Svensk Exportkredit AB | Svensk Exportkredit AB |  |  |
|  | 3.888%, 03/04/26 | 25000 | 24664510 |

---

------

**DFA One-Year Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
|  | 4.023%, 03/11/26 | 45000 | $44363178 |
|  | 3.958%, 03/16/26 | 45500 | 44832383 |
| Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |
| Ω | 4.221%, 12/16/25 | 45000 | 44769087 |
| Ω | 4.200%, 12/18/25 | 45000 | 44758908 |
| Ω | 4.072%, 03/02/26 | 30000 | 29599776 |
| TotalEnergies Capital SA | TotalEnergies Capital SA |  |  |
| Ω | 4.183%, 11/04/25 | 34000 | 33984992 |
| Ω | 4.107%, 11/21/25 | 47500 | 47391329 |
| Ω | 4.122%, 12/01/25 | 30000 | 29898183 |
| Walmart, Inc. | Walmart, Inc. |  |  |
| Ω | 4.022%, 12/02/25 | 27000 | 26906143 |
| Ω | 4.034%, 12/02/25 | 55000 | 54808809 |
| Ω | 3.991%, 12/04/25 | 12500 | 12453825 |
| TOTAL COMMERCIAL <br> PAPER <br>(Cost $2,295,282,658) | TOTAL COMMERCIAL <br> PAPER <br>(Cost $2,295,282,658) |  | 2295183806 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $4,225,842,753) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $4,225,842,753) |  | 4225646764 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| TEMPORARY CASH INVESTMENTS — (5.3%) | TEMPORARY CASH INVESTMENTS — (5.3%) | TEMPORARY CASH INVESTMENTS — (5.3%) | TEMPORARY CASH INVESTMENTS — (5.3%) |
| Ɏ | State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.010%<br>| 238154205 | $238154205 |
| SECURITIES LENDING COLLATERAL — (0.1%) | SECURITIES LENDING COLLATERAL — (0.1%) | SECURITIES LENDING COLLATERAL — (0.1%) | SECURITIES LENDING COLLATERAL — (0.1%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 446366 | 5163110 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $4,469,160,068) | (Cost $4,469,160,068) |  | $4468964079 |

---

As of October 31, 2025, the value of Rule 144A securities amounted to $2,071,350,039 or 48.8% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $16303314 | &nbsp;&nbsp; — | &nbsp;&nbsp; $16303314 |
| Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; 878946627 | &nbsp;&nbsp; — | &nbsp;&nbsp; 878946627 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 1035213017 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1035213017 |
| Commercial Paper | &nbsp;&nbsp; — | &nbsp;&nbsp; 2295183806 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2295183806 |
| Temporary Cash Investments | &nbsp;&nbsp; $238154205 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 238154205 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 5163110 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5163110 |
| Total Investments in Securities | &nbsp;&nbsp; $238154205 | &nbsp;&nbsp; $4230809874 | &nbsp;&nbsp; — | &nbsp;&nbsp; $4468964079 |

---

See accompanying Notes to Financial Statements.

------

**DFA Two-Year Global Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (0.2%) | AGENCY OBLIGATIONS — (0.2%) | AGENCY OBLIGATIONS — (0.2%) | AGENCY OBLIGATIONS — (0.2%) | AGENCY OBLIGATIONS — (0.2%) |
| Federal Farm Credit Banks <br> Funding Corp.  | Federal Farm Credit Banks <br> Funding Corp.  |  |  |  |
| (r) | SOFR + 0.115%, <br> FRN, 4.155%, <br> 02/10/27 <br>|  | 7000 | $7001423 |
| Federal Home Loan <br> Mortgage Corp.  | Federal Home Loan <br> Mortgage Corp.  |  |  |  |
| (r) | SOFR + 0.220%, <br> FRN, 4.260%, <br> 07/07/28 <br>|  | 4350 | 4363522 |
| TOTAL AGENCY <br> OBLIGATIONS | TOTAL AGENCY <br> OBLIGATIONS |  |  | 11364945 |
| BONDS — (41.6%) | BONDS — (41.6%) | BONDS — (41.6%) | BONDS — (41.6%) | BONDS — (41.6%) |
| AUSTRALIA — (6.6%) | AUSTRALIA — (6.6%) | AUSTRALIA — (6.6%) | AUSTRALIA — (6.6%) | AUSTRALIA — (6.6%) |
| Australia & New Zealand <br> Banking Group Ltd.  | Australia & New Zealand <br> Banking Group Ltd.  | Australia & New Zealand <br> Banking Group Ltd.  |  |  |
| (r) | 3M Swap + 0.920%, <br> FRN, 4.582%, <br> 11/04/25<br>| AUD | 10000 | 6543000 |
| (r)Ω | SOFR + 0.560%, <br> FRN, 4.816%, <br> 03/18/26<br>|  | 22007 | 22036608 |
| (r) | SOFR + 0.810%, <br> FRN, 5.097%, <br> 01/18/27<br>|  | 23000 | 23138088 |
| Ω | SOFR + 0.810%, <br> FRN, 5.097%, <br> 01/18/27<br>|  | 1125 | 1131754 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.259%, <br> 06/18/27<br>| AUD | 10000 | 6566620 |
| (r) | SOFR + 0.680%, <br> FRN, 4.966%, <br> 07/16/27<br>|  | 2400 | 2411465 |
| (r)Ω | SOFR + 0.650%, <br> FRN, 4.915%, <br> 09/30/27<br>|  | 12353 | 12412300 |
| (r) | 3M Swap + 1.200%, <br> FRN, 4.862%, <br> 11/04/27<br>| AUD | 6500 | 4308748 |
| (r) | 3M Swap + 0.680%, <br> FRN, 4.270%, <br> 02/18/28<br>| AUD | 22000 | 14439222 |
| (r) | 3M Swap + 0.930%, <br> FRN, 4.513%, <br> 09/11/28<br>| AUD | 4800 | 3167367 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| Commonwealth Bank of <br> Australia  | Commonwealth Bank of <br> Australia  | Commonwealth Bank of <br> Australia  |  |  |
| (r) | 3M Swap + 0.900%, <br> FRN, 4.475%, <br> 01/13/26<br>| AUD | 3500 | $2292706 |
| (r)Ω | SOFR + 0.750%, <br> FRN, 5.015%, <br> 03/13/26<br>|  | 500 | 500941 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.193%, <br> 07/22/27<br>| AUD | 1500 | 985081 |
| (r) | 3M Swap + 1.020%, <br> FRN, 4.610%, <br> 08/18/27<br>| AUD | 3070 | 2027121 |
| (r) | SOFR + 0.640%, <br> FRN, 4.905%, <br> 03/14/28<br>|  | 10000 | 10047480 |
| (r) | 3M Swap + 0.950%, <br> FRN, 4.540%, <br> 08/17/28<br>| AUD | 11900 | 7862630 |
| National Australia Bank Ltd.  | National Australia Bank Ltd.  | National Australia Bank Ltd.  |  |  |
| (r) | 3M Swap + 0.920%, <br> FRN, 4.475%, <br> 11/25/25<br>| AUD | 23500 | 15380662 |
| (r)Ω | SOFR + 0.650%, <br> FRN, 4.919%, <br> 12/10/25<br>|  | 6368 | 6371629 |
| (r) | 3M Swap + 0.780%, <br> FRN, 4.414%, <br> 05/12/26<br>| AUD | 13750 | 9017587 |
| (r) | 3M Swap + 0.410%, <br> FRN, 3.965%, <br> 08/24/26<br>| AUD | 4000 | 2618404 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.190%, <br> 10/18/27<br>| AUD | 16000 | 10503870 |
| (r)Ω | SOFR + 0.600%, <br> FRN, 4.892%, <br> 10/26/27<br>|  | 37729 | 37973484 |
| (r) | 3M Swap + 1.200%, <br> FRN, 4.755%, <br> 11/25/27<br>| AUD | 12500 | 8287690 |
| (r) | 3M Swap + 0.780%, <br> FRN, 4.339%, <br> 04/14/28<br>| AUD | 23900 | 15709077 |
| (r) | 3M Swap + 1.000%, <br> FRN, 4.634%, <br> 05/12/28<br>| AUD | 9500 | 6278132 |

---

------

**DFA Two-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| Norfina Ltd.  | Norfina Ltd.  | Norfina Ltd.  |  |  |
| (r) | 3M Swap + 0.740%, <br> FRN, 4.332%, <br> 09/27/27<br>| AUD | 9540 | $6262808 |
| (r) | 3M Swap + 1.250%, <br> FRN, 4.830%, <br> 12/14/27<br>| AUD | 2300 | 1524950 |
| (r) | 3M Swap + 0.730%, <br> FRN, 4.289%, <br> 07/28/28<br>| AUD | 10000 | 6559488 |
| Westpac Banking Corp.  | Westpac Banking Corp.  | Westpac Banking Corp.  |  |  |
| (r) | SOFR + 0.720%, <br> FRN, 5.015%, <br> 11/17/25<br>|  | 25000 | 25005775 |
| (r) | 3M Swap + 0.750%, <br> FRN, 4.340%, <br> 02/16/26<br>| AUD | 13500 | 8844091 |
| #(r) | SOFR + 0.420%, <br> FRN, 4.706%, <br> 04/16/26<br>|  | 5000 | 5004455 |
| (r) | 3M Swap + 1.230%, <br> FRN, 4.888%, <br> 11/11/27<br>| AUD | 10000 | 6631919 |
| (r) | 3M Swap + 0.980%, <br> FRN, 4.570%, <br> 02/16/28<br>| AUD | 15000 | 9908817 |
| (r) | 3M Swap + 0.930%, <br> FRN, 4.478%, <br> 09/19/28<br>| AUD | 900 | 593981 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | 302347950 |
| CANADA — (4.0%) | CANADA — (4.0%) | CANADA — (4.0%) | CANADA — (4.0%) | CANADA — (4.0%) |
| Canada Government Bonds  | Canada Government Bonds  | Canada Government Bonds  |  |  |
|  | 4.500%, 11/01/25 | CAD | 78000 | 55604649 |
|  | 4.500%, 02/01/26 | CAD | 46700 | 33464976 |
|  | 0.250%, 03/01/26 | CAD | 6100 | 4321082 |
| Canada Housing Trust No. 1  | Canada Housing Trust No. 1  | Canada Housing Trust No. 1  |  |  |
| Ω | 1.950%, 12/15/25 | CAD | 22000 | 15678814 |
| (r)Ω | 1 day CAD Overnight <br> Index + 0.30%, <br> FRN, 2.746%, <br> 09/15/27<br>| CAD | 5000 | 3570603 |
| CDP Financial, Inc.  | CDP Financial, Inc.  |  |  |  |
|  | 4.500%, 02/13/26 |  | 6228 | 6233341 |
| CPPIB Capital, Inc., SOFR <br> + 1.250%, FRN | CPPIB Capital, Inc., SOFR <br> + 1.250%, FRN |  |  |  |
| (r) | 5.436%, 03/11/26 |  | 1660 | 1666692 |
| OMERS Finance Trust  | OMERS Finance Trust  |  |  |  |
|  | 1.100%, 03/26/26 |  | 26083 | 25777392 |
| Province of Ontario  | Province of Ontario  |  |  |  |
|  | 8.500%, 12/02/25 | CAD | 3800 | 2722572 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| PSP Capital, Inc.  | PSP Capital, Inc.  |  |  |  |
|  | 3.000%, 11/05/25 | CAD | 50200 | $35793024 |
| TOTAL CANADA | TOTAL CANADA |  |  | 184833145 |
| FINLAND — (0.4%) | FINLAND — (0.4%) | FINLAND — (0.4%) | FINLAND — (0.4%) | FINLAND — (0.4%) |
| Nordea Bank Abp  | Nordea Bank Abp  | Nordea Bank Abp  |  |  |
| (r)Ω | SOFR + 0.740%, <br> FRN, 4.872%, <br> 03/19/27<br>|  | 16687 | 16769721 |
| FRANCE — (0.3%) | FRANCE — (0.3%) | FRANCE — (0.3%) | FRANCE — (0.3%) | FRANCE — (0.3%) |
| Caisse d'Amortissement de la <br> Dette Sociale  | Caisse d'Amortissement de la <br> Dette Sociale  | Caisse d'Amortissement de la <br> Dette Sociale  |  |  |
|  | 4.625%, 11/02/25 |  | 9200 | 9200000 |
| #Ω | 4.000%, 01/25/26 |  | 5546 | 5543576 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | 14743576 |
| GERMANY — (0.7%) | GERMANY — (0.7%) | GERMANY — (0.7%) | GERMANY — (0.7%) | GERMANY — (0.7%) |
| Kreditanstalt fuer <br> Wiederaufbau  | Kreditanstalt fuer <br> Wiederaufbau  |  |  |  |
|  | 0.625%, 01/22/26 |  | 12500 | 12407994 |
| Landeskreditbank <br> Baden-Wuerttemberg <br> Foerderbank  | Landeskreditbank <br> Baden-Wuerttemberg <br> Foerderbank  | Landeskreditbank <br> Baden-Wuerttemberg <br> Foerderbank  |  |  |
|  | 4.500%, 01/26/26 |  | 7140 | 7144388 |
|  | 4.875%, 03/09/26 |  | 13131 | 13164666 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | 32717048 |
| NETHERLANDS — (3.9%) | NETHERLANDS — (3.9%) | NETHERLANDS — (3.9%) | NETHERLANDS — (3.9%) | NETHERLANDS — (3.9%) |
| ABN AMRO Bank NV, <br> SOFR + 0.750%, FRN | ABN AMRO Bank NV, <br> SOFR + 0.750%, FRN |  |  |  |
| (r)Ω | 4.858%, 07/07/28 |  | 31000 | 31055629 |
| BNG Bank NV, SOFR + <br> 1.000%, FRN | BNG Bank NV, SOFR + <br> 1.000%, FRN |  |  |  |
| #(r)Ω | 5.162%, 03/17/28 |  | 35000 | 35512516 |
| Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  |  |  |
| (r) | SOFR + 0.620%, <br> FRN, 4.838%, <br> 08/28/26<br>|  | 24690 | 24754194 |
| (r) | SOFR + 0.710%, <br> FRN, 4.900%, <br> 03/05/27<br>|  | 13000 | 13069054 |
| (r) | SOFR + 0.590%, <br> FRN, 4.810%, <br> 05/27/27<br>|  | 34340 | 34468390 |
| (r) | 3M Swap + 0.650%, <br> FRN, 4.223%, <br> 08/20/27<br>| AUD | 12700 | 8327641 |

---

------

**DFA Two-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
| (r) | 3M Swap + 0.750%, <br> FRN, 4.298%, <br> 05/26/28<br>| AUD | 22110 | $14508381 |
| (r) | SOFR + 0.590%, <br> FRN, 4.683%, <br> 10/17/28<br>|  | 18070 | 18085540 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | 179781345 |
| NEW ZEALAND — (3.9%) | NEW ZEALAND — (3.9%) | NEW ZEALAND — (3.9%) | NEW ZEALAND — (3.9%) | NEW ZEALAND — (3.9%) |
| New Zealand Government <br> Bonds | New Zealand Government <br> Bonds | New Zealand Government <br> Bonds |  |  |
|  | 0.250%, 05/15/28 | NZD | 253500 | 135894341 |
| New Zealand Local <br> Government Funding <br> Agency Bonds  | New Zealand Local <br> Government Funding <br> Agency Bonds  |  |  |  |
|  | 2.250%, 05/15/28 | NZD | 81000 | 45442267 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | 181336608 |
| NORWAY — (1.7%) | NORWAY — (1.7%) | NORWAY — (1.7%) | NORWAY — (1.7%) | NORWAY — (1.7%) |
| Kommunalbanken AS  | Kommunalbanken AS  | Kommunalbanken AS  |  |  |
| Ω | 0.500%, 01/13/26 |  | 10456 | 10383239 |
| (r) | SOFR + 1.000%, <br> FRN, 5.162%, <br> 06/17/26<br>|  | 8598 | 8637023 |
| (r)Ω | SOFR + 0.400%, <br> FRN, 4.618%, <br> 03/03/28<br>|  | 60600 | 60715118 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | 79735380 |
| SINGAPORE — (2.3%) | SINGAPORE — (2.3%) | SINGAPORE — (2.3%) | SINGAPORE — (2.3%) | SINGAPORE — (2.3%) |
| DBS Bank Ltd.  | DBS Bank Ltd.  | DBS Bank Ltd.  |  |  |
| (r) | 3M Swap + 0.770%, <br> FRN, 4.318%, <br> 02/26/27<br>| AUD | 19550 | 12843626 |
| (r) | 3M Swap + 0.670%, <br> FRN, 4.242%, <br> 02/21/28<br>| AUD | 20000 | 13115050 |
| DBS Group Holdings Ltd., <br> SOFR + 0.600%, FRN | DBS Group Holdings Ltd., <br> SOFR + 0.600%, FRN |  |  |  |
| (r) | 4.858%, 03/21/28 |  | 10000 | 10040933 |
| Temasek Financial I Ltd., <br> SOFR + 0.380%, FRN | Temasek Financial I Ltd., <br> SOFR + 0.380%, FRN |  |  |  |
| (r)Ω | 4.676%, 08/20/27 |  | 27480 | 27490168 |
| United Overseas Bank Ltd.  | United Overseas Bank Ltd.  | United Overseas Bank Ltd.  |  |  |
| (r) | 3M Swap + 0.730%, <br> FRN, 4.290%, <br> 03/16/26<br>| AUD | 6500 | 4259244 |
| (r) | 3M Swap + 0.410%, <br> FRN, 3.946%, <br> 08/27/26<br>| AUD | 5000 | 3271827 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
| (r) | 3M Swap + 0.720%, <br> FRN, 4.275%, <br> 02/24/27<br>| AUD | 9200 | $6039785 |
| (r) | 3M Swap + 0.720%, <br> FRN, 4.290%, <br> 04/16/27<br>| AUD | 10000 | 6564526 |
| (r) | 3M Swap + 0.650%, <br> FRN, 4.212%, <br> 02/28/28<br>| AUD | 31250 | 20465276 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | 104090435 |
| 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%) |
| African Development Bank  | African Development Bank  |  |  |  |
|  | 0.875%, 03/23/26 |  | 1445 | 1427700 |
| Asian Development Bank  | Asian Development Bank  | Asian Development Bank  |  |  |
|  | 4.250%, 01/09/26 |  | 10186 | 10187641 |
|  | 0.500%, 02/04/26 |  | 7993 | 7921522 |
|  | 0.750%, 02/10/26 | CAD | 5319 | 3776298 |
| (r) | SOFR + 1.000%, <br> FRN, 5.166%, <br> 06/16/26<br>|  | 809 | 812940 |
| (r) | SOFR + 1.000%, <br> FRN, 5.237%, <br> 08/27/26<br>|  | 11740 | 11820302 |
| (r) | SOFR + 1.000%, <br> FRN, 5.115%, <br> 04/06/27<br>|  | 22254 | 22488802 |
| Asian Infrastructure Investment <br> Bank  | Asian Infrastructure Investment <br> Bank  | Asian Infrastructure Investment <br> Bank  |  |  |
|  | 0.500%, 01/27/26 |  | 6544 | 6490203 |
| (r) | SOFR + 0.220%, <br> FRN, 4.322%, <br> 04/15/26<br>|  | 25000 | 25011000 |
| European Bank for <br> Reconstruction & <br> Development  | European Bank for <br> Reconstruction & <br> Development  | European Bank for <br> Reconstruction & <br> Development  |  |  |
|  | 0.500%, 01/28/26 |  | 10800 | 10710935 |
| (r) | SOFR + 0.330%, <br> FRN, 4.590%, <br> 02/20/28<br>|  | 69100 | 69166242 |
| Inter-American Development <br> Bank  | Inter-American Development <br> Bank  | Inter-American Development <br> Bank  |  |  |
|  | 4.400%, 01/26/26 | CAD | 20000 | 14324338 |
| (r) | SOFR + 0.170%, <br> FRN, 4.336%, <br> 09/16/26<br>|  | 16100 | 16100483 |
| (r) | SOFR + 0.280%, <br> FRN, 4.384%, <br> 04/12/27<br>|  | 8750 | 8757657 |

---

------

**DFA Two-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
| (r) | SOFR + 0.350%, <br> FRN, 4.466%, <br> 10/04/27<br>|  | 87500 | $87647828 |
| International Bank for <br> Reconstruction & <br> Development  | International Bank for <br> Reconstruction & <br> Development  | International Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | SOFR + 0.180%, <br> FRN, 4.350%, <br> 06/15/26<br>|  | 18500 | 18512025 |
| (r) | SOFR + 0.370%, <br> FRN, 4.474%, <br> 01/12/27<br>|  | 4000 | 4005617 |
| (r) | SOFR + 0.280%, <br> FRN, 4.525%, <br> 02/23/27<br>|  | 60000 | 60069600 |
| (r) | SOFR + 0.270%, <br> FRN, 4.440%, <br> 06/15/27<br>|  | 34000 | 34021122 |
| International Finance Corp.  | International Finance Corp.  | International Finance Corp.  |  |  |
| (r) | SOFR + 0.280%, <br> FRN, 4.446%, <br> 03/16/26<br>|  | 10000 | 10002900 |
| (r) | SOFR + 0.270%, <br> FRN, 4.347%, <br> 07/30/27<br>|  | 6930 | 6933860 |
| Nordic Investment Bank  | Nordic Investment Bank  | Nordic Investment Bank  |  |  |
| (r) | 3M NIBOR + 1.500%, <br> FRN, 5.670%, <br> 01/19/26<br>| NOK | 50000 | 4950761 |
| (r) | SOFR + 1.000%, <br> FRN, 5.290%, <br> 05/12/26<br>|  | 4000 | 4016935 |
| TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS | TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS |  |  | 439156711 |
| SWEDEN — (2.2%) | SWEDEN — (2.2%) | SWEDEN — (2.2%) | SWEDEN — (2.2%) | SWEDEN — (2.2%) |
| Skandinaviska Enskilda <br> Banken AB, SOFR + <br> 0.750%, FRN | Skandinaviska Enskilda <br> Banken AB, SOFR + <br> 0.750%, FRN |  |  |  |
| (r)Ω | 4.959%, 06/02/28 |  | 9400 | 9441294 |
| Svensk Exportkredit AB  | Svensk Exportkredit AB  | Svensk Exportkredit AB  |  |  |
|  | 4.375%, 02/13/26 |  | 1190 | 1190729 |
| (r) | SOFR + 1.000%, <br> FRN, 5.069%, <br> 08/03/26<br>|  | 51467 | 51765008 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| Svenska Handelsbanken AB  | Svenska Handelsbanken AB  |  |  |
| (r)Ω | SOFR + 1.250%, <br> FRN, 5.408%, <br> 06/15/26<br>| 10650 | $10720510 |
| (r)Ω | SOFR + 0.740%, <br> FRN, 4.974%, <br> 05/23/28<br>| 29270 | 29441206 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | 102558747 |
| UNITED KINGDOM — (0.6%) | UNITED KINGDOM — (0.6%) | UNITED KINGDOM — (0.6%) | UNITED KINGDOM — (0.6%) |
| Bank of England Euro Notes  | Bank of England Euro Notes  |  |  |
|  | 4.625%, 03/06/26 | 27000 | 27056877 |
| UNITED STATES — (5.5%) | UNITED STATES — (5.5%) | UNITED STATES — (5.5%) | UNITED STATES — (5.5%) |
| Chevron USA, Inc.  | Chevron USA, Inc.  |  |  |
| (r) | SOFR + 0.360%, <br> FRN, 4.588%, <br> 02/26/27<br>| 23606 | 23656045 |
| (r) | SOFR + 0.470%, <br> FRN, 4.698%, <br> 02/26/28<br>| 56397 | 56557562 |
| Citibank NA, SOFR + <br> 0.781%, FRN | Citibank NA, SOFR + <br> 0.781%, FRN |  |  |
| (r) | 4.988%, 05/29/27 | 33931 | 34175393 |
| JPMorgan Chase Bank NA  | JPMorgan Chase Bank NA  |  |  |
| (r) | SOFR + 0.620%, <br> FRN, 4.689%, <br> 04/29/26<br>| 9500 | 9518567 |
| (r) | SOFR + 1.000%, <br> FRN, 5.186%, <br> 12/08/26<br>| 56142 | 56546952 |
| Mastercard, Inc., SOFR + <br> 0.440%, FRN | Mastercard, Inc., SOFR + <br> 0.440%, FRN |  |  |
| (r) | 4.598%, 03/15/28 | 9375 | 9383787 |
| Merck & Co., Inc., SOFR + <br> 0.460%, FRN | Merck & Co., Inc., SOFR + <br> 0.460%, FRN |  |  |
| #(r) | 4.636%, 09/15/27 | 4800 | 4827835 |
| Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN | Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN |  |  |
| (r) | 5.236%, 10/30/26 | 1785 | 1797407 |
| National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN | National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN |  |  |
| (r)Ω | 4.813%, 05/20/27 | 4250 | 4262863 |
| Roche Holdings, Inc., <br> SOFR + 0.740%, FRN | Roche Holdings, Inc., <br> SOFR + 0.740%, FRN |  |  |
| (r)Ω | 5.007%, 11/13/26 | 8400 | 8440960 |
| Sanofi SA, SOFR + <br> 0.540%, FRN | Sanofi SA, SOFR + <br> 0.540%, FRN |  |  |
| (r) | 4.601%, 11/03/28 | 4550 | 4567963 |

---

------

**DFA Two-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| State Street Corp., SOFR <br> + 0.640%, FRN | State Street Corp., SOFR <br> + 0.640%, FRN |  |  |
| (r) | 4.723%, 10/22/27 | 4210 | $4221588 |
| Walmart, Inc., SOFR + <br> 0.430%, FRN | Walmart, Inc., SOFR + <br> 0.430%, FRN |  |  |
| (r) | 4.505%, 04/28/27 | 29526 | 29630155 |
| Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN | Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN |  |  |
| (r) | 5.236%, 12/11/26 | 5800 | 5860448 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | 253447525 |
| TOTAL BONDS | TOTAL BONDS |  | 1918575068 |
| U.S. TREASURY OBLIGATIONS — (8.3%) | U.S. TREASURY OBLIGATIONS — (8.3%) | U.S. TREASURY OBLIGATIONS — (8.3%) | U.S. TREASURY OBLIGATIONS — (8.3%) |
| U.S. Treasury Notes  | U.S. Treasury Notes  |  |  |
| (r) | 3M USTMMR + <br> 0.245%, FRN, <br> 4.011%, 01/31/26 <br>| 89750 | 89762844 |
| (r) | 3M USTMMR + <br> 0.150%, FRN, <br> 3.916%, 04/30/26 <br>| 17500 | 17496604 |
| (r) | 3M USTMMR + <br> 0.160%, FRN, <br> 3.926%, 04/30/27 <br>| 181250 | 181198070 |
| (r) | 3M USTMMR + <br> 0.190%, FRN, <br> 3.956%, 10/31/27 <br>| 25000 | 25003622 |
| U.S.Treasury Notes  | U.S.Treasury Notes  |  |  |
| #(r) | 3M USTMMR + <br> 0.159%, FRN, <br> 3.925%, 07/31/27 <br>| 70000 | 69985826 |
| TOTAL U.S. TREASURY <br> OBLIGATIONS | TOTAL U.S. TREASURY <br> OBLIGATIONS |  | 383446966 |
| COMMERCIAL PAPER — (35.5%) | COMMERCIAL PAPER — (35.5%) | COMMERCIAL PAPER — (35.5%) | COMMERCIAL PAPER — (35.5%) |
| CANADA — (5.4%) | CANADA — (5.4%) | CANADA — (5.4%) | CANADA — (5.4%) |
| CDP Financial, Inc. | CDP Financial, Inc. |  |  |
| Ω | 4.436%, 01/28/26 | 20000 | 19804118 |
| PSP Capital, Inc. | PSP Capital, Inc. |  |  |
| Ω | 4.099%, 12/05/25 | 10000 | 9961824 |
| Ω | 4.014%, 01/15/26 | 3500 | 3470937 |
| Ω | 3.973%, 01/20/26 | 10000 | 9911688 |
| Ω | 3.994%, 01/20/26 | 20000 | 19823376 |
| Ω | 3.994%, 01/22/26 | 10000 | 9909584 |
| Ω | 3.971%, 01/23/26 | 5000 | 4954267 |
| Ω | 3.949%, 02/25/26 | 40000 | 39487020 |
| Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |
| Ω | 4.241%, 12/09/25 | 50000 | 49782925 |
| Ω | 4.221%, 12/16/25 | 45000 | 44769087 |
| Ω | 4.200%, 12/18/25 | 27250 | 27104005 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| Ω | 4.072%, 03/02/26 | 10000 | $9866592 |
| TOTAL CANADA | TOTAL CANADA |  | 248845423 |
| FRANCE — (6.5%) | FRANCE — (6.5%) | FRANCE — (6.5%) | FRANCE — (6.5%) |
| Caisse d'Amortissement de <br> la Dette Sociale | Caisse d'Amortissement de <br> la Dette Sociale |  |  |
| Ω | 4.263%, 12/05/25 | 16000 | 15939229 |
| Caisse des Depots et <br> Consignations | Caisse des Depots et <br> Consignations |  |  |
| Ω | 4.418%, 11/03/25 | 21000 | 20993160 |
| Ω | 4.168%, 11/17/25 | 14000 | 13974257 |
| Ω | 4.151%, 11/21/25 | 35000 | 34920333 |
| Ω | 4.324%, 11/26/25 | 25000 | 24929367 |
| Ω | 4.167%, 12/01/25 | 25000 | 24915583 |
| LVMH Moet Hennessy <br> Louis Vuitton SE | LVMH Moet Hennessy <br> Louis Vuitton SE |  |  |
| Ω | 4.024%, 01/13/26 | 20000 | 19839612 |
| Ω | 3.988%, 01/16/26 | 13000 | 12891632 |
| Ω | 4.018%, 02/02/26 | 27500 | 27221202 |
| Sanofi SA | Sanofi SA |  |  |
| Ω | 4.045%, 12/17/25 | 25000 | 24871915 |
| TotalEnergies Capital SA | TotalEnergies Capital SA |  |  |
| Ω | 4.183%, 11/04/25 | 13000 | 12994262 |
| Ω | 4.107%, 11/21/25 | 47250 | 47141901 |
| Ω | 4.122%, 12/01/25 | 20000 | 19932122 |
| TOTAL FRANCE | TOTAL FRANCE |  | 300564575 |
| GERMANY — (6.4%) | GERMANY — (6.4%) | GERMANY — (6.4%) | GERMANY — (6.4%) |
| Erste Abwicklungsanstalt | Erste Abwicklungsanstalt |  |  |
| Ω | 4.135%, 12/04/25 | 19000 | 18929789 |
| Ω | 4.090%, 01/26/26 | 20000 | 19811742 |
| Ω | 4.111%, 01/29/26 | 45000 | 44562375 |
| Ω | 4.000%, 02/05/26 | 21000 | 20779099 |
| Kreditanstalt fuer <br> Wiederaufbau | Kreditanstalt fuer <br> Wiederaufbau |  |  |
| Ω | 4.200%, 12/10/25 | 20000 | 19914888 |
| Ω | 4.073%, 12/18/25 | 6500 | 6466738 |
| Ω | 4.074%, 12/18/25 | 9000 | 8953944 |
| Ω | 4.082%, 12/22/25 | 25000 | 24861260 |
| Ω | 4.000%, 02/09/26 | 26500 | 26208855 |
| Ω | 4.018%, 02/10/26 | 5000 | 4944439 |
| Ω | 3.956%, 03/03/26 | 27000 | 26639672 |
| NRW Bank | NRW Bank |  |  |
| Ω | 4.469%, 11/12/25 | 12250 | 12233968 |
| Siemens Capital Co. LLC | Siemens Capital Co. LLC |  |  |
| Ω | 4.026%, 12/08/25 | 25800 | 25693990 |
| Ω | 4.028%, 01/09/26 | 8000 | 7939696 |
| Ω | 3.979%, 02/13/26 | 27500 | 27192000 |
| TOTAL GERMANY | TOTAL GERMANY |  | 295132455 |

---

------

**DFA Two-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| LUXEMBOURG — (0.3%) | LUXEMBOURG — (0.3%) | LUXEMBOURG — (0.3%) | LUXEMBOURG — (0.3%) |
| Nestle Finance <br> International Ltd. | Nestle Finance <br> International Ltd. |  |  |
| Ω | 4.224%, 11/25/25 | 14750 | $14709858 |
| NETHERLANDS — (2.8%) | NETHERLANDS — (2.8%) | NETHERLANDS — (2.8%) | NETHERLANDS — (2.8%) |
| BNG Bank NV | BNG Bank NV |  |  |
| Ω | 4.114%, 11/24/25 | 45000 | 44882460 |
| Ω | 4.074%, 12/19/25 | 23500 | 23374294 |
| Nederlandse <br> Waterschapsbank NV | Nederlandse <br> Waterschapsbank NV |  |  |
| Ω | 4.183%, 11/03/25 | 35000 | 34988425 |
| Ω | 4.156%, 11/18/25 | 25000 | 24950988 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | 128196167 |
| NORWAY — (0.9%) | NORWAY — (0.9%) | NORWAY — (0.9%) | NORWAY — (0.9%) |
| DNB Bank ASA | DNB Bank ASA |  |  |
| Ω | 3.938%, 01/26/26 | 30000 | 29718630 |
| Equinor ASA | Equinor ASA |  |  |
| Ω | 4.200%, 12/10/25 | 11601 | 11550041 |
| TOTAL NORWAY | TOTAL NORWAY |  | 41268671 |
| SINGAPORE — (0.3%) | SINGAPORE — (0.3%) | SINGAPORE — (0.3%) | SINGAPORE — (0.3%) |
| DBS Bank Ltd. | DBS Bank Ltd. |  |  |
| Ω | 4.304%, 12/05/25 | 5000 | 4980929 |
| Ω | 4.144%, 01/22/26 | 9000 | 8918259 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | 13899188 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (2.1%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (2.1%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (2.1%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (2.1%) |
| European Investment Bank | European Investment Bank |  |  |
|  | 4.191%, 11/12/25 | 4000 | 3994820 |
|  | 4.151%, 11/17/25 | 25000 | 24954187 |
|  | 3.924%, 02/17/26 | 37000 | 36560211 |
|  | 4.041%, 02/17/26 | 30000 | 29643414 |
| TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS | TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS |  | 95152632 |
| SWEDEN — (0.8%) | SWEDEN — (0.8%) | SWEDEN — (0.8%) | SWEDEN — (0.8%) |
| Skandinaviska Enskilda <br> Banken AB | Skandinaviska Enskilda <br> Banken AB |  |  |
| Ω | 4.488%, 11/10/25 | 25000 | 24972470 |
| Svensk Exportkredit AB | Svensk Exportkredit AB |  |  |
|  | 3.888%, 03/04/26 | 12000 | 11838965 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | 36811435 |
| UNITED STATES — (10.0%) | UNITED STATES — (10.0%) | UNITED STATES — (10.0%) | UNITED STATES — (10.0%) |
| Alphabet, Inc. | Alphabet, Inc. |  |  |
| Ω | 4.144%, 12/05/25 | 70000 | 69733790 |
| Apple, Inc. | Apple, Inc. |  |  |
| Ω | 4.069%, 11/19/25 | 25000 | 24948840 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Cisco Systems, Inc. | Cisco Systems, Inc. |  |  |
| Ω | 4.085%, 11/21/25 | 16000 | $15963357 |
| Ω | 4.039%, 01/30/26 | 3000 | 2970865 |
| Johnson & Johnson | Johnson & Johnson |  |  |
| Ω | 4.163%, 11/04/25 | 33380 | 33365493 |
| Ω | 3.940%, 02/02/26 | 45000 | 44548798 |
| National Securities <br> Clearing Corp. | National Securities <br> Clearing Corp. |  |  |
| Ω | 4.023%, 01/07/26 | 38500 | 38212990 |
| Ω | 3.996%, 01/20/26 | 10000 | 9911688 |
| Ω | 3.972%, 02/06/26 | 5950 | 5886496 |
| Nestle Finance <br> International Ltd. | Nestle Finance <br> International Ltd. |  |  |
| Ω | 4.324%, 11/18/25 | 13000 | 12974501 |
| Procter & Gamble Co. | Procter & Gamble Co. |  |  |
| Ω | 4.090%, 12/08/25 | 35000 | 34858453 |
| Ω | 4.094%, 12/15/25 | 6160 | 6130625 |
| Ω | 3.994%, 01/23/26 | 15000 | 14865250 |
| Sanofi SA | Sanofi SA |  |  |
| Ω | 4.464%, 11/10/25 | 20000 | 19978028 |
| Ω | 4.469%, 11/10/25 | 10000 | 9989014 |
| Ω | 4.454%, 11/25/25 | 10000 | 9972755 |
| Ω | 4.037%, 02/10/26 | 13500 | 13351666 |
| Ω | 4.039%, 02/10/26 | 15000 | 14835185 |
| Ω | 4.050%, 02/10/26 | 7000 | 6923086 |
| Ω | 4.051%, 02/10/26 | 8500 | 8406605 |
| Walmart, Inc. | Walmart, Inc. |  |  |
| Ω | 4.011%, 12/05/25 | 25000 | 24904925 |
| Ω | 4.023%, 12/08/25 | 36500 | 36349255 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | 459081665 |
| TOTAL COMMERCIAL <br> PAPER <br>(Cost $1,633,738,082) | TOTAL COMMERCIAL <br> PAPER <br>(Cost $1,633,738,082) |  | 1633662069 |
| FOREIGN SOVEREIGN OBLIGATIONS — (12.7%) | FOREIGN SOVEREIGN OBLIGATIONS — (12.7%) | FOREIGN SOVEREIGN OBLIGATIONS — (12.7%) | FOREIGN SOVEREIGN OBLIGATIONS — (12.7%) |
| CANADA — (7.9%) | CANADA — (7.9%) | CANADA — (7.9%) | CANADA — (7.9%) |
| Alberta Treasury Bills | Alberta Treasury Bills |  |  |
| ∞ | 2.703%, 11/18/25<br> CAD | 13920 | 9913763 |
| ∞ | 2.670%, 12/02/25<br> CAD | 10000 | 7115896 |
| ∞ | 2.500%, 12/09/25<br> CAD | 5000 | 3556415 |
| Canada Treasury Bills | Canada Treasury Bills |  |  |
| ∞ | 2.655%, 11/19/25<br> CAD | 11200 | 7976032 |
| ∞ | 2.385%, 01/14/26<br> CAD | 10100 | 7168116 |
| ∞ | 2.379%, 02/11/26<br> CAD | 10100 | 7156018 |
| Ontario Treasury Bills | Ontario Treasury Bills |  |  |
| ∞ | 2.699%, 11/12/25<br> CAD | 11000 | 7837054 |
| ∞ | 2.700%, 11/26/25<br> CAD | 25000 | 17796335 |
| ∞ | 2.642%, 12/03/25<br> CAD | 35000 | 24904139 |
| ∞ | 2.502%, 12/10/25<br> CAD | 25500 | 18136626 |
| ∞ | 2.448%, 12/17/25<br> CAD | 25000 | 17773520 |
| ∞ | 2.708%, 11/05/25<br> CAD | 5000 | 3563830 |
| ∞ | 2.442%, 12/24/25<br> CAD | 5000 | 3553207 |

---

------

**DFA Two-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| ∞ | 2.421%, 12/31/25 | CAD | 15000 | $10655128 |
| ∞ | 2.331%, 01/07/26 | CAD | 35500 | 25206759 |
| Province of Manitoba <br> Treasury Bills | Province of Manitoba <br> Treasury Bills |  |  |  |
| ∞ | 2.708%, 11/05/25 | CAD | 28000 | 19957649 |
| ∞ | 2.691%, 11/19/25 | CAD | 32000 | 22789348 |
| ∞ | 2.278%, 01/07/26 | CAD | 12700 | 9018082 |
| ∞ | 2.272%, 01/14/26 | CAD | 20000 | 14195857 |
| Quebec Treasury Bills | Quebec Treasury Bills |  |  |  |
| ∞ | 2.702%, 11/07/25 | CAD | 30500 | 21736754 |
| ∞ | 2.699%, 11/14/25 | CAD | 20668 | 14723344 |
| ∞ | 2.670%, 11/21/25 | CAD | 25000 | 17801683 |
| ∞ | 2.480%, 12/12/25 | CAD | 25000 | 17778867 |
| ∞ | 2.449%, 12/19/25 | CAD | 32000 | 22747367 |
| ∞ | 2.399%, 01/09/26 | CAD | 35000 | 24848740 |
| ∞ | 2.260%, 01/30/26 | CAD | 9000 | 6380885 |
| TOTAL CANADA | TOTAL CANADA |  |  | 364291414 |
| SINGAPORE — (2.6%) | SINGAPORE — (2.6%) | SINGAPORE — (2.6%) | SINGAPORE — (2.6%) | SINGAPORE — (2.6%) |
| Monetary Authority of <br> Singapore Bills | Monetary Authority of <br> Singapore Bills |  |  |  |
| ∞ | 1.678%, 11/06/25 | SGD | 41000 | 31496168 |
| ∞ | 1.539%, 11/20/25 | SGD | 53100 | 40769993 |
| ∞ | 1.443%, 11/27/25 | SGD | 60000 | 46055652 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | 118321813 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED KINGDOM — (2.2%) | UNITED KINGDOM — (2.2%) | UNITED KINGDOM — (2.2%) | UNITED KINGDOM — (2.2%) | UNITED KINGDOM — (2.2%) |
| U.K. Treasury Bills | U.K. Treasury Bills |  |  |  |
| ∞ | 4.097%, 01/12/26 | GBP | 43000 | $56057404 |
| ∞ | 4.067%, 01/19/26 | GBP | 35000 | 45595173 |
| TOTAL UNITED <br> KINGDOM | TOTAL UNITED <br> KINGDOM |  |  | 101652577 |
| TOTAL FOREIGN <br> SOVEREIGN <br> OBLIGATIONS | TOTAL FOREIGN <br> SOVEREIGN <br> OBLIGATIONS |  |  | 584265804 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $4,541,655,663) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $4,541,655,663) |  |  | 4531314852 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (1.7%) | SECURITIES LENDING COLLATERAL — (1.7%) | SECURITIES LENDING COLLATERAL — (1.7%) | SECURITIES LENDING COLLATERAL — (1.7%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 6622386 | 76601138 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $4,618,256,801) | (Cost $4,618,256,801) |  | $4607915990 |

---

As of October 31, 2025, DFA Two-Year Global Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 47882124 | CAD | 66599007 | Bank of New York Mellon | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; $397894 |
| USD | 40446403 | AUD | 61392063 | Citibank, N.A. | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 277578 |
| USD | 55487644 | CAD | 77164076 | Australia and New Zealand Bank | 11/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; 467860 |
| USD | 39881887 | AUD | 60306215 | Bank of New York Mellon | 11/06/25 | &nbsp;&nbsp;&nbsp;&nbsp; 422613 |
| USD | 73938324 | CAD | 103100858 | HSBC Bank | 11/06/25 | &nbsp;&nbsp;&nbsp;&nbsp; 417537 |
| USD | 56365598 | CAD | 78561356 | Bank of New York Mellon | 11/07/25 | &nbsp;&nbsp;&nbsp;&nbsp; 340978 |
| USD | 50262798 | CAD | 70026381 | Bank of New York Mellon | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 317124 |
| USD | 56971453 | SGD | 73636515 | Bank of New York Mellon | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 370866 |
| USD | 56799326 | GBP | 42567420 | Bank of New York Mellon | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 877787 |
| USD | 49023316 | AUD | 74346037 | Societe Generale | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 375305 |
| USD | 46579787 | GBP | 34672870 | Societe Generale | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1029451 |
| USD | 47886422 | CAD | 66677705 | Australia and New Zealand Bank | 11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 324291 |
| USD | 31886608 | NZD | 53451980 | Australia and New Zealand Bank | 11/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1286630 |
| USD | 62767194 | SGD | 79748733 | Bank of New York Mellon | 11/18/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1430521 |
| USD | 48280653 | CAD | 67436914 | Citibank, N.A. | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 142460 |
| USD | 72472516 | CAD | 101141122 | Societe Generale | 11/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; 267999 |
| USD | 54105167 | CAD | 75612636 | HSBC Bank | 12/01/25 | &nbsp;&nbsp;&nbsp;&nbsp; 117102 |
| USD | 48942244 | CAD | 68098194 | HSBC Bank | 12/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; 317063 |

---

------

**DFA Two-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 47767922 | CAD | 66599007 | Citibank, N.A. | 12/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; $210791 |
| USD | 43473808 | CAD | 60798946 | Royal Bank of Canada | 12/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; 56140 |
| USD | 48932009 | CAD | 68384361 | Societe Generale | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 69563 |
| USD | 13924285 | NZD | 23783320 | HSBC Bank | 12/23/25 | &nbsp;&nbsp;&nbsp;&nbsp; 285753 |
| USD | 81107563 | NZD | 137790914 | Australia and New Zealand Bank | 12/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2087939 |
| USD | 5058597 | NOK | 50600000 | Citibank, N.A. | 12/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; 63628 |
| USD | 22783047 | NZD | 39077307 | Royal Bank of Canada | 12/31/25 | &nbsp;&nbsp;&nbsp;&nbsp; 366240 |
| USD | 40319237 | AUD | 61392063 | Bank of New York Mellon | 01/02/26 | &nbsp;&nbsp;&nbsp;&nbsp; 125816 |
| USD | 24282968 | NZD | 42132665 | Citibank, N.A. | 01/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; 87361 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$12534290** |
| AUD | 61392063 | USD | 40294681 | Bank of New York Mellon | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(125856)<br>|
| CAD | 66599007 | USD | 47694077 | Citibank, N.A. | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; (209846)<br>|
| CAD | 16365130 | USD | 11757273 | Citibank, N.A. | 11/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; (88554)<br>|
| CAD | 60798946 | USD | 43407138 | Royal Bank of Canada | 11/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; (56073)<br>|
| CAD | 35466644 | USD | 25454907 | Citibank, N.A. | 11/06/25 | &nbsp;&nbsp;&nbsp;&nbsp; (163792)<br>|
| CAD | 31548004 | USD | 22568743 | Citibank, N.A. | 11/07/25 | &nbsp;&nbsp;&nbsp;&nbsp; (70851)<br>|
| CAD | 6693308 | USD | 4780693 | Citibank, N.A. | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; (6752)<br>|
| USD | 20228405 | AUD | 31361917 | Bank of New York Mellon | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; (294835)<br>|
| USD | 23779606 | AUD | 36657890 | Citibank, N.A. | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; (209320)<br>|
| USD | 40555450 | AUD | 62149937 | Royal Bank of Canada | 11/18/25 | &nbsp;&nbsp;&nbsp;&nbsp; (115957)<br>|
| USD | 24311967 | AUD | 37488801 | Australia and New Zealand Bank | 11/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; (222757)<br>|
| CAD | 899555 | USD | 642793 | Citibank, N.A. | 11/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; (602)<br>|
| USD | 12620066 | NZD | 22016794 | Citibank, N.A. | 12/23/25 | &nbsp;&nbsp;&nbsp;&nbsp; (5452)<br>|
| USD | 9247106 | AUD | 14256893 | UBS AG | 01/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; (87613)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(1658260)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$10876030** |

---

As of October 31, 2025, the value of Rule 144A securities amounted to $1,876,123,405 or 41.0% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $11364945 | &nbsp;&nbsp; — | &nbsp;&nbsp; $11364945 |
| Bonds |  |  |  |  |
| Australia | &nbsp;&nbsp; — | &nbsp;&nbsp; 302347950 | &nbsp;&nbsp; — | &nbsp;&nbsp; 302347950 |
| Canada | &nbsp;&nbsp; — | &nbsp;&nbsp; 184833145 | &nbsp;&nbsp; — | &nbsp;&nbsp; 184833145 |
| Finland | &nbsp;&nbsp; — | &nbsp;&nbsp; 16769721 | &nbsp;&nbsp; — | &nbsp;&nbsp; 16769721 |
| France | &nbsp;&nbsp; — | &nbsp;&nbsp; 14743576 | &nbsp;&nbsp; — | &nbsp;&nbsp; 14743576 |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 32717048 | &nbsp;&nbsp; — | &nbsp;&nbsp; 32717048 |
| Netherlands | &nbsp;&nbsp; — | &nbsp;&nbsp; 179781345 | &nbsp;&nbsp; — | &nbsp;&nbsp; 179781345 |
| New Zealand | &nbsp;&nbsp; — | &nbsp;&nbsp; 181336608 | &nbsp;&nbsp; — | &nbsp;&nbsp; 181336608 |
| Norway | &nbsp;&nbsp; — | &nbsp;&nbsp; 79735380 | &nbsp;&nbsp; — | &nbsp;&nbsp; 79735380 |
| Singapore | &nbsp;&nbsp; — | &nbsp;&nbsp; 104090435 | &nbsp;&nbsp; — | &nbsp;&nbsp; 104090435 |
| Supranational Organization Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 439156711 | &nbsp;&nbsp; — | &nbsp;&nbsp; 439156711 |

---

------

**DFA Two-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Sweden | &nbsp;&nbsp; — | &nbsp;&nbsp; $102558747 | &nbsp;&nbsp; — | &nbsp;&nbsp; $102558747 |
| United Kingdom | &nbsp;&nbsp; — | &nbsp;&nbsp; 27056877 | &nbsp;&nbsp; — | &nbsp;&nbsp; 27056877 |
| United States | &nbsp;&nbsp; — | &nbsp;&nbsp; 253447525 | &nbsp;&nbsp; — | &nbsp;&nbsp; 253447525 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 383446966 | &nbsp;&nbsp; — | &nbsp;&nbsp; 383446966 |
| Commercial Paper | &nbsp;&nbsp; — | &nbsp;&nbsp; 1633662069 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1633662069 |
| Foreign Sovereign Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 584265804 | &nbsp;&nbsp; — | &nbsp;&nbsp; 584265804 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 76601138 | &nbsp;&nbsp; — | &nbsp;&nbsp; 76601138 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $4607915990 | &nbsp;&nbsp; — | &nbsp;&nbsp; $4607915990 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 12534290 | &nbsp;&nbsp; — | &nbsp;&nbsp; 12534290 |
| **Liabilities** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (1658260) | &nbsp;&nbsp; — | &nbsp;&nbsp; (1658260) |
| Total Financial Instruments | &nbsp;&nbsp; — | &nbsp;&nbsp; $10876030 | &nbsp;&nbsp; — | &nbsp;&nbsp; $10876030 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (0.3%) | AGENCY OBLIGATIONS — (0.3%) | AGENCY OBLIGATIONS — (0.3%) | AGENCY OBLIGATIONS — (0.3%) | AGENCY OBLIGATIONS — (0.3%) |
| Federal Home Loan Mortgage <br> Corp.  | Federal Home Loan Mortgage <br> Corp.  | Federal Home Loan Mortgage <br> Corp.  |  |  |
| (r) | SOFR + 0.220%, <br> FRN, 4.260%, <br> 07/07/28<br>|  | 2500 | $2507771 |
| BONDS — (91.1%) | BONDS — (91.1%) | BONDS — (91.1%) | BONDS — (91.1%) | BONDS — (91.1%) |
| AUSTRALIA — (6.8%) | AUSTRALIA — (6.8%) | AUSTRALIA — (6.8%) | AUSTRALIA — (6.8%) | AUSTRALIA — (6.8%) |
| APA Infrastructure Ltd.  | APA Infrastructure Ltd.  |  |  |  |
|  | 0.750%, 03/15/29 | EUR | 800 | 861104 |
| Australia & New Zealand <br> Banking Group Ltd.  | Australia & New Zealand <br> Banking Group Ltd.  | Australia & New Zealand <br> Banking Group Ltd.  |  |  |
| (r)Ω | SOFR + 0.560%, <br> FRN, 4.816%, <br> 03/18/26<br>|  | 2841 | 2844822 |
| (r) | 3M Swap + 0.830%, <br> FRN, 4.406%, <br> 03/31/26<br>| AUD | 1300 | 852351 |
| (r)Ω | SOFR + 0.810%, <br> FRN, 5.097%, <br> 01/18/27<br>|  | 2000 | 2012008 |
| (r)Ω | SOFR + 0.680%, <br> FRN, 4.966%, <br> 07/16/27<br>|  | 3000 | 3014332 |
| (r) | SOFR + 0.680%, <br> FRN, 4.966%, <br> 07/16/27<br>|  | 2331 | 2342136 |
| (r)Ω | SOFR + 0.650%, <br> FRN, 4.915%, <br> 09/30/27<br>|  | 4253 | 4273416 |
| (r)Ω | SOFR + 0.620%, <br> FRN, 4.876%, <br> 06/18/28<br>|  | 300 | 301302 |
| (r)Ω | SOFR + 0.850%, <br> FRN, 5.113%, <br> 12/16/29<br>|  | 200 | 202260 |
| BHP Billiton Finance Ltd.  | BHP Billiton Finance Ltd.  |  |  |  |
|  | 1.500%, 04/29/30 | EUR | 600 | 651195 |
| Commonwealth Bank of <br> Australia  | Commonwealth Bank of <br> Australia  | Commonwealth Bank of <br> Australia  |  |  |
| (r) | 3M Swap + 0.900%, <br> FRN, 4.475%, <br> 01/13/26<br>| AUD | 800 | 524047 |
| (r)Ω | SOFR + 0.750%, <br> FRN, 5.015%, <br> 03/13/26<br>|  | 100 | 100188 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| (r) | 3M Swap + 0.750%, <br> FRN, 4.340%, <br> 08/17/26<br>| AUD | 3500 | $2297103 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.259%, <br> 01/14/27<br>| AUD | 1400 | 919098 |
| (r) | 3M Swap + 1.020%, <br> FRN, 4.610%, <br> 08/18/27<br>| AUD | 1000 | 660300 |
| (r) | 3M Swap + 0.950%, <br> FRN, 4.540%, <br> 08/17/28<br>| AUD | 1000 | 660725 |
| (r)Ω | SOFR + 0.810%, <br> FRN, 5.075%, <br> 03/14/30<br>|  | 300 | 302232 |
| Glencore Capital Finance <br> DAC  | Glencore Capital Finance <br> DAC  |  |  |  |
|  | 0.750%, 03/01/29 | EUR | 600 | 650074 |
| Glencore Funding LLC  | Glencore Funding LLC  |  |  |  |
| Ω | 1.625%, 04/27/26 |  | 1398 | 1379988 |
| Macquarie Bank Ltd.  | Macquarie Bank Ltd.  | Macquarie Bank Ltd.  |  |  |
| (r) | 3M Swap + 0.480%, <br> FRN, 4.062%, <br> 12/09/25<br>| AUD | 500 | 327179 |
| (r)Ω | SOFR + 1.200%, <br> FRN, 5.476%, <br> 12/07/26<br>|  | 5220 | 5259772 |
| (r)Ω | SOFR + 0.920%, <br> FRN, 5.190%, <br> 07/02/27<br>|  | 3240 | 3263501 |
| Macquarie Group Ltd.  | Macquarie Group Ltd.  |  |  |  |
|  | 4.747%, 01/23/30 | EUR | 400 | 493700 |
| National Australia Bank Ltd.  | National Australia Bank Ltd.  | National Australia Bank Ltd.  |  |  |
| (r) | 3M Swap + 0.920%, <br> FRN, 4.475%, <br> 11/25/25<br>| AUD | 1500 | 981744 |
| (r)Ω | SOFR + 0.650%, <br> FRN, 4.919%, <br> 12/10/25<br>|  | 2160 | 2161231 |
| (r) | 3M Swap + 0.780%, <br> FRN, 4.414%, <br> 05/12/26<br>| AUD | 8128 | 5330541 |
| (r) | 3M Swap + 0.410%, <br> FRN, 3.965%, <br> 08/24/26<br>| AUD | 3100 | 2029263 |
| (r) | 3M Swap + 0.850%, <br> FRN, 4.440%, <br> 11/16/26<br>| AUD | 6700 | 4404984 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| (r) | 3M Swap + 1.000%, <br> FRN, 4.634%, <br> 05/12/28<br>| AUD | 1600 | $1057370 |
| Norfina Ltd., 3M Swap + <br> 0.780%, FRN | Norfina Ltd., 3M Swap + <br> 0.780%, FRN |  |  |  |
| (r) | 4.283%, 01/25/27 | AUD | 3500 | 2298271 |
| Optus Finance Pty. Ltd.  | Optus Finance Pty. Ltd.  |  |  |  |
|  | 1.000%, 06/20/29 | EUR | 240 | 258309 |
| Origin Energy Finance Ltd.  | Origin Energy Finance Ltd.  |  |  |  |
|  | 1.000%, 09/17/29 | EUR | 2190 | 2336974 |
| Telstra Group Ltd.  | Telstra Group Ltd.  |  |  |  |
|  | 1.000%, 04/23/30 | EUR | 500 | 535394 |
| Vicinity Centres Trust  | Vicinity Centres Trust  |  |  |  |
|  | 1.125%, 11/07/29 | EUR | 1000 | 1073026 |
| Westpac Banking Corp.  | Westpac Banking Corp.  | Westpac Banking Corp.  |  |  |
| (r) | 3M Swap + 0.750%, <br> FRN, 4.408%, <br> 08/10/26<br>| AUD | 5600 | 3675255 |
| (r) | 3M Swap + 0.820%, <br> FRN, 4.400%, <br> 12/15/26<br>| AUD | 3300 | 2169057 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.203%, <br> 01/25/27<br>| AUD | 2700 | 1772245 |
| (r) | 3M Swap + 1.230%, <br> FRN, 4.888%, <br> 11/11/27<br>| AUD | 1700 | 1127426 |
| (r) | 3M Swap + 0.980%, <br> FRN, 4.570%, <br> 02/16/28<br>| AUD | 3200 | 2113881 |
| (r) | 3M Swap + 0.930%, <br> FRN, 4.478%, <br> 09/19/28<br>| AUD | 2500 | 1649948 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | 69167752 |
| AUSTRIA — (0.0%) | AUSTRIA — (0.0%) | AUSTRIA — (0.0%) | AUSTRIA — (0.0%) | AUSTRIA — (0.0%) |
| Erste Group Bank AG  | Erste Group Bank AG  | Erste Group Bank AG  |  |  |
|  | 0.250%, 09/14/29 | EUR | 400 | 420404 |
| BELGIUM — (1.4%) | BELGIUM — (1.4%) | BELGIUM — (1.4%) | BELGIUM — (1.4%) | BELGIUM — (1.4%) |
| Belfius Bank SA  | Belfius Bank SA  | Belfius Bank SA  |  |  |
|  | 3.750%, 01/22/29 | EUR | 1400 | 1658034 |
|  | 4.125%, 09/12/29 | EUR | 600 | 727378 |
|  | 3.375%, 05/28/30 | EUR | 3100 | 3618862 |
| Kingdom of Belgium <br> Government Bonds  | Kingdom of Belgium <br> Government Bonds  |  |  |  |
|  | 0.100%, 06/22/30 | EUR | 8000 | 8275943 |
| TOTAL BELGIUM | TOTAL BELGIUM |  |  | 14280217 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (3.9%) | CANADA — (3.9%) | CANADA — (3.9%) | CANADA — (3.9%) | CANADA — (3.9%) |
| Bank of Montreal  | Bank of Montreal  | Bank of Montreal  |  |  |
| (r) | SOFR + 0.620%, <br> FRN, 4.778%, <br> 09/15/26<br>|  | 310 | $310635 |
| (r) | SOFR + 1.160%, <br> FRN, 5.326%, <br> 12/11/26<br>|  | 1000 | 1009336 |
| Bank of Nova Scotia  | Bank of Nova Scotia  | Bank of Nova Scotia  |  |  |
| (r) | SOFR + 0.780%, <br> FRN, 4.974%, <br> 06/04/27<br>|  | 2904 | 2918044 |
|  | 3.500%, 04/17/29 | EUR | 120 | 142269 |
| Brookfield Finance, Inc.  | Brookfield Finance, Inc.  |  |  |  |
|  | 4.850%, 03/29/29 |  | 100 | 101748 |
| Canadian Imperial Bank of <br> Commerce  | Canadian Imperial Bank of <br> Commerce  |  |  |  |
|  | 3.807%, 07/09/29 | EUR | 1551 | 1851528 |
| Enbridge, Inc.  | Enbridge, Inc.  |  |  |  |
|  | 3.125%, 11/15/29 |  | 130 | 124194 |
| Export Development <br> Canada, SOFR + <br> 0.330%, FRN | Export Development <br> Canada, SOFR + <br> 0.330%, FRN |  |  |  |
| (r) | 4.398%, 08/01/28 |  | 2160 | 2162173 |
| Federation des Caisses <br> Desjardins du Quebec  | Federation des Caisses <br> Desjardins du Quebec  |  |  |  |
|  | 3.467%, 09/05/29 | EUR | 200 | 236200 |
| National Bank of Canada  | National Bank of Canada  | National Bank of Canada  |  |  |
|  | 5.296%, 11/03/25 | CAD | 6900 | 4919611 |
|  | 3.750%, 05/02/29 | EUR | 800 | 955199 |
| Province of Alberta  | Province of Alberta  |  |  |  |
|  | 2.050%, 06/01/30 | CAD | 900 | 619993 |
| Province of British <br> Columbia  | Province of British <br> Columbia  |  |  |  |
|  | 2.200%, 06/18/30 | CAD | 1600 | 1108609 |
| Province of Manitoba  | Province of Manitoba  |  |  |  |
|  | 2.050%, 06/02/30 | CAD | 200 | 137595 |
| Province of Ontario  | Province of Ontario  | Province of Ontario  |  |  |
|  | 1.550%, 11/01/29 | CAD | 3900 | 2654797 |
|  | 2.050%, 06/02/30 | CAD | 8800 | 6059768 |
| Royal Bank of Canada  | Royal Bank of Canada  | Royal Bank of Canada  |  |  |
| (r) | SOFR + 0.570%, <br> FRN, 4.647%, <br> 04/27/26<br>|  | 1200 | 1202066 |
| (r) | SOFR + 0.950%, <br> FRN, 5.040%, <br> 01/19/27<br>|  | 500 | 503303 |
| (r) | SOFR + 0.710%, <br> FRN, 4.797%, <br> 01/21/27<br>|  | 2121 | 2128921 |
|  | 2.125%, 04/26/29 | EUR | 172 | 194727 |
| Suncor Energy, Inc.  | Suncor Energy, Inc.  |  |  |  |
|  | 5.600%, 11/17/25 | CAD | 1200 | 856320 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| Toronto-Dominion Bank  | Toronto-Dominion Bank  | Toronto-Dominion Bank  |  |  |
| (r) | SOFR + 1.080%, <br> FRN, 5.173%, <br> 07/17/26<br>|  | 6635 | $6675013 |
|  | 4.994%, 04/05/29 |  | 130 | 133317 |
|  | 1.952%, 04/08/30 | EUR | 1980 | 2192141 |
| TOTAL CANADA | TOTAL CANADA |  |  | 39197507 |
| DENMARK — (1.4%) | DENMARK — (1.4%) | DENMARK — (1.4%) | DENMARK — (1.4%) | DENMARK — (1.4%) |
| Carlsberg Breweries AS  | Carlsberg Breweries AS  |  |  |  |
|  | 3.000%, 08/28/29 | EUR | 2307 | 2687591 |
| DSV Finance BV  | DSV Finance BV  | DSV Finance BV  |  |  |
|  | 3.500%, 06/26/29 | EUR | 120 | 141854 |
|  | 1.375%, 03/16/30 | EUR | 630 | 683815 |
| Kommunekredit  | Kommunekredit  |  |  |  |
| Δ | 0.000%, 11/17/29 | EUR | 1800 | 1882094 |
| Novo Nordisk Finance <br> Netherlands BV  | Novo Nordisk Finance <br> Netherlands BV  |  |  |  |
|  | 2.875%, 08/27/30 | EUR | 300 | 348598 |
| Nykredit Realkredit AS  | Nykredit Realkredit AS  | Nykredit Realkredit AS  |  |  |
|  | 3.875%, 07/09/29 | EUR | 1400 | 1671077 |
|  | 3.375%, 01/10/30 | EUR | 800 | 937606 |
|  | 3.625%, 07/24/30 | EUR | 3800 | 4482507 |
| Orsted AS  | Orsted AS  |  |  |  |
|  | 3.750%, 03/01/30 | EUR | 1100 | 1294408 |
| TOTAL DENMARK | TOTAL DENMARK |  |  | 14129550 |
| FINLAND — (2.8%) | FINLAND — (2.8%) | FINLAND — (2.8%) | FINLAND — (2.8%) | FINLAND — (2.8%) |
| Fingrid OYJ  | Fingrid OYJ  |  |  |  |
|  | 2.750%, 12/04/29 | EUR | 120 | 138666 |
| Finland Government Bonds  | Finland Government Bonds  |  |  |  |
| Δ | 0.000%, 09/15/30 | EUR | 2200 | 2254612 |
| Kuntarahoitus OYJ, SOFR <br> + 1.000%, FRN | Kuntarahoitus OYJ, SOFR <br> + 1.000%, FRN |  |  |  |
| (r) | 5.102%, 07/15/26 |  | 4000 | 4019440 |
| Neste OYJ  | Neste OYJ  |  |  |  |
|  | 3.750%, 03/20/30 | EUR | 4395 | 5213046 |
| Nordea Bank Abp  | Nordea Bank Abp  | Nordea Bank Abp  |  |  |
| (r)Ω | SOFR + 0.740%, <br> FRN, 4.872%, <br> 03/19/27<br>|  | 2896 | 2910356 |
|  | 2.750%, 05/02/30 | EUR | 4000 | 4615801 |
| OP Corporate Bank PLC  | OP Corporate Bank PLC  | OP Corporate Bank PLC  |  |  |
|  | 0.625%, 11/12/29 | EUR | 3340 | 3527135 |
|  | 2.875%, 11/27/29 | EUR | 2000 | 2326002 |
| Stora Enso OYJ  | Stora Enso OYJ  |  |  |  |
|  | 4.250%, 09/01/29 | EUR | 780 | 935006 |
| Teollisuuden Voima OYJ  | Teollisuuden Voima OYJ  |  |  |  |
|  | 4.750%, 06/01/30 | EUR | 1610 | 1981577 |
| TOTAL FINLAND | TOTAL FINLAND |  |  | 27921641 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FRANCE — (10.0%) | FRANCE — (10.0%) | FRANCE — (10.0%) | FRANCE — (10.0%) | FRANCE — (10.0%) |
| Abertis France SAS  | Abertis France SAS  | Abertis France SAS  |  |  |
|  | 3.375%, 04/21/29 | EUR | 1800 | $2104085 |
|  | 1.625%, 09/18/29 | EUR | 100 | 109454 |
| Aeroports de Paris SA  | Aeroports de Paris SA  |  |  |  |
|  | 2.750%, 04/02/30 | EUR | 2300 | 2634356 |
| Agence Francaise de <br> Developpement EPIC  | Agence Francaise de <br> Developpement EPIC  |  |  |  |
|  | 0.500%, 05/25/30 | EUR | 300 | 311706 |
| Alstom SA  | Alstom SA  |  |  |  |
| Δ | 0.000%, 01/11/29 | EUR | 500 | 530185 |
| APRR SA  | APRR SA  |  |  |  |
|  | 3.125%, 01/24/30 | EUR | 1300 | 1519156 |
| Ayvens SA  | Ayvens SA  |  |  |  |
|  | 3.875%, 07/16/29 | EUR | 2900 | 3466807 |
| Banque Federative du Credit <br> Mutuel SA  | Banque Federative du Credit <br> Mutuel SA  | Banque Federative du Credit <br> Mutuel SA  |  |  |
| (r)Ω | SOFR + 1.130%, <br> FRN, 5.211%, <br> 01/23/27<br>|  | 2250 | 2264951 |
| (r)Ω | SOFR + 1.070%, <br> FRN, 5.329%, <br> 02/16/28<br>|  | 3200 | 3221819 |
|  | 4.375%, 05/02/30 | EUR | 2000 | 2430963 |
| BNP Paribas SA  | BNP Paribas SA  | BNP Paribas SA  |  |  |
|  | 1.375%, 05/28/29 | EUR | 400 | 437794 |
|  | 3.625%, 09/01/29 | EUR | 100 | 118170 |
| Bouygues SA  | Bouygues SA  |  |  |  |
|  | 0.500%, 02/11/30 | EUR | 1100 | 1150750 |
| BPCE SA  | BPCE SA  | BPCE SA  |  |  |
|  | 3.875%, 01/11/29 | EUR | 600 | 713400 |
|  | 0.625%, 01/15/30 | EUR | 1000 | 1054928 |
| Caisse d'Amortissement de la <br> Dette Sociale  | Caisse d'Amortissement de la <br> Dette Sociale  | Caisse d'Amortissement de la <br> Dette Sociale  |  |  |
| Ω | 4.000%, 01/25/26 |  | 1300 | 1299432 |
|  | 0.600%, 11/25/29 | EUR | 6300 | 6720653 |
|  | 3.125%, 03/01/30 | EUR | 500 | 588671 |
|  | 2.875%, 05/25/30 | EUR | 11000 | 12810752 |
| Cie de Saint-Gobain SA  | Cie de Saint-Gobain SA  |  |  |  |
|  | 3.375%, 04/08/30 | EUR | 400 | 471259 |
| Credit Agricole SA  | Credit Agricole SA  | Credit Agricole SA  |  |  |
| (r)Ω | SOFR + 0.870%, <br> FRN, 5.036%, <br> 03/11/27<br>|  | 2000 | 2007930 |
|  | 4.125%, 03/07/30 | EUR | 500 | 608106 |
| Credit Mutuel Arkea SA  | Credit Mutuel Arkea SA  |  |  |  |
|  | 1.125%, 05/23/29 | EUR | 1200 | 1310013 |
| Electricite de France SA  | Electricite de France SA  |  |  |  |
|  | 4.625%, 04/26/30 | EUR | 400 | 494605 |
| Elis SA  | Elis SA  |  |  |  |
|  | 3.750%, 03/21/30 | EUR | 700 | 831522 |
| Engie SA  | Engie SA  |  |  |  |
|  | 3.625%, 01/11/30 | EUR | 300 | 356435 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| French Republic Government <br> Bonds OAT  | French Republic Government <br> Bonds OAT  | French Republic Government <br> Bonds OAT  |  |  |
|  | 2.750%, 02/25/30 | EUR | 1000 | $1162192 |
|  | 2.500%, 05/25/30 | EUR | 4800 | 5516675 |
| GELF Bond Issuer I SA  | GELF Bond Issuer I SA  |  |  |  |
|  | 1.125%, 07/18/29 | EUR | 400 | 431119 |
| ICADE  | ICADE  |  |  |  |
|  | 1.000%, 01/19/30 | EUR | 3100 | 3249671 |
| JCDecaux SE  | JCDecaux SE  |  |  |  |
|  | 1.625%, 02/07/30 | EUR | 1500 | 1638997 |
| Kering SA  | Kering SA  |  |  |  |
|  | 3.125%, 11/27/29 | EUR | 2100 | 2446464 |
| Klepierre SA  | Klepierre SA  | Klepierre SA  |  |  |
|  | 2.000%, 05/12/29 | EUR | 100 | 112103 |
|  | 0.625%, 07/01/30 | EUR | 5500 | 5721661 |
| La Banque Postale SA  | La Banque Postale SA  | La Banque Postale SA  |  |  |
|  | 4.375%, 01/17/30 | EUR | 600 | 730396 |
|  | 3.500%, 06/13/30 | EUR | 600 | 711013 |
| LVMH Moet Hennessy Louis <br> Vuitton SE  | LVMH Moet Hennessy Louis <br> Vuitton SE  | LVMH Moet Hennessy Louis <br> Vuitton SE  |  |  |
|  | 3.250%, 09/07/29 | EUR | 200 | 236500 |
|  | 3.375%, 02/05/30 | EUR | 400 | 476008 |
| Pernod Ricard SA  | Pernod Ricard SA  | Pernod Ricard SA  |  |  |
|  | 0.125%, 10/04/29 | EUR | 300 | 312562 |
|  | 1.750%, 04/08/30 | EUR | 1000 | 1100753 |
| Praemia Healthcare SACA  | Praemia Healthcare SACA  | Praemia Healthcare SACA  |  |  |
|  | 0.875%, 11/04/29 | EUR | 1600 | 1693701 |
|  | 1.375%, 09/17/30 | EUR | 2800 | 2944826 |
| RCI Banque SA  | RCI Banque SA  | RCI Banque SA  |  |  |
|  | 3.375%, 07/26/29 | EUR | 2147 | 2494891 |
|  | 4.875%, 10/02/29 | EUR | 2120 | 2588349 |
|  | 3.375%, 06/06/30 | EUR | 1500 | 1736611 |
| SFIL SA  | SFIL SA  |  |  |  |
|  | 3.125%, 09/17/29 | EUR | 2500 | 2929061 |
| SNCF Reseau  | SNCF Reseau  |  |  |  |
|  | 1.125%, 05/25/30 | EUR | 300 | 320874 |
| Societe Generale SA  | Societe Generale SA  | Societe Generale SA  |  |  |
| (r)Ω | SOFR + 1.100%, <br> FRN, 5.350%, <br> 02/19/27<br>|  | 2400 | 2406964 |
|  | 0.875%, 09/24/29 | EUR | 700 | 747548 |
| Suez SACA  | Suez SACA  |  |  |  |
|  | 2.375%, 05/24/30 | EUR | 5900 | 6629961 |
| Unibail-Rodamco-Westfield SE  | Unibail-Rodamco-Westfield SE  | Unibail-Rodamco-Westfield SE  |  |  |
|  | 3.500%, 09/11/29 | EUR | 200 | 235009 |
|  | 1.375%, 04/15/30 | EUR | 313 | 337377 |
| Veolia Environnement SA  | Veolia Environnement SA  |  |  |  |
|  | 1.940%, 01/07/30 | EUR | 2000 | 2225814 |
| WEA Finance LLC  | WEA Finance LLC  |  |  |  |
| Ω | 4.125%, 09/20/28 |  | 500 | 495013 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | 101200015 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (7.1%) | GERMANY — (7.1%) | GERMANY — (7.1%) | GERMANY — (7.1%) | GERMANY — (7.1%) |
| Bayer AG  | Bayer AG  | Bayer AG  |  |  |
|  | 4.250%, 08/26/29 | EUR | 170 | $205667 |
|  | 1.125%, 01/06/30 | EUR | 1000 | 1070267 |
| Bayer Capital Corp. BV  | Bayer Capital Corp. BV  |  |  |  |
|  | 2.125%, 12/15/29 | EUR | 200 | 223581 |
| Bayer U.S. Finance LLC  | Bayer U.S. Finance LLC  |  |  |  |
| Ω | 6.250%, 01/21/29 |  | 500 | 525218 |
| Bayerische <br> Landesbodenkreditanstalt  | Bayerische <br> Landesbodenkreditanstalt  |  |  |  |
|  | 2.375%, 05/07/30 | EUR | 706 | 809359 |
| BMW International <br> Investment BV  | BMW International <br> Investment BV  |  |  |  |
|  | 3.125%, 08/27/30 | EUR | 3300 | 3856265 |
| BMW U.S. Capital LLC, <br> SOFR + 0.550%, FRN | BMW U.S. Capital LLC, <br> SOFR + 0.550%, FRN |  |  |  |
| (r)Ω | 4.664%, 04/02/26 |  | 1000 | 1001050 |
| Continental AG  | Continental AG  |  |  |  |
|  | 3.500%, 10/01/29 | EUR | 1035 | 1224151 |
| Daimler Truck Finance <br> North America LLC, <br> SOFR + 0.960%, FRN | Daimler Truck Finance <br> North America LLC, <br> SOFR + 0.960%, FRN |  |  |  |
| (r)Ω | 5.088%, 09/25/27 |  | 3000 | 3011580 |
| Daimler Truck International <br> Finance BV  | Daimler Truck International <br> Finance BV  |  |  |  |
|  | 3.875%, 06/19/29 | EUR | 300 | 359945 |
| Deutsche Bahn AG  | Deutsche Bahn AG  |  |  |  |
|  | 1.875%, 05/24/30 | EUR | 300 | 336141 |
| Deutsche Boerse AG  | Deutsche Boerse AG  |  |  |  |
|  | 3.750%, 09/28/29 | EUR | 300 | 359948 |
| Deutsche Lufthansa AG  | Deutsche Lufthansa AG  | Deutsche Lufthansa AG  |  |  |
|  | 3.500%, 07/14/29 | EUR | 700 | 823310 |
|  | 4.000%, 05/21/30 | EUR | 300 | 360967 |
| Deutsche Post AG  | Deutsche Post AG  |  |  |  |
|  | 3.000%, 03/24/30 | EUR | 3072 | 3588222 |
| E.ON SE  | E.ON SE  |  |  |  |
|  | 3.125%, 03/05/30 | EUR | 460 | 540284 |
| EnBW International <br> Finance BV  | EnBW International <br> Finance BV  |  |  |  |
|  | 3.000%, 05/20/29 | EUR | 300 | 350003 |
| Fresenius Medical Care AG  | Fresenius Medical Care AG  | Fresenius Medical Care AG  |  |  |
|  | 1.250%, 11/29/29 | EUR | 267 | 290152 |
|  | 1.500%, 05/29/30 | EUR | 2096 | 2270658 |
| Fresenius Medical Care <br> U.S. Finance III, Inc.  | Fresenius Medical Care <br> U.S. Finance III, Inc.  |  |  |  |
| Ω | 3.750%, 06/15/29 |  | 500 | 487084 |
| Fresenius SE & Co. KGaA  | Fresenius SE & Co. KGaA  |  |  |  |
|  | 5.000%, 11/28/29 | EUR | 600 | 746658 |
| Grand City Properties SA  | Grand City Properties SA  |  |  |  |
|  | 4.375%, 01/09/30 | EUR | 4900 | 5889252 |
| Heidelberg Materials <br> Finance Luxembourg SA  | Heidelberg Materials <br> Finance Luxembourg SA  |  |  |  |
|  | 3.000%, 07/10/30 | EUR | 6100 | 7075734 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| HOCHTIEF AG  | HOCHTIEF AG  |  |  |  |
|  | 4.250%, 05/31/30 | EUR | 1500 | $1816173 |
| HOWOGE <br> Wohnungsbaugesellschaft <br> GmbH  | HOWOGE <br> Wohnungsbaugesellschaft <br> GmbH  |  |  |  |
|  | 3.875%, 06/05/30 | EUR | 2500 | 2981837 |
| Infineon Technologies AG  | Infineon Technologies AG  |  |  |  |
|  | 2.875%, 02/13/30 | EUR | 1200 | 1388366 |
| Investitionsbank Berlin  | Investitionsbank Berlin  |  |  |  |
|  | 2.500%, 05/20/30 | EUR | 2000 | 2303074 |
| Knorr-Bremse AG  | Knorr-Bremse AG  |  |  |  |
|  | 3.000%, 09/30/29 | EUR | 600 | 697988 |
| Kreditanstalt fuer Wiederaufbau  | Kreditanstalt fuer Wiederaufbau  | Kreditanstalt fuer Wiederaufbau  |  |  |
|  | 0.625%, 01/22/26 |  | 3800 | 3772030 |
|  | 0.375%, 04/23/30 | EUR | 580 | 612708 |
| Δ | 0.000%, 09/17/30 | EUR | 750 | 770699 |
| Landwirtschaftliche <br> Rentenbank  | Landwirtschaftliche <br> Rentenbank  |  |  |  |
| Δ | 0.000%, 11/27/29 | EUR | 1000 | 1047825 |
| Mercedes-Benz Finance <br> North America LLC, <br> SOFR + 0.670%, FRN | Mercedes-Benz Finance <br> North America LLC, <br> SOFR + 0.670%, FRN |  |  |  |
| (r)Ω | 4.780%, 01/09/26 |  | 4000 | 4002253 |
| Mercedes-Benz Group AG  | Mercedes-Benz Group AG  |  |  |  |
|  | 0.750%, 09/10/30 | EUR | 4800 | 5047182 |
| NRW Bank  | NRW Bank  |  |  |  |
|  | 1.050%, 03/31/26 | AUD | 2800 | 1810587 |
| Siemens <br> Financieringsmaatschappij <br> NV  | Siemens <br> Financieringsmaatschappij <br> NV  |  |  |  |
|  | 2.750%, 09/09/30 | EUR | 100 | 116346 |
| Sixt SE  | Sixt SE  |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 600 | 698973 |
| State of Lower Saxony  | State of Lower Saxony  |  |  |  |
|  | 0.125%, 01/10/30 | EUR | 382 | 400080 |
| State of <br> Rhineland-Palatinate  | State of <br> Rhineland-Palatinate  |  |  |  |
|  | 0.050%, 01/23/30 | EUR | 1000 | 1042781 |
| State of Saxony-Anhalt  | State of Saxony-Anhalt  |  |  |  |
|  | 2.450%, 02/13/30 | EUR | 205 | 236290 |
| Traton Finance <br> Luxembourg SA  | Traton Finance <br> Luxembourg SA  |  |  |  |
|  | 3.750%, 03/27/30 | EUR | 4400 | 5181493 |
| Vier Gas Transport GmbH  | Vier Gas Transport GmbH  |  |  |  |
|  | 0.125%, 09/10/29 | EUR | 900 | 936173 |
| Volkswagen Financial <br> Services AG  | Volkswagen Financial <br> Services AG  |  |  |  |
|  | 3.625%, 05/19/29 | EUR | 400 | 470115 |
| Volkswagen Group of America <br> Finance LLC  | Volkswagen Group of America <br> Finance LLC  | Volkswagen Group of America <br> Finance LLC  |  |  |
| Ω | 5.250%, 03/22/29 |  | 400 | 408145 |
| Ω | 4.950%, 08/15/29 |  | 600 | 606872 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| Vonovia SE  | Vonovia SE  |  |  |  |
|  | 2.125%, 03/22/30 | EUR | 400 | $446109 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | 72199595 |
| IRELAND — (0.4%) | IRELAND — (0.4%) | IRELAND — (0.4%) | IRELAND — (0.4%) | IRELAND — (0.4%) |
| AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  | AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  | AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  |  |  |
|  | 1.750%, 01/30/26 |  | 2700 | 2683033 |
|  | 4.450%, 04/03/26 |  | 150 | 150055 |
| Dell Bank International <br> DAC  | Dell Bank International <br> DAC  |  |  |  |
|  | 3.625%, 06/24/29 | EUR | 1210 | 1430817 |
| TOTAL IRELAND | TOTAL IRELAND |  |  | 4263905 |
| ITALY — (1.4%) | ITALY — (1.4%) | ITALY — (1.4%) | ITALY — (1.4%) | ITALY — (1.4%) |
| AMCO - Asset <br> Management Co. SpA  | AMCO - Asset <br> Management Co. SpA  |  |  |  |
|  | 3.250%, 04/02/30 | EUR | 3000 | 3508103 |
| Autostrade per l'Italia SpA  | Autostrade per l'Italia SpA  |  |  |  |
|  | 1.875%, 09/26/29 | EUR | 520 | 580733 |
| Banco BPM SpA  | Banco BPM SpA  |  |  |  |
|  | 3.375%, 01/21/30 | EUR | 400 | 470308 |
| Cassa Depositi e Prestiti <br> SpA  | Cassa Depositi e Prestiti <br> SpA  |  |  |  |
|  | 3.625%, 01/13/30 | EUR | 1100 | 1309150 |
| Eni SpA  | Eni SpA  |  |  |  |
|  | 0.625%, 01/23/30 | EUR | 800 | 845687 |
| ERG SpA  | ERG SpA  |  |  |  |
|  | 4.125%, 07/03/30 | EUR | 2100 | 2536214 |
| Iccrea Banca SpA  | Iccrea Banca SpA  |  |  |  |
|  | 3.375%, 01/30/30 | EUR | 150 | 175744 |
| Intesa Sanpaolo SpA  | Intesa Sanpaolo SpA  |  |  |  |
|  | 5.250%, 01/13/30 | EUR | 1460 | 1845918 |
| Italgas SpA  | Italgas SpA  | Italgas SpA  |  |  |
|  | 2.875%, 03/06/30 | EUR | 200 | 230867 |
|  | 0.875%, 04/24/30 | EUR | 490 | 520019 |
| Snam SpA  | Snam SpA  | Snam SpA  |  |  |
| Δ | 0.000%, 12/07/28 | EUR | 150 | 159986 |
|  | 4.000%, 11/27/29 | EUR | 1370 | 1654034 |
| Terna - Rete Elettrica <br> Nazionale  | Terna - Rete Elettrica <br> Nazionale  |  |  |  |
|  | 1.000%, 10/11/28 | EUR | 100 | 110700 |
| TOTAL ITALY | TOTAL ITALY |  |  | 13947463 |
| JAPAN — (2.6%) | JAPAN — (2.6%) | JAPAN — (2.6%) | JAPAN — (2.6%) | JAPAN — (2.6%) |
| Japan Government Five Year <br> Bonds  | Japan Government Five Year <br> Bonds  | Japan Government Five Year <br> Bonds  |  |  |
|  | 0.005%, 06/20/26 | JPY | 200000 | 1292570 |
|  | 0.005%, 09/20/26 | JPY | 410000 | 2643943 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| Japan Government Two <br> Year Bonds  | Japan Government Two <br> Year Bonds  |  |  |  |
|  | 0.400%, 07/01/26 | JPY | 245000 | $1587166 |
| JT International Financial <br> Services BV  | JT International Financial <br> Services BV  |  |  |  |
|  | 1.000%, 11/26/29 | EUR | 400 | 429555 |
| Mizuho Financial Group, Inc.  | Mizuho Financial Group, Inc.  | Mizuho Financial Group, Inc.  |  |  |
|  | 0.402%, 09/06/29 | EUR | 1000 | 1057326 |
|  | 0.797%, 04/15/30 | EUR | 4350 | 4579547 |
| Nomura Holdings, Inc.  | Nomura Holdings, Inc.  | Nomura Holdings, Inc.  |  |  |
|  | 1.653%, 07/14/26 |  | 4587 | 4511062 |
| (r) | SOFR + 1.250%, <br> FRN, 5.513%, <br> 07/02/27<br>|  | 2700 | 2721778 |
| NTT Finance Corp.  | NTT Finance Corp.  |  |  |  |
|  | 0.342%, 03/03/30 | EUR | 1600 | 1661227 |
| ORIX Corp.  | ORIX Corp.  |  |  |  |
|  | 3.780%, 05/29/29 | EUR | 500 | 592005 |
| Sumitomo Mitsui Financial <br> Group, Inc.  | Sumitomo Mitsui Financial <br> Group, Inc.  | Sumitomo Mitsui Financial <br> Group, Inc.  |  |  |
| (r) | SOFR + 1.170%, <br> FRN, 5.441%, <br> 07/09/29<br>|  | 900 | 909178 |
|  | 0.632%, 10/23/29 | EUR | 940 | 998717 |
| Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 0.980%, FRN | Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 0.980%, FRN |  |  |  |
| (r)Ω | 5.257%, 09/10/27 |  | 1600 | 1616091 |
| Toyota Motor Finance <br> Netherlands BV  | Toyota Motor Finance <br> Netherlands BV  |  |  |  |
|  | 3.125%, 07/11/29 | EUR | 1500 | 1754347 |
| TOTAL JAPAN | TOTAL JAPAN |  |  | 26354512 |
| LUXEMBOURG — (1.4%) | LUXEMBOURG — (1.4%) | LUXEMBOURG — (1.4%) | LUXEMBOURG — (1.4%) | LUXEMBOURG — (1.4%) |
| ArcelorMittal SA  | ArcelorMittal SA  |  |  |  |
|  | 3.125%, 12/13/28 | EUR | 1300 | 1511468 |
| Eurofins Scientific SE  | Eurofins Scientific SE  |  |  |  |
|  | 4.000%, 07/06/29 | EUR | 2360 | 2812890 |
| European Financial Stability <br> Facility  | European Financial Stability <br> Facility  | European Financial Stability <br> Facility  |  |  |
|  | 0.125%, 03/18/30 | EUR | 340 | 354707 |
|  | 2.625%, 05/07/30 | EUR | 5300 | 6149576 |
| SELP Finance SARL  | SELP Finance SARL  |  |  |  |
|  | 0.875%, 05/27/29 | EUR | 3320 | 3562263 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  |  | 14390904 |
| NETHERLANDS — (5.0%) | NETHERLANDS — (5.0%) | NETHERLANDS — (5.0%) | NETHERLANDS — (5.0%) | NETHERLANDS — (5.0%) |
| ABN AMRO Bank NV  | ABN AMRO Bank NV  | ABN AMRO Bank NV  |  |  |
|  | 2.750%, 06/04/29 | EUR | 200 | 231963 |
|  | 0.500%, 09/23/29 | EUR | 600 | 633710 |
|  | 3.125%, 01/21/30 | EUR | 500 | 587842 |
|  | 4.250%, 02/21/30 | EUR | 4800 | 5839369 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
| ASN Bank NV  | ASN Bank NV  |  |  |  |
|  | 4.875%, 03/07/30 | EUR | 2300 | $2841794 |
| BNG Bank NV  | BNG Bank NV  | BNG Bank NV  |  |  |
|  | 0.100%, 01/15/30 | EUR | 200 | 209140 |
|  | 2.500%, 05/21/30 | EUR | 8300 | 9568662 |
| Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  |  |  |
| (r) | SOFR + 0.710%, <br> FRN, 4.812%, <br> 01/09/26<br>|  | 6000 | 6005790 |
| (r) | SOFR + 0.620%, <br> FRN, 4.838%, <br> 08/28/26<br>|  | 1000 | 1002600 |
| (r) | SOFR + 0.900%, <br> FRN, 5.010%, <br> 10/05/26<br>|  | 300 | 301563 |
| (r) | 3M Swap + 0.870%, <br> FRN, 4.418%, <br> 02/26/27<br>| AUD | 3800 | 2499393 |
| (r) | SOFR + 0.710%, <br> FRN, 4.900%, <br> 03/05/27<br>|  | 3500 | 3518592 |
| (r) | 3M Swap + 1.180%, <br> FRN, 4.670%, <br> 01/19/28<br>| AUD | 500 | 331125 |
| (r) | 3M Swap + 1.150%, <br> FRN, 4.722%, <br> 11/21/28<br>| AUD | 2500 | 1658994 |
| (r) | 3M Swap + 1.030%, <br> FRN, 4.578%, <br> 02/26/29<br>| AUD | 1100 | 727446 |
| JDE Peet's NV  | JDE Peet's NV  |  |  |  |
|  | 4.125%, 01/23/30 | EUR | 610 | 732270 |
| Koninklijke Philips NV  | Koninklijke Philips NV  |  |  |  |
|  | 3.250%, 05/23/30 | EUR | 5600 | 6546997 |
| NIBC Bank NV  | NIBC Bank NV  |  |  |  |
|  | 3.500%, 06/05/30 | EUR | 1700 | 1989130 |
| Sandoz Finance BV  | Sandoz Finance BV  | Sandoz Finance BV  |  |  |
|  | 3.250%, 09/12/29 | EUR | 300 | 351886 |
|  | 4.220%, 04/17/30 | EUR | 1100 | 1337907 |
| Stedin Holding NV  | Stedin Holding NV  | Stedin Holding NV  |  |  |
|  | 0.500%, 11/14/29 | EUR | 560 | 592159 |
|  | 2.375%, 06/03/30 | EUR | 2600 | 2942572 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | 50450904 |
| NEW ZEALAND — (2.7%) | NEW ZEALAND — (2.7%) | NEW ZEALAND — (2.7%) | NEW ZEALAND — (2.7%) | NEW ZEALAND — (2.7%) |
| New Zealand Government <br> Bonds  | New Zealand Government <br> Bonds  |  |  |  |
|  | 4.500%, 05/15/30 | NZD | 43000 | 25878426 |
| New Zealand Local Government <br> Funding Agency Bonds  | New Zealand Local Government <br> Funding Agency Bonds  | New Zealand Local Government <br> Funding Agency Bonds  |  |  |
|  | 1.500%, 04/20/29 | NZD | 500 | 269823 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |
|  | 4.500%, 05/15/30 | NZD | 2300 | $1370447 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | 27518696 |
| NORWAY — (1.7%) | NORWAY — (1.7%) | NORWAY — (1.7%) | NORWAY — (1.7%) | NORWAY — (1.7%) |
| Kommunalbanken AS  | Kommunalbanken AS  | Kommunalbanken AS  |  |  |
| (r)Ω | SOFR + 1.000%, <br> FRN, 5.162%, <br> 06/17/26<br>|  | 6000 | 6027232 |
| (r) | SOFR + 1.000%, <br> FRN, 5.162%, <br> 06/17/26<br>|  | 5000 | 5022693 |
| (r)Ω | SOFR + 0.400%, <br> FRN, 4.618%, <br> 03/03/28<br>|  | 5000 | 5009498 |
| Statnett SF  | Statnett SF  |  |  |  |
|  | 1.250%, 04/26/30 | EUR | 600 | 645472 |
| Var Energi ASA  | Var Energi ASA  |  |  |  |
|  | 5.500%, 05/04/29 | EUR | 190 | 235220 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | 16940115 |
| SINGAPORE — (1.1%) | SINGAPORE — (1.1%) | SINGAPORE — (1.1%) | SINGAPORE — (1.1%) | SINGAPORE — (1.1%) |
| DBS Group Holdings Ltd., <br> SOFR + 0.600%, FRN | DBS Group Holdings Ltd., <br> SOFR + 0.600%, FRN |  |  |  |
| (r)Ω | 4.858%, 03/21/28 |  | 10000 | 10040933 |
| Temasek Financial I Ltd., <br> SOFR + 0.380%, FRN | Temasek Financial I Ltd., <br> SOFR + 0.380%, FRN |  |  |  |
| (r)Ω | 4.676%, 08/20/27 |  | 1560 | 1560577 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | 11601510 |
| SPAIN — (2.2%) | SPAIN — (2.2%) | SPAIN — (2.2%) | SPAIN — (2.2%) | SPAIN — (2.2%) |
| Abertis Infraestructuras SA  | Abertis Infraestructuras SA  |  |  |  |
|  | 3.125%, 07/07/30 | EUR | 4100 | 4733965 |
| Acciona Energia <br> Financiacion Filiales SA  | Acciona Energia <br> Financiacion Filiales SA  |  |  |  |
|  | 3.750%, 04/25/30 | EUR | 3400 | 4045788 |
| Amadeus IT Group SA  | Amadeus IT Group SA  |  |  |  |
|  | 3.375%, 03/25/30 | EUR | 300 | 351965 |
| Banco Bilbao Vizcaya Argentaria <br> SA  | Banco Bilbao Vizcaya Argentaria <br> SA  | Banco Bilbao Vizcaya Argentaria <br> SA  |  |  |
|  | 4.375%, 10/14/29 | EUR | 100 | 122625 |
|  | 3.125%, 07/15/30 | EUR | 1000 | 1162093 |
| Banco Santander SA  | Banco Santander SA  |  |  |  |
|  | 3.875%, 04/22/29 | EUR | 4100 | 4897920 |
| Cellnex Telecom SA  | Cellnex Telecom SA  |  |  |  |
|  | 1.875%, 06/26/29 | EUR | 400 | 446584 |
| Colonial SFL Socimi SA  | Colonial SFL Socimi SA  |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 600 | 697428 |
| Criteria Caixa SA  | Criteria Caixa SA  |  |  |  |
|  | 3.500%, 10/02/29 | EUR | 2100 | 2477682 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
| Werfen SA  | Werfen SA  |  |  |  |
|  | 4.250%, 05/03/30 | EUR | 2600 | $3136714 |
| TOTAL SPAIN | TOTAL SPAIN |  |  | 22072764 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (9.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (9.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (9.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (9.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (9.4%) |
| Asian Development Bank  | Asian Development Bank  | Asian Development Bank  |  |  |
| (r) | SOFR + 1.000%, <br> FRN, 5.166%, <br> 06/16/26<br>|  | 3200 | 3215584 |
| (r) | SOFR + 0.300%, <br> FRN, 4.441%, <br> 06/20/28<br>|  | 4600 | 4599109 |
| Asian Infrastructure Investment <br> Bank  | Asian Infrastructure Investment <br> Bank  | Asian Infrastructure Investment <br> Bank  |  |  |
|  | 0.500%, 01/27/26 |  | 500 | 495890 |
|  | 1.000%, 05/06/26 | AUD | 200 | 128932 |
| (r) | SOFR + 0.620%, <br> FRN, 4.896%, <br> 08/16/27<br>|  | 1000 | 1006141 |
| Council of Europe <br> Development Bank  | Council of Europe <br> Development Bank  |  |  |  |
|  | 0.050%, 01/21/30 | EUR | 200 | 208588 |
| European Bank for <br> Reconstruction & <br> Development  | European Bank for <br> Reconstruction & <br> Development  | European Bank for <br> Reconstruction & <br> Development  |  |  |
|  | 0.500%, 01/28/26 |  | 300 | 297526 |
| (r) | SOFR + 0.330%, <br> FRN, 4.590%, <br> 02/20/28<br>|  | 4050 | 4053883 |
| (r) | SOFR + 0.300%, <br> FRN, 4.559%, <br> 02/16/29<br>|  | 5360 | 5355009 |
| European Investment Bank  | European Investment Bank  | European Investment Bank  |  |  |
| (r) | SOFR + 0.320%, <br> FRN, 4.603%, <br> 08/14/29<br>|  | 1700 | 1701189 |
|  | 4.000%, 04/15/30 | EUR | 2400 | 2955216 |
| European Union  | European Union  | European Union  |  |  |
|  | 2.875%, 10/05/29 | EUR | 3600 | 4229199 |
|  | 1.625%, 12/04/29 | EUR | 8600 | 9631476 |
| Inter-American Development <br> Bank  | Inter-American Development <br> Bank  | Inter-American Development <br> Bank  |  |  |
| (r) | SOFR + 0.170%, <br> FRN, 4.336%, <br> 09/16/26<br>|  | 1100 | 1100033 |
| (r) | SOFR + 0.280%, <br> FRN, 4.384%, <br> 04/12/27<br>|  | 127 | 127111 |
| (r) | SOFR + 0.350%, <br> FRN, 4.466%, <br> 10/04/27<br>|  | 9400 | 9415881 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
| (r) | SOFR + 0.350%, <br> FRN, 4.466%, <br> 10/05/28<br>|  | 6100 | $6105175 |
| (r) | SOFR + 0.370%, <br> FRN, 4.438%, <br> 08/01/29<br>|  | 9800 | 9802094 |
| (r) | SOFR + 0.390%, <br> FRN, 4.560%, <br> 03/13/30<br>|  | 2500 | 2497619 |
| International Bank for <br> Reconstruction & <br> Development  | International Bank for <br> Reconstruction & <br> Development  | International Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | SOFR + 0.280%, <br> FRN, 4.525%, <br> 02/23/27<br>|  | 5115 | 5120933 |
| (r) | SOFR + 0.270%, <br> FRN, 4.440%, <br> 06/15/27<br>|  | 4000 | 4002485 |
| (r) | SOFR + 0.430%, <br> FRN, 4.694%, <br> 08/19/27<br>|  | 9414 | 9449208 |
| (r) | SOFR + 0.300%, <br> FRN, 4.387%, <br> 01/24/29<br>|  | 230 | 229457 |
| Δ | 0.000%, 02/21/30 | EUR | 1100 | 1144071 |
| International Development <br> Association  | International Development <br> Association  |  |  |  |
|  | 2.500%, 05/28/30 | EUR | 1700 | 1960685 |
| International Finance Corp.  | International Finance Corp.  | International Finance Corp.  |  |  |
| (r) | SOFR + 0.310%, <br> FRN, 4.590%, <br> 08/28/28<br>|  | 4580 | 4580620 |
| (r) | SOFR + 0.360%, <br> FRN, 4.596%, <br> 08/28/29<br>|  | 2430 | 2428714 |
| TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS | TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS |  |  | 95841828 |
| SWEDEN — (3.5%) | SWEDEN — (3.5%) | SWEDEN — (3.5%) | SWEDEN — (3.5%) | SWEDEN — (3.5%) |
| Autoliv, Inc.  | Autoliv, Inc.  |  |  |  |
|  | 3.625%, 08/07/29 | EUR | 1710 | 2023559 |
| Castellum Helsinki Finance <br> Holding Abp  | Castellum Helsinki Finance <br> Holding Abp  |  |  |  |
|  | 0.875%, 09/17/29 | EUR | 200 | 212644 |
| Electrolux AB  | Electrolux AB  |  |  |  |
|  | 2.500%, 05/18/30 | EUR | 4500 | 5027432 |
| Lansforsakringar Bank AB  | Lansforsakringar Bank AB  |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 1120 | 1311925 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| Molnlycke Holding AB  | Molnlycke Holding AB  |  |  |  |
|  | 0.875%, 09/05/29 | EUR | 100 | $106879 |
| SBAB Bank AB  | SBAB Bank AB  |  |  |  |
|  | 3.250%, 02/06/30 | EUR | 600 | 707568 |
| Securitas Treasury Ireland <br> DAC  | Securitas Treasury Ireland <br> DAC  |  |  |  |
|  | 3.875%, 02/23/30 | EUR | 1654 | 1969136 |
| Skandinaviska Enskilda Banken <br> AB  | Skandinaviska Enskilda Banken <br> AB  | Skandinaviska Enskilda Banken <br> AB  |  |  |
|  | 4.375%, 11/06/28 | EUR | 750 | 909604 |
|  | 3.375%, 03/19/30 | EUR | 6700 | 7878777 |
| Svensk Exportkredit AB  | Svensk Exportkredit AB  | Svensk Exportkredit AB  |  |  |
| (r) | SOFR + 1.000%, <br> FRN, 5.069%, <br> 08/03/26<br>|  | 3550 | 3570555 |
| (r) | SOFR + 1.000%, <br> FRN, 5.308%, <br> 05/05/27<br>|  | 5000 | 5061352 |
| Svenska Handelsbanken AB  | Svenska Handelsbanken AB  | Svenska Handelsbanken AB  |  |  |
| (r)Ω | SOFR + 1.250%, <br> FRN, 5.408%, <br> 06/15/26<br>|  | 500 | 503310 |
|  | 1.375%, 02/23/29 | EUR | 170 | 188050 |
| Swedbank AB  | Swedbank AB  | Swedbank AB  |  |  |
|  | 2.875%, 04/30/29 | EUR | 700 | 810482 |
|  | 3.250%, 09/24/29 | EUR | 460 | 539674 |
| Tele2 AB  | Tele2 AB  |  |  |  |
|  | 3.750%, 11/22/29 | EUR | 300 | 357470 |
| Volvo Treasury AB  | Volvo Treasury AB  | Volvo Treasury AB  |  |  |
|  | 3.125%, 08/26/29 | EUR | 710 | 828909 |
|  | 3.000%, 05/20/30 | EUR | 3000 | 3477235 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | 35484561 |
| SWITZERLAND — (1.0%) | SWITZERLAND — (1.0%) | SWITZERLAND — (1.0%) | SWITZERLAND — (1.0%) | SWITZERLAND — (1.0%) |
| ABB Finance BV  | ABB Finance BV  |  |  |  |
| Δ | 0.000%, 01/19/30 | EUR | 1360 | 1401121 |
| Firmenich Productions <br> Participations SAS  | Firmenich Productions <br> Participations SAS  |  |  |  |
|  | 1.750%, 04/30/30 | EUR | 1150 | 1266465 |
| Sika Capital BV  | Sika Capital BV  |  |  |  |
|  | 3.750%, 05/03/30 | EUR | 670 | 802487 |
| Swiss Life Finance I AG  | Swiss Life Finance I AG  |  |  |  |
|  | 3.250%, 08/31/29 | EUR | 600 | 702020 |
| UBS AG  | UBS AG  |  |  |  |
|  | 0.010%, 03/31/26 | EUR | 1270 | 1451169 |
| UBS Group AG  | UBS Group AG  |  |  |  |
| Ω | 4.125%, 04/15/26 |  | 5000 | 5000207 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  |  | 10623469 |
| UNITED KINGDOM — (3.9%) | UNITED KINGDOM — (3.9%) | UNITED KINGDOM — (3.9%) | UNITED KINGDOM — (3.9%) | UNITED KINGDOM — (3.9%) |
| Barclays PLC  | Barclays PLC  |  |  |  |
|  | 4.375%, 01/12/26 |  | 1400 | 1399866 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| BAT International Finance PLC  | BAT International Finance PLC  |  |  |
| 1.668%, 03/25/26 |  | 300 | $296895 |
| 2.250%, 01/16/30 | EUR | 1630 | 1828017 |
| Cadent Finance PLC  | Cadent Finance PLC  |  |  |
| 4.250%, 07/05/29 | EUR | 200 | 242402 |
| 0.625%, 03/19/30 | EUR | 4000 | 4174809 |
| CK Hutchison Europe <br> Finance 21 Ltd.  |  |  |  |
| 0.750%, 11/02/29 | EUR | 900 | 953079 |
| CNH Industrial Finance <br> Europe SA  |  |  |  |
| 1.625%, 07/03/29 | EUR | 170 | 188898 |
| Lloyds Bank Corporate <br> Markets PLC  |  |  |  |
| 3.250%, 03/24/30 | EUR | 5020 | 5896060 |
| Motability Operations Group <br> PLC  | Motability Operations Group <br> PLC  |  |  |
| 3.625%, 07/24/29 | EUR | 1000 | 1183148 |
| 4.000%, 01/17/30 | EUR | 4700 | 5624716 |
| National Gas Transmission <br> PLC  |  |  |  |
| 4.250%, 04/05/30 | EUR | 100 | 121002 |
| National Grid PLC  |  |  |  |
| 0.553%, 09/18/29 | EUR | 900 | 951534 |
| Nationwide Building Society  | Nationwide Building Society  |  |  |
| 3.250%, 09/05/29 | EUR | 600 | 703726 |
| 3.000%, 03/03/30 | EUR | 5909 | 6860180 |
| NatWest Group PLC  |  |  |  |
| 4.800%, 04/05/26 |  | 668 | 669493 |
| NatWest Markets PLC  |  |  |  |
| 3.125%, 01/10/30 | EUR | 3120 | 3639240 |
| Reckitt Benckiser Treasury <br> Services PLC  |  |  |  |
| 3.625%, 06/20/29 | EUR | 1900 | 2260110 |
| Santander U.K. PLC  |  |  |  |
| 3.346%, 03/25/30 | EUR | 800 | 937339 |
| Sky Ltd.  |  |  |  |
| 2.250%, 11/17/25 | EUR | 300 | 345792 |
| SSE PLC  |  |  |  |
| 2.875%, 08/01/29 | EUR | 120 | 139357 |
| WPP Finance 2013  |  |  |  |
| 3.625%, 09/12/29 | EUR | 750 | 881706 |
| TOTAL UNITED <br> KINGDOM |  |  | 39297369 |
| UNITED STATES — (21.4%) | UNITED STATES — (21.4%) | UNITED STATES — (21.4%) | UNITED STATES — (21.4%) |
| 3M Co.  |  |  |  |
| 1.750%, 05/15/30 | EUR | 1700 | 1865233 |
| Albemarle New Holding <br> GmbH  |  |  |  |
| 1.625%, 11/25/28 | EUR | 300 | 335485 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| American Express Co.  | American Express Co.  | American Express Co.  |  |  |
| (r) | SOFR + 0.760%, <br> FRN, 5.029%, <br> 02/13/26<br>|  | 2035 | $2036430 |
| (r) | SOFR + 0.650%, <br> FRN, 4.954%, <br> 11/04/26<br>|  | 2400 | 2409705 |
| American Honda Finance Corp.  | American Honda Finance Corp.  | American Honda Finance Corp.  |  |  |
| (r) | SOFR + 0.710%, <br> FRN, 4.812%, <br> 01/09/26<br>|  | 3167 | 3169249 |
| (r) | SOFR + 0.720%, <br> FRN, 4.803%, <br> 10/22/27<br>|  | 4838 | 4842806 |
| American Medical Systems <br> Europe BV  | American Medical Systems <br> Europe BV  |  |  |  |
|  | 3.375%, 03/08/29 | EUR | 600 | 708117 |
| American National Group, <br> Inc.  | American National Group, <br> Inc.  |  |  |  |
|  | 5.750%, 10/01/29 |  | 700 | 722375 |
| American Tower Corp.  | American Tower Corp.  | American Tower Corp.  |  |  |
|  | 1.600%, 04/15/26 |  | 170 | 168090 |
|  | 0.875%, 05/21/29 | EUR | 120 | 129272 |
| ARES Capital Corp.  | ARES Capital Corp.  | ARES Capital Corp.  |  |  |
|  | 5.875%, 03/01/29 |  | 200 | 204738 |
|  | 5.950%, 07/15/29 |  | 1500 | 1539249 |
| AT&T, Inc.  | AT&T, Inc.  | AT&T, Inc.  |  |  |
|  | 2.600%, 12/17/29 | EUR | 900 | 1029574 |
|  | 3.150%, 06/01/30 | EUR | 2700 | 3143617 |
| Aviation Capital Group LLC  | Aviation Capital Group LLC  |  |  |  |
|  | 6.750%, 10/25/28 |  | 600 | 636771 |
| Avnet, Inc.  | Avnet, Inc.  |  |  |  |
|  | 4.625%, 04/15/26 |  | 2000 | 1999448 |
| BG Energy Capital PLC  | BG Energy Capital PLC  |  |  |  |
|  | 2.250%, 11/21/29 | EUR | 200 | 225909 |
| Boardwalk Pipelines LP  | Boardwalk Pipelines LP  |  |  |  |
|  | 5.950%, 06/01/26 |  | 188 | 188999 |
| Boeing Co.  | Boeing Co.  | Boeing Co.  |  |  |
|  | 3.100%, 05/01/26 |  | 529 | 525953 |
|  | 2.950%, 02/01/30 |  | 200 | 188848 |
| Booking Holdings, Inc.  | Booking Holdings, Inc.  |  |  |  |
|  | 4.250%, 05/15/29 | EUR | 100 | 121085 |
| Boston Properties LP  | Boston Properties LP  | Boston Properties LP  |  |  |
|  | 4.500%, 12/01/28 |  | 600 | 600770 |
|  | 3.400%, 06/21/29 |  | 3400 | 3270838 |
| Bristol-Myers Squibb Co., <br> SOFR + 0.490%, FRN | Bristol-Myers Squibb Co., <br> SOFR + 0.490%, FRN |  |  |  |
| (r) | 4.733%, 02/20/26 |  | 3500 | 3502975 |
| Brunswick Corp.  | Brunswick Corp.  |  |  |  |
| # | 5.850%, 03/18/29 |  | 730 | 753527 |
| Capital One Financial <br> Corp.  | Capital One Financial <br> Corp.  |  |  |  |
|  | 4.500%, 01/30/26 |  | 647 | 646800 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Cargill, Inc.  | Cargill, Inc.  |  |  |  |
|  | 3.875%, 04/24/30 | EUR | 200 | $240900 |
| Caterpillar Financial Services <br> Corp.  | Caterpillar Financial Services <br> Corp.  | Caterpillar Financial Services <br> Corp.  |  |  |
| (r) | SOFR + 0.460%, <br> FRN, 4.680%, <br> 02/27/26<br>|  | 1508 | 1509434 |
| (r) | SOFR + 0.520%, <br> FRN, 4.724%, <br> 03/03/28<br>|  | 1500 | 1501884 |
| Charles Schwab Corp.  | Charles Schwab Corp.  | Charles Schwab Corp.  |  |  |
| (r) | SOFR + 0.520%, <br> FRN, 4.789%, <br> 05/13/26<br>|  | 4376 | 4377121 |
| (r) | SOFR + 1.050%, <br> FRN, 5.254%, <br> 03/03/27<br>|  | 4000 | 4029668 |
| Chubb INA Holdings LLC  | Chubb INA Holdings LLC  |  |  |  |
|  | 0.875%, 12/15/29 | EUR | 300 | 319519 |
| Cigna Group  | Cigna Group  |  |  |  |
|  | 5.000%, 05/15/29 |  | 3100 | 3179826 |
| Citigroup, Inc.  | Citigroup, Inc.  | Citigroup, Inc.  |  |  |
|  | 3.400%, 05/01/26 |  | 366 | 364834 |
|  | 1.250%, 04/10/29 | EUR | 400 | 440600 |
| Citizens Financial Group, <br> Inc.  | Citizens Financial Group, <br> Inc.  |  |  |  |
|  | 2.500%, 02/06/30 |  | 800 | 736183 |
| CNO Financial Group, Inc.  | CNO Financial Group, Inc.  |  |  |  |
|  | 5.250%, 05/30/29 |  | 2960 | 3007505 |
| Colgate-Palmolive Co.  | Colgate-Palmolive Co.  |  |  |  |
|  | 0.300%, 11/10/29 | EUR | 100 | 106166 |
| Comcast Corp.  | Comcast Corp.  |  |  |  |
|  | 0.250%, 09/14/29 | EUR | 500 | 524166 |
| COPT Defense <br> Properties LP  | COPT Defense <br> Properties LP  |  |  |  |
|  | 2.250%, 03/15/26 |  | 1400 | 1386016 |
| Danaher Corp.  | Danaher Corp.  |  |  |  |
|  | 2.500%, 03/30/30 | EUR | 4000 | 4587602 |
| Dollar General Corp.  | Dollar General Corp.  |  |  |  |
|  | 3.500%, 04/03/30 |  | 1100 | 1058502 |
| DXC Technology Co.  | DXC Technology Co.  |  |  |  |
|  | 1.800%, 09/15/26 |  | 285 | 278656 |
| Eaton Capital ULC  | Eaton Capital ULC  |  |  |  |
|  | 0.577%, 03/08/30 | EUR | 240 | 252258 |
| Elevance Health, Inc.  | Elevance Health, Inc.  |  |  |  |
|  | 1.500%, 03/15/26 |  | 1200 | 1188114 |
| Emerson Electric Co.  | Emerson Electric Co.  |  |  |  |
|  | 2.000%, 10/15/29 | EUR | 500 | 563664 |
| Energy Transfer LP  | Energy Transfer LP  |  |  |  |
|  | 5.250%, 07/01/29 |  | 190 | 195488 |
| EPR Properties  | EPR Properties  |  |  |  |
|  | 3.750%, 08/15/29 |  | 600 | 577951 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Equinix, Inc.  | Equinix, Inc.  |  |  |  |
|  | 3.200%, 11/18/29 |  | 270 | $258872 |
| Expedia Group, Inc.  | Expedia Group, Inc.  |  |  |  |
|  | 5.000%, 02/15/26 |  | 2811 | 2811514 |
| Fidelity National <br> Information Services, <br> Inc.  | Fidelity National <br> Information Services, <br> Inc.  |  |  |  |
|  | 2.000%, 05/21/30 | EUR | 2670 | 2932759 |
| Flex Ltd.  | Flex Ltd.  |  |  |  |
|  | 3.750%, 02/01/26 |  | 7297 | 7275964 |
| Fortive Corp.  | Fortive Corp.  |  |  |  |
|  | 3.700%, 08/15/29 | EUR | 2790 | 3307982 |
| General Motors Financial Co., <br> Inc.  | General Motors Financial Co., <br> Inc.  | General Motors Financial Co., <br> Inc.  |  |  |
| (r) | SOFR + 1.350%, <br> FRN, 5.634%, <br> 05/08/27<br>|  | 1100 | 1105665 |
|  | 5.550%, 07/15/29 |  | 130 | 134758 |
|  | 4.900%, 10/06/29 |  | 370 | 375366 |
|  | 4.000%, 07/10/30 | EUR | 2140 | 2559847 |
| Global Payments, Inc.  | Global Payments, Inc.  |  |  |  |
|  | 3.200%, 08/15/29 |  | 1725 | 1630104 |
| Goldman Sachs Group, <br> Inc.  | Goldman Sachs Group, <br> Inc.  |  |  |  |
|  | 1.250%, 02/07/29 | EUR | 1075 | 1186901 |
| HCA, Inc.  | HCA, Inc.  |  |  |  |
|  | 5.250%, 03/01/30 |  | 1000 | 1033570 |
| Healthcare Realty Holdings LP  | Healthcare Realty Holdings LP  | Healthcare Realty Holdings LP  |  |  |
|  | 3.100%, 02/15/30 |  | 1000 | 944339 |
|  | 2.400%, 03/15/30 |  | 800 | 724907 |
| Highwoods Realty LP  | Highwoods Realty LP  | Highwoods Realty LP  |  |  |
|  | 4.200%, 04/15/29 |  | 4081 | 4004363 |
|  | 3.050%, 02/15/30 |  | 120 | 111332 |
| Honeywell International, <br> Inc.  | Honeywell International, <br> Inc.  |  |  |  |
|  | 3.375%, 03/01/30 | EUR | 130 | 153270 |
| HSBC USA, Inc., SOFR + <br> 0.960%, FRN | HSBC USA, Inc., SOFR + <br> 0.960%, FRN |  |  |  |
| (r) | 5.154%, 03/04/27 |  | 3920 | 3942971 |
| Hyatt Hotels Corp.  | Hyatt Hotels Corp.  |  |  |  |
|  | 5.250%, 06/30/29 |  | 3200 | 3290930 |
| Illinois Tool Works, Inc.  | Illinois Tool Works, Inc.  |  |  |  |
|  | 2.125%, 05/22/30 | EUR | 4100 | 4593283 |
| Intel Corp.  | Intel Corp.  |  |  |  |
|  | 4.875%, 02/10/26 |  | 100 | 100153 |
| International Business <br> Machines Corp.  | International Business <br> Machines Corp.  |  |  |  |
|  | 2.900%, 02/10/30 | EUR | 900 | 1046629 |
| International Flavors & <br> Fragrances, Inc.  | International Flavors & <br> Fragrances, Inc.  |  |  |  |
|  | 1.800%, 09/25/26 | EUR | 2000 | 2288532 |
| Jabil, Inc.  | Jabil, Inc.  |  |  |  |
|  | 3.600%, 01/15/30 |  | 210 | 202946 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Jefferies Financial Group, <br> Inc.  | Jefferies Financial Group, <br> Inc.  |  |  |  |
|  | 4.000%, 04/16/29 | EUR | 1200 | $1418176 |
| John Deere Bank SA  | John Deere Bank SA  |  |  |  |
|  | 3.300%, 10/15/29 | EUR | 400 | 472540 |
| John Deere Capital Corp.  | John Deere Capital Corp.  | John Deere Capital Corp.  |  |  |
| (r) | SOFR + 0.570%, <br> FRN, 4.788%, <br> 03/03/26<br>|  | 300 | 300388 |
| (r) | SOFR + 0.790%, <br> FRN, 4.994%, <br> 06/08/26<br>|  | 3950 | 3962672 |
| (r) | SOFR + 0.680%, <br> FRN, 4.782%, <br> 07/15/27<br>|  | 2950 | 2977258 |
| JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN | JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN |  |  |  |
| (r) | 5.186%, 12/08/26 |  | 950 | 956852 |
| Juniper Networks, Inc.  | Juniper Networks, Inc.  |  |  |  |
|  | 1.200%, 12/10/25 |  | 4472 | 4456268 |
| Keurig Dr. Pepper, Inc., <br> SOFR + 0.880%, FRN | Keurig Dr. Pepper, Inc., <br> SOFR + 0.880%, FRN |  |  |  |
| (r) | 5.038%, 03/15/27 |  | 3000 | 3004900 |
| KeyCorp  | KeyCorp  |  |  |  |
|  | 2.550%, 10/01/29 |  | 120 | 112580 |
| Laboratory Corp. of <br> America Holdings  | Laboratory Corp. of <br> America Holdings  |  |  |  |
|  | 2.950%, 12/01/29 |  | 38 | 36119 |
| Marathon Petroleum Corp.  | Marathon Petroleum Corp.  |  |  |  |
|  | 5.150%, 03/01/30 |  | 1300 | 1336002 |
| Mastercard, Inc., SOFR + <br> 0.440%, FRN | Mastercard, Inc., SOFR + <br> 0.440%, FRN |  |  |  |
| (r) | 4.598%, 03/15/28 |  | 720 | 720675 |
| McDonald's Corp.  | McDonald's Corp.  |  |  |  |
|  | 4.000%, 03/07/30 | EUR | 400 | 484027 |
| Medtronic, Inc.  | Medtronic, Inc.  |  |  |  |
|  | 3.650%, 10/15/29 | EUR | 2950 | 3524438 |
| Moody's Corp.  | Moody's Corp.  |  |  |  |
|  | 0.950%, 02/25/30 | EUR | 2000 | 2135684 |
| MPLX LP  | MPLX LP  |  |  |  |
|  | 1.750%, 03/01/26 |  | 1255 | 1244437 |
| Nasdaq, Inc.  | Nasdaq, Inc.  |  |  |  |
|  | 0.875%, 02/13/30 | EUR | 1600 | 1701335 |
| National Grid North America, <br> Inc.  | National Grid North America, <br> Inc.  | National Grid North America, <br> Inc.  |  |  |
|  | 3.247%, 11/25/29 | EUR | 2400 | 2808220 |
|  | 3.150%, 06/03/30 | EUR | 1230 | 1429773 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| National Rural Utilities <br> Cooperative Finance Corp.  | National Rural Utilities <br> Cooperative Finance Corp.  | National Rural Utilities <br> Cooperative Finance Corp.  |  |  |
| (r) | SOFR + 0.800%, <br> FRN, 5.096%, <br> 02/05/27<br>|  | 4988 | $5015645 |
| (r) | SOFR + 0.820%, <br> FRN, 4.974%, <br> 09/16/27<br>|  | 1000 | 1005273 |
| National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN | National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN |  |  |  |
| (r)Ω | 4.813%, 05/20/27 |  | 750 | 752270 |
| Nestle Finance <br> International Ltd.  | Nestle Finance <br> International Ltd.  |  |  |  |
|  | 1.250%, 11/02/29 | EUR | 250 | 276269 |
| Netflix, Inc.  | Netflix, Inc.  | Netflix, Inc.  |  |  |
|  | 3.875%, 11/15/29 | EUR | 500 | 601258 |
|  | 3.625%, 06/15/30 | EUR | 2500 | 2982207 |
| NextEra Energy Capital <br> Holdings, Inc., SOFR + <br> 0.760%, FRN | NextEra Energy Capital <br> Holdings, Inc., SOFR + <br> 0.760%, FRN |  |  |  |
| (r) | 4.829%, 01/29/26 |  | 2240 | 2242850 |
| Ovintiv, Inc.  | Ovintiv, Inc.  |  |  |  |
|  | 5.375%, 01/01/26 |  | 242 | 241761 |
| PACCAR Financial Corp.  | PACCAR Financial Corp.  |  |  |  |
|  | 4.000%, 09/26/29 |  | 250 | 250267 |
| Parker-Hannifin Corp.  | Parker-Hannifin Corp.  |  |  |  |
|  | 2.900%, 03/01/30 | EUR | 1000 | 1148342 |
| Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  | Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  |  |  |  |
| Ω | 1.700%, 06/15/26 |  | 4000 | 3935146 |
| PepsiCo, Inc.  | PepsiCo, Inc.  | PepsiCo, Inc.  |  |  |
|  | 5.250%, 11/10/25 |  | 200 | 200036 |
| #(r) | SOFR + 0.400%, <br> FRN, 4.669%, <br> 02/13/26<br>|  | 2900 | 2902900 |
| Philip Morris International, <br> Inc., SOFR + 0.830%, <br> FRN | Philip Morris International, <br> Inc., SOFR + 0.830%, <br> FRN |  |  |  |
| (r) | 4.899%, 04/28/28 |  | 4000 | 4027460 |
| Procter & Gamble Co.  | Procter & Gamble Co.  |  |  |  |
|  | 0.350%, 05/05/30 | EUR | 270 | 282689 |
| Prologis Euro Finance LLC  | Prologis Euro Finance LLC  |  |  |  |
|  | 3.875%, 01/31/30 | EUR | 212 | 253522 |
| Radian Group, Inc.  | Radian Group, Inc.  |  |  |  |
|  | 6.200%, 05/15/29 |  | 3130 | 3270853 |
| Realty Income Corp.  | Realty Income Corp.  | Realty Income Corp.  |  |  |
|  | 1.875%, 01/14/27 | GBP | 300 | 383035 |
|  | 4.875%, 07/06/30 | EUR | 3460 | 4283980 |
| Roche Holdings, Inc., <br> SOFR + 0.740%, FRN | Roche Holdings, Inc., <br> SOFR + 0.740%, FRN |  |  |  |
| (r)Ω | 5.007%, 11/13/26 |  | 1800 | 1808777 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| RTX Corp.  | RTX Corp.  |  |  |  |
|  | 2.150%, 05/18/30 | EUR | 4060 | $4541460 |
| Southwestern Electric <br> Power Co.  | Southwestern Electric <br> Power Co.  |  |  |  |
|  | 1.650%, 03/15/26 |  | 2188 | 2167640 |
| State Street Corp.  | State Street Corp.  | State Street Corp.  |  |  |
| (r) | SOFR + 0.845%, <br> FRN, 4.906%, <br> 08/03/26<br>|  | 2375 | 2383141 |
| (r) | SOFR + 0.640%, <br> FRN, 4.723%, <br> 10/22/27<br>|  | 950 | 952615 |
| Synchrony Financial  | Synchrony Financial  |  |  |  |
|  | 5.150%, 03/19/29 |  | 800 | 812291 |
| Toyota Motor Credit Corp.  | Toyota Motor Credit Corp.  | Toyota Motor Credit Corp.  |  |  |
| (r) | SOFR + 0.650%, <br> FRN, 4.782%, <br> 03/19/27<br>|  | 1100 | 1104455 |
|  | 3.850%, 07/24/30 | EUR | 1700 | 2043561 |
| UnitedHealth Group, Inc., <br> SOFR + 0.500%, FRN | UnitedHealth Group, Inc., <br> SOFR + 0.500%, FRN |  |  |  |
| (r) | 4.599%, 07/15/26 |  | 776 | 776704 |
| Utah Acquisition Sub, Inc.  | Utah Acquisition Sub, Inc.  |  |  |  |
|  | 3.950%, 06/15/26 |  | 806 | 802406 |
| Verizon Communications, Inc.  | Verizon Communications, Inc.  | Verizon Communications, Inc.  |  |  |
|  | 1.875%, 10/26/29 | EUR | 300 | 335024 |
|  | 1.250%, 04/08/30 | EUR | 2815 | 3029423 |
| VMware LLC  | VMware LLC  |  |  |  |
|  | 1.400%, 08/15/26 |  | 104 | 101855 |
| Walmart, Inc., SOFR + <br> 0.430%, FRN | Walmart, Inc., SOFR + <br> 0.430%, FRN |  |  |  |
| (r) | 4.505%, 04/28/27 |  | 1000 | 1003528 |
| Wells Fargo & Co.  | Wells Fargo & Co.  |  |  |  |
|  | 0.625%, 03/25/30 | EUR | 4500 | 4726231 |
| Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN | Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN |  |  |  |
| (r) | 5.236%, 12/11/26 |  | 1600 | 1616675 |
| Western Union Co.  | Western Union Co.  |  |  |  |
|  | 1.350%, 03/15/26 |  | 3062 | 3027426 |
| Westlake Corp.  | Westlake Corp.  |  |  |  |
|  | 1.625%, 07/17/29 | EUR | 800 | 878833 |
| Williams Cos., Inc.  | Williams Cos., Inc.  |  |  |  |
|  | 4.800%, 11/15/29 |  | 260 | 264632 |
| Wisconsin Power & Light <br> Co.  | Wisconsin Power & Light <br> Co.  |  |  |  |
|  | 3.000%, 07/01/29 |  | 600 | 576396 |
| WPC Eurobond BV  | WPC Eurobond BV  |  |  |  |
|  | 0.950%, 06/01/30 | EUR | 5870 | 6157957 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  |  | 217658014 |
| TOTAL BONDS | TOTAL BONDS |  |  | 924962695 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| U.S. TREASURY OBLIGATIONS — (5.9%) | U.S. TREASURY OBLIGATIONS — (5.9%) | U.S. TREASURY OBLIGATIONS — (5.9%) | U.S. TREASURY OBLIGATIONS — (5.9%) |
| U.S. Treasury Notes  | U.S. Treasury Notes  |  |  |
| (r) | 3M USTMMR + <br> 0.245%, FRN, <br> 4.011%, 01/31/26 <br>| 28200 | $28204036 |
| (r) | 3M USTMMR + <br> 0.098%, FRN, <br> 3.864%, 01/31/27 <br>| 22000 | 21976715 |
| (r) | 3M USTMMR + <br> 0.160%, FRN, <br> 3.926%, 04/30/27 <br>| 10000 | 9997135 |
| TOTAL U.S. TREASURY <br> OBLIGATIONS | TOTAL U.S. TREASURY <br> OBLIGATIONS |  | 60177886 |
| COMMERCIAL PAPER — (2.7%) | COMMERCIAL PAPER — (2.7%) | COMMERCIAL PAPER — (2.7%) | COMMERCIAL PAPER — (2.7%) |
| CANADA — (0.7%) | CANADA — (0.7%) | CANADA — (0.7%) | CANADA — (0.7%) |
| Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |
| Ω | 4.220%, 12/15/25 | 5250 | 5223654 |
| Ω | 4.072%, 03/02/26 | 2000 | 1973318 |
| TOTAL CANADA | TOTAL CANADA |  | 7196972 |
| FRANCE — (0.8%) | FRANCE — (0.8%) | FRANCE — (0.8%) | FRANCE — (0.8%) |
| Caisse des Depots et <br> Consignations | Caisse des Depots et <br> Consignations |  |  |
| Ω | 4.168%, 11/17/25 | 2000 | 1996322 |
| Ω | 4.167%, 12/01/25 | 4500 | 4484805 |
| Sanofi SA | Sanofi SA |  |  |
| Ω | 4.169%, 12/17/25 | 1750 | 1741034 |
| TOTAL FRANCE | TOTAL FRANCE |  | 8222161 |
| GERMANY — (0.3%) | GERMANY — (0.3%) | GERMANY — (0.3%) | GERMANY — (0.3%) |
| BASF SE | BASF SE |  |  |
| Ω | 4.809%, 11/04/25 | 2500 | 2498870 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.2%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.2%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.2%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.2%) |
| European Investment Bank | European Investment Bank |  |  |
|  | 4.191%, 11/12/25 | 2000 | 1997410 |
| UNITED STATES — (0.7%) | UNITED STATES — (0.7%) | UNITED STATES — (0.7%) | UNITED STATES — (0.7%) |
| Procter & Gamble Co. | Procter & Gamble Co. |  |  |
| Ω | 4.090%, 12/08/25 | 7000 | 6971691 |
| TOTAL COMMERCIAL <br> PAPER <br>(Cost $26,886,751) | TOTAL COMMERCIAL <br> PAPER <br>(Cost $26,886,751) |  | 26887104 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $1,010,193,634) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $1,010,193,634) |  | 1014535456 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 41406 | $478941 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $1,010,672,575) | (Cost $1,010,672,575) |  | $1015014397 |

---

As of October 31, 2025, DFA Selectively Hedged Global Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 5566786 | CAD | 7742545 | Australia and New Zealand Bank | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; $46452 |
| USD | 82454057 | EUR | 70103681 | Bank of New York Mellon | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1649045 |
| USD | 4840023 | EUR | 4113727 | State Street Bank and Trust | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 98335 |
| USD | 3584241 | EUR | 3056326 | UBS AG | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 61367 |
| USD | 90183087 | EUR | 76707948 | Citibank, N.A. | 11/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1765667 |
| USD | 118330 | GBP | 87992 | Citibank, N.A. | 11/06/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2735 |
| USD | 94765290 | EUR | 81082053 | Australia and New Zealand Bank | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1274499 |
| USD | 12203192 | CAD | 16991761 | Bank of New York Mellon | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 83974 |
| USD | 2750161 | JPY | 418484498 | Citibank, N.A. | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 33292 |
| USD | 124159567 | EUR | 106561043 | Citibank, N.A. | 11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1276670 |
| USD | 42671189 | AUD | 64671484 | Citibank, N.A. | 11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 352189 |
| USD | 274721 | GBP | 205628 | Citibank, N.A. | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4579 |
| USD | 2861281 | JPY | 431713080 | Citibank, N.A. | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 56539 |
| USD | 82999460 | EUR | 70075481 | HSBC Bank | 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2149563 |
| USD | 4662735 | EUR | 4025032 | State Street Bank and Trust | 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 18836 |
| USD | 3127270 | EUR | 2680441 | UBS AG | 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 34699 |
| USD | 357998 | CAD | 500255 | Citibank, N.A. | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 903 |
| USD | 4095479 | CAD | 5711525 | Goldman Sachs Capital Markets L.P. | 12/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 16984 |
| USD | 89841843 | EUR | 77273734 | NatWest Markets PLC | 12/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 626544 |
| USD | 88919263 | EUR | 76707948 | UBS AG | 12/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; 352185 |
| USD | 10335552 | NZD | 17511686 | Citibank, N.A. | 12/08/25 | &nbsp;&nbsp;&nbsp;&nbsp; 300156 |
| USD | 1605774 | NZD | 2679134 | NatWest Markets PLC | 12/08/25 | &nbsp;&nbsp;&nbsp;&nbsp; 70446 |
| USD | 2513687 | NZD | 4204797 | Royal Bank of Canada | 12/08/25 | &nbsp;&nbsp;&nbsp;&nbsp; 104050 |
| USD | 5315873 | NZD | 8867473 | NatWest Markets PLC | 12/18/25 | &nbsp;&nbsp;&nbsp;&nbsp; 231952 |
| USD | 3852289 | NZD | 6691068 | Royal Bank of Canada | 12/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; 14279 |
| USD | 5413024 | NZD | 9277529 | Australia and New Zealand Bank | 12/31/25 | &nbsp;&nbsp;&nbsp;&nbsp; 90944 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$10716884** |
| CAD | 2031020 | USD | 1459094 | Citibank, N.A. | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(11003)<br>|
| CAD | 5711525 | USD | 4089129 | Goldman Sachs Capital Markets L.P. | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; (16885)<br>|
| EUR | 77273734 | USD | 89689305 | NatWest Markets PLC | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; (619731)<br>|
| EUR | 76707948 | USD | 88769506 | UBS AG | 11/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; (352085)<br>|
| EUR | 2174070 | USD | 2532813 | Bank of New York Mellon | 11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; (25743)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(1025447)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$9691437** |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

As of October 31, 2025, the value of Rule 144A securities amounted to $110,907,454 or 10.6% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $2507771 | &nbsp;&nbsp; — | &nbsp;&nbsp; $2507771 |
| Bonds |  |  |  |  |
| Australia | &nbsp;&nbsp; — | &nbsp;&nbsp; 69167752 | &nbsp;&nbsp; — | &nbsp;&nbsp; 69167752 |
| Austria | &nbsp;&nbsp; — | &nbsp;&nbsp; 420404 | &nbsp;&nbsp; — | &nbsp;&nbsp; 420404 |
| Belgium | &nbsp;&nbsp; — | &nbsp;&nbsp; 14280217 | &nbsp;&nbsp; — | &nbsp;&nbsp; 14280217 |
| Canada | &nbsp;&nbsp; — | &nbsp;&nbsp; 39197507 | &nbsp;&nbsp; — | &nbsp;&nbsp; 39197507 |
| Denmark | &nbsp;&nbsp; — | &nbsp;&nbsp; 14129550 | &nbsp;&nbsp; — | &nbsp;&nbsp; 14129550 |
| Finland | &nbsp;&nbsp; — | &nbsp;&nbsp; 27921641 | &nbsp;&nbsp; — | &nbsp;&nbsp; 27921641 |
| France | &nbsp;&nbsp; — | &nbsp;&nbsp; 101200015 | &nbsp;&nbsp; — | &nbsp;&nbsp; 101200015 |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 72199595 | &nbsp;&nbsp; — | &nbsp;&nbsp; 72199595 |
| Ireland | &nbsp;&nbsp; — | &nbsp;&nbsp; 4263905 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4263905 |
| Italy | &nbsp;&nbsp; — | &nbsp;&nbsp; 13947463 | &nbsp;&nbsp; — | &nbsp;&nbsp; 13947463 |
| Japan | &nbsp;&nbsp; — | &nbsp;&nbsp; 26354512 | &nbsp;&nbsp; — | &nbsp;&nbsp; 26354512 |
| Luxembourg | &nbsp;&nbsp; — | &nbsp;&nbsp; 14390904 | &nbsp;&nbsp; — | &nbsp;&nbsp; 14390904 |
| Netherlands | &nbsp;&nbsp; — | &nbsp;&nbsp; 50450904 | &nbsp;&nbsp; — | &nbsp;&nbsp; 50450904 |
| New Zealand | &nbsp;&nbsp; — | &nbsp;&nbsp; 27518696 | &nbsp;&nbsp; — | &nbsp;&nbsp; 27518696 |
| Norway | &nbsp;&nbsp; — | &nbsp;&nbsp; 16940115 | &nbsp;&nbsp; — | &nbsp;&nbsp; 16940115 |
| Singapore | &nbsp;&nbsp; — | &nbsp;&nbsp; 11601510 | &nbsp;&nbsp; — | &nbsp;&nbsp; 11601510 |
| Spain | &nbsp;&nbsp; — | &nbsp;&nbsp; 22072764 | &nbsp;&nbsp; — | &nbsp;&nbsp; 22072764 |
| Supranational Organization Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 95841828 | &nbsp;&nbsp; — | &nbsp;&nbsp; 95841828 |
| Sweden | &nbsp;&nbsp; — | &nbsp;&nbsp; 35484561 | &nbsp;&nbsp; — | &nbsp;&nbsp; 35484561 |
| Switzerland | &nbsp;&nbsp; — | &nbsp;&nbsp; 10623469 | &nbsp;&nbsp; — | &nbsp;&nbsp; 10623469 |
| United Kingdom | &nbsp;&nbsp; — | &nbsp;&nbsp; 39297369 | &nbsp;&nbsp; — | &nbsp;&nbsp; 39297369 |
| United States | &nbsp;&nbsp; — | &nbsp;&nbsp; 217658014 | &nbsp;&nbsp; — | &nbsp;&nbsp; 217658014 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 60177886 | &nbsp;&nbsp; — | &nbsp;&nbsp; 60177886 |
| Commercial Paper | &nbsp;&nbsp; — | &nbsp;&nbsp; 26887104 | &nbsp;&nbsp; — | &nbsp;&nbsp; 26887104 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 478941 | &nbsp;&nbsp; — | &nbsp;&nbsp; 478941 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $1015014397 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1015014397 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 10716884 | &nbsp;&nbsp; — | &nbsp;&nbsp; 10716884 |
| **Liabilities** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (1025447) | &nbsp;&nbsp; — | &nbsp;&nbsp; (1025447) |
| Total Financial Instruments | &nbsp;&nbsp; — | &nbsp;&nbsp; $9691437 | &nbsp;&nbsp; — | &nbsp;&nbsp; $9691437 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**DFA Five-Year Global Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BONDS — (76.8%) | BONDS — (76.8%) | BONDS — (76.8%) | BONDS — (76.8%) | BONDS — (76.8%) |
| AUSTRALIA — (9.3%) | AUSTRALIA — (9.3%) | AUSTRALIA — (9.3%) | AUSTRALIA — (9.3%) | AUSTRALIA — (9.3%) |
| Australia & New Zealand <br> Banking Group Ltd.  | Australia & New Zealand <br> Banking Group Ltd.  | Australia & New Zealand <br> Banking Group Ltd.  |  |  |
| (r)Ω | SOFR + 0.560%, <br> FRN, 4.816%, <br> 03/18/26<br>|  | 82266 | $82376678 |
| (r) | SOFR + 0.810%, <br> FRN, 5.097%, <br> 01/18/27<br>|  | 9000 | 9054034 |
| (r)Ω | SOFR + 0.810%, <br> FRN, 5.097%, <br> 01/18/27<br>|  | 3060 | 3078372 |
| (r) | 3M Swap + 0.800%, <br> FRN, 4.462%, <br> 02/05/27<br>| AUD | 55200 | 36277719 |
| (r) | 3M Swap + 0.970%, <br> FRN, 4.604%, <br> 05/12/27<br>| AUD | 4710 | 3105082 |
| (r) | 3M Swap + 1.200%, <br> FRN, 4.862%, <br> 11/04/27<br>| AUD | 18900 | 12528515 |
| (r) | 3M Swap + 0.670%, <br> FRN, 4.250%, <br> 12/15/27<br>| AUD | 23400 | 15353642 |
| (r) | 3M Swap + 0.680%, <br> FRN, 4.270%, <br> 02/18/28<br>| AUD | 21800 | 14307957 |
| (r) | 3M Swap + 1.060%, <br> FRN, 4.636%, <br> 03/31/28<br>| AUD | 14900 | 9859916 |
| (r)Ω | SOFR + 0.620%, <br> FRN, 4.876%, <br> 06/18/28<br>|  | 26316 | 26430185 |
| (r) | 3M Swap + 0.930%, <br> FRN, 4.513%, <br> 09/11/28<br>| AUD | 16000 | 10557889 |
| (r) | 3M Swap + 0.960%, <br> FRN, 4.622%, <br> 02/05/29<br>| AUD | 8500 | 5616220 |
| (r)Ω | SOFR + 0.850%, <br> FRN, 5.113%, <br> 12/16/29<br>|  | 7115 | 7195398 |
| Commonwealth Bank of <br> Australia  | Commonwealth Bank of <br> Australia  | Commonwealth Bank of <br> Australia  |  |  |
| (r)Ω | SOFR + 0.750%, <br> FRN, 5.015%, <br> 03/13/26<br>|  | 2300 | 2304327 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| (r) | 3M Swap + 0.750%, <br> FRN, 4.340%, <br> 08/17/26<br>| AUD | 12470 | $8184251 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.259%, <br> 01/14/27<br>| AUD | 74700 | 49040431 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.193%, <br> 07/22/27<br>| AUD | 60350 | 39633105 |
| (r) | 3M Swap + 1.020%, <br> FRN, 4.610%, <br> 08/18/27<br>| AUD | 47000 | 31034095 |
| (r) | 3M Swap + 1.150%, <br> FRN, 4.725%, <br> 01/13/28<br>| AUD | 21550 | 14279236 |
| (r)Ω | SOFR + 0.640%, <br> FRN, 4.905%, <br> 03/14/28<br>|  | 8800 | 8841783 |
| (r) | 3M Swap + 0.950%, <br> FRN, 4.540%, <br> 08/17/28<br>| AUD | 750 | 495544 |
| (r) | 3M Swap + 0.840%, <br> FRN, 4.419%, <br> 01/09/30<br>| AUD | 5500 | 3619090 |
| (r)Ω | SOFR + 0.810%, <br> FRN, 5.075%, <br> 03/14/30<br>|  | 3350 | 3374921 |
| Macquarie Bank Ltd., <br> SOFR + 0.740%, FRN | Macquarie Bank Ltd., <br> SOFR + 0.740%, FRN |  |  |  |
| (r)Ω | 5.006%, 06/12/28 |  | 26400 | 26533531 |
| National Australia Bank Ltd.  | National Australia Bank Ltd.  | National Australia Bank Ltd.  |  |  |
| (r) | 3M Swap + 0.850%, <br> FRN, 4.440%, <br> 11/16/26<br>| AUD | 49000 | 32215551 |
| (r) | 3M Swap + 0.720%, <br> FRN, 4.275%, <br> 02/25/27<br>| AUD | 50140 | 32925688 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.358%, <br> 05/10/27<br>| AUD | 62000 | 40721562 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.190%, <br> 10/18/27<br>| AUD | 62100 | 40768145 |
| (r) | 3M Swap + 1.200%, <br> FRN, 4.755%, <br> 11/25/27<br>| AUD | 20470 | 13571922 |

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| (r) | 3M Swap + 1.000%, <br> FRN, 4.634%, <br> 05/12/28<br>| AUD | 67710 | $44746563 |
| (r)Ω | SOFR + 0.650%, <br> FRN, 4.915%, <br> 06/13/28<br>|  | 12050 | 12112407 |
| (r) | 3M Swap + 1.030%, <br> FRN, 4.620%, <br> 11/16/28<br>| AUD | 970 | 642236 |
| (r) | 3M Swap + 0.900%, <br> FRN, 4.447%, <br> 03/22/29<br>| AUD | 22000 | 14506301 |
| (r)Ω | SOFR + 0.790%, <br> FRN, 5.071%, <br> 01/14/30<br>|  | 13400 | 13521015 |
| Westpac Banking Corp.  | Westpac Banking Corp.  | Westpac Banking Corp.  |  |  |
| (r) | SOFR + 0.720%, <br> FRN, 5.015%, <br> 11/17/25<br>|  | 4497 | 4498039 |
| (r) | 3M Swap + 0.820%, <br> FRN, 4.400%, <br> 12/15/26<br>| AUD | 27100 | 17812562 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.203%, <br> 01/25/27<br>| AUD | 3800 | 2494271 |
| (r) | 3M Swap + 1.050%, <br> FRN, 4.623%, <br> 05/20/27<br>| AUD | 27300 | 18022436 |
| (r) | 3M Swap + 1.230%, <br> FRN, 4.888%, <br> 11/11/27<br>| AUD | 39000 | 25864484 |
| (r) | 3M Swap + 0.980%, <br> FRN, 4.570%, <br> 02/16/28<br>| AUD | 69100 | 45646616 |
| (r) | 3M Swap + 0.930%, <br> FRN, 4.478%, <br> 09/19/28<br>| AUD | 2500 | 1649948 |
| (r) | 3M Swap + 1.000%, <br> FRN, 4.563%, <br> 01/15/29<br>| AUD | 45000 | 29761194 |
| (r) | 3M Swap + 0.850%, <br> FRN, 4.398%, <br> 09/19/29<br>| AUD | 49300 | 32449562 |
| (r) | SOFR + 0.820%, <br> FRN, 5.089%, <br> 07/01/30<br>|  | 23850 | 24074572 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | 871086995 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BELGIUM — (2.9%) | BELGIUM — (2.9%) | BELGIUM — (2.9%) | BELGIUM — (2.9%) | BELGIUM — (2.9%) |
| Euroclear Holding NV  | Euroclear Holding NV  |  |  |  |
|  | 1.500%, 04/11/30 | EUR | 3600 | $3920328 |
| Kingdom of Belgium <br> Government Bonds  | Kingdom of Belgium <br> Government Bonds  |  |  |  |
|  | 0.100%, 06/22/30 | EUR | 262960 | 272030254 |
| TOTAL BELGIUM | TOTAL BELGIUM |  |  | 275950582 |
| CANADA — (5.9%) | CANADA — (5.9%) | CANADA — (5.9%) | CANADA — (5.9%) | CANADA — (5.9%) |
| Canada Government Bonds  | Canada Government Bonds  | Canada Government Bonds  |  |  |
|  | 4.500%, 11/01/25 | CAD | 60000 | 42772807 |
|  | 4.500%, 02/01/26 | CAD | 88100 | 63131999 |
|  | 0.250%, 03/01/26 | CAD | 8400 | 5950342 |
| Canada Housing Trust No. 1  | Canada Housing Trust No. 1  | Canada Housing Trust No. 1  |  |  |
| (r)Ω | 1 day CAD Overnight <br> Index + 0.33%, <br> FRN, 2.776%, <br> 03/15/28<br>| CAD | 30500 | 21794382 |
| (r) | 1 day CAD Overnight <br> Index + 0.25%, <br> FRN, 2.696%, <br> 09/15/28<br>| CAD | 30000 | 21388328 |
| (r)Ω | 1 day CAD Overnight <br> Index + 0.28%, <br> FRN, 2.726%, <br> 09/15/29<br>| CAD | 14340 | 10222292 |
| CDP Financial, Inc.  | CDP Financial, Inc.  | CDP Financial, Inc.  |  |  |
|  | 4.500%, 02/13/26 |  | 13900 | 13911921 |
|  | 3.000%, 04/11/29 | EUR | 56230 | 65936081 |
| CPPIB Capital, Inc.  | CPPIB Capital, Inc.  | CPPIB Capital, Inc.  |  |  |
| (r) | SOFR + 1.250%, <br> FRN, 5.436%, <br> 03/11/26<br>|  | 17865 | 17937022 |
| (r)Ω | SOFR + 1.250%, <br> FRN, 5.436%, <br> 03/11/26<br>|  | 2528 | 2538192 |
|  | 3.125%, 06/11/29 | EUR | 99418 | 117357501 |
| Province of Alberta  | Province of Alberta  | Province of Alberta  |  |  |
|  | 4.100%, 06/01/29 | CAD | 14500 | 10840031 |
|  | 2.050%, 06/01/30 | CAD | 41200 | 28381896 |
| Province of British Columbia  | Province of British Columbia  | Province of British Columbia  |  |  |
|  | 6.500%, 01/15/26 |  | 3800 | 3815636 |
|  | 5.700%, 06/18/29 | CAD | 18000 | 14160779 |
|  | 2.200%, 06/18/30 | CAD | 14200 | 9838908 |
| Province of Manitoba  | Province of Manitoba  | Province of Manitoba  |  |  |
|  | 7.750%, 12/22/25 | CAD | 1600 | 1149118 |
|  | 2.050%, 06/02/30 | CAD | 2700 | 1857534 |
| Province of Ontario  | Province of Ontario  | Province of Ontario  |  |  |
|  | 8.500%, 12/02/25 | CAD | 1700 | 1217993 |
|  | 2.700%, 06/02/29 | CAD | 10000 | 7131011 |
|  | 1.550%, 11/01/29 | CAD | 37100 | 25254610 |
|  | 2.050%, 06/02/30 | CAD | 53800 | 37047220 |

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| Province of Quebec  | Province of Quebec  |  |  |  |
| Δ | 0.000%, 10/15/29 | EUR | 6500 | $6792631 |
| PSP Capital, Inc.  | PSP Capital, Inc.  |  |  |  |
|  | 3.000%, 11/05/25 | CAD | 25600 | 18253016 |
| TOTAL CANADA | TOTAL CANADA |  |  | 548681250 |
| DENMARK — (0.5%) | DENMARK — (0.5%) | DENMARK — (0.5%) | DENMARK — (0.5%) | DENMARK — (0.5%) |
| Kommunekredit  | Kommunekredit  |  |  |  |
| Δ | 0.000%, 11/17/29 | EUR | 21000 | 21957761 |
| Novo Nordisk Finance <br> Netherlands BV  | Novo Nordisk Finance <br> Netherlands BV  | Novo Nordisk Finance <br> Netherlands BV  |  |  |
|  | 3.125%, 01/21/29 | EUR | 2300 | 2699609 |
|  | 2.875%, 08/27/30 | EUR | 21944 | 25498789 |
| TOTAL DENMARK | TOTAL DENMARK |  |  | 50156159 |
| FINLAND — (3.0%) | FINLAND — (3.0%) | FINLAND — (3.0%) | FINLAND — (3.0%) | FINLAND — (3.0%) |
| Finland Government Bonds  | Finland Government Bonds  | Finland Government Bonds  |  |  |
|  | 2.500%, 04/15/30 | EUR | 13500 | 15635823 |
| Δ | 0.000%, 09/15/30 | EUR | 14700 | 15064910 |
| Kuntarahoitus OYJ  | Kuntarahoitus OYJ  | Kuntarahoitus OYJ  |  |  |
| (r)Ω | SOFR + 1.000%, <br> FRN, 5.068%, <br> 02/02/29<br>|  | 4000 | 4072673 |
|  | 2.500%, 08/29/29 | EUR | 29631 | 34294313 |
|  | 2.625%, 12/14/29 | EUR | 75047 | 87147462 |
|  | 3.125%, 07/29/30 | EUR | 24568 | 29113188 |
| Δ | 0.000%, 10/14/30 | EUR | 2014 | 2050221 |
| Nordea Bank Abp  | Nordea Bank Abp  | Nordea Bank Abp  |  |  |
| (r)Ω | SOFR + 0.740%, <br> FRN, 4.872%, <br> 03/19/27<br>|  | 36594 | 36775405 |
| (r)Ω | SOFR + 0.830%, <br> FRN, 5.048%, <br> 08/28/30<br>|  | 46590 | 46683510 |
| OP Corporate Bank PLC  | OP Corporate Bank PLC  |  |  |  |
|  | 2.875%, 11/27/29 | EUR | 9200 | 10699609 |
| TOTAL FINLAND | TOTAL FINLAND |  |  | 281537114 |
| FRANCE — (4.9%) | FRANCE — (4.9%) | FRANCE — (4.9%) | FRANCE — (4.9%) | FRANCE — (4.9%) |
| Agence Francaise de <br> Developpement EPIC  | Agence Francaise de <br> Developpement EPIC  | Agence Francaise de <br> Developpement EPIC  |  |  |
|  | 2.875%, 01/21/30 | EUR | 1700 | 1964127 |
|  | 0.500%, 05/25/30 | EUR | 200 | 207804 |
| Agence France Locale  | Agence France Locale  |  |  |  |
|  | 0.200%, 03/20/29 | EUR | 41200 | 43844843 |
| Bpifrance SACA  | Bpifrance SACA  |  |  |  |
|  | 0.050%, 09/26/29 | EUR | 100 | 104224 |
| Caisse d'Amortissement de la <br> Dette Sociale  | Caisse d'Amortissement de la <br> Dette Sociale  | Caisse d'Amortissement de la <br> Dette Sociale  |  |  |
|  | 4.000%, 01/25/26 |  | 14600 | 14593459 |
|  | 0.600%, 11/25/29 | EUR | 10300 | 10987734 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | 3.125%, 03/01/30 | EUR | 31300 | $36850790 |
|  | 2.875%, 05/25/30 | EUR | 52300 | 60909303 |
| Caisse des Depots et <br> Consignations, SOFR + <br> 0.340%, FRN | Caisse des Depots et <br> Consignations, SOFR + <br> 0.340%, FRN |  |  |  |
| (r) | 4.409%, 05/03/26 |  | 68000 | 67955834 |
| French Republic Government <br> Bonds OAT  | French Republic Government <br> Bonds OAT  | French Republic Government <br> Bonds OAT  |  |  |
|  | 2.750%, 02/25/30 | EUR | 28750 | 33413011 |
|  | 2.500%, 05/25/30 | EUR | 89940 | 103368705 |
| L'Oreal SA  | L'Oreal SA  |  |  |  |
|  | 3.375%, 11/23/29 | EUR | 14400 | 17105361 |
| LVMH Moet Hennessy Louis <br> Vuitton SE  | LVMH Moet Hennessy Louis <br> Vuitton SE  | LVMH Moet Hennessy Louis <br> Vuitton SE  |  |  |
|  | 2.625%, 03/07/29 | EUR | 4900 | 5674689 |
|  | 3.250%, 09/07/29 | EUR | 16500 | 19511206 |
|  | 3.375%, 02/05/30 | EUR | 16200 | 19278339 |
| Regie Autonome des <br> Transports Parisiens <br> EPIC  | Regie Autonome des <br> Transports Parisiens <br> EPIC  |  |  |  |
|  | 0.350%, 06/20/29 | EUR | 1400 | 1485770 |
| Region of Ile de France  | Region of Ile de France  |  |  |  |
|  | 1.375%, 03/14/29 | EUR | 10800 | 11990286 |
| Sanofi SA  | Sanofi SA  |  |  |  |
|  | 1.375%, 03/21/30 | EUR | 3900 | 4283743 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | 453529228 |
| GERMANY — (6.9%) | GERMANY — (6.9%) | GERMANY — (6.9%) | GERMANY — (6.9%) | GERMANY — (6.9%) |
| Allianz Finance II BV  | Allianz Finance II BV  | Allianz Finance II BV  |  |  |
|  | 3.250%, 12/04/29 | EUR | 5400 | 6409076 |
|  | 1.500%, 01/15/30 | EUR | 4200 | 4641785 |
| Bayerische <br> Landesbodenkreditanstalt  | Bayerische <br> Landesbodenkreditanstalt  |  |  |  |
|  | 2.375%, 05/07/30 | EUR | 31000 | 35538448 |
| Deutsche Bahn AG  | Deutsche Bahn AG  |  |  |  |
|  | 1.875%, 05/24/30 | EUR | 9900 | 11092650 |
| Deutsche Boerse AG  | Deutsche Boerse AG  |  |  |  |
|  | 3.750%, 09/28/29 | EUR | 7200 | 8638762 |
| Free & Hanseatic City of <br> Hamburg  | Free & Hanseatic City of <br> Hamburg  |  |  |  |
|  | 0.010%, 06/03/30 | EUR | 1557 | 1604444 |
| Investitionsbank Berlin  | Investitionsbank Berlin  |  |  |  |
|  | 2.500%, 05/20/30 | EUR | 29500 | 33970335 |
| Kreditanstalt fuer Wiederaufbau  | Kreditanstalt fuer Wiederaufbau  | Kreditanstalt fuer Wiederaufbau  |  |  |
|  | 0.375%, 04/23/30 | EUR | 27300 | 28839553 |
|  | 3.125%, 06/07/30 | EUR | 24100 | 28677941 |
| Δ | 0.000%, 09/17/30 | EUR | 30000 | 30827947 |
| Land Berlin  | Land Berlin  | Land Berlin  |  |  |
|  | 0.100%, 01/18/30 | EUR | 6900 | 7218441 |
|  | 2.375%, 06/04/30 | EUR | 50547 | 58022242 |

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| Landeskreditbank <br> Baden-Wuerttemberg <br> Foerderbank  | Landeskreditbank <br> Baden-Wuerttemberg <br> Foerderbank  |  |  |  |
|  | 4.500%, 01/26/26 |  | 14750 | $14759065 |
| Landwirtschaftliche Rentenbank  | Landwirtschaftliche Rentenbank  | Landwirtschaftliche Rentenbank  |  |  |
| Δ | 0.000%, 11/27/29 | EUR | 21788 | 22830013 |
|  | 0.050%, 12/18/29 | EUR | 6880 | 7212856 |
| LFA Foerderbank Bayern  | LFA Foerderbank Bayern  |  |  |  |
|  | 2.875%, 04/01/30 | EUR | 7000 | 8180164 |
| NRW Bank  | NRW Bank  |  |  |  |
|  | 0.125%, 02/04/30 | EUR | 35400 | 37026437 |
| Siemens <br> Financieringsmaatschappij NV  | Siemens <br> Financieringsmaatschappij NV  | Siemens <br> Financieringsmaatschappij NV  |  |  |
|  | 2.625%, 05/27/29 | EUR | 21100 | 24483107 |
|  | 1.000%, 02/25/30 | EUR | 3400 | 3695745 |
|  | 2.750%, 09/09/30 | EUR | 16400 | 19080773 |
| State of Hesse  | State of Hesse  |  |  |  |
|  | 0.010%, 03/11/30 | EUR | 11730 | 12166519 |
| State of Lower Saxony  | State of Lower Saxony  | State of Lower Saxony  |  |  |
|  | 2.500%, 01/09/30 | EUR | 22456 | 25941740 |
|  | 0.125%, 01/10/30 | EUR | 6010 | 6294445 |
|  | 2.750%, 03/25/30 | EUR | 50623 | 59080058 |
| State of North <br> Rhine-Westphalia  | State of North <br> Rhine-Westphalia  |  |  |  |
|  | 2.650%, 01/15/30 | EUR | 38600 | 44861789 |
| State of <br> Rhineland-Palatinate  | State of <br> Rhineland-Palatinate  |  |  |  |
|  | 0.050%, 01/23/30 | EUR | 44000 | 45882358 |
| State of Saxony-Anhalt  | State of Saxony-Anhalt  |  |  |  |
|  | 2.450%, 02/13/30 | EUR | 49847 | 57455425 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | 644432118 |
| LUXEMBOURG — (3.0%) | LUXEMBOURG — (3.0%) | LUXEMBOURG — (3.0%) | LUXEMBOURG — (3.0%) | LUXEMBOURG — (3.0%) |
| European Financial Stability <br> Facility  | European Financial Stability <br> Facility  | European Financial Stability <br> Facility  |  |  |
|  | 0.125%, 03/18/30 | EUR | 1029 | 1073510 |
|  | 2.625%, 05/07/30 | EUR | 241470 | 280176990 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  |  | 281250500 |
| NETHERLANDS — (9.2%) | NETHERLANDS — (9.2%) | NETHERLANDS — (9.2%) | NETHERLANDS — (9.2%) | NETHERLANDS — (9.2%) |
| ABN AMRO Bank NV  | ABN AMRO Bank NV  | ABN AMRO Bank NV  |  |  |
| (r)Ω | SOFR + 0.750%, <br> FRN, 4.858%, <br> 07/07/28<br>|  | 10700 | 10719201 |
|  | 2.750%, 06/04/29 | EUR | 55200 | 64021665 |
|  | 3.125%, 01/21/30 | EUR | 44400 | 52200408 |
| BNG Bank NV  | BNG Bank NV  | BNG Bank NV  |  |  |
|  | 0.100%, 01/15/30 | EUR | 59300 | 62010074 |
|  | 3.000%, 04/23/30 | EUR | 31100 | 36620403 |
|  | 2.500%, 05/21/30 | EUR | 110666 | 127581395 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
| Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  |  |  |
| (r) | SOFR + 0.620%, <br> FRN, 4.838%, <br> 08/28/26<br>|  | 17250 | $17294850 |
| (r) | 3M Swap + 0.730%, <br> FRN, 4.233%, <br> 01/27/27<br>| AUD | 60100 | 39451622 |
| (r) | 3M Swap + 0.870%, <br> FRN, 4.418%, <br> 02/26/27<br>| AUD | 11500 | 7563953 |
| (r) | SOFR + 0.710%, <br> FRN, 4.900%, <br> 03/05/27<br>|  | 65000 | 65345270 |
| (r) | 3M Swap + 1.180%, <br> FRN, 4.670%, <br> 01/19/28<br>| AUD | 34700 | 22980065 |
| (r) | SOFR + 0.600%, <br> FRN, 4.687%, <br> 01/21/28<br>|  | 5525 | 5532098 |
| (r) | 3M Swap + 0.750%, <br> FRN, 4.298%, <br> 05/26/28<br>| AUD | 31200 | 20473156 |
| (r) | SOFR + 0.590%, <br> FRN, 4.683%, <br> 10/17/28<br>|  | 49290 | 49332389 |
| (r) | 3M Swap + 1.150%, <br> FRN, 4.722%, <br> 11/21/28<br>| AUD | 11500 | 7631372 |
| (r) | SOFR + 0.890%, <br> FRN, 4.983%, <br> 10/17/29<br>|  | 9000 | 9059388 |
| Nederlandse Waterschapsbank <br> NV  | Nederlandse Waterschapsbank <br> NV  | Nederlandse Waterschapsbank <br> NV  |  |  |
|  | 2.750%, 12/17/29 | EUR | 65835 | 76890059 |
|  | 2.500%, 05/22/30 | EUR | 117604 | 135593630 |
| Netherlands Government <br> Bonds  | Netherlands Government <br> Bonds  |  |  |  |
| Δ | 0.000%, 07/15/30 | EUR | 44100 | 45660488 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | 855961486 |
| NEW ZEALAND — (2.8%) | NEW ZEALAND — (2.8%) | NEW ZEALAND — (2.8%) | NEW ZEALAND — (2.8%) | NEW ZEALAND — (2.8%) |
| Housing New Zealand Ltd.  | Housing New Zealand Ltd.  |  |  |  |
|  | 2.183%, 04/24/30 | NZD | 6900 | 3733879 |
| New Zealand Government <br> Bonds  | New Zealand Government <br> Bonds  | New Zealand Government <br> Bonds  |  |  |
|  | 3.000%, 04/20/29 | NZD | 16200 | 9254876 |
|  | 4.500%, 05/15/30 | NZD | 371300 | 223457205 |
| New Zealand Local Government <br> Funding Agency Bonds  | New Zealand Local Government <br> Funding Agency Bonds  | New Zealand Local Government <br> Funding Agency Bonds  |  |  |
|  | 1.500%, 04/20/29 | NZD | 31100 | 16782969 |

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |
|  | 4.500%, 05/15/30 | NZD | 6800 | $4051755 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | 257280684 |
| NORWAY — (2.2%) | NORWAY — (2.2%) | NORWAY — (2.2%) | NORWAY — (2.2%) | NORWAY — (2.2%) |
| Kommunalbanken AS  | Kommunalbanken AS  | Kommunalbanken AS  |  |  |
| (r)Ω | SOFR + 1.000%, <br> FRN, 5.162%, <br> 06/17/26<br>|  | 30500 | 30638429 |
| (r) | SOFR + 1.000%, <br> FRN, 5.162%, <br> 06/17/26<br>|  | 15252 | 15321223 |
| (r)Ω | SOFR + 0.400%, <br> FRN, 4.618%, <br> 03/03/28<br>|  | 10700 | 10720326 |
| (r)Ω | SOFR + 0.410%, <br> FRN, 4.520%, <br> 04/09/29<br>|  | 141000 | 141173120 |
|  | 0.050%, 10/24/29 | EUR | 4050 | 4235863 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | 202088961 |
| SINGAPORE — (1.8%) | SINGAPORE — (1.8%) | SINGAPORE — (1.8%) | SINGAPORE — (1.8%) | SINGAPORE — (1.8%) |
| DBS Bank Ltd.  | DBS Bank Ltd.  | DBS Bank Ltd.  |  |  |
| (r) | 3M Swap + 0.770%, <br> FRN, 4.318%, <br> 02/26/27<br>| AUD | 17000 | 11168370 |
| (r) | 3M Swap + 0.670%, <br> FRN, 4.242%, <br> 02/21/28<br>| AUD | 700 | 459027 |
| DBS Group Holdings Ltd., <br> SOFR + 0.600%, FRN | DBS Group Holdings Ltd., <br> SOFR + 0.600%, FRN |  |  |  |
| (r) | 4.858%, 03/21/28 |  | 8800 | 8836020 |
| Temasek Financial I Ltd., <br> SOFR + 0.380%, FRN | Temasek Financial I Ltd., <br> SOFR + 0.380%, FRN |  |  |  |
| (r)Ω | 4.676%, 08/20/27 |  | 21900 | 21908103 |
| United Overseas Bank Ltd.  | United Overseas Bank Ltd.  | United Overseas Bank Ltd.  |  |  |
| (r) | 3M Swap + 0.720%, <br> FRN, 4.275%, <br> 02/24/27<br>| AUD | 20000 | 13129968 |
| (r) | 3M Swap + 0.720%, <br> FRN, 4.290%, <br> 04/16/27<br>| AUD | 5600 | 3676135 |
| (r) | 3M Swap + 0.650%, <br> FRN, 4.212%, <br> 02/28/28<br>| AUD | 15500 | 10150777 |
| (r)Ω | SOFR + 0.580%, <br> FRN, 4.843%, <br> 04/02/28<br>|  | 100000 | 100328702 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | 169657102 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (16.9%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (16.9%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (16.9%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (16.9%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (16.9%) |
| African Development Bank  | African Development Bank  |  |  |  |
|  | 0.875%, 03/23/26 |  | 10285 | $10161863 |
| Asian Development Bank  | Asian Development Bank  | Asian Development Bank  |  |  |
| (r) | SOFR + 1.000%, <br> FRN, 5.166%, <br> 06/16/26<br>|  | 657 | 660200 |
| (r) | SOFR + 1.000%, <br> FRN, 5.237%, <br> 08/27/26<br>|  | 12348 | 12432460 |
| (r) | SOFR + 0.300%, <br> FRN, 4.441%, <br> 06/20/28<br>|  | 201766 | 201726902 |
|  | 0.025%, 01/31/30 | EUR | 3400 | 3545193 |
| Asian Infrastructure Investment <br> Bank  | Asian Infrastructure Investment <br> Bank  | Asian Infrastructure Investment <br> Bank  |  |  |
|  | 0.500%, 01/27/26 |  | 8000 | 7934233 |
| (r) | SOFR + 0.620%, <br> FRN, 4.896%, <br> 08/16/27<br>|  | 49132 | 49433723 |
| Council of Europe <br> Development Bank  | Council of Europe <br> Development Bank  |  |  |  |
|  | 0.050%, 01/21/30 | EUR | 4400 | 4588942 |
| Eurofima Europaeische <br> Gesellschaft fuer die <br> Finanzierung von <br> Eisenbahnmaterial  | Eurofima Europaeische <br> Gesellschaft fuer die <br> Finanzierung von <br> Eisenbahnmaterial  |  |  |  |
|  | 0.100%, 05/20/30 | EUR | 9736 | 10050556 |
| European Bank for <br> Reconstruction & <br> Development  | European Bank for <br> Reconstruction & <br> Development  | European Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | SOFR + 0.190%, <br> FRN, 4.290%, <br> 04/14/26<br>|  | 6344 | 6342921 |
| (r) | SOFR + 0.330%, <br> FRN, 4.590%, <br> 02/20/28<br>|  | 129710 | 129834345 |
| (r) | SOFR + 0.420%, <br> FRN, 4.513%, <br> 07/22/30<br>|  | 26250 | 26284819 |
| European Investment Bank  | European Investment Bank  | European Investment Bank  |  |  |
| (r) | SOFR + 1.000%, <br> FRN, 5.240%, <br> 05/21/28<br>|  | 22497 | 22867789 |
| (r)Ω | SOFR + 1.000%, <br> FRN, 5.240%, <br> 05/21/28<br>|  | 2750 | 2796805 |
|  | 0.050%, 01/16/30 | EUR | 21500 | 22538768 |
|  | 4.000%, 04/15/30 | EUR | 43300 | 53317028 |
|  | 2.375%, 05/15/30 | EUR | 136100 | 156937024 |
| European Union  | European Union  | European Union  |  |  |
|  | 2.875%, 10/05/29 | EUR | 21300 | 25022760 |

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
|  | 1.625%, 12/04/29 | EUR | 226850 | $254058163 |
| Inter-American Development <br> Bank  | Inter-American Development <br> Bank  | Inter-American Development <br> Bank  |  |  |
| (r) | SOFR + 0.170%, <br> FRN, 4.336%, <br> 09/16/26<br>|  | 27700 | 27700831 |
| (r) | SOFR + 0.280%, <br> FRN, 4.384%, <br> 04/12/27<br>|  | 8720 | 8727631 |
| (r) | SOFR + 0.350%, <br> FRN, 4.466%, <br> 10/04/27<br>|  | 58579 | 58677967 |
| (r) | SOFR + 0.270%, <br> FRN, 4.411%, <br> 03/20/28<br>|  | 51000 | 50971656 |
| (r) | SOFR + 0.350%, <br> FRN, 4.466%, <br> 10/05/28<br>|  | 103500 | 103587810 |
| (r) | SOFR + 0.370%, <br> FRN, 4.438%, <br> 08/01/29<br>|  | 22800 | 22804871 |
| International Bank for <br> Reconstruction & <br> Development  | International Bank for <br> Reconstruction & <br> Development  | International Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | SOFR + 0.180%, <br> FRN, 4.350%, <br> 06/15/26<br>|  | 39000 | 39025350 |
| (r) | SOFR + 0.370%, <br> FRN, 4.474%, <br> 01/12/27<br>|  | 40530 | 40586912 |
| (r) | SOFR + 0.270%, <br> FRN, 4.440%, <br> 06/15/27<br>|  | 6600 | 6604100 |
| (r) | SOFR + 0.430%, <br> FRN, 4.694%, <br> 08/19/27<br>|  | 54880 | 55085251 |
| (r) | SOFR + 0.300%, <br> FRN, 4.580%, <br> 05/15/28<br>|  | 45500 | 45532875 |
| International Development <br> Association  | International Development <br> Association  |  |  |  |
|  | 2.500%, 05/28/30 | EUR | 19000 | 21913537 |
| International Finance Corp.  | International Finance Corp.  | International Finance Corp.  |  |  |
| (r) | SOFR + 0.310%, <br> FRN, 4.590%, <br> 08/28/28<br>|  | 55740 | 55747540 |
| (r) | SOFR + 0.360%, <br> FRN, 4.596%, <br> 08/28/29<br>|  | 15000 | 14992061 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
| Nordic Investment Bank  | Nordic Investment Bank  | Nordic Investment Bank  |  |  |
| (r) | SOFR + 1.000%, <br> FRN, 5.290%, <br> 05/12/26<br>|  | 22400 | $22494834 |
| (r) | SOFR + 0.290%, <br> FRN, 4.406%, <br> 10/04/27<br>|  | 5400 | 5407134 |
| TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS | TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS |  |  | 1580394854 |
| SWEDEN — (2.2%) | SWEDEN — (2.2%) | SWEDEN — (2.2%) | SWEDEN — (2.2%) | SWEDEN — (2.2%) |
| Skandinaviska Enskilda <br> Banken AB, SOFR + <br> 0.750%, FRN | Skandinaviska Enskilda <br> Banken AB, SOFR + <br> 0.750%, FRN |  |  |  |
| (r)Ω | 4.959%, 06/02/28 |  | 81800 | 82159343 |
| Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN | Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN |  |  |  |
| (r) | 5.069%, 08/03/26 |  | 53250 | 53558332 |
| Svenska Handelsbanken AB  | Svenska Handelsbanken AB  | Svenska Handelsbanken AB  |  |  |
| (r)Ω | SOFR + 0.660%, <br> FRN, 4.878%, <br> 05/28/27<br>|  | 7800 | 7831864 |
| (r)Ω | SOFR + 0.740%, <br> FRN, 4.974%, <br> 05/23/28<br>|  | 48780 | 49065323 |
|  | 0.050%, 09/06/28 | EUR | 5180 | 5584391 |
| Swedbank AB  | Swedbank AB  | Swedbank AB  |  |  |
|  | 4.125%, 11/13/28 | EUR | 4568 | 5516577 |
| (r)Ω | SOFR + 1.030%, <br> FRN, 5.273%, <br> 11/20/29<br>|  | 4000 | 4045754 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | 207761584 |
| UNITED KINGDOM — (0.2%) | UNITED KINGDOM — (0.2%) | UNITED KINGDOM — (0.2%) | UNITED KINGDOM — (0.2%) | UNITED KINGDOM — (0.2%) |
| Bank of England Euro Notes  | Bank of England Euro Notes  | Bank of England Euro Notes  |  |  |
|  | 4.625%, 03/06/26 |  | 17800 | 17837497 |
| UNITED STATES — (5.1%) | UNITED STATES — (5.1%) | UNITED STATES — (5.1%) | UNITED STATES — (5.1%) | UNITED STATES — (5.1%) |
| Alphabet, Inc.  | Alphabet, Inc.  |  |  |  |
|  | 2.500%, 05/06/29 | EUR | 18372 | 21171318 |
| Apple, Inc.  | Apple, Inc.  |  |  |  |
|  | 1.375%, 05/24/29 | EUR | 3150 | 3515022 |
| Bank of America NA, <br> SOFR + 1.020%, FRN | Bank of America NA, <br> SOFR + 1.020%, FRN |  |  |  |
| (r) | 5.277%, 08/18/26 |  | 1450 | 1457885 |
| Berkshire Hathaway <br> Finance Corp.  | Berkshire Hathaway <br> Finance Corp.  |  |  |  |
|  | 1.500%, 03/18/30 | EUR | 18767 | 20706402 |

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Chevron USA, Inc.  | Chevron USA, Inc.  | Chevron USA, Inc.  |  |  |
| (r) | SOFR + 0.470%, <br> FRN, 4.698%, <br> 02/26/28<br>|  | 27020 | $27096926 |
| (r) | SOFR + 0.570%, <br> FRN, 4.839%, <br> 08/13/28<br>|  | 53200 | 53400320 |
| Colgate-Palmolive Co.  | Colgate-Palmolive Co.  |  |  |  |
|  | 0.300%, 11/10/29 | EUR | 7400 | 7856295 |
| Eli Lilly & Co.  | Eli Lilly & Co.  | Eli Lilly & Co.  |  |  |
| (r) | SOFR + 0.530%, <br> FRN, 4.718%, <br> 10/15/28<br>|  | 32000 | 32116160 |
|  | 2.125%, 06/03/30 | EUR | 19700 | 22265680 |
| Johnson & Johnson  | Johnson & Johnson  |  |  |  |
|  | 2.700%, 02/26/29 | EUR | 4968 | 5792577 |
| JPMorgan Chase Bank <br> NA, SOFR + 0.620%, <br> FRN | JPMorgan Chase Bank <br> NA, SOFR + 0.620%, <br> FRN |  |  |  |
| (r) | 4.689%, 04/29/26 |  | 11850 | 11873159 |
| Mastercard, Inc.  | Mastercard, Inc.  | Mastercard, Inc.  |  |  |
| (r) | SOFR + 0.440%, <br> FRN, 4.598%, <br> 03/15/28<br>|  | 7240 | 7246786 |
|  | 1.000%, 02/22/29 | EUR | 3400 | 3745290 |
| Merck & Co., Inc., SOFR + <br> 0.460%, FRN | Merck & Co., Inc., SOFR + <br> 0.460%, FRN |  |  |  |
| #(r) | 4.636%, 09/15/27 |  | 36036 | 36244973 |
| Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN | Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN |  |  |  |
| (r) | 5.236%, 10/30/26 |  | 400 | 402780 |
| National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN | National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN |  |  |  |
| (r)Ω | 4.813%, 05/20/27 |  | 13250 | 13290102 |
| Nestle Finance International Ltd.  | Nestle Finance International Ltd.  | Nestle Finance International Ltd.  |  |  |
|  | 1.250%, 11/02/29 | EUR | 8089 | 8938959 |
|  | 3.500%, 01/17/30 | EUR | 9900 | 11868583 |
|  | 1.500%, 04/01/30 | EUR | 3250 | 3607174 |
| Procter & Gamble Co.  | Procter & Gamble Co.  |  |  |  |
|  | 0.350%, 05/05/30 | EUR | 15670 | 16406423 |
| Roche Finance Europe BV  | Roche Finance Europe BV  |  |  |  |
|  | 3.227%, 05/03/30 | EUR | 3210 | 3808200 |
| Roche Holdings, Inc., <br> SOFR + 0.740%, FRN | Roche Holdings, Inc., <br> SOFR + 0.740%, FRN |  |  |  |
| (r)Ω | 5.007%, 11/13/26 |  | 18040 | 18127967 |
| Sanofi SA  | Sanofi SA  | Sanofi SA  |  |  |
| (r) | SOFR + 0.540%, <br> FRN, 4.601%, <br> 11/03/28<br>|  | 81800 | 82122946 |
|  | 2.625%, 06/23/29 | EUR | 7500 | 8688392 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| State Street Corp., SOFR <br> + 0.640%, FRN | State Street Corp., SOFR <br> + 0.640%, FRN |  |  |  |
| (r) | 4.723%, 10/22/27 |  | 20915 | $20972568 |
| Visa, Inc.  | Visa, Inc.  |  |  |  |
|  | 2.000%, 06/15/29 | EUR | 10100 | 11440677 |
| Walmart, Inc., SOFR + <br> 0.430%, FRN | Walmart, Inc., SOFR + <br> 0.430%, FRN |  |  |  |
| (r) | 4.505%, 04/28/27 |  | 19700 | 19769493 |
| Wells Fargo Bank NA  | Wells Fargo Bank NA  | Wells Fargo Bank NA  |  |  |
| (r) | SOFR + 1.060%, <br> FRN, 5.347%, <br> 08/07/26<br>|  | 2530 | 2544719 |
| (r) | SOFR + 1.070%, <br> FRN, 5.236%, <br> 12/11/26<br>|  | 2275 | 2298710 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  |  | 478776486 |
| TOTAL BONDS | TOTAL BONDS |  |  | 7176382600 |
| U.S. TREASURY OBLIGATIONS — (3.8%) | U.S. TREASURY OBLIGATIONS — (3.8%) | U.S. TREASURY OBLIGATIONS — (3.8%) | U.S. TREASURY OBLIGATIONS — (3.8%) | U.S. TREASURY OBLIGATIONS — (3.8%) |
| U.S. Treasury Notes  | U.S. Treasury Notes  | U.S. Treasury Notes  |  |  |
| (r) | 3M USTMMR + <br> 0.245%, FRN, <br> 4.011%, 01/31/26 <br>|  | 235500 | 235533703 |
| (r) | 3M USTMMR + <br> 0.160%, FRN, <br> 3.926%, 04/30/27 <br>|  | 116000 | 115966765 |
| TOTAL U.S. TREASURY <br> OBLIGATIONS | TOTAL U.S. TREASURY <br> OBLIGATIONS |  |  | 351500468 |
| COMMERCIAL PAPER — (9.4%) | COMMERCIAL PAPER — (9.4%) | COMMERCIAL PAPER — (9.4%) | COMMERCIAL PAPER — (9.4%) | COMMERCIAL PAPER — (9.4%) |
| CANADA — (3.4%) | CANADA — (3.4%) | CANADA — (3.4%) | CANADA — (3.4%) | CANADA — (3.4%) |
| CDP Financial, Inc. | CDP Financial, Inc. |  |  |  |
| Ω | 4.499%, 12/02/25 |  | 22952 | 22870950 |
| PSP Capital, Inc. | PSP Capital, Inc. |  |  |  |
| Ω | 4.422%, 11/04/25 |  | 21000 | 20990850 |
| Ω | 4.027%, 02/04/26 |  | 85000 | 84111920 |
| Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |  |
| Ω | 4.221%, 12/16/25 |  | 100000 | 99486860 |
| Ω | 4.200%, 12/18/25 |  | 70000 | 69624968 |
| Ω | 4.056%, 01/22/26 |  | 25000 | 24769912 |
| TOTAL CANADA | TOTAL CANADA |  |  | 321855460 |
| FRANCE — (1.1%) | FRANCE — (1.1%) | FRANCE — (1.1%) | FRANCE — (1.1%) | FRANCE — (1.1%) |
| Caisse des Depots et <br> Consignations | Caisse des Depots et <br> Consignations |  |  |  |
| Ω | 4.168%, 11/17/25 |  | 25000 | 24954030 |
| Ω | 4.324%, 11/26/25 |  | 20000 | 19943494 |

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| Sanofi SA | Sanofi SA |  |  |
| Ω | 4.328%, 12/29/25 | 57000 | $56633775 |
| TOTAL FRANCE | TOTAL FRANCE |  | 101531299 |
| GERMANY — (1.6%) | GERMANY — (1.6%) | GERMANY — (1.6%) | GERMANY — (1.6%) |
| Erste Abwicklungsanstalt | Erste Abwicklungsanstalt |  |  |
| Ω | 4.111%, 01/29/26 | 50000 | 49513750 |
| NRW Bank | NRW Bank |  |  |
| Ω | 4.469%, 11/12/25 | 40000 | 39947652 |
| Ω | 3.989%, 12/03/25 | 65000 | 64771674 |
| TOTAL GERMANY | TOTAL GERMANY |  | 154233076 |
| LUXEMBOURG — (0.3%) | LUXEMBOURG — (0.3%) | LUXEMBOURG — (0.3%) | LUXEMBOURG — (0.3%) |
| Nestle Finance <br> International Ltd. | Nestle Finance <br> International Ltd. |  |  |
| Ω | 4.317%, 11/03/25 | 25000 | 24991858 |
| NORWAY — (0.6%) | NORWAY — (0.6%) | NORWAY — (0.6%) | NORWAY — (0.6%) |
| Equinor ASA | Equinor ASA |  |  |
| Ω | 4.283%, 12/08/25 | 40000 | 39833192 |
| Ω | 4.200%, 12/10/25 | 18000 | 17920933 |
| TOTAL NORWAY | TOTAL NORWAY |  | 57754125 |
| SINGAPORE — (1.2%) | SINGAPORE — (1.2%) | SINGAPORE — (1.2%) | SINGAPORE — (1.2%) |
| DBS Bank Ltd. | DBS Bank Ltd. |  |  |
| Ω | 4.296%, 11/26/25 | 10000 | 9971747 |
| Ω | 4.324%, 12/02/25 | 70000 | 69756008 |
| Ω | 4.304%, 12/05/25 | 30000 | 29885571 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | 109613326 |
| SWEDEN — (0.3%) | SWEDEN — (0.3%) | SWEDEN — (0.3%) | SWEDEN — (0.3%) |
| Skandinaviska Enskilda <br> Banken AB | Skandinaviska Enskilda <br> Banken AB |  |  |
| Ω | 4.488%, 11/10/25 | 25000 | 24972470 |
| UNITED STATES — (0.9%) | UNITED STATES — (0.9%) | UNITED STATES — (0.9%) | UNITED STATES — (0.9%) |
| Sanofi SA | Sanofi SA |  |  |
| Ω | 4.454%, 11/25/25 | 59000 | 58839255 |
| Walmart, Inc. | Walmart, Inc. |  |  |
| Ω | 3.991%, 12/04/25 | 25000 | 24907650 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | 83746905 |
| TOTAL COMMERCIAL <br> PAPER <br>(Cost $878,647,598) | TOTAL COMMERCIAL <br> PAPER <br>(Cost $878,647,598) |  | 878698519 |
| FOREIGN SOVEREIGN OBLIGATIONS — (9.9%) | FOREIGN SOVEREIGN OBLIGATIONS — (9.9%) | FOREIGN SOVEREIGN OBLIGATIONS — (9.9%) | FOREIGN SOVEREIGN OBLIGATIONS — (9.9%) |
| CANADA — (6.9%) | CANADA — (6.9%) | CANADA — (6.9%) | CANADA — (6.9%) |
| Alberta Treasury Bills | Alberta Treasury Bills |  |  |
| ∞ | 2.721%, 11/04/25<br> CAD | 45000 | 32076396 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| ∞ | 2.703%, 11/18/25 | CAD | 29700 | $21152211 |
| ∞ | 2.399%, 01/13/26 | CAD | 15000 | 10646893 |
| Canada Treasury Bills | Canada Treasury Bills |  |  |  |
| ∞ | 2.634%, 12/03/25 | CAD | 60000 | 42691526 |
| ∞ | 2.655%, 11/19/25 | CAD | 17300 | 12320121 |
| ∞ | 2.659%, 11/05/25 | CAD | 48200 | 34355323 |
| ∞ | 2.385%, 01/14/26 | CAD | 14100 | 10006974 |
| ∞ | 2.379%, 02/11/26 | CAD | 14000 | 9919233 |
| Ontario Treasury Bills | Ontario Treasury Bills |  |  |  |
| ∞ | 2.700%, 11/26/25 | CAD | 45800 | 32602886 |
| ∞ | 2.642%, 12/03/25 | CAD | 21765 | 15486817 |
| ∞ | 2.502%, 12/10/25 | CAD | 78500 | 55832359 |
| ∞ | 2.708%, 11/05/25 | CAD | 75700 | 53956389 |
| ∞ | 2.442%, 12/24/25 | CAD | 36400 | 25867344 |
| ∞ | 2.331%, 01/07/26 | CAD | 15000 | 10650743 |
| Province of Manitoba <br> Treasury Bills | Province of Manitoba <br> Treasury Bills |  |  |  |
| ∞ | 2.709%, 11/12/25 | CAD | 34000 | 24223864 |
| ∞ | 2.679%, 11/26/25 | CAD | 25000 | 17796692 |
| Quebec Treasury Bills | Quebec Treasury Bills |  |  |  |
| ∞ | 2.702%, 11/07/25 | CAD | 71800 | 51170458 |
| ∞ | 2.699%, 11/14/25 | CAD | 87600 | 62403953 |
| ∞ | 2.670%, 11/21/25 | CAD | 69406 | 49421743 |
| ∞ | 2.480%, 12/12/25 | CAD | 4655 | 3310425 |
| ∞ | 2.449%, 12/19/25 | CAD | 53125 | 37764184 |
| ∞ | 2.260%, 01/30/26 | CAD | 40000 | 28359488 |
| TOTAL CANADA | TOTAL CANADA |  |  | 642016022 |
| SINGAPORE — (2.0%) | SINGAPORE — (2.0%) | SINGAPORE — (2.0%) | SINGAPORE — (2.0%) | SINGAPORE — (2.0%) |
| Monetary Authority of <br> Singapore Bills | Monetary Authority of <br> Singapore Bills |  |  |  |
| ∞ | 1.482%, 01/02/26 | SGD | 130100 | 99727507 |
| ∞ | 1.434%, 01/08/26 | SGD | 117200 | 89818412 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | 189545919 |
| UNITED KINGDOM — (1.0%) | UNITED KINGDOM — (1.0%) | UNITED KINGDOM — (1.0%) | UNITED KINGDOM — (1.0%) | UNITED KINGDOM — (1.0%) |
| U.K. Treasury Bills | U.K. Treasury Bills |  |  |  |
| ∞ | 4.067%, 01/19/26 | GBP | 75000 | 97703943 |
| TOTAL FOREIGN <br> SOVEREIGN <br> OBLIGATIONS | TOTAL FOREIGN <br> SOVEREIGN <br> OBLIGATIONS |  |  | 929265884 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $9,377,419,753) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $9,377,419,753) |  |  | 9335847471 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (0.1%) | SECURITIES LENDING COLLATERAL — (0.1%) | SECURITIES LENDING COLLATERAL — (0.1%) | SECURITIES LENDING COLLATERAL — (0.1%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 480191 | $5554369 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $9,382,974,122) | (Cost $9,382,974,122) |  | $9341401840 |

---

As of October 31, 2025, DFA Five-Year Global Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 92657247 | CAD | 128881968 | Australia and New Zealand Bank | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; $766071 |
| USD | 84822322 | AUD | 128319696 | Australia and New Zealand Bank | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 862750 |
| USD | 50729280 | EUR | 43145001 | Australia and New Zealand Bank | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 998192 |
| USD | 100277205 | SGD | 129339043 | Bank of America Corp. | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 907934 |
| USD | 73908772 | EUR | 62762412 | Citibank, N.A. | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1565674 |
| USD | 21147537 | SGD | 27190974 | HSBC Bank | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 257114 |
| USD | 5750483 | EUR | 4887380 | Societe Generale | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 117045 |
| USD | 103157451 | AUD | 155878768 | Bank of New York Mellon | 11/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1165979 |
| USD | 90793455 | CAD | 126266040 | Societe Generale | 11/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; 762826 |
| USD | 11747643 | EUR | 9996293 | State Street Bank and Trust | 11/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; 225416 |
| USD | 73083738 | EUR | 62093183 | UBS AG | 11/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1512027 |
| USD | 49458113 | EUR | 42264190 | Citibank, N.A. | 11/05/25 | &nbsp;&nbsp;&nbsp;&nbsp; 739551 |
| USD | 73079018 | EUR | 62093182 | UBS AG | 11/05/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1503282 |
| USD | 144012722 | EUR | 123164295 | Societe Generale | 11/06/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2031415 |
| USD | 81075723 | CAD | 112985709 | Australia and New Zealand Bank | 11/07/25 | &nbsp;&nbsp;&nbsp;&nbsp; 501994 |
| USD | 122409707 | EUR | 104269965 | Bank of New York Mellon | 11/07/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2202638 |
| USD | 91231976 | CAD | 127123000 | Bank of New York Mellon | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 562663 |
| USD | 87954773 | EUR | 74734533 | Citibank, N.A. | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1782922 |
| USD | 44554660 | SGD | 56880462 | Goldman Sachs Capital Markets L.P. | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 833586 |
| USD | 90391969 | SGD | 117353633 | Royal Bank of Canada | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 188290 |
| USD | 100520130 | AUD | 152558926 | Societe Generale | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 693852 |
| USD | 111625054 | CAD | 155441794 | Bank of New York Mellon | 11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 746268 |
| USD | 91324023 | EUR | 77670259 | Citibank, N.A. | 11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1757083 |
| USD | 89234463 | EUR | 75767450 | Citibank, N.A. | 11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1856858 |
| USD | 86016647 | AUD | 130406299 | Citibank, N.A. | 11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 682836 |
| USD | 2819409 | NZD | 4901620 | Bank of America Corp. | 11/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 13349 |
| USD | 92302376 | CAD | 127240237 | Citibank, N.A. | 11/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1530856 |
| USD | 125828298 | EUR | 106989055 | Citibank, N.A. | 11/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2437918 |
| USD | 35509324 | NZD | 61667595 | Citibank, N.A. | 11/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 206103 |
| USD | 122761752 | EUR | 104920494 | Citibank, N.A. | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1736571 |
| USD | 99757920 | GBP | 74262150 | Societe Generale | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2196972 |
| USD | 11299417 | CAD | 15783425 | Societe Generale | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 37998 |
| USD | 99059614 | EUR | 84709053 | Citibank, N.A. | 11/18/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1342702 |
| USD | 82972710 | EUR | 71182271 | Citibank, N.A. | 11/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; 855112 |
| USD | 73131785 | EUR | 62838570 | Citibank, N.A. | 11/20/25 | &nbsp;&nbsp;&nbsp;&nbsp; 635595 |
| USD | 43461557 | EUR | 37524054 | HSBC Bank | 11/20/25 | &nbsp;&nbsp;&nbsp;&nbsp; 170454 |
| USD | 9272758 | EUR | 8005248 | HSBC Bank | 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 36667 |
| USD | 74594177 | EUR | 62838570 | Societe Generale | 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2093898 |
| USD | 23501212 | EUR | 20205633 | Bank of New York Mellon | 11/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 184928 |
| USD | 81182528 | EUR | 68489646 | HSBC Bank | 11/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2148922 |
| USD | 73154288 | EUR | 62838570 | Citibank, N.A. | 11/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 637647 |
| USD | 26899272 | EUR | 23123049 | HSBC Bank | 11/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 214931 |
| USD | 143936154 | EUR | 124053557 | Citibank, N.A. | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 768435 |
| USD | 84505696 | CAD | 118092349 | Citibank, N.A. | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 208358 |

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 92979239 | CAD | 130195082 | Societe Generale | 11/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; $33137 |
| USD | 144541204 | EUR | 124876200 | State Street Bank and Trust | 11/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; 407826 |
| USD | 77081086 | CAD | 107548603 | HSBC Bank | 12/01/25 | &nbsp;&nbsp;&nbsp;&nbsp; 290470 |
| USD | 127026421 | EUR | 108973575 | Royal Bank of Canada | 12/01/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1226718 |
| USD | 77446384 | CAD | 107781962 | HSBC Bank | 12/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; 485203 |
| USD | 72843964 | EUR | 62357545 | UBS AG | 12/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; 854003 |
| USD | 92413038 | CAD | 128881968 | Citibank, N.A. | 12/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 380785 |
| USD | 120735772 | SGD | 156530017 | Societe Generale | 12/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 205771 |
| USD | 72845523 | EUR | 62357545 | UBS AG | 12/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 851499 |
| USD | 102035202 | AUD | 155878768 | Bank of America Corp. | 12/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; 7410 |
| USD | 90286183 | CAD | 126266040 | Royal Bank of Canada | 12/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; 117237 |
| USD | 119537288 | EUR | 101970094 | Societe Generale | 12/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1802509 |
| USD | 99464640 | EUR | 85156230 | Societe Generale | 12/05/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1137529 |
| USD | 38916425 | NZD | 66039839 | Australia and New Zealand Bank | 12/08/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1071074 |
| USD | 102941182 | EUR | 88344384 | Citibank, N.A. | 12/08/25 | &nbsp;&nbsp;&nbsp;&nbsp; 915267 |
| USD | 130233268 | EUR | 112113805 | Societe Generale | 12/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; 749435 |
| USD | 72992466 | EUR | 62838570 | Citibank, N.A. | 12/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 414022 |
| USD | 72998492 | EUR | 62838570 | State Street Bank and Trust | 12/11/25 | &nbsp;&nbsp;&nbsp;&nbsp; 415886 |
| USD | 89971709 | EUR | 77284022 | HSBC Bank | 12/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 698553 |
| USD | 109101506 | EUR | 93454823 | HSBC Bank | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1130381 |
| USD | 133572371 | EUR | 114277476 | HSBC Bank | 12/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1536644 |
| USD | 65623588 | NZD | 111582241 | Australia and New Zealand Bank | 12/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1653824 |
| USD | 103260488 | EUR | 88415522 | HSBC Bank | 12/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1099696 |
| USD | 37141681 | NZD | 61949843 | HSBC Bank | 12/18/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1624449 |
| USD | 2448974 | NZD | 4191410 | Royal Bank of Canada | 12/18/25 | &nbsp;&nbsp;&nbsp;&nbsp; 45945 |
| USD | 128968729 | EUR | 110794793 | Royal Bank of Canada | 12/18/25 | &nbsp;&nbsp;&nbsp;&nbsp; 942191 |
| USD | 83623951 | EUR | 72089476 | Citibank, N.A. | 12/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; 317729 |
| USD | 37051292 | NZD | 64378362 | Citibank, N.A. | 12/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; 123738 |
| USD | 47984313 | NZD | 82916493 | Australia and New Zealand Bank | 12/30/25 | &nbsp;&nbsp;&nbsp;&nbsp; 421143 |
| USD | 84257150 | AUD | 128319696 | Australia and New Zealand Bank | 01/02/26 | &nbsp;&nbsp;&nbsp;&nbsp; 246167 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$63887923** |
| AUD | 128319696 | USD | 84205951 | Australia and New Zealand Bank | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(246379)<br>|
| CAD | 128881968 | USD | 92270177 | Citibank, N.A. | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; (379002)<br>|
| EUR | 110794793 | USD | 128646050 | Royal Bank of Canada | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; (938426)<br>|
| SGD | 156530017 | USD | 120463304 | Societe Generale | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; (203610)<br>|
| AUD | 155878768 | USD | 101999272 | Bank of America Corp. | 11/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; (7800)<br>|
| EUR | 72089476 | USD | 83416174 | Citibank, N.A. | 11/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; (322236)<br>|
| CAD | 126266040 | USD | 90147724 | Royal Bank of Canada | 11/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; (117095)<br>|
| CAD | 50542894 | USD | 36276497 | Citibank, N.A. | 11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; (223551)<br>|
| USD | 54765314 | CAD | 76865177 | Societe Generale | 11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; (63682)<br>|
| USD | 76309609 | CAD | 106963332 | Bank of New York Mellon | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; (8356)<br>|
| USD | 95513047 | AUD | 148123971 | HSBC Bank | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1419286)<br>|
| USD | 96690811 | AUD | 148207865 | Bank of New York Mellon | 11/18/25 | &nbsp;&nbsp;&nbsp;&nbsp; (297581)<br>|
| USD | 110248773 | AUD | 169928780 | Societe Generale | 11/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; (961927)<br>|
| USD | 30293812 | AUD | 46564100 | Bank of New York Mellon | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; (181014)<br>|
| USD | 80778221 | AUD | 124265679 | Societe Generale | 11/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; (551931)<br>|
| CAD | 10187004 | USD | 7318879 | UBS AG | 11/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; (46390)<br>|
| USD | 14006370 | EUR | 12136447 | Bank of New York Mellon | 12/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; (4803)<br>|
| SGD | 84096706 | USD | 64756274 | Bank of America Corp. | 12/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; (796)<br>|
| USD | 72821526 | EUR | 63096686 | Bank of New York Mellon | 12/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; (25863)<br>|
| CAD | 25696044 | USD | 18366767 | Citibank, N.A. | 12/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; (17693)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(6017421)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$57870502** |

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

As of October 31, 2025, the value of Rule 144A securities amounted to $1,679,358,629 or 17.7% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Bonds |  |  |  |  |
| Australia | &nbsp;&nbsp; — | &nbsp;&nbsp; $871086995 | &nbsp;&nbsp; — | &nbsp;&nbsp; $871086995 |
| Belgium | &nbsp;&nbsp; — | &nbsp;&nbsp; 275950582 | &nbsp;&nbsp; — | &nbsp;&nbsp; 275950582 |
| Canada | &nbsp;&nbsp; — | &nbsp;&nbsp; 548681250 | &nbsp;&nbsp; — | &nbsp;&nbsp; 548681250 |
| Denmark | &nbsp;&nbsp; — | &nbsp;&nbsp; 50156159 | &nbsp;&nbsp; — | &nbsp;&nbsp; 50156159 |
| Finland | &nbsp;&nbsp; — | &nbsp;&nbsp; 281537114 | &nbsp;&nbsp; — | &nbsp;&nbsp; 281537114 |
| France | &nbsp;&nbsp; — | &nbsp;&nbsp; 453529228 | &nbsp;&nbsp; — | &nbsp;&nbsp; 453529228 |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 644432118 | &nbsp;&nbsp; — | &nbsp;&nbsp; 644432118 |
| Luxembourg | &nbsp;&nbsp; — | &nbsp;&nbsp; 281250500 | &nbsp;&nbsp; — | &nbsp;&nbsp; 281250500 |
| Netherlands | &nbsp;&nbsp; — | &nbsp;&nbsp; 855961486 | &nbsp;&nbsp; — | &nbsp;&nbsp; 855961486 |
| New Zealand | &nbsp;&nbsp; — | &nbsp;&nbsp; 257280684 | &nbsp;&nbsp; — | &nbsp;&nbsp; 257280684 |
| Norway | &nbsp;&nbsp; — | &nbsp;&nbsp; 202088961 | &nbsp;&nbsp; — | &nbsp;&nbsp; 202088961 |
| Singapore | &nbsp;&nbsp; — | &nbsp;&nbsp; 169657102 | &nbsp;&nbsp; — | &nbsp;&nbsp; 169657102 |
| Supranational Organization Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 1580394854 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1580394854 |
| Sweden | &nbsp;&nbsp; — | &nbsp;&nbsp; 207761584 | &nbsp;&nbsp; — | &nbsp;&nbsp; 207761584 |
| United Kingdom | &nbsp;&nbsp; — | &nbsp;&nbsp; 17837497 | &nbsp;&nbsp; — | &nbsp;&nbsp; 17837497 |
| United States | &nbsp;&nbsp; — | &nbsp;&nbsp; 478776486 | &nbsp;&nbsp; — | &nbsp;&nbsp; 478776486 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 351500468 | &nbsp;&nbsp; — | &nbsp;&nbsp; 351500468 |
| Commercial Paper | &nbsp;&nbsp; — | &nbsp;&nbsp; 878698519 | &nbsp;&nbsp; — | &nbsp;&nbsp; 878698519 |
| Foreign Sovereign Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 929265884 | &nbsp;&nbsp; — | &nbsp;&nbsp; 929265884 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 5554369 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5554369 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $9341401840 | &nbsp;&nbsp; — | &nbsp;&nbsp; $9341401840 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 63887923 | &nbsp;&nbsp; — | &nbsp;&nbsp; 63887923 |
| **Liabilities** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (6017421) | &nbsp;&nbsp; — | &nbsp;&nbsp; (6017421) |
| Total Financial Instruments | &nbsp;&nbsp; — | &nbsp;&nbsp; $57870502 | &nbsp;&nbsp; — | &nbsp;&nbsp; $57870502 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**DFA World ex U.S. Government Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BONDS — (100.0%) | BONDS — (100.0%) | BONDS — (100.0%) | BONDS — (100.0%) | BONDS — (100.0%) |
| AUSTRALIA — (9.8%) | AUSTRALIA — (9.8%) | AUSTRALIA — (9.8%) | AUSTRALIA — (9.8%) | AUSTRALIA — (9.8%) |
| New South Wales Treasury <br> Corp.  | New South Wales Treasury <br> Corp.  | New South Wales Treasury <br> Corp.  |  |  |
|  | 2.000%, 03/20/31 | AUD | 14000 | $8212394 |
|  | 1.750%, 03/20/34 | AUD | 6000 | 3123288 |
|  | 4.750%, 02/20/35 | AUD | 5000 | 3260573 |
|  | 4.750%, 02/20/37 | AUD | 7400 | 4708960 |
| Queensland Treasury Corp.  | Queensland Treasury Corp.  | Queensland Treasury Corp.  |  |  |
|  | 1.750%, 08/21/31 | AUD | 3000 | 1712944 |
|  | 1.750%, 07/20/34 | AUD | 7000 | 3593180 |
|  | 5.000%, 07/21/37 | AUD | 41000 | 26477288 |
| South Australian <br> Government Financing <br> Authority  | South Australian <br> Government Financing <br> Authority  |  |  |  |
|  | 1.750%, 05/24/32 | AUD | 3000 | 1671350 |
| Treasury Corp. of Victoria  | Treasury Corp. of Victoria  | Treasury Corp. of Victoria  |  |  |
|  | 4.250%, 12/20/32 | AUD | 5000 | 3221446 |
|  | 2.250%, 11/20/34 | AUD | 51500 | 27284014 |
|  | 2.000%, 09/17/35 | AUD | 11000 | 5536019 |
|  | 2.000%, 11/20/37 | AUD | 4200 | 1953541 |
| Western Australian <br> Treasury Corp.  | Western Australian <br> Treasury Corp.  |  |  |  |
|  | 2.000%, 10/24/34 | AUD | 10000 | 5260637 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | 96015634 |
| BELGIUM — (0.6%) | BELGIUM — (0.6%) | BELGIUM — (0.6%) | BELGIUM — (0.6%) | BELGIUM — (0.6%) |
| Ministeries Van de Vlaamse <br> Gemeenschap  | Ministeries Van de Vlaamse <br> Gemeenschap  | Ministeries Van de Vlaamse <br> Gemeenschap  |  |  |
|  | 3.125%, 06/22/34 | EUR | 5000 | 5734152 |
| CANADA — (19.2%) | CANADA — (19.2%) | CANADA — (19.2%) | CANADA — (19.2%) | CANADA — (19.2%) |
| CDP Financial, Inc.  | CDP Financial, Inc.  |  |  |  |
|  | 2.750%, 02/13/32 | EUR | 20000 | 22891366 |
| CPPIB Capital, Inc.  | CPPIB Capital, Inc.  |  |  |  |
|  | 1.500%, 03/04/33 | EUR | 31520 | 32928038 |
| Ontario Teachers' Finance Trust  | Ontario Teachers' Finance Trust  | Ontario Teachers' Finance Trust  |  |  |
|  | 1.850%, 05/03/32 | EUR | 13000 | 14049713 |
| Ω | 1.850%, 05/03/32 | EUR | 3333 | 3602130 |
| Province of British Columbia  | Province of British Columbia  | Province of British Columbia  |  |  |
|  | 1.550%, 06/18/31 | CAD | 18000 | 11875855 |
|  | 3.550%, 06/18/33 | CAD | 16000 | 11566247 |
| Province of Manitoba  | Province of Manitoba  |  |  |  |
|  | 4.250%, 06/02/34 | CAD | 4000 | 3004756 |
| Province of Ontario  | Province of Ontario  | Province of Ontario  |  |  |
|  | 3.750%, 06/02/32 | CAD | 39000 | 28782503 |
|  | 3.650%, 06/02/33 | CAD | 4800 | 3496774 |
|  | 4.150%, 06/02/34 | CAD | 6000 | 4492075 |
| Province of Quebec  | Province of Quebec  | Province of Quebec  |  |  |
|  | 1.500%, 09/01/31 | CAD | 31000 | 20274493 |
|  | 3.600%, 09/01/33 | CAD | 3000 | 2170040 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | 4.450%, 09/01/34 | CAD | 9000 | $6852141 |
|  | 5.750%, 12/01/36 | CAD | 5400 | 4500918 |
| Province of Saskatchewan  | Province of Saskatchewan  |  |  |  |
|  | 3.300%, 05/08/34 | EUR | 10000 | 11665939 |
| PSP Capital, Inc.  | PSP Capital, Inc.  |  |  |  |
|  | 3.250%, 07/02/34 | EUR | 5000 | 5809004 |
| TOTAL CANADA | TOTAL CANADA |  |  | 187961992 |
| FINLAND — (2.9%) | FINLAND — (2.9%) | FINLAND — (2.9%) | FINLAND — (2.9%) | FINLAND — (2.9%) |
| Kuntarahoitus OYJ  | Kuntarahoitus OYJ  | Kuntarahoitus OYJ  |  |  |
|  | 1.250%, 02/23/33 | EUR | 28011 | 28974268 |
| FRANCE — (22.7%) | FRANCE — (22.7%) | FRANCE — (22.7%) | FRANCE — (22.7%) | FRANCE — (22.7%) |
| Aeroports de Paris SA  | Aeroports de Paris SA  |  |  |  |
|  | 3.500%, 03/20/33 | EUR | 8000 | 9337048 |
| Agence France Locale  | Agence France Locale  | Agence France Locale  |  |  |
| Δ | 0.000%, 03/20/31 | EUR | 11100 | 10963008 |
|  | 3.125%, 03/20/33 | EUR | 6100 | 6953012 |
|  | 3.125%, 03/20/34 | EUR | 5000 | 5655378 |
| French Republic Government <br> Bonds OAT  | French Republic Government <br> Bonds OAT  | French Republic Government <br> Bonds OAT  |  |  |
|  | 3.500%, 11/25/33 | EUR | 64000 | 75591344 |
|  | 1.250%, 05/25/34 | EUR | 69000 | 67903560 |
|  | 4.750%, 04/25/35 | EUR | 23000 | 29566550 |
| SFIL SA  | SFIL SA  |  |  |  |
|  | 2.875%, 01/22/31 | EUR | 5000 | 5759521 |
| SNCF Reseau  | SNCF Reseau  |  |  |  |
|  | 1.000%, 11/09/31 | EUR | 3400 | 3482515 |
| Societe Nationale SNCF <br> SACA  | Societe Nationale SNCF <br> SACA  |  |  |  |
|  | 3.375%, 05/25/33 | EUR | 3300 | 3836842 |
| UNEDIC ASSEO  | UNEDIC ASSEO  |  |  |  |
|  | 1.250%, 05/25/33 | EUR | 3400 | 3435177 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | 222483955 |
| GERMANY — (1.9%) | GERMANY — (1.9%) | GERMANY — (1.9%) | GERMANY — (1.9%) | GERMANY — (1.9%) |
| Bayerische Landesbank  | Bayerische Landesbank  |  |  |  |
|  | 3.625%, 08/04/32 | EUR | 11300 | 13333687 |
| Deutsche Bahn AG  | Deutsche Bahn AG  |  |  |  |
|  | 1.625%, 08/16/33 | EUR | 4773 | 5014088 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | 18347775 |
| IRELAND — (0.2%) | IRELAND — (0.2%) | IRELAND — (0.2%) | IRELAND — (0.2%) | IRELAND — (0.2%) |
| ESB Finance DAC  | ESB Finance DAC  | ESB Finance DAC  |  |  |
|  | 4.000%, 05/03/32 | EUR | 1500 | 1814735 |

---

------

**DFA World ex U.S. Government Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| JAPAN — (18.9%) | JAPAN — (18.9%) | JAPAN — (18.9%) | JAPAN — (18.9%) |
| Japan Government Ten Year <br> Bonds  | Japan Government Ten Year <br> Bonds  |  |  |
| 0.100%, 12/20/30 | JPY | 1000000 | $6126793 |
| 0.100%, 03/20/31 | JPY | 1950000 | 11899796 |
| 0.200%, 03/20/32 | JPY | 1100000 | 6642041 |
| 0.500%, 12/20/32 | JPY | 1100000 | 6696788 |
| 0.800%, 09/20/33 | JPY | 1100000 | 6776160 |
| Japan Government Thirty Year <br> Bonds  | Japan Government Thirty Year <br> Bonds  |  |  |
| 2.500%, 03/20/36 | JPY | 400000 | 2788969 |
| 2.400%, 03/20/37 | JPY | 800000 | 5498099 |
| 2.400%, 09/20/38 | JPY | 1400000 | 9499306 |
| 2.300%, 03/20/39 | JPY | 800000 | 5340186 |
| 2.300%, 03/20/40 | JPY | 1450000 | 9574272 |
| Japan Government Twenty Year <br> Bonds  | Japan Government Twenty Year <br> Bonds  |  |  |
| 1.400%, 09/20/34 | JPY | 1000000 | 6399455 |
| 1.300%, 06/20/35 | JPY | 500000 | 3146713 |
| 0.500%, 09/20/36 | JPY | 1200000 | 6814405 |
| 0.600%, 12/20/36 | JPY | 1570000 | 8964516 |
| 0.700%, 03/20/37 | JPY | 1000000 | 5741873 |
| 0.600%, 06/20/37 | JPY | 1500000 | 8462429 |
| 0.600%, 09/20/37 | JPY | 850000 | 4767578 |
| 0.500%, 03/20/38 | JPY | 1200000 | 6561184 |
| 0.500%, 06/20/38 | JPY | 1700000 | 9230147 |
| 0.700%, 09/20/38 | JPY | 1600000 | 8862241 |
| 0.500%, 12/20/38 | JPY | 1300000 | 6958640 |
| 0.400%, 03/20/39 | JPY | 1100000 | 5764311 |
| 0.300%, 06/20/39 | JPY | 1100000 | 5638116 |
| 0.300%, 09/20/39 | JPY | 1800000 | 9151372 |
| 0.300%, 12/20/39 | JPY | 900000 | 4539478 |
| 0.400%, 03/20/40 | JPY | 1800000 | 9154292 |
| 0.400%, 06/20/40 | JPY | 950000 | 4795062 |
| TOTAL JAPAN |  |  | 185794222 |
| LUXEMBOURG — (3.0%) | LUXEMBOURG — (3.0%) | LUXEMBOURG — (3.0%) | LUXEMBOURG — (3.0%) |
| European Financial Stability <br> Facility  | European Financial Stability <br> Facility  |  |  |
| 1.250%, 05/24/33 | EUR | 28300 | 29202415 |
| NETHERLANDS — (1.3%) | NETHERLANDS — (1.3%) | NETHERLANDS — (1.3%) | NETHERLANDS — (1.3%) |
| Alliander NV  |  |  |  |
| 3.000%, 05/06/33 | EUR | 8000 | 9148865 |
| Enexis Holding NV  |  |  |  |
| 0.625%, 06/17/32 | EUR | 4000 | 3944193 |
| TOTAL NETHERLANDS |  |  | 13093058 |
| NEW ZEALAND — (5.0%) | NEW ZEALAND — (5.0%) | NEW ZEALAND — (5.0%) | NEW ZEALAND — (5.0%) |
| New Zealand Government <br> Bonds  | New Zealand Government <br> Bonds  |  |  |
| 2.000%, 05/15/32 | NZD | 11100 | 5736087 |
| 4.250%, 05/15/34 | NZD | 35000 | 20464175 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |
| 2.750%, 04/15/37 | NZD | 24200 | $11921438 |
| New Zealand Local Government <br> Funding Agency Bonds  | New Zealand Local Government <br> Funding Agency Bonds  |  |  |
| 3.500%, 04/14/33 | NZD | 10000 | 5475807 |
| 3.000%, 05/15/35 | NZD | 5000 | 2530079 |
| 2.000%, 04/15/37 | NZD | 6000 | 2607224 |
| TOTAL NEW ZEALAND |  |  | 48734810 |
| NORWAY — (3.1%) | NORWAY — (3.1%) | NORWAY — (3.1%) | NORWAY — (3.1%) |
| Equinor ASA  | Equinor ASA  |  |  |
| 6.875%, 03/11/31 | GBP | 19124 | 28043386 |
| 1.625%, 02/17/35 | EUR | 2000 | 1982047 |
| TOTAL NORWAY |  |  | 30025433 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (7.0%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (7.0%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (7.0%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (7.0%) |
| Asian Development Bank  |  |  |  |
| 2.350%, 06/21/27 | JPY | 1830000 | 12168441 |
| Eurofima Europaeische <br> Gesellschaft fuer die <br> Finanzierung von <br> Eisenbahnmaterial  |  |  |  |
| 0.150%, 10/10/34 | EUR | 30000 | 26851052 |
| European Stability <br> Mechanism  |  |  |  |
| 1.200%, 05/23/33 | EUR | 11700 | 12125164 |
| European Union  |  |  |  |
| 1.250%, 04/04/33 | EUR | 7200 | 7438516 |
| International Bank for <br> Reconstruction & <br> Development  |  |  |  |
| 1.200%, 08/08/34 | EUR | 10000 | 10055814 |
| TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS |  |  | 68638987 |
| SWITZERLAND — (2.4%) | SWITZERLAND — (2.4%) | SWITZERLAND — (2.4%) | SWITZERLAND — (2.4%) |
| Swisscom Finance BV  | Swisscom Finance BV  |  |  |
| 3.500%, 11/29/31 | EUR | 17749 | 21061228 |
| 3.125%, 05/21/32 | EUR | 2500 | 2904413 |
| TOTAL SWITZERLAND |  |  | 23965641 |
| UNITED KINGDOM — (2.0%) | UNITED KINGDOM — (2.0%) | UNITED KINGDOM — (2.0%) | UNITED KINGDOM — (2.0%) |
| U.K. Gilts  | U.K. Gilts  |  |  |
| 4.500%, 03/07/35 | GBP | 14750 | 19505142 |
| TOTAL BONDS <br>Cost ($1053798230) |  |  | 980292219 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $1,053,798,230) |  |  | $980292219 |

---

------

**DFA World ex U.S. Government Fixed Income Portfolio**

**CONTINUED**

As of October 31, 2025, DFA World ex U.S. Government Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 2014167 | CAD | 2803743 | Citibank, N.A. | 11/05/25 | &nbsp;&nbsp;&nbsp;&nbsp; $14932 |
| USD | 6945020 | CAD | 9674057 | HSBC Bank | 11/05/25 | &nbsp;&nbsp;&nbsp;&nbsp; 46842 |
| USD | 20410287 | GBP | 15176661 | Bank of New York Mellon | 11/06/25 | &nbsp;&nbsp;&nbsp;&nbsp; 472625 |
| USD | 46500937 | CAD | 64787263 | Australia and New Zealand Bank | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 292017 |
| USD | 86019210 | EUR | 73825776 | Bank of New York Mellon | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 895192 |
| USD | 42861533 | CAD | 59683197 | Australia and New Zealand Bank | 11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 288681 |
| USD | 756994 | AUD | 1154962 | Citibank, N.A. | 11/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1214 |
| USD | 22977505 | GBP | 17191678 | Barclays Capital | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 392158 |
| USD | 90084586 | EUR | 77331799 | Citibank, N.A. | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 882804 |
| USD | 1131418 | AUD | 1714269 | Citibank, N.A. | 11/18/25 | &nbsp;&nbsp;&nbsp;&nbsp; 9587 |
| USD | 19107049 | EUR | 16429567 | HSBC Bank | 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 151363 |
| USD | 64570984 | JPY | 9704694795 | HSBC Bank | 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1496156 |
| USD | 64088439 | EUR | 54109948 | Societe Generale | 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1658845 |
| USD | 13353708 | JPY | 2023044825 | UBS AG | 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 205102 |
| USD | 6113447 | GBP | 4583357 | Bank of New York Mellon | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 92000 |
| USD | 56219926 | JPY | 8560845383 | HSBC Bank | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 551172 |
| USD | 80537306 | EUR | 69370393 | Societe Generale | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 478328 |
| USD | 5342005 | JPY | 813664467 | UBS AG | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 50975 |
| USD | 84885987 | EUR | 72984186 | HSBC Bank | 11/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; 646898 |
| USD | 61850197 | JPY | 9428957994 | Societe Generale | 11/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; 523885 |
| USD | 79781682 | EUR | 68324146 | Australia and New Zealand Bank | 12/01/25 | &nbsp;&nbsp;&nbsp;&nbsp; 907907 |
| USD | 41400433 | NZD | 72151682 | Citibank, N.A. | 12/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; 26925 |
| USD | 8139647 | NZD | 14041781 | Australia and New Zealand Bank | 12/30/25 | &nbsp;&nbsp;&nbsp;&nbsp; 84897 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$10170505** |
| USD | 1542290 | AUD | 2369400 | JPMorgan Chase Bank NA | 11/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(8190)<br>|
| AUD | 1787551 | USD | 1170052 | Barclays Capital | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; (153)<br>|
| USD | 94073216 | AUD | 144578531 | Societe Generale | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; (549153)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(557496)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$9613009** |

---

As of October 31, 2025, the value of Rule 144A securities amounted to $3,602,130 or 0.4% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Bonds |  |  |  |  |
| Australia | &nbsp;&nbsp; — | &nbsp;&nbsp; $96015634 | &nbsp;&nbsp; — | &nbsp;&nbsp; $96015634 |
| Belgium | &nbsp;&nbsp; — | &nbsp;&nbsp; 5734152 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5734152 |
| Canada | &nbsp;&nbsp; — | &nbsp;&nbsp; 187961992 | &nbsp;&nbsp; — | &nbsp;&nbsp; 187961992 |
| Finland | &nbsp;&nbsp; — | &nbsp;&nbsp; 28974268 | &nbsp;&nbsp; — | &nbsp;&nbsp; 28974268 |
| France | &nbsp;&nbsp; — | &nbsp;&nbsp; 222483955 | &nbsp;&nbsp; — | &nbsp;&nbsp; 222483955 |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 18347775 | &nbsp;&nbsp; — | &nbsp;&nbsp; 18347775 |

---

------

**DFA World ex U.S. Government Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Ireland | &nbsp;&nbsp; — | &nbsp;&nbsp; $1814735 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1814735 |
| Japan | &nbsp;&nbsp; — | &nbsp;&nbsp; 185794222 | &nbsp;&nbsp; — | &nbsp;&nbsp; 185794222 |
| Luxembourg | &nbsp;&nbsp; — | &nbsp;&nbsp; 29202415 | &nbsp;&nbsp; — | &nbsp;&nbsp; 29202415 |
| Netherlands | &nbsp;&nbsp; — | &nbsp;&nbsp; 13093058 | &nbsp;&nbsp; — | &nbsp;&nbsp; 13093058 |
| New Zealand | &nbsp;&nbsp; — | &nbsp;&nbsp; 48734810 | &nbsp;&nbsp; — | &nbsp;&nbsp; 48734810 |
| Norway | &nbsp;&nbsp; — | &nbsp;&nbsp; 30025433 | &nbsp;&nbsp; — | &nbsp;&nbsp; 30025433 |
| Supranational Organization Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 68638987 | &nbsp;&nbsp; — | &nbsp;&nbsp; 68638987 |
| Switzerland | &nbsp;&nbsp; — | &nbsp;&nbsp; 23965641 | &nbsp;&nbsp; — | &nbsp;&nbsp; 23965641 |
| United Kingdom | &nbsp;&nbsp; — | &nbsp;&nbsp; 19505142 | &nbsp;&nbsp; — | &nbsp;&nbsp; 19505142 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $980292219 | &nbsp;&nbsp; — | &nbsp;&nbsp; $980292219 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 10170505 | &nbsp;&nbsp; — | &nbsp;&nbsp; 10170505 |
| **Liabilities** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (557496) | &nbsp;&nbsp; — | &nbsp;&nbsp; (557496) |
| Total Financial Instruments | &nbsp;&nbsp; — | &nbsp;&nbsp; $9613009 | &nbsp;&nbsp; — | &nbsp;&nbsp; $9613009 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

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**DFA Short-Term Government Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025** 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face** <br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (32.3%) | AGENCY OBLIGATIONS — (32.3%) | AGENCY OBLIGATIONS — (32.3%) | AGENCY OBLIGATIONS — (32.3%) |
| Federal Home Loan Bank Discount Notes | Federal Home Loan Bank Discount Notes |  |  |
| ∞ | 4.245%, 11/03/25 | 44000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $43985846 |
| ∞ | 4.262%, 11/05/25 | 52750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52721720 |
| ∞ | 4.349%, 11/06/25 | 8350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8344628 |
| ∞ | 4.072%, 11/12/25 | 24500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24468477 |
| ∞ | 4.118%, 11/14/25 | 88000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87867902 |
| ∞ | 4.231%, 11/19/25 | 66000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65865543 |
| ∞ | 4.037%, 12/05/25 | 51000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50811584 |
| ∞ | 4.000%, 12/09/25 | 90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89629500 |
| ∞ | 3.982%, 12/17/25 | 26500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26368531 |
| ∞ | 3.961%, 01/09/26 | 88100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87447326 |
| ∞ | 3.911%, 01/21/26 | 46500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46096458 |
| ∞ | 3.886%, 01/23/26 | 24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23786640 |
| ∞ | 3.836%, 01/26/26 | 11500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11394114 |
| TOTAL AGENCY OBLIGATIONS | TOTAL AGENCY OBLIGATIONS |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 618788269 |
| U.S. TREASURY OBLIGATIONS — (59.1%) | U.S. TREASURY OBLIGATIONS — (59.1%) | U.S. TREASURY OBLIGATIONS — (59.1%) | U.S. TREASURY OBLIGATIONS — (59.1%) |
| U.S. Treasury Bills | U.S. Treasury Bills |  |  |
| ∞ | 4.074%, 11/25/25 | 43750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43646291 |
| ∞ | 4.177%, 11/28/25 | 75750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75546727 |
| ∞ | 4.034%, 12/02/25 | 24450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24373649 |
| ∞ | 3.934%, 12/11/25 | 52500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52285089 |
| ∞ | 3.934%, 01/02/26 | 44300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44016609 |
| ∞ | 3.956%, 01/08/26 | 54000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53625533 |
| ∞ | 3.926%, 01/15/26 | 4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4366386 |
| ∞ | 3.852%, 01/22/26 | 57750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57267788 |
| ∞ | 3.905%, 02/03/26 | 93750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92849813 |
| U.S. Treasury Notes, 3M USTMMR + 0.150%, FRN | U.S. Treasury Notes, 3M USTMMR + 0.150%, FRN |  |  |
| (r) | 3.916%, 04/30/26 | 27475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27469668 |
| U.S. Treasury Notes, 3M USTMMR + 0.160%, FRN | U.S. Treasury Notes, 3M USTMMR + 0.160%, FRN |  |  |
| (r) | 3.926%, 04/30/27 | 165675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165627532 |
| U.S. Treasury Notes, 3M USTMMR + 0.182%, FRN | U.S. Treasury Notes, 3M USTMMR + 0.182%, FRN |  |  |
| (r) | 3.948%, 07/31/26 | 51675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51675114 |
| U.S. Treasury Notes, 3M USTMMR + 0.190%, FRN | U.S. Treasury Notes, 3M USTMMR + 0.190%, FRN |  |  |
| (r) | 3.956%, 10/31/27 | 145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145021011 |
| U.S. Treasury Notes, 3M USTMMR + 0.205%, FRN | U.S. Treasury Notes, 3M USTMMR + 0.205%, FRN |  |  |
| (r) | 3.971%, 10/31/26 | 11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11002179 |
| U.S. Treasury Notes, 3M USTMMR + 0.245%, FRN | U.S. Treasury Notes, 3M USTMMR + 0.245%, FRN |  |  |
| (r) | 4.011%, 01/31/26 | 148700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148721280 |
| U.S.Treasury Notes, 3M USTMMR + 0.159%, FRN | U.S.Treasury Notes, 3M USTMMR + 0.159%, FRN |  |  |
| (r) | 3.925%, 07/31/27 | 134900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134872684 |
| TOTAL U.S. TREASURY OBLIGATIONS | TOTAL U.S. TREASURY OBLIGATIONS |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1132367353 |
| TOTAL INVESTMENT SECURITIES <br>(Cost $1,751,141,779) | TOTAL INVESTMENT SECURITIES <br>(Cost $1,751,141,779) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1751155622 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

**DFA Short-Term Government Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| TEMPORARY CASH INVESTMENTS — (8.6%) | TEMPORARY CASH INVESTMENTS — (8.6%) | TEMPORARY CASH INVESTMENTS — (8.6%) | TEMPORARY CASH INVESTMENTS — (8.6%) |
| Ɏ | State Street Institutional U.S. Government Money Market Fund 4.010% | 163932124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $163932124 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $1,915,073,903) | (Cost $1,915,073,903) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1915087746 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $618788269 | &nbsp;&nbsp; — | &nbsp;&nbsp; $618788269 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 1132367353 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1132367353 |
| Temporary Cash Investments | &nbsp;&nbsp; $163932124 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 163932124 |
| Total Investments in Securities | &nbsp;&nbsp; $163932124 | &nbsp;&nbsp; $1751155622 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1915087746 |

---

See accompanying Notes to Financial Statements.

------

**DFA Intermediate Government Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| AGENCY OBLIGATIONS — (33.2%) | AGENCY OBLIGATIONS — (33.2%) | AGENCY OBLIGATIONS — (33.2%) |
| Federal Home Loan Banks |  |  |
| 4.375%, 03/13/26 | 6080 | $6092034 |
| 5.750%, 06/12/26 | 16080 | 16259232 |
| 1.875%, 09/11/26 | 2500 | 2460362 |
| 3.000%, 09/11/26 | 62930 | 62494321 |
| 2.125%, 12/11/26 | 30250 | 29734172 |
| 2.500%, 12/10/27 | 97640 | 95442391 |
| 3.000%, 03/10/28 | 51070 | 50371249 |
| 3.250%, 06/09/28 | 202360 | 200963892 |
| 3.250%, 11/16/28 | 270180 | 267298328 |
| 2.125%, 09/14/29 | 12635 | 11903099 |
| 2.125%, 12/14/29 | 52580 | 49315292 |
| 4.500%, 09/13/30 | 16335 | 16898687 |
| 4.750%, 03/10/34 | 15000 | 15608953 |
| 5.500%, 07/15/36 | 158590 | 174457830 |
| Tennessee Valley Authority |  |  |
| 2.875%, 02/01/27 | 170019 | 168250641 |
| 7.125%, 05/01/30 | 159440 | 181514419 |
| 1.500%, 09/15/31 | 77768 | 67995741 |
| 4.700%, 07/15/33 | 19000 | 19892014 |
| 4.375%, 08/01/34 | 122591 | 124492131 |
| 4.875%, 05/15/35 | 160000 | 166139147 |
| 4.650%, 06/15/35 | 10635 | 10938313 |
| 5.880%, 04/01/36 | 144694 | 162548852 |
| 6.150%, 01/15/38 | 709 | 831529 |
| 5.500%, 06/15/38 | 6207 | 6760042 |
| 5.250%, 09/15/39 | 79072 | 84435526 |
| TOTAL AGENCY <br> OBLIGATIONS |  | 1993098197 |
| U.S. TREASURY OBLIGATIONS — (66.4%) | U.S. TREASURY OBLIGATIONS — (66.4%) | U.S. TREASURY OBLIGATIONS — (66.4%) |
| U.S. Treasury Bonds |  |  |
| 6.750%, 08/15/26 | 8183 | 8369790 |
| 6.500%, 11/15/26 | 5500 | 5664937 |
| 6.625%, 02/15/27 | 5000 | 5198438 |
| 6.125%, 11/15/27 | 8250 | 8659922 |
| 5.500%, 08/15/28 | 7500 | 7882324 |
| 5.250%, 11/15/28 | 42932 | 44931126 |
| 5.250%, 02/15/29 | 41500 | 43680371 |
| 6.125%, 08/15/29 | 6278 | 6822175 |
| 6.250%, 05/15/30 | 51789 | 57283932 |
| 5.375%, 02/15/31 | 13250 | 14277910 |
| 4.500%, 02/15/36 | 20750 | 21518398 |
| 4.750%, 02/15/37 | 285250 | 300983320 |
| 5.000%, 05/15/37 | 321000 | 345814805 |
| 4.375%, 02/15/38 | 253400 | 257141608 |
| 4.500%, 05/15/38 | 335355 | 344328365 |
| 3.500%, 02/15/39 | 226635 | 208557319 |
| 4.250%, 05/15/39 | 148050 | 146546367 |
| 4.500%, 08/15/39 | 144424 | 146274433 |
| 4.375%, 11/15/39 | 5000 | 4987109 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| 1.125%, 05/15/40 | 75750 | $48722636 |
| 4.375%, 05/15/40 | 10000 | 9945313 |
| 1.125%, 08/15/40 | 139650 | 88868678 |
| 3.875%, 08/15/40 | 12250 | 11489160 |
| U.S. Treasury Notes |  |  |
| 1.625%, 02/15/26 | 4000 | 3974180 |
| 2.250%, 03/31/26 | 8000 | 7949961 |
| 2.375%, 04/30/26 | 13000 | 12908763 |
| 1.625%, 05/15/26 | 18375 | 18164046 |
| 2.125%, 05/31/26 | 25000 | 24760986 |
| 1.875%, 06/30/26 | 22750 | 22465736 |
| 1.875%, 07/31/26 | 12500 | 12327637 |
| 1.500%, 08/15/26 | 65000 | 63868425 |
| 1.375%, 08/31/26 | 11000 | 10788594 |
| 1.625%, 09/30/26 | 19000 | 18641969 |
| 1.625%, 10/31/26 | 31000 | 30364258 |
| 2.000%, 11/15/26 | 35550 | 34928134 |
| 1.500%, 01/31/27 | 5000 | 4867383 |
| 2.250%, 02/15/27 | 8500 | 8348926 |
| 1.125%, 02/28/27 | 10250 | 9916074 |
| 0.625%, 03/31/27 | 5000 | 4794141 |
| 2.375%, 05/15/27 | 5250 | 5151357 |
| 0.500%, 05/31/27 | 7000 | 6668047 |
| 0.500%, 06/30/27 | 7250 | 6889482 |
| 0.375%, 07/31/27 | 3000 | 2836992 |
| 2.250%, 08/15/27 | 9850 | 9619141 |
| 0.500%, 08/31/27 | 5000 | 4727344 |
| 0.375%, 09/30/27 | 5000 | 4705273 |
| 0.500%, 10/31/27 | 7000 | 6586289 |
| 2.250%, 11/15/27 | 5000 | 4868555 |
| 0.625%, 11/30/27 | 5000 | 4705859 |
| 1.125%, 02/29/28 | 5000 | 4726953 |
| 1.250%, 03/31/28 | 5000 | 4731445 |
| 2.875%, 05/15/28 | 3500 | 3439434 |
| 1.250%, 06/30/28 | 9500 | 8938535 |
| 1.000%, 07/31/28 | 6000 | 5595703 |
| 2.875%, 08/15/28 | 10750 | 10544658 |
| 1.250%, 09/30/28 | 25000 | 23389649 |
| 1.375%, 10/31/28 | 17875 | 16750132 |
| 3.125%, 11/15/28 | 21000 | 20710430 |
| 2.625%, 02/15/29 | 129000 | 125044336 |
| 2.375%, 05/15/29 | 191500 | 183548261 |
| 1.625%, 08/15/29 | 44700 | 41586715 |
| 3.875%, 09/30/29 | 10000 | 10078125 |
| 4.000%, 10/31/29 | 38250 | 38725137 |
| 1.750%, 11/15/29 | 44250 | 41166328 |
| 3.875%, 11/30/29 | 91750 | 92466797 |
| 3.875%, 12/31/29 | 86250 | 86910352 |
| 3.500%, 01/31/30 | 26000 | 25820234 |
| 1.500%, 02/15/30 | 38400 | 35134500 |
| 4.000%, 02/28/30 | 38000 | 38483906 |
| 3.625%, 03/31/30 | 15000 | 14963672 |

---

------

**DFA Intermediate Government Fixed Income Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| 3.500%, 04/30/30 | 17425 | $17290228 |
| 0.625%, 05/15/30 | 149050 | 130139281 |
| 3.750%, 05/31/30 | 21500 | 21548711 |
| 3.750%, 06/30/30 | 20000 | 20040625 |
| 4.000%, 07/31/30 | 27000 | 27341719 |
| 0.625%, 08/15/30 | 125000 | 108247070 |
| 4.125%, 08/31/30 | 10000 | 10179297 |
| 4.625%, 09/30/30 | 18500 | 19250117 |
| 4.875%, 10/31/30 | 18000 | 18941484 |
| 0.875%, 11/15/30 | 8000 | 6968125 |
| 4.375%, 11/30/30 | 8400 | 8650031 |
| 3.750%, 12/31/30 | 15000 | 15014063 |
| 4.000%, 01/31/31 | 12125 | 12274668 |
| 1.250%, 08/15/31 | 117750 | 102318310 |
| 3.750%, 08/31/31 | 10000 | 9975000 |
| 1.375%, 11/15/31 | 7500 | 6520898 |
| 4.125%, 11/30/31 | 6000 | 6098438 |
| 4.375%, 01/31/32 | 15000 | 15446484 |
| 2.875%, 05/15/32 | 11000 | 10377813 |
| 2.750%, 08/15/32 | 2000 | 1866094 |
| 3.375%, 05/15/33 | 7000 | 6748711 |
| 3.875%, 08/15/33 | 10000 | 9951563 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| 4.500%, 11/15/33 | 57500 | $59611328 |
| 4.250%, 05/15/35 | 9000 | 9120938 |
| 4.250%, 08/15/35 | 10000 | 10125000 |
| TOTAL U.S. TREASURY <br> OBLIGATIONS |  | 3980577286 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $6,149,438,790) |  | 5973675483 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| TEMPORARY CASH INVESTMENTS — (0.4%) | TEMPORARY CASH INVESTMENTS — (0.4%) | TEMPORARY CASH INVESTMENTS — (0.4%) | TEMPORARY CASH INVESTMENTS — (0.4%) |
| Ɏ | State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.010%<br>| 22701533 | 22701533 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $6,172,140,323) | (Cost $6,172,140,323) |  | $5996377016 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $1993098197 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1993098197 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 3980577286 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3980577286 |
| Temporary Cash Investments | &nbsp;&nbsp; $22701533 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 22701533 |
| Total Investments in Securities | &nbsp;&nbsp; $22701533 | &nbsp;&nbsp; $5973675483 | &nbsp;&nbsp; — | &nbsp;&nbsp; $5996377016 |

---

See accompanying Notes to Financial Statements.

------

**DFA Short-Term Extended Quality Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (0.3%) | AGENCY OBLIGATIONS — (0.3%) | AGENCY OBLIGATIONS — (0.3%) | AGENCY OBLIGATIONS — (0.3%) | AGENCY OBLIGATIONS — (0.3%) |
| Federal Home Loan <br> Mortgage Corp., SOFR <br> + 0.220%, FRN | Federal Home Loan <br> Mortgage Corp., SOFR <br> + 0.220%, FRN |  |  |  |
| (r) | 4.260%, 07/07/28 |  | 14000 | $14043518 |
| Federal National Mortgage <br> Association, SOFR + <br> 0.260%, FRN | Federal National Mortgage <br> Association, SOFR + <br> 0.260%, FRN |  |  |  |
| (r) | 4.300%, 11/05/27 |  | 4400 | 4420460 |
| TOTAL AGENCY <br> OBLIGATIONS | TOTAL AGENCY <br> OBLIGATIONS |  |  | 18463978 |
| BONDS — (71.1%) | BONDS — (71.1%) | BONDS — (71.1%) | BONDS — (71.1%) | BONDS — (71.1%) |
| 3M Co. | 3M Co. |  |  |  |
|  | 1.750%, 05/15/30 | EUR | 9880 | 10840297 |
| 7-Eleven, Inc. | 7-Eleven, Inc. |  |  |  |
| Ω | 0.950%, 02/10/26 |  | 1500 | 1485932 |
| ABB Finance BV | ABB Finance BV |  |  |  |
| Δ | 0.000%, 01/19/30 | EUR | 1300 | 1339307 |
| AbbVie, Inc. | AbbVie, Inc. |  |  |  |
|  | 4.800%, 03/15/29 |  | 9841 | 10069345 |
|  | 3.200%, 11/21/29 |  | 800 | 772766 |
| Abertis France SAS | Abertis France SAS |  |  |  |
|  | 3.375%, 04/21/29 | EUR | 7500 | 8767021 |
|  | 1.625%, 09/18/29 | EUR | 400 | 437816 |
| Abertis Infraestructuras SA | Abertis Infraestructuras SA |  |  |  |
|  | 3.125%, 07/07/30 | EUR | 2000 | 2309251 |
| ABN AMRO Bank NV | ABN AMRO Bank NV |  |  |  |
|  | 0.500%, 09/23/29 | EUR | 4000 | 4224736 |
|  | 4.250%, 02/21/30 | EUR | 21900 | 26642122 |
| Acciona Energia <br> Financiacion Filiales SA | Acciona Energia <br> Financiacion Filiales SA |  |  |  |
|  | 3.750%, 04/25/30 | EUR | 5800 | 6901639 |
| AerCap Ireland Capital <br> DAC/AerCap Global <br> Aviation Trust | AerCap Ireland Capital <br> DAC/AerCap Global <br> Aviation Trust |  |  |  |
|  | 1.750%, 01/30/26 |  | 18650 | 18532800 |
|  | 4.450%, 04/03/26 |  | 410 | 410151 |
| Aeroports de Paris SA | Aeroports de Paris SA |  |  |  |
|  | 2.750%, 04/02/30 | EUR | 2400 | 2748894 |
| AES Corp. | AES Corp. |  |  |  |
|  | 1.375%, 01/15/26 |  | 20349 | 20220904 |
| Akzo Nobel NV | Akzo Nobel NV |  |  |  |
|  | 1.625%, 04/14/30 | EUR | 5000 | 5443690 |
| Albemarle New Holding <br> GmbH | Albemarle New Holding <br> GmbH |  |  |  |
|  | 1.625%, 11/25/28 | EUR | 2000 | 2236566 |
| Alimentation Couche-Tard, <br> Inc. | Alimentation Couche-Tard, <br> Inc. |  |  |  |
| Ω | 2.950%, 01/25/30 |  | 500 | 473082 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Allstate Corp. | Allstate Corp. |  |  |  |
|  | 5.050%, 06/24/29 |  | 300 | $308641 |
| Alstom SA | Alstom SA |  |  |  |
| Δ | 0.000%, 01/11/29 | EUR | 3200 | 3393181 |
| Altria Group, Inc. | Altria Group, Inc. |  |  |  |
|  | 4.400%, 02/14/26 |  | 2000 | 1999146 |
| Amadeus IT Group SA | Amadeus IT Group SA |  |  |  |
|  | 3.375%, 03/25/30 | EUR | 5300 | 6218038 |
| AMCO - Asset <br> Management Co. SpA | AMCO - Asset <br> Management Co. SpA |  |  |  |
|  | 3.250%, 04/02/30 | EUR | 5000 | 5846839 |
| American Express Co., <br> SOFR + 0.650%, FRN | American Express Co., <br> SOFR + 0.650%, FRN |  |  |  |
| (r) | 4.954%, 11/04/26 |  | 30122 | 30243805 |
| American Honda Finance <br> Corp. | American Honda Finance <br> Corp. |  |  |  |
|  | 5.650%, 11/15/28 |  | 400 | 417183 |
|  | 4.900%, 03/13/29 |  | 230 | 235079 |
| American Honda Finance <br> Corp., SOFR + 0.710%, <br> FRN | American Honda Finance <br> Corp., SOFR + 0.710%, <br> FRN |  |  |  |
| (r) | 4.812%, 01/09/26 |  | 2767 | 2768965 |
| (r) | 4.812%, 07/09/27 |  | 10808 | 10819971 |
| American Honda Finance <br> Corp., SOFR + 0.720%, <br> FRN | American Honda Finance <br> Corp., SOFR + 0.720%, <br> FRN |  |  |  |
| (r) | 4.803%, 10/22/27 |  | 3154 | 3157133 |
| American Medical Systems <br> Europe BV | American Medical Systems <br> Europe BV |  |  |  |
|  | 3.375%, 03/08/29 | EUR | 5000 | 5900971 |
| American National Group, <br> Inc. | American National Group, <br> Inc. |  |  |  |
|  | 5.750%, 10/01/29 |  | 4300 | 4437447 |
| American Tower Corp. | American Tower Corp. |  |  |  |
|  | 1.600%, 04/15/26 |  | 830 | 820673 |
|  | 0.875%, 05/21/29 | EUR | 830 | 894128 |
| Ameriprise Financial, Inc. | Ameriprise Financial, Inc. |  |  |  |
|  | 5.700%, 12/15/28 |  | 2415 | 2525649 |
| Amphenol Corp. | Amphenol Corp. |  |  |  |
|  | 5.050%, 04/05/29 |  | 400 | 411750 |
| Amprion GmbH | Amprion GmbH |  |  |  |
|  | 3.125%, 08/27/30 | EUR | 2000 | 2329517 |
| Aon Global Ltd. | Aon Global Ltd. |  |  |  |
|  | 3.875%, 12/15/25 |  | 2198 | 2196888 |
| APA Infrastructure Ltd. | APA Infrastructure Ltd. |  |  |  |
|  | 0.750%, 03/15/29 | EUR | 4400 | 4736070 |
| APRR SA | APRR SA |  |  |  |
|  | 3.125%, 01/24/30 | EUR | 5200 | 6076626 |
| ArcelorMittal SA | ArcelorMittal SA |  |  |  |
|  | 3.125%, 12/13/28 | EUR | 8920 | 10370994 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| ARES Capital Corp. | ARES Capital Corp. |  |  |  |
|  | 5.875%, 03/01/29 |  | 200 | $204738 |
|  | 5.950%, 07/15/29 |  | 11400 | 11698294 |
| Arrow Electronics, Inc. | Arrow Electronics, Inc. |  |  |  |
|  | 5.150%, 08/21/29 |  | 8100 | 8270090 |
| Asian Development Bank | Asian Development Bank |  |  |  |
|  | 4.250%, 01/09/26 |  | 7961 | 7962283 |
| Asian Development Bank, <br> SOFR + 0.300%, FRN | Asian Development Bank, <br> SOFR + 0.300%, FRN |  |  |  |
| (r) | 4.441%, 06/20/28 |  | 27700 | 27694632 |
| Asian Development Bank, <br> SOFR + 1.000%, FRN | Asian Development Bank, <br> SOFR + 1.000%, FRN |  |  |  |
| (r) | 5.166%, 06/16/26 |  | 26800 | 26930516 |
| Asian Infrastructure <br> Investment Bank | Asian Infrastructure <br> Investment Bank |  |  |  |
|  | 0.500%, 01/27/26 |  | 9442 | 9364379 |
| Asian Infrastructure <br> Investment Bank, SOFR <br> + 0.220%, FRN | Asian Infrastructure <br> Investment Bank, SOFR <br> + 0.220%, FRN |  |  |  |
| (r) | 4.322%, 04/15/26 |  | 17500 | 17507700 |
| Asian Infrastructure <br> Investment Bank, SOFR <br> + 0.620%, FRN | Asian Infrastructure <br> Investment Bank, SOFR <br> + 0.620%, FRN |  |  |  |
| (r) | 4.896%, 08/16/27 |  | 6000 | 6036846 |
| ASN Bank NV | ASN Bank NV |  |  |  |
|  | 4.875%, 03/07/30 | EUR | 12600 | 15568089 |
| AstraZeneca PLC | AstraZeneca PLC |  |  |  |
|  | 4.000%, 01/17/29 |  | 564 | 563553 |
| AT&T, Inc. | AT&T, Inc. |  |  |  |
|  | 2.600%, 12/17/29 | EUR | 7900 | 9037373 |
|  | 3.150%, 06/01/30 | EUR | 5080 | 5914658 |
| Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.800%, FRN | Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.800%, FRN |  |  |  |
| (r) | 4.462%, 02/05/27 | AUD | 4718 | 3100693 |
| Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.830%, FRN | Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.830%, FRN |  |  |  |
| (r) | 4.406%, 03/31/26 | AUD | 10300 | 6753240 |
| Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.920%, FRN | Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.920%, FRN |  |  |  |
| (r) | 4.582%, 11/04/25 | AUD | 7000 | 4580100 |
| Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.970%, FRN | Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.970%, FRN |  |  |  |
| (r) | 4.604%, 05/12/27 | AUD | 500 | 329627 |
| Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.560%, FRN | Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.560%, FRN |  |  |  |
| (r)Ω | 4.816%, 03/18/26 |  | 18706 | 18731166 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.620%, FRN | Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.620%, FRN |  |  |  |
| (r)Ω | 4.876%, 06/18/28 |  | 9100 | $9139485 |
| Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.650%, FRN | Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.650%, FRN |  |  |  |
| (r)Ω | 4.915%, 09/30/27 |  | 24947 | 25066756 |
| Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.680%, FRN | Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.680%, FRN |  |  |  |
| (r)Ω | 4.966%, 07/16/27 |  | 20000 | 20095543 |
| (r) | 4.966%, 07/16/27 |  | 7100 | 7133918 |
| Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.810%, FRN | Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.810%, FRN |  |  |  |
| (r)Ω | 5.097%, 01/18/27 |  | 20000 | 20120077 |
| Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.850%, FRN | Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.850%, FRN |  |  |  |
| (r)Ω | 5.113%, 12/16/29 |  | 2250 | 2275425 |
| (r) | 5.113%, 12/16/29 |  | 1419 | 1435034 |
| Autoliv, Inc. | Autoliv, Inc. |  |  |  |
|  | 3.625%, 08/07/29 | EUR | 11160 | 13206383 |
| Autostrade per l'Italia SpA | Autostrade per l'Italia SpA |  |  |  |
|  | 1.875%, 09/26/29 | EUR | 3830 | 4277325 |
| Aviation Capital Group LLC | Aviation Capital Group LLC |  |  |  |
|  | 6.750%, 10/25/28 |  | 1900 | 2016441 |
| Ω | 5.375%, 07/15/29 |  | 400 | 409188 |
| Ayvens SA | Ayvens SA |  |  |  |
|  | 3.875%, 07/16/29 | EUR | 13900 | 16616765 |
| Baker Hughes <br> Holdings LLC/Baker <br> Hughes Co-Obligor, Inc. | Baker Hughes <br> Holdings LLC/Baker <br> Hughes Co-Obligor, Inc. |  |  |  |
|  | 3.138%, 11/07/29 |  | 200 | 192970 |
| Banco Bilbao Vizcaya <br> Argentaria SA | Banco Bilbao Vizcaya <br> Argentaria SA |  |  |  |
|  | 4.375%, 10/14/29 | EUR | 1300 | 1594123 |
|  | 3.625%, 06/07/30 | EUR | 2000 | 2389137 |
| Banco BPM SpA | Banco BPM SpA |  |  |  |
|  | 3.375%, 01/21/30 | EUR | 6350 | 7466143 |
| Banco Santander SA | Banco Santander SA |  |  |  |
|  | 3.875%, 04/22/29 | EUR | 15100 | 18038682 |
| Bank of Montreal, SOFR + <br> 0.620%, FRN | Bank of Montreal, SOFR + <br> 0.620%, FRN |  |  |  |
| (r) | 4.778%, 09/15/26 |  | 1545 | 1548164 |
| Bank of Montreal, SOFR + <br> 1.160%, FRN | Bank of Montreal, SOFR + <br> 1.160%, FRN |  |  |  |
| (r) | 5.326%, 12/11/26 |  | 6300 | 6358818 |
| Bank of Montreal, SOFR + <br> 1.330%, FRN | Bank of Montreal, SOFR + <br> 1.330%, FRN |  |  |  |
| (r) | 5.520%, 06/05/26 |  | 6000 | 6034400 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Bank of New Zealand | Bank of New Zealand |  |  |  |
| #Ω | 1.000%, 03/03/26 |  | 20 | $19796 |
| Bank of Nova Scotia | Bank of Nova Scotia |  |  |  |
|  | 4.750%, 02/02/26 |  | 1500 | 1501897 |
|  | 3.500%, 04/17/29 | EUR | 880 | 1043309 |
|  | 5.450%, 08/01/29 |  | 400 | 416829 |
| Banque Federative du <br> Credit Mutuel SA | Banque Federative du <br> Credit Mutuel SA |  |  |  |
|  | 2.625%, 11/06/29 | EUR | 3700 | 4221401 |
| Banque Federative du <br> Credit Mutuel SA, SOFR <br> + 1.070%, FRN | Banque Federative du <br> Credit Mutuel SA, SOFR <br> + 1.070%, FRN |  |  |  |
| (r)Ω | 5.329%, 02/16/28 |  | 8200 | 8255911 |
| Banque Federative du <br> Credit Mutuel SA, SOFR <br> + 1.130%, FRN | Banque Federative du <br> Credit Mutuel SA, SOFR <br> + 1.130%, FRN |  |  |  |
| (r)Ω | 5.211%, 01/23/27 |  | 8670 | 8727611 |
| Banque Federative du <br> Credit Mutuel SA, SOFR <br> + 1.400%, FRN | Banque Federative du <br> Credit Mutuel SA, SOFR <br> + 1.400%, FRN |  |  |  |
| (r)Ω | 5.500%, 07/13/26 |  | 3850 | 3876644 |
| Barclays PLC | Barclays PLC |  |  |  |
|  | 4.375%, 01/12/26 |  | 4486 | 4485570 |
| BAT International Finance <br> PLC | BAT International Finance <br> PLC |  |  |  |
|  | 1.668%, 03/25/26 |  | 5126 | 5072956 |
|  | 5.931%, 02/02/29 |  | 800 | 839488 |
|  | 2.250%, 01/16/30 | EUR | 8200 | 9196160 |
| Bayer AG | Bayer AG |  |  |  |
|  | 4.250%, 08/26/29 | EUR | 970 | 1173511 |
|  | 1.125%, 01/06/30 | EUR | 10900 | 11665915 |
| Bayer Capital Corp. BV | Bayer Capital Corp. BV |  |  |  |
|  | 2.125%, 12/15/29 | EUR | 2200 | 2459388 |
| Bayer U.S. Finance II LLC | Bayer U.S. Finance II LLC |  |  |  |
| Ω | 4.250%, 12/15/25 |  | 5500 | 5497376 |
|  | 4.250%, 12/15/25 |  | 1025 | 1024511 |
| Bayer U.S. Finance LLC | Bayer U.S. Finance LLC |  |  |  |
| Ω | 6.250%, 01/21/29 |  | 3100 | 3256352 |
| Bayerische Landesbank | Bayerische Landesbank |  |  |  |
|  | 3.000%, 02/18/30 | EUR | 700 | 814406 |
| Belfius Bank SA | Belfius Bank SA |  |  |  |
|  | 3.750%, 01/22/29 | EUR | 4500 | 5329394 |
|  | 4.125%, 09/12/29 | EUR | 3100 | 3758122 |
|  | 3.375%, 05/28/30 | EUR | 7800 | 9105523 |
| BG Energy Capital PLC | BG Energy Capital PLC |  |  |  |
|  | 2.250%, 11/21/29 | EUR | 800 | 903637 |
| BHP Billiton Finance Ltd. | BHP Billiton Finance Ltd. |  |  |  |
|  | 1.500%, 04/29/30 | EUR | 5190 | 5632841 |
| BMW U.S. Capital LLC, <br> SOFR + 0.550%, FRN | BMW U.S. Capital LLC, <br> SOFR + 0.550%, FRN |  |  |  |
| #(r)Ω | 4.664%, 04/02/26 |  | 8900 | 8909345 |
| BNG Bank NV, SOFR + <br> 1.000%, FRN | BNG Bank NV, SOFR + <br> 1.000%, FRN |  |  |  |
| (r) | 5.308%, 08/05/26 |  | 20000 | 20112207 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BNP Paribas SA | BNP Paribas SA |  |  |  |
|  | 1.375%, 05/28/29 | EUR | 3500 | $3830697 |
|  | 3.625%, 09/01/29 | EUR | 4000 | 4726814 |
| Boardwalk Pipelines LP | Boardwalk Pipelines LP |  |  |  |
|  | 5.950%, 06/01/26 |  | 2123 | 2134283 |
| Boeing Co. | Boeing Co. |  |  |  |
|  | 3.100%, 05/01/26 |  | 5910 | 5875958 |
|  | 3.200%, 03/01/29 |  | 400 | 386244 |
|  | 2.950%, 02/01/30 |  | 600 | 566545 |
| Booking Holdings, Inc. | Booking Holdings, Inc. |  |  |  |
|  | 4.250%, 05/15/29 | EUR | 1700 | 2058437 |
| Boston Properties LP | Boston Properties LP |  |  |  |
|  | 4.500%, 12/01/28 |  | 600 | 600770 |
|  | 3.400%, 06/21/29 |  | 13885 | 13357526 |
| Bouygues SA | Bouygues SA |  |  |  |
|  | 0.500%, 02/11/30 | EUR | 5400 | 5649137 |
| BP Capital Markets BV | BP Capital Markets BV |  |  |  |
|  | 3.773%, 05/12/30 | EUR | 2000 | 2398258 |
| BP Capital Markets PLC | BP Capital Markets PLC |  |  |  |
|  | 1.637%, 06/26/29 | EUR | 7600 | 8460885 |
| BPCE SA | BPCE SA |  |  |  |
|  | 3.875%, 01/11/29 | EUR | 1800 | 2140199 |
|  | 0.625%, 01/15/30 | EUR | 5800 | 6118581 |
|  | 3.125%, 09/05/30 | EUR | 5000 | 5793513 |
| Bristol-Myers Squibb Co., <br> SOFR + 0.490%, FRN | Bristol-Myers Squibb Co., <br> SOFR + 0.490%, FRN |  |  |  |
| (r) | 4.733%, 02/20/26 |  | 10750 | 10759137 |
| British Telecommunications <br> PLC | British Telecommunications <br> PLC |  |  |  |
| Ω | 3.250%, 11/08/29 |  | 200 | 191638 |
| Brookfield Finance, Inc. | Brookfield Finance, Inc. |  |  |  |
|  | 4.850%, 03/29/29 |  | 100 | 101748 |
| Brunswick Corp. | Brunswick Corp. |  |  |  |
|  | 5.850%, 03/18/29 |  | 130 | 134190 |
| Cadent Finance PLC | Cadent Finance PLC |  |  |  |
|  | 4.250%, 07/05/29 | EUR | 1600 | 1939221 |
|  | 0.625%, 03/19/30 | EUR | 6690 | 6982368 |
| Caisse d'Amortissement de <br> la Dette Sociale | Caisse d'Amortissement de <br> la Dette Sociale |  |  |  |
| Ω | 4.000%, 01/25/26 |  | 9588 | 9583810 |
|  | 4.000%, 01/25/26 |  | 11600 | 11594803 |
|  | 0.625%, 02/18/26 |  | 22900 | 22669196 |
| Caisse des Depots et <br> Consignations | Caisse des Depots et <br> Consignations |  |  |  |
|  | 4.250%, 01/20/26 |  | 13200 | 13199262 |
| Canadian Imperial Bank of <br> Commerce | Canadian Imperial Bank of <br> Commerce |  |  |  |
|  | 5.260%, 04/08/29 |  | 800 | 827300 |
|  | 3.807%, 07/09/29 | EUR | 7302 | 8716864 |
| Canadian Imperial Bank of <br> Commerce, SOFR + <br> 1.220%, FRN | Canadian Imperial Bank of <br> Commerce, SOFR + <br> 1.220%, FRN |  |  |  |
| (r) | 5.334%, 10/02/26 |  | 4600 | 4636639 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Capital One Financial <br> Corp. | Capital One Financial <br> Corp. |  |  |  |
| # | 4.500%, 01/30/26 |  | 1502 | $1501535 |
| Capital One NA | Capital One NA |  |  |  |
|  | 3.450%, 07/27/26 |  | 1293 | 1285068 |
|  | 4.650%, 09/13/28 |  | 800 | 809711 |
|  | 2.700%, 02/06/30 |  | 7500 | 7022629 |
| Cardinal Health, Inc. | Cardinal Health, Inc. |  |  |  |
|  | 5.000%, 11/15/29 |  | 1440 | 1479469 |
| Cargill, Inc. | Cargill, Inc. |  |  |  |
|  | 3.875%, 04/24/30 | EUR | 800 | 963598 |
| Carlsberg Breweries AS | Carlsberg Breweries AS |  |  |  |
|  | 3.000%, 08/28/29 | EUR | 13393 | 15602471 |
| Castellum Helsinki Finance <br> Holding Abp | Castellum Helsinki Finance <br> Holding Abp |  |  |  |
|  | 0.875%, 09/17/29 | EUR | 2920 | 3104603 |
| Caterpillar Financial <br> Services Corp., SOFR + <br> 0.460%, FRN | Caterpillar Financial <br> Services Corp., SOFR + <br> 0.460%, FRN |  |  |  |
| (r) | 4.680%, 02/27/26 |  | 3800 | 3803614 |
| Caterpillar Financial <br> Services Corp., SOFR + <br> 0.520%, FRN | Caterpillar Financial <br> Services Corp., SOFR + <br> 0.520%, FRN |  |  |  |
| (r) | 4.784%, 05/14/27 |  | 7858 | 7879082 |
| Caterpillar Financial <br> Services Corp., SOFR + <br> 0.640%, FRN | Caterpillar Financial <br> Services Corp., SOFR + <br> 0.640%, FRN |  |  |  |
| (r) | 4.900%, 08/15/28 |  | 3000 | 3014250 |
| Cellnex Telecom SA | Cellnex Telecom SA |  |  |  |
|  | 1.875%, 06/26/29 | EUR | 3500 | 3907607 |
| Charles Schwab Corp., <br> SOFR + 0.520%, FRN | Charles Schwab Corp., <br> SOFR + 0.520%, FRN |  |  |  |
| (r) | 4.789%, 05/13/26 |  | 26530 | 26536797 |
| Charles Schwab Corp., <br> SOFR + 1.050%, FRN | Charles Schwab Corp., <br> SOFR + 1.050%, FRN |  |  |  |
| #(r) | 5.254%, 03/03/27 |  | 15000 | 15111255 |
| Chevron USA, Inc., SOFR <br> + 0.470%, FRN | Chevron USA, Inc., SOFR <br> + 0.470%, FRN |  |  |  |
| (r) | 4.698%, 02/26/28 |  | 3100 | 3108826 |
| Chevron USA, Inc., SOFR <br> + 0.570%, FRN | Chevron USA, Inc., SOFR <br> + 0.570%, FRN |  |  |  |
| (r) | 4.839%, 08/13/28 |  | 7000 | 7026358 |
| Choice Hotels <br> International, Inc. | Choice Hotels <br> International, Inc. |  |  |  |
|  | 3.700%, 12/01/29 |  | 7900 | 7584109 |
| Chubb INA Holdings LLC | Chubb INA Holdings LLC |  |  |  |
|  | 4.650%, 08/15/29 |  | 400 | 407898 |
|  | 0.875%, 12/15/29 | EUR | 3200 | 3408197 |
| Cie de Saint-Gobain SA | Cie de Saint-Gobain SA |  |  |  |
|  | 3.375%, 04/08/30 | EUR | 4000 | 4712593 |
| Cigna Group | Cigna Group |  |  |  |
|  | 5.000%, 05/15/29 |  | 14500 | 14873378 |
| Citigroup, Inc. | Citigroup, Inc. |  |  |  |
|  | 3.400%, 05/01/26 |  | 2009 | 2002599 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
|  | 1.250%, 04/10/29 | EUR | 3800 | $4185699 |
| Citizens Financial Group, <br> Inc. | Citizens Financial Group, <br> Inc. |  |  |  |
|  | 2.500%, 02/06/30 |  | 3960 | 3644104 |
| CK Hutchison Europe <br> Finance 21 Ltd. | CK Hutchison Europe <br> Finance 21 Ltd. |  |  |  |
|  | 0.750%, 11/02/29 | EUR | 5400 | 5718472 |
| CNH Industrial Finance <br> Europe SA | CNH Industrial Finance <br> Europe SA |  |  |  |
|  | 1.625%, 07/03/29 | EUR | 690 | 766703 |
| CNO Financial Group, Inc. | CNO Financial Group, Inc. |  |  |  |
|  | 5.250%, 05/30/29 |  | 12509 | 12709755 |
| Colonial SFL Socimi SA | Colonial SFL Socimi SA |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 2600 | 3022187 |
| Comcast Corp. | Comcast Corp. |  |  |  |
|  | 4.550%, 01/15/29 |  | 400 | 406188 |
|  | 0.250%, 09/14/29 | EUR | 1500 | 1572498 |
| Commonwealth Bank of <br> Australia, 3M Swap + <br> 0.700%, FRN | Commonwealth Bank of <br> Australia, 3M Swap + <br> 0.700%, FRN |  |  |  |
| (r) | 4.259%, 01/14/27 | AUD | 5400 | 3545091 |
| Commonwealth Bank of <br> Australia, 3M Swap + <br> 0.950%, FRN | Commonwealth Bank of <br> Australia, 3M Swap + <br> 0.950%, FRN |  |  |  |
| (r) | 4.540%, 08/17/28 | AUD | 6500 | 4294714 |
| Commonwealth Bank of <br> Australia, 3M Swap + <br> 1.020%, FRN | Commonwealth Bank of <br> Australia, 3M Swap + <br> 1.020%, FRN |  |  |  |
| (r) | 4.610%, 08/18/27 | AUD | 7500 | 4952249 |
| Commonwealth Bank of <br> Australia, SOFR + <br> 0.640%, FRN | Commonwealth Bank of <br> Australia, SOFR + <br> 0.640%, FRN |  |  |  |
| (r)Ω | 4.905%, 03/14/28 |  | 3500 | 3516618 |
| #(r) | 4.905%, 03/14/28 |  | 254 | 255206 |
| Commonwealth Bank of <br> Australia, SOFR + <br> 0.750%, FRN | Commonwealth Bank of <br> Australia, SOFR + <br> 0.750%, FRN |  |  |  |
| (r)Ω | 5.015%, 03/13/26 |  | 1800 | 1803387 |
| Commonwealth Bank of <br> Australia, SOFR + <br> 0.810%, FRN | Commonwealth Bank of <br> Australia, SOFR + <br> 0.810%, FRN |  |  |  |
| (r)Ω | 5.075%, 03/14/30 |  | 3600 | 3626780 |
| Conagra Brands, Inc. | Conagra Brands, Inc. |  |  |  |
|  | 4.600%, 11/01/25 |  | 1809 | 1809000 |
| Continental AG | Continental AG |  |  |  |
|  | 3.500%, 10/01/29 | EUR | 6924 | 8189396 |
| Cooperatieve Rabobank <br> UA, 3M Swap + 0.730%, <br> FRN | Cooperatieve Rabobank <br> UA, 3M Swap + 0.730%, <br> FRN |  |  |  |
| (r) | 4.233%, 01/27/27 | AUD | 870 | 571097 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Cooperatieve Rabobank <br> UA, 3M Swap + 0.870%, <br> FRN | Cooperatieve Rabobank <br> UA, 3M Swap + 0.870%, <br> FRN |  |  |  |
| (r) | 4.418%, 02/26/27 | AUD | 21400 | $14075530 |
| Cooperatieve Rabobank <br> UA, 3M Swap + 1.030%, <br> FRN | Cooperatieve Rabobank <br> UA, 3M Swap + 1.030%, <br> FRN |  |  |  |
| (r) | 4.578%, 02/26/29 | AUD | 2700 | 1785548 |
| Cooperatieve Rabobank <br> UA, 3M Swap + 1.150%, <br> FRN | Cooperatieve Rabobank <br> UA, 3M Swap + 1.150%, <br> FRN |  |  |  |
| (r) | 4.722%, 11/21/28 | AUD | 9050 | 6005558 |
| Cooperatieve Rabobank <br> UA, 3M Swap + 1.180%, <br> FRN | Cooperatieve Rabobank <br> UA, 3M Swap + 1.180%, <br> FRN |  |  |  |
| (r) | 4.670%, 01/19/28 | AUD | 21400 | 14172144 |
| Cooperatieve Rabobank <br> UA, SOFR + 0.590%, <br> FRN | Cooperatieve Rabobank <br> UA, SOFR + 0.590%, <br> FRN |  |  |  |
| (r) | 4.683%, 10/17/28 |  | 13100 | 13111266 |
| Cooperatieve Rabobank <br> UA, SOFR + 0.600%, <br> FRN | Cooperatieve Rabobank <br> UA, SOFR + 0.600%, <br> FRN |  |  |  |
| (r) | 4.687%, 01/21/28 |  | 1450 | 1451863 |
| Cooperatieve Rabobank <br> UA, SOFR + 0.620%, <br> FRN | Cooperatieve Rabobank <br> UA, SOFR + 0.620%, <br> FRN |  |  |  |
| (r) | 4.838%, 08/28/26 |  | 5250 | 5263650 |
| Cooperatieve Rabobank <br> UA, SOFR + 0.710%, <br> FRN | Cooperatieve Rabobank <br> UA, SOFR + 0.710%, <br> FRN |  |  |  |
| (r) | 4.812%, 01/09/26 |  | 22100 | 22121326 |
| (r) | 4.900%, 03/05/27 |  | 17750 | 17844285 |
| Cooperatieve Rabobank <br> UA, SOFR + 0.900%, <br> FRN | Cooperatieve Rabobank <br> UA, SOFR + 0.900%, <br> FRN |  |  |  |
| (r) | 5.010%, 10/05/26 |  | 2500 | 2513029 |
| CPPIB Capital, Inc., SOFR <br> + 1.250%, FRN | CPPIB Capital, Inc., SOFR <br> + 1.250%, FRN |  |  |  |
| (r)Ω | 5.436%, 03/11/26 |  | 1517 | 1523116 |
| (r) | 5.436%, 03/11/26 |  | 4550 | 4568343 |
| Credit Agricole SA | Credit Agricole SA |  |  |  |
|  | 4.125%, 03/07/30 | EUR | 7400 | 8999966 |
| Credit Agricole SA, SOFR <br> + 0.870%, FRN | Credit Agricole SA, SOFR <br> + 0.870%, FRN |  |  |  |
| (r)Ω | 5.036%, 03/11/27 |  | 6257 | 6281810 |
| Credit Agricole SA, SOFR <br> + 1.290%, FRN | Credit Agricole SA, SOFR <br> + 1.290%, FRN |  |  |  |
| (r)Ω | 5.400%, 07/05/26 |  | 12000 | 12067469 |
| Credit Mutuel Arkea SA | Credit Mutuel Arkea SA |  |  |  |
|  | 1.125%, 05/23/29 | EUR | 10100 | 11025941 |
| Criteria Caixa SA | Criteria Caixa SA |  |  |  |
|  | 3.500%, 10/02/29 | EUR | 2200 | 2595667 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Crown Castle, Inc. | Crown Castle, Inc. |  |  |  |
|  | 4.900%, 09/01/29 |  | 200 | $202869 |
| CSX Corp. | CSX Corp. |  |  |  |
|  | 4.250%, 03/15/29 |  | 400 | 402574 |
| CVS Health Corp. | CVS Health Corp. |  |  |  |
|  | 5.000%, 02/20/26 |  | 2022 | 2025037 |
|  | 5.000%, 01/30/29 |  | 22 | 22457 |
| Daimler Truck Finance <br> North America LLC | Daimler Truck Finance <br> North America LLC |  |  |  |
| Ω | 5.125%, 09/25/29 |  | 200 | 204958 |
| Daimler Truck Finance <br> North America LLC, <br> SOFR + 0.840%, FRN | Daimler Truck Finance <br> North America LLC, <br> SOFR + 0.840%, FRN |  |  |  |
| (r)Ω | 4.940%, 01/13/28 |  | 8270 | 8277195 |
| Daimler Truck International <br> Finance BV | Daimler Truck International <br> Finance BV |  |  |  |
|  | 3.875%, 06/19/29 | EUR | 1200 | 1439781 |
| Danaher Corp. | Danaher Corp. |  |  |  |
|  | 2.500%, 03/30/30 | EUR | 6800 | 7798924 |
| DBS Bank Ltd., 3M Swap <br> + 0.770%, FRN | DBS Bank Ltd., 3M Swap <br> + 0.770%, FRN |  |  |  |
| (r) | 4.318%, 02/26/27 | AUD | 4000 | 2627852 |
| DBS Group Holdings Ltd., <br> SOFR + 0.600%, FRN | DBS Group Holdings Ltd., <br> SOFR + 0.600%, FRN |  |  |  |
| (r)Ω | 4.858%, 03/21/28 |  | 54500 | 54723082 |
| Dell Bank International <br> DAC | Dell Bank International <br> DAC |  |  |  |
|  | 3.625%, 06/24/29 | EUR | 5490 | 6491890 |
| Deutsche Bank AG | Deutsche Bank AG |  |  |  |
|  | 4.100%, 01/13/26 |  | 4645 | 4642130 |
| Deutsche Lufthansa AG | Deutsche Lufthansa AG |  |  |  |
|  | 3.500%, 07/14/29 | EUR | 3300 | 3881316 |
|  | 4.000%, 05/21/30 | EUR | 1700 | 2045481 |
| Deutsche Post AG | Deutsche Post AG |  |  |  |
|  | 3.000%, 03/24/30 | EUR | 3213 | 3752916 |
| Dollar General Corp. | Dollar General Corp. |  |  |  |
|  | 5.200%, 07/05/28 |  | 252 | 257708 |
|  | 3.500%, 04/03/30 |  | 3600 | 3464188 |
| DSV Finance BV | DSV Finance BV |  |  |  |
|  | 3.500%, 06/26/29 | EUR | 680 | 803837 |
|  | 1.375%, 03/16/30 | EUR | 1760 | 1910342 |
| DuPont de Nemours, Inc. | DuPont de Nemours, Inc. |  |  |  |
|  | 4.493%, 11/15/25 |  | 1661 | 1660656 |
| DXC Technology Co. | DXC Technology Co. |  |  |  |
|  | 1.800%, 09/15/26 |  | 2639 | 2580256 |
| E.ON SE | E.ON SE |  |  |  |
|  | 3.125%, 03/05/30 | EUR | 2400 | 2818872 |
| Eaton Capital ULC | Eaton Capital ULC |  |  |  |
|  | 0.577%, 03/08/30 | EUR | 1555 | 1634423 |
| Electricite de France SA | Electricite de France SA |  |  |  |
|  | 4.625%, 04/26/30 | EUR | 2200 | 2720329 |
| Electrolux AB | Electrolux AB |  |  |  |
|  | 2.500%, 05/18/30 | EUR | 5600 | 6256360 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Elevance Health, Inc. | Elevance Health, Inc. |  |  |  |
|  | 1.500%, 03/15/26 |  | 10000 | $9900951 |
|  | 5.150%, 06/15/29 |  | 200 | 206132 |
| Elis SA | Elis SA |  |  |  |
|  | 3.750%, 03/21/30 | EUR | 4200 | 4989134 |
| Emerson Electric Co. | Emerson Electric Co. |  |  |  |
|  | 2.000%, 10/15/29 | EUR | 2520 | 2840866 |
| Enbridge, Inc. | Enbridge, Inc. |  |  |  |
|  | 3.125%, 11/15/29 |  | 130 | 124194 |
| EnBW International <br> Finance BV | EnBW International <br> Finance BV |  |  |  |
|  | 3.000%, 05/20/29 | EUR | 1200 | 1400011 |
| Engie SA | Engie SA |  |  |  |
|  | 3.625%, 01/11/30 | EUR | 1100 | 1306930 |
| Eni SpA | Eni SpA |  |  |  |
|  | 0.625%, 01/23/30 | EUR | 5510 | 5824667 |
| EPR Properties | EPR Properties |  |  |  |
|  | 3.750%, 08/15/29 |  | 4400 | 4238307 |
| Equinix, Inc. | Equinix, Inc. |  |  |  |
|  | 3.200%, 11/18/29 |  | 270 | 258872 |
| ERAC USA Finance LLC | ERAC USA Finance LLC |  |  |  |
| Ω | 3.800%, 11/01/25 |  | 2400 | 2400000 |
| Ω | 5.000%, 02/15/29 |  | 300 | 307431 |
| ERG SpA | ERG SpA |  |  |  |
|  | 4.125%, 07/03/30 | EUR | 5000 | 6038604 |
| Erste Group Bank AG | Erste Group Bank AG |  |  |  |
|  | 0.250%, 09/14/29 | EUR | 2700 | 2837727 |
| ESB Finance DAC | ESB Finance DAC |  |  |  |
|  | 4.000%, 10/03/28 | EUR | 5000 | 5978073 |
| Eurofins Scientific SE | Eurofins Scientific SE |  |  |  |
|  | 4.000%, 07/06/29 | EUR | 6745 | 8039383 |
|  | 4.750%, 09/06/30 | EUR | 5000 | 6158707 |
| European Bank for <br> Reconstruction & <br> Development | European Bank for <br> Reconstruction & <br> Development |  |  |  |
|  | 0.500%, 01/28/26 |  | 7500 | 7438149 |
| European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.190%, FRN | European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.190%, FRN |  |  |  |
| (r) | 4.290%, 04/14/26 |  | 2078 | 2077647 |
| European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.300%, FRN | European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.300%, FRN |  |  |  |
| (r) | 4.559%, 02/16/29 |  | 31230 | 31200917 |
| European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.330%, FRN | European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.330%, FRN |  |  |  |
| (r) | 4.590%, 02/20/28 |  | 23180 | 23202221 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.420%, FRN | European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.420%, FRN |  |  |  |
| (r) | 4.513%, 07/22/30 |  | 10000 | $10013264 |
| European Investment <br> Bank, SOFR + 0.320%, <br> FRN | European Investment <br> Bank, SOFR + 0.320%, <br> FRN |  |  |  |
| (r) | 4.603%, 08/14/29 |  | 10500 | 10507345 |
| Eversource Energy | Eversource Energy |  |  |  |
|  | 4.250%, 04/01/29 |  | 500 | 499058 |
| Expedia Group, Inc. | Expedia Group, Inc. |  |  |  |
|  | 5.000%, 02/15/26 |  | 22491 | 22495114 |
| Export Development <br> Canada, SOFR + <br> 0.330%, FRN | Export Development <br> Canada, SOFR + <br> 0.330%, FRN |  |  |  |
| (r) | 4.398%, 08/01/28 |  | 14380 | 14394464 |
| Federation des Caisses <br> Desjardins du Quebec | Federation des Caisses <br> Desjardins du Quebec |  |  |  |
|  | 3.467%, 09/05/29 | EUR | 1400 | 1653397 |
| Fidelity National <br> Information Services, <br> Inc. | Fidelity National <br> Information Services, <br> Inc. |  |  |  |
|  | 2.000%, 05/21/30 | EUR | 13360 | 14674781 |
| Fingrid OYJ | Fingrid OYJ |  |  |  |
|  | 2.750%, 12/04/29 | EUR | 1160 | 1340436 |
| Firmenich Productions <br> Participations SAS | Firmenich Productions <br> Participations SAS |  |  |  |
|  | 1.750%, 04/30/30 | EUR | 1190 | 1310516 |
| Fiserv, Inc. | Fiserv, Inc. |  |  |  |
|  | 3.500%, 07/01/29 |  | 400 | 384921 |
| Flex Ltd. | Flex Ltd. |  |  |  |
|  | 3.750%, 02/01/26 |  | 31223 | 31132988 |
| FMC Corp. | FMC Corp. |  |  |  |
|  | 3.450%, 10/01/29 |  | 1450 | 1351725 |
| Fortive Corp. | Fortive Corp. |  |  |  |
|  | 3.700%, 08/15/29 | EUR | 13700 | 16243495 |
| Fresenius Medical Care <br> AG | Fresenius Medical Care <br> AG |  |  |  |
|  | 1.250%, 11/29/29 | EUR | 933 | 1013903 |
|  | 1.500%, 05/29/30 | EUR | 1619 | 1753910 |
| Fresenius SE & Co. KGaA | Fresenius SE & Co. KGaA |  |  |  |
|  | 5.000%, 11/28/29 | EUR | 3700 | 4604392 |
| GELF Bond Issuer I SA | GELF Bond Issuer I SA |  |  |  |
|  | 1.125%, 07/18/29 | EUR | 8718 | 9396233 |
| General Electric Co. | General Electric Co. |  |  |  |
|  | 1.500%, 05/17/29 | EUR | 670 | 746831 |
| General Electric Co., <br> TSFR3M + 0.642%, <br> FRN | General Electric Co., <br> TSFR3M + 0.642%, <br> FRN |  |  |  |
| (r) | 4.963%, 05/05/26 |  | 12605 | 12630572 |
| General Motors Co. | General Motors Co. |  |  |  |
|  | 5.400%, 10/15/29 |  | 320 | 331157 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| General Motors Financial <br> Co., Inc. | General Motors Financial <br> Co., Inc. |  |  |  |
|  | 5.800%, 06/23/28 |  | 800 | $828597 |
|  | 5.550%, 07/15/29 |  | 260 | 269516 |
|  | 4.900%, 10/06/29 |  | 130 | 131885 |
|  | 4.000%, 07/10/30 | EUR | 12380 | 14808832 |
| General Motors Financial <br> Co., Inc., SOFR + <br> 1.050%, FRN | General Motors Financial <br> Co., Inc., SOFR + <br> 1.050%, FRN |  |  |  |
| (r) | 5.149%, 07/15/27 |  | 440 | 440827 |
| General Motors Financial <br> Co., Inc., SOFR + <br> 1.170%, FRN | General Motors Financial <br> Co., Inc., SOFR + <br> 1.170%, FRN |  |  |  |
| (r) | 5.280%, 04/04/28 |  | 1700 | 1698806 |
| General Motors Financial <br> Co., Inc., SOFR + <br> 1.350%, FRN | General Motors Financial <br> Co., Inc., SOFR + <br> 1.350%, FRN |  |  |  |
| (r) | 5.634%, 05/08/27 |  | 14200 | 14273130 |
| Genuine Parts Co. | Genuine Parts Co. |  |  |  |
|  | 4.950%, 08/15/29 |  | 500 | 505679 |
| Georgia Power Co. | Georgia Power Co. |  |  |  |
|  | 2.650%, 09/15/29 |  | 400 | 379597 |
| Georgia-Pacific LLC | Georgia-Pacific LLC |  |  |  |
| # | 7.750%, 11/15/29 |  | 500 | 566990 |
| Gilead Sciences, Inc. | Gilead Sciences, Inc. |  |  |  |
|  | 4.800%, 11/15/29 |  | 400 | 410541 |
| GlaxoSmithKline Capital <br> PLC | GlaxoSmithKline Capital <br> PLC |  |  |  |
|  | 3.375%, 06/01/29 |  | 400 | 391099 |
|  | 1.375%, 09/12/29 | EUR | 720 | 793721 |
| Glencore Capital Finance <br> DAC | Glencore Capital Finance <br> DAC |  |  |  |
|  | 0.750%, 03/01/29 | EUR | 4920 | 5330606 |
| Glencore Funding LLC | Glencore Funding LLC |  |  |  |
| Ω | 1.625%, 04/27/26 |  | 5399 | 5329438 |
| Glencore Funding LLC, <br> SOFR + 1.060%, FRN | Glencore Funding LLC, <br> SOFR + 1.060%, FRN |  |  |  |
| (r)Ω | 5.170%, 04/04/27 |  | 8404 | 8447913 |
| Global Payments, Inc. | Global Payments, Inc. |  |  |  |
|  | 3.200%, 08/15/29 |  | 5465 | 5164359 |
| Goldman Sachs Group, <br> Inc. | Goldman Sachs Group, <br> Inc. |  |  |  |
|  | 1.250%, 02/07/29 | EUR | 4987 | 5506118 |
| Grand City Properties SA | Grand City Properties SA |  |  |  |
|  | 4.375%, 01/09/30 | EUR | 3300 | 3966231 |
| Hamburg Commercial <br> Bank AG | Hamburg Commercial <br> Bank AG |  |  |  |
|  | 3.500%, 01/31/30 | EUR | 8564 | 10050953 |
| HCA, Inc. | HCA, Inc. |  |  |  |
|  | 3.375%, 03/15/29 |  | 5608 | 5454910 |
|  | 5.250%, 03/01/30 |  | 2900 | 2997354 |
| Healthcare Realty <br> Holdings LP | Healthcare Realty <br> Holdings LP |  |  |  |
|  | 3.100%, 02/15/30 |  | 4700 | 4438392 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
|  | 2.400%, 03/15/30 |  | 1600 | $1449814 |
| Heidelberg Materials <br> Finance Luxembourg SA | Heidelberg Materials <br> Finance Luxembourg SA |  |  |  |
|  | 3.000%, 07/10/30 | EUR | 9576 | 11107743 |
| Highwoods Realty LP | Highwoods Realty LP |  |  |  |
|  | 4.200%, 04/15/29 |  | 9427 | 9249972 |
|  | 3.050%, 02/15/30 |  | 600 | 556660 |
| HOCHTIEF AG | HOCHTIEF AG |  |  |  |
|  | 4.250%, 05/31/30 | EUR | 4080 | 4939990 |
| Home Depot, Inc. | Home Depot, Inc. |  |  |  |
|  | 2.950%, 06/15/29 |  | 800 | 772962 |
|  | 4.750%, 06/25/29 |  | 800 | 819155 |
| Honeywell International, <br> Inc. | Honeywell International, <br> Inc. |  |  |  |
|  | 3.375%, 03/01/30 | EUR | 870 | 1025731 |
| HP, Inc. | HP, Inc. |  |  |  |
| # | 4.000%, 04/15/29 |  | 400 | 395502 |
| HSBC Holdings PLC | HSBC Holdings PLC |  |  |  |
|  | 4.300%, 03/08/26 |  | 10000 | 10006070 |
| HSBC USA, Inc., SOFR + <br> 0.970%, FRN | HSBC USA, Inc., SOFR + <br> 0.970%, FRN |  |  |  |
| (r) | 5.174%, 06/03/28 |  | 4500 | 4531859 |
| Humana, Inc. | Humana, Inc. |  |  |  |
|  | 3.700%, 03/23/29 |  | 500 | 489269 |
| Hyatt Hotels Corp. | Hyatt Hotels Corp. |  |  |  |
|  | 5.250%, 06/30/29 |  | 5100 | 5244919 |
| ICADE | ICADE |  |  |  |
|  | 1.000%, 01/19/30 | EUR | 1000 | 1048281 |
| Iccrea Banca SpA | Iccrea Banca SpA |  |  |  |
|  | 3.375%, 01/30/30 | EUR | 1610 | 1886325 |
| Illinois Tool Works, Inc. | Illinois Tool Works, Inc. |  |  |  |
|  | 2.125%, 05/22/30 | EUR | 1100 | 1232344 |
| Illumina, Inc. | Illumina, Inc. |  |  |  |
|  | 5.800%, 12/12/25 |  | 3400 | 3401025 |
| Infineon Technologies AG | Infineon Technologies AG |  |  |  |
|  | 2.875%, 02/13/30 | EUR | 2300 | 2661034 |
| Intel Corp. | Intel Corp. |  |  |  |
|  | 4.875%, 02/10/26 |  | 17052 | 17078070 |
|  | 2.450%, 11/15/29 |  | 3400 | 3164257 |
| Inter-American <br> Development Bank, <br> SOFR + 0.170%, FRN | Inter-American <br> Development Bank, <br> SOFR + 0.170%, FRN |  |  |  |
| (r) | 4.336%, 09/16/26 |  | 33290 | 33290999 |
| Inter-American <br> Development Bank, <br> SOFR + 0.270%, FRN | Inter-American <br> Development Bank, <br> SOFR + 0.270%, FRN |  |  |  |
| (r) | 4.411%, 03/20/28 |  | 11000 | 10993887 |
| Inter-American <br> Development Bank, <br> SOFR + 0.280%, FRN | Inter-American <br> Development Bank, <br> SOFR + 0.280%, FRN |  |  |  |
| (r) | 4.384%, 04/12/27 |  | 1062 | 1062929 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Inter-American <br> Development Bank, <br> SOFR + 0.350%, FRN | Inter-American <br> Development Bank, <br> SOFR + 0.350%, FRN |  |  |  |
| (r) | 4.466%, 10/04/27 |  | 60800 | $60902719 |
| (r) | 4.466%, 10/05/28 |  | 40300 | 40334191 |
| Inter-American <br> Development Bank, <br> SOFR + 0.370%, FRN | Inter-American <br> Development Bank, <br> SOFR + 0.370%, FRN |  |  |  |
| (r) | 4.438%, 08/01/29 |  | 17000 | 17003632 |
| Intercontinental Exchange, <br> Inc. | Intercontinental Exchange, <br> Inc. |  |  |  |
|  | 3.750%, 12/01/25 |  | 2285 | 2283629 |
| International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.270%, FRN | International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.270%, FRN |  |  |  |
| (r) | 4.440%, 06/15/27 |  | 19000 | 19011804 |
| International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.280%, FRN | International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.280%, FRN |  |  |  |
| (r) | 4.525%, 02/23/27 |  | 29500 | 29534220 |
| International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.370%, FRN | International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.370%, FRN |  |  |  |
| (r) | 4.474%, 01/12/27 |  | 16000 | 16022467 |
| International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.430%, FRN | International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.430%, FRN |  |  |  |
| (r) | 4.694%, 08/19/27 |  | 61638 | 61868526 |
| International Business <br> Machines Corp. | International Business <br> Machines Corp. |  |  |  |
|  | 2.900%, 02/10/30 | EUR | 10166 | 11822260 |
| International Finance <br> Corp., SOFR + 0.280%, <br> FRN | International Finance <br> Corp., SOFR + 0.280%, <br> FRN |  |  |  |
| (r) | 4.446%, 03/16/26 |  | 3810 | 3811105 |
| International Finance <br> Corp., SOFR + 0.310%, <br> FRN | International Finance <br> Corp., SOFR + 0.310%, <br> FRN |  |  |  |
| (r) | 4.590%, 08/28/28 |  | 27520 | 27523723 |
| International Finance <br> Corp., SOFR + 0.360%, <br> FRN | International Finance <br> Corp., SOFR + 0.360%, <br> FRN |  |  |  |
| (r) | 4.596%, 08/28/29 |  | 8090 | 8085718 |
| Intesa Sanpaolo SpA | Intesa Sanpaolo SpA |  |  |  |
|  | 5.250%, 01/13/30 | EUR | 10120 | 12794993 |
|  | 4.875%, 05/19/30 | EUR | 4000 | 5004346 |
| Italgas SpA | Italgas SpA |  |  |  |
|  | 2.875%, 03/06/30 | EUR | 1200 | 1385201 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
|  | 0.875%, 04/24/30 | EUR | 2740 | $2907860 |
| Jabil, Inc. | Jabil, Inc. |  |  |  |
|  | 3.600%, 01/15/30 |  | 570 | 550854 |
| Japan Government Five <br> Year Bonds | Japan Government Five <br> Year Bonds |  |  |  |
|  | 0.005%, 09/20/26 | JPY | 2420000 | 15605710 |
| Japan Government Two <br> Year Bonds | Japan Government Two <br> Year Bonds |  |  |  |
|  | 0.400%, 07/01/26 | JPY | 1280000 | 8292134 |
| JCDecaux SE | JCDecaux SE |  |  |  |
|  | 1.625%, 02/07/30 | EUR | 6500 | 7102322 |
| JDE Peet's NV | JDE Peet's NV |  |  |  |
|  | 4.125%, 01/23/30 | EUR | 3850 | 4621705 |
| Jefferies Financial Group, <br> Inc. | Jefferies Financial Group, <br> Inc. |  |  |  |
|  | 4.000%, 04/16/29 | EUR | 8700 | 10281776 |
| John Deere Bank SA | John Deere Bank SA |  |  |  |
|  | 3.300%, 10/15/29 | EUR | 2000 | 2362701 |
| John Deere Capital Corp., <br> SOFR + 0.440%, FRN | John Deere Capital Corp., <br> SOFR + 0.440%, FRN |  |  |  |
| (r) | 4.644%, 03/06/26 |  | 4600 | 4604042 |
| John Deere Capital Corp., <br> SOFR + 0.570%, FRN | John Deere Capital Corp., <br> SOFR + 0.570%, FRN |  |  |  |
| (r) | 4.788%, 03/03/26 |  | 2100 | 2102715 |
| John Deere Capital Corp., <br> SOFR + 0.680%, FRN | John Deere Capital Corp., <br> SOFR + 0.680%, FRN |  |  |  |
| (r) | 4.782%, 07/15/27 |  | 1650 | 1665246 |
| John Deere Capital Corp., <br> SOFR + 0.790%, FRN | John Deere Capital Corp., <br> SOFR + 0.790%, FRN |  |  |  |
| (r) | 4.994%, 06/08/26 |  | 33997 | 34106068 |
| JPMorgan Chase Bank <br> NA, SOFR + 0.620%, <br> FRN | JPMorgan Chase Bank <br> NA, SOFR + 0.620%, <br> FRN |  |  |  |
| (r) | 4.689%, 04/29/26 |  | 2100 | 2104104 |
| JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN | JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN |  |  |  |
| (r) | 5.186%, 12/08/26 |  | 7700 | 7755540 |
| JT International Financial <br> Services BV | JT International Financial <br> Services BV |  |  |  |
|  | 1.000%, 11/26/29 | EUR | 1600 | 1718221 |
| Juniper Networks, Inc. | Juniper Networks, Inc. |  |  |  |
|  | 1.200%, 12/10/25 |  | 19528 | 19459303 |
| KBC Group NV | KBC Group NV |  |  |  |
|  | 0.750%, 01/24/30 | EUR | 1200 | 1273478 |
| Kering SA | Kering SA |  |  |  |
|  | 3.125%, 11/27/29 | EUR | 4400 | 5125925 |
| Keurig Dr. Pepper, Inc., <br> SOFR + 0.880%, FRN | Keurig Dr. Pepper, Inc., <br> SOFR + 0.880%, FRN |  |  |  |
| (r) | 5.038%, 03/15/27 |  | 15443 | 15468224 |
| KeyCorp | KeyCorp |  |  |  |
|  | 4.100%, 04/30/28 |  | 400 | 398948 |
|  | 2.550%, 10/01/29 |  | 2120 | 1988908 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Kinder Morgan, Inc. | Kinder Morgan, Inc. |  |  |  |
|  | 5.100%, 08/01/29 |  | 292 | $299888 |
| Klepierre SA | Klepierre SA |  |  |  |
|  | 2.000%, 05/12/29 | EUR | 1700 | 1905752 |
| Knorr-Bremse AG | Knorr-Bremse AG |  |  |  |
|  | 3.000%, 09/30/29 | EUR | 3100 | 3606273 |
| Kommunalbanken AS, <br> SOFR + 0.400%, FRN | Kommunalbanken AS, <br> SOFR + 0.400%, FRN |  |  |  |
| (r)Ω | 4.618%, 03/03/28 |  | 34000 | 34064587 |
| Kommunalbanken AS, <br> SOFR + 0.410%, FRN | Kommunalbanken AS, <br> SOFR + 0.410%, FRN |  |  |  |
| (r) | 4.520%, 04/09/29 |  | 20000 | 20024556 |
| Kommunalbanken AS, <br> SOFR + 1.000%, FRN | Kommunalbanken AS, <br> SOFR + 1.000%, FRN |  |  |  |
| (r)Ω | 5.162%, 06/17/26 |  | 41500 | 41688354 |
| (r) | 5.162%, 06/17/26 |  | 5200 | 5223601 |
| Koninklijke Philips NV | Koninklijke Philips NV |  |  |  |
|  | 3.250%, 05/23/30 | EUR | 3500 | 4091873 |
| Kreditanstalt fuer <br> Wiederaufbau | Kreditanstalt fuer <br> Wiederaufbau |  |  |  |
|  | 0.625%, 01/22/26 |  | 13900 | 13797689 |
| Kuntarahoitus OYJ, SOFR <br> + 1.000%, FRN | Kuntarahoitus OYJ, SOFR <br> + 1.000%, FRN |  |  |  |
| (r) | 5.102%, 07/15/26 |  | 8900 | 8943254 |
| La Banque Postale SA | La Banque Postale SA |  |  |  |
|  | 4.375%, 01/17/30 | EUR | 5900 | 7182232 |
|  | 3.500%, 06/13/30 | EUR | 1900 | 2251542 |
| Laboratory Corp. of <br> America Holdings | Laboratory Corp. of <br> America Holdings |  |  |  |
|  | 2.950%, 12/01/29 |  | 38 | 36119 |
| Landeskreditbank <br> Baden-Wuerttemberg <br> Foerderbank | Landeskreditbank <br> Baden-Wuerttemberg <br> Foerderbank |  |  |  |
|  | 4.500%, 01/26/26 |  | 9600 | 9605900 |
|  | 4.875%, 03/09/26 |  | 2069 | 2074305 |
| Lansforsakringar Bank AB | Lansforsakringar Bank AB |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 9016 | 10560994 |
| Lazard Group LLC | Lazard Group LLC |  |  |  |
|  | 4.500%, 09/19/28 |  | 400 | 401912 |
| Lloyds Bank Corporate <br> Markets PLC | Lloyds Bank Corporate <br> Markets PLC |  |  |  |
|  | 3.250%, 03/24/30 | EUR | 14080 | 16537156 |
| Macquarie Bank Ltd., 3M <br> Swap + 0.480%, FRN | Macquarie Bank Ltd., 3M <br> Swap + 0.480%, FRN |  |  |  |
| (r) | 4.062%, 12/09/25 | AUD | 500 | 327179 |
| Macquarie Bank Ltd., <br> SOFR + 0.740%, FRN | Macquarie Bank Ltd., <br> SOFR + 0.740%, FRN |  |  |  |
| (r)Ω | 5.006%, 06/12/28 |  | 3000 | 3015174 |
| Macquarie Bank Ltd., <br> SOFR + 0.920%, FRN | Macquarie Bank Ltd., <br> SOFR + 0.920%, FRN |  |  |  |
| (r)Ω | 5.190%, 07/02/27 |  | 7130 | 7181716 |
| Macquarie Bank Ltd., <br> SOFR + 1.200%, FRN | Macquarie Bank Ltd., <br> SOFR + 1.200%, FRN |  |  |  |
| (r)Ω | 5.476%, 12/07/26 |  | 1020 | 1027772 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Macquarie Group Ltd. | Macquarie Group Ltd. |  |  |  |
|  | 4.747%, 01/23/30 | EUR | 7200 | $8886600 |
| Marathon Petroleum Corp. | Marathon Petroleum Corp. |  |  |  |
|  | 5.150%, 03/01/30 |  | 6100 | 6268931 |
| Mastercard, Inc., SOFR + <br> 0.440%, FRN | Mastercard, Inc., SOFR + <br> 0.440%, FRN |  |  |  |
| (r) | 4.598%, 03/15/28 |  | 4140 | 4143880 |
| McDonald's Corp. | McDonald's Corp. |  |  |  |
|  | 4.000%, 03/07/30 | EUR | 2400 | 2904162 |
| Medtronic, Inc. | Medtronic, Inc. |  |  |  |
|  | 3.650%, 10/15/29 | EUR | 13000 | 15531422 |
| Mercedes-Benz Finance <br> North America LLC, <br> SOFR + 0.630%, FRN | Mercedes-Benz Finance <br> North America LLC, <br> SOFR + 0.630%, FRN |  |  |  |
| (r)Ω | 4.705%, 07/31/26 |  | 2500 | 2503705 |
| Mercedes-Benz Finance <br> North America LLC, <br> SOFR + 0.670%, FRN | Mercedes-Benz Finance <br> North America LLC, <br> SOFR + 0.670%, FRN |  |  |  |
| (r)Ω | 4.780%, 01/09/26 |  | 5700 | 5703210 |
| Mizuho Financial Group, <br> Inc. | Mizuho Financial Group, <br> Inc. |  |  |  |
|  | 0.402%, 09/06/29 | EUR | 4000 | 4229305 |
|  | 0.797%, 04/15/30 | EUR | 17850 | 18791935 |
| Molnlycke Holding AB | Molnlycke Holding AB |  |  |  |
|  | 0.875%, 09/05/29 | EUR | 240 | 256511 |
| Moody's Corp. | Moody's Corp. |  |  |  |
|  | 0.950%, 02/25/30 | EUR | 2000 | 2135684 |
| Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN | Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN |  |  |  |
| (r) | 5.236%, 10/30/26 |  | 1440 | 1450009 |
| Motability Operations <br> Group PLC | Motability Operations <br> Group PLC |  |  |  |
|  | 3.625%, 07/24/29 | EUR | 3000 | 3549446 |
|  | 4.000%, 01/17/30 | EUR | 22300 | 26687483 |
| MPLX LP | MPLX LP |  |  |  |
|  | 1.750%, 03/01/26 |  | 8782 | 8708084 |
| Nasdaq, Inc. | Nasdaq, Inc. |  |  |  |
|  | 0.875%, 02/13/30 | EUR | 11430 | 12153909 |
| National Australia Bank <br> Ltd., 3M Swap + <br> 0.410%, FRN | National Australia Bank <br> Ltd., 3M Swap + <br> 0.410%, FRN |  |  |  |
| (r) | 3.965%, 08/24/26 | AUD | 12980 | 8496720 |
| National Australia Bank <br> Ltd., 3M Swap + <br> 0.720%, FRN | National Australia Bank <br> Ltd., 3M Swap + <br> 0.720%, FRN |  |  |  |
| (r) | 4.275%, 02/25/27 | AUD | 800 | 525340 |
| National Australia Bank <br> Ltd., 3M Swap + <br> 0.780%, FRN | National Australia Bank <br> Ltd., 3M Swap + <br> 0.780%, FRN |  |  |  |
| (r) | 4.414%, 05/12/26 | AUD | 9921 | 6506435 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| National Australia Bank <br> Ltd., 3M Swap + <br> 0.850%, FRN | National Australia Bank <br> Ltd., 3M Swap + <br> 0.850%, FRN |  |  |  |
| (r) | 4.440%, 11/16/26 | AUD | 38400 | $25246473 |
| National Australia Bank <br> Ltd., 3M Swap + <br> 1.000%, FRN | National Australia Bank <br> Ltd., 3M Swap + <br> 1.000%, FRN |  |  |  |
| (r) | 4.634%, 05/12/28 | AUD | 15340 | 10137532 |
| National Australia Bank <br> Ltd., 3M Swap + <br> 1.200%, FRN | National Australia Bank <br> Ltd., 3M Swap + <br> 1.200%, FRN |  |  |  |
| (r) | 4.755%, 11/25/27 | AUD | 9200 | 6099740 |
| National Australia Bank <br> Ltd., SOFR + 0.600%, <br> FRN | National Australia Bank <br> Ltd., SOFR + 0.600%, <br> FRN |  |  |  |
| (r)Ω | 4.892%, 10/26/27 |  | 5776 | 5813428 |
| National Australia Bank <br> Ltd., SOFR + 0.650%, <br> FRN | National Australia Bank <br> Ltd., SOFR + 0.650%, <br> FRN |  |  |  |
| (r)Ω | 4.919%, 12/10/25 |  | 14390 | 14398201 |
| (r)Ω | 4.915%, 06/13/28 |  | 1000 | 1005179 |
| National Australia Bank <br> Ltd., SOFR + 0.790%, <br> FRN | National Australia Bank <br> Ltd., SOFR + 0.790%, <br> FRN |  |  |  |
| (r)Ω | 5.071%, 01/14/30 |  | 4017 | 4053278 |
| National Bank of Canada | National Bank of Canada |  |  |  |
|  | 5.296%, 11/03/25 | CAD | 31000 | 22102599 |
|  | 3.750%, 05/02/29 | EUR | 6100 | 7283393 |
| National Gas Transmission <br> PLC | National Gas Transmission <br> PLC |  |  |  |
|  | 4.250%, 04/05/30 | EUR | 750 | 907513 |
| National Grid North <br> America, Inc. | National Grid North <br> America, Inc. |  |  |  |
|  | 3.247%, 11/25/29 | EUR | 10208 | 11944297 |
|  | 3.150%, 06/03/30 | EUR | 5480 | 6370046 |
| National Grid PLC | National Grid PLC |  |  |  |
|  | 0.553%, 09/18/29 | EUR | 8300 | 8775260 |
| National Rural Utilities <br> Cooperative Finance <br> Corp. | National Rural Utilities <br> Cooperative Finance <br> Corp. |  |  |  |
|  | 5.150%, 06/15/29 |  | 472 | 489019 |
| National Rural Utilities <br> Cooperative Finance <br> Corp., SOFR + 0.800%, <br> FRN | National Rural Utilities <br> Cooperative Finance <br> Corp., SOFR + 0.800%, <br> FRN |  |  |  |
| (r) | 5.096%, 02/05/27 |  | 16700 | 16792558 |
| National Rural Utilities <br> Cooperative Finance <br> Corp., SOFR + 0.820%, <br> FRN | National Rural Utilities <br> Cooperative Finance <br> Corp., SOFR + 0.820%, <br> FRN |  |  |  |
| (r) | 4.974%, 09/16/27 |  | 7900 | 7941656 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN | National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN |  |  |  |
| (r)Ω | 4.813%, 05/20/27 |  | 2000 | $2006053 |
| Nationwide Building <br> Society | Nationwide Building <br> Society |  |  |  |
|  | 1.500%, 10/13/26 |  | 782 | 764053 |
|  | 3.250%, 09/05/29 | EUR | 3000 | 3518628 |
|  | 3.000%, 03/03/30 | EUR | 5000 | 5804857 |
| NatWest Markets PLC | NatWest Markets PLC |  |  |  |
|  | 3.125%, 01/10/30 | EUR | 21908 | 25553998 |
| NBN Co. Ltd. | NBN Co. Ltd. |  |  |  |
|  | 4.125%, 03/15/29 | EUR | 5000 | 6025359 |
| Nederlandse <br> Waterschapsbank NV | Nederlandse <br> Waterschapsbank NV |  |  |  |
|  | 3.500%, 07/20/27 | AUD | 3700 | 2402777 |
| Neste OYJ | Neste OYJ |  |  |  |
|  | 3.750%, 03/20/30 | EUR | 13000 | 15419705 |
| Netflix, Inc. | Netflix, Inc. |  |  |  |
|  | 3.875%, 11/15/29 | EUR | 2000 | 2405033 |
| New Zealand Government <br> Bonds | New Zealand Government <br> Bonds |  |  |  |
|  | 4.500%, 05/15/30 | NZD | 93500 | 56270532 |
| New Zealand Local <br> Government Funding <br> Agency Bonds | New Zealand Local <br> Government Funding <br> Agency Bonds |  |  |  |
|  | 1.500%, 04/20/29 | NZD | 3000 | 1618936 |
|  | 4.500%, 05/15/30 | NZD | 1600 | 953354 |
| NextEra Energy Capital <br> Holdings, Inc. | NextEra Energy Capital <br> Holdings, Inc. |  |  |  |
|  | 2.750%, 11/01/29 |  | 51 | 48373 |
| NextEra Energy Capital <br> Holdings, Inc., SOFR + <br> 0.760%, FRN | NextEra Energy Capital <br> Holdings, Inc., SOFR + <br> 0.760%, FRN |  |  |  |
| (r) | 4.829%, 01/29/26 |  | 19274 | 19298520 |
| Nomura Holdings, Inc. | Nomura Holdings, Inc. |  |  |  |
|  | 1.653%, 07/14/26 |  | 13898 | 13667919 |
|  | 3.459%, 05/28/30 | EUR | 7912 | 9267315 |
| Nordea Bank Abp | Nordea Bank Abp |  |  |  |
|  | 2.500%, 05/23/29 | EUR | 300 | 344903 |
|  | 2.750%, 05/02/30 | EUR | 5000 | 5769752 |
| Nordea Bank Abp, SOFR + <br> 0.740%, FRN | Nordea Bank Abp, SOFR + <br> 0.740%, FRN |  |  |  |
| (r)Ω | 4.872%, 03/19/27 |  | 13438 | 13504615 |
| Nordic Investment Bank, <br> SOFR + 1.000%, FRN | Nordic Investment Bank, <br> SOFR + 1.000%, FRN |  |  |  |
| (r) | 5.290%, 05/12/26 |  | 11000 | 11046570 |
| Norfina Ltd., 3M Swap + <br> 0.480%, FRN | Norfina Ltd., 3M Swap + <br> 0.480%, FRN |  |  |  |
| (r) | 4.060%, 09/15/26 | AUD | 7000 | 4582436 |
| Norfina Ltd., 3M Swap + <br> 0.780%, FRN | Norfina Ltd., 3M Swap + <br> 0.780%, FRN |  |  |  |
| (r) | 4.283%, 01/25/27 | AUD | 13670 | 8976390 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NRW Bank | NRW Bank |  |  |  |
|  | 1.050%, 03/31/26 | AUD | 5600 | $3621173 |
| NTT Finance Corp. | NTT Finance Corp. |  |  |  |
| Ω | 1.162%, 04/03/26 |  | 445 | 439382 |
|  | 1.162%, 04/03/26 |  | 6500 | 6417941 |
|  | 0.342%, 03/03/30 | EUR | 5700 | 5918119 |
| NTT Finance Corp., SOFR <br> + 1.080%, FRN | NTT Finance Corp., SOFR <br> + 1.080%, FRN |  |  |  |
| (r)Ω | 5.358%, 07/16/28 |  | 3000 | 3030840 |
| NTT Finance Corp., SOFR <br> + 1.310%, FRN | NTT Finance Corp., SOFR <br> + 1.310%, FRN |  |  |  |
| (r)Ω | 5.588%, 07/16/30 |  | 7228 | 7358839 |
| Nykredit Realkredit AS | Nykredit Realkredit AS |  |  |  |
|  | 3.875%, 07/09/29 | EUR | 7735 | 9232702 |
|  | 3.375%, 01/10/30 | EUR | 10055 | 11784540 |
|  | 3.625%, 07/24/30 | EUR | 5400 | 6369878 |
| Oesterreichische <br> Kontrollbank AG | Oesterreichische <br> Kontrollbank AG |  |  |  |
|  | 4.625%, 11/03/25 |  | 5482 | 5482000 |
| ONEOK, Inc. | ONEOK, Inc. |  |  |  |
|  | 4.400%, 10/15/29 |  | 366 | 365939 |
| OP Corporate Bank PLC | OP Corporate Bank PLC |  |  |  |
|  | 0.625%, 11/12/29 | EUR | 8860 | 9356412 |
| Optus Finance Pty. Ltd. | Optus Finance Pty. Ltd. |  |  |  |
|  | 1.000%, 06/20/29 | EUR | 1760 | 1894269 |
| Oracle Corp., SOFR + <br> 0.760%, FRN | Oracle Corp., SOFR + <br> 0.760%, FRN |  |  |  |
| (r) | 4.821%, 08/03/28 |  | 5622 | 5649447 |
| Origin Energy Finance Ltd. | Origin Energy Finance Ltd. |  |  |  |
|  | 1.000%, 09/17/29 | EUR | 13280 | 14171238 |
| ORIX Corp. | ORIX Corp. |  |  |  |
|  | 3.780%, 05/29/29 | EUR | 3000 | 3552031 |
| Ovintiv, Inc. | Ovintiv, Inc. |  |  |  |
|  | 5.375%, 01/01/26 |  | 487 | 486520 |
| Parker-Hannifin Corp. | Parker-Hannifin Corp. |  |  |  |
|  | 2.900%, 03/01/30 | EUR | 4000 | 4593368 |
| Penske Truck Leasing Co. <br> LP/PTL Finance Corp. | Penske Truck Leasing Co. <br> LP/PTL Finance Corp. |  |  |  |
| Ω | 1.700%, 06/15/26 |  | 31500 | 30989275 |
| Ω | 5.250%, 07/01/29 |  | 200 | 205903 |
| PepsiCo, Inc., SOFR + <br> 0.400%, FRN | PepsiCo, Inc., SOFR + <br> 0.400%, FRN |  |  |  |
| (r) | 4.669%, 02/13/26 |  | 6383 | 6389383 |
| Pernod Ricard SA | Pernod Ricard SA |  |  |  |
|  | 0.125%, 10/04/29 | EUR | 1600 | 1666995 |
|  | 1.750%, 04/08/30 | EUR | 1800 | 1981355 |
| Philip Morris International, <br> Inc. | Philip Morris International, <br> Inc. |  |  |  |
|  | 5.000%, 11/17/25 |  | 2860 | 2860702 |
|  | 4.875%, 02/13/26 |  | 3635 | 3640989 |
|  | 4.875%, 02/13/29 |  | 500 | 510526 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Philip Morris International, <br> Inc., SOFR + 0.830%, <br> FRN | Philip Morris International, <br> Inc., SOFR + 0.830%, <br> FRN |  |  |  |
| (r) | 4.899%, 04/28/28 |  | 10000 | $10068650 |
| Phillips 66 Co. | Phillips 66 Co. |  |  |  |
|  | 3.150%, 12/15/29 |  | 300 | 286728 |
| Plains All American <br> Pipeline LP/PAA Finance <br> Corp. | Plains All American <br> Pipeline LP/PAA Finance <br> Corp. |  |  |  |
|  | 3.550%, 12/15/29 |  | 400 | 387052 |
| Praemia Healthcare SACA | Praemia Healthcare SACA |  |  |  |
|  | 0.875%, 11/04/29 | EUR | 4900 | 5186958 |
| Principal Financial Group, <br> Inc. | Principal Financial Group, <br> Inc. |  |  |  |
|  | 3.700%, 05/15/29 |  | 200 | 196309 |
| Prologis Euro Finance LLC | Prologis Euro Finance LLC |  |  |  |
|  | 3.875%, 01/31/30 | EUR | 1398 | 1671809 |
| Prologis International <br> Funding II SA | Prologis International <br> Funding II SA |  |  |  |
|  | 3.625%, 03/07/30 | EUR | 620 | 732490 |
| Province of Ontario | Province of Ontario |  |  |  |
|  | 0.625%, 01/21/26 |  | 19500 | 19351887 |
| Public Storage Operating <br> Co., SOFR + 0.700%, <br> FRN | Public Storage Operating <br> Co., SOFR + 0.700%, <br> FRN |  |  |  |
| (r) | 4.794%, 04/16/27 |  | 13400 | 13441608 |
| Radian Group, Inc. | Radian Group, Inc. |  |  |  |
|  | 6.200%, 05/15/29 |  | 5130 | 5360854 |
| RCI Banque SA | RCI Banque SA |  |  |  |
|  | 3.375%, 07/26/29 | EUR | 12005 | 13950243 |
|  | 4.875%, 10/02/29 | EUR | 15640 | 19095177 |
| Realty Income Corp. | Realty Income Corp. |  |  |  |
|  | 4.625%, 11/01/25 |  | 550 | 550000 |
|  | 1.875%, 01/14/27 | GBP | 2000 | 2553569 |
|  | 4.700%, 12/15/28 |  | 400 | 406969 |
| Reckitt Benckiser Treasury <br> Services PLC | Reckitt Benckiser Treasury <br> Services PLC |  |  |  |
|  | 3.625%, 06/20/29 | EUR | 8401 | 9993254 |
| Reinsurance Group of <br> America, Inc. | Reinsurance Group of <br> America, Inc. |  |  |  |
|  | 3.900%, 05/15/29 |  | 200 | 197897 |
| Republic of Italy <br> Government <br> International Bonds | Republic of Italy <br> Government <br> International Bonds |  |  |  |
|  | 1.250%, 02/17/26 |  | 21597 | 21413377 |
| Revvity, Inc. | Revvity, Inc. |  |  |  |
|  | 3.300%, 09/15/29 |  | 520 | 498491 |
| Richemont International <br> Holding SA | Richemont International <br> Holding SA |  |  |  |
|  | 1.500%, 03/26/30 | EUR | 440 | 482500 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Rio Tinto Finance USA <br> PLC, SOFR + 0.840%, <br> FRN | Rio Tinto Finance USA <br> PLC, SOFR + 0.840%, <br> FRN |  |  |  |
| (r) | 4.998%, 03/14/28 |  | 3400 | $3433855 |
| Roche Holdings, Inc., <br> SOFR + 0.740%, FRN | Roche Holdings, Inc., <br> SOFR + 0.740%, FRN |  |  |  |
| (r)Ω | 5.007%, 11/13/26 |  | 10410 | 10460762 |
| Rogers Communications, <br> Inc. | Rogers Communications, <br> Inc. |  |  |  |
|  | 3.625%, 12/15/25 |  | 67 | 66936 |
|  | 3.250%, 05/01/29 | CAD | 3700 | 2632591 |
| Royal Bank of Canada | Royal Bank of Canada |  |  |  |
|  | 0.875%, 01/20/26 |  | 16224 | 16117191 |
|  | 2.125%, 04/26/29 | EUR | 890 | 1007597 |
| Royal Bank of Canada, <br> SOFR + 0.570%, FRN | Royal Bank of Canada, <br> SOFR + 0.570%, FRN |  |  |  |
| (r) | 4.647%, 04/27/26 |  | 8500 | 8514637 |
| Royal Bank of Canada, <br> SOFR + 0.950%, FRN | Royal Bank of Canada, <br> SOFR + 0.950%, FRN |  |  |  |
| (r) | 5.040%, 01/19/27 |  | 3700 | 3724440 |
| Royalty Pharma PLC | Royalty Pharma PLC |  |  |  |
|  | 5.150%, 09/02/29 |  | 5400 | 5538274 |
| RTX Corp. | RTX Corp. |  |  |  |
|  | 2.150%, 05/18/30 | EUR | 6817 | 7625402 |
| Ryder System, Inc. | Ryder System, Inc. |  |  |  |
|  | 4.300%, 06/15/27 |  | 283 | 283652 |
|  | 4.950%, 09/01/29 |  | 200 | 204542 |
| Sandoz Finance BV | Sandoz Finance BV |  |  |  |
|  | 3.250%, 09/12/29 | EUR | 2000 | 2345908 |
|  | 4.220%, 04/17/30 | EUR | 11500 | 13987206 |
| Sanofi SA, SOFR + <br> 0.540%, FRN | Sanofi SA, SOFR + <br> 0.540%, FRN |  |  |  |
| (r) | 4.601%, 11/03/28 |  | 6700 | 6726452 |
| Santander U.K. PLC | Santander U.K. PLC |  |  |  |
|  | 3.346%, 03/25/30 | EUR | 12900 | 15114585 |
| SBAB Bank AB | SBAB Bank AB |  |  |  |
|  | 3.250%, 02/06/30 | EUR | 4400 | 5188830 |
| Securitas Treasury Ireland <br> DAC | Securitas Treasury Ireland <br> DAC |  |  |  |
|  | 3.875%, 02/23/30 | EUR | 12577 | 14973293 |
| SELP Finance SARL | SELP Finance SARL |  |  |  |
|  | 0.875%, 05/27/29 | EUR | 11640 | 12489382 |
| Sika Capital BV | Sika Capital BV |  |  |  |
|  | 3.750%, 05/03/30 | EUR | 2070 | 2479325 |
| Simon Property Group LP | Simon Property Group LP |  |  |  |
|  | 3.300%, 01/15/26 |  | 2020 | 2016689 |
|  | 2.450%, 09/13/29 |  | 400 | 376022 |
| Sixt SE | Sixt SE |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 3350 | 3902601 |
| Skandinaviska Enskilda <br> Banken AB | Skandinaviska Enskilda <br> Banken AB |  |  |  |
|  | 0.625%, 11/12/29 | EUR | 1030 | 1089889 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Skandinaviska Enskilda <br> Banken AB, SOFR + <br> 0.890%, FRN | Skandinaviska Enskilda <br> Banken AB, SOFR + <br> 0.890%, FRN |  |  |  |
| (r)Ω | 5.080%, 03/05/27 |  | 10000 | $10070690 |
| Sky Ltd. | Sky Ltd. |  |  |  |
|  | 2.250%, 11/17/25 | EUR | 2100 | 2420546 |
| Snam SpA | Snam SpA |  |  |  |
| Δ | 0.000%, 12/07/28 | EUR | 509 | 542887 |
|  | 4.000%, 11/27/29 | EUR | 9696 | 11706212 |
| Societe Generale SA | Societe Generale SA |  |  |  |
| Ω | 4.000%, 01/12/27 |  | 4000 | 3981626 |
|  | 1.750%, 03/22/29 | EUR | 1500 | 1669166 |
|  | 0.875%, 09/24/29 | EUR | 4100 | 4378494 |
|  | 1.250%, 06/12/30 | EUR | 4000 | 4262070 |
| Southwestern Electric <br> Power Co. | Southwestern Electric <br> Power Co. |  |  |  |
|  | 1.650%, 03/15/26 |  | 21360 | 21161242 |
| SSE PLC | SSE PLC |  |  |  |
|  | 2.875%, 08/01/29 | EUR | 800 | 929044 |
| State Street Corp., SOFR <br> + 0.640%, FRN | State Street Corp., SOFR <br> + 0.640%, FRN |  |  |  |
| (r) | 4.723%, 10/22/27 |  | 5320 | 5334643 |
| State Street Corp., SOFR <br> + 0.845%, FRN | State Street Corp., SOFR <br> + 0.845%, FRN |  |  |  |
| (r) | 4.906%, 08/03/26 |  | 18500 | 18563415 |
| Statnett SF | Statnett SF |  |  |  |
|  | 1.250%, 04/26/30 | EUR | 5200 | 5594086 |
| Stedin Holding NV | Stedin Holding NV |  |  |  |
|  | 0.500%, 11/14/29 | EUR | 2950 | 3119406 |
|  | 2.375%, 06/03/30 | EUR | 3500 | 3961155 |
| Stockland Trust | Stockland Trust |  |  |  |
|  | 1.625%, 04/27/26 | EUR | 1250 | 1433665 |
| Stora Enso OYJ | Stora Enso OYJ |  |  |  |
|  | 4.250%, 09/01/29 | EUR | 3680 | 4411310 |
| Suez SACA | Suez SACA |  |  |  |
|  | 2.375%, 05/24/30 | EUR | 10900 | 12248572 |
| Sumitomo Mitsui Financial <br> Group, Inc. | Sumitomo Mitsui Financial <br> Group, Inc. |  |  |  |
|  | 1.546%, 06/15/26 | EUR | 680 | 780609 |
|  | 0.632%, 10/23/29 | EUR | 5560 | 5907301 |
| Sumitomo Mitsui Financial <br> Group, Inc., SOFR + <br> 1.170%, FRN | Sumitomo Mitsui Financial <br> Group, Inc., SOFR + <br> 1.170%, FRN |  |  |  |
| (r) | 5.441%, 07/09/29 |  | 2300 | 2323456 |
| Sumitomo Mitsui Financial <br> Group, Inc., SOFR + <br> 1.300%, FRN | Sumitomo Mitsui Financial <br> Group, Inc., SOFR + <br> 1.300%, FRN |  |  |  |
| (r) | 5.575%, 07/13/26 |  | 890 | 896186 |
| Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 0.750%, FRN | Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 0.750%, FRN |  |  |  |
| (r)Ω | 5.026%, 09/11/28 |  | 2550 | 2555457 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 1.120%, FRN | Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 1.120%, FRN |  |  |  |
| (r)Ω | 5.398%, 03/09/26 |  | 10000 | $10031093 |
| Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 1.150%, FRN | Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 1.150%, FRN |  |  |  |
| (r)Ω | 5.417%, 09/14/26 |  | 6000 | 6039489 |
| Suncor Energy, Inc. | Suncor Energy, Inc. |  |  |  |
|  | 5.600%, 11/17/25 | CAD | 3800 | 2711681 |
| Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN | Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN |  |  |  |
| (r) | 5.069%, 08/03/26 |  | 28980 | 29147802 |
| (r) | 5.308%, 05/05/27 |  | 28500 | 28849704 |
| Svenska Handelsbanken <br> AB | Svenska Handelsbanken <br> AB |  |  |  |
|  | 1.375%, 02/23/29 | EUR | 900 | 995559 |
| Svenska Handelsbanken <br> AB, SOFR + 1.250%, <br> FRN | Svenska Handelsbanken <br> AB, SOFR + 1.250%, <br> FRN |  |  |  |
| (r)Ω | 5.408%, 06/15/26 |  | 22350 | 22497973 |
| (r) | 5.408%, 06/15/26 |  | 13000 | 13086069 |
| Swedbank AB | Swedbank AB |  |  |  |
|  | 2.875%, 04/30/29 | EUR | 3300 | 3820846 |
|  | 3.250%, 09/24/29 | EUR | 3140 | 3683859 |
| Swiss Life Finance I AG | Swiss Life Finance I AG |  |  |  |
|  | 3.250%, 08/31/29 | EUR | 2600 | 3042087 |
| Synchrony Financial | Synchrony Financial |  |  |  |
|  | 5.150%, 03/19/29 |  | 5300 | 5381425 |
| Tele2 AB | Tele2 AB |  |  |  |
|  | 3.750%, 11/22/29 | EUR | 2232 | 2659575 |
| Telefonica Emisiones SA | Telefonica Emisiones SA |  |  |  |
|  | 0.664%, 02/03/30 | EUR | 200 | 211279 |
| Telstra Group Ltd. | Telstra Group Ltd. |  |  |  |
|  | 1.000%, 04/23/30 | EUR | 500 | 535394 |
| Temasek Financial I Ltd., <br> SOFR + 0.380%, FRN | Temasek Financial I Ltd., <br> SOFR + 0.380%, FRN |  |  |  |
| (r)Ω | 4.676%, 08/20/27 |  | 8920 | 8923300 |
| Teollisuuden Voima OYJ | Teollisuuden Voima OYJ |  |  |  |
|  | 4.750%, 06/01/30 | EUR | 4590 | 5649340 |
| Terna - Rete Elettrica <br> Nazionale | Terna - Rete Elettrica <br> Nazionale |  |  |  |
|  | 1.000%, 10/11/28 | EUR | 770 | 852387 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. |  |  |  |
|  | 4.200%, 10/01/29 |  | 156 | 155930 |
| Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |  |
|  | 1.200%, 06/03/26 |  | 31440 | 30925473 |
| Toronto-Dominion Bank, <br> SOFR + 0.590%, FRN | Toronto-Dominion Bank, <br> SOFR + 0.590%, FRN |  |  |  |
| (r) | 4.760%, 09/10/26 |  | 3995 | 4006133 |
| Toronto-Dominion Bank, <br> SOFR + 0.730%, FRN | Toronto-Dominion Bank, <br> SOFR + 0.730%, FRN |  |  |  |
| (r) | 4.840%, 04/05/27 |  | 9000 | 9035057 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Toronto-Dominion Bank, <br> SOFR + 1.080%, FRN | Toronto-Dominion Bank, <br> SOFR + 1.080%, FRN |  |  |  |
| (r) | 5.173%, 07/17/26 |  | 7205 | $7248451 |
| Toyota Finance Australia <br> Ltd. | Toyota Finance Australia <br> Ltd. |  |  |  |
|  | 3.386%, 03/18/30 | EUR | 9800 | 11549779 |
| Toyota Motor Credit Corp. | Toyota Motor Credit Corp. |  |  |  |
|  | 4.650%, 01/05/29 |  | 400 | 407894 |
|  | 4.950%, 01/09/30 |  | 400 | 412273 |
| Toyota Motor Credit Corp., <br> SOFR + 0.650%, FRN | Toyota Motor Credit Corp., <br> SOFR + 0.650%, FRN |  |  |  |
| (r) | 4.782%, 03/19/27 |  | 11400 | 11446167 |
| Toyota Motor Credit Corp., <br> SOFR + 0.890%, FRN | Toyota Motor Credit Corp., <br> SOFR + 0.890%, FRN |  |  |  |
| (r) | 5.147%, 05/18/26 |  | 14372 | 14420788 |
| Traton Finance <br> Luxembourg SA | Traton Finance <br> Luxembourg SA |  |  |  |
|  | 3.750%, 03/27/30 | EUR | 10400 | 12247166 |
| UBS AG | UBS AG |  |  |  |
|  | 0.010%, 03/31/26 | EUR | 5320 | 6078910 |
| UBS Group AG | UBS Group AG |  |  |  |
|  | 4.125%, 04/15/26 |  | 4000 | 4000166 |
| Ω | 4.125%, 04/15/26 |  | 2700 | 2700112 |
| Unibail-Rodamco-Westfield <br> SE | Unibail-Rodamco-Westfield <br> SE |  |  |  |
|  | 3.500%, 09/11/29 | EUR | 1000 | 1175044 |
|  | 1.375%, 04/15/30 | EUR | 2913 | 3139868 |
| United Overseas Bank <br> Ltd., 3M Swap + <br> 0.720%, FRN | United Overseas Bank <br> Ltd., 3M Swap + <br> 0.720%, FRN |  |  |  |
| (r) | 4.275%, 02/24/27 | AUD | 500 | 328249 |
| (r) | 4.290%, 04/16/27 | AUD | 2000 | 1312905 |
| UnitedHealth Group, Inc. | UnitedHealth Group, Inc. |  |  |  |
|  | 3.875%, 12/15/28 |  | 155 | 154364 |
|  | 4.250%, 01/15/29 |  | 250 | 251335 |
|  | 2.875%, 08/15/29 |  | 400 | 382882 |
| UnitedHealth Group, Inc., <br> SOFR + 0.500%, FRN | UnitedHealth Group, Inc., <br> SOFR + 0.500%, FRN |  |  |  |
| (r) | 4.599%, 07/15/26 |  | 5172 | 5176693 |
| Utah Acquisition Sub, Inc. | Utah Acquisition Sub, Inc. |  |  |  |
|  | 3.950%, 06/15/26 |  | 2318 | 2307664 |
| Var Energi ASA | Var Energi ASA |  |  |  |
|  | 5.500%, 05/04/29 | EUR | 1110 | 1374181 |
| Veolia Environnement SA | Veolia Environnement SA |  |  |  |
|  | 1.940%, 01/07/30 | EUR | 5400 | 6009699 |
| Verizon Communications, <br> Inc. | Verizon Communications, <br> Inc. |  |  |  |
|  | 3.875%, 02/08/29 |  | 500 | 496342 |
|  | 0.375%, 03/22/29 | EUR | 1000 | 1069253 |
|  | 1.875%, 10/26/29 | EUR | 3782 | 4223541 |
| Videotron Ltd. | Videotron Ltd. |  |  |  |
|  | 4.650%, 07/15/29 | CAD | 3500 | 2604781 |
| Vier Gas Transport GmbH | Vier Gas Transport GmbH |  |  |  |
|  | 0.125%, 09/10/29 | EUR | 4300 | 4472825 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Volkswagen Financial <br> Services AG | Volkswagen Financial <br> Services AG |  |  |  |
|  | 3.625%, 05/19/29 | EUR | 2600 | $3055745 |
| Volkswagen Group of <br> America Finance LLC | Volkswagen Group of <br> America Finance LLC |  |  |  |
| Ω | 4.950%, 08/15/29 |  | 4400 | 4450391 |
| # | 4.950%, 08/15/29 |  | 5000 | 5057263 |
| Volvo Treasury AB | Volvo Treasury AB |  |  |  |
|  | 3.125%, 02/08/29 | EUR | 800 | 934412 |
|  | 3.125%, 08/26/29 | EUR | 4220 | 4926752 |
| Vonovia SE | Vonovia SE |  |  |  |
|  | 1.000%, 07/09/30 | EUR | 2000 | 2108440 |
| Walmart, Inc., SOFR + <br> 0.430%, FRN | Walmart, Inc., SOFR + <br> 0.430%, FRN |  |  |  |
| (r) | 4.505%, 04/28/27 |  | 5600 | 5619754 |
| Waste Management, Inc. | Waste Management, Inc. |  |  |  |
|  | 2.000%, 06/01/29 |  | 400 | 372828 |
| WEA Finance LLC | WEA Finance LLC |  |  |  |
| Ω | 4.125%, 09/20/28 |  | 1700 | 1683043 |
| Wells Fargo & Co. | Wells Fargo & Co. |  |  |  |
|  | 0.625%, 03/25/30 | EUR | 380 | 399104 |
| Wells Fargo Bank NA, <br> SOFR + 1.060%, FRN | Wells Fargo Bank NA, <br> SOFR + 1.060%, FRN |  |  |  |
| (r) | 5.347%, 08/07/26 |  | 1310 | 1317621 |
| Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN | Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN |  |  |  |
| (r) | 5.236%, 12/11/26 |  | 8360 | 8447128 |
| Wendel SE | Wendel SE |  |  |  |
|  | 1.375%, 04/26/26 | EUR | 2000 | 2293937 |
| Werfen SA | Werfen SA |  |  |  |
|  | 4.250%, 05/03/30 | EUR | 6500 | 7841785 |
| Western Union Co.  | Western Union Co.  |  |  |  |
|  | 1.350%, 03/15/26 |  | 55086 | 54464007 |
| Westlake Corp. | Westlake Corp. |  |  |  |
|  | 1.625%, 07/17/29 | EUR | 4169 | 4579816 |
| Westpac Banking Corp., <br> 3M Swap + 0.700%, <br> FRN | Westpac Banking Corp., <br> 3M Swap + 0.700%, <br> FRN |  |  |  |
| (r) | 4.203%, 01/25/27 | AUD | 27500 | 18050647 |
| Westpac Banking Corp., <br> 3M Swap + 0.750%, <br> FRN | Westpac Banking Corp., <br> 3M Swap + 0.750%, <br> FRN |  |  |  |
| (r) | 4.340%, 02/16/26 | AUD | 9000 | 5896061 |
| (r) | 4.408%, 08/10/26 | AUD | 24700 | 16210501 |
| Westpac Banking Corp., <br> 3M Swap + 0.820%, <br> FRN | Westpac Banking Corp., <br> 3M Swap + 0.820%, <br> FRN |  |  |  |
| (r) | 4.400%, 12/15/26 | AUD | 10000 | 6572901 |
| Westpac Banking Corp., <br> 3M Swap + 0.930%, <br> FRN | Westpac Banking Corp., <br> 3M Swap + 0.930%, <br> FRN |  |  |  |
| (r) | 4.478%, 09/19/28 | AUD | 7300 | 4817849 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Westpac Banking Corp., <br> 3M Swap + 0.980%, <br> FRN | Westpac Banking Corp., <br> 3M Swap + 0.980%, <br> FRN |  |  |  |
| (r) | 4.570%, 02/16/28 | AUD | 39300 | $25961100 |
| Westpac Banking Corp., <br> 3M Swap + 1.050%, <br> FRN | Westpac Banking Corp., <br> 3M Swap + 1.050%, <br> FRN |  |  |  |
| (r) | 4.623%, 05/20/27 | AUD | 800 | 528130 |
| Westpac Banking Corp., <br> 3M Swap + 1.230%, <br> FRN | Westpac Banking Corp., <br> 3M Swap + 1.230%, <br> FRN |  |  |  |
| (r) | 4.888%, 11/11/27 | AUD | 15200 | 10080517 |
| Westpac Banking Corp., <br> SOFR + 0.820%, FRN | Westpac Banking Corp., <br> SOFR + 0.820%, FRN |  |  |  |
| (r) | 5.089%, 07/01/30 |  | 1050 | 1059887 |
| Williams Cos., Inc. | Williams Cos., Inc. |  |  |  |
|  | 5.400%, 03/02/26 |  | 900 | 903371 |
|  | 4.800%, 11/15/29 |  | 260 | 264632 |
| Wisconsin Power & Light <br> Co. | Wisconsin Power & Light <br> Co. |  |  |  |
|  | 3.000%, 07/01/29 |  | 2795 | 2685043 |
| WP Carey, Inc. | WP Carey, Inc. |  |  |  |
|  | 3.850%, 07/15/29 |  | 5900 | 5796668 |
| WPC Eurobond BV | WPC Eurobond BV |  |  |  |
|  | 0.950%, 06/01/30 | EUR | 18688 | 19604754 |
| WPP Finance 2013 | WPP Finance 2013 |  |  |  |
|  | 3.625%, 09/12/29 | EUR | 5924 | 6964301 |
| TOTAL BONDS | TOTAL BONDS |  |  | 4059293570 |
| U.S. TREASURY OBLIGATIONS — (4.5%) | U.S. TREASURY OBLIGATIONS — (4.5%) | U.S. TREASURY OBLIGATIONS — (4.5%) | U.S. TREASURY OBLIGATIONS — (4.5%) | U.S. TREASURY OBLIGATIONS — (4.5%) |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.160%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.160%, <br> FRN |  |  |  |
| (r) | 3.926%, 04/30/27 |  | 50000 | 49985674 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.190%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.190%, <br> FRN |  |  |  |
| (r) | 3.956%, 10/31/27 |  | 11000 | 11001594 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.245%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.245%, <br> FRN |  |  |  |
| (r) | 4.011%, 01/31/26 |  | 194500 | 194527835 |
| TOTAL U.S. TREASURY <br> OBLIGATIONS | TOTAL U.S. TREASURY <br> OBLIGATIONS |  |  | 255515103 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face** <br>**Amount**<br>|  |
| COMMERCIAL PAPER — (24.0%) | COMMERCIAL PAPER — (24.0%) | COMMERCIAL PAPER — (24.0%) | COMMERCIAL PAPER — (24.0%) |
| AbbVie, Inc. | AbbVie, Inc. |  |  |
| Ω | 4.657%, 11/13/25 | 7500 | 7488882 |
| Alphabet, Inc. | Alphabet, Inc. |  |  |
| Ω | 4.144%, 12/05/25 | 29250 | 29138762 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| Amcor Flexibles North <br> America, Inc. | Amcor Flexibles North <br> America, Inc. |  |  |
| Ω | 4.283%, 11/13/25 | 6500 | $6490175 |
| Ω | 4.285%, 11/17/25 | 4250 | 4241553 |
| American Honda Finance <br> Corp. | American Honda Finance <br> Corp. |  |  |
|  | 4.246%, 12/18/25 | 15000 | 14917140 |
| Archer-Daniels-Midland Co. | Archer-Daniels-Midland Co. |  |  |
| Ω | 4.191%, 11/19/25 | 11750 | 11725459 |
| Ω | 4.196%, 11/28/25 | 5000 | 4984634 |
| Ω | 4.079%, 12/18/25 | 10000 | 9947120 |
| Australia & New Zealand <br> Banking Group Ltd. | Australia & New Zealand <br> Banking Group Ltd. |  |  |
| Ω | 4.356%, 11/18/25 | 15000 | 14970780 |
| Avangrid, Inc. | Avangrid, Inc. |  |  |
| Ω | 4.242%, 11/04/25 | 10000 | 9995475 |
| Ω | 4.218%, 12/08/25 | 5000 | 4978755 |
| Becton Dickinson & Co. | Becton Dickinson & Co. |  |  |
| Ω | 4.277%, 11/03/25 | 9000 | 8996964 |
| Ω | 4.222%, 11/21/25 | 6200 | 6185193 |
| Boston Properties LP | Boston Properties LP |  |  |
| Ω | 4.222%, 12/03/25 | 14000 | 13951584 |
| Caisse des Depots et <br> Consignations | Caisse des Depots et <br> Consignations |  |  |
| Ω | 4.168%, 11/17/25 | 5000 | 4990806 |
| Ω | 4.167%, 12/01/25 | 25000 | 24915582 |
| Ω | 4.069%, 02/10/26 | 22500 | 22249717 |
| Ω | 4.003%, 02/06/26 | 14000 | 13850579 |
| Campbell's Co. | Campbell's Co. |  |  |
| Ω | 4.294%, 12/11/25 | 4000 | 3980622 |
| Ω | 4.183%, 12/17/25 | 13000 | 12927772 |
| Ω | 4.317%, 11/19/25 | 3500 | 3492136 |
| Canadian National Railway <br> Co. | Canadian National Railway <br> Co. |  |  |
| Ω | 4.147%, 11/14/25 | 17500 | 17473127 |
| CDP Financial, Inc. | CDP Financial, Inc. |  |  |
| Ω | 4.068%, 12/01/25 | 23500 | 23420499 |
| Chevron Phillips Chemical <br> Co. LLC | Chevron Phillips Chemical <br> Co. LLC |  |  |
| Ω | 4.334%, 11/13/25 | 13750 | 13729952 |
| Ω | 4.304%, 12/18/25 | 30750 | 30582966 |
| Ω | 4.277%, 11/24/25 | 1250 | 1246635 |
| Ω | 4.278%, 11/25/25 | 7186 | 7165839 |
| CRH America Finance, Inc. | CRH America Finance, Inc. |  |  |
| Ω | 4.324%, 12/08/25 | 250 | 248916 |
| Crown Castle, Inc. | Crown Castle, Inc. |  |  |
| Ω | 4.640%, 11/19/25 | 8000 | 7981180 |
| DBS Bank Ltd. | DBS Bank Ltd. |  |  |
| Ω | 4.143%, 01/21/26 | 20000 | 19820480 |
| Ω | 4.144%, 01/22/26 | 15000 | 14863765 |
| Duke Energy Corp. | Duke Energy Corp. |  |  |
| Ω | 4.251%, 11/20/25 | 3500 | 3492216 |
| eBay, Inc. | eBay, Inc. |  |  |
| Ω | 4.359%, 11/03/25 | 18100 | 18093933 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| EIDP, Inc. | EIDP, Inc. |  |  |
| Ω | 4.245%, 11/04/25 | 7000 | $6996852 |
| Ω | 4.272%, 11/05/25 | 1000 | 999435 |
| Ω | 4.246%, 11/07/25 | 8500 | 8493191 |
| Ω | 4.222%, 12/12/25 | 12500 | 12439771 |
| Electricite de France SA | Electricite de France SA |  |  |
| Ω | 4.245%, 11/26/25 | 10000 | 9969325 |
| Enbridge U.S., Inc. | Enbridge U.S., Inc. |  |  |
| Ω | 4.263%, 11/20/25 | 2000 | 1995452 |
| Ω | 4.266%, 11/21/25 | 5500 | 5486865 |
| Enel Finance America LLC | Enel Finance America LLC |  |  |
| Ω | 4.604%, 11/07/25 | 5000 | 4995994 |
| ERAC USA Finance LLC | ERAC USA Finance LLC |  |  |
| Ω | 4.282%, 11/10/25 | 20000 | 19977070 |
| European Investment Bank | European Investment Bank |  |  |
|  | 4.191%, 11/12/25 | 5000 | 4993525 |
|  | 4.151%, 11/17/25 | 29000 | 28946857 |
|  | 3.924%, 02/17/26 | 40000 | 39524552 |
| Experian Finance PLC | Experian Finance PLC |  |  |
| Ω | 4.029%, 11/17/25 | 4750 | 4740974 |
| Ω | 4.023%, 11/17/25 | 2500 | 2495250 |
| General Motors Financial <br> Co., Inc. | General Motors Financial <br> Co., Inc. |  |  |
| Ω | 4.281%, 05/13/26 | 6000 | 5866442 |
| Glencore Funding LLC | Glencore Funding LLC |  |  |
| Ω | 4.290%, 12/10/25 | 7000 | 6967722 |
| Harley-Davidson Financial <br> Services, Inc. | Harley-Davidson Financial <br> Services, Inc. |  |  |
| Ω | 4.634%, 11/05/25 | 16500 | 16490379 |
| Ω | 4.676%, 11/05/25 | 15500 | 15490962 |
| Ω | 4.669%, 11/12/25 | 3500 | 3495071 |
| Ω | 4.640%, 11/21/25 | 5000 | 4987622 |
| Hubbell, Inc. | Hubbell, Inc. |  |  |
| Ω | 4.277%, 11/06/25 | 15000 | 14989807 |
| Ω | 4.340%, 11/18/25 | 9000 | 8981883 |
| Ω | 4.223%, 11/17/25 | 2496 | 2491257 |
| Ω | 4.227%, 11/17/25 | 9500 | 9481948 |
| John Deere Financial, Inc. | John Deere Financial, Inc. |  |  |
| Ω | 4.169%, 11/10/25 | 4000 | 3995606 |
| Ω | 4.148%, 11/24/25 | 2150 | 2144376 |
| Ω | 4.148%, 11/25/25 | 5000 | 4986378 |
| LSEGA Financing PLC | LSEGA Financing PLC |  |  |
| Ω | 4.252%, 11/12/25 | 9000 | 8987861 |
| Ω | 4.214%, 12/15/25 | 14000 | 13928775 |
| Ω | 4.226%, 12/15/25 | 14000 | 13928775 |
| LVMH Moet Hennessy <br> Louis Vuitton SE | LVMH Moet Hennessy <br> Louis Vuitton SE |  |  |
| Ω | 3.988%, 01/16/26 | 15000 | 14874960 |
| Marriott International, Inc. | Marriott International, Inc. |  |  |
| Ω | 4.271%, 11/10/25 | 5000 | 4994146 |
| Medtronic Global Holdings <br> SCA | Medtronic Global Holdings <br> SCA |  |  |
| Ω | 4.237%, 11/12/25 | 34500 | 34453466 |
| Ω | 4.158%, 11/21/25 | 2000 | 1995296 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| Mondelez International, <br> Inc. | Mondelez International, <br> Inc. |  |  |
| Ω | 4.535%, 11/03/25 | 12000 | $11995952 |
| Ω | 4.217%, 12/15/25 | 1000 | 994919 |
| Mosaic Co. | Mosaic Co. |  |  |
| Ω | 4.319%, 11/04/25 | 6240 | 6237180 |
| Nederlandse <br> Waterschapsbank NV | Nederlandse <br> Waterschapsbank NV |  |  |
| Ω | 4.183%, 11/03/25 | 25000 | 24991732 |
| Ω | 4.119%, 12/17/25 | 7000 | 6964200 |
| NextEra Energy Capital <br> Holdings, Inc. | NextEra Energy Capital <br> Holdings, Inc. |  |  |
| Ω | 4.277%, 11/24/25 | 6000 | 5983616 |
| NiSource, Inc. | NiSource, Inc. |  |  |
| Ω | 4.269%, 11/06/25 | 15000 | 14989689 |
| Nutrien Ltd. | Nutrien Ltd. |  |  |
| Ω | 4.270%, 11/07/25 | 6000 | 5995147 |
| Ω | 4.236%, 12/01/25 | 10500 | 10462391 |
| Oracle Corp. | Oracle Corp. |  |  |
| Ω | 4.424%, 11/18/25 | 14500 | 14470833 |
| Parker-Hannifin Corp. | Parker-Hannifin Corp. |  |  |
| Ω | 4.409%, 11/25/25 | 4500 | 4487186 |
| Ω | 4.201%, 12/11/25 | 19500 | 19408623 |
| Ω | 4.142%, 01/12/26 | 17000 | 16859313 |
| Phillips 66 | Phillips 66 |  |  |
| Ω | 4.252%, 11/19/25 | 15000 | 14967486 |
| Ω | 4.252%, 11/21/25 | 2600 | 2593759 |
| Procter & Gamble Co. | Procter & Gamble Co. |  |  |
| Ω | 4.090%, 12/08/25 | 20000 | 19919116 |
| Ω | 4.094%, 12/15/25 | 15400 | 15326562 |
| Province of Ontario | Province of Ontario |  |  |
|  | 4.017%, 02/06/26 | 42000 | 41556921 |
| PSP Capital, Inc. | PSP Capital, Inc. |  |  |
| Ω | 4.099%, 12/05/25 | 30000 | 29885472 |
| Ω | 3.971%, 01/23/26 | 28850 | 28586118 |
| Ω | 4.027%, 02/04/26 | 35000 | 34634320 |
| Sanofi SA | Sanofi SA |  |  |
| Ω | 4.464%, 11/10/25 | 18000 | 17980225 |
| Ω | 4.466%, 11/10/25 | 20000 | 19978028 |
| Ω | 4.454%, 11/25/25 | 28550 | 28472216 |
| Ω | 4.456%, 11/25/25 | 10000 | 9972755 |
| Ω | 4.045%, 12/17/25 | 30000 | 29846298 |
| Ω | 4.169%, 12/17/25 | 5000 | 4974383 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| Schlumberger Investment <br> SA | Schlumberger Investment <br> SA |  |  |
| Ω | 4.160%, 12/05/25 | 20065 | $19988302 |
| Telstra Group Ltd. | Telstra Group Ltd. |  |  |
| Ω | 4.268%, 11/25/25 | 20000 | 19944862 |
| Ω | 4.175%, 12/10/25 | 3750 | 3733361 |
| Ω | 4.294%, 12/10/25 | 15000 | 14933445 |
| TELUS Corp. | TELUS Corp. |  |  |
| Ω | 4.979%, 11/05/25 | 2685 | 2683313 |
| Ω | 5.037%, 01/16/26 | 12456 | 12333668 |
| Ω | 4.844%, 12/30/25 | 7000 | 6946100 |
| Ω | 4.844%, 01/06/26 | 4500 | 4461405 |
| Ω | 4.984%, 01/28/26 | 6000 | 5932187 |
| Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |
| Ω | 4.220%, 12/15/25 | 30000 | 29849451 |
| TotalEnergies Capital SA | TotalEnergies Capital SA |  |  |
| Ω | 4.122%, 12/01/25 | 17500 | 17440607 |
| TransCanada PipeLines <br> Ltd. | TransCanada PipeLines <br> Ltd. |  |  |
| Ω | 4.243%, 11/24/25 | 7250 | 7230202 |
| VW Credit, Inc. | VW Credit, Inc. |  |  |
| Ω | 4.338%, 12/03/25 | 11500 | 11456747 |
| Ω | 4.283%, 01/22/26 | 750 | 742885 |
| Walt Disney Co. | Walt Disney Co. |  |  |
| Ω | 4.041%, 03/12/26 | 20000 | 19712680 |
| Xcel Energy, Inc. | Xcel Energy, Inc. |  |  |
| Ω | 4.277%, 11/07/25 | 10000 | 9991931 |
| TOTAL COMMERCIAL <br> PAPER <br>(Cost $1,368,104,605) | TOTAL COMMERCIAL <br> PAPER <br>(Cost $1,368,104,605) |  | 1368042629 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $5,661,902,457) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $5,661,902,457) |  | 5701315280 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (0.1%) | SECURITIES LENDING COLLATERAL — (0.1%) | SECURITIES LENDING COLLATERAL — (0.1%) | SECURITIES LENDING COLLATERAL — (0.1%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 483124 | 5588290 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $5,667,490,747) | (Cost $5,667,490,747) |  | $5706903570 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

As of October 31, 2025, DFA Short-Term Extended Quality Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 118473685 | EUR | 100742655 | Societe Generale | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; $2352658 |
| USD | 131312989 | EUR | 111682700 | Citibank, N.A. | 11/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2581919 |
| USD | 127002457 | EUR | 108732392 | Citibank, N.A. | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1629739 |
| USD | 3682423 | CAD | 5128382 | Citibank, N.A. | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 24651 |
| USD | 87967079 | AUD | 133491011 | Societe Generale | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 617808 |
| USD | 14017117 | JPY | 2131826667 | Societe Generale | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 176957 |
| USD | 130569649 | EUR | 112074066 | Bank of New York Mellon | 11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1329304 |
| USD | 80054790 | AUD | 121239165 | Citibank, N.A. | 11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 719666 |
| USD | 12189455 | CAD | 17083417 | Australia and New Zealand Bank | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 496 |
| USD | 111948098 | EUR | 96737099 | Citibank, N.A. | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 362416 |
| USD | 1923829 | GBP | 1439973 | Citibank, N.A. | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 32083 |
| USD | 10262181 | JPY | 1548311626 | Royal Bank of Canada | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 203150 |
| USD | 130907794 | EUR | 112416224 | Bank of New York Mellon | 11/18/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1229019 |
| USD | 14131622 | EUR | 12150898 | Societe Generale | 11/18/25 | &nbsp;&nbsp;&nbsp;&nbsp; 114841 |
| USD | 119981543 | EUR | 101093855 | Citibank, N.A. | 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3344059 |
| USD | 127771630 | EUR | 110068442 | Bank of New York Mellon | 11/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 758184 |
| USD | 4335343 | CAD | 6057767 | Citibank, N.A. | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 11154 |
| USD | 690356 | GBP | 517496 | Citibank, N.A. | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 10489 |
| USD | 127164999 | EUR | 109540285 | Societe Generale | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 746756 |
| USD | 10562138 | CAD | 14790979 | Societe Generale | 11/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2877 |
| USD | 116652448 | EUR | 99889587 | Societe Generale | 12/01/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1339352 |
| USD | 116772484 | EUR | 100100333 | Royal Bank of Canada | 12/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1209579 |
| USD | 117085259 | EUR | 100742655 | UBS AG | 12/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 774249 |
| USD | 129438306 | EUR | 111682700 | UBS AG | 12/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; 489343 |
| USD | 26237587 | NZD | 44523908 | Citibank, N.A. | 12/08/25 | &nbsp;&nbsp;&nbsp;&nbsp; 722338 |
| USD | 640178 | NZD | 1085681 | Royal Bank of Canada | 12/08/25 | &nbsp;&nbsp;&nbsp;&nbsp; 18009 |
| USD | 28910899 | NZD | 48214523 | Societe Generale | 12/18/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1268433 |
| USD | 1118637 | NZD | 1943225 | Citibank, N.A. | 12/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3999 |
| USD | 5117113 | NZD | 8752666 | Australia and New Zealand Bank | 12/31/25 | &nbsp;&nbsp;&nbsp;&nbsp; 96122 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$22169650** |
| EUR | 100742655 | USD | 116886665 | UBS AG | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(765638)<br>|
| EUR | 111682700 | USD | 129220234 | UBS AG | 11/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; (489164)<br>|
| EUR | 2046057 | USD | 2388264 | Bank of New York Mellon | 11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; (28815)<br>|
| EUR | 15723420 | USD | 18323350 | UBS AG | 11/18/25 | &nbsp;&nbsp;&nbsp;&nbsp; (185454)<br>|
| USD | 67806831 | AUD | 104536473 | Australia and New Zealand Bank | 11/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; (607563)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(2076634)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$20093016** |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

As of October 31, 2025, the value of Rule 144A securities amounted to $1,754,111,415 or 30.4% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $18463978 | &nbsp;&nbsp; — | &nbsp;&nbsp; $18463978 |
| Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; 4059293570 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4059293570 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 255515103 | &nbsp;&nbsp; — | &nbsp;&nbsp; 255515103 |
| Commercial Paper | &nbsp;&nbsp; — | &nbsp;&nbsp; 1368042629 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1368042629 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 5588290 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5588290 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $5706903570 | &nbsp;&nbsp; — | &nbsp;&nbsp; $5706903570 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 22169650 | &nbsp;&nbsp; — | &nbsp;&nbsp; 22169650 |
| **Liabilities** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (2076634) | &nbsp;&nbsp; — | &nbsp;&nbsp; (2076634) |
| Total Financial Instruments | &nbsp;&nbsp; — | &nbsp;&nbsp; $20093016 | &nbsp;&nbsp; — | &nbsp;&nbsp; $20093016 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**DFA Intermediate-Term Extended Quality Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BONDS — (95.7%) | BONDS — (95.7%) | BONDS — (95.7%) | BONDS — (95.7%) | BONDS — (95.7%) |
| 3M Co. | 3M Co. |  |  |  |
|  | 1.750%, 05/15/30 | EUR | 1000 | $1097196 |
| 7-Eleven, Inc. | 7-Eleven, Inc. |  |  |  |
| Ω | 2.500%, 02/10/41 |  | 5454 | 3803590 |
| Abbott Laboratories | Abbott Laboratories |  |  |  |
|  | 5.300%, 05/27/40 |  | 4000 | 4154559 |
|  | 4.750%, 04/15/43 |  | 5000 | 4785354 |
| AbbVie, Inc. | AbbVie, Inc. |  |  |  |
|  | 4.050%, 11/21/39 |  | 3000 | 2689312 |
|  | 4.400%, 11/06/42 |  | 7200 | 6506069 |
|  | 5.350%, 03/15/44 |  | 400 | 401613 |
| Abertis Infraestructuras SA | Abertis Infraestructuras SA |  |  |  |
|  | 3.125%, 07/07/30 | EUR | 3500 | 4041190 |
| ABN AMRO Bank NV | ABN AMRO Bank NV |  |  |  |
|  | 2.750%, 06/04/29 | EUR | 700 | 811869 |
|  | 3.125%, 01/21/30 | EUR | 9000 | 10581164 |
| Accenture Capital, Inc. | Accenture Capital, Inc. |  |  |  |
|  | 4.500%, 10/04/34 |  | 3000 | 2957978 |
| AEP Texas, Inc. | AEP Texas, Inc. |  |  |  |
| # | 5.700%, 05/15/34 |  | 400 | 417391 |
| AerCap Ireland Capital <br> DAC/AerCap Global <br> Aviation Trust | AerCap Ireland Capital <br> DAC/AerCap Global <br> Aviation Trust |  |  |  |
|  | 3.400%, 10/29/33 |  | 4000 | 3608919 |
|  | 3.850%, 10/29/41 |  | 2800 | 2313848 |
| Aeroports de Paris SA | Aeroports de Paris SA |  |  |  |
|  | 2.750%, 04/02/30 | EUR | 100 | 114537 |
| Aetna, Inc. | Aetna, Inc. |  |  |  |
|  | 6.750%, 12/15/37 |  | 1000 | 1108258 |
| Affiliated Managers Group, <br> Inc. | Affiliated Managers Group, <br> Inc. |  |  |  |
|  | 5.500%, 08/20/34 |  | 2800 | 2877523 |
| Aflac, Inc. | Aflac, Inc. |  |  |  |
|  | 6.450%, 08/15/40 |  | 2300 | 2537095 |
| AGCO Corp. | AGCO Corp. |  |  |  |
|  | 5.800%, 03/21/34 |  | 4660 | 4853865 |
| Agence Francaise de <br> Developpement EPIC | Agence Francaise de <br> Developpement EPIC |  |  |  |
|  | 2.875%, 01/21/30 | EUR | 14400 | 16637313 |
|  | 0.500%, 05/25/30 | EUR | 800 | 831215 |
| Aker BP ASA | Aker BP ASA |  |  |  |
| Ω | 6.000%, 06/13/33 |  | 10000 | 10479705 |
| Alabama Power Co. | Alabama Power Co. |  |  |  |
|  | 5.500%, 03/15/41 |  | 1500 | 1524405 |
|  | 3.850%, 12/01/42 |  | 650 | 541197 |
| Alimentation Couche-Tard, <br> Inc. | Alimentation Couche-Tard, <br> Inc. |  |  |  |
| Ω | 3.439%, 05/13/41 |  | 4450 | 3473842 |
| Allianz Finance II BV | Allianz Finance II BV |  |  |  |
|  | 1.500%, 01/15/30 | EUR | 600 | 663112 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Allstate Corp. | Allstate Corp. |  |  |  |
|  | 5.350%, 06/01/33 |  | 1900 | $1983767 |
|  | 4.500%, 06/15/43 |  | 4470 | 3975723 |
| Ally Financial, Inc. | Ally Financial, Inc. |  |  |  |
|  | 8.000%, 11/01/31 |  | 3849 | 4381921 |
| Alphabet, Inc. | Alphabet, Inc. |  |  |  |
|  | 1.900%, 08/15/40 |  | 3950 | 2698125 |
| Altria Group, Inc. | Altria Group, Inc. |  |  |  |
|  | 2.450%, 02/04/32 |  | 6600 | 5799865 |
|  | 4.500%, 05/02/43 |  | 900 | 771933 |
| Amazon.com, Inc. | Amazon.com, Inc. |  |  |  |
|  | 3.875%, 08/22/37 |  | 5000 | 4612643 |
| American Electric Power <br> Co., Inc. | American Electric Power <br> Co., Inc. |  |  |  |
|  | 5.625%, 03/01/33 |  | 400 | 421551 |
| American Express Co. | American Express Co. |  |  |  |
|  | 8.150%, 03/19/38 |  | 2000 | 2544646 |
|  | 4.050%, 12/03/42 |  | 5000 | 4342709 |
| American Honda Finance <br> Corp. | American Honda Finance <br> Corp. |  |  |  |
|  | 3.300%, 03/21/29 | EUR | 12400 | 14536188 |
| American Tower Corp. | American Tower Corp. |  |  |  |
|  | 5.650%, 03/15/33 |  | 400 | 421332 |
|  | 5.550%, 07/15/33 |  | 400 | 418797 |
| American Water Capital <br> Corp. | American Water Capital <br> Corp. |  |  |  |
|  | 4.300%, 12/01/42 |  | 3176 | 2780234 |
| Amgen, Inc. | Amgen, Inc. |  |  |  |
|  | 4.950%, 10/01/41 |  | 1200 | 1137009 |
| Anheuser-Busch InBev <br> Worldwide, Inc. | Anheuser-Busch InBev <br> Worldwide, Inc. |  |  |  |
|  | 5.450%, 01/23/39 |  | 4695 | 4875555 |
| APA Infrastructure Ltd. | APA Infrastructure Ltd. |  |  |  |
|  | 0.750%, 03/15/29 | EUR | 1400 | 1506931 |
| Appalachian Power Co. | Appalachian Power Co. |  |  |  |
|  | 5.650%, 04/01/34 |  | 400 | 419131 |
|  | 7.000%, 04/01/38 |  | 5200 | 5929775 |
| Apple, Inc. | Apple, Inc. |  |  |  |
|  | 2.375%, 02/08/41 |  | 7000 | 5030765 |
|  | 3.850%, 05/04/43 |  | 5500 | 4687389 |
| ArcelorMittal SA | ArcelorMittal SA |  |  |  |
|  | 6.800%, 11/29/32 |  | 5000 | 5568445 |
| Arizona Public Service Co. | Arizona Public Service Co. |  |  |  |
|  | 2.200%, 12/15/31 |  | 7500 | 6583138 |
| Arrow Electronics, Inc. | Arrow Electronics, Inc. |  |  |  |
|  | 5.875%, 04/10/34 |  | 5000 | 5225929 |
| Ashtead Capital, Inc. | Ashtead Capital, Inc. |  |  |  |
| Ω | 5.500%, 08/11/32 |  | 4600 | 4743036 |
| Ω | 5.950%, 10/15/33 |  | 2500 | 2640716 |
| Assurant, Inc. | Assurant, Inc. |  |  |  |
|  | 2.650%, 01/15/32 |  | 6000 | 5276103 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AT&T, Inc. | AT&T, Inc. |  |  |  |
|  | 4.500%, 05/15/35 |  | 2000 | $1923458 |
|  | 4.900%, 08/15/37 |  | 2000 | 1951832 |
|  | 4.850%, 03/01/39 |  | 1400 | 1340031 |
| Athene Holding Ltd. | Athene Holding Ltd. |  |  |  |
| # | 5.875%, 01/15/34 |  | 6400 | 6643878 |
| Autoliv, Inc. | Autoliv, Inc. |  |  |  |
|  | 3.625%, 08/07/29 | EUR | 300 | 355010 |
| AutoNation, Inc. | AutoNation, Inc. |  |  |  |
|  | 2.400%, 08/01/31 |  | 3000 | 2621693 |
| AutoZone, Inc. | AutoZone, Inc. |  |  |  |
|  | 5.200%, 08/01/33 |  | 400 | 411044 |
| AvalonBay Communities, <br> Inc. | AvalonBay Communities, <br> Inc. |  |  |  |
|  | 3.300%, 06/01/29 |  | 510 | 494989 |
| Avnet, Inc. | Avnet, Inc. |  |  |  |
|  | 3.000%, 05/15/31 |  | 8245 | 7456882 |
|  | 5.500%, 06/01/32 |  | 400 | 406652 |
| Ayvens SA | Ayvens SA |  |  |  |
|  | 3.875%, 07/16/29 | EUR | 6500 | 7770430 |
| Baker Hughes <br> Holdings LLC | Baker Hughes <br> Holdings LLC |  |  |  |
|  | 5.125%, 09/15/40 |  | 6000 | 5885277 |
| Banco BPM SpA | Banco BPM SpA |  |  |  |
|  | 3.375%, 01/21/30 | EUR | 510 | 599643 |
| Banco Santander SA | Banco Santander SA |  |  |  |
|  | 5.796%, 01/23/29 | AUD | 2520 | 1702571 |
|  | 3.875%, 04/22/29 | EUR | 200 | 238923 |
|  | 3.490%, 05/28/30 |  | 200 | 192423 |
|  | 6.938%, 11/07/33 |  | 800 | 916983 |
| Bank of America Corp. | Bank of America Corp. |  |  |  |
|  | 5.875%, 02/07/42 |  | 3236 | 3472405 |
| Bank of New Zealand | Bank of New Zealand |  |  |  |
|  | 3.661%, 07/17/29 | EUR | 2000 | 2380581 |
| Bank of Nova Scotia | Bank of Nova Scotia |  |  |  |
|  | 3.500%, 04/17/29 | EUR | 5000 | 5927892 |
|  | 5.650%, 02/01/34 |  | 2000 | 2129355 |
| Banque Federative du <br> Credit Mutuel SA | Banque Federative du <br> Credit Mutuel SA |  |  |  |
|  | 1.750%, 03/15/29 | EUR | 2000 | 2227863 |
|  | 4.375%, 05/02/30 | EUR | 2900 | 3524897 |
| BAT Capital Corp. | BAT Capital Corp. |  |  |  |
|  | 4.390%, 08/15/37 |  | 2000 | 1837595 |
|  | 7.079%, 08/02/43 |  | 400 | 450924 |
| BAT International Finance <br> PLC | BAT International Finance <br> PLC |  |  |  |
|  | 2.250%, 01/16/30 | EUR | 700 | 785038 |
| Bayer U.S. Finance II LLC | Bayer U.S. Finance II LLC |  |  |  |
| Ω | 5.500%, 07/30/35 |  | 500 | 505449 |
| Bayer U.S. Finance LLC | Bayer U.S. Finance LLC |  |  |  |
| Ω | 6.500%, 11/21/33 |  | 10000 | 10801403 |
| Berkshire Hathaway <br> Energy Co. | Berkshire Hathaway <br> Energy Co. |  |  |  |
|  | 5.950%, 05/15/37 |  | 6000 | 6469389 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
|  | 6.500%, 09/15/37 |  | 3073 | $3387937 |
| BG Energy Capital PLC | BG Energy Capital PLC |  |  |  |
|  | 2.250%, 11/21/29 | EUR | 1000 | 1129547 |
| BHP Billiton Finance USA <br> Ltd. | BHP Billiton Finance USA <br> Ltd. |  |  |  |
|  | 5.000%, 09/30/43 |  | 3919 | 3773977 |
| Black Hills Corp. | Black Hills Corp. |  |  |  |
|  | 4.350%, 05/01/33 |  | 8837 | 8544891 |
|  | 6.000%, 01/15/35 |  | 770 | 819993 |
| Blue Owl Finance LLC | Blue Owl Finance LLC |  |  |  |
|  | 6.250%, 04/18/34 |  | 1000 | 1037701 |
| BNG Bank NV | BNG Bank NV |  |  |  |
|  | 0.100%, 01/15/30 | EUR | 800 | 836561 |
|  | 2.500%, 05/21/30 | EUR | 600 | 691711 |
| BNP Paribas SA | BNP Paribas SA |  |  |  |
|  | 3.625%, 09/01/29 | EUR | 100 | 118170 |
| Boardwalk Pipelines LP | Boardwalk Pipelines LP |  |  |  |
|  | 3.600%, 09/01/32 |  | 150 | 138543 |
|  | 5.625%, 08/01/34 |  | 5000 | 5178577 |
| Boeing Co. | Boeing Co. |  |  |  |
|  | 6.125%, 02/15/33 |  | 2835 | 3048632 |
|  | 3.600%, 05/01/34 |  | 1825 | 1655516 |
| Booz Allen Hamilton, Inc. | Booz Allen Hamilton, Inc. |  |  |  |
|  | 5.950%, 08/04/33 |  | 2000 | 2090325 |
| Boston Properties LP | Boston Properties LP |  |  |  |
|  | 5.750%, 01/15/35 |  | 400 | 409030 |
| Bouygues SA | Bouygues SA |  |  |  |
|  | 0.500%, 02/11/30 | EUR | 700 | 732296 |
| BP Capital Markets <br> America, Inc. | BP Capital Markets <br> America, Inc. |  |  |  |
|  | 4.989%, 04/10/34 |  | 3000 | 3065811 |
|  | 3.060%, 06/17/41 |  | 5400 | 4145958 |
| Brighthouse Financial, Inc. | Brighthouse Financial, Inc. |  |  |  |
| # | 5.625%, 05/15/30 |  | 3235 | 3303885 |
| Bristol-Myers Squibb Co. | Bristol-Myers Squibb Co. |  |  |  |
|  | 4.125%, 06/15/39 |  | 2750 | 2498492 |
|  | 2.350%, 11/13/40 |  | 1200 | 849830 |
|  | 3.550%, 03/15/42 |  | 4000 | 3241888 |
| Broadcom, Inc. | Broadcom, Inc. |  |  |  |
|  | 2.450%, 02/15/31 |  | 400 | 364531 |
|  | 3.419%, 04/15/33 |  | 600 | 559486 |
| Ω | 3.137%, 11/15/35 |  | 4900 | 4246882 |
| Brookfield Finance, Inc. | Brookfield Finance, Inc. |  |  |  |
|  | 2.724%, 04/15/31 |  | 3600 | 3289957 |
|  | 5.675%, 01/15/35 |  | 3000 | 3115286 |
| Brown & Brown, Inc. | Brown & Brown, Inc. |  |  |  |
|  | 4.200%, 03/17/32 |  | 400 | 386585 |
| Brunswick Corp. | Brunswick Corp. |  |  |  |
|  | 4.400%, 09/15/32 |  | 5000 | 4750706 |
| Cadent Finance PLC | Cadent Finance PLC |  |  |  |
|  | 4.250%, 07/05/29 | EUR | 100 | 121201 |
| Caisse d'Amortissement de <br> la Dette Sociale | Caisse d'Amortissement de <br> la Dette Sociale |  |  |  |
|  | 0.600%, 11/25/29 | EUR | 8800 | 9387578 |
|  | 3.125%, 03/01/30 | EUR | 3900 | 4591632 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
|  | 2.875%, 05/25/30 | EUR | 9700 | $11296754 |
| CaixaBank SA | CaixaBank SA |  |  |  |
|  | 3.750%, 09/07/29 | EUR | 3700 | 4430241 |
| Camden Property Trust | Camden Property Trust |  |  |  |
|  | 4.900%, 01/15/34 |  | 5000 | 5084622 |
| Canadian Imperial Bank of <br> Commerce | Canadian Imperial Bank of <br> Commerce |  |  |  |
|  | 3.807%, 07/09/29 | EUR | 2550 | 3044098 |
| # | 6.092%, 10/03/33 |  | 8000 | 8705562 |
| Canadian Natural <br> Resources Ltd. | Canadian Natural <br> Resources Ltd. |  |  |  |
|  | 5.850%, 02/01/35 |  | 2000 | 2087777 |
|  | 6.250%, 03/15/38 |  | 9800 | 10457577 |
| Capital One Financial <br> Corp. | Capital One Financial <br> Corp. |  |  |  |
|  | 1.650%, 06/12/29 | EUR | 900 | 992704 |
|  | 6.700%, 11/29/32 |  | 2179 | 2407597 |
| Cardinal Health, Inc. | Cardinal Health, Inc. |  |  |  |
|  | 4.600%, 03/15/43 |  | 400 | 352600 |
| Cargill, Inc. | Cargill, Inc. |  |  |  |
|  | 3.875%, 04/24/30 | EUR | 100 | 120450 |
| Carlsberg Breweries AS | Carlsberg Breweries AS |  |  |  |
|  | 3.000%, 08/28/29 | EUR | 300 | 349492 |
| Carrier Global Corp. | Carrier Global Corp. |  |  |  |
|  | 3.377%, 04/05/40 |  | 3211 | 2616053 |
| Castellum Helsinki Finance <br> Holding Abp | Castellum Helsinki Finance <br> Holding Abp |  |  |  |
|  | 0.875%, 09/17/29 | EUR | 3100 | 3295982 |
| CBRE Services, Inc. | CBRE Services, Inc. |  |  |  |
|  | 5.950%, 08/15/34 |  | 787 | 841559 |
| CenterPoint Energy <br> Resources Corp. | CenterPoint Energy <br> Resources Corp. |  |  |  |
|  | 5.400%, 07/01/34 |  | 8000 | 8288737 |
|  | 5.850%, 01/15/41 |  | 3000 | 3138472 |
| CF Industries, Inc. | CF Industries, Inc. |  |  |  |
| # | 5.150%, 03/15/34 |  | 1700 | 1712185 |
|  | 4.950%, 06/01/43 |  | 4000 | 3664368 |
| Choice Hotels <br> International, Inc. | Choice Hotels <br> International, Inc. |  |  |  |
|  | 3.700%, 12/01/29 |  | 1040 | 998414 |
| Chubb INA Holdings LLC | Chubb INA Holdings LLC |  |  |  |
|  | 0.875%, 12/15/29 | EUR | 100 | 106506 |
| Cigna Group | Cigna Group |  |  |  |
|  | 5.250%, 02/15/34 |  | 2000 | 2056644 |
|  | 4.800%, 08/15/38 |  | 2800 | 2664857 |
|  | 3.200%, 03/15/40 |  | 1470 | 1148666 |
|  | 6.125%, 11/15/41 |  | 400 | 423499 |
| Cisco Systems, Inc. | Cisco Systems, Inc. |  |  |  |
|  | 5.900%, 02/15/39 |  | 3100 | 3369014 |
|  | 5.500%, 01/15/40 |  | 5700 | 5942106 |
| Citigroup, Inc. | Citigroup, Inc. |  |  |  |
|  | 1.250%, 04/10/29 | EUR | 100 | 110150 |
|  | 8.125%, 07/15/39 |  | 7866 | 10086373 |
|  | 5.875%, 01/30/42 |  | 4000 | 4241185 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CK Hutchison Europe <br> Finance 21 Ltd. | CK Hutchison Europe <br> Finance 21 Ltd. |  |  |  |
|  | 0.750%, 11/02/29 | EUR | 300 | $317693 |
| CNA Financial Corp. | CNA Financial Corp. |  |  |  |
|  | 5.500%, 06/15/33 |  | 2000 | 2074590 |
|  | 5.125%, 02/15/34 |  | 2400 | 2414941 |
| Colgate-Palmolive Co. | Colgate-Palmolive Co. |  |  |  |
|  | 0.300%, 11/10/29 | EUR | 500 | 530831 |
| Comcast Corp. | Comcast Corp. |  |  |  |
|  | 7.050%, 03/15/33 |  | 3437 | 3920433 |
|  | 4.200%, 08/15/34 |  | 675 | 641985 |
|  | 4.400%, 08/15/35 |  | 2850 | 2713880 |
|  | 3.900%, 03/01/38 |  | 3800 | 3317641 |
| Conagra Brands, Inc. | Conagra Brands, Inc. |  |  |  |
|  | 5.300%, 11/01/38 |  | 7600 | 7312933 |
| ConocoPhillips | ConocoPhillips |  |  |  |
| # | 5.900%, 10/15/32 |  | 4400 | 4784592 |
| Consolidated Edison Co. of <br> New York, Inc. | Consolidated Edison Co. of <br> New York, Inc. |  |  |  |
|  | 6.750%, 04/01/38 |  | 1300 | 1496086 |
|  | 5.500%, 12/01/39 |  | 1400 | 1437710 |
|  | 5.700%, 06/15/40 |  | 294 | 304934 |
|  | 3.950%, 03/01/43 |  | 500 | 418101 |
| Constellation Energy <br> Generation LLC | Constellation Energy <br> Generation LLC |  |  |  |
|  | 5.800%, 03/01/33 |  | 400 | 427236 |
|  | 5.600%, 06/15/42 |  | 1768 | 1791631 |
| Continental AG | Continental AG |  |  |  |
|  | 3.500%, 10/01/29 | EUR | 1154 | 1364899 |
| Cooperatieve Rabobank <br> UA | Cooperatieve Rabobank <br> UA |  |  |  |
|  | 4.000%, 01/10/30 | EUR | 2800 | 3382186 |
| Corebridge Financial, Inc. | Corebridge Financial, Inc. |  |  |  |
|  | 3.900%, 04/05/32 |  | 800 | 760964 |
|  | 4.350%, 04/05/42 |  | 8000 | 6930699 |
| Cox Communications, Inc. | Cox Communications, Inc. |  |  |  |
| Ω | 4.800%, 02/01/35 |  | 3797 | 3574949 |
| Ω | 4.700%, 12/15/42 |  | 1000 | 813432 |
| Credit Agricole SA | Credit Agricole SA |  |  |  |
|  | 5.411%, 01/18/29 | AUD | 900 | 603633 |
|  | 1.750%, 03/05/29 | EUR | 500 | 557269 |
|  | 4.125%, 03/07/30 | EUR | 2000 | 2432423 |
| Credit Mutuel Arkea SA | Credit Mutuel Arkea SA |  |  |  |
|  | 1.125%, 05/23/29 | EUR | 300 | 327503 |
| Crown Castle, Inc. | Crown Castle, Inc. |  |  |  |
|  | 2.900%, 04/01/41 |  | 6000 | 4397264 |
| CSX Corp. | CSX Corp. |  |  |  |
|  | 4.750%, 05/30/42 |  | 968 | 909827 |
| CVS Health Corp. | CVS Health Corp. |  |  |  |
|  | 4.780%, 03/25/38 |  | 8800 | 8268309 |
|  | 4.125%, 04/01/40 |  | 170 | 145487 |
|  | 5.300%, 12/05/43 |  | 400 | 377549 |
|  | 6.000%, 06/01/44 |  | 400 | 405148 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Daimler Truck Finance <br> North America LLC | Daimler Truck Finance <br> North America LLC |  |  |  |
| Ω | 5.375%, 01/18/34 |  | 850 | $868580 |
| Ω | 5.375%, 06/25/34 |  | 5000 | 5091236 |
| Daimler Truck International <br> Finance BV | Daimler Truck International <br> Finance BV |  |  |  |
|  | 3.875%, 06/19/29 | EUR | 200 | 239964 |
| Darden Restaurants, Inc. | Darden Restaurants, Inc. |  |  |  |
|  | 6.300%, 10/10/33 |  | 5000 | 5423597 |
| Dell International LLC/EMC <br> Corp. | Dell International LLC/EMC <br> Corp. |  |  |  |
|  | 3.375%, 12/15/41 |  | 5000 | 3855331 |
| Deutsche Lufthansa AG | Deutsche Lufthansa AG |  |  |  |
|  | 3.500%, 07/14/29 | EUR | 100 | 117616 |
| Devon Energy Corp. | Devon Energy Corp. |  |  |  |
|  | 5.600%, 07/15/41 |  | 1600 | 1541104 |
|  | 4.750%, 05/15/42 |  | 8400 | 7287343 |
| Dominion Energy, Inc. | Dominion Energy, Inc. |  |  |  |
|  | 4.900%, 08/01/41 |  | 6755 | 6292847 |
| Dow Chemical Co. | Dow Chemical Co. |  |  |  |
|  | 5.250%, 11/15/41 |  | 8400 | 7669931 |
| DSV Finance BV | DSV Finance BV |  |  |  |
|  | 3.500%, 06/26/29 | EUR | 1980 | 2340585 |
| Duke Energy <br> Carolinas LLC | Duke Energy <br> Carolinas LLC |  |  |  |
|  | 6.100%, 06/01/37 |  | 2167 | 2347489 |
| Duke Energy Corp. | Duke Energy Corp. |  |  |  |
|  | 3.300%, 06/15/41 |  | 400 | 310134 |
| Duquesne Light Holdings, <br> Inc. | Duquesne Light Holdings, <br> Inc. |  |  |  |
| Ω | 2.775%, 01/07/32 |  | 500 | 443974 |
| Eastman Chemical Co. | Eastman Chemical Co. |  |  |  |
|  | 4.800%, 09/01/42 |  | 3305 | 2919805 |
| Eaton Capital ULC | Eaton Capital ULC |  |  |  |
|  | 0.577%, 03/08/30 | EUR | 250 | 262769 |
| eBay, Inc. | eBay, Inc. |  |  |  |
|  | 4.000%, 07/15/42 |  | 1000 | 835250 |
| Elevance Health, Inc. | Elevance Health, Inc. |  |  |  |
|  | 5.950%, 12/15/34 |  | 1200 | 1279542 |
|  | 4.625%, 05/15/42 |  | 1000 | 906833 |
| Emerson Electric Co. | Emerson Electric Co. |  |  |  |
|  | 2.000%, 10/15/29 | EUR | 1000 | 1127328 |
| EnBW International <br> Finance BV | EnBW International <br> Finance BV |  |  |  |
|  | 3.000%, 05/20/29 | EUR | 1000 | 1166676 |
| Enel Finance International <br> NV | Enel Finance International <br> NV |  |  |  |
| Ω | 5.500%, 06/26/34 |  | 5400 | 5609463 |
| Energy Transfer LP | Energy Transfer LP |  |  |  |
|  | 6.050%, 06/01/41 |  | 5000 | 5047442 |
|  | 6.500%, 02/01/42 |  | 2000 | 2106820 |
| Eni SpA | Eni SpA |  |  |  |
| Ω | 5.500%, 05/15/34 |  | 5800 | 5978123 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Enterprise Products <br> Operating LLC | Enterprise Products <br> Operating LLC |  |  |  |
|  | 6.875%, 03/01/33 |  | 2035 | $2311230 |
|  | 6.650%, 10/15/34 |  | 1500 | 1697692 |
|  | 5.950%, 02/01/41 |  | 2049 | 2176417 |
|  | 5.700%, 02/15/42 |  | 1270 | 1312780 |
|  | 4.850%, 08/15/42 |  | 400 | 373247 |
|  | 4.450%, 02/15/43 |  | 1400 | 1243992 |
| Equinor ASA | Equinor ASA |  |  |  |
|  | 3.625%, 04/06/40 |  | 5151 | 4390664 |
| Equitable Holdings, Inc. | Equitable Holdings, Inc. |  |  |  |
|  | 5.594%, 01/11/33 |  | 2980 | 3122670 |
| ERAC USA Finance LLC | ERAC USA Finance LLC |  |  |  |
| Ω | 5.625%, 03/15/42 |  | 1851 | 1890582 |
| ERG SpA | ERG SpA |  |  |  |
|  | 4.125%, 07/03/30 | EUR | 2700 | 3260846 |
| ERP Operating LP | ERP Operating LP |  |  |  |
|  | 4.650%, 09/15/34 |  | 5400 | 5355058 |
| Erste Group Bank AG | Erste Group Bank AG |  |  |  |
|  | 0.250%, 09/14/29 | EUR | 300 | 315303 |
| European Financial <br> Stability Facility | European Financial <br> Stability Facility |  |  |  |
|  | 0.125%, 03/18/30 | EUR | 3300 | 3442745 |
|  | 2.625%, 05/07/30 | EUR | 4700 | 5453397 |
| European Investment Bank | European Investment Bank |  |  |  |
|  | 2.375%, 05/15/30 | EUR | 2100 | 2421512 |
| European Union | European Union |  |  |  |
|  | 2.875%, 10/05/29 | EUR | 5500 | 6461276 |
|  | 1.625%, 12/04/29 | EUR | 4900 | 5487701 |
| Eversource Energy | Eversource Energy |  |  |  |
|  | 5.125%, 05/15/33 |  | 400 | 406061 |
| Exelon Corp. | Exelon Corp. |  |  |  |
|  | 5.625%, 06/15/35 |  | 400 | 418844 |
| Export Development <br> Canada | Export Development <br> Canada |  |  |  |
|  | 2.750%, 01/22/30 | EUR | 242 | 281751 |
| Exxon Mobil Corp. | Exxon Mobil Corp. |  |  |  |
|  | 4.227%, 03/19/40 |  | 5000 | 4608155 |
| Fairfax Financial Holdings <br> Ltd. | Fairfax Financial Holdings <br> Ltd. |  |  |  |
|  | 5.625%, 08/16/32 |  | 950 | 991780 |
| Federation des Caisses <br> Desjardins du Quebec | Federation des Caisses <br> Desjardins du Quebec |  |  |  |
|  | 3.467%, 09/05/29 | EUR | 1780 | 2102176 |
| FedEx Corp. | FedEx Corp. |  |  |  |
|  | 4.900%, 01/15/34 |  | 3588 | 3573640 |
|  | 5.100%, 01/15/44 |  | 3000 | 2754122 |
| Fidelity National Financial, <br> Inc. | Fidelity National Financial, <br> Inc. |  |  |  |
|  | 3.400%, 06/15/30 |  | 8900 | 8457097 |
|  | 2.450%, 03/15/31 |  | 1000 | 885461 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Fidelity National <br> Information Services, <br> Inc. | Fidelity National <br> Information Services, <br> Inc. |  |  |  |
|  | 5.100%, 07/15/32 |  | 2500 | $2553268 |
|  | 3.100%, 03/01/41 |  | 1000 | 746895 |
| Fingrid OYJ | Fingrid OYJ |  |  |  |
|  | 2.750%, 12/04/29 | EUR | 140 | 161777 |
| Finland Government Bonds | Finland Government Bonds |  |  |  |
|  | 2.500%, 04/15/30 | EUR | 500 | 579105 |
| Δ | 0.000%, 09/15/30 | EUR | 2800 | 2869507 |
| Firmenich Productions <br> Participations SAS | Firmenich Productions <br> Participations SAS |  |  |  |
|  | 1.750%, 04/30/30 | EUR | 100 | 110127 |
| First American Financial <br> Corp. | First American Financial <br> Corp. |  |  |  |
|  | 2.400%, 08/15/31 |  | 3010 | 2620351 |
| Fiserv, Inc. | Fiserv, Inc. |  |  |  |
|  | 1.625%, 07/01/30 | EUR | 1000 | 1069707 |
| Flowserve Corp. | Flowserve Corp. |  |  |  |
|  | 2.800%, 01/15/32 |  | 9600 | 8539756 |
| FMR LLC | FMR LLC |  |  |  |
| Ω | 4.950%, 02/01/33 |  | 8555 | 8638017 |
| Fortive Corp. | Fortive Corp. |  |  |  |
|  | 3.700%, 08/15/29 | EUR | 511 | 605871 |
| Fortune Brands <br> Innovations, Inc. | Fortune Brands <br> Innovations, Inc. |  |  |  |
| # | 5.875%, 06/01/33 |  | 400 | 423286 |
| Fox Corp. | Fox Corp. |  |  |  |
|  | 5.476%, 01/25/39 |  | 9600 | 9652368 |
| Free & Hanseatic City of <br> Hamburg | Free & Hanseatic City of <br> Hamburg |  |  |  |
|  | 0.010%, 06/03/30 | EUR | 297 | 306050 |
| French Republic <br> Government Bonds OAT | French Republic <br> Government Bonds OAT |  |  |  |
|  | 2.750%, 02/25/30 | EUR | 900 | 1045973 |
|  | 2.500%, 05/25/30 | EUR | 3500 | 4022576 |
| GATX Corp. | GATX Corp. |  |  |  |
|  | 3.500%, 06/01/32 |  | 1050 | 973917 |
|  | 5.450%, 09/15/33 |  | 500 | 517004 |
| Gecina SA | Gecina SA |  |  |  |
|  | 1.625%, 03/14/30 | EUR | 500 | 548969 |
| General Dynamics Corp. | General Dynamics Corp. |  |  |  |
|  | 4.250%, 04/01/40 |  | 3000 | 2764181 |
| General Motors Co. | General Motors Co. |  |  |  |
| # | 5.000%, 04/01/35 |  | 1350 | 1326629 |
|  | 5.150%, 04/01/38 |  | 990 | 955965 |
| General Motors Financial <br> Co., Inc. | General Motors Financial <br> Co., Inc. |  |  |  |
|  | 4.300%, 02/15/29 | EUR | 800 | 962540 |
|  | 4.000%, 07/10/30 | EUR | 3200 | 3827808 |
| Gilead Sciences, Inc. | Gilead Sciences, Inc. |  |  |  |
|  | 2.600%, 10/01/40 |  | 5786 | 4275432 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Glencore Capital Finance <br> DAC | Glencore Capital Finance <br> DAC |  |  |  |
|  | 0.750%, 03/01/29 | EUR | 600 | $650074 |
| Glencore Funding LLC | Glencore Funding LLC |  |  |  |
| Ω | 2.850%, 04/27/31 |  | 5600 | 5141663 |
| Ω | 6.500%, 10/06/33 |  | 5000 | 5522749 |
| Goldman Sachs Group, <br> Inc. | Goldman Sachs Group, <br> Inc. |  |  |  |
|  | 1.250%, 02/07/29 | EUR | 600 | 662457 |
|  | 0.875%, 05/09/29 | EUR | 2750 | 2981247 |
|  | 6.125%, 02/15/33 |  | 3000 | 3290767 |
|  | 6.250%, 02/01/41 |  | 1200 | 1322657 |
| Grand City Properties SA | Grand City Properties SA |  |  |  |
|  | 4.375%, 01/09/30 | EUR | 700 | 841322 |
| Halliburton Co. | Halliburton Co. |  |  |  |
|  | 4.850%, 11/15/35 |  | 2002 | 1976522 |
|  | 6.700%, 09/15/38 |  | 5400 | 6075506 |
|  | 7.450%, 09/15/39 |  | 1000 | 1196338 |
|  | 4.500%, 11/15/41 |  | 140 | 123367 |
| Hamburg Commercial <br> Bank AG | Hamburg Commercial <br> Bank AG |  |  |  |
|  | 3.500%, 01/31/30 | EUR | 3980 | 4671041 |
| Harley-Davidson Financial <br> Services, Inc. | Harley-Davidson Financial <br> Services, Inc. |  |  |  |
|  | 4.000%, 03/12/30 | EUR | 4759 | 5628842 |
| HCA, Inc. | HCA, Inc. |  |  |  |
|  | 5.500%, 06/01/33 |  | 5000 | 5213133 |
| Heineken NV | Heineken NV |  |  |  |
| Ω | 4.000%, 10/01/42 |  | 1000 | 848174 |
| Hess Corp. | Hess Corp. |  |  |  |
|  | 5.600%, 02/15/41 |  | 3000 | 3138587 |
| Highwoods Realty LP | Highwoods Realty LP |  |  |  |
|  | 7.650%, 02/01/34 |  | 1000 | 1140813 |
| Home Depot, Inc. | Home Depot, Inc. |  |  |  |
|  | 3.300%, 04/15/40 |  | 8400 | 6919276 |
| Honeywell International, <br> Inc. | Honeywell International, <br> Inc. |  |  |  |
|  | 3.375%, 03/01/30 | EUR | 6680 | 7875728 |
| Host Hotels & Resorts LP | Host Hotels & Resorts LP |  |  |  |
|  | 5.700%, 07/01/34 |  | 6200 | 6357405 |
|  | 5.500%, 04/15/35 |  | 400 | 403865 |
| HP, Inc. | HP, Inc. |  |  |  |
|  | 5.500%, 01/15/33 |  | 1000 | 1031080 |
|  | 6.000%, 09/15/41 |  | 2000 | 2049360 |
| HSBC Holdings PLC | HSBC Holdings PLC |  |  |  |
|  | 6.100%, 01/14/42 |  | 1030 | 1124592 |
| Humana, Inc. | Humana, Inc. |  |  |  |
|  | 4.625%, 12/01/42 |  | 5640 | 4898367 |
| IBM International Capital <br> Pte. Ltd. | IBM International Capital <br> Pte. Ltd. |  |  |  |
|  | 4.900%, 02/05/34 |  | 1400 | 1412527 |
|  | 5.250%, 02/05/44 |  | 4000 | 3918937 |
| ICADE | ICADE |  |  |  |
|  | 1.000%, 01/19/30 | EUR | 500 | 524141 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| IHG Finance LLC | IHG Finance LLC |  |  |  |
|  | 3.375%, 09/10/30 | EUR | 3400 | $3947138 |
| Imperial Brands Finance <br> PLC | Imperial Brands Finance <br> PLC |  |  |  |
| Ω | 5.875%, 07/01/34 |  | 10000 | 10421678 |
| Indiana Michigan Power <br> Co. | Indiana Michigan Power <br> Co. |  |  |  |
|  | 6.050%, 03/15/37 |  | 1384 | 1511193 |
| Intel Corp. | Intel Corp. |  |  |  |
|  | 4.600%, 03/25/40 |  | 4200 | 3800533 |
|  | 2.800%, 08/12/41 |  | 3000 | 2111527 |
|  | 4.250%, 12/15/42 |  | 1500 | 1242380 |
|  | 5.625%, 02/10/43 |  | 3050 | 3009694 |
| Intercontinental Exchange, <br> Inc. | Intercontinental Exchange, <br> Inc. |  |  |  |
|  | 2.650%, 09/15/40 |  | 7000 | 5203100 |
| International Business <br> Machines Corp. | International Business <br> Machines Corp. |  |  |  |
|  | 3.300%, 01/27/27 |  | 126 | 124463 |
|  | 3.500%, 05/15/29 |  | 29 | 28420 |
|  | 2.900%, 02/10/30 | EUR | 3220 | 3744607 |
|  | 4.150%, 05/15/39 |  | 3300 | 2967781 |
|  | 2.850%, 05/15/40 |  | 6000 | 4536781 |
| International Development <br> Association | International Development <br> Association |  |  |  |
|  | 2.500%, 05/28/30 | EUR | 27600 | 31832295 |
| International Paper Co. | International Paper Co. |  |  |  |
| # | 6.000%, 11/15/41 |  | 9000 | 9416207 |
| Interpublic Group of Cos., <br> Inc. | Interpublic Group of Cos., <br> Inc. |  |  |  |
|  | 3.375%, 03/01/41 |  | 5000 | 3797568 |
| Intesa Sanpaolo SpA | Intesa Sanpaolo SpA |  |  |  |
| Ω | 7.200%, 11/28/33 |  | 5000 | 5696287 |
| Invitation Homes Operating <br> Partnership LP | Invitation Homes Operating <br> Partnership LP |  |  |  |
|  | 5.500%, 08/15/33 |  | 1000 | 1041373 |
| ISS Global AS | ISS Global AS |  |  |  |
|  | 3.875%, 06/05/29 | EUR | 3100 | 3689044 |
| Italgas SpA | Italgas SpA |  |  |  |
|  | 2.875%, 03/06/30 | EUR | 1200 | 1385201 |
| Jackson Financial, Inc. | Jackson Financial, Inc. |  |  |  |
|  | 5.670%, 06/08/32 |  | 2000 | 2070102 |
| Jacobs Engineering Group, <br> Inc. | Jacobs Engineering Group, <br> Inc. |  |  |  |
|  | 5.900%, 03/01/33 |  | 3398 | 3569438 |
| Janus Henderson <br> U.S. Holdings, Inc. | Janus Henderson <br> U.S. Holdings, Inc. |  |  |  |
|  | 5.450%, 09/10/34 |  | 417 | 421188 |
| Japan Government Ten <br> Year Bonds | Japan Government Ten <br> Year Bonds |  |  |  |
|  | 0.100%, 03/20/29 | JPY | 320000 | 2011010 |
|  | 0.100%, 06/20/29 | JPY | 480000 | 3006206 |
| JDE Peet's NV | JDE Peet's NV |  |  |  |
|  | 4.125%, 01/23/30 | EUR | 110 | 132049 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Jefferies Financial Group, <br> Inc. | Jefferies Financial Group, <br> Inc. |  |  |  |
|  | 4.000%, 04/16/29 | EUR | 430 | $508180 |
|  | 2.625%, 10/15/31 |  | 7900 | 6941092 |
| # | 6.200%, 04/14/34 |  | 3000 | 3148339 |
| John Deere Bank SA | John Deere Bank SA |  |  |  |
|  | 3.300%, 10/15/29 | EUR | 400 | 472540 |
| Johnson & Johnson | Johnson & Johnson |  |  |  |
| # | 4.375%, 12/05/33 |  | 4334 | 4397827 |
| # | 4.950%, 06/01/34 |  | 15000 | 15819850 |
|  | 3.550%, 03/01/36 |  | 5000 | 4605060 |
|  | 3.400%, 01/15/38 |  | 2500 | 2208929 |
|  | 2.100%, 09/01/40 |  | 11250 | 7975916 |
|  | 4.500%, 09/01/40 |  | 500 | 485183 |
| JPMorgan Chase & Co. | JPMorgan Chase & Co. |  |  |  |
|  | 6.400%, 05/15/38 |  | 10200 | 11605949 |
|  | 5.500%, 10/15/40 |  | 8700 | 9128509 |
| Kemper Corp. | Kemper Corp. |  |  |  |
|  | 3.800%, 02/23/32 |  | 1327 | 1226427 |
| Kilroy Realty LP | Kilroy Realty LP |  |  |  |
|  | 2.650%, 11/15/33 |  | 5000 | 4084847 |
| Kimco Realty OP LLC | Kimco Realty OP LLC |  |  |  |
|  | 4.600%, 02/01/33 |  | 2500 | 2489307 |
| Kinder Morgan Energy <br> Partners LP | Kinder Morgan Energy <br> Partners LP |  |  |  |
|  | 6.950%, 01/15/38 |  | 800 | 903042 |
|  | 6.500%, 09/01/39 |  | 1565 | 1707031 |
|  | 5.000%, 03/01/43 |  | 1073 | 989611 |
|  | 5.400%, 09/01/44 |  | 400 | 382439 |
| Kinder Morgan, Inc. | Kinder Morgan, Inc. |  |  |  |
|  | 5.300%, 12/01/34 |  | 5000 | 5101240 |
| Kingdom of Belgium <br> Government Bonds | Kingdom of Belgium <br> Government Bonds |  |  |  |
|  | 0.100%, 06/22/30 | EUR | 7350 | 7603523 |
| Koninklijke Philips NV | Koninklijke Philips NV |  |  |  |
|  | 3.250%, 05/23/30 | EUR | 5000 | 5845533 |
| Kraft Heinz Foods Co. | Kraft Heinz Foods Co. |  |  |  |
|  | 5.000%, 06/04/42 |  | 5000 | 4613793 |
| Kreditanstalt fuer <br> Wiederaufbau | Kreditanstalt fuer <br> Wiederaufbau |  |  |  |
|  | 0.375%, 04/23/30 | EUR | 1179 | 1245488 |
|  | 3.125%, 06/07/30 | EUR | 800 | 951965 |
| Kroger Co. | Kroger Co. |  |  |  |
|  | 7.500%, 04/01/31 |  | 6325 | 7240671 |
|  | 5.150%, 08/01/43 |  | 400 | 380954 |
| Kyndryl Holdings, Inc. | Kyndryl Holdings, Inc. |  |  |  |
|  | 3.150%, 10/15/31 |  | 400 | 364516 |
| # | 6.350%, 02/20/34 |  | 5300 | 5636518 |
| La Banque Postale SA | La Banque Postale SA |  |  |  |
|  | 4.375%, 01/17/30 | EUR | 200 | 243465 |
| Land Berlin | Land Berlin |  |  |  |
|  | 2.375%, 06/04/30 | EUR | 300 | 344366 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Landwirtschaftliche <br> Rentenbank | Landwirtschaftliche <br> Rentenbank |  |  |  |
| Δ | 0.000%, 11/27/29 | EUR | 400 | $419130 |
|  | 0.050%, 12/18/29 | EUR | 40 | 41935 |
| Lansforsakringar Bank AB | Lansforsakringar Bank AB |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 12364 | 14482711 |
| Legg Mason, Inc. | Legg Mason, Inc. |  |  |  |
|  | 5.625%, 01/15/44 |  | 4280 | 4317445 |
| Liberty Utilities Co. | Liberty Utilities Co. |  |  |  |
| Ω | 5.869%, 01/31/34 |  | 5000 | 5213539 |
| Lincoln National Corp. | Lincoln National Corp. |  |  |  |
|  | 3.400%, 01/15/31 |  | 50 | 47286 |
|  | 3.400%, 03/01/32 |  | 4555 | 4217772 |
|  | 6.300%, 10/09/37 |  | 1000 | 1075164 |
|  | 7.000%, 06/15/40 |  | 400 | 453053 |
| Lloyds Bank Corporate <br> Markets PLC | Lloyds Bank Corporate <br> Markets PLC |  |  |  |
|  | 3.250%, 03/24/30 | EUR | 1600 | 1879222 |
| Lockheed Martin Corp. | Lockheed Martin Corp. |  |  |  |
|  | 4.070%, 12/15/42 |  | 1500 | 1305220 |
| Loews Corp. | Loews Corp. |  |  |  |
| # | 4.125%, 05/15/43 |  | 3000 | 2586127 |
| LPL Holdings, Inc. | LPL Holdings, Inc. |  |  |  |
|  | 6.000%, 05/20/34 |  | 1700 | 1778706 |
| LSEGA Financing PLC | LSEGA Financing PLC |  |  |  |
| Ω | 3.200%, 04/06/41 |  | 4700 | 3659517 |
| LVMH Moet Hennessy <br> Louis Vuitton SE | LVMH Moet Hennessy <br> Louis Vuitton SE |  |  |  |
|  | 3.250%, 09/07/29 | EUR | 300 | 354749 |
| LYB International Finance <br> BV | LYB International Finance <br> BV |  |  |  |
|  | 5.250%, 07/15/43 |  | 400 | 356571 |
| LYB International Finance <br> III LLC | LYB International Finance <br> III LLC |  |  |  |
|  | 3.375%, 10/01/40 |  | 9500 | 7050401 |
| Macquarie Bank Ltd. | Macquarie Bank Ltd. |  |  |  |
|  | 3.202%, 09/17/29 | EUR | 1000 | 1174784 |
| Macquarie Group Ltd. | Macquarie Group Ltd. |  |  |  |
|  | 4.747%, 01/23/30 | EUR | 4130 | 5097452 |
| Marathon Petroleum Corp. | Marathon Petroleum Corp. |  |  |  |
|  | 6.500%, 03/01/41 |  | 1600 | 1719273 |
|  | 4.750%, 09/15/44 |  | 400 | 348351 |
| Markel Group, Inc. | Markel Group, Inc. |  |  |  |
|  | 3.350%, 09/17/29 |  | 4000 | 3848494 |
| Marriott International, Inc. | Marriott International, Inc. |  |  |  |
| # | 2.750%, 10/15/33 |  | 3000 | 2606421 |
| Mars, Inc. | Mars, Inc. |  |  |  |
| Ω | 3.600%, 04/01/34 |  | 5000 | 4623679 |
| Ω | 2.375%, 07/16/40 |  | 400 | 288424 |
| Marsh & McLennan Cos., <br> Inc. | Marsh & McLennan Cos., <br> Inc. |  |  |  |
|  | 5.875%, 08/01/33 |  | 2500 | 2705954 |
| Mastercard, Inc. | Mastercard, Inc. |  |  |  |
|  | 1.000%, 02/22/29 | EUR | 100 | 110156 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Medtronic, Inc. | Medtronic, Inc. |  |  |  |
|  | 3.650%, 10/15/29 | EUR | 800 | $955780 |
| Merck & Co., Inc. | Merck & Co., Inc. |  |  |  |
|  | 3.900%, 03/07/39 |  | 250 | 224237 |
|  | 2.350%, 06/24/40 |  | 3250 | 2350756 |
| MetLife, Inc. | MetLife, Inc. |  |  |  |
|  | 5.700%, 06/15/35 |  | 7200 | 7707372 |
| Micron Technology, Inc. | Micron Technology, Inc. |  |  |  |
|  | 5.875%, 02/09/33 |  | 400 | 424412 |
|  | 5.875%, 09/15/33 |  | 1000 | 1064927 |
|  | 3.366%, 11/01/41 |  | 3200 | 2471973 |
| Microsoft Corp. | Microsoft Corp. |  |  |  |
| # | 4.200%, 11/03/35 |  | 3750 | 3762954 |
|  | 3.450%, 08/08/36 |  | 4500 | 4113420 |
| Mid-America <br> Apartments LP | Mid-America <br> Apartments LP |  |  |  |
|  | 5.000%, 03/15/34 |  | 5000 | 5066944 |
| Mississippi Power Co. | Mississippi Power Co. |  |  |  |
|  | 4.250%, 03/15/42 |  | 1200 | 1049462 |
| Mitsubishi UFJ Financial <br> Group, Inc. | Mitsubishi UFJ Financial <br> Group, Inc. |  |  |  |
|  | 3.751%, 07/18/39 |  | 3200 | 2819912 |
| Mizuho Financial Group, <br> Inc. | Mizuho Financial Group, <br> Inc. |  |  |  |
|  | 0.797%, 04/15/30 | EUR | 4050 | 4263716 |
| Molson Coors Beverage <br> Co. | Molson Coors Beverage <br> Co. |  |  |  |
|  | 5.000%, 05/01/42 |  | 5000 | 4665752 |
| Mosaic Co. | Mosaic Co. |  |  |  |
|  | 5.625%, 11/15/43 |  | 400 | 393803 |
| Motability Operations <br> Group PLC | Motability Operations <br> Group PLC |  |  |  |
|  | 3.625%, 07/24/29 | EUR | 5000 | 5915743 |
| MPLX LP | MPLX LP |  |  |  |
|  | 4.500%, 04/15/38 |  | 5610 | 5086533 |
| Nasdaq, Inc. | Nasdaq, Inc. |  |  |  |
|  | 0.875%, 02/13/30 | EUR | 410 | 435967 |
| National Fuel Gas Co. | National Fuel Gas Co. |  |  |  |
|  | 2.950%, 03/01/31 |  | 300 | 273353 |
| National Grid North <br> America, Inc. | National Grid North <br> America, Inc. |  |  |  |
|  | 3.150%, 06/03/30 | EUR | 130 | 151114 |
| National Grid PLC | National Grid PLC |  |  |  |
|  | 0.553%, 09/18/29 | EUR | 200 | 211452 |
| Nationwide Building <br> Society | Nationwide Building <br> Society |  |  |  |
|  | 3.250%, 09/05/29 | EUR | 300 | 351863 |
|  | 3.000%, 03/03/30 | EUR | 3417 | 3967039 |
| NatWest Markets PLC | NatWest Markets PLC |  |  |  |
|  | 3.125%, 01/10/30 | EUR | 12032 | 14034403 |
| Nederlandse <br> Waterschapsbank NV | Nederlandse <br> Waterschapsbank NV |  |  |  |
|  | 2.750%, 12/17/29 | EUR | 100 | 116792 |
|  | 2.500%, 05/22/30 | EUR | 2322 | 2677191 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Nestle Finance <br> International Ltd. | Nestle Finance <br> International Ltd. |  |  |  |
|  | 1.250%, 11/02/29 | EUR | 250 | $276269 |
|  | 1.500%, 04/01/30 | EUR | 50 | 55495 |
| Nestle Holdings, Inc. | Nestle Holdings, Inc. |  |  |  |
| Ω | 3.900%, 09/24/38 |  | 1000 | 911491 |
| Netherlands Government <br> Bonds | Netherlands Government <br> Bonds |  |  |  |
| Δ | 0.000%, 07/15/30 | EUR | 300 | 310616 |
| New Zealand Government <br> Bonds | New Zealand Government <br> Bonds |  |  |  |
|  | 4.500%, 05/15/30 | NZD | 77100 | 46400621 |
| New Zealand Local <br> Government Funding <br> Agency Bonds | New Zealand Local <br> Government Funding <br> Agency Bonds |  |  |  |
|  | 1.500%, 04/20/29 | NZD | 400 | 215858 |
|  | 4.500%, 05/15/30 | NZD | 4700 | 2800478 |
| Newmont Corp. | Newmont Corp. |  |  |  |
|  | 5.875%, 04/01/35 |  | 5000 | 5421213 |
| NextEra Energy Capital <br> Holdings, Inc. | NextEra Energy Capital <br> Holdings, Inc. |  |  |  |
|  | 5.250%, 03/15/34 |  | 8000 | 8219213 |
| NIBC Bank NV | NIBC Bank NV |  |  |  |
|  | 3.500%, 06/05/30 | EUR | 4200 | 4914322 |
| NiSource, Inc. | NiSource, Inc. |  |  |  |
|  | 5.950%, 06/15/41 |  | 525 | 552925 |
| Nomura Holdings, Inc. | Nomura Holdings, Inc. |  |  |  |
|  | 3.459%, 05/28/30 | EUR | 2800 | 3279636 |
| Northern Star Resources <br> Ltd. | Northern Star Resources <br> Ltd. |  |  |  |
| Ω | 6.125%, 04/11/33 |  | 5000 | 5308122 |
| NOV, Inc. | NOV, Inc. |  |  |  |
|  | 3.950%, 12/01/42 |  | 3359 | 2647756 |
| Novo Nordisk Finance <br> Netherlands BV | Novo Nordisk Finance <br> Netherlands BV |  |  |  |
|  | 2.875%, 08/27/30 | EUR | 200 | 232399 |
| NTT Finance Corp. | NTT Finance Corp. |  |  |  |
|  | 0.342%, 03/03/30 | EUR | 300 | 311480 |
| NVIDIA Corp. | NVIDIA Corp. |  |  |  |
|  | 3.500%, 04/01/40 |  | 1600 | 1373584 |
| Nykredit Realkredit AS | Nykredit Realkredit AS |  |  |  |
|  | 3.875%, 07/09/29 | EUR | 1800 | 2148528 |
|  | 3.375%, 01/10/30 | EUR | 500 | 586004 |
|  | 3.625%, 07/24/30 | EUR | 5010 | 5909832 |
| ONEOK, Inc. | ONEOK, Inc. |  |  |  |
|  | 6.350%, 01/15/31 |  | 3700 | 3960416 |
|  | 5.400%, 10/15/35 |  | 3000 | 3011055 |
| OP Corporate Bank PLC | OP Corporate Bank PLC |  |  |  |
|  | 0.375%, 12/08/28 | EUR | 1500 | 1611486 |
|  | 2.875%, 11/27/29 | EUR | 3500 | 4070503 |
| Oracle Corp. | Oracle Corp. |  |  |  |
|  | 3.800%, 11/15/37 |  | 400 | 338391 |
|  | 3.600%, 04/01/40 |  | 9000 | 7048158 |
|  | 4.500%, 07/08/44 |  | 800 | 660426 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Origin Energy Finance Ltd. | Origin Energy Finance Ltd. |  |  |  |
|  | 1.000%, 09/17/29 | EUR | 100 | $106711 |
| ORIX Corp. | ORIX Corp. |  |  |  |
|  | 3.780%, 05/29/29 | EUR | 4500 | 5328047 |
| Ovintiv, Inc. | Ovintiv, Inc. |  |  |  |
|  | 6.250%, 07/15/33 |  | 1279 | 1339228 |
|  | 6.500%, 02/01/38 |  | 150 | 157305 |
| Pacific LifeCorp | Pacific LifeCorp |  |  |  |
| Ω | 5.125%, 01/30/43 |  | 3000 | 2881652 |
| Parker-Hannifin Corp. | Parker-Hannifin Corp. |  |  |  |
|  | 2.900%, 03/01/30 | EUR | 100 | 114834 |
| Pernod Ricard SA | Pernod Ricard SA |  |  |  |
|  | 0.125%, 10/04/29 | EUR | 300 | 312562 |
| Pfizer Investment <br> Enterprises Pte. Ltd. | Pfizer Investment <br> Enterprises Pte. Ltd. |  |  |  |
|  | 5.110%, 05/19/43 |  | 1000 | 970929 |
| Pfizer, Inc. | Pfizer, Inc. |  |  |  |
|  | 2.550%, 05/28/40 |  | 4000 | 2951030 |
|  | 5.600%, 09/15/40 |  | 400 | 415175 |
| Philip Morris International, <br> Inc. | Philip Morris International, <br> Inc. |  |  |  |
|  | 5.625%, 09/07/33 |  | 3000 | 3173625 |
|  | 4.375%, 11/15/41 |  | 2335 | 2085675 |
|  | 3.875%, 08/21/42 |  | 5000 | 4137216 |
|  | 4.125%, 03/04/43 |  | 400 | 341617 |
|  | 4.875%, 11/15/43 |  | 400 | 372870 |
| Phillips 66 | Phillips 66 |  |  |  |
|  | 2.150%, 12/15/30 |  | 2200 | 1966926 |
| # | 4.650%, 11/15/34 |  | 3000 | 2936592 |
|  | 5.875%, 05/01/42 |  | 2380 | 2422062 |
| Phillips 66 Co. | Phillips 66 Co. |  |  |  |
|  | 5.300%, 06/30/33 |  | 5000 | 5147655 |
| Plains All American <br> Pipeline LP/PAA Finance <br> Corp. | Plains All American <br> Pipeline LP/PAA Finance <br> Corp. |  |  |  |
|  | 4.300%, 01/31/43 |  | 1500 | 1227696 |
|  | 4.700%, 06/15/44 |  | 5000 | 4275155 |
| Praemia Healthcare SACA | Praemia Healthcare SACA |  |  |  |
|  | 0.875%, 11/04/29 | EUR | 2200 | 2328838 |
| Primerica, Inc. | Primerica, Inc. |  |  |  |
|  | 2.800%, 11/19/31 |  | 5950 | 5377758 |
| Procter & Gamble Co. | Procter & Gamble Co. |  |  |  |
|  | 0.350%, 05/05/30 | EUR | 130 | 136109 |
| Progress Energy, Inc. | Progress Energy, Inc. |  |  |  |
|  | 6.000%, 12/01/39 |  | 5010 | 5341728 |
| Prologis LP | Prologis LP |  |  |  |
|  | 4.625%, 01/15/33 |  | 2200 | 2216346 |
| Province of Alberta | Province of Alberta |  |  |  |
|  | 2.050%, 06/01/30 | CAD | 1000 | 688881 |
| Province of British <br> Columbia | Province of British <br> Columbia |  |  |  |
|  | 2.200%, 06/18/30 | CAD | 2100 | 1455050 |
| Province of Ontario | Province of Ontario |  |  |  |
|  | 1.550%, 11/01/29 | CAD | 1600 | 1089148 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
|  | 2.050%, 06/02/30 | CAD | 13200 | $9089652 |
| Province of Quebec | Province of Quebec |  |  |  |
| Δ | 0.000%, 10/15/29 | EUR | 200 | 209004 |
| Prudential Financial, Inc. | Prudential Financial, Inc. |  |  |  |
|  | 3.000%, 03/10/40 |  | 600 | 469379 |
| PulteGroup, Inc. | PulteGroup, Inc. |  |  |  |
|  | 6.375%, 05/15/33 |  | 1100 | 1201803 |
| PVH Corp. | PVH Corp. |  |  |  |
|  | 4.125%, 07/16/29 | EUR | 2900 | 3463217 |
| Quanta Services, Inc. | Quanta Services, Inc. |  |  |  |
|  | 3.050%, 10/01/41 |  | 1100 | 824052 |
| Rayonier LP | Rayonier LP |  |  |  |
|  | 2.750%, 05/17/31 |  | 3500 | 3148874 |
| RCI Banque SA | RCI Banque SA |  |  |  |
|  | 3.375%, 07/26/29 | EUR | 300 | 348611 |
|  | 4.875%, 10/02/29 | EUR | 300 | 366276 |
|  | 3.375%, 06/06/30 | EUR | 2300 | 2662804 |
|  | 3.875%, 09/30/30 | EUR | 2500 | 2945074 |
| Realty Income Corp. | Realty Income Corp. |  |  |  |
|  | 2.850%, 12/15/32 |  | 2067 | 1849292 |
|  | 1.800%, 03/15/33 |  | 4600 | 3810741 |
| Reckitt Benckiser Treasury <br> Services PLC | Reckitt Benckiser Treasury <br> Services PLC |  |  |  |
|  | 3.625%, 06/20/29 | EUR | 1550 | 1843774 |
| Reynolds American, Inc. | Reynolds American, Inc. |  |  |  |
|  | 5.700%, 08/15/35 |  | 1000 | 1041336 |
|  | 6.150%, 09/15/43 |  | 400 | 411641 |
| Rio Tinto Alcan, Inc. | Rio Tinto Alcan, Inc. |  |  |  |
|  | 6.125%, 12/15/33 |  | 5000 | 5490747 |
| Roche Holdings, Inc. | Roche Holdings, Inc. |  |  |  |
| #Ω | 4.203%, 09/09/29 |  | 400 | 402204 |
| Rogers Communications, <br> Inc. | Rogers Communications, <br> Inc. |  |  |  |
| # | 5.450%, 10/01/43 |  | 8000 | 7696952 |
| Royal Bank of Canada | Royal Bank of Canada |  |  |  |
|  | 5.000%, 02/01/33 |  | 6000 | 6183052 |
| Royalty Pharma PLC | Royalty Pharma PLC |  |  |  |
|  | 3.300%, 09/02/40 |  | 9250 | 7162591 |
| RTX Corp. | RTX Corp. |  |  |  |
|  | 4.875%, 10/15/40 |  | 4000 | 3878175 |
| Santander U.K. PLC | Santander U.K. PLC |  |  |  |
|  | 3.346%, 03/25/30 | EUR | 400 | 468669 |
| Schlumberger Holdings <br> Corp. | Schlumberger Holdings <br> Corp. |  |  |  |
| Ω | 5.000%, 06/01/34 |  | 3000 | 3043620 |
| Securitas Treasury Ireland <br> DAC | Securitas Treasury Ireland <br> DAC |  |  |  |
|  | 3.875%, 02/23/30 | EUR | 200 | 238106 |
| SELP Finance SARL | SELP Finance SARL |  |  |  |
|  | 0.875%, 05/27/29 | EUR | 4500 | 4828369 |
| Shell Finance U.S., Inc. | Shell Finance U.S., Inc. |  |  |  |
|  | 2.375%, 11/07/29 |  | 200 | 188061 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Shell International Finance <br> BV | Shell International Finance <br> BV |  |  |  |
|  | 6.375%, 12/15/38 |  | 5000 | $5658405 |
|  | 4.550%, 08/12/43 |  | 3107 | 2793631 |
| Siemens <br> Financieringsmaatschappij <br> NV | Siemens <br> Financieringsmaatschappij <br> NV |  |  |  |
| Ω | 6.125%, 08/17/26 |  | 80 | 81388 |
|  | 1.000%, 02/25/30 | EUR | 100 | 108698 |
|  | 2.750%, 09/09/30 | EUR | 200 | 232692 |
| Ω | 2.875%, 03/11/41 |  | 10000 | 7633959 |
| Sika Capital BV | Sika Capital BV |  |  |  |
|  | 3.750%, 05/03/30 | EUR | 3550 | 4251983 |
| Sixt SE | Sixt SE |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 300 | 349487 |
| Skandinaviska Enskilda <br> Banken AB | Skandinaviska Enskilda <br> Banken AB |  |  |  |
|  | 0.625%, 11/12/29 | EUR | 500 | 529072 |
|  | 3.375%, 03/19/30 | EUR | 6800 | 7996371 |
| Snam SpA | Snam SpA |  |  |  |
| Δ | 0.000%, 12/07/28 | EUR | 130 | 138655 |
|  | 4.000%, 11/27/29 | EUR | 100 | 120732 |
| Societe Generale SA | Societe Generale SA |  |  |  |
|  | 1.250%, 06/12/30 | EUR | 900 | 958966 |
| Southern Co. | Southern Co. |  |  |  |
|  | 5.200%, 06/15/33 |  | 400 | 411546 |
| Southern Co. Gas Capital <br> Corp. | Southern Co. Gas Capital <br> Corp. |  |  |  |
|  | 5.750%, 09/15/33 |  | 1900 | 2011416 |
| Southwest Gas Corp. | Southwest Gas Corp. |  |  |  |
|  | 2.200%, 06/15/30 |  | 2477 | 2256573 |
| SSE PLC | SSE PLC |  |  |  |
|  | 2.875%, 08/01/29 | EUR | 200 | 232261 |
| Stanley Black & Decker, <br> Inc. | Stanley Black & Decker, <br> Inc. |  |  |  |
|  | 3.000%, 05/15/32 |  | 6500 | 5833820 |
|  | 5.200%, 09/01/40 |  | 3000 | 2908655 |
| State of <br> Rhineland-Palatinate | State of <br> Rhineland-Palatinate |  |  |  |
|  | 0.050%, 01/23/30 | EUR | 2000 | 2085562 |
| Statnett SF | Statnett SF |  |  |  |
|  | 1.250%, 04/26/30 | EUR | 1800 | 1936415 |
| Stedin Holding NV | Stedin Holding NV |  |  |  |
|  | 0.500%, 11/14/29 | EUR | 1320 | 1395802 |
| Stora Enso OYJ | Stora Enso OYJ |  |  |  |
|  | 4.250%, 09/01/29 | EUR | 5160 | 6185424 |
| Suez SACA | Suez SACA |  |  |  |
|  | 2.375%, 05/24/30 | EUR | 2900 | 3258794 |
| Sumitomo Mitsui Financial <br> Group, Inc. | Sumitomo Mitsui Financial <br> Group, Inc. |  |  |  |
|  | 0.632%, 10/23/29 | EUR | 2100 | 2231175 |
|  | 5.766%, 01/13/33 |  | 2000 | 2136300 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Sumitomo Mitsui Trust <br> Bank Ltd. | Sumitomo Mitsui Trust <br> Bank Ltd. |  |  |  |
| #Ω | 5.350%, 03/07/34 |  | 5300 | $5540385 |
| Sun Communities <br> Operating LP | Sun Communities <br> Operating LP |  |  |  |
|  | 4.200%, 04/15/32 |  | 5000 | 4873726 |
| Suncor Energy, Inc. | Suncor Energy, Inc. |  |  |  |
|  | 5.950%, 12/01/34 |  | 6600 | 6952648 |
|  | 6.850%, 06/01/39 |  | 1500 | 1671340 |
| Svenska Handelsbanken <br> AB | Svenska Handelsbanken <br> AB |  |  |  |
|  | 0.500%, 02/18/30 | EUR | 2000 | 2092728 |
| Swedbank AB | Swedbank AB |  |  |  |
|  | 4.250%, 07/11/28 | EUR | 1919 | 2313140 |
|  | 2.875%, 04/30/29 | EUR | 1600 | 1852531 |
|  | 3.250%, 09/24/29 | EUR | 3700 | 4340853 |
| Swiss Life Finance I AG | Swiss Life Finance I AG |  |  |  |
|  | 3.250%, 08/31/29 | EUR | 500 | 585017 |
| Tanger Properties LP | Tanger Properties LP |  |  |  |
|  | 2.750%, 09/01/31 |  | 4900 | 4402495 |
| Targa Resources Corp. | Targa Resources Corp. |  |  |  |
|  | 4.200%, 02/01/33 |  | 3000 | 2856331 |
| Tele2 AB | Tele2 AB |  |  |  |
|  | 3.750%, 11/22/29 | EUR | 200 | 238313 |
| Teollisuuden Voima OYJ | Teollisuuden Voima OYJ |  |  |  |
|  | 4.750%, 06/01/30 | EUR | 600 | 738476 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. |  |  |  |
|  | 4.375%, 04/15/40 |  | 1450 | 1302709 |
|  | 3.000%, 02/15/41 |  | 8500 | 6362736 |
| Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |  |
|  | 3.631%, 12/13/29 | EUR | 5000 | 5935545 |
| TotalEnergies Capital <br> Canada Ltd. | TotalEnergies Capital <br> Canada Ltd. |  |  |  |
|  | 2.125%, 09/18/29 | EUR | 200 | 226151 |
| TransCanada PipeLines <br> Ltd. | TransCanada PipeLines <br> Ltd. |  |  |  |
|  | 4.625%, 03/01/34 |  | 7145 | 6977967 |
| Traton Finance <br> Luxembourg SA | Traton Finance <br> Luxembourg SA |  |  |  |
|  | 3.750%, 03/27/30 | EUR | 4300 | 5063732 |
| Travelers Cos., Inc. | Travelers Cos., Inc. |  |  |  |
|  | 5.350%, 11/01/40 |  | 3300 | 3369469 |
|  | 4.600%, 08/01/43 |  | 2000 | 1831416 |
| TWDC Enterprises 18 <br> Corp. | TWDC Enterprises 18 <br> Corp. |  |  |  |
|  | 4.125%, 12/01/41 |  | 1000 | 874655 |
| Tyson Foods, Inc. | Tyson Foods, Inc. |  |  |  |
|  | 5.700%, 03/15/34 |  | 2000 | 2103603 |
| UBS Group AG | UBS Group AG |  |  |  |
|  | 0.650%, 09/10/29 | EUR | 2000 | 2129765 |
| Union Pacific Corp. | Union Pacific Corp. |  |  |  |
|  | 3.375%, 02/14/42 |  | 250 | 198887 |
| United Parcel Service, Inc. | United Parcel Service, Inc. |  |  |  |
|  | 5.200%, 04/01/40 |  | 5260 | 5328468 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
|  | 4.875%, 11/15/40 |  | 907 | $882294 |
| UnitedHealth Group, Inc. | UnitedHealth Group, Inc. |  |  |  |
|  | 2.750%, 05/15/40 |  | 400 | 299234 |
|  | 3.050%, 05/15/41 |  | 5200 | 3969202 |
|  | 4.250%, 03/15/43 |  | 1550 | 1348177 |
| Unum Group | Unum Group |  |  |  |
|  | 5.750%, 08/15/42 |  | 2000 | 1995597 |
| Valero Energy Corp. | Valero Energy Corp. |  |  |  |
|  | 7.500%, 04/15/32 |  | 4400 | 5066148 |
|  | 6.625%, 06/15/37 |  | 2300 | 2543394 |
| Ventas Realty LP | Ventas Realty LP |  |  |  |
|  | 5.700%, 09/30/43 |  | 4000 | 4020375 |
| Verizon Communications, <br> Inc. | Verizon Communications, <br> Inc. |  |  |  |
|  | 1.875%, 10/26/29 | EUR | 1000 | 1116748 |
|  | 1.250%, 04/08/30 | EUR | 800 | 860937 |
|  | 4.812%, 03/15/39 |  | 10500 | 9955803 |
| Viatris, Inc. | Viatris, Inc. |  |  |  |
|  | 3.850%, 06/22/40 |  | 1450 | 1104623 |
| Videotron Ltd. | Videotron Ltd. |  |  |  |
| Ω | 5.700%, 01/15/35 |  | 5000 | 5114362 |
| Virginia Electric & Power <br> Co. | Virginia Electric & Power <br> Co. |  |  |  |
|  | 5.300%, 08/15/33 |  | 5000 | 5187724 |
|  | 8.875%, 11/15/38 |  | 1138 | 1533201 |
|  | 4.000%, 01/15/43 |  | 2800 | 2347689 |
| Visa, Inc. | Visa, Inc. |  |  |  |
|  | 2.000%, 06/15/29 | EUR | 600 | 679644 |
| Volkswagen Group of <br> America Finance LLC | Volkswagen Group of <br> America Finance LLC |  |  |  |
| # | 5.600%, 03/22/34 |  | 1800 | 1843961 |
| Volvo Treasury AB | Volvo Treasury AB |  |  |  |
|  | 3.125%, 08/26/29 | EUR | 6300 | 7355103 |
| Vonovia SE | Vonovia SE |  |  |  |
|  | 2.125%, 03/22/30 | EUR | 600 | 669163 |
| Voya Financial, Inc. | Voya Financial, Inc. |  |  |  |
|  | 5.700%, 07/15/43 |  | 1200 | 1207936 |
| Walmart, Inc. | Walmart, Inc. |  |  |  |
|  | 5.625%, 04/01/40 |  | 500 | 539468 |
| Walt Disney Co. | Walt Disney Co. |  |  |  |
|  | 6.200%, 12/15/34 |  | 1800 | 2029157 |
| # | 3.500%, 05/13/40 |  | 6400 | 5381194 |
| Wells Fargo & Co. | Wells Fargo & Co. |  |  |  |
|  | 0.625%, 03/25/30 | EUR | 3000 | 3150820 |
| Western Union Co. | Western Union Co. |  |  |  |
| # | 2.750%, 03/15/31 |  | 5000 | 4473687 |
| Westlake Corp. | Westlake Corp. |  |  |  |
|  | 1.625%, 07/17/29 | EUR | 120 | 131825 |
|  | 2.875%, 08/15/41 |  | 800 | 554301 |
| Williams Cos., Inc. | Williams Cos., Inc. |  |  |  |
|  | 5.650%, 03/15/33 |  | 400 | 420657 |
|  | 6.300%, 04/15/40 |  | 1000 | 1077045 |
|  | 5.400%, 03/04/44 |  | 7000 | 6786202 |
| Willis North America, Inc. | Willis North America, Inc. |  |  |  |
|  | 5.350%, 05/15/33 |  | 3000 | 3100769 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| Wisconsin Power & Light <br> Co. |  |  |  |
| 5.375%, 03/30/34 |  | 2200 | $2274497 |
| WP Carey, Inc. |  |  |  |
| 2.250%, 04/01/33 |  | 5000 | 4180142 |
| WPP Finance 2013 |  |  |  |
| 3.625%, 09/12/29 | EUR | 100 | 117561 |
| WRKCo, Inc. |  |  |  |
| 4.200%, 06/01/32 |  | 1600 | 1555935 |
| TOTAL BONDS |  |  | 1688161694 |
| U.S. TREASURY OBLIGATIONS — (2.1%) | U.S. TREASURY OBLIGATIONS — (2.1%) | U.S. TREASURY OBLIGATIONS — (2.1%) | U.S. TREASURY OBLIGATIONS — (2.1%) |
| U.S. Treasury Bonds |  |  |  |
| 5.250%, 11/15/28 |  | 15000 | 15698437 |
| U.S. Treasury Notes |  |  |  |
| 2.250%, 11/15/25 |  | 5000 | 4997100 |
| 0.375%, 11/30/25 |  | 4500 | 4487906 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| 2.625%, 01/31/26 | 5000 | $4984473 |
| 1.500%, 08/15/26 | 2500 | 2456478 |
| 0.875%, 11/15/30 | 5000 | 4355078 |
| TOTAL U.S. TREASURY <br> OBLIGATIONS |  | 36979472 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $1,729,789,138) |  | 1725141166 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (2.2%) | SECURITIES LENDING COLLATERAL — (2.2%) | SECURITIES LENDING COLLATERAL — (2.2%) | SECURITIES LENDING COLLATERAL — (2.2%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 3380553 | 39102859 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $1,768,891,997) | (Cost $1,768,891,997) |  | $1764244025 |

---

As of October 31, 2025, DFA Intermediate-Term Extended Quality Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 52666062 | EUR | 44775553 | Citibank, N.A. | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; $1055518 |
| USD | 2343186 | AUD | 3539803 | Citibank, N.A. | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 27093 |
| USD | 4986582 | EUR | 4244535 | HSBC Bank | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 94119 |
| USD | 2143298 | EUR | 1821876 | State Street Bank and Trust | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 43313 |
| USD | 531171 | EUR | 457110 | Bank of New York Mellon | 11/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4283 |
| USD | 55713478 | EUR | 47369405 | Citibank, N.A. | 11/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1113131 |
| USD | 6758788 | EUR | 5804326 | UBS AG | 11/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; 68431 |
| USD | 544684 | NZD | 934228 | Bank of America Corp. | 11/07/25 | &nbsp;&nbsp;&nbsp;&nbsp; 10010 |
| USD | 2089974 | NZD | 3506778 | Citibank, N.A. | 11/07/25 | &nbsp;&nbsp;&nbsp;&nbsp; 82988 |
| USD | 6836239 | NZD | 11642454 | Royal Bank of Canada | 11/07/25 | &nbsp;&nbsp;&nbsp;&nbsp; 173073 |
| USD | 59619154 | EUR | 51170197 | Citibank, N.A. | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 617908 |
| USD | 10777929 | EUR | 9241048 | HSBC Bank | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 122637 |
| USD | 24253 | AUD | 36512 | Citibank, N.A. | 11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 361 |
| USD | 127202 | CAD | 175641 | Citibank, N.A. | 11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1915 |
| USD | 57441402 | EUR | 49385509 | Societe Generale | 11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 488350 |
| USD | 5612721 | EUR | 4801975 | UBS AG | 11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 74920 |
| USD | 12237117 | CAD | 17149732 | Bank of New York Mellon | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 843 |
| USD | 76735941 | EUR | 64675429 | Societe Generale | 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2116378 |
| USD | 63474577 | EUR | 54664978 | HSBC Bank | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 386823 |
| USD | 5096223 | JPY | 775631563 | Societe Generale | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 52510 |
| USD | 56545091 | EUR | 48419604 | UBS AG | 12/01/25 | &nbsp;&nbsp;&nbsp;&nbsp; 649231 |
| USD | 59106483 | EUR | 50841964 | Royal Bank of Canada | 12/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 407611 |
| USD | 62170083 | EUR | 53630841 | UBS AG | 12/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; 247857 |
| USD | 877936 | NZD | 1464868 | Citibank, N.A. | 12/05/25 | &nbsp;&nbsp;&nbsp;&nbsp; 38578 |
| USD | 6013523 | NZD | 10059987 | Royal Bank of Canada | 12/05/25 | &nbsp;&nbsp;&nbsp;&nbsp; 249227 |
| USD | 7499396 | NZD | 12726103 | Societe Generale | 12/05/25 | &nbsp;&nbsp;&nbsp;&nbsp; 207436 |
| USD | 19956082 | NZD | 34678932 | Citibank, N.A. | 12/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; 70349 |
| USD | 513098 | NZD | 890729 | Citibank, N.A. | 12/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2288 |
| USD | 2691043 | NZD | 4574324 | Goldman Sachs Capital Markets L.P. | 12/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 67783 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 4634205 | NZD | 7940511 | Australia and New Zealand Bank | 12/31/25 | &nbsp;&nbsp;&nbsp;&nbsp; $79108 |
| USD | 2324713 | AUD | 3539803 | UBS AG | 01/02/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7201 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$8561273** |
| EUR | 50841964 | USD | 59006167 | Royal Bank of Canada | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(403174)<br>|
| AUD | 3539803 | USD | 2323279 | UBS AG | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; (7186)<br>|
| EUR | 53630841 | USD | 62065363 | UBS AG | 11/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; (247771)<br>|
| EUR | 875170 | USD | 1022117 | Citibank, N.A. | 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (12386)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(670517)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$7890756** |

---

As of October 31, 2025, the value of Rule 144A securities amounted to $145,935,872 or 8.3% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; $1688161694 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1688161694 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 36979472 | &nbsp;&nbsp; — | &nbsp;&nbsp; 36979472 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 39102859 | &nbsp;&nbsp; — | &nbsp;&nbsp; 39102859 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $1764244025 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1764244025 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 8561273 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8561273 |
| **Liabilities** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (670517) | &nbsp;&nbsp; — | &nbsp;&nbsp; (670517) |
| Total Financial Instruments | &nbsp;&nbsp; — | &nbsp;&nbsp; $7890756 | &nbsp;&nbsp; — | &nbsp;&nbsp; $7890756 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**DFA Targeted Credit Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BONDS — (94.8%) | BONDS — (94.8%) | BONDS — (94.8%) | BONDS — (94.8%) | BONDS — (94.8%) |
| AUSTRALIA — (5.3%) | AUSTRALIA — (5.3%) | AUSTRALIA — (5.3%) | AUSTRALIA — (5.3%) | AUSTRALIA — (5.3%) |
| APA Infrastructure Ltd.  | APA Infrastructure Ltd.  | APA Infrastructure Ltd.  |  |  |
|  | 0.750%, 03/15/29 | EUR | 4200 | $4520794 |
|  | 2.000%, 07/15/30 | EUR | 1400 | 1543470 |
| BHP Billiton Finance Ltd.  | BHP Billiton Finance Ltd.  |  |  |  |
|  | 1.500%, 04/29/30 | EUR | 200 | 217065 |
| Fortescue Treasury Pty. <br> Ltd.  | Fortescue Treasury Pty. <br> Ltd.  |  |  |  |
| Ω | 5.875%, 04/15/30 |  | 445 | 459127 |
| Glencore Capital Finance <br> DAC  | Glencore Capital Finance <br> DAC  |  |  |  |
|  | 0.750%, 03/01/29 | EUR | 1700 | 1841876 |
| Glencore Funding LLC  | Glencore Funding LLC  | Glencore Funding LLC  |  |  |
| Ω | 1.625%, 04/27/26 |  | 700 | 690981 |
| (r)Ω | SOFR + 1.060%, <br> FRN, 5.170%, <br> 04/04/27<br>|  | 29 | 29152 |
| ING Bank Australia Ltd.  | ING Bank Australia Ltd.  | ING Bank Australia Ltd.  |  |  |
| (r) | 3M Swap + 0.950%, <br> FRN, 4.497%, <br> 03/22/27<br>| AUD | 1500 | 987309 |
| (r) | 3M Swap + 1.020%, <br> FRN, 4.593%, <br> 08/20/29<br>| AUD | 2500 | 1649981 |
| Macquarie Group Ltd.  | Macquarie Group Ltd.  | Macquarie Group Ltd.  |  |  |
|  | 0.625%, 02/03/27 | EUR | 500 | 564164 |
|  | 4.747%, 01/23/30 | EUR | 1370 | 1690923 |
| Norfina Ltd.  | Norfina Ltd.  | Norfina Ltd.  |  |  |
| (r) | 3M Swap + 0.740%, <br> FRN, 4.332%, <br> 09/27/27<br>| AUD | 5300 | 3479338 |
| (r) | 3M Swap + 1.250%, <br> FRN, 4.830%, <br> 12/14/27<br>| AUD | 8050 | 5337325 |
| Origin Energy Finance Ltd.  | Origin Energy Finance Ltd.  |  |  |  |
|  | 1.000%, 09/17/29 | EUR | 5390 | 5751730 |
| Rio Tinto Finance USA <br> PLC, SOFR + 0.840%, <br> FRN | Rio Tinto Finance USA <br> PLC, SOFR + 0.840%, <br> FRN |  |  |  |
| (r) | 4.998%, 03/14/28 |  | 3750 | 3787340 |
| Scentre Group Trust 1, 3M <br> Swap + 1.120%, FRN | Scentre Group Trust 1, 3M <br> Swap + 1.120%, FRN |  |  |  |
| (r) | 4.656%, 11/27/29 | AUD | 8500 | 5599924 |
| Telstra Group Ltd.  | Telstra Group Ltd.  |  |  |  |
|  | 1.375%, 03/26/29 | EUR | 800 | 888603 |
| Toyota Finance Australia <br> Ltd., 3M Swap + <br> 1.100%, FRN | Toyota Finance Australia <br> Ltd., 3M Swap + <br> 1.100%, FRN |  |  |  |
| (r) | 4.593%, 01/22/30 | AUD | 4500 | 2961692 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| Woodside Finance Ltd.  | Woodside Finance Ltd.  |  |  |  |
| Ω | 4.500%, 03/04/29 |  | 800 | $800400 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | 42801194 |
| AUSTRIA — (0.1%) | AUSTRIA — (0.1%) | AUSTRIA — (0.1%) | AUSTRIA — (0.1%) | AUSTRIA — (0.1%) |
| Erste Group Bank AG  | Erste Group Bank AG  | Erste Group Bank AG  |  |  |
|  | 0.250%, 09/14/29 | EUR | 1100 | 1156111 |
| BELGIUM — (1.0%) | BELGIUM — (1.0%) | BELGIUM — (1.0%) | BELGIUM — (1.0%) | BELGIUM — (1.0%) |
| Belfius Bank SA  | Belfius Bank SA  |  |  |  |
|  | 0.375%, 02/13/26 | EUR | 5000 | 5734927 |
| Elia Transmission Belgium <br> SA  | Elia Transmission Belgium <br> SA  |  |  |  |
|  | 0.875%, 04/28/30 | EUR | 2100 | 2225556 |
| KBC Group NV  | KBC Group NV  |  |  |  |
|  | 0.750%, 01/24/30 | EUR | 300 | 318370 |
| TOTAL BELGIUM | TOTAL BELGIUM |  |  | 8278853 |
| CANADA — (3.1%) | CANADA — (3.1%) | CANADA — (3.1%) | CANADA — (3.1%) | CANADA — (3.1%) |
| Bank of Montreal  | Bank of Montreal  | Bank of Montreal  |  |  |
| (r) | SOFR + 0.620%, <br> FRN, 4.778%, <br> 09/15/26<br>|  | 170 | 170348 |
| (r) | SOFR + 0.760%, <br> FRN, 4.954%, <br> 06/04/27<br>|  | 6500 | 6529881 |
| Canadian Imperial Bank of <br> Commerce  | Canadian Imperial Bank of <br> Commerce  |  |  |  |
|  | 3.807%, 07/09/29 | EUR | 1151 | 1374022 |
| Enbridge Pipelines, Inc.  | Enbridge Pipelines, Inc.  |  |  |  |
|  | 3.000%, 08/10/26 | CAD | 3000 | 2141443 |
| Enbridge, Inc.  | Enbridge, Inc.  |  |  |  |
|  | 3.125%, 11/15/29 |  | 200 | 191068 |
| Federation des Caisses <br> Desjardins du Quebec  | Federation des Caisses <br> Desjardins du Quebec  |  |  |  |
|  | 3.467%, 09/05/29 | EUR | 600 | 708599 |
| Methanex Corp.  | Methanex Corp.  |  |  |  |
|  | 5.250%, 12/15/29 |  | 2900 | 2891560 |
| National Bank of Canada  | National Bank of Canada  | National Bank of Canada  |  |  |
|  | 5.296%, 11/03/25 | CAD | 3700 | 2638052 |
|  | 3.750%, 05/02/29 | EUR | 1200 | 1432799 |
| Royal Bank of Canada, <br> SOFR + 0.950%, FRN | Royal Bank of Canada, <br> SOFR + 0.950%, FRN |  |  |  |
| (r) | 5.040%, 01/19/27 |  | 326 | 328153 |
| TELUS Corp.  | TELUS Corp.  |  |  |  |
|  | 3.150%, 02/19/30 | CAD | 2000 | 1412028 |

---

------

**DFA Targeted Credit Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| Toronto-Dominion Bank  | Toronto-Dominion Bank  | Toronto-Dominion Bank  |  |  |
| (r) | SOFR + 0.730%, <br> FRN, 4.840%, <br> 04/05/27<br>|  | 2500 | $2509738 |
| (r) | 3M Swap + 1.200%, <br> FRN, 4.699%, <br> 07/23/29<br>| AUD | 800 | 527109 |
| (r) | SOFR + 1.030%, <br> FRN, 5.171%, <br> 12/17/29<br>|  | 2000 | 2014876 |
| TOTAL CANADA | TOTAL CANADA |  |  | 24869676 |
| DENMARK — (1.0%) | DENMARK — (1.0%) | DENMARK — (1.0%) | DENMARK — (1.0%) | DENMARK — (1.0%) |
| Carlsberg Breweries AS  | Carlsberg Breweries AS  |  |  |  |
|  | 3.000%, 08/28/29 | EUR | 800 | 931978 |
| DSV Finance BV  | DSV Finance BV  | DSV Finance BV  |  |  |
|  | 3.500%, 06/26/29 | EUR | 290 | 342813 |
|  | 1.375%, 03/16/30 | EUR | 1100 | 1193964 |
| Nykredit Realkredit AS  | Nykredit Realkredit AS  | Nykredit Realkredit AS  |  |  |
|  | 3.875%, 07/09/29 | EUR | 3200 | 3819605 |
|  | 3.375%, 01/10/30 | EUR | 500 | 586004 |
|  | 3.625%, 07/24/30 | EUR | 1300 | 1533489 |
| TOTAL DENMARK | TOTAL DENMARK |  |  | 8407853 |
| FINLAND — (1.8%) | FINLAND — (1.8%) | FINLAND — (1.8%) | FINLAND — (1.8%) | FINLAND — (1.8%) |
| Fingrid OYJ  | Fingrid OYJ  |  |  |  |
|  | 2.750%, 12/04/29 | EUR | 280 | 323553 |
| Neste OYJ  | Neste OYJ  |  |  |  |
|  | 3.750%, 03/20/30 | EUR | 4700 | 5574816 |
| Nordea Bank Abp  | Nordea Bank Abp  | Nordea Bank Abp  |  |  |
|  | 2.500%, 05/23/29 | EUR | 140 | 160955 |
| (r)Ω | SOFR + 1.020%, <br> FRN, 5.190%, <br> 09/10/29<br>|  | 722 | 730913 |
|  | 2.750%, 05/02/30 | EUR | 3000 | 3461851 |
| OP Corporate Bank PLC  | OP Corporate Bank PLC  |  |  |  |
|  | 0.625%, 11/12/29 | EUR | 1940 | 2048695 |
| Teollisuuden Voima OYJ  | Teollisuuden Voima OYJ  |  |  |  |
|  | 4.750%, 06/01/30 | EUR | 1600 | 1969269 |
| TOTAL FINLAND | TOTAL FINLAND |  |  | 14270052 |
| FRANCE — (6.6%) | FRANCE — (6.6%) | FRANCE — (6.6%) | FRANCE — (6.6%) | FRANCE — (6.6%) |
| Aeroports de Paris SA  | Aeroports de Paris SA  |  |  |  |
|  | 2.750%, 04/02/30 | EUR | 400 | 458149 |
| Ayvens SA  | Ayvens SA  |  |  |  |
|  | 3.250%, 02/19/30 | EUR | 3500 | 4082512 |
| Banque Federative du Credit <br> Mutuel SA  | Banque Federative du Credit <br> Mutuel SA  | Banque Federative du Credit <br> Mutuel SA  |  |  |
| (r) | SOFR + 1.400%, <br> FRN, 5.500%, <br> 07/13/26<br>|  | 500 | 503460 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| (r)Ω | SOFR + 1.130%, <br> FRN, 5.211%, <br> 01/23/27<br>|  | 750 | $754984 |
| (r)Ω | SOFR + 0.990%, <br> FRN, 5.084%, <br> 10/16/28<br>|  | 1500 | 1506674 |
|  | 4.375%, 05/02/30 | EUR | 900 | 1093933 |
| BNP Paribas SA  | BNP Paribas SA  |  |  |  |
|  | 3.625%, 09/01/29 | EUR | 300 | 354511 |
| BPCE SA  | BPCE SA  | BPCE SA  |  |  |
|  | 3.875%, 01/11/29 | EUR | 500 | 594500 |
|  | 0.625%, 01/15/30 | EUR | 800 | 843942 |
| Covivio SA  | Covivio SA  |  |  |  |
|  | 1.625%, 06/23/30 | EUR | 100 | 108407 |
| Credit Agricole SA  | Credit Agricole SA  | Credit Agricole SA  |  |  |
| (r)Ω | SOFR + 0.870%, <br> FRN, 5.036%, <br> 03/11/27<br>|  | 3300 | 3313085 |
|  | 4.125%, 03/07/30 | EUR | 3700 | 4499983 |
| Credit Mutuel Arkea SA  | Credit Mutuel Arkea SA  |  |  |  |
|  | 1.125%, 05/23/29 | EUR | 800 | 873342 |
| Elis SA  | Elis SA  |  |  |  |
|  | 3.750%, 03/21/30 | EUR | 3000 | 3563667 |
| Engie SA  | Engie SA  |  |  |  |
|  | 3.625%, 01/11/30 | EUR | 400 | 475247 |
| GELF Bond Issuer I SA  | GELF Bond Issuer I SA  |  |  |  |
|  | 1.125%, 07/18/29 | EUR | 360 | 388007 |
| ICADE  | ICADE  |  |  |  |
|  | 1.000%, 01/19/30 | EUR | 1200 | 1257937 |
| JCDecaux SE  | JCDecaux SE  |  |  |  |
|  | 1.625%, 02/07/30 | EUR | 1500 | 1638997 |
| Kering SA  | Kering SA  | Kering SA  |  |  |
|  | 3.125%, 11/27/29 | EUR | 4000 | 4659932 |
|  | 1.875%, 05/05/30 | EUR | 1300 | 1434483 |
| Klepierre SA  | Klepierre SA  |  |  |  |
|  | 2.000%, 05/12/29 | EUR | 1000 | 1121031 |
| Pernod Ricard SA  | Pernod Ricard SA  |  |  |  |
|  | 0.125%, 10/04/29 | EUR | 1900 | 1979557 |
| Praemia Healthcare SACA  | Praemia Healthcare SACA  |  |  |  |
|  | 0.875%, 11/04/29 | EUR | 700 | 740994 |
| RCI Banque SA  | RCI Banque SA  | RCI Banque SA  |  |  |
|  | 3.875%, 01/12/29 | EUR | 1000 | 1180919 |
|  | 3.375%, 07/26/29 | EUR | 2700 | 3137497 |
|  | 4.875%, 10/02/29 | EUR | 1100 | 1343011 |
| Suez SACA  | Suez SACA  |  |  |  |
|  | 2.375%, 05/24/30 | EUR | 5400 | 6068100 |
| Tikehau Capital SCA  | Tikehau Capital SCA  |  |  |  |
|  | 6.625%, 03/14/30 | EUR | 2100 | 2714299 |
| Unibail-Rodamco-Westfield <br> SE  | Unibail-Rodamco-Westfield <br> SE  |  |  |  |
|  | 1.375%, 04/15/30 | EUR | 1915 | 2064143 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | 52755303 |

---

------

**DFA Targeted Credit Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (7.7%) | GERMANY — (7.7%) | GERMANY — (7.7%) | GERMANY — (7.7%) | GERMANY — (7.7%) |
| Amprion GmbH  | Amprion GmbH  |  |  |  |
|  | 3.125%, 08/27/30 | EUR | 500 | $582379 |
| Bayer AG  | Bayer AG  | Bayer AG  |  |  |
|  | 4.250%, 08/26/29 | EUR | 150 | 181471 |
|  | 1.125%, 01/06/30 | EUR | 2800 | 2996749 |
| Bayer Capital Corp. BV  | Bayer Capital Corp. BV  |  |  |  |
|  | 2.125%, 12/15/29 | EUR | 100 | 111790 |
| Bayer U.S. Finance II LLC  | Bayer U.S. Finance II LLC  |  |  |  |
| Ω | 4.250%, 12/15/25 |  | 2800 | 2798664 |
| BMW U.S. Capital LLC, <br> SOFR + 0.550%, FRN | BMW U.S. Capital LLC, <br> SOFR + 0.550%, FRN |  |  |  |
| (r)Ω | 4.664%, 04/02/26 |  | 6500 | 6506825 |
| Continental AG  | Continental AG  |  |  |  |
|  | 3.500%, 10/01/29 | EUR | 5050 | 5972913 |
| Daimler Truck International <br> Finance BV  | Daimler Truck International <br> Finance BV  |  |  |  |
|  | 3.875%, 06/19/29 | EUR | 700 | 839873 |
| Deutsche Bank AG  | Deutsche Bank AG  |  |  |  |
|  | 4.100%, 01/13/26 |  | 1000 | 999124 |
| Deutsche Lufthansa AG  | Deutsche Lufthansa AG  |  |  |  |
|  | 3.500%, 07/14/29 | EUR | 800 | 940925 |
| Deutsche Post AG  | Deutsche Post AG  |  |  |  |
|  | 3.000%, 03/24/30 | EUR | 3800 | 4438556 |
| E.ON SE  | E.ON SE  |  |  |  |
|  | 3.125%, 03/05/30 | EUR | 1340 | 1573870 |
| EnBW International <br> Finance BV  | EnBW International <br> Finance BV  |  |  |  |
|  | 3.000%, 05/20/29 | EUR | 700 | 816673 |
| Eurogrid GmbH  | Eurogrid GmbH  |  |  |  |
|  | 3.722%, 04/27/30 | EUR | 1200 | 1429616 |
| Fresenius Medical Care <br> AG  | Fresenius Medical Care <br> AG  |  |  |  |
|  | 1.500%, 05/29/30 | EUR | 197 | 213416 |
| Fresenius Medical Care <br> U.S. Finance III, Inc.  | Fresenius Medical Care <br> U.S. Finance III, Inc.  |  |  |  |
| Ω | 1.875%, 12/01/26 |  | 3280 | 3191344 |
| Grand City Properties SA  | Grand City Properties SA  |  |  |  |
|  | 4.375%, 01/09/30 | EUR | 1400 | 1682643 |
| Heidelberg Materials <br> Finance Luxembourg SA  | Heidelberg Materials <br> Finance Luxembourg SA  |  |  |  |
|  | 3.000%, 07/10/30 | EUR | 5100 | 5915778 |
| HOCHTIEF AG  | HOCHTIEF AG  |  |  |  |
|  | 4.250%, 05/31/30 | EUR | 4100 | 4964206 |
| Infineon Technologies AG  | Infineon Technologies AG  |  |  |  |
|  | 2.875%, 02/13/30 | EUR | 1300 | 1504063 |
| Landesbank <br> Baden-Wuerttemberg, <br> 3M Swap + 1.270%, <br> FRN | Landesbank <br> Baden-Wuerttemberg, <br> 3M Swap + 1.270%, <br> FRN |  |  |  |
| (r) | 4.960%, 08/02/29 | AUD | 6840 | 4517525 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| Mercedes-Benz Finance <br> North America LLC, <br> SOFR + 0.930%, FRN | Mercedes-Benz Finance <br> North America LLC, <br> SOFR + 0.930%, FRN |  |  |  |
| (r)Ω | 5.048%, 03/31/28 |  | 1000 | $1003450 |
| Sixt SE  | Sixt SE  |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 1400 | 1630938 |
| Vier Gas Transport GmbH  | Vier Gas Transport GmbH  |  |  |  |
|  | 0.125%, 09/10/29 | EUR | 2300 | 2392441 |
| Volkswagen Financial <br> Services AG, 3M Euribor <br> + 0.780%, FRN | Volkswagen Financial <br> Services AG, 3M Euribor <br> + 0.780%, FRN |  |  |  |
| (r) | 2.814%, 06/10/27 | EUR | 4000 | 4623918 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | 61829150 |
| IRELAND — (0.4%) | IRELAND — (0.4%) | IRELAND — (0.4%) | IRELAND — (0.4%) | IRELAND — (0.4%) |
| AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  | AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  | AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  |  |  |
|  | 1.750%, 01/30/26 |  | 500 | 496858 |
|  | 4.625%, 09/10/29 |  | 150 | 151262 |
| Dell Bank International <br> DAC  | Dell Bank International <br> DAC  |  |  |  |
|  | 3.625%, 06/24/29 | EUR | 1860 | 2199438 |
| TOTAL IRELAND | TOTAL IRELAND |  |  | 2847558 |
| ITALY — (2.3%) | ITALY — (2.3%) | ITALY — (2.3%) | ITALY — (2.3%) | ITALY — (2.3%) |
| Autostrade per l'Italia SpA  | Autostrade per l'Italia SpA  |  |  |  |
|  | 1.875%, 09/26/29 | EUR | 1740 | 1943224 |
| Banco BPM SpA  | Banco BPM SpA  |  |  |  |
|  | 3.375%, 01/21/30 | EUR | 3000 | 3527311 |
| Eni SpA  | Eni SpA  |  |  |  |
|  | 0.625%, 01/23/30 | EUR | 4100 | 4334144 |
| Iccrea Banca SpA  | Iccrea Banca SpA  |  |  |  |
|  | 3.375%, 01/30/30 | EUR | 120 | 140596 |
| Italgas SpA  | Italgas SpA  |  |  |  |
|  | 2.875%, 03/06/30 | EUR | 5000 | 5771669 |
| Snam SpA  | Snam SpA  |  |  |  |
|  | 4.000%, 11/27/29 | EUR | 2100 | 2535380 |
| TOTAL ITALY | TOTAL ITALY |  |  | 18252324 |
| JAPAN — (4.0%) | JAPAN — (4.0%) | JAPAN — (4.0%) | JAPAN — (4.0%) | JAPAN — (4.0%) |
| Mizuho Bank Ltd.  | Mizuho Bank Ltd.  | Mizuho Bank Ltd.  |  |  |
| (r) | 3M Swap + 0.850%, <br> FRN, 4.430%, <br> 09/14/26<br>| AUD | 5500 | 3611569 |
| (r) | 3M Swap + 0.880%, <br> FRN, 4.370%, <br> 01/18/27<br>| AUD | 1850 | 1216435 |
| (r) | 3M Swap + 0.750%, <br> FRN, 4.325%, <br> 09/06/27<br>| AUD | 1830 | 1201620 |

---

------

**DFA Targeted Credit Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| Mizuho Financial Group, <br> Inc.  | Mizuho Financial Group, <br> Inc.  |  |  |  |
|  | 0.797%, 04/15/30 | EUR | 1200 | $1263323 |
| MUFG Bank Ltd., 3M <br> Swap + 0.850%, FRN | MUFG Bank Ltd., 3M <br> Swap + 0.850%, FRN |  |  |  |
| (r) | 4.434%, 03/05/27 | AUD | 7000 | 4602084 |
| Nomura Holdings, Inc.  | Nomura Holdings, Inc.  |  |  |  |
|  | 3.459%, 05/28/30 | EUR | 4600 | 5387974 |
| NTT Finance Corp.  | NTT Finance Corp.  | NTT Finance Corp.  |  |  |
| (r)Ω | SOFR + 1.080%, <br> FRN, 5.358%, <br> 07/16/28<br>|  | 1400 | 1414392 |
|  | 0.342%, 03/03/30 | EUR | 600 | 622960 |
| SoftBank Group Corp.  | SoftBank Group Corp.  | SoftBank Group Corp.  |  |  |
|  | 5.375%, 01/08/29 | EUR | 1200 | 1436271 |
|  | 6.750%, 07/08/29 |  | 1000 | 1027869 |
| Sumitomo Mitsui Banking <br> Corp., 3M Swap + <br> 0.780%, FRN | Sumitomo Mitsui Banking <br> Corp., 3M Swap + <br> 0.780%, FRN |  |  |  |
| (r) | 4.270%, 01/20/27 | AUD | 800 | 525209 |
| Sumitomo Mitsui Financial <br> Group, Inc.  | Sumitomo Mitsui Financial <br> Group, Inc.  | Sumitomo Mitsui Financial <br> Group, Inc.  |  |  |
| (r) | SOFR + 1.170%, <br> FRN, 5.441%, <br> 07/09/29<br>|  | 4800 | 4848951 |
| (r) | SOFR + 1.050%, <br> FRN, 5.327%, <br> 04/15/30<br>|  | 3000 | 3009717 |
| Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 0.980%, FRN | Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 0.980%, FRN |  |  |  |
| (r)Ω | 5.257%, 09/10/27 |  | 2050 | 2070617 |
| TOTAL JAPAN | TOTAL JAPAN |  |  | 32238991 |
| LUXEMBOURG — (1.5%) | LUXEMBOURG — (1.5%) | LUXEMBOURG — (1.5%) | LUXEMBOURG — (1.5%) | LUXEMBOURG — (1.5%) |
| ArcelorMittal SA  | ArcelorMittal SA  |  |  |  |
|  | 3.125%, 12/13/28 | EUR | 2800 | 3255469 |
| Eurofins Scientific SE  | Eurofins Scientific SE  |  |  |  |
|  | 4.000%, 07/06/29 | EUR | 4420 | 5268209 |
| SELP Finance SARL  | SELP Finance SARL  |  |  |  |
|  | 0.875%, 05/27/29 | EUR | 3400 | 3648101 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  |  | 12171779 |
| NETHERLANDS — (4.1%) | NETHERLANDS — (4.1%) | NETHERLANDS — (4.1%) | NETHERLANDS — (4.1%) | NETHERLANDS — (4.1%) |
| ABN AMRO Bank NV  | ABN AMRO Bank NV  | ABN AMRO Bank NV  |  |  |
|  | 0.500%, 09/23/29 | EUR | 900 | 950566 |
|  | 4.250%, 02/21/30 | EUR | 3000 | 3649606 |
| Cooperatieve Rabobank <br> UA  | Cooperatieve Rabobank <br> UA  |  |  |  |
|  | 4.000%, 01/10/30 | EUR | 4800 | 5798033 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
| CTP NV  | CTP NV  |  |  |  |
|  | 4.750%, 02/05/30 | EUR | 2500 | $3056190 |
| Enexis Holding NV  | Enexis Holding NV  |  |  |  |
|  | 0.875%, 04/28/26 | EUR | 1000 | 1145196 |
| ING Groep NV  | ING Groep NV  |  |  |  |
| Ω | 4.625%, 01/06/26 |  | 6100 | 6102515 |
| JDE Peet's NV  | JDE Peet's NV  |  |  |  |
|  | 4.125%, 01/23/30 | EUR | 1010 | 1212447 |
| Koninklijke Philips NV  | Koninklijke Philips NV  |  |  |  |
|  | 3.250%, 05/23/30 | EUR | 4600 | 5377890 |
| Sandoz Finance BV  | Sandoz Finance BV  | Sandoz Finance BV  |  |  |
|  | 3.250%, 09/12/29 | EUR | 508 | 595861 |
|  | 4.220%, 04/17/30 | EUR | 3700 | 4500231 |
| Stedin Holding NV  | Stedin Holding NV  |  |  |  |
|  | 0.500%, 11/14/29 | EUR | 500 | 528713 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | 32917248 |
| NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) |
| Bank of New Zealand  | Bank of New Zealand  | Bank of New Zealand  |  |  |
|  | 3.661%, 07/17/29 | EUR | 3370 | 4011278 |
| NORWAY — (0.5%) | NORWAY — (0.5%) | NORWAY — (0.5%) | NORWAY — (0.5%) | NORWAY — (0.5%) |
| Aker BP ASA  | Aker BP ASA  |  |  |  |
| Ω | 3.750%, 01/15/30 |  | 2500 | 2411780 |
| Var Energi ASA  | Var Energi ASA  |  |  |  |
|  | 5.500%, 05/04/29 | EUR | 1010 | 1250381 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | 3662161 |
| PORTUGAL — (0.1%) | PORTUGAL — (0.1%) | PORTUGAL — (0.1%) | PORTUGAL — (0.1%) | PORTUGAL — (0.1%) |
| Ren Finance BV  | Ren Finance BV  | Ren Finance BV  |  |  |
|  | 0.500%, 04/16/29 | EUR | 700 | 747889 |
| SPAIN — (3.7%) | SPAIN — (3.7%) | SPAIN — (3.7%) | SPAIN — (3.7%) | SPAIN — (3.7%) |
| Abertis Infraestructuras SA  | Abertis Infraestructuras SA  |  |  |  |
|  | 3.125%, 07/07/30 | EUR | 5000 | 5773128 |
| Acciona Energia <br> Financiacion Filiales SA  | Acciona Energia <br> Financiacion Filiales SA  |  |  |  |
|  | 3.750%, 04/25/30 | EUR | 4600 | 5473714 |
| Amadeus IT Group SA  | Amadeus IT Group SA  |  |  |  |
|  | 3.375%, 03/25/30 | EUR | 1900 | 2229108 |
| Banco Bilbao Vizcaya Argentaria <br> SA  | Banco Bilbao Vizcaya Argentaria <br> SA  | Banco Bilbao Vizcaya Argentaria <br> SA  |  |  |
|  | 4.375%, 10/14/29 | EUR | 300 | 367875 |
|  | 3.625%, 06/07/30 | EUR | 3500 | 4180989 |
| Colonial SFL Socimi SA  | Colonial SFL Socimi SA  |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 1400 | 1627331 |
| Criteria Caixa SA  | Criteria Caixa SA  |  |  |  |
|  | 3.500%, 10/02/29 | EUR | 3000 | 3539546 |
| Telefonica Emisiones SA  | Telefonica Emisiones SA  |  |  |  |
|  | 0.664%, 02/03/30 | EUR | 2400 | 2535347 |

---

------

**DFA Targeted Credit Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
| Werfen SA  | Werfen SA  |  |  |  |
|  | 4.250%, 05/03/30 | EUR | 3700 | $4463785 |
| TOTAL SPAIN | TOTAL SPAIN |  |  | 30190823 |
| SWEDEN — (3.3%) | SWEDEN — (3.3%) | SWEDEN — (3.3%) | SWEDEN — (3.3%) | SWEDEN — (3.3%) |
| Autoliv, Inc.  | Autoliv, Inc.  |  |  |  |
|  | 3.625%, 08/07/29 | EUR | 1900 | 2248398 |
| Castellum Helsinki Finance <br> Holding Abp  | Castellum Helsinki Finance <br> Holding Abp  |  |  |  |
|  | 0.875%, 09/17/29 | EUR | 3700 | 3933914 |
| Electrolux AB  | Electrolux AB  |  |  |  |
|  | 2.500%, 05/18/30 | EUR | 4700 | 5250874 |
| Heimstaden Bostad AB  | Heimstaden Bostad AB  |  |  |  |
|  | 3.875%, 11/05/29 | EUR | 2500 | 2939183 |
| Securitas Treasury Ireland <br> DAC  | Securitas Treasury Ireland <br> DAC  |  |  |  |
|  | 3.875%, 02/23/30 | EUR | 1481 | 1763175 |
| Skandinaviska Enskilda <br> Banken AB  | Skandinaviska Enskilda <br> Banken AB  |  |  |  |
|  | 0.625%, 11/12/29 | EUR | 260 | 275117 |
| Svenska Handelsbanken <br> AB  | Svenska Handelsbanken <br> AB  |  |  |  |
|  | 1.375%, 02/23/29 | EUR | 400 | 442471 |
| Swedbank AB  | Swedbank AB  | Swedbank AB  |  |  |
|  | 2.875%, 04/30/29 | EUR | 800 | 926265 |
|  | 3.250%, 09/24/29 | EUR | 1060 | 1243596 |
| (r) | SOFR + 1.030%, <br> FRN, 5.273%, <br> 11/20/29<br>|  | 1500 | 1517158 |
|  | 2.875%, 02/08/30 | EUR | 3500 | 4065284 |
| Tele2 AB  | Tele2 AB  |  |  |  |
|  | 3.750%, 11/22/29 | EUR | 1090 | 1298807 |
| Volvo Treasury AB  | Volvo Treasury AB  |  |  |  |
|  | 3.125%, 08/26/29 | EUR | 240 | 280194 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | 26184436 |
| SWITZERLAND — (0.9%) | SWITZERLAND — (0.9%) | SWITZERLAND — (0.9%) | SWITZERLAND — (0.9%) | SWITZERLAND — (0.9%) |
| Firmenich Productions <br> Participations SAS  | Firmenich Productions <br> Participations SAS  |  |  |  |
|  | 1.750%, 04/30/30 | EUR | 140 | 154178 |
| Richemont International <br> Holding SA  | Richemont International <br> Holding SA  |  |  |  |
|  | 1.500%, 03/26/30 | EUR | 130 | 142557 |
| Sika Capital BV  | Sika Capital BV  |  |  |  |
|  | 3.750%, 05/03/30 | EUR | 1680 | 2012206 |
| Swiss Life Finance I AG  | Swiss Life Finance I AG  |  |  |  |
|  | 3.250%, 08/31/29 | EUR | 500 | 585017 |
| UBS AG, 3M Swap + <br> 1.450%, FRN | UBS AG, 3M Swap + <br> 1.450%, FRN |  |  |  |
| (r) | 5.005%, 11/24/28 | AUD | 5500 | 3676561 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
| UBS Group AG  | UBS Group AG  |  |  |  |
|  | 4.125%, 04/15/26 |  | 1000 | $1000041 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  |  | 7570560 |
| UNITED KINGDOM — (5.1%) | UNITED KINGDOM — (5.1%) | UNITED KINGDOM — (5.1%) | UNITED KINGDOM — (5.1%) | UNITED KINGDOM — (5.1%) |
| Barclays PLC  | Barclays PLC  |  |  |  |
|  | 4.375%, 01/12/26 |  | 2160 | 2159793 |
| BAT International Finance <br> PLC  | BAT International Finance <br> PLC  |  |  |  |
|  | 2.250%, 01/16/30 | EUR | 2100 | 2355114 |
| Cadent Finance PLC  | Cadent Finance PLC  | Cadent Finance PLC  |  |  |
|  | 4.250%, 07/05/29 | EUR | 300 | 363604 |
|  | 0.625%, 03/19/30 | EUR | 3463 | 3614341 |
| CK Hutchison Europe <br> Finance 21 Ltd.  | CK Hutchison Europe <br> Finance 21 Ltd.  |  |  |  |
|  | 0.750%, 11/02/29 | EUR | 1700 | 1800260 |
| CNH Industrial Finance <br> Europe SA  | CNH Industrial Finance <br> Europe SA  |  |  |  |
|  | 1.625%, 07/03/29 | EUR | 690 | 766703 |
| GlaxoSmithKline Capital <br> PLC  | GlaxoSmithKline Capital <br> PLC  |  |  |  |
|  | 1.375%, 09/12/29 | EUR | 400 | 440956 |
| Imperial Brands Finance <br> PLC  | Imperial Brands Finance <br> PLC  |  |  |  |
| Ω | 5.500%, 02/01/30 |  | 200 | 207311 |
| Lloyds Bank Corporate <br> Markets PLC  | Lloyds Bank Corporate <br> Markets PLC  |  |  |  |
|  | 3.250%, 03/24/30 | EUR | 5080 | 5966531 |
| Motability Operations <br> Group PLC  | Motability Operations <br> Group PLC  |  |  |  |
|  | 4.000%, 01/17/30 | EUR | 4800 | 5744391 |
| National Gas Transmission <br> PLC  | National Gas Transmission <br> PLC  |  |  |  |
|  | 4.250%, 04/05/30 | EUR | 1950 | 2359533 |
| Nationwide Building Society  | Nationwide Building Society  | Nationwide Building Society  |  |  |
| Ω | 1.500%, 10/13/26 |  | 1500 | 1465575 |
|  | 3.250%, 09/05/29 | EUR | 800 | 938301 |
|  | 3.000%, 03/03/30 | EUR | 900 | 1044874 |
| NatWest Markets PLC  | NatWest Markets PLC  | NatWest Markets PLC  |  |  |
| (r)Ω | SOFR + 0.900%, <br> FRN, 5.159%, <br> 05/17/27<br>|  | 3500 | 3517254 |
| (r)Ω | SOFR + 0.950%, <br> FRN, 5.078%, <br> 03/21/28<br>|  | 2200 | 2211364 |
|  | 3.125%, 01/10/30 | EUR | 1400 | 1632992 |
| Reckitt Benckiser Treasury <br> Services PLC  | Reckitt Benckiser Treasury <br> Services PLC  |  |  |  |
|  | 3.625%, 06/20/29 | EUR | 880 | 1046788 |
| SSE PLC  | SSE PLC  |  |  |  |
|  | 2.875%, 08/01/29 | EUR | 320 | 371618 |

---

------

**DFA Targeted Credit Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| Standard Chartered Bank, <br> SOFR + 0.650%, FRN | Standard Chartered Bank, <br> SOFR + 0.650%, FRN |  |  |  |
| (r) | 4.753%, 10/08/26 |  | 2100 | $2104889 |
| WPP Finance 2013  | WPP Finance 2013  |  |  |  |
|  | 3.625%, 09/12/29 | EUR | 1067 | 1254373 |
| TOTAL UNITED <br> KINGDOM | TOTAL UNITED <br> KINGDOM |  |  | 41366565 |
| UNITED STATES — (41.8%) | UNITED STATES — (41.8%) | UNITED STATES — (41.8%) | UNITED STATES — (41.8%) | UNITED STATES — (41.8%) |
| 3M Co.  | 3M Co.  |  |  |  |
|  | 1.750%, 05/15/30 | EUR | 2780 | 3050205 |
| 7-Eleven, Inc.  | 7-Eleven, Inc.  |  |  |  |
| Ω | 0.950%, 02/10/26 |  | 7926 | 7851663 |
| Advance Auto Parts, Inc.  | Advance Auto Parts, Inc.  | Advance Auto Parts, Inc.  |  |  |
|  | 1.750%, 10/01/27 |  | 2000 | 1870177 |
|  | 5.950%, 03/09/28 |  | 380 | 384661 |
| Aircastle Ltd.  | Aircastle Ltd.  | Aircastle Ltd.  |  |  |
|  | 4.250%, 06/15/26 |  | 3500 | 3497742 |
| Ω | 6.500%, 07/18/28 |  | 200 | 210103 |
| Ω | 5.950%, 02/15/29 |  | 200 | 208271 |
| Ally Financial, Inc.  | Ally Financial, Inc.  |  |  |  |
|  | 2.200%, 11/02/28 |  | 530 | 494911 |
| Altria Group, Inc.  | Altria Group, Inc.  |  |  |  |
| # | 6.200%, 11/01/28 |  | 118 | 124413 |
| American Electric Power <br> Co., Inc.  | American Electric Power <br> Co., Inc.  |  |  |  |
|  | 1.000%, 11/01/25 |  | 678 | 678000 |
| American Express Co., <br> SOFR + 0.650%, FRN | American Express Co., <br> SOFR + 0.650%, FRN |  |  |  |
| (r) | 4.954%, 11/04/26 |  | 426 | 427723 |
| American Honda Finance Corp.  | American Honda Finance Corp.  | American Honda Finance Corp.  |  |  |
| (r) | SOFR + 0.710%, <br> FRN, 4.812%, <br> 01/09/26<br>|  | 1700 | 1701207 |
| (r) | SOFR + 0.720%, <br> FRN, 4.830%, <br> 10/05/26<br>|  | 2900 | 2907073 |
| (r) | SOFR + 0.720%, <br> FRN, 4.803%, <br> 10/22/27<br>|  | 3200 | 3203179 |
| American Medical Systems <br> Europe BV  | American Medical Systems <br> Europe BV  |  |  |  |
|  | 3.375%, 03/08/29 | EUR | 600 | 708117 |
| American National Group, <br> Inc.  | American National Group, <br> Inc.  |  |  |  |
|  | 5.750%, 10/01/29 |  | 4824 | 4978197 |
| American Tower Corp.  | American Tower Corp.  | American Tower Corp.  |  |  |
|  | 0.875%, 05/21/29 | EUR | 510 | 549404 |
|  | 2.900%, 01/15/30 |  | 400 | 377620 |
|  | 5.000%, 01/31/30 |  | 200 | 204865 |
|  | 3.900%, 05/16/30 | EUR | 400 | 479402 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Amgen, Inc.  | Amgen, Inc.  |  |  |  |
|  | 5.250%, 03/02/30 |  | 200 | $207575 |
| ARES Capital Corp.  | ARES Capital Corp.  | ARES Capital Corp.  |  |  |
|  | 3.875%, 01/15/26 |  | 1000 | 999009 |
|  | 2.875%, 06/15/28 |  | 90 | 85694 |
|  | 5.875%, 03/01/29 |  | 130 | 133080 |
|  | 5.950%, 07/15/29 |  | 500 | 513083 |
| Arrow Electronics, Inc.  | Arrow Electronics, Inc.  |  |  |  |
|  | 5.150%, 08/21/29 |  | 200 | 204200 |
| AT&T, Inc.  | AT&T, Inc.  | AT&T, Inc.  |  |  |
|  | 4.000%, 11/25/25 | CAD | 2000 | 1426901 |
|  | 4.300%, 02/15/30 |  | 200 | 199942 |
|  | 0.800%, 03/04/30 | EUR | 970 | 1027119 |
|  | 3.150%, 06/01/30 | EUR | 1157 | 1347098 |
| Avangrid, Inc.  | Avangrid, Inc.  |  |  |  |
|  | 3.800%, 06/01/29 |  | 200 | 196708 |
| Aviation Capital Group LLC  | Aviation Capital Group LLC  | Aviation Capital Group LLC  |  |  |
|  | 5.375%, 07/15/29 |  | 2500 | 2557426 |
| Ω | 5.375%, 07/15/29 |  | 130 | 132986 |
| BG Energy Capital PLC  | BG Energy Capital PLC  |  |  |  |
|  | 2.250%, 11/21/29 | EUR | 400 | 451819 |
| Boardwalk Pipelines LP  | Boardwalk Pipelines LP  |  |  |  |
|  | 5.950%, 06/01/26 |  | 1926 | 1936236 |
| Boeing Co.  | Boeing Co.  |  |  |  |
|  | 2.250%, 06/15/26 |  | 153 | 150999 |
| Booking Holdings, Inc.  | Booking Holdings, Inc.  |  |  |  |
|  | 4.250%, 05/15/29 | EUR | 600 | 726507 |
| BorgWarner, Inc.  | BorgWarner, Inc.  |  |  |  |
|  | 4.950%, 08/15/29 |  | 200 | 204665 |
| Boston Properties LP  | Boston Properties LP  | Boston Properties LP  |  |  |
|  | 4.500%, 12/01/28 |  | 252 | 252323 |
|  | 3.400%, 06/21/29 |  | 3800 | 3655643 |
| BP Capital Markets BV  | BP Capital Markets BV  |  |  |  |
|  | 3.773%, 05/12/30 | EUR | 1500 | 1798693 |
| Buckeye Partners LP  | Buckeye Partners LP  |  |  |  |
| Ω | 4.500%, 03/01/28 |  | 1900 | 1880910 |
| Capital One Financial Corp.  | Capital One Financial Corp.  | Capital One Financial Corp.  |  |  |
|  | 4.500%, 01/30/26 |  | 2500 | 2499227 |
|  | 1.650%, 06/12/29 | EUR | 1005 | 1108520 |
| Cardinal Health, Inc.  | Cardinal Health, Inc.  |  |  |  |
|  | 5.000%, 11/15/29 |  | 200 | 205482 |
| Cargill, Inc.  | Cargill, Inc.  | Cargill, Inc.  |  |  |
| (r)Ω | SOFR + 0.610%, <br> FRN, 4.891%, <br> 02/11/28<br>|  | 7500 | 7516501 |
|  | 3.875%, 04/24/30 | EUR | 400 | 481799 |
| Carrier Global Corp.  | Carrier Global Corp.  |  |  |  |
|  | 2.722%, 02/15/30 |  | 200 | 187660 |
| Caterpillar Financial Services <br> Corp.  | Caterpillar Financial Services <br> Corp.  | Caterpillar Financial Services <br> Corp.  |  |  |
| (r) | SOFR + 0.520%, <br> FRN, 4.784%, <br> 05/14/27<br>|  | 1274 | 1277418 |

---

------

**DFA Targeted Credit Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| (r) | SOFR + 0.520%, <br> FRN, 4.724%, <br> 03/03/28<br>|  | 1200 | $1201507 |
| Celanese U.S. Holdings <br> LLC  | Celanese U.S. Holdings <br> LLC  |  |  |  |
|  | 1.400%, 08/05/26 |  | 6800 | 6624095 |
| Cencora, Inc.  | Cencora, Inc.  |  |  |  |
|  | 4.850%, 12/15/29 |  | 200 | 204397 |
| Charles Schwab Corp., <br> SOFR + 1.050%, FRN | Charles Schwab Corp., <br> SOFR + 1.050%, FRN |  |  |  |
| (r) | 5.254%, 03/03/27 |  | 5324 | 5363488 |
| Citibank NA  | Citibank NA  | Citibank NA  |  |  |
| (r) | SOFR + 0.708%, <br> FRN, 4.992%, <br> 08/06/26<br>|  | 5238 | 5251276 |
| (r) | SOFR + 1.060%, <br> FRN, 5.254%, <br> 12/04/26<br>|  | 1200 | 1208506 |
| Citigroup, Inc.  | Citigroup, Inc.  |  |  |  |
|  | 1.250%, 04/10/29 | EUR | 1200 | 1321800 |
| Consolidated Edison Co. of <br> New York, Inc., SOFR + <br> 0.520%, FRN | Consolidated Edison Co. of <br> New York, Inc., SOFR + <br> 0.520%, FRN |  |  |  |
| (r) | 4.777%, 11/18/27 |  | 1300 | 1300689 |
| COPT Defense <br> Properties LP  | COPT Defense <br> Properties LP  |  |  |  |
|  | 2.250%, 03/15/26 |  | 1200 | 1188014 |
| Crown Americas LLC  | Crown Americas LLC  |  |  |  |
|  | 5.250%, 04/01/30 |  | 810 | 822448 |
| Crown Castle, Inc.  | Crown Castle, Inc.  | Crown Castle, Inc.  |  |  |
|  | 5.600%, 06/01/29 |  | 250 | 259751 |
|  | 4.900%, 09/01/29 |  | 250 | 253586 |
| CVS Health Corp.  | CVS Health Corp.  | CVS Health Corp.  |  |  |
|  | 3.250%, 08/15/29 |  | 250 | 240363 |
|  | 5.125%, 02/21/30 |  | 1860 | 1910105 |
| Danaher Corp.  | Danaher Corp.  |  |  |  |
|  | 2.500%, 03/30/30 | EUR | 1800 | 2064421 |
| DCP Midstream <br> Operating LP  | DCP Midstream <br> Operating LP  |  |  |  |
|  | 5.125%, 05/15/29 |  | 400 | 408739 |
| DTE Energy Co.  | DTE Energy Co.  |  |  |  |
|  | 3.400%, 06/15/29 |  | 92 | 89156 |
| Duke Energy Corp.  | Duke Energy Corp.  |  |  |  |
|  | 4.850%, 01/05/29 |  | 64 | 65207 |
| DXC Capital Funding DAC  | DXC Capital Funding DAC  |  |  |  |
|  | 0.450%, 09/15/27 | EUR | 2500 | 2758211 |
| DXC Technology Co.  | DXC Technology Co.  |  |  |  |
|  | 1.800%, 09/15/26 |  | 1500 | 1466610 |
| Eaton Capital ULC  | Eaton Capital ULC  |  |  |  |
|  | 0.577%, 03/08/30 | EUR | 210 | 220726 |
| Edison International  | Edison International  | Edison International  |  |  |
|  | 5.450%, 06/15/29 |  | 2400 | 2426693 |
|  | 6.250%, 03/15/30 |  | 1000 | 1038496 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Emerson Electric Co.  | Emerson Electric Co.  |  |  |  |
|  | 2.000%, 10/15/29 | EUR | 1260 | $1420433 |
| Energy Transfer LP  | Energy Transfer LP  |  |  |  |
|  | 5.200%, 04/01/30 |  | 1800 | 1855939 |
| EPR Properties  | EPR Properties  |  |  |  |
|  | 4.750%, 12/15/26 |  | 2000 | 2007433 |
| Equinix, Inc.  | Equinix, Inc.  |  |  |  |
|  | 3.200%, 11/18/29 |  | 200 | 191757 |
| Essex Portfolio LP  | Essex Portfolio LP  |  |  |  |
|  | 1.700%, 03/01/28 |  | 95 | 89725 |
| Expedia Group, Inc.  | Expedia Group, Inc.  |  |  |  |
| # | 5.000%, 02/15/26 |  | 1166 | 1166213 |
| Fiserv, Inc.  | Fiserv, Inc.  | Fiserv, Inc.  |  |  |
|  | 3.500%, 07/01/29 |  | 200 | 192460 |
|  | 1.625%, 07/01/30 | EUR | 2900 | 3102151 |
| Flex Ltd.  | Flex Ltd.  |  |  |  |
|  | 3.750%, 02/01/26 |  | 5000 | 4985586 |
| FMC Corp.  | FMC Corp.  |  |  |  |
|  | 3.450%, 10/01/29 |  | 1462 | 1362912 |
| Ford Motor Credit Co. LLC  | Ford Motor Credit Co. LLC  | Ford Motor Credit Co. LLC  |  |  |
|  | 4.389%, 01/08/26 |  | 1000 | 999174 |
|  | 6.950%, 03/06/26 |  | 1000 | 1005880 |
|  | 4.445%, 02/14/30 | EUR | 1200 | 1420981 |
| Fortive Corp.  | Fortive Corp.  |  |  |  |
|  | 3.700%, 08/15/29 | EUR | 2800 | 3319838 |
| GATX Corp.  | GATX Corp.  |  |  |  |
|  | 4.700%, 04/01/29 |  | 200 | 202693 |
| General Electric Co.  | General Electric Co.  |  |  |  |
|  | 1.500%, 05/17/29 | EUR | 410 | 457016 |
| General Motors Financial Co., <br> Inc.  | General Motors Financial Co., <br> Inc.  | General Motors Financial Co., <br> Inc.  |  |  |
|  | 1.250%, 01/08/26 |  | 300 | 298250 |
|  | 4.000%, 07/10/30 | EUR | 3600 | 4306284 |
| Genuine Parts Co.  | Genuine Parts Co.  |  |  |  |
|  | 4.950%, 08/15/29 |  | 600 | 606815 |
| Global Payments, Inc.  | Global Payments, Inc.  |  |  |  |
|  | 1.200%, 03/01/26 |  | 1600 | 1582802 |
| GLP Capital LP/GLP <br> Financing II, Inc.  | GLP Capital LP/GLP <br> Financing II, Inc.  |  |  |  |
|  | 5.300%, 01/15/29 |  | 200 | 203794 |
| Goldman Sachs Group, <br> Inc.  | Goldman Sachs Group, <br> Inc.  |  |  |  |
|  | 1.250%, 02/07/29 | EUR | 2534 | 2797775 |
| Harley-Davidson Financial <br> Services, Inc.  | Harley-Davidson Financial <br> Services, Inc.  | Harley-Davidson Financial <br> Services, Inc.  |  |  |
|  | 5.950%, 06/11/29 |  | 2100 | 2191162 |
| Ω | 5.950%, 06/11/29 |  | 2000 | 2087503 |
|  | 4.000%, 03/12/30 | EUR | 1600 | 1892445 |
| HAT Holdings I LLC/HAT <br> Holdings II LLC  | HAT Holdings I LLC/HAT <br> Holdings II LLC  |  |  |  |
| Ω | 8.000%, 06/15/27 |  | 783 | 813238 |

---

------

**DFA Targeted Credit Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| HCA, Inc., SOFR + <br> 0.870%, FRN | HCA, Inc., SOFR + <br> 0.870%, FRN |  |  |  |
| (r) | 5.082%, 03/01/28 |  | 5000 | $5033573 |
| Healthcare Realty Holdings LP  | Healthcare Realty Holdings LP  | Healthcare Realty Holdings LP  |  |  |
|  | 3.500%, 08/01/26 |  | 5000 | 4964463 |
|  | 3.100%, 02/15/30 |  | 1100 | 1038773 |
| Helmerich & Payne, Inc.  | Helmerich & Payne, Inc.  |  |  |  |
|  | 4.850%, 12/01/29 |  | 1630 | 1630419 |
| Hewlett Packard Enterprise <br> Co.  | Hewlett Packard Enterprise <br> Co.  |  |  |  |
|  | 1.750%, 04/01/26 |  | 1464 | 1448182 |
| Highwoods Realty LP  | Highwoods Realty LP  |  |  |  |
|  | 3.050%, 02/15/30 |  | 3340 | 3098740 |
| Honeywell International, <br> Inc.  | Honeywell International, <br> Inc.  |  |  |  |
|  | 3.375%, 03/01/30 | EUR | 6200 | 7309807 |
| Host Hotels & Resorts LP  | Host Hotels & Resorts LP  |  |  |  |
|  | 3.375%, 12/15/29 |  | 5000 | 4755488 |
| HSBC USA, Inc., SOFR + <br> 0.970%, FRN | HSBC USA, Inc., SOFR + <br> 0.970%, FRN |  |  |  |
| (r) | 5.174%, 06/03/28 |  | 4500 | 4531859 |
| Huntington Bancshares, <br> Inc.  | Huntington Bancshares, <br> Inc.  |  |  |  |
|  | 2.550%, 02/04/30 |  | 200 | 185326 |
| Huntsman <br> International LLC  | Huntsman <br> International LLC  |  |  |  |
|  | 4.500%, 05/01/29 |  | 4300 | 3975304 |
| Hyatt Hotels Corp.  | Hyatt Hotels Corp.  |  |  |  |
|  | 4.850%, 03/15/26 |  | 1796 | 1796271 |
| Illinois Tool Works, Inc.  | Illinois Tool Works, Inc.  |  |  |  |
|  | 2.125%, 05/22/30 | EUR | 2100 | 2352657 |
| Intel Corp.  | Intel Corp.  |  |  |  |
|  | 5.125%, 02/10/30 |  | 1360 | 1397209 |
| International Business <br> Machines Corp.  | International Business <br> Machines Corp.  |  |  |  |
|  | 2.900%, 02/10/30 | EUR | 5046 | 5868102 |
| Jabil, Inc.  | Jabil, Inc.  |  |  |  |
|  | 3.600%, 01/15/30 |  | 130 | 125633 |
| Jefferies Financial Group, Inc.  | Jefferies Financial Group, Inc.  | Jefferies Financial Group, Inc.  |  |  |
|  | 4.850%, 01/15/27 |  | 2000 | 2005979 |
|  | 4.000%, 04/16/29 | EUR | 2500 | 2954533 |
| John Deere Capital Corp.  | John Deere Capital Corp.  | John Deere Capital Corp.  |  |  |
| (r) | SOFR + 0.680%, <br> FRN, 4.782%, <br> 07/15/27<br>|  | 6375 | 6433905 |
| (r) | SOFR + 0.500%, <br> FRN, 4.704%, <br> 03/06/28<br>|  | 1700 | 1702160 |
| Kellanova  | Kellanova  |  |  |  |
|  | 0.500%, 05/20/29 | EUR | 800 | 856764 |
| Keurig Dr. Pepper, Inc., <br> SOFR + 0.880%, FRN | Keurig Dr. Pepper, Inc., <br> SOFR + 0.880%, FRN |  |  |  |
| (r) | 5.038%, 03/15/27 |  | 1500 | 1502450 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| KeyCorp  | KeyCorp  |  |  |  |
|  | 2.550%, 10/01/29 |  | 900 | $844348 |
| Kilroy Realty LP  | Kilroy Realty LP  |  |  |  |
|  | 3.050%, 02/15/30 |  | 1000 | 921661 |
| L3Harris Technologies, Inc.  | L3Harris Technologies, Inc.  |  |  |  |
|  | 2.900%, 12/15/29 |  | 101 | 95827 |
| Las Vegas Sands Corp.  | Las Vegas Sands Corp.  |  |  |  |
|  | 3.900%, 08/08/29 |  | 1000 | 970833 |
| Leggett & Platt, Inc.  | Leggett & Platt, Inc.  |  |  |  |
|  | 3.500%, 11/15/27 |  | 1221 | 1196225 |
| Liberty Mutual Group, Inc.  | Liberty Mutual Group, Inc.  |  |  |  |
| Ω | 4.569%, 02/01/29 |  | 200 | 201113 |
| ManpowerGroup, Inc.  | ManpowerGroup, Inc.  |  |  |  |
|  | 1.750%, 06/22/26 | EUR | 130 | 149325 |
| Marathon Petroleum Corp.  | Marathon Petroleum Corp.  |  |  |  |
|  | 5.150%, 03/01/30 |  | 130 | 133600 |
| McDonald's Corp.  | McDonald's Corp.  | McDonald's Corp.  |  |  |
|  | 2.375%, 05/31/29 | EUR | 300 | 343561 |
|  | 4.000%, 03/07/30 | EUR | 400 | 484027 |
| Medtronic, Inc.  | Medtronic, Inc.  |  |  |  |
|  | 3.650%, 10/15/29 | EUR | 1150 | 1373933 |
| MPLX LP  | MPLX LP  |  |  |  |
|  | 4.800%, 02/15/29 |  | 78 | 79165 |
| Nasdaq, Inc.  | Nasdaq, Inc.  |  |  |  |
|  | 0.875%, 02/13/30 | EUR | 5329 | 5666507 |
| National Fuel Gas Co.  | National Fuel Gas Co.  |  |  |  |
|  | 5.500%, 03/15/30 |  | 2600 | 2686066 |
| National Grid North America, <br> Inc.  | National Grid North America, <br> Inc.  | National Grid North America, <br> Inc.  |  |  |
|  | 3.247%, 11/25/29 | EUR | 3000 | 3510275 |
|  | 3.150%, 06/03/30 | EUR | 160 | 185987 |
| National Rural Utilities <br> Cooperative Finance Corp.  | National Rural Utilities <br> Cooperative Finance Corp.  | National Rural Utilities <br> Cooperative Finance Corp.  |  |  |
| (r) | SOFR + 0.400%, <br> FRN, 4.604%, <br> 12/03/25<br>|  | 909 | 909093 |
| (r) | SOFR + 0.820%, <br> FRN, 4.974%, <br> 09/16/27<br>|  | 2222 | 2233716 |
| Newell Brands, Inc.  | Newell Brands, Inc.  |  |  |  |
|  | 6.625%, 09/15/29 |  | 1000 | 977954 |
| NextEra Energy Capital <br> Holdings, Inc.  | NextEra Energy Capital <br> Holdings, Inc.  | NextEra Energy Capital <br> Holdings, Inc.  |  |  |
| (r) | SOFR + 0.760%, <br> FRN, 4.829%, <br> 01/29/26<br>|  | 1290 | 1291641 |
| (r) | SOFR + 0.800%, <br> FRN, 5.104%, <br> 02/04/28<br>|  | 5850 | 5891579 |
| Nissan Motor Acceptance Co. <br> LLC  | Nissan Motor Acceptance Co. <br> LLC  | Nissan Motor Acceptance Co. <br> LLC  |  |  |
| Ω | 2.000%, 03/09/26 |  | 1500 | 1481225 |
| # | 1.850%, 09/16/26 |  | 250 | 242197 |

---

------

**DFA Targeted Credit Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Nordstrom, Inc.  | Nordstrom, Inc.  |  |  |  |
|  | 6.950%, 03/15/28 |  | 2246 | $2324655 |
| Norfolk Southern Corp.  | Norfolk Southern Corp.  |  |  |  |
|  | 3.800%, 08/01/28 |  | 65 | 64680 |
| NOV, Inc.  | NOV, Inc.  |  |  |  |
|  | 3.600%, 12/01/29 |  | 200 | 193791 |
| ONEOK, Inc.  | ONEOK, Inc.  | ONEOK, Inc.  |  |  |
|  | 5.650%, 11/01/28 |  | 55 | 57016 |
|  | 4.400%, 10/15/29 |  | 200 | 199966 |
| Oracle Corp., SOFR + <br> 0.760%, FRN | Oracle Corp., SOFR + <br> 0.760%, FRN |  |  |  |
| (r) | 4.821%, 08/03/28 |  | 710 | 713466 |
| Paramount Global  | Paramount Global  |  |  |  |
|  | 4.200%, 06/01/29 |  | 3700 | 3623696 |
| Parker-Hannifin Corp.  | Parker-Hannifin Corp.  |  |  |  |
|  | 2.900%, 03/01/30 | EUR | 3180 | 3651727 |
| PayPal Holdings, Inc., <br> SOFR + 0.670%, FRN | PayPal Holdings, Inc., <br> SOFR + 0.670%, FRN |  |  |  |
| (r) | 4.856%, 03/06/28 |  | 8100 | 8125340 |
| Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  | Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  | Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  |  |  |
| Ω | 4.450%, 01/29/26 |  | 572 | 571790 |
| Ω | 6.050%, 08/01/28 |  | 22 | 22953 |
| Ω | 5.350%, 03/30/29 |  | 90 | 92598 |
| Ω | 5.250%, 07/01/29 |  | 510 | 525053 |
| Philip Morris International, <br> Inc., SOFR + 0.830%, <br> FRN | Philip Morris International, <br> Inc., SOFR + 0.830%, <br> FRN |  |  |  |
| (r) | 4.899%, 04/28/28 |  | 7000 | 7048055 |
| Prologis Euro Finance LLC  | Prologis Euro Finance LLC  |  |  |  |
|  | 3.875%, 01/31/30 | EUR | 290 | 346799 |
| PVH Corp.  | PVH Corp.  |  |  |  |
|  | 4.125%, 07/16/29 | EUR | 500 | 597106 |
| Radian Group, Inc.  | Radian Group, Inc.  |  |  |  |
|  | 6.200%, 05/15/29 |  | 600 | 627000 |
| Realty Income Corp.  | Realty Income Corp.  |  |  |  |
|  | 4.625%, 11/01/25 |  | 159 | 159000 |
| Revvity, Inc.  | Revvity, Inc.  |  |  |  |
|  | 1.875%, 07/19/26 | EUR | 6000 | 6892110 |
| Rockies Express <br> Pipeline LLC  | Rockies Express <br> Pipeline LLC  |  |  |  |
| Ω | 4.950%, 07/15/29 |  | 1150 | 1140116 |
| RTX Corp.  | RTX Corp.  |  |  |  |
|  | 2.150%, 05/18/30 | EUR | 5360 | 5995622 |
| Sealed Air Corp.  | Sealed Air Corp.  |  |  |  |
| Ω | 4.000%, 12/01/27 |  | 1000 | 985457 |
| SLM Corp.  | SLM Corp.  | SLM Corp.  |  |  |
|  | 3.125%, 11/02/26 |  | 3000 | 2947576 |
|  | 6.500%, 01/31/30 |  | 1000 | 1036823 |
| State Street Corp., SOFR <br> + 0.640%, FRN | State Street Corp., SOFR <br> + 0.640%, FRN |  |  |  |
| (r) | 4.723%, 10/22/27 |  | 180 | 180495 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Steelcase, Inc.  | Steelcase, Inc.  |  |  |  |
|  | 5.125%, 01/18/29 |  | 2000 | $1955000 |
| Stellantis Finance U.S., <br> Inc.  | Stellantis Finance U.S., <br> Inc.  |  |  |  |
| #Ω | 5.750%, 03/18/30 |  | 1700 | 1743082 |
| Stellantis NV  | Stellantis NV  |  |  |  |
|  | 4.375%, 03/14/30 | EUR | 1500 | 1808615 |
| Taylor Morrison Communities, <br> Inc.  | Taylor Morrison Communities, <br> Inc.  | Taylor Morrison Communities, <br> Inc.  |  |  |
| Ω | 5.875%, 06/15/27 |  | 400 | 403995 |
| Ω | 5.750%, 01/15/28 |  | 900 | 913145 |
| T-Mobile USA, Inc.  | T-Mobile USA, Inc.  | T-Mobile USA, Inc.  |  |  |
|  | 2.050%, 02/15/28 |  | 64 | 61136 |
|  | 2.400%, 03/15/29 |  | 93 | 87732 |
| Toyota Motor Credit Corp.  | Toyota Motor Credit Corp.  | Toyota Motor Credit Corp.  |  |  |
| (r) | SOFR + 0.650%, <br> FRN, 4.760%, <br> 01/05/26<br>|  | 1000 | 1000784 |
| (r) | SOFR + 0.770%, <br> FRN, 5.057%, <br> 08/07/26<br>|  | 2100 | 2108397 |
| (r) | SOFR + 0.650%, <br> FRN, 4.782%, <br> 03/19/27<br>|  | 2200 | 2208909 |
| Utah Acquisition Sub, Inc.  | Utah Acquisition Sub, Inc.  |  |  |  |
|  | 3.950%, 06/15/26 |  | 2759 | 2746698 |
| Ventas Realty LP  | Ventas Realty LP  | Ventas Realty LP  |  |  |
|  | 4.125%, 01/15/26 |  | 2500 | 2497865 |
| # | 3.000%, 01/15/30 |  | 200 | 189468 |
| Verizon Communications, Inc.  | Verizon Communications, Inc.  | Verizon Communications, Inc.  |  |  |
|  | 1.875%, 10/26/29 | EUR | 711 | 794008 |
|  | 1.250%, 04/08/30 | EUR | 2169 | 2334216 |
| Vornado Realty LP  | Vornado Realty LP  |  |  |  |
|  | 2.150%, 06/01/26 |  | 6100 | 5990228 |
| Warnermedia Holdings, <br> Inc.  | Warnermedia Holdings, <br> Inc.  |  |  |  |
|  | 4.054%, 03/15/29 |  | 2000 | 1942080 |
| Wells Fargo & Co.  | Wells Fargo & Co.  | Wells Fargo & Co.  |  |  |
|  | 2.975%, 05/19/26 | CAD | 2500 | 1785195 |
|  | 0.625%, 03/25/30 | EUR | 220 | 231060 |
| Western Digital Corp.  | Western Digital Corp.  |  |  |  |
|  | 4.750%, 02/15/26 |  | 652 | 651554 |
| Western Union Co.  | Western Union Co.  |  |  |  |
|  | 1.350%, 03/15/26 |  | 5000 | 4943544 |
| Westlake Corp.  | Westlake Corp.  |  |  |  |
|  | 1.625%, 07/17/29 | EUR | 1727 | 1897180 |
| Weyerhaeuser Co.  | Weyerhaeuser Co.  |  |  |  |
|  | 4.000%, 11/15/29 |  | 200 | 197603 |
| Whirlpool Corp.  | Whirlpool Corp.  |  |  |  |
| # | 4.750%, 02/26/29 |  | 4000 | 3942767 |
| Williams Cos., Inc.  | Williams Cos., Inc.  |  |  |  |
|  | 4.800%, 11/15/29 |  | 92 | 93639 |

---

------

**DFA Targeted Credit Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| WP Carey, Inc.  | WP Carey, Inc.  |  |  |
|  | 3.850%, 07/15/29 | 200 | $196497 |
| XPLR Infrastructure <br> Operating Partners LP  | XPLR Infrastructure <br> Operating Partners LP  |  |  |
| Ω | 3.875%, 10/15/26 | 1000 | 985245 |
| Yum! Brands, Inc.  | Yum! Brands, Inc.  |  |  |
| Ω | 4.750%, 01/15/30 | 2500 | 2493747 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | 336684433 |
| TOTAL BONDS | TOTAL BONDS |  | 763214237 |
| U.S. TREASURY OBLIGATIONS — (2.9%) | U.S. TREASURY OBLIGATIONS — (2.9%) | U.S. TREASURY OBLIGATIONS — (2.9%) | U.S. TREASURY OBLIGATIONS — (2.9%) |
| U.S. Treasury Bonds  | U.S. Treasury Bonds  |  |  |
|  | 6.000%, 02/15/26  | 4000 | 4020313 |
| U.S. Treasury Notes  | U.S. Treasury Notes  |  |  |
| (r) | 3M USTMMR + <br> 0.150%, FRN, <br> 3.916%, 04/30/26 <br>| 11000 | 10997865 |
|  | 4.875%, 05/31/26  | 8000 | 8047578 |
| TOTAL U.S. TREASURY <br> OBLIGATIONS | TOTAL U.S. TREASURY <br> OBLIGATIONS |  | 23065756 |
| COMMERCIAL PAPER — (1.6%) | COMMERCIAL PAPER — (1.6%) | COMMERCIAL PAPER — (1.6%) | COMMERCIAL PAPER — (1.6%) |
| UNITED STATES — (1.6%) | UNITED STATES — (1.6%) | UNITED STATES — (1.6%) | UNITED STATES — (1.6%) |
| Avangrid, Inc. | Avangrid, Inc. |  |  |
| Ω | 4.223%, 11/21/25 | 4000 | 3990587 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Duke Energy Corp. | Duke Energy Corp. |  |  |
| Ω | 4.224%, 11/24/25 | 3450 | $3440786 |
| Sysco Corp. | Sysco Corp. |  |  |
| Ω | 4.185%, 12/19/25 | 5600 | 5568985 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | 13000358 |
| TOTAL COMMERCIAL <br> PAPER <br>(Cost $13,001,017) | TOTAL COMMERCIAL <br> PAPER <br>(Cost $13,001,017) |  | 13000358 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $786,188,447) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $786,188,447) |  | 799280351 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (0.7%) | SECURITIES LENDING COLLATERAL — (0.7%) | SECURITIES LENDING COLLATERAL — (0.7%) | SECURITIES LENDING COLLATERAL — (0.7%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 490823 | 5677348 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $791,865,795) | (Cost $791,865,795) |  | $804957699 |

---

As of October 31, 2025, DFA Targeted Credit Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 52523522 | EUR | 44658940 | UBS AG | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; $1047392 |
| USD | 52870617 | EUR | 44969154 | Citibank, N.A. | 11/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1036919 |
| USD | 4377910 | GBP | 3255424 | Citibank, N.A. | 11/06/25 | &nbsp;&nbsp;&nbsp;&nbsp; 101242 |
| USD | 40411006 | AUD | 61192915 | Bank of New York Mellon | 11/07/25 | &nbsp;&nbsp;&nbsp;&nbsp; 371084 |
| USD | 51738092 | EUR | 44261865 | Bank of New York Mellon | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 702424 |
| USD | 4304516 | CAD | 5994706 | Citibank, N.A. | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 28847 |
| USD | 53868140 | EUR | 46233155 | Citibank, N.A. | 11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 553496 |
| USD | 54901919 | EUR | 47185808 | Citibank, N.A. | 11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 485638 |
| USD | 5310134 | CAD | 7320524 | Citibank, N.A. | 11/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 87768 |
| USD | 53963003 | EUR | 46324946 | Bank of New York Mellon | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 527447 |
| USD | 54175775 | EUR | 45666114 | HSBC Bank | 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1488293 |
| EUR | 5060432 | USD | 5836803 | HSBC Bank | 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1693 |
| USD | 50116019 | EUR | 43163613 | Australia and New Zealand Bank | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 301760 |
| USD | 51930920 | EUR | 44658940 | Royal Bank of Canada | 12/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 370571 |
| USD | 52131504 | EUR | 44969154 | UBS AG | 12/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; 210071 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$7314645** |

---

------

**DFA Targeted Credit 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>|
| EUR | 44658940 | USD | 51842777 | Royal Bank of Canada | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(366647)<br>|
| EUR | 44969154 | USD | 52043701 | UBS AG | 11/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; (210003)<br>|
| GBP | 3255424 | USD | 4289583 | Citibank, N.A. | 11/06/25 | &nbsp;&nbsp;&nbsp;&nbsp; (12915)<br>|
| EUR | 9703242 | USD | 11230941 | UBS AG | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; (38308)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(627873)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$6686772** |

---

As of October 31, 2025, the value of Rule 144A securities amounted to $86,447,459 or 10.3% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; $763214237 | &nbsp;&nbsp; — | &nbsp;&nbsp; $763214237 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 23065756 | &nbsp;&nbsp; — | &nbsp;&nbsp; 23065756 |
| Commercial Paper | &nbsp;&nbsp; — | &nbsp;&nbsp; 13000358 | &nbsp;&nbsp; — | &nbsp;&nbsp; 13000358 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 5677348 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5677348 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $804957699 | &nbsp;&nbsp; — | &nbsp;&nbsp; $804957699 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 7314645 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7314645 |
| **Liabilities** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (627873) | &nbsp;&nbsp; — | &nbsp;&nbsp; (627873) |
| Total Financial Instruments | &nbsp;&nbsp; — | &nbsp;&nbsp; $6686772 | &nbsp;&nbsp; — | &nbsp;&nbsp; $6686772 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**DFA Global Core Plus Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (8.7%) | AGENCY OBLIGATIONS — (8.7%) | AGENCY OBLIGATIONS — (8.7%) | AGENCY OBLIGATIONS — (8.7%) | AGENCY OBLIGATIONS — (8.7%) |
| Federal Farm Credit Banks <br> Funding Corp.  | Federal Farm Credit Banks <br> Funding Corp.  |  |  |  |
|  | 2.630%, 08/03/26  |  | 67 | $66398 |
| Government National <br> Mortgage Association, <br> TBA  | Government National <br> Mortgage Association, <br> TBA  |  |  |  |
|  | 6.000%, 11/01/55 <br> TBA<br>|  | 34759 | 35374292 |
| Uniform Mortgage-Backed <br> Security, TBA  | Uniform Mortgage-Backed <br> Security, TBA  | Uniform Mortgage-Backed <br> Security, TBA  |  |  |
|  | 2.000%, 11/01/55 <br> TBA<br>|  | 78222 | 63418289 |
|  | 2.500%, 11/01/55 <br> TBA<br>|  | 73382 | 62291518 |
|  | 3.000%, 11/01/55 <br> TBA<br>|  | 8847 | 7837889 |
|  | 6.000%, 11/01/55 <br> TBA<br>|  | 57240 | 58531161 |
|  | 6.500%, 11/01/55 <br> TBA<br>|  | 37901 | 39245907 |
| TOTAL AGENCY <br> OBLIGATIONS | TOTAL AGENCY <br> OBLIGATIONS |  |  | 266765454 |
| BONDS — (86.0%) | BONDS — (86.0%) | BONDS — (86.0%) | BONDS — (86.0%) | BONDS — (86.0%) |
| AUSTRALIA — (6.3%) | AUSTRALIA — (6.3%) | AUSTRALIA — (6.3%) | AUSTRALIA — (6.3%) | AUSTRALIA — (6.3%) |
| APA Infrastructure Ltd.  | APA Infrastructure Ltd.  | APA Infrastructure Ltd.  |  |  |
|  | 3.500%, 03/22/30 | GBP | 1400 | 1749033 |
|  | 2.000%, 07/15/30 | EUR | 1367 | 1507089 |
| Australia & New Zealand <br> Banking Group Ltd.  | Australia & New Zealand <br> Banking Group Ltd.  | Australia & New Zealand <br> Banking Group Ltd.  |  |  |
| (r) | SOFR + 0.560%, <br> FRN, 4.816%, <br> 03/18/26<br>|  | 6900 | 6909283 |
| (r)Ω | SOFR + 0.620%, <br> FRN, 4.876%, <br> 06/18/28<br>|  | 4800 | 4820827 |
| (r)Ω | SOFR + 0.850%, <br> FRN, 5.113%, <br> 12/16/29<br>|  | 3000 | 3033900 |
| (r) | SOFR + 0.850%, <br> FRN, 5.113%, <br> 12/16/29<br>|  | 1850 | 1870905 |
| BHP Billiton Finance Ltd.  | BHP Billiton Finance Ltd.  | BHP Billiton Finance Ltd.  |  |  |
|  | 1.500%, 04/29/30 | EUR | 1000 | 1085326 |
|  | 3.125%, 04/29/33 | EUR | 3000 | 3421176 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| Commonwealth Bank of <br> Australia  | Commonwealth Bank of <br> Australia  | Commonwealth Bank of <br> Australia  |  |  |
| #(r) | SOFR + 0.640%, <br> FRN, 4.905%, <br> 03/14/28<br>|  | 3136 | $3150890 |
| (r) | 3M Swap + 0.950%, <br> FRN, 4.540%, <br> 08/17/28<br>| AUD | 3780 | 2497541 |
| #(r)Ω | SOFR + 0.780%, <br> FRN, 5.049%, <br> 10/01/30<br>|  | 7200 | 7246634 |
| Fortescue Treasury Pty. Ltd.  | Fortescue Treasury Pty. Ltd.  | Fortescue Treasury Pty. Ltd.  |  |  |
| Ω | 4.500%, 09/15/27 |  | 800 | 796806 |
| Ω | 5.875%, 04/15/30 |  | 350 | 361111 |
| Ω | 4.375%, 04/01/31 |  | 1176 | 1138217 |
| Ω | 6.125%, 04/15/32 |  | 1600 | 1669566 |
| Glencore Funding LLC  | Glencore Funding LLC  | Glencore Funding LLC  |  |  |
| Ω | 2.500%, 09/01/30 |  | 510 | 466482 |
| Ω | 2.850%, 04/27/31 |  | 1880 | 1726130 |
| National Australia Bank Ltd.  | National Australia Bank Ltd.  | National Australia Bank Ltd.  |  |  |
| (r)Ω | SOFR + 0.620%, <br> FRN, 4.888%, <br> 06/11/27<br>|  | 5000 | 5011420 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.190%, <br> 10/18/27<br>| AUD | 7400 | 4858040 |
| (r)Ω | SOFR + 0.600%, <br> FRN, 4.892%, <br> 10/26/27<br>|  | 2280 | 2294774 |
| (r) | 3M Swap + 1.200%, <br> FRN, 4.755%, <br> 11/25/27<br>| AUD | 1040 | 689536 |
| (r)Ω | SOFR + 0.650%, <br> FRN, 4.915%, <br> 06/13/28<br>|  | 2900 | 2915019 |
| New South Wales Treasury <br> Corp.  | New South Wales Treasury <br> Corp.  | New South Wales Treasury <br> Corp.  |  |  |
|  | 1.500%, 02/20/32 | AUD | 14820 | 8190630 |
|  | 2.000%, 03/08/33 | AUD | 8000 | 4412494 |
|  | 1.750%, 03/20/34 | AUD | 22200 | 11556164 |
|  | 4.250%, 02/20/36 | AUD | 4900 | 3029544 |
| Queensland Treasury Corp.  | Queensland Treasury Corp.  | Queensland Treasury Corp.  |  |  |
|  | 1.500%, 08/20/32 | AUD | 9700 | 5257360 |
|  | 1.750%, 07/20/34 | AUD | 34000 | 17452588 |
| South Australian <br> Government Financing <br> Authority  | South Australian <br> Government Financing <br> Authority  |  |  |  |
|  | 1.750%, 05/24/32 | AUD | 29500 | 16434945 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| Treasury Corp. of Victoria  | Treasury Corp. of Victoria  | Treasury Corp. of Victoria  |  |  |
|  | 4.250%, 12/20/32 | AUD | 10800 | $6958323 |
|  | 2.250%, 09/15/33 | AUD | 6000 | 3305524 |
|  | 2.250%, 11/20/34 | AUD | 41200 | 21827211 |
|  | 2.000%, 09/17/35 | AUD | 21100 | 10619091 |
|  | 2.000%, 11/20/37 | AUD | 12000 | 5581545 |
| Western Australian <br> Treasury Corp.  | Western Australian <br> Treasury Corp.  |  |  |  |
|  | 2.000%, 10/24/34 | AUD | 15500 | 8153988 |
| Westpac Banking Corp.  | Westpac Banking Corp.  | Westpac Banking Corp.  |  |  |
| (r) | SOFR + 0.810%, <br> FRN, 5.096%, <br> 04/16/29<br>|  | 3000 | 3025096 |
| (r) | 3M Swap + 0.880%, <br> FRN, 4.492%, <br> 05/14/29<br>| AUD | 8400 | 5535637 |
| (r) | SOFR + 0.820%, <br> FRN, 5.089%, <br> 07/01/30<br>|  | 2000 | 2018832 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | 192578677 |
| BELGIUM — (0.3%) | BELGIUM — (0.3%) | BELGIUM — (0.3%) | BELGIUM — (0.3%) | BELGIUM — (0.3%) |
| Kingdom of Belgium <br> Government Bonds  | Kingdom of Belgium <br> Government Bonds  |  |  |  |
|  | 0.100%, 06/22/30 | EUR | 300 | 310348 |
| Ministeries Van de <br> Vlaamse Gemeenschap  | Ministeries Van de <br> Vlaamse Gemeenschap  |  |  |  |
|  | 3.125%, 06/22/34 | EUR | 7800 | 8945276 |
| TOTAL BELGIUM | TOTAL BELGIUM |  |  | 9255624 |
| CANADA — (14.8%) | CANADA — (14.8%) | CANADA — (14.8%) | CANADA — (14.8%) | CANADA — (14.8%) |
| Bank of Nova Scotia  | Bank of Nova Scotia  |  |  |  |
|  | 2.450%, 02/02/32 |  | 10891 | 9713494 |
| Canada Housing Trust No. <br> 1  | Canada Housing Trust No. <br> 1  |  |  |  |
| Ω | 1.950%, 12/15/25 | CAD | 6000 | 4276040 |
| Canadian Natural <br> Resources Ltd.  | Canadian Natural <br> Resources Ltd.  |  |  |  |
|  | 6.250%, 03/15/38 |  | 7295 | 7784492 |
| CDP Financial, Inc.  | CDP Financial, Inc.  |  |  |  |
|  | 2.750%, 02/13/32 | EUR | 18020 | 20625121 |
| City of Montreal  | City of Montreal  |  |  |  |
|  | 3.150%, 12/01/36 | CAD | 10000 | 6586004 |
| CPPIB Capital, Inc.  | CPPIB Capital, Inc.  | CPPIB Capital, Inc.  |  |  |
|  | 3.950%, 06/02/32 | CAD | 1100 | 820928 |
|  | 1.500%, 03/04/33 | EUR | 9500 | 9924377 |
|  | 4.750%, 06/02/33 | CAD | 17400 | 13585287 |
|  | 4.300%, 06/02/34 | CAD | 9500 | 7177409 |
| Fairfax Financial Holdings <br> Ltd.  | Fairfax Financial Holdings <br> Ltd.  |  |  |  |
|  | 2.750%, 03/29/28 | EUR | 461 | 530382 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| Magna International, Inc.  | Magna International, Inc.  |  |  |  |
|  | 4.375%, 03/17/32 | EUR | 1720 | $2095652 |
| Methanex Corp.  | Methanex Corp.  |  |  |  |
| # | 5.250%, 12/15/29 |  | 3260 | 3250512 |
| OMERS Finance Trust  | OMERS Finance Trust  |  |  |  |
|  | 3.250%, 01/28/35 | EUR | 10000 | 11520342 |
| Ontario Teachers' Finance <br> Trust  | Ontario Teachers' Finance <br> Trust  |  |  |  |
|  | 1.850%, 05/03/32 | EUR | 3252 | 3514590 |
| Province of Alberta  | Province of Alberta  |  |  |  |
|  | 3.950%, 06/01/35 | CAD | 21800 | 15964026 |
| Province of British Columbia  | Province of British Columbia  | Province of British Columbia  |  |  |
|  | 6.500%, 01/15/26 |  | 93 | 93383 |
|  | 3.200%, 06/18/32 | CAD | 10000 | 7144843 |
|  | 4.150%, 06/18/34 | CAD | 34700 | 25928697 |
|  | 4.000%, 06/18/35 | CAD | 35300 | 25839686 |
|  | 4.700%, 06/18/37 | CAD | 8000 | 6129920 |
|  | 3.500%, 05/29/40 | EUR | 6000 | 6821205 |
| Province of Manitoba  | Province of Manitoba  | Province of Manitoba  |  |  |
|  | 3.900%, 12/02/32 | CAD | 12200 | 9038986 |
|  | 3.800%, 06/02/33 | CAD | 14100 | 10342848 |
|  | 4.250%, 06/02/34 | CAD | 21000 | 15774967 |
|  | 3.700%, 06/02/35 | CAD | 17000 | 12147446 |
| Province of Nova Scotia  | Province of Nova Scotia  |  |  |  |
|  | 3.850%, 06/01/35 | CAD | 19000 | 13737357 |
| Province of Ontario  | Province of Ontario  | Province of Ontario  |  |  |
|  | 3.750%, 06/02/32 | CAD | 15000 | 11070194 |
|  | 3.650%, 06/02/33 | CAD | 21000 | 15298385 |
|  | 4.150%, 06/02/34 | CAD | 29200 | 21861432 |
|  | 3.600%, 06/02/35 | CAD | 14300 | 10167983 |
| Province of Quebec  | Province of Quebec  | Province of Quebec  |  |  |
|  | 3.250%, 09/01/32 | CAD | 9550 | 6823189 |
|  | 3.000%, 01/24/33 | EUR | 7800 | 9014294 |
|  | 3.600%, 09/01/33 | CAD | 5000 | 3616734 |
|  | 3.125%, 03/27/34 | EUR | 3500 | 4044138 |
|  | 4.450%, 09/01/34 | CAD | 30000 | 22840469 |
|  | 3.250%, 05/22/35 | EUR | 9000 | 10411008 |
|  | 5.100%, 06/04/35 | AUD | 8500 | 5554542 |
|  | 5.750%, 12/01/36 | CAD | 6000 | 5001020 |
|  | 5.000%, 12/01/38 | CAD | 6000 | 4693351 |
| Province of Saskatchewan  | Province of Saskatchewan  | Province of Saskatchewan  |  |  |
|  | 3.300%, 05/08/34 | EUR | 5000 | 5832969 |
|  | 3.800%, 06/02/35 | CAD | 30800 | 22276884 |
| PSP Capital, Inc.  | PSP Capital, Inc.  |  |  |  |
|  | 3.250%, 07/02/34 | EUR | 10000 | 11618008 |
| Rogers Communications, <br> Inc.  | Rogers Communications, <br> Inc.  |  |  |  |
|  | 7.500%, 08/15/38 |  | 4000 | 4657508 |
| Royal Bank of Canada  | Royal Bank of Canada  |  |  |  |
|  | 3.875%, 05/04/32 |  | 3600 | 3506524 |
| Suncor Energy, Inc.  | Suncor Energy, Inc.  | Suncor Energy, Inc.  |  |  |
|  | 5.950%, 12/01/34 |  | 1700 | 1790834 |
|  | 6.800%, 05/15/38 |  | 2028 | 2239746 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| Toronto-Dominion Bank  | Toronto-Dominion Bank  | Toronto-Dominion Bank  |  |  |
|  | 1.952%, 04/08/30 | EUR | 13200 | $14614270 |
|  | 3.200%, 03/10/32 |  | 600 | 558547 |
|  | 3.129%, 08/03/32 | EUR | 2000 | 2294866 |
| TransCanada PipeLines Ltd.  | TransCanada PipeLines Ltd.  | TransCanada PipeLines Ltd.  |  |  |
|  | 5.600%, 03/31/34 |  | 1000 | 1035791 |
|  | 6.100%, 06/01/40 |  | 1000 | 1056955 |
| TOTAL CANADA | TOTAL CANADA |  |  | 452247635 |
| DENMARK — (0.4%) | DENMARK — (0.4%) | DENMARK — (0.4%) | DENMARK — (0.4%) | DENMARK — (0.4%) |
| DSV Finance BV  | DSV Finance BV  |  |  |  |
|  | 3.375%, 11/06/32 | EUR | 4037 | 4698871 |
| Kommunekredit  | Kommunekredit  |  |  |  |
| Δ | 0.000%, 11/17/29 | EUR | 300 | 313682 |
| Novo Nordisk Finance <br> Netherlands BV  | Novo Nordisk Finance <br> Netherlands BV  | Novo Nordisk Finance <br> Netherlands BV  |  |  |
|  | 3.125%, 05/27/33 | EUR | 4500 | 5198231 |
|  | 3.625%, 05/27/37 | EUR | 2000 | 2326294 |
| TOTAL DENMARK | TOTAL DENMARK |  |  | 12537078 |
| FINLAND — (0.3%) | FINLAND — (0.3%) | FINLAND — (0.3%) | FINLAND — (0.3%) | FINLAND — (0.3%) |
| Kuntarahoitus OYJ  | Kuntarahoitus OYJ  |  |  |  |
|  | 1.250%, 02/23/33 | EUR | 3262 | 3374176 |
| Nokia OYJ  | Nokia OYJ  | Nokia OYJ  |  |  |
|  | 4.375%, 06/12/27 |  | 350 | 349287 |
|  | 6.625%, 05/15/39 |  | 682 | 737753 |
| Nordea <br> Kiinnitysluottopankki <br> OYJ  | Nordea <br> Kiinnitysluottopankki <br> OYJ  |  |  |  |
|  | 1.375%, 02/28/33 | EUR | 805 | 840135 |
| OP Corporate Bank PLC  | OP Corporate Bank PLC  |  |  |  |
|  | 0.625%, 11/12/29 | EUR | 2750 | 2904078 |
| TOTAL FINLAND | TOTAL FINLAND |  |  | 8205429 |
| FRANCE — (7.3%) | FRANCE — (7.3%) | FRANCE — (7.3%) | FRANCE — (7.3%) | FRANCE — (7.3%) |
| Aeroports de Paris SA  | Aeroports de Paris SA  |  |  |  |
|  | 3.500%, 03/20/33 | EUR | 3900 | 4551811 |
| Agence Francaise de <br> Developpement EPIC  | Agence Francaise de <br> Developpement EPIC  | Agence Francaise de <br> Developpement EPIC  |  |  |
|  | 1.500%, 10/31/34 | EUR | 9000 | 8811568 |
|  | 0.500%, 05/31/35 | EUR | 1000 | 874363 |
| Agence France Locale  | Agence France Locale  | Agence France Locale  |  |  |
|  | 3.000%, 08/20/32 | EUR | 16200 | 18502979 |
|  | 3.125%, 03/20/33 | EUR | 7800 | 8890736 |
|  | 3.125%, 03/20/34 | EUR | 2300 | 2601474 |
| Banque Federative du Credit <br> Mutuel SA  | Banque Federative du Credit <br> Mutuel SA  | Banque Federative du Credit <br> Mutuel SA  |  |  |
|  | 2.625%, 11/06/29 | EUR | 4500 | 5134136 |
|  | 0.750%, 01/17/30 | EUR | 1200 | 1265264 |
|  | 1.250%, 06/03/30 | EUR | 1700 | 1811629 |
|  | 0.625%, 02/21/31 | EUR | 9900 | 9995721 |
|  | 1.125%, 01/19/32 | EUR | 2700 | 2734880 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| BNP Paribas SA  |  |  |  |
| 2.100%, 04/07/32 | EUR | 1500 | $1603388 |
| BPCE SA  |  |  |  |
| 2.375%, 04/26/32 | EUR | 1400 | 1542417 |
| Bpifrance SACA  |  |  |  |
| 3.375%, 05/25/34 | EUR | 2500 | 2876178 |
| Caisse d'Amortissement de <br> la Dette Sociale  |  |  |  |
| 2.750%, 11/25/32 | EUR | 5000 | 5661590 |
| Caisse des Depots et <br> Consignations  | Caisse des Depots et <br> Consignations  |  |  |
| 3.125%, 05/25/33 | EUR | 6700 | 7697459 |
| 3.125%, 05/25/35 | EUR | 7000 | 7869739 |
| Caisse Francaise de <br> Financement Local SA  |  |  |  |
| 3.125%, 07/20/33 | EUR | 31300 | 36169775 |
| Credit Agricole SA  |  |  |  |
| 4.000%, 01/18/33 | EUR | 7500 | 9078669 |
| Electricite de France SA  | Electricite de France SA  |  |  |
| 5.875%, 07/18/31 | GBP | 3200 | 4418489 |
| 6.125%, 06/02/34 | GBP | 1500 | 2057444 |
| French Republic <br> Government Bonds OAT  |  |  |  |
| 1.250%, 05/25/38 | EUR | 27250 | 23817358 |
| Ile-de-France Mobilites  |  |  |  |
| 3.700%, 06/14/38 | EUR | 6000 | 6783679 |
| LVMH Moet Hennessy Louis <br> Vuitton SE  | LVMH Moet Hennessy Louis <br> Vuitton SE  |  |  |
| 3.375%, 02/05/30 | EUR | 100 | 119002 |
| 3.000%, 03/07/32 | EUR | 1500 | 1743432 |
| 3.125%, 11/07/32 | EUR | 2100 | 2456052 |
| 3.500%, 09/07/33 | EUR | 5200 | 6199948 |
| Regie Autonome des <br> Transports Parisiens <br> EPIC  |  |  |  |
| 1.875%, 05/25/32 | EUR | 7000 | 7454274 |
| SFIL SA  | SFIL SA  |  |  |
| 1.500%, 03/05/32 | EUR | 1300 | 1361393 |
| 3.000%, 06/23/32 | EUR | 10300 | 11759936 |
| SNCF Reseau  |  |  |  |
| 1.875%, 03/30/34 | EUR | 5400 | 5505772 |
| Societe Generale SA  |  |  |  |
| 4.250%, 11/16/32 | EUR | 1000 | 1231909 |
| Societe Nationale SNCF <br> SACA  |  |  |  |
| 3.125%, 05/25/34 | EUR | 2000 | 2256561 |
| UNEDIC ASSEO  |  |  |  |
| 0.500%, 05/25/36 | EUR | 1300 | 1103550 |
| Unibail-Rodamco-Westfield <br> SE  |  |  |  |
| 1.875%, 01/15/31 | EUR | 500 | 541077 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| Vinci SA  | Vinci SA  |  |  |  |
|  | 3.375%, 10/17/32 | EUR | 5000 | $5819639 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | 222303291 |
| GERMANY — (2.5%) | GERMANY — (2.5%) | GERMANY — (2.5%) | GERMANY — (2.5%) | GERMANY — (2.5%) |
| BASF SE  | BASF SE  |  |  |  |
|  | 3.750%, 06/29/32 | EUR | 8400 | 10058257 |
| Bayer Capital Corp. BV  | Bayer Capital Corp. BV  |  |  |  |
|  | 2.125%, 12/15/29 | EUR | 900 | 1006113 |
| Bayer U.S. Finance II LLC  | Bayer U.S. Finance II LLC  | Bayer U.S. Finance II LLC  |  |  |
| Ω | 5.500%, 07/30/35 |  | 877 | 886558 |
| Ω | 4.625%, 06/25/38 |  | 5000 | 4524861 |
| Ω | 3.600%, 07/15/42 |  | 3000 | 2170166 |
| BMW International <br> Investment BV  | BMW International <br> Investment BV  |  |  |  |
|  | 3.500%, 01/22/33 | EUR | 600 | 702318 |
| Daimler Truck Finance <br> North America LLC  | Daimler Truck Finance <br> North America LLC  |  |  |  |
| Ω | 5.500%, 09/20/33 |  | 600 | 618892 |
| Deutsche Bahn AG  | Deutsche Bahn AG  | Deutsche Bahn AG  |  |  |
|  | 1.875%, 05/24/30 | EUR | 100 | 112047 |
|  | 1.625%, 08/16/33 | EUR | 2600 | 2731328 |
| Deutsche Boerse AG  | Deutsche Boerse AG  | Deutsche Boerse AG  |  |  |
|  | 3.750%, 09/28/29 | EUR | 100 | 119983 |
|  | 3.875%, 09/28/33 | EUR | 4800 | 5821485 |
| E.ON International Finance <br> BV  | E.ON International Finance <br> BV  |  |  |  |
|  | 6.375%, 06/07/32 | GBP | 2150 | 3062417 |
| E.ON SE  | E.ON SE  |  |  |  |
|  | 4.000%, 01/16/40 | EUR | 3000 | 3506937 |
| Fresenius Medical Care <br> AG  | Fresenius Medical Care <br> AG  |  |  |  |
|  | 1.500%, 05/29/30 | EUR | 3000 | 3249987 |
| Fresenius Medical Care <br> U.S. Finance III, Inc.  | Fresenius Medical Care <br> U.S. Finance III, Inc.  |  |  |  |
| Ω | 2.375%, 02/16/31 |  | 8100 | 7176804 |
| HOWOGE <br> Wohnungsbaugesellschaft <br> GmbH  | HOWOGE <br> Wohnungsbaugesellschaft <br> GmbH  |  |  |  |
|  | 1.125%, 11/01/33 | EUR | 200 | 193423 |
| Mercedes-Benz Finance <br> North America LLC  | Mercedes-Benz Finance <br> North America LLC  |  |  |  |
| Ω | 2.625%, 03/10/30 |  | 170 | 159022 |
| Siemens <br> Financieringsmaatschappij NV  | Siemens <br> Financieringsmaatschappij NV  | Siemens <br> Financieringsmaatschappij NV  |  |  |
|  | 3.125%, 05/27/33 | EUR | 15500 | 18061235 |
|  | 3.375%, 02/22/37 | EUR | 1800 | 2067589 |
| Ω | 2.875%, 03/11/41 |  | 1000 | 763396 |
| State of Lower Saxony  | State of Lower Saxony  |  |  |  |
|  | 0.125%, 01/10/30 | EUR | 286 | 299536 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| Volkswagen Leasing <br> GmbH  | Volkswagen Leasing <br> GmbH  |  |  |  |
|  | 0.625%, 07/19/29 | EUR | 5000 | $5321881 |
| ZF North America Capital, <br> Inc.  | ZF North America Capital, <br> Inc.  |  |  |  |
| Ω | 7.125%, 04/14/30 |  | 3908 | 3804329 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | 76418564 |
| HONG KONG — (0.6%) | HONG KONG — (0.6%) | HONG KONG — (0.6%) | HONG KONG — (0.6%) | HONG KONG — (0.6%) |
| Prudential Funding Asia PLC  | Prudential Funding Asia PLC  | Prudential Funding Asia PLC  |  |  |
|  | 3.625%, 03/24/32 |  | 19800 | 18952355 |
| IRELAND — (0.1%) | IRELAND — (0.1%) | IRELAND — (0.1%) | IRELAND — (0.1%) | IRELAND — (0.1%) |
| AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  | AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  | AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  |  |  |
|  | 3.400%, 10/29/33 |  | 4000 | 3608919 |
|  | 3.850%, 10/29/41 |  | 1000 | 826374 |
| TOTAL IRELAND | TOTAL IRELAND |  |  | 4435293 |
| ITALY — (1.3%) | ITALY — (1.3%) | ITALY — (1.3%) | ITALY — (1.3%) | ITALY — (1.3%) |
| Enel Finance International <br> NV  | Enel Finance International <br> NV  |  |  |  |
| Ω | 6.000%, 10/07/39 |  | 2800 | 2959961 |
| Intesa Sanpaolo SpA  | Intesa Sanpaolo SpA  | Intesa Sanpaolo SpA  |  |  |
|  | 2.500%, 01/15/30 | GBP | 3850 | 4673837 |
|  | 1.350%, 02/24/31 | EUR | 1400 | 1479959 |
|  | 5.625%, 03/08/33 | EUR | 500 | 657557 |
| Italy Buoni Poliennali Del Tesoro  | Italy Buoni Poliennali Del Tesoro  | Italy Buoni Poliennali Del Tesoro  |  |  |
|  | 5.000%, 08/01/34 | EUR | 4000 | 5247463 |
|  | 4.000%, 02/01/37 | EUR | 6000 | 7281509 |
| Snam SpA  | Snam SpA  |  |  |  |
|  | 0.625%, 06/30/31 | EUR | 7000 | 7123051 |
| Telecom Italia Capital SA  | Telecom Italia Capital SA  | Telecom Italia Capital SA  |  |  |
|  | 7.200%, 07/18/36 |  | 1000 | 1089280 |
|  | 7.721%, 06/04/38 |  | 1000 | 1118082 |
| UniCredit SpA  | UniCredit SpA  |  |  |  |
|  | 1.625%, 01/18/32 | EUR | 7400 | 7889321 |
| TOTAL ITALY | TOTAL ITALY |  |  | 39520020 |
| JAPAN — (5.5%) | JAPAN — (5.5%) | JAPAN — (5.5%) | JAPAN — (5.5%) | JAPAN — (5.5%) |
| Japan Government Ten <br> Year Bonds  | Japan Government Ten <br> Year Bonds  |  |  |  |
|  | 0.400%, 06/20/33 | JPY | 2340000 | 14029523 |
| Japan Government Thirty <br> Year Bonds  | Japan Government Thirty <br> Year Bonds  |  |  |  |
|  | 2.400%, 03/20/34 | JPY | 860000 | 5962856 |
| Japan Government Twenty Year <br> Bonds  | Japan Government Twenty Year <br> Bonds  | Japan Government Twenty Year <br> Bonds  |  |  |
|  | 1.500%, 03/20/34 | JPY | 1500000 | 9716664 |
|  | 1.400%, 09/20/34 | JPY | 2700000 | 17278528 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | 1.200%, 09/20/35 | JPY | 3550000 | $22074453 |
|  | 0.400%, 03/20/36 | JPY | 4630000 | 26311775 |
|  | 0.600%, 09/20/37 | JPY | 2200000 | 12339615 |
|  | 0.600%, 12/20/37 | JPY | 2915000 | 16248226 |
|  | 0.500%, 12/20/41 | JPY | 2268000 | 11126901 |
| Mitsubishi UFJ Financial Group, <br> Inc.  | Mitsubishi UFJ Financial Group, <br> Inc.  | Mitsubishi UFJ Financial Group, <br> Inc.  |  |  |
|  | 2.559%, 02/25/30 |  | 4600 | 4294655 |
|  | 3.556%, 06/15/32 | EUR | 4069 | 4806599 |
| Mizuho Financial Group, Inc.  | Mizuho Financial Group, Inc.  | Mizuho Financial Group, Inc.  |  |  |
|  | 0.797%, 04/15/30 | EUR | 923 | 971706 |
|  | 0.693%, 10/07/30 | EUR | 1620 | 1677812 |
|  | 2.096%, 04/08/32 | EUR | 2850 | 3082758 |
| Nissan Motor Co. Ltd.  | Nissan Motor Co. Ltd.  |  |  |  |
| Ω | 4.810%, 09/17/30 |  | 6300 | 5908869 |
| Nomura Holdings, Inc.  | Nomura Holdings, Inc.  |  |  |  |
|  | 3.103%, 01/16/30 |  | 4478 | 4238259 |
| ORIX Corp.  | ORIX Corp.  |  |  |  |
|  | 3.447%, 10/22/31 | EUR | 7550 | 8750324 |
| Sumitomo Mitsui Financial <br> Group, Inc.  | Sumitomo Mitsui Financial <br> Group, Inc.  |  |  |  |
|  | 2.750%, 01/15/30 |  | 390 | 366605 |
| TOTAL JAPAN | TOTAL JAPAN |  |  | 169186128 |
| LUXEMBOURG — (0.4%) | LUXEMBOURG — (0.4%) | LUXEMBOURG — (0.4%) | LUXEMBOURG — (0.4%) | LUXEMBOURG — (0.4%) |
| European Financial Stability <br> Facility  | European Financial Stability <br> Facility  | European Financial Stability <br> Facility  |  |  |
|  | 0.125%, 03/18/30 | EUR | 57 | 59466 |
|  | 2.625%, 05/07/30 | EUR | 600 | 696178 |
|  | 1.250%, 05/24/33 | EUR | 5700 | 5881759 |
| JAB Holdings BV  | JAB Holdings BV  |  |  |  |
|  | 1.000%, 07/14/31 | EUR | 800 | 824875 |
| Prologis International Funding II <br> SA  | Prologis International Funding II <br> SA  | Prologis International Funding II <br> SA  |  |  |
|  | 2.375%, 11/14/30 | EUR | 4550 | 5087285 |
|  | 1.625%, 06/17/32 | EUR | 1000 | 1035053 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  |  | 13584616 |
| NETHERLANDS — (2.1%) | NETHERLANDS — (2.1%) | NETHERLANDS — (2.1%) | NETHERLANDS — (2.1%) | NETHERLANDS — (2.1%) |
| BNG Bank NV  | BNG Bank NV  | BNG Bank NV  |  |  |
|  | 1.600%, 11/27/30 | AUD | 3000 | 1709077 |
|  | 0.010%, 10/05/32 | EUR | 4463 | 4264883 |
|  | 0.125%, 04/19/33 | EUR | 3200 | 3031944 |
| Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  |  |  |
| (r) | SOFR + 0.900%, <br> FRN, 5.010%, <br> 10/05/26<br>|  | 1340 | 1346984 |
| (r) | SOFR + 0.600%, <br> FRN, 4.687%, <br> 01/21/28<br>|  | 500 | 500642 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
| (r) | SOFR + 0.890%, <br> FRN, 4.983%, <br> 10/17/29<br>|  | 5100 | $5133654 |
|  | 5.250%, 05/24/41 |  | 255 | 257576 |
| Enexis Holding NV  | Enexis Holding NV  | Enexis Holding NV  |  |  |
|  | 0.625%, 06/17/32 | EUR | 13140 | 12956673 |
|  | 3.250%, 04/09/33 | EUR | 27976 | 32623664 |
| Heineken NV  | Heineken NV  |  |  |  |
|  | 4.125%, 03/23/35 | EUR | 1500 | 1821927 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | 63647024 |
| NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) |
| New Zealand Government <br> Bonds  | New Zealand Government <br> Bonds  | New Zealand Government <br> Bonds  |  |  |
|  | 4.250%, 05/15/34 | NZD | 3200 | 1871010 |
|  | 2.750%, 04/15/37 | NZD | 27300 | 13448565 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | 15319575 |
| NORWAY — (0.6%) | NORWAY — (0.6%) | NORWAY — (0.6%) | NORWAY — (0.6%) | NORWAY — (0.6%) |
| Aker BP ASA  | Aker BP ASA  | Aker BP ASA  |  |  |
| Ω | 6.000%, 06/13/33 |  | 1000 | 1047971 |
| Ω | 5.125%, 10/01/34 |  | 2966 | 2914671 |
| Equinor ASA  | Equinor ASA  | Equinor ASA  |  |  |
|  | 1.375%, 05/22/32 | EUR | 9200 | 9570254 |
|  | 1.625%, 11/09/36 | EUR | 4500 | 4274661 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | 17807557 |
| SPAIN — (0.4%) | SPAIN — (0.4%) | SPAIN — (0.4%) | SPAIN — (0.4%) | SPAIN — (0.4%) |
| Merlin Properties Socimi <br> SA  | Merlin Properties Socimi <br> SA  |  |  |  |
|  | 2.375%, 09/18/29 | EUR | 300 | 340112 |
| Naturgy Finance Iberia SA  | Naturgy Finance Iberia SA  |  |  |  |
|  | 3.625%, 10/02/34 | EUR | 4600 | 5309424 |
| Telefonica Emisiones SA  | Telefonica Emisiones SA  |  |  |  |
|  | 7.045%, 06/20/36 |  | 4530 | 5107245 |
| TOTAL SPAIN | TOTAL SPAIN |  |  | 10756781 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.8%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.8%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.8%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.8%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.8%) |
| Eurofima Europaeische <br> Gesellschaft fuer die <br> Finanzierung von <br> Eisenbahnmaterial  | Eurofima Europaeische <br> Gesellschaft fuer die <br> Finanzierung von <br> Eisenbahnmaterial  |  |  |  |
|  | 0.100%, 05/20/30 | EUR | 100 | 103231 |
| European Bank for <br> Reconstruction & <br> Development  | European Bank for <br> Reconstruction & <br> Development  | European Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | SOFR + 0.330%, <br> FRN, 4.590%, <br> 02/20/28<br>|  | 1200 | 1201150 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
| (r) | SOFR + 0.300%, <br> FRN, 4.559%, <br> 02/16/29<br>|  | 2100 | $2098044 |
| European Investment Bank  | European Investment Bank  |  |  |  |
|  | 4.000%, 04/15/30 | EUR | 300 | 369402 |
| European Union  | European Union  | European Union  |  |  |
|  | 1.625%, 12/04/29 | EUR | 300 | 335982 |
|  | 2.750%, 12/13/32 | EUR | 5300 | 6106773 |
|  | 3.250%, 07/04/34 | EUR | 8000 | 9459633 |
|  | 0.250%, 04/22/36 | EUR | 6400 | 5499480 |
|  | 3.375%, 10/04/39 | EUR | 7600 | 8696638 |
| Inter-American Development <br> Bank  | Inter-American Development <br> Bank  | Inter-American Development <br> Bank  |  |  |
| (r) | SOFR + 0.370%, <br> FRN, 4.438%, <br> 08/01/29<br>|  | 3432 | 3432733 |
| (r) | SOFR + 0.390%, <br> FRN, 4.560%, <br> 03/13/30<br>|  | 11100 | 11089430 |
| International Finance Corp.  | International Finance Corp.  | International Finance Corp.  |  |  |
|  | 1.250%, 02/06/31 | AUD | 3000 | 1676473 |
|  | 1.500%, 04/15/35 | AUD | 10100 | 4940132 |
| TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS | TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS |  |  | 55009101 |
| SWEDEN — (0.1%) | SWEDEN — (0.1%) | SWEDEN — (0.1%) | SWEDEN — (0.1%) | SWEDEN — (0.1%) |
| Investor AB  | Investor AB  |  |  |  |
|  | 0.375%, 10/29/35 | EUR | 1000 | 860764 |
| Svensk Exportkredit AB  | Svensk Exportkredit AB  |  |  |  |
|  | 3.375%, 08/30/30 | EUR | 2000 | 2378027 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | 3238791 |
| SWITZERLAND — (0.7%) | SWITZERLAND — (0.7%) | SWITZERLAND — (0.7%) | SWITZERLAND — (0.7%) | SWITZERLAND — (0.7%) |
| Tyco Electronics Group SA  | Tyco Electronics Group SA  |  |  |  |
|  | 3.250%, 01/31/33 | EUR | 3500 | 4032907 |
| UBS Group AG  | UBS Group AG  | UBS Group AG  |  |  |
|  | 0.875%, 11/03/31 | EUR | 17900 | 18158102 |
|  | 0.625%, 02/24/33 | EUR | 200 | 190721 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  |  | 22381730 |
| UNITED KINGDOM — (3.1%) | UNITED KINGDOM — (3.1%) | UNITED KINGDOM — (3.1%) | UNITED KINGDOM — (3.1%) | UNITED KINGDOM — (3.1%) |
| Ashtead Capital, Inc.  | Ashtead Capital, Inc.  | Ashtead Capital, Inc.  |  |  |
| Ω | 2.450%, 08/12/31 |  | 300 | 266118 |
| Ω | 5.500%, 08/11/32 |  | 1000 | 1031095 |
| Ω | 5.950%, 10/15/33 |  | 5000 | 5281431 |
| Barclays PLC  | Barclays PLC  |  |  |  |
|  | 3.250%, 01/17/33 | GBP | 7500 | 8692917 |
| BAT Capital Corp.  | BAT Capital Corp.  |  |  |  |
|  | 2.726%, 03/25/31 |  | 2600 | 2380518 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| BAT International Finance PLC  | BAT International Finance PLC  | BAT International Finance PLC  |  |  |
|  | 3.125%, 03/06/29 | EUR | 1400 | $1629330 |
|  | 2.250%, 01/16/30 | EUR | 6500 | 7289640 |
| BP Capital Markets PLC  | BP Capital Markets PLC  |  |  |  |
|  | 1.231%, 05/08/31 | EUR | 4750 | 4994605 |
| British Telecommunications <br> PLC  | British Telecommunications <br> PLC  |  |  |  |
|  | 3.125%, 11/21/31 | GBP | 1500 | 1815708 |
| CK Hutchison Group <br> Telecom Finance SA  | CK Hutchison Group <br> Telecom Finance SA  |  |  |  |
|  | 1.500%, 10/17/31 | EUR | 2000 | 2082792 |
| CNH Industrial Finance <br> Europe SA  | CNH Industrial Finance <br> Europe SA  |  |  |  |
|  | 1.625%, 07/03/29 | EUR | 2550 | 2833467 |
| HSBC Holdings PLC  | HSBC Holdings PLC  |  |  |  |
|  | 4.950%, 03/31/30 |  | 1600 | 1640003 |
| Imperial Brands Finance <br> PLC  | Imperial Brands Finance <br> PLC  |  |  |  |
|  | 3.875%, 02/12/34 | EUR | 2000 | 2302486 |
| National Grid PLC  | National Grid PLC  | National Grid PLC  |  |  |
|  | 0.750%, 09/01/33 | EUR | 5000 | 4715302 |
|  | 4.275%, 01/16/35 | EUR | 500 | 605951 |
| Segro PLC  | Segro PLC  |  |  |  |
|  | 3.500%, 09/24/32 | EUR | 1900 | 2197625 |
| Southern Gas Networks <br> PLC  | Southern Gas Networks <br> PLC  |  |  |  |
|  | 1.250%, 12/02/31 | GBP | 4200 | 4489581 |
| U.K. Gilts  | U.K. Gilts  | U.K. Gilts  |  |  |
|  | 1.000%, 01/31/32 | GBP | 7500 | 8222780 |
|  | 4.500%, 03/07/35 | GBP | 9000 | 11901443 |
|  | 0.625%, 07/31/35 | GBP | 21000 | 19398704 |
| TOTAL UNITED <br> KINGDOM | TOTAL UNITED <br> KINGDOM |  |  | 93771496 |
| UNITED STATES — (36.9%) | UNITED STATES — (36.9%) | UNITED STATES — (36.9%) | UNITED STATES — (36.9%) | UNITED STATES — (36.9%) |
| 7-Eleven, Inc.  | 7-Eleven, Inc.  |  |  |  |
| Ω | 2.500%, 02/10/41 |  | 5400 | 3765931 |
| Abbott Laboratories  | Abbott Laboratories  |  |  |  |
|  | 5.300%, 05/27/40 |  | 500 | 519320 |
| Advance Auto Parts, Inc.  | Advance Auto Parts, Inc.  | Advance Auto Parts, Inc.  |  |  |
| # | 3.900%, 04/15/30 |  | 700 | 641847 |
|  | 3.500%, 03/15/32 |  | 2600 | 2252274 |
| Aetna, Inc.  | Aetna, Inc.  |  |  |  |
|  | 6.750%, 12/15/37 |  | 700 | 775780 |
| Air Products & Chemicals, <br> Inc.  | Air Products & Chemicals, <br> Inc.  |  |  |  |
|  | 4.000%, 03/03/35 | EUR | 7250 | 8655849 |
| Aircastle Ltd.  | Aircastle Ltd.  |  |  |  |
|  | 4.250%, 06/15/26 |  | 500 | 499677 |
| Ally Financial, Inc.  | Ally Financial, Inc.  |  |  |  |
|  | 8.000%, 11/01/31 |  | 7775 | 8851503 |
| Alphabet, Inc.  | Alphabet, Inc.  | Alphabet, Inc.  |  |  |
|  | 3.000%, 05/06/33 | EUR | 10789 | 12495378 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 1.900%, 08/15/40 |  | 250 | $170767 |
| Altria Group, Inc.  | Altria Group, Inc.  | Altria Group, Inc.  |  |  |
|  | 3.125%, 06/15/31 | EUR | 4118 | 4728131 |
|  | 5.800%, 02/14/39 |  | 3000 | 3089602 |
|  | 3.400%, 02/04/41 |  | 2000 | 1541632 |
|  | 4.500%, 05/02/43 |  | 1000 | 857703 |
| Amazon.com, Inc.  | Amazon.com, Inc.  |  |  |  |
|  | 2.875%, 05/12/41 |  | 6000 | 4591381 |
| American Assets Trust LP  | American Assets Trust LP  |  |  |  |
|  | 6.150%, 10/01/34 |  | 5000 | 5088431 |
| American Honda Finance <br> Corp.  | American Honda Finance <br> Corp.  |  |  |  |
|  | 3.950%, 03/19/32 | EUR | 2800 | 3332294 |
| American National Group, <br> Inc.  | American National Group, <br> Inc.  |  |  |  |
| Ω | 6.144%, 06/13/32 |  | 5000 | 5229687 |
| American Tower Corp.  | American Tower Corp.  | American Tower Corp.  |  |  |
|  | 0.875%, 05/21/29 | EUR | 1000 | 1077263 |
|  | 0.950%, 10/05/30 | EUR | 2000 | 2094640 |
|  | 1.000%, 01/15/32 | EUR | 3247 | 3277657 |
|  | 4.050%, 03/15/32 |  | 2325 | 2253594 |
| Amgen, Inc.  | Amgen, Inc.  | Amgen, Inc.  |  |  |
|  | 3.150%, 02/21/40 |  | 2000 | 1579849 |
|  | 4.950%, 10/01/41 |  | 1500 | 1421262 |
| APA Corp.  | APA Corp.  | APA Corp.  |  |  |
| # | 6.000%, 01/15/37 |  | 500 | 496130 |
|  | 4.750%, 04/15/43 |  | 4828 | 3778819 |
| Apple, Inc.  | Apple, Inc.  | Apple, Inc.  |  |  |
|  | 3.000%, 06/20/27 |  | 64 | 63236 |
|  | 2.375%, 02/08/41 |  | 5000 | 3593403 |
|  | 3.850%, 05/04/43 |  | 1000 | 852811 |
|  | 3.450%, 02/09/45 |  | 1000 | 791126 |
|  | 4.375%, 05/13/45 |  | 1000 | 901822 |
| ARES Capital Corp.  | ARES Capital Corp.  | ARES Capital Corp.  |  |  |
|  | 3.200%, 11/15/31 |  | 3700 | 3274347 |
| # | 5.800%, 03/08/32 |  | 1000 | 1011343 |
| Arizona Public Service Co.  | Arizona Public Service Co.  | Arizona Public Service Co.  |  |  |
|  | 2.200%, 12/15/31 |  | 500 | 438876 |
|  | 5.050%, 09/01/41 |  | 700 | 667845 |
| Ashland, Inc.  | Ashland, Inc.  |  |  |  |
| Ω | 3.375%, 09/01/31 |  | 12070 | 10759035 |
| Assurant, Inc.  | Assurant, Inc.  |  |  |  |
|  | 2.650%, 01/15/32 |  | 4450 | 3913110 |
| AT&T, Inc.  | AT&T, Inc.  | AT&T, Inc.  |  |  |
|  | 2.600%, 12/17/29 | EUR | 1463 | 1673630 |
|  | 3.550%, 12/17/32 | EUR | 1500 | 1756602 |
|  | 2.550%, 12/01/33 |  | 181 | 153728 |
|  | 4.850%, 03/01/39 |  | 1700 | 1627180 |
|  | 4.300%, 12/15/42 |  | 3500 | 2994348 |
| AutoNation, Inc.  | AutoNation, Inc.  | AutoNation, Inc.  |  |  |
|  | 2.400%, 08/01/31 |  | 7300 | 6379454 |
|  | 3.850%, 03/01/32 |  | 8000 | 7467260 |
| Avnet, Inc.  | Avnet, Inc.  | Avnet, Inc.  |  |  |
|  | 4.625%, 04/15/26 |  | 65 | 64982 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 3.000%, 05/15/31 |  | 555 | $501949 |
| Ball Corp.  | Ball Corp.  |  |  |  |
|  | 2.875%, 08/15/30 |  | 5865 | 5362346 |
| Baxter International, Inc.  | Baxter International, Inc.  |  |  |  |
|  | 1.300%, 05/15/29 | EUR | 1300 | 1425507 |
| Belo Corp.  | Belo Corp.  |  |  |  |
|  | 7.250%, 09/15/27 |  | 1000 | 1041385 |
| Berkshire Hathaway Finance <br> Corp.  | Berkshire Hathaway Finance <br> Corp.  | Berkshire Hathaway Finance <br> Corp.  |  |  |
|  | 1.450%, 10/15/30 |  | 100 | 88535 |
|  | 2.000%, 03/18/34 | EUR | 6500 | 6839588 |
|  | 2.375%, 06/19/39 | GBP | 15000 | 14031836 |
|  | 4.300%, 05/15/43 |  | 3300 | 2969252 |
| Berkshire Hathaway, Inc.  | Berkshire Hathaway, Inc.  | Berkshire Hathaway, Inc.  |  |  |
|  | 0.440%, 09/13/29 | JPY | 2020000 | 12447947 |
|  | 0.437%, 04/15/31 | JPY | 2050000 | 12192468 |
|  | 0.472%, 01/23/32 | JPY | 1100000 | 6403752 |
| Black Hills Corp.  | Black Hills Corp.  |  |  |  |
|  | 4.350%, 05/01/33 |  | 2250 | 2175626 |
| Blackrock, Inc.  | Blackrock, Inc.  |  |  |  |
|  | 4.750%, 05/25/33 |  | 5000 | 5106207 |
| Block, Inc.  | Block, Inc.  |  |  |  |
| # | 3.500%, 06/01/31 |  | 9932 | 9247568 |
| Blue Owl Finance LLC  | Blue Owl Finance LLC  |  |  |  |
|  | 6.250%, 04/18/34 |  | 3200 | 3320644 |
| Boardwalk Pipelines LP  | Boardwalk Pipelines LP  |  |  |  |
|  | 3.600%, 09/01/32 |  | 1700 | 1570154 |
| Booking Holdings, Inc.  | Booking Holdings, Inc.  |  |  |  |
|  | 4.750%, 11/15/34 | EUR | 5000 | 6350905 |
| BorgWarner, Inc.  | BorgWarner, Inc.  |  |  |  |
|  | 1.000%, 05/19/31 | EUR | 1600 | 1641224 |
| Boston Properties LP  | Boston Properties LP  |  |  |  |
|  | 2.450%, 10/01/33 |  | 3000 | 2464004 |
| BP Capital Markets PLC  | BP Capital Markets PLC  |  |  |  |
|  | 2.822%, 04/07/32 | EUR | 4000 | 4529561 |
| Brighthouse Financial, Inc.  | Brighthouse Financial, Inc.  |  |  |  |
| # | 5.625%, 05/15/30 |  | 749 | 764949 |
| Broadcom, Inc.  | Broadcom, Inc.  | Broadcom, Inc.  |  |  |
|  | 3.419%, 04/15/33 |  | 1000 | 932477 |
| Ω | 3.137%, 11/15/35 |  | 205 | 177676 |
|  | 3.500%, 02/15/41 |  | 14600 | 12071379 |
| Broadstone Net Lease LLC  | Broadstone Net Lease LLC  |  |  |  |
|  | 2.600%, 09/15/31 |  | 7685 | 6759893 |
| Brunswick Corp.  | Brunswick Corp.  | Brunswick Corp.  |  |  |
|  | 2.400%, 08/18/31 |  | 2700 | 2346969 |
|  | 4.400%, 09/15/32 |  | 10000 | 9501411 |
| Buckeye Partners LP  | Buckeye Partners LP  |  |  |  |
|  | 3.950%, 12/01/26 |  | 87 | 86243 |
| Capital One Financial <br> Corp.  | Capital One Financial <br> Corp.  |  |  |  |
|  | 1.650%, 06/12/29 | EUR | 8515 | 9392084 |
| Carrier Global Corp.  | Carrier Global Corp.  |  |  |  |
|  | 3.625%, 01/15/37 | EUR | 3000 | 3407823 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| CBRE Services, Inc.  | CBRE Services, Inc.  |  |  |  |
|  | 5.950%, 08/15/34 |  | 1713 | $1831754 |
| Celanese U.S. Holdings <br> LLC  | Celanese U.S. Holdings <br> LLC  |  |  |  |
|  | 0.625%, 09/10/28 | EUR | 2000 | 2098222 |
| CF Industries, Inc.  | CF Industries, Inc.  | CF Industries, Inc.  |  |  |
|  | 4.950%, 06/01/43 |  | 2500 | 2290230 |
|  | 5.375%, 03/15/44 |  | 2000 | 1923279 |
| Chemours Co.  | Chemours Co.  |  |  |  |
|  | 5.375%, 05/15/27 |  | 1600 | 1593718 |
| Chevron USA, Inc.  | Chevron USA, Inc.  | Chevron USA, Inc.  |  |  |
| (r) | SOFR + 0.470%, <br> FRN, 4.698%, <br> 02/26/28<br>|  | 1900 | 1905409 |
| (r) | SOFR + 0.570%, <br> FRN, 4.839%, <br> 08/13/28<br>|  | 7224 | 7251201 |
|  | 5.250%, 11/15/43 |  | 5300 | 5366145 |
| Choice Hotels <br> International, Inc.  | Choice Hotels <br> International, Inc.  |  |  |  |
|  | 3.700%, 12/01/29 |  | 700 | 672010 |
| Cigna Group  | Cigna Group  |  |  |  |
|  | 4.800%, 08/15/38 |  | 1636 | 1557038 |
| CMS Energy Corp.  | CMS Energy Corp.  | CMS Energy Corp.  |  |  |
|  | 3.600%, 11/15/25 |  | 37 | 36965 |
|  | 3.000%, 05/15/26 |  | 58 | 57617 |
| CNO Financial Group, Inc.  | CNO Financial Group, Inc.  |  |  |  |
|  | 5.250%, 05/30/29 |  | 1460 | 1483431 |
| Comcast Corp.  | Comcast Corp.  |  |  |  |
|  | 0.750%, 02/20/32 | EUR | 700 | 697089 |
| Conagra Brands, Inc.  | Conagra Brands, Inc.  |  |  |  |
|  | 5.300%, 11/01/38 |  | 8000 | 7697824 |
| Constellation Energy <br> Generation LLC  | Constellation Energy <br> Generation LLC  |  |  |  |
|  | 6.250%, 10/01/39 |  | 1500 | 1639553 |
| Continental Resources, Inc.  | Continental Resources, Inc.  | Continental Resources, Inc.  |  |  |
| Ω | 5.750%, 01/15/31 |  | 3000 | 3089129 |
| Ω | 2.875%, 04/01/32 |  | 3000 | 2619644 |
| COPT Defense Properties LP  | COPT Defense Properties LP  | COPT Defense Properties LP  |  |  |
|  | 2.750%, 04/15/31 |  | 2000 | 1814095 |
|  | 2.900%, 12/01/33 |  | 2875 | 2453517 |
| Cox Communications, Inc.  | Cox Communications, Inc.  | Cox Communications, Inc.  |  |  |
| Ω | 4.800%, 02/01/35 |  | 8000 | 7532154 |
| Ω | 8.375%, 03/01/39 |  | 2225 | 2657082 |
| Crown Castle, Inc.  | Crown Castle, Inc.  |  |  |  |
|  | 2.900%, 04/01/41 |  | 1600 | 1172604 |
| CVS Health Corp.  | CVS Health Corp.  | CVS Health Corp.  |  |  |
|  | 6.125%, 09/15/39 |  | 8249 | 8623963 |
|  | 4.125%, 04/01/40 |  | 2425 | 2075325 |
|  | 6.000%, 06/01/44 |  | 1000 | 1012869 |
| Dell, Inc.  | Dell, Inc.  |  |  |  |
|  | 6.500%, 04/15/38 |  | 3500 | 3821321 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Dentsply Sirona, Inc.  | Dentsply Sirona, Inc.  |  |  |  |
| # | 3.250%, 06/01/30 |  | 5000 | $4636526 |
| Devon Energy Corp.  | Devon Energy Corp.  | Devon Energy Corp.  |  |  |
|  | 5.600%, 07/15/41 |  | 1197 | 1152939 |
|  | 4.750%, 05/15/42 |  | 1000 | 867541 |
| Dick's Sporting Goods, Inc.  | Dick's Sporting Goods, Inc.  |  |  |  |
| # | 3.150%, 01/15/32 |  | 9700 | 8905170 |
| Digital Dutch Finco BV  | Digital Dutch Finco BV  |  |  |  |
|  | 1.250%, 02/01/31 | EUR | 1050 | 1092954 |
| Dominion Energy, Inc.  | Dominion Energy, Inc.  |  |  |  |
|  | 4.900%, 08/01/41 |  | 1500 | 1397375 |
| Dow Chemical Co.  | Dow Chemical Co.  | Dow Chemical Co.  |  |  |
|  | 1.125%, 03/15/32 | EUR | 1932 | 1924719 |
|  | 4.250%, 10/01/34 |  | 1055 | 970577 |
| DPL LLC  | DPL LLC  |  |  |  |
|  | 4.350%, 04/15/29 |  | 5029 | 4939286 |
| Duke Energy Corp.  | Duke Energy Corp.  | Duke Energy Corp.  |  |  |
|  | 3.850%, 06/15/34 | EUR | 5000 | 5804706 |
|  | 3.300%, 06/15/41 |  | 1250 | 969169 |
| Eastman Chemical Co.  | Eastman Chemical Co.  |  |  |  |
|  | 4.650%, 10/15/44 |  | 5000 | 4291834 |
| Enbridge Energy <br> Partners LP  | Enbridge Energy <br> Partners LP  |  |  |  |
|  | 5.500%, 09/15/40 |  | 234 | 234488 |
| Energy Transfer LP  | Energy Transfer LP  | Energy Transfer LP  |  |  |
|  | 5.800%, 06/15/38 |  | 369 | 376582 |
|  | 6.500%, 02/01/42 |  | 8000 | 8427279 |
| EPR Properties  | EPR Properties  | EPR Properties  |  |  |
|  | 4.950%, 04/15/28 |  | 1500 | 1513999 |
|  | 3.600%, 11/15/31 |  | 6000 | 5536462 |
| EQT Corp.  | EQT Corp.  |  |  |  |
|  | 4.750%, 01/15/31 |  | 3500 | 3503213 |
| Equifax, Inc.  | Equifax, Inc.  |  |  |  |
|  | 3.250%, 06/01/26 |  | 900 | 894443 |
| Exxon Mobil Corp.  | Exxon Mobil Corp.  | Exxon Mobil Corp.  |  |  |
|  | 0.835%, 06/26/32 | EUR | 46840 | 46986664 |
|  | 1.408%, 06/26/39 | EUR | 8000 | 6828228 |
|  | 2.995%, 08/16/39 |  | 200 | 160532 |
| F&G Annuities & Life, Inc.  | F&G Annuities & Life, Inc.  |  |  |  |
|  | 6.250%, 10/04/34 |  | 4600 | 4675709 |
| FedEx Corp.  | FedEx Corp.  | FedEx Corp.  |  |  |
| Ω | 0.950%, 05/04/33 | EUR | 3900 | 3690330 |
|  | 4.900%, 01/15/34 |  | 600 | 597599 |
|  | 4.100%, 04/15/43 |  | 3000 | 2419650 |
| Fidelity National Financial, <br> Inc.  | Fidelity National Financial, <br> Inc.  |  |  |  |
|  | 2.450%, 03/15/31 |  | 2350 | 2080834 |
| Fidelity National Information <br> Services, Inc.  | Fidelity National Information <br> Services, Inc.  | Fidelity National Information <br> Services, Inc.  |  |  |
|  | 2.000%, 05/21/30 | EUR | 3000 | 3295235 |
|  | 2.950%, 05/21/39 | EUR | 1000 | 1027696 |
|  | 3.100%, 03/01/41 |  | 39 | 29129 |
| Fiserv, Inc.  | Fiserv, Inc.  | Fiserv, Inc.  |  |  |
|  | 1.625%, 07/01/30 | EUR | 10300 | 11017983 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 3.000%, 07/01/31 | GBP | 2000 | $2371839 |
| Five Corners Funding Trust <br> II  | Five Corners Funding Trust <br> II  |  |  |  |
| Ω | 2.850%, 05/15/30 |  | 1100 | 1033209 |
| Flex Ltd.  | Flex Ltd.  | Flex Ltd.  |  |  |
|  | 4.875%, 06/15/29 |  | 549 | 555873 |
|  | 4.875%, 05/12/30 |  | 9950 | 10073959 |
| Flowserve Corp.  | Flowserve Corp.  | Flowserve Corp.  |  |  |
|  | 3.500%, 10/01/30 |  | 300 | 285719 |
|  | 2.800%, 01/15/32 |  | 13636 | 12130012 |
| FMC Corp.  | FMC Corp.  |  |  |  |
| # | 5.650%, 05/18/33 |  | 1500 | 1433507 |
| Ford Motor Co.  | Ford Motor Co.  | Ford Motor Co.  |  |  |
|  | 3.250%, 02/12/32 |  | 1000 | 872060 |
|  | 4.750%, 01/15/43 |  | 1000 | 804740 |
| Ford Motor Credit Co. LLC  | Ford Motor Credit Co. LLC  | Ford Motor Credit Co. LLC  |  |  |
|  | 5.113%, 05/03/29 |  | 301 | 299754 |
|  | 4.000%, 11/13/30 |  | 613 | 575113 |
|  | 3.625%, 06/17/31 |  | 1000 | 907210 |
|  | 6.500%, 02/07/35 |  | 7000 | 7244656 |
| Fortune Brands <br> Innovations, Inc.  | Fortune Brands <br> Innovations, Inc.  |  |  |  |
|  | 4.000%, 03/25/32 |  | 500 | 477250 |
| Fox Corp.  | Fox Corp.  |  |  |  |
|  | 5.476%, 01/25/39 |  | 10014 | 10068627 |
| Freeport-McMoRan, Inc.  | Freeport-McMoRan, Inc.  |  |  |  |
|  | 5.450%, 03/15/43 |  | 5000 | 4850545 |
| GATX Corp.  | GATX Corp.  |  |  |  |
|  | 3.500%, 06/01/32 |  | 316 | 293103 |
| General Mills, Inc.  | General Mills, Inc.  |  |  |  |
|  | 3.850%, 04/23/34 | EUR | 2700 | 3174952 |
| General Motors Co.  | General Motors Co.  |  |  |  |
|  | 5.150%, 04/01/38 |  | 1000 | 965622 |
| General Motors Financial Co., <br> Inc.  | General Motors Financial Co., <br> Inc.  | General Motors Financial Co., <br> Inc.  |  |  |
|  | 3.600%, 06/21/30 |  | 1000 | 959178 |
|  | 2.700%, 06/10/31 |  | 2500 | 2250631 |
|  | 3.100%, 01/12/32 |  | 1000 | 905971 |
| Global Payments, Inc.  | Global Payments, Inc.  |  |  |  |
|  | 2.900%, 05/15/30 |  | 2400 | 2214607 |
| GLP Capital LP/GLP <br> Financing II, Inc.  | GLP Capital LP/GLP <br> Financing II, Inc.  |  |  |  |
|  | 3.250%, 01/15/32 |  | 500 | 448791 |
| Goldman Sachs Group, <br> Inc.  | Goldman Sachs Group, <br> Inc.  |  |  |  |
|  | 0.750%, 03/23/32 | EUR | 6379 | 6375749 |
| Goodyear Tire & Rubber <br> Co.  | Goodyear Tire & Rubber <br> Co.  |  |  |  |
| # | 4.875%, 03/15/27 |  | 2739 | 2718657 |
| Graphic Packaging <br> International LLC  | Graphic Packaging <br> International LLC  |  |  |  |
| Ω | 3.750%, 02/01/30 |  | 4540 | 4264638 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Hasbro, Inc.  | Hasbro, Inc.  | Hasbro, Inc.  |  |  |
|  | 6.350%, 03/15/40 |  | 1350 | $1423329 |
|  | 5.100%, 05/15/44 |  | 1000 | 891526 |
| HAT Holdings I LLC/HAT <br> Holdings II LLC  | HAT Holdings I LLC/HAT <br> Holdings II LLC  |  |  |  |
| Ω | 3.750%, 09/15/30 |  | 9400 | 8668135 |
| HCA, Inc.  | HCA, Inc.  | HCA, Inc.  |  |  |
|  | 7.500%, 11/06/33 |  | 273 | 315936 |
|  | 4.375%, 03/15/42 |  | 2600 | 2242889 |
| Healthcare Realty <br> Holdings LP  | Healthcare Realty <br> Holdings LP  |  |  |  |
|  | 2.000%, 03/15/31 |  | 1600 | 1393408 |
| Helmerich & Payne, Inc.  | Helmerich & Payne, Inc.  |  |  |  |
| # | 5.500%, 12/01/34 |  | 5000 | 4924789 |
| Hess Corp.  | Hess Corp.  |  |  |  |
|  | 5.600%, 02/15/41 |  | 2500 | 2615489 |
| Howmet Aerospace, Inc.  | Howmet Aerospace, Inc.  |  |  |  |
|  | 5.950%, 02/01/37 |  | 500 | 542790 |
| HP, Inc.  | HP, Inc.  | HP, Inc.  |  |  |
|  | 5.500%, 01/15/33 |  | 2000 | 2062159 |
| # | 6.000%, 09/15/41 |  | 10400 | 10656669 |
| Huntsman International LLC  | Huntsman International LLC  | Huntsman International LLC  |  |  |
|  | 4.500%, 05/01/29 |  | 4750 | 4391324 |
| # | 5.700%, 10/15/34 |  | 5000 | 4363096 |
| Intel Corp.  | Intel Corp.  | Intel Corp.  |  |  |
|  | 4.600%, 03/25/40 |  | 1200 | 1085867 |
|  | 2.800%, 08/12/41 |  | 1657 | 1166267 |
|  | 5.625%, 02/10/43 |  | 11900 | 11742741 |
| International Business <br> Machines Corp.  | International Business <br> Machines Corp.  |  |  |  |
|  | 0.650%, 02/11/32 | EUR | 5000 | 4980407 |
| Interstate Power & Light <br> Co.  | Interstate Power & Light <br> Co.  |  |  |  |
|  | 5.700%, 10/15/33 |  | 500 | 528152 |
| Invitation Homes Operating <br> Partnership LP  | Invitation Homes Operating <br> Partnership LP  | Invitation Homes Operating <br> Partnership LP  |  |  |
|  | 2.000%, 08/15/31 |  | 1000 | 865859 |
|  | 2.700%, 01/15/34 |  | 2100 | 1787507 |
| Jabil, Inc.  | Jabil, Inc.  |  |  |  |
|  | 3.600%, 01/15/30 |  | 296 | 286057 |
| Jackson Financial, Inc.  | Jackson Financial, Inc.  |  |  |  |
|  | 3.125%, 11/23/31 |  | 1671 | 1514545 |
| Jacobs Engineering Group, <br> Inc.  | Jacobs Engineering Group, <br> Inc.  |  |  |  |
|  | 5.900%, 03/01/33 |  | 750 | 787840 |
| Jefferies Financial Group, Inc.  | Jefferies Financial Group, Inc.  | Jefferies Financial Group, Inc.  |  |  |
|  | 4.850%, 01/15/27 |  | 57 | 57170 |
|  | 2.625%, 10/15/31 |  | 1200 | 1054343 |
|  | 2.750%, 10/15/32 |  | 3200 | 2765628 |
| John Deere Capital Corp., <br> SOFR + 0.790%, FRN | John Deere Capital Corp., <br> SOFR + 0.790%, FRN |  |  |  |
| (r) | 4.994%, 06/08/26 |  | 5000 | 5016041 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Johnson & Johnson  | Johnson & Johnson  |  |  |
| 2.450%, 03/01/26 |  | 38 | $37816 |
| 2.950%, 03/03/27 |  | 100 | 98988 |
| 3.050%, 02/26/33 | EUR | 2300 | 2693728 |
| 2.100%, 09/01/40 |  | 250 | 177375 |
| JPMorgan Chase & Co.  |  |  |  |
| 5.600%, 07/15/41 |  | 6700 | 7034934 |
| Juniper Networks, Inc.  | Juniper Networks, Inc.  |  |  |
| 3.750%, 08/15/29 |  | 2600 | 2539228 |
| 2.000%, 12/10/30 |  | 750 | 659160 |
| KB Home  |  |  |  |
| 4.000%, 06/15/31 |  | 2315 | 2185641 |
| Kemper Corp.  | Kemper Corp.  |  |  |
| 2.400%, 09/30/30 |  | 4800 | 4278093 |
| 3.800%, 02/23/32 |  | 3500 | 3234736 |
| Kilroy Realty LP  | Kilroy Realty LP  |  |  |
| 2.500%, 11/15/32 |  | 10500 | 8717489 |
| 2.650%, 11/15/33 |  | 2000 | 1633939 |
| Kinder Morgan Energy <br> Partners LP  | Kinder Morgan Energy <br> Partners LP  |  |  |
| 6.950%, 01/15/38 |  | 4500 | 5079610 |
| 5.000%, 08/15/42 |  | 1000 | 924495 |
| 5.000%, 03/01/43 |  | 6900 | 6363762 |
| Kroger Co.  |  |  |  |
| 6.900%, 04/15/38 |  | 1500 | 1718588 |
| Kyndryl Holdings, Inc.  |  |  |  |
| 4.100%, 10/15/41 |  | 15500 | 12454825 |
| Las Vegas Sands Corp.  | Las Vegas Sands Corp.  |  |  |
| 3.900%, 08/08/29 |  | 1721 | 1670803 |
| 6.200%, 08/15/34 |  | 4500 | 4725238 |
| Liberty Mutual Group, Inc.  |  |  |  |
| 4.625%, 12/02/30 | EUR | 2000 | 2466175 |
| Lincoln National Corp.  | Lincoln National Corp.  |  |  |
| 6.300%, 10/09/37 |  | 3550 | 3816834 |
| 7.000%, 06/15/40 |  | 800 | 906107 |
| LYB International Finance <br> II BV  |  |  |  |
| 1.625%, 09/17/31 | EUR | 6500 | 6783815 |
| Markel Group, Inc.  |  |  |  |
| 3.350%, 09/17/29 |  | 4300 | 4137132 |
| Marriott International, Inc.  | Marriott International, Inc.  |  |  |
| 4.000%, 04/15/28 |  | 5901 | 5886391 |
| 5.500%, 04/15/37 |  | 2000 | 2053514 |
| Merck & Co., Inc.  |  |  |  |
| 2.350%, 06/24/40 |  | 250 | 180955 |
| Meta Platforms, Inc.  | Meta Platforms, Inc.  |  |  |
| 4.950%, 05/15/33 |  | 7770 | 7977910 |
| 4.750%, 08/15/34 |  | 259 | 260202 |
| MetLife, Inc.  |  |  |  |
| 6.500%, 12/15/32 |  | 281 | 317464 |
| MGM Resorts International  |  |  |  |
| 4.625%, 09/01/26 |  | 2693 | 2689077 |
| Micron Technology, Inc.  | Micron Technology, Inc.  |  |  |
| 2.703%, 04/15/32 |  | 500 | 446439 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 3.366%, 11/01/41 |  | 1500 | $1158737 |
| Molina Healthcare, Inc.  | Molina Healthcare, Inc.  | Molina Healthcare, Inc.  |  |  |
| Ω | 3.875%, 11/15/30 |  | 500 | 461211 |
| Ω | 3.875%, 05/15/32 |  | 7850 | 7077892 |
| Molson Coors Beverage <br> Co.  | Molson Coors Beverage <br> Co.  |  |  |  |
|  | 5.000%, 05/01/42 |  | 4600 | 4292492 |
| Morgan Stanley  | Morgan Stanley  |  |  |  |
|  | 6.375%, 07/24/42 |  | 2027 | 2286671 |
| MPLX LP  | MPLX LP  |  |  |  |
|  | 4.500%, 04/15/38 |  | 3500 | 3173416 |
| Nasdaq, Inc.  | Nasdaq, Inc.  |  |  |  |
|  | 0.900%, 07/30/33 | EUR | 1000 | 957925 |
| National Rural Utilities <br> Cooperative Finance <br> Corp.  | National Rural Utilities <br> Cooperative Finance <br> Corp.  |  |  |  |
|  | 8.000%, 03/01/32 |  | 1232 | 1460815 |
| Nestle Finance <br> International Ltd.  | Nestle Finance <br> International Ltd.  |  |  |  |
|  | 5.125%, 12/07/38 | GBP | 631 | 826513 |
| NewMarket Corp.  | NewMarket Corp.  |  |  |  |
|  | 2.700%, 03/18/31 |  | 3255 | 2961600 |
| NIKE, Inc.  | NIKE, Inc.  |  |  |  |
|  | 3.250%, 03/27/40 |  | 6277 | 5101408 |
| Nissan Motor Acceptance <br> Co. LLC  | Nissan Motor Acceptance <br> Co. LLC  |  |  |  |
| Ω | 2.450%, 09/15/28 |  | 800 | 731420 |
| Nordstrom, Inc.  | Nordstrom, Inc.  | Nordstrom, Inc.  |  |  |
|  | 4.000%, 03/15/27 |  | 500 | 489810 |
| # | 4.375%, 04/01/30 |  | 2300 | 2175141 |
|  | 4.250%, 08/01/31 |  | 3300 | 3004778 |
| Novartis Capital Corp.  | Novartis Capital Corp.  | Novartis Capital Corp.  |  |  |
|  | 3.700%, 09/21/42 |  | 200 | 166445 |
|  | 4.400%, 05/06/44 |  | 1000 | 907596 |
| Nucor Corp.  | Nucor Corp.  |  |  |  |
|  | 3.125%, 04/01/32 |  | 2300 | 2128525 |
| NuStar Logistics LP  | NuStar Logistics LP  |  |  |  |
|  | 5.625%, 04/28/27 |  | 432 | 435679 |
| NVIDIA Corp.  | NVIDIA Corp.  |  |  |  |
|  | 3.500%, 04/01/40 |  | 500 | 429556 |
| OneMain Finance Corp.  | OneMain Finance Corp.  |  |  |  |
|  | 7.125%, 03/15/26 |  | 1742 | 1753363 |
| ONEOK, Inc.  | ONEOK, Inc.  |  |  |  |
|  | 6.350%, 01/15/31 |  | 1200 | 1284459 |
| Oracle Corp.  | Oracle Corp.  | Oracle Corp.  |  |  |
|  | 3.800%, 11/15/37 |  | 2000 | 1691957 |
|  | 6.125%, 07/08/39 |  | 1400 | 1442621 |
|  | 3.600%, 04/01/40 |  | 3000 | 2349386 |
|  | 5.375%, 07/15/40 |  | 1100 | 1048194 |
|  | 3.650%, 03/25/41 |  | 9000 | 6989159 |
| Owens Corning  | Owens Corning  |  |  |  |
|  | 3.500%, 02/15/30 |  | 9200 | 8879948 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Paramount Global  | Paramount Global  | Paramount Global  |  |  |
|  | 7.875%, 07/30/30 |  | 1513 | $1674930 |
|  | 4.950%, 01/15/31 |  | 500 | 490291 |
| # | 4.200%, 05/19/32 |  | 3000 | 2775105 |
|  | 5.500%, 05/15/33 |  | 400 | 393113 |
|  | 6.875%, 04/30/36 |  | 2000 | 2103308 |
|  | 5.850%, 09/01/43 |  | 3000 | 2695842 |
| Philip Morris International, Inc. | Philip Morris International, Inc. | Philip Morris International, Inc. |  |  |
|  | 0.800%, 08/01/31 | EUR | 4700 | 4767952 |
| Piedmont Operating <br> Partnership LP  | Piedmont Operating <br> Partnership LP  | Piedmont Operating <br> Partnership LP  |  |  |
|  | 3.150%, 08/15/30 |  | 5300 | 4834603 |
|  | 2.750%, 04/01/32 |  | 4600 | 3918859 |
| Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  | Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  | Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  |  |  |
|  | 6.700%, 05/15/36 |  | 800 | 869490 |
|  | 6.650%, 01/15/37 |  | 1700 | 1847135 |
|  | 4.300%, 01/31/43 |  | 534 | 437060 |
| PPG Industries, Inc.  | PPG Industries, Inc.  |  |  |  |
|  | 3.250%, 03/04/32 | EUR | 2311 | 2655908 |
| Principal Financial Group, <br> Inc.  | Principal Financial Group, <br> Inc.  |  |  |  |
|  | 6.050%, 10/15/36 |  | 500 | 543419 |
| Prologis Euro Finance LLC  | Prologis Euro Finance LLC  | Prologis Euro Finance LLC  |  |  |
|  | 0.625%, 09/10/31 | EUR | 1493 | 1493796 |
|  | 0.500%, 02/16/32 | EUR | 11500 | 11240990 |
| Public Service Enterprise <br> Group, Inc.  | Public Service Enterprise <br> Group, Inc.  |  |  |  |
|  | 8.625%, 04/15/31 |  | 575 | 663824 |
| Public Storage Operating <br> Co.  | Public Storage Operating <br> Co.  |  |  |  |
|  | 0.875%, 01/24/32 | EUR | 9400 | 9414721 |
| PulteGroup, Inc.  | PulteGroup, Inc.  |  |  |  |
|  | 6.000%, 02/15/35 |  | 800 | 862128 |
| Rayonier LP  | Rayonier LP  |  |  |  |
|  | 2.750%, 05/17/31 |  | 3185 | 2865476 |
| Realty Income Corp.  | Realty Income Corp.  |  |  |  |
|  | 5.875%, 03/15/35 |  | 156 | 166337 |
| Rockies Express <br> Pipeline LLC  | Rockies Express <br> Pipeline LLC  |  |  |  |
| Ω | 7.500%, 07/15/38 |  | 1000 | 1084467 |
| Royalty Pharma PLC  | Royalty Pharma PLC  | Royalty Pharma PLC  |  |  |
|  | 2.150%, 09/02/31 |  | 1100 | 959185 |
|  | 3.300%, 09/02/40 |  | 2900 | 2245569 |
| RTX Corp.  | RTX Corp.  | RTX Corp.  |  |  |
|  | 4.450%, 11/16/38 |  | 1000 | 943772 |
|  | 4.500%, 06/01/42 |  | 3000 | 2726911 |
| Sabra Health Care LP  | Sabra Health Care LP  | Sabra Health Care LP  |  |  |
|  | 3.900%, 10/15/29 |  | 6730 | 6540660 |
|  | 3.200%, 12/01/31 |  | 3658 | 3320364 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Seagate Data Storage <br> Technology Pte. Ltd.  | Seagate Data Storage <br> Technology Pte. Ltd.  | Seagate Data Storage <br> Technology Pte. Ltd.  |  |  |
| Ω | 4.091%, 06/01/29 |  | 900 | $875546 |
| Ω | 4.125%, 01/15/31 |  | 9500 | 8947341 |
| Ω | 5.750%, 12/01/34 |  | 2800 | 2862056 |
| Sealed Air Corp.  | Sealed Air Corp.  | Sealed Air Corp.  |  |  |
| Ω | 4.000%, 12/01/27 |  | 1600 | 1576731 |
| Ω | 6.875%, 07/15/33 |  | 8692 | 9463850 |
| Selective Insurance Group, <br> Inc.  | Selective Insurance Group, <br> Inc.  |  |  |  |
|  | 5.900%, 04/15/35 |  | 2500 | 2605685 |
| Sempra  | Sempra  | Sempra  |  |  |
|  | 3.800%, 02/01/38 |  | 1253 | 1075734 |
|  | 6.000%, 10/15/39 |  | 2000 | 2089404 |
| Sensata Technologies, Inc.  | Sensata Technologies, Inc.  |  |  |  |
| Ω | 4.375%, 02/15/30 |  | 5000 | 4821484 |
| Shell Finance U.S., Inc.  | Shell Finance U.S., Inc.  | Shell Finance U.S., Inc.  |  |  |
|  | 4.550%, 08/12/43 |  | 2000 | 1817423 |
|  | 4.375%, 05/11/45 |  | 2375 | 2082047 |
| Shell International Finance BV  | Shell International Finance BV  | Shell International Finance BV  |  |  |
|  | 1.875%, 04/07/32 | EUR | 6800 | 7357923 |
|  | 1.250%, 11/11/32 | EUR | 8560 | 8716631 |
|  | 5.500%, 03/25/40 |  | 5800 | 6009584 |
|  | 3.625%, 08/21/42 |  | 12200 | 9931771 |
| Simon Property Group LP  | Simon Property Group LP  | Simon Property Group LP  |  |  |
|  | 2.650%, 07/15/30 |  | 6864 | 6407898 |
|  | 2.250%, 01/15/32 |  | 100 | 87760 |
| Spectra Energy <br> Partners LP  | Spectra Energy <br> Partners LP  |  |  |  |
|  | 4.500%, 03/15/45 |  | 2000 | 1732865 |
| State Street Bank & Trust <br> Co., SOFR + 0.460%, <br> FRN | State Street Bank & Trust <br> Co., SOFR + 0.460%, <br> FRN |  |  |  |
| (r) | 4.694%, 11/25/26 |  | 4000 | 4015069 |
| Steelcase, Inc.  | Steelcase, Inc.  |  |  |  |
|  | 5.125%, 01/18/29 |  | 542 | 529805 |
| Stellantis Finance U.S., Inc.  | Stellantis Finance U.S., Inc.  | Stellantis Finance U.S., Inc.  |  |  |
| Ω | 2.691%, 09/15/31 |  | 800 | 694995 |
| #Ω | 6.450%, 03/18/35 |  | 3000 | 3114125 |
| Store Capital LLC  | Store Capital LLC  |  |  |  |
|  | 4.625%, 03/15/29 |  | 200 | 198773 |
| Tanger Properties LP  | Tanger Properties LP  |  |  |  |
|  | 2.750%, 09/01/31 |  | 1000 | 898468 |
| Tapestry, Inc.  | Tapestry, Inc.  |  |  |  |
|  | 3.050%, 03/15/32 |  | 1800 | 1626884 |
| Targa Resources Corp.  | Targa Resources Corp.  |  |  |  |
|  | 4.200%, 02/01/33 |  | 1500 | 1428165 |
| Taylor Morrison Communities, <br> Inc.  | Taylor Morrison Communities, <br> Inc.  | Taylor Morrison Communities, <br> Inc.  |  |  |
| Ω | 5.875%, 06/15/27 |  | 100 | 100999 |
| Ω | 5.750%, 01/15/28 |  | 4500 | 4565722 |
| Ω | 5.125%, 08/01/30 |  | 650 | 649143 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| TC PipeLines LP  | TC PipeLines LP  |  |  |  |
|  | 3.900%, 05/25/27 |  | 2000 | $1989902 |
| Timken Co.  | Timken Co.  |  |  |  |
|  | 4.125%, 04/01/32 |  | 600 | 575297 |
| T-Mobile USA, Inc.  | T-Mobile USA, Inc.  | T-Mobile USA, Inc.  |  |  |
|  | 6.700%, 12/15/33 |  | 800 | 894885 |
|  | 4.375%, 04/15/40 |  | 6700 | 6019415 |
| Under Armour, Inc.  | Under Armour, Inc.  |  |  |  |
|  | 3.250%, 06/15/26 |  | 6250 | 6188015 |
| UnitedHealth Group, Inc.  | UnitedHealth Group, Inc.  | UnitedHealth Group, Inc.  |  |  |
|  | 3.500%, 08/15/39 |  | 5300 | 4431006 |
|  | 2.750%, 05/15/40 |  | 1000 | 748085 |
| Unum Group  | Unum Group  | Unum Group  |  |  |
|  | 3.875%, 11/05/25 |  | 23 | 22999 |
|  | 5.750%, 08/15/42 |  | 125 | 124725 |
| Verizon Communications, Inc.  | Verizon Communications, Inc.  | Verizon Communications, Inc.  |  |  |
|  | 4.750%, 02/17/34 | GBP | 1500 | 1925829 |
|  | 3.400%, 03/22/41 |  | 2000 | 1571272 |
| VF Corp.  | VF Corp.  |  |  |  |
| # | 2.950%, 04/23/30 |  | 2166 | 1904238 |
| Viatris, Inc.  | Viatris, Inc.  |  |  |  |
|  | 3.850%, 06/22/40 |  | 12500 | 9522612 |
| Visa, Inc.  | Visa, Inc.  |  |  |  |
|  | 3.125%, 05/15/33 | EUR | 26900 | 31324626 |
| Vontier Corp.  | Vontier Corp.  |  |  |  |
|  | 2.950%, 04/01/31 |  | 12875 | 11707231 |
| Vornado Realty LP  | Vornado Realty LP  |  |  |  |
|  | 3.400%, 06/01/31 |  | 3100 | 2793940 |
| Voya Financial, Inc.  | Voya Financial, Inc.  |  |  |  |
|  | 5.700%, 07/15/43 |  | 500 | 503307 |
| Walmart, Inc.  | Walmart, Inc.  | Walmart, Inc.  |  |  |
|  | 5.250%, 09/28/35 | GBP | 6000 | 8230649 |
|  | 4.875%, 07/08/40 |  | 6244 | 6289433 |
| Wells Fargo & Co.  | Wells Fargo & Co.  | Wells Fargo & Co.  |  |  |
|  | 0.625%, 03/25/30 | EUR | 1016 | 1067078 |
|  | 0.625%, 08/14/30 | EUR | 3461 | 3600770 |
| Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN | Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN |  |  |  |
| (r) | 5.236%, 12/11/26 |  | 4000 | 4041688 |
| Western Digital Corp.  | Western Digital Corp.  | Western Digital Corp.  |  |  |
|  | 4.750%, 02/15/26 |  | 212 | 211855 |
|  | 2.850%, 02/01/29 |  | 4300 | 4081741 |
| Western Midstream <br> Operating LP  | Western Midstream <br> Operating LP  |  |  |  |
|  | 5.450%, 04/01/44 |  | 2000 | 1804687 |
| Westlake Corp.  | Westlake Corp.  | Westlake Corp.  |  |  |
|  | 1.625%, 07/17/29 | EUR | 6000 | 6591244 |
|  | 3.375%, 06/15/30 |  | 500 | 476991 |
| Weyerhaeuser Co.  | Weyerhaeuser Co.  |  |  |  |
|  | 7.375%, 03/15/32 |  | 254 | 290182 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Whirlpool Corp.  | Whirlpool Corp.  |  |  |
|  | 5.150%, 03/01/43 | 1000 | $837107 |
| Williams Cos., Inc.  | Williams Cos., Inc.  |  |  |
|  | 5.400%, 03/04/44 | 4200 | 4071721 |
| WP Carey, Inc.  | WP Carey, Inc.  |  |  |
|  | 2.450%, 02/01/32 | 1900 | 1671173 |
| WRKCo, Inc.  | WRKCo, Inc.  |  |  |
|  | 4.200%, 06/01/32 | 1750 | 1701804 |
| XPLR Infrastructure <br> Operating Partners LP  | XPLR Infrastructure <br> Operating Partners LP  |  |  |
| Ω | 4.500%, 09/15/27 | 4700 | 4596896 |
| Yum! Brands, Inc.  | Yum! Brands, Inc.  |  |  |
| Ω | 4.750%, 01/15/30 | 3875 | 3865308 |
|  | 3.625%, 03/15/31 | 2470 | 2318984 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | 1127142846 |
| TOTAL BONDS | TOTAL BONDS |  | 2628299611 |
| U.S. TREASURY OBLIGATIONS — (4.2%) | U.S. TREASURY OBLIGATIONS — (4.2%) | U.S. TREASURY OBLIGATIONS — (4.2%) | U.S. TREASURY OBLIGATIONS — (4.2%) |
| U.S. Treasury Notes  | U.S. Treasury Notes  |  |  |
| (r) | 3M USTMMR + <br> 0.245%, FRN, <br> 4.011%, 01/31/26 <br>| 34000 | 34004866 |
| (r) | 3M USTMMR + <br> 0.150%, FRN, <br> 3.916%, 04/30/26 <br>| 43800 | 43791500 |
| (r) | 3M USTMMR + <br> 0.182%, FRN, <br> 3.948%, 07/31/26 <br>| 31000 | 31000069 |
| (r) | 3M USTMMR + <br> 0.098%, FRN, <br> 3.864%, 01/31/27 <br>| 18000 | 17980949 |
| TOTAL U.S. TREASURY <br> OBLIGATIONS | TOTAL U.S. TREASURY <br> OBLIGATIONS |  | 126777384 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $3,064,434,743) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $3,064,434,743) |  | 3021842449 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (1.1%) | SECURITIES LENDING COLLATERAL — (1.1%) | SECURITIES LENDING COLLATERAL — (1.1%) | SECURITIES LENDING COLLATERAL — (1.1%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 2891278 | 33443418 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $3,097,878,161) | (Cost $3,097,878,161) |  | $3055285867 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

As of October 31, 2025, DFA Global Core Plus Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 69051255 | CAD | 96017669 | Australia and New Zealand Bank | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; $591900 |
| USD | 1893973 | CAD | 2638714 | Citibank, N.A. | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 12604 |
| USD | 5310288 | CAD | 7403500 | Societe Generale | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 31689 |
| USD | 23648704 | GBP | 17569890 | Societe Generale | 11/06/25 | &nbsp;&nbsp;&nbsp;&nbsp; 567045 |
| USD | 69144450 | CAD | 96334565 | Australia and New Zealand Bank | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 434706 |
| USD | 5167257 | CAD | 7228514 | Bank of America Corp. | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 11586 |
| USD | 8008308 | GBP | 6006454 | Citibank, N.A. | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 117527 |
| USD | 100486114 | EUR | 85976747 | Citibank, N.A. | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1351549 |
| USD | 10004224 | AUD | 15215279 | Citibank, N.A. | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 48171 |
| USD | 2843683 | CAD | 3976116 | Goldman Sachs Capital Markets L.P. | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 7755 |
| USD | 50014988 | JPY | 7609390290 | Societe Generale | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 613605 |
| USD | 20375335 | GBP | 15230746 | Societe Generale | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 366446 |
| USD | 76556126 | CAD | 106610024 | Australia and New Zealand Bank | 11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 509718 |
| USD | 5680346 | EUR | 4876432 | Bank of New York Mellon | 11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 56995 |
| USD | 115679293 | EUR | 99292914 | Citibank, N.A. | 11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1177777 |
| USD | 44789296 | AUD | 67890847 | Citibank, N.A. | 11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 363645 |
| USD | 78666635 | EUR | 67613569 | Citibank, N.A. | 11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 692364 |
| USD | 3464308 | EUR | 2969853 | HSBC Bank | 11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 39372 |
| USD | 2086174 | EUR | 1794731 | Societe Generale | 11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 16429 |
| USD | 20396458 | EUR | 17493444 | UBS AG | 11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 222423 |
| USD | 6786474 | AUD | 10353481 | Citibank, N.A. | 11/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 11398 |
| USD | 75016645 | CAD | 105121050 | Bank of New York Mellon | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 13141 |
| USD | 104110053 | EUR | 89351783 | Citibank, N.A. | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1043289 |
| USD | 10383451 | CAD | 14462449 | Citibank, N.A. | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 64543 |
| USD | 60225603 | JPY | 9085848285 | Royal Bank of Canada | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1196901 |
| USD | 20714418 | GBP | 15608099 | Societe Generale | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 209478 |
| USD | 105572415 | EUR | 88976320 | HSBC Bank | 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2915590 |
| USD | 107164086 | EUR | 92351306 | Bank of New York Mellon | 11/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 595323 |
| USD | 58359677 | JPY | 8886218463 | HSBC Bank | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 575113 |
| USD | 100763275 | EUR | 86793475 | Societe Generale | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 596669 |
| USD | 9195293 | GBP | 6916347 | Societe Generale | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 108850 |
| USD | 19247090 | GBP | 14429207 | State Street Bank and Trust | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 290527 |
| USD | 101825257 | EUR | 87545485 | HSBC Bank | 11/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; 779368 |
| USD | 106293262 | EUR | 91001864 | State Street Bank and Trust | 12/01/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1240203 |
| USD | 76025745 | CAD | 106059883 | Citibank, N.A. | 12/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 290325 |
| NZD | 294523 | USD | 168847 | Citibank, N.A. | 12/23/25 | &nbsp;&nbsp;&nbsp;&nbsp; 47 |
| USD | 14976965 | NZD | 25575205 | HSBC Bank | 12/23/25 | &nbsp;&nbsp;&nbsp;&nbsp; 310878 |
| USD | 345339 | NZD | 593237 | Citibank, N.A. | 12/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 5133 |
| USD | 528597 | NZD | 913459 | Citibank, N.A. | 12/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4635 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$17484717** |
| CAD | 106059883 | USD | 75908388 | Citibank, N.A. | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(289064)<br>|
| GBP | 625500 | USD | 831691 | Citibank, N.A. | 11/06/25 | &nbsp;&nbsp;&nbsp;&nbsp; (9969)<br>|
| EUR | 11113372 | USD | 12990109 | Bank of New York Mellon | 11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; (174513)<br>|
| EUR | 2394463 | USD | 2789740 | Royal Bank of Canada | 11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; (28519)<br>|
| CAD | 13634369 | USD | 9750808 | Royal Bank of Canada | 11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; (25223)<br>|
| EUR | 674422 | USD | 784788 | Bank of New York Mellon | 11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; (7021)<br>|
| USD | 1552748 | AUD | 2385969 | Societe Generale | 11/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; (8574)<br>|
| USD | 44990794 | AUD | 68976251 | Bank of New York Mellon | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; (147267)<br>|
| USD | 43776617 | AUD | 67497863 | Bank of New York Mellon | 11/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; (397682)<br>|

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| EUR | 3038473 | USD | 3534334 | UBS AG | 11/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(28089)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(1115921)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$16368796** |

---

As of October 31, 2025, the value of Rule 144A securities amounted to $184,246,906 or 6.5% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $266765454 | &nbsp;&nbsp; — | &nbsp;&nbsp; $266765454 |
| Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; 2628299611 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2628299611 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 126777384 | &nbsp;&nbsp; — | &nbsp;&nbsp; 126777384 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 33443418 | &nbsp;&nbsp; — | &nbsp;&nbsp; 33443418 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $3055285867 | &nbsp;&nbsp; — | &nbsp;&nbsp; $3055285867 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 17484717 | &nbsp;&nbsp; — | &nbsp;&nbsp; 17484717 |
| **Liabilities** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (1115921) | &nbsp;&nbsp; — | &nbsp;&nbsp; (1115921) |
| Total Financial Instruments | &nbsp;&nbsp; — | &nbsp;&nbsp; $16368796 | &nbsp;&nbsp; — | &nbsp;&nbsp; $16368796 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**DFA Investment Grade Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (11.3%) | AGENCY OBLIGATIONS — (11.3%) | AGENCY OBLIGATIONS — (11.3%) | AGENCY OBLIGATIONS — (11.3%) | AGENCY OBLIGATIONS — (11.3%) |
| Federal Home Loan Banks  | Federal Home Loan Banks  | Federal Home Loan Banks  |  |  |
|  | 5.750%, 06/12/26  |  | 5050 | $5106289 |
|  | 3.250%, 06/09/28  |  | 78400 | 77859108 |
| # | 3.250%, 11/16/28  |  | 89390 | 88436589 |
|  | 2.125%, 09/14/29  |  | 10000 | 9420736 |
|  | 2.125%, 12/14/29  |  | 23735 | 22261287 |
| # | 5.500%, 07/15/36  |  | 22355 | 24591745 |
| Federal Home Loan Mortgage <br> Corp.  | Federal Home Loan Mortgage <br> Corp.  | Federal Home Loan Mortgage <br> Corp.  |  |  |
| # | 6.750%, 09/15/29  |  | 76476 | 85026624 |
| # | 6.750%, 03/15/31  |  | 100575 | 115079915 |
| # | 6.250%, 07/15/32  |  | 85446 | 97177105 |
| Federal National Mortgage <br> Association  | Federal National Mortgage <br> Association  | Federal National Mortgage <br> Association  |  |  |
|  | 2.125%, 04/24/26  |  | 86000 | 85311114 |
|  | 1.875%, 09/24/26  |  | 96839 | 95229524 |
| # | 0.750%, 10/08/27  |  | 48380 | 45781032 |
| # | 6.250%, 05/15/29  |  | 102508 | 111273507 |
| # | 7.125%, 01/15/30  |  | 72196 | 81651967 |
| # | 7.250%, 05/15/30  |  | 72729 | 83455714 |
| # | 0.875%, 08/05/30  |  | 209150 | 183635582 |
|  | 6.625%, 11/15/30  |  | 93212 | 105460821 |
| Tennessee Valley Authority  | Tennessee Valley Authority  | Tennessee Valley Authority  |  |  |
|  | 2.875%, 02/01/27  |  | 23000 | 22760778 |
|  | 7.125%, 05/01/30  |  | 70383 | 80127505 |
|  | 4.650%, 06/15/35  |  | 5000 | 5142601 |
|  | 3.500%, 12/15/42  |  | 15000 | 12742428 |
| TOTAL AGENCY <br> OBLIGATIONS | TOTAL AGENCY <br> OBLIGATIONS |  |  | 1437531971 |
| BONDS — (46.5%) | BONDS — (46.5%) | BONDS — (46.5%) | BONDS — (46.5%) | BONDS — (46.5%) |
| AUSTRALIA — (4.6%) | AUSTRALIA — (4.6%) | AUSTRALIA — (4.6%) | AUSTRALIA — (4.6%) | AUSTRALIA — (4.6%) |
| Australia & New Zealand <br> Banking Group Ltd.  | Australia & New Zealand <br> Banking Group Ltd.  | Australia & New Zealand <br> Banking Group Ltd.  |  |  |
| (r) | 3M Swap + 0.750%, <br> FRN, 4.333%, <br> 09/11/26<br>| AUD | 10000 | 6564330 |
| (r)Ω | SOFR + 0.810%, <br> FRN, 5.097%, <br> 01/18/27<br>|  | 9500 | 9557036 |
| (r) | 3M Swap + 0.800%, <br> FRN, 4.462%, <br> 02/05/27<br>| AUD | 12000 | 7886461 |
| (r) | 3M Swap + 0.970%, <br> FRN, 4.604%, <br> 05/12/27<br>| AUD | 7000 | 4614771 |
| (r) | 3M Euribor + <br> 0.400%, FRN, <br> 2.434%, 05/21/27<br>| EUR | 34770 | 40168058 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.259%, <br> 06/18/27<br>| AUD | 15100 | $9915596 |
| (r) | SOFR + 0.680%, <br> FRN, 4.966%, <br> 07/16/27<br>|  | 19481 | 19574064 |
| (r)Ω | SOFR + 0.650%, <br> FRN, 4.915%, <br> 09/30/27<br>|  | 9000 | 9043204 |
| (r) | 3M Swap + 1.200%, <br> FRN, 4.862%, <br> 11/04/27<br>| AUD | 10000 | 6628844 |
| (r) | 3M Swap + 0.670%, <br> FRN, 4.250%, <br> 12/15/27<br>| AUD | 9000 | 5905247 |
| (r) | 3M Swap + 0.680%, <br> FRN, 4.270%, <br> 02/18/28<br>| AUD | 10000 | 6563283 |
|  | 4.950%, 09/11/28 | AUD | 15130 | 10103291 |
| (r) | 3M Swap + 0.960%, <br> FRN, 4.622%, <br> 02/05/29<br>| AUD | 14000 | 9250244 |
|  | 4.950%, 02/05/29 | AUD | 7800 | 5213011 |
| (r)Ω | SOFR + 0.850%, <br> FRN, 5.113%, <br> 12/16/29<br>|  | 6600 | 6674579 |
| BHP Billiton Finance USA <br> Ltd.  | BHP Billiton Finance USA <br> Ltd.  |  |  |  |
|  | 5.000%, 09/30/43 |  | 6100 | 5874269 |
| Commonwealth Bank of <br> Australia  | Commonwealth Bank of <br> Australia  | Commonwealth Bank of <br> Australia  |  |  |
| (r) | 3M Swap + 0.750%, <br> FRN, 4.340%, <br> 08/17/26<br>| AUD | 10850 | 7121020 |
|  | 4.900%, 08/17/28 | AUD | 21750 | 14495152 |
| (r) | 3M Swap + 0.870%, <br> FRN, 4.429%, <br> 08/22/29<br>| AUD | 5000 | 3294793 |
| (r)Ω | SOFR + 0.810%, <br> FRN, 5.075%, <br> 03/14/30<br>|  | 5000 | 5037195 |
| #(r)Ω | SOFR + 0.780%, <br> FRN, 5.049%, <br> 10/01/30<br>|  | 15000 | 15097155 |
| Glencore Funding LLC  | Glencore Funding LLC  | Glencore Funding LLC  |  |  |
| #Ω | 2.500%, 09/01/30 |  | 4100 | 3750151 |
| Ω | 2.850%, 04/27/31 |  | 33500 | 30758164 |
| #Ω | 2.625%, 09/23/31 |  | 9800 | 8803213 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| National Australia Bank Ltd.  | National Australia Bank Ltd.  | National Australia Bank Ltd.  |  |  |
| (r) | 3M Swap + 0.410%, <br> FRN, 3.965%, <br> 08/24/26<br>| AUD | 19900 | $13026559 |
| (r) | 3M Swap + 0.850%, <br> FRN, 4.440%, <br> 11/16/26<br>| AUD | 19000 | 12491744 |
| (r) | 3M Swap + 0.720%, <br> FRN, 4.275%, <br> 02/25/27<br>| AUD | 53140 | 34895713 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.358%, <br> 05/10/27<br>| AUD | 5738 | 3768715 |
| (r)Ω | SOFR + 0.620%, <br> FRN, 4.888%, <br> 06/11/27<br>|  | 5000 | 5011420 |
| (r) | 3M Swap + 1.200%, <br> FRN, 4.755%, <br> 11/25/27<br>| AUD | 47500 | 31493224 |
|  | 4.400%, 05/12/28 | AUD | 5640 | 3710585 |
| (r) | 3M Swap + 1.000%, <br> FRN, 4.634%, <br> 05/12/28<br>| AUD | 15500 | 10243269 |
|  | 5.400%, 11/16/28 | AUD | 5000 | 3379296 |
|  | 4.850%, 03/22/29 | AUD | 30000 | 19989387 |
| (r)Ω | SOFR + 0.790%, <br> FRN, 5.071%, <br> 01/14/30<br>|  | 7200 | 7265023 |
| Rio Tinto Finance USA Ltd.  | Rio Tinto Finance USA Ltd.  |  |  |  |
|  | 5.200%, 11/02/40 |  | 4470 | 4491703 |
| Westpac Banking Corp.  | Westpac Banking Corp.  | Westpac Banking Corp.  |  |  |
| (r) | SOFR + 0.420%, <br> FRN, 4.706%, <br> 04/16/26<br>|  | 4700 | 4704188 |
| (r) | 3M Swap + 0.750%, <br> FRN, 4.408%, <br> 08/10/26<br>| AUD | 23500 | 15422946 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.203%, <br> 01/25/27<br>| AUD | 16900 | 11092943 |
| (r) | 3M Swap + 0.980%, <br> FRN, 4.570%, <br> 02/16/28<br>| AUD | 17200 | 11362110 |
|  | 5.000%, 09/19/28 | AUD | 10000 | 6679421 |
| (r) | 3M Swap + 1.000%, <br> FRN, 4.563%, <br> 01/15/29<br>| AUD | 8300 | 5489287 |
|  | 5.000%, 01/15/29 | AUD | 46600 | 31178851 |
| (r) | SOFR + 0.810%, <br> FRN, 5.096%, <br> 04/16/29<br>|  | 20986 | 21161552 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| (r) | 3M Swap + 0.880%, <br> FRN, 4.492%, <br> 05/14/29<br>| AUD | 20000 | $13180088 |
| (r) | SOFR + 0.820%, <br> FRN, 5.089%, <br> 07/01/30<br>|  | 16900 | 17059130 |
|  | 2.150%, 06/03/31 |  | 56200 | 50695872 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | 589686157 |
| BELGIUM — (0.1%) | BELGIUM — (0.1%) | BELGIUM — (0.1%) | BELGIUM — (0.1%) | BELGIUM — (0.1%) |
| Anheuser-Busch InBev <br> Worldwide, Inc.  | Anheuser-Busch InBev <br> Worldwide, Inc.  | Anheuser-Busch InBev <br> Worldwide, Inc.  |  |  |
|  | 5.450%, 01/23/39 |  | 6886 | 7150814 |
| # | 4.350%, 06/01/40 |  | 400 | 367113 |
| Kingdom of Belgium <br> Government Bonds  | Kingdom of Belgium <br> Government Bonds  |  |  |  |
|  | 0.100%, 06/22/30 | EUR | 10000 | 10344929 |
| TOTAL BELGIUM | TOTAL BELGIUM |  |  | 17862856 |
| CANADA — (2.1%) | CANADA — (2.1%) | CANADA — (2.1%) | CANADA — (2.1%) | CANADA — (2.1%) |
| Alimentation Couche-Tard, <br> Inc.  | Alimentation Couche-Tard, <br> Inc.  |  |  |  |
| Ω | 3.439%, 05/13/41 |  | 15600 | 12177963 |
| Bank of Nova Scotia  | Bank of Nova Scotia  |  |  |  |
|  | 2.450%, 02/02/32 |  | 24575 | 21918015 |
| Barrick North America <br> Finance LLC  | Barrick North America <br> Finance LLC  | Barrick North America <br> Finance LLC  |  |  |
|  | 5.700%, 05/30/41 |  | 4500 | 4634369 |
|  | 5.750%, 05/01/43 |  | 3500 | 3616830 |
| Brookfield Finance, Inc.  | Brookfield Finance, Inc.  | Brookfield Finance, Inc.  |  |  |
|  | 4.350%, 04/15/30 |  | 5000 | 5009932 |
|  | 6.350%, 01/05/34 |  | 530 | 577094 |
| Canada Housing Trust No. <br> 1, 1 day CAD Overnight <br> Index + 0.28%, FRN | Canada Housing Trust No. <br> 1, 1 day CAD Overnight <br> Index + 0.28%, FRN |  |  |  |
| (r)Ω | 2.726%, 09/15/29 | CAD | 25000 | 17821290 |
| Canadian Imperial Bank of <br> Commerce  | Canadian Imperial Bank of <br> Commerce  | Canadian Imperial Bank of <br> Commerce  |  |  |
| (r) | SOFR + 0.940%, <br> FRN, 5.061%, <br> 06/28/27<br>|  | 16394 | 16514943 |
|  | 6.092%, 10/03/33 |  | 4800 | 5223337 |
| Canadian Natural Resources <br> Ltd.  | Canadian Natural Resources <br> Ltd.  | Canadian Natural Resources <br> Ltd.  |  |  |
|  | 2.950%, 07/15/30 |  | 12722 | 11920741 |
|  | 5.850%, 02/01/35 |  | 3000 | 3131666 |
|  | 6.250%, 03/15/38 |  | 6400 | 6829438 |
|  | 6.750%, 02/01/39 |  | 5000 | 5517313 |
| CPPIB Capital, Inc.  | CPPIB Capital, Inc.  |  |  |  |
|  | 4.400%, 01/15/29 | AUD | 15000 | 9926287 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| Emera U.S. Finance LP  | Emera U.S. Finance LP  |  |  |  |
|  | 2.639%, 06/15/31 |  | 3000 | $2676316 |
| Enbridge, Inc.  | Enbridge, Inc.  |  |  |  |
|  | 4.500%, 06/10/44 |  | 400 | 342828 |
| Export Development <br> Canada, SOFR + <br> 0.330%, FRN | Export Development <br> Canada, SOFR + <br> 0.330%, FRN |  |  |  |
| (r) | 4.398%, 08/01/28 |  | 17980 | 17998085 |
| Fairfax Financial Holdings <br> Ltd.  | Fairfax Financial Holdings <br> Ltd.  |  |  |  |
|  | 3.375%, 03/03/31 |  | 3400 | 3195270 |
| Magna International, Inc.  | Magna International, Inc.  |  |  |  |
| # | 5.500%, 03/21/33 |  | 400 | 415951 |
| Province of Alberta  | Province of Alberta  |  |  |  |
|  | 3.600%, 04/11/28 | AUD | 2900 | 1867755 |
| Rogers Communications, Inc.  | Rogers Communications, Inc.  | Rogers Communications, Inc.  |  |  |
|  | 7.500%, 08/15/38 |  | 2500 | 2910943 |
|  | 4.500%, 03/15/42 |  | 2500 | 2176614 |
| Royal Bank of Canada  | Royal Bank of Canada  | Royal Bank of Canada  |  |  |
| (r) | SOFR + 1.080%, <br> FRN, 5.170%, <br> 07/20/26<br>|  | 6000 | 6039762 |
|  | 5.000%, 02/01/33 |  | 4500 | 4637289 |
| Suncor Energy, Inc.  | Suncor Energy, Inc.  | Suncor Energy, Inc.  |  |  |
|  | 6.800%, 05/15/38 |  | 5985 | 6609901 |
|  | 6.500%, 06/15/38 |  | 4400 | 4752782 |
|  | 6.850%, 06/01/39 |  | 3400 | 3788370 |
| Toronto-Dominion Bank  | Toronto-Dominion Bank  | Toronto-Dominion Bank  |  |  |
|  | 3.200%, 03/10/32 |  | 40300 | 37515726 |
|  | 4.456%, 06/08/32 |  | 19550 | 19546813 |
| TransCanada PipeLines Ltd.  | TransCanada PipeLines Ltd.  | TransCanada PipeLines Ltd.  |  |  |
|  | 4.625%, 03/01/34 |  | 20566 | 20085216 |
|  | 7.250%, 08/15/38 |  | 7400 | 8560336 |
|  | 6.100%, 06/01/40 |  | 400 | 422782 |
| TOTAL CANADA | TOTAL CANADA |  |  | 268361957 |
| FINLAND — (0.1%) | FINLAND — (0.1%) | FINLAND — (0.1%) | FINLAND — (0.1%) | FINLAND — (0.1%) |
| Nokia OYJ  | Nokia OYJ  |  |  |  |
|  | 6.625%, 05/15/39 |  | 5094 | 5510429 |
| Nordea Bank Abp, SOFR + <br> 0.740%, FRN | Nordea Bank Abp, SOFR + <br> 0.740%, FRN |  |  |  |
| (r)Ω | 4.872%, 03/19/27 |  | 2925 | 2939500 |
| TOTAL FINLAND | TOTAL FINLAND |  |  | 8449929 |
| FRANCE — (0.2%) | FRANCE — (0.2%) | FRANCE — (0.2%) | FRANCE — (0.2%) | FRANCE — (0.2%) |
| Credit Agricole SA  | Credit Agricole SA  | Credit Agricole SA  |  |  |
| (r)Ω | SOFR + 0.870%, <br> FRN, 5.036%, <br> 03/11/27<br>|  | 2000 | 2007931 |
| Ω | 5.514%, 07/05/33 |  | 4600 | 4851021 |
| Praemia Healthcare SACA  | Praemia Healthcare SACA  |  |  |  |
|  | 0.875%, 11/04/29 | EUR | 700 | 740994 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| Sanofi SA  | Sanofi SA  |  |  |  |
|  | 3.625%, 06/19/28 |  | 9000 | $8949327 |
| Societe Generale SA  | Societe Generale SA  | Societe Generale SA  |  |  |
| Ω | 3.000%, 01/22/30 |  | 5000 | 4689129 |
|  | 1.250%, 06/12/30 | EUR | 700 | 745862 |
| TotalEnergies Capital <br> International SA  | TotalEnergies Capital <br> International SA  |  |  |  |
|  | 2.986%, 06/29/41 |  | 9927 | 7528334 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | 29512598 |
| GERMANY — (0.7%) | GERMANY — (0.7%) | GERMANY — (0.7%) | GERMANY — (0.7%) | GERMANY — (0.7%) |
| Bayer U.S. Finance II LLC  | Bayer U.S. Finance II LLC  |  |  |  |
| Ω | 3.600%, 07/15/42 |  | 595 | 430416 |
| Bayer U.S. Finance LLC  | Bayer U.S. Finance LLC  |  |  |  |
| Ω | 6.500%, 11/21/33 |  | 7300 | 7885024 |
| Daimler Truck Finance <br> North America LLC  | Daimler Truck Finance <br> North America LLC  |  |  |  |
|  | 5.500%, 09/20/33 |  | 5000 | 5155545 |
| E.ON International Finance <br> BV  | E.ON International Finance <br> BV  |  |  |  |
| Ω | 6.650%, 04/30/38 |  | 18500 | 20692449 |
| Kreditanstalt fuer <br> Wiederaufbau  | Kreditanstalt fuer <br> Wiederaufbau  |  |  |  |
|  | 4.200%, 02/08/29 | AUD | 4000 | 2634212 |
| Mercedes-Benz Finance North <br> America LLC  | Mercedes-Benz Finance North <br> America LLC  | Mercedes-Benz Finance North <br> America LLC  |  |  |
|  | 8.500%, 01/18/31 |  | 10899 | 12973741 |
| #Ω | 5.050%, 08/03/33 |  | 400 | 409154 |
| Siemens <br> Financieringsmaatschappij NV  | Siemens <br> Financieringsmaatschappij NV  | Siemens <br> Financieringsmaatschappij NV  |  |  |
| (r) | 3M Euribor + <br> 0.230%, FRN, <br> 2.245%, 12/18/25<br>| EUR | 20700 | 23865320 |
| Ω | 2.875%, 03/11/41 |  | 6161 | 4703282 |
| Volkswagen Group of <br> America Finance LLC  | Volkswagen Group of <br> America Finance LLC  |  |  |  |
| Ω | 5.900%, 09/12/33 |  | 14800 | 15398213 |
| Vonovia SE  | Vonovia SE  |  |  |  |
|  | 2.125%, 03/22/30 | EUR | 500 | 557636 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | 94704992 |
| HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) |
| Prudential Funding Asia PLC  | Prudential Funding Asia PLC  | Prudential Funding Asia PLC  |  |  |
|  | 3.125%, 04/14/30 |  | 700 | 671755 |
|  | 3.625%, 03/24/32 |  | 3800 | 3637321 |
| TOTAL HONG KONG | TOTAL HONG KONG |  |  | 4309076 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| IRELAND — (0.0%) | IRELAND — (0.0%) | IRELAND — (0.0%) | IRELAND — (0.0%) | IRELAND — (0.0%) |
| AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  | AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  | AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  |  |  |
|  | 3.850%, 10/29/41 |  | 2809 | 2321285 |
| ITALY — (0.3%) | ITALY — (0.3%) | ITALY — (0.3%) | ITALY — (0.3%) | ITALY — (0.3%) |
| Enel Finance International NV  | Enel Finance International NV  | Enel Finance International NV  |  |  |
| Ω | 5.500%, 06/26/34 |  | 9000 | $9349106 |
| Ω | 6.000%, 10/07/39 |  | 3900 | 4122803 |
| Eni SpA  | Eni SpA  |  |  |  |
| Ω | 5.700%, 10/01/40 |  | 2000 | 1972271 |
| ERG SpA  | ERG SpA  |  |  |  |
|  | 4.125%, 07/03/30 | EUR | 1900 | 2294670 |
| Intesa Sanpaolo SpA  | Intesa Sanpaolo SpA  |  |  |  |
| Ω | 4.000%, 09/23/29 |  | 15800 | 15531722 |
| TOTAL ITALY | TOTAL ITALY |  |  | 33270572 |
| JAPAN — (1.7%) | JAPAN — (1.7%) | JAPAN — (1.7%) | JAPAN — (1.7%) | JAPAN — (1.7%) |
| Japan Government Five Year <br> Bonds  | Japan Government Five Year <br> Bonds  | Japan Government Five Year <br> Bonds  |  |  |
|  | 0.300%, 12/20/28 | JPY | 2000000 | 12692752 |
|  | 0.500%, 06/20/29 | JPY | 2000000 | 12704858 |
| Japan Government Ten Year <br> Bonds  | Japan Government Ten Year <br> Bonds  | Japan Government Ten Year <br> Bonds  |  |  |
|  | 0.100%, 09/20/28 | JPY | 5100000 | 32264259 |
|  | 0.100%, 12/20/28 | JPY | 1500000 | 9460385 |
|  | 0.100%, 06/20/29 | JPY | 2100000 | 13152151 |
| Japan Government Twenty <br> Year Bonds  | Japan Government Twenty <br> Year Bonds  |  |  |  |
|  | 2.100%, 06/20/29 | JPY | 1000000 | 6722147 |
| Mitsubishi UFJ Financial Group, <br> Inc.  | Mitsubishi UFJ Financial Group, <br> Inc.  | Mitsubishi UFJ Financial Group, <br> Inc.  |  |  |
|  | 3.741%, 03/07/29 |  | 300 | 296646 |
|  | 3.195%, 07/18/29 |  | 4977 | 4800872 |
|  | 2.048%, 07/17/30 |  | 13330 | 12053128 |
|  | 3.751%, 07/18/39 |  | 10991 | 9685516 |
| Nomura Holdings, Inc.  | Nomura Holdings, Inc.  | Nomura Holdings, Inc.  |  |  |
|  | 3.103%, 01/16/30 |  | 10062 | 9523305 |
|  | 2.679%, 07/16/30 |  | 3600 | 3317164 |
| # | 2.608%, 07/14/31 |  | 10000 | 9006057 |
| ORIX Corp.  | ORIX Corp.  |  |  |  |
|  | 2.250%, 03/09/31 |  | 8700 | 7798556 |
| Sumitomo Mitsui Financial <br> Group, Inc.  | Sumitomo Mitsui Financial <br> Group, Inc.  | Sumitomo Mitsui Financial <br> Group, Inc.  |  |  |
| (r) | SOFR + 1.170%, <br> FRN, 5.441%, <br> 07/09/29<br>|  | 21250 | 21466710 |
|  | 3.040%, 07/16/29 |  | 17527 | 16807882 |
|  | 2.130%, 07/08/30 |  | 13450 | 12205621 |
|  | 2.222%, 09/17/31 |  | 9265 | 8216992 |
| # | 5.808%, 09/14/33 |  | 5000 | 5369155 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | 2.296%, 01/12/41 |  | 7700 | $5480055 |
| TOTAL JAPAN | TOTAL JAPAN |  |  | 213024211 |
| LUXEMBOURG — (0.0%) | LUXEMBOURG — (0.0%) | LUXEMBOURG — (0.0%) | LUXEMBOURG — (0.0%) | LUXEMBOURG — (0.0%) |
| P3 Group SARL  | P3 Group SARL  | P3 Group SARL  |  |  |
|  | 4.625%, 02/13/30 | EUR | 2000 | 2428960 |
| NETHERLANDS — (1.0%) | NETHERLANDS — (1.0%) | NETHERLANDS — (1.0%) | NETHERLANDS — (1.0%) | NETHERLANDS — (1.0%) |
| ABN AMRO Bank NV  | ABN AMRO Bank NV  | ABN AMRO Bank NV  |  |  |
| (r) | 3M Euribor + <br> 0.600%, FRN, <br> 2.626%, 01/15/27<br>| EUR | 10300 | 11925243 |
| (r)Ω | SOFR + 0.750%, <br> FRN, 4.858%, <br> 07/07/28<br>|  | 6000 | 6010767 |
| Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  |  |  |
| (r) | SOFR + 0.710%, <br> FRN, 4.812%, <br> 01/09/26<br>|  | 10500 | 10510133 |
| (r) | 3M Swap + 0.880%, <br> FRN, 4.439%, <br> 05/22/26<br>| AUD | 500 | 328096 |
| (r) | 3M Swap + 0.730%, <br> FRN, 4.233%, <br> 01/27/27<br>| AUD | 14350 | 9419813 |
| (r) | 3M Swap + 0.870%, <br> FRN, 4.418%, <br> 02/26/27<br>| AUD | 11600 | 7629726 |
| (r) | SOFR + 0.710%, <br> FRN, 4.900%, <br> 03/05/27<br>|  | 5500 | 5529215 |
| (r) | 3M Swap + 0.750%, <br> FRN, 4.298%, <br> 05/26/28<br>| AUD | 7000 | 4593336 |
| (r) | 3M Swap + 1.150%, <br> FRN, 4.722%, <br> 11/21/28<br>| AUD | 25000 | 16589939 |
| (r) | 3M Swap + 1.030%, <br> FRN, 4.578%, <br> 02/26/29<br>| AUD | 24200 | 16003800 |
|  | 5.051%, 02/26/29 | AUD | 25730 | 17199450 |
|  | 5.250%, 05/24/41 |  | 6500 | 6565665 |
| Heineken NV  | Heineken NV  |  |  |  |
| Ω | 4.000%, 10/01/42 |  | 4400 | 3731966 |
| ING Groep NV  | ING Groep NV  |  |  |  |
|  | 4.050%, 04/09/29 |  | 4000 | 3971717 |
| Koninklijke Philips NV  | Koninklijke Philips NV  |  |  |  |
|  | 6.875%, 03/11/38 |  | 400 | 452454 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | 120461320 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NEW ZEALAND — (1.1%) | NEW ZEALAND — (1.1%) | NEW ZEALAND — (1.1%) | NEW ZEALAND — (1.1%) | NEW ZEALAND — (1.1%) |
| New Zealand Government <br> Bonds  | New Zealand Government <br> Bonds  | New Zealand Government <br> Bonds  |  |  |
|  | 4.500%, 05/15/30 | NZD | 224800 | 135290007 |
| NORWAY — (0.0%) | NORWAY — (0.0%) | NORWAY — (0.0%) | NORWAY — (0.0%) | NORWAY — (0.0%) |
| Aker BP ASA  | Aker BP ASA  |  |  |  |
| Ω | 5.125%, 10/01/34 |  | 200 | $196539 |
| Equinor ASA  | Equinor ASA  | Equinor ASA  |  |  |
|  | 1.750%, 01/22/26 |  | 3000 | 2984174 |
|  | 5.100%, 08/17/40 |  | 400 | 401793 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | 3582506 |
| SINGAPORE — (0.1%) | SINGAPORE — (0.1%) | SINGAPORE — (0.1%) | SINGAPORE — (0.1%) | SINGAPORE — (0.1%) |
| DBS Bank Ltd., 3M Swap <br> + 0.770%, FRN | DBS Bank Ltd., 3M Swap <br> + 0.770%, FRN |  |  |  |
| (r) | 4.318%, 02/26/27 | AUD | 5000 | 3284815 |
| United Overseas Bank <br> Ltd., 3M Swap + <br> 0.720%, FRN | United Overseas Bank <br> Ltd., 3M Swap + <br> 0.720%, FRN |  |  |  |
| (r) | 4.290%, 04/16/27 | AUD | 8200 | 5382911 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | 8667726 |
| SPAIN — (0.2%) | SPAIN — (0.2%) | SPAIN — (0.2%) | SPAIN — (0.2%) | SPAIN — (0.2%) |
| Banco Bilbao Vizcaya <br> Argentaria SA  | Banco Bilbao Vizcaya <br> Argentaria SA  |  |  |  |
|  | 3.375%, 09/20/27 | EUR | 5000 | 5870432 |
| Banco Santander SA  | Banco Santander SA  |  |  |  |
|  | 3.490%, 05/28/30 |  | 4000 | 3848458 |
| Telefonica Europe BV  | Telefonica Europe BV  |  |  |  |
|  | 8.250%, 09/15/30 |  | 16567 | 19092703 |
| TOTAL SPAIN | TOTAL SPAIN |  |  | 28811593 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.5%) |
| European Bank for <br> Reconstruction & <br> Development  | European Bank for <br> Reconstruction & <br> Development  | European Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | SOFR + 0.330%, <br> FRN, 4.590%, <br> 02/20/28<br>|  | 30400 | 30429143 |
| (r) | SOFR + 0.300%, <br> FRN, 4.559%, <br> 02/16/29<br>|  | 3772 | 3768487 |
| (r) | SOFR + 0.420%, <br> FRN, 4.513%, <br> 07/22/30<br>|  | 17500 | 17523213 |
| Inter-American Development <br> Bank  | Inter-American Development <br> Bank  | Inter-American Development <br> Bank  |  |  |
| (r) | SOFR + 0.350%, <br> FRN, 4.466%, <br> 10/04/27<br>|  | 3000 | 3005069 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
| (r) | SOFR + 0.300%, <br> FRN, 4.580%, <br> 02/15/29<br>|  | 34000 | $33942200 |
| (r) | SOFR + 0.370%, <br> FRN, 4.438%, <br> 08/01/29<br>|  | 10000 | 10002136 |
| International Bank for <br> Reconstruction & <br> Development  | International Bank for <br> Reconstruction & <br> Development  | International Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | SOFR + 0.270%, <br> FRN, 4.440%, <br> 06/15/27<br>|  | 45000 | 45027956 |
| (r) | SOFR + 0.430%, <br> FRN, 4.694%, <br> 08/19/27<br>|  | 22500 | 22584150 |
| International Development <br> Association  | International Development <br> Association  |  |  |  |
|  | 2.500%, 05/28/30 | EUR | 25000 | 28833601 |
| TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS | TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS |  |  | 195115955 |
| SWEDEN — (0.1%) | SWEDEN — (0.1%) | SWEDEN — (0.1%) | SWEDEN — (0.1%) | SWEDEN — (0.1%) |
| Svenska Handelsbanken AB  | Svenska Handelsbanken AB  | Svenska Handelsbanken AB  |  |  |
| (r) | 3M Swap + 0.450%, <br> FRN, 4.033%, <br> 03/04/26<br>| AUD | 5550 | 3632273 |
| (r) | SOFR + 1.250%, <br> FRN, 5.408%, <br> 06/15/26<br>|  | 3450 | 3472841 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | 7105114 |
| UNITED KINGDOM — (0.8%) | UNITED KINGDOM — (0.8%) | UNITED KINGDOM — (0.8%) | UNITED KINGDOM — (0.8%) | UNITED KINGDOM — (0.8%) |
| Ashtead Capital, Inc.  | Ashtead Capital, Inc.  | Ashtead Capital, Inc.  |  |  |
| Ω | 2.450%, 08/12/31 |  | 4750 | 4213530 |
| Ω | 5.950%, 10/15/33 |  | 6500 | 6865861 |
| BAT Capital Corp.  | BAT Capital Corp.  | BAT Capital Corp.  |  |  |
|  | 4.906%, 04/02/30 |  | 20100 | 20498896 |
|  | 7.079%, 08/02/43 |  | 5000 | 5636545 |
| Diageo Capital PLC  | Diageo Capital PLC  | Diageo Capital PLC  |  |  |
|  | 2.125%, 04/29/32 |  | 2555 | 2216725 |
| # | 3.875%, 04/29/43 |  | 400 | 331410 |
| HSBC Holdings PLC  | HSBC Holdings PLC  | HSBC Holdings PLC  |  |  |
|  | 4.950%, 03/31/30 |  | 12200 | 12505025 |
|  | 6.100%, 01/14/42 |  | 5000 | 5459185 |
| LSEGA Financing PLC  | LSEGA Financing PLC  |  |  |  |
| Ω | 3.200%, 04/06/41 |  | 35202 | 27409006 |
| Mead Johnson Nutrition <br> Co.  | Mead Johnson Nutrition <br> Co.  |  |  |  |
|  | 4.600%, 06/01/44 |  | 2717 | 2441866 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| RELX Capital, Inc.  | RELX Capital, Inc.  |  |  |  |
|  | 4.750%, 05/20/32 |  | 3633 | $3705182 |
| Reynolds American, Inc.  | Reynolds American, Inc.  |  |  |  |
|  | 7.250%, 06/15/37 |  | 585 | 674572 |
| Santander U.K. PLC  | Santander U.K. PLC  |  |  |  |
|  | 3.346%, 03/25/30 | EUR | 5000 | 5858366 |
| Vodafone Group PLC  | Vodafone Group PLC  |  |  |  |
| # | 7.875%, 02/15/30 |  | 690 | 787195 |
| TOTAL UNITED <br> KINGDOM | TOTAL UNITED <br> KINGDOM |  |  | 98603364 |
| UNITED STATES — (31.9%) | UNITED STATES — (31.9%) | UNITED STATES — (31.9%) | UNITED STATES — (31.9%) | UNITED STATES — (31.9%) |
| 3M Co.  | 3M Co.  |  |  |  |
|  | 3.875%, 06/15/44 |  | 400 | 327813 |
| 7-Eleven, Inc.  | 7-Eleven, Inc.  | 7-Eleven, Inc.  |  |  |
| Ω | 1.800%, 02/10/31 |  | 11653 | 10147402 |
| Ω | 2.500%, 02/10/41 |  | 35703 | 24899079 |
| Abbott Laboratories  | Abbott Laboratories  |  |  |  |
|  | 4.750%, 04/15/43 |  | 40000 | 38282830 |
| AbbVie, Inc.  | AbbVie, Inc.  |  |  |  |
|  | 4.400%, 11/06/42 |  | 9762 | 8821146 |
| Acuity Brands Lighting, Inc.  | Acuity Brands Lighting, Inc.  |  |  |  |
|  | 2.150%, 12/15/30 |  | 1642 | 1472733 |
| AEP Texas, Inc.  | AEP Texas, Inc.  |  |  |  |
|  | 4.700%, 05/15/32 |  | 20000 | 20023844 |
| Aetna, Inc.  | Aetna, Inc.  | Aetna, Inc.  |  |  |
|  | 6.750%, 12/15/37 |  | 19170 | 21245300 |
|  | 4.500%, 05/15/42 |  | 2800 | 2416484 |
|  | 4.125%, 11/15/42 |  | 2678 | 2140260 |
| Affiliated Managers Group, <br> Inc.  | Affiliated Managers Group, <br> Inc.  |  |  |  |
|  | 3.300%, 06/15/30 |  | 20900 | 19870098 |
| Air Products & Chemicals, <br> Inc.  | Air Products & Chemicals, <br> Inc.  |  |  |  |
|  | 2.700%, 05/15/40 |  | 1031 | 774400 |
| Alabama Power Co.  | Alabama Power Co.  | Alabama Power Co.  |  |  |
|  | 6.000%, 03/01/39 |  | 400 | 435318 |
|  | 5.500%, 03/15/41 |  | 17061 | 17338577 |
| Allegion PLC  | Allegion PLC  |  |  |  |
|  | 3.500%, 10/01/29 |  | 10000 | 9679157 |
| Allstate Corp.  | Allstate Corp.  | Allstate Corp.  |  |  |
|  | 5.250%, 03/30/33 |  | 4400 | 4564697 |
|  | 5.350%, 06/01/33 |  | 7000 | 7308616 |
| Ally Financial, Inc.  | Ally Financial, Inc.  |  |  |  |
|  | 8.000%, 11/01/31 |  | 5705 | 6494897 |
| Alphabet, Inc.  | Alphabet, Inc.  |  |  |  |
|  | 1.900%, 08/15/40 |  | 4000 | 2730103 |
| Altria Group, Inc.  | Altria Group, Inc.  | Altria Group, Inc.  |  |  |
| # | 3.400%, 05/06/30 |  | 10700 | 10281206 |
|  | 2.450%, 02/04/32 |  | 27231 | 23929714 |
|  | 3.400%, 02/04/41 |  | 19050 | 14684042 |
|  | 4.250%, 08/09/42 |  | 7900 | 6618317 |
|  | 4.500%, 05/02/43 |  | 9100 | 7805100 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Amazon.com, Inc.  | Amazon.com, Inc.  |  |  |
|  | 2.875%, 05/12/41 | 10000 | $7652302 |
| Amcor Flexibles North <br> America, Inc.  | Amcor Flexibles North <br> America, Inc.  |  |  |
|  | 2.630%, 06/19/30 | 2500 | 2312186 |
| Amdocs Ltd.  | Amdocs Ltd.  |  |  |
|  | 2.538%, 06/15/30 | 2000 | 1835215 |
| American Honda Finance <br> Corp., SOFR + 0.710%, <br> FRN | American Honda Finance <br> Corp., SOFR + 0.710%, <br> FRN |  |  |
| (r) | 4.812%, 07/09/27 | 8882 | 8891838 |
| American National Group, <br> Inc.  | American National Group, <br> Inc.  |  |  |
| Ω | 6.144%, 06/13/32 | 7500 | 7844531 |
| American Tower Corp.  | American Tower Corp.  |  |  |
|  | 2.700%, 04/15/31 | 300 | 273797 |
|  | 2.300%, 09/15/31 | 6375 | 5644976 |
|  | 4.050%, 03/15/32 | 2325 | 2253594 |
| Ameriprise Financial, Inc.  | Ameriprise Financial, Inc.  |  |  |
| # | 4.500%, 05/13/32 | 7700 | 7745049 |
| Amgen, Inc.  | Amgen, Inc.  |  |  |
| # | 2.300%, 02/25/31 | 3400 | 3071691 |
|  | 2.000%, 01/15/32 | 9200 | 7997105 |
|  | 3.350%, 02/22/32 | 14200 | 13358273 |
|  | 3.150%, 02/21/40 | 25045 | 19783660 |
| Analog Devices, Inc.  | Analog Devices, Inc.  |  |  |
|  | 2.800%, 10/01/41 | 1700 | 1258222 |
| Aon Corp.  | Aon Corp.  |  |  |
|  | 2.800%, 05/15/30 | 12400 | 11658275 |
|  | 6.250%, 09/30/40 | 3400 | 3725556 |
| Appalachian Power Co.  | Appalachian Power Co.  |  |  |
|  | 4.400%, 05/15/44 | 4000 | 3401088 |
| Apple, Inc.  | Apple, Inc.  |  |  |
|  | 2.375%, 02/08/41 | 6800 | 4887029 |
|  | 3.850%, 05/04/43 | 3500 | 2982884 |
| Applied Materials, Inc.  | Applied Materials, Inc.  |  |  |
| # | 5.850%, 06/15/41 | 400 | 426805 |
| Archer-Daniels-Midland Co.  | Archer-Daniels-Midland Co.  |  |  |
|  | 4.535%, 03/26/42 | 200 | 182403 |
| ARES Capital Corp.  | ARES Capital Corp.  |  |  |
|  | 3.200%, 11/15/31 | 8700 | 7699140 |
|  | 5.800%, 03/08/32 | 200 | 202269 |
| Arizona Public Service Co.  | Arizona Public Service Co.  |  |  |
|  | 2.600%, 08/15/29 | 4846 | 4568116 |
|  | 2.200%, 12/15/31 | 31150 | 27341968 |
| Arrow Electronics, Inc.  | Arrow Electronics, Inc.  |  |  |
|  | 3.875%, 01/12/28 | 11538 | 11427978 |
| Assurant, Inc.  | Assurant, Inc.  |  |  |
|  | 2.650%, 01/15/32 | 4000 | 3517402 |
| Assured Guaranty <br> U.S. Holdings, Inc.  | Assured Guaranty <br> U.S. Holdings, Inc.  |  |  |
|  | 3.150%, 06/15/31 | 4600 | 4306001 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| AT&T, Inc.  | AT&T, Inc.  |  |  |
| # | 2.550%, 12/01/33 | 2368 | $2011201 |
|  | 6.250%, 03/29/41 | 1600 | 1703307 |
|  | 3.500%, 06/01/41 | 24700 | 19542827 |
|  | 4.300%, 12/15/42 | 2500 | 2138820 |
| AutoNation, Inc.  | AutoNation, Inc.  |  |  |
|  | 5.890%, 03/15/35 | 200 | 206500 |
| Avnet, Inc.  | Avnet, Inc.  |  |  |
|  | 3.000%, 05/15/31 | 17500 | 15827221 |
|  | 5.500%, 06/01/32 | 13180 | 13399196 |
| AXIS Specialty Finance <br> PLC  | AXIS Specialty Finance <br> PLC  |  |  |
| # | 4.000%, 12/06/27 | 19920 | 19801226 |
| Baker Hughes <br> Holdings LLC  | Baker Hughes <br> Holdings LLC  |  |  |
|  | 5.125%, 09/15/40 | 5677 | 5568453 |
| Bank of America Corp.  | Bank of America Corp.  |  |  |
|  | 5.875%, 02/07/42 | 20957 | 22488010 |
| Berkshire Hathaway Energy Co.  | Berkshire Hathaway Energy Co.  |  |  |
|  | 5.950%, 05/15/37 | 800 | 862585 |
|  | 5.150%, 11/15/43 | 1783 | 1730108 |
|  | 4.500%, 02/01/45 | 800 | 709876 |
| Berkshire Hathaway Finance <br> Corp.  | Berkshire Hathaway Finance <br> Corp.  |  |  |
|  | 1.850%, 03/12/30 | 17500 | 16015337 |
| # | 1.450%, 10/15/30 | 73603 | 65164424 |
|  | 2.875%, 03/15/32 | 3000 | 2797158 |
|  | 5.750%, 01/15/40 | 8956 | 9782394 |
|  | 4.300%, 05/15/43 | 1900 | 1709569 |
| Berkshire Hathaway, Inc.  | Berkshire Hathaway, Inc.  |  |  |
|  | 3.125%, 03/15/26 | 8285 | 8257402 |
| # | 4.500%, 02/11/43 | 3500 | 3329525 |
| Best Buy Co., Inc.  | Best Buy Co., Inc.  |  |  |
| # | 1.950%, 10/01/30 | 11700 | 10408840 |
| Biogen, Inc.  | Biogen, Inc.  |  |  |
|  | 2.250%, 05/01/30 | 19087 | 17461007 |
| Black Hills Corp.  | Black Hills Corp.  |  |  |
|  | 2.500%, 06/15/30 | 2250 | 2072346 |
|  | 4.350%, 05/01/33 | 5728 | 5538660 |
| Blackrock, Inc.  | Blackrock, Inc.  |  |  |
|  | 2.400%, 04/30/30 | 31033 | 28919866 |
|  | 1.900%, 01/28/31 | 22957 | 20546300 |
| Blue Owl Finance LLC  | Blue Owl Finance LLC  |  |  |
|  | 6.250%, 04/18/34 | 200 | 207540 |
| Boardwalk Pipelines LP  | Boardwalk Pipelines LP  |  |  |
|  | 3.600%, 09/01/32 | 9310 | 8598902 |
| Boeing Co.  | Boeing Co.  |  |  |
| # | 3.200%, 03/01/29 | 317 | 306098 |
|  | 2.950%, 02/01/30 | 5140 | 4853402 |
|  | 3.550%, 03/01/38 | 1239 | 1040401 |
|  | 6.875%, 03/15/39 | 400 | 452991 |
|  | 5.875%, 02/15/40 | 800 | 827463 |
| Boston Properties LP  | Boston Properties LP  |  |  |
|  | 2.550%, 04/01/32 | 3000 | 2597922 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 5.750%, 01/15/35 | 400 | $409030 |
| Boston Scientific Corp.  | Boston Scientific Corp.  |  |  |
|  | 4.550%, 03/01/39 | 664 | 635353 |
| BP Capital Markets America, Inc.  | BP Capital Markets America, Inc.  |  |  |
|  | 2.721%, 01/12/32 | 1500 | 1365379 |
|  | 3.060%, 06/17/41 | 52550 | 40346313 |
| Brighthouse Financial, Inc.  | Brighthouse Financial, Inc.  |  |  |
| # | 5.625%, 05/15/30 | 2000 | 2042587 |
| Bristol-Myers Squibb Co.  | Bristol-Myers Squibb Co.  |  |  |
|  | 4.125%, 06/15/39 | 21200 | 19261098 |
|  | 2.350%, 11/13/40 | 1800 | 1274745 |
|  | 3.550%, 03/15/42 | 2550 | 2066703 |
|  | 4.500%, 03/01/44 | 400 | 357445 |
|  | 4.625%, 05/15/44 | 300 | 273108 |
| Brixmor Operating <br> Partnership LP  | Brixmor Operating <br> Partnership LP  |  |  |
|  | 4.050%, 07/01/30 | 5600 | 5496849 |
| Broadcom, Inc.  | Broadcom, Inc.  |  |  |
|  | 4.300%, 11/15/32 | 31000 | 30670059 |
|  | 2.600%, 02/15/33 | 200 | 176515 |
|  | 3.419%, 04/15/33 | 200 | 186495 |
| Ω | 3.137%, 11/15/35 | 16502 | 14302458 |
|  | 3.500%, 02/15/41 | 6150 | 5084862 |
| Brown & Brown, Inc.  | Brown & Brown, Inc.  |  |  |
|  | 2.375%, 03/15/31 | 3000 | 2672435 |
| Brunswick Corp.  | Brunswick Corp.  |  |  |
|  | 4.400%, 09/15/32 | 200 | 190028 |
| Burlington Northern Santa <br> Fe LLC  | Burlington Northern Santa <br> Fe LLC  |  |  |
|  | 5.750%, 05/01/40 | 1600 | 1698922 |
|  | 4.950%, 09/15/41 | 800 | 776005 |
|  | 4.400%, 03/15/42 | 400 | 360516 |
|  | 4.375%, 09/01/42 | 400 | 358650 |
|  | 4.900%, 04/01/44 | 400 | 379914 |
|  | 4.550%, 09/01/44 | 800 | 721152 |
| Capital One Financial <br> Corp.  | Capital One Financial <br> Corp.  |  |  |
| # | 3.800%, 01/31/28 | 2800 | 2779812 |
| Carrier Global Corp.  | Carrier Global Corp.  |  |  |
|  | 2.700%, 02/15/31 | 1600 | 1474616 |
| Caterpillar, Inc.  | Caterpillar, Inc.  |  |  |
|  | 3.803%, 08/15/42 | 200 | 170405 |
| Cencora, Inc.  | Cencora, Inc.  |  |  |
|  | 2.800%, 05/15/30 | 29384 | 27601772 |
| CenterPoint Energy Resources <br> Corp.  | CenterPoint Energy Resources <br> Corp.  |  |  |
|  | 4.000%, 04/01/28 | 4478 | 4465828 |
|  | 5.850%, 01/15/41 | 6244 | 6532207 |
| CF Industries, Inc.  | CF Industries, Inc.  |  |  |
|  | 4.950%, 06/01/43 | 400 | 366437 |
| Charles Schwab Corp.  | Charles Schwab Corp.  |  |  |
|  | 1.950%, 12/01/31 | 700 | 609521 |
|  | 2.900%, 03/03/32 | 14300 | 13078785 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Chevron USA, Inc., SOFR <br> + 0.570%, FRN | Chevron USA, Inc., SOFR <br> + 0.570%, FRN |  |  |
| (r) | 4.839%, 08/13/28 | 25000 | $25094135 |
| Choice Hotels <br> International, Inc.  | Choice Hotels <br> International, Inc.  |  |  |
|  | 3.700%, 12/01/29 | 970 | 931213 |
| Cigna Group  | Cigna Group  |  |  |
| # | 2.400%, 03/15/30 | 493 | 455907 |
|  | 2.375%, 03/15/31 | 18267 | 16452722 |
|  | 4.800%, 08/15/38 | 48770 | 46416101 |
|  | 3.200%, 03/15/40 | 18997 | 14844361 |
|  | 6.125%, 11/15/41 | 9943 | 10527126 |
| Cincinnati Financial Corp.  | Cincinnati Financial Corp.  |  |  |
|  | 6.920%, 05/15/28 | 2800 | 2990768 |
|  | 6.125%, 11/01/34 | 1200 | 1298597 |
| Cisco Systems, Inc.  | Cisco Systems, Inc.  |  |  |
|  | 5.500%, 01/15/40 | 5000 | 5212373 |
| Citigroup, Inc.  | Citigroup, Inc.  |  |  |
|  | 8.125%, 07/15/39 | 15597 | 19999639 |
|  | 5.875%, 01/30/42 | 31650 | 33558380 |
| CME Group, Inc.  | CME Group, Inc.  |  |  |
|  | 5.300%, 09/15/43 | 2600 | 2664519 |
| CNA Financial Corp.  | CNA Financial Corp.  |  |  |
|  | 4.500%, 03/01/26 | 5822 | 5822952 |
|  | 3.900%, 05/01/29 | 850 | 839214 |
|  | 5.500%, 06/15/33 | 5000 | 5186474 |
| CNO Financial Group, Inc.  | CNO Financial Group, Inc.  |  |  |
|  | 5.250%, 05/30/29 | 4800 | 4877034 |
|  | 6.450%, 06/15/34 | 13300 | 14113794 |
| Coca-Cola Co.  | Coca-Cola Co.  |  |  |
|  | 2.500%, 06/01/40 | 500 | 372864 |
| Comcast Corp.  | Comcast Corp.  |  |  |
|  | 4.250%, 01/15/33 | 15667 | 15256448 |
|  | 7.050%, 03/15/33 | 14000 | 15969178 |
|  | 3.900%, 03/01/38 | 2490 | 2173928 |
|  | 4.600%, 10/15/38 | 5700 | 5296576 |
|  | 6.550%, 07/01/39 | 400 | 440879 |
|  | 3.250%, 11/01/39 | 7000 | 5520050 |
|  | 3.750%, 04/01/40 | 30900 | 25673890 |
|  | 4.650%, 07/15/42 | 1000 | 888091 |
|  | 4.750%, 03/01/44 | 400 | 352813 |
| Conagra Brands, Inc.  | Conagra Brands, Inc.  |  |  |
|  | 5.300%, 11/01/38 | 39500 | 38008007 |
| ConocoPhillips  | ConocoPhillips  |  |  |
|  | 5.900%, 05/15/38 | 400 | 431682 |
|  | 6.500%, 02/01/39 | 600 | 676222 |
| ConocoPhillips Co.  | ConocoPhillips Co.  |  |  |
|  | 3.758%, 03/15/42 | 1200 | 989400 |
| Consolidated Edison Co. of New <br> York, Inc.  | Consolidated Edison Co. of New <br> York, Inc.  |  |  |
|  | 5.500%, 12/01/39 | 400 | 410774 |
|  | 5.700%, 06/15/40 | 400 | 414877 |
|  | 4.200%, 03/15/42 | 14174 | 12368903 |
|  | 3.950%, 03/01/43 | 7400 | 6187893 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 4.450%, 03/15/44 | 251 | $221963 |
| Constellation Brands, Inc.  | Constellation Brands, Inc.  |  |  |
|  | 3.150%, 08/01/29 | 5800 | 5576932 |
| Constellation Energy <br> Generation LLC  | Constellation Energy <br> Generation LLC  |  |  |
|  | 6.250%, 10/01/39 | 789 | 862405 |
|  | 5.750%, 10/01/41 | 1400 | 1439907 |
| Continental Resources, <br> Inc.  | Continental Resources, <br> Inc.  |  |  |
|  | 4.900%, 06/01/44 | 919 | 742705 |
| Costco Wholesale Corp.  | Costco Wholesale Corp.  |  |  |
|  | 1.600%, 04/20/30 | 8754 | 7913194 |
| Cox Communications, Inc.  | Cox Communications, Inc.  |  |  |
| Ω | 4.800%, 02/01/35 | 10052 | 9464152 |
| Ω | 4.700%, 12/15/42 | 4700 | 3823130 |
| Crown Castle, Inc.  | Crown Castle, Inc.  |  |  |
|  | 2.100%, 04/01/31 | 300 | 263038 |
|  | 2.900%, 04/01/41 | 18705 | 13708471 |
| CSL Finance PLC  | CSL Finance PLC  |  |  |
| Ω | 4.625%, 04/27/42 | 1532 | 1404832 |
| CSX Corp.  | CSX Corp.  |  |  |
|  | 5.500%, 04/15/41 | 800 | 820415 |
|  | 4.750%, 05/30/42 | 5340 | 5019089 |
|  | 4.100%, 03/15/44 | 200 | 169925 |
| Cummins, Inc.  | Cummins, Inc.  |  |  |
|  | 4.875%, 10/01/43 | 14376 | 13982505 |
| CVS Health Corp.  | CVS Health Corp.  |  |  |
| # | 3.250%, 08/15/29 | 3000 | 2884352 |
|  | 4.780%, 03/25/38 | 9500 | 8926015 |
|  | 6.125%, 09/15/39 | 5800 | 6063643 |
|  | 4.125%, 04/01/40 | 9078 | 7768991 |
|  | 5.300%, 12/05/43 | 3000 | 2831616 |
|  | 6.000%, 06/01/44 | 19360 | 19609140 |
| DCP Midstream <br> Operating LP  | DCP Midstream <br> Operating LP  |  |  |
|  | 5.600%, 04/01/44 | 2550 | 2478615 |
| Dell International LLC/EMC <br> Corp.  | Dell International LLC/EMC <br> Corp.  |  |  |
|  | 3.375%, 12/15/41 | 5009 | 3862270 |
| Devon Energy Corp.  | Devon Energy Corp.  |  |  |
|  | 5.600%, 07/15/41 | 15858 | 15274269 |
|  | 4.750%, 05/15/42 | 2900 | 2515868 |
| DH Europe Finance II <br> SARL  | DH Europe Finance II <br> SARL  |  |  |
|  | 3.250%, 11/15/39 | 1050 | 862905 |
| Dick's Sporting Goods, Inc.  | Dick's Sporting Goods, Inc.  |  |  |
| # | 3.150%, 01/15/32 | 9525 | 8744509 |
| Dominion Energy, Inc.  | Dominion Energy, Inc.  |  |  |
|  | 3.300%, 04/15/41 | 2000 | 1525135 |
|  | 4.900%, 08/01/41 | 5000 | 4657918 |
| Dow Chemical Co.  | Dow Chemical Co.  |  |  |
|  | 5.250%, 11/15/41 | 1000 | 913087 |
|  | 4.375%, 11/15/42 | 1616 | 1308340 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 4.625%, 10/01/44 | 1000 | $827311 |
| Duke Energy Corp.  | Duke Energy Corp.  |  |  |
|  | 3.300%, 06/15/41 | 23750 | 18414220 |
| Duquesne Light Holdings, Inc.  | Duquesne Light Holdings, Inc.  |  |  |
| Ω | 2.532%, 10/01/30 | 1500 | 1351239 |
| Ω | 2.775%, 01/07/32 | 641 | 569175 |
| Eastman Chemical Co.  | Eastman Chemical Co.  |  |  |
|  | 4.800%, 09/01/42 | 20700 | 18287433 |
|  | 4.650%, 10/15/44 | 400 | 343347 |
| Eaton Corp.  | Eaton Corp.  |  |  |
|  | 4.000%, 11/02/32 | 8105 | 7942813 |
| Eaton Vance Corp.  | Eaton Vance Corp.  |  |  |
|  | 3.500%, 04/06/27 | 9114 | 9038826 |
| eBay, Inc.  | eBay, Inc.  |  |  |
|  | 4.000%, 07/15/42 | 5500 | 4593877 |
| Ecolab, Inc.  | Ecolab, Inc.  |  |  |
|  | 5.500%, 12/08/41 | 3400 | 3514217 |
| Elevance Health, Inc.  | Elevance Health, Inc.  |  |  |
|  | 5.950%, 12/15/34 | 11300 | 12049020 |
|  | 6.375%, 06/15/37 | 4700 | 5155228 |
|  | 4.625%, 05/15/42 | 25970 | 23550446 |
|  | 4.650%, 01/15/43 | 9366 | 8437056 |
|  | 5.100%, 01/15/44 | 1200 | 1137694 |
|  | 4.650%, 08/15/44 | 1200 | 1071392 |
| Eli Lilly & Co., SOFR + <br> 0.530%, FRN | Eli Lilly & Co., SOFR + <br> 0.530%, FRN |  |  |
| (r) | 4.718%, 10/15/28 | 6900 | 6925047 |
| Enbridge Energy Partners LP  | Enbridge Energy Partners LP  |  |  |
|  | 7.500%, 04/15/38 | 7825 | 9248407 |
|  | 5.500%, 09/15/40 | 1264 | 1266636 |
| Energy Transfer LP  | Energy Transfer LP  |  |  |
|  | 6.625%, 10/15/36 | 400 | 435969 |
|  | 5.800%, 06/15/38 | 585 | 597021 |
|  | 7.500%, 07/01/38 | 400 | 463592 |
|  | 6.050%, 06/01/41 | 4600 | 4643646 |
|  | 5.950%, 10/01/43 | 4000 | 3934230 |
|  | 5.300%, 04/01/44 | 5950 | 5406879 |
| Enterprise Products <br> Operating LLC  | Enterprise Products <br> Operating LLC  |  |  |
|  | 6.875%, 03/01/33 | 1400 | 1590036 |
|  | 7.550%, 04/15/38 | 3157 | 3814832 |
|  | 6.125%, 10/15/39 | 5917 | 6439956 |
| # | 6.450%, 09/01/40 | 5135 | 5741379 |
|  | 5.950%, 02/01/41 | 2617 | 2779738 |
|  | 5.700%, 02/15/42 | 3600 | 3721266 |
|  | 4.850%, 08/15/42 | 2400 | 2239479 |
|  | 4.450%, 02/15/43 | 2146 | 1906862 |
|  | 4.850%, 03/15/44 | 8500 | 7889567 |
|  | 5.100%, 02/15/45 | 800 | 760985 |
| Equifax, Inc.  | Equifax, Inc.  |  |  |
|  | 3.100%, 05/15/30 | 200 | 188806 |
| Equinix, Inc.  | Equinix, Inc.  |  |  |
|  | 3.200%, 11/18/29 | 2500 | 2396964 |
|  | 2.500%, 05/15/31 | 5700 | 5148808 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| ERAC USA Finance LLC  | ERAC USA Finance LLC  |  |  |
| Ω | 5.625%, 03/15/42 | 400 | $408554 |
| ERP Operating LP  | ERP Operating LP  |  |  |
|  | 4.500%, 07/01/44 | 400 | 357431 |
| Eversource Energy  | Eversource Energy  |  |  |
|  | 4.250%, 04/01/29 | 600 | 598870 |
| Extra Space Storage LP  | Extra Space Storage LP  |  |  |
| # | 2.350%, 03/15/32 | 13100 | 11383850 |
| Exxon Mobil Corp.  | Exxon Mobil Corp.  |  |  |
|  | 2.995%, 08/16/39 | 5200 | 4173836 |
|  | 4.227%, 03/19/40 | 18200 | 16773684 |
| FedEx Corp.  | FedEx Corp.  |  |  |
|  | 4.900%, 01/15/34 | 2075 | 2066695 |
|  | 3.250%, 05/15/41 | 9950 | 7443018 |
|  | 4.100%, 04/15/43 | 400 | 322620 |
|  | 5.100%, 01/15/44 | 5400 | 4957419 |
| Fidelity National Financial, Inc.  | Fidelity National Financial, Inc.  |  |  |
|  | 3.400%, 06/15/30 | 19454 | 18485884 |
|  | 2.450%, 03/15/31 | 1800 | 1593830 |
| Fidelity National <br> Information Services, <br> Inc.  | Fidelity National <br> Information Services, <br> Inc.  |  |  |
|  | 3.100%, 03/01/41 | 10400 | 7767704 |
| First American Financial <br> Corp.  | First American Financial <br> Corp.  |  |  |
|  | 2.400%, 08/15/31 | 16044 | 13967078 |
| Flex Ltd.  | Flex Ltd.  |  |  |
|  | 4.875%, 06/15/29 | 2040 | 2065540 |
|  | 4.875%, 05/12/30 | 4000 | 4049833 |
| Flowserve Corp.  | Flowserve Corp.  |  |  |
|  | 2.800%, 01/15/32 | 29138 | 25919940 |
| FMR LLC  | FMR LLC  |  |  |
| Ω | 4.950%, 02/01/33 | 2400 | 2423290 |
| Fortune Brands Innovations, Inc.  | Fortune Brands Innovations, Inc.  |  |  |
|  | 3.250%, 09/15/29 | 3900 | 3736165 |
|  | 4.000%, 03/25/32 | 414 | 395163 |
| Fox Corp.  | Fox Corp.  |  |  |
|  | 5.476%, 01/25/39 | 26300 | 26443467 |
| Freeport-McMoRan, Inc.  | Freeport-McMoRan, Inc.  |  |  |
|  | 5.450%, 03/15/43 | 3600 | 3492393 |
| GATX Corp.  | GATX Corp.  |  |  |
|  | 3.500%, 06/01/32 | 6850 | 6353649 |
| General Dynamics Corp.  | General Dynamics Corp.  |  |  |
|  | 4.250%, 04/01/40 | 800 | 737115 |
|  | 2.850%, 06/01/41 | 400 | 302881 |
| General Electric Co.  | General Electric Co.  |  |  |
|  | 4.500%, 03/11/44 | 200 | 182435 |
| General Motors Co.  | General Motors Co.  |  |  |
|  | 6.250%, 04/15/35 | 400 | 425275 |
|  | 6.600%, 04/01/36 | 15200 | 16519112 |
|  | 5.150%, 04/01/38 | 3569 | 3446304 |
|  | 6.250%, 10/02/43 | 6800 | 6947819 |
|  | 5.200%, 04/01/45 | 400 | 362897 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| General Motors Financial Co., <br> Inc.  | General Motors Financial Co., <br> Inc.  | General Motors Financial Co., <br> Inc.  |  |  |
|  | 5.250%, 03/01/26 |  | 1236 | $1236917 |
|  | 3.600%, 06/21/30 |  | 6000 | 5755067 |
|  | 4.000%, 07/10/30 | EUR | 5000 | 5980950 |
|  | 3.100%, 01/12/32 |  | 8400 | 7610160 |
|  | 6.400%, 01/09/33 |  | 400 | 430995 |
|  | 5.450%, 09/06/34 |  | 600 | 607236 |
|  | 5.900%, 01/07/35 |  | 800 | 833378 |
| Georgia Power Co.  | Georgia Power Co.  | Georgia Power Co.  |  |  |
|  | 4.750%, 09/01/40 |  | 400 | 382320 |
|  | 4.300%, 03/15/42 |  | 20400 | 18081036 |
| Georgia-Pacific LLC  | Georgia-Pacific LLC  |  |  |  |
| # | 7.750%, 11/15/29 |  | 800 | 907184 |
| Gilead Sciences, Inc.  | Gilead Sciences, Inc.  | Gilead Sciences, Inc.  |  |  |
| # | 4.000%, 09/01/36 |  | 1550 | 1446489 |
|  | 2.600%, 10/01/40 |  | 22300 | 16478075 |
|  | 4.800%, 04/01/44 |  | 6000 | 5608886 |
| Global Payments, Inc.  | Global Payments, Inc.  |  |  |  |
|  | 2.900%, 11/15/31 |  | 400 | 355735 |
| Globe Life, Inc.  | Globe Life, Inc.  |  |  |  |
|  | 4.800%, 06/15/32 |  | 10000 | 10044893 |
| Goldman Sachs Group, Inc.  | Goldman Sachs Group, Inc.  | Goldman Sachs Group, Inc.  |  |  |
|  | 2.600%, 02/07/30 |  | 4100 | 3840275 |
|  | 3.800%, 03/15/30 |  | 11500 | 11308666 |
|  | 6.125%, 02/15/33 |  | 1621 | 1778111 |
|  | 6.250%, 02/01/41 |  | 18121 | 19973229 |
|  | 4.800%, 07/08/44 |  | 800 | 746924 |
| Halliburton Co.  | Halliburton Co.  | Halliburton Co.  |  |  |
|  | 6.700%, 09/15/38 |  | 4460 | 5017918 |
|  | 7.450%, 09/15/39 |  | 3200 | 3828283 |
|  | 4.500%, 11/15/41 |  | 13340 | 11755131 |
|  | 4.750%, 08/01/43 |  | 1700 | 1521441 |
| Hasbro, Inc.  | Hasbro, Inc.  | Hasbro, Inc.  |  |  |
|  | 6.050%, 05/14/34 |  | 2000 | 2107465 |
|  | 6.350%, 03/15/40 |  | 3700 | 3900975 |
|  | 5.100%, 05/15/44 |  | 2000 | 1783053 |
| HCA, Inc.  | HCA, Inc.  |  |  |  |
|  | 4.375%, 03/15/42 |  | 400 | 345060 |
| Health Care Service Corp. <br> A Mutual Legal Reserve <br> Co.  | Health Care Service Corp. <br> A Mutual Legal Reserve <br> Co.  |  |  |  |
| Ω | 2.200%, 06/01/30 |  | 19500 | 17684412 |
| Healthcare Realty <br> Holdings LP  | Healthcare Realty <br> Holdings LP  |  |  |  |
|  | 2.000%, 03/15/31 |  | 2800 | 2438464 |
| Hess Corp.  | Hess Corp.  |  |  |  |
|  | 5.600%, 02/15/41 |  | 4600 | 4812499 |
| Home Depot, Inc.  | Home Depot, Inc.  | Home Depot, Inc.  |  |  |
|  | 5.875%, 12/16/36 |  | 8388 | 9110843 |
|  | 3.300%, 04/15/40 |  | 11505 | 9476936 |
|  | 5.400%, 09/15/40 |  | 22000 | 22725654 |
|  | 4.400%, 03/15/45 |  | 400 | 352901 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Host Hotels & Resorts LP  | Host Hotels & Resorts LP  |  |  |
|  | 5.700%, 07/01/34 | 9000 | $9228492 |
|  | 5.500%, 04/15/35 | 200 | 201933 |
| HP, Inc.  | HP, Inc.  |  |  |
|  | 2.650%, 06/17/31 | 200 | 180338 |
| # | 6.000%, 09/15/41 | 11400 | 11681349 |
| Humana, Inc.  | Humana, Inc.  |  |  |
|  | 4.950%, 10/01/44 | 3000 | 2670996 |
| Hyatt Hotels Corp.  | Hyatt Hotels Corp.  |  |  |
|  | 5.375%, 12/15/31 | 5000 | 5120929 |
| IBM International Capital <br> Pte. Ltd.  | IBM International Capital <br> Pte. Ltd.  |  |  |
|  | 5.250%, 02/05/44 | 32262 | 31608188 |
| Illinois Tool Works, Inc.  | Illinois Tool Works, Inc.  |  |  |
|  | 3.900%, 09/01/42 | 200 | 170924 |
| Intel Corp.  | Intel Corp.  |  |  |
|  | 4.600%, 03/25/40 | 27124 | 24544204 |
|  | 2.800%, 08/12/41 | 23576 | 16593791 |
|  | 4.800%, 10/01/41 | 2470 | 2225657 |
|  | 5.625%, 02/10/43 | 26349 | 26000797 |
| Intercontinental Exchange, Inc.  | Intercontinental Exchange, Inc.  |  |  |
|  | 4.600%, 03/15/33 | 14500 | 14615275 |
|  | 2.650%, 09/15/40 | 16100 | 11967130 |
| International Business Machines <br> Corp.  | International Business Machines <br> Corp.  |  |  |
|  | 3.300%, 01/27/27 | 154 | 152232 |
| # | 1.950%, 05/15/30 | 8840 | 8033881 |
|  | 4.150%, 05/15/39 | 15550 | 13984543 |
|  | 5.600%, 11/30/39 | 800 | 833152 |
|  | 2.850%, 05/15/40 | 36982 | 27963206 |
|  | 4.000%, 06/20/42 | 5300 | 4508633 |
| Interpublic Group of Cos., <br> Inc.  | Interpublic Group of Cos., <br> Inc.  |  |  |
|  | 4.750%, 03/30/30 | 375 | 376925 |
| Interstate Power & Light <br> Co.  | Interstate Power & Light <br> Co.  |  |  |
|  | 2.300%, 06/01/30 | 3978 | 3637282 |
| Invitation Homes Operating <br> Partnership LP  | Invitation Homes Operating <br> Partnership LP  |  |  |
|  | 2.000%, 08/15/31 | 3000 | 2597577 |
| J.M. Smucker Co.  | J.M. Smucker Co.  |  |  |
|  | 4.250%, 03/15/35 | 9700 | 9163182 |
| Jabil, Inc.  | Jabil, Inc.  |  |  |
|  | 3.600%, 01/15/30 | 23950 | 23145526 |
|  | 3.000%, 01/15/31 | 15033 | 13890844 |
| Jackson Financial, Inc.  | Jackson Financial, Inc.  |  |  |
|  | 3.125%, 11/23/31 | 6177 | 5598652 |
| Jefferies Financial Group, Inc.  | Jefferies Financial Group, Inc.  |  |  |
|  | 2.625%, 10/15/31 | 20514 | 18023996 |
|  | 2.750%, 10/15/32 | 6280 | 5427545 |
| Johnson & Johnson  | Johnson & Johnson  |  |  |
| # | 1.300%, 09/01/30 | 5000 | 4434834 |
|  | 2.100%, 09/01/40 | 400 | 283588 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| JPMorgan Chase & Co.  | JPMorgan Chase & Co.  |  |  |
|  | 6.400%, 05/15/38 | 15400 | $17522708 |
|  | 5.500%, 10/15/40 | 3800 | 3987165 |
|  | 5.600%, 07/15/41 | 11900 | 12494883 |
|  | 5.400%, 01/06/42 | 4350 | 4463853 |
| JPMorgan Chase Bank NA  | JPMorgan Chase Bank NA  |  |  |
| (r) | SOFR + 0.620%, <br> FRN, 4.689%, <br> 04/29/26<br>| 900 | 901759 |
| (r) | SOFR + 1.000%, <br> FRN, 5.186%, <br> 12/08/26<br>| 22820 | 22984601 |
| Juniper Networks, Inc.  | Juniper Networks, Inc.  |  |  |
|  | 3.750%, 08/15/29 | 3600 | 3515854 |
|  | 2.000%, 12/10/30 | 5000 | 4394399 |
| Kellanova  | Kellanova  |  |  |
|  | 7.450%, 04/01/31 | 5659 | 6503861 |
| Kemper Corp.  | Kemper Corp.  |  |  |
|  | 3.800%, 02/23/32 | 9830 | 9084987 |
| Kimco Realty OP LLC  | Kimco Realty OP LLC  |  |  |
|  | 2.250%, 12/01/31 | 9700 | 8561983 |
| Kinder Morgan Energy <br> Partners LP  | Kinder Morgan Energy <br> Partners LP  |  |  |
|  | 6.950%, 01/15/38 | 5800 | 6547053 |
|  | 6.500%, 09/01/39 | 1900 | 2072434 |
|  | 6.550%, 09/15/40 | 3000 | 3270222 |
|  | 5.625%, 09/01/41 | 400 | 398296 |
|  | 5.000%, 08/15/42 | 4200 | 3882879 |
|  | 4.700%, 11/01/42 | 400 | 355183 |
|  | 5.000%, 03/01/43 | 15400 | 14203179 |
|  | 5.500%, 03/01/44 | 8520 | 8271237 |
|  | 5.400%, 09/01/44 | 250 | 239025 |
| KKR Group Finance Co. <br> II LLC  | KKR Group Finance Co. <br> II LLC  |  |  |
| #Ω | 5.500%, 02/01/43 | 4500 | 4439108 |
| Kraft Heinz Foods Co.  | Kraft Heinz Foods Co.  |  |  |
|  | 5.000%, 06/04/42 | 3700 | 3414207 |
| Kroger Co.  | Kroger Co.  |  |  |
|  | 7.500%, 04/01/31 | 15677 | 17946561 |
| Kyndryl Holdings, Inc.  | Kyndryl Holdings, Inc.  |  |  |
|  | 4.100%, 10/15/41 | 9797 | 7872253 |
| Lazard Group LLC  | Lazard Group LLC  |  |  |
|  | 4.500%, 09/19/28 | 15047 | 15118921 |
|  | 4.375%, 03/11/29 | 400 | 399544 |
| Legg Mason, Inc.  | Legg Mason, Inc.  |  |  |
|  | 4.750%, 03/15/26 | 3745 | 3747327 |
|  | 5.625%, 01/15/44 | 5747 | 5797279 |
| Liberty Mutual Group, Inc.  | Liberty Mutual Group, Inc.  |  |  |
| Ω | 4.569%, 02/01/29 | 9305 | 9356786 |
| Ω | 6.500%, 03/15/35 | 4250 | 4597894 |
| Lincoln National Corp.  | Lincoln National Corp.  |  |  |
|  | 3.050%, 01/15/30 | 244 | 231851 |
| # | 3.400%, 01/15/31 | 8337 | 7884463 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 3.400%, 03/01/32 | 23378 | $21647214 |
|  | 7.000%, 06/15/40 | 125 | 141579 |
| Lockheed Martin Corp.  | Lockheed Martin Corp.  |  |  |
|  | 4.850%, 09/15/41 | 1445 | 1368214 |
|  | 4.070%, 12/15/42 | 800 | 696117 |
|  | 3.800%, 03/01/45 | 800 | 653553 |
| Loews Corp.  | Loews Corp.  |  |  |
|  | 6.000%, 02/01/35 | 4000 | 4335732 |
| # | 4.125%, 05/15/43 | 1500 | 1293063 |
| Lowe's Cos., Inc.  | Lowe's Cos., Inc.  |  |  |
|  | 2.800%, 09/15/41 | 11600 | 8396665 |
| LPL Holdings, Inc.  | LPL Holdings, Inc.  |  |  |
|  | 5.650%, 03/15/35 | 1600 | 1633041 |
| LYB International Finance BV  | LYB International Finance BV  |  |  |
|  | 5.250%, 07/15/43 | 8300 | 7398841 |
|  | 4.875%, 03/15/44 | 4800 | 4087667 |
| LYB International Finance <br> III LLC  | LYB International Finance <br> III LLC  |  |  |
|  | 3.375%, 10/01/40 | 18400 | 13655514 |
| Marathon Petroleum Corp.  | Marathon Petroleum Corp.  |  |  |
|  | 6.500%, 03/01/41 | 14163 | 15218786 |
|  | 4.750%, 09/15/44 | 3000 | 2612632 |
| Marriott International, Inc.  | Marriott International, Inc.  |  |  |
| # | 2.750%, 10/15/33 | 6800 | 5907888 |
| Mars, Inc.  | Mars, Inc.  |  |  |
| #Ω | 1.625%, 07/16/32 | 6750 | 5722876 |
| Ω | 3.875%, 04/01/39 | 1200 | 1053707 |
| Ω | 2.375%, 07/16/40 | 200 | 144212 |
| Marsh & McLennan Cos., Inc.  | Marsh & McLennan Cos., Inc.  |  |  |
|  | 2.375%, 12/15/31 | 2161 | 1923871 |
|  | 4.750%, 03/15/39 | 400 | 388341 |
|  | 5.350%, 11/15/44 | 266 | 264449 |
| Mastercard, Inc.  | Mastercard, Inc.  |  |  |
|  | 4.350%, 01/15/32 | 4000 | 4021599 |
|  | 4.850%, 03/09/33 | 5000 | 5137514 |
| Merck & Co., Inc.  | Merck & Co., Inc.  |  |  |
|  | 3.400%, 03/07/29 | 8084 | 7924031 |
|  | 1.450%, 06/24/30 | 40301 | 35841217 |
|  | 3.900%, 03/07/39 | 400 | 358779 |
|  | 2.350%, 06/24/40 | 1200 | 867972 |
|  | 4.900%, 05/17/44 | 400 | 380457 |
| Meta Platforms, Inc.  | Meta Platforms, Inc.  |  |  |
|  | 3.850%, 08/15/32 | 3500 | 3375487 |
| MetLife, Inc.  | MetLife, Inc.  |  |  |
|  | 5.375%, 07/15/33 | 4200 | 4426287 |
|  | 6.375%, 06/15/34 | 19000 | 21234127 |
|  | 5.875%, 02/06/41 | 7148 | 7559705 |
|  | 4.125%, 08/13/42 | 5300 | 4560675 |
|  | 4.875%, 11/13/43 | 13061 | 12323197 |
| Micron Technology, Inc.  | Micron Technology, Inc.  |  |  |
|  | 4.663%, 02/15/30 | 330 | 333652 |
|  | 2.703%, 04/15/32 | 2650 | 2366125 |
|  | 3.366%, 11/01/41 | 31367 | 24230742 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Mississippi Power Co.  | Mississippi Power Co.  |  |  |  |
|  | 4.250%, 03/15/42 |  | 400 | $349821 |
| Mohawk Industries, Inc.  | Mohawk Industries, Inc.  |  |  |  |
|  | 3.625%, 05/15/30 |  | 1471 | 1421558 |
| Molson Coors Beverage <br> Co.  | Molson Coors Beverage <br> Co.  |  |  |  |
|  | 5.000%, 05/01/42 |  | 7000 | 6532053 |
| Morgan Stanley  | Morgan Stanley  | Morgan Stanley  |  |  |
|  | 7.250%, 04/01/32 |  | 14496 | 16769197 |
|  | 6.375%, 07/24/42 |  | 18888 | 21307669 |
| Mosaic Co.  | Mosaic Co.  |  |  |  |
|  | 5.625%, 11/15/43 |  | 8500 | 8368320 |
| Motorola Solutions, Inc.  | Motorola Solutions, Inc.  | Motorola Solutions, Inc.  |  |  |
|  | 4.600%, 05/23/29 |  | 3500 | 3538714 |
|  | 2.300%, 11/15/30 |  | 25444 | 23006944 |
| MPLX LP  | MPLX LP  |  |  |  |
|  | 4.500%, 04/15/38 |  | 8200 | 7434861 |
| National Fuel Gas Co.  | National Fuel Gas Co.  |  |  |  |
|  | 2.950%, 03/01/31 |  | 5000 | 4555888 |
| National Rural Utilities <br> Cooperative Finance <br> Corp.  | National Rural Utilities <br> Cooperative Finance <br> Corp.  |  |  |  |
|  | 8.000%, 03/01/32 |  | 2708 | 3210946 |
| NBCUniversal Media LLC  | NBCUniversal Media LLC  |  |  |  |
|  | 4.450%, 01/15/43 |  | 800 | 685267 |
| Nestle Capital Corp.  | Nestle Capital Corp.  |  |  |  |
|  | 4.600%, 04/04/29 | AUD | 800 | 529151 |
| Nestle Holdings, Inc.  | Nestle Holdings, Inc.  |  |  |  |
| Ω | 3.900%, 09/24/38 |  | 5800 | 5286648 |
| NetApp, Inc.  | NetApp, Inc.  |  |  |  |
|  | 2.700%, 06/22/30 |  | 3900 | 3619628 |
| NewMarket Corp.  | NewMarket Corp.  |  |  |  |
|  | 2.700%, 03/18/31 |  | 4000 | 3639447 |
| Newmont Corp.  | Newmont Corp.  | Newmont Corp.  |  |  |
|  | 5.875%, 04/01/35 |  | 400 | 433697 |
|  | 5.450%, 06/09/44 |  | 600 | 606402 |
| NextEra Energy Capital <br> Holdings, Inc.  | NextEra Energy Capital <br> Holdings, Inc.  |  |  |  |
|  | 5.250%, 03/15/34 |  | 400 | 410961 |
| NIKE, Inc.  | NIKE, Inc.  | NIKE, Inc.  |  |  |
|  | 2.850%, 03/27/30 |  | 12987 | 12357077 |
|  | 3.250%, 03/27/40 |  | 5000 | 4063572 |
| Northern Trust Corp.  | Northern Trust Corp.  |  |  |  |
|  | 1.950%, 05/01/30 |  | 19370 | 17691651 |
| NOV, Inc.  | NOV, Inc.  |  |  |  |
|  | 3.950%, 12/01/42 |  | 10000 | 7882572 |
| Nucor Corp.  | Nucor Corp.  |  |  |  |
|  | 3.125%, 04/01/32 |  | 6840 | 6330049 |
| Oklahoma Gas & Electric <br> Co.  | Oklahoma Gas & Electric <br> Co.  |  |  |  |
|  | 5.400%, 01/15/33 |  | 4200 | 4403797 |
| Omnicom Group, Inc.  | Omnicom Group, Inc.  |  |  |  |
|  | 4.200%, 06/01/30 |  | 11555 | 11468647 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| ONE Gas, Inc.  | ONE Gas, Inc.  |  |  |
|  | 4.250%, 09/01/32 | 4300 | $4258204 |
|  | 4.658%, 02/01/44 | 400 | 362916 |
| ONEOK Partners LP  | ONEOK Partners LP  |  |  |
|  | 6.850%, 10/15/37 | 400 | 440880 |
|  | 6.125%, 02/01/41 | 1500 | 1537316 |
| Oracle Corp.  | Oracle Corp.  |  |  |
|  | 3.600%, 04/01/40 | 17100 | 13391500 |
|  | 5.375%, 07/15/40 | 14200 | 13531235 |
|  | 3.650%, 03/25/41 | 21500 | 16696323 |
|  | 4.500%, 07/08/44 | 400 | 330213 |
| Ovintiv, Inc.  | Ovintiv, Inc.  |  |  |
|  | 6.500%, 02/01/38 | 3770 | 3953605 |
| Owens Corning  | Owens Corning  |  |  |
|  | 3.875%, 06/01/30 | 8726 | 8545747 |
| Parker-Hannifin Corp.  | Parker-Hannifin Corp.  |  |  |
| # | 3.250%, 06/14/29 | 4700 | 4567164 |
| PepsiCo, Inc.  | PepsiCo, Inc.  |  |  |
|  | 4.875%, 11/01/40 | 400 | 392198 |
| Pfizer Investment <br> Enterprises Pte. Ltd.  | Pfizer Investment <br> Enterprises Pte. Ltd.  |  |  |
|  | 5.110%, 05/19/43 | 14800 | 14369748 |
| Pfizer, Inc.  | Pfizer, Inc.  |  |  |
|  | 3.900%, 03/15/39 | 7772 | 6908416 |
|  | 7.200%, 03/15/39 | 4570 | 5500041 |
|  | 2.550%, 05/28/40 | 8500 | 6270940 |
|  | 5.600%, 09/15/40 | 400 | 415175 |
|  | 4.300%, 06/15/43 | 107 | 94120 |
| Philip Morris International, Inc.  | Philip Morris International, Inc.  |  |  |
|  | 3.375%, 08/15/29 | 5200 | 5058051 |
|  | 2.100%, 05/01/30 | 7450 | 6799790 |
|  | 5.375%, 02/15/33 | 1000 | 1041431 |
|  | 5.625%, 09/07/33 | 9500 | 10049814 |
|  | 6.375%, 05/16/38 | 7400 | 8270297 |
|  | 4.375%, 11/15/41 | 8315 | 7427147 |
|  | 4.500%, 03/20/42 | 800 | 718519 |
|  | 3.875%, 08/21/42 | 10095 | 8353040 |
|  | 4.125%, 03/04/43 | 7308 | 6241351 |
|  | 4.875%, 11/15/43 | 400 | 372870 |
| # | 4.250%, 11/10/44 | 1200 | 1030138 |
| Phillips 66  | Phillips 66  |  |  |
|  | 2.150%, 12/15/30 | 400 | 357623 |
|  | 5.875%, 05/01/42 | 5486 | 5582954 |
|  | 4.875%, 11/15/44 | 5400 | 4809489 |
| Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  | Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  |  |  |
|  | 6.700%, 05/15/36 | 200 | 217372 |
|  | 5.150%, 06/01/42 | 15148 | 13785925 |
|  | 4.300%, 01/31/43 | 8941 | 7317884 |
|  | 4.700%, 06/15/44 | 8500 | 7267764 |
|  | 4.900%, 02/15/45 | 173 | 151446 |
| PPG Industries, Inc.  | PPG Industries, Inc.  |  |  |
|  | 2.550%, 06/15/30 | 9110 | 8449292 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Precision Castparts Corp.  | Precision Castparts Corp.  |  |  |
|  | 3.900%, 01/15/43 | 3000 | $2529484 |
| Primerica, Inc.  | Primerica, Inc.  |  |  |
|  | 2.800%, 11/19/31 | 15500 | 14009286 |
| Principal Financial Group, <br> Inc.  | Principal Financial Group, <br> Inc.  |  |  |
|  | 6.050%, 10/15/36 | 3400 | 3695250 |
| Progress Energy, Inc.  | Progress Energy, Inc.  |  |  |
|  | 7.750%, 03/01/31 | 2500 | 2870122 |
| Progressive Corp.  | Progressive Corp.  |  |  |
|  | 3.000%, 03/15/32 | 15600 | 14404633 |
| Prologis LP  | Prologis LP  |  |  |
|  | 5.125%, 01/15/34 | 5563 | 5714593 |
| Prudential Financial, Inc.  | Prudential Financial, Inc.  |  |  |
|  | 6.625%, 12/01/37 | 2400 | 2740959 |
|  | 3.000%, 03/10/40 | 19750 | 15450376 |
|  | 6.625%, 06/21/40 | 2620 | 3005858 |
| Public Service Enterprise <br> Group, Inc.  | Public Service Enterprise <br> Group, Inc.  |  |  |
|  | 8.625%, 04/15/31 | 1000 | 1154476 |
| PulteGroup, Inc.  | PulteGroup, Inc.  |  |  |
|  | 7.875%, 06/15/32 | 3895 | 4547555 |
|  | 6.375%, 05/15/33 | 11000 | 12018031 |
|  | 6.000%, 02/15/35 | 6449 | 6949832 |
| QUALCOMM, Inc.  | QUALCOMM, Inc.  |  |  |
| # | 1.650%, 05/20/32 | 9643 | 8195658 |
| Quanta Services, Inc.  | Quanta Services, Inc.  |  |  |
|  | 2.900%, 10/01/30 | 302 | 282439 |
| Realty Income Corp.  | Realty Income Corp.  |  |  |
|  | 2.700%, 02/15/32 | 13991 | 12597059 |
|  | 2.850%, 12/15/32 | 8077 | 7226283 |
|  | 1.800%, 03/15/33 | 1800 | 1491160 |
|  | 4.900%, 07/15/33 | 5000 | 5070221 |
| Reinsurance Group of America, <br> Inc.  | Reinsurance Group of America, <br> Inc.  |  |  |
|  | 3.950%, 09/15/26 | 10789 | 10781484 |
| # | 3.900%, 05/15/29 | 4725 | 4675323 |
|  | 3.150%, 06/15/30 | 15455 | 14617509 |
| Revvity, Inc.  | Revvity, Inc.  |  |  |
|  | 3.300%, 09/15/29 | 1300 | 1246228 |
| Roche Holdings, Inc.  | Roche Holdings, Inc.  |  |  |
| Ω | 2.076%, 12/13/31 | 5000 | 4407172 |
| Ω | 5.593%, 11/13/33 | 10000 | 10734380 |
| Royalty Pharma PLC  | Royalty Pharma PLC  |  |  |
|  | 2.200%, 09/02/30 | 10000 | 9018046 |
|  | 3.300%, 09/02/40 | 68617 | 53132486 |
| Sempra  | Sempra  |  |  |
|  | 6.000%, 10/15/39 | 400 | 417881 |
| Shell Finance U.S., Inc.  | Shell Finance U.S., Inc.  |  |  |
|  | 4.550%, 08/12/43 | 5000 | 4543557 |
| Shell International Finance BV  | Shell International Finance BV  |  |  |
|  | 6.375%, 12/15/38 | 20800 | 23538963 |
|  | 5.500%, 03/25/40 | 3000 | 3108405 |
|  | 2.875%, 11/26/41 | 3200 | 2378307 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Sherwin-Williams Co.  | Sherwin-Williams Co.  |  |  |
|  | 2.950%, 08/15/29 | 4800 | $4582096 |
| Simon Property Group LP  | Simon Property Group LP  |  |  |
|  | 2.650%, 07/15/30 | 19076 | 17808431 |
|  | 2.200%, 02/01/31 | 12648 | 11375841 |
|  | 2.250%, 01/15/32 | 7377 | 6474070 |
|  | 5.500%, 03/08/33 | 5400 | 5693507 |
|  | 6.750%, 02/01/40 | 4515 | 5201907 |
|  | 4.750%, 03/15/42 | 4370 | 4043818 |
| Southern Co. Gas Capital Corp.  | Southern Co. Gas Capital Corp.  |  |  |
|  | 5.875%, 03/15/41 | 5642 | 5898011 |
|  | 4.400%, 06/01/43 | 6897 | 5965588 |
| Southern Power Co.  | Southern Power Co.  |  |  |
| # | 5.150%, 09/15/41 | 1500 | 1451147 |
| Southwest Gas Corp.  | Southwest Gas Corp.  |  |  |
|  | 3.700%, 04/01/28 | 2500 | 2473027 |
|  | 2.200%, 06/15/30 | 13200 | 12025337 |
| Stanley Black & Decker, Inc.  | Stanley Black & Decker, Inc.  |  |  |
|  | 2.300%, 03/15/30 | 2650 | 2416738 |
|  | 3.000%, 05/15/32 | 400 | 359004 |
|  | 5.200%, 09/01/40 | 800 | 775641 |
| Steel Dynamics, Inc.  | Steel Dynamics, Inc.  |  |  |
|  | 3.250%, 01/15/31 | 19725 | 18700778 |
| Sutter Health  | Sutter Health  |  |  |
|  | 3.161%, 08/15/40 | 2000 | 1589314 |
| Tapestry, Inc.  | Tapestry, Inc.  |  |  |
|  | 5.500%, 03/11/35 | 8000 | 8146736 |
| Targa Resources Corp.  | Targa Resources Corp.  |  |  |
|  | 4.200%, 02/01/33 | 3000 | 2856331 |
| Target Corp.  | Target Corp.  |  |  |
| # | 4.000%, 07/01/42 | 2100 | 1805204 |
| Texas Instruments, Inc.  | Texas Instruments, Inc.  |  |  |
| # | 4.900%, 03/14/33 | 12500 | 12893209 |
| # | 3.875%, 03/15/39 | 5790 | 5165861 |
| Textron, Inc.  | Textron, Inc.  |  |  |
|  | 2.450%, 03/15/31 | 14820 | 13369506 |
| Thermo Fisher Scientific, Inc.  | Thermo Fisher Scientific, Inc.  |  |  |
|  | 2.800%, 10/15/41 | 2400 | 1782644 |
|  | 5.404%, 08/10/43 | 7500 | 7601125 |
| T-Mobile USA, Inc.  | T-Mobile USA, Inc.  |  |  |
|  | 4.375%, 04/15/40 | 7500 | 6738151 |
| Travelers Cos., Inc.  | Travelers Cos., Inc.  |  |  |
|  | 5.350%, 11/01/40 | 2619 | 2674133 |
| TWDC Enterprises 18 <br> Corp.  | TWDC Enterprises 18 <br> Corp.  |  |  |
|  | 4.375%, 08/16/41 | 7500 | 6820137 |
| Union Pacific Corp.  | Union Pacific Corp.  |  |  |
|  | 2.891%, 04/06/36 | 2350 | 1985852 |
|  | 4.375%, 09/10/38 | 1100 | 1030192 |
|  | 3.550%, 08/15/39 | 10100 | 8629088 |
|  | 3.200%, 05/20/41 | 14400 | 11325878 |
| United Parcel Service, Inc.  | United Parcel Service, Inc.  |  |  |
|  | 5.200%, 04/01/40 | 800 | 810413 |
|  | 4.875%, 11/15/40 | 8011 | 7792784 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| UnitedHealth Group, Inc.  | UnitedHealth Group, Inc.  |  |  |
|  | 4.200%, 05/15/32 | 18300 | $18048837 |
|  | 6.875%, 02/15/38 | 350 | 406561 |
|  | 3.500%, 08/15/39 | 16438 | 13742807 |
|  | 2.750%, 05/15/40 | 14200 | 10622805 |
|  | 5.700%, 10/15/40 | 2400 | 2491567 |
|  | 5.950%, 02/15/41 | 1400 | 1481713 |
|  | 3.050%, 05/15/41 | 28569 | 21806950 |
|  | 4.625%, 11/15/41 | 3400 | 3145572 |
|  | 3.950%, 10/15/42 | 4000 | 3361955 |
|  | 5.500%, 07/15/44 | 18070 | 18132973 |
| Unum Group  | Unum Group  |  |  |
|  | 3.875%, 11/05/25 | 1977 | 1976876 |
|  | 4.000%, 06/15/29 | 10963 | 10800302 |
| Ω | 4.046%, 08/15/41 | 6800 | 5605450 |
| # | 5.750%, 08/15/42 | 3000 | 2993395 |
| Utah Acquisition Sub, Inc.  | Utah Acquisition Sub, Inc.  |  |  |
|  | 3.950%, 06/15/26 | 5908 | 5881656 |
| Valero Energy Corp.  | Valero Energy Corp.  |  |  |
|  | 7.500%, 04/15/32 | 580 | 667810 |
| Ventas Realty LP  | Ventas Realty LP  |  |  |
| # | 3.000%, 01/15/30 | 1100 | 1042072 |
| VeriSign, Inc.  | VeriSign, Inc.  |  |  |
|  | 2.700%, 06/15/31 | 5106 | 4627043 |
| Verizon Communications, Inc.  | Verizon Communications, Inc.  |  |  |
|  | 4.016%, 12/03/29 | 8753 | 8670631 |
|  | 2.355%, 03/15/32 | 2733 | 2389749 |
|  | 4.272%, 01/15/36 | 600 | 560479 |
|  | 4.812%, 03/15/39 | 12910 | 12240897 |
|  | 2.650%, 11/20/40 | 14850 | 10631705 |
|  | 3.400%, 03/22/41 | 43850 | 34450139 |
|  | 2.850%, 09/03/41 | 5166 | 3734867 |
|  | 3.850%, 11/01/42 | 3190 | 2585025 |
|  | 6.550%, 09/15/43 | 800 | 884925 |
| Viatris, Inc.  | Viatris, Inc.  |  |  |
|  | 3.850%, 06/22/40 | 1146 | 873033 |
| Virginia Electric & Power Co.  | Virginia Electric & Power Co.  |  |  |
|  | 4.000%, 01/15/43 | 7900 | 6623837 |
|  | 4.650%, 08/15/43 | 700 | 634651 |
|  | 4.450%, 02/15/44 | 400 | 352092 |
| Visa, Inc.  | Visa, Inc.  |  |  |
| # | 2.050%, 04/15/30 | 48659 | 44859771 |
|  | 2.700%, 04/15/40 | 3300 | 2543007 |
| Voya Financial, Inc.  | Voya Financial, Inc.  |  |  |
|  | 5.700%, 07/15/43 | 913 | 919038 |
| Walmart, Inc.  | Walmart, Inc.  |  |  |
|  | 5.625%, 04/01/40 | 6000 | 6473617 |
|  | 5.000%, 10/25/40 | 7200 | 7334801 |
| Walt Disney Co.  | Walt Disney Co.  |  |  |
| # | 4.625%, 03/23/40 | 5000 | 4810051 |
|  | 3.500%, 05/13/40 | 32131 | 27016117 |
|  | 6.150%, 02/15/41 | 800 | 881645 |
|  | 5.400%, 10/01/43 | 5750 | 5842861 |
|  | 4.750%, 09/15/44 | 400 | 372022 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Wells Fargo & Co.  | Wells Fargo & Co.  |  |  |
|  | 4.150%, 01/24/29 | 600 | $600294 |
| Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN | Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN |  |  |
| (r) | 5.236%, 12/11/26 | 840 | 848755 |
| Welltower OP LLC  | Welltower OP LLC  |  |  |
|  | 4.125%, 03/15/29 | 1150 | 1149420 |
|  | 2.750%, 01/15/31 | 17096 | 15864941 |
|  | 2.750%, 01/15/32 | 4600 | 4174945 |
|  | 6.500%, 03/15/41 | 1903 | 2132426 |
| Western Union Co.  | Western Union Co.  |  |  |
| # | 6.200%, 11/17/36 | 400 | 417086 |
| Westlake Corp.  | Westlake Corp.  |  |  |
|  | 3.375%, 06/15/30 | 11285 | 10765694 |
| WestRock MWV LLC  | WestRock MWV LLC  |  |  |
|  | 8.200%, 01/15/30 | 19367 | 22078588 |
| Weyerhaeuser Co.  | Weyerhaeuser Co.  |  |  |
|  | 7.375%, 03/15/32 | 813 | 928812 |
| Williams Cos., Inc.  | Williams Cos., Inc.  |  |  |
|  | 3.500%, 11/15/30 | 13600 | 12985463 |
|  | 6.300%, 04/15/40 | 21000 | 22617943 |
|  | 5.800%, 11/15/43 | 400 | 403620 |
| WP Carey, Inc.  | WP Carey, Inc.  |  |  |
|  | 2.400%, 02/01/31 | 2300 | 2064263 |
|  | 2.450%, 02/01/32 | 9800 | 8619736 |
| WRKCo, Inc.  | WRKCo, Inc.  |  |  |
| # | 3.000%, 06/15/33 | 19705 | 17556978 |
| Zoetis, Inc.  | Zoetis, Inc.  |  |  |
|  | 4.700%, 02/01/43 | 1200 | 1112971 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | 4079398311 |
| TOTAL BONDS | TOTAL BONDS |  | 5940968489 |
| U.S. TREASURY OBLIGATIONS — (38.2%) | U.S. TREASURY OBLIGATIONS — (38.2%) | U.S. TREASURY OBLIGATIONS — (38.2%) | U.S. TREASURY OBLIGATIONS — (38.2%) |
| U.S. Treasury Bills  | U.S. Treasury Bills  |  |  |
| ∞ | 4.078%, 11/04/25  | 20000 | 19997877 |
| ∞ | 4.080%, 11/06/25  | 20000 | 19993656 |
| ∞ | 3.983%, 11/18/25  | 50000 | 49919355 |
| ∞ | 4.074%, 11/25/25  | 50000 | 49881475 |
| ∞ | 4.177%, 11/28/25  | 50000 | 49865825 |
| ∞ | 4.034%, 12/02/25  | 25000 | 24921932 |
| U.S. Treasury Bonds  | U.S. Treasury Bonds  |  |  |
|  | 6.000%, 02/15/26  | 25000 | 25126952 |
|  | 5.250%, 02/15/29  | 8500 | 8946582 |
|  | 6.125%, 08/15/29  | 25000 | 27166992 |
|  | 6.250%, 05/15/30  | 67000 | 74108281 |
|  | 4.625%, 02/15/40  | 4000 | 4091406 |
|  | 1.125%, 05/15/40  | 184000 | 118349374 |
|  | 4.375%, 05/15/40  | 18500 | 18398828 |
|  | 1.125%, 08/15/40  | 195000 | 124091602 |
|  | 3.875%, 08/15/40  | 25000 | 23447266 |
|  | 1.375%, 11/15/40  | 172000 | 113311718 |
|  | 1.875%, 02/15/41  | 147000 | 104197734 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
|  | 1.750%, 08/15/41  | 160000 | $109550000 |
|  | 2.000%, 11/15/41  | 146000 | 103466094 |
|  | 2.375%, 02/15/42  | 135000 | 100923046 |
|  | 2.750%, 08/15/42  | 123000 | 96497344 |
|  | 2.750%, 11/15/42  | 120000 | 93703126 |
|  | 3.125%, 02/15/43  | 114000 | 93813985 |
|  | 2.875%, 05/15/43  | 130000 | 102705078 |
|  | 3.625%, 08/15/43  | 60000 | 52762500 |
|  | 3.625%, 02/15/44  | 110000 | 96310157 |
|  | 3.375%, 05/15/44  | 126000 | 106169766 |
|  | 3.125%, 08/15/44  | 130000 | 105142578 |
|  | 3.000%, 11/15/44  | 90000 | 71138672 |
|  | 2.500%, 02/15/45  | 148000 | 107178594 |
|  | 3.000%, 05/15/45  | 90000 | 70780078 |
|  | 2.875%, 08/15/45  | 115000 | 88311914 |
| U.S. Treasury Notes  | U.S. Treasury Notes  |  |  |
|  | 0.375%, 11/30/25  | 25000 | 24932807 |
|  | 4.875%, 11/30/25  | 25000 | 25014136 |
| (r) | 3M USTMMR + <br> 0.245%, FRN, <br> 4.011%, 01/31/26 <br>| 180000 | 180025760 |
| (r) | 3M USTMMR + <br> 0.150%, FRN, <br> 3.916%, 04/30/26 <br>| 188000 | 187963517 |
| (r) | 3M USTMMR + <br> 0.182%, FRN, <br> 3.948%, 07/31/26 <br>| 195000 | 195000431 |
| (r) | 3M USTMMR + <br> 0.205%, FRN, <br> 3.971%, 10/31/26 <br>| 170000 | 170033670 |
| (r) | 3M USTMMR + <br> 0.098%, FRN, <br> 3.864%, 01/31/27 <br>| 178000 | 177811610 |
| (r) | 3M USTMMR + <br> 0.160%, FRN, <br> 3.926%, 04/30/27 <br>| 174000 | 173950147 |
|  | 2.625%, 02/15/29  | 25000 | 24233399 |
|  | 2.375%, 03/31/29  | 10000 | 9600781 |
|  | 3.500%, 01/31/30  | 25000 | 24827148 |
|  | 3.500%, 04/30/30  | 25000 | 24806641 |
|  | 3.750%, 05/31/30  | 19000 | 19043047 |
|  | 3.750%, 06/30/30  | 19000 | 19038594 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
|  | 4.000%, 07/31/30  | 25000 | $25316406 |
|  | 4.125%, 08/31/30  | 65000 | 66165430 |
|  | 4.625%, 09/30/30  | 65000 | 67635547 |
|  | 4.875%, 10/31/30  | 25000 | 26307617 |
|  | 4.375%, 11/30/30  | 25000 | 25744140 |
|  | 4.250%, 02/28/31  | 25000 | 25602539 |
|  | 4.625%, 05/31/31  | 10000 | 10426563 |
|  | 1.250%, 08/15/31  | 60000 | 52136719 |
|  | 1.375%, 11/15/31  | 50000 | 43472656 |
|  | 4.375%, 01/31/32  | 30000 | 30892969 |
|  | 1.875%, 02/15/32  | 105000 | 93577149 |
|  | 4.125%, 02/29/32  | 60000 | 60956250 |
|  | 2.875%, 05/15/32  | 95000 | 89626562 |
|  | 4.125%, 05/31/32  | 30000 | 30452344 |
|  | 4.000%, 06/30/32  | 30000 | 30233203 |
|  | 4.000%, 07/31/32  | 30000 | 30216797 |
|  | 2.750%, 08/15/32  | 120000 | 111965626 |
|  | 3.875%, 08/31/32  | 55000 | 54982812 |
|  | 4.125%, 11/15/32  | 80000 | 81159375 |
|  | 3.500%, 02/15/33  | 55000 | 53575586 |
|  | 3.375%, 05/15/33  | 60000 | 57846094 |
|  | 3.875%, 08/15/33  | 65000 | 64685156 |
|  | 4.500%, 11/15/33  | 60000 | 62203125 |
| U.S.Treasury Notes  | U.S.Treasury Notes  |  |  |
| #(r) | 3M USTMMR + <br> 0.159%, FRN, <br> 3.925%, 07/31/27 <br>| 170000 | 169965577 |
| TOTAL U.S. TREASURY <br> OBLIGATIONS | TOTAL U.S. TREASURY <br> OBLIGATIONS |  | 4875697717 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $12,565,126,567) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $12,565,126,567) |  | 12254198177 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (4.0%) | SECURITIES LENDING COLLATERAL — (4.0%) | SECURITIES LENDING COLLATERAL — (4.0%) | SECURITIES LENDING COLLATERAL — (4.0%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 44709953 | 517160028 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $13,082,286,595) | (Cost $13,082,286,595) |  | $12771358205 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

As of October 31, 2025, DFA Investment Grade Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 19139676 | NZD | 33043849 | Citibank, N.A. | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; $230334 |
| USD | 35909987 | EUR | 30534034 | Citibank, N.A. | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 714931 |
| USD | 12801467 | NZD | 21702612 | Royal Bank of Canada | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 382147 |
| USD | 98969133 | AUD | 149691951 | Bank of New York Mellon | 11/06/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1023413 |
| AUD | 15535262 | USD | 10101024 | UBS AG | 11/06/25 | &nbsp;&nbsp;&nbsp;&nbsp; 63934 |
| AUD | 30359458 | USD | 19601578 | Australia and New Zealand Bank | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 264003 |
| USD | 12975331 | EUR | 11139794 | Citibank, N.A. | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 130711 |
| USD | 8637465 | EUR | 7431930 | HSBC Bank | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 68158 |
| USD | 18211355 | CAD | 25181806 | Royal Bank of Canada | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 250663 |
| USD | 100712286 | AUD | 152790269 | Societe Generale | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 734629 |
| USD | 10405615 | EUR | 8931605 | UBS AG | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 107123 |
| USD | 113366543 | AUD | 171683078 | Citibank, N.A. | 11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1022497 |
| AUD | 21438974 | USD | 13949588 | HSBC Bank | 11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 79407 |
| USD | 19724032 | EUR | 16988611 | Bank of New York Mellon | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 117817 |
| USD | 88413085 | JPY | 13458698591 | Royal Bank of Canada | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 894977 |
| USD | 54590412 | EUR | 46746211 | Bank of New York Mellon | 12/01/25 | &nbsp;&nbsp;&nbsp;&nbsp; 626326 |
| USD | 35493775 | EUR | 30534034 | UBS AG | 12/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 241137 |
| USD | 65196895 | NZD | 113302001 | Citibank, N.A. | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 246954 |
| USD | 44041188 | NZD | 76216187 | Australia and New Zealand Bank | 01/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 265224 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$7464385** |
| NZD | 76216187 | USD | 43876135 | Australia and New Zealand Bank | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(261422)<br>|
| USD | 12285600 | NZD | 21469726 | HSBC Bank | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; (451)<br>|
| EUR | 30534034 | USD | 35433525 | UBS AG | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; (238469)<br>|
| AUD | 20205244 | USD | 13231812 | Australia and New Zealand Bank | 11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; (10131)<br>|
| USD | 93716975 | AUD | 143710361 | Bank of New York Mellon | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; (327091)<br>|
| USD | 79911156 | AUD | 123161172 | Societe Generale | 11/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; (692260)<br>|
| USD | 19545006 | NZD | 34229612 | Australia and New Zealand Bank | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; (76989)<br>|
| USD | 10407070 | NZD | 18160555 | Citibank, N.A. | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; (3400)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(1610213)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$5854172** |

---

As of October 31, 2025, the value of Rule 144A securities amounted to $420,076,570 or 3.4% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $1437531971 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1437531971 |
| Bonds |  |  |  |  |
| Australia | &nbsp;&nbsp; — | &nbsp;&nbsp; 589686157 | &nbsp;&nbsp; — | &nbsp;&nbsp; 589686157 |
| Belgium | &nbsp;&nbsp; — | &nbsp;&nbsp; 17862856 | &nbsp;&nbsp; — | &nbsp;&nbsp; 17862856 |
| Canada | &nbsp;&nbsp; — | &nbsp;&nbsp; 268361957 | &nbsp;&nbsp; — | &nbsp;&nbsp; 268361957 |
| Finland | &nbsp;&nbsp; — | &nbsp;&nbsp; 8449929 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8449929 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| France | &nbsp;&nbsp; — | &nbsp;&nbsp; $29512598 | &nbsp;&nbsp; — | &nbsp;&nbsp; $29512598 |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 94704992 | &nbsp;&nbsp; — | &nbsp;&nbsp; 94704992 |
| Hong Kong | &nbsp;&nbsp; — | &nbsp;&nbsp; 4309076 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4309076 |
| Ireland | &nbsp;&nbsp; — | &nbsp;&nbsp; 2321285 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2321285 |
| Italy | &nbsp;&nbsp; — | &nbsp;&nbsp; 33270572 | &nbsp;&nbsp; — | &nbsp;&nbsp; 33270572 |
| Japan | &nbsp;&nbsp; — | &nbsp;&nbsp; 213024211 | &nbsp;&nbsp; — | &nbsp;&nbsp; 213024211 |
| Luxembourg | &nbsp;&nbsp; — | &nbsp;&nbsp; 2428960 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2428960 |
| Netherlands | &nbsp;&nbsp; — | &nbsp;&nbsp; 120461320 | &nbsp;&nbsp; — | &nbsp;&nbsp; 120461320 |
| New Zealand | &nbsp;&nbsp; — | &nbsp;&nbsp; 135290007 | &nbsp;&nbsp; — | &nbsp;&nbsp; 135290007 |
| Norway | &nbsp;&nbsp; — | &nbsp;&nbsp; 3582506 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3582506 |
| Singapore | &nbsp;&nbsp; — | &nbsp;&nbsp; 8667726 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8667726 |
| Spain | &nbsp;&nbsp; — | &nbsp;&nbsp; 28811593 | &nbsp;&nbsp; — | &nbsp;&nbsp; 28811593 |
| Supranational Organization Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 195115955 | &nbsp;&nbsp; — | &nbsp;&nbsp; 195115955 |
| Sweden | &nbsp;&nbsp; — | &nbsp;&nbsp; 7105114 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7105114 |
| United Kingdom | &nbsp;&nbsp; — | &nbsp;&nbsp; 98603364 | &nbsp;&nbsp; — | &nbsp;&nbsp; 98603364 |
| United States | &nbsp;&nbsp; — | &nbsp;&nbsp; 4079398311 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4079398311 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 4875697717 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4875697717 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 517160028 | &nbsp;&nbsp; — | &nbsp;&nbsp; 517160028 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $12771358205 | &nbsp;&nbsp; — | &nbsp;&nbsp; $12771358205 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 7464385 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7464385 |
| **Liabilities** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (1610213) | &nbsp;&nbsp; — | &nbsp;&nbsp; (1610213) |
| Total Financial Instruments | &nbsp;&nbsp; — | &nbsp;&nbsp; $5854172 | &nbsp;&nbsp; — | &nbsp;&nbsp; $5854172 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**DFA Diversified Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025** 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| U.S. TREASURY OBLIGATIONS — (19.2%) | U.S. TREASURY OBLIGATIONS — (19.2%) | U.S. TREASURY OBLIGATIONS — (19.2%) |
| U.S. Treasury Inflation-Indexed Bonds |  |  |
| 3.375%, 04/15/32 | 71843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $80104647 |
| U.S. Treasury Inflation-Indexed Notes |  |  |
| 0.125%, 07/15/31 | 52583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49019478 |
| 0.125%, 01/15/32 | 88536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81404317 |
| 1.750%, 01/15/34 | 80873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81175973 |
| 2.125%, 01/15/35 | 32021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32944527 |
| TOTAL U.S. TREASURY OBLIGATIONS |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 324648942 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| AFFILIATED INVESTMENT COMPANIES — (80.5%) | AFFILIATED INVESTMENT COMPANIES — (80.5%) | AFFILIATED INVESTMENT COMPANIES — (80.5%) |
| DFA Intermediate Government Fixed Income Portfolio <br>| 75268319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 849779322 |
| DFA Two-Year Global Fixed Income Portfolio <br>| 52014874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 511826357 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>Cost ($1437143031) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1361605679 |
| TOTAL INVESTMENT SECURITIES <br>(Cost $1,753,981,424) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1686254621 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) |
| Ɏ | State Street Institutional U.S. Government Money Market Fund 4.010% | 5885895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5885895 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $1,759,867,319) | (Cost $1,759,867,319) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1692140516 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $324648942 | &nbsp;&nbsp; — | &nbsp;&nbsp; $324648942 |
| Affiliated Investment Companies | &nbsp;&nbsp; $1361605679 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1361605679 |
| Temporary Cash Investments | &nbsp;&nbsp; 5885895 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 5885895 |
| Total Investments in Securities | &nbsp;&nbsp; $1367491574 | &nbsp;&nbsp; $324648942 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1692140516 |

---

See accompanying Notes to Financial Statements.

------

**DFA LTIP Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025** 

&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 | 199789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $119833406 |
| 0.125%, 02/15/51 | 212496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119737017 |
| 0.125%, 02/15/52 | 216953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119683885 |
| 1.500%, 02/15/53 | 64082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51941727 |
| TOTAL U.S. TREASURY OBLIGATIONS <br>Cost ($550188141) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 411196035 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $550,188,141) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $411196035 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $411196035 | &nbsp;&nbsp; — | &nbsp;&nbsp; $411196035 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $411196035 | &nbsp;&nbsp; — | &nbsp;&nbsp; $411196035 |

---

See accompanying Notes to Financial Statements.

------

**DFA Inflation-Protected Securities Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025** 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| U.S. TREASURY OBLIGATIONS — (99.6%) | U.S. TREASURY OBLIGATIONS — (99.6%) | U.S. TREASURY OBLIGATIONS — (99.6%) |
| U.S. Treasury Inflation-Indexed Bonds |  |  |
| 1.750%, 01/15/28 | 59842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $60554452 |
| 3.625%, 04/15/28 | 385555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 407616713 |
| 2.500%, 01/15/29 | 471509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 490256979 |
| 3.875%, 04/15/29 | 440901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 479244592 |
| 3.375%, 04/15/32 | 274670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 306255540 |
| 2.125%, 02/15/40 | 407668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 411550954 |
| 2.125%, 02/15/41 | 388774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 389583501 |
| 0.750%, 02/15/42 | 283861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226570079 |
| 0.625%, 02/15/43 | 199375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152683357 |
| 1.375%, 02/15/44 | 149422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128880861 |
| 0.750%, 02/15/45 | 46773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35251647 |
| U.S. Treasury Inflation-Indexed Notes |  |  |
| 0.750%, 07/15/28 | 52912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52468119 |
| 0.875%, 01/15/29 | 516383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 510690761 |
| 0.250%, 07/15/29 | 152605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147639124 |
| 0.125%, 01/15/30 | 246784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235101847 |
| 0.125%, 07/15/30 | 116240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110294447 |
| 0.125%, 01/15/31 | 211553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198342709 |
| 0.125%, 07/15/31 | 143831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134083849 |
| 0.125%, 01/15/32 | 267616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246061096 |
| 0.625%, 07/15/32 | 62437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59015817 |
| 1.125%, 01/15/33 | 98964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95787602 |
| 1.375%, 07/15/33 | 29866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29384445 |
| 1.750%, 01/15/34 | 148594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149150536 |
| 1.875%, 07/15/34 | 38199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38733928 |
| 2.125%, 01/15/35 | 30795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31682507 |
| TOTAL U.S. TREASURY OBLIGATIONS <br>Cost ($5433029993) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5126885462 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| TEMPORARY CASH INVESTMENTS — (0.4%) | TEMPORARY CASH INVESTMENTS — (0.4%) | TEMPORARY CASH INVESTMENTS — (0.4%) | TEMPORARY CASH INVESTMENTS — (0.4%) |
| Ɏ | State Street Institutional U.S. Government Money Market Fund 4.010% | 19192559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19192559 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $5,452,222,552) | (Cost $5,452,222,552) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $5146078021 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $5126885462 | &nbsp;&nbsp; — | &nbsp;&nbsp; $5126885462 |
| Temporary Cash Investments | &nbsp;&nbsp; $19192559 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 19192559 |
| Total Investments in Securities | &nbsp;&nbsp; $19192559 | &nbsp;&nbsp; $5126885462 | &nbsp;&nbsp; — | &nbsp;&nbsp; $5146078021 |

---

See accompanying Notes to Financial Statements.

------

**DFA Short-Duration Real Return Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (0.4%) | AGENCY OBLIGATIONS — (0.4%) | AGENCY OBLIGATIONS — (0.4%) | AGENCY OBLIGATIONS — (0.4%) | AGENCY OBLIGATIONS — (0.4%) |
| Federal Home Loan <br> Mortgage Corp.  | Federal Home Loan <br> Mortgage Corp.  |  |  |  |
| (r) | SOFR + 0.220%, <br> FRN, 4.260%, <br> 07/07/28 <br>|  | 5000 | $5015542 |
| Federal National Mortgage <br> Association  | Federal National Mortgage <br> Association  |  |  |  |
| (r) | SOFR + 0.260%, <br> FRN, 4.300%, <br> 11/05/27 <br>|  | 2100 | 2109765 |
| TOTAL AGENCY <br> OBLIGATIONS | TOTAL AGENCY <br> OBLIGATIONS |  |  | 7125307 |
| BONDS — (86.8%) | BONDS — (86.8%) | BONDS — (86.8%) | BONDS — (86.8%) | BONDS — (86.8%) |
| 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 | 645828 |
| Australia & New Zealand <br> Banking Group Ltd.  | Australia & New Zealand <br> Banking Group Ltd.  | Australia & New Zealand <br> Banking Group Ltd.  |  |  |
| (r)Ω | SOFR + 0.560%, <br> FRN, 4.816%, <br> 03/18/26<br>|  | 4401 | 4406921 |
| (r) | 3M Swap + 0.830%, <br> FRN, 4.406%, <br> 03/31/26<br>| AUD | 1900 | 1245743 |
| (r) | 3M Swap + 0.800%, <br> FRN, 4.462%, <br> 02/05/27<br>| AUD | 1800 | 1182969 |
| (r)Ω | SOFR + 0.680%, <br> FRN, 4.966%, <br> 07/16/27<br>|  | 6000 | 6028663 |
|  | SOFR + 0.680%, <br> FRN, 4.966%, <br> 07/16/27<br>|  | 1700 | 1708121 |
| (r)Ω | SOFR + 0.650%, <br> FRN, 4.915%, <br> 09/30/27<br>|  | 8176 | 8215248 |
| (r)Ω | SOFR + 0.850%, <br> FRN, 5.113%, <br> 12/16/29<br>|  | 500 | 505650 |
| BHP Billiton Finance Ltd.  | BHP Billiton Finance Ltd.  |  |  |  |
|  | 1.500%, 04/29/30 | EUR | 200 | 217065 |
| Commonwealth Bank of <br> Australia  | Commonwealth Bank of <br> Australia  | Commonwealth Bank of <br> Australia  |  |  |
| (r)Ω | SOFR + 0.750%, <br> FRN, 5.015%, <br> 03/13/26<br>|  | 1100 | 1102070 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| (r)Ω | SOFR + 0.520%, <br> FRN, 4.785%, <br> 06/15/26<br>|  | 1050 | $1051169 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.259%, <br> 01/14/27<br>| AUD | 3200 | 2100795 |
| (r) | 3M Swap + 1.020%, <br> FRN, 4.610%, <br> 08/18/27<br>| AUD | 2500 | 1650750 |
| (r)Ω | SOFR + 0.640%, <br> FRN, 4.905%, <br> 03/14/28<br>|  | 900 | 904273 |
|  | SOFR + 0.640%, <br> FRN, 4.905%, <br> 03/14/28<br>|  | 33 | 33157 |
| (r) | 3M Swap + 0.950%, <br> FRN, 4.540%, <br> 08/17/28<br>| AUD | 2500 | 1651813 |
| Glencore Funding LLC  | Glencore Funding LLC  | Glencore Funding LLC  |  |  |
| Ω | 1.625%, 04/27/26 |  | 1748 | 1725479 |
| Ω | 4.000%, 03/27/27 |  | 2000 | 1993644 |
| (r)Ω | SOFR + 1.060%, <br> FRN, 5.170%, <br> 04/04/27<br>|  | 5000 | 5026126 |
| Ω | 5.371%, 04/04/29 |  | 800 | 824865 |
| Macquarie Bank Ltd.  | Macquarie Bank Ltd.  | Macquarie Bank Ltd.  |  |  |
| (r)Ω | SOFR + 1.200%, <br> FRN, 5.476%, <br> 12/07/26<br>|  | 12620 | 12716155 |
| (r)Ω | SOFR + 0.920%, <br> FRN, 5.190%, <br> 07/02/27<br>|  | 3440 | 3464951 |
| (r)Ω | SOFR + 0.740%, <br> FRN, 5.006%, <br> 06/12/28<br>|  | 500 | 502529 |
| Macquarie Group Ltd.  | Macquarie Group Ltd.  |  |  |  |
|  | 4.747%, 01/23/30 | EUR | 340 | 419645 |
| National Australia Bank Ltd.  | National Australia Bank Ltd.  | National Australia Bank Ltd.  |  |  |
| (r)Ω | SOFR + 0.650%, <br> FRN, 4.919%, <br> 12/10/25<br>|  | 2880 | 2881641 |
| (r) | 3M Swap + 0.780%, <br> FRN, 4.414%, <br> 05/12/26<br>| AUD | 4151 | 2722327 |
| (r) | 3M Swap + 0.410%, <br> FRN, 3.965%, <br> 08/24/26<br>| AUD | 3400 | 2225643 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| (r) | 3M Swap + 0.850%, <br> FRN, 4.440%, <br> 11/16/26<br>| AUD | 7900 | $5193936 |
| (r) | 3M Swap + 1.200%, <br> FRN, 4.755%, <br> 11/25/27<br>| AUD | 3650 | 2420006 |
| (r) | 3M Swap + 1.000%, <br> FRN, 4.634%, <br> 05/12/28<br>| AUD | 1800 | 1189541 |
|  | 4.901%, 01/14/30 |  | 8900 | 9188855 |
| Origin Energy Finance Ltd.  | Origin Energy Finance Ltd.  |  |  |  |
|  | 1.000%, 09/17/29 | EUR | 2250 | 2401000 |
| Rio Tinto Finance USA <br> PLC, SOFR + 0.840%, <br> FRN | Rio Tinto Finance USA <br> PLC, SOFR + 0.840%, <br> FRN |  |  |  |
| (r) | 4.998%, 03/14/28 |  | 3400 | 3433855 |
| Stockland Trust  | Stockland Trust  |  |  |  |
|  | 1.625%, 04/27/26 | EUR | 750 | 860199 |
| Toyota Finance Australia <br> Ltd.  | Toyota Finance Australia <br> Ltd.  |  |  |  |
|  | 3.386%, 03/18/30 | EUR | 150 | 176782 |
| Vicinity Centres Trust  | Vicinity Centres Trust  |  |  |  |
|  | 1.125%, 11/07/29 | EUR | 2000 | 2146051 |
| Westpac Banking Corp.  | Westpac Banking Corp.  | Westpac Banking Corp.  |  |  |
| (r) | 3M Swap + 0.750%, <br> FRN, 4.408%, <br> 08/10/26<br>| AUD | 6400 | 4200292 |
| (r) | 3M Swap + 0.820%, <br> FRN, 4.400%, <br> 12/15/26<br>| AUD | 6700 | 4403844 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.203%, <br> 01/25/27<br>| AUD | 9600 | 6301317 |
| (r) | 3M Swap + 1.050%, <br> FRN, 4.623%, <br> 05/20/27<br>| AUD | 600 | 396098 |
| (r) | 3M Swap + 1.230%, <br> FRN, 4.888%, <br> 11/11/27<br>| AUD | 2100 | 1392703 |
| (r) | 3M Swap + 0.980%, <br> FRN, 4.570%, <br> 02/16/28<br>| AUD | 14300 | 9446405 |
| (r) | 3M Swap + 0.930%, <br> FRN, 4.478%, <br> 09/19/28<br>| AUD | 4200 | 2771913 |
|  | 1.953%, 11/20/28 |  | 235 | 221778 |
| (r) | SOFR + 0.820%, <br> FRN, 5.089%, <br> 07/01/30<br>|  | 500 | 504708 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | 123802523 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BELGIUM — (0.5%) | BELGIUM — (0.5%) | BELGIUM — (0.5%) | BELGIUM — (0.5%) | BELGIUM — (0.5%) |
| Belfius Bank SA  | Belfius Bank SA  | Belfius Bank SA  |  |  |
|  | 3.750%, 01/22/29 | EUR | 1000 | $1184310 |
|  | 3.375%, 05/28/30 | EUR | 6700 | 7821411 |
| KBC Group NV  | KBC Group NV  |  |  |  |
|  | 0.750%, 01/24/30 | EUR | 400 | 424493 |
| Kingdom of Belgium <br> Government Bonds  | Kingdom of Belgium <br> Government Bonds  |  |  |  |
|  | 0.100%, 06/22/30 | EUR | 1500 | 1551739 |
| TOTAL BELGIUM | TOTAL BELGIUM |  |  | 10981953 |
| CANADA — (3.7%) | CANADA — (3.7%) | CANADA — (3.7%) | CANADA — (3.7%) | CANADA — (3.7%) |
| Bank of Montreal  | Bank of Montreal  | Bank of Montreal  |  |  |
| (r) | SOFR + 0.620%, <br> FRN, 4.778%, <br> 09/15/26<br>|  | 690 | 691413 |
| (r) | SOFR + 0.760%, <br> FRN, 4.954%, <br> 06/04/27<br>|  | 7000 | 7032180 |
| Bank of Nova Scotia  | Bank of Nova Scotia  |  |  |  |
|  | 5.450%, 08/01/29 |  | 400 | 416829 |
| Brookfield Finance, Inc.  | Brookfield Finance, Inc.  |  |  |  |
|  | 4.850%, 03/29/29 |  | 100 | 101748 |
| Canadian Imperial Bank of <br> Commerce  | Canadian Imperial Bank of <br> Commerce  | Canadian Imperial Bank of <br> Commerce  |  |  |
| (r) | SOFR + 1.220%, <br> FRN, 5.334%, <br> 10/02/26<br>|  | 2000 | 2015930 |
|  | 3.807%, 07/09/29 | EUR | 351 | 419011 |
| Canadian Natural Resources <br> Ltd.  | Canadian Natural Resources <br> Ltd.  | Canadian Natural Resources <br> Ltd.  |  |  |
| Ω | 5.000%, 12/15/29 |  | 7400 | 7555676 |
|  | 5.000%, 12/15/29 |  | 530 | 541150 |
| CPPIB Capital, Inc., SOFR <br> + 1.250%, FRN | CPPIB Capital, Inc., SOFR <br> + 1.250%, FRN |  |  |  |
| (r) | 5.436%, 03/11/26 |  | 1485 | 1490987 |
| Enbridge, Inc.  | Enbridge, Inc.  |  |  |  |
|  | 3.125%, 11/15/29 |  | 630 | 601865 |
| Export Development <br> Canada, SOFR + <br> 0.330%, FRN | Export Development <br> Canada, SOFR + <br> 0.330%, FRN |  |  |  |
| (r) | 4.398%, 08/01/28 |  | 5040 | 5045070 |
| Federation des Caisses <br> Desjardins du Quebec  | Federation des Caisses <br> Desjardins du Quebec  | Federation des Caisses <br> Desjardins du Quebec  |  |  |
| Ω | 5.250%, 04/26/29 |  | 1160 | 1200466 |
|  | 3.467%, 09/05/29 | EUR | 1200 | 1417197 |
| National Bank of Canada  | National Bank of Canada  | National Bank of Canada  |  |  |
|  | 5.296%, 11/03/25 | CAD | 15400 | 10980001 |
|  | 3.750%, 05/02/29 | EUR | 300 | 358200 |
| Province of Ontario  | Province of Ontario  |  |  |  |
|  | 4.200%, 01/18/29 |  | 5000 | 5067308 |
| Province of Quebec  | Province of Quebec  |  |  |  |
|  | 4.500%, 04/03/29 |  | 5000 | 5118037 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| Rogers Communications, <br> Inc.  | Rogers Communications, <br> Inc.  |  |  |  |
|  | 3.250%, 05/01/29 | CAD | 1300 | $924965 |
| Royal Bank of Canada  | Royal Bank of Canada  | Royal Bank of Canada  |  |  |
| (r) | SOFR + 0.570%, <br> FRN, 4.647%, <br> 04/27/26<br>|  | 4583 | 4590892 |
| (r) | SOFR + 1.080%, <br> FRN, 5.170%, <br> 07/20/26<br>|  | 2000 | 2013254 |
| (r) | SOFR + 0.710%, <br> FRN, 4.797%, <br> 01/21/27<br>|  | 500 | 501867 |
| Toronto-Dominion Bank  | Toronto-Dominion Bank  | Toronto-Dominion Bank  |  |  |
| (r) | SOFR + 1.080%, <br> FRN, 5.173%, <br> 07/17/26<br>|  | 4963 | 4992930 |
| (r) | SOFR + 0.730%, <br> FRN, 4.840%, <br> 04/05/27<br>|  | 5000 | 5019476 |
|  | 4.994%, 04/05/29 |  | 930 | 953729 |
|  | 4.783%, 12/17/29 |  | 800 | 817553 |
|  | 1.952%, 04/08/30 | EUR | 4600 | 5092852 |
| TOTAL CANADA | TOTAL CANADA |  |  | 74960586 |
| DENMARK — (1.0%) | DENMARK — (1.0%) | DENMARK — (1.0%) | DENMARK — (1.0%) | DENMARK — (1.0%) |
| Carlsberg Breweries AS  | Carlsberg Breweries AS  |  |  |  |
|  | 3.000%, 08/28/29 | EUR | 2200 | 2562938 |
| DSV Finance BV  | DSV Finance BV  |  |  |  |
|  | 3.500%, 06/26/29 | EUR | 210 | 248244 |
| Kommunekredit  | Kommunekredit  |  |  |  |
| Δ | 0.000%, 11/17/29 | EUR | 600 | 627365 |
| Nykredit Realkredit AS  | Nykredit Realkredit AS  | Nykredit Realkredit AS  |  |  |
|  | 3.875%, 07/09/29 | EUR | 2280 | 2721469 |
|  | 3.375%, 01/10/30 | EUR | 3070 | 3598064 |
|  | 3.625%, 07/24/30 | EUR | 6290 | 7419729 |
| Orsted AS  | Orsted AS  |  |  |  |
|  | 3.750%, 03/01/30 | EUR | 3000 | 3530204 |
| TOTAL DENMARK | TOTAL DENMARK |  |  | 20708013 |
| FINLAND — (1.4%) | FINLAND — (1.4%) | FINLAND — (1.4%) | FINLAND — (1.4%) | FINLAND — (1.4%) |
| Fingrid OYJ  | Fingrid OYJ  |  |  |  |
|  | 2.750%, 12/04/29 | EUR | 380 | 439108 |
| Neste OYJ  | Neste OYJ  |  |  |  |
|  | 3.750%, 03/20/30 | EUR | 1700 | 2016423 |
| Nordea Bank Abp  | Nordea Bank Abp  | Nordea Bank Abp  |  |  |
| (r) | SOFR + 0.740%, <br> FRN, 4.872%, <br> 03/19/27<br>|  | 3900 | 3919333 |
|  | 2.750%, 05/02/30 | EUR | 8700 | 10039368 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |
| (r)Ω | SOFR + 0.830%, <br> FRN, 5.048%, <br> 08/28/30<br>|  | 4660 | $4669353 |
| OP Corporate Bank PLC  | OP Corporate Bank PLC  |  |  |  |
|  | 0.625%, 11/12/29 | EUR | 4709 | 4972838 |
| Stora Enso OYJ  | Stora Enso OYJ  |  |  |  |
|  | 4.250%, 09/01/29 | EUR | 1920 | 2301553 |
| Teollisuuden Voima OYJ  | Teollisuuden Voima OYJ  |  |  |  |
|  | 4.750%, 06/01/30 | EUR | 600 | 738476 |
| TOTAL FINLAND | TOTAL FINLAND |  |  | 29096452 |
| FRANCE — (5.7%) | FRANCE — (5.7%) | FRANCE — (5.7%) | FRANCE — (5.7%) | FRANCE — (5.7%) |
| Abertis France SAS  | Abertis France SAS  | Abertis France SAS  |  |  |
|  | 3.375%, 04/21/29 | EUR | 2100 | 2454766 |
|  | 1.625%, 09/18/29 | EUR | 300 | 328362 |
|  | 4.250%, 03/18/30 | EUR | 300 | 362138 |
| Aeroports de Paris SA  | Aeroports de Paris SA  |  |  |  |
|  | 2.750%, 04/02/30 | EUR | 400 | 458149 |
| Agence Francaise de <br> Developpement EPIC  | Agence Francaise de <br> Developpement EPIC  |  |  |  |
|  | 0.500%, 05/25/30 | EUR | 900 | 935117 |
| Alstom SA  | Alstom SA  |  |  |  |
| Δ | 0.000%, 01/11/29 | EUR | 800 | 848295 |
| APRR SA  | APRR SA  |  |  |  |
|  | 3.125%, 01/24/30 | EUR | 500 | 584291 |
| Ayvens SA  | Ayvens SA  | Ayvens SA  |  |  |
|  | 3.875%, 07/16/29 | EUR | 3800 | 4542713 |
|  | 3.250%, 02/19/30 | EUR | 2200 | 2566151 |
| Banque Federative du Credit <br> Mutuel SA  | Banque Federative du Credit <br> Mutuel SA  | Banque Federative du Credit <br> Mutuel SA  |  |  |
|  | SOFR + 1.400%, <br> FRN, 5.500%, <br> 07/13/26<br>|  | 3800 | 3826298 |
| (r)Ω | SOFR + 1.400%, <br> FRN, 5.500%, <br> 07/13/26<br>|  | 870 | 876021 |
| (r)Ω | SOFR + 1.130%, <br> FRN, 5.211%, <br> 01/23/27<br>|  | 900 | 905980 |
|  | 2.625%, 11/06/29 | EUR | 2600 | 2966390 |
|  | 1.250%, 06/03/30 | EUR | 2000 | 2131328 |
| BNP Paribas SA  | BNP Paribas SA  | BNP Paribas SA  |  |  |
|  | 1.375%, 05/28/29 | EUR | 1100 | 1203933 |
|  | 3.625%, 09/01/29 | EUR | 1000 | 1181704 |
| BPCE SA  | BPCE SA  |  |  |  |
|  | 3.875%, 01/11/29 | EUR | 1300 | 1545699 |
| Caisse d'Amortissement de la <br> Dette Sociale  | Caisse d'Amortissement de la <br> Dette Sociale  | Caisse d'Amortissement de la <br> Dette Sociale  |  |  |
|  | 4.000%, 01/25/26 |  | 7800 | 7796506 |
| Ω | 4.000%, 01/25/26 |  | 3100 | 3098645 |
|  | 0.600%, 11/25/29 | EUR | 3700 | 3947050 |
|  | 3.125%, 03/01/30 | EUR | 400 | 470937 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | 2.875%, 05/25/30 | EUR | 5000 | $5823069 |
| Cie de Saint-Gobain SA  | Cie de Saint-Gobain SA  |  |  |  |
|  | 3.375%, 04/08/30 | EUR | 600 | 706889 |
| Covivio SA  | Covivio SA  |  |  |  |
|  | 1.625%, 06/23/30 | EUR | 800 | 867254 |
| Credit Agricole SA  | Credit Agricole SA  | Credit Agricole SA  |  |  |
| (r)Ω | SOFR + 0.870%, <br> FRN, 5.036%, <br> 03/11/27<br>|  | 6321 | 6346064 |
| # | 5.301%, 07/12/28 |  | 250 | 256979 |
|  | 4.125%, 03/07/30 | EUR | 2500 | 3040529 |
| Credit Mutuel Arkea SA  | Credit Mutuel Arkea SA  |  |  |  |
|  | 1.125%, 05/23/29 | EUR | 800 | 873342 |
| Electricite de France SA  | Electricite de France SA  |  |  |  |
|  | 4.625%, 04/26/30 | EUR | 700 | 865559 |
| Engie SA  | Engie SA  |  |  |  |
|  | 3.625%, 01/11/30 | EUR | 300 | 356435 |
| French Republic Government <br> Bonds OAT  | French Republic Government <br> Bonds OAT  | French Republic Government <br> Bonds OAT  |  |  |
|  | 2.750%, 02/25/30 | EUR | 800 | 929753 |
|  | 2.500%, 05/25/30 | EUR | 7700 | 8849667 |
| Gecina SA  | Gecina SA  |  |  |  |
|  | 1.625%, 03/14/30 | EUR | 600 | 658763 |
| ICADE  | ICADE  |  |  |  |
|  | 1.000%, 01/19/30 | EUR | 3100 | 3249671 |
| JCDecaux SE  | JCDecaux SE  |  |  |  |
|  | 1.625%, 02/07/30 | EUR | 2000 | 2185330 |
| Kering SA  | Kering SA  | Kering SA  |  |  |
|  | 3.125%, 11/27/29 | EUR | 400 | 465993 |
|  | 1.875%, 05/05/30 | EUR | 400 | 441380 |
| Klepierre SA  | Klepierre SA  |  |  |  |
|  | 2.000%, 05/12/29 | EUR | 300 | 336309 |
| La Banque Postale SA  | La Banque Postale SA  |  |  |  |
|  | 4.375%, 01/17/30 | EUR | 5300 | 6451835 |
| LVMH Moet Hennessy <br> Louis Vuitton SE  | LVMH Moet Hennessy <br> Louis Vuitton SE  |  |  |  |
|  | 3.375%, 02/05/30 | EUR | 100 | 119002 |
| Pernod Ricard SA  | Pernod Ricard SA  |  |  |  |
|  | 1.750%, 04/08/30 | EUR | 900 | 990677 |
| Praemia Healthcare SACA  | Praemia Healthcare SACA  |  |  |  |
|  | 0.875%, 11/04/29 | EUR | 2200 | 2328838 |
| RCI Banque SA  | RCI Banque SA  | RCI Banque SA  |  |  |
|  | 3.375%, 07/26/29 | EUR | 1346 | 1564101 |
|  | 4.875%, 10/02/29 | EUR | 2390 | 2917997 |
|  | 3.375%, 06/06/30 | EUR | 6300 | 7293768 |
| Societe Generale SA  | Societe Generale SA  | Societe Generale SA  |  |  |
|  | 1.750%, 03/22/29 | EUR | 500 | 556389 |
|  | 0.875%, 09/24/29 | EUR | 3000 | 3203776 |
|  | 1.250%, 06/12/30 | EUR | 2800 | 2983449 |
| Suez SACA  | Suez SACA  |  |  |  |
|  | 2.375%, 05/24/30 | EUR | 4800 | 5393866 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| TotalEnergies Capital <br> Canada Ltd.  | TotalEnergies Capital <br> Canada Ltd.  |  |  |  |
|  | 2.125%, 09/18/29 | EUR | 300 | $339226 |
| Unibail-Rodamco-Westfield SE  | Unibail-Rodamco-Westfield SE  | Unibail-Rodamco-Westfield SE  |  |  |
|  | 3.500%, 09/11/29 | EUR | 300 | 352513 |
|  | 1.375%, 04/15/30 | EUR | 3000 | 3233644 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | 117012540 |
| GERMANY — (4.6%) | GERMANY — (4.6%) | GERMANY — (4.6%) | GERMANY — (4.6%) | GERMANY — (4.6%) |
| Bayer AG  | Bayer AG  | Bayer AG  |  |  |
|  | 4.250%, 08/26/29 | EUR | 330 | 399236 |
|  | 1.125%, 01/06/30 | EUR | 5800 | 6207551 |
| Bayer Capital Corp. BV  | Bayer Capital Corp. BV  |  |  |  |
|  | 2.125%, 12/15/29 | EUR | 800 | 894323 |
| BMW International <br> Investment BV  | BMW International <br> Investment BV  |  |  |  |
|  | 3.125%, 08/27/30 | EUR | 9700 | 11335082 |
| BMW U.S. Capital LLC  | BMW U.S. Capital LLC  | BMW U.S. Capital LLC  |  |  |
| (r)Ω | SOFR + 0.550%, <br> FRN, 4.664%, <br> 04/02/26<br>|  | 4000 | 4004200 |
| (r)Ω | SOFR + 0.800%, <br> FRN, 5.069%, <br> 08/13/26<br>|  | 1800 | 1806197 |
| Ω | 4.900%, 04/02/29 |  | 400 | 408180 |
| Ω | 5.050%, 03/21/30 |  | 500 | 513445 |
| Continental AG  | Continental AG  |  |  |  |
|  | 3.500%, 10/01/29 | EUR | 1227 | 1451240 |
| Daimler Truck Finance <br> North America LLC, <br> SOFR + 0.840%, FRN | Daimler Truck Finance <br> North America LLC, <br> SOFR + 0.840%, FRN |  |  |  |
| (r)Ω | 4.940%, 01/13/28 |  | 4830 | 4834202 |
| Daimler Truck International <br> Finance BV  | Daimler Truck International <br> Finance BV  |  |  |  |
|  | 3.875%, 06/19/29 | EUR | 700 | 839872 |
| Deutsche Bahn AG  | Deutsche Bahn AG  |  |  |  |
|  | 1.875%, 05/24/30 | EUR | 100 | 112047 |
| Deutsche Bank AG  | Deutsche Bank AG  |  |  |  |
|  | 4.100%, 01/13/26 |  | 1000 | 999382 |
| Deutsche Boerse AG  | Deutsche Boerse AG  |  |  |  |
|  | 3.750%, 09/28/29 | EUR | 100 | 119983 |
| Deutsche Lufthansa AG  | Deutsche Lufthansa AG  | Deutsche Lufthansa AG  |  |  |
|  | 3.500%, 07/14/29 | EUR | 1200 | 1411388 |
|  | 4.000%, 05/21/30 | EUR | 1000 | 1203224 |
| Deutsche Post AG  | Deutsche Post AG  |  |  |  |
|  | 3.000%, 03/24/30 | EUR | 2500 | 2920103 |
| E.ON SE  | E.ON SE  |  |  |  |
|  | 3.125%, 03/05/30 | EUR | 520 | 610756 |
| EnBW International <br> Finance BV  | EnBW International <br> Finance BV  |  |  |  |
|  | 3.000%, 05/20/29 | EUR | 1300 | 1516679 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| Fresenius Medical Care AG  | Fresenius Medical Care AG  | Fresenius Medical Care AG  |  |  |
|  | 1.250%, 11/29/29 | EUR | 333 | $361875 |
|  | 1.500%, 05/29/30 | EUR | 410 | 444165 |
| Fresenius SE & Co. KGaA  | Fresenius SE & Co. KGaA  |  |  |  |
|  | 5.000%, 11/28/29 | EUR | 1300 | 1617759 |
| Grand City Properties SA  | Grand City Properties SA  |  |  |  |
|  | 4.375%, 01/09/30 | EUR | 900 | 1081699 |
| Hamburg Commercial <br> Bank AG  | Hamburg Commercial <br> Bank AG  |  |  |  |
|  | 3.500%, 01/31/30 | EUR | 1503 | 1763963 |
| Heidelberg Materials <br> Finance Luxembourg SA  | Heidelberg Materials <br> Finance Luxembourg SA  |  |  |  |
|  | 3.000%, 07/10/30 | EUR | 7553 | 8761151 |
| HOCHTIEF AG  | HOCHTIEF AG  |  |  |  |
|  | 4.250%, 05/31/30 | EUR | 2920 | 3535483 |
| HOWOGE <br> Wohnungsbaugesellschaft <br> GmbH  | HOWOGE <br> Wohnungsbaugesellschaft <br> GmbH  |  |  |  |
|  | 3.875%, 06/05/30 | EUR | 2500 | 2981837 |
| Infineon Technologies AG  | Infineon Technologies AG  |  |  |  |
|  | 2.875%, 02/13/30 | EUR | 1300 | 1504063 |
| Kreditanstalt fuer Wiederaufbau  | Kreditanstalt fuer Wiederaufbau  | Kreditanstalt fuer Wiederaufbau  |  |  |
|  | 0.625%, 01/22/26 |  | 5600 | 5558781 |
|  | 0.375%, 04/23/30 | EUR | 3800 | 4014297 |
| Landeskreditbank <br> Baden-Wuerttemberg <br> Foerderbank  | Landeskreditbank <br> Baden-Wuerttemberg <br> Foerderbank  | Landeskreditbank <br> Baden-Wuerttemberg <br> Foerderbank  |  |  |
|  | 4.500%, 01/26/26 |  | 800 | 800492 |
|  | 4.875%, 03/09/26 |  | 360 | 360923 |
| Mercedes-Benz Finance North <br> America LLC  | Mercedes-Benz Finance North <br> America LLC  | Mercedes-Benz Finance North <br> America LLC  |  |  |
| #Ω | 1.450%, 03/02/26 |  | 480 | 475396 |
| (r)Ω | SOFR + 0.630%, <br> FRN, 4.705%, <br> 07/31/26<br>|  | 3200 | 3204742 |
| Ω | 4.850%, 01/11/29 |  | 400 | 407949 |
| Ω | 4.300%, 02/22/29 |  | 200 | 200507 |
| Ω | 5.100%, 11/15/29 |  | 400 | 412849 |
| NRW Bank  | NRW Bank  |  |  |  |
|  | 1.050%, 03/31/26 | AUD | 580 | 375050 |
| Sixt SE  | Sixt SE  |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 700 | 815469 |
| State of Lower Saxony  | State of Lower Saxony  |  |  |  |
|  | 0.125%, 01/10/30 | EUR | 381 | 399032 |
| State of <br> Rhineland-Palatinate  | State of <br> Rhineland-Palatinate  |  |  |  |
|  | 0.050%, 01/23/30 | EUR | 2000 | 2085562 |
| State of Saxony-Anhalt  | State of Saxony-Anhalt  |  |  |  |
|  | 2.450%, 02/13/30 | EUR | 211 | 243206 |
| Vier Gas Transport GmbH  | Vier Gas Transport GmbH  |  |  |  |
|  | 0.125%, 09/10/29 | EUR | 1400 | 1456269 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| Volkswagen Financial <br> Services AG  | Volkswagen Financial <br> Services AG  |  |  |  |
|  | 3.625%, 05/19/29 | EUR | 500 | $587643 |
| Volkswagen Group of America <br> Finance LLC  | Volkswagen Group of America <br> Finance LLC  | Volkswagen Group of America <br> Finance LLC  |  |  |
| #Ω | 5.250%, 03/22/29 |  | 500 | 510181 |
| # | 4.950%, 08/15/29 |  | 4000 | 4045810 |
| Ω | 4.950%, 08/15/29 |  | 2900 | 2933212 |
| Vonovia SE  | Vonovia SE  |  |  |  |
|  | 2.125%, 03/22/30 | EUR | 500 | 557636 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | 93084091 |
| IRELAND — (0.7%) | IRELAND — (0.7%) | IRELAND — (0.7%) | IRELAND — (0.7%) | IRELAND — (0.7%) |
| AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  | AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  | AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  |  |  |
|  | 1.750%, 01/30/26 |  | 12800 | 12719562 |
|  | 4.450%, 04/03/26 |  | 150 | 150055 |
|  | 4.625%, 09/10/29 |  | 350 | 352944 |
| Dell Bank International <br> DAC  | Dell Bank International <br> DAC  |  |  |  |
|  | 3.625%, 06/24/29 | EUR | 1620 | 1915640 |
| TOTAL IRELAND | TOTAL IRELAND |  |  | 15138201 |
| ITALY — (1.1%) | ITALY — (1.1%) | ITALY — (1.1%) | ITALY — (1.1%) | ITALY — (1.1%) |
| AMCO - Asset <br> Management Co. SpA  | AMCO - Asset <br> Management Co. SpA  |  |  |  |
|  | 3.250%, 04/02/30 | EUR | 3400 | 3975850 |
| Autostrade per l'Italia SpA  | Autostrade per l'Italia SpA  |  |  |  |
|  | 1.875%, 09/26/29 | EUR | 1080 | 1206139 |
| Banco BPM SpA  | Banco BPM SpA  |  |  |  |
|  | 3.375%, 01/21/30 | EUR | 2160 | 2539664 |
| Cassa Depositi e Prestiti <br> SpA  | Cassa Depositi e Prestiti <br> SpA  |  |  |  |
|  | 3.625%, 01/13/30 | EUR | 400 | 476055 |
| Eni SpA  | Eni SpA  |  |  |  |
|  | 0.625%, 01/23/30 | EUR | 1600 | 1691373 |
| ERG SpA  | ERG SpA  |  |  |  |
|  | 4.125%, 07/03/30 | EUR | 2200 | 2656986 |
| Iccrea Banca SpA  | Iccrea Banca SpA  |  |  |  |
|  | 3.375%, 01/30/30 | EUR | 800 | 937305 |
| Intesa Sanpaolo SpA  | Intesa Sanpaolo SpA  |  |  |  |
|  | 5.250%, 01/13/30 | EUR | 4760 | 6018198 |
| Italgas SpA  | Italgas SpA  | Italgas SpA  |  |  |
|  | 2.875%, 03/06/30 | EUR | 400 | 461734 |
|  | 0.875%, 04/24/30 | EUR | 300 | 318379 |
| Snam SpA  | Snam SpA  | Snam SpA  |  |  |
| Δ | 0.000%, 12/07/28 | EUR | 300 | 319972 |
|  | 4.000%, 11/27/29 | EUR | 900 | 1086591 |
| TOTAL ITALY | TOTAL ITALY |  |  | 21688246 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| JAPAN — (2.4%) | JAPAN — (2.4%) | JAPAN — (2.4%) | JAPAN — (2.4%) | JAPAN — (2.4%) |
| Japan Government Five <br> Year Bonds  | Japan Government Five <br> Year Bonds  |  |  |  |
|  | 0.005%, 09/20/26 | JPY | 360000 | $2321511 |
| Japan Government Two <br> Year Bonds  | Japan Government Two <br> Year Bonds  |  |  |  |
|  | 0.400%, 07/01/26 | JPY | 360000 | 2332163 |
| Mitsubishi UFJ Financial Group, <br> Inc.  | Mitsubishi UFJ Financial Group, <br> Inc.  | Mitsubishi UFJ Financial Group, <br> Inc.  |  |  |
|  | 3.741%, 03/07/29 |  | 1600 | 1582111 |
|  | 3.195%, 07/18/29 |  | 800 | 771689 |
| Mizuho Financial Group, Inc.  | Mizuho Financial Group, Inc.  | Mizuho Financial Group, Inc.  |  |  |
|  | 0.402%, 09/06/29 | EUR | 1900 | 2008920 |
|  | 0.797%, 04/15/30 | EUR | 5000 | 5263847 |
| Nomura Holdings, Inc.  | Nomura Holdings, Inc.  | Nomura Holdings, Inc.  |  |  |
|  | 1.653%, 07/14/26 |  | 5528 | 5436484 |
|  | 2.329%, 01/22/27 |  | 2000 | 1954512 |
|  | 5.605%, 07/06/29 |  | 400 | 416284 |
|  | 3.103%, 01/16/30 |  | 800 | 757170 |
|  | 3.459%, 05/28/30 | EUR | 3500 | 4099545 |
| NTT Finance Corp.  | NTT Finance Corp.  | NTT Finance Corp.  |  |  |
| Ω | 4.876%, 07/16/30 |  | 1000 | 1018921 |
| (r)Ω | SOFR + 1.310%, <br> FRN, 5.588%, <br> 07/16/30<br>|  | 2672 | 2720368 |
| ORIX Corp.  | ORIX Corp.  |  |  |  |
|  | 4.650%, 09/10/29 |  | 800 | 811401 |
| Sumitomo Mitsui Financial <br> Group, Inc.  | Sumitomo Mitsui Financial <br> Group, Inc.  | Sumitomo Mitsui Financial <br> Group, Inc.  |  |  |
|  | 1.902%, 09/17/28 |  | 800 | 752302 |
|  | 5.316%, 07/09/29 |  | 800 | 829078 |
| (r) | SOFR + 1.170%, <br> FRN, 5.441%, <br> 07/09/29<br>|  | 6200 | 6263228 |
|  | 0.632%, 10/23/29 | EUR | 5400 | 5737307 |
| Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 0.980%, FRN | Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 0.980%, FRN |  |  |  |
| (r)Ω | 5.257%, 09/10/27 |  | 3000 | 3030171 |
| TOTAL JAPAN | TOTAL JAPAN |  |  | 48107012 |
| LUXEMBOURG — (0.3%) | LUXEMBOURG — (0.3%) | LUXEMBOURG — (0.3%) | LUXEMBOURG — (0.3%) | LUXEMBOURG — (0.3%) |
| ArcelorMittal SA  | ArcelorMittal SA  |  |  |  |
|  | 3.125%, 12/13/28 | EUR | 2860 | 3325229 |
| Eurofins Scientific SE  | Eurofins Scientific SE  |  |  |  |
|  | 4.000%, 07/06/29 | EUR | 2470 | 2943999 |
| European Financial <br> Stability Facility  | European Financial <br> Stability Facility  |  |  |  |
|  | 0.125%, 03/18/30 | EUR | 57 | 59466 |
| Prologis International <br> Funding II SA  | Prologis International <br> Funding II SA  |  |  |  |
|  | 3.625%, 03/07/30 | EUR | 130 | 153586 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| LUXEMBOURG — (Continued) | LUXEMBOURG — (Continued) | LUXEMBOURG — (Continued) | LUXEMBOURG — (Continued) | LUXEMBOURG — (Continued) |
| SELP Finance SARL  | SELP Finance SARL  |  |  |  |
|  | 0.875%, 05/27/29 | EUR | 560 | $600864 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  |  | 7083144 |
| NETHERLANDS — (3.2%) | NETHERLANDS — (3.2%) | NETHERLANDS — (3.2%) | NETHERLANDS — (3.2%) | NETHERLANDS — (3.2%) |
| ABN AMRO Bank NV  | ABN AMRO Bank NV  | ABN AMRO Bank NV  |  |  |
| (r)Ω | SOFR + 0.750%, <br> FRN, 4.858%, <br> 07/07/28<br>|  | 500 | 500897 |
|  | 0.500%, 09/23/29 | EUR | 3300 | 3485407 |
|  | 4.250%, 02/21/30 | EUR | 7600 | 9245668 |
| ASN Bank NV  | ASN Bank NV  |  |  |  |
|  | 4.875%, 03/07/30 | EUR | 1500 | 1853344 |
| BNG Bank NV, SOFR + <br> 1.000%, FRN | BNG Bank NV, SOFR + <br> 1.000%, FRN |  |  |  |
| (r) | 5.308%, 08/05/26 |  | 8200 | 8246005 |
| Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  |  |  |
| (r) | SOFR + 0.710%, <br> FRN, 4.812%, <br> 01/09/26<br>|  | 10377 | 10387014 |
| (r) | 3M Swap + 0.870%, <br> FRN, 4.418%, <br> 02/26/27<br>| AUD | 3300 | 2170526 |
| (r) | SOFR + 0.710%, <br> FRN, 4.900%, <br> 03/05/27<br>|  | 3000 | 3015936 |
| (r) | 3M Swap + 1.180%, <br> FRN, 4.670%, <br> 01/19/28<br>| AUD | 4300 | 2847674 |
| (r) | 3M Swap + 1.150%, <br> FRN, 4.722%, <br> 11/21/28<br>| AUD | 3950 | 2621210 |
| ING Groep NV  | ING Groep NV  |  |  |  |
|  | 4.550%, 10/02/28 |  | 800 | 808681 |
| JDE Peet's NV  | JDE Peet's NV  |  |  |  |
|  | 4.125%, 01/23/30 | EUR | 990 | 1188438 |
| Koninklijke Philips NV  | Koninklijke Philips NV  |  |  |  |
|  | 3.250%, 05/23/30 | EUR | 700 | 818375 |
| NIBC Bank NV  | NIBC Bank NV  |  |  |  |
|  | 3.500%, 06/05/30 | EUR | 5500 | 6435422 |
| Sandoz Finance BV  | Sandoz Finance BV  | Sandoz Finance BV  |  |  |
|  | 3.250%, 09/12/29 | EUR | 800 | 938363 |
|  | 4.220%, 04/17/30 | EUR | 2200 | 2675813 |
| Shell International Finance <br> BV  | Shell International Finance <br> BV  |  |  |  |
|  | 3.875%, 11/13/28 |  | 6000 | 5996712 |
| Stedin Holding NV  | Stedin Holding NV  | Stedin Holding NV  |  |  |
|  | 0.500%, 11/14/29 | EUR | 1440 | 1522693 |
|  | 2.375%, 06/03/30 | EUR | 1200 | 1358110 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | 66116288 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NEW ZEALAND — (0.7%) | NEW ZEALAND — (0.7%) | NEW ZEALAND — (0.7%) | NEW ZEALAND — (0.7%) | NEW ZEALAND — (0.7%) |
| New Zealand Government <br> Bonds  | New Zealand Government <br> Bonds  |  |  |  |
|  | 4.500%, 05/15/30 | NZD | 22100 | $13300307 |
| New Zealand Local <br> Government Funding <br> Agency Bonds  | New Zealand Local <br> Government Funding <br> Agency Bonds  |  |  |  |
|  | 1.500%, 04/20/29 | NZD | 500 | 269823 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | 13570130 |
| NORWAY — (1.5%) | NORWAY — (1.5%) | NORWAY — (1.5%) | NORWAY — (1.5%) | NORWAY — (1.5%) |
| Aker BP ASA  | Aker BP ASA  |  |  |  |
| Ω | 3.750%, 01/15/30 |  | 2600 | 2508251 |
| Equinor ASA  | Equinor ASA  | Equinor ASA  |  |  |
| # | 3.625%, 09/10/28 |  | 400 | 396562 |
| Ω | 6.500%, 12/01/28 |  | 3300 | 3531697 |
| Kommunalbanken AS  | Kommunalbanken AS  | Kommunalbanken AS  |  |  |
| (r)Ω | SOFR + 1.000%, <br> FRN, 5.162%, <br> 06/17/26<br>|  | 4000 | 4018155 |
| (r)Ω | SOFR + 0.400%, <br> FRN, 4.618%, <br> 03/03/28<br>|  | 13200 | 13225075 |
| Statnett SF  | Statnett SF  |  |  |  |
|  | 1.250%, 04/26/30 | EUR | 2500 | 2689465 |
| Var Energi ASA  | Var Energi ASA  | Var Energi ASA  |  |  |
|  | 5.500%, 05/04/29 | EUR | 210 | 259980 |
| Ω | 5.875%, 05/22/30 |  | 2960 | 3080115 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | 29709300 |
| SINGAPORE — (1.1%) | SINGAPORE — (1.1%) | SINGAPORE — (1.1%) | SINGAPORE — (1.1%) | SINGAPORE — (1.1%) |
| DBS Group Holdings Ltd., <br> SOFR + 0.600%, FRN | DBS Group Holdings Ltd., <br> SOFR + 0.600%, FRN |  |  |  |
| (r)Ω | 4.858%, 03/21/28 |  | 20000 | 20081865 |
| Temasek Financial I Ltd., <br> SOFR + 0.380%, FRN | Temasek Financial I Ltd., <br> SOFR + 0.380%, FRN |  |  |  |
| (r)Ω | 4.676%, 08/20/27 |  | 3210 | 3211188 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | 23293053 |
| SPAIN — (1.3%) | SPAIN — (1.3%) | SPAIN — (1.3%) | SPAIN — (1.3%) | SPAIN — (1.3%) |
| Abertis Infraestructuras SA  | Abertis Infraestructuras SA  |  |  |  |
|  | 3.125%, 07/07/30 | EUR | 4600 | 5311278 |
| Acciona Energia <br> Financiacion Filiales SA  | Acciona Energia <br> Financiacion Filiales SA  |  |  |  |
|  | 3.750%, 04/25/30 | EUR | 7700 | 9162521 |
| Amadeus IT Group SA  | Amadeus IT Group SA  |  |  |  |
|  | 3.375%, 03/25/30 | EUR | 400 | 469286 |
| Banco Bilbao Vizcaya <br> Argentaria SA  | Banco Bilbao Vizcaya <br> Argentaria SA  |  |  |  |
|  | 3.625%, 06/07/30 | EUR | 1000 | 1194568 |
| Cellnex Telecom SA  | Cellnex Telecom SA  |  |  |  |
|  | 1.875%, 06/26/29 | EUR | 1100 | 1228105 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
| Colonial SFL Socimi SA  | Colonial SFL Socimi SA  |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 900 | $1046142 |
| Criteria Caixa SA  | Criteria Caixa SA  |  |  |  |
|  | 3.500%, 10/02/29 | EUR | 1400 | 1651788 |
| Telefonica Emisiones SA  | Telefonica Emisiones SA  |  |  |  |
|  | 4.103%, 03/08/27 |  | 3339 | 3333571 |
| Werfen SA  | Werfen SA  |  |  |  |
|  | 4.250%, 05/03/30 | EUR | 2900 | 3498642 |
| TOTAL SPAIN | TOTAL SPAIN |  |  | 26895901 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (9.6%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (9.6%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (9.6%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (9.6%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (9.6%) |
| Asian Development Bank  | Asian Development Bank  | Asian Development Bank  |  |  |
|  | 0.800%, 11/06/25 | AUD | 5650 | 3696166 |
| (r) | SOFR + 1.000%, <br> FRN, 5.166%, <br> 06/16/26<br>|  | 269 | 270310 |
| (r) | SOFR + 0.300%, <br> FRN, 4.441%, <br> 06/20/28<br>|  | 20230 | 20226080 |
| Asian Infrastructure Investment <br> Bank  | Asian Infrastructure Investment <br> Bank  | Asian Infrastructure Investment <br> Bank  |  |  |
|  | 0.500%, 01/27/26 |  | 3917 | 3884799 |
|  | 1.000%, 05/06/26 | AUD | 12500 | 8058277 |
| (r) | SOFR + 0.620%, <br> FRN, 4.896%, <br> 08/16/27<br>|  | 2000 | 2012282 |
| Council of Europe <br> Development Bank  | Council of Europe <br> Development Bank  |  |  |  |
|  | 0.050%, 01/21/30 | EUR | 200 | 208588 |
| Eurofima Europaeische <br> Gesellschaft fuer die <br> Finanzierung von <br> Eisenbahnmaterial  | Eurofima Europaeische <br> Gesellschaft fuer die <br> Finanzierung von <br> Eisenbahnmaterial  | Eurofima Europaeische <br> Gesellschaft fuer die <br> Finanzierung von <br> Eisenbahnmaterial  |  |  |
|  | 3.350%, 05/21/29 | AUD | 2500 | 1592386 |
|  | 0.100%, 05/20/30 | EUR | 176 | 181686 |
| European Bank for <br> Reconstruction & <br> Development  | European Bank for <br> Reconstruction & <br> Development  | European Bank for <br> Reconstruction & <br> Development  |  |  |
|  | 0.500%, 01/28/26 |  | 1900 | 1884331 |
| (r) | SOFR + 0.190%, <br> FRN, 4.290%, <br> 04/14/26<br>|  | 378 | 377936 |
| (r) | SOFR + 0.330%, <br> FRN, 4.590%, <br> 02/20/28<br>|  | 10460 | 10470027 |
| (r) | SOFR + 0.300%, <br> FRN, 4.559%, <br> 02/16/29<br>|  | 17200 | 17183983 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
| European Investment Bank  | European Investment Bank  | European Investment Bank  |  |  |
| (r) | SOFR + 0.320%, <br> FRN, 4.603%, <br> 08/14/29<br>|  | 2600 | $2601819 |
|  | 4.000%, 04/15/30 | EUR | 700 | 861938 |
| European Union  | European Union  | European Union  |  |  |
|  | 2.875%, 10/05/29 | EUR | 1000 | 1174778 |
|  | 1.625%, 12/04/29 | EUR | 1300 | 1455921 |
| Inter-American Development <br> Bank  | Inter-American Development <br> Bank  | Inter-American Development <br> Bank  |  |  |
| (r) | SOFR + 0.170%, <br> FRN, 4.336%, <br> 09/16/26<br>|  | 11600 | 11600348 |
| (r) | SOFR + 0.280%, <br> FRN, 4.384%, <br> 04/12/27<br>|  | 16900 | 16914789 |
| (r) | SOFR + 0.350%, <br> FRN, 4.466%, <br> 10/04/27<br>|  | 4000 | 4006758 |
| (r) | SOFR + 0.350%, <br> FRN, 4.466%, <br> 10/05/28<br>|  | 3000 | 3002545 |
| (r) | SOFR + 0.300%, <br> FRN, 4.580%, <br> 02/15/29<br>|  | 20000 | 19966000 |
| (r) | SOFR + 0.370%, <br> FRN, 4.438%, <br> 08/01/29<br>|  | 2600 | 2600555 |
| Inter-American Investment <br> Corp.  | Inter-American Investment <br> Corp.  |  |  |  |
|  | 4.250%, 02/14/29 |  | 4100 | 4154548 |
| International Bank for <br> Reconstruction & <br> Development  | International Bank for <br> Reconstruction & <br> Development  | International Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | SOFR + 0.370%, <br> FRN, 4.474%, <br> 01/12/27<br>|  | 1400 | 1401966 |
| (r) | SOFR + 0.280%, <br> FRN, 4.525%, <br> 02/23/27<br>|  | 9600 | 9611136 |
| (r) | SOFR + 0.430%, <br> FRN, 4.694%, <br> 08/19/27<br>|  | 19525 | 19598024 |
| International Finance Corp.  | International Finance Corp.  | International Finance Corp.  |  |  |
| (r) | SOFR + 0.280%, <br> FRN, 4.446%, <br> 03/16/26<br>|  | 23700 | 23706873 |
| (r) | SOFR + 0.360%, <br> FRN, 4.596%, <br> 08/28/29<br>|  | 2430 | 2428714 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
| Nordic Investment Bank, <br> SOFR + 0.290%, FRN | Nordic Investment Bank, <br> SOFR + 0.290%, FRN |  |  |  |
| (r) | 4.406%, 10/04/27 |  | 300 | $300396 |
| TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS | TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS |  |  | 195433959 |
| SWEDEN — (2.5%) | SWEDEN — (2.5%) | SWEDEN — (2.5%) | SWEDEN — (2.5%) | SWEDEN — (2.5%) |
| Autoliv, Inc.  | Autoliv, Inc.  |  |  |  |
|  | 3.625%, 08/07/29 | EUR | 2230 | 2638910 |
| Electrolux AB  | Electrolux AB  |  |  |  |
|  | 2.500%, 05/18/30 | EUR | 1800 | 2010973 |
| Lansforsakringar Bank AB  | Lansforsakringar Bank AB  |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 300 | 351408 |
| Molnlycke Holding AB  | Molnlycke Holding AB  |  |  |  |
|  | 0.875%, 09/05/29 | EUR | 870 | 929851 |
| Securitas Treasury Ireland <br> DAC  | Securitas Treasury Ireland <br> DAC  |  |  |  |
|  | 3.875%, 02/23/30 | EUR | 2695 | 3208478 |
| Skandinaviska Enskilda <br> Banken AB  | Skandinaviska Enskilda <br> Banken AB  |  |  |  |
|  | 3.375%, 03/19/30 | EUR | 5000 | 5879685 |
| Svensk Exportkredit AB  | Svensk Exportkredit AB  | Svensk Exportkredit AB  |  |  |
| (r) | SOFR + 1.000%, <br> FRN, 5.069%, <br> 08/03/26<br>|  | 6000 | 6034742 |
| (r) | SOFR + 1.000%, <br> FRN, 5.308%, <br> 05/05/27<br>|  | 9750 | 9869636 |
| Svenska Handelsbanken AB  | Svenska Handelsbanken AB  | Svenska Handelsbanken AB  |  |  |
| (r)Ω | SOFR + 1.250%, <br> FRN, 5.408%, <br> 06/15/26<br>|  | 5585 | 5621977 |
|  | 0.500%, 02/18/30 | EUR | 1500 | 1569546 |
| Swedbank AB  | Swedbank AB  | Swedbank AB  |  |  |
|  | 2.875%, 04/30/29 | EUR | 1200 | 1389398 |
|  | 3.250%, 09/24/29 | EUR | 6107 | 7164754 |
| Tele2 AB  | Tele2 AB  |  |  |  |
|  | 3.750%, 11/22/29 | EUR | 310 | 369385 |
| Volvo Treasury AB  | Volvo Treasury AB  |  |  |  |
|  | 3.125%, 08/26/29 | EUR | 4318 | 5041164 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | 52079907 |
| SWITZERLAND — (0.5%) | SWITZERLAND — (0.5%) | SWITZERLAND — (0.5%) | SWITZERLAND — (0.5%) | SWITZERLAND — (0.5%) |
| ABB Finance BV  | ABB Finance BV  |  |  |  |
| Δ | 0.000%, 01/19/30 | EUR | 1140 | 1174469 |
| Firmenich Productions <br> Participations SAS  | Firmenich Productions <br> Participations SAS  |  |  |  |
|  | 1.750%, 04/30/30 | EUR | 1410 | 1552796 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
| Sika Capital BV  | Sika Capital BV  |  |  |  |
|  | 3.750%, 05/03/30 | EUR | 2057 | $2463755 |
| UBS Group AG  | UBS Group AG  | UBS Group AG  |  |  |
|  | 4.125%, 04/15/26 |  | 5000 | 5000207 |
|  | 1.250%, 09/01/26 | EUR | 580 | 663463 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  |  | 10854690 |
| 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 | 11398907 |
| BAT International Finance <br> PLC  | BAT International Finance <br> PLC  |  |  |  |
|  | 2.250%, 01/16/30 | EUR | 3900 | 4373784 |
| Cadent Finance PLC  | Cadent Finance PLC  |  |  |  |
|  | 0.625%, 03/19/30 | EUR | 2600 | 2713626 |
| CK Hutchison Europe <br> Finance 21 Ltd.  | CK Hutchison Europe <br> Finance 21 Ltd.  |  |  |  |
|  | 0.750%, 11/02/29 | EUR | 900 | 953079 |
| CNH Industrial Finance <br> Europe SA  | CNH Industrial Finance <br> Europe SA  |  |  |  |
|  | 1.625%, 07/03/29 | EUR | 400 | 444465 |
| GlaxoSmithKline Capital <br> PLC  | GlaxoSmithKline Capital <br> PLC  |  |  |  |
|  | 1.375%, 09/12/29 | EUR | 120 | 132287 |
| Imperial Brands Finance <br> PLC  | Imperial Brands Finance <br> PLC  |  |  |  |
| Ω | 5.500%, 02/01/30 |  | 2755 | 2855706 |
| Lloyds Bank Corporate <br> Markets PLC  | Lloyds Bank Corporate <br> Markets PLC  |  |  |  |
|  | 3.250%, 03/24/30 | EUR | 500 | 587257 |
| Lloyds Banking Group PLC  | Lloyds Banking Group PLC  |  |  |  |
|  | 3.750%, 01/11/27 |  | 1070 | 1065944 |
| Motability Operations <br> Group PLC  | Motability Operations <br> Group PLC  |  |  |  |
|  | 4.000%, 01/17/30 | EUR | 6340 | 7587383 |
| National Grid PLC  | National Grid PLC  |  |  |  |
|  | 0.553%, 09/18/29 | EUR | 1800 | 1903069 |
| Nationwide Building Society  | Nationwide Building Society  | Nationwide Building Society  |  |  |
|  | 1.500%, 10/13/26 |  | 1000 | 977050 |
| Ω | 5.127%, 07/29/29 |  | 400 | 412042 |
|  | 3.250%, 09/05/29 | EUR | 700 | 821013 |
|  | 3.000%, 03/03/30 | EUR | 9089 | 10552069 |
| NatWest Markets PLC  | NatWest Markets PLC  | NatWest Markets PLC  |  |  |
|  | SOFR + 1.140%, <br> FRN, 5.399%, <br> 05/17/29<br>|  | 3000 | 3028408 |
| (r)Ω | SOFR + 1.140%, <br> FRN, 5.399%, <br> 05/17/29<br>|  | 1000 | 1009469 |
|  | 3.125%, 01/10/30 | EUR | 3300 | 3849196 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| Reckitt Benckiser Treasury <br> Services PLC  | Reckitt Benckiser Treasury <br> Services PLC  |  |  |  |
|  | 3.625%, 06/20/29 | EUR | 2000 | $2379063 |
| Santander U.K. PLC  | Santander U.K. PLC  |  |  |  |
|  | 3.346%, 03/25/30 | EUR | 700 | 820171 |
| Sky Ltd.  | Sky Ltd.  |  |  |  |
|  | 2.250%, 11/17/25 | EUR | 600 | 691585 |
| WPP Finance 2013  | WPP Finance 2013  |  |  |  |
|  | 3.625%, 09/12/29 | EUR | 400 | 470243 |
| TOTAL UNITED <br> KINGDOM | TOTAL UNITED <br> KINGDOM |  |  | 59025816 |
| UNITED STATES — (36.0%) | UNITED STATES — (36.0%) | UNITED STATES — (36.0%) | UNITED STATES — (36.0%) | UNITED STATES — (36.0%) |
| 3M Co.  | 3M Co.  | 3M Co.  |  |  |
|  | 2.375%, 08/26/29 |  | 1400 | 1314454 |
|  | 1.750%, 05/15/30 | EUR | 150 | 164579 |
| 7-Eleven, Inc.  | 7-Eleven, Inc.  |  |  |  |
| Ω | 0.950%, 02/10/26 |  | 500 | 495311 |
| Accenture Capital, Inc.  | Accenture Capital, Inc.  |  |  |  |
| # | 4.050%, 10/04/29 |  | 15525 | 15504898 |
| AES Corp.  | AES Corp.  | AES Corp.  |  |  |
|  | 1.375%, 01/15/26 |  | 3000 | 2981115 |
| Ω | 3.950%, 07/15/30 |  | 4500 | 4353861 |
| Aircastle Ltd.  | Aircastle Ltd.  | Aircastle Ltd.  |  |  |
|  | 4.250%, 06/15/26 |  | 1930 | 1928755 |
| Ω | 5.950%, 02/15/29 |  | 400 | 416542 |
| Albemarle New Holding <br> GmbH  | Albemarle New Holding <br> GmbH  |  |  |  |
|  | 1.625%, 11/25/28 | EUR | 700 | 782798 |
| Allstate Corp.  | Allstate Corp.  |  |  |  |
|  | 5.050%, 06/24/29 |  | 600 | 617282 |
| Ally Financial, Inc.  | Ally Financial, Inc.  |  |  |  |
|  | 2.200%, 11/02/28 |  | 640 | 597628 |
| Alphabet, Inc.  | Alphabet, Inc.  |  |  |  |
|  | 1.100%, 08/15/30 |  | 2000 | 1754936 |
| American Electric Power <br> Co., Inc.  | American Electric Power <br> Co., Inc.  |  |  |  |
|  | 2.300%, 03/01/30 |  | 200 | 183764 |
| American Express Co.  | American Express Co.  | American Express Co.  |  |  |
| (r) | SOFR + 0.760%, <br> FRN, 5.029%, <br> 02/13/26<br>|  | 7682 | 7687398 |
| #(r) | SOFR + 0.650%, <br> FRN, 4.954%, <br> 11/04/26<br>|  | 9290 | 9327566 |
| American Honda Finance Corp.  | American Honda Finance Corp.  | American Honda Finance Corp.  |  |  |
| (r) | SOFR + 0.710%, <br> FRN, 4.812%, <br> 01/09/26<br>|  | 5200 | 5203692 |
| (r) | SOFR + 0.920%, <br> FRN, 5.020%, <br> 01/12/26<br>|  | 5000 | 5006853 |

---

------

**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) |
| (r) | SOFR + 0.770%, <br> FRN, 4.932%, <br> 03/12/27<br>|  | 1000 | $1001834 |
| (r) | SOFR + 0.720%, <br> FRN, 4.803%, <br> 10/22/27<br>|  | 2190 | 2192176 |
|  | 4.900%, 03/13/29 |  | 170 | 173754 |
|  | 4.400%, 09/05/29 |  | 400 | 402930 |
|  | 5.850%, 10/04/30 |  | 500 | 531921 |
| American National Group, <br> Inc.  | American National Group, <br> Inc.  |  |  |  |
|  | 5.750%, 10/01/29 |  | 400 | 412786 |
| American Tower Corp.  | American Tower Corp.  | American Tower Corp.  |  |  |
|  | 5.200%, 02/15/29 |  | 7000 | 7183127 |
|  | 0.875%, 05/21/29 | EUR | 250 | 269316 |
|  | 3.800%, 08/15/29 |  | 360 | 353417 |
|  | 2.900%, 01/15/30 |  | 400 | 377620 |
|  | 3.900%, 05/16/30 | EUR | 1300 | 1558056 |
| American Water Capital <br> Corp.  | American Water Capital <br> Corp.  |  |  |  |
|  | 3.450%, 06/01/29 |  | 326 | 318775 |
| Apple, Inc.  | Apple, Inc.  |  |  |  |
|  | 4.200%, 05/12/30 |  | 10000 | 10090385 |
| ARES Capital Corp.  | ARES Capital Corp.  | ARES Capital Corp.  |  |  |
|  | 2.875%, 06/15/28 |  | 210 | 199954 |
|  | 5.875%, 03/01/29 |  | 2100 | 2149752 |
|  | 5.950%, 07/15/29 |  | 3400 | 3488965 |
| Arrow Electronics, Inc.  | Arrow Electronics, Inc.  |  |  |  |
|  | 5.150%, 08/21/29 |  | 5400 | 5513394 |
| AT&T, Inc.  | AT&T, Inc.  | AT&T, Inc.  |  |  |
|  | 2.600%, 12/17/29 | EUR | 1200 | 1372765 |
|  | 3.150%, 06/01/30 | EUR | 2797 | 3256555 |
| Autodesk, Inc.  | Autodesk, Inc.  |  |  |  |
|  | 2.850%, 01/15/30 |  | 400 | 378608 |
| Aviation Capital Group LLC  | Aviation Capital Group LLC  |  |  |  |
| Ω | 5.375%, 07/15/29 |  | 930 | 951363 |
| Bank of New York Mellon <br> Corp.  | Bank of New York Mellon <br> Corp.  |  |  |  |
|  | 3.850%, 04/26/29 |  | 355 | 354451 |
| BG Energy Capital PLC  | BG Energy Capital PLC  |  |  |  |
|  | 2.250%, 11/21/29 | EUR | 1000 | 1129547 |
| BlackRock Funding, Inc.  | BlackRock Funding, Inc.  |  |  |  |
| # | 4.700%, 03/14/29 |  | 400 | 408865 |
| Boardwalk Pipelines LP  | Boardwalk Pipelines LP  |  |  |  |
|  | 5.950%, 06/01/26 |  | 1033 | 1038490 |
| Boeing Co.  | Boeing Co.  | Boeing Co.  |  |  |
|  | 3.200%, 03/01/29 |  | 400 | 386244 |
|  | 2.950%, 02/01/30 |  | 200 | 188848 |
| BorgWarner, Inc.  | BorgWarner, Inc.  |  |  |  |
|  | 4.950%, 08/15/29 |  | 400 | 409329 |
| Boston Properties LP  | Boston Properties LP  | Boston Properties LP  |  |  |
|  | 4.500%, 12/01/28 |  | 400 | 400513 |
|  | 3.400%, 06/21/29 |  | 10600 | 10197319 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| BP Capital Markets <br> America, Inc.  | BP Capital Markets <br> America, Inc.  |  |  |  |
|  | 1.749%, 08/10/30 |  | 500 | $446812 |
| Bristol-Myers Squibb Co., <br> SOFR + 0.490%, FRN | Bristol-Myers Squibb Co., <br> SOFR + 0.490%, FRN |  |  |  |
| (r) | 4.733%, 02/20/26 |  | 6500 | 6505525 |
| Brunswick Corp.  | Brunswick Corp.  |  |  |  |
|  | 5.850%, 03/18/29 |  | 4600 | 4748253 |
| Bunge Ltd. Finance Corp.  | Bunge Ltd. Finance Corp.  |  |  |  |
|  | 4.550%, 08/04/30 |  | 10000 | 10080240 |
| Camden Property Trust  | Camden Property Trust  |  |  |  |
|  | 3.150%, 07/01/29 |  | 800 | 770608 |
| Capital One Financial Corp.  | Capital One Financial Corp.  | Capital One Financial Corp.  |  |  |
|  | 4.500%, 01/30/26 |  | 578 | 577821 |
|  | 3.750%, 03/09/27 |  | 5000 | 4973895 |
| Capital One NA  | Capital One NA  | Capital One NA  |  |  |
|  | 3.450%, 07/27/26 |  | 910 | 904417 |
|  | 2.700%, 02/06/30 |  | 6700 | 6273548 |
| Cargill, Inc.  | Cargill, Inc.  |  |  |  |
|  | 3.875%, 04/24/30 | EUR | 400 | 481799 |
| Carrier Global Corp.  | Carrier Global Corp.  |  |  |  |
|  | 2.722%, 02/15/30 |  | 800 | 750641 |
| Caterpillar Financial Services <br> Corp.  | Caterpillar Financial Services <br> Corp.  | Caterpillar Financial Services <br> Corp.  |  |  |
| (r) | SOFR + 0.460%, <br> FRN, 4.680%, <br> 02/27/26<br>|  | 4700 | 4704470 |
| (r) | SOFR + 0.690%, <br> FRN, 4.784%, <br> 10/16/26<br>|  | 2000 | 2009437 |
| Charles Schwab Corp.  | Charles Schwab Corp.  | Charles Schwab Corp.  |  |  |
| (r) | SOFR + 0.520%, <br> FRN, 4.789%, <br> 05/13/26<br>|  | 12867 | 12870296 |
| (r) | SOFR + 1.050%, <br> FRN, 5.254%, <br> 03/03/27<br>|  | 4094 | 4124365 |
| Chevron Phillips Chemical <br> Co. LLC/Chevron Phillips <br> Chemical Co. LP  | Chevron Phillips Chemical <br> Co. LLC/Chevron Phillips <br> Chemical Co. LP  |  |  |  |
| Ω | 4.750%, 05/15/30 |  | 9000 | 9107003 |
| Chevron USA, Inc.  | Chevron USA, Inc.  | Chevron USA, Inc.  |  |  |
| (r) | SOFR + 0.570%, <br> FRN, 4.839%, <br> 08/13/28<br>|  | 3200 | 3212049 |
|  | 4.687%, 04/15/30 |  | 15000 | 15362036 |
|  | 4.300%, 10/15/30 |  | 7000 | 7055781 |
| Choice Hotels <br> International, Inc.  | Choice Hotels <br> International, Inc.  |  |  |  |
|  | 3.700%, 12/01/29 |  | 800 | 768011 |
| Chubb INA Holdings LLC  | Chubb INA Holdings LLC  |  |  |  |
|  | 0.875%, 12/15/29 | EUR | 1500 | 1597593 |

---

------

**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) |
| Cigna Group  | Cigna Group  | Cigna Group  |  |  |
|  | 5.000%, 05/15/29 |  | 6900 | $7077677 |
|  | 4.500%, 09/15/30 |  | 7000 | 7027237 |
| Cisco Systems, Inc.  | Cisco Systems, Inc.  |  |  |  |
|  | 4.750%, 02/24/30 |  | 3000 | 3074684 |
| Citigroup, Inc.  | Citigroup, Inc.  |  |  |  |
|  | 1.250%, 04/10/29 | EUR | 800 | 881200 |
| Citizens Financial Group, <br> Inc.  | Citizens Financial Group, <br> Inc.  |  |  |  |
|  | 2.500%, 02/06/30 |  | 400 | 368091 |
| CNO Financial Group, Inc.  | CNO Financial Group, Inc.  |  |  |  |
|  | 5.250%, 05/30/29 |  | 3740 | 3800023 |
| Colgate-Palmolive Co.  | Colgate-Palmolive Co.  |  |  |  |
|  | 4.200%, 05/01/30 |  | 3460 | 3491367 |
| Comcast Corp.  | Comcast Corp.  |  |  |  |
| # | 4.550%, 01/15/29 |  | 4100 | 4163428 |
| Conagra Brands, Inc.  | Conagra Brands, Inc.  | Conagra Brands, Inc.  |  |  |
|  | 4.600%, 11/01/25 |  | 730 | 730000 |
|  | 8.250%, 09/15/30 |  | 2878 | 3311450 |
| ConocoPhillips Co.  | ConocoPhillips Co.  |  |  |  |
|  | 4.700%, 01/15/30 |  | 600 | 611972 |
| COPT Defense <br> Properties LP  | COPT Defense <br> Properties LP  |  |  |  |
|  | 2.250%, 03/15/26 |  | 3400 | 3366038 |
| Crown Castle, Inc.  | Crown Castle, Inc.  | Crown Castle, Inc.  |  |  |
|  | 2.900%, 03/15/27 |  | 8000 | 7855916 |
|  | 4.900%, 09/01/29 |  | 800 | 811476 |
| CVS Health Corp.  | CVS Health Corp.  | CVS Health Corp.  |  |  |
|  | 5.400%, 06/01/29 |  | 2800 | 2897512 |
|  | 5.125%, 02/21/30 |  | 800 | 821550 |
|  | 1.750%, 08/21/30 |  | 5000 | 4418083 |
| Danaher Corp.  | Danaher Corp.  |  |  |  |
|  | 2.500%, 03/30/30 | EUR | 3500 | 4014152 |
| Darden Restaurants, Inc.  | Darden Restaurants, Inc.  |  |  |  |
|  | 4.550%, 10/15/29 |  | 2000 | 2010569 |
| Dollar General Corp.  | Dollar General Corp.  |  |  |  |
|  | 3.500%, 04/03/30 |  | 1300 | 1250957 |
| DuPont de Nemours, Inc.  | DuPont de Nemours, Inc.  |  |  |  |
|  | 4.493%, 11/15/25 |  | 201 | 200958 |
| DXC Technology Co.  | DXC Technology Co.  |  |  |  |
|  | 1.800%, 09/15/26 |  | 15069 | 14733563 |
| Eaton Capital ULC  | Eaton Capital ULC  |  |  |  |
|  | 0.577%, 03/08/30 | EUR | 485 | 509772 |
| Elevance Health, Inc.  | Elevance Health, Inc.  |  |  |  |
|  | 5.150%, 06/15/29 |  | 400 | 412263 |
| Eli Lilly & Co.  | Eli Lilly & Co.  |  |  |  |
|  | 4.750%, 02/12/30 |  | 3000 | 3081169 |
| Emerson Electric Co.  | Emerson Electric Co.  |  |  |  |
|  | 2.000%, 10/15/29 | EUR | 1500 | 1690992 |
| Energy Transfer LP  | Energy Transfer LP  |  |  |  |
|  | 4.150%, 09/15/29 |  | 200 | 198450 |
| Enterprise Products <br> Operating LLC  | Enterprise Products <br> Operating LLC  |  |  |  |
|  | 3.125%, 07/31/29 |  | 800 | 772923 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| EPR Properties  | EPR Properties  |  |  |  |
|  | 3.750%, 08/15/29 |  | 2400 | $2311804 |
| ERAC USA Finance LLC  | ERAC USA Finance LLC  |  |  |  |
| Ω | 3.800%, 11/01/25 |  | 4050 | 4050000 |
| Estee Lauder Cos., Inc.  | Estee Lauder Cos., Inc.  |  |  |  |
|  | 2.375%, 12/01/29 |  | 3400 | 3174821 |
| Eversource Energy  | Eversource Energy  |  |  |  |
|  | 4.250%, 04/01/29 |  | 400 | 399246 |
| Fidelity National <br> Information Services, <br> Inc.  | Fidelity National <br> Information Services, <br> Inc.  |  |  |  |
|  | 2.000%, 05/21/30 | EUR | 1750 | 1922221 |
| Fiserv, Inc.  | Fiserv, Inc.  |  |  |  |
|  | 3.500%, 07/01/29 |  | 800 | 769841 |
| Flex Ltd.  | Flex Ltd.  | Flex Ltd.  |  |  |
|  | 3.750%, 02/01/26 |  | 7612 | 7590056 |
|  | 4.875%, 06/15/29 |  | 375 | 379695 |
| FMC Corp.  | FMC Corp.  |  |  |  |
|  | 3.450%, 10/01/29 |  | 730 | 680524 |
| Fortive Corp.  | Fortive Corp.  |  |  |  |
|  | 3.700%, 08/15/29 | EUR | 1200 | 1422788 |
| GATX Corp.  | GATX Corp.  |  |  |  |
|  | 3.850%, 03/30/27 |  | 850 | 844855 |
| General Electric Co.  | General Electric Co.  | General Electric Co.  |  |  |
| (r) | TSFR3M + 0.642%, <br> FRN, 4.963%, <br> 05/05/26<br>|  | 1400 | 1402840 |
|  | 1.500%, 05/17/29 | EUR | 120 | 133761 |
| General Mills, Inc.  | General Mills, Inc.  |  |  |  |
|  | 4.875%, 01/30/30 |  | 200 | 204204 |
| General Motors Financial Co., <br> Inc.  | General Motors Financial Co., <br> Inc.  | General Motors Financial Co., <br> Inc.  |  |  |
| (r) | SOFR + 1.040%, <br> FRN, 5.268%, <br> 02/26/27<br>|  | 3000 | 3002738 |
| (r) | SOFR + 1.350%, <br> FRN, 5.634%, <br> 05/08/27<br>|  | 1600 | 1608240 |
| (r) | SOFR + 1.050%, <br> FRN, 5.149%, <br> 07/15/27<br>|  | 528 | 528992 |
|  | 5.800%, 01/07/29 |  | 320 | 333368 |
|  | 4.300%, 04/06/29 |  | 310 | 308949 |
|  | 4.900%, 10/06/29 |  | 310 | 314496 |
|  | 5.350%, 01/07/30 |  | 310 | 318966 |
|  | 4.000%, 07/10/30 | EUR | 5420 | 6483350 |
| Global Payments, Inc.  | Global Payments, Inc.  | Global Payments, Inc.  |  |  |
|  | 2.150%, 01/15/27 |  | 5000 | 4870660 |
|  | 3.200%, 08/15/29 |  | 2120 | 2003374 |
|  | 5.300%, 08/15/29 |  | 200 | 203532 |
| GLP Capital LP/GLP <br> Financing II, Inc.  | GLP Capital LP/GLP <br> Financing II, Inc.  |  |  |  |
|  | 5.300%, 01/15/29 |  | 2685 | 2735934 |

---

------

**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) |
| Goldman Sachs Group, <br> Inc.  | Goldman Sachs Group, <br> Inc.  |  |  |  |
|  | 1.250%, 02/07/29 | EUR | 1900 | $2097779 |
| HCA, Inc.  | HCA, Inc.  |  |  |  |
|  | 5.250%, 03/01/30 |  | 1400 | 1446998 |
| Healthcare Realty Holdings LP  | Healthcare Realty Holdings LP  | Healthcare Realty Holdings LP  |  |  |
|  | 3.100%, 02/15/30 |  | 200 | 188868 |
|  | 2.400%, 03/15/30 |  | 1100 | 996747 |
| Highwoods Realty LP  | Highwoods Realty LP  | Highwoods Realty LP  |  |  |
|  | 4.200%, 04/15/29 |  | 5522 | 5418303 |
|  | 3.050%, 02/15/30 |  | 400 | 371107 |
| Home Depot, Inc., SOFR + <br> 0.330%, FRN | Home Depot, Inc., SOFR + <br> 0.330%, FRN |  |  |  |
| (r) | 4.462%, 12/24/25 |  | 4000 | 4001652 |
| Honeywell International, <br> Inc.  | Honeywell International, <br> Inc.  |  |  |  |
|  | 3.375%, 03/01/30 | EUR | 2500 | 2947503 |
| Host Hotels & Resorts LP  | Host Hotels & Resorts LP  |  |  |  |
|  | 3.375%, 12/15/29 |  | 1000 | 951098 |
| HSBC USA, Inc.  | HSBC USA, Inc.  | HSBC USA, Inc.  |  |  |
| #(r) | SOFR + 0.960%, <br> FRN, 5.154%, <br> 03/04/27<br>|  | 1844 | 1854806 |
| (r) | SOFR + 0.970%, <br> FRN, 5.174%, <br> 06/03/28<br>|  | 4600 | 4632567 |
| Huntington Bancshares, <br> Inc.  | Huntington Bancshares, <br> Inc.  |  |  |  |
|  | 2.550%, 02/04/30 |  | 200 | 185326 |
| Hyatt Hotels Corp.  | Hyatt Hotels Corp.  |  |  |  |
|  | 5.250%, 06/30/29 |  | 6400 | 6581860 |
| Illinois Tool Works, Inc.  | Illinois Tool Works, Inc.  |  |  |  |
|  | 2.125%, 05/22/30 | EUR | 4800 | 5377502 |
| Illumina, Inc.  | Illumina, Inc.  |  |  |  |
|  | 5.800%, 12/12/25 |  | 1100 | 1100332 |
| Intel Corp.  | Intel Corp.  | Intel Corp.  |  |  |
|  | 4.875%, 02/10/26 |  | 100 | 100153 |
|  | 4.000%, 08/05/29 |  | 730 | 721915 |
| Intercontinental Exchange, <br> Inc.  | Intercontinental Exchange, <br> Inc.  |  |  |  |
|  | 3.750%, 12/01/25 |  | 1300 | 1299220 |
| International Business <br> Machines Corp.  | International Business <br> Machines Corp.  |  |  |  |
|  | 2.900%, 02/10/30 | EUR | 2840 | 3302697 |
| Jabil, Inc.  | Jabil, Inc.  | Jabil, Inc.  |  |  |
|  | 4.250%, 05/15/27 |  | 5000 | 5000756 |
|  | 3.600%, 01/15/30 |  | 200 | 193282 |
| Jefferies Financial Group, Inc.  | Jefferies Financial Group, Inc.  | Jefferies Financial Group, Inc.  |  |  |
|  | 6.450%, 06/08/27 |  | 5000 | 5132537 |
|  | 4.000%, 04/16/29 | EUR | 1900 | 2245445 |
| John Deere Bank SA  | John Deere Bank SA  |  |  |  |
|  | 3.300%, 10/15/29 | EUR | 500 | 590675 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| John Deere Capital Corp.  | John Deere Capital Corp.  | John Deere Capital Corp.  |  |  |
| (r) | SOFR + 0.570%, <br> FRN, 4.788%, <br> 03/03/26<br>|  | 600 | $600776 |
| (r) | SOFR + 0.440%, <br> FRN, 4.644%, <br> 03/06/26<br>|  | 3700 | 3703251 |
| (r) | SOFR + 0.790%, <br> FRN, 4.994%, <br> 06/08/26<br>|  | 9784 | 9815389 |
| (r) | SOFR + 0.680%, <br> FRN, 4.782%, <br> 07/15/27<br>|  | 2075 | 2094173 |
| JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN | JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN |  |  |  |
| (r) | 5.186%, 12/08/26 |  | 27240 | 27436482 |
| Keurig Dr. Pepper, Inc., <br> SOFR + 0.880%, FRN | Keurig Dr. Pepper, Inc., <br> SOFR + 0.880%, FRN |  |  |  |
| (r) | 5.038%, 03/15/27 |  | 514 | 514840 |
| KeyCorp  | KeyCorp  |  |  |  |
|  | 2.550%, 10/01/29 |  | 6100 | 5722803 |
| Kinder Morgan, Inc.  | Kinder Morgan, Inc.  |  |  |  |
|  | 5.100%, 08/01/29 |  | 1400 | 1437821 |
| Lear Corp.  | Lear Corp.  |  |  |  |
|  | 4.250%, 05/15/29 |  | 400 | 397644 |
| Legg Mason, Inc.  | Legg Mason, Inc.  |  |  |  |
|  | 4.750%, 03/15/26 |  | 7000 | 7004350 |
| LPL Holdings, Inc.  | LPL Holdings, Inc.  | LPL Holdings, Inc.  |  |  |
|  | 6.750%, 11/17/28 |  | 200 | 213219 |
|  | 5.200%, 03/15/30 |  | 1200 | 1225799 |
| Marathon Petroleum Corp.  | Marathon Petroleum Corp.  |  |  |  |
|  | 5.150%, 03/01/30 |  | 2130 | 2188987 |
| Markel Group, Inc.  | Markel Group, Inc.  |  |  |  |
|  | 3.350%, 09/17/29 |  | 1925 | 1852088 |
| Mastercard, Inc.  | Mastercard, Inc.  | Mastercard, Inc.  |  |  |
| (r) | SOFR + 0.440%, <br> FRN, 4.598%, <br> 03/15/28<br>|  | 1550 | 1551453 |
|  | 2.950%, 06/01/29 |  | 5000 | 4833456 |
| McDonald's Corp.  | McDonald's Corp.  |  |  |  |
|  | 4.000%, 03/07/30 | EUR | 800 | 968054 |
| Medtronic, Inc.  | Medtronic, Inc.  |  |  |  |
|  | 3.650%, 10/15/29 | EUR | 350 | 418154 |
| Meta Platforms, Inc.  | Meta Platforms, Inc.  | Meta Platforms, Inc.  |  |  |
|  | 4.300%, 08/15/29 |  | 200 | 201933 |
|  | 4.800%, 05/15/30 |  | 4300 | 4420802 |
| Micron Technology, Inc.  | Micron Technology, Inc.  | Micron Technology, Inc.  |  |  |
|  | 5.327%, 02/06/29 |  | 400 | 412320 |
|  | 4.663%, 02/15/30 |  | 3000 | 3033203 |

---

------

**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) |
| Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN | Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN |  |  |  |
| (r) | 5.236%, 10/30/26 |  | 300 | $302085 |
| MPLX LP  | MPLX LP  |  |  |  |
|  | 1.750%, 03/01/26 |  | 2558 | 2536470 |
| Nasdaq, Inc.  | Nasdaq, Inc.  |  |  |  |
|  | 0.875%, 02/13/30 | EUR | 1400 | 1488668 |
| National Grid North America, <br> Inc.  | National Grid North America, <br> Inc.  | National Grid North America, <br> Inc.  |  |  |
|  | 3.247%, 11/25/29 | EUR | 5200 | 6084477 |
|  | 3.150%, 06/03/30 | EUR | 1000 | 1162417 |
| National Rural Utilities <br> Cooperative Finance Corp.  | National Rural Utilities <br> Cooperative Finance Corp.  | National Rural Utilities <br> Cooperative Finance Corp.  |  |  |
| (r) | SOFR + 0.800%, <br> FRN, 5.096%, <br> 02/05/27<br>|  | 300 | 301663 |
| (r) | SOFR + 0.820%, <br> FRN, 4.974%, <br> 09/16/27<br>|  | 1100 | 1105800 |
|  | 5.150%, 06/15/29 |  | 71 | 73560 |
| Netflix, Inc.  | Netflix, Inc.  |  |  |  |
|  | 3.625%, 06/15/30 | EUR | 2500 | 2982207 |
| NextEra Energy Capital <br> Holdings, Inc.  | NextEra Energy Capital <br> Holdings, Inc.  | NextEra Energy Capital <br> Holdings, Inc.  |  |  |
| (r) | SOFR + 0.760%, <br> FRN, 4.829%, <br> 01/29/26<br>|  | 2580 | 2583282 |
|  | 4.900%, 03/15/29 |  | 400 | 409679 |
|  | 3.500%, 04/01/29 |  | 800 | 783063 |
|  | 2.750%, 11/01/29 |  | 450 | 426821 |
| NOV, Inc.  | NOV, Inc.  |  |  |  |
|  | 3.600%, 12/01/29 |  | 200 | 193791 |
| Novartis Capital Corp.  | Novartis Capital Corp.  | Novartis Capital Corp.  |  |  |
|  | 3.800%, 09/18/29 |  | 498 | 495064 |
|  | 2.200%, 08/14/30 |  | 7000 | 6453922 |
| Omega Healthcare <br> Investors, Inc.  | Omega Healthcare <br> Investors, Inc.  |  |  |  |
|  | 5.200%, 07/01/30 |  | 1300 | 1319111 |
| Ovintiv, Inc.  | Ovintiv, Inc.  |  |  |  |
|  | 5.375%, 01/01/26 |  | 2414 | 2411620 |
| Parker-Hannifin Corp.  | Parker-Hannifin Corp.  |  |  |  |
|  | 2.900%, 03/01/30 | EUR | 5360 | 6155113 |
| Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  | Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  | Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  |  |  |
| Ω | 1.200%, 11/15/25 |  | 4000 | 3994924 |
| Ω | 4.450%, 01/29/26 |  | 1572 | 1571422 |
| PepsiCo, Inc.  | PepsiCo, Inc.  | PepsiCo, Inc.  |  |  |
|  | 5.250%, 11/10/25 |  | 420 | 420076 |
| (r) | SOFR + 0.400%, <br> FRN, 4.669%, <br> 02/13/26<br>|  | 1506 | 1507506 |
|  | 2.625%, 07/29/29 |  | 910 | 866724 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Philip Morris International, Inc.  | Philip Morris International, Inc.  | Philip Morris International, Inc.  |  |  |
|  | 4.875%, 02/13/29 |  | 600 | $612632 |
|  | 4.625%, 11/01/29 |  | 200 | 202890 |
|  | 5.625%, 11/17/29 |  | 1600 | 1678768 |
|  | 5.500%, 09/07/30 |  | 6000 | 6301843 |
| Phillips 66 Co.  | Phillips 66 Co.  |  |  |  |
|  | 3.150%, 12/15/29 |  | 800 | 764608 |
| Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  | Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  | Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  |  |  |
|  | 3.550%, 12/15/29 |  | 8400 | 8128096 |
|  | 3.800%, 09/15/30 |  | 360 | 347882 |
| Principal Financial Group, <br> Inc.  | Principal Financial Group, <br> Inc.  |  |  |  |
|  | 3.700%, 05/15/29 |  | 600 | 588928 |
| Prologis Euro Finance LLC  | Prologis Euro Finance LLC  |  |  |  |
|  | 0.250%, 09/10/27 | EUR | 828 | 915980 |
| Public Storage Operating <br> Co., SOFR + 0.700%, <br> FRN | Public Storage Operating <br> Co., SOFR + 0.700%, <br> FRN |  |  |  |
| (r) | 4.794%, 04/16/27 |  | 10100 | 10131361 |
| PVH Corp.  | PVH Corp.  |  |  |  |
|  | 5.500%, 06/13/30 |  | 3500 | 3565001 |
| Radian Group, Inc.  | Radian Group, Inc.  |  |  |  |
|  | 6.200%, 05/15/29 |  | 1411 | 1474496 |
| Realty Income Corp.  | Realty Income Corp.  | Realty Income Corp.  |  |  |
|  | 1.875%, 01/14/27 | GBP | 1700 | 2170534 |
|  | 3.200%, 01/15/27 |  | 10000 | 9899456 |
|  | 4.750%, 02/15/29 |  | 800 | 814778 |
|  | 3.100%, 12/15/29 |  | 3388 | 3265071 |
|  | 4.875%, 07/06/30 | EUR | 2600 | 3219176 |
| Revvity, Inc.  | Revvity, Inc.  |  |  |  |
|  | 3.300%, 09/15/29 |  | 400 | 383455 |
| Roche Holdings, Inc.  | Roche Holdings, Inc.  | Roche Holdings, Inc.  |  |  |
| (r)Ω | SOFR + 0.740%, <br> FRN, 5.007%, <br> 11/13/26<br>|  | 3600 | 3617554 |
| Ω | 5.338%, 11/13/28 |  | 1600 | 1661846 |
|  | 1.930%, 12/13/28 |  | 3000 | 2827775 |
| Ω | 4.203%, 09/09/29 |  | 5000 | 5027544 |
| RTX Corp.  | RTX Corp.  |  |  |  |
|  | 2.150%, 05/18/30 | EUR | 5660 | 6331198 |
| Ryder System, Inc.  | Ryder System, Inc.  |  |  |  |
|  | 4.300%, 06/15/27 |  | 2140 | 2144929 |
| Santander Holdings USA, <br> Inc.  | Santander Holdings USA, <br> Inc.  |  |  |  |
|  | 3.244%, 10/05/26 |  | 6000 | 5953520 |
| Schlumberger Holdings <br> Corp.  | Schlumberger Holdings <br> Corp.  |  |  |  |
| Ω | 4.300%, 05/01/29 |  | 2400 | 2408414 |
| Sempra  | Sempra  |  |  |  |
|  | 3.700%, 04/01/29 |  | 239 | 234534 |

---

------

**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) |
| Shell Finance U.S., Inc.  | Shell Finance U.S., Inc.  |  |  |  |
|  | 2.375%, 11/07/29 |  | 7400 | $6958239 |
| Simon Property Group LP  | Simon Property Group LP  |  |  |  |
|  | 2.450%, 09/13/29 |  | 6200 | 5828338 |
| State Street Corp.  | State Street Corp.  | State Street Corp.  |  |  |
| (r) | SOFR + 0.845%, <br> FRN, 4.906%, <br> 08/03/26<br>|  | 5500 | 5518853 |
| (r) | SOFR + 0.640%, <br> FRN, 4.723%, <br> 10/22/27<br>|  | 1810 | 1814982 |
| Store Capital LLC  | Store Capital LLC  | Store Capital LLC  |  |  |
|  | 4.625%, 03/15/29 |  | 400 | 397545 |
| Ω | 5.400%, 04/30/30 |  | 5000 | 5094063 |
| Synchrony Financial  | Synchrony Financial  |  |  |  |
|  | 5.150%, 03/19/29 |  | 4000 | 4061453 |
| Tapestry, Inc.  | Tapestry, Inc.  |  |  |  |
|  | 5.100%, 03/11/30 |  | 1000 | 1024313 |
| Texas Instruments, Inc.  | Texas Instruments, Inc.  | Texas Instruments, Inc.  |  |  |
|  | 4.600%, 02/08/29 |  | 400 | 408529 |
|  | 4.500%, 05/23/30 |  | 7000 | 7116565 |
| Timken Co.  | Timken Co.  |  |  |  |
|  | 4.500%, 12/15/28 |  | 400 | 400852 |
| T-Mobile USA, Inc.  | T-Mobile USA, Inc.  |  |  |  |
|  | 2.400%, 03/15/29 |  | 2700 | 2547046 |
| Toyota Motor Credit Corp.  | Toyota Motor Credit Corp.  | Toyota Motor Credit Corp.  |  |  |
| (r) | SOFR + 0.890%, <br> FRN, 5.147%, <br> 05/18/26<br>|  | 5030 | 5047075 |
| (r) | SOFR + 0.650%, <br> FRN, 4.782%, <br> 03/19/27<br>|  | 2000 | 2008100 |
|  | 4.950%, 01/09/30 |  | 400 | 412273 |
|  | 4.800%, 05/15/30 |  | 410 | 420399 |
|  | 3.850%, 07/24/30 | EUR | 3100 | 3726494 |
| Truist Bank  | Truist Bank  |  |  |  |
|  | 4.050%, 11/03/25 |  | 5000 | 5000000 |
| Truist Financial Corp.  | Truist Financial Corp.  |  |  |  |
|  | 1.950%, 06/05/30 |  | 13559 | 12226223 |
| UDR, Inc.  | UDR, Inc.  |  |  |  |
|  | 3.200%, 01/15/30 |  | 400 | 382791 |
| UnitedHealth Group, Inc.  | UnitedHealth Group, Inc.  | UnitedHealth Group, Inc.  |  |  |
| (r) | SOFR + 0.500%, <br> FRN, 4.599%, <br> 07/15/26<br>|  | 4332 | 4335931 |
|  | 2.875%, 08/15/29 |  | 3300 | 3158773 |
|  | 4.800%, 01/15/30 |  | 400 | 409254 |
| Utah Acquisition Sub, Inc.  | Utah Acquisition Sub, Inc.  |  |  |  |
|  | 3.950%, 06/15/26 |  | 6286 | 6257971 |
| Valero Energy Corp.  | Valero Energy Corp.  |  |  |  |
|  | 5.150%, 02/15/30 |  | 600 | 617089 |
| Ventas Realty LP  | Ventas Realty LP  | Ventas Realty LP  |  |  |
|  | 4.125%, 01/15/26 |  | 2000 | 1998292 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 4.400%, 01/15/29 |  | 2900 | $2907063 |
| # | 3.000%, 01/15/30 |  | 400 | 378935 |
| Verizon Communications, Inc.  | Verizon Communications, Inc.  | Verizon Communications, Inc.  |  |  |
|  | 3.875%, 02/08/29 |  | 400 | 397074 |
|  | 1.875%, 10/26/29 | EUR | 410 | 457867 |
|  | 4.016%, 12/03/29 |  | 800 | 792472 |
|  | 1.250%, 04/08/30 | EUR | 5700 | 6134177 |
| VMware LLC  | VMware LLC  |  |  |  |
|  | 1.400%, 08/15/26 |  | 1760 | 1723696 |
| Walmart, Inc., SOFR + <br> 0.430%, FRN | Walmart, Inc., SOFR + <br> 0.430%, FRN |  |  |  |
| (r) | 4.505%, 04/28/27 |  | 2000 | 2007055 |
| Waste Management, Inc.  | Waste Management, Inc.  |  |  |  |
|  | 3.875%, 01/15/29 |  | 445 | 442330 |
| Wells Fargo & Co.  | Wells Fargo & Co.  | Wells Fargo & Co.  |  |  |
|  | 4.150%, 01/24/29 |  | 171 | 171084 |
|  | 0.625%, 03/25/30 | EUR | 100 | 105027 |
| Wells Fargo Bank NA  | Wells Fargo Bank NA  | Wells Fargo Bank NA  |  |  |
| (r) | SOFR + 1.060%, <br> FRN, 5.347%, <br> 08/07/26<br>|  | 500 | 502909 |
| (r) | SOFR + 1.070%, <br> FRN, 5.236%, <br> 12/11/26<br>|  | 2600 | 2627097 |
| Western Union Co.  | Western Union Co.  |  |  |  |
|  | 1.350%, 03/15/26 |  | 11347 | 11218878 |
| Westlake Corp.  | Westlake Corp.  |  |  |  |
|  | 1.625%, 07/17/29 | EUR | 4087 | 4489736 |
| Wisconsin Power & Light <br> Co.  | Wisconsin Power & Light <br> Co.  |  |  |  |
|  | 3.000%, 07/01/29 |  | 1200 | 1152791 |
| WPC Eurobond BV  | WPC Eurobond BV  |  |  |  |
|  | 0.950%, 06/01/30 | EUR | 1950 | 2045659 |
| Zimmer Biomet Holdings, <br> Inc.  | Zimmer Biomet Holdings, <br> Inc.  |  |  |  |
|  | 5.050%, 02/19/30 |  | 200 | 205790 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  |  | 735938760 |
| TOTAL BONDS | TOTAL BONDS |  |  | 1774580565 |
| U.S. TREASURY OBLIGATIONS — (5.6%) | U.S. TREASURY OBLIGATIONS — (5.6%) | U.S. TREASURY OBLIGATIONS — (5.6%) | U.S. TREASURY OBLIGATIONS — (5.6%) | U.S. TREASURY OBLIGATIONS — (5.6%) |
| U.S. Treasury <br> Inflation-Indexed Bonds  | U.S. Treasury <br> Inflation-Indexed Bonds  |  |  |  |
| ~ | 2.000%, 01/15/26  |  | 16322 | 16315560 |
| U.S. Treasury Inflation-Indexed <br> Notes  | U.S. Treasury Inflation-Indexed <br> Notes  | U.S. Treasury Inflation-Indexed <br> Notes  |  |  |
| ~ | 0.125%, 04/15/26  |  | 11117 | 11042866 |
| ~ | 0.125%, 04/15/27  |  | 8031 | 7895185 |
| U.S. Treasury Notes  | U.S. Treasury Notes  | U.S. Treasury Notes  |  |  |
| (r) | 3M USTMMR + <br> 0.245%, FRN, <br> 4.011%, 01/31/26 <br>|  | 32000 | 32004580 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| (r) | 3M USTMMR + <br> 0.160%, FRN, <br> 3.926%, 04/30/27 <br>| 48000 | $47986247 |
| TOTAL U.S. TREASURY <br> OBLIGATIONS | TOTAL U.S. TREASURY <br> OBLIGATIONS |  | 115244438 |
| COMMERCIAL PAPER — (6.9%) | COMMERCIAL PAPER — (6.9%) | COMMERCIAL PAPER — (6.9%) | COMMERCIAL PAPER — (6.9%) |
| AUSTRALIA — (0.8%) | AUSTRALIA — (0.8%) | AUSTRALIA — (0.8%) | AUSTRALIA — (0.8%) |
| Telstra Group Ltd. | Telstra Group Ltd. |  |  |
| Ω | 4.268%, 11/25/25 | 12000 | 11966917 |
| Ω | 4.197%, 12/10/25 | 5000 | 4977815 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | 16944732 |
| CANADA — (1.0%) | CANADA — (1.0%) | CANADA — (1.0%) | CANADA — (1.0%) |
| PSP Capital, Inc. | PSP Capital, Inc. |  |  |
| Ω | 4.099%, 12/05/25 | 4750 | 4731866 |
| TELUS Corp. | TELUS Corp. |  |  |
| Ω | 5.037%, 01/16/26 | 4000 | 3960715 |
| Ω | 4.984%, 01/28/26 | 2000 | 1977396 |
| Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |
| Ω | 4.220%, 12/15/25 | 10500 | 10447308 |
| TOTAL CANADA | TOTAL CANADA |  | 21117285 |
| FRANCE — (1.2%) | FRANCE — (1.2%) | FRANCE — (1.2%) | FRANCE — (1.2%) |
| Caisse des Depots et <br> Consignations | Caisse des Depots et <br> Consignations |  |  |
| Ω | 4.167%, 12/01/25 | 9000 | 8969610 |
| Ω | 4.069%, 02/10/26 | 5000 | 4944382 |
| LVMH Moet Hennessy <br> Louis Vuitton SE | LVMH Moet Hennessy <br> Louis Vuitton SE |  |  |
| Ω | 4.018%, 02/02/26 | 6000 | 5939171 |
| Sanofi SA | Sanofi SA |  |  |
| Ω | 4.169%, 12/17/25 | 3500 | 3482068 |
| TOTAL FRANCE | TOTAL FRANCE |  | 23335231 |
| GERMANY — (0.3%) | GERMANY — (0.3%) | GERMANY — (0.3%) | GERMANY — (0.3%) |
| BASF SE | BASF SE |  |  |
| Ω | 4.809%, 11/04/25 | 5000 | 4997741 |
| NETHERLANDS — (0.8%) | NETHERLANDS — (0.8%) | NETHERLANDS — (0.8%) | NETHERLANDS — (0.8%) |
| Nederlandse <br> Waterschapsbank NV | Nederlandse <br> Waterschapsbank NV |  |  |
| Ω | 4.183%, 11/03/25 | 6500 | 6497850 |
| Ω | 4.156%, 11/18/25 | 10000 | 9980395 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | 16478245 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.4%) |
| European Investment Bank | European Investment Bank |  |  |
|  | 4.151%, 11/17/25 | 9000 | $8983508 |
| UNITED STATES — (2.4%) | UNITED STATES — (2.4%) | UNITED STATES — (2.4%) | UNITED STATES — (2.4%) |
| Alphabet, Inc. | Alphabet, Inc. |  |  |
| Ω | 4.144%, 12/05/25 | 10500 | 10460068 |
| EIDP, Inc. | EIDP, Inc. |  |  |
| Ω | 4.245%, 11/04/25 | 8000 | 7996402 |
| Ω | 4.246%, 11/07/25 | 3000 | 2997597 |
| Ω | 4.222%, 12/12/25 | 1250 | 1243977 |
| Harley-Davidson Financial <br> Services, Inc. | Harley-Davidson Financial <br> Services, Inc. |  |  |
| Ω | 4.676%, 11/05/25 | 5000 | 4997085 |
| Ω | 4.924%, 12/02/25 | 2000 | 1992436 |
| Mondelez International, <br> Inc. | Mondelez International, <br> Inc. |  |  |
| Ω | 4.535%, 11/03/25 | 4000 | 3998651 |
| NextEra Energy Capital <br> Holdings, Inc. | NextEra Energy Capital <br> Holdings, Inc. |  |  |
| Ω | 4.317%, 11/07/25 | 800 | 799353 |
| Parker-Hannifin Corp. | Parker-Hannifin Corp. |  |  |
| Ω | 4.211%, 12/17/25 | 2000 | 1989264 |
| Procter & Gamble Co. | Procter & Gamble Co. |  |  |
| Ω | 4.090%, 12/08/25 | 5000 | 4979779 |
| Ω | 4.094%, 12/15/25 | 2464 | 2452250 |
| Sanofi SA | Sanofi SA |  |  |
| Ω | 4.456%, 11/25/25 | 5000 | 4986378 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | 48893240 |
| TOTAL COMMERCIAL <br> PAPER <br>(Cost $140,747,966) | TOTAL COMMERCIAL <br> PAPER <br>(Cost $140,747,966) |  | 140749982 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $2,025,896,021) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $2,025,896,021) |  | 2037700292 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (0.3%) | SECURITIES LENDING COLLATERAL — (0.3%) | SECURITIES LENDING COLLATERAL — (0.3%) | SECURITIES LENDING COLLATERAL — (0.3%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 599777 | 6937621 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $2,032,833,642) | (Cost $2,032,833,642) |  | $2044637913 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

As of October 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 | 1160127 | CAD | 1613556 | Citibank, N.A. | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; $9682 |
| USD | 980593 | GBP | 729166 | Citibank, N.A. | 11/06/25 | &nbsp;&nbsp;&nbsp;&nbsp; 22684 |
| USD | 5193614 | NZD | 8844681 | Royal Bank of Canada | 11/07/25 | &nbsp;&nbsp;&nbsp;&nbsp; 131659 |
| USD | 75888877 | EUR | 64882640 | UBS AG | 11/07/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1089274 |
| USD | 5143994 | CAD | 7167133 | Citibank, N.A. | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 32103 |
| USD | 65324284 | EUR | 55885335 | Societe Generale | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 886299 |
| USD | 4714054 | JPY | 716948785 | Societe Generale | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 59508 |
| USD | 90599235 | EUR | 77749544 | Australia and New Zealand Bank | 11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 940866 |
| USD | 5955082 | CAD | 8292438 | Citibank, N.A. | 11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 39971 |
| USD | 37104640 | AUD | 56232357 | Citibank, N.A. | 11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 307941 |
| USD | 59731412 | EUR | 51332907 | Societe Generale | 11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 532555 |
| USD | 7713414 | EUR | 6620818 | UBS AG | 11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 78061 |
| USD | 71033844 | EUR | 59872588 | Societe Generale | 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1955580 |
| USD | 1246713 | GBP | 934682 | Citibank, N.A. | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 18762 |
| USD | 81941930 | EUR | 70579894 | State Street Bank and Trust | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 487092 |
| USD | 62051605 | EUR | 53140251 | UBS AG | 12/01/25 | &nbsp;&nbsp;&nbsp;&nbsp; 706203 |
| USD | 1156979 | CAD | 1613556 | Citibank, N.A. | 12/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4768 |
| USD | 2074534 | NZD | 3470797 | Royal Bank of Canada | 12/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 85353 |
| USD | 4446354 | NZD | 7722891 | Royal Bank of Canada | 12/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; 16489 |
| USD | 2329031 | NZD | 3990212 | Royal Bank of Canada | 12/31/25 | &nbsp;&nbsp;&nbsp;&nbsp; 40034 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$7444884** |
| CAD | 1613556 | USD | 1155189 | Citibank, N.A. | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(4745)<br>|
| EUR | 5005509 | USD | 5836974 | Bank of New York Mellon | 11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; (64776)<br>|
| USD | 34997727 | AUD | 53945236 | Bank of New York Mellon | 11/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; (306990)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(376511)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$7068373** |

---

As of October 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>| 2.554% | Fixed | CPI | Maturity | USD | 25000000 | 01/08/26 |  |  | $113844 | $113844 |
| Bank of America <br> Corp.<br>| 2.495% | Fixed | CPI | Maturity | USD | 43000000 | 03/16/26 |  |  | 4981747 | 4981747 |
| Citibank, N.A. | 2.979% | Fixed | CPI | Maturity | USD | 24000000 | 03/06/26 |  |  | 1504 | 1504 |
| Citibank, N.A. | 2.765% | Fixed | CPI | Maturity | USD | 40000000 | 11/26/25 |  |  | 92380 | 92380 |
| Citibank, N.A. | 2.738% | Fixed | CPI | Maturity | USD | 22000000 | 02/07/26 |  |  | 64662 | 64662 |
| Citibank, N.A. | 2.638% | Fixed | CPI | Maturity | USD | 70000000 | 01/24/27 |  |  | 303533 | 303533 |
| Citibank, N.A. | 2.589% | Fixed | CPI | Maturity | USD | 57000000 | 06/30/28 |  |  | 121971 | 121971 |
| Citibank, N.A. | 2.548% | Fixed | CPI | Maturity | USD | 48000000 | 11/13/25 |  |  | 195229 | 195229 |
| Citibank, N.A. | 2.348% | Fixed | CPI | Maturity | USD | 50000000 | 11/05/25 |  |  | 290619 | 290619 |
| Citibank, N.A. | 2.344% | Fixed | CPI | Maturity | USD | 50000000 | 11/06/25 |  |  | 294069 | 294069 |
| Deutsche Bank <br> AG<br>| 3.318% | Fixed | CPI | Maturity | USD | 25000000 | 11/29/25 |  |  | 1109757 | 1109757 |
| Deutsche Bank <br> AG<br>| 3.223% | Fixed | CPI | Maturity | USD | 20000000 | 12/01/25 |  |  | 972668 | 972668 |
| Deutsche Bank <br> AG<br>| 2.725% | Fixed | CPI | Maturity | USD | 22000000 | 11/16/25 |  |  | 223787 | 223787 |

---

------

**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>| 2.423% | Fixed | CPI | Maturity | USD | 45000000 | 03/08/26 |  |  | $5391235 | $5391235 |
| Deutsche Bank <br> AG<br>| 2.325% | Fixed | CPI | Maturity | USD | 42000000 | 03/02/26 |  |  | 5247870 | 5247870 |
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.755% | Fixed | CPI | Maturity | USD | 56000000 | 11/25/25 |  |  | 133136 | 133136 |
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.642% | Fixed | CPI | Maturity | USD | 48000000 | 01/16/28 |  |  | 102960 | 102960 |
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.625% | Fixed | CPI | Maturity | USD | 30000000 | 12/09/25 |  |  | 114554 | 114554 |
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.624% | Fixed | CPI | Maturity | USD | 50000000 | 02/04/26 |  |  | 200994 | 200994 |
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.580% | Fixed | CPI | Maturity | USD | 35000000 | 10/30/28 |  |  | 4153 | 4153 |
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.528% | Fixed | CPI | Maturity | USD | 34000000 | 05/07/29 |  |  | 30096 | 30096 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.925% | Fixed | CPI | Maturity | USD | 34000000 | 03/04/26 |  |  | 23330 | 23330 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.747% | Fixed | CPI | Maturity | USD | 60000000 | 07/02/27 |  |  | 40871 | 40871 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.629% | Fixed | CPI | Maturity | USD | 65000000 | 06/12/28 |  |  | 40942 | 40942 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.614% | Fixed | CPI | Maturity | USD | 50000000 | 06/18/28 |  |  | 71340 | 71340 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.602% | Fixed | CPI | Maturity | USD | 27000000 | 01/29/26 |  |  | 114857 | 114857 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.580% | Fixed | CPI | Maturity | USD | 25000000 | 12/19/25 |  |  | 104629 | 104629 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.575% | Fixed | CPI | Maturity | USD | 55000000 | 03/24/28 |  |  | 61795 | 61795 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.564% | Fixed | CPI | Maturity | USD | 39000000 | 03/12/28 |  |  | 104451 | 104451 |
| **Total Appreciation** | **Total Appreciation** |  |  |  |  |  |  |  |  | **$20552983** | **$20552983** |
| Bank of America <br> Corp.<br>| 2.812% | Fixed | CPI | Maturity | USD | 60000000 | 07/28/28 |  |  | (228299)<br>| (228299)<br>|
| Bank of America <br> Corp.<br>| 2.726% | Fixed | CPI | Maturity | USD | 64000000 | 10/06/28 |  |  | (201416)<br>| (201416)<br>|
| Bank of America <br> Corp.<br>| 2.659% | Fixed | CPI | Maturity | USD | 38000000 | 06/02/28 |  |  | (17727)<br>| (17727)<br>|
| Citibank, N.A. | 2.783% | Fixed | CPI | Maturity | USD | 47000000 | 09/26/28 |  |  | (212927)<br>| (212927)<br>|
| Citibank, N.A. | 2.759% | Fixed | CPI | Maturity | USD | 39000000 | 09/09/28 |  |  | (142895)<br>| (142895)<br>|
| Citibank, N.A. | 2.688% | Fixed | CPI | Maturity | USD | 23000000 | 10/15/28 |  |  | (53658)<br>| (53658)<br>|
| Citibank, N.A. | 2.668% | Fixed | CPI | Maturity | USD | 25000000 | 06/25/28 |  |  | (2634)<br>| (2634)<br>|
| Citibank, N.A. | 2.624% | Fixed | CPI | Maturity | USD | 70000000 | 10/23/28 |  |  | (60546)<br>| (60546)<br>|
| Citibank, N.A. | 2.610% | Fixed | CPI | Maturity | USD | 65000000 | 10/29/28 |  |  | (42123)<br>| (42123)<br>|
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.877% | Fixed | CPI | Maturity | USD | 55000000 | 09/02/28 |  |  | (383898)<br>| (383898)<br>|

---

------

**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, London <br> Branch<br>| 2.805% | Fixed | CPI | Maturity | USD | 23000000 | 07/17/28 |  |  | $(86333)<br>| $(86333)<br>|
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.777% | Fixed | CPI | Maturity | USD | 33000000 | 07/15/28 |  |  | (93206)<br>| (93206)<br>|
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.767% | Fixed | CPI | Maturity | USD | 43000000 | 08/11/28 |  |  | (125148)<br>| (125148)<br>|
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.707% | Fixed | CPI | Maturity | USD | 27000000 | 05/12/28 |  |  | (85173)<br>| (85173)<br>|
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.649% | Fixed | CPI | Maturity | USD | 82000000 | 05/23/29 |  |  | (231785)<br>| (231785)<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 2.789% | Fixed | CPI | Maturity | USD | 34000000 | 08/04/28 |  |  | (108314)<br>| (108314)<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 2.748% | Fixed | CPI | Maturity | USD | 30000000 | 10/10/28 |  |  | (117488)<br>| (117488)<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 2.747% | Fixed | CPI | Maturity | USD | 56000000 | 10/03/28 |  |  | (203608)<br>| (203608)<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 2.713% | Fixed | CPI | Maturity | USD | 27000000 | 02/21/28 |  |  | (9864)<br>| (9864)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** |  |  |  |  |  |  |  |  | **$(2407042)**<br>| **$(2407042)**<br>|
| **Total Appreciation** <br> **(Depreciation)** | **Total Appreciation** <br> **(Depreciation)** |  |  |  |  |  |  |  |  | **$18145941** | **$18145941** |

---

\*

As of October 31, 2025, the counterparties had deposited in segregated accounts securities with a value of $5,192,093 in connection with open inflation swap contracts.

As of October 31, 2025, the value of Rule 144A securities amounted to $337,054,867 or 16.1% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $7125307 | &nbsp;&nbsp; — | &nbsp;&nbsp; $7125307 |
| Bonds |  |  |  |  |
| Australia | &nbsp;&nbsp; — | &nbsp;&nbsp; 123802523 | &nbsp;&nbsp; — | &nbsp;&nbsp; 123802523 |
| Belgium | &nbsp;&nbsp; — | &nbsp;&nbsp; 10981953 | &nbsp;&nbsp; — | &nbsp;&nbsp; 10981953 |
| Canada | &nbsp;&nbsp; — | &nbsp;&nbsp; 74960586 | &nbsp;&nbsp; — | &nbsp;&nbsp; 74960586 |
| Denmark | &nbsp;&nbsp; — | &nbsp;&nbsp; 20708013 | &nbsp;&nbsp; — | &nbsp;&nbsp; 20708013 |
| Finland | &nbsp;&nbsp; — | &nbsp;&nbsp; 29096452 | &nbsp;&nbsp; — | &nbsp;&nbsp; 29096452 |
| France | &nbsp;&nbsp; — | &nbsp;&nbsp; 117012540 | &nbsp;&nbsp; — | &nbsp;&nbsp; 117012540 |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 93084091 | &nbsp;&nbsp; — | &nbsp;&nbsp; 93084091 |
| Ireland | &nbsp;&nbsp; — | &nbsp;&nbsp; 15138201 | &nbsp;&nbsp; — | &nbsp;&nbsp; 15138201 |
| Italy | &nbsp;&nbsp; — | &nbsp;&nbsp; 21688246 | &nbsp;&nbsp; — | &nbsp;&nbsp; 21688246 |

---

------

**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** |
| Japan | &nbsp;&nbsp; — | &nbsp;&nbsp; $48107012 | &nbsp;&nbsp; — | &nbsp;&nbsp; $48107012 |
| Luxembourg | &nbsp;&nbsp; — | &nbsp;&nbsp; 7083144 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7083144 |
| Netherlands | &nbsp;&nbsp; — | &nbsp;&nbsp; 66116288 | &nbsp;&nbsp; — | &nbsp;&nbsp; 66116288 |
| New Zealand | &nbsp;&nbsp; — | &nbsp;&nbsp; 13570130 | &nbsp;&nbsp; — | &nbsp;&nbsp; 13570130 |
| Norway | &nbsp;&nbsp; — | &nbsp;&nbsp; 29709300 | &nbsp;&nbsp; — | &nbsp;&nbsp; 29709300 |
| Singapore | &nbsp;&nbsp; — | &nbsp;&nbsp; 23293053 | &nbsp;&nbsp; — | &nbsp;&nbsp; 23293053 |
| Spain | &nbsp;&nbsp; — | &nbsp;&nbsp; 26895901 | &nbsp;&nbsp; — | &nbsp;&nbsp; 26895901 |
| Supranational Organization Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 195433959 | &nbsp;&nbsp; — | &nbsp;&nbsp; 195433959 |
| Sweden | &nbsp;&nbsp; — | &nbsp;&nbsp; 52079907 | &nbsp;&nbsp; — | &nbsp;&nbsp; 52079907 |
| Switzerland | &nbsp;&nbsp; — | &nbsp;&nbsp; 10854690 | &nbsp;&nbsp; — | &nbsp;&nbsp; 10854690 |
| United Kingdom | &nbsp;&nbsp; — | &nbsp;&nbsp; 59025816 | &nbsp;&nbsp; — | &nbsp;&nbsp; 59025816 |
| United States | &nbsp;&nbsp; — | &nbsp;&nbsp; 735938760 | &nbsp;&nbsp; — | &nbsp;&nbsp; 735938760 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 115244438 | &nbsp;&nbsp; — | &nbsp;&nbsp; 115244438 |
| Commercial Paper | &nbsp;&nbsp; — | &nbsp;&nbsp; 140749982 | &nbsp;&nbsp; — | &nbsp;&nbsp; 140749982 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 6937621 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6937621 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $2044637913 | &nbsp;&nbsp; — | &nbsp;&nbsp; $2044637913 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 7444884 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7444884 |
| Swap Agreements\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 20552983 | &nbsp;&nbsp; — | &nbsp;&nbsp; 20552983 |
| **Liabilities** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (376511) | &nbsp;&nbsp; — | &nbsp;&nbsp; (376511) |
| Swap Agreements\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (2407042) | &nbsp;&nbsp; — | &nbsp;&nbsp; (2407042) |
| Total Financial Instruments | &nbsp;&nbsp; — | &nbsp;&nbsp; $25214314 | &nbsp;&nbsp; — | &nbsp;&nbsp; $25214314 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**DFA Global Core Plus Real Return Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (9.0%) | AGENCY OBLIGATIONS — (9.0%) | AGENCY OBLIGATIONS — (9.0%) | AGENCY OBLIGATIONS — (9.0%) | AGENCY OBLIGATIONS — (9.0%) |
| Government National <br> Mortgage Association, <br> TBA  | Government National <br> Mortgage Association, <br> TBA  |  |  |  |
|  | 6.000%, 11/01/55 <br> TBA<br>|  | 3554 | $3616912 |
| Uniform Mortgage-Backed <br> Security, TBA  | Uniform Mortgage-Backed <br> Security, TBA  | Uniform Mortgage-Backed <br> Security, TBA  |  |  |
|  | 2.000%, 11/01/55 <br> TBA<br>|  | 7998 | 6484358 |
|  | 2.500%, 11/01/55 <br> TBA<br>|  | 7503 | 6369045 |
|  | 3.000%, 11/01/55 <br> TBA<br>|  | 905 | 801774 |
|  | 6.000%, 11/01/55 <br> TBA<br>|  | 5852 | 5984003 |
|  | 6.500%, 11/01/55 <br> TBA<br>|  | 3875 | 4012503 |
| TOTAL AGENCY <br> OBLIGATIONS | TOTAL AGENCY <br> OBLIGATIONS |  |  | 27268595 |
| BONDS — (85.5%) | BONDS — (85.5%) | BONDS — (85.5%) | BONDS — (85.5%) | BONDS — (85.5%) |
| AUSTRALIA — (5.6%) | AUSTRALIA — (5.6%) | AUSTRALIA — (5.6%) | AUSTRALIA — (5.6%) | AUSTRALIA — (5.6%) |
| Commonwealth Bank of <br> Australia  | Commonwealth Bank of <br> Australia  | Commonwealth Bank of <br> Australia  |  |  |
| (r) | 3M Swap + 0.950%, <br> FRN, 4.540%, <br> 08/17/28<br>| AUD | 850 | 561616 |
| (r)Ω | SOFR + 0.810%, <br> FRN, 5.075%, <br> 03/14/30<br>|  | 850 | 856323 |
| (r)Ω | SOFR + 0.780%, <br> FRN, 5.049%, <br> 10/01/30<br>|  | 1300 | 1308420 |
| Fortescue Treasury Pty. Ltd.  | Fortescue Treasury Pty. Ltd.  | Fortescue Treasury Pty. Ltd.  |  |  |
| Ω | 4.500%, 09/15/27 |  | 1150 | 1145408 |
| Ω | 4.375%, 04/01/31 |  | 112 | 108402 |
| Macquarie Bank Ltd., <br> SOFR + 0.740%, FRN | Macquarie Bank Ltd., <br> SOFR + 0.740%, FRN |  |  |  |
| (r)Ω | 5.006%, 06/12/28 |  | 600 | 603035 |
| New South Wales Treasury <br> Corp.  | New South Wales Treasury <br> Corp.  | New South Wales Treasury <br> Corp.  |  |  |
|  | 1.500%, 02/20/32 | AUD | 4260 | 2354392 |
|  | 3.500%, 11/20/37 | AUD | 2000 | 1115647 |
| Norfina Ltd., 3M Swap + <br> 0.980%, FRN | Norfina Ltd., 3M Swap + <br> 0.980%, FRN |  |  |  |
| (r) | 4.528%, 03/19/29 | AUD | 500 | 329826 |
| Treasury Corp. of Victoria  | Treasury Corp. of Victoria  | Treasury Corp. of Victoria  |  |  |
|  | 2.250%, 09/15/33 | AUD | 2100 | 1156933 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | 2.250%, 11/20/34 | AUD | 4090 | $2166828 |
|  | 2.000%, 09/17/35 | AUD | 2100 | 1056876 |
|  | 4.750%, 09/15/36 | AUD | 2050 | 1307138 |
| Westpac Banking Corp., <br> SOFR + 0.810%, FRN | Westpac Banking Corp., <br> SOFR + 0.810%, FRN |  |  |  |
| (r) | 5.096%, 04/16/29 |  | 3000 | 3025096 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | 17095940 |
| CANADA — (13.6%) | CANADA — (13.6%) | CANADA — (13.6%) | CANADA — (13.6%) | CANADA — (13.6%) |
| Canadian Natural <br> Resources Ltd.  | Canadian Natural <br> Resources Ltd.  |  |  |  |
|  | 2.950%, 07/15/30 |  | 500 | 468509 |
| City of Montreal  | City of Montreal  | City of Montreal  |  |  |
|  | 4.250%, 12/01/32 | CAD | 200 | 150313 |
|  | 4.250%, 09/01/33 | CAD | 200 | 149695 |
|  | 4.100%, 12/01/34 | CAD | 3000 | 2202488 |
| CPPIB Capital, Inc.  | CPPIB Capital, Inc.  | CPPIB Capital, Inc.  |  |  |
|  | 1.500%, 03/04/33 | EUR | 1400 | 1462540 |
|  | 4.750%, 06/02/33 | CAD | 3300 | 2576520 |
| Fairfax Financial Holdings <br> Ltd.  | Fairfax Financial Holdings <br> Ltd.  |  |  |  |
|  | 4.625%, 04/29/30 |  | 500 | 501959 |
| Province of Alberta  | Province of Alberta  |  |  |  |
|  | 3.950%, 06/01/35 | CAD | 3800 | 2782720 |
| Province of British Columbia  | Province of British Columbia  | Province of British Columbia  |  |  |
|  | 5.250%, 05/23/34 | AUD | 1700 | 1132621 |
|  | 4.150%, 06/18/34 | CAD | 1900 | 1419727 |
|  | 4.000%, 06/18/35 | CAD | 3000 | 2196007 |
|  | 3.500%, 05/29/40 | EUR | 730 | 829913 |
| Province of Manitoba  | Province of Manitoba  | Province of Manitoba  |  |  |
|  | 3.800%, 06/02/33 | CAD | 5200 | 3814384 |
|  | 4.250%, 06/02/34 | CAD | 1000 | 751189 |
|  | 5.700%, 03/05/37 | CAD | 1000 | 827871 |
| Province of Nova Scotia  | Province of Nova Scotia  |  |  |  |
|  | 3.850%, 06/01/35 | CAD | 4000 | 2892075 |
| Province of Ontario  | Province of Ontario  | Province of Ontario  |  |  |
|  | 5.350%, 05/08/34 | AUD | 2000 | 1339548 |
|  | 4.150%, 06/02/34 | CAD | 2000 | 1497358 |
|  | 3.600%, 06/02/35 | CAD | 1200 | 853257 |
|  | 5.600%, 06/02/35 | CAD | 1400 | 1158151 |
|  | 4.700%, 06/02/37 | CAD | 1400 | 1075451 |
| Province of Quebec  | Province of Quebec  | Province of Quebec  |  |  |
|  | 3.250%, 09/01/32 | CAD | 4100 | 2929327 |
|  | 3.000%, 01/24/33 | EUR | 700 | 808975 |
|  | 4.450%, 09/01/34 | CAD | 300 | 228405 |
|  | 5.100%, 06/04/35 | AUD | 1300 | 849518 |
| Province of Saskatchewan  | Province of Saskatchewan  |  |  |  |
|  | 3.800%, 06/02/35 | CAD | 3400 | 2459137 |
| PSP Capital, Inc.  | PSP Capital, Inc.  | PSP Capital, Inc.  |  |  |
|  | 4.150%, 06/01/33 | CAD | 700 | 525398 |

---

------

**DFA Global Core Plus Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | 3.250%, 07/02/34 | EUR | 1400 | $1626521 |
| Toronto-Dominion Bank  | Toronto-Dominion Bank  |  |  |  |
|  | 3.129%, 08/03/32 | EUR | 500 | 573716 |
| TransCanada PipeLines <br> Ltd.  | TransCanada PipeLines <br> Ltd.  |  |  |  |
|  | 4.625%, 03/01/34 |  | 1200 | 1171947 |
| TOTAL CANADA | TOTAL CANADA |  |  | 41255240 |
| DENMARK — (0.6%) | DENMARK — (0.6%) | DENMARK — (0.6%) | DENMARK — (0.6%) | DENMARK — (0.6%) |
| DSV Finance BV  | DSV Finance BV  | DSV Finance BV  |  |  |
|  | 3.375%, 11/06/32 | EUR | 200 | 232790 |
|  | 3.375%, 11/06/34 | EUR | 750 | 858654 |
| Novo Nordisk Finance <br> Netherlands BV  | Novo Nordisk Finance <br> Netherlands BV  |  |  |  |
|  | 3.125%, 05/27/33 | EUR | 650 | 750855 |
| TOTAL DENMARK | TOTAL DENMARK |  |  | 1842299 |
| FINLAND — (0.9%) | FINLAND — (0.9%) | FINLAND — (0.9%) | FINLAND — (0.9%) | FINLAND — (0.9%) |
| Finnvera OYJ  | Finnvera OYJ  |  |  |  |
|  | 1.250%, 07/14/33 | EUR | 700 | 718776 |
| Kuntarahoitus OYJ  | Kuntarahoitus OYJ  |  |  |  |
|  | 1.250%, 02/23/33 | EUR | 652 | 674421 |
| Nokia OYJ  | Nokia OYJ  |  |  |  |
|  | 6.625%, 05/15/39 |  | 682 | 737753 |
| Nordea <br> Kiinnitysluottopankki <br> OYJ  | Nordea <br> Kiinnitysluottopankki <br> OYJ  |  |  |  |
|  | 1.375%, 02/28/33 | EUR | 600 | 626188 |
| TOTAL FINLAND | TOTAL FINLAND |  |  | 2757138 |
| FRANCE — (9.6%) | FRANCE — (9.6%) | FRANCE — (9.6%) | FRANCE — (9.6%) | FRANCE — (9.6%) |
| Abertis France SAS  | Abertis France SAS  |  |  |  |
|  | 1.625%, 09/18/29 | EUR | 1100 | 1203995 |
| Aeroports de Paris SA  | Aeroports de Paris SA  |  |  |  |
|  | 3.500%, 03/20/33 | EUR | 400 | 466852 |
| Agence France Locale  | Agence France Locale  | Agence France Locale  |  |  |
|  | 3.000%, 08/20/32 | EUR | 3500 | 3997557 |
|  | 3.125%, 03/20/33 | EUR | 800 | 911870 |
|  | 3.125%, 03/20/34 | EUR | 100 | 113108 |
| Banque Federative du Credit <br> Mutuel SA  | Banque Federative du Credit <br> Mutuel SA  | Banque Federative du Credit <br> Mutuel SA  |  |  |
|  | 1.250%, 06/03/30 | EUR | 1300 | 1385363 |
|  | 0.625%, 02/21/31 | EUR | 600 | 605801 |
| BNP Paribas SA  | BNP Paribas SA  | BNP Paribas SA  |  |  |
|  | 1.375%, 05/28/29 | EUR | 500 | 547242 |
|  | 1.250%, 07/13/31 | GBP | 400 | 432494 |
| BPCE SA  | BPCE SA  |  |  |  |
| #Ω | 2.700%, 10/01/29 |  | 1500 | 1410639 |
| Bpifrance SACA  | Bpifrance SACA  |  |  |  |
|  | 3.375%, 05/25/34 | EUR | 1200 | 1380566 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| Caisse d'Amortissement de <br> la Dette Sociale  | Caisse d'Amortissement de <br> la Dette Sociale  |  |  |  |
|  | 2.750%, 11/25/32 | EUR | 200 | $226464 |
| Caisse des Depots et <br> Consignations  | Caisse des Depots et <br> Consignations  | Caisse des Depots et <br> Consignations  |  |  |
|  | 3.125%, 05/25/33 | EUR | 1500 | 1723312 |
|  | 3.125%, 05/25/35 | EUR | 2700 | 3035471 |
| Caisse Francaise de <br> Financement Local SA  | Caisse Francaise de <br> Financement Local SA  |  |  |  |
|  | 3.125%, 07/20/33 | EUR | 2700 | 3120076 |
| Electricite de France SA  | Electricite de France SA  |  |  |  |
|  | 6.125%, 06/02/34 | GBP | 300 | 411489 |
| French Republic <br> Government Bonds OAT  | French Republic <br> Government Bonds OAT  |  |  |  |
|  | 1.250%, 05/25/38 | EUR | 3050 | 2665796 |
| JCDecaux SE  | JCDecaux SE  |  |  |  |
|  | 1.625%, 02/07/30 | EUR | 1200 | 1311198 |
| LVMH Moet Hennessy <br> Louis Vuitton SE  | LVMH Moet Hennessy <br> Louis Vuitton SE  |  |  |  |
|  | 3.000%, 03/07/32 | EUR | 200 | 232458 |
| Regie Autonome des <br> Transports Parisiens <br> EPIC  | Regie Autonome des <br> Transports Parisiens <br> EPIC  |  |  |  |
|  | 1.875%, 05/25/32 | EUR | 800 | 851917 |
| SNCF Reseau  | SNCF Reseau  |  |  |  |
|  | 1.875%, 03/30/34 | EUR | 800 | 815670 |
| Societe Des Grands <br> Projets EPIC  | Societe Des Grands <br> Projets EPIC  |  |  |  |
|  | 1.125%, 05/25/34 | EUR | 1100 | 1062748 |
| Societe Generale SA  | Societe Generale SA  |  |  |  |
|  | 0.875%, 09/24/29 | EUR | 1000 | 1067925 |
| UNEDIC ASSEO  | UNEDIC ASSEO  |  |  |  |
|  | 0.500%, 05/25/36 | EUR | 100 | 84888 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | 29064899 |
| GERMANY — (2.7%) | GERMANY — (2.7%) | GERMANY — (2.7%) | GERMANY — (2.7%) | GERMANY — (2.7%) |
| Bayer U.S. Finance II LLC  | Bayer U.S. Finance II LLC  |  |  |  |
| Ω | 5.500%, 07/30/35 |  | 450 | 454904 |
| BMW International <br> Investment BV  | BMW International <br> Investment BV  |  |  |  |
|  | 3.500%, 01/22/33 | EUR | 100 | 117053 |
| Deutsche Bahn AG  | Deutsche Bahn AG  |  |  |  |
|  | 1.625%, 08/16/33 | EUR | 400 | 420204 |
| E.ON International Finance <br> BV  | E.ON International Finance <br> BV  |  |  |  |
|  | 6.375%, 06/07/32 | GBP | 250 | 356095 |
| Fresenius Medical Care <br> U.S. Finance III, Inc.  | Fresenius Medical Care <br> U.S. Finance III, Inc.  |  |  |  |
| Ω | 2.375%, 02/16/31 |  | 750 | 664519 |
| Siemens <br> Financieringsmaatschappij NV  | Siemens <br> Financieringsmaatschappij NV  | Siemens <br> Financieringsmaatschappij NV  |  |  |
|  | 3.125%, 05/27/33 | EUR | 900 | 1048717 |

---

------

**DFA Global Core Plus Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | 3.000%, 09/08/33 | EUR | 2500 | $2899488 |
|  | 3.375%, 02/22/37 | EUR | 200 | 229732 |
| Volkswagen Financial <br> Services AG  | Volkswagen Financial <br> Services AG  |  |  |  |
|  | 0.375%, 02/12/30 | EUR | 900 | 927550 |
| Wintershall Dea Finance <br> BV  | Wintershall Dea Finance <br> BV  |  |  |  |
|  | 1.823%, 09/25/31 | EUR | 1000 | 1032284 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | 8150546 |
| ITALY — (0.4%) | ITALY — (0.4%) | ITALY — (0.4%) | ITALY — (0.4%) | ITALY — (0.4%) |
| UniCredit SpA  | UniCredit SpA  | UniCredit SpA  |  |  |
|  | 1.625%, 01/18/32 | EUR | 1000 | 1066125 |
| JAPAN — (5.9%) | JAPAN — (5.9%) | JAPAN — (5.9%) | JAPAN — (5.9%) | JAPAN — (5.9%) |
| Japan Government Thirty <br> Year Bonds  | Japan Government Thirty <br> Year Bonds  |  |  |  |
|  | 2.400%, 03/20/34 | JPY | 58000 | 402146 |
| Japan Government Twenty Year <br> Bonds  | Japan Government Twenty Year <br> Bonds  | Japan Government Twenty Year <br> Bonds  |  |  |
|  | 1.500%, 03/20/34 | JPY | 261000 | 1690699 |
|  | 1.400%, 09/20/34 | JPY | 350000 | 2239809 |
|  | 1.200%, 09/20/35 | JPY | 394000 | 2449953 |
|  | 0.400%, 03/20/36 | JPY | 370000 | 2102669 |
|  | 0.600%, 09/20/37 | JPY | 20000 | 112178 |
|  | 0.600%, 12/20/37 | JPY | 349000 | 1945328 |
|  | 0.500%, 12/20/41 | JPY | 207600 | 1018494 |
| Mitsubishi UFJ Financial <br> Group, Inc.  | Mitsubishi UFJ Financial <br> Group, Inc.  |  |  |  |
|  | 3.556%, 06/15/32 | EUR | 1480 | 1748284 |
| Mizuho Financial Group, Inc.  | Mizuho Financial Group, Inc.  | Mizuho Financial Group, Inc.  |  |  |
|  | 0.693%, 10/07/30 | EUR | 600 | 621412 |
|  | 2.096%, 04/08/32 | EUR | 400 | 432668 |
| Nissan Motor Co. Ltd.  | Nissan Motor Co. Ltd.  |  |  |  |
| Ω | 4.810%, 09/17/30 |  | 1250 | 1172395 |
| Nomura Holdings, Inc.  | Nomura Holdings, Inc.  |  |  |  |
|  | 2.608%, 07/14/31 |  | 1000 | 900606 |
| ORIX Corp.  | ORIX Corp.  |  |  |  |
|  | 3.447%, 10/22/31 | EUR | 1000 | 1158983 |
| TOTAL JAPAN | TOTAL JAPAN |  |  | 17995624 |
| LUXEMBOURG — (0.8%) | LUXEMBOURG — (0.8%) | LUXEMBOURG — (0.8%) | LUXEMBOURG — (0.8%) | LUXEMBOURG — (0.8%) |
| ArcelorMittal SA  | ArcelorMittal SA  |  |  |  |
|  | 3.500%, 12/13/31 | EUR | 200 | 232593 |
| European Financial <br> Stability Facility  | European Financial <br> Stability Facility  |  |  |  |
|  | 1.250%, 05/24/33 | EUR | 600 | 619133 |
| JAB Holdings BV  | JAB Holdings BV  |  |  |  |
|  | 5.000%, 06/12/33 | EUR | 300 | 375539 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| LUXEMBOURG — (Continued) | LUXEMBOURG — (Continued) | LUXEMBOURG — (Continued) | LUXEMBOURG — (Continued) | LUXEMBOURG — (Continued) |
| SELP Finance SARL  | SELP Finance SARL  |  |  |  |
|  | 3.750%, 01/16/32 | EUR | 1000 | $1168147 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  |  | 2395412 |
| NETHERLANDS — (1.8%) | NETHERLANDS — (1.8%) | NETHERLANDS — (1.8%) | NETHERLANDS — (1.8%) | NETHERLANDS — (1.8%) |
| Cooperatieve Rabobank <br> UA, 3M Swap + 0.910%, <br> FRN | Cooperatieve Rabobank <br> UA, 3M Swap + 0.910%, <br> FRN |  |  |  |
| (r) | 4.408%, 07/17/29 | AUD | 600 | 395034 |
| Enexis Holding NV  | Enexis Holding NV  | Enexis Holding NV  |  |  |
|  | 0.625%, 06/17/32 | EUR | 1640 | 1617119 |
|  | 3.250%, 04/09/33 | EUR | 2076 | 2420887 |
| Tennet Netherlands BV  | Tennet Netherlands BV  |  |  |  |
|  | 2.375%, 05/17/33 | EUR | 1000 | 1115664 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | 5548704 |
| NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) |
| New Zealand Government <br> Bonds  | New Zealand Government <br> Bonds  | New Zealand Government <br> Bonds  |  |  |
|  | 4.250%, 05/15/34 | NZD | 350 | 204642 |
|  | 2.750%, 04/15/37 | NZD | 2750 | 1354709 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | 1559351 |
| NORWAY — (0.8%) | NORWAY — (0.8%) | NORWAY — (0.8%) | NORWAY — (0.8%) | NORWAY — (0.8%) |
| Aker BP ASA  | Aker BP ASA  |  |  |  |
|  | 4.000%, 05/29/32 | EUR | 900 | 1058465 |
| Equinor ASA  | Equinor ASA  | Equinor ASA  |  |  |
|  | 1.375%, 05/22/32 | EUR | 800 | 832196 |
|  | 1.625%, 11/09/36 | EUR | 500 | 474962 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | 2365623 |
| SPAIN — (0.2%) | SPAIN — (0.2%) | SPAIN — (0.2%) | SPAIN — (0.2%) | SPAIN — (0.2%) |
| Telefonica Emisiones SA  | Telefonica Emisiones SA  | Telefonica Emisiones SA  |  |  |
|  | 3.724%, 01/23/34 | EUR | 400 | 463356 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.4%) |
| International Finance Corp.  | International Finance Corp.  | International Finance Corp.  |  |  |
|  | 1.500%, 04/15/35 | AUD | 2500 | 1222805 |
| SWEDEN — (0.1%) | SWEDEN — (0.1%) | SWEDEN — (0.1%) | SWEDEN — (0.1%) | SWEDEN — (0.1%) |
| Skandinaviska Enskilda Banken <br> AB  | Skandinaviska Enskilda Banken <br> AB  | Skandinaviska Enskilda Banken <br> AB  |  |  |
|  | 0.625%, 11/12/29 | EUR | 200 | 211629 |
| SWITZERLAND — (0.8%) | SWITZERLAND — (0.8%) | SWITZERLAND — (0.8%) | SWITZERLAND — (0.8%) | SWITZERLAND — (0.8%) |
| Tyco Electronics Group SA  | Tyco Electronics Group SA  |  |  |  |
|  | 3.250%, 01/31/33 | EUR | 300 | 345678 |
| UBS Group AG  | UBS Group AG  | UBS Group AG  |  |  |
|  | 0.875%, 11/03/31 | EUR | 1870 | 1896963 |
|  | 0.625%, 02/24/33 | EUR | 200 | 190721 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  |  | 2433362 |

---

------

**DFA Global Core Plus Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED KINGDOM — (3.7%) | UNITED KINGDOM — (3.7%) | UNITED KINGDOM — (3.7%) | UNITED KINGDOM — (3.7%) | UNITED KINGDOM — (3.7%) |
| Ashtead Capital, Inc.  | Ashtead Capital, Inc.  | Ashtead Capital, Inc.  |  |  |
| Ω | 2.450%, 08/12/31 |  | 200 | $177412 |
| Ω | 5.500%, 08/11/32 |  | 1000 | 1031095 |
| Barclays PLC  | Barclays PLC  |  |  |  |
|  | 3.250%, 01/17/33 | GBP | 600 | 695433 |
| BAT International Finance PLC  | BAT International Finance PLC  | BAT International Finance PLC  |  |  |
|  | 2.250%, 01/16/30 | EUR | 500 | 560741 |
|  | 4.125%, 04/12/32 | EUR | 200 | 239505 |
| BP Capital Markets PLC  | BP Capital Markets PLC  |  |  |  |
|  | 1.231%, 05/08/31 | EUR | 2300 | 2418440 |
| Imperial Brands Finance <br> PLC  | Imperial Brands Finance <br> PLC  |  |  |  |
|  | 3.875%, 02/12/34 | EUR | 1200 | 1381492 |
| LCR Finance PLC  | LCR Finance PLC  |  |  |  |
|  | 4.500%, 12/07/38 | GBP | 65 | 81984 |
| National Gas Transmission <br> PLC  | National Gas Transmission <br> PLC  |  |  |  |
|  | 1.125%, 01/14/33 | GBP | 656 | 665047 |
| National Grid Electricity <br> Distribution West <br> Midlands PLC  | National Grid Electricity <br> Distribution West <br> Midlands PLC  |  |  |  |
|  | 5.750%, 04/16/32 | GBP | 300 | 412455 |
| Segro PLC  | Segro PLC  |  |  |  |
|  | 3.500%, 09/24/32 | EUR | 200 | 231329 |
| Southern Gas Networks <br> PLC  | Southern Gas Networks <br> PLC  |  |  |  |
|  | 1.250%, 12/02/31 | GBP | 1250 | 1336185 |
| U.K. Gilts  | U.K. Gilts  |  |  |  |
|  | 0.625%, 07/31/35 | GBP | 2000 | 1847496 |
| Vodafone Group PLC  | Vodafone Group PLC  |  |  |  |
|  | 6.150%, 02/27/37 |  | 71 | 77437 |
| TOTAL UNITED <br> KINGDOM | TOTAL UNITED <br> KINGDOM |  |  | 11156051 |
| UNITED STATES — (37.1%) | UNITED STATES — (37.1%) | UNITED STATES — (37.1%) | UNITED STATES — (37.1%) | UNITED STATES — (37.1%) |
| Accenture Capital, Inc.  | Accenture Capital, Inc.  |  |  |  |
|  | 4.500%, 10/04/34 |  | 1300 | 1281791 |
| Advance Auto Parts, Inc.  | Advance Auto Parts, Inc.  | Advance Auto Parts, Inc.  |  |  |
| # | 3.900%, 04/15/30 |  | 150 | 137539 |
| # | 3.500%, 03/15/32 |  | 270 | 233890 |
| Aetna, Inc.  | Aetna, Inc.  |  |  |  |
|  | 4.125%, 11/15/42 |  | 400 | 319680 |
| Allstate Corp.  | Allstate Corp.  |  |  |  |
|  | 5.950%, 04/01/36 |  | 1400 | 1503100 |
| Ally Financial, Inc.  | Ally Financial, Inc.  |  |  |  |
|  | 8.000%, 11/01/31 |  | 300 | 341537 |
| Alphabet, Inc.  | Alphabet, Inc.  |  |  |  |
|  | 3.000%, 05/06/33 | EUR | 1371 | 1587836 |
| Altria Group, Inc.  | Altria Group, Inc.  | Altria Group, Inc.  |  |  |
|  | 3.400%, 05/06/30 |  | 200 | 192172 |
|  | 3.400%, 02/04/41 |  | 1000 | 770816 |
| American Assets Trust LP  | American Assets Trust LP  |  |  |  |
|  | 3.375%, 02/01/31 |  | 1000 | 910481 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| American Honda Finance <br> Corp.  | American Honda Finance <br> Corp.  |  |  |  |
|  | 3.950%, 03/19/32 | EUR | 300 | $357032 |
| American Tower Corp.  | American Tower Corp.  |  |  |  |
|  | 1.000%, 01/15/32 | EUR | 500 | 504721 |
| APA Corp.  | APA Corp.  |  |  |  |
|  | 4.750%, 04/15/43 |  | 895 | 700506 |
| ARES Capital Corp.  | ARES Capital Corp.  |  |  |  |
|  | 3.200%, 11/15/31 |  | 800 | 707967 |
| Ashland, Inc.  | Ashland, Inc.  |  |  |  |
| Ω | 3.375%, 09/01/31 |  | 400 | 356555 |
| Assurant, Inc.  | Assurant, Inc.  |  |  |  |
|  | 2.650%, 01/15/32 |  | 1000 | 879350 |
| AT&T, Inc.  | AT&T, Inc.  |  |  |  |
|  | 3.500%, 06/01/41 |  | 1400 | 1107691 |
| AutoNation, Inc.  | AutoNation, Inc.  | AutoNation, Inc.  |  |  |
|  | 2.400%, 08/01/31 |  | 1500 | 1310847 |
|  | 3.850%, 03/01/32 |  | 500 | 466704 |
| Bank of America Corp.  | Bank of America Corp.  |  |  |  |
|  | 5.875%, 02/07/42 |  | 1050 | 1126708 |
| Bath & Body Works, Inc.  | Bath & Body Works, Inc.  |  |  |  |
|  | 5.250%, 02/01/28 |  | 600 | 603929 |
| Berkshire Hathaway <br> Finance Corp.  | Berkshire Hathaway <br> Finance Corp.  |  |  |  |
|  | 2.375%, 06/19/39 | GBP | 600 | 561273 |
| Berkshire Hathaway, Inc.  | Berkshire Hathaway, Inc.  | Berkshire Hathaway, Inc.  |  |  |
|  | 0.437%, 04/15/31 | JPY | 410000 | 2438494 |
|  | 0.472%, 01/23/32 | JPY | 200000 | 1164318 |
|  | 1.585%, 04/16/40 | JPY | 100000 | 545448 |
| BlackRock Funding, Inc.  | BlackRock Funding, Inc.  |  |  |  |
|  | 5.000%, 03/14/34 |  | 972 | 1005435 |
| Blackrock, Inc.  | Blackrock, Inc.  |  |  |  |
|  | 3.750%, 07/18/35 | EUR | 1000 | 1191315 |
| Block, Inc.  | Block, Inc.  |  |  |  |
|  | 3.500%, 06/01/31 |  | 1500 | 1396632 |
| Blue Owl Finance LLC  | Blue Owl Finance LLC  |  |  |  |
|  | 6.250%, 04/18/34 |  | 500 | 518851 |
| Boardwalk Pipelines LP  | Boardwalk Pipelines LP  |  |  |  |
|  | 3.600%, 09/01/32 |  | 100 | 92362 |
| Boston Properties LP  | Boston Properties LP  |  |  |  |
|  | 5.750%, 01/15/35 |  | 1000 | 1022575 |
| BP Capital Markets PLC  | BP Capital Markets PLC  |  |  |  |
|  | 2.822%, 04/07/32 | EUR | 300 | 339717 |
| Broadcom, Inc.  | Broadcom, Inc.  | Broadcom, Inc.  |  |  |
|  | 2.600%, 02/15/33 |  | 1000 | 882577 |
| Ω | 3.187%, 11/15/36 |  | 150 | 128017 |
| Broadstone Net Lease LLC  | Broadstone Net Lease LLC  |  |  |  |
|  | 2.600%, 09/15/31 |  | 1504 | 1322951 |
| Capital One Financial <br> Corp.  | Capital One Financial <br> Corp.  |  |  |  |
|  | 1.650%, 06/12/29 | EUR | 373 | 411421 |
| Capital One NA  | Capital One NA  |  |  |  |
|  | 4.650%, 09/13/28 |  | 200 | 202428 |

---

------

**DFA Global Core Plus Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Celanese U.S. Holdings <br> LLC  | Celanese U.S. Holdings <br> LLC  |  |  |  |
|  | 0.625%, 09/10/28 | EUR | 1000 | $1049111 |
| CF Industries, Inc.  | CF Industries, Inc.  |  |  |  |
|  | 4.950%, 06/01/43 |  | 500 | 458046 |
| Cincinnati Financial Corp.  | Cincinnati Financial Corp.  |  |  |  |
|  | 6.125%, 11/01/34 |  | 721 | 780241 |
| Colgate-Palmolive Co.  | Colgate-Palmolive Co.  |  |  |  |
|  | 1.375%, 03/06/34 | EUR | 300 | 303154 |
| Conagra Brands, Inc.  | Conagra Brands, Inc.  | Conagra Brands, Inc.  |  |  |
|  | 5.750%, 08/01/35 |  | 600 | 612998 |
|  | 5.300%, 11/01/38 |  | 200 | 192446 |
| ConocoPhillips  | ConocoPhillips  |  |  |  |
|  | 6.500%, 02/01/39 |  | 300 | 338111 |
| CVS Health Corp.  | CVS Health Corp.  | CVS Health Corp.  |  |  |
|  | 6.125%, 09/15/39 |  | 1000 | 1045456 |
|  | 4.125%, 04/01/40 |  | 500 | 427902 |
| Dentsply Sirona, Inc.  | Dentsply Sirona, Inc.  |  |  |  |
| # | 3.250%, 06/01/30 |  | 650 | 602748 |
| Devon Energy Corp.  | Devon Energy Corp.  |  |  |  |
|  | 5.600%, 07/15/41 |  | 1000 | 963190 |
| Dick's Sporting Goods, Inc.  | Dick's Sporting Goods, Inc.  |  |  |  |
|  | 3.150%, 01/15/32 |  | 500 | 459029 |
| Digital Dutch Finco BV  | Digital Dutch Finco BV  |  |  |  |
|  | 1.000%, 01/15/32 | EUR | 1000 | 995227 |
| Dow Chemical Co.  | Dow Chemical Co.  |  |  |  |
|  | 5.650%, 03/15/36 |  | 800 | 800774 |
| Dow Chemical Co.  | Dow Chemical Co.  |  |  |  |
|  | 1.125%, 03/15/32 | EUR | 267 | 265994 |
| DPL LLC  | DPL LLC  |  |  |  |
|  | 4.350%, 04/15/29 |  | 1500 | 1473241 |
| Duquesne Light Holdings, <br> Inc.  | Duquesne Light Holdings, <br> Inc.  |  |  |  |
| Ω | 2.775%, 01/07/32 |  | 1000 | 887948 |
| Energy Transfer LP  | Energy Transfer LP  |  |  |  |
|  | 6.500%, 02/01/42 |  | 1000 | 1053410 |
| EnerSys  | EnerSys  |  |  |  |
| Ω | 4.375%, 12/15/27 |  | 1000 | 987435 |
| EPR Properties  | EPR Properties  |  |  |  |
|  | 3.750%, 08/15/29 |  | 1200 | 1155902 |
| Experian Finance PLC  | Experian Finance PLC  |  |  |  |
| Ω | 2.750%, 03/08/30 |  | 602 | 565953 |
| Exxon Mobil Corp.  | Exxon Mobil Corp.  | Exxon Mobil Corp.  |  |  |
|  | 0.835%, 06/26/32 | EUR | 5290 | 5306564 |
|  | 1.408%, 06/26/39 | EUR | 2700 | 2304527 |
| F&G Annuities & Life, Inc.  | F&G Annuities & Life, Inc.  |  |  |  |
|  | 6.250%, 10/04/34 |  | 900 | 914813 |
| FedEx Corp.  | FedEx Corp.  |  |  |  |
|  | 3.250%, 05/15/41 |  | 1200 | 897650 |
| Flowserve Corp.  | Flowserve Corp.  |  |  |  |
|  | 2.800%, 01/15/32 |  | 2000 | 1779116 |
| Ford Motor Credit Co. LLC  | Ford Motor Credit Co. LLC  |  |  |  |
|  | 7.122%, 11/07/33 |  | 600 | 644686 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Fox Corp.  | Fox Corp.  |  |  |  |
|  | 5.476%, 01/25/39 |  | 500 | $502728 |
| GATX Corp.  | GATX Corp.  |  |  |  |
|  | 3.500%, 06/01/32 |  | 500 | 463770 |
| General Mills, Inc.  | General Mills, Inc.  |  |  |  |
|  | 3.850%, 04/23/34 | EUR | 1200 | 1411090 |
| GLP Capital LP/GLP <br> Financing II, Inc.  | GLP Capital LP/GLP <br> Financing II, Inc.  |  |  |  |
|  | 4.000%, 01/15/30 |  | 200 | 193736 |
| Goldman Sachs Group, <br> Inc.  | Goldman Sachs Group, <br> Inc.  |  |  |  |
|  | 6.250%, 02/01/41 |  | 200 | 220443 |
| Graphic Packaging <br> International LLC  | Graphic Packaging <br> International LLC  |  |  |  |
| Ω | 4.750%, 07/15/27 |  | 500 | 499061 |
| HAT Holdings I LLC/HAT <br> Holdings II LLC  | HAT Holdings I LLC/HAT <br> Holdings II LLC  |  |  |  |
| Ω | 3.750%, 09/15/30 |  | 600 | 553285 |
| HCA, Inc.  | HCA, Inc.  | HCA, Inc.  |  |  |
|  | 7.500%, 11/06/33 |  | 117 | 135401 |
|  | 4.375%, 03/15/42 |  | 1000 | 862650 |
| Huntsman <br> International LLC  | Huntsman <br> International LLC  |  |  |  |
|  | 2.950%, 06/15/31 |  | 1000 | 811167 |
| Indiana Michigan Power <br> Co.  | Indiana Michigan Power <br> Co.  |  |  |  |
|  | 6.050%, 03/15/37 |  | 500 | 545951 |
| Intel Corp.  | Intel Corp.  | Intel Corp.  |  |  |
|  | 4.600%, 03/25/40 |  | 800 | 723911 |
|  | 5.625%, 02/10/43 |  | 700 | 690749 |
| International Business <br> Machines Corp.  | International Business <br> Machines Corp.  |  |  |  |
|  | 1.250%, 02/09/34 | EUR | 1000 | 981610 |
| Interstate Power & Light <br> Co.  | Interstate Power & Light <br> Co.  |  |  |  |
|  | 5.700%, 10/15/33 |  | 1595 | 1684806 |
| Invitation Homes Operating <br> Partnership LP  | Invitation Homes Operating <br> Partnership LP  |  |  |  |
|  | 2.700%, 01/15/34 |  | 900 | 766074 |
| Jackson Financial, Inc.  | Jackson Financial, Inc.  |  |  |  |
|  | 3.125%, 11/23/31 |  | 1000 | 906371 |
| Jacobs Engineering Group, <br> Inc.  | Jacobs Engineering Group, <br> Inc.  |  |  |  |
|  | 5.900%, 03/01/33 |  | 750 | 787840 |
| Jefferies Financial Group, <br> Inc.  | Jefferies Financial Group, <br> Inc.  |  |  |  |
|  | 2.625%, 10/15/31 |  | 300 | 263586 |
| Johnson & Johnson  | Johnson & Johnson  |  |  |  |
|  | 3.050%, 02/26/33 | EUR | 200 | 234237 |
| JPMorgan Chase & Co.  | JPMorgan Chase & Co.  |  |  |  |
|  | 6.400%, 05/15/38 |  | 500 | 568919 |
| Juniper Networks, Inc.  | Juniper Networks, Inc.  |  |  |  |
|  | 2.000%, 12/10/30 |  | 1200 | 1054656 |

---

------

**DFA Global Core Plus Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| KB Home  | KB Home  |  |  |  |
|  | 4.000%, 06/15/31 |  | 1500 | $1416182 |
| Kemper Corp.  | Kemper Corp.  |  |  |  |
|  | 3.800%, 02/23/32 |  | 1000 | 924210 |
| Kilroy Realty LP  | Kilroy Realty LP  |  |  |  |
|  | 2.500%, 11/15/32 |  | 1600 | 1328379 |
| Kinder Morgan Energy <br> Partners LP  | Kinder Morgan Energy <br> Partners LP  |  |  |  |
|  | 6.950%, 01/15/38 |  | 100 | 112880 |
| Kyndryl Holdings, Inc.  | Kyndryl Holdings, Inc.  |  |  |  |
|  | 4.100%, 10/15/41 |  | 1775 | 1426278 |
| Las Vegas Sands Corp.  | Las Vegas Sands Corp.  |  |  |  |
|  | 6.200%, 08/15/34 |  | 500 | 525026 |
| LYB International Finance <br> III LLC  | LYB International Finance <br> III LLC  |  |  |  |
|  | 3.375%, 10/01/40 |  | 500 | 371074 |
| MGM Resorts International  | MGM Resorts International  |  |  |  |
|  | 4.625%, 09/01/26 |  | 350 | 349490 |
| Micron Technology, Inc.  | Micron Technology, Inc.  |  |  |  |
|  | 3.366%, 11/01/41 |  | 500 | 386246 |
| Molina Healthcare, Inc.  | Molina Healthcare, Inc.  | Molina Healthcare, Inc.  |  |  |
| Ω | 3.875%, 11/15/30 |  | 1000 | 922421 |
| Ω | 3.875%, 05/15/32 |  | 250 | 225411 |
| Morgan Stanley  | Morgan Stanley  |  |  |  |
|  | 6.375%, 07/24/42 |  | 300 | 338432 |
| MPLX LP  | MPLX LP  |  |  |  |
|  | 4.500%, 04/15/38 |  | 1000 | 906690 |
| National Fuel Gas Co.  | National Fuel Gas Co.  |  |  |  |
|  | 2.950%, 03/01/31 |  | 1000 | 911178 |
| Nestle Finance <br> International Ltd.  | Nestle Finance <br> International Ltd.  |  |  |  |
|  | 3.750%, 11/14/35 | EUR | 1100 | 1318603 |
| NOV, Inc.  | NOV, Inc.  |  |  |  |
|  | 3.950%, 12/01/42 |  | 1000 | 788257 |
| OneMain Finance Corp.  | OneMain Finance Corp.  |  |  |  |
|  | 7.125%, 03/15/26 |  | 158 | 159031 |
| ONEOK, Inc.  | ONEOK, Inc.  |  |  |  |
|  | 6.350%, 01/15/31 |  | 300 | 321115 |
| Oracle Corp.  | Oracle Corp.  | Oracle Corp.  |  |  |
|  | 6.125%, 07/08/39 |  | 600 | 618266 |
|  | 3.600%, 04/01/40 |  | 875 | 685238 |
| Owens Corning  | Owens Corning  |  |  |  |
|  | 3.500%, 02/15/30 |  | 1500 | 1447818 |
| Paramount Global  | Paramount Global  | Paramount Global  |  |  |
|  | 4.950%, 01/15/31 |  | 200 | 196116 |
|  | 6.875%, 04/30/36 |  | 700 | 736158 |
| Philip Morris International, <br> Inc.  | Philip Morris International, <br> Inc.  |  |  |  |
|  | 0.800%, 08/01/31 | EUR | 800 | 811566 |
| Piedmont Operating <br> Partnership LP  | Piedmont Operating <br> Partnership LP  |  |  |  |
|  | 3.150%, 08/15/30 |  | 1000 | 912189 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  | Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  | Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  |  |  |
|  | 3.550%, 12/15/29 |  | 200 | $193526 |
|  | 6.700%, 05/15/36 |  | 200 | 217372 |
|  | 6.650%, 01/15/37 |  | 500 | 543275 |
| PPG Industries, Inc.  | PPG Industries, Inc.  |  |  |  |
|  | 3.250%, 03/04/32 | EUR | 100 | 114925 |
| Principal Financial Group, <br> Inc.  | Principal Financial Group, <br> Inc.  |  |  |  |
|  | 6.050%, 10/15/36 |  | 147 | 159765 |
| Prologis Euro Finance LLC  | Prologis Euro Finance LLC  |  |  |  |
|  | 0.500%, 02/16/32 | EUR | 500 | 488739 |
| Public Storage Operating Co.  | Public Storage Operating Co.  | Public Storage Operating Co.  |  |  |
|  | 0.500%, 09/09/30 | EUR | 1000 | 1022094 |
|  | 0.875%, 01/24/32 | EUR | 200 | 200313 |
| Reinsurance Group of <br> America, Inc.  | Reinsurance Group of <br> America, Inc.  |  |  |  |
|  | 3.150%, 06/15/30 |  | 258 | 244019 |
| RTX Corp.  | RTX Corp.  |  |  |  |
|  | 4.500%, 06/01/42 |  | 500 | 454485 |
| Sabra Health Care LP  | Sabra Health Care LP  |  |  |  |
|  | 3.200%, 12/01/31 |  | 900 | 816929 |
| Seagate Data Storage <br> Technology Pte. Ltd.  | Seagate Data Storage <br> Technology Pte. Ltd.  | Seagate Data Storage <br> Technology Pte. Ltd.  |  |  |
| Ω | 4.091%, 06/01/29 |  | 400 | 389131 |
| Ω | 4.125%, 01/15/31 |  | 500 | 470913 |
| Sensata Technologies, Inc.  | Sensata Technologies, Inc.  |  |  |  |
| Ω | 4.375%, 02/15/30 |  | 850 | 819652 |
| Shell Finance U.S., Inc.  | Shell Finance U.S., Inc.  |  |  |  |
|  | 4.550%, 08/12/43 |  | 2500 | 2271779 |
| Shell International Finance BV  | Shell International Finance BV  | Shell International Finance BV  |  |  |
|  | 1.875%, 04/07/32 | EUR | 390 | 421999 |
|  | 1.250%, 11/11/32 | EUR | 190 | 193477 |
| Spectra Energy <br> Partners LP  | Spectra Energy <br> Partners LP  |  |  |  |
|  | 4.500%, 03/15/45 |  | 1000 | 866433 |
| Steelcase, Inc.  | Steelcase, Inc.  |  |  |  |
|  | 5.125%, 01/18/29 |  | 700 | 684250 |
| Stellantis Finance U.S., <br> Inc.  | Stellantis Finance U.S., <br> Inc.  |  |  |  |
| Ω | 6.450%, 03/18/35 |  | 1000 | 1038042 |
| Store Capital LLC  | Store Capital LLC  |  |  |  |
|  | 4.625%, 03/15/29 |  | 900 | 894476 |
| Tapestry, Inc.  | Tapestry, Inc.  |  |  |  |
|  | 3.050%, 03/15/32 |  | 300 | 271147 |
| Taylor Morrison <br> Communities, Inc.  | Taylor Morrison <br> Communities, Inc.  |  |  |  |
| Ω | 5.750%, 01/15/28 |  | 1000 | 1014605 |
| T-Mobile USA, Inc.  | T-Mobile USA, Inc.  |  |  |  |
|  | 6.700%, 12/15/33 |  | 200 | 223721 |
| UnitedHealth Group, Inc.  | UnitedHealth Group, Inc.  |  |  |  |
|  | 3.500%, 08/15/39 |  | 600 | 501623 |

---

------

**DFA Global Core Plus Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Utah Acquisition Sub, Inc.  | Utah Acquisition Sub, Inc.  |  |  |  |
|  | 3.125%, 11/22/28 | EUR | 550 | $637131 |
| Visa, Inc.  | Visa, Inc.  | Visa, Inc.  |  |  |
|  | 3.125%, 05/15/33 | EUR | 3100 | 3609901 |
|  | 2.375%, 06/15/34 | EUR | 300 | 327802 |
| Vontier Corp.  | Vontier Corp.  |  |  |  |
|  | 2.950%, 04/01/31 |  | 665 | 604684 |
| Walmart, Inc.  | Walmart, Inc.  | Walmart, Inc.  |  |  |
|  | 5.250%, 09/28/35 | GBP | 26 | 35666 |
|  | 4.875%, 07/08/40 |  | 284 | 286066 |
| Wells Fargo & Co.  | Wells Fargo & Co.  |  |  |  |
|  | 0.625%, 08/14/30 | EUR | 278 | 289227 |
| Western Digital Corp.  | Western Digital Corp.  |  |  |  |
|  | 2.850%, 02/01/29 |  | 1200 | 1139090 |
| Westlake Corp.  | Westlake Corp.  |  |  |  |
|  | 1.625%, 07/17/29 | EUR | 500 | 549270 |
| WP Carey, Inc.  | WP Carey, Inc.  |  |  |  |
|  | 4.250%, 07/23/32 | EUR | 300 | 358587 |
| XPLR Infrastructure <br> Operating Partners LP  | XPLR Infrastructure <br> Operating Partners LP  |  |  |  |
| #Ω | 4.500%, 09/15/27 |  | 300 | 293419 |
| Yum! Brands, Inc.  | Yum! Brands, Inc.  | Yum! Brands, Inc.  |  |  |
| Ω | 4.750%, 01/15/30 |  | 200 | 199500 |
|  | 3.625%, 03/15/31 |  | 500 | 469430 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  |  | 112207096 |
| TOTAL BONDS | TOTAL BONDS |  |  | 258791200 |
| U.S. TREASURY OBLIGATIONS — (4.9%) | U.S. TREASURY OBLIGATIONS — (4.9%) | U.S. TREASURY OBLIGATIONS — (4.9%) | U.S. TREASURY OBLIGATIONS — (4.9%) | U.S. TREASURY OBLIGATIONS — (4.9%) |
| U.S. Treasury Inflation-Indexed <br> Notes  | U.S. Treasury Inflation-Indexed <br> Notes  | U.S. Treasury Inflation-Indexed <br> Notes  |  |  |
| ~ | 0.125%, 04/15/27  |  | 3958 | 3891198 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
|  | 1.625%, 10/15/27  | 2417 | $2446032 |
| U.S. Treasury Notes  | U.S. Treasury Notes  |  |  |
| (r) | 3M USTMMR + <br> 0.150%, FRN, <br> 3.916%, 04/30/26 <br>| 4300 | 4299166 |
| (r) | 3M USTMMR + <br> 0.182%, FRN, <br> 3.948%, 07/31/26 <br>| 3000 | 3000007 |
| (r) | 3M USTMMR + <br> 0.098%, FRN, <br> 3.864%, 01/31/27 <br>| 1300 | 1298624 |
| TOTAL U.S. TREASURY <br> OBLIGATIONS | TOTAL U.S. TREASURY <br> OBLIGATIONS |  | 14935027 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $304,837,248) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $304,837,248) |  | 300994822 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (0.6%) | SECURITIES LENDING COLLATERAL — (0.6%) | SECURITIES LENDING COLLATERAL — (0.6%) | SECURITIES LENDING COLLATERAL — (0.6%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 144453 | 1670882 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $306,508,130) | (Cost $306,508,130) |  | $302665704 |

---

As of October 31, 2025, DFA Global Core Plus Real Return Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 5137988 | AUD | 7761731 | HSBC Bank | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; $59488 |
| USD | 9051834 | CAD | 12587189 | Societe Generale | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 77331 |
| USD | 13321786 | EUR | 11326082 | UBS AG | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 266777 |
| USD | 1729148 | EUR | 1470373 | Bank of New York Mellon | 11/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; 34323 |
| USD | 12170009 | EUR | 10349541 | Citibank, N.A. | 11/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; 240610 |
| USD | 4119175 | GBP | 3072953 | Citibank, N.A. | 11/06/25 | &nbsp;&nbsp;&nbsp;&nbsp; 82221 |
| USD | 9564055 | CAD | 13330799 | Societe Generale | 11/07/25 | &nbsp;&nbsp;&nbsp;&nbsp; 57435 |
| USD | 8500787 | CAD | 11845048 | Bank of New York Mellon | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 52415 |
| USD | 11410273 | EUR | 9765087 | Citibank, N.A. | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 150744 |
| USD | 406942 | CAD | 568790 | Citibank, N.A. | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1258 |
| USD | 4941112 | AUD | 7495094 | Societe Generale | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 36730 |

---

------

**DFA Global Core Plus Real Return Portfolio**

**CONTINUED**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 5084563 | JPY | 773298208 | Societe Generale | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; $64187 |
| USD | 13983245 | EUR | 12001127 | Citibank, N.A. | 11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 143917 |
| USD | 4158046 | AUD | 6323185 | Citibank, N.A. | 11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 20401 |
| USD | 8174703 | EUR | 7025303 | Citibank, N.A. | 11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 72883 |
| USD | 1255450 | EUR | 1073737 | State Street Bank and Trust | 11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 17180 |
| USD | 2912758 | GBP | 2180973 | Citibank, N.A. | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 47532 |
| USD | 5842891 | JPY | 881766899 | Citibank, N.A. | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 114251 |
| USD | 2223322 | EUR | 1910436 | Citibank, N.A. | 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 19149 |
| USD | 1164144 | EUR | 1000983 | HSBC Bank | 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 9255 |
| USD | 8080479 | EUR | 6809858 | Societe Generale | 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 223575 |
| USD | 13484692 | EUR | 11617163 | Bank of New York Mellon | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 77557 |
| USD | 5984280 | JPY | 910993808 | Royal Bank of Canada | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 60345 |
| USD | 3839448 | CAD | 5358017 | Citibank, N.A. | 11/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; 14367 |
| USD | 13149330 | EUR | 11259590 | Australia and New Zealand Bank | 12/01/25 | &nbsp;&nbsp;&nbsp;&nbsp; 151196 |
| USD | 9022359 | CAD | 12587189 | Citibank, N.A. | 12/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 34077 |
| USD | 13163781 | EUR | 11326082 | UBS AG | 12/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 87412 |
| USD | 13311265 | EUR | 11484302 | UBS AG | 12/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; 51478 |
| NZD | 29866 | USD | 17122 | Citibank, N.A. | 12/23/25 | &nbsp;&nbsp;&nbsp;&nbsp; 5 |
| USD | 1524639 | NZD | 2603603 | Royal Bank of Canada | 12/23/25 | &nbsp;&nbsp;&nbsp;&nbsp; 31604 |
| USD | 35244 | NZD | 60556 | Citibank, N.A. | 12/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 517 |
| USD | 53713 | NZD | 92808 | Citibank, N.A. | 12/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; 478 |
| AUD | 276974 | USD | 181313 | Citibank, N.A. | 01/02/26 | &nbsp;&nbsp;&nbsp;&nbsp; 22 |
| USD | 5094676 | AUD | 7761731 | UBS AG | 01/02/26 | &nbsp;&nbsp;&nbsp;&nbsp; 13066 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$2313786** |
| CAD | 12587189 | USD | 9008422 | Citibank, N.A. | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(33919)<br>|
| EUR | 11326082 | USD | 13141426 | UBS AG | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; (86417)<br>|
| AUD | 7761731 | USD | 5091540 | UBS AG | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; (13040)<br>|
| EUR | 335612 | USD | 389974 | Citibank, N.A. | 11/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; (3130)<br>|
| EUR | 11484302 | USD | 13288830 | UBS AG | 11/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; (51449)<br>|
| CAD | 208366 | USD | 148757 | Citibank, N.A. | 11/07/25 | &nbsp;&nbsp;&nbsp;&nbsp; (164)<br>|
| EUR | 1143856 | USD | 1337010 | Bank of New York Mellon | 11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; (17951)<br>|
| EUR | 1332434 | USD | 1565450 | Australia and New Zealand Bank | 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (28148)<br>|
| EUR | 1064097 | USD | 1253095 | Citibank, N.A. | 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (25389)<br>|
| USD | 1176026 | AUD | 1812729 | Citibank, N.A. | 11/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; (10323)<br>|
| JPY | 77756872 | USD | 510791 | Citibank, N.A. | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; (5160)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(275090)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$2038696** |

---

As of October 31, 2025, DFA Global Core Plus Real Return Portfolio had entered into the following outstanding Inflation Swaps:

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty\*** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **received**<br> **by Fund**<br>| **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount** | **Notional**<br> **Amount** | **Expiration**<br> **Date**<br>| **Upfront**<br> **Premiums**<br> **Paid**<br>| **Upfront**<br> **Premiums**<br> **Received**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Bank of America <br> Corp.<br>| 2.657% | Fixed | CPI | Maturity | USD | 11000000 | 01/20/32 |  |  | $509075 | $509075 |
| Bank of America <br> Corp.<br>| 2.643% | Fixed | CPI | Maturity | USD | 13000000 | 12/02/32 |  |  | 5138 | 5138 |
| Bank of America <br> Corp.<br>| 2.546% | Fixed | CPI | Maturity | USD | 40000000 | 04/29/31 |  |  | 4035649 | 4035649 |
| Bank of America <br> Corp.<br>| 2.533% | Fixed | CPI | Maturity | USD | 3000000 | 05/03/36 |  |  | 273447 | 273447 |

---

------

**DFA Global Core Plus Real Return Portfolio**

**CONTINUED**

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty\*** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **received**<br> **by Fund**<br>| **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount** | **Notional**<br> **Amount** | **Expiration**<br> **Date**<br>| **Upfront**<br> **Premiums**<br> **Paid**<br>| **Upfront**<br> **Premiums**<br> **Received**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Bank of America <br> Corp.<br>| 2.445% | Fixed | CPI | Maturity | USD | 6000000 | 02/06/36 |  |  | $62267 | $62267 |
| Bank of America <br> Corp.<br>| 2.388% | Fixed | CPI | Maturity | USD | 8000000 | 01/02/31 |  |  | 106123 | 106123 |
| Citibank, N.A. | 2.455% | Fixed | CPI | Maturity | USD | 12000000 | 07/12/27 |  |  | 66386 | 66386 |
| Deutsche Bank <br> AG<br>| 2.816% | Fixed | CPI | Maturity | USD | 6000000 | 12/30/28 |  |  | 285675 | 285675 |
| Deutsche Bank <br> AG<br>| 2.596% | Fixed | CPI | Maturity | USD | 4000000 | 06/09/28 |  |  | 394836 | 394836 |
| Deutsche Bank <br> AG<br>| 2.550% | Fixed | CPI | Maturity | USD | 7000000 | 08/23/28 |  |  | 595640 | 595640 |
| Deutsche Bank <br> AG<br>| 2.529% | Fixed | CPI | Maturity | USD | 4000000 | 07/02/29 |  |  | 390160 | 390160 |
| Deutsche Bank <br> AG<br>| 2.515% | Fixed | CPI | Maturity | USD | 4000000 | 06/09/36 |  |  | 357263 | 357263 |
| Deutsche Bank <br> AG<br>| 2.468% | Fixed | CPI | Maturity | USD | 5000000 | 06/21/29 |  |  | 523759 | 523759 |
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.477% | Fixed | CPI | Maturity | USD | 6000000 | 06/27/34 |  |  | 13882 | 13882 |
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.344% | Fixed | CPI | Maturity | USD | 9000000 | 08/27/36 |  |  | 160946 | 160946 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.815% | Fixed | CPI | Maturity | USD | 10000000 | 08/01/29 |  |  | 45748 | 45748 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.504% | Fixed | CPI | Maturity | USD | 7000000 | 07/18/30 |  |  | 70777 | 70777 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.474% | Fixed | CPI | Maturity | USD | 8000000 | 12/18/33 |  |  | 39109 | 39109 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.415% | Fixed | CPI | Maturity | USD | 9000000 | 05/06/35 |  |  | 56278 | 56278 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.385% | Fixed | CPI | Maturity | USD | 10000000 | 03/21/30 |  |  | 219615 | 219615 |
| **Total Appreciation** | **Total Appreciation** |  |  |  |  |  |  |  |  | **$8211773** | **$8211773** |
| Bank of America <br> Corp.<br>| 3.090% | Fixed | CPI | Maturity | USD | 10000000 | 03/22/32 |  |  | (88483)<br>| (88483)<br>|
| Bank of America <br> Corp.<br>| 2.604% | Fixed | CPI | Maturity | USD | 8000000 | 05/07/34 |  |  | (70915)<br>| (70915)<br>|
| Bank of America <br> Corp.<br>| 2.536% | Fixed | CPI | Maturity | USD | 8000000 | 11/20/33 |  |  | (8631)<br>| (8631)<br>|
| Citibank, N.A. | 2.645% | Fixed | CPI | Maturity | USD | 9000000 | 02/14/35 |  |  | (104174)<br>| (104174)<br>|
| Citibank, N.A. | 2.455% | Fixed | CPI | Maturity | USD | 2000000 | 07/12/27 |  |  | (45562)<br>| (45562)<br>|
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.588% | Fixed | CPI | Maturity | USD | 5000000 | 04/19/31 |  |  | (7641)<br>| (7641)<br>|
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.557% | Fixed | CPI | Maturity | USD | 11000000 | 09/17/33 |  |  | (44409)<br>| (44409)<br>|
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.551% | Fixed | CPI | Maturity | USD | 4000000 | 07/12/36 |  |  | (21822)<br>| (21822)<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 2.672% | Fixed | CPI | Maturity | USD | 11000000 | 10/26/35 |  |  | (171091)<br>| (171091)<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 2.665% | Fixed | CPI | Maturity | USD | 8000000 | 11/08/35 |  |  | (123374)<br>| (123374)<br>|

---

------

**DFA Global Core Plus Real Return Portfolio**

**CONTINUED**

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty\*** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **received**<br> **by Fund**<br>| **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount** | **Notional**<br> **Amount** | **Expiration**<br> **Date**<br>| **Upfront**<br> **Premiums**<br> **Paid**<br>| **Upfront**<br> **Premiums**<br> **Received**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 2.605% | Fixed | CPI | Maturity | USD | 9000000 | 10/17/30 |  |  | $(1690)<br>| $(1690)<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 2.502% | Fixed | CPI | Maturity | USD | 9000000 | 05/19/33 |  |  | (4199)<br>| (4199)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** |  |  |  |  |  |  |  |  | **$(691991)**<br>| **$(691991)**<br>|
| **Total Appreciation** <br> **(Depreciation)** | **Total Appreciation** <br> **(Depreciation)** |  |  |  |  |  |  |  |  | **$7519782** | **$7519782** |

---

\*

As of October 31, 2025, the counterparties had deposited in segregated accounts securities with a value of $4,772,664 in connection with open inflation swap contracts.

As of October 31, 2025, the value of Rule 144A securities amounted to $18,283,900 or 6.4% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $27268595 | &nbsp;&nbsp; — | &nbsp;&nbsp; $27268595 |
| Bonds |  |  |  |  |
| Australia | &nbsp;&nbsp; — | &nbsp;&nbsp; 17095940 | &nbsp;&nbsp; — | &nbsp;&nbsp; 17095940 |
| Canada | &nbsp;&nbsp; — | &nbsp;&nbsp; 41255240 | &nbsp;&nbsp; — | &nbsp;&nbsp; 41255240 |
| Denmark | &nbsp;&nbsp; — | &nbsp;&nbsp; 1842299 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1842299 |
| Finland | &nbsp;&nbsp; — | &nbsp;&nbsp; 2757138 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2757138 |
| France | &nbsp;&nbsp; — | &nbsp;&nbsp; 29064899 | &nbsp;&nbsp; — | &nbsp;&nbsp; 29064899 |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 8150546 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8150546 |
| Italy | &nbsp;&nbsp; — | &nbsp;&nbsp; 1066125 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1066125 |
| Japan | &nbsp;&nbsp; — | &nbsp;&nbsp; 17995624 | &nbsp;&nbsp; — | &nbsp;&nbsp; 17995624 |
| Luxembourg | &nbsp;&nbsp; — | &nbsp;&nbsp; 2395412 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2395412 |
| Netherlands | &nbsp;&nbsp; — | &nbsp;&nbsp; 5548704 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5548704 |
| New Zealand | &nbsp;&nbsp; — | &nbsp;&nbsp; 1559351 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1559351 |
| Norway | &nbsp;&nbsp; — | &nbsp;&nbsp; 2365623 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2365623 |
| Spain | &nbsp;&nbsp; — | &nbsp;&nbsp; 463356 | &nbsp;&nbsp; — | &nbsp;&nbsp; 463356 |
| Supranational Organization Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 1222805 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1222805 |
| Sweden | &nbsp;&nbsp; — | &nbsp;&nbsp; 211629 | &nbsp;&nbsp; — | &nbsp;&nbsp; 211629 |
| Switzerland | &nbsp;&nbsp; — | &nbsp;&nbsp; 2433362 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2433362 |
| United Kingdom | &nbsp;&nbsp; — | &nbsp;&nbsp; 11156051 | &nbsp;&nbsp; — | &nbsp;&nbsp; 11156051 |
| United States | &nbsp;&nbsp; — | &nbsp;&nbsp; 112207096 | &nbsp;&nbsp; — | &nbsp;&nbsp; 112207096 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 14935027 | &nbsp;&nbsp; — | &nbsp;&nbsp; 14935027 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 1670882 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1670882 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $302665704 | &nbsp;&nbsp; — | &nbsp;&nbsp; $302665704 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 2313786 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2313786 |
| Swap Agreements\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 8211773 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8211773 |

---

------

**DFA Global Core Plus 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** |
| **Liabilities** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; $(275090) | &nbsp;&nbsp; — | &nbsp;&nbsp; $(275090) |
| Swap Agreements\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (691991) | &nbsp;&nbsp; — | &nbsp;&nbsp; (691991) |
| Total Financial Instruments | &nbsp;&nbsp; — | &nbsp;&nbsp; $9558478 | &nbsp;&nbsp; — | &nbsp;&nbsp; $9558478 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**October 31, 2025**

**(Amounts in thousands, except share and per share amounts)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA One-Year**<br> **Fixed Income**<br> **Portfolio\***<br>| **DFA Two-Year**<br> **Global Fixed**<br> **Income**<br> **Portfolio\***<br>| **DFA**<br> **Selectively**<br> **Hedged Global**<br> **Fixed Income**<br> **Portfolio\***<br>| **DFA Five-Year**<br> **Global Fixed**<br> **Income**<br> **Portfolio\***<br>|
| **ASSETS:** |  |  |  |  |
| Investment Securities at Value (including $5,059, $75,097, <br> $465 and $5,394 of securities on loan, respectively)<br>| $4225647 | $4531315 | $1014535 | $9335847 |
| Temporary Cash Investments at Value & Cost | 238154 |  |  |  |
| Collateral from Securities on Loan Invested in Affiliate at <br> Value (including cost of $5,163, $76,601, $479 and <br> $5,554, respectively)<br>| 5163 | 76601 | 479 | 5554 |
| Foreign Currencies at Value | 1 | 7259 | 173 | 47358 |
| Cash  |  | 87358 | 32510 | 232640 |
| Receivables: |  |  |  |  |
| Dividends and Interest | 5407 | 14458 | 9854 | 66886 |
| Securities Lending Income | 3 | 9 |  | 3 |
| Fund Shares Sold | 1770 | 2466 | 211 | 5338 |
| Unrealized Gain on Forward Currency Contracts |  | 12535 | 10717 | 63888 |
| Unrealized Gain on Foreign Currency Contracts |  | 1 |  | 48 |
| Prepaid Expenses and Other Assets  | 19 | 27 | 11 | 60 |
| Total Assets | 4476164 | 4732029 | 1068490 | 9757622 |
| **LIABILITIES:** |  |  |  |  |
| Payables: |  |  |  |  |
| Upon Return of Securities Loaned | 5163 | 76598 | 479 | 5625 |
| Investment Securities Purchased | 217314 | 74173 | 21986 | 263645 |
| Fund Shares Redeemed | 5484 | 3739 | 122 | 11444 |
| Due to Advisor | 362 | 542 | 124 | 1450 |
| Unrealized Loss on Forward Currency Contracts |  | 1659 | 1026 | 6017 |
| Unrealized Loss on Foreign Currency Contracts |  |  |  | 48 |
| Accrued Expenses and Other Liabilities | 389 | 358 | 64 | 559 |
| Total Liabilities | 228712 | 157069 | 23801 | 288788 |
| **COMMITMENTS AND CONTINGENT LIABILITIES** <br> **(NOTE C)**<br>|  |  |  |  |
| **NET ASSETS** | $4247452 | $4574960 | $1044689 | $9468834 |
| Institutional Class Shares — based on shares outstanding <br> of 414,782,018, 464,897,235, 108,781,161 and <br> 931,074,416, respectively, $0.01 Par Value (1)<br>| **$10.24** | **$9.84** | **$9.60** | **$10.17** |
| (1) NUMBER OF SHARES AUTHORIZED | 4000000000 | 4000000000 | 1000000000 | 6600000000 |
| Investment Securities at Cost | $4225843 | $4541656 | $1010194 | $9377420 |
| Foreign Currencies at Cost | $1 | $7267 | $174 | $47408 |
| **NET ASSETS CONSIST OF:** |  |  |  |  |
| Paid-In Capital | $4327270 | $4692522 | $1136754 | $10478646 |
| Total Distributable Earnings (Loss) | (79818)<br>| (117562)<br>| (92065)<br>| (1009812)<br>|
| **NET ASSETS** | $4247452 | $4574960 | $1044689 | $9468834 |

---

------

\*

See Note I in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**October 31, 2025**

**(Amounts in thousands, except share and per share amounts)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA World ex**<br> **U.S.**<br> **Government**<br> **Fixed Income**<br> **Portfolio**<br>| **DFA Short-**<br> **Term**<br> **Government**<br> **Portfolio**<br>| **DFA**<br> **Intermediate**<br> **Government**<br> **Fixed Income**<br> **Portfolio**<br>| **DFA Short-**<br> **Term Extended**<br> **Quality**<br> **Portfolio\***<br>|
| **ASSETS:** |  |  |  |  |
| Investment Securities at Value (including $0, $0, $0 and <br> $5,496 of securities on loan, respectively)<br>| $980292 | $1751156 | $5973675 | $5701315 |
| Temporary Cash Investments at Value & Cost |  | 163932 | 22702 |  |
| Collateral from Securities on Loan Invested in Affiliate at <br> Value (including cost of $0, $0, $0 and $5,588, <br> respectively)<br>|  |  |  | 5588 |
| Foreign Currencies at Value | 176 |  |  | 725 |
| Cash  | 2947 |  |  | 99971 |
| Receivables: |  |  |  |  |
| Dividends, Interest and Tax Reclaims | 12115 | 191 | 69854 | 40690 |
| Securities Lending Income |  |  |  | 1 |
| Fund Shares Sold | 1332 | 1277 | 9849 | 4885 |
| Unrealized Gain on Forward Currency Contracts | 10170 |  |  | 22170 |
| Unrealized Gain on Foreign Currency Contracts |  |  |  | 1 |
| Prepaid Expenses and Other Assets  | 25 | 15 | 36 | 30 |
| Total Assets | 1007057 | 1916571 | 6076116 | 5875376 |
| **LIABILITIES:** |  |  |  |  |
| Payables: |  |  |  |  |
| Upon Return of Securities Loaned |  |  |  | 5616 |
| Investment Securities Purchased |  | 156485 | 7000 | 86959 |
| Fund Shares Redeemed | 612 | 851 | 2839 | 3484 |
| Due to Advisor | 139 | 208 | 461 | 733 |
| Unrealized Loss on Forward Currency Contracts | 557 |  |  | 2077 |
| Accrued Expenses and Other Liabilities | 51 | 118 | 296 | 304 |
| Total Liabilities | 1359 | 157662 | 10596 | 99173 |
| **COMMITMENTS AND CONTINGENT LIABILITIES** <br> **(NOTE C)**<br>|  |  |  |  |
| **NET ASSETS** | $1005698 | $1758909 | $6065520 | $5776203 |
| Institutional Class Shares — based on shares outstanding <br> of 116,187,059, 176,297,213, 537,443,637 and <br> 551,285,356, respectively, $0.01 Par Value (1)<br>| **$8.66** | **$9.98** | **$11.29** | **$10.48** |
| (1) NUMBER OF SHARES AUTHORIZED | 1000000000 | 1500000000 | 1700000000 | 3000000000 |
| Investment Securities at Cost | $1053798 | $1751142 | $6149439 | $5661902 |
| Foreign Currencies at Cost | $176 | $— | $— | $728 |
| **NET ASSETS CONSIST OF:** |  |  |  |  |
| Paid-In Capital | $1263956 | $1891806 | $6676444 | $6128213 |
| Total Distributable Earnings (Loss) | (258258)<br>| (132897)<br>| (610924)<br>| (352010)<br>|
| **NET ASSETS** | $1005698 | $1758909 | $6065520 | $5776203 |

---

------

\*

See Note I in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**October 31, 2025**

**(Amounts in thousands, except share and per share amounts)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA**<br> **Intermediate-**<br> **Term Extended**<br> **Quality**<br> **Portfolio\***<br>| **DFA Targeted**<br> **Credit**<br> **Portfolio\***<br>| **DFA**<br> **Global Core**<br> **Plus Fixed**<br> **Income Portfolio\***<br>| **DFA**<br> **Investment**<br> **Grade Portfolio\***<br>|
| **ASSETS:** |  |  |  |  |
| Investment Securities at Value (including $38,352, $5,562, $32,712 and <br> $506,957 of securities on loan, respectively)<br>| $1725141 | $799280 | $3021842 | $12254198 |
| Collateral from Securities on Loan Invested in Affiliate at Value (including cost <br> of $39,103, $5,677, $33,443 and $517,160, respectively)<br>| 39103 | 5677 | 33443 | 517160 |
| Foreign Currencies at Value | 74 | 157 | 322 | 541 |
| Segregated Cash for TBA Securities |  |  | 2206 |  |
| Cash  | 16248 | 10400 | 29793 | 300262 |
| Receivables: |  |  |  |  |
| Investment Securities Sold |  | 22570 |  |  |
| Dividends, Interest and Tax Reclaims | 22923 | 9203 | 27921 | 117466 |
| Securities Lending Income | 13 | 4 | 11 | 111 |
| Fund Shares Sold | 103 | 488 | 1429 | 10798 |
| Unrealized Gain on Forward Currency Contracts | 8561 | 7315 | 17484 | 7464 |
| Unrealized Gain on Foreign Currency Contracts |  | 50 |  |  |
| Prepaid Expenses and Other Assets  | 18 | 21 | 19 | 44 |
| Total Assets | 1812184 | 855165 | 3134470 | 13208044 |
| **LIABILITIES:** |  |  |  |  |
| Payables: |  |  |  |  |
| Upon Return of Securities Loaned | 39175 | 5684 | 33474 | 517611 |
| Investment Securities Purchased | 7978 | 8215 | 276315 | 225040 |
| Fund Shares Redeemed | 2149 | 1036 | 1802 | 7996 |
| Due to Advisor | 239 | 112 | 468 | 1691 |
| Segregated Cash for TBA Securities |  |  | 1900 |  |
| Unrealized Loss on Forward Currency Contracts | 670 | 628 | 1115 | 1610 |
| Unrealized Loss on Foreign Currency Contracts |  | 2 |  |  |
| Accrued Expenses and Other Liabilities | 107 | 62 | 141 | 503 |
| Total Liabilities | 50318 | 15739 | 315215 | 754451 |
| **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |  |  |  |
| **NET ASSETS** | $1761866 | $839426 | $2819255 | $12453593 |
| Institutional Class Shares — based on shares outstanding of 178,702,806, <br> 86,798,874, 300,199,923 and 1,208,397,007, respectively, $0.01 Par Value <br> (1)<br>| **$9.86** | **$9.67** | **$9.39** | **$10.31** |
| (1) NUMBER OF SHARES AUTHORIZED | 2000000000 | 1000000000 | 2000000000 | 2000000000 |
| Investment Securities at Cost | $1729789 | $786188 | $3064435 | $12565127 |
| Foreign Currencies at Cost | $75 | $158 | $322 | $544 |
| **NET ASSETS CONSIST OF:** |  |  |  |  |
| Paid-In Capital | $1978501 | $877877 | $3215087 | $13558997 |
| Total Distributable Earnings (Loss) | (216635)<br>| (38451)<br>| (395832)<br>| (1105404)<br>|
| **NET ASSETS** | $1761866 | $839426 | $2819255 | $12453593 |

---

------

\*

See Note I in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**October 31, 2025**

**(Amounts in thousands, except share and per share amounts)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA**<br> **Diversified**<br> **Fixed Income**<br> **Portfolio\***<br>| **DFA LTIP**<br> **Portfolio**<br>| **DFA Inflation-**<br> **Protected**<br> **Securities**<br> **Portfolio**<br>| **DFA Short-**<br> **Duration Real**<br> **Return**<br> **Portfolio\***<br>|
| **ASSETS:** |  |  |  |  |
| Investments in Affiliated Investment Companies at Value | $1361606 |  |  |  |
| Investment Securities at Value (including $0, $0, $0 and $6,755 of securities on <br> loan, respectively)<br>| 324649 | $411196 | $5126885 | $2037700 |
| Temporary Cash Investments at Value & Cost | 5886 |  | 19193 |  |
| Collateral from Securities on Loan Invested in Affiliate at Value (including cost of <br> $0, $0, $0 and $6,938, respectively)<br>|  |  |  | 6938 |
| Foreign Currencies at Value |  |  |  | 261 |
| Segregated Cash for Swaps Contracts |  |  |  | 13489 |
| Cash  |  | 1203 |  | 23018 |
| Receivables: |  |  |  |  |
| Dividends and Interest | 800 | 429 | 14269 | 18589 |
| Securities Lending Income |  |  |  | 3 |
| Fund Shares Sold | 1080 | 401 | 4548 | 2025 |
| Unrealized Gain on Swap Contracts |  |  |  | 20554 |
| Unrealized Gain on Forward Currency Contracts |  |  |  | 7445 |
| Prepaid Expenses and Other Assets  | 19 | 4 | 31 | 28 |
| Total Assets | 1694040 | 413233 | 5164926 | 2130050 |
| **LIABILITIES:** |  |  |  |  |
| Payables: |  |  |  |  |
| Upon Return of Securities Loaned |  |  |  | 6928 |
| Investment Securities/Affiliated Investment Companies Purchased  |  |  |  | 11640 |
| Fund Shares Redeemed | 1133 | 199 | 4542 | 1721 |
| Due to Advisor | 22 | 35 | 396 | 316 |
| Segregated Cash for Swap Contracts |  |  |  | 13184 |
| Unrealized Loss on Swap Contracts |  |  |  | 2408 |
| Unrealized Loss on Forward Currency Contracts |  |  |  | 377 |
| Accrued Expenses and Other Liabilities | 69 | 18 | 217 | 123 |
| Total Liabilities | 1224 | 252 | 5155 | 36697 |
| **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |  |  |  |
| **NET ASSETS** | $1692816 | $412981 | $5159771 | $2093353 |
| Institutional Class Shares — based on shares outstanding of 179,671,403, <br> 75,864,609, 457,527,952 and 190,791,431, respectively, $0.01 Par Value (1)<br>| **$9.42** | **$5.44** | **$11.28** | **$10.97** |
| (1) NUMBER OF SHARES AUTHORIZED | 1000000000 | 1000000000 | 1500000000 | 1500000000 |
| Investments in Affiliated Investment Companies at Cost | $1437143 | $— | $— | $— |
| Investment Securities at Cost | $316838 | $550188 | $5433030 | $2025896 |
| Foreign Currencies at Cost | $— | $— | $— | $262 |
| **NET ASSETS CONSIST OF:** |  |  |  |  |
| Paid-In Capital | $1860109 | $619128 | $5712468 | $1985855 |
| Total Distributable Earnings (Loss) | (167293)<br>| (206147)<br>| (552697)<br>| 107498 |
| **NET ASSETS** | $1692816 | $412981 | $5159771 | $2093353 |

---

------

\*

See Note I in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**October 31, 2025**

**(Amounts in thousands, except share and per share amounts)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
|  | **DFA Global**<br> **Core Plus**<br> **Real Return**<br> **Portfolio\***<br>|
| **ASSETS:** |  |
| Investment Securities at Value (including $1,629 of securities on loan, respectively) | $300995 |
| Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $1,671) | 1671 |
| Foreign Currencies at Value | 33 |
| Segregated Cash for Swaps Contracts | 2830 |
| Cash  | 1785 |
| Receivables: |  |
| Dividends and Interest | 2735 |
| Fund Shares Sold | 106 |
| Unrealized Gain on Swap Contracts | 8211 |
| Unrealized Gain on Forward Currency Contracts | 2314 |
| Prepaid Expenses and Other Assets  | 13 |
| Total Assets | 320693 |
| **LIABILITIES:** |  |
| Payables: |  |
| Upon Return of Securities Loaned | 1669 |
| Investment Securities Purchased | 27844 |
| Fund Shares Redeemed | 16 |
| Due to Advisor | 67 |
| Segregated Cash for Swap Contracts | 2780 |
| Unrealized Loss on Swap Contracts | 692 |
| Unrealized Loss on Forward Currency Contracts | 275 |
| Accrued Expenses and Other Liabilities | 111 |
| Total Liabilities | 33454 |
| **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |
| **NET ASSETS** | $287239 |
| Institutional Class Shares — based on shares outstanding of 29,047,396, $0.01 Par Value (1) | **$9.89** |
| (1) NUMBER OF SHARES AUTHORIZED | 500000000 |
| Investment Securities at Cost | $304837 |
| Foreign Currencies at Cost | $34 |
| **NET ASSETS CONSIST OF:** |  |
| Paid-In Capital | $308703 |
| Total Distributable Earnings (Loss) | (21464)<br>|
| **NET ASSETS** | $287239 |

---

------

\*

See Note I in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE YEAR ENDED OCTOBER 31, 2025**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA One-Year**<br> **Fixed Income**<br> **Portfolio**<br>| **DFA Two-Year**<br> **Global Fixed**<br> **Income**<br> **Portfolio**<br>| **DFA**<br> **Selectively**<br> **Hedged Global**<br> **Fixed Income**<br> **Portfolio**<br>| **DFA Five-Year**<br> **Global Fixed**<br> **Income**<br> **Portfolio**<br>|
| **Investment Income** |  |  |  |  |
| Dividend Income from Affiliates | $25 | $258 | $178 | $584 |
| Interest | 199076 | 194210 | 42359 | 393447 |
| Income from Securities Lending, Net | 7 | 29 | 18 | 35 |
| Total Investment Income | 199108 | 194497 | 42555 | 394066 |
| **Expenses** |  |  |  |  |
| Investment Management Fees | 4439 | 6322 | 1417 | 16890 |
| Accounting & Transfer Agent Fees | 729 | 678 | 152 | 1918 |
| Custodian Fees | 44 | 57 | 25 | 150 |
| Filing Fees | 57 | 60 | 37 | 154 |
| Shareholders' Reports | 38 | 67 | 26 | 197 |
| Directors'/Trustees' Fees & Expenses | 35 | 35 | 8 | 73 |
| Professional Fees | 59 | 62 | 14 | 127 |
| Other | 72 | 126 | 27 | 180 |
| Total Expenses | 5473 | 7407 | 1706 | 19689 |
| Net Expenses | 5473 | 7407 | 1706 | 19689 |
| **Net Investment Income (Loss)** | 193635 | 187090 | 40849 | 374377 |
| **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Investment Securities Sold | 656 | (2195)<br>| (1637)<br>| 27364 |
| Affiliated Investment Companies Shares Sold |  | 6 | 2 | 12 |
| Foreign Currency Transactions |  | (51)<br>| 19 | (332)<br>|
| Forward Currency Contracts |  | 15243 | (1746)<br>| 56923 |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Investment Securities and Foreign Currency | (808)<br>| 6889 | 8095 | (40541)<br>|
| Affiliated Investment Companies Shares |  | (3)<br>| (1)<br>| (5)<br>|
| Translation of Foreign Currency-Denominated Amounts |  | (9)<br>| (35)<br>| (492)<br>|
| Forward Currency Contracts. |  | (3496)<br>| 7288 | 17913 |
| **Net Realized and Unrealized Gain (Loss)** | (152)<br>| 16384 | 11985 | 60842 |
| **Net Increase (Decrease) in Net Assets Resulting from** <br> **Operations**<br>| $193483 | $203474 | $52834 | $435219 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE YEAR ENDED OCTOBER 31, 2025**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA World ex**<br> **U.S.**<br> **Government**<br> **Fixed Income**<br> **Portfolio**<br>| **DFA Short-**<br> **Term**<br> **Government**<br> **Portfolio**<br>| **DFA**<br> **Intermediate**<br> **Government**<br> **Fixed Income**<br> **Portfolio**<br>| **DFA Short-**<br> **Term Extended**<br> **Quality**<br> **Portfolio**<br>|
| **Investment Income** |  |  |  |  |
| Dividend Income from Affiliates |  |  |  | $1012 |
| Interest | $22459 | $74725 | $187144 | 238224 |
| Income from Securities Lending, Net |  |  |  | 76 |
| Total Investment Income | 22459 | 74725 | 187144 | 239312 |
| **Expenses** |  |  |  |  |
| Investment Management Fees | 1534 | 2391 | 5341 | 8513 |
| Accounting & Transfer Agent Fees | 181 | 305 | 1030 | 1099 |
| Custodian Fees | 50 | 17 | 55 | 92 |
| Filing Fees | 36 | 41 | 100 | 72 |
| Shareholders' Reports | 60 | 29 | 117 | 112 |
| Directors'/Trustees' Fees & Expenses | 7 | 14 | 46 | 43 |
| Professional Fees | 12 | 23 | 81 | 75 |
| Previously Waived Fees Recovered by Advisor (Note C) | 15 |  |  | 4 |
| Other | 26 | 32 | 109 | 117 |
| Total Expenses | 1921 | 2852 | 6879 | 10127 |
| Fees Waived, Expenses Reimbursed by Advisor (Note C) | 4 |  |  |  |
| Fees Paid Indirectly (Note C) | 42 |  |  |  |
| Net Expenses | 1875 | 2852 | 6879 | 10127 |
| **Net Investment Income (Loss)** | 20584 | 71873 | 180265 | 229185 |
| **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Investment Securities Sold | (23509)<br>| 89 | (48331)<br>| 2282 |
| Foreign Currency Transactions | 151 |  |  | 14 |
| Forward Currency Contracts | (7419)<br>|  |  | (5817)<br>|
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Investment Securities and Foreign Currency | 62332 | 59 | 205553 | 57917 |
| Affiliated Investment Companies Shares |  |  |  | (1)<br>|
| Translation of Foreign Currency-Denominated Amounts | 58 |  |  | 40 |
| Forward Currency Contracts. | (4073)<br>|  |  | 2008 |
| **Net Realized and Unrealized Gain (Loss)** | 27540 | 148 | 157222 | 56443 |
| **Net Increase (Decrease) in Net Assets Resulting from** <br> **Operations**<br>| $48124 | $72021 | $337487 | $285628 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE YEAR ENDED OCTOBER 31, 2025**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA**<br> **Intermediate-**<br> **Term Extended**<br> **Quality**<br> **Portfolio**<br>| **DFA Targeted**<br> **Credit**<br> **Portfolio**<br>| **DFA**<br> **Global Core**<br> **Plus Fixed**<br> **Income Portfolio**<br>| **DFA**<br> **Investment**<br> **Grade Portfolio**<br>|
| **Investment Income** |  |  |  |  |
| Dividend Income from Affiliates | $1767 | $390 |  | $9527 |
| Interest | 81529 | 31064 | $103451 | 478312 |
| Income from Securities Lending, Net | 180 | 31 | 107 | 1048 |
| Total Investment Income | 83476 | 31485 | 103558 | 488887 |
| **Expenses** |  |  |  |  |
| Investment Management Fees | 2894 | 1521 | 5345 | 19201 |
| Accounting & Transfer Agent Fees | 443 | 200 | 589 | 2385 |
| Custodian Fees | 25 | 22 | 65 | 104 |
| Filing Fees | 42 | 33 | 68 | 125 |
| Shareholders' Reports | 56 | 35 | 89 | 250 |
| Directors'/Trustees' Fees & Expenses | 15 | 7 | 20 | 93 |
| Professional Fees | 26 | 11 | 36 | 162 |
| Previously Waived Fees Recovered by Advisor (Note C) |  |  | 14 |  |
| Other | 38 | 24 | 66 | 222 |
| Total Expenses | 3539 | 1853 | 6292 | 22542 |
| Fees Waived, Expenses Reimbursed by Advisor (Note C) |  | 162 | 145 |  |
| Net Expenses | 3539 | 1691 | 6147 | 22542 |
| **Net Investment Income (Loss)** | 79937 | 29794 | 97411 | 466345 |
| **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Investment Securities Sold | (24008)<br>| 13953 | (33103)<br>| (75891)<br>|
| Affiliated Investment Companies Shares Sold | (2)<br>|  | 5 | 32 |
| Foreign Currency Transactions | 186 | 206 | 775 | 98 |
| Forward Currency Contracts | 2664 | (14163)<br>| 5439 | 13448 |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Investment Securities and Foreign Currency | 63574 | 11570 | 104494 | 347920 |
| Affiliated Investment Companies Shares | (1)<br>| (1)<br>|  | (2)<br>|
| Translation of Foreign Currency-Denominated Amounts | 3 | (23)<br>| (35)<br>| 85 |
| Forward Currency Contracts. | 3365 | 5959 | (1996)<br>| (11251)<br>|
| **Net Realized and Unrealized Gain (Loss)** | 45781 | 17501 | 75579 | 274439 |
| **Net Increase (Decrease) in Net Assets Resulting from** <br> **Operations**<br>| $125718 | $47295 | $172990 | $740784 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE YEAR ENDED OCTOBER 31, 2025**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA**<br> **Diversified**<br> **Fixed Income**<br> **Portfolio**<br>| **DFA LTIP**<br> **Portfolio**<br>| **DFA Inflation-**<br> **Protected**<br> **Securities**<br> **Portfolio**<br>| **DFA Short-**<br> **Duration Real**<br> **Return**<br> **Portfolio**<br>|
| **Investment Income** |  |  |  |  |
| Dividend Income from Affiliates | $49397 |  |  | $384 |
| Interest | 16908 | $24362 | $183283 | 85137 |
| Income from Securities Lending, Net |  |  |  | 34 |
| Total Investment Income | 66305 | 24362 | 183283 | 85555 |
| **Expenses** |  |  |  |  |
| Investment Management Fees | 2028 | 379 | 4560 | 3584 |
| Accounting & Transfer Agent Fees | 336 | 23 | 547 | 455 |
| Custodian Fees | 4 | 3 | 47 | 39 |
| Filing Fees | 53 | 26 | 53 | 49 |
| Shareholders' Reports | 30 | 20 | 116 | 82 |
| Directors'/Trustees' Fees & Expenses | 13 | 3 | 39 | 15 |
| Professional Fees | 11 | 5 | 67 | 28 |
| Other | 14 | 13 | 90 | 64 |
| Total Expenses | 2489 | 472 | 5519 | 4316 |
| Fees Waived, Expenses Reimbursed by Advisor (Note C) | 1773 |  |  |  |
| Net Expenses | 716 | 472 | 5519 | 4316 |
| **Net Investment Income (Loss)** | 65589 | 23890 | 177764 | 81239 |
| **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Investment Securities Sold | 3837 | (36530)<br>| (51033)<br>| (421)<br>|
| Affiliated Investment Companies Shares Sold | (9871)<br>|  |  | 2 |
| Futures |  |  |  | (71)<br>|
| Swap Contracts |  |  |  | 25690 |
| Foreign Currency Transactions |  |  |  | 3655 |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Investment Securities and Foreign Currency | 7149 | 9092 | 179917 | 17691 |
| Affiliated Investment Companies Shares | 32295 |  |  |  |
| Swap Contracts |  |  |  | (17948)<br>|
| Translation of Foreign Currency-Denominated Amounts |  |  |  | (12)<br>|
| Forward Currency Contracts. |  |  |  | 323 |
| **Net Realized and Unrealized Gain (Loss)** | 33410 | (27438)<br>| 128884 | 28909 |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | $98999 | $(3548)<br>| $306648 | $110148 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE YEAR ENDED OCTOBER 31, 2025**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
|  | **DFA Global**<br> **Core Plus**<br> **Real Return**<br> **Portfolio**<br>|
| **Investment Income** |  |
| Dividend Income from Affiliates | $157 |
| Interest | 9761 |
| Income from Securities Lending, Net | 21 |
| Total Investment Income | 9939 |
| **Expenses** |  |
| Investment Management Fees | 570 |
| Accounting & Transfer Agent Fees | 88 |
| Filing Fees | 24 |
| Shareholders' Reports | 18 |
| Directors'/Trustees' Fees & Expenses | 2 |
| Professional Fees | 4 |
| Previously Waived Fees Recovered by Advisor (Note C) | 56 |
| Other | 45 |
| Total Expenses | 807 |
| Fees Waived, Expenses Reimbursed by Advisor (Note C) | 19 |
| Net Expenses | 788 |
| **Net Investment Income (Loss)** | 9151 |
| **Realized and Unrealized Gain (Loss)** |  |
| Net Realized Gain (Loss) on: |  |
| Investment Securities Sold | (3377)<br>|
| Futures | (9)<br>|
| Swap Contracts | 915 |
| Foreign Currency Transactions | (192)<br>|
| Change in Unrealized Appreciation (Depreciation) of: |  |
| Investment Securities and Foreign Currency | 11904 |
| Swap Contracts | 485 |
| Translation of Foreign Currency-Denominated Amounts | (10)<br>|
| Forward Currency Contracts. | 458 |
| **Net Realized and Unrealized Gain (Loss)** | 10174 |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | $19325 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA One-Year Fixed**<br> **Income Portfolio** | **DFA One-Year Fixed**<br> **Income Portfolio** | **DFA Two-Year Global**<br> **Fixed Income Portfolio** | **DFA Two-Year Global**<br> **Fixed Income Portfolio** | **DFA Selectively**<br> **Hedged Global Fixed**<br> **Income Portfolio** | **DFA Selectively**<br> **Hedged Global Fixed**<br> **Income Portfolio** | **DFA**<br> **Five-Year Global Fixed**<br> **Income Portfolio** | **DFA**<br> **Five-Year Global Fixed**<br> **Income Portfolio** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
| **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |  |  |
| Operations: |  |  |  |  |  |  |  |  |
| Net Investment Income (Loss) | $193635 | $235603 | $187090 | $212805 | $40849 | $44696 | $374377 | $431746 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |  |  |  |
| Investment Securities Sold | 656 | 744 | (2195)<br>| (43711)<br>| (1637)<br>| (987)<br>| 27364 | 59983 |
| Affiliated Investment Companies Shares <br> Sold<br>|  | (34)<br>| 6 | (3)<br>| 2 |  | 12 | (5)<br>|
| Foreign Currency Transactions |  |  | (51)<br>| 715 | 19 | 13 | (332)<br>| 806 |
| Forward Currency Contracts |  |  | 15243 | (51501)<br>| (1746)<br>| (7091)<br>| 56923 | (107898)<br>|
| Change in Unrealized Appreciation <br> (Depreciation) of:<br>|  |  |  |  |  |  |  |  |
| Investment Securities and Foreign <br> Currency<br>| (808)<br>| 9064 | 6889 | 124315 | 8095 | 24813 | (40541)<br>| 102106 |
| Affiliated Investment Companies Shares |  |  | (3)<br>| 4 | (1)<br>| 1 | (5)<br>| 5 |
| Translation of Foreign <br> Currency-Denominated Amounts<br>|  |  | (9)<br>| 355 | (35)<br>| 54 | (492)<br>| 776 |
| Forward Currency Contracts |  |  | (3496)<br>| 4117 | 7288 | 31 | 17913 | 18870 |
| Net Increase (Decrease) in Net Assets <br> Resulting from Operations<br>| 193483 | 245377 | 203474 | 247096 | 52834 | 61530 | 435219 | 506389 |
| Distributions: |  |  |  |  |  |  |  |  |
| Institutional Class Shares | (190508)<br>| (229188)<br>| (214694)<br>| (196491)<br>| (44531)<br>| (38276)<br>| (399330)<br>| (493009)<br>|
| Capital Share Transactions (1): |  |  |  |  |  |  |  |  |
| Shares Issued | 1339959 | 1569362 | 653755 | 577169 | 159761 | 140565 | 1726178 | 1773818 |
| Shares Issued in Lieu of Cash Distributions | 170382 | 205630 | 178849 | 164713 | 44504 | 38265 | 395126 | 486285 |
| Shares Redeemed | (1618882)<br>| (1894158)<br>| (788933)<br>| (873477)<br>| (192374)<br>| (182815)<br>| (2042556)<br>| (2542938)<br>|
| Net Increase (Decrease) from Capital <br> Share Transactions<br>| (108541)<br>| (119166)<br>| 43671 | (131595)<br>| 11891 | (3985)<br>| 78748 | (282835)<br>|
| Total Increase (Decrease) in Net Assets | (105566)<br>| (102977)<br>| 32451 | (80990)<br>| 20194 | 19269 | 114637 | (269455)<br>|
| **Net Assets** |  |  |  |  |  |  |  |  |
| Beginning of Year | 4353018 | 4455995 | 4542509 | 4623499 | 1024495 | 1005226 | 9354197 | 9623652 |
| End of Year | $4247452 | $4353018 | $4574960 | $4542509 | $1044689 | $1024495 | $9468834 | $9354197 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |  |  |
| Shares Issued | 130677 | 153245 | 66573 | 58805 | 16986 | 15138 | 170310 | 175556 |
| Shares Issued in Lieu of Cash Distributions | 16647 | 20105 | 18345 | 16904 | 4853 | 4228 | 39268 | 48530 |
| Shares Redeemed  | (157898)<br>| (184881)<br>| (80367)<br>| (89060)<br>| (20601)<br>| (19752)<br>| (201727)<br>| (251950)<br>|
| Net Increase (Decrease) from Shares <br> Issued and Redeemed<br>| (10574)<br>| (11531)<br>| 4551 | (13351)<br>| 1238 | (386)<br>| 7851 | (27864)<br>|

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA World ex U.S.**<br> **Government Fixed**<br> **Income Portfolio** | **DFA World ex U.S.**<br> **Government Fixed**<br> **Income Portfolio** | **DFA Short-Term**<br> **Government Portfolio** | **DFA Short-Term**<br> **Government Portfolio** | **DFA Intermediate**<br> **Government Fixed**<br> **Income Portfolio** | **DFA Intermediate**<br> **Government Fixed**<br> **Income Portfolio** | **DFA**<br> **Short-Term Extended**<br> **Quality Portfolio** | **DFA**<br> **Short-Term Extended**<br> **Quality Portfolio** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
| **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |  |  |
| Operations: |  |  |  |  |  |  |  |  |
| Net Investment Income (Loss) | $20584 | $17173 | $71873 | $78516 | $180265 | $159917 | $229185 | $253562 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |  |  |  |
| Investment Securities Sold | (23509)<br>| (88413)<br>| 89 | 1021 | (48331)<br>| (73152)<br>| 2282 | (6138)<br>|
| Affiliated Investment Companies Shares <br> Sold<br>|  |  |  |  |  |  |  | (9)<br>|
| Foreign Currency Transactions | 151 | 138 |  |  |  |  | 14 | (251)<br>|
| Forward Currency Contracts | (7419)<br>| (30101)<br>|  |  |  |  | (5817)<br>| (26414)<br>|
| Change in Unrealized Appreciation <br> (Depreciation) of:<br>|  |  |  |  |  |  |  |  |
| Investment Securities and Foreign <br> Currency<br>| 62332 | 185241 | 59 | (700)<br>| 205553 | 352051 | 57917 | 125680 |
| Affiliated Investment Companies Shares |  |  |  |  |  |  | (1)<br>| 2 |
| Translation of Foreign <br> Currency-Denominated Amounts<br>| 58 | 218 |  |  |  |  | 40 | 172 |
| Forward Currency Contracts | (4073)<br>| 9924 |  |  |  |  | 2008 | 5821 |
| Net Increase (Decrease) in Net Assets <br> Resulting from Operations<br>| 48124 | 94180 | 72021 | 78837 | 337487 | 438816 | 285628 | 352425 |
| Distributions: |  |  |  |  |  |  |  |  |
| Institutional Class Shares | (28809)<br>| (42826)<br>| (71553)<br>| (74582)<br>| (176690)<br>| (152473)<br>| (242510)<br>| (249366)<br>|
| Capital Share Transactions (1): |  |  |  |  |  |  |  |  |
| Shares Issued | 199396 | 224648 | 380891 | 463721 | 1084455 | 1384340 | 1039845 | 1137400 |
| Shares Issued in Lieu of Cash Distributions | 27212 | 40795 | 65245 | 71873 | 167996 | 148737 | 240130 | 247189 |
| Shares Redeemed | (176949)<br>| (426014)<br>| (361550)<br>| (358478)<br>| (1361493)<br>| (1048545)<br>| (1242029)<br>| (1705574)<br>|
| Net Increase (Decrease) from Capital <br> Share Transactions<br>| 49659 | (160571)<br>| 84586 | 177116 | (109042)<br>| 484532 | 37946 | (320985)<br>|
| Total Increase (Decrease) in Net Assets | 68974 | (109217)<br>| 85054 | 181371 | 51755 | 770875 | 81064 | (217926)<br>|
| **Net Assets** |  |  |  |  |  |  |  |  |
| Beginning of Year | 936724 | 1045941 | 1673855 | 1492484 | 6013765 | 5242890 | 5695139 | 5913065 |
| End of Year | $1005698 | $936724 | $1758909 | $1673855 | $6065520 | $6013765 | $5776203 | $5695139 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |  |  |
| Shares Issued | 23402 | 26571 | 38128 | 46477 | 98022 | 125826 | 99325 | 109670 |
| Shares Issued in Lieu of Cash Distributions | 3192 | 4859 | 6570 | 7251 | 15158 | 13571 | 22976 | 23846 |
| Shares Redeemed  | (20787)<br>| (50450)<br>| (36252)<br>| (35983)<br>| (123253)<br>| (95878)<br>| (118756)<br>| (164460)<br>|
| Net Increase (Decrease) from Shares <br> Issued and Redeemed<br>| 5807 | (19020)<br>| 8446 | 17745 | (10073)<br>| 43519 | 3545 | (30944)<br>|

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Intermediate-**<br> **Term Extended**<br> **Quality Portfolio** | **DFA Intermediate-**<br> **Term Extended**<br> **Quality Portfolio** | **DFA Targeted**<br> **Credit Portfolio** | **DFA Targeted**<br> **Credit Portfolio** | **DFA Global**<br> **Core Plus Fixed**<br> **Income Portfolio** | **DFA Global**<br> **Core Plus Fixed**<br> **Income Portfolio** | **DFA Investment Grade**<br> **Portfolio** | **DFA Investment Grade**<br> **Portfolio** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
| **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |  |  |
| Operations: |  |  |  |  |  |  |  |  |
| Net Investment Income (Loss) | $79937 | $65577 | $29794 | $28361 | $97411 | $95941 | $466345 | $422393 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |  |  |  |
| Investment Securities Sold | (24008)<br>| (11708)<br>| 13953 | 2080 | (33103)<br>| (48646)<br>| (75891)<br>| (91426)<br>|
| Affiliated Investment Companies Shares Sold | (2)<br>| (5)<br>|  | (2)<br>| 5 | (9)<br>| 32 | (93)<br>|
| Foreign Currency Transactions | 186 | (26)<br>| 206 | 24 | 775 | 148 | 98 | 119 |
| Forward Currency Contracts | 2664 | (6551)<br>| (14163)<br>| (6549)<br>| 5439 | (20063)<br>| 13448 | (36194)<br>|
| Change in Unrealized Appreciation <br> (Depreciation) of:<br>|  |  |  |  |  |  |  |  |
| Investment Securities and Foreign Currency | 63574 | 132061 | 11570 | 37864 | 104494 | 271620 | 347920 | 733635 |
| Affiliated Investment Companies Shares | (1)<br>| 2 | (1)<br>|  |  |  | (2)<br>| 5 |
| Translation of Foreign Currency-Denominated <br> Amounts<br>| 3 | 8 | (23)<br>| 67 | (35)<br>| 296 | 85 | 95 |
| Forward Currency Contracts | 3365 | 4086 | 5959 | (853)<br>| (1996)<br>| 14199 | (11251)<br>| 18410 |
| Net Increase (Decrease) in Net Assets <br> Resulting from Operations<br>| 125718 | 183444 | 47295 | 60992 | 172990 | 313486 | 740784 | 1046944 |
| Distributions: |  |  |  |  |  |  |  |  |
| Institutional Class Shares | (85289)<br>| (63498)<br>| (35260)<br>| (27100)<br>| (115596)<br>| (135326)<br>| (443908)<br>| (399073)<br>|
| Capital Share Transactions (1): |  |  |  |  |  |  |  |  |
| Shares Issued | 297732 | 749809 | 260088 | 163706 | 647013 | 768679 | 2617610 | 3573837 |
| Shares Issued in Lieu of Cash Distributions | 82793 | 60798 | 34954 | 26859 | 115283 | 134976 | 429097 | 386220 |
| Shares Redeemed | (513024)<br>| (355488)<br>| (239133)<br>| (370151)<br>| (639667)<br>| (1035669)<br>| (2772611)<br>| (2891246)<br>|
| Net Increase (Decrease) from Capital <br> Share Transactions<br>| (132499)<br>| 455119 | 55909 | (179586)<br>| 122629 | (132014)<br>| 274096 | 1068811 |
| Total Increase (Decrease) in Net Assets | (92070)<br>| 575065 | 67944 | (145694)<br>| 180023 | 46146 | 570972 | 1716682 |
| **Net Assets** |  |  |  |  |  |  |  |  |
| Beginning of Year | 1853936 | 1278871 | 771482 | 917176 | 2639232 | 2593086 | 11882621 | 10165939 |
| End of Year | $1761866 | $1853936 | $839426 | $771482 | $2819255 | $2639232 | $12453593 | $11882621 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |  |  |
| Shares Issued | 30753 | 78382 | 27072 | 17284 | 70070 | 84273 | 259858 | 356294 |
| Shares Issued in Lieu of Cash Distributions | 8512 | 6354 | 3637 | 2826 | 12476 | 14918 | 42627 | 38480 |
| Shares Redeemed  | (53065)<br>| (37162)<br>| (24826)<br>| (38937)<br>| (69461)<br>| (114115)<br>| (275294)<br>| (290134)<br>|
| Net Increase (Decrease) from Shares <br> Issued and Redeemed<br>| (13800)<br>| 47574 | 5883 | (18827)<br>| 13085 | (14924)<br>| 27191 | 104640 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Diversified**<br> **Fixed Income**<br> **Portfolio** | **DFA Diversified**<br> **Fixed Income**<br> **Portfolio** | **DFA LTIP**<br> **Portfolio** | **DFA LTIP**<br> **Portfolio** | **DFA Inflation-**<br> **Protected Securities**<br> **Portfolio** | **DFA Inflation-**<br> **Protected Securities**<br> **Portfolio** | **DFA Short-Duration**<br> **Real Return Portfolio** | **DFA Short-Duration**<br> **Real Return Portfolio** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
| **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |  |  |
| Operations: |  |  |  |  |  |  |  |  |
| Net Investment Income (Loss) | $65589 | $60849 | $23890 | $17964 | $177764 | $150907 | $81239 | $84967 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |  |  |  |
| Investment Securities Sold | 3837 | (188)<br>| (36530)<br>| (22058)<br>| (51033)<br>| (58611)<br>| (421)<br>| (3989)<br>|
| Affiliated Investment Companies Shares Sold | (9871)<br>| (9376)<br>|  |  |  |  | 2 | (3)<br>|
| Futures |  |  |  |  |  |  | (71)<br>| (15)<br>|
| Swap Contracts |  |  |  |  |  |  | 25690 | 42698 |
| Foreign Currency Transactions |  |  |  |  |  |  | 3655 | (41)<br>|
| Forward Currency Contracts |  |  |  |  |  |  |  | (11034)<br>|
| Change in Unrealized Appreciation (Depreciation) <br> of:<br>|  |  |  |  |  |  |  |  |
| Investment Securities and Foreign Currency | 7149 | 4267 | 9092 | 53624 | 179917 | 344297 | 17691 | 43129 |
| Affiliated Investment Companies Shares | 32295 | 62331 |  |  |  |  |  |  |
| Swap Contracts |  |  |  |  |  |  | (17948)<br>| (36819)<br>|
| Translation of Foreign Currency-Denominated <br> Amounts<br>|  |  |  |  |  |  | (12)<br>| 58 |
| Forward Currency Contracts |  |  |  |  |  |  | 323 | 4848 |
| Net Increase (Decrease) in Net Assets <br> Resulting from Operations<br>| 98999 | 117883 | (3548)<br>| 49530 | 306648 | 436593 | 110148 | 123799 |
| Distributions: |  |  |  |  |  |  |  |  |
| Institutional Class Shares | (64310)<br>| (60117)<br>| (21672)<br>| (19275)<br>| (155110)<br>| (164208)<br>| (78375)<br>| (70751)<br>|
| Capital Share Transactions (1): |  |  |  |  |  |  |  |  |
| Shares Issued | 311605 | 406207 | 128931 | 92417 | 1299677 | 976776 | 570600 | 523111 |
| Shares Issued in Lieu of Cash Distributions | 64262 | 60096 | 21672 | 19275 | 152923 | 161586 | 77573 | 69762 |
| Shares Redeemed | (434688)<br>| (487695)<br>| (80611)<br>| (78224)<br>| (1501660)<br>| (1451677)<br>| (527179)<br>| (683862)<br>|
| Net Increase (Decrease) from Capital Share <br> Transactions<br>| (58821)<br>| (21392)<br>| 69992 | 33468 | (49060)<br>| (313315)<br>| 120994 | (90989)<br>|
| Total Increase (Decrease) in Net Assets | (24132)<br>| 36374 | 44772 | 63723 | 102478 | (40930)<br>| 152767 | (37941)<br>|
| **Net Assets** |  |  |  |  |  |  |  |  |
| Beginning of Year | 1716948 | 1680574 | 368209 | 304486 | 5057293 | 5098223 | 1940586 | 1978527 |
| End of Year | $1692816 | $1716948 | $412981 | $368209 | $5159771 | $5057293 | $2093353 | $1940586 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |  |  |
| Shares Issued | 33598 | 44172 | 23916 | 15627 | 117559 | 90091 | 53063 | 49680 |
| Shares Issued in Lieu of Cash Distributions | 6947 | 6532 | 3987 | 3225 | 13751 | 14931 | 7416 | 6819 |
| Shares Redeemed  | (46857)<br>| (53062)<br>| (14762)<br>| (13086)<br>| (135623)<br>| (133857)<br>| (49201)<br>| (65223)<br>|
| Net Increase (Decrease) from Shares Issued <br> and Redeemed<br>| (6312)<br>| (2358)<br>| 13141 | 5766 | (4313)<br>| (28835)<br>| 11278 | (8724)<br>|

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **DFA Global**<br> **Core Plus Real**<br> **Return Portfolio** | **DFA Global**<br> **Core Plus Real**<br> **Return Portfolio** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
| **Increase (Decrease) in Net Assets** |  |  |
| Operations: |  |  |
| Net Investment Income (Loss) | $9151 | $8510 |
| Net Realized Gain (Loss) on: |  |  |
| Investment Securities Sold | (3377)<br>| (4767)<br>|
| Futures | (9)<br>| (4)<br>|
| Swap Contracts | 915 | 1617 |
| Foreign Currency Transactions | (192)<br>| (1867)<br>|
| Change in Unrealized Appreciation (Depreciation) of: |  |  |
| Investment Securities and Foreign Currency | 11904 | 26730 |
| Swap Contracts | 485 | (2628)<br>|
| Translation of Foreign Currency-Denominated Amounts | (10)<br>| 23 |
| Forward Currency Contracts | 458 | 1300 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | 19325 | 28914 |
| Distributions: |  |  |
| Institutional Class Shares | (10495)<br>| (12500)<br>|
| Capital Share Transactions (1): |  |  |
| Shares Issued | 51796 | 64532 |
| Shares Issued in Lieu of Cash Distributions | 10477 | 12480 |
| Shares Redeemed | (49102)<br>| (69784)<br>|
| Net Increase (Decrease) from Capital Share Transactions | 13171 | 7228 |
| Total Increase (Decrease) in Net Assets | 22001 | 23642 |
| **Net Assets** |  |  |
| Beginning of Year | 265238 | 241596 |
| End of Year | $287239 | $265238 |
| **(1) Shares Issued and Redeemed:** |  |  |
| Shares Issued | 5340 | 6821 |
| Shares Issued in Lieu of Cash Distributions | 1082 | 1324 |
| Shares Redeemed  | (5080)<br>| (7366)<br>|
| Net Increase (Decrease) from Shares Issued and Redeemed | 1342 | 779 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA One-Year Fixed Income Portfolio** | **DFA One-Year Fixed Income Portfolio** | **DFA One-Year Fixed Income Portfolio** | **DFA One-Year Fixed Income Portfolio** | **DFA One-Year Fixed Income Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $10.23 | $10.20 | $10.01 | $10.30 | $10.30 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.43 | 0.53 | 0.29 | 0.08 | (—) |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.02 | 0.01 | 0.19 | (0.30) |  |
| Total from Investment Operations  | 0.45 | 0.54 | 0.48 | (0.22) |  |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.44) | (0.51) | (0.29) | (0.07) | (—) |
| Total Distributions  | (0.44) | (0.51) | (0.29) | (0.07) |  |
| Net Asset Value, End of Year | $10.24 | $10.23 | $10.20 | $10.01 | $10.30 |
| Total Return  | 4.49% | 5.46% | 4.84% | (2.10%) | 0.02% |
| Net Assets, End of Year (thousands)  | $4247452 | $4353018 | $4455995 | $5349458 | $5858298 |
| Ratio of Expenses to Average Net Assets  | 0.12% | 0.13% | 0.13% | 0.13% | 0.17% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Paid <br> Indirectly) <br>| 0.12% | 0.13% | 0.13% | 0.13% | 0.17% |
| Ratio of Net Investment Income to Average Net Assets  | 4.36% | 5.15% | 2.89% | 0.79% |  |
| Portfolio Turnover Rate  | 78% | 47% | 37% | 67% | 96% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA Two-Year Global Fixed Income Portfolio** | **DFA Two-Year Global Fixed Income Portfolio** | **DFA Two-Year Global Fixed Income Portfolio** | **DFA Two-Year Global Fixed Income Portfolio** | **DFA Two-Year Global Fixed Income Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $9.87 | $9.76 | $9.56 | $9.91 | $10.00 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.40 | 0.46 | 0.24 | 0.08 | 0.01 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.04 | 0.07 | 0.20 | (0.41) | (0.04) |
| Total from Investment Operations  | 0.44 | 0.53 | 0.44 | (0.33) | (0.03) |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.47) | (0.42) | (0.24) | (0.02) | (0.06) |
| Total Distributions  | (0.47) | (0.42) | (0.24) | (0.02) | (0.06) |
| Net Asset Value, End of Year | $9.84 | $9.87 | $9.76 | $9.56 | $9.91 |
| Total Return  | 4.57% | 5.59% | 4.61% | (3.31%) | (0.33%) |
| Net Assets, End of Year (thousands)  | $4574960 | $4542509 | $4623499 | $5038948 | $5693916 |
| Ratio of Expenses to Average Net Assets  | 0.16% | 0.16% | 0.17% | 0.16% | 0.17% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Paid <br> Indirectly) <br>| 0.16% | 0.16% | 0.17% | 0.16% | 0.17% |
| Ratio of Net Investment Income to Average Net Assets  | 4.14% | 4.66% | 2.45% | 0.85% | 0.09% |
| Portfolio Turnover Rate  | 78% | 52% | 31% | 111% | 93% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA Selectively Hedged Global Fixed Income Portfolio** | **DFA Selectively Hedged Global Fixed Income Portfolio** | **DFA Selectively Hedged Global Fixed Income Portfolio** | **DFA Selectively Hedged Global Fixed Income Portfolio** | **DFA Selectively Hedged Global Fixed Income Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $9.53 | $9.31 | $8.82 | $9.76 | $9.76 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.37 | 0.41 | 0.26 | 0.13 | 0.08 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.11 | 0.16 | 0.23 | (0.90) | (0.08) |
| Total from Investment Operations  | 0.48 | 0.57 | 0.49 | (0.77) |  |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.41) | (0.35) | (—) | (0.17) | (—) |
| Total Distributions  | (0.41) | (0.35) |  | (0.17) |  |
| Net Asset Value, End of Year | $9.60 | $9.53 | $9.31 | $8.82 | $9.76 |
| Total Return  | 5.28% | 6.38% | 5.60% | (8.03%) | 0.03% |
| Net Assets, End of Year (thousands)  | $1044689 | $1024495 | $1005226 | $1019142 | $1235970 |
| Ratio of Expenses to Average Net Assets  | 0.17% | 0.17% | 0.16% | 0.16% | 0.17% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Paid <br> Indirectly) <br>| 0.17% | 0.17% | 0.16% | 0.16% | 0.17% |
| Ratio of Net Investment Income to Average Net Assets  | 4.04% | 4.43% | 2.82% | 1.42% | 0.80% |
| Portfolio Turnover Rate  | 39% | 53% | 45% | 62% | 94% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA Five-Year Global Fixed Income Portfolio** | **DFA Five-Year Global Fixed Income Portfolio** | **DFA Five-Year Global Fixed Income Portfolio** | **DFA Five-Year Global Fixed Income Portfolio** | **DFA Five-Year Global Fixed Income Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $10.13 | $10.12 | $9.90 | $10.78 | $10.89 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.40 | 0.47 | 0.29 | 0.12 | 0.04 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.07 | 0.07 | 0.16 | (0.88) | (0.15) |
| Total from Investment Operations  | 0.47 | 0.54 | 0.45 | (0.76) | (0.11) |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.43) | (0.53) | (0.23) | (0.12) | (—) |
| Total Distributions  | (0.43) | (0.53) | (0.23) | (0.12) |  |
| Net Asset Value, End of Year | $10.17 | $10.13 | $10.12 | $9.90 | $10.78 |
| Total Return  | 4.77% | 5.52% | 4.58% | (7.15%) | (0.98%) |
| Net Assets, End of Year (thousands)  | $9468834 | $9354197 | $9623652 | $10460717 | $13621273 |
| Ratio of Expenses to Average Net Assets  | 0.21% | 0.21% | 0.22% | 0.23% | 0.26% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Paid <br> Indirectly) <br>| 0.21% | 0.21% | 0.22% | 0.23% | 0.26% |
| Ratio of Net Investment Income to Average Net Assets  | 3.99% | 4.61% | 2.93% | 1.17% | 0.39% |
| Portfolio Turnover Rate  | 44% | 56% | 43% | 111% | 126% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA World Ex U.S. Government Fixed Income Portfolio** | **DFA World Ex U.S. Government Fixed Income Portfolio** | **DFA World Ex U.S. Government Fixed Income Portfolio** | **DFA World Ex U.S. Government Fixed Income Portfolio** | **DFA World Ex U.S. Government Fixed Income Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $8.49 | $8.08 | $8.20 | $10.10 | $10.85 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.18 | 0.15 | 0.11 | 0.08 | 0.07 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.25 | 0.62 | (0.07) | (1.79) | (0.64) |
| Total from Investment Operations  | 0.43 | 0.77 | 0.04 | (1.71) | (0.57) |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.26) | (0.36) | (0.16) | (0.09) | (0.09) |
| Net Realized Gains  |  |  |  | (0.10) | (0.09) |
| Total Distributions  | (0.26) | (0.36) | (0.16) | (0.19) | (0.18) |
| Net Asset Value, End of Year | $8.66 | $8.49 | $8.08 | $8.20 | $10.10 |
| Total Return  | 5.12% | 9.62% | 0.45% | (17.33%) | (5.34%) |
| Net Assets, End of Year (thousands)  | $1005698 | $936724 | $1045941 | $1118915 | $1723236 |
| Ratio of Expenses to Average Net Assets  | 0.20% | 0.20% | 0.20% | 0.20% | 0.20% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.20% | 0.20% | 0.20% | 0.20% | 0.21% |
| Ratio of Net Investment Income to Average Net Assets  | 2.15% | 1.72% | 1.29% | 0.83% | 0.70% |
| Portfolio Turnover Rate  | 56% | 44% | 21% | 41% | 31% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA Short-Term Government Portfolio** | **DFA Short-Term Government Portfolio** | **DFA Short-Term Government Portfolio** | **DFA Short-Term Government Portfolio** | **DFA Short-Term Government Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $9.97 | $9.94 | $9.76 | $10.43 | $10.56 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.41 | 0.51 | 0.32 | 0.15 | 0.01 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.02 | 0.01 | 0.15 | (0.69) | (0.13) |
| Total from Investment Operations  | 0.43 | 0.52 | 0.47 | (0.54) | (0.12) |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.42) | (0.49) | (0.29) | (0.13) | (0.01) |
| Total Distributions  | (0.42) | (0.49) | (0.29) | (0.13) | (0.01) |
| Net Asset Value, End of Year | $9.98 | $9.97 | $9.94 | $9.76 | $10.43 |
| Total Return  | 4.37% | 5.31% | 4.84% | (5.19%) | (1.15%) |
| Net Assets, End of Year (thousands)  | $1758909 | $1673855 | $1492484 | $1571784 | $1748372 |
| Ratio of Expenses to Average Net Assets  | 0.17% | 0.17% | 0.18% | 0.18% | 0.20% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.17% | 0.17% | 0.18% | 0.18% | 0.20% |
| Ratio of Net Investment Income to Average Net Assets  | 4.21% | 5.14% | 3.24% | 1.53% | 0.11% |
| Portfolio Turnover Rate  | 63% | 37% | 74% | 226% | 58% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA Intermediate Government Fixed Income Portfolio** | **DFA Intermediate Government Fixed Income Portfolio** | **DFA Intermediate Government Fixed Income Portfolio** | **DFA Intermediate Government Fixed Income Portfolio** | **DFA Intermediate Government Fixed Income Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $10.98 | $10.40 | $10.68 | $12.79 | $13.72 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.33 | 0.31 | 0.26 | 0.19 | 0.19 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.31 | 0.56 | (0.31) | (2.00) | (0.61) |
| Total from Investment Operations  | 0.64 | 0.87 | (0.05) | (1.81) | (0.42) |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.33) | (0.29) | (0.23) | (0.17) | (0.17) |
| Net Realized Gains  |  |  |  | (0.13) | (0.34) |
| Total Distributions  | (0.33) | (0.29) | (0.23) | (0.30) | (0.51) |
| Net Asset Value, End of Year | $11.29 | $10.98 | $10.40 | $10.68 | $12.79 |
| Total Return  | 5.92% | 8.43% | (0.51%) | (14.37%) | (3.20%) |
| Net Assets, End of Year (thousands)  | $6065520 | $6013765 | $5242890 | $4787713 | $6200229 |
| Ratio of Expenses to Average Net Assets  | 0.12% | 0.12% | 0.12% | 0.11% | 0.12% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.12% | 0.12% | 0.12% | 0.11% | 0.12% |
| Ratio of Net Investment Income to Average Net Assets  | 3.04% | 2.81% | 2.36% | 1.62% | 1.44% |
| Portfolio Turnover Rate  | 13% | 12% | 24% | 22% | 25% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA Short-Term Extended Quality Portfolio** | **DFA Short-Term Extended Quality Portfolio** | **DFA Short-Term Extended Quality Portfolio** | **DFA Short-Term Extended Quality Portfolio** | **DFA Short-Term Extended Quality Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $10.40 | $10.22 | $10.06 | $10.93 | $10.97 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.42 | 0.45 | 0.31 | 0.16 | 0.09 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.11 | 0.18 | 0.25 | (0.90) | (0.10) |
| Total from Investment Operations  | 0.53 | 0.63 | 0.56 | (0.74) | (0.01) |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.45) | (0.45) | (0.40) | (0.12) | (0.03) |
| Net Realized Gains  |  |  |  | (0.01) |  |
| Total Distributions  | (0.45) | (0.45) | (0.40) | (0.13) | (0.03) |
| Net Asset Value, End of Year | $10.48 | $10.40 | $10.22 | $10.06 | $10.93 |
| Total Return  | 5.16% | 6.25% | 5.61% | (6.81%) | (0.05%) |
| Net Assets, End of Year (thousands)  | $5776203 | $5695139 | $5913065 | $6497061 | $7281208 |
| Ratio of Expenses to Average Net Assets  | 0.18% | 0.18% | 0.20% | 0.20% | 0.22% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.18% | 0.18% | 0.20% | 0.20% | 0.22% |
| Ratio of Net Investment Income to Average Net Assets  | 4.04% | 4.36% | 3.00% | 1.52% | 0.80% |
| Portfolio Turnover Rate  | 47% | 49% | 34% | 74% | 80% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA Intermediate-Term Extended Quality Portfolio** | **DFA Intermediate-Term Extended Quality Portfolio** | **DFA Intermediate-Term Extended Quality Portfolio** | **DFA Intermediate-Term Extended Quality Portfolio** | **DFA Intermediate-Term Extended Quality Portfolio** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $9.63 | $8.82 | $8.81 | $11.49 | $11.79 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.42 | 0.41 | 0.35 | 0.29 | 0.28 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.27 | 0.79 |  | (2.49) | (0.21) |
| Total from Investment Operations  | 0.69 | 1.20 | 0.35 | (2.20) | 0.07 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.46) | (0.39) | (0.34) | (0.29) | (0.28) |
| Net Realized Gains  |  |  |  | (0.19) | (0.09) |
| Total Distributions  | (0.46) | (0.39) | (0.34) | (0.48) | (0.37) |
| Net Asset Value, End of Year | $9.86 | $9.63 | $8.82 | $8.81 | $11.49 |
| Total Return  | 7.36% | 13.73% | 3.86% | (19.74%) | 0.52% |
| Net Assets, End of Year (thousands)  | $1761866 | $1853936 | $1278871 | $1290771 | $2073764 |
| Ratio of Expenses to Average Net Assets  | 0.20% | 0.20% | 0.21% | 0.21% | 0.22% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and <br> Fees Paid Indirectly) <br>| 0.20% | 0.20% | 0.21% | 0.21% | 0.22% |
| Ratio of Net Investment Income to Average Net Assets  | 4.42% | 4.30% | 3.79% | 2.83% | 2.44% |
| Portfolio Turnover Rate  | 35% | 23% | 53% | 21% | 43% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA Targeted Credit Portfolio** | **DFA Targeted Credit Portfolio** | **DFA Targeted Credit Portfolio** | **DFA Targeted Credit Portfolio** | **DFA Targeted Credit Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $9.53 | $9.20 | $8.99 | $10.18 | $10.18 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.33 | 0.31 | 0.24 | 0.16 | 0.14 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.21 | 0.33 | 0.26 | (1.08) | (0.05) |
| Total from Investment Operations  | 0.54 | 0.64 | 0.50 | (0.92) | 0.09 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.40) | (0.31) | (0.29) | (0.25) | (0.09) |
| Net Realized Gains  |  |  |  | (0.02) |  |
| Total Distributions  | (0.40) | (0.31) | (0.29) | (0.27) | (0.09) |
| Net Asset Value, End of Year | $9.67 | $9.53 | $9.20 | $8.99 | $10.18 |
| Total Return  | 5.79% | 7.03% | 5.59% | (9.17%) | 0.85% |
| Net Assets, End of Year (thousands)  | $839426 | $771482 | $917176 | $866074 | $936850 |
| Ratio of Expenses to Average Net Assets  | 0.20% | 0.20% | 0.20% | 0.20% | 0.20% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.22% | 0.22% | 0.22% | 0.22% | 0.22% |
| Ratio of Net Investment Income to Average Net Assets  | 3.53% | 3.23% | 2.63% | 1.63% | 1.41% |
| Portfolio Turnover Rate  | 70% | 21% | 33% | 39% | 65% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA Global Core Plus Fixed Income Portfolio** | **DFA Global Core Plus Fixed Income Portfolio** | **DFA Global Core Plus Fixed Income Portfolio** | **DFA Global Core Plus Fixed Income Portfolio** | **DFA Global Core Plus Fixed Income Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Period | $9.19 | $8.59 | $8.54 | $10.67 | $10.91 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.34 | 0.33 | 0.29 | 0.22 | 0.20 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.26 | 0.74 | 0.04 | (2.07) | (0.22) |
| Total from Investment Operations  | 0.60 | 1.07 | 0.33 | (1.85) | (0.02) |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.40) | (0.47) | (0.28) | (0.20) | (0.19) |
| Net Realized Gains  |  |  |  | (0.08) | (0.03) |
| Total Distributions  | (0.40) | (0.47) | (0.28) | (0.28) | (0.22) |
| Net Asset Value, End of Period | $9.39 | $9.19 | $8.59 | $8.54 | $10.67 |
| Total Return  | 6.65% | 12.59% | 3.79% | (17.71%) | (0.22%) |
| Net Assets, End of Period (thousands)  | $2819255 | $2639232 | $2593086 | $2400574 | $3119475 |
| Ratio of Expenses to Average Net Assets  | 0.23% | 0.23% | 0.24% | 0.25% | 0.28% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.24% | 0.24% | 0.24% | 0.25% | 0.28% |
| Ratio of Net Investment Income to Average Net Assets  | 3.64% | 3.65% | 3.28% | 2.28% | 1.87% |
| Portfolio Turnover Rate  | 44% | 33% | 33% | 45% | 17% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA Investment Grade Portfolio** | **DFA Investment Grade Portfolio** | **DFA Investment Grade Portfolio** | **DFA Investment Grade Portfolio** | **DFA Investment Grade Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Period | $10.06 | $9.44 | $9.47 | $11.60 | $11.96 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.39 | 0.38 | 0.32 | 0.25 | 0.24 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.23 | 0.60 | (0.08) | (2.04) | (0.36) |
| Total from Investment Operations  | 0.62 | 0.98 | 0.24 | (1.79) | (0.12) |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.37) | (0.36) | (0.27) | (0.24) | (0.24) |
| Net Realized Gains  |  |  |  | (0.10) | (—) |
| Total Distributions  | (0.37) | (0.36) | (0.27) | (0.34) | (0.24) |
| Net Asset Value, End of Period | $10.31 | $10.06 | $9.44 | $9.47 | $11.60 |
| Total Return  | 6.34% | 10.47% | 2.43% | (15.69%) | (1.01%) |
| Net Assets, End of Period (thousands)  | $12453593 | $11882621 | $10165939 | $9997470 | $13622911 |
| Ratio of Expenses to Average Net Assets  | 0.19% | 0.19% | 0.20% | 0.21% | 0.22% |
| Ratio of Expenses to Average Net Assets (Excluding Fees <br> Waived, Expenses Reimbursed by Advisor and Fees Paid <br> Indirectly) <br>| 0.19% | 0.19% | 0.20% | 0.21% | 0.22% |
| Ratio of Net Investment Income to Average Net Assets  | 3.89% | 3.81% | 3.23% | 2.38% | 2.02% |
| Portfolio Turnover Rate  | 25% | 28% | 24% | 25% | 17% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA Diversified Fixed Income Portfolio** | **DFA Diversified Fixed Income Portfolio** | **DFA Diversified Fixed Income Portfolio** | **DFA Diversified Fixed Income Portfolio** | **DFA Diversified Fixed Income Portfolio** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $9.23 | $8.92 | $8.98 | $10.13 | $10.36 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.36 | 0.33 | 0.25 | 0.21 | 0.17 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.18 | 0.30 | (0.07) | (1.07) | (0.22) |
| Total from Investment Operations  | 0.54 | 0.63 | 0.18 | (0.86) | (0.05) |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.35) | (0.32) | (0.24) | (0.21) | (0.17) |
| Net Realized Gains  |  |  |  | (0.08) | (0.01) |
| Total Distributions  | (0.35) | (0.32) | (0.24) | (0.29) | (0.18) |
| Net Asset Value, End of Year | $9.42 | $9.23 | $8.92 | $8.98 | $10.13 |
| Total Return  | 6.02% | 7.17% | 1.97% | (8.63%) | (0.54%) |
| Net Assets, End of Year (thousands)  | $1692816 | $1716948 | $1680574 | $1931543 | $2361921 |
| Ratio of Expenses to Average Net Assets \*(B) | 0.15% | 0.15% | 0.15% | 0.15% | 0.15% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and <br> Fees Paid Indirectly) \*(B)<br>| 0.25% | 0.26% | 0.26% | 0.26% | 0.26% |
| Ratio of Net Investment Income to Average Net Assets  | 3.88% | 3.55% | 2.77% | 2.17% | 1.63% |
| Portfolio Turnover Rate  | 31% | 19% | 17% | 43% | 2% |
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred <br> by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows:<br>| 0.11% | 0.11% | 0.11% | 0.10% | 0.11% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA LTIP Portfolio** | **DFA LTIP Portfolio** | **DFA LTIP Portfolio** | **DFA LTIP Portfolio** | **DFA LTIP Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $5.87 | $5.35 | $6.56 | $11.94 | $12.16 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.34 | 0.29 | 0.39 | 0.83 | 0.56 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | (0.46) | 0.55 | (1.29) | (5.17) | 0.39 |
| Total from Investment Operations  | (0.12) | 0.84 | (0.90) | (4.34) | 0.95 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.31) | (0.32) | (0.31) | (0.77) | (0.52) |
| Net Realized Gains  |  |  |  | (0.27) | (0.65) |
| Total Distributions  | (0.31) | (0.32) | (0.31) | (1.04) | (1.17) |
| Net Asset Value, End of Year | $5.44 | $5.87 | $5.35 | $6.56 | $11.94 |
| Total Return  | (1.93%) | 15.68% | (14.47%) | (38.26%) | 8.30% |
| Net Assets, End of Year (thousands)  | $412981 | $368209 | $304486 | $296218 | $387222 |
| Ratio of Expenses to Average Net Assets  | 0.12% | 0.12% | 0.13% | 0.13% | 0.13% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.12% | 0.12% | 0.13% | 0.13% | 0.13% |
| Ratio of Net Investment Income to Average Net Assets  | 6.31% | 4.94% | 5.92% | 8.72% | 4.86% |
| Portfolio Turnover Rate  | 15% | 10% | 27% | 60% | 39% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA Inflation-Protected Securities Portfolio** | **DFA Inflation-Protected Securities Portfolio** | **DFA Inflation-Protected Securities Portfolio** | **DFA Inflation-Protected Securities Portfolio** | **DFA Inflation-Protected Securities Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $10.95 | $10.39 | $10.80 | $13.32 | $13.05 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.38 | 0.32 | 0.43 | 0.94 | 0.61 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.29 | 0.59 | (0.48) | (2.50) | 0.27 |
| Total from Investment Operations  | 0.67 | 0.91 | (0.05) | (1.56) | 0.88 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.34) | (0.35) | (0.36) | (0.95) | (0.57) |
| Net Realized Gains  |  |  |  | (0.01) | (0.04) |
| Total Distributions  | (0.34) | (0.35) | (0.36) | (0.96) | (0.61) |
| Net Asset Value, End of Year | $11.28 | $10.95 | $10.39 | $10.80 | $13.32 |
| Total Return  | 6.22% | 8.81% | (0.54%) | (12.04%) | 6.91% |
| Net Assets, End of Year (thousands)  | $5159771 | $5057293 | $5098223 | $5892432 | $7223739 |
| Ratio of Expenses to Average Net Assets  | 0.11% | 0.11% | 0.11% | 0.11% | 0.11% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.11% | 0.11% | 0.11% | 0.11% | 0.11% |
| Ratio of Net Investment Income to Average Net Assets  | 3.51% | 2.92% | 3.91% | 7.59% | 4.58% |
| Portfolio Turnover Rate  | 16% | 7% | 9% | 13% | 1% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA Short-Duration Real Return Portfolio** | **DFA Short-Duration Real Return Portfolio** | **DFA Short-Duration Real Return Portfolio** | **DFA Short-Duration Real Return Portfolio** | **DFA Short-Duration Real Return Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Period | $10.81 | $10.51 | $10.14 | $10.58 | $10.05 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.43 | 0.46 | 0.32 | 0.17 | 0.12 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.16 | 0.22 | 0.22 | (0.51) | 0.49 |
| Total from Investment Operations  | 0.59 | 0.68 | 0.54 | (0.34) | 0.61 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.43) | (0.38) | (0.17) | (0.10) | (0.08) |
| Total Distributions  | (0.43) | (0.38) | (0.17) | (0.10) | (0.08) |
| Net Asset Value, End of Period | $10.97 | $10.81 | $10.51 | $10.14 | $10.58 |
| Total Return  | 5.69% | 6.63% | 5.38% | (3.21%) | 6.13% |
| Net Assets, End of Period (thousands)  | $2093353 | $1940586 | $1978527 | $2171424 | $1797965 |
| Ratio of Expenses to Average Net Assets  | 0.22% | 0.22% | 0.22% | 0.22% | 0.22% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.22% | 0.22% | 0.22% | 0.22% | 0.22% |
| Ratio of Net Investment Income to Average Net Assets  | 4.08% | 4.41% | 3.07% | 1.67% | 1.17% |
| Portfolio Turnover Rate  | 36% | 43% | 42% | 56% | 72% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA Global**<br> **Core Plus**<br> **Real Return**<br> **Portfolio** | **DFA Global**<br> **Core Plus**<br> **Real Return**<br> **Portfolio** | **DFA Global**<br> **Core Plus**<br> **Real Return**<br> **Portfolio** | **DFA Global**<br> **Core Plus**<br> **Real Return**<br> **Portfolio** | **DFA Global**<br> **Core Plus**<br> **Real Return**<br> **Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Period**<br> **Apr 26,**<br> **2021Ʊ to**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Period | $9.57 | $8.97 | $8.94 | $10.44 | $10.00 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.32 | 0.31 | 0.27 | 0.19 | 0.08 |
| Net Gains (Losses) on Securities (Realized and Unrealized) <br>| 0.38 | 0.75 | 0.01 | (1.55) | 0.40 |
| Total from Investment Operations  | 0.70 | 1.06 | 0.28 | (1.36) | 0.48 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.38) | (0.46) | (0.25) | (0.13) | (0.04) |
| Net Realized Gains  |  |  |  | (0.01) |  |
| Total Distributions  | (0.38) | (0.46) | (0.25) | (0.14) | (0.04) |
| Net Asset Value, End of Period | $9.89 | $9.57 | $8.97 | $8.94 | $10.44 |
| Total Return  | 7.40% | 11.99% | 3.14% | (13.16%) | 4.78%(C) |
| Net Assets, End of Period (thousands)  | $287239 | $265238 | $241596 | $283912 | $282809 |
| Ratio of Expenses to Average Net Assets  | 0.29% | 0.29% | 0.28% | 0.29% | 0.30%(D)(E) |
| Ratio of Expenses to Average Net Assets (Excluding Fees <br> Waived, Expenses Reimbursed by Advisor and Fees Paid <br> Indirectly) <br>| 0.30% | 0.29% | 0.30% | 0.35% | 0.38%(D)(E) |
| Ratio of Net Investment Income to Average Net Assets  | 3.37% | 3.26% | 2.91% | 1.90% | 1.34%(D)(E) |
| Portfolio Turnover Rate  | 59% | 34% | 37% | 80% | 27%(C) |

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See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

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**DFA INVESTMENT DIMENSIONS GROUP INC.**

**NOTES TO FINANCIAL STATEMENTS**

**A. Organization:** 

DFA Investment Dimensions Group Inc. (the "Fund") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"), whose shares are generally offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of one hundred and three operational portfolios as of October 31, 2025, of which seventeen (the "Portfolios") are included in this report. The remaining operational portfolios are presented in separate reports. The Portfolios are investment companies, and accordingly, follow the accounting and reporting guidance under the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC"), Topic 946, "Financial Services-Investment Companies."

The DFA Diversified Fixed Income Portfolio achieves its investment objective by investing directly in securities as listed on its Schedule of Investments and/or in other series of the Fund as indicated below (collectively, the "Underlying Funds"). The Underlying Funds' financial statements are included in this report. As of October 31, 2025, the Portfolio was the owner of record of the following approximate percentages of the total outstanding shares of the following Underlying Funds as detailed below:

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| | | |
|:---|:---|:---|
| **Fund of Funds** | **Underlying Funds** | **Percentage**<br> **Ownership**<br> **at 10/31/25**<br>|
| DFA Diversified Fixed Income Portfolio | DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp; 11% |
|  | &nbsp;&nbsp; DFA Intermediate Government Fixed Income <br> Portfolio<br>| &nbsp;&nbsp; 14% |

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**B. Significant Accounting Policies:**

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates, and those differences could be material.

1. Security Valuation: The Portfolios use a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 1 – inputs are quoted prices in active markets for identical securities (including equity securities, open-end investment companies, and futures contracts)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 3 – significant unobservable inputs (including the Portfolios' own assumptions in determining the fair value of investments)

Debt securities held by the Portfolios are valued on the basis of evaluated prices provided by one or more pricing services or other reasonably reliable sources including broker/dealers that typically handle the purchase and sale of such securities. Securities that are traded OTC and on a stock exchange generally will be valued according to the broadest and most representative market, and it is expected that for bonds and other fixed income securities, this ordinarily will be the OTC market. Securities for which quotations are not readily available (including restricted securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Directors (the "Board") of the Fund. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

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OTC derivative contracts, which include forward currency contracts, do not require material subjectivity as pricing inputs are observed from quoted markets and are categorized as Level 2 in the hierarchy. Swap agreements will be valued at the price provided by an independent third-party pricing service or source. If a price is not available from an independent third-party pricing service or source, the swap agreement will be valued in good faith at fair value in accordance with procedures approved by the Board. These securities are generally categorized as Level 2 in the hierarchy.

Shares held by the Portfolios in other investment companies (such as the Underlying Funds shares held by the DFA Diversified Fixed Income Portfolio) are valued at their respective daily net asset values as reported by their administrator. These valuations are classified 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.

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. Valuation hierarchy tables have been included at the end of the Schedules of Investments. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

2. Foreign Currency Translation: Securities and other assets and liabilities of DFA Two-Year Global Fixed Income Portfolio, DFA Selectively Hedged Global Fixed Income Portfolio, DFA Five-Year Global Fixed Income Portfolio, DFA World ex U.S. Government Fixed Income Portfolio, DFA Short-Term Extended Quality Portfolio, DFA Intermediate-Term Extended Quality Portfolio, DFA Targeted Credit Portfolio, DFA Global Core Plus Fixed Income Portfolio, DFA Global Core Plus Real Return Portfolio (the "International Fixed Income Portfolios"), DFA Investment Grade Portfolio, DFA Diversified Fixed Income Portfolio, DFA LTIP Portfolio and DFA Short-Duration Real Return Portfolio whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recent bid and ask prices for the U.S. dollar as quoted by generally recognized reliable sources. To facilitate the translation, the Portfolios enter into foreign currency contracts. A foreign currency contract is a spot agreement between two parties to buy and sell currencies at current market exchange rates, for settlement generally within two business days. Dividend and interest income and certain expenses are translated to U.S. dollars at the rate of exchange on their respective accrual dates. Receivables and payables denominated in foreign currencies are marked-to-market daily based on daily exchange rates and exchange gains or losses are realized upon ultimate receipt or disbursement. The International Fixed Income Portfolios, DFA Investment Grade Portfolio, DFA Diversified Fixed Income Portfolio, DFA LTIP Portfolio and DFA Short-Duration Real Return Portfolio may also enter into foreign currency forward contracts to attempt to protect against uncertainty in the level of future foreign currency rates, to hedge against fluctuations in currency exchange rates or to transfer balances from one currency to another. DFA Selectively Hedged Global Fixed Income Portfolio may hedge the currency exposure of its foreign securities or leave some or all of the currency exposure unhedged. The DFA Selectively Hedged Global Fixed Income Portfolio may also enter into foreign currency forward contracts in order to gain exposure to foreign currencies in a more efficient manner. Forward currency contracts are marked-to-market daily based on daily forward exchange rates.

The International Fixed Income Portfolios, DFA Investment Grade Portfolio, DFA Diversified Fixed Income Portfolio and DFA Short-Duration Real Return Portfolio isolate the effect of foreign currency rate fluctuations when determining the realized gain or loss upon the sale or maturity of foreign currency-denominated debt obligations pursuant to U.S. Federal income tax regulations; such amounts are categorized as foreign exchange gain or loss for income tax reporting purposes.

Realized gains or losses on foreign currency transactions represent net foreign exchange gains or losses from the disposition of foreign currencies, currency gains or losses realized between the trade and settlement dates of securities transactions, and the difference between amounts of interest, dividends and any foreign withholding taxes recorded on the books of the International Fixed Income Portfolios, DFA Investment Grade Portfolio, DFA Diversified Fixed Income Portfolio and DFA Short-Duration Real Return Portfolio and the U.S. dollar equivalent amounts actually received or paid.

3. Treasury Inflation-Protected Securities (TIPS): Inflation-protected securities (also known as inflation indexed securities) are securities whose principal and/or interest payments are adjusted for inflation, unlike conventional debt securities that make fixed principal and interest payments. Inflation-protected securities include Treasury

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Inflation-Protected Securities ("TIPS"), which are securities issued by the U.S. Treasury. The principal value of TIPS is adjusted for inflation (payable at maturity) and the semi-annual interest payments by TIPS equal a fixed percentage of the inflation-adjusted principal amount. These inflation adjustments are based upon the Consumer Price Index for Urban Consumers (CPI-U). The original principal value of TIPS is guaranteed, even during period of deflation. At maturity, TIPS are redeemed at the greater of their inflation-adjusted principal or par amount at original issue. Other types of inflation-protected securities may use other methods to adjust for inflation and other measures of inflation. Additionally, inflation-protected securities issued by entities other than the U.S. Treasury may not provide a guarantee of principal value at maturity.

4. To-Be-Announced (TBA) Commitments: TBA commitments are commitments to purchase or sell mortgage-backed securities for a fixed price at a future date, typically not exceeding 90 days. TBA's may be considered securities in themselves and involve a risk of loss if the value of the security to be purchased declines prior to the settlement date. This risk is in addition to the risk of decline in each Portfolio's other assets. Unsettled TBA securities are valued by the Advisor using evaluations from an independent pricing service based on the characteristics of the securities to be delivered or received.

5. Deferred Compensation Plan: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the "Plan"). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds, each of which are affiliates of the Portfolios, and advised by Dimensional Fund Advisors LP (the "Advisor"): the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company Portfolio, U.S. Vector Equity Portfolio, U.S. Micro Cap Portfolio, DFA International Value Portfolio, International Core Equity 2 Portfolio, Emerging Markets Portfolio, Emerging Markets Core Equity 2 Portfolio, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/Trustees' Fees & Expenses.

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the "Notice") to defer the receipt of the Director's deferred compensation until a date specified by such Director in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board; and (ii) five years following the effective date of the Director's first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

6. Other: Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities/affiliated investment companies and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Non-cash dividend income received in the form of securities in-lieu of cash, if any, are recorded at the fair value of securities received. Distributions received on securities and from the investment in affiliated investment companies that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolios estimate the character of received distributions that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Discount and premium on debt securities purchased are amortized over the lives of the respective securities, using the effective interest method. Expenses directly attributable to a Portfolio are directly charged. Common expenses of the Fund or the Portfolios are allocated using methods approved by the Board, generally based on average net assets.

The Portfolios may be subject to taxes imposed by countries in which they invest with respect to their investments in issuers existing or operating in such countries. Such taxes are generally based on income earned or repatriated and capital gains realized on the sale of such investments. The Portfolios accrue such taxes when the related income or capital gains are earned or throughout the holding period. Some countries require governmental

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approval for the repatriation of investment income, capital or the proceeds of sales earned by foreign investors. Additionally, if there is a deterioration in a country's balance of payments or for other reasons, a country may impose temporary restrictions on foreign capital remittances abroad.

Organizational costs are expensed during the fiscal year of inception of the Portfolios. Offering costs are amortized over a twelve-month period from the inception of the Portfolios.

**C. Investment Advisor:**

The Advisor provides investment management services to the Portfolios. For the year ended October 31, 2025, the Portfolios' investment management fees were accrued daily and paid monthly to the Advisor based on the following effective annual rates of average daily net assets:

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| | |
|:---|:---|
| DFA One-Year Fixed Income Portfolio | 0.10<br> %<br>|
| DFA Two-Year Global Fixed Income Portfolio | 0.14<br> %<br>|
| DFA Selectively Hedged Global Fixed Income Portfolio | 0.14<br> %<br>|
| DFA Five-Year Global Fixed Income Portfolio | 0.18<br> %<br>|
| DFA World ex U.S. Government Fixed Income Portfolio | 0.16<br> %<br>|
| DFA Short-Term Government Portfolio | 0.14<br> %<br>|
| DFA Intermediate Government Fixed Income Portfolio | 0.09<br> %<br>|
| DFA Short-Term Extended Quality Portfolio | 0.15<br> %<br>|
| DFA Intermediate-Term Extended Quality Portfolio | 0.16<br> %<br>|
| DFA Targeted Credit Portfolio | 0.18<br> %<br>|
| DFA Global Core Plus Fixed Income Portfolio | 0.20<br> %<br>|
| DFA Investment Grade Portfolio | 0.16<br> %<br>|
| DFA Diversified Fixed Income Portfolio | 0.12<br> %<br>|
| DFA LTIP Portfolio | 0.10<br> %<br>|
| DFA Inflation-Protected Securities Portfolio | 0.09<br> %<br>|
| DFA Short-Duration Real Return Portfolio | 0.18<br> %<br>|
| DFA Global Core Plus Real Return Portfolio | 0.21<br> %<br>|

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Pursuant to Amended and Restated Fee Waiver and/or Expense Assumption Agreements (each, a "Fee Waiver Agreement"), the Advisor has contractually agreed to waive certain fees, and in certain instances, assume certain expenses of the Portfolios, as described in the notes below. The Fee Waiver Agreements for each of the Portfolios will remain in effect through February 28, 2026. The Fee Waiver Agreements may only be terminated by the Fund's Board prior to such applicable date and shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. During the year ended October 31, 2025, the Portfolios had expense limits based on a percentage of average net assets on an annualized basis, as listed below. At any time that the Portfolio Expenses (defined below) of the Institutional Class of a Portfolio are less than the Expense Limitation Amount listed below, the Advisor retains the right to recover fees previously waived and/or expenses previously assumed to the extent that the expense ratio following such recovery would be less than the Expense Limitation Amount that was in place when such prior year fees were waived and/or expenses assumed, and less than the current Expense Limitation Amount in place for the Portfolio. The recovered previously waived fees/assumed expenses during the year ended October 31, 2025, waived fees/assumed expenses during the year ended October 31, 2025, and previously waived fees/assumed expenses subject to future recovery by the Advisor, are reflected below (amounts in thousands). The Fund, on behalf of the Portfolios, is not obligated to reimburse the Advisor for fees previously waived or expenses previously assumed by the Advisor more than thirty-six months before the date of recovery. With respect to the DFA Short-Duration Real Return Portfolio, the Advisor shall also not be reimbursed for any management fees previously waived to offset the Portfolio's proportionate share of the management fees paid by such Portfolio through its investment in other funds managed by the Advisor.

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| | | | | |
|:---|:---|:---|:---|:---|
| **Institutional Class Shares**  | **Expense**<br> **Limitation**<br> **Amount**<br>| **Total**<br> **Management**<br> **Fee Limit**<br>| **Recovery**<br> **of Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br>| **Waived Fees/**<br> **Assumed**<br> **Expenses**<br>|
| DFA Selectively Hedged Global Fixed Income <br> Portfolio (1)<br>| 0.25<br> %<br>|  |  |  |
| DFA World ex U.S. Government Fixed Income <br> Portfolio (1)<br>| 0.20<br> %<br>|  | $15 | $4 |
| DFA Short-Term Government Portfolio (2) | 0.20<br> %<br>|  |  |  |
| DFA Short-Term Extended Quality Portfolio (1) | 0.18<br> %<br>|  | 4 |  |
| DFA Intermediate-Term Extended Quality <br> Portfolio (1)<br>| 0.20<br> %<br>|  |  |  |
| DFA Targeted Credit Portfolio (1) | 0.20<br> %<br>|  |  | 162 |
| DFA Global Core Plus Fixed Income Portfolio (3) | 0.23<br> %<br>|  | 14 | 145 |
| DFA Investment Grade Portfolio (4) | 0.19<br> %<br>|  |  |  |
| DFA Diversified Fixed Income Portfolio (3) | 0.15<br> %<br>|  |  | 1773 |
| DFA LTIP Portfolio (1) | 0.15<br> %<br>|  |  |  |
| DFA Inflation-Protected Securities Portfolio (1) | 0.20<br> %<br>|  |  |  |
| DFA Short-Duration Real Return Portfolio (5) | 0.24<br> %<br>| 0.18<br> %<br>|  |  |
| DFA Global Core Plus Real Return Portfolio (3) | 0.29<br> %<br>|  | 56 | 19 |

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

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| |
|:---|
| (1) The Advisor has contractually agreed to waive all or a portion of its management fee and assume the ordinary operating expenses of <br> a class of each of the Portfolios listed above (excluding the expenses that the Portfolio incurs indirectly through its investment in other investment <br> companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of a class of each Portfolio, on an annualized basis, <br> to the rates listed above as a percentage of a class of the respective Portfolio's average net assets (the "Expense Limitation Amount").<br>|
| (2) The Advisor has contractually agreed to waive all or a portion of its management fee to the extent necessary to reduce the ordinary <br> operating expenses (excluding expenses incurred through its investment in other investment companies) ("Portfolio Expenses") of a class of the <br> Portfolio so that such Portfolio Expenses, on an annualized basis, do not exceed the rate reflected above for a class of the Portfolio (the "Expense <br> Limitation Amount").<br>|
| (3) The Advisor has contractually agreed to waive all or a portion of its management fee and to assume the ordinary operating expenses <br> of a class of the Portfolio (including the expenses that the Portfolio bears as a shareholder of other funds managed by the Advisor, excluding <br> money market funds and the DFA Short Term Investment Fund (the "Short Term Series"), but excluding the expenses that the Portfolio incurs <br> indirectly through its investment in unaffiliated investment companies)("Portfolio Expenses") to the extent necessary to limit the Portfolio <br> Expenses of a class of the Portfolio to the rate listed above as a percentage of the average net assets of a class of the Portfolio on an annualized <br> basis (the "Expense Limitation Amount").<br>|
| (4) The Advisor has agreed to waive all or a portion of its management fee and to assume the expenses of a class of the Portfolio (including <br> the expenses that the Portfolio bears as a shareholder of other funds managed by the Advisor but excluding the expenses that the Portfolio incurs <br> indirectly through investment of its securities lending cash collateral in the Short Term Series and its investment in unaffiliated investment <br> companies) ("Portfolio Expenses") to the extent necessary to limit Portfolio Expenses of a class of the Portfolio, on an annualized basis, to the <br> rate listed above as a percentage of the average net assets of a class of the Portfolio (the "Expense Limitation Amount").<br>|
| (5) The Advisor has contractually agreed to waive up to the full amount of the Portfolio's management fee of 0.18% to the extent necessary <br> to offset the proportionate share of the management fees paid by the Portfolio through its investment in other funds managed by the Advisor, <br> except for the fees paid through its investment of securities lending cash collateral in the Short Term Series (the "Underlying Funds"). In addition, <br> under the Fee Waiver Agreement, the Advisor, has also agreed to waive all or a portion of the management fee and to assume the ordinary <br> operating expenses of a class of the Portfolio (including the expenses that the Portfolio bears as a shareholder of other funds managed by the <br> Advisor but excluding the expenses that the Portfolio incurs indirectly through investment of its securities lending cash collateral in the Short <br> Term Series and the expenses that the Portfolio incurs indirectly through its investment in unaffiliated investment companies) ("Portfolio <br> Expenses") to the extent necessary to limit the Portfolio Expenses of a class of the Portfolio to the rate listed above as a percentage of the <br> average net assets of a class of the Portfolio on an annualized basis (the "Expense Limitation Amount").<br>|

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** |
|  | **10/31/2026** | **10/31/2027** | **10/31/2028** | **Total** |
| DFA World ex U.S. Government Fixed Income Portfolio | &nbsp;&nbsp; $33 | $2 | $4 | $39 |
| DFA Targeted Credit Portfolio | &nbsp;&nbsp; 203 | 205 | 162 | 570 |
| DFA Global Core Plus Fixed Income Portfolio | &nbsp;&nbsp; — | 147 | 145 | 292 |
| DFA Diversified Fixed Income Portfolio | &nbsp;&nbsp; 2108 | 1806 | 1773 | 5687 |
| DFA Global Core Plus Real Return Portfolio | &nbsp;&nbsp; 18 | 8 | 19 | 45 |

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**Earned Income Credit:** 

Additionally, the Portfolios have entered into arrangements with their custodian whereby net interest earned on uninvested cash balances was used to reduce a portion of the Portfolios' custody expenses. Custody expense in the accompanying financial statements is presented before reduction for credits. The impact of such credits is generally less than one basis point of each Portfolio's net assets. During the year ended October 31, 2025, expenses reduced were as follows (amount in thousands):

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| | |
|:---|:---|
|  | **Fees Paid**<br> **Indirectly**<br>|
| DFA World ex U.S. Government Fixed Income Portfolio | &nbsp;&nbsp; $42 |

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**Fees Paid to Officers and Directors/Trustees:**

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Fund. For the year ended October 31, 2025, the total related amount paid by the Fund to the CCO was $239 (in thousands). The total related amounts paid by each of the Portfolios are included in Other Expenses on the Statements of Operations.

**D. Deferred Compensation:** 

As of October 31, 2025, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statements of Assets and Liabilities as follows (amounts in thousands):

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| | |
|:---|:---|
| DFA One-Year Fixed Income Portfolio | &nbsp;&nbsp; $209 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp; 158 |
| DFA Selectively Hedged Global Fixed Income Portfolio | &nbsp;&nbsp; 15 |
| DFA Five-Year Global Fixed Income Portfolio | &nbsp;&nbsp; 158 |
| DFA World ex U.S. Government Fixed Income Portfolio | &nbsp;&nbsp; 4 |
| DFA Short-Term Government Portfolio | &nbsp;&nbsp; 44 |
| DFA Intermediate Government Fixed Income Portfolio | &nbsp;&nbsp; 62 |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp; 44 |
| DFA Intermediate-Term Extended Quality Portfolio | &nbsp;&nbsp; 13 |
| DFA Targeted Credit Portfolio | &nbsp;&nbsp; 4 |
| DFA Global Core Plus Fixed Income Portfolio | &nbsp;&nbsp; 10 |
| DFA Investment Grade Portfolio | &nbsp;&nbsp; 45 |
| DFA Diversified Fixed Income Portfolio | &nbsp;&nbsp; 7 |
| DFA LTIP Portfolio | &nbsp;&nbsp; 1 |

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| | |
|:---|:---|
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp; $29 |
| DFA Short-Duration Real Return Portfolio | &nbsp;&nbsp; 8 |
| DFA Global Core Plus Real Return Portfolio | &nbsp;&nbsp; 1 |

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**E. Purchases and Sales of Securities:** 

For the year ended October 31, 2025, the Portfolios made the following purchases and sales of investment securities, other than short-term securities and in-kind redemptions (amounts in thousands):

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **U.S. Government Securities**  | **U.S. Government Securities**  | **Other Investment Securities** | **Other Investment Securities** |
|  | **Purchases**  | **Sales**  | **Purchases**  | **Sales**  |
| DFA One-Year Fixed Income Portfolio | &nbsp;&nbsp; $842547 | &nbsp;&nbsp; $1183333 | &nbsp;&nbsp; $501661 | &nbsp;&nbsp; $268217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DFA Two-Year Global Fixed Income <br> Portfolio<br>| &nbsp;&nbsp; 372555 | &nbsp;&nbsp; 1058418 | &nbsp;&nbsp; 1109263 | &nbsp;&nbsp; 440359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DFA Selectively Hedged Global Fixed <br> Income Portfolio<br>| &nbsp;&nbsp; 34479 | &nbsp;&nbsp; 55513 | &nbsp;&nbsp; 583333 | &nbsp;&nbsp; 240238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DFA Five-Year Global Fixed Income <br> Portfolio<br>| &nbsp;&nbsp; 116007 | &nbsp;&nbsp; 1243095 | &nbsp;&nbsp; 5354124 | &nbsp;&nbsp; 818598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DFA World ex U.S. Government Fixed <br> Income Portfolio<br>| &nbsp;&nbsp; 6310 | &nbsp;&nbsp; 20931 | &nbsp;&nbsp; 550233 | &nbsp;&nbsp; 499338 |
| DFA Short-Term Government Portfolio | &nbsp;&nbsp; 456696 | &nbsp;&nbsp; 425401 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DFA Intermediate Government Fixed <br> Income Portfolio<br>| &nbsp;&nbsp; 766144 | &nbsp;&nbsp; 850219 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DFA Short-Term Extended Quality <br> Portfolio<br>| &nbsp;&nbsp; 79416 | &nbsp;&nbsp; 197063 | &nbsp;&nbsp; 1765731 | &nbsp;&nbsp; 1692238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DFA Intermediate-Term Extended Quality <br> Portfolio<br>| &nbsp;&nbsp; 15659 | &nbsp;&nbsp; 43604 | &nbsp;&nbsp; 611793 | &nbsp;&nbsp; 713828 |
| DFA Targeted Credit Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; 19001 | &nbsp;&nbsp; 595716 | &nbsp;&nbsp; 481676 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DFA Global Core Plus Fixed Income <br> Portfolio<br>| &nbsp;&nbsp; 17998 | &nbsp;&nbsp; 88209 | &nbsp;&nbsp; 1289971 | &nbsp;&nbsp; 1058892 |
| DFA Investment Grade Portfolio | &nbsp;&nbsp; 2082155 | &nbsp;&nbsp; 1455016 | &nbsp;&nbsp; 1200868 | &nbsp;&nbsp; 1410369 |
| DFA Diversified Fixed Income Portfolio | &nbsp;&nbsp; 415249 | &nbsp;&nbsp; 291474 | &nbsp;&nbsp; 32292 | &nbsp;&nbsp; 57920 |
| DFA LTIP Portfolio | &nbsp;&nbsp; 107064 | &nbsp;&nbsp; 56976 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DFA Inflation-Protected Securities <br> Portfolio<br>| &nbsp;&nbsp; 821947 | &nbsp;&nbsp; 956600 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DFA Short-Duration Real Return <br> Portfolio<br>| &nbsp;&nbsp; 83016 | &nbsp;&nbsp; 94667 | &nbsp;&nbsp; 984686 | &nbsp;&nbsp; 448028 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DFA Global Core Plus Real Return <br> Portfolio<br>| &nbsp;&nbsp; 15985 | &nbsp;&nbsp; 20273 | &nbsp;&nbsp; 151890 | &nbsp;&nbsp; 132859 |

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For the year ended October 31, 2025, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

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The amounts presented below may differ from the respective amounts presented in the corresponding Schedules of Investments, Statements of Assets and Liabilities or Statements of Operations due to rounding. The amounts are as follows (amounts in thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **October 31, 2025**<br>| **Shares as of**<br> **October 31, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **DFA One-Year Fixed** <br> **Income Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>|  | $24522 | $19359 |  |  | $5163 | 446 | $25 |  |
| **Total** | **—** | **$24522** | **$19359** | **—** | **—** | **$5163** |  | **$25** | **—** |
| **DFA Two-Year Global** <br> **Fixed Income Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $41680 | $261578 | $226660 | $6 | $(3)<br>| $76601 | 6622 | $258 |  |
| **Total** | **$41680** | **$261578** | **$226660** | **$6** | **$(3)**<br>| **$76601** |  | **$258** | **—** |
| **DFA Selectively Hedged** <br> **Global Fixed Income** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $10455 | $70559 | $80536 | $2 | $(1)<br>| $479 | 41 | $178 |  |
| **Total** | **$10455** | **$70559** | **$80536** | **$2** | **$(1)**<br>| **$479** |  | **$178** | **—** |
| **DFA Five-Year Global** <br> **Fixed Income Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $83348 | $148211 | $226012 | $12 | $(5)<br>| $5554 | 480 | $584 |  |
| **Total** | **$83348** | **$148211** | **$226012** | **$12** | **$(5)**<br>| **$5554** |  | **$584** | **—** |
| **DFA Short-Term** <br> **Extended Quality** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $30581 | $272624 | $297616 |  | $(1)<br>| $5588 | 483 | $1012 |  |
| **Total** | **$30581** | **$272624** | **$297616** | **—** | **$(1)**<br>| **$5588** |  | **$1012** | **—** |
| **DFA Intermediate-Term** <br> **Extended Quality** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $30062 | $390761 | $381717 | $(2)<br>| $(1)<br>| $39103 | 3381 | $1767 |  |
| **Total** | **$30062** | **$390761** | **$381717** | **$(2)**<br>| **$(1)**<br>| **$39103** |  | **$1767** | **—** |
| **DFA Targeted Credit** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $6093 | $158354 | $158769 |  | $(1)<br>| $5677 | 491 | $390 |  |
| **Total** | **$6093** | **$158354** | **$158769** | **—** | **$(1)**<br>| **$5677** |  | **$390** | **—** |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **October 31, 2025**<br>| **Shares as of**<br> **October 31, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **DFA Global Core Plus** <br> **Fixed Income Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $49475 | $303933 | $319970 | $5 |  | $33443 | 2891 |  |  |
| **Total** | **$49475** | **$303933** | **$319970** | **$5** | **—** | **$33443** |  | **—** | **—** |
| **DFA Investment Grade** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $402706 | $1554951 | $1440527 | $32 | $(2)<br>| $517160 | 44710 | $9527 |  |
| **Total** | **$402706** | **$1554951** | **$1440527** | **$32** | **$(2)**<br>| **$517160** |  | **$9527** | **—** |
| **DFA Diversified Fixed** <br> **Income Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| DFA Intermediate <br> Government Fixed <br> Income Portfolio<br>| $851587 | $32291 | $57920 | $(9376)<br>| $33197 | $849779 | 75268 | $25201 |  |
| DFA Two-Year Global <br> Fixed Income Portfolio<br>| 523277 | 25927 | 35980 | (495)<br>| (902)<br>| 511827 | 52015 | 24196 |  |
| **Total** | **$1374864** | **$58218** | **$93900** | **$(9871)**<br>| **$32295** | **$1361606** |  | **$49397** | **—** |
| **DFA Short-Duration Real** <br> **Return Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $12168 | $127227 | $132459 | $2 |  | $6938 | 600 | $384 |  |
| **Total** | **$12168** | **$127227** | **$132459** | **$2** | **—** | **$6938** |  | **$384** | **—** |
| **DFA Global Core Plus** <br> **Real Return Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $5628 | $58461 | $62418 |  |  | $1671 | 144 | $157 |  |
| **Total** | **$5628** | **$58461** | **$62418** | **—** | **—** | **$1671** |  | **$157** | **—** |

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**F. Federal Income Taxes:** 

Each Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to its shareholders. Accordingly, no provision has been made for federal income taxes.

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are charged or credited to paid-in capital or distributable earnings, undistributed net investment income, accumulated net realized gains or losses, or unrealized appreciation, as appropriate, in the period that the differences arise. Accordingly, the permanent differences as of October 31, 2025, can occur as a result of non-deductible expenses, net foreign currency gains/losses, the use of accumulated earnings and profits distributed to shareholders on

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redemptions of shares as part of the dividends paid deduction for income tax purposes, distribution redesignations, and bond amortization, and were reclassified to the accounts mentioned above. These reclassifications had no effect on net assets or net asset value per share.

The tax character of dividends and distributions declared and paid during the years ended October 31, 2024, and October 31, 2025, were as follows (amounts in thousands):

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| | | | |
|:---|:---|:---|:---|
|  | **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Long-Term**<br> **Capital Gains**<br>| **Total** |
| DFA One-Year Fixed Income Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; $229188 | &nbsp;&nbsp; — | &nbsp;&nbsp; $229188 |
| 2025 | &nbsp;&nbsp; 190508 | &nbsp;&nbsp; — | &nbsp;&nbsp; 190508 |
| DFA Two-Year Global Fixed Income Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 196491 | &nbsp;&nbsp; — | &nbsp;&nbsp; 196491 |
| 2025 | &nbsp;&nbsp; 214694 | &nbsp;&nbsp; — | &nbsp;&nbsp; 214694 |
| DFA Selectively Hedged Global Fixed Income Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 38276 | &nbsp;&nbsp; — | &nbsp;&nbsp; 38276 |
| 2025 | &nbsp;&nbsp; 44531 | &nbsp;&nbsp; — | &nbsp;&nbsp; 44531 |
| DFA Five-Year Global Fixed Income Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 493009 | &nbsp;&nbsp; — | &nbsp;&nbsp; 493009 |
| 2025 | &nbsp;&nbsp; 399330 | &nbsp;&nbsp; — | &nbsp;&nbsp; 399330 |
| DFA World ex U.S. Government Fixed Income Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 42826 | &nbsp;&nbsp; — | &nbsp;&nbsp; 42826 |
| 2025 | &nbsp;&nbsp; 28809 | &nbsp;&nbsp; — | &nbsp;&nbsp; 28809 |
| DFA Short-Term Government Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 74582 | &nbsp;&nbsp; — | &nbsp;&nbsp; 74582 |
| 2025 | &nbsp;&nbsp; 71553 | &nbsp;&nbsp; — | &nbsp;&nbsp; 71553 |
| DFA Intermediate Government Fixed Income Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 152473 | &nbsp;&nbsp; — | &nbsp;&nbsp; 152473 |
| 2025 | &nbsp;&nbsp; 176690 | &nbsp;&nbsp; — | &nbsp;&nbsp; 176690 |
| DFA Short-Term Extended Quality Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 249366 | &nbsp;&nbsp; — | &nbsp;&nbsp; 249366 |
| 2025 | &nbsp;&nbsp; 242510 | &nbsp;&nbsp; — | &nbsp;&nbsp; 242510 |
| DFA Intermediate-Term Extended Quality Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 63498 | &nbsp;&nbsp; — | &nbsp;&nbsp; 63498 |
| 2025 | &nbsp;&nbsp; 85289 | &nbsp;&nbsp; — | &nbsp;&nbsp; 85289 |
| DFA Targeted Credit Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 27100 | &nbsp;&nbsp; — | &nbsp;&nbsp; 27100 |
| 2025 | &nbsp;&nbsp; 35260 | &nbsp;&nbsp; — | &nbsp;&nbsp; 35260 |
| DFA Global Core Plus Fixed Income Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 135326 | &nbsp;&nbsp; — | &nbsp;&nbsp; 135326 |
| 2025 | &nbsp;&nbsp; 115596 | &nbsp;&nbsp; — | &nbsp;&nbsp; 115596 |
| DFA Investment Grade Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 399073 | &nbsp;&nbsp; — | &nbsp;&nbsp; 399073 |
| 2025 | &nbsp;&nbsp; 443908 | &nbsp;&nbsp; — | &nbsp;&nbsp; 443908 |
| DFA Diversified Fixed Income Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 60117 | &nbsp;&nbsp; — | &nbsp;&nbsp; 60117 |
| 2025 | &nbsp;&nbsp; 64310 | &nbsp;&nbsp; — | &nbsp;&nbsp; 64310 |

---

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| | | | |
|:---|:---|:---|:---|
|  | **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Long-Term**<br> **Capital Gains**<br>| **Total** |
| DFA LTIP Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; $19275 | &nbsp;&nbsp; — | &nbsp;&nbsp; $19275 |
| 2025 | &nbsp;&nbsp; 21672 | &nbsp;&nbsp; — | &nbsp;&nbsp; 21672 |
| DFA Inflation-Protected Securities Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 164208 | &nbsp;&nbsp; — | &nbsp;&nbsp; 164208 |
| 2025 | &nbsp;&nbsp; 155110 | &nbsp;&nbsp; — | &nbsp;&nbsp; 155110 |
| DFA Short-Duration Real Return Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 70751 | &nbsp;&nbsp; — | &nbsp;&nbsp; 70751 |
| 2025 | &nbsp;&nbsp; 78375 | &nbsp;&nbsp; — | &nbsp;&nbsp; 78375 |
| DFA Global Core Plus Real Return Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 12500 | &nbsp;&nbsp; — | &nbsp;&nbsp; 12500 |
| 2025 | &nbsp;&nbsp; 10495 | &nbsp;&nbsp; — | &nbsp;&nbsp; 10495 |

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As of October 31, 2025, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed**<br> **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Undistributed**<br> **Long-Term**<br> **Capital Gains**<br>| **Capital Loss**<br> **Carryforwards**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>| **Total Net**<br> **Distributable**<br> **Earnings**<br> **(Accumulated**<br> **Losses)**<br>|
| DFA One-Year Fixed Income Portfolio | &nbsp;&nbsp; $2770 | &nbsp;&nbsp; — | &nbsp;&nbsp; $(82178)<br>| &nbsp;&nbsp; $(201)<br>| &nbsp;&nbsp; $(79609)<br>|
| DFA Two-Year Global Fixed Income <br> Portfolio<br>| &nbsp;&nbsp; 46033 | &nbsp;&nbsp; — | &nbsp;&nbsp; (168254)<br>| &nbsp;&nbsp; 6037 | &nbsp;&nbsp; (116184)<br>|
| DFA Selectively Hedged Global Fixed <br> Income Portfolio<br>| &nbsp;&nbsp; 36678 | &nbsp;&nbsp; — | &nbsp;&nbsp; (133420)<br>| &nbsp;&nbsp; 3646 | &nbsp;&nbsp; (93096)<br>|
| DFA Five-Year Global Fixed Income <br> Portfolio<br>| &nbsp;&nbsp; 105188 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1134474)<br>| &nbsp;&nbsp; 19205 | &nbsp;&nbsp; (1010081)<br>|
| DFA World ex U.S. Government Fixed <br> Income Portfolio<br>| &nbsp;&nbsp; 3555 | &nbsp;&nbsp; — | &nbsp;&nbsp; (193388)<br>| &nbsp;&nbsp; (68872)<br>| &nbsp;&nbsp; (258705)<br>|
| DFA Short-Term Government Portfolio | &nbsp;&nbsp; 7115 | &nbsp;&nbsp; — | &nbsp;&nbsp; (139983)<br>| &nbsp;&nbsp; 14 | &nbsp;&nbsp; (132854)<br>|
| DFA Intermediate Government Fixed <br> Income Portfolio<br>| &nbsp;&nbsp; 18135 | &nbsp;&nbsp; — | &nbsp;&nbsp; (447894)<br>| &nbsp;&nbsp; (181104)<br>| &nbsp;&nbsp; (610863)<br>|
| DFA Short-Term Extended Quality <br> Portfolio<br>| &nbsp;&nbsp; 15540 | &nbsp;&nbsp; — | &nbsp;&nbsp; (386310)<br>| &nbsp;&nbsp; 17486 | &nbsp;&nbsp; (353284)<br>|
| DFA Intermediate-Term Extended <br> Quality Portfolio<br>| &nbsp;&nbsp; 3670 | &nbsp;&nbsp; — | &nbsp;&nbsp; (212354)<br>| &nbsp;&nbsp; (8657)<br>| &nbsp;&nbsp; (217341)<br>|
| DFA Targeted Credit Portfolio | &nbsp;&nbsp; 1732 | &nbsp;&nbsp; — | &nbsp;&nbsp; (44344)<br>| &nbsp;&nbsp; 3569 | &nbsp;&nbsp; (39043)<br>|
| DFA Global Core Plus Fixed Income <br> Portfolio<br>| &nbsp;&nbsp; 29727 | &nbsp;&nbsp; — | &nbsp;&nbsp; (380259)<br>| &nbsp;&nbsp; (45661)<br>| &nbsp;&nbsp; (396193)<br>|
| DFA Investment Grade Portfolio | &nbsp;&nbsp; 111042 | &nbsp;&nbsp; — | &nbsp;&nbsp; (894877)<br>| &nbsp;&nbsp; (322345)<br>| &nbsp;&nbsp; (1106180)<br>|
| DFA Diversified Fixed Income Portfolio | &nbsp;&nbsp; 1838 | &nbsp;&nbsp; — | &nbsp;&nbsp; (79258)<br>| &nbsp;&nbsp; (89866)<br>| &nbsp;&nbsp; (167286)<br>|
| DFA LTIP Portfolio | &nbsp;&nbsp; 3283 | &nbsp;&nbsp; — | &nbsp;&nbsp; (32416)<br>| &nbsp;&nbsp; (177013)<br>| &nbsp;&nbsp; (206146)<br>|
| DFA Inflation-Protected Securities <br> Portfolio<br>| &nbsp;&nbsp; 21071 | &nbsp;&nbsp; — | &nbsp;&nbsp; (255888)<br>| &nbsp;&nbsp; (317851)<br>| &nbsp;&nbsp; (552668)<br>|

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed**<br> **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Undistributed**<br> **Long-Term**<br> **Capital Gains**<br>| **Capital Loss**<br> **Carryforwards**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>| **Total Net**<br> **Distributable**<br> **Earnings**<br> **(Accumulated**<br> **Losses)**<br>|
| DFA Short-Duration Real Return <br> Portfolio<br>| &nbsp;&nbsp; $68986 | &nbsp;&nbsp; $10072 | &nbsp;&nbsp; — | &nbsp;&nbsp; $28408 | &nbsp;&nbsp; $107466 |
| DFA Global Core Plus Real Return <br> Portfolio<br>| &nbsp;&nbsp; 3050 | &nbsp;&nbsp; — | &nbsp;&nbsp; $(28383)<br>| &nbsp;&nbsp; 3733 | &nbsp;&nbsp; (21600)<br>|

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For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2025, the Portfolios had the following capital loss carryforwards available to offset future realized capital gains with no expiration date (amounts in thousands):

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| | |
|:---|:---|
|  | **Total** |
| DFA One-Year Fixed Income Portfolio | &nbsp;&nbsp; $82178 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp; 168254 |
| DFA Selectively Hedged Global Fixed Income Portfolio | &nbsp;&nbsp; 133420 |
| DFA Five-Year Global Fixed Income Portfolio | &nbsp;&nbsp; 1134474 |
| DFA World ex U.S. Government Fixed Income Portfolio | &nbsp;&nbsp; 193388 |
| DFA Short-Term Government Portfolio | &nbsp;&nbsp; 139983 |
| DFA Intermediate Government Fixed Income Portfolio | &nbsp;&nbsp; 447894 |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp; 386310 |
| DFA Intermediate-Term Extended Quality Portfolio | &nbsp;&nbsp; 212354 |
| DFA Targeted Credit Portfolio | &nbsp;&nbsp; 44344 |
| DFA Global Core Plus Fixed Income Portfolio | &nbsp;&nbsp; 380259 |
| DFA Investment Grade Portfolio | &nbsp;&nbsp; 894877 |
| DFA Diversified Fixed Income Portfolio | &nbsp;&nbsp; 79258 |
| DFA LTIP Portfolio | &nbsp;&nbsp; 32416 |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp; 255888 |
| DFA Global Core Plus Real Return Portfolio | &nbsp;&nbsp; 28383 |

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During the year ended October 31, 2025, the following Portfolios used capital loss carryforwards to offset realized capital gains for federal income tax purposes.

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| | |
|:---|:---|
| DFA One-Year Fixed Income Portfolio | &nbsp;&nbsp; $650 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp; 1070 |
| DFA Five-Year Global Fixed Income Portfolio | &nbsp;&nbsp; 1305 |
| DFA Short-Term Government Portfolio | &nbsp;&nbsp; 89 |
| DFA Short-Duration Real Return Portfolio | &nbsp;&nbsp; 12055 |

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As of October 31, 2025, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br> **Tax Cost**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **(Depreciation)**<br>| **Net**<br> **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| DFA One-Year Fixed Income Portfolio | &nbsp;&nbsp; $4469162 | &nbsp;&nbsp; $548 | &nbsp;&nbsp; $(746)<br>| &nbsp;&nbsp; $(198)<br>|

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br> **Tax Cost**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **(Depreciation)**<br>| **Net**<br> **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp; $4601821 | &nbsp;&nbsp; $22141 | &nbsp;&nbsp; $(16046)<br>| &nbsp;&nbsp; $6095 |
| DFA Selectively Hedged Global Fixed Income Portfolio | &nbsp;&nbsp; 1011314 | &nbsp;&nbsp; 7898 | &nbsp;&nbsp; (4198)<br>| &nbsp;&nbsp; 3700 |
| DFA Five-Year Global Fixed Income Portfolio | &nbsp;&nbsp; 9321592 | &nbsp;&nbsp; 76790 | &nbsp;&nbsp; (56980)<br>| &nbsp;&nbsp; 19810 |
| DFA World ex U.S. Government Fixed Income <br> Portfolio<br>| &nbsp;&nbsp; 1049235 | &nbsp;&nbsp; 12451 | &nbsp;&nbsp; (81394)<br>| &nbsp;&nbsp; (68943)<br>|
| DFA Short-Term Government Portfolio | &nbsp;&nbsp; 1915074 | &nbsp;&nbsp; 199 | &nbsp;&nbsp; (185)<br>| &nbsp;&nbsp; 14 |
| DFA Intermediate Government Fixed Income Portfolio | &nbsp;&nbsp; 6177481 | &nbsp;&nbsp; 28871 | &nbsp;&nbsp; (209975)<br>| &nbsp;&nbsp; (181104)<br>|
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp; 5689357 | &nbsp;&nbsp; 25681 | &nbsp;&nbsp; (8135)<br>| &nbsp;&nbsp; 17546 |
| DFA Intermediate-Term Extended Quality Portfolio | &nbsp;&nbsp; 1772848 | &nbsp;&nbsp; 33654 | &nbsp;&nbsp; (42258)<br>| &nbsp;&nbsp; (8604)<br>|
| DFA Targeted Credit Portfolio | &nbsp;&nbsp; 801363 | &nbsp;&nbsp; 6593 | &nbsp;&nbsp; (2998)<br>| &nbsp;&nbsp; 3595 |
| DFA Global Core Plus Fixed Income Portfolio | &nbsp;&nbsp; 3100865 | &nbsp;&nbsp; 66008 | &nbsp;&nbsp; (111587)<br>| &nbsp;&nbsp; (45579)<br>|
| DFA Investment Grade Portfolio | &nbsp;&nbsp; 13093666 | &nbsp;&nbsp; 110177 | &nbsp;&nbsp; (432485)<br>| &nbsp;&nbsp; (322308)<br>|
| DFA Diversified Fixed Income Portfolio | &nbsp;&nbsp; 1782007 | &nbsp;&nbsp; 7811 | &nbsp;&nbsp; (97677)<br>| &nbsp;&nbsp; (89866)<br>|
| DFA LTIP Portfolio | &nbsp;&nbsp; 588209 | &nbsp;&nbsp; — | &nbsp;&nbsp; (177013)<br>| &nbsp;&nbsp; (177013)<br>|
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp; 5463929 | &nbsp;&nbsp; 32675 | &nbsp;&nbsp; (350526)<br>| &nbsp;&nbsp; (317851)<br>|
| DFA Short-Duration Real Return Portfolio | &nbsp;&nbsp; 2016193 | &nbsp;&nbsp; 36770 | &nbsp;&nbsp; (8324)<br>| &nbsp;&nbsp; 28446 |
| DFA Global Core Plus Real Return Portfolio | &nbsp;&nbsp; 298920 | &nbsp;&nbsp; 14598 | &nbsp;&nbsp; (10852)<br>| &nbsp;&nbsp; 3746 |

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The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales or other investments.

ASC 740 Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Under GAAP, the Portfolios recognize the tax benefits of uncertain tax positions only when the position is more likely than not to be sustained, assuming examination by tax authorities. Management has analyzed the Portfolios' tax positions and has concluded that no additional provision for income tax is required in the Portfolios' financial statements. The Portfolios are not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolios' federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

**G. Financial Instruments:**

In accordance with the Portfolios' investment objectives and policies, the Portfolios may invest in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. The Portfolios' derivative contracts are not accounted for as hedging instruments under GAAP. These instruments and their significant corresponding risks are described below:

1. Foreign Market Risks: Investments in foreign markets may involve certain considerations and risks not typically associated with investments in the United States of America, including the possibility of future political and economic developments and the level of foreign governmental supervision and regulation of foreign securities markets. These markets are generally smaller, less liquid and more volatile than the major securities markets in the United States of America. Consequently, acquisition and disposition of international securities held by the Portfolios may be inhibited.

2. Inflation Protection Risks: Because the interest and/or principal payments on an inflation-protected security are adjusted periodically for changes in inflation, the income distributed by the DFA Diversified Fixed Income Portfolio, DFA LTIP Portfolio, DFA Inflation-Protected Securities Portfolio, DFA Short-Duration Real Return Portfolio and DFA Global Core Plus Real Return Portfolio may be irregular. Although the U.S. Treasury guarantees to pay at maturity at least the original face value of any inflation-protected securities the Treasury issues, other issuers may not offer the same guarantee. Also, inflation-protected securities, including those issued by the U.S. Treasury, are not

------

protected against deflation. As a result, in a period of deflation, the inflation-protected securities held by a Portfolio may not pay income and the Portfolio may suffer a loss during such periods. While inflation-protected securities are expected to be protected from long-term inflationary trends, short-term increases in inflation may lead to a decline in a Portfolio's value. For example, if interest rates rise due to reasons other than inflation, the Portfolio's investment in these securities may not be protected to the extent that the increase is not reflected in the securities' inflation measures. Additionally, positive adjustments to principal generally will result in taxable income to a Portfolio at the time of such adjustments (which generally would be distributed by the Portfolio as part of its taxable dividends), even though the principal amount is not paid until maturity. The current market value of inflation-protected securities is not guaranteed and will fluctuate.

**Derivative Financial Instruments:**

Summarized below are the specific types of derivative instruments used by Portfolios.

3. Forward Currency Contracts: The Portfolios listed below may enter into foreign currency forward contracts to attempt to protect against uncertainty in the level of future foreign currency rates, to hedge against fluctuations in currency exchange rates or to transfer balances from one currency to another. The decision to hedge a 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. DFA Selectively Hedged Global Fixed Income Portfolio may hedge the currency exposure of its foreign securities or leave some or all of the currency exposure unhedged. 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.

4. Swap Agreements: The Portfolios noted below may 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 Portfolios 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 Portfolios 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.

Most swap agreements entered into by the Portfolio will calculate the obligations of the parties to the agreement on a "net" basis, which means that the two payment streams are netted out, with the Portfolio receiving or paying, as the case may be, only the net amount of the two payments. The Portfolio's current obligations under a swap agreement will be accrued daily (offset against any amounts owed to the Portfolio) and any accrued but unpaid net amounts owed to a swap counterparty will be covered by the segregation of assets determined to be liquid to avoid any potential leveraging of the Portfolio's portfolio. To the extent that a Portfolio reasonably expects a swap cannot be sold or disposed of in current market conditions in seven calendar days or less without the sale or disposition significantly changing the market value of the investment, the Portfolio will treat the swap as illiquid and subject to its overall limit on illiquid investments of 15% of the Portfolio's net assets. Inflation swap agreements are not currently subject to mandatory central clearing and exchange-trading.

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

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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.

5. Repurchase Agreements: The Portfolios may engage in repurchase agreement transactions with institutions that the Advisor has determined are creditworthy. The Portfolios, through their custodian, receive delivery of underlying securities collateralizing a repurchase agreement. Collateral for certain tri-party repurchase agreements is held at the counterparty's custodian in a segregated account for the benefit of the Portfolios and the counterparty. The counterparty will be required to maintain collateral with a value at least equal, at all times, to the value of the repurchase obligation including interest. A repurchase agreement transaction involves certain risks in the event of default or insolvency of the counterparty. These risks include possible delay or restrictions upon the Portfolios' ability to dispose of the collateral and a possible decline in the value of the collateral during the period while the Portfolios seek to assert its rights.

Repurchase agreements permit the Portfolios, under certain circumstances including an event of default (such as bankruptcy or insolvency), to offset payables and/or receivables under the repurchase agreements with collateral held and/or posted to the counterparty and create one single net payment due to or from the Portfolios. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against such a right of offset in the event of the repurchase agreements counterparty's bankruptcy or insolvency. Pursuant to the terms of the repurchase agreements, the Portfolios receive securities as collateral with a market value in excess of the repurchase price to be received by the Portfolios upon the maturity of the repurchase transaction. Upon a bankruptcy or insolvency of the repurchase agreements counterparty, the Portfolios would recognize a liability with respect to such excess collateral to reflect the Portfolios' obligation under bankruptcy law to return the excess to the counterparty.

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the year ended October 31, 2025 was as follows (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Forward**<br> **Currency**<br> **Contracts\***<br>| **Swap**<br> **Contracts\*\***<br>|
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp; $1311613<br>| &nbsp;&nbsp; $—<br>|
| DFA Selectively Hedged Global Fixed Income Portfolio | &nbsp;&nbsp; 439615<br>| &nbsp;&nbsp; —<br>|
| DFA Five-Year Global Fixed Income Portfolio | &nbsp;&nbsp; 4212090<br>| &nbsp;&nbsp; —<br>|
| DFA World ex U.S. Government Fixed Income Portfolio | &nbsp;&nbsp; 1173074<br>| &nbsp;&nbsp; —<br>|
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp; 1849098<br>| &nbsp;&nbsp; —<br>|
| DFA Intermediate-Term Extended Quality Portfolio | &nbsp;&nbsp; 406824<br>| &nbsp;&nbsp; —<br>|
| DFA Targeted Credit Portfolio | &nbsp;&nbsp; 439908<br>| &nbsp;&nbsp; —<br>|
| DFA Global Core Plus Fixed Income Portfolio | &nbsp;&nbsp; 1622992<br>| &nbsp;&nbsp; —<br>|
| DFA Investment Grade Portfolio | &nbsp;&nbsp; 915129<br>| &nbsp;&nbsp; —<br>|
| DFA Short-Duration Real Return Portfolio | &nbsp;&nbsp; 557337<br>| &nbsp;&nbsp; 1936846<br>|
| DFA Global Core Plus Real Return Portfolio | &nbsp;&nbsp; 180814<br>| &nbsp;&nbsp; 258537<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* Average amount of Currency Purchased/Sold in USD.

\*\* Average Notional Value of agreements.

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The following is a summary of the Portfolios' derivative instrument holdings categorized by primary risk exposure as of October 31, 2025 (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Asset Derivatives Value**  | **Asset Derivatives Value**  | **Asset Derivatives Value**  |
|  | **Total Value**<br> **at**<br> **October 31, 2025** <br>| **Forward**<br> **Currency**<br> **Contracts** <sup>(1)</sup> <br>| **Swap**<br> **Contracts** <sup>(2)</sup> <br>|
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp; $12535<br>| &nbsp;&nbsp; $12535<br>| &nbsp;&nbsp; — |
| DFA Selectively Hedged Global Fixed Income Portfolio | &nbsp;&nbsp; 10717<br>| &nbsp;&nbsp; 10717<br>| &nbsp;&nbsp; — |
| DFA Five-Year Global Fixed Income Portfolio | &nbsp;&nbsp; 63888<br>| &nbsp;&nbsp; 63888<br>| &nbsp;&nbsp; — |
| DFA World ex U.S. Government Fixed Income Portfolio | &nbsp;&nbsp; 10170<br>| &nbsp;&nbsp; 10170<br>| &nbsp;&nbsp; — |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp; 22170<br>| &nbsp;&nbsp; 22170<br>| &nbsp;&nbsp; — |
| DFA Intermediate-Term Extended Quality Portfolio | &nbsp;&nbsp; 8561<br>| &nbsp;&nbsp; 8561<br>| &nbsp;&nbsp; — |
| DFA Targeted Credit Portfolio | &nbsp;&nbsp; 7315<br>| &nbsp;&nbsp; 7315<br>| &nbsp;&nbsp; — |
| DFA Global Core Plus Fixed Income Portfolio | &nbsp;&nbsp; 17484<br>| &nbsp;&nbsp; 17484<br>| &nbsp;&nbsp; — |
| DFA Investment Grade Portfolio | &nbsp;&nbsp; 7464<br>| &nbsp;&nbsp; 7464<br>| &nbsp;&nbsp; — |
| DFA Short-Duration Real Return Portfolio | &nbsp;&nbsp; 27999<br>| &nbsp;&nbsp; 7445<br>| &nbsp;&nbsp; $20554 |
| DFA Global Core Plus Real Return Portfolio | &nbsp;&nbsp; 10525<br>| &nbsp;&nbsp; 2314<br>| &nbsp;&nbsp; 8211 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(1) Presented
 on Statements of Assets and Liabilities as Unrealized Gain on Forward Currency Contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(2) Presented
 on Statements of Assets and Liabilities as Unrealized Gain on Swap Contracts.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  | **Liability Derivatives Value**  | **Liability Derivatives Value**  | **Liability Derivatives Value**  |
|  | **Total Value**<br> **at**<br> **October 31, 2025** <br>| **Forward**<br> **Currency**<br> **Contracts** <sup>(1)</sup> <br>| **Swap**<br> **Contracts** <sup>(2)</sup> <br>|
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp; $(1659)<br>| &nbsp;&nbsp; $(1659)<br>| &nbsp;&nbsp; — |
| DFA Selectively Hedged Global Fixed Income Portfolio | &nbsp;&nbsp; (1026)<br>| &nbsp;&nbsp; (1026)<br>| &nbsp;&nbsp; — |
| DFA Five-Year Global Fixed Income Portfolio | &nbsp;&nbsp; (6017)<br>| &nbsp;&nbsp; (6017)<br>| &nbsp;&nbsp; — |
| DFA World ex U.S. Government Fixed Income Portfolio | &nbsp;&nbsp; (557)<br>| &nbsp;&nbsp; (557)<br>| &nbsp;&nbsp; — |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp; (2077)<br>| &nbsp;&nbsp; (2077)<br>| &nbsp;&nbsp; — |
| DFA Intermediate-Term Extended Quality Portfolio | &nbsp;&nbsp; (670)<br>| &nbsp;&nbsp; (670)<br>| &nbsp;&nbsp; — |
| DFA Targeted Credit Portfolio | &nbsp;&nbsp; (628)<br>| &nbsp;&nbsp; (628)<br>| &nbsp;&nbsp; — |
| DFA Global Core Plus Fixed Income Portfolio | &nbsp;&nbsp; (1115)<br>| &nbsp;&nbsp; (1115)<br>| &nbsp;&nbsp; — |
| DFA Investment Grade Portfolio | &nbsp;&nbsp; (1610)<br>| &nbsp;&nbsp; (1610)<br>| &nbsp;&nbsp; — |
| DFA Short-Duration Real Return Portfolio | &nbsp;&nbsp; (2785)<br>| &nbsp;&nbsp; (377)<br>| &nbsp;&nbsp; $(2408)<br>|
| DFA Global Core Plus Real Return Portfolio | &nbsp;&nbsp; (967)<br>| &nbsp;&nbsp; (275)<br>| &nbsp;&nbsp; (692)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(1) Presented
 on Statements of Assets and Liabilities as Unrealized Loss on Forward Currency Contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(2) Presented
 on Statements of Assets and Liabilities as Unrealized Loss on Swap Contracts.

The following is a summary of the realized and change in unrealized gains and losses from the Portfolios' derivative instrument holdings categorized by primary risk exposure through the year ended October 31, 2025 (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  |
|  | **Total**  | **Forward**<br> **Currency**<br> **Contracts** <sup>(1)</sup> <br>| **Equity**<br> **Contracts** <sup>(2)</sup> <br>| **Swap**<br> **Contracts** <sup>(3)</sup> <br>|
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp; $15243 | &nbsp;&nbsp; $15243 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  |
|  | **Total**  | **Forward**<br> **Currency**<br> **Contracts** <sup>(1)</sup><br>| **Equity**<br> **Contracts** <sup>(2)</sup><br>| **Swap**<br> **Contracts** <sup>(3)</sup><br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DFA Selectively Hedged Global Fixed Income <br> Portfolio<br>| &nbsp;&nbsp; $(1746)<br>| &nbsp;&nbsp; $(1746)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| DFA Five-Year Global Fixed Income Portfolio | &nbsp;&nbsp; 56923 | &nbsp;&nbsp; 56923 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DFA World ex U.S. Government Fixed Income <br> Portfolio<br>| &nbsp;&nbsp; (7419)<br>| &nbsp;&nbsp; (7419)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp; (5817)<br>| &nbsp;&nbsp; (5817)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| DFA Intermediate-Term Extended Quality Portfolio | &nbsp;&nbsp; 2664 | &nbsp;&nbsp; 2664 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| DFA Targeted Credit Portfolio | &nbsp;&nbsp; (14163)<br>| &nbsp;&nbsp; (14163)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| DFA Global Core Plus Fixed Income Portfolio | &nbsp;&nbsp; 5439 | &nbsp;&nbsp; 5439 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| DFA Investment Grade Portfolio | &nbsp;&nbsp; 13448 | &nbsp;&nbsp; 13448 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| DFA Short-Duration Real Return Portfolio | &nbsp;&nbsp; 25619 | &nbsp;&nbsp; — | &nbsp;&nbsp; $(71)<br>| &nbsp;&nbsp; $25690 |
| DFA Global Core Plus Real Return Portfolio | &nbsp;&nbsp; 906 | &nbsp;&nbsp; — | &nbsp;&nbsp; (9)<br>| &nbsp;&nbsp; 915 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  |
|  | **Total**  | **Forward**<br> **Currency**<br> **Contracts** <sup>(4)</sup> <br>| **Swap**<br> **Contracts** <sup>(5)</sup> <br>|
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp; $(3496)<br>| &nbsp;&nbsp; $(3496)<br>| &nbsp;&nbsp; — |
| DFA Selectively Hedged Global Fixed Income Portfolio | &nbsp;&nbsp; 7288 | &nbsp;&nbsp; 7288 | &nbsp;&nbsp; — |
| DFA Five-Year Global Fixed Income Portfolio | &nbsp;&nbsp; 17913 | &nbsp;&nbsp; 17913 | &nbsp;&nbsp; — |
| DFA World ex U.S. Government Fixed Income Portfolio | &nbsp;&nbsp; (4073)<br>| &nbsp;&nbsp; (4073)<br>| &nbsp;&nbsp; — |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp; 2008 | &nbsp;&nbsp; 2008 | &nbsp;&nbsp; — |
| DFA Intermediate-Term Extended Quality Portfolio | &nbsp;&nbsp; 3365 | &nbsp;&nbsp; 3365 | &nbsp;&nbsp; — |
| DFA Targeted Credit Portfolio | &nbsp;&nbsp; 5959 | &nbsp;&nbsp; 5959 | &nbsp;&nbsp; — |
| DFA Global Core Plus Fixed Income Portfolio | &nbsp;&nbsp; (1996)<br>| &nbsp;&nbsp; (1996)<br>| &nbsp;&nbsp; — |
| DFA Investment Grade Portfolio | &nbsp;&nbsp; (11251)<br>| &nbsp;&nbsp; (11251)<br>| &nbsp;&nbsp; — |
| DFA Short-Duration Real Return Portfolio | &nbsp;&nbsp; (17625)<br>| &nbsp;&nbsp; 323 | &nbsp;&nbsp; $(17948)<br>|
| DFA Global Core Plus Real Return Portfolio | &nbsp;&nbsp; 943 | &nbsp;&nbsp; 458 | &nbsp;&nbsp; 485 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(1) Presented
 on Statements of Operations as Net Realized Gain (Loss) on: Forward Currency Contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(2) Presented
 on Statements of Operations as Net Realized Gain (Loss) on: Futures.

&nbsp;&nbsp;&nbsp;&nbsp;(3) Presented
 on Statements of Operations as Net Realized Gain (Loss) on: Swap Contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(4) Presented
 on Statements of Operations as Change in Unrealized Appreciation (Depreciation) of: Forward Currency Contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(5) Presented
 on Statements of Operations as Change in Unrealized Appreciation (Depreciation) of: Swap Contracts.

**Offsetting of Derivative Assets and Derivative Liabilities:**

In order to better define its contractual rights and to secure rights that will help the Fund mitigate its counterparty risk, the Fund entered into an International Swaps and Derivatives Association, Inc. Master Agreement (ISDA Master Agreement) or a similar agreement with certain of its derivative contract counterparties. An ISDA Master Agreement is a bilateral agreement between the Fund and a counterparty that governs OTC derivatives and forward currency contracts and typically contains, among other things, provisions in the event of a default and/or termination event and may also include collateral posting items. Under an ISDA Master Agreement, the Fund may, under certain

------

circumstances, offset with the counterparty certain derivative financial instruments' payables and/or receivables with collateral held and/or posted, if any, and create one single net payment. The provisions of the ISDA Master Agreement typically permit a single net payment in the event of a default (close-out), including the bankruptcy or insolvency of the counterparty. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against the right of offset in bankruptcy, insolvency, or other events.

For financial reporting purposes, the Fund does not offset derivative assets and derivative liabilities that are subject to netting arrangements in the Statements of Assets and Liabilities.

The Portfolios are subject to master netting agreements ("MNA") with certain counterparties that govern the terms of derivative transactions and reduce the counterparty risk associated with such transactions by specifying offsetting mechanisms and collateral posting arrangements at pre-arranged exposure levels. Since different types of transactions have different mechanics and are sometimes traded out of different legal entities of a particular counterparty organization, each type of transaction may be covered by a different MNA, possibly resulting in the need for multiple agreements with a single counterparty. As the MNA's are specific to unique operations of different asset types, they allow each Portfolio to close out and net its total exposure to a counterparty in the event of a default with respect to all the transactions governed under a single MNA with a counterparty. Certain MNA's contain provisions which allow for the net settlement of receivable and payable positions with the same counterparty if defined conditions are met.

The following table presents the Portfolios' gross and net amount of assets and liabilities available for offset under netting arrangements as well as any related collateral received or pledged by the Portfolios as of October 31, 2025 (amounts in thousands):

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |  | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |
| **Description** | **Gross**<br> **Amounts of**<br> **Recognized**<br> **Assets**<br>| **Financial**<br> **Instruments (a)**<br>| **Non-Cash**<br> **Collateral**<br> **Received**<br>| **Cash**<br> **Collateral**<br> **Received**<br>| **Net**<br> **Amount (b)**<br>| **Gross**<br> **Amounts of**<br> **Recognized**<br> **Liabilities**<br>| **Financial**<br> **Instruments (c)**<br>| **Non-Cash**<br> **Collateral**<br> **Pledged**<br>| **Cash**<br> **Collateral**<br> **Pledged**<br>| **Net**<br> **Amount (d)**<br>|
|  | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** |
| **DFA Two-Year Global Fixed Income Portfolio** |  |  |  |  |  |  |  |  |  |  |
| Australia and New Zealand Bank | $4167 | $(223)<br>|  |  | $3944 | $223 | $(223)<br>|  |  |  |
| Bank of New York Mellon | 4284 | (421)<br>|  |  | 3863 | 421 | (421)<br>|  |  |  |
| HSBC Bank | 1138 |  |  |  | 1138 |  |  |  |  |  |
| Citibank, N.A. | 782 | (755)<br>|  |  | 27 | 755 | (755)<br>|  |  |  |
| Royal Bank of Canada | 422 | (172)<br>|  |  | 250 | 172 | (172)<br>|  |  |  |
| Societe Generale | 1742 |  |  |  | 1742 |  |  |  |  |  |
| UBS AG |  |  |  |  |  | 88 |  |  |  | $88 |
| Total | $12535 | $(1571)<br>|  |  | $10964 | $1659 | $(1571)<br>|  |  | $88 |
| **DFA Selectively Hedged Global Fixed Income Portfolio** |  |  |  |  |  |  |  |  |  |  |
| Citibank, N.A. | $3793 | $(11)<br>|  |  | $3782 | $11 | $(11)<br>|  |  |  |
| Royal Bank of Canada | 118 |  |  |  | 118 |  |  |  |  |  |
| NatWest Markets PLC | 929 | (620)<br>|  |  | 309 | 620 | (620)<br>|  |  |  |
| HSBC Bank | 2150 |  |  |  | 2150 |  |  |  |  |  |
| State Street Bank and Trust | 117 |  |  |  | 117 |  |  |  |  |  |
| Bank of New York Mellon | 1733 | (26)<br>|  |  | 1707 | 26 | (26)<br>|  |  |  |
| Australia and New Zealand Bank | 1412 |  |  |  | 1412 |  |  |  |  |  |
| UBS AG | 448 | (352)<br>|  |  | 96 | 352 | (352)<br>|  |  |  |
| Goldman Sachs Capital Markets <br> L.P.<br>| 17 | (17)<br>|  |  |  | 17 | (17)<br>|  |  |  |
| Total | $10717 | $(1026)<br>|  |  | $9691 | $1026 | $(1026)<br>|  |  |  |

---

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |  | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |
| **Description** | **Gross**<br> **Amounts of**<br> **Recognized**<br> **Assets**<br>| **Financial**<br> **Instruments (a)**<br>| **Non-Cash**<br> **Collateral**<br> **Received**<br>| **Cash**<br> **Collateral**<br> **Received**<br>| **Net**<br> **Amount (b)**<br>| **Gross**<br> **Amounts of**<br> **Recognized**<br> **Liabilities**<br>| **Financial**<br> **Instruments (c)**<br>| **Non-Cash**<br> **Collateral**<br> **Pledged**<br>| **Cash**<br> **Collateral**<br> **Pledged**<br>| **Net**<br> **Amount (d)**<br>|
|  | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** |
| **DFA Five-Year Global Fixed Income Portfolio** |  |  |  |  |  |  |  |  |  |  |
| Goldman Sachs Capital Markets <br> L.P.<br>| $834 |  |  |  | $834 |  |  |  |  |  |
| Australia and New Zealand Bank | 6521 | $(246)<br>|  |  | 6275 | $246 | $(246)<br>|  |  |  |
| Citibank, N.A. | 20896 | (942)<br>|  |  | 19954 | 942 | (942)<br>|  |  |  |
| HSBC Bank | 9693 | (1419)<br>|  |  | 8274 | 1419 | (1419)<br>|  |  |  |
| Societe Generale | 11862 | (1781)<br>|  |  | 10081 | 1781 | (1781)<br>|  |  |  |
| Royal Bank of Canada | 2520 | (1056)<br>|  |  | 1464 | 1056 | (1056)<br>|  |  |  |
| UBS AG | 4721 | (46)<br>|  |  | 4675 | 46 | (46)<br>|  |  |  |
| State Street Bank and Trust | 1049 |  |  |  | 1049 |  |  |  |  |  |
| Bank of New York Mellon | 4863 | (518)<br>|  |  | 4345 | 518 | (518)<br>|  |  |  |
| Bank of America Corp. | 929 | (9)<br>|  |  | 920 | 9 | (9)<br>|  |  |  |
| Total | $63888 | $(6017)<br>|  |  | $57871 | $6017 | $(6017)<br>|  |  |  |
| **DFA World ex U.S. Government Fixed Income Portfolio** |  |  |  |  |  |  |  |  |  |  |
| Societe Generale | $2661 | $(549)<br>|  |  | $2112 | $549 | $(549)<br>|  |  |  |
| Citibank, N.A. | 935 |  |  |  | 935 |  |  |  |  |  |
| Bank of New York Mellon | 1460 |  |  |  | 1460 |  |  |  |  |  |
| HSBC Bank | 2892 |  |  |  | 2892 |  |  |  |  |  |
| Australia and New Zealand Bank | 1574 |  |  |  | 1574 |  |  |  |  |  |
| Barclays Capital | 392 |  |  |  | 392 |  |  |  |  |  |
| JPMorgan Chase Bank NA |  |  |  |  |  | 8 |  |  |  | $8 |
| UBS AG | 256 |  |  |  | 256 |  |  |  |  |  |
| Total | $10170 | $(549)<br>|  |  | $9621 | $557 | $(549)<br>|  |  | $8 |
| **DFA Short-Term Extended Quality Portfolio** |  |  |  |  |  |  |  |  |  |  |
| Citibank, N.A. | $9442 |  |  |  | $9442 |  |  |  |  |  |
| Societe Generale | 6620 |  |  |  | 6620 |  |  |  |  |  |
| Royal Bank of Canada | 1431 |  |  |  | 1431 |  |  |  |  |  |
| Australia and New Zealand Bank | 97 | $(97)<br>|  |  |  | $608 | $(97)<br>|  |  | $511 |
| Bank of New York Mellon | 3317 | (29)<br>|  |  | 3288 | 29 | (29)<br>|  |  |  |
| UBS AG | 1263 | (1263)<br>|  |  |  | 1440 | (1263)<br>|  |  | 177 |
| Total | $22170 | $(1389)<br>|  |  | $20781 | $2077 | $(1389)<br>|  |  | $688 |
| **DFA Intermediate-Term Extended Quality Portfolio** |  |  |  |  |  |  |  |  |  |  |
| Royal Bank of Canada | $830 | $(403)<br>|  |  | $427 | $403 | $(403)<br>|  |  |  |
| Societe Generale | 2865 |  |  |  | 2865 |  |  |  |  |  |
| Citibank, N.A. | 3010 | (12)<br>|  |  | 2998 | 12 | (12)<br>|  |  |  |
| Goldman Sachs Capital Markets <br> L.P.<br>| 68 |  |  |  | 68 |  |  |  |  |  |
| State Street Bank and Trust | 43 |  |  |  | 43 |  |  |  |  |  |
| HSBC Bank | 603 |  |  |  | 603 |  |  |  |  |  |
| Australia and New Zealand Bank | 79 |  |  |  | 79 |  |  |  |  |  |
| Bank of America Corp. | 10 |  |  |  | 10 |  |  |  |  |  |
| Bank of New York Mellon | 5 |  |  |  | 5 |  |  |  |  |  |
| UBS AG | 1048 | (255)<br>|  |  | 793 | 255 | (255)<br>|  |  |  |
| Total | $8561 | $(670)<br>|  |  | $7891 | $670 | $(670)<br>|  |  |  |

---

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |  | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |
| **Description** | **Gross**<br> **Amounts of**<br> **Recognized**<br> **Assets**<br>| **Financial**<br> **Instruments (a)**<br>| **Non-Cash**<br> **Collateral**<br> **Received**<br>| **Cash**<br> **Collateral**<br> **Received**<br>| **Net**<br> **Amount (b)**<br>| **Gross**<br> **Amounts of**<br> **Recognized**<br> **Liabilities**<br>| **Financial**<br> **Instruments (c)**<br>| **Non-Cash**<br> **Collateral**<br> **Pledged**<br>| **Cash**<br> **Collateral**<br> **Pledged**<br>| **Net**<br> **Amount (d)**<br>|
|  | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** |
| **DFA Targeted Credit Portfolio** |  |  |  |  |  |  |  |  |  |  |
| Citibank, N.A. | $2294 | $(13)<br>|  |  | $2281 | $13 | $(13)<br>|  |  |  |
| HSBC Bank | 1490 |  |  |  | 1490 |  |  |  |  |  |
| UBS AG | 1257 | (248)<br>|  |  | 1009 | 248 | (248)<br>|  |  |  |
| Bank of New York Mellon | 1601 |  |  |  | 1601 |  |  |  |  |  |
| Australia and New Zealand Bank | 302 |  |  |  | 302 |  |  |  |  |  |
| Royal Bank of Canada | 371 | (367)<br>|  |  | 4 | 367 | (367)<br>|  |  |  |
| Total | $7315 | $(628)<br>|  |  | $6687 | $628 | $(628)<br>|  |  |  |
| **DFA Global Core Plus Fixed Income Portfolio** |  |  |  |  |  |  |  |  |  |  |
| HSBC Bank | $4620 |  |  |  | $4620 |  |  |  |  |  |
| Citibank, N.A. | 5183 | $(299)<br>|  |  | 4884 | $299 | $(299)<br>|  |  |  |
| Australia and New Zealand Bank | 1536 |  |  |  | 1536 |  |  |  |  |  |
| Societe Generale | 2510 | (8)<br>|  |  | 2502 | 8 | (8)<br>|  |  |  |
| Goldman Sachs Capital Markets <br> L.P.<br>| 8 |  |  |  | 8 |  |  |  |  |  |
| Royal Bank of Canada | 1197 | (54)<br>|  |  | 1143 | 54 | (54)<br>|  |  |  |
| Bank of New York Mellon | 665 | (665)<br>|  |  |  | 726 | (665)<br>|  |  | $61 |
| UBS AG | 222 | (28)<br>|  |  | 194 | 28 | (28)<br>|  |  |  |
| State Street Bank and Trust | 1531 |  |  |  | 1531 |  |  |  |  |  |
| Bank of America Corp. | 12 |  |  |  | 12 |  |  |  |  |  |
| Total | $17484 | $(1054)<br>|  |  | $16430 | $1115 | $(1054)<br>|  |  | $61 |
| **DFA Investment Grade Portfolio** |  |  |  |  |  |  |  |  |  |  |
| Royal Bank of Canada | $1528 |  |  |  | $1528 |  |  |  |  |  |
| Citibank, N.A. | 2345 | $(3)<br>|  |  | 2342 | $3 | $(3)<br>|  |  |  |
| Bank of New York Mellon | 1768 | (327)<br>|  |  | 1441 | 327 | (327)<br>|  |  |  |
| Societe Generale | 734 | (692)<br>|  |  | 42 | 692 | (692)<br>|  |  |  |
| Australia and New Zealand Bank | 529 | (349)<br>|  |  | 180 | 349 | (349)<br>|  |  |  |
| HSBC Bank | 148 | (1)<br>|  |  | 147 | 1 | (1)<br>|  |  |  |
| UBS AG | 412 | (238)<br>|  |  | 174 | 238 | (238)<br>|  |  |  |
| Total | $7464 | $(1610)<br>|  |  | $5854 | $1610 | $(1610)<br>|  |  |  |
| **DFA Short-Duration Real Return Portfolio** |  |  |  |  |  |  |  |  |  |  |
| Deutsche Bank AG | $13531 | $(1006)<br>|  | $(12525)<br>|  | $1006 | $(1006)<br>|  |  |  |
| Bank of America Corp. | 5096 |  | $(5096)<br>|  |  |  |  |  |  |  |
| Morgan Stanley and Co. <br> International<br>| 1147 | (887)<br>|  | (4)<br>| $256 | 887 | (887)<br>|  |  |  |
| Citibank, N.A. | 1215 | (520)<br>|  |  | 695 | 520 | (520)<br>|  |  |  |
| Royal Bank of Canada | 274 |  |  |  | 274 |  |  |  |  |  |
| Societe Generale | 3434 |  |  |  | 3434 |  |  |  |  |  |
| UBS AG | 1874 |  |  |  | 1874 |  |  |  |  |  |
| Australia and New Zealand Bank | 941 |  |  |  | 941 |  |  |  |  |  |
| Bank of New York Mellon |  |  |  |  |  | 372 |  |  |  | $372 |
| State Street Bank and Trust | 487 |  |  |  | 487 |  |  |  |  |  |
| Total | $27999 | $(2413)<br>| $(5096)<br>| $(12529)<br>| $7961 | $2785 | $(2413)<br>|  |  | $372 |

---

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |  | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |
| **Description** | **Gross**<br> **Amounts of**<br> **Recognized**<br> **Assets**<br>| **Financial**<br> **Instruments (a)**<br>| **Non-Cash**<br> **Collateral**<br> **Received**<br>| **Cash**<br> **Collateral**<br> **Received**<br>| **Net**<br> **Amount (b)**<br>| **Gross**<br> **Amounts of**<br> **Recognized**<br> **Liabilities**<br>| **Financial**<br> **Instruments (c)**<br>| **Non-Cash**<br> **Collateral**<br> **Pledged**<br>| **Cash**<br> **Collateral**<br> **Pledged**<br>| **Net**<br> **Amount (d)**<br>|
|  | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** |
| **DFA Global Core Plus Real Return Portfolio** |  |  |  |  |  |  |  |  |  |  |
| Bank of America Corp. | $4992 | $(168)<br>| $(4773)<br>|  | $51 | $168 | $(168)<br>|  |  |  |
| Deutsche Bank AG | 2722 | (74)<br>|  | $(2648)<br>|  | 74 | (74)<br>|  |  |  |
| Morgan Stanley and Co. <br> International<br>| 431 | (300)<br>|  | (110)<br>| 21 | 300 | (300)<br>|  |  |  |
| Citibank, N.A. | 1009 | (228)<br>|  |  | 781 | 228 | (228)<br>|  |  |  |
| Societe Generale | 459 |  |  |  | 459 |  |  |  |  |  |
| Royal Bank of Canada | 92 |  |  |  | 92 |  |  |  |  |  |
| UBS AG | 419 | (151)<br>|  |  | 268 | 151 | (151)<br>|  |  |  |
| HSBC Bank | 69 |  |  |  | 69 |  |  |  |  |  |
| Australia and New Zealand Bank | 151 | (28)<br>|  |  | 123 | 28 | (28)<br>|  |  |  |
| Bank of New York Mellon | 164 | (18)<br>|  |  | 146 | 18 | (18)<br>|  |  |  |
| State Street Bank and Trust | 17 |  |  |  | 17 |  |  |  |  |  |
| Total | $10525 | $(967)<br>| $(4773)<br>| $(2758)<br>| $2027 | $967 | $(967)<br>|  |  |  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) Represents
 the amount of assets that could be offset by liabilities with the same counterparty under master netting or similar agreements that
 management elects not to offset on the Statements of Assets and Liabilities.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Represents
 the net amount due from counterparties in the event of default.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Represents
 the amount of liabilities that could be offset by assets with the same counterparty under master netting or similar agreements that
 management elects not to offset on the Statements of Assets and Liabilities.

&nbsp;&nbsp;&nbsp;&nbsp;(d) Represents
 the net amount due to counterparties in the event of default.

**H. Line of Credit and Interfund Lending Program:**

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 2, 2025, with its domestic custodian bank. A line of credit with similar terms was in effect through April 2, 2025. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The agreement for the line of credit expires on April 1, 2026.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective December 26, 2024. A line of credit with similar terms was in effect through December 26, 2024. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The line of credit agreement expires on December 25, 2025.

There were no borrowings by the Portfolios under the lines of credit during the year ended October 31, 2025.

------

Pursuant to an exemptive order issued by the SEC (the "Order"), the Portfolios may participate in an interfund lending program among certain portfolios managed by the Advisor. The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day's notice.

The Portfolios did not use the interfund lending program during the year ended October 31, 2025.

**I. Securities Lending:** 

Each Portfolio with securities on loan invests the cash collateral, as described below, and records a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Portfolios' collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Portfolio or, at the option of the lending agent, to replace the securities. In the event of the bankruptcy of the borrower, the Portfolio could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

Subject to their stated investment policies, each Portfolio with securities on loan will generally invest the cash collateral received for the loaned securities in the Short Term Series, an affiliated registered ultrashort term bond fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Short Term Series. Income received from the Short Term Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. Such Portfolios also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, each Portfolio will be able to terminate the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or, other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible for taxation at qualified dividend income rates.

**J. Indemnitees; Contractual Obligations:**

Under the Fund's organizational documents, its Officers and Directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties that provide general indemnification. The Fund's maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**K. Segment Reporting:**

In this reporting period, the Portfolios adopted FASB Accounting Standards Update 2023-07, Segment Reporting (Topic 280) – Improvements to Reportable Segment Disclosures ("ASU 2023-07"). The adoption of the new standard only impacted financial statement disclosures and did not affect each Portfolio's financial position or the results of its operations. An operating segment is defined in Topic 280 as a component of a public entity that (i) engages in business activities from which it may recognize revenues and incur expenses, (ii) has operating results that are regularly reviewed by the public entity's chief operating decision maker ("CODM") to make decisions about resources to be allocated to the segment and assess its performance, and (iii) has discrete financial information available. The Fund's Co-Chief Executive Officers and the Chief Financial Officer act as the Portfolios' CODM. Each Portfolio represents a single operating segment, as the CODM monitors the operating results of the Portfolio as a whole. Each Portfolio's long-term strategic asset allocation is executed by its portfolio management team and guided by each Portfolio's investment objective and principal investment strategies, as described in each Portfolio's respective prospectus. The financial information provided to and reviewed by the CODM is consistent with that presented in each Portfolio's Schedule of Investments, Statement of Operations, Statement of Changes in Net Assets, and Financial Highlights.

**L. New Accounting Pronouncement:**

In December 2023, the FASB issued Accounting Standards Update 2023-09, Income Taxes (Topic 740) – Improvements to Income Tax Disclosures ("ASU 2023-09"). Effective for annual periods beginning after December 15, 2024, the amendments require greater disaggregation of disclosures related to income taxes paid. The ASU 2023-09 allows for early adoption and requires that amendments be applied on a prospective basis. Management is currently evaluating the impact of the ASU 2023-09 but does not expect the guidance to materially impact the financial statements.

**M. Other:**

As of October 31, 2025, the following number of shareholders, each holding greater than 5%, held the following approximate percentages of the Portfolios' outstanding shares. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors. Significant shareholder transactions by these shareholders, if any, may impact the Portfolios' performance.

---

| | | | |
|:---|:---|:---|:---|
|  | **Number of** <br>**Shareholders**<br>| **Approximate** <br>**Percentage of** <br>**Outstanding Shares**<br>| **Approximate Percentage** <br>**of Outstanding Shares** <br>**Held by Advisor** <br>**and/or Affiliates**<br>|
| DFA One-Year Fixed Income Portfolio | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 70<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 81<br> %<br>| &nbsp;&nbsp; 11<br> %<br>|
| DFA Selectively Hedged Global Fixed Income Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 80<br> %<br>| &nbsp;&nbsp; 52<br> %<br>|
| DFA Five-Year Global Fixed Income Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 83<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| DFA World ex U.S. Government Fixed Income Portfolio | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 90<br> %<br>| &nbsp;&nbsp; 14<br> %<br>|
| DFA Short-Term Government Portfolio | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 86<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| DFA Intermediate Government Fixed Income Portfolio | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 84<br> %<br>| &nbsp;&nbsp; 14<br> %<br>|
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 80<br> %<br>| &nbsp;&nbsp; 6<br> %<br>|
| DFA Intermediate-Term Extended Quality Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 87<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| DFA Targeted Credit Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 88<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| DFA Global Core Plus Fixed Income Portfolio | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 88<br> %<br>| &nbsp;&nbsp; 7<br> %<br>|
| DFA Investment Grade Portfolio | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 76<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| DFA Diversified Fixed Income Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 91<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| DFA LTIP Portfolio | &nbsp;&nbsp; 8 | &nbsp;&nbsp; 92<br> %<br>| &nbsp;&nbsp; 55<br> %<br>|
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 47<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| DFA Short-Duration Real Return Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 82<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | **Number of**<br> **Shareholders**<br>| **Approximate**<br> **Percentage of**<br> **Outstanding Shares**<br>| **Approximate Percentage**<br> **of Outstanding Shares**<br> **Held by Advisor**<br> **and/or Affiliates**<br>|
| DFA Global Core Plus Real Return Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 95<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|

---

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy). Although management currently believes that resolving claims, if any, against the Portfolios, individually or in aggregate, will not have a material adverse impact on the Portfolios' financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**N. Subsequent Event Evaluations:** 

Management has evaluated the impact of all subsequent events on the Portfolios through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

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![](logo_01.jpg)

**Report of Independent Registered Public Accounting Firm**

To the Board of Directors of DFA Investment Dimensions Group Inc. and Shareholders of each of the seventeen portfolios listed in the table below

**Opinions on the Financial Statements**

We have audited the accompanying statements of assets and liabilities, including the schedules of investments, of each of the portfolios indicated in the table below (seventeen of the portfolios constituting DFA Investment Dimensions Group Inc., hereafter collectively referred to as the "Portfolios") as of October 31, 2025, the related statements of operations for the year ended October 31, 2025, the statements of changes in net assets for each of the two years in the period ended October 31, 2025, including the related notes, and the financial highlights for each of the periods indicated therein (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Portfolios as of October 31, 2025, the results of each of their operations for the year then ended, the changes in each of their net assets for each of the two years in the period ended October 31, 2025, and each of the financial highlights for each of the periods indicated therein, in conformity with accounting principles generally accepted in the United States of America.

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| | |
|:---|:---|
| **Portfolio** | **Portfolio** |
| DFA One-Year Fixed Income Portfolio <br> DFA Two-Year Global Fixed Income Portfolio <br> DFA Selectively Hedged Global Fixed Income Portfolio<br> DFA Five-Year Global Fixed Income Portfolio <br> DFA World ex U.S. Government Fixed Income Portfolio<br> DFA Short-Term Government Portfolio<br> DFA Intermediate Government Fixed Income Portfolio<br> DFA Short-Term Extended Quality Portfolio <br> DFA Intermediate-Term Extended Quality Portfolio | DFA Targeted Credit Portfolio<br> DFA Global Core Plus Fixed Income Portfolio<br> DFA Investment Grade Portfolio<br> DFA Diversified Fixed Income Portfolio<br> DFA LTIP Portfolio<br> DFA Inflation-Protected Securities Portfolio<br> DFA Short-Duration Real Return Portfolio<br> DFA Global Core Plus Real Return Portfolio |

---

**Basis for Opinions**

These financial statements are the responsibility of the Portfolios' management. Our responsibility is to express an opinion on the Portfolios' financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Portfolios in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial

PricewaterhouseCoopers LLP, Two Commerce Square, Suite 1700, 2001 Market Street, Philadelphia, PA 19103-7042 T: (267) 330 3000, www.pwc.com/us

------

![](logo_01.jpg)

statements. Our procedures included confirmation of securities owned as of October 31, 2025 by correspondence with the custodians, brokers and transfer agents of the investee funds; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions.

/s/ PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 19, 2025

We have served as the auditor of one or more investment companies in Dimensional Fund Advisors L.P. investment company group since 1981.

------

**TAX NOTICE TO SHAREHOLDERS**

**(Unaudited)**

The following information is solely for informational purposes. Each Portfolio is designating the U.S. federal income tax character of the following items with respect to distributions paid or expected to be paid to shareholders related to the fiscal year ended October 31, 2025. All designations are based on financial information available as of the date of this annual report and, accordingly are subject to change. For each classification below and including "Section 163(j) interest dividends" as defined in Treasury Regulation §1.163(j)-1(b)(35) and "Section 199A dividends" as defined in Treasury Regulation §1.199A -3(d), it is the intent of the Portfolio to designate the maximum amount permitted under the Internal Revenue Code and the regulations thereunder.

For U.S. federal income tax purposes, shareholders generally must report distributions received from a Portfolio on a calendar-year basis, which therefore may include distributions with respect to portions of two fiscal years of the Portfolio. Annual statements needed by shareholders concerning the tax status of distributions received for the calendar year 2025 (e.g., IRS Form 1099-DIV) will be provided in early 2026. Shareholders should refer to these statements in preparing their calendar year 2025 tax returns. Please consult your tax advisor for the proper treatment of this information. Unless otherwise noted, the amounts in the table are expressed as a percentage of the distributions paid with respect to the fiscal year ended October 31, 2025.

---

| | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **DFA Investment**<br> **Dimensions Group Inc.**<br>| **Net**<br> **Investment**<br> **Income**<br> **Distributions** <br>| **Short-Term**<br> **Capital Gain**<br> **Distributions** <br>| **Long-Term**<br> **Capital Gain**<br> **Distributions** <br>| **Return of**<br> **Capital** <br>| **Tax-Exempt**<br> **Interest** <br>| **Total**<br> **Distributions** <br>| **Qualified**<br> **Dividends**<br> **(for**<br> **Corporate**<br> **Dividends**<br> **Received**<br> **Deduction) (1)**<br>| **Qualified**<br> **Dividend**<br> **Income (2)**<br>| **U.S.**<br> **Government**<br> **Interest (3)**<br>| **Foreign**<br> **Tax**<br> **Credit (4)**<br>| **Foreign**<br> **Source**<br> **Income (5)**<br>| **Qualified**<br> **Net**<br> **Interest**<br> **Income (6)**<br>| **Qualified**<br> **Short-**<br> **Term**<br> **Capital**<br> **Gain (7)**<br>|
| DFA One-Year Fixed Income <br> Portfolio<br>| &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>|  |  | 33<br> %<br>|  |  | 50<br> %<br>|  |
| DFA Two-Year Global Fixed <br> Income Portfolio<br>| &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>|  |  | 18<br> %<br>|  |  | 33<br> %<br>|  |
| DFA Selectively Hedged Global <br> Fixed Income Portfolio<br>| &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>|  |  | 7<br> %<br>|  |  | 40<br> %<br>|  |
| DFA Five-Year Global Fixed <br> Income Portfolio<br>| &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>|  |  | 12<br> %<br>|  |  | 21<br> %<br>|  |
| DFA World ex U.S. Government <br> Fixed Income Portfolio<br>| &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>|  |  | 1<br> %<br>|  |  | 1<br> %<br>|  |
| DFA Short-Term Government <br> Portfolio<br>| &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>|  |  | 100<br> %<br>|  |  | 100<br> %<br>|  |
| DFA Intermediate Government <br> Fixed Income Portfolio<br>| &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>|  |  | 100<br> %<br>|  |  | 100<br> %<br>|  |
| DFA Short-Term Extended Quality <br> Portfolio<br>| &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>|  |  | 6<br> %<br>|  |  | 41<br> %<br>|  |
| DFA Intermediate-Term Extended <br> Quality Portfolio<br>| &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>|  |  | 2<br> %<br>|  |  | 68<br> %<br>|  |
| DFA Targeted Credit Portfolio | &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>|  |  | 5<br> %<br>|  |  | 45<br> %<br>|  |
| DFA Global Core Plus Fixed <br> Income Portfolio<br>| &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>|  |  | 7<br> %<br>|  |  | 48<br> %<br>|  |
| DFA Investment Grade Portfolio | &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>|  |  | 41<br> %<br>|  |  | 82<br> %<br>|  |
| DFA Diversified Fixed Income <br> Portfolio<br>| &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>|  |  | 40<br> %<br>|  |  | 90<br> %<br>|  |
| DFA LTIP Portfolio | &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>|  |  | 100<br> %<br>|  |  | 100<br> %<br>|  |
| DFA Inflation-Protected Securities <br> Portfolio<br>| &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>|  |  | 100<br> %<br>|  |  | 100<br> %<br>|  |
| DFA Short-Duration Real Return <br> Portfolio<br>| &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>|  |  | 7<br> %<br>|  |  | 48<br> %<br>|  |
| DFA Global Core Plus Real Return <br> Portfolio<br>| &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>|  |  | 8<br> %<br>|  |  | 49<br> %<br>|  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

&nbsp;&nbsp;&nbsp;&nbsp;(1) Qualified
 Dividends represents the amount that qualifies for the corporate dividends-received deduction under Section 243 of the Internal Revenue Code
 and is reflected as a percentage of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions)
 for the fiscal year 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(2) Qualified
 Dividend Income represents the amount that qualifies for the reduced capital gain tax rate under Section 1(h)(11) of the Internal Revenue Code
 and is reflected as a percentage of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions)
 for the fiscal year 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(3) U.S.
 Government Interest represents the amount of interest that was derived from direct U.S. Government obligations and distributed during
 the fiscal
 year. This amount is reflected as a percentage of total estimated ordinary income distributions (the total of short-term capital gain
 and net investment
 income distributions) for the fiscal year 2025. Generally, interest from direct U.S. Government obligations is exempt from state income tax. 
 Please consult your tax advisor for the availability of a state tax exemption based on your individual circumstances.

&nbsp;&nbsp;&nbsp;&nbsp;(4) Foreign
 Tax Credit represents the amount of dividends that qualify for the foreign tax credit pass through under Section 853 of the Internal Revenue Code
 and is reflected as a percentage of "investment company taxable income" (as defined in Section 852(b)(2) of the Internal Revenue
 Code).

&nbsp;&nbsp;&nbsp;&nbsp;(5) Foreign
 Source Income represents the amount of dividends derived from foreign sources and is reflected as a percentage of "investment company taxable
 income" (as defined in Section 852(b)(2) of the Internal Revenue Code).

&nbsp;&nbsp;&nbsp;&nbsp;(6) Qualified
 Net Interest Income represents the amount of interest income available as interest-related dividends generally exempt from withholding taxes
 for non-U.S. shareholders under Section 871(k)(1) of the Internal Revenue Code. The information is reflected as a percentage estimated ordinary
 income distributions (the total of short-term capital gain and net investment income distributions) for the fiscal year 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(7) Qualified
 Short-Term Capital Gain represents the amount available as short-term capital gain dividends generally exempt from withholding taxes for non-U.S.
 shareholders under Section 871(k)(2) of the Internal Revenue Code. The information is reflected as a percentage of estimated ordinary income
 distributions (the total of short-term capital gain and net investment income distributions) for the fiscal year 2025.

------

**Item 8 – Changes in and Disagreements with Accountants for Open-End Management Investment Companies**

Not applicable

------

**Item 9 – Proxy Disclosures for Open-End Management Investment Companies**

Not applicable

------

**Item 10 – REMUNERATION PAID TO DIRECTORS, OFFICERS, AND OTHERS OF OPEN-END MANAGEMENT INVESTMENT COMPANIES** 

&nbsp;&nbsp;&nbsp;&nbsp; Remuneration paid to directors, officers, and others is included in the "Fees Paid to Officers and Directors/Trustees" section of the Notes to Financial Statements above.

------

**Item 11 – STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT MANAGEMENT AGREEMENTS**

Not applicable

------

&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;

------

![](imgdc5402d02.jpg)

DFA-103125-002A

------

![](img319103ed1.gif)

Annual Financial Statements &

Other Information

**Year Ended: October 31, 2025** 

------

DFA INVESTMENT DIMENSIONS GROUP INC.

------

**DFA Municipal Real Return Portfolio**

**DFA California Municipal Real Return Portfolio**

**DFA Municipal Bond Portfolio**

**DFA Short-Term Municipal Bond Portfolio**

**DFA Intermediate-Term Municipal Bond Portfolio**

**DFA Selective State Municipal Bond Portfolio**

**DFA Short-Term Selective State Municipal Bond Portfolio**

**DFA California Short-Term Municipal Bond Portfolio**

**DFA California Intermediate-Term Municipal Bond Portfolio**

**DFA NY Municipal Bond Portfolio**

**DFA MN Municipal Bond Portfolio**

**DFA Oregon Municipal Bond Portfolio**

------

&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;

[THIS PAGE INTENTIONALLY LEFT BLANK]

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**ANNUAL FINANCIAL STATEMENTS AND OTHER INFORMATION**

**Table of Contents** 

---

| | |
|:---|:---|
|  | **Page** |
| **[Item 7 –](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_FC-FrontCoverImage-736_1)[Financial Statements and Financial Highlights for Open-End Management Investment](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_FC-FrontCoverImage-736_1)**<br> **[Companies](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_FC-FrontCoverImage-736_1)**<br>|  |
| **[Definitions of Abbreviations and Footnotes](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_AF-TOC-AbbreviationsandFootnotes_1)** | 1 |
| [Schedules of Investments](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_1SOI-G1_TOC-ScheduleofInvestments-736_1) |  |
| [DFA Municipal Real Return Portfolio](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_1SOI-G1_TOC-ScheduleofInvestments-736_1) | 2 |
| [DFA California Municipal Real Return Portfolio](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_1SOI-G1_TOC-ScheduleofInvestments-736_21) | 22 |
| [DFA Municipal Bond Portfolio](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_1SOI-G1_TOC-ScheduleofInvestments-736_32) | 33 |
| [DFA Short-Term Municipal Bond Portfolio](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_1SOI-G1_TOC-ScheduleofInvestments-736_45) | 46 |
| [DFA Intermediate-Term Municipal Bond Portfolio](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_1SOI-G1_TOC-ScheduleofInvestments-736_64) | 65 |
| [DFA Selective State Municipal Bond Portfolio](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_1SOI-G1_TOC-ScheduleofInvestments-736_85) | 86 |
| [DFA Short-Term Selective State Municipal Bond Portfolio](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_1SOI-G1_TOC-ScheduleofInvestments-736_104) | 105 |
| [DFA California Short-Term Municipal Bond Portfolio](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_1SOI-G1_TOC-ScheduleofInvestments-736_117) | 118 |
| [DFA California Intermediate-Term Municipal Bond Portfolio](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_1SOI-G1_TOC-ScheduleofInvestments-736_126) | 127 |
| [DFA NY Municipal Bond Portfolio](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_1SOI-G1_TOC-ScheduleofInvestments-736_137) | 138 |
| [DFA MN Municipal Bond Portfolio](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_1SOI-G1_TOC-ScheduleofInvestments-736_141) | 142 |
| [DFA Oregon Municipal Bond Portfolio](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_1SOI-G1_TOC-ScheduleofInvestments-736_144) | 145 |
| [Statements of Assets and Liabilities](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_1FS-G1_StatementofAssetsandLiabilities_1) | 149 |
| [Statements of Operations](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_1FS-G1_StatementofAssetsandLiabilities_4) | 152 |
| [Statements of Changes in Net Assets](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_1FS-G1_StatementofAssetsandLiabilities_7) | 155 |
| [Financial Highlights](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_1FIHI_L-G1_TOC-FinancialHighlights_L_1) | 158 |
| [Notes to Financial Statements](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_1NTF-G1_NotestoFinancialStatements-736_1) | 170 |
| [Report of Independent Registered Public Accounting Firm](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_1AUD-Group1_AuditorsReport_1) | 184 |
| **[Tax Notice to Shareholders](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_NTS-TOC-NoticetoShareholders_1)** | 186 |
| **[Item 8 –](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_DISCLOSE-ChangesandDisagreements_1)[Changes in and Disagreements with Accountants for Open-End Management Investment](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_DISCLOSE-ChangesandDisagreements_1)**<br> **[Companies](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_DISCLOSE-ChangesandDisagreements_1)**<br>| 188 |
| **[Item 9 –](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_DISCLOSE-ChangesandDisagreements_2)[Proxy Disclosures for Open-End Management Investment Companies](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_DISCLOSE-ChangesandDisagreements_2)** | 189 |
| **[Item 10 –](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_DISCLOSE-ChangesandDisagreements_3)[Remuneration Paid to Directors, Officers, and Others of Open-End Management](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_DISCLOSE-ChangesandDisagreements_3)**<br> **[Investment Companies](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_DISCLOSE-ChangesandDisagreements_3)**<br>| 190 |
| **[Item 11 –](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_DISCLOSE-ChangesandDisagreements_4)[Statement Regarding Basis for Approval of Investment Management Agreements](#xx_1ef216e6-7257-4126-bed2-9f976ff426be_DISCLOSE-ChangesandDisagreements_4)** | 191 |

---

i

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES**

**<u>Schedules</u> <u>of Investments</u>** 

---

| | |
|:---|:---|
| Investment Abbreviations | Investment Abbreviations |
| AMBAC | American Municipal Bond Assurance Corporation |
| BAM | Build America Mutual |
| 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 |
| ST AID WITHHLDG | State Aid Withholding |
| ST INTERCEPT | State Intercept |
| USD | United States Dollars |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| Investment Footnotes | Investment Footnotes |
| † | See Note B to Financial Statements. |
| ¤ | &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>|
| ^ | Denominated in USD, unless otherwise noted. |

---

**<u>Financial Highlights</u>** 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(A) Computed
 using average shares outstanding.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(B) Non-Annualized

&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;(C) Annualized

&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;(D) Because
 of commencement of operations and related preliminary transaction costs, these
 ratios are not necessarily indicative of future ratios.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **All Statements, Schedules and Notes to Financial Statements** | **All Statements, Schedules and Notes to Financial Statements** |
|  | Amounts designated as — are either zero or rounded to zero. |
| SEC | Securities and Exchange Commission |
| CPI | Consumer Price Index |
| Ʊ | Commencement of Operations |

---

------

**DFA Municipal Real Return Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face** <br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| MUNICIPAL BONDS — (99.6%) | MUNICIPAL BONDS — (99.6%) | MUNICIPAL BONDS — (99.6%) | MUNICIPAL BONDS — (99.6%) |
| ALABAMA — (0.7%) | ALABAMA — (0.7%) | ALABAMA — (0.7%) | ALABAMA — (0.7%) |
| Alabama Federal Aid <br> Highway Finance <br> Authority (RB) Series A | Alabama Federal Aid <br> Highway Finance <br> Authority (RB) Series A |  |  |
| ¤ | 5.000%, 09/01/32 <br> (Pre-refunded @ <br> $100, 9/1/26)<br>| 1220 | $1241697 |
| ¤ | 5.000%, 09/01/33 <br> (Pre-refunded @ <br> $100, 9/1/26)<br>| 2605 | 2651327 |
| ¤ | 5.000%, 09/01/34 <br> (Pre-refunded @ <br> $100, 9/1/26)<br>| 4780 | 4865007 |
| Tuscaloosa City Board of <br> Education (RB)  | Tuscaloosa City Board of <br> Education (RB)  |  |  |
| ¤ | 5.000%, 08/01/35 <br> (Pre-refunded @ <br> $100, 8/1/26)<br>| 780 | 792696 |
| ¤ | 5.000%, 08/01/41 <br> (Pre-refunded @ <br> $100, 8/1/26)<br>| 1035 | 1051847 |
| Tuscaloosa County Board <br> of Education (ST)  | Tuscaloosa County Board <br> of Education (ST)  |  |  |
| ¤ | 5.000%, 02/01/43 <br> (Pre-refunded @ <br> $100, 2/1/27)<br>| 1160 | 1193766 |
| TOTAL ALABAMA | TOTAL ALABAMA |  | 11796340 |
| ARIZONA — (3.4%) | ARIZONA — (3.4%) | ARIZONA — (3.4%) | ARIZONA — (3.4%) |
| Arizona Board of Regents <br> (RB) Series A | Arizona Board of Regents <br> (RB) Series A |  |  |
|  | 5.000%, 07/01/27  | 6520 | 6774119 |
| Arizona Board of Regents <br> (RB) Series B | Arizona Board of Regents <br> (RB) Series B |  |  |
|  | 5.000%, 06/01/27  | 1000 | 1034280 |
| City of Glendale Water & <br> Sewer Revenue (RB)  | City of Glendale Water & <br> Sewer Revenue (RB)  |  |  |
|  | 5.000%, 07/01/27  | 835 | 867420 |
| City of Mesa Utility System <br> Revenue (RB)  | City of Mesa Utility System <br> Revenue (RB)  |  |  |
|  | 4.000%, 07/01/31  | 1610 | 1619627 |
| City of Phoenix (GO)  | City of Phoenix (GO)  |  |  |
|  | 5.000%, 07/01/27  | 1730 | 1799753 |
| City of Scottsdale (GO)  | City of Scottsdale (GO)  |  |  |
|  | 5.000%, 07/01/27  | 1525 | 1585222 |
| City of Tempe (GO)  | City of Tempe (GO)  |  |  |
|  | 5.000%, 07/01/26  | 1750 | 1775539 |
|  | 5.000%, 07/01/27  | 975 | 1012694 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| ARIZONA — (Continued) | ARIZONA — (Continued) | ARIZONA — (Continued) |
| City of Tucson (GO) <br> Series 2018-B |  |  |
| 5.000%, 07/01/26  | 4160 | $4221808 |
| Coconino County Unified <br> School District No. <br> 1-Flagstaff (GO) <br> Series B |  |  |
| 4.000%, 07/01/27  | 1000 | 1022513 |
| Coconino County Unified <br> School District No. <br> 1-Flagstaff (GO) <br> Series C |  |  |
| 5.000%, 07/01/28  | 1250 | 1329284 |
| Maricopa County School <br> District No. 3 Tempe <br> Elementary (GO) <br> Series B |  |  |
| 5.000%, 07/01/26  | 985 | 1000156 |
| 5.000%, 07/01/27  | 150 | 155774 |
| Maricopa County Unified <br> School District No. 69 <br> Paradise Valley (GO)  |  |  |
| 5.000%, 07/01/26  | 1350 | 1369880 |
| 5.000%, 07/01/27  | 2940 | 3052199 |
| Maricopa County Unified <br> School District No. 69 <br> Paradise Valley (GO) <br> Series A |  |  |
| 5.000%, 07/01/26  | 660 | 669719 |
| 5.000%, 07/01/27  | 2285 | 2372203 |
| Maricopa County Unified <br> School District No. 69 <br> Paradise Valley (GO) <br> Series B |  |  |
| 5.000%, 07/01/27  | 850 | 882579 |
| Salt River Project <br> Agricultural Improvement <br> & Power District (RB) <br> Series A |  |  |
| 5.000%, 01/01/31  | 6115 | 6282583 |
| 5.000%, 01/01/34  | 2670 | 2729588 |
| 5.000%, 01/01/38  | 13785 | 14013559 |
| Salt River Project <br> Agricultural Improvement <br> & Power District (RB) <br> Series B |  |  |
| 5.000%, 01/01/26  | 2825 | 2835454 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| ARIZONA — (Continued) | ARIZONA — (Continued) | ARIZONA — (Continued) |
| Town of Gilbert (GO)  |  |  |
| 5.000%, 07/15/27  | 1525 | $1586692 |
| TOTAL ARIZONA |  | 59992645 |
| CALIFORNIA — (4.2%) | CALIFORNIA — (4.2%) | CALIFORNIA — (4.2%) |
| California State Public <br> Works Board (RB) <br> Series B |  |  |
| 5.000%, 05/01/28  | 1185 | 1257694 |
| California State Public <br> Works Board (RB) <br> Series D |  |  |
| 5.000%, 04/01/27  | 940 | 959586 |
| 5.000%, 05/01/28  | 2235 | 2372107 |
| California State University <br> (RB) Series A |  |  |
| 4.000%, 11/01/36 | 7000 | 7000039 |
| County of Riverside (RN)  |  |  |
| 5.000%, 06/30/26  | 4000 | 4073812 |
| Los Angeles Unified School <br> District (GO) Series A |  |  |
| 5.000%, 07/01/26  | 1065 | 1084281 |
| Los Angeles Unified School <br> District (GO) Series C |  |  |
| 5.000%, 07/01/26  | 1110 | 1130096 |
| San Francisco Bay Area <br> Rapid Transit District <br> Sales Tax Revenue (RB) <br> Series A |  |  |
| 4.000%, 07/01/38  | 2160 | 2174744 |
| San Francisco Unified <br> School District (GO)  |  |  |
| 5.000%, 06/15/28  | 5390 | 5739450 |
| State of California (GO)  |  |  |
| 5.000%, 12/01/26  | 5535 | 5683679 |
| 5.000%, 04/01/27  | 7000 | 7248199 |
| 5.000%, 08/01/27  | 5000 | 5220871 |
| 5.000%, 03/01/28  | 1000 | 1057905 |
| 5.000%, 08/01/29  | 1000 | 1016679 |
| 5.000%, 10/01/29  | 1020 | 1029441 |
| 5.000%, 08/01/30  | 1570 | 1596186 |
| 5.000%, 09/01/31  | 2900 | 2953586 |
| 4.000%, 09/01/32  | 1000 | 1008297 |
| 5.000%, 08/01/33  | 1420 | 1442312 |
| 4.000%, 08/01/35  | 725 | 728348 |
| 5.000%, 08/01/35 | 8335 | 8335456 |
| 5.000%, 09/01/35  | 2315 | 2351285 |
| 4.000%, 08/01/37  | 3000 | 3012260 |
| University of California <br> (RB) Series AY |  |  |
| 4.000%, 05/15/35  | 1895 | 1924785 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| University of California <br> (RB) Series BX | University of California <br> (RB) Series BX |  |  |
|  | 5.000%, 05/15/26  | 2110 | $2137498 |
| University of California <br> (RB) Series BZ | University of California <br> (RB) Series BZ |  |  |
|  | 5.000%, 05/15/28  | 2110 | 2256971 |
| TOTAL CALIFORNIA | TOTAL CALIFORNIA |  | 74795567 |
| COLORADO — (3.3%) | COLORADO — (3.3%) | COLORADO — (3.3%) | COLORADO — (3.3%) |
| Adams & Arapahoe <br> Counties Joint School <br> District 28J Aurora (GO) <br> (ST AID WITHHLDG)  | Adams & Arapahoe <br> Counties Joint School <br> District 28J Aurora (GO) <br> (ST AID WITHHLDG)  |  |  |
|  | 5.500%, 12/01/26  | 1500 | 1547082 |
| Adams 12 Five Star <br> Schools (GO) (ST AID <br> WITHHLDG)  | Adams 12 Five Star <br> Schools (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 5.000%, 12/15/25  | 660 | 661540 |
|  | 5.000%, 12/15/26  | 7640 | 7825520 |
| Adams 12 Five Star <br> Schools (GO) (ST AID <br> WITHHLDG) Series B | Adams 12 Five Star <br> Schools (GO) (ST AID <br> WITHHLDG) Series B |  |  |
|  | 5.000%, 12/15/30  | 1865 | 1910163 |
| Arapahoe County School <br> District No. 5 Cherry <br> Creek (GO) (ST AID <br> WITHHLDG)  | Arapahoe County School <br> District No. 5 Cherry <br> Creek (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 5.000%, 12/15/25  | 3225 | 3233254 |
|  | 5.000%, 12/15/27  | 7800 | 8194972 |
| Board of Water <br> Commissioners City & <br> County of Denver (RB) <br> Series A | Board of Water <br> Commissioners City & <br> County of Denver (RB) <br> Series A |  |  |
|  | 5.000%, 12/15/26  | 3310 | 3398122 |
|  | 5.000%, 12/15/27  | 3450 | 3628349 |
| Boulder Larimer & Weld <br> Counties St. Vrain Valley <br> School District Re1J <br> (GO) (ST AID <br> WITHHLDG)  | Boulder Larimer & Weld <br> Counties St. Vrain Valley <br> School District Re1J <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 5.000%, 12/15/25  | 3915 | 3925159 |
| Boulder Larimer & Weld <br> Counties St. Vrain Valley <br> School District Re1J <br> (GO) (ST AID <br> WITHHLDG) Series C | Boulder Larimer & Weld <br> Counties St. Vrain Valley <br> School District Re1J <br> (GO) (ST AID <br> WITHHLDG) Series C |  |  |
| ¤ | 5.000%, 12/15/29 <br> (Pre-refunded @ <br> $100, 12/15/26)<br>| 3045 | 3124176 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| COLORADO — (Continued) | COLORADO — (Continued) | COLORADO — (Continued) | COLORADO — (Continued) |
| Boulder Valley School <br> District No. Re-2 Boulder <br> (GO) (ST AID <br> WITHHLDG)  | Boulder Valley School <br> District No. Re-2 Boulder <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 5.000%, 12/01/35  | 1815 | $1816718 |
| City of Colorado Springs <br> Utilities System Revenue <br> (RB) Series A-1 | City of Colorado Springs <br> Utilities System Revenue <br> (RB) Series A-1 |  |  |
|  | 5.000%, 11/15/26  | 3305 | 3386310 |
| Denver City & County <br> School District No. 1 <br> (GO) (ST AID <br> WITHHLDG) Series B | Denver City & County <br> School District No. 1 <br> (GO) (ST AID <br> WITHHLDG) Series B |  |  |
|  | 5.000%, 12/01/25  | 3750 | 3756307 |
|  | 5.000%, 12/01/26  | 3175 | 3255153 |
| El Paso County School <br> District No. 2 Harrison <br> (GO) (ST AID <br> WITHHLDG)  | El Paso County School <br> District No. 2 Harrison <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 5.000%, 12/01/26  | 460 | 471712 |
| Garfield Pitkin & Eagle <br> Counties School District <br> No. Re-1 Roaring Fork <br> (GO) (ST AID <br> WITHHLDG) Series 1 | Garfield Pitkin & Eagle <br> Counties School District <br> No. Re-1 Roaring Fork <br> (GO) (ST AID <br> WITHHLDG) Series 1 |  |  |
| ¤ | 5.000%, 12/15/29 <br> (Pre-refunded @ <br> $100, 12/15/25)<br>| 710 | 711742 |
| Metro Wastewater <br> Reclamation District <br> (RB) Series A | Metro Wastewater <br> Reclamation District <br> (RB) Series A |  |  |
|  | 5.000%, 04/01/27  | 2630 | 2718426 |
| University of Colorado (RB) <br> Series C-2 | University of Colorado (RB) <br> Series C-2 |  |  |
|  | 5.000%, 06/01/27  | 4750 | 4927023 |
| Weld County School <br> District No. 6 Greeley <br> (GO) (ST AID <br> WITHHLDG)  | Weld County School <br> District No. 6 Greeley <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 5.000%, 12/01/25  | 475 | 475810 |
| TOTAL COLORADO | TOTAL COLORADO |  | 58967538 |
| CONNECTICUT — (3.2%) | CONNECTICUT — (3.2%) | CONNECTICUT — (3.2%) | CONNECTICUT — (3.2%) |
| City of Danbury (GO)  | City of Danbury (GO)  |  |  |
|  | 4.000%, 02/23/26  | 15000 | 15050309 |
| Connecticut State Health & <br> Educational Facilities <br> Authority (RB) Series A | Connecticut State Health & <br> Educational Facilities <br> Authority (RB) Series A |  |  |
|  | 3.300%, 07/01/42  | 6515 | 6515000 |
| Town of Cheshire (GO)  | Town of Cheshire (GO)  |  |  |
|  | 4.000%, 04/14/26  | 10000 | 10053831 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CONNECTICUT — (Continued) | CONNECTICUT — (Continued) | CONNECTICUT — (Continued) |
| Town of Greenwich (GO)  |  |  |
| 4.000%, 02/05/26  | 17550 | $17598294 |
| Town of Madison (GO)  |  |  |
| 3.500%, 12/18/25  | 7355 | 7361278 |
| TOTAL CONNECTICUT |  | 56578712 |
| DISTRICT OF COLUMBIA — (1.0%) | DISTRICT OF COLUMBIA — (1.0%) | DISTRICT OF COLUMBIA — (1.0%) |
| District of Columbia (GO) <br> Series A |  |  |
| 5.000%, 06/01/34  | 2810 | 2907633 |
| 5.000%, 06/01/36  | 1000 | 1031006 |
| District of Columbia (GO) <br> Series D |  |  |
| 5.000%, 06/01/35  | 5335 | 5511491 |
| 5.000%, 06/01/38  | 3965 | 4074309 |
| District of Columbia (GO) <br> Series E |  |  |
| 5.000%, 06/01/26  | 2375 | 2405635 |
| District of Columbia <br> Income Tax Revenue <br> (RB) Series A |  |  |
| 5.000%, 06/01/28  | 1000 | 1059880 |
| TOTAL DISTRICT OF <br> COLUMBIA |  | 16989954 |
| FLORIDA — (4.1%) | FLORIDA — (4.1%) | FLORIDA — (4.1%) |
| City of Jacksonville (RB)  |  |  |
| 5.000%, 10/01/27  | 3690 | 3857013 |
| City of Pembroke Pines <br> (GO)  |  |  |
| 5.000%, 09/01/27  | 1750 | 1826207 |
| City of Port St. Lucie (GO)  |  |  |
| 5.000%, 07/01/27  | 1615 | 1677570 |
| City of Tallahassee Energy <br> System Revenue (RB)  |  |  |
| 5.000%, 10/01/27  | 455 | 475507 |
| City of Tallahassee Utility <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 10/01/26  | 180 | 183769 |
| County of Broward Water & <br> Sewer Utility Revenue <br> (RB) Series A |  |  |
| 5.000%, 10/01/30  | 1355 | 1356772 |
| County of Miami-Dade <br> (GO) Series A |  |  |
| 5.000%, 07/01/26  | 2445 | 2481085 |
| 5.000%, 07/01/27  | 1060 | 1100892 |
| County of Miami-Dade <br> Transit System (RB)  |  |  |
| 5.000%, 07/01/27  | 1340 | 1392583 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| County of Seminole Water <br> & Sewer Revenue (RB) <br> Series A |  |  |
| 5.000%, 10/01/27  | 715 | $746271 |
| School District of Broward <br> County (RN)  |  |  |
| 4.000%, 06/25/26  | 18020 | 18167023 |
| School District of Broward <br> County (GO) (AG)  |  |  |
| 5.000%, 07/01/27  | 2000 | 2074505 |
| State of Florida (GO) <br> Series A |  |  |
| 5.000%, 06/01/26  | 8175 | 8283518 |
| 5.000%, 07/01/26  | 1135 | 1152164 |
| 5.000%, 07/01/27  | 1165 | 1182363 |
| State of Florida (GO) <br> Series B |  |  |
| 5.000%, 07/01/27  | 1455 | 1510768 |
| State of Florida (GO) <br> Series C |  |  |
| 4.000%, 06/01/31  | 1275 | 1283840 |
| State of Florida <br> Department of <br> Transportation Turnpike <br> System Revenue (RB) <br> Series C |  |  |
| 5.000%, 07/01/26  | 1128 | 1144759 |
| 5.000%, 07/01/27  | 634 | 658511 |
| 5.000%, 07/01/28  | 2505 | 2661888 |
| 4.000%, 07/01/35  | 6726 | 6765540 |
| 4.000%, 07/01/36  | 6261 | 6292840 |
| State of Florida <br> Department of <br> Transportation Turnpike <br> System Revenue (RB) <br> Series D |  |  |
| 5.000%, 07/01/27  | 3970 | 4119732 |
| Tampa Bay Water (RB)  |  |  |
| 5.000%, 10/01/27  | 3000 | 3131779 |
| TOTAL FLORIDA |  | 73526899 |
| GEORGIA — (2.7%) | GEORGIA — (2.7%) | GEORGIA — (2.7%) |
| City of Brookhaven (GO)  |  |  |
| 5.000%, 07/01/27  | 1600 | 1662785 |
| Clarke County School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 09/01/27  | 3555 | 3707862 |
| Gwinnett County School <br> District (GO) Series B |  |  |
| 5.000%, 08/01/27  | 25335 | 26407686 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| GEORGIA — (Continued) | GEORGIA — (Continued) | GEORGIA — (Continued) |
| State of Georgia (GO) <br> Series A |  |  |
| 5.000%, 07/01/26  | 1285 | $1304942 |
| 5.000%, 07/01/27  | 8385 | 8724475 |
| State of Georgia (GO) <br> Series C |  |  |
| 4.000%, 07/01/29  | 4000 | 4210143 |
| State of Georgia (GO) <br> Series F |  |  |
| 5.000%, 01/01/27  | 1470 | 1511071 |
| TOTAL GEORGIA |  | 47528964 |
| HAWAII — (2.1%) | HAWAII — (2.1%) | HAWAII — (2.1%) |
| City & County of Honolulu <br> (GO) Series A |  |  |
| 5.000%, 11/01/25  | 3380 | 3380000 |
| 5.000%, 07/01/26  | 110 | 111700 |
| City & County of Honolulu <br> (GO) Series B |  |  |
| 5.000%, 07/01/26  | 110 | 111700 |
| City & County of Honolulu <br> (GO) Series E |  |  |
| 5.000%, 07/01/27  | 6475 | 6736071 |
| City & County of Honolulu <br> (GO) Series F |  |  |
| 5.000%, 07/01/27  | 7100 | 7386271 |
| County of Hawaii (GO)  |  |  |
| 5.000%, 09/01/27  | 195 | 203509 |
| County of Hawaii (GO) <br> Series A |  |  |
| 5.000%, 09/01/31  | 1130 | 1161380 |
| County of Maui (GO)  |  |  |
| 5.000%, 09/01/27  | 2480 | 2583699 |
| State of Hawaii (GO) <br> Series FG |  |  |
| 5.000%, 10/01/28  | 3085 | 3145527 |
| 4.000%, 10/01/32  | 1740 | 1753833 |
| State of Hawaii (GO) <br> Series FH |  |  |
| 5.000%, 10/01/26  | 2000 | 2043246 |
| State of Hawaii (GO) <br> Series FK |  |  |
| 4.000%, 05/01/32  | 7620 | 7736694 |
| State of Hawaii (GO) <br> Series FN |  |  |
| 5.000%, 10/01/29  | 945 | 986313 |
| TOTAL HAWAII |  | 37339943 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| ILLINOIS — (0.1%) | ILLINOIS — (0.1%) | ILLINOIS — (0.1%) | ILLINOIS — (0.1%) |
| County of Will (GO)  | County of Will (GO)  |  |  |
| ¤ | 5.000%, 11/15/34 <br> (Pre-refunded @ <br> $100, 11/15/25)<br>| 1060 | $1060722 |
| Illinois Finance Authority <br> (RB) Series C | Illinois Finance Authority <br> (RB) Series C |  |  |
| ¤ | 4.000%, 02/15/36 <br> (Pre-refunded @ <br> $100, 2/15/27)<br>| 1130 | 1149744 |
| TOTAL ILLINOIS | TOTAL ILLINOIS |  | 2210466 |
| IOWA — (0.3%) | IOWA — (0.3%) | IOWA — (0.3%) | IOWA — (0.3%) |
| City of Sioux City (GO) <br> Series A | City of Sioux City (GO) <br> Series A |  |  |
|  | 3.000%, 06/01/27  | 1325 | 1327678 |
| City of Urbandale (GO) <br> Series A | City of Urbandale (GO) <br> Series A |  |  |
|  | 5.000%, 06/01/27  | 1040 | 1076076 |
| Iowa Valley Community <br> College District (GO)  | Iowa Valley Community <br> College District (GO)  |  |  |
|  | 4.000%, 06/01/28  | 2890 | 2991294 |
| TOTAL IOWA | TOTAL IOWA |  | 5395048 |
| KANSAS — (0.6%) | KANSAS — (0.6%) | KANSAS — (0.6%) | KANSAS — (0.6%) |
| City of Lawrence (GO) <br> Series I | City of Lawrence (GO) <br> Series I |  |  |
|  | 4.000%, 05/01/26  | 2000 | 2011135 |
| City of Olathe (GO) <br> Series A | City of Olathe (GO) <br> Series A |  |  |
|  | 5.000%, 09/01/26  | 5000 | 5086319 |
| Johnson County Unified <br> School District No. 229 <br> Blue Valley (GO) <br> Series A | Johnson County Unified <br> School District No. 229 <br> Blue Valley (GO) <br> Series A |  |  |
|  | 5.000%, 10/01/26  | 1525 | 1557211 |
| Kansas Development <br> Finance Authority (RB) <br> Series D | Kansas Development <br> Finance Authority (RB) <br> Series D |  |  |
|  | 5.000%, 05/01/28  | 2000 | 2115618 |
| State of Kansas <br> Department of <br> Transportation (RB) <br> Series A | State of Kansas <br> Department of <br> Transportation (RB) <br> Series A |  |  |
|  | 5.000%, 09/01/28  | 600 | 640413 |
| TOTAL KANSAS | TOTAL KANSAS |  | 11410696 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| KENTUCKY — (2.4%) | KENTUCKY — (2.4%) | KENTUCKY — (2.4%) |
| Louisville & Jefferson <br> County Metropolitan <br> Sewer District (RB)  |  |  |
| 4.000%, 05/15/31  | 1430 | $1430504 |
| Louisville Water Co. (RB)  |  |  |
| 5.000%, 11/15/27 | 11075 | 11616367 |
| Louisville/Jefferson County <br> Metropolitan <br> Government (GO) <br> Series A |  |  |
| 5.000%, 12/01/25 | 6235 | 6245908 |
| 5.000%, 04/01/28  | 7885 | 8322548 |
| Louisville/Jefferson County <br> Metropolitan <br> Government (RB) <br> Series C |  |  |
| 3.970%, 10/01/53  | 14540 | 14540000 |
| TOTAL KENTUCKY |  | 42155327 |
| LOUISIANA — (0.2%) | LOUISIANA — (0.2%) | LOUISIANA — (0.2%) |
| St. Tammany Parish Wide <br> School District No. 12 <br> (GO) Series A |  |  |
| 5.000%, 03/01/28  | 1175 | 1237464 |
| State of Louisiana <br> Gasoline & Fuels Tax <br> Revenue (RB) Series B |  |  |
| 5.000%, 05/01/27  | 2320 | 2399550 |
| TOTAL LOUISIANA |  | 3637014 |
| MAINE — (0.3%) | MAINE — (0.3%) | MAINE — (0.3%) |
| City of Portland (GO)  |  |  |
| 5.000%, 05/01/27  | 1015 | 1050862 |
| City of Portland (GO) <br> Series B |  |  |
| 5.000%, 08/01/27  | 1095 | 1140217 |
| Maine Turnpike Authority <br> (RB)  |  |  |
| 5.000%, 07/01/27  | 2235 | 2322518 |
| State of Maine (GO) <br> Series D |  |  |
| 5.000%, 06/01/28  | 865 | 918799 |
| TOTAL MAINE |  | 5432396 |
| MARYLAND — (4.7%) | MARYLAND — (4.7%) | MARYLAND — (4.7%) |
| City of Baltimore (GO) <br> Series A |  |  |
| 5.000%, 10/15/26  | 800 | 816767 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MARYLAND — (Continued) | MARYLAND — (Continued) | MARYLAND — (Continued) |
| County of Anne Arundel <br> (GO)  |  |  |
| 5.000%, 04/01/26 | 6685 | $6746133 |
| 5.000%, 10/01/32  | 1925 | 1962250 |
| 5.000%, 10/01/27 | 5095 | 5325605 |
| County of Baltimore (GO)  |  |  |
| 5.000%, 07/01/26  | 1310 | 1330200 |
| 5.000%, 08/01/26  | 3850 | 3856205 |
| County of Calvert (GO)  |  |  |
| 5.000%, 07/01/27  | 930 | 966648 |
| County of Howard (GO) <br> Series A |  |  |
| 5.000%, 02/15/27  | 2435 | 2509969 |
| County of Montgomery <br> (GO) Series C |  |  |
| 5.000%, 10/01/26  | 5640 | 5758615 |
| 5.000%, 10/01/27  | 6840 | 7150890 |
| County of Prince George's <br> (GO) Series A |  |  |
| 5.000%, 08/01/27 | 4070 | 4239485 |
| County of Wicomico (GO) <br> Series A |  |  |
| 5.000%, 12/01/25  | 1000 | 1001749 |
| State of Maryland (GO) <br> Series 2ND |  |  |
| 5.000%, 08/01/26  | 1060 | 1078611 |
| State of Maryland (GO) <br> Series A |  |  |
| 5.000%, 03/15/26  | 1230 | 1240370 |
| 5.000%, 03/15/27  | 780 | 805792 |
| 5.000%, 08/01/27  | 1670 | 1741145 |
| 5.000%, 03/15/28  | 8100 | 8564269 |
| State of Maryland (GO) <br> Series B |  |  |
| 5.000%, 08/01/26  | 1140 | 1160015 |
| 5.000%, 08/01/27  | 15120 | 15764139 |
| State of Maryland <br> Department of <br> Transportation (RB)  |  |  |
| 5.000%, 10/01/29  | 9000 | 9193341 |
| Washington Suburban <br> Sanitary Commission <br> (RB)  |  |  |
| 3.000%, 06/01/26  | 2160 | 2161313 |
| TOTAL MARYLAND |  | 83373511 |
| MASSACHUSETTS — (5.2%) | MASSACHUSETTS — (5.2%) | MASSACHUSETTS — (5.2%) |
| City of Peabody (GO)  |  |  |
| 4.000%, 07/10/26  | 5000 | 5041757 |
| City of Quincy (GO)  |  |  |
| 5.000%, 07/24/26  | 4294 | 4359195 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) |
| City of Revere (GO)  |  |  |
| 4.000%, 07/10/26  | 1377 | $1388510 |
| Commonwealth of <br> Massachusetts (GO) <br> Series A |  |  |
| 5.000%, 07/01/27  | 6215 | 6303522 |
| 5.000%, 07/01/28  | 1000 | 1065156 |
| Commonwealth of <br> Massachusetts (GO) <br> Series B |  |  |
| 5.000%, 07/01/32  | 800 | 812620 |
| Commonwealth of <br> Massachusetts (GO) <br> Series D |  |  |
| 5.000%, 07/01/26  | 740 | 751190 |
| Commonwealth of <br> Massachusetts (GO) <br> Series E |  |  |
| 5.000%, 11/01/27  | 1030 | 1080314 |
| 5.000%, 11/01/30  | 4250 | 4456661 |
| Commonwealth of <br> Massachusetts (GO) <br> Series I |  |  |
| 5.000%, 12/01/31  | 1520 | 1559395 |
| 5.000%, 12/01/35  | 16550 | 16917885 |
| Massachusetts <br> Development Finance <br> Agency (RB) Series A |  |  |
| 4.000%, 07/15/36  | 5375 | 5360958 |
| Massachusetts School <br> Building Authority (RB) <br> Series A |  |  |
| 5.000%, 11/15/25  | 3240 | 3242207 |
| Town of Easton (GO)  |  |  |
| 4.000%, 03/05/26  | 2019 | 2026667 |
| Town of Hingham (GO)  |  |  |
| 4.000%, 02/13/26  | 8870 | 8896639 |
| Town of Lexington (GO)  |  |  |
| 4.000%, 02/15/27  | 1000 | 1019649 |
| Town of Swampscott (GO)  |  |  |
| 4.000%, 03/05/26  | 1584 | 1590506 |
| Town of Westborough (GO)  |  |  |
| 4.000%, 03/27/26  | 16500 | 16578651 |
| Town of Winchester (GO) <br> Series B |  |  |
| 4.000%, 03/26/26  | 10500 | 10551761 |
| TOTAL <br> MASSACHUSETTS |  | 93003243 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MICHIGAN — (0.1%) | MICHIGAN — (0.1%) | MICHIGAN — (0.1%) |
| Michigan State University <br> (RB) Series A |  |  |
| 5.000%, 02/15/27  | 530 | $546345 |
| 5.000%, 08/15/27  | 750 | 782551 |
| TOTAL MICHIGAN |  | 1328896 |
| MINNESOTA — (2.9%) | MINNESOTA — (2.9%) | MINNESOTA — (2.9%) |
| City of Minneapolis (GO)  |  |  |
| 5.000%, 12/01/27  | 6185 | 6496061 |
| City of St. Paul (GO) <br> Series A |  |  |
| 5.000%, 09/01/27  | 775 | 808890 |
| County of Hennepin (GO) <br> Series A |  |  |
| 5.000%, 12/01/31 | 4435 | 4572313 |
| 5.000%, 12/01/32  | 1185 | 1210693 |
| County of Hennepin (GO) <br> Series C |  |  |
| 5.000%, 12/01/31  | 1045 | 1067882 |
| Metropolitan Council (GO) <br> Series B |  |  |
| 5.000%, 12/01/25  | 1925 | 1927955 |
| 5.000%, 03/01/27  | 4360 | 4495558 |
| St. Louis Park Independent <br> School District No. 283 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/28  | 2610 | 2740668 |
| State of Minnesota (GO) <br> Series A |  |  |
| 5.000%, 08/01/27  | 14360 | 14964246 |
| 5.000%, 08/01/28  | 6100 | 6505388 |
| 5.000%, 08/01/33  | 1065 | 1079206 |
| State of Minnesota (GO) <br> Series B |  |  |
| 5.000%, 08/01/27  | 1950 | 2032053 |
| 4.000%, 08/01/32  | 3715 | 3721612 |
| White Bear Lake <br> Independent School <br> District No. 624 (GO) <br> (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/28  | 530 | 558432 |
| TOTAL MINNESOTA |  | 52180957 |
| MISSISSIPPI — (0.6%) | MISSISSIPPI — (0.6%) | MISSISSIPPI — (0.6%) |
| State of Mississippi (GO) <br> Series A |  |  |
| 5.000%, 10/01/29  | 5415 | 5662642 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| MISSISSIPPI — (Continued) | MISSISSIPPI — (Continued) | MISSISSIPPI — (Continued) | MISSISSIPPI — (Continued) |
| ¤ | 5.000%, 11/01/33 <br> (Pre-refunded @ <br> $100, 11/1/26)<br>| 4700 | $4810635 |
| TOTAL MISSISSIPPI | TOTAL MISSISSIPPI |  | 10473277 |
| MISSOURI — (0.8%) | MISSOURI — (0.8%) | MISSOURI — (0.8%) | MISSOURI — (0.8%) |
| City of Kansas City (GO) <br> Series A | City of Kansas City (GO) <br> Series A |  |  |
|  | 4.000%, 02/01/27  | 1110 | 1127816 |
| City of Kansas City Water <br> Revenue (RB) Series A | City of Kansas City Water <br> Revenue (RB) Series A |  |  |
|  | 5.000%, 12/01/29  | 1835 | 1875983 |
| City of Lees Summit (GO) <br> Series A | City of Lees Summit (GO) <br> Series A |  |  |
|  | 5.000%, 04/01/28  | 5000 | 5286101 |
| Curators of the University <br> of Missouri (RB)  | Curators of the University <br> of Missouri (RB)  |  |  |
|  | 5.000%, 11/01/25  | 3000 | 3000000 |
| Metropolitan St. Louis <br> Sewer District (RB) <br> Series B | Metropolitan St. Louis <br> Sewer District (RB) <br> Series B |  |  |
|  | 5.000%, 05/01/29  | 150 | 162220 |
| North Kansas City School <br> District No. 74 (GO) <br> Series B | North Kansas City School <br> District No. 74 (GO) <br> Series B |  |  |
|  | 4.000%, 03/01/26  | 2205 | 2213659 |
| TOTAL MISSOURI | TOTAL MISSOURI |  | 13665779 |
| 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 | 1124831 |
|  | 5.000%, 06/01/27  | 2535 | 2604742 |
| Douglas County School <br> District No. 17 (GO)  | Douglas County School <br> District No. 17 (GO)  |  |  |
|  | 4.000%, 12/15/26  | 3060 | 3104793 |
| Omaha Public Power <br> District (RB) Series A | Omaha Public Power <br> District (RB) Series A |  |  |
|  | 5.000%, 02/01/31  | 1000 | 1004424 |
| Omaha School District <br> (GO)  | Omaha School District <br> (GO)  |  |  |
|  | 5.000%, 12/15/25  | 1365 | 1368420 |
| TOTAL NEBRASKA | TOTAL NEBRASKA |  | 9207210 |
| NEVADA — (0.9%) | NEVADA — (0.9%) | NEVADA — (0.9%) | NEVADA — (0.9%) |
| Clark County Water <br> Reclamation District <br> (GO)  | Clark County Water <br> Reclamation District <br> (GO)  |  |  |
|  | 4.000%, 07/01/34  | 1800 | 1810808 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| NEVADA — (Continued) | NEVADA — (Continued) | NEVADA — (Continued) | NEVADA — (Continued) |
| Las Vegas Valley Water <br> District (GO) Series A | Las Vegas Valley Water <br> District (GO) Series A |  |  |
|  | 5.000%, 06/01/27  | 11710 | $12153975 |
|  | 5.000%, 06/01/33  | 1475 | 1492322 |
|  | 5.000%, 06/01/37  | 1045 | 1054032 |
| TOTAL NEVADA | TOTAL NEVADA |  | 16511137 |
| NEW JERSEY — (3.7%) | NEW JERSEY — (3.7%) | NEW JERSEY — (3.7%) | NEW JERSEY — (3.7%) |
| City of Hoboken (GO)  | City of Hoboken (GO)  |  |  |
|  | 3.000%, 02/01/27  | 1000 | 1003899 |
| City of Summit (GO)  | City of Summit (GO)  |  |  |
|  | 4.000%, 07/16/26  | 1790 | 1806292 |
| County of Hudson (GO)  | County of Hudson (GO)  |  |  |
|  | 4.000%, 02/26/26  | 10000 | 10035151 |
| County of Mercer (GO)  | County of Mercer (GO)  |  |  |
|  | 4.000%, 02/01/27  | 3430 | 3492665 |
|  | 4.000%, 02/01/28  | 3290 | 3398662 |
| Monmouth County <br> Improvement Authority <br> (RN)  | Monmouth County <br> Improvement Authority <br> (RN)  |  |  |
|  | 4.000%, 03/13/26  | 13500 | 13556326 |
| New Jersey Economic <br> Development Authority <br> (RB) Series BBB | New Jersey Economic <br> Development Authority <br> (RB) Series BBB |  |  |
| ¤ | 5.500%, 06/15/30 <br> (Pre-refunded @ <br> $100, 12/15/26)<br>| 6075 | 6266158 |
| Princeton (GO)  | Princeton (GO)  |  |  |
|  | 4.000%, 02/19/26  | 13000 | 13047017 |
| Township of Livingston <br> (GO)  | Township of Livingston <br> (GO)  |  |  |
|  | 4.000%, 12/05/25  | 4000 | 4003591 |
| Township of Toms River <br> (GO)  | Township of Toms River <br> (GO)  |  |  |
|  | 4.000%, 06/01/27  | 865 | 884031 |
|  | 4.000%, 06/01/28  | 1255 | 1300227 |
| Township of Woodbridge <br> (GO)  | Township of Woodbridge <br> (GO)  |  |  |
|  | 4.000%, 03/13/26  | 6640 | 6666978 |
| TOTAL NEW JERSEY | TOTAL NEW JERSEY |  | 65460997 |
| NEW MEXICO — (1.0%) | NEW MEXICO — (1.0%) | NEW MEXICO — (1.0%) | NEW MEXICO — (1.0%) |
| Central New Mexico <br> Community College <br> (GO)  | Central New Mexico <br> Community College <br> (GO)  |  |  |
|  | 5.000%, 08/15/28  | 3370 | 3589843 |
| City of Albuquerque (GO) <br> Series A | City of Albuquerque (GO) <br> Series A |  |  |
|  | 5.000%, 07/01/27  | 730 | 758222 |
| State of New Mexico (GO)  | State of New Mexico (GO)  |  |  |
|  | 5.000%, 03/01/27  | 7040 | 7255616 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW MEXICO — (Continued) | NEW MEXICO — (Continued) | NEW MEXICO — (Continued) |
| State of New Mexico <br> Severance Tax <br> Permanent Fund (RB) <br> Series D |  |  |
| 5.000%, 07/01/26  | 5580 | $5660695 |
| TOTAL NEW MEXICO |  | 17264376 |
| NEW YORK — (8.2%) | NEW YORK — (8.2%) | NEW YORK — (8.2%) |
| City of New York (GO) <br> Series 1 |  |  |
| 5.000%, 08/01/29  | 550 | 571920 |
| City of New York (GO) <br> Series A-1 |  |  |
| 5.000%, 09/01/27  | 1580 | 1650392 |
| 5.000%, 08/01/38  | 1885 | 1904039 |
| City of New York (GO) <br> Series B-1 |  |  |
| 5.000%, 08/01/27  | 8610 | 8975299 |
| 5.000%, 10/01/35  | 2600 | 2694865 |
| 5.000%, 12/01/38  | 1610 | 1632935 |
| City of New York (GO) <br> Series C |  |  |
| 5.000%, 08/01/26 | 4535 | 4614284 |
| 5.000%, 08/01/27  | 615 | 641093 |
| City of New York (GO) <br> Series D |  |  |
| 5.000%, 10/01/27  | 5900 | 6175490 |
| City of New York (GO) <br> Series E |  |  |
| 5.000%, 08/01/26  | 4035 | 4105543 |
| City of New York (GO) <br> Series F |  |  |
| 5.000%, 09/01/27  | 2920 | 3050091 |
| City of New York (GO) <br> Series F-1 |  |  |
| 5.000%, 06/01/34  | 5 | 5007 |
| City of New York (GO) <br> Series F-5 |  |  |
| 3.900%, 06/01/44  | 3640 | 3640000 |
| City of New York (GO) <br> Series H |  |  |
| 5.000%, 01/01/27  | 1525 | 1567430 |
| City of Rochester (GO) <br> Series I |  |  |
| 4.000%, 02/26/26  | 4920 | 4937447 |
| Corning City School District <br> (GO) Series A |  |  |
| 4.000%, 06/18/26  | 3820 | 3852370 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| Empire State Development <br> Corp. (RB) Series A | Empire State Development <br> Corp. (RB) Series A |  |  |
| ¤ | 5.000%, 03/15/26 <br> (Pre-refunded @ <br> $100, 3/15/26)<br>| 1365 | $1376667 |
|  | 5.000%, 03/15/26  | 5645 | 5693248 |
|  | 5.000%, 03/15/32  | 2145 | 2210434 |
|  | 5.000%, 03/15/38  | 3675 | 3679846 |
| Harborfields Central School <br> District (GO) (ST AID <br> WITHHLDG)  | Harborfields Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 4.000%, 09/03/26  | 6710 | 6785779 |
| Metropolitan Transportation <br> Authority Dedicated Tax <br> Fund (ST) Series A | Metropolitan Transportation <br> Authority Dedicated Tax <br> Fund (ST) Series A |  |  |
|  | 5.000%, 11/15/25  | 320 | 320241 |
|  | 5.000%, 11/15/26  | 255 | 261266 |
| New York State Dormitory <br> Authority (RB) Series A | New York State Dormitory <br> Authority (RB) Series A |  |  |
|  | 5.000%, 03/15/26  | 1010 | 1018484 |
|  | 5.000%, 03/15/28  | 1820 | 1922853 |
|  | 5.000%, 02/15/30  | 1370 | 1408757 |
|  | 5.000%, 02/15/31  | 865 | 889360 |
|  | 5.000%, 03/15/32  | 7495 | 7946190 |
|  | 5.000%, 02/15/33  | 4970 | 5047127 |
|  | 5.000%, 03/15/35 | 5660 | 5750957 |
|  | 5.000%, 03/15/36  | 4395 | 4464751 |
|  | 5.000%, 02/15/37  | 2895 | 2958467 |
| New York State Dormitory <br> Authority (RB) Series B | New York State Dormitory <br> Authority (RB) Series B |  |  |
|  | 5.000%, 02/15/32  | 1500 | 1557659 |
|  | 5.000%, 02/15/34  | 4105 | 4253346 |
|  | 5.000%, 02/15/37  | 1790 | 1844283 |
| New York State Dormitory <br> Authority (RB) Series C | New York State Dormitory <br> Authority (RB) Series C |  |  |
|  | 5.000%, 03/15/27 | 9505 | 9798704 |
|  | 5.000%, 03/15/38  | 4000 | 4165614 |
| New York State Dormitory <br> Authority (RB) Series E | New York State Dormitory <br> Authority (RB) Series E |  |  |
|  | 5.000%, 03/15/27  | 7000 | 7215639 |
| New York State Thruway <br> Authority (RB) Series A | New York State Thruway <br> Authority (RB) Series A |  |  |
|  | 5.000%, 03/15/27  | 7970 | 8230270 |
| Port Authority of New York <br> & New Jersey (RB) <br> Series 248 | Port Authority of New York <br> & New Jersey (RB) <br> Series 248 |  |  |
|  | 5.000%, 01/15/28  | 1000 | 1053836 |
| Triborough Bridge & Tunnel <br> Authority (RB) Series A | Triborough Bridge & Tunnel <br> Authority (RB) Series A |  |  |
|  | 5.000%, 11/15/36  | 1160 | 1168762 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| Triborough Bridge & Tunnel <br> Authority (RB) <br> Series A-2 |  |  |
| 5.000%, 11/15/25  | 775 | $775510 |
| Triborough Bridge & Tunnel <br> Authority (RB) Series B |  |  |
| 5.000%, 11/15/29  | 2530 | 2620362 |
| 5.000%, 11/15/30  | 1425 | 1476564 |
| TOTAL NEW YORK |  | 145913181 |
| NORTH CAROLINA — (1.4%) | NORTH CAROLINA — (1.4%) | NORTH CAROLINA — (1.4%) |
| Cape Fear Public Utility <br> Authority (RB)  |  |  |
| 5.000%, 04/01/27  | 275 | 283839 |
| 5.000%, 04/01/28  | 300 | 317311 |
| City of Charlotte Water & <br> Sewer System Revenue <br> (RB)  |  |  |
| 5.000%, 07/01/27 | 17065 | 17734643 |
| County of Gaston (GO)  |  |  |
| 5.000%, 02/01/26  | 2500 | 2513458 |
| County of Wake (GO) <br> Series A |  |  |
| 5.000%, 04/01/27  | 2625 | 2713813 |
| Town of Holly Springs (GO)  |  |  |
| 5.000%, 02/01/27  | 1405 | 1447069 |
| TOTAL NORTH <br> CAROLINA |  | 25010133 |
| OHIO — (2.3%) | OHIO — (2.3%) | OHIO — (2.3%) |
| City of Cincinnati (GO) <br> Series B |  |  |
| 5.000%, 12/01/25  | 1995 | 1998427 |
| City of Columbus (GO) <br> Series 2017-1 |  |  |
| 4.000%, 04/01/27  | 4385 | 4468690 |
| City of Columbus (GO) <br> Series A |  |  |
| 5.000%, 04/01/27  | 2225 | 2299652 |
| 5.000%, 10/01/27  | 3360 | 3514643 |
| City of Columbus (GO) <br> Series B |  |  |
| 5.000%, 10/01/27  | 1195 | 1249999 |
| County of Allen Hospital <br> Facilities Revenue (RB) <br> Series C |  |  |
| 3.950%, 06/01/34  | 970 | 970000 |
| Ohio State University (RB) <br> Series A |  |  |
| 5.000%, 12/01/25  | 1120 | 1121856 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| OHIO — (Continued) | OHIO — (Continued) | OHIO — (Continued) |
| State of Ohio (GO) <br> Series A |  |  |
| 5.000%, 09/01/28  | 2540 | $2712445 |
| 5.000%, 02/01/32  | 1920 | 1929120 |
| 5.000%, 05/01/32  | 1080 | 1116164 |
| 5.000%, 02/01/33  | 1850 | 1858011 |
| 5.000%, 05/01/35  | 2630 | 2701308 |
| 5.000%, 02/01/36  | 2690 | 2698666 |
| State of Ohio (GO) <br> Series B |  |  |
| 5.000%, 09/01/27  | 1215 | 1266912 |
| 5.000%, 09/15/27  | 6645 | 6935311 |
| State of Ohio (GO) <br> Series V |  |  |
| 5.000%, 05/01/34  | 2000 | 2098003 |
| State of Ohio (GO) <br> Series X |  |  |
| 5.000%, 05/01/29  | 665 | 720799 |
| Upper Arlington City <br> School District (GO) <br> Series A |  |  |
| 5.000%, 12/01/26  | 1585 | 1624076 |
| TOTAL OHIO |  | 41284082 |
| OKLAHOMA — (0.1%) | OKLAHOMA — (0.1%) | OKLAHOMA — (0.1%) |
| City of Bixby (GO) Series A |  |  |
| 4.000%, 06/01/26  | 790 | 795243 |
| 4.000%, 06/01/28  | 1790 | 1847355 |
| TOTAL OKLAHOMA |  | 2642598 |
| OREGON — (1.1%) | OREGON — (1.1%) | OREGON — (1.1%) |
| City of Portland Water <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 04/01/27  | 780 | 805785 |
| Clackamas Community <br> College District (GO) <br> (SCH BD GTY)  |  |  |
| 5.000%, 06/15/28  | 500 | 531317 |
| County of Washington <br> (GO)  |  |  |
| 5.000%, 06/01/27  | 4110 | 4263237 |
| 5.000%, 06/01/28  | 3755 | 3991544 |
| Deschutes County <br> Administrative School <br> District No. 1 Bend-La <br> Pine (GO) (SCH BD <br> GTY)  |  |  |
| 5.000%, 06/15/27  | 970 | 1006308 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| Lane & Douglas Counties <br> School District No. 28J <br> Fern Ridge (GO) (SCH <br> BD GTY) Series A | Lane & Douglas Counties <br> School District No. 28J <br> Fern Ridge (GO) (SCH <br> BD GTY) Series A |  |  |
| ¤ | 5.000%, 06/15/33 <br> (Pre-refunded @ <br> $100, 6/15/26)<br>| 2205 | $2235775 |
| ¤ | 5.000%, 06/15/36 <br> (Pre-refunded @ <br> $100, 6/15/26)<br>| 1065 | 1079864 |
| Mount Hood Community <br> College District (GO) <br> (SCH BD GTY)  | Mount Hood Community <br> College District (GO) <br> (SCH BD GTY)  |  |  |
|  | 5.000%, 06/15/27  | 590 | 612084 |
| Portland Community <br> College District (GO)  | Portland Community <br> College District (GO)  |  |  |
|  | 5.000%, 06/15/27  | 1375 | 1390718 |
| State of Oregon (GO) <br> Series A | State of Oregon (GO) <br> Series A |  |  |
|  | 5.000%, 05/01/27  | 695 | 719401 |
| State of Oregon (GO) <br> Series F | State of Oregon (GO) <br> Series F |  |  |
|  | 5.000%, 05/01/29  | 1075 | 1086895 |
| State of Oregon <br> Department of <br> Transportation (RB) <br> Series A | State of Oregon <br> Department of <br> Transportation (RB) <br> Series A |  |  |
|  | 5.000%, 11/15/26  | 2000 | 2049411 |
| Washington & Clackamas <br> Counties School District <br> No. 23J Tigard-Tualatin <br> (GO) (SCH BD GTY)  | Washington & Clackamas <br> Counties School District <br> No. 23J Tigard-Tualatin <br> (GO) (SCH BD GTY)  |  |  |
|  | 5.000%, 06/15/27  | 635 | 658973 |
| TOTAL OREGON | TOTAL OREGON |  | 20431312 |
| PENNSYLVANIA — (1.0%) | PENNSYLVANIA — (1.0%) | PENNSYLVANIA — (1.0%) | PENNSYLVANIA — (1.0%) |
| County of Chester (GO) <br> Series A | County of Chester (GO) <br> Series A |  |  |
|  | 4.000%, 07/15/28  | 5330 | 5383332 |
| County of Montgomery <br> (GO)  | County of Montgomery <br> (GO)  |  |  |
|  | 5.000%, 07/01/28  | 5925 | 6300490 |
| Exeter Township School <br> District (GO) (ST AID <br> WITHHLDG)  | Exeter Township School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| ¤ | 4.000%, 05/15/28 <br> (Pre-refunded @ <br> $100, 5/15/27)<br>| 3090 | 3153109 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| PENNSYLVANIA — (Continued) | PENNSYLVANIA — (Continued) | PENNSYLVANIA — (Continued) |
| Pennsylvania Turnpike <br> Commission (RB) <br> Series 1 |  |  |
| 5.000%, 12/01/27  | 1430 | $1498360 |
| Pennsylvania Turnpike <br> Commission (RB) <br> Series A-1 |  |  |
| 5.000%, 12/01/31  | 685 | 694029 |
| Pennsylvania Turnpike <br> Commission (RB) <br> Series B |  |  |
| 5.000%, 12/01/27  | 1000 | 1047804 |
| TOTAL PENNSYLVANIA |  | 18077124 |
| RHODE ISLAND — (0.2%) | RHODE ISLAND — (0.2%) | RHODE ISLAND — (0.2%) |
| State of Rhode Island (GO) <br> Series A |  |  |
| 5.000%, 04/01/27  | 1145 | 1182529 |
| State of Rhode Island (GO) <br> Series C |  |  |
| 5.000%, 08/01/27  | 2425 | 2523659 |
| TOTAL RHODE ISLAND |  | 3706188 |
| SOUTH CAROLINA — (2.3%) | SOUTH CAROLINA — (2.3%) | SOUTH CAROLINA — (2.3%) |
| Aiken County Consolidated <br> School District (GO)  |  |  |
| 5.000%, 04/01/26  | 3520 | 3552480 |
| 5.000%, 04/01/27  | 2800 | 2892366 |
| Beaufort County School <br> District (GO) Series A |  |  |
| 5.000%, 03/02/26  | 4000 | 4029694 |
| Beaufort County School <br> District (GO) Series B |  |  |
| 5.000%, 03/01/28  | 3000 | 3165682 |
| Beaufort County School <br> District (GO) Series C |  |  |
| 5.000%, 03/01/27  | 8300 | 8561362 |
| Charleston County School <br> District (GO) Series A |  |  |
| 5.000%, 02/01/27  | 1670 | 1719588 |
| County of Beaufort (GO) <br> (ST AID WITHHLDG)  |  |  |
| 5.000%, 03/01/26  | 1475 | 1485950 |
| Horry County School <br> District (GO)  |  |  |
| 5.000%, 03/01/26  | 2905 | 2926853 |
| 5.000%, 03/01/27  | 7775 | 8024990 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| SOUTH CAROLINA — (Continued) | SOUTH CAROLINA — (Continued) | SOUTH CAROLINA — (Continued) |
| Richland County School <br> District No. 2 (GO)  |  |  |
| 5.000%, 03/01/27  | 4075 | $4204941 |
| TOTAL SOUTH <br> CAROLINA |  | 40563906 |
| TENNESSEE — (2.0%) | TENNESSEE — (2.0%) | TENNESSEE — (2.0%) |
| City of Knoxville Electric <br> System Revenue (RB) <br> Series NN |  |  |
| 5.000%, 07/01/27  | 885 | 919875 |
| City of Memphis (GO) <br> Series A |  |  |
| 5.000%, 04/01/26  | 1310 | 1322196 |
| City of Pigeon Forge (GO) <br> Series B |  |  |
| 5.000%, 06/01/27  | 1835 | 1900672 |
| City of Sevierville (GO)  |  |  |
| 5.000%, 06/01/29  | 3135 | 3396522 |
| County of Knox (GO) <br> Series C |  |  |
| 5.000%, 06/01/26  | 125 | 126677 |
| County of Rutherford (GO)  |  |  |
| 5.000%, 04/01/26  | 3570 | 3603530 |
| County of Rutherford (GO) <br> Series A |  |  |
| 5.000%, 04/01/26  | 2115 | 2134865 |
| County of Rutherford (GO) <br> Series B |  |  |
| 5.000%, 04/01/27  | 1735 | 1791745 |
| County of Washington <br> (GO) Series A |  |  |
| 4.000%, 06/01/26  | 1900 | 1913153 |
| Metropolitan Government <br> of Nashville & Davidson <br> County (GO)  |  |  |
| 5.000%, 01/01/26  | 5390 | 5409285 |
| Metropolitan Government <br> of Nashville & Davidson <br> County (GO) Series A |  |  |
| 4.000%, 01/01/26  | 4000 | 4007954 |
| Metropolitan Government <br> of Nashville & Davidson <br> County Water & Sewer <br> Revenue (RB)  |  |  |
| 5.000%, 07/01/27  | 390 | 405369 |
| State of Tennessee (GO) <br> Series A |  |  |
| 5.000%, 08/01/27  | 2510 | 2514376 |
| 5.000%, 09/01/27  | 1900 | 1984648 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TENNESSEE — (Continued) | TENNESSEE — (Continued) | TENNESSEE — (Continued) |
| State of Tennessee (GO) <br> Series B |  |  |
| 5.000%, 08/01/30  | 3440 | $3500110 |
| TOTAL TENNESSEE |  | 34930977 |
| TEXAS — (17.0%) | TEXAS — (17.0%) | TEXAS — (17.0%) |
| Alamo Community College <br> District (GO)  |  |  |
| 5.000%, 08/15/27  | 500 | 521264 |
| Allen Independent School <br> District (GO) (PSF-GTD) <br> Series A |  |  |
| 5.000%, 02/15/27  | 190 | 195225 |
| Alvin Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/27  | 795 | 818508 |
| Arlington Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 1000 | 1006058 |
| Austin Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/01/26  | 2400 | 2440172 |
| 5.000%, 08/01/27  | 280 | 291636 |
| Birdville Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/27  | 1395 | 1437681 |
| Board of Regents of the <br> University of Texas <br> System (RB) Series A |  |  |
| 5.000%, 08/15/26  | 9870 | 10048057 |
| Board of Regents of the <br> University of Texas <br> System (RB) Series B |  |  |
| 5.000%, 08/15/27  | 555 | 577605 |
| City of Anna (GO)  |  |  |
| 4.000%, 02/15/28  | 1350 | 1387257 |
| City of Austin (GO)  |  |  |
| 5.000%, 09/01/27  | 5500 | 5735994 |
| City of Austin Electric Utility <br> Revenue (RB)  |  |  |
| 5.000%, 11/15/32  | 530 | 541566 |
| City of Austin Electric Utility <br> Revenue (RB) Series A |  |  |
| 5.000%, 11/15/25  | 1285 | 1285929 |
| City of Austin Water & <br> Wastewater System <br> Revenue (RB)  |  |  |
| 5.000%, 11/15/27  | 1360 | 1424134 |
| 5.000%, 11/15/31  | 940 | 961181 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| City of Carrollton (GO)  |  |  |
| 5.000%, 08/15/26  | 1420 | $1446184 |
| City of Cedar Park (GO)  |  |  |
| 5.000%, 02/15/26  | 680 | 684119 |
| City of College Station <br> (GO)  |  |  |
| 5.000%, 02/15/28  | 530 | 556276 |
| City of Corpus Christi (GO) <br> Series A |  |  |
| 5.000%, 03/01/26  | 1960 | 1973354 |
| City of Dallas Waterworks <br> & Sewer System <br> Revenue (RB)  |  |  |
| 5.000%, 10/01/26  | 1275 | 1301757 |
| City of Dallas Waterworks <br> & Sewer System <br> Revenue (RB) Series A |  |  |
| 5.000%, 10/01/28  | 1350 | 1352098 |
| City of Denton (GO)  |  |  |
| 5.000%, 02/15/28  | 2155 | 2268202 |
| City of El Paso Water & <br> Sewer Revenue (RB)  |  |  |
| 5.000%, 03/01/26 | 930 | 936551 |
| 5.000%, 03/01/27 | 760 | 782975 |
| City of Fort Worth (GO)  |  |  |
| 5.000%, 03/01/27 | 5325 | 5486679 |
| 5.000%, 03/01/28  | 5015 | 5282417 |
| City of Frisco (GO)  |  |  |
| 5.000%, 02/15/26  | 1500 | 1509516 |
| City of Houston (GO) <br> Series A |  |  |
| 5.000%, 03/01/27  | 5785 | 5959879 |
| City of Irving (GO)  |  |  |
| 5.000%, 09/15/27 | 5075 | 5295775 |
| City of Leander (GO)  |  |  |
| 5.000%, 08/15/27  | 350 | 364635 |
| City of Lewisville (GO)  |  |  |
| 5.000%, 02/15/27  | 815 | 839622 |
| 5.000%, 02/15/28  | 745 | 784304 |
| City of Lewisville <br> Waterworks & Sewer <br> System Revenue (RB)  |  |  |
| 4.000%, 02/15/27  | 1120 | 1139797 |
| City of Pflugerville (GO)  |  |  |
| 5.000%, 08/01/26 | 1200 | 1218926 |
| City of Plano (GO)  |  |  |
| 5.000%, 09/01/27  | 1535 | 1599744 |
| 5.000%, 09/01/28  | 2680 | 2851446 |
| City of Richardson (GO)  |  |  |
| 5.000%, 02/15/27  | 1895 | 1951035 |
| 5.000%, 02/15/28  | 2000 | 2105515 |
| City of San Angelo (GO)  |  |  |
| 3.000%, 02/15/28  | 1165 | 1169748 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| City of San Antonio (GO)  |  |  |
| 5.000%, 02/01/26  | 3175 | $3192367 |
| 5.000%, 02/01/27 | 5030 | 5174666 |
| City of San Antonio Electric <br> & Gas Systems <br> Revenue (RB)  |  |  |
| 5.000%, 02/01/26  | 3355 | 3371693 |
| 4.000%, 02/01/27  | 1975 | 2004635 |
| 4.000%, 02/01/28  | 1450 | 1462089 |
| 4.000%, 02/01/36  | 2775 | 2782176 |
| City of Temple (GO)  |  |  |
| 5.000%, 08/01/27  | 575 | 597393 |
| City of Temple (GO) <br> Series A |  |  |
| 5.000%, 08/01/28  | 185 | 196030 |
| City of Temple (GO) <br> Series B |  |  |
| 5.000%, 08/01/27  | 230 | 238957 |
| 5.000%, 08/01/28  | 165 | 174838 |
| Conroe Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/32  | 1025 | 1030944 |
| Conroe Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 02/15/26  | 8710 | 8762267 |
| 5.000%, 02/15/29  | 895 | 962704 |
| Corpus Christi Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/28  | 1525 | 1621946 |
| County of Collin (GO)  |  |  |
| 5.000%, 02/15/27  | 1125 | 1157978 |
| 5.000%, 02/15/28  | 1000 | 1052530 |
| County of Denton (GO)  |  |  |
| 5.000%, 07/15/27 | 4540 | 4721346 |
| 5.000%, 07/15/28  | 515 | 547005 |
| County of Fort Bend (GO)  |  |  |
| 5.000%, 03/01/27 | 7300 | 7515845 |
| County of Harris (GO) <br> Series A |  |  |
| 5.000%, 09/15/27  | 7115 | 7419222 |
| 5.000%, 10/01/27  | 2500 | 2609578 |
| County of Tarrant (GO)  |  |  |
| 5.000%, 07/15/28  | 750 | 797619 |
| 5.000%, 07/15/29  | 365 | 396345 |
| County of Travis (GO)  |  |  |
| 5.000%, 03/01/28  | 16330 | 17212138 |
| County of Travis (GO) <br> Series A |  |  |
| 5.000%, 03/01/26  | 1500 | 1510962 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| County of Williamson (GO)  | County of Williamson (GO)  |  |  |
|  | 5.000%, 02/15/27 | 9035 | $9307956 |
| ¤ | 4.000%, 02/15/36 <br> (Pre-refunded @ <br> $100, 8/15/26)<br>| 2915 | 2941367 |
| Dallas Area Rapid Transit <br> (RB) Series A | Dallas Area Rapid Transit <br> (RB) Series A |  |  |
| ¤ | 5.000%, 12/01/46 <br> (Pre-refunded @ <br> $100, 12/1/25)<br>| 2880 | 2884885 |
| Del Valle Independent <br> School District (GO) <br> (PSF-GTD) Series A | Del Valle Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
|  | 5.000%, 06/15/27  | 2390 | 2478303 |
| Denton Independent <br> School District (GO) <br> (PSF-GTD) Series C | Denton Independent <br> School District (GO) <br> (PSF-GTD) Series C |  |  |
|  | 5.000%, 08/15/27  | 375 | 389670 |
| Dripping Springs <br> Independent School <br> District (GO) (PSF-GTD)  | Dripping Springs <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/27  | 580 | 597969 |
| Fort Bend Independent <br> School District (GO) <br> (PSF-GTD) Series A | Fort Bend Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
|  | 5.000%, 08/15/27 | 1865 | 1942653 |
|  | 5.000%, 08/15/28  | 1000 | 1064958 |
| Frisco Independent School <br> District (GO) (PSF-GTD)  | Frisco Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/27  | 1055 | 1085791 |
|  | 4.000%, 02/15/28  | 2085 | 2141236 |
| Frisco Independent School <br> District (GO) (PSF-GTD) <br> Series B | Frisco Independent School <br> District (GO) (PSF-GTD) <br> Series B |  |  |
|  | 5.000%, 02/15/27  | 250 | 257296 |
|  | 5.000%, 02/15/28  | 1565 | 1644079 |
| Frisco Independent School <br> District (GO) Series A | Frisco Independent School <br> District (GO) Series A |  |  |
|  | 5.000%, 02/15/28  | 1075 | 1130736 |
| Galveston Independent <br> School District (GO) <br> (PSF-GTD)  | Galveston Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/01/26  | 405 | 407135 |
|  | 5.000%, 02/01/27  | 320 | 329164 |
| Garland Independent <br> School District (GO) <br> (PSF-GTD) Series A | Garland Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
|  | 5.000%, 02/15/26  | 2010 | 2013365 |
| Goose Creek Consolidated <br> Independent School <br> District (GO) (PSF-GTD)  | Goose Creek Consolidated <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/27  | 3075 | 3169871 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Goose Creek Consolidated <br> Independent School <br> District (GO) (PSF-GTD) <br> Series A |  |  |
| 5.000%, 02/15/28  | 2000 | $2012214 |
| Houston Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 1155 | 1162459 |
| 5.000%, 02/15/27  | 1530 | 1577204 |
| Houston Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 02/15/26  | 1915 | 1927368 |
| Houston Independent <br> School District (GO) <br> (PSF-GTD) Series B |  |  |
| 5.000%, 02/15/27  | 2155 | 2221487 |
| 5.000%, 02/15/28  | 1000 | 1053486 |
| Humble Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/27  | 4000 | 4118280 |
| Hutto Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/01/28  | 150 | 159361 |
| Katy Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/29  | 375 | 403000 |
| Klein Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/01/36  | 1925 | 1942150 |
| Leander Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 08/15/27  | 770 | 801923 |
| Lewisville Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/27  | 635 | 661440 |
| Little Elm Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/26  | 2255 | 2295698 |
| Lone Star College System <br> (GO) Series A |  |  |
| 5.000%, 02/15/26  | 7515 | 7563297 |
| Mansfield Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 02/15/39  | 2880 | 2938542 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Midland Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 8605 | $8660328 |
| New Caney Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 2600 | 2614933 |
| North Texas Municipal <br> Water District Water <br> System Revenue (RB)  |  |  |
| 5.000%, 09/01/27  | 1080 | 1126144 |
| 5.000%, 09/01/31  | 2300 | 2334679 |
| Pearland Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/28  | 250 | 262545 |
| Permanent University Fund <br> - Texas A&M University <br> System (RB) Series A |  |  |
| 5.000%, 07/01/26  | 15735 | 15972842 |
| Permanent University Fund <br> - University of Texas <br> System (RB) Series A |  |  |
| 5.000%, 07/01/27  | 8055 | 8366275 |
| Pflugerville Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 1500 | 1509687 |
| Prosper Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/29  | 605 | 649581 |
| Richardson Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/27  | 235 | 242100 |
| 5.000%, 02/15/30  | 2500 | 2514768 |
| 5.000%, 02/15/31  | 2000 | 2010900 |
| Round Rock Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 08/01/26  | 4125 | 4190979 |
| San Antonio Independent <br> School District (GO) <br> (PSF-GTD) Series B |  |  |
| 5.000%, 08/15/28  | 2070 | 2204462 |
| Spring Branch Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/01/28  | 630 | 663119 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Spring Independent School <br> District (GO) Series B |  |  |
| 5.000%, 08/15/26  | 900 | $915961 |
| State of Texas (GO)  |  |  |
| 5.000%, 10/01/27  | 2000 | 2090703 |
| State of Texas (GO) <br> Series A |  |  |
| 5.000%, 10/01/26 | 4960 | 4974662 |
| 5.000%, 04/01/27  | 1480 | 1493602 |
| 5.000%, 10/01/31  | 3775 | 3948486 |
| State of Texas (GO) <br> Series B |  |  |
| 5.000%, 08/01/29  | 1435 | 1495441 |
| 5.000%, 10/01/29  | 1535 | 1605845 |
| 5.000%, 10/01/31  | 3260 | 3409818 |
| State of Texas (GO) <br> Series C |  |  |
| 5.000%, 08/01/27  | 420 | 437380 |
| State of Texas (GO) <br> Series E |  |  |
| 5.000%, 02/01/27  | 1225 | 1260689 |
| 5.000%, 08/01/27  | 3290 | 3426144 |
| Tarrant County College <br> District (GO)  |  |  |
| 5.000%, 08/15/28  | 1065 | 1130581 |
| Temple Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/01/28  | 570 | 598053 |
| Texas Tech University <br> System (RB) Series A |  |  |
| 5.000%, 02/15/27  | 675 | 694865 |
| Trinity River Authority <br> Central Regional <br> Wastewater System <br> Revenue (RB)  |  |  |
| 5.000%, 08/01/27  | 525 | 546176 |
| 5.000%, 08/01/28  | 830 | 882249 |
| Trinity River Authority <br> Denton Creek <br> Wastewater Treatment <br> System Revenue (RB)  |  |  |
| 5.000%, 02/01/26  | 230 | 231184 |
| 5.000%, 02/01/27  | 700 | 718829 |
| Waco Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/15/27  | 390 | 406238 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Wylie Independent School <br> District/Collin County <br> (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/15/26  | 950 | $966031 |
| TOTAL TEXAS |  | 303226716 |
| UTAH — (0.7%) | UTAH — (0.7%) | UTAH — (0.7%) |
| Alpine School District (GO) <br> (SCH BD GTY)  |  |  |
| 4.000%, 03/15/31  | 1590 | 1616969 |
| Canyons School District <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 06/15/27  | 2205 | 2290739 |
| City of American Fork (GO)  |  |  |
| 5.000%, 05/01/26  | 1165 | 1177499 |
| City of Salt Lake City <br> Public Utilities Revenue <br> (RB)  |  |  |
| 5.000%, 02/01/29  | 1500 | 1616492 |
| State of Utah (GO)  |  |  |
| 5.000%, 07/01/26  | 2325 | 2360466 |
| Tooele County School <br> District (GO) (SCH BD <br> GTY)  |  |  |
| 5.000%, 06/01/27  | 1275 | 1322738 |
| 5.000%, 06/01/28  | 1890 | 2006624 |
| Utah Transit Authority (RB)  |  |  |
| 5.000%, 12/15/27  | 325 | 341457 |
| TOTAL UTAH |  | 12732984 |
| VERMONT — (0.1%) | VERMONT — (0.1%) | VERMONT — (0.1%) |
| State of Vermont (GO) <br> Series A |  |  |
| 5.000%, 08/15/27  | 1270 | 1325595 |
| VIRGINIA — (3.1%) | VIRGINIA — (3.1%) | VIRGINIA — (3.1%) |
| City of Alexandria (GO)  |  |  |
| 5.000%, 12/15/27  | 3975 | 4179563 |
| City of Lynchburg (GO)  |  |  |
| 5.000%, 02/01/26  | 1930 | 1940628 |
| City of Newport News (GO) <br> Series A |  |  |
| 5.000%, 08/01/29  | 985 | 1027992 |
| City of Norfolk (GO) (ST <br> AID WITHHLDG) <br> Series A |  |  |
| 5.000%, 09/01/27  | 1500 | 1565320 |
| City of Norfolk Water <br> Revenue (RB)  |  |  |
| 5.000%, 11/01/25  | 7940 | 7940000 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| VIRGINIA — (Continued) | VIRGINIA — (Continued) | VIRGINIA — (Continued) | VIRGINIA — (Continued) |
| City of Roanoke (GO) (ST <br> AID WITHHLDG)  | City of Roanoke (GO) (ST <br> AID WITHHLDG)  |  |  |
|  | 5.000%, 04/01/27  | 205 | $211763 |
|  | 5.000%, 04/01/28  | 750 | 793079 |
| County of Arlington (GO)  | County of Arlington (GO)  |  |  |
|  | 5.000%, 08/15/27 | 7925 | 8268389 |
| County of Chesterfield <br> (GO) (ST AID <br> WITHHLDG) Series B | County of Chesterfield <br> (GO) (ST AID <br> WITHHLDG) Series B |  |  |
|  | 5.000%, 01/01/26  | 2335 | 2343393 |
| County of Fairfax (GO) (ST <br> AID WITHHLDG) <br> Series A | County of Fairfax (GO) (ST <br> AID WITHHLDG) <br> Series A |  |  |
|  | 5.000%, 10/01/26  | 5620 | 5741776 |
| County of Henrico (GO) <br> Series A | County of Henrico (GO) <br> Series A |  |  |
|  | 5.000%, 08/01/27  | 3635 | 3788906 |
| Hampton Roads <br> Transportation <br> Accountability <br> Commission (RB) <br> Series A | Hampton Roads <br> Transportation <br> Accountability <br> Commission (RB) <br> Series A |  |  |
|  | 5.000%, 07/01/26  | 17500 | 17757467 |
| TOTAL VIRGINIA | TOTAL VIRGINIA |  | 55558276 |
| WASHINGTON — (7.9%) | WASHINGTON — (7.9%) | WASHINGTON — (7.9%) | WASHINGTON — (7.9%) |
| Central Puget Sound <br> Regional Transit <br> Authority (RB) <br> Series S-1 | Central Puget Sound <br> Regional Transit <br> Authority (RB) <br> Series S-1 |  |  |
| ¤ | 5.000%, 11/01/35 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 5035 | 5035000 |
| ¤ | 5.000%, 11/01/50 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 4875 | 4875000 |
| City of Seattle (GO)  | City of Seattle (GO)  |  |  |
|  | 5.000%, 06/01/27  | 5240 | 5440323 |
|  | 4.000%, 12/01/34  | 1165 | 1165394 |
| City of Seattle Drainage & <br> Wastewater Revenue <br> (RB)  | City of Seattle Drainage & <br> Wastewater Revenue <br> (RB)  |  |  |
|  | 5.000%, 05/01/27  | 685 | 709765 |
| City of Seattle Municipal <br> Light & Power Revenue <br> (RB)  | City of Seattle Municipal <br> Light & Power Revenue <br> (RB)  |  |  |
|  | 5.000%, 02/01/27  | 1670 | 1718653 |
|  | 5.000%, 07/01/28  | 6170 | 6558066 |
| City of Spokane (GO)  | City of Spokane (GO)  |  |  |
|  | 5.000%, 12/01/25  | 1240 | 1242086 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| Clark County School <br> District No. 114 <br> Evergreen (GO) (SCH <br> BD GTY)  |  |  |
| 5.000%, 12/01/26  | 1580 | $1619377 |
| County of King (GO)  |  |  |
| 5.000%, 12/01/25  | 1625 | 1627798 |
| County of King (GO) <br> Series A |  |  |
| 5.000%, 12/01/25 | 2840 | 2844890 |
| 5.000%, 12/01/26  | 5945 | 6098283 |
| County of King (GO) <br> Series B |  |  |
| 5.000%, 12/01/25  | 1455 | 1457505 |
| County of King Sewer <br> Revenue (RB) Series A |  |  |
| 5.000%, 01/01/26  | 410 | 411477 |
| 4.000%, 07/01/36  | 12275 | 12284676 |
| County of Spokane (GO)  |  |  |
| 5.000%, 12/01/26  | 4115 | 4217555 |
| Energy Northwest (RB) <br> Series A |  |  |
| 5.000%, 07/01/26  | 1405 | 1426711 |
| 5.000%, 07/01/28 | 6870 | 7303918 |
| King & Snohomish <br> Counties School District <br> No. 417 Northshore <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 12/01/26  | 2210 | 2265078 |
| 5.000%, 12/01/27  | 2180 | 2287918 |
| King County School District <br> No. 401 Highline (GO) <br> (SCH BD GTY)  |  |  |
| 5.000%, 12/01/25  | 2300 | 2303595 |
| King County School District <br> No. 414 Lake <br> Washington (GO)  |  |  |
| 5.000%, 12/01/25  | 905 | 906486 |
| North Thurston Public <br> Schools (GO) (SCH BD <br> GTY)  |  |  |
| 5.000%, 12/01/27  | 2430 | 2546265 |
| Pierce County School <br> District No. 3 Puyallup <br> (GO) (SCH BD GTY) <br> Series B |  |  |
| 5.000%, 12/01/25  | 1215 | 1216909 |
| Snohomish County Public <br> Utility District No. 1 <br> Electric System Revenue <br> (RB) Series A |  |  |
| 5.000%, 12/01/27  | 505 | 530104 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| 5.000%, 12/01/28  | 590 | $633302 |
| Snohomish County School <br> District No. 201 <br> Snohomish (GO) (SCH <br> BD GTY)  |  |  |
| 4.000%, 12/01/26  | 340 | 344631 |
| 5.000%, 12/01/29  | 3030 | 3319164 |
| Spokane County School <br> District No. 81 Spokane <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 12/01/25  | 2830 | 2835007 |
| Spokane County School <br> District No. 81 Spokane <br> (GO) (SCH BD GTY) <br> Series B |  |  |
| 4.000%, 12/01/30  | 6060 | 6216017 |
| State of Washington (GO) <br> Series D |  |  |
| 5.000%, 02/01/35  | 1095 | 1100372 |
| State of Washington (GO) <br> Series 2017-A |  |  |
| 5.000%, 08/01/26  | 1790 | 1821161 |
| State of Washington (GO) <br> Series A |  |  |
| 5.000%, 08/01/26  | 3930 | 3998415 |
| State of Washington (GO) <br> Series B |  |  |
| 5.000%, 07/01/29  | 145 | 145534 |
| 5.000%, 08/01/29  | 1115 | 1133968 |
| 5.000%, 07/01/30  | 1100 | 1104030 |
| 5.000%, 07/01/31  | 10035 | 10071433 |
| State of Washington (GO) <br> Series C |  |  |
| 5.000%, 06/01/38  | 2000 | 2019005 |
| State of Washington (GO) <br> Series D |  |  |
| 5.000%, 06/01/26  | 2460 | 2492939 |
| State of Washington (GO) <br> Series R-2017A |  |  |
| 5.000%, 08/01/26  | 1090 | 1108975 |
| State of Washington (GO) <br> Series R-2018C |  |  |
| 5.000%, 08/01/27  | 2565 | 2670248 |
| 5.000%, 08/01/31  | 2955 | 3072983 |
| State of Washington (GO) <br> Series R-2018D |  |  |
| 5.000%, 08/01/31  | 1000 | 1039927 |
| State of Washington (GO) <br> Series R-2022C |  |  |
| 4.000%, 07/01/27  | 4855 | 4965894 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| State of Washington (GO) <br> Series R-2025A |  |  |
| 4.000%, 07/01/26  | 3035 | $3061957 |
| State of Washington (GO) <br> Series R-2025B |  |  |
| 5.000%, 07/01/27  | 4160 | 4322206 |
| State of Washington (GO) <br> Series R-2025C |  |  |
| 5.000%, 07/01/27  | 3955 | 4109213 |
| TOTAL WASHINGTON |  | 139679213 |
| WEST VIRGINIA — (0.1%) | WEST VIRGINIA — (0.1%) | WEST VIRGINIA — (0.1%) |
| State of West Virginia (GO) <br> Series B |  |  |
| 5.000%, 06/01/33  | 1605 | 1698430 |
| WISCONSIN — (3.1%) | WISCONSIN — (3.1%) | WISCONSIN — (3.1%) |
| City of Madison (GO) <br> Series D |  |  |
| 5.000%, 10/01/27  | 5545 | 5801265 |
| Germantown School <br> District (GO) Series A |  |  |
| 5.000%, 04/01/27  | 2215 | 2288474 |
| Milwaukee Metropolitan <br> Sewerage District (GO) <br> Series A |  |  |
| 5.000%, 10/01/27  | 995 | 1040224 |
| Milwaukee Metropolitan <br> Sewerage District (GO) <br> Series H |  |  |
| 5.000%, 10/01/27  | 8225 | 8594025 |
| State of Wisconsin (GO) <br> Series 1 |  |  |
| 5.000%, 05/01/26  | 5070 | 5128148 |
| State of Wisconsin (GO) <br> Series 2 |  |  |
| 5.000%, 11/01/26  | 4355 | 4458465 |
| State of Wisconsin (GO) <br> Series B |  |  |
| 5.000%, 05/01/26  | 4140 | 4187482 |
| 5.000%, 05/01/27  | 7140 | 7398133 |
| 5.000%, 05/01/28  | 7325 | 7763762 |
| University of Wisconsin <br> Hospitals & Clinics (RB) <br> Series C |  |  |
| 3.850%, 04/01/54  | 8635 | 8635000 |
| TOTAL WISCONSIN |  | 55294978 |
| TOTAL MUNICIPAL <br> BONDS <br>(Cost $1,771,144,913) |  | 1772302585 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| COMMERCIAL PAPER — (0.3%) | COMMERCIAL PAPER — (0.3%) | COMMERCIAL PAPER — (0.3%) |
| Board of Regents of the <br> University of Texas <br> System |  |  |
| 2.700%, 03/03/26 | 6000 | $5998904 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) |
| BlackRock Liquidity <br> Funds MuniCash <br>(Cost $939,050)<br>| 938956 | $939050 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $1,778,083,963) |  | $1779240539 |

---

As of October 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 |  |  | $621755 | $621755 |
| Bank of America <br> Corp.<br>| 3.232% | Fixed | CPI | Maturity | USD | 17000000 | 12/01/25 |  |  | 819313 | 819313 |
| Bank of America <br> Corp.<br>| 3.150% | Fixed | CPI | Maturity | USD | 20000000 | 11/23/27 |  |  | 795461 | 795461 |
| Bank of America <br> Corp.<br>| 3.063% | Fixed | CPI | Maturity | USD | 9000000 | 11/08/26 |  |  | 478373 | 478373 |
| Bank of America <br> Corp.<br>| 3.050% | Fixed | CPI | Maturity | USD | 16000000 | 02/15/26 |  |  | 637096 | 637096 |
| Bank of America <br> Corp.<br>| 3.015% | Fixed | CPI | Maturity | USD | 14000000 | 01/11/26 |  |  | 659171 | 659171 |
| Bank of America <br> Corp.<br>| 2.975% | Fixed | CPI | Maturity | USD | 8000000 | 10/25/29 |  |  | 317894 | 317894 |
| Bank of America <br> Corp.<br>| 2.966% | Fixed | CPI | Maturity | USD | 31000000 | 12/13/26 |  |  | 1669663 | 1669663 |
| Bank of America <br> Corp.<br>| 2.956% | Fixed | CPI | Maturity | USD | 17000000 | 01/14/27 |  |  | 782279 | 782279 |
| Bank of America <br> Corp.<br>| 2.955% | Fixed | CPI | Maturity | USD | 8000000 | 11/02/28 |  |  | 378315 | 378315 |
| Bank of America <br> Corp.<br>| 2.929% | Fixed | CPI | Maturity | USD | 23000000 | 02/02/27 |  |  | 999838 | 999838 |
| Bank of America <br> Corp.<br>| 2.920% | Fixed | CPI | Maturity | USD | 19000000 | 12/30/26 |  |  | 973229 | 973229 |
| Bank of America <br> Corp.<br>| 2.909% | Fixed | CPI | Maturity | USD | 23000000 | 12/03/26 |  |  | 1379160 | 1379160 |
| Bank of America <br> Corp.<br>| 2.874% | Fixed | CPI | Maturity | USD | 18000000 | 10/14/26 |  |  | 1149462 | 1149462 |
| Bank of America <br> Corp.<br>| 2.860% | Fixed | CPI | Maturity | USD | 9000000 | 12/17/26 |  |  | 525216 | 525216 |
| Bank of America <br> Corp.<br>| 2.826% | Fixed | CPI | Maturity | USD | 13000000 | 01/25/27 |  |  | 658387 | 658387 |
| Bank of America <br> Corp.<br>| 2.817% | Fixed | CPI | Maturity | USD | 10000000 | 05/19/26 |  |  | 944082 | 944082 |
| Bank of America <br> Corp.<br>| 2.746% | Fixed | CPI | Maturity | USD | 12000000 | 08/13/26 |  |  | 964483 | 964483 |
| Bank of America <br> Corp.<br>| 2.736% | Fixed | CPI | Maturity | USD | 12000000 | 07/29/26 |  |  | 1016449 | 1016449 |
| Bank of America <br> Corp.<br>| 2.719% | Fixed | CPI | Maturity | USD | 66000000 | 01/23/26 |  |  | 200632 | 200632 |
| Bank of America <br> Corp.<br>| 2.718% | Fixed | CPI | Maturity | USD | 8000000 | 05/25/26 |  |  | 794258 | 794258 |
| Bank of America <br> Corp.<br>| 2.679% | Fixed | CPI | Maturity | USD | 13000000 | 07/19/26 |  |  | 1169652 | 1169652 |
| Bank of America <br> Corp.<br>| 2.585% | Fixed | CPI | Maturity | USD | 31000000 | 06/17/28 |  |  | 73513 | 73513 |
| Bank of America <br> Corp.<br>| 2.554% | Fixed | CPI | Maturity | USD | 10000000 | 06/10/29 |  |  | 996605 | 996605 |

---

------

**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>| 2.545% | Fixed | CPI | Maturity | USD | 8000000 | 07/01/28 |  |  | $789692 | $789692 |
| Bank of America <br> Corp.<br>| 2.498% | Fixed | CPI | Maturity | USD | 10000000 | 06/24/29 |  |  | 1017514 | 1017514 |
| Bank of America <br> Corp.<br>| 2.490% | Fixed | CPI | Maturity | USD | 9000000 | 06/16/31 |  |  | 905968 | 905968 |
| Bank of America <br> Corp.<br>| 2.490% | Fixed | CPI | Maturity | USD | 17000000 | 06/30/31 |  |  | 1666156 | 1666156 |
| Bank of America <br> Corp.<br>| 2.373% | Fixed | CPI | Maturity | USD | 18000000 | 07/13/26 |  |  | 1960322 | 1960322 |
| Bank of America <br> Corp.<br>| 2.350% | Fixed | CPI | Maturity | USD | 14000000 | 09/20/26 |  |  | 1563485 | 1563485 |
| Bank of America <br> Corp.<br>| 2.349% | Fixed | CPI | Maturity | USD | 14000000 | 08/13/27 |  |  | 1565966 | 1565966 |
| Bank of America <br> Corp.<br>| 2.244% | Fixed | CPI | Maturity | USD | 15000000 | 11/01/27 |  |  | 1870437 | 1870437 |
| Bank of America <br> Corp.<br>| 2.187% | Fixed | CPI | Maturity | USD | 20000000 | 11/20/25 |  |  | 2445308 | 2445308 |
| Bank of America <br> Corp.<br>| 2.177% | Fixed | CPI | Maturity | USD | 11000000 | 09/20/27 |  |  | 1564741 | 1564741 |
| Bank of America <br> Corp.<br>| 2.149% | Fixed | CPI | Maturity | USD | 14000000 | 08/10/27 |  |  | 2010347 | 2010347 |
| Citibank, N.A. | 2.781% | Fixed | CPI | Maturity | USD | 48000000 | 11/22/25 |  |  | 105298 | 105298 |
| Citibank, N.A. | 2.772% | Fixed | CPI | Maturity | USD | 42000000 | 02/25/27 |  |  | 50411 | 50411 |
| Citibank, N.A. | 2.736% | Fixed | CPI | Maturity | USD | 30000000 | 06/30/27 |  |  | 25217 | 25217 |
| Citibank, N.A. | 2.734% | Fixed | CPI | Maturity | USD | 70000000 | 01/15/26 |  |  | 197595 | 197595 |
| Citibank, N.A. | 2.721% | Fixed | CPI | Maturity | USD | 30000000 | 03/07/27 |  |  | 42691 | 42691 |
| Citibank, N.A. | 2.618% | Fixed | CPI | Maturity | USD | 46000000 | 01/10/26 |  |  | 180429 | 180429 |
| Citibank, N.A. | 2.610% | Fixed | CPI | Maturity | USD | 41000000 | 12/20/25 |  |  | 161503 | 161503 |
| Citibank, N.A. | 2.555% | Fixed | CPI | Maturity | USD | 69000000 | 11/14/25 |  |  | 278016 | 278016 |
| Citibank, N.A. | 2.539% | Fixed | CPI | Maturity | USD | 34000000 | 12/27/25 |  |  | 155994 | 155994 |
| Citibank, N.A. | 2.368% | Fixed | CPI | Maturity | USD | 10000000 | 05/04/28 |  |  | 1099525 | 1099525 |
| Citibank, N.A. | 2.141% | Fixed | CPI | Maturity | USD | 17000000 | 04/16/28 |  |  | 2393705 | 2393705 |
| Citibank, N.A. | 2.103% | Fixed | CPI | Maturity | USD | 11000000 | 11/21/26 |  |  | 1571511 | 1571511 |
| Citibank, N.A. | 2.100% | Fixed | CPI | Maturity | USD | 18000000 | 12/11/25 |  |  | 2432712 | 2432712 |
| Citibank, N.A. | 2.005% | Fixed | CPI | Maturity | USD | 12000000 | 11/09/25 |  |  | 1794096 | 1794096 |
| Morgan Stanley <br> and Co. <br> International<br>| 3.550% | Fixed | CPI | Maturity | USD | 10000000 | 03/04/26 |  |  | 157447 | 157447 |
| Morgan Stanley <br> and Co. <br> International<br>| 3.090% | Fixed | CPI | Maturity | USD | 11000000 | 02/25/27 |  |  | 348741 | 348741 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.865% | Fixed | CPI | Maturity | USD | 27000000 | 02/13/26 |  |  | 44996 | 44996 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.847% | Fixed | CPI | Maturity | USD | 51000000 | 07/18/26 |  |  | 950647 | 950647 |
| **Total Appreciation** | **Total Appreciation** |  |  |  |  |  |  |  |  | **$48354756** | **$48354756** |
| Bank of America <br> Corp.<br>| 2.861% | Fixed | CPI | Maturity | USD | 37000000 | 08/27/28 |  |  | (234528)<br>| (234528)<br>|
| Bank of America <br> Corp.<br>| 2.734% | Fixed | CPI | Maturity | USD | 78000000 | 04/07/28 |  |  | (341801)<br>| (341801)<br>|
| Bank of America <br> Corp.<br>| 2.659% | Fixed | CPI | Maturity | USD | 31000000 | 06/02/28 |  |  | (14483)<br>| (14483)<br>|
| Citibank, N.A. | 3.320% | Fixed | CPI | Maturity | USD | 56000000 | 09/15/26 |  |  | (180929)<br>| (180929)<br>|
| Citibank, N.A. | 3.272% | Fixed | CPI | Maturity | USD | 38000000 | 10/01/26 |  |  | (111463)<br>| (111463)<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 3.235% | Fixed | CPI | Maturity | USD | 53000000 | 10/08/26 |  |  | (152296)<br>| (152296)<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 3.212% | Fixed | CPI | Maturity | USD | 30000000 | 10/14/26 |  |  | (85138)<br>| (85138)<br>|

---

------

**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>| 3.210% | Fixed | CPI | Maturity | USD | 34000000 | 10/06/26 |  |  | $(87359)<br>| $(87359)<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 3.115% | Fixed | CPI | Maturity | USD | 30000000 | 10/21/26 |  |  | (63554)<br>| (63554)<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 3.102% | Fixed | CPI | Maturity | USD | 48000000 | 10/24/26 |  |  | (94537)<br>| (94537)<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 2.857% | Fixed | CPI | Maturity | USD | 51000000 | 07/21/28 |  |  | (267048)<br>| (267048)<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 2.844% | Fixed | CPI | Maturity | USD | 33000000 | 08/01/28 |  |  | (154367)<br>| (154367)<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 2.800% | Fixed | CPI | Maturity | USD | 38000000 | 08/18/28 |  |  | (160694)<br>| (160694)<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 2.709% | Fixed | CPI | Maturity | USD | 44000000 | 05/29/28 |  |  | (88620)<br>| (88620)<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 2.648% | Fixed | CPI | Maturity | USD | 29000000 | 05/09/28 |  |  | (47791)<br>| (47791)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** |  |  |  |  |  |  |  |  | **$(2084608)**<br>| **$(2084608)**<br>|
| **Total Appreciation** <br> **(Depreciation)** | **Total Appreciation** <br> **(Depreciation)** |  |  |  |  |  |  |  |  | **$46270148** | **$46270148** |

---

\*

As of October 31, 2025, the counterparties had deposited in segregated accounts securities with a value of $35,791,592 in connection with open inflation swap contracts.

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; $1772302585 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1772302585 |
| Commercial Paper | &nbsp;&nbsp; — | &nbsp;&nbsp; 5998904 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5998904 |
| Investment Companies | &nbsp;&nbsp; $939050 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 939050 |
| Total Investments in Securities | &nbsp;&nbsp; $939050 | &nbsp;&nbsp; $1778301489 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1779240539 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Swap Agreements\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 48354756 | &nbsp;&nbsp; — | &nbsp;&nbsp; 48354756 |
| **Liabilities** |  |  |  |  |
| Swap Agreements\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (2084608) | &nbsp;&nbsp; — | &nbsp;&nbsp; (2084608) |
| Total Financial Instruments | &nbsp;&nbsp; — | &nbsp;&nbsp; $46270148 | &nbsp;&nbsp; — | &nbsp;&nbsp; $46270148 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**DFA California Municipal Real Return Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (96.9%) | MUNICIPAL BONDS — (96.9%) | MUNICIPAL BONDS — (96.9%) |
| CALIFORNIA — (96.9%) | CALIFORNIA — (96.9%) | CALIFORNIA — (96.9%) |
| Alameda County Joint <br> Powers Authority (RB) <br> Series A |  |  |
| 5.000%, 12/01/25  | 2115 | $2118472 |
| Alameda Unified School <br> District-Alameda County <br> (GO) Series B |  |  |
| 5.000%, 08/01/26  | 250 | 254744 |
| Anaheim Housing & Public <br> Improvements Authority <br> (RB) Series B |  |  |
| 5.000%, 10/01/27  | 2000 | 2101819 |
| Anaheim Housing & Public <br> Improvements Authority <br> (RB) Series E |  |  |
| 5.000%, 10/01/29  | 1500 | 1577134 |
| Antelope Valley Union High <br> School District (GO) <br> Series A |  |  |
| 5.000%, 08/01/28  | 415 | 445680 |
| Atascadero Unified School <br> District (GO) Series A |  |  |
| 5.000%, 08/01/28  | 235 | 252243 |
| Bay Area Toll Authority <br> (RB) Series A |  |  |
| 3.050%, 04/01/55  | 3315 | 3315000 |
| Beaumont Public <br> Improvement Authority <br> (RB) Series A |  |  |
| 5.000%, 09/01/28  | 300 | 322855 |
| Belmont-Redwood Shores <br> School District (GO) <br> Series A |  |  |
| 5.000%, 08/01/27  | 860 | 899646 |
| Beverly Hills Unified <br> School District (GO)  |  |  |
| 5.000%, 08/01/27  | 890 | 931654 |
| Buena Park School District <br> (GO)  |  |  |
| 8.000%, 08/01/27  | 1730 | 1892975 |
| Burbank Unified School <br> District (GO)  |  |  |
| 5.000%, 08/01/28  | 750 | 805445 |
| California Health Facilities <br> Financing Authority (RB)  |  |  |
| 5.000%, 11/15/29  | 1015 | 1017282 |
| 5.000%, 02/01/34  | 1000 | 1027338 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| California Health Facilities <br> Financing Authority (RB) <br> Series A | California Health Facilities <br> Financing Authority (RB) <br> Series A |  |  |
|  | 5.000%, 02/01/28  | 140 | $147397 |
| ¤ | 5.000%, 11/15/46 <br> (Pre-refunded @ <br> $100, 11/15/25)<br>| 1110 | 1110881 |
| California Health Facilities <br> Financing Authority (RB) <br> Series B | California Health Facilities <br> Financing Authority (RB) <br> Series B |  |  |
|  | 4.000%, 08/15/36  | 1975 | 1980095 |
| California Infrastructure & <br> Economic Development <br> Bank (RB) (AMBAC) <br> Series A | California Infrastructure & <br> Economic Development <br> Bank (RB) (AMBAC) <br> Series A |  |  |
| ¤ | 5.000%, 07/01/36 <br> (Pre-refunded @ <br> $100, 1/1/28)<br>| 190 | 200950 |
| California Municipal <br> Finance Authority (RB) <br> Series A | California Municipal <br> Finance Authority (RB) <br> Series A |  |  |
|  | 5.000%, 02/01/30  | 200 | 213127 |
| California Public Finance <br> Authority (RB) Series A | California Public Finance <br> Authority (RB) Series A |  |  |
|  | 5.000%, 06/01/26  | 110 | 111225 |
| California State Public <br> Works Board (RB) <br> Series C | California State Public <br> Works Board (RB) <br> Series C |  |  |
|  | 5.000%, 11/01/25  | 2205 | 2205000 |
|  | 4.000%, 11/01/30  | 750 | 758406 |
|  | 4.000%, 11/01/31  | 600 | 606047 |
| California State Public <br> Works Board (RB) <br> Series A | California State Public <br> Works Board (RB) <br> Series A |  |  |
|  | 5.000%, 02/01/28  | 210 | 221581 |
| California State Public <br> Works Board (RB) <br> Series B | California State Public <br> Works Board (RB) <br> Series B |  |  |
|  | 5.000%, 05/01/26  | 660 | 667667 |
|  | 5.000%, 06/01/27  | 1510 | 1567727 |
|  | 5.000%, 12/01/28  | 825 | 887454 |
| California State Public <br> Works Board (RB) <br> Series C | California State Public <br> Works Board (RB) <br> Series C |  |  |
|  | 5.000%, 09/01/26 | 3750 | 3824194 |
|  | 5.000%, 08/01/27  | 415 | 432607 |
|  | 5.000%, 09/01/28 | 1509 | 1614333 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| California State Public <br> Works Board (RB) <br> Series D | California State Public <br> Works Board (RB) <br> Series D |  |  |
|  | 5.000%, 11/01/26  | 135 | $138248 |
|  | 5.000%, 04/01/27  | 445 | 454272 |
|  | 5.000%, 05/01/28  | 1060 | 1125026 |
| California State University <br> (RB) Series A | California State University <br> (RB) Series A |  |  |
|  | 5.000%, 11/01/27  | 825 | 869575 |
|  | 5.000%, 11/01/28 | 645 | 645040 |
|  | 3.375%, 11/01/29  | 3500 | 3500000 |
|  | 5.000%, 11/01/31  | 2350 | 2441033 |
|  | 5.000%, 11/01/33  | 1655 | 1673483 |
|  | 4.000%, 11/01/34  | 1500 | 1505743 |
|  | 4.000%, 11/01/35  | 1000 | 1003234 |
| California Statewide <br> Communities <br> Development Authority <br> (RB) Series A | California Statewide <br> Communities <br> Development Authority <br> (RB) Series A |  |  |
|  | 5.000%, 12/01/25  | 155 | 155261 |
|  | 5.000%, 12/01/26  | 120 | 123028 |
|  | 5.000%, 03/01/27  | 670 | 673769 |
| Campbell Union High <br> School District (GO) <br> Series B | Campbell Union High <br> School District (GO) <br> Series B |  |  |
| ¤ | 4.000%, 08/01/37 <br> (Pre-refunded @ <br> $100, 8/1/26)<br>| 1290 | 1305197 |
|  | 4.000%, 08/01/37  | 500 | 501593 |
| Carlsbad Unified School <br> District (GO)  | Carlsbad Unified School <br> District (GO)  |  |  |
|  | 5.000%, 08/01/26  | 345 | 351598 |
| Carlsbad Unified School <br> District (COP)  | Carlsbad Unified School <br> District (COP)  |  |  |
|  | 4.000%, 10/01/27  | 145 | 149218 |
|  | 4.000%, 10/01/28  | 125 | 130580 |
|  | 4.000%, 10/01/29  | 55 | 58212 |
| Chabot-Las Positas <br> Community College <br> District (GO)  | Chabot-Las Positas <br> Community College <br> District (GO)  |  |  |
|  | 4.000%, 08/01/34  | 1355 | 1362568 |
| Chino Valley Unified <br> School District (GO) <br> Series C | Chino Valley Unified <br> School District (GO) <br> Series C |  |  |
|  | 4.000%, 08/01/27  | 350 | 359822 |
| City & County of San <br> Francisco (COP) <br> Series B | City & County of San <br> Francisco (COP) <br> Series B |  |  |
|  | 4.000%, 04/01/33  | 1605 | 1606081 |
|  | 4.000%, 04/01/35  | 1000 | 1000529 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| City & County of San <br> Francisco (COP) <br> Series R-1 |  |  |
| 5.000%, 04/01/26  | 485 | $489825 |
| City & County of San <br> Francisco (GO) Series F |  |  |
| 5.000%, 06/15/26  | 3000 | 3045370 |
| City & County of San <br> Francisco (GO) <br> Series R-1 |  |  |
| 5.000%, 06/15/26  | 2000 | 2030247 |
| City of Bakersfield <br> Wastewater Revenue <br> (RB) Series A |  |  |
| 5.000%, 09/15/27  | 485 | 509729 |
| 5.000%, 09/15/28  | 495 | 534094 |
| 5.000%, 09/15/29  | 545 | 603681 |
| City of Berkeley (RN)  |  |  |
| 4.000%, 07/28/26  | 6255 | 6330542 |
| City of Grover Beach (GO)  |  |  |
| 5.000%, 09/01/26  | 345 | 351769 |
| City of Long Beach Airport <br> System Revenue (RB) <br> (AG) Series A |  |  |
| 5.000%, 06/01/29  | 225 | 246158 |
| City of Los Angeles (RN)  |  |  |
| 5.000%, 06/25/26  | 3055 | 3106216 |
| City of Los Angeles <br> Wastewater System <br> Revenue (RB) Series A |  |  |
| 5.000%, 06/01/28  | 1675 | 1791311 |
| City of Oxnard Wastewater <br> Revenue (RB) (BAM)  |  |  |
| 5.000%, 06/01/27  | 310 | 322635 |
| 5.000%, 06/01/28  | 165 | 176059 |
| City of Rancho Cordova <br> (ST)  |  |  |
| 5.000%, 09/01/26  | 220 | 223590 |
| City of Riverside Electric <br> Revenue (RB) Series A |  |  |
| 5.000%, 10/01/26  | 790 | 809245 |
| City of Riverside Sewer <br> Revenue (RB) Series A |  |  |
| 5.000%, 08/01/28  | 370 | 398276 |
| 5.000%, 08/01/29  | 585 | 645772 |
| City of San Francisco <br> Public Utilities <br> Commission Water <br> Revenue (RB) Series D |  |  |
| 5.000%, 11/01/25  | 465 | 465000 |
| 5.000%, 11/01/26  | 305 | 312853 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| City of San Francisco <br> Public Utilities <br> Commission Water <br> Revenue (RB) Series F |  |  |
| 5.000%, 11/01/28  | 2500 | $2711633 |
| City of San Mateo (ST) <br> (BAM)  |  |  |
| 5.000%, 09/01/29  | 400 | 432510 |
| Clovis Unified School <br> District (GO) Series A |  |  |
| 5.000%, 08/01/26  | 525 | 535118 |
| Compton Community <br> College District (GO) <br> Series B |  |  |
| 5.000%, 08/01/26  | 325 | 331167 |
| 5.000%, 08/01/27  | 140 | 146430 |
| Corona-Norco Unified <br> School District (GO)  |  |  |
| 5.000%, 08/01/27  | 280 | 293154 |
| 5.000%, 08/01/28  | 265 | 284884 |
| 5.000%, 08/01/29  | 260 | 287010 |
| County of Los Angeles <br> (RN) Series A |  |  |
| 5.000%, 06/30/26  | 4805 | 4887860 |
| County of Riverside (RN)  |  |  |
| 5.000%, 06/30/26  | 4000 | 4073812 |
| County of San Diego (RN)  |  |  |
| 5.000%, 06/30/26  | 5000 | 5084567 |
| County of San Diego <br> (COP)  |  |  |
| 5.000%, 10/01/26  | 1860 | 1905481 |
| Cupertino Union School <br> District (COP)  |  |  |
| 5.000%, 06/01/27  | 500 | 519352 |
| Davis Joint Unified School <br> District (COP) (AG)  |  |  |
| 4.000%, 08/01/27  | 1625 | 1626689 |
| East Bay Municipal Utility <br> District Wastewater <br> System Revenue (RB) <br> Series B |  |  |
| 5.000%, 06/01/27  | 125 | 130571 |
| 5.000%, 06/01/28  | 160 | 171656 |
| East Bay Municipal Utility <br> District Water System <br> Revenue (RB) Series B |  |  |
| 5.000%, 06/01/27  | 400 | 417826 |
| 5.000%, 06/01/28  | 2790 | 2993250 |
| 5.000%, 06/01/30  | 690 | 719863 |
| East Side Union High <br> School District (GO)  |  |  |
| 5.000%, 08/01/27  | 305 | 319007 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| 5.000%, 08/01/28  | 315 | $338287 |
| East Side Union High <br> School District (GO) <br> Series D |  |  |
| 5.000%, 08/01/28  | 1200 | 1288712 |
| Fontana Public Facilities <br> Financing Authority (RB) <br> Series A |  |  |
| 5.000%, 11/01/27  | 350 | 368216 |
| Foothill-De Anza <br> Community College <br> District (GO)  |  |  |
| 4.000%, 08/01/37  | 2850 | 2858528 |
| Foothill-De Anza <br> Community College <br> District (GO) Series D |  |  |
| 5.000%, 08/01/27  | 1585 | 1658069 |
| Fremont Unified School <br> District/Alameda County <br> (GO) Series A |  |  |
| 8.000%, 08/01/27  | 3000 | 3289119 |
| Fresno Unified School <br> District (GO) Series A |  |  |
| 5.000%, 08/01/26  | 770 | 784438 |
| 5.000%, 08/01/27  | 625 | 654471 |
| Grossmont Healthcare <br> District (GO) Series F |  |  |
| 5.000%, 07/15/27  | 485 | 505519 |
| Grossmont Union High <br> School District (GO)  |  |  |
| 4.000%, 08/01/33  | 1500 | 1500525 |
| Indio Finance Authority <br> (RB) (BAM) Series A |  |  |
| 5.000%, 11/01/28  | 290 | 312420 |
| Irvine Ranch Water District <br> (RB) Series B |  |  |
| 5.000%, 05/01/28  | 325 | 347913 |
| 5.000%, 05/01/29  | 425 | 466989 |
| Jefferson Union High <br> School District (GO) <br> Series B |  |  |
| 5.000%, 08/01/26  | 110 | 112046 |
| Lodi Unified School District <br> (GO)  |  |  |
| 5.000%, 08/01/28  | 520 | 558442 |
| Los Angeles Community <br> College District (GO) <br> Series K |  |  |
| 4.000%, 08/01/38  | 735 | 736949 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Los Angeles County <br> Metropolitan <br> Transportation Authority <br> Sales Tax Revenue (RB) <br> Series A |  |  |
| 4.000%, 07/01/27  | 2740 | $2742194 |
| 5.000%, 07/01/34  | 1000 | 1043609 |
| Los Angeles County Public <br> Works Financing <br> Authority (RB) Series B |  |  |
| 5.000%, 12/01/31  | 1305 | 1307153 |
| Los Angeles County Public <br> Works Financing <br> Authority (RB) Series F |  |  |
| 5.000%, 12/01/25  | 270 | 270497 |
| Los Angeles County Public <br> Works Financing <br> Authority (RB) Series H |  |  |
| 5.000%, 12/01/28  | 495 | 536133 |
| Los Angeles County Public <br> Works Financing <br> Authority (RB) Series J |  |  |
| 5.000%, 12/01/25  | 585 | 586077 |
| 5.000%, 12/01/26  | 295 | 303370 |
| 5.000%, 12/01/27  | 310 | 327374 |
| 5.000%, 12/01/28  | 350 | 379084 |
| Los Angeles County <br> Sanitation Districts <br> Financing Authority (RB) <br> Series A |  |  |
| 5.000%, 10/01/28  | 195 | 210526 |
| Los Angeles Department of <br> Water & Power (RB) <br> Series B |  |  |
| 5.000%, 07/01/26  | 890 | 904106 |
| 5.000%, 07/01/29  | 380 | 389836 |
| Los Angeles Department of <br> Water & Power Water <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 07/01/33  | 1525 | 1529519 |
| Los Angeles Department of <br> Water & Power Water <br> System Revenue (RB) <br> Series B |  |  |
| 5.000%, 07/01/26  | 200 | 202879 |
| 5.000%, 07/01/35  | 4045 | 4054344 |
| Los Angeles Unified School <br> District (GO) Series A |  |  |
| 5.000%, 07/01/27 | 3215 | 3366084 |
| 5.000%, 07/01/29  | 1590 | 1755946 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| 5.000%, 07/01/30  | 5500 | $6226187 |
| Los Angeles Unified School <br> District (GO) Series B-1 |  |  |
| 5.000%, 07/01/27  | 565 | 591551 |
| 5.000%, 07/01/30  | 1530 | 1622315 |
| Los Angeles Unified School <br> District (GO) Series C |  |  |
| 5.000%, 07/01/27  | 825 | 863770 |
| Los Rios Community <br> College District (GO)  |  |  |
| 5.000%, 08/01/28  | 1010 | 1084666 |
| Manhattan Beach Unified <br> School District (GO) <br> Series A |  |  |
| 5.000%, 09/01/27  | 2625 | 2753982 |
| Millbrae Public Financing <br> Authority (RB)  |  |  |
| 5.000%, 12/01/25  | 390 | 390671 |
| 5.000%, 12/01/26  | 265 | 272404 |
| 5.000%, 12/01/27  | 385 | 406537 |
| Modesto Irrigation District <br> (RB) Series A |  |  |
| 5.000%, 10/01/28  | 900 | 900849 |
| Montebello Unified School <br> District (GO) (BAM) <br> Series A |  |  |
| 5.000%, 08/01/28  | 680 | 726817 |
| Moreno Valley Public <br> Financing Authority (RB) <br> Series A |  |  |
| 5.000%, 11/01/25  | 135 | 135000 |
| Moreno Valley Unified <br> School District (GO) <br> (BAM) Series A |  |  |
| 5.000%, 08/01/27  | 290 | 303318 |
| Morongo Unified School <br> District (GO) Series A |  |  |
| 5.000%, 08/01/26  | 280 | 285313 |
| 5.000%, 08/01/27  | 175 | 183037 |
| Mount Diablo Unified <br> School District (GO)  |  |  |
| 5.000%, 08/01/28  | 1380 | 1484695 |
| Mount Diablo Unified <br> School District (GO) <br> Series B |  |  |
| 5.000%, 08/01/27  | 250 | 261175 |
| Mt San Antonio Community <br> College District (GO) <br> Series A |  |  |
| 5.000%, 08/01/27  | 855 | 895766 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Municipal Improvement <br> Corp. of Los Angeles <br> (RB) Series B |  |  |
| 5.000%, 11/01/27  | 1765 | $1808165 |
| Napa Valley Unified School <br> District (GO) Series A |  |  |
| 5.000%, 08/01/27  | 100 | 104593 |
| New Haven Unified School <br> District (GO)  |  |  |
| 5.000%, 08/01/26  | 490 | 499297 |
| North Lake Tahoe Public <br> Financing Authority (RB)  |  |  |
| 5.000%, 12/01/27  | 150 | 158391 |
| 5.000%, 12/01/28  | 175 | 189515 |
| Oakland Unified School <br> District/Alameda County <br> (GO)  |  |  |
| 5.000%, 08/01/28  | 1375 | 1398972 |
| Oakland Unified School <br> District/Alameda County <br> (GO) Series A |  |  |
| 5.000%, 08/01/27  | 400 | 401701 |
| 5.000%, 08/01/28  | 1020 | 1020878 |
| Ontario Public Financing <br> Authority (RB) Series A |  |  |
| 5.000%, 11/01/28  | 350 | 378251 |
| Orange County Sanitation <br> District (RB) Series A |  |  |
| 5.000%, 02/01/33  | 905 | 909923 |
| 5.000%, 02/01/34  | 2255 | 2267267 |
| Pacific Grove Unified <br> School District (GO)  |  |  |
| 3.000%, 08/01/26  | 210 | 210444 |
| Pajaro Valley Unified <br> School District (GO) <br> Series A |  |  |
| 5.000%, 08/01/27  | 3230 | 3381500 |
| Palm Springs Financing <br> Authority (RB)  |  |  |
| 5.000%, 11/01/25  | 275 | 275000 |
| Petaluma Joint Union High <br> School District (GO) <br> Series A |  |  |
| 5.000%, 08/01/27  | 1000 | 1045575 |
| Pittsburg Unified School <br> District (GO) (AG)  |  |  |
| 5.000%, 08/01/28  | 85 | 91039 |
| Pittsburg Unified School <br> District (GO) (AG) <br> Series A |  |  |
| 5.000%, 08/01/27  | 865 | 904725 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Pleasanton Unified School <br> District (GO)  | Pleasanton Unified School <br> District (GO)  |  |  |
|  | 5.000%, 08/01/27 | 1595 | $1671048 |
| Pomona Unified School <br> District (GO)  | Pomona Unified School <br> District (GO)  |  |  |
|  | 5.000%, 08/01/29  | 350 | 385827 |
| Pomona Unified School <br> District (GO) Series A | Pomona Unified School <br> District (GO) Series A |  |  |
|  | 5.000%, 08/01/27  | 340 | 356271 |
| Reed Union School District <br> (GO)  | Reed Union School District <br> (GO)  |  |  |
|  | 4.000%, 08/01/26  | 250 | 252819 |
| Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series L | Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series L |  |  |
|  | 5.000%, 05/15/33  | 3965 | 4012465 |
| Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series O-2 | Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series O-2 |  |  |
|  | 3.150%, 05/15/45  | 320 | 320000 |
| Riverside Community <br> College District (GO) <br> Series A | Riverside Community <br> College District (GO) <br> Series A |  |  |
|  | 5.000%, 08/01/26  | 1000 | 1019721 |
|  | 5.000%, 08/01/27  | 725 | 759568 |
| Riverside County Public <br> Financing Authority (RB)  | Riverside County Public <br> Financing Authority (RB)  |  |  |
| ¤ | 5.000%, 11/01/31 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 2570 | 2570000 |
| ¤ | 5.250%, 11/01/45 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 330 | 330000 |
| Riverside Unified School <br> District (GO)  | Riverside Unified School <br> District (GO)  |  |  |
|  | 5.000%, 08/01/27  | 55 | 57661 |
|  | 5.000%, 08/01/28  | 185 | 199087 |
| Riverside Unified School <br> District (GO) Series D | Riverside Unified School <br> District (GO) Series D |  |  |
|  | 5.000%, 08/01/27  | 130 | 136290 |
| Sacramento City Financing <br> Authority (RB)  | Sacramento City Financing <br> Authority (RB)  |  |  |
|  | 5.000%, 12/01/26  | 190 | 195412 |
|  | 5.000%, 12/01/27  | 205 | 216468 |
|  | 5.000%, 12/01/28  | 265 | 286980 |
| Sacramento City Unified <br> School District (GO) <br> (BAM)  | Sacramento City Unified <br> School District (GO) <br> (BAM)  |  |  |
|  | 5.000%, 07/01/28  | 520 | 554574 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Sacramento City Unified <br> School District (GO) <br> (BAM) Series B | Sacramento City Unified <br> School District (GO) <br> (BAM) Series B |  |  |
|  | 5.000%, 08/01/28  | 1000 | $1068573 |
| Sacramento Municipal <br> Utility District (RB) <br> Series G | Sacramento Municipal <br> Utility District (RB) <br> Series G |  |  |
|  | 5.000%, 08/15/37  | 1280 | 1381274 |
| Salinas Union High School <br> District (GO) Series A | Salinas Union High School <br> District (GO) Series A |  |  |
|  | 5.000%, 08/01/27  | 300 | 313935 |
| Salinas Union High School <br> District (GO) Series B | Salinas Union High School <br> District (GO) Series B |  |  |
|  | 5.000%, 08/01/28  | 215 | 230894 |
| San Bernardino <br> Community College <br> District (GO) Series A | San Bernardino <br> Community College <br> District (GO) Series A |  |  |
|  | 4.000%, 08/01/32  | 2590 | 2648123 |
| San Diego Community <br> College District (GO)  | San Diego Community <br> College District (GO)  |  |  |
|  | 5.000%, 08/01/26  | 385 | 392765 |
| San Diego County Water <br> Authority (RB) Series A | San Diego County Water <br> Authority (RB) Series A |  |  |
|  | 5.000%, 05/01/26  | 250 | 253139 |
|  | 5.000%, 05/01/27  | 135 | 140264 |
| San Diego County/San <br> Diego County School <br> Districts (RN) Series A | San Diego County/San <br> Diego County School <br> Districts (RN) Series A |  |  |
|  | 5.000%, 08/31/26  | 5000 | 5113725 |
| San Diego Public Facilities <br> Financing Authority (RB)  | San Diego Public Facilities <br> Financing Authority (RB)  |  |  |
|  | 5.000%, 10/15/29  | 1000 | 1000186 |
| San Diego Public Facilities <br> Financing Authority (RB) <br> Series A | San Diego Public Facilities <br> Financing Authority (RB) <br> Series A |  |  |
|  | 5.000%, 10/15/26  | 125 | 128256 |
|  | 5.000%, 10/15/27  | 1010 | 1065298 |
|  | 5.000%, 10/15/28  | 2640 | 2856979 |
|  | 5.000%, 05/15/38  | 3060 | 3085723 |
| San Diego Unified School <br> District (GO) (AG) <br> Series E-2 | San Diego Unified School <br> District (GO) (AG) <br> Series E-2 |  |  |
|  | 5.500%, 07/01/27  | 1160 | 1223147 |
| San Diego Unified School <br> District (GO) (AG) <br> Series F-1 | San Diego Unified School <br> District (GO) (AG) <br> Series F-1 |  |  |
| ¤ | 5.250%, 07/01/27 <br> (Pre-refunded @ <br> $100, 7/1/27)<br>| 125 | 130687 |
|  | 5.250%, 07/01/27  | 365 | 383205 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| San Diego Unified School <br> District (GO) Series G-2 |  |  |
| 5.000%, 07/01/27  | 1060 | $1107153 |
| San Diego Unified School <br> District (GO) Series I-3 |  |  |
| 5.000%, 07/01/26  | 2180 | 2215130 |
| San Diego Unified School <br> District (GO) Series R-5 |  |  |
| 5.000%, 07/01/26  | 330 | 335318 |
| San Francisco Bay Area <br> Rapid Transit District <br> (GO) Series E-1 |  |  |
| 5.000%, 08/01/27  | 1870 | 1958176 |
| San Francisco Bay Area <br> Rapid Transit District <br> (GO) Series H |  |  |
| 5.000%, 08/01/27  | 6660 | 6974038 |
| San Francisco Bay Area <br> Rapid Transit District <br> Sales Tax Revenue (RB)  |  |  |
| 4.000%, 07/01/35  | 575 | 577295 |
| San Francisco Bay Area <br> Rapid Transit District <br> Sales Tax Revenue (RB) <br> Series A |  |  |
| 5.000%, 07/01/27  | 1330 | 1389608 |
| 5.000%, 07/01/28  | 840 | 900548 |
| 4.000%, 07/01/34  | 480 | 486799 |
| 4.000%, 07/01/38  | 385 | 387628 |
| San Francisco City & <br> County Public Utilities <br> Commission Wastewater <br> Revenue (RB) Series A |  |  |
| 5.000%, 10/01/31  | 1050 | 1051506 |
| 5.000%, 10/01/35  | 1000 | 1000966 |
| San Francisco City & <br> County Public Utilities <br> Commission Wastewater <br> Revenue (RB) Series C |  |  |
| 5.000%, 10/01/27  | 230 | 242418 |
| San Francisco Community <br> College District (GO) <br> (BAM) Series B |  |  |
| 5.000%, 06/15/26  | 445 | 452087 |
| San Francisco Unified <br> School District (GO) <br> Series A |  |  |
| 5.000%, 06/15/28  | 800 | 851866 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| San Francisco Unified <br> School District (GO) <br> Series B |  |  |
| 4.000%, 06/15/28  | 1535 | $1595837 |
| San Francisco Unified <br> School District (GO) <br> Series C |  |  |
| 5.000%, 06/15/28  | 1180 | 1256503 |
| San Francisco Unified <br> School District (GO) <br> Series FC |  |  |
| 5.000%, 06/15/28  | 2570 | 2573911 |
| San Gabriel Unified School <br> District (GO) Series A |  |  |
| 8.000%, 08/01/26  | 885 | 921717 |
| 8.000%, 08/01/27  | 695 | 762608 |
| 8.000%, 08/01/28  | 830 | 957297 |
| San Joaquin County <br> Transportation Authority <br> Measure K Sales Tax <br> Revenue (RB)  |  |  |
| 5.000%, 03/01/26  | 315 | 317562 |
| San Joaquin Delta <br> Community College <br> District (GO) Series A |  |  |
| 5.000%, 08/01/27  | 385 | 403019 |
| 5.000%, 08/01/28  | 110 | 118223 |
| San Jose Unified School <br> District (GO) Series A |  |  |
| 5.000%, 08/01/27  | 2495 | 2611771 |
| San Luis Obispo County <br> Financing Authority (RB) <br> Series A |  |  |
| 5.000%, 11/15/25  | 575 | 575424 |
| San Marcos Unified School <br> District (GO) Series A |  |  |
| 5.000%, 08/01/28  | 500 | 536963 |
| San Mateo County <br> Community College <br> District (GO) Series B |  |  |
| 5.000%, 09/01/28  | 200 | 215985 |
| San Mateo Foster City <br> School District (GO) <br> Series C |  |  |
| 5.000%, 08/01/27  | 385 | 403424 |
| San Mateo Union High <br> School District (GO) <br> Series B |  |  |
| 4.000%, 09/01/29  | 1195 | 1212026 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| San Mateo Union High <br> School District (GO) <br> Series C |  |  |
| 4.000%, 09/01/26  | 355 | $360073 |
| San Mateo Union High <br> School District (GO) <br> Series D |  |  |
| 5.000%, 09/01/28  | 650 | 702511 |
| San Rafael City High <br> School District (GO) <br> Series B |  |  |
| 5.000%, 08/01/26  | 365 | 371926 |
| 5.000%, 08/01/27  | 145 | 151659 |
| Santa Clara Unified School <br> District (GO)  |  |  |
| 4.000%, 07/01/36  | 1000 | 1004520 |
| Santa Clara Valley <br> Transportation Authority <br> (RB) Series A |  |  |
| 5.000%, 06/01/26  | 570 | 578456 |
| Scotts Valley Unified <br> School District (GO) <br> Series B |  |  |
| 5.000%, 08/01/26  | 250 | 254893 |
| Southwestern Community <br> College District (GO) <br> Series A |  |  |
| 5.250%, 08/01/28  | 355 | 383594 |
| State of California (GO)  |  |  |
| 5.000%, 11/01/25  | 1345 | 1345000 |
| 5.000%, 12/01/25  | 1040 | 1041873 |
| 5.000%, 04/01/26  | 1500 | 1514800 |
| 5.000%, 08/01/26 | 6265 | 6379198 |
| 4.000%, 09/01/26  | 1340 | 1356387 |
| 5.000%, 09/01/26 | 3395 | 3464139 |
| 4.000%, 11/01/26  | 3435 | 3486483 |
| 5.000%, 03/01/27  | 3520 | 3637156 |
| 5.000%, 04/01/27  | 1725 | 1786163 |
| 3.500%, 08/01/27  | 4890 | 4973916 |
| 5.000%, 08/01/27 | 9455 | 9820782 |
| 5.000%, 09/01/27  | 645 | 674917 |
| 5.000%, 10/01/27 | 2230 | 2338393 |
| 5.000%, 11/01/27  | 255 | 267558 |
| 5.000%, 12/01/27  | 1555 | 1635695 |
| 5.000%, 03/01/28 | 1810 | 1914807 |
| 5.000%, 04/01/28  | 1710 | 1812592 |
| 5.000%, 08/01/28 | 4270 | 4522086 |
| 5.000%, 09/01/28 | 2595 | 2727294 |
| 5.000%, 10/01/28  | 5 | 5008 |
| 5.000%, 11/01/28  | 1170 | 1257254 |
| 5.000%, 12/01/28  | 1755 | 1889480 |
| 5.000%, 10/01/29  | 300 | 302777 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| 5.000%, 08/01/30 | 1000 | $1000065 |
| 5.000%, 10/01/30  | 1100 | 1181251 |
| 5.250%, 08/01/31 | 1400 | 1400287 |
| 5.000%, 09/01/31  | 1350 | 1374945 |
| 4.000%, 09/01/32 | 450 | 453734 |
| 5.000%, 09/01/32  | 1300 | 1323377 |
| 5.000%, 10/01/32  | 5 | 5007 |
| 5.000%, 08/01/33  | 450 | 457071 |
| 5.000%, 09/01/33  | 1000 | 1017404 |
| 4.000%, 08/01/35  | 580 | 582678 |
| 5.000%, 10/01/35  | 2030 | 2045782 |
| 4.000%, 11/01/35  | 1000 | 1015114 |
| 4.000%, 09/01/36  | 1960 | 1969471 |
| 5.000%, 11/01/39  | 1500 | 1578961 |
| State of California (GO) <br> Series B |  |  |
| 5.000%, 10/01/26  | 1515 | 1549139 |
| State of California (GO) <br> (AMBAC)  |  |  |
| 5.000%, 02/01/27  | 1040 | 1072371 |
| State of California <br> Department of Water <br> Resources (RB) <br> Series BB |  |  |
| 5.000%, 12/01/25  | 440 | 440869 |
| State of California <br> Department of Water <br> Resources (RB) <br> Series BG |  |  |
| 5.000%, 12/01/27  | 2585 | 2737242 |
| Stockton Unified School <br> District (GO)  |  |  |
| 5.000%, 08/01/26  | 2990 | 3006391 |
| Stockton Unified School <br> District (GO) Series B |  |  |
| 5.000%, 08/01/26  | 300 | 305692 |
| Sweetwater Union High <br> School District (GO) <br> Series A-2 |  |  |
| 5.000%, 08/01/26  | 375 | 382367 |
| Tahoe-Truckee Unified <br> School District (GO) <br> Series C |  |  |
| 5.000%, 08/01/26  | 100 | 101897 |
| Ukiah Public Financing <br> Authority (RB)  |  |  |
| 4.000%, 04/01/28  | 425 | 438093 |
| University of California <br> (RB) Series BS |  |  |
| 5.000%, 05/15/26  | 2285 | 2314779 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| University of California <br> (RB) Series AR |  |  |
| 5.000%, 05/15/30  | 545 | $551026 |
| 5.000%, 05/15/32  | 1620 | 1636450 |
| University of California <br> (RB) Series BS |  |  |
| 5.000%, 05/15/29  | 400 | 438580 |
| University of California <br> (RB) Series BX |  |  |
| 5.000%, 05/15/26  | 3165 | 3206248 |
| University of California <br> (RB) Series BZ |  |  |
| 5.000%, 05/15/26  | 4000 | 4052130 |
| 5.000%, 05/15/27  | 1665 | 1734489 |
| University of California <br> (RB) Series M |  |  |
| 5.000%, 05/15/35  | 1000 | 1035020 |
| Ventura County Community <br> College District (GO)  |  |  |
| 4.000%, 08/01/32  | 5000 | 5011702 |
| Ventura Unified School <br> District (GO) Series B |  |  |
| 5.000%, 08/01/27  | 625 | 653703 |
| Vista Joint Powers <br> Financing Authority (RB) <br> Series A |  |  |
| 5.000%, 05/01/27  | 300 | 310533 |
| 5.000%, 05/01/28  | 725 | 773724 |
| Washington Union School <br> District/Monterey County <br> (GO)  |  |  |
| 5.000%, 08/01/27  | 135 | 140846 |
| West Contra Costa Unified <br> School District (GO) <br> Series A |  |  |
| 5.000%, 08/01/29  | 750 | 820146 |
| West Contra Costa Unified <br> School District (GO) <br> Series B |  |  |
| 5.000%, 08/01/26  | 2005 | 2037964 |
| West Valley-Mission <br> Community College <br> District (GO) Series B |  |  |
| 5.000%, 08/01/27  | 270 | 282494 |
| 4.000%, 08/01/34  | 1260 | 1260466 |
| TOTAL MUNICIPAL <br> BONDS <br>(Cost $357,240,800) |  | 357825031 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| COMMERCIAL PAPER — (3.0%) | COMMERCIAL PAPER — (3.0%) | COMMERCIAL PAPER — (3.0%) |
| California Statewide <br> Communities <br> Development Authority |  |  |
| 2.800%, 11/04/25 | 5000 | $4999987 |
| 2.580%, 01/06/26 | 3000 | 3000472 |
| 2.600%, 01/08/26 | 3000 | 3000487 |
| TOTAL COMMERCIAL <br> PAPER <br>(Cost $11,000,000) |  | 11000946 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) |
| BlackRock Liquidity <br> Funds MuniCash <br>(Cost $235,748)<br>| 235725 | $235748 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $368,476,548) |  | $369061725 |

---

As of October 31, 2025, DFA California Municipal Real Return Portfolio had entered into the following outstanding Inflation Swaps:

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty\*** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **received**<br> **by Fund**<br>| **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount** | **Notional**<br> **Amount** | **Expiration**<br> **Date**<br>| **Upfront**<br> **Premiums**<br> **Paid**<br>| **Upfront**<br> **Premiums**<br> **Received**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Bank of America <br> Corp.<br>| 3.009% | Fixed | CPI | Maturity | USD | 15000000 | 02/20/26 |  |  | $4015 | $4015 |
| Bank of America <br> Corp.<br>| 2.940% | Fixed | CPI | Maturity | USD | 5000000 | 10/19/26 |  |  | 301049 | 301049 |
| Bank of America <br> Corp.<br>| 2.915% | Fixed | CPI | Maturity | USD | 5000000 | 12/09/27 |  |  | 261414 | 261414 |
| Bank of America <br> Corp.<br>| 2.847% | Fixed | CPI | Maturity | USD | 5000000 | 12/27/27 |  |  | 256167 | 256167 |
| Bank of America <br> Corp.<br>| 2.827% | Fixed | CPI | Maturity | USD | 4000000 | 01/11/28 |  |  | 195644 | 195644 |
| Bank of America <br> Corp.<br>| 2.769% | Fixed | CPI | Maturity | USD | 22000000 | 01/21/26 |  |  | 55706 | 55706 |
| Bank of America <br> Corp.<br>| 2.764% | Fixed | CPI | Maturity | USD | 11000000 | 02/05/26 |  |  | 28968 | 28968 |
| Bank of America <br> Corp.<br>| 2.737% | Fixed | CPI | Maturity | USD | 10000000 | 08/05/26 |  |  | 829864 | 829864 |
| Bank of America <br> Corp.<br>| 2.582% | Fixed | CPI | Maturity | USD | 4000000 | 06/18/28 |  |  | 393622 | 393622 |
| Bank of America <br> Corp.<br>| 2.578% | Fixed | CPI | Maturity | USD | 5000000 | 07/15/29 |  |  | 453840 | 453840 |
| Bank of America <br> Corp.<br>| 2.560% | Fixed | CPI | Maturity | USD | 11000000 | 11/15/25 |  |  | 46026 | 46026 |
| Bank of America <br> Corp.<br>| 2.497% | Fixed | CPI | Maturity | USD | 10000000 | 06/28/29 |  |  | 1009510 | 1009510 |
| Bank of America <br> Corp.<br>| 2.143% | Fixed | CPI | Maturity | USD | 6000000 | 09/18/26 |  |  | 82659 | 82659 |
| Bank of America <br> Corp.<br>| 2.065% | Fixed | CPI | Maturity | USD | 9000000 | 12/12/26 |  |  | 1248359 | 1248359 |
| Citibank, N.A. | 2.940% | Fixed | CPI | Maturity | USD | 25000000 | 03/03/26 |  |  | 14624 | 14624 |
| Citibank, N.A. | 2.812% | Fixed | CPI | Maturity | USD | 8000000 | 02/12/26 |  |  | 17459 | 17459 |
| Citibank, N.A. | 2.539% | Fixed | CPI | Maturity | USD | 26000000 | 12/27/25 |  |  | 119290 | 119290 |
| Citibank, N.A. | 1.986% | Fixed | CPI | Maturity | USD | 6000000 | 02/20/26 |  |  | 861658 | 861658 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.660% | Fixed | CPI | Maturity | USD | 7000000 | 11/27/25 |  |  | 24324 | 24324 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.649% | Fixed | CPI | Maturity | USD | 12000000 | 01/28/26 |  |  | 45372 | 45372 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.580% | Fixed | CPI | Maturity | USD | 9000000 | 12/19/25 |  |  | 37672 | 37672 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty\*** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **received**<br> **by Fund**<br>| **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount** | **Notional**<br> **Amount** | **Expiration**<br> **Date**<br>| **Upfront**<br> **Premiums**<br> **Paid**<br>| **Upfront**<br> **Premiums**<br> **Received**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 2.463% | Fixed | CPI | Maturity | USD | 9000000 | 04/25/30 |  |  | $24842 | $24842 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.377% | Fixed | CPI | Maturity | USD | 7000000 | 04/17/30 |  |  | 48552 | 48552 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.232% | Fixed | CPI | Maturity | USD | 9000000 | 09/04/27 |  |  | 131892 | 131892 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.201% | Fixed | CPI | Maturity | USD | 11000000 | 09/25/26 |  |  | 138806 | 138806 |
| **Total Appreciation** | **Total Appreciation** |  |  |  |  |  |  |  |  | **$6631334** | **$6631334** |
| Bank of America <br> Corp.<br>| 3.014% | Fixed | CPI | Maturity | USD | 13000000 | 07/24/27 |  |  | (48445)<br>| (48445)<br>|
| Bank of America <br> Corp.<br>| 2.778% | Fixed | CPI | Maturity | USD | 13000000 | 05/15/27 |  |  | (15258)<br>| (15258)<br>|
| Citibank, N.A. | 3.355% | Fixed | CPI | Maturity | USD | 7000000 | 04/09/26 |  |  | (34267)<br>| (34267)<br>|
| Citibank, N.A. | 3.245% | Fixed | CPI | Maturity | USD | 10000000 | 05/21/26 |  |  | (28395)<br>| (28395)<br>|
| Citibank, N.A. | 3.025% | Fixed | CPI | Maturity | USD | 13000000 | 08/01/27 |  |  | (49935)<br>| (49935)<br>|
| Citibank, N.A. | 2.980% | Fixed | CPI | Maturity | USD | 13000000 | 03/17/26 |  |  | (5977)<br>| (5977)<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 2.958% | Fixed | CPI | Maturity | USD | 6000000 | 08/12/27 |  |  | (18621)<br>| (18621)<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 2.919% | Fixed | CPI | Maturity | USD | 10000000 | 09/24/27 |  |  | (35642)<br>| (35642)<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 2.865% | Fixed | CPI | Maturity | USD | 7000000 | 07/09/27 |  |  | (9574)<br>| (9574)<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 2.775% | Fixed | CPI | Maturity | USD | 11000000 | 06/09/27 |  |  | (669)<br>| (669)<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 2.752% | Fixed | CPI | Maturity | USD | 16000000 | 10/24/27 |  |  | (20890)<br>| (20890)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** |  |  |  |  |  |  |  |  | **$(267673)**<br>| **$(267673)**<br>|
| **Total Appreciation** <br> **(Depreciation)** | **Total Appreciation** <br> **(Depreciation)** |  |  |  |  |  |  |  |  | **$6363661** | **$6363661** |

---

\*

As of October 31, 2025, the counterparties had deposited in segregated accounts securities with a value of $5,235,156 in connection with open inflation swap contracts.

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; $357825031 | &nbsp;&nbsp; — | &nbsp;&nbsp; $357825031 |
| Commercial Paper | &nbsp;&nbsp; — | &nbsp;&nbsp; 11000946 | &nbsp;&nbsp; — | &nbsp;&nbsp; 11000946 |
| Investment Companies | &nbsp;&nbsp; $235748 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 235748 |
| Total Investments in Securities | &nbsp;&nbsp; $235748 | &nbsp;&nbsp; $368825977 | &nbsp;&nbsp; — | &nbsp;&nbsp; $369061725 |

---

------

**DFA California 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** |  |  |  |  |
| Swap Agreements\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; $6631334 | &nbsp;&nbsp; — | &nbsp;&nbsp; $6631334 |
| **Liabilities** |  |  |  |  |
| Swap Agreements\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (267673) | &nbsp;&nbsp; — | &nbsp;&nbsp; (267673) |
| Total Financial Instruments | &nbsp;&nbsp; — | &nbsp;&nbsp; $6363661 | &nbsp;&nbsp; — | &nbsp;&nbsp; $6363661 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**DFA Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (99.3%) | MUNICIPAL BONDS — (99.3%) | MUNICIPAL BONDS — (99.3%) |
| ALASKA — (0.1%) | ALASKA — (0.1%) | ALASKA — (0.1%) |
| Municipality of Anchorage <br> (GO) Series A |  |  |
| 5.000%, 09/01/33  | 315 | $332160 |
| ARIZONA — (1.5%) | ARIZONA — (1.5%) | ARIZONA — (1.5%) |
| City of Glendale Water & <br> Sewer Revenue (RB)  |  |  |
| 5.000%, 07/01/26  | 635 | 644435 |
| City of Mesa Utility System <br> Revenue (RB)  |  |  |
| 4.000%, 07/01/31  | 470 | 472810 |
| Maricopa County High <br> School District No. 214 <br> Tolleson Union High <br> School (GO) Series B |  |  |
| 5.000%, 07/01/38  | 150 | 167943 |
| Maricopa County Unified <br> School District No. 69 <br> Paradise Valley (GO) <br> Series B |  |  |
| 5.000%, 07/01/35  | 70 | 82611 |
| 5.000%, 07/01/36  | 85 | 99001 |
| Maricopa County Unified <br> School District No. 80 <br> Chandler (GO) Series C |  |  |
| 5.000%, 07/01/38  | 400 | 449291 |
| Maricopa County Union <br> High School District No. <br> 210-Phoenix (GO) <br> Series A |  |  |
| 5.000%, 07/01/38  | 350 | 392119 |
| Salt River Project <br> Agricultural Improvement <br> & Power District (RB) <br> Series A |  |  |
| 5.000%, 01/01/31  | 1060 | 1089049 |
| Salt River Project <br> Agricultural Improvement <br> & Power District (RB) <br> Series B |  |  |
| 5.000%, 01/01/37  | 500 | 584742 |
| 5.000%, 05/01/39  | 2670 | 3036770 |
| TOTAL ARIZONA |  | 7018771 |
| CALIFORNIA — (1.6%) | CALIFORNIA — (1.6%) | CALIFORNIA — (1.6%) |
| State of California (GO)  |  |  |
| 5.000%, 08/01/27  | 270 | 281927 |
| 4.000%, 09/01/32  | 1000 | 1008297 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| 5.000%, 08/01/35  | 2000 | $2028458 |
| 4.000%, 09/01/35  | 1820 | 1829197 |
| 5.000%, 09/01/35  | 600 | 609404 |
| 4.000%, 10/01/36  | 1000 | 1030356 |
| State of California (GO) <br> (BAM)  |  |  |
| 5.000%, 09/01/35  | 445 | 451975 |
| University of California <br> (RB) Series AY |  |  |
| 4.000%, 05/15/35  | 575 | 584038 |
| TOTAL CALIFORNIA |  | 7823652 |
| COLORADO — (1.9%) | COLORADO — (1.9%) | COLORADO — (1.9%) |
| Adams & Arapahoe <br> Counties Joint School <br> District 28J Aurora (GO) <br> (ST AID WITHHLDG)  |  |  |
| 5.500%, 12/01/25  | 1000 | 1002129 |
| Arapahoe County School <br> District No. 5 Cherry <br> Creek (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.250%, 12/15/39  | 800 | 920535 |
| Board of Water <br> Commissioners City & <br> County of Denver (RB) <br> Series B |  |  |
| 5.000%, 09/15/26  | 350 | 357148 |
| City of Colorado Springs <br> Utilities System Revenue <br> (RB) Series B |  |  |
| 5.000%, 11/15/37  | 200 | 225648 |
| El Paso County School <br> District No. 2 Harrison <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 12/01/26  | 200 | 205092 |
| University of Colorado (RB) <br> Series C-2 |  |  |
| 5.000%, 06/01/26  | 1410 | 1429116 |
| Weld County School <br> District No. 6 Greeley <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 12/01/25  | 320 | 320546 |
| 5.000%, 12/01/36  | 1090 | 1167865 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| COLORADO — (Continued) | COLORADO — (Continued) | COLORADO — (Continued) |
| Weld County School <br> District No. RE-4 (GO) <br> (ST AID WITHHLDG)  |  |  |
| 5.000%, 12/01/29  | 690 | $755008 |
| Weld County School <br> District No. RE-7 Platte <br> Valley (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 12/01/38  | 2500 | 2847870 |
| TOTAL COLORADO |  | 9230957 |
| CONNECTICUT — (0.4%) | CONNECTICUT — (0.4%) | CONNECTICUT — (0.4%) |
| City of Danbury (GO)  |  |  |
| 4.000%, 02/23/26  | 2000 | 2006708 |
| DISTRICT OF COLUMBIA — (0.2%) | DISTRICT OF COLUMBIA — (0.2%) | DISTRICT OF COLUMBIA — (0.2%) |
| District of Columbia (GO) <br> Series B |  |  |
| 5.000%, 06/01/27  | 590 | 611672 |
| District of Columbia (GO) <br> Series D |  |  |
| 5.000%, 06/01/26  | 425 | 430482 |
| TOTAL DISTRICT OF <br> COLUMBIA |  | 1042154 |
| FLORIDA — (8.4%) | FLORIDA — (8.4%) | FLORIDA — (8.4%) |
| City of Fort Lauderdale <br> (GO) Series A |  |  |
| 5.000%, 07/01/27  | 495 | 515164 |
| 5.000%, 07/01/28  | 435 | 462244 |
| City of Fort Lauderdale <br> Water & Sewer Revenue <br> (RB) Series A |  |  |
| 5.000%, 09/01/26  | 785 | 800369 |
| 5.000%, 09/01/38  | 100 | 112429 |
| City of Fort Lauderdale <br> Water & Sewer Revenue <br> (RB) Series B |  |  |
| 5.000%, 09/01/38  | 115 | 129293 |
| City of Gainesville Utilities <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 10/01/31  | 1095 | 1142642 |
| City of Tallahassee Energy <br> System Revenue (RB)  |  |  |
| 5.000%, 10/01/26  | 255 | 260340 |
| 5.000%, 10/01/27  | 120 | 125408 |
| City of Tallahassee Utility <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 10/01/38  | 1500 | 1692827 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| County of Miami-Dade <br> (GO) Series 2016-A |  |  |
| 5.000%, 07/01/28  | 10385 | $11024390 |
| County of Miami-Dade <br> (GO) Series A |  |  |
| 5.000%, 07/01/26  | 255 | 258764 |
| County of Sarasota Utility <br> System Revenue (RB)  |  |  |
| 5.000%, 10/01/36  | 40 | 46702 |
| 5.000%, 10/01/37  | 50 | 57846 |
| Hillsborough County <br> School Board (COP)  |  |  |
| 5.000%, 07/01/30  | 65 | 69033 |
| JEA Water & Sewer <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 10/01/38  | 125 | 139583 |
| Orlando Utilities <br> Commission (RB) <br> Series A |  |  |
| 4.000%, 10/01/31  | 4290 | 4347902 |
| 5.000%, 10/01/36  | 290 | 329676 |
| 5.000%, 10/01/39  | 200 | 224966 |
| Orlando Utilities <br> Commission (RB) <br> Series B |  |  |
| 5.000%, 10/01/38  | 1000 | 1134328 |
| School District of Broward <br> County (RN)  |  |  |
| 4.000%, 06/25/26  | 4750 | 4788755 |
| School District of Broward <br> County (GO) (AG)  |  |  |
| 5.000%, 07/01/26  | 1260 | 1278014 |
| State of Florida (GO) <br> Series A |  |  |
| 5.000%, 06/01/29  | 1255 | 1300748 |
| State of Florida (GO) <br> Series B |  |  |
| 5.000%, 06/01/29  | 2543 | 2764405 |
| State of Florida <br> Department of <br> Transportation Turnpike <br> System Revenue (RB) <br> Series C |  |  |
| 4.000%, 07/01/35  | 2034 | 2045957 |
| 4.000%, 07/01/36  | 1894 | 1903632 |
| State of Florida <br> Department of <br> Transportation Turnpike <br> System Revenue (RB) <br> Series D |  |  |
| 5.000%, 07/01/36  | 1310 | 1539328 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| 5.000%, 07/01/37  | 465 | $541522 |
| Tampa Bay Water (RB)  |  |  |
| 5.000%, 10/01/26  | 980 | 999898 |
| TOTAL FLORIDA |  | 40036165 |
| GEORGIA — (0.8%) | GEORGIA — (0.8%) | GEORGIA — (0.8%) |
| Athens-Clarke County <br> Unified Government <br> (GO)  |  |  |
| 5.000%, 12/01/25  | 1025 | 1026736 |
| Effingham County School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 09/01/39  | 500 | 568720 |
| Gwinnett County School <br> District (GO)  |  |  |
| 4.000%, 02/01/37  | 2185 | 2266737 |
| TOTAL GEORGIA |  | 3862193 |
| HAWAII — (1.8%) | HAWAII — (1.8%) | HAWAII — (1.8%) |
| County of Hawaii (GO) <br> Series D |  |  |
| 4.000%, 09/01/27  | 1100 | 1117925 |
| County of Maui (GO)  |  |  |
| 5.000%, 03/01/26  | 200 | 201396 |
| State of Hawaii (GO) <br> Series EY |  |  |
| 5.000%, 10/01/27  | 3220 | 3224680 |
| State of Hawaii (GO) <br> Series FH |  |  |
| 4.000%, 10/01/30  | 4000 | 4037154 |
| TOTAL HAWAII |  | 8581155 |
| ILLINOIS — (0.6%) | ILLINOIS — (0.6%) | ILLINOIS — (0.6%) |
| Cook County Community <br> Consolidated School <br> District No. 34 Glenview <br> (GO)  |  |  |
| 5.000%, 12/01/25  | 2000 | 2003197 |
| Kane Cook & DuPage etc. <br> Counties Community <br> College District No. 509 <br> Elgin (GO) Series B |  |  |
| 4.000%, 12/15/25  | 600 | 600821 |
| TOTAL ILLINOIS |  | 2604018 |
| IOWA — (0.7%) | IOWA — (0.7%) | IOWA — (0.7%) |
| City of Des Moines (GO) <br> Series A |  |  |
| 4.000%, 06/01/39  | 2610 | 2667413 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| IOWA — (Continued) | IOWA — (Continued) | IOWA — (Continued) |
| City of Sioux City (GO) <br> Series A |  |  |
| 3.000%, 06/01/26  | 155 | $154948 |
| City of Urbandale (GO) <br> Series A |  |  |
| 5.000%, 06/01/26  | 605 | 612560 |
| TOTAL IOWA |  | 3434921 |
| KANSAS — (1.0%) | KANSAS — (1.0%) | KANSAS — (1.0%) |
| City of Leawood (GO) <br> Series A |  |  |
| 4.000%, 09/01/26  | 1135 | 1147247 |
| City of Olathe (GO) <br> Series A |  |  |
| 5.000%, 09/01/26  | 2000 | 2034528 |
| Johnson County Unified <br> School District No. 229 <br> Blue Valley (GO) <br> Series A |  |  |
| 5.000%, 10/01/26  | 225 | 229752 |
| State of Kansas <br> Department of <br> Transportation (RB) <br> Series A |  |  |
| 5.000%, 09/01/26  | 1080 | 1100742 |
| TOTAL KANSAS |  | 4512269 |
| LOUISIANA — (0.6%) | LOUISIANA — (0.6%) | LOUISIANA — (0.6%) |
| State of Louisiana <br> Gasoline & Fuels Tax <br> Revenue (RB) Series B |  |  |
| 5.000%, 05/01/26  | 3000 | 3033445 |
| MAINE — (0.2%) | MAINE — (0.2%) | MAINE — (0.2%) |
| Maine Turnpike Authority <br> (RB)  |  |  |
| 5.000%, 07/01/27  | 415 | 431250 |
| State of Maine (GO) <br> Series B |  |  |
| 4.000%, 06/01/26  | 515 | 518994 |
| TOTAL MAINE |  | 950244 |
| MARYLAND — (7.3%) | MARYLAND — (7.3%) | MARYLAND — (7.3%) |
| City of Baltimore (GO) <br> Series B |  |  |
| 5.000%, 10/15/27  | 2100 | 2197509 |
| County of Baltimore (GO)  |  |  |
| 5.000%, 03/01/28  | 1335 | 1410561 |
| County of Charles (GO)  |  |  |
| 5.000%, 10/01/38  | 620 | 699648 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| MARYLAND — (Continued) | MARYLAND — (Continued) | MARYLAND — (Continued) | MARYLAND — (Continued) |
| County of Frederick (GO) <br> Series A | County of Frederick (GO) <br> Series A |  |  |
|  | 4.000%, 04/01/39  | 5000 | $5256482 |
| County of Harford (GO)  | County of Harford (GO)  |  |  |
|  | 4.000%, 10/01/39  | 1605 | 1676264 |
| County of Harford (GO) <br> Series B | County of Harford (GO) <br> Series B |  |  |
|  | 5.000%, 01/15/29  | 1020 | 1099735 |
| County of Howard (GO) <br> Series A | County of Howard (GO) <br> Series A |  |  |
|  | 5.000%, 08/15/29  | 840 | 917595 |
|  | 5.000%, 08/15/36  | 1525 | 1744770 |
| County of Prince George's <br> (GO) Series A | County of Prince George's <br> (GO) Series A |  |  |
|  | 5.000%, 08/01/26  | 1030 | 1047662 |
|  | 5.000%, 07/15/29  | 3660 | 3987960 |
| County of Wicomico (GO) <br> Series A | County of Wicomico (GO) <br> Series A |  |  |
|  | 5.000%, 12/01/25  | 905 | 906583 |
| Maryland Stadium Authority <br> (RB) (ST INTERCEPT) <br> Series A | Maryland Stadium Authority <br> (RB) (ST INTERCEPT) <br> Series A |  |  |
| ¤ | 5.000%, 05/01/47 <br> (Pre-refunded @ <br> $100, 5/1/28)<br>| 1715 | 1815038 |
| State of Maryland (GO) <br> Series 2ND | State of Maryland (GO) <br> Series 2ND |  |  |
|  | 5.000%, 08/01/27  | 770 | 802804 |
| State of Maryland (GO) <br> Series A | State of Maryland (GO) <br> Series A |  |  |
|  | 5.000%, 06/01/37  | 4490 | 4991920 |
| State of Maryland (GO) <br> Series B | State of Maryland (GO) <br> Series B |  |  |
|  | 5.000%, 08/01/27 | 1705 | 1777636 |
| State of Maryland (GO) <br> Series C | State of Maryland (GO) <br> Series C |  |  |
|  | 4.000%, 03/01/29  | 3045 | 3187816 |
| State of Maryland <br> Department of <br> Transportation (RB)  | State of Maryland <br> Department of <br> Transportation (RB)  |  |  |
|  | 5.000%, 10/01/29  | 1000 | 1021482 |
| TOTAL MARYLAND | TOTAL MARYLAND |  | 34541465 |
| MASSACHUSETTS — (3.0%) | MASSACHUSETTS — (3.0%) | MASSACHUSETTS — (3.0%) | MASSACHUSETTS — (3.0%) |
| City of Quincy (GO)  | City of Quincy (GO)  |  |  |
|  | 5.000%, 07/24/26  | 1486 | 1508562 |
| Commonwealth of <br> Massachusetts (GO) <br> Series A | Commonwealth of <br> Massachusetts (GO) <br> Series A |  |  |
|  | 5.000%, 05/01/38  | 220 | 246949 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) |
| Commonwealth of <br> Massachusetts (GO) <br> Series B |  |  |
| 5.000%, 05/01/39  | 500 | $564372 |
| Commonwealth of <br> Massachusetts (GO) <br> Series C |  |  |
| 5.000%, 08/01/38  | 2000 | 2277760 |
| Commonwealth of <br> Massachusetts (GO) <br> Series D |  |  |
| 4.000%, 05/01/39  | 935 | 941777 |
| Commonwealth of <br> Massachusetts <br> Transportation Fund <br> Revenue (RB) Series A |  |  |
| 5.000%, 06/01/35  | 345 | 409590 |
| 5.000%, 06/01/36 | 1240 | 1457480 |
| Town of Norwood (GO)  |  |  |
| 5.000%, 03/15/29  | 340 | 369086 |
| Town of Westborough (GO)  |  |  |
| 4.000%, 03/27/26  | 4000 | 4019067 |
| Town of Winchester (GO)  |  |  |
| 4.000%, 07/17/26  | 666 | 672418 |
| Town of Winchester (GO) <br> Series B |  |  |
| 4.000%, 03/26/26  | 2000 | 2009859 |
| TOTAL <br> MASSACHUSETTS |  | 14476920 |
| MICHIGAN — (0.5%) | MICHIGAN — (0.5%) | MICHIGAN — (0.5%) |
| Michigan State University <br> (RB) Series A |  |  |
| 5.000%, 08/15/38  | 500 | 562918 |
| Troy School District (GO) <br> (Q-SBLF)  |  |  |
| 5.000%, 05/01/29  | 1505 | 1629182 |
| TOTAL MICHIGAN |  | 2192100 |
| MINNESOTA — (1.8%) | MINNESOTA — (1.8%) | MINNESOTA — (1.8%) |
| City of Burnsville (GO) <br> Series A |  |  |
| 5.000%, 12/20/26  | 405 | 415759 |
| City of St. Paul (GO) <br> Series A |  |  |
| 5.000%, 09/01/29  | 1040 | 1136360 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) |
| Eastern Carver County <br> Schools Independent <br> School District No. 112 <br> (GO) (SD CRED PROG) <br> Series A | 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 | $2237743 |
| Minneapolis Special School <br> District No. 1 (GO) (SD <br> CRED PROG) Series B | Minneapolis Special School <br> District No. 1 (GO) (SD <br> CRED PROG) Series B |  |  |
|  | 5.000%, 02/01/39  | 1120 | 1254591 |
| South St. Paul Special <br> School District No. 6 <br> (GO) (SD CRED PROG) <br> Series A | South St. Paul Special <br> School District No. 6 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
|  | 5.000%, 02/01/29  | 1905 | 2052821 |
| State of Minnesota (GO) <br> Series A | State of Minnesota (GO) <br> Series A |  |  |
|  | 5.000%, 09/01/29  | 1500 | 1638980 |
| TOTAL MINNESOTA | TOTAL MINNESOTA |  | 8736254 |
| MISSOURI — (1.1%) | MISSOURI — (1.1%) | MISSOURI — (1.1%) | MISSOURI — (1.1%) |
| St. Louis County <br> Reorganized School <br> District No. R-6 (GO)  | St. Louis County <br> Reorganized School <br> District No. R-6 (GO)  |  |  |
| ¤ | 5.000%, 02/01/26 <br> (Pre-refunded @ <br> $100, 2/1/26)<br>| 2135 | 2145665 |
|  | 5.000%, 02/01/26  | 2955 | 2970834 |
| TOTAL MISSOURI | TOTAL MISSOURI |  | 5116499 |
| NEBRASKA — (1.6%) | NEBRASKA — (1.6%) | NEBRASKA — (1.6%) | NEBRASKA — (1.6%) |
| City of Omaha (GO)  | City of Omaha (GO)  |  |  |
|  | 5.000%, 04/15/28  | 300 | 317206 |
| Metropolitan Utilities <br> District of Omaha Gas <br> System Revenue (RB)  | Metropolitan Utilities <br> District of Omaha Gas <br> System Revenue (RB)  |  |  |
|  | 5.000%, 12/01/28  | 1140 | 1222864 |
| Omaha Public Power <br> District (RB) Series A | Omaha Public Power <br> District (RB) Series A |  |  |
|  | 5.000%, 02/01/33  | 1155 | 1205077 |
| Omaha Public Power <br> District (RB) Series B | Omaha Public Power <br> District (RB) Series B |  |  |
|  | 5.000%, 02/01/34  | 425 | 487122 |
| Omaha School District <br> (GO)  | Omaha School District <br> (GO)  |  |  |
|  | 5.000%, 12/15/25  | 2500 | 2506265 |
| Papillion-La Vista School <br> District No. 27 (GO) <br> Series B | Papillion-La Vista School <br> District No. 27 (GO) <br> Series B |  |  |
|  | 4.000%, 12/01/25  | 600 | 600537 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| NEBRASKA — (Continued) | NEBRASKA — (Continued) | NEBRASKA — (Continued) | NEBRASKA — (Continued) |
| Sarpy County School <br> District No. 1 (GO)  | Sarpy County School <br> District No. 1 (GO)  |  |  |
| ¤ | 5.000%, 12/15/33 <br> (Pre-refunded @ <br> $100, 12/15/27)<br>| 1160 | $1217335 |
| TOTAL NEBRASKA | TOTAL NEBRASKA |  | 7556406 |
| NEVADA — (0.9%) | NEVADA — (0.9%) | NEVADA — (0.9%) | NEVADA — (0.9%) |
| Washoe County School <br> District (GO) Series A | Washoe County School <br> District (GO) Series A |  |  |
|  | 5.000%, 10/01/29  | 1125 | 1228083 |
| Washoe County School <br> District (GO) Series B | Washoe County School <br> District (GO) Series B |  |  |
|  | 5.000%, 04/01/29  | 3010 | 3250657 |
| TOTAL NEVADA | TOTAL NEVADA |  | 4478740 |
| NEW JERSEY — (2.3%) | NEW JERSEY — (2.3%) | NEW JERSEY — (2.3%) | NEW JERSEY — (2.3%) |
| Bridgewater-Raritan <br> Regional School District <br> (GO)  | Bridgewater-Raritan <br> Regional School District <br> (GO)  |  |  |
|  | 6.000%, 07/15/26  | 240 | 245562 |
| City of Summit (GO)  | City of Summit (GO)  |  |  |
|  | 4.000%, 07/16/26  | 470 | 474278 |
| County of Hudson (GO)  | County of Hudson (GO)  |  |  |
|  | 4.000%, 02/26/26  | 4000 | 4014060 |
| County of Union (GO)  | County of Union (GO)  |  |  |
|  | 4.000%, 06/12/26  | 3000 | 3022686 |
| Essex County <br> Improvement Authority <br> (RN)  | Essex County <br> Improvement Authority <br> (RN)  |  |  |
|  | 5.000%, 03/17/26  | 475 | 478854 |
| Hudson County <br> Improvement Authority <br> (RN) Series B-1 | Hudson County <br> Improvement Authority <br> (RN) Series B-1 |  |  |
|  | 4.000%, 06/24/26  | 945 | 951955 |
| Princeton (GO)  | Princeton (GO)  |  |  |
|  | 2.000%, 12/15/25  | 1815 | 1811638 |
| TOTAL NEW JERSEY | TOTAL NEW JERSEY |  | 10999033 |
| NEW MEXICO — (1.3%) | NEW MEXICO — (1.3%) | NEW MEXICO — (1.3%) | NEW MEXICO — (1.3%) |
| Albuquerque Municipal <br> School District No. 12 <br> (GO) (ST AID <br> WITHHLDG) Series A | Albuquerque Municipal <br> School District No. 12 <br> (GO) (ST AID <br> WITHHLDG) Series A |  |  |
|  | 5.000%, 08/01/34  | 1950 | 2126983 |
| City of Albuquerque (GO) <br> Series A | City of Albuquerque (GO) <br> Series A |  |  |
|  | 4.000%, 07/01/38  | 1245 | 1287367 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW MEXICO — (Continued) | NEW MEXICO — (Continued) | NEW MEXICO — (Continued) |
| City of Albuquerque (GO) <br> Series B |  |  |
| 5.000%, 07/01/26  | 200 | $202985 |
| State of New Mexico (GO)  |  |  |
| 5.000%, 03/01/26  | 1220 | 1228513 |
| State of New Mexico <br> Severance Tax <br> Permanent Fund (RB) <br> Series A |  |  |
| 5.000%, 07/01/27  | 1095 | 1137333 |
| TOTAL NEW MEXICO |  | 5983181 |
| NEW YORK — (6.7%) | NEW YORK — (6.7%) | NEW YORK — (6.7%) |
| City of New York (GO) <br> Series A-1 |  |  |
| 5.000%, 09/01/27  | 405 | 423044 |
| City of New York (GO) <br> Series B-1 |  |  |
| 5.000%, 08/01/27  | 2580 | 2689462 |
| 5.000%, 12/01/34  | 380 | 387272 |
| City of New York (GO) <br> Series C |  |  |
| 4.000%, 08/01/39  | 2500 | 2517823 |
| City of New York (GO) <br> Series D |  |  |
| 5.000%, 10/01/36  | 490 | 565471 |
| City of New York (GO) <br> Series E |  |  |
| 5.000%, 08/01/39  | 2000 | 2237922 |
| City of New York (GO) <br> Series F-1 |  |  |
| 5.000%, 08/01/36  | 1225 | 1377222 |
| City of Rochester (GO) <br> Series II |  |  |
| 4.000%, 07/30/26  | 1000 | 1009049 |
| Corning City School District <br> (GO) Series A |  |  |
| 4.000%, 06/18/26  | 1000 | 1008474 |
| Empire State Development <br> Corp. (RB) Series E |  |  |
| 4.000%, 03/15/34  | 500 | 515280 |
| Kingston City School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 3.000%, 06/01/26  | 1530 | 1527115 |
| New York State Dormitory <br> Authority (RB) Series A |  |  |
| 5.000%, 03/15/33  | 2200 | 2352461 |
| 5.000%, 03/15/36  | 70 | 82927 |
| 4.000%, 03/15/37  | 1435 | 1459406 |
| 5.000%, 03/15/37  | 35 | 40558 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| New York State Dormitory <br> Authority (RB) Series D |  |  |
| 4.000%, 02/15/38  | 1425 | $1439688 |
| 4.000%, 02/15/39  | 4240 | 4263157 |
| New York State Dormitory <br> Authority (RB) Series E |  |  |
| 5.000%, 03/15/29  | 3000 | 3248120 |
| Port Authority of New York <br> & New Jersey (RB) <br> Series 243 |  |  |
| 5.000%, 12/01/37  | 295 | 334597 |
| Triborough Bridge & Tunnel <br> Authority (RB) <br> Series A-1 |  |  |
| 5.000%, 11/15/38  | 4000 | 4534121 |
| TOTAL NEW YORK |  | 32013169 |
| NORTH CAROLINA — (1.4%) | NORTH CAROLINA — (1.4%) | NORTH CAROLINA — (1.4%) |
| Charlotte-Mecklenburg <br> Hospital Authority (RB) <br> Series G |  |  |
| 3.900%, 01/15/48  | 3795 | 3795000 |
| City of Charlotte (GO) <br> Series B |  |  |
| 5.000%, 07/01/37  | 385 | 450893 |
| City of Charlotte Water & <br> Sewer System Revenue <br> (RB)  |  |  |
| 5.000%, 07/01/26  | 2025 | 2055421 |
| City of Raleigh Combined <br> Enterprise System <br> Revenue (RB)  |  |  |
| 5.000%, 09/01/37  | 100 | 113670 |
| County of Durham (GO)  |  |  |
| 5.000%, 06/01/37  | 210 | 238330 |
| TOTAL NORTH <br> CAROLINA |  | 6653314 |
| OHIO — (2.0%) | OHIO — (2.0%) | OHIO — (2.0%) |
| City of Columbus (GO) <br> Series A |  |  |
| 5.000%, 04/01/29  | 2030 | 2198321 |
| 5.000%, 10/01/35  | 260 | 310035 |
| 5.000%, 10/01/36  | 245 | 289431 |
| Ohio Higher Educational <br> Facility Commission <br> (RB) Series B2 |  |  |
| 3.900%, 01/01/39  | 2120 | 2120000 |
| State of Ohio (GO) <br> Series A |  |  |
| 5.000%, 03/01/28  | 630 | 665189 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| OHIO — (Continued) | OHIO — (Continued) | OHIO — (Continued) | OHIO — (Continued) |
|  | 5.000%, 06/15/30  | 1460 | $1620581 |
| State of Ohio (GO) <br> Series C | State of Ohio (GO) <br> Series C |  |  |
|  | 5.000%, 08/01/28  | 2120 | 2259667 |
| TOTAL OHIO | TOTAL OHIO |  | 9463224 |
| 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 | 2800271 |
| Oklahoma City Water <br> Utilities Trust (RB)  | Oklahoma City Water <br> Utilities Trust (RB)  |  |  |
| ¤ | 5.000%, 07/01/34 <br> (Pre-refunded @ <br> $100, 7/1/26)<br>| 1885 | 1912733 |
| TOTAL OKLAHOMA | TOTAL OKLAHOMA |  | 4713004 |
| OREGON — (2.1%) | OREGON — (2.1%) | OREGON — (2.1%) | OREGON — (2.1%) |
| City of Beaverton Water <br> Revenue (RB)  | City of Beaverton Water <br> Revenue (RB)  |  |  |
|  | 5.000%, 04/01/39  | 250 | 266372 |
| City of Eugene Electric <br> Utility System Revenue <br> (RB)  | City of Eugene Electric <br> Utility System Revenue <br> (RB)  |  |  |
|  | 5.000%, 08/01/38  | 265 | 302129 |
| County of Multnomah (GO) <br> Series A | County of Multnomah (GO) <br> Series A |  |  |
|  | 5.000%, 06/15/29  | 265 | 287746 |
| County of Washington <br> (GO)  | County of Washington <br> (GO)  |  |  |
|  | 5.000%, 06/01/28  | 1375 | 1461618 |
| Multnomah County School <br> District No. 1J Portland <br> (GO) (SCH BD GTY)  | Multnomah County School <br> District No. 1J Portland <br> (GO) (SCH BD GTY)  |  |  |
|  | 5.000%, 06/15/29  | 4010 | 4357092 |
| State of Oregon (GO) <br> Series K | State of Oregon (GO) <br> Series K |  |  |
|  | 5.000%, 11/01/36  | 265 | 310721 |
|  | 5.000%, 11/01/37  | 190 | 220743 |
|  | 5.000%, 11/01/38  | 690 | 795495 |
| Water Environment <br> Services Sewer <br> Revenue (RB)  | Water Environment <br> Services Sewer <br> Revenue (RB)  |  |  |
|  | 5.000%, 06/01/29  | 2010 | 2179969 |
| TOTAL OREGON | TOTAL OREGON |  | 10181885 |
| PENNSYLVANIA — (0.6%) | PENNSYLVANIA — (0.6%) | PENNSYLVANIA — (0.6%) | PENNSYLVANIA — (0.6%) |
| Pennsylvania Turnpike <br> Commission (RB) <br> Series 1 | Pennsylvania Turnpike <br> Commission (RB) <br> Series 1 |  |  |
|  | 5.000%, 12/01/26  | 1505 | 1541375 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| PENNSYLVANIA — (Continued) | PENNSYLVANIA — (Continued) | PENNSYLVANIA — (Continued) |
| Pennsylvania Turnpike <br> Commission (RB) <br> Series B |  |  |
| 5.000%, 12/01/26  | 475 | $486481 |
| Township of Lower Merion <br> (GO)  |  |  |
| 5.000%, 05/01/29  | 605 | 656631 |
| TOTAL PENNSYLVANIA |  | 2684487 |
| RHODE ISLAND — (0.5%) | RHODE ISLAND — (0.5%) | RHODE ISLAND — (0.5%) |
| State of Rhode Island (GO) <br> Series B |  |  |
| 5.000%, 08/01/29  | 2135 | 2219996 |
| SOUTH CAROLINA — (2.7%) | SOUTH CAROLINA — (2.7%) | SOUTH CAROLINA — (2.7%) |
| Beaufort County School <br> District (GO) Series B |  |  |
| 5.000%, 03/01/27  | 3000 | 3094468 |
| Beaufort County School <br> District (GO) Series C |  |  |
| 5.000%, 03/01/26  | 1945 | 1959311 |
| Charleston County School <br> District (GO) Series A |  |  |
| 5.000%, 02/01/26  | 1200 | 1206905 |
| County of Spartanburg <br> (GO) (ST AID <br> WITHHLDG) Series A |  |  |
| 3.000%, 04/01/26  | 1500 | 1499821 |
| Horry County School <br> District (GO)  |  |  |
| 5.000%, 03/01/26  | 3000 | 3022568 |
| Richland County School <br> District No. 2 (GO) <br> Series A |  |  |
| 5.000%, 03/01/27  | 855 | 882264 |
| 5.000%, 03/01/38  | 1000 | 1102968 |
| TOTAL SOUTH <br> CAROLINA |  | 12768305 |
| TENNESSEE — (3.9%) | TENNESSEE — (3.9%) | TENNESSEE — (3.9%) |
| City of Knoxville Electric <br> System Revenue (RB) <br> Series NN |  |  |
| 5.000%, 07/01/26  | 865 | 878338 |
| City of Knoxville <br> Wastewater System <br> Revenue (RB) Series A |  |  |
| 5.000%, 04/01/29  | 3000 | 3247010 |
| City of Memphis (GO)  |  |  |
| 5.000%, 05/01/26  | 1020 | 1031522 |
| 4.000%, 05/01/39  | 695 | 704586 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TENNESSEE — (Continued) | TENNESSEE — (Continued) | TENNESSEE — (Continued) |
| County of Knox (GO)  |  |  |
| 4.000%, 06/01/38  | 1000 | $1031156 |
| County of Shelby (GO) <br> Series B |  |  |
| 4.000%, 04/01/37  | 1400 | 1434837 |
| 4.000%, 04/01/39  | 1025 | 1039117 |
| County of Sumner (GO)  |  |  |
| 5.000%, 06/01/26  | 1500 | 1519695 |
| County of Williamson (GO)  |  |  |
| 5.000%, 04/01/29  | 3620 | 3909428 |
| Johnson City Energy <br> Authority (RB)  |  |  |
| 5.000%, 05/01/28  | 1000 | 1034869 |
| Metropolitan Government <br> of Nashville & Davidson <br> County (GO)  |  |  |
| 4.000%, 07/01/37  | 2000 | 2023197 |
| Metropolitan Government <br> of Nashville & Davidson <br> County Water & Sewer <br> Revenue (RB)  |  |  |
| 5.000%, 07/01/26  | 155 | 157359 |
| Metropolitan Government <br> of Nashville & Davidson <br> County Water & Sewer <br> Revenue (RB) Series A |  |  |
| 5.000%, 07/01/27  | 455 | 472930 |
| TOTAL TENNESSEE |  | 18484044 |
| TEXAS — (22.6%) | TEXAS — (22.6%) | TEXAS — (22.6%) |
| Alvin Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/40  | 315 | 346798 |
| Arlington Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/37  | 215 | 240350 |
| Azle Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/38  | 500 | 555112 |
| Board of Regents of the <br> University of Texas <br> System (RB) Series B |  |  |
| 5.000%, 08/15/27  | 125 | 130091 |
| Cedar Hill Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/38  | 1000 | 1123422 |
| 5.000%, 02/15/39  | 1450 | 1616826 |
| City of Amarillo (GO)  |  |  |
| 4.000%, 02/15/26  | 1685 | 1690884 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| City of Arlington (GO) <br> Series A | City of Arlington (GO) <br> Series A |  |  |
|  | 5.000%, 08/15/37  | 1000 | $1122949 |
| City of Arlington Water & <br> Wastewater System <br> Revenue (RB)  | City of Arlington Water & <br> Wastewater System <br> Revenue (RB)  |  |  |
|  | 5.000%, 06/01/26  | 1025 | 1038784 |
| City of Austin (GO)  | City of Austin (GO)  |  |  |
| ¤ | 5.000%, 09/01/26 <br> (Pre-refunded @ <br> $100, 9/1/26)<br>| 10 | 10178 |
|  | 5.000%, 09/01/27  | 2255 | 2351757 |
|  | 5.000%, 09/01/36 | 290 | 337635 |
|  | 5.000%, 09/01/38  | 270 | 301932 |
| City of Austin Electric Utility <br> Revenue (RB)  | City of Austin Electric Utility <br> Revenue (RB)  |  |  |
|  | 5.000%, 11/15/39  | 500 | 556381 |
| City of Austin Water & <br> Wastewater System <br> Revenue (RB)  | City of Austin Water & <br> Wastewater System <br> Revenue (RB)  |  |  |
|  | 5.000%, 11/15/26  | 550 | 562737 |
| City of Bedford (GO)  | City of Bedford (GO)  |  |  |
|  | 5.000%, 02/01/38  | 1180 | 1301663 |
| City of Cedar Park (GO)  | City of Cedar Park (GO)  |  |  |
|  | 5.000%, 02/15/33  | 1825 | 1914760 |
| City of Celina (GO)  | City of Celina (GO)  |  |  |
|  | 4.125%, 09/01/26  | 2520 | 2547990 |
| City of Dallas (GO) <br> Series A | City of Dallas (GO) <br> Series A |  |  |
|  | 4.000%, 02/15/37  | 2115 | 2150642 |
| City of Dallas Waterworks <br> & Sewer System <br> Revenue (RB) Series C | City of Dallas Waterworks <br> & Sewer System <br> Revenue (RB) Series C |  |  |
|  | 4.000%, 10/01/34  | 810 | 849432 |
| City of Dallas Waterworks <br> & Sewer System <br> Revenue (RB) Series A | City of Dallas Waterworks <br> & Sewer System <br> Revenue (RB) Series A |  |  |
|  | 5.000%, 10/01/27  | 2660 | 2664458 |
| City of Denton (GO)  | City of Denton (GO)  |  |  |
|  | 5.000%, 02/15/35  | 1420 | 1598911 |
|  | 5.000%, 02/15/39  | 2000 | 2208518 |
| City of El Paso Water & <br> Sewer Revenue (RB)  | City of El Paso Water & <br> Sewer Revenue (RB)  |  |  |
|  | 5.000%, 03/01/40  | 1210 | 1322536 |
| City of Fort Worth (GO)  | City of Fort Worth (GO)  |  |  |
|  | 5.000%, 03/01/28  | 2090 | 2104787 |
|  | 5.000%, 03/01/37  | 1000 | 1101135 |
| City of Frisco (GO)  | City of Frisco (GO)  |  |  |
|  | 5.000%, 02/15/28  | 3495 | 3679387 |
| City of Houston (GO)  | City of Houston (GO)  |  |  |
|  | 5.000%, 03/01/35  | 750 | 870284 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| City of Houston (GO) <br> Series A |  |  |
| 5.000%, 03/01/26  | 1035 | $1042291 |
| City of Leander (GO)  |  |  |
| 5.000%, 08/15/38  | 90 | 102540 |
| 5.000%, 08/15/39  | 165 | 186312 |
| 5.000%, 08/15/40  | 75 | 83762 |
| City of Lewisville (GO)  |  |  |
| 5.000%, 02/15/37  | 2415 | 2696081 |
| City of Pflugerville (GO)  |  |  |
| 5.000%, 08/01/37  | 350 | 385531 |
| City of Plano (GO)  |  |  |
| 5.000%, 09/01/26  | 495 | 504056 |
| 5.000%, 09/01/38  | 1000 | 1121751 |
| City of Richardson (GO)  |  |  |
| 5.000%, 02/15/39  | 750 | 826489 |
| City of San Antonio (GO)  |  |  |
| 4.000%, 08/01/36  | 1985 | 2065514 |
| City of San Antonio Electric <br> & Gas Systems <br> Revenue (RB) Series <br> 2020 |  |  |
| 5.000%, 02/01/37  | 1615 | 1731376 |
| City of San Antonio Electric <br> & Gas Systems <br> Revenue (RB) Series B |  |  |
| 5.000%, 02/01/39  | 500 | 559286 |
| Cleburne Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/28  | 1000 | 1005907 |
| Conroe Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 1010 | 1016061 |
| Corpus Christi Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/37  | 1370 | 1516586 |
| County of Bexar (GO)  |  |  |
| 4.000%, 06/15/26  | 650 | 655004 |
| 5.000%, 06/15/26  | 1690 | 1713265 |
| County of Collin (GO)  |  |  |
| 5.000%, 02/15/26  | 165 | 166042 |
| 5.000%, 02/15/38  | 365 | 402695 |
| County of Harris (GO)  |  |  |
| 5.000%, 10/01/26  | 495 | 505028 |
| County of Harris (GO) <br> Series A |  |  |
| 5.000%, 09/15/26  | 565 | 575855 |
| 5.000%, 09/15/38  | 1400 | 1576026 |
| County of Travis (GO)  |  |  |
| 5.000%, 03/01/26  | 1190 | 1198697 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| County of Williamson (GO)  |  |  |
| 4.000%, 02/15/26  | 4010 | $4024002 |
| 5.000%, 02/15/26  | 230 | 231446 |
| 5.000%, 02/15/39  | 605 | 674977 |
| Dallas College (GO)  |  |  |
| 5.000%, 02/15/28  | 930 | 978641 |
| Del Valle Independent <br> School District (GO) <br> (PSF-GTD) Series B |  |  |
| 5.000%, 06/15/26  | 400 | 405432 |
| Denton Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/37  | 985 | 1102648 |
| Fort Worth Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 545 | 548426 |
| Frisco Independent School <br> District (GO) (PSF-GTD) <br> Series B |  |  |
| 5.000%, 02/15/34  | 455 | 529421 |
| Galveston Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/01/27  | 175 | 180011 |
| Garland Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 02/15/26  | 1000 | 1001674 |
| Grapevine-Colleyville <br> Independent School <br> District (GO) (PSF-GTD) <br> Series A |  |  |
| 5.000%, 08/15/28  | 1000 | 1063848 |
| Grapevine-Colleyville <br> Independent School <br> District (GO) Series B |  |  |
| 5.000%, 08/15/27  | 2570 | 2676092 |
| Harris County Flood <br> Control District (GO) <br> Series A |  |  |
| 5.000%, 10/01/26  | 830 | 846437 |
| Hays Consolidated <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 160 | 161001 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Houston Independent <br> School District (GO) <br> (PSF-GTD) <br> Series REF-A | Houston Independent <br> School District (GO) <br> (PSF-GTD) <br> Series REF-A |  |  |
|  | 5.000%, 02/15/39  | 525 | $593409 |
| Hurst-Euless-Bedford <br> Independent School <br> District (GO) (PSF-GTD)  | Hurst-Euless-Bedford <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/38  | 750 | 844195 |
| Hurst-Euless-Bedford <br> Independent School <br> District (GO) (PSF-GTD) <br> Series B | Hurst-Euless-Bedford <br> Independent School <br> District (GO) (PSF-GTD) <br> Series B |  |  |
| ¤ | 5.000%, 08/15/29 <br> (Pre-refunded @ <br> $100, 8/15/27)<br>| 640 | 665332 |
|  | 5.000%, 08/15/29  | 1195 | 1244116 |
| Lamar Consolidated <br> Independent School <br> District (GO)  | Lamar Consolidated <br> Independent School <br> District (GO)  |  |  |
|  | 5.000%, 02/15/29  | 2060 | 2210990 |
|  | 5.000%, 02/15/30  | 870 | 951730 |
| Lewisville Independent <br> School District (GO) <br> (PSF-GTD)  | Lewisville Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/26  | 125 | 127207 |
| Midland Independent <br> School District (GO) <br> (PSF-GTD)  | Midland Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/38  | 1025 | 1137979 |
| North Texas Municipal <br> Water District Upper <br> East Fork Wastewater <br> Interceptor System (RB)  | North Texas Municipal <br> Water District Upper <br> East Fork Wastewater <br> Interceptor System (RB)  |  |  |
|  | 5.000%, 06/01/39  | 1275 | 1402389 |
| Northside Independent <br> School District (GO) <br> (PSF-GTD)  | Northside Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 08/01/37  | 400 | 443208 |
| Pearland Independent <br> School District (GO) <br> (PSF-GTD)  | Pearland Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/35  | 55 | 64115 |
|  | 5.000%, 02/15/36  | 65 | 75090 |
| Permanent University Fund <br> - Texas A&M University <br> System (RB) Series A | Permanent University Fund <br> - Texas A&M University <br> System (RB) Series A |  |  |
|  | 5.000%, 07/01/26  | 2010 | 2040382 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Permanent University Fund <br> - University of Texas <br> System (RB) Series A |  |  |
| 5.000%, 07/01/38  | 500 | $565906 |
| San Antonio Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/26  | 880 | 895400 |
| 5.000%, 08/15/30  | 2850 | 2893517 |
| Spring Independent School <br> District (GO)  |  |  |
| 5.000%, 08/15/29  | 1500 | 1623810 |
| State of Texas (GO)  |  |  |
| 5.000%, 10/01/35  | 1670 | 1970054 |
| State of Texas (GO) <br> Series A |  |  |
| 5.000%, 10/01/31  | 985 | 1030267 |
| State of Texas (GO) <br> Series C |  |  |
| 5.000%, 08/01/26  | 1420 | 1444720 |
| State of Texas (GO) <br> Series E |  |  |
| 5.000%, 08/01/35  | 970 | 1143685 |
| Tarrant County Cultural <br> Education Facilities <br> Finance Corp. (RB)  |  |  |
| 5.000%, 12/01/39  | 780 | 869533 |
| Tarrant Regional Water <br> District (RB) Series A |  |  |
| 4.000%, 09/01/29  | 5760 | 6026875 |
| Temple Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/01/39  | 205 | 230838 |
| Texas Tech University <br> System (RB) Series A |  |  |
| 5.000%, 02/15/40  | 1250 | 1392338 |
| Texas Transportation <br> Commission (GO)  |  |  |
| 5.000%, 04/01/38  | 1010 | 1133135 |
| Trinity River Authority <br> Denton Creek <br> Wastewater Treatment <br> System Revenue (RB)  |  |  |
| 5.000%, 02/01/26  | 325 | 326673 |
| Waco Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/15/28  | 375 | 399359 |
| Waxahachie Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/39  | 315 | 351482 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Wylie Independent School <br> District/Collin County <br> (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/15/38  | 750 | $834796 |
| TOTAL TEXAS |  | 107293080 |
| UTAH — (1.8%) | UTAH — (1.8%) | UTAH — (1.8%) |
| Central Valley Water <br> Reclamation Facility <br> (RB)  |  |  |
| 5.000%, 03/01/39  | 2000 | 2258662 |
| Central Valley Water <br> Reclamation Facility <br> (RB) Series C |  |  |
| 4.000%, 03/01/38  | 3280 | 3364403 |
| Jordan Valley Water <br> Conservancy District <br> (RB) Series A |  |  |
| 5.000%, 10/01/38  | 125 | 137301 |
| Timpanogos Special <br> Service District (RB)  |  |  |
| 5.000%, 06/01/39  | 750 | 850063 |
| Tooele County School <br> District (GO) (SCH BD <br> GTY)  |  |  |
| 5.000%, 06/01/37  | 1645 | 1851479 |
| Utah Transit Authority (RB)  |  |  |
| 5.000%, 12/15/26  | 225 | 230890 |
| TOTAL UTAH |  | 8692798 |
| VIRGINIA — (2.8%) | VIRGINIA — (2.8%) | VIRGINIA — (2.8%) |
| City of Alexandria (GO)  |  |  |
| 4.000%, 12/15/39  | 1140 | 1188152 |
| City of Lynchburg (GO)  |  |  |
| 5.000%, 08/01/28  | 1935 | 2064179 |
| City of Richmond (GO) <br> Series A |  |  |
| 5.000%, 09/01/37  | 1000 | 1133646 |
| Commonwealth of Virginia <br> (GO) Series A |  |  |
| 5.000%, 06/01/27  | 250 | 253252 |
| County of Arlington (GO)  |  |  |
| 5.000%, 06/15/37  | 2500 | 2786507 |
| County of Fairfax (GO) (ST <br> AID WITHHLDG) <br> Series A |  |  |
| 4.000%, 10/01/27  | 760 | 781318 |
| County of Henrico (GO) <br> Series A |  |  |
| 5.000%, 08/01/26  | 4390 | 4469203 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| VIRGINIA — (Continued) | VIRGINIA — (Continued) | VIRGINIA — (Continued) |
| County of Loudoun (GO) <br> (ST AID WITHHLDG) <br> Series B |  |  |
| 5.000%, 12/01/25  | 500 | $500859 |
| TOTAL VIRGINIA |  | 13177116 |
| WASHINGTON — (9.1%) | WASHINGTON — (9.1%) | WASHINGTON — (9.1%) |
| Auburn School District No. <br> 408 of King & Pierce <br> Counties (GO) (SCH BD <br> GTY)  |  |  |
| 5.000%, 12/01/25  | 1115 | 1116760 |
| City of Bellevue (GO) <br> Series A |  |  |
| 4.000%, 12/01/25  | 285 | 285261 |
| City of Seattle (GO)  |  |  |
| 5.000%, 06/01/26  | 2825 | 2862989 |
| City of Seattle Drainage & <br> Wastewater Revenue <br> (RB)  |  |  |
| 5.000%, 05/01/26  | 330 | 333850 |
| City of Seattle Municipal <br> Light & Power Revenue <br> (RB)  |  |  |
| 5.000%, 02/01/26  | 410 | 412435 |
| Clark County School <br> District No. 37 <br> Vancouver (GO) (SCH <br> BD GTY)  |  |  |
| 4.000%, 12/01/26  | 1170 | 1185938 |
| County of King (GO)  |  |  |
| 5.000%, 12/01/35  | 4000 | 4581381 |
| County of King (GO) <br> Series A |  |  |
| 4.000%, 01/01/26  | 725 | 726460 |
| County of King (GO) <br> Series B |  |  |
| 5.000%, 12/01/37  | 1045 | 1184867 |
| County of King (GO) <br> Series E |  |  |
| 5.000%, 12/01/25  | 480 | 480826 |
| County of King Sewer <br> Revenue (RB) Series A |  |  |
| 4.000%, 07/01/39  | 2485 | 2485440 |
| County of King Sewer <br> Revenue (RB) Series B |  |  |
| 5.000%, 07/01/28  | 1630 | 1653469 |
| County of Spokane (GO)  |  |  |
| 5.000%, 12/01/28  | 1365 | 1464344 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| Energy Northwest (RB) <br> Series A |  |  |
| 5.000%, 07/01/36  | 3610 | $4102274 |
| 5.000%, 07/01/37  | 165 | 186035 |
| Franklin County School <br> District No. 1 Pasco <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 12/01/36  | 575 | 647470 |
| Grant County Public Utility <br> District No. 2 Priest <br> Rapids Hydroelectric <br> Project (RB) Series B |  |  |
| 5.000%, 01/01/39  | 500 | 560782 |
| King & Snohomish <br> Counties School District <br> No. 417 Northshore <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 12/01/34  | 335 | 394539 |
| King County School District <br> No. 210 Federal Way <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 12/01/25  | 1000 | 1001666 |
| King County School District <br> No. 401 Highline (GO) <br> (SCH BD GTY)  |  |  |
| 5.000%, 12/01/37  | 285 | 317009 |
| 5.000%, 12/01/39  | 1000 | 1131074 |
| King County School District <br> No. 405 Bellevue (GO) <br> (SCH BD GTY) Series B |  |  |
| 5.000%, 12/01/26  | 995 | 1020655 |
| King County School District <br> No. 414 Lake <br> Washington (GO) (SCH <br> BD GTY)  |  |  |
| 4.000%, 12/01/25  | 1425 | 1426247 |
| State of Washington (GO) <br> Series R-2023B |  |  |
| 5.000%, 07/01/35  | 1010 | 1155510 |
| State of Washington (GO) <br> Series A |  |  |
| 5.000%, 08/01/36  | 1000 | 1107516 |
| State of Washington (GO) <br> Series B |  |  |
| 5.000%, 07/01/32  | 1030 | 1033689 |
| State of Washington (GO) <br> Series C |  |  |
| 5.000%, 02/01/34  | 2610 | 2623513 |
| 5.000%, 02/01/37  | 2155 | 2388537 |
| State of Washington (GO) <br> Series D |  |  |
| 5.000%, 02/01/28  | 1110 | 1143049 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| 4.000%, 06/01/37  | 1115 | $1154888 |
| State of Washington (GO) <br> Series R-2025B |  |  |
| 5.000%, 07/01/27  | 1750 | 1818236 |
| State of Washington (GO) <br> Series R-2025C |  |  |
| 5.000%, 07/01/27  | 1045 | 1085747 |
| TOTAL WASHINGTON |  | 43072456 |
| WEST VIRGINIA — (0.5%) | WEST VIRGINIA — (0.5%) | WEST VIRGINIA — (0.5%) |
| State of West Virginia (GO) <br> Series A |  |  |
| 5.000%, 12/01/36  | 2055 | 2195482 |
| WISCONSIN — (2.0%) | WISCONSIN — (2.0%) | WISCONSIN — (2.0%) |
| Appleton Area School <br> District (GO)  |  |  |
| 5.000%, 03/01/30  | 2350 | 2565803 |
| County of Dane (GO) <br> Series B |  |  |
| 5.000%, 06/01/37  | 2000 | 2256361 |
| Milwaukee Metropolitan <br> Sewerage District (GO) <br> Series H |  |  |
| 5.000%, 10/01/34  | 175 | 205447 |
| State of Wisconsin (GO) <br> Series 1 |  |  |
| 5.000%, 05/01/29  | 1295 | 1403209 |
| State of Wisconsin (GO) <br> Series 2 |  |  |
| 5.000%, 05/01/37  | 555 | 629408 |
| State of Wisconsin (GO) <br> Series B |  |  |
| 5.000%, 05/01/37  | 2370 | 2649319 |
| TOTAL WISCONSIN |  | 9709547 |
| TOTAL MUNICIPAL <br> BONDS <br>(Cost $474,856,045) |  | 471871317 |
| COMMERCIAL PAPER — (0.6%) | COMMERCIAL PAPER — (0.6%) | COMMERCIAL PAPER — (0.6%) |
| Board of Regents of the <br> University of Texas <br> System |  |  |
| 2.700%, 03/03/26 | 3000 | 2999452 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) |
| BlackRock Liquidity <br> Funds MuniCash <br>(Cost $327,931)<br>| 327898 | $327931 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $478,183,976) |  | $475198700 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; $471871317 | &nbsp;&nbsp; — | &nbsp;&nbsp; $471871317 |
| Commercial Paper | &nbsp;&nbsp; — | &nbsp;&nbsp; 2999452 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2999452 |
| Investment Companies | &nbsp;&nbsp; $327931 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 327931 |
| Total Investments in Securities | &nbsp;&nbsp; $327931 | &nbsp;&nbsp; $474870769 | &nbsp;&nbsp; — | &nbsp;&nbsp; $475198700 |

---

See accompanying Notes to Financial Statements.

------

**DFA Short-Term Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| MUNICIPAL BONDS — (97.2%) | MUNICIPAL BONDS — (97.2%) | MUNICIPAL BONDS — (97.2%) | MUNICIPAL BONDS — (97.2%) |
| ALABAMA — (0.2%) | ALABAMA — (0.2%) | ALABAMA — (0.2%) | ALABAMA — (0.2%) |
| Alabama Federal Aid <br> Highway Finance <br> Authority (RB) Series A | Alabama Federal Aid <br> Highway Finance <br> Authority (RB) Series A |  |  |
| ¤ | 5.000%, 09/01/35 <br> (Pre-refunded @ <br> $100, 9/1/26)<br>| 585 | $595403 |
| Tuscaloosa City Board of <br> Education (RB)  | Tuscaloosa City Board of <br> Education (RB)  |  |  |
| ¤ | 5.000%, 08/01/35 <br> (Pre-refunded @ <br> $100, 8/1/26)<br>| 720 | 731720 |
| ¤ | 5.000%, 08/01/41 <br> (Pre-refunded @ <br> $100, 8/1/26)<br>| 995 | 1011196 |
| TOTAL ALABAMA | TOTAL ALABAMA |  | 2338319 |
| ALASKA — (0.2%) | ALASKA — (0.2%) | ALASKA — (0.2%) | ALASKA — (0.2%) |
| Borough of <br> Matanuska-Susitna (RB) <br> Series 2025A | Borough of <br> Matanuska-Susitna (RB) <br> Series 2025A |  |  |
|  | 5.000%, 09/01/26  | 3000 | 3053153 |
| State of Alaska <br> International Airports <br> System (RB) Series A | State of Alaska <br> International Airports <br> System (RB) Series A |  |  |
|  | 5.000%, 10/01/26  | 385 | 392621 |
| TOTAL ALASKA | TOTAL ALASKA |  | 3445774 |
| ARIZONA — (1.6%) | ARIZONA — (1.6%) | ARIZONA — (1.6%) | ARIZONA — (1.6%) |
| Arizona Board of Regents <br> (RB) Series A | Arizona Board of Regents <br> (RB) Series A |  |  |
|  | 5.000%, 06/01/27  | 500 | 517140 |
| City of Glendale Water & <br> Sewer Revenue (RB)  | City of Glendale Water & <br> Sewer Revenue (RB)  |  |  |
|  | 5.000%, 07/01/26  | 1995 | 2024641 |
|  | 5.000%, 07/01/27  | 720 | 747955 |
| City of Mesa Utility System <br> Revenue (RB)  | City of Mesa Utility System <br> Revenue (RB)  |  |  |
|  | 4.000%, 07/01/31  | 1395 | 1403341 |
| City of Tucson (GO) <br> Series 2018-B | City of Tucson (GO) <br> Series 2018-B |  |  |
|  | 5.000%, 07/01/26  | 3840 | 3897054 |
| Maricopa County School <br> District No. 3 Tempe <br> Elementary (GO) <br> Series B | Maricopa County School <br> District No. 3 Tempe <br> Elementary (GO) <br> Series B |  |  |
|  | 5.000%, 07/01/26  | 790 | 802156 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| ARIZONA — (Continued) | ARIZONA — (Continued) | ARIZONA — (Continued) |
| Maricopa County Unified <br> School District No. 69 <br> Paradise Valley (GO)  |  |  |
| 5.000%, 07/01/26  | 1250 | $1268407 |
| 5.000%, 07/01/27  | 2730 | 2834185 |
| Maricopa County Unified <br> School District No. 69 <br> Paradise Valley (GO) <br> Series A |  |  |
| 5.000%, 07/01/26  | 615 | 624056 |
| 5.000%, 07/01/27  | 2095 | 2174952 |
| Maricopa County Unified <br> School District No. 69 <br> Paradise Valley (GO) <br> Series B |  |  |
| 5.000%, 07/01/26  | 3750 | 3805221 |
| Salt River Project <br> Agricultural Improvement <br> & Power District (RB) <br> Series A |  |  |
| 5.000%, 01/01/34  | 2350 | 2402446 |
| TOTAL ARIZONA |  | 22501554 |
| ARKANSAS — (0.1%) | ARKANSAS — (0.1%) | ARKANSAS — (0.1%) |
| City of Fort Smith Water & <br> Sewer Revenue (RB)  |  |  |
| 5.000%, 10/01/27  | 1155 | 1201126 |
| CALIFORNIA — (3.4%) | CALIFORNIA — (3.4%) | CALIFORNIA — (3.4%) |
| California State Public <br> Works Board (RB) <br> Series D |  |  |
| 5.000%, 04/01/27  | 835 | 852399 |
| Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series L |  |  |
| 5.000%, 05/15/34  | 7000 | 7081590 |
| State of California (GO)  |  |  |
| 5.000%, 04/01/27  | 17740 | 18369007 |
| 5.000%, 08/01/27  | 2020 | 2109232 |
| 5.000%, 09/01/28  | 1675 | 1705950 |
| 5.000%, 10/01/28  | 20 | 20034 |
| 5.000%, 08/01/29  | 1155 | 1174264 |
| 5.000%, 10/01/29  | 3305 | 3335592 |
| 5.000%, 08/01/30  | 1405 | 1428434 |
| 5.000%, 09/01/30  | 1345 | 1369964 |
| 5.000%, 09/01/31  | 2600 | 2648042 |
| 5.000%, 08/01/33 | 5705 | 5794640 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| University of California <br> (RB) Series BX |  |  |
| 5.000%, 05/15/26  | 2110 | $2137498 |
| TOTAL CALIFORNIA |  | 48026646 |
| COLORADO — (2.7%) | COLORADO — (2.7%) | COLORADO — (2.7%) |
| Adams & Weld Counties <br> School District No. 27J <br> Brighton (GO) (ST AID <br> WITHHLDG) Series B |  |  |
| 5.000%, 12/01/25  | 6015 | 6025355 |
| Adams 12 Five Star <br> Schools (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 12/15/25  | 665 | 666552 |
| 5.000%, 12/15/26  | 5885 | 6027904 |
| Arapahoe County School <br> District No. 5 Cherry <br> Creek (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 12/15/25  | 3135 | 3143024 |
| 5.000%, 12/15/26  | 6000 | 6153715 |
| Board of Water <br> Commissioners City & <br> County of Denver (RB) <br> Series B |  |  |
| 5.000%, 09/15/26  | 1120 | 1142875 |
| Boulder Larimer & Weld <br> Counties St. Vrain Valley <br> School District Re1J <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 12/15/25  | 3030 | 3037863 |
| Colorado Health Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 11/01/26  | 555 | 566255 |
| Colorado State Education <br> Loan Program (RN) <br> Series A |  |  |
| 5.000%, 06/30/26  | 5590 | 5671281 |
| Denver City & County <br> School District No. 1 <br> (GO) (ST AID <br> WITHHLDG) Series B |  |  |
| 5.000%, 12/01/26  | 3025 | 3101366 |
| Metro Wastewater <br> Reclamation District <br> (RB) Series A |  |  |
| 5.000%, 04/01/26  | 1750 | 1766328 |
| TOTAL COLORADO |  | 37302518 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CONNECTICUT — (3.2%) | CONNECTICUT — (3.2%) | CONNECTICUT — (3.2%) |
| City of Bridgeport (GO) <br> Series B |  |  |
| 5.000%, 08/15/26  | 635 | $646038 |
| City of Danbury (GO)  |  |  |
| 4.000%, 02/23/26  | 15000 | 15050308 |
| City of New Haven (GO) <br> Series B |  |  |
| 5.000%, 08/01/26  | 100 | 101507 |
| Regional School District <br> No. 18 (GO)  |  |  |
| 4.000%, 08/13/26  | 7050 | 7119166 |
| State of Connecticut (GO) <br> Series B |  |  |
| 5.000%, 05/15/27  | 2140 | 2164546 |
| Town of Ellington (GO)  |  |  |
| 4.000%, 09/22/26  | 3000 | 3033041 |
| Town of Greenwich (GO)  |  |  |
| 4.000%, 02/05/26  | 10095 | 10122779 |
| Town of Madison (GO)  |  |  |
| 3.500%, 12/18/25  | 6770 | 6775779 |
| TOTAL CONNECTICUT |  | 45013164 |
| DISTRICT OF COLUMBIA — (0.5%) | DISTRICT OF COLUMBIA — (0.5%) | DISTRICT OF COLUMBIA — (0.5%) |
| District of Columbia (GO) <br> Series A |  |  |
| 5.000%, 06/01/34  | 2400 | 2483388 |
| District of Columbia (GO) <br> Series D |  |  |
| 5.000%, 06/01/26  | 2770 | 2805730 |
| District of Columbia <br> Income Tax Revenue <br> (RB) Series C |  |  |
| 5.000%, 10/01/26  | 1095 | 1117830 |
| TOTAL DISTRICT OF <br> COLUMBIA |  | 6406948 |
| FLORIDA — (6.4%) | FLORIDA — (6.4%) | FLORIDA — (6.4%) |
| Brevard County School <br> District (COP) Series A |  |  |
| 5.000%, 07/01/27  | 4545 | 4720334 |
| 5.000%, 07/01/28  | 3560 | 3775410 |
| City of Jacksonville (RB)  |  |  |
| 5.000%, 10/01/27  | 2900 | 3031257 |
| City of Pembroke Pines <br> (GO)  |  |  |
| 5.000%, 09/01/27  | 1395 | 1455748 |
| City of Port St. Lucie (GO)  |  |  |
| 5.000%, 07/01/27  | 1305 | 1355560 |
| City of Tallahassee Energy <br> System Revenue (RB)  |  |  |
| 5.000%, 10/01/26  | 825 | 842276 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| 5.000%, 10/01/27  | 375 | $391901 |
| City of Tallahassee Utility <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 10/01/26  | 265 | 270549 |
| County of Broward Water & <br> Sewer Utility Revenue <br> (RB) Series A |  |  |
| 5.000%, 10/01/30  | 1270 | 1271660 |
| County of Seminole Water <br> & Sewer Revenue (RB) <br> Series A |  |  |
| 5.000%, 10/01/26  | 880 | 898507 |
| Duval County Public <br> Schools (COP) (AG) <br> Series A |  |  |
| 5.000%, 07/01/27  | 545 | 565934 |
| Florida Development <br> Finance Corp. (RB)  |  |  |
| 5.000%, 11/15/25  | 1530 | 1530960 |
| Florida Municipal Power <br> Agency (RB) Series A |  |  |
| 5.000%, 10/01/26  | 880 | 897827 |
| Fort Pierce Utilities <br> Authority (RB) (AG) <br> Series A |  |  |
| 5.000%, 10/01/26  | 290 | 295467 |
| Manatee County School <br> District (COP) (AG) <br> Series 2025A |  |  |
| 5.000%, 07/01/26  | 310 | 314596 |
| 5.000%, 07/01/27  | 265 | 275311 |
| Miami Beach <br> Redevelopment Agency <br> (TAN) (AG)  |  |  |
| 5.000%, 02/01/26  | 660 | 663149 |
| 5.000%, 02/01/27  | 360 | 369180 |
| Miami-Dade County <br> Expressway Authority <br> (RB) (BAM) Series B |  |  |
| 5.000%, 07/01/26  | 3925 | 3931127 |
| Miami-Dade County <br> Expressway Authority <br> (RB) Series B |  |  |
| 5.000%, 07/01/27  | 1040 | 1041555 |
| Sarasota County Public <br> Hospital District (RB)  |  |  |
| 5.000%, 07/01/26  | 395 | 399799 |
| School Board of <br> Miami-Dade County <br> (GO)  |  |  |
| 4.000%, 01/07/26  | 15020 | 15047915 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| School Board of <br> Miami-Dade County <br> (COP) Series A |  |  |
| 5.000%, 05/01/26  | 6100 | $6162590 |
| School District of Broward <br> County (RN)  |  |  |
| 4.000%, 06/25/26  | 15220 | 15344178 |
| School District of Broward <br> County (GO) (AG)  |  |  |
| 5.000%, 07/01/27  | 2020 | 2095250 |
| School District of Broward <br> County (COP) (AG) <br> Series A |  |  |
| 5.000%, 07/01/26  | 7215 | 7316720 |
| State of Florida (GO) <br> Series A |  |  |
| 5.000%, 06/01/26  | 2860 | 2897965 |
| 5.000%, 07/01/26  | 1060 | 1076029 |
| 5.000%, 07/01/27  | 2040 | 2118191 |
| State of Florida (GO) <br> Series B |  |  |
| 5.000%, 07/01/26  | 1525 | 1548061 |
| State of Florida <br> Department of <br> Transportation Turnpike <br> System Revenue (RB) <br> Series C |  |  |
| 5.000%, 07/01/26 | 2123 | 2154543 |
| 5.000%, 07/01/27  | 504 | 523485 |
| State of Florida <br> Department of <br> Transportation Turnpike <br> System Revenue (RB) <br> Series D |  |  |
| 5.000%, 07/01/26  | 2385 | 2418230 |
| Tampa Bay Water (RB)  |  |  |
| 5.000%, 10/01/26  | 1635 | 1668196 |
| Volusia County School <br> Board (COP) (AG) <br> Series B |  |  |
| 5.000%, 08/01/26  | 1020 | 1035871 |
| TOTAL FLORIDA |  | 89705331 |
| GEORGIA — (0.2%) | GEORGIA — (0.2%) | GEORGIA — (0.2%) |
| Dalton Whitfield County <br> Joint Development <br> Authority (RB) Series B |  |  |
| 5.000%, 08/15/26  | 635 | 644966 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| GEORGIA — (Continued) | GEORGIA — (Continued) | GEORGIA — (Continued) |
| Gainesville & Hall County <br> Hospital Authority (RB) <br> Series A |  |  |
| 5.000%, 02/15/26  | 2510 | $2523621 |
| TOTAL GEORGIA |  | 3168587 |
| HAWAII — (1.9%) | HAWAII — (1.9%) | HAWAII — (1.9%) |
| City & County of Honolulu <br> (GO) Series A |  |  |
| 5.000%, 07/01/26  | 105 | 106623 |
| 5.000%, 11/01/26  | 1080 | 1105658 |
| City & County of Honolulu <br> (GO) Series B |  |  |
| 5.000%, 07/01/26  | 100 | 101545 |
| City & County of Honolulu <br> (GO) Series E |  |  |
| 5.000%, 01/01/26  | 10540 | 10578315 |
| City & County of Honolulu <br> (GO) Series F |  |  |
| 5.000%, 01/01/26  | 5140 | 5158685 |
| County of Hawaii (GO) <br> Series A |  |  |
| 5.000%, 09/01/31  | 910 | 935271 |
| State of Hawaii (GO) <br> Series EY |  |  |
| 5.000%, 10/01/27  | 5050 | 5057341 |
| State of Hawaii (GO) <br> Series FG |  |  |
| 4.000%, 10/01/32  | 1560 | 1572402 |
| State of Hawaii (GO) <br> Series FH |  |  |
| 4.000%, 10/01/30  | 1925 | 1942880 |
| State of Hawaii (GO) <br> Series FN |  |  |
| 5.000%, 10/01/29  | 765 | 798443 |
| TOTAL HAWAII |  | 27357163 |
| IDAHO — (0.1%) | IDAHO — (0.1%) | IDAHO — (0.1%) |
| Boise State University (RB) <br> Series A |  |  |
| 5.000%, 04/01/26  | 440 | 443959 |
| 5.000%, 04/01/27  | 410 | 423092 |
| Idaho Health Facilities <br> Authority (RB) <br> Series 2025A |  |  |
| 5.000%, 03/01/26  | 535 | 538520 |
| 5.000%, 03/01/27  | 240 | 246934 |
| TOTAL IDAHO |  | 1652505 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| ILLINOIS — (2.8%) | ILLINOIS — (2.8%) | ILLINOIS — (2.8%) |
| Chicago Park District (GO) <br> Series C |  |  |
| 5.000%, 01/01/26  | 1015 | $1018157 |
| Chicago Transit Authority <br> Sales Tax Receipts Fund <br> (RB) Series A |  |  |
| 5.000%, 12/01/25  | 445 | 445717 |
| Coles Christian Clark etc. <br> Counties Community <br> College District No. 517 <br> Lake Land (GO) <br> Series A |  |  |
| 5.000%, 12/01/25  | 4820 | 4827285 |
| Cook & Will Counties <br> Community College <br> District No. 515 (GO) <br> (BAM) Series B |  |  |
| 5.000%, 12/01/26  | 225 | 229967 |
| Cook County Community <br> High School District No. <br> 218 Oak Lawn (GO)  |  |  |
| 5.000%, 12/01/27  | 225 | 234729 |
| Cook County School <br> District No. 57 Mount <br> Prospect (GO)  |  |  |
| 5.000%, 12/01/25  | 2125 | 2128186 |
| Cook County Township <br> High School District No. <br> 225 (GO)  |  |  |
| 5.000%, 12/01/25  | 2795 | 2799357 |
| County of Cook (GO)  |  |  |
| 5.000%, 11/15/34  | 805 | 814506 |
| County of Cook (GO) <br> Series A |  |  |
| 5.000%, 11/15/26  | 2155 | 2203686 |
| DuPage County Forest <br> Preserve District (GO)  |  |  |
| 5.000%, 11/01/25  | 2140 | 2140000 |
| 5.000%, 11/01/26  | 280 | 286111 |
| Elmhurst Park District (GO)  |  |  |
| 5.000%, 12/15/25  | 735 | 736728 |
| 5.000%, 12/15/26  | 270 | 276631 |
| 5.000%, 12/15/27  | 220 | 230523 |
| Grundy Kendall & Will <br> Counties Community <br> High School District No. <br> 111 Minooka (GO)  |  |  |
| 5.000%, 12/01/27  | 350 | 366000 |
| Illinois Finance Authority <br> (RB)  |  |  |
| 3.950%, 08/01/43  | 525 | 525000 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) |
| Illinois Finance Authority <br> (RB) Series C | Illinois Finance Authority <br> (RB) Series C |  |  |
|  | 5.000%, 04/01/27  | 2000 | $2063555 |
| ¤ | 4.000%, 02/15/36 <br> (Pre-refunded @ <br> $100, 2/15/27)<br>| 1000 | 1017472 |
| Illinois Municipal Electric <br> Agency (RB) Series A | Illinois Municipal Electric <br> Agency (RB) Series A |  |  |
|  | 5.000%, 02/01/26  | 395 | 397112 |
|  | 5.000%, 02/01/27  | 525 | 539448 |
| Illinois State Toll Highway <br> Authority (RB) Series A | Illinois State Toll Highway <br> Authority (RB) Series A |  |  |
|  | 5.000%, 12/01/32  | 6075 | 6095347 |
| Metropolitan Water <br> Reclamation District of <br> Greater Chicago (GO) <br> Series C | Metropolitan Water <br> Reclamation District of <br> Greater Chicago (GO) <br> Series C |  |  |
|  | 5.000%, 12/01/25  | 2480 | 2483856 |
| State of Illinois (GO) <br> Series A | State of Illinois (GO) <br> Series A |  |  |
|  | 5.000%, 11/01/25  | 3945 | 3945000 |
| State of Illinois (GO) <br> Series B | State of Illinois (GO) <br> Series B |  |  |
|  | 5.000%, 10/01/27  | 3100 | 3218953 |
| TOTAL ILLINOIS | TOTAL ILLINOIS |  | 39023326 |
| INDIANA — (0.1%) | INDIANA — (0.1%) | INDIANA — (0.1%) | INDIANA — (0.1%) |
| Indiana Municipal Power <br> Agency (RB) (AG) <br> Series A | Indiana Municipal Power <br> Agency (RB) (AG) <br> Series A |  |  |
|  | 5.000%, 01/01/26  | 1475 | 1480217 |
| Westfield-Washington <br> Multi-School Building <br> Corp. (RB) (BAM ST <br> INTERCEPT) Series B | Westfield-Washington <br> Multi-School Building <br> Corp. (RB) (BAM ST <br> INTERCEPT) Series B |  |  |
|  | 5.000%, 01/15/26  | 425 | 426492 |
| TOTAL INDIANA | TOTAL INDIANA |  | 1906709 |
| IOWA — (0.2%) | IOWA — (0.2%) | IOWA — (0.2%) | IOWA — (0.2%) |
| State of Iowa Board of <br> Regents (RB) <br> Series 2025A | State of Iowa Board of <br> Regents (RB) <br> Series 2025A |  |  |
|  | 5.000%, 09/01/27  | 2100 | 2185859 |
| KANSAS — (1.2%) | KANSAS — (1.2%) | KANSAS — (1.2%) | KANSAS — (1.2%) |
| City of Lawrence (GO) <br> Series I | City of Lawrence (GO) <br> Series I |  |  |
|  | 4.000%, 05/01/26  | 13030 | 13102543 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| KANSAS — (Continued) | KANSAS — (Continued) | KANSAS — (Continued) |
| City of Olathe (GO) <br> Series A |  |  |
| 5.000%, 09/01/26  | 4170 | $4241990 |
| TOTAL KANSAS |  | 17344533 |
| KENTUCKY — (0.4%) | KENTUCKY — (0.4%) | KENTUCKY — (0.4%) |
| Kentucky Municipal Power <br> Agency (RB) (NPFG) <br> Series A |  |  |
| 5.000%, 09/01/31  | 550 | 556215 |
| Kentucky State Property & <br> Building Commission <br> (RB)  |  |  |
| 5.000%, 05/01/26  | 1195 | 1207526 |
| Kentucky State Property & <br> Building Commission <br> (RB) Series A |  |  |
| 5.000%, 09/01/26  | 770 | 783310 |
| Louisville & Jefferson <br> County Metropolitan <br> Sewer District (RB)  |  |  |
| 4.000%, 05/15/31  | 1400 | 1400494 |
| Louisville/Jefferson County <br> Metropolitan <br> Government (GO) <br> Series A |  |  |
| 5.000%, 12/01/25  | 2280 | 2283989 |
| TOTAL KENTUCKY |  | 6231534 |
| LOUISIANA — (0.5%) | LOUISIANA — (0.5%) | LOUISIANA — (0.5%) |
| Ascension Parish School <br> Board (GO)  |  |  |
| 5.000%, 03/01/26  | 75 | 75525 |
| Louisiana Public Facilities <br> Authority (RB) <br> Series 2025-A |  |  |
| 5.000%, 05/15/27  | 140 | 144234 |
| State of Louisiana <br> Gasoline & Fuels Tax <br> Revenue (RB) Series B |  |  |
| 5.000%, 05/01/26  | 7060 | 7138706 |
| TOTAL LOUISIANA |  | 7358465 |
| MAINE — (0.2%) | MAINE — (0.2%) | MAINE — (0.2%) |
| Maine Turnpike Authority <br> (RB)  |  |  |
| 5.000%, 07/01/26  | 910 | 923761 |
| 5.000%, 07/01/27  | 1765 | 1834114 |
| TOTAL MAINE |  | 2757875 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| MARYLAND — (2.4%) | MARYLAND — (2.4%) | MARYLAND — (2.4%) |
| County of Anne Arundel <br> (GO)  |  |  |
| 5.000%, 10/01/32  | 1690 | $1722703 |
| County of Anne Arundel <br> (GO) Series B |  |  |
| 5.000%, 10/01/26 | 2370 | 2419628 |
| County of Baltimore (GO)  |  |  |
| 5.000%, 07/01/26  | 1235 | 1254043 |
| 5.000%, 08/01/26  | 3790 | 3796108 |
| County of Calvert (GO)  |  |  |
| 5.000%, 07/01/27  | 745 | 774358 |
| County of Charles (GO)  |  |  |
| 5.000%, 10/01/26  | 1095 | 1118129 |
| County of Prince George's <br> (GO) Series A |  |  |
| 5.000%, 08/01/26  | 3280 | 3336244 |
| Maryland Health & Higher <br> Educational Facilities <br> Authority (RB) <br> Series 2025A |  |  |
| 5.000%, 07/01/26  | 665 | 674174 |
| 5.000%, 07/01/27  | 400 | 414134 |
| State of Maryland (GO) <br> Series A |  |  |
| 5.000%, 08/01/26  | 470 | 478252 |
| 5.000%, 03/15/27  | 515 | 532029 |
| State of Maryland (GO) <br> Series B |  |  |
| 5.000%, 08/01/26  | 1295 | 1317736 |
| 5.000%, 08/01/28  | 15000 | 15997267 |
| TOTAL MARYLAND |  | 33834805 |
| MASSACHUSETTS — (3.8%) | MASSACHUSETTS — (3.8%) | MASSACHUSETTS — (3.8%) |
| City of Fall River (GO)  |  |  |
| 4.000%, 01/30/26  | 4455 | 4466448 |
| City of Peabody (GO)  |  |  |
| 4.000%, 07/10/26  | 5385 | 5429972 |
| City of Quincy (GO)  |  |  |
| 5.000%, 07/24/26  | 6010 | 6101249 |
| City of Revere (GO)  |  |  |
| 4.000%, 07/10/26  | 1209 | 1219106 |
| Commonwealth of <br> Massachusetts (GO) <br> Series A |  |  |
| 5.000%, 07/01/27  | 5020 | 5091501 |
| 5.000%, 07/01/29  | 5295 | 5379820 |
| Commonwealth of <br> Massachusetts (GO) <br> Series I |  |  |
| 5.000%, 12/01/31  | 1375 | 1410637 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) |
| Massachusetts <br> Development Finance <br> Agency (RB) (AG)  |  |  |
| 5.000%, 07/01/26  | 2140 | $2168534 |
| Massachusetts <br> Development Finance <br> Agency (RB) Series N-1 |  |  |
| 5.000%, 07/01/26  | 365 | 368615 |
| 5.000%, 07/01/27  | 320 | 328460 |
| Town of Easton (GO)  |  |  |
| 4.000%, 03/05/26  | 1764 | 1770698 |
| Town of Hingham (GO)  |  |  |
| 4.000%, 02/13/26  | 8205 | 8229642 |
| Town of Swampscott (GO)  |  |  |
| 4.000%, 03/05/26  | 1416 | 1421816 |
| Town of Westborough (GO)  |  |  |
| 4.000%, 03/27/26  | 5500 | 5526217 |
| Town of Winchester (GO)  |  |  |
| 4.000%, 07/17/26  | 2082 | 2102065 |
| Town of Winchester (GO) <br> Series B |  |  |
| 4.000%, 03/26/26  | 2500 | 2512324 |
| TOTAL <br> MASSACHUSETTS |  | 53527104 |
| MICHIGAN — (1.1%) | MICHIGAN — (1.1%) | MICHIGAN — (1.1%) |
| Birmingham City School <br> District (GO)  |  |  |
| 5.000%, 05/01/26  | 1225 | 1238052 |
| 5.000%, 05/01/27  | 2940 | 3041247 |
| Chippewa Valley Schools <br> (GO) (Q-SBLF)  |  |  |
| 5.000%, 05/01/26  | 1430 | 1446012 |
| Farmington Public School <br> District (GO)  |  |  |
| 5.000%, 05/01/26  | 735 | 742252 |
| 5.000%, 05/01/27  | 1400 | 1443842 |
| Ferris State University (RB) <br> (AG) Series A |  |  |
| 5.000%, 10/01/27  | 340 | 355220 |
| Grandville Public Schools <br> (GO) (AG)  |  |  |
| 5.000%, 05/01/26  | 540 | 545754 |
| 5.000%, 05/01/27  | 580 | 599283 |
| Portage Public Schools <br> (GO) (BAM)  |  |  |
| 6.000%, 11/01/25  | 1115 | 1115000 |
| 6.000%, 11/01/26  | 465 | 480282 |
| 6.000%, 11/01/27  | 220 | 234404 |
| South Lyon Community <br> Schools (GO)  |  |  |
| 5.000%, 05/01/26  | 880 | 889680 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| MICHIGAN — (Continued) | MICHIGAN — (Continued) | MICHIGAN — (Continued) |
| Warren Consolidated <br> Schools (GO) (Q-SBLF) <br> Series II |  |  |
| 5.000%, 05/01/26  | 2075 | $2097314 |
| 5.000%, 05/01/27  | 1045 | 1079899 |
| TOTAL MICHIGAN |  | 15308241 |
| MINNESOTA — (2.6%) | MINNESOTA — (2.6%) | MINNESOTA — (2.6%) |
| City of Minneapolis (GO)  |  |  |
| 5.000%, 12/01/25  | 5035 | 5043208 |
| Cloquet Independent <br> School District No. 94 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/26  | 2370 | 2382700 |
| County of Hennepin (GO) <br> Series C |  |  |
| 5.000%, 12/15/25  | 1700 | 1704078 |
| County of Hennepin (GO) <br> Series B |  |  |
| 5.000%, 12/01/25  | 3235 | 3240146 |
| County of Hennepin (GO) <br> Series C |  |  |
| 5.000%, 12/01/31  | 1030 | 1052553 |
| Metropolitan Council (GO) <br> Series B |  |  |
| 5.000%, 12/01/25  | 1825 | 1827802 |
| Minnesota Health & <br> Education Facilities <br> Authority (RB)  |  |  |
| 5.000%, 12/01/26  | 475 | 485507 |
| 5.000%, 12/01/27  | 295 | 307610 |
| Minnesota Health & <br> Education Facilities <br> Authority (RB) Series B |  |  |
| 5.000%, 10/01/26  | 480 | 488631 |
| Minnesota Municipal Power <br> Agency (RB)  |  |  |
| 5.000%, 10/01/28  | 145 | 145242 |
| Northfield Independent <br> School District No. 659 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/26  | 1295 | 1301715 |
| Rosemount-Apple <br> Valley-Eagan <br> Independent School <br> District No. 196 (GO) <br> (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/26  | 1765 | 1774545 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) |
| State of Minnesota (GO) <br> Series A | State of Minnesota (GO) <br> Series A |  |  |
|  | 5.000%, 08/01/27  | 10920 | $11379496 |
|  | 5.000%, 08/01/33  | 985 | 998139 |
| State of Minnesota (GO) <br> Series B | State of Minnesota (GO) <br> Series B |  |  |
|  | 4.000%, 08/01/32  | 3420 | 3426087 |
| Western Minnesota <br> Municipal Power Agency <br> (RB) Series A | Western Minnesota <br> Municipal Power Agency <br> (RB) Series A |  |  |
|  | 5.000%, 01/01/26  | 1060 | 1063654 |
| TOTAL MINNESOTA | TOTAL MINNESOTA |  | 36621113 |
| MISSISSIPPI — (0.2%) | MISSISSIPPI — (0.2%) | MISSISSIPPI — (0.2%) | MISSISSIPPI — (0.2%) |
| State of Mississippi (GO) <br> Series B | State of Mississippi (GO) <br> Series B |  |  |
|  | 5.000%, 12/01/28  | 1240 | 1269474 |
| State of Mississippi (GO) <br> Series F | State of Mississippi (GO) <br> Series F |  |  |
| ¤ | 4.000%, 11/01/34 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 1285 | 1285000 |
| TOTAL MISSISSIPPI | TOTAL MISSISSIPPI |  | 2554474 |
| MISSOURI — (0.7%) | MISSOURI — (0.7%) | MISSOURI — (0.7%) | MISSOURI — (0.7%) |
| Curators of the University <br> of Missouri (RB)  | Curators of the University <br> of Missouri (RB)  |  |  |
|  | 5.000%, 11/01/25  | 8000 | 8000000 |
| Health & Educational <br> Facilities Authority of the <br> State of Missouri (RB) <br> Series B | Health & Educational <br> Facilities Authority of the <br> State of Missouri (RB) <br> Series B |  |  |
|  | 5.000%, 11/15/26  | 480 | 489582 |
| St. Charles County School <br> District No. R-IV <br> Wentzville (GO)  | St. Charles County School <br> District No. R-IV <br> Wentzville (GO)  |  |  |
|  | 4.000%, 03/01/29  | 1645 | 1652193 |
| TOTAL MISSOURI | TOTAL MISSOURI |  | 10141775 |
| NEBRASKA — (0.2%) | NEBRASKA — (0.2%) | NEBRASKA — (0.2%) | NEBRASKA — (0.2%) |
| County of Sarpy (GO)  | County of Sarpy (GO)  |  |  |
|  | 5.000%, 06/01/26  | 1115 | 1129898 |
| Nebraska State Colleges <br> Facilities Corp. (RB) <br> (AG) Series B | Nebraska State Colleges <br> Facilities Corp. (RB) <br> (AG) Series B |  |  |
|  | 5.000%, 07/15/26  | 645 | 654219 |
| Omaha Public Power <br> District (RB) Series A | Omaha Public Power <br> District (RB) Series A |  |  |
|  | 5.000%, 02/01/31  | 1035 | 1039579 |
| TOTAL NEBRASKA | TOTAL NEBRASKA |  | 2823696 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| NEVADA — (0.8%) | NEVADA — (0.8%) | NEVADA — (0.8%) |
| Clark County School <br> District (GO) Series A |  |  |
| 5.000%, 06/15/26  | 1580 | $1600875 |
| Clark County School <br> District (GO) Series B |  |  |
| 5.000%, 06/15/26  | 2010 | 2036556 |
| Clark County Water <br> Reclamation District <br> (GO)  |  |  |
| 4.000%, 07/01/33  | 1990 | 2003257 |
| County of Clark (GO)  |  |  |
| 5.000%, 12/01/25  | 1850 | 1853111 |
| State of Nevada Highway <br> Improvement Revenue <br> (RB) Series A |  |  |
| 5.000%, 12/01/25  | 3140 | 3145456 |
| TOTAL NEVADA |  | 10639255 |
| NEW JERSEY — (8.2%) | NEW JERSEY — (8.2%) | NEW JERSEY — (8.2%) |
| Bridgewater-Raritan <br> Regional School District <br> (GO)  |  |  |
| 6.000%, 07/15/26  | 745 | 762266 |
| City of Hoboken (GO) <br> Series A |  |  |
| 4.000%, 03/10/26  | 8090 | 8122825 |
| City of New Brunswick <br> (GO)  |  |  |
| 4.000%, 09/08/26  | 5000 | 5051086 |
| City of Summit (GO)  |  |  |
| 4.000%, 07/16/26  | 1465 | 1478334 |
| County of Hudson (GO)  |  |  |
| 4.000%, 02/26/26  | 15115 | 15168131 |
| County of Mercer (GO) <br> Series A |  |  |
| 4.000%, 03/31/26  | 5350 | 5376189 |
| County of Union (GO)  |  |  |
| 4.000%, 06/12/26  | 15000 | 15113429 |
| Essex County <br> Improvement Authority <br> (RN)  |  |  |
| 5.000%, 03/17/26  | 1785 | 1799483 |
| Hudson County <br> Improvement Authority <br> (RN) Series A |  |  |
| 4.000%, 03/12/26  | 957 | 960922 |
| Hudson County <br> Improvement Authority <br> (RN) Series B-1 |  |  |
| 4.000%, 06/24/26  | 630 | 634637 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| NEW JERSEY — (Continued) | NEW JERSEY — (Continued) | NEW JERSEY — (Continued) |
| Monmouth County <br> Improvement Authority <br> (RN)  |  |  |
| 4.000%, 03/13/26  | 4630 | $4649318 |
| New Jersey Educational <br> Facilities Authority (RB) <br> (AG) Series A |  |  |
| 5.000%, 07/01/26  | 740 | 750843 |
| New Jersey Transportation <br> Trust Fund Authority <br> (RB) Series BB1 |  |  |
| 5.000%, 06/15/32  | 1310 | 1398198 |
| Princeton (GO)  |  |  |
| 4.000%, 02/19/26  | 10250 | 10287071 |
| Township of East <br> Brunswick (GO)  |  |  |
| 4.000%, 07/14/26  | 7095 | 7153083 |
| Township of Evesham <br> (GO)  |  |  |
| 4.000%, 09/14/26  | 4000 | 4039675 |
| Township of <br> Hopewell/Cumberland <br> County (GO)  |  |  |
| 4.000%, 09/21/26  | 4000 | 4043848 |
| Township of Lakewood <br> (GO)  |  |  |
| 4.000%, 12/18/25  | 4430 | 4435732 |
| Township of Livingston <br> (GO)  |  |  |
| 4.000%, 12/05/25  | 10500 | 10509426 |
| Township of Morris (GO)  |  |  |
| 3.750%, 09/24/26  | 2000 | 2017007 |
| Township of Old Bridge <br> (GO)  |  |  |
| 4.000%, 09/09/26  | 2320 | 2344995 |
| Township of Woodbridge <br> (GO)  |  |  |
| 4.000%, 03/13/26  | 5905 | 5928992 |
| Westfield School District <br> (GO)  |  |  |
| 4.000%, 09/03/26  | 2770 | 2798532 |
| TOTAL NEW JERSEY |  | 114824022 |
| NEW MEXICO — (1.2%) | NEW MEXICO — (1.2%) | NEW MEXICO — (1.2%) |
| Albuquerque Municipal <br> School District No. 12 <br> (GO) (ST AID <br> WITHHLDG) Series B |  |  |
| 5.000%, 08/01/26  | 455 | 462616 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| NEW MEXICO — (Continued) | NEW MEXICO — (Continued) | NEW MEXICO — (Continued) |
| Central New Mexico <br> Community College <br> (GO)  |  |  |
| 5.000%, 08/15/26  | 2400 | $2442939 |
| 5.000%, 08/15/27  | 10290 | 10718445 |
| City of Albuquerque (GO) <br> Series A |  |  |
| 5.000%, 07/01/26  | 1000 | 1014924 |
| State of New Mexico (GO)  |  |  |
| 5.000%, 03/01/26  | 1535 | 1545711 |
| TOTAL NEW MEXICO |  | 16184635 |
| NEW YORK — (8.1%) | NEW YORK — (8.1%) | NEW YORK — (8.1%) |
| Amherst Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 08/05/26  | 3000 | 3029653 |
| Bath Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 06/26/26  | 2000 | 2011870 |
| City of New York (GO) <br> Series A-1 |  |  |
| 4.000%, 08/01/32  | 1690 | 1698216 |
| City of New York (GO) <br> Series A-5 |  |  |
| 3.900%, 08/01/44  | 450 | 450000 |
| City of New York (GO) <br> Series B-1 |  |  |
| 5.000%, 08/01/26  | 775 | 788549 |
| 5.000%, 08/01/27  | 3875 | 4039406 |
| 5.000%, 12/01/31  | 1135 | 1159146 |
| 5.000%, 12/01/34  | 1220 | 1243346 |
| City of New York (GO) <br> Series C |  |  |
| 5.000%, 08/01/26  | 1395 | 1419388 |
| City of New York (GO) <br> Series E |  |  |
| 5.000%, 08/01/32  | 785 | 796465 |
| City of New York (GO) <br> Series F |  |  |
| 5.000%, 08/01/26  | 1815 | 1846731 |
| City of New York (GO) <br> Series F-5 |  |  |
| 3.900%, 06/01/44  | 2815 | 2815000 |
| City of Oneida (GO)  |  |  |
| 4.000%, 03/27/26  | 4500 | 4520895 |
| City of Rochester (GO) <br> Series I |  |  |
| 4.000%, 02/26/26  | 3000 | 3010639 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| Connetquot Central School <br> District of Islip (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.000%, 06/18/26  | 5000 | $5040167 |
| Corning City School District <br> (GO) Series A |  |  |
| 4.000%, 06/18/26  | 3180 | 3206947 |
| East Greenbush Central <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 3.500%, 12/11/25  | 2190 | 2191358 |
| Harborfields Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 09/03/26  | 5390 | 5450871 |
| Honeoye Falls-Lima <br> Central School District <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 06/25/26  | 2000 | 2013516 |
| Kingston City School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 06/30/26  | 1055 | 1063049 |
| Metropolitan Transportation <br> Authority (RB) <br> Series C-1 |  |  |
| 5.000%, 11/15/28  | 6375 | 6379473 |
| 5.000%, 11/15/34  | 770 | 770540 |
| Metropolitan Transportation <br> Authority Dedicated Tax <br> Fund (ST) Series A |  |  |
| 5.000%, 11/15/25  | 305 | 305230 |
| 5.000%, 11/15/26  | 245 | 251020 |
| Monroe County Industrial <br> Development Corp. (RB) <br> Series A |  |  |
| 5.000%, 12/01/26  | 885 | 901624 |
| New Hartford Central <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.000%, 06/26/26  | 2000 | 2014463 |
| New York Convention <br> Center Development <br> Corp. (RB)  |  |  |
| 5.000%, 11/15/25  | 2000 | 2001098 |
| New York State Dormitory <br> Authority (RB)  |  |  |
| 5.000%, 07/01/26  | 485 | 491915 |
| 5.000%, 07/01/27  | 195 | 201890 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| New York State Dormitory <br> Authority (RB) Series A |  |  |
| 5.000%, 03/15/30  | 1310 | $1334971 |
| New York State Dormitory <br> Authority (RB) Series B |  |  |
| 5.000%, 02/15/34  | 3320 | 3439978 |
| New York State Dormitory <br> Authority (RB) Series C |  |  |
| 5.000%, 03/15/27  | 390 | 402736 |
| 5.000%, 03/15/28  | 700 | 739063 |
| New York State Dormitory <br> Authority (RB) Series D |  |  |
| 5.000%, 02/15/35  | 3510 | 3560094 |
| North Syracuse Central <br> School District (GO) (ST <br> AID WITHHLDG) <br> Series A |  |  |
| 4.000%, 07/31/26  | 5000 | 5042288 |
| Port Authority of New York <br> & New Jersey (RB) <br> Series 230 |  |  |
| 4.000%, 12/01/25  | 780 | 780695 |
| Scotia-Glenville Central <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.000%, 07/31/26  | 4000 | 4035312 |
| South Orangetown Central <br> School District (GO) (ST <br> AID WITHHLDG) <br> Series B |  |  |
| 4.000%, 08/05/26  | 5500 | 5550627 |
| Three Village Central <br> School District <br> Brookhaven & <br> Smithtown (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 06/24/26  | 5030 | 5070471 |
| Town of North Hempstead <br> (GO) Series A |  |  |
| 4.000%, 03/20/26  | 5000 | 5022231 |
| Town of Oyster Bay (GO)  |  |  |
| 4.000%, 08/21/26  | 3155 | 3186901 |
| Town of Salina (GO) <br> Series A |  |  |
| 4.000%, 06/05/26  | 5000 | 5033861 |
| Town of Webster (GO)  |  |  |
| 4.000%, 08/25/26  | 6000 | 6060868 |
| Triborough Bridge & Tunnel <br> Authority (RB) <br> Series A-2 |  |  |
| 5.000%, 11/15/25  | 725 | 725477 |
| 5.000%, 11/15/26  | 825 | 845467 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| Triborough Bridge & Tunnel <br> Authority (RB) Series B |  |  |
| 5.000%, 11/15/29  | 2135 | $2211255 |
| TOTAL NEW YORK |  | 114154760 |
| NORTH CAROLINA — (0.6%) | NORTH CAROLINA — (0.6%) | NORTH CAROLINA — (0.6%) |
| County of Union (GO) <br> Series B |  |  |
| 5.000%, 09/01/26  | 3460 | 3526308 |
| North Carolina Medical <br> Care Commission (RB) <br> Series A |  |  |
| 5.000%, 06/01/26  | 1910 | 1933580 |
| North Carolina Municipal <br> Power Agency No. 1 <br> (RB) Series A |  |  |
| 5.000%, 01/01/32  | 2825 | 2833848 |
| TOTAL NORTH <br> CAROLINA |  | 8293736 |
| OHIO — (2.2%) | OHIO — (2.2%) | OHIO — (2.2%) |
| American Municipal Power, <br> Inc. (RB) Series A |  |  |
| 5.000%, 02/15/26  | 1790 | 1800460 |
| City of Cincinnati (GO) <br> Series A |  |  |
| 5.000%, 12/01/25  | 3220 | 3225531 |
| City of Cincinnati (GO) <br> Series B |  |  |
| 5.000%, 12/01/25  | 1830 | 1833144 |
| City of Cleveland (GO) <br> Series A |  |  |
| 5.000%, 12/01/25  | 3140 | 3145144 |
| City of Cleveland Airport <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 01/01/26  | 1390 | 1394482 |
| 5.000%, 01/01/27  | 1220 | 1250678 |
| City of Hamilton (GO)  |  |  |
| 4.000%, 12/17/25  | 535 | 535474 |
| Cleveland State University <br> (RB) (BAM) Series C |  |  |
| 5.000%, 06/01/26  | 575 | 581767 |
| 5.000%, 06/01/27  | 485 | 500866 |
| County of Allen Hospital <br> Facilities Revenue (RB) <br> Series A |  |  |
| 5.000%, 12/01/26  | 1375 | 1406889 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| OHIO — (Continued) | OHIO — (Continued) | OHIO — (Continued) | OHIO — (Continued) |
| County of Allen Hospital <br> Facilities Revenue (RB) <br> Series C | County of Allen Hospital <br> Facilities Revenue (RB) <br> Series C |  |  |
|  | 3.950%, 06/01/34  | 8805 | $8805000 |
| County of Lucas (GO)  | County of Lucas (GO)  |  |  |
|  | 4.000%, 10/09/26  | 1000 | 1012329 |
| Ohio State University (RB) <br> Series A | Ohio State University (RB) <br> Series A |  |  |
|  | 5.000%, 12/01/25  | 1100 | 1101823 |
|  | 5.000%, 12/01/26  | 465 | 476584 |
| State of Ohio (GO) <br> Series A | State of Ohio (GO) <br> Series A |  |  |
|  | 5.000%, 05/01/32  | 920 | 950806 |
| University of Akron (RB) <br> Series A | University of Akron (RB) <br> Series A |  |  |
|  | 4.000%, 01/01/28  | 3265 | 3336004 |
| TOTAL OHIO | TOTAL OHIO |  | 31356981 |
| OKLAHOMA — (0.3%) | OKLAHOMA — (0.3%) | OKLAHOMA — (0.3%) | OKLAHOMA — (0.3%) |
| Cleveland County <br> Independent School <br> District No. 29 Norman <br> (GO)  | Cleveland County <br> Independent School <br> District No. 29 Norman <br> (GO)  |  |  |
|  | 4.000%, 03/01/27  | 1900 | 1931952 |
| Oklahoma County <br> Independent School <br> District No. 12 Edmond <br> (GO)  | Oklahoma County <br> Independent School <br> District No. 12 Edmond <br> (GO)  |  |  |
|  | 3.000%, 03/01/26  | 1605 | 1605485 |
| TOTAL OKLAHOMA | TOTAL OKLAHOMA |  | 3537437 |
| OREGON — (1.3%) | OREGON — (1.3%) | OREGON — (1.3%) | OREGON — (1.3%) |
| County of Washington <br> (GO)  | County of Washington <br> (GO)  |  |  |
|  | 5.000%, 06/01/26  | 5110 | 5179898 |
| Lane & Douglas Counties <br> School District No. 28J <br> Fern Ridge (GO) (SCH <br> BD GTY) Series A | Lane & Douglas Counties <br> School District No. 28J <br> Fern Ridge (GO) (SCH <br> BD GTY) Series A |  |  |
| ¤ | 5.000%, 06/15/33 <br> (Pre-refunded @ <br> $100, 6/15/26)<br>| 955 | 968329 |
| ¤ | 5.000%, 06/15/36 <br> (Pre-refunded @ <br> $100, 6/15/26)<br>| 935 | 948050 |
| Multnomah County School <br> District No. 1J Portland <br> (GO) (SCH BD GTY) <br> Series B | Multnomah County School <br> District No. 1J Portland <br> (GO) (SCH BD GTY) <br> Series B |  |  |
|  | 5.000%, 06/15/29  | 9480 | 9489335 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| Port of Portland Airport <br> Revenue (RB) Series A |  |  |
| 5.000%, 07/01/26  | 435 | $441144 |
| Washington & Clackamas <br> Counties School District <br> No. 23J Tigard-Tualatin <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 06/15/26  | 645 | 654277 |
| TOTAL OREGON |  | 17681033 |
| PENNSYLVANIA — (0.9%) | PENNSYLVANIA — (0.9%) | PENNSYLVANIA — (0.9%) |
| Allegheny County Hospital <br> Development Authority <br> (RB) Series A |  |  |
| 5.000%, 07/15/26  | 1780 | 1804822 |
| City of Philadelphia (GO) <br> Series B |  |  |
| 5.000%, 02/01/26  | 980 | 984961 |
| City of Philadelphia (GO) <br> Series C |  |  |
| 5.000%, 08/01/26  | 1185 | 1204086 |
| Commonwealth of <br> Pennsylvania (GO) <br> Series 1ST |  |  |
| 5.000%, 02/01/27  | 4655 | 4679547 |
| East Stroudsburg Area <br> School District (GO) (ST <br> AID WITHHLDG) <br> Series AA |  |  |
| 4.000%, 09/01/27  | 2330 | 2332518 |
| Pennsylvania Turnpike <br> Commission (RB) <br> Series A-1 |  |  |
| 5.000%, 12/01/31  | 625 | 633238 |
| Pennsylvania Turnpike <br> Commission (RB) <br> Series C |  |  |
| 5.000%, 12/01/25  | 1075 | 1076629 |
| Pittsburgh Water & Sewer <br> Authority (RB) Series A |  |  |
| 5.000%, 09/01/27  | 205 | 212994 |
| TOTAL PENNSYLVANIA |  | 12928795 |
| RHODE ISLAND — (0.1%) | RHODE ISLAND — (0.1%) | RHODE ISLAND — (0.1%) |
| State of Rhode Island (GO) <br> Series C |  |  |
| 5.000%, 08/01/26  | 1635 | 1662611 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| SOUTH CAROLINA — (4.9%) | SOUTH CAROLINA — (4.9%) | SOUTH CAROLINA — (4.9%) |
| Beaufort County School <br> District (GO) Series A |  |  |
| 5.000%, 03/02/26  | 10050 | $10124606 |
| Beaufort County School <br> District (GO) Series B |  |  |
| 5.000%, 03/01/27  | 5500 | 5673192 |
| Beaufort County School <br> District (GO) Series C |  |  |
| 5.000%, 03/01/26  | 6040 | 6084440 |
| 5.000%, 03/01/27  | 6710 | 6921294 |
| Charleston County School <br> District (GO) Series A |  |  |
| 5.000%, 02/01/26  | 3750 | 3771578 |
| 5.000%, 02/01/27  | 1375 | 1415828 |
| Clover School District No. <br> 2 (GO)  |  |  |
| 5.000%, 03/01/26  | 15000 | 15111849 |
| Horry County School <br> District (GO)  |  |  |
| 5.000%, 03/01/26  | 7700 | 7757924 |
| Orangeburg County School <br> District (GO)  |  |  |
| 5.000%, 08/13/26  | 4000 | 4069526 |
| Piedmont Municipal Power <br> Agency (RB) Series A |  |  |
| 5.000%, 01/01/30  | 1010 | 1011178 |
| York County School District <br> No. 1 (GO)  |  |  |
| 4.000%, 07/30/26  | 7000 | 7066975 |
| TOTAL SOUTH <br> CAROLINA |  | 69008390 |
| SOUTH DAKOTA — (0.1%) | SOUTH DAKOTA — (0.1%) | SOUTH DAKOTA — (0.1%) |
| South Dakota Health & <br> Educational Facilities <br> Authority (RB) Series B |  |  |
| 5.000%, 11/01/26  | 840 | 857035 |
| TENNESSEE — (1.1%) | TENNESSEE — (1.1%) | TENNESSEE — (1.1%) |
| City of Memphis (GO) <br> Series A |  |  |
| 5.000%, 04/01/26  | 1170 | 1180892 |
| 5.000%, 04/01/27  | 1390 | 1436636 |
| County of Rutherford (GO) <br> Series A |  |  |
| 5.000%, 04/01/26  | 1960 | 1978409 |
| County of Rutherford (GO) <br> Series B |  |  |
| 5.000%, 04/01/26  | 2975 | 3002942 |
| 5.000%, 04/01/27  | 1405 | 1450952 |
| County of Williamson (GO)  |  |  |
| 5.000%, 04/01/26  | 1710 | 1726131 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TENNESSEE — (Continued) | TENNESSEE — (Continued) | TENNESSEE — (Continued) |
| Metropolitan Government <br> Nashville & Davidson <br> County Health & <br> Educational Facilities <br> Board (RB) Series A |  |  |
| 5.000%, 07/01/30  | 185 | $187326 |
| Metropolitan Government <br> of Nashville & Davidson <br> County (GO)  |  |  |
| 5.000%, 01/01/28  | 3000 | 3043864 |
| Metropolitan Government <br> of Nashville & Davidson <br> County Water & Sewer <br> Revenue (RB)  |  |  |
| 5.000%, 07/01/26  | 650 | 659894 |
| 5.000%, 07/01/27  | 320 | 332610 |
| TOTAL TENNESSEE |  | 14999656 |
| TEXAS — (16.8%) | TEXAS — (16.8%) | TEXAS — (16.8%) |
| Alamo Community College <br> District (GO)  |  |  |
| 5.000%, 02/15/26  | 700 | 704401 |
| Allen Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 1020 | 1026354 |
| Allen Independent School <br> District (GO) (PSF-GTD) <br> Series A |  |  |
| 5.000%, 02/15/26  | 640 | 642845 |
| 5.000%, 02/15/27  | 435 | 446963 |
| Alvin Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 1350 | 1358294 |
| Arlington Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 995 | 1001028 |
| Austin Community College <br> District (GO)  |  |  |
| 5.000%, 08/01/26  | 560 | 569165 |
| Austin Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/01/26  | 160 | 162678 |
| 5.000%, 08/01/27 | 2195 | 2286214 |
| Board of Regents of the <br> University of Texas <br> System (RB) Series A |  |  |
| 5.000%, 08/15/26  | 7320 | 7452054 |
| 5.000%, 08/15/27  | 10840 | 11281510 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Board of Regents of the <br> University of Texas <br> System (RB) Series B |  |  |
| 5.000%, 08/15/27  | 2325 | $2419697 |
| City of Austin (GO)  |  |  |
| 5.000%, 05/01/26  | 700 | 707856 |
| 5.000%, 09/01/26  | 460 | 468797 |
| City of Austin Electric Utility <br> Revenue (RB)  |  |  |
| 5.000%, 11/15/32  | 480 | 490475 |
| City of Austin Water & <br> Wastewater System <br> Revenue (RB)  |  |  |
| 5.000%, 11/15/31  | 860 | 879378 |
| City of Bryan Electric <br> System Revenue (RB) <br> (AG)  |  |  |
| 5.000%, 07/01/26  | 860 | 872153 |
| City of Carrollton (GO)  |  |  |
| 5.000%, 08/15/26  | 1800 | 1833191 |
| City of Conroe (GO) <br> Series C |  |  |
| 5.000%, 11/15/25  | 1100 | 1100799 |
| City of Corpus Christi <br> Utility System Revenue <br> (RB) (AG)  |  |  |
| 5.000%, 07/15/26  | 725 | 736128 |
| City of Dallas (GO)  |  |  |
| 5.000%, 02/15/26  | 1475 | 1484104 |
| City of Dallas (GO) <br> Series A |  |  |
| 5.000%, 02/15/26  | 3130 | 3149319 |
| 5.000%, 02/15/27  | 3580 | 3686319 |
| City of Dallas Waterworks <br> & Sewer System <br> Revenue (RB)  |  |  |
| 5.000%, 10/01/26  | 1190 | 1214973 |
| City of El Paso (GO)  |  |  |
| 5.000%, 08/15/26  | 895 | 910803 |
| 5.000%, 08/15/34  | 1000 | 1015418 |
| City of El Paso Water & <br> Sewer Revenue (RB)  |  |  |
| 5.000%, 03/01/26  | 475 | 478346 |
| 5.000%, 03/01/27  | 290 | 298767 |
| City of Fort Worth (GO)  |  |  |
| 5.000%, 03/01/26 | 15065 | 15171616 |
| City of Fort Worth Water & <br> Sewer System Revenue <br> (RB) Series A |  |  |
| 5.000%, 02/15/26  | 1230 | 1237557 |
| City of Frisco (GO)  |  |  |
| 5.000%, 02/15/26 | 2515 | 2530955 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| City of Georgetown Utility <br> System Revenue (RB)  |  |  |
| 5.000%, 08/15/26  | 300 | $305062 |
| 5.000%, 08/15/27  | 355 | 368961 |
| City of Greenville (GO) <br> (BAM)  |  |  |
| 4.000%, 02/15/27  | 1770 | 1795450 |
| City of Houston (RN)  |  |  |
| 5.000%, 06/30/26  | 6000 | 6089438 |
| City of Irving (GO)  |  |  |
| 5.000%, 09/15/27  | 2670 | 2786151 |
| City of Kyle (GO) (AG)  |  |  |
| 5.000%, 08/15/26  | 645 | 655632 |
| City of Lubbock Water & <br> Wastewater System <br> (RB)  |  |  |
| 5.000%, 02/15/27  | 210 | 216614 |
| City of McKinney (GO)  |  |  |
| 5.000%, 08/15/26  | 1225 | 1246533 |
| City of Pearland (GO)  |  |  |
| 5.000%, 03/01/26  | 675 | 679666 |
| 5.000%, 03/01/27  | 1785 | 1835890 |
| City of Pearland (GO) <br> Series A |  |  |
| 5.000%, 03/01/27  | 875 | 899484 |
| City of Plano (GO)  |  |  |
| 5.000%, 09/01/26  | 2445 | 2489734 |
| 5.000%, 09/01/27  | 1310 | 1365254 |
| City of San Antonio (GO)  |  |  |
| 5.000%, 02/01/26 | 5465 | 5494893 |
| 5.000%, 02/01/27  | 1755 | 1805475 |
| City of San Antonio Electric <br> & Gas Systems <br> Revenue (RB)  |  |  |
| 4.000%, 02/01/28  | 1255 | 1265463 |
| City of Temple (GO)  |  |  |
| 5.000%, 08/01/26  | 850 | 863975 |
| 5.000%, 08/01/27  | 490 | 509083 |
| City of Temple (GO) <br> Series A |  |  |
| 5.000%, 08/01/26  | 155 | 157548 |
| City of Temple (GO) <br> Series B |  |  |
| 5.000%, 08/01/26  | 285 | 289686 |
| City of Temple Utility <br> System Revenue (RB)  |  |  |
| 5.000%, 08/01/26  | 440 | 447234 |
| 5.000%, 08/01/27  | 265 | 275643 |
| Clear Lake City Water <br> Authority (GO)  |  |  |
| 5.000%, 03/01/26  | 260 | 261703 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Clifton Higher Education <br> Finance Corp. (RB) <br> (PSF-GTD)  | Clifton Higher Education <br> Finance Corp. (RB) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 04/01/27  | 100 | $103053 |
| Clint Independent School <br> District (GO) (PSF-GTD)  | Clint Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/26  | 1810 | 1837172 |
| Comal Independent School <br> District (GO) (PSF-GTD)  | Comal Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 02/01/30  | 7545 | 7582690 |
| Conroe Independent <br> School District (GO) <br> (PSF-GTD)  | Conroe Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/26  | 335 | 337010 |
| County of Collin (GO)  | County of Collin (GO)  |  |  |
|  | 5.000%, 02/15/26  | 2500 | 2515788 |
| County of Denton (GO)  | County of Denton (GO)  |  |  |
|  | 5.000%, 07/15/26  | 600 | 609377 |
|  | 5.000%, 07/15/27  | 185 | 192390 |
| County of Ector (GO)  | County of Ector (GO)  |  |  |
|  | 5.000%, 02/15/26  | 885 | 890361 |
| County of Harris (GO)  | County of Harris (GO)  |  |  |
|  | 5.000%, 09/15/26  | 1130 | 1151710 |
| County of Harris (GO) <br> Series A | County of Harris (GO) <br> Series A |  |  |
|  | 5.000%, 09/15/26 | 3280 | 3343015 |
|  | 5.000%, 10/01/27  | 1000 | 1043831 |
| County of Hidalgo (GO)  | County of Hidalgo (GO)  |  |  |
|  | 5.000%, 08/15/26  | 1010 | 1026570 |
| County of Midland (GO)  | County of Midland (GO)  |  |  |
|  | 5.000%, 02/15/26  | 2310 | 2323796 |
| County of Montgomery <br> (GO)  | County of Montgomery <br> (GO)  |  |  |
|  | 5.000%, 03/01/31  | 12255 | 12329285 |
| County of Travis (GO)  | County of Travis (GO)  |  |  |
|  | 5.000%, 03/01/27  | 6350 | 6548693 |
| County of Williamson (GO)  | County of Williamson (GO)  |  |  |
|  | 5.000%, 02/15/26  | 1310 | 1318236 |
| Crockett County <br> Consolidated Common <br> School District No. 1 <br> (GO) (PSF-GTD)  | Crockett County <br> Consolidated Common <br> School District No. 1 <br> (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/26  | 1495 | 1520461 |
| Dallas Area Rapid Transit <br> (RB) Series A | Dallas Area Rapid Transit <br> (RB) Series A |  |  |
| ¤ | 5.000%, 12/01/28 <br> (Pre-refunded @ <br> $100, 12/1/25)<br>| 1920 | 1923257 |
| ¤ | 5.000%, 12/01/46 <br> (Pre-refunded @ <br> $100, 12/1/25)<br>| 2660 | 2664512 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Dallas County Utility & <br> Reclamation District <br> (GO)  |  |  |
| 5.000%, 02/15/26  | 810 | $814791 |
| Dallas Fort Worth <br> International Airport (RB) <br> Series A |  |  |
| 5.000%, 11/01/25  | 2110 | 2110000 |
| Dallas Fort Worth <br> International Airport (RB) <br> Series B |  |  |
| 5.000%, 11/01/25  | 1770 | 1770000 |
| Dallas Independent School <br> District (GO) (PSF-GTD) <br> Series B |  |  |
| 5.000%, 02/15/26  | 535 | 538363 |
| Del Valle Independent <br> School District (GO) <br> (PSF-GTD) Series B |  |  |
| 5.000%, 06/15/26  | 2800 | 2838028 |
| Denton Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 08/15/27  | 1500 | 1560055 |
| Denton Independent <br> School District (GO) <br> (PSF-GTD) Series C |  |  |
| 5.000%, 08/15/26  | 500 | 508066 |
| DeSoto Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/26  | 940 | 956229 |
| 5.000%, 08/15/27  | 770 | 800828 |
| Dripping Springs <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/27  | 495 | 510335 |
| El Paso County Hospital <br> District (GO) (AG)  |  |  |
| 5.000%, 02/15/26  | 905 | 910407 |
| 5.000%, 02/15/27  | 590 | 604930 |
| Forney Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/26  | 500 | 508789 |
| 5.000%, 08/15/27  | 195 | 202772 |
| Fort Bend Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 08/15/26  | 1135 | 1155129 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Grapevine-Colleyville <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/15/26  | 3670 | $3734799 |
| Harris County Cultural <br> Education Facilities <br> Finance Corp. (RB) <br> Series A |  |  |
| 5.000%, 05/15/27  | 800 | 824559 |
| Hays Consolidated <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 410 | 412566 |
| 5.000%, 02/15/27  | 890 | 914950 |
| Humble Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 1500 | 1509216 |
| 5.000%, 02/15/27  | 2500 | 2573925 |
| Irving Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/28  | 825 | 868938 |
| Katy Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 1660 | 1670673 |
| 5.000%, 02/15/27  | 1500 | 1544355 |
| Lamar Consolidated <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 335 | 337077 |
| Lancaster Independent <br> School District (GO) <br> (BAM) Series B |  |  |
| 5.000%, 02/15/26  | 1545 | 1554139 |
| 5.000%, 02/15/27  | 425 | 437132 |
| Leander Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 02/15/26  | 930 | 935687 |
| Lewisville Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/26  | 755 | 768331 |
| Little Elm Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/26  | 2025 | 2061547 |
| Lower Colorado River <br> Authority (RB)  |  |  |
| 5.000%, 05/15/26 | 2770 | 2801379 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Lower Colorado River <br> Authority (RB) Series A |  |  |
| 5.000%, 05/15/27  | 500 | $517032 |
| Lower Colorado River <br> Authority (RB) (AG)  |  |  |
| 5.000%, 05/15/27  | 615 | 635950 |
| Marble Falls Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 1780 | 1791547 |
| 5.000%, 02/15/27  | 1100 | 1131682 |
| Mesquite Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/26  | 1315 | 1338321 |
| 5.000%, 08/15/27  | 1500 | 1561388 |
| Midland Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 1620 | 1630416 |
| Montgomery Independent <br> School District (GO) <br> (PSF-GTD) Series B |  |  |
| 5.000%, 02/15/26  | 1345 | 1352994 |
| New Caney Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 400 | 402297 |
| North East Texas Regional <br> Mobility Authority (RB) <br> Series A |  |  |
| 5.000%, 01/01/26  | 530 | 531681 |
| 5.000%, 01/01/27  | 205 | 209748 |
| North Texas Municipal <br> Water District Upper <br> East Fork Wastewater <br> Interceptor System (RB)  |  |  |
| 5.000%, 06/01/26  | 1095 | 1109093 |
| North Texas Municipal <br> Water District Water <br> System Revenue (RB)  |  |  |
| 5.000%, 09/01/31  | 2075 | 2106286 |
| North Texas Tollway <br> Authority (RB) Series A |  |  |
| 5.000%, 01/01/31  | 2565 | 2573560 |
| 5.000%, 01/01/33  | 6990 | 7164530 |
| Permanent University Fund <br> - University of Texas <br> System (RB) Series B |  |  |
| 5.000%, 07/01/29  | 4500 | 4562832 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Seguin Independent <br> School District (GO) <br> (PSF-GTD) Series B |  |  |
| 5.000%, 08/15/26  | 800 | $814188 |
| 5.000%, 08/15/27  | 550 | 572118 |
| Spring Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/15/26  | 1765 | 1796302 |
| 5.000%, 08/15/27  | 1500 | 1562722 |
| Spring Independent School <br> District (GO) Series B |  |  |
| 5.000%, 08/15/26  | 805 | 819276 |
| Stanton Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 1500 | 1509258 |
| State of Texas (GO) <br> Series A |  |  |
| 5.000%, 10/01/31  | 3075 | 3216316 |
| State of Texas (GO) <br> Series B |  |  |
| 5.000%, 10/01/31  | 2675 | 2797934 |
| Stephen F Austin State <br> University (RB)  |  |  |
| 5.000%, 10/15/29  | 310 | 315680 |
| Tarrant County Cultural <br> Education Facilities <br> Finance Corp. (RB)  |  |  |
| 5.000%, 12/01/27  | 310 | 324460 |
| Tarrant County Cultural <br> Education Facilities <br> Finance Corp. (RB) <br> Series B |  |  |
| 5.000%, 07/01/26  | 485 | 491595 |
| Texas Tech University <br> System (RB) Series A |  |  |
| 5.000%, 02/15/26  | 2245 | 2258722 |
| 5.000%, 02/15/27  | 490 | 504420 |
| Town of Prosper (GO)  |  |  |
| 5.000%, 02/15/26  | 650 | 653808 |
| Trinity River Authority <br> Denton Creek <br> Wastewater Treatment <br> System Revenue (RB)  |  |  |
| 5.000%, 02/01/26  | 270 | 271390 |
| Upper Trinity Regional <br> Water District (RB) <br> (BAM)  |  |  |
| 5.000%, 08/01/26  | 410 | 416527 |
| Waco Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/15/26  | 110 | 111942 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Weatherford Independent <br> School District (GO) <br> (PSF-GTD)  | Weatherford Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/26  | 695 | $699270 |
| West Travis County Public <br> Utility Agency (RB) (AG)  | West Travis County Public <br> Utility Agency (RB) (AG)  |  |  |
|  | 6.500%, 08/15/26  | 280 | 287556 |
| TOTAL TEXAS | TOTAL TEXAS |  | 235764772 |
| UTAH — (0.1%) | UTAH — (0.1%) | UTAH — (0.1%) | UTAH — (0.1%) |
| Utah Transit Authority (RB)  | Utah Transit Authority (RB)  |  |  |
|  | 5.000%, 12/15/26  | 850 | 872250 |
| VIRGINIA — (1.0%) | VIRGINIA — (1.0%) | VIRGINIA — (1.0%) | VIRGINIA — (1.0%) |
| City of Newport News (GO) <br> Series A | City of Newport News (GO) <br> Series A |  |  |
|  | 5.000%, 08/01/29  | 790 | 824480 |
| City of Norfolk Water <br> Revenue (RB)  | City of Norfolk Water <br> Revenue (RB)  |  |  |
|  | 5.000%, 11/01/25  | 7495 | 7495000 |
| Commonwealth of Virginia <br> (GO) Series A | Commonwealth of Virginia <br> (GO) Series A |  |  |
|  | 5.000%, 06/01/27  | 775 | 785080 |
| County of Chesterfield <br> (GO) (ST AID <br> WITHHLDG) Series B | County of Chesterfield <br> (GO) (ST AID <br> WITHHLDG) Series B |  |  |
|  | 5.000%, 01/01/26  | 2215 | 2222961 |
| County of Fairfax (GO) (ST <br> AID WITHHLDG) <br> Series A | County of Fairfax (GO) (ST <br> AID WITHHLDG) <br> Series A |  |  |
|  | 5.000%, 10/01/26  | 1035 | 1057427 |
| County of Loudoun (GO) <br> (ST AID WITHHLDG) <br> Series A | County of Loudoun (GO) <br> (ST AID WITHHLDG) <br> Series A |  |  |
|  | 5.000%, 12/01/25  | 525 | 525902 |
| Roanoke Economic <br> Development Authority <br> (RB)  | Roanoke Economic <br> Development Authority <br> (RB)  |  |  |
|  | 5.000%, 07/01/26  | 950 | 962917 |
| TOTAL VIRGINIA | TOTAL VIRGINIA |  | 13873767 |
| WASHINGTON — (9.1%) | WASHINGTON — (9.1%) | WASHINGTON — (9.1%) | WASHINGTON — (9.1%) |
| Central Puget Sound <br> Regional Transit <br> Authority (RB) <br> Series S-1 | Central Puget Sound <br> Regional Transit <br> Authority (RB) <br> Series S-1 |  |  |
| ¤ | 5.000%, 11/01/35 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 6075 | 6075000 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| ¤ | 4.000%, 11/01/50 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 12070 | $12070000 |
| ¤ | 5.000%, 11/01/50 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 7390 | 7390000 |
| City of Seattle (GO)  | City of Seattle (GO)  |  |  |
|  | 5.000%, 06/01/26  | 13160 | 13336971 |
|  | 4.000%, 12/01/32  | 1360 | 1360612 |
| City of Seattle Drainage & <br> Wastewater Revenue <br> (RB)  | City of Seattle Drainage & <br> Wastewater Revenue <br> (RB)  |  |  |
|  | 5.000%, 05/01/26  | 1035 | 1047075 |
|  | 5.000%, 05/01/27  | 565 | 585427 |
| City of Seattle Municipal <br> Light & Power Revenue <br> (RB)  | City of Seattle Municipal <br> Light & Power Revenue <br> (RB)  |  |  |
|  | 5.000%, 02/01/26  | 4515 | 4541818 |
|  | 5.000%, 02/01/27  | 430 | 442527 |
| Clark County School <br> District No. 114 <br> Evergreen (GO) (SCH <br> BD GTY)  | Clark County School <br> District No. 114 <br> Evergreen (GO) (SCH <br> BD GTY)  |  |  |
|  | 5.000%, 12/01/26  | 690 | 707196 |
| County of King (GO)  | County of King (GO)  |  |  |
|  | 5.000%, 12/01/25 | 4145 | 4152136 |
| County of King (GO) <br> Series A | County of King (GO) <br> Series A |  |  |
|  | 5.000%, 12/01/25  | 2560 | 2564407 |
|  | 4.000%, 01/01/26  | 515 | 516037 |
| County of King (GO) <br> Series B | County of King (GO) <br> Series B |  |  |
|  | 5.000%, 12/01/25  | 4995 | 5003599 |
| County of King Sewer <br> Revenue (RB) Series A | County of King Sewer <br> Revenue (RB) Series A |  |  |
|  | 5.000%, 01/01/26  | 310 | 311117 |
| Energy Northwest (RB)  | Energy Northwest (RB)  |  |  |
|  | 5.000%, 07/01/26  | 525 | 525568 |
| Energy Northwest (RB) <br> Series A | Energy Northwest (RB) <br> Series A |  |  |
|  | 5.000%, 07/01/27  | 7935 | 8053260 |
| Grant County Public Utility <br> District No. 2 Priest <br> Rapids Hydroelectric <br> Project (RB) Series B | Grant County Public Utility <br> District No. 2 Priest <br> Rapids Hydroelectric <br> Project (RB) Series B |  |  |
|  | 5.000%, 01/01/26  | 380 | 381307 |
| Grays Harbor County <br> Public Utility District No. <br> 1 (RB) (AG)  | Grays Harbor County <br> Public Utility District No. <br> 1 (RB) (AG)  |  |  |
|  | 5.000%, 01/01/26  | 350 | 351146 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| King & Snohomish <br> Counties School District <br> No. 417 Northshore <br> (GO) (SCH BD GTY)  | King & Snohomish <br> Counties School District <br> No. 417 Northshore <br> (GO) (SCH BD GTY)  |  |  |
|  | 5.000%, 12/01/25  | 1710 | $1712835 |
| King County Public <br> Hospital District No. 1 <br> (GO)  | King County Public <br> Hospital District No. 1 <br> (GO)  |  |  |
|  | 5.000%, 12/01/25  | 1260 | 1261580 |
| King County School District <br> No. 409 Tahoma (GO) <br> (SCH BD GTY)  | King County School District <br> No. 409 Tahoma (GO) <br> (SCH BD GTY)  |  |  |
|  | 3.500%, 12/01/25  | 750 | 750251 |
|  | 5.000%, 12/01/26  | 1065 | 1066721 |
|  | 5.000%, 12/01/27  | 1860 | 1952463 |
| King County School District <br> No. 414 Lake <br> Washington (GO)  | King County School District <br> No. 414 Lake <br> Washington (GO)  |  |  |
|  | 5.000%, 12/01/25  | 940 | 941544 |
| Pierce County School <br> District No. 10 Tacoma <br> (GO) (SCH BD GTY)  | Pierce County School <br> District No. 10 Tacoma <br> (GO) (SCH BD GTY)  |  |  |
| ¤ | 5.000%, 12/01/35 <br> (Pre-refunded @ <br> $100, 12/1/25)<br>| 2280 | 2283632 |
| Pierce County School <br> District No. 3 Puyallup <br> (GO) (SCH BD GTY) <br> Series B | Pierce County School <br> District No. 3 Puyallup <br> (GO) (SCH BD GTY) <br> Series B |  |  |
|  | 5.000%, 12/01/25  | 1025 | 1026610 |
| Snohomish County Public <br> Utility District No. 1 <br> Electric System Revenue <br> (RB) Series A | Snohomish County Public <br> Utility District No. 1 <br> Electric System Revenue <br> (RB) Series A |  |  |
|  | 5.000%, 12/01/26  | 585 | 599202 |
|  | 5.000%, 12/01/27  | 370 | 388393 |
| Snohomish County School <br> District No. 103 Monroe <br> (GO) (SCH BD GTY)  | Snohomish County School <br> District No. 103 Monroe <br> (GO) (SCH BD GTY)  |  |  |
|  | 5.000%, 12/01/26  | 425 | 435501 |
|  | 5.000%, 12/01/27  | 315 | 330332 |
| Spokane County School <br> District No. 81 Spokane <br> (GO) (SCH BD GTY)  | Spokane County School <br> District No. 81 Spokane <br> (GO) (SCH BD GTY)  |  |  |
|  | 5.000%, 12/01/25  | 2615 | 2619627 |
| State of Washington (COP) <br> Series A | State of Washington (COP) <br> Series A |  |  |
|  | 5.000%, 01/01/26  | 6660 | 6682575 |
| State of Washington (GO) <br> Series B | State of Washington (GO) <br> Series B |  |  |
|  | 5.000%, 07/01/29  | 2910 | 2920708 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| 5.000%, 08/01/29  | 1035 | $1052607 |
| 5.000%, 07/01/30  | 1060 | 1063883 |
| 5.000%, 07/01/31  | 7615 | 7642647 |
| State of Washington (GO) <br> Series R-2017A |  |  |
| 5.000%, 08/01/26  | 1180 | 1200542 |
| 5.000%, 08/01/28  | 3230 | 3285670 |
| 5.000%, 08/01/29  | 5755 | 5852904 |
| 5.000%, 08/01/31  | 1350 | 1372765 |
| State of Washington (GO) <br> Series R-2025A |  |  |
| 4.000%, 07/01/26  | 5445 | 5493363 |
| State of Washington (GO) <br> Series R-2025E |  |  |
| 5.000%, 08/01/28  | 3820 | 4073027 |
| Washington Health Care <br> Facilities Authority (RB) <br> Series A |  |  |
| 5.000%, 03/01/26  | 790 | 795328 |
| 5.000%, 03/01/27  | 880 | 905426 |
| Washington Health Care <br> Facilities Authority (RB) <br> Series A-1 |  |  |
| 5.000%, 08/01/27  | 595 | 613431 |
| Washington Health Care <br> Facilities Authority (RB) <br> Series A-2 |  |  |
| 5.000%, 08/01/26  | 370 | 374654 |
| TOTAL WASHINGTON |  | 128113424 |
| WISCONSIN — (3.5%) | WISCONSIN — (3.5%) | WISCONSIN — (3.5%) |
| City of Madison (GO) <br> Series B |  |  |
| 5.000%, 10/01/26  | 6875 | 7023343 |
| City of Milwaukee (GO) <br> (AG) Series N2 |  |  |
| 5.000%, 12/01/26  | 1500 | 1535368 |
| City of Milwaukee (GO) <br> Series N-4 |  |  |
| 5.000%, 04/01/27  | 1060 | 1089610 |
| City of Milwaukee (GO) <br> (BAM) Series N-5 |  |  |
| 5.000%, 12/01/25  | 1985 | 1988094 |
| City of Racine (GO)  |  |  |
| 4.500%, 03/15/27  | 1810 | 1819555 |
| County of Kenosha (GO) <br> Series A |  |  |
| 4.000%, 09/01/26  | 1445 | 1460236 |
| County of Pierce (GO) <br> Series A |  |  |
| 5.000%, 03/01/26  | 1060 | 1067764 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| WISCONSIN — (Continued) | WISCONSIN — (Continued) | WISCONSIN — (Continued) |
| Green Bay Area Public <br> School District (GO)  |  |  |
| 4.000%, 04/01/26  | 500 | $502483 |
| 5.000%, 04/01/27  | 3575 | 3691421 |
| Madison Metropolitan <br> School District (GO) <br> Series A |  |  |
| 5.000%, 03/01/27  | 820 | 846148 |
| Milwaukee Area Technical <br> College District (GO) <br> Series C |  |  |
| 5.000%, 06/01/26  | 1100 | 1114697 |
| Oak Creek-Franklin Joint <br> School District (GO) <br> Series A |  |  |
| 4.000%, 04/01/26  | 5725 | 5755781 |
| Onalaska School District <br> (GO)  |  |  |
| 5.000%, 04/01/26  | 4785 | 4826984 |
| Portage Community School <br> District (GO)  |  |  |
| 5.000%, 03/01/26  | 100 | 100676 |
| Public Finance Authority <br> (RB) Series A |  |  |
| 5.000%, 07/01/26  | 1295 | 1311926 |
| Sheboygan Area School <br> District (GO)  |  |  |
| 5.000%, 03/01/26  | 595 | 599280 |
| Sparta Area School District <br> (GO) (AG)  |  |  |
| 5.000%, 03/01/26  | 590 | 594107 |
| State of Wisconsin (GO) <br> Series 2 |  |  |
| 5.000%, 11/01/26  | 770 | 788293 |
| State of Wisconsin (GO) <br> Series B |  |  |
| 5.000%, 05/01/28  | 5895 | 6248106 |
| University of Wisconsin <br> Hospitals & Clinics (RB) <br> Series C |  |  |
| 3.850%, 04/01/54  | 6335 | 6335000 |
| TOTAL WISCONSIN |  | 48698872 |
| TOTAL MUNICIPAL <br> BONDS <br>(Cost $1,362,635,593) |  | 1363190575 |
| COMMERCIAL PAPER — (2.7%) | COMMERCIAL PAPER — (2.7%) | COMMERCIAL PAPER — (2.7%) |
| Board of Regents of the <br> University of Texas <br> System |  |  |
| 2.700%, 03/03/26 | 10000 | 9998174 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| California Statewide <br> Communities <br> Development Authority |  |  |
| 2.800%, 11/04/25 | 5150 | $5149986 |
| 2.600%, 01/08/26 | 15000 | 15002436 |
| County of Maricopa |  |  |
| 2.900%, 11/05/25 | 4500 | 4499829 |
| 2.620%, 11/12/25 | 3316 | 3315718 |
| TOTAL COMMERCIAL <br> PAPER <br>(Cost $37,966,000) |  | 37966143 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) |
| BlackRock Liquidity <br> Funds MuniCash <br>(Cost $775,568)<br>| 775491 | $775568 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $1,401,377,161) |  | $1401932286 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; $1363190575 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1363190575 |
| Commercial Paper | &nbsp;&nbsp; — | &nbsp;&nbsp; 37966143 | &nbsp;&nbsp; — | &nbsp;&nbsp; 37966143 |
| Investment Companies | &nbsp;&nbsp; $775568 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 775568 |
| Total Investments in Securities | &nbsp;&nbsp; $775568 | &nbsp;&nbsp; $1401156718 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1401932286 |

---

See accompanying Notes to Financial Statements.

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount^**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (99.9%) | MUNICIPAL BONDS — (99.9%) | MUNICIPAL BONDS — (99.9%) |
| ALABAMA — (0.3%) | ALABAMA — (0.3%) | ALABAMA — (0.3%) |
| Mobile County Board of <br> School Commissioners <br> (ST) (BAM)  |  |  |
| 5.000%, 03/01/29  | 590 | $632075 |
| 5.000%, 03/01/30  | 810 | 883035 |
| 4.000%, 03/01/33  | 1250 | 1295900 |
| Mobile County Board of <br> School Commissioners <br> (ST) (BAM) Series B |  |  |
| 5.000%, 03/01/28  | 660 | 693818 |
| TOTAL ALABAMA |  | 3504828 |
| ALASKA — (0.0%) | ALASKA — (0.0%) | ALASKA — (0.0%) |
| Municipality of Anchorage <br> (GO) Series A |  |  |
| 5.000%, 09/01/33  | 300 | 316342 |
| ARIZONA — (1.2%) | ARIZONA — (1.2%) | ARIZONA — (1.2%) |
| Arizona Board of Regents <br> (RB) Series A |  |  |
| 5.000%, 07/01/45  | 500 | 537241 |
| City of Glendale Water & <br> Sewer Revenue (RB)  |  |  |
| 5.000%, 07/01/43  | 800 | 862685 |
| City of Mesa Utility System <br> Revenue (RB)  |  |  |
| 4.000%, 07/01/31  | 1255 | 1262504 |
| City of Phoenix Civic <br> Improvement Corp. (RB) <br> Series A |  |  |
| 5.000%, 07/01/34  | 1905 | 2028892 |
| Glendale Union High <br> School District No. 205 <br> (GO) (AG) Series B |  |  |
| 5.000%, 07/01/28  | 250 | 264915 |
| 5.000%, 07/01/29  | 510 | 551853 |
| Maricopa County School <br> District No. 3 Tempe <br> Elementary (GO) <br> Series B |  |  |
| 5.000%, 07/01/43  | 750 | 816920 |
| Maricopa County Unified <br> School District No. 69 <br> Paradise Valley (GO) <br> Series B |  |  |
| 5.000%, 07/01/35  | 195 | 230130 |
| 5.000%, 07/01/36  | 250 | 291178 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| ARIZONA — (Continued) | ARIZONA — (Continued) | ARIZONA — (Continued) |
| Maricopa County Union <br> High School District No. <br> 210-Phoenix (GO)  |  |  |
| 5.000%, 07/01/36  | 2450 | $2516655 |
| Maricopa County Union <br> High School District No. <br> 210-Phoenix (GO) <br> Series A |  |  |
| 5.000%, 07/01/27  | 3040 | 3160553 |
| Salt River Project <br> Agricultural Improvement <br> & Power District (RB) <br> Series B |  |  |
| 5.000%, 05/01/39  | 2430 | 2763802 |
| TOTAL ARIZONA |  | 15287328 |
| ARKANSAS — (0.2%) | ARKANSAS — (0.2%) | ARKANSAS — (0.2%) |
| City of Fort Smith Water & <br> Sewer Revenue (RB)  |  |  |
| 5.000%, 10/01/30  | 2145 | 2272152 |
| County of Pulaski (RB)  |  |  |
| 5.000%, 03/01/37  | 520 | 574045 |
| TOTAL ARKANSAS |  | 2846197 |
| CALIFORNIA — (3.0%) | CALIFORNIA — (3.0%) | CALIFORNIA — (3.0%) |
| California State Public <br> Works Board (RB) <br> Series D |  |  |
| 5.000%, 11/01/41  | 4000 | 4428294 |
| Los Angeles Department of <br> Water & Power (RB) <br> Series D |  |  |
| 5.000%, 07/01/43  | 1200 | 1277723 |
| Los Angeles Unified School <br> District (GO)  |  |  |
| 5.000%, 07/01/43  | 900 | 989116 |
| San Joaquin Hills <br> Transportation Corridor <br> Agency (RB) Series A |  |  |
| 5.000%, 01/15/30  | 750 | 813687 |
| State of California (GO)  |  |  |
| 5.000%, 08/01/26  | 250 | 254557 |
| 5.000%, 11/01/27  | 1610 | 1689289 |
| 5.000%, 04/01/29  | 2000 | 2169112 |
| 5.000%, 08/01/30  | 2300 | 2338361 |
| 5.000%, 10/01/31  | 1885 | 2154720 |
| 4.000%, 08/01/35  | 625 | 627886 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
|  | 5.000%, 08/01/35 | 4590 | $4612788 |
|  | 4.000%, 09/01/35  | 4495 | 4517714 |
|  | 5.000%, 10/01/35  | 1785 | 1798878 |
|  | 4.000%, 10/01/36  | 2410 | 2483159 |
|  | 5.000%, 10/01/41  | 1250 | 1348334 |
| University of California <br> (RB) Series AY | University of California <br> (RB) Series AY |  |  |
|  | 4.000%, 05/15/35  | 1515 | 1538812 |
| Ventura County Community <br> College District (GO)  | Ventura County Community <br> College District (GO)  |  |  |
|  | 4.000%, 08/01/32  | 5000 | 5011702 |
| TOTAL CALIFORNIA | TOTAL CALIFORNIA |  | 38054132 |
| COLORADO — (0.9%) | COLORADO — (0.9%) | COLORADO — (0.9%) | COLORADO — (0.9%) |
| Arapahoe County School <br> District No. 5 Cherry <br> Creek (GO) (ST AID <br> WITHHLDG)  | Arapahoe County School <br> District No. 5 Cherry <br> Creek (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 5.250%, 12/15/44  | 970 | 1072054 |
| Boulder Larimer & Weld <br> Counties St. Vrain Valley <br> School District Re1J <br> (GO) (ST AID <br> WITHHLDG) Series C | Boulder Larimer & Weld <br> Counties St. Vrain Valley <br> School District Re1J <br> (GO) (ST AID <br> WITHHLDG) Series C |  |  |
| ¤ | 5.000%, 12/15/29 <br> (Pre-refunded @ <br> $100, 12/15/26)<br>| 815 | 836192 |
| Boulder Valley School <br> District No. Re-2 Boulder <br> (GO) (ST AID <br> WITHHLDG)  | Boulder Valley School <br> District No. Re-2 Boulder <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 5.000%, 12/01/35  | 4290 | 4294061 |
| City of Colorado Springs <br> Utilities System Revenue <br> (RB) Series B | City of Colorado Springs <br> Utilities System Revenue <br> (RB) Series B |  |  |
|  | 5.000%, 11/15/37  | 400 | 451295 |
| Colorado Health Facilities <br> Authority (RB) Series A | Colorado Health Facilities <br> Authority (RB) Series A |  |  |
|  | 5.000%, 11/01/30  | 1000 | 1077572 |
| Colorado Health Facilities <br> Authority (RB) <br> Series A-2 | Colorado Health Facilities <br> Authority (RB) <br> Series A-2 |  |  |
|  | 5.000%, 08/01/34  | 40 | 42433 |
| Denver Health & Hospital <br> Authority (COP)  | Denver Health & Hospital <br> Authority (COP)  |  |  |
|  | 5.000%, 12/01/29  | 325 | 342321 |
| El Paso County School <br> District No. 2 Harrison <br> (GO) (ST AID <br> WITHHLDG)  | El Paso County School <br> District No. 2 Harrison <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 5.000%, 12/01/34  | 1215 | 1289885 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| COLORADO — (Continued) | COLORADO — (Continued) | COLORADO — (Continued) |
| University of Colorado (RB) <br> Series C-1 |  |  |
| 5.000%, 06/01/45  | 280 | $301404 |
| University of Colorado (RB) <br> Series C-2 |  |  |
| 5.000%, 06/01/45  | 290 | 312169 |
| Weld County School <br> District No. RE-7 Platte <br> Valley (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 12/01/38  | 1590 | 1811245 |
| TOTAL COLORADO |  | 11830631 |
| CONNECTICUT — (1.1%) | CONNECTICUT — (1.1%) | CONNECTICUT — (1.1%) |
| City of Bristol (GO)  |  |  |
| 5.000%, 03/15/29  | 830 | 898481 |
| City of Meriden (GO) <br> Series A |  |  |
| 4.000%, 01/15/43  | 560 | 569826 |
| City of New Haven (GO) <br> Series A |  |  |
| 5.000%, 08/01/28  | 1000 | 1057420 |
| 5.000%, 08/01/29  | 1000 | 1076477 |
| City of Waterbury (GO)  |  |  |
| 5.000%, 08/01/29  | 625 | 679756 |
| Connecticut State Health & <br> Educational Facilities <br> Authority (RB) Series A |  |  |
| 3.300%, 07/01/42  | 1105 | 1105000 |
| State of Connecticut (GO) <br> Series A |  |  |
| 4.000%, 01/15/34  | 7015 | 7461721 |
| State of Connecticut (GO) <br> Series E |  |  |
| 5.000%, 10/15/29  | 715 | 730348 |
| University of Connecticut <br> (RB) Series A |  |  |
| 5.000%, 04/15/27  | 945 | 976995 |
| TOTAL CONNECTICUT |  | 14556024 |
| FLORIDA — (6.2%) | FLORIDA — (6.2%) | FLORIDA — (6.2%) |
| Alachua County School <br> Board (COP) (AG)  |  |  |
| 5.000%, 07/01/29  | 5230 | 5650076 |
| Bay County School Board <br> (COP) Series A |  |  |
| 5.000%, 07/01/28  | 565 | 597693 |
| Central Florida Expressway <br> Authority (RB) (AG)  |  |  |
| 4.000%, 07/01/34  | 2075 | 2199197 |
| 4.000%, 07/01/35  | 1750 | 1836744 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| Central Florida Expressway <br> Authority (RB) Series B | Central Florida Expressway <br> Authority (RB) Series B |  |  |
|  | 4.000%, 07/01/30  | 1500 | $1509848 |
| ¤ | 4.000%, 07/01/35 <br> (Pre-refunded @ <br> $100, 7/1/26)<br>| 1100 | 1109395 |
| Central Florida Expressway <br> Authority (RB) Series D | Central Florida Expressway <br> Authority (RB) Series D |  |  |
|  | 5.000%, 07/01/32  | 880 | 978830 |
| City of Fort Lauderdale <br> Water & Sewer Revenue <br> (RB) Series A | City of Fort Lauderdale <br> Water & Sewer Revenue <br> (RB) Series A |  |  |
|  | 5.000%, 09/01/38  | 240 | 269830 |
| City of Fort Lauderdale <br> Water & Sewer Revenue <br> (RB) Series B | City of Fort Lauderdale <br> Water & Sewer Revenue <br> (RB) Series B |  |  |
|  | 5.000%, 09/01/38  | 280 | 314801 |
| City of Pembroke Pines <br> (GO)  | City of Pembroke Pines <br> (GO)  |  |  |
|  | 5.000%, 09/01/35  | 2215 | 2622023 |
| City of Tallahassee Energy <br> System Revenue (RB)  | City of Tallahassee Energy <br> System Revenue (RB)  |  |  |
|  | 5.000%, 10/01/28  | 1200 | 1282603 |
| City of Tallahassee Utility <br> System Revenue (RB) <br> Series A | City of Tallahassee Utility <br> System Revenue (RB) <br> Series A |  |  |
|  | 5.000%, 10/01/27  | 605 | 632267 |
| County of Broward Tourist <br> Development Tax <br> Revenue (RB)  | County of Broward Tourist <br> Development Tax <br> Revenue (RB)  |  |  |
|  | 4.000%, 09/01/36  | 2225 | 2311021 |
|  | 4.000%, 09/01/38  | 5000 | 5125515 |
| County of Hillsborough <br> Wastewater Impact Fee <br> (RB)  | County of Hillsborough <br> Wastewater Impact Fee <br> (RB)  |  |  |
|  | 5.000%, 05/01/27  | 1010 | 1042678 |
| County of Miami-Dade <br> (GO) Series A | County of Miami-Dade <br> (GO) Series A |  |  |
|  | 5.000%, 07/01/29  | 3230 | 3503536 |
| County of Miami-Dade <br> Aviation Revenue (RB) <br> Series A | County of Miami-Dade <br> Aviation Revenue (RB) <br> Series A |  |  |
|  | 4.000%, 10/01/34  | 2510 | 2578701 |
| County of Miami-Dade <br> Aviation Revenue (RB) <br> Series B | County of Miami-Dade <br> Aviation Revenue (RB) <br> Series B |  |  |
|  | 5.000%, 10/01/27  | 250 | 260240 |
| County of Sarasota Utility <br> System Revenue (RB)  | County of Sarasota Utility <br> System Revenue (RB)  |  |  |
|  | 5.000%, 10/01/36  | 115 | 134268 |
|  | 5.000%, 10/01/37  | 145 | 167754 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| Duval County Public <br> Schools (COP) (AG) <br> Series A |  |  |
| 5.000%, 07/01/29  | 1485 | $1607513 |
| Florida Development <br> Finance Corp. (RB)  |  |  |
| 5.000%, 11/15/28  | 1345 | 1424642 |
| 5.000%, 11/15/29  | 1075 | 1158675 |
| 5.000%, 11/15/30  | 1220 | 1335674 |
| Hillsborough County <br> School Board (COP)  |  |  |
| 5.000%, 07/01/29  | 1810 | 1948825 |
| Miami-Dade County Health <br> Facilities Authority (RB) <br> Series A |  |  |
| 5.000%, 08/01/26  | 500 | 506327 |
| Okaloosa County School <br> Board (COP) Series A |  |  |
| 5.000%, 10/01/29  | 1090 | 1182676 |
| Orange County Health <br> Facilities Authority (RB) <br> Series A |  |  |
| 5.000%, 10/01/29  | 695 | 754172 |
| Orlando Utilities <br> Commission (RB) <br> Series 2018-A |  |  |
| 5.000%, 10/01/38  | 3000 | 3095806 |
| Orlando Utilities <br> Commission (RB) <br> Series A |  |  |
| 5.000%, 10/01/36  | 440 | 500198 |
| 5.000%, 10/01/43  | 335 | 362952 |
| 5.000%, 10/01/44  | 905 | 973731 |
| Palm Beach County Health <br> Facilities Authority (RB)  |  |  |
| 5.000%, 08/15/26  | 105 | 106419 |
| Pasco County School <br> Board (COP) (AG) <br> Series A |  |  |
| 5.000%, 08/01/36  | 1985 | 2187061 |
| 5.000%, 08/01/37  | 3000 | 3285939 |
| School Board of <br> Miami-Dade County <br> (GO) (BAM) Series A |  |  |
| 5.000%, 03/15/39  | 1000 | 1092455 |
| School Board of <br> Miami-Dade County <br> (COP) Series D |  |  |
| 5.000%, 02/01/26  | 165 | 165811 |
| School District of Broward <br> County (COP) Series A |  |  |
| 5.000%, 07/01/27  | 685 | 708820 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| School District of Broward <br> County (COP) Series B |  |  |
| 5.000%, 07/01/28  | 1020 | $1055024 |
| 5.000%, 07/01/35  | 6010 | 6766868 |
| State of Florida (GO) <br> Series A |  |  |
| 5.000%, 06/01/27  | 6580 | 6828438 |
| 4.000%, 07/01/37  | 1950 | 1990294 |
| State of Florida (GO) <br> Series C |  |  |
| 5.000%, 06/01/27  | 2075 | 2153345 |
| State of Florida <br> Department of <br> Transportation Turnpike <br> System Revenue (RB) <br> Series C |  |  |
| 4.000%, 07/01/35  | 1000 | 1005879 |
| 4.000%, 07/01/36  | 1000 | 1005086 |
| State of Florida <br> Department of <br> Transportation Turnpike <br> System Revenue (RB) <br> Series D |  |  |
| 4.000%, 07/01/44  | 2283 | 2216416 |
| TOTAL FLORIDA |  | 79546066 |
| GEORGIA — (0.7%) | GEORGIA — (0.7%) | GEORGIA — (0.7%) |
| Athens-Clarke County <br> Unified Government <br> (GO)  |  |  |
| 5.000%, 12/01/25  | 2000 | 2003388 |
| Paulding County Hospital <br> Authority (RB) Series A |  |  |
| 5.000%, 04/01/29  | 250 | 268066 |
| Private Colleges & <br> Universities Authority <br> (RB)  |  |  |
| 5.000%, 10/01/28  | 130 | 137187 |
| 5.000%, 10/01/29  | 265 | 284676 |
| 5.000%, 10/01/30  | 285 | 310558 |
| State of Georgia (GO) <br> Series C |  |  |
| 4.000%, 07/01/29  | 1150 | 1210416 |
| State of Georgia (GO) <br> Series C-1 |  |  |
| 5.000%, 07/01/26  | 4210 | 4275334 |
| TOTAL GEORGIA |  | 8489625 |
| HAWAII — (0.9%) | HAWAII — (0.9%) | HAWAII — (0.9%) |
| County of Hawaii (GO)  |  |  |
| 5.000%, 09/01/44  | 190 | 206449 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| HAWAII — (Continued) | HAWAII — (Continued) | HAWAII — (Continued) |
| County of Hawaii (GO) <br> Series A |  |  |
| 5.000%, 09/01/37  | 1500 | $1523779 |
| State of Hawaii (GO) <br> Series FT |  |  |
| 5.000%, 01/01/27  | 10060 | 10338732 |
| TOTAL HAWAII |  | 12068960 |
| IDAHO — (0.0%) | IDAHO — (0.0%) | IDAHO — (0.0%) |
| Idaho Health Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 03/01/28  | 290 | 304490 |
| ILLINOIS — (3.9%) | ILLINOIS — (3.9%) | ILLINOIS — (3.9%) |
| Board of Trustees of the <br> University of Illinois (RB) <br> Series A |  |  |
| 5.000%, 04/01/30  | 640 | 701411 |
| Chicago Midway <br> International Airport (RB) <br> Series B |  |  |
| 5.000%, 01/01/36  | 100 | 115144 |
| 5.000%, 01/01/37  | 200 | 228301 |
| Chicago O'Hare <br> International Airport (RB) <br> (AG) Series A |  |  |
| 4.000%, 01/01/39  | 5000 | 5052276 |
| Chicago O'Hare <br> International Airport (RB) <br> Series D |  |  |
| 5.250%, 01/01/36  | 170 | 174151 |
| Chicago Park District (GO) <br> Series A |  |  |
| 5.000%, 01/01/36  | 70 | 78184 |
| Chicago Transit Authority <br> Capital Grant Receipts <br> Revenue (RB)  |  |  |
| 5.000%, 06/01/28 | 3125 | 3272117 |
| Chicago Transit Authority <br> Sales Tax Receipts Fund <br> (RB) Series A |  |  |
| 5.000%, 12/01/41  | 4655 | 4987747 |
| Cook County Community <br> Consolidated School <br> District No. 15 Palatine <br> (GO) Series B |  |  |
| 5.000%, 06/15/36  | 1000 | 1111297 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) |
| Cook County Community <br> Consolidated School <br> District No. 34 Glenview <br> (GO)  | Cook County Community <br> Consolidated School <br> District No. 34 Glenview <br> (GO)  |  |  |
|  | 5.000%, 12/01/25  | 1180 | $1181886 |
| Cook County School <br> District No. 78 Rosemont <br> (GO) (AG)  | Cook County School <br> District No. 78 Rosemont <br> (GO) (AG)  |  |  |
|  | 5.000%, 12/01/34  | 1000 | 1092101 |
| County of Cook Sales Tax <br> Revenue (RB)  | County of Cook Sales Tax <br> Revenue (RB)  |  |  |
|  | 5.000%, 11/15/36  | 225 | 258532 |
| County of Cook Sales Tax <br> Revenue (RB) Series A | County of Cook Sales Tax <br> Revenue (RB) Series A |  |  |
|  | 4.000%, 11/15/39  | 2110 | 2097973 |
| County of Cook Sales Tax <br> Revenue (RB) Series B | County of Cook Sales Tax <br> Revenue (RB) Series B |  |  |
|  | 5.000%, 11/15/29  | 300 | 326497 |
| Illinois Finance Authority <br> (RB) Series A | Illinois Finance Authority <br> (RB) Series A |  |  |
|  | 5.000%, 08/15/29  | 3500 | 3780245 |
|  | 5.000%, 08/15/34  | 2390 | 2634510 |
|  | 5.000%, 08/15/35  | 2220 | 2425912 |
|  | 5.000%, 08/15/40  | 455 | 497964 |
| Illinois Finance Authority <br> (RB) Series C | Illinois Finance Authority <br> (RB) Series C |  |  |
|  | 5.000%, 02/15/30  | 5260 | 5397558 |
| ¤ | 4.000%, 02/15/33 <br> (Pre-refunded @ <br> $100, 2/15/27)<br>| 2060 | 2095993 |
|  | 4.000%, 02/15/33  | 850 | 858359 |
| Illinois State Toll Highway <br> Authority (RB) Series A | Illinois State Toll Highway <br> Authority (RB) Series A |  |  |
|  | 5.000%, 12/01/31  | 1000 | 1003235 |
|  | 4.000%, 01/01/39  | 930 | 937455 |
| Lake County Community <br> Consolidated School <br> District No. 34 Antioch <br> (GO) Series B | Lake County Community <br> Consolidated School <br> District No. 34 Antioch <br> (GO) Series B |  |  |
|  | 5.250%, 01/01/44  | 1270 | 1356333 |
| Sangamon County School <br> District No. 186 <br> Springfield (GO) (AG)  | Sangamon County School <br> District No. 186 <br> Springfield (GO) (AG)  |  |  |
|  | 4.000%, 02/01/31  | 1310 | 1362262 |
| State of Illinois (GO) <br> Series A | State of Illinois (GO) <br> Series A |  |  |
|  | 5.000%, 03/01/33  | 1800 | 1967605 |
| State of Illinois (GO) <br> Series B | State of Illinois (GO) <br> Series B |  |  |
|  | 5.000%, 05/01/41  | 1960 | 2092890 |
|  | 5.250%, 05/01/43  | 1280 | 1347294 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) |
| Will County Community <br> Unit School District No. <br> 201-U Crete-Monee <br> (GO) (AG) Series E |  |  |
| 5.000%, 01/01/26  | 425 | $426166 |
| 5.000%, 01/01/27  | 630 | 643560 |
| Will County Community <br> Unit School District No. <br> 201-U Crete-Monee <br> (GO) (BAM) Series U-A |  |  |
| 5.000%, 01/01/26  | 550 | 551509 |
| TOTAL ILLINOIS |  | 50056467 |
| INDIANA — (0.8%) | INDIANA — (0.8%) | INDIANA — (0.8%) |
| Franklin Township-Marion <br> County Multiple School <br> Building Corp. (RB) (ST <br> INTERCEPT)  |  |  |
| 5.000%, 07/15/35  | 1550 | 1731869 |
| Greater Clark Building <br> Corp. (RB) (ST <br> INTERCEPT)  |  |  |
| 4.000%, 07/15/30  | 385 | 400411 |
| Indiana Finance Authority <br> (RB) Series A |  |  |
| 4.000%, 02/01/34  | 5305 | 5591546 |
| Indiana Municipal Power <br> Agency (RB) Series A |  |  |
| 5.000%, 01/01/35  | 1365 | 1377700 |
| Muncie Sanitary District <br> (RB) (AG) Series A |  |  |
| 5.000%, 07/01/27  | 500 | 516481 |
| TOTAL INDIANA |  | 9618007 |
| IOWA — (0.3%) | IOWA — (0.3%) | IOWA — (0.3%) |
| Cedar Falls Community <br> School District (GO) <br> (AG)  |  |  |
| 4.000%, 06/01/29  | 1470 | 1529824 |
| 4.000%, 06/01/30  | 1090 | 1144171 |
| City of Iowa City (GO)  |  |  |
| 5.000%, 06/01/26  | 1045 | 1058419 |
| TOTAL IOWA |  | 3732414 |
| KANSAS — (0.5%) | KANSAS — (0.5%) | KANSAS — (0.5%) |
| City of Topeka (GO) <br> Series A |  |  |
| 4.000%, 08/15/26  | 1425 | 1438370 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| KANSAS — (Continued) | KANSAS — (Continued) | KANSAS — (Continued) |
| Shawnee County Unified <br> School District No. 437 <br> Auburn-Washburn (GO) <br> Series A |  |  |
| 5.000%, 09/01/43  | 3000 | $3245493 |
| State of Kansas <br> Department of <br> Transportation (RB) <br> Series A |  |  |
| 5.000%, 09/01/27  | 1520 | 1586607 |
| TOTAL KANSAS |  | 6270470 |
| KENTUCKY — (1.5%) | KENTUCKY — (1.5%) | KENTUCKY — (1.5%) |
| Eastern Kentucky <br> University (RB) (BAM ST <br> INTERCEPT) Series A |  |  |
| 5.000%, 04/01/35  | 350 | 389997 |
| 5.000%, 04/01/36  | 1520 | 1682542 |
| 5.000%, 04/01/37  | 1600 | 1761374 |
| Glasgow Independent <br> School District Finance <br> Corp. (RB) (ST <br> INTERCEPT)  |  |  |
| 5.000%, 02/01/33  | 1000 | 1102925 |
| Kentucky State Property & <br> Building Commission <br> (RB)  |  |  |
| 5.000%, 04/01/28  | 650 | 672453 |
| 5.000%, 04/01/33  | 3500 | 3604001 |
| Kentucky State Property & <br> Building Commission <br> (RB) Series A |  |  |
| 5.000%, 05/01/30  | 635 | 696328 |
| 5.000%, 06/01/30  | 560 | 615018 |
| Louisville & Jefferson <br> County Metropolitan <br> Sewer District (RB) <br> Series C |  |  |
| 5.000%, 05/15/42  | 3610 | 3883470 |
| 5.000%, 05/15/43  | 3935 | 4193309 |
| Louisville/Jefferson County <br> Metropolitan <br> Government (RB) <br> Series A |  |  |
| 5.000%, 10/01/26  | 1010 | 1026881 |
| TOTAL KENTUCKY |  | 19628298 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| LOUISIANA — (0.8%) | LOUISIANA — (0.8%) | LOUISIANA — (0.8%) |
| Ascension Parish School <br> Board (GO)  |  |  |
| 5.500%, 03/01/28  | 250 | $265802 |
| 5.000%, 03/01/29  | 380 | 408140 |
| City of New Orleans (GO)  |  |  |
| 5.000%, 12/01/30  | 1015 | 1037849 |
| City of New Orleans (GO) <br> Series A |  |  |
| 5.000%, 12/01/27  | 2020 | 2111261 |
| 5.000%, 12/01/33  | 1195 | 1312827 |
| 5.000%, 12/01/34  | 2370 | 2589331 |
| City of New Orleans <br> Sewerage Service <br> Revenue (RB) Series B |  |  |
| 5.000%, 06/01/28  | 1040 | 1091703 |
| East Ouachita Parish <br> School District (GO)  |  |  |
| 4.000%, 03/01/29  | 355 | 366164 |
| 4.000%, 03/01/30  | 400 | 417585 |
| Louisiana Public Facilities <br> Authority (RB) <br> Series 2025-A |  |  |
| 5.000%, 05/15/35  | 135 | 152291 |
| Louisiana Stadium & <br> Exposition District (RB) <br> Series A |  |  |
| 5.000%, 07/01/37  | 400 | 446116 |
| TOTAL LOUISIANA |  | 10199069 |
| MAINE — (0.2%) | MAINE — (0.2%) | MAINE — (0.2%) |
| Maine Health & Higher <br> Educational Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 07/01/28  | 500 | 523944 |
| 5.000%, 07/01/29  | 480 | 511641 |
| State of Maine (GO) <br> Series B |  |  |
| 5.000%, 06/01/27  | 2000 | 2076459 |
| TOTAL MAINE |  | 3112044 |
| MARYLAND — (7.2%) | MARYLAND — (7.2%) | MARYLAND — (7.2%) |
| County of Anne Arundel <br> (GO)  |  |  |
| 5.000%, 10/01/29  | 3620 | 3965705 |
| 5.000%, 10/01/43  | 2280 | 2457659 |
| 5.000%, 10/01/28 | 4135 | 4429139 |
| County of Baltimore (GO)  |  |  |
| 5.000%, 03/01/27  | 4145 | 4277174 |
| 5.000%, 11/01/27  | 2215 | 2322979 |
| 5.000%, 03/01/28  | 4000 | 4226400 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| MARYLAND — (Continued) | MARYLAND — (Continued) | MARYLAND — (Continued) | MARYLAND — (Continued) |
| County of Frederick (GO) <br> Series A | County of Frederick (GO) <br> Series A |  |  |
| ¤ | 5.000%, 08/01/27 <br> (Pre-refunded @ <br> $100, 8/1/27)<br>| 725 | $752455 |
|  | 5.000%, 08/01/27  | 4000 | 4172153 |
| County of Harford (GO)  | County of Harford (GO)  |  |  |
|  | 4.000%, 10/01/42  | 1345 | 1359897 |
| County of Howard (GO) <br> Series A | County of Howard (GO) <br> Series A |  |  |
|  | 5.000%, 02/15/28  | 1325 | 1398862 |
| County of Montgomery <br> (GO) Series A | County of Montgomery <br> (GO) Series A |  |  |
|  | 5.000%, 11/01/27  | 2555 | 2679553 |
| County of Montgomery <br> (GO) Series C | County of Montgomery <br> (GO) Series C |  |  |
|  | 5.000%, 10/01/27  | 6570 | 6868618 |
| County of Montgomery <br> (GO) Series D | County of Montgomery <br> (GO) Series D |  |  |
|  | 4.000%, 11/01/26  | 9500 | 9626924 |
| County of Prince George's <br> (GO) Series A | County of Prince George's <br> (GO) Series A |  |  |
|  | 4.000%, 07/01/26  | 2000 | 2017304 |
|  | 3.000%, 09/15/27  | 10950 | 11001094 |
|  | 5.000%, 08/01/42  | 4150 | 4605136 |
|  | 5.000%, 08/01/43  | 2965 | 3224244 |
| State of Maryland (GO) <br> Series 2ND | State of Maryland (GO) <br> Series 2ND |  |  |
|  | 5.000%, 08/01/27  | 6135 | 6396362 |
|  | 5.000%, 08/01/28  | 2050 | 2186293 |
| State of Maryland (GO) <br> Series A | State of Maryland (GO) <br> Series A |  |  |
|  | 5.000%, 08/01/27  | 5170 | 5390251 |
|  | 5.000%, 06/01/37  | 3010 | 3346476 |
| State of Maryland (GO) <br> Series B | State of Maryland (GO) <br> Series B |  |  |
|  | 5.000%, 08/01/28  | 5000 | 5332423 |
| TOTAL MARYLAND | TOTAL MARYLAND |  | 92037101 |
| MASSACHUSETTS — (4.1%) | MASSACHUSETTS — (4.1%) | MASSACHUSETTS — (4.1%) | MASSACHUSETTS — (4.1%) |
| City of Fall River (GO) (ST <br> AID WITHHLDG)  | City of Fall River (GO) (ST <br> AID WITHHLDG)  |  |  |
|  | 3.000%, 12/01/34  | 965 | 953274 |
| City of Haverhill (GO)  | City of Haverhill (GO)  |  |  |
|  | 4.000%, 11/15/41  | 1360 | 1367360 |
|  | 4.000%, 11/15/43  | 1610 | 1578347 |
| City of Newton (GO)  | City of Newton (GO)  |  |  |
|  | 4.000%, 02/01/43  | 1255 | 1260555 |
|  | 4.000%, 02/01/44  | 3760 | 3725246 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) |
| Commonwealth of <br> Massachusetts (GO) <br> Series A |  |  |
| 5.000%, 05/01/38  | 280 | $314299 |
| 5.000%, 01/01/43  | 3900 | 3981560 |
| Commonwealth of <br> Massachusetts (GO) <br> Series B |  |  |
| 5.000%, 07/01/28  | 1925 | 2050426 |
| 4.000%, 02/01/39  | 1000 | 1021358 |
| Commonwealth of <br> Massachusetts (GO) <br> Series C |  |  |
| 5.000%, 04/01/26  | 2000 | 2018496 |
| 5.000%, 08/01/40  | 12000 | 13265352 |
| 5.000%, 08/01/41  | 5000 | 5468235 |
| Commonwealth of <br> Massachusetts (GO) <br> Series D |  |  |
| 4.000%, 05/01/39  | 2490 | 2508048 |
| 5.000%, 08/01/44  | 4000 | 4306577 |
| Massachusetts <br> Development Finance <br> Agency (RB) Series K |  |  |
| 5.000%, 07/01/34  | 170 | 180481 |
| 5.000%, 07/01/37  | 2720 | 2856743 |
| Massachusetts <br> Development Finance <br> Agency (RB) Series N-1 |  |  |
| 5.000%, 07/01/43  | 1280 | 1336876 |
| 5.000%, 07/01/44  | 1160 | 1202678 |
| Nauset Regional School <br> District (GO)  |  |  |
| 4.000%, 05/15/41  | 2715 | 2739759 |
| Town of Hingham (GO)  |  |  |
| 4.000%, 02/01/42  | 765 | 772949 |
| TOTAL <br> MASSACHUSETTS |  | 52908619 |
| MICHIGAN — (0.9%) | MICHIGAN — (0.9%) | MICHIGAN — (0.9%) |
| City of Grand Rapids (GO)  |  |  |
| 5.000%, 04/01/41  | 190 | 209304 |
| 5.000%, 04/01/42  | 235 | 256283 |
| Michigan Finance Authority <br> (RB)  |  |  |
| 5.000%, 11/15/27  | 2595 | 2651806 |
| Michigan Finance Authority <br> (RB) Series A |  |  |
| 5.000%, 12/01/28  | 1040 | 1110340 |
| Michigan Finance Authority <br> (RB) Series A-MI |  |  |
| 5.000%, 12/01/35  | 2030 | 2102339 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| MICHIGAN — (Continued) | MICHIGAN — (Continued) | MICHIGAN — (Continued) |
| Oakland University (RB) <br> Series A |  |  |
| 5.000%, 03/01/29  | 695 | $742392 |
| 5.000%, 03/01/30  | 805 | 876041 |
| Romeo Community School <br> District (GO) (Q-SBLF)  |  |  |
| 5.000%, 05/01/29  | 270 | 290590 |
| 5.000%, 05/01/30  | 225 | 247120 |
| Saginaw City School <br> District (GO) (Q-SBLF)  |  |  |
| 4.000%, 05/01/28  | 1390 | 1427626 |
| Saline Area Schools (GO) <br> (Q-SBLF) Series II |  |  |
| 5.000%, 05/01/43  | 470 | 508141 |
| 5.000%, 05/01/44  | 330 | 354187 |
| Wayne County Airport <br> Authority (RB) Series E |  |  |
| 5.000%, 12/01/34  | 150 | 175517 |
| TOTAL MICHIGAN |  | 10951686 |
| MINNESOTA — (2.0%) | MINNESOTA — (2.0%) | MINNESOTA — (2.0%) |
| County of Hennepin (GO) <br> Series C |  |  |
| 5.000%, 12/01/27  | 5800 | 6092903 |
| Metropolitan Council (GO) <br> Series C |  |  |
| 5.000%, 03/01/26  | 700 | 705081 |
| Minnesota Health & <br> Education Facilities <br> Authority (RB) Series B |  |  |
| 5.000%, 10/01/29  | 635 | 686782 |
| St. Louis Park Independent <br> School District No. 283 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/28  | 1090 | 1144570 |
| St. Paul Independent <br> School District No. 625 <br> (GO) (SD CRED PROG) <br> Series B |  |  |
| 4.000%, 02/01/40  | 1005 | 1028803 |
| 4.000%, 02/01/42  | 1425 | 1431770 |
| 4.000%, 02/01/43  | 1480 | 1471984 |
| State of Minnesota (GO) <br> Series A |  |  |
| 5.000%, 08/01/27  | 5055 | 5267706 |
| 5.000%, 08/01/28  | 2330 | 2484845 |
| State of Minnesota (GO) <br> Series B |  |  |
| 4.000%, 08/01/32  | 3175 | 3180651 |
| 4.000%, 08/01/41  | 2215 | 2252037 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) |
| White Bear Lake <br> Independent School <br> District No. 624 (GO) <br> (SD CRED PROG) <br> Series A | White Bear Lake <br> Independent School <br> District No. 624 (GO) <br> (SD CRED PROG) <br> Series A |  |  |
|  | 4.000%, 02/01/26  | 350 | $350997 |
| TOTAL MINNESOTA | TOTAL MINNESOTA |  | 26098129 |
| MISSISSIPPI — (0.8%) | MISSISSIPPI — (0.8%) | MISSISSIPPI — (0.8%) | MISSISSIPPI — (0.8%) |
| State of Mississippi (GO) <br> Series A | State of Mississippi (GO) <br> Series A |  |  |
|  | 5.000%, 10/01/27  | 9410 | 9849384 |
| MISSOURI — (0.7%) | MISSOURI — (0.7%) | MISSOURI — (0.7%) | MISSOURI — (0.7%) |
| City of Belton (GO) <br> Series C | City of Belton (GO) <br> Series C |  |  |
|  | 5.000%, 03/01/27  | 2150 | 2216276 |
| City of Kansas City (GO) <br> Series A | City of Kansas City (GO) <br> Series A |  |  |
|  | 5.000%, 02/01/37  | 400 | 450580 |
| City of Kansas City (RB) <br> Series C | City of Kansas City (RB) <br> Series C |  |  |
|  | 5.000%, 09/01/29  | 1015 | 1100878 |
| City of Kansas City Water <br> Revenue (RB) Series A | City of Kansas City Water <br> Revenue (RB) Series A |  |  |
|  | 5.000%, 12/01/27  | 865 | 907767 |
| City of Wentzville (COP)  | City of Wentzville (COP)  |  |  |
|  | 5.000%, 11/01/32  | 600 | 619451 |
| Health & Educational <br> Facilities Authority of the <br> State of Missouri (RB) <br> Series A | Health & Educational <br> Facilities Authority of the <br> State of Missouri (RB) <br> Series A |  |  |
|  | 5.000%, 06/01/29  | 1470 | 1569968 |
| St. Louis County <br> Reorganized School <br> District No. R-6 (GO)  | St. Louis County <br> Reorganized School <br> District No. R-6 (GO)  |  |  |
| ¤ | 5.000%, 02/01/26 <br> (Pre-refunded @ <br> $100, 2/1/26)<br>| 850 | 854246 |
|  | 5.000%, 02/01/26  | 1150 | 1156162 |
| University City School <br> District (GO)  | University City School <br> District (GO)  |  |  |
|  | 5.250%, 02/15/44  | 340 | 361691 |
| TOTAL MISSOURI | TOTAL MISSOURI |  | 9237019 |
| MONTANA — (0.0%) | MONTANA — (0.0%) | MONTANA — (0.0%) | MONTANA — (0.0%) |
| Montana Facility Finance <br> Authority (RB) Series A | Montana Facility Finance <br> Authority (RB) Series A |  |  |
|  | 4.000%, 06/01/35  | 400 | 409693 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| NEBRASKA — (1.3%) | NEBRASKA — (1.3%) | NEBRASKA — (1.3%) |
| Douglas County School <br> District No. 17 (GO)  |  |  |
| 4.000%, 12/15/26  | 2380 | $2414838 |
| Metropolitan Utilities <br> District of Omaha Gas <br> System Revenue (RB)  |  |  |
| 5.000%, 12/01/41  | 4000 | 4388524 |
| 5.000%, 12/01/42  | 3635 | 3955637 |
| Omaha Public Power <br> District (RB) Series B |  |  |
| 5.000%, 02/01/34  | 1205 | 1381136 |
| Papillion-La Vista School <br> District No. 27 (GO)  |  |  |
| 5.000%, 12/01/44  | 4210 | 4513832 |
| TOTAL NEBRASKA |  | 16653967 |
| NEVADA — (1.8%) | NEVADA — (1.8%) | NEVADA — (1.8%) |
| Clark County School <br> District (GO) (AG) <br> Series A |  |  |
| 5.000%, 06/15/28  | 1000 | 1061589 |
| County of Clark Passenger <br> Facility Charge Revenue <br> (RB) Series B |  |  |
| 5.000%, 07/01/27  | 475 | 493120 |
| County of Clark Passenger <br> Facility Charge Revenue <br> (RB) Series C |  |  |
| 5.000%, 07/01/26  | 2060 | 2090049 |
| County of Clark Passenger <br> Facility Charge Revenue <br> (RB) Series E |  |  |
| 5.000%, 07/01/28  | 1900 | 2017182 |
| Las Vegas Convention & <br> Visitors Authority (RB) <br> Series B |  |  |
| 5.000%, 07/01/27  | 745 | 772568 |
| 5.000%, 07/01/28  | 2720 | 2878826 |
| Las Vegas Valley Water <br> District (GO) Series C |  |  |
| 5.000%, 06/01/28  | 1980 | 2102178 |
| State of Nevada (GO) <br> Series A |  |  |
| 5.000%, 05/01/43  | 7000 | 7540870 |
| State of Nevada (GO) <br> Series C |  |  |
| 5.000%, 05/01/43  | 2255 | 2429237 |
| Washoe County School <br> District (GO) Series C |  |  |
| 4.000%, 10/01/32  | 1290 | 1325690 |
| TOTAL NEVADA |  | 22711309 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| NEW HAMPSHIRE — (0.2%) | NEW HAMPSHIRE — (0.2%) | NEW HAMPSHIRE — (0.2%) |
| New Hampshire Health & <br> Education Facilities <br> Authority Act (RB)  |  |  |
| 5.000%, 08/01/41  | 375 | $405590 |
| State of New Hampshire <br> (GO) Series A |  |  |
| 5.000%, 02/15/37  | 1455 | 1650737 |
| TOTAL NEW HAMPSHIRE |  | 2056327 |
| NEW JERSEY — (1.5%) | NEW JERSEY — (1.5%) | NEW JERSEY — (1.5%) |
| City of Hoboken (GO)  |  |  |
| 3.000%, 02/01/26  | 2945 | 2946076 |
| 3.000%, 02/01/27  | 3035 | 3046834 |
| 3.000%, 02/01/28  | 4560 | 4591797 |
| New Jersey Economic <br> Development Authority <br> (RB) Series DDD |  |  |
| 5.000%, 06/15/29  | 1000 | 1036371 |
| New Jersey Transportation <br> Trust Fund Authority <br> (RB) Series AA |  |  |
| 5.000%, 06/15/31  | 735 | 822848 |
| 5.000%, 06/15/35 | 3300 | 3708769 |
| New Jersey Transportation <br> Trust Fund Authority <br> (RB) Series CC |  |  |
| 5.000%, 06/15/44  | 505 | 537470 |
| State of New Jersey (GO) <br> Series A |  |  |
| 5.000%, 06/01/28  | 1020 | 1080475 |
| 5.000%, 06/01/29  | 500 | 541140 |
| 4.000%, 06/01/31  | 955 | 1023805 |
| TOTAL NEW JERSEY |  | 19335585 |
| NEW MEXICO — (0.3%) | NEW MEXICO — (0.3%) | NEW MEXICO — (0.3%) |
| Albuquerque Municipal <br> School District No. 12 <br> (GO) (ST AID <br> WITHHLDG) Series A |  |  |
| 5.000%, 08/01/37  | 500 | 537409 |
| City of Albuquerque (GO) <br> Series B |  |  |
| 5.000%, 07/01/26  | 1000 | 1014924 |
| State of New Mexico <br> Severance Tax <br> Permanent Fund (RB) <br> Series A |  |  |
| 5.000%, 07/01/27  | 2000 | 2077320 |
| TOTAL NEW MEXICO |  | 3629653 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (5.6%) | NEW YORK — (5.6%) | NEW YORK — (5.6%) |
| City of New York (GO) <br> Series A |  |  |
| 5.000%, 08/01/26  | 2015 | $2050228 |
| City of New York (GO) <br> Series A-1 |  |  |
| 5.000%, 08/01/42  | 1715 | 1874998 |
| City of New York (GO) <br> Series B-1 |  |  |
| 5.250%, 10/01/43  | 2280 | 2454957 |
| City of New York (GO) <br> Series C |  |  |
| 5.000%, 03/01/42  | 2445 | 2636964 |
| City of New York (GO) <br> Series D |  |  |
| 5.000%, 10/01/36  | 585 | 675104 |
| City of New York (GO) <br> Series E |  |  |
| 5.000%, 08/01/26  | 2500 | 2543707 |
| 5.000%, 08/01/44  | 1250 | 1333294 |
| City of New York (GO) <br> Series E-1 |  |  |
| 5.250%, 04/01/44  | 1480 | 1586320 |
| City of New York (GO) <br> Series F-1 |  |  |
| 5.000%, 06/01/34  | 5 | 5007 |
| 5.000%, 03/01/39  | 1500 | 1611088 |
| City of New York (GO) <br> Series G-1 |  |  |
| 5.000%, 02/01/43  | 2735 | 2949424 |
| Empire State Development <br> Corp. (RB) Series A |  |  |
| 5.000%, 03/15/32  | 1705 | 1757012 |
| Empire State Development <br> Corp. (RB) Series C |  |  |
| 5.000%, 03/15/35  | 5500 | 6006911 |
| Kingston City School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 3.000%, 06/01/26  | 2000 | 1996228 |
| Metropolitan Transportation <br> Authority Dedicated Tax <br> Fund (ST) Series A |  |  |
| 5.000%, 11/15/27  | 200 | 209906 |
| New York City Industrial <br> Development Agency <br> (RB) (AG) Series A |  |  |
| 5.000%, 03/01/28  | 1000 | 1050406 |
| 5.000%, 03/01/30  | 1275 | 1388549 |
| New York State Dormitory <br> Authority (RB) Series A |  |  |
| 5.000%, 03/15/36 | 3105 | 3183819 |
| 5.000%, 03/15/37  | 85 | 98498 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| 5.000%, 02/15/38  | 1625 | $1644152 |
| 5.000%, 03/15/38  | 625 | 693585 |
| 5.000%, 03/15/42 | 3465 | 3545421 |
| 5.000%, 03/15/44  | 6800 | 7299001 |
| New York State Dormitory <br> Authority (RB) Series C |  |  |
| 5.000%, 03/15/45  | 855 | 912004 |
| New York State Dormitory <br> Authority (RB) Series D |  |  |
| 5.000%, 02/15/41  | 9250 | 9711610 |
| New York State Dormitory <br> Authority (RB) Series E |  |  |
| 5.000%, 03/15/26  | 3135 | 3161085 |
| 5.000%, 03/15/29  | 1010 | 1093534 |
| New York State Thruway <br> Authority (RB) Series A |  |  |
| 5.000%, 03/15/29  | 3000 | 3241259 |
| Port Authority of New York <br> & New Jersey (RB) <br> Series 243 |  |  |
| 5.000%, 12/01/37  | 540 | 612482 |
| Town of Oyster Bay (GO) <br> (AG)  |  |  |
| 5.000%, 08/01/29  | 165 | 180805 |
| Triborough Bridge & Tunnel <br> Authority (RB) Series A |  |  |
| 5.000%, 11/15/29  | 500 | 549747 |
| 5.000%, 11/15/36  | 925 | 931987 |
| 5.000%, 11/15/43  | 585 | 600619 |
| 5.000%, 11/15/44  | 650 | 700273 |
| Triborough Bridge & Tunnel <br> Authority (RB) <br> Series C-1 |  |  |
| 4.000%, 11/15/27  | 1355 | 1394951 |
| TOTAL NEW YORK |  | 71684935 |
| NORTH CAROLINA — (2.5%) | NORTH CAROLINA — (2.5%) | NORTH CAROLINA — (2.5%) |
| Cape Fear Public Utility <br> Authority (RB)  |  |  |
| 5.000%, 04/01/43  | 305 | 331886 |
| 5.000%, 04/01/44  | 315 | 339520 |
| Charlotte-Mecklenburg <br> Hospital Authority (RB) <br> Series A |  |  |
| 5.000%, 01/15/38  | 2720 | 2728183 |
| City of Charlotte Water & <br> Sewer System Revenue <br> (RB)  |  |  |
| 5.000%, 07/01/29  | 2000 | 2178145 |
| 5.000%, 07/01/43  | 200 | 218597 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| NORTH CAROLINA — (Continued) | NORTH CAROLINA — (Continued) | NORTH CAROLINA — (Continued) |
| City of Fayetteville Public <br> Works Commission <br> Revenue (RB)  |  |  |
| 5.000%, 03/01/39  | 3260 | $3618038 |
| City of Greensboro (GO) <br> Series B |  |  |
| 5.000%, 10/01/27  | 4430 | 4636428 |
| City of Raleigh Combined <br> Enterprise System <br> Revenue (RB)  |  |  |
| 5.000%, 09/01/37  | 150 | 170505 |
| County of Guilford (GO)  |  |  |
| 4.000%, 03/01/43  | 7000 | 7036069 |
| County of Mecklenburg <br> (GO) Series A |  |  |
| 4.000%, 02/01/42  | 1160 | 1182371 |
| County of Wake (GO) <br> Series A |  |  |
| 5.000%, 03/01/28  | 2020 | 2135320 |
| North Carolina Municipal <br> Power Agency No. 1 <br> (RB) Series A |  |  |
| 5.000%, 01/01/32  | 1375 | 1493220 |
| North Carolina Turnpike <br> Authority (RB) (AG)  |  |  |
| 5.000%, 01/01/38  | 1550 | 1616399 |
| State of North Carolina <br> (RB)  |  |  |
| 5.000%, 03/01/33  | 50 | 53619 |
| State of North Carolina <br> (GO) Series A |  |  |
| 5.000%, 06/01/28  | 4190 | 4455243 |
| TOTAL NORTH <br> CAROLINA |  | 32193543 |
| OHIO — (3.2%) | OHIO — (3.2%) | OHIO — (3.2%) |
| Akron Bath Copley Joint <br> Township Hospital <br> District (RB) Series A |  |  |
| 5.000%, 11/15/29  | 250 | 272131 |
| American Municipal Power, <br> Inc. (RB) Series A |  |  |
| 5.000%, 02/15/28  | 235 | 246965 |
| 5.000%, 02/15/35  | 130 | 151294 |
| 5.000%, 02/15/36  | 100 | 115096 |
| City of Cleveland Airport <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 01/01/29  | 1250 | 1336101 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| OHIO — (Continued) | OHIO — (Continued) | OHIO — (Continued) |
| City of Columbus (GO) <br> Series 1 |  |  |
| 5.000%, 07/01/26  | 4260 | $4325124 |
| City of Columbus (GO) <br> Series 2017-1 |  |  |
| 4.000%, 04/01/27  | 1290 | 1314620 |
| City of Columbus (GO) <br> Series A |  |  |
| 4.000%, 04/01/27  | 8865 | 9034193 |
| 5.000%, 10/01/35  | 500 | 596222 |
| 5.000%, 10/01/36  | 470 | 555235 |
| County of Allen Hospital <br> Facilities Revenue (RB) <br> Series C |  |  |
| 3.950%, 06/01/34  | 1290 | 1290000 |
| County of Montgomery <br> (RB)  |  |  |
| 5.000%, 08/01/30  | 1350 | 1465520 |
| 4.000%, 08/01/39  | 1400 | 1419493 |
| State of Ohio (GO) Series <br> A |  |  |
| 5.000%, 06/15/38  | 3000 | 3011273 |
| State of Ohio (GO) <br> Series A |  |  |
| 5.000%, 02/01/36  | 2310 | 2317442 |
| State of Ohio (GO) <br> Series B |  |  |
| 5.000%, 09/01/27  | 780 | 813326 |
| 5.000%, 09/15/27  | 1865 | 1946479 |
| State of Ohio (GO) <br> Series C |  |  |
| 5.000%, 08/01/27  | 7200 | 7502337 |
| Upper Arlington City <br> School District (GO) <br> Series A |  |  |
| 5.000%, 12/01/27  | 3215 | 3371288 |
| TOTAL OHIO |  | 41084139 |
| OKLAHOMA — (0.7%) | OKLAHOMA — (0.7%) | OKLAHOMA — (0.7%) |
| City of Tulsa (GO)  |  |  |
| 5.000%, 03/01/26  | 4000 | 4029166 |
| Cleveland County <br> Educational Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 06/01/32  | 1500 | 1689685 |
| Cushing Educational <br> Facilities Authority (RB)  |  |  |
| 5.000%, 09/01/28  | 1430 | 1505889 |
| Garfield County <br> Educational Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 09/01/30  | 1400 | 1419258 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| OKLAHOMA — (Continued) | OKLAHOMA — (Continued) | OKLAHOMA — (Continued) |
| Oklahoma County <br> Independent School <br> District No. 12 Edmond <br> (GO)  |  |  |
| 4.000%, 03/01/27  | 740 | $752445 |
| TOTAL OKLAHOMA |  | 9396443 |
| OREGON — (2.3%) | OREGON — (2.3%) | OREGON — (2.3%) |
| City of Beaverton Water <br> Revenue (RB)  |  |  |
| 5.000%, 04/01/29  | 600 | 648993 |
| City of Portland Sewer <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 06/15/26  | 1560 | 1581956 |
| City of Portland Water <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 04/01/29  | 1440 | 1556112 |
| Deschutes County <br> Administrative School <br> District No. 1 Bend-La <br> Pine (GO) (SCH BD <br> GTY)  |  |  |
| 5.000%, 06/15/27  | 4725 | 4901860 |
| 5.000%, 06/15/29  | 1000 | 1084752 |
| Lane County School <br> District No. 4J Eugene <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 06/15/29  | 4855 | 5275232 |
| Port of Portland Airport <br> Revenue (RB) Series A |  |  |
| 5.000%, 07/01/29  | 1080 | 1168472 |
| State of Oregon (GO) <br> Series A |  |  |
| 5.000%, 05/01/38  | 1835 | 2060434 |
| 5.000%, 05/01/40  | 1271 | 1418538 |
| State of Oregon (GO) <br> Series C |  |  |
| 5.250%, 06/01/44  | 440 | 488982 |
| State of Oregon (GO) <br> Series F |  |  |
| 5.000%, 05/01/34  | 1525 | 1539320 |
| State of Oregon <br> Department of <br> Transportation (RB) <br> Series A |  |  |
| 5.000%, 11/15/41  | 1515 | 1646370 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| State of Oregon <br> Department of <br> Transportation (RB) <br> Series B |  |  |
| 5.000%, 11/15/26  | 3530 | $3617210 |
| Washington & Multnomah <br> Counties School District <br> No. 48J Beaverton (GO) <br> (SCH BD GTY) Series C |  |  |
| 5.000%, 06/15/27  | 2500 | 2594787 |
| TOTAL OREGON |  | 29583018 |
| PENNSYLVANIA — (1.6%) | PENNSYLVANIA — (1.6%) | PENNSYLVANIA — (1.6%) |
| Allegheny County Hospital <br> Development Authority <br> (RB) Series A |  |  |
| 5.000%, 04/01/31  | 1500 | 1565593 |
| 5.000%, 04/01/36  | 1400 | 1445851 |
| Bristol Township School <br> District (GO) (BAM ST <br> AID WITHHLDG)  |  |  |
| 5.000%, 06/01/26  | 570 | 576695 |
| Chichester School District <br> (GO) (AG ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 09/15/28  | 225 | 231976 |
| City of Philadelphia (GO) <br> Series B |  |  |
| 5.000%, 02/01/33  | 1250 | 1344322 |
| County of Lebanon (GO) <br> (AG)  |  |  |
| 4.000%, 10/15/27  | 150 | 153812 |
| County of Lehigh (RB) <br> Series A |  |  |
| 5.000%, 07/01/29  | 875 | 935905 |
| Monroeville Finance <br> Authority (RB) Series B |  |  |
| 5.000%, 02/15/29  | 665 | 708452 |
| Pennsylvania Economic <br> Development Financing <br> Authority (RB) <br> Series 2025B |  |  |
| 5.000%, 03/15/29  | 400 | 426800 |
| Pennsylvania Economic <br> Development Financing <br> Authority (RB) Series A |  |  |
| 5.000%, 02/15/29  | 395 | 420810 |
| Pennsylvania Higher <br> Educational Facilities <br> Authority (RB)  |  |  |
| 5.000%, 05/01/34  | 2295 | 2306062 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| PENNSYLVANIA — (Continued) | PENNSYLVANIA — (Continued) | PENNSYLVANIA — (Continued) |
| Pennsylvania State <br> University (RB) Series B |  |  |
| 4.000%, 09/01/35  | 1130 | $1136608 |
| Pennsylvania Turnpike <br> Commission (RB) <br> Series A-1 |  |  |
| 5.000%, 12/01/33  | 3510 | 3554947 |
| Pennsylvania Turnpike <br> Commission (RB) <br> Series B |  |  |
| 5.250%, 12/01/42  | 540 | 589437 |
| 5.250%, 12/01/44  | 750 | 829015 |
| Pittsburgh Water & Sewer <br> Authority (RB) (AG) <br> Series A |  |  |
| 5.000%, 09/01/26  | 3675 | 3742086 |
| Snyder County Higher <br> Education Authority (RB)  |  |  |
| 5.000%, 01/01/27  | 340 | 340484 |
| TOTAL PENNSYLVANIA |  | 20308855 |
| RHODE ISLAND — (0.6%) | RHODE ISLAND — (0.6%) | RHODE ISLAND — (0.6%) |
| Rhode Island Turnpike & <br> Bridge Authority (RB) <br> Series A |  |  |
| 5.000%, 10/01/32  | 950 | 957445 |
| State of Rhode Island (GO) <br> Series A |  |  |
| 5.000%, 12/01/41  | 240 | 262818 |
| 5.000%, 12/01/42  | 890 | 966049 |
| 5.000%, 05/01/43  | 1500 | 1631877 |
| State of Rhode Island (GO) <br> Series B |  |  |
| 5.000%, 08/01/29  | 3290 | 3420977 |
| TOTAL RHODE ISLAND |  | 7239166 |
| SOUTH CAROLINA — (1.5%) | SOUTH CAROLINA — (1.5%) | SOUTH CAROLINA — (1.5%) |
| County of Charleston (GO) <br> (ST AID WITHHLDG) <br> Series C |  |  |
| 5.000%, 11/01/27  | 2855 | 2994178 |
| Piedmont Municipal Power <br> Agency (RB) Series C |  |  |
| 5.000%, 01/01/27  | 1000 | 1024753 |
| Piedmont Municipal Power <br> Agency (RB) Series D |  |  |
| 4.000%, 01/01/33  | 1000 | 1028234 |
| Richland County School <br> District No. 2 (GO) <br> Series A |  |  |
| 5.000%, 03/01/27  | 1140 | 1176352 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| SOUTH CAROLINA — (Continued) | SOUTH CAROLINA — (Continued) | SOUTH CAROLINA — (Continued) |
| 5.000%, 03/01/38  | 4055 | $4472536 |
| South Carolina Public <br> Service Authority (RB) <br> Series A |  |  |
| 5.000%, 12/01/37  | 1170 | 1180174 |
| South Carolina Public <br> Service Authority (RB) <br> Series E |  |  |
| 5.000%, 12/01/30  | 2610 | 2883741 |
| Spartanburg County <br> School District No. 7 <br> (GO) Series D |  |  |
| 5.000%, 03/01/44  | 1565 | 1608366 |
| Spartanburg Sanitary <br> Sewer District (RB)  |  |  |
| 4.000%, 03/01/40  | 2395 | 2430049 |
| TOTAL SOUTH <br> CAROLINA |  | 18798383 |
| TENNESSEE — (5.2%) | TENNESSEE — (5.2%) | TENNESSEE — (5.2%) |
| City of Knoxville <br> Wastewater System <br> Revenue (RB) Series A |  |  |
| 5.000%, 04/01/29  | 3260 | 3528417 |
| City of Memphis (GO)  |  |  |
| 4.000%, 05/01/39  | 1945 | 1971826 |
| City of Memphis (GO) <br> Series A |  |  |
| 5.000%, 10/01/43  | 1790 | 1882868 |
| City of Sevierville (GO)  |  |  |
| 5.000%, 06/01/30  | 3285 | 3627111 |
| County of Hamilton (GO) <br> Series A |  |  |
| 5.000%, 04/01/26  | 3000 | 3027064 |
| County of Knox (GO)  |  |  |
| 5.000%, 06/01/29  | 1750 | 1899858 |
| County of Williamson (GO)  |  |  |
| 5.000%, 04/01/39  | 2670 | 2973904 |
| 4.000%, 04/01/42  | 1225 | 1238888 |
| 4.000%, 04/01/43  | 1925 | 1927277 |
| 4.000%, 04/01/44  | 2000 | 1979652 |
| Metropolitan Government <br> Nashville & Davidson <br> County Health & <br> Educational Facilities <br> Board (RB) Series A |  |  |
| 5.000%, 07/01/31  | 5465 | 5988945 |
| Metropolitan Government <br> of Nashville & Davidson <br> County (GO)  |  |  |
| 5.000%, 07/01/27  | 3820 | 3973070 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| TENNESSEE — (Continued) | TENNESSEE — (Continued) | TENNESSEE — (Continued) | TENNESSEE — (Continued) |
|  | 4.000%, 07/01/28  | 10160 | $10530744 |
|  | 4.000%, 07/01/37  | 2000 | 2023198 |
| Metropolitan Government <br> of Nashville & Davidson <br> County (GO) Series C | Metropolitan Government <br> of Nashville & Davidson <br> County (GO) Series C |  |  |
|  | 4.000%, 01/01/44  | 6260 | 6093292 |
| Metropolitan Government <br> of Nashville & Davidson <br> County Water & Sewer <br> Revenue (RB)  | Metropolitan Government <br> of Nashville & Davidson <br> County Water & Sewer <br> Revenue (RB)  |  |  |
|  | 5.000%, 07/01/35  | 1285 | 1497397 |
| Metropolitan Government <br> of Nashville & Davidson <br> County Water & Sewer <br> Revenue (RB) Series A | Metropolitan Government <br> of Nashville & Davidson <br> County Water & Sewer <br> Revenue (RB) Series A |  |  |
|  | 5.000%, 07/01/27  | 1910 | 1985267 |
| State of Tennessee (GO) <br> Series A | State of Tennessee (GO) <br> Series A |  |  |
|  | 5.000%, 02/01/27  | 7720 | 7950673 |
| Tennessee State School <br> Bond Authority (RB) (ST <br> INTERCEPT) Series B | Tennessee State School <br> Bond Authority (RB) (ST <br> INTERCEPT) Series B |  |  |
| ¤ | 5.000%, 11/01/35 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 3000 | 3000000 |
| TOTAL TENNESSEE | TOTAL TENNESSEE |  | 67099451 |
| TEXAS — (17.6%) | TEXAS — (17.6%) | TEXAS — (17.6%) | TEXAS — (17.6%) |
| Arlington Independent <br> School District (GO) <br> (PSF-GTD)  | Arlington Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/37  | 535 | 598079 |
| Austin Independent School <br> District (GO) (PSF-GTD)  | Austin Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 08/01/27  | 2300 | 2395577 |
|  | 5.250%, 08/01/45  | 2500 | 2726097 |
| Austin Independent School <br> District (GO)  | Austin Independent School <br> District (GO)  |  |  |
|  | 5.000%, 08/01/43  | 1630 | 1733156 |
| Barbers Hill Independent <br> School District (GO) <br> (PSF-GTD)  | Barbers Hill Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/44  | 645 | 689807 |
| Board of Regents of the <br> University of Texas <br> System (RB) Series A | Board of Regents of the <br> University of Texas <br> System (RB) Series A |  |  |
|  | 5.000%, 08/15/43  | 14355 | 15336823 |
| Board of Regents of the <br> University of Texas <br> System (RB) Series B | Board of Regents of the <br> University of Texas <br> System (RB) Series B |  |  |
|  | 5.000%, 08/15/42  | 1750 | 1931145 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Board of Regents of the <br> University of Texas <br> System (RB) Series D |  |  |
| 5.000%, 08/15/26  | 2080 | $2117524 |
| Board of Regents of the <br> University of Texas <br> System (RB) Series E |  |  |
| 5.000%, 08/15/26  | 4860 | 4947675 |
| Board of Regents of the <br> University of Texas <br> System (RB) Series J |  |  |
| 5.000%, 08/15/26  | 1540 | 1567782 |
| Brushy Creek Regional <br> Utility Authority, Inc. (RB)  |  |  |
| 4.000%, 08/01/32  | 1000 | 1005436 |
| Central Texas Turnpike <br> System (RB) Series A |  |  |
| 5.000%, 08/15/39  | 2315 | 2463048 |
| City of Arlington (GO) <br> Series A |  |  |
| 5.000%, 08/15/37  | 1995 | 2240284 |
| City of Arlington Water & <br> Wastewater System <br> Revenue (RB)  |  |  |
| 5.000%, 06/01/26  | 1180 | 1195868 |
| City of Austin (GO)  |  |  |
| 5.000%, 09/01/36 | 815 | 948869 |
| 5.000%, 09/01/38  | 840 | 939343 |
| 5.000%, 09/01/44  | 1350 | 1450007 |
| City of Austin Electric Utility <br> Revenue (RB)  |  |  |
| 5.000%, 11/15/42  | 900 | 968950 |
| 5.000%, 11/15/43  | 810 | 871343 |
| 5.000%, 11/15/44  | 1115 | 1191070 |
| City of Austin Water & <br> Wastewater System <br> Revenue (RB)  |  |  |
| 5.000%, 11/15/29  | 910 | 993031 |
| 5.000%, 11/15/41  | 1715 | 1850393 |
| City of Bryan Electric <br> System Revenue (RB) <br> (AG)  |  |  |
| 5.000%, 07/01/29  | 590 | 636320 |
| 5.000%, 07/01/30  | 1040 | 1143053 |
| City of Cedar Park (GO)  |  |  |
| 5.000%, 02/15/29  | 590 | 633052 |
| City of Celina (GO)  |  |  |
| 5.000%, 09/01/31  | 405 | 454085 |
| 5.000%, 09/01/32  | 465 | 527918 |
| City of College Station <br> (GO)  |  |  |
| 5.000%, 02/15/29  | 345 | 369613 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| City of Dallas Hotel <br> Occupancy Tax Revenue <br> (RB)  |  |  |
| 4.000%, 08/15/27  | 620 | $624678 |
| City of Dallas Waterworks <br> & Sewer System <br> Revenue (RB) Series C |  |  |
| 4.000%, 10/01/34  | 2060 | 2160283 |
| City of Denton (GO)  |  |  |
| 5.000%, 02/15/29  | 2150 | 2310394 |
| City of El Paso Water & <br> Sewer Revenue (RB)  |  |  |
| 5.000%, 03/01/29  | 1520 | 1630502 |
| 5.000%, 03/01/45  | 1280 | 1350039 |
| City of Fort Worth (GO)  |  |  |
| 5.000%, 03/01/37  | 1500 | 1651702 |
| City of Houston (GO) <br> Series A |  |  |
| 5.000%, 03/01/44  | 5700 | 6054165 |
| City of Hutto (GO) (BAM)  |  |  |
| 5.000%, 08/01/43  | 445 | 475430 |
| City of Irving (GO)  |  |  |
| 5.000%, 09/15/28  | 1875 | 2000365 |
| City of Laredo Waterworks <br> & Sewer System <br> Revenue (RB)  |  |  |
| 5.000%, 03/01/42  | 300 | 319256 |
| City of Leander (GO)  |  |  |
| 5.000%, 08/15/40  | 215 | 240117 |
| City of Lewisville (GO)  |  |  |
| 5.000%, 02/15/37  | 1250 | 1395487 |
| City of Lubbock Electric <br> Light & Power System <br> Revenue (RB)  |  |  |
| 5.000%, 04/15/27  | 545 | 562908 |
| City of McKinney (GO)  |  |  |
| 5.000%, 08/15/27  | 2170 | 2259194 |
| City of New Braunfels (GO)  |  |  |
| 5.000%, 02/01/28  | 1025 | 1073574 |
| City of Pflugerville (GO)  |  |  |
| 5.000%, 08/01/37  | 425 | 468145 |
| 5.000%, 08/01/40  | 755 | 829185 |
| 5.000%, 08/01/41  | 800 | 872922 |
| City of Richardson (GO)  |  |  |
| 5.000%, 02/15/27  | 1715 | 1765713 |
| City of San Antonio (GO)  |  |  |
| 5.000%, 02/01/44  | 500 | 537030 |
| City of San Antonio Electric <br> & Gas Systems <br> Revenue (RB)  |  |  |
| 5.000%, 02/01/32  | 2260 | 2294739 |
| 4.000%, 02/01/36  | 2435 | 2441297 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| City of San Antonio Electric <br> & Gas Systems <br> Revenue (RB) Series B |  |  |
| 5.000%, 02/01/44  | 300 | $320362 |
| City of San Antonio Electric <br> & Gas Systems <br> Revenue (RB) Series C |  |  |
| 5.000%, 02/01/43  | 705 | 758008 |
| City of Waco (GO)  |  |  |
| 5.000%, 02/01/43  | 825 | 878667 |
| 5.000%, 02/01/44  | 635 | 671507 |
| Clear Lake City Water <br> Authority (GO)  |  |  |
| 5.000%, 03/01/29  | 355 | 379639 |
| Clifton Higher Education <br> Finance Corp. (RB) <br> (PSF-GTD) Series T |  |  |
| 5.000%, 08/15/31  | 670 | 745799 |
| Conroe Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 2260 | 2273562 |
| 5.000%, 02/15/44  | 4000 | 4314207 |
| Corpus Christi Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/37  | 2000 | 2213994 |
| County of Bexar (RB)  |  |  |
| 5.000%, 08/15/27  | 680 | 707708 |
| County of Bexar (GO)  |  |  |
| 5.000%, 06/15/43  | 1705 | 1824083 |
| County of Collin (GO)  |  |  |
| 5.000%, 02/15/29  | 760 | 816201 |
| 5.000%, 02/15/38  | 450 | 496473 |
| County of Denton (GO)  |  |  |
| 5.000%, 07/15/41  | 790 | 869449 |
| 5.000%, 07/15/42  | 470 | 513462 |
| County of Fort Bend (GO)  |  |  |
| 5.000%, 03/01/44  | 2000 | 2165518 |
| County of Harris (GO) <br> Series A |  |  |
| 5.000%, 09/15/27  | 1000 | 1042758 |
| 5.000%, 10/01/29  | 2005 | 2183096 |
| County of Hays (GO)  |  |  |
| 5.000%, 02/15/36  | 140 | 161559 |
| County of San Patricio <br> (GO)  |  |  |
| 5.000%, 04/01/29  | 160 | 171708 |
| County of Travis (GO)  |  |  |
| 4.000%, 03/01/42  | 2260 | 2256949 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Cypress-Fairbanks <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/29  | 990 | $1066187 |
| Dallas Fort Worth <br> International Airport (RB) <br> Series A |  |  |
| 5.000%, 11/01/28  | 760 | 811884 |
| Dallas Independent School <br> District (GO) (PSF-GTD) <br> Series B |  |  |
| 5.000%, 02/15/44  | 770 | 823719 |
| Denton Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/27  | 700 | 728026 |
| Denton Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 08/15/43  | 1250 | 1348952 |
| 5.000%, 08/15/44  | 735 | 787283 |
| Eagle Mountain & Saginaw <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/15/42  | 785 | 857259 |
| East Central Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 4.000%, 08/15/41  | 925 | 939936 |
| El Paso County Hospital <br> District (GO) (AG)  |  |  |
| 5.000%, 08/15/40  | 1375 | 1497299 |
| Fort Bend Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/37  | 250 | 276749 |
| Fort Bend Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 4.000%, 08/15/36  | 1425 | 1468487 |
| 5.000%, 08/15/44  | 1200 | 1278090 |
| Frisco Independent School <br> District (GO) (PSF-GTD) <br> Series B |  |  |
| 5.000%, 02/15/34  | 1360 | 1582445 |
| Galveston Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/01/27  | 450 | 462886 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Grapevine-Colleyville <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/15/28  | 1000 | $1063848 |
| Greater Texoma Utility <br> Authority (RB) (BAM) <br> Series R |  |  |
| 5.000%, 10/01/42  | 2590 | 2735182 |
| Gulf Coast Authority (RB) <br> Series B |  |  |
| 5.000%, 10/01/30  | 1315 | 1442997 |
| 5.000%, 10/01/33  | 895 | 1020087 |
| Harris County Cultural <br> Education Facilities <br> Finance Corp. (RB)  |  |  |
| 5.000%, 11/15/26  | 1045 | 1055066 |
| 5.000%, 10/01/31  | 1290 | 1291119 |
| Harris County Cultural <br> Education Facilities <br> Finance Corp. (RB) <br> Series A |  |  |
| 5.000%, 05/15/28  | 1495 | 1572616 |
| 3.000%, 10/01/40  | 2120 | 1808259 |
| Hays Consolidated <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/35  | 450 | 526507 |
| Houston Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 4000 | 4025833 |
| Houston Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 02/15/26  | 1150 | 1157427 |
| Houston Independent <br> School District (GO) <br> (PSF-GTD) <br> Series REF-A |  |  |
| 5.000%, 02/15/42  | 1500 | 1632196 |
| Hurst-Euless-Bedford <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/15/43  | 1500 | 1603482 |
| Hutto Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/01/43  | 600 | 646042 |
| Katy Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/37  | 450 | 497820 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Katy Independent School <br> District (GO) (PSF-GTD) <br> Series D |  |  |
| 5.000%, 02/15/30  | 500 | $515302 |
| Lamar Consolidated <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/28  | 450 | 474274 |
| Lower Colorado River <br> Authority (RB) (AG)  |  |  |
| 5.000%, 05/15/26  | 500 | 505664 |
| 5.000%, 05/15/32  | 1475 | 1646087 |
| Lower Colorado River <br> Authority (RB)  |  |  |
| 5.000%, 05/15/33  | 1140 | 1220839 |
| 5.000%, 05/15/41  | 1600 | 1685547 |
| 5.000%, 05/15/43  | 910 | 958211 |
| Lower Colorado River <br> Authority (RB) Series A |  |  |
| 5.000%, 05/15/29  | 510 | 549374 |
| 5.000%, 05/15/30  | 400 | 439338 |
| Marble Falls Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/29  | 2765 | 2967844 |
| McKinney Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/28  | 380 | 400238 |
| Midlothian Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/28  | 450 | 473966 |
| North Texas Municipal <br> Water District Water <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 09/01/28  | 2135 | 2273504 |
| Northwest Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/38  | 1845 | 2025400 |
| Pearland Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/35  | 150 | 174860 |
| 5.000%, 02/15/36  | 190 | 219493 |
| Permanent University Fund <br> - Texas A&M University <br> System (RB)  |  |  |
| 5.000%, 07/01/40  | 4790 | 5213254 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Permanent University Fund <br> - University of Texas <br> System (RB) Series B |  |  |
| 5.000%, 07/01/26  | 5500 | $5584954 |
| Prosper Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/42  | 1245 | 1354722 |
| 5.000%, 02/15/43  | 1375 | 1482563 |
| Richardson Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/44  | 1000 | 1059259 |
| San Antonio Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/26  | 4340 | 4415950 |
| 5.000%, 08/15/30  | 1000 | 1108156 |
| 4.000%, 08/15/43  | 875 | 855589 |
| San Antonio Public <br> Facilities Corp. (RB)  |  |  |
| 5.000%, 09/15/31  | 6815 | 7591881 |
| Spring Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/15/28  | 955 | 1017035 |
| State of Texas (GO)  |  |  |
| 5.000%, 10/01/35  | 2665 | 3143828 |
| State of Texas (GO) Series <br> A |  |  |
| 5.000%, 10/01/28  | 1180 | 1180515 |
| State of Texas (GO) <br> Series A |  |  |
| 5.000%, 10/01/31  | 2840 | 2970516 |
| State of Texas (GO) <br> Series B |  |  |
| 5.000%, 08/01/41  | 1200 | 1191119 |
| Tarrant County College <br> District (GO)  |  |  |
| 5.000%, 08/15/29  | 1120 | 1212865 |
| Tarrant County Cultural <br> Education Facilities <br> Finance Corp. (RB)  |  |  |
| 5.000%, 12/01/44  | 1000 | 1063583 |
| Tarrant County Cultural <br> Education Facilities <br> Finance Corp. (RB) <br> Series B |  |  |
| 5.000%, 07/01/29  | 220 | 235156 |
| 5.000%, 07/01/30  | 465 | 504771 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Temple Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/01/29  | 515 | $551503 |
| 5.000%, 02/01/30  | 1000 | 1091957 |
| 5.000%, 02/01/39  | 580 | 653103 |
| Texas Department of <br> Transportation State <br> Highway Fund (RB)  |  |  |
| 5.250%, 04/01/26  | 300 | 303116 |
| 5.000%, 10/01/26  | 4385 | 4479017 |
| Texas State Technical <br> College (RB) (AG) <br> Series A |  |  |
| 5.000%, 08/01/29  | 820 | 886836 |
| Texas Tech University <br> System (RB) Series A |  |  |
| 5.000%, 02/15/42  | 1480 | 1615703 |
| Trinity River Authority <br> Central Regional <br> Wastewater System <br> Revenue (RB)  |  |  |
| 5.000%, 08/01/27  | 3315 | 3448714 |
| 5.000%, 08/01/29  | 250 | 270999 |
| Trinity River Authority <br> Denton Creek <br> Wastewater Treatment <br> System Revenue (RB)  |  |  |
| 5.000%, 02/01/28  | 600 | 631407 |
| 5.000%, 02/01/29  | 500 | 536245 |
| Upper Trinity Regional <br> Water District (RB) <br> (BAM)  |  |  |
| 5.000%, 08/01/31  | 195 | 217697 |
| 5.000%, 08/01/32  | 485 | 547859 |
| Weatherford Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/44  | 545 | 584611 |
| West Travis County Public <br> Utility Agency (RB) (AG)  |  |  |
| 6.500%, 08/15/27  | 765 | 813402 |
| Willis Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/30  | 540 | 590775 |
| 5.000%, 02/15/31  | 875 | 974112 |
| Wylie Independent School <br> District/Collin County <br> (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/15/27  | 1000 | 1039681 |
| TOTAL TEXAS |  | 225967259 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| UTAH — (0.8%) | UTAH — (0.8%) | UTAH — (0.8%) |
| City of Salt Lake City <br> Public Utilities Revenue <br> (RB)  |  |  |
| 5.000%, 02/01/30  | 2155 | $2373174 |
| Intermountain Power <br> Agency (RB) Series A |  |  |
| 5.000%, 07/01/41  | 2000 | 2131153 |
| State of Utah (GO)  |  |  |
| 5.000%, 07/01/26  | 4450 | 4517882 |
| Utah Transit Authority (RB)  |  |  |
| 5.000%, 12/15/28  | 500 | 537312 |
| TOTAL UTAH |  | 9559521 |
| VIRGINIA — (3.3%) | VIRGINIA — (3.3%) | VIRGINIA — (3.3%) |
| Arlington County Industrial <br> Development Authority <br> (RB)  |  |  |
| 5.000%, 07/01/26  | 100 | 101281 |
| City of Alexandria (GO)  |  |  |
| 4.000%, 12/15/39  | 1295 | 1349699 |
| 4.000%, 12/15/40  | 1915 | 1974694 |
| City of Alexandria (GO) <br> (ST AID WITHHLDG) <br> Series A |  |  |
| 5.000%, 07/15/27  | 3210 | 3341765 |
| City of Manassas (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.000%, 01/01/42  | 1055 | 1070423 |
| 4.000%, 01/01/44  | 1120 | 1123037 |
| City of Norfolk (GO) (ST <br> AID WITHHLDG) <br> Series A |  |  |
| 5.000%, 09/01/36  | 275 | 309960 |
| 5.000%, 09/01/37  | 550 | 615777 |
| City of Norfolk Water <br> Revenue (RB)  |  |  |
| 5.000%, 11/01/41  | 1935 | 2127519 |
| 5.000%, 11/01/42  | 2040 | 2221794 |
| City of Richmond (GO) (ST <br> AID WITHHLDG) <br> Series D |  |  |
| 5.000%, 03/01/27  | 3275 | 3377259 |
| City of Roanoke (GO) (ST <br> AID WITHHLDG) <br> Series B |  |  |
| 4.000%, 10/01/43  | 1055 | 1064839 |
| County of Arlington (GO)  |  |  |
| 5.000%, 06/15/37  | 7025 | 7830086 |
| County of Chesterfield <br> (GO) (ST AID <br> WITHHLDG) Series B |  |  |
| 5.000%, 01/01/28  | 2800 | 2945293 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| VIRGINIA — (Continued) | VIRGINIA — (Continued) | VIRGINIA — (Continued) |
| County of Fairfax (GO) (ST <br> AID WITHHLDG) <br> Series A |  |  |
| 5.000%, 10/01/27  | 1000 | $1046598 |
| 4.000%, 10/01/42  | 2265 | 2285142 |
| County of Henrico (GO) <br> (ST AID WITHHLDG)  |  |  |
| 5.000%, 08/01/27  | 1680 | 1751131 |
| 5.000%, 08/01/28  | 1000 | 1066484 |
| County of Loudoun (GO) <br> (ST AID WITHHLDG) <br> Series B |  |  |
| 5.000%, 12/01/25  | 500 | 500859 |
| Loudoun County Sanitation <br> Authority (RB)  |  |  |
| 5.000%, 01/01/28  | 4480 | 4713436 |
| Lynchburg Economic <br> Development Authority <br> (RB)  |  |  |
| 5.000%, 01/01/28  | 420 | 439038 |
| 5.000%, 01/01/29  | 530 | 561879 |
| TOTAL VIRGINIA |  | 41817993 |
| WASHINGTON — (7.8%) | WASHINGTON — (7.8%) | WASHINGTON — (7.8%) |
| City of Seattle (GO)  |  |  |
| 4.000%, 12/01/34  | 1020 | 1020345 |
| City of Seattle Drainage & <br> Wastewater Revenue <br> (RB)  |  |  |
| 5.000%, 07/01/27  | 8420 | 8745520 |
| City of Seattle Municipal <br> Light & Power Revenue <br> (RB)  |  |  |
| 5.000%, 02/01/29  | 950 | 1022240 |
| Clark County Public Utility <br> District No. 1 Electric <br> Revenue (RB)  |  |  |
| 5.000%, 01/01/29  | 410 | 440252 |
| 5.000%, 01/01/30  | 500 | 547602 |
| Clark County Public Utility <br> District No. 1 Generating <br> System Revenue (RB)  |  |  |
| 5.000%, 01/01/29  | 645 | 692591 |
| 5.000%, 01/01/30  | 880 | 963779 |
| County of King (GO) <br> Series A |  |  |
| 5.000%, 06/01/29  | 2050 | 2224816 |
| County of King (GO) <br> Series E |  |  |
| 5.000%, 12/01/25  | 975 | 976679 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| County of King Sewer <br> Revenue (RB) Series A |  |  |
| 5.000%, 01/01/28  | 1625 | $1708304 |
| Energy Northwest (RB) <br> Series A |  |  |
| 5.000%, 07/01/28  | 1165 | 1210503 |
| 5.000%, 07/01/39 | 8830 | 9720789 |
| 5.000%, 07/01/40  | 3760 | 4044504 |
| 5.000%, 07/01/41  | 3370 | 3603697 |
| 4.000%, 07/01/42  | 1400 | 1384279 |
| Franklin County School <br> District No. 1 Pasco <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 12/01/36  | 1445 | 1627121 |
| King County School District <br> No. 210 Federal Way <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 12/01/25  | 1815 | 1818024 |
| King County School District <br> No. 401 Highline (GO) <br> (SCH BD GTY)  |  |  |
| 5.000%, 12/01/37  | 320 | 355939 |
| 5.000%, 12/01/41  | 2275 | 2456281 |
| 4.125%, 12/01/43  | 6850 | 6868107 |
| 5.000%, 12/01/44  | 3000 | 3241899 |
| King County School District <br> No. 405 Bellevue (GO) <br> (SCH BD GTY) Series B |  |  |
| 5.000%, 12/01/25  | 2425 | 2429175 |
| 5.000%, 12/01/26  | 1555 | 1595093 |
| Snohomish County School <br> District No. 201 <br> Snohomish (GO) (SCH <br> BD GTY)  |  |  |
| 5.000%, 12/01/25  | 4000 | 4006410 |
| State of Washington (GO) <br> Series C |  |  |
| 5.000%, 02/01/42  | 1530 | 1610990 |
| State of Washington (GO) <br> Series D |  |  |
| 5.000%, 02/01/37  | 1410 | 1416116 |
| State of Washington (GO) <br> Series R-2023A |  |  |
| 5.000%, 08/01/38  | 1460 | 1634311 |
| State of Washington (GO) <br> Series R-2023B |  |  |
| 5.000%, 07/01/35  | 6000 | 6864415 |
| State of Washington (GO) <br> Series A |  |  |
| 5.000%, 08/01/36  | 3000 | 3322547 |
| 5.000%, 08/01/39  | 1000 | 1076564 |
| 5.000%, 08/01/40  | 2325 | 2487329 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| State of Washington (GO) <br> Series A-2 |  |  |
| 5.000%, 08/01/41  | 1535 | $1659334 |
| State of Washington (GO) <br> Series C |  |  |
| 5.000%, 02/01/38  | 2510 | 2645441 |
| State of Washington (GO) <br> Series D |  |  |
| 5.000%, 02/01/41  | 6000 | 6017749 |
| State of Washington (GO) <br> Series E |  |  |
| 5.000%, 06/01/38  | 2425 | 2583719 |
| State of Washington (GO) <br> Series R-2018D |  |  |
| 5.000%, 08/01/33  | 3925 | 4074892 |
| State of Washington (GO) <br> Series R-2025E |  |  |
| 5.000%, 08/01/28  | 1000 | 1066238 |
| Washington Health Care <br> Facilities Authority (RB) <br> Series A |  |  |
| 5.000%, 09/01/40  | 150 | 164020 |
| TOTAL WASHINGTON |  | 99327614 |
| WEST VIRGINIA — (0.3%) | WEST VIRGINIA — (0.3%) | WEST VIRGINIA — (0.3%) |
| State of West Virginia (GO) <br> Series A |  |  |
| 5.000%, 12/01/41  | 2500 | 2613868 |
| State of West Virginia (GO) <br> Series B |  |  |
| 5.000%, 06/01/41  | 1305 | 1347662 |
| West Virginia Hospital <br> Finance Authority (RB) <br> Series A |  |  |
| 5.000%, 06/01/37  | 395 | 436525 |
| TOTAL WEST VIRGINIA |  | 4398055 |
| WISCONSIN — (3.6%) | WISCONSIN — (3.6%) | WISCONSIN — (3.6%) |
| City of Madison (GO) <br> Series A |  |  |
| 4.000%, 10/01/26  | 5000 | 5063171 |
| 5.000%, 10/01/26  | 920 | 939851 |
| City of Madison (GO) <br> Series B |  |  |
| 5.000%, 10/01/27  | 7745 | 8102940 |
| City of Madison (GO) <br> Series C |  |  |
| 5.000%, 10/01/26  | 945 | 965390 |
| City of Milwaukee (GO) <br> Series N-4 |  |  |
| 5.000%, 04/01/27  | 4015 | 4127153 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| WISCONSIN — (Continued) | WISCONSIN — (Continued) | WISCONSIN — (Continued) | WISCONSIN — (Continued) |
|  | 5.000%, 04/01/28  | 2885 | $3025695 |
| City of Milwaukee <br> Sewerage System <br> Revenue (RB) <br> Series S-2 | City of Milwaukee <br> Sewerage System <br> Revenue (RB) <br> Series S-2 |  |  |
|  | 5.000%, 06/01/34  | 1205 | 1321593 |
| County of Dodge (GO) <br> Series A | County of Dodge (GO) <br> Series A |  |  |
|  | 3.000%, 03/01/28  | 1355 | 1354875 |
| Madison Metropolitan <br> School District (GO) <br> Series A | Madison Metropolitan <br> School District (GO) <br> Series A |  |  |
|  | 5.000%, 03/01/42  | 1150 | 1259816 |
| Milwaukee Metropolitan <br> Sewerage District (GO) <br> Series H | Milwaukee Metropolitan <br> Sewerage District (GO) <br> Series H |  |  |
|  | 5.000%, 10/01/34  | 490 | 575251 |
| Public Finance Authority <br> (RB) Series A | Public Finance Authority <br> (RB) Series A |  |  |
|  | 4.000%, 07/01/37  | 655 | 669434 |
| Racine Unified School <br> District (GO) (AG)  | Racine Unified School <br> District (GO) (AG)  |  |  |
| ¤ | 5.000%, 04/01/39 <br> (Pre-refunded @ <br> $100, 4/1/31)<br>| 205 | 229867 |
|  | 5.000%, 04/01/39  | 920 | 987867 |
| State of Wisconsin (GO) <br> Series 1 | State of Wisconsin (GO) <br> Series 1 |  |  |
|  | 5.000%, 05/01/29  | 1570 | 1701188 |
| State of Wisconsin (GO) <br> Series 2 | State of Wisconsin (GO) <br> Series 2 |  |  |
|  | 5.000%, 05/01/37  | 1575 | 1786159 |
| State of Wisconsin (GO) <br> Series 2021-2 | State of Wisconsin (GO) <br> Series 2021-2 |  |  |
|  | 5.000%, 05/01/36  | 1210 | 1316904 |
| State of Wisconsin (GO) <br> Series 2024-2 | State of Wisconsin (GO) <br> Series 2024-2 |  |  |
|  | 5.000%, 05/01/28  | 2000 | 2119798 |
| State of Wisconsin (GO) <br> Series B | State of Wisconsin (GO) <br> Series B |  |  |
|  | 5.000%, 05/01/37  | 3155 | 3526836 |
| University of Wisconsin <br> Hospitals & Clinics (RB) <br> Series B | University of Wisconsin <br> Hospitals & Clinics (RB) <br> Series B |  |  |
|  | 5.000%, 04/01/28  | 1115 | 1174572 |
| Wisconsin Department of <br> Transportation (RB) <br> Series A | Wisconsin Department of <br> Transportation (RB) <br> Series A |  |  |
|  | 5.000%, 07/01/43  | 3940 | 4269087 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| WISCONSIN — (Continued) | WISCONSIN — (Continued) | WISCONSIN — (Continued) |
| WPPI Energy (RB) Series <br> A |  |  |
| 5.000%, 07/01/28  | 1380 | $1398186 |
| TOTAL WISCONSIN |  | 45915633 |
| TOTAL MUNICIPAL <br> BONDS <br>(Cost $1,275,661,955) |  | 1279673872 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) |
| BlackRock Liquidity <br> Funds MuniCash <br>(Cost $877,552)<br>| 877464 | $877552 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $1,276,539,507) |  | $1280551424 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; $1279673872 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1279673872 |
| Investment Companies | &nbsp;&nbsp; $877552 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 877552 |
| Total Investments in Securities | &nbsp;&nbsp; $877552 | &nbsp;&nbsp; $1279673872 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1280551424 |

---

See accompanying Notes to Financial Statements.

------

**DFA Selective State Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (98.2%) | MUNICIPAL BONDS — (98.2%) | MUNICIPAL BONDS — (98.2%) |
| ALABAMA — (0.5%) | ALABAMA — (0.5%) | ALABAMA — (0.5%) |
| Alabama Community <br> College System (RB) <br> (BAM)  |  |  |
| 5.000%, 10/01/32  | 685 | $695798 |
| Infirmary Health System <br> Special Care Facilities <br> Financing Authority of <br> Mobile (RB) Series A |  |  |
| 3.000%, 02/01/30  | 350 | 344752 |
| 4.000%, 02/01/38  | 750 | 738893 |
| University of South <br> Alabama (RB) (AG)  |  |  |
| 4.000%, 04/01/38  | 250 | 252273 |
| University of South <br> Alabama (RB) (BAM) <br> Series A |  |  |
| 5.000%, 04/01/44  | 500 | 531222 |
| TOTAL ALABAMA |  | 2562938 |
| ALASKA — (1.1%) | ALASKA — (1.1%) | ALASKA — (1.1%) |
| Alaska Municipal Bond <br> Bank Authority (RB) <br> Series 1 |  |  |
| 5.000%, 05/01/27  | 250 | 258107 |
| Alaska Municipal Bond <br> Bank Authority (RB) <br> Series THREE |  |  |
| 5.000%, 10/01/27  | 250 | 260720 |
| Municipality of Anchorage <br> (GO) Series A |  |  |
| 4.000%, 09/01/34  | 2945 | 2946170 |
| Municipality of Anchorage <br> (GO) Series C |  |  |
| 4.000%, 09/01/34  | 2015 | 2015800 |
| State of Alaska (GO) <br> Series A |  |  |
| 5.000%, 08/01/36  | 285 | 308993 |
| TOTAL ALASKA |  | 5789790 |
| ARIZONA — (1.4%) | ARIZONA — (1.4%) | ARIZONA — (1.4%) |
| Arizona Industrial <br> Development Authority <br> (RB) Series A |  |  |
| 5.000%, 02/01/37  | 1210 | 1324070 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| ARIZONA — (Continued) | ARIZONA — (Continued) | ARIZONA — (Continued) |
| City of Phoenix Civic <br> Improvement Corp. (RB) <br> Series A |  |  |
| 5.000%, 07/01/34  | 1010 | $1075686 |
| Maricopa County Industrial <br> Development Authority <br> (RB) Series A |  |  |
| 3.250%, 01/01/37  | 250 | 240482 |
| 4.000%, 09/01/37  | 390 | 392957 |
| Pinal County Electric <br> District No. 3 (RB)  |  |  |
| 5.000%, 07/01/28  | 160 | 169123 |
| Salt River Project <br> Agricultural Improvement <br> & Power District (RB) <br> Series A |  |  |
| 4.000%, 01/01/38  | 4000 | 4008610 |
| TOTAL ARIZONA |  | 7210928 |
| ARKANSAS — (0.1%) | ARKANSAS — (0.1%) | ARKANSAS — (0.1%) |
| Arkansas Development <br> Finance Authority (RB) <br> Series B-1 |  |  |
| 5.000%, 09/01/28  | 40 | 41425 |
| 5.000%, 09/01/30  | 35 | 37109 |
| North Little Rock School <br> District No. 1 (GO) (ST <br> AID WITHHLDG)  |  |  |
| 2.000%, 02/01/30  | 250 | 234757 |
| Pulaski County Special <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 2.000%, 02/01/29  | 250 | 237791 |
| TOTAL ARKANSAS |  | 551082 |
| CALIFORNIA — (1.3%) | CALIFORNIA — (1.3%) | CALIFORNIA — (1.3%) |
| California Health Facilities <br> Financing Authority (RB) <br> Series A |  |  |
| 5.000%, 04/01/33  | 275 | 300292 |
| California State University <br> (RB) Series A |  |  |
| 4.000%, 11/01/36 | 1500 | 1500016 |
| City of Sacramento <br> Transient Occupancy <br> Tax Revenue (RB) <br> Series A |  |  |
| 5.000%, 06/01/26  | 260 | 263645 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Hesperia Community <br> Redevelopment <br> Successor Agency (TAN) <br> (AG) Series A |  |  |
| 3.375%, 09/01/37  | 500 | $497938 |
| Imperial Beach <br> Redevelopment <br> Successor Agency (TAN)  |  |  |
| 4.000%, 06/01/38  | 260 | 265101 |
| Lower Tule River Irrigation <br> District (RB) Series A |  |  |
| 5.000%, 08/01/26  | 300 | 304353 |
| Mountain House Public <br> Financing Authority (RB) <br> (BAM) Series A |  |  |
| 4.000%, 12/01/29  | 165 | 172668 |
| San Francisco City & <br> County Airport <br> Comm-San Francisco <br> International Airport (RB) <br> Series 2020-B |  |  |
| 4.000%, 05/01/40  | 210 | 212085 |
| State of California (GO)  |  |  |
| 5.000%, 08/01/35  | 2500 | 2535573 |
| Ukiah Public Financing <br> Authority (RB)  |  |  |
| 4.000%, 04/01/28  | 475 | 489633 |
| Victor Valley Transit <br> Authority (COP)  |  |  |
| 3.000%, 07/01/37  | 225 | 205855 |
| Washington Township <br> Health Care District (RB) <br> Series A |  |  |
| 4.000%, 07/01/33  | 100 | 102003 |
| TOTAL CALIFORNIA |  | 6849162 |
| COLORADO — (1.0%) | COLORADO — (1.0%) | COLORADO — (1.0%) |
| Cherokee Metropolitan <br> District (RB) (BAM)  |  |  |
| 4.000%, 08/01/34  | 175 | 183230 |
| Colorado Health Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 11/01/30  | 595 | 641155 |
| Colorado Health Facilities <br> Authority (RB) <br> Series A-1 |  |  |
| 4.000%, 08/01/37  | 350 | 352162 |
| Colorado Health Facilities <br> Authority (RB) <br> Series A-2 |  |  |
| 5.000%, 08/01/35  | 960 | 1014219 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| COLORADO — (Continued) | COLORADO — (Continued) | COLORADO — (Continued) |
| Denver Health & Hospital <br> Authority (COP)  |  |  |
| 5.000%, 12/01/30  | 325 | $341833 |
| Denver Health & Hospital <br> Authority (RB) Series A |  |  |
| 5.000%, 12/01/33  | 1090 | 1153226 |
| E-470 Public Highway <br> Authority (RB) Series A |  |  |
| 5.000%, 09/01/34  | 220 | 240720 |
| 5.000%, 09/01/36  | 300 | 324888 |
| Flying Horse Metropolitan <br> District No. 2 (GO) (AG) <br> Series A |  |  |
| 4.000%, 12/01/40  | 430 | 434231 |
| Fossil Ridge Metropolitan <br> District No. 3 (GO) <br> (BAM)  |  |  |
| 5.000%, 12/01/29  | 280 | 301515 |
| South Suburban Park & <br> Recreation District <br> (COP)  |  |  |
| 5.000%, 12/15/31  | 280 | 297894 |
| Upper Eagle Regional <br> Water Authority (RB) <br> (AG)  |  |  |
| 5.000%, 12/01/29  | 125 | 136159 |
| TOTAL COLORADO |  | 5421232 |
| CONNECTICUT — (1.1%) | CONNECTICUT — (1.1%) | CONNECTICUT — (1.1%) |
| City of Bridgeport (GO) <br> Series A |  |  |
| 5.000%, 06/01/32  | 355 | 387940 |
| City of Bridgeport (GO) <br> Series B |  |  |
| 5.000%, 08/15/26  | 500 | 508691 |
| City of New Haven (GO) <br> Series A |  |  |
| 5.000%, 08/01/29  | 595 | 640504 |
| Connecticut State Health & <br> Educational Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 07/01/34  | 805 | 860976 |
| State of Connecticut (GO) <br> Series A |  |  |
| 4.000%, 04/15/38  | 500 | 506024 |
| State of Connecticut <br> Special Tax Revenue <br> (RB) Series A |  |  |
| 5.000%, 05/01/35  | 550 | 609287 |
| 4.000%, 09/01/36  | 1600 | 1603573 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CONNECTICUT — (Continued) | CONNECTICUT — (Continued) | CONNECTICUT — (Continued) |
| 5.000%, 05/01/38  | 500 | $537614 |
| TOTAL CONNECTICUT |  | 5654609 |
| DELAWARE — (0.0%) | DELAWARE — (0.0%) | DELAWARE — (0.0%) |
| Delaware Municipal <br> Electric Corp. (RB)  |  |  |
| 5.000%, 07/01/29  | 150 | 161510 |
| DISTRICT OF COLUMBIA — (2.3%) | DISTRICT OF COLUMBIA — (2.3%) | DISTRICT OF COLUMBIA — (2.3%) |
| District of Columbia (RB)  |  |  |
| 5.000%, 04/01/26  | 185 | 186443 |
| 5.000%, 07/15/33  | 1410 | 1415536 |
| District of Columbia (GO) <br> Series D |  |  |
| 5.000%, 06/01/36  | 1660 | 1685918 |
| District of Columbia (GO) <br> Series A |  |  |
| 5.000%, 06/01/33  | 2800 | 2829902 |
| 4.000%, 10/15/39  | 1610 | 1625892 |
| District of Columbia (GO) <br> Series D |  |  |
| 5.000%, 06/01/38  | 1080 | 1109774 |
| Metropolitan Washington <br> Airports Authority Dulles <br> Toll Road Revenue (RB) <br> Series A |  |  |
| 5.000%, 10/01/32  | 750 | 796313 |
| Washington Metropolitan <br> Area Transit Authority <br> (RB)  |  |  |
| 5.000%, 07/01/31  | 660 | 683397 |
| 5.000%, 07/01/38  | 1585 | 1623855 |
| TOTAL DISTRICT OF <br> COLUMBIA |  | 11957030 |
| FLORIDA — (13.0%) | FLORIDA — (13.0%) | FLORIDA — (13.0%) |
| Brevard County Health <br> Facilities Authority (RB) <br> Series A |  |  |
| 5.000%, 04/01/41  | 1500 | 1575744 |
| Brevard County School <br> District (COP) Series A |  |  |
| 5.000%, 07/01/26  | 2000 | 2030972 |
| Central Florida Expressway <br> Authority (RB) (AG)  |  |  |
| 4.000%, 07/01/34  | 250 | 264964 |
| Central Florida Expressway <br> Authority (RB) Series A |  |  |
| 4.000%, 07/01/37  | 545 | 546357 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| Central Florida Expressway <br> Authority (RB) Series D |  |  |
| 5.000%, 07/01/32  | 280 | $311446 |
| Central Florida Tourism <br> Oversight District Utility <br> Revenue (RB) <br> Series 2018-1 |  |  |
| 5.000%, 10/01/29  | 400 | 427860 |
| 5.000%, 10/01/37  | 400 | 420482 |
| City of Hollywood Water & <br> Sewer Revenue (RB)  |  |  |
| 5.000%, 10/01/28  | 250 | 267427 |
| City of Jacksonville (RB)  |  |  |
| 5.000%, 10/01/27  | 1015 | 1060940 |
| 5.000%, 10/01/28  | 1010 | 1077473 |
| City of Orlando Tourist <br> Development Tax <br> Revenue (RB) (AG) <br> Series A |  |  |
| 5.000%, 11/01/25  | 800 | 800000 |
| City of South Miami Health <br> Facilities Authority, Inc. <br> (RB)  |  |  |
| 5.000%, 08/15/32  | 550 | 569611 |
| County of Broward Tourist <br> Development Tax <br> Revenue (RB)  |  |  |
| 4.000%, 09/01/38  | 1035 | 1060982 |
| County of Hillsborough <br> Wastewater Impact Fee <br> (RB)  |  |  |
| 5.000%, 05/01/34  | 750 | 819114 |
| County of Miami-Dade <br> (GO) Series A |  |  |
| 5.000%, 07/01/26  | 260 | 263837 |
| 5.000%, 07/01/27  | 290 | 301187 |
| County of Miami-Dade <br> Aviation Revenue (RB)  |  |  |
| 5.000%, 10/01/30  | 885 | 902157 |
| County of Miami-Dade <br> Seaport Department <br> (RB) Series B |  |  |
| 5.000%, 10/01/37  | 895 | 966230 |
| County of Miami-Dade <br> Transit System (RB)  |  |  |
| 5.000%, 07/01/26  | 2000 | 2030442 |
| County of Miami-Dade <br> Water & Sewer System <br> Revenue (RB)  |  |  |
| 5.000%, 10/01/26  | 2685 | 2696393 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| County of Seminole Water <br> & Sewer Revenue (RB) <br> Series A |  |  |
| 5.000%, 10/01/28  | 510 | $544070 |
| Duval County Public <br> Schools (COP) (AG) <br> Series A |  |  |
| 5.000%, 07/01/27  | 365 | 379020 |
| Florida Development <br> Finance Corp. (RB)  |  |  |
| 5.000%, 11/15/29  | 160 | 172454 |
| Florida Development <br> Finance Corp. (RB) <br> Series A |  |  |
| 5.000%, 08/01/43  | 640 | 664719 |
| Florida Municipal Power <br> Agency (RB) Series A |  |  |
| 5.000%, 10/01/27  | 280 | 291846 |
| 5.000%, 10/01/28  | 325 | 345959 |
| Hillsborough County <br> School Board (COP)  |  |  |
| 5.000%, 07/01/30  | 685 | 727504 |
| Hillsborough County <br> School Board (COP) <br> Series A |  |  |
| 5.000%, 07/01/26  | 670 | 670966 |
| Hillsborough County <br> School Board (COP) <br> Series B |  |  |
| 5.000%, 07/01/28  | 895 | 928491 |
| Manatee County School <br> District (COP) (AG) <br> Series 2025A |  |  |
| 5.000%, 07/01/44  | 2895 | 3088145 |
| Marion County School <br> Board (COP) (AG)  |  |  |
| 5.000%, 06/01/42  | 1000 | 1083955 |
| 5.000%, 06/01/43  | 1000 | 1075122 |
| Miami Beach <br> Redevelopment Agency <br> (TAN) (AG)  |  |  |
| 5.000%, 02/01/27  | 125 | 128187 |
| 5.000%, 02/01/28  | 415 | 434214 |
| Miami-Dade County <br> Educational Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 04/01/33  | 450 | 471747 |
| 5.000%, 04/01/44  | 2250 | 2391077 |
| Miami-Dade County <br> Expressway Authority <br> (RB) Series A |  |  |
| 5.000%, 07/01/33  | 530 | 535066 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| North Broward Hospital <br> District (RB) Series B |  |  |
| 5.000%, 01/01/35  | 290 | $297335 |
| Orange County Health <br> Facilities Authority (RB) <br> Series 2025A |  |  |
| 5.000%, 10/01/44  | 1415 | 1501371 |
| Orange County Health <br> Facilities Authority (RB) <br> Series A |  |  |
| 5.000%, 10/01/42  | 500 | 533559 |
| Orlando Utilities <br> Commission (RB) <br> Series A |  |  |
| 4.000%, 10/01/32  | 3220 | 3262726 |
| 5.000%, 10/01/44  | 2810 | 3023409 |
| Palm Beach County School <br> District (COP) Series A |  |  |
| 5.000%, 08/01/27  | 500 | 519255 |
| Polk County School District <br> (COP) Series A |  |  |
| 5.000%, 01/01/28  | 710 | 744409 |
| School Board of <br> Miami-Dade County <br> (GO)  |  |  |
| 4.000%, 01/07/26  | 5000 | 5009293 |
| 5.000%, 03/15/39  | 1345 | 1351465 |
| School District of Broward <br> County (RN)  |  |  |
| 4.000%, 06/25/26  | 2000 | 2016318 |
| School District of Broward <br> County (COP) (AG) <br> Series A |  |  |
| 5.000%, 07/01/26  | 2000 | 2028197 |
| School District of Broward <br> County (COP) Series A |  |  |
| 5.000%, 07/01/32  | 745 | 753832 |
| South Florida Water <br> Management District <br> (COP)  |  |  |
| 3.000%, 10/01/31  | 450 | 450023 |
| 5.000%, 10/01/36  | 1780 | 1788182 |
| State of Florida (GO) <br> Series A |  |  |
| 4.000%, 07/01/35  | 2175 | 2233178 |
| 4.000%, 07/01/38  | 1650 | 1679221 |
| State of Florida <br> Department of <br> Transportation Turnpike <br> System Revenue (RB) <br> Series A |  |  |
| 4.000%, 07/01/39  | 2500 | 2528394 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| State of Florida <br> Department of <br> Transportation Turnpike <br> System Revenue (RB) <br> Series D |  |  |
| 5.000%, 07/01/37  | 4030 | $4693193 |
| Volusia County School <br> Board (COP) Series A |  |  |
| 5.000%, 08/01/30  | 500 | 550843 |
| West Palm Beach <br> Community <br> Redevelopment Agency <br> (TAN)  |  |  |
| 5.000%, 03/01/28  | 275 | 275492 |
| TOTAL FLORIDA |  | 67565855 |
| GEORGIA — (0.6%) | GEORGIA — (0.6%) | GEORGIA — (0.6%) |
| Board of Water Light & <br> Sinking Fund <br> Commissioners of The <br> City of Dalton (RB)  |  |  |
| 5.000%, 03/01/26  | 100 | 100555 |
| 5.000%, 03/01/29  | 250 | 256642 |
| Brookhaven Development <br> Authority (RB) Series A |  |  |
| 5.000%, 07/01/34  | 275 | 295456 |
| City of Atlanta Department <br> of Aviation (RB) Series E |  |  |
| 5.000%, 07/01/34  | 375 | 402742 |
| Cobb County Kennestone <br> Hospital Authority (RB) <br> Series A |  |  |
| 5.000%, 04/01/37  | 790 | 805668 |
| Development Authority for <br> Fulton County (RB) <br> Series A |  |  |
| 5.000%, 10/01/30  | 425 | 459074 |
| Municipal Electric Authority <br> of Georgia (RB) Series A |  |  |
| 5.000%, 11/01/27  | 100 | 104564 |
| Paulding County Hospital <br> Authority (RB) Series A |  |  |
| 4.000%, 04/01/41  | 170 | 166593 |
| Private Colleges & <br> Universities Authority <br> (RB)  |  |  |
| 5.000%, 10/01/27  | 260 | 269665 |
| 5.000%, 10/01/28  | 170 | 179399 |
| TOTAL GEORGIA |  | 3040358 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| HAWAII — (0.3%) | HAWAII — (0.3%) | HAWAII — (0.3%) |
| State of Hawaii Airports <br> System Revenue (RB) <br> Series D |  |  |
| 5.000%, 07/01/29  | 315 | $341722 |
| 4.000%, 07/01/39  | 700 | 707887 |
| University of Hawaii (RB) <br> Series B |  |  |
| 3.000%, 10/01/31  | 510 | 506734 |
| TOTAL HAWAII |  | 1556343 |
| IDAHO — (0.4%) | IDAHO — (0.4%) | IDAHO — (0.4%) |
| Idaho Health Facilities <br> Authority (RB) <br> Series 2025A |  |  |
| 5.000%, 03/01/44  | 1300 | 1392410 |
| Idaho Health Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 03/01/37  | 440 | 462187 |
| TOTAL IDAHO |  | 1854597 |
| ILLINOIS — (5.8%) | ILLINOIS — (5.8%) | ILLINOIS — (5.8%) |
| Chicago O'Hare <br> International Airport (RB) <br> Series A |  |  |
| 5.000%, 01/01/31  | 275 | 299170 |
| Chicago O'Hare <br> International Airport (RB) <br> Series C |  |  |
| 5.000%, 01/01/38  | 1945 | 1948481 |
| Chicago O'Hare <br> International Airport (RB) <br> Series D |  |  |
| 5.000%, 01/01/41  | 1045 | 1113040 |
| Chicago Park District (GO) <br> Series A |  |  |
| 5.000%, 01/01/43  | 100 | 105240 |
| 5.000%, 01/01/44  | 200 | 209132 |
| Chicago Transit Authority <br> Capital Grant Receipts <br> Revenue (RB)  |  |  |
| 5.000%, 06/01/28 | 1825 | 1910917 |
| 5.000%, 06/01/29  | 1415 | 1508008 |
| Chicago Transit Authority <br> Sales Tax Receipts Fund <br> (RB) Series A |  |  |
| 5.000%, 12/01/44  | 750 | 782104 |
| Cook County Community <br> Consolidated School <br> District No. 34 Glenview <br> (GO)  |  |  |
| 5.000%, 12/01/25  | 1000 | 1001599 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) |
| Cook County Community <br> High School District No. <br> 218 Oak Lawn (GO)  | Cook County Community <br> High School District No. <br> 218 Oak Lawn (GO)  |  |  |
|  | 5.000%, 12/01/28  | 215 | $228853 |
| Cook County High School <br> District No. 202 <br> Evanston Township (GO)  | Cook County High School <br> District No. 202 <br> Evanston Township (GO)  |  |  |
|  | 5.000%, 12/01/27  | 1000 | 1001696 |
| County of Cook (GO)  | County of Cook (GO)  |  |  |
|  | 5.000%, 11/15/34  | 280 | 283307 |
|  | 5.000%, 11/15/35  | 450 | 454722 |
| County of Cook Sales Tax <br> Revenue (RB) Series A | County of Cook Sales Tax <br> Revenue (RB) Series A |  |  |
|  | 5.000%, 11/15/29  | 155 | 168690 |
|  | 4.000%, 11/15/39  | 135 | 134230 |
|  | 5.000%, 11/15/42  | 1255 | 1334466 |
| Elmhurst Park District (GO)  | Elmhurst Park District (GO)  |  |  |
|  | 5.000%, 12/15/42  | 230 | 248445 |
|  | 5.000%, 12/15/44  | 1000 | 1064562 |
| Grundy & Will Counties <br> Community Unit School <br> District No. 1 Coal City <br> (GO)  | Grundy & Will Counties <br> Community Unit School <br> District No. 1 Coal City <br> (GO)  |  |  |
| ¤ | 5.000%, 02/01/27 <br> (Pre-refunded @ <br> $100, 2/1/26)<br>| 160 | 160799 |
|  | 5.000%, 02/01/27  | 415 | 417283 |
| Illinois Finance Authority <br> (RB) Series A | Illinois Finance Authority <br> (RB) Series A |  |  |
|  | 5.000%, 08/15/26  | 740 | 751037 |
|  | 5.000%, 08/15/35  | 665 | 726681 |
| Illinois Finance Authority <br> (RB) Series C | Illinois Finance Authority <br> (RB) Series C |  |  |
|  | 5.000%, 02/15/30  | 915 | 938929 |
|  | 5.000%, 02/15/31  | 645 | 661675 |
| ¤ | 4.000%, 02/15/33 <br> (Pre-refunded @ <br> $100, 2/15/27)<br>| 435 | 442600 |
|  | 4.000%, 02/15/33  | 175 | 176721 |
| Illinois Municipal Electric <br> Agency (RB) Series A | Illinois Municipal Electric <br> Agency (RB) Series A |  |  |
|  | 5.000%, 02/01/27  | 700 | 719263 |
| Illinois State Toll Highway <br> Authority (RB) Series A | Illinois State Toll Highway <br> Authority (RB) Series A |  |  |
|  | 4.000%, 01/01/39  | 250 | 252004 |
|  | 5.000%, 01/01/39  | 1030 | 1060273 |
| Illinois State Toll Highway <br> Authority (RB) Series B | Illinois State Toll Highway <br> Authority (RB) Series B |  |  |
|  | 5.000%, 01/01/36  | 2000 | 2005185 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) |
| Kane Cook & DuPage etc. <br> Counties Community <br> College District No. 509 <br> Elgin (GO)  | Kane Cook & DuPage etc. <br> Counties Community <br> College District No. 509 <br> Elgin (GO)  |  |  |
|  | 4.000%, 12/15/41  | 1000 | $1008517 |
| Kane Cook & DuPage etc. <br> Counties Community <br> College District No. 509 <br> Elgin (GO) Series B | Kane Cook & DuPage etc. <br> Counties Community <br> College District No. 509 <br> Elgin (GO) Series B |  |  |
|  | 4.000%, 12/15/26  | 505 | 512336 |
| Knox & Warren Counties <br> Community Unit School <br> District No. 205 <br> Galesburg (GO) (BAM) <br> Series B | Knox & Warren Counties <br> Community Unit School <br> District No. 205 <br> Galesburg (GO) (BAM) <br> Series B |  |  |
|  | 4.000%, 01/01/27  | 500 | 505620 |
| Metropolitan Water <br> Reclamation District of <br> Greater Chicago (GO) <br> Series A | Metropolitan Water <br> Reclamation District of <br> Greater Chicago (GO) <br> Series A |  |  |
|  | 5.000%, 12/01/44  | 750 | 802949 |
| Sales Tax Securitization <br> Corp. (RB) Series A | Sales Tax Securitization <br> Corp. (RB) Series A |  |  |
|  | 5.000%, 01/01/44  | 800 | 850471 |
| State of Illinois (GO)  | State of Illinois (GO)  |  |  |
|  | 5.500%, 01/01/30  | 1085 | 1195501 |
|  | 4.000%, 06/01/37  | 100 | 100030 |
| State of Illinois (GO) <br> Series A | State of Illinois (GO) <br> Series A |  |  |
|  | 5.000%, 11/01/25  | 540 | 540000 |
| State of Illinois (GO) <br> Series D | State of Illinois (GO) <br> Series D |  |  |
|  | 5.000%, 11/01/27  | 1250 | 1300086 |
| Village of Schaumburg <br> (GO) Series A | Village of Schaumburg <br> (GO) Series A |  |  |
|  | 4.000%, 12/01/26  | 510 | 517247 |
| Will County Community <br> Unit School District No. <br> 201-U Crete-Monee <br> (GO) (AG)  | Will County Community <br> Unit School District No. <br> 201-U Crete-Monee <br> (GO) (AG)  |  |  |
|  | 5.000%, 01/01/27  | 245 | 245728 |
| Will County Community <br> Unit School District No. <br> 201-U Crete-Monee <br> (GO) (AG) Series B | Will County Community <br> Unit School District No. <br> 201-U Crete-Monee <br> (GO) (AG) Series B |  |  |
| ¤ | 5.000%, <br> 01/01/27(Pre-refunded <br> @ $100, 1/1/26)<br>| 300 | 301051 |
| TOTAL ILLINOIS | TOTAL ILLINOIS |  | 29988648 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| INDIANA — (1.2%) | INDIANA — (1.2%) | INDIANA — (1.2%) |
| Ball State University (RB) <br> Series R |  |  |
| 5.000%, 07/01/29  | 460 | $476869 |
| City of Hobart (GO) (ST <br> INTERCEPT) Series B |  |  |
| 3.000%, 01/01/26  | 300 | 299526 |
| East Allen Multi School <br> Building Corp. (RB) (ST <br> INTERCEPT)  |  |  |
| 5.000%, 01/15/28  | 125 | 131088 |
| Indiana Finance Authority <br> (RB) Series A |  |  |
| 5.000%, 07/01/29  | 400 | 425127 |
| 4.000%, 02/01/34  | 750 | 790511 |
| 5.000%, 10/01/41  | 510 | 554560 |
| Indiana Finance Authority <br> (RB) Series C |  |  |
| 5.000%, 10/01/42  | 760 | 827591 |
| Indiana Municipal Power <br> Agency (RB) Series A |  |  |
| 4.000%, 01/01/39  | 1595 | 1603091 |
| Indiana State University <br> (RB) Series T |  |  |
| 4.000%, 10/01/39  | 110 | 111105 |
| Indiana University (RB) <br> Series A |  |  |
| 4.000%, 06/01/35  | 875 | 875436 |
| Muncie Sanitary District <br> (RB) (AG) Series A |  |  |
| 5.000%, 07/01/27  | 350 | 361536 |
| TOTAL INDIANA |  | 6456440 |
| KANSAS — (0.8%) | KANSAS — (0.8%) | KANSAS — (0.8%) |
| City of Lawrence (GO) <br> Series I |  |  |
| 4.000%, 05/01/26  | 3000 | 3016702 |
| City of Olathe (GO) <br> Series A |  |  |
| 5.000%, 09/01/26  | 1000 | 1017264 |
| TOTAL KANSAS |  | 4033966 |
| KENTUCKY — (1.0%) | KENTUCKY — (1.0%) | KENTUCKY — (1.0%) |
| Campbell Kenton & Boone <br> Counties Sanitation <br> District No. 1 (RB)  |  |  |
| 2.000%, 08/01/30  | 300 | 280042 |
| City of Hazard (RB)  |  |  |
| 5.000%, 07/01/29  | 1000 | 1057849 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| KENTUCKY — (Continued) | KENTUCKY — (Continued) | KENTUCKY — (Continued) |
| Eastern Kentucky <br> University (RB) (BAM ST <br> INTERCEPT) Series A |  |  |
| 5.000%, 04/01/38  | 680 | $744429 |
| Kentucky State Property & <br> Building Commission <br> (RB)  |  |  |
| 5.000%, 05/01/36  | 500 | 522407 |
| Kentucky State Property & <br> Building Commission <br> (RB) Series A |  |  |
| 5.000%, 11/01/29  | 545 | 581082 |
| Louisville/Jefferson County <br> Metropolitan <br> Government (RB) <br> Series A |  |  |
| 5.000%, 10/01/26  | 1240 | 1260725 |
| University of Louisville <br> (RB) (BAM ST <br> INTERCEPT) Series B |  |  |
| 4.000%, 09/01/30  | 400 | 417103 |
| University of Louisville <br> (RB) (ST INTERCEPT) <br> Series C |  |  |
| 4.000%, 09/01/26  | 400 | 401408 |
| TOTAL KENTUCKY |  | 5265045 |
| LOUISIANA — (0.7%) | LOUISIANA — (0.7%) | LOUISIANA — (0.7%) |
| City of New Orleans (GO)  |  |  |
| 5.000%, 12/01/30  | 1000 | 1107380 |
| City of New Orleans <br> Sewerage Service <br> Revenue (RB) Series B |  |  |
| 5.000%, 06/01/28  | 140 | 146960 |
| City of New Orleans Water <br> System Revenue (RB)  |  |  |
| 5.000%, 12/01/28  | 335 | 335489 |
| Lafourche Parish School <br> Board (GO)  |  |  |
| 5.000%, 03/01/28  | 645 | 675711 |
| 5.000%, 03/01/29  | 40 | 42633 |
| Louisiana Public Facilities <br> Authority (RB) <br> Series 2025-A |  |  |
| 5.000%, 05/15/30  | 500 | 539920 |
| Louisiana Public Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 05/15/31  | 250 | 270169 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| LOUISIANA — (Continued) | LOUISIANA — (Continued) | LOUISIANA — (Continued) |
| Louisiana Stadium & <br> Exposition District (RB) <br> Series A |  |  |
| 5.000%, 07/01/38  | 200 | $221173 |
| Tangipahoa Parish Hospital <br> Service District No. 1 <br> (RB)  |  |  |
| 5.000%, 02/01/29  | 505 | 530562 |
| TOTAL LOUISIANA |  | 3869997 |
| MAINE — (0.1%) | MAINE — (0.1%) | MAINE — (0.1%) |
| City of Portland General <br> Airport Revenue (RB)  |  |  |
| 5.000%, 01/01/27  | 235 | 235676 |
| MARYLAND — (0.8%) | MARYLAND — (0.8%) | MARYLAND — (0.8%) |
| Maryland Health & Higher <br> Educational Facilities <br> Authority (RB) (AG)  |  |  |
| 5.000%, 07/01/43  | 340 | 365702 |
| Maryland Health & Higher <br> Educational Facilities <br> Authority (RB) <br> Series 2025A |  |  |
| 5.000%, 07/01/42  | 365 | 395503 |
| Maryland Health & Higher <br> Educational Facilities <br> Authority (RB) Series B |  |  |
| 4.000%, 01/01/35  | 1000 | 1009323 |
| Washington Suburban <br> Sanitary Commission <br> (RB)  |  |  |
| 4.000%, 06/01/41  | 1075 | 1082081 |
| Washington Suburban <br> Sanitary Commission <br> (RB) Series 2ND |  |  |
| 4.000%, 06/01/41  | 1300 | 1303075 |
| TOTAL MARYLAND |  | 4155684 |
| MASSACHUSETTS — (3.5%) | MASSACHUSETTS — (3.5%) | MASSACHUSETTS — (3.5%) |
| City of Peabody (GO)  |  |  |
| 4.000%, 07/10/26  | 1500 | 1512527 |
| City of Quincy (GO)  |  |  |
| 5.000%, 07/24/26  | 2312 | 2347103 |
| Commonwealth of <br> Massachusetts (GO) <br> Series A |  |  |
| 5.000%, 01/01/43  | 3900 | 3981560 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) |
| Commonwealth of <br> Massachusetts (GO) <br> Series D |  |  |
| 4.000%, 02/01/37  | 1280 | $1287466 |
| 4.000%, 05/01/39  | 815 | 820907 |
| Commonwealth of <br> Massachusetts <br> Transportation Fund <br> Revenue (RB) Series A |  |  |
| 5.000%, 06/01/41  | 2000 | 2052422 |
| Massachusetts <br> Development Finance <br> Agency (RB) (AG)  |  |  |
| 5.000%, 07/01/27  | 300 | 310106 |
| Massachusetts <br> Development Finance <br> Agency (RB) Series A |  |  |
| 4.000%, 07/15/36  | 2000 | 1994775 |
| Massachusetts <br> Development Finance <br> Agency (RB) Series G |  |  |
| 5.000%, 07/01/33  | 325 | 355424 |
| 5.000%, 07/01/38  | 1035 | 1100350 |
| Massachusetts <br> Development Finance <br> Agency (RB) Series I |  |  |
| 5.000%, 07/01/29  | 1060 | 1074747 |
| 5.000%, 10/01/29  | 150 | 161499 |
| Massachusetts <br> Development Finance <br> Agency (RB) Series K |  |  |
| 5.000%, 07/01/30  | 775 | 832746 |
| Massachusetts <br> Development Finance <br> Agency (RB) Series N-1 |  |  |
| 5.000%, 07/01/44  | 525 | 544315 |
| TOTAL <br> MASSACHUSETTS |  | 18375947 |
| MICHIGAN — (2.7%) | MICHIGAN — (2.7%) | MICHIGAN — (2.7%) |
| Central Michigan University <br> (RB)  |  |  |
| 4.000%, 10/01/35  | 450 | 466547 |
| 4.000%, 10/01/36  | 470 | 483781 |
| Chippewa Valley Schools <br> (GO) (Q-SBLF)  |  |  |
| 5.000%, 05/01/26  | 385 | 389311 |
| City of Dearborn Heights <br> (GO) (BAM)  |  |  |
| 3.000%, 05/01/27  | 855 | 855810 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MICHIGAN — (Continued) | MICHIGAN — (Continued) | MICHIGAN — (Continued) |
| City of Saginaw Water <br> Supply System Revenue <br> (RB) (AG)  |  |  |
| 4.000%, 07/01/29  | 510 | $527292 |
| Eastern Michigan <br> University (RB) (BAM) <br> Series A |  |  |
| 5.000%, 03/01/31  | 645 | 661478 |
| 4.000%, 03/01/34  | 320 | 323030 |
| Farmington Public School <br> District (GO) (BAM)  |  |  |
| 3.375%, 05/01/34  | 250 | 251382 |
| Ferris State University (RB)  |  |  |
| 5.000%, 10/01/27  | 550 | 560731 |
| Grand Traverse County <br> Hospital Finance <br> Authority (RB)  |  |  |
| 5.000%, 07/01/29  | 240 | 257741 |
| Karegnondi Water Authority <br> (RB)  |  |  |
| 5.000%, 11/01/29  | 535 | 557833 |
| Michigan Finance Authority <br> (RB)  |  |  |
| 5.000%, 11/15/27  | 1375 | 1405100 |
| 4.000%, 11/15/35  | 295 | 295570 |
| 5.000%, 11/15/37  | 1485 | 1507765 |
| Michigan Finance Authority <br> (RB) Series 2013-2 |  |  |
| 4.000%, 12/01/35  | 1975 | 2007386 |
| Michigan Finance Authority <br> (RB) Series 2016MI |  |  |
| 5.000%, 12/01/34  | 1915 | 1935200 |
| Michigan Finance Authority <br> (RB) Series A-MI |  |  |
| 5.000%, 12/01/35  | 755 | 781904 |
| Wayne County Airport <br> Authority (RB) Series A |  |  |
| 5.000%, 12/01/40  | 500 | 535417 |
| TOTAL MICHIGAN |  | 13803278 |
| MINNESOTA — (0.1%) | MINNESOTA — (0.1%) | MINNESOTA — (0.1%) |
| Plymouth Intermediate <br> District No. 287 (COP) <br> Series A |  |  |
| 5.000%, 02/01/30  | 230 | 237190 |
| Southern Minnesota <br> Municipal Power Agency <br> (RB) Series A |  |  |
| 5.000%, 01/01/35  | 75 | 75251 |
| TOTAL MINNESOTA |  | 312441 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MISSISSIPPI — (0.4%) | MISSISSIPPI — (0.4%) | MISSISSIPPI — (0.4%) |
| Mississippi Development <br> Bank (RB) Series A |  |  |
| 5.000%, 04/01/28  | 635 | $639812 |
| State of Mississippi (GO) <br> Series C |  |  |
| 4.000%, 10/01/37  | 1500 | 1516299 |
| TOTAL MISSISSIPPI |  | 2156111 |
| MISSOURI — (0.9%) | MISSOURI — (0.9%) | MISSOURI — (0.9%) |
| City of St. Charles (COP) <br> Series B |  |  |
| 3.000%, 02/01/37  | 440 | 415069 |
| Health & Educational <br> Facilities Authority of the <br> State of Missouri (RB) <br> Series A |  |  |
| 5.000%, 11/15/29  | 500 | 534497 |
| 4.000%, 07/01/34  | 535 | 560228 |
| 5.000%, 11/15/38  | 1070 | 1117053 |
| Health & Educational <br> Facilities Authority of the <br> State of Missouri (RB) <br> Series B |  |  |
| 5.000%, 11/15/26  | 205 | 209092 |
| Jefferson County <br> Consolidated School <br> District No. 6 (GO) <br> Series A |  |  |
| 3.000%, 03/01/34  | 140 | 138648 |
| Kansas City Industrial <br> Development Authority <br> (RB) Series B |  |  |
| 5.000%, 03/01/30  | 15 | 16369 |
| 5.000%, 03/01/33  | 450 | 489409 |
| Stone County Reorganized <br> School District No. 4 <br> Reeds Spring (GO)  |  |  |
| 4.000%, 03/01/34  | 1195 | 1198372 |
| University City School <br> District (GO)  |  |  |
| 5.000%, 02/15/26  | 175 | 175983 |
| TOTAL MISSOURI |  | 4854720 |
| MONTANA — (0.1%) | MONTANA — (0.1%) | MONTANA — (0.1%) |
| Montana Facility Finance <br> Authority (RB) Series A |  |  |
| 4.000%, 06/01/35  | 500 | 512116 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEBRASKA — (0.5%) | NEBRASKA — (0.5%) | NEBRASKA — (0.5%) |
| Public Power Generation <br> Agency (RB)  |  |  |
| 5.000%, 01/01/37  | 1500 | $1513269 |
| 5.000%, 01/01/41  | 1000 | 1007279 |
| TOTAL NEBRASKA |  | 2520548 |
| NEVADA — (1.9%) | NEVADA — (1.9%) | NEVADA — (1.9%) |
| City of North Las Vegas <br> (GO) (BAM)  |  |  |
| 5.000%, 06/01/28  | 560 | 593116 |
| Clark County School <br> District (GO) Series A |  |  |
| 5.000%, 06/15/28  | 615 | 637544 |
| Clark County School <br> District (GO) (AG) <br> Series A |  |  |
| 4.000%, 06/15/40  | 395 | 396237 |
| Clark County Water <br> Reclamation District <br> (GO)  |  |  |
| 4.000%, 07/01/33  | 3540 | 3563582 |
| County of Clark (GO) <br> Series C |  |  |
| 4.000%, 07/01/32  | 1340 | 1362213 |
| County of Clark <br> Department of Aviation <br> (RB) Series B |  |  |
| 5.000%, 07/01/32  | 455 | 489851 |
| 5.000%, 07/01/40  | 500 | 522776 |
| County of Clark Passenger <br> Facility Charge Revenue <br> (RB) Series E |  |  |
| 5.000%, 07/01/32  | 320 | 344511 |
| Las Vegas Convention & <br> Visitors Authority (RB) <br> Series A |  |  |
| 5.000%, 07/01/40  | 365 | 398587 |
| Las Vegas Convention & <br> Visitors Authority (RB) <br> Series C |  |  |
| 4.000%, 07/01/35  | 1345 | 1350624 |
| Nevada System of Higher <br> Education (RB)  |  |  |
| 3.000%, 07/01/32  | 275 | 273214 |
| TOTAL NEVADA |  | 9932255 |
| NEW JERSEY — (2.4%) | NEW JERSEY — (2.4%) | NEW JERSEY — (2.4%) |
| City of Summit (GO)  |  |  |
| 4.000%, 07/16/26  | 495 | 499505 |
| City of Vineland (GO) (AG)  |  |  |
| 3.000%, 10/01/28  | 515 | 516127 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW JERSEY — (Continued) | NEW JERSEY — (Continued) | NEW JERSEY — (Continued) |
| Gloucester County <br> Improvement Authority <br> (RB) (BAM)  |  |  |
| 5.000%, 07/01/32  | 145 | $159611 |
| New Brunswick Parking <br> Authority (RB) (BAM)  |  |  |
| 5.000%, 09/01/27  | 325 | 325541 |
| New Jersey Educational <br> Facilities Authority (RB) <br> (AG) Series A |  |  |
| 5.000%, 07/01/33  | 300 | 310182 |
| New Jersey Educational <br> Facilities Authority (RB) <br> (AG) Series C |  |  |
| 5.000%, 07/01/28  | 100 | 105050 |
| New Jersey Health Care <br> Facilities Financing <br> Authority (RB)  |  |  |
| 5.000%, 07/01/28  | 155 | 156098 |
| New Jersey Transportation <br> Trust Fund Authority <br> (RB) Series AA |  |  |
| 5.000%, 06/15/31  | 700 | 783665 |
| New Jersey Turnpike <br> Authority (RB) Series G |  |  |
| 3.250%, 01/01/38  | 865 | 826965 |
| Passaic Valley Sewerage <br> Commission (RB) (AG) <br> Series J |  |  |
| 3.000%, 12/01/32  | 750 | 751207 |
| State of New Jersey (GO) <br> Series A |  |  |
| 4.000%, 06/01/31  | 345 | 369856 |
| Township of East <br> Brunswick (GO)  |  |  |
| 4.000%, 07/14/26  | 3600 | 3629471 |
| Township of Old Bridge <br> (GO)  |  |  |
| 4.000%, 09/09/26  | 825 | 833889 |
| Township of Voorhees <br> (GO) Series A |  |  |
| 4.000%, 09/17/26  | 1500 | 1515746 |
| Westfield School District <br> (GO)  |  |  |
| 4.000%, 09/03/26  | 1500 | 1515451 |
| TOTAL NEW JERSEY |  | 12298364 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW MEXICO — (0.3%) | NEW MEXICO — (0.3%) | NEW MEXICO — (0.3%) |
| New Mexico Hospital <br> Equipment Loan Council <br> (RB) Series A |  |  |
| 4.000%, 08/01/36  | 1785 | $1790388 |
| NEW YORK — (4.0%) | NEW YORK — (4.0%) | NEW YORK — (4.0%) |
| City of Auburn (GO)  |  |  |
| 4.000%, 08/13/26  | 1250 | 1261776 |
| City of North Tonawanda <br> (GO)  |  |  |
| 4.375%, 05/15/26  | 1000 | 1007069 |
| Harborfields Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 09/03/26  | 1900 | 1921457 |
| Holland Patent Central <br> School District (GO) (ST <br> AID WITHHLDG) <br> Series B |  |  |
| 4.000%, 07/15/26  | 1000 | 1007032 |
| Holley Central School <br> District (GO) (ST AID <br> WITHHLDG) Series A |  |  |
| 3.750%, 06/23/26  | 910 | 914977 |
| Metropolitan Transportation <br> Authority (RB) <br> Series C-1 |  |  |
| 5.250%, 11/15/29  | 825 | 825647 |
| 5.000%, 11/15/30  | 1015 | 1069783 |
| Monroe County Industrial <br> Development Corp. (RB)  |  |  |
| 5.000%, 07/01/27  | 150 | 154560 |
| Monroe County Industrial <br> Development Corp. (RB) <br> Series A |  |  |
| 5.000%, 12/01/25  | 715 | 715651 |
| 5.000%, 12/01/28  | 315 | 331934 |
| New York City Industrial <br> Development Agency <br> (RB) (AG) Series A |  |  |
| 3.000%, 01/01/33  | 500 | 494866 |
| New York Convention <br> Center Development <br> Corp. (RB)  |  |  |
| 5.000%, 11/15/35  | 1020 | 1021010 |
| New York State Dormitory <br> Authority (RB) Series A |  |  |
| 5.000%, 03/15/36  | 2000 | 2031741 |
| 5.000%, 03/15/42  | 1995 | 2050135 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| North Syracuse Central <br> School District (GO) (ST <br> AID WITHHLDG) <br> Series A |  |  |
| 4.000%, 07/31/26  | 2500 | $2521144 |
| South Orangetown Central <br> School District (GO) (ST <br> AID WITHHLDG) <br> Series B |  |  |
| 4.000%, 08/05/26  | 1900 | 1917489 |
| Southampton Union Free <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.000%, 06/25/26  | 1250 | 1260402 |
| TOTAL NEW YORK |  | 20506673 |
| NORTH CAROLINA — (1.7%) | NORTH CAROLINA — (1.7%) | NORTH CAROLINA — (1.7%) |
| Charlotte-Mecklenburg <br> Hospital Authority (RB) <br> Series A |  |  |
| 5.000%, 01/15/38  | 1610 | 1614843 |
| Charlotte-Mecklenburg <br> Hospital Authority (RB) <br> Series G |  |  |
| 3.900%, 01/15/48  | 445 | 445000 |
| City of Charlotte Airport <br> Revenue (RB) Series A |  |  |
| 5.000%, 07/01/41  | 1460 | 1570751 |
| North Carolina Capital <br> Facilities Finance <br> Agency (RB)  |  |  |
| 4.000%, 05/01/34  | 490 | 502032 |
| North Carolina Medical <br> Care Commission (RB) <br> Series A |  |  |
| 5.000%, 06/01/26  | 680 | 688395 |
| North Carolina Municipal <br> Power Agency No. 1 <br> (RB) Series A |  |  |
| 5.000%, 01/01/29  | 425 | 455128 |
| 5.000%, 01/01/32  | 1000 | 1003132 |
| North Carolina Turnpike <br> Authority (RB) (AG)  |  |  |
| 5.000%, 01/01/38  | 1000 | 1042838 |
| 5.000%, 01/01/39  | 1415 | 1436110 |
| TOTAL NORTH <br> CAROLINA |  | 8758229 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NORTH DAKOTA — (0.2%) | NORTH DAKOTA — (0.2%) | NORTH DAKOTA — (0.2%) |
| City of Fargo (GO) <br> Series H |  |  |
| 4.000%, 05/01/43  | 1000 | $1000562 |
| City of Grand Forks (RB)  |  |  |
| 5.000%, 12/01/29  | 250 | 262886 |
| TOTAL NORTH DAKOTA |  | 1263448 |
| OHIO — (1.3%) | OHIO — (1.3%) | OHIO — (1.3%) |
| American Municipal Power, <br> Inc. (RB) Series A |  |  |
| 5.000%, 02/15/29  | 255 | 268130 |
| City of Mansfield (GO) <br> (BAM)  |  |  |
| 5.000%, 12/01/25  | 190 | 190258 |
| Cleveland Municipal <br> School District (GO) (SD <br> CRED PROG)  |  |  |
| 5.000%, 12/01/25  | 715 | 716098 |
| Cleveland State University <br> (RB) (BAM) Series C |  |  |
| 5.000%, 06/01/28  | 500 | 527174 |
| County of Allen Hospital <br> Facilities Revenue (RB) <br> Series C |  |  |
| 3.950%, 06/01/34  | 3410 | 3410000 |
| County of Montgomery <br> (RB)  |  |  |
| 5.000%, 08/01/28  | 370 | 389102 |
| 4.000%, 08/01/39  | 600 | 608354 |
| 4.000%, 08/01/40  | 500 | 503332 |
| Ohio Higher Educational <br> Facility Commission <br> (RB)  |  |  |
| 4.000%, 05/01/40  | 10 | 9893 |
| Ohio Higher Educational <br> Facility Commission <br> (RB) Series B |  |  |
| 5.000%, 12/01/26  | 335 | 343453 |
| TOTAL OHIO |  | 6965794 |
| OKLAHOMA — (0.6%) | OKLAHOMA — (0.6%) | OKLAHOMA — (0.6%) |
| City of Oklahoma City <br> (GO)  |  |  |
| 2.000%, 03/01/26  | 2000 | 1989220 |
| Oklahoma Development <br> Finance Authority (RB) <br> Series B |  |  |
| 4.000%, 06/01/29  | 770 | 775030 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| OKLAHOMA — (Continued) | OKLAHOMA — (Continued) | OKLAHOMA — (Continued) | OKLAHOMA — (Continued) |
| University of Oklahoma <br> (RB) Series C | University of Oklahoma <br> (RB) Series C |  |  |
|  | 5.000%, 07/01/27  | 285 | $289039 |
| TOTAL OKLAHOMA | TOTAL OKLAHOMA |  | 3053289 |
| OREGON — (0.2%) | OREGON — (0.2%) | OREGON — (0.2%) | OREGON — (0.2%) |
| Deschutes County Hospital <br> Facilities Authority (RB) <br> Series A | Deschutes County Hospital <br> Facilities Authority (RB) <br> Series A |  |  |
|  | 5.000%, 01/01/28  | 215 | 221817 |
| Metro (RB)  | Metro (RB)  |  |  |
|  | 5.000%, 06/15/30  | 225 | 232387 |
| Salem Hospital Facility <br> Authority (RB) Series A | Salem Hospital Facility <br> Authority (RB) Series A |  |  |
|  | 5.000%, 05/15/31  | 575 | 580890 |
|  | 5.000%, 05/15/37  | 200 | 209626 |
| TOTAL OREGON | TOTAL OREGON |  | 1244720 |
| PENNSYLVANIA — (3.6%) | PENNSYLVANIA — (3.6%) | PENNSYLVANIA — (3.6%) | PENNSYLVANIA — (3.6%) |
| Allegheny County Hospital <br> Development Authority <br> (RB) Series A | Allegheny County Hospital <br> Development Authority <br> (RB) Series A |  |  |
|  | 5.000%, 04/01/31  | 1250 | 1304661 |
|  | 5.000%, 04/01/36  | 430 | 444083 |
|  | 4.000%, 07/15/38  | 1125 | 1133853 |
| Butler Area Sewer <br> Authority (RB) (BAM) <br> Series A | Butler Area Sewer <br> Authority (RB) (BAM) <br> Series A |  |  |
| ¤ | 2.000%, 07/01/29 <br> (Pre-refunded @ <br> $100, 1/1/26)<br>| 300 | 299538 |
| Chester County School <br> Authority (RB)  | Chester County School <br> Authority (RB)  |  |  |
|  | 5.000%, 03/01/28  | 320 | 322192 |
| City of Philadelphia (GO) <br> Series A | City of Philadelphia (GO) <br> Series A |  |  |
|  | 4.000%, 05/01/38  | 810 | 816204 |
| City of Philadelphia (GO) <br> Series B | City of Philadelphia (GO) <br> Series B |  |  |
|  | 5.000%, 02/01/37  | 515 | 545570 |
| City of Philadelphia Airport <br> Revenue (RB) Series A | City of Philadelphia Airport <br> Revenue (RB) Series A |  |  |
|  | 4.000%, 07/01/39  | 1000 | 1001499 |
| City of Philadelphia Airport <br> Revenue (RB) Series B | City of Philadelphia Airport <br> Revenue (RB) Series B |  |  |
|  | 4.000%, 07/01/36  | 250 | 254279 |
| County of Westmoreland <br> (GO) Series A | County of Westmoreland <br> (GO) Series A |  |  |
|  | 5.000%, 08/15/29  | 530 | 561262 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| PENNSYLVANIA — (Continued) | PENNSYLVANIA — (Continued) | PENNSYLVANIA — (Continued) |
| Derry Township Industrial & <br> Commercial <br> Development Authority <br> (RB)  |  |  |
| 4.000%, 11/15/29  | 400 | $412982 |
| General Authority of <br> Southcentral <br> Pennsylvania (RB) <br> Series A |  |  |
| 5.000%, 06/01/29  | 3250 | 3491597 |
| Lancaster Higher <br> Education Authority (RB) <br> (BAM)  |  |  |
| 5.000%, 10/01/28  | 500 | 527543 |
| Montgomery County Higher <br> Education & Health <br> Authority (RB) Series A |  |  |
| 5.000%, 09/01/27  | 1040 | 1079875 |
| Pennsylvania Economic <br> Development Financing <br> Authority (RB) <br> Series 2025B |  |  |
| 5.000%, 03/15/26  | 200 | 201420 |
| Pennsylvania Higher <br> Educational Facilities <br> Authority (RB)  |  |  |
| 5.000%, 05/01/29  | 245 | 246539 |
| 5.000%, 05/01/34  | 1270 | 1276121 |
| Pennsylvania Turnpike <br> Commission (RB) <br> Series A-1 |  |  |
| 5.000%, 12/01/33  | 1585 | 1605297 |
| Pennsylvania Turnpike <br> Commission (RB) <br> Series B |  |  |
| 5.000%, 12/01/37 | 1250 | 1363058 |
| Philadelphia Gas Works <br> Co. (RB) (AG) Series A |  |  |
| 5.000%, 08/01/28  | 250 | 265314 |
| Pittsburgh Water & Sewer <br> Authority (RB) Series A |  |  |
| 5.000%, 09/01/30  | 475 | 522023 |
| 5.000%, 09/01/31  | 780 | 869196 |
| Pittsburgh Water & Sewer <br> Authority (RB) (AG) <br> Series B |  |  |
| 5.000%, 09/01/28  | 245 | 261087 |
| TOTAL PENNSYLVANIA |  | 18805193 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| RHODE ISLAND — (0.0%) | RHODE ISLAND — (0.0%) | RHODE ISLAND — (0.0%) |
| City of Providence (GO) <br> Series A |  |  |
| 5.000%, 01/15/26  | 185 | $185634 |
| SOUTH CAROLINA — (1.4%) | SOUTH CAROLINA — (1.4%) | SOUTH CAROLINA — (1.4%) |
| College of Charleston (RB) <br> Series A |  |  |
| 3.000%, 04/01/32  | 750 | 752022 |
| Piedmont Municipal Power <br> Agency (RB) Series A |  |  |
| 5.000%, 01/01/27  | 460 | 460759 |
| Piedmont Municipal Power <br> Agency (RB) Series D |  |  |
| 4.000%, 01/01/33  | 500 | 514117 |
| South Carolina <br> Jobs-Economic <br> Development Authority <br> (RB) Series A |  |  |
| 5.250%, 11/01/43  | 1235 | 1329473 |
| South Carolina Public <br> Service Authority (RB) <br> Series A |  |  |
| 5.000%, 12/01/37  | 380 | 383305 |
| 4.000%, 12/01/40  | 1095 | 1080223 |
| 5.000%, 12/01/44  | 180 | 189408 |
| York County School District <br> No. 1 (GO)  |  |  |
| 4.000%, 07/30/26  | 2500 | 2523920 |
| TOTAL SOUTH <br> CAROLINA |  | 7233227 |
| SOUTH DAKOTA — (0.3%) | SOUTH DAKOTA — (0.3%) | SOUTH DAKOTA — (0.3%) |
| City of Sioux Falls Sales <br> Tax Revenue (RB) <br> Series A |  |  |
| 5.000%, 11/15/26  | 860 | 879961 |
| South Dakota Health & <br> Educational Facilities <br> Authority (RB)  |  |  |
| 3.250%, 09/01/32  | 130 | 130276 |
| South Dakota Health & <br> Educational Facilities <br> Authority (RB) Series B |  |  |
| 5.000%, 11/01/36  | 400 | 454293 |
| TOTAL SOUTH DAKOTA |  | 1464530 |
| TENNESSEE — (2.5%) | TENNESSEE — (2.5%) | TENNESSEE — (2.5%) |
| County of Williamson (GO)  |  |  |
| 4.000%, 04/01/42  | 1000 | 1011337 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TENNESSEE — (Continued) | TENNESSEE — (Continued) | TENNESSEE — (Continued) |
| Greeneville Health & <br> Educational Facilities <br> Board (RB) Series A |  |  |
| 5.000%, 07/01/30  | 665 | $694094 |
| Knox County Health <br> Educational & Housing <br> Facility Board (RB) <br> Series A |  |  |
| 5.000%, 01/01/33  | 760 | 776707 |
| Metropolitan Government <br> Nashville & Davidson <br> County Health & <br> Educational Facilities <br> Board (RB) Series A |  |  |
| 5.000%, 07/01/29  | 1500 | 1606024 |
| 5.000%, 07/01/30  | 225 | 227829 |
| 5.000%, 07/01/31  | 1240 | 1358882 |
| Metropolitan Government <br> of Nashville & Davidson <br> County (GO)  |  |  |
| 5.000%, 01/01/28  | 1085 | 1100864 |
| 4.000%, 07/01/37  | 3000 | 3034796 |
| Metropolitan Government <br> of Nashville & Davidson <br> County (GO) Series C |  |  |
| 4.000%, 01/01/44  | 3000 | 2920108 |
| TOTAL TENNESSEE |  | 12730641 |
| TEXAS — (19.2%) | TEXAS — (19.2%) | TEXAS — (19.2%) |
| Allen Independent School <br> District (GO) (PSF-GTD) <br> Series A |  |  |
| 5.000%, 02/15/37  | 1500 | 1717116 |
| Arlington Higher Education <br> Finance Corp. (RB) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 08/15/28  | 300 | 316754 |
| Austin Independent School <br> District (GO)  |  |  |
| 5.000%, 08/01/41  | 1475 | 1587438 |
| Austin Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 4.000%, 08/01/44  | 1440 | 1409192 |
| Bexar County Hospital <br> District (GO)  |  |  |
| 5.000%, 02/15/27  | 575 | 590973 |
| 5.000%, 02/15/42  | 280 | 298321 |
| Brushy Creek Regional <br> Utility Authority, Inc. (RB)  |  |  |
| 4.000%, 08/01/32  | 255 | 256386 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Central Texas Regional <br> Mobility Authority (RB) <br> Series B |  |  |
| 5.000%, 01/01/39  | 500 | $533228 |
| 4.000%, 01/01/40  | 755 | 755323 |
| Central Texas Turnpike <br> System (RB) Series A |  |  |
| 5.000%, 08/15/39  | 1310 | 1393777 |
| City of Arlington (GO)  |  |  |
| 5.000%, 08/15/38  | 2085 | 2377374 |
| City of Austin (GO)  |  |  |
| 5.000%, 05/01/26  | 1230 | 1243803 |
| 5.000%, 09/01/26  | 805 | 820394 |
| 5.000%, 09/01/44  | 440 | 472595 |
| City of Austin Airport <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 11/15/32  | 525 | 535422 |
| City of Austin Electric Utility <br> Revenue (RB)  |  |  |
| 5.000%, 11/15/43  | 250 | 268933 |
| 5.000%, 11/15/44  | 165 | 176257 |
| City of El Paso (GO)  |  |  |
| 5.000%, 08/15/27  | 200 | 208221 |
| City of El Paso Water & <br> Sewer Revenue (RB)  |  |  |
| 5.000%, 03/01/45  | 735 | 775218 |
| City of Fort Worth (GO)  |  |  |
| 4.000%, 03/01/29  | 2420 | 2427571 |
| City of Grand Prairie (GO)  |  |  |
| 5.000%, 02/15/44  | 1200 | 1285405 |
| City of Houston (RN)  |  |  |
| 5.000%, 06/30/26  | 2500 | 2537266 |
| City of Houston (GO) <br> Series A |  |  |
| 5.250%, 03/01/43  | 1400 | 1508551 |
| City of Hutto (GO) (BAM) <br> Series A |  |  |
| 3.000%, 08/01/27  | 515 | 510536 |
| City of Irving (GO)  |  |  |
| 5.000%, 09/15/26  | 265 | 270114 |
| City of Kyle (GO) (AG)  |  |  |
| 5.000%, 08/15/26  | 180 | 182967 |
| 5.000%, 08/15/27  | 250 | 259433 |
| City of League City (GO)  |  |  |
| 4.000%, 02/15/28  | 160 | 162422 |
| City of Mount Pleasant <br> (GO) (AG)  |  |  |
| 5.000%, 05/15/29  | 390 | 417769 |
| 5.000%, 05/15/30  | 415 | 451706 |
| City of Odessa (GO)  |  |  |
| 5.000%, 03/01/29  | 225 | 234333 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| City of San Antonio Electric <br> & Gas Systems <br> Revenue (RB)  |  |  |
| 5.000%, 02/01/35  | 1000 | $1034872 |
| 4.000%, 02/01/36  | 1270 | 1273284 |
| City of San Antonio Electric <br> & Gas Systems <br> Revenue (RB) Series A |  |  |
| 5.250%, 02/01/44  | 1200 | 1305177 |
| City of San Antonio Electric <br> & Gas Systems <br> Revenue (RB) Series B |  |  |
| 5.000%, 02/01/38  | 650 | 746194 |
| City of Seguin (GO)  |  |  |
| 5.000%, 09/01/43  | 1750 | 1862505 |
| Clear Creek Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/33  | 1265 | 1297351 |
| College Station <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/15/28  | 1565 | 1666659 |
| Conroe Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/32  | 4020 | 4043314 |
| 5.000%, 02/15/43  | 735 | 794043 |
| 5.000%, 02/15/44  | 2000 | 2157103 |
| County of Bexar (GO)  |  |  |
| 4.000%, 06/15/26  | 600 | 604619 |
| County of Fort Bend Toll <br> Road Revenue (RB) <br> (AG)  |  |  |
| 5.000%, 03/01/26  | 285 | 286942 |
| 5.000%, 03/01/27  | 605 | 622728 |
| County of Harris (GO)  |  |  |
| 5.000%, 09/15/42  | 2715 | 2937706 |
| County of Harris (GO) <br> Series A |  |  |
| 5.000%, 10/01/27  | 1500 | 1565747 |
| County of Hidalgo (GO)  |  |  |
| 5.000%, 08/15/26  | 140 | 142297 |
| 5.000%, 08/15/27  | 120 | 124570 |
| County of Midland (GO)  |  |  |
| 5.000%, 02/15/42  | 1110 | 1185096 |
| County of Montgomery <br> (GO)  |  |  |
| 5.000%, 03/01/31  | 3000 | 3018185 |
| County of Travis (GO)  |  |  |
| 5.000%, 03/01/27  | 835 | 861127 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| County of Williamson (GO)  |  |  |
| 5.000%, 02/15/37  | 2000 | $2265425 |
| Dallas College (GO)  |  |  |
| 5.000%, 02/15/35  | 1765 | 1772628 |
| Dallas County Utility & <br> Reclamation District <br> (GO)  |  |  |
| 5.000%, 02/15/26  | 885 | 890235 |
| Dallas Fort Worth <br> International Airport (RB)  |  |  |
| 5.000%, 11/01/30  | 35 | 38881 |
| 4.000%, 11/01/39  | 495 | 500764 |
| Dallas Independent School <br> District (GO) (PSF-GTD) <br> Series B |  |  |
| 5.000%, 02/15/44  | 230 | 246046 |
| Del Valle Independent <br> School District (GO) <br> (PSF-GTD) Series B |  |  |
| 5.000%, 06/15/26  | 600 | 608149 |
| El Paso County Hospital <br> District (GO) (AG)  |  |  |
| 5.000%, 02/15/26  | 300 | 301793 |
| 5.000%, 02/15/27  | 195 | 199934 |
| Forney Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/27  | 585 | 608317 |
| Fort Bend County <br> Municipal Management <br> District No. 1 (GO) <br> (BAM)  |  |  |
| 2.000%, 09/01/30  | 245 | 224600 |
| Fort Bend County <br> Municipal Utility District <br> No. 57 (GO) (AG)  |  |  |
| 2.000%, 04/01/28  | 350 | 335863 |
| Fort Bend Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 08/15/43  | 2950 | 3162262 |
| Greater Greenspoint <br> Redevelopment Authority <br> (TAN) (AG)  |  |  |
| 4.000%, 09/01/34  | 285 | 294292 |
| Harris County Cultural <br> Education Facilities <br> Finance Corp. (RB) <br> Series A |  |  |
| 5.000%, 05/15/28  | 790 | 831014 |
| 5.000%, 07/01/28  | 445 | 470068 |
| 5.000%, 05/15/31  | 530 | 566861 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| 3.000%, 10/01/40  | 100 | $85295 |
| Harris County Flood <br> Control District (GO) <br> Series A |  |  |
| 5.000%, 10/01/27  | 315 | 328627 |
| Houston City College (RB)  |  |  |
| 5.000%, 04/15/26  | 1230 | 1232047 |
| Irving Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/28  | 195 | 205385 |
| 5.000%, 02/15/43  | 2500 | 2662841 |
| Lower Colorado River <br> Authority (RB)  |  |  |
| 5.000%, 05/15/39  | 1205 | 1274589 |
| 5.000%, 05/15/41  | 735 | 767972 |
| 5.000%, 05/15/43  | 635 | 668642 |
| 5.000%, 05/15/44  | 310 | 326743 |
| Lower Colorado River <br> Authority (RB) Series A |  |  |
| 5.000%, 05/15/38  | 450 | 478621 |
| New Hope Cultural <br> Education Facilities <br> Finance Corp. (RB) <br> Series A |  |  |
| 5.000%, 08/15/36  | 1000 | 1142604 |
| North Texas Municipal <br> Water District Water <br> System Revenue (RB)  |  |  |
| 5.000%, 09/01/27  | 475 | 495295 |
| Permanent University Fund <br> - University of Texas <br> System (RB) Series A |  |  |
| 4.000%, 07/01/42  | 2480 | 2463097 |
| Point Aquarius Municipal <br> Utility District (GO) <br> (BAM)  |  |  |
| 3.000%, 03/01/26  | 100 | 99856 |
| Port Freeport (RB) <br> Series B |  |  |
| 5.000%, 06/01/29  | 350 | 365904 |
| Roma Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 4.000%, 02/15/26  | 540 | 541563 |
| San Antonio Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 4.000%, 08/15/43  | 500 | 488908 |
| Sherman Independent <br> School District (GO) <br> (PSF-GTD) Series B |  |  |
| 5.000%, 02/15/42  | 2065 | 2220276 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| State of Texas (GO)  |  |  |
| 5.000%, 10/01/44  | 1000 | $1092627 |
| State of Texas (GO) <br> Series A |  |  |
| 5.000%, 10/01/31  | 1050 | 1098254 |
| 4.000%, 10/01/36  | 1750 | 1750328 |
| State of Texas (GO) <br> Series B |  |  |
| 5.000%, 08/01/40  | 1865 | 1853398 |
| Stephen F Austin State <br> University (RB)  |  |  |
| 5.000%, 10/15/29  | 350 | 356413 |
| Tarrant County Cultural <br> Education Facilities <br> Finance Corp. (RB)  |  |  |
| 5.000%, 12/01/44  | 1515 | 1611329 |
| Tarrant County Cultural <br> Education Facilities <br> Finance Corp. (RB) <br> Series A |  |  |
| 4.000%, 02/15/35  | 1750 | 1755183 |
| Texas Municipal Power <br> Agency (RB) (AG)  |  |  |
| 3.000%, 09/01/32  | 200 | 199026 |
| Texas Tech University <br> System (RB) Series A |  |  |
| 5.000%, 02/15/42  | 350 | 382092 |
| Texas Transportation <br> Commission (GO)  |  |  |
| 5.000%, 04/01/43  | 1075 | 1156772 |
| Timber Lane Utility District <br> (GO) (AG) Series A |  |  |
| 4.000%, 08/01/26  | 365 | 367902 |
| Town of Prosper (GO)  |  |  |
| 5.000%, 02/15/37  | 1530 | 1696537 |
| University of North Texas <br> System (RB) Series A |  |  |
| 5.000%, 04/15/27  | 500 | 516856 |
| Waco Educational Finance <br> Corp. (RB)  |  |  |
| 5.000%, 03/01/36  | 285 | 311747 |
| Waco Educational Finance <br> Corp. (RB) Series A |  |  |
| 5.000%, 03/01/35  | 720 | 778334 |
| Wylie Independent School <br> District/Collin County <br> (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/15/42  | 1750 | 1884984 |
| TOTAL TEXAS |  | 99491496 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UTAH — (0.6%) | UTAH — (0.6%) | UTAH — (0.6%) | UTAH — (0.6%) |
| County of Uintah (GO)  | County of Uintah (GO)  |  |  |
| ¤ | 4.000%, 12/15/28 <br> (Pre-refunded @ <br> $100, 6/15/26)<br>| 750 | $755916 |
| Jordan Valley Water <br> Conservancy District <br> (RB) Series A | Jordan Valley Water <br> Conservancy District <br> (RB) Series A |  |  |
|  | 5.000%, 10/01/43  | 450 | 476081 |
| Jordan Valley Water <br> Conservancy District <br> (RB) Series A | Jordan Valley Water <br> Conservancy District <br> (RB) Series A |  |  |
|  | 5.000%, 10/01/28  | 440 | 470416 |
| Utah Associated Municipal <br> Power Systems (RB) <br> Series B | Utah Associated Municipal <br> Power Systems (RB) <br> Series B |  |  |
|  | 5.000%, 09/01/35  | 1035 | 1064953 |
| Utah Transit Authority (RB)  | Utah Transit Authority (RB)  |  |  |
|  | 5.000%, 12/15/26  | 290 | 297591 |
| TOTAL UTAH | TOTAL UTAH |  | 3064957 |
| VIRGINIA — (0.1%) | VIRGINIA — (0.1%) | VIRGINIA — (0.1%) | VIRGINIA — (0.1%) |
| Lynchburg Economic <br> Development Authority <br> (RB)  | Lynchburg Economic <br> Development Authority <br> (RB)  |  |  |
|  | 5.000%, 01/01/29  | 200 | 212030 |
| Roanoke Economic <br> Development Authority <br> (RB)  | Roanoke Economic <br> Development Authority <br> (RB)  |  |  |
|  | 5.000%, 07/01/26  | 475 | 481458 |
| TOTAL VIRGINIA | TOTAL VIRGINIA |  | 693488 |
| WASHINGTON — (12.8%) | WASHINGTON — (12.8%) | WASHINGTON — (12.8%) | WASHINGTON — (12.8%) |
| Central Puget Sound <br> Regional Transit <br> Authority (RB) <br> Series S-1 | Central Puget Sound <br> Regional Transit <br> Authority (RB) <br> Series S-1 |  |  |
| ¤ | 5.000%, 11/01/45 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 805 | 805000 |
| ¤ | 4.000%, 11/01/50 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 1050 | 1050000 |
| City of Kirkland (GO)  | City of Kirkland (GO)  |  |  |
|  | 5.000%, 12/01/43  | 2725 | 2955906 |
| City of Port Angeles Water <br> & Wastewater Utility <br> Revenue (RB)  | City of Port Angeles Water <br> & Wastewater Utility <br> Revenue (RB)  |  |  |
|  | 5.000%, 11/01/25  | 1255 | 1255000 |
|  | 5.000%, 11/01/26  | 750 | 767446 |
| City of Seattle (GO)  | City of Seattle (GO)  |  |  |
|  | 4.000%, 12/01/32  | 375 | 375169 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| City of Seattle Drainage & <br> Wastewater Revenue <br> (RB)  |  |  |
| 5.000%, 09/01/29  | 480 | $523592 |
| 4.000%, 04/01/33  | 985 | 988371 |
| City of Seattle Municipal <br> Light & Power Revenue <br> (RB)  |  |  |
| 5.000%, 02/01/28  | 1115 | 1174114 |
| City of Seattle Solid Waste <br> Revenue (RB)  |  |  |
| 4.000%, 06/01/29  | 170 | 171005 |
| City of Tacoma Sewer <br> Revenue (RB)  |  |  |
| 4.000%, 12/01/35  | 1475 | 1475280 |
| Clark County School <br> District No. 114 <br> Evergreen (GO) (SCH <br> BD GTY)  |  |  |
| 5.000%, 12/01/40  | 2090 | 2311430 |
| County of King Sewer <br> Revenue (RB) Series A |  |  |
| 4.000%, 07/01/36  | 3050 | 3052404 |
| 4.000%, 07/01/39  | 2000 | 2000354 |
| Energy Northwest (RB)  |  |  |
| 4.000%, 07/01/27  | 400 | 400249 |
| Energy Northwest (RB) <br> Series A |  |  |
| 5.000%, 07/01/36  | 1815 | 1935508 |
| 5.000%, 07/01/38  | 3000 | 3457810 |
| King & Snohomish <br> Counties School District <br> No. 417 Northshore <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 12/01/26  | 655 | 671324 |
| 5.000%, 12/01/42  | 1195 | 1298995 |
| King County School District <br> No. 401 Highline (GO) <br> (SCH BD GTY)  |  |  |
| 5.000%, 12/01/26  | 1650 | 1652797 |
| 4.125%, 12/01/43  | 2660 | 2667031 |
| King County School District <br> No. 405 Bellevue (GO) <br> (SCH BD GTY)  |  |  |
| 4.000%, 12/01/33  | 1150 | 1175367 |
| King County School District <br> No. 411 Issaquah (GO) <br> (SCH BD GTY)  |  |  |
| 4.000%, 12/01/31  | 4350 | 4378529 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| Klickitat County Public <br> Utility District No. 1 (RB) <br> (AG) Series A |  |  |
| 5.000%, 12/01/28  | 275 | $293314 |
| Pierce County School <br> District No. 10 Tacoma <br> (GO) (SCH BD GTY) <br> Series B |  |  |
| 5.000%, 12/01/26  | 660 | 676307 |
| Pierce County School <br> District No. 403 Bethel <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 12/01/42  | 3000 | 3274844 |
| Snohomish County Public <br> Utility District No. 1 <br> Electric System Revenue <br> (RB) Series A |  |  |
| 5.000%, 12/01/28  | 1145 | 1229036 |
| Snohomish County School <br> District No. 103 Monroe <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 12/01/28  | 545 | 585167 |
| Snohomish County School <br> District No. 201 <br> Snohomish (GO) (SCH <br> BD GTY)  |  |  |
| 5.000%, 12/01/27  | 2380 | 2383272 |
| Spokane County School <br> District No. 81 Spokane <br> (GO) (SCH BD GTY)  |  |  |
| 4.000%, 12/01/44  | 1920 | 1871686 |
| Spokane County School <br> District No. 81 Spokane <br> (GO) (SCH BD GTY) <br> Series B |  |  |
| 4.000%, 12/01/30  | 1690 | 1733510 |
| State of Washington (GO) <br> Series B |  |  |
| 5.000%, 08/01/41  | 1430 | 1460787 |
| State of Washington (GO) <br> Series A |  |  |
| 5.000%, 08/01/42  | 2500 | 2547886 |
| State of Washington (GO) <br> Series B |  |  |
| 5.000%, 08/01/29  | 995 | 1011927 |
| State of Washington (GO) <br> Series C |  |  |
| 5.000%, 06/01/29  | 1045 | 1058899 |
| 5.000%, 02/01/44  | 1200 | 1264336 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| State of Washington (GO) <br> Series D |  |  |
| 5.000%, 02/01/41 | 2655 | $2680277 |
| 5.000%, 02/01/42  | 240 | 243277 |
| State of Washington (GO) <br> Series R-2024C |  |  |
| 5.000%, 08/01/40  | 1325 | 1481675 |
| State of Washington (GO) <br> Series R-2025C |  |  |
| 5.000%, 07/01/39  | 2500 | 2838313 |
| State of Washington (GO) <br> Series R-2025E |  |  |
| 5.000%, 08/01/28  | 200 | 213248 |
| State of Washington (COP) <br> Series D |  |  |
| 5.000%, 07/01/40  | 630 | 667965 |
| Washington Health Care <br> Facilities Authority (RB)  |  |  |
| 5.000%, 09/01/40  | 750 | 783656 |
| Washington Health Care <br> Facilities Authority (RB) <br> Series A |  |  |
| 5.000%, 03/01/40  | 395 | 424995 |
| 5.000%, 09/01/40  | 300 | 328039 |
| Washington Health Care <br> Facilities Authority (RB) <br> Series B |  |  |
| 5.000%, 08/15/35  | 1000 | 1026108 |
| TOTAL WASHINGTON |  | 66621205 |
| WEST VIRGINIA — (0.2%) | WEST VIRGINIA — (0.2%) | WEST VIRGINIA — (0.2%) |
| State of West Virginia (GO) <br> Series B |  |  |
| 5.000%, 06/01/41  | 450 | 464711 |
| West Virginia Hospital <br> Finance Authority (RB) <br> Series A |  |  |
| 5.000%, 09/01/32  | 440 | 461472 |
| TOTAL WEST VIRGINIA |  | 926183 |
| WISCONSIN — (3.2%) | WISCONSIN — (3.2%) | WISCONSIN — (3.2%) |
| City of Kaukauna Electric <br> System Revenue (RB) <br> (AG)  |  |  |
| 4.000%, 12/15/30  | 800 | 836672 |
| City of Milwaukee (GO) <br> Series B-3 |  |  |
| 3.000%, 03/01/30  | 610 | 605054 |
| City of Milwaukee (GO) <br> Series N4 & B5 |  |  |
| 5.000%, 04/01/26  | 680 | 685211 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WISCONSIN — (Continued) | WISCONSIN — (Continued) | WISCONSIN — (Continued) |
| 4.000%, 04/01/28  | 425 | $426817 |
| City of Milwaukee <br> Sewerage System <br> Revenue (RB) <br> Series S-2 |  |  |
| 5.000%, 06/01/27  | 350 | 361373 |
| City of Waukesha (GO) <br> Series C |  |  |
| 5.000%, 10/01/26  | 305 | 310777 |
| Milwaukee Metropolitan <br> Sewerage District (GO) <br> Series A |  |  |
| 5.000%, 10/01/26  | 880 | 898427 |
| Platteville School District <br> (GO)  |  |  |
| 5.000%, 03/01/31  | 565 | 620088 |
| Public Finance Authority <br> (RB) Series A |  |  |
| 4.000%, 07/01/38  | 675 | 687304 |
| 4.000%, 07/01/39  | 675 | 682865 |
| State of Wisconsin (GO) <br> Series 1 |  |  |
| 5.000%, 05/01/38  | 1205 | 1373864 |
| State of Wisconsin (GO) <br> Series A |  |  |
| 5.000%, 05/01/41  | 1100 | 1205429 |
| 5.000%, 05/01/43  | 4000 | 4315871 |
| Wisconsin Health & <br> Educational Facilities <br> Authority (RB)  |  |  |
| 5.000%, 04/04/32  | 785 | 829246 |
| 5.000%, 07/01/34  | 795 | 815718 |
| Wisconsin Health & <br> Educational Facilities <br> Authority (RB) Series A |  |  |
| 4.000%, 10/15/33  | 1345 | 1392407 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WISCONSIN — (Continued) | WISCONSIN — (Continued) | WISCONSIN — (Continued) |
| WPPI Energy (RB) <br> Series A |  |  |
| 5.000%, 07/01/36  | 600 | $605622 |
| TOTAL WISCONSIN |  | 16652745 |
| TOTAL MUNICIPAL <br> BONDS <br>(Cost $515,390,705) |  | 510398510 |
| COMMERCIAL PAPER — (1.7%) | COMMERCIAL PAPER — (1.7%) | COMMERCIAL PAPER — (1.7%) |
| Board of Regents of the <br> University of Texas <br> System |  |  |
| 2.700%, 03/03/26 | 5000 | 4999087 |
| County of Maricopa |  |  |
| 2.900%, 11/05/25 | 2000 | 1999924 |
| 2.620%, 11/12/25 | 474 | 473960 |
| Minnesota Agricultural & <br> Economic Development <br> Board |  |  |
| 2.780%, 02/25/26 | 1456 | 1455998 |
| TOTAL COMMERCIAL <br> PAPER <br>(Cost $8,930,000) |  | 8928969 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) |
| BlackRock Liquidity <br> Funds MuniCash <br>(Cost $318,211)<br>| 318179 | 318211 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $524,638,916) |  | $519645690 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; $510398510 | &nbsp;&nbsp; — | &nbsp;&nbsp; $510398510 |
| Commercial Paper | &nbsp;&nbsp; — | &nbsp;&nbsp; 8928969 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8928969 |
| Investment Companies | &nbsp;&nbsp; $318211 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 318211 |
| Total Investments in Securities | &nbsp;&nbsp; $318211 | &nbsp;&nbsp; $519327479 | &nbsp;&nbsp; — | &nbsp;&nbsp; $519645690 |

---

See accompanying Notes to Financial Statements.

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount^**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (98.2%) | MUNICIPAL BONDS — (98.2%) | MUNICIPAL BONDS — (98.2%) |
| ALASKA — (1.5%) | ALASKA — (1.5%) | ALASKA — (1.5%) |
| Alaska Municipal Bond <br> Bank Authority (RB) <br> Series THREE |  |  |
| 5.000%, 10/01/26  | 270 | $275470 |
| Borough of <br> Matanuska-Susitna (GO) <br> Series B |  |  |
| 5.000%, 11/01/26  | 1600 | 1636424 |
| Borough of North Slope <br> (GO)  |  |  |
| 5.000%, 06/30/26  | 350 | 354932 |
| CIVICVentures (RB)  |  |  |
| 5.000%, 09/01/26  | 520 | 528741 |
| State of Alaska <br> International Airports <br> System (RB) Series A |  |  |
| 5.000%, 10/01/26  | 70 | 71386 |
| 5.000%, 10/01/27  | 200 | 208686 |
| TOTAL ALASKA |  | 3075639 |
| ARIZONA — (0.5%) | ARIZONA — (0.5%) | ARIZONA — (0.5%) |
| City of Mesa Utility System <br> Revenue (RB)  |  |  |
| 4.000%, 07/01/31  | 170 | 171017 |
| Maricopa County Unified <br> School District No. 69 <br> Paradise Valley (GO)  |  |  |
| 5.000%, 07/01/26  | 150 | 152209 |
| 5.000%, 07/01/27  | 330 | 342594 |
| Maricopa County Unified <br> School District No. 69 <br> Paradise Valley (GO) <br> Series A |  |  |
| 5.000%, 07/01/26  | 75 | 76104 |
| 5.000%, 07/01/27  | 260 | 269922 |
| TOTAL ARIZONA |  | 1011846 |
| ARKANSAS — (0.1%) | ARKANSAS — (0.1%) | ARKANSAS — (0.1%) |
| City of Fort Smith Water & <br> Sewer Revenue (RB)  |  |  |
| 5.000%, 10/01/27  | 175 | 181989 |
| CALIFORNIA — (1.1%) | CALIFORNIA — (1.1%) | CALIFORNIA — (1.1%) |
| City of Los Angeles (RN)  |  |  |
| 5.000%, 06/25/26  | 1085 | 1103189 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series L |  |  |
| 5.000%, 05/15/34  | 1000 | $1011656 |
| TOTAL CALIFORNIA |  | 2114845 |
| COLORADO — (2.3%) | COLORADO — (2.3%) | COLORADO — (2.3%) |
| Adams 12 Five Star <br> Schools (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 12/15/25  | 75 | 75175 |
| 5.000%, 12/15/26  | 680 | 696512 |
| Arapahoe County School <br> District No. 5 Cherry <br> Creek (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 12/15/25  | 390 | 390998 |
| City & County of Denver <br> Airport System Revenue <br> (RB) Series C |  |  |
| 5.000%, 11/15/25  | 570 | 570391 |
| Colorado Health Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 11/01/26  | 1000 | 1020280 |
| Colorado State Education <br> Loan Program (RN) <br> Series A |  |  |
| 5.000%, 06/30/26  | 1520 | 1542102 |
| El Paso County School <br> District No. 20 Academy <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 12/15/25  | 350 | 350908 |
| TOTAL COLORADO |  | 4646366 |
| CONNECTICUT — (2.0%) | CONNECTICUT — (2.0%) | CONNECTICUT — (2.0%) |
| City of New Haven (GO) <br> (BAM)  |  |  |
| 5.000%, 08/01/26  | 650 | 660131 |
| Connecticut State Health & <br> Educational Facilities <br> Authority (RB) Series M |  |  |
| 5.000%, 07/01/27  | 600 | 608542 |
| State of Connecticut (GO) <br> Series F |  |  |
| 5.000%, 11/15/26  | 1050 | 1075399 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CONNECTICUT — (Continued) | CONNECTICUT — (Continued) | CONNECTICUT — (Continued) |
| Town of Ellington (GO)  |  |  |
| 4.000%, 09/22/26  | 650 | $657159 |
| Town of Madison (GO)  |  |  |
| 3.500%, 12/18/25  | 890 | 890760 |
| TOTAL CONNECTICUT |  | 3891991 |
| DISTRICT OF COLUMBIA — (0.8%) | DISTRICT OF COLUMBIA — (0.8%) | DISTRICT OF COLUMBIA — (0.8%) |
| Washington Convention & <br> Sports Authority (RB) <br> Series A |  |  |
| 5.000%, 10/01/29  | 1455 | 1516767 |
| FLORIDA — (9.1%) | FLORIDA — (9.1%) | FLORIDA — (9.1%) |
| Brevard County School <br> District (COP) Series A |  |  |
| 5.000%, 07/01/27  | 565 | 586796 |
| 5.000%, 07/01/28  | 440 | 466624 |
| City of Fort Lauderdale <br> Water & Sewer Revenue <br> (RB) Series A |  |  |
| 5.000%, 09/01/26  | 310 | 316069 |
| City of Pembroke Pines <br> (GO)  |  |  |
| 5.000%, 09/01/27  | 185 | 193056 |
| City of Tallahassee Energy <br> System Revenue (RB)  |  |  |
| 5.000%, 10/01/26  | 105 | 107199 |
| 5.000%, 10/01/27  | 50 | 52254 |
| County of Broward Water & <br> Sewer Utility Revenue <br> (RB) Series A |  |  |
| 5.000%, 10/01/30  | 1630 | 1632131 |
| County of Miami-Dade <br> (GO) Series A |  |  |
| 5.000%, 07/01/26 | 1100 | 1116235 |
| 5.000%, 07/01/27  | 115 | 119436 |
| County of Miami-Dade <br> Transit System (RB)  |  |  |
| 5.000%, 07/01/26  | 2000 | 2030442 |
| County of Seminole Water <br> & Sewer Revenue (RB) <br> Series A |  |  |
| 5.000%, 10/01/26  | 120 | 122524 |
| Duval County Public <br> Schools (COP) (AG) <br> Series A |  |  |
| 5.000%, 07/01/27  | 90 | 93457 |
| Florida Municipal Power <br> Agency (RB) Series A |  |  |
| 5.000%, 10/01/26  | 120 | 122431 |
| 5.000%, 10/01/27  | 105 | 109442 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| Hillsborough County <br> School Board (COP) <br> Series A |  |  |
| 5.000%, 07/01/26  | 665 | $665959 |
| Manatee County School <br> District (COP) (AG) <br> Series 2025A |  |  |
| 5.000%, 07/01/26  | 40 | 40593 |
| 5.000%, 07/01/27  | 35 | 36362 |
| Miami Beach <br> Redevelopment Agency <br> (TAN) (AG)  |  |  |
| 5.000%, 02/01/26  | 90 | 90429 |
| 5.000%, 02/01/27  | 175 | 179463 |
| Miami-Dade County <br> Expressway Authority <br> (RB) (BAM) Series B |  |  |
| 5.000%, 07/01/26  | 995 | 996553 |
| School Board of <br> Miami-Dade County <br> (COP) Series D |  |  |
| 5.000%, 02/01/29  | 470 | 472206 |
| School District of Broward <br> County (RN)  |  |  |
| 4.000%, 06/25/26  | 2120 | 2137297 |
| School District of Broward <br> County (GO) (AG)  |  |  |
| 5.000%, 07/01/27  | 260 | 269686 |
| School District of Broward <br> County (COP) (AG) <br> Series A |  |  |
| 5.000%, 07/01/26  | 1660 | 1683403 |
| State of Florida (GO) <br> Series A |  |  |
| 5.000%, 06/01/26  | 840 | 851151 |
| 5.000%, 07/01/26  | 130 | 131966 |
| 5.000%, 07/01/27  | 250 | 259582 |
| State of Florida <br> Department of <br> Transportation Turnpike <br> System Revenue (RB) <br> Series C |  |  |
| 5.000%, 07/01/26  | 939 | 952951 |
| 5.000%, 07/01/27  | 67 | 69590 |
| Tampa Bay Water (RB)  |  |  |
| 5.000%, 10/01/26  | 655 | 668299 |
| Volusia County School <br> Board (COP) (AG) <br> Series B |  |  |
| 5.000%, 08/01/26  | 1500 | 1523340 |
| TOTAL FLORIDA |  | 18096926 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| GEORGIA — (0.9%) | GEORGIA — (0.9%) | GEORGIA — (0.9%) |
| Dalton Whitfield County <br> Joint Development <br> Authority (RB) Series B |  |  |
| 5.000%, 08/15/26  | 1260 | $1279776 |
| Gainesville & Hall County <br> Hospital Authority (RB) <br> Series A |  |  |
| 5.000%, 02/15/26 | 600 | 603256 |
| TOTAL GEORGIA |  | 1883032 |
| ILLINOIS — (5.8%) | ILLINOIS — (5.8%) | ILLINOIS — (5.8%) |
| Chicago Park District (GO) <br> Series C |  |  |
| 5.000%, 01/01/26  | 210 | 210653 |
| Chicago Transit Authority <br> Sales Tax Receipts Fund <br> (RB) Series A |  |  |
| 5.000%, 12/01/25  | 55 | 55089 |
| City of Peoria (GO) (AG) <br> Series C |  |  |
| 5.000%, 01/01/27  | 1250 | 1277767 |
| City of Springfield (GO)  |  |  |
| 5.000%, 12/01/25  | 250 | 250330 |
| Cook County Community <br> Consolidated School <br> District No. 64 Park <br> Ridge-Niles (GO)  |  |  |
| 5.000%, 12/01/25  | 1030 | 1031622 |
| Cook County Community <br> High School District No. <br> 218 Oak Lawn (GO)  |  |  |
| 5.000%, 12/01/26  | 200 | 204523 |
| Cook County School <br> District No. 57 Mount <br> Prospect (GO)  |  |  |
| 5.000%, 12/01/25  | 275 | 275412 |
| County of Cook (GO) <br> Series A |  |  |
| 5.000%, 11/15/25  | 610 | 610407 |
| 5.000%, 11/15/26  | 790 | 807848 |
| County of Cook Sales Tax <br> Revenue (RB)  |  |  |
| 5.000%, 11/15/26  | 100 | 102311 |
| DuPage County Forest <br> Preserve District (GO)  |  |  |
| 5.000%, 11/01/25  | 260 | 260000 |
| 5.000%, 11/01/26  | 85 | 86855 |
| Elmhurst Park District (GO)  |  |  |
| 5.000%, 12/15/25  | 90 | 90212 |
| 5.000%, 12/15/26  | 280 | 286877 |
| 5.000%, 12/15/27  | 55 | 57631 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) |
| Grundy Kendall & Will <br> Counties Community <br> High School District No. <br> 111 Minooka (GO)  |  |  |
| 5.000%, 12/01/27  | 420 | $439200 |
| Illinois Finance Authority <br> (RB)  |  |  |
| 3.950%, 08/01/43  | 365 | 365000 |
| Illinois Finance Authority <br> (RB) Series A |  |  |
| 5.000%, 08/15/26  | 610 | 619098 |
| Illinois Municipal Electric <br> Agency (RB) Series A |  |  |
| 5.000%, 02/01/26  | 210 | 211123 |
| 5.000%, 02/01/27  | 215 | 220917 |
| Illinois State Toll Highway <br> Authority (RB) Series A |  |  |
| 5.000%, 12/01/31  | 530 | 531714 |
| 5.000%, 12/01/32  | 890 | 892981 |
| Metropolitan Water <br> Reclamation District of <br> Greater Chicago (GO) <br> Series C |  |  |
| 5.000%, 12/01/25  | 340 | 340529 |
| Morgan County School <br> District No. 117 <br> Jacksonville (GO) (AG)  |  |  |
| 5.000%, 01/01/26  | 500 | 501486 |
| State of Illinois (GO) <br> Series B |  |  |
| 5.000%, 10/01/27  | 530 | 550337 |
| State of Illinois (GO) <br> Series D |  |  |
| 5.000%, 11/01/27  | 750 | 780051 |
| Village of Rosemont (GO) <br> (BAM)  |  |  |
| 5.000%, 12/01/25  | 615 | 615934 |
| TOTAL ILLINOIS |  | 11675907 |
| INDIANA — (0.8%) | INDIANA — (0.8%) | INDIANA — (0.8%) |
| Clark-Pleasant Community <br> School Building Corp. <br> (RB) (ST INTERCEPT)  |  |  |
| 5.000%, 01/15/26  | 1040 | 1044346 |
| East Allen Multi School <br> Building Corp. (RB) (ST <br> INTERCEPT)  |  |  |
| 5.000%, 07/15/27  | 100 | 103715 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| INDIANA — (Continued) | INDIANA — (Continued) | INDIANA — (Continued) |
| Indiana Municipal Power <br> Agency (RB) (AG) <br> Series A |  |  |
| 5.000%, 01/01/26  | 275 | $275972 |
| Westfield-Washington <br> Multi-School Building <br> Corp. (RB) (BAM ST <br> INTERCEPT) Series B |  |  |
| 5.000%, 01/15/26  | 100 | 100351 |
| TOTAL INDIANA |  | 1524384 |
| KANSAS — (1.0%) | KANSAS — (1.0%) | KANSAS — (1.0%) |
| City of Olathe (GO) <br> Series A |  |  |
| 5.000%, 09/01/26  | 1500 | 1525896 |
| Sedgwick County Unified <br> School District No. 261 <br> Haysville (GO) (AG) <br> Series A |  |  |
| 5.000%, 11/01/26  | 525 | 536457 |
| TOTAL KANSAS |  | 2062353 |
| KENTUCKY — (0.2%) | KENTUCKY — (0.2%) | KENTUCKY — (0.2%) |
| Kentucky State Property & <br> Building Commission <br> (RB) Series A |  |  |
| 5.000%, 09/01/26  | 230 | 233976 |
| Louisville/Jefferson County <br> Metropolitan <br> Government (RB) <br> Series B |  |  |
| 3.900%, 10/01/39  | 235 | 235000 |
| TOTAL KENTUCKY |  | 468976 |
| LOUISIANA — (0.1%) | LOUISIANA — (0.1%) | LOUISIANA — (0.1%) |
| Louisiana Public Facilities <br> Authority (RB) <br> Series 2025-A |  |  |
| 5.000%, 05/15/27  | 110 | 113327 |
| MARYLAND — (1.0%) | MARYLAND — (1.0%) | MARYLAND — (1.0%) |
| Maryland Health & Higher <br> Educational Facilities <br> Authority (RB)  |  |  |
| 5.000%, 07/01/26  | 1310 | 1328071 |
| Maryland Health & Higher <br> Educational Facilities <br> Authority (RB) <br> Series 2025A |  |  |
| 5.000%, 07/01/26  | 60 | 60828 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| MARYLAND — (Continued) | MARYLAND — (Continued) | MARYLAND — (Continued) |
| 5.000%, 07/01/27  | 75 | $77650 |
| State of Maryland (GO) <br> Series A |  |  |
| 5.000%, 08/01/26  | 565 | 574920 |
| TOTAL MARYLAND |  | 2041469 |
| MASSACHUSETTS — (1.5%) | MASSACHUSETTS — (1.5%) | MASSACHUSETTS — (1.5%) |
| City of Fall River (GO)  |  |  |
| 4.000%, 01/30/26  | 545 | 546401 |
| City of Peabody (GO)  |  |  |
| 4.000%, 07/10/26  | 1000 | 1008351 |
| City of Quincy (GO)  |  |  |
| 5.000%, 07/24/26  | 690 | 700476 |
| Massachusetts <br> Development Finance <br> Agency (RB) (AG)  |  |  |
| 5.000%, 07/01/26  | 445 | 450933 |
| Massachusetts <br> Development Finance <br> Agency (RB) Series N-1 |  |  |
| 5.000%, 07/01/26  | 55 | 55545 |
| 5.000%, 07/01/27  | 70 | 71851 |
| Town of Easton (GO)  |  |  |
| 4.000%, 03/05/26  | 217 | 217824 |
| TOTAL <br> MASSACHUSETTS |  | 3051381 |
| MICHIGAN — (1.1%) | MICHIGAN — (1.1%) | MICHIGAN — (1.1%) |
| Birmingham City School <br> District (GO)  |  |  |
| 5.000%, 05/01/26  | 175 | 176865 |
| 5.000%, 05/01/27  | 360 | 372398 |
| Chippewa Valley Schools <br> (GO) (Q-SBLF)  |  |  |
| 5.000%, 05/01/26  | 290 | 293247 |
| Farmington Public School <br> District (GO)  |  |  |
| 5.000%, 05/01/26  | 65 | 65641 |
| Grandville Public Schools <br> (GO) (AG)  |  |  |
| 5.000%, 05/01/26  | 65 | 65693 |
| 5.000%, 05/01/27  | 70 | 72327 |
| Northern Michigan <br> University (RB)  |  |  |
| 5.000%, 06/01/26  | 500 | 505827 |
| Portage Public Schools <br> (GO) (BAM)  |  |  |
| 6.000%, 11/01/25  | 135 | 135000 |
| 6.000%, 11/01/26  | 55 | 56807 |
| 6.000%, 11/01/27  | 30 | 31964 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| MICHIGAN — (Continued) | MICHIGAN — (Continued) | MICHIGAN — (Continued) |
| South Lyon Community <br> Schools (GO)  |  |  |
| 5.000%, 05/01/26  | 370 | $374070 |
| TOTAL MICHIGAN |  | 2149839 |
| MINNESOTA — (0.7%) | MINNESOTA — (0.7%) | MINNESOTA — (0.7%) |
| Cloquet Independent <br> School District No. 94 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/26  | 290 | 291554 |
| Cook County Independent <br> School District No. 166 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/26  | 120 | 120608 |
| County of Hennepin (GO) <br> Series C |  |  |
| 5.000%, 12/15/25  | 200 | 200480 |
| Elk River Independent <br> School District No. 728 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/26  | 200 | 201052 |
| Minnesota Health & <br> Education Facilities <br> Authority (RB)  |  |  |
| 5.000%, 12/01/26  | 60 | 61327 |
| 5.000%, 12/01/27  | 35 | 36496 |
| State of Minnesota (GO) <br> Series B |  |  |
| 4.000%, 08/01/32  | 440 | 440783 |
| TOTAL MINNESOTA |  | 1352300 |
| MISSOURI — (0.3%) | MISSOURI — (0.3%) | MISSOURI — (0.3%) |
| Stone County Reorganized <br> School District No. 4 <br> Reeds Spring (GO)  |  |  |
| 4.000%, 03/01/34  | 555 | 556566 |
| NEVADA — (2.2%) | NEVADA — (2.2%) | NEVADA — (2.2%) |
| Clark County School <br> District (GO) Series B |  |  |
| 5.000%, 06/15/26  | 270 | 273567 |
| Clark County School <br> District (GO) Series C |  |  |
| 5.000%, 06/15/26  | 1200 | 1202740 |
| Clark County Water <br> Reclamation District <br> (GO)  |  |  |
| 4.000%, 07/01/33  | 625 | 629164 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| NEVADA — (Continued) | NEVADA — (Continued) | NEVADA — (Continued) |
| 4.000%, 07/01/34  | 200 | $201201 |
| County of Clark (GO)  |  |  |
| 5.000%, 12/01/25  | 320 | 320538 |
| 5.000%, 07/01/27  | 1770 | 1839897 |
| TOTAL NEVADA |  | 4467107 |
| NEW HAMPSHIRE — (0.6%) | NEW HAMPSHIRE — (0.6%) | NEW HAMPSHIRE — (0.6%) |
| County of Merrimack (GO)  |  |  |
| 4.000%, 12/26/25  | 1200 | 1201917 |
| NEW JERSEY — (6.9%) | NEW JERSEY — (6.9%) | NEW JERSEY — (6.9%) |
| City of Hoboken (GO) <br> Series A |  |  |
| 4.000%, 03/10/26  | 1135 | 1139605 |
| City of New Brunswick <br> (GO)  |  |  |
| 4.000%, 09/08/26  | 1000 | 1010217 |
| City of Summit (GO)  |  |  |
| 4.000%, 07/16/26  | 190 | 191729 |
| County of Hudson (GO)  |  |  |
| 4.000%, 02/26/26  | 1125 | 1128955 |
| Essex County <br> Improvement Authority <br> (RN)  |  |  |
| 5.000%, 03/17/26  | 240 | 241947 |
| New Jersey Health Care <br> Facilities Financing <br> Authority (RB)  |  |  |
| 5.000%, 07/01/28  | 1070 | 1077580 |
| Township of East <br> Brunswick (GO)  |  |  |
| 4.000%, 07/14/26  | 1565 | 1577812 |
| Township of Gloucester <br> (GO) Series A |  |  |
| 4.000%, 07/21/26  | 1350 | 1362066 |
| Township of <br> Hopewell/Cumberland <br> County (GO)  |  |  |
| 4.000%, 09/21/26  | 900 | 909866 |
| Township of Lakewood <br> (GO)  |  |  |
| 4.000%, 12/18/25  | 570 | 570738 |
| Township of Livingston <br> (GO)  |  |  |
| 4.000%, 12/05/25  | 2000 | 2001795 |
| Township of Morris (GO)  |  |  |
| 3.750%, 09/24/26  | 500 | 504252 |
| Township of Old Bridge <br> (GO)  |  |  |
| 4.000%, 09/09/26  | 305 | 308286 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| NEW JERSEY — (Continued) | NEW JERSEY — (Continued) | NEW JERSEY — (Continued) |
| Township of Voorhees <br> (GO) Series A |  |  |
| 4.000%, 09/17/26  | 750 | $757873 |
| Westfield School District <br> (GO)  |  |  |
| 4.000%, 09/03/26  | 1020 | 1030506 |
| TOTAL NEW JERSEY |  | 13813227 |
| NEW MEXICO — (0.1%) | NEW MEXICO — (0.1%) | NEW MEXICO — (0.1%) |
| Albuquerque Municipal <br> School District No. 12 <br> (GO) (ST AID <br> WITHHLDG) Series B |  |  |
| 5.000%, 08/01/26  | 170 | 172845 |
| NEW YORK — (8.4%) | NEW YORK — (8.4%) | NEW YORK — (8.4%) |
| Amherst Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 08/05/26  | 1250 | 1262355 |
| Averill Park Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 06/18/26  | 1000 | 1007028 |
| Bath Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 06/26/26  | 1000 | 1005935 |
| City of Lackawanna (GO)  |  |  |
| 4.000%, 05/01/26  | 500 | 502646 |
| City of New York (GO) <br> Series A-1 |  |  |
| 5.000%, 08/01/27  | 400 | 416971 |
| 4.000%, 08/01/32  | 645 | 648135 |
| City of North Tonawanda <br> (GO)  |  |  |
| 4.375%, 05/15/26  | 400 | 402828 |
| Connetquot Central School <br> District of Islip (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.000%, 06/18/26  | 900 | 907230 |
| East Greenbush Central <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 3.500%, 12/11/25  | 400 | 400248 |
| Holland Patent Central <br> School District (GO) (ST <br> AID WITHHLDG) <br> Series B |  |  |
| 4.000%, 07/15/26  | 1000 | 1007032 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| Kendall Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.250%, 06/19/26  | 500 | $504232 |
| Metropolitan Transportation <br> Authority (RB) <br> Series C-1 |  |  |
| 5.000%, 11/15/28  | 895 | 895628 |
| 5.250%, 11/15/29  | 375 | 375294 |
| New Hartford Central <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.000%, 06/26/26  | 750 | 755424 |
| New York State Dormitory <br> Authority (RB)  |  |  |
| 5.000%, 07/01/26  | 65 | 65927 |
| North Syracuse Central <br> School District (GO) (ST <br> AID WITHHLDG) <br> Series A |  |  |
| 4.000%, 07/31/26  | 1000 | 1008457 |
| Scotia-Glenville Central <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.000%, 07/31/26  | 1060 | 1069357 |
| South Orangetown Central <br> School District (GO) (ST <br> AID WITHHLDG) <br> Series B |  |  |
| 4.000%, 08/05/26  | 1100 | 1110125 |
| Three Village Central <br> School District <br> Brookhaven & <br> Smithtown (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 06/24/26  | 1015 | 1023167 |
| Town of Oyster Bay (GO)  |  |  |
| 4.000%, 08/21/26  | 1110 | 1121224 |
| Town of Webster (GO)  |  |  |
| 4.000%, 08/25/26  | 1250 | 1262681 |
| TOTAL NEW YORK |  | 16751924 |
| NORTH CAROLINA — (1.7%) | NORTH CAROLINA — (1.7%) | NORTH CAROLINA — (1.7%) |
| Charlotte-Mecklenburg <br> Hospital Authority (RB) <br> Series B |  |  |
| 3.900%, 01/15/38  | 2575 | 2575000 |
| North Carolina Medical <br> Care Commission (RB) <br> Series A |  |  |
| 5.000%, 06/01/26  | 410 | 415062 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| NORTH CAROLINA — (Continued) | NORTH CAROLINA — (Continued) | NORTH CAROLINA — (Continued) |
| North Carolina Municipal <br> Power Agency No. 1 <br> (RB) Series A |  |  |
| 5.000%, 01/01/32  | 375 | $376174 |
| TOTAL NORTH <br> CAROLINA |  | 3366236 |
| OHIO — (2.2%) | OHIO — (2.2%) | OHIO — (2.2%) |
| American Municipal Power, <br> Inc. (RB) Series A |  |  |
| 5.000%, 02/15/26  | 385 | 387250 |
| American Municipal Power, <br> Inc. (RB) Series A |  |  |
| 5.000%, 02/15/29  | 560 | 563328 |
| City of Cleveland Airport <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 01/01/26  | 340 | 341096 |
| 5.000%, 01/01/27  | 280 | 287041 |
| City of Hamilton (GO)  |  |  |
| 4.000%, 12/17/25  | 110 | 110097 |
| Cleveland Municipal <br> School District (GO) (SD <br> CRED PROG)  |  |  |
| 5.000%, 12/01/25  | 285 | 285438 |
| Cleveland State University <br> (RB) (BAM) Series C |  |  |
| 5.000%, 06/01/26  | 75 | 75883 |
| 5.000%, 06/01/27  | 65 | 67126 |
| County of Allen Hospital <br> Facilities Revenue (RB) <br> Series A |  |  |
| 5.000%, 12/01/26  | 1145 | 1171555 |
| Ohio Higher Educational <br> Facility Commission <br> (RB)  |  |  |
| 5.000%, 05/01/28  | 700 | 732122 |
| University of Akron (RB) <br> Series A |  |  |
| 4.000%, 01/01/28  | 430 | 439351 |
| TOTAL OHIO |  | 4460287 |
| OKLAHOMA — (0.7%) | OKLAHOMA — (0.7%) | OKLAHOMA — (0.7%) |
| Cleveland County <br> Independent School <br> District No. 29 Norman <br> (GO)  |  |  |
| 4.000%, 03/01/27  | 1100 | 1118499 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| OKLAHOMA — (Continued) | OKLAHOMA — (Continued) | OKLAHOMA — (Continued) | OKLAHOMA — (Continued) |
| Oklahoma Municipal Power <br> Authority (RB) (AG) <br> Series A | Oklahoma Municipal Power <br> Authority (RB) (AG) <br> Series A |  |  |
|  | 5.000%, 01/01/27  | 200 | $204962 |
| TOTAL OKLAHOMA | TOTAL OKLAHOMA |  | 1323461 |
| PENNSYLVANIA — (1.1%) | PENNSYLVANIA — (1.1%) | PENNSYLVANIA — (1.1%) | PENNSYLVANIA — (1.1%) |
| Bucks County Water & <br> Sewer Authority (RB) <br> (AG)  | Bucks County Water & <br> Sewer Authority (RB) <br> (AG)  |  |  |
|  | 5.000%, 12/01/25  | 210 | 210326 |
| City of Philadelphia (GO) <br> Series C | City of Philadelphia (GO) <br> Series C |  |  |
|  | 5.000%, 08/01/26  | 465 | 472489 |
| Commonwealth of <br> Pennsylvania (GO) <br> Series 2ND | Commonwealth of <br> Pennsylvania (GO) <br> Series 2ND |  |  |
|  | 4.000%, 09/15/32  | 820 | 828461 |
| Pennsylvania Higher <br> Educational Facilities <br> Authority (RB) <br> Series AW | Pennsylvania Higher <br> Educational Facilities <br> Authority (RB) <br> Series AW |  |  |
| ¤ | 5.000%, 06/15/26 <br> (Pre-refunded @ <br> $100, 6/15/26)<br>| 55 | 55632 |
|  | 5.000%, 06/15/26  | 650 | 658864 |
| Pittsburgh Water & Sewer <br> Authority (RB) Series A | Pittsburgh Water & Sewer <br> Authority (RB) Series A |  |  |
|  | 5.000%, 09/01/27  | 25 | 25975 |
| TOTAL PENNSYLVANIA | TOTAL PENNSYLVANIA |  | 2251747 |
| SOUTH CAROLINA — (0.8%) | SOUTH CAROLINA — (0.8%) | SOUTH CAROLINA — (0.8%) | SOUTH CAROLINA — (0.8%) |
| Orangeburg County School <br> District (GO)  | Orangeburg County School <br> District (GO)  |  |  |
|  | 5.000%, 08/13/26  | 500 | 508691 |
| York County School District <br> No. 1 (GO)  | York County School District <br> No. 1 (GO)  |  |  |
|  | 4.000%, 07/30/26  | 1000 | 1009568 |
| TOTAL SOUTH <br> CAROLINA | TOTAL SOUTH <br> CAROLINA |  | 1518259 |
| SOUTH DAKOTA — (0.1%) | SOUTH DAKOTA — (0.1%) | SOUTH DAKOTA — (0.1%) | SOUTH DAKOTA — (0.1%) |
| South Dakota Health & <br> Educational Facilities <br> Authority (RB) Series B | South Dakota Health & <br> Educational Facilities <br> Authority (RB) Series B |  |  |
|  | 5.000%, 11/01/26  | 230 | 234664 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| TENNESSEE — (3.2%) | TENNESSEE — (3.2%) | TENNESSEE — (3.2%) | TENNESSEE — (3.2%) |
| City of Memphis (GO) <br> Series A | City of Memphis (GO) <br> Series A |  |  |
|  | 5.000%, 04/01/26  | 205 | $206909 |
|  | 5.000%, 04/01/27  | 1020 | 1054222 |
| County of Bedford (GO)  | County of Bedford (GO)  |  |  |
|  | 5.000%, 06/01/26  | 500 | 506421 |
| County of Rutherford (GO) <br> Series B | County of Rutherford (GO) <br> Series B |  |  |
|  | 5.000%, 04/01/26  | 395 | 398710 |
|  | 5.000%, 04/01/27  | 185 | 191051 |
| Metropolitan Government <br> Nashville & Davidson <br> County Health & <br> Educational Facilities <br> Board (RB) Series A | Metropolitan Government <br> Nashville & Davidson <br> County Health & <br> Educational Facilities <br> Board (RB) Series A |  |  |
|  | 5.000%, 07/01/29  | 570 | 610289 |
|  | 5.000%, 07/01/30  | 315 | 318960 |
| Metropolitan Government <br> of Nashville & Davidson <br> County (GO)  | Metropolitan Government <br> of Nashville & Davidson <br> County (GO)  |  |  |
|  | 5.000%, 01/01/28  | 1000 | 1014621 |
| ¤ | 5.000%, 01/01/33 <br> (Pre-refunded @ <br> $100, 7/1/26)<br>| 940 | 953519 |
| Metropolitan Government <br> of Nashville & Davidson <br> County Water & Sewer <br> Revenue (RB)  | Metropolitan Government <br> of Nashville & Davidson <br> County Water & Sewer <br> Revenue (RB)  |  |  |
|  | 5.000%, 07/01/26  | 80 | 81218 |
|  | 5.000%, 07/01/27  | 40 | 41576 |
| State of Tennessee (GO) <br> Series B | State of Tennessee (GO) <br> Series B |  |  |
|  | 5.000%, 08/01/30  | 1000 | 1017474 |
| TOTAL TENNESSEE | TOTAL TENNESSEE |  | 6394970 |
| TEXAS — (22.5%) | TEXAS — (22.5%) | TEXAS — (22.5%) | TEXAS — (22.5%) |
| Aldine Independent School <br> District (GO) (PSF-GTD)  | Aldine Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/26  | 590 | 593760 |
| Allen Independent School <br> District (GO) (PSF-GTD)  | Allen Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/26  | 290 | 291807 |
| Arlington Independent <br> School District (GO) <br> (PSF-GTD)  | Arlington Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/26  | 125 | 125757 |
| Austin Independent School <br> District (GO)  | Austin Independent School <br> District (GO)  |  |  |
|  | 5.000%, 08/01/27  | 500 | 519907 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Board of Regents of the <br> University of Texas <br> System (RB) Series A |  |  |
| 5.000%, 08/15/26  | 1060 | $1079123 |
| 5.000%, 08/15/27  | 1385 | 1441411 |
| Board of Regents of the <br> University of Texas <br> System (RB) Series B |  |  |
| 5.000%, 08/15/27  | 355 | 369459 |
| City of Austin (GO)  |  |  |
| 5.000%, 05/01/26  | 665 | 672463 |
| 5.000%, 09/01/26  | 435 | 443318 |
| City of Austin Water & <br> Wastewater System <br> Revenue (RB)  |  |  |
| 5.000%, 11/15/31  | 160 | 163605 |
| City of Brownsville (GO) <br> Series A |  |  |
| 5.000%, 02/15/28  | 1340 | 1409780 |
| City of Corpus Christi <br> Utility System Revenue <br> (RB) (AG)  |  |  |
| 5.000%, 07/15/26  | 275 | 279221 |
| City of Dallas (GO)  |  |  |
| 5.000%, 02/15/26  | 310 | 311913 |
| City of Dallas (GO) <br> Series A |  |  |
| 5.000%, 02/15/26  | 385 | 387376 |
| 5.000%, 02/15/27  | 435 | 447919 |
| City of Dallas Waterworks <br> & Sewer System <br> Revenue (RB)  |  |  |
| 5.000%, 10/01/26  | 145 | 148043 |
| City of El Paso (GO)  |  |  |
| 5.000%, 08/15/26  | 105 | 106854 |
| 5.000%, 08/15/34  | 1000 | 1015418 |
| City of El Paso (GO) <br> Series A |  |  |
| 5.000%, 08/15/26  | 635 | 646212 |
| City of El Paso Water & <br> Sewer Revenue (RB)  |  |  |
| 5.000%, 03/01/26  | 105 | 105740 |
| 5.000%, 03/01/27  | 45 | 46360 |
| City of Fort Worth (GO)  |  |  |
| 5.000%, 03/01/26  | 935 | 941617 |
| City of Frisco (GO)  |  |  |
| 5.000%, 02/15/26  | 2255 | 2269305 |
| City of Georgetown Utility <br> System Revenue (RB)  |  |  |
| 5.000%, 08/15/26  | 40 | 40675 |
| 5.000%, 08/15/27  | 45 | 46770 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| City of Houston (RN)  |  |  |
| 5.000%, 06/30/26  | 1000 | $1014906 |
| City of Irving (GO)  |  |  |
| 5.000%, 09/15/27  | 330 | 344356 |
| City of Kyle (GO) (AG)  |  |  |
| 5.000%, 08/15/26  | 325 | 330357 |
| City of Pearland (GO)  |  |  |
| 5.000%, 03/01/26  | 90 | 90622 |
| 5.000%, 03/01/27  | 255 | 262270 |
| City of Pearland (GO) <br> Series A |  |  |
| 5.000%, 03/01/27  | 110 | 113078 |
| City of San Antonio (GO)  |  |  |
| 5.000%, 02/01/26 | 625 | 628418 |
| 5.000%, 02/01/27  | 245 | 252046 |
| City of San Antonio Electric <br> & Gas Systems <br> Revenue (RB)  |  |  |
| 4.000%, 02/01/28  | 210 | 211751 |
| 5.000%, 02/01/32  | 1765 | 1773817 |
| City of Temple (GO)  |  |  |
| 5.000%, 08/01/26  | 140 | 142302 |
| 5.000%, 08/01/27  | 65 | 67531 |
| City of Temple Utility <br> System Revenue (RB)  |  |  |
| 5.000%, 08/01/26  | 55 | 55904 |
| 5.000%, 08/01/27  | 35 | 36406 |
| Clear Creek Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/33  | 510 | 523043 |
| Clifton Higher Education <br> Finance Corp. (RB) <br> (PSF-GTD)  |  |  |
| 5.000%, 04/01/27  | 210 | 216411 |
| Clint Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/15/26  | 450 | 456755 |
| Conroe Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 40 | 40240 |
| County of Collin (GO)  |  |  |
| 5.000%, 02/15/26  | 335 | 337116 |
| County of Ector (GO)  |  |  |
| 5.000%, 02/15/26  | 115 | 115697 |
| County of Fort Bend Toll <br> Road Revenue (RB) <br> (AG)  |  |  |
| 5.000%, 03/01/27  | 145 | 149249 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| County of Harris (GO) <br> Series A | County of Harris (GO) <br> Series A |  |  |
|  | 5.000%, 09/15/27  | 1015 | $1058399 |
| County of Hidalgo (GO)  | County of Hidalgo (GO)  |  |  |
|  | 5.000%, 08/15/26  | 300 | 304922 |
| County of Midland (GO)  | County of Midland (GO)  |  |  |
|  | 5.000%, 02/15/26  | 245 | 246463 |
| County of Montgomery <br> (GO)  | County of Montgomery <br> (GO)  |  |  |
|  | 5.000%, 03/01/31  | 1000 | 1006062 |
| County of Travis (GO)  | County of Travis (GO)  |  |  |
|  | 5.000%, 03/01/26  | 485 | 488544 |
| County of Williamson (GO)  | County of Williamson (GO)  |  |  |
|  | 5.000%, 02/15/26  | 135 | 135849 |
| Crockett County <br> Consolidated Common <br> School District No. 1 <br> (GO) (PSF-GTD)  | Crockett County <br> Consolidated Common <br> School District No. 1 <br> (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/26  | 185 | 188151 |
| Dallas Area Rapid Transit <br> (RB) Series A | Dallas Area Rapid Transit <br> (RB) Series A |  |  |
| ¤ | 5.000%, 12/01/46 <br> (Pre-refunded @ <br> $100, 12/1/25)<br>| 460 | 460780 |
| Dallas Fort Worth <br> International Airport (RB) <br> Series B | Dallas Fort Worth <br> International Airport (RB) <br> Series B |  |  |
|  | 5.000%, 11/01/25  | 260 | 260000 |
| Dallas Independent School <br> District (GO) (PSF-GTD) <br> Series B | Dallas Independent School <br> District (GO) (PSF-GTD) <br> Series B |  |  |
|  | 5.000%, 02/15/26  | 425 | 427672 |
| Dripping Springs <br> Independent School <br> District (GO) (PSF-GTD)  | Dripping Springs <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/27  | 95 | 97943 |
| El Paso County Hospital <br> District (GO) (AG)  | El Paso County Hospital <br> District (GO) (AG)  |  |  |
|  | 5.000%, 02/15/26  | 120 | 120717 |
|  | 5.000%, 02/15/27  | 80 | 82024 |
| Harris County Cultural <br> Education Facilities <br> Finance Corp. (RB) <br> Series A | Harris County Cultural <br> Education Facilities <br> Finance Corp. (RB) <br> Series A |  |  |
|  | 5.000%, 05/15/27  | 515 | 530810 |
|  | 5.000%, 07/01/28  | 400 | 422533 |
| Hays Consolidated <br> Independent School <br> District (GO) (PSF-GTD)  | Hays Consolidated <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/26  | 55 | 55344 |
|  | 5.000%, 02/15/27  | 155 | 159345 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Houston Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 835 | $840393 |
| Houston Independent <br> School District (GO) <br> (PSF-GTD) Series B |  |  |
| 5.000%, 02/15/26  | 1760 | 1771367 |
| 5.000%, 02/15/27  | 380 | 391724 |
| Humble Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/27  | 500 | 514785 |
| Lancaster Independent <br> School District (GO) <br> (BAM) Series B |  |  |
| 5.000%, 02/15/26  | 190 | 191124 |
| 5.000%, 02/15/27  | 300 | 308564 |
| Leander Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 02/15/26  | 150 | 150917 |
| Lewisville Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/26  | 125 | 127207 |
| Little Elm Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/26  | 250 | 254512 |
| Lower Colorado River <br> Authority (RB)  |  |  |
| 5.000%, 05/15/26 | 895 | 905139 |
| Lower Colorado River <br> Authority (RB) Series A |  |  |
| 5.000%, 05/15/27  | 85 | 87895 |
| Lower Colorado River <br> Authority (RB) (AG)  |  |  |
| 5.000%, 05/15/27  | 565 | 584247 |
| Midland Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 840 | 845401 |
| North East Texas Regional <br> Mobility Authority (RB) <br> Series A |  |  |
| 5.000%, 01/01/26  | 70 | 70222 |
| 5.000%, 01/01/27  | 95 | 97200 |
| North Harris County <br> Regional Water Authority <br> (RB)  |  |  |
| 5.000%, 12/15/33  | 1095 | 1119539 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| North Texas Municipal <br> Water District Upper <br> East Fork Wastewater <br> Interceptor System (RB)  |  |  |
| 5.000%, 06/01/26  | 150 | $151931 |
| North Texas Municipal <br> Water District Water <br> System Revenue (RB)  |  |  |
| 5.000%, 09/01/26  | 845 | 860809 |
| 5.000%, 09/01/31  | 330 | 334976 |
| North Texas Tollway <br> Authority (RB) Series A |  |  |
| 5.000%, 01/01/31  | 1800 | 1806007 |
| Permanent University Fund <br> - University of Texas <br> System (RB) Series B |  |  |
| 5.000%, 07/01/29  | 575 | 583028 |
| Rankin Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 1000 | 1005972 |
| Spring Independent School <br> District (GO) Series B |  |  |
| 5.000%, 08/15/26  | 100 | 101773 |
| State of Texas (GO) <br> Series A |  |  |
| 5.000%, 10/01/31  | 405 | 423612 |
| State of Texas (GO) <br> Series B |  |  |
| 5.000%, 10/01/31  | 355 | 371315 |
| Stephen F Austin State <br> University (RB)  |  |  |
| 5.000%, 10/15/26  | 950 | 969317 |
| 5.000%, 10/15/29  | 700 | 712826 |
| Tarrant County Cultural <br> Education Facilities <br> Finance Corp. (RB)  |  |  |
| 5.000%, 12/01/27  | 735 | 769284 |
| Texas State Technical <br> College (RB) (AG) <br> Series A |  |  |
| 5.000%, 08/01/28  | 535 | 566971 |
| Texas Tech University <br> System (RB) Series A |  |  |
| 5.000%, 02/15/26  | 290 | 291773 |
| 5.000%, 02/15/27  | 135 | 138973 |
| Upper Trinity Regional <br> Water District (RB) <br> (BAM)  |  |  |
| 5.000%, 08/01/26  | 140 | 142229 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Weatherford Independent <br> School District (GO) <br> (PSF-GTD)  | Weatherford Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/26  | 380 | $382335 |
| TOTAL TEXAS | TOTAL TEXAS |  | 44985013 |
| UTAH — (0.2%) | UTAH — (0.2%) | UTAH — (0.2%) | UTAH — (0.2%) |
| Utah Transit Authority (RB)  | Utah Transit Authority (RB)  |  |  |
|  | 5.000%, 12/15/26  | 335 | 343769 |
| VIRGINIA — (0.7%) | VIRGINIA — (0.7%) | VIRGINIA — (0.7%) | VIRGINIA — (0.7%) |
| County of Loudoun (GO) <br> (ST AID WITHHLDG) <br> Series A | County of Loudoun (GO) <br> (ST AID WITHHLDG) <br> Series A |  |  |
|  | 5.000%, 12/01/25  | 500 | 500859 |
| Hampton Roads <br> Transportation <br> Accountability <br> Commission (RB) <br> Series A | Hampton Roads <br> Transportation <br> Accountability <br> Commission (RB) <br> Series A |  |  |
|  | 5.000%, 07/01/26  | 500 | 507356 |
| Roanoke Economic <br> Development Authority <br> (RB)  | Roanoke Economic <br> Development Authority <br> (RB)  |  |  |
|  | 5.000%, 07/01/26  | 315 | 319283 |
| TOTAL VIRGINIA | TOTAL VIRGINIA |  | 1327498 |
| WASHINGTON — (10.8%) | WASHINGTON — (10.8%) | WASHINGTON — (10.8%) | WASHINGTON — (10.8%) |
| Central Puget Sound <br> Regional Transit <br> Authority (RB) <br> Series S-1 | Central Puget Sound <br> Regional Transit <br> Authority (RB) <br> Series S-1 |  |  |
| ¤ | 4.000%, 11/01/50 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 2595 | 2595000 |
| ¤ | 5.000%, 11/01/50 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 710 | 710000 |
| City of Seattle (GO)  | City of Seattle (GO)  |  |  |
|  | 5.000%, 06/01/26  | 1885 | 1910349 |
|  | 4.000%, 12/01/32  | 375 | 375169 |
| City of Seattle Drainage & <br> Wastewater Revenue <br> (RB)  | City of Seattle Drainage & <br> Wastewater Revenue <br> (RB)  |  |  |
|  | 5.000%, 05/01/26  | 135 | 136575 |
|  | 5.000%, 05/01/27  | 100 | 103615 |
| City of Seattle Municipal <br> Light & Power Revenue <br> (RB)  | City of Seattle Municipal <br> Light & Power Revenue <br> (RB)  |  |  |
|  | 5.000%, 02/01/26  | 825 | 829900 |
|  | 5.000%, 02/01/27  | 175 | 180098 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| Clark County School <br> District No. 114 <br> Evergreen (GO) (SCH <br> BD GTY)  | Clark County School <br> District No. 114 <br> Evergreen (GO) (SCH <br> BD GTY)  |  |  |
|  | 5.000%, 12/01/26  | 1075 | $1101791 |
| County of King (GO)  | County of King (GO)  |  |  |
|  | 5.000%, 12/01/25  | 265 | 265456 |
| County of King (GO) <br> Series A | County of King (GO) <br> Series A |  |  |
|  | 5.000%, 12/01/25  | 275 | 275473 |
| Energy Northwest (RB) <br> Series A | Energy Northwest (RB) <br> Series A |  |  |
|  | 5.000%, 07/01/27  | 1310 | 1329524 |
| Grant County Public Utility <br> District No. 2 Priest <br> Rapids Hydroelectric <br> Project (RB) Series B | Grant County Public Utility <br> District No. 2 Priest <br> Rapids Hydroelectric <br> Project (RB) Series B |  |  |
|  | 5.000%, 01/01/26  | 95 | 95327 |
| Grays Harbor County <br> Public Utility District No. <br> 1 (RB) (AG)  | Grays Harbor County <br> Public Utility District No. <br> 1 (RB) (AG)  |  |  |
|  | 5.000%, 01/01/26  | 400 | 401310 |
| King County School District <br> No. 403 Renton (GO) <br> (SCH BD GTY)  | King County School District <br> No. 403 Renton (GO) <br> (SCH BD GTY)  |  |  |
|  | 4.000%, 12/01/32  | 875 | 875580 |
| King County School District <br> No. 414 Lake <br> Washington (GO)  | King County School District <br> No. 414 Lake <br> Washington (GO)  |  |  |
|  | 5.000%, 12/01/25  | 340 | 340558 |
| Pierce County School <br> District No. 10 Tacoma <br> (GO) (SCH BD GTY)  | Pierce County School <br> District No. 10 Tacoma <br> (GO) (SCH BD GTY)  |  |  |
| ¤ | 5.000%, 12/01/35 <br> (Pre-refunded @ <br> $100, 12/1/25)<br>| 1000 | 1001593 |
| Pierce County School <br> District No. 3 Puyallup <br> (GO) (SCH BD GTY) <br> Series B | Pierce County School <br> District No. 3 Puyallup <br> (GO) (SCH BD GTY) <br> Series B |  |  |
|  | 5.000%, 12/01/25  | 235 | 235369 |
| Snohomish County Public <br> Utility District No. 1 <br> Electric System Revenue <br> (RB) Series A | Snohomish County Public <br> Utility District No. 1 <br> Electric System Revenue <br> (RB) Series A |  |  |
|  | 5.000%, 12/01/26  | 120 | 122913 |
|  | 5.000%, 12/01/27  | 175 | 183700 |
| Snohomish County School <br> District No. 103 Monroe <br> (GO) (SCH BD GTY)  | Snohomish County School <br> District No. 103 Monroe <br> (GO) (SCH BD GTY)  |  |  |
|  | 5.000%, 12/01/26  | 55 | 56359 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| 5.000%, 12/01/27  | 35 | $36704 |
| Snohomish County School <br> District No. 4 Lake <br> Stevens (GO) (SCH BD <br> GTY)  |  |  |
| 5.000%, 12/01/26  | 500 | 512461 |
| State of Washington (GO) <br> Series 2017-A |  |  |
| 5.000%, 08/01/33  | 1115 | 1132973 |
| State of Washington (GO) <br> Series B |  |  |
| 5.000%, 07/01/29  | 285 | 286049 |
| 5.000%, 08/01/29  | 145 | 147467 |
| 5.000%, 07/01/31  | 1565 | 1570682 |
| State of Washington (GO) <br> Series R-2025A |  |  |
| 4.000%, 07/01/26  | 2405 | 2426361 |
| State of Washington (COP) <br> Series A |  |  |
| 5.000%, 01/01/26  | 1500 | 1505085 |
| Washington Health Care <br> Facilities Authority (RB) <br> Series A |  |  |
| 5.000%, 03/01/26  | 150 | 151012 |
| 5.000%, 03/01/27  | 105 | 108034 |
| Washington Health Care <br> Facilities Authority (RB) <br> Series A-1 |  |  |
| 5.000%, 08/01/27  | 500 | 515488 |
| TOTAL WASHINGTON |  | 21517975 |
| WISCONSIN — (5.2%) | WISCONSIN — (5.2%) | WISCONSIN — (5.2%) |
| City of Madison (GO) <br> Series B |  |  |
| 5.000%, 10/01/26  | 870 | 888772 |
| City of Milwaukee (GO) <br> (BAM) Series N-5 |  |  |
| 5.000%, 12/01/25  | 255 | 255398 |
| City of Racine (GO)  |  |  |
| 4.500%, 03/15/27  | 485 | 487560 |
| County of Pierce (GO) <br> Series A |  |  |
| 5.000%, 03/01/26  | 250 | 251831 |
| Green Bay Area Public <br> School District (GO)  |  |  |
| 4.000%, 04/01/26  | 65 | 65323 |
| Madison Metropolitan <br> School District (RN)  |  |  |
| 5.000%, 09/01/26  | 1300 | 1324982 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| WISCONSIN — (Continued) | WISCONSIN — (Continued) | WISCONSIN — (Continued) |
| Madison Metropolitan <br> School District (GO) <br> Series A |  |  |
| 5.000%, 03/01/27  | 975 | $1006090 |
| Oak Creek-Franklin Joint <br> School District (GO) <br> Series A |  |  |
| 4.000%, 04/01/26  | 710 | 713817 |
| Onalaska School District <br> (GO)  |  |  |
| 5.000%, 04/01/26  | 585 | 590133 |
| Portage Community School <br> District (GO)  |  |  |
| 5.000%, 03/01/26  | 250 | 251691 |
| Racine Unified School <br> District (GO) (AG)  |  |  |
| 5.000%, 04/01/26  | 160 | 161378 |
| Sheboygan Area School <br> District (GO)  |  |  |
| 5.000%, 03/01/26  | 75 | 75539 |
| State of Wisconsin (GO) <br> Series 2 |  |  |
| 5.000%, 11/01/25  | 1665 | 1665000 |
| 5.000%, 11/01/26  | 455 | 465810 |
| State of Wisconsin (GO) <br> Series B |  |  |
| 5.000%, 05/01/26  | 600 | 606881 |
| 5.000%, 05/01/27  | 770 | 797838 |
| 5.000%, 05/01/28  | 790 | 837320 |
| TOTAL WISCONSIN |  | 10445363 |
| TOTAL MUNICIPAL <br> BONDS <br>(Cost $195,878,512) |  | 195992165 |
| COMMERCIAL PAPER — (1.6%) | COMMERCIAL PAPER — (1.6%) | COMMERCIAL PAPER — (1.6%) |
| Board of Regents of the <br> University of Texas <br> System |  |  |
| 2.700%, 03/03/26 | 1000 | 999817 |
| County of Maricopa |  |  |
| 2.900%, 11/05/25 | 1000 | 999962 |
| 2.620%, 11/12/25 | 710 | 709940 |
| Minnesota Agricultural & <br> Economic Development <br> Board |  |  |
| 2.780%, 02/25/26 | 544 | 543999 |
| TOTAL COMMERCIAL <br> PAPER <br>(Cost $3,254,000) |  | 3253718 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| INVESTMENT COMPANIES — (0.2%) | INVESTMENT COMPANIES — (0.2%) | INVESTMENT COMPANIES — (0.2%) |
| BlackRock Liquidity <br> Funds MuniCash <br>(Cost $467,209)<br>| 467162 | $467209 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $199,599,721) |  | $199713092 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; $195992165 | &nbsp;&nbsp; — | &nbsp;&nbsp; $195992165 |
| Commercial Paper | &nbsp;&nbsp; — | &nbsp;&nbsp; 3253718 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3253718 |
| Investment Companies | &nbsp;&nbsp; $467209 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 467209 |
| Total Investments in Securities | &nbsp;&nbsp; $467209 | &nbsp;&nbsp; $199245883 | &nbsp;&nbsp; — | &nbsp;&nbsp; $199713092 |

---

See accompanying Notes to Financial Statements.

------

**DFA California Short-Term Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (96.2%) | MUNICIPAL BONDS — (96.2%) | MUNICIPAL BONDS — (96.2%) |
| CALIFORNIA — (96.2%) | CALIFORNIA — (96.2%) | CALIFORNIA — (96.2%) |
| Amador Water Agency <br> Financing Corp. (COP) <br> Series A |  |  |
| 5.000%, 06/01/26  | 485 | $488211 |
| Anaheim Housing & Public <br> Improvements Authority <br> (RB) Series A |  |  |
| 5.000%, 10/01/26  | 350 | 358270 |
| Anaheim Housing & Public <br> Improvements Authority <br> (RB) Series B |  |  |
| 5.000%, 10/01/26  | 2620 | 2681909 |
| 5.000%, 10/01/28  | 450 | 485301 |
| Anaheim Housing & Public <br> Improvements Authority <br> (RB) Series E |  |  |
| 5.000%, 10/01/29  | 2000 | 2102846 |
| Antelope Valley Union High <br> School District (GO) <br> Series A |  |  |
| 5.000%, 08/01/26  | 1350 | 1375615 |
| 5.000%, 08/01/27  | 835 | 873347 |
| 5.000%, 08/01/28  | 885 | 950425 |
| Apple Valley Unified <br> School District (GO) <br> (BAM)  |  |  |
| 5.000%, 08/01/26  | 780 | 781242 |
| Atascadero Unified School <br> District (GO) Series A |  |  |
| 5.000%, 08/01/26  | 565 | 575889 |
| Bay Area Toll Authority <br> (RB) Series A |  |  |
| 3.050%, 04/01/55  | 10475 | 10475000 |
| Beaumont Public <br> Improvement Authority <br> (RB) Series A |  |  |
| 5.000%, 09/01/26  | 310 | 316751 |
| 5.000%, 09/01/27  | 355 | 372247 |
| Belmont-Redwood Shores <br> School District (GO) <br> Series A |  |  |
| 5.000%, 08/01/26  | 780 | 794800 |
| Beverly Hills Unified <br> School District (GO)  |  |  |
| 5.000%, 08/01/26  | 750 | 764959 |
| 5.000%, 08/01/27  | 640 | 669953 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Buena Park School District <br> (GO)  | Buena Park School District <br> (GO)  |  |  |
|  | 8.000%, 08/01/26  | 1320 | $1372655 |
| Burbank Unified School <br> District (GO)  | Burbank Unified School <br> District (GO)  |  |  |
|  | 5.000%, 08/01/26  | 500 | 509487 |
|  | 5.000%, 08/01/28  | 750 | 805445 |
| California Health Facilities <br> Financing Authority (RB)  | California Health Facilities <br> Financing Authority (RB)  |  |  |
|  | 5.000%, 02/01/26  | 1040 | 1046175 |
|  | 5.000%, 11/15/29  | 1070 | 1072406 |
|  | 5.000%, 02/01/30  | 1000 | 1029724 |
| California Health Facilities <br> Financing Authority (RB) <br> Series A | California Health Facilities <br> Financing Authority (RB) <br> Series A |  |  |
|  | 5.000%, 11/15/25  | 210 | 210126 |
|  | 5.000%, 12/01/25  | 500 | 500599 |
|  | 5.000%, 02/01/26  | 565 | 568355 |
|  | 5.000%, 03/01/26  | 2565 | 2566977 |
|  | 5.000%, 11/15/26  | 1125 | 1151621 |
|  | 4.000%, 03/01/28  | 4660 | 4661334 |
|  | 5.000%, 10/01/29  | 2390 | 2394107 |
| ¤ | 5.000%, 11/15/35 <br> (Pre-refunded @ <br> $100, 11/15/25)<br>| 1775 | 1776409 |
| ¤ | 5.000%, 11/15/46 <br> (Pre-refunded @ <br> $100, 11/15/25)<br>| 2515 | 2516996 |
| California Health Facilities <br> Financing Authority (RB) <br> Series B | California Health Facilities <br> Financing Authority (RB) <br> Series B |  |  |
|  | 3.050%, 03/01/41  | 7500 | 7500000 |
| ¤ | 5.000%, 11/15/46 <br> (Pre-refunded @ <br> $100, 11/15/26)<br>| 2900 | 2972072 |
| California Municipal <br> Finance Authority (RB) <br> Series A | California Municipal <br> Finance Authority (RB) <br> Series A |  |  |
|  | 5.000%, 02/01/26  | 1135 | 1138881 |
|  | 5.000%, 02/01/28  | 750 | 776033 |
| California Public Finance <br> Authority (RB) Series A | California Public Finance <br> Authority (RB) Series A |  |  |
|  | 5.000%, 06/01/26  | 240 | 242673 |
| California State Public <br> Works Board (RB) <br> Series C | California State Public <br> Works Board (RB) <br> Series C |  |  |
|  | 4.000%, 11/01/31  | 5375 | 5429169 |
|  | 5.000%, 11/01/33  | 2190 | 2235128 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| California State Public <br> Works Board (RB) <br> Series D |  |  |
| 4.000%, 04/01/32  | 1260 | $1270491 |
| California State Public <br> Works Board (RB) <br> Series A |  |  |
| 5.000%, 04/01/27  | 1000 | 1034045 |
| California State Public <br> Works Board (RB) <br> Series B |  |  |
| 5.000%, 05/01/26  | 1470 | 1487077 |
| 5.000%, 06/01/27  | 515 | 534688 |
| 5.000%, 12/01/28  | 1905 | 2049213 |
| 5.000%, 10/01/29  | 1265 | 1325512 |
| California State Public <br> Works Board (RB) <br> Series C |  |  |
| 5.000%, 09/01/26 | 1565 | 1595964 |
| 5.000%, 09/01/28 | 5781 | 6182557 |
| 5.000%, 11/01/28  | 1100 | 1180897 |
| California State Public <br> Works Board (RB) <br> Series D |  |  |
| 5.000%, 11/01/25  | 1470 | 1470000 |
| 5.000%, 04/01/27  | 2005 | 2046778 |
| California State Public <br> Works Board (RB) <br> Series F |  |  |
| 5.000%, 05/01/28  | 1275 | 1277066 |
| California State Public <br> Works Board (RB) <br> Series H |  |  |
| 5.000%, 12/01/25  | 1810 | 1813375 |
| California State University <br> (RB) Series A |  |  |
| 5.000%, 11/01/25  | 995 | 995000 |
| 5.000%, 11/01/26  | 990 | 1015973 |
| 5.000%, 11/01/28 | 1375 | 1375097 |
| 3.375%, 11/01/29  | 1435 | 1435000 |
| 5.000%, 11/01/30 | 4915 | 5043154 |
| 5.000%, 11/01/32  | 5010 | 5068672 |
| 5.000%, 11/01/33  | 3400 | 3437971 |
| 4.000%, 11/01/34  | 8650 | 8683119 |
| California Statewide <br> Communities <br> Development Authority <br> (RB) Series A |  |  |
| 5.000%, 12/01/25  | 345 | 345580 |
| 5.000%, 12/01/26  | 930 | 953468 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| City & County of San <br> Francisco (COP) <br> Series B |  |  |
| 4.000%, 04/01/33  | 3435 | $3437314 |
| City & County of San <br> Francisco (COP) <br> Series R-1 |  |  |
| 5.000%, 04/01/26  | 1110 | 1121043 |
| City & County of San <br> Francisco (GO) Series F |  |  |
| 5.000%, 06/15/26  | 10000 | 10151233 |
| City of Bakersfield <br> Wastewater Revenue <br> (RB) Series A |  |  |
| 5.000%, 09/15/26  | 2000 | 2046754 |
| 5.000%, 09/15/27  | 1105 | 1161341 |
| 5.000%, 09/15/28  | 1040 | 1122136 |
| 5.000%, 09/15/29  | 1230 | 1362435 |
| City of Berkeley (RN)  |  |  |
| 4.000%, 07/28/26  | 13950 | 14118474 |
| City of Long Beach Airport <br> System Revenue (RB) <br> (AG) Series A |  |  |
| 5.000%, 06/01/26  | 215 | 217977 |
| City of Los Angeles (RN)  |  |  |
| 5.000%, 06/25/26  | 11070 | 11255583 |
| City of Los Angeles <br> Wastewater System <br> Revenue (RB) Series A |  |  |
| 5.000%, 06/01/26  | 2910 | 2954521 |
| 5.000%, 06/01/27  | 915 | 954614 |
| 5.000%, 06/01/28  | 3610 | 3860676 |
| City of Oxnard Wastewater <br> Revenue (RB) (BAM)  |  |  |
| 5.000%, 06/01/26  | 840 | 852365 |
| 5.000%, 06/01/27  | 390 | 405895 |
| City of Riverside Sewer <br> Revenue (RB) Series A |  |  |
| 5.000%, 08/01/26  | 850 | 866763 |
| 5.000%, 08/01/27  | 2300 | 2409663 |
| 5.000%, 08/01/28  | 830 | 893430 |
| City of San Francisco <br> Public Utilities <br> Commission Water <br> Revenue (RB) Series A |  |  |
| 5.000%, 11/01/27  | 1425 | 1460700 |
| 5.000%, 11/01/28  | 1425 | 1459407 |
| 5.000%, 11/01/29  | 1000 | 1112866 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| City of San Francisco <br> Public Utilities <br> Commission Water <br> Revenue (RB) Series B |  |  |
| 4.000%, 11/01/30  | 1255 | $1271249 |
| City of San Francisco <br> Public Utilities <br> Commission Water <br> Revenue (RB) Series F |  |  |
| 5.000%, 11/01/26  | 3965 | 4067088 |
| 5.000%, 11/01/27  | 3580 | 3782134 |
| City of San Mateo (ST) <br> (BAM)  |  |  |
| 5.000%, 09/01/26  | 250 | 254258 |
| Clovis Unified School <br> District (GO) Series A |  |  |
| 5.000%, 08/01/26  | 1185 | 1207839 |
| Corona-Norco Unified <br> School District (GO)  |  |  |
| 5.000%, 08/01/26  | 925 | 943381 |
| 5.000%, 08/01/27  | 575 | 602012 |
| 5.000%, 08/01/28  | 585 | 628895 |
| 5.000%, 08/01/29  | 590 | 651291 |
| County of Kern (COP) <br> (AG) Series A |  |  |
| 5.000%, 11/01/26  | 1240 | 1268229 |
| County of Los Angeles <br> (RN) Series A |  |  |
| 5.000%, 06/30/26  | 21170 | 21535066 |
| County of Riverside (RN)  |  |  |
| 5.000%, 06/30/26  | 16000 | 16295250 |
| County of San Diego (RN)  |  |  |
| 5.000%, 06/30/26  | 15015 | 15268956 |
| Cupertino Union School <br> District (COP)  |  |  |
| 5.000%, 06/01/26  | 600 | 608346 |
| 5.000%, 06/01/28  | 250 | 266711 |
| Delano Union School <br> District (GO) (AG)  |  |  |
| 4.000%, 02/01/26  | 315 | 315932 |
| East Bay Municipal Utility <br> District Water System <br> Revenue (RB) Series B |  |  |
| 5.000%, 06/01/30  | 1490 | 1554486 |
| East Side Union High <br> School District (GO) <br> (AG) Series A |  |  |
| 5.000%, 08/01/26  | 1700 | 1732891 |
| East Side Union High <br> School District (GO) <br> Series D |  |  |
| 5.000%, 08/01/27  | 1110 | 1160977 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Fontana Public Facilities <br> Financing Authority (RB) <br> Series A |  |  |
| 5.000%, 11/01/26  | 500 | $512575 |
| Foothill-De Anza <br> Community College <br> District (GO) Series D |  |  |
| 5.000%, 08/01/26  | 3855 | 3929585 |
| 5.000%, 08/01/27  | 530 | 554433 |
| Fremont Unified School <br> District/Alameda County <br> (GO) Series A |  |  |
| 8.000%, 08/01/26  | 5000 | 5203634 |
| 8.000%, 08/01/27  | 2000 | 2192746 |
| Fresno Unified School <br> District (GO) Series A |  |  |
| 5.000%, 08/01/26  | 1730 | 1762438 |
| 5.000%, 08/01/27  | 1285 | 1345591 |
| Fullerton Joint Union High <br> School District (GO) <br> Series A |  |  |
| 8.000%, 08/01/26  | 1305 | 1357950 |
| Grossmont Healthcare <br> District (GO) Series F |  |  |
| 5.000%, 07/15/26  | 875 | 890269 |
| 5.000%, 07/15/27  | 365 | 380442 |
| Indio Finance Authority <br> (RB) (BAM) Series A |  |  |
| 5.000%, 11/01/25  | 275 | 275000 |
| 5.000%, 11/01/26  | 360 | 368911 |
| Irvine Facilities Financing <br> Authority (RB) Series A |  |  |
| 5.000%, 05/01/30  | 1285 | 1299604 |
| Irvine Ranch Water District <br> (RB) Series B |  |  |
| 5.000%, 05/01/26  | 250 | 253251 |
| 5.000%, 05/01/27  | 285 | 296242 |
| Jefferson Union High <br> School District (GO) <br> Series B |  |  |
| 5.000%, 08/01/26  | 240 | 244464 |
| Los Angeles Community <br> College District (GO) <br> Series C |  |  |
| 5.000%, 08/01/26  | 1365 | 1392328 |
| Los Angeles County <br> Metropolitan <br> Transportation Authority <br> Sales Tax Revenue (RB) <br> Series A |  |  |
| 4.000%, 07/01/27  | 5995 | 5999800 |
| 5.000%, 06/01/29  | 1750 | 1775979 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| 5.000%, 06/01/31  | 1730 | $1756019 |
| 5.000%, 06/01/33  | 4210 | 4271186 |
| 5.000%, 07/01/34  | 2305 | 2405518 |
| Los Angeles County Public <br> Works Financing <br> Authority (RB) Series H |  |  |
| 5.000%, 12/01/28  | 1025 | 1110175 |
| Los Angeles County Public <br> Works Financing <br> Authority (RB) Series J |  |  |
| 5.000%, 12/01/25  | 1300 | 1302393 |
| 5.000%, 12/01/26  | 655 | 673585 |
| 5.000%, 12/01/27  | 690 | 728671 |
| 5.000%, 12/01/28  | 775 | 839400 |
| Los Angeles County <br> Sanitation Districts <br> Financing Authority (RB) <br> Series A |  |  |
| 5.000%, 10/01/26  | 425 | 435509 |
| 5.000%, 10/01/27  | 500 | 526032 |
| 5.000%, 10/01/28  | 440 | 475034 |
| 5.000%, 10/01/29  | 475 | 525978 |
| Los Angeles Department of <br> Water & Power Water <br> System Revenue (RB) <br> Series B |  |  |
| 5.000%, 07/01/26  | 300 | 304319 |
| 5.000%, 07/01/31  | 1415 | 1419800 |
| Los Angeles Unified School <br> District (GO) Series A |  |  |
| 5.000%, 07/01/26 | 5670 | 5772652 |
| 5.000%, 07/01/27 | 11290 | 11820556 |
| 5.000%, 07/01/29  | 3460 | 3821116 |
| 5.000%, 07/01/30  | 4010 | 4539456 |
| Los Angeles Unified School <br> District (GO) Series B |  |  |
| 5.000%, 07/01/28  | 3080 | 3130836 |
| Los Angeles Unified School <br> District (GO) Series B-1 |  |  |
| 5.000%, 07/01/30  | 3300 | 3499112 |
| Los Rios Community <br> College District (GO)  |  |  |
| 5.000%, 08/01/26  | 500 | 509487 |
| 5.000%, 08/01/27  | 2310 | 2416087 |
| Manhattan Beach Unified <br> School District (GO) <br> Series A |  |  |
| 5.000%, 09/01/27  | 5510 | 5780739 |
| Mendocino-Lake <br> Community College <br> District (GO) (BAM)  |  |  |
| 5.000%, 08/01/27  | 1200 | 1201436 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Modesto Irrigation District <br> (RB) Series A |  |  |
| 5.000%, 10/01/28  | 1870 | $1871764 |
| 5.000%, 10/01/31  | 1090 | 1091203 |
| Moreno Valley Public <br> Financing Authority (RB) <br> Series A |  |  |
| 5.000%, 11/01/25  | 300 | 300000 |
| 5.000%, 11/01/26  | 290 | 296919 |
| Moreno Valley Unified <br> School District (GO) <br> (BAM) Series A |  |  |
| 5.000%, 08/01/26  | 640 | 652143 |
| 5.000%, 08/01/27  | 615 | 643244 |
| Mount Diablo Unified <br> School District (GO)  |  |  |
| 5.000%, 08/01/28  | 825 | 887590 |
| Mountain View-Whisman <br> School District (GO) <br> Series C |  |  |
| 5.000%, 09/01/26  | 400 | 408578 |
| Mt San Antonio Community <br> College District (GO) <br> Series A |  |  |
| 5.000%, 08/01/27  | 1895 | 1985353 |
| Municipal Improvement <br> Corp. of Los Angeles <br> (RB) Series B |  |  |
| 5.000%, 11/01/27  | 3995 | 4092702 |
| 5.000%, 11/01/30  | 1380 | 1411265 |
| 5.000%, 11/01/31  | 1365 | 1394303 |
| Municipal Water District of <br> Orange County Water <br> Facilities Corp. (RB) <br> Series A |  |  |
| 5.000%, 08/15/32  | 1500 | 1553553 |
| Napa Valley Community <br> College District (GO)  |  |  |
| 4.000%, 08/01/31  | 4630 | 4641652 |
| Napa Valley Unified School <br> District (GO) Series A |  |  |
| 5.000%, 08/01/27  | 210 | 219644 |
| New Haven Unified School <br> District (GO) Series A |  |  |
| 5.000%, 08/01/26  | 330 | 336261 |
| Newark Unified School <br> District (GO) Series A |  |  |
| 5.000%, 08/01/27  | 275 | 287822 |
| North Lake Tahoe Public <br> Financing Authority (RB)  |  |  |
| 5.000%, 12/01/25  | 250 | 250430 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Oakland Unified School <br> District/Alameda County <br> (GO)  |  |  |
| 5.000%, 08/01/28  | 3200 | $3255788 |
| Oakland Unified School <br> District/Alameda County <br> (GO) Series A |  |  |
| 5.000%, 08/01/27  | 1095 | 1099656 |
| Oakland Unified School <br> District/Alameda County <br> (GO) (AG) Series A |  |  |
| 5.000%, 08/01/31  | 220 | 229094 |
| Ontario Public Financing <br> Authority (RB) Series A |  |  |
| 5.000%, 11/01/26  | 715 | 732335 |
| 5.000%, 11/01/27  | 675 | 711348 |
| Pajaro Valley Unified <br> School District (GO)  |  |  |
| 5.000%, 08/01/26  | 530 | 540216 |
| Pajaro Valley Unified <br> School District (GO) <br> Series A |  |  |
| 5.000%, 08/01/26  | 11000 | 11212036 |
| 5.000%, 08/01/27  | 1520 | 1591294 |
| Petaluma Joint Union High <br> School District (GO) <br> Series A |  |  |
| 5.000%, 08/01/26  | 685 | 697742 |
| Pittsburg Unified School <br> District (GO) (AG)  |  |  |
| 5.000%, 08/01/26  | 425 | 433064 |
| 5.000%, 08/01/27  | 750 | 784444 |
| Pittsburg Unified School <br> District (GO) (AG) <br> Series A |  |  |
| 5.000%, 08/01/26  | 425 | 433064 |
| Pleasanton Unified School <br> District (GO)  |  |  |
| 5.000%, 08/01/26 | 1450 | 1478596 |
| Pomona Unified School <br> District (GO) Series A |  |  |
| 5.000%, 08/01/26  | 1880 | 1916795 |
| 5.000%, 08/01/27  | 760 | 796370 |
| Poway Unified School <br> District (GO)  |  |  |
| 5.000%, 08/01/26  | 1005 | 1024069 |
| Redondo Beach Unified <br> School District (GO) <br> Series A |  |  |
| 5.000%, 08/01/26  | 585 | 596100 |
| 5.000%, 08/01/27  | 450 | 470666 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Redwoods Community <br> College District (GO) <br> (BAM)  | Redwoods Community <br> College District (GO) <br> (BAM)  |  |  |
|  | 5.000%, 08/01/26  | 1710 | $1739895 |
| Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series L | Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series L |  |  |
|  | 5.000%, 05/15/33  | 9365 | 9477108 |
|  | 5.000%, 05/15/34  | 6000 | 6069934 |
| Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series O-2 | Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series O-2 |  |  |
|  | 3.150%, 05/15/45  | 1275 | 1275000 |
| Riverside Community <br> College District (GO) <br> Series A | Riverside Community <br> College District (GO) <br> Series A |  |  |
|  | 5.000%, 08/01/26  | 3050 | 3110150 |
|  | 5.000%, 08/01/27  | 1800 | 1885823 |
| Riverside County Public <br> Financing Authority (RB)  | Riverside County Public <br> Financing Authority (RB)  |  |  |
| ¤ | 5.000%, 11/01/31 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 855 | 855000 |
| ¤ | 5.250%, 11/01/45 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 670 | 670000 |
| Riverside Unified School <br> District (GO)  | Riverside Unified School <br> District (GO)  |  |  |
|  | 5.000%, 08/01/26  | 215 | 219433 |
|  | 5.000%, 08/01/27  | 130 | 136290 |
|  | 5.000%, 08/01/28  | 415 | 446600 |
| Riverside Unified School <br> District (GO) Series D | Riverside Unified School <br> District (GO) Series D |  |  |
|  | 5.000%, 08/01/26  | 425 | 433763 |
|  | 5.000%, 08/01/27  | 295 | 309273 |
| Sacramento City Financing <br> Authority (RB)  | Sacramento City Financing <br> Authority (RB)  |  |  |
|  | 5.000%, 12/01/26  | 420 | 431962 |
|  | 5.000%, 12/01/27  | 470 | 496292 |
|  | 5.000%, 12/01/28  | 585 | 633521 |
| Sacramento City Unified <br> School District (GO) <br> (AG)  | Sacramento City Unified <br> School District (GO) <br> (AG)  |  |  |
|  | 4.000%, 07/01/26  | 1025 | 1034104 |
| Salinas Union High School <br> District (GO) Series A | Salinas Union High School <br> District (GO) Series A |  |  |
|  | 5.000%, 08/01/26  | 350 | 356798 |
| Salinas Union High School <br> District (GO) Series B | Salinas Union High School <br> District (GO) Series B |  |  |
|  | 5.000%, 08/01/26  | 600 | 611653 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| San Bernardino <br> Community College <br> District (GO) Series F |  |  |
| 5.000%, 08/01/26  | 250 | $254837 |
| San Diego County Water <br> Authority (RB)  |  |  |
| 5.000%, 05/01/27  | 3210 | 3213885 |
| San Diego County/San <br> Diego County School <br> Districts (RN) Series A |  |  |
| 5.000%, 08/31/26  | 15000 | 15341176 |
| San Diego Public Facilities <br> Financing Authority (RB)  |  |  |
| 5.000%, 10/15/29  | 1000 | 1000186 |
| 5.000%, 10/15/30  | 2975 | 2975552 |
| San Diego Public Facilities <br> Financing Authority (RB) <br> Series A |  |  |
| 5.000%, 10/15/26 | 1820 | 1867400 |
| 5.000%, 10/15/27  | 2255 | 2378462 |
| 5.000%, 10/15/33  | 1635 | 1635303 |
| 5.000%, 05/15/34  | 5020 | 5077641 |
| San Diego Public Facilities <br> Financing Authority (RB) <br> Series B |  |  |
| 5.000%, 10/15/31  | 1040 | 1040193 |
| 5.000%, 10/15/32  | 1000 | 1000186 |
| San Diego Unified School <br> District (GO) (AG) <br> Series E-2 |  |  |
| 5.500%, 07/01/27  | 2455 | 2588644 |
| San Diego Unified School <br> District (GO) Series I-3 |  |  |
| 5.000%, 07/01/26  | 10895 | 11070567 |
| San Francisco Bay Area <br> Rapid Transit District <br> (GO) Series E-1 |  |  |
| 5.000%, 08/01/26  | 2705 | 2759358 |
| 5.000%, 08/01/27  | 4120 | 4314270 |
| San Francisco Bay Area <br> Rapid Transit District <br> (GO) Series H |  |  |
| 5.000%, 08/01/26  | 5355 | 5462610 |
| 5.000%, 08/01/27  | 2500 | 2617882 |
| San Francisco Bay Area <br> Rapid Transit District <br> Sales Tax Revenue (RB) <br> Series A |  |  |
| 5.000%, 07/01/26  | 2000 | 2035545 |
| 5.000%, 07/01/27  | 2860 | 2988180 |
| 5.000%, 07/01/28  | 1045 | 1120325 |
| 4.000%, 07/01/34  | 1000 | 1014164 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| San Francisco City & <br> County Airport <br> Comm-San Francisco <br> International Airport (RB) <br> Series B |  |  |
| 5.000%, 05/01/26  | 2580 | $2611490 |
| San Francisco City & <br> County Public Utilities <br> Commission Wastewater <br> Revenue (RB) Series A |  |  |
| 5.000%, 10/01/30  | 2880 | 2884406 |
| 5.000%, 10/01/31  | 1390 | 1391994 |
| San Francisco City & <br> County Public Utilities <br> Commission Wastewater <br> Revenue (RB) Series C |  |  |
| 5.000%, 10/01/27  | 475 | 500645 |
| San Francisco Community <br> College District (GO) <br> (BAM) Series B |  |  |
| 5.000%, 06/15/26  | 1340 | 1361342 |
| San Francisco Unified <br> School District (GO) <br> Series A |  |  |
| 5.000%, 06/15/26  | 4000 | 4061234 |
| San Francisco Unified <br> School District (GO) <br> Series F&C |  |  |
| 4.000%, 06/15/31  | 2000 | 2002585 |
| 4.000%, 06/15/33  | 3000 | 3003641 |
| San Francisco Unified <br> School District (GO) <br> Series FC |  |  |
| 5.000%, 06/15/28  | 7100 | 7110804 |
| San Gabriel Unified School <br> District (GO) Series A |  |  |
| 8.000%, 08/01/26  | 1965 | 2046524 |
| 8.000%, 08/01/27  | 1535 | 1684321 |
| 8.000%, 08/01/28  | 1850 | 2133734 |
| San Joaquin Delta <br> Community College <br> District (GO) Series A |  |  |
| 5.000%, 08/01/26  | 1625 | 1656683 |
| 5.000%, 08/01/27  | 865 | 905484 |
| San Jose Financing <br> Authority (RB) Series B |  |  |
| 5.000%, 11/01/25  | 570 | 570000 |
| San Jose Unified School <br> District (GO) Series A |  |  |
| 5.000%, 08/01/26  | 4685 | 4775644 |
| 5.000%, 08/01/27  | 5460 | 5715538 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| San Luis Coastal Unified <br> School District (GO) <br> Series C | San Luis Coastal Unified <br> School District (GO) <br> Series C |  |  |
| ¤ | 5.000%, 08/01/39 <br> (Pre-refunded @ <br> $100, 8/1/26)<br>| 750 | $764052 |
| San Marcos Unified School <br> District (GO) Series A | San Marcos Unified School <br> District (GO) Series A |  |  |
|  | 5.000%, 08/01/26  | 1200 | 1222769 |
| San Mateo Foster City <br> School District (GO) <br> Series C | San Mateo Foster City <br> School District (GO) <br> Series C |  |  |
|  | 5.000%, 08/01/26  | 750 | 764959 |
| San Mateo Joint Powers <br> Financing Authority (RB) <br> Series A | San Mateo Joint Powers <br> Financing Authority (RB) <br> Series A |  |  |
| ¤ | 4.000%, 07/15/32 <br> (Pre-refunded @ <br> $100, 7/15/26)<br>| 2500 | 2526597 |
| San Mateo Union High <br> School District (GO) <br> Series C | San Mateo Union High <br> School District (GO) <br> Series C |  |  |
|  | 4.000%, 09/01/33  | 1135 | 1145856 |
| San Mateo Union High <br> School District (GO) <br> Series D | San Mateo Union High <br> School District (GO) <br> Series D |  |  |
|  | 5.000%, 09/01/26  | 570 | 582791 |
|  | 5.000%, 09/01/27  | 1250 | 1314874 |
| San Pablo Joint Powers <br> Financing Authority (RB) <br> (AG)  | San Pablo Joint Powers <br> Financing Authority (RB) <br> (AG)  |  |  |
|  | 4.000%, 11/01/25  | 180 | 180000 |
| Southwestern Community <br> College District (GO) <br> Series A | Southwestern Community <br> College District (GO) <br> Series A |  |  |
|  | 5.250%, 08/01/27  | 1120 | 1176195 |
|  | 5.250%, 08/01/28  | 785 | 848229 |
| State of California (GO)  | State of California (GO)  |  |  |
|  | 5.000%, 12/01/25  | 5030 | 5039059 |
|  | 3.000%, 03/01/26  | 1975 | 1977048 |
|  | 4.000%, 03/01/26  | 3675 | 3691786 |
|  | 5.000%, 04/01/26  | 1520 | 1534997 |
|  | 5.000%, 08/01/26 | 19660 | 20018363 |
|  | 4.000%, 09/01/26  | 2380 | 2409106 |
|  | 5.000%, 09/01/26 | 6905 | 7045621 |
|  | 4.000%, 11/01/26  | 7620 | 7734207 |
|  | 5.000%, 11/01/26  | 3065 | 3140864 |
|  | 5.000%, 03/01/27  | 10825 | 11185287 |
|  | 5.000%, 04/01/27  | 4400 | 4556011 |
|  | 3.500%, 08/01/27  | 4375 | 4450078 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| 5.000%, 08/01/27 | 8120 | $8478694 |
| 5.000%, 10/01/27 | 3435 | 3601966 |
| 5.000%, 03/01/28  | 500 | 528952 |
| 5.000%, 08/01/28 | 6235 | 6441916 |
| 5.000%, 09/01/28  | 9785 | 9965805 |
| 5.000%, 11/01/28  | 2600 | 2793898 |
| 5.000%, 12/01/28  | 3855 | 4150397 |
| 5.000%, 08/01/29 | 3005 | 3191716 |
| 5.000%, 10/01/29  | 5075 | 5121975 |
| 5.000%, 08/01/30 | 6760 | 6806285 |
| 5.000%, 10/01/30  | 2595 | 2786679 |
| 5.000%, 11/01/30  | 1035 | 1087539 |
| 4.000%, 08/01/31  | 5490 | 5534364 |
| 5.000%, 08/01/31  | 4540 | 4540000 |
| 5.250%, 08/01/31 | 2955 | 2955618 |
| 5.000%, 09/01/31 | 6540 | 6660845 |
| 5.000%, 10/01/31  | 90 | 90139 |
| 5.250%, 08/01/32  | 2025 | 2025000 |
| 4.000%, 09/01/32 | 1775 | 1789727 |
| 5.000%, 09/01/32  | 710 | 722767 |
| 5.000%, 10/01/32  | 15 | 15022 |
| 5.000%, 08/01/33 | 11210 | 11471712 |
| 5.000%, 09/01/33  | 3000 | 3052213 |
| 5.000%, 12/01/34  | 1000 | 1011556 |
| 5.000%, 04/01/35  | 1890 | 2016866 |
| State of California (GO) <br> Series A |  |  |
| 5.000%, 11/01/28  | 1410 | 1515152 |
| State of California (GO) <br> Series B |  |  |
| 5.000%, 10/01/26  | 4575 | 4678094 |
| State of California (GO) <br> Series C |  |  |
| 5.000%, 09/01/28  | 1870 | 1870000 |
| 5.000%, 09/01/32 | 1025 | 1025015 |
| State of California <br> Department of Water <br> Resources (RB) <br> Series AW |  |  |
| 5.000%, 12/01/31  | 9950 | 10227114 |
| State of California <br> Department of Water <br> Resources (RB) <br> Series AX |  |  |
| 5.000%, 12/01/30  | 2115 | 2233064 |
| State of California <br> Department of Water <br> Resources (RB) <br> Series BG |  |  |
| 5.000%, 12/01/27  | 5140 | 5442717 |
| Stockton Public Financing <br> Authority (RB) (AG)  |  |  |
| 5.000%, 09/01/26  | 1785 | 1817511 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Stockton Unified School <br> District (COP)  |  |  |
| 5.000%, 02/01/26  | 325 | $326713 |
| Sunnyvale School District <br> (GO) Series A |  |  |
| 5.000%, 09/01/26  | 640 | 653034 |
| 5.000%, 09/01/27  | 630 | 660377 |
| Sweetwater Union High <br> School District (GO) <br> Series A-2 |  |  |
| 5.000%, 08/01/26  | 1950 | 1988311 |
| Tahoe-Truckee Unified <br> School District (GO) <br> Series B |  |  |
| 5.000%, 08/01/34  | 905 | 918528 |
| Tracy Public Financing <br> Authority (RB) Series A |  |  |
| 5.000%, 11/01/25  | 440 | 440000 |
| Tustin Unified School <br> District (GO)  |  |  |
| 5.000%, 08/01/27  | 5990 | 6269292 |
| Ukiah Public Financing <br> Authority (RB)  |  |  |
| 4.000%, 04/01/26  | 470 | 472248 |
| University of California <br> (RB) Series AR |  |  |
| 5.000%, 05/15/30  | 2120 | 2143441 |
| 5.000%, 05/15/31  | 1450 | 1465416 |
| University of California <br> (RB) Series BN |  |  |
| 5.000%, 05/15/26  | 2000 | 2026065 |
| University of California <br> (RB) Series BS |  |  |
| 5.000%, 05/15/29  | 1295 | 1419904 |
| University of California <br> (RB) Series BX |  |  |
| 5.000%, 05/15/26  | 6540 | 6625232 |
| University of California <br> (RB) Series BZ |  |  |
| 5.000%, 05/15/26  | 6755 | 6843034 |
| 5.000%, 05/15/27  | 3035 | 3161665 |
| 5.000%, 05/15/28  | 7500 | 8022409 |
| Ventura County Community <br> College District (GO)  |  |  |
| 4.000%, 08/01/32  | 10000 | 10023404 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Ventura Unified School <br> District (GO) Series B |  |  |
| 5.000%, 08/01/26  | 1000 | $1018974 |
| Vista Joint Powers <br> Financing Authority (RB) <br> Series A |  |  |
| 5.000%, 05/01/26  | 650 | 657198 |
| West Contra Costa Unified <br> School District (GO) <br> Series B |  |  |
| 5.000%, 08/01/26  | 4300 | 4370696 |
| West Valley-Mission <br> Community College <br> District (GO) Series B |  |  |
| 4.000%, 08/01/34  | 2740 | 2741014 |
| West Valley-Mission <br> Community College <br> District (GO) Series C |  |  |
| 4.000%, 08/01/33  | 1375 | 1384294 |
| TOTAL MUNICIPAL <br> BONDS <br>(Cost $812,493,231) |  | 813386806 |
| COMMERCIAL PAPER — (3.7%) | COMMERCIAL PAPER — (3.7%) | COMMERCIAL PAPER — (3.7%) |
| California Statewide <br> Communities <br> Development Authority |  |  |
| 2.800%, 11/04/25 | 13000 | 12999965 |
| 2.580%, 01/06/26 | 8000 | 8001259 |
| 2.600%, 01/08/26 | 10000 | 10001624 |
| TOTAL COMMERCIAL <br> PAPER <br>(Cost $31,000,000) |  | 31002848 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) |
| BlackRock Liquidity <br> Funds MuniCash <br>(Cost $1,313,050)<br>| 1312918 | 1313050 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $844,806,281) |  | $845702704 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**CONTINUED**

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; $813386806 | &nbsp;&nbsp; — | &nbsp;&nbsp; $813386806 |
| Commercial Paper | &nbsp;&nbsp; — | &nbsp;&nbsp; 31002848 | &nbsp;&nbsp; — | &nbsp;&nbsp; 31002848 |
| Investment Companies | &nbsp;&nbsp; $1313050 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1313050 |
| Total Investments in Securities | &nbsp;&nbsp; $1313050 | &nbsp;&nbsp; $844389654 | &nbsp;&nbsp; — | &nbsp;&nbsp; $845702704 |

---

See accompanying Notes to Financial Statements.

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount^**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (99.9%) | MUNICIPAL BONDS — (99.9%) | MUNICIPAL BONDS — (99.9%) |
| CALIFORNIA — (99.9%) | CALIFORNIA — (99.9%) | CALIFORNIA — (99.9%) |
| Alameda County Joint <br> Powers Authority (RB) <br> Series A |  |  |
| 5.000%, 12/01/34  | 3750 | $4363583 |
| Alhambra Unified School <br> District (GO) Series B |  |  |
| 5.250%, 08/01/41  | 750 | 840014 |
| Alum Rock Union <br> Elementary School <br> District (GO) (BAM)  |  |  |
| 5.000%, 08/01/42  | 370 | 404450 |
| Anaheim Housing & Public <br> Improvements Authority <br> (RB) Series A |  |  |
| 5.000%, 10/01/28  | 360 | 388241 |
| Anaheim Housing & Public <br> Improvements Authority <br> (RB) Series B |  |  |
| 5.000%, 10/01/32  | 770 | 870184 |
| Arcadia Unified School <br> District (GO)  |  |  |
| 3.000%, 08/01/26  | 1035 | 1036428 |
| Bay Area Toll Authority <br> (RB) Series B |  |  |
| 3.050%, 04/01/55  | 2225 | 2225000 |
| Beaumont Public <br> Improvement Authority <br> (RB) (AG) Series A |  |  |
| 5.000%, 09/01/31  | 240 | 277210 |
| Berkeley Unified School <br> District (GO) Series D |  |  |
| 4.000%, 08/01/44  | 1445 | 1443058 |
| Berkeley Unified School <br> District (GO) Series E |  |  |
| 5.000%, 08/01/27  | 455 | 475896 |
| Berryessa Union School <br> District (GO) Series B |  |  |
| 5.000%, 08/01/26  | 150 | 152678 |
| Beverly Hills Unified <br> School District (GO) <br> Series A |  |  |
| 4.000%, 08/01/30  | 1350 | 1381473 |
| Calexico Unified School <br> District (GO) (BAM)  |  |  |
| 5.000%, 08/01/31  | 385 | 432093 |
| 4.000%, 08/01/34  | 525 | 554959 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| California Educational <br> Facilities Authority (RB) <br> Series 2025A | California Educational <br> Facilities Authority (RB) <br> Series 2025A |  |  |
|  | 5.000%, 04/01/44  | 700 | $758431 |
| California Health Facilities <br> Financing Authority (RB)  | California Health Facilities <br> Financing Authority (RB)  |  |  |
|  | 5.000%, 02/01/33  | 1115 | 1146264 |
|  | 5.000%, 02/01/34  | 1250 | 1284173 |
| California Health Facilities <br> Financing Authority (RB) <br> Series A | California Health Facilities <br> Financing Authority (RB) <br> Series A |  |  |
|  | 5.000%, 11/15/27  | 750 | 788859 |
| California Health Facilities <br> Financing Authority (RB) <br> Series A | California Health Facilities <br> Financing Authority (RB) <br> Series A |  |  |
|  | 5.000%, 11/15/25  | 4840 | 4842904 |
|  | 5.000%, 12/01/27  | 375 | 392345 |
|  | 5.000%, 12/01/28  | 550 | 580892 |
|  | 5.000%, 11/15/34  | 3145 | 3301520 |
|  | 4.000%, 04/01/38  | 1600 | 1617964 |
|  | 5.000%, 08/15/41  | 2000 | 2164711 |
|  | 5.000%, 12/01/41  | 855 | 927073 |
| California Health Facilities <br> Financing Authority (RB) <br> Series B | California Health Facilities <br> Financing Authority (RB) <br> Series B |  |  |
|  | 5.000%, 08/15/35  | 1600 | 1626042 |
|  | 3.050%, 03/01/41  | 1000 | 1000000 |
| California Infrastructure & <br> Economic Development <br> Bank (RB) (AMBAC) <br> Series A | California Infrastructure & <br> Economic Development <br> Bank (RB) (AMBAC) <br> Series A |  |  |
| ¤ | 5.000%, 07/01/36 <br> (Pre-refunded @ <br> $100, 1/1/28)<br>| 500 | 528817 |
| California Municipal <br> Finance Authority (RB) <br> Series A | California Municipal <br> Finance Authority (RB) <br> Series A |  |  |
|  | 5.000%, 02/01/27  | 685 | 698265 |
|  | 5.000%, 02/01/29  | 825 | 866527 |
|  | 5.000%, 02/01/30  | 1000 | 1065633 |
| California Public Finance <br> Authority (RB) Series A | California Public Finance <br> Authority (RB) Series A |  |  |
|  | 5.000%, 06/01/28  | 520 | 547068 |
| California Public Finance <br> Authority (RB) Series C | California Public Finance <br> Authority (RB) Series C |  |  |
|  | 3.000%, 08/01/54  | 660 | 660000 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| California State Public <br> Works Board (RB) <br> Series B |  |  |
| 5.000%, 12/01/31  | 1510 | $1727564 |
| California State Public <br> Works Board (RB) <br> Series A |  |  |
| 5.000%, 08/01/27  | 4000 | 4169709 |
| 5.000%, 02/01/28  | 5030 | 5307397 |
| California State Public <br> Works Board (RB) <br> Series B |  |  |
| 5.000%, 12/01/28  | 965 | 1038053 |
| California State Public <br> Works Board (RB) <br> Series C |  |  |
| 5.000%, 11/01/28  | 1820 | 1954091 |
| 5.000%, 08/01/35  | 675 | 755887 |
| 5.000%, 09/01/39  | 990 | 1126484 |
| 5.000%, 11/01/42  | 245 | 273594 |
| California State University <br> (RB) Series A |  |  |
| 5.000%, 11/01/26  | 350 | 359182 |
| 3.250%, 11/01/28  | 4000 | 4000000 |
| 5.000%, 11/01/28  | 365 | 394572 |
| 3.375%, 11/01/29  | 5000 | 5000000 |
| 5.000%, 11/01/31  | 1300 | 1315931 |
| 5.000%, 11/01/32  | 1025 | 1037004 |
| 4.000%, 11/01/35  | 2000 | 2006467 |
| 5.000%, 11/01/43  | 1840 | 2028415 |
| California Statewide <br> Communities <br> Development Authority <br> (RB) Series A |  |  |
| 4.000%, 06/01/26  | 1035 | 1042426 |
| 5.000%, 03/01/27  | 1490 | 1498382 |
| 5.000%, 12/01/43  | 2750 | 2962082 |
| Calleguas Municipal Water <br> District (RB) Series A |  |  |
| 5.000%, 07/01/40  | 175 | 201618 |
| Carlsbad Unified School <br> District (COP)  |  |  |
| 4.000%, 10/01/26  | 85 | 86078 |
| 4.000%, 10/01/28  | 160 | 167143 |
| 4.000%, 10/01/29  | 110 | 116424 |
| Carlsbad Unified School <br> District (GO) Series C |  |  |
| 4.000%, 08/01/43  | 1100 | 1114688 |
| Cerritos Community <br> College District (GO)  |  |  |
| 4.000%, 08/01/44  | 750 | 748992 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Cerritos Community <br> College District (GO) <br> Series C |  |  |
| 5.000%, 08/01/29  | 400 | $442009 |
| Chabot-Las Positas <br> Community College <br> District (GO)  |  |  |
| 4.000%, 08/01/34  | 2635 | 2649717 |
| Chabot-Las Positas <br> Community College <br> District (GO) Series C |  |  |
| 5.000%, 08/01/42  | 755 | 827362 |
| 5.000%, 08/01/43  | 435 | 472939 |
| Chula Vista Elementary <br> School District (GO) <br> Series A |  |  |
| 5.000%, 08/01/39  | 800 | 902837 |
| 4.000%, 08/01/42  | 1070 | 1077640 |
| 4.000%, 08/01/43  | 560 | 560198 |
| City & County of San <br> Francisco (GO) <br> Series 2025B-1 |  |  |
| 5.000%, 06/15/43  | 4000 | 4374492 |
| City & County of San <br> Francisco (COP) <br> Series A |  |  |
| 4.000%, 04/01/41  | 300 | 303475 |
| City of Bakersfield <br> Wastewater Revenue <br> (RB) Series A |  |  |
| 5.000%, 09/15/30  | 1515 | 1721574 |
| City of Long Beach Airport <br> System Revenue (RB) <br> (AG) Series A |  |  |
| 5.000%, 06/01/27  | 220 | 228407 |
| 5.000%, 06/01/28  | 205 | 218889 |
| City of Long Beach Harbor <br> Revenue (RB) Series A |  |  |
| 5.000%, 05/15/28  | 500 | 532685 |
| 5.000%, 05/15/29  | 410 | 447527 |
| City of Los Angeles <br> Wastewater System <br> Revenue (RB) Series A |  |  |
| 5.000%, 06/01/29  | 4710 | 5163969 |
| City of Riverside Sewer <br> Revenue (RB) Series A |  |  |
| 5.000%, 08/01/37  | 2335 | 2468650 |
| City of San Francisco <br> Public Utilities <br> Commission Water <br> Revenue (RB) Series F |  |  |
| 5.000%, 11/01/29  | 375 | 417325 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| City of San Mateo (ST) <br> (BAM)  |  |  |
| 5.000%, 09/01/27  | 250 | $259894 |
| 5.000%, 09/01/28  | 370 | 392434 |
| City of Santa Clara Electric <br> Revenue (RB) Series A |  |  |
| 5.000%, 07/01/44  | 1185 | 1291802 |
| Clovis Unified School <br> District (GO) Series A |  |  |
| 5.000%, 08/01/36  | 175 | 202930 |
| 5.000%, 08/01/37  | 210 | 241855 |
| 5.000%, 08/01/38  | 175 | 200131 |
| 5.000%, 08/01/39  | 190 | 215683 |
| Clovis Unified School <br> District (GO) Series B |  |  |
| 5.000%, 08/01/31  | 425 | 480099 |
| 5.000%, 08/01/32  | 340 | 383101 |
| Compton Unified School <br> District (GO) (BAM) <br> Series B |  |  |
| 4.000%, 06/01/31  | 750 | 765759 |
| Corona-Norco Unified <br> School District (GO)  |  |  |
| 5.000%, 08/01/30  | 375 | 424903 |
| 5.000%, 08/01/31  | 290 | 335566 |
| Corona-Norco Unified <br> School District (GO) <br> Series B |  |  |
| 5.000%, 08/01/27  | 185 | 193691 |
| County of Sacramento <br> (COP) (AG)  |  |  |
| 5.000%, 10/01/28  | 795 | 853801 |
| Culver City School <br> Facilities Financing <br> Authority (RB) (AG)  |  |  |
| 5.500%, 08/01/26  | 855 | 873395 |
| Culver City Unified School <br> District (GO) Series A |  |  |
| 4.000%, 08/01/44  | 1415 | 1403882 |
| Del Mar Union School <br> District (GO) Series A |  |  |
| 4.000%, 08/01/28  | 265 | 277364 |
| Desert Sands Unified <br> School District (GO)  |  |  |
| 5.000%, 08/01/29  | 535 | 588953 |
| 4.000%, 08/01/44  | 1100 | 1091357 |
| East Bay Municipal Utility <br> District Wastewater <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 06/01/26  | 170 | 172680 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| East Bay Municipal Utility <br> District Water System <br> Revenue (RB) Series B |  |  |
| 5.000%, 06/01/44  | 550 | $614311 |
| East Bay Regional Park <br> District (RB)  |  |  |
| 4.000%, 05/01/44  | 695 | 701428 |
| East Side Union High <br> School District (GO)  |  |  |
| 5.000%, 08/01/26  | 325 | 331167 |
| El Camino Community <br> College District <br> Fountation (GO) <br> Series E |  |  |
| 4.000%, 08/01/43  | 500 | 503138 |
| El Dorado Irrigation District <br> (COP) Series A |  |  |
| 5.000%, 03/01/44  | 340 | 366111 |
| Elk Grove Unified School <br> District (GO)  |  |  |
| 4.000%, 08/01/40  | 2000 | 2029035 |
| Folsom Cordova Unified <br> School District School <br> Facilities Improvement <br> District No. 5 (GO) <br> Series B |  |  |
| 5.000%, 10/01/26  | 250 | 255862 |
| Fontana Public Facilities <br> Financing Authority (RB) <br> Series A |  |  |
| 5.000%, 11/01/36  | 700 | 838123 |
| Foothill-De Anza <br> Community College <br> District (GO)  |  |  |
| 4.000%, 08/01/37  | 500 | 501496 |
| Fresno Unified School <br> District (GO) Series A |  |  |
| 4.000%, 08/01/27  | 710 | 731401 |
| Garden Grove Public <br> Financing Authority (RB) <br> (BAM) Series A |  |  |
| 5.000%, 04/01/43  | 200 | 216178 |
| Goleta Union School <br> District (GO) Series C |  |  |
| 5.000%, 08/01/42  | 190 | 211730 |
| 5.000%, 08/01/43  | 480 | 530234 |
| 5.000%, 08/01/44  | 325 | 356558 |
| Grossmont Union High <br> School District (GO)  |  |  |
| 5.000%, 08/01/27  | 500 | 522962 |
| 4.000%, 08/01/30  | 1760 | 1774456 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Hermosa Beach City <br> School District (GO) <br> Series C |  |  |
| 3.000%, 08/01/28  | 510 | $512425 |
| Indio Finance Authority <br> (RB) (BAM) Series A |  |  |
| 5.000%, 11/01/27  | 395 | 415400 |
| 5.000%, 11/01/29  | 365 | 402609 |
| Irvine Ranch Water District <br> (RB) Series B |  |  |
| 5.000%, 05/01/31  | 400 | 460834 |
| Irvine Unified School <br> District (GO) Series D |  |  |
| 5.000%, 09/01/43  | 1325 | 1456767 |
| Jefferson Union High <br> School District (GO)  |  |  |
| 5.000%, 08/01/36  | 285 | 330270 |
| Jefferson Union High <br> School District (GO) <br> Series A |  |  |
| 5.000%, 08/01/36  | 155 | 179620 |
| Jefferson Union High <br> School District (GO) <br> Series C |  |  |
| 5.000%, 08/01/44  | 500 | 550170 |
| Kern High School District <br> (GO) Series A |  |  |
| 3.000%, 08/01/26  | 990 | 990640 |
| Lake County Public <br> Financing Authority (RB)  |  |  |
| 4.000%, 05/01/42  | 750 | 757254 |
| Lancaster Financing <br> Authority (RB) (BAM) <br> Series A |  |  |
| 5.000%, 05/01/43  | 1050 | 1144633 |
| Livermore-Amador Valley <br> Water Management <br> Agency (RB)  |  |  |
| 4.000%, 08/01/26  | 525 | 530337 |
| Lodi Unified School District <br> (GO)  |  |  |
| 5.000%, 08/01/26  | 500 | 509487 |
| Lodi Unified School District <br> (GO) Series 2020 |  |  |
| 4.000%, 08/01/27  | 335 | 344401 |
| Long Beach Bond Finance <br> Authority (RB)  |  |  |
| 5.000%, 08/01/26  | 680 | 692192 |
| Long Beach Community <br> College District (GO) <br> Series C |  |  |
| 5.000%, 08/01/28  | 140 | 150699 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Long Beach Unified School <br> District (GO)  |  |  |
| 5.000%, 08/01/26  | 210 | $213985 |
| Long Beach Unified School <br> District (GO) Series A |  |  |
| 5.000%, 08/01/33  | 5025 | 5108325 |
| Los Alamitos Unified <br> School District (GO) <br> Series C |  |  |
| 4.000%, 08/01/42  | 605 | 613364 |
| Los Angeles County <br> Metropolitan <br> Transportation Authority <br> Sales Tax Revenue (RB) <br> Series A |  |  |
| 5.000%, 06/01/29  | 145 | 159664 |
| Los Angeles County Public <br> Works Financing <br> Authority (RB) Series <br> E-1 |  |  |
| 5.000%, 12/01/40  | 2885 | 3081088 |
| Los Angeles County Public <br> Works Financing <br> Authority (RB) Series A |  |  |
| 5.000%, 12/01/32  | 1025 | 1158158 |
| Los Angeles County Public <br> Works Financing <br> Authority (RB) Series D |  |  |
| 5.000%, 12/01/25  | 190 | 190350 |
| Los Angeles County Public <br> Works Financing <br> Authority (RB) Series F |  |  |
| 5.000%, 12/01/26  | 425 | 437059 |
| Los Angeles County Public <br> Works Financing <br> Authority (RB) Series J |  |  |
| 5.000%, 12/01/29  | 710 | 788056 |
| 5.000%, 12/01/36  | 1185 | 1421126 |
| Los Angeles County <br> Sanitation Districts <br> Financing Authority (RB) <br> Series A |  |  |
| 5.000%, 10/01/29  | 245 | 271294 |
| 5.000%, 10/01/32  | 375 | 442215 |
| Los Angeles Department of <br> Water & Power (RB) <br> Series C |  |  |
| 5.000%, 07/01/37  | 1000 | 1025878 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Los Angeles Department of <br> Water & Power (RB) <br> Series A |  |  |
| 5.000%, 07/01/31  | 310 | $317451 |
| Los Angeles Department of <br> Water & Power (RB) <br> Series B |  |  |
| 5.000%, 07/01/29  | 705 | 723249 |
| Los Angeles Department of <br> Water & Power (RB) <br> Series C |  |  |
| 5.000%, 07/01/27  | 545 | 566974 |
| 5.000%, 07/01/41  | 505 | 539310 |
| 5.000%, 07/01/43  | 2200 | 2317874 |
| Los Angeles Department of <br> Water & Power (RB) <br> Series D |  |  |
| 5.000%, 07/01/43  | 225 | 239573 |
| Los Angeles Department of <br> Water & Power (RB) <br> Series E |  |  |
| 5.000%, 07/01/29  | 525 | 567244 |
| 5.000%, 07/01/30  | 315 | 346851 |
| Los Angeles Department of <br> Water & Power Water <br> System Revenue (RB) <br> Series B |  |  |
| 3.000%, 07/01/26  | 3435 | 3427477 |
| 5.000%, 07/01/28  | 855 | 905467 |
| 5.000%, 07/01/44  | 655 | 698321 |
| Los Angeles Department of <br> Water & Power Water <br> System Revenue (RB) <br> Series D |  |  |
| 5.000%, 07/01/43  | 3800 | 4022612 |
| Los Angeles Unified School <br> District (GO)  |  |  |
| 5.000%, 07/01/43  | 750 | 824263 |
| Los Angeles Unified School <br> District (GO) Series A |  |  |
| 5.000%, 07/01/38  | 850 | 1000945 |
| Los Angeles Unified School <br> District (GO) Series A-1 |  |  |
| 5.000%, 07/01/38  | 1070 | 1260013 |
| 5.000%, 07/01/44  | 6250 | 6880699 |
| Los Angeles Unified School <br> District (GO) Series B-1 |  |  |
| 5.000%, 07/01/27  | 610 | 638666 |
| 5.000%, 07/01/34  | 2065 | 2180647 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Los Angeles Unified School <br> District (GO) <br> Series QRR |  |  |
| 5.000%, 07/01/43  | 1000 | $1109295 |
| 5.000%, 07/01/44  | 2355 | 2582321 |
| Los Angeles Unified School <br> District (COP) (BAM) <br> Series A |  |  |
| 5.000%, 10/01/27  | 1000 | 1050525 |
| Los Rios Community <br> College District (GO)  |  |  |
| 5.000%, 08/01/26  | 500 | 509487 |
| 5.000%, 08/01/27  | 415 | 434059 |
| 5.000%, 08/01/28  | 220 | 236264 |
| Manteca Unified School <br> District (GO) Series C |  |  |
| 5.250%, 08/01/44  | 515 | 577991 |
| Metropolitan Water District <br> of Southern California <br> (RB) Series B |  |  |
| 3.000%, 07/01/28  | 3420 | 3473464 |
| Metropolitan Water District <br> of Southern California <br> (RB) Series C |  |  |
| 5.000%, 07/01/40  | 165 | 179235 |
| Mill Valley School District <br> (GO) Series B |  |  |
| 4.000%, 08/01/43  | 600 | 605090 |
| 4.000%, 08/01/44  | 520 | 521343 |
| Milpitas Unified School <br> District (GO) Series B |  |  |
| 4.000%, 08/01/26  | 400 | 404926 |
| 4.000%, 08/01/27  | 250 | 257449 |
| 4.000%, 08/01/28  | 510 | 533503 |
| Modesto High School <br> District (GO) Series B |  |  |
| 5.000%, 08/01/44  | 650 | 712997 |
| Modesto Irrigation District <br> (RB) Series A |  |  |
| 5.000%, 10/01/37  | 1120 | 1192891 |
| Moreno Valley Unified <br> School District (GO) <br> (BAM)  |  |  |
| 5.000%, 08/01/29  | 200 | 220170 |
| Morongo Unified School <br> District (GO) Series A |  |  |
| 5.000%, 08/01/26  | 220 | 224174 |
| 5.000%, 08/01/27  | 120 | 125511 |
| Mount Diablo Unified <br> School District (GO)  |  |  |
| 5.000%, 08/01/30  | 3900 | 4407678 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Mount Diablo Unified <br> School District (GO) <br> Series A |  |  |
| 4.000%, 08/01/26  | 475 | $480286 |
| Mountain View-Whisman <br> School District (GO) <br> Series C |  |  |
| 4.000%, 09/01/43  | 1000 | 1014500 |
| Mt San Antonio Community <br> College District (GO) <br> Series A |  |  |
| 5.000%, 08/01/45  | 365 | 399305 |
| Mt San Antonio Community <br> College District (GO) <br> Series D |  |  |
| 4.000%, 08/01/44  | 715 | 712172 |
| Municipal Improvement <br> Corp. of Los Angeles <br> (RB) Series A |  |  |
| 5.000%, 11/01/30  | 3885 | 4376314 |
| Municipal Improvement <br> Corp. of Los Angeles <br> (RB) Series B |  |  |
| 5.000%, 11/01/31  | 4000 | 4085869 |
| 5.000%, 11/01/32  | 2660 | 2714209 |
| 4.000%, 11/01/34  | 1355 | 1361357 |
| Napa Valley Unified School <br> District (GO) Series A |  |  |
| 4.000%, 08/01/34  | 1165 | 1172792 |
| 5.000%, 08/01/44  | 500 | 547179 |
| North Lake Tahoe Public <br> Financing Authority (RB)  |  |  |
| 5.000%, 12/01/26  | 200 | 205523 |
| Northern California <br> Sanitation Agencies <br> Financing Authority (RB) <br> Series A |  |  |
| 5.000%, 12/01/26  | 360 | 370448 |
| Northern Humboldt Union <br> High School District <br> (GO)  |  |  |
| 4.000%, 08/01/26  | 240 | 242315 |
| Oakland Unified School <br> District/Alameda County <br> (GO)  |  |  |
| 5.000%, 08/01/26  | 575 | 585696 |
| Oakland Unified School <br> District/Alameda County <br> (GO) Series C |  |  |
| 5.000%, 08/01/26  | 500 | 509301 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Oceanside Public <br> Financing Authority (RB)  |  |  |
| 4.000%, 11/01/34  | 600 | $620238 |
| Oceanside Unified School <br> District (GO)  |  |  |
| 5.000%, 08/01/40  | 500 | 550906 |
| 5.000%, 08/01/41  | 500 | 545668 |
| Oceanside Unified School <br> District (GO) Series B |  |  |
| 5.000%, 08/01/42  | 225 | 242701 |
| Ontario Public Financing <br> Authority (RB) Series A |  |  |
| 5.000%, 11/01/44  | 605 | 658085 |
| Orange County Local <br> Transportation Authority <br> Sales Tax Revenue (RB)  |  |  |
| 5.000%, 02/15/41  | 2000 | 2103757 |
| Orange County Sanitation <br> District (RB) Series A |  |  |
| 5.000%, 02/01/34  | 965 | 970250 |
| Pajaro Valley Unified <br> School District (GO) <br> Series A |  |  |
| 5.000%, 08/01/42  | 225 | 250647 |
| Palm Springs Unified <br> School District (GO) <br> Series A |  |  |
| 5.000%, 08/01/28  | 345 | 370505 |
| Palos Verdes Peninsula <br> Unified School District <br> (GO)  |  |  |
| 4.000%, 08/01/44  | 500 | 501813 |
| Pittsburg Unified School <br> District (GO) (AG)  |  |  |
| 5.000%, 08/01/29  | 500 | 548458 |
| Pittsburg Unified School <br> District (GO)  |  |  |
| 4.000%, 08/01/34  | 500 | 501998 |
| Placentia-Yorba Linda <br> Unified School District <br> (GO)  |  |  |
| 4.000%, 08/01/29  | 1000 | 1053279 |
| Pleasanton Unified School <br> District (GO)  |  |  |
| 5.000%, 08/01/29  | 325 | 358392 |
| Pomona Unified School <br> District (GO)  |  |  |
| 5.000%, 08/01/27  | 260 | 272442 |
| Redlands Unified School <br> District (GO)  |  |  |
| 5.000%, 07/01/26  | 300 | 304934 |
| 5.000%, 07/01/27  | 535 | 558353 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Redondo Beach Unified <br> School District (GO) <br> Series A |  |  |
| 5.000%, 08/01/44  | 300 | $327542 |
| Redwood City School <br> District (GO)  |  |  |
| 5.000%, 08/01/27  | 50 | 52296 |
| 5.000%, 08/01/28  | 85 | 91543 |
| Redwood City School <br> District (GO) Series A |  |  |
| 5.000%, 08/01/42  | 400 | 439189 |
| Redwoods Community <br> College District (GO) <br> (BAM)  |  |  |
| 5.000%, 08/01/44  | 800 | 875806 |
| Reed Union School District <br> (GO)  |  |  |
| 4.000%, 08/01/27  | 460 | 473466 |
| Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series K |  |  |
| 3.050%, 05/15/47  | 2910 | 2910000 |
| Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series P |  |  |
| 5.000%, 05/15/41  | 3000 | 3260088 |
| 5.000%, 05/15/42  | 1310 | 1410122 |
| Riverside Community <br> College District (GO) <br> Series A |  |  |
| 4.000%, 08/01/44  | 335 | 333675 |
| Riverside County <br> Infrastructure Financing <br> Authority (RB) Series A |  |  |
| 5.000%, 11/01/25  | 1255 | 1255000 |
| Riverside Unified School <br> District (GO) Series C |  |  |
| 5.000%, 08/01/27  | 225 | 235886 |
| 5.000%, 08/01/29  | 225 | 248459 |
| 5.000%, 08/01/30  | 310 | 350953 |
| Rowland Unified School <br> District (GO) Series B |  |  |
| 4.000%, 08/01/44  | 660 | 653959 |
| Sacramento City Financing <br> Authority (RB)  |  |  |
| 5.000%, 12/01/29  | 545 | 604804 |
| 5.000%, 12/01/30  | 235 | 267378 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Sacramento City Unified <br> School District (GO) <br> (BAM)  | Sacramento City Unified <br> School District (GO) <br> (BAM)  |  |  |
|  | 5.000%, 07/01/27  | 750 | $780240 |
| Sacramento Municipal <br> Utility District (RB) <br> Series G | Sacramento Municipal <br> Utility District (RB) <br> Series G |  |  |
|  | 5.000%, 08/15/37  | 1540 | 1661846 |
| Sacramento Municipal <br> Utility District (RB) <br> Series J | Sacramento Municipal <br> Utility District (RB) <br> Series J |  |  |
|  | 5.000%, 08/15/26  | 900 | 918786 |
| Sacramento Municipal <br> Utility District (RB) <br> Series K | Sacramento Municipal <br> Utility District (RB) <br> Series K |  |  |
|  | 5.000%, 08/15/40  | 400 | 449451 |
| Sacramento Suburban <br> Water District (RB) <br> Series A | Sacramento Suburban <br> Water District (RB) <br> Series A |  |  |
|  | 5.000%, 11/01/27  | 765 | 806195 |
| Salinas City Elementary <br> School District (GO) <br> (BAM) Series A | Salinas City Elementary <br> School District (GO) <br> (BAM) Series A |  |  |
|  | 7.000%, 08/01/38  | 210 | 260085 |
| Salinas Union High School <br> District (GO) Series B | Salinas Union High School <br> District (GO) Series B |  |  |
|  | 5.000%, 08/01/30  | 400 | 451684 |
|  | 5.000%, 08/01/32  | 165 | 194113 |
| San Bernardino City <br> Unified School District <br> (GO) (AG) Series H | San Bernardino City <br> Unified School District <br> (GO) (AG) Series H |  |  |
|  | 5.000%, 08/01/40  | 2270 | 2555145 |
| San Diego Association of <br> Governments (RB) <br> Series A | San Diego Association of <br> Governments (RB) <br> Series A |  |  |
| ¤ | 5.000%, 11/15/26 <br> (Pre-refunded @ <br> $100, 11/15/25)<br>| 1565 | 1566216 |
| San Diego Community <br> College District (GO) <br> Series A-1 | San Diego Community <br> College District (GO) <br> Series A-1 |  |  |
|  | 5.000%, 08/01/44  | 2770 | 3052936 |
| San Diego County <br> Regional Transportation <br> Commission (RB) <br> Series A | San Diego County <br> Regional Transportation <br> Commission (RB) <br> Series A |  |  |
|  | 5.000%, 04/01/42  | 1770 | 1958570 |
| San Diego County Water <br> Authority (RB) Series A | San Diego County Water <br> Authority (RB) Series A |  |  |
|  | 5.000%, 05/01/26  | 330 | 334144 |
|  | 5.000%, 05/01/27  | 160 | 166239 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| San Diego Public Facilities <br> Financing Authority (RB) <br> Series A |  |  |
| 5.000%, 10/15/37  | 455 | $537492 |
| 5.000%, 08/01/43  | 1165 | 1278120 |
| 5.000%, 10/15/43  | 500 | 546584 |
| San Diego Unified School <br> District (GO) Series B-3 |  |  |
| 5.000%, 07/01/44  | 445 | 487173 |
| San Diego Unified School <br> District (GO) Series G |  |  |
| 5.000%, 07/01/43  | 1500 | 1646403 |
| San Diego Unified School <br> District (GO) Series O-2 |  |  |
| 5.000%, 07/01/43  | 1250 | 1385652 |
| San Diego Unified School <br> District (GO) Series P-2 |  |  |
| 5.000%, 07/01/39  | 180 | 212002 |
| San Diego Unified School <br> District (GO) Series R-5 |  |  |
| 5.000%, 07/01/26  | 320 | 325157 |
| San Diego Unified School <br> District (GO) <br> Series ZR-5A |  |  |
| 5.000%, 07/01/43  | 200 | 221704 |
| San Francisco Bay Area <br> Rapid Transit District <br> (GO) Series B-1 |  |  |
| 4.000%, 08/01/36  | 340 | 351986 |
| San Francisco Bay Area <br> Rapid Transit District <br> (GO) Series E-1 |  |  |
| 5.000%, 08/01/29  | 5000 | 5514666 |
| San Francisco Bay Area <br> Rapid Transit District <br> (GO) Series H |  |  |
| 5.000%, 08/01/29  | 3000 | 3308800 |
| San Francisco Bay Area <br> Rapid Transit District <br> Sales Tax Revenue (RB)  |  |  |
| 4.000%, 07/01/26  | 385 | 389333 |
| San Francisco Bay Area <br> Rapid Transit District <br> Sales Tax Revenue (RB) <br> Series A |  |  |
| 5.000%, 07/01/29  | 550 | 604950 |
| 4.000%, 07/01/34  | 95 | 96346 |
| 4.000%, 07/01/36  | 1175 | 1186308 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| San Francisco City & <br> County Airport <br> Comm-San Francisco <br> International Airport (RB) <br> Series 2020-B |  |  |
| 4.000%, 05/01/37  | 510 | $525166 |
| San Francisco City & <br> County Airport <br> Comm-San Francisco <br> International Airport (RB) <br> Series B |  |  |
| 5.000%, 05/01/27  | 2075 | 2153088 |
| 5.000%, 05/01/44  | 1250 | 1350968 |
| San Francisco City & <br> County Public Utilities <br> Commission Wastewater <br> Revenue (RB) Series A |  |  |
| 5.000%, 10/01/35  | 2500 | 2502416 |
| 5.250%, 10/01/40  | 4010 | 4544443 |
| San Francisco Community <br> College District (GO) <br> (BAM) Series B |  |  |
| 5.000%, 06/15/44  | 630 | 685049 |
| San Francisco Unified <br> School District (GO) <br> Series A |  |  |
| 5.000%, 06/15/44  | 1000 | 1072871 |
| San Francisco Unified <br> School District (GO) <br> Series B |  |  |
| 4.000%, 06/15/31  | 285 | 294321 |
| San Francisco Unified <br> School District (GO) <br> Series F&C |  |  |
| 4.000%, 06/15/31  | 1500 | 1501939 |
| 4.000%, 06/15/33  | 2000 | 2002427 |
| San Joaquin County <br> Transportation Authority <br> Measure K Sales Tax <br> Revenue (RB)  |  |  |
| 5.000%, 03/01/35  | 1450 | 1565818 |
| San Joaquin Delta <br> Community College <br> District (GO) Series A |  |  |
| 5.000%, 08/01/29  | 205 | 226296 |
| 5.000%, 08/01/30  | 250 | 282906 |
| San Joaquin Hills <br> Transportation Corridor <br> Agency (RB) Series A |  |  |
| 5.000%, 01/15/30  | 750 | 813687 |
| 4.000%, 01/15/34  | 280 | 293053 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| San Jose Financing <br> Authority (RB) Series B |  |  |
| 5.000%, 11/01/29  | 515 | $573147 |
| 5.000%, 11/01/30  | 445 | 507000 |
| San Jose Unified School <br> District (GO)  |  |  |
| 5.000%, 08/01/29  | 1850 | 2045773 |
| San Juan Unified School <br> District (GO)  |  |  |
| 3.000%, 08/01/26  | 3135 | 3150856 |
| San Juan Water District <br> (RB)  |  |  |
| 5.000%, 02/01/26  | 500 | 502821 |
| San Luis Obispo County <br> Financing Authority (RB) <br> Series A |  |  |
| 5.000%, 11/15/27  | 150 | 158234 |
| 5.000%, 11/15/29  | 250 | 277148 |
| San Mateo County <br> Community College <br> District (GO) Series B |  |  |
| 5.000%, 09/01/27  | 450 | 472277 |
| 5.000%, 09/01/28  | 420 | 453569 |
| San Mateo Union High <br> School District (GO) <br> Series D |  |  |
| 5.000%, 09/01/36  | 800 | 937619 |
| San Pablo Joint Powers <br> Financing Authority (RB) <br> (AG)  |  |  |
| 4.000%, 11/01/26  | 165 | 167310 |
| 4.000%, 11/01/27  | 140 | 144186 |
| 4.000%, 11/01/28  | 145 | 151537 |
| San Rafael Joint Powers <br> Financing Authority (RB)  |  |  |
| 5.000%, 06/01/27  | 140 | 145728 |
| Santa Barbara Finance <br> Authority (RB)  |  |  |
| 4.000%, 05/15/42  | 960 | 973058 |
| Santa Clara County <br> Financing Authority (RB) <br> Series A |  |  |
| 4.000%, 04/01/37  | 1010 | 1025334 |
| Santa Cruz City High <br> School District (GO) <br> Series A |  |  |
| 4.000%, 08/01/44  | 1000 | 1001424 |
| Santa Monica Community <br> College District (GO) <br> Series A |  |  |
| 5.000%, 08/01/26  | 105 | 107032 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Santa Monica-Malibu <br> Unified School District <br> (GO) Series C | Santa Monica-Malibu <br> Unified School District <br> (GO) Series C |  |  |
|  | 5.000%, 08/01/40  | 3000 | $3297221 |
|  | 5.000%, 08/01/42  | 1700 | 1843388 |
| Sonoma County Junior <br> College District (GO) <br> Series C | Sonoma County Junior <br> College District (GO) <br> Series C |  |  |
|  | 5.000%, 08/01/29  | 1015 | 1117360 |
|  | 5.000%, 08/01/30  | 815 | 919520 |
| Southwestern Community <br> College District (GO) <br> Series E-2 | Southwestern Community <br> College District (GO) <br> Series E-2 |  |  |
|  | 4.000%, 08/01/26  | 280 | 283365 |
| State of California (GO)  | State of California (GO)  |  |  |
|  | 3.000%, 03/01/26  | 3055 | 3058169 |
|  | 5.000%, 08/01/26 | 455 | 463293 |
|  | 3.000%, 03/01/27  | 2565 | 2580765 |
|  | 3.500%, 08/01/27  | 2855 | 2903994 |
|  | 5.000%, 08/01/27 | 8900 | 9292940 |
| ¤ | 5.000%, 08/01/27  | 995 | 995000 |
|  | 5.000%, 10/01/27  | 2570 | 2694920 |
|  | 5.000%, 04/01/28 | 1825 | 1934492 |
|  | 5.000%, 08/01/28 | 3580 | 3791644 |
|  | 5.000%, 10/01/28  | 3780 | 4053955 |
|  | 5.000%, 11/01/28  | 1180 | 1239238 |
|  | 5.000%, 04/01/29 | 7415 | 8041984 |
|  | 4.000%, 08/01/29  | 2800 | 2823728 |
|  | 5.000%, 08/01/29  | 610 | 620174 |
|  | 5.000%, 10/01/29  | 1585 | 1599671 |
|  | 5.000%, 11/01/29  | 1235 | 1357246 |
|  | 5.000%, 12/01/29  | 3055 | 3363367 |
|  | 5.000%, 08/01/30  | 1250 | 1270848 |
|  | 5.000%, 09/01/30  | 1420 | 1446356 |
|  | 4.000%, 09/01/31  | 2000 | 2017944 |
|  | 5.000%, 10/01/31  | 2010 | 2297606 |
|  | 5.000%, 08/01/32  | 1800 | 1829085 |
|  | 5.000%, 04/01/33  | 1995 | 2156880 |
|  | 5.000%, 08/01/33  | 2000 | 2346237 |
|  | 4.000%, 11/01/33  | 1360 | 1391283 |
|  | 4.000%, 11/01/35  | 1000 | 1015114 |
|  | 4.000%, 11/01/36  | 500 | 521198 |
|  | 5.000%, 09/01/37  | 2500 | 2534255 |
|  | 5.000%, 08/01/39  | 175 | 202531 |
|  | 4.000%, 10/01/39  | 1500 | 1539289 |
|  | 5.000%, 10/01/39  | 755 | 847482 |
|  | 5.000%, 09/01/41  | 880 | 954040 |
|  | 5.000%, 04/01/42 | 2785 | 2926495 |
|  | 5.000%, 10/01/42  | 3000 | 3140604 |
|  | 5.000%, 03/01/43  | 1700 | 1878431 |
|  | 5.000%, 08/01/43  | 1250 | 1386083 |
|  | 5.000%, 09/01/43  | 1250 | 1369157 |
|  | 5.000%, 08/01/44  | 1000 | 1091088 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| 5.250%, 08/01/44  | 875 | $972246 |
| State of California (GO) <br> Series A |  |  |
| 5.000%, 11/01/28  | 700 | 752203 |
| State of California (GO) <br> Series C |  |  |
| 5.000%, 11/01/37  | 395 | 446051 |
| State of California <br> Department of Water <br> Resources (RB) <br> Series BF |  |  |
| 5.000%, 12/01/28  | 120 | 130480 |
| Stockton Unified School <br> District (COP)  |  |  |
| 5.000%, 02/01/31  | 335 | 353581 |
| Stockton Unified School <br> District (GO) (AG) Series <br> A |  |  |
| 5.000%, 07/01/27  | 1585 | 1654185 |
| Stockton Unified School <br> District (GO) (AG) Series <br> C |  |  |
| 5.000%, 08/01/27  | 1260 | 1317865 |
| Stockton Unified School <br> District (GO) (BAM) <br> Series A |  |  |
| 5.000%, 08/01/44  | 500 | 542940 |
| Sylvan Union School <br> District (GO) Series C |  |  |
| 5.000%, 08/01/26  | 405 | 412685 |
| Tracy Public Financing <br> Authority (RB) Series A |  |  |
| 5.000%, 11/01/27  | 490 | 516386 |
| 5.000%, 11/01/28  | 510 | 551166 |
| University of California <br> (RB) Series AV |  |  |
| 5.000%, 05/15/32  | 1905 | 1980349 |
| University of California <br> (RB) Series BE |  |  |
| 5.000%, 05/15/38  | 3000 | 3254200 |
| University of California <br> (RB) Series BN |  |  |
| 5.000%, 05/15/41  | 2510 | 2781292 |
| University of California <br> (RB) Series BS |  |  |
| 5.000%, 05/15/29  | 750 | 822338 |
| University of California <br> (RB) Series BV |  |  |
| 5.000%, 05/15/42  | 1390 | 1541933 |
| University of California <br> (RB) Series BZ |  |  |
| 5.000%, 05/15/40  | 5000 | 5708883 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| University of California <br> (RB) Series CA |  |  |
| 5.000%, 05/15/40  | 1000 | $1141777 |
| Ventura County Community <br> College District (GO)  |  |  |
| 4.000%, 08/01/32  | 3000 | 3007021 |
| Vista Joint Powers <br> Financing Authority (RB) <br> Series A |  |  |
| 5.000%, 05/01/37  | 750 | 884135 |
| West Basin Municipal <br> Water District (RB) <br> Series A |  |  |
| 5.000%, 08/01/27  | 770 | 804823 |
| 5.000%, 08/01/30  | 2820 | 2834581 |
| West Contra Costa Unified <br> School District (GO) <br> (BAM) Series A |  |  |
| 5.000%, 08/01/44  | 500 | 542716 |
| West Contra Costa Unified <br> School District (GO) <br> (BAM) Series B |  |  |
| 5.000%, 08/01/44  | 365 | 393218 |
| West Contra Costa Unified <br> School District (GO) <br> Series A-1 |  |  |
| 5.000%, 08/01/26  | 545 | 553960 |
| 5.000%, 08/01/27  | 575 | 597993 |
| West Valley-Mission <br> Community College <br> District (GO) Series A |  |  |
| 5.000%, 08/01/29  | 135 | 149286 |
| Windsor Unified School <br> District (GO)  |  |  |
| 4.000%, 08/01/26  | 105 | 106184 |
| TOTAL MUNICIPAL <br> BONDS <br>(Cost $429,384,438) |  | 431201014 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) |
| BlackRock Liquidity <br> Funds MuniCash <br>(Cost $217,376)<br>| 217354 | 217376 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $429,601,814) |  | $431418390 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; $431201014 | &nbsp;&nbsp; — | &nbsp;&nbsp; $431201014 |
| Investment Companies | &nbsp;&nbsp; $217376 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 217376 |
| Total Investments in Securities | &nbsp;&nbsp; $217376 | &nbsp;&nbsp; $431201014 | &nbsp;&nbsp; — | &nbsp;&nbsp; $431418390 |

---

See accompanying Notes to Financial Statements.

------

**DFA NY Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (99.4%) | MUNICIPAL BONDS — (99.4%) | MUNICIPAL BONDS — (99.4%) |
| NEW YORK — (99.4%) | NEW YORK — (99.4%) | NEW YORK — (99.4%) |
| Amherst Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 08/05/26  | 500 | &nbsp;&nbsp; $504942 |
| Averill Park Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 06/18/26  | 1000 | &nbsp;&nbsp; 1007028 |
| Bath Central School District <br> (GO) (ST AID WITHHLDG)  |  |  |
| 4.000%, 06/26/26  | 750 | &nbsp;&nbsp; 754451 |
| Bay Shore Union Free School <br> District (GO) (ST AID <br> WITHHLDG) Series A |  |  |
| 4.000%, 07/10/26  | 1000 | &nbsp;&nbsp; 1007771 |
| Buffalo Sewer Authority (RB) <br> Series A |  |  |
| 5.000%, 06/15/29  | 115 | &nbsp;&nbsp; 125935 |
| 5.000%, 06/15/30  | 120 | &nbsp;&nbsp; 134412 |
| Cambridge Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 06/24/26  | 1000 | &nbsp;&nbsp; 1006650 |
| City of Auburn (GO)  |  |  |
| 4.000%, 08/13/26  | 1250 | &nbsp;&nbsp; 1261776 |
| City of Batavia (GO)  |  |  |
| 4.000%, 04/22/26  | 1100 | &nbsp;&nbsp; 1106178 |
| City of Buffalo (GO) Series A |  |  |
| 4.000%, 09/30/26  | 1250 | &nbsp;&nbsp; 1265635 |
| City of Lackawanna (GO)  |  |  |
| 4.000%, 05/01/26  | 770 | &nbsp;&nbsp; 774075 |
| City of Middletown (GO)  |  |  |
| 4.000%, 08/21/26  | 890 | &nbsp;&nbsp; 898503 |
| City of New York (GO) <br> Series 1 |  |  |
| 5.000%, 08/01/29  | 500 | &nbsp;&nbsp; 519927 |
| City of New York (GO) <br> Series A |  |  |
| 5.000%, 08/01/26  | 1110 | &nbsp;&nbsp; 1129406 |
| City of New York (GO) <br> Series A-1 |  |  |
| 5.000%, 08/01/27  | 3530 | &nbsp;&nbsp; 3679768 |
| 4.000%, 08/01/32  | 2145 | &nbsp;&nbsp; 2155428 |
| 4.000%, 08/01/36  | 750 | &nbsp;&nbsp; 751512 |
| 5.000%, 08/01/38  | 500 | &nbsp;&nbsp; 505050 |
| City of New York (GO) <br> Series B-1 |  |  |
| 5.000%, 08/01/26  | 925 | &nbsp;&nbsp; 941172 |
| 5.000%, 10/01/26  | 2120 | &nbsp;&nbsp; 2165840 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| 5.000%, 08/01/27  | 1935 | &nbsp;&nbsp; $2017097 |
| 5.000%, 08/01/28  | 1650 | &nbsp;&nbsp; 1753960 |
| 5.000%, 12/01/31  | 2500 | &nbsp;&nbsp; 2553184 |
| City of New York (GO) <br> Series C |  |  |
| 5.000%, 08/01/27  | 930 | &nbsp;&nbsp; 969457 |
| City of New York (GO) <br> Series E |  |  |
| 5.000%, 08/01/26  | 1315 | &nbsp;&nbsp; 1337990 |
| 5.000%, 08/01/27  | 1360 | &nbsp;&nbsp; 1383279 |
| 5.000%, 08/01/32  | 1025 | &nbsp;&nbsp; 1039970 |
| City of New York (GO) <br> Series F-1 |  |  |
| 5.000%, 08/01/26  | 1740 | &nbsp;&nbsp; 1770420 |
| City of North Tonawanda (GO)  |  |  |
| 4.375%, 05/15/26  | 400 | &nbsp;&nbsp; 402828 |
| City of Oneida (GO)  |  |  |
| 4.000%, 03/27/26  | 1000 | &nbsp;&nbsp; 1004643 |
| City of Rochester (GO) <br> Series I |  |  |
| 4.000%, 02/26/26  | 1250 | &nbsp;&nbsp; 1254433 |
| City of Rochester (GO) <br> Series II |  |  |
| 4.000%, 07/30/26  | 2905 | &nbsp;&nbsp; 2931287 |
| City of Yonkers (GO) (AG ST <br> AID WITHHLDG) Series B |  |  |
| 5.000%, 02/15/26  | 280 | &nbsp;&nbsp; 281836 |
| Connetquot Central School <br> District of Islip (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.000%, 06/18/26  | 1000 | &nbsp;&nbsp; 1008033 |
| Corning City School District <br> (GO) Series A |  |  |
| 4.000%, 06/18/26  | 1000 | &nbsp;&nbsp; 1008474 |
| County of Erie (GO) Series A |  |  |
| 5.000%, 09/15/26  | 350 | &nbsp;&nbsp; 357406 |
| 5.000%, 09/15/27  | 750 | &nbsp;&nbsp; 784796 |
| County of Nassau (GO) <br> Series C |  |  |
| 5.000%, 10/01/32  | 515 | &nbsp;&nbsp; 536860 |
| Dutchess County Local <br> Development Corp. (RB) <br> Series B |  |  |
| 4.000%, 07/01/34  | 20 | &nbsp;&nbsp; 20067 |
| East Greenbush Central <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 3.500%, 12/11/25  | 910 | &nbsp;&nbsp; 910564 |

---

------

**DFA NY Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| East Hampton Union Free <br> School District (GO) (ST <br> AID WITHHLDG) Series A |  |  |
| 4.000%, 02/27/26  | 1000 | &nbsp;&nbsp; $1003551 |
| Empire State Development <br> Corp. (RB) Series A |  |  |
| 5.000%, 03/15/30 | 3125 | &nbsp;&nbsp; 3142286 |
| 5.000%, 03/15/32  | 930 | &nbsp;&nbsp; 936319 |
| 5.000%, 03/15/34  | 1020 | &nbsp;&nbsp; 1026181 |
| 4.000%, 03/15/37  | 3010 | &nbsp;&nbsp; 3012340 |
| 5.000%, 03/15/38  | 1500 | &nbsp;&nbsp; 1501978 |
| Harborfields Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 09/03/26  | 2520 | &nbsp;&nbsp; 2548459 |
| Harrison Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 3.750%, 07/24/26  | 5000 | &nbsp;&nbsp; 5032075 |
| Heuvelton Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 06/18/26  | 1000 | &nbsp;&nbsp; 1006656 |
| Holland Patent Central School <br> District (GO) (ST AID <br> WITHHLDG) Series B |  |  |
| 4.000%, 07/15/26  | 1000 | &nbsp;&nbsp; 1007032 |
| Holley Central School District <br> (GO) (ST AID WITHHLDG) <br> Series A |  |  |
| 3.750%, 06/23/26  | 1000 | &nbsp;&nbsp; 1005469 |
| Honeoye Falls-Lima Central <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.000%, 06/25/26  | 1000 | &nbsp;&nbsp; 1006758 |
| Kendall Central School District <br> (GO) (ST AID WITHHLDG)  |  |  |
| 4.250%, 06/19/26  | 1000 | &nbsp;&nbsp; 1008463 |
| Kingston City School District <br> (GO) (ST AID WITHHLDG)  |  |  |
| 4.000%, 06/30/26  | 875 | &nbsp;&nbsp; 881676 |
| Long Island Power Authority <br> (RB) Series B |  |  |
| 5.000%, 09/01/32  | 845 | &nbsp;&nbsp; 858505 |
| Madison County Capital <br> Resource Corp. (RB)  |  |  |
| 5.000%, 07/01/26  | 175 | &nbsp;&nbsp; 177749 |
| 5.000%, 07/01/27  | 175 | &nbsp;&nbsp; 182053 |
| Metropolitan Transportation <br> Authority (RB) <br> Series 2012G-1 |  |  |
| 3.900%, 11/01/32  | 2040 | &nbsp;&nbsp; 2040000 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| Metropolitan Transportation <br> Authority (RB) Series C-1 |  |  |
| 5.000%, 11/15/34  | 985 | &nbsp;&nbsp; $985691 |
| Metropolitan Transportation <br> Authority (RB) Series E 1 |  |  |
| 3.900%, 11/15/50  | 3555 | &nbsp;&nbsp; 3555000 |
| Metropolitan Transportation <br> Authority Dedicated Tax <br> Fund (RB) Series B |  |  |
| 5.000%, 11/15/39  | 2500 | &nbsp;&nbsp; 2535463 |
| Monroe County Industrial <br> Development Corp. (RB) <br> Series A |  |  |
| 5.000%, 12/01/25  | 300 | &nbsp;&nbsp; 300273 |
| 5.000%, 07/01/26  | 1185 | &nbsp;&nbsp; 1186455 |
| New Hartford Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 06/26/26  | 1000 | &nbsp;&nbsp; 1007232 |
| New York City Industrial <br> Development Agency (RB) <br> (AG) Series A |  |  |
| 5.000%, 01/01/27  | 1000 | &nbsp;&nbsp; 1023771 |
| 5.000%, 03/01/28  | 520 | &nbsp;&nbsp; 546211 |
| New York Convention Center <br> Development Corp. (RB)  |  |  |
| 5.000%, 11/15/25  | 115 | &nbsp;&nbsp; 115063 |
| New York State Dormitory <br> Authority (RB)  |  |  |
| 5.000%, 07/01/27  | 105 | &nbsp;&nbsp; 108710 |
| New York State Dormitory <br> Authority (RB) Series A |  |  |
| 5.000%, 03/15/26  | 2790 | &nbsp;&nbsp; 2813215 |
| 5.000%, 05/01/27  | 630 | &nbsp;&nbsp; 650327 |
| 5.000%, 03/15/30  | 3375 | &nbsp;&nbsp; 3439334 |
| 5.000%, 07/01/30  | 2905 | &nbsp;&nbsp; 2944258 |
| 5.000%, 02/15/31  | 1250 | &nbsp;&nbsp; 1285202 |
| 5.000%, 07/01/31  | 1105 | &nbsp;&nbsp; 1119132 |
| 5.000%, 03/15/32  | 3100 | &nbsp;&nbsp; 3286616 |
| 5.000%, 02/15/33  | 750 | &nbsp;&nbsp; 761639 |
| 5.000%, 03/15/33  | 890 | &nbsp;&nbsp; 905275 |
| 5.000%, 03/15/35  | 1360 | &nbsp;&nbsp; 1381350 |
| 5.000%, 03/15/36  | 2000 | &nbsp;&nbsp; 2031741 |
| 5.000%, 02/15/37  | 600 | &nbsp;&nbsp; 607490 |
| 5.000%, 02/15/38  | 1000 | &nbsp;&nbsp; 1011786 |
| 5.000%, 07/01/40  | 575 | &nbsp;&nbsp; 589631 |
| 5.000%, 02/15/42  | 2335 | &nbsp;&nbsp; 2352958 |
| New York State Dormitory <br> Authority (RB) Series B |  |  |
| 5.000%, 02/15/31  | 1000 | &nbsp;&nbsp; 1038971 |
| 5.000%, 10/01/31  | 545 | &nbsp;&nbsp; 549991 |
| 5.000%, 02/15/32  | 3000 | &nbsp;&nbsp; 3115318 |

---

------

**DFA NY Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| 5.000%, 02/15/34  | 150 | &nbsp;&nbsp; $155421 |
| New York State Dormitory <br> Authority (RB) Series C |  |  |
| 5.000%, 03/15/38  | 600 | &nbsp;&nbsp; 624842 |
| New York State Dormitory <br> Authority (RB) Series D |  |  |
| 5.000%, 02/15/26  | 70 | &nbsp;&nbsp; 70450 |
| 5.000%, 02/15/30  | 2870 | &nbsp;&nbsp; 2916330 |
| New York State Thruway <br> Authority (RB) Series A |  |  |
| 5.000%, 03/15/27  | 530 | &nbsp;&nbsp; 547308 |
| Port Authority of New York & <br> New Jersey (RB) <br> Series 212TH |  |  |
| 4.000%, 09/01/39  | 900 | &nbsp;&nbsp; 912350 |
| Port Authority of New York & <br> New Jersey (RB) <br> Series 230 |  |  |
| 4.000%, 12/01/25  | 480 | &nbsp;&nbsp; 480427 |
| Port Authority of New York & <br> New Jersey (RB) <br> Series 243 |  |  |
| 5.000%, 12/01/25  | 1540 | &nbsp;&nbsp; 1542552 |
| Port Authority of New York & <br> New Jersey (RB) <br> Series 248 |  |  |
| 5.000%, 01/15/27  | 1250 | &nbsp;&nbsp; 1284764 |
| Ravena Coeymans Selkirk <br> Central School District (GO) <br> (ST AID WITHHLDG) <br> Series B |  |  |
| 4.000%, 08/07/26  | 1000 | &nbsp;&nbsp; 1007553 |
| Roosevelt Union Free School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 07/01/26  | 850 | &nbsp;&nbsp; 863444 |
| 5.000%, 07/01/27  | 800 | &nbsp;&nbsp; 832057 |
| Scotia-Glenville Central <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.000%, 07/31/26  | 1100 | &nbsp;&nbsp; 1109711 |
| South Huntington Union Free <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.000%, 06/24/26  | 1000 | &nbsp;&nbsp; 1007675 |
| South Orangetown Central <br> School District (GO) (ST <br> AID WITHHLDG) Series B |  |  |
| 4.000%, 08/05/26  | 1000 | &nbsp;&nbsp; 1009205 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| Southampton Union Free <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.000%, 06/25/26  | 1250 | &nbsp;&nbsp; $1260402 |
| State of New York (GO) <br> Series A |  |  |
| 5.000%, 03/15/27  | 1015 | &nbsp;&nbsp; 1051342 |
| Suffolk County Water Authority <br> (RB)  |  |  |
| 4.000%, 06/01/31  | 2210 | &nbsp;&nbsp; 2212477 |
| Three Village Central School <br> District Brookhaven & <br> Smithtown (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 06/24/26  | 1265 | &nbsp;&nbsp; 1275178 |
| Town of Amherst (GO)  |  |  |
| 4.000%, 10/28/26  | 3000 | &nbsp;&nbsp; 3041635 |
| Town of Batavia (GO)  |  |  |
| 4.000%, 03/03/26  | 1030 | &nbsp;&nbsp; 1033659 |
| Town of East Hampton (GO) <br> Series A |  |  |
| 4.000%, 08/14/26  | 400 | &nbsp;&nbsp; 403569 |
| Town of Islip (GO)  |  |  |
| 4.000%, 10/15/29  | 725 | &nbsp;&nbsp; 725301 |
| Town of North Hempstead <br> (GO) Series A |  |  |
| 4.000%, 03/20/26  | 5630 | &nbsp;&nbsp; 5655032 |
| Town of Salina (GO) Series A |  |  |
| 4.000%, 06/05/26  | 2000 | &nbsp;&nbsp; 2013545 |
| Town of Southampton (GO)  |  |  |
| 3.750%, 03/06/26  | 740 | &nbsp;&nbsp; 742197 |
| Town of Tonawanda (GO)  |  |  |
| 4.000%, 08/21/26  | 1250 | &nbsp;&nbsp; 1261246 |
| Triborough Bridge & Tunnel <br> Authority (RB) <br> Series 2008-B-3 |  |  |
| 5.000%, 11/15/37  | 1845 | &nbsp;&nbsp; 1846389 |
| Triborough Bridge & Tunnel <br> Authority (RB) Series A |  |  |
| 5.000%, 11/15/25  | 1425 | &nbsp;&nbsp; 1425938 |
| Triborough Bridge & Tunnel <br> Authority (RB) Series B |  |  |
| 5.000%, 11/15/28  | 2900 | &nbsp;&nbsp; 3096520 |
| 5.000%, 11/15/29  | 1210 | &nbsp;&nbsp; 1253217 |
| 5.000%, 11/15/30  | 330 | &nbsp;&nbsp; 341941 |
| 5.000%, 11/15/31  | 1655 | &nbsp;&nbsp; 1714492 |
| 5.000%, 11/15/38  | 175 | &nbsp;&nbsp; 179515 |
| Triborough Bridge & Tunnel <br> Authority (RB) Series C-1 |  |  |
| 5.000%, 11/15/25  | 1465 | &nbsp;&nbsp; 1465964 |

---

------

**DFA NY Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| Tupper Lake Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 06/26/26  | 1015 | &nbsp;&nbsp; $1021945 |
| Village of Pelham (GO)  |  |  |
| 4.000%, 02/13/26  | 2000 | &nbsp;&nbsp; 2004588 |
| Wappingers Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 3.500%, 08/07/26  | 1000 | &nbsp;&nbsp; 1003631 |
| TOTAL MUNICIPAL BONDS <br>(Cost $163,907,882) |  | &nbsp;&nbsp; 164041508 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| INVESTMENT COMPANIES — (0.6%) | INVESTMENT COMPANIES — (0.6%) | INVESTMENT COMPANIES — (0.6%) |
| BlackRock Liquidity <br> Funds MuniCash <br>(Cost $962,419)<br>| 962322 | &nbsp;&nbsp; $962419 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $164,870,301) |  | &nbsp;&nbsp; $165003927 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; $164041508 | &nbsp;&nbsp; — | &nbsp;&nbsp; $164041508 |
| Investment Companies | &nbsp;&nbsp; $962419 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 962419 |
| Total Investments in Securities | &nbsp;&nbsp; $962419 | &nbsp;&nbsp; $164041508 | &nbsp;&nbsp; — | &nbsp;&nbsp; $165003927 |

---

See accompanying Notes to Financial Statements.

------

**DFA MN Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (100.0%) | MUNICIPAL BONDS — (100.0%) | MUNICIPAL BONDS — (100.0%) |
| MINNESOTA — (100.0%) | MINNESOTA — (100.0%) | MINNESOTA — (100.0%) |
| Cambridge-Isanti Independent <br> School District No. 911 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 4.000%, 02/01/28  | 115 | &nbsp;&nbsp; $118346 |
| City of Albert Lea (GO) <br> Series A |  |  |
| 4.000%, 02/01/26  | 270 | &nbsp;&nbsp; 270643 |
| City of Apple Valley (GO) <br> Series A |  |  |
| 5.000%, 12/15/28  | 100 | &nbsp;&nbsp; 107550 |
| City of Blaine (GO) Series B |  |  |
| 5.000%, 02/01/27  | 100 | &nbsp;&nbsp; 102982 |
| City of Bloomington (GO) <br> Series B |  |  |
| 5.000%, 02/01/27  | 375 | &nbsp;&nbsp; 385483 |
| City of Burnsville (GO) <br> Series A |  |  |
| 5.000%, 12/20/26  | 190 | &nbsp;&nbsp; 195047 |
| 5.000%, 12/20/28  | 500 | &nbsp;&nbsp; 536820 |
| City of Coon Rapids (GO) <br> Series A |  |  |
| 5.000%, 02/01/29  | 105 | &nbsp;&nbsp; 113148 |
| City of Edina (GO) Series A |  |  |
| 5.000%, 02/01/27  | 230 | &nbsp;&nbsp; 236915 |
| 5.000%, 02/01/28  | 120 | &nbsp;&nbsp; 126518 |
| City of Fergus Falls (GO) <br> Series A |  |  |
| 5.000%, 02/01/26  | 250 | &nbsp;&nbsp; 251315 |
| City of Lakeville (GO) <br> Series A |  |  |
| 5.000%, 02/01/28  | 500 | &nbsp;&nbsp; 527159 |
| City of Minneapolis (GO)  |  |  |
| 4.000%, 12/01/25  | 305 | &nbsp;&nbsp; 305263 |
| 5.000%, 12/01/26 | 255 | &nbsp;&nbsp; 261122 |
| 5.500%, 12/01/26  | 830 | &nbsp;&nbsp; 854304 |
| 3.000%, 12/01/27  | 1450 | &nbsp;&nbsp; 1450100 |
| City of Minneapolis/St. Paul <br> Housing & Redevelopment <br> Authority (RB)  |  |  |
| 5.000%, 11/15/26  | 325 | &nbsp;&nbsp; 331688 |
| City of Moorhead (GO) <br> Series B |  |  |
| 5.000%, 02/01/28  | 200 | &nbsp;&nbsp; 210505 |
| City of Moorhead Public Utility <br> Revenue (RB) Series A |  |  |
| 5.000%, 11/01/25  | 670 | &nbsp;&nbsp; 670000 |
| City of Rogers (GO) Series B |  |  |
| 5.000%, 02/01/26  | 250 | &nbsp;&nbsp; 251315 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) |
| City of St. Louis Park (GO) <br> Series B |  |  |
| 5.000%, 02/01/28  | 275 | &nbsp;&nbsp; $289752 |
| City of St. Paul (GO) Series A |  |  |
| 5.000%, 09/01/26  | 235 | &nbsp;&nbsp; 239562 |
| 5.000%, 09/01/27  | 500 | &nbsp;&nbsp; 521865 |
| 5.000%, 09/01/28  | 500 | &nbsp;&nbsp; 534243 |
| City of Waconia (GO) Series A |  |  |
| 3.000%, 02/01/26  | 820 | &nbsp;&nbsp; 819799 |
| Cloquet Independent School <br> District No. 94 (GO) (SD <br> CRED PROG) Series A |  |  |
| 5.000%, 02/01/28  | 200 | &nbsp;&nbsp; 210729 |
| Cook County Independent <br> School District No. 166 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/26  | 200 | &nbsp;&nbsp; 201012 |
| County of Anoka (GO) <br> Series A |  |  |
| 5.000%, 02/01/27  | 500 | &nbsp;&nbsp; 514847 |
| County of Dakota (GO) <br> Series A |  |  |
| 5.000%, 02/01/28  | 400 | &nbsp;&nbsp; 421727 |
| County of Hennepin (GO) <br> Series C |  |  |
| 5.000%, 12/15/25  | 525 | &nbsp;&nbsp; 526259 |
| County of Hennepin (GO) <br> Series A |  |  |
| 5.000%, 12/01/31  | 1000 | &nbsp;&nbsp; 1021896 |
| 5.000%, 12/01/32  | 100 | &nbsp;&nbsp; 102168 |
| 5.000%, 12/01/37  | 220 | &nbsp;&nbsp; 223526 |
| County of Hennepin (GO) <br> Series B |  |  |
| 5.000%, 12/01/25  | 525 | &nbsp;&nbsp; 525835 |
| 5.000%, 12/01/26  | 165 | &nbsp;&nbsp; 169192 |
| County of Hennepin (GO) <br> Series C |  |  |
| 5.000%, 12/01/28  | 210 | &nbsp;&nbsp; 214733 |
| 5.000%, 12/15/28  | 500 | &nbsp;&nbsp; 537904 |
| County of Olmsted (GO) <br> Series A |  |  |
| 5.000%, 02/01/27  | 400 | &nbsp;&nbsp; 412226 |
| 5.000%, 02/01/28  | 300 | &nbsp;&nbsp; 316026 |
| County of Ramsey (GO) <br> Series A |  |  |
| 5.000%, 02/01/27  | 160 | &nbsp;&nbsp; 164731 |
| County of Ramsey (GO) <br> Series B |  |  |
| 5.000%, 02/01/28  | 100 | &nbsp;&nbsp; 105432 |

---

------

**DFA MN Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) |
| Eastern Carver County <br> Schools Independent <br> School District No. 112 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/27  | 500 | &nbsp;&nbsp; $514536 |
| Elk River Independent School <br> District No. 728 (GO) (SD <br> CRED PROG) Series A |  |  |
| 5.000%, 02/01/26  | 225 | &nbsp;&nbsp; 226183 |
| Fulda Independent School <br> District No. 505 (GO) (SD <br> CRED PROG) Series A |  |  |
| 5.000%, 02/01/27  | 150 | &nbsp;&nbsp; 154119 |
| Lakeville Independent School <br> District No. 194 (GO) (SD <br> CRED PROG) Series B |  |  |
| 4.000%, 02/01/26  | 365 | &nbsp;&nbsp; 366085 |
| Metropolitan Council (GO) <br> Series B |  |  |
| 5.000%, 12/01/25  | 130 | &nbsp;&nbsp; 130200 |
| 5.000%, 03/01/26 | 800 | &nbsp;&nbsp; 805807 |
| 5.000%, 03/01/28  | 275 | &nbsp;&nbsp; 289919 |
| Metropolitan Council (GO) <br> Series C |  |  |
| 5.000%, 12/01/26  | 825 | &nbsp;&nbsp; 845694 |
| Metropolitan Council (GO) <br> Series E |  |  |
| 5.000%, 12/01/25  | 180 | &nbsp;&nbsp; 180276 |
| Minneapolis Special School <br> District No. 1 (GO) (SD <br> CRED PROG) Series A |  |  |
| 5.000%, 02/01/26  | 275 | &nbsp;&nbsp; 276514 |
| 5.000%, 02/01/27  | 275 | &nbsp;&nbsp; 283200 |
| Minneapolis Special School <br> District No. 1 (GO) (SD <br> CRED PROG) Series B |  |  |
| 5.000%, 02/01/33  | 350 | &nbsp;&nbsp; 360133 |
| Minneapolis Special School <br> District No. 1 (GO) (SD <br> CRED PROG) Series C |  |  |
| 5.000%, 02/01/27  | 200 | &nbsp;&nbsp; 205964 |
| Minneapolis-St. Paul <br> Metropolitan Airports <br> Commission (RB) Series A |  |  |
| 5.000%, 01/01/29  | 295 | &nbsp;&nbsp; 302386 |
| Minnesota Health & Education <br> Facilities Authority (RB) <br> Series 8-G |  |  |
| 5.000%, 12/01/25  | 200 | &nbsp;&nbsp; 200319 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) |
| Minnesota Municipal Power <br> Agency (RB)  |  |  |
| 5.000%, 10/01/28  | 145 | &nbsp;&nbsp; $145243 |
| Minnesota Public Facilities <br> Authority State Revolving <br> Fund (RB) Series A |  |  |
| 5.000%, 03/01/26  | 340 | &nbsp;&nbsp; 342485 |
| Minnesota Public Facilities <br> Authority State Revolving <br> Fund (RB) Series B |  |  |
| 5.000%, 03/01/26  | 205 | &nbsp;&nbsp; 206498 |
| Minnetonka Independent <br> School District No. 276 <br> (GO) (SD CRED PROG) <br> Series D |  |  |
| 5.000%, 01/01/27  | 150 | &nbsp;&nbsp; 153973 |
| Moorhead Independent <br> School District No. 152 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 4.000%, 02/01/31  | 200 | &nbsp;&nbsp; 206196 |
| Northfield Independent School <br> District No. 659 (GO) (SD <br> CRED PROG) Series A |  |  |
| 5.000%, 02/01/27  | 300 | &nbsp;&nbsp; 308461 |
| Osseo Independent School <br> District No. 279 (GO) (SD <br> CRED PROG) Series A |  |  |
| 5.000%, 02/01/29  | 500 | &nbsp;&nbsp; 538798 |
| Red Rock Central <br> Independent School District <br> No. 2884 (GO) (SD CRED <br> PROG) Series A |  |  |
| 4.000%, 02/01/26  | 215 | &nbsp;&nbsp; 215486 |
| Redwood Area Schools <br> Independent School District <br> No. 2897 (GO) (SD CRED <br> PROG) Series A |  |  |
| 5.000%, 02/01/26  | 200 | &nbsp;&nbsp; 200983 |
| Robbinsdale Independent <br> School District No. 281 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/26  | 135 | &nbsp;&nbsp; 135677 |
| Rochester Independent <br> School District No. 535 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/27  | 500 | &nbsp;&nbsp; 514411 |
| 5.000%, 02/01/28  | 500 | &nbsp;&nbsp; 525814 |

---

------

**DFA MN Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) |
| Roseville Independent School <br> District No. 623 (GO) (SD <br> CRED PROG) Series A |  |  |
| 5.000%, 02/01/26  | 150 | &nbsp;&nbsp; $150848 |
| Southern Minnesota Municipal <br> Power Agency (RB) Series <br> A |  |  |
| 5.000%, 01/01/35  | 190 | &nbsp;&nbsp; 190634 |
| Spring Grove Independent <br> School District No. 297 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/26  | 160 | &nbsp;&nbsp; 160861 |
| St. Paul Independent School <br> District No. 625 (GO) (SD <br> CRED PROG) Series A |  |  |
| 5.000%, 02/01/28  | 150 | &nbsp;&nbsp; 158047 |
| St. Paul Independent School <br> District No. 625 (GO) (SD <br> CRED PROG) Series B |  |  |
| 5.000%, 02/01/26  | 280 | &nbsp;&nbsp; 281507 |
| State of Minnesota (GO) <br> Series A |  |  |
| 5.000%, 08/01/26 | 1855 | &nbsp;&nbsp; 1874455 |
| 5.000%, 08/01/27 | 300 | &nbsp;&nbsp; 312624 |
| 5.000%, 10/01/27  | 425 | &nbsp;&nbsp; 444682 |
| 5.000%, 08/01/28 | 290 | &nbsp;&nbsp; 309272 |
| 5.000%, 08/01/34  | 500 | &nbsp;&nbsp; 505931 |
| State of Minnesota (GO) <br> Series B |  |  |
| 5.000%, 10/01/26  | 115 | &nbsp;&nbsp; 117466 |
| 5.000%, 08/01/27  | 200 | &nbsp;&nbsp; 208416 |
| 5.000%, 08/01/28  | 100 | &nbsp;&nbsp; 106646 |
| State of Minnesota (GO) <br> Series D |  |  |
| 5.000%, 08/01/26  | 485 | &nbsp;&nbsp; 493407 |
| 5.000%, 10/01/26  | 395 | &nbsp;&nbsp; 403469 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) |
| 5.000%, 08/01/27 | 500 | &nbsp;&nbsp; $521039 |
| 5.000%, 10/01/27  | 430 | &nbsp;&nbsp; 449914 |
| State of Minnesota (GO) <br> Series E |  |  |
| 5.000%, 08/01/26  | 335 | &nbsp;&nbsp; 340807 |
| Stillwater Independent School <br> District No. 834 (GO) (SD <br> CRED PROG) Series A |  |  |
| 5.000%, 02/01/28  | 250 | &nbsp;&nbsp; 263355 |
| University of Minnesota (RB) <br> Series B |  |  |
| 5.000%, 12/01/27  | 265 | &nbsp;&nbsp; 277915 |
| Virginia Independent School <br> District No. 706 (GO) (SD <br> CRED PROG) Series A |  |  |
| 5.000%, 02/01/27  | 190 | &nbsp;&nbsp; 195429 |
| Western Minnesota Municipal <br> Power Agency (RB) <br> Series A |  |  |
| 5.000%, 01/01/26  | 495 | &nbsp;&nbsp; 496706 |
| White Bear Lake Independent <br> School District No. 624 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 4.000%, 02/01/26  | 215 | &nbsp;&nbsp; 215613 |
| 5.000%, 02/01/28  | 650 | &nbsp;&nbsp; 684869 |
| Willmar Independent School <br> District No. 347 (GO) (SD <br> CRED PROG) Series A |  |  |
| 5.000%, 02/01/26  | 300 | &nbsp;&nbsp; 301622 |
| TOTAL MUNICIPAL BONDS <br>(Cost $33,489,455) |  | &nbsp;&nbsp; 33480581 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $33,489,455) |  | &nbsp;&nbsp; $33480581 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; $33480581 | &nbsp;&nbsp; — | &nbsp;&nbsp; $33480581 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $33480581 | &nbsp;&nbsp; — | &nbsp;&nbsp; $33480581 |

---

See accompanying Notes to Financial Statements.

------

**DFA Oregon Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (100.0%) | MUNICIPAL BONDS — (100.0%) | MUNICIPAL BONDS — (100.0%) |
| OREGON — (100.0%) | OREGON — (100.0%) | OREGON — (100.0%) |
| Astoria Hospital Facilities <br> Authority (RB)  |  |  |
| 5.250%, 08/01/43  | 350 | &nbsp;&nbsp; $363032 |
| Benton & Linn Counties <br> Consolidated School District <br> No. 509J & 509A Corvallis <br> (GO) (SCH BD GTY) <br> Series J |  |  |
| 5.000%, 06/15/29  | 610 | &nbsp;&nbsp; 661698 |
| Central Oregon Community <br> College (GO) (SCH BD <br> GTY)  |  |  |
| 4.000%, 06/15/28  | 270 | &nbsp;&nbsp; 279422 |
| City of Beaverton Water <br> Revenue (RB)  |  |  |
| 5.000%, 04/01/29  | 130 | &nbsp;&nbsp; 140615 |
| 5.000%, 04/01/34  | 455 | &nbsp;&nbsp; 496232 |
| 5.000%, 04/01/39  | 750 | &nbsp;&nbsp; 799116 |
| 5.000%, 04/01/41  | 370 | &nbsp;&nbsp; 409875 |
| City of Bend (GO)  |  |  |
| 5.000%, 06/01/41  | 1015 | &nbsp;&nbsp; 1110495 |
| 5.000%, 06/01/44 | 1135 | &nbsp;&nbsp; 1226565 |
| City of Bend Water Revenue <br> (RB)  |  |  |
| 5.000%, 12/01/26  | 210 | &nbsp;&nbsp; 212834 |
| 5.000%, 12/01/30  | 350 | &nbsp;&nbsp; 354009 |
| City of Cottage Grove (GO)  |  |  |
| 5.000%, 09/01/26  | 515 | &nbsp;&nbsp; 524422 |
| 4.000%, 06/01/29  | 100 | &nbsp;&nbsp; 103893 |
| City of Eugene (GO) Series A |  |  |
| 5.000%, 06/01/36  | 250 | &nbsp;&nbsp; 284652 |
| City of Eugene Electric Utility <br> System Revenue (RB)  |  |  |
| 5.000%, 08/01/43  | 215 | &nbsp;&nbsp; 233194 |
| City of Hillsboro Water <br> Revenue (RB)  |  |  |
| 5.000%, 06/01/28  | 250 | &nbsp;&nbsp; 265298 |
| City of Lake Oswego (GO)  |  |  |
| 5.000%, 12/01/26  | 250 | &nbsp;&nbsp; 256311 |
| 4.000%, 06/01/41  | 500 | &nbsp;&nbsp; 515308 |
| 5.000%, 06/01/43  | 725 | &nbsp;&nbsp; 793584 |
| City of Medford (GO)  |  |  |
| 4.000%, 06/01/40  | 375 | &nbsp;&nbsp; 381594 |
| City of Medford Sewer <br> Revenue (RB) (BAM)  |  |  |
| 4.000%, 06/01/44  | 500 | &nbsp;&nbsp; 485846 |
| City of Newberg (GO)  |  |  |
| 4.000%, 12/01/25  | 120 | &nbsp;&nbsp; 120095 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| City of Portland (GO) Series A |  |  |
| 5.000%, 03/01/26  | 115 | &nbsp;&nbsp; $115781 |
| 5.000%, 06/01/26  | 860 | &nbsp;&nbsp; 871317 |
| 5.000%, 10/01/26  | 635 | &nbsp;&nbsp; 648441 |
| 5.000%, 04/01/27  | 975 | &nbsp;&nbsp; 1007232 |
| 5.000%, 06/01/27  | 540 | &nbsp;&nbsp; 560048 |
| 3.000%, 06/15/28  | 150 | &nbsp;&nbsp; 147602 |
| 4.000%, 04/01/32  | 225 | &nbsp;&nbsp; 228773 |
| City of Portland (GO) Series B |  |  |
| 5.000%, 06/01/26  | 820 | &nbsp;&nbsp; 830790 |
| 5.000%, 06/15/26  | 560 | &nbsp;&nbsp; 567882 |
| 5.000%, 06/15/30  | 405 | &nbsp;&nbsp; 430440 |
| City of Portland (GO) Series D |  |  |
| 5.000%, 04/01/28  | 250 | &nbsp;&nbsp; 264607 |
| 5.000%, 04/01/42  | 210 | &nbsp;&nbsp; 225406 |
| City of Portland Sewer <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 06/15/27  | 700 | &nbsp;&nbsp; 709508 |
| City of Portland Water System <br> Revenue (RB) Series A |  |  |
| 5.000%, 04/01/27  | 365 | &nbsp;&nbsp; 377066 |
| City of Redmond (GO) <br> Series B-1 |  |  |
| 5.000%, 06/01/30  | 80 | &nbsp;&nbsp; 85517 |
| City of Salem (GO)  |  |  |
| 5.000%, 06/01/26  | 235 | &nbsp;&nbsp; 238011 |
| City of Springfield Sewer <br> System Revenue (RB)  |  |  |
| 4.000%, 04/01/26  | 280 | &nbsp;&nbsp; 281454 |
| 4.000%, 04/01/27  | 290 | &nbsp;&nbsp; 294989 |
| Clackamas & Washington <br> Counties School District No. <br> 3 (GO) (SCH BD GTY) <br> Series B |  |  |
| 5.000%, 06/15/26  | 290 | &nbsp;&nbsp; 293831 |
| Clackamas Community <br> College District (GO) (SCH <br> BD GTY)  |  |  |
| 5.000%, 06/15/28  | 1500 | &nbsp;&nbsp; 1593952 |
| 5.000%, 06/15/43  | 1410 | &nbsp;&nbsp; 1538894 |
| Clackamas County School <br> District No. 12 North <br> Clackamas (GO) (SCH BD <br> GTY)  |  |  |
| 5.000%, 06/15/32  | 435 | &nbsp;&nbsp; 461053 |
| 5.000%, 06/15/36  | 280 | &nbsp;&nbsp; 293795 |
| 5.000%, 06/15/41  | 470 | &nbsp;&nbsp; 485639 |

---

------

**DFA Oregon Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| Clackamas County School <br> District No. 12 North <br> Clackamas (GO) (SCH BD <br> GTY) Series B |  |  |
| 5.000%, 06/15/33  | 345 | &nbsp;&nbsp; $356382 |
| Clackamas County School <br> District No. 7J Lake <br> Oswego (GO)  |  |  |
| 5.000%, 06/01/36  | 275 | &nbsp;&nbsp; 297168 |
| Clackamas County Service <br> District No. 1 (RB)  |  |  |
| 5.000%, 12/01/26  | 290 | &nbsp;&nbsp; 297415 |
| Clatsop County School District <br> No. 30 <br> Warrenton-Hammond (GO) <br> (SCH BD GTY) Series B |  |  |
| 5.000%, 06/15/27  | 285 | &nbsp;&nbsp; 295714 |
| 5.000%, 06/15/29  | 510 | &nbsp;&nbsp; 552304 |
| Columbia Gorge Community <br> College District (GO)  |  |  |
| 4.000%, 04/01/26  | 75 | &nbsp;&nbsp; 75355 |
| County of Multnomah (GO)  |  |  |
| 5.000%, 06/01/29  | 290 | &nbsp;&nbsp; 300575 |
| 4.000%, 06/01/37  | 385 | &nbsp;&nbsp; 388734 |
| County of Multnomah (GO) <br> Series A |  |  |
| 5.000%, 06/15/28  | 640 | &nbsp;&nbsp; 679752 |
| 5.000%, 06/15/29  | 1235 | &nbsp;&nbsp; 1341005 |
| County of Washington (GO)  |  |  |
| 5.000%, 06/01/26  | 965 | &nbsp;&nbsp; 978200 |
| 5.000%, 06/01/27  | 985 | &nbsp;&nbsp; 1021724 |
| 5.000%, 06/01/28  | 365 | &nbsp;&nbsp; 387993 |
| 4.000%, 03/01/30  | 1035 | &nbsp;&nbsp; 1039450 |
| Deschutes & Jefferson <br> Counties School District No. <br> 2J Redmond (GO) (SCH <br> BD GTY)  |  |  |
| 5.000%, 06/15/37  | 500 | &nbsp;&nbsp; 573926 |
| Deschutes County <br> Administrative School <br> District No. 1 Bend-La Pine <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 06/15/26 | 2140 | &nbsp;&nbsp; 2170779 |
| 5.000%, 06/15/27  | 965 | &nbsp;&nbsp; 1001121 |
| Deschutes County Hospital <br> Facilities Authority (RB) <br> Series A |  |  |
| 5.000%, 01/01/28  | 250 | &nbsp;&nbsp; 257927 |
| 5.000%, 01/01/32  | 340 | &nbsp;&nbsp; 366830 |
| Hillsboro School District No. <br> 1J (GO) (SCH BD GTY)  |  |  |
| 5.000%, 06/15/28  | 1360 | &nbsp;&nbsp; 1410336 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| 4.000%, 06/15/34  | 260 | &nbsp;&nbsp; $269289 |
| 4.000%, 06/15/40  | 400 | &nbsp;&nbsp; 402631 |
| Hood River County School <br> District (GO) (SCH BD <br> GTY)  |  |  |
| 4.000%, 06/15/32  | 665 | &nbsp;&nbsp; 670207 |
| Jackson County School <br> District No. 5 Ashland (GO) <br> (SCH BD GTY)  |  |  |
| 5.000%, 06/15/43  | 500 | &nbsp;&nbsp; 520013 |
| Jefferson County School <br> District No. 509J (GO) <br> (SCH BD GTY)  |  |  |
| 4.000%, 06/15/27  | 60 | &nbsp;&nbsp; 61264 |
| Lane Community College <br> (GO) (SCH BD GTY) <br> Series A |  |  |
| 4.000%, 06/15/39  | 1000 | &nbsp;&nbsp; 1015029 |
| Linn & Benton Counties <br> School District No. 8J <br> Greater Albany (GO) (SCH <br> BD GTY)  |  |  |
| 5.000%, 06/15/26  | 635 | &nbsp;&nbsp; 643741 |
| Medford Hospital Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 08/15/33  | 625 | &nbsp;&nbsp; 677524 |
| Metro (GO)  |  |  |
| 5.000%, 06/01/28  | 230 | &nbsp;&nbsp; 244489 |
| 5.000%, 06/01/33  | 1065 | &nbsp;&nbsp; 1245575 |
| 4.000%, 06/01/40  | 500 | &nbsp;&nbsp; 519856 |
| Metro (GO) Series A |  |  |
| 4.000%, 06/01/33  | 1100 | &nbsp;&nbsp; 1163866 |
| Mount Hood Community <br> College District (GO) (SCH <br> BD GTY)  |  |  |
| 5.000%, 06/15/26  | 1500 | &nbsp;&nbsp; 1521297 |
| 5.000%, 06/15/27  | 585 | &nbsp;&nbsp; 606897 |
| Multnomah County School <br> District No. 1J Portland <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 06/15/26  | 635 | &nbsp;&nbsp; 643859 |
| 5.000%, 06/15/27  | 370 | &nbsp;&nbsp; 384088 |
| 5.000%, 06/15/29  | 885 | &nbsp;&nbsp; 961602 |
| 5.000%, 06/15/30  | 1500 | &nbsp;&nbsp; 1662423 |
| Oregon City School District <br> No. 62 (GO) (SCH BD <br> GTY) Series B |  |  |
| 5.000%, 06/15/44  | 350 | &nbsp;&nbsp; 376862 |
| Oregon Health & Science <br> University (RB) Series A |  |  |
| 5.000%, 07/01/37 | 435 | &nbsp;&nbsp; 467829 |

---

------

**DFA Oregon Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| Oregon State Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 04/01/33  | 500 | &nbsp;&nbsp; $549782 |
| Oregon State Facilities <br> Authority (RB) Series B |  |  |
| 3.950%, 08/01/34  | 210 | &nbsp;&nbsp; 210000 |
| Oregon State Lottery (RB) <br> Series A |  |  |
| 5.000%, 04/01/28  | 500 | &nbsp;&nbsp; 528852 |
| 5.000%, 04/01/32  | 215 | &nbsp;&nbsp; 221502 |
| 5.000%, 04/01/42  | 1000 | &nbsp;&nbsp; 1091431 |
| 5.000%, 04/01/43  | 1685 | &nbsp;&nbsp; 1810887 |
| Port of Portland Airport <br> Revenue (RB) Series A |  |  |
| 5.000%, 07/01/28  | 150 | &nbsp;&nbsp; 159251 |
| Portland Community College <br> District (GO)  |  |  |
| 5.000%, 06/15/26 | 1310 | &nbsp;&nbsp; 1328841 |
| 5.000%, 06/15/31  | 475 | &nbsp;&nbsp; 481385 |
| 5.000%, 06/15/33  | 1165 | &nbsp;&nbsp; 1179586 |
| 5.000%, 06/15/38  | 250 | &nbsp;&nbsp; 279296 |
| Rockwood Water People's <br> Utility District (RB)  |  |  |
| 5.000%, 06/15/42  | 330 | &nbsp;&nbsp; 355796 |
| 5.000%, 06/15/44  | 275 | &nbsp;&nbsp; 292901 |
| Salem Hospital Facility <br> Authority (RB) Series A |  |  |
| 5.000%, 05/15/31  | 350 | &nbsp;&nbsp; 353585 |
| Salem-Keizer School District <br> No. 24J (GO) (SCH BD <br> GTY)  |  |  |
| 5.000%, 06/15/33  | 600 | &nbsp;&nbsp; 634619 |
| Salem-Keizer School District <br> No. 24J (GO) (SCH BD <br> GTY) Series B |  |  |
| 5.000%, 06/15/27  | 1345 | &nbsp;&nbsp; 1396647 |
| State of Oregon (GO) <br> Series A |  |  |
| 5.000%, 05/01/27  | 75 | &nbsp;&nbsp; 77633 |
| 5.000%, 05/01/29  | 755 | &nbsp;&nbsp; 817903 |
| 5.000%, 05/01/30  | 400 | &nbsp;&nbsp; 442595 |
| 5.000%, 05/01/36  | 210 | &nbsp;&nbsp; 238960 |
| 4.000%, 05/01/37  | 220 | &nbsp;&nbsp; 227715 |
| 5.000%, 05/01/37  | 699 | &nbsp;&nbsp; 789860 |
| 4.000%, 05/01/38  | 250 | &nbsp;&nbsp; 257118 |
| 5.000%, 05/01/38  | 799 | &nbsp;&nbsp; 897159 |
| 5.000%, 05/01/40  | 274 | &nbsp;&nbsp; 305806 |
| 5.000%, 05/01/41  | 355 | &nbsp;&nbsp; 388121 |
| 5.000%, 05/01/42  | 270 | &nbsp;&nbsp; 290429 |
| 5.000%, 05/01/43  | 270 | &nbsp;&nbsp; 290646 |
| 5.250%, 05/01/43  | 925 | &nbsp;&nbsp; 1026760 |
| 5.250%, 05/01/44  | 75 | &nbsp;&nbsp; 82568 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| State of Oregon (GO) <br> Series C |  |  |
| 5.000%, 06/01/26  | 445 | &nbsp;&nbsp; $450804 |
| 5.000%, 06/01/31  | 870 | &nbsp;&nbsp; 900439 |
| 5.000%, 06/01/32  | 2000 | &nbsp;&nbsp; 2298384 |
| 5.000%, 06/01/35  | 1400 | &nbsp;&nbsp; 1438913 |
| 5.250%, 06/01/44  | 60 | &nbsp;&nbsp; 66679 |
| State of Oregon (GO) <br> Series D |  |  |
| 5.000%, 06/01/28 | 845 | &nbsp;&nbsp; 897141 |
| 5.000%, 05/01/29  | 535 | &nbsp;&nbsp; 540920 |
| 5.000%, 06/01/39  | 200 | &nbsp;&nbsp; 223084 |
| State of Oregon (GO) <br> Series F |  |  |
| 5.000%, 05/01/31  | 550 | &nbsp;&nbsp; 555950 |
| 5.000%, 05/01/32  | 1185 | &nbsp;&nbsp; 1197644 |
| 5.000%, 08/01/33  | 875 | &nbsp;&nbsp; 1021453 |
| 5.000%, 05/01/34  | 500 | &nbsp;&nbsp; 504695 |
| State of Oregon (GO) <br> Series G |  |  |
| 5.000%, 12/01/33  | 1015 | &nbsp;&nbsp; 1036636 |
| 5.000%, 08/01/41  | 350 | &nbsp;&nbsp; 383981 |
| State of Oregon (GO) <br> Series H |  |  |
| 5.000%, 06/01/27  | 410 | &nbsp;&nbsp; 415332 |
| 5.000%, 06/01/29  | 365 | &nbsp;&nbsp; 369686 |
| State of Oregon (GO) Series J |  |  |
| 5.000%, 11/01/29  | 510 | &nbsp;&nbsp; 558546 |
| State of Oregon Department <br> of Transportation (RB) <br> Series A |  |  |
| 5.000%, 11/15/26  | 1220 | &nbsp;&nbsp; 1250141 |
| 5.000%, 11/15/27  | 640 | &nbsp;&nbsp; 662904 |
| 5.000%, 11/15/31  | 1675 | &nbsp;&nbsp; 1909369 |
| Tri-County Metropolitan <br> Transportation District of <br> Oregon (RB) Series A |  |  |
| 5.000%, 09/01/34  | 425 | &nbsp;&nbsp; 459567 |
| 3.250%, 10/01/34  | 420 | &nbsp;&nbsp; 412590 |
| 5.000%, 09/01/38  | 1230 | &nbsp;&nbsp; 1308625 |
| Tualatin Hills Park & <br> Recreation District (GO)  |  |  |
| 4.000%, 06/01/26  | 110 | &nbsp;&nbsp; 110828 |
| Tualatin Valley Water District <br> (RB)  |  |  |
| 5.000%, 06/01/43  | 400 | &nbsp;&nbsp; 429480 |
| Washington & Clackamas <br> Counties School District No. <br> 23J Tigard-Tualatin (GO) <br> (SCH BD GTY)  |  |  |
| 5.000%, 06/15/26  | 185 | &nbsp;&nbsp; 187661 |
| 5.000%, 06/15/27  | 140 | &nbsp;&nbsp; 145285 |

---

------

**DFA Oregon Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| 5.000%, 06/15/41  | 410 | &nbsp;&nbsp; $457083 |
| Washington & Clackamas <br> Counties School District No. <br> 23J Tigard-Tualatin (GO) <br> (SCH BD GTY) Series A |  |  |
| 5.000%, 06/15/36  | 360 | &nbsp;&nbsp; 384079 |
| 5.000%, 06/15/40  | 190 | &nbsp;&nbsp; 199473 |
| Washington & Clackamas <br> Counties School District No. <br> 23J Tigard-Tualatin (GO) <br> (SCH BD GTY) Series J |  |  |
| 5.000%, 06/15/28  | 285 | &nbsp;&nbsp; 295640 |
| Washington & Multnomah <br> Counties School District No. <br> 48J Beaverton (GO) (SCH <br> BD GTY) Series B |  |  |
| 5.000%, 06/15/26  | 415 | &nbsp;&nbsp; 420739 |
| 5.000%, 06/15/27  | 630 | &nbsp;&nbsp; 653886 |
| 5.000%, 06/15/30  | 360 | &nbsp;&nbsp; 398650 |
| 5.000%, 06/15/37  | 1000 | &nbsp;&nbsp; 1159522 |
| Washington & Multnomah <br> Counties School District No. <br> 48J Beaverton (GO) (SCH <br> BD GTY) Series C |  |  |
| 5.000%, 06/15/27  | 775 | &nbsp;&nbsp; 804384 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| Washington & Multnomah <br> Counties School District No. <br> 48J Beaverton (GO) (SCH <br> BD GTY) Series D |  |  |
| 5.000%, 06/15/35  | 345 | &nbsp;&nbsp; $355333 |
| Washington County Clean <br> Water Services (RB)  |  |  |
| 5.000%, 10/01/27  | 580 | &nbsp;&nbsp; 605975 |
| 5.000%, 10/01/28  | 355 | &nbsp;&nbsp; 379746 |
| Washington County School <br> District No. 13 Banks (GO) <br> (SCH BD GTY) Series B |  |  |
| 5.000%, 06/15/38  | 500 | &nbsp;&nbsp; 569301 |
| Water Environment Services <br> Sewer Revenue (RB)  |  |  |
| 5.000%, 06/01/29  | 400 | &nbsp;&nbsp; 433825 |
| TOTAL MUNICIPAL BONDS <br>(Cost $94,198,216) |  | &nbsp;&nbsp; 94283156 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $94,198,216) |  | &nbsp;&nbsp; $94283156 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; $94283156 | &nbsp;&nbsp; — | &nbsp;&nbsp; $94283156 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $94283156 | &nbsp;&nbsp; — | &nbsp;&nbsp; $94283156 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**October 31, 2025**

**(Amounts in thousands, except share and per share amounts)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA Municipal**<br> **Real Return**<br> **Portfolio**<br>| **DFA**<br> **California**<br> **Municipal**<br> **Real Return**<br> **Portfolio**<br>| **DFA Municipal**<br> **Bond Portfolio**<br>| **DFA Short-**<br> **Term**<br> **Municipal**<br> **Bond Portfolio**<br>|
| **ASSETS:** |  |  |  |  |
| Investment Securities at Value | $1779241 | $369062 | $475199 | $1401932 |
| Segregated Cash for Swaps Contracts | 10440 | 1390 |  |  |
| Receivables: |  |  |  |  |
| Investment Securities Sold |  |  | 1093 |  |
| Dividends and Interest | 24076 | 4636 | 5511 | 20869 |
| Fund Shares Sold | 264 | 223 | 46 | 484 |
| Unrealized Gain on Swap Contracts | 48355 | 6631 |  |  |
| Prepaid Expenses and Other Assets  | 24 | 16 | 5 | 18 |
| Total Assets | 1862400 | 381958 | 481854 | 1423303 |
| **LIABILITIES:** |  |  |  |  |
| Payables: |  |  |  |  |
| Segregated Cash for Swaps Contracts | 10440 | 1390 |  |  |
| Investment Securities Purchased | 21228 | 3392 | 6694 | 7676 |
| Fund Shares Redeemed | 1017 | 177 | 86 | 2554 |
| Due to Advisor | 311 | 64 | 64 | 182 |
| Unrealized Loss on Swap Contracts | 2085 | 267 |  |  |
| Accrued Expenses and Other Liabilities | 103 | 32 | 39 | 124 |
| Total Liabilities | 35184 | 5322 | 6883 | 10536 |
| **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE** <br> **C)**<br>|  |  |  |  |
| **NET ASSETS** | $1827216 | $376636 | $474971 | $1412767 |
| Institutional Class Shares — based on shares outstanding <br> of 169,026,857, 35,123,298, 46,780,348 and <br> 138,879,465, respectively, $0.01 Par Value (1)<br>| **$10.81** | **$10.72** | **$10.15** | **$10.17** |
| (1) NUMBER OF SHARES AUTHORIZED | 1000000000 | 500000000 | 1000000000 | 1500000000 |
| Investment Securities at Cost | $1778084 | $368477 | $478184 | $1401377 |
| **NET ASSETS CONSIST OF:** |  |  |  |  |
| Paid-In Capital | $1762822 | $366148 | $490429 | $1417161 |
| Total Distributable Earnings (Loss) | 64394 | 10488 | (15458)<br>| (4394)<br>|
| **NET ASSETS** | $1827216 | $376636 | $474971 | $1412767 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**October 31, 2025**

**(Amounts in thousands, except share and per share amounts)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA**<br> **Intermediate-**<br> **Term**<br> **Municipal**<br> **Bond Portfolio**<br>| **DFA Selective State**<br> **Municipal**<br> **Bond Portfolio**<br>| **DFA Short-Term**<br> **Selective**<br> **State Municipal**<br> **Bond Portfolio**<br>| **DFA California**<br> **Short-Term**<br> **Municipal**<br> **Bond Portfolio**<br>|
| **ASSETS:** |  |  |  |  |
| Investment Securities at Value | $1280551 | $519646 | $199713 | $845703 |
| Receivables: |  |  |  |  |
| Investment Securities Sold | 7366 | 8150 |  |  |
| Dividends and Interest | 16001 | 6469 | 2821 | 10711 |
| Fund Shares Sold | 630 | 426 | 366 | 695 |
| Prepaid Expenses and Other Assets  | 12 | 36 | 7 | 7 |
| Total Assets | 1304560 | 534727 | 202907 | 857116 |
| **LIABILITIES:** |  |  |  |  |
| Payables: |  |  |  |  |
| Investment Securities Purchased | 6126 | 8235 | 2571 | 14550 |
| Fund Shares Redeemed | 1267 | 5298 | 222 | 237 |
| Due to Advisor | 171 | 75 | 33 | 104 |
| Accrued Expenses and Other Liabilities | 83 | 40 | 26 | 49 |
| Total Liabilities | 7647 | 13648 | 2852 | 14940 |
| **COMMITMENTS AND CONTINGENT LIABILITIES** <br> **(NOTE C)**<br>|  |  |  |  |
| **NET ASSETS** | $1296913 | $521079 | $200055 | $842176 |
| Institutional Class Shares — based on shares <br> outstanding of 127,804,297, 54,727,339, 20,053,627 <br> and 82,389,786, respectively, $0.01 Par Value (1)<br>| **$10.15** | **$9.52** | **$9.98** | **$10.22** |
| (1) NUMBER OF SHARES AUTHORIZED | 1500000000 | 500000000 | 500000000 | 1000000000 |
| Investment Securities at Cost | $1276540 | $524639 | $199600 | $844806 |
| **NET ASSETS CONSIST OF:** |  |  |  |  |
| Paid-In Capital | $1312974 | $532307 | $200438 | $846709 |
| Total Distributable Earnings (Loss) | (16061)<br>| (11228)<br>| (383)<br>| (4533)<br>|
| **NET ASSETS** | $1296913 | $521079 | $200055 | $842176 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**October 31, 2025**

**(Amounts in thousands, except share and per share amounts)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA California**<br> **Intermediate-**<br> **Term**<br> **Municipal**<br> **Bond Portfolio**<br>| **DFA NY**<br> **Municipal**<br> **Bond Portfolio**<br>| **DFA MN**<br> **Municipal**<br> **Bond Portfolio**<br>| **DFA Oregon**<br> **Municipal**<br> **Bond Portfolio**<br>|
| **ASSETS:** |  |  |  |  |
| Investment Securities at Value | $431418 | $165004 | $33481 | $94283 |
| Cash  |  |  | 66 | 47 |
| Receivables: |  |  |  |  |
| Dividends and Interest | 5511 | 2051 | 474 | 1563 |
| Fund Shares Sold | 55 | 31 |  | 3955 |
| Prepaid Expenses and Other Assets  | 18 | 7 | 10 | 11 |
| Total Assets | 437002 | 167093 | 34031 | 99859 |
| **LIABILITIES:** |  |  |  |  |
| Payables: |  |  |  |  |
| Investment Securities Purchased | 521 |  |  |  |
| Fund Shares Redeemed | 36 |  | 2 |  |
| Due to Advisor | 59 | 28 | 6 | 19 |
| Accrued Expenses and Other Liabilities | 37 | 11 | 5 | 4 |
| Total Liabilities | 653 | 39 | 13 | 23 |
| **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE** <br> **C)**<br>|  |  |  |  |
| **NET ASSETS** | $436349 | $167054 | $34018 | $99836 |
| Institutional Class Shares — based on shares outstanding of <br> 41,897,902, 16,454,435, 3,450,700 and 10,092,111, <br> respectively, $0.01 Par Value (1)<br>| **$10.41** | **$10.15** | **$9.86** | **$9.89** |
| (1) NUMBER OF SHARES AUTHORIZED | 1000000000 | 1000000000 | 500000000 | 500000000 |
| Investment Securities at Cost | $429602 | $164870 | $33489 | $94198 |
| **NET ASSETS CONSIST OF:** |  |  |  |  |
| Paid-In Capital | $448093 | $167256 | $34300 | $100797 |
| Total Distributable Earnings (Loss) | (11744)<br>| (202)<br>| (282)<br>| (961)<br>|
| **NET ASSETS** | $436349 | $167054 | $34018 | $99836 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE YEAR ENDED OCTOBER 31, 2025**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA Municipal**<br> **Real Return**<br> **Portfolio**<br>| **DFA**<br> **California**<br> **Municipal**<br> **Real Return**<br> **Portfolio**<br>| **DFA Municipal**<br> **Bond Portfolio**<br>| **DFA Short-**<br> **Term**<br> **Municipal**<br> **Bond Portfolio**<br>|
| **Investment Income** |  |  |  |  |
| Interest | $45677 | $9482 | $10386 | $42553 |
| Total Investment Income | 45677 | 9482 | 10386 | 42553 |
| **Expenses** |  |  |  |  |
| Investment Management Fees | 3449 | 703 | 782 | 2207 |
| Accounting & Transfer Agent Fees | 431 | 102 | 141 | 361 |
| Custodian Fees | 14 | 6 | 6 | 19 |
| Filing Fees | 46 | 21 | 27 | 41 |
| Shareholders' Reports | 31 | 17 | 23 | 19 |
| Directors'/Trustees' Fees & Expenses | 13 | 3 | 4 | 11 |
| Professional Fees | 27 | 5 | 7 | 22 |
| Previously Waived Fees Recovered by Advisor (Note C) |  |  | 11 |  |
| Other | 541 | 90 | 18 | 38 |
| Total Expenses | 4552 | 947 | 1019 | 2718 |
| Fees Paid Indirectly (Note C) | 6 | 13 | 5 | 52 |
| Net Expenses | 4546 | 934 | 1014 | 2666 |
| **Net Investment Income (Loss)** | 41131 | 8548 | 9372 | 39887 |
| **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Investment Securities Sold | 196 | 284 | (2770)<br>| 42 |
| Swap Contracts | 17934 | 3764 |  |  |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Investment Securities and Foreign Currency | 5851 | 901 | 10129 | 2090 |
| Swap Contracts | (8395)<br>| (1901)<br>|  |  |
| **Net Realized and Unrealized Gain (Loss)** | 15586 | 3048 | 7359 | 2132 |
| **Net Increase (Decrease) in Net Assets Resulting from** <br> **Operations**<br>| $56717 | $11596 | $16731 | $42019 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE YEAR ENDED OCTOBER 31, 2025**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA**<br> **Intermediate-**<br> **Term**<br> **Municipal**<br> **Bond Portfolio**<br>| **DFA Selective State**<br> **Municipal**<br> **Bond Portfolio**<br>| **DFA Short-Term**<br> **Selective**<br> **State Municipal**<br> **Bond Portfolio**<br>| **DFA California**<br> **Short-Term**<br> **Municipal**<br> **Bond Portfolio**<br>|
| **Investment Income** |  |  |  |  |
| Interest | $37671 | $13811 | $5744 | $21798 |
| Total Investment Income | 37671 | 13811 | 5744 | 21798 |
| **Expenses** |  |  |  |  |
| Investment Management Fees | 2161 | 939 | 341 | 1207 |
| Accounting & Transfer Agent Fees | 326 | 134 | 68 | 190 |
| Custodian Fees | 15 | 8 | 6 | 14 |
| Filing Fees | 38 | 37 | 28 | 23 |
| Shareholders' Reports | 31 | 21 | 17 | 14 |
| Directors'/Trustees' Fees & Expenses | 10 | 4 | 1 | 5 |
| Professional Fees | 21 | 7 | 3 | 11 |
| Previously Waived Fees Recovered by Advisor (Note C) |  |  | 4 |  |
| Other | 37 | 15 | 11 | 21 |
| Total Expenses | 2639 | 1165 | 479 | 1485 |
| Fees Waived, Expenses Reimbursed by Advisor <br> (Note C)<br>| 73 | 85 | 4 | 53 |
| Fees Paid Indirectly (Note C) | 6 | 3 | 1 | 30 |
| Net Expenses | 2560 | 1077 | 474 | 1402 |
| **Net Investment Income (Loss)** | 35111 | 12734 | 5270 | 20396 |
| **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Investment Securities Sold | (1059)<br>| 78 | (1)<br>| (3)<br>|
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Investment Securities and Foreign Currency | 15318 | 4458 | 133 | 1245 |
| **Net Realized and Unrealized Gain (Loss)** | 14259 | 4536 | 132 | 1242 |
| **Net Increase (Decrease) in Net Assets Resulting from** <br> **Operations**<br>| $49370 | $17270 | $5402 | $21638 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE YEAR ENDED OCTOBER 31, 2025**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA California**<br> **Intermediate-**<br> **Term**<br> **Municipal**<br> **Bond Portfolio**<br>| **DFA NY**<br> **Municipal**<br> **Bond Portfolio**<br>| **DFA MN**<br> **Municipal**<br> **Bond Portfolio**<br>| **DFA Oregon**<br> **Municipal**<br> **Bond Portfolio**<br>|
| **Investment Income** |  |  |  |  |
| Interest | $11057 | $4789 | $740 | $2021 |
| Total Investment Income | 11057 | 4789 | 740 | 2021 |
| **Expenses** |  |  |  |  |
| Investment Management Fees | 676 | 314 | 71 | 203 |
| Accounting & Transfer Agent Fees | 122 | 47 | 16 | 31 |
| Custodian Fees | 6 | 4 | 1 | 2 |
| Filing Fees | 26 | 19 | 18 | 18 |
| Shareholders' Reports | 18 | 15 | 16 | 16 |
| Directors'/Trustees' Fees & Expenses | 3 | 1 |  |  |
| Professional Fees | 7 | 2 |  | 2 |
| Previously Waived Fees Recovered by Advisor (Note C) |  | 1 | 1 | 1 |
| Other | 15 | 9 | 6 | 6 |
| Total Expenses | 873 | 412 | 129 | 279 |
| Fees Waived, Expenses Reimbursed by Advisor (Note C) |  | 20 | 44 | 36 |
| Fees Paid Indirectly (Note C) | 4 | 4 | 22 | 29 |
| Net Expenses | 869 | 388 | 63 | 214 |
| **Net Investment Income (Loss)** | 10188 | 4401 | 677 | 1807 |
| **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Investment Securities Sold | (558)<br>| 14 | (29)<br>| (140)<br>|
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Investment Securities and Foreign Currency | 4590 | 320 | 100 | 1303 |
| **Net Realized and Unrealized Gain (Loss)** | 4032 | 334 | 71 | 1163 |
| **Net Increase (Decrease) in Net Assets Resulting from** <br> **Operations**<br>| $14220 | $4735 | $748 | $2970 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Municipal Real**<br> **Return Portfolio** | **DFA Municipal Real**<br> **Return Portfolio** | **DFA California**<br> **Municipal Real**<br> **Return Portfolio** | **DFA California**<br> **Municipal Real**<br> **Return Portfolio** | **DFA Municipal**<br> **Bond Portfolio** | **DFA Municipal**<br> **Bond Portfolio** | **DFA Short-Term**<br> **Municipal Bond**<br> **Portfolio** | **DFA Short-Term**<br> **Municipal Bond**<br> **Portfolio** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
| **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |  |  |
| Operations: |  |  |  |  |  |  |  |  |
| Net Investment Income (Loss) | $41131 | $38013 | $8548 | $7667 | $9372 | $7960 | $39887 | $42742 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |  |  |  |
| Investment Securities Sold | 196 | (664)<br>| 284 | (167)<br>| (2770)<br>| (3180)<br>| 42 | (132)<br>|
| Swap Contracts | 17934 | 23215 | 3764 | 4617 |  |  |  |  |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |  |  |
| Investment Securities and Foreign Currency | 5851 | 26564 | 901 | 3722 | 10129 | 24449 | 2090 | 12117 |
| Swap Contracts | (8395)<br>| (17345)<br>| (1901)<br>| (3518)<br>|  |  |  |  |
| Net Increase (Decrease) in Net Assets Resulting <br> from Operations<br>| 56717 | 69783 | 11596 | 12321 | 16731 | 29229 | 42019 | 54727 |
| Distributions: |  |  |  |  |  |  |  |  |
| Institutional Class Shares | (60302)<br>| (37840)<br>| (12770)<br>| (7617)<br>| (9247)<br>| (7827)<br>| (40121)<br>| (42125)<br>|
| Capital Share Transactions (1): |  |  |  |  |  |  |  |  |
| Shares Issued | 499717 | 340224 | 104638 | 101305 | 97058 | 122453 | 216098 | 223432 |
| Shares Issued in Lieu of Cash Distributions | 59881 | 37575 | 12736 | 7594 | 9220 | 7788 | 39200 | 40858 |
| Shares Redeemed | (341036)<br>| (413183)<br>| (62118)<br>| (72488)<br>| (193082)<br>| (184343)<br>| (344479)<br>| (426596)<br>|
| Net Increase (Decrease) from Capital Share <br> Transactions<br>| 218562 | (35384)<br>| 55256 | 36411 | (86804)<br>| (54102)<br>| (89181)<br>| (162306)<br>|
| Total Increase (Decrease) in Net Assets | 214977 | (3441)<br>| 54082 | 41115 | (79320)<br>| (32700)<br>| (87283)<br>| (149704)<br>|
| **Net Assets** |  |  |  |  |  |  |  |  |
| Beginning of Year | 1612239 | 1615680 | 322554 | 281439 | 554291 | 586991 | 1500050 | 1649754 |
| End of Year | $1827216 | $1612239 | $376636 | $322554 | $474971 | $554291 | $1412767 | $1500050 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |  |  |
| Shares Issued | 46205 | 31551 | 9745 | 9451 | 9696 | 12271 | 21232 | 22008 |
| Shares Issued in Lieu of Cash Distributions | 5551 | 3484 | 1189 | 708 | 919 | 782 | 3855 | 4027 |
| Shares Redeemed  | (31552)<br>| (38311)<br>| (5793)<br>| (6761)<br>| (19304)<br>| (18516)<br>| (33839)<br>| (42017)<br>|
| Net Increase (Decrease) from Shares Issued and <br> Redeemed<br>| 20204 | (3276)<br>| 5141 | 3398 | (8689)<br>| (5463)<br>| (8752)<br>| (15982)<br>|

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Intermediate-**<br> **Term Municipal Bond**<br> **Portfolio** | **DFA Intermediate-**<br> **Term Municipal Bond**<br> **Portfolio** | **DFA Selective**<br> **State Municipal**<br> **Bond Portfolio** | **DFA Selective**<br> **State Municipal**<br> **Bond Portfolio** | **DFA Short-Term**<br> **Selective**<br> **State Municipal**<br> **Bond Portfolio** | **DFA Short-Term**<br> **Selective**<br> **State Municipal**<br> **Bond Portfolio** | **DFA California Short-Term**<br> **Municipal Bond Portfolio** | **DFA California Short-Term**<br> **Municipal Bond Portfolio** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
| **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |  |  |
| Operations: |  |  |  |  |  |  |  |  |
| Net Investment Income (Loss) | $35111 | $30381 | $12734 | $9396 | $5270 | $5226 | $20396 | $17355 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |  |  |  |
| Investment Securities Sold | (1059)<br>| (3087)<br>| 78 | (572)<br>| (1)<br>| (43)<br>| (3)<br>| (142)<br>|
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |  |  |
| Investment Securities and Foreign Currency | 15318 | 62066 | 4458 | 15258 | 133 | 1416 | 1245 | 7493 |
| Net Increase (Decrease) in Net Assets <br> Resulting from Operations<br>| 49370 | 89360 | 17270 | 24082 | 5402 | 6599 | 21638 | 24706 |
| Distributions: |  |  |  |  |  |  |  |  |
| Institutional Class Shares | (34894)<br>| (30188)<br>| (12561)<br>| (9256)<br>| (5336)<br>| (5096)<br>| (20338)<br>| (17296)<br>|
| Capital Share Transactions (1): |  |  |  |  |  |  |  |  |
| Shares Issued | 256860 | 239755 | 196211 | 119799 | 49374 | 54951 | 283427 | 152505 |
| Shares Issued in Lieu of Cash Distributions | 32372 | 27951 | 11805 | 8560 | 5336 | 5096 | 20188 | 17181 |
| Shares Redeemed | (386124)<br>| (356581)<br>| (120271)<br>| (82357)<br>| (46024)<br>| (39493)<br>| (143402)<br>| (215279)<br>|
| Net Increase (Decrease) from Capital Share <br> Transactions<br>| (96892)<br>| (88875)<br>| 87745 | 46002 | 8686 | 20554 | 160213 | (45593)<br>|
| Total Increase (Decrease) in Net Assets | (82416)<br>| (29703)<br>| 92454 | 60828 | 8752 | 22057 | 161513 | (38183)<br>|
| **Net Assets** |  |  |  |  |  |  |  |  |
| Beginning of Year | 1379329 | 1409032 | 428625 | 367797 | 191303 | 169246 | 680663 | 718846 |
| End of Year | $1296913 | $1379329 | $521079 | $428625 | $200055 | $191303 | $842176 | $680663 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |  |  |
| Shares Issued | 25673 | 23911 | 20863 | 12721 | 4945 | 5520 | 27726 | 14975 |
| Shares Issued in Lieu of Cash Distributions | 3226 | 2787 | 1253 | 908 | 535 | 512 | 1977 | 1688 |
| Shares Redeemed  | (38464)<br>| (35613)<br>| (12769)<br>| (8763)<br>| (4613)<br>| (3967)<br>| (14035)<br>| (21142)<br>|
| Net Increase (Decrease) from Shares Issued <br> and Redeemed<br>| (9565)<br>| (8915)<br>| 9347 | 4866 | 867 | 2065 | 15668 | (4479)<br>|

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA California**<br> **Intermediate-Term**<br> **Municipal Bond Portfolio** | **DFA California**<br> **Intermediate-Term**<br> **Municipal Bond Portfolio** | **DFA NY Municipal**<br> **Bond Portfolio** | **DFA NY Municipal**<br> **Bond Portfolio** | **DFA MN Municipal**<br> **Bond Portfolio** | **DFA MN Municipal**<br> **Bond Portfolio** | **DFA Oregon Municipal**<br> **Bond Portfolio** | **DFA Oregon Municipal**<br> **Bond Portfolio** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
| **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |  |  |
| Operations: |  |  |  |  |  |  |  |  |
| Net Investment Income (Loss) | $10188 | $8496 | $4401 | $3712 | $677 | $567 | $1807 | $1198 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |  |  |  |
| Investment Securities Sold | (558)<br>| (560)<br>| 14 | (70)<br>| (29)<br>| (20)<br>| (140)<br>| (141)<br>|
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |  |  |
| Investment Securities and Foreign Currency | 4590 | 17970 | 320 | 1472 | 100 | 500 | 1303 | 2420 |
| Net Increase (Decrease) in Net Assets Resulting <br> from Operations<br>| 14220 | 25906 | 4735 | 5114 | 748 | 1047 | 2970 | 3477 |
| Distributions: |  |  |  |  |  |  |  |  |
| Institutional Class Shares | (10087)<br>| (8473)<br>| (4392)<br>| (3685)<br>| (676)<br>| (561)<br>| (1789)<br>| (1184)<br>|
| Capital Share Transactions (1): |  |  |  |  |  |  |  |  |
| Shares Issued | 114222 | 74734 | 41479 | 52402 | 13687 | 6047 | 33307 | 12787 |
| Shares Issued in Lieu of Cash Distributions | 10074 | 8458 | 4272 | 3618 | 676 | 561 | 1786 | 1175 |
| Shares Redeemed | (106416)<br>| (105806)<br>| (20791)<br>| (52904)<br>| (7362)<br>| (7369)<br>| (7968)<br>| (9996)<br>|
| Net Increase (Decrease) from Capital Share <br> Transactions<br>| 17880 | (22614)<br>| 24960 | 3116 | 7001 | (761)<br>| 27125 | 3966 |
| Total Increase (Decrease) in Net Assets | 22013 | (5181)<br>| 25303 | 4545 | 7073 | (275)<br>| 28306 | 6259 |
| **Net Assets** |  |  |  |  |  |  |  |  |
| Beginning of Year | 414336 | 419517 | 141751 | 137206 | 26945 | 27220 | 71530 | 65271 |
| End of Year | $436349 | $414336 | $167054 | $141751 | $34018 | $26945 | $99836 | $71530 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |  |  |
| Shares Issued | 11156 | 7254 | 4086 | 5180 | 1387 | 618 | 3411 | 1310 |
| Shares Issued in Lieu of Cash Distributions | 979 | 821 | 421 | 358 | 69 | 57 | 182 | 121 |
| Shares Redeemed  | (10365)<br>| (10263)<br>| (2049)<br>| (5227)<br>| (747)<br>| (751)<br>| (818)<br>| (1031)<br>|
| Net Increase (Decrease) from Shares Issued and <br> Redeemed<br>| 1770 | (2188)<br>| 2458 | 311 | 709 | (76)<br>| 2775 | 400 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA Municipal Real Return Portfolio** | **DFA Municipal Real Return Portfolio** | **DFA Municipal Real Return Portfolio** | **DFA Municipal Real Return Portfolio** | **DFA Municipal Real Return Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $10.83 | $10.62 | $10.56 | $10.91 | $10.21 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.25 | 0.25 | 0.19 | 0.12 | 0.11 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.12 | 0.21 | 0.06 | (0.36) | 0.70 |
| Total from Investment Operations  | 0.37 | 0.46 | 0.25 | (0.24) | 0.81 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.26) | (0.25) | (0.19) | (0.11) | (0.11) |
| Net Realized Gains  | (0.13) |  |  |  |  |
| Total Distributions  | (0.39) | (0.25) | (0.19) | (0.11) | (0.11) |
| Net Asset Value, End of Year | $10.81 | $10.83 | $10.62 | $10.56 | $10.91 |
| Total Return  | 3.43% | 4.38% | 2.39% | (2.22%) | 8.00% |
| Net Assets, End of Year (thousands)  | $1827216 | $1612239 | $1615680 | $1787200 | $1153419 |
| Ratio of Expenses to Average Net Assets  | 0.24% | 0.24% | 0.24% | 0.24% | 0.24% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.24% | 0.24% | 0.24% | 0.24% | 0.24% |
| Ratio of Net Investment Income to Average Net Assets  | 2.39% | 2.33% | 1.79% | 1.07% | 1.08% |
| Portfolio Turnover Rate  | 132% | 104% | 62% | 26% | 14% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA California Municipal Real Return Portfolio** | **DFA California Municipal Real Return Portfolio** | **DFA California Municipal Real Return Portfolio** | **DFA California Municipal Real Return Portfolio** | **DFA California Municipal Real Return Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $10.76 | $10.59 | $10.47 | $10.76 | $10.10 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.26 | 0.27 | 0.17 | 0.09 | 0.09 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.10 | 0.17 | 0.12 | (0.29) | 0.66 |
| Total from Investment Operations  | 0.36 | 0.44 | 0.29 | (0.20) | 0.75 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.27) | (0.27) | (0.17) | (0.09) | (0.09) |
| Net Realized Gains  | (0.13) |  |  |  |  |
| Total Distributions  | (0.40) | (0.27) | (0.17) | (0.09) | (0.09) |
| Net Asset Value, End of Year | $10.72 | $10.76 | $10.59 | $10.47 | $10.76 |
| Total Return  | 3.36% | 4.16% | 2.74% | (1.91%) | 7.41% |
| Net Assets, End of Year (thousands)  | $376636 | $322554 | $281439 | $289238 | $214216 |
| Ratio of Expenses to Average Net Assets  | 0.25% | 0.25% | 0.23% | 0.26% | 0.26% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.25% | 0.26% | 0.26% | 0.26% | 0.26% |
| Ratio of Net Investment Income to Average Net Assets  | 2.43% | 2.50% | 1.59% | 0.84% | 0.86% |
| Portfolio Turnover Rate  | 137% | 87% | 61% | 27% | 24% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA Municipal Bond Portfolio** | **DFA Municipal Bond Portfolio** | **DFA Municipal Bond Portfolio** | **DFA Municipal Bond Portfolio** | **DFA Municipal Bond Portfolio** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $9.99 | $9.63 | $9.59 | $10.37 | $10.50 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.19 | 0.14 | 0.11 | 0.09 | 0.11 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.16 | 0.36 | 0.04 | (0.78) | (0.13) |
| Total from Investment Operations  | 0.35 | 0.50 | 0.15 | (0.69) | (0.02) |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.19) | (0.14) | (0.11) | (0.09) | (0.11) |
| Total Distributions  | (0.19) | (0.14) | (0.11) | (0.09) | (0.11) |
| Net Asset Value, End of Year | $10.15 | $9.99 | $9.63 | $9.59 | $10.37 |
| Total Return  | 3.55% | 5.17% | 1.53% | (6.71%) | (0.23%) |
| Net Assets, End of Year (thousands)  | $474971 | $554291 | $586991 | $569594 | $648588 |
| Ratio of Expenses to Average Net Assets  | 0.21% | 0.21% | 0.20% | 0.21% | 0.23% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and <br> Fees Paid Indirectly) <br>| 0.21% | 0.21% | 0.21% | 0.22% | 0.23% |
| Ratio of Net Investment Income to Average Net Assets  | 1.92% | 1.39% | 1.11% | 0.85% | 1.02% |
| Portfolio Turnover Rate  | 76% | 39% | 26% | 34% | 15% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA Short-Term Municipal Bond Portfolio** | **DFA Short-Term Municipal Bond Portfolio** | **DFA Short-Term Municipal Bond Portfolio** | **DFA Short-Term Municipal Bond Portfolio** | **DFA Short-Term Municipal Bond Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $10.16 | $10.08 | $9.98 | $10.16 | $10.19 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.27 | 0.28 | 0.17 | 0.04 | 0.03 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.02 | 0.07 | 0.10 | (0.18) | (0.03) |
| Total from Investment Operations  | 0.29 | 0.35 | 0.27 | (0.14) |  |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.28) | (0.27) | (0.17) | (0.04) | (0.03) |
| Total Distributions  | (0.28) | (0.27) | (0.17) | (0.04) | (0.03) |
| Net Asset Value, End of Year | $10.17 | $10.16 | $10.08 | $9.98 | $10.16 |
| Total Return  | 2.87% | 3.55% | 2.75% | (1.36%) | (0.03%) |
| Net Assets, End of Year (thousands)  | $1412767 | $1500050 | $1649754 | $2154913 | $2436433 |
| Ratio of Expenses to Average Net Assets  | 0.18% | 0.18% | 0.19% | 0.20% | 0.22% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.18% | 0.18% | 0.19% | 0.20% | 0.22% |
| Ratio of Net Investment Income to Average Net Assets  | 2.71% | 2.72% | 1.68% | 0.43% | 0.29% |
| Portfolio Turnover Rate  | 198% | 186% | 103% | 75% | 67% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA Intermediate-Term Municipal Bond Portfolio** | **DFA Intermediate-Term Municipal Bond Portfolio** | **DFA Intermediate-Term Municipal Bond Portfolio** | **DFA Intermediate-Term Municipal Bond Portfolio** | **DFA Intermediate-Term Municipal Bond Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Period | $10.04 | $9.63 | $9.63 | $10.43 | $10.58 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.26 | 0.22 | 0.17 | 0.14 | 0.14 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.11 | 0.40 |  | (0.80) | (0.15) |
| Total from Investment Operations  | 0.37 | 0.62 | 0.17 | (0.66) | (0.01) |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.26) | (0.21) | (0.17) | (0.14) | (0.14) |
| Total Distributions  | (0.26) | (0.21) | (0.17) | (0.14) | (0.14) |
| Net Asset Value, End of Period | $10.15 | $10.04 | $9.63 | $9.63 | $10.43 |
| Total Return  | 3.75% | 6.51% | 1.69% | (6.36%) | (0.11%) |
| Net Assets, End of Period (thousands)  | $1296913 | $1379329 | $1409032 | $1660585 | $2133305 |
| Ratio of Expenses to Average Net Assets  | 0.19% | 0.19% | 0.20% | 0.20% | 0.22% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.20% | 0.19% | 0.20% | 0.20% | 0.22% |
| Ratio of Net Investment Income to Average Net Assets  | 2.60% | 2.14% | 1.67% | 1.38% | 1.35% |
| Portfolio Turnover Rate  | 56% | 41% | 40% | 21% | 9% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA Selective State**<br> **Municipal**<br> **Bond Portfolio** | **DFA Selective State**<br> **Municipal**<br> **Bond Portfolio** | **DFA Selective State**<br> **Municipal**<br> **Bond Portfolio** | **DFA Selective State**<br> **Municipal**<br> **Bond Portfolio** | **DFA Selective State**<br> **Municipal**<br> **Bond Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Period | $9.45 | $9.08 | $8.95 | $10.00 | $9.99 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.26 | 0.22 | 0.16 | 0.09 | 0.06 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.06 | 0.37 | 0.12 | (1.05) | 0.01 |
| Total from Investment Operations  | 0.32 | 0.59 | 0.28 | (0.96) | 0.07 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.25) | (0.22) | (0.15) | (0.09) | (0.06) |
| Total Distributions  | (0.25) | (0.22) | (0.15) | (0.09) | (0.06) |
| Net Asset Value, End of Period | $9.52 | $9.45 | $9.08 | $8.95 | $10.00 |
| Total Return  | 3.45% | 6.48% | 3.12% | (9.67%) | 0.66% |
| Net Assets, End of Period (thousands)  | $521079 | $428625 | $367797 | $264365 | $267126 |
| Ratio of Expenses to Average Net Assets  | 0.23% | 0.23% | 0.23% | 0.23% | 0.23% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.25% | 0.26% | 0.25% | 0.27% | 0.34% |
| Ratio of Net Investment Income to Average Net Assets  | 2.71% | 2.33% | 1.67% | 0.93% | 0.64% |
| Portfolio Turnover Rate  | 114% | 77% | 77% | 36% | 3% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA Short-Term**<br> **Selective**<br> **State Municipal**<br> **Bond Portfolio** | **DFA Short-Term**<br> **Selective**<br> **State Municipal**<br> **Bond Portfolio** | **DFA Short-Term**<br> **Selective**<br> **State Municipal**<br> **Bond Portfolio** | **DFA Short-Term**<br> **Selective**<br> **State Municipal**<br> **Bond Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Period**<br> **Apr 12,**<br> **2022Ʊ to**<br> **Oct 31,**<br> **2022**<br>|
| Net Asset Value, Beginning of Period | $9.97 | $9.89 | $9.84 | $10.00 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |
| Net Investment Income (Loss)  | 0.28 | 0.29 | 0.23 | 0.10 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.01 | 0.07 | 0.06 | (0.17) |
| Total from Investment Operations  | 0.29 | 0.36 | 0.29 | (0.07) |
| <u>Less Distributions:</u>  |  |  |  |  |
| Net Investment Income  | (0.28) | (0.28) | (0.24) | (0.09) |
| Total Distributions  | (0.28) | (0.28) | (0.24) | (0.09) |
| Net Asset Value, End of Period | $9.98 | $9.97 | $9.89 | $9.84 |
| Total Return  | 2.94% | 3.67% | 2.94% | (0.75%)(B) |
| Net Assets, End of Period (thousands)  | $200055 | $191303 | $169246 | $200033 |
| Ratio of Expenses to Average Net Assets  | 0.25% | 0.25% | 0.24% | 0.25%(C)(D) |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.25% | 0.25% | 0.32% | 0.30%(C)(D) |
| Ratio of Net Investment Income to Average Net Assets  | 2.78% | 2.88% | 2.36% | 1.75%(C)(D) |
| Portfolio Turnover Rate  | 227% | 182% | 90% | 17%(B) |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA California Short-Term Municipal Bond Portfolio** | **DFA California Short-Term Municipal Bond Portfolio** | **DFA California Short-Term Municipal Bond Portfolio** | **DFA California Short-Term Municipal Bond Portfolio** | **DFA California Short-Term Municipal Bond Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $10.20 | $10.10 | $10.01 | $10.25 | $10.29 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.27 | 0.25 | 0.17 | 0.06 | 0.06 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.03 | 0.10 | 0.09 | (0.24) | (0.05) |
| Total from Investment Operations  | 0.30 | 0.35 | 0.26 | (0.18) | 0.01 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.28) | (0.25) | (0.17) | (0.06) | (0.05) |
| Total Distributions  | (0.28) | (0.25) | (0.17) | (0.06) | (0.05) |
| Net Asset Value, End of Year | $10.22 | $10.20 | $10.10 | $10.01 | $10.25 |
| Total Return  | 2.93% | 3.55% | 2.56% | (1.80%) | 0.05% |
| Net Assets, End of Year (thousands)  | $842176 | $680663 | $718846 | $838704 | $872821 |
| Ratio of Expenses to Average Net Assets  | 0.19% | 0.19% | 0.19% | 0.19% | 0.22% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.20% | 0.21% | 0.20% | 0.19% | 0.22% |
| Ratio of Net Investment Income to Average Net Assets  | 2.70% | 2.50% | 1.64% | 0.57% | 0.58% |
| Portfolio Turnover Rate  | 153% | 171% | 115% | 65% | 55% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA California Intermediate-Term Municipal Bond Portfolio** | **DFA California Intermediate-Term Municipal Bond Portfolio** | **DFA California Intermediate-Term Municipal Bond Portfolio** | **DFA California Intermediate-Term Municipal Bond Portfolio** | **DFA California Intermediate-Term Municipal Bond Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $10.33 | $9.91 | $9.94 | $10.73 | $10.85 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.24 | 0.21 | 0.16 | 0.11 | 0.12 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.09 | 0.42 | (0.03) | (0.79) | (0.13) |
| Total from Investment Operations  | 0.33 | 0.63 | 0.13 | (0.68) | (0.01) |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.25) | (0.21) | (0.16) | (0.11) | (0.11) |
| Total Distributions  | (0.25) | (0.21) | (0.16) | (0.11) | (0.11) |
| Net Asset Value, End of Year | $10.41 | $10.33 | $9.91 | $9.94 | $10.73 |
| Total Return  | 3.20% | 6.34% | 1.28% | (6.36%) | (0.07%) |
| Net Assets, End of Year (thousands)  | $436349 | $414336 | $419517 | $492000 | $650729 |
| Ratio of Expenses to Average Net Assets  | 0.21% | 0.21% | 0.20% | 0.20% | 0.23% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.21% | 0.21% | 0.20% | 0.20% | 0.23% |
| Ratio of Net Investment Income to Average Net Assets  | 2.41% | 1.99% | 1.56% | 1.05% | 1.07% |
| Portfolio Turnover Rate  | 71% | 46% | 77% | 32% | 10% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA NY Municipal Bond Portfolio** | **DFA NY Municipal Bond Portfolio** | **DFA NY Municipal Bond Portfolio** | **DFA NY Municipal Bond Portfolio** | **DFA NY Municipal Bond Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $10.13 | $10.03 | $9.95 | $10.23 | $10.29 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.28 | 0.27 | 0.17 | 0.06 | 0.08 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.02 | 0.10 | 0.08 | (0.28) | (0.07) |
| Total from Investment Operations  | 0.30 | 0.37 | 0.25 | (0.22) | 0.01 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.28) | (0.27) | (0.17) | (0.06) | (0.07) |
| Total Distributions  | (0.28) | (0.27) | (0.17) | (0.06) | (0.07) |
| Net Asset Value, End of Year | $10.15 | $10.13 | $10.03 | $9.95 | $10.23 |
| Total Return  | 3.03% | 3.68% | 2.50% | (2.17%) | 0.10% |
| Net Assets, End of Year (thousands)  | $167054 | $141751 | $137206 | $153148 | $122934 |
| Ratio of Expenses to Average Net Assets  | 0.25% | 0.23% | 0.24% | 0.25% | 0.25% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.27% | 0.27% | 0.26% | 0.25% | 0.28% |
| Ratio of Net Investment Income to Average Net Assets  | 2.80% | 2.63% | 1.67% | 0.62% | 0.79% |
| Portfolio Turnover Rate  | 156% | 182% | 133% | 36% | 54% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA MN Municipal Bond Portfolio** | **DFA MN Municipal Bond Portfolio** | **DFA MN Municipal Bond Portfolio** | **DFA MN Municipal Bond Portfolio** | **DFA MN Municipal Bond Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Period | $9.83 | $9.66 | $9.58 | $10.00 | $10.15 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.23 | 0.20 | 0.13 | 0.08 | 0.08 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.03 | 0.17 | 0.08 | (0.42) | (0.10) |
| Total from Investment Operations  | 0.26 | 0.37 | 0.21 | (0.34) | (0.02) |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.23) | (0.20) | (0.13) | (0.08) | (0.08) |
| Net Realized Gains  |  |  |  |  | (0.05) |
| Total Distributions  | (0.23) | (0.20) | (0.13) | (0.08) | (0.13) |
| Net Asset Value, End of Period | $9.86 | $9.83 | $9.66 | $9.58 | $10.00 |
| Total Return  | 2.70% | 3.82% | 2.18% | (3.40%) | (0.18%) |
| Net Assets, End of Period (thousands)  | $34018 | $26945 | $27220 | $33707 | $40844 |
| Ratio of Expenses to Average Net Assets  | 0.22% | 0.26% | 0.28% | 0.32% | 0.32% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.45% | 0.47% | 0.43% | 0.38% | 0.41% |
| Ratio of Net Investment Income to Average Net Assets  | 2.38% | 2.02% | 1.33% | 0.82% | 0.83% |
| Portfolio Turnover Rate  | 42% | 45% | 27% | 44% | 20% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA Oregon**<br> **Municipal**<br> **Bond Portfolio** | **DFA Oregon**<br> **Municipal**<br> **Bond Portfolio** | **DFA Oregon**<br> **Municipal**<br> **Bond Portfolio** | **DFA Oregon**<br> **Municipal**<br> **Bond Portfolio** | **DFA Oregon**<br> **Municipal**<br> **Bond Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Period | $9.78 | $9.44 | $9.42 | $10.14 | $10.21 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.22 | 0.17 | 0.13 | 0.06 | 0.05 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.10 | 0.34 | 0.02 | (0.72) | (0.08) |
| Total from Investment Operations  | 0.32 | 0.51 | 0.15 | (0.66) | (0.03) |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.21) | (0.17) | (0.13) | (0.06) | (0.04) |
| Total Distributions  | (0.21) | (0.17) | (0.13) | (0.06) | (0.04) |
| Net Asset Value, End of Period | $9.89 | $9.78 | $9.44 | $9.42 | $10.14 |
| Total Return  | 3.35% | 5.41% | 1.54% | (6.51%) | (0.25%) |
| Net Assets, End of Period (thousands)  | $99836 | $71530 | $65271 | $60705 | $54243 |
| Ratio of Expenses to Average Net Assets  | 0.26% | 0.27% | 0.30% | 0.32% | 0.32% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.34% | 0.36% | 0.34% | 0.34% | 0.37% |
| Ratio of Net Investment Income to Average Net Assets  | 2.22% | 1.75% | 1.33% | 0.66% | 0.45% |
| Portfolio Turnover Rate  | 28% | 13% | 19% | 30% | 8% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**NOTES TO FINANCIAL STATEMENTS**

**A. Organization:** 

DFA Investment Dimensions Group Inc. (the "Fund") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"), whose shares are generally offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of one hundred and three operational portfolios as of October 31, 2025, of which twelve (the "Portfolios") are included in this report. The remaining operational portfolios are presented in separate reports. The Portfolios are investment companies, and accordingly, follow the accounting and reporting guidance under the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC"), Topic 946, "Financial Services-Investment Companies."

**B. Significant Accounting Policies:**

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates, and those differences could be material.

1. Security Valuation: The Portfolios use a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 1 – inputs are quoted prices in active markets for identical securities (including equity securities, open-end investment companies, and futures contracts)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 3 – significant unobservable inputs (including the Portfolios' own assumptions in determining the fair value of investments)

Debt securities held by the Portfolios are valued on the basis of evaluated prices provided by one or more pricing services or other reasonably reliable sources including broker/dealers that typically handle the purchase and sale of such securities. Securities that are traded OTC and on a stock exchange generally will be valued according to the broadest and most representative market, and it is expected that for bonds and other fixed income securities, this ordinarily will be the OTC market. Securities for which quotations are not readily available (including restricted securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Directors (the "Board") of the Fund. These valuations are generally categorized as Level 2 or Level 3 in the hierarchy.

OTC derivative contracts do not require material subjectivity as pricing inputs are observed from quoted markets and are categorized as Level 2 in the hierarchy. Shares held by the Portfolios in other investment companies are valued at their respective daily net asset values as reported by their administrator. These valuations are classified as Level 1 in the hierarchy.

Swap agreements will be valued at the price provided by an independent third-party pricing service or source. If a price is not available from an independent third-party pricing service or source, the swap agreement will be valued in good faith at fair value in accordance with procedures approved by the Board. These securities are generally categorized as Level 2 in the hierarchy.

------

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. Valuation hierarchy tables have been included at the end of the Schedules of Investments. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

2. Deferred Compensation Plan: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the "Plan"). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds, each of which are affiliates of the Portfolios, and advised by Dimensional Fund Advisors LP (the "Advisor"): the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company Portfolio, U.S. Vector Equity Portfolio, U.S. Micro Cap Portfolio, DFA International Value Portfolio, International Core Equity 2 Portfolio, Emerging Markets Portfolio, Emerging Markets Core Equity 2 Portfolio, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/Trustees' Fees & Expenses.

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the "Notice") to defer the receipt of the Director's deferred compensation until a date specified by such Director in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board; and (ii) five years following the effective date of the Director's first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

3. Other: Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities/affiliated investment companies and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Non-cash dividend income received in the form of securities in-lieu of cash, if any, are recorded at the fair value of securities received. Distributions received on securities that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolios estimate the character of received distributions that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Discount and premium on debt securities purchased are amortized over the lives of the respective securities, using the effective interest method. Expenses directly attributable to a Portfolio are directly charged. Common expenses of the Fund or the Portfolios are allocated using methods approved by the Board, generally based on average net assets.

Organizational costs are expensed during the fiscal year of inception of the Portfolios. Offering costs are amortized over a twelve-month period from the inception of the Portfolios.

**C. Investment Advisor:**

The Advisor provides investment management services to the Portfolios. For the year ended October 31, 2025, the Portfolios' investment management fees were accrued daily and paid monthly to the Advisor based on the following effective annual rates of average daily net assets:

---

| | |
|:---|:---|
| DFA Municipal Real Return Portfolio | 0.20<br> %<br>|
| DFA California Municipal Real Return Portfolio | 0.20<br> %<br>|
| DFA Municipal Bond Portfolio | 0.16<br> %<br>|
| DFA Short-Term Municipal Bond Portfolio | 0.15<br> %<br>|
| DFA Intermediate-Term Municipal Bond Portfolio | 0.16<br> %<br>|
| DFA Selective State Municipal Bond Portfolio | 0.20<br> %<br>|
| DFA Short-Term Selective State Municipal Bond Portfolio | 0.18<br> %<br>|

---

------

---

| | |
|:---|:---|
| DFA California Short-Term Municipal Bond Portfolio | 0.16<br> %<br>|
| DFA California Intermediate-Term Municipal Bond Portfolio | 0.16<br> %<br>|
| DFA NY Municipal Bond Portfolio | 0.20<br> %<br>|
| DFA MN Municipal Bond Portfolio | 0.25<br> %<br>|
| DFA Oregon Municipal Bond Portfolio | 0.25<br> %<br>|

---

Pursuant to Amended and Restated Fee Waiver and/or Expense Assumption Agreements (each, a "Fee Waiver Agreement"), the Advisor has contractually agreed to waive certain fees, and in certain instances, assume certain expenses of the Portfolios, as described in the notes below. The Fee Waiver Agreements for each of the Portfolios will remain in effect through February 28, 2026. The Fee Waiver Agreements may only be terminated by the Fund's Board of Directors prior to such applicable date and shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. During the year ended October 31, 2025, the Portfolios had expense limits based on a percentage of average net assets on an annualized basis, as listed below. At any time that the Portfolio Expenses (defined below) of the Institutional Class of a Portfolio are less than the Expense Limitation Amount listed below, the Advisor retains the right to recover fees previously waived and/or expenses previously assumed to the extent that the expense ratio following such recovery would be less than the Expense Limitation Amount that was in place when such prior year fees were waived and/or expenses assumed, and less than the current Expense Limitation Amount in place for the Portfolio. The recovered previously waived fees/assumed expenses during the year ended October 31, 2025, waived fees/assumed expenses during the year ended October 31, 2025, and previously waived fees/assumed expenses subject to future recovery by the Advisor, are reflected below (amounts in thousands). The Fund, on behalf of the Portfolios, is not obligated to reimburse the Advisor for fees previously waived or expenses previously assumed by the Advisor more than thirty-six months before the date of recovery.

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| | | | |
|:---|:---|:---|:---|
| **Institutional Class Shares**  | **Expense**<br> **Limitation**<br> **Amount**<br>| **Recovery**<br> **of Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br>| **Waived Fees/**<br> **Assumed**<br> **Expenses**<br>|
| DFA Municipal Real Return Portfolio (1) | 0.27<br> %<br>|  |  |
| DFA California Municipal Real Return Portfolio (2) | 0.30<br> %<br>|  |  |
| DFA Municipal Bond Portfolio (1) | 0.21<br> %<br>| $11 |  |
| DFA Short-Term Municipal Bond Portfolio (3) | 0.30<br> %<br>|  |  |
| DFA Intermediate-Term Municipal Bond Portfolio (1) | 0.19<br> %<br>|  | $73 |
| DFA Selective State Municipal Bond Portfolio (1) | 0.23<br> %<br>|  | 85 |
| DFA Short-Term Selective State Municipal Bond Portfolio (1) | 0.25<br> %<br>| 4 | 4 |
| DFA California Short-Term Municipal Bond Portfolio (1) | 0.19<br> %<br>|  | 53 |
| DFA California Intermediate-Term Municipal Bond Portfolio (1) | 0.23<br> %<br>|  |  |
| DFA NY Municipal Bond Portfolio (1) | 0.25<br> %<br>| 1 | 20 |
| DFA MN Municipal Bond Portfolio (1) | 0.30<br> %<br>| 1 | 44 |
| DFA Oregon Municipal Bond Portfolio (1) | 0.30<br> %<br>| 1 | 36 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| (1) The Advisor has contractually agreed to waive all or a portion of its management fee and assume the ordinary operating expenses of <br> a class of each of the Portfolios listed above (excluding the expenses that the Portfolio incurs indirectly through its investment in other investment <br> companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of a class of each Portfolio, on an annualized basis, <br> to the rates listed above as a percentage of a class of the respective Portfolio's average net assets (the "Expense Limitation Amount").<br>|
| (2) The Advisor has contractually agreed to waive all or a portion of its management fee and to assume the ordinary operating expenses <br> of a class of the Portfolio (including the expenses that the Portfolio bears as a shareholder of other funds managed by the Advisor, excluding <br> money market funds and the DFA Short Term Investment Fund (the "Short Term Series"), but excluding the expenses that the Portfolio incurs <br> indirectly through its investment in unaffiliated investment companies)("Portfolio Expenses") to the extent necessary to limit the Portfolio <br> Expenses of a class of the Portfolio to the rate listed above as a percentage of the average net assets of a class of the Portfolio on an annualized <br> basis (the "Expense Limitation Amount").<br>|
| (3) The Advisor has contractually agreed to waive all or a portion of its management fee to the extent necessary to reduce the ordinary <br> operating expenses (excluding expenses incurred through its investment in other investment companies) ("Portfolio Expenses") of a class of the <br> Portfolio so that such Portfolio Expenses, on an annualized basis, do not exceed the rate reflected above for a class of the Portfolio (the "Expense <br>|

---

------

Limitation Amount").<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** |
|  | **10/31/2026** | **10/31/2027** | **10/31/2028** | **Total** |
| DFA Municipal Bond Portfolio | &nbsp;&nbsp; $— | $1 | $— | $1 |
| DFA Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp; — | 51 | 73 | 124 |
| DFA Selective State Municipal Bond Portfolio | &nbsp;&nbsp; 62 | 107 | 85 | 254 |
| DFA Short-Term Selective State Municipal Bond Portfolio | &nbsp;&nbsp; 121 | 9 | 4 | 134 |
| DFA California Short-Term Municipal Bond Portfolio | &nbsp;&nbsp; — | 45 | 53 | 98 |
| DFA NY Municipal Bond Portfolio | &nbsp;&nbsp; 10 | 31 | 20 | 61 |
| DFA MN Municipal Bond Portfolio | &nbsp;&nbsp; 31 | 47 | 44 | 122 |
| DFA Oregon Municipal Bond Portfolio | &nbsp;&nbsp; 10 | 44 | 35 | 89 |

---

**Earned Income Credit:** 

Additionally, the Portfolios have entered into arrangements with their custodian whereby net interest earned on uninvested cash balances was used to reduce a portion of the Portfolios' custody expenses. Custody expense in the accompanying financial statements is presented before reduction for credits. The impact of such credits is generally less than one basis point of each Portfolio's net assets. During the year ended October 31, 2025, expenses reduced were as follows (amounts in thousands):

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| | |
|:---|:---|
|  | **Fees Paid**<br> **Indirectly**<br>|
| DFA Municipal Real Return Portfolio | &nbsp;&nbsp; $6 |
| DFA California Municipal Real Return Portfolio | &nbsp;&nbsp; 13 |
| DFA Municipal Bond Portfolio | &nbsp;&nbsp; 5 |
| DFA Short-Term Municipal Bond Portfolio | &nbsp;&nbsp; 52 |
| DFA Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp; 6 |
| DFA Selective State Municipal Bond Portfolio | &nbsp;&nbsp; 3 |
| DFA Short-Term Selective State Municipal Bond Portfolio | &nbsp;&nbsp; 1 |
| DFA California Short-Term Municipal Bond Portfolio | &nbsp;&nbsp; 30 |
| DFA California Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp; 4 |
| DFA NY Municipal Bond Portfolio | &nbsp;&nbsp; 4 |
| DFA MN Municipal Bond Portfolio | &nbsp;&nbsp; 22 |
| DFA Oregon Municipal Bond Portfolio | &nbsp;&nbsp; 29 |

---

**Fees Paid to Officers and Directors/Trustees:**

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Fund. For the year ended October 31, 2025, the total related amount paid by the Fund to the CCO was $239 (in thousands). The total related amounts paid by each of the Portfolios are included in Other Expenses on the Statements of Operations.

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**D. Deferred Compensation:** 

As of October 31, 2025, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statements of Assets and Liabilities as follows (amounts in thousands):

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| | |
|:---|:---|
| DFA Municipal Real Return Portfolio | &nbsp;&nbsp; $7 |
| DFA California Municipal Real Return Portfolio | &nbsp;&nbsp; 1 |
| DFA Municipal Bond Portfolio | &nbsp;&nbsp; 2 |
| DFA Short-Term Municipal Bond Portfolio | &nbsp;&nbsp; 42 |
| DFA Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp; 6 |
| DFA Selective State Municipal Bond Portfolio | &nbsp;&nbsp; 2 |
| DFA Short-Term Selective State Municipal Bond Portfolio | &nbsp;&nbsp; 1 |
| DFA California Short-Term Municipal Bond Portfolio | &nbsp;&nbsp; 12 |
| DFA California Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp; 2 |
| DFA NY Municipal Bond Portfolio | &nbsp;&nbsp; 1 |
| DFA MN Municipal Bond Portfolio | &nbsp;&nbsp; — |
| DFA Oregon Municipal Bond Portfolio | &nbsp;&nbsp; — |

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**E. Purchases and Sales of Securities:** 

For the year ended October 31, 2025, the Portfolios made the following purchases and sales of investment securities, other than short-term securities and in-kind redemptions (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Other Investment Securities** | **Other Investment Securities** |
|  | **Purchases**  | **Sales**  |
| DFA Municipal Real Return Portfolio | &nbsp;&nbsp; $2418715 | &nbsp;&nbsp; $2046577 |
| DFA California Municipal Real Return Portfolio | &nbsp;&nbsp; 494985 | &nbsp;&nbsp; 439551 |
| DFA Municipal Bond Portfolio | &nbsp;&nbsp; 365913 | &nbsp;&nbsp; 473417 |
| DFA Short-Term Municipal Bond Portfolio | &nbsp;&nbsp; 2352142 | &nbsp;&nbsp; 2328850 |
| DFA Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp; 751958 | &nbsp;&nbsp; 818291 |
| DFA Selective State Municipal Bond Portfolio | &nbsp;&nbsp; 599653 | &nbsp;&nbsp; 516406 |
| DFA Short-Term Selective State Municipal Bond Portfolio | &nbsp;&nbsp; 355446 | &nbsp;&nbsp; 343908 |
| DFA California Short-Term Municipal Bond Portfolio | &nbsp;&nbsp; 1161699 | &nbsp;&nbsp; 1033936 |
| DFA California Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp; 322275 | &nbsp;&nbsp; 297611 |
| DFA NY Municipal Bond Portfolio | &nbsp;&nbsp; 246079 | &nbsp;&nbsp; 219664 |
| DFA MN Municipal Bond Portfolio | &nbsp;&nbsp; 20595 | &nbsp;&nbsp; 10932 |
| DFA Oregon Municipal Bond Portfolio | &nbsp;&nbsp; 41625 | &nbsp;&nbsp; 22004 |

---

**F. Federal Income Taxes:** 

Each Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to its shareholders. Accordingly, no provision has been made for federal income taxes.

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are charged or credited to paid-in capital or distributable earnings, undistributed net investment income, accumulated net realized gains or losses, or unrealized appreciation, as appropriate, in the period that the differences arise. Accordingly, the permanent differences as of October 31, 2025, can occur as a result of non-deductible expenses,

------

the use of accumulated earnings and profits distributed to shareholders on redemptions of shares as part of the dividends paid deduction for income tax purposes, bond amortization, and other book to tax differences, and were reclassified to the accounts mentioned above. These reclassifications had no effect on net assets or net asset value per share.

The tax character of dividends and distributions declared and paid during the years ended October 31, 2024, and October 31, 2025, were as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Long-Term**<br> **Capital Gains**<br>| **Tax Exempt**<br> **Income**<br>| **Total** |
| DFA Municipal Real Return Portfolio |  |  |  |  |
| 2024 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $37840 | &nbsp;&nbsp; $37840 |
| 2025 | &nbsp;&nbsp; — | &nbsp;&nbsp; $18994 | &nbsp;&nbsp; 41308 | &nbsp;&nbsp; 60302 |
| DFA California Municipal Real Return Portfolio |  |  |  |  |
| 2024 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 7617 | &nbsp;&nbsp; 7617 |
| 2025 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3885 | &nbsp;&nbsp; 8885 | &nbsp;&nbsp; 12770 |
| DFA Municipal Bond Portfolio |  |  |  |  |
| 2024 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 7827 | &nbsp;&nbsp; 7827 |
| 2025 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 9247 | &nbsp;&nbsp; 9247 |
| DFA Short-Term Municipal Bond Portfolio |  |  |  |  |
| 2024 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 42125 | &nbsp;&nbsp; 42125 |
| 2025 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 40121 | &nbsp;&nbsp; 40121 |
| DFA Intermediate-Term Municipal Bond Portfolio |  |  |  |  |
| 2024 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 30188 | &nbsp;&nbsp; 30188 |
| 2025 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 34894 | &nbsp;&nbsp; 34894 |
| DFA Selective State Municipal Bond Portfolio |  |  |  |  |
| 2024 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 9256 | &nbsp;&nbsp; 9256 |
| 2025 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 12561 | &nbsp;&nbsp; 12561 |
| DFA Short-Term Selective State Municipal Bond Portfolio |  |  |  |  |
| 2024 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 5096 | &nbsp;&nbsp; 5096 |
| 2025 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 5336 | &nbsp;&nbsp; 5336 |
| DFA California Short-Term Municipal Bond Portfolio |  |  |  |  |
| 2024 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 17296 | &nbsp;&nbsp; 17296 |
| 2025 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 20338 | &nbsp;&nbsp; 20338 |
| DFA California Intermediate-Term Municipal Bond <br> Portfolio<br>|  |  |  |  |
| 2024 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 8473 | &nbsp;&nbsp; 8473 |
| 2025 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 10087 | &nbsp;&nbsp; 10087 |
| DFA NY Municipal Bond Portfolio |  |  |  |  |
| 2024 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 3685 | &nbsp;&nbsp; 3685 |
| 2025 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 4392 | &nbsp;&nbsp; 4392 |
| DFA MN Municipal Bond Portfolio |  |  |  |  |
| 2024 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 561 | &nbsp;&nbsp; 561 |
| 2025 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 676 | &nbsp;&nbsp; 676 |
| DFA Oregon Municipal Bond Portfolio |  |  |  |  |
| 2024 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1184 | &nbsp;&nbsp; 1184 |
| 2025 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1789 | &nbsp;&nbsp; 1789 |

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As of October 31, 2025, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed**<br> **Tax-Exempt**<br> **Net Investment**<br> **Income** <br>| **Undistributed**<br> **Long-Term**<br> **Capital Gains**<br>| **Capital Loss**<br> **Carryforwards**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>| **Total Net**<br> **Distributable**<br> **Earnings**<br> **(Accumulated**<br> **Losses)**<br>|
| DFA Municipal Real Return Portfolio | &nbsp;&nbsp; $1116 | &nbsp;&nbsp; $15855 | &nbsp;&nbsp; — | &nbsp;&nbsp; $47431 | &nbsp;&nbsp; $64402 |
| DFA California Municipal Real Return <br> Portfolio<br>| &nbsp;&nbsp; 235 | &nbsp;&nbsp; 3305 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6947 | &nbsp;&nbsp; 10487 |
| DFA Municipal Bond Portfolio | &nbsp;&nbsp; 372 | &nbsp;&nbsp; — | &nbsp;&nbsp; $(12919)<br>| &nbsp;&nbsp; (2910)<br>| &nbsp;&nbsp; (15457)<br>|
| DFA Short-Term Municipal Bond <br> Portfolio<br>| &nbsp;&nbsp; 972 | &nbsp;&nbsp; — | &nbsp;&nbsp; (5882)<br>| &nbsp;&nbsp; 556 | &nbsp;&nbsp; (4354)<br>|
| DFA Intermediate-Term Municipal Bond <br> Portfolio<br>| &nbsp;&nbsp; 1184 | &nbsp;&nbsp; — | &nbsp;&nbsp; (21451)<br>| &nbsp;&nbsp; 4211 | &nbsp;&nbsp; (16056)<br>|
| DFA Selective State Municipal Bond <br> Portfolio<br>| &nbsp;&nbsp; 447 | &nbsp;&nbsp; — | &nbsp;&nbsp; (6739)<br>| &nbsp;&nbsp; (4938)<br>| &nbsp;&nbsp; (11230)<br>|
| DFA Short-Term Selective State <br> Municipal Bond Portfolio<br>| &nbsp;&nbsp; 138 | &nbsp;&nbsp; — | &nbsp;&nbsp; (632)<br>| &nbsp;&nbsp; 113 | &nbsp;&nbsp; (381)<br>|
| DFA California Short-Term Municipal <br> Bond Portfolio<br>| &nbsp;&nbsp; 556 | &nbsp;&nbsp; — | &nbsp;&nbsp; (5972)<br>| &nbsp;&nbsp; 894 | &nbsp;&nbsp; (4522)<br>|
| DFA California Intermediate-Term <br> Municipal Bond Portfolio<br>| &nbsp;&nbsp; 328 | &nbsp;&nbsp; — | &nbsp;&nbsp; (13932)<br>| &nbsp;&nbsp; 1861 | &nbsp;&nbsp; (11743)<br>|
| DFA NY Municipal Bond Portfolio | &nbsp;&nbsp; 122 | &nbsp;&nbsp; — | &nbsp;&nbsp; (455)<br>| &nbsp;&nbsp; 132 | &nbsp;&nbsp; (201)<br>|
| DFA MN Municipal Bond Portfolio | &nbsp;&nbsp; 19 | &nbsp;&nbsp; — | &nbsp;&nbsp; (292)<br>| &nbsp;&nbsp; (9)<br>| &nbsp;&nbsp; (282)<br>|
| DFA Oregon Municipal Bond Portfolio | &nbsp;&nbsp; 61 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1107)<br>| &nbsp;&nbsp; 86 | &nbsp;&nbsp; (960)<br>|

---

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2025, the Portfolios had the following capital loss carryforwards available to offset future realized capital gains with no expiration date (amounts in thousands):

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| | |
|:---|:---|
|  | **Total** |
| DFA Municipal Bond Portfolio | &nbsp;&nbsp; $12919 |
| DFA Short-Term Municipal Bond Portfolio | &nbsp;&nbsp; 5882 |
| DFA Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp; 21451 |
| DFA Selective State Municipal Bond Portfolio | &nbsp;&nbsp; 6739 |
| DFA Short-Term Selective State Municipal Bond Portfolio | &nbsp;&nbsp; 632 |
| DFA California Short-Term Municipal Bond Portfolio | &nbsp;&nbsp; 5972 |
| DFA California Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp; 13932 |
| DFA NY Municipal Bond Portfolio | &nbsp;&nbsp; 455 |
| DFA MN Municipal Bond Portfolio | &nbsp;&nbsp; 292 |
| DFA Oregon Municipal Bond Portfolio | &nbsp;&nbsp; 1107 |

---

During the year ended October 31, 2025, the following Portfolios used the following capital loss carryforwards to offset realized capital gains for federal income tax purposes (amounts in thousands):

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| | |
|:---|:---|
| DFA Short-Term Municipal Bond Portfolio | &nbsp;&nbsp; $146 |
| DFA Selective State Municipal Bond Portfolio | &nbsp;&nbsp; 79 |
| DFA NY Municipal Bond Portfolio | &nbsp;&nbsp; 14 |

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As of October 31, 2025, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br> **Tax Cost**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **(Depreciation)**<br>| **Net**<br> **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| DFA Municipal Real Return Portfolio | &nbsp;&nbsp; $1731809 | &nbsp;&nbsp; $53573 | &nbsp;&nbsp; $(6142)<br>| &nbsp;&nbsp; $47431 |
| DFA California Municipal Real Return Portfolio | &nbsp;&nbsp; 362110 | &nbsp;&nbsp; 7920 | &nbsp;&nbsp; (968)<br>| &nbsp;&nbsp; 6952 |
| DFA Municipal Bond Portfolio | &nbsp;&nbsp; 478108 | &nbsp;&nbsp; 1359 | &nbsp;&nbsp; (4269)<br>| &nbsp;&nbsp; (2910)<br>|
| DFA Short-Term Municipal Bond Portfolio | &nbsp;&nbsp; 1401377 | &nbsp;&nbsp; 1260 | &nbsp;&nbsp; (704)<br>| &nbsp;&nbsp; 556 |
| DFA Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp; 1276340 | &nbsp;&nbsp; 12285 | &nbsp;&nbsp; (8074)<br>| &nbsp;&nbsp; 4211 |
| DFA Selective State Municipal Bond Portfolio | &nbsp;&nbsp; 524583 | &nbsp;&nbsp; 1281 | &nbsp;&nbsp; (6218)<br>| &nbsp;&nbsp; (4937)<br>|
| DFA Short-Term Selective State Municipal Bond <br> Portfolio<br>| &nbsp;&nbsp; 199600 | &nbsp;&nbsp; 207 | &nbsp;&nbsp; (94)<br>| &nbsp;&nbsp; 113 |
| DFA California Short-Term Municipal Bond Portfolio | &nbsp;&nbsp; 844809 | &nbsp;&nbsp; 1685 | &nbsp;&nbsp; (791)<br>| &nbsp;&nbsp; 894 |
| DFA California Intermediate-Term Municipal Bond <br> Portfolio<br>| &nbsp;&nbsp; 429557 | &nbsp;&nbsp; 4233 | &nbsp;&nbsp; (2372)<br>| &nbsp;&nbsp; 1861 |
| DFA NY Municipal Bond Portfolio | &nbsp;&nbsp; 164872 | &nbsp;&nbsp; 233 | &nbsp;&nbsp; (101)<br>| &nbsp;&nbsp; 132 |
| DFA MN Municipal Bond Portfolio | &nbsp;&nbsp; 33489 | &nbsp;&nbsp; 40 | &nbsp;&nbsp; (48)<br>| &nbsp;&nbsp; (8)<br>|
| DFA Oregon Municipal Bond Portfolio | &nbsp;&nbsp; 94196 | &nbsp;&nbsp; 657 | &nbsp;&nbsp; (570)<br>| &nbsp;&nbsp; 87 |

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The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales or other investments.

ASC 740 Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Under GAAP, the Portfolios recognize the tax benefits of uncertain tax positions only when the position is more likely than not to be sustained, assuming examination by tax authorities. Management has analyzed the Portfolios' tax positions and has concluded that no additional provision for income tax is required in the Portfolios' financial statements. The Portfolios are not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolios' federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

**G. Financial Instruments:**

In accordance with the Portfolios' investment objectives and policies, the Portfolios may invest in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. The Portfolios' derivative contracts are not accounted for as hedging instruments under GAAP. These instruments and their significant corresponding risks are described below:

1. Inflation Protection Risks: Because the interest and/or principal payments on an inflation-protected security are adjusted periodically for changes in inflation, the income distributed by the DFA Municipal Real Return Portfolio and DFA California Municipal Real Return Portfolio may be irregular. Although the U.S. Treasury guarantees to pay at maturity at least the original face value of any inflation-protected securities the Treasury issues, other issuers may not offer the same guarantee. Also, inflation-protected securities, including those issued by the U.S. Treasury, are not protected against deflation. As a result, in a period of deflation, the inflation-protected securities held by a Portfolio may not pay income and the Portfolio may suffer a loss during such periods. While inflation-protected securities are expected to be protected from long-term inflationary trends, short-term increases in inflation may lead to a decline in a Portfolio's value. For example, if interest rates rise due to reasons other than inflation, the Portfolio's investment in these securities may not be protected to the extent that the increase is not reflected in the securities' inflation measures. Additionally, positive adjustments to principal generally will result in taxable income to a Portfolio at the

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time of such adjustments (which generally would be distributed by the Portfolio as part of its taxable dividends), even though the principal amount is not paid until maturity. The current market value of inflation-protected securities is not guaranteed and will fluctuate.

**Derivative Financial Instruments:**

Summarized below are the specific types of derivative instruments used by the Portfolios.

2. Swap Agreements: The Portfolios noted below may 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 Portfolios 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 Portfolios 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.

Most swap agreements entered into by the Portfolio will calculate the obligations of the parties to the agreement on a "net" basis, which means that the two payment streams are netted out, with the Portfolio receiving or paying, as the case may be, only the net amount of the two payments. The Portfolio's current obligations under a swap agreement will be accrued daily (offset against any amounts owed to the Portfolio) and any accrued but unpaid net amounts owed to a swap counterparty will be covered by the segregation of assets determined to be liquid to avoid any potential leveraging of the Portfolio's portfolio. To the extent that a Portfolio reasonably expects a swap cannot be sold or disposed of in current market conditions in seven calendar days or less without the sale or disposition significantly changing the market value of the investment, the Portfolio will treat the swap as illiquid and subject to its overall limit on illiquid investments of 15% of the Portfolio's net assets. Inflation swap agreements are not currently subject to mandatory central clearing and exchange-trading.

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.

3. Repurchase Agreements: The Portfolios may engage in repurchase agreement transactions with institutions that the Advisor has determined are creditworthy. The Portfolios, through their custodian, receive delivery of underlying securities collateralizing a repurchase agreement. Collateral for certain tri-party repurchase agreements is held at the counterparty's custodian in a segregated account for the benefit of the Portfolios and the counterparty. The counterparty will be required to maintain collateral with a value at least equal, at all times, to the value of the repurchase obligation including interest. A repurchase agreement transaction involves certain risks in the event of default or insolvency of the counterparty. These risks include possible delay or restrictions upon the Portfolios' ability to dispose of the collateral and a possible decline in the value of the collateral during the period while the Portfolios seek to assert its rights.

Repurchase agreements permit the Portfolios, under certain circumstances including an event of default (such as bankruptcy or insolvency), to offset payables and/or receivables under the repurchase agreements with collateral held and/or posted to the counterparty and create one single net payment due to or from the Portfolios. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against such a right of offset in the event of the repurchase agreements counterparty's bankruptcy or insolvency. Pursuant to the terms of the repurchase agreements, the Portfolios receive securities as collateral with a market value in excess of

------

the repurchase price to be received by the Portfolios upon the maturity of the repurchase transaction. Upon a bankruptcy or insolvency of the repurchase agreements counterparty, the Portfolios would recognize a liability with respect to such excess collateral to reflect the Portfolios' obligation under bankruptcy law to return the excess to the counterparty.

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the year ended October 31, 2025 was as follows (amounts in thousands):

---

| | |
|:---|:---|
|  | **Swap**<br> **Contracts\***<br>|
| DFA Municipal Real Return Portfolio | &nbsp;&nbsp; $1665308<br>|
| DFA California Municipal Real Return Portfolio | &nbsp;&nbsp; 341846<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* Average Notional Value of agreements.

The following is a summary of the Portfolios' derivative instrument holdings categorized by primary risk exposure as of October 31, 2025 (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Asset Derivatives Value**  | **Asset Derivatives Value**  |
|  | **Total Value**<br> **at**<br> **October 31, 2025** <br>| **Swap**<br> **Contracts** <sup>(1)</sup> <br>|
| DFA Municipal Real Return Portfolio | &nbsp;&nbsp; $48355<br>| &nbsp;&nbsp; $48355 |
| DFA California Municipal Real Return Portfolio | &nbsp;&nbsp; 6631<br>| &nbsp;&nbsp; 6631 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Liability Derivatives Value**  | **Liability Derivatives Value**  |
|  | **Total Value**<br> **at**<br> **October 31, 2025** <br>| **Swap**<br> **Contracts** <sup>(2)</sup> <br>|
| DFA Municipal Real Return Portfolio | &nbsp;&nbsp; $(2085)<br>| &nbsp;&nbsp; $(2085)<br>|
| DFA California Municipal Real Return Portfolio | &nbsp;&nbsp; (267)<br>| &nbsp;&nbsp; (267)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(1) Presented
 on Statements of Assets and Liabilities as Unrealized Gain on Swap Contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(2) Presented
 on Statements of Assets and Liabilities as Unrealized Loss on Swap Contracts.

The following is a summary of the realized and change in unrealized gains and losses from the Portfolios' derivative instrument holdings categorized by primary risk exposure for the year ended October 31, 2025 (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  |
|  | **Total**  | **Swap**<br> **Contracts** <sup>(1)</sup> <br>|
| DFA Municipal Real Return Portfolio | &nbsp;&nbsp; $17934 | &nbsp;&nbsp; $17934 |
| DFA California Municipal Real Return Portfolio | &nbsp;&nbsp; 3764 | &nbsp;&nbsp; 3764 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  |
|  | **Total**  | **Swap**<br> **Contracts** <sup>(2)</sup> <br>|
| DFA Municipal Real Return Portfolio | &nbsp;&nbsp; $(8395)<br>| &nbsp;&nbsp; $(8395)<br>|

---

------

---

| | | |
|:---|:---|:---|
|  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  |
|  | **Total**  | **Swap**<br> **Contracts** <sup>(2)</sup><br>|
| DFA California Municipal Real Return Portfolio | &nbsp;&nbsp; $(1901)<br>| &nbsp;&nbsp; $(1901)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(1) Presented
 on Statements of Operations as Net Realized Gain (Loss) on: Swap Contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(2) Presented
 on Statements of Operations as Change in Unrealized Appreciation (Depreciation) of: Swap Contracts.

**Offsetting of Derivative Assets and Derivative Liabilities:**

In order to better define its contractual rights and to secure rights that will help the Fund mitigate its counterparty risk, the Fund entered into an International Swaps and Derivatives Association, Inc. Master Agreement (ISDA Master Agreement) or a similar agreement with certain of its derivative contract counterparties. An ISDA Master Agreement is a bilateral agreement between the Fund and a counterparty that governs OTC derivatives and forward currency contracts and typically contains, among other things, provisions in the event of a default and/or termination event and may also include collateral posting items. Under an ISDA Master Agreement, the Fund may, under certain circumstances, offset with the counterparty certain derivative financial instruments' payables and/or receivables with collateral held and/or posted, if any, and create one single net payment. The provisions of the ISDA Master Agreement typically permit a single net payment in the event of a default (close-out), including the bankruptcy or insolvency of the counterparty. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against the right of offset in bankruptcy, insolvency, or other events.

For financial reporting purposes, the Fund does not offset derivative assets and derivative liabilities that are subject to netting arrangements in the Statements of Assets and Liabilities.

The Portfolios are subject to master netting agreements ("MNA") with certain counterparties that govern the terms of derivative transactions and reduce the counterparty risk associated with such transactions by specifying offsetting mechanisms and collateral posting arrangements at pre-arranged exposure levels. Since different types of transactions have different mechanics and are sometimes traded out of different legal entities of a particular counterparty organization, each type of transaction may be covered by a different MNA, possibly resulting in the need for multiple agreements with a single counterparty. As the MNA's are specific to unique operations of different asset types, they allow each Portfolio to close out and net its total exposure to a counterparty in the event of a default with respect to all the transactions governed under a single MNA with a counterparty. Certain MNA's contain provisions which allow for the net settlement of receivable and payable positions with the same counterparty if defined conditions are met.

------

The following table presents the Portfolios' gross and net amount of assets and liabilities available for offset under netting arrangements as well as any related collateral received or pledged by the Portfolios as of October 31, 2025 (amounts in thousands):

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |  | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |
| **Description** | **Gross**<br> **Amounts of**<br> **Recognized**<br> **Assets**<br>| **Financial**<br> **Instruments (a)**<br>| **Non-Cash**<br> **Collateral**<br> **Received**<br>| **Cash**<br> **Collateral**<br> **Received**<br>| **Net**<br> **Amount (b)**<br>| **Gross**<br> **Amounts of**<br> **Recognized**<br> **Liabilities**<br>| **Financial**<br> **Instruments (c)**<br>| **Non-Cash**<br> **Collateral**<br> **Pledged**<br>| **Cash**<br> **Collateral**<br> **Pledged**<br>| **Net**<br> **Amount (d)**<br>|
|  | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** |
| **DFA Municipal Real Return Portfolio** |  |  |  |  |  |  |  |  |  |  |
| Citibank, N.A. | $10489 | $(293)<br>|  | $(10196)<br>|  | $293 | $(293)<br>|  |  |  |
| Bank of America Corp. | 36364 | (591)<br>| $(35773)<br>|  |  | 591 | (591)<br>|  |  |  |
| Morgan Stanley and Co. <br> International<br>| 1502 | (1201)<br>|  | (230)<br>| $71 | 1201 | (1201)<br>|  |  |  |
| Total | $48355 | $(2085)<br>| $(35773)<br>| $(10426)<br>| $71 | $2085 | $(2085)<br>|  |  |  |
| **DFA California Municipal Real Return Portfolio** |  |  |  |  |  |  |  |  |  |  |
| Bank of America Corp. | $5167 | $(64)<br>| $(5103)<br>|  |  | $64 | $(64)<br>|  |  |  |
| Citibank, N.A. | 1013 | (118)<br>|  | $(895)<br>|  | 118 | (118)<br>|  |  |  |
| Morgan Stanley and Co. <br> International<br>| 451 | (85)<br>|  | (330)<br>| $36 | 85 | (85)<br>|  |  |  |
| Total | $6631 | $(267)<br>| $(5103)<br>| $(1225)<br>| $36 | $267 | $(267)<br>|  |  |  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) Represents
 the amount of assets that could be offset by liabilities with the same counterparty under master netting or similar agreements that
 management elects not to offset on the Statements of Assets and Liabilities.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Represents
 the net amount due from counterparties in the event of default.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Represents
 the amount of liabilities that could be offset by assets with the same counterparty under master netting or similar agreements that
 management elects not to offset on the Statements of Assets and Liabilities.

&nbsp;&nbsp;&nbsp;&nbsp;(d) Represents
 the net amount due to counterparties in the event of default.

**H. Line of Credit and Interfund Lending Program:**

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 2, 2025, with its domestic custodian bank. A line of credit with similar terms was in effect through April 2, 2025. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The agreement for the line of credit expires on April 1, 2026.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective December 26, 2024. A line of credit with similar terms was in effect through December 26, 2024. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The line of credit agreement expires on December 25, 2025.

There were no borrowings by the Portfolios under the lines of credit during the year ended October 31, 2025.

------

Pursuant to an exemptive order issued by the SEC (the "Order"), the Portfolios may participate in an interfund lending program among certain portfolios managed by the Advisor. The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day's notice.

The Portfolios did not use the interfund lending program during the year ended October 31, 2025.

**I. Indemnitees; Contractual Obligations:**

Under the Fund's organizational documents, its Officers and Directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties that provide general indemnification. The Fund's maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

**J. Segment Reporting:**

In this reporting period, the Portfolios adopted FASB Accounting Standards Update 2023-07, Segment Reporting (Topic 280) – Improvements to Reportable Segment Disclosures ("ASU 2023-07"). The adoption of the new standard only impacted financial statement disclosures and did not affect each Portfolio's financial position or the results of its operations. An operating segment is defined in Topic 280 as a component of a public entity that (i) engages in business activities from which it may recognize revenues and incur expenses, (ii) has operating results that are regularly reviewed by the public entity's chief operating decision maker ("CODM") to make decisions about resources to be allocated to the segment and assess its performance, and (iii) has discrete financial information available. The Fund's Co-Chief Executive Officers and the Chief Financial Officer act as the Portfolios' CODM. Each Portfolio represents a single operating segment, as the CODM monitors the operating results of the Portfolio as a whole. Each Portfolio's long-term strategic asset allocation is executed by its portfolio management team and guided by each Portfolio's investment objective and principal investment strategies, as described in each Portfolio's respective prospectus. The financial information provided to and reviewed by the CODM is consistent with that presented in each Portfolio's Schedule of Investments, Statement of Operations, Statement of Changes in Net Assets, and Financial Highlights.

**K. New Accounting Pronouncement:**

In December 2023, the FASB issued Accounting Standards Update 2023-09, Income Taxes (Topic 740) – Improvements to Income Tax Disclosures ("ASU 2023-09"). Effective for annual periods beginning after December 15, 2024, the amendments require greater disaggregation of disclosures related to income taxes paid. The ASU 2023-09 allows for early adoption and requires that amendments be applied on a prospective basis. Management is currently evaluating the impact of the ASU 2023-09 for the Portfolios, but does not expect the guidance to materially impact the financial statements.

**L. Other:**

As of October 31, 2025, the following number of shareholders, each holding greater than 5%, held the following approximate percentages of the Portfolios' outstanding shares. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors. Significant shareholder transactions by these shareholders, if any, may impact the Portfolios' performance.

------

---

| | | | |
|:---|:---|:---|:---|
|  | **Number of** <br>**Shareholders**<br>| **Approximate** <br>**Percentage of** <br>**Outstanding Shares**<br>| **Approximate Percentage** <br>**of Outstanding Shares** <br>**Held by Advisor** <br>**and/or Affiliates**<br>|
| DFA Municipal Real Return Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 91<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| DFA California Municipal Real Return Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 93<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| DFA Municipal Bond Portfolio | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 96<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| DFA Short-Term Municipal Bond Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 83<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| DFA Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 85<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| DFA Selective State Municipal Bond Portfolio | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 91<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| DFA Short-Term Selective State Municipal Bond <br> Portfolio<br>| &nbsp;&nbsp; 2 | &nbsp;&nbsp; 97<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| DFA California Short-Term Municipal Bond Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 91<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| DFA California Intermediate-Term Municipal Bond <br> Portfolio<br>| &nbsp;&nbsp; 2 | &nbsp;&nbsp; 96<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| DFA NY Municipal Bond Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 93<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| DFA MN Municipal Bond Portfolio | &nbsp;&nbsp; 1 | &nbsp;&nbsp; 89<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| DFA Oregon Municipal Bond Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 99<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|

---

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy). Although management currently believes that resolving claims, if any, against the Portfolios, individually or in aggregate, will not have a material adverse impact on the Portfolios' financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**M. 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.

------

![](logo_01.jpg)

**Report of Independent Registered Public Accounting Firm**

To the Board of Directors of DFA Investment Dimensions Group Inc. and Shareholders of each of the twelve portfolios listed in the table below

**Opinions on the Financial Statements**

We have audited the accompanying statements of assets and liabilities, including the schedules of investments, of each of the portfolios indicated in the table below (twelve of the portfolios constituting DFA Investment Dimensions Group Inc., hereafter collectively referred to as the "Portfolios") as of October 31, 2025, the related statements of operations for the year ended October 31, 2025, the statements of changes in net assets for each of the two years in the period ended October 31, 2025, including the related notes, and the financial highlights for each of the periods indicated therein (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Portfolios as of October 31, 2025, the results of each of their operations for the year then ended, the changes in each of their net assets for each of the two years in the period ended October 31, 2025, and each of the financial highlights for each of the periods indicated therein, in conformity with accounting principles generally accepted in the United States of America.

---

| | |
|:---|:---|
| **Portfolio** | **Portfolio** |
| DFA Municipal Real Return Portfolio<br> DFA California Municipal Real Return Portfolio<br> DFA Municipal Bond Portfolio<br> DFA Short-Term Municipal Bond Portfolio<br> DFA Intermediate-Term Municipal Bond Portfolio<br> DFA Selective State Municipal Bond Portfolio | DFA Short-Term Selective State Municipal Bond Portfolio<br> DFA California Short-Term Municipal Bond Portfolio<br> DFA California Intermediate-Term Municipal Bond Portfolio<br> DFA NY Municipal Bond Portfolio<br> DFA MN Municipal Bond Portfolio<br> DFA Oregon Municipal Bond Portfolio |

---

**Basis for Opinions**

 ****

These financial statements are the responsibility of the Portfolios' management. Our responsibility is to express an opinion on the Portfolios' financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Portfolios in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

PricewaterhouseCoopers LLP, Two Commerce Square, Suite 1700, 2001 Market Street, Philadelphia, PA 19103-7042 T: (267) 330 3000, www.pwc.com/us

------

![](logo_01.jpg)

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of October 31, 2025 by correspondence with the custodian and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions.

/s/ PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 19, 2025

We have served as the auditor of one or more investment companies in Dimensional Fund Advisors L.P. investment company group since 1981.

------

**TAX NOTICE TO SHAREHOLDERS**

**(Unaudited)**

The following information is solely for informational purposes. Each Portfolio is designating the U.S. federal income tax character of the following items with respect to distributions paid or expected to be paid to shareholders related to the fiscal year ended October 31, 2025. All designations are based on financial information available as of the date of this annual report and, accordingly are subject to change. For each classification below and including "Section 163(j) interest dividends" as defined in Treasury Regulation §1.163(j)-1(b)(35) and "Section 199A dividends" as defined in Treasury Regulation §1.199A -3(d), it is the intent of the Portfolio to designate the maximum amount permitted under the Internal Revenue Code and the regulations thereunder.

For U.S. federal income tax purposes, shareholders generally must report distributions received from a Portfolio on a calendar-year basis, which therefore may include distributions with respect to portions of two fiscal years of the Portfolio. Annual statements needed by shareholders concerning the tax status of distributions received for the calendar year 2025 (e.g., IRS Form 1099-DIV) will be provided in early 2026. Shareholders should refer to these statements in preparing their calendar year 2025 tax returns. Please consult your tax advisor for the proper treatment of this information. Unless otherwise noted, the amounts in the table are expressed as a percentage of the distributions paid with respect to the fiscal year ended October 31, 2025.

---

| | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **DFA Investment**<br> **Dimensions Group Inc.**<br>| **Net**<br> **Investment**<br> **Income**<br> **Distributions** <br>| **Short-Term**<br> **Capital Gain**<br> **Distributions** <br>| **Long-Term**<br> **Capital Gain**<br> **Distributions** <br>| **Return of**<br> **Capital** <br>| **Tax-Exempt**<br> **Interest** <br>| **Total**<br> **Distributions** <br>| **Qualified**<br> **Dividends**<br> **(for**<br> **Corporate**<br> **Dividends**<br> **Received**<br> **Deduction) (1)**<br>| **Qualified**<br> **Dividend**<br> **Income (2)**<br>| **U.S.**<br> **Government**<br> **Interest (3)**<br>| **Foreign**<br> **Tax**<br> **Credit (4)**<br>| **Foreign**<br> **Source**<br> **Income (5)**<br>| **Qualified**<br> **Net**<br> **Interest**<br> **Income (6)**<br>| **Qualified**<br> **Short-**<br> **Term**<br> **Capital**<br> **Gain (7)**<br>|
| DFA Municipal Real Return <br> Portfolio<br>| &nbsp;&nbsp; — |  | 31<br> %<br>|  | 69<br> %<br>| 100<br> %<br>|  |  |  |  |  |  |  |
| DFA California Municipal Real <br> Return Portfolio<br>| &nbsp;&nbsp; — |  | 30<br> %<br>|  | 70<br> %<br>| 100<br> %<br>|  |  |  |  |  |  |  |
| DFA Municipal Bond Portfolio | &nbsp;&nbsp; — |  |  |  | 100<br> %<br>| 100<br> %<br>|  |  |  |  |  |  |  |
| DFA Short-Term Municipal Bond <br> Portfolio<br>| &nbsp;&nbsp; — |  |  |  | 100<br> %<br>| 100<br> %<br>|  |  |  |  |  |  |  |
| DFA Intermediate-Term Municipal <br> Bond Portfolio<br>| &nbsp;&nbsp; — |  |  |  | 100<br> %<br>| 100<br> %<br>|  |  |  |  |  |  |  |
| DFA Selective State Municipal <br> Bond Portfolio<br>| &nbsp;&nbsp; — |  |  |  | 100<br> %<br>| 100<br> %<br>|  |  |  |  |  |  |  |
| DFA Short-Term Selective State <br> Municipal Bond Portfolio<br>| &nbsp;&nbsp; — |  |  |  | 100<br> %<br>| 100<br> %<br>|  |  |  |  |  |  |  |
| DFA California Short-Term <br> Municipal Bond Portfolio<br>| &nbsp;&nbsp; — |  |  |  | 100<br> %<br>| 100<br> %<br>|  |  |  |  |  |  |  |
| DFA California Intermediate-Term <br> Municipal Bond Portfolio<br>| &nbsp;&nbsp; — |  |  |  | 100<br> %<br>| 100<br> %<br>|  |  |  |  |  |  |  |
| DFA NY Municipal Bond Portfolio | &nbsp;&nbsp; — |  |  |  | 100<br> %<br>| 100<br> %<br>|  |  |  |  |  |  |  |
| DFA MN Municipal Bond Portfolio | &nbsp;&nbsp; — |  |  |  | 100<br> %<br>| 100<br> %<br>|  |  |  |  |  |  |  |
| DFA Oregon Municipal Bond <br> Portfolio<br>| &nbsp;&nbsp; — |  |  |  | 100<br> %<br>| 100<br> %<br>|  |  |  |  |  |  |  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(1) Qualified
 Dividends represents the amount that qualifies for the corporate dividends-received deduction under Section 243 of the Internal Revenue
 Code and is reflected as a percentage
 of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the fiscal
 year 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(2) Qualified
 Dividend Income represents the amount that qualifies for the reduced capital gain tax rate under Section 1(h)(11) of the Internal Revenue
 Code and is reflected as a percentage
 of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the fiscal
 year 2025.

See accompanying Notes to Financial Statements.

------

&nbsp;&nbsp;&nbsp;&nbsp;(3) U.S.
 Government Interest represents the amount of interest that was derived from direct U.S. Government obligations and distributed during
 the fiscal year. This amount is reflected as
 a percentage of total estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions)
 for the fiscal year 2025. Generally, interest
 from direct U.S. Government obligations is exempt from state income tax. Please consult your tax advisor for the availability of
 a state tax exemption based on your individual circumstances.

&nbsp;&nbsp;&nbsp;&nbsp;(4) Foreign
 Tax Credit represents the amount of dividends that qualify for the foreign tax credit pass through under Section 853 of the Internal Revenue
 Code and is reflected as a percentage
 of "investment company taxable income" (as defined in Section 852(b)(2) of the Internal Revenue Code).

&nbsp;&nbsp;&nbsp;&nbsp;(5) Foreign
 Source Income represents the amount of dividends derived from foreign sources and is reflected as a percentage of "investment company
 taxable income" (as defined in Section
 852(b)(2) of the Internal Revenue Code).

&nbsp;&nbsp;&nbsp;&nbsp;(6) Qualified
 Net Interest Income represents the amount of interest income available as interest-related dividends generally exempt from withholding
 taxes for non-U.S. shareholders under
 Section 871(k)(1) of the Internal Revenue Code. The information is reflected as a percentage estimated ordinary income distributions (the
 total of short-term capital gain and net investment
 income distributions) for the fiscal year 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(7) Qualified
 Short-Term Capital Gain represents the amount available as short-term capital gain dividends generally exempt from withholding taxes for
 non-U.S. shareholders under Section
 871(k)(2) of the Internal Revenue Code. The information is reflected as a percentage of estimated ordinary income distributions (the total
 of short-term capital gain and net investment
 income distributions) for the fiscal year 2025.

See accompanying Notes to Financial Statements.

------

**Item 8 – Changes in and Disagreements with Accountants for Open-End Management Investment Companies**

Not applicable

------

**Item 9 – Proxy Disclosures for Open-End Management Investment Companies**

Not applicable

------

**Item 10 – REMUNERATION PAID TO DIRECTORS, OFFICERS, AND OTHERS OF OPEN-END MANAGEMENT INVESTMENT COMPANIES** 

&nbsp;&nbsp;&nbsp;&nbsp; Remuneration paid to directors, officers, and others is included in the "Fees Paid to Officers and Directors/Trustees" section of the Notes to Financial Statements above.

------

**Item 11 – STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT MANAGEMENT AGREEMENTS**

Not applicable

------

&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;

------

![](imgbba468582.jpg)

DFA-103125-002AM

------

![](img98186b401.gif)

Annual Financial Statements &

Other Information

**Year Ended: October 31, 2025** 

------

DFA INVESTMENT DIMENSIONS GROUP INC.

------

**U.S. Social Core Equity 2 Portfolio**

**International Social Core Equity Portfolio**

**Emerging Markets Social Core Equity Portfolio**

**Global Social Core Equity Portfolio**

**DFA Social Fixed Income Portfolio**

------

&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;

[THIS PAGE INTENTIONALLY LEFT BLANK]

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**ANNUAL FINANCIAL STATEMENTS AND OTHER INFORMATION**

**Table of Contents** 

---

| | |
|:---|:---|
|  | **Page** |
| **[Item 7 –](#xx_87989334-1e1e-457c-b0ec-1c3ecd145dc4_FC-FrontCoverImage-769_1)[Financial Statements and Financial Highlights for Open-End Management Investment](#xx_87989334-1e1e-457c-b0ec-1c3ecd145dc4_FC-FrontCoverImage-769_1)**<br> **[Companies](#xx_87989334-1e1e-457c-b0ec-1c3ecd145dc4_FC-FrontCoverImage-769_1)**<br>|  |
| **[Definitions of Abbreviations and Footnotes](#xx_87989334-1e1e-457c-b0ec-1c3ecd145dc4_AF-TOC-AbbreviationsandFootnotes-769_1)** | 1 |
| [Schedules of Investments](#xx_87989334-1e1e-457c-b0ec-1c3ecd145dc4_SOI-TOC-ScheduleofInvestments-769_1) |  |
| [U.S. Social Core Equity 2 Portfolio](#xx_87989334-1e1e-457c-b0ec-1c3ecd145dc4_SOI-TOC-ScheduleofInvestments-769_1) | 3 |
| [International Social Core Equity Portfolio](#xx_87989334-1e1e-457c-b0ec-1c3ecd145dc4_SOI-TOC-ScheduleofInvestments-769_34) | 36 |
| [Emerging Markets Social Core Equity Portfolio](#xx_87989334-1e1e-457c-b0ec-1c3ecd145dc4_SOI-TOC-ScheduleofInvestments-769_91) | 93 |
| [Global Social Core Equity Portfolio](#xx_87989334-1e1e-457c-b0ec-1c3ecd145dc4_SOI-TOC-ScheduleofInvestments-769_214) | 216 |
| [DFA Social Fixed Income Portfolio](#xx_87989334-1e1e-457c-b0ec-1c3ecd145dc4_SOI-TOC-ScheduleofInvestments-769_215) | 217 |
| [Statements of Assets and Liabilities](#xx_87989334-1e1e-457c-b0ec-1c3ecd145dc4_FS-StatementofAssetsandLiabilities_1) | 226 |
| [Statements of Operations](#xx_87989334-1e1e-457c-b0ec-1c3ecd145dc4_SOP-StatementofOperations_1) | 227 |
| [Statements of Changes in Net Assets](#xx_87989334-1e1e-457c-b0ec-1c3ecd145dc4_SOC-StatementofChanges_1) | 228 |
| [Financial Highlights](#xx_87989334-1e1e-457c-b0ec-1c3ecd145dc4_FIHI_L-TOC-FinancialHighlights_L-769_1) | 230 |
| [Notes to Financial Statements](#xx_87989334-1e1e-457c-b0ec-1c3ecd145dc4_NTF-NotestoFinancialStatements-769_1) | 235 |
| [Report of Independent Registered Public Accounting Firm](#xx_87989334-1e1e-457c-b0ec-1c3ecd145dc4_AUD-AuditorsReport_1) | 251 |
| **[Tax Notice to Shareholders](#xx_87989334-1e1e-457c-b0ec-1c3ecd145dc4_NTS-TOC-NoticetoShareholders-769_1)** | 253 |
| **[Item 8 –](#xx_87989334-1e1e-457c-b0ec-1c3ecd145dc4_DISCLOSE-ChangesandDisagreements_1)[Changes in and Disagreements with Accountants for Open-End Management Investment](#xx_87989334-1e1e-457c-b0ec-1c3ecd145dc4_DISCLOSE-ChangesandDisagreements_1)**<br> **[Companies](#xx_87989334-1e1e-457c-b0ec-1c3ecd145dc4_DISCLOSE-ChangesandDisagreements_1)**<br>| 255 |
| **[Item 9 –](#xx_87989334-1e1e-457c-b0ec-1c3ecd145dc4_DISCLOSE-ChangesandDisagreements_2)[Proxy Disclosures for Open-End Management Investment Companies](#xx_87989334-1e1e-457c-b0ec-1c3ecd145dc4_DISCLOSE-ChangesandDisagreements_2)** | 256 |
| **[Item 10 –](#xx_87989334-1e1e-457c-b0ec-1c3ecd145dc4_DISCLOSE-ChangesandDisagreements_3)[Remuneration Paid to Directors, Officers, and Others of Open-End Management](#xx_87989334-1e1e-457c-b0ec-1c3ecd145dc4_DISCLOSE-ChangesandDisagreements_3)**<br> **[Investment Companies](#xx_87989334-1e1e-457c-b0ec-1c3ecd145dc4_DISCLOSE-ChangesandDisagreements_3)**<br>| 257 |
| **[Item 11 –](#xx_87989334-1e1e-457c-b0ec-1c3ecd145dc4_DISCLOSE-ChangesandDisagreements_4)[Statement Regarding Basis for Approval of Investment Management Agreements](#xx_87989334-1e1e-457c-b0ec-1c3ecd145dc4_DISCLOSE-ChangesandDisagreements_4)** | 258 |

---

i

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES**

**Schedules of Investments** 

---

| | |
|:---|:---|
| Investment Abbreviations | Investment Abbreviations |
| 3M Swap | Three Month Swap |
| ADR | American Depositary Receipt |
| CPI | Consumer Price Index |
| EURIBOR | Euro Interbank Offered Rate |
| FRN | Floating Rate Note |
| GDR | Global Depositary Receipt |
| GO | General Obligation |
| OAT | Obligations Assimilables du Tresor |
| SOFR | Secured Overnight Financing Rate  |
| ST | Special Tax |
| 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 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| Investment Footnotes | Investment Footnotes |
| † | See Note B to Financial Statements. |
| # | Total or Partial Securities on Loan. |
| \* | Non-Income Producing Securities. |
| » | Securities that have been fair value factored. See Note B to Financial Statements. |
| †† | Security valued using significant unobservable inputs (Level 3). |
| Ɏ | Represents 7 Day subsidized yield as of October 31, 2025 |
| @ | Security purchased with cash collateral received from Securities on Loan. |
| § | Affiliated Fund. |
| 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>|
| ^ | Denominated in USD, unless otherwise noted. |
| (r) | The adjustable rate shown is effective as of October 31, 2025. |
| Δ | Zero Coupon Security. |
| ∞ | Rates reflect the effective yields at purchase date. |

---

**<u>Financial Highlights</u>** 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(A) Computed
 using average shares outstanding.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(B) Represents
 the combined ratios for the respective Portfolio and its respective pro-rata share
 of its Underlying Funds.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

**CONTINUED**

---

| | |
|:---|:---|
| **All Statements, Schedules and Notes to Financial Statements** | **All Statements, Schedules and Notes to Financial Statements** |
|  | Amounts designated as — are either zero or rounded to zero. |
| SEC | Securities and Exchange Commission |

---

------

**U.S. Social Core Equity 2 Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (98.4%) | COMMON STOCKS — (98.4%) | COMMON STOCKS — (98.4%) | COMMON STOCKS — (98.4%) |
| COMMUNICATION SERVICES — (8.8%) | COMMUNICATION SERVICES — (8.8%) | COMMUNICATION SERVICES — (8.8%) | COMMUNICATION SERVICES — (8.8%) |
|  | Alphabet, Inc. (GOOG <br> US), Class C<br>| 98953 | $27886935 |
|  | Alphabet, Inc. <br> (GOOGL US), <br> Class A<br>| 129773 | 36490870 |
| #\* | Altice USA, Inc., <br> Class A<br>| 16327 | 36409 |
| \* | AMC Networks, Inc., <br> Class A<br>| 3200 | 24256 |
| \* | Anterix, Inc. | 2629 | 53158 |
|  | Array Digital <br> Infrastructure, Inc.<br>| 7373 | 362162 |
| \* | AST SpaceMobile, <br> Inc.<br>| 5287 | 424282 |
|  | AT&T, Inc. | 223282 | 5526230 |
| \* | Atlanta Braves <br> Holdings, Inc. <br> (2291915D US), <br> Class A<br>| 363 | 15660 |
| \* | Atlanta Braves <br> Holdings, Inc. <br> (2292098D US), <br> Class C<br>| 5360 | 218259 |
|  | ATN International, <br> Inc.<br>| 2936 | 42660 |
| \* | Bandwidth, Inc., <br> Class A<br>| 3555 | 57413 |
| \* | Boston Omaha Corp., <br> Class A<br>| 1467 | 18660 |
| \* | Bumble, Inc., Class A | 6945 | 38545 |
|  | Cable One, Inc. | 630 | 93587 |
| \* | Cargurus, Inc. | 11428 | 401351 |
| \* | Cars.com, Inc. | 7031 | 75513 |
| #\* | Charter <br> Communications, <br> Inc., Class A<br>| 10501 | 2455554 |
|  | Cinemark Holdings, <br> Inc.<br>| 19740 | 533177 |
| \* | Cineverse Corp. | 3068 | 9357 |
|  | Comcast Corp., <br> Class A<br>| 142562 | 3968213 |
| \* | DoubleVerify Holdings, <br> Inc.<br>| 5193 | 59096 |
| \* | EchoStar Corp., <br> Class A<br>| 2890 | 216374 |
|  | Electronic Arts, Inc. | 10581 | 2116835 |
|  | Entravision <br> Communications <br> Corp., Class A<br>| 4228 | 8752 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | Eventbrite, Inc., <br> Class A<br>| 6468 | $14941 |
| \* | EverQuote, Inc., <br> Class A<br>| 1294 | 27873 |
| \* | EW Scripps Co., <br> Class A<br>| 12883 | 31306 |
|  | Fox Corp. (FOX US), <br> Class B<br>| 21488 | 1255114 |
|  | Fox Corp. (FOXA US), <br> Class A<br>| 21334 | 1379243 |
| \* | Frontier <br> Communications <br> Parent, Inc.<br>| 30219 | 1141069 |
| \* | fuboTV, Inc. | 40190 | 151918 |
| \* | Gaia, Inc. | 4112 | 20519 |
| \* | Gannett Co., Inc. | 21700 | 115010 |
| \* | GCI Liberty, Inc. <br> (GLBKV US), <br> Class C<br>| 2164 | 79257 |
| \* | GCI Liberty, Inc. <br> (GLIBA US), <br> Class A<br>| 372 | 13604 |
| \* | Gogo, Inc. | 10524 | 95768 |
|  | Gray Media, Inc. | 16887 | 77174 |
| \* | Harte Hanks, Inc. | 1613 | 5016 |
|  | IDT Corp., Class B | 3200 | 162112 |
| \* | IMAX Corp. | 5208 | 169208 |
| \* | Integral Ad Science <br> Holding Corp.<br>| 14649 | 149566 |
|  | Interpublic Group of <br> Cos., Inc.<br>| 44421 | 1139843 |
|  | Iridium <br> Communications, <br> Inc.<br>| 8869 | 169841 |
| \* | IZEA Worldwide, Inc. | 5497 | 28310 |
|  | John Wiley & Sons, <br> Inc. (WLY US), <br> Class A<br>| 3836 | 141433 |
| \* | Liberty Broadband <br> Corp. (LBRDA US), <br> Class A<br>| 1864 | 99705 |
| \* | Liberty Broadband <br> Corp. (LBRDK US), <br> Class C<br>| 13489 | 725978 |
| \* | Liberty Global Ltd. <br> (LBTYA US), <br> Class A<br>| 20523 | 225753 |
| \* | Liberty Global Ltd. <br> (LBTYK US), <br> Class C<br>| 20277 | 226089 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | Liberty Latin America <br> Ltd. (LILA US), <br> Class A<br>| 12090 | $94302 |
| \* | Liberty Latin America <br> Ltd. (LILAK US), <br> Class C<br>| 11097 | 87777 |
| \* | Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONK US), <br> Class C<br>| 16793 | 1676781 |
| \* | Liberty Media <br> Corp.-Liberty Live <br> (LLYVA US), <br> Class A<br>| 1829 | 160476 |
| \* | Liberty Media <br> Corp.-Liberty Live <br> (LLYVK US), <br> Class C<br>| 4562 | 412450 |
| \* | Lionsgate Studios <br> Corp.<br>| 26074 | 167656 |
| #\* | Live Nation <br> Entertainment, Inc.<br>| 9139 | 1366555 |
| \* | Lumen Technologies, <br> Inc.<br>| 67018 | 688945 |
| \* | Madison Square <br> Garden <br> Entertainment <br> Corp.<br>| 4462 | 197042 |
| \* | Magnite, Inc. | 27185 | 486068 |
|  | Marcus Corp. | 4915 | 70776 |
|  | Match Group, Inc. | 13597 | 439727 |
|  | Meta Platforms, Inc., <br> Class A<br>| 90365 | 58588148 |
| \* | Netflix, Inc. | 8371 | 9365977 |
|  | New York Times Co., <br> Class A<br>| 15361 | 875423 |
| # | News Corp. (NWS <br> US), Class B<br>| 15297 | 466100 |
|  | News Corp. (NWSA <br> US), Class A<br>| 34396 | 911494 |
|  | Nexstar Media Group, <br> Inc.<br>| 3887 | 760803 |
|  | Omnicom Group, Inc. | 16817 | 1261611 |
| # | Paramount Skydance <br> Corp., Class B<br>| 2662 | 40968 |
| \* | Pinterest, Inc., <br> Class A<br>| 26642 | 881850 |
| \* | PubMatic, Inc., <br> Class A<br>| 5258 | 43957 |
| \* | QuinStreet, Inc. | 5252 | 77677 |
| \* | Reddit, Inc., Class A | 1000 | 208950 |
| \* | Reservoir Media, Inc. | 3267 | 24829 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | ROBLOX Corp., <br> Class A<br>| 3481 | $395859 |
| \* | Roku, Inc. | 7422 | 787697 |
|  | Saga <br> Communications, <br> Inc., Class A<br>| 728 | 8918 |
|  | Scholastic Corp. | 3111 | 89192 |
|  | Shenandoah <br> Telecommunications <br> Co.<br>| 7254 | 89369 |
|  | Shutterstock, Inc. | 2636 | 65979 |
|  | Sinclair, Inc. | 5284 | 72179 |
| \* | Snap, Inc., Class A | 58762 | 458344 |
| \* | Sphere Entertainment <br> Co.<br>| 3735 | 255773 |
|  | Spok Holdings, Inc. | 2587 | 36968 |
| \* | Spotify Technology <br> SA<br>| 401 | 262783 |
| \* | Stagwell, Inc. | 23413 | 111212 |
| \* | Starz Entertainment <br> Corp.<br>| 1737 | 18256 |
|  | Sunrise <br> Communications <br> AG, ADR, Class A<br>| 6923 | 376611 |
| \* | Take-Two Interactive <br> Software, Inc.<br>| 6852 | 1756647 |
| \* | TechTarget, Inc. | 3475 | 19078 |
|  | TEGNA, Inc. | 34128 | 671298 |
|  | Telephone & Data <br> Systems, Inc.<br>| 15952 | 619257 |
| \* | Thryv Holdings, Inc. | 3300 | 25443 |
|  | TKO Group Holdings, <br> Inc.<br>| 3042 | 573113 |
|  | T-Mobile U.S., Inc. | 20652 | 4337953 |
| \* | Trade Desk, Inc., <br> Class A<br>| 4976 | 250193 |
| \* | Travelzoo | 2000 | 16840 |
| \* | TripAdvisor, Inc. | 11013 | 176869 |
|  | Verizon <br> Communications, <br> Inc.<br>| 154352 | 6133949 |
|  | Walt Disney Co. | 38766 | 4365827 |
| \* | Warner Bros <br> Discovery, Inc.<br>| 129430 | 2905704 |
| # | Warner Music Group <br> Corp., Class A<br>| 11835 | 378247 |
| \* | Yelp, Inc. | 5946 | 196099 |
|  | Zedge, Inc., Class B | 300 | 756 |
| \* | Ziff Davis, Inc. | 3949 | 133871 |
| \* | ZoomInfo <br> Technologies, Inc.<br>| 7408 | 83118 |
| TOTAL COMMUNICATION <br> SERVICES | TOTAL COMMUNICATION <br> SERVICES |  | 193808702 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (11.6%) | CONSUMER DISCRETIONARY — (11.6%) | CONSUMER DISCRETIONARY — (11.6%) | CONSUMER DISCRETIONARY — (11.6%) |
| \* | 1-800-Flowers.com, <br> Inc., Class A<br>| 5186 | $18670 |
| \* | Abercrombie & Fitch <br> Co., Class A<br>| 10546 | 765112 |
|  | Academy Sports & <br> Outdoors, Inc.<br>| 7922 | 379385 |
| # | Acushnet Holdings <br> Corp.<br>| 10245 | 792246 |
| \* | Adient PLC | 6723 | 155906 |
|  | ADT, Inc. | 92815 | 820485 |
| \* | Adtalem Global <br> Education, Inc.<br>| 3882 | 380514 |
|  | Advance Auto Parts, <br> Inc.<br>| 5996 | 282591 |
| \* | Airbnb, Inc., Class A | 4773 | 603975 |
|  | A-Mark Precious <br> Metals, Inc.<br>| 2426 | 64483 |
| \* | Amazon.com, Inc. | 290850 | 71031387 |
| \* | American Axle & <br> Manufacturing <br> Holdings, Inc.<br>| 11539 | 71542 |
|  | American Eagle <br> Outfitters, Inc.<br>| 20426 | 341318 |
| \* | American Public <br> Education, Inc.<br>| 1609 | 53885 |
| \* | America's Car-Mart, <br> Inc.<br>| 1100 | 24464 |
| \* | Amesite, Inc. | 204 | 712 |
| \* | Aptiv PLC | 15211 | 1233612 |
|  | Aramark | 25829 | 978403 |
| \* | Arhaus, Inc. | 6381 | 63938 |
|  | Arko Corp. | 3374 | 14862 |
| \* | Asbury Automotive <br> Group, Inc.<br>| 2558 | 600107 |
|  | Autoliv, Inc. | 12799 | 1494923 |
| \* | AutoNation, Inc. | 7876 | 1574176 |
| \* | AutoZone, Inc. | 456 | 1675540 |
|  | Bassett Furniture <br> Industries, Inc.<br>| 1200 | 17700 |
|  | Bath & Body Works, <br> Inc.<br>| 10206 | 249843 |
| \* | Beazer Homes USA, <br> Inc.<br>| 4424 | 99098 |
| \* | Bed Bath & Beyond, <br> Inc.<br>| 6300 | 48573 |
|  | Best Buy Co., Inc. | 22006 | 1807573 |
| \* | Biglari Holdings, Inc. <br> (BH US), Class B<br>| 39 | 14091 |
| \* | Biglari Holdings, Inc. <br> (BH/A US), Class A<br>| 42 | 73636 |
| \* | Birkenstock Holding <br> PLC<br>| 18402 | 734424 |
|  | Booking Holdings, <br> Inc.<br>| 562 | 2853690 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Boot Barn Holdings, <br> Inc.<br>| 3312 | $628121 |
|  | BorgWarner, Inc. | 25866 | 1111203 |
| \* | Bright Horizons Family <br> Solutions, Inc.<br>| 6918 | 755653 |
|  | Brunswick Corp. | 7757 | 512815 |
|  | Buckle, Inc. | 6559 | 359433 |
|  | Build-A-Bear <br> Workshop, Inc.<br>| 1856 | 100632 |
| \* | Burlington Stores, <br> Inc.<br>| 6894 | 1886129 |
|  | Caleres, Inc. | 4646 | 51292 |
|  | Camping World <br> Holdings, Inc., <br> Class A<br>| 4963 | 65313 |
| \* | Capri Holdings Ltd. | 7065 | 146599 |
| \* | CarMax, Inc. | 15413 | 645959 |
| \* | Carnival Corp. | 66608 | 1920309 |
|  | Carriage Services, <br> Inc.<br>| 2352 | 105134 |
|  | Carter's, Inc. | 3820 | 119948 |
| \* | Carvana Co. | 5545 | 1699764 |
| \* | Cava Group, Inc. | 2538 | 136367 |
| \* | Cavco Industries, Inc. | 964 | 510727 |
|  | Century Communities, <br> Inc.<br>| 3805 | 226017 |
| \* | Champion Homes, <br> Inc.<br>| 7662 | 522778 |
| \* | Chewy, Inc., Class A | 14671 | 494706 |
| \* | Chipotle Mexican Grill, <br> Inc.<br>| 47450 | 1503691 |
| # | Choice Hotels <br> International, Inc.<br>| 3696 | 343580 |
| \* | Citi Trends, Inc. | 1065 | 38148 |
|  | Columbia Sportswear <br> Co.<br>| 5331 | 264578 |
| \* | Cooper-Standard <br> Holdings, Inc.<br>| 2917 | 88152 |
| \* | Coupang, Inc. | 45250 | 1446643 |
| \* | Coursera, Inc. | 18501 | 155778 |
| # | Cracker Barrel Old <br> Country Store, Inc.<br>| 1300 | 43810 |
|  | Cricut, Inc., Class A | 3780 | 20072 |
| \* | Crocs, Inc. | 4285 | 350042 |
|  | Crown Crafts, Inc. | 3514 | 10120 |
| \* | Culp, Inc. | 8100 | 32562 |
|  | Dana, Inc. | 17564 | 356549 |
| \* | Deckers Outdoor <br> Corp.<br>| 12952 | 1055588 |
|  | Designer Brands, Inc., <br> Class A<br>| 1992 | 7350 |
|  | Dick's Sporting <br> Goods, Inc.<br>| 9099 | 2014974 |
|  | Dillard's, Inc., Class A | 1315 | 789105 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Dine Brands Global, <br> Inc.<br>| 1500 | $37080 |
|  | Domino's Pizza, Inc. | 1342 | 534733 |
| \* | DoorDash, Inc., <br> Class A<br>| 7303 | 1857664 |
| \* | Dorman Products, <br> Inc.<br>| 3867 | 518681 |
|  | DR Horton, Inc. | 16225 | 2418823 |
| \* | Dream Finders <br> Homes, Inc., <br> Class A<br>| 3831 | 75854 |
| \* | Driven Brands <br> Holdings, Inc.<br>| 13997 | 200857 |
| \* | Duolingo, Inc. | 853 | 230856 |
| \* | Dutch Bros, Inc., <br> Class A<br>| 6013 | 333962 |
|  | eBay, Inc. | 32399 | 2634363 |
| \* | El Pollo Loco <br> Holdings, Inc.<br>| 3355 | 34288 |
| \* | Envela Corp. | 2497 | 22698 |
|  | Escalade, Inc. | 1450 | 16690 |
|  | Ethan Allen Interiors, <br> Inc.<br>| 3263 | 78867 |
| \* | Etsy, Inc. | 7486 | 464132 |
|  | Expedia Group, Inc. | 8806 | 1937320 |
| \* | Figs, Inc., Class A | 16422 | 122508 |
| \* | First Watch <br> Restaurant Group, <br> Inc.<br>| 5169 | 85237 |
| \* | Five Below, Inc. | 4962 | 780374 |
|  | Flexsteel Industries, <br> Inc.<br>| 1153 | 39421 |
| #\* | Floor & Decor <br> Holdings, Inc., <br> Class A<br>| 7481 | 467413 |
|  | Ford Motor Co. | 239012 | 3138228 |
| \* | Fox Factory Holding <br> Corp.<br>| 3696 | 81719 |
| \* | Frontdoor, Inc. | 7576 | 503274 |
| \* | Funko, Inc., Class A | 4017 | 12533 |
|  | Gap, Inc. | 46468 | 1061794 |
|  | Garmin Ltd. | 8856 | 1894653 |
|  | Garrett Motion, Inc. | 13768 | 233230 |
|  | General Motors Co. | 90575 | 6257827 |
| \* | Genesco, Inc. | 800 | 23208 |
|  | Gentex Corp. | 30960 | 726012 |
| \* | Gentherm, Inc. | 3913 | 143998 |
|  | Genuine Parts Co. | 9038 | 1150628 |
| \* | G-III Apparel Group <br> Ltd.<br>| 5413 | 145339 |
| \* | Global Business <br> Travel Group I<br>| 21238 | 166931 |
| \* | Goodyear Tire & <br> Rubber Co.<br>| 22423 | 154494 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Graham Holdings Co., <br> Class B<br>| 645 | $652824 |
| \* | Grand Canyon <br> Education, Inc.<br>| 3601 | 678068 |
| \* | Green Brick Partners, <br> Inc.<br>| 5861 | 379441 |
|  | Group 1 Automotive, <br> Inc.<br>| 1659 | 659519 |
| \* | Groupon, Inc. | 2476 | 49842 |
|  | Guess?, Inc. | 5802 | 98518 |
|  | H&R Block, Inc. | 12911 | 642193 |
|  | Hamilton Beach <br> Brands Holding Co., <br> Class A<br>| 1000 | 14070 |
| \* | Hanesbrands, Inc. | 25434 | 168119 |
|  | Harley-Davidson, Inc. | 9529 | 257092 |
|  | Hasbro, Inc. | 13459 | 1027056 |
|  | Haverty Furniture <br> Cos., Inc. (HVT <br> US)<br>| 2071 | 45169 |
| \* | Helen of Troy Ltd. | 2950 | 54959 |
| \* | Hilton Grand <br> Vacations, Inc.<br>| 9683 | 401360 |
|  | Hilton Worldwide <br> Holdings, Inc.<br>| 6411 | 1647371 |
| \* | Holley, Inc. | 15800 | 45346 |
|  | Home Depot, Inc. | 34411 | 13062071 |
|  | Hooker Furnishings <br> Corp.<br>| 1478 | 13420 |
| \* | Hovnanian <br> Enterprises, Inc., <br> Class A<br>| 369 | 44365 |
| # | Hyatt Hotels Corp., <br> Class A<br>| 3805 | 522845 |
|  | Installed Building <br> Products, Inc.<br>| 3504 | 869798 |
|  | J Jill, Inc. | 763 | 11498 |
|  | JAKKS Pacific, Inc. | 706 | 12002 |
|  | Jerash Holdings U.S., <br> Inc.<br>| 681 | 2309 |
|  | Johnson Outdoors, <br> Inc., Class A<br>| 1404 | 57185 |
|  | KB Home | 9195 | 573952 |
| # | Kohl's Corp. | 11105 | 180678 |
|  | Kontoor Brands, Inc. | 7419 | 600345 |
| \* | Koss Corp. | 1010 | 4878 |
|  | Krispy Kreme, Inc. | 13223 | 47471 |
| \* | Kura Sushi USA, Inc., <br> Class A<br>| 492 | 28010 |
|  | Lakeland Industries, <br> Inc.<br>| 1000 | 16460 |
| \* | Lands' End, Inc. | 2914 | 45866 |
| \* | Latham Group, Inc. | 20202 | 146465 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Laureate Education, <br> Inc.<br>| 18893 | $548464 |
|  | La-Z-Boy, Inc. | 5515 | 174826 |
|  | LCI Industries | 3507 | 362939 |
|  | Lear Corp. | 6361 | 665679 |
| \* | Legacy Housing <br> Corp.<br>| 3926 | 88158 |
|  | Leggett & Platt, Inc. | 7426 | 69359 |
|  | Lennar Corp. (LEN <br> US), Class A<br>| 11154 | 1380531 |
|  | Lennar Corp. (LENB <br> US), Class B<br>| 3 | 354 |
|  | Levi Strauss & Co., <br> Class A<br>| 11491 | 233037 |
| \* | LGI Homes, Inc. | 2381 | 97169 |
| \* | Life Time Group <br> Holdings, Inc.<br>| 23791 | 588351 |
|  | Lifetime Brands, Inc. | 1970 | 6678 |
| \* | Lincoln Educational <br> Services Corp.<br>| 3900 | 75738 |
| \* | Lindblad Expeditions <br> Holdings, Inc.<br>| 4594 | 55404 |
|  | Lithia Motors, Inc. | 3027 | 950720 |
| \* | Live Ventures, Inc. | 2300 | 31487 |
|  | LKQ Corp. | 28540 | 912138 |
| \* | Lovesac Co. | 1399 | 19404 |
|  | Lowe's Cos., Inc. | 6441 | 1533795 |
| #\* | Lucid Group, Inc. | 6830 | 121233 |
| \* | Lululemon Athletica, <br> Inc.<br>| 7272 | 1240167 |
|  | Macy's, Inc. | 33858 | 659892 |
| \* | Malibu Boats, Inc., <br> Class A<br>| 2468 | 68783 |
|  | Marine Products <br> Corp.<br>| 839 | 7090 |
| \* | MarineMax, Inc. | 1960 | 48549 |
|  | Marriott International, <br> Inc., Class A<br>| 1749 | 455754 |
|  | Marriott Vacations <br> Worldwide Corp.<br>| 4085 | 269528 |
| \* | MasterCraft Boat <br> Holdings, Inc.<br>| 3400 | 68204 |
| \* | Mattel, Inc. | 25367 | 466245 |
|  | Matthews International <br> Corp., Class A<br>| 5959 | 139560 |
|  | McDonald's Corp. | 9488 | 2831504 |
|  | Meritage Homes <br> Corp.<br>| 6570 | 443869 |
| \* | Mister Car Wash, Inc. | 26417 | 147671 |
| \* | Mobileye Global, Inc., <br> Class A<br>| 6631 | 87198 |
| \* | Modine Manufacturing <br> Co.<br>| 6897 | 1056689 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Mohawk Industries, <br> Inc.<br>| 6920 | $786389 |
|  | Monro, Inc. | 4116 | 60299 |
| \* | Motorcar Parts of <br> America, Inc.<br>| 2184 | 37259 |
|  | Movado Group, Inc. | 2400 | 43704 |
|  | Murphy USA, Inc. | 2038 | 730012 |
|  | Nathan's Famous, <br> Inc.<br>| 600 | 63498 |
| \* | National Vision <br> Holdings, Inc.<br>| 9701 | 249801 |
|  | NIKE, Inc., Class B | 21698 | 1401474 |
| \* | Norwegian Cruise <br> Line Holdings Ltd.<br>| 49148 | 1101898 |
| \* | NVR, Inc. | 300 | 2163246 |
| \* | Ollie's Bargain Outlet <br> Holdings, Inc.<br>| 7308 | 882879 |
|  | OneSpaWorld <br> Holdings Ltd.<br>| 10972 | 255318 |
| \* | OneWater Marine, <br> Inc., Class A<br>| 1156 | 17953 |
| \* | O'Reilly Automotive, <br> Inc.<br>| 9205 | 869320 |
|  | Oxford Industries, Inc. | 1896 | 69868 |
|  | Papa John's <br> International, Inc.<br>| 2590 | 131598 |
|  | Patrick Industries, <br> Inc.<br>| 4400 | 459228 |
|  | Penske Automotive <br> Group, Inc.<br>| 6155 | 985231 |
|  | Perdoceo Education <br> Corp.<br>| 10364 | 329161 |
| \* | Petco Health & <br> Wellness Co., Inc.<br>| 16353 | 52003 |
|  | Phinia, Inc. | 4988 | 258927 |
| \* | Planet Fitness, Inc., <br> Class A<br>| 7032 | 637732 |
|  | Polaris, Inc. | 4768 | 315165 |
|  | Pool Corp. | 2587 | 690884 |
| \* | Portillo's, Inc., <br> Class A<br>| 3567 | 19083 |
|  | PulteGroup, Inc. | 24354 | 2919314 |
| \* | Pursuit Attractions & <br> Hospitality, Inc.<br>| 3606 | 127941 |
|  | PVH Corp. | 5068 | 396976 |
|  | Ralph Lauren Corp. | 5141 | 1643372 |
| \* | Rave Restaurant <br> Group, Inc.<br>| 205 | 525 |
| \* | Revolve Group, Inc. | 5809 | 128495 |
| \* | RH | 1471 | 253733 |
| #\* | Rivian Automotive, <br> Inc., Class A<br>| 78852 | 1070022 |
|  | Rocky Brands, Inc. | 402 | 11332 |
|  | Ross Stores, Inc. | 24928 | 3961558 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Royal Caribbean <br> Cruises Ltd.<br>| 23406 | $6713543 |
| \* | Sabre Corp. | 20921 | 42783 |
| \* | Sally Beauty Holdings, <br> Inc.<br>| 14352 | 216859 |
| \* | Savers Value Village, <br> Inc.<br>| 10893 | 100325 |
|  | Service Corp. <br> International<br>| 15946 | 1331650 |
| \* | Shake Shack, Inc., <br> Class A<br>| 3578 | 345313 |
| #\* | SharkNinja, Inc. | 12894 | 1102437 |
|  | Shoe Carnival, Inc. | 3510 | 64338 |
|  | Signet Jewelers Ltd. | 8025 | 793271 |
| \* | Sleep Number Corp. | 6099 | 33545 |
| # | Somnigroup <br> International, Inc.<br>| 17830 | 1414632 |
|  | Sonic Automotive, <br> Inc., Class A<br>| 2836 | 180171 |
| \* | Sonos, Inc. | 12142 | 208478 |
| \* | Sportsman's <br> Warehouse <br> Holdings, Inc.<br>| 4200 | 10374 |
|  | Standard Motor <br> Products, Inc.<br>| 3764 | 139757 |
|  | Starbucks Corp. | 12324 | 996642 |
|  | Steven Madden Ltd. | 9277 | 314583 |
| \* | Stitch Fix, Inc., <br> Class A<br>| 19988 | 83750 |
| \* | Stoneridge, Inc. | 5645 | 38442 |
|  | Strategic Education, <br> Inc.<br>| 4013 | 304908 |
| \* | Strattec Security <br> Corp.<br>| 437 | 26814 |
| \* | Stride, Inc. | 4661 | 317134 |
|  | Superior Group of <br> Cos., Inc.<br>| 1686 | 15747 |
| \* | Sweetgreen, Inc., <br> Class A<br>| 8610 | 54157 |
|  | Tandy Leather <br> Factory, Inc.<br>| 2345 | 7152 |
|  | Tapestry, Inc. | 37120 | 4076518 |
| \* | Target Hospitality <br> Corp.<br>| 7359 | 56591 |
| \* | Taylor Morrison Home <br> Corp.<br>| 18726 | 1109890 |
| \* | Tesla, Inc. | 23117 | 10554298 |
|  | Texas Roadhouse, <br> Inc.<br>| 6072 | 993258 |
|  | Thor Industries, Inc. | 5889 | 614517 |
| \* | Tile Shop Holdings, <br> Inc.<br>| 8472 | 53035 |
|  | TJX Cos., Inc. | 44208 | 6195309 |
|  | Toll Brothers, Inc. | 12854 | 1734647 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | TopBuild Corp. | 3342 | $1411928 |
| \* | Topgolf Callaway <br> Brands Corp.<br>| 24000 | 225840 |
|  | Tractor Supply Co. | 29175 | 1578659 |
|  | Travel & Leisure Co. | 5347 | 335685 |
| \* | Tri Pointe Homes, <br> Inc.<br>| 11219 | 357325 |
| \* | Ulta Beauty, Inc. | 4698 | 2442396 |
| \* | Under Armour, Inc. <br> (UA US), Class C<br>| 34811 | 154561 |
| \* | Under Armour, Inc. <br> (UAA US), Class A<br>| 8157 | 37604 |
| \* | Unifi, Inc. | 2302 | 10267 |
| \* | United Parks & <br> Resorts, Inc.<br>| 4351 | 210588 |
| \* | Universal Electronics, <br> Inc.<br>| 1080 | 4201 |
| \* | Universal Technical <br> Institute, Inc.<br>| 8514 | 253036 |
|  | Upbound Group, Inc. | 7274 | 140970 |
| \* | Urban Outfitters, Inc. | 15120 | 976903 |
|  | Vail Resorts, Inc. | 2826 | 419181 |
| \* | Valvoline, Inc. | 14742 | 486633 |
|  | VF Corp. | 29285 | 411161 |
| \* | Victoria's Secret & <br> Co.<br>| 9405 | 331526 |
|  | Visteon Corp. | 3195 | 342376 |
| \* | Warby Parker, Inc., <br> Class A<br>| 10839 | 212336 |
| \* | Wayfair, Inc., Class A | 7421 | 768148 |
|  | Wendy's Co. | 24810 | 211877 |
|  | Weyco Group, Inc. | 1047 | 30017 |
| # | Whirlpool Corp. | 4878 | 349411 |
|  | Williams-Sonoma, <br> Inc.<br>| 12758 | 2479390 |
| # | Wingstop, Inc. | 2160 | 467921 |
|  | Winmark Corp. | 350 | 141110 |
|  | Winnebago Industries, <br> Inc.<br>| 3180 | 119918 |
|  | Wolverine World <br> Wide, Inc.<br>| 7848 | 178150 |
| # | Wyndham Hotels & <br> Resorts, Inc.<br>| 9750 | 715943 |
| \* | YETI Holdings, Inc. | 6368 | 216448 |
|  | Yum! Brands, Inc. | 9314 | 1287288 |
| \* | Zumiez, Inc. | 1507 | 32627 |
| TOTAL CONSUMER <br> DISCRETIONARY | TOTAL CONSUMER <br> DISCRETIONARY |  | 258104416 |
| CONSUMER STAPLES — (4.7%) | CONSUMER STAPLES — (4.7%) | CONSUMER STAPLES — (4.7%) | CONSUMER STAPLES — (4.7%) |
|  | Albertsons Cos., Inc., <br> Class A<br>| 44076 | 779704 |
|  | Alico, Inc. | 1900 | 66899 |
|  | Andersons, Inc. | 5770 | 267209 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | Archer-Daniels-Midland <br> Co.<br>| 25633 | $1551565 |
|  | B&G Foods, Inc. | 7703 | 30812 |
| \* | BellRing Brands, Inc. | 13094 | 394522 |
| \* | BJ's Wholesale Club <br> Holdings, Inc.<br>| 18829 | 1661848 |
|  | Bunge Global SA | 12980 | 1227908 |
|  | Calavo Growers, Inc. | 2336 | 51883 |
|  | Cal-Maine Foods, Inc. | 6197 | 544097 |
|  | Campbell's Co. | 24406 | 735353 |
|  | Casey's General <br> Stores, Inc.<br>| 3887 | 1994769 |
| \* | Celsius Holdings, Inc. | 4062 | 244654 |
| #\* | Central Garden & Pet <br> Co. (CENT US)<br>| 1889 | 57936 |
| \* | Central Garden & Pet <br> Co. (CENTA US), <br> Class A<br>| 10697 | 297484 |
| \* | Chefs' Warehouse, <br> Inc.<br>| 4355 | 256945 |
|  | Clorox Co. | 6442 | 724467 |
|  | Coca-Cola Co. | 148065 | 10201678 |
|  | Coca-Cola <br> Consolidated, Inc.<br>| 9510 | 1239914 |
| \* | Coffee Holding Co., <br> Inc.<br>| 2499 | 10196 |
|  | Colgate-Palmolive <br> Co.<br>| 25452 | 1961077 |
|  | Conagra Brands, Inc. | 25544 | 439101 |
|  | Costco Wholesale <br> Corp.<br>| 13699 | 12485954 |
| \* | Coty, Inc., Class A | 70778 | 280989 |
| \* | Darling Ingredients, <br> Inc.<br>| 13380 | 428829 |
|  | Dole PLC | 9230 | 117590 |
|  | Dollar General Corp. | 19695 | 1943109 |
| #\* | Dollar Tree, Inc. | 17384 | 1723102 |
|  | Edgewell Personal <br> Care Co.<br>| 3658 | 70929 |
| \* | elf Beauty, Inc. | 1825 | 222905 |
|  | Energizer Holdings, <br> Inc.<br>| 8286 | 192484 |
|  | Estee Lauder Cos., <br> Inc., Class A<br>| 20768 | 2008058 |
|  | Flowers Foods, Inc. | 16556 | 197513 |
|  | Fresh Del Monte <br> Produce, Inc.<br>| 6820 | 241087 |
| \*» | Fresh Market, Inc. | 3200 | 0 |
| \* | Freshpet, Inc. | 4228 | 208060 |
|  | General Mills, Inc. | 24155 | 1125865 |
| \* | Grocery Outlet <br> Holding Corp.<br>| 13378 | 182075 |
| \* | Herbalife Ltd. | 13736 | 109888 |
|  | Hershey Co. | 8941 | 1516662 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| \* | HF Foods Group, Inc. | 3658 | $7901 |
| \* | Honest Co., Inc. | 12352 | 42120 |
|  | Hormel Foods Corp. | 28867 | 623239 |
|  | Ingles Markets, Inc., <br> Class A<br>| 1865 | 128871 |
|  | Ingredion, Inc. | 8097 | 934475 |
|  | Interparfums, Inc. | 3484 | 310599 |
|  | J&J Snack Foods <br> Corp.<br>| 1527 | 129261 |
|  | J.M. Smucker Co. | 6160 | 637868 |
|  | John B Sanfilippo & <br> Son, Inc.<br>| 985 | 61838 |
|  | Kenvue, Inc. | 93452 | 1342905 |
|  | Keurig Dr. Pepper, <br> Inc.<br>| 37234 | 1011275 |
|  | Kimberly-Clark Corp. | 19918 | 2384384 |
|  | Kraft Heinz Co. | 33443 | 827045 |
|  | Kroger Co. | 79338 | 5048277 |
| \* | Laird Superfood, Inc. | 1600 | 7920 |
|  | Lamb Weston <br> Holdings, Inc.<br>| 14957 | 923296 |
|  | Lifevantage Corp. | 2233 | 18288 |
| \* | Lifeway Foods, Inc. | 2012 | 48268 |
|  | Limoneira Co. | 1403 | 19824 |
| \* | Mama's Creations, <br> Inc.<br>| 3339 | 35360 |
| \* | Maplebear, Inc. | 17638 | 650137 |
|  | Marzetti Co. | 3245 | 508784 |
|  | McCormick & Co., Inc. <br> (MKC US)<br>| 15477 | 993004 |
|  | McCormick & Co., Inc. <br> (MKC/V US)<br>| 180 | 11514 |
| \* | Medifast, Inc. | 1536 | 18463 |
| \* | Mission Produce, Inc. | 8048 | 92713 |
|  | Mondelez <br> International, Inc., <br> Class A<br>| 38736 | 2225771 |
| \* | Monster Beverage <br> Corp.<br>| 38883 | 2598551 |
| \* | National Beverage <br> Corp.<br>| 8976 | 307607 |
|  | Natural Grocers by <br> Vitamin Cottage, <br> Inc.<br>| 2911 | 93414 |
|  | Natural Health Trends <br> Corp.<br>| 2028 | 8943 |
| \* | Nature's Sunshine <br> Products, Inc.<br>| 1300 | 17524 |
|  | Nu Skin Enterprises, <br> Inc., Class A<br>| 5008 | 53686 |
|  | Oil-Dri Corp. of <br> America<br>| 1754 | 97154 |
|  | PepsiCo, Inc. | 50623 | 7395514 |
|  | Pilgrim's Pride Corp. | 18384 | 700430 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| \* | Post Holdings, Inc. | 7098 | $737695 |
|  | PriceSmart, Inc. | 3943 | 453208 |
|  | Reynolds Consumer <br> Products, Inc.<br>| 14903 | 364229 |
|  | Seaboard Corp. | 86 | 289818 |
| \* | Seneca Foods Corp. <br> (SENEA US), <br> Class A<br>| 1000 | 107835 |
| \*» | Seneca Foods Corp. <br> (SENEB US), <br> Class B<br>| 302 | 33119 |
| \* | Simply Good Foods <br> Co.<br>| 12954 | 253510 |
|  | Spectrum Brands <br> Holdings, Inc.<br>| 3764 | 202804 |
| \* | Sprouts Farmers <br> Market, Inc.<br>| 16988 | 1341372 |
|  | Sysco Corp. | 28563 | 2121660 |
|  | Target Corp. | 22217 | 2059960 |
|  | Tootsie Roll Industries, <br> Inc.<br>| 4467 | 157640 |
| \* | TreeHouse Foods, <br> Inc.<br>| 4447 | 80935 |
|  | Tyson Foods, Inc., <br> Class A<br>| 15065 | 774492 |
| \* | U.S. Foods Holding <br> Corp.<br>| 31803 | 2309534 |
| \* | United Natural Foods, <br> Inc.<br>| 7135 | 268633 |
|  | United-Guardian, Inc. | 2622 | 18800 |
| \* | USANA Health <br> Sciences, Inc.<br>| 2400 | 50760 |
|  | Utz Brands, Inc. | 5589 | 58852 |
|  | Village Super Market, <br> Inc., Class A<br>| 770 | 24155 |
| \* | Vita Coco Co., Inc. | 7460 | 307203 |
| \* | Vital Farms, Inc. | 4758 | 156300 |
|  | Walmart, Inc. | 125282 | 12676033 |
|  | WD-40 Co. | 1559 | 302882 |
|  | Weis Markets, Inc. | 3173 | 200978 |
| \* | Zevia PBC, Class A | 6596 | 15567 |
| TOTAL CONSUMER <br> STAPLES | TOTAL CONSUMER <br> STAPLES |  | 103479317 |
| ENERGY — (1.8%) | ENERGY — (1.8%) | ENERGY — (1.8%) | ENERGY — (1.8%) |
|  | Archrock, Inc. | 22541 | 569611 |
|  | Atlas Energy <br> Solutions, Inc.<br>| 9742 | 120606 |
|  | Baker Hughes Co. | 71609 | 3466592 |
| \* | Bristow Group, Inc. | 3445 | 140211 |
|  | Cactus, Inc., Class A | 5931 | 261972 |
| #\* | Centrus Energy Corp., <br> Class A<br>| 3218 | 1182486 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | Cheniere Energy, Inc. | 16833 | $3568596 |
| \* | Clean Energy Fuels <br> Corp.<br>| 26300 | 75218 |
|  | Core Laboratories, <br> Inc.<br>| 4395 | 70056 |
| \* | CVR Energy, Inc. | 2783 | 99047 |
| \* | DMC Global, Inc. | 2624 | 21149 |
|  | Energy Services of <br> America Corp.<br>| 1620 | 17755 |
|  | Epsilon Energy Ltd. | 14303 | 68654 |
|  | Evolution Petroleum <br> Corp.<br>| 4751 | 20809 |
|  | Excelerate Energy, <br> Inc., Class A<br>| 2693 | 69776 |
| \* | Expro Group Holdings <br> NV<br>| 11434 | 155274 |
| \* | Forum Energy <br> Technologies, Inc.<br>| 1425 | 38161 |
|  | FutureFuel Corp. | 3578 | 14062 |
| \* | Green Plains, Inc. | 4083 | 41973 |
| \* | Gulf Island <br> Fabrication, Inc.<br>| 7659 | 59817 |
|  | Halliburton Co. | 49392 | 1325681 |
| \* | Helix Energy Solutions <br> Group, Inc.<br>| 15623 | 104987 |
|  | Helmerich & Payne, <br> Inc.<br>| 7802 | 204881 |
|  | HF Sinclair Corp. | 23706 | 1223230 |
| \* | Innovex International, <br> Inc.<br>| 2594 | 52062 |
| # | Kinetik Holdings, Inc. | 829 | 31925 |
|  | Kodiak Gas Services, <br> Inc.<br>| 7507 | 276858 |
|  | Liberty Energy, Inc. | 15877 | 287532 |
| \* | Mammoth Energy <br> Services, Inc.<br>| 3046 | 6214 |
|  | Marathon Petroleum <br> Corp.<br>| 14554 | 2836720 |
| #\* | MIND Technology, <br> Inc.<br>| 2772 | 30520 |
| \* | Nabors Industries Ltd. | 580 | 28142 |
|  | Natural Gas Services <br> Group, Inc.<br>| 1338 | 37250 |
| \* | NCS Multistage <br> Holdings, Inc.<br>| 17 | 624 |
| #\* | New Fortress Energy, <br> Inc.<br>| 24882 | 32098 |
|  | Noble Corp. PLC | 15924 | 467369 |
|  | Nordic American <br> Tankers Ltd.<br>| 29128 | 107191 |
|  | NOV, Inc. | 29238 | 426875 |
| \* | Oceaneering <br> International, Inc.<br>| 22527 | 524654 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | Oil States <br> International, Inc.<br>| 8483 | $50643 |
|  | ONEOK, Inc. | 34473 | 2309691 |
| \* | OPAL Fuels, Inc., <br> Class A<br>| 5068 | 12214 |
| \* | Par Pacific Holdings, <br> Inc.<br>| 6515 | 260470 |
|  | Patterson-UTI Energy, <br> Inc.<br>| 6487 | 40673 |
|  | PBF Energy, Inc., <br> Class A<br>| 14385 | 491535 |
|  | Phillips 66 | 20283 | 2761328 |
| \* | ProFrac Holding <br> Corp., Class A<br>| 2646 | 14474 |
| \* | ProPetro Holding <br> Corp.<br>| 14964 | 155326 |
|  | Ranger Energy <br> Services, Inc., <br> Class A<br>| 700 | 9618 |
| \* | REX American <br> Resources Corp.<br>| 5620 | 180009 |
|  | RPC, Inc. | 17369 | 90319 |
| \* | Seadrill Ltd. | 5730 | 180839 |
|  | Select Water <br> Solutions, Inc.<br>| 13467 | 155679 |
|  | SLB Ltd. | 93568 | 3374062 |
|  | Solaris Energy <br> Infrastructure, Inc.<br>| 4135 | 220106 |
| \* | Stabilis Solutions, Inc. | 600 | 2994 |
| \*†† | Strongbridge <br> Biopharma<br>| 6381 | 0 |
|  | Targa Resources <br> Corp.<br>| 16402 | 2526564 |
|  | TechnipFMC PLC | 63942 | 2644002 |
|  | Teekay Corp. Ltd. | 10932 | 105166 |
|  | Teekay Tankers Ltd., <br> Class A<br>| 4751 | 289811 |
| \* | TETRA Technologies, <br> Inc.<br>| 20544 | 145041 |
|  | Texas Pacific Land <br> Corp.<br>| 1946 | 1835817 |
| \* | Transocean Ltd. | 88233 | 338815 |
| \* | Valaris Ltd. | 5821 | 326674 |
|  | Valero Energy Corp. | 17983 | 3049197 |
|  | Viper Energy, Inc., <br> Class A<br>| 3884 | 145883 |
|  | Weatherford <br> International PLC<br>| 7814 | 575814 |
|  | Western Midstream <br> Partners LP<br>| 1467 | 54955 |
|  | World Kinect Corp. | 7079 | 182992 |
| TOTAL ENERGY | TOTAL ENERGY |  | 40597349 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (17.6%) | FINANCIALS — (17.6%) | FINANCIALS — (17.6%) | FINANCIALS — (17.6%) |
|  | 1st Source Corp. | 3311 | $196806 |
| \* | Acacia Research <br> Corp.<br>| 3887 | 13488 |
|  | Acadian Asset <br> Management, Inc.<br>| 5920 | 284752 |
|  | ACNB Corp. | 719 | 32484 |
|  | Affiliated Managers <br> Group, Inc.<br>| 3643 | 866888 |
|  | Affinity Bancshares, <br> Inc.<br>| 836 | 15859 |
| \* | Affirm Holdings, Inc. | 12631 | 907916 |
|  | Aflac, Inc. | 25498 | 2733131 |
|  | Alerus Financial <br> Corp.<br>| 296 | 6252 |
|  | Allstate Corp. | 12199 | 2336352 |
|  | Ally Financial, Inc. | 35484 | 1382811 |
|  | Amalgamated <br> Financial Corp.<br>| 4607 | 125587 |
| \* | Ambac Financial <br> Group, Inc.<br>| 6317 | 51863 |
|  | Amerant Bancorp, <br> Inc.<br>| 4494 | 75364 |
|  | American Coastal <br> Insurance Corp.<br>| 2127 | 25184 |
|  | American Express <br> Co.<br>| 24847 | 8963058 |
|  | American Financial <br> Group, Inc.<br>| 9291 | 1223439 |
|  | American International <br> Group, Inc.<br>| 31687 | 2502005 |
|  | Ameriprise Financial, <br> Inc.<br>| 7848 | 3553339 |
|  | Ameris Bancorp | 8793 | 629755 |
|  | AMERISAFE, Inc. | 2201 | 88216 |
|  | AmeriServ Financial, <br> Inc.<br>| 300 | 915 |
|  | Ames National Corp. | 629 | 13121 |
|  | Aon PLC, Class A | 8670 | 2953696 |
|  | Apollo Global <br> Management, Inc.<br>| 16757 | 2083063 |
|  | Arch Capital Group <br> Ltd.<br>| 21896 | 1889844 |
|  | ARES Management <br> Corp., Class A<br>| 3884 | 577590 |
|  | Arrow Financial Corp. | 2582 | 72012 |
|  | Arthur J Gallagher & <br> Co.<br>| 4167 | 1039625 |
|  | Artisan Partners Asset <br> Management, Inc., <br> Class A<br>| 8713 | 380410 |
|  | Associated <br> Banc-Corp.<br>| 20501 | 507810 |
|  | Assurant, Inc. | 5558 | 1176740 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Assured Guaranty <br> Ltd.<br>| 7136 | $575019 |
|  | Atlantic Union <br> Bankshares Corp.<br>| 18271 | 594173 |
| \* | Atlanticus Holdings <br> Corp.<br>| 1700 | 93687 |
|  | Auburn National <br> BanCorp, Inc.<br>| 506 | 13126 |
|  | Axis Capital Holdings <br> Ltd.<br>| 11507 | 1077746 |
| \* | Axos Financial, Inc. | 7410 | 577832 |
| \* | Baldwin Insurance <br> Group, Inc.<br>| 6123 | 135318 |
|  | Banc of California, <br> Inc.<br>| 20030 | 339909 |
|  | BancFirst Corp. | 5329 | 580115 |
| \* | Bancorp, Inc. | 5906 | 386075 |
|  | Bank First Corp. | 403 | 49214 |
|  | Bank of America <br> Corp.<br>| 191203 | 10219800 |
|  | Bank of Hawaii Corp. | 5099 | 331078 |
|  | Bank of Marin <br> Bancorp<br>| 927 | 23870 |
|  | Bank of New York <br> Mellon Corp.<br>| 36454 | 3934480 |
|  | Bank of NT Butterfield <br> & Son Ltd.<br>| 5813 | 268909 |
|  | Bank of the James <br> Financial Group, <br> Inc.<br>| 1236 | 20950 |
|  | Bank OZK | 14543 | 654290 |
|  | Bank7 Corp. | 727 | 30178 |
|  | BankFinancial Corp. | 2924 | 32310 |
|  | BankUnited, Inc. | 8806 | 352944 |
|  | Bankwell Financial <br> Group, Inc.<br>| 700 | 30345 |
|  | Banner Corp. | 4434 | 267769 |
|  | Bar Harbor <br> Bankshares<br>| 1390 | 40769 |
|  | BayCom Corp. | 742 | 20227 |
|  | BCB Bancorp, Inc. | 1023 | 8123 |
|  | Beacon Financial <br> Corp.<br>| 10405 | 253258 |
|  | BGC Group, Inc., <br> Class A<br>| 46427 | 424343 |
|  | Blackrock, Inc. | 3599 | 3897033 |
|  | Blackstone, Inc. | 11010 | 1614506 |
| \* | Block, Inc. | 19424 | 1475059 |
| \* | Blue Foundry <br> Bancorp<br>| 2607 | 21482 |
| \* | Blue Ridge <br> Bankshares, Inc.<br>| 549 | 2460 |
|  | BOK Financial Corp. | 8156 | 852954 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Bread Financial <br> Holdings, Inc.<br>| 7310 | $457971 |
| \* | Bridgewater <br> Bancshares, Inc.<br>| 3552 | 58466 |
| \* | Brighthouse Financial, <br> Inc.<br>| 9622 | 549128 |
|  | Brown & Brown, Inc. | 13262 | 1057512 |
|  | Burke & Herbert <br> Financial Services <br> Corp.<br>| 812 | 47794 |
|  | Business First <br> Bancshares, Inc.<br>| 3511 | 86090 |
| \* | BV Financial, Inc. | 732 | 11932 |
|  | Byline Bancorp, Inc. | 5176 | 138406 |
|  | C&F Financial Corp. | 500 | 34205 |
|  | Cadence Bank | 25145 | 948972 |
| \* | California BanCorp | 1165 | 21541 |
|  | Camden National <br> Corp.<br>| 2170 | 82785 |
|  | Capital Bancorp, Inc. | 758 | 21069 |
|  | Capital City Bank <br> Group, Inc.<br>| 2300 | 89470 |
|  | Capital One Financial <br> Corp.<br>| 33071 | 7275289 |
|  | Capitol Federal <br> Financial, Inc.<br>| 17901 | 108122 |
|  | Carlyle Group, Inc. | 29172 | 1555451 |
| \* | Carter Bankshares, <br> Inc.<br>| 2267 | 38720 |
|  | Cass Information <br> Systems, Inc.<br>| 1795 | 70956 |
|  | Cathay General <br> Bancorp<br>| 8858 | 402596 |
|  | CB Financial Services, <br> Inc.<br>| 824 | 26673 |
|  | Cboe Global Markets, <br> Inc.<br>| 5617 | 1379760 |
|  | Central Pacific <br> Financial Corp.<br>| 3460 | 98645 |
|  | CF Bankshares, Inc. | 840 | 19488 |
|  | Charles Schwab <br> Corp.<br>| 46611 | 4405672 |
|  | Chemung Financial <br> Corp.<br>| 400 | 20268 |
|  | ChoiceOne Financial <br> Services, Inc.<br>| 447 | 12802 |
|  | Chubb Ltd. | 11212 | 3105051 |
|  | Cincinnati Financial <br> Corp.<br>| 8825 | 1364257 |
|  | Citigroup, Inc. | 51458 | 5209093 |
|  | Citizens & Northern <br> Corp.<br>| 1891 | 36610 |
|  | Citizens Community <br> Bancorp, Inc.<br>| 816 | 12770 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Citizens Financial <br> Group, Inc.<br>| 28951 | $1472737 |
|  | City Holding Co. | 1859 | 219139 |
|  | Civista Bancshares, <br> Inc.<br>| 1100 | 23683 |
|  | CME Group, Inc. | 6383 | 1694623 |
|  | CNB Financial Corp. | 3605 | 88683 |
|  | CNO Financial Group, <br> Inc.<br>| 8350 | 334167 |
| \* | Coastal Financial <br> Corp.<br>| 1994 | 212361 |
|  | Cohen & Steers, Inc. | 6236 | 426043 |
| \* | Coinbase Global, Inc., <br> Class A<br>| 12989 | 4465358 |
|  | Colony Bankcorp, Inc. | 790 | 12632 |
|  | Columbia Banking <br> System, Inc.<br>| 13041 | 349499 |
| \* | Columbia Financial, <br> Inc.<br>| 13617 | 200851 |
|  | Comerica, Inc. | 9560 | 731340 |
|  | Commerce <br> Bancshares, Inc.<br>| 15543 | 818028 |
|  | Community Financial <br> System, Inc.<br>| 6561 | 364004 |
|  | Community Trust <br> Bancorp, Inc.<br>| 2870 | 146930 |
|  | Community West <br> Bancshares<br>| 1784 | 37785 |
|  | ConnectOne Bancorp, <br> Inc.<br>| 5520 | 132811 |
| \* | Consumer Portfolio <br> Services, Inc.<br>| 4008 | 33667 |
|  | Corebridge Financial, <br> Inc.<br>| 57851 | 1883629 |
| \* | Corpay, Inc. | 8774 | 2284311 |
|  | Crawford & Co. <br> (CRD/A US), <br> Class A<br>| 2549 | 27606 |
|  | Crawford & Co. <br> (CRD/B US), <br> Class B<br>| 3450 | 34638 |
| \* | Credit Acceptance <br> Corp.<br>| 1441 | 644617 |
|  | Cullen/Frost Bankers, <br> Inc.<br>| 7488 | 922072 |
| \* | Customers Bancorp, <br> Inc.<br>| 4333 | 290831 |
|  | CVB Financial Corp. | 18397 | 337953 |
| \* | Dave, Inc. | 1716 | 410673 |
|  | Diamond Hill <br> Investment Group, <br> Inc.<br>| 340 | 43639 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | DigitalBridge Group, <br> Inc.<br>| 15432 | $182561 |
|  | Dime Community <br> Bancshares, Inc.<br>| 5618 | 147472 |
|  | Donegal Group, Inc. <br> (DGICA US), <br> Class A<br>| 5426 | 101737 |
| \* | Donnelley Financial <br> Solutions, Inc.<br>| 3525 | 161974 |
|  | Eagle Bancorp <br> Montana, Inc.<br>| 700 | 11361 |
|  | Eagle Bancorp, Inc. | 4278 | 71656 |
|  | East West Bancorp, <br> Inc.<br>| 12958 | 1316533 |
|  | Eastern Bankshares, <br> Inc.<br>| 26122 | 457919 |
| \* | eHealth, Inc. | 1615 | 8382 |
|  | Employers Holdings, <br> Inc.<br>| 4714 | 179745 |
|  | Enact Holdings, Inc. | 7302 | 260827 |
| \* | Encore Capital Group, <br> Inc.<br>| 3038 | 126320 |
| \* | Enova International, <br> Inc.<br>| 5833 | 697452 |
|  | Enterprise Financial <br> Services Corp.<br>| 4742 | 248339 |
|  | Equitable Holdings, <br> Inc.<br>| 46606 | 2302336 |
|  | Equity Bancshares, <br> Inc., Class A<br>| 2425 | 98237 |
|  | Erie Indemnity Co., <br> Class A<br>| 3142 | 919475 |
|  | Esquire Financial <br> Holdings, Inc.<br>| 913 | 85639 |
|  | Essent Group Ltd. | 16067 | 973178 |
| \* | Euronet Worldwide, <br> Inc.<br>| 3667 | 278179 |
|  | Evercore, Inc., <br> Class A<br>| 2909 | 856875 |
|  | Everest Group Ltd. | 3277 | 1030682 |
|  | EVERTEC, Inc. | 11376 | 323875 |
| \* | EZCORP, Inc., <br> Class A<br>| 8301 | 151493 |
|  | F&G Annuities & Life, <br> Inc.<br>| 5197 | 154091 |
|  | FactSet Research <br> Systems, Inc.<br>| 2630 | 701684 |
|  | Farmers & Merchants <br> Bancorp, Inc.<br>| 978 | 23374 |
|  | Farmers National <br> Banc Corp.<br>| 4026 | 52257 |
|  | FB Financial Corp. | 8390 | 453144 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Federal Agricultural <br> Mortgage Corp. <br> (AGM US), Class C<br>| 1334 | $211626 |
|  | Federated Hermes, <br> Inc.<br>| 10140 | 491587 |
|  | Fidelis Insurance <br> Holdings Ltd.<br>| 10741 | 193123 |
|  | Fidelity D&D Bancorp, <br> Inc.<br>| 535 | 23369 |
|  | Fidelity National <br> Financial, Inc.<br>| 22945 | 1267482 |
|  | Fidelity National <br> Information <br> Services, Inc.<br>| 33627 | 2102360 |
|  | Fifth Third Bancorp | 41462 | 1725648 |
|  | Financial Institutions, <br> Inc.<br>| 2921 | 83044 |
|  | Finward Bancorp | 365 | 12830 |
| \* | Finwise Bancorp | 1129 | 21665 |
|  | First American <br> Financial Corp.<br>| 12730 | 795752 |
|  | First BanCorp | 36242 | 706357 |
|  | First Bancorp, Inc. | 1481 | 36714 |
|  | First <br> Bancorp/Southern <br> Pines NC<br>| 7528 | 365409 |
|  | First Bank | 916 | 14308 |
|  | First Busey Corp. | 10391 | 232343 |
|  | First Business <br> Financial Services, <br> Inc.<br>| 989 | 50053 |
|  | First Capital, Inc. | 510 | 21955 |
|  | First Citizens <br> BancShares, Inc., <br> Class A<br>| 931 | 1698907 |
|  | First Commonwealth <br> Financial Corp.<br>| 13402 | 204917 |
|  | First Community <br> Bankshares, Inc.<br>| 3590 | 116101 |
|  | First Community <br> Corp.<br>| 986 | 26435 |
|  | First Financial <br> Bancorp<br>| 23949 | 560646 |
|  | First Financial <br> Bankshares, Inc.<br>| 14409 | 445094 |
|  | First Financial Corp. | 1520 | 81046 |
| \*» | First Financial <br> Northwest, Inc.<br>| 720 | 864 |
| \* | First Foundation, Inc. | 10900 | 59296 |
|  | First Hawaiian, Inc. | 15406 | 377909 |
|  | First Horizon Corp. | 69521 | 1484969 |
|  | First Internet Bancorp | 637 | 11300 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | First Interstate <br> BancSystem, Inc., <br> Class A<br>| 10871 | $339719 |
|  | First Merchants Corp. | 7402 | 262623 |
|  | First Mid Bancshares, <br> Inc.<br>| 2802 | 100115 |
|  | First National Corp. | 673 | 15156 |
|  | First Savings Financial <br> Group, Inc.<br>| 516 | 15274 |
|  | First U.S. Bancshares, <br> Inc.<br>| 1038 | 13359 |
|  | First United Corp. | 1505 | 51968 |
| \* | First Western <br> Financial, Inc.<br>| 1204 | 27800 |
|  | FirstCash Holdings, <br> Inc.<br>| 5688 | 901548 |
| \* | Firstsun Capital <br> Bancorp<br>| 599 | 20390 |
| \* | Fiserv, Inc. | 30278 | 2019240 |
|  | Five Star Bancorp | 1778 | 63137 |
|  | Flagstar Bank NA | 48365 | 552328 |
|  | Flushing Financial <br> Corp.<br>| 5263 | 71945 |
| \* | Flywire Corp. | 15800 | 210456 |
|  | FNB Corp. | 64949 | 1020998 |
|  | Franklin Financial <br> Services Corp.<br>| 385 | 17440 |
|  | Franklin Resources, <br> Inc.<br>| 28398 | 642079 |
|  | FS Bancorp, Inc. | 850 | 32886 |
|  | Fulton Financial Corp. | 21837 | 379309 |
|  | FVCBankcorp, Inc. | 1089 | 13308 |
|  | GCM Grosvenor, Inc., <br> Class A<br>| 2754 | 31699 |
| \* | Genworth Financial, <br> Inc.<br>| 52275 | 441201 |
|  | German American <br> Bancorp, Inc.<br>| 5088 | 196092 |
|  | Glacier Bancorp, Inc. | 14720 | 601312 |
| \* | Glen Burnie Bancorp | 1200 | 5568 |
|  | Global Payments, Inc. | 16903 | 1314377 |
|  | Globe Life, Inc. | 8651 | 1137693 |
|  | Goldman Sachs <br> Group, Inc.<br>| 10045 | 7929222 |
|  | Goosehead Insurance, <br> Inc., Class A<br>| 1451 | 99640 |
|  | Great Southern <br> Bancorp, Inc.<br>| 2505 | 139528 |
| \* | Green Dot Corp., <br> Class A<br>| 5362 | 62253 |
|  | Greene County <br> Bancorp, Inc.<br>| 1200 | 26340 |
| \* | Greenlight Capital Re <br> Ltd., Class A<br>| 3313 | 40154 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Hamilton Lane, Inc., <br> Class A<br>| 4429 | $504729 |
|  | Hancock Whitney <br> Corp.<br>| 12778 | 729752 |
|  | Hanmi Financial <br> Corp.<br>| 3863 | 101983 |
|  | Hanover Bancorp, <br> Inc.<br>| 118 | 2444 |
|  | Hanover Insurance <br> Group, Inc.<br>| 4586 | 783656 |
|  | HarborOne Bancorp, <br> Inc.<br>| 5533 | 66949 |
|  | Hartford Insurance <br> Group, Inc.<br>| 30878 | 3834430 |
|  | Hawthorn Bancshares, <br> Inc.<br>| 933 | 28186 |
|  | HBT Financial, Inc. | 2197 | 53585 |
|  | HCI Group, Inc. | 1385 | 282554 |
|  | Heritage Commerce <br> Corp.<br>| 6696 | 69638 |
|  | Heritage Financial <br> Corp.<br>| 3262 | 72384 |
| \* | Heritage Insurance <br> Holdings, Inc.<br>| 1200 | 28356 |
|  | Hilltop Holdings, Inc. | 8077 | 260887 |
| # | Hingham Institution <br> For Savings<br>| 290 | 85335 |
| \* | Hippo Holdings, Inc. | 2763 | 101623 |
|  | Home Bancorp, Inc. | 1154 | 61335 |
|  | Home BancShares, <br> Inc.<br>| 25266 | 674855 |
|  | Home Federal <br> Bancorp, Inc. of <br> Louisiana<br>| 208 | 3395 |
|  | HomeTrust <br> Bancshares, Inc.<br>| 2244 | 88212 |
|  | Hope Bancorp, Inc. | 10093 | 105876 |
|  | Horace Mann <br> Educators Corp.<br>| 5218 | 233297 |
|  | Horizon Bancorp, Inc. | 6336 | 98842 |
|  | Houlihan Lokey, Inc. | 4763 | 852958 |
|  | Huntington <br> Bancshares, Inc.<br>| 127050 | 1961652 |
|  | IF Bancorp, Inc. | 515 | 13254 |
|  | Independent Bank <br> Corp. (IBCP US)<br>| 4359 | 131729 |
|  | Independent Bank <br> Corp. (INDB US)<br>| 4715 | 317272 |
|  | Interactive Brokers <br> Group, Inc., <br> Class A<br>| 3308 | 232751 |
|  | Intercontinental <br> Exchange, Inc.<br>| 18061 | 2642144 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | International <br> Bancshares Corp.<br>| 7969 | $528982 |
| \* | International Money <br> Express, Inc.<br>| 2646 | 39399 |
|  | Invesco Ltd. | 51904 | 1230125 |
|  | Investar Holding <br> Corp.<br>| 909 | 21598 |
|  | Investors Title Co. | 166 | 42926 |
|  | Jack Henry & <br> Associates, Inc.<br>| 5036 | 750062 |
|  | Jackson Financial, <br> Inc., Class A<br>| 9942 | 1002253 |
|  | James River Group <br> Holdings Ltd.<br>| 7500 | 38250 |
|  | Janus Henderson <br> Group PLC<br>| 19997 | 871069 |
|  | Jefferies Financial <br> Group, Inc.<br>| 24349 | 1286358 |
|  | JPMorgan Chase & <br> Co.<br>| 96524 | 30030547 |
|  | Kearny Financial <br> Corp.<br>| 8353 | 53376 |
|  | Kemper Corp. | 8249 | 371122 |
| \* | Kentucky First Federal <br> Bancorp<br>| 682 | 2735 |
|  | KeyCorp | 73384 | 1290825 |
|  | Kingstone Cos., Inc. | 1813 | 26434 |
|  | Kinsale Capital Group, <br> Inc.<br>| 2147 | 857662 |
|  | KKR & Co., Inc. | 15755 | 1864289 |
|  | Lake Shore Bancorp, <br> Inc.<br>| 230 | 3179 |
|  | Lakeland Financial <br> Corp.<br>| 4557 | 259977 |
|  | Landmark Bancorp, <br> Inc.<br>| 728 | 18702 |
|  | Lazard, Inc. | 14187 | 692326 |
|  | LCNB Corp. | 700 | 10752 |
| \* | Lemonade, Inc. | 1049 | 63024 |
| \* | LendingClub Corp. | 13416 | 233304 |
| \* | LendingTree, Inc. | 1874 | 119936 |
|  | Lincoln National <br> Corp.<br>| 22788 | 957096 |
|  | LINKBANCORP, Inc. | 1774 | 12471 |
|  | Live Oak Bancshares, <br> Inc.<br>| 4756 | 148102 |
|  | Loews Corp. | 16661 | 1658769 |
|  | LPL Financial <br> Holdings, Inc.<br>| 7451 | 2811337 |
|  | M&T Bank Corp. | 9279 | 1706130 |
|  | Magyar Bancorp, Inc. | 1027 | 17716 |
|  | MainStreet <br> Bancshares, Inc.<br>| 550 | 10202 |
| \* | Markel Group, Inc. | 1088 | 2148289 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | MarketAxess <br> Holdings, Inc.<br>| 1931 | $309076 |
| \* | Marqeta, Inc., <br> Class A<br>| 55375 | 250849 |
|  | Marsh & McLennan <br> Cos., Inc.<br>| 13178 | 2347661 |
|  | Mastercard, Inc., <br> Class A<br>| 28039 | 15477248 |
| \* | Mechanics Bancorp, <br> Class A<br>| 439 | 5878 |
|  | Mercantile Bank <br> Corp.<br>| 2301 | 100899 |
|  | Merchants Bancorp | 5547 | 173011 |
|  | Mercury General <br> Corp.<br>| 7101 | 548907 |
|  | Meridian Corp. | 2200 | 31438 |
|  | MetLife, Inc. | 40601 | 3240772 |
|  | Metrocity Bankshares, <br> Inc.<br>| 2733 | 69992 |
|  | Metropolitan Bank <br> Holding Corp.<br>| 1337 | 88603 |
|  | MGIC Investment <br> Corp.<br>| 34361 | 942179 |
|  | Mid Penn Bancorp, <br> Inc.<br>| 1448 | 41196 |
|  | Middlefield Banc <br> Corp.<br>| 507 | 16528 |
|  | Midland States <br> Bancorp, Inc.<br>| 3115 | 45604 |
|  | MidWestOne Financial <br> Group, Inc.<br>| 2900 | 107271 |
|  | Moelis & Co., Class A | 8216 | 520319 |
|  | Moody's Corp. | 4589 | 2204097 |
|  | Morgan Stanley | 39147 | 6420108 |
|  | Morningstar, Inc. | 3451 | 732647 |
|  | MSCI, Inc. | 2218 | 1305404 |
|  | MVB Financial Corp. | 1500 | 38370 |
|  | Nasdaq, Inc. | 26124 | 2233341 |
|  | National Bank <br> Holdings Corp., <br> Class A<br>| 4848 | 172880 |
|  | National Bankshares, <br> Inc.<br>| 518 | 14830 |
|  | Navient Corp. | 17038 | 208375 |
|  | NBT Bancorp, Inc. | 7601 | 307612 |
| \* | NCR Atleos Corp. | 9434 | 348115 |
|  | Nelnet, Inc., Class A | 3729 | 481227 |
| \* | NerdWallet, Inc., <br> Class A<br>| 9214 | 107527 |
| \* | NI Holdings, Inc. | 1752 | 23126 |
|  | Nicolet Bankshares, <br> Inc.<br>| 1905 | 225057 |
| \* | NMI Holdings, Inc. | 9946 | 362333 |
|  | Northeast Bank | 1293 | 111560 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Northeast Community <br> Bancorp, Inc.<br>| 1235 | $24255 |
|  | Northern Trust Corp. | 16431 | 2114177 |
|  | Northfield Bancorp, <br> Inc.<br>| 6755 | 69036 |
|  | Northrim BanCorp, <br> Inc.<br>| 3600 | 79128 |
|  | Northwest <br> Bancshares, Inc.<br>| 21654 | 253568 |
|  | Norwood Financial <br> Corp.<br>| 216 | 5748 |
|  | Oak Valley Bancorp | 1680 | 45830 |
|  | OceanFirst Financial <br> Corp.<br>| 7357 | 133750 |
|  | OFG Bancorp | 5708 | 220671 |
|  | Ohio Valley Banc <br> Corp.<br>| 237 | 8295 |
| \* | Old Market Capital <br> Corp.<br>| 801 | 4325 |
|  | Old National Bancorp | 45606 | 931731 |
|  | Old Republic <br> International Corp.<br>| 31855 | 1256998 |
|  | Old Second Bancorp, <br> Inc.<br>| 5387 | 96697 |
|  | OneMain Holdings, <br> Inc.<br>| 17435 | 1031978 |
| \* | Onity Group, Inc. | 1033 | 38706 |
|  | OP Bancorp | 1874 | 25018 |
| \* | Open Lending Corp. | 11552 | 21949 |
| \* | Oportun Financial <br> Corp.<br>| 5989 | 31921 |
|  | Oppenheimer <br> Holdings, Inc., <br> Class A<br>| 1336 | 93199 |
| \* | OptimumBank <br> Holdings, Inc.<br>| 2800 | 11452 |
|  | Orange County <br> Bancorp, Inc.<br>| 434 | 10611 |
|  | Origin Bancorp, Inc. | 3487 | 120859 |
|  | Orrstown Financial <br> Services, Inc.<br>| 1462 | 48655 |
| \* | Oscar Health, Inc., <br> Class A<br>| 11576 | 208368 |
| \* | Palomar Holdings, <br> Inc.<br>| 2862 | 326297 |
|  | Park National Corp. | 2177 | 331318 |
|  | Parke Bancorp, Inc. | 944 | 20400 |
|  | Pathward Financial, <br> Inc.<br>| 2920 | 198735 |
| \* | Paymentus Holdings, <br> Inc., Class A<br>| 4088 | 116917 |
| \* | Payoneer Global, Inc. | 33740 | 195355 |
| \* | PayPal Holdings, Inc. | 45225 | 3132736 |
| \* | PB Bankshares, Inc. | 100 | 1984 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | PCB Bancorp | 783 | $16498 |
|  | Peapack-Gladstone <br> Financial Corp.<br>| 2762 | 69879 |
|  | PennyMac Financial <br> Services, Inc.<br>| 6630 | 834120 |
|  | Peoples Bancorp of <br> North Carolina, Inc.<br>| 800 | 23544 |
|  | Peoples Bancorp, Inc. | 5619 | 160703 |
|  | Peoples Financial <br> Services Corp.<br>| 400 | 17816 |
|  | Perella Weinberg <br> Partners<br>| 6887 | 128649 |
|  | Pinnacle Financial <br> Partners, Inc.<br>| 9208 | 784614 |
| \* | Pioneer Bancorp, Inc. | 1077 | 14152 |
|  | Piper Sandler Cos. | 1890 | 603401 |
|  | PJT Partners, Inc., <br> Class A<br>| 1247 | 200904 |
|  | Plumas Bancorp | 618 | 25363 |
|  | PNC Financial <br> Services Group, <br> Inc.<br>| 18136 | 3310727 |
| \* | Ponce Financial <br> Group, Inc.<br>| 1534 | 21645 |
|  | Popular, Inc. | 8665 | 965888 |
| \* | PRA Group, Inc. | 4169 | 57157 |
|  | Preferred Bank | 1717 | 154959 |
|  | Primerica, Inc. | 4299 | 1117181 |
|  | Primis Financial Corp. | 1500 | 16327 |
|  | Princeton Bancorp, <br> Inc.<br>| 613 | 19052 |
|  | Principal Financial <br> Group, Inc.<br>| 21023 | 1766773 |
| \* | Priority Technology <br> Holdings, Inc.<br>| 4823 | 33568 |
| \* | ProAssurance Corp. | 8341 | 199767 |
|  | PROG Holdings, Inc. | 5070 | 146675 |
|  | Progressive Corp. | 16268 | 3351208 |
|  | Prosperity <br> Bancshares, Inc.<br>| 8517 | 560589 |
| \* | Provident Bancorp, <br> Inc.<br>| 1022 | 13030 |
|  | Provident Financial <br> Holdings, Inc.<br>| 1300 | 20306 |
|  | Provident Financial <br> Services, Inc.<br>| 12649 | 231350 |
|  | Prudential Financial, <br> Inc.<br>| 17208 | 1789632 |
|  | QCR Holdings, Inc. | 2992 | 222575 |
|  | Radian Group, Inc. | 20031 | 679852 |
|  | Raymond James <br> Financial, Inc.<br>| 13610 | 2159499 |
|  | RBB Bancorp | 2116 | 39421 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Red River <br> Bancshares, Inc.<br>| 800 | $52848 |
|  | Regional Management <br> Corp.<br>| 1515 | 59615 |
|  | Regions Financial <br> Corp.<br>| 69693 | 1686571 |
|  | Reinsurance Group of <br> America, Inc.<br>| 5970 | 1089286 |
| \* | Remitly Global, Inc. | 21738 | 348677 |
|  | RenaissanceRe <br> Holdings Ltd.<br>| 5264 | 1337530 |
|  | Renasant Corp. | 12273 | 412741 |
| \* | Repay Holdings Corp. | 7678 | 32939 |
|  | Republic Bancorp, <br> Inc., Class A<br>| 3438 | 226564 |
| \* | Rhinebeck Bancorp, <br> Inc.<br>| 1100 | 10989 |
|  | Richmond Mutual <br> BanCorp, Inc.<br>| 807 | 10757 |
|  | Riverview Bancorp, <br> Inc.<br>| 100 | 518 |
|  | RLI Corp. | 9811 | 578457 |
| \* | Robinhood Markets, <br> Inc., Class A<br>| 45283 | 6646639 |
|  | Rocket Cos., Inc., <br> Class A<br>| 158231 | 2636128 |
| \* | Root, Inc., Class A | 1080 | 86962 |
|  | S&P Global, Inc. | 5091 | 2480386 |
|  | S&T Bancorp, Inc. | 4948 | 181295 |
|  | Safety Insurance <br> Group, Inc.<br>| 2030 | 139522 |
|  | SB Financial Group, <br> Inc.<br>| 1000 | 19560 |
|  | Seacoast Banking <br> Corp. of Florida<br>| 10594 | 320998 |
| \* | Security National <br> Financial Corp., <br> Class A<br>| 3788 | 30190 |
|  | SEI Investments Co. | 14347 | 1156512 |
|  | Selective Insurance <br> Group, Inc.<br>| 7802 | 587803 |
| \* | Selectquote, Inc. | 2672 | 5558 |
|  | ServisFirst <br> Bancshares, Inc.<br>| 7036 | 494420 |
| \* | Sezzle, Inc. | 2953 | 193569 |
| \* | Shift4 Payments, Inc., <br> Class A<br>| 1454 | 100471 |
|  | Shore Bancshares, <br> Inc.<br>| 2792 | 43583 |
|  | Sierra Bancorp | 1944 | 55948 |
|  | Silvercrest Asset <br> Management <br> Group, Inc., <br> Class A<br>| 800 | 11312 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Simmons First <br> National Corp., <br> Class A<br>| 18551 | $322416 |
| \* | SiriusPoint Ltd. | 8371 | 152352 |
| \* | Skyward Specialty <br> Insurance Group, <br> Inc.<br>| 3270 | 149079 |
|  | SLM Corp. | 34512 | 926647 |
|  | SmartFinancial, Inc. | 1389 | 48573 |
| #\* | SoFi Technologies, <br> Inc.<br>| 65071 | 1931307 |
|  | Sound Financial <br> Bancorp, Inc.<br>| 600 | 26784 |
|  | South Plains <br> Financial, Inc.<br>| 1322 | 48253 |
| \* | Southern First <br> Bancshares, Inc.<br>| 700 | 30688 |
|  | Southern Missouri <br> Bancorp, Inc.<br>| 1213 | 63610 |
|  | Southside <br> Bancshares, Inc.<br>| 4845 | 136241 |
|  | Southstate Bank <br> Corp.<br>| 11888 | 1053871 |
|  | SR Bancorp, Inc. | 874 | 12865 |
|  | State Street Corp. | 17636 | 2039780 |
|  | Stellar Bancorp, Inc. | 4848 | 142677 |
|  | Stewart Information <br> Services Corp.<br>| 3590 | 245089 |
|  | Stifel Financial Corp. | 8733 | 1034249 |
|  | Stock Yards Bancorp, <br> Inc.<br>| 3713 | 241419 |
| \* | StoneX Group, Inc. | 7800 | 716976 |
|  | Summit State Bank | 3500 | 38395 |
|  | SWK Holdings Corp. | 730 | 11819 |
|  | Synchrony Financial | 34918 | 2597201 |
|  | Synovus Financial <br> Corp.<br>| 21201 | 946413 |
|  | T. Rowe Price Group, <br> Inc.<br>| 20365 | 2088023 |
| \* | Texas Capital <br> Bancshares, Inc.<br>| 5866 | 491805 |
|  | TFS Financial Corp. | 18591 | 247260 |
| \* | Third Coast <br> Bancshares, Inc.<br>| 582 | 21388 |
|  | Timberland Bancorp, <br> Inc.<br>| 500 | 16060 |
|  | Tiptree, Inc. | 5339 | 94554 |
| \* | Toast, Inc., Class A | 12232 | 442064 |
|  | Tompkins Financial <br> Corp.<br>| 2047 | 129903 |
|  | Towne Bank | 10152 | 330041 |
|  | Tradeweb Markets, <br> Inc., Class A<br>| 8199 | 864093 |
|  | Travelers Cos., Inc. | 21083 | 5663315 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | TriCo Bancshares | 4791 | $211906 |
| \* | Triumph Financial, <br> Inc.<br>| 3047 | 165940 |
|  | Truist Financial Corp. | 48126 | 2147863 |
| \* | Trupanion, Inc. | 4699 | 187913 |
|  | TrustCo Bank Corp. | 2732 | 103024 |
|  | Trustmark Corp. | 7843 | 291916 |
|  | U.S. Bancorp | 58066 | 2710521 |
|  | U.S. Global Investors, <br> Inc., Class A<br>| 4324 | 10767 |
|  | UMB Financial Corp. | 9735 | 1040477 |
|  | United Bancorp, Inc. | 685 | 8973 |
|  | United Bancshares, <br> Inc.<br>| 436 | 15286 |
|  | United Bankshares, <br> Inc.<br>| 32272 | 1155015 |
|  | United Community <br> Banks, Inc.<br>| 13874 | 405121 |
|  | United Fire Group, <br> Inc.<br>| 3269 | 98822 |
|  | United Security <br> Bancshares<br>| 402 | 3684 |
|  | Unity Bancorp, Inc. | 471 | 21388 |
|  | Universal Insurance <br> Holdings, Inc.<br>| 3631 | 111907 |
|  | Univest Financial <br> Corp.<br>| 7001 | 205549 |
|  | Unum Group | 27292 | 2003779 |
|  | USCB Financial <br> Holdings, Inc.<br>| 1231 | 21247 |
|  | Valley National <br> Bancorp<br>| 65143 | 708104 |
|  | Value Line, Inc. | 213 | 7809 |
| \* | Velocity Financial, <br> Inc.<br>| 3071 | 57182 |
|  | Victory Capital <br> Holdings, Inc., <br> Class A<br>| 6090 | 379224 |
|  | Virtu Financial, Inc., <br> Class A<br>| 10843 | 377770 |
|  | Virtus Investment <br> Partners, Inc.<br>| 1082 | 176171 |
|  | Visa, Inc., Class A | 55282 | 18836789 |
|  | Voya Financial, Inc. | 12824 | 954875 |
|  | W.R. Berkley Corp. | 17455 | 1245240 |
|  | WaFd, Inc. | 10102 | 293261 |
|  | Walker & Dunlop, Inc. | 4368 | 349091 |
|  | Washington Trust <br> Bancorp, Inc.<br>| 3552 | 96756 |
|  | Waterstone Financial, <br> Inc.<br>| 2602 | 39811 |
|  | Webster Financial <br> Corp.<br>| 19343 | 1103325 |
|  | Wells Fargo & Co. | 99238 | 8630729 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | WesBanco, Inc. | 12400 | $373240 |
|  | West BanCorp, Inc. | 1799 | 38265 |
|  | Westamerica <br> BanCorp<br>| 4017 | 191410 |
|  | Western Alliance <br> Bancorp<br>| 9644 | 745963 |
|  | Western New England <br> Bancorp, Inc.<br>| 3241 | 36850 |
| # | Western Union Co. | 28723 | 267986 |
| \* | WEX, Inc. | 3657 | 533483 |
|  | White Mountains <br> Insurance Group <br> Ltd.<br>| 520 | 990371 |
|  | Willis Towers Watson <br> PLC<br>| 6568 | 2056441 |
|  | Wintrust Financial <br> Corp.<br>| 8584 | 1116092 |
|  | WisdomTree, Inc. | 21666 | 259125 |
| \* | World Acceptance <br> Corp.<br>| 699 | 89102 |
|  | WSFS Financial <br> Corp.<br>| 9060 | 471935 |
|  | Zions Bancorp NA | 17665 | 920523 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | 390693160 |
| HEALTH CARE — (4.5%) | HEALTH CARE — (4.5%) | HEALTH CARE — (4.5%) | HEALTH CARE — (4.5%) |
| †† | 89bio, Inc. | 14791 | 5029 |
| †† | Abiomed, Inc. | 1121 | 17499 |
| \* | Acadia Healthcare <br> Co., Inc.<br>| 7844 | 168646 |
| \* | ACADIA <br> Pharmaceuticals, <br> Inc.<br>| 18802 | 426805 |
| \* | AdaptHealth Corp. | 14192 | 127586 |
| \* | Addus HomeCare <br> Corp.<br>| 2360 | 275860 |
| \* | ADMA Biologics, Inc. | 29175 | 451629 |
| \* | Akero Therapeutics, <br> Inc.<br>| 1894 | 102655 |
| †† | Albireo Pharma, Inc. | 2691 | 17169 |
| \* | Align Technology, Inc. | 3993 | 550555 |
| \* | Alkermes PLC | 17551 | 538816 |
| \* | American Shared <br> Hospital Services<br>| 2300 | 5198 |
| \* | American Well Corp., <br> Class A<br>| 4900 | 25578 |
| \* | AMN Healthcare <br> Services, Inc.<br>| 4567 | 89924 |
| \* | AngioDynamics, Inc. | 4532 | 54520 |
| \* | Anika Therapeutics, <br> Inc.<br>| 2097 | 20446 |
| \* | Arcturus Therapeutics <br> Holdings, Inc.<br>| 2131 | 21246 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Arcus Biosciences, <br> Inc.<br>| 8959 | $176671 |
| \* | Artivion, Inc. | 5041 | 228710 |
| \* | Arvinas, Inc. | 8559 | 86788 |
| \* | Astrana Health, Inc. | 4906 | 153116 |
| \* | Atea Pharmaceuticals, <br> Inc.<br>| 5020 | 16315 |
| \* | AtriCure, Inc. | 4026 | 139098 |
| \* | Aura Biosciences, <br> Inc.<br>| 2600 | 15938 |
| \* | Avanos Medical, Inc. | 5968 | 66304 |
| \* | Avantor, Inc. | 46017 | 543921 |
| \* | Avidity Biosciences, <br> Inc.<br>| 708 | 49454 |
| \* | Axogen, Inc. | 3119 | 69304 |
| \* | Azenta, Inc. | 5399 | 163050 |
|  | Baxter International, <br> Inc.<br>| 27119 | 500888 |
| \* | Beam Therapeutics, <br> Inc.<br>| 10492 | 262405 |
| \* | BioLife Solutions, Inc. | 5118 | 142639 |
| \* | Biote Corp., Class A | 2427 | 6965 |
| \* | Bioventus, Inc., <br> Class A<br>| 5490 | 35960 |
| \* | Boston Scientific <br> Corp.<br>| 36105 | 3636496 |
| \* | BrightSpring Health <br> Services, Inc.<br>| 15023 | 496510 |
| \* | Brookdale Senior <br> Living, Inc.<br>| 25373 | 235208 |
|  | Bruker Corp. | 14778 | 575455 |
| \* | Cadrenal <br> Therapeutics, Inc.<br>| 711 | 9716 |
|  | Cardinal Health, Inc. | 11318 | 2159135 |
| \* | CareDx, Inc. | 6401 | 96015 |
| \* | Caribou Biosciences, <br> Inc.<br>| 20000 | 48400 |
| \* | Castle Biosciences, <br> Inc.<br>| 4119 | 105035 |
| \* | Catalyst <br> Pharmaceuticals, <br> Inc.<br>| 12779 | 271809 |
|  | Cencora, Inc. | 11666 | 3940891 |
| \* | Centene Corp. | 17446 | 617065 |
| \* | Certara, Inc. | 21483 | 249847 |
| \* | Champions Oncology, <br> Inc.<br>| 2279 | 15566 |
|  | Chemed Corp. | 1762 | 759951 |
| \*†† | Chinook Therapeutics, <br> Inc.<br>| 7288 | 0 |
|  | Cigna Group | 7178 | 1754375 |
| #\* | Clover Health <br> Investments Corp.<br>| 19496 | 68821 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Collegium <br> Pharmaceutical, <br> Inc.<br>| 5115 | $184140 |
|  | Concentra Group <br> Holdings Parent, <br> Inc.<br>| 16920 | 337046 |
|  | CONMED Corp. | 3021 | 132924 |
| \* | CorVel Corp. | 6074 | 449172 |
| \* | Crinetics <br> Pharmaceuticals, <br> Inc.<br>| 2063 | 89741 |
| #\* | CRISPR Therapeutics <br> AG<br>| 9846 | 630046 |
| \* | Cross Country <br> Healthcare, Inc.<br>| 7273 | 89167 |
| \* | CryoPort, Inc. | 6500 | 60060 |
| \* | Cullinan Therapeutics, <br> Inc.<br>| 6890 | 59667 |
| \* | Cumberland <br> Pharmaceuticals, <br> Inc.<br>| 331 | 990 |
|  | CVS Health Corp. | 30517 | 2384904 |
| \* | Cytek Biosciences, <br> Inc.<br>| 11152 | 43493 |
| \* | CytomX Therapeutics, <br> Inc.<br>| 7723 | 27571 |
| \* | DaVita, Inc. | 13037 | 1551664 |
| \* | Day One <br> Biopharmaceuticals, <br> Inc.<br>| 10188 | 75799 |
| \* | Definitive Healthcare <br> Corp.<br>| 14300 | 39611 |
| \* | Denali Therapeutics, <br> Inc.<br>| 11472 | 186764 |
|  | Dentsply Sirona, Inc. | 1000 | 12610 |
| \* | Dexcom, Inc. | 18662 | 1086502 |
| \* | Dianthus <br> Therapeutics, Inc.<br>| 2388 | 83532 |
| \* | Disc Medicine, Inc. | 1425 | 122864 |
| \* | Doximity, Inc., <br> Class A<br>| 8334 | 550044 |
| \* | Dynavax Technologies <br> Corp.<br>| 12642 | 129707 |
| \* | Edgewise <br> Therapeutics, Inc.<br>| 8157 | 149110 |
| \* | Edwards Lifesciences <br> Corp.<br>| 15591 | 1285478 |
| \* | Elanco Animal Health, <br> Inc.<br>| 61496 | 1362136 |
| \* | Electromed, Inc. | 895 | 21534 |
|  | Elevance Health, Inc. | 7087 | 2247996 |
|  | Embecta Corp. | 4974 | 66353 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Emergent <br> BioSolutions, Inc.<br>| 4000 | $49920 |
|  | Encompass Health <br> Corp.<br>| 13306 | 1514888 |
| \* | Enhabit, Inc. | 10645 | 86544 |
| \* | Enovis Corp. | 5370 | 167759 |
|  | Ensign Group, Inc. | 6165 | 1110316 |
| \* | Entrada Therapeutics, <br> Inc.<br>| 343 | 2384 |
| \* | Envista Holdings <br> Corp.<br>| 13762 | 280057 |
| \* | Evolent Health, Inc., <br> Class A<br>| 14475 | 96548 |
| \* | Exact Sciences Corp. | 10240 | 662426 |
| \* | Exelixis, Inc. | 32705 | 1264702 |
| \* | EyePoint <br> Pharmaceuticals, <br> Inc.<br>| 6118 | 80085 |
| \* | FONAR Corp. | 1392 | 20936 |
| \* | Forte Biosciences, <br> Inc.<br>| 1859 | 24055 |
| \* | Fortrea Holdings, Inc. | 6933 | 72519 |
| \* | Fulcrum Therapeutics, <br> Inc.<br>| 8094 | 70823 |
| \* | Fulgent Genetics, Inc. | 3912 | 87824 |
| \* | Globus Medical, Inc., <br> Class A<br>| 12178 | 735429 |
| \* | GoodRx Holdings, <br> Inc., Class A<br>| 9207 | 31028 |
| \* | Haemonetics Corp. | 4379 | 218994 |
| \* | Halozyme <br> Therapeutics, Inc.<br>| 13388 | 872764 |
| \* | Harmony Biosciences <br> Holdings, Inc.<br>| 6619 | 189105 |
| \* | Harrow, Inc. | 417 | 15750 |
| \* | HealthEquity, Inc. | 8724 | 825116 |
|  | HealthStream, Inc. | 3370 | 82902 |
| \* | Henry Schein, Inc. | 16111 | 1018215 |
| †† | HilleVax, Inc. | 5343 | 748 |
| #\* | Hims & Hers Health, <br> Inc.<br>| 13953 | 634303 |
| \* | Hologic, Inc. | 15794 | 1167335 |
|  | Humana, Inc. | 6304 | 1753710 |
| \* | ICON PLC | 3748 | 643981 |
| \* | ICU Medical, Inc. | 1937 | 232614 |
| \* | Ideaya Biosciences, <br> Inc.<br>| 888 | 28292 |
| \* | IDEXX Laboratories, <br> Inc.<br>| 4815 | 3031091 |
| \* | ImmuCell Corp. | 2105 | 13051 |
| \* | Immunovant, Inc. | 477 | 11772 |
| \* | Incyte Corp. | 14897 | 1392572 |
| \* | InfuSystem Holdings, <br> Inc.<br>| 3700 | 38332 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Innoviva, Inc. | 8080 | $147056 |
| \* | Inogen, Inc. | 4900 | 40376 |
| \* | Insmed, Inc. | 1929 | 365738 |
| \* | Inspire Medical <br> Systems, Inc.<br>| 2250 | 162180 |
| \* | Instil Bio, Inc. | 806 | 14218 |
| \* | Insulet Corp. | 3775 | 1181613 |
| \* | Integer Holdings <br> Corp.<br>| 4492 | 290048 |
| \* | Integra LifeSciences <br> Holdings Corp.<br>| 5295 | 63593 |
| \* | Intellia Therapeutics, <br> Inc.<br>| 11720 | 147906 |
| \* | Intuitive Surgical, Inc. | 2338 | 1249147 |
| \* | Iovance <br> Biotherapeutics, <br> Inc.<br>| 26559 | 52321 |
| \* | IQVIA Holdings, Inc. | 12229 | 2647089 |
|  | iRadimed Corp. | 1040 | 79882 |
| \*†† | iTeos Therapeutics, <br> Inc.<br>| 3190 | 0 |
| \* | Jasper Therapeutics, <br> Inc.<br>| 820 | 1870 |
| \* | Kewaunee Scientific <br> Corp.<br>| 263 | 10999 |
| \* | Kiniksa <br> Pharmaceuticals <br> International PLC<br>| 5011 | 185457 |
| \* | Kodiak Sciences, Inc. | 5861 | 106231 |
| \* | Krystal Biotech, Inc. | 3235 | 638945 |
| \* | Kura Oncology, Inc. | 2487 | 25541 |
| \* | Kymera Therapeutics, <br> Inc.<br>| 5149 | 318414 |
|  | Labcorp Holdings, <br> Inc.<br>| 6516 | 1654803 |
| \* | Lantern Pharma, Inc. | 10400 | 41704 |
| \* | Lantheus Holdings, <br> Inc.<br>| 9250 | 533633 |
|  | LeMaitre Vascular, <br> Inc.<br>| 2443 | 211588 |
| \* | LENZ Therapeutics, <br> Inc.<br>| 3420 | 101642 |
| \* | Lexeo Therapeutics, <br> Inc.<br>| 8023 | 80310 |
| \* | LifeStance Health <br> Group, Inc.<br>| 30622 | 150048 |
| \* | Ligand <br> Pharmaceuticals, <br> Inc.<br>| 2094 | 400603 |
| \* | Lipocine, Inc. | 2730 | 7398 |
| \* | Lisata Therapeutics, <br> Inc.<br>| 2185 | 6096 |
| \* | LivaNova PLC | 6394 | 336516 |
| \* | MannKind Corp. | 22327 | 124808 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Medpace Holdings, <br> Inc.<br>| 2445 | $1430105 |
|  | Medtronic PLC | 25470 | 2310129 |
| \* | Merit Medical <br> Systems, Inc.<br>| 7573 | 662940 |
|  | Mesa Laboratories, <br> Inc.<br>| 700 | 50323 |
| \* | Mettler-Toledo <br> International, Inc.<br>| 695 | 984322 |
| \* | Molina Healthcare, <br> Inc.<br>| 4386 | 671321 |
| \* | Myriad Genetics, Inc. | 9336 | 75061 |
| \* | Natera, Inc. | 3010 | 598779 |
|  | National HealthCare <br> Corp.<br>| 2964 | 354020 |
|  | National Research <br> Corp.<br>| 2585 | 34536 |
| \* | Neogen Corp. | 16877 | 104131 |
| \* | NeoGenomics, Inc. | 11504 | 112394 |
| \* | Neurocrine <br> Biosciences, Inc.<br>| 7919 | 1134080 |
| \* | Nexgel, Inc. | 1225 | 3038 |
| \* | Niagen Bioscience, <br> Inc.<br>| 5350 | 40339 |
| \* | Novocure Ltd. | 4360 | 55852 |
| \* | Nuvation Bio, Inc. | 4506 | 23521 |
| \* | Olema <br> Pharmaceuticals, <br> Inc.<br>| 7015 | 62925 |
| \*» | OmniAb, Inc. <br> (2200963D US)<br>| 977 | 0 |
| \*» | OmniAb, Inc. <br> (2200964D US)<br>| 977 | 0 |
| \* | Omnicell, Inc. | 4806 | 161337 |
| \*†† | Opiant <br> Pharmaceuticals, <br> Inc.<br>| 1079 | 0 |
| \* | OptimizeRx Corp. | 1931 | 39566 |
| \* | Option Care Health, <br> Inc.<br>| 19327 | 503082 |
| \* | Oramed <br> Pharmaceuticals, <br> Inc.<br>| 4929 | 11780 |
| \* | OraSure <br> Technologies, Inc.<br>| 11009 | 30165 |
| \* | Organogenesis <br> Holdings, Inc.<br>| 16264 | 69122 |
| \* | ORIC <br> Pharmaceuticals, <br> Inc.<br>| 10375 | 136535 |
| \* | Orthofix Medical, Inc. | 3749 | 57885 |
| \* | OrthoPediatrics Corp. | 3849 | 64817 |
| \* | Pacira BioSciences, <br> Inc.<br>| 7658 | 163728 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| #\*†† | PDL BioPharma, Inc. | 20904 | $8780 |
| \* | Pediatrix Medical <br> Group, Inc.<br>| 11024 | 187077 |
| \* | Pennant Group, Inc. | 4180 | 103371 |
| \* | Penumbra, Inc. | 2985 | 678699 |
| \* | Personalis, Inc. | 13008 | 125397 |
|  | Phibro Animal Health <br> Corp., Class A<br>| 2612 | 109861 |
| \* | Precipio, Inc. | 410 | 8495 |
| \* | Prestige Consumer <br> Healthcare, Inc.<br>| 8493 | 514676 |
| \* | Privia Health Group, <br> Inc.<br>| 11894 | 289024 |
| \* | Pro-Dex, Inc. | 640 | 23194 |
| \* | Progyny, Inc. | 5642 | 105562 |
| \* | Protagonist <br> Therapeutics, Inc.<br>| 3361 | 264242 |
| \* | Prothena Corp. PLC | 5964 | 64113 |
| \* | PTC Therapeutics, <br> Inc.<br>| 5800 | 396198 |
| \* | Pulmatrix, Inc. | 2415 | 11785 |
| \* | Quanterix Corp. | 1794 | 9580 |
|  | Quest Diagnostics, <br> Inc.<br>| 11211 | 1972575 |
| \* | QuidelOrtho Corp. | 7427 | 200455 |
| \* | RadNet, Inc. | 7849 | 596446 |
| \* | Rafael Holdings, Inc., <br> Class B<br>| 1879 | 2555 |
| \* | Rapid Micro <br> Biosystems, Inc., <br> Class A<br>| 110 | 329 |
| \* | Repligen Corp. | 3778 | 563149 |
| \* | Replimune Group, <br> Inc.<br>| 9525 | 92678 |
| # | ResMed, Inc. | 7241 | 1787658 |
| \* | Rigel <br> Pharmaceuticals, <br> Inc.<br>| 1707 | 53907 |
| \* | Roivant Sciences Ltd. | 67290 | 1345127 |
|  | Royalty Pharma PLC, <br> Class A<br>| 27375 | 1027657 |
| \* | RxSight, Inc. | 1049 | 9221 |
| \* | Seer, Inc. | 11474 | 25358 |
|  | Select Medical <br> Holdings Corp.<br>| 20968 | 289987 |
| \* | Sensus Healthcare, <br> Inc.<br>| 2152 | 6865 |
| \* | SI-BONE, Inc. | 4988 | 73972 |
|  | SIGA Technologies, <br> Inc.<br>| 6592 | 54582 |
| \* | Simulations Plus, Inc. | 1640 | 28175 |
| \* | Solid Biosciences, <br> Inc.<br>| 4816 | 25958 |
| \* | Sotera Health Co. | 30462 | 505669 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | STAAR Surgical Co. | 2110 | $54586 |
|  | STERIS PLC | 7864 | 1853545 |
| \* | Stoke Therapeutics, <br> Inc.<br>| 3551 | 106672 |
|  | Stryker Corp. | 7228 | 2574903 |
| \* | Supernus <br> Pharmaceuticals, <br> Inc.<br>| 6512 | 359007 |
| \* | Surmodics, Inc. | 2518 | 69081 |
| \* | Tactile Systems <br> Technology, Inc.<br>| 1970 | 29688 |
| \* | Talkspace, Inc. | 18113 | 58505 |
| \* | Teladoc Health, Inc. | 17464 | 150714 |
|  | Teleflex, Inc. | 3469 | 431786 |
| \* | Terns <br> Pharmaceuticals, <br> Inc.<br>| 11200 | 92512 |
| \* | Theravance <br> Biopharma, Inc.<br>| 5750 | 84295 |
| \*†† | Third Harmonic Bio, <br> Inc.<br>| 2266 | 68 |
| \* | TransMedics Group, <br> Inc.<br>| 2062 | 271235 |
| \* | TruBridge, Inc. | 1404 | 26985 |
| \* | Tyra Biosciences, Inc. | 1363 | 21590 |
|  | U.S. Physical <br> Therapy, Inc.<br>| 1729 | 149161 |
| \* | UFP Technologies, <br> Inc.<br>| 884 | 170294 |
|  | Utah Medical <br> Products, Inc.<br>| 296 | 17198 |
| \* | Varex Imaging Corp. | 8078 | 94432 |
| \* | Veeva Systems, Inc., <br> Class A<br>| 4620 | 1345344 |
| \* | Ventyx Biosciences, <br> Inc.<br>| 13568 | 115735 |
| \* | Vericel Corp. | 3106 | 108896 |
| †† | Verve Therapeutics, <br> Inc.<br>| 6317 | 3980 |
| \* | Vicarious Surgical, <br> Inc., Class A<br>| 1493 | 7958 |
| \* | Vir Biotechnology, <br> Inc.<br>| 13414 | 79947 |
| \* | Viridian Therapeutics, <br> Inc.<br>| 2525 | 59666 |
| \* | Waters Corp. | 4076 | 1424970 |
|  | West Pharmaceutical <br> Services, Inc.<br>| 3849 | 1085687 |
| \* | Xencor, Inc. | 6336 | 93203 |
| \* | Xenon <br> Pharmaceuticals, <br> Inc.<br>| 3049 | 127814 |
| \* | XOMA Royalty Corp. | 476 | 15698 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | Zimmer Biomet <br> Holdings, Inc.<br>| 15049 | $1513327 |
|  | Zoetis, Inc. | 13275 | 1912795 |
| \* | Zymeworks, Inc. | 8031 | 153272 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | 100137029 |
| INDUSTRIALS — (13.2%) | INDUSTRIALS — (13.2%) | INDUSTRIALS — (13.2%) | INDUSTRIALS — (13.2%) |
| \* | 3D Systems Corp. | 11500 | 32890 |
|  | A.O. Smith Corp. | 14567 | 961276 |
| # | AAON, Inc. | 5365 | 527862 |
|  | ABM Industries, Inc. | 7851 | 337593 |
|  | ACCO Brands Corp. | 10854 | 40811 |
|  | Acme United Corp. | 700 | 26607 |
|  | Acuity, Inc. | 3101 | 1132020 |
|  | Advanced Drainage <br> Systems, Inc.<br>| 8712 | 1220116 |
|  | Aebi Schmidt Holding <br> AG<br>| 4835 | 53910 |
|  | AECOM | 13558 | 1821517 |
| \* | AerSale Corp. | 8958 | 66468 |
|  | AGCO Corp. | 9879 | 1019118 |
| \* | Air Industries Group | 1705 | 5575 |
|  | Air Lease Corp. | 25058 | 1600204 |
|  | Alamo Group, Inc. | 1571 | 280769 |
| \* | Alaska Air Group, Inc. | 19118 | 797794 |
|  | Albany International <br> Corp., Class A<br>| 3782 | 213986 |
|  | Alight, Inc., Class A | 51818 | 149236 |
| \* | Allegiant Travel Co. | 1956 | 121624 |
|  | Allegion PLC | 9338 | 1547960 |
|  | Allient, Inc. | 2437 | 133255 |
| \* | Alpha Pro Tech Ltd. | 2405 | 10943 |
|  | Alta Equipment <br> Group, Inc.<br>| 2593 | 15869 |
| \* | Ameresco, Inc., <br> Class A<br>| 2313 | 91410 |
| \* | American Airlines <br> Group, Inc.<br>| 39602 | 519974 |
| \* | American Woodmark <br> Corp.<br>| 1754 | 111782 |
|  | AMETEK, Inc. | 10621 | 2146610 |
| \* | API Group Corp. | 33373 | 1228794 |
|  | Apogee Enterprises, <br> Inc.<br>| 3280 | 120081 |
|  | Applied Industrial <br> Technologies, Inc.<br>| 3687 | 947891 |
|  | ArcBest Corp. | 2914 | 216568 |
|  | Arcosa, Inc. | 6353 | 648006 |
|  | Argan, Inc. | 1063 | 325501 |
|  | Armstrong World <br> Industries, Inc.<br>| 5546 | 1056125 |
|  | Astec Industries, Inc. | 2962 | 137822 |
| \* | Astronics Corp. <br> (ATRO US)<br>| 2490 | 122458 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Astronics Corp. <br> (ATROB US), <br> Class B<br>| 835 | $41090 |
| \* | Asure Software, Inc. | 4001 | 35409 |
| \* | ATI, Inc. | 16576 | 1640527 |
|  | Atkore, Inc. | 4315 | 298814 |
|  | Atmus Filtration <br> Technologies, Inc.<br>| 8780 | 399314 |
|  | Automatic Data <br> Processing, Inc.<br>| 15139 | 3940682 |
| \* | Avis Budget Group, <br> Inc.<br>| 2636 | 358681 |
|  | AZZ, Inc. | 3732 | 372640 |
|  | Barrett Business <br> Services, Inc.<br>| 2745 | 111090 |
| \* | BlackSky Technology, <br> Inc.<br>| 2083 | 43993 |
| \* | Blue Bird Corp. | 3575 | 178607 |
| \* | BlueLinx Holdings, <br> Inc.<br>| 1267 | 82912 |
|  | Boise Cascade Co. | 6896 | 486099 |
|  | Booz Allen Hamilton <br> Holding Corp.<br>| 11644 | 1014891 |
| \* | Bowman Consulting <br> Group Ltd.<br>| 675 | 29221 |
|  | Brady Corp., Class A | 5584 | 423881 |
| \* | BrightView Holdings, <br> Inc.<br>| 7472 | 92055 |
|  | Brink's Co. | 4451 | 494773 |
|  | Broadridge Financial <br> Solutions, Inc.<br>| 6537 | 1440755 |
| \* | Builders FirstSource, <br> Inc.<br>| 12850 | 1492785 |
| #\* | Byrna Technologies, <br> Inc.<br>| 1958 | 39650 |
| \* | CACI International, <br> Inc., Class A<br>| 2544 | 1430364 |
| \* | Cadeler AS (CDLR <br> US), ADR<br>| 3216 | 59592 |
|  | Cadre Holdings, Inc. | 3427 | 145510 |
|  | Carlisle Cos., Inc. | 4505 | 1464350 |
|  | Carpenter Technology <br> Corp.<br>| 6731 | 2126323 |
|  | Carrier Global Corp. | 27107 | 1612595 |
| \* | Casella Waste <br> Systems, Inc., <br> Class A<br>| 4101 | 363226 |
|  | Caterpillar, Inc. | 22053 | 12730315 |
| \* | CBIZ, Inc. | 563 | 30965 |
| \* | CECO Environmental <br> Corp.<br>| 4856 | 237410 |
|  | CH Robinson <br> Worldwide, Inc.<br>| 12585 | 1937964 |
| \* | Chart Industries, Inc. | 4297 | 857767 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Cimpress PLC | 1285 | $88935 |
|  | Cintas Corp. | 10456 | 1916271 |
|  | Civeo Corp. | 743 | 15440 |
| \* | Clarivate PLC | 57878 | 196785 |
| \* | Clean Harbors, Inc. | 7483 | 1575246 |
|  | CNH Industrial NV | 71972 | 754986 |
|  | Columbus McKinnon <br> Corp.<br>| 4597 | 74609 |
|  | Comfort Systems <br> USA, Inc.<br>| 2886 | 2786664 |
|  | CompX International, <br> Inc.<br>| 811 | 18239 |
| # | Concentrix Corp. | 4660 | 187845 |
|  | Concrete Pumping <br> Holdings, Inc.<br>| 2727 | 17426 |
| \* | Conduent, Inc. | 20948 | 49856 |
| \* | Construction Partners, <br> Inc., Class A<br>| 3553 | 406286 |
|  | Copa Holdings SA, <br> Class A<br>| 3829 | 479429 |
| \* | Copart, Inc. | 34068 | 1465265 |
| \* | Core & Main, Inc., <br> Class A<br>| 21047 | 1098232 |
| #†† | Costa <br> Communications, <br> Inc.<br>| 99 | 12 |
| \* | Costamare Bulkers <br> Holdings Ltd.<br>| 3200 | 41408 |
|  | Covenant Logistics <br> Group, Inc.<br>| 2605 | 52543 |
| #\*» | CPI Aerostructures, <br> Inc.<br>| 2525 | 6287 |
|  | CRA International, <br> Inc.<br>| 1047 | 199443 |
|  | Crane Co. | 6315 | 1199850 |
|  | CSG Systems <br> International, Inc.<br>| 3689 | 288738 |
|  | CSW Industrials, Inc. | 1796 | 449754 |
|  | CSX Corp. | 133714 | 4816378 |
|  | Cummins, Inc. | 8514 | 3726408 |
|  | Curtiss-Wright Corp. | 2316 | 1379711 |
| \* | Custom Truck One <br> Source, Inc.<br>| 22175 | 130611 |
| \* | Dayforce, Inc. | 319 | 21928 |
|  | Deere & Co. | 13509 | 6236160 |
|  | Delta Air Lines, Inc. | 63505 | 3643917 |
|  | Deluxe Corp. | 4918 | 89065 |
| \* | Distribution Solutions <br> Group, Inc.<br>| 2652 | 72506 |
| \* | DLH Holdings Corp. | 1100 | 6842 |
| \* | DNOW, Inc. | 18221 | 267849 |
|  | Donaldson Co., Inc. | 15549 | 1310003 |
|  | Douglas Dynamics, <br> Inc.<br>| 3080 | 93108 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Dover Corp. | 12661 | $2297465 |
| \* | DXP Enterprises, Inc. | 2319 | 277468 |
| \* | Dycom Industries, <br> Inc.<br>| 3764 | 1083242 |
|  | Eastern Co. | 312 | 6661 |
|  | Eaton Corp. PLC | 9355 | 3569494 |
|  | EMCOR Group, Inc. | 3691 | 2494304 |
|  | Emerson Electric Co. | 19656 | 2743388 |
| \* | Energy Recovery, Inc. | 4025 | 68868 |
|  | Enerpac Tool Group <br> Corp.<br>| 7620 | 312725 |
|  | EnerSys | 4804 | 606073 |
|  | Ennis, Inc. | 3943 | 64665 |
|  | Enpro, Inc. | 3438 | 797650 |
| \* | Enviri Corp. | 9556 | 116679 |
|  | Equifax, Inc. | 5885 | 1242324 |
|  | Esab Corp. | 5184 | 605595 |
|  | ESCO Technologies, <br> Inc.<br>| 4269 | 936917 |
|  | Espey Mfg. & <br> Electronics Corp.<br>| 419 | 15717 |
| \* | Everus Construction <br> Group, Inc.<br>| 6242 | 567335 |
|  | EVI Industries, Inc. | 123 | 3314 |
| \* | ExlService Holdings, <br> Inc.<br>| 18876 | 738052 |
|  | Expeditors <br> International of <br> Washington, Inc.<br>| 14498 | 1767306 |
|  | Exponent, Inc. | 3661 | 259235 |
|  | Fastenal Co. | 62020 | 2552123 |
|  | Federal Signal Corp. | 6612 | 780414 |
|  | FedEx Corp. | 14565 | 3696888 |
|  | Ferguson Enterprises, <br> Inc.<br>| 15823 | 3932016 |
| \* | First Advantage Corp. | 5586 | 70551 |
|  | Flowserve Corp. | 13033 | 889502 |
| \* | Fluor Corp. | 17180 | 837869 |
|  | Fortive Corp. | 20848 | 1049488 |
|  | Fortune Brands <br> Innovations, Inc.<br>| 9726 | 494081 |
| \* | Forward Air Corp. | 951 | 17888 |
| \* | Franklin Covey Co. | 2340 | 39733 |
|  | Franklin Electric Co., <br> Inc.<br>| 4753 | 450442 |
| \* | FreightCar America, <br> Inc.<br>| 3484 | 30973 |
| \* | Frontier Group <br> Holdings, Inc.<br>| 16801 | 64852 |
|  | FTAI Aviation Ltd. | 8212 | 1419855 |
| \* | FTI Consulting, Inc. | 4149 | 684627 |
| \* | Gates Industrial Corp. <br> PLC<br>| 34057 | 751979 |
|  | GATX Corp. | 5801 | 909887 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | GE Vernova, Inc. | 1838 | $1075487 |
| \* | Gencor Industries, <br> Inc.<br>| 1048 | 14242 |
| \* | Generac Holdings, <br> Inc.<br>| 4861 | 816745 |
|  | Genpact Ltd. | 21889 | 835065 |
| \* | Gibraltar Industries, <br> Inc.<br>| 3784 | 236084 |
|  | Global Industrial Co. | 4216 | 119819 |
|  | Gorman-Rupp Co. | 3516 | 158115 |
|  | Graco, Inc. | 12465 | 1019263 |
| \* | Graham Corp. | 467 | 29089 |
|  | Granite Construction, <br> Inc.<br>| 4678 | 481413 |
| \* | Great Lakes Dredge & <br> Dock Corp.<br>| 8897 | 100981 |
|  | Greenbrier Cos., Inc. | 3960 | 165409 |
|  | Griffon Corp. | 5469 | 404761 |
| \* | GXO Logistics, Inc. | 12803 | 719657 |
| \* | Hayward Holdings, <br> Inc.<br>| 28149 | 477689 |
| \* | Healthcare Services <br> Group, Inc.<br>| 8872 | 158543 |
|  | Heartland Express, <br> Inc.<br>| 10100 | 78780 |
|  | HEICO Corp. (HEI <br> US)<br>| 2263 | 719114 |
|  | HEICO Corp. (HEIA <br> US), Class A<br>| 2448 | 606443 |
|  | Heidrick & Struggles <br> International, Inc.<br>| 501 | 29243 |
|  | Helios Technologies, <br> Inc.<br>| 3588 | 198632 |
|  | Herc Holdings, Inc. | 5540 | 786957 |
| # | Hexcel Corp. | 8621 | 615539 |
|  | Hillenbrand, Inc. | 2335 | 73786 |
| \* | Hillman Solutions <br> Corp.<br>| 17886 | 164909 |
|  | HireQuest, Inc. | 1219 | 10398 |
|  | HNI Corp. | 5873 | 240323 |
|  | Honeywell <br> International, Inc.<br>| 15740 | 3168934 |
|  | Howmet Aerospace, <br> Inc.<br>| 22815 | 4698749 |
|  | Hub Group, Inc., <br> Class A<br>| 7775 | 286353 |
|  | Hubbell, Inc. | 4852 | 2280440 |
| \* | Hudson Technologies, <br> Inc.<br>| 6390 | 57989 |
| \* | Hurco Cos., Inc. | 876 | 15724 |
| \* | Huron Consulting <br> Group, Inc.<br>| 3291 | 541172 |
|  | Hyster-Yale, Inc. | 1643 | 59049 |
| \* | IBEX Holdings Ltd. | 2196 | 82065 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | ICF International, Inc. | 2697 | $216515 |
|  | IDEX Corp. | 4034 | 691670 |
| \* | IES Holdings, Inc. | 2585 | 1013010 |
|  | Illinois Tool Works, <br> Inc.<br>| 12097 | 2950700 |
|  | Ingersoll Rand, Inc. | 18887 | 1441645 |
| \* | Innodata, Inc. | 4000 | 298440 |
| \* | Innovative Solutions & <br> Support, Inc.<br>| 400 | 3760 |
|  | Insperity, Inc. | 3427 | 151199 |
|  | Insteel Industries, Inc. | 2607 | 81443 |
|  | Interface, Inc. | 7483 | 186327 |
|  | ITT, Inc. | 6834 | 1264768 |
|  | Jacobs Solutions, Inc. | 7932 | 1235885 |
| \* | Janus International <br> Group, Inc.<br>| 13118 | 125933 |
|  | JB Hunt Transport <br> Services, Inc.<br>| 9422 | 1590999 |
| \* | JELD-WEN Holding, <br> Inc.<br>| 12376 | 53712 |
|  | Johnson Controls <br> International PLC<br>| 45220 | 5172716 |
|  | Kadant, Inc. | 1463 | 404754 |
|  | Karat Packaging, Inc. | 1611 | 38696 |
|  | KBR, Inc. | 12174 | 521534 |
|  | Kelly Services, Inc., <br> Class A<br>| 5090 | 57059 |
|  | Kennametal, Inc. | 6003 | 131766 |
|  | Kforce, Inc. | 3986 | 100846 |
| \* | Kirby Corp. | 9075 | 939081 |
|  | Knight-Swift <br> Transportation <br> Holdings, Inc.<br>| 19235 | 867883 |
|  | Korn Ferry | 6717 | 434590 |
| \* | L.B. Foster Co., <br> Class A<br>| 876 | 24002 |
|  | Landstar System, Inc. | 3926 | 504216 |
| \* | Legalzoom.com, Inc. | 13579 | 135383 |
|  | Lennox International, <br> Inc.<br>| 3173 | 1602365 |
| \* | Limbach Holdings, <br> Inc.<br>| 1470 | 138886 |
|  | Lincoln Electric <br> Holdings, Inc.<br>| 6250 | 1465313 |
|  | Lindsay Corp. | 1070 | 119027 |
| \* | Liquidity Services, <br> Inc.<br>| 3459 | 82808 |
| \* | Loar Holdings, Inc. | 5639 | 446214 |
|  | LSI Industries, Inc. | 4384 | 100350 |
|  | Luxfer Holdings PLC | 1401 | 17092 |
| \* | Lyft, Inc., Class A | 16411 | 335769 |
| \* | Manitowoc Co., Inc. | 5633 | 57288 |
|  | ManpowerGroup, Inc. | 3629 | 111265 |
|  | Marten Transport Ltd. | 9721 | 99640 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Masco Corp. | 11010 | $713008 |
| \* | MasTec, Inc. | 7482 | 1527525 |
| \* | Mastech Digital, Inc. | 1950 | 13455 |
| \* | Masterbrand, Inc. | 16248 | 205212 |
| \* | Matrix Service Co. | 5354 | 80417 |
|  | Matson, Inc. | 4076 | 411472 |
|  | Maximus, Inc. | 7837 | 651411 |
| \* | Mayville Engineering <br> Co., Inc.<br>| 932 | 16608 |
|  | McGrath RentCorp | 1893 | 203384 |
| \* | Middleby Corp. | 5230 | 649723 |
|  | Miller Industries, Inc. | 1864 | 74821 |
|  | MillerKnoll, Inc. | 5395 | 84270 |
| \* | Mistras Group, Inc. | 2600 | 24804 |
| \* | Mobile Infrastructure <br> Corp.<br>| 2837 | 9703 |
| \* | Montrose <br> Environmental <br> Group, Inc.<br>| 3965 | 102614 |
| \* | MRC Global, Inc. | 11394 | 158946 |
|  | MSA Safety, Inc. | 3894 | 611475 |
|  | MSC Industrial Direct <br> Co., Inc., Class A<br>| 5495 | 466580 |
|  | Mueller Industries, <br> Inc.<br>| 12537 | 1327292 |
|  | Mueller Water <br> Products, Inc., <br> Class A<br>| 16698 | 428471 |
| \* | MYR Group, Inc. | 1659 | 361164 |
| \* | Nephros, Inc. | 2332 | 13292 |
| \* | NEXTracker, Inc., <br> Class A<br>| 9716 | 983454 |
|  | NL Industries, Inc. | 7700 | 46585 |
|  | Nordson Corp. | 3283 | 761492 |
| \* | NPK International, <br> Inc.<br>| 10835 | 133271 |
|  | nVent Electric PLC | 17239 | 1971280 |
| \* | NWPX Infrastructure, <br> Inc.<br>| 1465 | 88134 |
|  | Old Dominion Freight <br> Line, Inc.<br>| 9298 | 1305625 |
|  | Omega Flex, Inc. | 981 | 27125 |
| \* | OPENLANE, Inc. | 17417 | 460157 |
| \* | Orion Group Holdings, <br> Inc.<br>| 4820 | 51911 |
|  | Otis Worldwide Corp. | 14948 | 1386577 |
|  | Owens Corning | 13917 | 1771773 |
|  | PACCAR, Inc. | 28369 | 2791510 |
| \* | PAMT Corp. | 3004 | 30250 |
|  | Pangaea Logistics <br> Solutions Ltd.<br>| 3295 | 16310 |
|  | Park Aerospace Corp. | 1437 | 27533 |
|  | Parker-Hannifin Corp. | 3739 | 2889611 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Park-Ohio Holdings <br> Corp.<br>| 1783 | $36783 |
| \* | Parsons Corp. | 12580 | 1045901 |
|  | Paychex, Inc. | 20467 | 2395253 |
|  | Paycom Software, <br> Inc.<br>| 4202 | 786152 |
| \* | Paylocity Holding <br> Corp.<br>| 4676 | 660579 |
|  | Pentair PLC | 13278 | 1412115 |
| \* | Perma-Fix <br> Environmental <br> Services, Inc.<br>| 1138 | 15579 |
| \* | Perma-Pipe <br> International <br> Holdings, Inc.<br>| 980 | 27166 |
|  | Pioneer Power <br> Solutions, Inc.<br>| 4039 | 18579 |
|  | Pitney Bowes, Inc. | 13916 | 137490 |
| \* | Planet Labs PBC | 30582 | 411328 |
| # | Powell Industries, Inc. | 1649 | 632210 |
| \* | Power Solutions <br> International, Inc.<br>| 515 | 44094 |
|  | Preformed Line <br> Products Co.<br>| 783 | 166082 |
|  | Primoris Services <br> Corp.<br>| 8827 | 1249197 |
| \* | Proto Labs, Inc. | 3061 | 152315 |
|  | Quanex Building <br> Products Corp.<br>| 3315 | 47106 |
|  | Quanta Services, Inc. | 5143 | 2309876 |
| \* | Radiant Logistics, Inc. | 4889 | 29578 |
| \* | RBC Bearings, Inc. | 1865 | 799208 |
| \* | RCM Technologies, <br> Inc.<br>| 1905 | 44006 |
|  | Regal Rexnord Corp. | 8462 | 1192211 |
|  | Republic Services, <br> Inc.<br>| 14079 | 2931811 |
| \* | Resideo Technologies, <br> Inc.<br>| 17035 | 729098 |
|  | Resources <br> Connection, Inc.<br>| 5098 | 22431 |
|  | REV Group, Inc. | 9603 | 492346 |
|  | Robert Half, Inc. | 8841 | 231546 |
| \* | Rocket Lab Corp. | 32290 | 2033624 |
|  | Rockwell Automation, <br> Inc.<br>| 5616 | 2068710 |
|  | Rollins, Inc. | 17303 | 996826 |
|  | Rush Enterprises, Inc. <br> (RUSHA US), <br> Class A<br>| 10360 | 511888 |
|  | Rush Enterprises, Inc. <br> (RUSHB US), <br> Class B<br>| 2925 | 153475 |
| \* | RXO, Inc. | 9543 | 169197 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Ryder System, Inc. | 5230 | $885073 |
| \* | Saia, Inc. | 1931 | 564818 |
|  | Schneider National, <br> Inc., Class B<br>| 7231 | 154526 |
|  | Sensata Technologies <br> Holding PLC<br>| 13811 | 439604 |
| \* | Shoals Technologies <br> Group, Inc., <br> Class A<br>| 19935 | 209517 |
| \* | SIFCO Industries, <br> Inc.<br>| 1584 | 11642 |
|  | Simpson <br> Manufacturing Co., <br> Inc.<br>| 4447 | 784896 |
| \* | SiteOne Landscape <br> Supply, Inc.<br>| 4790 | 621598 |
|  | Snap-on, Inc. | 4602 | 1544201 |
|  | Southwest Airlines <br> Co.<br>| 36787 | 1114646 |
| \* | SPX Technologies, <br> Inc.<br>| 5136 | 1149899 |
|  | SS&C Technologies <br> Holdings, Inc.<br>| 22546 | 1914606 |
|  | Standex International <br> Corp.<br>| 1293 | 301566 |
|  | Stanley Black & <br> Decker, Inc.<br>| 7633 | 516907 |
|  | Steelcase, Inc., <br> Class A<br>| 10807 | 172480 |
| \* | Sterling Infrastructure, <br> Inc.<br>| 1950 | 736905 |
| \* | Sun Country Airlines <br> Holdings, Inc.<br>| 9275 | 113897 |
| \* | Sunrun, Inc. | 14549 | 302037 |
| \* | Symbotic, Inc. | 777 | 62898 |
| \* | TaskUS, Inc., Class A | 1750 | 23345 |
| \* | Taylor Devices, Inc. | 619 | 28332 |
| \* | TechPrecision Corp. | 1825 | 8997 |
|  | Tecnoglass, Inc. | 6024 | 359211 |
|  | Tennant Co. | 2368 | 189440 |
|  | Terex Corp. | 8410 | 387028 |
|  | Tetra Tech, Inc. | 21515 | 688050 |
| \* | Thermon Group <br> Holdings, Inc.<br>| 4239 | 121786 |
| \* | TIC Solutions, Inc. | 7341 | 89046 |
|  | Timken Co. | 8929 | 701016 |
| \* | Titan International, <br> Inc.<br>| 9194 | 69415 |
| \* | Titan Machinery, Inc. | 4124 | 67634 |
|  | Toro Co. | 11192 | 836378 |
|  | Trane Technologies <br> PLC<br>| 6434 | 2886614 |
| \* | Transcat, Inc. | 665 | 48312 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | TransDigm Group, <br> Inc.<br>| 1619 | $2118478 |
|  | TransUnion | 9571 | 776974 |
| \* | Trex Co., Inc. | 11457 | 553602 |
|  | TriNet Group, Inc. | 4840 | 290400 |
|  | Trinity Industries, Inc. | 10364 | 283663 |
| \* | TrueBlue, Inc. | 2700 | 12798 |
| \* | TTEC Holdings, Inc. | 5275 | 18410 |
| \* | Tutor Perini Corp. | 11511 | 775381 |
|  | Twin Disc, Inc. | 300 | 4698 |
| \* | Uber Technologies, <br> Inc.<br>| 21477 | 2072531 |
|  | UFP Industries, Inc. | 7509 | 691804 |
| #\* | U-Haul Holding Co. <br> (UHAL US)<br>| 1803 | 95847 |
|  | U-Haul Holding Co. <br> (UHAL/B US)<br>| 14140 | 685649 |
|  | UL Solutions, Inc., <br> Class A<br>| 2416 | 188134 |
| \* | Ultralife Corp. | 900 | 6327 |
|  | UniFirst Corp. | 1651 | 254832 |
|  | Union Pacific Corp. | 24283 | 5351245 |
| \* | United Airlines <br> Holdings, Inc.<br>| 29860 | 2808034 |
|  | United Parcel Service, <br> Inc., Class B<br>| 21901 | 2111694 |
|  | United Rentals, Inc. | 4588 | 3996974 |
|  | Universal Logistics <br> Holdings, Inc.<br>| 3779 | 61144 |
| \* | Upwork, Inc. | 19919 | 317509 |
| \* | V2X, Inc. | 3679 | 210034 |
|  | Valmont Industries, <br> Inc.<br>| 2109 | 871924 |
|  | Veralto Corp. | 12799 | 1263005 |
|  | Verisk Analytics, Inc. | 8825 | 1930557 |
| \* | Verra Mobility Corp. | 22017 | 511015 |
|  | Vertiv Holdings Co., <br> Class A<br>| 14652 | 2825785 |
| \* | Vicor Corp. | 3727 | 338151 |
|  | Virco Mfg. Corp. | 4104 | 30041 |
|  | VSE Corp. | 2354 | 425321 |
|  | Wabash National <br> Corp.<br>| 6958 | 55803 |
|  | Waste Management, <br> Inc.<br>| 18296 | 3654992 |
| # | Watsco, Inc. (WSO <br> US)<br>| 2924 | 1076061 |
|  | Watts Water <br> Technologies, Inc., <br> Class A<br>| 2929 | 798445 |
|  | Werner Enterprises, <br> Inc.<br>| 7772 | 203626 |
|  | WESCO International, <br> Inc.<br>| 5598 | 1452849 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Westinghouse Air <br> Brake Technologies <br> Corp.<br>| 9503 | $1942793 |
| \* | Wilhelmina <br> International, Inc.<br>| 1900 | 5938 |
| \* | Willdan Group, Inc. | 2029 | 191761 |
|  | Willis Lease Finance <br> Corp.<br>| 856 | 109893 |
|  | WillScot Holdings <br> Corp.<br>| 22925 | 498619 |
|  | Worthington <br> Enterprises, Inc.<br>| 7090 | 397678 |
|  | WW Grainger, Inc. | 3272 | 3203288 |
| \* | XPO, Inc. | 13336 | 1918650 |
|  | Xylem, Inc. | 12883 | 1943401 |
|  | Zurn Elkay Water <br> Solutions Corp.<br>| 14653 | 690303 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | 291922251 |
| INFORMATION TECHNOLOGY — (32.0%) | INFORMATION TECHNOLOGY — (32.0%) | INFORMATION TECHNOLOGY — (32.0%) | INFORMATION TECHNOLOGY — (32.0%) |
| \* | 908 Devices, Inc. | 2993 | 23884 |
|  | A10 Networks, Inc. | 8666 | 154601 |
|  | Accenture PLC, <br> Class A<br>| 18440 | 4611844 |
| \* | ACI Worldwide, Inc. | 11025 | 525121 |
|  | Adeia, Inc. | 15083 | 257014 |
| \* | Adobe, Inc. | 10300 | 3505193 |
|  | Advanced Energy <br> Industries, Inc.<br>| 4030 | 817002 |
| \* | Advanced Micro <br> Devices, Inc.<br>| 26105 | 6686013 |
| \* | Agilysys, Inc. | 1456 | 182670 |
| \* | Akamai Technologies, <br> Inc.<br>| 10509 | 789226 |
| \* | Alarm.com Holdings, <br> Inc.<br>| 4298 | 211548 |
| \* | Allegro MicroSystems, <br> Inc.<br>| 17058 | 510375 |
| \* | Alpha & Omega <br> Semiconductor Ltd.<br>| 3451 | 96835 |
| \* | Ambarella, Inc. | 3098 | 264043 |
|  | Amdocs Ltd. | 14051 | 1183937 |
|  | Amkor Technology, <br> Inc.<br>| 31684 | 1022760 |
|  | Amphenol Corp., <br> Class A<br>| 18191 | 2534734 |
| \* | Amtech Systems, Inc. | 531 | 4211 |
|  | Analog Devices, Inc. | 12059 | 2823374 |
| \* | Appfolio, Inc., Class A | 1992 | 506825 |
|  | Apple, Inc. | 449282 | 121472374 |
|  | Applied Materials, <br> Inc.<br>| 28180 | 6568758 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Applied <br> Optoelectronics, <br> Inc.<br>| 6538 | $232491 |
| \* | AppLovin Corp., <br> Class A<br>| 11893 | 7579766 |
| \* | Arista Networks, Inc. | 10291 | 1622788 |
| \* | Arrow Electronics, <br> Inc.<br>| 6603 | 736565 |
| \* | ASGN, Inc. | 5295 | 237004 |
| \* | Astera Labs, Inc. | 2288 | 427124 |
| \* | AstroNova, Inc. | 760 | 6901 |
| \* | Atlassian Corp., <br> Class A<br>| 2117 | 358662 |
| \* | Aurora Innovation, <br> Inc.<br>| 89937 | 471270 |
| \* | Autodesk, Inc. | 9211 | 2775643 |
| \* | AvePoint, Inc. | 15652 | 220224 |
| \* | Aviat Networks, Inc. | 1998 | 49870 |
| # | Avnet, Inc. | 12935 | 626701 |
| \* | Aware, Inc. | 17700 | 39117 |
| \* | Axcelis Technologies, <br> Inc.<br>| 4923 | 391674 |
|  | Badger Meter, Inc. | 1916 | 345742 |
|  | Bel Fuse, Inc. (BELFA <br> US), Class A<br>| 230 | 31448 |
|  | Bel Fuse, Inc. (BELFB <br> US), Class B<br>| 1124 | 173085 |
|  | Belden, Inc. | 4233 | 515791 |
|  | Benchmark <br> Electronics, Inc.<br>| 5652 | 247671 |
|  | Bentley Systems, Inc., <br> Class B<br>| 10991 | 558673 |
| \* | Bill Holdings, Inc. | 12885 | 639869 |
| \* | BK Technologies <br> Corp.<br>| 438 | 32723 |
| \* | Blackbaud, Inc. | 4814 | 308289 |
| \* | BlackLine, Inc. | 2319 | 132763 |
| \* | Box, Inc., Class A | 14613 | 468931 |
|  | Broadcom, Inc. | 65921 | 24366379 |
| \* | C3.ai, Inc., Class A | 10577 | 185944 |
| \* | Cadence Design <br> Systems, Inc.<br>| 2626 | 889400 |
| \* | Calix, Inc. | 6211 | 424957 |
| \* | CCC Intelligent <br> Solutions Holdings, <br> Inc.<br>| 82243 | 717159 |
|  | CDW Corp. | 9066 | 1444848 |
| \* | Cerence, Inc. | 4314 | 46289 |
| \* | CEVA, Inc. | 3555 | 96732 |
| \* | Ciena Corp. | 15108 | 2869311 |
| #\* | Cipher Mining, Inc. | 49876 | 930187 |
| \* | Cirrus Logic, Inc. | 5485 | 727585 |
|  | Cisco Systems, Inc. | 175925 | 12861877 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | Clear Secure, Inc., <br> Class A<br>| 9535 | $290531 |
| \* | Clearfield, Inc. | 1682 | 59375 |
|  | Climb Global <br> Solutions, Inc.<br>| 650 | 72202 |
| \* | Cloudflare, Inc., <br> Class A<br>| 1700 | 430610 |
| \* | Coda Octopus Group, <br> Inc.<br>| 1400 | 14350 |
|  | Cognex Corp. | 13114 | 542788 |
|  | Cognizant Technology <br> Solutions Corp., <br> Class A<br>| 28848 | 2102442 |
| \* | Coherent Corp. | 12672 | 1672197 |
| \* | Cohu, Inc. | 4549 | 108221 |
| \* | CommScope Holding <br> Co., Inc.<br>| 21738 | 376067 |
| \* | Commvault Systems, <br> Inc.<br>| 2034 | 283173 |
| \* | Comtech <br> Telecommunications <br> Corp.<br>| 5308 | 15075 |
| \* | Consensus Cloud <br> Solutions, Inc.<br>| 2448 | 71775 |
| \* | Corsair Gaming, Inc. | 11100 | 90465 |
| \* | CPI Card Group, Inc. | 578 | 9040 |
| \* | Credo Technology <br> Group Holding Ltd.<br>| 16721 | 3137194 |
| \* | Crexendo, Inc. | 1953 | 12636 |
| \* | Crowdstrike Holdings, <br> Inc., Class A<br>| 931 | 505542 |
| \* | CS Disco, Inc. | 9206 | 58182 |
|  | CSP, Inc. | 2700 | 36018 |
|  | CTS Corp. | 4567 | 189576 |
| \* | CVD Equipment <br> Corp.<br>| 3019 | 11804 |
| \* | Daily Journal Corp. | 277 | 112196 |
| \* | Daktronics, Inc. | 5185 | 97426 |
| \* | Data I/O Corp. | 1818 | 5509 |
| \* | Datadog, Inc., <br> Class A<br>| 2827 | 460264 |
|  | Dell Technologies, <br> Inc., Class C<br>| 4859 | 787207 |
| \* | Diebold Nixdorf, Inc. | 3521 | 208267 |
| \* | Digi International, Inc. | 4771 | 175000 |
| \* | Digital Turbine, Inc. | 11857 | 73988 |
| #\* | DigitalOcean <br> Holdings, Inc.<br>| 4402 | 178985 |
| \* | Diodes, Inc. | 6214 | 331579 |
| \* | Docusign, Inc. | 11723 | 857420 |
|  | Dolby Laboratories, <br> Inc., Class A<br>| 5361 | 355542 |
| \* | Dropbox, Inc., <br> Class A<br>| 10573 | 306617 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | DXC Technology Co. | 14726 | $209109 |
| \* | Dynatrace, Inc. | 13451 | 680217 |
| \* | Eastman Kodak Co. | 10610 | 67267 |
| \* | eGain Corp. | 2871 | 41400 |
| \* | Electro-Sensors, Inc. | 1706 | 8001 |
| \* | Enphase Energy, Inc. | 4282 | 130644 |
| # | Entegris, Inc. | 6967 | 637968 |
| \* | EPAM Systems, Inc. | 5463 | 893419 |
|  | ePlus, Inc. | 3675 | 268863 |
| \* | Everspin <br> Technologies, Inc.<br>| 2288 | 24253 |
| \* | F5, Inc. | 5895 | 1491730 |
| \* | Fabrinet | 2332 | 1027409 |
| \* | Fair Isaac Corp. | 756 | 1254605 |
| \* | Fastly, Inc., Class A | 19339 | 160320 |
| \* | First Solar, Inc. | 7007 | 1870449 |
| \* | Five9, Inc. | 3323 | 80682 |
| \* | Flex Ltd. | 36408 | 2276228 |
| \* | FormFactor, Inc. | 8239 | 452733 |
| \* | Fortinet, Inc. | 45181 | 3904994 |
| \* | Franklin Wireless <br> Corp.<br>| 2368 | 12053 |
| \* | Frequency <br> Electronics, Inc.<br>| 400 | 14688 |
| \* | Freshworks, Inc., <br> Class A<br>| 25096 | 278566 |
| \* | Gartner, Inc. | 3429 | 851558 |
|  | Gen Digital, Inc. | 68131 | 1795933 |
| \* | GLOBALFOUNDRIES, <br> Inc.<br>| 13740 | 489144 |
| \* | Globant SA | 3619 | 222858 |
| \* | GoDaddy, Inc., <br> Class A<br>| 11102 | 1478009 |
| \* | Grid Dynamics <br> Holdings, Inc.<br>| 10112 | 94446 |
| \* | Guidewire Software, <br> Inc.<br>| 4215 | 984793 |
|  | Hackett Group, Inc. | 3314 | 60017 |
| \* | Harmonic, Inc. | 15531 | 166182 |
|  | Hewlett Packard <br> Enterprise Co.<br>| 77801 | 1899900 |
|  | HP, Inc. | 31351 | 867482 |
| \* | HubSpot, Inc. | 1324 | 651302 |
| \* | I3 Verticals, Inc., <br> Class A<br>| 2726 | 83825 |
| \* | Ichor Holdings Ltd. | 3973 | 90108 |
| \* | Identiv, Inc. | 3087 | 12348 |
| \* | Inseego Corp. | 1459 | 24278 |
| \* | Insight Enterprises, <br> Inc.<br>| 3541 | 354100 |
| \* | Intapp, Inc. | 4996 | 191746 |
| \* | Intel Corp. | 95897 | 3834921 |
| \* | Intellinetics, Inc. | 872 | 8240 |
| # | InterDigital, Inc. | 6851 | 2479788 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | International Business <br> Machines Corp.<br>| 43593 | $13400924 |
| \* | inTEST Corp. | 5028 | 42637 |
|  | Intuit, Inc. | 3017 | 2013998 |
| \* | IonQ, Inc. | 8156 | 508771 |
| \* | IPG Photonics Corp. | 4100 | 348992 |
| \* | Itron, Inc. | 7757 | 778260 |
|  | Jabil, Inc. | 11056 | 2442160 |
| \* | Jamf Holding Corp. | 9944 | 127780 |
| \* | JFrog Ltd. | 10374 | 492558 |
| \* | Keysight <br> Technologies, Inc.<br>| 11593 | 2121055 |
| \* | Kimball Electronics, <br> Inc.<br>| 3127 | 90918 |
|  | KLA Corp. | 5102 | 6166991 |
| \* | Klaviyo, Inc., Class A | 7994 | 207844 |
| \* | Knowles Corp. | 19294 | 455531 |
|  | Kulicke & Soffa <br> Industries, Inc.<br>| 6686 | 266972 |
| \* | KVH Industries, Inc. | 6300 | 37611 |
| \* | Kyndryl Holdings, Inc. | 28415 | 821762 |
|  | Lam Research Corp. | 42270 | 6655834 |
| \* | Lantronix, Inc. | 3593 | 17713 |
| \* | Lattice Semiconductor <br> Corp.<br>| 4352 | 317522 |
| \* | LGL Group, Inc. | 276 | 1670 |
| \* | Life360, Inc. | 2482 | 244998 |
|  | Littelfuse, Inc. | 3167 | 770563 |
| \* | LiveRamp Holdings, <br> Inc.<br>| 10069 | 275286 |
| \* | Lumentum Holdings, <br> Inc.<br>| 3938 | 793743 |
| \* | MACOM Technology <br> Solutions Holdings, <br> Inc.<br>| 5322 | 788348 |
| \* | Magnachip <br> Semiconductor <br> Corp.<br>| 3475 | 10773 |
| \* | Manhattan Associates, <br> Inc.<br>| 3939 | 717174 |
|  | Marvell Technology, <br> Inc.<br>| 35647 | 3341550 |
| \* | MaxLinear, Inc. | 10371 | 157121 |
|  | Methode Electronics, <br> Inc.<br>| 3301 | 22216 |
|  | Microchip Technology, <br> Inc.<br>| 19191 | 1197902 |
|  | Micron Technology, <br> Inc.<br>| 30146 | 6745770 |
|  | Microsoft Corp. | 236540 | 122482777 |
| \* | Mirion Technologies, <br> Inc.<br>| 29221 | 858221 |
| \* | Mitek Systems, Inc. | 6206 | 57157 |
|  | MKS, Inc. | 5931 | 852344 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | MongoDB, Inc. | 3297 | $1186327 |
|  | Monolithic Power <br> Systems, Inc.<br>| 1170 | 1175850 |
|  | Motorola Solutions, <br> Inc.<br>| 5563 | 2262528 |
| \* | M-Tron Industries, <br> Inc.<br>| 138 | 7607 |
| \* | N-able, Inc. | 14654 | 114741 |
|  | Napco Security <br> Technologies, Inc.<br>| 2780 | 122737 |
| \* | nCino, Inc. | 10802 | 288197 |
| \* | NCR Voyix Corp. | 10883 | 124175 |
|  | NetApp, Inc. | 18371 | 2163736 |
| \* | NETGEAR, Inc. | 3401 | 118083 |
| \* | NetScout Systems, <br> Inc.<br>| 9386 | 260931 |
| \* | NetSol Technologies, <br> Inc.<br>| 1773 | 7783 |
| \* | nLight, Inc. | 5265 | 173798 |
| \* | Nortech Systems, Inc. | 3549 | 33645 |
| \* | Novanta, Inc. | 2582 | 327940 |
| \* | Nutanix, Inc., Class A | 13676 | 974278 |
|  | NVE Corp. | 473 | 32661 |
|  | NVIDIA Corp. | 801604 | 162316249 |
|  | NXP Semiconductors <br> NV<br>| 11611 | 2428092 |
| \* | Okta, Inc. | 14404 | 1318398 |
| \* | ON Semiconductor <br> Corp.<br>| 30525 | 1528692 |
| \* | ON24, Inc. | 5345 | 29504 |
|  | OneSpan, Inc. | 5413 | 61708 |
| \* | Onto Innovation, Inc. | 3664 | 494493 |
| \* | Ooma, Inc. | 1000 | 11230 |
| \* | Optical Cable Corp. | 2889 | 22736 |
|  | Oracle Corp. | 57873 | 15198029 |
| \* | OSI Systems, Inc. | 1798 | 500671 |
| \* | Ouster, Inc. | 3306 | 110288 |
| \* | Palantir Technologies, <br> Inc., Class A<br>| 17833 | 3574982 |
| \* | Palo Alto Networks, <br> Inc.<br>| 3924 | 864222 |
| \* | PAR Technology <br> Corp.<br>| 5748 | 203134 |
|  | PC Connection, Inc. | 3326 | 202786 |
| \* | PDF Solutions, Inc. | 4893 | 142533 |
|  | Pegasystems, Inc. | 17503 | 1114066 |
| \* | Penguin Solutions, <br> Inc.<br>| 6946 | 154687 |
| \* | Photronics, Inc. | 7565 | 180804 |
| \*» | Pivotal Software, Inc. | 5539 | 0 |
| \* | Plexus Corp. | 3460 | 484054 |
| \* | Porch Group, Inc. | 7290 | 109715 |
|  | Power Integrations, <br> Inc.<br>| 5310 | 222436 |
| \* | Powerfleet, Inc. NJ | 21125 | 107738 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Progress Software <br> Corp.<br>| 5456 | $232644 |
| \* | PTC, Inc. | 9088 | 1804332 |
| \* | Pure Storage, Inc., <br> Class A<br>| 8392 | 828290 |
| \* | Q2 Holdings, Inc. | 5530 | 341533 |
| \* | Qorvo, Inc. | 7481 | 710097 |
|  | QUALCOMM, Inc. | 46083 | 8336415 |
| \* | Qualys, Inc. | 4040 | 497970 |
|  | Ralliant Corp. | 7149 | 313984 |
| \* | Rambus, Inc. | 12364 | 1271514 |
|  | Red Violet, Inc. | 1076 | 57706 |
| \* | Research Solutions, <br> Inc.<br>| 2175 | 7047 |
| \* | RF Industries Ltd. | 1368 | 10698 |
| \* | Ribbon <br> Communications, <br> Inc.<br>| 29163 | 97988 |
|  | Richardson <br> Electronics Ltd.<br>| 900 | 9702 |
| \* | RingCentral, Inc., <br> Class A<br>| 5872 | 176865 |
| \* | Riot Platforms, Inc. | 36136 | 714770 |
| \* | Rogers Corp. | 2176 | 190487 |
|  | Roper Technologies, <br> Inc.<br>| 3665 | 1635140 |
|  | Salesforce, Inc. | 20930 | 5450381 |
| \* | Samsara, Inc., <br> Class A<br>| 1489 | 59813 |
| \* | Sandisk Corp. | 6057 | 1207342 |
| \* | Sanmina Corp. | 7773 | 1065290 |
| \* | ScanSource, Inc. | 5608 | 240611 |
|  | Seagate Technology <br> Holdings PLC<br>| 11231 | 2873788 |
| \* | SEMrush Holdings, <br> Inc., Class A<br>| 10695 | 77646 |
| \* | Semtech Corp. | 4354 | 295462 |
| \* | SentinelOne, Inc., <br> Class A<br>| 21233 | 379009 |
| \* | ServiceNow, Inc. | 1272 | 1169324 |
| \* | Silicon Laboratories, <br> Inc.<br>| 3474 | 455372 |
| \* | SiTime Corp. | 1376 | 398545 |
| \* | SkyWater Technology, <br> Inc.<br>| 1545 | 27014 |
|  | Skyworks Solutions, <br> Inc.<br>| 9753 | 758003 |
| \* | Snowflake, Inc. | 3909 | 1074506 |
| \* | SolarEdge <br> Technologies, Inc.<br>| 1447 | 50775 |
| #\* | Sono-Tek Corp. | 1854 | 8380 |
| \* | SoundThinking, Inc. | 695 | 6498 |
| \* | Sprinklr, Inc., Class A | 19506 | 150586 |
| \* | SPS Commerce, Inc. | 2405 | 197787 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Synaptics, Inc. | 5261 | $373215 |
| \* | Synchronoss <br> Technologies, Inc.<br>| 1264 | 6630 |
| \* | Synopsys, Inc. | 1177 | 534146 |
|  | Taitron Components, <br> Inc., Class A<br>| 908 | 2161 |
|  | TD SYNNEX Corp. | 7767 | 1215458 |
|  | TE Connectivity PLC | 14289 | 3529526 |
| \* | Telos Corp. | 5291 | 36296 |
| \* | Teradata Corp. | 7808 | 162797 |
|  | Teradyne, Inc. | 11627 | 2113324 |
|  | Texas Instruments, <br> Inc.<br>| 19970 | 3224356 |
| \* | TransAct <br> Technologies, Inc.<br>| 3396 | 15995 |
| \* | Trimble, Inc. | 14995 | 1195851 |
| \* | Trio-Tech <br> International<br>| 100 | 738 |
| \* | TTM Technologies, <br> Inc.<br>| 21137 | 1420406 |
| \* | Turtle Beach Corp. | 1754 | 29643 |
| \* | Twilio, Inc., Class A | 15846 | 2137308 |
| \* | Tyler Technologies, <br> Inc.<br>| 1900 | 904894 |
| \* | UiPath, Inc., Class A | 35617 | 564886 |
| \* | Ultra Clean Holdings, <br> Inc.<br>| 4592 | 125867 |
| \* | Unisys Corp. | 4980 | 17779 |
| \* | Unity Software, Inc. | 18988 | 719645 |
|  | Universal Display <br> Corp.<br>| 3287 | 484109 |
| \* | Veeco Instruments, <br> Inc.<br>| 6990 | 200962 |
| \* | Verint Systems, Inc. | 3887 | 78828 |
|  | VeriSign, Inc. | 4753 | 1139769 |
| \* | Vertex, Inc., Class A | 5388 | 123385 |
| \* | Viasat, Inc. | 770 | 30661 |
| \* | Viavi Solutions, Inc. | 26427 | 467758 |
| \* | VirnetX Holding Corp. | 704 | 16713 |
|  | Vishay <br> Intertechnology, <br> Inc.<br>| 12559 | 213252 |
| \* | Vishay Precision <br> Group, Inc.<br>| 1676 | 62783 |
|  | Vontier Corp. | 19894 | 765919 |
|  | Western Digital Corp. | 34672 | 5208081 |
| \* | WidePoint Corp. | 1192 | 7927 |
| \* | Workday, Inc., <br> Class A<br>| 6635 | 1591869 |
|  | Xerox Holdings Corp. | 15597 | 51782 |
| \* | Xperi, Inc. | 5663 | 38055 |
| \* | Yext, Inc. | 14477 | 122620 |
| \* | Zebra Technologies <br> Corp., Class A<br>| 3681 | 991109 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Zeta Global Holdings <br> Corp., Class A<br>| 7393 | $133000 |
| \* | Zoom <br> Communications, <br> Inc.<br>| 21167 | 1846397 |
| \* | Zscaler, Inc. | 2182 | 722547 |
| TOTAL INFORMATION <br> TECHNOLOGY | TOTAL INFORMATION <br> TECHNOLOGY |  | 709211105 |
| MATERIALS — (2.8%) | MATERIALS — (2.8%) | MATERIALS — (2.8%) | MATERIALS — (2.8%) |
| # | Albemarle Corp. | 6034 | 592720 |
|  | Amcor PLC | 194855 | 1539354 |
| \* | American Vanguard <br> Corp.<br>| 4707 | 21040 |
| \* | Ampco-Pittsburgh <br> Corp.<br>| 5501 | 11552 |
|  | AptarGroup, Inc. | 7061 | 819147 |
|  | Ardagh Metal <br> Packaging SA<br>| 21088 | 75284 |
|  | Ashland, Inc. | 3639 | 177947 |
| \* | Aspen Aerogels, Inc. | 6775 | 55148 |
|  | Avery Dennison Corp. | 8103 | 1417134 |
|  | Avient Corp. | 9312 | 298636 |
| \* | Axalta Coating <br> Systems Ltd.<br>| 17051 | 485442 |
|  | Balchem Corp. | 3468 | 531957 |
|  | Ball Corp. | 15658 | 735926 |
|  | Caledonia Mining <br> Corp. PLC<br>| 858 | 24127 |
|  | Celanese Corp. | 7945 | 305406 |
|  | Chemours Co. | 12600 | 168714 |
| \* | Clearwater Paper <br> Corp.<br>| 2420 | 42713 |
| \* | Coeur Mining, Inc. | 55648 | 955476 |
|  | Commercial Metals <br> Co.<br>| 14350 | 851816 |
| \* | Compass Minerals <br> International, Inc.<br>| 4732 | 82053 |
| \* | Core Molding <br> Technologies, Inc.<br>| 1483 | 26561 |
|  | Corteva, Inc. | 32710 | 2009702 |
|  | CRH PLC (CRHCF <br> US)<br>| 20930 | 2492763 |
|  | Crown Holdings, Inc. | 15246 | 1481606 |
| \* | Dakota Gold Corp. | 8166 | 33317 |
|  | Dow, Inc. | 35233 | 840307 |
|  | DuPont de Nemours, <br> Inc.<br>| 14902 | 1216748 |
|  | Eastman Chemical <br> Co.<br>| 9149 | 544548 |
|  | Ecolab, Inc. | 5534 | 1418918 |
|  | Element Solutions, <br> Inc.<br>| 34175 | 913156 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Flexible Solutions <br> International, Inc.<br>| 3352 | $30369 |
| \* | Flotek Industries, Inc. | 1526 | 26415 |
|  | FMC Corp. | 7230 | 109679 |
|  | Fortitude Gold Corp. | 2144 | 9198 |
|  | Graphic Packaging <br> Holding Co.<br>| 41883 | 669709 |
|  | Greif, Inc. (GEF US), <br> Class A<br>| 3210 | 182617 |
|  | Greif, Inc. (GEF/B <br> US), Class B<br>| 1032 | 60836 |
|  | Hawkins, Inc. | 2677 | 379732 |
|  | HB Fuller Co. | 6935 | 397861 |
|  | Hecla Mining Co. | 72126 | 928262 |
|  | Huntsman Corp. | 17191 | 142341 |
| \* | Idaho Strategic <br> Resources, Inc.<br>| 1134 | 37490 |
| \* | Ingevity Corp. | 4705 | 252753 |
|  | Innospec, Inc. | 3184 | 234279 |
|  | International Flavors & <br> Fragrances, Inc.<br>| 13380 | 842539 |
| # | International Paper <br> Co.<br>| 36042 | 1392663 |
| \* | Intrepid Potash, Inc. | 2450 | 65243 |
| \* | Ivanhoe Electric, Inc. | 7677 | 113543 |
|  | Kaiser Aluminum <br> Corp.<br>| 2135 | 193282 |
| \* | Knife River Corp. | 4635 | 280232 |
|  | Koppers Holdings, <br> Inc.<br>| 2707 | 76392 |
|  | Kronos Worldwide, <br> Inc.<br>| 6757 | 33244 |
|  | Louisiana-Pacific <br> Corp.<br>| 7441 | 648186 |
|  | LyondellBasell <br> Industries NV, <br> Class A<br>| 19965 | 926775 |
|  | Martin Marietta <br> Materials, Inc.<br>| 2807 | 1720972 |
|  | Materion Corp. | 2658 | 304687 |
| \* | McEwen, Inc. | 5164 | 94656 |
| \* | Metallus, Inc. | 3715 | 65347 |
|  | Minerals <br> Technologies, Inc.<br>| 4401 | 249757 |
|  | Mosaic Co. | 37030 | 1016473 |
| #\* | MP Materials Corp. | 3174 | 200248 |
|  | Myers Industries, Inc. | 4081 | 70724 |
|  | NewMarket Corp. | 1553 | 1192549 |
|  | Newmont Corp. | 57490 | 4654965 |
|  | Nexa Resources SA | 11001 | 63916 |
|  | Northern Technologies <br> International Corp.<br>| 1079 | 8017 |
|  | Nucor Corp. | 21412 | 3212871 |
| \* | O-I Glass, Inc. | 19378 | 218778 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Olympic Steel, Inc. | 700 | $25900 |
|  | Packaging Corp. of <br> America<br>| 9894 | 1936849 |
| \* | Perimeter Solutions, <br> Inc.<br>| 15800 | 371458 |
|  | PPG Industries, Inc. | 12961 | 1266938 |
|  | Quaker Chemical <br> Corp.<br>| 1420 | 197224 |
| \* | Ranpak Holdings <br> Corp.<br>| 9250 | 49025 |
| \* | Rayonier Advanced <br> Materials, Inc.<br>| 8590 | 59700 |
|  | Reliance, Inc. | 4496 | 1269805 |
| †† | Resolute Forest <br> Products, Inc.<br>| 12553 | 3343 |
|  | Royal Gold, Inc. | 5546 | 969385 |
|  | RPM International, <br> Inc.<br>| 14098 | 1540629 |
|  | Ryerson Holding <br> Corp.<br>| 3589 | 79173 |
|  | Scotts Miracle-Gro <br> Co.<br>| 3399 | 181914 |
|  | Sealed Air Corp. | 12114 | 405940 |
|  | Sensient Technologies <br> Corp.<br>| 4537 | 427794 |
|  | Sherwin-Williams Co. | 8571 | 2956481 |
|  | Silgan Holdings, Inc. | 16127 | 622825 |
|  | Smurfit WestRock <br> PLC<br>| 27139 | 1001972 |
| \* | Solstice Advanced <br> Materials, Inc.<br>| 3935 | 177350 |
|  | Sonoco Products Co. | 14959 | 606887 |
| # | Southern Copper <br> Corp.<br>| 5787 | 803236 |
|  | Steel Dynamics, Inc. | 18048 | 2829926 |
|  | Stepan Co. | 2494 | 108115 |
|  | Sylvamo Corp. | 4517 | 183390 |
| \* | Tredegar Corp. | 2020 | 13958 |
|  | TriMas Corp. | 5211 | 185147 |
|  | U.S. Lime & Minerals, <br> Inc.<br>| 3109 | 364437 |
|  | Vulcan Materials Co. | 6953 | 2012893 |
|  | Westlake Corp. | 3759 | 258657 |
|  | Worthington Steel, <br> Inc.<br>| 6517 | 208479 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | 62395648 |
| REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) |
| \* | AMREP Corp. | 1504 | 32306 |
| \* | Anywhere Real <br> Estate, Inc.<br>| 19740 | 198387 |
| \* | CBRE Group, Inc., <br> Class A<br>| 14192 | 2163287 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
| \* | Compass, Inc., <br> Class A<br>| 55723 | $429624 |
| \* | CoStar Group, Inc. | 10710 | 736955 |
| \* | Cushman & Wakefield <br> PLC<br>| 29683 | 466023 |
| \* | Douglas Elliman, Inc. | 14400 | 35568 |
| \* | Five Point <br> Holdings LLC, <br> Class A<br>| 105 | 614 |
| \* | Forestar Group, Inc. | 6215 | 161652 |
| \* | FRP Holdings, Inc. | 2900 | 68730 |
| \* | Howard Hughes <br> Holdings, Inc.<br>| 7572 | 600308 |
| \* | Jones Lang LaSalle, <br> Inc.<br>| 4618 | 1408906 |
|  | Kennedy-Wilson <br> Holdings, Inc.<br>| 17255 | 130448 |
|  | Marcus & Millichap, <br> Inc.<br>| 6770 | 197752 |
| \* | Maui Land & <br> Pineapple Co., Inc.<br>| 848 | 13568 |
|  | Newmark Group, Inc., <br> Class A<br>| 16605 | 296067 |
| \* | RE/MAX Holdings, <br> Inc., Class A<br>| 1315 | 10428 |
|  | RMR Group, Inc., <br> Class A<br>| 1332 | 20606 |
| \* | Seaport Entertainment <br> Group, Inc.<br>| 1748 | 42074 |
|  | St. Joe Co. | 7661 | 434992 |
| \* | Stratus Properties, <br> Inc.<br>| 889 | 16704 |
| \* | Tejon Ranch Co. | 3436 | 54358 |
| \* | Zillow Group, Inc. (Z <br> US), Class C<br>| 17587 | 1318673 |
| \* | Zillow Group, Inc. (ZG <br> US), Class A<br>| 3206 | 229325 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | 9067355 |
| UTILITIES — (1.0%) | UTILITIES — (1.0%) | UTILITIES — (1.0%) | UTILITIES — (1.0%) |
|  | American States <br> Water Co.<br>| 3045 | 217139 |
|  | American Water <br> Works Co., Inc.<br>| 6505 | 835437 |
|  | Artesian Resources <br> Corp., Class A<br>| 900 | 29007 |
|  | Atmos Energy Corp. | 6376 | 1094887 |
|  | California Water <br> Service Group<br>| 4692 | 208231 |
|  | CenterPoint Energy, <br> Inc.<br>| 26711 | 1021429 |
|  | Chesapeake Utilities <br> Corp.<br>| 1966 | 250232 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
|  | Clearway Energy, Inc. <br> (CWEN US), <br> Class C<br>| 7141 | $228012 |
|  | Clearway Energy, Inc. <br> (CWENA US), <br> Class A<br>| 2142 | 64239 |
|  | Consolidated Edison, <br> Inc.<br>| 11925 | 1161614 |
|  | Consolidated Water <br> Co. Ltd.<br>| 959 | 32616 |
|  | Constellation Energy <br> Corp.<br>| 5311 | 2002247 |
|  | Edison International | 11404 | 631554 |
|  | Essential Utilities, Inc. | 12997 | 507273 |
|  | Eversource Energy | 14271 | 1053343 |
|  | Exelon Corp. | 30258 | 1395499 |
|  | Genie Energy Ltd., <br> Class B<br>| 2801 | 42155 |
|  | Global Water <br> Resources, Inc.<br>| 1359 | 13481 |
|  | H2O America | 1848 | 85470 |
|  | MDU Resources <br> Group, Inc.<br>| 25883 | 496436 |
|  | Middlesex Water Co. | 1498 | 86090 |
|  | New Jersey <br> Resources Corp.<br>| 14903 | 660203 |
|  | NiSource, Inc. | 16693 | 702942 |
|  | Northwest Natural <br> Holding Co.<br>| 3500 | 159355 |
|  | NRG Energy, Inc. | 24899 | 4279142 |
|  | ONE Gas, Inc. | 4875 | 390926 |
|  | Ormat Technologies, <br> Inc.<br>| 6506 | 692043 |
|  | Public Service <br> Enterprise Group, <br> Inc.<br>| 15919 | 1282435 |
| \* | Pure Cycle Corp. | 2551 | 28087 |
|  | RGC Resources, Inc. | 150 | 3106 |
|  | Sempra | 19399 | 1783544 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
|  | Southwest Gas <br> Holdings, Inc.<br>| 5817 | $462451 |
|  | Spire, Inc. | 4922 | 425261 |
|  | UGI Corp. | 16760 | 560287 |
|  | Unitil Corp. | 1532 | 74685 |
|  | York Water Co. | 1162 | 36103 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | 22996961 |
| TOTAL COMMON <br> STOCKS | TOTAL COMMON <br> STOCKS |  | 2182413293 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| CONSUMER DISCRETIONARY — (0.0%) | CONSUMER DISCRETIONARY — (0.0%) | CONSUMER DISCRETIONARY — (0.0%) | CONSUMER DISCRETIONARY — (0.0%) |
| \* | Bed Bath & Beyond, <br> Inc. Warrants <br> 10/07/2026<br>| 630 | 750 |
| TOTAL <br> RIGHTS/WARRANTS | TOTAL <br> RIGHTS/WARRANTS |  | 750 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $964,107,739) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $964,107,739) |  | 2182414043 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) |
| Ɏ | State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.010%<br>| 5599557 | 5599557 |
| SECURITIES LENDING COLLATERAL — (1.3%) | SECURITIES LENDING COLLATERAL — (1.3%) | SECURITIES LENDING COLLATERAL — (1.3%) | SECURITIES LENDING COLLATERAL — (1.3%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 2544445 | 29431596 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $999,138,892) | (Cost $999,138,892) |  | $2217445196 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| Communication Services | &nbsp;&nbsp; $193808702 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $193808702 |
| Consumer Discretionary | &nbsp;&nbsp; 258104416 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 258104416 |
| Consumer Staples | &nbsp;&nbsp; 103446198 | &nbsp;&nbsp; $33119 | &nbsp;&nbsp; — | &nbsp;&nbsp; 103479317 |
| Energy | &nbsp;&nbsp; 40597349 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 40597349 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Financials | &nbsp;&nbsp; $390692296 | &nbsp;&nbsp; $864 | &nbsp;&nbsp; — | &nbsp;&nbsp; $390693160 |
| Health Care | &nbsp;&nbsp; 100083756 | &nbsp;&nbsp; — | &nbsp;&nbsp; $53273 | &nbsp;&nbsp; 100137029 |
| Industrials | &nbsp;&nbsp; 291915952 | &nbsp;&nbsp; 6287 | &nbsp;&nbsp; 12 | &nbsp;&nbsp; 291922251 |
| Information Technology | &nbsp;&nbsp; 709211105 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 709211105 |
| Materials | &nbsp;&nbsp; 62392305 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3343 | &nbsp;&nbsp; 62395648 |
| Real Estate | &nbsp;&nbsp; 9067355 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 9067355 |
| Utilities | &nbsp;&nbsp; 22996961 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 22996961 |
| Rights/Warrants |  |  |  |  |
| Consumer Discretionary | &nbsp;&nbsp; — | &nbsp;&nbsp; 750 | &nbsp;&nbsp; — | &nbsp;&nbsp; 750 |
| Temporary Cash Investments | &nbsp;&nbsp; 5599557 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 5599557 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 29431596 | &nbsp;&nbsp; — | &nbsp;&nbsp; 29431596 |
| Total Investments in Securities | &nbsp;&nbsp; $2187915952 | &nbsp;&nbsp; $29472616 | &nbsp;&nbsp; $56628 | &nbsp;&nbsp; $2217445196 |

---

See accompanying Notes to Financial Statements.

------

**International Social Core Equity Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (95.7%) | COMMON STOCKS — (95.7%) | COMMON STOCKS — (95.7%) | COMMON STOCKS — (95.7%) |
| AUSTRALIA — (5.5%) | AUSTRALIA — (5.5%) | AUSTRALIA — (5.5%) | AUSTRALIA — (5.5%) |
| # | Accent Group Ltd. | 92668 | $77580 |
|  | Acrow Ltd. | 68104 | 50321 |
|  | Adairs Ltd. | 57711 | 76605 |
| \* | Alkane Resources <br> Ltd.<br>| 165462 | 107363 |
| # | Alliance Aviation <br> Services Ltd.<br>| 9879 | 16353 |
|  | ALS Ltd. | 82978 | 1177682 |
|  | Amotiv Ltd. | 26885 | 156608 |
|  | AMP Ltd. | 618422 | 721513 |
| # | Ampol Ltd. | 27715 | 556784 |
|  | Ansell Ltd. | 29116 | 695587 |
|  | ANZ Group Holdings <br> Ltd.<br>| 123939 | 2968550 |
| # | APA Group | 121254 | 728243 |
|  | Arafura Rare Earths <br> Ltd.<br>| 51568 | 9616 |
| \* | Arafura Rare Earths <br> Ltd. (ARU AU)<br>| 278757 | 51887 |
| # | ARB Corp. Ltd. | 16837 | 395790 |
| # | ARN Media Ltd. | 64154 | 22171 |
|  | ASX Ltd. | 4718 | 174079 |
|  | Atlas Arteria Ltd. | 90394 | 287163 |
|  | AUB Group Ltd. | 17313 | 418203 |
| \* | Aurelia Metals Ltd. | 175246 | 28087 |
|  | Aurizon Holdings Ltd. | 329446 | 739110 |
|  | Aussie Broadband <br> Ltd.<br>| 40253 | 156603 |
| # | Austin Engineering <br> Ltd.<br>| 63383 | 10975 |
|  | Australian Clinical <br> Labs Ltd.<br>| 45639 | 77537 |
|  | Australian Ethical <br> Investment Ltd.<br>| 22186 | 101419 |
|  | Australian Finance <br> Group Ltd.<br>| 46965 | 73125 |
| # | Bank of Queensland <br> Ltd.<br>| 147246 | 660679 |
|  | Bapcor Ltd. | 60114 | 99295 |
| \* | BCI Minerals Ltd. | 76114 | 19181 |
| # | Beacon Lighting <br> Group Ltd.<br>| 7016 | 12822 |
|  | Bega Cheese Ltd. | 75045 | 260463 |
|  | Bell Financial Group <br> Ltd.<br>| 31306 | 25907 |
| \* | Bellevue Gold Ltd. | 204956 | 157160 |
|  | Bendigo & Adelaide <br> Bank Ltd.<br>| 100006 | 827247 |
| #\* | Black Cat Syndicate <br> Ltd. (BC8 AU)<br>| 49717 | 32925 |
|  | BlueScope Steel Ltd. | 84768 | 1268226 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| #\* | Boss Energy Ltd. | 91110 | $118244 |
|  | Brambles Ltd. | 132503 | 2153116 |
|  | Bravura Solutions <br> Ltd.<br>| 64933 | 122212 |
| # | Breville Group Ltd. | 19638 | 381041 |
| \* | Capricorn Metals Ltd. | 101609 | 855564 |
|  | CAR Group Ltd. | 7534 | 175914 |
| \* | Carnarvon Energy <br> Ltd.<br>| 459128 | 28818 |
| \* | Catapult Sports Ltd. | 10765 | 47263 |
|  | Cedar Woods <br> Properties Ltd.<br>| 21754 | 128586 |
|  | Challenger Ltd. | 135337 | 823789 |
|  | Champion Iron Ltd. | 54012 | 195334 |
| #\* | Chrysos Corp. Ltd. | 6108 | 32189 |
|  | Civmec Australia Ltd. | 38500 | 33960 |
|  | Cleanaway Waste <br> Management Ltd.<br>| 426940 | 711725 |
| # | Clinuvel <br> Pharmaceuticals <br> Ltd.<br>| 5875 | 44154 |
| \* | Coast Entertainment <br> Holdings Ltd.<br>| 59871 | 17642 |
|  | Cochlear Ltd. | 3841 | 721108 |
|  | Codan Ltd. | 29559 | 699986 |
| # | COG Financial <br> Services Ltd.<br>| 13514 | 20533 |
| # | Cogstate Ltd. | 10170 | 18314 |
|  | Coles Group Ltd. | 108303 | 1562006 |
|  | Collins Foods Ltd. | 32032 | 224039 |
|  | Commonwealth Bank <br> of Australia<br>| 37061 | 4158429 |
|  | Computershare Ltd. | 40286 | 962415 |
|  | Credit Corp. Group <br> Ltd.<br>| 12950 | 121487 |
|  | Dalrymple Bay <br> Infrastructure Ltd.<br>| 28885 | 83738 |
|  | Data#3 Ltd. | 35101 | 202125 |
| #\* | Deep Yellow Ltd. | 165295 | 193721 |
|  | Deterra Royalties Ltd. | 39027 | 104047 |
|  | Dicker Data Ltd. | 17623 | 117963 |
| # | Domino's Pizza <br> Enterprises Ltd.<br>| 9496 | 113719 |
|  | Downer EDI Ltd. | 179653 | 907431 |
|  | Duratec Ltd. | 16629 | 23165 |
|  | Dyno Nobel Ltd. | 388964 | 818526 |
| # | Eagers Automotive <br> Ltd.<br>| 36826 | 819502 |
| \*†† | Elanor Investor Group | 20923 | 2108 |
| # | Elders Ltd. | 41446 | 192226 |
| \* | Emeco Holdings Ltd. | 92682 | 72698 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| \* | Emerald Resources <br> NL<br>| 116059 | $360423 |
| #\* | EML Payments Ltd. | 83082 | 52443 |
|  | Enero Group Ltd. | 29929 | 13287 |
|  | EQT Holdings Ltd. | 3886 | 63773 |
| # | Euroz Hartleys Group <br> Ltd.<br>| 26027 | 17199 |
|  | Evolution Mining Ltd. | 418323 | 2960290 |
|  | EVT Ltd. | 20341 | 192194 |
|  | Fenix Resources Ltd. | 123836 | 42533 |
|  | Fiducian Group Ltd. | 1993 | 15828 |
| †† | Firefinch Ltd. | 64123 | 1573 |
| \* | FleetPartners Group <br> Ltd.<br>| 80526 | 153835 |
|  | Fleetwood Ltd. | 27378 | 52832 |
| # | Flight Centre Travel <br> Group Ltd.<br>| 14510 | 116727 |
|  | Fortescue Ltd. | 130830 | 1819483 |
|  | G8 Education Ltd. | 293389 | 154416 |
|  | Generation <br> Development Group <br> Ltd.<br>| 8786 | 41120 |
| \* | Genesis Minerals Ltd. | 38009 | 144609 |
|  | GR Engineering <br> Services Ltd.<br>| 14306 | 34256 |
|  | GrainCorp Ltd., <br> Class A<br>| 60232 | 348384 |
|  | Grange Resources <br> Ltd.<br>| 182933 | 32318 |
|  | GWA Group Ltd. | 51755 | 83619 |
|  | Hansen Technologies <br> Ltd.<br>| 40406 | 147398 |
|  | Harvey Norman <br> Holdings Ltd.<br>| 187170 | 884583 |
|  | Helia Group Ltd. | 115071 | 405851 |
|  | Helloworld Travel Ltd. | 7605 | 9448 |
|  | Horizon Oil Ltd. | 274967 | 36898 |
|  | HUB24 Ltd. | 9923 | 739423 |
| # | IDP Education Ltd. | 33142 | 121488 |
| \* | IGO Ltd. | 98715 | 346135 |
|  | Iluka Resources Ltd. | 83927 | 379448 |
|  | Imdex Ltd. | 127237 | 286039 |
| #\* | Immutep Ltd. (IMM <br> AU)<br>| 157524 | 28828 |
|  | Infomedia Ltd. | 73305 | 80773 |
|  | Inghams Group Ltd. | 41652 | 65926 |
| \* | Insignia Financial Ltd. | 146460 | 434103 |
|  | Insurance Australia <br> Group Ltd.<br>| 369883 | 1901511 |
| # | Integral Diagnostics <br> Ltd.<br>| 70158 | 118647 |
| \* | ioneer Ltd. | 87398 | 10565 |
| # | IPD Group Ltd. | 5381 | 12956 |
|  | IPH Ltd. | 6179 | 14899 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | IRESS Ltd. | 21765 | $126026 |
|  | IVE Group Ltd. | 30663 | 55906 |
| #\* | James Hardie <br> Industries PLC <br> (JHX AU), CDI<br>| 32811 | 691024 |
|  | JB Hi-Fi Ltd. | 16235 | 1110577 |
| \* | Judo Capital Holdings <br> Ltd.<br>| 86443 | 95419 |
| # | Jupiter Mines Ltd. | 167530 | 28484 |
| \* | Kelly Partners Group <br> Holdings Ltd.<br>| 2398 | 14976 |
| # | Kelsian Group Ltd. | 21543 | 68588 |
| # | Kogan.com Ltd. | 12896 | 26817 |
|  | Korvest Ltd. | 1524 | 13038 |
|  | Lendlease Corp. Ltd. | 86456 | 313522 |
| \*†† | Leo Lithium Ltd. | 45802 | 0 |
| # | Lifestyle Communities <br> Ltd.<br>| 14952 | 50603 |
| # | Lindsay Australia Ltd. | 43558 | 17228 |
|  | Lovisa Holdings Ltd. | 18314 | 433283 |
|  | Lycopodium Ltd. | 5847 | 48156 |
| \* | Lynas Rare Earths <br> Ltd.<br>| 63076 | 628828 |
| # | MA Financial Group <br> Ltd.<br>| 11629 | 73184 |
| # | Maas Group Holdings <br> Ltd.<br>| 18342 | 56910 |
| # | Macmahon Holdings <br> Ltd.<br>| 251756 | 77308 |
|  | Macquarie Group Ltd. | 9436 | 1345940 |
| \* | Macquarie Technology <br> Group Ltd.<br>| 2375 | 102736 |
| # | Mader Group Ltd. | 1542 | 8952 |
|  | Magellan Financial <br> Group Ltd.<br>| 31918 | 200617 |
|  | McMillan Shakespeare <br> Ltd.<br>| 17072 | 192155 |
|  | Medibank Pvt Ltd. | 220296 | 703072 |
| \* | Megaport Ltd. | 15801 | 169723 |
| #\* | Mesoblast Ltd. (MSB <br> AU)<br>| 118754 | 194080 |
| \* | Metals X Ltd. | 159703 | 88114 |
| \* | Mineral Resources <br> Ltd.<br>| 17676 | 558252 |
|  | Monadelphous Group <br> Ltd.<br>| 22768 | 346056 |
| # | Monash IVF Group <br> Ltd.<br>| 93983 | 42472 |
| #\* | Mount Gibson Iron <br> Ltd.<br>| 173579 | 40871 |
| # | Myer Holdings Ltd. | 345926 | 89293 |
|  | MyState Ltd. | 31457 | 91505 |
| \* | Nanosonics Ltd. | 4998 | 14968 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | National Australia <br> Bank Ltd.<br>| 158923 | $4530903 |
|  | Navigator Global <br> Investments Ltd.<br>| 89839 | 146289 |
|  | Netwealth Group Ltd. | 23545 | 473913 |
| \* | NEXTDC Ltd. | 36319 | 373393 |
|  | nib holdings Ltd. | 114540 | 564521 |
| # | Nick Scali Ltd. | 20475 | 340127 |
|  | Nine Entertainment <br> Co. Holdings Ltd.<br>| 283777 | 215311 |
|  | Northern Star <br> Resources Ltd.<br>| 168074 | 2710165 |
| \* | Nufarm Ltd. | 47228 | 64228 |
| \* | Nuix Ltd. | 34737 | 55453 |
|  | Objective Corp. Ltd. | 4722 | 57012 |
| \* | OFX Group Ltd. | 7333 | 2956 |
| \* | Omni Bridgeway Ltd. | 49696 | 51819 |
|  | oOh!media Ltd. | 75714 | 68066 |
| #\* | Ora Banda Mining <br> Ltd.<br>| 41916 | 32992 |
|  | Orica Ltd. | 118489 | 1722870 |
|  | Orora Ltd. | 189637 | 249452 |
|  | Pacific Current Group <br> Ltd.<br>| 12386 | 83311 |
| \* | Pantoro Gold Ltd. | 19208 | 64149 |
|  | Peet Ltd. | 95638 | 119618 |
|  | Perenti Ltd. | 251150 | 444824 |
|  | Perpetual Ltd. | 20604 | 258441 |
| \* | PEXA Group Ltd. | 32471 | 321505 |
| #\* | Pilbara Minerals Ltd. | 207984 | 447537 |
|  | Pinnacle Investment <br> Management Group <br> Ltd.<br>| 1962 | 25265 |
|  | Praemium Ltd. | 43406 | 25920 |
|  | Premier Investments <br> Ltd.<br>| 20214 | 235307 |
|  | Pro Medicus Ltd. | 7858 | 1349257 |
| # | Propel Funeral <br> Partners Ltd.<br>| 13803 | 45282 |
| # | PWR Holdings Ltd. | 15753 | 87607 |
|  | Qantas Airways Ltd. | 59151 | 394072 |
|  | QBE Insurance Group <br> Ltd.<br>| 244228 | 3168754 |
|  | Qube Holdings Ltd. | 274185 | 785797 |
|  | Ramelius Resources <br> Ltd.<br>| 340782 | 737244 |
|  | REA Group Ltd. | 3895 | 542717 |
| \* | ReadyTech Holdings <br> Ltd.<br>| 5650 | 8095 |
| # | Reece Ltd. | 11636 | 88827 |
|  | Regis Healthcare Ltd. | 36443 | 176629 |
|  | Regis Resources Ltd. | 256312 | 1075999 |
|  | Reliance Worldwide <br> Corp. Ltd.<br>| 153854 | 417179 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| \* | Resolute Mining Ltd. | 684974 | $426327 |
|  | Ridley Corp. Ltd. | 93481 | 181077 |
|  | Rio Tinto Ltd. | 38117 | 3309556 |
| \* | RPMGlobal Holdings <br> Ltd.<br>| 30765 | 97947 |
| \* | Sandfire Resources <br> Ltd.<br>| 157817 | 1671520 |
|  | SEEK Ltd. | 32463 | 574501 |
| \* | Select Harvests Ltd. | 28037 | 71266 |
|  | Servcorp Ltd. | 19474 | 94025 |
|  | Service Stream Ltd. | 178284 | 264494 |
| #\* | Seven West Media <br> Ltd.<br>| 229807 | 20680 |
|  | SGH Ltd. | 29156 | 923818 |
|  | Shaver Shop Group <br> Ltd.<br>| 27345 | 25240 |
| # | Sigma Healthcare <br> Ltd.<br>| 449343 | 913543 |
| #\* | Silver Mines Ltd. | 127598 | 14159 |
| # | Sims Ltd. (SGM AU) | 45692 | 476653 |
|  | SmartGroup Corp. <br> Ltd.<br>| 34709 | 185546 |
|  | Solvar Ltd. | 41788 | 42741 |
|  | Sonic Healthcare Ltd. | 23241 | 321669 |
|  | Southern Cross <br> Electrical <br> Engineering Ltd.<br>| 71652 | 115189 |
| # | Southern Cross Media <br> Group Ltd.<br>| 72250 | 39905 |
| \*†† | SpeedCast <br> International Ltd.<br>| 76667 | 0 |
|  | SRG Global Ltd. | 246151 | 442624 |
| #\* | St Barbara Ltd. | 70467 | 23715 |
|  | Steadfast Group Ltd. | 137705 | 504457 |
|  | Suncorp Group Ltd. | 85860 | 1102176 |
|  | Super Retail Group <br> Ltd.<br>| 45712 | 477752 |
| \* | Superloop Ltd. | 116123 | 236912 |
| #\* | Syrah Resources Ltd. | 170880 | 37985 |
|  | Technology One Ltd. | 52874 | 1273419 |
|  | Telstra Group Ltd. <br> (TLS AU)<br>| 338668 | 1081988 |
| \* | Temple & Webster <br> Group Ltd.<br>| 2199 | 34176 |
|  | TPG Telecom Ltd. | 74851 | 270759 |
|  | Transurban Group | 116530 | 1102571 |
| \* | Tuas Ltd. | 15134 | 69655 |
| \* | Tyro Payments Ltd. | 56063 | 40687 |
| \* | Vault Minerals Ltd. | 1536469 | 730458 |
|  | Ventia Services Group <br> Pty. Ltd.<br>| 231378 | 866641 |
| Ω | Viva Energy Group <br> Ltd.<br>| 175850 | 211079 |
|  | Vulcan Steel Ltd. | 4858 | 23028 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| \* | WEB Travel Group <br> Ltd.<br>| 41618 | $113546 |
| #\* | Webjet Group Ltd. | 41618 | 22859 |
|  | Wesfarmers Ltd. | 52128 | 2861095 |
| \* | West African <br> Resources Ltd.<br>| 465998 | 384891 |
|  | Westgold Resources <br> Ltd.<br>| 246016 | 849484 |
|  | Westpac Banking <br> Corp.<br>| 124431 | 3148660 |
|  | WiseTech Global Ltd. | 6792 | 306333 |
|  | Woolworths Group <br> Ltd.<br>| 57381 | 1066081 |
|  | Worley Ltd. | 60972 | 569417 |
| \* | Xero Ltd. | 9404 | 889667 |
| # | XRF Scientific Ltd. | 15051 | 20551 |
| \* | Zip Co. Ltd. | 76741 | 192836 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | 103384604 |
| AUSTRIA — (0.7%) | AUSTRIA — (0.7%) | AUSTRIA — (0.7%) | AUSTRIA — (0.7%) |
|  | Agrana Beteiligungs <br> AG<br>| 3424 | 47539 |
|  | ANDRITZ AG | 16089 | 1216422 |
| \* | AT&S Austria <br> Technologie & <br> Systemtechnik AG<br>| 7195 | 267084 |
| Ω | BAWAG Group AG | 16534 | 2136709 |
|  | CA Immobilien <br> Anlagen AG<br>| 3811 | 105933 |
| \* | CPI Europe AG | 4484 | 87411 |
|  | Erste Group Bank AG | 21714 | 2249329 |
| \* | Eurotelesites AG | 12379 | 69064 |
|  | EVN AG | 10282 | 300049 |
| \* | FACC AG | 3544 | 35780 |
| \* | Immofinanz AG (IIA <br> AV)<br>| 11636 | 0 |
| \* | Lenzing AG | 2438 | 72932 |
|  | Oesterreichische Post <br> AG<br>| 6530 | 225729 |
|  | OMV AG | 37618 | 2059440 |
|  | Palfinger AG | 3228 | 120925 |
|  | Porr AG | 5057 | 160496 |
|  | Raiffeisen Bank <br> International AG<br>| 13015 | 485201 |
|  | SBO AG | 2222 | 73664 |
|  | Semperit AG Holding | 1531 | 22946 |
|  | Strabag SE (STR AV) | 2875 | 224926 |
|  | Telekom Austria AG | 30306 | 322300 |
| \* | UBM Development <br> AG<br>| 1080 | 29873 |
|  | UNIQA Insurance <br> Group AG<br>| 23674 | 347804 |
|  | Verbund AG | 3211 | 247826 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) |
|  | Vienna Insurance <br> Group AG Wiener <br> Versicherung <br> Gruppe<br>| 9607 | $492762 |
|  | voestalpine AG | 29477 | 1049558 |
|  | Wienerberger AG | 20174 | 598858 |
|  | Zumtobel Group AG | 7953 | 34229 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | 13084789 |
| BELGIUM — (1.0%) | BELGIUM — (1.0%) | BELGIUM — (1.0%) | BELGIUM — (1.0%) |
|  | Ackermans & van <br> Haaren NV<br>| 7101 | 1768487 |
|  | Ageas SA | 40170 | 2658434 |
| \* | AGFA-Gevaert NV | 41313 | 39540 |
| \* | Argenx SE (ARGX <br> US), ADR<br>| 758 | 620423 |
|  | Azelis Group NV | 6023 | 71220 |
|  | Barco NV | 19688 | 280787 |
|  | Bekaert SA | 9714 | 405781 |
|  | Cie <br> d'Entreprises CFE<br>| 2314 | 23886 |
|  | Colruyt Group NV | 9223 | 344442 |
|  | Deceuninck NV | 27264 | 64894 |
|  | Deme Group NV | 1650 | 249293 |
|  | D'ieteren Group | 3402 | 621453 |
|  | Econocom Group SA <br> NV<br>| 24500 | 48296 |
|  | Elia Group SA | 5398 | 650612 |
|  | EVS Broadcast <br> Equipment SA<br>| 2765 | 115608 |
|  | Fagron | 15426 | 366559 |
|  | Gimv NV | 7710 | 416326 |
| # | Ion Beam <br> Applications<br>| 2271 | 28592 |
|  | Jensen-Group NV | 968 | 69832 |
|  | KBC Group NV | 24760 | 2978861 |
|  | Kinepolis Group NV | 2797 | 95922 |
|  | Lotus Bakeries NV | 97 | 846291 |
|  | Melexis NV | 3846 | 276808 |
| #\* | Ontex Group NV | 16508 | 120673 |
|  | Proximus SADP | 18700 | 160629 |
|  | Recticel SA | 8658 | 85294 |
|  | Sipef NV | 865 | 77779 |
|  | Solvay SA | 1216 | 37322 |
|  | Syensqo SA | 15897 | 1312238 |
|  | Tessenderlo Group <br> SA<br>| 5993 | 181024 |
|  | UCB SA | 10666 | 2742676 |
|  | Umicore SA | 13448 | 256084 |
|  | Van de Velde NV | 1505 | 52479 |
|  | VGP NV | 2559 | 295631 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | 18364176 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) |
| \* | Aura Minerals, Inc. | 2100 | $67893 |
| CANADA — (11.9%) | CANADA — (11.9%) | CANADA — (11.9%) | CANADA — (11.9%) |
| \* | 5N Plus, Inc. | 25189 | 360266 |
|  | Acadian Timber Corp. | 3200 | 32695 |
| \* | ACT Energy <br> Technologies Ltd.<br>| 4329 | 16357 |
|  | ADENTRA, Inc. | 5075 | 127259 |
|  | Aecon Group, Inc. | 15990 | 352508 |
|  | AG Growth <br> International, Inc.<br>| 3059 | 78691 |
|  | AGF Management <br> Ltd., Class B<br>| 15987 | 159351 |
|  | Agnico Eagle Mines <br> Ltd. (AEM CN)<br>| 16136 | 2595244 |
| # | Agnico Eagle Mines <br> Ltd. (AEM US)<br>| 18919 | 3042364 |
| #\* | Aimia, Inc. | 17250 | 34253 |
| \* | Air Canada | 39621 | 520916 |
|  | Alamos Gold, Inc. <br> (AGI CN), Class A<br>| 34615 | 1067165 |
|  | Alamos Gold, Inc. <br> (AGI US), Class A<br>| 45229 | 1392587 |
|  | Algonquin Power & <br> Utilities Corp. (AQN <br> CN)<br>| 8904 | 49708 |
|  | Algonquin Power & <br> Utilities Corp. (AQN <br> US)<br>| 76000 | 424080 |
|  | Alimentation <br> Couche-Tard, Inc.<br>| 40418 | 2054112 |
| \* | Allied Gold Corp. | 4218 | 64177 |
|  | AltaGas Ltd. | 65864 | 1933351 |
|  | Altus Group Ltd. | 4016 | 164987 |
|  | Amerigo Resources <br> Ltd.<br>| 45106 | 98410 |
| \* | Aritzia, Inc. | 24926 | 1741115 |
|  | Atco Ltd., Class I | 11767 | 443397 |
|  | AtkinsRealis Group, <br> Inc.<br>| 22030 | 1553590 |
| \* | ATS Corp. (ATS CN) | 8165 | 224595 |
| \* | ATS Corp. (ATS US) | 1733 | 47588 |
| \* | AutoCanada, Inc. | 4621 | 83323 |
|  | B2Gold Corp. (BTG <br> US)<br>| 114500 | 502655 |
|  | B2Gold Corp. (BTO <br> CN)<br>| 214589 | 939413 |
|  | Badger Infrastructure <br> Solutions Ltd.<br>| 9086 | 476731 |
|  | Bank of Montreal <br> (BMO CN)<br>| 3856 | 479007 |
|  | Bank of Montreal <br> (BMO US)<br>| 34435 | 4276138 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| # | Bank of Nova Scotia <br> (BNS CN)<br>| 17678 | $1159459 |
|  | Bank of Nova Scotia <br> (BNS US)<br>| 33442 | 2193795 |
| # | BCE, Inc. (BCE CN) | 548 | 12526 |
| # | BCE, Inc. (BCE US) | 4335 | 99098 |
|  | Bird Construction, <br> Inc.<br>| 19030 | 408672 |
|  | Black Diamond Group <br> Ltd.<br>| 15142 | 161401 |
| \* | BlackBerry Ltd. | 47398 | 231302 |
|  | BMTC Group, Inc. | 3210 | 29753 |
| \* | Bombardier, Inc. <br> (BBD/A CN), <br> Class A<br>| 256 | 35435 |
| \* | Bombardier, Inc. <br> (BBD/B CN), <br> Class B<br>| 12714 | 1776430 |
| # | Boralex, Inc., Class A | 16696 | 335218 |
| # | Boyd Group, Inc. | 3694 | 590044 |
|  | Brookfield Corp. (BN <br> US)<br>| 24039 | 1106996 |
|  | Brookfield <br> Infrastructure Corp., <br> Class A<br>| 16515 | 748299 |
| # | Brookfield Renewable <br> Corp.<br>| 3200 | 138432 |
|  | Brookfield Wealth <br> Solutions Ltd.<br>| 468 | 21561 |
| # | BRP, Inc. (DOO CN) | 5068 | 317909 |
|  | BRP, Inc. (DOOO <br> US)<br>| 1277 | 80221 |
| \* | Calfrac Well Services <br> Ltd.<br>| 12400 | 27054 |
|  | Calian Group Ltd. | 1700 | 61210 |
|  | Cameco Corp. (CCJ <br> US)<br>| 7902 | 807663 |
|  | Canaccord Genuity <br> Group, Inc.<br>| 29719 | 249186 |
| \* | Canada Goose <br> Holdings, Inc. <br> (GOOS CN)<br>| 4613 | 64234 |
| \* | Canada Packers, Inc. | 4117 | 49109 |
|  | Canadian Imperial <br> Bank of Commerce <br> (CM CN)<br>| 27286 | 2260815 |
|  | Canadian Imperial <br> Bank of Commerce <br> (CM US)<br>| 38928 | 3225963 |
|  | Canadian National <br> Railway Co. (CNI <br> US)<br>| 25983 | 2492030 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Canadian National <br> Railway Co. (CNR <br> CN)<br>| 99 | $9493 |
|  | Canadian Pacific <br> Kansas City Ltd. <br> (CP CN)<br>| 534 | 38428 |
|  | Canadian Pacific <br> Kansas City Ltd. <br> (CP US)<br>| 23557 | 1694926 |
| # | Canadian Tire Corp. <br> Ltd., Class A<br>| 14115 | 1618764 |
|  | Canadian Utilities Ltd., <br> Class A<br>| 19741 | 552869 |
| \* | Canfor Corp. | 18632 | 162468 |
| \* | Capstone Copper <br> Corp.<br>| 101775 | 908505 |
|  | Cascades, Inc. | 28823 | 228315 |
|  | CCL Industries, Inc., <br> Class B<br>| 27956 | 1559501 |
| \* | Celestica, Inc. (CLS <br> US)<br>| 26354 | 9078426 |
|  | Centerra Gold, Inc. | 69003 | 808327 |
|  | CES Energy Solutions <br> Corp.<br>| 73300 | 502237 |
|  | CGI, Inc. (GIB US) | 12994 | 1130478 |
|  | CGI, Inc. (GIBA CN) | 6491 | 564894 |
| \* | Cineplex, Inc. | 6196 | 55839 |
| \* | Cipher <br> Pharmaceuticals, <br> Inc.<br>| 3000 | 31657 |
|  | Cogeco <br> Communications, <br> Inc.<br>| 2747 | 125075 |
|  | Cogeco, Inc. | 1876 | 78421 |
|  | Colliers International <br> Group, Inc. (CIGI <br> CN)<br>| 820 | 130815 |
|  | Colliers International <br> Group, Inc. (CIGI <br> US)<br>| 5536 | 883158 |
|  | Computer Modelling <br> Group Ltd.<br>| 15295 | 58015 |
|  | Constellation <br> Software, Inc.<br>| 1052 | 2768540 |
|  | Definity Financial <br> Corp.<br>| 21993 | 1023167 |
|  | dentalcorp Holdings <br> Ltd.<br>| 14105 | 109618 |
| \* | Descartes Systems <br> Group, Inc. (DSGX <br> US)<br>| 4755 | 419439 |
|  | Dexterra Group, Inc. | 13572 | 102960 |
| \* | Docebo, Inc. | 916 | 22956 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Dollarama, Inc. | 24451 | $3178255 |
|  | Doman Building <br> Materials Group <br> Ltd.<br>| 28370 | 179620 |
|  | Dominion Lending <br> Centres, Inc.<br>| 2100 | 16470 |
|  | DPM Metals, Inc. | 83885 | 1794268 |
|  | DREAM Unlimited <br> Corp., Class A<br>| 9274 | 122915 |
|  | Dye & Durham Ltd. | 4990 | 18323 |
|  | Dynacor Group, Inc. | 9100 | 29456 |
|  | ECN Capital Corp. | 7800 | 15516 |
|  | E-L Financial Corp. <br> Ltd.<br>| 30000 | 347795 |
| #\* | Eldorado Gold Corp. <br> (EGO US)<br>| 28305 | 725730 |
| \* | Eldorado Gold Corp. <br> (ELD CN)<br>| 36906 | 945975 |
|  | Element Fleet <br> Management Corp.<br>| 103182 | 2783056 |
|  | Empire Co. Ltd., <br> Class A<br>| 32164 | 1092734 |
|  | Enbridge, Inc. (ENB <br> CN)<br>| 23766 | 1108205 |
|  | Enbridge, Inc. (ENB <br> US)<br>| 33548 | 1564008 |
|  | Endeavour Mining <br> PLC<br>| 50601 | 2027209 |
| #\* | Endeavour Silver <br> Corp. (EXK US)<br>| 34697 | 284515 |
|  | Enerflex Ltd. (EFX <br> CN)<br>| 8801 | 110754 |
|  | Enerflex Ltd. (EFXT <br> US)<br>| 25143 | 316550 |
|  | Enghouse Systems <br> Ltd.<br>| 3793 | 56278 |
| \* | Ensign Energy <br> Services, Inc.<br>| 32317 | 59217 |
| # | EQB, Inc. | 9000 | 574119 |
| \* | Equinox Gold Corp. <br> (EQX CN)<br>| 11142 | 122419 |
| #\* | Equinox Gold Corp. <br> (EQX US)<br>| 66442 | 728869 |
| #\* | ERO Copper Corp. <br> (ERO CN)<br>| 11587 | 247428 |
| \* | ERO Copper Corp. <br> (ERO US)<br>| 13015 | 277870 |
|  | Evertz Technologies <br> Ltd.<br>| 6506 | 59468 |
| # | Exchange Income <br> Corp.<br>| 6358 | 348329 |
|  | Exco Technologies <br> Ltd.<br>| 4601 | 21454 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Extendicare, Inc. | 21418 | $245248 |
|  | Fairfax Financial <br> Holdings Ltd.<br>| 1003 | 1628406 |
| # | Fiera Capital Corp. | 20325 | 91151 |
|  | Finning International, <br> Inc.<br>| 38030 | 2056665 |
| \* | Firan Technology <br> Group Corp.<br>| 3300 | 25693 |
|  | Firm Capital Mortgage <br> Investment Corp.<br>| 9400 | 78548 |
|  | First Majestic Silver <br> Corp. (AG US)<br>| 48113 | 614403 |
| \* | First Quantum <br> Minerals Ltd.<br>| 117105 | 2431356 |
|  | FirstService Corp. <br> (FSV CN)<br>| 1700 | 270609 |
|  | FirstService Corp. <br> (FSV US)<br>| 4276 | 681637 |
| \* | Foraco International <br> SA<br>| 13200 | 19482 |
|  | Fortis, Inc. (FTS CN) | 22800 | 1146055 |
| \* | Fortuna Mining Corp. <br> (FSM US)<br>| 37710 | 311862 |
| \* | Fortuna Mining Corp. <br> (FVI CN)<br>| 36107 | 298372 |
| \* | Galiano Gold, Inc. | 24802 | 59417 |
| \* | GDI Integrated Facility <br> Services, Inc.<br>| 3200 | 67306 |
|  | George Weston Ltd. | 20667 | 1256627 |
|  | GFL Environmental, <br> Inc.<br>| 7580 | 331170 |
|  | Gibson Energy, Inc. | 42524 | 724929 |
| # | Gildan Activewear, <br> Inc. (GIL CN)<br>| 2100 | 122462 |
| # | Gildan Activewear, <br> Inc. (GIL US)<br>| 34643 | 2019340 |
| # | goeasy Ltd. | 3750 | 450920 |
| \* | GoGold Resources, <br> Inc.<br>| 39468 | 72039 |
|  | Great-West Lifeco, <br> Inc.<br>| 14725 | 624255 |
|  | Guardian Capital <br> Group Ltd., Class A<br>| 5228 | 249593 |
| \* | Haivision Systems, <br> Inc.<br>| 5100 | 18654 |
|  | Hammond Power <br> Solutions, Inc.<br>| 2300 | 350932 |
|  | High Liner Foods, <br> Inc.<br>| 5650 | 68321 |
|  | Hudbay Minerals, Inc. <br> (HBM CN)<br>| 57861 | 927387 |
|  | Hudbay Minerals, Inc. <br> (HBM US)<br>| 58799 | 940784 |
| Ω | Hydro One Ltd. | 18600 | 686020 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | iA Financial Corp., <br> Inc.<br>| 24300 | $2868424 |
| \* | IAMGOLD Corp. (IAG <br> US)<br>| 47139 | 545870 |
| \* | IAMGOLD Corp. (IMG <br> CN)<br>| 123812 | 1433608 |
|  | IGM Financial, Inc. | 17564 | 675611 |
|  | Information Services <br> Corp.<br>| 3800 | 100544 |
|  | Intact Financial Corp. | 12347 | 2303195 |
| \* | Interfor Corp. | 12669 | 71450 |
| \* | Ivanhoe Mines Ltd., <br> Class A<br>| 13175 | 131792 |
| Ω | Jamieson Wellness, <br> Inc.<br>| 5532 | 137339 |
| \* | Journey Energy, Inc. | 5500 | 15137 |
| \* | K92 Mining, Inc. | 69253 | 920872 |
|  | K-Bro Linen, Inc. | 3554 | 95403 |
|  | Keyera Corp. | 60078 | 1773791 |
| \* | Kinaxis, Inc. | 642 | 77742 |
|  | Kinross Gold Corp. (K <br> CN)<br>| 304121 | 7073136 |
|  | Kinross Gold Corp. <br> (KGC US)<br>| 9617 | 223499 |
| \* | Kiwetinohk Energy <br> Corp.<br>| 1200 | 20996 |
| \* | Knight Therapeutics, <br> Inc.<br>| 18922 | 78788 |
|  | KP Tissue, Inc. | 3500 | 23532 |
| # | Labrador Iron Ore <br> Royalty Corp.<br>| 16209 | 334454 |
| \* | Laramide Resources <br> Ltd.<br>| 28500 | 14427 |
|  | Laurentian Bank of <br> Canada<br>| 11551 | 274249 |
|  | Leon's Furniture Ltd. | 8006 | 166736 |
| #\* | Lightspeed <br> Commerce, Inc. <br> (LSPD US)<br>| 32434 | 389208 |
|  | Linamar Corp. | 11254 | 609419 |
|  | Loblaw Cos. Ltd. | 34844 | 1384767 |
| #\* | Lucara Diamond <br> Corp.<br>| 114752 | 14727 |
|  | Lundin Gold, Inc. | 31311 | 2128626 |
|  | Lundin Mining Corp. | 189206 | 3043376 |
|  | Magellan Aerospace <br> Corp.<br>| 2725 | 33476 |
|  | Magna International, <br> Inc. (MG CN)<br>| 12585 | 594547 |
|  | Magna International, <br> Inc. (MGA US)<br>| 41856 | 1976022 |
|  | Mainstreet Equity <br> Corp.<br>| 900 | 121125 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| \* | Major Drilling Group <br> International, Inc.<br>| 19412 | $170930 |
|  | Manulife Financial <br> Corp. (MFC US)<br>| 71468 | 2313419 |
|  | Maple Leaf Foods, <br> Inc.<br>| 20585 | 395688 |
|  | Martinrea <br> International, Inc.<br>| 13134 | 94767 |
| \* | Mattr Corp. | 10271 | 80115 |
|  | McCoy Global, Inc. | 3800 | 9537 |
| \* | MDA Space Ltd. | 10609 | 207104 |
|  | Medical Facilities <br> Corp.<br>| 6857 | 70645 |
|  | Melcor Developments <br> Ltd.<br>| 3200 | 33653 |
|  | Metro, Inc. | 24178 | 1611662 |
|  | Morguard Corp. | 300 | 24883 |
|  | MTY Food Group, <br> Inc.<br>| 3778 | 91154 |
| # | Mullen Group Ltd. | 21578 | 216926 |
|  | National Bank of <br> Canada<br>| 28793 | 3216950 |
|  | Neo Performance <br> Materials, Inc.<br>| 3400 | 46883 |
| \* | New Gold, Inc. (NGD <br> CN)<br>| 152827 | 1125595 |
| \* | New Gold, Inc. (NGD <br> US)<br>| 93356 | 685233 |
| \* | NFI Group, Inc. | 17971 | 183740 |
|  | North American <br> Construction Group <br> Ltd. (NOA CN)<br>| 7400 | 115230 |
|  | North West Co., Inc. | 13509 | 438244 |
| # | Northland Power, Inc. | 24247 | 443086 |
|  | Nutrien Ltd. (NTR <br> CN)<br>| 1300 | 70805 |
|  | Nutrien Ltd. (NTR <br> US)<br>| 54316 | 2957515 |
|  | OceanaGold Corp. | 67888 | 1518418 |
|  | Onex Corp. | 17120 | 1489173 |
|  | Open Text Corp. <br> (OTEX CN)<br>| 1630 | 62536 |
|  | Open Text Corp. <br> (OTEX US)<br>| 50053 | 1919533 |
|  | OR Royalties, Inc. <br> (OR CN)<br>| 89 | 2868 |
|  | OR Royalties, Inc. <br> (OR US)<br>| 4791 | 153216 |
| \* | Orla Mining Ltd. <br> (ORLA US)<br>| 14309 | 147669 |
|  | Pan American Silver <br> Corp. (PAAS CN)<br>| 17203 | 605917 |
| # | Pan American Silver <br> Corp. (PAAS US)<br>| 69527 | 2448040 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Parkland Corp. | 35725 | $1017840 |
|  | Pason Systems, Inc. | 15041 | 128152 |
|  | Pembina Pipeline <br> Corp. (PBA US)<br>| 65484 | 2477260 |
|  | Pet Valu Holdings <br> Ltd.<br>| 4878 | 121033 |
|  | PHX Energy Services <br> Corp.<br>| 13038 | 70835 |
|  | Pizza Pizza Royalty <br> Corp.<br>| 7900 | 87362 |
|  | Polaris Renewable <br> Energy, Inc.<br>| 6500 | 60340 |
| # | PrairieSky Royalty <br> Ltd.<br>| 38224 | 686236 |
| \* | Precision Drilling <br> Corp. (PD CN)<br>| 998 | 59883 |
| \* | Precision Drilling <br> Corp. (PDS US)<br>| 2694 | 161419 |
|  | Premium Brands <br> Holdings Corp.<br>| 10355 | 713934 |
| # | Propel Holdings, Inc. | 5900 | 107353 |
| #\* | Quarterhill, Inc. | 31600 | 24558 |
|  | Quebecor, Inc., <br> Class B<br>| 41685 | 1329712 |
|  | RB Global, Inc. (RBA <br> US)<br>| 11873 | 1178039 |
|  | Restaurant Brands <br> International, Inc. <br> (QSR US)<br>| 22306 | 1465281 |
|  | Richelieu Hardware <br> Ltd.<br>| 10013 | 274500 |
|  | Rogers <br> Communications, <br> Inc. (RCI US), <br> Class B<br>| 17335 | 678492 |
| # | Rogers <br> Communications, <br> Inc. (RCIB CN), <br> Class B<br>| 3029 | 118543 |
|  | Rogers Sugar, Inc. | 29000 | 127782 |
| # | Royal Bank of Canada <br> (RY CN)<br>| 25032 | 3667124 |
|  | Royal Bank of Canada <br> (RY US)<br>| 93869 | 13751808 |
|  | Russel Metals, Inc. | 18045 | 558507 |
|  | Saputo, Inc. | 41892 | 1012242 |
|  | Savaria Corp. | 12074 | 189475 |
| \* | Seabridge Gold, Inc. <br> (SA US)<br>| 8910 | 212325 |
|  | Secure Waste <br> Infrastructure Corp.<br>| 69338 | 865645 |
| \* | Shopify, Inc. (SHOP <br> US), Class A<br>| 6770 | 1177032 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| # | Sienna Senior Living, <br> Inc.<br>| 15782 | $215370 |
| \* | Source Energy <br> Services Ltd.<br>| 3700 | 32474 |
|  | South Bow Corp. | 18611 | 482583 |
|  | Sprott, Inc. (SII US) | 4746 | 388935 |
| \* | SSR Mining, Inc. <br> (SSRM CN)<br>| 27376 | 618942 |
| \* | SSR Mining, Inc. <br> (SSRM US)<br>| 22172 | 500200 |
|  | Stantec, Inc. (STN <br> CN)<br>| 5001 | 553816 |
|  | Stantec, Inc. (STN <br> US)<br>| 11124 | 1233429 |
|  | Stella-Jones, Inc. | 12695 | 720580 |
| \*Ω | STEP Energy <br> Services Ltd.<br>| 6300 | 24570 |
|  | StorageVault Canada, <br> Inc.<br>| 38826 | 137028 |
| # | Sun Life Financial, <br> Inc. (SLF CN)<br>| 31106 | 1892020 |
|  | Sun Life Financial, <br> Inc. (SLF US)<br>| 37024 | 2253281 |
| \* | SunOpta, Inc. (STKL <br> US)<br>| 700 | 3654 |
| # | Superior Plus Corp. | 46213 | 262935 |
|  | Sylogist Ltd. | 3900 | 18769 |
| \* | Taseko Mines Ltd. <br> (TGB US)<br>| 30417 | 137789 |
| \* | Taseko Mines Ltd. <br> (TKO CN)<br>| 48479 | 219487 |
|  | TELUS Corp. | 9014 | 131815 |
| \* | TELUS International <br> CDA, Inc.<br>| 1242 | 5589 |
| \* | Tenaz Energy Corp. | 3700 | 70594 |
|  | TerraVest Industries, <br> Inc.<br>| 2849 | 275810 |
|  | TFI International, Inc. <br> (TFII CN)<br>| 8716 | 783262 |
|  | TFI International, Inc. <br> (TFII US)<br>| 1564 | 140338 |
| # | Thomson Reuters <br> Corp. (TRI US)<br>| 4179 | 639638 |
|  | Timbercreek Financial <br> Corp.<br>| 17235 | 81595 |
|  | TMX Group Ltd. | 19591 | 722571 |
| \* | Torex Gold <br> Resources, Inc.<br>| 36899 | 1524315 |
| # | Toromont Industries <br> Ltd.<br>| 15827 | 1901542 |
|  | Toronto-Dominion <br> Bank (TD CN)<br>| 7237 | 594213 |
|  | Toronto-Dominion <br> Bank (TD US)<br>| 70974 | 5829095 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Total Energy Services, <br> Inc.<br>| 11308 | $113681 |
|  | Transcontinental, Inc., <br> Class A<br>| 21110 | 296357 |
|  | Trican Well Service <br> Ltd.<br>| 58515 | 219033 |
|  | Triple Flag Precious <br> Metals Corp. (TFPM <br> CN)<br>| 200 | 5554 |
|  | Triple Flag Precious <br> Metals Corp. (TFPM <br> US)<br>| 7056 | 195871 |
| \* | Trisura Group Ltd. <br> (TSU CN)<br>| 7457 | 205492 |
| \* | Valeura Energy, Inc. | 13661 | 64869 |
|  | Vecima Networks, <br> Inc.<br>| 1615 | 11618 |
|  | VersaBank (VBNK <br> CN)<br>| 2400 | 28645 |
|  | VersaBank (VBNK <br> US)<br>| 1100 | 13057 |
| \*†† | Victoria Gold <br> Corp./Vancouver<br>| 11300 | 725 |
| \* | Vitalhub Corp. | 2368 | 18504 |
|  | Wajax Corp. | 7419 | 131554 |
| \* | Wall Financial Corp. | 700 | 7881 |
|  | Waste Connections, <br> Inc. (WCN US)<br>| 10716 | 1796859 |
| \* | Wesdome Gold Mines <br> Ltd.<br>| 46700 | 704554 |
|  | West Fraser Timber <br> Co. Ltd. (WFG CN)<br>| 16188 | 987981 |
|  | Westshore Terminals <br> Investment Corp.<br>| 8046 | 147892 |
|  | Wheaton Precious <br> Metals Corp. (WPM <br> US)<br>| 3522 | 339943 |
|  | Winpak Ltd. | 8205 | 251670 |
|  | WSP Global, Inc. | 9281 | 1774345 |
|  | Yellow Pages Ltd. | 2901 | 22752 |
| TOTAL CANADA | TOTAL CANADA |  | 221378397 |
| CHINA — (0.1%) | CHINA — (0.1%) | CHINA — (0.1%) | CHINA — (0.1%) |
|  | China Gold <br> International <br> Resources Corp. <br> Ltd. (CGG CN)<br>| 56934 | 964089 |
| #\* | Tongda Group <br> Holdings Ltd.<br>| 28999 | 17190 |
| TOTAL CHINA | TOTAL CHINA |  | 981279 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (1.5%) | DENMARK — (1.5%) | DENMARK — (1.5%) | DENMARK — (1.5%) |
| \* | ALK-Abello AS | 32472 | $1071200 |
|  | Alm Brand AS | 198447 | 558489 |
| # | Ambu AS, Class B | 39647 | 616689 |
|  | AP Moller - Maersk <br> AS (MAERSKA <br> DC), Class A<br>| 223 | 459638 |
|  | AP Moller - Maersk <br> AS (MAERSKB <br> DC), Class B<br>| 338 | 694903 |
| \* | Bang & Olufsen AS | 12885 | 26341 |
| # | cBrain AS | 2298 | 53512 |
|  | Coloplast AS, Class B | 6166 | 557680 |
|  | Columbus AS | 25009 | 37374 |
|  | Danske Bank AS | 61163 | 2733570 |
| \* | Demant AS | 16820 | 559604 |
| \* | Dfds AS | 4154 | 58572 |
| # | DSV AS | 8762 | 1869883 |
|  | FLSmidth & Co. AS | 14063 | 1095221 |
|  | Foroya Banki P | 1197 | 40443 |
| \* | GN Store Nord AS | 14928 | 261398 |
|  | GronlandsBANKEN <br> AS<br>| 259 | 34990 |
| #\* | Huscompagniet AS | 250 | 1668 |
|  | ISS AS | 31880 | 1004823 |
|  | Jeudan AS | 1620 | 51331 |
|  | Jyske Bank AS | 15613 | 1835109 |
|  | Matas AS | 10756 | 213526 |
|  | MT Hoejgaard Holding <br> AS<br>| 342 | 22435 |
| #\*Ω | Netcompany Group <br> AS<br>| 5961 | 297860 |
| \* | Nilfisk Holding AS | 1822 | 30243 |
| \* | NKT AS | 14984 | 1677321 |
| \*Ω | NNIT AS | 3366 | 28753 |
| #\* | NTG Nordic Transport <br> Group AS<br>| 739 | 20854 |
| \*Ω | Orsted AS | 19749 | 353690 |
|  | Pandora AS | 15813 | 2115917 |
|  | Parken Sport & <br> Entertainment AS<br>| 1139 | 25395 |
|  | Per Aarsleff Holding <br> AS<br>| 4795 | 544489 |
|  | Ringkjoebing <br> Landbobank AS<br>| 6693 | 1513660 |
|  | Rockwool AS, <br> Class A<br>| 10550 | 361360 |
|  | Rockwool AS, <br> Class B<br>| 28199 | 966258 |
| \* | RTX AS | 1768 | 29482 |
|  | Schouw & Co. AS | 3662 | 336692 |
|  | Solar AS, Class B | 1575 | 49973 |
|  | SP Group AS | 1103 | 49746 |
|  | Sparekassen <br> Sjaelland-Fyn AS<br>| 1955 | 101713 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |
|  | Sydbank AS | 16028 | $1368331 |
|  | TCM Group AS | 1798 | 20021 |
| # | Tivoli AS | 661 | 60413 |
|  | TORM PLC, Class A | 7984 | 172221 |
| \* | Trifork Group AG | 793 | 10472 |
| # | Tryg AS | 56691 | 1397375 |
|  | UIE PLC | 3870 | 188137 |
|  | Vestas Wind Systems <br> AS<br>| 96367 | 1970908 |
| TOTAL DENMARK | TOTAL DENMARK |  | 27549683 |
| FINLAND — (1.8%) | FINLAND — (1.8%) | FINLAND — (1.8%) | FINLAND — (1.8%) |
|  | Aktia Bank OYJ | 13319 | 164260 |
|  | Alandsbanken Abp, <br> Class B<br>| 1334 | 69655 |
|  | Alma Media OYJ | 6819 | 116369 |
|  | Aspo OYJ | 9512 | 68646 |
|  | Atria OYJ | 4031 | 63701 |
|  | Digia OYJ | 3511 | 24525 |
|  | Elisa OYJ | 33228 | 1464165 |
| #Ω | Enento Group OYJ | 2714 | 48252 |
| # | eQ OYJ | 1501 | 19031 |
| # | Fiskars OYJ Abp | 6389 | 96332 |
|  | Fortum OYJ | 65046 | 1450521 |
|  | F-Secure OYJ | 21549 | 42548 |
|  | Gofore OYJ | 928 | 15134 |
|  | Harvia OYJ | 2878 | 120282 |
|  | Hiab OYJ | 11710 | 648503 |
|  | Huhtamaki OYJ | 22410 | 753129 |
|  | Kalmar OYJ, Class B | 11710 | 485143 |
|  | Kemira OYJ | 29190 | 642450 |
|  | Kesko OYJ (KESKOA <br> FH), Class A<br>| 19306 | 412665 |
|  | Kesko OYJ (KESKOB <br> FH), Class B<br>| 71306 | 1504172 |
| \* | Kojamo OYJ | 5454 | 66087 |
|  | Kone OYJ, Class B | 27101 | 1810700 |
|  | Konecranes OYJ | 18436 | 1819773 |
|  | Lassila & Tikanoja <br> OYJ<br>| 5744 | 65796 |
| \* | Lindex Group OYJ | 19336 | 60317 |
|  | Mandatum OYJ | 86348 | 619310 |
|  | Marimekko OYJ | 5734 | 84524 |
| # | Metsa Board OYJ <br> (METSB FH), <br> Class B<br>| 21843 | 74097 |
| # | Metso OYJ | 123378 | 2023275 |
|  | Neste OYJ | 25254 | 523280 |
| # | Nokia OYJ (NOK US), <br> Sponsored ADR<br>| 15414 | 106511 |
|  | Nokia OYJ (NOKIA <br> FH)<br>| 319181 | 2177228 |
|  | Nokian Renkaat OYJ | 17217 | 173621 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |
|  | Nordea Bank Abp <br> (NDA FH)<br>| 239691 | $4100347 |
|  | Nordea Bank Abp <br> (NDA SS)<br>| 83521 | 1427178 |
| # | Oma Saastopankki <br> OYJ<br>| 2640 | 33358 |
|  | Oriola OYJ (OKDBV <br> FH), Class B<br>| 29976 | 40792 |
|  | Outokumpu OYJ | 70982 | 305301 |
|  | Ponsse OYJ | 2132 | 62427 |
|  | Puuilo OYJ | 12804 | 209651 |
| \* | QT Group OYJ | 2337 | 95755 |
|  | Raisio OYJ, Class V | 26117 | 75722 |
| #\* | Remedy <br> Entertainment OYJ<br>| 696 | 10995 |
|  | Revenio Group OYJ | 4522 | 126213 |
|  | Sampo OYJ, Class A | 255340 | 2844668 |
|  | Sanoma OYJ | 22570 | 275862 |
|  | Scanfil OYJ | 3322 | 41896 |
| # | Stora Enso OYJ, <br> Class R<br>| 112750 | 1312878 |
|  | Taaleri PLC | 5092 | 42265 |
|  | TietoEVRY OYJ | 15874 | 340711 |
| # | Tokmanni Group <br> Corp.<br>| 12950 | 128011 |
| # | UPM-Kymmene OYJ | 62236 | 1669935 |
|  | Vaisala OYJ, Class A | 4717 | 232901 |
| # | Valmet OYJ | 36322 | 1181869 |
|  | Wartsila OYJ Abp | 50970 | 1667604 |
| #\* | WithSecure OYJ | 20438 | 40471 |
| \* | YIT OYJ | 18643 | 63017 |
| TOTAL FINLAND | TOTAL FINLAND |  | 34143829 |
| FRANCE — (6.6%) | FRANCE — (6.6%) | FRANCE — (6.6%) | FRANCE — (6.6%) |
| \* | 74Software SA | 3271 | 134926 |
|  | Aeroports de Paris <br> SA<br>| 6644 | 911430 |
|  | Air Liquide SA | 840 | 162573 |
|  | AKWEL SADIR | 2771 | 35433 |
| \* | Alstom SA | 82189 | 2055348 |
| # | Altamir | 3848 | 121727 |
|  | Alten SA | 6924 | 570228 |
| Ω | Amundi SA | 9891 | 733243 |
| #\*Ω | Aramis Group SAS | 5304 | 38423 |
|  | Arkema SA | 11997 | 712174 |
|  | Assystem SA | 1573 | 78893 |
|  | Aubay | 1025 | 59112 |
|  | AXA SA | 62944 | 2731040 |
| Ω | Ayvens SA | 32328 | 431297 |
| \* | Bastide le Confort <br> Medical<br>| 789 | 22462 |
|  | Beneteau SACA | 6553 | 63164 |
|  | BioMerieux | 5499 | 708000 |
|  | BNP Paribas SA | 44394 | 3438668 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | Boiron SA | 1017 | $32938 |
|  | Bollore SE | 89815 | 500124 |
|  | Bonduelle SCA | 995 | 10196 |
|  | Bouygues SA | 51776 | 2337071 |
|  | Bureau Veritas SA | 55955 | 1838818 |
|  | Capgemini SE | 11765 | 1809991 |
|  | Carrefour SA | 143062 | 2154649 |
|  | CBo Territoria | 5862 | 24594 |
| \* | Cegedim SA | 1934 | 25405 |
|  | Cie de Saint-Gobain <br> SA<br>| 53619 | 5204368 |
|  | Cie des Alpes | 5170 | 118603 |
|  | Cie Generale des <br> Etablissements <br> Michelin SCA<br>| 136014 | 4345023 |
| \* | Clariane SE | 20511 | 88180 |
|  | Coface SA | 32253 | 568049 |
|  | Credit Agricole SA | 77117 | 1392067 |
|  | Danone SA | 31870 | 2814651 |
|  | Dassault Systemes <br> SE<br>| 12960 | 368812 |
|  | Derichebourg SA | 26657 | 181842 |
|  | Edenred SE | 28710 | 825245 |
|  | Eiffage SA | 19347 | 2380643 |
| #\* | Ekinops SAS | 1391 | 2523 |
|  | Electricite de <br> Strasbourg SA<br>| 80 | 16138 |
| \*Ω | Elior Group SA | 15493 | 50032 |
|  | Elis SA | 59003 | 1643183 |
|  | Engie SA | 340667 | 7976020 |
|  | EssilorLuxottica SA | 6264 | 2293994 |
|  | Esso SA Francaise | 745 | 83764 |
|  | Eurazeo SE | 10124 | 690132 |
| Ω | Euronext NV | 12266 | 1752955 |
| #\* | Eutelsat <br> Communications <br> SACA<br>| 30479 | 117916 |
|  | Fnac Darty SA (0QSH <br> LI)<br>| 903 | 29450 |
|  | Fnac Darty SA (FNAC <br> FP)<br>| 1986 | 65040 |
| \* | Forvia SE (1EO IM) | 1747 | 22473 |
| \* | Forvia SE (FRVIA <br> FP)<br>| 7556 | 96759 |
|  | Gaztransport Et <br> Technigaz SA<br>| 8586 | 1700285 |
|  | Getlink SE | 58432 | 1066572 |
|  | GL Events SACA | 3535 | 112893 |
|  | Groupe Crit SA | 826 | 59061 |
| #\* | Guerbet | 1251 | 22958 |
|  | Hermes International <br> SCA<br>| 1349 | 3338045 |
| \* | ID Logistics Group <br> SACA<br>| 820 | 372432 |
|  | Imerys SA | 3467 | 85399 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | Infotel SA | 935 | $43431 |
|  | Interparfums SA | 2837 | 93321 |
|  | Ipsen SA | 9120 | 1281645 |
|  | IPSOS SA | 11077 | 424597 |
|  | Jacquet Metals SACA | 3271 | 66045 |
|  | JCDecaux SE | 14991 | 272754 |
|  | Kaufman & Broad SA | 2881 | 96952 |
|  | Kering SA | 4638 | 1647032 |
|  | Lectra | 693 | 18378 |
|  | Legrand SA | 15529 | 2681667 |
|  | Linedata Services | 158 | 8171 |
|  | LISI SA | 2450 | 143509 |
|  | LNA Sante SA | 1295 | 36108 |
|  | L'Oreal SA | 7964 | 3323467 |
| \* | Lumibird | 484 | 12123 |
|  | LVMH Moet Hennessy <br> Louis Vuitton SE<br>| 14509 | 10255289 |
| #\*Ω | Maisons du Monde <br> SA<br>| 7630 | 17983 |
|  | Manitou BF SA | 2114 | 42460 |
|  | Mersen SA | 5268 | 133157 |
|  | Metropole Television <br> SA<br>| 6241 | 86103 |
|  | Nexans SA | 9075 | 1277780 |
|  | NRJ Group | 4221 | 39205 |
|  | Oeneo SA | 3475 | 37010 |
|  | Opmobility | 8998 | 146970 |
|  | Orange SA (ORA FP) | 408891 | 6540770 |
| \* | OVH Groupe SA | 6427 | 60257 |
| \* | Pierre Et Vacances <br> SA<br>| 14537 | 27240 |
|  | Pluxee NV | 14835 | 286576 |
|  | Publicis Groupe SA <br> (PUB FP)<br>| 25081 | 2513846 |
|  | Quadient SA | 5070 | 87262 |
|  | Renault SA | 45326 | 1761331 |
|  | Rexel SA | 49214 | 1706494 |
|  | Robertet SA | 58 | 55665 |
|  | Rubis SCA | 8717 | 316531 |
|  | SA d'Explosifs et de <br> Produits Chimiques<br>| 146 | 34003 |
|  | Samse SACA | 114 | 16486 |
|  | Savencia SA | 1026 | 73811 |
|  | Schneider Electric SE <br> (SU FP)<br>| 9469 | 2698000 |
|  | SCOR SE | 41121 | 1244806 |
| # | SEB SA | 4007 | 221723 |
| # | Seche Environnement <br> SACA<br>| 643 | 52058 |
|  | SES SA | 99058 | 759019 |
| \*Ω | SMCP SA | 10385 | 73138 |
|  | Societe BIC SA | 4691 | 261015 |
|  | Societe Generale SA | 68159 | 4322685 |
|  | Societe LDC SADIR | 1552 | 165113 |
| \* | SOITEC | 1419 | 67132 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | Sopra Steria Group | 4059 | $631846 |
|  | SPIE SA | 40521 | 2062209 |
| # | Stef SA | 1222 | 170457 |
|  | STMicroelectronics <br> NV (STM FP)<br>| 39978 | 981695 |
|  | STMicroelectronics <br> NV (STM US)<br>| 4154 | 101648 |
|  | Sword Group | 2115 | 89498 |
|  | Synergie SE | 2137 | 82777 |
|  | Technip Energies NV | 36697 | 1491148 |
|  | Teleperformance SE | 11642 | 831338 |
|  | Television Francaise 1 <br> SA<br>| 10148 | 92839 |
|  | Thermador Groupe | 1621 | 142733 |
|  | Tikehau Capital SCA | 6624 | 137594 |
|  | Trigano SA | 2127 | 353955 |
| \* | Ubisoft Entertainment <br> SA<br>| 3630 | 32409 |
|  | Valeo SE | 19318 | 267076 |
|  | Vallourec SACA | 55614 | 1036893 |
|  | Veolia Environnement <br> SA (VIE FP)<br>| 36542 | 1207607 |
|  | Vetoquinol SA | 539 | 46352 |
|  | VIEL & Cie SA | 1966 | 39903 |
|  | Vinci SA | 40527 | 5419118 |
|  | Virbac SACA | 756 | 309130 |
| \* | Viridien | 486 | 59513 |
|  | Vivendi SE | 102024 | 367487 |
| #\* | Voltalia SA | 4440 | 36541 |
|  | VusionGroup | 782 | 217358 |
| # | Wavestone | 966 | 57484 |
| \*Ω | X-Fab Silicon <br> Foundries SE<br>| 11463 | 72737 |
| TOTAL FRANCE | TOTAL FRANCE |  | 123496897 |
| GERMANY — (7.3%) | GERMANY — (7.3%) | GERMANY — (7.3%) | GERMANY — (7.3%) |
|  | 1&1 AG | 9160 | 226173 |
|  | Adesso SE | 821 | 88654 |
|  | adidas AG | 13228 | 2501182 |
|  | Adtran Networks SE | 552 | 13748 |
|  | AIXTRON SE | 23813 | 381602 |
|  | All for One Group SE | 614 | 28880 |
|  | Allgeier SE | 1476 | 31116 |
|  | Allianz SE (ALV GR) | 12224 | 4912112 |
|  | AlzChem Group AG | 1743 | 335793 |
|  | Amadeus Fire AG | 775 | 47134 |
| \* | Aroundtown SA | 42368 | 151401 |
|  | Atoss Software SE | 2472 | 331533 |
| Ω | Aumann AG | 1986 | 28819 |
| \* | Aumovio SE | 14228 | 611716 |
|  | Aurubis AG | 8547 | 1114416 |
|  | BASF SE | 185841 | 9169733 |
|  | Bayerische Motoren <br> Werke AG<br>| 25662 | 2392849 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| #\* | BayWa AG (BYW6 <br> GR)<br>| 1222 | $7264 |
|  | Bechtle AG | 18395 | 777550 |
| Ω | Befesa SA | 5418 | 179434 |
|  | Bertrandt AG | 1410 | 32549 |
|  | Bijou Brigitte AG | 1184 | 55558 |
|  | Bilfinger SE | 7107 | 766792 |
|  | Borussia Dortmund <br> GmbH & Co. KGaA<br>| 16875 | 66701 |
| # | Brenntag SE | 29776 | 1653721 |
|  | CANCOM SE (COK <br> GR)<br>| 5654 | 160836 |
|  | Carl Zeiss Meditec <br> AG<br>| 4766 | 241736 |
| \* | Ceconomy AG | 32902 | 168446 |
| #\* | CENIT AG | 1138 | 9266 |
|  | Cewe Stiftung & Co. <br> KGaA<br>| 1993 | 228361 |
|  | Commerzbank AG | 128806 | 4696638 |
|  | Continental AG | 28456 | 2174376 |
| \* | Covestro AG | 33379 | 2331380 |
|  | CTS Eventim AG & <br> Co. KGaA<br>| 14075 | 1260998 |
|  | Daimler Truck Holding <br> AG<br>| 101301 | 4060413 |
| # | Deutsche Bank AG <br> (DB US)<br>| 115050 | 4115338 |
|  | Deutsche Beteiligungs <br> AG<br>| 2314 | 63397 |
|  | Deutsche Boerse AG | 12886 | 3263250 |
|  | Deutsche EuroShop <br> AG<br>| 2146 | 45887 |
| Ω | Deutsche <br> Pfandbriefbank AG<br>| 5196 | 27329 |
|  | Deutsche Post AG | 159283 | 7318472 |
|  | Deutsche Telekom AG <br> (DTE GR)<br>| 387487 | 12002476 |
|  | Deutsche Wohnen <br> SE<br>| 6411 | 159780 |
|  | Deutz AG | 16578 | 164319 |
|  | Draegerwerk AG & <br> Co. KGaA<br>| 760 | 53521 |
|  | Duerr AG | 11000 | 256571 |
| Ω | DWS Group GmbH & <br> Co. KGaA<br>| 9715 | 621950 |
|  | E.ON SE | 347607 | 6467706 |
|  | Eckert & Ziegler SE | 9564 | 186907 |
| \* | EDAG Engineering <br> Group AG<br>| 3367 | 26809 |
|  | Elmos Semiconductor <br> SE<br>| 2333 | 220630 |
|  | ElringKlinger AG | 5316 | 24812 |
| # | Energiekontor AG | 2205 | 86036 |
|  | Fabasoft AG | 1317 | 22912 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | Fielmann Group AG | 4967 | $271266 |
|  | flatexDEGIRO AG | 24129 | 915260 |
| \* | Fraport AG Frankfurt <br> Airport Services <br> Worldwide<br>| 10259 | 879347 |
|  | Freenet AG | 35489 | 1103631 |
|  | Fresenius Medical <br> Care AG (FME GR)<br>| 38276 | 2054933 |
|  | Friedrich Vorwerk <br> Group SE<br>| 2185 | 235253 |
|  | FUCHS SE | 7453 | 264374 |
|  | GEA Group AG | 41003 | 2932847 |
| # | Gerresheimer AG | 4363 | 138872 |
|  | Gesco SE | 2374 | 43492 |
| # | GFT Technologies SE | 5152 | 105838 |
| \* | Grand City Properties <br> SA<br>| 5814 | 74031 |
| # | Grenke AG | 3752 | 64647 |
|  | Hannover Rueck SE | 7999 | 2283542 |
| #Ω | Hapag-Lloyd AG | 3415 | 491013 |
| #\* | Heidelberger <br> Druckmaschinen <br> AG<br>| 36062 | 81332 |
|  | Hella GmbH & Co. <br> KGaA<br>| 139 | 12939 |
| \* | HelloFresh SE | 8513 | 69011 |
|  | Henkel AG & Co. <br> KGaA<br>| 10019 | 748154 |
|  | Hensoldt AG | 14283 | 1522534 |
|  | HOCHTIEF AG | 3146 | 903024 |
| \* | HomeToGo SE | 3187 | 5678 |
|  | Hornbach Holding AG <br> & Co. KGaA<br>| 3106 | 310778 |
|  | HUGO BOSS AG | 7929 | 351770 |
|  | Indus Holding AG | 3457 | 89528 |
|  | Infineon Technologies <br> AG (IFX GR)<br>| 87103 | 3457370 |
|  | Init Innovation in <br> Traffic Systems SE<br>| 1284 | 69212 |
| Ω | Instone Real Estate <br> Group SE<br>| 7300 | 69871 |
|  | IVU Traffic <br> Technologies AG<br>| 2195 | 51904 |
|  | Jenoptik AG | 9603 | 216893 |
| Ω | JOST Werke SE | 3281 | 191150 |
| # | K&S AG | 29480 | 384048 |
|  | KION Group AG | 21230 | 1508485 |
| # | Kloeckner & Co. SE | 2749 | 17578 |
|  | Knorr-Bremse AG | 13971 | 1299973 |
| \* | Koenig & Bauer AG | 2712 | 41617 |
|  | Kontron AG | 9345 | 244264 |
|  | Krones AG | 3801 | 552089 |
|  | KWS Saat SE & Co. <br> KGaA<br>| 2638 | 203347 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | Lanxess AG | 13420 | $319578 |
|  | LEG Immobilien SE | 8994 | 685471 |
|  | Leifheit AG | 1652 | 28369 |
| \* | LPKF Laser & <br> Electronics SE<br>| 2771 | 21063 |
| #\* | MAX Automation SE | 1137 | 7474 |
| \* | Medios AG | 322 | 4532 |
|  | Mercedes-Benz Group <br> AG<br>| 67651 | 4389504 |
|  | MLP SE | 19862 | 163016 |
|  | MTU Aero Engines <br> AG<br>| 4278 | 1869593 |
|  | Muenchener <br> Rueckversicherungs-Gesellschaft <br> AG in Muenchen<br>| 5555 | 3436845 |
|  | Mutares SE & Co. <br> KGaA<br>| 4183 | 133531 |
|  | Nagarro SE | 1208 | 67374 |
|  | Nemetschek SE | 11388 | 1315889 |
| \* | Nordex SE | 23227 | 685910 |
|  | Norma Group SE | 3037 | 49280 |
| # | Patrizia SE | 8314 | 69619 |
| \* | Pentixapharm Holding <br> AG<br>| 3188 | 5662 |
|  | Pfeiffer Vacuum <br> Technology AG<br>| 548 | 98520 |
|  | ProCredit Holding AG | 6561 | 58593 |
|  | Puma SE (PUM GR) | 16513 | 351114 |
| \* | PVA TePla AG | 5120 | 156570 |
|  | PWO AG | 549 | 18485 |
| \* | q.beyond AG | 24716 | 24300 |
|  | Rational AG | 1093 | 801823 |
|  | RTL Group SA | 7640 | 294988 |
|  | SAF-Holland SE | 6237 | 101456 |
|  | Salzgitter AG | 5641 | 183061 |
|  | SAP SE (SAP GR) | 17342 | 4510175 |
| # | Schaeffler AG | 35867 | 290989 |
| Ω | Scout24 SE | 9448 | 1092626 |
|  | Secunet Security <br> Networks AG<br>| 364 | 83620 |
| \* | SFC Energy AG | 761 | 13875 |
| \* | SGL Carbon SE | 12199 | 43199 |
| \* | Siemens Energy AG | 19692 | 2453334 |
| # | Siltronic AG | 1901 | 117394 |
|  | Sixt SE | 3252 | 285876 |
| #\* | SMA Solar Technology <br> AG<br>| 840 | 25193 |
|  | Stabilus SE | 457 | 11473 |
|  | STRATEC SE | 599 | 16203 |
|  | Stroeer SE & Co. <br> KGaA<br>| 6298 | 275563 |
|  | Suedzucker AG | 12519 | 138071 |
| # | SUSS MicroTec SE | 3494 | 112281 |
|  | Symrise AG | 20771 | 1717741 |
|  | TAG Immobilien AG | 29304 | 486473 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | Takkt AG | 3200 | $16619 |
| \* | Talanx AG | 11947 | 1454802 |
| \*Ω | TeamViewer SE | 12959 | 95387 |
|  | Technotrans SE | 1771 | 72799 |
|  | thyssenkrupp AG | 135930 | 1424457 |
| \* | Tkms AG& Co. KGaA | 6796 | 640381 |
| \* | TUI AG | 121469 | 1035021 |
|  | United Internet AG | 18264 | 563843 |
|  | Verbio SE | 6536 | 116094 |
|  | Volkswagen AG | 913 | 96305 |
|  | Vonovia SE | 35459 | 1065747 |
|  | Vossloh AG | 2532 | 230926 |
|  | Wacker Chemie AG | 2937 | 231642 |
|  | Wacker Neuson SE | 8807 | 191762 |
|  | Washtec AG | 2632 | 125261 |
|  | Wuestenrot & <br> Wuerttembergische <br> AG<br>| 4857 | 79177 |
| \*Ω | Zalando SE | 42338 | 1186420 |
| TOTAL GERMANY | TOTAL GERMANY |  | 136270226 |
| HONG KONG — (1.5%) | HONG KONG — (1.5%) | HONG KONG — (1.5%) | HONG KONG — (1.5%) |
|  | Aeon Credit Service <br> Asia Co. Ltd.<br>| 38000 | 37031 |
|  | AIA Group Ltd. | 531400 | 5170910 |
| \* | Allied Group Ltd. | 50000 | 15462 |
|  | APAC Resources Ltd. | 26588 | 6612 |
|  | Asia Financial <br> Holdings Ltd.<br>| 40000 | 22636 |
|  | ASMPT Ltd. | 57100 | 601022 |
|  | Bank of East Asia <br> Ltd.<br>| 184732 | 318071 |
|  | Best Mart 360 <br> Holdings Ltd.<br>| 40000 | 10704 |
|  | BOC Hong Kong <br> Holdings Ltd.<br>| 177000 | 869728 |
| #\* | Bright Smart <br> Securities & <br> Commodities Group <br> Ltd.<br>| 208000 | 260506 |
|  | Cafe de Coral <br> Holdings Ltd.<br>| 40000 | 32311 |
|  | Cathay Pacific <br> Airways Ltd.<br>| 298000 | 424210 |
|  | Chevalier International <br> Holdings Ltd.<br>| 12000 | 5956 |
| \* | China Energy <br> Development <br> Holdings Ltd.<br>| 1428000 | 6259 |
|  | China Motor Bus Co. <br> Ltd.<br>| 1400 | 10584 |
| \* | China Star <br> Entertainment Ltd.<br>| 180000 | 50284 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | Chinese Estates <br> Holdings Ltd.<br>| 121000 | $20358 |
|  | Chow Sang Sang <br> Holdings <br> International Ltd.<br>| 77000 | 137782 |
|  | CITIC Telecom <br> International <br> Holdings Ltd.<br>| 495000 | 157370 |
|  | CK Asset Holdings <br> Ltd.<br>| 145069 | 717692 |
|  | CK Hutchison <br> Holdings Ltd.<br>| 94000 | 623358 |
|  | C-Mer Medical <br> Holdings Ltd.<br>| 108000 | 25305 |
| #†† | Convoy, Inc. | 576000 | 2320 |
| \* | Cowell e Holdings, <br> Inc.<br>| 43000 | 170826 |
| Ω | Crystal International <br> Group Ltd.<br>| 129500 | 113510 |
| \* | CSC Holdings Ltd. | 2830000 | 12372 |
|  | Dah Sing Banking <br> Group Ltd.<br>| 86128 | 121920 |
|  | Dah Sing Financial <br> Holdings Ltd.<br>| 35320 | 163314 |
| \* | Deep Source Holdings <br> Ltd.<br>| 890000 | 87076 |
|  | Dickson Concepts <br> International Ltd.<br>| 43500 | 29417 |
|  | Dream International <br> Ltd.<br>| 32000 | 40130 |
|  | Dynamic Holdings <br> Ltd.<br>| 8000 | 12542 |
|  | Eagle Nice <br> International <br> Holdings Ltd.<br>| 74000 | 34501 |
|  | Emperor Watch & <br> Jewellery Ltd.<br>| 810000 | 29698 |
| \* | ENM Holdings Ltd. | 376000 | 14274 |
|  | Far East Consortium <br> International Ltd.<br>| 300377 | 29386 |
| #\*Ω | FIT Hon Teng Ltd. | 380000 | 284295 |
|  | FSE Lifestyle Services <br> Ltd.<br>| 29000 | 21573 |
|  | Giordano International <br> Ltd.<br>| 204000 | 38826 |
|  | Glorious Sun <br> Enterprises Ltd.<br>| 80000 | 13701 |
| \*†† | Gold Financial <br> Holdings Ltd.<br>| 38000 | 0 |
|  | Great Eagle Holdings <br> Ltd.<br>| 21520 | 40298 |
|  | G-Resources Group <br> Ltd.<br>| 94760 | 98538 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
| # | Guotai Junan <br> International <br> Holdings Ltd.<br>| 204000 | $100048 |
|  | Hang Lung Group <br> Ltd.<br>| 107000 | 203609 |
|  | Hang Lung Properties <br> Ltd.<br>| 197811 | 220271 |
|  | Hang Seng Bank Ltd. | 24000 | 467879 |
|  | HKT Trust & HKT Ltd. | 597000 | 871723 |
|  | Hong Kong <br> Exchanges & <br> Clearing Ltd.<br>| 45540 | 2482061 |
|  | Hong Kong Ferry <br> Holdings Co. Ltd.<br>| 28000 | 17358 |
| \* | Hongkong & Shanghai <br> Hotels Ltd.<br>| 106511 | 84227 |
| Ω | Honma Golf Ltd. | 25000 | 10716 |
|  | Hutchison <br> Telecommunications <br> Hong Kong <br> Holdings Ltd.<br>| 232000 | 32520 |
|  | Hysan Development <br> Co. Ltd.<br>| 56000 | 116018 |
|  | IGG, Inc. | 197000 | 98748 |
| Ω | Impro Precision <br> Industries Ltd.<br>| 111000 | 71447 |
|  | Jacobson Pharma <br> Corp. Ltd.<br>| 56000 | 10437 |
|  | JBM Healthcare Ltd. | 36000 | 13687 |
| # | Johnson Electric <br> Holdings Ltd.<br>| 91569 | 429669 |
|  | K Wah International <br> Holdings Ltd.<br>| 181000 | 51459 |
|  | Karrie International <br> Holdings Ltd.<br>| 80000 | 29113 |
|  | Kerry Properties Ltd. | 136000 | 342783 |
|  | KLN Logistics Group <br> Ltd.<br>| 82500 | 76352 |
|  | Kowloon Development <br> Co. Ltd.<br>| 112122 | 54560 |
|  | Langham Hospitality <br> Investments & <br> Langham Hospitality <br> Investments Ltd.<br>| 1434 | 94 |
|  | Liu Chong Hing <br> Investment Ltd.<br>| 46000 | 25932 |
|  | Luk Fook Holdings <br> International Ltd.<br>| 70000 | 223806 |
|  | Man Wah Holdings <br> Ltd.<br>| 408400 | 249321 |
| \* | Midland Holdings Ltd. | 80000 | 22575 |
|  | Miramar Hotel & <br> Investment<br>| 56000 | 70346 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | Modern Dental Group <br> Ltd.<br>| 72000 | $48396 |
| # | MTR Corp. Ltd. | 47920 | 175804 |
|  | Nameson Holdings <br> Ltd.<br>| 98000 | 11218 |
| #\* | New World <br> Development Co. <br> Ltd.<br>| 95270 | 88185 |
| \*†† | NewOcean Energy <br> Holdings Ltd.<br>| 238000 | 0 |
| # | Nissin Foods Co. Ltd. | 61000 | 52692 |
|  | Orbusneich Medical <br> Group Holdings <br> Ltd.<br>| 16500 | 9525 |
|  | Oriental Watch <br> Holdings<br>| 113457 | 49646 |
| \* | Oshidori International <br> Holdings Ltd.<br>| 1002000 | 64727 |
|  | Pacific Basin Shipping <br> Ltd.<br>| 309000 | 102340 |
|  | Pacific Textiles <br> Holdings Ltd.<br>| 158000 | 29487 |
| # | PAX Global <br> Technology Ltd.<br>| 128000 | 87695 |
|  | PC Partner Group <br> Ltd.<br>| 60000 | 48010 |
|  | PCCW Ltd. | 810797 | 579209 |
|  | Perfect Medical Health <br> Management Ltd.<br>| 88000 | 15627 |
|  | Pico Far East <br> Holdings Ltd.<br>| 230000 | 77623 |
| # | Plover Bay <br> Technologies Ltd.<br>| 71000 | 58568 |
|  | PRADA SpA | 48700 | 287392 |
| \* | Public Financial <br> Holdings Ltd.<br>| 62000 | 10227 |
| Ω | Regina Miracle <br> International <br> Holdings Ltd.<br>| 87000 | 22805 |
| # | Sa Sa International <br> Holdings Ltd.<br>| 174000 | 13884 |
| Ω | Samsonite Group SA | 263400 | 550785 |
|  | SAS Dragon Holdings <br> Ltd.<br>| 64000 | 38489 |
|  | SEA Holdings Ltd. | 37706 | 6246 |
| \* | Shandong Hi-Speed <br> Holdings Group <br> Ltd.<br>| 78000 | 20711 |
|  | Shangri-La Asia Ltd. | 252000 | 157261 |
| \* | Shun Tak Holdings <br> Ltd.<br>| 394000 | 37061 |
|  | Singamas Container <br> Holdings Ltd.<br>| 386000 | 32237 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | Sino Land Co. Ltd. | 583155 | $724357 |
| \* | Sinohope Technology <br> Holdings Ltd.<br>| 62500 | 36578 |
|  | SITC International <br> Holdings Co. Ltd.<br>| 296000 | 1092142 |
|  | SmarTone <br> Telecommunications <br> Holdings Ltd.<br>| 70000 | 43483 |
| \* | Soundwill Holdings <br> Ltd.<br>| 25500 | 19773 |
|  | Stella International <br> Holdings Ltd.<br>| 136500 | 290197 |
|  | Sun Hung Kai & Co. <br> Ltd.<br>| 139000 | 69036 |
|  | Sun Hung Kai <br> Properties Ltd.<br>| 48696 | 592571 |
|  | SUNeVision Holdings <br> Ltd.<br>| 170000 | 132045 |
|  | Swire Pacific Ltd. (19 <br> HK), Class A<br>| 59000 | 487300 |
|  | Swire Pacific Ltd. (87 <br> HK), Class B<br>| 102500 | 151879 |
|  | Swire Properties Ltd. | 53800 | 146566 |
|  | TAI Cheung Holdings <br> Ltd.<br>| 82000 | 33589 |
| \* | Taung Gold <br> International Ltd.<br>| 166000 | 14060 |
|  | Techtronic Industries <br> Co. Ltd.<br>| 88500 | 1032265 |
| \* | Television Broadcasts <br> Ltd.<br>| 48000 | 20491 |
|  | Texhong International <br> Group Ltd.<br>| 47000 | 27575 |
|  | Town Health <br> International <br> Medical Group Ltd.<br>| 538998 | 19061 |
|  | Tradelink Electronic <br> Commerce Ltd.<br>| 164000 | 21525 |
|  | Transport International <br> Holdings Ltd.<br>| 33595 | 46254 |
|  | United Laboratories <br> International <br> Holdings Ltd.<br>| 264000 | 427427 |
|  | Value Partners Group <br> Ltd.<br>| 244000 | 77134 |
|  | Vitasoy International <br> Holdings Ltd.<br>| 118000 | 115407 |
| \* | Viva Goods Co. Ltd. | 368000 | 27939 |
| \* | Vobile Group Ltd. | 133000 | 88657 |
|  | VSTECS Holdings <br> Ltd.<br>| 196000 | 242677 |
|  | VTech Holdings Ltd. | 39000 | 318072 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
| \* | Wealthink <br> AI-Innovation <br> Capital Ltd.<br>| 476000 | $15918 |
| Ω | WH Group Ltd. | 1550925 | 1491861 |
|  | Wharf Real Estate <br> Investment Co. Ltd.<br>| 148000 | 421240 |
|  | Wing Tai Properties <br> Ltd.<br>| 62000 | 13342 |
| \* | Xingye Alloy Materials <br> Group Ltd.<br>| 95000 | 12146 |
|  | YesAsia Holdings Ltd. | 11000 | 7075 |
|  | Yue Yuen Industrial <br> Holdings Ltd.<br>| 91000 | 166891 |
| #\* | Yunfeng Financial <br> Group Ltd.<br>| 50000 | 26937 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | 28388747 |
| IRELAND — (0.7%) | IRELAND — (0.7%) | IRELAND — (0.7%) | IRELAND — (0.7%) |
|  | AIB Group PLC | 533854 | 4920173 |
|  | Bank of Ireland Group <br> PLC<br>| 235335 | 3853129 |
|  | Cairn Homes PLC | 206386 | 458603 |
|  | Dalata Hotel Group <br> PLC<br>| 53488 | 396790 |
|  | FBD Holdings PLC <br> (FBD ID)<br>| 6986 | 116860 |
|  | Glanbia PLC (GLB <br> ID)<br>| 51531 | 872211 |
| \*Ω | Glenveagh Properties <br> PLC<br>| 147143 | 323425 |
|  | Irish Continental <br> Group PLC (IR5B <br> ID)<br>| 52931 | 350246 |
|  | Kingspan Group PLC <br> (KSP ID)<br>| 21831 | 1634668 |
| \* | Permanent TSB <br> Group Holdings <br> PLC<br>| 22577 | 75658 |
| TOTAL IRELAND | TOTAL IRELAND |  | 13001763 |
| ISRAEL — (1.4%) | ISRAEL — (1.4%) | ISRAEL — (1.4%) | ISRAEL — (1.4%) |
| #\* | Abra Information <br> Technologies Ltd.<br>| 8885 | 11977 |
| \* | Adgar Investment & <br> Development Ltd.<br>| 12287 | 19302 |
| \* | AFI Properties Ltd. | 1879 | 127381 |
|  | Africa Israel <br> Residences Ltd.<br>| 894 | 77855 |
| \* | Airport City Ltd. | 8088 | 159872 |
|  | Alony Hetz Properties <br> & Investments Ltd.<br>| 17186 | 210708 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | Alrov Properties & <br> Lodgings Ltd.<br>| 1669 | $149875 |
| # | Amos Luzon <br> Development & <br> Energy Group Ltd.<br>| 15411 | 17558 |
|  | Amot Investments <br> Ltd.<br>| 12245 | 96674 |
|  | Analyst IMS <br> Investment <br> Management <br> Services Ltd.<br>| 1138 | 47561 |
|  | Arad Ltd. | 2441 | 39006 |
| \* | Argo Properties NV | 2212 | 81100 |
|  | Ari Real Estate Arena <br> Investment Ltd.<br>| 13098 | 11910 |
|  | Ashtrom Group Ltd. | 8232 | 188087 |
|  | AudioCodes Ltd. <br> (AUDC US)<br>| 6972 | 62260 |
|  | Aura Investments Ltd. | 10607 | 76510 |
|  | Automatic Bank <br> Services Ltd.<br>| 5314 | 36942 |
|  | Ayalon Holdings Ltd. | 1839 | 38742 |
|  | Azorim-Investment <br> Development & <br> Construction Co. <br> Ltd.<br>| 7190 | 48158 |
|  | Azrieli Group Ltd. | 1219 | 128607 |
|  | Bank Hapoalim BM | 102490 | 2078770 |
|  | Bank Leumi Le-Israel <br> BM<br>| 141799 | 2877948 |
|  | Bezeq The Israeli <br> Telecommunication <br> Corp. Ltd.<br>| 173276 | 354921 |
|  | Big Shopping Centers <br> Ltd.<br>| 1012 | 226393 |
|  | Blue Square Real <br> Estate Ltd.<br>| 677 | 81811 |
| \* | Camtek Ltd. | 545 | 68108 |
|  | Carasso Motors Ltd. | 7213 | 86660 |
|  | Castro Model Ltd. | 415 | 25086 |
| \* | Cellcom Israel Ltd. <br> (CEL IT)<br>| 21259 | 221616 |
| \* | Cellcom Israel Ltd. <br> (CELJF US)<br>| 6437 | 66591 |
| \* | Cielo-Blu Group Ltd. | 14077 | 17429 |
|  | Clal Insurance <br> Enterprises <br> Holdings Ltd.<br>| 14933 | 830352 |
|  | Cohen Development <br> Gas & Oil Ltd.<br>| 499 | 32800 |
|  | Danel Adir Yeoshua <br> Ltd.<br>| 1201 | 166193 |
|  | Danya Cebus Ltd. | 1180 | 49607 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | Delek Automotive <br> Systems Ltd.<br>| 8809 | $74109 |
|  | Delta Galil Ltd. | 3106 | 173415 |
|  | Delta Israel Brands <br> Ltd.<br>| 1144 | 37087 |
|  | Diplomat Holdings <br> Ltd.<br>| 1976 | 31285 |
| # | Direct Finance of <br> Direct Group 2006 <br> Ltd.<br>| 507 | 87859 |
|  | Dor Alon Energy in <br> Israel 1988 Ltd.<br>| 859 | 38718 |
| \* | Doral Group <br> Renewable Energy <br> Resources Ltd.<br>| 25718 | 184245 |
|  | Duniec Brothers Ltd. | 622 | 51696 |
| \* | El Al Israel Airlines | 57581 | 239272 |
|  | Electra Consumer <br> Products 1970 Ltd.<br>| 2612 | 90461 |
|  | Electra Ltd. | 6000 | 190129 |
| \* | Electra Real Estate <br> Ltd.<br>| 306 | 4677 |
| \* | Ellomay Capital Ltd. | 460 | 9197 |
|  | Energix-Renewable <br> Energies Ltd.<br>| 3911 | 18063 |
| \* | Enlight Renewable <br> Energy Ltd. (ENLT <br> IT)<br>| 5996 | 208419 |
| \* | Enlight Renewable <br> Energy Ltd. (ENLT <br> US)<br>| 2462 | 86662 |
| \* | Fattal Holdings 1998 <br> Ltd.<br>| 1482 | 268992 |
|  | First International <br> Bank of Israel Ltd.<br>| 10254 | 737488 |
|  | Formula Systems <br> 1985 Ltd. (FORTY <br> IT)<br>| 2553 | 370609 |
|  | Fox Wizel Ltd. | 2332 | 268676 |
| \* | Gilat Satellite <br> Networks Ltd.<br>| 12148 | 175075 |
| \* | Hagag Group Real <br> Estate <br> Development<br>| 10027 | 72051 |
|  | Hamat Group Ltd. | 2290 | 10747 |
|  | Harel Insurance <br> Investments & <br> Financial Services <br> Ltd.<br>| 15033 | 523948 |
|  | Hilan Ltd. | 3637 | 286525 |
|  | Hiper Global Ltd. | 1400 | 7965 |
|  | ICL Group Ltd. | 35210 | 230643 |
|  | IDI Insurance Co. Ltd. | 2482 | 147165 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
| \* | IES Holdings Ltd. | 780 | $75065 |
|  | Ilex Medical Ltd. | 1313 | 26314 |
|  | Inrom Construction <br> Industries Ltd.<br>| 11157 | 83126 |
|  | Isracard Ltd. | 39092 | 166782 |
|  | Israel Canada TR <br> Ltd.<br>| 4706 | 24516 |
|  | Israel Discount Bank <br> Ltd., Class A<br>| 179862 | 1797502 |
| \* | Israir Group Ltd. | 18935 | 10433 |
|  | Isras Investment Co. <br> Ltd.<br>| 461 | 129163 |
|  | Issta Ltd. | 2810 | 91431 |
| \* | Kamada Ltd. (KMDA <br> US)<br>| 4706 | 32565 |
|  | Kardan Real Estate <br> Enterprise & <br> Development Ltd.<br>| 14025 | 30154 |
|  | Kerur Holdings Ltd. | 1414 | 39399 |
|  | Kvutzat Acro Ltd. | 4440 | 64923 |
|  | Lahav L.R. Real <br> Estate Ltd.<br>| 8287 | 16018 |
|  | Land Development <br> Nimrodi Group Ltd.<br>| 4449 | 50949 |
|  | Lapidoth Capital Ltd. | 2518 | 63184 |
|  | M Yochananof & Sons <br> Ltd.<br>| 1345 | 113813 |
|  | Magic Software <br> Enterprises Ltd. <br> (MGIC IT)<br>| 1344 | 27547 |
|  | Magic Software <br> Enterprises Ltd. <br> (MGIC US)<br>| 8879 | 183618 |
| \* | Malam - Team Ltd. | 1640 | 70411 |
|  | Matrix IT Ltd. | 7710 | 285529 |
|  | Max Stock Ltd. | 21164 | 152894 |
|  | Maytronics Ltd. | 11731 | 14523 |
|  | Mediterranean Towers <br> Ltd.<br>| 22942 | 101180 |
|  | Mega Or Holdings <br> Ltd.<br>| 3782 | 232227 |
|  | Meitav Investment <br> House Ltd.<br>| 11785 | 370771 |
|  | Melisron Ltd. | 1210 | 157500 |
|  | MENIF - Financial <br> Services Ltd.<br>| 6316 | 40035 |
|  | Menora Mivtachim <br> Holdings Ltd.<br>| 5946 | 592280 |
| \* | Meshek Energy <br> Renewable <br> Energies Ltd.<br>| 30699 | 62135 |
|  | Meshulam Levinstein <br> Contracting & <br> Engineering Ltd.<br>| 499 | 75198 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | Migdal Insurance & <br> Financial Holdings <br> Ltd.<br>| 83723 | $300440 |
|  | Mivne Real Estate KD <br> Ltd.<br>| 47260 | 208665 |
| # | Mivtach Shamir <br> Holdings Ltd.<br>| 1957 | 185176 |
|  | Mizrahi Tefahot Bank <br> Ltd.<br>| 14841 | 964925 |
|  | Nawi Group Ltd. | 4936 | 81652 |
| \* | Nayax Ltd. | 635 | 26549 |
|  | Neto Malinda Trading <br> Ltd.<br>| 1892 | 83076 |
| \* | Neto ME Holdings <br> Ltd.<br>| 91 | 5816 |
|  | Next Vision Stabilized <br> Systems Ltd.<br>| 6804 | 298722 |
| \* | Nexxen International <br> Ltd.<br>| 2428 | 22204 |
| #\* | Nice Ltd. (NICE US), <br> Sponsored ADR<br>| 262 | 35805 |
|  | Novolog Ltd. | 79428 | 30882 |
|  | Oil Refineries Ltd. | 410855 | 119949 |
|  | One Software <br> Technologies Ltd.<br>| 9525 | 256123 |
| \* | OY Nofar Energy Ltd. | 1061 | 33869 |
|  | Palram Industries <br> 1990 Ltd.<br>| 3125 | 72006 |
|  | Partner <br> Communications <br> Co. Ltd.<br>| 34935 | 346867 |
|  | Paz Retail & Energy <br> Ltd.<br>| 2321 | 495798 |
|  | Peninsula Group Ltd. | 12289 | 11862 |
| #\* | Perion Network Ltd. | 7103 | 66794 |
|  | Phoenix Financial <br> Ltd.<br>| 29640 | 1141052 |
|  | Plasson Industries <br> Ltd.<br>| 828 | 48245 |
|  | Polyram Plastic <br> Industries Ltd.<br>| 4428 | 15449 |
|  | Prashkovsky <br> Investments & <br> Construction Ltd.<br>| 1402 | 71506 |
| \* | Priortech Ltd. | 1092 | 83480 |
|  | Qualitau Ltd. | 1064 | 163586 |
|  | Rami Levy Chain <br> Stores Hashikma <br> Marketing 2006 <br> Ltd.<br>| 2025 | 190314 |
| \* | Rapac Communication <br> & Infrastructure <br> Ltd.<br>| 638 | 11870 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | Retailors Ltd. | 4002 | $71703 |
|  | Sano-Brunos <br> Enterprises Ltd.<br>| 96 | 11676 |
|  | Scope Metals Group <br> Ltd.<br>| 1610 | 77852 |
|  | Shapir Engineering & <br> Industry Ltd.<br>| 3772 | 33733 |
| #\* | Shikun & Binui Ltd. | 18878 | 105156 |
| \* | Shikun & Binui Soltec <br> Renewable Energy<br>| 51900 | 43333 |
|  | Shufersal Ltd. | 23398 | 290789 |
|  | Strauss Group Ltd. | 2166 | 60994 |
|  | Summit Real Estate <br> Holdings Ltd.<br>| 9319 | 190819 |
| # | Tadiran Group Ltd. | 810 | 43138 |
|  | Tel Aviv Stock <br> Exchange Ltd.<br>| 15517 | 361220 |
|  | Telsys Ltd. | 691 | 41721 |
|  | Tiv Taam Holdings 1 <br> Ltd.<br>| 11482 | 31121 |
| \* | Tower Semiconductor <br> Ltd. (TSEM US)<br>| 5341 | 454893 |
| \* | Veridis Environment <br> Ltd.<br>| 5446 | 54187 |
|  | Victory Supermarket <br> Chain Ltd.<br>| 1493 | 21149 |
|  | Villar International <br> Ltd.<br>| 460 | 27138 |
|  | YD More Investments <br> Ltd.<br>| 7503 | 102283 |
|  | YH Dimri Construction <br> & Development <br> Ltd.<br>| 776 | 93634 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | 26109954 |
| ITALY — (3.7%) | ITALY — (3.7%) | ITALY — (3.7%) | ITALY — (3.7%) |
|  | A2A SpA | 409121 | 1192023 |
|  | ACEA SpA | 12536 | 304050 |
|  | Amplifon SpA | 17363 | 296729 |
|  | Ariston Holding NV | 16546 | 68790 |
|  | Arnoldo Mondadori <br> Editore SpA<br>| 37922 | 91130 |
|  | Ascopiave SpA | 14613 | 54222 |
| # | Avio SpA | 318 | 13781 |
|  | Azimut Holding SpA | 29900 | 1170189 |
|  | B&C Speakers SpA | 589 | 10306 |
|  | Banca Generali SpA | 15290 | 865964 |
|  | Banca IFIS SpA | 5431 | 140314 |
|  | Banca Mediolanum <br> SpA<br>| 47792 | 960832 |
| # | Banca Monte dei <br> Paschi di Siena <br> SpA<br>| 492498 | 4319442 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
|  | Banco BPM SpA | 377363 | $5497969 |
|  | Banco di Desio e della <br> Brianza SpA<br>| 11470 | 104829 |
| # | BasicNet SpA | 6151 | 48783 |
| \*Ω | BFF Bank SpA | 41868 | 505369 |
|  | Biesse SpA | 2266 | 14837 |
|  | BPER Banca SpA | 455665 | 5459727 |
|  | Brembo NV | 26164 | 282188 |
| # | Brunello Cucinelli <br> SpA<br>| 8745 | 886291 |
| \* | Cairo Communication <br> SpA<br>| 23346 | 77537 |
| Ω | Carel Industries SpA | 1450 | 37697 |
|  | Cembre SpA | 582 | 42397 |
| \* | CIR SpA-Compagnie <br> Industriali<br>| 209979 | 167520 |
|  | Credito Emiliano SpA | 27465 | 434809 |
|  | d'Amico International <br> Shipping SA<br>| 12254 | 63481 |
|  | Danieli & C Officine <br> Meccaniche SpA <br> (DAN IM)<br>| 3400 | 183723 |
|  | Danieli & C Officine <br> Meccaniche SpA <br> (DANR IM)<br>| 11141 | 427186 |
|  | Datalogic SpA | 3606 | 19121 |
|  | De' Longhi SpA | 1509 | 55079 |
| \*Ω | doValue SpA | 15293 | 47769 |
| Ω | Enav SpA | 21073 | 110109 |
|  | Enel SpA | 505273 | 5111219 |
|  | ERG SpA | 9914 | 255743 |
|  | Esprinet SpA | 8722 | 58393 |
|  | Ferrari NV (RACE IM) | 5231 | 2094849 |
| # | Ferrari NV (RACE <br> US)<br>| 611 | 246813 |
|  | Ferretti SpA | 13435 | 44130 |
|  | Fiera Milano SpA | 5610 | 50840 |
|  | Fila SpA | 9103 | 99811 |
|  | FinecoBank Banca <br> Fineco SpA<br>| 82841 | 1895414 |
|  | FNM SpA | 35502 | 18610 |
|  | Gefran SpA | 1074 | 15478 |
|  | Generali | 9295 | 357819 |
|  | GPI SpA | 1707 | 33510 |
|  | Hera SpA | 216836 | 973200 |
|  | IMMSI SpA | 64785 | 43063 |
|  | Intercos SpA | 5718 | 77933 |
|  | Interpump Group SpA | 2819 | 145490 |
|  | Intesa Sanpaolo SpA | 538604 | 3471487 |
|  | Iren SpA | 97016 | 286270 |
|  | Italgas SpA | 93254 | 978507 |
|  | Italmobiliare SpA | 3275 | 123021 |
|  | Iveco Group NV | 64101 | 1362349 |
|  | LU-VE SpA | 828 | 34475 |
|  | Maire SpA | 33875 | 514325 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
| # | MARR SpA | 2701 | $28657 |
|  | MFE-MediaForEurope <br> NV, Class A<br>| 47069 | 169924 |
|  | MFE-MediaForEurope <br> NV (MFEA IM), <br> Class A<br>| 39915 | 141329 |
|  | MFE-MediaForEurope <br> NV (MFEB IM), <br> Class B<br>| 22348 | 104219 |
|  | Moltiply Group SpA | 3541 | 192484 |
|  | Moncler SpA | 24066 | 1443704 |
| Ω | Nexi SpA | 84361 | 444803 |
|  | Orsero SpA | 1785 | 37398 |
| Ω | OVS SpA | 81946 | 413570 |
|  | Pharmanutra SpA | 672 | 35884 |
| # | Piaggio & C SpA | 53220 | 121162 |
| Ω | Pirelli & C SpA | 88579 | 621828 |
| Ω | Poste Italiane SpA | 20057 | 483572 |
|  | Prysmian SpA | 16855 | 1757365 |
| Ω | RAI Way SpA | 27860 | 190921 |
|  | Recordati Industria <br> Chimica e <br> Farmaceutica SpA<br>| 15663 | 932289 |
|  | Reply SpA | 4354 | 611062 |
|  | Rizzoli Corriere Della <br> Sera Mediagroup <br> SpA<br>| 31733 | 37759 |
|  | Sabaf SpA | 2130 | 34361 |
| \* | Safilo Group SpA | 36873 | 72045 |
| # | Saipem SpA | 450815 | 1175249 |
| # | Sanlorenzo SpA | 2888 | 112915 |
|  | Sesa SpA | 1262 | 117443 |
|  | Snam SpA | 152321 | 939457 |
|  | Sogefi SpA | 18975 | 76520 |
|  | SOL SpA | 6774 | 396625 |
| # | Stellantis NV (STLA <br> UX)<br>| 2097 | 21264 |
|  | Stellantis NV (STLAM <br> IM)<br>| 247907 | 2521176 |
|  | Tamburi Investment <br> Partners SpA<br>| 17532 | 176961 |
| Ω | Technogym SpA | 24854 | 450182 |
| \* | Telecom Italia SpA <br> (TIT IM)<br>| 3101301 | 1828660 |
| \* | Telecom Italia SpA <br> (TITR IM)<br>| 1519122 | 1010042 |
|  | Tenaris SA (TEN IM) | 33633 | 668451 |
| # | Tenaris SA (TS US), <br> ADR<br>| 14238 | 566672 |
|  | Terna - Rete Elettrica <br> Nazionale<br>| 96238 | 986831 |
|  | Tinexta SpA | 1733 | 29624 |
|  | TXT e-solutions SpA | 1568 | 59746 |
|  | UniCredit SpA | 101131 | 7488424 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
|  | Webuild SpA | 86704 | $350397 |
| # | Wiit SpA | 2849 | 64872 |
| # | Zignago Vetro SpA | 1055 | 9132 |
| TOTAL ITALY | TOTAL ITALY |  | 69171921 |
| JAPAN — (23.3%) | JAPAN — (23.3%) | JAPAN — (23.3%) | JAPAN — (23.3%) |
| # | &Do Holdings Co. <br> Ltd.<br>| 1200 | 8405 |
|  | 77 Bank Ltd. | 15000 | 642934 |
|  | A&D HOLON Holdings <br> Co. Ltd.<br>| 7100 | 93061 |
| # | AB & Company Co. <br> Ltd.<br>| 4100 | 29166 |
|  | ABC-Mart, Inc. | 15700 | 268969 |
|  | Achilles Corp. | 3200 | 26038 |
|  | Acom Co. Ltd. | 73300 | 208962 |
| # | AD Works Group Co. <br> Ltd.<br>| 15000 | 46289 |
|  | ADEKA Corp. | 19700 | 446358 |
|  | Ad-sol Nissin Corp. | 4800 | 45708 |
|  | Adtec Plasma <br> Technology Co. <br> Ltd.<br>| 900 | 7051 |
|  | Advan Group Co. Ltd. | 4200 | 23498 |
|  | Advanced Media, Inc. | 2400 | 16757 |
|  | Advantest Corp. | 42000 | 6289323 |
|  | Aeon Co. Ltd. | 133320 | 2108683 |
| \* | Aeon Fantasy Co. <br> Ltd.<br>| 2300 | 41553 |
|  | AEON Financial <br> Service Co. Ltd.<br>| 20700 | 202471 |
|  | Aeon Hokkaido Corp. | 10400 | 58609 |
|  | Aeon Kyushu Co. Ltd. | 700 | 13613 |
|  | AFC-HD AMS Life <br> Science Co. Ltd.<br>| 2200 | 12142 |
| # | AGC, Inc. | 18500 | 577996 |
| # | Ahresty Corp. | 8100 | 42061 |
|  | Ai Holdings Corp. | 1800 | 31267 |
|  | Aica Kogyo Co. Ltd. | 12100 | 284945 |
|  | Aichi Corp. | 7300 | 60992 |
|  | Aichi Financial Group, <br> Inc.<br>| 4226 | 108961 |
|  | Aichi Steel Corp. | 11600 | 199715 |
|  | Aichi Tokei Denki Co. <br> Ltd.<br>| 2400 | 43456 |
|  | Aida Engineering Ltd. | 7681 | 45939 |
|  | Aiful Corp. | 74100 | 217911 |
|  | Ain Holdings, Inc. | 7688 | 322121 |
|  | Aiphone Co. Ltd. | 3100 | 56657 |
|  | Air Water, Inc. | 47114 | 657956 |
| # | Airman Corp. | 6000 | 74875 |
| # | Airport Facilities Co. <br> Ltd.<br>| 6100 | 40761 |
|  | Airtech Japan Ltd. | 2100 | 17261 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Aisan Industry Co. <br> Ltd.<br>| 14900 | $201893 |
|  | Aisin Corp. | 56354 | 1012692 |
|  | AIT Corp. | 2000 | 25988 |
| # | Aizawa Securities <br> Group Co. Ltd.<br>| 2600 | 21995 |
|  | Ajis Co. Ltd. | 1100 | 21052 |
|  | Akatsuki Corp. | 11800 | 40916 |
|  | Akatsuki, Inc. | 1600 | 27249 |
| #\* | Akebono Brake <br> Industry Co. Ltd.<br>| 46500 | 34582 |
|  | Akita Bank Ltd. | 3300 | 78189 |
| # | Albis Co. Ltd. | 1568 | 27277 |
|  | Alconix Corp. | 8300 | 116618 |
|  | Alfresa Holdings <br> Corp.<br>| 31000 | 437979 |
| # | Alinco, Inc. | 3800 | 25492 |
| # | Alleanza Holdings Co. <br> Ltd.<br>| 4300 | 29122 |
|  | Alpen Co. Ltd. | 4700 | 69385 |
| # | Alpha Systems, Inc. | 1300 | 30471 |
|  | AlphaPolis Co. Ltd. | 1800 | 17770 |
|  | Alps Alpine Co. Ltd. | 44730 | 563415 |
|  | ALSOK Co. Ltd. | 55000 | 375917 |
|  | Altech Corp. | 4530 | 75148 |
|  | Amada Co. Ltd. | 64800 | 772716 |
|  | Amano Corp. | 13900 | 368791 |
| # | Amuse, Inc. | 3100 | 37886 |
| # | Amvis Holdings, Inc. | 10100 | 34346 |
|  | ANA Holdings, Inc. | 7600 | 142441 |
|  | Anabuki Kosan, Inc. | 1000 | 13964 |
|  | Anest Iwata Corp. | 6600 | 64938 |
|  | Anicom Holdings, Inc. | 21900 | 112938 |
|  | Anycolor, Inc. | 5400 | 210646 |
|  | AOI Electronics Co. <br> Ltd.<br>| 1100 | 16483 |
|  | AOKI Holdings, Inc. | 9700 | 104573 |
|  | Aoyama Trading Co. <br> Ltd.<br>| 9200 | 136018 |
|  | Aoyama Zaisan <br> Networks Co. Ltd.<br>| 3600 | 46911 |
|  | Aozora Bank Ltd. | 8800 | 125999 |
|  | Arata Corp. | 7800 | 151965 |
|  | ARCLANDS Corp. | 6609 | 75065 |
|  | Arcs Co. Ltd. | 10100 | 205248 |
|  | ARE Holdings, Inc. | 21200 | 336629 |
|  | Arealink Co. Ltd. | 10400 | 68568 |
|  | Argo Graphics, Inc. | 12000 | 106450 |
|  | Artience Co. Ltd. | 9100 | 185468 |
| # | Artnature, Inc. | 5000 | 27377 |
| # | Artner Co. Ltd. | 1800 | 23005 |
|  | As One Corp. | 10500 | 171401 |
|  | Asahi Co. Ltd. | 3500 | 29664 |
|  | Asahi Diamond <br> Industrial Co. Ltd.<br>| 14894 | 80826 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Asahi Intecc Co. Ltd. | 22400 | $355204 |
|  | Asahi Kasei Corp. | 191983 | 1470996 |
| # | Asahi Kogyosha Co. <br> Ltd.<br>| 4304 | 87635 |
| # | Asahi Net, Inc. | 6100 | 27795 |
|  | Asahi Printing Co. <br> Ltd.<br>| 3300 | 18690 |
|  | Asahi Yukizai Corp. | 3400 | 105960 |
|  | Asanuma Corp. | 13000 | 73053 |
|  | Asia Pile Holdings <br> Corp.<br>| 8400 | 66161 |
|  | Asics Corp. | 50000 | 1273208 |
|  | ASKUL Corp. | 9200 | 83650 |
|  | Astena Holdings Co. <br> Ltd.<br>| 9400 | 28510 |
|  | Atrae, Inc. | 4000 | 18204 |
| \* | Atsugi Co. Ltd. | 2800 | 20603 |
|  | Aucnet, Inc. | 5000 | 65428 |
|  | Autobacs Seven Co. <br> Ltd.<br>| 17900 | 178839 |
|  | Aval Data Corp. | 700 | 10403 |
|  | Avant Group Corp. | 4800 | 49311 |
|  | Avex, Inc. | 7900 | 61914 |
|  | Awa Bank Ltd. | 8500 | 200816 |
| # | Axell Corp. | 2200 | 19699 |
|  | Axial Retailing, Inc. | 19896 | 140520 |
|  | Azbil Corp. | 55600 | 548071 |
| # | AZ-COM MARUWA <br> Holdings, Inc.<br>| 11200 | 74684 |
|  | AZOOM Co. Ltd. | 1200 | 37380 |
|  | Bandai Namco <br> Holdings, Inc.<br>| 38700 | 1204436 |
|  | Bando Chemical <br> Industries Ltd.<br>| 9300 | 116719 |
|  | Bank of Iwate Ltd. | 2100 | 55142 |
|  | Bank of Nagoya Ltd. | 8997 | 229730 |
|  | Bank of Saga Ltd. | 3800 | 78900 |
|  | Bank of the Ryukyus <br> Ltd.<br>| 7200 | 70246 |
|  | Base Co. Ltd. | 2200 | 49914 |
| #\* | baudroie, Inc. | 1800 | 33772 |
|  | BayCurrent, Inc. | 17600 | 807206 |
|  | Beauty Garage, Inc. | 1600 | 14675 |
|  | Belc Co. Ltd. | 2900 | 136153 |
|  | Bell System24 <br> Holdings, Inc.<br>| 6700 | 57566 |
|  | Belluna Co. Ltd. | 12000 | 79076 |
| \* | Bengo4.com, Inc. | 1400 | 27748 |
| # | Bewith, Inc. | 1100 | 10748 |
|  | Bic Camera, Inc. | 19600 | 197576 |
|  | BIPROGY, Inc. | 16300 | 658380 |
|  | B-Lot Co. Ltd. | 1500 | 16979 |
|  | Blue Zones Holdings <br> Co. Ltd.<br>| 4900 | 249378 |
|  | BML, Inc. | 5904 | 139866 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Bookoff Group <br> Holdings Ltd.<br>| 3100 | $26618 |
|  | Bourbon Corp. | 2500 | 39395 |
| \*†† | Bourbon Corp. SA | 3477 | 0 |
|  | Br Holdings Corp. | 4200 | 9098 |
|  | B-R31 Ice Cream Co. <br> Ltd.<br>| 400 | 10457 |
| # | BrainPad, Inc. | 3500 | 37964 |
|  | Bridgestone Corp. | 52600 | 2296259 |
|  | Brother Industries <br> Ltd.<br>| 41000 | 697849 |
|  | Buffalo, Inc. | 1500 | 33705 |
| # | Bull-Dog Sauce Co. <br> Ltd.<br>| 2700 | 33304 |
|  | Bunka Shutter Co. <br> Ltd.<br>| 12000 | 158266 |
|  | Business Brain <br> Showa-Ota, Inc.<br>| 3800 | 75845 |
| # | Business Engineering <br> Corp.<br>| 1400 | 57344 |
|  | C Uyemura & Co. <br> Ltd.<br>| 2600 | 211475 |
|  | CAC Holdings Corp. | 3200 | 44322 |
|  | Calbee, Inc. | 13000 | 241940 |
| # | Can Do Co. Ltd. | 600 | 13305 |
|  | Canon Electronics, <br> Inc.<br>| 3800 | 66475 |
|  | Canon Marketing <br> Japan, Inc.<br>| 9600 | 399751 |
|  | Canon, Inc. (7751 JP) | 62000 | 1780505 |
|  | Capcom Co. Ltd. | 33200 | 866955 |
|  | Career Design Center <br> Co. Ltd.<br>| 1000 | 14222 |
|  | Careerlink Co. Ltd. | 1300 | 19911 |
| # | Carlit Co. Ltd. | 6900 | 68429 |
|  | Casio Computer Co. <br> Ltd.<br>| 11500 | 90155 |
|  | Cawachi Ltd. | 3300 | 63513 |
| # | CCI Group, Inc. | 50000 | 213723 |
| # | CDS Co. Ltd. | 1000 | 11703 |
|  | Celsys, Inc. | 6800 | 72322 |
|  | Central Automotive <br> Products Ltd.<br>| 11400 | 132718 |
|  | Central Glass Co. <br> Ltd.<br>| 6300 | 131437 |
|  | Central Japan Railway <br> Co.<br>| 17160 | 420106 |
|  | Central Security <br> Patrols Co. Ltd.<br>| 2200 | 38847 |
| # | Central Sports Co. <br> Ltd.<br>| 1200 | 18593 |
| # | Change Holdings, <br> Inc.<br>| 5100 | 37381 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Charm Care Corp. <br> KK<br>| 4200 | $29685 |
|  | Chiba Bank Ltd.  | 52300 | 510329 |
| # | Chiba Kogyo Bank <br> Ltd.<br>| 14600 | 152335 |
| # | Chikaranomoto <br> Holdings Co. Ltd.<br>| 1900 | 17415 |
|  | Chino Corp. | 4200 | 37647 |
|  | Chiyoda Co. Ltd. | 4400 | 27925 |
| \* | Chiyoda Corp. | 10900 | 28848 |
|  | Chiyoda Integre Co. <br> Ltd.<br>| 2800 | 56145 |
|  | Chofu Seisakusho Co. <br> Ltd.<br>| 3339 | 42335 |
|  | Chori Co. Ltd. | 3300 | 84999 |
|  | Chubu Shiryo Co. <br> Ltd.<br>| 5600 | 58176 |
|  | Chudenko Corp. | 7100 | 193763 |
|  | Chuetsu Pulp & Paper <br> Co. Ltd.<br>| 2300 | 24816 |
|  | Chugai Ro Co. Ltd. | 1400 | 42325 |
|  | Chugin Financial <br> Group, Inc.<br>| 36800 | 513172 |
|  | Chugoku Marine <br> Paints Ltd.<br>| 8500 | 227226 |
| # | Chuo Spring Co. Ltd. | 5000 | 107762 |
|  | Chuo Warehouse Co. <br> Ltd.<br>| 3700 | 31740 |
|  | Citizen Watch Co. <br> Ltd.<br>| 71300 | 494799 |
|  | CKD Corp. | 8500 | 182010 |
| # | CK-San-Etsu Co. Ltd. | 2100 | 54397 |
|  | Cleanup Corp. | 9300 | 45881 |
|  | CMK Corp. | 12600 | 32756 |
|  | Coca-Cola Bottlers <br> Japan Holdings, <br> Inc.<br>| 21442 | 343144 |
| \* | COLOPL, Inc. | 15400 | 44484 |
|  | Computer Engineering <br> & Consulting Ltd.<br>| 3300 | 46246 |
| # | Computer Institute of <br> Japan Ltd.<br>| 10800 | 33501 |
|  | COMSYS Holdings <br> Corp.<br>| 21064 | 531181 |
|  | Comture Corp. | 5100 | 52420 |
|  | Copro-Holdings Co. <br> Ltd.<br>| 3800 | 25454 |
| \* | Core Concept <br> Technologies, Inc.<br>| 1100 | 6774 |
| # | Core Corp. | 1800 | 24046 |
|  | Corona Corp. | 3800 | 22254 |
| # | Cosel Co. Ltd. | 5200 | 41439 |
|  | Cosmo Energy <br> Holdings Co. Ltd.<br>| 34200 | 780970 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Cosmos Initia Co. <br> Ltd.<br>| 2100 | $17650 |
|  | Cosmos <br> Pharmaceutical <br> Corp.<br>| 7100 | 317664 |
| # | Cota Co. Ltd. | 4697 | 36987 |
| #\* | Cover Corp. | 5900 | 69966 |
|  | CREAL, Inc. | 2500 | 16180 |
|  | Create Restaurants <br> Holdings, Inc.<br>| 41400 | 197377 |
|  | Create SD Holdings <br> Co. Ltd.<br>| 6300 | 130563 |
|  | Credit Saison Co. <br> Ltd.<br>| 35671 | 868963 |
|  | Creek & River Co. <br> Ltd.<br>| 2900 | 27565 |
|  | Cresco Ltd. | 8400 | 88408 |
| # | Cross Cat Co. Ltd. | 1600 | 11199 |
|  | CrowdWorks, Inc. | 1200 | 6540 |
|  | CTI Engineering Co. <br> Ltd.<br>| 6600 | 121366 |
|  | CTS Co. Ltd. | 8400 | 48377 |
| \* | CUC, Inc. | 2600 | 17782 |
|  | Curves Holdings Co. <br> Ltd.<br>| 7600 | 35807 |
|  | CyberAgent, Inc. | 38500 | 383778 |
|  | Cybozu, Inc. | 5500 | 109442 |
|  | Dai Nippon Printing <br> Co. Ltd.<br>| 35600 | 594177 |
|  | Dai Nippon Toryo Co. <br> Ltd.<br>| 5000 | 41122 |
|  | Daicel Corp. | 36300 | 312329 |
|  | Dai-Dan Co. Ltd. | 6200 | 274736 |
|  | Daido Metal Co. Ltd. | 11700 | 79242 |
|  | Daido Steel Co. Ltd. | 34500 | 326435 |
|  | Daiei Kankyo Co. Ltd. | 6800 | 151229 |
|  | Daifuku Co. Ltd. | 22800 | 726791 |
|  | Daihatsu Infinearth <br> Mfg Co. Ltd.<br>| 4800 | 95390 |
|  | Daiho Corp. | 10500 | 53767 |
|  | Dai-Ichi Cutter Kogyo <br> KK<br>| 2000 | 16934 |
|  | Daiichi Jitsugyo Co. <br> Ltd.<br>| 4800 | 81283 |
|  | Daiichi Kensetsu <br> Corp.<br>| 3200 | 72578 |
|  | Dai-ichi Life Holdings, <br> Inc.<br>| 251400 | 1764575 |
|  | Daiichikosho Co. Ltd. | 14800 | 151321 |
|  | Daiki Aluminium <br> Industry Co. Ltd.<br>| 9000 | 65672 |
|  | Daikin Industries Ltd. | 13600 | 1580048 |
|  | Daikokutenbussan Co. <br> Ltd.<br>| 1700 | 68299 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Daikyonishikawa <br> Corp.<br>| 8384 | $39625 |
|  | Dainichiseika Color & <br> Chemicals <br> Manufacturing Co. <br> Ltd.<br>| 3800 | 93608 |
|  | Daio Paper Corp. | 19800 | 104360 |
|  | Daiseki Co. Ltd. | 8580 | 180468 |
|  | Daishi Hokuetsu <br> Financial Group, <br> Inc.<br>| 70200 | 677013 |
|  | Daishinku Corp. | 7600 | 28594 |
|  | Daisue Construction <br> Co. Ltd.<br>| 2500 | 55156 |
|  | Daito Pharmaceutical <br> Co. Ltd.<br>| 4680 | 37749 |
|  | Daito Trust <br> Construction Co. <br> Ltd.<br>| 26500 | 495445 |
|  | Daitron Co. Ltd. | 2500 | 75073 |
|  | Daiwa House Industry <br> Co. Ltd.<br>| 82200 | 2788885 |
|  | Daiwa Industries Ltd. | 7900 | 80840 |
|  | Daiwa Securities <br> Group, Inc.<br>| 125604 | 966642 |
|  | Daiwabo Holdings Co. <br> Ltd.<br>| 24600 | 459528 |
|  | DCM Holdings Co. <br> Ltd.<br>| 31600 | 293010 |
|  | Dear Life Co. Ltd. | 7200 | 51581 |
| # | DeNA Co. Ltd. | 13400 | 234936 |
|  | Denka Co. Ltd. | 13400 | 194479 |
|  | Densan System <br> Holdings Co. Ltd.<br>| 700 | 16172 |
|  | Denso Corp. | 48200 | 673440 |
| # | Dentsu Group, Inc. | 21674 | 429250 |
|  | Dentsu Soken, Inc. | 5300 | 262468 |
| # | Denyo Co. Ltd. | 5000 | 93073 |
|  | Dexerials Corp. | 43200 | 696812 |
|  | DIC Corp. | 16865 | 396800 |
| # | Digital Arts, Inc. | 2400 | 117415 |
| # | Digital Holdings, Inc. | 3000 | 42167 |
|  | Digital Information <br> Technologies Corp.<br>| 2300 | 36947 |
|  | Dip Corp. | 4000 | 54899 |
|  | Disco Corp. | 5100 | 1693623 |
|  | DKK Co. Ltd. | 2700 | 33682 |
|  | DKS Co. Ltd. | 1400 | 59684 |
| # | DMG Mori Co. Ltd. | 31900 | 494751 |
|  | DMS, Inc. | 1100 | 21865 |
|  | Doshisha Co. Ltd. | 6800 | 127886 |
|  | Double Standard, Inc. | 1600 | 17498 |
|  | Doutor Nichires <br> Holdings Co. Ltd.<br>| 8000 | 124797 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Dowa Holdings Co. <br> Ltd.<br>| 12800 | $464118 |
|  | DTS Corp. | 30000 | 249924 |
|  | Duskin Co. Ltd. | 7800 | 188050 |
| # | DyDo Group Holdings, <br> Inc.<br>| 4000 | 62989 |
|  | Eagle Industry Co. <br> Ltd.<br>| 5900 | 104448 |
|  | Earth Corp. | 500 | 16335 |
| # | EAT&HOLDINGS Co. <br> Ltd.<br>| 1800 | 22890 |
|  | Ebara Corp. | 74900 | 1997382 |
|  | Ebara Foods Industry, <br> Inc.<br>| 1600 | 25779 |
|  | Ebara Jitsugyo Co. <br> Ltd.<br>| 1900 | 51682 |
|  | Eco's Co. Ltd. | 2800 | 51520 |
|  | EDION Corp. | 19900 | 261773 |
|  | eGuarantee, Inc. | 3400 | 35070 |
|  | Ehime Bank Ltd. | 8100 | 65687 |
|  | Eizo Corp. | 6100 | 86590 |
|  | EJ Holdings, Inc. | 3000 | 32397 |
|  | Elan Corp. | 3601 | 18280 |
|  | Elecom Co. Ltd. | 10700 | 125125 |
|  | EM Systems Co. Ltd. | 5900 | 31266 |
|  | en, Inc. | 5300 | 53461 |
|  | Endo Lighting Corp. | 3700 | 54163 |
|  | ENEOS Holdings, <br> Inc.<br>| 436400 | 2753122 |
|  | Enplas Corp. | 1500 | 78844 |
|  | Entrust, Inc. | 1800 | 12271 |
|  | ERI Holdings Co. Ltd. | 900 | 21424 |
|  | ES-Con Japan Ltd. | 8500 | 55206 |
|  | Eslead Corp. | 2600 | 91764 |
|  | ESPEC Corp. | 4900 | 111502 |
|  | eWeLL Co. Ltd. | 700 | 12568 |
|  | Exedy Corp. | 8300 | 278880 |
|  | EXEO Group, Inc. | 39338 | 567362 |
|  | Ezaki Glico Co. Ltd. | 9900 | 316368 |
|  | FaithNetwork Co. Ltd. | 3000 | 16101 |
|  | FALCO HOLDINGS <br> Co. Ltd.<br>| 2800 | 45064 |
|  | FANUC Corp. | 6534 | 218049 |
|  | Fast Fitness Japan, <br> Inc.<br>| 1300 | 15095 |
|  | Fast Retailing Co. <br> Ltd.<br>| 7500 | 2753398 |
|  | FCC Co. Ltd. | 9400 | 189880 |
|  | Feed One Co. Ltd. | 7600 | 50180 |
| # | Ferrotec Corp. | 12900 | 422872 |
|  | FIDEA Holdings Co. <br> Ltd.<br>| 3570 | 38340 |
|  | Financial Partners <br> Group Co. Ltd.<br>| 15800 | 219027 |
|  | Fintech Global, Inc. | 54700 | 36127 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | First Bank of Toyama <br> Ltd.<br>| 13200 | $124811 |
| # | Fixstars Corp. | 7900 | 102931 |
|  | FJ Next Holdings Co. <br> Ltd.<br>| 6900 | 67635 |
|  | Focus Systems Corp. | 1800 | 18873 |
|  | Food & Life Cos. Ltd. | 24700 | 1204702 |
|  | Forum Engineering, <br> Inc.<br>| 5400 | 43078 |
|  | Forval Corp. | 500 | 3953 |
|  | Foster Electric Co. <br> Ltd.<br>| 4700 | 81260 |
|  | FP Corp. | 9500 | 154377 |
|  | France Bed Holdings <br> Co. Ltd.<br>| 6600 | 56379 |
|  | Freebit Co. Ltd. | 2300 | 23673 |
|  | FTGroup Co. Ltd. | 1500 | 12443 |
|  | Fudo Tetra Corp. | 3690 | 58425 |
|  | Fuji Co. Ltd. | 10100 | 128988 |
|  | Fuji Corp. (6134 JP) | 16600 | 322153 |
|  | Fuji Corp. Ltd. | 7000 | 37242 |
|  | Fuji Electric Co. Ltd. | 19023 | 1358649 |
|  | Fuji Kyuko Co. Ltd. | 1999 | 32147 |
|  | Fuji Media Holdings, <br> Inc.<br>| 8800 | 196421 |
|  | Fuji Seal International, <br> Inc.<br>| 9637 | 169443 |
|  | Fuji United Holdings <br> Co. Ltd.<br>| 1400 | 10651 |
|  | Fujibo Holdings, Inc. | 2157 | 95497 |
| # | Fujicco Co. Ltd. | 4500 | 46662 |
|  | FUJIFILM Holdings <br> Corp.<br>| 34200 | 792643 |
|  | Fujikura Composites, <br> Inc.<br>| 4800 | 60161 |
|  | Fujikura Kasei Co. <br> Ltd.<br>| 8100 | 32393 |
|  | Fujikura Ltd. | 32200 | 4384804 |
|  | Fujimi, Inc. | 6100 | 95393 |
|  | Fujita Kanko, Inc. | 1600 | 115832 |
|  | Fujitsu Ltd. | 109000 | 2840588 |
| # | Fujiya Co. Ltd. | 801 | 13441 |
|  | FuKoKu Co. Ltd. | 2600 | 30944 |
|  | Fukuda Corp. | 2000 | 89244 |
|  | Fukuda Denshi Co. <br> Ltd.<br>| 4400 | 199049 |
|  | Fukui Bank Ltd. | 2700 | 38061 |
|  | Fukui Computer <br> Holdings, Inc.<br>| 2300 | 45985 |
|  | Fukuoka Financial <br> Group, Inc.<br>| 24328 | 706980 |
|  | Fukuyama <br> Transporting Co. <br> Ltd.<br>| 4300 | 106810 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | FULLCAST Holdings <br> Co. Ltd.<br>| 4900 | $53750 |
|  | Fumakilla Ltd. | 1300 | 9812 |
|  | Funai Soken Holdings, <br> Inc.<br>| 8480 | 133591 |
|  | Furukawa Co. Ltd. | 7400 | 145848 |
|  | Furuno Electric Co. <br> Ltd.<br>| 7300 | 423513 |
|  | Furuya Metal Co. Ltd. | 1000 | 18442 |
|  | Furyu Corp. | 5800 | 39238 |
|  | Fuso Chemical Co. <br> Ltd.<br>| 4900 | 162447 |
|  | Futaba Industrial Co. <br> Ltd.<br>| 17500 | 106879 |
|  | Future Corp. | 10800 | 152277 |
|  | Fuyo General Lease <br> Co. Ltd.<br>| 15600 | 407855 |
|  | G-7 Holdings, Inc. | 7500 | 62184 |
|  | GA Technologies Co. <br> Ltd.<br>| 3900 | 50407 |
|  | Gakken Holdings Co. <br> Ltd.<br>| 11700 | 77930 |
|  | Gakkyusha Co. Ltd. | 1500 | 22097 |
| # | Gakujo Co. Ltd. | 1000 | 10463 |
|  | Galilei Co. Ltd. | 5200 | 120953 |
|  | Gecoss Corp. | 3900 | 34635 |
| #\* | GENDA, Inc. | 8600 | 41224 |
|  | Genki Global Dining <br> Concepts Corp.<br>| 2400 | 47139 |
|  | Genky DrugStores Co. <br> Ltd.<br>| 4800 | 159774 |
|  | Geo Holdings Corp. | 8000 | 83746 |
| # | Gift Holdings, Inc. | 2200 | 46048 |
|  | Global Link <br> Management KK<br>| 800 | 13797 |
|  | GLOBERIDE, Inc. | 5900 | 89246 |
|  | Glory Ltd. | 10900 | 260449 |
|  | GLtechno Holdings, <br> Inc.<br>| 3780 | 73846 |
|  | GMO Financial Gate, <br> Inc.<br>| 500 | 18713 |
|  | GMO Financial <br> Holdings, Inc.<br>| 10400 | 60686 |
|  | GMO GlobalSign <br> Holdings KK<br>| 1600 | 21518 |
|  | GMO internet group, <br> Inc.<br>| 15200 | 340438 |
|  | GMO Payment <br> Gateway, Inc.<br>| 5800 | 316392 |
|  | Godo Steel Ltd. | 2700 | 64017 |
| \* | Gokurakuyu Holdings <br> Co. Ltd.<br>| 3900 | 12136 |
| # | Goldcrest Co. Ltd. | 4600 | 99715 |
|  | Goldwin, Inc. | 9900 | 163527 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Gourmet Kineya Co. <br> Ltd.<br>| 1900 | $11656 |
|  | Grandy House Corp. | 3100 | 11390 |
|  | GREE Holdings, Inc. | 17700 | 46235 |
| # | Greens Co. Ltd. | 1600 | 23389 |
|  | grems, Inc. | 2000 | 29824 |
|  | GS Yuasa Corp. | 17499 | 488652 |
|  | GSI Creos Corp. | 3000 | 44923 |
|  | G-Tekt Corp. | 5900 | 75701 |
| # | Gun-Ei Chemical <br> Industry Co. Ltd.<br>| 1500 | 32387 |
|  | Gunma Bank Ltd. | 91800 | 954227 |
|  | Gunze Ltd. | 8000 | 197062 |
|  | H.U. Group Holdings, <br> Inc.<br>| 8700 | 212283 |
|  | H2O Retailing Corp. | 27260 | 368806 |
|  | Hachijuni Bank Ltd. | 88700 | 893488 |
| # | Hagihara Industries, <br> Inc.<br>| 3400 | 35507 |
|  | Hagiwara Electric <br> Holdings Co. Ltd.<br>| 2500 | 57399 |
| # | Hakudo Co. Ltd. | 1900 | 27324 |
|  | Hakuhodo DY <br> Holdings, Inc.<br>| 42925 | 310706 |
|  | Hakuto Co. Ltd. | 600 | 15005 |
|  | Halows Co. Ltd. | 2800 | 79379 |
|  | Hamakyorex Co. Ltd. | 28400 | 281713 |
|  | Hamamatsu Photonics <br> KK<br>| 27700 | 310052 |
|  | Hankyu Hanshin <br> Holdings, Inc.<br>| 18600 | 499484 |
|  | Hanwa Co. Ltd. | 10600 | 442132 |
| # | Happinet Corp. | 4100 | 167008 |
|  | Hard Off Corp. Co. <br> Ltd.<br>| 2800 | 32797 |
|  | Harima Chemicals <br> Group, Inc.<br>| 3800 | 22185 |
|  | Haseko Corp. | 60900 | 983473 |
|  | Hashimoto Sogyo <br> Holdings Co. Ltd.<br>| 2300 | 17835 |
|  | Hazama Ando Corp. | 34200 | 382685 |
|  | Heiwa Real Estate <br> Co. Ltd.<br>| 4500 | 65860 |
|  | Heiwado Co. Ltd. | 8202 | 150874 |
|  | Helios Techno Holding <br> Co. Ltd.<br>| 3500 | 19695 |
| # | Hennge KK | 2500 | 23752 |
|  | Hibiya Engineering <br> Ltd.<br>| 4400 | 129414 |
|  | Hikari Tsushin, Inc. | 900 | 238398 |
| # | HI-LEX Corp. | 4100 | 76079 |
|  | Hioki EE Corp. | 1900 | 72983 |
|  | Hirakawa Hewtech <br> Corp.<br>| 2730 | 41113 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Hirano Tecseed Co. <br> Ltd.<br>| 1800 | $18828 |
|  | Hirata Corp. | 5658 | 74702 |
|  | Hirogin Holdings, Inc. | 65800 | 614759 |
|  | Hirose Electric Co. <br> Ltd.<br>| 4000 | 535869 |
|  | Hirose Tusyo, Inc. | 900 | 21891 |
|  | Hiroshima Electric <br> Railway Co. Ltd.<br>| 2500 | 9897 |
|  | Hiroshima Gas Co. <br> Ltd.<br>| 7500 | 17706 |
| # | HIS Co. Ltd. | 12300 | 104418 |
|  | Hisaka Works Ltd. | 5000 | 45698 |
|  | Hisamitsu <br> Pharmaceutical Co., <br> Inc.<br>| 6500 | 168959 |
|  | Hitachi Construction <br> Machinery Co. Ltd.<br>| 23400 | 761599 |
|  | Hochiki Corp. | 3900 | 97483 |
| # | Hodogaya Chemical <br> Co. Ltd.<br>| 3600 | 42585 |
|  | Hogy Medical Co. <br> Ltd.<br>| 1400 | 48599 |
|  | Hokkaido Coca-Cola <br> Bottling Co. Ltd.<br>| 1800 | 45144 |
|  | Hokkaido Gas Co. <br> Ltd.<br>| 10000 | 43951 |
|  | Hokkan Holdings Ltd. | 2500 | 34899 |
| # | Hokko Chemical <br> Industry Co. Ltd.<br>| 6000 | 63105 |
| # | Hokuetsu Corp. | 30900 | 163872 |
|  | Hokuhoku Financial <br> Group, Inc.<br>| 38000 | 930911 |
|  | Hokuriku Electric <br> Industry Co. Ltd.<br>| 2400 | 35443 |
| # | Hokuriku Electrical <br> Construction Co. <br> Ltd.<br>| 3480 | 31601 |
|  | Hokuto Corp. | 3900 | 46153 |
|  | Honda Motor Co. Ltd. <br> (7267 JP)<br>| 223200 | 2255937 |
| # | Honda Motor Co. Ltd. <br> (HMC US), <br> Sponsored ADR<br>| 8470 | 258335 |
|  | H-One Co. Ltd. | 5000 | 43322 |
| # | Honeys Holdings Co. <br> Ltd.<br>| 7850 | 75399 |
|  | Hoosiers Holdings Co. <br> Ltd.<br>| 7100 | 58270 |
|  | Horiba Ltd. | 9200 | 854755 |
|  | Hoshizaki Corp. | 4000 | 140741 |
|  | Hosiden Corp. | 13000 | 207234 |
|  | Hosokawa Micron <br> Corp.<br>| 3600 | 132938 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Hotland Holdings Co. <br> Ltd.<br>| 3400 | $45299 |
|  | House Foods Group, <br> Inc.<br>| 10000 | 187391 |
|  | Hoya Corp. | 15800 | 2566426 |
|  | HS Holdings Co. Ltd. | 4600 | 29928 |
| # | Hulic Co. Ltd. | 66269 | 684649 |
|  | Hyakugo Bank Ltd. | 55900 | 346672 |
|  | Hyakujushi Bank Ltd. | 5600 | 196046 |
|  | Ibiden Co. Ltd. | 25000 | 2353114 |
|  | IBJ, Inc. | 3800 | 19812 |
| # | Ichibanya Co. Ltd. | 11400 | 66543 |
|  | Ichiken Co. Ltd. | 800 | 20016 |
|  | Ichikoh Industries Ltd. | 11300 | 34366 |
|  | Ichinen Holdings Co. <br> Ltd.<br>| 5200 | 67852 |
| # | Ichiyoshi Securities <br> Co. Ltd.<br>| 2600 | 14323 |
|  | Icom, Inc. | 1900 | 38652 |
|  | ID Holdings Corp. | 2450 | 32122 |
|  | Idec Corp. | 6000 | 91336 |
|  | IDOM, Inc. | 15000 | 111971 |
|  | Ifuji Sangyo Co. Ltd. | 700 | 9902 |
| # | IG Port, Inc. | 2400 | 22667 |
|  | IHI Corp. | 56000 | 1159429 |
|  | Iida Group Holdings <br> Co. Ltd.<br>| 25740 | 394166 |
|  | Iino Kaiun Kaisha Ltd. | 20000 | 163122 |
| # | IKK Holdings, Inc. | 4000 | 19661 |
|  | I'll, Inc. | 2100 | 33195 |
|  | i-mobile Co. Ltd. | 12200 | 46258 |
| # | Imuraya Group Co. <br> Ltd.<br>| 1800 | 28945 |
|  | Inaba Denki Sangyo <br> Co. Ltd.<br>| 10700 | 315083 |
| # | Inaba Seisakusho Co. <br> Ltd.<br>| 2800 | 28757 |
|  | Inabata & Co. Ltd. | 12000 | 268760 |
|  | Ines Corp. | 4700 | 51922 |
| # | I-Net Corp. | 3730 | 61051 |
|  | Infomart Corp. | 23000 | 48806 |
|  | INFRONEER <br> Holdings, Inc.<br>| 52240 | 559654 |
|  | Innotech Corp. | 4100 | 48546 |
|  | Insource Co. Ltd. | 11100 | 62754 |
|  | Intelligent Wave, Inc. | 2300 | 15434 |
|  | Internet Initiative <br> Japan, Inc.<br>| 16800 | 303114 |
|  | IPS, Inc. | 2400 | 46813 |
|  | Iriso Electronics Co. <br> Ltd.<br>| 2800 | 56208 |
|  | ISB Corp. | 3100 | 36090 |
|  | Ise Chemicals Corp. | 400 | 81651 |
|  | Iseki & Co. Ltd. | 2800 | 39937 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Isetan Mitsukoshi <br> Holdings Ltd.<br>| 41700 | $654443 |
| # | Ishihara Chemical Co. <br> Ltd.<br>| 1100 | 15533 |
|  | Ishihara Sangyo <br> Kaisha Ltd.<br>| 8500 | 130802 |
| # | Istyle, Inc. | 19600 | 57044 |
|  | Isuzu Motors Ltd. | 134300 | 1647899 |
|  | Itfor, Inc. | 5500 | 54384 |
| # | ITmedia, Inc. | 2300 | 23946 |
| # | Ito En Ltd. | 10319 | 212685 |
|  | Itochu Enex Co. Ltd. | 16100 | 189954 |
|  | Itoham Yonekyu <br> Holdings, Inc.<br>| 6800 | 243149 |
|  | Itoki Corp. | 9400 | 151629 |
|  | IwaiCosmo Holdings, <br> Inc.<br>| 5600 | 102294 |
|  | Iwaki Co. Ltd. | 1700 | 28087 |
|  | Iwatani Corp. | 46000 | 478894 |
|  | Iwatsuka <br> Confectionery Co. <br> Ltd.<br>| 1800 | 34870 |
|  | Iyogin Holdings, Inc. | 49300 | 770356 |
|  | Izumi Co. Ltd. | 7000 | 130491 |
|  | J Front Retailing Co. <br> Ltd.<br>| 54400 | 818212 |
|  | J Trust Co. Ltd. | 18300 | 48121 |
|  | JAC Recruitment Co. <br> Ltd.<br>| 16000 | 105376 |
|  | Jaccs Co. Ltd. | 6700 | 175240 |
| \* | Jade Group, Inc. | 2700 | 28435 |
|  | JAFCO Group Co. <br> Ltd.<br>| 17400 | 271961 |
| # | JANOME Corp. | 7199 | 51508 |
|  | Japan Airlines Co. <br> Ltd.<br>| 28300 | 509836 |
|  | Japan Airport Terminal <br> Co. Ltd.<br>| 13000 | 403929 |
|  | Japan Aviation <br> Electronics Industry <br> Ltd.<br>| 12800 | 191166 |
|  | Japan Business <br> Systems, Inc.<br>| 2400 | 23030 |
| \* | Japan <br> Communications, <br> Inc.<br>| 32000 | 31089 |
|  | Japan Electronic <br> Materials Corp.<br>| 2200 | 62249 |
|  | Japan Elevator <br> Service Holdings <br> Co. Ltd.<br>| 27400 | 322556 |
|  | Japan Exchange <br> Group, Inc.<br>| 86200 | 961230 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Japan Investment <br> Adviser Co. Ltd.<br>| 5300 | $60740 |
|  | Japan Lifeline Co. <br> Ltd.<br>| 9400 | 89225 |
|  | Japan Material Co. <br> Ltd.<br>| 11200 | 139933 |
|  | Japan Medical <br> Dynamic Marketing, <br> Inc.<br>| 1000 | 3091 |
|  | Japan Post Insurance <br> Co. Ltd.<br>| 15600 | 403452 |
|  | Japan Property <br> Management <br> Center Co. Ltd.<br>| 3600 | 29262 |
|  | Japan Pulp & Paper <br> Co. Ltd.<br>| 40000 | 187693 |
|  | Japan Securities <br> Finance Co. Ltd.<br>| 23500 | 269863 |
|  | Japan Steel Works <br> Ltd.<br>| 6500 | 425706 |
|  | Japan System <br> Techniques Co. <br> Ltd.<br>| 3000 | 41566 |
|  | Japan Transcity Corp. | 8700 | 64718 |
|  | Japan Wool Textile <br> Co. Ltd.<br>| 14300 | 150836 |
|  | JBCC Holdings, Inc. | 15200 | 127473 |
|  | JCU Corp. | 5100 | 150420 |
| # | JDC Corp. | 10600 | 36981 |
|  | Jeol Ltd. | 8380 | 281628 |
|  | JFE Systems, Inc. | 2600 | 31633 |
|  | JGC Holdings Corp. | 52200 | 527976 |
|  | Jichodo Co. Ltd. | 200 | 12104 |
|  | JINS Holdings, Inc. | 3200 | 161452 |
|  | JINUSHI Co. Ltd. | 3100 | 58325 |
| # | JK Holdings Co. Ltd. | 3200 | 26161 |
|  | J-Lease Co. Ltd. | 4000 | 39039 |
|  | JM Holdings Co. Ltd. | 6600 | 64524 |
|  | JMS Co. Ltd. | 7500 | 20919 |
|  | J-Oil Mills, Inc. | 4600 | 60215 |
|  | Joshin Denki Co. Ltd. | 4400 | 76184 |
|  | Joyful Honda Co. Ltd. | 9500 | 125654 |
| # | JP-Holdings, Inc. | 13200 | 50879 |
| # | JSB Co. Ltd. | 2500 | 59134 |
|  | JSP Corp. | 3600 | 44040 |
|  | JTEKT Corp. | 31700 | 317128 |
|  | Juroku Financial <br> Group, Inc.<br>| 8100 | 295003 |
|  | Justsystems Corp. | 7200 | 232544 |
|  | JVCKenwood Corp. | 55200 | 442278 |
|  | Kadokawa Corp. | 6869 | 154212 |
|  | Kadoya Sesame Mills, <br> Inc.<br>| 900 | 22266 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Kaga Electronics Co. <br> Ltd.<br>| 8400 | $194513 |
|  | Kagome Co. Ltd. | 9900 | 171039 |
|  | Kajima Corp. | 35600 | 1147665 |
|  | Kakaku.com, Inc. | 18401 | 327124 |
|  | Kakiyasu Honten Co. <br> Ltd.<br>| 1000 | 16924 |
|  | Kameda Seika Co. <br> Ltd.<br>| 1900 | 47362 |
|  | Kamei Corp. | 8300 | 156999 |
|  | Kamigumi Co. Ltd. | 16600 | 498302 |
| # | Kanaden Corp. | 4800 | 65165 |
|  | Kanadevia Corp. | 50700 | 375671 |
|  | Kanagawa Chuo <br> Kotsu Co. Ltd.<br>| 2000 | 45515 |
|  | Kanamic Network Co. <br> Ltd.<br>| 5700 | 17776 |
|  | Kanamoto Co. Ltd. | 7956 | 185296 |
|  | Kandenko Co. Ltd. | 28600 | 874078 |
|  | Kaneko Seeds Co. <br> Ltd.<br>| 2900 | 31151 |
|  | Kanematsu Corp. | 19970 | 404309 |
|  | Kanemi Co. Ltd. | 1000 | 21499 |
| # | Kanro, Inc. | 3600 | 33928 |
|  | Kansai Electric Power <br> Co., Inc. <br>| 50300 | 784688 |
|  | Kansai Paint Co. Ltd. | 32700 | 524848 |
|  | Kanto Denka Kogyo <br> Co. Ltd.<br>| 12900 | 87039 |
|  | Kao Corp. | 22300 | 943728 |
| # | Kappa Create Co. <br> Ltd.<br>| 4000 | 38645 |
|  | Katakura Industries <br> Co. Ltd.<br>| 6600 | 113773 |
|  | Katitas Co. Ltd. | 6500 | 105671 |
|  | Kato Works Co. Ltd. | 2500 | 22466 |
|  | Kawada Technologies, <br> Inc.<br>| 4200 | 110047 |
|  | Kawai Musical <br> Instruments <br> Manufacturing Co. <br> Ltd.<br>| 2200 | 36994 |
|  | Kawasaki Heavy <br> Industries Ltd.<br>| 21700 | 1737662 |
|  | KDDI Corp. | 206600 | 3293276 |
| # | KeePer Technical <br> Laboratory Co. Ltd.<br>| 3200 | 76228 |
|  | Keihan Holdings Co. <br> Ltd.<br>| 18700 | 378850 |
|  | Keihanshin Building <br> Co. Ltd.<br>| 5500 | 61850 |
|  | Keikyu Corp. | 25200 | 235095 |
|  | Keio Corp. | 10000 | 237176 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Keisei Electric Railway <br> Co. Ltd.<br>| 32522 | $259574 |
|  | KEIWA, Inc. | 1000 | 7484 |
|  | Keiyo Bank Ltd. | 24600 | 207541 |
|  | Kenko Mayonnaise <br> Co. Ltd.<br>| 3900 | 46050 |
|  | Kewpie Corp. | 18323 | 508417 |
|  | Keyence Corp. | 3200 | 1187630 |
|  | KH Neochem Co. Ltd. | 5100 | 91203 |
| # | Kibun Foods, Inc. | 3200 | 22305 |
|  | Kimura Chemical <br> Plants Co. Ltd.<br>| 5400 | 37524 |
|  | Kimura Kohki Co. Ltd. | 300 | 23383 |
|  | Kimura Unity Co. Ltd. | 4800 | 26189 |
|  | Kinden Corp. | 20200 | 809154 |
| # | King Jim Co. Ltd. | 1300 | 7082 |
|  | Kintetsu Department <br> Store Co. Ltd.<br>| 3200 | 38978 |
|  | Kintetsu Group <br> Holdings Co. Ltd.<br>| 12700 | 241008 |
|  | Kissei Pharmaceutical <br> Co. Ltd.<br>| 7400 | 193244 |
|  | Ki-Star Real Estate <br> Co. Ltd.<br>| 3600 | 122210 |
|  | Kitagawa Corp. | 1400 | 14651 |
| # | Kita-Nippon Bank Ltd. | 2400 | 58664 |
|  | Kitano Construction <br> Corp.<br>| 6400 | 54684 |
|  | Kitz Corp. | 16600 | 186096 |
|  | Kiyo Bank Ltd. | 17000 | 331104 |
| #\* | KNT-CT Holdings Co. <br> Ltd.<br>| 2900 | 28085 |
|  | Koa Corp. | 4800 | 42652 |
|  | Koa Shoji Holdings <br> Co. Ltd.<br>| 2000 | 10139 |
| # | Koatsu Gas Kogyo <br> Co. Ltd.<br>| 6900 | 45989 |
| # | Kobe Bussan Co. Ltd. | 13100 | 303974 |
|  | Kobe Steel Ltd. | 94720 | 1114794 |
|  | Koei Tecmo Holdings <br> Co. Ltd.<br>| 2849 | 38347 |
|  | Kohnan Shoji Co. Ltd. | 7300 | 176735 |
|  | Kohsoku Corp. | 2000 | 37060 |
|  | Koike Sanso Kogyo <br> Co. Ltd.<br>| 2000 | 20709 |
|  | Koike-ya, Inc. | 400 | 11845 |
|  | Koito Manufacturing <br> Co. Ltd.<br>| 31745 | 472690 |
| # | Kojima Co. Ltd. | 7900 | 56368 |
|  | Kokusai Electric <br> Corp.<br>| 3500 | 127895 |
|  | Kokuyo Co. Ltd. | 69600 | 399393 |
|  | Komatsu Ltd. | 108300 | 3622738 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Komatsu Matere Co. <br> Ltd.<br>| 7000 | $38998 |
|  | Komatsu Wall Industry <br> Co. Ltd.<br>| 4000 | 64520 |
|  | KOMEDA Holdings <br> Co. Ltd.<br>| 11900 | 224200 |
| # | Komehyo Holdings <br> Co. Ltd.<br>| 1800 | 34963 |
|  | Komeri Co. Ltd. | 5600 | 116505 |
|  | Komori Corp. | 8400 | 78889 |
| # | Kondotec, Inc. | 4900 | 53380 |
|  | Konica Minolta, Inc. | 67000 | 230074 |
|  | Konishi Co. Ltd. | 13400 | 107253 |
|  | Konoike Transport Co. <br> Ltd.<br>| 8200 | 169596 |
| # | Konoshima Chemical <br> Co. Ltd.<br>| 1600 | 15337 |
| # | Kosaido Holdings Co. <br> Ltd.<br>| 13000 | 35730 |
|  | Koshidaka Holdings <br> Co. Ltd.<br>| 12500 | 95621 |
| # | Kotobuki Spirits Co. <br> Ltd.<br>| 23300 | 279347 |
| #\* | Kourakuen Corp. | 1600 | 10691 |
|  | Kozo Keikaku <br> Engineering <br> Holdings, Inc.<br>| 3000 | 61742 |
|  | KPP Group Holdings <br> Co. Ltd.<br>| 16500 | 81507 |
|  | Kraftia Corp. | 8800 | 465501 |
|  | Krosaki Harima Corp. | 5600 | 150176 |
| # | KRS Corp. | 4000 | 75527 |
|  | K's Holdings Corp. | 35400 | 350930 |
|  | KU Holdings Co. Ltd. | 5200 | 39714 |
|  | Kubota Corp. (6326 <br> JP)<br>| 83300 | 1078498 |
| # | Kumagai Gumi Co. <br> Ltd.<br>| 35108 | 318766 |
| # | Kumiai Chemical <br> Industry Co. Ltd.<br>| 11610 | 51361 |
| # | Kura Sushi, Inc. | 3800 | 81854 |
|  | Kurabo Industries Ltd. | 4400 | 200065 |
|  | Kuraray Co. Ltd. | 67328 | 729604 |
| # | Kureha Corp. | 10800 | 258184 |
| # | Kurimoto Ltd. | 10500 | 117896 |
|  | Kurita Water <br> Industries Ltd.<br>| 18400 | 697065 |
|  | Kuriyama Holdings <br> Corp.<br>| 4400 | 47368 |
| # | Kusuri No. Aoki <br> Holdings Co. Ltd.<br>| 11400 | 288862 |
|  | KYB Corp. | 10800 | 273876 |
|  | Kyocera Corp. | 101600 | 1348171 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Kyodo Printing Co. <br> Ltd.<br>| 8400 | $81690 |
|  | Kyoei Steel Ltd. | 5500 | 81880 |
|  | Kyokuto Boeki Kaisha <br> Ltd.<br>| 3000 | 34659 |
|  | Kyokuto Kaihatsu <br> Kogyo Co. Ltd.<br>| 7500 | 125510 |
|  | Kyokuto Securities <br> Co. Ltd.<br>| 5500 | 54337 |
|  | Kyokuyo Co. Ltd. | 2500 | 77285 |
|  | Kyorin Pharmaceutical <br> Co. Ltd.<br>| 8400 | 76568 |
|  | Kyoritsu Maintenance <br> Co. Ltd.<br>| 16800 | 326959 |
| # | Kyosan Electric <br> Manufacturing Co. <br> Ltd.<br>| 10000 | 34251 |
|  | Kyoto Financial <br> Group, Inc.<br>| 42396 | 858874 |
|  | Kyowa Kirin Co. Ltd. | 14800 | 229164 |
|  | Kyushu Financial <br> Group, Inc.<br>| 85550 | 490319 |
|  | Kyushu Leasing <br> Service Co. Ltd.<br>| 1700 | 14615 |
|  | Kyushu Railway Co. | 14800 | 375340 |
|  | LA Holdings Co. Ltd. | 1300 | 63324 |
| # | Lacto Japan Co. Ltd. | 1700 | 38062 |
| # | Lasertec Corp. | 6399 | 1299203 |
|  | Leopalace21 Corp. | 45800 | 187039 |
|  | Life Corp. | 12200 | 191398 |
|  | Lifedrink Co., Inc. | 7200 | 93688 |
|  | LIFULL Co. Ltd. | 19200 | 23914 |
|  | Link & Motivation, <br> Inc.<br>| 10500 | 33505 |
|  | Lintec Corp. | 10600 | 269391 |
|  | Lion Corp. | 37001 | 364609 |
|  | LITALICO, Inc. | 5600 | 44783 |
|  | Lixil Corp. | 40800 | 452210 |
|  | Loadstar Capital KK | 2600 | 54532 |
| # | Look Holdings, Inc. | 2000 | 34293 |
|  | LY Corp. | 100500 | 295321 |
|  | M&A Capital Partners <br> Co. Ltd.<br>| 3200 | 61104 |
|  | M3, Inc. | 22400 | 313933 |
|  | Mabuchi Motor Co. <br> Ltd.<br>| 22432 | 396284 |
| # | Macbee Planet, Inc. | 1300 | 16170 |
|  | Macnica Holdings, <br> Inc.<br>| 37650 | 536013 |
|  | Maeda Kosen Co. <br> Ltd.<br>| 10400 | 129932 |
|  | Maezawa Industries, <br> Inc.<br>| 3600 | 44897 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Maezawa Kasei <br> Industries Co. Ltd.<br>| 3600 | $48662 |
| # | Maezawa Kyuso <br> Industries Co. Ltd.<br>| 4200 | 39031 |
|  | Makino Milling <br> Machine Co. Ltd.<br>| 6000 | 435896 |
|  | Makita Corp. (6586 <br> JP)<br>| 9766 | 295239 |
|  | Mamiya-Op Co. Ltd. | 1400 | 17113 |
|  | Mammy Mart Holdings <br> Corp.<br>| 2000 | 20488 |
|  | Mandom Corp. | 8800 | 138452 |
|  | Mani, Inc. | 11900 | 113843 |
|  | MarkLines Co. Ltd. | 2700 | 34665 |
|  | Marubun Corp. | 5900 | 45387 |
| # | Maruchiyo Yamaokaya <br> Corp.<br>| 1400 | 24344 |
| # | Marudai Food Co. <br> Ltd.<br>| 3200 | 38903 |
|  | Maruha Nichiro Corp. | 10600 | 236946 |
|  | Marui Group Co. Ltd. | 28100 | 538911 |
|  | Maruichi Steel Tube <br> Ltd.<br>| 46200 | 390635 |
|  | MARUKA FURUSATO <br> Corp.<br>| 4392 | 64321 |
|  | Maruwa Co. Ltd. | 1500 | 424106 |
|  | Maruzen Co. Ltd. | 1300 | 29303 |
|  | Maruzen Showa Unyu <br> Co. Ltd.<br>| 3600 | 161995 |
|  | Marvelous, Inc. | 4100 | 15034 |
| # | Matching Service <br> Japan Co. Ltd.<br>| 1500 | 9738 |
|  | Matsuda Sangyo Co. <br> Ltd.<br>| 4500 | 120832 |
| # | Matsui Construction <br> Co. Ltd.<br>| 6000 | 53727 |
|  | Matsui Securities Co. <br> Ltd.<br>| 14400 | 71732 |
|  | MatsukiyoCocokara & <br> Co.<br>| 49080 | 889212 |
|  | Matsuoka Corp. | 1800 | 26317 |
|  | Matsuya Co. Ltd. | 7700 | 86211 |
|  | Matsuyafoods <br> Holdings Co. Ltd.<br>| 1300 | 49344 |
|  | Max Co. Ltd. | 5000 | 181240 |
|  | Maxell Ltd. | 11200 | 162354 |
|  | Maxvalu Tokai Co. <br> Ltd.<br>| 2300 | 52139 |
|  | Mazda Motor Corp. | 100006 | 689126 |
|  | McDonald's Holdings <br> Co. Japan Ltd.<br>| 13300 | 520295 |
|  | MCJ Co. Ltd. | 23800 | 224506 |
|  | Mebuki Financial <br> Group, Inc.<br>| 162850 | 1016121 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | MEC Co. Ltd. | 2800 | $82600 |
|  | Medical System <br> Network Co. Ltd.<br>| 4300 | 13709 |
|  | Medipal Holdings <br> Corp.<br>| 31400 | 510891 |
| # | Medius Holdings Co. <br> Ltd.<br>| 3500 | 18130 |
| #\* | Medley, Inc. | 3600 | 49142 |
|  | Megachips Corp. | 700 | 36689 |
|  | Megmilk Snow Brand <br> Co. Ltd.<br>| 9500 | 174236 |
|  | Meidensha Corp. | 8800 | 348507 |
|  | Meiho Facility Works <br> Ltd.<br>| 2000 | 14350 |
|  | Meiji Electric <br> Industries Co. Ltd.<br>| 1500 | 22605 |
|  | Meiko Electronics Co. <br> Ltd.<br>| 6600 | 434071 |
|  | Meisei Industrial Co. <br> Ltd.<br>| 10800 | 115567 |
|  | MEITEC Group <br> Holdings, Inc.<br>| 18400 | 377173 |
| # | Meito Co. Ltd. | 2500 | 34583 |
|  | Meiwa Corp. | 5000 | 25693 |
|  | Meiwa Estate Co. <br> Ltd.<br>| 3800 | 26362 |
|  | Menicon Co. Ltd. | 11700 | 91214 |
| \* | Mercari, Inc. | 24397 | 361768 |
|  | Mercuria Holdings Co. <br> Ltd.<br>| 1900 | 10485 |
|  | METAWATER Co. <br> Ltd.<br>| 4500 | 96586 |
|  | Micronics Japan Co. <br> Ltd.<br>| 7900 | 465958 |
| # | Midac Holdings Co. <br> Ltd.<br>| 2700 | 32460 |
| # | Mie Kotsu Group <br> Holdings, Inc.<br>| 10700 | 37326 |
|  | Milbon Co. Ltd. | 2210 | 33194 |
|  | MIMAKI <br> ENGINEERING Co. <br> Ltd.<br>| 3700 | 40781 |
|  | Minebea Mitsumi, Inc. | 52390 | 1035423 |
|  | Mirai Industry Co. <br> Ltd.<br>| 1400 | 30267 |
|  | Mirait One Corp. | 23910 | 463312 |
| # | Mirarth Holdings, Inc. | 17600 | 43382 |
|  | Miroku Jyoho Service <br> Co. Ltd.<br>| 3600 | 41151 |
|  | MISUMI Group, Inc. | 17300 | 269725 |
|  | Mitani Corp. | 8000 | 120661 |
| # | Mitani Sangyo Co. <br> Ltd.<br>| 7800 | 25233 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Mitani Sekisan Co. <br> Ltd.<br>| 1700 | $83070 |
|  | Mito Securities Co. <br> Ltd.<br>| 16800 | 55789 |
|  | Mitsuba Corp. | 9700 | 58961 |
|  | Mitsubishi Electric <br> Corp.<br>| 59800 | 1697877 |
|  | Mitsubishi Estate Co. <br> Ltd.<br>| 51600 | 1093501 |
|  | Mitsubishi Gas <br> Chemical Co., Inc.<br>| 27200 | 503231 |
|  | Mitsubishi HC Capital, <br> Inc.<br>| 181970 | 1423491 |
|  | Mitsubishi Heavy <br> Industries Ltd.<br>| 94600 | 2855943 |
|  | Mitsubishi Kakoki <br> Kaisha Ltd.<br>| 5400 | 115107 |
|  | Mitsubishi Logisnext <br> Co. Ltd.<br>| 8300 | 82653 |
|  | Mitsubishi Logistics <br> Corp.<br>| 63500 | 460441 |
|  | Mitsubishi Motors <br> Corp.<br>| 121900 | 297061 |
| # | Mitsubishi Paper Mills <br> Ltd.<br>| 7800 | 30862 |
| # | Mitsubishi Pencil Co. <br> Ltd.<br>| 8500 | 112751 |
|  | Mitsubishi Research <br> Institute, Inc.<br>| 1900 | 60071 |
|  | Mitsubishi UFJ <br> Financial Group, <br> Inc. (8306 JP)<br>| 488200 | 7374391 |
|  | Mitsui Chemicals, Inc. | 29966 | 707476 |
|  | Mitsui DM Sugar Co. <br> Ltd.<br>| 4500 | 88621 |
|  | Mitsui E&S Co. Ltd. | 30800 | 1252173 |
|  | Mitsui Fudosan Co. <br> Ltd.<br>| 98700 | 1027704 |
|  | Mitsui High-Tec, Inc. | 20000 | 99751 |
|  | Mitsui Kinzoku Co. <br> Ltd.<br>| 14899 | 1517575 |
| # | Mitsui OSK Lines Ltd. | 21400 | 635829 |
|  | Mitsui-Soko Holdings <br> Co. Ltd.<br>| 26400 | 692822 |
|  | Mitsuuroko Group <br> Holdings Co. Ltd.<br>| 11200 | 153025 |
|  | Miura Co. Ltd. | 8200 | 158782 |
|  | MIXI, Inc. | 10100 | 203815 |
| # | Miyaji Engineering <br> Group, Inc.<br>| 6000 | 76889 |
|  | Miyazaki Bank Ltd. | 4300 | 129305 |
|  | Miyoshi Oil & Fat Co. <br> Ltd.<br>| 1700 | 24257 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Mizuho Financial <br> Group, Inc. (8411 <br> JP)<br>| 98380 | $3295280 |
|  | Mizuho Leasing Co. <br> Ltd.<br>| 40900 | 327660 |
|  | Mizuho Medy Co. Ltd. | 3600 | 38074 |
|  | Mizuno Corp. | 16500 | 297661 |
|  | Monogatari Corp. | 8000 | 200020 |
|  | MonotaRO Co. Ltd. | 22800 | 318108 |
|  | Morinaga & Co. Ltd. | 18400 | 317046 |
|  | Morinaga Milk Industry <br> Co. Ltd.<br>| 22900 | 494322 |
|  | Moriroku Co. Ltd. | 2900 | 44113 |
|  | Morita Holdings Corp. | 8100 | 122458 |
|  | Morito Co. Ltd. | 5100 | 53727 |
|  | Morozoff Ltd. | 3000 | 29668 |
|  | MrMax Holdings Ltd. | 8700 | 43468 |
|  | MS&AD Insurance <br> Group Holdings, <br> Inc.<br>| 92000 | 1896530 |
|  | MTG Co. Ltd. | 800 | 19279 |
| # | MTI Ltd. | 1700 | 8856 |
|  | Mugen Estate Co. <br> Ltd.<br>| 4900 | 64689 |
|  | m-up Holdings, Inc. | 7600 | 94946 |
|  | Murakami Corp. | 1900 | 83428 |
|  | Murata Manufacturing <br> Co. Ltd.<br>| 49100 | 1058641 |
|  | Musashi Seimitsu <br> Industry Co. Ltd.<br>| 10800 | 243649 |
|  | Musashino Bank Ltd. | 5500 | 147964 |
|  | Muto Seiko Co. | 1000 | 10917 |
|  | Nabtesco Corp. | 7600 | 190377 |
| # | Nachi-Fujikoshi Corp. | 2598 | 66458 |
|  | Nafco Co. Ltd. | 2900 | 37592 |
|  | Nagano Keiki Co. Ltd. | 4100 | 62368 |
|  | Nagase & Co. Ltd. | 26100 | 569978 |
|  | Nagase Brothers, Inc. | 2000 | 29117 |
|  | Nagoya Railroad Co. <br> Ltd.<br>| 15300 | 167366 |
|  | Nakabayashi Co. Ltd. | 4900 | 18299 |
|  | Nakamoto Packs Co. <br> Ltd.<br>| 1600 | 18814 |
|  | Nakanishi, Inc. | 5200 | 68849 |
|  | Namura Shipbuilding <br> Co. Ltd.<br>| 12300 | 417168 |
|  | Nankai Electric <br> Railway Co. Ltd.<br>| 12600 | 227596 |
|  | Nanto Bank Ltd. | 6600 | 219512 |
|  | Nanyo Corp. | 1600 | 13930 |
|  | Narasaki Sangyo Co. <br> Ltd.<br>| 700 | 15469 |
| # | Natori Co. Ltd. | 800 | 10093 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | NCD Co. <br> Ltd./Shinagawa<br>| 1000 | $17345 |
|  | NEC Capital Solutions <br> Ltd.<br>| 3800 | 93890 |
|  | NEC Corp. | 52000 | 1888642 |
|  | New Art Holdings Co. <br> Ltd.<br>| 2310 | 21478 |
|  | Nexon Co. Ltd. | 9300 | 189669 |
| # | Nextage Co. Ltd. | 10600 | 159284 |
| #\* | NexTone, Inc. | 2100 | 29890 |
|  | NGK Insulators Ltd. | 46292 | 781018 |
|  | NH Foods Ltd. | 14000 | 517059 |
|  | NHK Spring Co. Ltd. | 44400 | 832405 |
|  | Nicca Chemical Co. <br> Ltd.<br>| 1900 | 17870 |
|  | Nice Corp. | 1400 | 16115 |
|  | Nichias Corp. | 14100 | 526131 |
| # | Nichiban Co. Ltd. | 2800 | 34704 |
|  | Nichicon Corp. | 12900 | 129431 |
|  | Nichiden Corp. | 3400 | 54730 |
|  | Nichiha Corp. | 5000 | 88934 |
|  | Nichimo Co. Ltd. | 1600 | 25858 |
|  | Nichirei Corp. | 39600 | 468760 |
|  | Nichireki Group Co. <br> Ltd.<br>| 6200 | 97524 |
|  | Nichirin Co. Ltd. | 2110 | 49100 |
|  | NIDEC Corp. (6594 <br> JP)<br>| 40800 | 496404 |
|  | Nifco, Inc. | 20500 | 594080 |
|  | Nihon Dempa Kogyo <br> Co. Ltd.<br>| 7100 | 51856 |
|  | Nihon Dengi Co. Ltd. | 2400 | 85176 |
|  | Nihon Denkei Co. <br> Ltd.<br>| 1350 | 17835 |
|  | Nihon Kagaku Sangyo <br> Co. Ltd.<br>| 2900 | 42046 |
|  | Nihon M&A Center <br> Holdings, Inc.<br>| 55100 | 259509 |
|  | Nihon Nohyaku Co. <br> Ltd.<br>| 11300 | 63234 |
|  | Nihon Parkerizing Co. <br> Ltd.<br>| 21094 | 183216 |
|  | Nihon Tokushu Toryo <br> Co. Ltd.<br>| 2700 | 36545 |
|  | Nihon Yamamura <br> Glass Co. Ltd.<br>| 1900 | 32835 |
|  | Nikkiso Co. Ltd. | 12700 | 124156 |
|  | Nikko Co. Ltd. | 8000 | 39670 |
| # | Nikkon Holdings Co. <br> Ltd.<br>| 31200 | 703686 |
|  | Nikon Corp. | 54800 | 639115 |
|  | Nintendo Co. Ltd. | 9000 | 767609 |
|  | Nippi, Inc. | 400 | 32682 |
|  | Nippn Corp. | 14300 | 203304 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Nippon Air <br> Conditioning <br> Services Co. Ltd.<br>| 3800 | $32309 |
|  | Nippon Aqua Co. Ltd. | 4800 | 29086 |
| # | Nippon Avionics Co. <br> Ltd.<br>| 2000 | 70484 |
| # | Nippon Beet Sugar <br> Manufacturing Co. <br> Ltd.<br>| 3000 | 58148 |
|  | Nippon Carbide <br> Industries Co., Inc.<br>| 1700 | 23402 |
| # | Nippon Carbon Co. <br> Ltd.<br>| 1800 | 50621 |
|  | Nippon Care Supply <br> Co. Ltd.<br>| 100 | 1573 |
|  | Nippon Chemical <br> Industrial Co. Ltd.<br>| 1799 | 32653 |
| \* | Nippon Chemi-Con <br> Corp.<br>| 6100 | 61557 |
|  | Nippon Densetsu <br> Kogyo Co. Ltd.<br>| 9600 | 179096 |
|  | Nippon Dry-Chemical <br> Co. Ltd.<br>| 1600 | 87420 |
|  | Nippon Electric Glass <br> Co. Ltd.<br>| 21100 | 710370 |
|  | Nippon Express <br> Holdings, Inc.<br>| 59000 | 1255242 |
| # | Nippon Fine Chemical <br> Co. Ltd.<br>| 2700 | 43498 |
|  | Nippon Gas Co. Ltd. | 29300 | 560906 |
|  | Nippon Kayaku Co. <br> Ltd.<br>| 31000 | 283477 |
|  | Nippon Kodoshi Corp. | 1600 | 28237 |
|  | Nippon Light Metal <br> Holdings Co. Ltd.<br>| 12381 | 180296 |
|  | Nippon Paint Holdings <br> Co. Ltd.<br>| 56400 | 358762 |
|  | Nippon Paper <br> Industries Co. Ltd.<br>| 19178 | 143480 |
|  | Nippon Parking <br> Development Co. <br> Ltd.<br>| 51500 | 90244 |
|  | Nippon Rietec Co. <br> Ltd.<br>| 4000 | 53377 |
|  | Nippon Seiki Co. Ltd. | 7500 | 86666 |
|  | Nippon Seisen Co. <br> Ltd.<br>| 5000 | 35876 |
|  | Nippon Sharyo Ltd. | 2200 | 47656 |
| \* | Nippon Sheet Glass <br> Co. Ltd.<br>| 14500 | 54250 |
|  | Nippon Shinyaku Co. <br> Ltd.<br>| 7400 | 154834 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Nippon Shokubai Co. <br> Ltd.<br>| 26700 | $309355 |
|  | Nippon Signal Co. <br> Ltd.<br>| 11500 | 94032 |
|  | Nippon Soda Co. Ltd. | 13000 | 288196 |
|  | Nippon Television <br> Holdings, Inc.<br>| 2400 | 58230 |
|  | Nippon Thompson Co. <br> Ltd.<br>| 12500 | 54127 |
|  | Nippon Yusen KK | 58100 | 2006387 |
|  | Nishikawa Rubber Co. <br> Ltd.<br>| 4200 | 77302 |
|  | Nishimatsu <br> Construction Co. <br> Ltd.<br>| 9200 | 316018 |
|  | Nishimatsuya Chain <br> Co. Ltd.<br>| 3300 | 44154 |
|  | Nishi-Nippon Financial <br> Holdings, Inc.<br>| 31800 | 543407 |
|  | Nishi-Nippon Railroad <br> Co. Ltd.<br>| 8200 | 119120 |
|  | Nishio Holdings Co. <br> Ltd.<br>| 6000 | 170692 |
| \* | Nissan Motor Co. Ltd. | 134050 | 306402 |
|  | Nissan Shatai Co. <br> Ltd.<br>| 8100 | 53929 |
|  | Nissan Tokyo Sales <br> Holdings Co. Ltd.<br>| 11500 | 37479 |
|  | Nissei ASB Machine <br> Co. Ltd.<br>| 2100 | 93017 |
| # | Nissei Plastic <br> Industrial Co. Ltd.<br>| 4600 | 25350 |
|  | Nissha Co. Ltd. | 10215 | 88749 |
|  | Nisshin Group <br> Holdings Co. Ltd.<br>| 9400 | 36711 |
|  | Nisshin Oillio Group <br> Ltd.<br>| 7900 | 261025 |
|  | Nisshin Seifun Group, <br> Inc.<br>| 26240 | 296656 |
|  | Nisshinbo Holdings, <br> Inc.<br>| 30275 | 239257 |
| # | Nissin Foods Holdings <br> Co. Ltd.<br>| 25400 | 458517 |
| # | Nisso Holdings Co. <br> Ltd.<br>| 5300 | 22112 |
|  | Nissui Corp. | 79600 | 554574 |
|  | Niterra Co. Ltd. | 33300 | 1366069 |
|  | Nitori Holdings Co. <br> Ltd.<br>| 50500 | 818211 |
|  | Nitta Corp. | 4800 | 125820 |
|  | Nitta Gelatin, Inc. | 3200 | 20558 |
| # | Nittetsu Mining Co. <br> Ltd.<br>| 8500 | 93100 |
|  | Nitto Denko Corp. | 109200 | 2719610 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Nitto Fuji Flour Milling <br> Co. Ltd.<br>| 600 | $27035 |
| # | Nitto Kogyo Corp. | 7300 | 174816 |
|  | Nitto Kohki Co. Ltd. | 3400 | 37756 |
| # | Nitto Seiko Co. Ltd. | 6900 | 30811 |
|  | Nittoc Construction <br> Co. Ltd.<br>| 6700 | 53212 |
| # | Nittoku Co. Ltd. | 2600 | 41081 |
|  | No.1 Co. Ltd. | 800 | 11232 |
|  | Noevir Holdings Co. <br> Ltd.<br>| 3100 | 87976 |
|  | Nojima Corp. | 51000 | 376575 |
|  | NOK Corp. | 14900 | 264572 |
|  | Nomura Holdings, Inc. <br> (8604 JP)<br>| 163500 | 1166752 |
|  | Nomura Holdings, Inc. <br> (NMR US), <br> Sponsored ADR<br>| 61247 | 436079 |
|  | Nomura Micro <br> Science Co. Ltd.<br>| 2700 | 68784 |
|  | Nomura Real Estate <br> Holdings, Inc.<br>| 111000 | 633907 |
|  | Nomura Research <br> Institute Ltd.<br>| 14989 | 578771 |
|  | Noritake Co. Ltd. | 5400 | 169146 |
|  | Noritsu Koki Co. Ltd. | 16800 | 182365 |
|  | Noritz Corp. | 6900 | 89593 |
|  | North Pacific Bank <br> Ltd.<br>| 74016 | 346642 |
|  | NPR-RIKEN Corp. | 4846 | 98122 |
| # | NS Solutions Corp. | 6800 | 171338 |
|  | NSD Co. Ltd. | 15900 | 339713 |
|  | NSK Ltd. | 58802 | 296304 |
|  | NSW, Inc. | 1800 | 28998 |
|  | NTN Corp. | 60921 | 136009 |
|  | NTT, Inc. | 907500 | 934048 |
|  | Oat Agrio Co. Ltd. | 2000 | 28433 |
|  | Obara Group, Inc. | 2300 | 62531 |
|  | Obayashi Corp. | 63100 | 1067491 |
|  | OBIC Business <br> Consultants Co. <br> Ltd.<br>| 800 | 45784 |
|  | Obic Co. Ltd. | 11600 | 359844 |
|  | Odakyu Electric <br> Railway Co. Ltd.<br>| 21199 | 224207 |
|  | Ogaki Kyoritsu Bank <br> Ltd.<br>| 8600 | 205868 |
| # | Ohashi Technica, Inc. | 3300 | 43793 |
|  | Ohba Co. Ltd. | 1700 | 12253 |
|  | Ohsho Food Service <br> Corp.<br>| 8400 | 183599 |
|  | OIE Sangyo Co. Ltd. | 600 | 8473 |
|  | Oiles Corp. | 6140 | 89939 |
|  | Oita Bank Ltd. | 3900 | 128721 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Oji Holdings Corp. | 150400 | $758825 |
|  | Okabe Co. Ltd. | 8300 | 49387 |
| # | Okada Aiyon Corp. | 800 | 10605 |
|  | Okamoto Machine <br> Tool Works Ltd.<br>| 2000 | 62198 |
|  | Okamura Corp. | 12400 | 181400 |
|  | Okasan Securities <br> Group, Inc.<br>| 32200 | 144304 |
|  | Oki Electric Industry <br> Co. Ltd.<br>| 25248 | 301647 |
|  | Okinawa Cellular <br> Telephone Co.<br>| 12800 | 213384 |
|  | Okinawa Financial <br> Group, Inc.<br>| 5480 | 136571 |
|  | OKUMA Corp. | 11200 | 249343 |
|  | Okumura Corp. | 8000 | 253602 |
|  | Okura Industrial Co. <br> Ltd.<br>| 2600 | 83731 |
|  | Okuwa Co. Ltd. | 8300 | 44762 |
|  | Olympus Corp. | 90900 | 1118703 |
|  | Omron Corp. | 21960 | 612349 |
|  | One Career, Inc. | 1600 | 26379 |
| # | Onoken Co. Ltd. | 4300 | 38389 |
|  | Onward Holdings Co. <br> Ltd.<br>| 25100 | 105338 |
|  | Open House Group <br> Co. Ltd.<br>| 17900 | 861400 |
|  | Open Up Group, Inc. | 9600 | 107092 |
|  | Optex Group Co. Ltd. | 8100 | 122278 |
|  | Optimus Group Co. <br> Ltd.<br>| 7900 | 17196 |
|  | Optorun Co. Ltd. | 2206 | 24289 |
|  | Oracle Corp. Japan | 2900 | 267350 |
|  | Organo Corp. | 7200 | 617898 |
|  | Orient Corp. | 3480 | 21749 |
|  | Oriental Consultants <br> Holdings Co. Ltd.<br>| 1000 | 19739 |
|  | Oriental Land Co. <br> Ltd.<br>| 18900 | 382492 |
|  | Oriental Shiraishi <br> Corp.<br>| 31900 | 87854 |
|  | ORIX Corp. (8591 <br> JP)<br>| 70100 | 1714788 |
| # | Oro Co. Ltd. | 2400 | 36619 |
|  | Osaka Gas Co. Ltd. | 20800 | 654469 |
|  | Osaka Organic <br> Chemical Industry <br> Ltd.<br>| 3600 | 89365 |
| # | Osaka Steel Co. Ltd. | 1800 | 30278 |
| # | OSAKA Titanium <br> Technologies Co. <br> Ltd.<br>| 5100 | 87827 |
| # | Osaki Electric Co. <br> Ltd.<br>| 11100 | 89958 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | OSG Corp. | 17800 | $258070 |
|  | Otsuka Corp. | 16200 | 320275 |
|  | OUG Holdings, Inc. | 1000 | 25084 |
|  | Oyo Corp. | 5800 | 108235 |
|  | Pacific Industrial Co. <br> Ltd.<br>| 11876 | 236838 |
|  | Pack Corp. | 9900 | 77138 |
|  | PAL GROUP Holdings <br> Co. Ltd.<br>| 20000 | 257348 |
|  | PALTAC Corp. | 6210 | 183148 |
|  | Pan Pacific <br> International <br> Holdings Corp.<br>| 161000 | 957726 |
|  | Panasonic Holdings <br> Corp.<br>| 151701 | 1762648 |
|  | Paraca, Inc. | 1500 | 19252 |
|  | Paramount Bed <br> Holdings Co. Ltd.<br>| 8400 | 192367 |
| # | Park24 Co. Ltd. | 27000 | 315541 |
|  | Parker Corp. | 3000 | 21784 |
|  | Pasona Group, Inc. | 6100 | 75430 |
|  | Pegasus Co. Ltd. | 5300 | 28317 |
|  | Penta-Ocean <br> Construction Co. <br> Ltd.<br>| 72800 | 666484 |
| # | People Dreams & <br> Technologies Group <br> Co. Ltd.<br>| 1400 | 14563 |
| \* | PeptiDream, Inc. | 2807 | 28421 |
|  | Persol Holdings Co. <br> Ltd.<br>| 368334 | 611016 |
|  | PHC Holdings Corp. | 9200 | 60137 |
| \* | PIA Corp. | 1400 | 27284 |
|  | Pickles Holdings Co. <br> Ltd.<br>| 2400 | 17110 |
| # | Pigeon Corp. | 14875 | 168260 |
|  | PILLAR Corp. | 5000 | 157457 |
|  | Pilot Corp. | 4400 | 132863 |
|  | Piolax, Inc. | 3500 | 38998 |
| #\* | PKSHA Technology, <br> Inc.<br>| 2000 | 57886 |
|  | Plus Alpha Consulting <br> Co. Ltd.<br>| 4700 | 72052 |
| # | Port, Inc. | 1900 | 24124 |
|  | PR Times Corp. | 900 | 17372 |
|  | Premium Group Co. <br> Ltd.<br>| 8700 | 111375 |
|  | Premium Water <br> Holdings, Inc.<br>| 700 | 15040 |
|  | Press Kogyo Co. Ltd. | 21600 | 91543 |
|  | Prestige International, <br> Inc.<br>| 10000 | 42945 |
|  | Prima Meat Packers <br> Ltd.<br>| 5699 | 91549 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Procrea Holdings, <br> Inc.<br>| 2308 | $25914 |
| # | Pronexus, Inc. | 5200 | 36863 |
| # | Pro-Ship, Inc. | 3800 | 36773 |
|  | PS Construction Co. <br> Ltd.<br>| 2490 | 29203 |
|  | QB Net Holdings Co. <br> Ltd.<br>| 1301 | 11452 |
| # | Qol Holdings Co. Ltd. | 11000 | 138692 |
|  | Quick Co. Ltd. | 2900 | 44221 |
| # | Raccoon Holdings, <br> Inc.<br>| 4100 | 17725 |
|  | Raito Kogyo Co. Ltd. | 8000 | 167423 |
|  | Raiznext Corp. | 7900 | 98154 |
|  | Raksul, Inc. | 9100 | 62477 |
|  | Rakus Co. Ltd. | 39600 | 319683 |
| \* | Rakuten Bank Ltd. | 13700 | 751957 |
| \* | Rakuten Group, Inc. | 90200 | 590107 |
|  | Rasa Corp. | 2700 | 28913 |
|  | Rasa Industries Ltd. | 2100 | 68421 |
|  | Recruit Holdings Co. <br> Ltd.<br>| 60400 | 2995111 |
|  | Relo Group, Inc. | 17100 | 184079 |
| # | Renaissance, Inc. | 2000 | 13632 |
|  | Renesas Electronics <br> Corp.<br>| 68199 | 842228 |
|  | Rengo Co. Ltd. | 49100 | 299040 |
| #\* | RENOVA, Inc. | 9500 | 50901 |
|  | Resol Holdings Co. <br> Ltd.<br>| 300 | 10484 |
|  | Resona Holdings, Inc. | 97163 | 936752 |
|  | Resonac Holdings <br> Corp.<br>| 40918 | 1594154 |
|  | Resorttrust, Inc. | 34400 | 405376 |
|  | Restar Corp. | 4900 | 81976 |
|  | Retail Partners Co. <br> Ltd.<br>| 6800 | 56807 |
|  | Rheon Automatic <br> Machinery Co. Ltd.<br>| 3400 | 31889 |
|  | Rhythm Co. Ltd. | 1100 | 23925 |
|  | Ricoh Co. Ltd. | 80848 | 693577 |
|  | Ricoh Leasing Co. <br> Ltd.<br>| 4500 | 165263 |
|  | Riken Keiki Co. Ltd. | 5800 | 132101 |
|  | Riken Technos Corp. | 12300 | 111491 |
|  | Riken Vitamin Co. <br> Ltd.<br>| 5200 | 94401 |
| # | Ringer Hut Co. Ltd. | 3800 | 54804 |
|  | Rinnai Corp. | 10300 | 233456 |
|  | Rion Co. Ltd. | 2800 | 45383 |
| # | Riso Kyoiku Group <br> Corp.<br>| 6200 | 7918 |
|  | Rix Corp. | 800 | 19324 |
|  | Rohm Co. Ltd. | 44100 | 706203 |
|  | Roland Corp. | 1500 | 31777 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Rorze Corp. | 27000 | $375986 |
|  | Round One Corp. | 48900 | 351112 |
|  | Royal Holdings Co. <br> Ltd.<br>| 7500 | 124557 |
|  | Ryobi Ltd. | 5500 | 98186 |
|  | RYODEN Corp. | 3500 | 72512 |
|  | Ryohin Keikaku Co. <br> Ltd.<br>| 63200 | 1299984 |
|  | Ryoyo Ryosan <br> Holdings, Inc.<br>| 5776 | 111298 |
|  | S Foods, Inc. | 3800 | 61675 |
|  | S&B Foods, Inc. | 3400 | 73460 |
|  | Sac's Bar Holdings, <br> Inc.<br>| 4300 | 21844 |
|  | Sakai Chemical <br> Industry Co. Ltd.<br>| 3500 | 64582 |
|  | Sakai Heavy <br> Industries Ltd.<br>| 1800 | 23965 |
|  | Sakai Moving Service <br> Co. Ltd.<br>| 2200 | 40222 |
|  | Sakata INX Corp. | 11900 | 175665 |
|  | Sakata Seed Corp. | 5800 | 148614 |
|  | Sala Corp. | 14300 | 97436 |
|  | San Holdings, Inc. | 5200 | 50669 |
|  | San ju San Financial <br> Group, Inc.<br>| 6050 | 143093 |
|  | San-A Co. Ltd. | 6800 | 118284 |
|  | San-Ai Obbli Co. Ltd. | 15800 | 209270 |
|  | Sangetsu Corp. | 11000 | 215092 |
|  | San-In Godo Bank <br> Ltd.<br>| 34576 | 304016 |
| \* | Sanken Electric Co. <br> Ltd.<br>| 5700 | 273963 |
|  | Sanki Engineering Co. <br> Ltd.<br>| 9000 | 309294 |
|  | Sanko Gosei Ltd. | 6700 | 36573 |
|  | Sanko Metal Industrial <br> Co. Ltd.<br>| 4000 | 35218 |
|  | Sankyo Frontier Co. <br> Ltd.<br>| 2200 | 28629 |
| # | Sankyo Seiko Co. <br> Ltd.<br>| 8500 | 37155 |
|  | Sankyu, Inc. | 11700 | 597403 |
|  | Sanoh Industrial Co. <br> Ltd.<br>| 7700 | 45809 |
|  | Sanrio Co. Ltd. | 14100 | 652525 |
|  | Sansei Technologies, <br> Inc.<br>| 2400 | 35254 |
|  | Sanshin Electronics <br> Co. Ltd.<br>| 2600 | 49293 |
| # | Santec Holdings <br> Corp.<br>| 1400 | 82652 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Santen <br> Pharmaceutical Co. <br> Ltd.<br>| 74700 | $731893 |
|  | Sanwa Holdings <br> Corp.<br>| 24300 | 662703 |
|  | Sanyo Chemical <br> Industries Ltd.<br>| 1800 | 48976 |
|  | Sanyo Denki Co. Ltd. | 12000 | 306852 |
|  | Sanyo Shokai Ltd. | 2599 | 53619 |
|  | Sanyo Trading Co. <br> Ltd.<br>| 6100 | 62790 |
| # | Sata Construction Co. <br> Ltd.<br>| 2200 | 15431 |
|  | Sato Corp. | 4419 | 62721 |
|  | Sato Foods Co. Ltd. | 300 | 15195 |
|  | Sato Shoji Corp. | 3600 | 50232 |
| # | Satori Electric Co. <br> Ltd.<br>| 3200 | 39817 |
|  | SAXA, Inc. | 1500 | 52351 |
| #\* | SBI ARUHI Corp. | 4510 | 23364 |
| # | SBI Global Asset <br> Management Co. <br> Ltd.<br>| 6900 | 26534 |
|  | SBI Holdings, Inc. | 24600 | 1099301 |
| # | SBS Holdings, Inc. | 6000 | 131951 |
| # | SCREEN Holdings <br> Co. Ltd.<br>| 12200 | 1156532 |
|  | Scroll Corp. | 11000 | 78185 |
|  | SCSK Corp. | 17100 | 628367 |
|  | SEC Carbon Ltd. | 2500 | 34609 |
|  | Seibu Electric & <br> Machinery Co. Ltd.<br>| 1200 | 16341 |
|  | Seibu Holdings, Inc. | 22500 | 790831 |
|  | Seika Corp. | 6300 | 93929 |
|  | Seikagaku Corp. | 6700 | 28543 |
| # | Seikitokyu Kogyo Co. <br> Ltd.<br>| 6100 | 58687 |
|  | Seiko Epson Corp. | 53400 | 676610 |
|  | Seiko Group Corp. | 7899 | 362752 |
|  | Seino Holdings Co. <br> Ltd.<br>| 29700 | 419719 |
|  | Seiren Co. Ltd. | 9300 | 190448 |
|  | Sekisui Chemical Co. <br> Ltd.<br>| 39800 | 689506 |
|  | Sekisui House Ltd. | 35500 | 761662 |
|  | Sekisui Jushi Corp. | 5600 | 74879 |
|  | SEMITEC Corp. | 2100 | 32260 |
|  | Senko Group Holdings <br> Co. Ltd.<br>| 31000 | 404617 |
|  | Senshu Electric Co. <br> Ltd.<br>| 3200 | 93732 |
|  | Senshu Ikeda <br> Holdings, Inc.<br>| 61400 | 265023 |
|  | Seria Co. Ltd. | 8000 | 152335 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Seven & i Holdings <br> Co. Ltd.<br>| 236100 | $3003143 |
|  | Seven Bank Ltd. | 106000 | 194723 |
|  | SG Holdings Co. Ltd. | 43700 | 401629 |
| # | Sharingtechnology, <br> Inc.<br>| 6500 | 39366 |
| \* | Sharp Corp. | 28757 | 159635 |
|  | Shibaura Machine Co. <br> Ltd.<br>| 3900 | 108299 |
|  | Shibaura <br> Mechatronics Corp.<br>| 3000 | 353366 |
| # | Shibusawa Logistics <br> Corp.<br>| 10400 | 74659 |
|  | Shibuya Corp. | 3000 | 66556 |
| \* | SHIFT, Inc. | 39400 | 271587 |
|  | Shiga Bank Ltd. | 9400 | 379706 |
|  | Shikibo Ltd. | 2900 | 18874 |
|  | Shikoku Bank Ltd. | 8100 | 76444 |
|  | Shikoku Kasei <br> Holdings Corp.<br>| 9300 | 165554 |
|  | Shimadaya Corp. | 1500 | 17155 |
|  | Shimamura Co. Ltd. | 7200 | 464182 |
|  | Shimano, Inc. | 3619 | 379148 |
| # | Shimizu Bank Ltd. | 1800 | 23514 |
|  | Shimizu Corp. | 51600 | 692635 |
|  | Shimojima Co. Ltd. | 2400 | 20086 |
|  | Shin Maint Holdings <br> Co. Ltd.<br>| 1400 | 10298 |
|  | Shin Nippon Air <br> Technologies Co. <br> Ltd.<br>| 5600 | 111830 |
|  | Shinagawa Refra Co. <br> Ltd.<br>| 12100 | 145024 |
|  | Shindengen Electric <br> Manufacturing Co. <br> Ltd.<br>| 1000 | 22710 |
|  | Shin-Etsu Chemical <br> Co. Ltd.<br>| 84600 | 2542985 |
|  | Shin-Etsu Polymer <br> Co. Ltd.<br>| 10400 | 130239 |
| # | Shinki Bus Co. Ltd. | 1200 | 14705 |
| # | Shinko Shoji Co. Ltd. | 7600 | 50188 |
|  | Shinmaywa Industries <br> Ltd.<br>| 16000 | 208080 |
|  | Shinnihon Corp. | 8500 | 97692 |
|  | Shinnihonseiyaku Co. <br> Ltd.<br>| 2400 | 33637 |
|  | Shinsho Corp. | 4200 | 63283 |
|  | Shinwa Co. Ltd. (3447 <br> JP)<br>| 1900 | 10236 |
|  | Shinwa Co. Ltd. (7607 <br> JP)<br>| 2600 | 51814 |
|  | Ship Healthcare <br> Holdings, Inc.<br>| 20300 | 303676 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Shiseido Co. Ltd. | 24200 | $407621 |
|  | Shizuoka Financial <br> Group, Inc.<br>| 62600 | 843073 |
|  | Shizuoka Gas Co. <br> Ltd.<br>| 11000 | 80438 |
|  | SHO-BOND Holdings <br> Co. Ltd.<br>| 6400 | 203082 |
|  | Shoei Co. Ltd. | 10300 | 109408 |
| # | Shoei Foods Corp. | 1500 | 38344 |
|  | Showa Sangyo Co. <br> Ltd.<br>| 4100 | 78263 |
|  | SIGMAXYZ Holdings, <br> Inc.<br>| 13000 | 73721 |
|  | Siix Corp. | 8700 | 78027 |
| \* | Simplex Holdings, <br> Inc.<br>| 7900 | 220281 |
|  | Sinanen Holdings Co. <br> Ltd.<br>| 1900 | 76087 |
|  | Sinko Industries Ltd. | 13500 | 112789 |
|  | Sintokogio Ltd. | 10000 | 66969 |
|  | SK Kaken Co. Ltd. | 1300 | 76478 |
| # | SK-Electronics Co. <br> Ltd.<br>| 2100 | 40527 |
|  | SKY Perfect JSAT <br> Holdings, Inc.<br>| 45400 | 446735 |
|  | Skylark Holdings Co. <br> Ltd.<br>| 45300 | 819364 |
|  | Skymark Airlines, Inc. | 3500 | 10186 |
| # | Smaregi, Inc. | 1500 | 27660 |
|  | SMC Corp. | 900 | 308090 |
|  | SMK Corp. | 1100 | 16165 |
|  | SMS Co. Ltd. | 12006 | 103481 |
| # | Socionext, Inc. | 38300 | 861924 |
|  | Soda Nikka Co. Ltd. | 4200 | 27198 |
|  | Sodick Co. Ltd. | 10000 | 63229 |
|  | SoftBank Corp. | 1238000 | 1759195 |
|  | SoftBank Group <br> Corp.<br>| 91100 | 15985182 |
|  | Softcreate Holdings <br> Corp.<br>| 3600 | 49801 |
|  | Software Service, Inc. | 600 | 53336 |
|  | Soken Chemical & <br> Engineering Co. <br> Ltd.<br>| 4400 | 68044 |
|  | Solasto Corp. | 7200 | 23527 |
|  | Soliton Systems KK | 2100 | 23348 |
|  | Sompo Holdings, Inc. | 78800 | 2401467 |
| \* | Sony Financial Group, <br> Inc.<br>| 368000 | 371080 |
|  | Sony Group Corp. <br> (6758 JP)<br>| 368000 | 10248645 |
|  | Sotetsu Holdings, Inc. | 9042 | 151573 |
|  | Space Co. Ltd. | 4390 | 38911 |
|  | Sparx Group Co. Ltd. | 4840 | 48823 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | SPK Corp. | 2200 | $31911 |
|  | Square Enix Holdings <br> Co. Ltd.<br>| 10200 | 197317 |
|  | SRA Holdings | 2600 | 84241 |
| # | SRE Holdings Corp. | 2600 | 47560 |
|  | SRS Holdings Co. <br> Ltd.<br>| 5000 | 37179 |
|  | ST HD Co. Ltd. | 6980 | 117782 |
|  | St. Care Holding <br> Corp.<br>| 2700 | 14523 |
|  | Stanley Electric Co. <br> Ltd.<br>| 23800 | 467485 |
|  | Star Mica Holdings <br> Co. Ltd.<br>| 8800 | 64946 |
|  | Star Micronics Co. <br> Ltd.<br>| 5500 | 59274 |
|  | Startia Holdings, Inc. | 2000 | 35794 |
|  | Starts Corp., Inc. | 9300 | 288894 |
|  | Starzen Co. Ltd. | 12600 | 94807 |
|  | Stella Chemifa Corp. | 1100 | 29199 |
|  | Step Co. Ltd. | 2300 | 36192 |
|  | STI Foods Holdings, <br> Inc.<br>| 1500 | 12489 |
|  | Strike Co. Ltd. | 2200 | 54198 |
| # | Studio Alice Co. Ltd. | 2300 | 30303 |
|  | Subaru Corp. | 125600 | 2671904 |
|  | Subaru Enterprise Co. <br> Ltd.<br>| 2000 | 42608 |
|  | Sugi Holdings Co. <br> Ltd.<br>| 18200 | 393151 |
|  | Sugimoto & Co. Ltd. | 5200 | 60898 |
|  | SUMCO Corp. | 50300 | 512598 |
|  | Sumida Corp. | 8200 | 59582 |
|  | Sumitomo Densetsu <br> Co. Ltd.<br>| 4100 | 258010 |
|  | Sumitomo Electric <br> Industries Ltd.<br>| 72600 | 2646807 |
|  | Sumitomo Forestry <br> Co. Ltd.<br>| 104700 | 1089170 |
|  | Sumitomo Heavy <br> Industries Ltd.<br>| 22619 | 604754 |
|  | Sumitomo Metal <br> Mining Co. Ltd.<br>| 23000 | 752386 |
|  | Sumitomo Mitsui <br> Financial Group, <br> Inc. (8316 JP)<br>| 149400 | 4044824 |
|  | Sumitomo Mitsui <br> Financial Group, <br> Inc. (SMFG US), <br> Sponsored ADR<br>| 11351 | 184794 |
|  | Sumitomo Mitsui Trust <br> Group, Inc.<br>| 42000 | 1153595 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Sumitomo Realty & <br> Development Co. <br> Ltd.<br>| 28200 | $1204055 |
|  | Sumitomo Riko Co. <br> Ltd.<br>| 11100 | 187842 |
|  | Sumitomo Rubber <br> Industries Ltd.<br>| 43725 | 512079 |
| # | Sumitomo Seika <br> Chemicals Co. Ltd.<br>| 1500 | 46462 |
|  | Sumitomo Warehouse <br> Co. Ltd.<br>| 14500 | 305832 |
|  | Sun Frontier <br> Fudousan Co. Ltd.<br>| 8800 | 130361 |
|  | Sundrug Co. Ltd. | 16200 | 437242 |
| # | Suntory Beverage & <br> Food Ltd.<br>| 12300 | 372317 |
|  | Sun-Wa Technos <br> Corp.<br>| 3300 | 57314 |
|  | Suruga Bank Ltd. | 26900 | 269272 |
|  | Suzuken Co. Ltd. | 14450 | 548761 |
|  | Suzuki Co. Ltd. | 4100 | 57297 |
|  | Suzuki Motor Corp. | 149300 | 2228880 |
|  | SWCC Corp. | 8300 | 403262 |
|  | System Research Co. <br> Ltd.<br>| 2400 | 31630 |
|  | System Support <br> Holdings, Inc.<br>| 1800 | 35501 |
| # | Systems Engineering <br> Consultants Co. <br> Ltd.<br>| 1000 | 16748 |
|  | Systena Corp. | 64000 | 220247 |
|  | Syuppin Co. Ltd. | 3700 | 30509 |
|  | T Hasegawa Co. Ltd. | 6900 | 120891 |
|  | T RAD Co. Ltd. | 1500 | 67864 |
|  | T&D Holdings, Inc. | 44300 | 951366 |
|  | Tachibana Eletech Co. <br> Ltd.<br>| 4880 | 89646 |
|  | Tachikawa Corp. | 2800 | 34351 |
|  | Tachi-S Co. Ltd. | 7500 | 95070 |
|  | Tadano Ltd. | 16300 | 113207 |
|  | Taihei Dengyo Kaisha <br> Ltd.<br>| 7500 | 105162 |
|  | Taikisha Ltd. | 10200 | 201938 |
|  | Taiko Bank Ltd. | 1300 | 14710 |
|  | Taisei Corp. | 10600 | 771270 |
|  | Taisei Lamick Group <br> Head Quarter & <br> Innovation Co. Ltd.<br>| 1500 | 25657 |
|  | Taiyo Holdings Co. <br> Ltd.<br>| 10200 | 545633 |
|  | Taiyo Yuden Co. Ltd. | 26400 | 749807 |
|  | Takamatsu <br> Construction Group <br> Co. Ltd.<br>| 3700 | 81206 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Takamiya Co. Ltd. | 11977 | $32275 |
|  | Takaoka Toko Co. <br> Ltd.<br>| 3000 | 66811 |
|  | Takara & Co. Ltd. | 3000 | 79144 |
|  | Takara Standard Co. <br> Ltd.<br>| 10400 | 167974 |
|  | Takasago International <br> Corp.<br>| 18000 | 175915 |
|  | Takasago Thermal <br> Engineering Co. <br> Ltd.<br>| 13800 | 409503 |
|  | Takashima & Co. Ltd. | 4800 | 25507 |
|  | Takashimaya Co. Ltd. | 67600 | 723073 |
|  | TAKEBISHI Corp. | 2200 | 29168 |
|  | Takeuchi <br> Manufacturing Co. <br> Ltd.<br>| 8400 | 346312 |
| # | Taki Chemical Co. <br> Ltd.<br>| 900 | 21053 |
| # | Tama Home Co. Ltd. | 4700 | 110135 |
|  | Tamron Co. Ltd. | 34400 | 244293 |
|  | Tamura Corp. | 14800 | 50723 |
|  | Tanseisha Co. Ltd. | 9100 | 78508 |
|  | Tayca Corp. | 4200 | 35793 |
|  | Tazmo Co. Ltd. | 1400 | 21563 |
|  | TBS Holdings, Inc. | 7500 | 258957 |
|  | TDC Soft, Inc. | 7600 | 66439 |
|  | TDK Corp. (6762 JP) | 175600 | 3068119 |
|  | TechMatrix Corp. | 7300 | 103243 |
| # | Techno Medica Co. <br> Ltd.<br>| 900 | 10960 |
|  | Techno Ryowa Ltd. | 1600 | 58731 |
|  | Techno Smart Corp. | 2600 | 35085 |
|  | Teikoku Electric <br> Manufacturing Co. <br> Ltd.<br>| 2400 | 48058 |
|  | Teikoku Sen-I Co. <br> Ltd.<br>| 4600 | 102370 |
|  | Teikoku Tsushin <br> Kogyo Co. Ltd.<br>| 1600 | 25640 |
|  | Tekken Corp. | 2700 | 64494 |
| # | Tenpos Holdings Co. <br> Ltd.<br>| 600 | 13476 |
| # | Tera Probe, Inc. | 800 | 30349 |
|  | Terasaki Electric Co. <br> Ltd.<br>| 600 | 18769 |
|  | Tess Holdings Co. <br> Ltd.<br>| 10300 | 23252 |
|  | THK Co. Ltd. | 23100 | 615096 |
|  | Tigers Polymer Corp. | 3500 | 21959 |
|  | TIS, Inc. | 23600 | 813040 |
|  | TKC Corp. | 5700 | 149137 |
|  | Toa Corp. (1885 JP) | 21800 | 333912 |
|  | Toa Corp. (6809 JP) | 6200 | 50794 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | TOA ROAD Corp. | 12000 | $120849 |
|  | TOBISHIMA <br> HOLDINGS, Inc.<br>| 5970 | 81535 |
|  | Tobu Railway Co. Ltd. | 11800 | 190310 |
|  | TOC Co. Ltd. | 7200 | 38038 |
|  | Tocalo Co. Ltd. | 13600 | 199320 |
|  | Tochigi Bank Ltd. | 22700 | 80931 |
|  | Toda Corp. | 59600 | 401511 |
|  | Toei Animation Co. <br> Ltd.<br>| 5900 | 110578 |
|  | Toei Co. Ltd. | 3000 | 106646 |
|  | Toenec Corp. | 15500 | 168219 |
|  | Toho Bank Ltd. | 46900 | 138797 |
|  | Toho Co. Ltd. (8142 <br> JP)<br>| 2500 | 53760 |
|  | Toho Co. Ltd. (9602 <br> JP)<br>| 3800 | 222744 |
|  | Toho Gas Co. Ltd. | 8500 | 253810 |
|  | Toho Holdings Co. <br> Ltd.<br>| 9400 | 301447 |
|  | Toho Titanium Co. <br> Ltd.<br>| 5300 | 54320 |
| \* | Toho Zinc Co. Ltd. | 4100 | 17874 |
|  | Tohoku Bank Ltd. | 1800 | 15447 |
|  | Tokai Carbon Co. Ltd. | 41300 | 276661 |
|  | Tokai Corp. | 4100 | 56798 |
|  | TOKAI Holdings <br> Corp.<br>| 19139 | 126708 |
|  | Tokai Rika Co. Ltd. | 14300 | 256891 |
|  | Tokai Tokyo Financial <br> Holdings, Inc.<br>| 41600 | 154143 |
|  | Token Corp. | 1810 | 166045 |
|  | Tokio Marine <br> Holdings, Inc. (8766 <br> JP)<br>| 118700 | 4426699 |
|  | Tokushu Tokai Paper <br> Co. Ltd.<br>| 6900 | 66390 |
|  | Tokyo Century Corp. | 37100 | 437848 |
| # | Tokyo Electron Device <br> Ltd.<br>| 5400 | 105505 |
|  | Tokyo Electron Ltd. | 19200 | 4233028 |
|  | Tokyo Energy & <br> Systems, Inc.<br>| 4500 | 51873 |
|  | Tokyo Gas Co. Ltd. | 19800 | 694865 |
|  | Tokyo Kiraboshi <br> Financial Group, <br> Inc.<br>| 6422 | 305782 |
|  | Tokyo Ohka Kogyo <br> Co. Ltd.<br>| 16400 | 598494 |
|  | Tokyo Sangyo Co. <br> Ltd.<br>| 6600 | 39931 |
|  | Tokyo Seimitsu Co. <br> Ltd.<br>| 8700 | 598503 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Tokyo Steel <br> Manufacturing Co. <br> Ltd.<br>| 13700 | $120884 |
|  | Tokyo Tatemono Co. <br> Ltd.<br>| 46900 | 875634 |
|  | Tokyu Construction <br> Co. Ltd.<br>| 17364 | 118098 |
|  | Tokyu Fudosan <br> Holdings Corp.<br>| 151043 | 1217208 |
|  | Toli Corp. | 10700 | 43287 |
|  | Tomato Bank Ltd. | 1400 | 12536 |
|  | Tomoe Corp. | 5400 | 63421 |
| # | Tomoe Engineering <br> Co. Ltd.<br>| 6000 | 61690 |
|  | Tomoku Co. Ltd. | 3500 | 74753 |
|  | TOMONY Holdings, <br> Inc.<br>| 46900 | 207836 |
|  | Tomy Co. Ltd. | 21600 | 444350 |
|  | TOPPAN Holdings, <br> Inc.<br>| 23300 | 569868 |
|  | Topre Corp. | 11300 | 163803 |
|  | Topy Industries Ltd. | 4200 | 77547 |
|  | Toray Industries, Inc. | 127700 | 781834 |
| # | Torex Semiconductor <br> Ltd.<br>| 3000 | 30918 |
| # | Toridoll Holdings <br> Corp.<br>| 11600 | 335985 |
|  | Torigoe Co. Ltd. | 4100 | 29425 |
|  | Torishima Pump <br> Manufacturing Co. <br> Ltd.<br>| 4500 | 61015 |
|  | Tosei Corp. | 8900 | 189356 |
|  | Toshiba TEC Corp. | 6100 | 123125 |
|  | Tosho Co. Ltd. | 3800 | 19408 |
|  | Totech Corp. | 6300 | 130090 |
|  | Totetsu Kogyo Co. <br> Ltd.<br>| 5000 | 137231 |
|  | TOTO Ltd. | 16399 | 415954 |
|  | Toukei Computer Co. <br> Ltd.<br>| 1400 | 34802 |
|  | Toumei Co. Ltd. | 2000 | 13413 |
|  | Tow Co. Ltd. | 9200 | 22101 |
|  | Towa Bank Ltd. | 7100 | 42763 |
| # | Toyo Gosei Co. Ltd. | 1400 | 63636 |
|  | Toyo Innovex Co. Ltd. | 4900 | 21061 |
|  | Toyo Kanetsu KK | 2200 | 64356 |
|  | Toyo Seikan Group <br> Holdings Ltd.<br>| 23700 | 532071 |
|  | Toyo Suisan Kaisha <br> Ltd.<br>| 6500 | 471152 |
|  | Toyo Tanso Co. Ltd. | 2500 | 74794 |
|  | Toyo Tire Corp. | 28500 | 778907 |
|  | Toyoda Gosei Co. <br> Ltd.<br>| 16500 | 381889 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Toyota Boshoku <br> Corp.<br>| 21700 | $329950 |
|  | Toyota Industries <br> Corp.<br>| 4100 | 445679 |
|  | TPR Co. Ltd. | 5800 | 45550 |
|  | Traders Holdings Co. <br> Ltd.<br>| 4900 | 28432 |
|  | Transaction Co. Ltd. | 6400 | 42467 |
|  | Transcosmos, Inc. | 4363 | 103393 |
|  | TRE Holdings Corp. | 16600 | 166339 |
|  | Treasure Factory Co. <br> Ltd.<br>| 3800 | 41190 |
|  | Trend Micro, Inc. <br> (4704 JP)<br>| 11500 | 586873 |
| # | Tri Chemical <br> Laboratories, Inc.<br>| 900 | 17372 |
|  | Trinity Industrial Corp. | 1700 | 12966 |
|  | Trusco Nakayama <br> Corp.<br>| 10100 | 159243 |
|  | TS Tech Co. Ltd. | 16800 | 199110 |
|  | TSI Holdings Co. Ltd. | 13100 | 81288 |
|  | Tsubakimoto Chain <br> Co.<br>| 22284 | 311890 |
|  | Tsubakimoto Kogyo <br> Co. Ltd.<br>| 3600 | 63666 |
|  | Tsugami Corp. | 10600 | 187876 |
|  | Tsukishima Holdings <br> Co. Ltd.<br>| 6600 | 109183 |
|  | Tsukuba Bank Ltd. | 21200 | 43341 |
|  | Tsumura & Co. | 13400 | 310834 |
|  | Tsuruha Holdings, <br> Inc.<br>| 40000 | 694509 |
|  | Tsurumi Manufacturing <br> Co. Ltd.<br>| 9600 | 120978 |
|  | Tsutsumi Jewelry Co. <br> Ltd.<br>| 2200 | 32262 |
|  | Tsuzuki Denki Co. <br> Ltd.<br>| 1700 | 34818 |
|  | TV Asahi Holdings <br> Corp.<br>| 6600 | 134306 |
|  | Tv Tokyo Holdings <br> Corp.<br>| 2500 | 75283 |
|  | TYK Corp. | 3500 | 12544 |
|  | UACJ Corp. | 42000 | 542340 |
|  | Uchida Yoko Co. Ltd. | 2300 | 155063 |
|  | Ueki Corp. | 400 | 6471 |
|  | ULS Group, Inc. | 13000 | 62484 |
|  | Ulvac, Inc. | 11800 | 535240 |
|  | U-Next Holdings Co. <br> Ltd.<br>| 15600 | 205905 |
|  | Unicharm Corp. | 47200 | 292035 |
|  | Unipres Corp. | 4700 | 36486 |
|  | United Arrows Ltd. | 5900 | 73689 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | United Super Markets <br> Holdings, Inc.<br>| 8200 | $43777 |
|  | Urbanet Corp. Co. <br> Ltd.<br>| 9100 | 33187 |
|  | User Local, Inc. | 1200 | 15250 |
|  | Ushio, Inc. | 24900 | 412835 |
|  | USS Co. Ltd. | 50000 | 551894 |
|  | UT Group Co. Ltd. | 5100 | 90817 |
|  | V Technology Co. <br> Ltd.<br>| 2000 | 44932 |
|  | Valor Holdings Co. <br> Ltd.<br>| 8251 | 151039 |
|  | Valqua Ltd. | 4100 | 103149 |
| # | Value HR Co. Ltd. | 4100 | 44948 |
|  | ValueCommerce Co. <br> Ltd.<br>| 4200 | 18317 |
|  | Vector, Inc. | 6200 | 46740 |
|  | Vertex Corp. | 12360 | 110601 |
|  | Vision, Inc. | 5000 | 39680 |
| \* | Visional, Inc. | 5100 | 354107 |
|  | Vital KSK Holdings, <br> Inc.<br>| 10000 | 80577 |
|  | VT Holdings Co. Ltd. | 17400 | 54925 |
|  | Wacoal Holdings <br> Corp.<br>| 7900 | 275482 |
|  | Wacom Co. Ltd. | 25500 | 138409 |
|  | Wakachiku <br> Construction Co. <br> Ltd.<br>| 2500 | 77763 |
|  | Wakita & Co. Ltd. | 10600 | 121979 |
|  | Warabeya Nichiyo <br> Holdings Co. Ltd.<br>| 4500 | 90987 |
| # | Waseda Academy Co. <br> Ltd.<br>| 2000 | 30857 |
| # | Watahan & Co. Ltd. | 3100 | 28771 |
|  | WATAMI Co. Ltd. | 4800 | 28160 |
|  | Weathernews, Inc. | 2600 | 67772 |
|  | Welcia Holdings Co. <br> Ltd.<br>| 17760 | 354185 |
|  | Wellneo Sugar Co. <br> Ltd.<br>| 2200 | 35978 |
|  | Wellnet Corp. | 2900 | 12253 |
|  | West Holdings Corp. | 5757 | 55063 |
| # | Will Group, Inc. | 4900 | 32381 |
| \* | WingArc1st, Inc. | 5200 | 113272 |
|  | Workman Co. Ltd. | 2300 | 86510 |
|  | World Co. Ltd. | 7700 | 135115 |
|  | World Holdings Co. <br> Ltd.<br>| 2800 | 45513 |
|  | Xebio Holdings Co. <br> Ltd.<br>| 4300 | 30398 |
|  | YAC Holdings Co. <br> Ltd.<br>| 2600 | 15142 |
|  | Yagi & Co. Ltd. | 500 | 10028 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Yahagi Construction <br> Co. Ltd.<br>| 9100 | $128739 |
|  | Yakult Honsha Co. <br> Ltd.<br>| 23398 | 350287 |
|  | YAKUODO Holdings <br> Co. Ltd.<br>| 1600 | 21092 |
|  | YAMABIKO Corp. | 14400 | 240582 |
|  | YAMADA Consulting <br> Group Co. Ltd.<br>| 2400 | 27367 |
|  | Yamada Holdings Co. <br> Ltd.<br>| 87091 | 261814 |
|  | Yamae Group <br> Holdings Co. Ltd.<br>| 4000 | 66406 |
|  | Yamagata Bank Ltd. | 2499 | 27192 |
|  | Yamaguchi Financial <br> Group, Inc.<br>| 46300 | 530452 |
|  | Yamaha Corp. | 46700 | 294699 |
| # | Yamaha Motor Co. <br> Ltd.<br>| 140700 | 1013710 |
|  | Yamaichi Electronics <br> Co. Ltd.<br>| 5200 | 154054 |
| # | Yamami Co. | 500 | 12999 |
|  | Yamanashi Chuo <br> Bank Ltd.<br>| 7300 | 155455 |
|  | Yamatane Corp. | 5200 | 86022 |
|  | Yamato Corp. | 4700 | 66036 |
|  | Yamato Holdings Co. <br> Ltd.<br>| 26846 | 392513 |
|  | Yamato Kogyo Co. <br> Ltd.<br>| 7500 | 472736 |
|  | Yamaura Corp. | 2200 | 20384 |
|  | Yamazaki Baking Co. <br> Ltd.<br>| 26200 | 514898 |
|  | Yamazen Corp. | 15200 | 140841 |
|  | Yaskawa Electric <br> Corp.<br>| 6200 | 170055 |
|  | Yasuda Logistics <br> Corp.<br>| 4800 | 67436 |
|  | Yellow Hat Ltd. | 20000 | 201394 |
|  | Yodoko Ltd. | 28500 | 240289 |
|  | Yokogawa Bridge <br> Holdings Corp.<br>| 10100 | 180288 |
|  | Yokogawa Electric <br> Corp.<br>| 17500 | 523503 |
|  | Yokohama Financial <br> Group, Inc.<br>| 135732 | 985989 |
|  | Yokohama Rubber <br> Co. Ltd. <br>| 32600 | 1163462 |
|  | Yokorei Co. Ltd. | 12100 | 96253 |
|  | Yokowo Co. Ltd. | 2525 | 32339 |
|  | Yondenko Corp. | 8100 | 73829 |
|  | Yondoshi Holdings, <br> Inc.<br>| 900 | 9993 |
|  | Yonex Co. Ltd. | 13900 | 357516 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Yonkyu Co. Ltd. | 800 | $13780 |
|  | Yorozu Corp. | 1000 | 5941 |
| # | Yoshinoya Holdings <br> Co. Ltd.<br>| 12285 | 242500 |
|  | Yotai Refractories Co. <br> Ltd.<br>| 300 | 3459 |
|  | Yuasa Trading Co. <br> Ltd.<br>| 4800 | 156061 |
|  | Yukiguni Factory Co. <br> Ltd.<br>| 5400 | 36027 |
|  | Yurtec Corp. | 10600 | 170884 |
|  | Yushin Co. | 4600 | 19231 |
|  | Yushiro, Inc. | 2000 | 27553 |
|  | Yutaka Giken Co. Ltd. | 1400 | 27498 |
|  | Zacros Corp. | 14400 | 98415 |
|  | Zaoh Co. Ltd. | 800 | 12710 |
|  | Zenitaka Corp. | 600 | 30804 |
|  | Zenkoku Hosho Co. <br> Ltd.<br>| 19900 | 409004 |
|  | Zenrin Co. Ltd. | 6800 | 45453 |
|  | Zensho Holdings Co. <br> Ltd.<br>| 11600 | 722286 |
|  | Zeon Corp. | 33300 | 341674 |
|  | ZERIA Pharmaceutical <br> Co. Ltd.<br>| 5900 | 76569 |
| # | ZIGExN Co. Ltd. | 15100 | 49881 |
|  | Zojirushi Corp. | 2600 | 28026 |
|  | ZOZO, Inc. | 33900 | 293049 |
|  | Zuiko Corp. | 4100 | 25511 |
| TOTAL JAPAN | TOTAL JAPAN |  | 433795735 |
| NETHERLANDS — (4.1%) | NETHERLANDS — (4.1%) | NETHERLANDS — (4.1%) | NETHERLANDS — (4.1%) |
|  | Aalberts NV | 22053 | 698666 |
| Ω | ABN AMRO Bank NV | 77162 | 2305497 |
|  | Acomo NV | 6558 | 177641 |
| \*Ω | Adyen NV | 570 | 976686 |
|  | Aegon Ltd. (AEG US) | 75866 | 574306 |
|  | Aegon Ltd. (AGN NA) | 236073 | 1799047 |
|  | Akzo Nobel NV | 31623 | 2089825 |
|  | Allfunds Group PLC | 65928 | 501167 |
|  | AMG Critical Materials <br> NV<br>| 5752 | 190980 |
| # | Aperam SA | 11909 | 414996 |
|  | Arcadis NV | 18005 | 859860 |
|  | ASM International NV | 4136 | 2683621 |
|  | ASML Holding NV <br> (ASML NA)<br>| 1474 | 1558474 |
|  | ASML Holding NV <br> (ASML US)<br>| 16394 | 17364900 |
|  | ASR Nederland NV | 49353 | 3293752 |
| \*Ω | Basic-Fit NV | 11157 | 331185 |
|  | BE Semiconductor <br> Industries NV<br>| 8334 | 1420914 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
| # | Brunel International <br> NV<br>| 4722 | $42084 |
| \* | CM.com NV | 2877 | 13922 |
|  | Coca-Cola Europacific <br> Partners PLC<br>| 17777 | 1583657 |
|  | Corbion NV | 11777 | 239700 |
| Ω | CTP NV | 19637 | 409493 |
| \* | Flow Traders Ltd. | 11338 | 311762 |
|  | ForFarmers NV | 5486 | 26531 |
|  | Fugro NV | 20040 | 204654 |
|  | HAL Trust | 1635 | 256619 |
|  | Havas NV | 116631 | 203541 |
|  | IMCD NV | 9606 | 995409 |
|  | ING Groep NV (INGA <br> NA)<br>| 157316 | 3928128 |
| \* | InPost SA | 46780 | 589262 |
|  | JDE Peet's NV | 25747 | 937039 |
|  | Kendrion NV | 3183 | 52219 |
|  | Koninklijke Ahold <br> Delhaize NV (AD <br> NA)<br>| 115481 | 4725452 |
|  | Koninklijke BAM <br> Groep NV<br>| 83795 | 777860 |
|  | Koninklijke Heijmans <br> NV<br>| 8810 | 624136 |
|  | Koninklijke KPN NV | 978333 | 4527198 |
| # | Koninklijke Philips NV <br> (PHG US)<br>| 50923 | 1391214 |
| # | Koninklijke Philips NV <br> (PHIA NA)<br>| 11440 | 313401 |
|  | Koninklijke Vopak NV | 22921 | 1038710 |
|  | Nedap NV | 1486 | 178788 |
|  | NN Group NV | 66887 | 4577402 |
| #\* | Pharming Group NV | 110090 | 144270 |
| # | PostNL NV | 79073 | 87497 |
|  | Prosus NV (PRX NA) | 42555 | 2941336 |
|  | Randstad NV | 23979 | 939758 |
|  | SBM Offshore NV | 46762 | 1209220 |
| Ω | Signify NV | 26383 | 631543 |
|  | Sligro Food Group <br> NV<br>| 3901 | 41894 |
|  | TKH Group NV | 8741 | 386423 |
| \* | TomTom NV | 6052 | 36447 |
| # | Universal Music <br> Group NV<br>| 74603 | 2001000 |
|  | Van Lanschot Kempen <br> NV<br>| 9679 | 565906 |
|  | Wolters Kluwer NV | 25317 | 3103498 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | 77278490 |
| NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) |
|  | a2 Milk Co. Ltd.  | 37649 | 232663 |
|  | Air New Zealand Ltd. | 292095 | 99454 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |
|  | Auckland International <br> Airport Ltd.<br>| 53996 | $251308 |
| # | Briscoe Group Ltd. | 7212 | 22289 |
| # | Channel Infrastructure <br> NZ Ltd.<br>| 94519 | 144970 |
|  | Chorus Ltd. (CNU <br> NZ)<br>| 87918 | 470805 |
| # | Contact Energy Ltd. | 81575 | 434866 |
|  | EBOS Group Ltd. | 18717 | 309519 |
|  | Fisher & Paykel <br> Healthcare Corp. <br> Ltd.<br>| 19201 | 407063 |
| \* | Fletcher Building Ltd. <br> (FBU NZ)<br>| 139758 | 260527 |
|  | Fonterra Co-Operative <br> Group Ltd.<br>| 23363 | 109222 |
|  | Freightways Group <br> Ltd.<br>| 44861 | 377488 |
|  | Genesis Energy Ltd. | 93507 | 134290 |
| \* | Gentrack Group Ltd. | 5468 | 28618 |
|  | Hallenstein Glasson <br> Holdings Ltd.<br>| 12487 | 70391 |
|  | Heartland Group <br> Holdings Ltd.<br>| 171757 | 106563 |
|  | Infratil Ltd. | 24937 | 176255 |
|  | Investore Property <br> Ltd.<br>| 35007 | 25187 |
| \* | KMD Brands Ltd. | 154764 | 25230 |
|  | Mainfreight Ltd. | 7201 | 248341 |
|  | Mercury NZ Ltd. | 21781 | 80743 |
|  | Meridian Energy Ltd. | 38577 | 130597 |
| # | Napier Port Holdings <br> Ltd.<br>| 14915 | 29427 |
| # | NZME Ltd. (NZM AU) | 18597 | 12438 |
|  | NZX Ltd. | 96996 | 85446 |
| #\* | Oceania Healthcare <br> Ltd.<br>| 85437 | 38599 |
| # | Port of Tauranga Ltd. | 20843 | 93828 |
|  | Restaurant Brands <br> New Zealand Ltd.<br>| 9175 | 26459 |
| \* | Ryman Healthcare <br> Ltd.<br>| 38805 | 63547 |
|  | Sanford Ltd. | 10430 | 36723 |
|  | Scales Corp. Ltd. | 37158 | 129652 |
|  | Skellerup Holdings <br> Ltd.<br>| 53108 | 166839 |
|  | SKY Network <br> Television Ltd.<br>| 48329 | 99593 |
|  | Spark New Zealand <br> Ltd.<br>| 98198 | 137667 |
|  | Summerset Group <br> Holdings Ltd.<br>| 60092 | 398553 |
|  | Tourism Holdings Ltd. | 30378 | 44020 |
|  | TOWER Ltd. | 107281 | 113469 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |
|  | Turners Automotive <br> Group Ltd.<br>| 13906 | $58190 |
|  | Vector Ltd. | 17959 | 51485 |
| #\* | Vista Group <br> International Ltd.<br>| 21101 | 31985 |
| #\* | Warehouse Group <br> Ltd.<br>| 33331 | 15351 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | 5779660 |
| NORWAY — (0.6%) | NORWAY — (0.6%) | NORWAY — (0.6%) | NORWAY — (0.6%) |
|  | 2020 Bulkers Ltd. | 5317 | 72561 |
|  | ABG Sundal Collier <br> Holding ASA<br>| 54929 | 38120 |
|  | AF Gruppen ASA | 5957 | 100054 |
|  | Aker Solutions ASA | 37125 | 102005 |
|  | AKVA Group ASA | 848 | 7525 |
|  | Archer Ltd. | 9352 | 21775 |
|  | Atea ASA | 17327 | 263977 |
|  | Austevoll Seafood <br> ASA<br>| 18833 | 176829 |
|  | B2 Impact ASA | 73842 | 126574 |
|  | Bakkafrost P | 3208 | 147304 |
| #\* | BEWi ASA | 4828 | 8312 |
|  | Bonheur ASA | 6236 | 134910 |
|  | Borregaard ASA | 11587 | 219442 |
|  | Bouvet ASA | 14124 | 89670 |
| Ω | BW LPG Ltd. | 28568 | 378318 |
| \* | Cadeler AS (CADLR <br> NO)<br>| 28268 | 131060 |
| \* | Cadeler AS (CDLR <br> US), ADR<br>| 519 | 9617 |
| \* | Cloudberry Clean <br> Energy ASA<br>| 56428 | 73445 |
|  | DNB Bank ASA | 33660 | 859186 |
|  | DOF Group ASA | 21142 | 189532 |
| Ω | Elkem ASA | 47071 | 123810 |
| Ω | Elmera Group ASA | 19682 | 63316 |
|  | Elopak ASA | 24235 | 114083 |
| Ω | Entra ASA | 6404 | 71258 |
| Ω | Europris ASA | 34170 | 294611 |
|  | Gjensidige Forsikring <br> ASA<br>| 5374 | 144626 |
| \* | Grieg Seafood ASA | 10723 | 71809 |
|  | Hafnia Ltd. | 37059 | 230869 |
| \* | Hexagon Composites <br> ASA<br>| 19122 | 17174 |
| # | Hoegh Autoliners <br> ASA<br>| 25645 | 229794 |
| Ω | Kid ASA | 7527 | 101898 |
|  | Kitron ASA | 22964 | 170727 |
| \* | Kongsberg Automotive <br> ASA<br>| 178061 | 30428 |
|  | Leroy Seafood Group <br> ASA<br>| 12624 | 59440 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
| #\* | LINK Mobility Group <br> Holding ASA<br>| 47902 | $141877 |
|  | Magnora ASA | 12043 | 24422 |
|  | Medistim ASA | 2115 | 56882 |
|  | Mowi ASA | 10745 | 236210 |
| Ω | Multiconsult ASA | 3394 | 57616 |
|  | Norbit ASA | 5881 | 118394 |
| \* | Nordic Semiconductor <br> ASA<br>| 2834 | 40988 |
|  | Norsk Hydro ASA | 104188 | 704369 |
| \*Ω | Norske Skog ASA | 16612 | 25687 |
| \* | Northern Ocean Ltd. | 28873 | 17142 |
| \* | NRC Group ASA | 10511 | 8001 |
|  | Odfjell Drilling Ltd. | 31663 | 254331 |
|  | Odfjell SE, Class A | 4824 | 57984 |
|  | Odfjell Technology <br> Ltd.<br>| 4361 | 25037 |
| \* | OKEA ASA | 12756 | 22969 |
|  | Olav Thon <br> Eiendomsselskap <br> ASA<br>| 1536 | 40167 |
|  | Orkla ASA | 5699 | 57881 |
| \* | Otello Corp. ASA | 14046 | 20975 |
|  | Panoro Energy ASA | 22447 | 47970 |
|  | Paratus Energy <br> Services Ltd.<br>| 2873 | 11760 |
|  | Pareto Bank ASA | 9248 | 78350 |
|  | Petronor E&P ASA | 15083 | 15410 |
|  | Pexip Holding ASA | 9642 | 59231 |
|  | Protector Forsikring <br> ASA<br>| 6303 | 283936 |
|  | Rana Gruber ASA | 5547 | 34974 |
|  | Rogaland Sparebank | 2270 | 30884 |
| # | Salmar ASA | 3427 | 192468 |
|  | SATS ASA | 24054 | 86184 |
| \*Ω | Scatec ASA | 32702 | 344936 |
|  | Sea1 offshore, Inc. | 20330 | 40240 |
|  | Selvaag Bolig ASA | 9716 | 31576 |
| #\*Ω | Shelf Drilling Ltd. | 19233 | 34720 |
|  | Solstad Maritime <br> Holding AS<br>| 9952 | 17629 |
| \* | Solstad Offshore ASA | 7622 | 32702 |
|  | Sparebank 1 <br> Oestlandet<br>| 8533 | 149635 |
|  | SpareBank 1 <br> Sor-Norge ASA<br>| 21520 | 370427 |
|  | Sparebanken More | 6733 | 66438 |
|  | Stolt-Nielsen Ltd. | 7288 | 244448 |
|  | Storebrand ASA | 56731 | 879161 |
|  | Subsea 7 SA | 34627 | 632405 |
|  | Telenor ASA | 28479 | 423526 |
|  | TGS ASA | 18034 | 155627 |
|  | TOMRA Systems <br> ASA<br>| 10628 | 129746 |
|  | Veidekke ASA | 22947 | 355283 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
| # | Vend Marketplaces <br> ASA, Class B<br>| 2747 | $94433 |
|  | Wallenius Wilhelmsen <br> ASA<br>| 17429 | 136310 |
|  | Wilh Wilhelmsen <br> Holding ASA, <br> Class A<br>| 3431 | 172935 |
|  | Wilh Wilhelmsen <br> Holding ASA, <br> Class B<br>| 997 | 47360 |
|  | Zalaris ASA | 1628 | 14811 |
| \* | Zaptec ASA | 9355 | 27304 |
| TOTAL NORWAY | TOTAL NORWAY |  | 12027810 |
| PORTUGAL — (0.5%) | PORTUGAL — (0.5%) | PORTUGAL — (0.5%) | PORTUGAL — (0.5%) |
| # | Altri SGPS SA | 17850 | 101243 |
|  | Banco Comercial <br> Portugues SA, <br> Class R<br>| 2654076 | 2342757 |
|  | Corticeira Amorim <br> SGPS SA<br>| 7403 | 62108 |
|  | CTT-Correios de <br> Portugal SA<br>| 18086 | 157250 |
| # | EDP Renovaveis SA | 41012 | 599624 |
|  | EDP SA (EDP PL) | 239815 | 1192154 |
|  | Galp Energia SGPS <br> SA<br>| 111634 | 2242847 |
|  | Ibersol SGPS SA | 6294 | 73283 |
|  | Jeronimo Martins <br> SGPS SA<br>| 24026 | 618790 |
|  | Mota-Engil SGPS SA | 25597 | 177064 |
| # | Navigator Co. SA | 38172 | 132180 |
|  | NOS SGPS SA | 42747 | 185227 |
|  | REN - Redes <br> Energeticas <br> Nacionais SGPS <br> SA<br>| 56809 | 213842 |
|  | Sonae SGPS SA | 202112 | 329284 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | 8427653 |
| SINGAPORE — (1.3%) | SINGAPORE — (1.3%) | SINGAPORE — (1.3%) | SINGAPORE — (1.3%) |
| \* | AEM Holdings Ltd. | 33766 | 49151 |
|  | Aztech Global Ltd. | 57700 | 29938 |
|  | Banyan Tree Holdings <br> Ltd.<br>| 76100 | 36800 |
|  | Boustead Singapore <br> Ltd.<br>| 86471 | 118740 |
|  | BRC Asia Ltd. | 25400 | 82267 |
|  | Bukit Sembawang <br> Estates Ltd.<br>| 38300 | 123300 |
|  | Capitaland India Trust | 158786 | 147536 |
|  | CapitaLand <br> Investment Ltd.<br>| 290500 | 588565 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | Centurion Corp. Ltd. | 37000 | $40298 |
|  | China Aviation Oil <br> Singapore Corp. <br> Ltd.<br>| 71400 | 83339 |
|  | China Sunsine <br> Chemical Holdings <br> Ltd.<br>| 101000 | 56989 |
|  | City Developments <br> Ltd.<br>| 120100 | 667090 |
|  | ComfortDelGro Corp. <br> Ltd.<br>| 300200 | 336605 |
| \* | COSCO Shipping <br> International <br> Singapore Co. Ltd.<br>| 443400 | 41185 |
|  | CSE Global Ltd. | 132766 | 86061 |
|  | DBS Group Holdings <br> Ltd.<br>| 110064 | 4556925 |
|  | Delfi Ltd. | 70200 | 43678 |
|  | DFI Retail Group <br> Holdings Ltd.<br>| 66700 | 234019 |
| \*†† | Ezion Holdings Ltd. | 982352 | 0 |
| #\*†† | Ezra Holdings Ltd. | 190010 | 0 |
|  | Far East Orchard Ltd. | 40710 | 38762 |
|  | First Resources Ltd. | 125500 | 189063 |
|  | Food Empire Holdings <br> Ltd.<br>| 42400 | 76828 |
|  | Fraser & Neave Ltd. | 43400 | 49645 |
|  | Frasers Property Ltd. | 82100 | 66166 |
|  | Frencken Group Ltd. | 94100 | 119078 |
| \* | Gallant Venture Ltd. | 52000 | 2996 |
|  | Golden <br> Agri-Resources <br> Ltd.<br>| 1266800 | 272524 |
|  | GuocoLand Ltd. | 48400 | 80655 |
|  | Haw Par Corp. Ltd. | 23800 | 270600 |
|  | Ho Bee Land Ltd. | 39400 | 68085 |
|  | Hong Fok Corp. Ltd. | 84400 | 49910 |
|  | Hong Leong Asia Ltd. | 76800 | 142088 |
|  | Hong Leong Finance <br> Ltd.<br>| 79500 | 159393 |
|  | Hongkong Land <br> Holdings Ltd.<br>| 128700 | 786398 |
|  | Hotel Grand Central <br> Ltd.<br>| 29489 | 15853 |
|  | Hour Glass Ltd. | 49200 | 79367 |
|  | HRnetgroup Ltd. | 22900 | 13010 |
|  | Hutchison Port <br> Holdings Trust<br>| 1065900 | 223938 |
| \*†† | Hyflux Ltd. | 78700 | 0 |
|  | iFAST Corp. Ltd. | 29000 | 215708 |
|  | ISDN Holdings Ltd. | 80490 | 26300 |
|  | Keppel Ltd. | 173400 | 1356048 |
|  | LHN Ltd. | 31400 | 19679 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | Mandarin Oriental <br> International Ltd.<br>| 30900 | $101249 |
|  | Marco Polo Marine <br> Ltd.<br>| 292000 | 23580 |
| \* | Mermaid Maritime <br> PCL<br>| 118300 | 11369 |
|  | Metro Holdings Ltd. | 101100 | 41931 |
|  | Micro-Mechanics <br> Holdings Ltd.<br>| 10500 | 14347 |
| #\*†† | Midas Holdings Ltd. | 218800 | 0 |
|  | Nanofilm Technologies <br> International Ltd.<br>| 40700 | 21698 |
|  | Netlink NBN Trust | 369200 | 277938 |
| \* | Oceanus Group Ltd. | 1247200 | 4758 |
|  | Oversea-Chinese <br> Banking Corp. Ltd.<br>| 146249 | 1913141 |
|  | Pan-United Corp. Ltd. | 47875 | 41158 |
|  | Propnex Ltd. | 43800 | 75395 |
|  | Q&M Dental Group <br> Singapore Ltd.<br>| 53640 | 22036 |
|  | QAF Ltd. | 44382 | 30533 |
| \* | Rex International <br> Holding Ltd.<br>| 266900 | 34310 |
|  | Riverstone Holdings <br> Ltd.<br>| 96800 | 66919 |
|  | Samudera Shipping <br> Line Ltd.<br>| 41900 | 31215 |
|  | SATS Ltd. | 109632 | 287915 |
|  | SBS Transit Ltd. | 11800 | 28896 |
|  | Seatrium Ltd. | 447933 | 747258 |
|  | Sheng Siong Group <br> Ltd.<br>| 138000 | 245882 |
|  | SIA Engineering Co. <br> Ltd.<br>| 19600 | 53170 |
|  | Singapore Airlines <br> Ltd.<br>| 211300 | 1075626 |
|  | Singapore Exchange <br> Ltd.<br>| 99700 | 1293663 |
|  | Singapore Land <br> Group Ltd.<br>| 18100 | 42836 |
| # | Singapore Post Ltd. | 348700 | 112652 |
|  | Singapore <br> Telecommunications <br> Ltd.<br>| 54500 | 177891 |
|  | Stamford Land Corp. <br> Ltd.<br>| 162807 | 62565 |
|  | StarHub Ltd. | 91700 | 81693 |
|  | Straits Trading Co. <br> Ltd.<br>| 37025 | 47790 |
| \*†† | Swiber Holdings Ltd. | 23999 | 0 |
|  | Tai Sin Electric Ltd. | 24900 | 12434 |
|  | Tuan Sing Holdings <br> Ltd.<br>| 151727 | 40264 |
|  | UMS Integration Ltd. | 138643 | 157450 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | United Overseas Bank <br> Ltd.<br>| 92970 | $2472765 |
|  | UOB-Kay Hian <br> Holdings Ltd.<br>| 104686 | 196808 |
|  | UOL Group Ltd. | 113551 | 693707 |
|  | Valuetronics Holdings <br> Ltd.<br>| 117650 | 77240 |
|  | Venture Corp. Ltd. | 61300 | 701504 |
|  | Vicom Ltd. | 10800 | 13189 |
|  | Wee Hur Holdings <br> Ltd.<br>| 71100 | 39474 |
|  | Wilmar International <br> Ltd.<br>| 119000 | 285970 |
|  | Wing Tai Holdings <br> Ltd.<br>| 92200 | 101343 |
|  | Yangzijiang <br> Shipbuilding <br> Holdings Ltd.<br>| 543300 | 1467321 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | 24873463 |
| SPAIN — (3.2%) | SPAIN — (3.2%) | SPAIN — (3.2%) | SPAIN — (3.2%) |
|  | Acciona SA | 6672 | 1476794 |
|  | Acerinox SA | 41521 | 534701 |
|  | ACS Actividades de <br> Construccion y <br> Servicios SA<br>| 32028 | 2629798 |
| Ω | Aedas Homes SA | 2042 | 50117 |
| Ω | Aena SME SA | 69590 | 1890146 |
|  | Alantra Partners SA | 3441 | 34354 |
|  | Almirall SA | 14192 | 204258 |
|  | Amadeus IT Group <br> SA<br>| 36639 | 2800711 |
|  | Atresmedia Corp. de <br> Medios de <br> Comunicacion SA<br>| 15584 | 94323 |
|  | Audax Renovables <br> SA<br>| 27496 | 43764 |
|  | Banco Bilbao Vizcaya <br> Argentaria SA <br> (BBVA SM)<br>| 582657 | 11738250 |
|  | Banco de Sabadell <br> SA<br>| 1332301 | 4994657 |
|  | Banco Santander SA <br> (SAN SM)<br>| 707292 | 7207437 |
|  | Bankinter SA | 184137 | 2775724 |
|  | CaixaBank SA | 236893 | 2503899 |
| Ω | Cellnex Telecom SA | 24657 | 767615 |
|  | CIE Automotive SA | 10511 | 352507 |
|  | Construcciones y <br> Auxiliar de <br> Ferrocarriles SA<br>| 5118 | 323161 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
|  | Corp. ACCIONA <br> Energias <br> Renovables SA<br>| 5691 | $156564 |
| \* | Distribuidora <br> Internacional de <br> Alimentacion SA<br>| 2593 | 85491 |
|  | Ebro Foods SA | 8165 | 166423 |
| \* | eDreams ODIGEO <br> SA<br>| 10251 | 85795 |
|  | Elecnor SA | 9837 | 320895 |
|  | Enagas SA | 29158 | 462725 |
| # | Ence Energia y <br> Celulosa SA<br>| 24550 | 74978 |
|  | Endesa SA | 30248 | 1084391 |
| \* | Ercros SA | 25202 | 93005 |
|  | Ferrovial SE | 26477 | 1624744 |
|  | Fluidra SA | 6902 | 199774 |
| #Ω | Gestamp Automocion <br> SA<br>| 26652 | 103127 |
| Ω | Global Dominion <br> Access SA<br>| 12444 | 45599 |
| \* | Grenergy Renovables <br> SA<br>| 1444 | 124494 |
|  | Grupo Empresarial <br> San Jose SA<br>| 5655 | 45767 |
|  | Iberdrola SA | 56918 | 1153518 |
|  | Iberpapel Gestion SA <br> (IBG SM)<br>| 1841 | 42237 |
|  | Indra Sistemas SA | 35697 | 1974666 |
| # | Industria de Diseno <br> Textil SA<br>| 49633 | 2740753 |
|  | Linea Directa <br> Aseguradora SA <br> Cia de Seguros y <br> Reaseguros<br>| 38862 | 51505 |
|  | Mapfre SA | 245861 | 1085805 |
|  | Melia Hotels <br> International SA<br>| 30644 | 253582 |
|  | Naturgy Energy Group <br> SA<br>| 11459 | 347078 |
| Ω | Neinor Homes SA | 7095 | 141078 |
| \* | Obrascon Huarte Lain <br> SA<br>| 93787 | 49189 |
| \* | Oryzon Genomics SA | 4693 | 19145 |
|  | Pharma Mar SA | 846 | 71525 |
|  | Prim SA | 748 | 11937 |
| \* | Promotora de <br> Informaciones SA, <br> Class A<br>| 63603 | 27856 |
| Ω | Prosegur Cash SA | 79580 | 65118 |
|  | Realia Business SA | 45114 | 53866 |
|  | Redeia Corp. SA | 48492 | 872946 |
|  | Sacyr SA | 112978 | 496990 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
| \* | Solaria Energia y <br> Medio Ambiente <br> SA<br>| 13207 | $228387 |
| #\*Ω | Talgo SA | 6527 | 20101 |
| \* | Tecnicas Reunidas <br> SA<br>| 11743 | 420305 |
| # | Telefonica SA (TEF <br> SM)<br>| 450312 | 2283610 |
| # | Tubacex SA | 28080 | 106965 |
| Ω | Unicaja Banco SA | 333084 | 899264 |
|  | Vidrala SA | 6015 | 572965 |
|  | Viscofan SA | 8006 | 497557 |
| TOTAL SPAIN | TOTAL SPAIN |  | 59583936 |
| SWEDEN — (3.2%) | SWEDEN — (3.2%) | SWEDEN — (3.2%) | SWEDEN — (3.2%) |
|  | AAK AB | 8498 | 237627 |
| Ω | AcadeMedia AB | 30532 | 337167 |
|  | AddLife AB, Class B | 23592 | 509673 |
|  | Addnode Group AB | 23735 | 276230 |
|  | AddTech AB, Class B | 20999 | 707471 |
|  | AFRY AB | 24446 | 419373 |
|  | Alfa Laval AB | 13412 | 637441 |
| Ω | Alimak Group AB | 14163 | 209234 |
|  | Alleima AB | 54322 | 469138 |
|  | Alligo AB, Class B | 4954 | 61812 |
| Ω | Ambea AB | 36152 | 487439 |
| \* | Annehem Fastigheter <br> AB, Class B<br>| 17398 | 34191 |
|  | AQ Group AB | 12565 | 258944 |
|  | Arise AB | 5327 | 16817 |
|  | Arjo AB, Class B | 47642 | 151180 |
| \* | Asmodee Group AB, <br> Class B<br>| 20988 | 270470 |
| # | Assa Abloy AB, <br> Class B<br>| 20072 | 756404 |
|  | Atlas Copco AB <br> (ATCOA SS), <br> Class A<br>| 105103 | 1761112 |
|  | Atlas Copco AB <br> (ATCOB SS), <br> Class B<br>| 68658 | 1027066 |
|  | Atrium Ljungberg AB, <br> Class B<br>| 28045 | 100956 |
| Ω | Attendo AB | 36748 | 311793 |
|  | Avanza Bank Holding <br> AB<br>| 14645 | 562874 |
|  | Axfood AB | 12450 | 339252 |
|  | Beijer Alma AB | 10199 | 311333 |
|  | Beijer Ref AB | 11083 | 175134 |
|  | Bergman & Beving <br> AB<br>| 6396 | 225767 |
| \* | BHG Group AB | 29159 | 88004 |
|  | Bilia AB, Class A | 24321 | 340502 |
|  | Billerud Aktiebolag | 42360 | 391975 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | BioGaia AB, Class B | 14354 | $151631 |
|  | Bjorn Borg AB | 2651 | 17820 |
| \* | Boliden AB | 20040 | 898643 |
| #\*Ω | Boozt AB | 6490 | 70162 |
| Ω | Bravida Holding AB | 41079 | 347212 |
|  | Bufab AB | 26314 | 289214 |
|  | Bure Equity AB | 16196 | 474337 |
|  | Byggmax Group AB | 12072 | 61409 |
| \* | Camurus AB | 1355 | 89138 |
| # | Castellum AB | 24440 | 277937 |
|  | Catella AB | 11852 | 38714 |
| # | Catena AB | 4122 | 199717 |
| \* | Cavotec Group AB | 8277 | 13318 |
|  | Cellavision AB | 2095 | 39704 |
| # | Cibus Nordic Real <br> Estate AB publ<br>| 8321 | 144219 |
| \* | Cint Group AB | 61755 | 23455 |
|  | Clas Ohlson AB, <br> Class B<br>| 13885 | 506368 |
|  | Cloetta AB, Class B | 56897 | 211889 |
| Ω | Coor Service <br> Management <br> Holding AB<br>| 13064 | 64150 |
|  | Corem Property <br> Group AB (CORED <br> SS), Class D<br>| 1093 | 27566 |
|  | CTT Systems AB | 2078 | 41333 |
|  | Dios Fastigheter AB | 16550 | 112789 |
| Ω | Dometic Group AB | 30634 | 149739 |
|  | Duni AB | 3992 | 44496 |
| \*Ω | Dustin Group AB | 72723 | 15716 |
| \* | Dynavox Group AB | 19733 | 203030 |
|  | Eastnine AB | 16544 | 87112 |
| \* | Electrolux AB, <br> Class B<br>| 24823 | 160176 |
|  | Electrolux <br> Professional AB, <br> Class B<br>| 43782 | 304086 |
|  | Elekta AB, Class B | 67971 | 345484 |
| \* | Embracer Group AB | 15969 | 166424 |
| \* | Enad Global 7 AB | 10231 | 18303 |
| \* | Enea AB | 4184 | 30640 |
|  | Engcon AB | 7897 | 68355 |
|  | Ependion AB | 4568 | 58977 |
| # | Epiroc AB (EPIA SS), <br> Class A<br>| 31870 | 672009 |
|  | Epiroc AB (EPIB SS), <br> Class B<br>| 18860 | 351976 |
| # | EQT AB | 2740 | 94688 |
|  | Essity AB (ESSITYA <br> SS), Class A<br>| 1973 | 54232 |
|  | Essity AB (ESSITYB <br> SS), Class B<br>| 44514 | 1222694 |
|  | Ework Group AB | 1237 | 12400 |
| # | Fabege AB | 21533 | 189751 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | Fagerhult Group AB | 11874 | $57705 |
| \* | Fastighets AB Balder, <br> Class B<br>| 29093 | 213393 |
| \* | Fastighetsbolaget <br> Emilshus AB, <br> Class B<br>| 753 | 4625 |
| # | FastPartner AB <br> (FPARA SS), <br> Class A<br>| 7691 | 40668 |
|  | FastPartner AB <br> (FPARD SS), <br> Class D<br>| 1419 | 11331 |
|  | Fenix Outdoor <br> International AG<br>| 737 | 40659 |
|  | G5 Entertainment AB | 2023 | 20035 |
|  | Getinge AB, Class B | 33696 | 789353 |
|  | Granges AB | 29810 | 436205 |
| \*Ω | Green Landscaping <br> Group AB<br>| 2230 | 10966 |
| \* | Gruvaktiebolaget <br> Viscaria<br>| 12928 | 26018 |
| # | H & M Hennes & <br> Mauritz AB, <br> Class B<br>| 26863 | 507338 |
|  | Hanza AB | 7620 | 105184 |
|  | Heba Fastighets AB, <br> Class B<br>| 8941 | 30764 |
|  | Hemnet Group AB | 12608 | 275178 |
|  | Hexagon AB, Class B | 49508 | 603484 |
| #\* | Hexatronic Group AB | 25291 | 57560 |
|  | Hexpol AB | 36967 | 336112 |
| \* | HMS Networks AB | 3215 | 178460 |
| Ω | Hoist Finance AB | 17540 | 182786 |
| # | Holmen AB (HOLMB <br> SS), Class B<br>| 9400 | 355188 |
|  | Hufvudstaden AB, <br> Class A<br>| 10574 | 140541 |
|  | Humana AB | 8769 | 44664 |
|  | Husqvarna AB <br> (HUSQA SS), <br> Class A<br>| 4789 | 22752 |
| # | Husqvarna AB <br> (HUSQB SS), <br> Class B<br>| 39040 | 184856 |
|  | Indutrade AB | 18355 | 490671 |
|  | Instalco AB | 32809 | 83135 |
|  | Inwido AB | 17257 | 259427 |
| \* | ITAB Shop Concept <br> AB<br>| 5766 | 12161 |
|  | JM AB | 11453 | 163057 |
| \* | John Mattson <br> Fastighetsforetagen <br> AB<br>| 1783 | 12495 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | Kabe Group AB, <br> Class B<br>| 753 | $18059 |
| \* | Karnov Group AB | 16961 | 200133 |
| \* | K-fast Holding AB | 26069 | 40056 |
| \* | Klarabo Sverige AB, <br> Class B<br>| 21593 | 35401 |
|  | KNOW IT AB | 3985 | 50865 |
|  | Lagercrantz Group <br> AB, Class B<br>| 33877 | 828792 |
|  | Lifco AB, Class B | 8406 | 324551 |
|  | Lime Technologies <br> AB<br>| 2207 | 82989 |
| # | Lindab International <br> AB<br>| 18483 | 442157 |
|  | Loomis AB | 18385 | 740648 |
| \* | Medcap AB | 2322 | 148698 |
|  | MEKO AB | 7380 | 59696 |
|  | Micro Systemation AB, <br> Class B<br>| 4122 | 30884 |
|  | Midsona AB, Class B | 14238 | 12308 |
|  | MIPS AB | 1511 | 54102 |
| \* | Modern Times Group <br> MTG AB, Class B<br>| 19810 | 266295 |
|  | Momentum Group AB | 7786 | 133348 |
| Ω | Munters Group AB | 24209 | 409727 |
|  | Mycronic AB | 22650 | 531341 |
| \* | NCAB Group AB | 21963 | 134998 |
|  | NCC AB, Class B | 20931 | 477141 |
|  | Nederman Holding <br> AB<br>| 4601 | 78055 |
| \* | Net Insight AB, <br> Class B<br>| 65449 | 26205 |
|  | New Wave Group AB, <br> Class B<br>| 22744 | 268053 |
| # | Nibe Industrier AB, <br> Class B<br>| 70809 | 275539 |
|  | Nilorngruppen AB, <br> Class B<br>| 2248 | 14662 |
|  | Nivika Fastigheter AB, <br> Class B<br>| 5634 | 24398 |
|  | Nolato AB, Class B | 14744 | 97573 |
|  | Nordnet AB publ | 14352 | 414418 |
| \* | Norion Bank AB | 15590 | 116157 |
|  | Note AB | 2600 | 51622 |
| # | NP3 Fastigheter AB | 6024 | 163987 |
|  | Nyfosa AB | 23161 | 197017 |
|  | OEM International AB, <br> Class B<br>| 15928 | 259051 |
| \* | Orron Energy AB | 23265 | 10710 |
|  | Pandox AB | 18988 | 378842 |
|  | Peab AB, Class B | 47702 | 386056 |
|  | Platzer Fastigheter <br> Holding AB, <br> Class B<br>| 8730 | 67018 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | Proact IT Group AB | 5913 | $64210 |
|  | Ratos AB, Class B | 72643 | 293878 |
|  | RaySearch <br> Laboratories AB<br>| 8015 | 188134 |
|  | Rejlers AB | 2814 | 58864 |
|  | Rusta AB | 2620 | 17310 |
|  | Rvrc Holding AB | 14094 | 96392 |
|  | Sagax AB (SAGAB <br> SS), Class B<br>| 10218 | 229299 |
| \* | Samhallsbyggnadsbolaget <br> i Norden AB<br>| 152301 | 83611 |
|  | Sandvik AB | 40796 | 1233649 |
|  | Scandi Standard AB | 16388 | 169721 |
| Ω | Scandic Hotels Group <br> AB<br>| 52596 | 511231 |
| \* | Sdiptech AB, Class B | 6125 | 121939 |
|  | Sectra AB, Class B | 15456 | 490298 |
|  | Securitas AB, Class B | 48114 | 708760 |
| \*Ω | Sinch AB | 179170 | 648803 |
|  | Skandinaviska <br> Enskilda Banken AB <br> (SEBA SS), <br> Class A<br>| 89922 | 1716573 |
|  | Skandinaviska <br> Enskilda Banken AB <br> (SEBC SS), <br> Class C<br>| 1001 | 19490 |
|  | Skanska AB, Class B | 29087 | 792097 |
|  | SKF AB (SKFA SS), <br> Class A<br>| 3129 | 81596 |
|  | SKF AB (SKFB SS), <br> Class B<br>| 43109 | 1104971 |
|  | SkiStar AB | 10262 | 171356 |
|  | Softronic AB, Class B | 5133 | 12236 |
| # | Solid Forsakring AB | 2863 | 23288 |
|  | SSAB AB (SSABA <br> SS), Class A<br>| 30514 | 193018 |
|  | SSAB AB (SSABAH <br> FH), Class A<br>| 2180 | 13599 |
|  | SSAB AB (SSABB <br> SS), Class B<br>| 139695 | 864974 |
|  | SSAB AB (SSABBH <br> FH), Class B<br>| 12326 | 76527 |
| \* | Stendorren <br> Fastigheter AB<br>| 1726 | 35779 |
|  | Storskogen Group AB, <br> Class B<br>| 321091 | 331769 |
|  | Svedbergs Group AB | 5756 | 35903 |
|  | Svenska Cellulosa AB <br> SCA (SCAA SS), <br> Class A<br>| 2088 | 27960 |
|  | Svenska Cellulosa AB <br> SCA (SCAB SS), <br> Class B<br>| 46153 | 614764 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | Svenska <br> Handelsbanken AB <br> (SHBA SS), <br> Class A<br>| 51506 | $672119 |
| # | Svenska <br> Handelsbanken AB <br> (SHBB SS), <br> Class B<br>| 1480 | 32413 |
|  | Sweco AB, Class B | 21521 | 387776 |
|  | Swedbank AB, <br> Class A<br>| 34055 | 1033936 |
| \* | Swedish Logistic <br> Property AB, <br> Class B<br>| 5318 | 23392 |
|  | Synsam AB | 26231 | 165984 |
| # | Systemair AB | 12542 | 103111 |
|  | Tele2 AB, Class B | 86199 | 1369351 |
|  | Telefonaktiebolaget <br> LM Ericsson <br> (ERICA SS), <br> Class A<br>| 5155 | 52381 |
|  | Telefonaktiebolaget <br> LM Ericsson <br> (ERICB SS), <br> Class B<br>| 319588 | 3242495 |
|  | Telia Co. AB | 348633 | 1372453 |
|  | TF Bank AB | 7185 | 140063 |
| Ω | Thule Group AB | 13213 | 338522 |
|  | Trelleborg AB, <br> Class B<br>| 16615 | 693381 |
|  | Troax Group AB | 7157 | 108486 |
|  | Truecaller AB, <br> Class B<br>| 44708 | 133265 |
|  | VBG Group AB, <br> Class B<br>| 5432 | 206579 |
|  | Vitec Software Group <br> AB, Class B<br>| 4584 | 159986 |
|  | Volati AB | 3118 | 35165 |
|  | Volvo AB (VOLVA SS), <br> Class A<br>| 18208 | 497576 |
|  | Volvo AB (VOLVB <br> SS), Class B<br>| 147920 | 4052275 |
| # | Wallenstam AB, <br> Class B<br>| 38947 | 180213 |
|  | Wihlborgs Fastigheter <br> AB<br>| 30534 | 296714 |
|  | XANO Industri AB, <br> Class B<br>| 3917 | 25702 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | 59731052 |
| SWITZERLAND — (5.5%) | SWITZERLAND — (5.5%) | SWITZERLAND — (5.5%) | SWITZERLAND — (5.5%) |
|  | ABB Ltd. | 54873 | 4079671 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | Accelleron Industries <br> AG (ACLN SW)<br>| 23788 | $1949932 |
|  | Adecco Group AG | 13527 | 377165 |
| # | Alcon AG | 43142 | 3191743 |
|  | Allreal Holding AG | 4218 | 1008139 |
|  | ALSO Holding AG | 1733 | 497946 |
|  | APG SGA SA | 267 | 70354 |
|  | Arbonia AG | 12959 | 81945 |
| \* | Aryzta AG | 3795 | 243314 |
|  | Autoneum Holding <br> AG<br>| 1039 | 206690 |
|  | Baloise Holding AG | 11819 | 2935143 |
|  | Banque Cantonale de <br> Geneve<br>| 5720 | 177322 |
|  | Banque Cantonale <br> Vaudoise<br>| 6683 | 775940 |
| \* | Basilea <br> Pharmaceutica Ag <br> Allschwil<br>| 2723 | 157712 |
|  | Belimo Holding AG | 1091 | 1177128 |
|  | Bell Food Group AG | 588 | 168711 |
|  | Bellevue Group AG | 2601 | 27844 |
|  | Berner Kantonalbank <br> AG<br>| 1260 | 410476 |
|  | BKW AG | 3526 | 789145 |
|  | Bossard Holding AG, <br> Class A<br>| 1540 | 334648 |
|  | Bucher Industries AG | 1975 | 876356 |
|  | Burckhardt <br> Compression <br> Holding AG<br>| 812 | 561617 |
|  | Burkhalter Holding <br> AG<br>| 1179 | 209372 |
|  | Bystronic AG | 243 | 90316 |
| \* | Carlo Gavazzi Holding <br> AG<br>| 117 | 23205 |
|  | Cembra Money Bank <br> AG<br>| 8151 | 932091 |
| \* | Cicor Technologies <br> Ltd.<br>| 650 | 178755 |
|  | Cie Financiere <br> Tradition SA<br>| 460 | 174184 |
|  | Clariant AG | 46802 | 419631 |
|  | Coltene Holding AG | 799 | 45029 |
|  | COSMO <br> Pharmaceuticals <br> NV<br>| 638 | 53694 |
| # | CPH Group AG | 316 | 27516 |
|  | Daetwyler Holding AG | 819 | 151024 |
|  | DKSH Holding AG | 8037 | 560465 |
|  | dormakaba Holding <br> AG<br>| 6740 | 575709 |
|  | DSM-Firmenich AG | 5016 | 408849 |
|  | EFG International AG | 26058 | 543385 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | Emmi AG | 550 | $488711 |
|  | EMS-Chemie Holding <br> AG<br>| 377 | 258219 |
| #\* | Feintool International <br> Holding AG<br>| 2163 | 25550 |
|  | Flughafen Zurich AG | 5515 | 1629052 |
|  | Forbo Holding AG | 178 | 163548 |
|  | Fundamenta Real <br> Estate AG<br>| 3088 | 66223 |
|  | Galderma Group AG | 8147 | 1512996 |
| Ω | Galenica AG | 13918 | 1499965 |
|  | Geberit AG | 4656 | 3403647 |
| # | Georg Fischer AG | 19911 | 1405903 |
|  | Glarner Kantonalbank | 403 | 10318 |
|  | Helvetia Holding AG | 10494 | 2578677 |
|  | Hiag Immobilien <br> Holding AG<br>| 811 | 111542 |
|  | Huber & Suhner AG | 4435 | 812255 |
|  | Hypothekarbank <br> Lenzburg AG<br>| 14 | 69638 |
|  | Implenia AG | 2557 | 202898 |
|  | Inficon Holding AG | 3490 | 418690 |
|  | Interroll Holding AG | 142 | 438199 |
|  | Intershop Holding AG | 960 | 188181 |
|  | Investis Holding SA | 821 | 134172 |
|  | Julius Baer Group <br> Ltd.<br>| 38336 | 2588006 |
|  | Jungfraubahn Holding <br> AG<br>| 1339 | 393626 |
|  | Kardex Holding AG | 1588 | 597312 |
| \* | Komax Holding AG | 530 | 43672 |
| \* | Kudelski SA | 5386 | 8654 |
|  | Kuehne & Nagel <br> International AG<br>| 5313 | 1019281 |
|  | Landis & Gyr Group <br> AG<br>| 6063 | 439232 |
| \* | LEM Holding SA | 56 | 31803 |
|  | Liechtensteinische <br> Landesbank AG<br>| 3467 | 341079 |
| # | Logitech International <br> SA (LOGI US)<br>| 762 | 91867 |
|  | Logitech International <br> SA (LOGN SW)<br>| 9289 | 1116710 |
|  | Luzerner <br> Kantonalbank AG<br>| 5013 | 509958 |
| Ω | Medacta Group SA | 994 | 184171 |
|  | Meier Tobler Group <br> AG<br>| 1442 | 70769 |
|  | Metall Zug AG, <br> Class B<br>| 41 | 37885 |
|  | Mikron Holding AG | 3174 | 84404 |
|  | Mobilezone Holding <br> AG<br>| 10259 | 153327 |
|  | Mobimo Holding AG | 2017 | 854970 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
| \*Ω | Montana Aerospace <br> AG<br>| 2075 | $82267 |
|  | Naturenergie Holding <br> AG<br>| 1358 | 56005 |
|  | Nestle SA | 36500 | 3487518 |
|  | Novavest Real Estate <br> AG<br>| 464 | 22971 |
|  | OC Oerlikon Corp. AG <br> Pfaffikon<br>| 22439 | 80242 |
|  | Orell Fuessli AG | 122 | 17209 |
|  | Partners Group <br> Holding AG<br>| 1544 | 1890808 |
|  | Phoenix Mecano AG | 183 | 99745 |
|  | Plazza AG, Class A | 201 | 99583 |
| \*Ω | PolyPeptide Group <br> AG<br>| 3309 | 107166 |
|  | PSP Swiss Property <br> AG<br>| 7189 | 1243436 |
|  | Rieter Holding AG | 20124 | 85941 |
|  | Romande Energie <br> Holding SA<br>| 1298 | 69812 |
|  | Schindler Holding AG | 1293 | 437086 |
|  | Schweiter <br> Technologies AG<br>| 68 | 23488 |
|  | SFS Group AG | 4562 | 618684 |
|  | SGS SA | 23919 | 2697341 |
| # | SIG Group AG | 52948 | 591998 |
|  | Sika AG | 9496 | 1861099 |
| \* | Softwareone Holding <br> AG<br>| 11813 | 120687 |
|  | Sonova Holding AG | 6258 | 1706996 |
|  | St. Galler <br> Kantonalbank AG<br>| 842 | 534096 |
| # | Stadler Rail AG | 8663 | 212430 |
|  | Straumann Holding <br> AG<br>| 3987 | 501173 |
|  | Sulzer AG | 5190 | 867378 |
|  | Sunrise <br> Communications <br> AG, Class A<br>| 242 | 13265 |
|  | Swatch Group AG <br> (UHR SW)<br>| 4545 | 949844 |
|  | Swatch Group AG <br> (UHRN SW)<br>| 10089 | 427782 |
|  | Swiss Life Holding <br> AG<br>| 3161 | 3431114 |
|  | Swiss Prime Site AG | 20730 | 2946622 |
|  | Swiss Re AG | 38965 | 7115084 |
| # | Swisscom AG | 4861 | 3560793 |
|  | Swissquote Group <br> Holding SA<br>| 2882 | 1831057 |
|  | Temenos AG | 11541 | 1089679 |
|  | Thurgauer <br> Kantonalbank<br>| 103 | 19969 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | TX Group AG | 707 | $178560 |
| \* | u-blox Holding AG | 1861 | 311265 |
| #\* | UBS Group AG (UBS <br> US)<br>| 126593 | 4856103 |
|  | UBS Group AG <br> (UBSG SW)<br>| 15912 | 608878 |
|  | Valiant Holding AG | 4404 | 724867 |
| Ω | VAT Group AG | 3261 | 1425112 |
|  | Vaudoise Assurances <br> Holding SA<br>| 263 | 201981 |
|  | Vetropack Holding AG | 3006 | 80177 |
|  | Vontobel Holding AG | 7638 | 579183 |
|  | VP Bank AG, Class A | 767 | 76938 |
|  | VZ Holding AG | 3197 | 624528 |
| # | V-ZUG Holding AG | 608 | 31342 |
|  | Walliser <br> Kantonalbank<br>| 681 | 109244 |
|  | Warteck Invest AG | 28 | 67536 |
|  | Ypsomed Holding AG | 375 | 147242 |
|  | Zehnder Group AG | 2716 | 239325 |
|  | Zug Estates Holding <br> AG, Class B<br>| 72 | 191440 |
|  | Zuger Kantonalbank | 31 | 338158 |
|  | Zurich Insurance <br> Group AG<br>| 6584 | 4578981 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | 102748504 |
| UNITED KINGDOM — (9.9%) | UNITED KINGDOM — (9.9%) | UNITED KINGDOM — (9.9%) | UNITED KINGDOM — (9.9%) |
|  | 3i Group PLC | 35799 | 2071709 |
|  | 4imprint Group PLC | 6011 | 263238 |
|  | Aberdeen Group PLC | 436744 | 1164810 |
| \* | Accesso Technology <br> Group PLC<br>| 4676 | 21788 |
|  | Admiral Group PLC | 36493 | 1571286 |
|  | Advanced Medical <br> Solutions Group <br> PLC<br>| 34292 | 96884 |
|  | AG Barr PLC | 15668 | 137717 |
| Ω | Airtel Africa PLC | 251550 | 914806 |
|  | AJ Bell PLC | 77920 | 550099 |
| Ω | Alfa Financial <br> Software Holdings <br> PLC<br>| 31920 | 95083 |
|  | Antofagasta PLC | 16887 | 619793 |
| \* | AO World PLC | 67053 | 93774 |
|  | Ashmore Group PLC | 34528 | 85243 |
|  | Ashtead Group PLC | 41990 | 2804712 |
| # | Ashtead Technology <br> Holdings PLC<br>| 15389 | 66235 |
|  | Associated British <br> Foods PLC<br>| 25627 | 773334 |
|  | Atalaya Mining <br> Copper SA<br>| 20382 | 183321 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| \* | Auction Technology <br> Group PLC<br>| 22356 | $90789 |
| Ω | Auto Trader Group <br> PLC<br>| 130087 | 1334573 |
|  | Aviva PLC | 221820 | 1949640 |
|  | Avon Technologies <br> PLC<br>| 2331 | 58732 |
|  | B&M European Value <br> Retail SA<br>| 138188 | 326290 |
| Ω | Bakkavor Group PLC | 50956 | 148512 |
|  | Balfour Beatty PLC | 134293 | 1186891 |
|  | Barclays PLC (BARC <br> LN)<br>| 464084 | 2489170 |
|  | Barclays PLC (BCS <br> US), Sponsored <br> ADR<br>| 138179 | 2969467 |
|  | Barratt Redrow PLC | 305026 | 1509414 |
|  | Beazley PLC | 174013 | 2128838 |
|  | Begbies Traynor <br> Group PLC<br>| 10069 | 14817 |
|  | Bellway PLC | 33644 | 1161155 |
|  | Berkeley Group <br> Holdings PLC<br>| 17879 | 947123 |
|  | Bloomsbury <br> Publishing PLC<br>| 22292 | 146271 |
|  | Bodycote PLC | 31607 | 256259 |
|  | Braemar PLC | 6415 | 19841 |
|  | Breedon Group PLC | 50885 | 230342 |
| # | Brickability Group <br> PLC<br>| 15715 | 11573 |
| Ω | Bridgepoint Group <br> PLC<br>| 8238 | 32626 |
|  | Brooks Macdonald <br> Group PLC<br>| 872 | 19986 |
|  | BT Group PLC | 1292268 | 3153874 |
|  | Bunzl PLC | 17110 | 520105 |
| \* | Burberry Group PLC | 82772 | 1347335 |
|  | Burford Capital Ltd. | 46259 | 454437 |
|  | Bytes Technology <br> Group PLC (BYIT <br> LN)<br>| 40437 | 197070 |
| \* | Canal & SA | 120132 | 378281 |
|  | Capital Ltd. | 29183 | 46000 |
|  | Card Factory PLC | 41884 | 56922 |
| \* | Carnival PLC (CCL <br> LN)<br>| 3859 | 100256 |
| \* | Carnival PLC (CUK <br> US), ADR<br>| 10830 | 281688 |
|  | Castings PLC | 2198 | 7034 |
|  | Central Asia Metals <br> PLC<br>| 18702 | 39114 |
|  | Centrica PLC | 1068091 | 2517278 |
|  | Chesnara PLC | 58431 | 211141 |
|  | Clarkson PLC | 3948 | 188178 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| \* | Close Brothers Group <br> PLC<br>| 42325 | $233470 |
| Ω | CMC Markets PLC | 18203 | 51502 |
|  | Coats Group PLC | 388610 | 417619 |
|  | Coca-Cola HBC AG | 17810 | 808183 |
|  | Compass Group PLC | 74184 | 2455470 |
|  | Computacenter PLC | 17708 | 667307 |
| Ω | Convatec Group PLC | 141103 | 453164 |
|  | Costain Group PLC | 36059 | 72719 |
|  | Cranswick PLC | 9992 | 648228 |
|  | Crest Nicholson <br> Holdings PLC<br>| 74562 | 162108 |
|  | Croda International <br> PLC<br>| 10799 | 409933 |
|  | Currys PLC | 290256 | 535756 |
|  | CVS Group PLC | 12598 | 205514 |
| \* | DFS Furniture PLC | 40504 | 84796 |
|  | Diploma PLC | 9369 | 691179 |
|  | DiscoverIE Group <br> PLC<br>| 8978 | 68664 |
|  | Domino's Pizza Group <br> PLC<br>| 38664 | 98880 |
|  | dotdigital group PLC | 33650 | 30094 |
|  | Dr. Martens PLC | 57245 | 68474 |
|  | Drax Group PLC | 119759 | 1135037 |
|  | Dunelm Group PLC | 32233 | 473397 |
| #\* | EKF Diagnostics <br> Holdings PLC<br>| 13523 | 4688 |
|  | Elementis PLC | 108723 | 235012 |
|  | Essentra PLC | 35891 | 45903 |
|  | Experian PLC | 76550 | 3570687 |
|  | FDM Group Holdings <br> PLC<br>| 6289 | 9938 |
|  | Fevara PLC | 4717 | 7497 |
|  | Firstgroup PLC | 198102 | 547228 |
|  | Foresight Group <br> Holdings Ltd.<br>| 16411 | 98383 |
| Ω | Forterra PLC | 33085 | 79173 |
|  | Foxtons Group PLC | 50062 | 36182 |
| \* | Frasers Group PLC | 15161 | 145543 |
|  | Fresnillo PLC | 48455 | 1416977 |
| \* | Frontier Developments <br> PLC<br>| 3603 | 24691 |
| \*Ω | Funding Circle <br> Holdings PLC<br>| 45305 | 78765 |
|  | Future PLC | 6017 | 48517 |
|  | Galliford Try Holdings <br> PLC<br>| 17681 | 120678 |
|  | Games Workshop <br> Group PLC<br>| 8638 | 1808868 |
|  | Gamma <br> Communications <br> PLC<br>| 11142 | 145463 |
|  | Genuit Group PLC | 50156 | 243856 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Gooch & Housego <br> PLC<br>| 5339 | $40393 |
|  | Grafton Group PLC, <br> CDI<br>| 46628 | 583064 |
|  | Grainger PLC | 151889 | 374233 |
|  | Greencore Group <br> PLC<br>| 106578 | 333864 |
|  | Greggs PLC | 26711 | 566147 |
| \* | Griffin Mining Ltd. | 5807 | 14518 |
| \* | Gulf Marine Services <br> PLC<br>| 47365 | 10464 |
| \*Ω | Gym Group PLC | 32076 | 58632 |
|  | Haleon PLC (HLN <br> LN)<br>| 475086 | 2209259 |
|  | Halfords Group PLC | 33297 | 65413 |
|  | Halma PLC | 12564 | 585463 |
|  | Harworth Group PLC | 40841 | 87999 |
|  | Hays PLC | 146995 | 114147 |
| \* | Headlam Group PLC | 17304 | 11677 |
|  | Helical PLC | 27082 | 74223 |
| \* | Helios Towers PLC | 154449 | 303728 |
|  | Henry Boot PLC | 23100 | 67181 |
|  | Hill & Smith PLC | 11986 | 339168 |
|  | Hilton Food Group <br> PLC<br>| 13439 | 113646 |
|  | Hiscox Ltd. | 61121 | 1104958 |
|  | Hochschild Mining <br> PLC<br>| 105328 | 457859 |
|  | Hollywood Bowl <br> Group PLC<br>| 44958 | 159282 |
| Ω | Hostelworld Group <br> PLC<br>| 14765 | 24653 |
|  | Howden Joinery <br> Group PLC<br>| 156022 | 1772076 |
|  | HSBC Holdings PLC <br> (HSBA LN)<br>| 120743 | 1690335 |
|  | HSBC Holdings PLC <br> (HSBC US), <br> Sponsored ADR<br>| 149245 | 10457597 |
|  | Hunting PLC | 25518 | 114595 |
| Ω | Ibstock PLC | 19697 | 35384 |
|  | ICG PLC | 32619 | 828657 |
|  | IDOX PLC | 36520 | 33860 |
|  | IG Group Holdings <br> PLC<br>| 65396 | 957239 |
|  | IMI PLC | 58131 | 1827587 |
|  | Inchcape PLC | 94463 | 947922 |
| \* | Indivior PLC | 18867 | 554136 |
|  | Informa PLC | 146161 | 1861116 |
|  | IntegraFin Holdings <br> PLC<br>| 20628 | 98242 |
|  | InterContinental <br> Hotels Group PLC <br> (IHG LN)<br>| 4909 | 592155 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| # | InterContinental <br> Hotels Group PLC <br> (IHG US), ADR<br>| 6252 | $759346 |
|  | International Personal <br> Finance PLC<br>| 63898 | 171699 |
|  | International <br> Workplace Group <br> PLC<br>| 184878 | 550217 |
|  | Intertek Group PLC | 28546 | 1901393 |
|  | Investec PLC | 104259 | 785032 |
| \* | IP Group PLC | 135183 | 107431 |
|  | ITV PLC | 526699 | 482117 |
|  | J Sainsbury PLC | 365741 | 1642136 |
| # | James Halstead PLC | 28713 | 52658 |
|  | JD Sports Fashion <br> PLC<br>| 474689 | 581677 |
| \* | John Wood Group <br> PLC<br>| 128717 | 31181 |
|  | Johnson Matthey <br> PLC<br>| 33177 | 929161 |
|  | Johnson Service <br> Group PLC<br>| 108229 | 192729 |
|  | Jupiter Fund <br> Management PLC<br>| 119800 | 239813 |
|  | Just Group PLC | 269908 | 753469 |
|  | Kainos Group PLC | 11846 | 146995 |
|  | Keller Group PLC | 20496 | 427545 |
|  | Kier Group PLC | 108444 | 308572 |
|  | Kingfisher PLC | 415797 | 1686298 |
|  | Kitwave Group PLC | 12461 | 35174 |
|  | Knights Group <br> Holdings PLC<br>| 7775 | 17191 |
|  | Lancashire Holdings <br> Ltd.<br>| 50175 | 440598 |
|  | Legal & General <br> Group PLC<br>| 395433 | 1235695 |
|  | Lion Finance Group <br> PLC<br>| 10210 | 1074845 |
|  | Lloyds Banking Group <br> PLC (LLOY LN)<br>| 3778142 | 4429824 |
| # | Lloyds Banking Group <br> PLC (LYG US), <br> ADR<br>| 27731 | 130613 |
|  | London Investment <br> Group PLC<br>| 4016 | 19821 |
|  | London Stock <br> Exchange Group <br> PLC<br>| 6492 | 809108 |
|  | LSL Property Services <br> PLC<br>| 22137 | 74224 |
|  | M&C Saatchi PLC | 5513 | 9866 |
|  | M&G PLC | 384248 | 1330330 |
|  | Macfarlane Group <br> PLC<br>| 21157 | 19355 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Man Group PLC | 248872 | $687586 |
|  | Marks & Spencer <br> Group PLC<br>| 366116 | 1913255 |
|  | Marshalls PLC | 42089 | 93361 |
|  | McBride PLC | 39844 | 61409 |
|  | Me Group <br> International PLC<br>| 60797 | 150478 |
|  | Mears Group PLC | 15597 | 72697 |
| \* | Metro Bank Holdings <br> PLC<br>| 58472 | 89987 |
|  | MJ Gleeson PLC | 11133 | 53984 |
|  | Mondi PLC | 59388 | 663835 |
|  | MONY Group PLC | 109829 | 280095 |
|  | Moonpig Group PLC | 51428 | 144943 |
|  | Morgan Advanced <br> Materials PLC<br>| 54724 | 146754 |
|  | Morgan Sindall Group <br> PLC<br>| 11670 | 713033 |
|  | Mortgage Advice <br> Bureau Holdings <br> Ltd.<br>| 5745 | 52667 |
|  | Mountview Estates <br> PLC<br>| 2 | 252 |
|  | MP Evans Group <br> PLC<br>| 4197 | 74453 |
|  | National Grid PLC <br> (NG LN)<br>| 26862 | 402772 |
| # | National Grid PLC <br> (NGG US), <br> Sponsored ADR<br>| 19324 | 1454131 |
|  | NatWest Group PLC <br> (NWG LN)<br>| 398387 | 3066987 |
|  | NatWest Group PLC <br> (NWG US), <br> Sponsored ADR<br>| 52827 | 817234 |
|  | NCC Group PLC | 57605 | 113301 |
|  | Next PLC | 10162 | 1909339 |
|  | Ninety One PLC | 76396 | 232229 |
|  | Norcros PLC | 20097 | 79191 |
| \* | Ocado Group PLC | 95368 | 274664 |
| Ω | On the Beach Group <br> PLC<br>| 23948 | 66896 |
|  | OSB Group PLC | 96574 | 684513 |
|  | Oxford Instruments <br> PLC<br>| 7611 | 188834 |
|  | Pagegroup PLC | 78461 | 243540 |
|  | Pan African <br> Resources PLC<br>| 362737 | 398569 |
| \* | Pantheon Resources <br> PLC<br>| 99406 | 36551 |
|  | Paragon Banking <br> Group PLC<br>| 54066 | 589664 |
|  | PayPoint PLC | 16433 | 150427 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Pearson PLC (PSON <br> LN)<br>| 65542 | $912215 |
|  | Pennon Group PLC | 33756 | 230051 |
|  | Persimmon PLC | 70185 | 1115458 |
|  | Pets at Home Group <br> PLC<br>| 96492 | 271810 |
|  | Pharos Energy PLC | 70803 | 19171 |
|  | Phoenix Group <br> Holdings PLC<br>| 60112 | 532522 |
| \* | Phoenix Spree <br> Deutschland Ltd.<br>| 11400 | 24956 |
| \* | Pinewood <br> Technologies Group <br> PLC<br>| 14060 | 68049 |
|  | Plus500 Ltd. | 23923 | 995423 |
|  | Polar Capital Holdings <br> PLC<br>| 18555 | 139880 |
|  | Pollen Street Group <br> Ltd.<br>| 5061 | 58918 |
|  | Porvair PLC | 6060 | 61058 |
|  | PPHE Hotel Group <br> Ltd.<br>| 2964 | 55731 |
|  | Premier Foods PLC | 243135 | 583172 |
|  | Prudential PLC (PRU <br> LN)<br>| 25140 | 349649 |
| # | Prudential PLC (PUK <br> US), ADR<br>| 96064 | 2676343 |
| \* | PureTech Health PLC <br> (PRTC LN)<br>| 37222 | 64637 |
|  | PZ Cussons PLC | 14878 | 14478 |
| Ω | Quilter PLC | 297906 | 711266 |
|  | Rathbones Group <br> PLC<br>| 8424 | 197454 |
| \*†† | Raven Property Group <br> Ltd.<br>| 60364 | 0 |
|  | Reach PLC | 119446 | 92738 |
|  | Record PLC | 26576 | 20936 |
|  | Redcentric PLC | 6423 | 10120 |
|  | RELX PLC (RELX <br> US), Sponsored <br> ADR<br>| 68073 | 3011534 |
|  | RELX PLC (REN NA) | 22194 | 977505 |
|  | Renew Holdings PLC | 13913 | 169440 |
|  | Rentokil Initial PLC | 240171 | 1340502 |
|  | Rentokil Initial PLC, <br> Sponsored ADR<br>| 15794 | 439389 |
|  | RHI Magnesita NV | 2092 | 57728 |
|  | Rightmove PLC | 160939 | 1413117 |
|  | Rio Tinto PLC (RIO <br> LN)<br>| 30742 | 2216189 |
|  | Rio Tinto PLC (RIO <br> US), Sponsored <br> ADR<br>| 52545 | 3769578 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| \* | Rockhopper <br> Exploration PLC<br>| 117661 | $127202 |
|  | Rotork PLC | 125868 | 566639 |
|  | RS Group PLC | 57181 | 418501 |
|  | RWS Holdings PLC | 18989 | 19315 |
|  | S&U PLC | 1297 | 30385 |
| Ω | Sabre Insurance <br> Group PLC<br>| 13458 | 23696 |
|  | Sage Group PLC | 93685 | 1416083 |
| \* | Savannah Energy <br> PLC<br>| 17472 | 1601 |
|  | Savills PLC | 32429 | 429736 |
|  | Schroders PLC | 95897 | 478538 |
|  | Secure Trust Bank <br> PLC<br>| 2756 | 35287 |
|  | Senior PLC | 27633 | 69214 |
|  | Severfield PLC | 80969 | 31952 |
|  | Severn Trent PLC | 29391 | 1074388 |
| \* | SIG PLC | 196538 | 23285 |
|  | Smith & Nephew PLC <br> (SN LN)<br>| 30741 | 567664 |
| # | Smith & Nephew PLC <br> (SNN US), <br> Sponsored ADR<br>| 10207 | 375822 |
|  | Smiths Group PLC | 26317 | 871463 |
|  | Smiths News PLC | 21046 | 16862 |
|  | Softcat PLC | 32923 | 693737 |
| \* | SolGold PLC | 73049 | 16873 |
|  | Spectris PLC | 7204 | 388637 |
|  | Speedy Hire PLC | 99374 | 35991 |
|  | Spirax Group PLC | 3305 | 308266 |
|  | SSE PLC | 92619 | 2333331 |
|  | SSP Group PLC | 151447 | 306076 |
|  | St. James's Place <br> PLC<br>| 104786 | 1787863 |
|  | Standard Chartered <br> PLC<br>| 221197 | 4540564 |
|  | SThree PLC | 11816 | 24441 |
| \*†† | Studio Retail Group <br> PLC<br>| 18658 | 0 |
|  | Tatton Asset <br> Management PLC<br>| 6940 | 67854 |
|  | Taylor Wimpey PLC | 774490 | 1071306 |
|  | TBC Bank Group <br> PLC<br>| 10223 | 585697 |
|  | Telecom Plus PLC | 16298 | 380155 |
|  | Tesco PLC | 738628 | 4457378 |
| \* | THG PLC | 140586 | 85922 |
|  | Topps Tiles PLC | 31329 | 14189 |
|  | TP ICAP Group PLC | 206004 | 710501 |
| \*Ω | Trainline PLC | 81179 | 267974 |
|  | Travis Perkins PLC | 46770 | 386698 |
|  | Trifast PLC | 11101 | 11078 |
|  | TT Electronics PLC | 42404 | 85986 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| # | Unilever PLC (UL <br> US), Sponsored <br> ADR<br>| 84997 | $5115969 |
|  | United Utilities Group <br> PLC<br>| 74450 | 1174559 |
|  | Vertu Motors PLC | 95932 | 78975 |
|  | Vesuvius PLC | 47869 | 236224 |
|  | Victrex PLC | 7788 | 66177 |
| \* | Videndum PLC | 10334 | 5441 |
| \* | Vistry Group PLC | 99010 | 838680 |
|  | Vodafone Group PLC <br> (VOD LN)<br>| 1488414 | 1801833 |
|  | Volex PLC | 16976 | 83641 |
|  | Volution Group PLC | 29044 | 250837 |
|  | Vp PLC | 2866 | 21437 |
| \*Ω | Watches of <br> Switzerland Group <br> PLC<br>| 24434 | 126118 |
|  | Weir Group PLC  | 24209 | 942405 |
|  | WH Smith PLC | 29668 | 263541 |
|  | Whitbread PLC | 26881 | 1023365 |
|  | Wickes Group PLC | 70220 | 204307 |
|  | Wilmington PLC | 1608 | 6569 |
| \* | Wise PLC, Class A | 15664 | 199184 |
| # | WPP PLC (WPP US), <br> Sponsored ADR<br>| 12115 | 229822 |
| \* | Xaar PLC | 15586 | 25948 |
|  | XPS Pensions Group <br> PLC<br>| 20451 | 90592 |
|  | Zigup PLC | 63954 | 291352 |
|  | Zotefoams PLC | 3726 | 22432 |
| TOTAL UNITED <br> KINGDOM | TOTAL UNITED <br> KINGDOM |  | 184077588 |
| UNITED STATES — (0.1%) | UNITED STATES — (0.1%) | UNITED STATES — (0.1%) | UNITED STATES — (0.1%) |
| \* | ADTRAN Holdings, <br> Inc.<br>| 6238 | 64587 |
| # | International Paper <br> Co.<br>| 37330 | 1461755 |
|  | Royal Gold, Inc. | 3285 | 574185 |
| †† | Theratechnologies, <br> Inc.<br>| 4374 | 1662 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | 2102189 |
| TOTAL COMMON <br> STOCKS | TOTAL COMMON <br> STOCKS |  | 1785820238 |
| PREFERRED STOCKS — (0.4%) | PREFERRED STOCKS — (0.4%) | PREFERRED STOCKS — (0.4%) | PREFERRED STOCKS — (0.4%) |
| GERMANY — (0.4%) | GERMANY — (0.4%) | GERMANY — (0.4%) | GERMANY — (0.4%) |
|  | Bayerische Motoren <br> Werke AG, 5.764%<br>| 4875 | 422349 |
| #Ω | Dr. Ing hc F Porsche <br> AG, 5.074%<br>| 5553 | 290538 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | Draegerwerk AG & <br> Co. KGaA, 2.796%<br>| 2387 | $201146 |
|  | Einhell Germany AG, <br> 1.843%<br>| 1347 | 127745 |
| # | FUCHS SE, 3.020% | 18421 | 824608 |
|  | Henkel AG & Co. <br> KGaA, 2.901%<br>| 16428 | 1330880 |
|  | Jungheinrich AG, <br> 2.591%<br>| 13726 | 490542 |
|  | Porsche Automobil <br> Holding SE, <br> 5.552%<br>| 19901 | 790736 |
|  | Sixt SE, 4.946% | 4430 | 281435 |
|  | STO SE & Co. KGaA, <br> 2.782%<br>| 686 | 94307 |
|  | Volkswagen AG, <br> 7.042%<br>| 21983 | 2289238 |
| TOTAL GERMANY | TOTAL GERMANY |  | 7143524 |
| 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%) |
| \* | Galan Lithium Ltd. <br> Warrants<br>| 1931 | 0 |
| \* | Silver Mines Ltd. <br> Warrants 06/17/26<br>| 4718 | 156 |
| \*†† | Wiluna Mining Corp. <br> Ltd. Warrants<br>| 10550 | 262 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | 418 |
| CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) |
| \* | Constellation <br> Software, Inc. <br> Warrants <br> 03/31/2040<br>| 952 | 0 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (0.0%) | GERMANY — (0.0%) | GERMANY — (0.0%) | GERMANY — (0.0%) |
| #\* | BayWa AG Rights <br> 11/10/2025<br>| 1222 | $2098 |
| ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) |
| #\* | Webuild SpA Warrants <br> 08/02/2030<br>| 1055 | 0 |
| NORWAY — (0.0%) | NORWAY — (0.0%) | NORWAY — (0.0%) | NORWAY — (0.0%) |
| #\* | Vend Marketplaces <br> ASA Rights <br> 11/13/2025<br>| 960 | 2137 |
| SPAIN — (0.0%) | SPAIN — (0.0%) | SPAIN — (0.0%) | SPAIN — (0.0%) |
| \* | Vidrala SA Rights <br> 11/17/2025<br>| 6015 | 28426 |
| SWITZERLAND — (0.0%) | SWITZERLAND — (0.0%) | SWITZERLAND — (0.0%) | SWITZERLAND — (0.0%) |
| \* | Fundamenta Real <br> Estate AG Rights <br> 11/03/2025<br>| 3088 | 137 |
| TOTAL <br> RIGHTS/WARRANTS | TOTAL <br> RIGHTS/WARRANTS |  | 33216 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $1,083,578,066) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $1,083,578,066) |  | 1792996978 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (3.9%) | SECURITIES LENDING COLLATERAL — (3.9%) | SECURITIES LENDING COLLATERAL — (3.9%) | SECURITIES LENDING COLLATERAL — (3.9%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 6292671 | 72787321 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $1,156,365,387) | (Cost $1,156,365,387) |  | $1865784299 |

---

As of October 31, 2025, the value of Rule 144A securities amounted to $39,572,171 or 2.2% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| Australia | &nbsp;&nbsp; $239002 | &nbsp;&nbsp; $103141921 | &nbsp;&nbsp; $3681 | &nbsp;&nbsp; $103384604 |
| Austria | &nbsp;&nbsp; — | &nbsp;&nbsp; 13084789 | &nbsp;&nbsp; — | &nbsp;&nbsp; 13084789 |
| Belgium | &nbsp;&nbsp; 620423 | &nbsp;&nbsp; 17743753 | &nbsp;&nbsp; — | &nbsp;&nbsp; 18364176 |
| Brazil | &nbsp;&nbsp; — | &nbsp;&nbsp; 67893 | &nbsp;&nbsp; — | &nbsp;&nbsp; 67893 |

---

------

**International 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** |
| Canada | &nbsp;&nbsp; $221342330 | &nbsp;&nbsp; $35342 | &nbsp;&nbsp; $725 | &nbsp;&nbsp; $221378397 |
| China | &nbsp;&nbsp; 964089 | &nbsp;&nbsp; 17190 | &nbsp;&nbsp; — | &nbsp;&nbsp; 981279 |
| Denmark | &nbsp;&nbsp; — | &nbsp;&nbsp; 27549683 | &nbsp;&nbsp; — | &nbsp;&nbsp; 27549683 |
| Finland | &nbsp;&nbsp; 106511 | &nbsp;&nbsp; 34037318 | &nbsp;&nbsp; — | &nbsp;&nbsp; 34143829 |
| France | &nbsp;&nbsp; 101648 | &nbsp;&nbsp; 123395249 | &nbsp;&nbsp; — | &nbsp;&nbsp; 123496897 |
| Germany | &nbsp;&nbsp; 5367435 | &nbsp;&nbsp; 130902791 | &nbsp;&nbsp; — | &nbsp;&nbsp; 136270226 |
| Hong Kong | &nbsp;&nbsp; — | &nbsp;&nbsp; 28386427 | &nbsp;&nbsp; 2320 | &nbsp;&nbsp; 28388747 |
| Ireland | &nbsp;&nbsp; — | &nbsp;&nbsp; 13001763 | &nbsp;&nbsp; — | &nbsp;&nbsp; 13001763 |
| Israel | &nbsp;&nbsp; 934560 | &nbsp;&nbsp; 25175394 | &nbsp;&nbsp; — | &nbsp;&nbsp; 26109954 |
| Italy | &nbsp;&nbsp; 1004673 | &nbsp;&nbsp; 68167248 | &nbsp;&nbsp; — | &nbsp;&nbsp; 69171921 |
| Japan | &nbsp;&nbsp; 1250288 | &nbsp;&nbsp; 432545447 | &nbsp;&nbsp; — | &nbsp;&nbsp; 433795735 |
| Netherlands | &nbsp;&nbsp; 19330420 | &nbsp;&nbsp; 57948070 | &nbsp;&nbsp; — | &nbsp;&nbsp; 77278490 |
| New Zealand | &nbsp;&nbsp; — | &nbsp;&nbsp; 5779660 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5779660 |
| Norway | &nbsp;&nbsp; 9617 | &nbsp;&nbsp; 12018193 | &nbsp;&nbsp; — | &nbsp;&nbsp; 12027810 |
| Portugal | &nbsp;&nbsp; — | &nbsp;&nbsp; 8427653 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8427653 |
| Singapore | &nbsp;&nbsp; — | &nbsp;&nbsp; 24873463 | &nbsp;&nbsp; — | &nbsp;&nbsp; 24873463 |
| Spain | &nbsp;&nbsp; — | &nbsp;&nbsp; 59583936 | &nbsp;&nbsp; — | &nbsp;&nbsp; 59583936 |
| Sweden | &nbsp;&nbsp; — | &nbsp;&nbsp; 59731052 | &nbsp;&nbsp; — | &nbsp;&nbsp; 59731052 |
| Switzerland | &nbsp;&nbsp; 7990874 | &nbsp;&nbsp; 94757630 | &nbsp;&nbsp; — | &nbsp;&nbsp; 102748504 |
| United Kingdom | &nbsp;&nbsp; 32488533 | &nbsp;&nbsp; 151589055 | &nbsp;&nbsp; — | &nbsp;&nbsp; 184077588 |
| United States | &nbsp;&nbsp; 574185 | &nbsp;&nbsp; 1526342 | &nbsp;&nbsp; 1662 | &nbsp;&nbsp; 2102189 |
| Preferred Stocks |  |  |  |  |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 7143524 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7143524 |
| Rights/Warrants |  |  |  |  |
| Australia | &nbsp;&nbsp; — | &nbsp;&nbsp; 156 | &nbsp;&nbsp; 262 | &nbsp;&nbsp; 418 |
| Canada | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 2098 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2098 |
| Italy | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Norway | &nbsp;&nbsp; — | &nbsp;&nbsp; 2137 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2137 |
| Spain | &nbsp;&nbsp; — | &nbsp;&nbsp; 28426 | &nbsp;&nbsp; — | &nbsp;&nbsp; 28426 |
| Switzerland | &nbsp;&nbsp; — | &nbsp;&nbsp; 137 | &nbsp;&nbsp; — | &nbsp;&nbsp; 137 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 72787321 | &nbsp;&nbsp; — | &nbsp;&nbsp; 72787321 |
| Total Investments in Securities | &nbsp;&nbsp; $292324588 | &nbsp;&nbsp; $1573451061 | &nbsp;&nbsp; $8,650˂˃ | &nbsp;&nbsp; $1865784299 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| ˂˃ | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning <br> and/or end of the reporting period in relation to net assets.<br>|

---

See accompanying Notes to Financial Statements.

------

**Emerging Markets Social Core Equity Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (98.7%) | COMMON STOCKS — (98.7%) | COMMON STOCKS — (98.7%) | COMMON STOCKS — (98.7%) |
| BRAZIL — (2.4%) | BRAZIL — (2.4%) | BRAZIL — (2.4%) | BRAZIL — (2.4%) |
|  | Allied Tecnologia SA | 36037 | $68391 |
|  | Allos SA | 76700 | 355703 |
|  | Alupar Investimento <br> SA<br>| 54348 | 329122 |
|  | Anima Holding SA | 126923 | 83279 |
|  | Armac Locacao <br> Logistica E Servicos <br> SA<br>| 12200 | 8504 |
|  | Auren Energia SA | 38153 | 77938 |
|  | B3 SA - Brasil Bolsa <br> Balcao<br>| 410022 | 964856 |
|  | Banco Bradesco SA <br> (BBDC3 BZ)<br>| 149904 | 431048 |
|  | Banco BTG Pactual <br> SA<br>| 67330 | 610982 |
|  | Banco do Brasil SA | 154564 | 629179 |
|  | Banco Santander <br> Brasil SA<br>| 304721 | 1763773 |
|  | BB Seguridade <br> Participacoes SA<br>| 111644 | 681699 |
|  | Bemobi Mobile Tech <br> SA<br>| 14400 | 62766 |
|  | Boa Safra Sementes <br> SA<br>| 14576 | 28448 |
|  | BR Advisory Partners <br> Participacoes SA<br>| 21400 | 77168 |
|  | Brisanet Servicos de <br> Telecomunicacoes <br> SA<br>| 71878 | 39680 |
|  | C&A Modas SA | 66500 | 200861 |
|  | Caixa Seguridade <br> Participacoes SA<br>| 14598 | 40620 |
|  | Camil Alimentos SA | 28423 | 28952 |
|  | Centrais Eletricas <br> Brasileiras SA<br>| 111993 | 1159909 |
| \* | Cia Brasileira de <br> Aluminio<br>| 71133 | 68621 |
| \* | Cia Brasileira de <br> Distribuicao<br>| 156777 | 109570 |
|  | Cia de Saneamento <br> Basico do Estado <br> de Sao Paulo <br> SABESP (SBSP3 <br> BZ)<br>| 48336 | 1184423 |
|  | Cia de Saneamento <br> de Minas Gerais <br> Copasa MG<br>| 65721 | 461639 |
|  | Cia De Sanena Do <br> Parana (SAPR11 <br> BZ)<br>| 101609 | 651210 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | Cia De Sanena Do <br> Parana (SAPR3 <br> BZ)<br>| 56200 | $74586 |
|  | Cia Energetica de <br> Minas Gerais <br> (CMIG3 BZ)<br>| 71430 | 193049 |
|  | Cia Paranaense de <br> Energia - Copel<br>| 136245 | 332005 |
|  | Cia Siderurgica <br> Nacional SA <br> (CSNA3 BZ)<br>| 198667 | 348594 |
| # | Cia Siderurgica <br> Nacional SA (SID <br> US), Sponsored <br> ADR<br>| 83216 | 146460 |
|  | Cogna Educacao SA | 809314 | 562614 |
|  | Construtora Tenda <br> SA<br>| 27300 | 119604 |
| \* | Cosan SA | 78895 | 90187 |
|  | CPFL Energia SA | 32700 | 252850 |
|  | Cruzeiro do Sul <br> Educacional SA<br>| 101200 | 109666 |
|  | CSU Digital SA | 10300 | 34174 |
|  | Cury Construtora e <br> Incorporadora SA<br>| 53211 | 345578 |
|  | Cyrela Brazil Realty <br> SA <br> Empreendimentos e <br> Participacoes<br>| 128578 | 728217 |
| Ω | Desktop SA | 34200 | 97261 |
|  | Dexco SA | 134824 | 134324 |
|  | Dimed SA <br> Distribuidora da <br> Medicamentos<br>| 35229 | 61488 |
|  | Direcional Engenharia <br> SA<br>| 96090 | 303276 |
|  | EcoRodovias <br> Infraestrutura e <br> Logistica SA<br>| 86705 | 128447 |
|  | Embraer SA (EMBR3 <br> BZ)<br>| 293644 | 4748017 |
|  | Embraer SA (ERJ <br> US), Sponsored <br> ADR<br>| 16322 | 1052443 |
|  | Empreendimentos <br> Pague Menos SA<br>| 131619 | 95412 |
|  | Energisa SA | 74717 | 719817 |
| \* | Eneva SA | 156175 | 531522 |
|  | Engie Brasil Energia <br> SA<br>| 35211 | 261794 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | Equatorial Energia <br> SA<br>| 169616 | $1155480 |
|  | Even Construtora e <br> Incorporadora SA<br>| 50000 | 69239 |
|  | Ez Tec <br> Empreendimentos e <br> Participacoes SA<br>| 50000 | 172399 |
|  | Fleury SA | 99053 | 267887 |
|  | Fras-Le SA | 17391 | 74187 |
| # | Gerdau SA, <br> Sponsored ADR<br>| 135564 | 473118 |
| Ω | GPS Participacoes e <br> Empreendimentos <br> SA<br>| 63460 | 224353 |
|  | Grendene SA | 103933 | 101616 |
| \* | Grupo Casas Bahia <br> SA<br>| 33407 | 22354 |
|  | Grupo Mateus SA | 171441 | 205221 |
|  | Grupo SBF SA | 51382 | 123299 |
|  | Guararapes <br> Confeccoes SA<br>| 48436 | 91201 |
|  | Iochpe Maxion SA | 67079 | 136528 |
|  | Irani Papel e <br> Embalagem SA<br>| 36500 | 60517 |
| \* | IRB-Brasil Resseguros <br> SA<br>| 41517 | 380759 |
| \* | Jalles Machado SA | 58932 | 30014 |
| \* | JBS NV, BDR | 79724 | 1059391 |
|  | JHSF Participacoes <br> SA<br>| 181166 | 221914 |
|  | JSL SA | 38756 | 38900 |
|  | Kepler Weber SA | 41632 | 71580 |
|  | Klabin SA | 281682 | 944534 |
|  | Lavvi <br> Empreendimentos <br> Imobiliarios SA<br>| 21000 | 58356 |
|  | Localiza Rent a Car <br> SA<br>| 132508 | 971406 |
|  | LOG Commercial <br> Properties e <br> Participacoes SA<br>| 15776 | 69497 |
| \* | Log-in Logistica <br> Intermodal SA<br>| 8233 | 50500 |
|  | Lojas Quero-Quero <br> SA<br>| 81511 | 31817 |
|  | Lojas Renner SA | 413067 | 1139400 |
| Ω | LWSA SA | 130077 | 94536 |
|  | M Dias Branco SA | 16498 | 89912 |
|  | Magazine Luiza SA | 120786 | 190161 |
|  | Mahle Metal Leve SA | 16000 | 88715 |
|  | Marcopolo SA | 72423 | 91808 |
|  | MBRF Global Foods <br> Co. SA<br>| 134317 | 446146 |
| \*Ω | Meliuz SA | 12800 | 10635 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | Melnick Even <br> Desenvolvimento <br> Imobiliario SA<br>| 48100 | $35137 |
|  | Mills Locacao <br> Servicos e Logistica <br> SA<br>| 48740 | 118227 |
| \* | Minerva SA | 131963 | 176116 |
| Ω | Mitre Realty <br> Empreendimentos E <br> Participacoes LTDA<br>| 14672 | 9981 |
|  | Motiva Infraestrutura <br> de Mobilidade SA<br>| 234983 | 693599 |
|  | Moura Dubeux <br> Engenharia SA<br>| 34692 | 178298 |
|  | Movida Participacoes <br> SA<br>| 104549 | 159157 |
|  | MPM Corporeos SA | 18717 | 4001 |
| \* | MRV Engenharia e <br> Participacoes SA<br>| 154680 | 217359 |
|  | Multiplan <br> Empreendimentos <br> Imobiliarios SA<br>| 68720 | 351139 |
| \* | Natura Cosmeticos <br> SA<br>| 257208 | 430756 |
|  | Neoenergia SA | 48449 | 262780 |
| \* | Oceanpact Servicos <br> Maritimos SA<br>| 50600 | 71386 |
|  | Odontoprev SA | 107745 | 254945 |
| \* | Oncoclinicas do Brasil <br> Servicos Medicos <br> SA<br>| 82664 | 33342 |
| \* | PBG SA | 13100 | 9302 |
|  | Pet Center Comercio <br> e Participacoes SA<br>| 40398 | 27933 |
|  | Plano & Plano <br> Desenvolvimento <br> Imobiliario SA<br>| 23638 | 64192 |
|  | Porto Seguro SA | 55082 | 491954 |
|  | Positivo Tecnologia <br> SA<br>| 41500 | 31704 |
|  | Priner Servicos <br> Industriais SA<br>| 13076 | 37187 |
|  | Profarma Distribuidora <br> de Produtos <br> Farmaceuticos SA<br>| 17600 | 27480 |
|  | Qualicorp Consultoria <br> e Corretora de <br> Seguros SA<br>| 114500 | 57676 |
|  | Raia Drogasil SA | 145981 | 542685 |
|  | Romi SA | 23611 | 35724 |
|  | Rumo SA | 75557 | 223585 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | Sao Carlos <br> Empreendimentos e <br> Participacoes SA<br>| 8500 | $33068 |
|  | Sao Martinho SA | 64495 | 168312 |
| # | Sendas Distribuidora <br> SA (ASAI US), <br> ADR<br>| 3275 | 25774 |
|  | Sendas Distribuidora <br> SA (ASAI3 BZ)<br>| 472925 | 755984 |
| Ω | Ser Educacional SA | 53300 | 100855 |
|  | Simpar SA | 127984 | 109905 |
|  | Smartfit Escola de <br> Ginastica e Danca <br> SA<br>| 90466 | 423412 |
|  | Suzano SA (SUZB3 <br> BZ)<br>| 136027 | 1236138 |
|  | SYN prop e tech SA | 18318 | 17092 |
|  | Tegma Gestao <br> Logistica SA<br>| 15888 | 107585 |
| # | Telefonica Brasil SA <br> (VIV US), ADR<br>| 9148 | 109136 |
|  | Telefonica Brasil SA <br> (VIVT3 BZ)<br>| 61280 | 364950 |
|  | TIM SA | 175400 | 791916 |
|  | TOTVS SA | 50470 | 416241 |
|  | Transmissora Alianca <br> de Energia Eletrica <br> SA<br>| 113353 | 802749 |
|  | Tres Tentos <br> Agroindustrial SA<br>| 39609 | 117871 |
|  | Trisul SA | 36300 | 51549 |
|  | Tupy SA | 18025 | 41478 |
|  | Ultrapar Participacoes <br> SA (UGPA3 BZ)<br>| 203746 | 810826 |
|  | Unifique <br> Telecomunicacoes <br> SA<br>| 60533 | 54233 |
|  | Unipar Carbocloro SA | 8007 | 89149 |
| \* | Usinas Siderurgicas <br> de Minas Gerais SA <br> Usiminas<br>| 33890 | 35465 |
|  | Valid Solucoes e <br> Servicos de <br> Seguranca em <br> Meios de <br> Pagamento e <br> Identificacao SA<br>| 29487 | 121402 |
|  | Vamos Locacao de <br> Caminhoes <br> Maquinas e <br> Equipamentos SA<br>| 148561 | 89469 |
|  | Vibra Energia SA | 413240 | 1828105 |
|  | Vittia SA | 10800 | 9696 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | Vivara Participacoes <br> SA<br>| 42200 | $244731 |
|  | Vulcabras SA | 19619 | 84238 |
|  | WEG SA | 118622 | 928259 |
|  | Wiz Co. | 40564 | 62656 |
|  | XP, Inc., BDR | 1810 | 32713 |
|  | YDUQS Participacoes <br> SA<br>| 118206 | 312216 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | 45769924 |
| CHILE — (0.5%) | CHILE — (0.5%) | CHILE — (0.5%) | CHILE — (0.5%) |
|  | Administradora de <br> Fondos de <br> Pensiones Habitat <br> SA<br>| 11091 | 17158 |
|  | Aguas Andinas SA, <br> Class A<br>| 674200 | 256892 |
|  | Banco de Chile (BCH <br> US), ADR<br>| 16828 | 587475 |
|  | Banco de Chile <br> (CHILE CI)<br>| 282034 | 48798 |
|  | Banco de Credito e <br> Inversiones SA<br>| 6644 | 340979 |
|  | Banco Itau Chile SA | 1331 | 24167 |
|  | Banco Santander <br> Chile (BSAC US), <br> ADR<br>| 4755 | 136468 |
|  | Banco Santander <br> Chile (BSAN CI)<br>| 3875177 | 279994 |
|  | Besalco SA | 205938 | 242065 |
|  | Bicecorp SA | 567450 | 198671 |
|  | Camanchaca SA | 88516 | 5897 |
| \* | CAP SA | 16180 | 108119 |
|  | Cencosud SA | 200467 | 620929 |
|  | Cencosud Shopping <br> SA<br>| 80784 | 191585 |
|  | Cia Sud Americana de <br> Vapores SA<br>| 3476903 | 172828 |
|  | Colbun SA | 1485053 | 223197 |
|  | Embotelladora Andina <br> SA, ADR, Class B<br>| 15059 | 407497 |
|  | Empresa Nacional de <br> Telecomunicaciones <br> SA<br>| 83386 | 397210 |
|  | Empresas CMPC SA | 142455 | 205729 |
|  | Empresas Copec SA | 56986 | 407084 |
|  | Empresas Lipigas SA | 1910 | 13006 |
|  | Enel Americas SA <br> (ENELAM CI)<br>| 1165369 | 110176 |
|  | Enel Chile SA <br> (ENELCHIL CI)<br>| 3169581 | 241927 |
|  | Engie Energia Chile <br> SA<br>| 133161 | 191833 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHILE — (Continued) | CHILE — (Continued) | CHILE — (Continued) | CHILE — (Continued) |
|  | Falabella SA | 34760 | $218883 |
|  | Forus SA | 32824 | 75889 |
|  | Inversiones Aguas <br> Metropolitanas SA<br>| 190669 | 192273 |
|  | Latam Airlines Group <br> SA<br>| 12948571 | 294278 |
| # | Latam Airlines Group <br> SA, ADR<br>| 2239 | 100733 |
| \* | Masisa SA | 791131 | 13429 |
|  | Molibdenos y Metales <br> SA<br>| 3068 | 17281 |
| \* | Multiexport Foods SA | 291740 | 80865 |
|  | Parque Arauco SA | 172785 | 481727 |
|  | PAZ Corp. SA | 82712 | 65856 |
|  | Plaza SA | 83689 | 235499 |
|  | Ripley Corp. SA | 445297 | 216367 |
|  | Salfacorp SA | 245029 | 269127 |
|  | Sigdo Koppers SA | 163912 | 238464 |
|  | SMU SA | 1385118 | 225231 |
|  | Sociedad Matriz <br> SAAM SA<br>| 2690476 | 356248 |
| #\* | Sociedad Quimica y <br> Minera de Chile SA, <br> Sponsored ADR<br>| 8678 | 425135 |
| \* | Socovesa SA | 166772 | 27545 |
|  | SONDA SA | 209074 | 75833 |
| TOTAL CHILE | TOTAL CHILE |  | 9040347 |
| CHINA — (27.5%) | CHINA — (27.5%) | CHINA — (27.5%) | CHINA — (27.5%) |
|  | 360 Security <br> Technology, Inc., <br> Class A<br>| 16100 | 27097 |
|  | 361 Degrees <br> International Ltd.<br>| 454000 | 343384 |
|  | 37 Interactive <br> Entertainment <br> Network Technology <br> Group Co. Ltd., <br> Class A<br>| 26200 | 76496 |
|  | 5I5J Holding Group <br> Co. Ltd., Class A<br>| 119400 | 48187 |
|  | AAC Technologies <br> Holdings, Inc.<br>| 342500 | 1760585 |
|  | ABA Chemicals Corp., <br> Class A<br>| 27800 | 28381 |
|  | Accelink Technologies <br> Co. Ltd., Class A<br>| 3600 | 31811 |
| \* | ADAMA Ltd., Class A | 24500 | 22129 |
|  | Advanced <br> Micro-Fabrication <br> Equipment, Inc. <br> China, Class A<br>| 739 | 29033 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Advanced Technology <br> & Materials Co. <br> Ltd., Class A<br>| 15400 | $45998 |
| \* | AECC Aero Science & <br> Technology Co. <br> Ltd., Class A<br>| 10500 | 39608 |
|  | AECC Aero-Engine <br> Control Co. Ltd., <br> Class A<br>| 14900 | 39316 |
| \* | Aerospace Hi-Tech <br> Holdings Group <br> Ltd., Class A<br>| 26500 | 71023 |
|  | Aerospace Intelligent <br> Manufacturing <br> Technology Co. <br> Ltd., Class A<br>| 23100 | 64950 |
| \* | Agile Group Holdings <br> Ltd.<br>| 986749 | 53188 |
| \* | Agora, Inc., ADR | 29510 | 104760 |
|  | Agricultural Bank of <br> China Ltd., Class H<br>| 3018000 | 2302363 |
|  | Aier Eye Hospital <br> Group Co. Ltd., <br> Class A<br>| 95925 | 165076 |
| \* | AIM Vaccine Co. Ltd., <br> Class H<br>| 55200 | 27789 |
| \*Ω | AInnovation <br> Technology Group <br> Co. Ltd., Class H<br>| 26800 | 23113 |
| \* | Air China Ltd., <br> Class H<br>| 584000 | 429147 |
|  | Aisino Corp., Class A | 29000 | 33889 |
|  | Ajisen China Holdings <br> Ltd.<br>| 284000 | 35789 |
| #Ω | AK Medical Holdings <br> Ltd.<br>| 122000 | 92265 |
| #\*Ω | Akeso, Inc. | 21000 | 305779 |
|  | Alibaba Group Holding <br> Ltd. (9988 HK)<br>| 1797200 | 38242145 |
|  | Alibaba Group Holding <br> Ltd. (BABA US), <br> Sponsored ADR<br>| 2114 | 360289 |
| \* | Alibaba Health <br> Information <br> Technology Ltd.<br>| 344000 | 256585 |
| Ω | A-Living Smart City <br> Services Co. Ltd., <br> Class H<br>| 332500 | 105783 |
|  | Allmed Medical <br> Products Co. Ltd., <br> Class A<br>| 22700 | 34757 |
| \* | Alpha Group, Class A | 16700 | 20377 |
| \*Ω | Alphamab Oncology | 38000 | 56245 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Amlogic Shanghai Co. <br> Ltd., Class A<br>| 3199 | $38666 |
|  | Amoy Diagnostics Co. <br> Ltd., Class A<br>| 16940 | 54378 |
|  | Amrita Global <br> Development Ltd.<br>| 164000 | 12663 |
|  | Andon Health Co. <br> Ltd., Class A<br>| 4000 | 22783 |
|  | ANE Cayman, Inc. | 243500 | 359550 |
| #Ω | Angelalign <br> Technology, Inc.<br>| 12600 | 103425 |
|  | Anhui Anfu Battery <br> Technology Co. <br> Ltd., Class A<br>| 6400 | 36253 |
|  | Anhui Anke <br> Biotechnology <br> Group Co. Ltd., <br> Class A<br>| 30536 | 46741 |
|  | Anhui Construction <br> Engineering Group <br> Co. Ltd., Class A<br>| 66500 | 44306 |
| # | Anhui Expressway Co. <br> Ltd., Class H<br>| 148000 | 234974 |
|  | Anhui Guangxin <br> Agrochemical Co. <br> Ltd., Class A<br>| 23263 | 38330 |
|  | Anhui Heli Co. Ltd., <br> Class A<br>| 17000 | 49791 |
|  | Anhui Honglu Steel <br> Construction Group <br> Co. Ltd., Class A<br>| 21260 | 54111 |
|  | Anhui Huilong <br> Agricultural Means <br> of Production Co. <br> Ltd., Class A<br>| 38700 | 31365 |
|  | Anhui Jiangnan <br> Chemical Industry <br> Co. Ltd., Class A<br>| 94360 | 85055 |
|  | Anhui Jinhe Industrial <br> Co. Ltd., Class A<br>| 12105 | 34170 |
| \* | Anhui Tatfook <br> Technology Co. <br> Ltd., Class A<br>| 12200 | 19889 |
|  | Anhui Transport <br> Consulting & <br> Design Institute Co. <br> Ltd., Class A<br>| 32280 | 38720 |
| \* | Anhui Truchum <br> Advanced Materials <br> & Technology Co. <br> Ltd., Class A<br>| 32400 | 60719 |
|  | Anhui Xinhua Media <br> Co. Ltd., Class A<br>| 27100 | 25520 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Anhui Yingliu <br> Electromechanical <br> Co. Ltd., Class A<br>| 7900 | $44285 |
|  | Anhui Zhongding <br> Sealing Parts Co. <br> Ltd., Class A<br>| 27700 | 89268 |
|  | Anji Microelectronics <br> Technology <br> Shanghai Co. Ltd., <br> Class A<br>| 2275 | 62965 |
|  | Anjoy Foods Group <br> Co. Ltd., Class A<br>| 6300 | 65431 |
|  | Anker Innovations <br> Technology Co. <br> Ltd., Class A<br>| 5460 | 89796 |
|  | Anshan Hifichem Co. <br> Ltd., Class A<br>| 10800 | 21131 |
|  | ANTA Sports Products <br> Ltd.<br>| 381000 | 3976927 |
| \*Ω | Antengene Corp. Ltd. | 34500 | 23029 |
|  | Anton Oilfield Services <br> Group<br>| 1610000 | 217746 |
|  | Aoshikang Technology <br> Co. Ltd., Class A<br>| 8200 | 44560 |
|  | Aotecar New Energy <br> Technology Group <br> Co. Ltd., Class A<br>| 119900 | 53632 |
| \* | Aowei Holdings Ltd. | 78000 | 2499 |
|  | Apeloa <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 31300 | 68379 |
|  | Appotronics Corp. <br> Ltd., Class A<br>| 12037 | 30504 |
|  | APT Medical, Inc., <br> Class A<br>| 1821 | 70682 |
|  | APT Satellite Holdings <br> Ltd.<br>| 234000 | 63904 |
|  | Arctech Solar Holding <br> Co. Ltd., Class A<br>| 8868 | 53403 |
| \*Ω | Arrail Group Ltd. | 44500 | 10813 |
| \* | Asia - Potash <br> International <br> Investment <br> Guangzhou Co. <br> Ltd., Class A<br>| 12900 | 75713 |
| #Ω | AsiaInfo Technologies <br> Ltd.<br>| 144400 | 167744 |
|  | Asian Star Anchor <br> Chain Co. Ltd. <br> Jiangsu, Class A<br>| 23800 | 34535 |
|  | Asymchem <br> Laboratories Tianjin <br> Co. Ltd., Class A<br>| 2500 | 34468 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Aurisco <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 7400 | $24176 |
|  | Autel Intelligent <br> Technology Corp. <br> Ltd., Class A<br>| 10701 | 57974 |
|  | Autobio Diagnostics <br> Co. Ltd., Class A<br>| 12410 | 67066 |
|  | Autohome, Inc., ADR | 13588 | 342418 |
|  | Avary Holding <br> Shenzhen Co. Ltd., <br> Class A<br>| 24500 | 180593 |
|  | AviChina Industry & <br> Technology Co. <br> Ltd., Class H<br>| 1214000 | 618405 |
|  | Bafang Electric <br> Suzhou Co. Ltd., <br> Class A<br>| 6440 | 25327 |
| \*Ω | BAIC Motor Corp. <br> Ltd., Class H<br>| 1137500 | 294135 |
| \* | Baidu, Inc. (9888 HK), <br> Class A<br>| 349500 | 5290112 |
| \* | Baidu, Inc. (BIDU US), <br> Sponsored ADR<br>| 4316 | 521675 |
| Ω | BAIOO Family <br> Interactive Ltd.<br>| 594000 | 39773 |
| \*Ω | Bairong, Inc. | 129000 | 163337 |
|  | Baiyin Nonferrous <br> Group Co. Ltd., <br> Class A<br>| 56300 | 41882 |
|  | Bank of Beijing Co. <br> Ltd., Class A<br>| 275900 | 216852 |
|  | Bank of Changsha <br> Co. Ltd., Class A<br>| 65796 | 88545 |
|  | Bank of Chengdu Co. <br> Ltd., Class A<br>| 78900 | 186491 |
|  | Bank of China Ltd., <br> Class H<br>| 7249356 | 4104899 |
|  | Bank of Chongqing <br> Co. Ltd., Class H<br>| 349500 | 360691 |
|  | Bank of <br> Communications <br> Co. Ltd., Class H<br>| 955580 | 848842 |
| \* | Bank of Gansu Co. <br> Ltd., Class H<br>| 392000 | 12521 |
|  | Bank of Guiyang Co. <br> Ltd., Class A<br>| 76817 | 65672 |
|  | Bank of Hangzhou <br> Co. Ltd., Class A<br>| 98500 | 217391 |
|  | Bank of Jiangsu Co. <br> Ltd., Class A<br>| 291020 | 441315 |
|  | Bank of Nanjing Co. <br> Ltd., Class A<br>| 168200 | 267538 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Bank of Ningbo Co. <br> Ltd., Class A<br>| 105858 | $421943 |
| Ω | Bank of Qingdao Co. <br> Ltd., Class H<br>| 444000 | 245469 |
|  | Bank of Shanghai Co. <br> Ltd., Class A<br>| 190100 | 253727 |
|  | Bank of Suzhou Co. <br> Ltd., Class A<br>| 94050 | 109338 |
|  | Bank of Xi'an Co. Ltd., <br> Class A<br>| 56500 | 30888 |
| Ω | Bank of Zhengzhou <br> Co. Ltd., Class H<br>| 94501 | 15571 |
| \* | Baoding Tianwei <br> Baobian Electric <br> Co. Ltd., Class A<br>| 19100 | 22746 |
|  | Baoji Titanium <br> Industry Co. Ltd., <br> Class A<br>| 6200 | 27934 |
| \* | Baosheng Science & <br> Technology <br> Innovation Co. Ltd., <br> Class A<br>| 41100 | 30673 |
|  | Baowu Magnesium <br> Technology Co. <br> Ltd., Class A<br>| 38676 | 77835 |
|  | Baoxiniao Holding Co. <br> Ltd., Class A<br>| 25700 | 14195 |
|  | Baoye Group Co. Ltd., <br> Class H<br>| 98000 | 52444 |
| \* | Baozun, Inc. (9991 <br> HK), Class A<br>| 21500 | 23975 |
| \* | Baozun, Inc. (BZUN <br> US), Sponsored <br> ADR<br>| 15148 | 49685 |
| \* | Be Friends Holding <br> Ltd.<br>| 350000 | 51349 |
|  | Bear Electric <br> Appliance Co. Ltd., <br> Class A<br>| 6000 | 40660 |
|  | Beauty Farm Medical <br> & Health Industry, <br> Inc.<br>| 18500 | 73338 |
|  | Befar Group Co. Ltd., <br> Class A<br>| 63400 | 38507 |
|  | Beibuwan Port Co. <br> Ltd., Class A<br>| 64100 | 78937 |
|  | Beijing Balance <br> Medical Technology <br> Co. Ltd., Class A<br>| 1936 | 31163 |
| \* | Beijing BDStar <br> Navigation Co. Ltd., <br> Class A<br>| 7100 | 30060 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Beijing Bei Mo Gao <br> Ke Friction Material <br> Co. Ltd., Class A<br>| 5330 | $22328 |
| \* | Beijing Capital <br> Development Co. <br> Ltd., Class A<br>| 84000 | 72553 |
|  | Beijing Capital <br> Eco-Environment <br> Protection Group <br> Co. Ltd., Class A<br>| 183110 | 82115 |
| #\* | Beijing Capital <br> International Airport <br> Co. Ltd., Class H<br>| 846000 | 303650 |
|  | Beijing Changjiu <br> Logistics Corp., <br> Class A<br>| 19200 | 22239 |
|  | Beijing Chunlizhengda <br> Medical Instruments <br> Co. Ltd., Class H<br>| 18750 | 45755 |
|  | Beijing Dabeinong <br> Technology Group <br> Co. Ltd., Class A<br>| 58588 | 33911 |
|  | Beijing Dahao <br> Technology Corp. <br> Ltd., Class A<br>| 12201 | 32828 |
|  | Beijing Easpring <br> Material Technology <br> Co. Ltd., Class A<br>| 4900 | 47544 |
| \* | Beijing eGOVA Co. <br> Ltd., Class A<br>| 9620 | 22119 |
|  | Beijing Energy <br> International <br> Holding Co. Ltd.<br>| 403600 | 63857 |
|  | Beijing Enlight Media <br> Co. Ltd., Class A<br>| 8500 | 20261 |
| # | Beijing Enterprises <br> Water Group Ltd.<br>| 1940000 | 623535 |
|  | Beijing Fengjing <br> Automotive Parts <br> Co. Ltd.<br>| 39000 | 20957 |
|  | Beijing Gehua CATV <br> Network Co. Ltd., <br> Class A<br>| 25400 | 28724 |
|  | Beijing GeoEnviron <br> Engineering & <br> Technology, Inc., <br> Class A<br>| 56956 | 60406 |
| \* | Beijing Haixin Energy <br> Technology Co. <br> Ltd., Class A<br>| 94100 | 54089 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Beijing Haohua <br> Energy Resource <br> Co. Ltd., Class A<br>| 60000 | $65107 |
|  | Beijing Jetsen <br> Technology Co. <br> Ltd., Class A<br>| 86700 | 80783 |
|  | Beijing Jingyeda <br> Technology Co. <br> Ltd., Class A<br>| 7280 | 22167 |
| \* | Beijing Jingyuntong <br> Technology Co. <br> Ltd., Class A<br>| 104200 | 60050 |
|  | Beijing Kingsoft Office <br> Software, Inc., <br> Class A<br>| 915 | 46178 |
| \* | Beijing Leike Defense <br> Technology Co. <br> Ltd., Class A<br>| 41800 | 32376 |
|  | Beijing New Building <br> Materials PLC, <br> Class A<br>| 29454 | 98419 |
| \* | Beijing North Star Co. <br> Ltd., Class H<br>| 420000 | 46990 |
|  | Beijing Oriental <br> Jicheng Co. Ltd., <br> Class A<br>| 5500 | 23007 |
|  | Beijing Originwater <br> Technology Co. <br> Ltd., Class A<br>| 59567 | 36518 |
|  | Beijing Roborock <br> Technology Co. <br> Ltd., Class A<br>| 1928 | 44272 |
|  | Beijing Sanlian Hope <br> Shin-Gosen <br> Technical Service <br> Co. Ltd., Class A<br>| 14400 | 33647 |
|  | Beijing Sanyuan <br> Foods Co. Ltd., <br> Class A<br>| 57198 | 38933 |
|  | Beijing Shougang Co. <br> Ltd., Class A<br>| 86200 | 50909 |
|  | Beijing Sifang <br> Automation Co. <br> Ltd., Class A<br>| 7900 | 31267 |
|  | Beijing Sinnet <br> Technology Co. <br> Ltd., Class A<br>| 15200 | 29136 |
| \* | Beijing Sinohytec Co. <br> Ltd., Class H<br>| 4300 | 16271 |
|  | Beijing SL <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 37800 | 40091 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Beijing Sojo Electric <br> Co. Ltd., Class A<br>| 21900 | $23665 |
| \* | Beijing SPC <br> Environment <br> Protection Tech Co. <br> Ltd., Class A<br>| 81800 | 45996 |
|  | Beijing Strong <br> Biotechnologies, <br> Inc., Class A<br>| 21600 | 41484 |
| \* | Beijing SuperMap <br> Software Co. Ltd., <br> Class A<br>| 11000 | 26833 |
|  | Beijing Teamsun <br> Technology Co. <br> Ltd., Class A<br>| 19200 | 51610 |
| \* | Beijing Thunisoft <br> Corp. Ltd., Class A<br>| 24500 | 27589 |
|  | Beijing Tiantan <br> Biological Products <br> Corp. Ltd., Class A<br>| 23624 | 61183 |
|  | Beijing Tricolor <br> Technology Co. <br> Ltd., Class A<br>| 4300 | 104148 |
|  | Beijing Ultrapower <br> Software Co. Ltd., <br> Class A<br>| 24200 | 41376 |
|  | Beijing United <br> Information <br> Technology Co. <br> Ltd., Class A<br>| 17718 | 70770 |
| Ω | Beijing Urban <br> Construction Design <br> & Development <br> Group Co. Ltd., <br> Class H<br>| 125000 | 23137 |
|  | Beijing Wandong <br> Medical Technology <br> Co. Ltd., Class A<br>| 18300 | 40842 |
| \* | Beijing Watertek <br> Information <br> Technology Co. <br> Ltd., Class A<br>| 55100 | 47554 |
|  | Beijing Yuanliu <br> Hongyuan <br> Electronic <br> Technology Co. <br> Ltd., Class A<br>| 4300 | 30469 |
|  | Beijing Zhong Ke San <br> Huan High-Tech Co. <br> Ltd., Class A<br>| 18940 | 37045 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Beijing-Shanghai High <br> Speed Railway Co. <br> Ltd., Class A<br>| 503400 | $367087 |
| \* | Beiqi Foton Motor Co. <br> Ltd., Class A<br>| 144800 | 61087 |
|  | Best Pacific <br> International <br> Holdings Ltd.<br>| 54000 | 22766 |
|  | Bestechnic Shanghai <br> Co. Ltd., Class A<br>| 704 | 24348 |
|  | Bestore Co. Ltd., <br> Class A<br>| 18500 | 32230 |
| \* | Bestway Marine & <br> Energy Technology <br> Co. Ltd., Class A<br>| 36800 | 34920 |
|  | Bethel Automotive <br> Safety Systems Co. <br> Ltd., Class A<br>| 9367 | 66124 |
|  | Betta Pharmaceuticals <br> Co. Ltd., Class A<br>| 5000 | 39971 |
|  | Beyondsoft Corp., <br> Class A<br>| 20000 | 38350 |
|  | Biem.L.Fdlkk Garment <br> Co. Ltd., Class A<br>| 23200 | 52127 |
| \* | Bilibili, Inc., Class Z | 18560 | 560567 |
|  | Binhai Investment Co. <br> Ltd.<br>| 156888 | 22133 |
|  | Binjiang Service <br> Group Co. Ltd.<br>| 33500 | 106193 |
| \* | Biocytogen <br> Pharmaceuticals <br> Beijing Co. Ltd., <br> Class H<br>| 7500 | 27105 |
|  | Black Peony Group <br> Co. Ltd., Class A<br>| 31440 | 37802 |
|  | Bloomage <br> Biotechnology Corp. <br> Ltd. (688363 C1), <br> Class A<br>| 4323 | 32793 |
| #Ω | Blue Moon Group <br> Holdings Ltd.<br>| 320500 | 122536 |
| \* | Blue Sail Medical Co. <br> Ltd., Class A<br>| 38300 | 29599 |
| \* | Bluefocus Intelligent <br> Communications <br> Group Co. Ltd., <br> Class A<br>| 34440 | 35574 |
|  | Bluestar Adisseo Co., <br> Class A<br>| 14500 | 19175 |
| Ω | BOC Aviation Ltd. | 103800 | 909879 |
|  | BOC International <br> China Co. Ltd., <br> Class A<br>| 24700 | 48838 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | BOE HC SemiTek <br> Corp.<br>| 20000 | $22392 |
| \* | Bohai Leasing Co. <br> Ltd., Class A<br>| 164200 | 82493 |
| \* | Bomin Electronics Co. <br> Ltd., Class A<br>| 17500 | 29190 |
|  | Bosideng International <br> Holdings Ltd.<br>| 1702000 | 1041477 |
|  | BOTH Engineering <br> Technology Co. <br> Ltd., Class A<br>| 12600 | 22076 |
| # | Boyaa Interactive <br> International Ltd.<br>| 48000 | 32940 |
|  | Bright Dairy & Food <br> Co. Ltd., Class A<br>| 40669 | 47794 |
| # | Brilliance China <br> Automotive <br> Holdings Ltd.<br>| 1238000 | 609138 |
|  | Bros Eastern Co. Ltd., <br> Class A<br>| 43300 | 32518 |
| \* | B-Soft Co. Ltd., <br> Class A<br>| 27200 | 18169 |
|  | BTG Hotels Group <br> Co. Ltd., Class A<br>| 29400 | 60052 |
| \* | Business-intelligence <br> of Oriental Nations <br> Corp. Ltd., Class A<br>| 18900 | 28062 |
|  | BYD Co. Ltd., <br> Class H<br>| 646000 | 8346309 |
|  | BYD Electronic <br> International Co. <br> Ltd.<br>| 358000 | 1680676 |
|  | By-health Co. Ltd., <br> Class A<br>| 30000 | 52914 |
| \* | C C Land Holdings <br> Ltd.<br>| 726187 | 111192 |
|  | C&D International <br> Investment Group <br> Ltd.<br>| 330228 | 678273 |
|  | C&D Property <br> Management Group <br> Co. Ltd.<br>| 296000 | 110401 |
|  | C&S Paper Co. Ltd., <br> Class A<br>| 39900 | 44688 |
|  | Caitong Securities Co. <br> Ltd., Class A<br>| 60550 | 73211 |
| \*Ω | CALB Group Co. Ltd., <br> Class H<br>| 60200 | 259487 |
| \* | Cambricon <br> Technologies Corp. <br> Ltd., Class A<br>| 295 | 57016 |
|  | Camel Group Co. Ltd., <br> Class A<br>| 43600 | 62527 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Cangzhou Mingzhu <br> Plastic Co. Ltd., <br> Class A<br>| 59800 | $39198 |
|  | Canmax Technologies <br> Co. Ltd., Class A<br>| 12820 | 54777 |
|  | Canny Elevator Co. <br> Ltd., Class A<br>| 25500 | 26310 |
| \*Ω | CanSino Biologics, <br> Inc., Class H<br>| 20200 | 120102 |
|  | Castech, Inc., <br> Class A<br>| 7730 | 50343 |
|  | Cathay Biotech, Inc., <br> Class A<br>| 4528 | 32343 |
| Ω | Cathay Group <br> Holdings, Inc.<br>| 54000 | 9563 |
|  | CCCC Design & <br> Consulting Group <br> Co. Ltd., Class A<br>| 29000 | 31255 |
| \*†† | CECEP COSTIN New <br> Materials Group <br> Ltd.<br>| 186000 | 0 |
|  | CECEP Solar Energy <br> Co. Ltd., Class A<br>| 103345 | 67696 |
|  | CECEP Wind-Power <br> Corp., Class A<br>| 189500 | 82320 |
|  | Center International <br> Group Co. Ltd., <br> Class A<br>| 14500 | 30555 |
|  | Central China Land <br> Media Co. Ltd., <br> Class A<br>| 25000 | 42493 |
| # | Central China <br> Securities Co. Ltd., <br> Class H<br>| 454000 | 150593 |
|  | CETC Cyberspace <br> Security Technology <br> Co. Ltd., Class A<br>| 4200 | 10796 |
|  | CETC Digital <br> Technology Co. <br> Ltd., Class A<br>| 8800 | 33676 |
|  | CETC Potevio <br> Science&Technology <br> Co. Ltd., Class A<br>| 9900 | 34950 |
|  | CGN Mining Co. Ltd. | 425000 | 213906 |
| \* | CGN Nuclear <br> Technology <br> Development Co. <br> Ltd., Class A<br>| 30000 | 34117 |
| Ω | CGN Power Co. Ltd., <br> Class H<br>| 1503000 | 595476 |
|  | Changbai Mountain <br> Tourism Co. Ltd., <br> Class A<br>| 15400 | 113645 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Changchun Faway <br> Automobile <br> Components Co. <br> Ltd., Class A<br>| 26300 | $34825 |
|  | Changchun UP <br> Optotech Co. Ltd., <br> Class A<br>| 3000 | 22416 |
|  | Changjiang & <br> Jinggong Steel <br> Building Group Co. <br> Ltd., Class A<br>| 69600 | 41671 |
|  | Changjiang Publishing <br> & Media Co. Ltd., <br> Class A<br>| 35200 | 43332 |
|  | Changjiang Securities <br> Co. Ltd., Class A<br>| 52700 | 65355 |
|  | Changshu Fengfan <br> Power Equipment <br> Co. Ltd., Class A<br>| 32400 | 21861 |
| \* | ChangYuan <br> Technology Group <br> Ltd., Class A<br>| 45500 | 21709 |
|  | Changzheng <br> Engineering <br> Technology Co. <br> Ltd., Class A<br>| 13400 | 35749 |
|  | Changzhou Qianhong <br> Biopharma Co. Ltd., <br> Class A<br>| 17600 | 23016 |
|  | Changzhou Xingyu <br> Automotive Lighting <br> Systems Co. Ltd., <br> Class A<br>| 3100 | 56533 |
| \* | Chanjet Information <br> Technology Co. <br> Ltd., Class H<br>| 10500 | 12095 |
|  | Chaoju Eye Care <br> Holdings Ltd.<br>| 90000 | 29422 |
|  | Chaowei Power <br> Holdings Ltd.<br>| 317000 | 59193 |
|  | Chaozhou <br> Three-Circle Group <br> Co. Ltd., Class A<br>| 14800 | 103298 |
| Ω | Cheerwin Group Ltd. | 126000 | 36595 |
| \* | Chen Lin Education <br> Group Holdings <br> Ltd.<br>| 208000 | 42902 |
|  | Cheng De Lolo Co. <br> Ltd., Class A<br>| 45500 | 59030 |
|  | Chengdu B-Ray <br> Media Co. Ltd., <br> Class A<br>| 31600 | 22316 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Chengdu Fusen <br> Noble-House <br> Industrial Co. Ltd., <br> Class A<br>| 19540 | $31188 |
|  | Chengdu Galaxy <br> Magnets Co. Ltd., <br> Class A<br>| 8400 | 40738 |
|  | Chengdu Guibao <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 11600 | 36537 |
|  | Chengdu Haoneng <br> Technology Co. <br> Ltd., Class A<br>| 59400 | 113554 |
|  | Chengdu Kanghong <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 12600 | 59947 |
|  | Chengdu Kanghua <br> Biological Products <br> Co. Ltd., Class A<br>| 5250 | 56913 |
|  | Chengdu Wintrue <br> Holding Co. Ltd., <br> Class A<br>| 35715 | 52407 |
|  | Chengdu Xingrong <br> Environment Co. <br> Ltd., Class A<br>| 38300 | 38015 |
|  | Chengtun Mining <br> Group Co. Ltd., <br> Class A<br>| 62800 | 98563 |
|  | Chenguang Biotech <br> Group Co. Ltd., <br> Class A<br>| 15800 | 29696 |
| \* | Chengxin Lithium <br> Group Co. Ltd., <br> Class A<br>| 16700 | 59854 |
| # | Chervon Holdings <br> Ltd.<br>| 57700 | 149720 |
|  | Chifeng Jilong Gold <br> Mining Co. Ltd., <br> Class A<br>| 16400 | 68384 |
| \* | China Aerospace <br> International <br> Holdings Ltd.<br>| 970000 | 71054 |
| \* | China Agriculture <br> Development Seed <br> Group Co. Ltd., <br> Class A<br>| 25000 | 22581 |
|  | China Aircraft Leasing <br> Group Holdings <br> Ltd.<br>| 157687 | 90417 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | China Anchu Energy <br> Storage Group Ltd.<br>| 627000 | $38320 |
|  | China Animal <br> Husbandry Industry <br> Co. Ltd., Class A<br>| 30000 | 32409 |
|  | China Automotive <br> Engineering <br> Research Institute <br> Co. Ltd., Class A<br>| 25000 | 61561 |
|  | China Baoan Group <br> Co. Ltd., Class A<br>| 40100 | 64589 |
|  | China Bester Group <br> Telecom Co. Ltd., <br> Class A<br>| 6240 | 20607 |
| \*Ω | China Bohai Bank Co. <br> Ltd., Class H<br>| 1029000 | 134999 |
|  | China CAMC <br> Engineering Co. <br> Ltd., Class A<br>| 38800 | 46433 |
|  | China Chengtong <br> Development Group <br> Ltd.<br>| 1142000 | 18106 |
| # | China Chunlai <br> Education Group <br> Co. Ltd.<br>| 91000 | 51044 |
|  | China CITIC Bank <br> Corp. Ltd., Class H<br>| 1311000 | 1250833 |
|  | China Coal Xinji <br> Energy Co. Ltd., <br> Class A<br>| 76300 | 77657 |
| \*†† | China Common Rich <br> Renewable Energy <br> Investments Ltd.<br>| 1016000 | 0 |
|  | China <br> Communications <br> Services Corp. Ltd., <br> Class H<br>| 1184800 | 710066 |
| \* | China Conch <br> Environment <br> Protection Holdings <br> Ltd.<br>| 699500 | 52055 |
|  | China Conch Venture <br> Holdings Ltd.<br>| 687000 | 858981 |
|  | China Construction <br> Bank Corp., <br> Class H<br>| 9805990 | 9708331 |
|  | China CSSC Holdings <br> Ltd., Class A<br>| 11600 | 58595 |
|  | China CYTS Tours <br> Holding Co. Ltd., <br> Class A<br>| 22500 | 30679 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | China Datang Corp. <br> Renewable Power <br> Co. Ltd., Class H<br>| 781000 | $239176 |
|  | China Design Group <br> Co. Ltd., Class A<br>| 41740 | 45831 |
| #Ω | China Development <br> Bank Financial <br> Leasing Co. Ltd., <br> Class H<br>| 1170000 | 257159 |
|  | China Dongxiang <br> Group Co. Ltd.<br>| 907000 | 58421 |
| Ω | China East Education <br> Holdings Ltd.<br>| 317500 | 266936 |
| \* | China Eastern Airlines <br> Corp. Ltd., Class H<br>| 478000 | 245496 |
| # | China Education <br> Group Holdings <br> Ltd.<br>| 568614 | 218185 |
|  | China Electronics <br> Huada Technology <br> Co. Ltd.<br>| 430000 | 81793 |
| \* | China Electronics <br> Optics Valley Union <br> Holding Co. Ltd.<br>| 956000 | 29721 |
|  | China Energy <br> Engineering Corp. <br> Ltd. (3996 HK), <br> Class H<br>| 1266000 | 188860 |
|  | China Energy <br> Engineering Corp. <br> Ltd. (601868 C1), <br> Class A<br>| 493027 | 167031 |
|  | China Everbright Bank <br> Co. Ltd., Class H<br>| 535000 | 219482 |
| Ω | China Everbright <br> Greentech Ltd.<br>| 296000 | 35769 |
|  | China Everbright Ltd. | 438000 | 568741 |
| \* | China Express Airlines <br> Co. Ltd., Class A<br>| 44800 | 67227 |
| Ω | China Feihe Ltd. | 1963000 | 1047675 |
|  | China Film Group Co. <br> Ltd., Class A<br>| 19200 | 39297 |
| \* | China First Heavy <br> Industries Co. Ltd., <br> Class A<br>| 76800 | 34761 |
|  | China Foods Ltd. | 574000 | 306401 |
|  | China Galaxy <br> Securities Co. Ltd., <br> Class H<br>| 615000 | 884741 |
| # | China Gas Holdings <br> Ltd.<br>| 1296166 | 1333166 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| # | China Gold <br> International <br> Resources Corp. <br> Ltd. (2099 HK)<br>| 96600 | $1626062 |
|  | China Great Wall <br> Securities Co. Ltd., <br> Class A<br>| 48400 | 75253 |
|  | China Green <br> Electricity <br> Investment of <br> Tianjin Co. Ltd., <br> Class A<br>| 42600 | 52146 |
|  | China Haisum <br> Engineering Co. <br> Ltd., Class A<br>| 14200 | 21025 |
| \* | China Harmony Auto <br> Holding Ltd.<br>| 428500 | 69012 |
|  | China Harzone <br> Industry Corp. Ltd., <br> Class A<br>| 13700 | 16039 |
| \* | China High Speed <br> Railway Technology <br> Co. Ltd., Class A<br>| 99600 | 40295 |
| #\* | China High Speed <br> Transmission <br> Equipment Group <br> Co. Ltd.<br>| 115000 | 26339 |
|  | China Huirong <br> Financial Holdings <br> Ltd.<br>| 84000 | 7090 |
| †† | China Huiyuan Juice <br> Group Ltd.<br>| 132068 | 5959 |
| Ω | China International <br> Capital Corp. Ltd., <br> Class H<br>| 227600 | 619197 |
| # | China International <br> Marine Containers <br> Group Co. Ltd., <br> Class H<br>| 393750 | 359905 |
| # | China Jinmao <br> Holdings Group <br> Ltd.<br>| 2692948 | 465379 |
|  | China Jushi Co. Ltd., <br> Class A<br>| 57590 | 132677 |
|  | China Kepei <br> Education Group <br> Ltd.<br>| 278000 | 51954 |
|  | China Kings <br> Resources Group <br> Co. Ltd., Class A<br>| 12574 | 32485 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | China Leadshine <br> Technology Co. <br> Ltd., Class A<br>| 4200 | $26103 |
|  | China Lesso Group <br> Holdings Ltd.<br>| 493000 | 282116 |
|  | China Life Insurance <br> Co. Ltd., Class H<br>| 346000 | 1091108 |
|  | China Lilang Ltd. | 239000 | 103586 |
| \*Ω | China Literature Ltd. | 150000 | 808079 |
| \* | China Longevity <br> Group Co. Ltd.<br>| 30000 | 39 |
|  | China Longyuan <br> Power Group Corp. <br> Ltd., Class H<br>| 472000 | 437122 |
| \* | China Maple Leaf <br> Educational <br> Systems Ltd.<br>| 480000 | 23769 |
| # | China Medical System <br> Holdings Ltd.<br>| 585000 | 1008897 |
|  | China Meheco Group <br> Co. Ltd., Class A<br>| 36520 | 57865 |
|  | China Meidong Auto <br> Holdings Ltd.<br>| 382000 | 86898 |
|  | China Mengniu Dairy <br> Co. Ltd.<br>| 1161000 | 2112731 |
|  | China Merchants <br> Bank Co. Ltd., <br> Class H<br>| 1055598 | 6617050 |
|  | China Merchants <br> Energy Shipping <br> Co. Ltd., Class A<br>| 171600 | 222894 |
|  | China Merchants <br> Expressway <br> Network & <br> Technology <br> Holdings Co. Ltd., <br> Class A<br>| 31600 | 45583 |
| \* | China Merchants Land <br> Ltd.<br>| 652000 | 23903 |
|  | China Merchants Port <br> Holdings Co. Ltd.<br>| 702503 | 1360578 |
|  | China Merchants <br> Property Operation <br> & Service Co. Ltd., <br> Class A<br>| 30800 | 49625 |
| Ω | China Merchants <br> Securities Co. Ltd., <br> Class H<br>| 75340 | 151263 |
|  | China Merchants <br> Shekou Industrial <br> Zone Holdings Co. <br> Ltd., Class A<br>| 65600 | 87127 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \*†† | China Metal Recycling <br> Holdings Ltd.<br>| 130581 | $0 |
| # | China Minsheng <br> Banking Corp. Ltd., <br> Class H<br>| 1065520 | 545881 |
| # | China Modern Dairy <br> Holdings Ltd.<br>| 1303000 | 203034 |
|  | China National Accord <br> Medicines Corp. <br> Ltd., Class A<br>| 17600 | 62891 |
|  | China National <br> Chemical <br> Engineering Co. <br> Ltd., Class A<br>| 84800 | 92154 |
|  | China National <br> Electric Apparatus <br> Research Institute <br> Co. Ltd., Class A<br>| 8759 | 39655 |
|  | China National Gold <br> Group Gold <br> Jewellery Co. Ltd., <br> Class A<br>| 37800 | 43869 |
|  | China National <br> Medicines Corp. <br> Ltd., Class A<br>| 18500 | 77482 |
| \*Ω | China New Higher <br> Education Group <br> Ltd.<br>| 711964 | 112699 |
|  | China Nonferrous <br> Metal Industry's <br> Foreign Engineering <br> & Construction Co. <br> Ltd., Class A<br>| 30700 | 28797 |
| # | China Nonferrous <br> Mining Corp. Ltd.<br>| 761000 | 1403622 |
|  | China Northern Rare <br> Earth Group <br> High-Tech Co. Ltd., <br> Class A<br>| 12010 | 85768 |
| \* | China Nuclear Energy <br> Technology Corp. <br> Ltd.<br>| 80000 | 6169 |
| \* | China Oil & Gas <br> Group Ltd.<br>| 2890000 | 64824 |
|  | China Oilfield Services <br> Ltd., Class H<br>| 978000 | 954774 |
| # | China Overseas <br> Grand Oceans <br> Group Ltd.<br>| 863121 | 241156 |
|  | China Overseas Land <br> & Investment Ltd.<br>| 688500 | 1155436 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | China Overseas <br> Property Holdings <br> Ltd.<br>| 657000 | $410083 |
|  | China Pacific <br> Insurance Group <br> Co. Ltd., Class H<br>| 622200 | 2522430 |
| \*†† | China Properties <br> Investment Holdings <br> Ltd.<br>| 128000 | 0 |
|  | China Publishing & <br> Media Co. Ltd., <br> Class A<br>| 59400 | 57204 |
|  | China Railway Group <br> Ltd., Class H<br>| 764000 | 387561 |
|  | China Railway Hi-tech <br> Industry Co. Ltd., <br> Class A<br>| 48500 | 57319 |
|  | China Railway <br> Materials Co. Ltd., <br> Class A<br>| 63900 | 24066 |
| Ω | China Railway Signal <br> & Communication <br> Corp. Ltd., Class H<br>| 479000 | 210171 |
|  | China Railway Tielong <br> Container Logistics <br> Co. Ltd., Class A<br>| 51400 | 46684 |
| \* | China Rare Earth <br> Holdings Ltd.<br>| 717200 | 64608 |
|  | China Reinsurance <br> Group Corp., <br> Class H<br>| 2451000 | 497764 |
|  | China Resources <br> Double Crane <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 25041 | 67776 |
|  | China Resources Gas <br> Group Ltd.<br>| 480000 | 1319914 |
|  | China Resources <br> Land Ltd.<br>| 933722 | 3373479 |
|  | China Resources <br> Microelectronics <br> Ltd., Class A<br>| 5476 | 39066 |
| Ω | China Resources Mixc <br> Lifestyle Services <br> Ltd.<br>| 193000 | 1009799 |
| \* | China Ruyi Holdings <br> Ltd.<br>| 1896000 | 675843 |
| \* | China Sanjiang Fine <br> Chemicals Co. Ltd.<br>| 345000 | 109076 |
|  | China Science <br> Publishing & Media <br> Ltd., Class A<br>| 6000 | 16464 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \*Ω | China Shengmu <br> Organic Milk Ltd.<br>| 1117000 | $49751 |
|  | China Shineway <br> Pharmaceutical <br> Group Ltd.<br>| 187000 | 201992 |
| \* | China Silver Group <br> Ltd.<br>| 282000 | 22791 |
|  | China South <br> Publishing & Media <br> Group Co. Ltd., <br> Class A<br>| 29700 | 50521 |
| \* | China Southern <br> Airlines Co. Ltd., <br> Class H<br>| 640000 | 385941 |
|  | China Southern Power <br> Grid Energy <br> Efficiency&Clean <br> Energy Co. Ltd. <br> (003035 C2), <br> Class A<br>| 49900 | 34568 |
|  | China Southern Power <br> Grid Technology <br> Co. Ltd., Class A<br>| 4803 | 35795 |
|  | China Starch Holdings <br> Ltd.<br>| 1115000 | 27360 |
|  | China State <br> Construction <br> Development <br> Holdings Ltd.<br>| 378000 | 57462 |
|  | China State <br> Construction <br> Engineering Corp. <br> Ltd., Class A<br>| 568800 | 434188 |
|  | China State <br> Construction <br> International <br> Holdings Ltd.<br>| 1012000 | 1151211 |
|  | China Sunshine Paper <br> Holdings Co. Ltd.<br>| 408000 | 88148 |
|  | China Suntien Green <br> Energy Corp. Ltd., <br> Class H<br>| 566000 | 316472 |
|  | China Taiping <br> Insurance Holdings <br> Co. Ltd.<br>| 856412 | 1948051 |
|  | China Testing & <br> Certification <br> International Group <br> Co. Ltd., Class A<br>| 24208 | 22225 |
|  | China Tianying, Inc., <br> Class A<br>| 94800 | 78204 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| #Ω | China Tourism Group <br> Duty Free Corp. <br> Ltd. (1880 HK), <br> Class H<br>| 17900 | $153820 |
|  | China Tourism Group <br> Duty Free Corp. <br> Ltd. (601888 C1), <br> Class A<br>| 6844 | 73212 |
| Ω | China Tower Corp. <br> Ltd., Class H<br>| 1708400 | 2468034 |
| \* | China TransInfo <br> Technology Co. <br> Ltd., Class A<br>| 24900 | 38944 |
| #\* | China Travel <br> International <br> Investment Hong <br> Kong Ltd.<br>| 1018000 | 225131 |
|  | China Tungsten & <br> Hightech Materials <br> Co. Ltd., Class A<br>| 35450 | 116735 |
| #\* | China Vanke Co. Ltd., <br> Class H<br>| 694338 | 393371 |
|  | China Vered Financial <br> Holding Corp. Ltd.<br>| 322000 | 45879 |
| # | China Water Affairs <br> Group Ltd.<br>| 268000 | 216198 |
|  | China West <br> Construction Group <br> Co. Ltd., Class A<br>| 44900 | 41669 |
|  | China World Trade <br> Center Co. Ltd., <br> Class A<br>| 12500 | 35435 |
|  | China XD Electric Co. <br> Ltd., Class A<br>| 72400 | 81161 |
|  | China Yangtze Power <br> Co. Ltd., Class A<br>| 164353 | 649310 |
|  | China Yongda <br> Automobiles <br> Services Holdings <br> Ltd.<br>| 630000 | 138334 |
| #\*Ω | China Youran Dairy <br> Group Ltd.<br>| 679000 | 283664 |
| \*Ω | China Yuhua <br> Education Corp. <br> Ltd.<br>| 1168000 | 83961 |
|  | China Zhenhua Group <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 6900 | 48909 |
|  | China Zheshang Bank <br> Co. Ltd., Class H<br>| 627899 | 204547 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | China-Singapore <br> Suzhou Industrial <br> Park Development <br> Group Co. Ltd., <br> Class A<br>| 15600 | $20322 |
|  | Chinasoft International <br> Ltd.<br>| 1120000 | 838429 |
|  | Chinese Universe <br> Publishing & Media <br> Group Co. Ltd., <br> Class A<br>| 21900 | 31953 |
|  | Chongqing Changan <br> Automobile Co. <br> Ltd., Class A<br>| 129612 | 225773 |
|  | Chongqing Chuanyi <br> Automation Co. <br> Ltd., Class A<br>| 18400 | 60371 |
| \* | Chongqing <br> Construction <br> Engineering Group <br> Corp. Ltd., Class A<br>| 44300 | 19747 |
|  | Chongqing <br> Department Store <br> Co. Ltd., Class A<br>| 15700 | 60331 |
|  | Chongqing Fuling <br> Electric Power <br> Industrial Co. Ltd., <br> Class A<br>| 43524 | 60513 |
|  | Chongqing Fuling <br> Zhacai Group Co. <br> Ltd., Class A<br>| 25950 | 47870 |
|  | Chongqing Gas Group <br> Corp. Ltd., Class A<br>| 57800 | 47624 |
|  | Chongqing Machinery <br> & Electric Co. Ltd., <br> Class H<br>| 568000 | 135122 |
|  | Chongqing Port Co. <br> Ltd., Class A<br>| 30000 | 22883 |
| \* | Chongqing Qianli <br> Technology Co. <br> Ltd., Class A<br>| 21200 | 35538 |
|  | Chongqing Road & <br> Bridge Co. Ltd., <br> Class A<br>| 22600 | 21511 |
|  | Chongqing Rural <br> Commercial Bank <br> Co. Ltd., Class H<br>| 599000 | 492613 |
| \* | Chongqing Taiji <br> Industry Group Co. <br> Ltd., Class A<br>| 14300 | 42226 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Chongqing Zongshen <br> Power Machinery <br> Co. Ltd., Class A<br>| 12100 | $40533 |
|  | Chongyi Zhangyuan <br> Tungsten Industry <br> Co. Ltd., Class A<br>| 23700 | 42965 |
| # | Chow Tai Fook <br> Jewellery Group <br> Ltd.<br>| 596600 | 1167679 |
|  | Chow Tai Seng <br> Jewellery Co. Ltd., <br> Class A<br>| 30150 | 58653 |
|  | CIG Shanghai Co. <br> Ltd., Class A<br>| 4200 | 60549 |
|  | CIMC Enric Holdings <br> Ltd.<br>| 338000 | 326451 |
|  | Cisen Pharmaceutical <br> Co. Ltd., Class A<br>| 14000 | 41725 |
|  | CITIC Heavy <br> Industries Co. Ltd., <br> Class A<br>| 38400 | 40560 |
|  | CITIC Securities Co. <br> Ltd., Class H<br>| 186600 | 710403 |
| \* | Citychamp Watch & <br> Jewellery Group <br> Ltd.<br>| 560000 | 13167 |
| \* | ClouDr Group Ltd. | 109200 | 16835 |
| \* | CMGE Technology <br> Group Ltd.<br>| 800000 | 40681 |
|  | CMOC Group Ltd., <br> Class H<br>| 1074000 | 2325164 |
|  | CMST Development <br> Co. Ltd., Class A<br>| 52300 | 43741 |
| \* | CNFinance Holdings <br> Ltd., ADR<br>| 1067 | 5331 |
|  | CNGR Advanced <br> Material Co. Ltd., <br> Class A<br>| 9100 | 58886 |
|  | CNOOC Energy <br> Technology & <br> Services Ltd., <br> Class A<br>| 124200 | 68124 |
|  | CNSIG Inner Mongolia <br> Chemical Industry <br> Co. Ltd., Class A<br>| 51070 | 56944 |
| \* | COFCO <br> Biotechnology Co. <br> Ltd., Class A<br>| 37000 | 30854 |
|  | COFCO Capital <br> Holdings Co. Ltd., <br> Class A<br>| 20400 | 36428 |
| \* | COFCO Joycome <br> Foods Ltd.<br>| 1377000 | 293754 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | COFCO Sugar <br> Holding Co. Ltd., <br> Class A<br>| 31800 | $69905 |
|  | Cofoe Medical <br> Technology Co. <br> Ltd., Class A<br>| 5400 | 33156 |
|  | Comba Telecom <br> Systems Holdings <br> Ltd.<br>| 484000 | 182629 |
|  | Concord New Energy <br> Group Ltd.<br>| 3574648 | 177156 |
|  | Consun <br> Pharmaceutical <br> Group Ltd.<br>| 217000 | 419750 |
|  | Contemporary <br> Amperex <br> Technology Co. <br> Ltd., Class A<br>| 63270 | 3459290 |
|  | Continental Aerospace <br> Technologies <br> Holding Ltd.<br>| 1469171 | 25244 |
| # | COSCO SHIPPING <br> Development Co. <br> Ltd., Class H<br>| 1812000 | 270303 |
| # | COSCO SHIPPING <br> Energy <br> Transportation Co. <br> Ltd., Class H<br>| 592000 | 836991 |
| # | COSCO SHIPPING <br> Holdings Co. Ltd., <br> Class H<br>| 885400 | 1535488 |
|  | COSCO SHIPPING <br> International Hong <br> Kong Co. Ltd.<br>| 140000 | 107951 |
|  | COSCO SHIPPING <br> Ports Ltd.<br>| 678059 | 499872 |
|  | COSCO SHIPPING <br> Specialized Carriers <br> Co. Ltd., Class A<br>| 44400 | 45418 |
|  | COSCO SHIPPING <br> Technology Co. <br> Ltd., Class A<br>| 11400 | 28146 |
|  | Cosonic Intelligent <br> Technologies Co. <br> Ltd., Class A<br>| 8600 | 20058 |
|  | CQ Pharmaceutical <br> Holding Co. Ltd., <br> Class A<br>| 83000 | 62655 |
| \* | Crazy Sports Group <br> Ltd.<br>| 1774000 | 19152 |
|  | CRRC Corp. Ltd., <br> Class H<br>| 658000 | 499301 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Crystal Clear <br> Electronic Material <br> Co. Ltd., Class A<br>| 14500 | $35562 |
| Ω | CSC Financial Co. <br> Ltd., Class H<br>| 110000 | 186590 |
|  | CSG Holding Co. Ltd., <br> Class A<br>| 83834 | 56061 |
| \* | CSG Smart <br> Science&Technology <br> Co. Ltd., Class A<br>| 11100 | 19588 |
|  | CSPC Pharmaceutical <br> Group Ltd.<br>| 2326640 | 2291723 |
|  | CSSC Hong Kong <br> Shipping Co. Ltd.<br>| 768000 | 205400 |
|  | CSSC Science & <br> Technology Co. <br> Ltd., Class A<br>| 14700 | 24750 |
|  | CTS International <br> Logistics Corp. Ltd., <br> Class A<br>| 55500 | 48153 |
| \* | CWT International <br> Ltd.<br>| 960000 | 30302 |
| \* | Cybrid Technologies, <br> Inc., Class A<br>| 12500 | 20517 |
| \* | Daan Gene Co. Ltd., <br> Class A<br>| 43920 | 40211 |
|  | Dajin Heavy Industry <br> Co. Ltd., Class A<br>| 7200 | 50919 |
|  | Dalian Bio-Chem Co. <br> Ltd., Class A<br>| 10701 | 45075 |
|  | Dalian Huarui Heavy <br> Industry Group Co. <br> Ltd., Class A<br>| 34500 | 31231 |
| #\* | Dalipal Holdings Ltd. | 66000 | 55047 |
| \* | Damai Entertainment <br> Holdings Ltd.<br>| 5300000 | 626901 |
|  | Daqin Railway Co. <br> Ltd., Class A<br>| 165488 | 133297 |
|  | Dashang Co. Ltd., <br> Class A<br>| 17689 | 43763 |
|  | DaShenLin <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 28093 | 72188 |
|  | Dawnrays <br> Pharmaceutical <br> Holdings Ltd.<br>| 384000 | 59397 |
| \* | DBAPP Security Ltd., <br> Class A<br>| 2880 | 23189 |
|  | DBG Technology Co. <br> Ltd., Class A<br>| 5900 | 25559 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | DeHua TB New <br> Decoration <br> Materials Co. Ltd., <br> Class A<br>| 37700 | $66895 |
|  | Deppon Logistics Co. <br> Ltd., Class A<br>| 21800 | 45730 |
| \* | Dezhan Healthcare <br> Co. Ltd., Class A<br>| 80300 | 49430 |
|  | DHC Software Co. <br> Ltd., Class A<br>| 13200 | 19178 |
|  | Dian Diagnostics <br> Group Co. Ltd., <br> Class A<br>| 24754 | 56558 |
|  | Digital China Group <br> Co. Ltd., Class A<br>| 8000 | 48431 |
| # | Digital China Holdings <br> Ltd.<br>| 264250 | 101964 |
| \* | Digital China <br> Information Service <br> Group Co. Ltd., <br> Class A<br>| 26100 | 69670 |
|  | Dirui Industrial Co. <br> Ltd., Class A<br>| 7100 | 13574 |
|  | Do-Fluoride New <br> Materials Co. Ltd., <br> Class A<br>| 12980 | 51820 |
|  | Dong-E-E-Jiao Co. <br> Ltd., Class A<br>| 7400 | 49378 |
| # | Dongfang Electric <br> Corp. Ltd., Class H<br>| 66600 | 162503 |
|  | Dongfang Electronics <br> Co. Ltd., Class A<br>| 17300 | 28948 |
|  | DongFeng Automobile <br> Co. Ltd., Class A<br>| 26000 | 28277 |
|  | Dongfeng Electronic <br> Technology Co. <br> Ltd., Class A<br>| 12500 | 21990 |
| #\* | Dongfeng Motor <br> Group Co. Ltd., <br> Class H<br>| 1130000 | 1366986 |
|  | Dongguan Aohai <br> Technology Co. <br> Ltd., Class A<br>| 5500 | 36448 |
|  | Dongguan <br> Development <br> Holdings Co. Ltd., <br> Class A<br>| 31100 | 51531 |
|  | Dongguan Dingtong <br> Precision Metal Co. <br> Ltd., Class A<br>| 2110 | 27796 |
|  | Dongguan Rural <br> Commercial Bank <br> Co. Ltd., Class H<br>| 45000 | 19613 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Dongguan Yutong <br> Optical Technology <br> Co. Ltd., Class A<br>| 7800 | $33782 |
|  | Donghua Testing <br> Technology Co. <br> Ltd., Class A<br>| 4600 | 34893 |
| \* | Dongjiang <br> Environmental Co. <br> Ltd., Class H<br>| 77000 | 24719 |
|  | Dongxing Securities <br> Co. Ltd., Class A<br>| 43400 | 77290 |
|  | Dongyue Group Ltd. | 638000 | 820835 |
| # | DouYu International <br> Holdings Ltd., ADR<br>| 6527 | 44839 |
| \* | DPC Dash Ltd. | 21500 | 243993 |
|  | Dynagreen <br> Environmental <br> Protection Group <br> Co. Ltd., Class H<br>| 161000 | 112978 |
|  | Eaglerise Electric & <br> Electronic China <br> Co. Ltd., Class A<br>| 10500 | 37779 |
|  | East Money <br> Information Co. <br> Ltd., Class A<br>| 82283 | 295179 |
|  | Eastcompeace <br> Technology Co. <br> Ltd., Class A<br>| 9200 | 31309 |
| \* | Easyhome New Retail <br> Group Co. Ltd., <br> Class A<br>| 141300 | 57394 |
|  | Ecovacs Robotics Co. <br> Ltd., Class A<br>| 3800 | 47780 |
|  | Edan Instruments, <br> Inc., Class A<br>| 15000 | 29219 |
|  | Edifier Technology Co. <br> Ltd., Class A<br>| 24400 | 43971 |
|  | Edvantage Group <br> Holdings Ltd.<br>| 226549 | 40846 |
|  | EEKA Fashion <br> Holdings Ltd.<br>| 159000 | 160457 |
|  | Electric Connector <br> Technology Co. <br> Ltd., Class A<br>| 6300 | 44578 |
| \*†† | Elion Energy Co. Ltd., <br> Class A<br>| 106600 | 1049 |
|  | ENN Energy Holdings <br> Ltd.<br>| 213900 | 1863768 |
|  | Eoptolink Technology, <br> Inc. Ltd., Class A<br>| 5992 | 287898 |
|  | Era Co. Ltd., Class A | 69500 | 41626 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Espressif Systems <br> Shanghai Co. Ltd., <br> Class A<br>| 1185 | $27841 |
|  | Essex Bio-technology <br> Ltd.<br>| 144000 | 79817 |
|  | Eternal Asia Supply <br> Chain Management <br> Ltd., Class A<br>| 49200 | 35200 |
|  | EVA Precision <br> Industrial Holdings <br> Ltd.<br>| 672000 | 102953 |
|  | Eve Energy Co. Ltd., <br> Class A<br>| 15115 | 176775 |
|  | Ever Sunshine <br> Services Group <br> Ltd.<br>| 346000 | 77745 |
| Ω | Everbright Securities <br> Co. Ltd., Class H<br>| 61600 | 77353 |
| \*Ω | Everest Medicines <br> Ltd.<br>| 9500 | 59919 |
|  | EverProX <br> Technologies Co. <br> Ltd., Class A<br>| 1800 | 25222 |
|  | Excellence <br> Commercial <br> Property & Facilities <br> Management Group <br> Ltd.<br>| 129000 | 17117 |
|  | Explosive Co. Ltd., <br> Class A<br>| 13300 | 25851 |
|  | Eyebright Medical <br> Technology Beijing <br> Co. Ltd., Class A<br>| 2247 | 20487 |
|  | Fangda Carbon New <br> Material Co. Ltd., <br> Class A<br>| 73149 | 63339 |
|  | Fangda Special Steel <br> Technology Co. <br> Ltd., Class A<br>| 67896 | 56517 |
| \* | Far East Smarter <br> Energy Co. Ltd., <br> Class A<br>| 33000 | 36166 |
| \* | Farasis Energy Gan <br> Zhou Co. Ltd., <br> Class A<br>| 10384 | 26027 |
|  | FAW Jiefang Group <br> Co. Ltd., Class A<br>| 20500 | 20698 |
|  | FAWER Automotive <br> Parts Co. Ltd., <br> Class A<br>| 73300 | 57888 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Feilong Auto <br> Components Co. <br> Ltd., Class A<br>| 19500 | $61693 |
|  | Fengzhushou Co. <br> Ltd., Class A<br>| 5590 | 27401 |
|  | Ferrotec Anhui <br> Technology <br> Development Co. <br> Ltd., Class A<br>| 5600 | 30727 |
|  | FESCO Group Co. <br> Ltd., Class A<br>| 17100 | 45548 |
|  | Fiberhome <br> Telecommunication <br> Technologies Co. <br> Ltd., Class A<br>| 14400 | 49186 |
|  | Fibocom Wireless, <br> Inc., Class A<br>| 6480 | 24866 |
| \* | FIH Mobile Ltd. | 138600 | 330829 |
| \* | Financial Street <br> Holdings Co. Ltd., <br> Class A<br>| 86800 | 36857 |
|  | FinVolution Group, <br> ADR<br>| 79604 | 486380 |
|  | First Capital Securities <br> Co. Ltd., Class A<br>| 29400 | 31998 |
|  | First Tractor Co. Ltd., <br> Class H<br>| 150000 | 150917 |
| # | Flat Glass Group Co. <br> Ltd., Class H<br>| 160000 | 251571 |
|  | Focus Lightings Tech <br> Co. Ltd., Class A<br>| 23345 | 29598 |
|  | Focus Media <br> Information <br> Technology Co. <br> Ltd., Class A<br>| 158300 | 172299 |
|  | Focused Photonics <br> Hangzhou, Inc., <br> Class A<br>| 13300 | 31044 |
| \* | Focuslight <br> Technologies, Inc., <br> Class A<br>| 2301 | 46601 |
|  | Foryou Corp., <br> Class A<br>| 11804 | 52558 |
|  | Foshan Electrical & <br> Lighting Co. Ltd., <br> Class A<br>| 27000 | 23910 |
|  | Foshan Haitian <br> Flavouring & Food <br> Co. Ltd., Class A<br>| 41811 | 224083 |
|  | Foshan Nationstar <br> Optoelectronics Co. <br> Ltd., Class A<br>| 13700 | 16820 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Founder Holdings <br> Ltd.<br>| 390000 | $39660 |
|  | Founder Securities <br> Co. Ltd., Class A<br>| 44600 | 51611 |
|  | Foxconn Industrial <br> Internet Co. Ltd., <br> Class A<br>| 92300 | 930808 |
|  | Friend Co. Ltd., <br> Class A<br>| 15400 | 31034 |
| # | Fu Shou Yuan <br> International Group <br> Ltd.<br>| 661000 | 250051 |
| \*†† | Fuguiniao Co. Ltd. | 51000 | 0 |
|  | Fujian Apex Software <br> Co. Ltd., Class A<br>| 2600 | 14485 |
|  | Fujian Boss Software <br> Development Co. <br> Ltd., Class A<br>| 16899 | 32370 |
|  | Fujian Fuxin Software <br> Development JSC <br> Ltd., Class A<br>| 2449 | 36982 |
| \* | Fujian Kuncai Material <br> Technology Co. <br> Ltd., Class A<br>| 13700 | 35537 |
|  | Fujian Longking Co. <br> Ltd., Class A<br>| 30100 | 71340 |
|  | Fujian Qingshan <br> Paper Industry Co. <br> Ltd., Class A<br>| 60000 | 30196 |
|  | Fujian Star-net <br> Communication Co. <br> Ltd., Class A<br>| 11900 | 44781 |
|  | Fujian Sunner <br> Development Co. <br> Ltd., Class A<br>| 30500 | 72649 |
|  | Fujian Tianma <br> Science & <br> Technology Group <br> Co. Ltd., Class A<br>| 13100 | 26227 |
|  | Fujian Yuanli Active <br> Carbon Co. Ltd., <br> Class A<br>| 10900 | 25345 |
|  | Fulin Precision Co. <br> Ltd., Class A<br>| 21320 | 58714 |
| Ω | Fuyao Glass Industry <br> Group Co. Ltd., <br> Class H<br>| 183200 | 1631456 |
|  | Gan & Lee <br> Pharmaceuticals <br> Co. Ltd., Class A<br>| 3100 | 29586 |
| #Ω | Ganfeng Lithium <br> Group Co. Ltd., <br> Class H<br>| 90360 | 596705 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Gansu Shangfeng <br> Cement Co. Ltd., <br> Class A<br>| 44600 | $70792 |
|  | Gansu Yasheng <br> Industrial Group Co. <br> Ltd., Class A<br>| 36900 | 16082 |
|  | Gaona Aero Material <br> Co. Ltd., Class A<br>| 18420 | 42903 |
|  | Gaush Meditech Ltd. | 7700 | 9018 |
|  | G-bits Network <br> Technology Xiamen <br> Co. Ltd., Class A<br>| 900 | 59816 |
|  | GCL Energy <br> Technology Co. <br> Ltd., Class A<br>| 33500 | 50404 |
| \* | GCL New Energy <br> Holdings Ltd.<br>| 278000 | 26807 |
| \* | GDS Holdings Ltd. <br> (9698 HK), Class A<br>| 200600 | 893764 |
| #\* | GDS Holdings Ltd. <br> (GDS US), ADR<br>| 15269 | 545103 |
|  | Geely Automobile <br> Holdings Ltd.<br>| 1234000 | 2927430 |
|  | GEM Co. Ltd., <br> Class A<br>| 76200 | 91200 |
| \* | Gemdale Corp., <br> Class A<br>| 53200 | 29252 |
| #\* | Gemdale Properties & <br> Investment Corp. <br> Ltd.<br>| 3508000 | 79123 |
|  | GemPharmatech Co. <br> Ltd., Class A<br>| 10762 | 26978 |
| \* | Genimous Technology <br> Co. Ltd., Class A<br>| 21600 | 27685 |
|  | Geovis Technology <br> Co. Ltd., Class A<br>| 5687 | 32611 |
|  | Getein Biotech, Inc., <br> Class A<br>| 15288 | 17889 |
|  | GF Securities Co. <br> Ltd., Class H<br>| 191400 | 462081 |
| \* | GHW International | 20000 | 5850 |
| #Ω | Giant Biogene Holding <br> Co. Ltd.<br>| 102800 | 492646 |
|  | Giantec <br> Semiconductor <br> Corp., Class A<br>| 3119 | 72731 |
|  | Ginlong Technologies <br> Co. Ltd., Class A<br>| 5900 | 66683 |
|  | Glarun Technology <br> Co. Ltd., Class A<br>| 9000 | 36129 |
| #\* | Global New Material <br> International <br> Holdings Ltd.<br>| 23000 | 14768 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | GoerTek, Inc., <br> Class A<br>| 36500 | $168322 |
|  | Goke Microelectronics <br> Co. Ltd., Class A<br>| 2800 | 35142 |
| Ω | Golden Throat <br> Holdings Group Co. <br> Ltd.<br>| 43500 | 19248 |
|  | Goldenmax <br> International Group <br> Ltd., Class A<br>| 25200 | 58405 |
|  | Goldwind Science & <br> Technology Co. <br> Ltd., Class H<br>| 329858 | 559886 |
|  | Goneo Group Co. <br> Ltd., Class A<br>| 8624 | 52951 |
|  | Goodbaby <br> International <br> Holdings Ltd.<br>| 381000 | 58216 |
| \* | GoodWe Technologies <br> Co. Ltd. (688390 <br> C1), Class A<br>| 4471 | 38242 |
|  | Gotion High-tech Co. <br> Ltd., Class A<br>| 17800 | 113965 |
|  | Grandblue <br> Environment Co. <br> Ltd., Class A<br>| 18190 | 71924 |
| \* | Grandjoy Holdings <br> Group Co. Ltd., <br> Class A<br>| 54400 | 22737 |
|  | Great Wall Motor Co. <br> Ltd., Class H<br>| 685000 | 1324900 |
|  | Gree Electric <br> Appliances, Inc. of <br> Zhuhai, Class A<br>| 49800 | 278466 |
| # | Greentown China <br> Holdings Ltd.<br>| 542000 | 580101 |
| #Ω | Greentown <br> Management <br> Holdings Co. Ltd.<br>| 202000 | 78537 |
|  | Greentown Service <br> Group Co. Ltd.<br>| 700000 | 402132 |
|  | GRG Banking <br> Equipment Co. Ltd., <br> Class A<br>| 20100 | 36306 |
|  | GRG Metrology & Test <br> Group Co. Ltd., <br> Class A<br>| 11100 | 32682 |
|  | Grinm Advanced <br> Materials Co. Ltd., <br> Class A<br>| 5900 | 18829 |
|  | Guangdong <br> Advertising Group <br> Co. Ltd., Class A<br>| 16100 | 19247 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Guangdong Aofei <br> Data Technology <br> Co. Ltd., Class A<br>| 12499 | $35635 |
|  | Guangdong <br> Construction <br> Engineering Group <br> Co. Ltd., Class A<br>| 144400 | 77743 |
| \* | Guangdong Create <br> Century Intelligent <br> Equipment Group <br> Corp. Ltd., Class A<br>| 18200 | 25583 |
| \* | Guangdong DFP New <br> Material Group Co. <br> Ltd.<br>| 59200 | 40546 |
|  | Guangdong Dongfang <br> Precision Science & <br> Technology Co. <br> Ltd., Class A<br>| 31100 | 83117 |
|  | Guangdong Dongpeng <br> Holdings Co. Ltd., <br> Class A<br>| 28000 | 27940 |
|  | Guangdong Dowstone <br> Technology Co. <br> Ltd., Class A<br>| 8700 | 30153 |
|  | Guangdong Ellington <br> Electronics <br> Technology Co. <br> Ltd., Class A<br>| 33300 | 52780 |
|  | Guangdong Fenghua <br> Advanced <br> Technology Holding <br> Co. Ltd., Class A<br>| 24000 | 57115 |
|  | Guangdong Goworld <br> Co. Ltd., Class A<br>| 8000 | 14605 |
|  | Guangdong Great <br> River Smarter <br> Logistics Co. Ltd., <br> Class A<br>| 12700 | 19635 |
|  | Guangdong <br> Guangzhou Daily <br> Media Co. Ltd., <br> Class A<br>| 35300 | 52449 |
|  | Guangdong Guanhao <br> High-Tech Co. Ltd., <br> Class A<br>| 57300 | 26170 |
|  | Guangdong Haid <br> Group Co. Ltd., <br> Class A<br>| 27000 | 221585 |
|  | Guangdong Hongtu <br> Technology <br> Holdings Co. Ltd., <br> Class A<br>| 35600 | 64561 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Guangdong Hoshion <br> Industrial Aluminium <br> Co. Ltd., Class A<br>| 8700 | $24886 |
|  | Guangdong Huate <br> Gas Co. Ltd., <br> Class A<br>| 2904 | 26263 |
|  | Guangdong <br> Investment Ltd.<br>| 854000 | 811285 |
| \* | Guangdong Jia Yuan <br> Technology Shares <br> Co. Ltd., Class A<br>| 5268 | 31473 |
|  | Guangdong Kinlong <br> Hardware Products <br> Co. Ltd., Class A<br>| 14300 | 45608 |
| \* | Guangdong Land <br> Holdings Ltd.<br>| 164822 | 5640 |
| \* | Guangdong Orient <br> Zirconic Ind Sci & <br> Tech Co. Ltd., <br> Class A<br>| 12000 | 22170 |
|  | Guangdong Provincial <br> Expressway <br> Development Co. <br> Ltd., Class A<br>| 43621 | 71199 |
| \* | Guangdong Shenglu <br> Telecommunication <br> Tech Co. Ltd., <br> Class A<br>| 26300 | 31837 |
|  | Guangdong Sirio <br> Pharma Co. Ltd., <br> Class A<br>| 6929 | 23376 |
|  | Guangdong South <br> New Media Co. <br> Ltd., Class A<br>| 8000 | 54363 |
| \* | Guangdong TCL <br> Smart Home <br> Appliances Co. Ltd.<br>| 34100 | 52220 |
| \* | Guangdong Topstar <br> Technology Co. <br> Ltd., Class A<br>| 3000 | 13993 |
|  | Guangdong Vanward <br> New Electric Co. <br> Ltd., Class A<br>| 31885 | 51787 |
|  | Guangdong Xinbao <br> Electrical <br> Appliances Holdings <br> Co. Ltd., Class A<br>| 26900 | 57198 |
| \* | Guangdong Yowant <br> Technology Group <br> Co. Ltd., Class A<br>| 29400 | 27305 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Guangdong Zhongnan <br> Iron & Steel Co. <br> Ltd., Class A<br>| 91500 | $34507 |
|  | Guangshen Railway <br> Co. Ltd., Class H<br>| 655500 | 192375 |
| \* | Guangxi Huaxi <br> Nonferrous Metal <br> Co. Ltd., Class A<br>| 18000 | 81287 |
|  | Guangxi Liugong <br> Machinery Co. Ltd., <br> Class A<br>| 34950 | 57198 |
|  | Guangxi LiuYao <br> Group Co. Ltd., <br> Class A<br>| 11600 | 30407 |
|  | Guangxi Wuzhou <br> Communications <br> Co. Ltd., Class A<br>| 53625 | 32068 |
| \* | Guangxi Wuzhou <br> Zhongheng Group <br> Co. Ltd., Class A<br>| 143400 | 56299 |
| \* | GuangYuYuan <br> Chinese Herbal <br> Medicine Co. Ltd., <br> Class A<br>| 7500 | 20187 |
|  | Guangzhou <br> Automobile Group <br> Co. Ltd., Class H<br>| 734836 | 308114 |
|  | Guangzhou Baiyun <br> International Airport <br> Co. Ltd., Class A<br>| 38600 | 53050 |
|  | Guangzhou <br> Development <br> Group, Inc., <br> Class A<br>| 53000 | 51181 |
| \* | Guangzhou Great <br> Power Energy & <br> Technology Co. <br> Ltd., Class A<br>| 5300 | 37246 |
|  | Guangzhou Haige <br> Communications <br> Group, Inc. Co., <br> Class A<br>| 13800 | 22705 |
|  | Guangzhou Haoyang <br> Electronic Co. Ltd., <br> Class A<br>| 6300 | 38373 |
|  | Guangzhou KDT <br> Machinery Group <br> Co. Ltd., Class A<br>| 13557 | 31233 |
|  | Guangzhou Kingmed <br> Diagnostics Group <br> Co. Ltd., Class A<br>| 12500 | 52447 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Guangzhou Lingnan <br> Group Holdings Co. <br> Ltd., Class A<br>| 12700 | $26257 |
|  | Guangzhou Port Co. <br> Ltd., Class A<br>| 46700 | 22052 |
|  | Guangzhou <br> Restaurant Group <br> Co. Ltd., Class A<br>| 18220 | 43584 |
|  | Guangzhou Shiyuan <br> Electronic <br> Technology Co. <br> Ltd., Class A<br>| 8000 | 46940 |
|  | Guangzhou Sie <br> Consulting Co. Ltd., <br> Class A<br>| 7600 | 26858 |
|  | Guangzhou Tinci <br> Materials <br> Technology Co. <br> Ltd., Class A<br>| 13460 | 75442 |
|  | Guangzhou Wondfo <br> Biotech Co. Ltd., <br> Class A<br>| 14980 | 46448 |
|  | Guangzhou Yuexiu <br> Capital Holdings <br> Group Co. Ltd., <br> Class A<br>| 37746 | 42947 |
|  | Guangzhou Zhiguang <br> Electric Co. Ltd., <br> Class A<br>| 25000 | 29114 |
|  | Guilin Layn Natural <br> Ingredients Corp., <br> Class A<br>| 22200 | 25257 |
|  | Guilin Sanjin <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 13300 | 27944 |
| \* | Guizhou Bailing Group <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 12900 | 10543 |
|  | Guizhou Chanhen <br> Chemical Corp., <br> Class A<br>| 8800 | 42236 |
|  | Guizhou Gas Group <br> Corp. Ltd., Class A<br>| 34900 | 34587 |
|  | Guizhou Guihang <br> Automotive <br> Components Co. <br> Ltd., Class A<br>| 11100 | 22621 |
|  | Guizhou Sanli <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 12500 | 21237 |
|  | Guizhou Tyre Co. Ltd., <br> Class A<br>| 67600 | 47410 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Guizhou Zhenhua <br> E-chem, Inc., <br> Class A<br>| 19943 | $41590 |
| \* | Guizhou Zhongyida <br> Co. Ltd., Class A<br>| 12700 | 20057 |
| \* | Guocheng Mining Co. <br> Ltd., Class A<br>| 12100 | 30864 |
| \* | Guoguang Electric Co. <br> Ltd., Class A<br>| 11900 | 26540 |
|  | Guomai Technologies, <br> Inc., Class A<br>| 14400 | 22818 |
|  | Guosen Securities Co. <br> Ltd., Class A<br>| 49412 | 97563 |
| \* | Guosheng Securities, <br> Inc., Class A<br>| 11730 | 34572 |
| Ω | Guotai Haitong <br> Securities Co. Ltd., <br> Class H<br>| 375904 | 720280 |
|  | Guoyuan Securities <br> Co. Ltd., Class A<br>| 50550 | 62275 |
|  | Gushengtang <br> Holdings Ltd.<br>| 56000 | 206276 |
|  | H World Group Ltd. <br> (1179 HK)<br>| 544000 | 2109434 |
| #Ω | Haidilao International <br> Holding Ltd.<br>| 519000 | 855266 |
|  | Haier Smart Home <br> Co. Ltd. (600690 <br> C1), Class A<br>| 40200 | 151590 |
|  | Haier Smart Home <br> Co. Ltd. (6690 HK), <br> Class H<br>| 693799 | 2256154 |
|  | Hailir Pesticides & <br> Chemicals Group <br> Co. Ltd., Class A<br>| 9380 | 17520 |
| \* | Hainan Drinda New <br> Energy Technology <br> Co. Ltd., Class A<br>| 8400 | 49975 |
| \* | Hainan Haide Capital <br> Management Co. <br> Ltd., Class A<br>| 36015 | 37999 |
|  | Hainan Jinpan Smart <br> Technology Co. <br> Ltd., Class A<br>| 7055 | 67873 |
| \* | Hainan Meilan <br> International Airport <br> Co. Ltd., Class H<br>| 103000 | 139249 |
|  | Hainan Mining Co. <br> Ltd., Class A<br>| 24200 | 33203 |
|  | Hainan Strait Shipping <br> Co. Ltd., Class A<br>| 87900 | 167252 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Haisco <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 4600 | $36649 |
|  | Haitian International <br> Holdings Ltd.<br>| 305000 | 833424 |
| Ω | Haitong UniTrust <br> International <br> Leasing Co. Ltd., <br> Class H<br>| 622000 | 64821 |
|  | Hangcha Group Co. <br> Ltd., Class A<br>| 17580 | 71024 |
|  | Hangxiao Steel <br> Structure Co. Ltd., <br> Class A<br>| 94600 | 36046 |
|  | Hangzhou Binjiang <br> Real Estate Group <br> Co. Ltd., Class A<br>| 41000 | 61263 |
|  | Hangzhou Chang <br> Chuan Technology <br> Co. Ltd., Class A<br>| 3500 | 41135 |
|  | Hangzhou Dptech <br> Technologies Co. <br> Ltd., Class A<br>| 9900 | 33160 |
|  | Hangzhou Electronic <br> Soul Network <br> Technology Co. <br> Ltd., Class A<br>| 5800 | 16075 |
|  | Hangzhou First <br> Applied Material Co. <br> Ltd., Class A<br>| 27172 | 59975 |
|  | Hangzhou GreatStar <br> Industrial Co. Ltd.<br>| 15700 | 68041 |
|  | Hangzhou Greenda <br> Electronic Materials <br> Co. Ltd., Class A<br>| 5800 | 24532 |
|  | Hangzhou Haoyue <br> Personal Care Co. <br> Ltd., Class A<br>| 7420 | 34007 |
|  | Hangzhou Honghua <br> Digital Technology <br> Stock Co. Ltd., <br> Class A<br>| 2232 | 25674 |
|  | Hangzhou Huawang <br> New Material <br> Technology Co. <br> Ltd., Class A<br>| 28440 | 35211 |
| \* | Hangzhou Iron & <br> Steel Co., Class A<br>| 38300 | 49133 |
| \* | Hangzhou Lion <br> Microelectronics Co. <br> Ltd., Class A<br>| 10144 | 49972 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Hangzhou Onechance <br> Tech Corp., <br> Class A<br>| 6100 | $26120 |
|  | Hangzhou Oxygen <br> Plant Group Co. <br> Ltd., Class A<br>| 19100 | 74181 |
|  | Hangzhou Robam <br> Appliances Co. Ltd., <br> Class A<br>| 17700 | 48644 |
| \*Ω | Hangzhou SF <br> Intra-City Industrial <br> Co. Ltd., Class H<br>| 11000 | 17699 |
|  | Hangzhou Shunwang <br> Technology Co. <br> Ltd., Class A<br>| 5700 | 17685 |
|  | Hangzhou Sunrise <br> Technology Co. <br> Ltd., Class A<br>| 19500 | 42596 |
| #Ω | Hangzhou Tigermed <br> Consulting Co. Ltd. <br> (3347 HK), Class H<br>| 43300 | 259122 |
|  | Hangzhou Weiguang <br> Electronic Co. Ltd., <br> Class A<br>| 5200 | 26165 |
|  | Hangzhou Zhongtai <br> Cryogenic <br> Technology Corp., <br> Class A<br>| 11200 | 33025 |
|  | Han's Laser <br> Technology Industry <br> Group Co. Ltd., <br> Class A<br>| 6600 | 38216 |
| Ω | Hansoh <br> Pharmaceutical <br> Group Co. Ltd.<br>| 160000 | 734513 |
|  | Haohua Chemical <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 5600 | 24949 |
| \*Ω | Harbin Bank Co. Ltd., <br> Class H<br>| 873000 | 44889 |
|  | Harbin Boshi <br> Automation Co. <br> Ltd., Class A<br>| 17661 | 40104 |
|  | Harbin Electric Corp. <br> Jiamusi Electric <br> Machine Co. Ltd., <br> Class A<br>| 23700 | 43204 |
| \* | Harbin Gloria <br> Pharmaceuticals <br> Co. Ltd., Class A<br>| 55500 | 26526 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Harbin Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 111900 | $57609 |
|  | HBIS Resources Co. <br> Ltd., Class A<br>| 28400 | 74940 |
|  | Health & Happiness <br> H&H International <br> Holdings Ltd.<br>| 96500 | 150123 |
| \* | Hebei Construction <br> Group Corp. Ltd., <br> Class H<br>| 180000 | 9880 |
|  | Hebei Sinopack <br> Electronic <br> Technology Co. <br> Ltd., Class A<br>| 1960 | 15706 |
|  | Hebei Yangyuan <br> Zhihui Beverage <br> Co. Ltd., Class A<br>| 22700 | 89698 |
|  | Hefei Jianghang <br> Aircraft Equipment <br> Co. Ltd., Class A<br>| 18667 | 29149 |
|  | Hefei Meiya <br> Optoelectronic <br> Technology, Inc., <br> Class A<br>| 17700 | 50575 |
|  | Hefei Urban <br> Construction <br> Development Co. <br> Ltd., Class A<br>| 25800 | 45102 |
|  | Heilongjiang <br> Agriculture Co. Ltd., <br> Class A<br>| 31000 | 62951 |
|  | HeiLongJiang ZBD <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 21200 | 33628 |
|  | Hello Group, Inc., <br> Sponsored ADR<br>| 68471 | 464918 |
|  | Henan Liliang <br> Diamond Co. Ltd., <br> Class A<br>| 12100 | 65369 |
|  | Henan Lingrui <br> Pharmaceutical Co., <br> Class A<br>| 18774 | 59880 |
|  | Henan Mingtai Al <br> Industrial Co. Ltd., <br> Class A<br>| 41100 | 87040 |
|  | Henan Pinggao <br> Electric Co. Ltd., <br> Class A<br>| 18100 | 44932 |
|  | Henan Shijia Photons <br> Technology Co. <br> Ltd., Class A<br>| 2829 | 27170 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Henan Shuanghui <br> Investment & <br> Development Co. <br> Ltd., Class A<br>| 37559 | $135908 |
|  | Henan Thinker <br> Automatic <br> Equipment Co. Ltd., <br> Class A<br>| 11480 | 48295 |
| \* | Henan Yicheng New <br> Energy Co. Ltd., <br> Class A<br>| 49700 | 36857 |
|  | Henan Yuguang Gold <br> & Lead Co. Ltd., <br> Class A<br>| 40100 | 69103 |
|  | Henan Zhongyuan <br> Expressway Co. <br> Ltd., Class A<br>| 59500 | 38060 |
|  | Hengan International <br> Group Co. Ltd.<br>| 349000 | 1222298 |
|  | Hengbao Co. Ltd., <br> Class A<br>| 22300 | 68526 |
|  | Hengdian Group <br> DMEGC Magnetics <br> Co. Ltd., Class A<br>| 37500 | 111588 |
|  | Hengdian Group <br> Tospo Lighting Co. <br> Ltd., Class A<br>| 12900 | 24683 |
|  | Hengli Petrochemical <br> Co. Ltd., Class A<br>| 110300 | 278392 |
|  | Hengtong Logistics <br> Co. Ltd., Class A<br>| 15800 | 22019 |
|  | Hengtong <br> Optic-electric Co. <br> Ltd., Class A<br>| 26100 | 82050 |
|  | Hengyi Petrochemical <br> Co. Ltd., Class A<br>| 47720 | 44948 |
| #\* | Hesai Group, ADR | 9350 | 221875 |
|  | Hesteel Co. Ltd., <br> Class A<br>| 227100 | 80128 |
|  | Hexing Electrical Co. <br> Ltd., Class A<br>| 10300 | 48921 |
|  | HG Technologies Co. <br> Ltd., Class A<br>| 8200 | 20526 |
| \* | Hi Sun Technology <br> China Ltd.<br>| 1011000 | 76832 |
| \* | Hiconics Eco-energy <br> Technology Co. <br> Ltd., Class A<br>| 22000 | 18452 |
|  | Hisense Home <br> Appliances Group <br> Co. Ltd., Class H<br>| 165000 | 486694 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Hisense Visual <br> Technology Co. <br> Ltd., Class A<br>| 17700 | $61668 |
|  | Hitevision Co. Ltd., <br> Class A<br>| 6500 | 27329 |
|  | Hithink RoyalFlush <br> Information Network <br> Co. Ltd., Class A<br>| 4088 | 208488 |
|  | HLA Group Corp. Ltd., <br> Class A<br>| 102200 | 88951 |
|  | HMT Xiamen New <br> Technical Materials <br> Co. Ltd., Class A<br>| 4100 | 28857 |
| \* | HNA Technology Co. <br> Ltd., Class A<br>| 64900 | 40017 |
| \* | Homeland Interactive <br> Technology Ltd.<br>| 136000 | 24693 |
|  | Hongfa Technology <br> Co. Ltd., Class A<br>| 11900 | 50971 |
| \* | Honghua Group Ltd. | 1396000 | 34270 |
|  | Hongli Zhihui Group <br> Co. Ltd., Class A<br>| 29100 | 30326 |
| \* | Hongmian Zhihui <br> Science & <br> Technology <br> Innovation Co. Ltd. <br> Guangzhou<br>| 57500 | 26033 |
|  | Hongta Securities Co. <br> Ltd., Class A<br>| 18100 | 22304 |
| \* | Hongyuan Green <br> Energy Co. Ltd., <br> Class A<br>| 12590 | 52183 |
| \* | Hopson Development <br> Holdings Ltd.<br>| 605362 | 245572 |
|  | Horizon Construction <br> Development Ltd.<br>| 621000 | 89437 |
|  | Hoymiles Power <br> Electronics, Inc., <br> Class A<br>| 1505 | 22655 |
| \*Ω | Hua Hong <br> Semiconductor Ltd., <br> Class H<br>| 150000 | 1537528 |
|  | Huaan Securities Co. <br> Ltd., Class A<br>| 23080 | 21509 |
|  | Huada Automotive <br> Technology Corp. <br> Ltd., Class A<br>| 5500 | 33734 |
|  | Huadian Heavy <br> Industries Co. Ltd., <br> Class A<br>| 33500 | 34950 |
|  | Huadong Medicine <br> Co. Ltd., Class A<br>| 20400 | 119133 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Huafon Chemical Co. <br> Ltd., Class A<br>| 64300 | $81106 |
|  | Huafon Microfibre <br> Shanghai <br> Technology Co. <br> Ltd., Class A<br>| 31600 | 31702 |
|  | Huafu Fashion Co. <br> Ltd., Class A<br>| 28400 | 19089 |
|  | Huagong Tech Co. <br> Ltd., Class A<br>| 5100 | 57226 |
| \* | Huaihe Energy Group <br> Co. Ltd., Class A<br>| 96000 | 50360 |
| \* | Huakai Yibai <br> Technology Co. <br> Ltd., Class A<br>| 14500 | 22118 |
|  | Hualan Biological <br> Engineering, Inc., <br> Class A<br>| 23400 | 53028 |
|  | Huaming Power <br> Equipment Co. Ltd., <br> Class A<br>| 25500 | 93551 |
|  | Huangshan Novel Co. <br> Ltd., Class A<br>| 19300 | 31083 |
|  | Huangshan Tourism <br> Development Co. <br> Ltd., Class A<br>| 21000 | 33384 |
| #\* | Huanxi Media Group <br> Ltd.<br>| 380000 | 15619 |
|  | Huapont Life Sciences <br> Co. Ltd., Class A<br>| 86950 | 59789 |
| #Ω | Huatai Securities Co. <br> Ltd., Class H<br>| 207200 | 520919 |
|  | Huatu Cendes Co. <br> Ltd., Class A<br>| 2380 | 22462 |
|  | Huaxi Securities Co. <br> Ltd., Class A<br>| 29000 | 41149 |
|  | Huaxia Bank Co. Ltd., <br> Class A<br>| 176536 | 168995 |
|  | Huayu Automotive <br> Systems Co. Ltd., <br> Class A<br>| 61500 | 176616 |
| \* | Hubei Broadcasting & <br> Television <br> Information Network <br> Co. Ltd., Class A<br>| 33100 | 28073 |
|  | Hubei Chutian Smart <br> Communication Co. <br> Ltd., Class A<br>| 54900 | 31402 |
|  | Hubei Dinglong Co. <br> Ltd., Class A<br>| 7000 | 34872 |
|  | Hubei Feilihua Quartz <br> Glass Co. Ltd., <br> Class A<br>| 3650 | 40130 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Hubei Jumpcan <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 20800 | $73260 |
|  | Hubei Xingfa <br> Chemicals Group <br> Co. Ltd., Class A<br>| 26100 | 104801 |
|  | Hubei Yihua Chemical <br> Industry Co. Ltd., <br> Class A<br>| 24600 | 47997 |
|  | Hubei Zhenhua <br> Chemical Co. Ltd., <br> Class A<br>| 18620 | 63365 |
|  | Huishang Bank Corp. <br> Ltd., Class H<br>| 123900 | 53238 |
| #\*Ω | Huitongda Network <br> Co. Ltd., Class H<br>| 11000 | 18961 |
| \* | Huizhou CEE <br> Technology, Inc., <br> Class A<br>| 16600 | 27662 |
|  | Huizhou Desay Sv <br> Automotive Co. <br> Ltd., Class A<br>| 6000 | 100102 |
|  | Hunan Aihua Group <br> Co. Ltd., Class A<br>| 14000 | 33921 |
| \* | Hunan Corun New <br> Energy Co. Ltd., <br> Class A<br>| 34200 | 36141 |
| \* | Hunan Er-Kang <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 99500 | 50504 |
|  | Hunan Friendship & <br> Apollo Commercial <br> Co. Ltd., Class A<br>| 30200 | 28156 |
|  | Hunan Gold Corp. <br> Ltd., Class A<br>| 19580 | 59656 |
|  | Hunan Jiudian <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 17000 | 39604 |
| \* | Hunan Kaimeite <br> Gases Co. Ltd., <br> Class A<br>| 12800 | 49138 |
| \* | Hunan New Wellful <br> Co. Ltd., Class A<br>| 49800 | 43966 |
|  | Hunan TV & <br> Broadcast <br> Intermediary Co. <br> Ltd., Class A<br>| 55700 | 69620 |
|  | Hunan Valin Steel Co. <br> Ltd., Class A<br>| 148900 | 120840 |
|  | Hunan Zhongke <br> Electric Co. Ltd., <br> Class A<br>| 14900 | 54187 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Hundsun <br> Technologies, Inc., <br> Class A<br>| 6000 | $26543 |
| # | HUYA, Inc., ADR | 39605 | 108914 |
| #\*Ω | Hygeia Healthcare <br> Holdings Co. Ltd.<br>| 181400 | 304775 |
| \* | Hymson Laser <br> Technology Group <br> Co. Ltd., Class A<br>| 8008 | 48462 |
| \* | Hytera <br> Communications <br> Corp. Ltd., Class A<br>| 26500 | 42897 |
| \* | HyUnion Holding Co. <br> Ltd., Class A<br>| 44700 | 56249 |
| \* | IAT Automobile <br> Technology Co. <br> Ltd., Class A<br>| 15900 | 25576 |
| \*Ω | iDreamSky <br> Technology <br> Holdings Ltd.<br>| 348800 | 37649 |
|  | IEIT Systems Co. Ltd., <br> Class A<br>| 8400 | 76945 |
|  | Iflytek Co. Ltd., <br> Class A<br>| 6300 | 49264 |
|  | IKD Co. Ltd., Class A | 31100 | 98988 |
| \*Ω | IMAX China Holding, <br> Inc.<br>| 66100 | 68049 |
|  | Imeik Technology <br> Development Co. <br> Ltd., Class A<br>| 2180 | 49031 |
| \* | IMotion Automotive <br> Technology Suzhou <br> Co. Ltd., Class H<br>| 22200 | 21346 |
|  | Industrial & <br> Commercial Bank of <br> China Ltd., Class H<br>| 7174017 | 5558421 |
|  | Industrial Bank Co. <br> Ltd., Class A<br>| 283145 | 805625 |
|  | Industrial Securities <br> Co. Ltd., Class A<br>| 63160 | 61130 |
|  | Infore Environment <br> Technology Group <br> Co. Ltd., Class A<br>| 49800 | 48206 |
| \*Ω | Ingdan, Inc. | 313000 | 113450 |
|  | Ingenic <br> Semiconductor Co. <br> Ltd., Class A<br>| 2200 | 26837 |
| \* | Inkeverse Group Ltd. | 276000 | 37149 |
| \* | INKON Life <br> Technology Co. <br> Ltd., Class A<br>| 14100 | 21113 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Inmyshow Digital <br> Technology Group <br> Co. Ltd., Class A<br>| 48600 | $42472 |
|  | Inner Mongolia <br> BaoTou Steel Union <br> Co. Ltd., Class A<br>| 184320 | 65825 |
| \* | Inner Mongolia Furui <br> Medical Science <br> Co. Ltd., Class A<br>| 5400 | 55357 |
|  | Inner Mongolia Xingye <br> Silver&Tin Mining <br> Co. Ltd., Class A<br>| 23400 | 100384 |
|  | Inner Mongolia Yili <br> Industrial Group Co. <br> Ltd., Class A<br>| 66400 | 255989 |
| \*Ω | InnoCare Pharma <br> Ltd., Class H<br>| 156000 | 285977 |
|  | Innuovo Technology <br> Co. Ltd., Class A<br>| 20400 | 30446 |
| \* | Insigma Technology <br> Co. Ltd., Class A<br>| 18700 | 28092 |
|  | Inspur Digital <br> Enterprise <br> Technology Ltd.<br>| 216000 | 218549 |
|  | Intco Medical <br> Technology Co. <br> Ltd., Class A<br>| 14680 | 81587 |
|  | Intron Technology <br> Holdings Ltd.<br>| 97000 | 25832 |
| #\* | iQIYI, Inc., ADR | 283378 | 654603 |
|  | iRay Group, Class A | 1803 | 27520 |
|  | IReader Technology <br> Co. Ltd., Class A<br>| 10100 | 29509 |
| \* | IRICO Display <br> Devices Co. Ltd., <br> Class A<br>| 66900 | 55124 |
| #\* | IVD Medical Holding <br> Ltd.<br>| 188000 | 169120 |
| \* | J&T Global Express <br> Ltd.<br>| 654800 | 840189 |
| \* | JA Solar Technology <br> Co. Ltd., Class A<br>| 69401 | 137322 |
|  | Jade Bird Fire Co. <br> Ltd., Class A<br>| 34380 | 54110 |
|  | Jafron Biomedical Co. <br> Ltd., Class A<br>| 17800 | 51001 |
|  | Jangho Group Co. <br> Ltd., Class A<br>| 44600 | 48598 |
|  | Jason Furniture <br> Hangzhou Co. Ltd., <br> Class A<br>| 19870 | 86049 |
|  | JCET Group Co. Ltd., <br> Class A<br>| 30500 | 171682 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | JCHX Mining <br> Management Co. <br> Ltd., Class A<br>| 8600 | $79043 |
| \*Ω | JD Health <br> International, Inc.<br>| 140950 | 1100248 |
| \*Ω | JD Logistics, Inc. | 781000 | 1273188 |
|  | JD.com, Inc. (9618 <br> HK), Class A<br>| 419897 | 6932489 |
| \*Ω | Jenscare Scientific <br> Co. Ltd., Class H<br>| 9600 | 14839 |
|  | JF SmartInvest <br> Holdings Ltd.<br>| 24500 | 174518 |
|  | Jia Yao Holdings Ltd. | 49000 | 18302 |
|  | Jiajiayue Group Co. <br> Ltd., Class A<br>| 15100 | 22828 |
|  | Jiang Su Suyan <br> Jingshen Co. Ltd., <br> Class A<br>| 33200 | 50210 |
|  | Jiangling Motors Corp. <br> Ltd., Class A<br>| 21700 | 61265 |
|  | Jiangsu Ankura <br> Intelligent Power <br> Co. Ltd., Class A<br>| 5600 | 26759 |
|  | Jiangsu Asia-Pacific <br> Light Alloy <br> Technology Co. <br> Ltd., Class A<br>| 18800 | 17601 |
|  | Jiangsu Azure Corp., <br> Class A<br>| 20800 | 56169 |
|  | Jiangsu Bojun <br> Industrial <br> Technology Co. <br> Ltd., Class A<br>| 8100 | 40368 |
|  | Jiangsu Boqian New <br> Materials Stock Co. <br> Ltd., Class A<br>| 3100 | 23611 |
|  | Jiangsu Broadcasting <br> Cable Information <br> Network Corp. Ltd., <br> Class A<br>| 55900 | 28821 |
|  | Jiangsu Changshu <br> Automotive Trim <br> Group Co. Ltd., <br> Class A<br>| 22900 | 55156 |
|  | Jiangsu Changshu <br> Rural Commercial <br> Bank Co. Ltd., <br> Class A<br>| 73447 | 72826 |
|  | Jiangsu Cnano <br> Technology Co. <br> Ltd., Class A<br>| 4756 | 38358 |
| \* | Jiangsu Dagang Co. <br> Ltd., Class A<br>| 24900 | 59552 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Jiangsu Dingsheng <br> New Energy <br> Materials Co. Ltd., <br> Class A<br>| 44100 | $79338 |
| \* | Jiangsu Eastern <br> Shenghong Co. <br> Ltd., Class A<br>| 29300 | 38095 |
|  | Jiangsu Expressway <br> Co. Ltd., Class H<br>| 268000 | 326180 |
|  | Jiangsu Financial <br> Leasing Co. Ltd., <br> Class A<br>| 95900 | 82258 |
| \* | Jiangsu General <br> Science Technology <br> Co. Ltd., Class A<br>| 57300 | 35761 |
|  | Jiangsu Gian <br> Technology Co. <br> Ltd., Class A<br>| 6000 | 40451 |
|  | Jiangsu Guomao <br> Reducer Co. Ltd., <br> Class A<br>| 11280 | 25905 |
|  | Jiangsu Guotai <br> International Group <br> Co. Ltd., Class A<br>| 53800 | 70638 |
|  | Jiangsu Hengli <br> Hydraulic Co. Ltd., <br> Class A<br>| 7426 | 100297 |
|  | Jiangsu Hengshun <br> Vinegar Industry <br> Co. Ltd., Class A<br>| 19600 | 22425 |
|  | Jiangsu Hongdou <br> Industrial Co. Ltd., <br> Class A<br>| 74500 | 27191 |
|  | Jiangsu Hongtian <br> Technology Co. <br> Ltd., Class A<br>| 3500 | 25799 |
| \* | Jiangsu Hoperun <br> Software Co. Ltd., <br> Class A<br>| 3000 | 25978 |
|  | Jiangsu Huachang <br> Chemical Co. Ltd., <br> Class A<br>| 41100 | 36159 |
|  | Jiangsu Huaxicun Co. <br> Ltd., Class A<br>| 24600 | 25734 |
|  | Jiangsu Jiangyin Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 83500 | 55776 |
|  | Jiangsu Jibeier <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 5945 | 29432 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Jiangsu Jiejie <br> Microelectronics Co. <br> Ltd., Class A<br>| 10000 | $40547 |
| \* | Jiangsu Kanion <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 24600 | 51711 |
|  | Jiangsu Leili Motor <br> Co. Ltd., Class A<br>| 4340 | 33443 |
|  | Jiangsu Lianyungang <br> Port Co. Ltd., <br> Class A<br>| 46500 | 37555 |
|  | Jiangsu Lihua Foods <br> Group Co. Ltd.<br>| 25314 | 74514 |
|  | Jiangsu Linyang <br> Energy Co. Ltd., <br> Class A<br>| 81100 | 66595 |
| \* | Jiangsu Lopal Tech <br> Group Co. Ltd., <br> Class A<br>| 12500 | 31364 |
|  | Jiangsu Nata <br> Opto-electronic <br> Material Co. Ltd., <br> Class A<br>| 7080 | 39350 |
|  | Jiangsu Olive Sensors <br> High-Tech Co. Ltd., <br> Class A<br>| 20700 | 27316 |
|  | Jiangsu Pacific Quartz <br> Co. Ltd., Class A<br>| 5200 | 30160 |
|  | Jiangsu Phoenix <br> Publishing & Media <br> Corp. Ltd., Class A<br>| 16600 | 23517 |
|  | Jiangsu Provincial <br> Agricultural <br> Reclamation & <br> Development Corp., <br> Class A<br>| 48000 | 62763 |
|  | Jiangsu Rainbow <br> Heavy Industries <br> Co. Ltd., Class A<br>| 28600 | 26980 |
|  | Jiangsu Shagang Co. <br> Ltd., Class A<br>| 35700 | 29019 |
|  | Jiangsu Shemar <br> Electric Co. Ltd., <br> Class A<br>| 6700 | 36507 |
|  | Jiangsu Shentong <br> Valve Co. Ltd., <br> Class A<br>| 14000 | 27387 |
|  | Jiangsu Shuangxing <br> Color Plastic New <br> Materials Co. Ltd., <br> Class A<br>| 49800 | 38094 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Jiangsu Sidike New <br> Material Science & <br> Technology Co. Ltd. <br> (300806 C2), <br> Class A<br>| 10500 | $39903 |
|  | Jiangsu Soho High <br> Hope Group Corp., <br> Class A<br>| 55000 | 21961 |
| \* | Jiangsu Sopo <br> Chemical Co., <br> Class A<br>| 27700 | 28221 |
|  | Jiangsu Suzhou Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 74800 | 54473 |
|  | Jiangsu ToLand Alloy <br> Co. Ltd., Class A<br>| 11440 | 44056 |
| \* | Jiangsu Transimage <br> Technology Co. <br> Ltd., Class A<br>| 9200 | 24106 |
|  | Jiangsu Xinquan <br> Automotive Trim <br> Co. Ltd., Class A<br>| 11400 | 123927 |
|  | Jiangsu Yangnong <br> Chemical Co. Ltd., <br> Class A<br>| 8340 | 76197 |
| \* | Jiangsu Yinhe <br> Electronics Co. Ltd., <br> Class A<br>| 30500 | 19845 |
|  | Jiangsu Yoke <br> Technology Co. <br> Ltd., Class A<br>| 4300 | 46703 |
|  | Jiangsu Yuyue <br> Medical Equipment <br> & Supply Co. Ltd., <br> Class A<br>| 13300 | 67352 |
|  | Jiangsu Zhangjiagang <br> Rural Commercial <br> Bank Co. Ltd., <br> Class A<br>| 90800 | 56637 |
|  | Jiangsu Zhongtian <br> Technology Co. <br> Ltd., Class A<br>| 56800 | 135255 |
|  | Jiangsu Zijin Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 160900 | 63973 |
| \* | Jiangsu Zongyi Co. <br> Ltd., Class A<br>| 29600 | 22964 |
|  | Jiangxi Bank Co. Ltd., <br> Class H<br>| 339000 | 30098 |
| \* | Jiangxi Black Cat <br> Carbon Black Co. <br> Ltd., Class A<br>| 19200 | 26914 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Jiangxi Copper Co. <br> Ltd., Class H<br>| 381000 | $1589700 |
| \* | Jiangxi Fushine <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 27700 | 40575 |
|  | Jiangxi Ganyue <br> Expressway Co. <br> Ltd., Class A<br>| 44100 | 33161 |
|  | Jiangxi Guotai Group <br> Co. Ltd., Class A<br>| 27500 | 50083 |
|  | Jiangxi <br> Huangshanghuang <br> Group Food Co. <br> Ltd., Class A<br>| 11800 | 21091 |
|  | Jiangyin Haida <br> Rubber & Plastic <br> Co. Ltd., Class A<br>| 17800 | 25011 |
| \* | Jiangyin Hengrun <br> Heavy Industries <br> Co. Ltd., Class A<br>| 14400 | 33001 |
|  | Jiangyin Jianghua <br> Microelectronics <br> Materials Co. Ltd., <br> Class A<br>| 11600 | 30319 |
|  | Jiangzhong <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 13700 | 41175 |
|  | Jianmin <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 3600 | 19948 |
|  | Jiaozuo Wanfang <br> Aluminum <br> Manufacturing Co. <br> Ltd., Class A<br>| 41600 | 60041 |
|  | Jiayin Group, Inc., <br> ADR<br>| 1856 | 17539 |
|  | Jiayou International <br> Logistics Co. Ltd., <br> Class A<br>| 28092 | 55456 |
| \* | Jihua Group Corp. <br> Ltd., Class A<br>| 55400 | 28120 |
| \* | Jilin Chemical Fibre, <br> Class A<br>| 59600 | 34209 |
|  | Jilin Electric Power <br> Co. Ltd., Class A<br>| 31000 | 25539 |
| #\*†† | Jinchuan Group <br> International <br> Resources Co. Ltd.<br>| 1052000 | 32492 |
|  | Jinduicheng <br> Molybdenum Co. <br> Ltd., Class A<br>| 54200 | 114486 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Jinghua <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 24600 | $25932 |
|  | Jingjin Equipment, <br> Inc., Class A<br>| 20420 | 43780 |
|  | Jinhong Gas Co. Ltd., <br> Class A<br>| 16136 | 45993 |
| \* | Jinke Smart Services <br> Group Co. Ltd., <br> Class H<br>| 66000 | 58351 |
| # | JinkoSolar Holding <br> Co. Ltd., ADR<br>| 18413 | 462350 |
|  | Jinlei Technology Co. <br> Ltd., Class A<br>| 9500 | 39137 |
|  | Jinyu Bio-Technology <br> Co. Ltd., Class A<br>| 19800 | 30013 |
|  | Jinzai Food Group Co. <br> Ltd., Class A<br>| 13000 | 21867 |
| Ω | Jiumaojiu International <br> Holdings Ltd.<br>| 636000 | 144849 |
|  | Jiuzhitang Co. Ltd., <br> Class A<br>| 10500 | 14769 |
|  | JL Mag Rare-Earth <br> Co. Ltd. (300748 <br> C2), Class A<br>| 8920 | 49088 |
| # | JL Mag Rare-Earth <br> Co. Ltd. (6680 HK), <br> Class H<br>| 16400 | 48366 |
|  | JNBY Design Ltd. | 94000 | 218037 |
|  | Joincare <br> Pharmaceutical <br> Group Industry Co. <br> Ltd., Class A<br>| 46400 | 79320 |
|  | Joinn Laboratories <br> China Co. Ltd., <br> Class A<br>| 11708 | 60777 |
| Ω | Joinn Laboratories <br> China Co. Ltd., <br> Class H<br>| 29400 | 81194 |
|  | Jointo Energy <br> Investment Co. Ltd. <br> Hebei, Class A<br>| 25500 | 32689 |
|  | Jointown <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 71161 | 51011 |
| \* | Jolywood Suzhou <br> Sunwatt Co. Ltd., <br> Class A<br>| 28400 | 24273 |
|  | Jones Tech PLC, <br> Class A<br>| 7000 | 45371 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Jonjee Hi-Tech <br> Industrial & <br> Commercial Holding <br> Co. Ltd., Class A<br>| 10000 | $25615 |
| \* | Joy City Property Ltd. | 2264000 | 171916 |
|  | Joyoung Co. Ltd., <br> Class A<br>| 28300 | 38274 |
|  | JS Corrugating <br> Machinery Co. Ltd., <br> Class A<br>| 12700 | 22331 |
| \*Ω | JS Global Lifestyle <br> Co. Ltd.<br>| 425500 | 97497 |
|  | JSTI Group, Class A | 40700 | 48178 |
| \* | Ju Teng International <br> Holdings Ltd.<br>| 412000 | 95963 |
|  | Juewei Food Co. Ltd., <br> Class A<br>| 14900 | 28604 |
|  | Juneyao Airlines Co. <br> Ltd., Class A<br>| 42100 | 76690 |
|  | Jutal Offshore Oil <br> Services Ltd.<br>| 338000 | 24796 |
|  | Jutze Intelligent <br> Technology Co. <br> Ltd., Class A<br>| 9000 | 26532 |
| \*Ω | JW Cayman <br> Therapeutics Co. <br> Ltd.<br>| 61500 | 27605 |
|  | Kaishan Group Co. <br> Ltd., Class A<br>| 24500 | 55229 |
|  | Kangji Medical <br> Holdings Ltd.<br>| 145000 | 167920 |
| \* | KBC Corp. Ltd., <br> Class A<br>| 4429 | 19622 |
|  | Keboda Technology <br> Co. Ltd., Class A<br>| 4100 | 44706 |
|  | Keda Industrial Group <br> Co. Ltd., Class A<br>| 26600 | 49010 |
|  | KEDE Numerical <br> Control Co. Ltd., <br> Class A<br>| 2610 | 23467 |
| \* | Keep, Inc. | 25100 | 15001 |
|  | Kehua Data Co. Ltd., <br> Class A<br>| 4700 | 36115 |
|  | Keshun Waterproof <br> Technologies Co. <br> Ltd., Class A<br>| 40400 | 28394 |
|  | Kidswant Children <br> Products Co. Ltd., <br> Class A<br>| 33100 | 50153 |
|  | Kingboard Holdings <br> Ltd.<br>| 330900 | 1185558 |
| # | Kingboard Laminates <br> Holdings Ltd.<br>| 474473 | 794370 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | KingClean Electric Co. <br> Ltd., Class A<br>| 13020 | $46892 |
| \* | Kingdee International <br> Software Group Co. <br> Ltd.<br>| 226000 | 426382 |
|  | Kingfa Sci & Tech Co. <br> Ltd., Class A<br>| 24100 | 68523 |
|  | Kingnet Network Co. <br> Ltd., Class A<br>| 24300 | 81341 |
|  | Kingsoft Corp. Ltd. | 270600 | 1179582 |
| \*Ω | Kintor Pharmaceutical <br> Ltd.<br>| 64500 | 15563 |
|  | Konfoong Materials <br> International Co. <br> Ltd., Class A<br>| 3300 | 43595 |
|  | KPC Pharmaceuticals, <br> Inc., Class A<br>| 13400 | 25634 |
| Ω | Kuaishou Technology | 546800 | 5076674 |
|  | Kuangda Technology <br> Group Co. Ltd., <br> Class A<br>| 42700 | 37220 |
|  | Kunlun Energy Co. <br> Ltd.<br>| 1872000 | 1720715 |
| \* | Kunlun Tech Co. Ltd., <br> Class A<br>| 3300 | 21383 |
|  | Kunshan Huguang <br> Auto Harness Co. <br> Ltd., Class A<br>| 6000 | 26966 |
|  | Kunshan Kinglai <br> Hygienic Materials <br> Co. Ltd., Class A<br>| 6800 | 58588 |
| \* | Kunwu Jiuding <br> Investment Holdings <br> Co. Ltd., Class A<br>| 11100 | 29357 |
|  | Lakala Payment Co. <br> Ltd., Class A<br>| 9600 | 32471 |
|  | Lancy Co. Ltd., <br> Class A<br>| 6700 | 18543 |
|  | Landai Technology <br> Group Corp. Ltd., <br> Class A<br>| 14000 | 27132 |
| \* | Lanzhou LS Heavy <br> Equipment Co. Ltd., <br> Class A<br>| 18400 | 22527 |
|  | Lao Feng Xiang Co. <br> Ltd., Class A<br>| 6600 | 44726 |
|  | Laobaixing Pharmacy <br> Chain JSC, <br> Class A<br>| 24715 | 57659 |
|  | Launch Tech Co. Ltd., <br> Class H<br>| 62500 | 70698 |
|  | LB Group Co. Ltd., <br> Class A<br>| 49500 | 128166 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Lee & Man Paper <br> Manufacturing Ltd.<br>| 625000 | $220909 |
|  | Lee's Pharmaceutical <br> Holdings Ltd.<br>| 163500 | 40172 |
| \*Ω | Legend Holdings <br> Corp., Class H<br>| 333000 | 430419 |
|  | Lenovo Group Ltd. | 2844000 | 4148964 |
|  | Lens Technology Co. <br> Ltd., Class A<br>| 58900 | 243469 |
|  | Leoch International <br> Technology Ltd.<br>| 111000 | 20428 |
|  | Lepu Medical <br> Technology Beijing <br> Co. Ltd., Class A<br>| 15607 | 39762 |
|  | Leshan Giantstar <br> Farming & <br> Husbandry Corp. <br> Ltd., Class A<br>| 16800 | 43351 |
|  | Levima Advanced <br> Materials Corp., <br> Class A<br>| 14200 | 39926 |
|  | LexinFintech Holdings <br> Ltd., ADR<br>| 49042 | 236382 |
|  | Leyard Optoelectronic <br> Co. Ltd., Class A<br>| 46400 | 44850 |
| \* | Li Auto, Inc. (2015 <br> HK), Class A<br>| 212200 | 2202014 |
|  | Li Ning Co. Ltd. | 1111500 | 2416641 |
|  | Lianhe Chemical <br> Technology Co. <br> Ltd., Class A<br>| 42500 | 70678 |
| \* | Liao Ning <br> Oxiranchem, Inc. <br> (300082 CH), <br> Class A<br>| 23500 | 28867 |
|  | Liaoning Cheng Da <br> Co. Ltd., Class A<br>| 21500 | 38540 |
|  | Liaoning Energy <br> Industry Co. Ltd., <br> Class A<br>| 22500 | 12932 |
| # | Liaoning Port Co. Ltd., <br> Class H<br>| 580000 | 67888 |
|  | Lier Chemical Co. <br> Ltd., Class A<br>| 31692 | 56520 |
| #\* | Lifetech Scientific <br> Corp.<br>| 1124000 | 291008 |
|  | Lijiang Yulong Tourism <br> Co. Ltd., Class A<br>| 18100 | 22190 |
| \* | Linewell Software Co. <br> Ltd., Class A<br>| 19200 | 32855 |
|  | Lingbao Gold Group <br> Co. Ltd., Class H<br>| 174000 | 364236 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Lingyi iTech <br> Guangdong Co., <br> Class A<br>| 80700 | $177222 |
| Ω | Linklogis, Inc., <br> Class B<br>| 330000 | 135678 |
| \* | Liuzhou Iron & Steel <br> Co. Ltd., Class A<br>| 47440 | 36030 |
|  | Livzon Pharmaceutical <br> Group, Inc., <br> Class H<br>| 77771 | 312778 |
|  | Lizhong Sitong Light <br> Alloys Group Co. <br> Ltd., Class A<br>| 15800 | 54287 |
| # | LK Technology <br> Holdings Ltd.<br>| 292000 | 138579 |
|  | Loncin Motor Co. Ltd., <br> Class A<br>| 26100 | 49966 |
| #Ω | Longfor Group <br> Holdings Ltd.<br>| 785683 | 970501 |
|  | Longhua Technology <br> Group Luoyang Co. <br> Ltd., Class A<br>| 20300 | 24016 |
| \* | LONGi Green Energy <br> Technology Co. <br> Ltd., Class A<br>| 24100 | 71493 |
|  | Lonking Holdings Ltd. | 1008000 | 401798 |
|  | Lontium <br> Semiconductor <br> Corp., Class A<br>| 2308 | 22807 |
| \* | Lotus Holdings Co. <br> Ltd.<br>| 46100 | 37144 |
|  | Lucky Harvest Co. <br> Ltd., Class A<br>| 4810 | 27258 |
|  | Luenmei Quantum Co. <br> Ltd., Class A<br>| 37000 | 45797 |
|  | Luoniushan Co. Ltd., <br> Class A<br>| 54300 | 56012 |
|  | Luoyang Xinqianglian <br> Slewing Bearing <br> Co. Ltd., Class A<br>| 8610 | 63913 |
|  | Lushang Freda <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 39700 | 43432 |
|  | Luxi Chemical Group <br> Co. Ltd., Class A<br>| 48300 | 91524 |
|  | Luxin Venture Capital <br> Group Co. Ltd., <br> Class A<br>| 18600 | 38245 |
|  | Luxshare Precision <br> Industry Co. Ltd., <br> Class A<br>| 76318 | 676137 |
|  | Luyang Energy-Saving <br> Materials Co. Ltd.<br>| 18900 | 31516 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Lygend Resources & <br> Technology Co. <br> Ltd.-H, Class H<br>| 31800 | $97216 |
| \* | Maanshan Iron & <br> Steel Co. Ltd., <br> Class H<br>| 696000 | 228475 |
|  | Maccura <br> Biotechnology Co. <br> Ltd., Class A<br>| 28400 | 46703 |
| \* | Malion New Materials <br> Co. Ltd., Class A<br>| 19200 | 29759 |
|  | Mango Excellent <br> Media Co. Ltd., <br> Class A<br>| 36000 | 149113 |
| #Ω | Maoyan <br> Entertainment<br>| 203918 | 174403 |
| \* | Marssenger <br> Kitchenware Co. <br> Ltd., Class A<br>| 12300 | 21677 |
|  | Maxscend <br> Microelectronics Co. <br> Ltd., Class A<br>| 2100 | 22036 |
|  | Maxvision Technology <br> Corp., Class A<br>| 7500 | 31111 |
|  | Mayinglong <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 8200 | 32524 |
| #Ω | Medlive Technology <br> Co. Ltd.<br>| 73000 | 98966 |
| \*†† | Mega Genomics Ltd. | 14800 | 10285 |
|  | Mehow Innovative <br> Ltd., Class A<br>| 13280 | 43819 |
|  | MeiG Smart <br> Technology Co. <br> Ltd., Class A<br>| 3900 | 24951 |
|  | Meihua Holdings <br> Group Co. Ltd., <br> Class A<br>| 37900 | 59503 |
| Ω | Meitu, Inc. | 332000 | 368717 |
| \*Ω | Meituan, Class B | 962460 | 12668623 |
|  | Mesnac Co. Ltd., <br> Class A<br>| 19200 | 23293 |
|  | Metallurgical Corp. of <br> China Ltd., Class H<br>| 588000 | 179179 |
|  | M-Grass Ecology & <br> Environment Group <br> Co. Ltd., Class A<br>| 42800 | 25069 |
| \*Ω | Microport Cardioflow <br> Medtech Corp.<br>| 358000 | 55010 |
| # | MicroPort <br> NeuroScientific <br> Corp.<br>| 82797 | 125785 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| #\* | Microport Scientific <br> Corp.<br>| 146800 | $229100 |
|  | Micro-Tech Nanjing <br> Co. Ltd., Class A<br>| 2478 | 28852 |
|  | Midea Group Co. Ltd., <br> Class A<br>| 57200 | 614436 |
| Ω | Midea Real Estate <br> Holding Ltd.<br>| 173600 | 106583 |
|  | Milkyway Intelligent <br> Supply Chain <br> Service Group Co. <br> Ltd., Class A<br>| 7300 | 61021 |
| \* | Min Xin Holdings Ltd. | 66000 | 28202 |
|  | Ming Yang Smart <br> Energy Group Ltd., <br> Class A<br>| 30678 | 65301 |
|  | Ming Yuan Cloud <br> Group Holdings <br> Ltd.<br>| 344000 | 146108 |
| \* | Mingfa Group <br> International Co. <br> Ltd.<br>| 374000 | 5867 |
|  | MINISO Group <br> Holding Ltd.<br>| 147600 | 789170 |
|  | Minmetals Capital Co. <br> Ltd., Class A<br>| 51300 | 42707 |
| \* | Minmetals <br> Development Co. <br> Ltd., Class A<br>| 31100 | 39988 |
| \* | Minmetals Land Ltd. | 687644 | 83392 |
|  | Minth Group Ltd. | 446000 | 1979044 |
| \* | Miracle Automation <br> Engineering Co. <br> Ltd., Class A<br>| 12400 | 31470 |
|  | Miracll Chemicals Co. <br> Ltd., Class A<br>| 10100 | 22445 |
|  | MLS Co. Ltd., <br> Class A<br>| 47400 | 58099 |
| \* | MMG Ltd. | 2987599 | 2651352 |
| \*Ω | Mobvista, Inc. | 214000 | 491157 |
| \* | MOG Digitech <br> Holdings Ltd.<br>| 236000 | 12006 |
|  | Montage Technology <br> Co. Ltd., Class A<br>| 3845 | 73697 |
|  | Moon Environment <br> Technology Co. <br> Ltd., Class A<br>| 30680 | 61289 |
| # | Morimatsu <br> International <br> Holdings Co. Ltd.<br>| 187000 | 239405 |
|  | Motic Xiamen Electric <br> Group Co. Ltd., <br> Class A<br>| 5900 | 14578 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Mount Everest Gold <br> Group Co. Ltd.<br>| 84000 | $19871 |
|  | Muyuan Foods Co. <br> Ltd., Class A<br>| 96554 | 683314 |
| \*†† | Myhome Real Estate <br> Development Group <br> Co. Ltd., Class A<br>| 111200 | 0 |
|  | MYS Group Co. Ltd., <br> Class A<br>| 75800 | 46060 |
|  | Nancal Technology <br> Co. Ltd., Class A<br>| 7300 | 48035 |
| \* | Nanfang Zhongjin <br> Environment Co. <br> Ltd., Class A<br>| 46300 | 29010 |
|  | Nanhua Futures Co. <br> Ltd., Class A<br>| 10800 | 31670 |
|  | NanJi E-Commerce <br> Co. Ltd., Class A<br>| 38986 | 19369 |
|  | Nanjing Cosmos <br> Chemical Co. Ltd., <br> Class A<br>| 15820 | 30574 |
|  | Nanjing Hanrui Cobalt <br> Co. Ltd., Class A<br>| 6400 | 44677 |
|  | Nanjing Iron & Steel <br> Co. Ltd., Class A<br>| 220400 | 162689 |
|  | Nanjing King-Friend <br> Biochemical <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 32891 | 46450 |
|  | Nanjing <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 52400 | 37263 |
|  | Nanjing Securities Co. <br> Ltd., Class A<br>| 16000 | 19053 |
| \* | Nanjing Tanker Corp., <br> Class A<br>| 134800 | 61916 |
|  | Nanjing Xinjiekou <br> Department Store <br> Co. Ltd., Class A<br>| 44800 | 47258 |
|  | Nantong Jianghai <br> Capacitor Co. Ltd., <br> Class A<br>| 13300 | 53386 |
|  | Nantong Jiangshan <br> Agrochemical & <br> Chemical LLC, <br> Class A<br>| 18600 | 62530 |
|  | NARI Technology Co. <br> Ltd., Class A<br>| 78868 | 268730 |
| \* | National Silicon <br> Industry Group Co. <br> Ltd., Class A<br>| 10831 | 34809 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | NAURA Technology <br> Group Co. Ltd., <br> Class A<br>| 4190 | $239729 |
| \* | NavInfo Co. Ltd., <br> Class A<br>| 23700 | 29977 |
| \* | Nayuki Holdings Ltd. | 51000 | 7680 |
|  | NBTM New Materials <br> Group Co. Ltd., <br> Class A<br>| 10100 | 42700 |
|  | NetDragon Websoft <br> Holdings Ltd.<br>| 159000 | 248393 |
| \*Ω | NetEase Cloud Music, <br> Inc.<br>| 12700 | 394349 |
|  | NetEase, Inc. (9999 <br> HK)<br>| 153100 | 4296097 |
|  | NetEase, Inc. (NTES <br> US), ADR<br>| 23712 | 3322051 |
|  | Neusoft Corp., <br> Class A<br>| 19000 | 28104 |
|  | Neutech Group Ltd. | 143200 | 46965 |
|  | New China Life <br> Insurance Co. Ltd., <br> Class H<br>| 305800 | 1932536 |
|  | New Guomai Digital <br> Culture Co. Ltd., <br> Class A<br>| 21700 | 42503 |
|  | New Hope Dairy Co. <br> Ltd., Class A<br>| 12400 | 30329 |
|  | New Hope Liuhe Co. <br> Ltd., Class A<br>| 63000 | 86174 |
|  | New Trend <br> International <br> Logis-Tech Co. Ltd., <br> Class A<br>| 13200 | 23541 |
|  | Neway Valve Suzhou <br> Co. Ltd., Class A<br>| 8900 | 65679 |
| \* | Newborn Town, Inc. | 140000 | 190323 |
|  | Newland Digital <br> Technology Co. <br> Ltd., Class A<br>| 12400 | 48023 |
|  | Nexteer Automotive <br> Group Ltd.<br>| 504000 | 436893 |
| \* | Nine Dragons Paper <br> Holdings Ltd.<br>| 775000 | 555117 |
| \* | Ninestar Corp., <br> Class A<br>| 15091 | 46016 |
|  | Ningbo BaoSi Energy <br> Equipment Co. Ltd., <br> Class A<br>| 17700 | 19921 |
|  | Ningbo Boway Alloy <br> Material Co. Ltd., <br> Class A<br>| 18800 | 57775 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Ningbo Changhong <br> Polymer Scientific & <br> Technical, Inc., <br> Class A<br>| 12700 | $33650 |
|  | Ningbo Haitian <br> Precision Machinery <br> Co. Ltd., Class A<br>| 11000 | 32016 |
|  | Ningbo Huaxiang <br> Electronic Co. Ltd., <br> Class A<br>| 20200 | 94180 |
| \* | Ningbo Jifeng Auto <br> Parts Co. Ltd., <br> Class A<br>| 22300 | 43545 |
|  | Ningbo Jintian Copper <br> Group Co. Ltd., <br> Class A<br>| 42300 | 68784 |
|  | Ningbo Joyson <br> Electronic Corp., <br> Class A<br>| 35893 | 160909 |
|  | Ningbo Kbe Electrical <br> Technology Co. <br> Ltd., Class A<br>| 4500 | 32306 |
|  | Ningbo Orient Wires & <br> Cables Co. Ltd., <br> Class A<br>| 6300 | 55509 |
|  | Ningbo Peacebird <br> Fashion Co. Ltd., <br> Class A<br>| 16600 | 33415 |
|  | Ningbo Ronbay New <br> Energy Technology <br> Co. Ltd., Class A<br>| 10396 | 40805 |
| \* | Ningbo Shanshan Co. <br> Ltd., Class A<br>| 15400 | 29761 |
|  | Ningbo Sunrise Elc <br> Technology Co. <br> Ltd., Class A<br>| 7400 | 19110 |
|  | Ningbo Tuopu Group <br> Co. Ltd., Class A<br>| 11525 | 120230 |
|  | Ningbo Xusheng <br> Group Co. Ltd., <br> Class A<br>| 19408 | 41084 |
|  | Ningbo Yongxin Optics <br> Co. Ltd., Class A<br>| 1900 | 27367 |
|  | Ningbo Yunsheng Co. <br> Ltd., Class A<br>| 20600 | 41319 |
|  | Ningbo Zhoushan Port <br> Co. Ltd., Class A<br>| 63480 | 33522 |
|  | Ningxia Orient <br> Tantalum Industry <br> Co. Ltd., Class A<br>| 8500 | 37087 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Ningxia Western <br> Venture Industrial <br> Co. Ltd., Class A<br>| 40700 | $29502 |
| \* | NIO, Inc., Class A | 246950 | 1785578 |
| #\* | Niu Technologies, <br> Sponsored ADR<br>| 13696 | 57523 |
|  | NKY Medical Holdings <br> Ltd., Class A<br>| 16300 | 38014 |
|  | Noah Holdings Ltd., <br> Sponsored ADR<br>| 14545 | 164213 |
| Ω | Nongfu Spring Co. <br> Ltd., Class H<br>| 344000 | 2286757 |
|  | Norinco International <br> Cooperation Ltd., <br> Class A<br>| 37780 | 59373 |
|  | North Chemical <br> Industries Co. Ltd., <br> Class A<br>| 16400 | 46400 |
|  | North China <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 62800 | 52988 |
|  | North Copper Co. <br> Ltd., Class A<br>| 28000 | 61891 |
|  | North Huajin Chemical <br> Industries Co. Ltd., <br> Class A<br>| 61700 | 44074 |
|  | Northeast Securities <br> Co. Ltd., Class A<br>| 32000 | 40866 |
| #\* | NovaBridge <br> Biosciences, <br> Sponsored ADR<br>| 18909 | 93600 |
|  | Novoray Corp., <br> Class A<br>| 4538 | 40574 |
| \* | NSFOCUS <br> Technologies Group <br> Co. Ltd., Class A<br>| 18700 | 21793 |
| \* | Nuode New Materials <br> Co. Ltd., Class A<br>| 32300 | 32154 |
|  | NYOCOR Co. Ltd., <br> Class A<br>| 29300 | 22981 |
| #\*Ω | Ocumension <br> Therapeutics<br>| 73500 | 78752 |
| \* | Offcn Education <br> Technology Co. <br> Ltd., Class A<br>| 141700 | 54183 |
|  | Offshore Oil <br> Engineering Co. <br> Ltd., Class A<br>| 103100 | 78949 |
| \* | OFILM Group Co. <br> Ltd., Class A<br>| 42100 | 73040 |
|  | Olympic Circuit <br> Technology Co. <br> Ltd., Class A<br>| 8700 | 50902 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | OmniVision Integrated <br> Circuits Group, Inc.<br>| 5085 | $93428 |
|  | Onewo, Inc., Class H | 66400 | 190770 |
|  | Oppein Home Group, <br> Inc., Class A<br>| 9163 | 68918 |
|  | Opple Lighting Co. <br> Ltd., Class A<br>| 13901 | 33993 |
|  | OPT Machine Vision <br> Tech Co. Ltd., <br> Class A<br>| 1788 | 32003 |
|  | ORG Technology Co. <br> Ltd., Class A<br>| 109700 | 92830 |
|  | Orient International <br> Enterprise Ltd., <br> Class A<br>| 19500 | 22920 |
|  | Orient Overseas <br> International Ltd.<br>| 43500 | 752808 |
| Ω | Orient Securities Co. <br> Ltd., Class H<br>| 178800 | 166603 |
| \* | Oriental Energy Co. <br> Ltd., Class A<br>| 42700 | 49369 |
|  | Oriental Pearl Group <br> Co. Ltd., Class A<br>| 33900 | 46279 |
| #\* | OSL Group Ltd. | 42000 | 95068 |
| \* | Ourpalm Co. Ltd., <br> Class A<br>| 37400 | 27339 |
|  | Ovctek China, Inc., <br> Class A<br>| 10545 | 24702 |
| \* | Pacific Securities Co. <br> Ltd., Class A<br>| 34600 | 21887 |
|  | Pacific Shuanglin <br> Bio-pharmacy Co. <br> Ltd., Class A<br>| 12480 | 27631 |
| \* | Pangang Group <br> Vanadium Titanium <br> & Resources Co. <br> Ltd., Class A<br>| 103100 | 43793 |
| \* | PCI Technology Group <br> Co. Ltd., Class A<br>| 42380 | 40897 |
| \* | PDD Holdings, Inc., <br> ADR<br>| 119904 | 16171452 |
| \*Ω | Peijia Medical Ltd. | 129000 | 99865 |
| \*†† | Pengdu Agriculture & <br> Animal Husbandry <br> Co. Ltd., Class A<br>| 235900 | 0 |
| \* | Pengxin International <br> Mining Co. Ltd., <br> Class A<br>| 43700 | 50319 |
|  | People.cn Co. Ltd., <br> Class A<br>| 12400 | 35208 |
|  | People's Insurance <br> Co. Group of China <br> Ltd. , Class H<br>| 1812000 | 1627375 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Perfect World Co. <br> Ltd., Class A<br>| 10200 | $24571 |
|  | PharmaBlock <br> Sciences Nanjing, <br> Inc., Class A<br>| 5600 | 33631 |
| \* | Phenix Optical Co. <br> Ltd., Class A<br>| 7000 | 21439 |
|  | PhiChem Corp., <br> Class A<br>| 15000 | 49454 |
|  | PICC Property & <br> Casualty Co. Ltd., <br> Class H<br>| 1147582 | 2711190 |
|  | Ping An Bank Co. <br> Ltd., Class A<br>| 288500 | 459084 |
| #Ω | Ping An Healthcare & <br> Technology Co. <br> Ltd.<br>| 648309 | 1146945 |
|  | Ping An Insurance <br> Group Co. of China <br> Ltd., Class H<br>| 1412500 | 10204368 |
|  | PNC Process <br> Systems Co. Ltd., <br> Class A<br>| 8820 | 38528 |
|  | POCO Holding Co. <br> Ltd., Class A<br>| 3660 | 40217 |
| \* | Polaris Bay Group Co. <br> Ltd., Class A<br>| 39700 | 41080 |
|  | Poly Developments & <br> Holdings Group Co. <br> Ltd., Class A<br>| 86700 | 89313 |
| # | Poly Property Group <br> Co. Ltd.<br>| 889860 | 211690 |
|  | Poly Property <br> Services Co. Ltd., <br> Class H<br>| 74400 | 320962 |
| \* | Pony Testing <br> International Group <br> Co. Ltd., Class A<br>| 17770 | 20699 |
| Ω | Pop Mart International <br> Group Ltd.<br>| 119600 | 3402037 |
| \* | Porton Pharma <br> Solutions Ltd., <br> Class A<br>| 11300 | 42314 |
| Ω | Postal Savings Bank <br> of China Co. Ltd., <br> Class H<br>| 1776000 | 1251388 |
|  | Pou Sheng <br> International <br> Holdings Ltd.<br>| 1282687 | 78383 |
|  | Power Construction <br> Corp. of China Ltd., <br> Class A<br>| 246300 | 195253 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Powerwin Tech Group <br> Ltd.<br>| 68000 | $9720 |
|  | Prinx Chengshan <br> Holdings Ltd.<br>| 89500 | 81775 |
| \* | Productive <br> Technologies Co. <br> Ltd.<br>| 824000 | 21977 |
|  | Pulike Biological <br> Engineering, Inc., <br> Class A<br>| 10800 | 21216 |
|  | PW Medtech Group <br> Ltd.<br>| 317000 | 61217 |
|  | Pylon Technologies <br> Co. Ltd., Class A<br>| 4094 | 38175 |
|  | Q Technology Group <br> Co. Ltd.<br>| 195000 | 350669 |
|  | Qfin Holdings, Inc., <br> ADR<br>| 69810 | 1685911 |
| \* | Qi An Xin Technology <br> Group, Inc., <br> Class A<br>| 6011 | 32989 |
|  | Qianhe Condiment & <br> Food Co. Ltd., <br> Class A<br>| 34252 | 44639 |
| \* | Qinchuan Machine <br> Tool & Tool Group <br> Share Co. Ltd., <br> Class A<br>| 19500 | 37623 |
|  | Qingdao Citymedia <br> Co. Ltd., Class A<br>| 19400 | 18515 |
|  | Qingdao East Steel <br> Tower Stock Co. <br> Ltd., Class A<br>| 45500 | 112927 |
|  | Qingdao Eastsoft <br> Communication <br> Technology Co. <br> Ltd., Class A<br>| 11900 | 25708 |
|  | Qingdao Gaoce <br> Technology Co. <br> Ltd., Class A<br>| 32967 | 53040 |
|  | Qingdao Gon <br> Technology Co. <br> Ltd., Class A<br>| 11600 | 83608 |
|  | Qingdao Haier <br> Biomedical Co. Ltd., <br> Class A<br>| 10035 | 49105 |
|  | Qingdao Hanhe Cable <br> Co. Ltd., Class A<br>| 74800 | 39433 |
|  | Qingdao Hiron <br> Commercial Cold <br> Chain Co. Ltd., <br> Class A<br>| 13860 | 27407 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Qingdao Huicheng <br> Environmental <br> Technology Group <br> Co. Ltd., Class A<br>| 1400 | $30334 |
|  | Qingdao NovelBeam <br> Technology Co. <br> Ltd., Class A<br>| 3494 | 23824 |
| Ω | Qingdao Port <br> International Co. <br> Ltd., Class H<br>| 263000 | 240421 |
|  | Qingdao Rural <br> Commercial Bank <br> Corp., Class A<br>| 54800 | 24810 |
|  | Qingdao Sentury Tire <br> Co. Ltd., Class A<br>| 25320 | 69177 |
|  | Qingdao TGOOD <br> Electric Co. Ltd., <br> Class A<br>| 16500 | 67322 |
| \* | Qingdao Topscomm <br> Communication, <br> Inc., Class A<br>| 2000 | 1994 |
| \* | Qinghai Salt Lake <br> Industry Co. Ltd., <br> Class A<br>| 66100 | 230263 |
| \* | Qingling Motors Co. <br> Ltd., Class H<br>| 384000 | 36502 |
| \* | Qudian, Inc., <br> Sponsored ADR<br>| 55937 | 267379 |
|  | Queclink Wireless <br> Solutions Co. Ltd., <br> Class A<br>| 12720 | 21637 |
|  | Quectel Wireless <br> Solutions Co. Ltd., <br> Class A<br>| 2760 | 36746 |
|  | Quick Intelligent <br> Equipment Co. Ltd., <br> Class A<br>| 7900 | 36162 |
| #\* | Radiance Holdings <br> Group Co. Ltd.<br>| 320000 | 96957 |
|  | Rainbow Digital <br> Commercial Co. <br> Ltd., Class A<br>| 48600 | 36894 |
|  | Range Intelligent <br> Computing <br> Technology Group <br> Co. Ltd., Class A<br>| 8200 | 58200 |
|  | Rayhoo Motor Dies <br> Co. Ltd., Class A<br>| 5000 | 27189 |
|  | Raytron Technology <br> Co. Ltd., Class A<br>| 3918 | 45751 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Realcan <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 47900 | $19380 |
|  | Red Avenue New <br> Materials Group Co. <br> Ltd., Class A<br>| 4700 | 27243 |
| \*Ω | Red Star Macalline <br> Group Corp. Ltd., <br> Class H<br>| 300407 | 49098 |
|  | Renhe Pharmacy Co. <br> Ltd., Class A<br>| 57900 | 50546 |
| #\* | REPT BATTERO <br> Energy Co. Ltd., <br> Class H<br>| 22800 | 40913 |
|  | Rianlon Corp., <br> Class A<br>| 10100 | 56863 |
| \* | Risen Energy Co. <br> Ltd., Class A<br>| 29000 | 43870 |
|  | Riyue Heavy Industry <br> Co. Ltd., Class A<br>| 21900 | 44751 |
|  | Rizhao Port Co. Ltd., <br> Class A<br>| 76200 | 34064 |
|  | RoboTechnik <br> Intelligent <br> Technology Co. <br> Ltd., Class A<br>| 800 | 25161 |
|  | Rockchip Electronics <br> Co. Ltd., Class A<br>| 1700 | 43370 |
| \* | RongFa Nuclear <br> Equipment Co. Ltd., <br> Class A<br>| 38200 | 42439 |
|  | Rongsheng <br> Petrochemical Co. <br> Ltd., Class A<br>| 118300 | 169463 |
| \* | Roshow Technology <br> Co. Ltd., Class A<br>| 32700 | 40798 |
|  | Ruida Futures Co. <br> Ltd., Class A<br>| 13500 | 44834 |
|  | Runjian Co. Ltd., <br> Class A<br>| 3100 | 19173 |
| \* | Sai Micro Electronics, <br> Inc., Class A<br>| 11000 | 37854 |
|  | SAIC Motor Corp. <br> Ltd., Class A<br>| 63100 | 147634 |
|  | Sailun Group Co. Ltd., <br> Class A<br>| 60200 | 129865 |
|  | Sanan Optoelectronics <br> Co. Ltd., Class A<br>| 39800 | 77664 |
|  | Sanjiang Shopping <br> Club Co. Ltd., <br> Class A<br>| 14000 | 27255 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Sanquan Food Co. <br> Ltd., Class A<br>| 34104 | $53519 |
| \* | Sansteel Minguang <br> Co. Ltd. Fujian, <br> Class A<br>| 113200 | 71282 |
|  | Sansure Biotech, Inc., <br> Class A<br>| 12674 | 39256 |
| \* | Sanwei Holding Group <br> Co. Ltd., Class A<br>| 22300 | 36331 |
|  | Sany Heavy <br> Equipment <br> International <br> Holdings Co. Ltd.<br>| 643000 | 607018 |
|  | Sany Heavy Industry <br> Co. Ltd., Class A<br>| 48000 | 149370 |
|  | Satellite Chemical Co. <br> Ltd., Class A<br>| 71257 | 179464 |
|  | SDIC Capital Co. Ltd., <br> Class A<br>| 29600 | 32630 |
|  | Sealand Securities <br> Co. Ltd., Class A<br>| 74500 | 47856 |
| \* | Seazen Group Ltd. | 1183333 | 333383 |
| \* | Seazen Holdings Co. <br> Ltd., Class A<br>| 31300 | 62487 |
| \*†† | S-Enjoy Service <br> Group Co. Ltd.<br>| 173000 | 23377 |
|  | Seres Group Co. Ltd., <br> Class A<br>| 10900 | 238033 |
|  | SF Holding Co. Ltd., <br> Class A<br>| 89267 | 506024 |
|  | SG Micro Corp., <br> Class A<br>| 2210 | 22877 |
|  | Shaanxi Beiyuan <br> Chemical Industry <br> Group Co. Ltd., <br> Class A<br>| 41800 | 23151 |
|  | Shaanxi Construction <br> Engineering Group <br> Corp. Ltd., Class A<br>| 54800 | 29188 |
| \* | Shaanxi Heimao <br> Coking Co. Ltd., <br> Class A<br>| 56300 | 33627 |
| \* | Shandong BoAn <br> Biotechnology Co. <br> Ltd., Class H<br>| 9800 | 13223 |
|  | Shandong Bohui <br> Paper Industrial Co. <br> Ltd., Class A<br>| 36400 | 25541 |
|  | Shandong Buchang <br> Pharmaceuticals <br> Co. Ltd., Class A<br>| 14718 | 35863 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shandong Dawn <br> Polymer Co. Ltd., <br> Class A<br>| 17300 | $60267 |
|  | Shandong Denghai <br> Seeds Co. Ltd., <br> Class A<br>| 16200 | 21438 |
|  | Shandong Dongyue <br> Silicone Material <br> Co. Ltd., Class A<br>| 37300 | 48685 |
| Ω | Shandong Gold <br> Mining Co. Ltd., <br> Class H<br>| 131000 | 549168 |
| \* | Shandong Haihua Co. <br> Ltd., Class A<br>| 24500 | 19182 |
|  | Shandong Head <br> Group Co. Ltd., <br> Class A<br>| 11700 | 21429 |
|  | Shandong Himile <br> Mechanical Science <br> & Technology Co. <br> Ltd., Class A<br>| 9400 | 88437 |
|  | Shandong Hi-speed <br> Co. Ltd., Class A<br>| 18900 | 24788 |
|  | Shandong Hi-Speed <br> Road & Bridge <br> Group Co. Ltd., <br> Class A<br>| 41800 | 35907 |
|  | Shandong Huatai <br> Paper Industry <br> Shareholding Co. <br> Ltd., Class A<br>| 49040 | 25645 |
|  | Shandong Humon <br> Smelting Co. Ltd., <br> Class A<br>| 31800 | 59019 |
| \* | Shandong Iron & <br> Steel Co. Ltd., <br> Class A<br>| 132100 | 29884 |
|  | Shandong Jincheng <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 12600 | 30935 |
|  | Shandong Jinjing <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 51300 | 37857 |
|  | Shandong Linglong <br> Tyre Co. Ltd., <br> Class A<br>| 33300 | 72017 |
|  | Shandong Lukang <br> Pharma, Class A<br>| 31100 | 43813 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shandong Nanshan <br> Aluminum Co. Ltd., <br> Class A<br>| 179300 | $116166 |
|  | Shandong <br> Pharmaceutical <br> Glass Co. Ltd., <br> Class A<br>| 16400 | 48205 |
|  | Shandong Publishing <br> & Media Co. Ltd., <br> Class A<br>| 37500 | 44060 |
|  | Shandong Sun Paper <br> Industry JSC Ltd., <br> Class A<br>| 70561 | 141061 |
|  | Shandong Weifang <br> Rainbow Chemical <br> Co. Ltd., Class A<br>| 8900 | 92640 |
|  | Shandong Weigao <br> Group Medical <br> Polymer Co. Ltd., <br> Class H<br>| 1306000 | 914185 |
|  | Shandong WIT Dyne <br> Health Co. Ltd., <br> Class A<br>| 10600 | 50892 |
|  | Shandong Xiantan Co. <br> Ltd., Class A<br>| 25500 | 22581 |
|  | Shandong Yisheng <br> Livestock & Poultry <br> Breeding Co. Ltd., <br> Class A<br>| 40600 | 51303 |
|  | Shanghai Acrel Co. <br> Ltd., Class A<br>| 6400 | 22695 |
| \* | Shanghai Aerospace <br> Automobile <br> Electromechanical <br> Co. Ltd., Class A<br>| 34300 | 39780 |
| \* | Shanghai AJ Group <br> Co. Ltd., Class A<br>| 81581 | 64470 |
|  | Shanghai Allist <br> Pharmaceuticals <br> Co. Ltd., Class A<br>| 5281 | 79835 |
|  | Shanghai AtHub Co. <br> Ltd., Class A<br>| 12412 | 58012 |
|  | Shanghai Bailian <br> Group Co. Ltd., <br> Class A<br>| 48500 | 61568 |
|  | Shanghai Baolong <br> Automotive Corp., <br> Class A<br>| 9800 | 51917 |
|  | Shanghai Baosight <br> Software Co. Ltd., <br> Class A<br>| 15785 | 51031 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shanghai Baosteel <br> Packaging Co. Ltd., <br> Class A<br>| 48100 | $37366 |
|  | Shanghai Belling Co. <br> Ltd., Class A<br>| 3800 | 18266 |
|  | Shanghai BOCHU <br> Electronic <br> Technology Corp. <br> Ltd., Class A<br>| 1149 | 22113 |
|  | Shanghai Bright Meat <br> Group Co. Ltd., <br> Class A<br>| 27900 | 26699 |
|  | Shanghai Chicmax <br> Cosmetic Co. Ltd., <br> Class H<br>| 18100 | 199608 |
|  | Shanghai <br> Chinafortune Co. <br> Ltd., Class A<br>| 14500 | 34038 |
|  | Shanghai Chlor-Alkali <br> Chemical Co. Ltd., <br> Class A<br>| 11000 | 16893 |
|  | Shanghai Construction <br> Group Co. Ltd., <br> Class A<br>| 178800 | 70862 |
|  | Shanghai Daimay <br> Automotive Interior <br> Co. Ltd., Class A<br>| 54949 | 58951 |
|  | Shanghai Datun <br> Energy Resources <br> Co. Ltd., Class A<br>| 22700 | 44058 |
|  | Shanghai Dazhong <br> Public Utilities <br> Group Co. Ltd., <br> Class H<br>| 98000 | 55554 |
| \* | Shanghai Electric <br> Group Co. Ltd., <br> Class H<br>| 384000 | 223904 |
|  | Shanghai Environment <br> Group Co. Ltd., <br> Class A<br>| 34392 | 40133 |
|  | Shanghai Fengyuzhu <br> Culture & <br> Technology Co. <br> Ltd., Class A<br>| 12800 | 17528 |
|  | Shanghai Fudan <br> Microelectronics <br> Group Co. Ltd., <br> Class H<br>| 40000 | 217572 |
| # | Shanghai <br> Fudan-Zhangjiang <br> Bio-Pharmaceutical <br> Co. Ltd., Class H<br>| 81000 | 34049 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shanghai Fullhan <br> Microelectronics Co. <br> Ltd., Class A<br>| 3390 | $22504 |
|  | Shanghai Ganglian <br> E-Commerce <br> Holdings Co. Ltd., <br> Class A<br>| 8232 | 31522 |
|  | Shanghai Gench <br> Education Group <br> Ltd.<br>| 34500 | 11889 |
|  | Shanghai Gentech <br> Co. Ltd., Class A<br>| 6564 | 30307 |
|  | Shanghai Hanbell <br> Precise Machinery <br> Co. Ltd., Class A<br>| 11900 | 40927 |
| Ω | Shanghai Haohai <br> Biological <br> Technology Co. <br> Ltd., Class H<br>| 13720 | 48188 |
|  | Shanghai Huace <br> Navigation <br> Technology Ltd., <br> Class A<br>| 9100 | 41021 |
|  | Shanghai Huafon <br> Aluminium Corp., <br> Class A<br>| 17700 | 43716 |
|  | Shanghai Industrial <br> Holdings Ltd.<br>| 228000 | 400233 |
| \* | Shanghai Industrial <br> Urban Development <br> Group Ltd.<br>| 918400 | 40185 |
| \* | Shanghai INT Medical <br> Instruments Co. <br> Ltd., Class H<br>| 24000 | 96564 |
|  | Shanghai International <br> Airport Co. Ltd., <br> Class A<br>| 8800 | 39940 |
|  | Shanghai Jahwa <br> United Co. Ltd., <br> Class A<br>| 9000 | 31727 |
|  | Shanghai Jinjiang <br> International Hotels <br> Co. Ltd., Class A<br>| 22900 | 72457 |
|  | Shanghai Jinqiao <br> Export Processing <br> Zone Development <br> Co. Ltd., Class A<br>| 14400 | 22923 |
|  | Shanghai Kaibao <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 32200 | 27928 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shanghai Kelai <br> Mechatronics <br> Engineering Co. <br> Ltd., Class A<br>| 7900 | $21765 |
|  | Shanghai Liangxin <br> Electrical Co. Ltd., <br> Class A<br>| 39200 | 58411 |
|  | Shanghai Lingang <br> Holdings Corp. Ltd., <br> Class A<br>| 39000 | 61932 |
|  | Shanghai Lujiazui <br> Finance & Trade <br> Zone Development <br> Co. Ltd., Class A<br>| 17800 | 21417 |
|  | Shanghai M&G <br> Stationery, Inc., <br> Class A<br>| 12600 | 49583 |
|  | Shanghai Mechanical <br> & Electrical Industry <br> Co. Ltd., Class A<br>| 8800 | 33529 |
|  | Shanghai MicroPort <br> Endovascular <br> MedTech Group Co. <br> Ltd., Class A<br>| 1473 | 21086 |
| \* | Shanghai Milkground <br> Food Tech Co. Ltd., <br> Class A<br>| 10100 | 36325 |
| \* | Shanghai New Power <br> Automotive <br> Technology Co. <br> Ltd., Class A<br>| 14500 | 12756 |
|  | Shanghai Pioneer <br> Holding Ltd.<br>| 119000 | 31970 |
|  | Shanghai Pret <br> Composites Co. <br> Ltd., Class A<br>| 18500 | 34998 |
|  | Shanghai Pudong <br> Construction Co. <br> Ltd., Class A<br>| 44500 | 50473 |
|  | Shanghai Pudong <br> Development Bank <br> Co. Ltd., Class A<br>| 236200 | 381886 |
|  | Shanghai Putailai New <br> Energy Technology <br> Co. Ltd., Class A<br>| 22053 | 90611 |
|  | Shanghai QiFan <br> Cable Co. Ltd., <br> Class A<br>| 16100 | 42447 |
|  | Shanghai RAAS Blood <br> Products Co. Ltd., <br> Class A<br>| 38700 | 36676 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shanghai Runda <br> Medical Technology <br> Co. Ltd., Class A<br>| 11500 | $27221 |
|  | Shanghai Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 118100 | 141638 |
|  | Shanghai Shibei <br> Hi-Tech Co. Ltd., <br> Class A<br>| 45600 | 39603 |
|  | Shanghai Shyndec <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 48100 | 70440 |
| \* | Shanghai Stonehill <br> Technology Co. <br> Ltd., Class A<br>| 27900 | 31089 |
|  | Shanghai Tongji <br> Science & <br> Technology <br> Industrial Co. Ltd., <br> Class A<br>| 17036 | 35581 |
|  | Shanghai Tunnel <br> Engineering Co. <br> Ltd., Class A<br>| 65000 | 60329 |
|  | Shanghai Vital <br> Microtech Co. Ltd.<br>| 13600 | 35507 |
|  | Shanghai Waigaoqiao <br> Free Trade Zone <br> Group Co. Ltd., <br> Class A<br>| 20800 | 31977 |
|  | Shanghai Yaoji <br> Technology Co. <br> Ltd., Class A<br>| 10200 | 37204 |
|  | Shanghai Yuyuan <br> Tourist Mart Group <br> Co. Ltd., Class A<br>| 60600 | 47359 |
|  | Shanghai Zhangjiang <br> High-Tech Park <br> Development Co. <br> Ltd., Class A<br>| 6000 | 37594 |
|  | Shanghai Zhenhua <br> Heavy Industries <br> Co. Ltd., Class A<br>| 44800 | 29789 |
|  | Shanghai Zhonggu <br> Logistics Co. Ltd., <br> Class A<br>| 45248 | 70353 |
|  | Shanghai Zijiang <br> Enterprise Group <br> Co. Ltd., Class A<br>| 63400 | 70387 |
|  | Shanjin International <br> Gold Co. Ltd., <br> Class A<br>| 41780 | 127709 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shannon <br> Semiconductor <br> Technology Co. <br> Ltd., Class A<br>| 2100 | $39065 |
|  | Shantou Wanshun <br> New Material Group <br> Co. Ltd., Class A<br>| 25300 | 22577 |
|  | Shantui Construction <br> Machinery Co. Ltd., <br> Class A<br>| 39300 | 63933 |
| \* | Shanxi Guoxin Energy <br> Corp. Ltd., Class A<br>| 65300 | 32425 |
|  | Shanxi Hi-speed <br> Group Co. Ltd., <br> Class A<br>| 37800 | 27541 |
| \* | Shanxi Lu'an <br> Chemical <br> Technology Co. <br> Ltd., Class A<br>| 71000 | 28666 |
|  | Shanxi Securities Co. <br> Ltd., Class A<br>| 35100 | 31590 |
| \* | Shanxi Taigang <br> Stainless Steel Co. <br> Ltd., Class A<br>| 83500 | 49417 |
| \* | Shanxi Zhendong <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 29600 | 29067 |
|  | Sharetronic Data <br> Technology Co. <br> Ltd., Class A<br>| 3780 | 86204 |
|  | Shengda Resources <br> Co. Ltd., Class A<br>| 17600 | 58145 |
|  | Shengyi Technology <br> Co. Ltd., Class A<br>| 12600 | 113608 |
|  | Shenma Industry Co. <br> Ltd., Class A<br>| 12700 | 17736 |
|  | Shennan Circuits Co. <br> Ltd., Class A<br>| 4540 | 136668 |
| Ω | Shenwan Hongyuan <br> Group Co. Ltd., <br> Class H<br>| 304000 | 133762 |
| \* | Shenyang Jinbei <br> Automotive Co. <br> Ltd., Class A<br>| 33900 | 22185 |
|  | Shenyang Xingqi <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 3841 | 43267 |
|  | Shenzhen Agricultural <br> Power Group Co. <br> Ltd., Class A<br>| 38700 | 46486 |
|  | Shenzhen Airport Co. <br> Ltd., Class A<br>| 58200 | 59091 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shenzhen Aisidi Co. <br> Ltd., Class A<br>| 19300 | $33648 |
|  | Shenzhen Batian <br> Ecotypic <br> Engineering Co. <br> Ltd., Class A<br>| 29600 | 46357 |
|  | Shenzhen Bingchuan <br> Network Co. Ltd., <br> Class A<br>| 2100 | 11109 |
|  | Shenzhen BSC <br> Technology Co. <br> Ltd., Class A<br>| 7900 | 40679 |
|  | Shenzhen Capchem <br> Technology Co. <br> Ltd., Class A<br>| 6980 | 52085 |
|  | Shenzhen Center <br> Power Tech Co. <br> Ltd., Class A<br>| 11800 | 38006 |
|  | Shenzhen Cereals <br> Holdings Co. Ltd., <br> Class A<br>| 28900 | 28373 |
|  | Shenzhen Changhong <br> Technology Co. <br> Ltd., Class A<br>| 11800 | 22760 |
|  | Shenzhen Click <br> Technology Co. <br> Ltd., Class A<br>| 13300 | 35210 |
| \* | Shenzhen Clou <br> Electronics Co. Ltd., <br> Class A<br>| 20200 | 24845 |
|  | Shenzhen Colibri <br> Technologies Co. <br> Ltd., Class A<br>| 18200 | 56994 |
|  | Shenzhen Das <br> Intellitech Co. Ltd., <br> Class A<br>| 81600 | 37531 |
|  | Shenzhen Desay <br> Battery Technology <br> Co., Class A<br>| 9392 | 37102 |
| \* | Shenzhen Dynanonic <br> Co. Ltd., Class A<br>| 10274 | 66343 |
|  | Shenzhen Envicool <br> Technology Co. <br> Ltd., Class A<br>| 5923 | 58361 |
|  | Shenzhen Everwin <br> Precision <br> Technology Co. <br> Ltd., Class A<br>| 13980 | 74702 |
|  | Shenzhen <br> Expressway Corp. <br> Ltd., Class H<br>| 216000 | 201961 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Shenzhen Feima <br> International Supply <br> Chain Co. Ltd., <br> Class A<br>| 61900 | $36611 |
|  | Shenzhen FRD <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 7800 | 34484 |
|  | Shenzhen Fuanna <br> Bedding & <br> Furnishing Co. Ltd., <br> Class A<br>| 40500 | 41000 |
|  | Shenzhen Gas Corp. <br> Ltd., Class A<br>| 60600 | 57243 |
| \* | Shenzhen Gongjin <br> Electronics Co. Ltd., <br> Class A<br>| 23900 | 40117 |
|  | Shenzhen Goodix <br> Technology Co. <br> Ltd., Class A<br>| 2600 | 30050 |
|  | Shenzhen H&T <br> Intelligent Control <br> Co. Ltd., Class A<br>| 4400 | 31778 |
| Ω | Shenzhen Hepalink <br> Pharmaceutical <br> Group Co. Ltd., <br> Class H<br>| 85000 | 58786 |
|  | Shenzhen Honor <br> Electronic Co. Ltd., <br> Class A<br>| 1700 | 46504 |
|  | Shenzhen Hopewind <br> Electric Co. Ltd., <br> Class A<br>| 7500 | 31809 |
|  | Shenzhen Inovance <br> Technology Co. <br> Ltd., Class A<br>| 7450 | 80606 |
| # | Shenzhen <br> International <br> Holdings Ltd.<br>| 647698 | 671396 |
|  | Shenzhen Investment <br> Holdings Bay Area <br> Development Co. <br> Ltd.<br>| 96500 | 22609 |
| #\* | Shenzhen Investment <br> Ltd.<br>| 1088668 | 117666 |
|  | Shenzhen Invt Electric <br> Co. Ltd., Class A<br>| 25800 | 32667 |
|  | Shenzhen Jieshun <br> Science & <br> Technology Industry <br> Co. Ltd., Class A<br>| 14800 | 20260 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shenzhen Jufei <br> Optoelectronics Co. <br> Ltd., Class A<br>| 65400 | $61544 |
|  | Shenzhen Kaifa <br> Technology Co. <br> Ltd., Class A<br>| 15400 | 59112 |
|  | Shenzhen Kangtai <br> Biological Products <br> Co. Ltd., Class A<br>| 15460 | 37386 |
|  | Shenzhen Kedali <br> Industry Co. Ltd., <br> Class A<br>| 3600 | 91174 |
|  | Shenzhen Kingkey <br> Smart Agriculture <br> Times Co. Ltd., <br> Class A<br>| 35633 | 82329 |
|  | Shenzhen Kinwong <br> Electronic Co. Ltd., <br> Class A<br>| 11100 | 113172 |
|  | Shenzhen Kstar <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 5200 | 31462 |
|  | Shenzhen Laibao <br> Hi-tech Co. Ltd., <br> Class A<br>| 24100 | 37811 |
|  | Shenzhen Leaguer <br> Co. Ltd., Class A<br>| 46673 | 60523 |
|  | Shenzhen Lifotronic <br> Technology Co. <br> Ltd., Class A<br>| 9595 | 18615 |
|  | Shenzhen Megmeet <br> Electrical Co. Ltd., <br> Class A<br>| 5700 | 60949 |
|  | Shenzhen Microgate <br> Technology Co. <br> Ltd., Class A<br>| 19400 | 34609 |
|  | Shenzhen Mindray <br> Bio-Medical <br> Electronics Co. Ltd., <br> Class A<br>| 11800 | 356751 |
|  | Shenzhen MTC Co. <br> Ltd., Class A<br>| 106018 | 91667 |
| \* | Shenzhen Neptunus <br> Bioengineering Co. <br> Ltd., Class A<br>| 52500 | 18607 |
|  | Shenzhen New <br> Industries <br> Biomedical <br> Engineering Co. <br> Ltd., Class A<br>| 8700 | 74613 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Shenzhen New <br> Nanshan Holding <br> Group Co. Ltd., <br> Class A<br>| 65600 | $28699 |
|  | Shenzhen Noposin <br> Crop Science Co. <br> Ltd., Class A<br>| 36400 | 62392 |
| \* | Shenzhen Overseas <br> Chinese Town Co. <br> Ltd., Class A<br>| 127900 | 42826 |
|  | Shenzhen Pagoda <br> Industrial Group <br> Corp. Ltd., Class H<br>| 192500 | 50542 |
|  | Shenzhen Qingyi <br> Photomask Ltd., <br> Class A<br>| 6888 | 27872 |
|  | Shenzhen Salubris <br> Pharmaceuticals <br> Co. Ltd., Class A<br>| 3787 | 31733 |
|  | Shenzhen SC New <br> Energy Technology <br> Corp., Class A<br>| 9100 | 120830 |
|  | Shenzhen SED <br> Industry Co. Ltd., <br> Class A<br>| 14200 | 41388 |
|  | Shenzhen SEG Co. <br> Ltd., Class A<br>| 21500 | 29960 |
|  | Shenzhen Senior <br> Technology Material <br> Co. Ltd., Class A<br>| 30143 | 60330 |
|  | Shenzhen Sinexcel <br> Electric Co. Ltd., <br> Class A<br>| 8400 | 49390 |
|  | Shenzhen Sunlord <br> Electronics Co. Ltd., <br> Class A<br>| 13900 | 74661 |
|  | Shenzhen Sunnypol <br> Optoelectronics Co. <br> Ltd., Class A<br>| 5000 | 16761 |
|  | Shenzhen Sunway <br> Communication Co. <br> Ltd., Class A<br>| 17300 | 86918 |
|  | Shenzhen Tagen <br> Group Co. Ltd., <br> Class A<br>| 100200 | 53373 |
|  | Shenzhen Topband <br> Co. Ltd., Class A<br>| 22700 | 44010 |
|  | Shenzhen Topraysolar <br> Co. Ltd., Class A<br>| 44000 | 22574 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shenzhen Topway <br> Video <br> Communication Co. <br> Ltd., Class A<br>| 20400 | $24343 |
|  | Shenzhen Transsion <br> Holdings Co. Ltd., <br> Class A<br>| 11212 | 120187 |
|  | Shenzhen United <br> Winners Laser Co. <br> Ltd., Class A<br>| 9775 | 35820 |
|  | Shenzhen Weiguang <br> Biological Products <br> Co. Ltd., Class A<br>| 10200 | 39254 |
|  | Shenzhen Woer <br> Heat-Shrinkable <br> Material Co. Ltd., <br> Class A<br>| 11900 | 46249 |
|  | Shenzhen Yan Tian <br> Port Holding Co. <br> Ltd., Class A<br>| 39016 | 25008 |
|  | Shenzhen Yinghe <br> Technology Co. <br> Ltd., Class A<br>| 23900 | 100590 |
| \* | Shenzhen Yitoa <br> Intelligent Control <br> Co. Ltd., Class A<br>| 23200 | 37246 |
|  | Shenzhen YUTO <br> Packaging <br> Technology Co. <br> Ltd., Class A<br>| 19647 | 75392 |
|  | Shenzhen Zhongjin <br> Lingnan Nonfemet <br> Co. Ltd., Class A<br>| 140000 | 108526 |
|  | Shenzhou <br> International Group <br> Holdings Ltd.<br>| 259100 | 2236502 |
| \* | Shida Shinghwa <br> Advanced Material <br> Group Co. Ltd., <br> Class A<br>| 5200 | 47338 |
|  | Shijiazhuang Yiling <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 11613 | 29198 |
|  | Shinva Medical <br> Instrument Co. Ltd., <br> Class A<br>| 27690 | 60474 |
| †† | Shouhang High-Tech <br> Energy Co. Ltd., <br> Class A<br>| 73300 | 721 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Shuangliang <br> Eco-Energy <br> Systems Co. Ltd., <br> Class A<br>| 36800 | $35771 |
|  | Shui On Land Ltd. | 1869521 | 170577 |
|  | Sichuan Changhong <br> Electric Co. Ltd., <br> Class A<br>| 30800 | 44139 |
| \* | Sichuan Chengfei <br> Integration <br> Technology Corp., <br> Class A<br>| 16200 | 96489 |
|  | Sichuan Chuantou <br> Energy Co. Ltd., <br> Class A<br>| 26900 | 55668 |
|  | Sichuan Development <br> Lomon Co. Ltd., <br> Class A<br>| 20000 | 31391 |
|  | Sichuan EM <br> Technology Co. <br> Ltd., Class A<br>| 19400 | 54356 |
|  | Sichuan Expressway <br> Co. Ltd., Class H<br>| 230000 | 151352 |
|  | Sichuan Furong <br> Technology Co. <br> Ltd., Class A<br>| 16545 | 21397 |
| \* | Sichuan Haite <br> High-tech Co. Ltd., <br> Class A<br>| 31856 | 56189 |
|  | Sichuan Hebang <br> Biotechnology Co. <br> Ltd., Class A<br>| 196200 | 60100 |
|  | Sichuan Injet Electric <br> Co. Ltd., Class A<br>| 5000 | 37143 |
|  | Sichuan Jiuyuan <br> Yinhai Software Co. <br> Ltd., Class A<br>| 8100 | 21961 |
|  | Sichuan Kelun <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 14800 | 72795 |
| \* | Sichuan Kelun-Biotech <br> Biopharmaceutical <br> Co. Ltd., Class H<br>| 600 | 34491 |
| \* | Sichuan Lutianhua <br> Co. Ltd., Class A<br>| 74800 | 45106 |
|  | Sichuan New Energy <br> Power Co. Ltd., <br> Class A<br>| 29600 | 51165 |
|  | Sichuan Road & <br> Bridge Group Co. <br> Ltd., Class A<br>| 92580 | 123385 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Sichuan Teway Food <br> Group Co. Ltd., <br> Class A<br>| 25960 | $43557 |
|  | Sichuan Yahua <br> Industrial Group Co. <br> Ltd., Class A<br>| 25100 | 71708 |
| # | Sihuan <br> Pharmaceutical <br> Holdings Group <br> Ltd.<br>| 1210000 | 230632 |
| \* | SIM Technology <br> Group Ltd.<br>| 348000 | 16532 |
| Ω | Simcere <br> Pharmaceutical <br> Group Ltd.<br>| 166000 | 264395 |
|  | Sineng Electric Co. <br> Ltd., Class A<br>| 15020 | 68009 |
|  | Sino <br> Biopharmaceutical <br> Ltd.<br>| 1307000 | 1190588 |
|  | Sinocare, Inc., <br> Class A<br>| 15800 | 42064 |
| \* | Sinochem <br> International Corp., <br> Class A<br>| 81480 | 47875 |
|  | Sinofert Holdings Ltd. | 1130000 | 220966 |
|  | Sinofibers Technology <br> Co. Ltd., Class A<br>| 5700 | 25791 |
|  | Sinolink Securities Co. <br> Ltd., Class A<br>| 34200 | 47487 |
|  | Sinoma International <br> Engineering Co., <br> Class A<br>| 68000 | 91046 |
|  | Sinoma Science & <br> Technology Co. <br> Ltd., Class A<br>| 17714 | 86270 |
|  | Sinomach Automobile <br> Co. Ltd., Class A<br>| 42800 | 37519 |
|  | Sinomach Precision <br> Industry Group Co. <br> Ltd., Class A<br>| 5500 | 22141 |
|  | Sinomine Resource <br> Group Co. Ltd., <br> Class A<br>| 7414 | 58675 |
| # | Sinopec Kantons <br> Holdings Ltd.<br>| 510000 | 263804 |
|  | Sinopec Shanghai <br> Petrochemical Co. <br> Ltd., Class H<br>| 1484000 | 253995 |
|  | Sinopep-Allsino Bio <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 8321 | 45452 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Sinopharm Group Co. <br> Ltd., Class H<br>| 621600 | $1549379 |
|  | Sino-Platinum Metals <br> Co. Ltd., Class A<br>| 16078 | 37574 |
|  | Sinoseal Holding Co. <br> Ltd., Class A<br>| 7200 | 35223 |
|  | Sinosoft Co. Ltd., <br> Class A<br>| 7820 | 23327 |
|  | Sinosteel Engineering <br> & Technology Co. <br> Ltd., Class A<br>| 74200 | 66757 |
|  | Sinosteel New <br> Materials Co. Ltd., <br> Class A<br>| 22500 | 34643 |
|  | Sinotrans Ltd., <br> Class H<br>| 1031000 | 700782 |
|  | Sinotruk Hong Kong <br> Ltd.<br>| 295500 | 987217 |
|  | Sinotruk Jinan Truck <br> Co. Ltd., Class A<br>| 15086 | 38490 |
|  | Skshu Paint Co. Ltd., <br> Class A<br>| 8372 | 51905 |
|  | Skyworth Digital Co. <br> Ltd., Class A<br>| 21800 | 41657 |
| \* | Skyworth Group Ltd. | 130000 | 65881 |
|  | Snowsky Salt Industry <br> Group Co. Ltd., <br> Class A<br>| 39600 | 31732 |
| \* | SOHO China Ltd. | 1086412 | 77010 |
|  | Soho Holly Futures <br> Co. Ltd., Class H<br>| 40000 | 19787 |
|  | Sokan New Materials <br> Group Co. Ltd., <br> Class A<br>| 4228 | 19623 |
|  | Solareast Holdings <br> Co. Ltd., Class A<br>| 12400 | 17621 |
|  | Songcheng <br> Performance <br> Development Co. <br> Ltd., Class A<br>| 15500 | 17503 |
|  | Sonoscape Medical <br> Corp., Class A<br>| 5730 | 23103 |
|  | SooChow Securities <br> Co. Ltd., Class A<br>| 42710 | 57610 |
|  | Southern Publishing & <br> Media Co. Ltd., <br> Class A<br>| 28700 | 57064 |
|  | Southwest Securities <br> Co. Ltd., Class A<br>| 83700 | 55760 |
| \* | SPIC Yuanda <br> Environmental-Protection <br> Co. Ltd., Class A<br>| 12000 | 22536 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Spring Airlines Co. <br> Ltd., Class A<br>| 11700 | $88132 |
| # | SSY Group Ltd. | 777719 | 310459 |
|  | Stanley Agricultural <br> Group Co. Ltd., <br> Class A<br>| 21300 | 29186 |
|  | Star Lake Bioscience <br> Co., Inc. Zhaoqing <br> Guangdong, <br> Class A<br>| 67500 | 68187 |
|  | StarPower <br> Semiconductor Ltd., <br> Class A<br>| 1920 | 28252 |
|  | State Grid Information <br> & Communication <br> Co. Ltd., Class A<br>| 13100 | 33944 |
|  | State Grid Yingda Co. <br> Ltd., Class A<br>| 33900 | 30752 |
|  | STO Express Co. Ltd., <br> Class A<br>| 39700 | 86414 |
|  | Sumavision <br> Technologies Co. <br> Ltd., Class A<br>| 57800 | 45892 |
|  | Sumec Corp. Ltd., <br> Class A<br>| 32900 | 52301 |
|  | Sun Art Retail Group <br> Ltd.<br>| 988500 | 240213 |
|  | Sun King Technology <br> Group Ltd.<br>| 470000 | 122250 |
|  | Sunflower <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 27141 | 55679 |
|  | Sungrow Power <br> Supply Co. Ltd., <br> Class A<br>| 22040 | 588039 |
|  | Suning Universal Co. <br> Ltd., Class A<br>| 121700 | 43614 |
|  | Sunny Optical <br> Technology Group <br> Co. Ltd.<br>| 193600 | 1870892 |
|  | Sunresin New <br> Materials Co. Ltd., <br> Class A<br>| 8480 | 66202 |
|  | Sunrise Group Co. <br> Ltd., Class A<br>| 48300 | 39246 |
| \* | Sunshine Lake <br> Pharma Co. Ltd.<br>| 47187 | 278122 |
|  | Sunstone <br> Development Co. <br> Ltd., Class A<br>| 11200 | 38767 |
|  | Suntak Technology <br> Co. Ltd., Class A<br>| 22600 | 45244 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Sunward Intelligent <br> Equipment Co. Ltd., <br> Class A<br>| 33300 | $62010 |
|  | Sunwoda Electronic <br> Co. Ltd., Class A<br>| 7300 | 36799 |
|  | Suofeiya Home <br> Collection Co. Ltd., <br> Class A<br>| 20320 | 37169 |
|  | SUPCON Technology <br> Co. Ltd., Class A<br>| 4509 | 33160 |
|  | Suzhou Anjie <br> Technology Co. <br> Ltd., Class A<br>| 22700 | 44411 |
|  | Suzhou Dongshan <br> Precision <br> Manufacturing Co. <br> Ltd., Class A<br>| 11800 | 113593 |
|  | Suzhou Gold Mantis <br> Construction <br> Decoration Co. Ltd., <br> Class A<br>| 94150 | 44991 |
|  | Suzhou Good-Ark <br> Electronics Co. Ltd., <br> Class A<br>| 16100 | 23179 |
|  | Suzhou Maxwell <br> Technologies Co. <br> Ltd., Class A<br>| 5300 | 78411 |
|  | Suzhou Secote <br> Precision Electronic <br> Co. Ltd., Class A<br>| 9520 | 64171 |
| \* | Suzhou SLAC <br> Precision <br> Equipment Co. Ltd., <br> Class A<br>| 9300 | 19260 |
|  | Suzhou Sushi Testing <br> Group Co. Ltd., <br> Class A<br>| 18000 | 39623 |
|  | Suzhou TFC Optical <br> Communication Co. <br> Ltd., Class A<br>| 7778 | 171529 |
|  | Suzhou TZTEK <br> Technology Co. <br> Ltd., Class A<br>| 4483 | 34134 |
|  | Suzhou Veichi Electric <br> Co. Ltd., Class A<br>| 3259 | 39468 |
| \* | SVG Optronics Co. <br> Ltd., Class A<br>| 7800 | 39677 |
|  | SY Holdings Group <br> Ltd.<br>| 135000 | 196102 |
|  | Symphony Holdings <br> Ltd.<br>| 690000 | 133369 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | SYoung Group Co. <br> Ltd., Class A<br>| 10400 | $29872 |
|  | Taiji Computer Corp. <br> Ltd., Class A<br>| 12479 | 47139 |
| \* | Taiyuan Heavy <br> Industry Co. Ltd., <br> Class A<br>| 80300 | 31385 |
| \* | Tangrenshen Group <br> Co. Ltd., Class A<br>| 58137 | 38997 |
|  | TangShan Port Group <br> Co. Ltd., Class A<br>| 111730 | 62387 |
|  | Tangshan Sanyou <br> Chemical Industries <br> Co. Ltd., Class A<br>| 68600 | 54961 |
|  | Tansun Technology <br> Co. Ltd., Class A<br>| 11500 | 35797 |
|  | Tasly Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 17300 | 37570 |
|  | Tayho Advanced <br> Materials Group Co. <br> Ltd., Class A<br>| 27400 | 38665 |
|  | TCL Electronics <br> Holdings Ltd.<br>| 443666 | 526772 |
|  | TCL Technology <br> Group Corp., <br> Class A<br>| 276460 | 167625 |
|  | TCL Zhonghuan <br> Renewable Energy <br> Technology Co. <br> Ltd., Class A<br>| 34878 | 46387 |
|  | TDG Holdings Co. <br> Ltd., Class A<br>| 56500 | 81615 |
| \*†† | Tech-Pro, Inc. | 1644000 | 0 |
|  | Ten Pao Group <br> Holdings Ltd.<br>| 172000 | 50226 |
|  | Tencent Holdings Ltd. | 647700 | 52611180 |
|  | Tencent Music <br> Entertainment <br> Group, ADR<br>| 82600 | 1843632 |
|  | Tenfu Cayman <br> Holdings Co. Ltd.<br>| 66000 | 25149 |
|  | Three Squirrels, Inc., <br> Class A<br>| 10000 | 33141 |
|  | Three's Co. Media <br> Group Co. Ltd., <br> Class A<br>| 7606 | 30800 |
|  | Thunder Software <br> Technology Co. <br> Ltd., Class A<br>| 3200 | 30929 |
|  | Tian An China <br> Investment Co. Ltd.<br>| 209000 | 122165 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| # | Tian Lun Gas <br> Holdings Ltd.<br>| 80000 | $33319 |
| \*†† | Tian Shan <br> Development <br> Holding Ltd.<br>| 114000 | 0 |
|  | Tiande Chemical <br> Holdings Ltd.<br>| 252000 | 46479 |
| \* | Tianfeng Securities <br> Co. Ltd., Class A<br>| 35500 | 26149 |
| # | Tiangong International <br> Co. Ltd.<br>| 692000 | 262063 |
| \* | Tianjin 712 <br> Communication & <br> Broadcasting Co. <br> Ltd., Class A<br>| 8000 | 22598 |
|  | Tianjin Capital <br> Environmental <br> Protection Group <br> Co. Ltd., Class H<br>| 130000 | 71342 |
|  | Tianjin Development <br> Holdings Ltd.<br>| 144000 | 48177 |
|  | Tianjin Port Co. Ltd., <br> Class A<br>| 70200 | 47455 |
|  | Tianjin Port <br> Development <br> Holdings Ltd.<br>| 936000 | 85690 |
|  | Tianjin Ringpu <br> Bio-Technology Co. <br> Ltd., Class A<br>| 18500 | 56067 |
|  | Tianjin TEDA <br> Resources <br> Recycling Group <br> Co. Ltd., Class A<br>| 79200 | 47269 |
|  | Tianjin You Fa Steel <br> Pipe Group Stock <br> Co. Ltd., Class A<br>| 49500 | 45719 |
| \* | Tianma <br> Microelectronics Co. <br> Ltd., Class A<br>| 52549 | 71765 |
|  | Tianneng Battery <br> Group Co. Ltd., <br> Class A<br>| 6417 | 30578 |
|  | Tianneng Power <br> International Ltd.<br>| 396000 | 438997 |
| \* | Tianqi Lithium Corp., <br> Class H<br>| 54600 | 335630 |
|  | Tianrun Industry <br> Technology Co. <br> Ltd., Class A<br>| 44800 | 40121 |
|  | Tianshan Aluminum <br> Group Co. Ltd., <br> Class A<br>| 94287 | 177074 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Tianshui Huatian <br> Technology Co. <br> Ltd., Class A<br>| 36502 | $61937 |
|  | Tibet Cheezheng <br> Tibetan Medicine <br> Co. Ltd., Class A<br>| 4800 | 17264 |
|  | Tibet Huayu Mining <br> Co. Ltd., Class A<br>| 8600 | 36001 |
|  | Tibet Mineral <br> Development Co. <br> Ltd., Class A<br>| 8200 | 30331 |
|  | Tibet Rhodiola <br> Pharmaceutical <br> Holding Co., <br> Class A<br>| 9490 | 61942 |
|  | Time Interconnect <br> Technology Ltd.<br>| 192000 | 386198 |
|  | Tinergy Chemical Co. <br> Ltd., Class A<br>| 69635 | 54623 |
|  | Tingyi Cayman <br> Islands Holding <br> Corp.<br>| 658000 | 902795 |
|  | Titan Wind Energy <br> Suzhou Co. Ltd., <br> Class A<br>| 42500 | 45761 |
|  | TK Group Holdings <br> Ltd.<br>| 102000 | 33420 |
|  | TKD Science & <br> Technology Co. <br> Ltd., Class A<br>| 12800 | 26674 |
|  | Tofflon Science & <br> Technology Group <br> Co. Ltd., Class A<br>| 24100 | 57436 |
|  | Toly Bread Co. Ltd., <br> Class A<br>| 55220 | 42310 |
|  | Tomson Group Ltd. | 213599 | 74378 |
|  | Tongcheng Travel <br> Holdings Ltd.<br>| 533600 | 1468364 |
|  | Tongdao Liepin <br> Group<br>| 108200 | 44330 |
| \* | Tongding <br> Interconnection <br> Information Co. <br> Ltd., Class A<br>| 37400 | 27520 |
|  | TongFu <br> Microelectronics Co. <br> Ltd., Class A<br>| 29600 | 176920 |
|  | Tongguan Gold Group <br> Ltd.<br>| 370000 | 128820 |
|  | Tonghua Dongbao <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 30900 | 39186 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Tongkun Group Co. <br> Ltd., Class A<br>| 33200 | $66370 |
|  | Tongling Jingda <br> Special Magnet <br> Wire Co. Ltd., <br> Class A<br>| 39800 | 60733 |
|  | Tongling Nonferrous <br> Metals Group Co. <br> Ltd., Class A<br>| 211305 | 156988 |
| \* | Tongwei Co. Ltd., <br> Class A<br>| 13979 | 48679 |
|  | Tongyu Heavy <br> Industry Co. Ltd., <br> Class A<br>| 63600 | 27538 |
|  | Topchoice Medical <br> Corp., Class A<br>| 5882 | 35925 |
|  | Topsec Technologies <br> Group, Inc., <br> Class A<br>| 45000 | 65954 |
| Ω | Topsports International <br> Holdings Ltd.<br>| 1283000 | 508485 |
|  | Toread Holdings <br> Group Co. Ltd., <br> Class A<br>| 17300 | 22755 |
| # | Towngas Smart <br> Energy Co. Ltd.<br>| 371403 | 186189 |
| \* | TPV Technology Co. <br> Ltd., Class A<br>| 110500 | 40399 |
|  | Transfar Zhilian Co. <br> Ltd., Class A<br>| 52400 | 45993 |
|  | TravelSky Technology <br> Ltd., Class H<br>| 339500 | 446781 |
|  | Triangle Tyre Co. Ltd., <br> Class A<br>| 19700 | 40944 |
| \* | Trigiant Group Ltd. | 420000 | 17016 |
| \* | Trina Solar Co. Ltd., <br> Class A<br>| 21581 | 61767 |
|  | Trip.com Group Ltd. <br> (9961 HK)<br>| 22350 | 1572801 |
|  | Trip.com Group Ltd. <br> (TCOM US), ADR<br>| 34794 | 2458196 |
| #\* | Triumph New Energy <br> Co. Ltd., Class H<br>| 76000 | 42651 |
|  | Triumph Science & <br> Technology Co. <br> Ltd., Class A<br>| 29900 | 51565 |
| \* | Truking Technology <br> Ltd., Class A<br>| 31800 | 50070 |
| \* | Tsinghua Tongfang <br> Co. Ltd., Class A<br>| 29200 | 35814 |
|  | TSP Wind Power <br> Group Co. Ltd.<br>| 18000 | 21464 |
| \*Ω | Tuhu Car, Inc. | 56300 | 128004 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| †† | Tunghsu <br> Optoelectronic <br> Technology Co. <br> Ltd., Class A<br>| 112700 | $1109 |
|  | Tuniu Corp., <br> Sponsored ADR<br>| 18924 | 15949 |
|  | Unigroup Guoxin <br> Microelectronics Co. <br> Ltd., Class A<br>| 3879 | 44559 |
|  | Unilumin Group Co. <br> Ltd., Class A<br>| 36000 | 37317 |
|  | Uni-President China <br> Holdings Ltd.<br>| 626966 | 678780 |
|  | Unisplendour Corp. <br> Ltd., Class A<br>| 15440 | 58791 |
|  | Universal Scientific <br> Industrial Shanghai <br> Co. Ltd., Class A<br>| 25427 | 86058 |
| †† | Untrade.China Dili | 968585 | 15431 |
| \*†† | Untrade.Lumena <br> Newmat<br>| 23400 | 0 |
| \* | UTour Group Co. Ltd., <br> Class A<br>| 25700 | 25343 |
|  | V V Food & Beverage <br> Co. Ltd., Class A<br>| 49900 | 25085 |
|  | Valiant Co. Ltd., <br> Class A<br>| 31400 | 61826 |
|  | Vatti Corp. Ltd., <br> Class A<br>| 25800 | 23178 |
| \* | Vcanbio Cell & Gene <br> Engineering Corp. <br> Ltd., Class A<br>| 7800 | 27038 |
| \* | Venustech Group, <br> Inc., Class A<br>| 9600 | 21148 |
|  | Victory Giant <br> Technology Huizhou <br> Co. Ltd., Class A<br>| 7500 | 308508 |
|  | Vipshop Holdings Ltd., <br> ADR<br>| 176517 | 3087282 |
| \* | Visionox Technology, <br> Inc., Class A<br>| 26700 | 31818 |
| #\* | Vnet Group, Inc., <br> ADR<br>| 17079 | 177622 |
|  | Walvax Biotechnology <br> Co. Ltd., Class A<br>| 11400 | 19598 |
| \* | Wanda Film Holding <br> Co. Ltd., Class A<br>| 17300 | 26884 |
|  | Wangneng <br> Environment Co. <br> Ltd., Class A<br>| 18508 | 44472 |
|  | Wangsu Science & <br> Technology Co. <br> Ltd., Class A<br>| 20400 | 33191 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Wanguo Gold Group <br> Ltd.<br>| 106000 | $417289 |
|  | Wanhua Chemical <br> Group Co. Ltd., <br> Class A<br>| 58180 | 512108 |
|  | Want Want China <br> Holdings Ltd.<br>| 1813000 | 1171609 |
|  | Wanxiang Qianchao <br> Co. Ltd., Class A<br>| 44420 | 78441 |
|  | Warom Technology, <br> Inc. Co., Class A<br>| 11200 | 30768 |
|  | Wasion Holdings Ltd. | 260000 | 418328 |
|  | Wasu Media Holding <br> Co. Ltd., Class A<br>| 30400 | 33718 |
|  | Weibo Corp. (9898 <br> HK), Class A<br>| 3880 | 42425 |
| # | Weibo Corp. (WB <br> US), Sponsored <br> ADR<br>| 27414 | 298264 |
|  | Weichai Power Co. <br> Ltd., Class H<br>| 616120 | 1273088 |
|  | Weifu <br> High-Technology <br> Group Co. Ltd., <br> Class A<br>| 11100 | 33493 |
|  | Weihai Guangtai <br> Airport Equipment <br> Co. Ltd., Class A<br>| 14500 | 20853 |
|  | Weihai Guangwei <br> Composites Co. <br> Ltd., Class A<br>| 13140 | 53168 |
| # | Weilong Delicious <br> Global Holdings <br> Ltd.<br>| 96800 | 148488 |
| \*Ω | Weimob, Inc. | 182000 | 53265 |
|  | Wellhope Foods Co. <br> Ltd., Class A<br>| 33300 | 35908 |
|  | Wencan Group Co. <br> Ltd., Class A<br>| 12000 | 36466 |
|  | Wens Foodstuff Group <br> Co. Ltd., Class A<br>| 111200 | 283844 |
|  | Wenzhou Yihua <br> Connector Co. Ltd., <br> Class A<br>| 5900 | 38902 |
|  | Western Metal <br> Materials Co. Ltd., <br> Class A<br>| 11300 | 28564 |
|  | Western Mining Co. <br> Ltd., Class A<br>| 53600 | 180790 |
|  | Western Region Gold <br> Co. Ltd., Class A<br>| 7700 | 29678 |
|  | Western Securities <br> Co. Ltd., Class A<br>| 38904 | 46986 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Western <br> Superconducting <br> Technologies Co. <br> Ltd., Class A<br>| 7196 | $79080 |
| # | Wharf Holdings Ltd. | 371000 | 976048 |
|  | Willfar Information <br> Technology Co. <br> Ltd., Class A<br>| 4075 | 21139 |
|  | Winall Hi-Tech Seed <br> Co. Ltd., Class A<br>| 27100 | 33751 |
|  | Windey Energy <br> Technology Group <br> Co. Ltd., Class A<br>| 18310 | 47012 |
| \* | Wingtech Technology <br> Co. Ltd., Class A<br>| 10000 | 63200 |
|  | Winner Medical Co. <br> Ltd., Class A<br>| 7800 | 45287 |
|  | Wolong Electric Group <br> Co. Ltd., Class A<br>| 13160 | 89366 |
| \* | World Union Group, <br> Inc., Class A<br>| 101200 | 33029 |
|  | Wuhan Dr. Laser <br> Technology Corp. <br> Ltd., Class A<br>| 4220 | 39906 |
|  | Wuhan East Lake <br> High Technology <br> Group Co. Ltd., <br> Class A<br>| 17200 | 23784 |
|  | Wuhan Fingu <br> Electronic <br> Technology Co. <br> Ltd., Class A<br>| 16700 | 29291 |
| \* | Wuhan Jingce <br> Electronic Group <br> Co. Ltd., Class A<br>| 1800 | 19012 |
| \* | Wuhan P&S <br> Information <br> Technology Co. <br> Ltd., Class A<br>| 16700 | 26280 |
|  | Wuhan Raycus Fiber <br> Laser Technologies <br> Co. Ltd., Class A<br>| 9800 | 35434 |
|  | Wuhu Token Science <br> Co. Ltd., Class A<br>| 50978 | 44468 |
|  | Wuling Motors <br> Holdings Ltd.<br>| 280000 | 18377 |
|  | WUS Printed Circuit <br> Kunshan Co. Ltd., <br> Class A<br>| 18430 | 183245 |
|  | Wushang Group Co. <br> Ltd., Class A<br>| 44200 | 62050 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Wuxi Autowell <br> Technology Co. <br> Ltd., Class A<br>| 9933 | $61038 |
|  | Wuxi Best Precision <br> Machinery Co. Ltd., <br> Class A<br>| 10370 | 38417 |
|  | Wuxi Boton <br> Technology Co. <br> Ltd., Class A<br>| 11900 | 38967 |
|  | Wuxi Chipown <br> Micro-Electronics <br> Ltd., Class A<br>| 4215 | 37964 |
|  | Wuxi DK Electronic <br> Materials Co. Ltd., <br> Class A<br>| 4700 | 40824 |
|  | Wuxi Longsheng <br> Technology Co. <br> Ltd., Class A<br>| 4900 | 38575 |
|  | Wuxi NCE Power Co. <br> Ltd., Class A<br>| 7000 | 36955 |
|  | Wuxi Paike New <br> Materials <br> Technology Co. <br> Ltd., Class A<br>| 2600 | 25526 |
|  | Wuxi Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 32200 | 27476 |
|  | Wuxi Taiji Industry Ltd. <br> Co., Class A<br>| 45800 | 55815 |
| \* | WuXi XDC Cayman, <br> Inc.<br>| 70000 | 676228 |
|  | Wuxi Xinje Electric <br> Co. Ltd., Class A<br>| 4700 | 38008 |
|  | XCMG Construction <br> Machinery Co. Ltd., <br> Class A<br>| 194900 | 291519 |
|  | XD, Inc. | 57600 | 499571 |
|  | XGD, Inc., Class A | 9776 | 38064 |
| \*Ω | Xiabuxiabu Catering <br> Management China <br> Holdings Co. Ltd.<br>| 652500 | 84013 |
|  | Xiamen Amoytop <br> Biotech Co. Ltd., <br> Class A<br>| 4910 | 50383 |
|  | Xiamen Bank Co. Ltd., <br> Class A<br>| 80900 | 80176 |
|  | Xiamen C & D, Inc., <br> Class A<br>| 34200 | 48999 |
|  | Xiamen Changelight <br> Co. Ltd., Class A<br>| 29200 | 49052 |
|  | Xiamen Faratronic Co. <br> Ltd., Class A<br>| 4500 | 76144 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Xiamen Hongxin <br> Electronics <br> Technology Group, <br> Inc., Class A<br>| 4800 | $21080 |
|  | Xiamen International <br> Airport Co. Ltd., <br> Class A<br>| 8094 | 19267 |
|  | Xiamen Intretech, Inc., <br> Class A<br>| 15350 | 42713 |
|  | Xiamen ITG Group <br> Corp. Ltd., Class A<br>| 47400 | 43175 |
|  | Xiamen Jihong <br> Technology Co. <br> Ltd., Class A<br>| 18000 | 47205 |
|  | Xiamen Kingdomway <br> Group Co., Class A<br>| 22700 | 64412 |
|  | Xiamen Port <br> Development Co. <br> Ltd., Class A<br>| 11300 | 16612 |
|  | Xiamen Tungsten Co. <br> Ltd., Class A<br>| 25678 | 128926 |
|  | Xiamen Xiangyu Co. <br> Ltd., Class A<br>| 70700 | 82515 |
|  | Xi'an Bright Laser <br> Technologies Co. <br> Ltd., Class A<br>| 2763 | 29328 |
|  | Xi'an Manareco New <br> Materials Co. Ltd., <br> Class A<br>| 4830 | 33038 |
|  | Xi'An Shaangu Power <br> Co. Ltd., Class A<br>| 18800 | 22992 |
|  | Xi'an Triangle Defense <br> Co. Ltd., Class A<br>| 12200 | 44000 |
|  | Xiandai Investment <br> Co. Ltd., Class A<br>| 36400 | 21681 |
| \* | Xiangcai Co. Ltd., <br> Class A<br>| 20100 | 36393 |
| \* | Xiangtan Electric <br> Manufacturing Co. <br> Ltd., Class A<br>| 15000 | 32122 |
|  | Xiangtan <br> Electrochemical <br> Scientific Co. Ltd., <br> Class A<br>| 18800 | 39073 |
| \*Ω | Xiaomi Corp., <br> Class B<br>| 772400 | 4285206 |
|  | Xilinmen Furniture Co. <br> Ltd., Class A<br>| 14600 | 35100 |
|  | Xinfengming Group <br> Co. Ltd., Class A<br>| 44200 | 98798 |
|  | Xingfa Aluminium <br> Holdings Ltd.<br>| 49000 | 49077 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Xinhua Winshare <br> Publishing & Media <br> Co. Ltd., Class H<br>| 159000 | $213421 |
|  | Xinhuanet Co. Ltd., <br> Class A<br>| 14820 | 41657 |
|  | Xinjiang <br> Communications <br> Construction Group <br> Co. Ltd., Class A<br>| 26400 | 70197 |
|  | Xinjiang Joinworld Co. <br> Ltd., Class A<br>| 28500 | 32478 |
|  | Xinjiang Xuefeng <br> Sci-Tech Group Co. <br> Ltd., Class A<br>| 55100 | 70348 |
|  | Xinxiang Chemical <br> Fiber Co. Ltd., <br> Class A<br>| 67900 | 41749 |
|  | Xinxiang Richful Lube <br> Additive Co. Ltd., <br> Class A<br>| 7240 | 57824 |
|  | Xinxing Ductile Iron <br> Pipes Co. Ltd., <br> Class A<br>| 77699 | 47286 |
| # | Xinyi Energy Holdings <br> Ltd.<br>| 1018194 | 166245 |
| # | Xinyi Solar Holdings <br> Ltd.<br>| 2327095 | 1072318 |
|  | Xinyu Iron & Steel Co. <br> Ltd., Class A<br>| 78400 | 46304 |
| \* | Xinzhi Group Co. Ltd., <br> Class A<br>| 12600 | 50709 |
|  | Xizang Zhufeng <br> Resources Co. Ltd., <br> Class A<br>| 12700 | 25469 |
|  | Xizi Clean Energy <br> Equipment <br> Manufacturing Co. <br> Ltd., Class A<br>| 16000 | 36020 |
| \* | XPeng, Inc., Class A | 96400 | 1123076 |
| # | Xtep International <br> Holdings Ltd.<br>| 804108 | 582267 |
|  | Xuji Electric Co. Ltd., <br> Class A<br>| 14300 | 53173 |
| \* | Xunlei Ltd., ADR | 27744 | 247199 |
| \* | XXF Group Holdings <br> Ltd.<br>| 10000 | 12246 |
| Ω | Yadea Group Holdings <br> Ltd.<br>| 503856 | 787739 |
|  | Yangling Metron New <br> Material, Inc., <br> Class A<br>| 22540 | 52761 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| #Ω | Yangtze Optical Fibre <br> & Cable Joint Stock <br> Co. Ltd., Class H<br>| 67500 | $309322 |
|  | Yangzhou Yangjie <br> Electronic <br> Technology Co. <br> Ltd., Class A<br>| 6800 | 66645 |
|  | Yankershop Food Co. <br> Ltd., Class A<br>| 4760 | 49116 |
|  | Yantai China Pet <br> Foods Co. Ltd., <br> Class A<br>| 5300 | 42604 |
|  | Yantai Dongcheng <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 13700 | 30064 |
|  | Yantai Eddie Precision <br> Machinery Co. Ltd., <br> Class A<br>| 10420 | 27401 |
|  | Yantai Jereh Oilfield <br> Services Group Co. <br> Ltd., Class A<br>| 17800 | 125084 |
|  | YanTai Shuangta <br> Food Co. Ltd., <br> Class A<br>| 29400 | 23156 |
| \* | Yatsen Holding Ltd., <br> ADR<br>| 20551 | 145912 |
|  | YD Electronic <br> Technology Co. <br> Ltd., Class A<br>| 4600 | 30321 |
| #\* | Yeahka Ltd. | 64400 | 71813 |
|  | Yealink Network <br> Technology Corp. <br> Ltd., Class A<br>| 15179 | 76777 |
|  | Yeebo International <br> Holdings Ltd.<br>| 62000 | 35027 |
|  | YGSOFT, Inc., <br> Class A<br>| 27336 | 24984 |
| \* | Yibin Tianyuan Group <br> Co. Ltd., Class A<br>| 46360 | 37938 |
|  | Yifeng Pharmacy <br> Chain Co. Ltd., <br> Class A<br>| 22831 | 78392 |
| # | Yihai International <br> Holding Ltd.<br>| 208000 | 319138 |
|  | Yinbang Clad Material <br> Co. Ltd., Class A<br>| 21200 | 30506 |
|  | Yindu Kitchen <br> Equipment Co. Ltd., <br> Class A<br>| 9135 | 23382 |
|  | Yip's Chemical <br> Holdings Ltd.<br>| 88000 | 22627 |
|  | Yiren Digital Ltd., <br> Sponsored ADR<br>| 48523 | 270758 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| Ω | Yixin Group Ltd. | 730500 | $212927 |
|  | Yixintang <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 31600 | 59557 |
|  | Yizumi Holdings Co. <br> Ltd., Class A<br>| 15900 | 56496 |
|  | Yonfer Agricultural <br> Technology Co. <br> Ltd., Class A<br>| 42000 | 87802 |
|  | Yongjin Technology <br> Group Co. Ltd.<br>| 13700 | 35300 |
|  | YongXing Special <br> Materials <br> Technology Co. <br> Ltd., Class A<br>| 13199 | 91267 |
|  | Yotrio Group Co. Ltd., <br> Class A<br>| 68400 | 37105 |
| \* | Youcare <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 6828 | 20794 |
| \* | Youdao, Inc., ADR | 7159 | 75098 |
|  | Youngor Fashion Co. <br> Ltd., Class A<br>| 41200 | 43441 |
|  | Youngy Co. Ltd., <br> Class A<br>| 7900 | 52759 |
|  | YTO Express Group <br> Co. Ltd., Class A<br>| 58500 | 140665 |
|  | Yuan Longping <br> High-tech <br> Agriculture Co. Ltd., <br> Class A<br>| 9456 | 12945 |
|  | Yuexiu Property Co. <br> Ltd.<br>| 797058 | 458898 |
|  | Yuexiu Services <br> Group Ltd.<br>| 185000 | 60452 |
|  | Yuexiu Transport <br> Infrastructure Ltd.<br>| 250752 | 137043 |
|  | Yueyang Forest & <br> Paper Co. Ltd., <br> Class A<br>| 49700 | 31098 |
|  | Yueyang Xingchang <br> Petro-Chemical Co. <br> Ltd., Class A<br>| 10500 | 26670 |
|  | Yum China Holdings, <br> Inc. (9987 HK)<br>| 64100 | 2760459 |
|  | Yum China Holdings, <br> Inc. (YUMC US)<br>| 48804 | 2111261 |
|  | YUNDA Holding <br> Group Co. Ltd., <br> Class A<br>| 65792 | 67371 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Yunnan Baiyao Group <br> Co. Ltd., Class A<br>| 12398 | $98772 |
|  | Yunnan Chihong <br> Zinc&Germanium <br> Co. Ltd., Class A<br>| 63700 | 60370 |
|  | Yunnan Copper Co. <br> Ltd., Class A<br>| 47700 | 121010 |
|  | Yunnan Energy <br> Investment Co. Ltd., <br> Class A<br>| 24500 | 41848 |
| \* | Yunnan Energy New <br> Material Co. Ltd., <br> Class A<br>| 12252 | 83560 |
|  | Yunnan Nantian <br> Electronics <br> Information Co. <br> Ltd., Class A<br>| 12600 | 32495 |
|  | Yunnan Tin Co. Ltd., <br> Class A<br>| 38200 | 127302 |
|  | Yusys Technologies <br> Co. Ltd., Class A<br>| 8300 | 27963 |
|  | Yutong Bus Co. Ltd., <br> Class A<br>| 52400 | 238095 |
|  | Yutong Heavy <br> Industries Co. Ltd., <br> Class A<br>| 14300 | 23500 |
| \* | Z Fin Ltd. | 63720 | 48356 |
| #\* | Zai Lab Ltd., ADR | 8700 | 227331 |
| \* | Zai Lab Ltd. | 27700 | 72280 |
|  | Zall Smart Commerce <br> Group Ltd.<br>| 734000 | 11146 |
|  | Zangge Mining Co. <br> Ltd., Class A<br>| 3500 | 28979 |
|  | ZBOM Home <br> Collection Co. Ltd., <br> Class A<br>| 14742 | 19278 |
|  | Zengame Technology <br> Holding Ltd.<br>| 136000 | 40671 |
|  | Zhangzhou <br> Pientzehuang <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 3800 | 95142 |
|  | Zhaojin Mining <br> Industry Co. Ltd., <br> Class H<br>| 505500 | 1882248 |
|  | Zhefu Holding Group <br> Co. Ltd., Class A<br>| 105100 | 60692 |
|  | Zhejiang Asia-Pacific <br> Mechanical & <br> Electronic Co. Ltd., <br> Class A<br>| 22700 | 45286 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Zhejiang Ausun <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 20860 | $30041 |
|  | Zhejiang Cfmoto <br> Power Co. Ltd., <br> Class A<br>| 2300 | 82760 |
|  | Zhejiang Changsheng <br> Sliding Bearings <br> Co. Ltd., Class A<br>| 3200 | 39342 |
|  | Zhejiang China <br> Commodities City <br> Group Co. Ltd., <br> Class A<br>| 37700 | 97721 |
|  | Zhejiang Chint <br> Electrics Co. Ltd., <br> Class A<br>| 36700 | 147977 |
|  | Zhejiang <br> Communications <br> Technology Co. <br> Ltd., Class A<br>| 100800 | 59214 |
|  | Zhejiang <br> Crystal-Optech Co. <br> Ltd., Class A<br>| 17500 | 61428 |
|  | Zhejiang Dafeng <br> Industry Co. Ltd., <br> Class A<br>| 10900 | 20106 |
|  | Zhejiang Dahua <br> Technology Co. <br> Ltd., Class A<br>| 22600 | 64991 |
|  | Zhejiang Daily Digital <br> Culture Group Co. <br> Ltd., Class A<br>| 18200 | 34808 |
|  | Zhejiang Dingli <br> Machinery Co. Ltd., <br> Class A<br>| 7840 | 58554 |
| \* | Zhejiang Dun'An <br> Artificial <br> Environment Co. <br> Ltd., Class A<br>| 31600 | 61262 |
|  | Zhejiang Expressway <br> Co. Ltd., Class H<br>| 553399 | 540232 |
|  | Zhejiang Garden <br> Biopharmaceutical <br> Co. Ltd., Class A<br>| 25800 | 49936 |
|  | Zhejiang Gongdong <br> Medical Technology <br> Co. Ltd., Class A<br>| 7280 | 20058 |
|  | Zhejiang Haikong <br> Nanke Huatie <br> Digital Intelligence <br> & Technology Co. <br> Ltd.<br>| 27000 | 29819 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Zhejiang Hailiang Co. <br> Ltd., Class A<br>| 29100 | $47071 |
|  | Zhejiang Hailide New <br> Material Co. Ltd., <br> Class A<br>| 19500 | 16019 |
|  | Zhejiang HangKe <br> Technology, Inc. <br> Co., Class A<br>| 3876 | 17813 |
|  | Zhejiang Hangmin Co. <br> Ltd., Class A<br>| 40400 | 40598 |
| \* | Zhejiang Hisoar <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 30700 | 24776 |
|  | Zhejiang Huace Film <br> & Television Co. <br> Ltd., Class A<br>| 32400 | 34980 |
|  | Zhejiang Huahai <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 24810 | 66929 |
|  | Zhejiang Huakang <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 5100 | 12559 |
|  | Zhejiang Huangma <br> Technology Co. <br> Ltd., Class A<br>| 25700 | 65901 |
| \* | Zhejiang Huatong <br> Meat Products Co. <br> Ltd., Class A<br>| 28900 | 43827 |
|  | Zhejiang Huayou <br> Cobalt Co. Ltd., <br> Class A<br>| 27540 | 251079 |
|  | Zhejiang Jiahua <br> Energy Chemical <br> Industry Co. Ltd., <br> Class A<br>| 63100 | 75606 |
|  | Zhejiang Jiecang <br> Linear Motion <br> Technology Co. <br> Ltd., Class A<br>| 4400 | 23671 |
|  | Zhejiang Jiemei <br> Electronic & <br> Technology Co. <br> Ltd., Class A<br>| 5800 | 26027 |
|  | Zhejiang Jinggong <br> Integration <br> Technology Co. <br> Ltd., Class A<br>| 12700 | 36660 |
|  | Zhejiang Jingsheng <br> Mechanical & <br> Electrical Co. Ltd., <br> Class A<br>| 11900 | 65268 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Zhejiang Jingu Co. <br> Ltd., Class A<br>| 15000 | $21840 |
|  | Zhejiang Jingxin <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 27120 | 71851 |
|  | Zhejiang JIULI Hi-tech <br> Metals Co. Ltd., <br> Class A<br>| 20300 | 72814 |
|  | Zhejiang Jiuzhou <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 16400 | 45994 |
|  | Zhejiang Jolly <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 12100 | 29809 |
|  | Zhejiang Juhua Co. <br> Ltd., Class A<br>| 29500 | 146484 |
|  | Zhejiang Lante Optics <br> Co. Ltd., Class A<br>| 8359 | 37694 |
|  | Zhejiang Longsheng <br> Group Co. Ltd., <br> Class A<br>| 39900 | 59079 |
|  | Zhejiang Medicine Co. <br> Ltd., Class A<br>| 30400 | 62254 |
| \* | Zhejiang Narada <br> Power Source Co. <br> Ltd., Class A<br>| 14200 | 37710 |
|  | Zhejiang NHU Co. <br> Ltd., Class A<br>| 55176 | 188527 |
|  | Zhejiang Orient <br> Financial Holdings <br> Group Co. Ltd., <br> Class A<br>| 41140 | 41500 |
| \* | Zhejiang Orient Gene <br> Biotech Co. Ltd., <br> Class A<br>| 9572 | 35844 |
|  | Zhejiang Qianjiang <br> Motorcycle Co. Ltd., <br> Class A<br>| 17500 | 39492 |
|  | Zhejiang Runtu Co. <br> Ltd., Class A<br>| 45300 | 46617 |
|  | Zhejiang Sanhua <br> Intelligent Controls <br> Co. Ltd., Class A<br>| 14740 | 103507 |
|  | Zhejiang Sanmei <br> Chemical Industry <br> Co. Ltd., Class A<br>| 5500 | 43217 |
|  | Zhejiang Semir <br> Garment Co. Ltd., <br> Class A<br>| 65100 | 49490 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Zhejiang Shaoxing <br> RuiFeng Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 63800 | $49156 |
|  | Zhejiang Shibao Co. <br> Ltd., Class H<br>| 38000 | 23789 |
|  | Zhejiang Shouxiangu <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 6700 | 19062 |
|  | Zhejiang Shuanghuan <br> Driveline Co. Ltd., <br> Class A<br>| 5200 | 31960 |
|  | Zhejiang Songyuan <br> Automotive Safety <br> Systems Co. Ltd., <br> Class A<br>| 16856 | 60695 |
|  | Zhejiang Southeast <br> Space Frame Co. <br> Ltd., Class A<br>| 46800 | 30586 |
|  | Zhejiang Sunoren <br> Solar Technology <br> Co. Ltd.<br>| 17400 | 23176 |
| \* | Zhejiang Sunriver <br> Culture Tourism Co. <br> Ltd., Class A<br>| 35000 | 35606 |
|  | Zhejiang Supor Co. <br> Ltd., Class A<br>| 6400 | 42927 |
|  | Zhejiang Taihua New <br> Material Group Co. <br> Ltd., Class A<br>| 45500 | 56577 |
|  | Zhejiang Tiantie <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 32580 | 35524 |
|  | Zhejiang Tianyu <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 16220 | 59748 |
|  | Zhejiang Wanfeng <br> Auto Wheel Co. <br> Ltd., Class A<br>| 16500 | 39451 |
|  | Zhejiang Wanliyang <br> Co. Ltd., Class A<br>| 39600 | 50149 |
|  | Zhejiang Wanma Co. <br> Ltd., Class A<br>| 22800 | 57570 |
|  | Zhejiang Wansheng <br> Co. Ltd., Class A<br>| 21800 | 34743 |
|  | Zhejiang Weiming <br> Environment <br> Protection Co. Ltd., <br> Class A<br>| 35294 | 107389 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Zhejiang Weixing <br> Industrial <br> Development Co. <br> Ltd., Class A<br>| 43900 | $67155 |
|  | Zhejiang Weixing New <br> Building Materials <br> Co. Ltd., Class A<br>| 38900 | 56485 |
|  | Zhejiang Wolwo <br> Bio-Pharmaceutical <br> Co. Ltd., Class A<br>| 9600 | 45781 |
|  | Zhejiang XCC Group <br> Co. Ltd., Class A<br>| 4400 | 28405 |
|  | Zhejiang Xinan <br> Chemical Industrial <br> Group Co. Ltd., <br> Class A<br>| 27740 | 39297 |
|  | Zhejiang Xinao <br> Textiles, Inc., <br> Class A<br>| 21700 | 24397 |
|  | Zhejiang Yasha <br> Decoration Co. Ltd., <br> Class A<br>| 49500 | 28054 |
|  | Zhejiang Yinlun <br> Machinery Co. Ltd., <br> Class A<br>| 15000 | 80579 |
|  | Zhejiang Yonggui <br> Electric Equipment <br> Co. Ltd., Class A<br>| 8100 | 19326 |
|  | Zhejiang Yonghe <br> Refrigerant Co. Ltd., <br> Class A<br>| 14700 | 57195 |
|  | Zhejiang Zhaolong <br> Interconnect <br> Technology Co. <br> Ltd., Class A<br>| 3840 | 28172 |
|  | Zhende Medical Co. <br> Ltd., Class A<br>| 12200 | 163004 |
| \* | Zhengzhou Coal <br> Industry & Electric <br> Power Co. Ltd., <br> Class A<br>| 39700 | 29306 |
|  | Zhengzhou GL Tech <br> Co. Ltd., Class A<br>| 10900 | 27849 |
|  | Zhenjiang Dongfang <br> Electric Heating <br> Technology Co. <br> Ltd., Class A<br>| 37600 | 28516 |
|  | Zheshang Securities <br> Co. Ltd., Class A<br>| 18800 | 30714 |
|  | Zhewen Interactive <br> Group Co. Ltd., <br> Class A<br>| 22400 | 27532 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| #\* | Zhihu, Inc. | 18100 | $25553 |
| \*Ω | ZhongAn Online P&C <br> Insurance Co. Ltd., <br> Class H<br>| 321200 | 691597 |
|  | Zhongji Innolight Co. <br> Ltd., Class A<br>| 11480 | 758100 |
|  | Zhongjin Gold Corp. <br> Ltd., Class A<br>| 65000 | 201897 |
|  | ZhongMan Petroleum <br> & Natural Gas <br> Group Corp. Ltd., <br> Class A<br>| 21300 | 62879 |
|  | Zhongshan Broad <br> Ocean Motor Co. <br> Ltd., Class A<br>| 45800 | 78938 |
|  | Zhongshan Public <br> Utilities Group Co. <br> Ltd., Class A<br>| 32000 | 55842 |
|  | Zhongsheng Group <br> Holdings Ltd.<br>| 387500 | 611707 |
|  | Zhongtai Securities <br> Co. Ltd., Class A<br>| 51600 | 50639 |
| \*†† | Zhongtian Financial <br> Group Co. Ltd., <br> Class A<br>| 321400 | 0 |
|  | Zhongtong Bus <br> Holding Co. Ltd., <br> Class A<br>| 15400 | 25441 |
|  | ZhongYeDa Electric <br> Co. Ltd., Class A<br>| 15900 | 21864 |
| # | Zhongyu Energy <br> Holdings Ltd.<br>| 283455 | 113776 |
| Ω | Zhongyuan Bank Co. <br> Ltd., Class H<br>| 219000 | 8744 |
|  | Zhongyuan <br> Environment-Protection <br> Co. Ltd., Class A<br>| 19900 | 24605 |
| Ω | Zhou Hei Ya <br> International <br> Holdings Co. Ltd.<br>| 390500 | 91624 |
|  | Zhuhai Enpower <br> Electric Co. Ltd., <br> Class A<br>| 5300 | 23762 |
|  | Zhuhai Huafa <br> Properties Co. Ltd., <br> Class A<br>| 34765 | 24046 |
|  | Zhuhai Port Co. Ltd., <br> Class A<br>| 27500 | 21326 |
|  | Zhuzhou CRRC Times <br> Electric Co. Ltd., <br> Class H<br>| 120650 | 613158 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Zhuzhou Hongda <br> Electronics Corp. <br> Ltd., Class A<br>| 7700 | $46316 |
|  | Zhuzhou Kibing Group <br> Co. Ltd., Class A<br>| 63100 | 62976 |
| \* | Zhuzhou Smelter <br> Group Co. Ltd., <br> Class A<br>| 38600 | 84937 |
|  | Zhuzhou Times New <br> Material Technology <br> Co. Ltd., Class A<br>| 26400 | 54173 |
|  | Zibo Qixiang Tengda <br> Chemical Co. Ltd., <br> Class A<br>| 36400 | 24616 |
|  | ZJAMP Group Co. <br> Ltd., Class A<br>| 16900 | 22480 |
|  | ZJMI Environmental <br> Energy Co. Ltd., <br> Class A<br>| 23500 | 46716 |
|  | Zkteco Co. Ltd., <br> Class A<br>| 6960 | 30830 |
| # | ZMJ Group Co. Ltd., <br> Class H<br>| 143600 | 396406 |
| \* | Zonqing <br> Environmental Ltd.<br>| 24000 | 8212 |
|  | Zoomlion Heavy <br> Industry Science & <br> Technology Co. <br> Ltd., Class H<br>| 331600 | 320170 |
| # | ZTE Corp., Class H | 141920 | 599475 |
|  | ZTO Express <br> Cayman, Inc. (2057 <br> HK)<br>| 96500 | 1780308 |
|  | ZTO Express <br> Cayman, Inc. (ZTO <br> US), ADR<br>| 37307 | 693537 |
| Ω | Zylox-Tonbridge <br> Medical Technology <br> Co. Ltd., Class H<br>| 24000 | 72933 |
| TOTAL CHINA | TOTAL CHINA |  | 513911618 |
| COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) |
|  | Bolsa de Valores de <br> Colombia<br>| 3425 | 11942 |
|  | Celsia SA | 50950 | 64635 |
| \* | Corp. Financiera <br> Colombiana SA<br>| 56250 | 265877 |
|  | Grupo Argos SA | 361 | 1630 |
|  | Grupo Cibest SA | 28040 | 454643 |
|  | Grupo Cibest SA, <br> ADR<br>| 9995 | 580110 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COLOMBIA — (Continued) | COLOMBIA — (Continued) | COLOMBIA — (Continued) | COLOMBIA — (Continued) |
|  | Grupo de Inversiones <br> Suramericana SA<br>| 500 | $6078 |
|  | Grupo Energia Bogota <br> SA ESP<br>| 105732 | 86403 |
|  | Interconexion Electrica <br> SA ESP<br>| 21816 | 141491 |
|  | Mineros SA | 75622 | 266809 |
|  | Organizacion Terpel <br> SA<br>| 9297 | 39699 |
|  | Promigas SA ESP | 20453 | 34118 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | 1953435 |
| CZECH REPUBLIC — (0.1%) | CZECH REPUBLIC — (0.1%) | CZECH REPUBLIC — (0.1%) | CZECH REPUBLIC — (0.1%) |
|  | Komercni Banka AS | 12284 | 628401 |
| Ω | Moneta Money Bank <br> AS<br>| 109734 | 928844 |
| TOTAL CZECH <br> REPUBLIC | TOTAL CZECH <br> REPUBLIC |  | 1557245 |
| EGYPT — (0.0%) | EGYPT — (0.0%) | EGYPT — (0.0%) | EGYPT — (0.0%) |
|  | Commercial <br> International Bank - <br> Egypt (CIB) (CBKD <br> LI), GDR<br>| 218980 | 466868 |
|  | EFG Holding SAE <br> (EFGD LI), GDR<br>| 2386 | 2387 |
|  | EFG Holding SAE <br> (EFGZF US), GDR<br>| 12944 | 12944 |
| TOTAL EGYPT | TOTAL EGYPT |  | 482199 |
| FRANCE — (0.0%) | FRANCE — (0.0%) | FRANCE — (0.0%) | FRANCE — (0.0%) |
|  | Carrefour SA, BDR | 18779 | 297822 |
| GREECE — (0.5%) | GREECE — (0.5%) | GREECE — (0.5%) | GREECE — (0.5%) |
|  | Aegean Airlines SA | 11758 | 178474 |
| #\* | Aktor SA Holding Co. <br> Technical & Energy <br> Projects<br>| 10491 | 101815 |
|  | Alpha Bank SA | 374396 | 1467710 |
| # | Athens International <br> Airport SA<br>| 10482 | 121001 |
|  | Athens Water Supply <br> & Sewage Co. SA<br>| 9002 | 72044 |
|  | Autohellas Tourist & <br> Trading SA<br>| 6993 | 89173 |
|  | Avax SA | 8513 | 23518 |
|  | Bank of Greece | 8736 | 149096 |
|  | Ellaktor SA | 32777 | 58815 |
| # | ElvalHalcor SA | 25552 | 94177 |
|  | Eurobank Ergasias <br> Services & Holdings <br> SA<br>| 283232 | 1065406 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GREECE — (Continued) | GREECE — (Continued) | GREECE — (Continued) | GREECE — (Continued) |
| \*†† | FF Group | 11777 | $0 |
|  | Fourlis Holdings SA | 15692 | 74220 |
|  | GEK Terna SA | 14987 | 400001 |
|  | Hellenic Exchanges - <br> Athens Stock <br> Exchange SA<br>| 11596 | 83392 |
|  | Hellenic <br> Telecommunications <br> Organization SA<br>| 12628 | 237139 |
|  | Helleniq Energy <br> Holdings SA<br>| 36855 | 324160 |
|  | Ideal Holdings SA | 3670 | 24847 |
|  | Intracom Holdings SA | 16330 | 62895 |
|  | Jumbo SA | 19455 | 617359 |
|  | Kri-Kri Milk Industry <br> SA<br>| 2608 | 59179 |
| \* | LAMDA Development <br> SA<br>| 16185 | 138049 |
| \* | Metlen Energy & <br> Metals PLC<br>| 19928 | 1010442 |
|  | Motor Oil Hellas <br> Corinth Refineries <br> SA<br>| 24204 | 725334 |
|  | National Bank of <br> Greece SA<br>| 57613 | 846821 |
|  | Optima bank SA | 20867 | 193245 |
|  | Piraeus Financial <br> Holdings SA<br>| 106396 | 830977 |
|  | Piraeus Port Authority <br> SA<br>| 3226 | 159893 |
|  | Profile Systems & <br> Software SA<br>| 1903 | 15811 |
|  | Quest Holdings SA | 9331 | 75769 |
|  | Sarantis SA | 6641 | 96541 |
|  | Thrace Plastics <br> Holding & Co.<br>| 7009 | 31449 |
| TOTAL GREECE | TOTAL GREECE |  | 9428752 |
| HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) |
|  | Truly International <br> Holdings Ltd.<br>| 931140 | 136479 |
| HUNGARY — (0.2%) | HUNGARY — (0.2%) | HUNGARY — (0.2%) | HUNGARY — (0.2%) |
| #\* | 4iG Nyrt | 18019 | 215258 |
|  | ANY Security Printing <br> Co.<br>| 1095 | 22775 |
|  | Magyar Telekom <br> Telecommunications <br> PLC<br>| 130872 | 685921 |
| #\* | MASTERPLAST Nyrt | 1200 | 9973 |
|  | MOL Hungarian Oil & <br> Gas PLC<br>| 69746 | 613542 |
|  | Opus Global Nyrt | 34705 | 56387 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HUNGARY — (Continued) | HUNGARY — (Continued) | HUNGARY — (Continued) | HUNGARY — (Continued) |
|  | OTP Bank Nyrt | 33022 | $3152129 |
| TOTAL HUNGARY | TOTAL HUNGARY |  | 4755985 |
| INDIA — (15.4%) | INDIA — (15.4%) | INDIA — (15.4%) | INDIA — (15.4%) |
|  | 360 ONE WAM Ltd. | 25876 | 315875 |
|  | 3M India Ltd. | 550 | 183214 |
|  | 63 Moons <br> Technologies Ltd.<br>| 11990 | 107575 |
|  | Aarti Industries Ltd. | 40043 | 171735 |
|  | Aarti Pharmalabs Ltd. | 14254 | 136009 |
| \* | Aavas Financiers Ltd. | 18600 | 345484 |
|  | ABB India Ltd. | 5131 | 301815 |
|  | Accelya Solutions <br> India Ltd.<br>| 1695 | 26482 |
|  | Action Construction <br> Equipment Ltd.<br>| 15624 | 193808 |
| \* | Adani Energy <br> Solutions Ltd.<br>| 47122 | 519687 |
| \* | Adani Green Energy <br> Ltd.<br>| 17296 | 221070 |
|  | Adani Total Gas Ltd. | 23440 | 166215 |
|  | ADF Foods Ltd. | 19068 | 47488 |
| \* | Aditya Birla Capital <br> Ltd.<br>| 137298 | 502880 |
| \* | Aditya Birla Fashion & <br> Retail Ltd.<br>| 88098 | 80526 |
| \* | Aditya Birla Lifestyle <br> Brands Ltd.<br>| 88098 | 132681 |
|  | Aditya Birla Real <br> Estate Ltd.<br>| 12534 | 266922 |
|  | Advanced Enzyme <br> Technologies Ltd.<br>| 16547 | 57198 |
|  | Advent Hotels <br> International Pvt <br> Ltd.<br>| 6449 | 22717 |
|  | Aegis Logistics Ltd. | 42751 | 359236 |
| \* | Aether Industries Ltd. | 3003 | 25449 |
|  | Agarwal Industrial <br> Corp. Ltd.<br>| 849 | 8202 |
|  | AGI Greenpac Ltd. | 11688 | 108190 |
|  | Ahluwalia Contracts <br> India Ltd.<br>| 8799 | 93976 |
|  | AIA Engineering Ltd. | 14165 | 520704 |
|  | Ajanta Pharma Ltd. | 20040 | 557575 |
|  | Ajmera Realty & Infra <br> India Ltd.<br>| 6767 | 81544 |
|  | Akzo Nobel India Ltd. | 3917 | 143317 |
|  | Alembic Ltd. | 38303 | 42948 |
|  | Alembic <br> Pharmaceuticals <br> Ltd.<br>| 26863 | 271980 |
|  | Alkyl Amines <br> Chemicals<br>| 4362 | 91172 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | Allcargo Gati Ltd. | 16070 | $11733 |
|  | Allcargo Logistics Ltd. | 119419 | 46154 |
|  | Allied Digital Services <br> Ltd.<br>| 7760 | 15918 |
|  | Amara Raja Energy & <br> Mobility Ltd.<br>| 46962 | 531500 |
| \* | Amber Enterprises <br> India Ltd.<br>| 5867 | 530352 |
|  | Ambika Cotton Mills <br> Ltd.<br>| 875 | 13404 |
|  | Amrutanjan Health <br> Care Ltd.<br>| 2676 | 21873 |
|  | Anant Raj Ltd. | 34148 | 247558 |
|  | Andhra Sugars Ltd.  | 25805 | 23686 |
|  | Angel One Ltd. | 23320 | 655418 |
| \*Ω | Antony Waste <br> Handling Cell Ltd.<br>| 2458 | 15046 |
|  | Anup Engineering <br> Ltd.<br>| 2718 | 71006 |
|  | Anupam Rasayan <br> India Ltd.<br>| 2496 | 30036 |
|  | Apar Industries Ltd. | 7040 | 687096 |
|  | Apcotex Industries <br> Ltd.<br>| 2676 | 10756 |
|  | APL Apollo Tubes <br> Ltd.<br>| 36986 | 748202 |
|  | Apollo Pipes Ltd. | 3606 | 12572 |
|  | Apollo Tyres Ltd. | 195945 | 1105870 |
|  | Aptus Value Housing <br> Finance India Ltd.<br>| 88526 | 317675 |
| \* | Arman Financial <br> Services Ltd.<br>| 1579 | 29081 |
|  | Arvind Fashions Ltd. | 29874 | 168954 |
|  | Arvind Ltd. | 108271 | 390292 |
|  | Arvind SmartSpaces <br> Ltd.<br>| 3774 | 27186 |
|  | Asahi India Glass Ltd. | 28121 | 291900 |
|  | Ashapura Minechem <br> Ltd.<br>| 18476 | 138464 |
|  | Ashiana Housing Ltd. | 11519 | 36329 |
|  | Ashok Leyland Ltd. | 1113404 | 1771455 |
| \* | Ashoka Buildcon Ltd. | 95706 | 221303 |
| \* | Asian Granito India <br> Ltd.<br>| 15989 | 11436 |
|  | Asian Paints Ltd. | 26873 | 759748 |
|  | Astral Ltd. | 10222 | 166607 |
|  | AstraZeneca Pharma <br> India Ltd.<br>| 1166 | 124892 |
|  | Atul Ltd. | 5157 | 335279 |
| Ω | AU Small Finance <br> Bank Ltd.<br>| 51739 | 510122 |
|  | AurionPro Solutions <br> Ltd.<br>| 10496 | 142733 |
|  | Automotive Axles Ltd. | 1422 | 27201 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Avadh Sugar & <br> Energy Ltd.<br>| 1653 | $8048 |
|  | Avantel Ltd. | 15640 | 30238 |
|  | Avanti Feeds Ltd. | 16476 | 129305 |
| \*Ω | Avenue Supermarts <br> Ltd.<br>| 7352 | 343710 |
| \* | AWL Agri Business <br> Ltd.<br>| 60683 | 187159 |
|  | Axis Bank Ltd. (AXSB <br> IN)<br>| 443751 | 6155659 |
| \* | AXISCADES <br> Technologies Ltd.<br>| 4408 | 79545 |
|  | Bajaj Auto Ltd. | 8745 | 876288 |
| \* | Bajaj Consumer Care <br> Ltd.<br>| 16775 | 52346 |
|  | Bajaj Finance Ltd. | 397193 | 4674716 |
|  | Bajaj Finserv Ltd. | 46303 | 1089148 |
|  | Bajaj Holdings & <br> Investment Ltd.<br>| 4816 | 668031 |
|  | Balaji Amines Ltd. | 2405 | 38044 |
|  | Balkrishna Industries <br> Ltd.<br>| 20605 | 529964 |
|  | Balrampur Chini Mills <br> Ltd.<br>| 58543 | 302132 |
|  | Balu Forge Industries <br> Ltd.<br>| 4878 | 34955 |
|  | Banco Products India <br> Ltd.<br>| 39738 | 317600 |
| Ω | Bandhan Bank Ltd. | 291796 | 513707 |
|  | Bank of Baroda | 181125 | 566906 |
|  | Bank of India | 146663 | 231199 |
|  | Bank of Maharashtra | 297267 | 197840 |
|  | Bannari Amman <br> Sugars Ltd.<br>| 1410 | 57131 |
|  | BASF India Ltd. | 3875 | 192453 |
|  | Bata India Ltd. | 21395 | 257183 |
|  | BEML Ltd. | 4529 | 223678 |
|  | Berger Paints India <br> Ltd.<br>| 46058 | 280724 |
| \* | BF Utilities Ltd. | 5676 | 47013 |
|  | Bhagiradha Chemicals <br> & Industries Ltd.<br>| 6110 | 17069 |
|  | Bhansali Engineering <br> Polymers Ltd.<br>| 46651 | 51802 |
|  | Bharat Bijlee Ltd. | 2346 | 79905 |
|  | Bharat Forge Ltd. | 64648 | 960948 |
|  | Bharat Petroleum <br> Corp. Ltd.<br>| 210876 | 844549 |
|  | Bharat Rasayan Ltd. | 340 | 41440 |
|  | Bharti Airtel Ltd. | 361249 | 8392835 |
|  | BirlaNu Ltd. | 1670 | 35983 |
|  | Birlasoft Ltd. | 51477 | 214899 |
| \* | BL Kashyap & Sons <br> Ltd.<br>| 10978 | 7305 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Black Box Ltd. | 15673 | $93433 |
|  | Blue Dart Express <br> Ltd.<br>| 1527 | 111681 |
|  | Blue Star Ltd. | 28738 | 624174 |
| \* | Bluspring Enterprises <br> Ltd.<br>| 28544 | 25908 |
|  | Bombay Burmah <br> Trading Co.<br>| 10149 | 226632 |
|  | Bombay Dyeing & <br> Manufacturing Co. <br> Ltd.<br>| 32017 | 59123 |
| \* | Borosil Ltd. | 15289 | 58863 |
| \* | Borosil Renewables <br> Ltd.<br>| 12458 | 90314 |
|  | Bosch Ltd. | 467 | 195979 |
|  | Brigade Enterprises <br> Ltd.<br>| 41276 | 481471 |
| \* | Brightcom Group Ltd. | 644356 | 98763 |
|  | Britannia Industries <br> Ltd.<br>| 20607 | 1357770 |
|  | BSE Ltd. | 46218 | 1291703 |
| \* | Camlin Fine Sciences <br> Ltd.<br>| 28509 | 62561 |
|  | Campus Activewear <br> Ltd.<br>| 24811 | 77962 |
|  | Can Fin Homes Ltd. | 51290 | 498115 |
|  | Canara Bank | 461269 | 709695 |
|  | Cantabil Retail India <br> Ltd.<br>| 4993 | 14621 |
| \* | Capacit'e Infraprojects <br> Ltd.<br>| 19654 | 63215 |
|  | Carborundum <br> Universal Ltd.<br>| 32120 | 326704 |
|  | Care Ratings Ltd. | 6938 | 124890 |
| \* | Cartrade Tech Ltd. | 14105 | 476294 |
|  | Carysil Ltd. | 3723 | 39151 |
|  | Castrol India Ltd. | 148816 | 326534 |
|  | CCL Products India <br> Ltd.<br>| 36971 | 358712 |
|  | CE Info Systems Ltd. | 2914 | 59557 |
|  | Ceat Ltd. | 12317 | 558639 |
|  | Cemindia Projects <br> Ltd.<br>| 81758 | 748001 |
|  | Central Depository <br> Services India Ltd.<br>| 36308 | 650512 |
|  | Centum Electronics <br> Ltd.<br>| 1210 | 34489 |
|  | Century Enka Ltd. | 5604 | 29312 |
|  | Century Plyboards <br> India Ltd.<br>| 23303 | 197597 |
|  | Cera Sanitaryware <br> Ltd.<br>| 1693 | 119085 |
|  | CG Power & Industrial <br> Solutions Ltd.<br>| 107932 | 893903 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | Chalet Hotels Ltd. | 22974 | $245670 |
|  | Chambal Fertilisers & <br> Chemicals Ltd.<br>| 104020 | 563308 |
| \* | Chemplast Sanmar <br> Ltd.<br>| 14866 | 66632 |
|  | Chennai Petroleum <br> Corp. Ltd.<br>| 12198 | 133320 |
| \* | Choice International <br> Ltd.<br>| 15010 | 141176 |
|  | Cholamandalam <br> Financial Holdings <br> Ltd.<br>| 41710 | 894371 |
|  | Cholamandalam <br> Investment & <br> Finance Co. Ltd.<br>| 81658 | 1564350 |
|  | CIE Automotive India <br> Ltd.<br>| 64286 | 311600 |
| \* | Cigniti Technologies <br> Ltd.<br>| 2829 | 54928 |
|  | City Union Bank Ltd. | 133340 | 338408 |
|  | Clean Science & <br> Technology Ltd.<br>| 7250 | 82422 |
|  | CMS Info Systems <br> Ltd.<br>| 59138 | 248013 |
| \*Ω | Coffee Day <br> Enterprises Ltd.<br>| 16288 | 7712 |
|  | Coforge Ltd. | 44945 | 903060 |
|  | Colgate-Palmolive <br> India Ltd.<br>| 21892 | 554740 |
|  | Computer Age <br> Management <br> Services Ltd.<br>| 15888 | 702043 |
|  | Concord Biotech Ltd. | 1980 | 32339 |
|  | Confidence Petroleum <br> India Ltd.<br>| 42126 | 19673 |
|  | Container Corp. of <br> India Ltd.<br>| 36688 | 225980 |
|  | Control Print Ltd. | 2567 | 21251 |
|  | Coromandel <br> International Ltd.<br>| 39698 | 954823 |
|  | Cosmo First Ltd. | 5699 | 53250 |
|  | Craftsman Automation <br> Ltd.<br>| 4715 | 353974 |
| \* | CreditAccess <br> Grameen Ltd.<br>| 27735 | 440490 |
|  | CRISIL Ltd. | 5301 | 294708 |
|  | Crompton Greaves <br> Consumer <br> Electricals Ltd.<br>| 204411 | 650822 |
| \* | CSB Bank Ltd. | 25878 | 120959 |
|  | Cummins India Ltd. | 18773 | 919257 |
|  | Cyient Ltd. | 27536 | 361317 |
| \*Ω | D.P. Abhushan Ltd. | 1724 | 27363 |
|  | Dabur India Ltd. | 78020 | 428803 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | Dalmia Bharat <br> Refractories Ltd.<br>| 192 | $0 |
|  | Dalmia Bharat Sugar <br> & Industries Ltd.<br>| 9275 | 36129 |
|  | Datamatics Global <br> Services Ltd.<br>| 6005 | 63117 |
|  | DB Corp. Ltd. | 34540 | 104409 |
|  | DCB Bank Ltd. | 94744 | 168683 |
|  | DCM Shriram <br> Industries Ltd.<br>| 11158 | 21931 |
|  | DCM Shriram Ltd. | 12202 | 176373 |
|  | Deep Industries Ltd. | 4293 | 23361 |
|  | Deepak Fertilisers & <br> Petrochemicals <br> Corp. Ltd.<br>| 33488 | 560915 |
|  | Deepak Nitrite Ltd. | 17853 | 346443 |
| \* | Delhivery Ltd. | 111372 | 585154 |
| \* | DEN Networks Ltd. | 55826 | 20886 |
| \* | Devyani International <br> Ltd.<br>| 57654 | 104725 |
| \* | Dhanlaxmi Bank Ltd. | 144571 | 42939 |
|  | Dhanuka Agritech <br> Ltd.<br>| 7284 | 111936 |
| \* | Digitide Solutions Ltd. | 28544 | 51213 |
| Ω | Dilip Buildcon Ltd. | 20475 | 114075 |
| \* | Dish TV India Ltd. | 456098 | 22863 |
| \* | Dishman Carbogen <br> Amcis Ltd.<br>| 29525 | 96896 |
|  | Divi's Laboratories <br> Ltd.<br>| 9338 | 710192 |
|  | Dixon Technologies <br> India Ltd.<br>| 9310 | 1623445 |
|  | DLF Ltd. | 50867 | 433879 |
|  | Dodla Dairy Ltd. | 5988 | 87307 |
|  | Dollar Industries Ltd. | 4718 | 18989 |
| Ω | Dr. Lal PathLabs Ltd. | 14337 | 507078 |
| \* | Dredging Corp. of <br> India Ltd.<br>| 1423 | 11804 |
|  | Dwarikesh Sugar <br> Industries Ltd.<br>| 47280 | 23133 |
|  | Dynacons Systems & <br> Solutions Ltd.<br>| 1573 | 16285 |
|  | Dynamatic <br> Technologies Ltd.<br>| 104 | 9258 |
|  | eClerx Services Ltd. | 12138 | 646719 |
|  | Edelweiss Financial <br> Services Ltd.<br>| 272403 | 347595 |
|  | Eicher Motors Ltd. | 20039 | 1581903 |
| \* | EID Parry India Ltd. | 50617 | 613067 |
|  | EIH Associated <br> Hotels<br>| 10998 | 47250 |
|  | Eimco Elecon India <br> Ltd.<br>| 571 | 12013 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Elecon Engineering <br> Co. Ltd.<br>| 23814 | $150307 |
|  | Elgi Equipments Ltd. | 50864 | 284666 |
|  | Emami Ltd. | 78961 | 474721 |
| \* | Embassy <br> Developments Ltd.<br>| 258899 | 271816 |
| Ω | Endurance <br> Technologies Ltd.<br>| 10957 | 350231 |
|  | Engineers India Ltd. | 80334 | 182063 |
|  | EPL Ltd. | 65458 | 148659 |
| \*Ω | Equitas Small Finance <br> Bank Ltd.<br>| 200341 | 128903 |
| Ω | Eris Lifesciences Ltd. | 16152 | 290500 |
|  | ESAB India Ltd. | 1997 | 110204 |
|  | Escorts Kubota Ltd. | 5763 | 245304 |
| \* | Eternal Ltd. | 114010 | 407213 |
| \* | Eureka Forbes Ltd. | 6750 | 42325 |
|  | Eveready Industries <br> India Ltd.<br>| 7960 | 33903 |
|  | Everest Industries <br> Ltd.<br>| 2403 | 16000 |
|  | Everest Kanto <br> Cylinder Ltd.<br>| 17733 | 28985 |
|  | Excel Industries Ltd. | 864 | 10890 |
|  | Exide Industries Ltd. | 137516 | 591759 |
|  | Expleo Solutions Ltd. | 1628 | 18540 |
|  | Fairchem Organics <br> Ltd.<br>| 1090 | 9316 |
|  | FDC Ltd. | 24242 | 126588 |
|  | Federal Bank Ltd. | 476979 | 1270492 |
|  | FIEM Industries Ltd. | 5054 | 118598 |
|  | Filatex India Ltd. | 60404 | 43067 |
|  | Fine Organic <br> Industries Ltd.<br>| 2787 | 139024 |
|  | Fineotex Chemical <br> Ltd.<br>| 565700 | 190093 |
| \* | Fino Payments Bank <br> Ltd.<br>| 6095 | 19416 |
|  | Finolex Cables Ltd. | 22510 | 199426 |
|  | Finolex Industries Ltd. | 82761 | 174677 |
|  | Firstsource Solutions <br> Ltd.<br>| 143548 | 572224 |
|  | Force Motors Ltd. | 2387 | 475757 |
| \* | FSN E-Commerce <br> Ventures Ltd.<br>| 126190 | 352900 |
| \* | Fusion Finance Ltd. | 23280 | 41537 |
|  | G R Infraprojects Ltd. | 3762 | 49328 |
|  | Gabriel India Ltd. | 40888 | 584783 |
|  | GAIL India Ltd. (GAIL <br> IN)<br>| 401139 | 822741 |
|  | Galaxy Surfactants <br> Ltd.<br>| 3978 | 99851 |
|  | Ganesh Housing Ltd. | 10476 | 97737 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Ganesha Ecosphere <br> Ltd.<br>| 4744 | $64575 |
|  | Garware Hi-Tech <br> Films Ltd.<br>| 2001 | 76543 |
|  | Garware Technical <br> Fibres Ltd.<br>| 19935 | 171217 |
|  | Gateway Distriparks <br> Ltd.<br>| 106776 | 76878 |
|  | GE Vernova T&D <br> India Ltd.<br>| 19991 | 682540 |
| \* | Genesys International <br> Corp. Ltd.<br>| 5899 | 33655 |
|  | Geojit Financial <br> Services Ltd.<br>| 65181 | 54343 |
|  | GHCL Ltd. | 9235 | 66221 |
|  | GHCL Textiles Ltd. | 44127 | 38477 |
|  | GIC Housing Finance <br> Ltd.<br>| 19511 | 38438 |
|  | Gillette India Ltd. | 2210 | 224191 |
|  | GlaxoSmithKline <br> Pharmaceuticals <br> Ltd.<br>| 12096 | 356661 |
|  | GMM Pfaudler Ltd. | 10751 | 156372 |
| \* | GMR Airports Ltd. | 381859 | 402965 |
|  | GNA Axles Ltd. | 4188 | 14705 |
| \* | Go Fashion India Ltd. | 8009 | 58162 |
|  | Godawari Power & <br> Ispat Ltd.<br>| 49458 | 156924 |
| Ω | Godrej Agrovet Ltd. | 13078 | 97911 |
| \* | Godrej Properties Ltd. | 15124 | 389056 |
| \* | Gokul Agro Resources <br> Ltd.<br>| 5230 | 10101 |
|  | Goldiam International <br> Ltd.<br>| 15377 | 61932 |
|  | Granules India Ltd. | 63408 | 404365 |
|  | Graphite India Ltd. | 24955 | 175031 |
|  | Grauer & Weil India <br> Ltd.<br>| 14796 | 14123 |
|  | Gravita India Ltd. | 9190 | 172333 |
|  | Great Eastern <br> Shipping Co. Ltd. <br>| 61452 | 759715 |
|  | Greaves Cotton Ltd. | 45523 | 116770 |
|  | Greenlam Industries <br> Ltd.<br>| 26310 | 78489 |
|  | Greenpanel Industries <br> Ltd.<br>| 19079 | 61489 |
|  | Greenply Industries <br> Ltd.<br>| 26592 | 91357 |
|  | Grindwell Norton Ltd. | 11681 | 221042 |
|  | Gufic Biosciences <br> Ltd.<br>| 2910 | 10679 |
|  | Gujarat Alkalies & <br> Chemicals Ltd.<br>| 9783 | 63003 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Gujarat Ambuja <br> Exports Ltd.<br>| 51294 | $60933 |
|  | Gujarat <br> Fluorochemicals <br> Ltd.<br>| 3595 | 151636 |
|  | Gujarat Gas Ltd. | 25156 | 115551 |
|  | Gujarat Narmada <br> Valley Fertilizers & <br> Chemicals Ltd.<br>| 29593 | 167378 |
|  | Gujarat Pipavav Port <br> Ltd.<br>| 87215 | 163675 |
|  | Gujarat State <br> Fertilizers & <br> Chemicals Ltd.<br>| 120107 | 258032 |
|  | Gujarat State Petronet <br> Ltd.<br>| 198246 | 690553 |
|  | Gulf Oil Lubricants <br> India Ltd.<br>| 7667 | 106755 |
|  | Happiest Minds <br> Technologies Ltd.<br>| 18106 | 104946 |
|  | Hariom Pipe <br> Industries Ltd.<br>| 2177 | 10976 |
| Ω | Harsha Engineers <br> Ltd.<br>| 5187 | 23477 |
| \* | Hathway Cable & <br> Datacom Ltd.<br>| 233385 | 36331 |
|  | Hatsun Agro Product <br> Ltd.<br>| 20166 | 251156 |
|  | Havells India Ltd. | 29204 | 490458 |
|  | HBL Engineering Ltd. | 50188 | 566345 |
|  | HCL Technologies <br> Ltd.<br>| 197103 | 3416631 |
| Ω | HDFC Asset <br> Management Co. <br> Ltd.<br>| 20090 | 1216221 |
|  | HDFC Bank Ltd. | 1336142 | 14866131 |
| Ω | HDFC Life Insurance <br> Co. Ltd.<br>| 36331 | 298906 |
|  | HEG Ltd. | 35055 | 232445 |
|  | Heritage Foods Ltd. | 16533 | 89841 |
|  | Hero MotoCorp Ltd. <br> (HMCL IN)<br>| 36530 | 2282682 |
|  | HFCL Ltd. | 262881 | 217300 |
|  | HG Infra Engineering <br> Ltd.<br>| 9211 | 95362 |
|  | Hikal Ltd. | 17123 | 46078 |
|  | Himadri Speciality <br> Chemical Ltd.<br>| 62482 | 337825 |
|  | Himatsingka Seide <br> Ltd.<br>| 28946 | 40417 |
|  | Hinduja Global <br> Solutions Ltd.<br>| 3017 | 17646 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Hindustan Copper <br> Ltd.<br>| 60962 | $233365 |
| \* | Hindustan Foods Ltd. | 9700 | 57501 |
|  | Hindustan Unilever <br> Ltd.<br>| 64353 | 1784110 |
| \* | Hindware Home <br> Innovation Ltd.<br>| 10616 | 43999 |
|  | Hitachi Energy India <br> Ltd.<br>| 2171 | 434074 |
|  | HI-Tech Pipes Ltd. | 23574 | 30382 |
|  | Hle Glascoat Ltd. | 4365 | 28059 |
| Ω | Home First Finance <br> Co. India Ltd.<br>| 24593 | 331048 |
|  | Honda India Power <br> Products Ltd.<br>| 1269 | 37290 |
|  | HPL Electric & Power <br> Ltd.<br>| 4627 | 23065 |
| \* | Hubtown Ltd. | 7178 | 24196 |
|  | Huhtamaki India Ltd. | 11366 | 31194 |
|  | I G Petrochemicals <br> Ltd.<br>| 3997 | 18779 |
|  | ICICI Bank Ltd. (IBN <br> US), Sponsored <br> ADR<br>| 231719 | 7021101 |
|  | ICICI Bank Ltd. <br> (ICICIBC IN)<br>| 512856 | 7772283 |
| Ω | ICICI Lombard <br> General Insurance <br> Co. Ltd.<br>| 15826 | 356795 |
| Ω | ICICI Prudential Life <br> Insurance Co. Ltd.<br>| 25817 | 172031 |
|  | ICRA Ltd. | 42 | 3028 |
| \* | ideaForge Technology <br> Ltd.<br>| 1646 | 8967 |
|  | IDFC First Bank Ltd. | 949822 | 873817 |
| \* | IFB Industries Ltd. | 2707 | 57015 |
| \* | IFCI Ltd. | 223108 | 145443 |
|  | IFGL Refractories <br> Ltd.<br>| 1946 | 5404 |
|  | Igarashi Motors India <br> Ltd.<br>| 1061 | 6034 |
|  | IIFL Capital Services <br> Ltd.<br>| 90784 | 350881 |
| \* | IIFL Finance Ltd. | 119531 | 719680 |
| \* | Imagicaaworld <br> Entertainment Ltd.<br>| 27765 | 16191 |
|  | India Nippon <br> Electricals Ltd.<br>| 1257 | 13590 |
|  | India Power Corp. <br> Ltd.<br>| 152487 | 20267 |
| Ω | IndiaMart InterMesh <br> Ltd.<br>| 7524 | 208494 |
|  | Indian Bank | 55050 | 532527 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| Ω | Indian Energy <br> Exchange Ltd.<br>| 121588 | $190643 |
|  | Indian Hotels Co. Ltd. | 76736 | 643512 |
|  | Indian Hume Pipe Co. <br> Ltd.<br>| 1302 | 5241 |
|  | Indian Oil Corp. Ltd. | 285313 | 533553 |
|  | Indian Railway <br> Catering & Tourism <br> Corp. Ltd.<br>| 41983 | 339407 |
| Ω | Indian Railway <br> Finance Corp. Ltd.<br>| 172722 | 239691 |
|  | Indigo Paints Ltd. | 6455 | 72958 |
|  | Indo Count Industries <br> Ltd.<br>| 37669 | 120812 |
| \* | Indo Tech <br> Transformers Ltd.<br>| 479 | 9115 |
|  | Indoco Remedies Ltd. | 12559 | 39666 |
| \*Ω | IndoStar Capital <br> Finance Ltd.<br>| 8296 | 23190 |
|  | Indraprastha Gas Ltd. | 147479 | 351567 |
| \* | Indus Towers Ltd. | 419263 | 1720232 |
| \* | IndusInd Bank Ltd. | 60906 | 545066 |
| \* | Infibeam Avenues <br> Ltd.<br>| 533621 | 108769 |
|  | Info Edge India Ltd. | 60455 | 935822 |
|  | Infosys Ltd. (INFO IN) | 657952 | 10959897 |
| # | Infosys Ltd. (INFY <br> US), Sponsored <br> ADR<br>| 87126 | 1443678 |
|  | Ingersoll Rand India <br> Ltd.<br>| 3395 | 145594 |
| \* | Inox Green Energy <br> Services Ltd.<br>| 17968 | 54177 |
| \* | Inox Wind Ltd. | 23808 | 41487 |
| \* | Insecticides India Ltd. | 4268 | 34817 |
|  | Intellect Design Arena <br> Ltd.<br>| 26812 | 340394 |
| Ω | InterGlobe Aviation <br> Ltd.<br>| 26085 | 1658733 |
|  | IOL Chemicals & <br> Pharmaceuticals <br> Ltd.<br>| 55655 | 57887 |
|  | ION Exchange India <br> Ltd.<br>| 24746 | 111500 |
|  | IRB Infrastructure <br> Developers Ltd.<br>| 360711 | 182336 |
| Ω | IRCON International <br> Ltd.<br>| 88272 | 168406 |
|  | ISGEC Heavy <br> Engineering Ltd.<br>| 12476 | 123032 |
|  | J Kumar Infraprojects <br> Ltd.<br>| 26887 | 200291 |
|  | Jagran Prakashan <br> Ltd.<br>| 39685 | 32417 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Jai Corp. Ltd. | 4486 | $8334 |
| \* | Jain Irrigation <br> Systems Ltd.<br>| 81211 | 46925 |
|  | Jammu & Kashmir <br> Bank Ltd. <br>| 214245 | 255971 |
|  | Jamna Auto Industries <br> Ltd.<br>| 69126 | 73667 |
|  | Jash Engineering Ltd. | 7348 | 40122 |
|  | JB Chemicals & <br> Pharmaceuticals <br> Ltd.<br>| 31244 | 590269 |
|  | JBM Auto Ltd. | 12945 | 96729 |
|  | Jindal Drilling & <br> Industries Ltd.<br>| 4578 | 29583 |
|  | Jindal Poly Films Ltd. | 3455 | 22083 |
|  | Jindal Saw Ltd. | 144838 | 286323 |
|  | Jindal Stainless Ltd. | 128051 | 1087016 |
|  | Jio Financial Services <br> Ltd.<br>| 287473 | 994543 |
| \* | JITF Infralogistics Ltd. | 4303 | 14655 |
|  | JK Paper Ltd. | 31803 | 142959 |
|  | JK Tyre & Industries <br> Ltd.<br>| 53575 | 260024 |
|  | JM Financial Ltd. | 203225 | 374764 |
|  | JTEKT India Ltd. | 26866 | 47186 |
|  | JTL Industries Ltd. | 26684 | 19958 |
|  | Jubilant Foodworks <br> Ltd.<br>| 105446 | 712275 |
|  | Jubilant Ingrevia Ltd. | 23286 | 180873 |
|  | Jubilant Pharmova <br> Ltd.<br>| 29820 | 365980 |
|  | Jupiter Wagons Ltd. | 14416 | 52171 |
| \* | Just Dial Ltd. | 7474 | 65008 |
|  | Jyothy Labs Ltd. | 43946 | 155862 |
| \* | Jyoti Structures Ltd. | 308660 | 45379 |
|  | Kabra <br> Extrusiontechnik <br> Ltd.<br>| 2360 | 6411 |
|  | Kajaria Ceramics Ltd. | 25343 | 342851 |
|  | Kalpataru Projects <br> International Ltd.<br>| 54286 | 767507 |
|  | Kalyan Jewellers India <br> Ltd.<br>| 45522 | 261452 |
|  | Kansai Nerolac Paints <br> Ltd.<br>| 64021 | 179597 |
|  | Karnataka Bank Ltd.  | 70415 | 142320 |
|  | Karur Vysya Bank Ltd. <br>| 265564 | 728565 |
|  | Kaveri Seed Co. Ltd. | 10033 | 117758 |
| \* | Kaynes Technology <br> India Ltd.<br>| 1287 | 97209 |
|  | KDDL Ltd. | 2574 | 72553 |
|  | KEC International Ltd. | 50474 | 464464 |
|  | KEI Industries Ltd. | 7723 | 350086 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | Kellton Tech Solutions <br> Ltd.<br>| 98660 | $24375 |
|  | Kennametal India Ltd. | 1852 | 43499 |
| \* | Kernex Microsystems <br> India Ltd.<br>| 1570 | 22891 |
|  | Kewal Kiran Clothing <br> Ltd.<br>| 6875 | 40030 |
|  | Keystone Realtors <br> Ltd.<br>| 3803 | 24421 |
|  | Kfin Technologies Ltd. | 22415 | 276998 |
| \* | Kiri Industries Ltd. | 10537 | 63196 |
|  | Kirloskar Brothers <br> Ltd.<br>| 12544 | 265225 |
|  | Kirloskar Ferrous <br> Industries Ltd.<br>| 26069 | 150823 |
|  | Kirloskar Industries <br> Ltd.<br>| 302 | 12891 |
|  | Kirloskar Oil Engines <br> Ltd.<br>| 31023 | 349119 |
|  | Kirloskar Pneumatic <br> Co. Ltd.<br>| 8928 | 112546 |
|  | Kitex Garments Ltd. | 17026 | 40011 |
|  | KNR Constructions <br> Ltd.<br>| 73478 | 150242 |
| \* | Kolte-Patil Developers <br> Ltd.<br>| 11761 | 56758 |
|  | Kotak Mahindra Bank <br> Ltd.<br>| 56768 | 1346876 |
|  | KPIT Technologies <br> Ltd.<br>| 42219 | 555103 |
|  | KPR Mill Ltd. | 33229 | 399974 |
|  | KRBL Ltd. | 25358 | 106658 |
|  | Krsnaa Diagnostics <br> Ltd.<br>| 8390 | 73357 |
|  | KSB Ltd. | 17455 | 155907 |
|  | L&T Finance Ltd. | 198688 | 605277 |
| Ω | L&T Technology <br> Services Ltd.<br>| 6367 | 294865 |
|  | LA Opala RG Ltd. | 10121 | 26161 |
|  | Landmark Cars Ltd. | 3310 | 23715 |
| Ω | Laurus Labs Ltd. | 35466 | 381456 |
|  | Laxmi Organic <br> Industries Ltd.<br>| 16675 | 36655 |
| \*Ω | Lemon Tree Hotels <br> Ltd.<br>| 127023 | 235944 |
|  | LG Balakrishnan & <br> Bros Ltd.<br>| 13711 | 219257 |
|  | LIC Housing Finance <br> Ltd.<br>| 127118 | 819292 |
|  | Lloyds Engineering <br> Works Ltd.<br>| 157135 | 97565 |
|  | Lloyds Metals & <br> Energy Ltd.<br>| 17567 | 257606 |
|  | LMW Ltd. | 679 | 120274 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| Ω | Lodha Developers <br> Ltd.<br>| 19600 | $264563 |
|  | LT Foods Ltd. | 85633 | 405436 |
| Ω | LTIMindtree Ltd. | 13941 | 891054 |
|  | Lumax Auto <br> Technologies Ltd.<br>| 16888 | 214889 |
|  | Lumax Industries Ltd. | 1385 | 77648 |
|  | LUX Industries Ltd. | 2738 | 39433 |
|  | Madhya Bharat Agro <br> Products Ltd.<br>| 9079 | 41679 |
|  | Magellanic Cloud Ltd. | 23169 | 15796 |
|  | Mahanagar Gas Ltd. | 16870 | 241797 |
|  | Maharashtra Scooters <br> Ltd.<br>| 1043 | 177313 |
|  | Maharashtra <br> Seamless Ltd.<br>| 18304 | 117238 |
|  | Mahindra & Mahindra <br> Financial Services <br> Ltd.<br>| 145172 | 515802 |
|  | Mahindra & Mahindra <br> Ltd.<br>| 134434 | 5284109 |
| \* | Mahindra Holidays & <br> Resorts India Ltd.<br>| 23517 | 87124 |
|  | Mahindra Lifespace <br> Developers Ltd.<br>| 36144 | 157257 |
| Ω | Mahindra Logistics <br> Ltd.<br>| 13001 | 51463 |
| \* | Man Industries India <br> Ltd.<br>| 11126 | 51682 |
|  | Man Infraconstruction <br> Ltd.<br>| 41881 | 69970 |
|  | Manali Petrochemicals <br> Ltd.<br>| 16182 | 13475 |
|  | Manappuram Finance <br> Ltd.<br>| 314625 | 959368 |
|  | Manorama Industries <br> Ltd.<br>| 2965 | 46275 |
|  | Marico Ltd. | 111366 | 905325 |
|  | Maruti Suzuki India <br> Ltd.<br>| 14284 | 2596356 |
| Ω | MAS Financial <br> Services Ltd.<br>| 23631 | 81167 |
|  | Mastek Ltd. | 7940 | 191211 |
| Ω | Matrimony.com Ltd. | 2006 | 11535 |
| \* | Max Estates Ltd. | 12691 | 66994 |
| \* | Max Financial <br> Services Ltd.<br>| 17808 | 309824 |
|  | Mayur Uniquoters <br> Ltd.<br>| 9607 | 58295 |
|  | Mazagon Dock <br> Shipbuilders Ltd.<br>| 9562 | 294594 |
| Ω | Medi Assist <br> Healthcare Services <br> Ltd.<br>| 11864 | 75490 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | Medplus Health <br> Services Ltd.<br>| 19595 | $168018 |
| \* | Meghmani Organics <br> Ltd.<br>| 31708 | 28818 |
|  | Metro Brands Ltd. | 2900 | 36923 |
| \*Ω | Metropolis Healthcare <br> Ltd.<br>| 9629 | 214470 |
|  | Minda Corp. Ltd. | 35037 | 222425 |
| Ω | Mishra Dhatu Nigam <br> Ltd.<br>| 11716 | 50655 |
|  | MM Forgings Ltd. | 9428 | 32897 |
|  | MOIL Ltd. | 17256 | 71074 |
|  | Mold-Tek Packaging <br> Ltd.<br>| 2105 | 16445 |
|  | Monte Carlo Fashions <br> Ltd.<br>| 7517 | 59260 |
|  | Motherson Sumi <br> Wiring India Ltd.<br>| 948036 | 502723 |
|  | Motilal Oswal <br> Financial Services <br> Ltd.<br>| 67554 | 742691 |
|  | Mphasis Ltd. | 29114 | 903508 |
|  | MPS Ltd. | 2049 | 50021 |
|  | MRF Ltd. | 607 | 1079790 |
|  | Mrs Bectors Food <br> Specialities Ltd.<br>| 11183 | 168212 |
|  | Muthoot Finance Ltd. | 36538 | 1314228 |
| \* | Nalwa Sons <br> Investments Ltd.<br>| 488 | 39688 |
| \*Ω | Navkar Corp. Ltd. | 21553 | 28699 |
|  | Navneet Education <br> Ltd.<br>| 43763 | 79477 |
| \* | Nazara Technologies <br> Ltd.<br>| 37108 | 111066 |
|  | NBCC India Ltd. | 232518 | 306601 |
|  | NELCO Ltd. | 3866 | 37749 |
|  | Neogen Chemicals <br> Ltd.<br>| 3317 | 53788 |
|  | NESCO Ltd. | 10471 | 161818 |
|  | Netweb Technologies <br> India Ltd.<br>| 875 | 39705 |
| \* | Network18 Media & <br> Investments Ltd.<br>| 42666 | 23004 |
|  | Neuland Laboratories <br> Ltd.<br>| 1875 | 349277 |
|  | Newgen Software <br> Technologies Ltd.<br>| 18441 | 201569 |
|  | NHPC Ltd. | 494598 | 472342 |
|  | NIIT Learning <br> Systems Ltd.<br>| 38837 | 143393 |
|  | NIIT Ltd. | 36285 | 42600 |
|  | Nilkamal Ltd. | 2955 | 50243 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| Ω | Nippon Life India <br> Asset Management <br> Ltd.<br>| 45184 | $445027 |
|  | Nitin Spinners Ltd. | 5171 | 19490 |
|  | NOCIL Ltd. | 31355 | 65273 |
|  | NRB Bearings Ltd. | 15300 | 47173 |
|  | Nucleus Software <br> Exports Ltd.<br>| 3391 | 38443 |
|  | Nuvama Wealth <br> Management Ltd.<br>| 3573 | 286434 |
|  | Oberoi Realty Ltd. | 25850 | 517193 |
|  | One 97 <br> Communications <br> Ltd.<br>| 57591 | 843020 |
| \* | Onesource Specialty <br> Pharma Ltd.<br>| 3797 | 79087 |
| \* | Optiemus Infracom <br> Ltd.<br>| 4036 | 26698 |
|  | Oracle Financial <br> Services Software <br> Ltd.<br>| 8230 | 789681 |
| \* | Orchid Pharma Ltd. | 3540 | 28926 |
|  | Orient Electric Ltd. | 33170 | 79493 |
|  | Oriental Aromatics <br> Ltd.<br>| 439 | 1845 |
|  | Oriental Hotels Ltd. | 27350 | 37903 |
|  | Page Industries Ltd. | 1369 | 629657 |
|  | Paisalo Digital Ltd. | 217106 | 92621 |
| \* | Panacea Biotec Ltd. | 2792 | 13756 |
|  | Panama Petrochem <br> Ltd.<br>| 12821 | 38527 |
| Ω | Parag Milk Foods Ltd., <br> Class F<br>| 20587 | 72068 |
| \* | Paramount <br> Communications <br> Ltd.<br>| 24044 | 11712 |
|  | Patanjali Foods Ltd. | 34647 | 235139 |
| \* | Patel Engineering <br> Ltd.<br>| 156428 | 65733 |
| \* | PB Fintech Ltd. | 19261 | 386752 |
| \* | PC Jeweller Ltd. | 712610 | 93398 |
|  | PCBL Chemical Ltd. | 8685 | 35384 |
|  | PDS Ltd. | 13278 | 55527 |
|  | Pearl Global <br> Industries Ltd.<br>| 4305 | 63554 |
| \* | Peninsula Land Ltd. | 50781 | 19812 |
|  | Persistent Systems <br> Ltd.<br>| 27934 | 1860337 |
|  | Petronet LNG Ltd. | 348633 | 1103735 |
|  | PG Electroplast Ltd. | 16631 | 106895 |
|  | Phoenix Mills Ltd.  | 24219 | 461067 |
|  | PI Industries Ltd. | 16074 | 647843 |
|  | Pidilite Industries Ltd. | 48710 | 794623 |
| \* | Piramal Finance Ltd. | 50304 | 637050 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Pitti Engineering Ltd. | 5582 | $59081 |
|  | PIX Transmissions <br> Ltd.<br>| 1211 | 20063 |
|  | PNB Gilts Ltd. | 7393 | 7674 |
| Ω | PNB Housing Finance <br> Ltd.<br>| 65167 | 681635 |
|  | PNC Infratech Ltd. | 52593 | 166066 |
|  | Pokarna Ltd. | 4739 | 48566 |
|  | Polycab India Ltd. | 7137 | 619450 |
|  | Polyplex Corp. Ltd. | 6072 | 65300 |
|  | Pondy Oxides & <br> Chemicals Ltd.<br>| 1347 | 20880 |
| \* | Poonawalla Fincorp <br> Ltd.<br>| 50449 | 273549 |
|  | Power Finance Corp. <br> Ltd.<br>| 482126 | 2187789 |
|  | Power Grid Corp. of <br> India Ltd.<br>| 444174 | 1441115 |
|  | Power Mech Projects <br> Ltd.<br>| 7156 | 200638 |
|  | Praj Industries Ltd. | 41521 | 157466 |
| Ω | Prataap Snacks Ltd. | 3362 | 41510 |
|  | Precision Camshafts <br> Ltd.<br>| 3589 | 7531 |
|  | Precision Wires India <br> Ltd.<br>| 17154 | 43480 |
|  | Prestige Estates <br> Projects Ltd.<br>| 31475 | 620751 |
| \* | Pricol Ltd. | 29465 | 175432 |
|  | Prince Pipes & <br> Fittings Ltd.<br>| 11274 | 40472 |
|  | Privi Speciality <br> Chemicals Ltd.<br>| 2721 | 89049 |
|  | Procter & Gamble <br> Health Ltd.<br>| 3293 | 228214 |
|  | Procter & Gamble <br> Hygiene & Health <br> Care Ltd.<br>| 408 | 61350 |
| \* | PSP Projects Ltd. | 2001 | 20759 |
| \* | PTC India Financial <br> Services Ltd.<br>| 107802 | 44156 |
|  | PTC India Ltd. | 117477 | 222251 |
|  | Punjab National Bank | 338432 | 468045 |
| \* | Puravankara Ltd. | 13023 | 39142 |
| \* | PVR Inox Ltd. | 19598 | 265244 |
| Ω | Quess Corp. Ltd. | 28544 | 77057 |
|  | R Systems <br> International Ltd.<br>| 9929 | 47861 |
|  | Raghav Productivity <br> Enhancers Ltd.<br>| 1315 | 11775 |
|  | Rail Vikas Nigam Ltd. | 31083 | 115053 |
|  | Railtel Corp. of India <br> Ltd.<br>| 13327 | 55165 |
|  | Rain Industries Ltd. | 85963 | 129152 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | Rajesh Exports Ltd. | 11590 | $23668 |
|  | Rajratan Global Wire <br> Ltd.<br>| 4195 | 20262 |
|  | Rallis India Ltd. | 36557 | 106274 |
|  | Ram Ratna Wires <br> Ltd.<br>| 1663 | 11606 |
| \* | Rama Steel Tubes <br> Ltd.<br>| 86570 | 9967 |
|  | Ramco Industries Ltd. | 17856 | 70800 |
| \* | Ramco Systems Ltd. | 6666 | 46878 |
|  | Ramkrishna Forgings <br> Ltd.<br>| 36444 | 222449 |
| \* | Ramky Infrastructure <br> Ltd.<br>| 7335 | 52321 |
|  | Rane Holdings Ltd. | 761 | 13209 |
|  | Rashtriya Chemicals <br> & Fertilizers Ltd.<br>| 47699 | 80012 |
| \* | Rategain Travel <br> Technologies Ltd.<br>| 5665 | 40657 |
|  | Ratnamani Metals & <br> Tubes Ltd.<br>| 8508 | 231307 |
| \* | RattanIndia <br> Enterprises Ltd.<br>| 89952 | 52638 |
| Ω | RBL Bank Ltd. | 164180 | 602731 |
|  | REC Ltd. | 378265 | 1597567 |
|  | Redington Ltd. | 341545 | 977880 |
|  | Redtape Ltd. | 80105 | 122706 |
|  | Reliance Industrial <br> Infrastructure Ltd.<br>| 2954 | 29752 |
| Ω | Reliance Industries <br> Ltd. (RIGD LI), <br> Sponsored GDR<br>| 197 | 13067 |
|  | Reliance Industries <br> Ltd. (RIL IN)<br>| 252254 | 4222630 |
| Ω | Reliance Industries <br> Ltd. (RLNIY US), <br> Sponsored GDR<br>| 86638 | 5744099 |
| \* | Religare Enterprises <br> Ltd.<br>| 35776 | 106427 |
|  | Repco Home Finance <br> Ltd.<br>| 11537 | 54293 |
|  | Responsive Industries <br> Ltd.<br>| 8863 | 19540 |
| \* | Restaurant Brands <br> Asia Ltd.<br>| 52379 | 39509 |
|  | Rhi Magnesita India <br> Ltd.<br>| 3736 | 20197 |
|  | Rico Auto Industries <br> Ltd.<br>| 28598 | 26809 |
|  | RITES Ltd. | 39156 | 108025 |
|  | Rossari Biotech Ltd. | 5064 | 36482 |
|  | Route Mobile Ltd. | 6998 | 56186 |
|  | RPG Life Sciences <br> Ltd.<br>| 840 | 22629 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | RPSG Ventures Ltd. | 3954 | $36604 |
|  | Rupa & Co. Ltd. | 4478 | 9906 |
|  | Safari Industries India <br> Ltd.<br>| 9000 | 215053 |
|  | Saksoft Ltd. | 14025 | 30859 |
| \*Ω | Salasar Techno <br> Engineering Ltd.<br>| 258891 | 30031 |
| \* | Sammaan Capital <br> Ltd.<br>| 184208 | 389819 |
|  | Samvardhana <br> Motherson <br> International Ltd.<br>| 1092827 | 1296693 |
|  | Sandhar Technologies <br> Ltd.<br>| 9738 | 56043 |
|  | Sandur Manganese & <br> Iron Ores Ltd.<br>| 9783 | 23842 |
|  | Sangam India Ltd. | 4409 | 22601 |
|  | Sanghvi Movers Ltd. | 8185 | 36499 |
|  | Sanofi Consumer <br> Healthcare India <br> Ltd.<br>| 2649 | 145851 |
| Ω | Sansera Engineering <br> Ltd.<br>| 17379 | 294199 |
| \* | Sapphire Foods India <br> Ltd.<br>| 80514 | 260295 |
|  | Saregama India Ltd. | 22187 | 113104 |
|  | Sasken Technologies <br> Ltd.<br>| 2274 | 35180 |
| \* | Satin Creditcare <br> Network Ltd.<br>| 25445 | 44898 |
|  | Savita Oil <br> Technologies Ltd.<br>| 7544 | 33676 |
| \* | SBFC Finance Ltd. | 159050 | 205133 |
|  | SBI Cards & Payment <br> Services Ltd.<br>| 37048 | 367347 |
| Ω | SBI Life Insurance Co. <br> Ltd.<br>| 37151 | 818778 |
|  | Schaeffler India Ltd. | 8670 | 393607 |
| \* | Schneider Electric <br> Infrastructure Ltd.<br>| 14576 | 137025 |
| \* | SEAMEC Ltd. | 2917 | 29411 |
|  | Senco Gold Ltd. | 16665 | 60965 |
| \* | SEPC Ltd. | 350180 | 41280 |
| \* | Sequent Scientific <br> Ltd.<br>| 21418 | 51850 |
|  | Seshasayee Paper & <br> Boards Ltd.<br>| 18452 | 53088 |
| Ω | SH Kelkar & Co. Ltd. | 19183 | 47661 |
|  | Shaily Engineering <br> Plastics Ltd.<br>| 3787 | 96672 |
|  | Shakti Pumps India <br> Ltd.<br>| 24768 | 228623 |
|  | Shankara Building <br> Products Ltd.<br>| 4445 | 7007 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Shankara Buildpro <br> Ltd.<br>| 4445 | $36828 |
|  | Shanthi Gears Ltd. | 5846 | 32305 |
|  | Sharda Cropchem <br> Ltd.<br>| 9213 | 89751 |
|  | Share India Securities <br> Ltd.<br>| 25564 | 53716 |
| \* | Sheela Foam Ltd. | 11443 | 89646 |
|  | Shilpa Medicare Ltd. | 32144 | 127332 |
|  | Shipping Corp. of <br> India Land & Assets <br> Ltd.<br>| 79327 | 45558 |
|  | Shipping Corp. of <br> India Ltd.<br>| 75282 | 219617 |
|  | Shivalik Bimetal <br> Controls Ltd.<br>| 5855 | 32291 |
| \* | Shoppers Stop Ltd. | 10895 | 62803 |
|  | Shriram Finance Ltd. | 352655 | 2983867 |
|  | Shriram Pistons & <br> Rings Ltd.<br>| 6260 | 184176 |
| \* | Shriram Properties <br> Ltd.<br>| 21479 | 22864 |
|  | Shyam Metalics & <br> Energy Ltd.<br>| 9780 | 97089 |
| \* | Siemens Energy India <br> Ltd.<br>| 4010 | 143608 |
|  | Siemens Ltd. | 4010 | 140099 |
| \* | SIS Ltd. | 16017 | 60206 |
|  | Siyaram Silk Mills <br> Ltd.<br>| 11087 | 94146 |
|  | SJS Enterprises Ltd. | 8889 | 161205 |
|  | SJVN Ltd. | 79621 | 78906 |
|  | SKF India Industrial <br> Ltd.<br>| 7276 | 221990 |
|  | SKF India Ltd. | 7276 | 174022 |
|  | Skipper Ltd. | 6965 | 40939 |
|  | SML Mahindra Ltd. | 418 | 14344 |
| \* | Snowman Logistics <br> Ltd.<br>| 49401 | 28420 |
|  | Sobha Ltd. | 13472 | 245639 |
| \* | Solara Active Pharma <br> Sciences Ltd.<br>| 7240 | 49128 |
|  | Somany Ceramics <br> Ltd.<br>| 6440 | 33067 |
| Ω | Sona Blw Precision <br> Forgings Ltd.<br>| 33718 | 179763 |
|  | Sonata Software Ltd. | 45545 | 190319 |
|  | South Indian Bank <br> Ltd.<br>| 591857 | 245267 |
|  | SP Apparels Ltd. | 2998 | 25023 |
| \* | Spandana Sphoorty <br> Financial Ltd.<br>| 11698 | 29020 |
|  | SRF Ltd. | 20744 | 685489 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | Star Health & Allied <br> Insurance Co. Ltd.<br>| 32226 | $179811 |
|  | State Bank of India <br> (SBID LI), GDR<br>| 382 | 40493 |
|  | State Bank of India <br> (SBIN IN)<br>| 335344 | 3542269 |
|  | State Bank of India <br> (SBKFF US), GDR<br>| 4246 | 450076 |
| \* | Sterlite Technologies <br> Ltd.<br>| 68823 | 90995 |
| \* | STL Networks Ltd. | 37796 | 11142 |
|  | Stove Kraft Ltd. | 5937 | 52122 |
|  | Strides Pharma <br> Science Ltd.<br>| 29185 | 305927 |
| \* | Stylam Industries Ltd. | 3769 | 86578 |
|  | Styrenix Performance <br> Materials Ltd.<br>| 1081 | 28772 |
| \* | Subex Ltd. | 185975 | 27009 |
|  | Subros Ltd. | 11222 | 136815 |
|  | Sudarshan Chemical <br> Industries Ltd.<br>| 18585 | 240233 |
|  | Sumitomo Chemical <br> India Ltd.<br>| 32053 | 181177 |
|  | Sun TV Network Ltd. | 51972 | 328452 |
|  | Sundaram Finance <br> Ltd.<br>| 17197 | 882213 |
|  | Sundaram-Clayton <br> Ltd.<br>| 520 | 8738 |
|  | Sundram Fasteners <br> Ltd.<br>| 42894 | 457052 |
|  | Sunteck Realty Ltd. | 19934 | 99148 |
|  | Suprajit Engineering <br> Ltd.<br>| 34194 | 171770 |
|  | Supreme Industries <br> Ltd.<br>| 10456 | 447487 |
|  | Supreme Petrochem <br> Ltd.<br>| 32802 | 277278 |
|  | Supriya Lifescience <br> Ltd.<br>| 5584 | 48851 |
|  | Surya Roshni Ltd. | 12740 | 42143 |
| \* | Suzlon Energy Ltd. | 1385148 | 925746 |
|  | Swan Corp. Ltd. | 2264 | 12011 |
|  | Swaraj Engines Ltd. | 2802 | 126039 |
|  | Swelect Energy <br> Systems Ltd.<br>| 517 | 4658 |
|  | Symphony Ltd. | 3005 | 31626 |
|  | TAJGVK Hotels & <br> Resorts Ltd.<br>| 4833 | 22896 |
|  | Talbros Automotive <br> Components Ltd.<br>| 6205 | 20416 |
|  | Tamil Nadu Newsprint <br> & Papers Ltd.<br>| 20871 | 36663 |
|  | Tamilnad Mercantile <br> Bank Ltd.<br>| 20765 | 115436 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Tanla Platforms Ltd. | 23548 | $162151 |
| \* | TARC Ltd. | 31200 | 55037 |
|  | Tarsons Products Ltd. | 2170 | 7092 |
|  | Tasty Bite Eatables <br> Ltd.<br>| 113 | 11389 |
|  | Tata Chemicals Ltd. | 69424 | 697156 |
|  | Tata Communications <br> Ltd.<br>| 26038 | 549163 |
|  | Tata Consultancy <br> Services Ltd.<br>| 98416 | 3389380 |
|  | Tata Consumer <br> Products Ltd.<br>| 39005 | 510817 |
|  | Tata Elxsi Ltd. | 7347 | 451096 |
| \* | Tata Motors Ltd./new | 486145 | 1427966 |
|  | Tata Motors <br> Passenger Vehicles <br> Ltd.<br>| 486145 | 2244365 |
|  | TCI Express Ltd. | 3568 | 27315 |
|  | TCPL Packaging Ltd. | 500 | 18669 |
|  | TD Power Systems <br> Ltd.<br>| 44751 | 381410 |
| \* | TeamLease Services <br> Ltd.<br>| 2660 | 50306 |
|  | Tech Mahindra Ltd. | 78449 | 1257096 |
|  | Techno Electric & <br> Engineering Co. <br> Ltd.<br>| 14897 | 223021 |
|  | Technocraft Industries <br> India Ltd.<br>| 1489 | 40769 |
|  | Tega Industries Ltd. | 5396 | 117782 |
|  | Texmaco <br> Infrastructure & <br> Holdings Ltd.<br>| 15361 | 17815 |
|  | Texmaco Rail & <br> Engineering Ltd.<br>| 70472 | 108407 |
|  | Thanga Mayil <br> Jewellery Ltd.<br>| 2416 | 59113 |
|  | Thejo Engineering <br> Ltd.<br>| 954 | 19246 |
|  | Thermax Ltd. | 2621 | 94942 |
|  | Thirumalai Chemicals <br> Ltd.<br>| 31719 | 101057 |
|  | Thomas Cook India <br> Ltd.<br>| 64054 | 115514 |
| Ω | Thyrocare <br> Technologies Ltd.<br>| 7192 | 111604 |
|  | Time Technoplast Ltd. | 129394 | 314585 |
|  | Timken India Ltd. | 9809 | 350617 |
|  | Tips Music Ltd. | 14714 | 87235 |
|  | Titagarh Rail System <br> Ltd.<br>| 18074 | 180194 |
|  | Titan Co. Ltd. | 49503 | 2086912 |
|  | Torrent Power Ltd. | 27943 | 414333 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Tourism Finance Corp. <br> of India Ltd.<br>| 148450 | $116848 |
|  | Transformers & <br> Rectifiers India Ltd.<br>| 9822 | 49196 |
| \* | TransIndia Real <br> Estate Ltd.<br>| 8926 | 2905 |
|  | Transport Corp. of <br> India Ltd.<br>| 13486 | 181902 |
|  | Trent Ltd. | 29108 | 1538533 |
|  | Trident Ltd. | 408948 | 131667 |
|  | Triveni Engineering & <br> Industries Ltd.<br>| 37821 | 152398 |
|  | Triveni Turbine Ltd. | 38438 | 230931 |
|  | TTK Prestige Ltd. | 13592 | 103100 |
|  | Tube Investments of <br> India Ltd.<br>| 21242 | 722365 |
|  | TVS Holdings Ltd. | 2529 | 431770 |
|  | TVS Motor Co. Ltd. | 3522 | 139112 |
|  | TVS Srichakra Ltd. | 1547 | 72089 |
|  | Uflex Ltd. | 16579 | 101021 |
| \* | Ugro Capital Ltd. | 22894 | 47125 |
| \*Ω | Ujjivan Small Finance <br> Bank Ltd.<br>| 305527 | 178643 |
| \* | Unichem Laboratories <br> Ltd.<br>| 9330 | 49711 |
|  | Union Bank of India <br> Ltd.<br>| 398765 | 666269 |
|  | Universal Cables Ltd. | 2727 | 22565 |
|  | UNO Minda Ltd. | 48730 | 676608 |
|  | UPL Ltd. | 137935 | 1115577 |
| \* | Urja Global Ltd. | 158388 | 23381 |
|  | Usha Martin Ltd. | 56679 | 294695 |
|  | UTI Asset <br> Management Co. <br> Ltd.<br>| 22187 | 312026 |
| \* | V2 Retail Ltd. | 8796 | 241628 |
|  | VA Tech Wabag Ltd. | 21305 | 338408 |
|  | Vadilal Industries Ltd. | 455 | 27156 |
|  | Vaibhav Global Ltd. | 19165 | 57738 |
| \* | Valor Estate Ltd. | 64484 | 108009 |
|  | Vardhman Textiles <br> Ltd.<br>| 62041 | 306652 |
| Ω | Varroc Engineering <br> Ltd.<br>| 19549 | 134890 |
|  | Varun Beverages Ltd. | 188537 | 995985 |
| \* | Vascon Engineers <br> Ltd.<br>| 8915 | 6691 |
|  | Vedant Fashions Ltd. | 11647 | 84565 |
|  | Veedol Corp. Ltd. | 2565 | 51088 |
|  | Venky's India Ltd. | 2715 | 46216 |
| Ω | Venus Pipes & Tubes <br> Ltd.<br>| 1949 | 28155 |
|  | Vesuvius India Ltd. | 29870 | 165805 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | V-Guard Industries <br> Ltd.<br>| 68621 | $280145 |
|  | Vidhi Specialty Food <br> Ingredients Ltd.<br>| 3169 | 11969 |
|  | Vijaya Diagnostic <br> Centre Ltd.<br>| 10190 | 113533 |
|  | Vimta Labs Ltd. | 3186 | 25910 |
|  | Vinati Organics Ltd. | 7186 | 133657 |
|  | Vindhya Telelinks Ltd. | 1779 | 27220 |
|  | Vintage Coffee & <br> Beverages Ltd.<br>| 18649 | 34529 |
|  | Vishnu Chemicals <br> Ltd.<br>| 3386 | 19760 |
| \* | Vishnu Prakash R <br> Punglia Ltd.<br>| 10957 | 11260 |
| \* | VL E-Governance & <br> IT Solutions Ltd.<br>| 21625 | 5837 |
| \* | Vodafone Idea Ltd. | 2832213 | 278272 |
|  | Voltamp Transformers <br> Ltd.<br>| 2012 | 168390 |
|  | Voltas Ltd. | 22738 | 353244 |
|  | VRL Logistics Ltd. | 32912 | 103659 |
|  | VST Tillers Tractors <br> Ltd.<br>| 1875 | 126659 |
| \* | Walchandnagar <br> Industries Ltd.<br>| 14309 | 28709 |
| \* | Websol Energy <br> System Ltd.<br>| 11216 | 155039 |
|  | Welspun Corp. Ltd. | 52697 | 571841 |
|  | Welspun Enterprises <br> Ltd.<br>| 24576 | 155079 |
|  | Welspun Living Ltd. | 122979 | 178881 |
|  | West Coast Paper <br> Mills Ltd.<br>| 9857 | 50396 |
|  | Westlife Foodworld <br> Ltd.<br>| 25414 | 170935 |
|  | Wheels India Ltd. | 788 | 7958 |
|  | Whirlpool of India Ltd. | 15976 | 249621 |
|  | Windlas Biotech Ltd. | 2051 | 21742 |
|  | Wipro Ltd. | 305750 | 828820 |
|  | Wonderla Holidays <br> Ltd.<br>| 8149 | 52385 |
|  | Yaari Digital <br> Integrated Services <br> Ltd.<br>| 310131 | 74239 |
|  | Yasho Industries Ltd. | 693 | 12453 |
| \* | Yes Bank Ltd. | 2117794 | 543251 |
|  | Zee Entertainment <br> Enterprises Ltd.<br>| 312659 | 353281 |
|  | Zensar Technologies <br> Ltd.<br>| 61616 | 551980 |
| TOTAL INDIA | TOTAL INDIA |  | 287526680 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (1.1%) | INDONESIA — (1.1%) | INDONESIA — (1.1%) | INDONESIA — (1.1%) |
| \* | Adhi Karya Persero <br> Tbk. PT<br>| 1028425 | $16201 |
|  | Adi Sarana Armada <br> Tbk. PT<br>| 778400 | 49805 |
| \* | Alam Sutera Realty <br> Tbk. PT<br>| 6226300 | 60597 |
|  | Allo Bank Indonesia <br> Tbk. PT<br>| 345900 | 31124 |
|  | Arwana Citramulia <br> Tbk. PT<br>| 1905200 | 62950 |
|  | Aspirasi Hidup <br> Indonesia Tbk. PT<br>| 3662100 | 97713 |
|  | Astra Agro Lestari <br> Tbk. PT<br>| 182967 | 85845 |
|  | Astra Otoparts Tbk. <br> PT<br>| 444800 | 68227 |
|  | Avia Avian Tbk. PT | 3083100 | 76664 |
| \* | Bank Aladin Syariah <br> Tbk. PT<br>| 905400 | 51154 |
|  | Bank Amar Indonesia <br> Tbk. PT<br>| 1597862 | 22087 |
|  | Bank BTPN Syariah <br> Tbk. PT<br>| 1126400 | 92712 |
|  | Bank Central Asia <br> Tbk. PT<br>| 5576800 | 2855275 |
| \* | Bank China <br> Construction Bank <br> Indonesia Tbk. PT<br>| 4112500 | 18064 |
| \* | Bank Jago Tbk. PT | 852500 | 111996 |
| \* | Bank KB Indonesia <br> Tbk. PT<br>| 13112043 | 53527 |
|  | Bank Mandiri Persero <br> Tbk. PT<br>| 5896988 | 1670696 |
| \* | Bank Mayapada <br> International Tbk. <br> PT<br>| 6494246 | 94520 |
|  | Bank Maybank <br> Indonesia Tbk. PT<br>| 6214700 | 76967 |
|  | Bank Negara <br> Indonesia Persero <br> Tbk. PT<br>| 2210000 | 580864 |
| \* | Bank Neo Commerce <br> Tbk. PT<br>| 2864700 | 66872 |
|  | Bank OCBC Nisp Tbk. <br> PT<br>| 1188200 | 98181 |
|  | Bank Pan Indonesia <br> Tbk. PT<br>| 1126000 | 69819 |
|  | Bank Pembangunan <br> Daerah Jawa Barat <br> Dan Banten Tbk. <br> PT<br>| 1070443 | 51817 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | Bank Pembangunan <br> Daerah Jawa Timur <br> Tbk. PT<br>| 1735000 | $56852 |
|  | Bank Rakyat <br> Indonesia Persero <br> Tbk. PT<br>| 7548786 | 1805823 |
|  | Bank Syariah <br> Indonesia Tbk. PT<br>| 677561 | 103765 |
|  | Bank Tabungan <br> Negara Persero <br> Tbk. PT<br>| 2178081 | 160158 |
| \* | Barito Pacific Tbk. PT | 627703 | 130088 |
|  | Barito Renewables <br> Energy Tbk. PT<br>| 182400 | 95097 |
|  | BFI Finance Indonesia <br> Tbk. PT<br>| 3410000 | 164887 |
| \* | Bhakti Multi Artha Tbk. <br> PT<br>| 187200 | 10861 |
| \* | Bintang Oto Global <br> Tbk. PT<br>| 9700 | 287 |
|  | BISI International Tbk. <br> PT<br>| 932700 | 49889 |
|  | Blue Bird Tbk. PT | 295600 | 31464 |
| \* | Buana Lintas Lautan <br> Tbk. PT<br>| 8333400 | 109027 |
| \* | Bukalapak.com Tbk. <br> PT<br>| 20529600 | 207398 |
| \* | Bumi Resources <br> Minerals Tbk. PT<br>| 3786900 | 209215 |
| \* | Bumi Serpong Damai <br> Tbk. PT<br>| 2174000 | 127812 |
| \* | Capital Financial <br> Indonesia Tbk. PT<br>| 496900 | 32713 |
|  | Chandra Asri Pacific <br> Tbk. PT<br>| 111600 | 46621 |
|  | Charoen Pokphand <br> Indonesia Tbk. PT<br>| 1056915 | 296603 |
|  | Ciputra Development <br> Tbk. PT<br>| 4124200 | 219084 |
|  | Cisarua Mountain <br> Dairy Tbk. PT<br>| 324200 | 110591 |
| \* | Citra Marga <br> Nusaphala Persada <br> Tbk. PT<br>| 1135202 | 88623 |
|  | Dayamitra <br> Telekomunikasi PT<br>| 3586900 | 120752 |
|  | Dharma Satya <br> Nusantara Tbk. PT<br>| 1491000 | 169176 |
| \* | Dian Swastatika <br> Sentosa Tbk. PT<br>| 62600 | 318120 |
| \* | Eagle High <br> Plantations Tbk. PT<br>| 1316300 | 12018 |
|  | Elnusa Tbk. PT | 1746000 | 53590 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | Erajaya Swasembada <br> Tbk. PT<br>| 4250500 | $108290 |
|  | Gajah Tunggal Tbk. <br> PT<br>| 418200 | 26157 |
|  | Garudafood Putra <br> Putri Jaya Tbk. PT<br>| 3882200 | 83990 |
|  | Golden Energy Mines <br> Tbk. PT<br>| 92200 | 50156 |
|  | Hexindo Adiperkasa <br> Tbk. PT<br>| 105600 | 29527 |
| \* | Impack Pratama <br> Industri Tbk. PT<br>| 1589600 | 225332 |
|  | Indah Kiat Pulp & <br> Paper Tbk. PT<br>| 733900 | 328225 |
|  | Indofood CBP Sukses <br> Makmur Tbk. PT<br>| 286200 | 149570 |
|  | Indofood Sukses <br> Makmur Tbk. PT<br>| 1190100 | 529612 |
|  | Indomobil Sukses <br> Internasional Tbk. <br> PT<br>| 472400 | 32691 |
|  | Indosat Tbk. PT | 1320000 | 149450 |
| \* | Industri dan <br> Perdagangan <br> Bintraco Dharma <br> Tbk. PT<br>| 1292200 | 10187 |
|  | Industri Jamu Dan <br> Farmasi Sido <br> Muncul Tbk. PT<br>| 2799372 | 94228 |
| \*†† | Inti Agri Resources <br> Tbk. PT<br>| 3873200 | 0 |
| \* | Intiland Development <br> Tbk. PT<br>| 1708900 | 13771 |
|  | Japfa Comfeed <br> Indonesia Tbk. PT<br>| 2423400 | 365250 |
|  | Jasa Marga Persero <br> Tbk. PT<br>| 565926 | 121456 |
|  | Jaya Real Property <br> Tbk. PT<br>| 562800 | 29073 |
|  | Kawasan Industri <br> Jababeka Tbk. PT<br>| 7647768 | 87752 |
|  | KMI Wire & Cable <br> Tbk. PT<br>| 1054000 | 21046 |
|  | Map Aktif Adiperkasa <br> PT<br>| 4644100 | 195008 |
|  | Matahari Department <br> Store Tbk. PT<br>| 412000 | 41738 |
|  | Mayora Indah Tbk. <br> PT<br>| 1057625 | 135250 |
| \* | MD Entertainment <br> Tbk. PT<br>| 150700 | 51403 |
| \* | Media Nusantara Citra <br> Tbk. PT<br>| 2884200 | 46462 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | Mega Manunggal <br> Property Tbk. PT<br>| 323700 | $10802 |
| \* | Merdeka Battery <br> Materials Tbk. PT<br>| 4715500 | 178174 |
| \* | Merdeka Copper Gold <br> Tbk. PT<br>| 921021 | 134768 |
|  | Metrodata Electronics <br> Tbk. PT<br>| 2389000 | 87578 |
|  | Metropolitan Kentjana <br> Tbk. PT<br>| 9800 | 13990 |
|  | Midi Utama Indonesia <br> Tbk. PT<br>| 1250700 | 31114 |
|  | Mitra Adiperkasa Tbk. <br> PT<br>| 4680600 | 362556 |
|  | Mitra Pinasthika <br> Mustika Tbk. PT<br>| 665400 | 38800 |
| \* | MNC Digital <br> Entertainment Tbk. <br> PT<br>| 764900 | 23222 |
| \* | MNC Tourism <br> Indonesia Tbk. PT<br>| 19376200 | 169917 |
|  | Mulia Industrindo Tbk. <br> PT<br>| 1559300 | 32257 |
|  | Nippon Indosari <br> Corpindo Tbk. PT<br>| 471744 | 22691 |
| Ω | Nusantara Sejahtera <br> Raya Tbk. PT<br>| 5096000 | 36505 |
|  | Pabrik Kertas Tjiwi <br> Kimia Tbk. PT<br>| 631300 | 264339 |
| \* | Pacific Strategic <br> Financial Tbk. PT<br>| 757800 | 51264 |
|  | Pakuwon Jati Tbk. PT | 6811100 | 150514 |
| \* | Panin Financial Tbk. <br> PT<br>| 5975200 | 86147 |
| \* | Paninvest Tbk. PT | 314700 | 15234 |
|  | Pantai Indah Kapuk <br> Dua Tbk. PT<br>| 40800 | 34537 |
|  | Perusahaan <br> Perkebunan London <br> Sumatra Indonesia <br> Tbk. PT<br>| 1476900 | 124667 |
|  | Petrosea Tbk. PT | 619600 | 252869 |
| \*†† | Pool Advista <br> Indonesia Tbk. PT<br>| 350400 | 198 |
| \* | PP Persero Tbk. PT | 995000 | 22829 |
|  | Prodia Widyahusada <br> Tbk. PT<br>| 61100 | 9448 |
|  | Puradelta Lestari Tbk. <br> PT<br>| 3337300 | 26663 |
| \*†† | Rimo International <br> Lestari Tbk. PT<br>| 18540300 | 0 |
|  | Rukun Raharja Tbk. <br> PT<br>| 338800 | 82506 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | Salim Ivomas Pratama <br> Tbk. PT<br>| 1247200 | $46795 |
|  | Sampoerna Agro Tbk. <br> PT<br>| 487800 | 147341 |
|  | Samudera Indonesia <br> Tbk. PT<br>| 4432700 | 84248 |
|  | Sarana Menara <br> Nusantara Tbk. PT<br>| 10744100 | 351635 |
|  | Sariguna Primatirta <br> Tbk. PT<br>| 2059800 | 66818 |
|  | Sawit Sumbermas <br> Sarana Tbk. PT<br>| 1425300 | 137942 |
|  | Selamat Sempurna <br> Tbk. PT<br>| 1255100 | 144876 |
| \* | Sinar Mas Multiartha <br> Tbk. PT<br>| 16500 | 12901 |
| \*†† | Sri Rejeki Isman Tbk. <br> PT<br>| 6771700 | 0 |
|  | Steel Pipe Industry of <br> Indonesia PT<br>| 1516900 | 39022 |
|  | Sumber Alfaria Trijaya <br> Tbk. PT<br>| 4378300 | 528688 |
|  | Sumber Tani Agung <br> Resources Tbk. PT<br>| 229500 | 19194 |
|  | Summarecon Agung <br> Tbk. PT<br>| 4993220 | 117506 |
|  | Surya Semesta <br> Internusa Tbk. PT<br>| 1743900 | 163377 |
| \*†† | Suryainti Permata <br> Tbk. PT<br>| 1280000 | 0 |
| # | Telkom Indonesia <br> Persero Tbk. PT <br> (TLK US), ADR<br>| 42948 | 841351 |
|  | Telkom Indonesia <br> Persero Tbk. PT <br> (TLKM IJ)<br>| 1051400 | 203377 |
|  | Temas Tbk. PT | 3434000 | 26827 |
|  | Tempo Scan Pacific <br> Tbk. PT<br>| 330100 | 56564 |
|  | Tower Bersama <br> Infrastructure Tbk. <br> PT<br>| 671400 | 96108 |
| \*†† | Trada Alam Minera <br> Tbk. PT<br>| 12608800 | 0 |
|  | Transcoal Pacific Tbk. <br> PT<br>| 236300 | 111516 |
|  | Trimegah Bangun <br> Persada Tbk. PT<br>| 2204400 | 165674 |
|  | Triputra Agro Persada <br> PT<br>| 2299200 | 260058 |
|  | Tunas Baru Lampung <br> Tbk. PT<br>| 1575685 | 70561 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | Ultrajaya Milk Industry <br> & Trading Co. Tbk. <br> PT<br>| 1103800 | $99576 |
|  | Unilever Indonesia <br> Tbk. PT<br>| 1590000 | 246541 |
|  | Vale Indonesia Tbk. <br> PT<br>| 487154 | 139000 |
| \*†† | Waskita Karya <br> Persero Tbk. PT<br>| 3281726 | 7475 |
| \*†† | Wijaya Karya Persero <br> Tbk. PT<br>| 2898349 | 13333 |
|  | XLSMART Telecom <br> Sejahtera Tbk. PT<br>| 2719349 | 426627 |
| TOTAL INDONESIA | TOTAL INDONESIA |  | 21008335 |
| KUWAIT — (0.7%) | KUWAIT — (0.7%) | KUWAIT — (0.7%) | KUWAIT — (0.7%) |
|  | A'ayan Leasing & <br> Investment Co. <br> KSCP<br>| 297641 | 206012 |
|  | A'ayan Real Estate <br> Co. SAK<br>| 51762 | 24986 |
|  | Agility Public <br> Warehousing Co. <br> KSC<br>| 299697 | 147189 |
|  | Al Ahli Bank of Kuwait <br> KSCP<br>| 180869 | 169614 |
|  | Al Arabiya Real Estate <br> Co. KSC<br>| 22657 | 20215 |
|  | Al-Eid Food KSC | 31315 | 22051 |
|  | Ali Alghanim Sons <br> Automotive Co. <br> KSCC<br>| 48763 | 171159 |
| \* | Alimtiaz Investment <br> Group KSC<br>| 438888 | 103543 |
|  | Arzan Financial Group <br> for Financing & <br> Investment KPSC<br>| 225383 | 289370 |
| \* | Asiya Capital <br> Investments Co. <br> KSCP<br>| 335749 | 63381 |
|  | Beyout Holding Co. <br> KPSC<br>| 23132 | 33260 |
|  | Boubyan Bank KSCP | 45825 | 106930 |
|  | Boubyan <br> Petrochemicals Co. <br> KSCP<br>| 150745 | 301627 |
|  | Boursa Kuwait <br> Securities Co. <br> KPSC<br>| 31023 | 406536 |
|  | Burgan Bank SAK | 204057 | 157319 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) |
|  | Combined Group <br> Contracting Co. <br> SAK<br>| 29751 | $102227 |
|  | Commercial Facilities <br> Co. SAKP<br>| 68938 | 59514 |
|  | Commercial Real <br> Estate Co. KSC<br>| 395113 | 274035 |
| \* | First Investment Co. <br> KSCP<br>| 44424 | 22759 |
|  | Gulf Bank KSCP | 389916 | 445485 |
|  | Gulf Cables & <br> Electrical Industries <br> Group Co. KSCP<br>| 42508 | 311168 |
|  | Heavy Engineering & <br> Ship Building Co. <br> KSCP<br>| 48549 | 149696 |
|  | Humansoft Holding <br> Co. KSC<br>| 33856 | 273102 |
| \* | IFA Hotels & <br> Resorts-KPSC<br>| 4547 | 19378 |
|  | Integrated Holding Co. <br> KCSC<br>| 73955 | 130321 |
|  | Jazeera Airways Co. <br> KSCP<br>| 32853 | 157165 |
|  | KAMCO Investment <br> Co. KSC<br>| 28922 | 16866 |
|  | Kuwait Financial <br> Centre SAK<br>| 160786 | 92963 |
|  | Kuwait International <br> Bank KSCP<br>| 427879 | 373053 |
|  | Kuwait Investment Co. <br> SAK<br>| 95038 | 77823 |
|  | Kuwait Portland <br> Cement Co. KSC<br>| 10320 | 23990 |
| \* | Kuwait Real Estate <br> Co. KSC<br>| 290770 | 402370 |
|  | Kuwait <br> Telecommunications <br> Co.<br>| 99348 | 192306 |
|  | Mabanee Co. KPSC | 120807 | 396745 |
| \* | Manazel Holding Co. <br> KSC<br>| 100582 | 21093 |
|  | Mezzan Holding Co. <br> KSCC<br>| 41370 | 160801 |
|  | Mobile <br> Telecommunications <br> Co. KSCP<br>| 767433 | 1326287 |
| \* | Munshaat Real Estate <br> Projects Co. KSCP<br>| 42110 | 31257 |
|  | National Bank of <br> Kuwait SAKP<br>| 864466 | 2960577 |
| \* | National Consumer <br> Holding Co. SAK<br>| 125908 | 47945 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) |
|  | National Industries <br> Group Holding SAK<br>| 486531 | $461482 |
|  | National Investments <br> Co. KSCP<br>| 220422 | 243989 |
|  | Oula Fuel Marketing <br> Co.<br>| 64742 | 64261 |
| \* | Privatization Holding <br> Co. KSCP<br>| 169268 | 47222 |
| \* | Rasiyat Holding Co. | 8861 | 11169 |
|  | Salhia Real Estate <br> Co. KSCP<br>| 122726 | 167620 |
| \* | Securities House <br> KSC<br>| 156467 | 46560 |
|  | Specialities Group <br> Holding Co. KSCC<br>| 54384 | 31356 |
| †† | Sultan Center Food <br> Products Co. KSC<br>| 4567 | 536 |
| \* | Warba Bank KSCP | 1088803 | 1028923 |
| TOTAL KUWAIT | TOTAL KUWAIT |  | 12395236 |
| MALAYSIA — (1.3%) | MALAYSIA — (1.3%) | MALAYSIA — (1.3%) | MALAYSIA — (1.3%) |
|  | Able Global Bhd. | 41700 | 16615 |
| # | Aeon Co. M Bhd. | 300700 | 90418 |
| # | AEON Credit Service <br> M Bhd.<br>| 90180 | 113281 |
| #\* | AFFIN Bank Bhd. | 152192 | 83232 |
|  | Ajinomoto Malaysia <br> Bhd.<br>| 7500 | 24018 |
|  | Alliance Bank <br> Malaysia Bhd.<br>| 353141 | 370575 |
|  | Allianz Malaysia Bhd. | 23400 | 100340 |
| # | AME Elite Consortium <br> Bhd.<br>| 127000 | 46962 |
| # | AMMB Holdings Bhd. <br> (AMM MK)<br>| 431075 | 586358 |
| # | Ancom Nylex Bhd. | 205920 | 45692 |
|  | Apex Healthcare Bhd. | 30850 | 18095 |
| \* | Astro Malaysia <br> Holdings Bhd.<br>| 350300 | 10876 |
|  | Aurelius Technologies <br> Bhd.<br>| 87900 | 20950 |
|  | Axiata Group Bhd. | 747948 | 448516 |
| # | Bank Islam Malaysia <br> Bhd.<br>| 289731 | 152206 |
|  | Batu Kawan Bhd. | 39200 | 179777 |
| \* | Bermaz Auto Bhd. | 306800 | 49035 |
| #\* | Bumi Armada Bhd. | 1459600 | 115076 |
| # | Bursa Malaysia Bhd. | 122400 | 239407 |
| # | Cahya Mata Sarawak <br> Bhd.<br>| 279900 | 106109 |
| \* | Cape Ems Bhd. | 362300 | 24628 |
| # | CB Industrial Product <br> Holding Bhd.<br>| 114580 | 34735 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
|  | CCK Consolidated <br> Holdings Bhd.<br>| 38000 | $10609 |
|  | CelcomDigi Bhd. | 439400 | 377736 |
| \* | Chin Hin Group Bhd. | 110300 | 60810 |
|  | CIMB Group Holdings <br> Bhd.<br>| 1193549 | 2077136 |
|  | Coastal Contracts <br> Bhd.<br>| 100500 | 28276 |
|  | Crescendo Corp. <br> Bhd.<br>| 68600 | 20297 |
|  | CSC Steel Holdings <br> Bhd.<br>| 104200 | 28847 |
| # | CTOS Digital Bhd. | 274100 | 61179 |
| # | D&O Green <br> Technologies Bhd.<br>| 190000 | 56502 |
| #\* | Dagang NeXchange <br> Bhd.<br>| 936800 | 68032 |
| # | Dayang Enterprise <br> Holdings Bhd.<br>| 301245 | 107227 |
| # | Dialog Group Bhd. | 354214 | 165716 |
|  | DRB-Hicom Bhd. | 391300 | 117651 |
|  | Duopharma Biotech <br> Bhd.<br>| 139397 | 41582 |
|  | Dutch Lady Milk <br> Industries Bhd.<br>| 6400 | 40007 |
|  | DXN Holdings Bhd. | 155100 | 19258 |
|  | Eastern & Oriental <br> Bhd.<br>| 297900 | 56816 |
|  | Eco World <br> Development Group <br> Bhd.<br>| 189400 | 93057 |
| \* | Ekovest Bhd. | 793150 | 63407 |
| # | Farm Fresh Bhd. | 206100 | 119599 |
| # | Formosa Prosonic <br> Industries Bhd.<br>| 83700 | 28757 |
|  | Fraser & Neave <br> Holdings Bhd.<br>| 22500 | 151179 |
| # | Frontken Corp. Bhd. | 327250 | 352487 |
|  | Gamuda Bhd. | 204904 | 246092 |
|  | Gas Malaysia Bhd. | 96300 | 104294 |
|  | Genetec Technology <br> Bhd.<br>| 92300 | 11416 |
|  | Genting Plantations <br> Bhd.<br>| 73400 | 88926 |
| #\* | Globetronics <br> Technology Bhd.<br>| 78700 | 6278 |
| #\* | Greatech Technology <br> Bhd.<br>| 248400 | 122312 |
| # | Guan Chong Bhd. | 211400 | 45314 |
|  | HAP Seng <br> Consolidated Bhd.<br>| 119720 | 84919 |
|  | Hap Seng Plantations <br> Holdings Bhd.<br>| 101200 | 54640 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
|  | Hartalega Holdings <br> Bhd.<br>| 405400 | $116864 |
| \* | Hengyuan Refining <br> Co. Bhd.<br>| 122200 | 23980 |
|  | Hextar Global Bhd. | 334560 | 72268 |
|  | Hiap Teck Venture <br> Bhd.<br>| 695000 | 47215 |
| # | Hong Leong Bank <br> Bhd.<br>| 25090 | 123120 |
|  | Hong Leong Financial <br> Group Bhd.<br>| 27013 | 108951 |
|  | Hong Leong Industries <br> Bhd.<br>| 22900 | 75121 |
|  | Hume Cement <br> Industries Bhd.<br>| 31200 | 26063 |
|  | Hup Seng Industries <br> Bhd.<br>| 164800 | 40531 |
|  | IGB Bhd. | 96820 | 77520 |
| # | IJM Corp. Bhd. | 441414 | 260857 |
| # | Inari Amertron Bhd. | 140663 | 87676 |
|  | Insas Bhd. | 52800 | 10656 |
|  | IOI Corp. Bhd. | 150405 | 144341 |
|  | IOI Properties Group <br> Bhd.<br>| 295710 | 148270 |
| # | ITMAX SYSTEM Bhd. | 88400 | 95820 |
|  | Jaya Tiasa Holdings <br> Bhd.<br>| 239505 | 65751 |
| \* | JCY International <br> Bhd.<br>| 195300 | 19726 |
| # | Keck Seng Malaysia <br> Bhd.<br>| 49000 | 64967 |
|  | Kelington Group Bhd. | 147400 | 192847 |
| # | Kenanga Investment <br> Bank Bhd.<br>| 262900 | 53281 |
|  | Kerjaya Prospek <br> Group Bhd.<br>| 145309 | 96637 |
| # | Kim Loong Resources <br> Bhd.<br>| 89860 | 49758 |
| \* | KNM Group Bhd. | 277084 | 331 |
|  | Kossan Rubber <br> Industries Bhd.<br>| 500800 | 141951 |
|  | Kretam Holdings Bhd. | 266200 | 43867 |
|  | KSL Holdings Bhd. | 87404 | 62603 |
| # | Kuala Lumpur Kepong <br> Bhd.<br>| 70982 | 347163 |
| # | Lagenda Properties <br> Bhd.<br>| 143100 | 43032 |
|  | LBS Bina Group Bhd. | 391772 | 39722 |
|  | Leong Hup <br> International Bhd.<br>| 426800 | 66730 |
| #\*Ω | Lotte Chemical Titan <br> Holding Bhd.<br>| 258476 | 33878 |
|  | LPI Capital Bhd. | 92900 | 318865 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
|  | Magni-Tech Industries <br> Bhd.<br>| 96933 | $49242 |
|  | Mah Sing Group Bhd. | 614652 | 152479 |
|  | Malayan Banking <br> Bhd.<br>| 534730 | 1260242 |
|  | Malayan Flour Mills <br> Bhd.<br>| 388050 | 54683 |
| # | Malaysia Smelting <br> Corp. Bhd.<br>| 182800 | 60166 |
|  | Malaysian Pacific <br> Industries Bhd.<br>| 31463 | 224664 |
|  | Malaysian Resources <br> Corp. Bhd.<br>| 797188 | 85511 |
|  | Matrix Concepts <br> Holdings Bhd.<br>| 488812 | 159836 |
|  | Maxis Bhd. | 304900 | 276677 |
| # | MBM Resources Bhd. | 60030 | 75404 |
|  | MBSB Bhd. | 690095 | 119368 |
| # | Mega First Corp. <br> Bhd.<br>| 238800 | 211325 |
|  | Mi Technovation Bhd. | 92300 | 69427 |
| # | MISC Bhd. | 89200 | 165887 |
| # | MKH Bhd. | 164215 | 41857 |
|  | MKH Oil Palm East <br> Kalimantan Bhd.<br>| 23459 | 3555 |
| # | MNRB Holdings Bhd. | 186567 | 84082 |
| #Ω | Mr. DIY Group M <br> Bhd.<br>| 664500 | 253503 |
|  | Muhibbah Engineering <br> M Bhd.<br>| 254850 | 32820 |
|  | NEXG Bhd. | 511900 | 46396 |
| †† | Nylex Malaysia Bhd. | 3235 | 35 |
| # | OCK Group Bhd. | 213600 | 22188 |
| # | OSK Holdings Bhd. | 535044 | 181409 |
|  | PA Resources Bhd. | 314000 | 12342 |
|  | Padini Holdings Bhd. | 201150 | 90777 |
|  | Panasonic <br> Manufacturing <br> Malaysia Bhd.<br>| 7300 | 14508 |
| # | Pantech Group <br> Holdings Bhd.<br>| 219367 | 35069 |
| # | Paramount Corp. <br> Bhd.<br>| 122940 | 31119 |
|  | Pecca Group Bhd. | 76700 | 24711 |
| # | Perak Transit Bhd. | 281850 | 22838 |
| # | Petron Malaysia <br> Refining & <br> Marketing Bhd.<br>| 41100 | 37026 |
|  | Petronas Chemicals <br> Group Bhd.<br>| 217900 | 202681 |
|  | Petronas Dagangan <br> Bhd.<br>| 36800 | 199254 |
|  | PPB Group Bhd. | 103660 | 275592 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
| # | Press Metal <br> Aluminium Holdings <br> Bhd.<br>| 337100 | $509211 |
|  | Public Bank Bhd. | 1691450 | 1702811 |
|  | QES Group Bhd. | 76700 | 9039 |
| # | QL Resources Bhd. | 290559 | 287823 |
| # | RCE Capital Bhd. | 222100 | 57224 |
| # | RHB Bank Bhd. | 315178 | 509538 |
|  | Sam Engineering & <br> Equipment M Bhd.<br>| 58500 | 67940 |
|  | Sarawak Oil Palms <br> Bhd.<br>| 155320 | 138300 |
|  | Scientex Bhd. | 253200 | 204910 |
|  | SD Guthrie Bhd. | 299149 | 377088 |
|  | Sime Darby Bhd. | 685100 | 334918 |
| # | Sime Darby Property <br> Bhd.<br>| 613500 | 197281 |
|  | SKP Resources Bhd. | 363500 | 68070 |
| \* | Solarvest Holdings <br> Bhd.<br>| 101700 | 73833 |
|  | Southern Cable Group <br> Bhd.<br>| 48700 | 23762 |
| # | SP Setia Bhd. Group | 697368 | 143813 |
| # | Sunway Construction <br> Group Bhd.<br>| 83310 | 116863 |
| \* | Supermax Corp. Bhd. | 584848 | 66168 |
| # | Suria Capital Holdings <br> Bhd.<br>| 55420 | 21206 |
| # | Syarikat Takaful <br> Malaysia Keluarga <br> Bhd.<br>| 124568 | 92166 |
| # | Ta Ann Holdings Bhd. | 107926 | 108122 |
|  | Taliworks Corp. Bhd. | 197300 | 25186 |
|  | Telekom Malaysia <br> Bhd.<br>| 140763 | 245314 |
|  | Teo Seng Capital <br> Bhd.<br>| 152700 | 41515 |
|  | Thong Guan <br> Industries Bhd.<br>| 95800 | 26305 |
|  | TIME dotCom Bhd. | 139500 | 158817 |
| #\* | Tropicana Corp. Bhd. | 229628 | 64071 |
|  | TSH Resources Bhd. | 225200 | 73039 |
| # | Uchi Technologies <br> Bhd.<br>| 115170 | 85179 |
| # | UEM Sunrise Bhd. | 532564 | 81264 |
|  | United Malacca Bhd. | 20100 | 28012 |
|  | United Plantations <br> Bhd.<br>| 51700 | 305719 |
|  | UOA Development <br> Bhd.<br>| 197440 | 87104 |
| \* | Vantris Energy Bhd. | 136875 | 17967 |
| # | Velesto Energy Bhd. | 1498935 | 89577 |
|  | ViTrox Corp. Bhd. | 48600 | 52222 |
| # | VS Industry Bhd. | 1045195 | 123207 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
| # | Wasco Bhd. | 102300 | $21129 |
| #\* | WCT Holdings Bhd. | 392235 | 70149 |
| # | Wellcall Holdings <br> Bhd.<br>| 160650 | 48331 |
| # | Westports Holdings <br> Bhd.<br>| 125095 | 153691 |
|  | Yinson Holdings Bhd. | 404808 | 229052 |
| # | YTL Corp. Bhd. | 802156 | 496909 |
| # | YTL Power <br> International Bhd.<br>| 267699 | 254453 |
|  | Zetrix Ai Bhd. | 1510917 | 304426 |
| TOTAL MALAYSIA | TOTAL MALAYSIA |  | 23657018 |
| MEXICO — (1.9%) | MEXICO — (1.9%) | MEXICO — (1.9%) | MEXICO — (1.9%) |
|  | Alfa SAB de CV, <br> Class A<br>| 1249022 | 945918 |
| # | Alpek SAB de CV | 139367 | 70514 |
|  | Alsea SAB de CV | 114720 | 317451 |
|  | America Movil SAB de <br> CV (AMXB MM)<br>| 3261741 | 3711452 |
|  | Arca Continental SAB <br> de CV<br>| 50653 | 490158 |
| \* | Axtel SAB de CV | 549874 | 85240 |
| Ω | Banco del Bajio SA | 341028 | 870261 |
|  | Bolsa Mexicana de <br> Valores SAB de CV<br>| 102848 | 196080 |
|  | Cemex SAB de CV <br> (CEMEXCPO MM)<br>| 586116 | 594366 |
|  | Cemex SAB de CV <br> (CX US), <br> Sponsored ADR<br>| 190855 | 1937178 |
| \* | Cia Minera Autlan <br> SAB de CV<br>| 7371 | 3055 |
|  | Coca-Cola Femsa <br> SAB de CV (KOF <br> US), Sponsored <br> ADR<br>| 4006 | 344316 |
|  | Coca-Cola Femsa <br> SAB de CV <br> (KOFUBL MM)<br>| 22065 | 189492 |
|  | Consorcio ARA SAB <br> de CV<br>| 285651 | 54275 |
| \* | Controladora Alpek <br> SAB de CV<br>| 1764816 | 273578 |
| \* | Controladora AXTEL <br> SAB de CV<br>| 1529960 | 74528 |
| \* | Controladora Vuela <br> Cia de Aviacion <br> SAB de CV <br> (VOLARA MM), <br> Class A<br>| 202812 | 135146 |
|  | Corp. Actinver SAB de <br> CV<br>| 9800 | 10972 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |
|  | Corp. Inmobiliaria <br> Vesta SAB de CV<br>| 135803 | $412266 |
|  | Corporativo Fragua <br> SAB de CV<br>| 1553 | 45138 |
|  | El Puerto de Liverpool <br> SAB de CV, <br> Class C1<br>| 24666 | 120180 |
| #\*†† | Empresas ICA SAB <br> de CV<br>| 72400 | 0 |
|  | Financiera <br> Independencia SAB <br> de CV SOFOM <br> ENR<br>| 9985 | 4579 |
|  | Fomento Economico <br> Mexicano SAB de <br> CV (FEMSAUBD <br> MM)<br>| 69053 | 650556 |
|  | GCC SAB de CV | 64147 | 615695 |
|  | Gentera SAB de CV | 660689 | 1567218 |
|  | Gruma SAB de CV, <br> Class B<br>| 48349 | 818850 |
|  | Grupo Aeroportuario <br> del Centro Norte <br> SAB de CV<br>| 84628 | 1042949 |
|  | Grupo Aeroportuario <br> del Pacifico SAB de <br> CV (GAPB MM), <br> Class B<br>| 27704 | 575389 |
|  | Grupo Aeroportuario <br> del Pacifico SAB de <br> CV (PAC US), ADR<br>| 3714 | 773700 |
|  | Grupo Aeroportuario <br> del Sureste SAB de <br> CV (ASR US), ADR<br>| 1473 | 445347 |
|  | Grupo Aeroportuario <br> del Sureste SAB de <br> CV (ASURB MM), <br> Class B<br>| 10582 | 320185 |
| # | Grupo Bimbo SAB de <br> CV<br>| 216413 | 747372 |
|  | Grupo Carso SAB de <br> CV<br>| 38124 | 270809 |
| # | Grupo Comercial <br> Chedraui SA de CV<br>| 68394 | 496762 |
|  | Grupo Financiero <br> Banorte SAB de <br> CV, Class O<br>| 286169 | 2686475 |
|  | Grupo Financiero <br> Inbursa SAB de CV, <br> Class O<br>| 258333 | 625862 |
|  | Grupo Herdez SAB de <br> CV<br>| 44185 | 166480 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |
| \* | Grupo Hotelero Santa <br> Fe SAB de CV<br>| 21807 | $4402 |
|  | Grupo Industrial <br> Saltillo SAB de CV<br>| 114458 | 85388 |
|  | Grupo Mexico SAB de <br> CV<br>| 231291 | 1995762 |
| \* | Grupo Nutrisa SAB de <br> CV<br>| 44185 | 12129 |
| \* | Grupo Pochteca SAB <br> de CV<br>| 35990 | 12107 |
| # | Grupo Rotoplas SAB <br> de CV<br>| 64745 | 46733 |
| \* | Grupo Simec SAB de <br> CV (SIM US), <br> Sponsored ADR<br>| 2821 | 80116 |
| \* | Grupo Simec SAB de <br> CV (SIMECB MM)<br>| 38410 | 350483 |
| # | Grupo Televisa SAB <br> (TLEVICPO MM)<br>| 583240 | 304515 |
| \*Ω | Grupo Traxion SAB de <br> CV<br>| 103109 | 75923 |
| \* | Industrias CH SAB de <br> CV<br>| 98329 | 899746 |
| \* | Industrias Penoles <br> SAB de CV<br>| 42869 | 1811096 |
|  | Kimberly-Clark de <br> Mexico SAB de CV, <br> Class A<br>| 348437 | 675362 |
|  | KUO SAB de CV | 28603 | 78980 |
|  | La Comer SAB de <br> CV<br>| 127700 | 276591 |
|  | Megacable Holdings <br> SAB de CV<br>| 436801 | 1250085 |
| \* | Minera Frisco SAB de <br> CV, Class A1<br>| 671499 | 319150 |
| \*Ω | Nemak SAB de CV | 1006675 | 209696 |
| # | Operadora De Sites <br> Mexicanos SAB de <br> CV, Class A-1<br>| 119100 | 107058 |
| # | Orbia Advance Corp. <br> SAB de CV<br>| 255067 | 230924 |
|  | Organizacion Cultiba <br> SAB de CV<br>| 24314 | 13742 |
| \* | Organizacion Soriana <br> SAB de CV, <br> Class B<br>| 220844 | 315007 |
| \* | Promotora de Hoteles <br> Norte 19 SAB de <br> CV<br>| 142008 | 51366 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |
|  | Promotora y <br> Operadora de <br> Infraestructura SAB <br> de CV (PINFRA <br> MM)<br>| 46387 | $599260 |
|  | Promotora y <br> Operadora de <br> Infraestructura SAB <br> de CV (PINFRAL <br> MM), Class L<br>| 17304 | 167643 |
| # | Qualitas Controladora <br> SAB de CV<br>| 55381 | 502464 |
|  | Regional SAB de CV | 123235 | 912994 |
| #\* | Sitios Latinoamerica <br> SAB de CV<br>| 326340 | 82031 |
| \* | Vitro SAB de CV | 86492 | 26816 |
|  | Wal-Mart de Mexico <br> SAB de CV<br>| 361703 | 1197338 |
| TOTAL MEXICO | TOTAL MEXICO |  | 35384699 |
| PERU — (0.1%) | PERU — (0.1%) | PERU — (0.1%) | PERU — (0.1%) |
|  | Cia de Minas <br> Buenaventura SAA, <br> ADR<br>| 11850 | 269825 |
|  | Credicorp Ltd. | 4124 | 1076364 |
|  | Intercorp Financial <br> Services, Inc.<br>| 3444 | 148195 |
| TOTAL PERU | TOTAL PERU |  | 1494384 |
| PHILIPPINES — (0.4%) | PHILIPPINES — (0.4%) | PHILIPPINES — (0.4%) | PHILIPPINES — (0.4%) |
|  | Aboitiz Equity <br> Ventures, Inc.<br>| 242600 | 117406 |
|  | Aboitiz Power Corp. | 101000 | 70757 |
|  | ACEN Corp. | 3090900 | 121663 |
|  | Apex Mining Co., Inc. | 595200 | 94233 |
| \* | Atlas Consolidated <br> Mining & <br> Development Corp.<br>| 602000 | 52413 |
| \* | AyalaLand Logistics <br> Holdings Corp.<br>| 481300 | 10880 |
|  | Bank of the Philippine <br> Islands<br>| 195860 | 350750 |
|  | BDO Unibank, Inc. | 396940 | 900237 |
| \* | Cebu Air, Inc. | 50500 | 25139 |
|  | Cebu Landmasters, <br> Inc.<br>| 465178 | 18337 |
|  | Century Pacific Food, <br> Inc.<br>| 265300 | 157875 |
|  | China Banking Corp. | 354847 | 308185 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |
|  | Converge Information <br> & Communications <br> Technology <br> Solutions, Inc.<br>| 491200 | $106347 |
|  | Cosco Capital, Inc. | 821400 | 96457 |
|  | D&L Industries, Inc. | 820700 | 62891 |
| \* | DITO CME Holdings <br> Corp.<br>| 1352000 | 18841 |
|  | DoubleDragon Corp. | 395590 | 66579 |
|  | Filinvest Development <br> Corp.<br>| 54700 | 4320 |
|  | First Philippine <br> Holdings Corp.<br>| 130260 | 158259 |
| \* | Global Ferronickel <br> Holdings, Inc.<br>| 762228 | 16447 |
|  | Globe Telecom, Inc. | 7170 | 179775 |
|  | GT Capital Holdings, <br> Inc.<br>| 24199 | 224460 |
|  | International Container <br> Terminal Services, <br> Inc.<br>| 105880 | 954972 |
|  | JG Summit Holdings, <br> Inc.<br>| 577728 | 234970 |
|  | Jollibee Foods Corp. | 66010 | 242863 |
|  | Keepers Holdings, <br> Inc.<br>| 494000 | 19532 |
|  | Manila Electric Co. | 23200 | 230292 |
|  | Manila Water Co., <br> Inc.<br>| 432300 | 255195 |
|  | Megaworld Corp. | 3423600 | 115819 |
|  | Metropolitan Bank & <br> Trust Co.<br>| 401565 | 470693 |
| Ω | Monde Nissin Corp. | 431500 | 49477 |
|  | Nickel Asia Corp. | 1764600 | 109995 |
|  | Petron Corp. | 1456800 | 58250 |
|  | Philcomsat Holdings <br> Corp.<br>| 27762 | 50461 |
|  | Philex Mining Corp. | 779600 | 107135 |
|  | Philippine National <br> Bank<br>| 162052 | 142048 |
|  | Philippine Seven <br> Corp.<br>| 101200 | 71311 |
|  | Philippine Stock <br> Exchange, Inc.<br>| 5304 | 18299 |
| \*†† | Phoenix Petroleum <br> Philippines, Inc.<br>| 189140 | 2507 |
| # | PLDT, Inc. (PHI US), <br> Sponsored ADR<br>| 1138 | 22054 |
|  | PLDT, Inc. (TEL PM) | 12985 | 246785 |
|  | Puregold Price Club, <br> Inc.<br>| 409760 | 264917 |
|  | RFM Corp. | 532000 | 39241 |
|  | Rizal Commercial <br> Banking Corp.<br>| 339756 | 146710 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |
|  | Robinsons Land <br> Corp.<br>| 616366 | $156070 |
|  | Robinsons Retail <br> Holdings, Inc.<br>| 111690 | 66038 |
|  | Security Bank Corp. | 113436 | 134089 |
|  | Shakey's Pizza Asia <br> Ventures, Inc.<br>| 93500 | 11601 |
| \* | Shell Pilipinas Corp. | 226990 | 24449 |
|  | SM Investments <br> Corp.<br>| 6455 | 79876 |
|  | SM Prime Holdings, <br> Inc.<br>| 653912 | 248900 |
|  | SSI Group, Inc. | 238000 | 10104 |
|  | STI Education <br> Systems Holdings, <br> Inc.<br>| 437000 | 10532 |
|  | Synergy Grid & <br> Development Phils, <br> Inc.<br>| 367800 | 92954 |
|  | Union Bank of the <br> Philippines<br>| 256483 | 125581 |
|  | Universal Robina <br> Corp.<br>| 148470 | 184016 |
|  | Vista Land & <br> Lifescapes, Inc.<br>| 1905400 | 31086 |
|  | Vistamalls, Inc. | 47400 | 1010 |
|  | Wilcon Depot, Inc. | 609600 | 79777 |
| TOTAL PHILIPPINES | TOTAL PHILIPPINES |  | 8271860 |
| POLAND — (1.1%) | POLAND — (1.1%) | POLAND — (1.1%) | POLAND — (1.1%) |
| \* | 11 bit studios SA | 278 | 13309 |
|  | AB SA | 4499 | 118413 |
|  | Agora SA | 16251 | 40356 |
|  | Alior Bank SA | 44133 | 1229772 |
| \*Ω | Allegro.eu SA | 49903 | 465986 |
|  | Amica SA | 2295 | 35856 |
|  | Apator SA | 7981 | 50794 |
| \* | Arctic Paper SA | 10034 | 23036 |
|  | ASBISc Enterprises <br> PLC<br>| 15181 | 122460 |
|  | Asseco Poland SA | 20093 | 1168744 |
|  | Asseco South Eastern <br> Europe SA<br>| 7323 | 131055 |
| # | Auto Partner SA | 18955 | 92521 |
|  | Bank Handlowy w <br> Warszawie SA<br>| 7422 | 209209 |
| \* | Bank Millennium SA | 65312 | 273380 |
| \* | Bank Ochrony <br> Srodowiska SA<br>| 27288 | 88933 |
|  | Bank Polska Kasa <br> Opieki SA<br>| 31431 | 1609323 |
|  | Benefit Systems SA | 742 | 629386 |
| #\* | Bioton SA | 12311 | 14266 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) |
|  | BNPP Bank Polska <br> SA<br>| 344 | $10538 |
|  | Boryszew SA | 29154 | 47336 |
| # | Budimex SA | 2030 | 322282 |
| #\* | CCC SA | 9469 | 387561 |
|  | CD Projekt SA | 1974 | 135629 |
| \* | Celon Pharma SA | 5344 | 31191 |
| \* | CI Games SA | 22569 | 17584 |
| #\* | Cognor Holding SA | 27030 | 48326 |
|  | Cyber Folks SA | 1678 | 83943 |
| \* | Cyfrowy Polsat SA | 72018 | 258442 |
| \* | Datawalk SA | 846 | 20877 |
|  | Develia SA | 118336 | 261607 |
| \*Ω | Dino Polska SA | 48903 | 584112 |
|  | Dom Development <br> SA<br>| 3585 | 238840 |
| \* | Echo Investment SA | 52622 | 78347 |
| # | Elektrotim SA | 648 | 8801 |
|  | Erbud SA | 1249 | 9672 |
| \* | Fabryki Mebli Forte <br> SA<br>| 8318 | 58779 |
|  | Ferro SA | 2867 | 24368 |
| \* | Globe Trade Centre <br> SA<br>| 52134 | 51529 |
| \* | Grupa Azoty SA | 14911 | 75564 |
|  | Grupa Kety SA | 4041 | 1017012 |
|  | Grupa Pracuj SA | 3386 | 51952 |
| \*Ω | HUUUGE, Inc. | 13424 | 87817 |
|  | ING Bank Slaski SA | 6396 | 545701 |
| # | Inter Cars SA | 2731 | 408094 |
| \* | KGHM Polska Miedz <br> SA<br>| 19640 | 1030180 |
| # | KRUK SA | 3905 | 480031 |
| # | LPP SA | 163 | 791231 |
| \* | mBank SA | 2075 | 552550 |
|  | Mirbud SA | 33062 | 121646 |
| # | Mo-BRUK SA | 626 | 49740 |
| \* | Mostostal Zabrze SA | 9074 | 16444 |
|  | Neuca SA | 295 | 59406 |
|  | Newag SA | 1702 | 41874 |
|  | Orange Polska SA | 138678 | 337973 |
|  | ORLEN SA | 17430 | 472420 |
|  | PCC Rokita SA | 1073 | 19838 |
|  | Pepco Group NV | 30079 | 226556 |
| \* | PKP Cargo SA | 5403 | 23482 |
|  | PlayWay SA | 504 | 36567 |
| \* | Polimex-Mostostal SA | 21733 | 34911 |
|  | Powszechna Kasa <br> Oszczednosci Bank <br> Polski SA<br>| 71931 | 1474820 |
|  | Powszechny Zaklad <br> Ubezpieczen SA<br>| 65349 | 1044876 |
| # | Rainbow Tours SA | 1614 | 54307 |
|  | Santander Bank <br> Polska SA<br>| 3292 | 433544 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) |
| \* | Selvita SA | 2662 | $26591 |
|  | Stalexport Autostrady <br> SA<br>| 50770 | 39563 |
|  | Synektik SA | 1788 | 127257 |
| \* | Tauron Polska Energia <br> SA<br>| 452067 | 1223806 |
|  | TEN Square Games <br> SA<br>| 1011 | 24768 |
| # | Text SA | 2715 | 35747 |
|  | Torpol SA | 3250 | 46877 |
|  | Unimot SA | 1807 | 63917 |
|  | Votum SA | 3220 | 40720 |
|  | Voxel SA | 1360 | 56030 |
| \* | VRG SA | 93660 | 112630 |
|  | Warsaw Stock <br> Exchange<br>| 4693 | 77629 |
|  | Wawel SA | 61 | 11629 |
| # | Wirtualna Polska <br> Holding SA<br>| 5486 | 82362 |
| Ω | XTB SA | 20407 | 385058 |
| \* | Zespol <br> Elektrocieplowni <br> Wroclawskich <br> Kogeneracja SA<br>| 675 | 11418 |
| TOTAL POLAND | TOTAL POLAND |  | 20851101 |
| QATAR — (0.8%) | QATAR — (0.8%) | QATAR — (0.8%) | QATAR — (0.8%) |
|  | Aamal Co. | 913228 | 198249 |
|  | Ahli Bank QSC | 99195 | 98391 |
|  | Al Khaleej Takaful <br> Group QSC<br>| 97689 | 63818 |
|  | Al Meera Consumer <br> Goods Co. QSC<br>| 41366 | 166159 |
|  | Al Rayan Bank | 808009 | 519432 |
|  | Alijarah Holding Co. <br> QPSC<br>| 213700 | 40521 |
| \* | Baladna | 398434 | 167070 |
|  | Barwa Real Estate <br> Co.<br>| 726100 | 524367 |
|  | Commercial Bank <br> PSQC <br>| 750258 | 853825 |
| \* | Dlala Brokerage & <br> Investments Holding <br> Co. QSC<br>| 110409 | 30547 |
|  | Doha Bank QPSC | 1270506 | 876800 |
|  | Doha Insurance Co. <br> QSC<br>| 143882 | 99633 |
|  | Dukhan Bank | 96352 | 91977 |
|  | Gulf International <br> Services QSC<br>| 612447 | 519217 |
|  | Gulf Warehousing <br> Co.<br>| 188919 | 132759 |
|  | Lesha Bank LLC | 399987 | 198399 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| QATAR — (Continued) | QATAR — (Continued) | QATAR — (Continued) | QATAR — (Continued) |
|  | Mannai Corp. QSC | 77226 | $112547 |
| \* | Mazaya Real Estate <br> Development <br> QPSC<br>| 332402 | 56004 |
|  | Meeza QSTP LLC | 34975 | 32614 |
|  | Mesaieed <br> Petrochemical <br> Holding Co.<br>| 654840 | 224567 |
|  | Ooredoo QPSC | 207392 | 771346 |
|  | Qatar Aluminum <br> Manufacturing Co.<br>| 1015764 | 432938 |
|  | Qatar Fuel QSC | 98123 | 404201 |
|  | Qatar Industrial <br> Manufacturing Co. <br> QSC<br>| 164463 | 109061 |
|  | Qatar Insurance Co. <br> SAQ<br>| 930359 | 523720 |
|  | Qatar International <br> Islamic Bank QSC<br>| 146531 | 448561 |
|  | Qatar Islamic Bank <br> QPSC<br>| 103013 | 694480 |
|  | Qatar Islamic <br> Insurance Group<br>| 35580 | 86233 |
|  | Qatar National Bank <br> QPSC<br>| 862234 | 4385313 |
|  | Qatar Navigation <br> QSC<br>| 239507 | 731495 |
|  | QLM Life & Medical <br> Insurance Co. WLL<br>| 115220 | 80198 |
|  | Salam International <br> Investment Ltd. <br> QSC<br>| 439066 | 91130 |
|  | United Development <br> Co. QSC<br>| 788454 | 204198 |
|  | Vodafone Qatar <br> PQSC<br>| 711075 | 469317 |
| \* | Widam Food Co. | 42142 | 22986 |
|  | Zad Holding Co. | 46056 | 176863 |
| TOTAL QATAR | TOTAL QATAR |  | 14638936 |
| RUSSIA — (0.0%) | RUSSIA — (0.0%) | RUSSIA — (0.0%) | RUSSIA — (0.0%) |
| \*†† | PhosAgro PJSC | 113 | 0 |
| \*†† | Polyus PJSC (PLZL <br> LI), GDR<br>| 6402 | 0 |
| \*†† | Sberbank of Russia <br> PJSC (SBER LI), <br> Sponsored ADR<br>| 286504 | 0 |
| \*†† | VTB Bank PJSC <br> (VTBR LI), GDR<br>| 431770 | 0 |
| SAUDI ARABIA — (2.8%) | SAUDI ARABIA — (2.8%) | SAUDI ARABIA — (2.8%) | SAUDI ARABIA — (2.8%) |
|  | Abdullah Al Othaim <br> Markets Co.<br>| 181860 | 369234 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  | Ades Holding Co. | 103368 | $467116 |
| \* | Advanced <br> Petrochemical Co.<br>| 28675 | 289189 |
|  | Al Babtain Power & <br> Telecommunication <br> Co.<br>| 16242 | 271847 |
| \* | Al Gassim Investment <br> Holding Co.<br>| 2532 | 12529 |
|  | Al Hassan Ghazi <br> Ibrahim Shaker Co.<br>| 6696 | 46676 |
|  | Al Jouf Agricultural <br> Development Co.<br>| 5970 | 73197 |
| \* | Al Khaleej Training & <br> Education Co.<br>| 14056 | 109642 |
|  | Al Masane Al Kobra <br> Mining Co.<br>| 7353 | 148274 |
|  | Al Rajhi Bank | 228984 | 6472031 |
| \* | Al Rajhi Co. for <br> Co-operative <br> Insurance<br>| 3217 | 101134 |
|  | Al Yamamah Steel <br> Industries Co.<br>| 6799 | 66613 |
|  | Alamar Foods | 4715 | 61300 |
|  | Alandalus Property <br> Co.<br>| 14474 | 77179 |
|  | Alaseel Co. | 79886 | 75995 |
|  | Al-Dawaa Medical <br> Services Co.<br>| 9348 | 163316 |
|  | Aldrees Petroleum & <br> Transport Services <br> Co.<br>| 14603 | 597699 |
|  | Al-Etihad Cooperative <br> Insurance Co.<br>| 3906 | 11260 |
|  | Alinma Bank | 198062 | 1371407 |
|  | AlJazira Takaful <br> Ta'awuni Co.<br>| 8038 | 26505 |
|  | AlKhorayef Water & <br> Power Technologies <br> Co.<br>| 5044 | 202269 |
| \* | Allianz Saudi Fransi <br> Cooperative <br> Insurance Co.<br>| 8480 | 30888 |
|  | Almarai Co. JSC | 117715 | 1560689 |
|  | Almawarid Manpower <br> Co.<br>| 1348 | 48163 |
|  | Alujain Corp. | 15476 | 131823 |
| \* | Amlak International <br> Finance Co.<br>| 9165 | 33973 |
| \* | Anaam International <br> Holding Group Co.<br>| 3944 | 15786 |
|  | Arab National Bank | 155838 | 1007885 |
| \* | Arabia Insurance <br> Cooperative Co.<br>| 4565 | 13009 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
| Ω | Arabian Centres Co. | 41346 | $241597 |
|  | Arabian Contracting <br> Services Co.<br>| 6520 | 208019 |
|  | Arabian Drilling Co. | 13468 | 318043 |
|  | Arabian Internet & <br> Communications <br> Services Co.<br>| 6718 | 451200 |
|  | Arabian Pipes Co. | 43816 | 66610 |
| \* | Arabian Shield <br> Cooperative <br> Insurance Co.<br>| 12943 | 44985 |
|  | Arriyadh Development <br> Co.<br>| 37791 | 296836 |
| \* | ARTEX Industrial <br> Investment Co.<br>| 14213 | 53203 |
| \* | Ash-Sharqiyah <br> Development Co.<br>| 3255 | 14074 |
|  | Astra Industrial Group <br> Co.<br>| 8642 | 343034 |
| \* | BAAN Holding Group <br> Co.<br>| 23483 | 13501 |
|  | Bank AlBilad | 142671 | 1127328 |
| \* | Bank Al-Jazira | 170758 | 574269 |
|  | Banque Saudi Fransi | 178210 | 848109 |
|  | Basic Chemical <br> Industries Ltd.<br>| 1361 | 10174 |
|  | Bawan Co. | 12687 | 191264 |
|  | BinDawood Holding <br> Co.<br>| 98390 | 150867 |
|  | Bupa Arabia for <br> Cooperative <br> Insurance Co.<br>| 12944 | 566711 |
|  | Catrion Catering <br> Holding Co.<br>| 16632 | 428832 |
| \* | Chubb Arabia <br> Cooperative <br> Insurance Co.<br>| 2542 | 21816 |
|  | Co. for Cooperative <br> Insurance <br>| 16274 | 591640 |
| \* | Dar Al Arkan Real <br> Estate Development <br> Co.<br>| 144135 | 663802 |
|  | East Pipes Integrated <br> Co. for Industry<br>| 5168 | 200352 |
|  | Electrical Industries <br> Co.<br>| 199698 | 615063 |
|  | Elm Co. | 2558 | 647118 |
| \* | Emaar Economic City | 43026 | 146093 |
|  | Etihad Etisalat Co. | 132436 | 2389340 |
| \* | Fawaz Abdulaziz Al <br> Hokair & Co.<br>| 11511 | 74263 |
|  | First Milling Co. | 6171 | 88353 |
| \* | Fitaihi Holding Group | 32967 | 28559 |
|  | Gulf Insurance Group | 7624 | 51395 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
| \* | Halwani Brothers Co. | 3034 | $31380 |
| \* | Herfy Food Services <br> Co.<br>| 11182 | 62331 |
|  | Jamjoom <br> Pharmaceuticals <br> Factory Co.<br>| 4022 | 167115 |
|  | Jarir Marketing Co. | 152911 | 579131 |
| \* | Jazan Development & <br> Investment Co.<br>| 3371 | 9724 |
| \* | L'Azurde Co. for <br> Jewelry<br>| 13189 | 43817 |
|  | Leejam Sports Co. <br> JSC<br>| 10386 | 354659 |
| \* | Liva Insurance Co. | 4532 | 16035 |
| \* | Lumi Rental Co. | 7836 | 130706 |
|  | Maharah Human <br> Resources Co.<br>| 73127 | 107875 |
| \* | Malath Cooperative <br> Insurance Co.<br>| 2840 | 9405 |
| \* | Mediterranean & Gulf <br> Cooperative <br> Insurance & <br> Reinsurance Co.<br>| 28825 | 117835 |
| \* | Methanol Chemicals <br> Co.<br>| 10810 | 28938 |
| \* | Middle East Paper <br> Co.<br>| 14495 | 104342 |
|  | Middle East <br> Pharmaceutical Co.<br>| 2042 | 74754 |
|  | Middle East <br> Specialized Cables <br> Co.<br>| 7754 | 60606 |
|  | Mobile <br> Telecommunications <br> Co. Saudi Arabia<br>| 328876 | 1006481 |
| \* | Nama Chemicals Co. | 1448 | 10070 |
| \* | National Agriculture <br> Development Co. <br>| 69281 | 385254 |
|  | National Co. for Glass <br> Industries <br>| 4364 | 47473 |
|  | National Co. for <br> Learning & <br> Education<br>| 3840 | 177352 |
|  | National Gas & <br> Industrialization Co.<br>| 4145 | 98309 |
| \* | National Metal <br> Manufacturing & <br> Casting Co.<br>| 4650 | 20616 |
|  | Nayifat Finance Co. | 34904 | 123633 |
| \* | Perfect Presentation <br> For Commercial <br> Services Co.<br>| 22120 | 60191 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
| \* | Rabigh Refining & <br> Petrochemical Co.<br>| 118726 | $284259 |
| \* | Red Sea International <br> Co.<br>| 1010 | 10925 |
|  | Retal Urban <br> Development Co.<br>| 58158 | 182925 |
|  | Riyad Bank | 223768 | 1624851 |
|  | Riyadh Cables Group <br> Co.<br>| 6709 | 253115 |
|  | SABIC Agri-Nutrients <br> Co.<br>| 42341 | 1382433 |
|  | Sahara International <br> Petrochemical Co.<br>| 99044 | 499172 |
|  | SAL Saudi Logistics <br> Services<br>| 6648 | 312185 |
| \* | Saudi Arabian Amiantit <br> Co.<br>| 5039 | 27200 |
| \* | Saudi Arabian Mining <br> Co.<br>| 65923 | 1133332 |
|  | Saudi Aramco Base <br> Oil Co.<br>| 14263 | 366522 |
|  | Saudi Automotive <br> Services Co.<br>| 14997 | 286748 |
|  | Saudi Awwal Bank | 152123 | 1312589 |
|  | Saudi Basic Industries <br> Corp.<br>| 74473 | 1212167 |
|  | Saudi Ceramic Co. | 24541 | 200158 |
| \* | Saudi Co. For <br> Hardware CJSC<br>| 1286 | 11396 |
| \* | Saudi Darb <br> Investment Co.<br>| 20664 | 15706 |
|  | Saudi Industrial <br> Investment Group<br>| 85359 | 369655 |
|  | Saudi Investment <br> Bank <br>| 164773 | 603948 |
| \* | Saudi Kayan <br> Petrochemical Co.<br>| 312748 | 491819 |
| \* | Saudi Marketing Co. | 7493 | 33126 |
|  | Saudi National Bank  | 307335 | 3270216 |
|  | Saudi Paper <br> Manufacturing Co.<br>| 6278 | 89907 |
| \* | Saudi Pharmaceutical <br> Industries & Medical <br> Appliances Corp.<br>| 21416 | 172985 |
| \* | Saudi Public Transport <br> Co.<br>| 33106 | 111946 |
| \* | Saudi Real Estate <br> Co.<br>| 50888 | 195984 |
| \* | Saudi Reinsurance <br> Co.<br>| 43753 | 362528 |
| \* | Saudi Research & <br> Media Group<br>| 2100 | 96272 |
|  | Saudi Steel Pipe Co. | 8687 | 120569 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  | Saudi Tadawul Group <br> Holding Co.<br>| 2674 | $141995 |
|  | Saudi Telecom Co. | 451649 | 5440847 |
|  | Saudia Dairy & <br> Foodstuff Co.<br>| 5302 | 406329 |
| \* | Savola Group  | 54601 | 358314 |
|  | Scientific & Medical <br> Equipment House <br> Co.<br>| 3383 | 35490 |
| \* | Seera Group Holding | 63072 | 521944 |
| \* | Shams | 5941 | 25503 |
| \* | SHL Finance Co. | 21077 | 122280 |
| \* | Sinad Holding Co. | 25828 | 72111 |
|  | Sumou Real Estate <br> Co.<br>| 1290 | 13345 |
|  | Sustained <br> Infrastructure <br> Holding Co.<br>| 24005 | 233947 |
| \* | Takween Advanced <br> Industries Co.<br>| 3773 | 7269 |
|  | Tanmiah Food Co. | 2784 | 58354 |
|  | Theeb Rent A Car <br> Co.<br>| 10087 | 176320 |
|  | United Electronics <br> Co.<br>| 15439 | 365171 |
|  | United International <br> Transportation Co.<br>| 20025 | 395199 |
|  | United Wire Factories <br> Co.<br>| 3430 | 22830 |
| \* | Wafrah for Industry & <br> Development<br>| 1790 | 12731 |
| \* | Walaa Cooperative <br> Insurance Co.<br>| 21371 | 66621 |
| \* | Wataniya Insurance <br> Co.<br>| 7647 | 29905 |
|  | Yanbu National <br> Petrochemical Co.<br>| 28683 | 263741 |
|  | Zahrat Al Waha For <br> Trading Co.<br>| 2663 | 18393 |
| TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA |  | 52974387 |
| SOUTH AFRICA — (3.1%) | SOUTH AFRICA — (3.1%) | SOUTH AFRICA — (3.1%) | SOUTH AFRICA — (3.1%) |
|  | Absa Group Ltd. | 196897 | 2200104 |
|  | Adcock Ingram <br> Holdings Ltd.<br>| 13200 | 56997 |
|  | Advtech Ltd. | 226507 | 461816 |
| # | AECI Ltd. | 56022 | 288878 |
|  | Alexander Forbes <br> Group Holdings <br> Ltd.<br>| 187471 | 88831 |
|  | Altron Ltd., Class A | 132633 | 140656 |
|  | Anglogold Ashanti <br> PLC (AU US)<br>| 38800 | 2638400 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |
|  | Astral Foods Ltd. | 19292 | $248996 |
|  | AVI Ltd. | 119794 | 666152 |
|  | Barloworld Ltd. | 95505 | 658374 |
|  | Bid Corp. Ltd. | 43264 | 1070965 |
|  | Bidvest Group Ltd. | 71557 | 930838 |
| \* | Blu Label Unlimited <br> Group Ltd.<br>| 310079 | 221295 |
| #\* | Brait PLC | 1338437 | 164864 |
|  | Capitec Bank <br> Holdings Ltd.<br>| 6367 | 1408683 |
|  | Cashbuild Ltd. | 5673 | 45136 |
|  | Caxton & CTP <br> Publishers & <br> Printers Ltd.<br>| 26485 | 20259 |
|  | City Lodge Hotels <br> Ltd.<br>| 170526 | 40323 |
|  | Clicks Group Ltd. | 57489 | 1212155 |
|  | Coronation Fund <br> Managers Ltd.<br>| 84403 | 239602 |
|  | Curro Holdings Ltd. | 128158 | 97792 |
|  | DataTec Ltd. | 135297 | 561143 |
| Ω | Dis-Chem Pharmacies <br> Ltd.<br>| 130792 | 255839 |
|  | Discovery Ltd. | 46334 | 582130 |
|  | DRDGOLD Ltd. (DRD <br> SJ)<br>| 84660 | 213813 |
|  | DRDGOLD Ltd. (DRD <br> US), Sponsored <br> ADR<br>| 7192 | 181454 |
|  | Famous Brands Ltd. | 27058 | 84663 |
|  | FirstRand Ltd. | 472939 | 2244519 |
|  | Foschini Group Ltd. | 173622 | 921629 |
|  | Gold Fields Ltd. (GFI <br> US), Sponsored <br> ADR<br>| 117653 | 4519052 |
|  | Grindrod Ltd. | 300724 | 293890 |
|  | Harmony Gold Mining <br> Co. Ltd. (HAR SJ)<br>| 39235 | 652814 |
|  | Harmony Gold Mining <br> Co. Ltd. (HMY US), <br> Sponsored ADR<br>| 106225 | 1753775 |
|  | Hudaco Industries <br> Ltd.<br>| 13408 | 137198 |
|  | Impala Platinum <br> Holdings Ltd.<br>| 106240 | 1138571 |
|  | Investec Ltd. | 36951 | 278187 |
| # | Invicta Holdings Ltd. | 6307 | 13928 |
| \* | iOCO Ltd. | 157410 | 38121 |
|  | Italtile Ltd. | 167964 | 89320 |
|  | JSE Ltd. | 20308 | 165019 |
| \* | KAP Ltd. | 1091617 | 103618 |
|  | Kumba Iron Ore Ltd. | 15977 | 318198 |
|  | Lewis Group Ltd. | 26714 | 128820 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |
| \* | Metair Investments <br> Ltd.<br>| 63347 | $24172 |
|  | Momentum Group <br> Ltd.<br>| 663559 | 1277544 |
|  | Motus Holdings Ltd. | 88069 | 530673 |
|  | Mpact Ltd. | 67311 | 90861 |
|  | Mr. Price Group Ltd. | 77051 | 920593 |
|  | MTN Group Ltd. | 376060 | 3757032 |
| \* | Nampak Ltd. | 2502 | 69430 |
|  | Naspers Ltd., Class N | 29570 | 2076879 |
|  | Nedbank Group Ltd. | 105675 | 1440644 |
|  | NEPI Rockcastle NV | 106876 | 866736 |
|  | Ninety One Ltd. | 70682 | 210311 |
|  | Northam Platinum <br> Holdings Ltd.<br>| 41631 | 695266 |
|  | Oceana Group Ltd. | 28877 | 81514 |
|  | Old Mutual Ltd. (OMU <br> SJ)<br>| 1737762 | 1358850 |
|  | Omnia Holdings Ltd. | 95233 | 418729 |
|  | OUTsurance Group <br> Ltd.<br>| 168811 | 710406 |
| Ω | Pepkor Holdings Ltd. | 685647 | 1045419 |
| \* | Pick n Pay Stores <br> Ltd.<br>| 202461 | 330498 |
|  | Premier Group Ltd. | 9489 | 88429 |
|  | PSG Financial <br> Services Ltd.<br>| 305798 | 434639 |
|  | Raubex Group Ltd. | 86543 | 206838 |
|  | Reunert Ltd. | 53629 | 172845 |
|  | RFG Holdings Ltd. | 55653 | 69166 |
|  | Sanlam Ltd. | 237018 | 1243773 |
|  | Santam Ltd. | 14370 | 342779 |
|  | Sappi Ltd. | 262390 | 343797 |
|  | Shoprite Holdings <br> Ltd.<br>| 83160 | 1390989 |
| \* | Sibanye Stillwater Ltd. <br> (SSW SJ)<br>| 524717 | 1392441 |
|  | Southern Sun Ltd. | 240136 | 127497 |
| \* | SPAR Group Ltd.  | 68063 | 428081 |
|  | Spur Corp. Ltd. | 41270 | 85892 |
|  | Stadio Holdings Ltd. | 92501 | 59290 |
|  | Standard Bank Group <br> Ltd.<br>| 237480 | 3492098 |
|  | Super Group Ltd. | 222899 | 206446 |
|  | Telkom SA SOC Ltd. | 172194 | 481652 |
|  | Tiger Brands Ltd. | 48620 | 920049 |
|  | Truworths <br> International Ltd.<br>| 108179 | 323969 |
|  | Valterra Platinum Ltd. | 10402 | 643355 |
|  | Vodacom Group Ltd. | 121330 | 982197 |
|  | We Buy Cars <br> Holdings Ltd.<br>| 65467 | 173609 |
|  | Wilson Bayly <br> Holmes-Ovcon Ltd.<br>| 19702 | 172024 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |
|  | Woolworths Holdings <br> Ltd.<br>| 239487 | $723098 |
|  | Zeda Ltd. | 134033 | 95024 |
| TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA |  | 58082351 |
| SOUTH KOREA — (13.3%) | SOUTH KOREA — (13.3%) | SOUTH KOREA — (13.3%) | SOUTH KOREA — (13.3%) |
| \* | 3S Korea Co. Ltd. | 8243 | 10223 |
| \* | ABLBio, Inc. | 1116 | 77938 |
|  | Able C&C Co. Ltd. | 3827 | 26134 |
|  | ABOV Semiconductor <br> Co. Ltd.<br>| 1421 | 12487 |
| \* | ADTechnology Co. <br> Ltd.<br>| 2141 | 39409 |
|  | Advanced Nano <br> Products Co. Ltd.<br>| 1410 | 64995 |
|  | Advanced Process <br> Systems Corp.<br>| 6270 | 87279 |
|  | Aekyung Chemical <br> Co. Ltd.<br>| 6856 | 52531 |
|  | Aekyung Industrial Co. <br> Ltd.<br>| 4364 | 42852 |
| \* | Agabang & Co. | 7622 | 24382 |
|  | Ahnlab, Inc. | 1081 | 46048 |
| \* | Air Busan Co. Ltd. | 25072 | 32190 |
|  | AJ Networks Co. Ltd. | 6444 | 19432 |
|  | Ajin Industrial Co. <br> Ltd.<br>| 9270 | 21381 |
|  | AK Holdings, Inc. | 2900 | 19927 |
| \* | Alteogen, Inc. | 3159 | 1080204 |
| \* | ALUKO Co. Ltd. | 29610 | 42625 |
| \* | Amicogen, Inc. | 5986 | 12755 |
|  | Amorepacific Corp. | 3149 | 266713 |
|  | Amorepacific Holdings <br> Corp.<br>| 7454 | 132664 |
| \* | Amotech Co. Ltd. | 3102 | 22944 |
| \* | Anam Electronics Co. <br> Ltd.<br>| 28466 | 25065 |
| \* | Ananti, Inc. | 17903 | 96590 |
| \* | Anapass, Inc. | 1884 | 23299 |
| \* | Anterogen Co. Ltd. | 1197 | 18930 |
|  | Aplus Asset Advisor <br> Co. Ltd.<br>| 8967 | 39176 |
| \* | APS, Inc. | 5387 | 15339 |
| \* | APTN, Inc. | 16291 | 7428 |
| \* | Asia Pacific Satellite, <br> Inc.<br>| 1533 | 13372 |
|  | Asia Paper <br> Manufacturing Co. <br> Ltd.<br>| 8411 | 43527 |
|  | Atec Co. Ltd. | 1127 | 8804 |
|  | Aurora World Corp. | 1656 | 25241 |
|  | Avaco Co. Ltd. | 2325 | 25526 |
|  | Baiksan Co. Ltd. | 4198 | 39689 |
|  | BGF Co. Ltd. | 15592 | 41605 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | BH Co. Ltd. | 11142 | $143144 |
| \* | BHI Co. Ltd. | 3769 | 133490 |
|  | Binggrae Co. Ltd. | 2766 | 140165 |
|  | Bio Plus Co. Ltd. | 10739 | 47009 |
| \* | Bioneer Corp. | 2941 | 31952 |
|  | BioNote, Inc. | 6867 | 26526 |
|  | BIT Computer Co. <br> Ltd.<br>| 4460 | 14852 |
| \* | BNC Korea Co. Ltd. | 12708 | 45162 |
|  | BNK Financial Group, <br> Inc.<br>| 62626 | 606262 |
|  | Boditech Med, Inc. | 4522 | 43029 |
|  | Bookook Securities <br> Co. Ltd.<br>| 1360 | 64595 |
| \* | Bosung Power <br> Technology Co. <br> Ltd.<br>| 5041 | 18838 |
| \* | Bubang Co. Ltd. | 3072 | 3084 |
| \*†† | Bucket Studio Co. <br> Ltd.<br>| 16344 | 2478 |
| \* | Bukwang <br> Pharmaceutical Co. <br> Ltd.<br>| 8717 | 22573 |
|  | BYC Co. Ltd. | 1390 | 36603 |
|  | Byucksan Corp. | 5516 | 6752 |
|  | C&C International Co. <br> Ltd.<br>| 1155 | 30396 |
|  | C&G Hi Tech Co. Ltd. | 2131 | 23756 |
| \* | Cafe24 Corp. | 5387 | 135182 |
| \* | CammSys Corp. | 4581 | 2247 |
| # | Cape Industries Ltd. | 7657 | 75629 |
|  | Caregen Co. Ltd. | 3053 | 138801 |
| \* | Celltrion Pharm, Inc. | 3266 | 145929 |
|  | Celltrion, Inc. | 2644 | 325438 |
|  | Cheil Electric Co. Ltd. | 2907 | 22630 |
|  | Cheil Worldwide, Inc. | 26065 | 371966 |
|  | Chemtronics Co. Ltd. | 2899 | 70772 |
| # | Cheryong Electric Co. <br> Ltd.<br>| 4562 | 123957 |
|  | Chinyang Holdings <br> Corp.<br>| 9810 | 22334 |
|  | Chips&Media, Inc. | 1793 | 20439 |
| \* | Choil Aluminum Co. <br> Ltd.<br>| 23460 | 21971 |
|  | Chong Kun Dang <br> Pharmaceutical <br> Corp.<br>| 2943 | 170841 |
|  | Choong Ang Vaccine <br> Laboratory<br>| 2468 | 16915 |
| \* | Chorokbaem Media <br> Co. Ltd.<br>| 6960 | 26427 |
| \* | Chunbo Co. Ltd. | 765 | 38617 |
| \* | CJ CGV Co. Ltd. | 37529 | 131454 |
|  | CJ CheilJedang Corp. | 3251 | 522831 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| # | CJ Corp. | 5161 | $617403 |
| \* | CJ ENM Co. Ltd. | 6527 | 320918 |
|  | CJ Freshway Corp. | 4127 | 72346 |
|  | CJ Logistics Corp. | 4090 | 236152 |
|  | Classys, Inc. | 5466 | 188706 |
|  | CLIO Cosmetics Co. <br> Ltd.<br>| 1429 | 14315 |
| \* | CoAsia Corp. | 4353 | 21356 |
| \* | Com2uS Holdings <br> Corp.<br>| 1402 | 19753 |
|  | Com2uSCorp | 3864 | 92321 |
|  | Coocon Corp. | 1358 | 33460 |
| \* | Coreana Cosmetics <br> Co. Ltd.<br>| 10367 | 18843 |
|  | Cosmax, Inc. | 2314 | 331363 |
|  | Cosmecca Korea Co. <br> Ltd.<br>| 2209 | 102319 |
| #\* | CosmoAM&T Co. Ltd. | 2340 | 90842 |
| \* | Cosmochemical Co. <br> Ltd.<br>| 2885 | 38985 |
| # | Coway Co. Ltd. | 19589 | 1224896 |
|  | Cowintech Co. Ltd. | 2973 | 35764 |
|  | CR Holdings Co. Ltd. | 8100 | 27366 |
| \* | Creative & Innovative <br> System<br>| 16624 | 88109 |
|  | Creverse, Inc. | 2158 | 19418 |
| \* | CS Bearing Co. Ltd. | 3968 | 18605 |
|  | CS Wind Corp. | 8116 | 247852 |
| \* | CTC BIO, Inc. | 2673 | 9650 |
| \* | Cube Entertainment, <br> Inc.<br>| 1866 | 19091 |
|  | Cuckoo Holdings Co. <br> Ltd.<br>| 3956 | 79714 |
|  | Cuckoo Homesys Co. <br> Ltd.<br>| 4387 | 70771 |
| \* | Curexo, Inc. | 2908 | 21456 |
|  | Cymechs, Inc. | 2223 | 30031 |
|  | D.I Corp. | 2730 | 46571 |
| \*†† | DA Technology Co. <br> Ltd.<br>| 29845 | 796 |
|  | Dae Hwa <br> Pharmaceutical Co. <br> Ltd.<br>| 2081 | 23921 |
|  | Dae Won Kang Up <br> Co. Ltd.<br>| 23068 | 67934 |
| \* | Daea TI Co. Ltd. | 7647 | 21708 |
|  | Daebongls Co. Ltd. | 1258 | 10738 |
| \* | Daechang Co. Ltd. | 33874 | 31162 |
|  | Daechang Forging Co. <br> Ltd.<br>| 2649 | 12408 |
|  | Daedong Corp. | 8930 | 60976 |
|  | Daeduck Co. Ltd. | 9954 | 63644 |
| # | Daeduck Electronics <br> Co. Ltd.<br>| 13134 | 348029 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Daehan Flour Mill Co. <br> Ltd.<br>| 512 | $49758 |
|  | Daehan Steel Co. <br> Ltd.<br>| 2584 | 26733 |
| \* | Dae-Il Corp. | 10593 | 36641 |
| # | Daejoo Electronic <br> Materials Co. Ltd.<br>| 2305 | 121898 |
| # | Daesang Corp. | 12237 | 178785 |
|  | Daesang Holdings Co. <br> Ltd.<br>| 6972 | 45183 |
|  | Daesung Energy Co. <br> Ltd.<br>| 2270 | 13046 |
| \* | Daesung Private <br> Equity, Inc.<br>| 2638 | 2945 |
| \* | Daewon Cable Co. <br> Ltd.<br>| 8447 | 21557 |
|  | Daewon <br> Pharmaceutical Co. <br> Ltd.<br>| 5036 | 45979 |
|  | Daewon San Up Co. <br> Ltd.<br>| 6131 | 48670 |
| #\* | Daewoo Engineering <br> & Construction Co. <br> Ltd.<br>| 84264 | 221025 |
|  | Daihan <br> Pharmaceutical Co. <br> Ltd.<br>| 2228 | 45408 |
|  | Daishin Securities Co. <br> Ltd.<br>| 13697 | 279185 |
| #\* | Danal Co. Ltd. | 11688 | 65960 |
|  | Daol Investment & <br> Securities Co. Ltd.<br>| 15603 | 39592 |
|  | Daou Data Corp. | 7570 | 93179 |
|  | Daou Technology, <br> Inc.<br>| 14004 | 382598 |
| \* | Dasan Networks, Inc. | 6597 | 15119 |
| \* | Dawonsys Co. Ltd. | 8387 | 22253 |
|  | DB HiTek Co. Ltd. | 10659 | 437879 |
|  | DB Insurance Co. <br> Ltd.<br>| 10767 | 957011 |
|  | DB Securities Co. <br> Ltd.<br>| 12270 | 86979 |
| \* | DB, Inc. | 25215 | 25732 |
| \* | DE&T Co. Ltd. | 5821 | 25712 |
|  | Dear U Co. Ltd. | 2034 | 54544 |
|  | Dentium Co. Ltd. | 2353 | 93942 |
|  | Deutsch Motors, Inc. | 11957 | 37447 |
|  | Device Co. Ltd. | 1929 | 16131 |
| \* | Devsisters Co. Ltd. | 2166 | 64231 |
|  | DI Dong Il Corp. | 4674 | 59249 |
|  | Digital Daesung Co. <br> Ltd.<br>| 8734 | 42129 |
| \* | DIO Corp. | 1625 | 19146 |
|  | DIT Corp. | 1126 | 12015 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | DK Tech Co. Ltd. | 5029 | $26781 |
| \*†† | DKME | 116791 | 30740 |
|  | DL E&C Co. Ltd. | 13916 | 416284 |
| # | DL Holdings Co. Ltd. | 5712 | 155783 |
| †† | DMS Co. Ltd. | 10092 | 16816 |
| # | DN Automotive Corp. | 12325 | 201041 |
|  | Dohwa Engineering <br> Co. Ltd.<br>| 5055 | 21622 |
|  | Dong-A ST Co. Ltd. | 2154 | 73850 |
|  | Dongbang Transport <br> Logistics Co. Ltd.<br>| 19699 | 38388 |
|  | Dongjin Semichem <br> Co. Ltd.<br>| 12771 | 381636 |
|  | Dongkoo Bio & <br> Pharma Co. Ltd.<br>| 3136 | 11810 |
|  | DongKook <br> Pharmaceutical Co. <br> Ltd.<br>| 9657 | 119706 |
|  | Dongkuk CM Co. Ltd. | 2480 | 9116 |
|  | Dongkuk Holdings Co. <br> Ltd.<br>| 5999 | 30746 |
|  | Dongkuk Industries <br> Co. Ltd.<br>| 13609 | 28499 |
|  | Dongkuk Steel Mill <br> Co. Ltd.<br>| 14759 | 88041 |
|  | Dongsuh Cos., Inc. | 4147 | 78491 |
|  | Dongsung Chemical <br> Co. Ltd.<br>| 15215 | 42700 |
|  | Dongsung Finetec Co. <br> Ltd.<br>| 5270 | 117440 |
| \* | Dongwha Enterprise <br> Co. Ltd.<br>| 4747 | 33008 |
|  | Dongwon <br> Development Co. <br> Ltd.<br>| 20377 | 37024 |
|  | Dongwon Industries <br> Co. Ltd.<br>| 3507 | 119076 |
|  | Dongwon Systems <br> Corp.<br>| 1631 | 31998 |
|  | Dongwoon Anatech <br> Co. Ltd.<br>| 4207 | 49528 |
|  | Dongyang E&P, Inc. | 2221 | 33341 |
|  | Doosan Bobcat, Inc. | 15747 | 664730 |
|  | Doosan Co. Ltd. | 604 | 399102 |
| \* | Doosan Enerbility Co. <br> Ltd.<br>| 6516 | 403282 |
| \* | Doosan Fuel Cell Co. <br> Ltd.<br>| 5747 | 171611 |
|  | Doosan Tesna, Inc. | 4233 | 148385 |
| # | Douzone Bizon Co. <br> Ltd.<br>| 3591 | 224313 |
| \* | Dream Security Co. <br> Ltd.<br>| 11309 | 26428 |
|  | Dreamtech Co. Ltd. | 13722 | 61480 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | DRTECH Corp. | 6589 | $9152 |
| \* | DS Dansuk Co. Ltd. | 2671 | 37798 |
| \* | DSK Co. Ltd. | 6678 | 36669 |
| \* | Duchembio Co. Ltd. | 1380 | 8861 |
| \* | Duk San Neolux Co. <br> Ltd.<br>| 3143 | 92613 |
| \* | Duksan Hi-Metal Co. <br> Ltd.<br>| 4073 | 18858 |
| \* | Duksan Techopia Co. <br> Ltd.<br>| 1334 | 19413 |
|  | DY POWER Corp. | 1158 | 10392 |
|  | E1 Corp. | 602 | 31574 |
|  | Easy Holdings Co. <br> Ltd.<br>| 19016 | 50382 |
|  | Echo Marketing, Inc. | 5078 | 41226 |
| \* | Eco Volt Co. Ltd. | 16063 | 11276 |
|  | Ecoplastic Corp. | 18180 | 41177 |
| #\* | Ecopro BM Co. Ltd. | 1513 | 169293 |
| # | Ecopro Co. Ltd. | 5516 | 339685 |
|  | Ecopro HN Co. Ltd. | 2169 | 42134 |
|  | Elentec Co. Ltd. | 2809 | 17906 |
|  | E-MART, Inc. | 4748 | 240503 |
| #\* | EMRO, Inc. | 1576 | 49139 |
| \* | EM-Tech Co. Ltd. | 3371 | 22036 |
| #\* | Enchem Co. Ltd. | 1421 | 85339 |
|  | ENF Technology Co. <br> Ltd.<br>| 4496 | 155904 |
| \* | Enplus Co. Ltd. | 9314 | 3341 |
| \* | Enzychem <br> Lifesciences Corp.<br>| 26948 | 19224 |
|  | Eo Technics Co. Ltd. | 427 | 70228 |
| \* | Eubiologics Co. Ltd. | 6321 | 54723 |
|  | Eugene Corp. | 25711 | 60325 |
|  | Eugene Investment & <br> Securities Co. Ltd.<br>| 27685 | 72317 |
|  | Eugene Technology <br> Co. Ltd.<br>| 3965 | 262881 |
| \* | E-World | 9298 | 9194 |
|  | Exicon Co. Ltd. | 2110 | 23629 |
|  | F&F Co. Ltd. | 5448 | 234220 |
|  | Fasoo Co. Ltd. | 1847 | 6154 |
| \* | Fine M-Tec Co. Ltd. | 2738 | 16717 |
| \* | Fine Semitech Corp. | 2702 | 69214 |
| \*†† | Flask Co. Ltd. | 4587 | 2859 |
| \* | Foosung Co. Ltd. | 8532 | 53123 |
|  | Fursys, Inc. | 1797 | 57364 |
|  | Gabia, Inc. | 4174 | 79276 |
| \* | GAEASOFT | 6369 | 31270 |
|  | Galaxia Moneytree <br> Co. Ltd.<br>| 2236 | 14835 |
| \* | GAMSUNG Corp. Co. <br> Ltd.<br>| 22439 | 79775 |
| \* | Gaon Cable Co. Ltd. | 659 | 38643 |
| \* | Gaonchips Co. Ltd. | 635 | 23566 |
| \* | GC Cell Corp. | 2823 | 45407 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | Genexine, Inc. | 8313 | $30212 |
| \* | Genic Co. Ltd. | 1391 | 20943 |
|  | Geumhwa PSC Co. <br> Ltd.<br>| 1944 | 43352 |
| \* | Giantstep, Inc. | 2395 | 8503 |
|  | Global Standard <br> Technology Co. <br> Ltd.<br>| 5893 | 106129 |
| \* | Global Tax Free Co. <br> Ltd.<br>| 14089 | 55662 |
| \* | GnBS eco Co. Ltd. | 8673 | 17624 |
|  | GnCenergy Co. Ltd. | 2911 | 82688 |
|  | GOLFZON Co. Ltd. | 2432 | 101250 |
|  | Gradiant Corp. | 4131 | 36959 |
|  | Green Chemical Co. <br> Ltd.<br>| 1042 | 4918 |
|  | Green Cross Corp. | 1755 | 159484 |
|  | Green Cross Holdings <br> Corp.<br>| 5487 | 60636 |
|  | GS Engineering & <br> Construction Corp.<br>| 18049 | 236383 |
| \* | GS P&L Co. Ltd. | 3407 | 91574 |
|  | Gwangju Shinsegae <br> Co. Ltd.<br>| 1600 | 33846 |
|  | HAESUNG DS Co. <br> Ltd.<br>| 5246 | 189103 |
|  | Han Kuk Carbon Co. <br> Ltd.<br>| 9411 | 241639 |
|  | Hana Financial Group, <br> Inc.<br>| 70354 | 4214787 |
|  | Hana Materials, Inc. | 2798 | 80366 |
|  | Hana Micron, Inc. | 20978 | 430108 |
| \* | Hana Technology Co. <br> Ltd.<br>| 922 | 19503 |
|  | Hana Tour Service, <br> Inc.<br>| 4085 | 136512 |
| \* | Hanall Biopharma Co. <br> Ltd.<br>| 2248 | 65186 |
|  | Hancom, Inc. | 6331 | 110007 |
|  | Handok, Inc. | 4481 | 35832 |
|  | Handsome Co. Ltd. | 4924 | 50677 |
|  | Hanil Feed Co. Ltd. | 5197 | 11694 |
|  | Hanjin Kal Corp. | 2408 | 176735 |
|  | Hanjin Logistics Corp. | 2881 | 40415 |
| \* | HanJung Natural <br> Connectivity System <br> Co. Ltd.<br>| 1156 | 37252 |
|  | Hankook Cosmetics <br> Manufacturing Co. <br> Ltd.<br>| 267 | 10094 |
|  | Hankook Shell Oil Co. <br> Ltd.<br>| 262 | 81006 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Hankook Tire & <br> Technology Co. <br> Ltd.<br>| 27803 | $902694 |
| # | Hanmi Semiconductor <br> Co. Ltd.<br>| 8545 | 854521 |
|  | HanmiGlobal Co. Ltd. | 4233 | 60442 |
|  | Hannong Chemicals, <br> Inc.<br>| 1919 | 21192 |
| \* | Hanon Systems | 71654 | 218921 |
|  | Hansae Co. Ltd. | 7860 | 58219 |
|  | Hansol Chemical Co. <br> Ltd.<br>| 3222 | 523593 |
|  | Hansol Holdings Co. <br> Ltd.<br>| 19120 | 40501 |
| \* | Hansol IONES Co. <br> Ltd.<br>| 2622 | 24228 |
|  | Hansol Paper Co. <br> Ltd.<br>| 9682 | 55216 |
|  | Hansol Technics Co. <br> Ltd.<br>| 14047 | 64078 |
|  | Hanssem Co. Ltd. | 2297 | 74867 |
| \* | Hanwha Engine | 11849 | 410538 |
| \* | Hanwha Galleria <br> Corp.<br>| 52850 | 39690 |
| \* | Hanwha General <br> Insurance Co. Ltd.<br>| 27895 | 105926 |
| \* | Hanwha Investment & <br> Securities Co. Ltd.<br>| 55055 | 206015 |
| \* | Hanwha Life <br> Insurance Co. Ltd.<br>| 74833 | 158897 |
| \* | Hanwha Ocean Co. <br> Ltd.<br>| 1596 | 153840 |
| # | Hanwha Solutions <br> Corp.<br>| 25968 | 555233 |
| \* | Hanwha Vision Co. <br> Ltd.<br>| 3652 | 128509 |
| \* | Hanyang Digitech Co. <br> Ltd.<br>| 2583 | 41180 |
|  | Hanyang Eng Co. <br> Ltd.<br>| 5655 | 79904 |
|  | Hanyang Securities <br> Co. Ltd.<br>| 3629 | 48339 |
| \* | Harim Co. Ltd. | 20657 | 41741 |
|  | Harim Holdings Co. <br> Ltd.<br>| 26320 | 136414 |
|  | HB SOLUTION Co. <br> Ltd.<br>| 7112 | 12681 |
|  | HB Technology Co. <br> Ltd.<br>| 31571 | 43893 |
|  | HC HomeCenter Co. <br> Ltd.<br>| 8129 | 3992 |
|  | HD Hyundai Co. Ltd. | 5693 | 817703 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | HD Hyundai <br> Construction <br> Equipment Co. Ltd.<br>| 5633 | $394610 |
|  | HD Hyundai Electric <br> Co. Ltd.<br>| 4566 | 2774055 |
| \* | HD Hyundai Energy <br> Solutions Co. Ltd.<br>| 1140 | 45290 |
|  | HD Hyundai Heavy <br> Industries Co. Ltd.<br>| 1772 | 746225 |
|  | HD Hyundai Infracore <br> Co. Ltd.<br>| 27546 | 293885 |
|  | HD Hyundai Mipo | 1415 | 239690 |
|  | HD Korea <br> Shipbuilding & <br> Offshore <br> Engineering Co. <br> Ltd.<br>| 4120 | 1369408 |
|  | HDC Holdings Co. <br> Ltd.<br>| 16074 | 207431 |
|  | HDC Hyundai <br> Development <br> Co-Engineering & <br> Construction<br>| 17590 | 237602 |
| \* | HD-Hyundai Marine <br> Engine<br>| 2496 | 173710 |
|  | Hecto Innovation Co. <br> Ltd.<br>| 3956 | 44874 |
| \* | Helixmith Co. Ltd. | 11710 | 43507 |
| \* | Heung-A Shipping Co. <br> Ltd.<br>| 29145 | 35587 |
|  | High Tech Pharm Co. <br> Ltd.<br>| 1900 | 16744 |
|  | HK inno N Corp. | 6518 | 225745 |
|  | HL Holdings Corp. | 2869 | 81467 |
| # | HL Mando Co. Ltd. | 16916 | 456092 |
| \* | HLB Biostep Co. Ltd. | 14537 | 12538 |
| \* | HLB Global Co. Ltd. | 7107 | 10338 |
| \* | Hlb Pharma Ceutical <br> Co. Ltd.<br>| 2416 | 26016 |
| \* | HLB, Inc. | 4622 | 157314 |
|  | HMM Co. Ltd. | 45620 | 656871 |
| \* | Hotel Shilla Co. Ltd. | 7457 | 254281 |
| # | HPSP Co. Ltd. | 12385 | 298674 |
|  | HS Hyosung <br> Advanced Materials <br> Corp.<br>| 1200 | 155702 |
| \* | HS Hyosung Corp. | 689 | 28080 |
|  | HS Industries Co. <br> Ltd.<br>| 14609 | 40849 |
| \* | Hugel, Inc. | 991 | 181835 |
| \* | Humasis Co. Ltd. | 23980 | 20565 |
|  | Humedix Co. Ltd. | 2503 | 88091 |
|  | Huons Co. Ltd. | 3731 | 76471 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Huons Global Co. <br> Ltd.<br>| 2407 | $92003 |
|  | Husteel Co. Ltd. | 17299 | 49677 |
|  | Hwa Shin Co. Ltd. | 9790 | 60347 |
|  | Hwangkum Steel & <br> Technology Co. <br> Ltd.<br>| 4431 | 17524 |
|  | Hwaseung Enterprise <br> Co. Ltd.<br>| 8077 | 28848 |
|  | HYBE Co. Ltd. | 1498 | 357838 |
|  | Hy-Lok Corp. | 3204 | 83522 |
|  | Hyosung Corp. | 3097 | 274740 |
|  | Hyosung Heavy <br> Industries Corp.<br>| 859 | 1281318 |
|  | Hyosung TNC Corp. | 1627 | 237180 |
|  | Hyundai Autoever <br> Corp.<br>| 1463 | 208226 |
|  | Hyundai Bioland Co. <br> Ltd.<br>| 5522 | 17158 |
|  | Hyundai BNG Steel <br> Co. Ltd.<br>| 4900 | 38528 |
|  | HYUNDAI Corp. | 4150 | 61737 |
|  | Hyundai Department <br> Store Co. Ltd.<br>| 7377 | 417919 |
|  | Hyundai Elevator Co. <br> Ltd.<br>| 4692 | 248694 |
|  | Hyundai Engineering <br> & Construction Co. <br> Ltd.<br>| 15451 | 759148 |
|  | Hyundai Ezwel Co. <br> Ltd.<br>| 4618 | 17073 |
|  | Hyundai Futurenet Co. <br> Ltd.<br>| 10966 | 24451 |
|  | Hyundai Glovis Co. <br> Ltd.<br>| 10996 | 1453277 |
|  | Hyundai Green Food | 8649 | 91342 |
|  | Hyundai Home <br> Shopping Network <br> Corp.<br>| 2024 | 74684 |
|  | Hyundai Hyms Co. <br> Ltd.<br>| 1583 | 25171 |
|  | Hyundai Livart <br> Furniture Co. Ltd.<br>| 6686 | 30988 |
| \* | Hyundai Marine & Fire <br> Insurance Co. Ltd.<br>| 28221 | 539985 |
|  | Hyundai Mobis Co. <br> Ltd.<br>| 6655 | 1471670 |
|  | Hyundai Motor Co. | 26412 | 5356072 |
|  | Hyundai Motor <br> Securities Co. Ltd.<br>| 16835 | 102958 |
|  | Hyundai Movex Co. <br> Ltd.<br>| 9201 | 65128 |
|  | Hyundai Steel Co. | 18946 | 437707 |
|  | Hyundai Wia Corp. | 8192 | 336215 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | HyVision System, Inc. | 3859 | $43753 |
|  | i3system, Inc. | 1104 | 59943 |
| \* | Icure Pharm, Inc. | 2386 | 3634 |
|  | iFamilySC Co. Ltd. | 3749 | 46681 |
|  | Iljin Electric Co. Ltd. | 5713 | 229652 |
|  | Iljin Holdings Co. Ltd. | 3076 | 15099 |
| \* | Iljin Hysolus Co. Ltd. | 1181 | 15841 |
|  | Iljin Power Co. Ltd. | 4220 | 32735 |
|  | Ilshin Spinning Co. <br> Ltd.<br>| 8435 | 71190 |
|  | Ilyang Pharmaceutical <br> Co. Ltd.<br>| 2889 | 26462 |
|  | iM Financial Group <br> Co. Ltd.<br>| 77345 | 717620 |
|  | iMarketKorea, Inc. | 9902 | 54480 |
|  | InBody Co. Ltd. | 3960 | 79699 |
|  | Incar Financial <br> Service Co. Ltd.<br>| 5047 | 42372 |
|  | Industrial Bank of <br> Korea<br>| 73356 | 994118 |
|  | Infinitt Healthcare Co. <br> Ltd.<br>| 5469 | 22494 |
|  | Innocean Worldwide, <br> Inc.<br>| 9240 | 111142 |
|  | InnoWireless Co. Ltd. | 1882 | 30858 |
|  | Innox Advanced <br> Materials Co. Ltd.<br>| 6188 | 106702 |
| \* | Insun ENT Co. Ltd. | 13154 | 38767 |
| \* | Insung Information <br> Co. Ltd.<br>| 9259 | 11865 |
|  | Intellian Technologies, <br> Inc.<br>| 1921 | 60816 |
|  | Intelligent Digital <br> Integrated Security <br> Co. Ltd.<br>| 1743 | 21972 |
| \* | Interflex Co. Ltd. | 5184 | 33560 |
|  | Interojo Co. Ltd. | 2350 | 28228 |
|  | INTOPS Co. Ltd. | 6004 | 68033 |
|  | iNtRON <br> Biotechnology, Inc.<br>| 4530 | 10547 |
|  | INVENI Co. Ltd. | 755 | 32813 |
|  | IS Dongseo Co. Ltd. | 6609 | 86123 |
|  | ISC Co. Ltd. | 1934 | 107421 |
|  | i-SENS, Inc. | 3076 | 37319 |
| \* | ISU Abxis Co. Ltd. | 3988 | 13683 |
| \* | ISU Chemical Co. <br> Ltd.<br>| 5097 | 38080 |
|  | IsuPetasys Co. Ltd. | 13854 | 1098822 |
| \* | ITEK, Inc. | 8093 | 34469 |
| \* | ITM Semiconductor <br> Co. Ltd.<br>| 1624 | 13644 |
| \* | Jahwa Electronics Co. <br> Ltd.<br>| 7183 | 109099 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | JB Financial Group <br> Co. Ltd.<br>| 46009 | $724359 |
| \* | Jeju Air Co. Ltd. | 8891 | 35600 |
| \* | Jeju Semiconductor <br> Corp.<br>| 3967 | 56889 |
| \* | JETEMA Co. Ltd. | 3077 | 12535 |
| \* | Jin Air Co. Ltd. | 4887 | 24705 |
|  | Jinsung T.E.C. | 6490 | 59431 |
| \* | JNTC Co. Ltd. | 3202 | 60612 |
| \* | JoyCity Corp. | 1775 | 2335 |
|  | Jusung Engineering <br> Co. Ltd.<br>| 9605 | 205890 |
|  | JVM Co. Ltd. | 1903 | 37258 |
|  | JW Life Science <br> Corp.<br>| 4771 | 45006 |
|  | JYP Entertainment <br> Corp.<br>| 7597 | 430738 |
|  | K Car Co. Ltd. | 5037 | 53546 |
|  | K Ensol Co. Ltd. | 2244 | 18015 |
|  | Kakao Corp. | 10788 | 491660 |
| #\* | Kakao Games Corp. | 14145 | 159530 |
| # | KakaoBank Corp. | 13806 | 223778 |
| \* | Kakaopay Corp. | 1890 | 69198 |
| \*†† | Kanglim Co. Ltd. | 4125 | 3283 |
| \* | Kangwon Energy Co. <br> Ltd.<br>| 3155 | 35486 |
|  | KB Financial Group, <br> Inc. (105560 KS)<br>| 59620 | 4867035 |
|  | KB Financial Group, <br> Inc. (KB US), ADR<br>| 10427 | 848966 |
| \* | KBI Dongyang Steel <br> Pipe Co. Ltd.<br>| 9641 | 16311 |
|  | KC Co. Ltd. | 3423 | 62586 |
|  | KC Tech Co. Ltd. | 2990 | 80064 |
|  | KCC Corp. | 1096 | 337445 |
|  | KCC Glass Corp. | 4327 | 78781 |
| # | KCTC | 13067 | 49536 |
| \* | KEC Corp. | 72307 | 39353 |
|  | KEPCO Engineering & <br> Construction Co., <br> Inc.<br>| 882 | 62920 |
|  | KEPCO Plant Service <br> & Engineering Co. <br> Ltd.<br>| 6573 | 233148 |
|  | KG Chemical Corp. | 16105 | 54961 |
|  | KG Dongbusteel | 18126 | 69247 |
|  | KG Eco Solution Co. <br> Ltd.<br>| 12156 | 48304 |
| \* | KG Mobility Co. | 27602 | 73808 |
|  | Kginicis Co. Ltd. | 7291 | 52468 |
|  | KGMobilians Co. Ltd. | 9604 | 33263 |
|  | KH Vatec Co. Ltd. | 7958 | 69946 |
|  | Kia Corp. | 67227 | 5638905 |
|  | KINX, Inc. | 1034 | 67433 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | KISCO Corp. | 5433 | $38182 |
|  | KISCO Holdings Co. <br> Ltd.<br>| 2780 | 49927 |
|  | KISWIRE Ltd. | 5402 | 67677 |
|  | KIWOOM Securities <br> Co. Ltd.<br>| 5698 | 1183549 |
| \* | KMW Co. Ltd. | 3770 | 44903 |
| \* | KNJ Co. Ltd. | 1991 | 36352 |
|  | Koh Young <br> Technology, Inc.<br>| 7780 | 90673 |
|  | Kolmar BNH Co. Ltd. | 2608 | 25375 |
| # | Kolmar Holdings Co. <br> Ltd.<br>| 4314 | 33423 |
|  | Kolon Corp. | 3612 | 110255 |
|  | Kolon Enp, Inc. | 7122 | 38746 |
|  | Kolon Global Corp. | 2282 | 14456 |
|  | Kolon Industries, Inc. | 8656 | 215844 |
| \* | Kolon Life Science, <br> Inc.<br>| 583 | 13416 |
|  | KoMiCo Ltd. | 2410 | 186167 |
|  | KONA I Co. Ltd. | 3514 | 116176 |
|  | Korea Asset In Trust <br> Co. Ltd.<br>| 31622 | 49142 |
|  | Korea Cast Iron Pipe <br> Industries Co. Ltd.<br>| 7209 | 33883 |
| \* | Korea Circuit Co. Ltd. | 5123 | 73891 |
|  | Korea District Heating <br> Corp.<br>| 743 | 49838 |
|  | Korea Electric <br> Terminal Co. Ltd.<br>| 3099 | 134387 |
|  | Korea Electronic <br> Power Industrial <br> Development Co. <br> Ltd.<br>| 3147 | 27112 |
|  | Korea Export <br> Packaging Industrial <br> Co. Ltd.<br>| 8450 | 17049 |
|  | Korea Fuel-Tech <br> Corp.<br>| 10279 | 43166 |
|  | Korea Gas Corp. | 5875 | 171764 |
| \* | Korea Information & <br> Communications <br> Co. Ltd.<br>| 7274 | 41471 |
|  | Korea Information <br> Certificate Authority, <br> Inc.<br>| 8741 | 38014 |
|  | Korea Investment <br> Holdings Co. Ltd.<br>| 14096 | 1797182 |
| \* | Korea Line Corp. | 77758 | 102395 |
|  | Korea Movenex Co. <br> Ltd.<br>| 14544 | 40496 |
|  | Korea Petrochemical <br> Ind Co. Ltd.<br>| 1571 | 144167 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Korea Petroleum <br> Industries Co.<br>| 1683 | $16418 |
|  | Korea Pharma Co. <br> Ltd.<br>| 615 | 5705 |
|  | Korea Ratings Corp. | 564 | 38798 |
|  | Korea Real Estate <br> Investment & Trust <br> Co. Ltd.<br>| 87316 | 80072 |
| # | Korea Zinc Co. Ltd. | 1239 | 897483 |
|  | Korean Air Lines Co. <br> Ltd.<br>| 69484 | 1078269 |
|  | Korean Reinsurance <br> Co.<br>| 70890 | 527518 |
|  | Kortek Corp. | 5563 | 33580 |
|  | Koryo Credit <br> Information Co. <br> Ltd.<br>| 2209 | 16197 |
|  | KPX Chemical Co. <br> Ltd.<br>| 1121 | 37650 |
| \* | Krafton, Inc. | 5206 | 1007608 |
|  | KSS LINE Ltd. | 8802 | 57064 |
|  | KT Corp. (KT US), <br> Sponsored ADR<br>| 12498 | 231838 |
|  | KT Skylife Co. Ltd. | 9022 | 31701 |
|  | KTCS Corp. | 9824 | 20102 |
|  | Kukdong Oil & <br> Chemicals Co. Ltd.<br>| 10859 | 25148 |
|  | Kukje Pharma Co. <br> Ltd.<br>| 4142 | 12392 |
|  | Kukjeon <br> Pharmaceutical Co. <br> Ltd.<br>| 2139 | 5432 |
|  | Kumho Petrochemical <br> Co. Ltd.<br>| 3535 | 287341 |
| #\* | Kumho Tire Co., Inc. | 55881 | 184893 |
| \* | KUMHOE&C Co. Ltd. | 636 | 1525 |
| \* | Kwangmu Co. Ltd. | 6350 | 10090 |
|  | KX Innovation Co. <br> Ltd.<br>| 3585 | 9582 |
|  | Kyeryong Construction <br> Industrial Co. Ltd.<br>| 4158 | 50177 |
|  | Kyobo Securities Co. <br> Ltd.<br>| 10116 | 66819 |
|  | Kyung Dong Navien <br> Co. Ltd.<br>| 3051 | 150983 |
|  | Kyungbang Co. Ltd. | 5365 | 25108 |
|  | Kyung-In Synthetic <br> Corp.<br>| 15465 | 31770 |
|  | KZ Precision Corp. | 3100 | 32695 |
| #\* | L&F Co. Ltd. | 1112 | 94936 |
| \* | L&K Biomed Co. Ltd. | 1817 | 11509 |
| \* | LabGenomics Co. <br> Ltd.<br>| 14945 | 23109 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Lake Materials Co. <br> Ltd.<br>| 13790 | $141146 |
| \* | LB Semicon, Inc. | 19980 | 69537 |
|  | Lee Ku Industrial Co. <br> Ltd.<br>| 6154 | 21277 |
|  | LEENO Industrial, <br> Inc.<br>| 10346 | 416429 |
|  | LF Corp. | 7212 | 92400 |
|  | LG Corp. | 12299 | 691707 |
| \* | LG Display Co. Ltd. <br> (034220 KS)<br>| 74561 | 762285 |
| \* | LG Display Co. Ltd. <br> (LPL US), ADR<br>| 111826 | 560248 |
|  | LG Electronics, Inc. | 34829 | 2136175 |
| #\* | LG Energy Solution <br> Ltd.<br>| 1522 | 503853 |
|  | LG H&H Co. Ltd. | 2038 | 406341 |
|  | LG Innotek Co. Ltd. | 5465 | 921904 |
|  | LG Uplus Corp. | 95297 | 1018686 |
| \* | LigaChem <br> Biosciences, Inc.<br>| 828 | 84907 |
| \* | LOT Vacuum Co. Ltd. | 4434 | 40494 |
|  | Lotte Chemical Corp. | 3491 | 172943 |
|  | Lotte Corp. | 7012 | 143606 |
| \* | Lotte Data <br> Communication Co.<br>| 1829 | 26590 |
| \* | Lotte Energy Materials <br> Corp.<br>| 8382 | 152449 |
|  | LOTTE Fine Chemical <br> Co. Ltd.<br>| 7873 | 251582 |
|  | LOTTE Himart Co. <br> Ltd.<br>| 1295 | 6945 |
| \* | Lotte Non-Life <br> Insurance Co. Ltd.<br>| 16008 | 21300 |
|  | Lotte Rental Co. Ltd. | 8583 | 176344 |
|  | Lotte Shopping Co. <br> Ltd.<br>| 2687 | 122618 |
|  | Lotte Wellfood Co. <br> Ltd.<br>| 1356 | 108361 |
| # | LS Corp. | 4239 | 617766 |
|  | LS Eco Energy Ltd. | 3866 | 124532 |
|  | LS Electric Co. Ltd. | 4067 | 1234577 |
|  | LS Marine Solution <br> Co. Ltd.<br>| 3720 | 75111 |
| \* | LS Materials Ltd. | 3117 | 29243 |
|  | LTC Co. Ltd. | 584 | 8617 |
| \* | LVMC Holdings | 48539 | 56430 |
|  | LX Hausys Ltd. | 4303 | 84886 |
|  | LX Semicon Co. Ltd. | 5553 | 222717 |
|  | M.I.Tech Co. Ltd. | 6029 | 26037 |
|  | Macquarie Korea <br> Infrastructure Fund<br>| 89053 | 686802 |
|  | Maeil Dairies Co. Ltd. | 2167 | 52676 |
|  | Mcnex Co. Ltd. | 5307 | 115731 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | Mediana Co. Ltd. | 4570 | $17026 |
| \* | Medipost Co. Ltd. | 4081 | 49479 |
|  | Medytox, Inc. | 694 | 58439 |
| \* | Meerecompany, Inc. | 1878 | 20125 |
|  | MegaStudy Co. Ltd. | 3816 | 30166 |
|  | MegaStudyEdu Co. <br> Ltd.<br>| 2874 | 83786 |
|  | Meritz Financial <br> Group, Inc.<br>| 22383 | 1734586 |
|  | META BIOMED Co. <br> Ltd.<br>| 5123 | 20176 |
|  | Mgame Corp. | 7410 | 33725 |
|  | Mi Chang Oil <br> Industrial Co. Ltd.<br>| 382 | 29185 |
| \* | MiCo Ltd. | 11862 | 120309 |
| #\* | Mirae Asset Life <br> Insurance Co. Ltd.<br>| 21538 | 132533 |
|  | Mirae Asset Securities <br> Co. Ltd.<br>| 28329 | 520862 |
|  | Mirae Asset Venture <br> Investment Co. Ltd.<br>| 5218 | 31145 |
|  | Misto Holdings Corp. | 13458 | 347130 |
|  | Miwon Chemicals Co. <br> Ltd.<br>| 571 | 34397 |
|  | Miwon Commercial <br> Co. Ltd.<br>| 595 | 63144 |
|  | Miwon Holdings Co. <br> Ltd.<br>| 324 | 16066 |
|  | Miwon Specialty <br> Chemical Co. Ltd.<br>| 519 | 51207 |
|  | MK Electron Co. Ltd. | 8599 | 55610 |
|  | MNTech Co. Ltd. | 3027 | 23962 |
|  | Modetour Network, <br> Inc.<br>| 2945 | 22974 |
| \* | MONAYONGPYONG | 12765 | 31113 |
| \* | Motrex Co. Ltd. | 7187 | 43773 |
| \* | MS Autotech Co. Ltd. | 6080 | 10197 |
|  | Multicampus Co. Ltd. | 1262 | 27718 |
|  | Myoung Shin <br> Industrial Co. Ltd.<br>| 14909 | 97482 |
|  | Namhae Chemical <br> Corp.<br>| 10948 | 49492 |
| \* | Namsun Aluminum <br> Co. Ltd.<br>| 35479 | 26587 |
|  | Namuga Co. Ltd. | 2390 | 28265 |
|  | Namyang Dairy <br> Products Co. Ltd.<br>| 1079 | 38976 |
| \* | Nature & Environment <br> Co. Ltd.<br>| 31751 | 13801 |
|  | Nature Holdings Co. <br> Ltd.<br>| 6062 | 40590 |
|  | NAVER Corp. | 4209 | 788835 |
|  | NCSoft Corp. | 1508 | 232765 |
|  | NeoPharm Co. Ltd. | 4164 | 49970 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Neosem, Inc. | 2981 | $26061 |
| \* | Neowiz | 3403 | 58403 |
|  | Neowiz Holdings <br> Corp.<br>| 1665 | 26913 |
| \* | Nepes Ark Corp. | 3300 | 45939 |
| \* | NEPES Corp. | 6613 | 80324 |
| \* | Neptune Co. | 8029 | 33209 |
| Ω | Netmarble Corp. | 5521 | 209218 |
|  | New Power Plasma <br> Co. Ltd.<br>| 10930 | 47489 |
| \* | Newflex Technology <br> Co. Ltd.<br>| 3847 | 14134 |
|  | Nexen Corp. | 9997 | 37512 |
|  | Nexen Tire Corp. | 14156 | 63722 |
| \* | Nexon Games Co. <br> Ltd.<br>| 3344 | 31315 |
|  | NEXTIN, Inc. | 2537 | 116862 |
|  | NH Investment & <br> Securities Co. Ltd.<br>| 43382 | 618459 |
|  | NHN Corp. | 7149 | 145047 |
| # | NHN KCP Corp. | 8874 | 99037 |
|  | NICE Holdings Co. <br> Ltd.<br>| 9918 | 96521 |
|  | Nice Information & <br> Telecommunication, <br> Inc.<br>| 3525 | 56492 |
|  | NICE Information <br> Service Co. Ltd.<br>| 14058 | 142877 |
|  | Nong Shim Holdings <br> Co. Ltd.<br>| 900 | 59371 |
| # | NongShim Co. Ltd. | 853 | 260822 |
|  | NOVAREX Co. Ltd. | 4575 | 54716 |
|  | Novatech Co. Ltd. | 1574 | 21898 |
|  | NPC | 7683 | 21863 |
|  | OCI Co. Ltd. | 2311 | 95650 |
| # | OCI Holdings Co. Ltd. | 6021 | 481410 |
| \* | Okins Electronics Co. <br> Ltd.<br>| 3319 | 21466 |
|  | ONEJOON Co. Ltd. | 3406 | 21937 |
| \* | Orbitech Co. Ltd. | 3429 | 10319 |
| # | Oriental Precision & <br> Engineering Co. <br> Ltd.<br>| 7890 | 57664 |
|  | Orion Corp. | 6315 | 439732 |
|  | Orion Holdings Corp. | 12345 | 164361 |
|  | Osang Healthcare Co. <br> Ltd.<br>| 980 | 8884 |
| \* | OSTEONIC Co. Ltd. | 3992 | 20146 |
| \* | Osung Advanced <br> Materials Co. Ltd.<br>| 28148 | 31015 |
| # | Otoki Corp. | 786 | 214182 |
|  | Pan Ocean Co. Ltd. | 108116 | 290429 |
|  | Pang Rim Co. Ltd. | 3379 | 11820 |
|  | Park Systems Corp. | 1480 | 252106 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Partron Co. Ltd. | 21696 | $105231 |
| \* | Pearl Abyss Corp. | 2832 | 68695 |
| \* | Pentastone <br> Electronics, Inc.<br>| 5205 | 20142 |
|  | People & Technology, <br> Inc.<br>| 7981 | 241469 |
| \* | Peptron, Inc. | 609 | 115491 |
|  | PHA Co. Ltd. | 3537 | 28932 |
| # | PharmaResearch Co. <br> Ltd.<br>| 1922 | 727683 |
| \* | PharmGen Science, <br> Inc.<br>| 9054 | 25631 |
|  | Pharmicell Co. Ltd. | 10557 | 125316 |
|  | Philenergy Co. Ltd. | 845 | 8463 |
| \* | Philoptics Co. Ltd. | 1555 | 45762 |
|  | PI Advanced Materials <br> Co. Ltd.<br>| 3994 | 50737 |
| \* | PKC Co. Ltd. | 10835 | 47549 |
| \* | Polaris AI Corp. | 10698 | 17265 |
| \* | Polaris Office Corp. | 5235 | 18784 |
|  | Pond Group Co. Ltd. | 3753 | 21379 |
| \* | PonyLink Co. Ltd. | 18582 | 10817 |
|  | Poongsan Holdings <br> Corp.<br>| 2812 | 76229 |
|  | Posco DX Co. Ltd. | 10935 | 201071 |
| \* | POSCO Future M Co. <br> Ltd.<br>| 610 | 92425 |
|  | Posco M-Tech Co. <br> Ltd.<br>| 2492 | 26711 |
|  | POSCO Steeleon Co. <br> Ltd.<br>| 1308 | 35333 |
| \* | Power Logics Co. <br> Ltd.<br>| 9071 | 26184 |
| \* | Prestige Biologics Co. <br> Ltd.<br>| 3146 | 6654 |
|  | Protec Co. Ltd. | 1341 | 29350 |
|  | PSK Holdings, Inc. | 1510 | 51632 |
| # | PSK, Inc. | 7547 | 198883 |
|  | Pulmuone Co. Ltd. | 3936 | 36704 |
|  | Pumtech Korea Co. <br> Ltd.<br>| 1886 | 70156 |
| \* | Rainbow Robotics | 502 | 153388 |
| \* | Ray Co. Ltd. | 630 | 2319 |
| \* | Refine Co. Ltd. | 3137 | 27182 |
| \* | Reyon Pharmaceutical <br> Co. Ltd.<br>| 2366 | 17888 |
|  | RFHIC Corp. | 3309 | 77369 |
| \* | RFTech Co. Ltd. | 16022 | 24800 |
| \* | Robostar Co. Ltd. | 682 | 41470 |
|  | Rorze Systems Corp. | 3344 | 26104 |
|  | S&S Tech Corp. | 4117 | 161531 |
| # | S-1 Corp. | 6233 | 327763 |
| \* | Sajo Industries Co. <br> Ltd.<br>| 851 | 28827 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Sajodaerim Corp. | 1138 | $30012 |
|  | Sam Young <br> Electronics Co. Ltd.<br>| 4997 | 37489 |
|  | Sam Yung Trading <br> Co. Ltd.<br>| 6134 | 65380 |
|  | Sam-A Aluminum Co. <br> Ltd.<br>| 357 | 6008 |
|  | Samchully Co. Ltd. | 516 | 44579 |
|  | Samho Development <br> Co. Ltd.<br>| 8183 | 19691 |
|  | SAMHWA Paints <br> Industrial Co. Ltd.<br>| 2824 | 11505 |
| †† | Samick THK Co. Ltd. | 2406 | 12615 |
| \* | Samil Pharmaceutical <br> Co. Ltd.<br>| 3172 | 21103 |
|  | Samji Electronics Co. <br> Ltd.<br>| 5168 | 45127 |
|  | Samjin <br> Pharmaceutical Co. <br> Ltd.<br>| 2505 | 34691 |
|  | Sammok S-Form Co. <br> Ltd.<br>| 2476 | 34562 |
| \*Ω | Samsung Biologics <br> Co. Ltd.<br>| 1280 | 1096950 |
|  | Samsung C&T Corp. | 7673 | 1214262 |
|  | Samsung Card Co. <br> Ltd. (029780 KS)<br>| 10089 | 350499 |
|  | Samsung <br> Electro-Mechanics <br> Co. Ltd.<br>| 7186 | 1231828 |
|  | Samsung Electronics <br> Co. Ltd. (005930 <br> KS)<br>| 750372 | 56485139 |
|  | Samsung Electronics <br> Co. Ltd. (SMSN LI), <br> GDR<br>| 1659 | 3096247 |
|  | Samsung Engineering <br> Co. Ltd.<br>| 58595 | 1065274 |
|  | Samsung Fire & <br> Marine Insurance <br> Co. Ltd.<br>| 3846 | 1190353 |
| \* | Samsung Heavy <br> Industries Co. Ltd.<br>| 55313 | 1146187 |
|  | Samsung Life <br> Insurance Co. Ltd.<br>| 4865 | 525757 |
| \* | Samsung <br> Pharmaceutical Co. <br> Ltd.<br>| 27070 | 29122 |
|  | Samsung SDI Co. <br> Ltd.<br>| 8737 | 1968552 |
|  | Samsung SDS Co. <br> Ltd.<br>| 5369 | 688659 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Samsung Securities <br> Co. Ltd.<br>| 16103 | $871522 |
|  | SAMT Co. Ltd. | 22161 | 57319 |
|  | Samwha Capacitor <br> Co. Ltd.<br>| 2639 | 62371 |
|  | Samwha Electric Co. <br> Ltd.<br>| 511 | 12506 |
|  | Samyang Corp. | 1532 | 53175 |
|  | Samyang Foods Co. <br> Ltd.<br>| 1037 | 979302 |
|  | Samyang Holdings <br> Corp.<br>| 2127 | 156159 |
|  | Samyang Tongsang <br> Co. Ltd.<br>| 846 | 30703 |
|  | Samyoung Co. Ltd. | 6764 | 23328 |
|  | Sang-A Frontec Co. <br> Ltd.<br>| 2614 | 33973 |
| \* | Sangbo Corp. | 1404 | 810 |
|  | Sangsin Energy <br> Display Precision <br> Co. Ltd.<br>| 1713 | 15290 |
|  | Saramin Co. Ltd. | 3271 | 30629 |
|  | Satrec Initiative Co. <br> Ltd.<br>| 829 | 35005 |
| \* | SBI Investment Korea <br> Co. Ltd.<br>| 40530 | 19420 |
|  | SD Biosensor, Inc. | 22479 | 150549 |
|  | SeAH Besteel <br> Holdings Corp.<br>| 7225 | 139098 |
|  | SeAH Holdings Corp. | 419 | 35274 |
|  | SeAH Steel Corp. | 565 | 50170 |
|  | SeAH Steel Holdings <br> Corp.<br>| 837 | 84149 |
|  | Sebang Co. Ltd. | 6012 | 57282 |
|  | Sebang Global Battery <br> Co. Ltd.<br>| 3144 | 143566 |
|  | Seegene, Inc. | 7546 | 133839 |
| # | Sejin Heavy Industries <br> Co. Ltd.<br>| 6360 | 98294 |
| \* | Selvas AI, Inc. | 2362 | 22797 |
|  | Sempio Foods Co. | 730 | 13624 |
|  | Seobu T&D | 15654 | 100027 |
|  | Seohan Co. Ltd. | 57673 | 35651 |
|  | Seohee Construction <br> Co. Ltd.<br>| 59699 | 68006 |
| \* | Seojin System Co. <br> Ltd.<br>| 10131 | 192169 |
| \* | Seoul Auction Co. <br> Ltd.<br>| 2218 | 10660 |
| \* | Seoul Semiconductor <br> Co. Ltd.<br>| 18042 | 79259 |
|  | Seoyon Co. Ltd. | 6326 | 41872 |
|  | Seoyon E-Hwa Co. <br> Ltd.<br>| 9093 | 82816 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | Sewon E&C Co. Ltd. | 21080 | $1790 |
|  | SFA Engineering <br> Corp.<br>| 6074 | 105286 |
| \* | SFA Semicon Co. <br> Ltd.<br>| 15960 | 47682 |
| \* | SG Co. Ltd. | 13386 | 20933 |
|  | SGC Energy Co. Ltd. | 4711 | 74637 |
|  | Shin Heung Energy & <br> Electronics Co. Ltd.<br>| 9114 | 34859 |
|  | Shinhan Financial <br> Group Co. Ltd. <br> (055550 KS)<br>| 80720 | 4146001 |
|  | Shinil Electronics Co. <br> Ltd.<br>| 12080 | 10903 |
|  | Shinsegae <br> International, Inc.<br>| 7738 | 55767 |
|  | Shinsegae, Inc. | 3199 | 389899 |
|  | Shinsung Delta Tech <br> Co. Ltd.<br>| 2779 | 106547 |
| \* | Shinsung E&G Co. <br> Ltd.<br>| 33135 | 42892 |
|  | Shinwon Corp. | 17258 | 17637 |
|  | Shinyoung Securities <br> Co. Ltd.<br>| 1583 | 160432 |
|  | Showbox Corp. | 9860 | 17527 |
| #\* | Silicon2 Co. Ltd. | 7803 | 246082 |
|  | Silla Co. Ltd. | 2472 | 15526 |
|  | SIMMTECH Co. Ltd. | 1830 | 80493 |
|  | SIMPAC, Inc. | 1268 | 4113 |
|  | Sindoh Co. Ltd. | 2207 | 65853 |
|  | Sinil Pharm Co. Ltd. | 1949 | 8039 |
| #\* | SK <br> Biopharmaceuticals <br> Co. Ltd.<br>| 5142 | 415767 |
| #\* | SK Bioscience Co. <br> Ltd.<br>| 2633 | 93495 |
|  | SK Chemicals Co. <br> Ltd.<br>| 4083 | 180923 |
|  | SK Discovery Co. <br> Ltd.<br>| 4063 | 169127 |
| \* | SK Eternix Co. Ltd. | 7447 | 108415 |
|  | SK Gas Ltd. | 931 | 170116 |
|  | SK Hynix, Inc. | 103510 | 40275061 |
| \*Ω | SK IE Technology Co. <br> Ltd.<br>| 9148 | 196528 |
|  | SK Innovation Co. <br> Ltd.<br>| 7792 | 703657 |
| \* | SK oceanplant Co. <br> Ltd.<br>| 6151 | 91357 |
|  | SK Securities Co. <br> Ltd.<br>| 170647 | 83728 |
|  | SK Telecom Co. Ltd. <br> (017670 KS)<br>| 7361 | 269500 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | SK Telecom Co. Ltd. <br> (SKM US), <br> Sponsored ADR<br>| 1259 | $25438 |
| \* | SKC Co. Ltd. | 1322 | 117797 |
|  | SL Corp. | 8218 | 208805 |
|  | SM Entertainment Co. <br> Ltd.<br>| 1553 | 130096 |
| \* | SMEC Co. Ltd. | 12293 | 35369 |
| #\* | SNT Holdings Co. <br> Ltd.<br>| 3470 | 154351 |
| \* | SOCAR, Inc. | 1653 | 13557 |
| #\* | S-Oil Corp. | 11496 | 578641 |
|  | Solid, Inc. | 11725 | 66013 |
| #\* | SOLUM Co. Ltd. | 17252 | 216360 |
|  | Solus Advanced <br> Materials Co. Ltd.<br>| 8382 | 53814 |
| \* | Solux Co. Ltd. | 8090 | 24589 |
|  | Songwon Industrial <br> Co. Ltd.<br>| 7797 | 52477 |
|  | Soop Co. Ltd. | 3056 | 155590 |
|  | Soulbrain Co. Ltd. | 1519 | 300390 |
|  | Soulbrain Holdings <br> Co. Ltd.<br>| 2191 | 65749 |
|  | SPC Samlip Co. Ltd. | 730 | 26629 |
|  | SPG Co. Ltd. | 2271 | 53639 |
|  | ST Pharm Co. Ltd. | 1575 | 111828 |
|  | STIC Investments, <br> Inc.<br>| 7920 | 57793 |
|  | Straffic Co. Ltd. | 10920 | 28012 |
| \* | Studio Dragon Corp. | 4596 | 146720 |
|  | Suheung Co. Ltd. | 878 | 16472 |
| \* | Sukgyung AT Co. Ltd. | 508 | 15604 |
|  | Sun Kwang Co. Ltd. | 1247 | 15888 |
|  | Sung Kwang Bend <br> Co. Ltd.<br>| 3923 | 86537 |
| \* | Sungchang Enterprise <br> Holdings Ltd.<br>| 19774 | 21296 |
| \* | Sungeel Hitech Co. <br> Ltd.<br>| 785 | 23602 |
|  | Sungwoo Hitech Co. <br> Ltd.<br>| 28667 | 135841 |
| \* | Suprema, Inc. | 1647 | 38981 |
|  | SY Co. Ltd. | 12322 | 26293 |
|  | SY Steel Tech, Inc. | 4151 | 9654 |
| \* | Synergy Innovation <br> Co. Ltd.<br>| 10345 | 17671 |
| #\* | Synopex, Inc. | 30327 | 139162 |
|  | Systems Technology, <br> Inc.<br>| 2030 | 32482 |
|  | T&L Co. Ltd. | 1763 | 56802 |
|  | Tae Kyung Industrial <br> Co. Ltd.<br>| 2012 | 7139 |
|  | Taekwang Industrial <br> Co. Ltd.<br>| 146 | 82111 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | TAEKYUNG BK Co. <br> Ltd.<br>| 7843 | $26241 |
| \* | Taewoong Co. Ltd. | 2693 | 57995 |
|  | Taeyang Metal <br> Industrial Co. Ltd.<br>| 5628 | 8084 |
| \* | Taihan Cable & <br> Solution Co. Ltd.<br>| 9077 | 153414 |
|  | TCC Steel | 1820 | 23390 |
|  | TechWing, Inc. | 5601 | 260271 |
|  | Telechips, Inc. | 3499 | 34176 |
|  | TES Co. Ltd. | 3436 | 106256 |
|  | TK Corp. | 3094 | 61252 |
|  | TKG Huchems Co. <br> Ltd.<br>| 8732 | 109471 |
|  | TLB Co. Ltd. | 1831 | 87661 |
|  | Tokai Carbon Korea <br> Co. Ltd.<br>| 1889 | 219354 |
|  | Toptec Co. Ltd. | 10660 | 34854 |
|  | Tovis Co. Ltd. | 6051 | 63575 |
|  | TS Corp. | 19785 | 38895 |
|  | TSE Co. Ltd. | 713 | 25868 |
| \* | TSI Co. Ltd. | 1964 | 8339 |
| \* | Tuksu Construction <br> Co. Ltd.<br>| 3773 | 15028 |
|  | TYM Corp. | 13352 | 55660 |
|  | Ubiquoss Holdings, <br> Inc.<br>| 2043 | 15363 |
|  | Ubiquoss, Inc. | 6216 | 38389 |
|  | Uju Electronics Co. <br> Ltd.<br>| 1935 | 52046 |
| \* | Uni-Chem Co. Ltd. | 17481 | 16063 |
|  | Unid Co. Ltd. | 2052 | 96686 |
|  | Union Semiconductor <br> Equipment & <br> Materials Co. Ltd.<br>| 4575 | 32021 |
|  | Uniquest Corp. | 4583 | 24648 |
| \* | Unison Co. Ltd. | 24842 | 21236 |
| \* | UniTest, Inc. | 4160 | 59005 |
|  | Unitrontech Co. Ltd. | 8834 | 37317 |
|  | Value Added <br> Technology Co. <br> Ltd.<br>| 4333 | 66679 |
| \*†† | Vidente Co. Ltd. | 19231 | 8409 |
|  | Vieworks Co. Ltd. | 2184 | 29021 |
| \* | Vina Tech Co. Ltd. | 615 | 23729 |
|  | Vitzro Tech Co. Ltd. | 4197 | 25931 |
|  | Vitzrocell Co. Ltd. | 4413 | 84673 |
| \* | VM, Inc. | 2268 | 38194 |
| \* | VT Co. Ltd. | 7135 | 124854 |
|  | Webcash Corp. | 2110 | 16498 |
|  | Webzen, Inc. | 6567 | 55573 |
| \* | Wemade Co. Ltd. | 3204 | 60252 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Whanin <br> Pharmaceutical Co. <br> Ltd.<br>| 5935 | $47456 |
|  | WINS Technet Co. <br> Ltd.<br>| 3865 | 32796 |
|  | WiSoL Co. Ltd. | 10907 | 43222 |
|  | Won Tech Co. Ltd. | 15831 | 94334 |
| #\* | Wonik Holdings Co. <br> Ltd.<br>| 18739 | 358523 |
|  | WONIK IPS Co. Ltd. | 4142 | 185755 |
|  | Wonik Materials Co. <br> Ltd.<br>| 3195 | 72504 |
|  | Wonik QnC Corp. | 6335 | 103647 |
|  | Woojin, Inc. | 3958 | 42109 |
|  | Woongjin Thinkbig Co. <br> Ltd.<br>| 16211 | 16552 |
| \* | Wooree Bio Co. Ltd. | 11301 | 16747 |
|  | Woori Financial <br> Group, Inc. (316140 <br> KS)<br>| 195291 | 3476505 |
|  | Woori Financial <br> Group, Inc. (WF <br> US), Sponsored <br> ADR<br>| 291 | 15603 |
| \* | Woori Technology <br> Investment Co. Ltd.<br>| 12348 | 77548 |
| \* | Woori Technology, <br> Inc.<br>| 17348 | 58456 |
| \* | Woosu AMS Co. Ltd. | 5919 | 12049 |
|  | Worldex Industry & <br> Trading Co. Ltd.<br>| 3984 | 70170 |
| \* | Wysiwyg Studios Co. <br> Ltd.<br>| 28958 | 15136 |
|  | Xexymix Corp. | 5593 | 17927 |
|  | Y G-1 Co. Ltd. | 9847 | 34993 |
| \* | YC Corp. | 2877 | 29236 |
| \* | Yest Co. Ltd. | 1865 | 23109 |
|  | YG Entertainment, <br> Inc.<br>| 1379 | 88503 |
| \* | YG PLUS | 4446 | 22168 |
| \* | YMT Co. Ltd. | 2063 | 18685 |
|  | Youlchon Chemical <br> Co. Ltd.<br>| 1863 | 41268 |
|  | Young Poong Corp. | 1890 | 64965 |
| # | Youngone Corp. | 8685 | 352155 |
|  | Youngone Holdings <br> Co. Ltd.<br>| 2901 | 289155 |
|  | Yuanta Securities <br> Korea Co. Ltd.<br>| 37741 | 102193 |
|  | YuHwa Securities Co. <br> Ltd.<br>| 13635 | 25802 |
| \* | Yungjin <br> Pharmaceutical Co. <br> Ltd.<br>| 9902 | 14305 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Zeus Co. Ltd. | 4722 | $51063 |
|  | Zinus, Inc. | 3957 | 38300 |
| TOTAL SOUTH KOREA | TOTAL SOUTH KOREA |  | 248449666 |
| TAIWAN — (22.1%) | TAIWAN — (22.1%) | TAIWAN — (22.1%) | TAIWAN — (22.1%) |
|  | 104 Corp. | 5000 | 36444 |
|  | 91APP, Inc. | 28000 | 65556 |
|  | Aaeon Technology, <br> Inc.<br>| 11546 | 50646 |
|  | ABC Taiwan <br> Electronics Corp.<br>| 42860 | 32673 |
|  | Abico Avy Co. Ltd. | 66936 | 108210 |
| # | Ability Enterprise Co. <br> Ltd.<br>| 115907 | 321655 |
|  | Ability <br> Opto-Electronics <br> Technology Co. <br> Ltd.<br>| 19528 | 62422 |
| # | AcBel Polytech, Inc. | 373757 | 527063 |
|  | Accton Technology <br> Corp.<br>| 82858 | 2881527 |
|  | Acer Cyber Security, <br> Inc.<br>| 5157 | 29560 |
|  | Acer E-Enabling <br> Service Business, <br> Inc.<br>| 7000 | 52260 |
|  | Acer, Inc. | 640287 | 623848 |
| # | ACES Electronic Co. <br> Ltd.<br>| 60117 | 133886 |
| \* | Acme Electronics <br> Corp.<br>| 14000 | 13244 |
| \* | Acon Holding, Inc. | 183475 | 49074 |
| # | Acter Group Corp. <br> Ltd.<br>| 42534 | 1061697 |
|  | Action Electronics Co. <br> Ltd.<br>| 103000 | 37734 |
|  | Actron Technology <br> Corp.<br>| 26000 | 117260 |
|  | ADATA Technology <br> Co. Ltd.<br>| 164180 | 1053962 |
|  | Addcn Technology Co. <br> Ltd.<br>| 18913 | 107683 |
| #\* | Adimmune Corp. | 171000 | 105722 |
|  | Advanced Ceramic X <br> Corp.<br>| 21000 | 81027 |
|  | Advanced Energy <br> Solution Holding <br> Co. Ltd.<br>| 19000 | 723288 |
|  | Advanced <br> International <br> Multitech Co. Ltd.<br>| 67000 | 129949 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| #\* | Advanced <br> Optoelectronic <br> Technology, Inc.<br>| 49000 | $24158 |
|  | Advanced Power <br> Electronics Corp.<br>| 29000 | 96014 |
|  | Advanced Wireless <br> Semiconductor Co.<br>| 52000 | 186942 |
| # | Advancetek Enterprise <br> Co. Ltd.<br>| 131908 | 150747 |
|  | Advantech Co. Ltd. | 44959 | 456665 |
|  | AEON Motor Co. Ltd. | 22000 | 20514 |
| # | Aero Win Technology <br> Corp.<br>| 10000 | 14088 |
|  | AGV Products Corp. | 230172 | 77027 |
| # | AIC, Inc. | 13121 | 161535 |
|  | Airoha Technology <br> Corp.<br>| 7000 | 113338 |
|  | Airtac International <br> Group<br>| 36382 | 1073086 |
|  | Alchip Technologies <br> Ltd.<br>| 18000 | 2027861 |
| # | Alexander Marine Co. <br> Ltd.<br>| 6163 | 38956 |
| \* | Algoltek, Inc. | 11000 | 20960 |
| #\* | ALI Corp. | 45579 | 41687 |
|  | Allied Circuit Co. Ltd. | 16176 | 89294 |
|  | Allied Supreme Corp. | 22000 | 176302 |
|  | Allis Electric Co. Ltd. | 77603 | 277713 |
|  | Alltek Technology <br> Corp.<br>| 99813 | 103565 |
| # | Alltop Technology Co. <br> Ltd.<br>| 23751 | 190423 |
|  | Altek Corp. | 157102 | 252145 |
|  | Amazing <br> Microelectronic <br> Corp.<br>| 33144 | 107398 |
|  | Ambassador Hotel  | 103000 | 143758 |
|  | AMPACS Corp. | 37000 | 35202 |
|  | Ampak Technology, <br> Inc.<br>| 18000 | 39795 |
|  | Ampire Co. Ltd. | 52000 | 42606 |
|  | Ample Electronic <br> Technology Co. <br> Ltd.<br>| 5450 | 30309 |
|  | AMPOC Far-East Co. <br> Ltd.<br>| 50968 | 149452 |
| # | AmTRAN Technology <br> Co. Ltd.<br>| 291013 | 132593 |
| \* | Amulaire Thermal <br> Technology, Inc.<br>| 40000 | 47318 |
|  | Anderson Industrial <br> Corp.<br>| 43000 | 19979 |
|  | Anji Technology Co. <br> Ltd.<br>| 37337 | 45094 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Aopen, Inc. | 13000 | $20420 |
|  | Apac Opto <br> Electronics, Inc.<br>| 18000 | 47043 |
|  | Apacer Technology, <br> Inc.<br>| 46506 | 155888 |
|  | APAQ Technology Co. <br> Ltd.<br>| 8000 | 47834 |
|  | APCB, Inc. | 77000 | 36588 |
|  | Apex Biotechnology <br> Corp.<br>| 37477 | 40040 |
| # | Apex Dynamics, Inc. | 7000 | 151635 |
| #\* | Apex International Co. <br> Ltd.<br>| 110723 | 74716 |
|  | Apex Science & <br> Engineering<br>| 71628 | 25589 |
|  | ARBOR Technology <br> Corp.<br>| 19000 | 25143 |
|  | Arcadyan Technology <br> Corp.<br>| 59755 | 390508 |
|  | Ardentec Corp. | 239411 | 725485 |
|  | ARES International <br> Corp.<br>| 14000 | 23029 |
|  | Argosy Research, <br> Inc.<br>| 31558 | 187651 |
|  | ASE Technology <br> Holding Co. Ltd.<br>| 441089 | 3529048 |
|  | Asia Cement Corp. | 560696 | 660862 |
| # | Asia Optical Co., Inc. | 108000 | 547778 |
|  | Asia Polymer Corp. | 198385 | 80790 |
|  | Asia Tech Image, Inc. | 26000 | 64306 |
|  | Asia Vital <br> Components Co. <br> Ltd.<br>| 59422 | 2720373 |
|  | ASIX Electronics <br> Corp.<br>| 19000 | 58686 |
|  | ASMedia Technology, <br> Inc.<br>| 6312 | 294712 |
|  | ASolid Technology Co. <br> Ltd.<br>| 17000 | 43394 |
|  | ASPEED Technology, <br> Inc.<br>| 8258 | 1464499 |
|  | ASROCK, Inc. | 19000 | 197652 |
|  | Asustek Computer, <br> Inc.<br>| 62996 | 1423174 |
|  | ATE Energy <br> International Co. <br> Ltd.<br>| 43000 | 41902 |
|  | Aten International Co. <br> Ltd.<br>| 45000 | 88552 |
| # | Auden Techno Corp. | 17000 | 53509 |
|  | Audix Corp. | 42800 | 89823 |
| # | AUO Corp. (2409 TT) | 1582400 | 622270 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | AUO Corp. (AUOTY <br> US), Sponsored <br> ADR<br>| 3683 | $14584 |
|  | AURAS Technology <br> Co. Ltd.<br>| 11000 | 374487 |
|  | Aurora Corp. | 23585 | 44189 |
|  | Avalue Technology, <br> Inc.<br>| 25000 | 90348 |
|  | AVer Information, Inc. | 16000 | 15347 |
| # | Avermedia <br> Technologies<br>| 37000 | 47150 |
|  | Axiomtek Co. Ltd. | 34383 | 91577 |
|  | Azurewave <br> Technologies, Inc.<br>| 41000 | 97022 |
|  | Bafang Yunji <br> International Co. <br> Ltd.<br>| 18000 | 112635 |
|  | Bank of Kaohsiung <br> Co. Ltd.<br>| 327519 | 128814 |
|  | Basso Industry Corp. | 69000 | 73099 |
|  | BenQ Materials Corp. | 83000 | 56024 |
| \* | BES Engineering <br> Corp.<br>| 707000 | 351926 |
|  | Best Precision <br> Industrial Co. Ltd.<br>| 4000 | 14260 |
| \* | Billion Electric Co. <br> Ltd.<br>| 19000 | 14610 |
| #\* | Bin Chuan Enterprise <br> Co. Ltd.<br>| 53650 | 115864 |
| \* | Bionime Corp. | 12098 | 24179 |
| #\* | Biostar Microtech <br> International Corp.<br>| 54000 | 39877 |
|  | Bioteque Corp. | 23010 | 92045 |
|  | Bizlink Holding, Inc. | 55953 | 2514993 |
|  | Bon Fame Co. Ltd. | 17000 | 28267 |
|  | Bonny Worldwide Ltd. | 5000 | 25205 |
|  | Bora Pharmaceuticals <br> Co. Ltd.<br>| 27583 | 556598 |
|  | Brave C&H Supply <br> Co. Ltd.<br>| 9000 | 21224 |
|  | Bright Led Electronics <br> Corp.<br>| 47100 | 31303 |
|  | Brightek <br> Optoelectronic Co. <br> Ltd.<br>| 23000 | 31010 |
|  | Brighton-Best <br> International <br> Taiwan, Inc.<br>| 214331 | 233371 |
| # | Brillian Network & <br> Automation <br> Integrated System <br> Co. Ltd.<br>| 15208 | 117136 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | C Sun Manufacturing <br> Ltd.<br>| 17062 | $97500 |
| \* | Calin Technology Co. <br> Ltd.<br>| 25000 | 27484 |
| \* | Caliway <br> Biopharmaceuticals <br> Co. Ltd.<br>| 39000 | 189189 |
| \* | Cameo <br> Communications, <br> Inc.<br>| 95044 | 30872 |
|  | Capital Futures Corp. | 57081 | 91742 |
|  | Capital Securities <br> Corp.<br>| 621902 | 493421 |
| #\* | Career Technology <br> MFG. Co. Ltd.<br>| 267235 | 128425 |
| \* | Carnival Industrial <br> Corp.<br>| 71499 | 18907 |
|  | Castles Technology <br> Co. Ltd.<br>| 40862 | 94255 |
|  | Caswell, Inc. | 22000 | 59992 |
| # | Catcher Technology <br> Co. Ltd.<br>| 148509 | 957622 |
|  | Cathay Chemical <br> Works<br>| 17000 | 24821 |
|  | Cathay Consolidated, <br> Inc.<br>| 8799 | 23128 |
| # | Cathay Financial <br> Holding Co. Ltd.<br>| 993178 | 2061134 |
|  | Cathay Real Estate <br> Development Co. <br> Ltd.<br>| 278300 | 206329 |
| \* | Cayman Engley <br> Industrial Co. Ltd.<br>| 25785 | 24881 |
| #\* | CCP Contact Probes <br> Co. Ltd.<br>| 48875 | 85873 |
| # | Celxpert Energy <br> Corp.<br>| 39764 | 52524 |
|  | Cenra, Inc. | 60500 | 66796 |
| # | Center Laboratories, <br> Inc.<br>| 301494 | 332819 |
| # | Central Reinsurance <br> Co. Ltd.<br>| 204873 | 163369 |
|  | Century Iron & Steel <br> Industrial Co. Ltd.<br>| 85000 | 422840 |
| # | Chailease Holding Co. <br> Ltd.<br>| 502142 | 1678446 |
|  | Chain Chon Industrial <br> Co. Ltd.<br>| 88516 | 31613 |
| \* | ChainQui Construction <br> Development Co. <br> Ltd.<br>| 41171 | 19775 |
|  | Chaintech Technology <br> Corp.<br>| 32000 | 30277 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Champion <br> Microelectronic <br> Corp.<br>| 21600 | $51413 |
|  | Chang Hwa <br> Commercial Bank <br> Ltd.<br>| 1240233 | 797636 |
| # | Chang Wah <br> Electromaterials, <br> Inc.<br>| 170240 | 249984 |
|  | Chang Wah <br> Technology Co. <br> Ltd.<br>| 199500 | 260866 |
|  | Channel Well <br> Technology Co. <br> Ltd.<br>| 102000 | 255518 |
|  | Chant Sincere Co. <br> Ltd.<br>| 28000 | 36440 |
|  | Charoen Pokphand <br> Enterprise<br>| 91676 | 408157 |
|  | CHC Healthcare <br> Group<br>| 58000 | 81215 |
|  | CHC Resources <br> Corp.<br>| 34379 | 78519 |
|  | Chen Full International <br> Co. Ltd.<br>| 46000 | 59665 |
|  | Chenbro Micom Co. <br> Ltd.<br>| 22000 | 657399 |
|  | Cheng Fwa Industrial <br> Co. Ltd.<br>| 18000 | 12528 |
|  | Cheng Loong Corp. | 416480 | 231231 |
| \* | Cheng Mei Materials <br> Technology Corp.<br>| 238153 | 105959 |
|  | Cheng Shin Rubber <br> Industry Co. Ltd.<br>| 619808 | 642543 |
| # | Cheng Uei Precision <br> Industry Co. Ltd.<br>| 202159 | 323209 |
| # | Chenming Electronic <br> Technology Corp.<br>| 52000 | 208733 |
|  | Chia Chang Co. Ltd. | 60000 | 80736 |
|  | Chia Hsin Cement <br> Corp.<br>| 218280 | 91787 |
|  | Chicony Electronics <br> Co. Ltd.<br>| 193350 | 815384 |
|  | Chicony Power <br> Technology Co. <br> Ltd.<br>| 93731 | 274130 |
|  | Chief Telecom, Inc. | 11900 | 139738 |
|  | Chien Kuo <br> Construction Co. <br> Ltd.<br>| 64432 | 54454 |
|  | Chien Shing Harbour <br> Service Co. Ltd.<br>| 31000 | 43369 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | Chien Shing Stainless <br> Steel Co. Ltd.<br>| 46670 | $14759 |
| # | China Airlines Ltd. | 1329062 | 861642 |
|  | China Bills Finance <br> Corp.<br>| 374000 | 202459 |
|  | China Ecotek Corp. | 11000 | 19770 |
|  | China Electric <br> Manufacturing <br> Corp.<br>| 127170 | 52213 |
|  | China Fineblanking <br> Technology Co. <br> Ltd.<br>| 14721 | 12139 |
| # | China General <br> Plastics Corp.<br>| 198602 | 71572 |
|  | China Glaze Co. Ltd. | 60680 | 36219 |
| \* | China Man-Made <br> Fiber Corp.<br>| 663965 | 134726 |
|  | China Metal Products | 143190 | 122134 |
|  | China Motor Corp. | 138600 | 262339 |
| #\* | China Petrochemical <br> Development Corp.<br>| 1961033 | 477571 |
| # | China Steel Chemical <br> Corp.<br>| 80227 | 212288 |
| # | China Steel Corp. | 1873940 | 1130743 |
|  | China Steel Structure <br> Co. Ltd.<br>| 38000 | 50793 |
|  | China Wire & Cable <br> Co. Ltd.<br>| 53120 | 65822 |
|  | Chinese Maritime <br> Transport Ltd.<br>| 35120 | 65207 |
|  | Ching Feng Home <br> Fashions Co. Ltd.<br>| 60478 | 38842 |
|  | Chin-Poon Industrial <br> Co. Ltd.<br>| 192113 | 204315 |
| \* | Chip Hope Co. Ltd. | 14000 | 23289 |
|  | Chipbond Technology <br> Corp.<br>| 370000 | 716045 |
|  | ChipMOS <br> Technologies, Inc. <br> (8150 TT)<br>| 343594 | 361463 |
|  | ChipMOS <br> Technologies, Inc. <br> (IMOS US), ADR<br>| 2049 | 43613 |
|  | Chlitina Holding Ltd. | 25754 | 83638 |
|  | Chong Hong <br> Construction Co. <br> Ltd.<br>| 97361 | 249026 |
|  | Chroma ATE, Inc. | 59466 | 1574462 |
|  | Chun YU Works & Co. <br> Ltd.<br>| 66150 | 33843 |
|  | Chun Yuan Steel <br> Industry Co. Ltd.<br>| 243999 | 151671 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| #\* | Chung Hung Steel <br> Corp.<br>| 402889 | $193383 |
|  | Chung Hwa Chemical <br> Industrial Works <br> Ltd.<br>| 44000 | 50193 |
|  | Chung Hwa Food <br> Industrial Co. Ltd.<br>| 22770 | 63918 |
| #\* | Chung Hwa Pulp <br> Corp.<br>| 196246 | 79614 |
|  | Chung Lien Co. Ltd. | 18000 | 21763 |
|  | Chung Tai Resource <br> Technology Corp.<br>| 4000 | 12900 |
|  | Chung-Hsin Electric & <br> Machinery <br> Manufacturing <br> Corp.<br>| 136000 | 675175 |
|  | Chunghwa Precision <br> Test Tech Co. Ltd.<br>| 7000 | 364578 |
|  | Chunghwa Telecom <br> Co. Ltd. (2412 TT)<br>| 302800 | 1290217 |
|  | Chunghwa Telecom <br> Co. Ltd. (CHT US), <br> Sponsored ADR<br>| 12202 | 519561 |
|  | CKM Applied <br> Materials Corp.<br>| 27000 | 24663 |
|  | Cleanaway Co. Ltd. <br> (8422 TT)<br>| 38000 | 298437 |
|  | Clevo Co. | 190869 | 244977 |
| # | CMC Magnetics <br> Corp.<br>| 538132 | 159260 |
|  | C-Media Electronics, <br> Inc.<br>| 24000 | 31796 |
| # | CoAsia Electronics <br> Corp.<br>| 60094 | 105067 |
|  | Collins Co. Ltd. | 50000 | 22149 |
| # | Compal Electronics, <br> Inc.<br>| 1023086 | 1093221 |
|  | Compeq <br> Manufacturing Co. <br> Ltd.<br>| 336000 | 949618 |
|  | Complex Micro <br> Interconnection Co. <br> Ltd.<br>| 25000 | 31688 |
|  | Compucase <br> Enterprise<br>| 38000 | 122864 |
|  | Concord International <br> Securities Co. Ltd.<br>| 141605 | 73588 |
|  | Concord Securities <br> Co. Ltd.<br>| 328852 | 136043 |
|  | Continental Holdings <br> Corp.<br>| 209250 | 147192 |
|  | Contrel Technology <br> Co. Ltd.<br>| 33000 | 42154 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Coremax Corp. | 38674 | $80572 |
| # | Coretronic Corp. | 126600 | 358975 |
| # | Co-Tech Development <br> Corp.<br>| 79541 | 603949 |
| # | Creative Sensor, Inc. | 27000 | 46701 |
|  | Crowell Development <br> Corp.<br>| 48300 | 48493 |
|  | Cryomax Cooling <br> System Corp.<br>| 10000 | 13024 |
|  | CTBC Financial <br> Holding Co. Ltd.<br>| 2817612 | 3826549 |
|  | CTCI Advanced <br> Systems, Inc.<br>| 5000 | 28454 |
| # | CTCI Corp. | 353771 | 350702 |
| # | CTI Traffic Industries <br> Co. Ltd.<br>| 7200 | 23138 |
| # | Cub Elecparts, Inc. | 24000 | 79065 |
|  | CviLux Corp. | 40902 | 108788 |
|  | Cyberlink Corp. | 28000 | 85251 |
|  | CyberPower Systems, <br> Inc.<br>| 25200 | 195349 |
| \* | CyberTAN Technology, <br> Inc.<br>| 144576 | 124839 |
|  | Cystech Electronics <br> Corp.<br>| 8400 | 20636 |
|  | DA CIN Construction <br> Co. Ltd.<br>| 107200 | 228496 |
|  | Dafeng TV Ltd. | 35396 | 56433 |
|  | Dah San Electric Wire <br> & Cable Co. Ltd.<br>| 41627 | 62288 |
|  | Da-Li Development <br> Co. Ltd.<br>| 162663 | 260469 |
|  | Darfon Electronics <br> Corp.<br>| 117000 | 136693 |
|  | Darwin Precisions <br> Corp.<br>| 181800 | 66022 |
|  | Data Image Corp. | 19000 | 26557 |
|  | Davicom <br> Semiconductor, Inc.<br>| 19000 | 15271 |
|  | Daxin Materials Corp. | 13000 | 160515 |
|  | De Licacy Industrial <br> Co. Ltd.<br>| 145476 | 51449 |
|  | Delpha Construction <br> Co. Ltd.<br>| 131000 | 125949 |
|  | Delta Electronics, Inc. | 104940 | 3375276 |
| # | Depo Auto Parts Ind <br> Co. Ltd.<br>| 51000 | 225930 |
|  | Desiccant Technology <br> Corp.<br>| 3300 | 15793 |
|  | Dimerco Data System <br> Corp.<br>| 30884 | 122481 |
|  | Dimerco Express <br> Corp.<br>| 69643 | 182069 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | DingZing Advanced <br> Materials, Inc.<br>| 3000 | $9522 |
|  | D-Link Corp. | 258136 | 139503 |
|  | Donpon Precision, <br> Inc.<br>| 32200 | 49757 |
|  | Dr. Wu Skincare Co. <br> Ltd.<br>| 5000 | 19587 |
|  | Draytek Corp. | 26000 | 23053 |
|  | Drewloong Precision, <br> Inc.<br>| 12765 | 62757 |
|  | Dyaco International, <br> Inc.<br>| 57019 | 42136 |
| # | Dynamic Holding Co. <br> Ltd.<br>| 138382 | 402219 |
|  | Dynapack <br> International <br> Technology Corp.<br>| 70000 | 695081 |
|  | E Ink Holdings, Inc. | 168000 | 1154146 |
|  | E.Sun Financial <br> Holding Co. Ltd.<br>| 1885395 | 1821189 |
|  | Eastech Holding Ltd. | 16000 | 56498 |
|  | Eastern Media <br> International Corp.<br>| 139734 | 93610 |
| # | Eclat Textile Co. Ltd. | 59279 | 787848 |
|  | eCloudvalley Digital <br> Technology Co. <br> Ltd.<br>| 15000 | 34909 |
| #\* | Edom Technology Co. <br> Ltd.<br>| 88615 | 108869 |
|  | eGalax_eMPIA <br> Technology, Inc.<br>| 24467 | 30259 |
| #\* | Egis Technology, Inc. | 21000 | 93475 |
| # | Elan Microelectronics <br> Corp.<br>| 175959 | 706694 |
|  | E-Lead Electronic Co. <br> Ltd.<br>| 27176 | 38866 |
|  | E-LIFE MALL Corp. | 40000 | 86159 |
| # | Elite Advanced Laser <br> Corp.<br>| 31928 | 281839 |
|  | Elite Material Co. Ltd. | 50909 | 2236722 |
| # | Elite Semiconductor <br> Microelectronics <br> Technology, Inc.<br>| 114000 | 332029 |
|  | Elitegroup Computer <br> Systems Co. Ltd.<br>| 135235 | 88868 |
|  | eMemory Technology, <br> Inc.<br>| 16000 | 1030366 |
|  | Emerging Display <br> Technologies Corp.<br>| 74000 | 49578 |
|  | Ennoconn Corp. | 47915 | 454078 |
| # | Ennostar, Inc. | 326227 | 362653 |
|  | EnTie Commercial <br> Bank Co. Ltd.<br>| 218500 | 93646 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | EOI Investment <br> Holdings Co. Ltd.<br>| 68000 | $41697 |
| \* | Epileds Technologies, <br> Inc.<br>| 32000 | 20178 |
|  | Episil-Precision, Inc. | 40078 | 72833 |
|  | Eris Technology Corp. | 9055 | 47905 |
|  | Eson Precision Ind <br> Co. Ltd.<br>| 58000 | 155305 |
| # | Eternal Materials Co. <br> Ltd.<br>| 464321 | 615112 |
| #\* | Etron Technology, <br> Inc.<br>| 69000 | 81551 |
|  | Eurocharm Holdings <br> Co. Ltd.<br>| 13000 | 52254 |
|  | Eva Airways Corp. | 1198990 | 1407454 |
|  | Ever Supreme Bio <br> Technology Co. <br> Ltd.<br>| 12821 | 67275 |
| \* | Everest Textile Co. <br> Ltd.<br>| 211837 | 38976 |
|  | Evergreen Aviation <br> Technologies Corp.<br>| 63000 | 302646 |
|  | Evergreen <br> International <br> Storage & Transport <br> Corp.<br>| 132500 | 246524 |
| # | Evergreen Marine <br> Corp. Taiwan Ltd.<br>| 271342 | 1702158 |
|  | EVERGREEN Steel <br> Corp.<br>| 87000 | 300391 |
|  | Everlight Electronics <br> Co. Ltd.<br>| 213149 | 405337 |
| #\* | Everspring Industry <br> Co. Ltd.<br>| 67700 | 21688 |
|  | Evertop Wire Cable <br> Corp.<br>| 58000 | 63925 |
|  | Excel Cell Electronic <br> Co. Ltd.<br>| 40000 | 26720 |
|  | Excelsior Medical Co. <br> Ltd.<br>| 58581 | 161683 |
|  | Far Eastern <br> Department Stores <br> Ltd.<br>| 427370 | 300426 |
|  | Far Eastern <br> International Bank<br>| 934087 | 383724 |
|  | Far Eastern New <br> Century Corp.<br>| 627560 | 540040 |
|  | Far EasTone <br> Telecommunications <br> Co. Ltd.<br>| 336000 | 1009058 |
|  | Faraday Technology <br> Corp.<br>| 65351 | 385796 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Farcent Enterprise Co. <br> Ltd.<br>| 11000 | $18671 |
|  | Farglory F T Z <br> Investment Holding <br> Co. Ltd.<br>| 73866 | 116319 |
| # | Farglory Land <br> Development Co. <br> Ltd.<br>| 95442 | 167216 |
|  | FDC International <br> Hotels Corp.<br>| 15000 | 21613 |
|  | Feature Integration <br> Technology, Inc.<br>| 14000 | 32589 |
| \* | Federal Corp. | 129000 | 82717 |
|  | Feedback Technology <br> Corp.<br>| 21633 | 75747 |
|  | Feng Hsin Steel Co. <br> Ltd.<br>| 220550 | 453662 |
| # | Feng TAY Enterprise <br> Co. Ltd.<br>| 165265 | 654144 |
| \* | FineMat Applied <br> Materials Co. Ltd.<br>| 12000 | 13674 |
|  | FineTek Co. Ltd. | 14100 | 52533 |
|  | Firich Enterprises Co. <br> Ltd.<br>| 119395 | 92339 |
| # | First Copper <br> Technology Co. <br> Ltd.<br>| 69000 | 93756 |
|  | First Financial Holding <br> Co. Ltd.<br>| 2023173 | 1876616 |
| # | First Hi-Tec Enterprise <br> Co. Ltd.<br>| 15709 | 179097 |
|  | First Hotel | 129746 | 54633 |
|  | First Insurance Co. <br> Ltd. <br>| 103606 | 88515 |
| \* | First Steamship Co. <br> Ltd.<br>| 384425 | 71974 |
| # | FIT Holding Co. Ltd. | 72000 | 86656 |
|  | Fitipower Integrated <br> Technology, Inc.<br>| 58250 | 287049 |
| \* | Fittech Co. Ltd. | 10509 | 23464 |
| \* | FLEXium <br> Interconnect, Inc.<br>| 162001 | 332010 |
| # | Flytech Technology <br> Co. Ltd.<br>| 48373 | 166780 |
|  | FocalTech Systems <br> Co. Ltd.<br>| 89963 | 172240 |
|  | Forcecon Tech Co. <br> Ltd.<br>| 40216 | 142656 |
|  | Forest Water <br> Environment <br> Engineering Co. <br> Ltd.<br>| 23925 | 31299 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Formosa Advanced <br> Technologies Co. <br> Ltd.<br>| 93000 | $114436 |
| # | Formosa Chemicals & <br> Fibre Corp.<br>| 846378 | 800879 |
|  | Formosa Oilseed <br> Processing Co. Ltd.<br>| 47897 | 47627 |
|  | Formosa Optical <br> Technology Co. <br> Ltd.<br>| 17000 | 53988 |
|  | Formosa <br> Petrochemical <br> Corp.<br>| 170000 | 247172 |
| # | Formosa Plastics <br> Corp.<br>| 773134 | 955397 |
|  | Formosa Sumco <br> Technology Corp.<br>| 43000 | 138911 |
| # | Formosa Taffeta Co. <br> Ltd.<br>| 406000 | 196375 |
|  | Formosan Rubber <br> Group, Inc.<br>| 91548 | 70661 |
|  | Formosan Union <br> Chemical Corp.<br>| 178847 | 96674 |
| # | Fortune Electric Co. <br> Ltd.<br>| 39160 | 905396 |
| \* | Forward Electronics <br> Co. Ltd.<br>| 12000 | 7078 |
|  | Fositek Corp. | 9000 | 421915 |
|  | Founding Construction <br> & Development Co. <br> Ltd.<br>| 77460 | 37511 |
| # | Foxconn Technology <br> Co. Ltd.<br>| 236536 | 546764 |
|  | Foxsemicon <br> Integrated <br> Technology, Inc.<br>| 40562 | 486153 |
|  | Franbo Lines Corp. | 119328 | 83631 |
|  | Froch Enterprise Co. <br> Ltd.<br>| 108713 | 49074 |
| # | FSP Technology, Inc. | 67886 | 133417 |
|  | Fu Chun Shin <br> Machinery <br> Manufacture Co. <br> Ltd.<br>| 69854 | 44327 |
| # | Fu Hua Innovation Co. <br> Ltd.<br>| 194460 | 123764 |
|  | Fubon Financial <br> Holding Co. Ltd.<br>| 1451273 | 4295139 |
|  | Fulgent Sun <br> International <br> Holding Co. Ltd.<br>| 92401 | 287565 |
|  | Fullerton Technology <br> Co. Ltd.<br>| 56000 | 42797 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | Fusheng Precision <br> Co. Ltd.<br>| 49000 | $385397 |
|  | Fwusow Industry Co. <br> Ltd.<br>| 128644 | 57036 |
|  | G Shank Enterprise <br> Co. Ltd.<br>| 75059 | 234216 |
|  | Gallant Micro <br> Machining Co. Ltd.<br>| 2000 | 41024 |
| # | Gamania Digital <br> Entertainment Co. <br> Ltd.<br>| 56000 | 107973 |
| \* | GCS Holdings, Inc. | 41000 | 241746 |
|  | GEM Services, Inc. | 28670 | 75880 |
| # | Gemtek Technology <br> Corp.<br>| 206574 | 175374 |
| \* | General Interface <br> Solution GIS <br> Holding Ltd.<br>| 130000 | 208199 |
|  | General Plastic <br> Industrial Co. Ltd.<br>| 34384 | 31366 |
|  | Generalplus <br> Technology, Inc.<br>| 31000 | 39377 |
|  | Genesys Logic, Inc. | 22000 | 76801 |
|  | Genius Electronic <br> Optical Co. Ltd.<br>| 45979 | 624770 |
|  | Genovate <br> Biotechnology Co. <br> Ltd.<br>| 37211 | 24102 |
|  | GeoVision, Inc. | 11164 | 16745 |
|  | Getac Holdings Corp. | 118000 | 528590 |
|  | GFC Ltd. | 27500 | 110889 |
| \* | Giantplus Technology <br> Co. Ltd.<br>| 140000 | 54039 |
|  | Gigabyte Technology <br> Co. Ltd.<br>| 136000 | 1232886 |
| #\* | Gigasolar Materials <br> Corp.<br>| 19897 | 43806 |
| \* | Gigastorage Corp. | 147000 | 90388 |
|  | Global Brands <br> Manufacture Ltd.<br>| 145751 | 551231 |
|  | Global Lighting <br> Technologies, Inc.<br>| 42000 | 56939 |
|  | Global Mixed Mode <br> Technology, Inc.<br>| 39000 | 294982 |
| # | Global PMX Co. Ltd. | 32000 | 147954 |
| # | Global Unichip Corp. | 24000 | 1186559 |
|  | Globalwafers Co. Ltd. | 77000 | 1265954 |
|  | Globe Union Industrial <br> Corp.<br>| 127298 | 42573 |
| # | Gloria Material <br> Technology Corp.<br>| 273708 | 302306 |
| # | GMI Technology, Inc. | 57082 | 72105 |
|  | Gold Circuit <br> Electronics Ltd.<br>| 104836 | 1574024 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Golden Long Teng <br> Development Co. <br> Ltd.<br>| 46000 | $41134 |
|  | Goldsun Building <br> Materials Co. Ltd.<br>| 429735 | 505233 |
|  | Good Finance <br> Securities Co. Ltd.<br>| 39000 | 32478 |
|  | Good Will Instrument <br> Co. Ltd.<br>| 42859 | 79327 |
| # | Gordon Auto Body <br> Parts<br>| 71000 | 73106 |
|  | Gourmet Master Co. <br> Ltd.<br>| 55052 | 124869 |
|  | Grand Fortune <br> Securities Co. Ltd.<br>| 157000 | 60664 |
| #\* | Grand Pacific <br> Petrochemical<br>| 536456 | 179644 |
|  | Grand Process <br> Technology Corp.<br>| 5000 | 234964 |
|  | GrandTech CG <br> Systems, Inc.<br>| 24915 | 43644 |
|  | Grape King Bio Ltd. | 62000 | 248825 |
|  | Great China Metal <br> Industry<br>| 78000 | 50979 |
|  | Great Taipei Gas Co. <br> Ltd.<br>| 115000 | 112181 |
|  | Great Tree Pharmacy <br> Co. Ltd.<br>| 42156 | 151308 |
|  | Great Wall Enterprise <br> Co. Ltd.<br>| 307448 | 519260 |
|  | Greatek Electronics, <br> Inc.<br>| 176000 | 402463 |
|  | Green World FinTech <br> Service Co. Ltd.<br>| 40000 | 77415 |
| # | Group Up Industrial <br> Co. Ltd.<br>| 22000 | 198563 |
|  | GTM Holdings Corp. | 63000 | 62154 |
|  | Gudeng Precision <br> Industrial Co. Ltd.<br>| 25442 | 290266 |
| \* | Hai Kwang Enterprise <br> Corp.<br>| 53499 | 25268 |
|  | Hannstar Board Corp. | 159795 | 488791 |
| #\* | HannStar Display <br> Corp.<br>| 1106000 | 256432 |
| \* | HannsTouch Holdings <br> Co.<br>| 281781 | 58592 |
|  | Hanpin Electron Co. <br> Ltd.<br>| 26000 | 38850 |
| \* | Harvatek Corp. | 66052 | 43420 |
|  | Heran Co. Ltd. | 24000 | 49682 |
|  | Hi-Clearance, Inc. | 13707 | 61308 |
|  | Highlight Tech Corp. | 33708 | 48168 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Highwealth <br> Construction Corp.<br>| 326897 | $414024 |
|  | Hi-Lai Foods Co. Ltd. | 8000 | 41609 |
|  | HIM International <br> Music, Inc.<br>| 13190 | 40097 |
| \* | Hitron Technology, <br> Inc.<br>| 66799 | 52616 |
| # | Hiwin Technologies <br> Corp.<br>| 118380 | 854718 |
|  | Hiyes International <br> Co. Ltd.<br>| 16866 | 45803 |
|  | Ho Tung Chemical <br> Corp.<br>| 465035 | 123844 |
|  | Hocheng Corp. | 112586 | 65430 |
|  | Holdings-Key Electric <br> Wire & Cable Co. <br> Ltd.<br>| 28000 | 40487 |
|  | Holiday Entertainment <br> Co. Ltd.<br>| 23600 | 46508 |
| \* | Holtek Semiconductor, <br> Inc.<br>| 63000 | 82759 |
|  | Holy Stone Enterprise <br> Co. Ltd.<br>| 77500 | 286729 |
|  | Hon Hai Precision <br> Industry Co. Ltd. <br> (2317 TT)<br>| 1172599 | 9752953 |
|  | Hong Pu Real Estate <br> Development Co. <br> Ltd.<br>| 80609 | 68345 |
| # | Hong TAI Electric <br> Industrial<br>| 121000 | 154681 |
|  | Horizon Securities Co. <br> Ltd.<br>| 166420 | 58917 |
|  | Hota Industrial <br> Manufacturing Co. <br> Ltd.<br>| 104000 | 200460 |
|  | Hotai Finance Co. <br> Ltd.<br>| 110060 | 220274 |
|  | Hotai Motor Co. Ltd. | 66220 | 1214039 |
|  | Hsin Ba Ba Corp. | 15207 | 23275 |
|  | Hsin Kuang Steel Co. <br> Ltd.<br>| 121788 | 157051 |
|  | Hsin Yung Chien Co. <br> Ltd.<br>| 14364 | 42041 |
| #\* | HTC Corp. | 352000 | 574225 |
|  | Hu Lane Associate, <br> Inc.<br>| 38398 | 164073 |
|  | HUA ENG Wire & <br> Cable Co. Ltd.<br>| 135000 | 144479 |
|  | Hua Jung <br> Components Co. <br> Ltd.<br>| 70000 | 43123 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Hua Nan Financial <br> Holdings Co. Ltd.<br>| 1264397 | $1199630 |
| # | Hua Yu Lien <br> Development Co. <br> Ltd.<br>| 57262 | 115707 |
|  | Huaku Development <br> Co. Ltd.<br>| 148376 | 501900 |
|  | Huang Hsiang <br> Construction Corp.<br>| 63108 | 84509 |
| # | Huikwang Corp. | 22000 | 17579 |
|  | Hung Ching <br> Development & <br> Construction Co. <br> Ltd.<br>| 60000 | 53176 |
|  | Hung Sheng <br> Construction Ltd.<br>| 175200 | 121359 |
|  | Huxen Corp. | 28000 | 44067 |
|  | Hwa Fong Rubber <br> Industrial Co. Ltd.<br>| 103849 | 50972 |
|  | Hwacom Systems, <br> Inc.<br>| 64000 | 50722 |
| # | Hwang Chang <br> General Contractor <br> Co. Ltd.<br>| 93146 | 209393 |
|  | Ibase Technology, <br> Inc.<br>| 7000 | 11125 |
|  | IBF Financial Holdings <br> Co. Ltd.<br>| 1270957 | 629342 |
|  | ICARES Medicus, <br> Inc.<br>| 5170 | 14886 |
|  | Ichia Technologies, <br> Inc.<br>| 117897 | 194381 |
| # | I-Chiun Precision <br> Industry Co. Ltd.<br>| 58000 | 137924 |
| \* | Ideal Bike Corp. | 94899 | 18609 |
| # | IEI Integration Corp. | 71680 | 155742 |
|  | IKKA Holdings <br> Cayman Ltd.<br>| 6286 | 17037 |
| # | Infortrend Technology, <br> Inc.<br>| 110798 | 82366 |
|  | Info-Tek Corp. | 37000 | 43893 |
|  | Ingentec Corp. | 7717 | 62564 |
|  | Innodisk Corp. | 38792 | 541470 |
|  | Innolux Corp. | 1934922 | 833342 |
| # | Inpaq Technology Co. <br> Ltd.<br>| 49344 | 138992 |
|  | Insyde Software <br> Corp.<br>| 7200 | 53097 |
|  | Intai Technology <br> Corp.<br>| 16800 | 54556 |
|  | Integrated Service <br> Technology, Inc.<br>| 41031 | 146935 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Interactive Digital <br> Technologies, Inc.<br>| 14000 | $33672 |
| #\* | International CSRC <br> Investment Holdings <br> Co.<br>| 442400 | 146950 |
| # | International Games <br> System Co. Ltd.<br>| 70000 | 1635699 |
|  | Inventec Corp. | 495181 | 734924 |
| # | Iron Force Industrial <br> Co. Ltd.<br>| 22816 | 70383 |
|  | I-Sheng Electric Wire <br> & Cable Co. Ltd.<br>| 57000 | 85848 |
|  | ITE Technology, Inc. | 79202 | 334861 |
|  | ITEQ Corp. | 98628 | 373422 |
| # | Jarllytec Co. Ltd. | 29725 | 94537 |
|  | Jean Co. Ltd. | 80230 | 66452 |
|  | Jentech Precision <br> Industrial Co. Ltd.<br>| 15498 | 1062640 |
|  | Jetway Information <br> Co. Ltd.<br>| 19500 | 33974 |
|  | Jetwell Computer Co. <br> Ltd.<br>| 6720 | 38652 |
|  | Jia Wei Lifestyle, Inc. | 28971 | 37495 |
|  | Jih Lin Technology <br> Co. Ltd.<br>| 24000 | 41851 |
|  | Jiin Yeeh Ding <br> Enterprise Co. Ltd.<br>| 22400 | 46769 |
|  | Johnson Chemical <br> Pharmaceutical <br> Works Corp.<br>| 5000 | 10886 |
|  | Johnson Health Tech <br> Co. Ltd.<br>| 32000 | 165715 |
| # | JPC connectivity, Inc. | 34875 | 188479 |
|  | JPP Holding Co. Ltd. | 1050 | 10811 |
| # | JSL Construction & <br> Development Co. <br> Ltd.<br>| 85382 | 141480 |
|  | K Laser Technology, <br> Inc.<br>| 71000 | 35979 |
| # | Kaimei Electronic <br> Corp.<br>| 51587 | 156724 |
|  | Kaori Heat Treatment <br> Co. Ltd.<br>| 16983 | 342152 |
|  | Kaulin Manufacturing <br> Co. Ltd.<br>| 53000 | 20033 |
|  | Kedge Construction <br> Co. Ltd.<br>| 39389 | 112504 |
|  | Keding Enterprises <br> Co. Ltd.<br>| 15000 | 53899 |
|  | KEE TAI Properties <br> Co. Ltd.<br>| 192064 | 65867 |
|  | Kenda Rubber <br> Industrial Co. Ltd.<br>| 336050 | 218822 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Kent Industrial Co. <br> Ltd.<br>| 32000 | $25924 |
|  | Kerry TJ Logistics Co. <br> Ltd.<br>| 100000 | 109310 |
|  | Key Ware Electronics <br> Co. Ltd.<br>| 80959 | 62374 |
| # | Keystone Microtech <br> Corp.<br>| 11000 | 151198 |
|  | KGI Financial Holding <br> Co. Ltd.<br>| 2570449 | 1325944 |
| # | KHGEARS <br> International Ltd.<br>| 13000 | 73337 |
| # | Kindom Development <br> Co. Ltd.<br>| 235070 | 254201 |
|  | King Chou Marine <br> Technology Co. <br> Ltd.<br>| 33660 | 56085 |
|  | King Polytechnic <br> Engineering Co. <br> Ltd.<br>| 32550 | 48138 |
|  | King Slide Works Co. <br> Ltd.<br>| 12050 | 1598574 |
|  | King Yuan Electronics <br> Co. Ltd.<br>| 338529 | 2373569 |
| #\* | King's Town <br> Construction Co. <br> Ltd.<br>| 31348 | 42474 |
|  | Kingstate Electronics <br> Corp.<br>| 17000 | 18607 |
|  | Kinik Co. | 35000 | 355368 |
| \* | Kinko Optical Co. Ltd. | 76769 | 114236 |
| # | Kinpo Electronics | 577028 | 424635 |
|  | Kinsus Interconnect <br> Technology Corp.<br>| 168009 | 741502 |
|  | KMC Kuei Meng <br> International, Inc.<br>| 29761 | 87076 |
|  | KNH Enterprise Co. <br> Ltd.<br>| 43000 | 23676 |
|  | Ko Ja Cayman Co. <br> Ltd.<br>| 20000 | 23682 |
|  | KS Terminals, Inc. | 70760 | 115125 |
|  | Kuen Ling Machinery <br> Refrigerating Co. <br> Ltd.<br>| 9000 | 11376 |
| # | Kung Long Batteries <br> Industrial Co. Ltd.<br>| 33000 | 130272 |
| \* | Kung Sing <br> Engineering Corp.<br>| 210404 | 79237 |
|  | Kuo Toong <br> International Co. <br> Ltd.<br>| 101625 | 190467 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | Kuo Yang <br> Construction Co. <br> Ltd.<br>| 103366 | $63299 |
|  | Kwong Lung <br> Enterprise Co. Ltd.<br>| 58000 | 90159 |
|  | L&K Engineering Co. <br> Ltd.<br>| 40812 | 631367 |
|  | La Kaffa International <br> Co. Ltd.<br>| 11000 | 26506 |
|  | Lang, Inc. | 16000 | 27338 |
| # | Lanner Electronics, <br> Inc.<br>| 51961 | 135821 |
|  | Largan Precision Co. <br> Ltd. (3008 TT)<br>| 16306 | 1170350 |
|  | Laser Tek Taiwan Co. <br> Ltd.<br>| 27550 | 46279 |
|  | Laster Tech Co. Ltd. | 57105 | 38558 |
| \* | Leader Electronics, <br> Inc.<br>| 71799 | 25815 |
|  | Leadtrend Technology <br> Corp.<br>| 14279 | 22295 |
| \* | Lealea Enterprise Co. <br> Ltd.<br>| 395940 | 83791 |
|  | LEE CHI Enterprises <br> Co. Ltd.<br>| 95000 | 36408 |
| # | Lelon Electronics <br> Corp.<br>| 60694 | 214131 |
|  | Lemtech Holdings Co. <br> Ltd.<br>| 15870 | 41196 |
|  | Leo Systems, Inc. | 27000 | 31199 |
| \* | Leofoo Development <br> Co. Ltd.<br>| 68254 | 37377 |
| \* | Li Peng Enterprise <br> Co. Ltd.<br>| 325806 | 58761 |
| # | Lian HWA Food Corp. | 42328 | 152429 |
|  | Lida Holdings Ltd. | 46320 | 32049 |
|  | Lien Hwa Industrial <br> Holdings Corp.<br>| 218751 | 343157 |
| \* | Lily Textile | 11000 | 9629 |
| # | Lingsen Precision <br> Industries Ltd.<br>| 208000 | 138840 |
| # | Lintes Technology Co. <br> Ltd.<br>| 8143 | 24276 |
|  | Lion Travel Service <br> Co. Ltd.<br>| 36000 | 183535 |
|  | Lite-On Technology <br> Corp.<br>| 379395 | 2201054 |
|  | Liton Technology <br> Corp.<br>| 32000 | 49590 |
| \* | Long Bon International <br> Co. Ltd.<br>| 61180 | 29243 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Long Da Construction <br> & Development <br> Corp.<br>| 89000 | $82517 |
| \* | Longchen Paper & <br> Packaging Co. Ltd.<br>| 436349 | 132696 |
|  | Longwell Co. | 63000 | 383224 |
|  | Loop <br> Telecommunication <br> International, Inc.<br>| 21000 | 31047 |
| # | Lotes Co. Ltd. | 31508 | 1404806 |
|  | Lumax International <br> Corp. Ltd.<br>| 42142 | 135407 |
| \* | Lung Yen Life Service <br> Corp.<br>| 80000 | 135228 |
|  | Lungteh Shipbuilding <br> Co. Ltd.<br>| 28650 | 111575 |
|  | Luxe Green Energy <br> Technology Co. <br> Ltd.<br>| 14420 | 10417 |
| # | LuxNet Corp. | 12617 | 83118 |
| # | M3 Technology, Inc. | 11000 | 29676 |
|  | Macauto Industrial Co. <br> Ltd.<br>| 29000 | 56082 |
|  | Macroblock, Inc. | 18000 | 34372 |
| \* | Macronix International <br> Co. Ltd.<br>| 1011201 | 1019426 |
|  | MacroWell OMG <br> Digital <br> Entertainment Co. <br> Ltd.<br>| 5000 | 13297 |
|  | Makalot Industrial Co. <br> Ltd.<br>| 110657 | 965473 |
|  | Marketech <br> International Corp.<br>| 41000 | 326082 |
|  | Materials Analysis <br> Technology, Inc.<br>| 28360 | 186823 |
|  | Maxigen Biotech, Inc. | 13650 | 18831 |
|  | Mayer Steel Pipe <br> Corp.<br>| 98710 | 76349 |
| \* | Mechema Chemicals <br> International Corp.<br>| 24000 | 56948 |
|  | MediaTek, Inc. | 142360 | 6037405 |
|  | Mega Financial <br> Holding Co. Ltd.<br>| 1157075 | 1521200 |
|  | Megaforce Co. Ltd. | 31000 | 41594 |
|  | Meiloon Industrial Co. | 44520 | 33966 |
|  | Mercuries & <br> Associates Holding <br> Ltd.<br>| 257341 | 119559 |
|  | Mercuries Data <br> Systems Ltd.<br>| 15763 | 13075 |
| \* | Mercuries Life <br> Insurance Co. Ltd.<br>| 1730633 | 406890 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Merida Industry Co. <br> Ltd.<br>| 92735 | $300536 |
| # | Merry Electronics Co. <br> Ltd.<br>| 113866 | 378327 |
| \* | Metatech AP, Inc. | 9000 | 13300 |
| #\* | Microbio Co. Ltd. | 216248 | 154654 |
| # | Micro-Star <br> International Co. <br> Ltd.<br>| 152233 | 539652 |
|  | Mildef Crete, Inc. | 29000 | 100919 |
|  | MIN AIK Technology <br> Co. Ltd.<br>| 61200 | 43709 |
| # | Mitac Holdings Corp. | 254537 | 821634 |
|  | Mitake Information <br> Corp.<br>| 6000 | 11955 |
| \* | Mobiletron Electronics <br> Co. Ltd.<br>| 26440 | 25811 |
|  | momo.com, Inc. | 39839 | 301822 |
| \* | MOSA Industrial <br> Corp.<br>| 120154 | 66079 |
|  | Motech Industries, <br> Inc.<br>| 137000 | 75588 |
|  | MPI Corp. | 23000 | 1559511 |
|  | MSSCORPS Co. Ltd. | 23763 | 131809 |
|  | My Humble House <br> Hospitality <br> Management <br> Consulting<br>| 8000 | 9592 |
|  | Nak Sealing <br> Technologies Corp.<br>| 31000 | 107154 |
|  | Namchow Holdings <br> Co. Ltd.<br>| 88000 | 110724 |
|  | Nan Juen International <br> Co. Ltd.<br>| 2000 | 18207 |
| # | Nan Kang Rubber Tire <br> Co. Ltd.<br>| 189218 | 222392 |
|  | Nan Pao Resins <br> Chemical Co. Ltd.<br>| 27000 | 321703 |
| \* | Nan Ren Lake Leisure <br> Amusement Co. <br> Ltd.<br>| 94000 | 30333 |
|  | Nan Ya Plastics Corp. | 834674 | 1123139 |
|  | Nan Ya Printed Circuit <br> Board Corp.<br>| 47072 | 441205 |
|  | Nang Kuang <br> Pharmaceutical Co. <br> Ltd.<br>| 21000 | 26516 |
|  | Nantex Industry Co. <br> Ltd.<br>| 122964 | 89087 |
| \* | Nanya Technology <br> Corp.<br>| 264000 | 1127411 |
| # | National Aerospace <br> Fasteners Corp.<br>| 10000 | 34913 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | National Petroleum <br> Co. Ltd.<br>| 45000 | $83871 |
|  | Netronix, Inc. | 34000 | 148628 |
| \* | New Asia Construction <br> & Development <br> Corp.<br>| 81000 | 38929 |
|  | New Best Wire <br> Industrial Co. Ltd.<br>| 36600 | 34730 |
|  | Nichidenbo Corp. | 83193 | 243669 |
|  | Nidec Chaun-Choung <br> Technology Corp.<br>| 7000 | 30900 |
|  | Nien Hsing Textile Co. <br> Ltd.<br>| 58110 | 31356 |
|  | Nien Made Enterprise <br> Co. Ltd.<br>| 52000 | 622951 |
|  | Niko Semiconductor <br> Co. Ltd.<br>| 44080 | 80875 |
|  | Nishoku Technology, <br> Inc.<br>| 21400 | 88204 |
| # | North-Star <br> International Co. <br> Ltd.<br>| 61340 | 52706 |
|  | Nova Technology <br> Corp.<br>| 19000 | 106105 |
| # | Novatek <br> Microelectronics <br> Corp.<br>| 113000 | 1439748 |
|  | Nuvoton Technology <br> Corp.<br>| 83000 | 165552 |
|  | O-Bank Co. Ltd. | 584362 | 171930 |
|  | Ocean Plastics Co. <br> Ltd.<br>| 95000 | 111148 |
|  | OK Biotech Co. Ltd. | 54214 | 24846 |
|  | Optimax Technology <br> Corp.<br>| 50000 | 32567 |
|  | Orient Semiconductor <br> Electronics Ltd.<br>| 217310 | 341234 |
| \* | Oriental Union <br> Chemical Corp.<br>| 250821 | 97399 |
|  | O-TA Precision <br> Industry Co. Ltd.<br>| 35935 | 86714 |
|  | Pacific Construction <br> Co.<br>| 143000 | 44291 |
|  | Pacific Hospital <br> Supply Co. Ltd.<br>| 23094 | 66406 |
|  | Paiho Shih Holdings <br> Corp.<br>| 87055 | 70461 |
|  | Pan Asia Chemical <br> Corp.<br>| 118151 | 36301 |
| # | Pan German <br> Universal Motors <br> Ltd.<br>| 12000 | 113216 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Pan Jit International, <br> Inc.<br>| 167300 | $456709 |
| # | Pan-International <br> Industrial Corp.<br>| 215514 | 391495 |
|  | Panion & BF Biotech, <br> Inc.<br>| 31969 | 68811 |
|  | Parade Technologies <br> Ltd.<br>| 26400 | 581650 |
| \* | Paragon Technologies <br> Co. Ltd.<br>| 7000 | 4776 |
| \* | PChome Online, Inc. | 56208 | 63594 |
| # | PCL Technologies, <br> Inc.<br>| 29961 | 115944 |
|  | P-Duke Technology <br> Co. Ltd.<br>| 27442 | 90938 |
|  | Pegatron Corp. | 395037 | 950375 |
|  | Pegavision Corp. | 24198 | 267657 |
|  | PharmaEngine, Inc. | 40000 | 92412 |
| # | PharmaEssentia <br> Corp.<br>| 46461 | 750622 |
| #\* | Phihong Technology <br> Co. Ltd.<br>| 163000 | 161152 |
|  | Phison Electronics <br> Corp.<br>| 35000 | 1206668 |
| # | Phoenix Silicon <br> International Corp.<br>| 44486 | 248976 |
|  | Phoenix Tours <br> International, Inc.<br>| 29400 | 49369 |
| \* | Phytohealth Corp. | 81000 | 36673 |
| # | Pixart Imaging, Inc. | 67030 | 503164 |
|  | Planet Technology <br> Corp.<br>| 17000 | 73084 |
|  | Plastron Precision Co. <br> Ltd.<br>| 59628 | 32141 |
|  | Podak Co. Ltd. | 7000 | 10538 |
|  | Polytronics <br> Technology Corp.<br>| 35269 | 52566 |
|  | Posiflex Technology, <br> Inc.<br>| 22346 | 156562 |
|  | Pou Chen Corp. | 574144 | 546294 |
|  | Power Wind Health <br> Industry, Inc.<br>| 15632 | 83211 |
| \* | Powerchip <br> Semiconductor <br> Manufacturing <br> Corp.<br>| 1014000 | 1029296 |
|  | Powertech <br> Technology, Inc.<br>| 199400 | 1113879 |
|  | Powertip Technology <br> Corp.<br>| 47714 | 19022 |
|  | Poya International Co. <br> Ltd.<br>| 27349 | 404183 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | President Chain Store <br> Corp.<br>| 173000 | $1339708 |
|  | President Securities <br> Corp.<br>| 476159 | 366213 |
|  | Primax Electronics <br> Ltd.<br>| 251000 | 675366 |
|  | Prince Housing & <br> Development Corp.<br>| 455087 | 131881 |
| \* | Princeton Technology <br> Corp.<br>| 57000 | 26422 |
|  | Pro Hawk Corp. | 8000 | 39014 |
|  | Promate Electronic <br> Co. Ltd.<br>| 115197 | 177457 |
| # | Prosperity Dielectrics <br> Co. Ltd.<br>| 52032 | 99223 |
|  | PSS Co. Ltd. | 7000 | 34409 |
|  | QST International <br> Corp.<br>| 42642 | 58834 |
| # | Qualipoly Chemical <br> Corp.<br>| 42198 | 247719 |
|  | Quang Viet Enterprise <br> Co. Ltd.<br>| 28972 | 72705 |
| # | Quanta Computer, <br> Inc.<br>| 386715 | 3750451 |
|  | Quanta Storage, Inc. | 96000 | 330737 |
| \* | Quintain Steel Co. <br> Ltd.<br>| 143134 | 40542 |
|  | Radiant <br> Opto-Electronics <br> Corp.<br>| 134144 | 574626 |
|  | Radium Life Tech Co. <br> Ltd.<br>| 328524 | 117336 |
|  | Rafael <br> Microelectronics, <br> Inc.<br>| 8024 | 28974 |
| # | Raydium <br> Semiconductor <br> Corp.<br>| 32000 | 252882 |
|  | Realtek <br> Semiconductor <br> Corp.<br>| 59268 | 989691 |
|  | ReaLy <br> Development&Construction <br> Corp.<br>| 12000 | 11680 |
|  | Rechi Precision Co. <br> Ltd.<br>| 173173 | 129849 |
| # | Rexon Industrial Corp. <br> Ltd.<br>| 53000 | 47470 |
| # | Rich Development Co. <br> Ltd.<br>| 293811 | 80903 |
| \* | Right WAY Industrial <br> Co. Ltd.<br>| 78000 | 31301 |
|  | RiTdisplay Corp. | 21154 | 22711 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | Ritek Corp. | 325288 | $105199 |
|  | Rodex Fasteners <br> Corp.<br>| 25000 | 22911 |
|  | Ruentex Development <br> Co. Ltd.<br>| 356751 | 345555 |
|  | Ruentex Engineering <br> & Construction Co.<br>| 36184 | 196820 |
|  | Ruentex Industries <br> Ltd.<br>| 174963 | 305231 |
|  | Run Long <br> Construction Co. <br> Ltd.<br>| 214541 | 264835 |
| # | Sakura Development <br> Co. Ltd.<br>| 139570 | 218018 |
|  | Sampo Corp. | 151200 | 120905 |
|  | San Fang Chemical <br> Industry Co. Ltd.<br>| 92992 | 93416 |
|  | San Fu Chemical Co. <br> Ltd.<br>| 19000 | 66925 |
|  | San Shing Fastech <br> Corp.<br>| 50479 | 84338 |
|  | Sanyang Motor Co. <br> Ltd.<br>| 201684 | 395735 |
|  | Savior Lifetec Corp. | 119447 | 66364 |
| # | SCI Pharmtech, Inc. | 25705 | 48087 |
|  | Scientech Corp. | 17000 | 195937 |
|  | ScinoPharm Taiwan <br> Ltd.<br>| 122000 | 69455 |
|  | SciVision Biotech, <br> Inc.<br>| 16000 | 46632 |
|  | SDI Corp. | 66000 | 182599 |
|  | Sea & Land Integrated <br> Corp.<br>| 37700 | 22991 |
|  | Sea Sonic Electronics <br> Co. Ltd.<br>| 21000 | 46969 |
|  | Securitag Assembly <br> Group Co. Ltd.<br>| 4000 | 13761 |
|  | Senao International <br> Co. Ltd.<br>| 34000 | 32069 |
|  | Senao Networks, Inc. | 15119 | 74586 |
|  | Sensortek Technology <br> Corp.<br>| 13000 | 80251 |
|  | Sercomm Corp. | 142000 | 455093 |
|  | Sesoda Corp. | 118315 | 116048 |
|  | Shanghai Commercial <br> & Savings Bank <br> Ltd.<br>| 730799 | 940762 |
|  | Shan-Loong <br> Transportation Co. <br> Ltd.<br>| 48000 | 22235 |
|  | Sharehope Medicine <br> Co. Ltd.<br>| 42361 | 33462 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Sheng Yu Steel Co. <br> Ltd.<br>| 53000 | $36495 |
| # | ShenMao Technology, <br> Inc.<br>| 44435 | 145968 |
|  | Shieh Yih Machinery <br> Industry Co. Ltd.<br>| 60000 | 41670 |
|  | Shih Her <br> Technologies, Inc.<br>| 27126 | 152397 |
| \* | Shihlin Development <br> Co. Ltd.<br>| 24000 | 8434 |
|  | Shihlin Electric & <br> Engineering Corp.<br>| 49000 | 316711 |
|  | Shin Hsiung Natural <br> Gas Co. Ltd.<br>| 21336 | 28179 |
|  | Shin Ruenn <br> Development Co. <br> Ltd.<br>| 66427 | 125760 |
|  | Shin Shin Natural Gas <br> Co.<br>| 18000 | 23118 |
| # | Shin Zu Shing Co. <br> Ltd.<br>| 76174 | 520050 |
|  | Shinfox Energy Co. <br> Ltd.<br>| 30000 | 59284 |
| \* | Shining Building <br> Business Co. Ltd.<br>| 198397 | 58377 |
|  | Shinkong Insurance <br> Co. Ltd.<br>| 116000 | 424080 |
|  | Shinkong Synthetic <br> Fibers Corp.<br>| 597191 | 258846 |
| # | Shinkong Textile Co. <br> Ltd.<br>| 73800 | 135504 |
|  | Shiny Brands Group <br> Co. Ltd.<br>| 7700 | 25994 |
|  | Shiny Chemical <br> Industrial Co. Ltd.<br>| 75122 | 355622 |
| \* | Shun On Electronic <br> Co. Ltd.<br>| 14000 | 11742 |
| \* | Shuttle, Inc. | 167000 | 100446 |
|  | Sigurd <br> Microelectronics <br> Corp.<br>| 252538 | 854401 |
|  | Silergy Corp. | 58000 | 417298 |
| # | Silicon Integrated <br> Systems Corp.<br>| 180895 | 324263 |
|  | Simplo Technology <br> Co. Ltd.<br>| 48400 | 550952 |
|  | Sinbon Electronics <br> Co. Ltd.<br>| 88917 | 609416 |
|  | Sincere Navigation <br> Corp.<br>| 163240 | 128219 |
|  | Singatron Enterprise <br> Co. Ltd.<br>| 14000 | 13924 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Sinher Technology, <br> Inc.<br>| 29000 | $23972 |
|  | Sinmag Equipment <br> Corp.<br>| 20979 | 91727 |
| \* | Sino Tactful Co. Ltd. | 21000 | 13655 |
|  | Sino-American Silicon <br> Products, Inc.<br>| 231000 | 934745 |
|  | Sinon Corp. | 189000 | 262167 |
|  | SinoPac Financial <br> Holdings Co. Ltd.<br>| 2437341 | 2028826 |
|  | Sinopower <br> Semiconductor, Inc.<br>| 9900 | 34565 |
|  | Sinyi Realty, Inc. | 124549 | 91722 |
|  | Sirtec International <br> Co. Ltd.<br>| 40600 | 33244 |
|  | Sitronix Technology <br> Corp.<br>| 59434 | 386170 |
|  | Siward Crystal <br> Technology Co. <br> Ltd.<br>| 79000 | 57799 |
|  | Sixxon Tech Co. Ltd. | 2000 | 10558 |
|  | Soft-World <br> International Corp.<br>| 25000 | 82825 |
|  | Solar Applied <br> Materials <br> Technology Corp.<br>| 251339 | 483074 |
|  | Solteam, Inc. | 29850 | 46786 |
|  | Song Shang <br> Electronics Co. Ltd.<br>| 30000 | 20904 |
|  | Sonix Technology Co. <br> Ltd.<br>| 66000 | 75298 |
|  | Southeast Cement <br> Co. Ltd.<br>| 65000 | 35038 |
|  | Speed Tech Corp. | 54000 | 82739 |
|  | Sporton International, <br> Inc.<br>| 48740 | 283411 |
|  | Sports Gear Co. Ltd. | 27000 | 98381 |
| # | St. Shine Optical Co. <br> Ltd.<br>| 29000 | 123070 |
|  | Standard Chemical & <br> Pharmaceutical Co. <br> Ltd.<br>| 43000 | 77537 |
|  | Standard Foods <br> Corp.<br>| 195642 | 199636 |
|  | Stark Technology, Inc. | 50200 | 260461 |
| #\* | Starlux Airlines Co. <br> Ltd.<br>| 462000 | 360294 |
| # | S-Tech Corp. | 92468 | 70247 |
| # | STL Technology Co. <br> Ltd.<br>| 13000 | 57493 |
|  | Sun Max Tech Ltd. | 12568 | 34191 |
| \* | Sun Yad Construction <br> Co. Ltd.<br>| 101016 | 51481 |
|  | Sunfun Info Co. Ltd. | 52370 | 55708 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Sunjuice Holdings Co. <br> Ltd.<br>| 7359 | $34939 |
| \* | Sunko INK Co. Ltd. | 68200 | 26310 |
| # | SunMax <br> Biotechnology Co. <br> Ltd.<br>| 12000 | 152134 |
|  | Sunny Friend <br> Environmental <br> Technology Co. <br> Ltd.<br>| 35982 | 96765 |
|  | Sunonwealth Electric <br> Machine Industry <br> Co. Ltd.<br>| 114000 | 556432 |
|  | Sunplus Innovation <br> Technology, Inc.<br>| 8213 | 36094 |
| #\* | Sunplus Technology <br> Co. Ltd.<br>| 218000 | 152090 |
|  | Sunrex Technology <br> Corp.<br>| 72631 | 98127 |
|  | Sunspring Metal <br> Corp.<br>| 50625 | 36196 |
|  | Superalloy Industrial <br> Co. Ltd.<br>| 32000 | 49376 |
|  | Superior Plating <br> Technology Co. <br> Ltd.<br>| 7000 | 10003 |
| # | Supreme Electronics <br> Co. Ltd.<br>| 267027 | 572065 |
| # | Swancor Holding Co. <br> Ltd.<br>| 25000 | 101159 |
|  | Sweeten Real Estate <br> Development Co. <br> Ltd.<br>| 92141 | 84485 |
|  | Symtek Automation <br> Asia Co. Ltd.<br>| 29776 | 151289 |
|  | Syncmold Enterprise <br> Corp.<br>| 58000 | 129665 |
| # | Synnex Technology <br> International Corp.<br>| 301967 | 556698 |
|  | Syscom Computer <br> Engineering Co.<br>| 16000 | 29729 |
|  | Systex Corp. | 83000 | 348817 |
| # | T3EX Global Holdings <br> Corp.<br>| 61000 | 138279 |
|  | TA Chen Stainless <br> Pipe<br>| 439722 | 524140 |
|  | Ta Ya Electric Wire & <br> Cable<br>| 341760 | 465304 |
|  | Tah Hsin Industrial <br> Corp.<br>| 24024 | 50055 |
| # | TA-I Technology Co. <br> Ltd.<br>| 55936 | 113544 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Tai Tung <br> Communication Co. <br> Ltd.<br>| 60715 | $44872 |
|  | Taichung Commercial <br> Bank Co. Ltd.<br>| 1069960 | 743835 |
|  | TaiDoc Technology <br> Corp.<br>| 29458 | 117679 |
|  | Taiflex Scientific Co. <br> Ltd.<br>| 106208 | 234285 |
|  | Tailyn Technologies, <br> Inc.<br>| 22000 | 17987 |
| # | Taimide Tech, Inc. | 46117 | 90297 |
|  | Tainan Enterprises <br> Co. Ltd.<br>| 43000 | 37960 |
|  | Tainan Spinning Co. <br> Ltd.<br>| 552568 | 226186 |
| \* | Tainergy Tech Co. <br> Ltd.<br>| 57000 | 27265 |
|  | Tai-Saw Technology <br> Co. Ltd.<br>| 42000 | 33702 |
|  | TaiSol Electronics Co. <br> Ltd.<br>| 37000 | 63526 |
|  | Taisun Enterprise Co. <br> Ltd.<br>| 96000 | 57716 |
|  | Taita Chemical Co. <br> Ltd.<br>| 54050 | 19302 |
|  | TAI-TECH Advanced <br> Electronics Co. Ltd.<br>| 25000 | 121987 |
|  | Taiwan Business <br> Bank<br>| 2033723 | 1013012 |
|  | Taiwan Chinsan <br> Electronic Industrial <br> Co. Ltd.<br>| 40419 | 56327 |
|  | Taiwan Cogeneration <br> Corp.<br>| 165000 | 258593 |
|  | Taiwan Cooperative <br> Financial Holding <br> Co. Ltd.<br>| 1719795 | 1329136 |
|  | Taiwan Environment <br> Scientific Co. Ltd.<br>| 40280 | 24947 |
|  | Taiwan Fertilizer Co. <br> Ltd.<br>| 320000 | 500222 |
|  | Taiwan Fire & Marine <br> Insurance Co. Ltd.<br>| 106520 | 124743 |
|  | Taiwan Fructose Co. <br> Ltd.<br>| 34980 | 20908 |
|  | Taiwan FU Hsing <br> Industrial Co. Ltd.<br>| 56800 | 94842 |
| #\* | Taiwan Glass Industry <br> Corp.<br>| 482442 | 437727 |
|  | Taiwan High Speed <br> Rail Corp.<br>| 393000 | 349313 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Taiwan Hon Chuan <br> Enterprise Co. Ltd.<br>| 174245 | $714423 |
| # | Taiwan Hopax <br> Chemicals <br> Manufacturing Co. <br> Ltd.<br>| 100114 | 101840 |
| \* | Taiwan IC Packaging <br> Corp.<br>| 38000 | 21680 |
| †† | Taiwan Land <br> Development Corp.<br>| 335217 | 5480 |
|  | Taiwan Line Tek <br> Electronic<br>| 40810 | 32537 |
| #\* | Taiwan Mask Corp. | 107000 | 133379 |
|  | Taiwan Mobile Co. <br> Ltd.<br>| 366800 | 1305388 |
|  | Taiwan Navigation Co. <br> Ltd.<br>| 107000 | 101133 |
|  | Taiwan Paiho Ltd. | 153068 | 283964 |
| # | Taiwan PCB Techvest <br> Co. Ltd.<br>| 146733 | 168166 |
|  | Taiwan Sakura Corp. | 85600 | 237053 |
|  | Taiwan Sanyo Electric <br> Co. Ltd.<br>| 60800 | 69851 |
|  | Taiwan Secom Co. <br> Ltd.<br>| 130795 | 458909 |
| # | Taiwan Semiconductor <br> Co. Ltd.<br>| 117000 | 208446 |
|  | Taiwan Semiconductor <br> Manufacturing Co. <br> Ltd. (2330 TT)<br>| 2184215 | 105627860 |
|  | Taiwan Semiconductor <br> Manufacturing Co. <br> Ltd. (TSM US), <br> Sponsored ADR<br>| 35859 | 10773119 |
|  | Taiwan Shin Kong <br> Security Co. Ltd.<br>| 129251 | 171103 |
|  | Taiwan Steel Union <br> Co. Ltd.<br>| 9000 | 32152 |
| \* | Taiwan Styrene <br> Monomer<br>| 218164 | 59768 |
|  | Taiwan Surface <br> Mounting <br> Technology Corp.<br>| 154845 | 551999 |
|  | Taiwan Taxi Co. Ltd. | 16800 | 72065 |
| \* | Taiwan TEA Corp. | 257648 | 116342 |
| # | Taiwan Union <br> Technology Corp.<br>| 75000 | 935139 |
| #\* | Taiwan-Asia <br> Semiconductor <br> Corp.<br>| 177043 | 138605 |
|  | Taiyen Biotech Co. <br> Ltd.<br>| 51712 | 53601 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | Tang Eng Iron Works <br> Co. Ltd.<br>| 36000 | $33401 |
| # | Tatung Co. Ltd. | 442403 | 518547 |
| \* | TBI Motion <br> Technology Co. <br> Ltd.<br>| 27000 | 33888 |
|  | TCI Co. Ltd. | 49153 | 181430 |
|  | Te Chang <br> Construction Co. <br> Ltd.<br>| 37247 | 74913 |
|  | Teco Electric & <br> Machinery Co. Ltd.<br>| 283000 | 1065078 |
|  | Tehmag Foods Corp. | 13470 | 128645 |
|  | Test Research, Inc. | 81571 | 413310 |
|  | Test Rite International <br> Co. Ltd.<br>| 77568 | 51219 |
| \* | Thermaltake <br> Technology Co. <br> Ltd.<br>| 27096 | 27897 |
| # | Thinking Electronic <br> Industrial Co. Ltd.<br>| 37000 | 226472 |
|  | Thye Ming Industrial <br> Co. Ltd.<br>| 54700 | 96268 |
|  | Tofu Restaurant Co. <br> Ltd.<br>| 8360 | 54342 |
|  | Ton Yi Industrial <br> Corp.<br>| 426300 | 248804 |
|  | Tong Hsing Electronic <br> Industries Ltd.<br>| 96630 | 392537 |
|  | Tong Ming Enterprise <br> Co. Ltd.<br>| 16000 | 14737 |
|  | Tong Yang Industry <br> Co. Ltd.<br>| 158640 | 497719 |
| # | Tong-Tai Machine & <br> Tool Co. Ltd.<br>| 101711 | 106917 |
|  | Top Union Electronics <br> Corp.<br>| 57864 | 56399 |
|  | Topco Scientific Co. <br> Ltd.<br>| 88307 | 978471 |
|  | Topco Technologies <br> Corp.<br>| 24122 | 48645 |
|  | Topkey Corp. | 36000 | 217761 |
| # | Topoint Technology <br> Co. Ltd.<br>| 63386 | 242442 |
|  | TPK Holding Co. Ltd. | 147000 | 173303 |
|  | Trade-Van Information <br> Services Co.<br>| 29000 | 90583 |
|  | Transart Graphics Co. <br> Ltd.<br>| 15000 | 20345 |
|  | Transcend <br> Information, Inc.<br>| 102890 | 440653 |
|  | Transcom, Inc. | 32428 | 142693 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Triocean Industrial <br> Corp. Co. Ltd.<br>| 4000 | $11876 |
|  | Tripod Technology <br> Corp.<br>| 121170 | 1340042 |
|  | Trusval Technology <br> Co. Ltd.<br>| 6796 | 56955 |
|  | TS Financial Holding <br> Co. Ltd (2887 TT)<br>| 4450093 | 2703457 |
| \* | TS Financial Holding <br> Co. Ltd (28871 TT)<br>| 580682 | 174178 |
|  | Tsang Yow Industrial <br> Co. Ltd.<br>| 30000 | 22099 |
|  | Tsann Kuen <br> Enterprise Co. Ltd.<br>| 35081 | 27947 |
|  | TSC Auto ID <br> Technology Co. <br> Ltd.<br>| 16573 | 105219 |
| \* | TSEC Corp. | 220000 | 100184 |
|  | TSRC Corp. | 298452 | 145296 |
|  | TST Group Holding <br> Ltd.<br>| 4800 | 13912 |
|  | Ttet Union Corp. | 16000 | 75198 |
|  | TTFB Co. Ltd. | 14002 | 83271 |
|  | TTY Biopharm Co. <br> Ltd.<br>| 108000 | 279176 |
| \* | Tul Corp. | 14000 | 34613 |
|  | Tung Ho Steel <br> Enterprise Corp.<br>| 294448 | 600688 |
|  | Tung Thih Electronic <br> Co. Ltd.<br>| 38896 | 92335 |
|  | TURVO International <br> Co. Ltd.<br>| 14843 | 96741 |
| # | TXC Corp. | 161204 | 465430 |
| # | TYC Brother Industrial <br> Co. Ltd.<br>| 83091 | 129214 |
| \* | Tycoons Group <br> Enterprise<br>| 161476 | 41289 |
|  | Tyntek Corp. | 117922 | 66894 |
|  | TZE Shin International <br> Co. Ltd.<br>| 55000 | 26978 |
| \* | U-BEST Innovative <br> Technology Co. <br> Ltd.<br>| 68000 | 40688 |
|  | Ubright Optronics <br> Corp.<br>| 15000 | 30845 |
| # | UDE Corp. | 37000 | 126916 |
|  | Ultra Chip, Inc. | 24000 | 35430 |
|  | U-MEDIA <br> Communications, <br> Inc.<br>| 16000 | 21397 |
|  | U-Ming Marine <br> Transport Corp.<br>| 221000 | 399270 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Unic Technology <br> Corp.<br>| 34000 | $25604 |
| # | Unimicron Technology <br> Corp.<br>| 381312 | 2009720 |
|  | Union Bank of Taiwan | 315087 | 189859 |
|  | Union Insurance Co. <br> Ltd.<br>| 42000 | 36620 |
| \* | Uniplus Electronics <br> Co. Ltd.<br>| 18000 | 13886 |
|  | Uni-President <br> Enterprises Corp.<br>| 928577 | 2372440 |
|  | Unitech Computer Co. <br> Ltd.<br>| 45000 | 60780 |
|  | Unitech Printed Circuit <br> Board Corp.<br>| 333265 | 283792 |
|  | United Alloy-Tech Co. | 25000 | 43788 |
|  | United Integrated <br> Services Co. Ltd.<br>| 43400 | 1208028 |
| # | United <br> Microelectronics <br> Corp. (2303 TT)<br>| 2301081 | 3475155 |
|  | United Orthopedic <br> Corp.<br>| 36141 | 146105 |
|  | United Radiant <br> Technology<br>| 48000 | 33111 |
| \* | United Recommend <br> International Co. <br> Ltd.<br>| 21817 | 27522 |
| \* | United Renewable <br> Energy Co. Ltd.<br>| 675347 | 149849 |
| \*†† | Unity Opto Technology <br> Co. Ltd.<br>| 275593 | 0 |
|  | Univacco Technology, <br> Inc.<br>| 28000 | 41169 |
|  | Universal Cement <br> Corp.<br>| 152620 | 153591 |
| \* | Universal <br> Microelectronics Co. <br> Ltd.<br>| 24000 | 16084 |
| # | Universal Microwave <br> Technology, Inc.<br>| 10000 | 142553 |
|  | Universal Vision <br> Biotechnology Co. <br> Ltd.<br>| 32928 | 153037 |
|  | UPC Technology <br> Corp.<br>| 385532 | 126826 |
|  | UPI Semiconductor <br> Corp.<br>| 4000 | 24350 |
|  | Userjoy Technology <br> Co. Ltd.<br>| 25932 | 65130 |
|  | USI Corp. | 338332 | 113647 |
| \* | Usun Technology Co. <br> Ltd.<br>| 17000 | 25535 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Utechzone Co. Ltd. | 23000 | $64805 |
|  | UVAT Technology Co. <br> Ltd.<br>| 14000 | 27031 |
|  | Value Valves Co. Ltd. | 22000 | 59908 |
| # | Vanguard International <br> Semiconductor <br> Corp.<br>| 274475 | 859236 |
|  | Ve Wong Corp. | 43000 | 55215 |
| # | Ventec International <br> Group Co. Ltd.<br>| 31000 | 90115 |
| # | Via Technologies, Inc. | 70000 | 119126 |
|  | Viking Tech Corp. | 35000 | 47589 |
|  | Visco Vision, Inc. | 21000 | 135518 |
|  | VisEra Technologies <br> Co. Ltd.<br>| 23000 | 191483 |
| # | Visual Photonics <br> Epitaxy Co. Ltd.<br>| 40757 | 182333 |
|  | Vivotek, Inc. | 14000 | 37256 |
|  | Vizionfocus, Inc. | 12000 | 70019 |
| # | Voltronic Power <br> Technology Corp.<br>| 18017 | 705830 |
| #\* | Wafer Works Corp. | 289249 | 293270 |
| # | Waffer Technology <br> Corp.<br>| 79070 | 181237 |
|  | Wah Hong Industrial <br> Corp.<br>| 33694 | 36770 |
|  | Wah Lee Industrial <br> Corp.<br>| 95480 | 279614 |
| # | Walsin Lihwa Corp. | 790929 | 766096 |
| # | Walsin Technology <br> Corp.<br>| 174345 | 699549 |
| # | Walton Advanced <br> Engineering, Inc.<br>| 140000 | 108866 |
|  | Wan Hai Lines Ltd. | 186355 | 497222 |
|  | WAN HWA Enterprise <br> Co.<br>| 40000 | 14364 |
| \* | We & Win <br> Development Co. <br> Ltd.<br>| 45000 | 16284 |
|  | We&Win <br> Diversification Co. <br> Ltd.<br>| 58000 | 40450 |
|  | WEI Chih Steel <br> Industrial Co. Ltd.<br>| 84000 | 43674 |
|  | Wei Chuan Foods <br> Corp.<br>| 176000 | 86099 |
| # | Weikeng Industrial Co. <br> Ltd.<br>| 206725 | 197132 |
|  | Well Shin Technology <br> Co. Ltd.<br>| 46160 | 78810 |
|  | Welldone Co. | 30000 | 48969 |
|  | WELLELL, Inc. | 29000 | 20204 |
|  | Wholetech System <br> Hitech Ltd.<br>| 24000 | 94251 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Win Semiconductors <br> Corp.<br>| 159141 | $553213 |
| \* | Winbond Electronics <br> Corp.<br>| 955486 | 1671095 |
|  | Winmate, Inc. | 19000 | 101534 |
|  | Winstek <br> Semiconductor Co. <br> Ltd.<br>| 34000 | 105467 |
| \*†† | Wintek Corp. | 461871 | 0 |
|  | WinWay Technology <br> Co. Ltd.<br>| 8000 | 678909 |
|  | Wisdom Marine Lines <br> Co. Ltd.<br>| 215501 | 441504 |
|  | Wiselink Co. Ltd. | 37677 | 225650 |
|  | Wistron Corp. | 464017 | 2248775 |
|  | WITS Corp. | 22385 | 90086 |
| # | Wiwynn Corp. | 19000 | 2679372 |
|  | WNC Corp. | 125260 | 508283 |
|  | Wonderful Hi-Tech Co. <br> Ltd.<br>| 69683 | 103428 |
|  | Wowprime Corp. | 54387 | 380868 |
|  | WPG Holdings Ltd. | 374779 | 732983 |
| # | WT Microelectronics <br> Co. Ltd.<br>| 129284 | 599365 |
| # | WUS Printed Circuit <br> Co. Ltd.<br>| 80712 | 265982 |
|  | XinTec, Inc. | 49000 | 242508 |
|  | X-Legend <br> Entertainment Co. <br> Ltd.<br>| 9000 | 28714 |
| # | Xxentria Technology <br> Materials Corp.<br>| 87182 | 97863 |
|  | Ya Horng Electronic <br> Co. Ltd.<br>| 20000 | 36705 |
| # | Yageo Corp. | 345456 | 2780528 |
| # | Yang Ming Marine <br> Transport Corp.<br>| 499000 | 930964 |
|  | Yankey Engineering <br> Co. Ltd.<br>| 23134 | 345040 |
| # | YC INOX Co. Ltd. | 187624 | 117206 |
|  | YCC Parts <br> Manufacturing Co. <br> Ltd.<br>| 23000 | 32204 |
| # | Yea Shin International <br> Development Co. <br> Ltd.<br>| 114260 | 91876 |
| \* | Yeh-Chiang <br> Technology Corp.<br>| 14000 | 11794 |
| # | Yem Chio Co. Ltd. | 217322 | 93569 |
|  | Yen Sun Technology <br> Corp.<br>| 26000 | 38963 |
| \* | Yeong Guan Energy <br> Technology Group <br> Co. Ltd.<br>| 48659 | 31472 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | YFC-Boneagle Electric <br> Co. Ltd.<br>| 54704 | $37150 |
|  | YFY, Inc. | 540891 | 446057 |
|  | Yi Jinn Industrial Co. <br> Ltd.<br>| 85155 | 45124 |
| \* | Yieh Phui Enterprise <br> Co. Ltd.<br>| 438325 | 209944 |
|  | Yonyu Plastics Co. <br> Ltd.<br>| 39000 | 24920 |
|  | Young Fast <br> Optoelectronics Co. <br> Ltd.<br>| 41298 | 73158 |
| \* | Young Optics, Inc. | 22000 | 39077 |
| # | Youngtek Electronics <br> Corp.<br>| 62257 | 118985 |
|  | Yuan High-Tech <br> Development Co. <br> Ltd.<br>| 8400 | 46076 |
|  | Yuanta Financial <br> Holding Co. Ltd.<br>| 1823336 | 2041489 |
|  | Yuanta Futures Co. <br> Ltd.<br>| 55186 | 161482 |
|  | Yuen Foong Yu <br> Consumer Products <br> Co. Ltd.<br>| 36000 | 44943 |
| # | Yulon Finance Corp. | 152473 | 476156 |
|  | Yulon Motor Co. Ltd. | 352141 | 375461 |
|  | Yung Chi Paint & <br> Varnish <br> Manufacturing Co. <br> Ltd.<br>| 23362 | 56935 |
| # | Yungshin Construction <br> & Development Co. <br> Ltd.<br>| 51000 | 126624 |
|  | YungShin Global <br> Holding Corp.<br>| 87000 | 159280 |
|  | Yusin Holding Corp. | 12179 | 27318 |
| # | Zeng Hsing Industrial <br> Co. Ltd.<br>| 36906 | 110587 |
|  | Zenitron Corp. | 94000 | 105495 |
| # | Zero One Technology <br> Co. Ltd.<br>| 61422 | 228056 |
| # | Zhen Ding Technology <br> Holding Ltd.<br>| 261000 | 1378214 |
| \* | Zhong Yang <br> Technology Co. <br> Ltd.<br>| 19000 | 25851 |
| \* | Zig Sheng Industrial <br> Co. Ltd.<br>| 187231 | 46975 |
|  | ZillTek Technology <br> Corp.<br>| 11000 | 72126 |
| \* | Zinwell Corp. | 147010 | 67459 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Zippy Technology <br> Corp.<br>| 51000 | $85748 |
|  | Zyxel Group Corp. | 143826 | 163691 |
| TOTAL TAIWAN | TOTAL TAIWAN |  | 412823227 |
| THAILAND — (1.1%) | THAILAND — (1.1%) | THAILAND — (1.1%) | THAILAND — (1.1%) |
|  | AAPICO Hitech PCL <br> (AH/F TB)<br>| 122332 | 46534 |
| #\* | Absolute Clean <br> Energy PCL<br>| 859800 | 34833 |
|  | Advanced Info Service <br> PCL<br>| 62400 | 582799 |
|  | Advanced Information <br> Technology PCL, <br> Class F<br>| 368300 | 54900 |
|  | AEON Thana Sinsap <br> Thailand PCL<br>| 37700 | 123004 |
|  | After You PCL | 87400 | 13461 |
|  | Airports of Thailand <br> PCL<br>| 362100 | 461934 |
|  | Allianz Ayudhya <br> Capital PCL<br>| 16500 | 17350 |
|  | AMA Marine PCL | 65800 | 8465 |
|  | Amata Corp. PCL | 487500 | 217102 |
| # | AP Thailand PCL | 771202 | 206306 |
|  | Asia Plus Group <br> Holdings PCL<br>| 764400 | 52481 |
|  | Asia Sermkij Leasing <br> PCL<br>| 21000 | 5033 |
|  | Asian Alliance <br> International PCL<br>| 136100 | 21677 |
|  | Asian Insulators PCL | 149155 | 15222 |
|  | Asian Sea Corp. PCL | 76100 | 17180 |
|  | Asset World Corp. <br> PCL<br>| 1286200 | 87510 |
| \* | Assetwise PCL | 152000 | 29380 |
|  | Aurora Design PCL | 85800 | 38210 |
|  | Bangchak Corp. PCL | 222400 | 202901 |
|  | Bangchak Sriracha <br> PCL<br>| 303700 | 41890 |
| # | Bangkok Airways <br> PCL<br>| 146800 | 59020 |
|  | Bangkok Aviation Fuel <br> Services PCL<br>| 28500 | 8505 |
|  | Bangkok Bank PCL <br> (BBLF TB)<br>| 158100 | 782310 |
| # | Bangkok Commercial <br> Asset Management <br> PCL<br>| 706500 | 147483 |
| # | Bangkok Expressway <br> & Metro PCL<br>| 1187535 | 189139 |
|  | Bangkok Land PCL | 5830300 | 90155 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | Bangkok Life <br> Assurance PCL, <br> NVDR<br>| 88940 | $49510 |
|  | Bangkok Ranch PCL | 394200 | 20237 |
|  | BCPG PCL | 106800 | 27249 |
| # | BEC World PCL | 427599 | 25787 |
| # | Berli Jucker PCL | 209000 | 118284 |
|  | Betagro PCL | 198200 | 98073 |
|  | BKI Holdings PCL | 28780 | 272358 |
|  | Bluebik Group PCL | 46400 | 26834 |
| \* | BTS Group Holdings <br> PCL<br>| 1694500 | 154069 |
| # | Cal-Comp Electronics <br> Thailand PCL, <br> Class F<br>| 676978 | 127712 |
|  | Central Pattana PCL | 204200 | 339439 |
|  | Central Plaza Hotel <br> PCL<br>| 76800 | 76598 |
|  | Central Retail Corp. <br> PCL<br>| 382366 | 242416 |
|  | CH Karnchang PCL | 343972 | 162758 |
|  | Charoen Pokphand <br> Foods PCL<br>| 562093 | 366790 |
|  | CK Power PCL | 501000 | 39665 |
|  | Com7 PCL | 252600 | 195299 |
|  | Cotto F | 291200 | 1711 |
|  | CP ALL PCL | 487530 | 693564 |
| # | CP Axtra PCL | 185407 | 112385 |
|  | Delta Electronics <br> Thailand PCL<br>| 233300 | 1565675 |
|  | Dhipaya Group <br> Holdings PCL<br>| 141000 | 95061 |
|  | Diamond Building <br> Products PCL<br>| 152800 | 24809 |
| # | Dohome PCL | 334700 | 40369 |
|  | Don Muang Tollway <br> PCL<br>| 150500 | 47940 |
| # | Dynasty Ceramic <br> PCL<br>| 1511600 | 61708 |
|  | Eastern Polymer <br> Group PCL<br>| 402600 | 34863 |
|  | Eastern Water <br> Resources <br> Development & <br> Management PCL, <br> Class F<br>| 345900 | 26957 |
| #\* | Energy Absolute PCL | 1659900 | 157083 |
|  | Erawan Group PCL | 794500 | 57987 |
|  | Exotic Food PCL | 52700 | 24773 |
| #\* | Forth Corp. PCL | 95400 | 20358 |
|  | Forth Smart Service <br> PCL<br>| 130600 | 29888 |
|  | Fortune Parts Industry <br> PCL<br>| 205200 | 9709 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | GFPT PCL | 243300 | $77501 |
|  | Global Green <br> Chemicals PCL<br>| 36900 | 4063 |
|  | Gunkul Engineering <br> PCL<br>| 1707800 | 108801 |
|  | Haad Thip PCL | 109500 | 51135 |
|  | Hana Microelectronics <br> PCL<br>| 239201 | 171624 |
|  | Heng Leasing & <br> Capital PCL<br>| 196000 | 6122 |
| # | Home Product Center <br> PCL<br>| 1071727 | 217096 |
|  | Humanica PCL | 88600 | 14933 |
| \* | Hwa Fong Rubber <br> Thailand PCL, <br> Class F<br>| 162600 | 18405 |
|  | ICC International PCL | 47826 | 36237 |
|  | Ichitan Group PCL | 232700 | 88517 |
|  | Index Livingmall PCL | 102800 | 45463 |
|  | Indorama Ventures <br> PCL<br>| 170900 | 100949 |
| # | IRPC PCL | 4183800 | 148798 |
|  | IT City PCL | 52200 | 5650 |
| #\* | Jasmine Technology <br> Solution PCL<br>| 61800 | 48737 |
|  | Jaymart Group <br> Holdings PCL<br>| 189300 | 45664 |
| # | JMT Network Services <br> PCL<br>| 280837 | 84681 |
|  | Kang Yong Electric <br> PCL<br>| 2400 | 21005 |
|  | Karmarts PCL | 339966 | 86214 |
|  | Kasikornbank PCL <br> (KBANKF TB)<br>| 51600 | 297616 |
|  | KCE Electronics PCL | 275900 | 217580 |
|  | KGI Securities <br> Thailand PCL<br>| 666500 | 80800 |
| # | Kiatnakin Phatra Bank <br> PCL<br>| 39400 | 80116 |
|  | Krung Thai Bank PCL | 379950 | 320199 |
|  | Krungthai Card PCL | 160600 | 141553 |
|  | Lalin Property PCL | 208900 | 32302 |
|  | Lam Soon Thailand <br> PCL<br>| 132400 | 19081 |
|  | Land & Houses PCL <br> (LHF TB)<br>| 1472300 | 177578 |
|  | Land & Houses PCL <br> (LHR TB), NVDR<br>| 64820 | 7818 |
|  | LH Financial Group <br> PCL<br>| 1530300 | 36915 |
|  | Loxley PCL | 697570 | 32576 |
| # | LPN Development <br> PCL<br>| 545600 | 27672 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | Major Cineplex Group <br> PCL<br>| 204500 | $44903 |
|  | Malee Group PCL | 41300 | 5390 |
|  | MBK PCL | 43852 | 22377 |
|  | MC Group PCL | 194800 | 67474 |
|  | MCS Steel PCL | 220500 | 55918 |
|  | Mega Lifesciences <br> PCL<br>| 134200 | 122434 |
|  | Minor International <br> PCL<br>| 795771 | 566035 |
|  | MK Restaurants <br> Group PCL<br>| 126600 | 128225 |
| \* | Mono Next PCL | 320200 | 11784 |
| # | Moshi Moshi Retail <br> Corp. PLC<br>| 42900 | 45441 |
|  | Muang Thai Insurance <br> PCL<br>| 58000 | 30314 |
|  | Muangthai Capital <br> PCL<br>| 132200 | 165582 |
|  | Namyong Terminal <br> PCL<br>| 218500 | 19191 |
|  | Netbay PCL | 57700 | 36581 |
|  | Noble Development <br> PCL<br>| 419800 | 27783 |
|  | Northeast Rubber <br> PCL<br>| 678900 | 87343 |
|  | NSL Foods PCL | 11300 | 9086 |
|  | Osotspa PCL | 207400 | 100701 |
|  | Plan B Media PCL | 650932 | 84147 |
|  | Polyplex Thailand <br> PCL<br>| 141900 | 41471 |
|  | Precious Shipping <br> PCL<br>| 386800 | 80147 |
|  | Premier Marketing <br> PCL<br>| 106600 | 37583 |
|  | Prima Marine PCL | 295200 | 58885 |
| \* | Property Perfect PCL | 4335345 | 9385 |
|  | PTG Energy PCL | 541800 | 134047 |
|  | PTT Global Chemical <br> PCL<br>| 304256 | 237590 |
|  | PTT Oil & Retail <br> Business PCL<br>| 349400 | 158843 |
| # | Quality Houses PCL | 3044091 | 124268 |
|  | R&B Food Supply <br> PCL<br>| 203600 | 22668 |
|  | Ratchthani Leasing <br> PCL<br>| 640597 | 31698 |
|  | Regional Container <br> Lines PCL<br>| 175200 | 139521 |
|  | S Hotels & Resorts <br> PCL<br>| 455800 | 21567 |
|  | Sabina PCL | 35100 | 16825 |
|  | Saha Pathana <br> Inter-Holding PCL<br>| 28050 | 39254 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | Saha-Union PCL | 37800 | $33317 |
|  | Saksiam Leasing <br> PCL<br>| 214900 | 23926 |
|  | Samart Corp. PCL | 178000 | 33029 |
|  | Sansiri PCL | 5663833 | 245226 |
| # | Sappe PCL | 44100 | 49439 |
|  | SC Asset Corp. PCL | 883396 | 46444 |
|  | SCB X PCL | 81900 | 331805 |
|  | SCG Packaging PCL | 249599 | 140489 |
| # | SCGJWD Logistics <br> PCL<br>| 57100 | 14657 |
|  | Siam Cement PCL  | 86000 | 542570 |
| # | Siam Global House <br> PCL<br>| 224303 | 47864 |
|  | Siam Wellness Group <br> PCL<br>| 228750 | 20657 |
|  | Siamgas & <br> Petrochemicals <br> PCL<br>| 299100 | 59200 |
| \* | Singer Thailand PCL | 172900 | 31013 |
| # | Singha Estate PCL | 557400 | 9481 |
|  | SiS Distribution <br> Thailand PCL<br>| 37300 | 21341 |
| # | SISB PCL | 118300 | 43171 |
| \* | SKY ICT PCL | 100600 | 38268 |
| \* | SNC Former PCL | 138100 | 25625 |
|  | Somboon Advance <br> Technology PCL<br>| 100650 | 40777 |
|  | SPCG PCL | 215700 | 55368 |
| # | Sri Trang <br> Agro-Industry PCL<br>| 376400 | 138524 |
|  | Sri Trang Gloves <br> Thailand PCL<br>| 411698 | 85306 |
| # | Srinanaporn Marketing <br> PCL<br>| 164500 | 39936 |
|  | Srisawad Capital 1969 <br> PCL, Class F<br>| 445566 | 15295 |
|  | Srisawad Corp. PCL | 208959 | 182560 |
|  | Srivichai Vejvivat PCL | 174700 | 44033 |
|  | Star Petroleum <br> Refining PCL<br>| 746800 | 110859 |
|  | Starflex PCL | 89100 | 6999 |
| \* | STP & I PCL | 472180 | 52862 |
|  | Supalai PCL | 422825 | 223606 |
| \* | Super Energy Corp. <br> PCL<br>| 9042200 | 36353 |
|  | Susco PCL | 266700 | 19630 |
|  | SVI PCL | 202700 | 38866 |
|  | Syntec Construction <br> PCL<br>| 574800 | 31286 |
|  | TAC Consumer PCL | 154800 | 22979 |
| # | Taokaenoi Food & <br> Marketing PCL, <br> Class F<br>| 157200 | 23725 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | Thai Coconut PCL | 146700 | $32439 |
|  | Thai Life Insurance <br> PCL<br>| 140400 | 44723 |
|  | Thai Oil PCL | 257614 | 284821 |
|  | Thai President Foods <br> PCL<br>| 4100 | 24726 |
|  | Thai Stanley Electric <br> PCL (STANLY/F <br> TB), Class F<br>| 11300 | 67622 |
|  | Thai Stanley Electric <br> PCL (STANLY-R <br> TB), NVDR<br>| 3900 | 23339 |
|  | Thai Union Group <br> PCL<br>| 555532 | 225065 |
|  | Thai Vegetable Oil <br> PCL<br>| 180840 | 135343 |
|  | Thai Wah PCL | 229800 | 17909 |
| \* | Thaicom PCL | 219600 | 64858 |
| # | Thaifoods Group PCL | 501100 | 70357 |
|  | Thanachart Capital <br> PCL<br>| 63600 | 100312 |
| # | Thoresen Thai <br> Agencies PCL<br>| 602400 | 81972 |
|  | TIDLOR Holdings <br> PCL<br>| 258425 | 167834 |
|  | Tipco Asphalt PCL <br> (TASCO/F TB)<br>| 225200 | 96808 |
|  | TIPCO Foods PCL | 46200 | 11145 |
|  | Tisco Financial Group <br> PCL (TISCO/F TB)<br>| 28600 | 95083 |
|  | TKS Technologies <br> PCL<br>| 157730 | 27317 |
| # | TMBThanachart Bank <br> PCL<br>| 2445150 | 139896 |
| \* | TMT Steel PCL | 169300 | 15707 |
|  | TOA Paint Thailand <br> PCL<br>| 221900 | 88527 |
|  | TQM Alpha PCL | 88866 | 33804 |
|  | Triple i Logistics PCL | 142800 | 20491 |
| \* | True Corp. PCL | 1121203 | 395290 |
|  | TTW PCL | 251600 | 70418 |
|  | Union Auction PCL | 87100 | 15354 |
|  | Unique Engineering & <br> Construction PCL<br>| 182250 | 16233 |
|  | United Paper PCL | 138000 | 32862 |
|  | Univanich Palm Oil <br> PCL<br>| 256200 | 94287 |
|  | Vanachai Group PCL | 262120 | 16213 |
|  | VGI PCL | 2132600 | 82442 |
|  | WHA Corp. PCL | 1408100 | 141964 |
| \* | Xspring Capital PCL | 2834500 | 42077 |
| TOTAL THAILAND | TOTAL THAILAND |  | 20244288 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (0.7%) | TURKEY — (0.7%) | TURKEY — (0.7%) | TURKEY — (0.7%) |
| \* | Adese Alisveris <br> Merkezleri Ticaret <br> AS<br>| 2256095 | $195560 |
|  | Agesa Hayat ve <br> Emeklilik AS<br>| 16407 | 81871 |
| \* | Ahlatci Dogal Gaz <br> Dagitim Enerji VE <br> Yatirim AS<br>| 33594 | 22933 |
|  | Akbank TAS | 613519 | 885850 |
| \* | Akfen Yenilenebilir <br> Enerji AS<br>| 75221 | 30792 |
|  | Aksa Akrilik Kimya <br> Sanayii AS<br>| 525921 | 154958 |
| \* | Aksa Enerji Uretim <br> AS<br>| 32945 | 40703 |
| \* | Aksigorta AS | 107839 | 17916 |
|  | Albaraka Turk Katilim <br> Bankasi AS<br>| 752440 | 146976 |
| \* | Alkim Alkali Kimya AS | 66442 | 30632 |
|  | Anadolu Anonim Turk <br> Sigorta Sirketi<br>| 253141 | 139478 |
|  | Anadolu Hayat <br> Emeklilik AS<br>| 15866 | 38917 |
|  | Anadolu Isuzu <br> Otomotiv Sanayi Ve <br> Ticaret AS, Class C<br>| 14142 | 19309 |
| \* | Anel Elektrik Proje <br> Taahhut ve Ticaret <br> AS<br>| 55852 | 21892 |
| #\* | Arcelik AS | 10304 | 27070 |
| \* | ARD Grup Bilisim <br> Teknolojileri AS<br>| 54236 | 37473 |
| \* | Arsan Tekstil Ticaret <br> ve Sanayi AS<br>| 263434 | 18957 |
| # | Astor Transformator <br> Enerji Turizm Insaat <br> Ve Petrol Sanayi <br> Ticaret AS<br>| 42144 | 98362 |
|  | Atp Yazilim ve <br> Teknoloji AS<br>| 7255 | 24822 |
| \* | Aydem Yenilenebilir <br> Enerji AS<br>| 19426 | 8770 |
|  | Aygaz AS | 22033 | 103420 |
| \* | Bera Holding AS | 283731 | 123822 |
| \* | Besler Gida Ve Kimya <br> Sanayi Ve Ticaret <br> AS<br>| 113669 | 37913 |
| \* | Bien Yapi Urunleri <br> Sanayi Turizm ve <br> Ticaret AS<br>| 10888 | 10523 |
|  | BIM Birlesik <br> Magazalar AS<br>| 29586 | 378878 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
| #\* | Borusan Birlesik Boru <br> Fabrikalari Sanayi <br> ve Ticaret AS<br>| 1793 | $20516 |
|  | Borusan Yatirim ve <br> Pazarlama AS<br>| 598 | 34768 |
| \* | Bosch Fren Sistemleri <br> Sanayi ve Ticaret <br> AS<br>| 7266 | 29304 |
|  | Brisa Bridgestone <br> Sabanci Sanayi ve <br> Ticaret AS<br>| 10067 | 21158 |
|  | Celebi Hava Servisi <br> AS<br>| 1121 | 41520 |
| \* | Cemas Dokum Sanayi <br> AS<br>| 121737 | 16144 |
|  | Coca-Cola Icecek AS | 104785 | 128092 |
| \* | CW Enerji Muhendislik <br> Ticaret VE Sanayi <br> AS<br>| 52767 | 33463 |
| \* | Deva Holding AS | 14705 | 24747 |
|  | Dogan Sirketler Grubu <br> Holding AS<br>| 333302 | 135338 |
|  | Dogus Otomotiv <br> Servis ve Ticaret <br> AS<br>| 44067 | 188909 |
|  | Ebebek Magazacilik <br> AS<br>| 8355 | 10785 |
|  | Eczacibasi Yatirim <br> Holding Ortakligi <br> AS<br>| 7974 | 55203 |
|  | EGE Endustri VE <br> Ticaret AS<br>| 178 | 34591 |
|  | EGE Gubre Sanayii <br> AS<br>| 19870 | 50321 |
|  | EIS Eczacibasi Ilac ve <br> Sinai ve Finansal <br> Yatirimlar Sanayi ve <br> Ticaret AS<br>| 37161 | 79891 |
| Ω | Enerjisa Enerji AS | 37039 | 72612 |
|  | Enerya Enerji AS | 142583 | 33103 |
| # | Enka Insaat ve Sanayi <br> AS<br>| 141775 | 261542 |
| \* | Erbosan Erciyas Boru <br> Sanayii ve Ticaret <br> AS<br>| 4929 | 22789 |
|  | Europap Tezol Kagit <br> Sanayi VE Ticaret <br> AS<br>| 58048 | 18356 |
| \* | Europen Endustri <br> Insaat Sanayi VE <br> Ticaret AS<br>| 224242 | 47122 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
| \* | Europower Enerji VE <br> Otomasyon <br> Teknolojileri Sanayi <br> Ticaret AS<br>| 81772 | $55639 |
|  | Ford Otomotiv Sanayi <br> AS<br>| 31338 | 73889 |
| \* | Galata Wind Enerji <br> AS<br>| 35800 | 21730 |
|  | GEN Ilac VE Saglik <br> Urunleri Sanayi VE <br> Ticaret AS<br>| 11350 | 51619 |
|  | Gentas Genel Metal <br> Sanayi ve Ticaret <br> AS<br>| 80427 | 17598 |
| \* | Girsim Elektrik Sanayi <br> Taahut Ve Ticaret <br> AS<br>| 78397 | 87826 |
|  | Global Yatirim Holding <br> AS<br>| 695897 | 193145 |
|  | Goknur Gida <br> Maddeleri Ithalat <br> Ihracat Ticaret Ve <br> Sanayi AS<br>| 41982 | 23002 |
| \* | Gozde Girisim <br> Sermayesi Yatirim <br> Ortakligi AS<br>| 66504 | 35118 |
|  | Grainturk Tarim AS | 2349 | 25677 |
| \* | GSD Holding AS | 438423 | 50588 |
| #\* | Gubre Fabrikalari <br> TAS<br>| 8118 | 61055 |
|  | GUR-Sel Turizm <br> Tasimacilik VE <br> Servis Ticaret AS<br>| 6740 | 54647 |
| \* | HAT-San Gemi Insaa <br> Bakim Onarim <br> Deniz Nakliyat <br> Sanayi VE Ticaret <br> AS<br>| 9094 | 9980 |
| #\* | Hektas Ticaret TAS | 298236 | 25289 |
| \* | Hitit Bilgisayar <br> Hizmetleri AS<br>| 12651 | 14418 |
| \* | Indeks Bilgisayar <br> Sistemleri <br> Muhendislik Sanayi <br> ve Ticaret AS<br>| 212979 | 42364 |
| \* | Is Finansal Kiralama <br> AS<br>| 190849 | 87346 |
| \* | Isiklar Enerji ve Yapi <br> Holding AS<br>| 100001 | 81250 |
| \* | Izmir Demir Celik <br> Sanayi AS<br>| 315488 | 47896 |
| \* | Izmir Firca Sanayi ve <br> Ticaret AS<br>| 7268 | 25927 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
|  | Kalekim Kimyevi <br> Maddeler Sanayi ve <br> Ticaret AS<br>| 46960 | $38523 |
| \* | Katmerciler Arac Ustu <br> Ekipman Sanayi ve <br> Ticaret AS<br>| 757382 | 56298 |
| \* | Kayseri Seker <br> Fabrikasi AS<br>| 141676 | 61044 |
|  | Kiler Holding AS | 18824 | 60880 |
|  | Kocaer Celik Sanayi <br> Ve Ticaret AS<br>| 111918 | 36701 |
| \* | Kordsa Teknik Tekstil <br> AS<br>| 14902 | 19815 |
| \* | Koza Anadolu Metal <br> Madencilik <br> Isletmeleri AS<br>| 26514 | 56974 |
| \* | Koza Polyester Sanayi <br> VE Ticaret AS<br>| 72377 | 11896 |
|  | LDR Turizm AS | 12450 | 18874 |
|  | Logo Yazilim Sanayi <br> Ve Ticaret AS<br>| 19744 | 78484 |
| \* | Loras Holding AS | 144133 | 20653 |
| \* | Margun Enerji Uretim <br> Sanayi VE Ticaret <br> AS<br>| 140470 | 98825 |
| \* | Marmara Holding AS | 119365 | 8543 |
| #Ω | Mavi Giyim Sanayi Ve <br> Ticaret AS, Class B<br>| 251370 | 240704 |
| \* | Mega Metal Sanayi <br> VE Ticaret AS<br>| 31524 | 29686 |
| #\* | MIA Teknoloji AS | 41529 | 36765 |
|  | Naturelgaz Sanayi ve <br> Ticaret AS<br>| 120868 | 32148 |
| \* | Orge Enerji Elektrik <br> Taahhut AS<br>| 24876 | 40849 |
| \* | Ostim Endustriyel <br> Yatirimlar Ve <br> Isletme AS<br>| 231664 | 18825 |
| \* | Oyak Yatirim Menkul <br> Degerler AS<br>| 49714 | 64109 |
| #\* | Pegasus Hava <br> Tasimaciligi AS<br>| 72805 | 363004 |
| \* | Peker Gayrimenkul <br> Yatirim Ortakligi AS<br>| 701547 | 200120 |
|  | Penta Teknoloji <br> Urunleri Dagitim <br> Ticaret AS<br>| 24144 | 8834 |
| #\* | Petkim Petrokimya <br> Holding AS<br>| 304273 | 124080 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
|  | Platform Turizm <br> Tasimacilik Gida <br> Insaat Temizlik <br> Hizmetleri Sanayi <br> VE Ticaret AS<br>| 30966 | $19405 |
| \* | Polisan Holding AS | 30005 | 12502 |
| \* | Politeknik Metal <br> Sanayi ve Ticaret <br> AS<br>| 212 | 43249 |
| \* | Ral Yatirim Holding <br> AS<br>| 13568 | 63949 |
|  | Sarkuysan Elektrolitik <br> Bakir Sanayi ve <br> Ticaret AS<br>| 190319 | 69218 |
| #\* | Sasa Polyester Sanayi <br> AS<br>| 920436 | 67159 |
| \* | Say Yenilenebilir <br> Enerji Ekipmanlari <br> Sanayi ve Ticaret <br> AS<br>| 15668 | 20101 |
|  | Sekerbank Turk AS | 1077926 | 205084 |
|  | Selcuk Ecza Deposu <br> Ticaret ve Sanayi <br> AS<br>| 12997 | 24036 |
|  | Sok Marketler Ticaret <br> AS<br>| 80517 | 84626 |
|  | SUN Tekstil Sanayi Ve <br> Ticaret AS<br>| 46483 | 44210 |
|  | Suwen Tekstil Sanayi <br> Pazarlama AS<br>| 196141 | 54922 |
| \* | TAV Havalimanlari <br> Holding AS<br>| 40534 | 254770 |
| \* | Tekfen Holding AS | 30683 | 61408 |
| # | Tofas Turk Otomobil <br> Fabrikasi AS<br>| 21065 | 132092 |
| \* | Tukas Gida Sanayi ve <br> Ticaret AS<br>| 1069281 | 72715 |
| \* | Tumosan Motor ve <br> Traktor Sanayi AS<br>| 7217 | 18791 |
|  | Turcas Holding AS | 47712 | 43082 |
| \* | Tureks Turizm <br> Tasimacilik AS, <br> Class D<br>| 82247 | 16645 |
| #\* | Turk Altin Isletmeleri <br> AS<br>| 70377 | 44885 |
| # | Turk Hava Yollari AO | 128988 | 893197 |
| \* | Turk <br> Telekomunikasyon <br> AS<br>| 148117 | 179561 |
|  | Turkcell Iletisim <br> Hizmetleri AS<br>| 323023 | 764805 |
| # | Turkiye Garanti <br> Bankasi AS<br>| 135943 | 434190 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
|  | Turkiye Petrol <br> Rafinerileri AS<br>| 118020 | $553990 |
|  | Turkiye Sigorta AS | 392308 | 115166 |
| \* | Turkiye Sinai <br> Kalkinma Bankasi <br> AS<br>| 691090 | 211447 |
| #\* | Turkiye Vakiflar <br> Bankasi TAO, <br> Class D<br>| 753359 | 437168 |
| # | Ulker Biskuvi Sanayi <br> AS<br>| 76713 | 196827 |
| \* | Usak Seramik Sanayii <br> AS<br>| 191715 | 15831 |
| \* | Vakif Finansal <br> Kiralama AS<br>| 1162717 | 54286 |
|  | Vestel Beyaz Esya <br> Sanayi ve Ticaret <br> AS<br>| 115499 | 24151 |
| \* | Vestel Elektronik <br> Sanayi ve Ticaret <br> AS<br>| 61815 | 48944 |
| \* | Yapi ve Kredi Bankasi <br> AS<br>| 720873 | 575074 |
|  | Yaprak Sut ve Besi <br> Ciftlikleri San. Ve <br> Tic. AS<br>| 82 | 537 |
| \* | Yatas Yatak ve Yorgan <br> Sanayi ve Ticaret <br> AS<br>| 43261 | 38567 |
| \* | Yayla Agro Gida <br> Sanayi VE Nakliyat <br> AS<br>| 91970 | 24037 |
| \* | YEO Teknoloji Enerji <br> VE Endustri AS<br>| 27703 | 22592 |
|  | Ziraat Gayrimenkul <br> Yatirim Ortakligi AS<br>| 89179 | 49063 |
| \* | Zorlu Enerji Elektrik <br> Uretim AS<br>| 633619 | 50430 |
| TOTAL TURKEY | TOTAL TURKEY |  | 12913420 |
| UNITED ARAB EMIRATES — (1.5%) | UNITED ARAB EMIRATES — (1.5%) | UNITED ARAB EMIRATES — (1.5%) | UNITED ARAB EMIRATES — (1.5%) |
|  | Abu Dhabi <br> Commercial Bank <br> PJSC<br>| 327373 | 1284382 |
|  | Abu Dhabi Islamic <br> Bank PJSC<br>| 189500 | 1088891 |
|  | Abu Dhabi National <br> Hotels<br>| 2965692 | 359902 |
|  | Abu Dhabi National <br> Insurance Co. PSC<br>| 78793 | 156992 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |
|  | Abu Dhabi National <br> Oil Co. for <br> Distribution PJSC<br>| 629226 | $614956 |
| \* | Abu Dhabi Ports Co. <br> PJSC<br>| 448484 | 559930 |
|  | ADNOC Drilling Co. <br> PJSC<br>| 506641 | 769713 |
|  | ADNOC Logistics & <br> Services<br>| 236114 | 368827 |
|  | Agility Global PLC | 1377250 | 408584 |
|  | Agthia Group PJSC | 166034 | 174864 |
|  | Air Arabia PJSC | 1040403 | 1103959 |
|  | Ajman Bank PJSC | 449057 | 178506 |
| \* | AL Seer Marine <br> Supplies & <br> Equipment Co. LLC<br>| 118746 | 96052 |
|  | Aldar Properties <br> PJSC<br>| 240868 | 590155 |
|  | Alpha Dhabi Holding <br> PJSC<br>| 90330 | 246222 |
|  | Americana <br> Restaurants <br> International PLC - <br> Foreign Co.<br>| 831250 | 473140 |
| \* | Amlak Finance PJSC | 104018 | 49002 |
| \* | Apex Investment Co. <br> PSC<br>| 89958 | 94242 |
| \*†† | Arabtec Holding <br> PJSC<br>| 166414 | 0 |
| \* | Bank of Sharjah | 428900 | 150713 |
|  | Burjeel Holdings PLC | 264588 | 100890 |
|  | Deyaar Development <br> PJSC<br>| 461896 | 129714 |
|  | Dubai Financial <br> Market PJSC<br>| 604960 | 253886 |
|  | Dubai Investments <br> PJSC<br>| 1107342 | 1001343 |
|  | Dubai Islamic Bank <br> PJSC<br>| 579846 | 1499955 |
|  | Emaar Development <br> PJSC<br>| 262350 | 1065681 |
|  | Emaar Properties <br> PJSC<br>| 860389 | 3329399 |
|  | Emirates Driving Co. | 108230 | 93402 |
|  | Emirates Integrated <br> Telecommunications <br> Co. PJSC<br>| 250630 | 644506 |
|  | Emirates NBD Bank <br> PJSC<br>| 366178 | 2801950 |
| \* | Emirates Reem <br> Investments PJSC<br>| 12985 | 10103 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |
|  | Emirates <br> Telecommunications <br> Group Co. PJSC<br>| 439192 | $2318838 |
| \* | EMSTEEL Building <br> Materials PJSC<br>| 466626 | 149787 |
| \* | Eshraq Investments <br> PJSC<br>| 506300 | 59642 |
|  | Fertiglobe PLC | 322183 | 219271 |
|  | First Abu Dhabi Bank <br> PJSC<br>| 246883 | 1171955 |
| \* | Ghitha Holding PJSC | 11884 | 75892 |
| \* | Gulf Navigation <br> Holding PJSC<br>| 47457 | 117822 |
| \* | Gulf Pharmaceutical <br> Industries PSC<br>| 66647 | 22287 |
| \* | Manazel PJSC | 469227 | 38308 |
| \* | Modon Holding PSC | 410592 | 407941 |
| \* | Multiply Group PJSC | 1114825 | 905824 |
|  | National Bank of Ras <br> Al-Khaimah PSC<br>| 53122 | 112051 |
|  | National Central <br> Cooling Co. PJSC<br>| 238237 | 195830 |
|  | NMDC Group PJSC | 47789 | 311127 |
|  | Palms Sports PrJSC | 12421 | 28385 |
|  | Parkin Co. PJSC | 152749 | 230398 |
| \* | Presight AI Holding <br> PLC<br>| 100260 | 98497 |
| \* | RAK Properties PJSC | 644145 | 247483 |
|  | Ras Al Khaimah <br> Ceramics PJSC<br>| 298761 | 209062 |
|  | Salik Co. PJSC | 376998 | 613728 |
|  | Sharjah Islamic Bank | 413605 | 332206 |
| \* | Shuaa Capital PSC | 260400 | 15084 |
| \* | Space42 PLC | 280696 | 142024 |
|  | Taaleem Holdings <br> PJSC<br>| 37956 | 44811 |
|  | TECOM Group PJSC | 135101 | 119889 |
| \* | Union Properties <br> PJSC<br>| 554961 | 121678 |
| TOTAL UNITED ARAB <br> EMIRATES | TOTAL UNITED ARAB <br> EMIRATES |  | 28009681 |
| TOTAL COMMON <br> STOCKS | TOTAL COMMON <br> STOCKS |  | 1846059075 |
| 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%) |
|  | Alpargatas SA, <br> 1.006%<br>| 40900 | 80432 |
|  | Banco ABC Brasil SA, <br> 8.457%<br>| 37277 | 159433 |
| Ω | Banco BMG SA, <br> 7.859%<br>| 74500 | 55806 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
| \* | Banco BMG SA | 3063 | $2220 |
|  | Banco Bradesco SA, <br> 7.400%<br>| 448539 | 1514042 |
|  | Banco do Estado do <br> Rio Grande do Sul <br> SA, 9.033%<br>| 111307 | 284270 |
|  | Banco Mercantil do <br> Brasil SA, 2.089%<br>| 800 | 8479 |
|  | Banco Pan SA, <br> 2.333%<br>| 87718 | 168753 |
|  | Banco Pine SA, <br> 6.844%<br>| 29452 | 51405 |
|  | Centrais Eletricas <br> Brasileiras SA, <br> 6.512%<br>| 22000 | 242861 |
|  | Centrais Eletricas de <br> Santa Catarina SA, <br> 9.478%<br>| 5750 | 111677 |
|  | Cia de Ferro Ligas da <br> Bahia FERBASA, <br> 6.359%<br>| 57874 | 84445 |
|  | Cia De Sanena Do <br> Parana, 6.586%<br>| 337736 | 428766 |
|  | Cia Energetica de <br> Minas Gerais, <br> 12.908%<br>| 299550 | 631399 |
|  | Cia Energetica do <br> Ceara, 4.657%<br>| 4882 | 26334 |
|  | Cia Paranaense de <br> Energia - Copel <br> Class B, 4.654%<br>| 227791 | 589383 |
|  | Energisa SA, 6.170% | 177 | 309 |
|  | Eucatex SA Industria <br> e Comercio, <br> 4.404%<br>| 15000 | 46562 |
|  | Gerdau SA, 3.379% | 107502 | 378459 |
|  | Isa Energia Brasil SA, <br> 10.298%<br>| 54103 | 252517 |
|  | Itau Unibanco Holding <br> SA, 6.653%<br>| 344100 | 2522571 |
|  | Klabin SA, 6.050% | 2 | 1 |
|  | Marcopolo SA, <br> 7.858%<br>| 237764 | 348694 |
| \* | Raizen SA | 334196 | 59013 |
|  | Randoncorp SA, <br> 4.234%<br>| 74336 | 83594 |
|  | Schulz SA, 6.913% | 42646 | 38604 |
|  | Track & Field Co. SA, <br> 1.451%<br>| 12300 | 41404 |
|  | Unipar Carbocloro SA, <br> 10.425%<br>| 14548 | 191992 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
| \* | Usinas Siderurgicas <br> de Minas Gerais SA <br> Usiminas<br>| 153486 | $161761 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | 8565186 |
| CHILE — (0.0%) | CHILE — (0.0%) | CHILE — (0.0%) | CHILE — (0.0%) |
|  | Coca-Cola Embonor <br> SA Class B, <br> 6.187%<br>| 65507 | 96468 |
| COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) |
|  | Grupo Argos SA, <br> 5.588%<br>| 16185 | 50722 |
|  | Grupo Aval Acciones y <br> Valores SA, <br> 3.140%<br>| 398348 | 80296 |
|  | Grupo de Inversiones <br> Suramericana SA, <br> 3.606%<br>| 22374 | 237400 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | 368418 |
| INDIA — (0.0%) | INDIA — (0.0%) | INDIA — (0.0%) | INDIA — (0.0%) |
|  | TVS Motor Co. Ltd., <br> 6.000%<br>| 197040 | 22196 |
| TOTAL PREFERRED <br> STOCKS | TOTAL PREFERRED <br> STOCKS |  | 9052268 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) |
| \* | Banco Pine SA Rights <br> 11/17/2025<br>| 744 | 149 |
| \* | Oncoclinicas do Brasil <br> Servicos Medicos <br> SA Rights <br> 11/07/2025<br>| 85217 | 475 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | 624 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (0.0%) | MALAYSIA — (0.0%) | MALAYSIA — (0.0%) | MALAYSIA — (0.0%) |
| \* | Hengyuan Refining <br> Co. Bhd. Warrants <br> 10/27/2030<br>| 30550 | $1532 |
| SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) |
| \* | KBI Dongyang Steel <br> Pipe Co. Ltd. Rights <br> 12/04/2025<br>| 2879 | 1065 |
| TAIWAN — (0.0%) | TAIWAN — (0.0%) | TAIWAN — (0.0%) | TAIWAN — (0.0%) |
| \* | GlycoNex, Inc. | 545 | 27 |
| \* | National Aerospace <br> Fasteners Corp. <br> Rights 11/17/2025<br>| 1072 | 436 |
| \* | Yeong Guan Energy <br> Technology Group <br> Co. Ltd. Rights <br> 11/10/2025<br>| 6578 | 406 |
| TOTAL TAIWAN | TOTAL TAIWAN |  | 869 |
| THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) |
| \* | Assetwise PCL | 15200 | 0 |
| \* | Better World Green <br> PCL Warrants<br>| 613067 | 0 |
| TOTAL <br> RIGHTS/WARRANTS | TOTAL <br> RIGHTS/WARRANTS |  | 4090 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $1,110,203,304) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $1,110,203,304) |  | 1855115433 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (0.8%) | SECURITIES LENDING COLLATERAL — (0.8%) | SECURITIES LENDING COLLATERAL — (0.8%) | SECURITIES LENDING COLLATERAL — (0.8%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 1284246 | 14854873 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $1,125,058,177) | (Cost $1,125,058,177) |  | $1869970306 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

As of October 31, 2025, the value of Rule 144A securities amounted to $88,688,297 or 4.8% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| Brazil | &nbsp;&nbsp; $45769924 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $45769924 |
| Chile | &nbsp;&nbsp; 1657308 | &nbsp;&nbsp; $7383039 | &nbsp;&nbsp; — | &nbsp;&nbsp; 9040347 |
| China | &nbsp;&nbsp; 38330499 | &nbsp;&nbsp; 475490696 | &nbsp;&nbsp; $90423 | &nbsp;&nbsp; 513911618 |
| Colombia | &nbsp;&nbsp; 1953435 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1953435 |
| Czech Republic | &nbsp;&nbsp; — | &nbsp;&nbsp; 1557245 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1557245 |
| Egypt | &nbsp;&nbsp; 12944 | &nbsp;&nbsp; 469255 | &nbsp;&nbsp; — | &nbsp;&nbsp; 482199 |
| France | &nbsp;&nbsp; 297822 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 297822 |
| Greece | &nbsp;&nbsp; — | &nbsp;&nbsp; 9428752 | &nbsp;&nbsp; — | &nbsp;&nbsp; 9428752 |
| Hong Kong | &nbsp;&nbsp; — | &nbsp;&nbsp; 136479 | &nbsp;&nbsp; — | &nbsp;&nbsp; 136479 |
| Hungary | &nbsp;&nbsp; — | &nbsp;&nbsp; 4755985 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4755985 |
| India | &nbsp;&nbsp; 14853328 | &nbsp;&nbsp; 272673352 | &nbsp;&nbsp; — | &nbsp;&nbsp; 287526680 |
| Indonesia | &nbsp;&nbsp; 841351 | &nbsp;&nbsp; 20145978 | &nbsp;&nbsp; 21006 | &nbsp;&nbsp; 21008335 |
| Kuwait | &nbsp;&nbsp; — | &nbsp;&nbsp; 12394700 | &nbsp;&nbsp; 536 | &nbsp;&nbsp; 12395236 |
| Malaysia | &nbsp;&nbsp; — | &nbsp;&nbsp; 23656983 | &nbsp;&nbsp; 35 | &nbsp;&nbsp; 23657018 |
| Mexico | &nbsp;&nbsp; 35034062 | &nbsp;&nbsp; 350637 | &nbsp;&nbsp; — | &nbsp;&nbsp; 35384699 |
| Peru | &nbsp;&nbsp; 1494384 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1494384 |
| Philippines | &nbsp;&nbsp; 22054 | &nbsp;&nbsp; 8247299 | &nbsp;&nbsp; 2507 | &nbsp;&nbsp; 8271860 |
| Poland | &nbsp;&nbsp; — | &nbsp;&nbsp; 20851101 | &nbsp;&nbsp; — | &nbsp;&nbsp; 20851101 |
| Qatar | &nbsp;&nbsp; — | &nbsp;&nbsp; 14638936 | &nbsp;&nbsp; — | &nbsp;&nbsp; 14638936 |
| Saudi Arabia | &nbsp;&nbsp; 33126 | &nbsp;&nbsp; 52941261 | &nbsp;&nbsp; — | &nbsp;&nbsp; 52974387 |
| South Africa | &nbsp;&nbsp; 9092681 | &nbsp;&nbsp; 48989670 | &nbsp;&nbsp; — | &nbsp;&nbsp; 58082351 |
| South Korea | &nbsp;&nbsp; 1708520 | &nbsp;&nbsp; 246663150 | &nbsp;&nbsp; 77996 | &nbsp;&nbsp; 248449666 |
| Taiwan | &nbsp;&nbsp; 11392574 | &nbsp;&nbsp; 401425173 | &nbsp;&nbsp; 5480 | &nbsp;&nbsp; 412823227 |
| Thailand | &nbsp;&nbsp; 80667 | &nbsp;&nbsp; 20163621 | &nbsp;&nbsp; — | &nbsp;&nbsp; 20244288 |
| Turkey | &nbsp;&nbsp; 8543 | &nbsp;&nbsp; 12904877 | &nbsp;&nbsp; — | &nbsp;&nbsp; 12913420 |
| United Arab Emirates | &nbsp;&nbsp; — | &nbsp;&nbsp; 28009681 | &nbsp;&nbsp; — | &nbsp;&nbsp; 28009681 |
| Preferred Stocks |  |  |  |  |
| Brazil | &nbsp;&nbsp; 8565186 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 8565186 |
| Chile | &nbsp;&nbsp; — | &nbsp;&nbsp; 96468 | &nbsp;&nbsp; — | &nbsp;&nbsp; 96468 |
| Colombia | &nbsp;&nbsp; 368418 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 368418 |
| India | &nbsp;&nbsp; — | &nbsp;&nbsp; 22196 | &nbsp;&nbsp; — | &nbsp;&nbsp; 22196 |
| Rights/Warrants |  |  |  |  |
| Brazil | &nbsp;&nbsp; — | &nbsp;&nbsp; 624 | &nbsp;&nbsp; — | &nbsp;&nbsp; 624 |
| Malaysia | &nbsp;&nbsp; — | &nbsp;&nbsp; 1532 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1532 |
| South Korea | &nbsp;&nbsp; — | &nbsp;&nbsp; 1065 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1065 |
| Taiwan | &nbsp;&nbsp; — | &nbsp;&nbsp; 869 | &nbsp;&nbsp; — | &nbsp;&nbsp; 869 |
| Thailand | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 14854873 | &nbsp;&nbsp; — | &nbsp;&nbsp; 14854873 |
| Total Investments in Securities | &nbsp;&nbsp; $171516826 | &nbsp;&nbsp; $1698255497 | &nbsp;&nbsp; $197,983˂˃ | &nbsp;&nbsp; $1869970306 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| ˂˃ | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning <br> and/or end of the reporting period in relation to net assets.<br>|

---

See accompanying Notes to Financial Statements.

------

**Global Social Core Equity Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (63.0%) | DOMESTIC EQUITIES — (63.0%) | DOMESTIC EQUITIES — (63.0%) |
| U.S. Social Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 1584437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $51969540 |
| INTERNATIONAL EQUITIES — (37.0%) | INTERNATIONAL EQUITIES — (37.0%) | INTERNATIONAL EQUITIES — (37.0%) |
| International Social Core Equity Portfolio | &nbsp;&nbsp;&nbsp; 1121370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20700482 |
| Emerging Markets Social Core Equity Portfolio | &nbsp;&nbsp;&nbsp; 533867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9807133 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30507615 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $55,183,080) | TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $55,183,080) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $82477155 |
| TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) |
| ɎState Street Institutional U.S. Government Money Market Fund, 4.010% <br>(Cost $37,435) | &nbsp;&nbsp;&nbsp; 37435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37435 |
| TOTAL INVESTMENTS — (100.0%) <br>(Cost $55,220,515) | TOTAL INVESTMENTS — (100.0%) <br>(Cost $55,220,515) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $82514590 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Affiliated Investment Companies | &nbsp;&nbsp; $82477155 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $82477155 |
| Temporary Cash Investments | &nbsp;&nbsp; 37435 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 37435 |
| TOTAL | &nbsp;&nbsp; $82514590 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $82514590 |

---

See accompanying Notes to Financial Statements.

------

**DFA Social Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (8.6%) | AGENCY OBLIGATIONS — (8.6%) | AGENCY OBLIGATIONS — (8.6%) | AGENCY OBLIGATIONS — (8.6%) | AGENCY OBLIGATIONS — (8.6%) |
| Federal Home Loan Banks | Federal Home Loan Banks |  |  |  |
|  | 5.750%, 06/12/26 |  | 150 | $151672 |
|  | 3.000%, 09/11/26 |  | 1200 | 1191692 |
| # | 3.250%, 06/09/28 |  | 2350 | 2333787 |
|  | 3.250%, 11/16/28 |  | 6960 | 6885766 |
|  | 2.125%, 09/14/29 |  | 945 | 890260 |
|  | 2.125%, 12/14/29 |  | 1000 | 937910 |
|  | 5.500%, 07/15/36 |  | 3295 | 3624684 |
| Federal Home Loan <br> Mortgage Corp. | Federal Home Loan <br> Mortgage Corp. |  |  |  |
|  | 6.750%, 09/15/29 |  | 2500 | 2779520 |
|  | 6.750%, 03/15/31 |  | 3815 | 4365199 |
| # | 6.250%, 07/15/32 |  | 4239 | 4820983 |
| Federal National Mortgage <br> Association | Federal National Mortgage <br> Association |  |  |  |
|  | 2.125%, 04/24/26 |  | 3000 | 2975969 |
|  | 1.875%, 09/24/26 |  | 2090 | 2055264 |
|  | 0.750%, 10/08/27 |  | 1320 | 1249090 |
| # | 6.250%, 05/15/29 |  | 4330 | 4700260 |
|  | 7.125%, 01/15/30 |  | 3583 | 4052288 |
| # | 7.250%, 05/15/30 |  | 3316 | 3805073 |
|  | 0.875%, 08/05/30 |  | 10650 | 9350796 |
|  | 6.625%, 11/15/30 |  | 4400 | 4978196 |
| TOTAL AGENCY <br> OBLIGATIONS | TOTAL AGENCY <br> OBLIGATIONS |  |  | 61148409 |
| BONDS — (46.5%) | BONDS — (46.5%) | BONDS — (46.5%) | BONDS — (46.5%) | BONDS — (46.5%) |
| 7-Eleven, Inc. | 7-Eleven, Inc. |  |  |  |
| Ω | 1.800%, 02/10/31 |  | 173 | 150648 |
| Ω | 2.500%, 02/10/41 |  | 1132 | 789451 |
| ABN AMRO Bank NV, 3M <br> Euribor + 0.600%, FRN | ABN AMRO Bank NV, 3M <br> Euribor + 0.600%, FRN |  |  |  |
| (r) | 2.626%, 01/15/27 | EUR | 2600 | 3010255 |
| AerCap Ireland Capital <br> DAC/AerCap Global <br> Aviation Trust | AerCap Ireland Capital <br> DAC/AerCap Global <br> Aviation Trust |  |  |  |
|  | 3.850%, 10/29/41 |  | 308 | 254523 |
| Aetna, Inc. | Aetna, Inc. |  |  |  |
|  | 6.750%, 12/15/37 |  | 730 | 809028 |
|  | 4.500%, 05/15/42 |  | 200 | 172606 |
| Affiliated Managers Group, <br> Inc. | Affiliated Managers Group, <br> Inc. |  |  |  |
|  | 3.300%, 06/15/30 |  | 800 | 760578 |
| Agence Francaise de <br> Developpement EPIC | Agence Francaise de <br> Developpement EPIC |  |  |  |
|  | 2.875%, 01/21/30 | EUR | 600 | 693221 |
| Ahold Finance USA LLC | Ahold Finance USA LLC |  |  |  |
|  | 6.875%, 05/01/29 |  | 40 | 43471 |
| Aker BP ASA | Aker BP ASA |  |  |  |
| Ω | 5.125%, 10/01/34 |  | 200 | 196539 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Allstate Corp. | Allstate Corp. |  |  |  |
|  | 4.500%, 06/15/43 |  | 2000 | $1778847 |
| Ally Financial, Inc. | Ally Financial, Inc. |  |  |  |
|  | 8.000%, 11/01/31 |  | 200 | 227691 |
| Alphabet, Inc. | Alphabet, Inc. |  |  |  |
|  | 1.900%, 08/15/40 |  | 1400 | 955536 |
| Amazon.com, Inc. | Amazon.com, Inc. |  |  |  |
|  | 1.500%, 06/03/30 |  | 4000 | 3586438 |
|  | 2.875%, 05/12/41 |  | 3200 | 2448737 |
| Amcor Flexibles North <br> America, Inc. | Amcor Flexibles North <br> America, Inc. |  |  |  |
|  | 2.630%, 06/19/30 |  | 125 | 115609 |
| American Express Co. | American Express Co. |  |  |  |
|  | 4.050%, 12/03/42 |  | 1200 | 1042250 |
| American Honda Finance <br> Corp. | American Honda Finance <br> Corp. |  |  |  |
|  | 4.900%, 01/10/34 |  | 1000 | 1011041 |
| American Honda Finance <br> Corp., SOFR + 0.710%, <br> FRN | American Honda Finance <br> Corp., SOFR + 0.710%, <br> FRN |  |  |  |
| (r) | 4.812%, 07/09/27 |  | 1000 | 1001108 |
| American Tower Corp. | American Tower Corp. |  |  |  |
|  | 2.300%, 09/15/31 |  | 500 | 442743 |
|  | 4.050%, 03/15/32 |  | 625 | 605805 |
| Ameriprise Financial, Inc. | Ameriprise Financial, Inc. |  |  |  |
|  | 4.500%, 05/13/32 |  | 200 | 201170 |
| Aon Corp. | Aon Corp. |  |  |  |
| # | 3.750%, 05/02/29 |  | 1000 | 986703 |
| APA Infrastructure Ltd. | APA Infrastructure Ltd. |  |  |  |
| Ω | 5.000%, 03/23/35 |  | 1000 | 1002233 |
| ARES Capital Corp. | ARES Capital Corp. |  |  |  |
|  | 3.200%, 11/15/31 |  | 150 | 132744 |
|  | 5.800%, 03/08/32 |  | 200 | 202269 |
| Arrow Electronics, Inc. | Arrow Electronics, Inc. |  |  |  |
|  | 3.875%, 01/12/28 |  | 400 | 396186 |
| Ashtead Capital, Inc. | Ashtead Capital, Inc. |  |  |  |
| Ω | 2.450%, 08/12/31 |  | 1000 | 887059 |
|  | 5.950%, 10/15/33 |  | 3000 | 3168010 |
| Asian Development Bank, <br> SONIA + 1.000%, FRN | Asian Development Bank, <br> SONIA + 1.000%, FRN |  |  |  |
| (r) | 4.987%, 05/23/29 | GBP | 5000 | 6724495 |
| AT&T, Inc. | AT&T, Inc. |  |  |  |
|  | 2.750%, 06/01/31 |  | 306 | 280322 |
|  | 3.500%, 06/01/41 |  | 1705 | 1349009 |
| Australia & New Zealand <br> Banking Group Ltd. | Australia & New Zealand <br> Banking Group Ltd. |  |  |  |
|  | 4.950%, 02/05/29 | AUD | 5000 | 3341673 |
| Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.700%, FRN | Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.700%, FRN |  |  |  |
| (r) | 4.259%, 06/18/27 | AUD | 1000 | 656662 |

---

------

**DFA Social Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.960%, FRN | Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.960%, FRN |  |  |  |
| (r) | 4.622%, 02/05/29 | AUD | 1000 | $660732 |
| Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.620%, FRN | Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.620%, FRN |  |  |  |
| (r)Ω | 4.876%, 06/18/28 |  | 265 | 266150 |
| Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.810%, FRN | Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.810%, FRN |  |  |  |
| (r)Ω | 5.097%, 01/18/27 |  | 500 | 503002 |
| Autodesk, Inc. | Autodesk, Inc. |  |  |  |
|  | 3.500%, 06/15/27 |  | 315 | 312046 |
| Avnet, Inc. | Avnet, Inc. |  |  |  |
|  | 3.000%, 05/15/31 |  | 1500 | 1356619 |
|  | 5.500%, 06/01/32 |  | 120 | 121996 |
| Baker Hughes <br> Holdings LLC/Baker <br> Hughes Co-Obligor, Inc. | Baker Hughes <br> Holdings LLC/Baker <br> Hughes Co-Obligor, Inc. |  |  |  |
| # | 3.337%, 12/15/27 |  | 30 | 29590 |
| Bank of America Corp. | Bank of America Corp. |  |  |  |
|  | 5.875%, 02/07/42 |  | 2075 | 2226589 |
| Bank of Nova Scotia | Bank of Nova Scotia |  |  |  |
|  | 2.150%, 08/01/31 |  | 2200 | 1951077 |
|  | 2.450%, 02/02/32 |  | 275 | 245268 |
| Barclays PLC | Barclays PLC |  |  |  |
|  | 4.375%, 01/12/26 |  | 500 | 499952 |
| Best Buy Co., Inc. | Best Buy Co., Inc. |  |  |  |
|  | 1.950%, 10/01/30 |  | 300 | 266893 |
| Blackrock, Inc. | Blackrock, Inc. |  |  |  |
|  | 3.250%, 04/30/29 |  | 1400 | 1369566 |
|  | 2.400%, 04/30/30 |  | 133 | 123944 |
|  | 1.900%, 01/28/31 |  | 160 | 143199 |
|  | 2.100%, 02/25/32 |  | 500 | 439337 |
| Blue Owl Finance LLC | Blue Owl Finance LLC |  |  |  |
|  | 6.250%, 04/18/34 |  | 200 | 207540 |
| Boardwalk Pipelines LP | Boardwalk Pipelines LP |  |  |  |
|  | 3.600%, 09/01/32 |  | 1050 | 969801 |
| Boston Properties LP | Boston Properties LP |  |  |  |
|  | 2.550%, 04/01/32 |  | 1000 | 865974 |
| # | 5.750%, 01/15/35 |  | 400 | 409030 |
| Brighthouse Financial, Inc. | Brighthouse Financial, Inc. |  |  |  |
| # | 5.625%, 05/15/30 |  | 1200 | 1225552 |
| British Telecommunications <br> PLC | British Telecommunications <br> PLC |  |  |  |
| Ω | 3.250%, 11/08/29 |  | 1000 | 958191 |
| Broadcom, Inc. | Broadcom, Inc. |  |  |  |
|  | 3.419%, 04/15/33 |  | 767 | 715210 |
| Ω | 3.137%, 11/15/35 |  | 483 | 418621 |
| Ω | 3.187%, 11/15/36 |  | 41 | 34991 |
| Ω | 4.926%, 05/15/37 |  | 436 | 434119 |
|  | 3.500%, 02/15/41 |  | 1400 | 1157529 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Brookfield Finance, Inc. | Brookfield Finance, Inc. |  |  |  |
|  | 6.350%, 01/05/34 |  | 2130 | $2319264 |
| Brunswick Corp. | Brunswick Corp. |  |  |  |
|  | 4.400%, 09/15/32 |  | 200 | 190028 |
| Caisse d'Amortissement de <br> la Dette Sociale | Caisse d'Amortissement de <br> la Dette Sociale |  |  |  |
|  | 0.600%, 11/25/29 | EUR | 1000 | 1066770 |
|  | 3.125%, 03/01/30 | EUR | 6400 | 7534986 |
|  | 2.875%, 05/25/30 | EUR | 5500 | 6405376 |
| Canadian Imperial Bank of <br> Commerce | Canadian Imperial Bank of <br> Commerce |  |  |  |
| # | 3.600%, 04/07/32 |  | 2000 | 1900427 |
| Carrier Global Corp. | Carrier Global Corp. |  |  |  |
|  | 3.377%, 04/05/40 |  | 1000 | 814716 |
| CenterPoint Energy <br> Resources Corp. | CenterPoint Energy <br> Resources Corp. |  |  |  |
|  | 5.850%, 01/15/41 |  | 442 | 462402 |
| Choice Hotels <br> International, Inc. | Choice Hotels <br> International, Inc. |  |  |  |
|  | 3.700%, 12/01/29 |  | 520 | 499207 |
| Chubb Corp. | Chubb Corp. |  |  |  |
|  | 6.000%, 05/11/37 |  | 1000 | 1091142 |
| Cisco Systems, Inc. | Cisco Systems, Inc. |  |  |  |
|  | 5.900%, 02/15/39 |  | 200 | 217356 |
| Citigroup, Inc. | Citigroup, Inc. |  |  |  |
|  | 8.125%, 07/15/39 |  | 1167 | 1496415 |
|  | 5.875%, 01/30/42 |  | 400 | 424119 |
| CNO Financial Group, Inc. | CNO Financial Group, Inc. |  |  |  |
|  | 5.250%, 05/30/29 |  | 700 | 711234 |
|  | 6.450%, 06/15/34 |  | 1000 | 1061187 |
| Comcast Corp. | Comcast Corp. |  |  |  |
|  | 7.050%, 03/15/33 |  | 400 | 456262 |
|  | 3.900%, 03/01/38 |  | 310 | 270650 |
|  | 4.600%, 10/15/38 |  | 1225 | 1138299 |
|  | 6.550%, 07/01/39 |  | 1000 | 1102199 |
|  | 3.250%, 11/01/39 |  | 400 | 315431 |
|  | 3.750%, 04/01/40 |  | 3173 | 2636351 |
|  | 4.650%, 07/15/42 |  | 400 | 355237 |
| Conagra Brands, Inc. | Conagra Brands, Inc. |  |  |  |
|  | 5.300%, 11/01/38 |  | 300 | 288668 |
| Consolidated Edison Co. of <br> New York, Inc. | Consolidated Edison Co. of <br> New York, Inc. |  |  |  |
|  | 6.750%, 04/01/38 |  | 200 | 230167 |
|  | 4.200%, 03/15/42 |  | 1000 | 872647 |
| Constellation Energy <br> Generation LLC | Constellation Energy <br> Generation LLC |  |  |  |
|  | 5.750%, 10/01/41 |  | 500 | 514253 |
| Cooperatieve Rabobank <br> UA, 3M Swap + 0.750%, <br> FRN | Cooperatieve Rabobank <br> UA, 3M Swap + 0.750%, <br> FRN |  |  |  |
| (r) | 4.298%, 05/26/28 | AUD | 3000 | 1968573 |

---

------

**DFA Social Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Cooperatieve Rabobank <br> UA, 3M Swap + 1.030%, <br> FRN | Cooperatieve Rabobank <br> UA, 3M Swap + 1.030%, <br> FRN |  |  |  |
| (r) | 4.578%, 02/26/29 | AUD | 1500 | $991971 |
| Cooperatieve Rabobank <br> UA, SOFR + 0.710%, <br> FRN | Cooperatieve Rabobank <br> UA, SOFR + 0.710%, <br> FRN |  |  |  |
| (r) | 4.900%, 03/05/27 |  | 500 | 502656 |
| Cox Communications, Inc. | Cox Communications, Inc. |  |  |  |
| Ω | 4.800%, 02/01/35 |  | 300 | 282456 |
| Ω | 8.375%, 03/01/39 |  | 1500 | 1791291 |
| Ω | 4.700%, 12/15/42 |  | 300 | 244030 |
| Ω | 4.500%, 06/30/43 |  | 1900 | 1506172 |
| Crown Castle, Inc. | Crown Castle, Inc. |  |  |  |
|  | 2.900%, 04/01/41 |  | 1050 | 769521 |
| CSX Corp. | CSX Corp. |  |  |  |
|  | 4.100%, 03/15/44 |  | 200 | 169925 |
| Cummins, Inc. | Cummins, Inc. |  |  |  |
|  | 4.875%, 10/01/43 |  | 1180 | 1147701 |
| CVS Health Corp. | CVS Health Corp. |  |  |  |
|  | 4.780%, 03/25/38 |  | 500 | 469790 |
|  | 6.125%, 09/15/39 |  | 1900 | 1986366 |
|  | 4.125%, 04/01/40 |  | 85 | 72743 |
|  | 5.300%, 12/05/43 |  | 400 | 377549 |
|  | 6.000%, 06/01/44 |  | 500 | 506434 |
| DCP Midstream <br> Operating LP | DCP Midstream <br> Operating LP |  |  |  |
|  | 5.600%, 04/01/44 |  | 50 | 48600 |
| Dick's Sporting Goods, Inc. | Dick's Sporting Goods, Inc. |  |  |  |
|  | 3.150%, 01/15/32 |  | 300 | 275418 |
| Dollar Tree, Inc. | Dollar Tree, Inc. |  |  |  |
|  | 4.200%, 05/15/28 |  | 400 | 398435 |
| Dow Chemical Co. | Dow Chemical Co. |  |  |  |
|  | 6.300%, 03/15/33 |  | 1200 | 1283891 |
|  | 5.250%, 11/15/41 |  | 1450 | 1323976 |
|  | 4.625%, 10/01/44 |  | 200 | 165462 |
| E.ON International Finance <br> BV | E.ON International Finance <br> BV |  |  |  |
| Ω | 6.650%, 04/30/38 |  | 1000 | 1118511 |
| Eastman Chemical Co. | Eastman Chemical Co. |  |  |  |
|  | 4.800%, 09/01/42 |  | 2500 | 2208627 |
| Eaton Vance Corp. | Eaton Vance Corp. |  |  |  |
|  | 3.500%, 04/06/27 |  | 1500 | 1487628 |
| eBay, Inc. | eBay, Inc. |  |  |  |
|  | 4.000%, 07/15/42 |  | 500 | 417625 |
| Elevance Health, Inc. | Elevance Health, Inc. |  |  |  |
|  | 5.850%, 01/15/36 |  | 200 | 211650 |
|  | 6.375%, 06/15/37 |  | 400 | 438743 |
|  | 4.625%, 05/15/42 |  | 1000 | 906833 |
|  | 4.650%, 01/15/43 |  | 2066 | 1861089 |
|  | 5.100%, 01/15/44 |  | 200 | 189616 |
| Enbridge Energy <br> Partners LP | Enbridge Energy <br> Partners LP |  |  |  |
|  | 5.500%, 09/15/40 |  | 1071 | 1073233 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Enel Finance International <br> NV | Enel Finance International <br> NV |  |  |  |
| Ω | 6.000%, 10/07/39 |  | 1950 | $2061401 |
| Enterprise Products <br> Operating LLC | Enterprise Products <br> Operating LLC |  |  |  |
|  | 7.550%, 04/15/38 |  | 200 | 241675 |
|  | 6.125%, 10/15/39 |  | 400 | 435353 |
|  | 5.950%, 02/01/41 |  | 1800 | 1911933 |
|  | 5.700%, 02/15/42 |  | 400 | 413474 |
|  | 4.850%, 08/15/42 |  | 444 | 414304 |
| Equinix, Inc. | Equinix, Inc. |  |  |  |
|  | 2.500%, 05/15/31 |  | 500 | 451650 |
| European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.300%, FRN | European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.300%, FRN |  |  |  |
| (r) | 4.559%, 02/16/29 |  | 184 | 183829 |
| European Investment Bank | European Investment Bank |  |  |  |
| Δ | 0.000%, 09/09/30 | EUR | 1500 | 1541521 |
| European Investment <br> Bank, SONIA + 0.340%, <br> FRN | European Investment <br> Bank, SONIA + 0.340%, <br> FRN |  |  |  |
| (r) | 4.328%, 03/12/26 | GBP | 680 | 894024 |
| Expedia Group, Inc. | Expedia Group, Inc. |  |  |  |
|  | 3.250%, 02/15/30 |  | 1200 | 1145530 |
| Extra Space Storage LP | Extra Space Storage LP |  |  |  |
|  | 2.350%, 03/15/32 |  | 900 | 782097 |
| Fairfax Financial Holdings <br> Ltd. | Fairfax Financial Holdings <br> Ltd. |  |  |  |
|  | 6.000%, 12/07/33 |  | 1400 | 1489471 |
| FedEx Corp. | FedEx Corp. |  |  |  |
|  | 4.900%, 01/15/34 |  | 672 | 669310 |
|  | 3.250%, 05/15/41 |  | 450 | 336619 |
| Fidelity National Financial, <br> Inc. | Fidelity National Financial, <br> Inc. |  |  |  |
|  | 3.400%, 06/15/30 |  | 700 | 665165 |
|  | 2.450%, 03/15/31 |  | 500 | 442731 |
| Fidelity National <br> Information Services, <br> Inc. | Fidelity National <br> Information Services, <br> Inc. |  |  |  |
|  | 3.100%, 03/01/41 |  | 61 | 45561 |
| First American Financial <br> Corp. | First American Financial <br> Corp. |  |  |  |
|  | 2.400%, 08/15/31 |  | 300 | 261165 |
| Flex Ltd. | Flex Ltd. |  |  |  |
|  | 4.875%, 06/15/29 |  | 700 | 708764 |
| Flowserve Corp. | Flowserve Corp. |  |  |  |
|  | 2.800%, 01/15/32 |  | 900 | 800602 |
| FMR LLC | FMR LLC |  |  |  |
| Ω | 4.950%, 02/01/33 |  | 250 | 252426 |
| Fortune Brands <br> Innovations, Inc. | Fortune Brands <br> Innovations, Inc. |  |  |  |
|  | 3.250%, 09/15/29 |  | 1560 | 1494466 |

---

------

**DFA Social Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Fox Corp. | Fox Corp. |  |  |  |
|  | 5.476%, 01/25/39 |  | 1000 | $1005455 |
| Franklin Resources, Inc. | Franklin Resources, Inc. |  |  |  |
|  | 1.600%, 10/30/30 |  | 3300 | 2894526 |
| French Republic <br> Government Bonds OAT | French Republic <br> Government Bonds OAT |  |  |  |
|  | 2.500%, 05/25/30 | EUR | 3500 | 4022576 |
| GATX Corp. | GATX Corp. |  |  |  |
|  | 3.500%, 06/01/32 |  | 850 | 788409 |
| General Motors Co. | General Motors Co. |  |  |  |
|  | 6.250%, 10/02/43 |  | 1000 | 1021738 |
| General Motors Financial <br> Co., Inc. | General Motors Financial <br> Co., Inc. |  |  |  |
|  | 6.400%, 01/09/33 |  | 400 | 430995 |
|  | 5.450%, 09/06/34 |  | 200 | 202412 |
|  | 5.900%, 01/07/35 |  | 400 | 416689 |
| Global Payments, Inc. | Global Payments, Inc. |  |  |  |
|  | 4.450%, 06/01/28 |  | 787 | 787381 |
| Halliburton Co. | Halliburton Co. |  |  |  |
|  | 6.700%, 09/15/38 |  | 795 | 894450 |
|  | 7.450%, 09/15/39 |  | 1000 | 1196338 |
| Hasbro, Inc. | Hasbro, Inc. |  |  |  |
|  | 6.350%, 03/15/40 |  | 2200 | 2319499 |
| Health Care Service Corp. <br> A Mutual Legal Reserve <br> Co. | Health Care Service Corp. <br> A Mutual Legal Reserve <br> Co. |  |  |  |
| Ω | 2.200%, 06/01/30 |  | 500 | 453446 |
| Ω | 5.450%, 06/15/34 |  | 400 | 411574 |
| Home Depot, Inc. | Home Depot, Inc. |  |  |  |
|  | 3.300%, 04/15/40 |  | 3600 | 2965404 |
|  | 5.950%, 04/01/41 |  | 800 | 862076 |
| Host Hotels & Resorts LP | Host Hotels & Resorts LP |  |  |  |
|  | 5.700%, 07/01/34 |  | 1000 | 1025388 |
|  | 5.500%, 04/15/35 |  | 200 | 201933 |
| HP, Inc. | HP, Inc. |  |  |  |
| # | 6.000%, 09/15/41 |  | 1150 | 1178382 |
| HSBC Holdings PLC | HSBC Holdings PLC |  |  |  |
|  | 6.100%, 01/14/42 |  | 1900 | 2074490 |
| Humana, Inc. | Humana, Inc. |  |  |  |
|  | 4.950%, 10/01/44 |  | 2000 | 1780664 |
| IBM International Capital <br> Pte. Ltd. | IBM International Capital <br> Pte. Ltd. |  |  |  |
|  | 5.250%, 02/05/44 |  | 1500 | 1469601 |
| Illinois Tool Works, Inc. | Illinois Tool Works, Inc. |  |  |  |
|  | 3.900%, 09/01/42 |  | 200 | 170924 |
| ING Groep NV | ING Groep NV |  |  |  |
|  | 4.050%, 04/09/29 |  | 200 | 198586 |
| Intel Corp. | Intel Corp. |  |  |  |
|  | 4.600%, 03/25/40 |  | 300 | 271467 |
|  | 2.800%, 08/12/41 |  | 2300 | 1618838 |
|  | 4.800%, 10/01/41 |  | 130 | 117140 |
|  | 5.625%, 02/10/43 |  | 2400 | 2368284 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Inter-American <br> Development Bank, <br> SOFR + 0.170%, FRN | Inter-American <br> Development Bank, <br> SOFR + 0.170%, FRN |  |  |  |
| (r) | 4.336%, 09/16/26 |  | 750 | $750023 |
| Inter-American <br> Development Bank, <br> SOFR + 0.300%, FRN | Inter-American <br> Development Bank, <br> SOFR + 0.300%, FRN |  |  |  |
| (r) | 4.580%, 02/15/29 |  | 1100 | 1098130 |
| Inter-American <br> Development Bank, <br> SOFR + 0.350%, FRN | Inter-American <br> Development Bank, <br> SOFR + 0.350%, FRN |  |  |  |
| (r) | 4.466%, 10/04/27 |  | 5000 | 5008447 |
| (r) | 4.466%, 10/05/28 |  | 1200 | 1201018 |
| Intercontinental Exchange, <br> Inc. | Intercontinental Exchange, <br> Inc. |  |  |  |
|  | 2.650%, 09/15/40 |  | 4750 | 3530675 |
| International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.270%, FRN | International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.270%, FRN |  |  |  |
| (r) | 4.440%, 06/15/27 |  | 3200 | 3201988 |
| International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.430%, FRN | International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.430%, FRN |  |  |  |
| (r) | 4.694%, 08/19/27 |  | 1123 | 1127200 |
| International Business <br> Machines Corp. | International Business <br> Machines Corp. |  |  |  |
|  | 1.950%, 05/15/30 |  | 1600 | 1454096 |
|  | 4.000%, 06/20/42 |  | 400 | 340274 |
| International Development <br> Association | International Development <br> Association |  |  |  |
|  | 2.500%, 05/28/30 | EUR | 120 | 138401 |
| Invitation Homes Operating <br> Partnership LP | Invitation Homes Operating <br> Partnership LP |  |  |  |
|  | 2.000%, 08/15/31 |  | 1000 | 865859 |
|  | 2.700%, 01/15/34 |  | 1000 | 851194 |
| Jabil, Inc. | Jabil, Inc. |  |  |  |
|  | 3.600%, 01/15/30 |  | 750 | 724808 |
| Jackson Financial, Inc. | Jackson Financial, Inc. |  |  |  |
|  | 3.125%, 11/23/31 |  | 235 | 212997 |
| Japan Government Five <br> Year Bonds | Japan Government Five <br> Year Bonds |  |  |  |
|  | 0.400%, 09/20/28 | JPY | 292000 | 1863525 |
| Japan Government Ten <br> Year Bonds | Japan Government Ten <br> Year Bonds |  |  |  |
|  | 0.100%, 09/20/28 | JPY | 400000 | 2530530 |
| Jefferies Financial Group, <br> Inc. | Jefferies Financial Group, <br> Inc. |  |  |  |
|  | 2.625%, 10/15/31 |  | 350 | 307517 |
|  | 2.750%, 10/15/32 |  | 2120 | 1832229 |
|  | 6.200%, 04/14/34 |  | 2000 | 2098892 |

---

------

**DFA Social Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| JPMorgan Chase & Co. | JPMorgan Chase & Co. |  |  |  |
|  | 5.500%, 10/15/40 |  | 1600 | $1678806 |
| Kemper Corp. | Kemper Corp. |  |  |  |
|  | 3.800%, 02/23/32 |  | 330 | 304989 |
| Kimco Realty OP LLC | Kimco Realty OP LLC |  |  |  |
|  | 2.700%, 10/01/30 |  | 2200 | 2036581 |
| Kinder Morgan Energy <br> Partners LP | Kinder Morgan Energy <br> Partners LP |  |  |  |
|  | 6.500%, 09/01/39 |  | 100 | 109075 |
|  | 5.000%, 08/15/42 |  | 3700 | 3420632 |
|  | 5.000%, 03/01/43 |  | 400 | 368914 |
|  | 5.500%, 03/01/44 |  | 500 | 485401 |
|  | 5.400%, 09/01/44 |  | 150 | 143415 |
| KKR Group Finance Co. <br> II LLC | KKR Group Finance Co. <br> II LLC |  |  |  |
| #Ω | 5.500%, 02/01/43 |  | 500 | 493234 |
| Kraft Heinz Foods Co. | Kraft Heinz Foods Co. |  |  |  |
|  | 6.875%, 01/26/39 |  | 500 | 557481 |
|  | 4.625%, 10/01/39 |  | 1700 | 1547594 |
|  | 5.000%, 06/04/42 |  | 300 | 276828 |
| Kroger Co. | Kroger Co. |  |  |  |
|  | 7.500%, 04/01/31 |  | 424 | 485383 |
| Legg Mason, Inc. | Legg Mason, Inc. |  |  |  |
|  | 4.750%, 03/15/26 |  | 28 | 28017 |
| Lincoln National Corp. | Lincoln National Corp. |  |  |  |
|  | 3.400%, 01/15/31 |  | 373 | 352753 |
|  | 3.400%, 03/01/32 |  | 268 | 248159 |
|  | 7.000%, 06/15/40 |  | 1144 | 1295732 |
| LPL Holdings, Inc. | LPL Holdings, Inc. |  |  |  |
|  | 5.650%, 03/15/35 |  | 600 | 612391 |
| LSEGA Financing PLC | LSEGA Financing PLC |  |  |  |
| Ω | 3.200%, 04/06/41 |  | 2513 | 1956674 |
| LYB International Finance <br> BV | LYB International Finance <br> BV |  |  |  |
|  | 5.250%, 07/15/43 |  | 1200 | 1069712 |
|  | 4.875%, 03/15/44 |  | 200 | 170319 |
| LYB International Finance <br> III LLC | LYB International Finance <br> III LLC |  |  |  |
|  | 3.375%, 10/01/40 |  | 940 | 697619 |
| Macquarie Bank Ltd., 3M <br> Euribor + 0.440%, FRN | Macquarie Bank Ltd., 3M <br> Euribor + 0.440%, FRN |  |  |  |
| (r) | 2.455%, 12/18/26 | EUR | 195 | 225261 |
| Marathon Petroleum Corp. | Marathon Petroleum Corp. |  |  |  |
|  | 6.500%, 03/01/41 |  | 2712 | 2914167 |
| Mars, Inc. | Mars, Inc. |  |  |  |
| Ω | 3.875%, 04/01/39 |  | 400 | 351236 |
| Marsh & McLennan Cos., <br> Inc. | Marsh & McLennan Cos., <br> Inc. |  |  |  |
|  | 2.375%, 12/15/31 |  | 574 | 511014 |
|  | 4.750%, 03/15/39 |  | 500 | 485427 |
|  | 5.350%, 11/15/44 |  | 266 | 264449 |
| Mastercard, Inc. | Mastercard, Inc. |  |  |  |
|  | 4.350%, 01/15/32 |  | 1000 | 1005400 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| MetLife, Inc. | MetLife, Inc. |  |  |  |
|  | 5.700%, 06/15/35 |  | 1000 | $1070468 |
|  | 5.875%, 02/06/41 |  | 500 | 528799 |
| Micron Technology, Inc. | Micron Technology, Inc. |  |  |  |
|  | 4.663%, 02/15/30 |  | 100 | 101107 |
|  | 3.366%, 11/01/41 |  | 2950 | 2278850 |
| Mitsubishi UFJ Financial <br> Group, Inc. | Mitsubishi UFJ Financial <br> Group, Inc. |  |  |  |
|  | 2.048%, 07/17/30 |  | 2500 | 2260527 |
| Morgan Stanley | Morgan Stanley |  |  |  |
|  | 6.375%, 07/24/42 |  | 500 | 564053 |
| Mosaic Co. | Mosaic Co. |  |  |  |
| # | 5.625%, 11/15/43 |  | 485 | 477487 |
| Motorola Solutions, Inc. | Motorola Solutions, Inc. |  |  |  |
|  | 4.600%, 05/23/29 |  | 400 | 404424 |
| MPLX LP | MPLX LP |  |  |  |
|  | 4.500%, 04/15/38 |  | 1000 | 906690 |
| National Australia Bank <br> Ltd., 3M Swap + <br> 0.700%, FRN | National Australia Bank <br> Ltd., 3M Swap + <br> 0.700%, FRN |  |  |  |
| (r) | 4.358%, 05/10/27 | AUD | 720 | 472896 |
| National Australia Bank <br> Ltd., 3M Swap + <br> 1.030%, FRN | National Australia Bank <br> Ltd., 3M Swap + <br> 1.030%, FRN |  |  |  |
| (r) | 4.620%, 11/16/28 | AUD | 1500 | 993149 |
| National Australia Bank <br> Ltd., 3M Swap + <br> 1.200%, FRN | National Australia Bank <br> Ltd., 3M Swap + <br> 1.200%, FRN |  |  |  |
| (r) | 4.755%, 11/25/27 | AUD | 2500 | 1657538 |
| National Australia Bank <br> Ltd., SOFR + 0.600%, <br> FRN | National Australia Bank <br> Ltd., SOFR + 0.600%, <br> FRN |  |  |  |
| (r)Ω | 4.892%, 10/26/27 |  | 1200 | 1207776 |
| National Rural Utilities <br> Cooperative Finance <br> Corp. | National Rural Utilities <br> Cooperative Finance <br> Corp. |  |  |  |
|  | 8.000%, 03/01/32 |  | 121 | 143473 |
| NetApp, Inc. | NetApp, Inc. |  |  |  |
|  | 2.700%, 06/22/30 |  | 300 | 278433 |
| New Zealand Government <br> Bonds | New Zealand Government <br> Bonds |  |  |  |
|  | 4.500%, 05/15/30 | NZD | 21600 | 12999396 |
| New Zealand Local <br> Government Funding <br> Agency Bonds | New Zealand Local <br> Government Funding <br> Agency Bonds |  |  |  |
|  | 4.500%, 05/15/30 | NZD | 1900 | 1132108 |
| Newmont Corp. | Newmont Corp. |  |  |  |
|  | 5.450%, 06/09/44 |  | 200 | 202134 |
| NextEra Energy Capital <br> Holdings, Inc. | NextEra Energy Capital <br> Holdings, Inc. |  |  |  |
|  | 5.250%, 03/15/34 |  | 400 | 410961 |
| NIKE, Inc. | NIKE, Inc. |  |  |  |
|  | 2.850%, 03/27/30 |  | 6550 | 6232298 |

---

------

**DFA Social Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Nomura Holdings, Inc. | Nomura Holdings, Inc. |  |  |  |
|  | 2.679%, 07/16/30 |  | 400 | $368574 |
| Nucor Corp. | Nucor Corp. |  |  |  |
|  | 6.400%, 12/01/37 |  | 1750 | 1966312 |
| OP Corporate Bank PLC | OP Corporate Bank PLC |  |  |  |
|  | 0.250%, 03/24/26 | EUR | 200 | 228855 |
| OP Corporate Bank PLC, <br> 3M Euribor + 0.400%, <br> FRN | OP Corporate Bank PLC, <br> 3M Euribor + 0.400%, <br> FRN |  |  |  |
| (r) | 2.380%, 03/28/27 | EUR | 379 | 437630 |
| Oracle Corp. | Oracle Corp. |  |  |  |
|  | 3.600%, 04/01/40 |  | 1000 | 783129 |
|  | 5.375%, 07/15/40 |  | 500 | 476452 |
|  | 3.650%, 03/25/41 |  | 1500 | 1164860 |
| Phillips 66 | Phillips 66 |  |  |  |
|  | 5.875%, 05/01/42 |  | 800 | 814138 |
|  | 4.875%, 11/15/44 |  | 1200 | 1068775 |
| Plains All American <br> Pipeline LP/PAA Finance <br> Corp. | Plains All American <br> Pipeline LP/PAA Finance <br> Corp. |  |  |  |
|  | 4.300%, 01/31/43 |  | 1500 | 1227696 |
|  | 4.700%, 06/15/44 |  | 1000 | 855031 |
| Primerica, Inc. | Primerica, Inc. |  |  |  |
|  | 2.800%, 11/19/31 |  | 1700 | 1536502 |
| Principal Financial Group, <br> Inc. | Principal Financial Group, <br> Inc. |  |  |  |
|  | 6.050%, 10/15/36 |  | 1000 | 1086838 |
| Prologis LP | Prologis LP |  |  |  |
|  | 3.000%, 06/02/26 | EUR | 400 | 462171 |
|  | 5.125%, 01/15/34 |  | 800 | 821800 |
| Province of Quebec | Province of Quebec |  |  |  |
|  | 7.500%, 09/15/29 |  | 500 | 565570 |
| Prudential Funding Asia <br> PLC | Prudential Funding Asia <br> PLC |  |  |  |
|  | 3.625%, 03/24/32 |  | 2200 | 2105817 |
| Public Storage Operating <br> Co. | Public Storage Operating <br> Co. |  |  |  |
|  | 5.100%, 08/01/33 |  | 1600 | 1659114 |
| PulteGroup, Inc. | PulteGroup, Inc. |  |  |  |
|  | 6.000%, 02/15/35 |  | 1500 | 1616491 |
| Quanta Services, Inc. | Quanta Services, Inc. |  |  |  |
|  | 2.900%, 10/01/30 |  | 1147 | 1072706 |
| RCI Banque SA | RCI Banque SA |  |  |  |
|  | 3.875%, 09/30/30 | EUR | 2500 | 2945074 |
| Realty Income Corp. | Realty Income Corp. |  |  |  |
|  | 2.850%, 12/15/32 |  | 366 | 327451 |
| Reinsurance Group of <br> America, Inc. | Reinsurance Group of <br> America, Inc. |  |  |  |
|  | 3.150%, 06/15/30 |  | 1300 | 1229554 |
| RELX Capital, Inc. | RELX Capital, Inc. |  |  |  |
|  | 4.750%, 05/20/32 |  | 133 | 135643 |
| Rogers Communications, <br> Inc. | Rogers Communications, <br> Inc. |  |  |  |
|  | 7.500%, 08/15/38 |  | 300 | 349313 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Ross Stores, Inc. | Ross Stores, Inc. |  |  |  |
|  | 1.875%, 04/15/31 |  | 1000 | $873533 |
| Royalty Pharma PLC | Royalty Pharma PLC |  |  |  |
|  | 2.200%, 09/02/30 |  | 1800 | 1623248 |
|  | 3.300%, 09/02/40 |  | 1925 | 1490593 |
| Santander Holdings USA, <br> Inc. | Santander Holdings USA, <br> Inc. |  |  |  |
|  | 4.400%, 07/13/27 |  | 200 | 200239 |
| Schlumberger Holdings <br> Corp. | Schlumberger Holdings <br> Corp. |  |  |  |
| Ω | 2.650%, 06/26/30 |  | 439 | 410555 |
| #Ω | 4.850%, 05/15/33 |  | 1000 | 1005790 |
| Sherwin-Williams Co. | Sherwin-Williams Co. |  |  |  |
|  | 2.950%, 08/15/29 |  | 100 | 95460 |
| Simon Property Group LP | Simon Property Group LP |  |  |  |
|  | 2.200%, 02/01/31 |  | 1000 | 899418 |
|  | 2.250%, 01/15/32 |  | 2366 | 2076406 |
| # | 6.750%, 02/01/40 |  | 200 | 230428 |
| Societe Generale SA | Societe Generale SA |  |  |  |
| Ω | 3.000%, 01/22/30 |  | 1900 | 1781869 |
| Southwest Gas Corp. | Southwest Gas Corp. |  |  |  |
|  | 2.200%, 06/15/30 |  | 500 | 455505 |
| Stanley Black & Decker, <br> Inc. | Stanley Black & Decker, <br> Inc. |  |  |  |
|  | 5.200%, 09/01/40 |  | 600 | 581731 |
| Steel Dynamics, Inc. | Steel Dynamics, Inc. |  |  |  |
|  | 3.250%, 01/15/31 |  | 125 | 118509 |
| Sumitomo Mitsui Financial <br> Group, Inc. | Sumitomo Mitsui Financial <br> Group, Inc. |  |  |  |
|  | 3.784%, 03/09/26 |  | 600 | 599523 |
|  | 1.546%, 06/15/26 | EUR | 100 | 114795 |
|  | 3.040%, 07/16/29 |  | 800 | 767177 |
|  | 2.130%, 07/08/30 |  | 1160 | 1052678 |
|  | 2.222%, 09/17/31 |  | 250 | 221721 |
| Tapestry, Inc. | Tapestry, Inc. |  |  |  |
|  | 5.500%, 03/11/35 |  | 500 | 509171 |
| Target Corp. | Target Corp. |  |  |  |
| # | 4.000%, 07/01/42 |  | 600 | 515773 |
| Telefonica Emisiones SA | Telefonica Emisiones SA |  |  |  |
|  | 7.045%, 06/20/36 |  | 700 | 789199 |
| Telefonica Europe BV | Telefonica Europe BV |  |  |  |
|  | 8.250%, 09/15/30 |  | 975 | 1123642 |
| Texas Instruments, Inc. | Texas Instruments, Inc. |  |  |  |
|  | 4.900%, 03/14/33 |  | 1500 | 1547185 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. |  |  |  |
|  | 4.375%, 04/15/40 |  | 1000 | 898420 |
| Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |  |
|  | 4.456%, 06/08/32 |  | 750 | 749878 |
| Travelers Cos., Inc. | Travelers Cos., Inc. |  |  |  |
|  | 5.350%, 11/01/40 |  | 1000 | 1021051 |
| TWDC Enterprises 18 <br> Corp. | TWDC Enterprises 18 <br> Corp. |  |  |  |
|  | 4.375%, 08/16/41 |  | 2000 | 1818703 |

---

------

**DFA Social Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UBS AG | UBS AG |  |  |  |
|  | 5.808%, 11/24/28 | AUD | 1500 | $1023515 |
| UDR, Inc. | UDR, Inc. |  |  |  |
|  | 2.100%, 06/15/33 |  | 1000 | 833748 |
| Union Pacific Corp. | Union Pacific Corp. |  |  |  |
|  | 3.550%, 08/15/39 |  | 200 | 170873 |
|  | 3.200%, 05/20/41 |  | 2500 | 1966298 |
| United Overseas Bank <br> Ltd., 3M Swap + <br> 0.720%, FRN | United Overseas Bank <br> Ltd., 3M Swap + <br> 0.720%, FRN |  |  |  |
| (r) | 4.290%, 04/16/27 | AUD | 1300 | 853388 |
| United Parcel Service, Inc. | United Parcel Service, Inc. |  |  |  |
|  | 4.875%, 11/15/40 |  | 2000 | 1945521 |
| Valero Energy Corp. | Valero Energy Corp. |  |  |  |
| # | 6.625%, 06/15/37 |  | 450 | 497621 |
| VeriSign, Inc. | VeriSign, Inc. |  |  |  |
|  | 2.700%, 06/15/31 |  | 1000 | 906197 |
| Verizon Communications, <br> Inc. | Verizon Communications, <br> Inc. |  |  |  |
|  | 4.016%, 12/03/29 |  | 151 | 149579 |
|  | 2.355%, 03/15/32 |  | 238 | 208108 |
|  | 4.812%, 03/15/39 |  | 1390 | 1317959 |
|  | 3.400%, 03/22/41 |  | 1400 | 1099890 |
|  | 3.850%, 11/01/42 |  | 510 | 413280 |
| Visa, Inc. | Visa, Inc. |  |  |  |
| # | 2.050%, 04/15/30 |  | 1000 | 921921 |
|  | 2.700%, 04/15/40 |  | 3000 | 2311824 |
| Vodafone Group PLC | Vodafone Group PLC |  |  |  |
|  | 6.250%, 11/30/32 |  | 533 | 577407 |
| Volkswagen Group of <br> America Finance LLC | Volkswagen Group of <br> America Finance LLC |  |  |  |
| Ω | 5.800%, 03/27/35 |  | 300 | 308554 |
| Walmart, Inc. | Walmart, Inc. |  |  |  |
|  | 5.625%, 04/01/40 |  | 4000 | 4315745 |
| Walt Disney Co. | Walt Disney Co. |  |  |  |
|  | 3.500%, 05/13/40 |  | 140 | 117714 |
| Welltower OP LLC | Welltower OP LLC |  |  |  |
|  | 2.750%, 01/15/31 |  | 2000 | 1855983 |
| Westlake Corp. | Westlake Corp. |  |  |  |
|  | 3.375%, 06/15/30 |  | 100 | 95398 |
| Westpac Banking Corp., <br> SOFR + 0.420%, FRN | Westpac Banking Corp., <br> SOFR + 0.420%, FRN |  |  |  |
| (r) | 4.706%, 04/16/26 |  | 300 | 300267 |
| Westpac Banking Corp., <br> SOFR + 0.820%, FRN | Westpac Banking Corp., <br> SOFR + 0.820%, FRN |  |  |  |
| (r) | 5.089%, 07/01/30 |  | 2500 | 2523540 |
| Williams Cos., Inc. | Williams Cos., Inc. |  |  |  |
|  | 6.300%, 04/15/40 |  | 200 | 215409 |
| WP Carey, Inc. | WP Carey, Inc. |  |  |  |
|  | 2.450%, 02/01/32 |  | 1000 | 879565 |
| TOTAL BONDS | TOTAL BONDS |  |  | 330944255 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| U.S. TREASURY OBLIGATIONS — (41.5%) | U.S. TREASURY OBLIGATIONS — (41.5%) | U.S. TREASURY OBLIGATIONS — (41.5%) | U.S. TREASURY OBLIGATIONS — (41.5%) |
| U.S. Treasury Bills | U.S. Treasury Bills |  |  |
| ∞ | 3.983%, 11/18/25 | 2500 | $2495968 |
| ∞ | 4.074%, 11/25/25 | 5000 | 4988147 |
| ∞ | 3.934%, 12/11/25 | 5000 | 4979532 |
| U.S. Treasury Bonds | U.S. Treasury Bonds |  |  |
|  | 6.000%, 02/15/26 | 6500 | 6533008 |
|  | 6.250%, 05/15/30 | 3800 | 4203156 |
|  | 1.125%, 05/15/40 | 7600 | 4888344 |
|  | 4.375%, 05/15/40 | 1500 | 1491797 |
|  | 1.125%, 08/15/40 | 8800 | 5600031 |
|  | 3.875%, 08/15/40 | 2800 | 2626094 |
|  | 1.375%, 11/15/40 | 9000 | 5929102 |
|  | 1.875%, 02/15/41 | 8300 | 5883273 |
|  | 2.250%, 05/15/41 | 7500 | 5600098 |
|  | 1.750%, 08/15/41 | 8300 | 5682906 |
|  | 2.000%, 11/15/41 | 7900 | 5598508 |
|  | 2.375%, 02/15/42 | 2800 | 2093219 |
|  | 2.750%, 08/15/42 | 7600 | 5962437 |
|  | 2.750%, 11/15/42 | 6500 | 5075586 |
|  | 3.125%, 02/15/43 | 6700 | 5513629 |
|  | 2.875%, 05/15/43 | 6400 | 5056250 |
|  | 3.625%, 08/15/43 | 2000 | 1758750 |
|  | 3.625%, 02/15/44 | 6800 | 5953719 |
|  | 3.375%, 05/15/44 | 5500 | 4634395 |
|  | 3.125%, 08/15/44 | 7000 | 5661523 |
|  | 4.125%, 08/15/44 | 3000 | 2807930 |
|  | 3.000%, 11/15/44 | 7100 | 5612051 |
|  | 2.500%, 02/15/45 | 7000 | 5069258 |
|  | 4.750%, 02/15/45 | 1500 | 1520859 |
|  | 3.000%, 05/15/45 | 6500 | 5111894 |
|  | 2.875%, 08/15/45 | 2500 | 1919824 |
| U.S. Treasury Notes | U.S. Treasury Notes |  |  |
|  | 4.875%, 11/30/25 | 7000 | 7003958 |
|  | 2.625%, 12/31/25 | 1000 | 997839 |
|  | 4.250%, 01/31/26 | 4500 | 4503545 |
|  | 2.625%, 02/15/29 | 4000 | 3877344 |
|  | 2.375%, 03/31/29 | 3000 | 2880234 |
|  | 2.375%, 05/15/29 | 4600 | 4408992 |
|  | 3.250%, 06/30/29 | 2500 | 2466309 |
|  | 3.500%, 01/31/30 | 600 | 595852 |
|  | 4.000%, 07/31/30 | 5500 | 5569609 |
|  | 4.125%, 08/31/30 | 2500 | 2544824 |
|  | 4.625%, 09/30/30 | 600 | 624328 |
|  | 4.375%, 11/30/30 | 3500 | 3604180 |
|  | 1.250%, 08/15/31 | 5200 | 4518516 |
|  | 1.375%, 11/15/31 | 2000 | 1738906 |
|  | 4.125%, 11/30/31 | 5300 | 5386953 |
|  | 4.375%, 01/31/32 | 1500 | 1544648 |
|  | 1.875%, 02/15/32 | 3000 | 2673633 |
|  | 4.125%, 02/29/32 | 4500 | 4571719 |
|  | 2.875%, 05/15/32 | 5000 | 4717187 |
|  | 4.125%, 05/31/32 | 2500 | 2537695 |
|  | 4.000%, 06/30/32 | 2500 | 2519434 |
|  | 4.000%, 07/31/32 | 2000 | 2014453 |

---

------

**DFA Social Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
|  | 2.750%, 08/15/32 | 3500 | $3265664 |
|  | 3.875%, 08/31/32 | 5700 | 5698219 |
|  | 4.125%, 11/15/32 | 4000 | 4057969 |
|  | 3.500%, 02/15/33 | 2500 | 2435254 |
|  | 3.375%, 05/15/33 | 4000 | 3856406 |
|  | 3.875%, 08/15/33 | 5000 | 4975781 |
|  | 4.500%, 11/15/33 | 4000 | 4146875 |
|  | 4.625%, 02/15/35 | 3000 | 3129375 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.098%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.098%, <br> FRN |  |  |
| (r) | 3.864%, 01/31/27 | 9000 | 8990475 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.150%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.150%, <br> FRN |  |  |
| (r) | 3.916%, 04/30/26 | 8600 | 8598331 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.160%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.160%, <br> FRN |  |  |
| (r) | 3.926%, 04/30/27 | 8500 | 8497565 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.182%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.182%, <br> FRN |  |  |
| (r) | 3.948%, 07/31/26 | 8500 | 8500019 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.205%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.205%, <br> FRN |  |  |
| (r) | 3.971%, 10/31/26 | 9000 | 9001782 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.245%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.245%, <br> FRN |  |  |
| (r) | 4.011%, 01/31/26 | 9500 | $9501360 |
| U.S.Treasury Notes, 3M <br> USTMMR + 0.159%, <br> FRN | U.S.Treasury Notes, 3M <br> USTMMR + 0.159%, <br> FRN |  |  |
| #(r) | 3.925%, 07/31/27 | 9000 | 8998178 |
| TOTAL U.S. TREASURY <br> OBLIGATIONS | TOTAL U.S. TREASURY <br> OBLIGATIONS |  | 295204699 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face** <br>**Amount**<br>|  |
| FOREIGN SOVEREIGN OBLIGATIONS — (0.6%) | FOREIGN SOVEREIGN OBLIGATIONS — (0.6%) | FOREIGN SOVEREIGN OBLIGATIONS — (0.6%) | FOREIGN SOVEREIGN OBLIGATIONS — (0.6%) |
| Ontario Treasury Bills | Ontario Treasury Bills |  |  |
| ∞ | 2.309%, 01/21/26<br> CAD | 5500 | 3902096 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $700,937,906) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $700,937,906) |  | 691199459 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (2.8%) | SECURITIES LENDING COLLATERAL — (2.8%) | SECURITIES LENDING COLLATERAL — (2.8%) | SECURITIES LENDING COLLATERAL — (2.8%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 1750749 | 20250912 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $721,188,818) | (Cost $721,188,818) |  | $711450371 |

---

As of October 31, 2025, DFA Social Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 10192911 | EUR | 8721140 | Bank of New York Mellon | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; $137094 |
| USD | 2429216 | NZD | 4133356 | Citibank, N.A. | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 63354 |
| USD | 4040924 | NZD | 6799343 | Citibank, N.A. | 11/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 148463 |
| USD | 7325509 | EUR | 6287888 | Citibank, N.A. | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 72466 |
| USD | 3911651 | CAD | 5468446 | HSBC Bank | 11/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 8534 |
| USD | 4455402 | JPY | 678323416 | Societe Generale | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 44457 |
| USD | 7763445 | GBP | 5819686 | State Street Bank and Trust | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 117754 |
| USD | 11969012 | EUR | 10248636 | State Street Bank and Trust | 12/01/25 | &nbsp;&nbsp;&nbsp;&nbsp; 137930 |
| USD | 1458482 | NZD | 2432281 | Citibank, N.A. | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 64186 |
| USD | 1126075 | NZD | 1916537 | Goldman Sachs Capital Markets L.P. | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 27428 |
| USD | 5609957 | NZD | 9750936 | Royal Bank of Canada | 12/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; 19280 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$840946** |

---

------

**DFA Social Fixed Income Portfolio**

**CONTINUED**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 12687334 | AUD | 19451837 | Citibank, N.A. | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(41949)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(41949)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$798997** |

---

As of October 31, 2025, the value of Rule 144A securities amounted to $21,277,999 or 3.0% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $61148409 | &nbsp;&nbsp; — | &nbsp;&nbsp; $61148409 |
| Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; 330944255 | &nbsp;&nbsp; — | &nbsp;&nbsp; 330944255 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 295204699 | &nbsp;&nbsp; — | &nbsp;&nbsp; 295204699 |
| Foreign Sovereign Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 3902096 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3902096 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 20250912 | &nbsp;&nbsp; — | &nbsp;&nbsp; 20250912 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $711450371 | &nbsp;&nbsp; — | &nbsp;&nbsp; $711450371 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 840946 | &nbsp;&nbsp; — | &nbsp;&nbsp; 840946 |
| **Liabilities** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (41949) | &nbsp;&nbsp; — | &nbsp;&nbsp; (41949) |
| Total Financial Instruments | &nbsp;&nbsp; — | &nbsp;&nbsp; $798997 | &nbsp;&nbsp; — | &nbsp;&nbsp; $798997 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**October 31, 2025**

**(Amounts in thousands, except share and per share amounts)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **U.S. Social**<br> **Core Equity 2**<br> **Portfolio\***<br>| **International**<br> **Social Core**<br> **Equity**<br> **Portfolio\***<br>| **Emerging**<br> **Markets Social**<br> **Core Equity**<br> **Portfolio\***<br>| **Global**<br> **Social Core**<br> **Equity**<br> **Portfolio**<br>| **DFA Social**<br> **Fixed Income**<br> **Portfolio\***<br>|
| **ASSETS:** |  |  |  |  |  |
| Investments in Affiliated Investment Companies at Value |  |  |  | $82477 |  |
| Investment Securities at Value (including $28,804, $99,916, <br> $99,174, $0 and $19,830 of securities on loan, respectively)<br>| $2182414 | $1792997 | $1855115 |  | $691199 |
| Temporary Cash Investments at Value & Cost | 5600 |  |  | 37 |  |
| Collateral from Securities on Loan Invested in Affiliate at Value <br> (including cost of $29,432, $72,787, $14,855, $0 and $20,251, <br> respectively)<br>| 29432 | 72787 | 14855 |  | 20251 |
| Foreign Currencies at Value |  | 1901 | 3619 |  | 70 |
| Cash  | 214 | 9331 | 2828 |  | 11229 |
| Receivables: |  |  |  |  |  |
| Investment Securities Sold | 63 | 418 | 3184 |  |  |
| Dividends and Interest | 799 | 8911 | 1380 |  | 6722 |
| Securities Lending Income | 6 | 72 | 290 |  | 6 |
| Fund Shares Sold | 709 | 383 | 268 | 1 | 763 |
| Unrealized Gain on Forward Currency Contracts |  |  |  |  | 841 |
| Prepaid Expenses and Other Assets  | 19 | 96 | 9 | 14 | 13 |
| Total Assets | 2219256 | 1886896 | 1881548 | 82529 | 731094 |
| **LIABILITIES:** |  |  |  |  |  |
| Payables: |  |  |  |  |  |
| Upon Return of Securities Loaned | 29456 | 72802 | 14865 |  | 20250 |
| Investment Securities Purchased | 895 | 9 | 1369 |  | 6967 |
| Fund Shares Redeemed | 687 | 1206 | 2330 |  | 292 |
| Due to Advisor | 332 | 338 | 545 | 3 | 107 |
| Unrealized Loss on Forward Currency Contracts |  |  |  |  | 42 |
| Deferred Taxes Payable |  |  | 16781 |  |  |
| Accrued Expenses and Other Liabilities | 176 | 57 | 244 | 4 | 39 |
| Total Liabilities | 31546 | 74412 | 36134 | 7 | 27697 |
| **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |  |  |  |  |
| **NET ASSETS** | $2187710 | $1812484 | $1845414 | $82522 | $703397 |
| SHARES OUTSTANDING, $0.01 PAR VALUE (1) | 66699248 | 98186421 | 100444020 | 4755682 | 75590339 |
| **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE** <br> **PER SHARE**<br>| **$32.80** | **$18.46** | **$18.37** | **$17.35** | **$9.31** |
| Investments in Affiliated Investment Companies at Cost | $— | $— | $— | $55183 | $— |
| Investment Securities at Cost | $964108 | $1083578 | $1110203 | $— | $700938 |
| Foreign Currencies at Cost | $— | $1908 | $3624 | $— | $70 |
| **NET ASSETS CONSIST OF:** |  |  |  |  |  |
| Paid-In Capital | $973705 | $1150301 | $1175620 | $55247 | $751899 |
| Total Distributable Earnings (Loss) | 1214005 | 662183 | 669794 | 27275 | (48502)<br>|
| **NET ASSETS** | $2187710 | $1812484 | $1845414 | $82522 | $703397 |
| (1) NUMBER OF SHARES AUTHORIZED | 1000000000 | 1000000000 | 1500000000 | 500000000 | 1000000000 |

---

------

\*

See Note J in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE YEAR ENDED OCTOBER 31, 2025**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **U.S. Social**<br> **Core Equity 2**<br> **Portfolio**<br>| **International**<br> **Social Core**<br> **Equity**<br> **Portfolio**<br>| **Emerging**<br> **Markets Social**<br> **Core Equity**<br> **Portfolio**<br>| **Global**<br> **Social Core**<br> **Equity**<br> **Portfolio**<br>| **DFA Social**<br> **Fixed Income**<br> **Portfolio**<br>|
| **Investment Income** |  |  |  |  |  |
| Dividends (Net of Foreign Taxes Withheld of $19, $5,069, $6,243, $0 and <br> $0, respectively)<br>| $24046 | $49701 | $43528 |  |  |
| Dividend Income from Affiliates | 699 | 2134 | 460 | $1300 | $439 |
| Interest |  |  |  |  | 26177 |
| Income from Securities Lending, Net | 60 | 904 | 2837 |  | 66 |
| Total Investment Income | 24805 | 52739 | 46825 | 1300 | 26682 |
| **Fund Expenses** |  |  |  |  |  |
| Investment Management Fees | 3587 | 3641 | 5885 |  | 1162 |
| Accounting & Transfer Agent Fees | 329 | 239 | 236 | 12 | 134 |
| Custodian Fees | 38 | 141 | 792 |  | 7 |
| Filing Fees | 34 | 46 | 35 | 18 | 30 |
| Shareholders' Reports | 41 | 45 | 55 | 6 | 33 |
| Directors'/Trustees' Fees & Expenses | 15 | 13 | 13 | 1 | 5 |
| Professional Fees | 27 | 44 | 103 |  | 8 |
| Previously Waived Fees Recovered by Advisor (Note C) |  |  |  | 14 |  |
| Other | 379 | 182 | 242 | 6 | 20 |
| Total Fund Expenses | 4450 | 4351 | 7361 | 57 | 1399 |
| Fees Waived, Expenses Reimbursed by Advisor (Note C) |  |  |  | 1 |  |
| Fees Paid Indirectly (Note C) |  | 132 |  |  |  |
| Net Expenses | 4450 | 4219 | 7361 | 56 | 1399 |
| **Net Investment Income (Loss)** | 20355 | 48520 | 39464 | 1244 | 25283 |
| **Realized and Unrealized Gain (Loss)** |  |  |  |  |  |
| Net Realized Gain (Loss) on: |  |  |  |  |  |
| Investment Securities Sold | 656 | 5827 | 53109 <br><sup>1</sup><br>|  | (3399)<br>|
| Affiliated Investment Companies Shares Sold | 2 | 3 | 2 | 335 | 1 |
| Futures | 355 | (32)<br>| 52 | 5 |  |
| Foreign Currency Transactions |  | 153 | (191)<br>|  | 24 |
| Forward Currency Contracts |  |  |  |  | 1050 |
| In-Kind Redemptions | 154626 | 5107 |  |  |  |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |
| Investment Securities and Foreign Currency | 165828 | 364745 | 292508 <br><sup>2</sup><br>|  | 17149 |
| Affiliated Investment Companies Shares |  | (1)<br>|  | 12562 | (1)<br>|
| Translation of Foreign Currency-Denominated Amounts |  | 295 | 70 |  | (7)<br>|
| Forward Currency Contracts. |  |  |  |  | (105)<br>|
| **Net Realized and Unrealized Gain (Loss)** | 321467 | 376097 | 345550 | 12902 | 14712 |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | $341822 | $424617 | $385014 | $14146 | $39995 |
| <sup>1</sup>Net of foreign capital gain taxes withheld of: | $— | $— | $3517 | $— | $— |
| <sup>2</sup>Including foreign capital gain taxes of: | $— | $— | $3824 | $— | $— |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **U.S. Social Core Equity 2**<br> **Portfolio** | **U.S. Social Core Equity 2**<br> **Portfolio** | **International Social Core**<br> **Equity Portfolio** | **International Social Core**<br> **Equity Portfolio** | **Emerging Markets Social**<br> **Core Equity Portfolio** | **Emerging Markets Social**<br> **Core Equity Portfolio** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
| **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
| Operations: |  |  |  |  |  |  |
| Net Investment Income (Loss) | $20355 | $20844 | &nbsp;&nbsp; $48520 | $43825 | &nbsp;&nbsp; $39464 | $37744 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| Investment Securities Sold | 656 | (5783)<br>| &nbsp;&nbsp; 5827 | (6710)<br>| &nbsp;&nbsp; 53109 | 22280 |
| Affiliated Investment Companies Shares Sold | 2 |  | &nbsp;&nbsp; 3 | (5)<br>| &nbsp;&nbsp; 2 |  |
| Futures | 355 | 437 | &nbsp;&nbsp; (32)<br>| 13 | &nbsp;&nbsp; 52 | 6 |
| Foreign Currency Transactions |  |  | &nbsp;&nbsp; 153 | 111 | &nbsp;&nbsp; (191)<br>| (175)<br>|
| In-Kind Redemptions | 154626 | 138047 | &nbsp;&nbsp; 5107 |  | &nbsp;&nbsp; — |  |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |
| Investment Securities and Foreign Currency | 165828 | 410849 | &nbsp;&nbsp; 364745 | 261816 | &nbsp;&nbsp; 292508 | 258986 |
| Affiliated Investment Companies Shares |  |  | &nbsp;&nbsp; (1)<br>| 1 | &nbsp;&nbsp; — |  |
| Translation of Foreign Currency-Denominated Amounts |  |  | &nbsp;&nbsp; 295 | (72)<br>| &nbsp;&nbsp; 70 | (43)<br>|
| Net Increase (Decrease) in Net Assets Resulting from <br> Operations<br>| 341822 | 564394 | &nbsp;&nbsp; 424617 | 298979 | &nbsp;&nbsp; 385014 | 318798 |
| Distributions: |  |  |  |  |  |  |
| Institutional Class Shares | (18916)<br>| (30061)<br>| &nbsp;&nbsp; (57276)<br>| (46901)<br>| &nbsp;&nbsp; (55625)<br>| (46326)<br>|
| Capital Share Transactions (1): |  |  |  |  |  |  |
| Shares Issued | 460881 | 426128 | &nbsp;&nbsp; 237832 | 185645 | &nbsp;&nbsp; 178779 | 223256 |
| Shares Issued in Lieu of Cash Distributions | 17933 | 28283 | &nbsp;&nbsp; 53731 | 43474 | &nbsp;&nbsp; 50224 | 41442 |
| Shares Redeemed | (549776)<br>| (510880)<br>| &nbsp;&nbsp; (348722)<br>| (225384)<br>| &nbsp;&nbsp; (377083)<br>| (224039)<br>|
| Net Increase (Decrease) from Capital Share Transactions | (70962)<br>| (56469)<br>| &nbsp;&nbsp; (57159)<br>| 3735 | &nbsp;&nbsp; (148080)<br>| 40659 |
| Total Increase (Decrease) in Net Assets | 251944 | 477864 | &nbsp;&nbsp; 310182 | 255813 | &nbsp;&nbsp; 181309 | 313131 |
| **Net Assets** |  |  |  |  |  |  |
| Beginning of Year | 1935766 | 1457902 | &nbsp;&nbsp; 1502302 | 1246489 | &nbsp;&nbsp; 1664105 | 1350974 |
| End of Year | $2187710 | $1935766 | &nbsp;&nbsp; $1812484 | $1502302 | &nbsp;&nbsp; $1845414 | $1664105 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| Shares Issued | 15730 | 16781 | &nbsp;&nbsp; 14712 | 12810 | &nbsp;&nbsp; 11454 | 15519 |
| Shares Issued in Lieu of Cash Distributions | 606 | 1152 | &nbsp;&nbsp; 3251 | 3019 | &nbsp;&nbsp; 3115 | 2852 |
| Shares Redeemed  | (18857)<br>| (20148)<br>| &nbsp;&nbsp; (21032)<br>| (15546)<br>| &nbsp;&nbsp; (23870)<br>| (15542)<br>|
| Net Increase (Decrease) from Shares Issued and <br> Redeemed<br>| (2521)<br>| (2215)<br>| &nbsp;&nbsp; (3069)<br>| 283 | &nbsp;&nbsp; (9301)<br>| 2829 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Global Social Core**<br> **Equity Portfolio** | **Global Social Core**<br> **Equity Portfolio** | **DFA Social Fixed Income**<br> **Portfolio** | **DFA Social Fixed Income**<br> **Portfolio** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
| **Increase (Decrease) in Net Assets** |  |  |  |  |
| Operations: |  |  |  |  |
| Net Investment Income (Loss) | $1244 | $1090 | &nbsp;&nbsp; $25283 | $22366 |
| Capital Gain Distributions Received from Affiliated Investment Companies |  | 199 | &nbsp;&nbsp; — |  |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Investment Securities Sold |  |  | &nbsp;&nbsp; (3399)<br>| (5840)<br>|
| Affiliated Investment Companies Shares Sold | 335 | 498 | &nbsp;&nbsp; 1 | (5)<br>|
| Futures | 5 | 13 | &nbsp;&nbsp; — |  |
| Foreign Currency Transactions |  |  | &nbsp;&nbsp; 24 | (3)<br>|
| Forward Currency Contracts |  |  | &nbsp;&nbsp; 1050 | (1451)<br>|
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Investment Securities and Foreign Currency |  |  | &nbsp;&nbsp; 17149 | 39699 |
| Affiliated Investment Companies Shares | 12562 | 14549 | &nbsp;&nbsp; (1)<br>| 1 |
| Translation of Foreign Currency-Denominated Amounts |  |  | &nbsp;&nbsp; (7)<br>| 6 |
| Forward Currency Contracts |  |  | &nbsp;&nbsp; (105)<br>| 873 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | 14146 | 16349 | &nbsp;&nbsp; 39995 | 55646 |
| Distributions: |  |  |  |  |
| Institutional Class Shares | (1880)<br>| (1071)<br>| &nbsp;&nbsp; (25282)<br>| (21969)<br>|
| Capital Share Transactions (1): |  |  |  |  |
| Shares Issued | 11349 | 10903 | &nbsp;&nbsp; 151059 | 135131 |
| Shares Issued in Lieu of Cash Distributions | 1866 | 1062 | &nbsp;&nbsp; 24786 | 21508 |
| Shares Redeemed | (5801)<br>| (10741)<br>| &nbsp;&nbsp; (101651)<br>| (90877)<br>|
| Net Increase (Decrease) from Capital Share Transactions | 7414 | 1224 | &nbsp;&nbsp; 74194 | 65762 |
| Total Increase (Decrease) in Net Assets | 19680 | 16502 | &nbsp;&nbsp; 88907 | 99439 |
| **Net Assets** |  |  |  |  |
| Beginning of Year | 62842 | 46340 | &nbsp;&nbsp; 614490 | 515051 |
| End of Year | $82522 | $62842 | &nbsp;&nbsp; $703397 | $614490 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |
| Shares Issued | 724 | 833 | &nbsp;&nbsp; 16481 | 14892 |
| Shares Issued in Lieu of Cash Distributions | 120 | 77 | &nbsp;&nbsp; 2696 | 2372 |
| Shares Redeemed  | (375)<br>| (765)<br>| &nbsp;&nbsp; (11102)<br>| (10023)<br>|
| Net Increase (Decrease) from Shares Issued and Redeemed | 469 | 145 | &nbsp;&nbsp; 8075 | 7241 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **U.S. Social Core Equity 2 Portfolio** | **U.S. Social Core Equity 2 Portfolio** | **U.S. Social Core Equity 2 Portfolio** | **U.S. Social Core Equity 2 Portfolio** | **U.S. Social Core Equity 2 Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $27.97 | $20.41 | $19.94 | $24.72 | $16.94 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.30 | 0.30 | 0.29 | 0.28 | 0.27 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 4.81 | 7.68 | 1.06 | (3.89) | 7.78 |
| Total from Investment Operations  | 5.11 | 7.98 | 1.35 | (3.61) | 8.05 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.28) | (0.28) | (0.26) | (0.25) | (0.27) |
| Net Realized Gains  |  | (0.14) | (0.62) | (0.92) |  |
| Total Distributions  | (0.28) | (0.42) | (0.88) | (1.17) | (0.27) |
| Net Asset Value, End of Year | $32.80 | $27.97 | $20.41 | $19.94 | $24.72 |
| Total Return  | 18.39% | 39.44% | 6.85% | (15.22%) | 47.73% |
| Net Assets, End of Year (thousands)  | $2187710 | $1935766 | $1457902 | $1408766 | $1744512 |
| Ratio of Expenses to Average Net Assets  | 0.22% | 0.22% | 0.22% | 0.21% | 0.23% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor) <br>| 0.22% | 0.22% | 0.22% | 0.21% | 0.23% |
| Ratio of Net Investment Income to Average Net Assets  | 1.02% | 1.16% | 1.39% | 1.29% | 1.20% |
| Portfolio Turnover Rate  | 10% | 8% | 14% | 14% | 16% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **International Social Core Equity Portfolio** | **International Social Core Equity Portfolio** | **International Social Core Equity Portfolio** | **International Social Core Equity Portfolio** | **International Social Core Equity Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $14.84 | $12.34 | $11.16 | $15.60 | $11.49 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.47 | 0.43 | 0.41 | 0.41 | 0.37 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 3.72 | 2.54 | 1.12 | (4.30) | 4.09 |
| Total from Investment Operations  | 4.19 | 2.97 | 1.53 | (3.89) | 4.46 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.57) | (0.47) | (0.35) | (0.48) | (0.35) |
| Net Realized Gains  |  |  |  | (0.07) |  |
| Total Distributions  | (0.57) | (0.47) | (0.35) | (0.55) | (0.35) |
| Net Asset Value, End of Year | $18.46 | $14.84 | $12.34 | $11.16 | $15.60 |
| Total Return  | 28.72% | 24.20% | 13.59% | (25.40%) | 38.96% |
| Net Assets, End of Year (thousands)  | $1812484 | $1502302 | $1246489 | $1137761 | $1601533 |
| Ratio of Expenses to Average Net Assets  | 0.25% | 0.27% | 0.26% | 0.27% | 0.29% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.26% | 0.27% | 0.26% | 0.27% | 0.29% |
| Ratio of Net Investment Income to Average Net Assets  | 2.93% | 2.99% | 3.10% | 3.09% | 2.49% |
| Portfolio Turnover Rate  | 12% | 15% | 15% | 24% | 20% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Emerging Markets Social Core Equity Portfolio** | **Emerging Markets Social Core Equity Portfolio** | **Emerging Markets Social Core Equity Portfolio** | **Emerging Markets Social Core Equity Portfolio** | **Emerging Markets Social Core Equity Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $15.16 | $12.64 | $11.36 | $16.08 | $13.18 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.37 | 0.35 | 0.37 | 0.38 | 0.33 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 3.36 | 2.60 | 1.32 | (4.71) | 2.87 |
| Total from Investment Operations  | 3.73 | 2.95 | 1.69 | (4.33) | 3.20 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.52) | (0.43) | (0.41) | (0.39) | (0.30) |
| Total Distributions  | (0.52) | (0.43) | (0.41) | (0.39) | (0.30) |
| Net Asset Value, End of Year | $18.37 | $15.16 | $12.64 | $11.36 | $16.08 |
| Total Return  | 25.15% | 23.50% | 14.76% | (27.23%) | 24.28% |
| Net Assets, End of Year (thousands)  | $1845414 | $1664105 | $1350974 | $1259759 | $1714154 |
| Ratio of Expenses to Average Net Assets  | 0.44% | 0.44% | 0.43% | 0.45% | 0.47% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.44% | 0.44% | 0.44% | 0.45% | 0.47% |
| Ratio of Net Investment Income to Average Net Assets  | 2.35% | 2.41% | 2.77% | 2.64% | 2.00% |
| Portfolio Turnover Rate  | 11% | 17% | 21% | 25% | 22% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Global**<br> **Social Core**<br> **Equity**<br> **Portfolio** | **Global**<br> **Social Core**<br> **Equity**<br> **Portfolio** | **Global**<br> **Social Core**<br> **Equity**<br> **Portfolio** | **Global**<br> **Social Core**<br> **Equity**<br> **Portfolio** | **Global**<br> **Social Core**<br> **Equity**<br> **Portfolio** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Period | $14.66 | $11.19 | $10.39 | $13.29 | $9.60 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.28 | 0.24 | 0.21 | 0.22 | 0.20 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 2.83 | 3.47 | 0.79 | (2.82) | 3.77 |
| Total from Investment Operations  | 3.11 | 3.71 | 1.00 | (2.60) | 3.97 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.28) | (0.24) | (0.20) | (0.24) | (0.19) |
| Net Realized Gains  | (0.14) |  |  | (0.06) | (0.09) |
| Total Distributions  | (0.42) | (0.24) | (0.20) | (0.30) | (0.28) |
| Net Asset Value, End of Period | $17.35 | $14.66 | $11.19 | $10.39 | $13.29 |
| Total Return  | 21.63% | 33.33% | 9.60% | (19.80%) | 41.79% |
| Net Assets, End of Period (thousands)  | $82522 | $62842 | $46340 | $39753 | $70243 |
| Ratio of Expenses to Average Net Assets \*(B) | 0.34% | 0.34% | 0.34% | 0.34% | 0.34% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) <br> \*(B)<br>| 0.34% | 0.35% | 0.36% | 0.34% | 0.36% |
| Ratio of Net Investment Income to Average Net Assets  | 1.81% | 1.72% | 1.80% | 1.87% | 1.60% |
| Portfolio Turnover Rate  | 7% | 16% | N/A | N/A | N/A |
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred <br> by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows:<br>| 0.26% | 0.26% | 0.26% | 0.26% | 0.28% |

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See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

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**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA Social Fixed Income Portfolio** | **DFA Social Fixed Income Portfolio** | **DFA Social Fixed Income Portfolio** | **DFA Social Fixed Income Portfolio** | **DFA Social Fixed Income Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Period | $9.10 | $8.55 | $8.59 | $10.55 | $10.89 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.35 | 0.35 | 0.29 | 0.22 | 0.20 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.22 | 0.54 | (0.05) | (1.86) | (0.33) |
| Total from Investment Operations  | 0.57 | 0.89 | 0.24 | (1.64) | (0.13) |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.36) | (0.34) | (0.28) | (0.22) | (0.19) |
| Net Realized Gains  |  |  |  | (0.10) | (0.02) |
| Total Distributions  | (0.36) | (0.34) | (0.28) | (0.32) | (0.21) |
| Net Asset Value, End of Period | $9.31 | $9.10 | $8.55 | $8.59 | $10.55 |
| Total Return  | 6.33% | 10.52% | 2.74% | (15.92%) | (1.19%) |
| Net Assets, End of Period (thousands)  | $703397 | $614490 | $515051 | $465668 | $545008 |
| Ratio of Expenses to Average Net Assets  | 0.22% | 0.22% | 0.22% | 0.22% | 0.23% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.22% | 0.22% | 0.22% | 0.22% | 0.23% |
| Ratio of Net Investment Income to Average Net Assets  | 3.92% | 3.85% | 3.21% | 2.26% | 1.89% |
| Portfolio Turnover Rate  | 30% | 26% | 36% | 27% | 21% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

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**DFA INVESTMENT DIMENSIONS GROUP INC.**

**NOTES TO FINANCIAL STATEMENTS**

**A. Organization:** 

DFA Investment Dimensions Group Inc. (the "Fund" or "IDG") is an open-end management investment company whose shares are offered without a sales charge, generally to institutional investors and clients of registered investment advisors. The Fund offers one hundred and three operational portfolios as of October 31, 2025, five of which, U.S. Social Core Equity 2 Portfolio, International Social Core Equity Portfolio, Emerging Markets Social Core Equity Portfolio, Global Social Core Equity Portfolio, and DFA Social Fixed Income Portfolio (the "Portfolios"), are included in this report. The remaining operational portfolios are presented in separate reports. The Portfolios are investment companies and, accordingly, follow the accounting and reporting guidance under Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC") Topic 946, "Financial Services-Investment Companies." The Global Social Core Equity Portfolio generally allocates its assets among other funds managed by Dimensional Fund Advisors LP (the "Advisor") (collectively, the "Underlying Funds"). The Global Social Core Equity Portfolio may also invest in affiliated and unaffiliated registered and unregistered money market funds. The Global Social Core Equity Portfolio invests in three Underlying Funds within the Fund. As of October 31, 2025, the Global Social Core Equity Portfolio was the owner of record of the following approximate percentages of the total outstanding shares of the following Underlying Funds as detailed below:

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| | | |
|:---|:---|:---|
| **Fund of Funds** | **Underlying Funds** | **Percentage**<br> **Ownership**<br> **at 10/31/2025**<br>|
| Global Social Core Equity Portfolio | U.S. Social Core Equity 2 Portfolio (IDG)  | &nbsp;&nbsp; 2% |
|  | International Social Core Equity Portfolio (IDG) | &nbsp;&nbsp; 1% |
|  | &nbsp;&nbsp; Emerging Markets Social Core Equity Portfolio <br> (IDG)<br>| &nbsp;&nbsp; 1% |

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**B. Significant Accounting Policies:**

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates, and those differences could be material.

1. Security Valuation: The Portfolios use a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 1 – inputs are quoted prices in active markets for identical securities (including equity securities, open-end investment companies, and futures contracts)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 3 – significant unobservable inputs (including the Portfolios' own assumptions in determining the fair value of investments)

Debt securities held by the DFA Social Fixed Income Portfolio are valued on the basis of evaluated prices provided by one or more pricing services or other reasonably reliable sources including broker/dealers that typically handle the purchase and sale of such securities. Securities that are traded OTC and on a stock exchange generally will be valued according to the broadest and most representative market, and it is expected that for bonds and other fixed income securities, this ordinarily will be the OTC market. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

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Securities held by U.S. Social Core Equity 2 Portfolio and International Social Core Equity Portfolio and Emerging Markets Social Core Equity Portfolio (the "International Equity Portfolios"), including OTC 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 U.S. Social Core Equity 2 Portfolio 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 U.S. Social Core Equity 2 Portfolio and the International Equity Portfolios value the securities at the mean between the most recent quoted bid and ask prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end management investment companies are valued using their respective net asset values or public offering prices, as appropriate, for purchase orders placed at the close of the New York Stock Exchange ("NYSE"). These securities are generally categorized as Level 1 in the hierarchy. The investment in The DFA Short Term Investment Fund (the "Short Term Series"), which is an open-end management investment company available for purchase only by the Portfolios and affiliated funds, is categorized as Level 2 in the hierarchy.

Securities for which no market quotations are readily available (including restricted securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Directors of the Fund (the "Board"). Fair value pricing may also be used if events that have a significant effect on the value of an investment (as determined in the discretion of 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 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.

Futures contracts held by the Portfolios are valued using the settlement price established each day on the exchange on which they are traded. These valuations are generally categorized as Level 1 in the hierarchy.

Shares held by the Global Social Core Equity Portfolio in other investment companies (such as the Underlying Funds) are valued at their respective daily net asset values as reported by their administrator. These valuations are classified as Level 1 in the hierarchy except with respect to the Short Term Series, as noted above.

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. Valuation hierarchy tables are included at the end of the Schedules of Investments. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

2. Foreign Currency Translation: Securities and other assets and liabilities of the International Equity Portfolios and DFA Social Fixed Income Portfolio whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recent bid and ask prices for the U.S. dollar as quoted by generally recognized reliable sources. To facilitate the translation, the Portfolios enter into foreign currency contracts. A foreign currency contract is a spot agreement between two parties to buy and sell currencies at current market exchange rates, for settlement generally within two business days. Dividend and interest income and certain expenses are translated to U.S. dollars at the rate of exchange on their respective accrual dates. Receivables and payables denominated in foreign currencies are marked-to-market daily based on daily exchange rates and exchange gains or losses are realized upon ultimate receipt or disbursement.

The International Equity Portfolios and DFA Social Fixed Income Portfolio do not isolate the effect of foreign exchange rate fluctuations from the effect of fluctuations in the market prices of securities, whether realized or unrealized.

Realized gains or losses on foreign currency transactions represent net foreign exchange gains or losses from the disposition of foreign currencies, currency gains or losses realized between the trade and settlement dates of securities transactions, and the difference between amounts of interest, dividends and any foreign withholding taxes recorded on the books of the International Equity Portfolios and DFA Social Fixed Income Portfolio and the U.S. dollar equivalent amounts actually received or paid.

3. Deferred Compensation Plan: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the "Plan"). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds, each of which are affiliates of the Portfolios, and advised by the Advisor: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company Portfolio, U.S. Vector Equity Portfolio, U.S. Micro Cap Portfolio, DFA International Value Portfolio, International Core Equity 2 Portfolio, Emerging Markets Portfolio, Emerging Markets Core Equity 2 Portfolio, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/Trustees' Fees & Expenses.

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the "Notice") to defer the receipt of the Director's deferred compensation until a date specified by such Director in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board; and (ii) five years following the effective date of the Director's first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

4. Other: Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Non-cash dividend income received in the form of securities in-lieu of cash, if any, are recorded at the fair value of securities received. Distributions received on securities that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolios estimate the character of received distributions that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Discount and premium on debt securities purchased are amortized over the lives of the respective securities, using the effective interest method. Expenses directly attributable to a Portfolio are directly charged. Common expenses of the Fund or the Portfolios are allocated using methods approved by the Board, generally based on average net assets or equally.

The International Equity Portfolios and DFA Social Fixed Income Portfolio may be subject to taxes imposed by countries in which they invest, with respect to their investments in issuers existing or operating in such countries. Such taxes are generally based on income earned or repatriated and capital gains realized on the sale of such

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investments. The International Equity Portfolios and DFA Social Fixed Income Portfolio accrue such taxes when the related income or capital gains are earned or throughout the holding period. Some countries require governmental approval for the repatriation of investment income, capital or the proceeds of sales earned by foreign investors. Additionally, if there is a deterioration in a country's balance of payments or for other reasons, a country may impose temporary restrictions on foreign capital remittances abroad.

Emerging Markets Social Core Equity Portfolio is subject to tax on short-term and long-term capital gains for investments in India. Such taxes are accrued on a daily basis and due upon sale of individual securities.

**C. Investment Advisor:**

The Advisor provides investment management services to the Portfolios. The Advisor is not paid a fee for the services it provides as investment advisor to the Global Social Core Equity Portfolio. As a shareholder of the Underlying Funds, the Global Social Core Equity Portfolio pays its proportionate share of the management fees paid to the Advisor by the Underlying Funds.

For the year ended October 31, 2025, the Portfolios' investment management fees were accrued daily and paid monthly to the Advisor based on the following effective annual rates of average daily net assets:

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| | |
|:---|:---|
| U.S. Social Core Equity 2 Portfolio | 0.18<br> %<br>|
| International Social Core Equity Portfolio | 0.22<br> %<br>|
| Emerging Markets Social Core Equity Portfolio | 0.35<br> %<br>|
| Global Social Core Equity Portfolio | 0.00<br> %<br>|
| DFA Social Fixed Income Portfolio | 0.18<br> %<br>|

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Pursuant to an Amended and Restated Fee Waiver and/or Expense Assumption Agreement (a "Fee Waiver Agreement"), the Advisor has contractually agreed to waive certain fees, including management fees, and in some instances, assume certain expenses of the Portfolios, as described in the notes below. The Fee Waiver Agreements for the Portfolios will remain in effect through February 28, 2026. The Fee Waiver Agreements may only be terminated by the Fund's Board prior to that date and shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. During the year ended October 31, 2025, the Portfolios had expense limits based on a percentage of average net assets on an annualized basis, as listed below. At any time that the Portfolio Expenses (defined below) of a class of a Portfolio are less than the applicable Expense Limitation Amount listed below, the Advisor retains the right to recover fees previously waived and/or expenses previously assumed to the extent that the expense ratio following such recovery would be less than the Expense Limitation Amount that was in place when such prior year fees were waived and/or expenses assumed, and less than the current Expense Limitation Amount in place for the Portfolio. The recovered previously waived fees/assumed expenses during the year ended October 31, 2025, waived fees/assumed expenses during the year ended October 31, 2025, and previously waived fees/assumed expenses subject to future recovery by the Advisor, are reflected below (amounts in thousands). The Fund, on behalf of the Portfolios, is not obligated to reimburse the Advisor for fees previously waived or expenses previously assumed by the Advisor more than thirty-six months before the date of recovery.

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| | | | |
|:---|:---|:---|:---|
| **Institutional Class Shares**  | **Expense**<br> **Limitation**<br> **Amount**<br>| **Recovery**<br> **of Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br>| **Waived Fees/**<br> **Assumed**<br> **Expenses**<br>|
| U.S. Social Core Equity 2 Portfolio (1) | 0.60<br> %<br>|  |  |
| International Social Core Equity Portfolio (2) | 0.38<br> %<br>|  |  |
| Emerging Markets Social Core Equity Portfolio (2) | 0.57<br> %<br>|  |  |
| Global Social Core Equity Portfolio (3) | 0.34<br> %<br>| $14 | $1 |
| DFA Social Fixed Income Portfolio (2) | 0.27<br> %<br>|  |  |

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

(1) The Advisor has contractually agreed to waive all or a portion of its management fee to the extent necessary to reduce the Portfolio's <br> ordinary operating expenses (excluding expenses incurred through its investment in other investment companies) ("Portfolio Expenses") of a <br>

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---

| |
|:---|
| class of the Portfolio so that such Portfolio Expenses, on an annualized basis, do not exceed the rate listed above as a percentage of the class <br> of the Portfolio's average net assets (the "Expense Limitation Amount").<br>|
| (2) The Advisor has contractually agreed to waive all or a portion of its management fee and assume the ordinary operating expenses of <br> a class of each of the Portfolios listed above (excluding the expenses that the Portfolio incurs indirectly through its investment in other investment <br> companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of a class of each Portfolio listed above, on an <br> annualized basis, to the rates listed above as a percentage of a class of the respective Portfolio's average net assets (the "Expense Limitation <br> Amount").<br>|
| (3) The Advisor has contractually agreed to assume all or a portion of the ordinary other expenses of the Institutional Class of the Global <br> Social Core Equity Portfolio to the extent necessary to limit the ordinary operating expenses of the Institutional Class of the Portfolio (including <br> expenses incurred through its investment in other investment companies but excluding the expenses that the Portfolio incurs indirectly through <br> investment of its securities lending cash collateral in the Short Term Series and unaffiliated money market funds) ("Portfolio Expenses") to the <br> rate listed above as a percentage of the class of the Portfolio's average net assets (the "Expense Limitation Amount"). The maximum amount <br> assumed under this assumption agreement is the full amount of the ordinary other expenses incurred directly by the Global Social Core Equity <br> Portfolio and, accordingly, it is possible for the net Portfolio Expenses of the Portfolio to exceed the Expense Limitation Amount under certain <br> circumstances.<br>|

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Previously**<br> **Waived Fees/Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** |
|  | **10/31/2026** | **10/31/2027** | **10/31/2028** | **Total** |
| Global Social Core Equity Portfolio | &nbsp;&nbsp; $8 | $5 | $1 | $14 |

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**Earned Income Credit:** 

Additionally, the Portfolios have entered into arrangements with their custodian whereby net interest earned on uninvested cash balances was used to reduce a portion of custody expenses. Custody expense in the accompanying financial statements is presented before reduction for credits. The impact of such credits is generally less than one basis point of each Portfolio's net assets. During the year ended October 31, 2025, expenses reduced were as follows (amount in thousands):

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| | |
|:---|:---|
|  | **Fees Paid**<br> **Indirectly**<br>|
| International Social Core Equity Portfolio | &nbsp;&nbsp; $132 |

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**Fees Paid to Officers and Directors/Trustees:**

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Fund. For the year ended October 31, 2025, the total related amount paid by the Fund to the CCO was $239 (in thousands). The total related amounts paid by each of the Portfolios are included in Other Expenses on the Statements of Operations.

**D. Deferred Compensation:** 

As of October 31, 2025, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statements of Assets and Liabilities as follows (amounts in thousands):

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| | |
|:---|:---|
| U.S. Social Core Equity 2 Portfolio | &nbsp;&nbsp; $7 |
| International Social Core Equity Portfolio | &nbsp;&nbsp; 6 |
| Emerging Markets Social Core Equity Portfolio | &nbsp;&nbsp; 13 |
| Global Social Core Equity Portfolio | &nbsp;&nbsp; — |
| DFA Social Fixed Income Portfolio | &nbsp;&nbsp; 2 |

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**E. Purchases and Sales of Securities:** 

For the year ended October 31, 2025, the Portfolios made the following purchases and sales of investment securities other than short-term securities, in-kind redemptions and U.S. government securities (with respect to the equity portfolios) (amounts in thousands):

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **U.S. Government Securities**  | **U.S. Government Securities**  | **Other Investment Securities** | **Other Investment Securities** |
|  | **Purchases**  | **Sales**  | **Purchases**  | **Sales**  |
| U.S. Social Core Equity 2 Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $323555 | &nbsp;&nbsp; $206186 |
| International Social Core Equity Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 192979 | &nbsp;&nbsp; 248296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Emerging Markets Social Core Equity <br> Portfolio<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 180055 | &nbsp;&nbsp; 345801 |
| Global Social Core Equity Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 11456 | &nbsp;&nbsp; 4678 |
| DFA Social Fixed Income Portfolio | &nbsp;&nbsp; $135800 | &nbsp;&nbsp; $95848 | &nbsp;&nbsp; 108267 | &nbsp;&nbsp; 88899 |

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For the year ended October 31, 2025, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

The amounts presented below may differ from the respective amounts presented in the corresponding Schedules of Investments, Statements of Assets and Liabilities or Statements of Operations due to rounding. The amounts are as follows (amounts in thousands):

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| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **October 31, 2025**<br>| **Shares as of**<br> **October 31, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **U.S. Social Core Equity 2** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $14043 | $275758 | $260371 | $2 |  | $29432 | 2544 | $699 |  |
| **Total** | **$14043** | **$275758** | **$260371** | **$2** | **—** | **$29432** |  | **$699** | **—** |
| **International Social Core** <br> **Equity Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $46413 | $522890 | $496518 | $3 | $(1)<br>| $72787 | 6293 | $2134 |  |
| **Total** | **$46413** | **$522890** | **$496518** | **$3** | **$(1)**<br>| **$72787** |  | **$2134** | **—** |
| **Emerging Markets Social** <br> **Core Equity Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $16760 | $172465 | $174372 | $2 |  | $14855 | 1284 | $460 |  |
| **Total** | **$16760** | **$172465** | **$174372** | **$2** | **—** | **$14855** |  | **$460** | **—** |
| **Global Social Core Equity** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| U.S. Social Core Equity 2 <br> Portfolio<br>| $39857 | $6060 | $1355 | $202 | $7206 | $51970 | 1584 | $416 |  |
| International Social Core <br> Equity Portfolio<br>| 15853 | 2583 | 1542 | 73 | 3733 | 20700 | 1121 | 609 |  |
| Emerging Markets Social <br> Core Equity Portfolio<br>| 7093 | 2812 | 1781 | 60 | 1623 | 9807 | 534 | 275 |  |
| **Total** | **$62803** | **$11455** | **$4678** | **$335** | **$12562** | **$82477** |  | **$1300** | **—** |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **October 31, 2025**<br>| **Shares as of**<br> **October 31, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **DFA Social Fixed Income** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $19550 | $122590 | $121889 | $1 | $(1)<br>| $20251 | 1751 | $439 |  |
| **Total** | **$19550** | **$122590** | **$121889** | **$1** | **$(1)**<br>| **$20251** |  | **$439** | **—** |

---

**F. Federal Income Taxes:** 

Each Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to its shareholders. Accordingly, no provision has been made for federal income taxes.

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are charged or credited to paid-in capital or distributable earnings, undistributed net investment income, accumulated net realized gains or losses, or unrealized appreciation, as appropriate, in the period that the differences arise. Accordingly, the permanent differences as of October 31, 2025, can occur as a result of realized gains on securities considered to be "passive foreign investment companies," non-deductible expenses, realized foreign capital gains tax, the use of accumulated earnings and profits distributed to shareholders on redemptions of shares as part of the dividends paid deduction for income tax purposes, net foreign currency gains/losses, redemption in-kind transactions, distributions received from real estate investment trusts and distribution redesignations, and were reclassified to the accounts mentioned above. These reclassifications had no effect on net assets or net asset value per share.

The tax character of dividends and distributions declared and paid during the year ended October 31, 2024 and October 31, 2025 were as follows (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Long-Term**<br> **Capital Gains**<br>| **Total** |
| U.S. Social Core Equity 2 Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; $19791 | &nbsp;&nbsp; $10270 | &nbsp;&nbsp; $30061 |
| 2025 | &nbsp;&nbsp; 18916 | &nbsp;&nbsp; — | &nbsp;&nbsp; 18916 |
| International Social Core Equity Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 46901 | &nbsp;&nbsp; — | &nbsp;&nbsp; 46901 |
| 2025 | &nbsp;&nbsp; 57276 | &nbsp;&nbsp; — | &nbsp;&nbsp; 57276 |
| Emerging Markets Social Core Equity Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 46326 | &nbsp;&nbsp; — | &nbsp;&nbsp; 46326 |
| 2025 | &nbsp;&nbsp; 55625 | &nbsp;&nbsp; — | &nbsp;&nbsp; 55625 |
| Global Social Core Equity Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 1071 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1071 |
| 2025 | &nbsp;&nbsp; 1701 | &nbsp;&nbsp; 179 | &nbsp;&nbsp; 1880 |
| DFA Social Fixed Income Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 21969 | &nbsp;&nbsp; — | &nbsp;&nbsp; 21969 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Long-Term**<br> **Capital Gains**<br>| **Total** |
| 2025 | &nbsp;&nbsp; $25282 | &nbsp;&nbsp; — | &nbsp;&nbsp; $25282 |

---

As of October 31, 2025, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed**<br> **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Undistributed**<br> **Long-Term**<br> **Capital Gains**<br>| **Capital Loss**<br> **Carryforwards**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>| **Total Net**<br> **Distributable**<br> **Earnings**<br> **(Accumulated**<br> **Losses)**<br>|
| U.S. Social Core Equity 2 Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $(4175)<br>| &nbsp;&nbsp; $1218189 | &nbsp;&nbsp; $1214014 |
| International Social Core Equity <br> Portfolio<br>| &nbsp;&nbsp; $21362 | &nbsp;&nbsp; — | &nbsp;&nbsp; (35094)<br>| &nbsp;&nbsp; 675921 | &nbsp;&nbsp; 662189 |
| Emerging Markets Social Core Equity <br> Portfolio<br>| &nbsp;&nbsp; 14039 | &nbsp;&nbsp; — | &nbsp;&nbsp; (20506)<br>| &nbsp;&nbsp; 676272 | &nbsp;&nbsp; 669805 |
| Global Social Core Equity Portfolio | &nbsp;&nbsp; 32 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 27242 | &nbsp;&nbsp; 27274 |
| DFA Social Fixed Income Portfolio | &nbsp;&nbsp; 1791 | &nbsp;&nbsp; — | &nbsp;&nbsp; (40138)<br>| &nbsp;&nbsp; (10144)<br>| &nbsp;&nbsp; (48491)<br>|

---

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2025, the following Portfolios had the following capital loss carryforwards available to offset future realized capital gains with no expiration date (amounts in thousands):

---

| | |
|:---|:---|
|  | **Total** |
| U.S. Social Core Equity 2 Portfolio | &nbsp;&nbsp; $4175 |
| International Social Core Equity Portfolio | &nbsp;&nbsp; 35094 |
| Emerging Markets Social Core Equity Portfolio | &nbsp;&nbsp; 20506 |
| DFA Social Fixed Income Portfolio | &nbsp;&nbsp; 40138 |

---

During the year ended October 31, 2025, the following Portfolios used the following capital loss carryforwards to offset realized capital gains for federal income tax purposes (amounts in thousands):

---

| | |
|:---|:---|
| U.S. Social Core Equity 2 Portfolio | &nbsp;&nbsp; $987 |
| International Social Core Equity Portfolio | &nbsp;&nbsp; 1714 |
| Emerging Markets Social Core Equity Portfolio | &nbsp;&nbsp; 51418 |

---

As of October 31, 2025, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br> **Tax Cost**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **(Depreciation)**<br>| **Net**<br> **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| U.S. Social Core Equity 2 Portfolio | &nbsp;&nbsp; $999256 | &nbsp;&nbsp; $1239310 | &nbsp;&nbsp; $(21121)<br>| &nbsp;&nbsp; $1218189 |
| International Social Core Equity Portfolio | &nbsp;&nbsp; 1190010 | &nbsp;&nbsp; 712961 | &nbsp;&nbsp; (37186)<br>| &nbsp;&nbsp; 675775 |
| Emerging Markets Social Core Equity Portfolio | &nbsp;&nbsp; 1176927 | &nbsp;&nbsp; 801980 | &nbsp;&nbsp; (108937)<br>| &nbsp;&nbsp; 693043 |
| Global Social Core Equity Portfolio | &nbsp;&nbsp; 55272 | &nbsp;&nbsp; 27242 | &nbsp;&nbsp; — | &nbsp;&nbsp; 27242 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br> **Tax Cost**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **(Depreciation)**<br>| **Net**<br> **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| DFA Social Fixed Income Portfolio | &nbsp;&nbsp; $721581 | &nbsp;&nbsp; $9487 | &nbsp;&nbsp; $(19618)<br>| &nbsp;&nbsp; $(10131)<br>|

---

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in the tax treatment of passive foreign investment company investments or other investments.

ASC 740 Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Under GAAP, the Portfolios recognize the tax benefits of uncertain tax positions only when the position is more likely than not to be sustained, assuming examination by tax authorities. Management has analyzed the Portfolios' tax positions and has concluded that no additional provision for income tax is required in any of the Portfolios' financial statements. The Portfolios are not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. Each Portfolios' federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

**G. Financial Instruments:**

In accordance with the Portfolios' investment objectives and policies, the Portfolios may invest in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. The Portfolios' derivative contracts are not accounted for as hedging instruments under GAAP. These instruments and their significant corresponding risks are described below:

1. Foreign Market Risks: Investments in foreign markets may involve certain considerations and risks not typically associated with investments in the United States of America, including the possibility of future political and economic developments and the level of foreign governmental supervision and regulation of foreign securities markets. These markets are generally smaller, less liquid and more volatile than the major securities markets in the United States of America. Consequently, acquisition and disposition of international securities held by the Portfolios may be inhibited.

2. Forward Currency Contracts: The DFA Social Fixed Income Portfolio hedges its foreign currency exposure to attempt to protect against uncertainty in the level of future foreign currency exchange rates. The DFA Social Fixed Income Portfolio may enter into forward foreign currency contracts to hedge against fluctuations in currency exchange rates or to transfer balances from one currency to another currency. The DFA Social Fixed Income Portfolio also may enter into a forward contract to buy or sell the amount of foreign currency approximating the value of some or all of the portfolio securities quoted or denominated in such foreign currency. The decision to hedge the Portfolio's currency exposure with respect to a foreign market will be based primarily on the Portfolio's existing exposure to a given foreign currency. Each contract is valued daily and the change in value is recorded by the Portfolio as an unrealized gain or loss, which is presented in the Statement of Operations as the change in unrealized appreciation or depreciation of forward currency contracts. When the contract is closed or offset with the same counterparty, the Portfolio records a realized gain or loss equal to the change in the value of the contract when it was opened and the value at the time it was closed or offset. This is presented in the Statement of Operations as a net realized gain or loss on forward currency contracts.

3. Futures Contracts: Each Portfolio may purchase or sell futures contracts and options on futures contracts for securities and indices to increase or decrease market exposure based on actual or expected cash inflows to or outflows from the Portfolios. Upon entering into a futures contract, the Portfolios deposit cash or pledge U.S. Government securities to a broker in an amount equal to the minimum "initial margin" requirements of the exchange on which the contract is traded. Subsequent payments are received from or paid to the broker each day, based on the daily fluctuation in the market value of the contract. These receipts or payments are known as "variation margin" and are recorded daily by the Portfolios as unrealized gains or losses until the contracts are closed. When

------

the contracts are closed, the Portfolios record a realized gain or loss, which is presented in the Statements of Operations as a net realized gain or loss on futures, equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

Risks may arise upon entrance into futures contracts from potential imperfect price correlations between the futures contracts and the underlying securities, from the possibility of an illiquid secondary market for these instruments and from the possibility that the Portfolios could lose more than the initial margin requirements.

The U.S. Social Core Equity 2 Portfolio, Global Social Core Equity Portfolio and the International Equity Portfolios entering into stock index futures are subject to equity price risk from those futures contracts.

Securities have been segregated as collateral for open futures contracts.

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the year ended October 31, 2025 was as follows (amounts in thousands):

---

| | |
|:---|:---|
|  | **Forward**<br> **Currency**<br> **Contracts\***<br>|
| DFA Social Fixed Income Portfolio | &nbsp;&nbsp; $65600<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* Average amount of Currency Purchased/Sold in USD.

The following is a summary of the Portfolios' derivative instrument holdings categorized by primary risk exposure as of October 31, 2025 (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Asset Derivatives Value**  | **Asset Derivatives Value**  |
|  | **Total Value**<br> **at**<br> **October 31, 2025** <br>| **Forward**<br> **Currency**<br> **Contracts** <sup>(1)</sup> <br>|
| DFA Social Fixed Income Portfolio | &nbsp;&nbsp; $841<br>| &nbsp;&nbsp; $841<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Liability Derivatives Value**  | **Liability Derivatives Value**  |
|  | **Total Value**<br> **at**<br> **October 31, 2025** <br>| **Forward**<br> **Currency**<br> **Contracts** <sup>(2)</sup> <br>|
| DFA Social Fixed Income Portfolio | &nbsp;&nbsp; $(42)<br>| &nbsp;&nbsp; $(42)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(1) Presented
 on Statements of Assets and Liabilities as Unrealized Gain on Forward Currency Contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(2) Presented
 on Statements of Assets and Liabilities as Unrealized Loss on Forward Currency Contracts.

The following is a summary of the realized and change in unrealized gains and losses from the Portfolios' derivative instrument holdings categorized by primary risk exposure for the year ended October 31, 2025 (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  |
|  | **Total**  | **Forward**<br> **Currency**<br> **Contracts** <sup>(1)</sup> <br>| **Equity**<br> **Contracts** <sup>\*,(2)</sup> <br>|
| U.S. Social Core Equity 2 Portfolio | &nbsp;&nbsp; $355 | &nbsp;&nbsp; — | &nbsp;&nbsp; $355 |
| International Social Core Equity Portfolio | &nbsp;&nbsp; (32)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (32)<br>|
| Emerging Markets Social Core Equity Portfolio | &nbsp;&nbsp; 52 | &nbsp;&nbsp; — | &nbsp;&nbsp; 52 |
| Global Social Core Equity Portfolio | &nbsp;&nbsp; 5 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  |
|  | **Total**  | **Forward**<br> **Currency**<br> **Contracts** <sup>(1)</sup><br>| **Equity**<br> **Contracts** <sup>\*,(2)</sup><br>|
| DFA Social Fixed Income Portfolio | &nbsp;&nbsp; $1050 | &nbsp;&nbsp; $1050 | &nbsp;&nbsp; — |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  |
|  | **Total**  | **Forward**<br> **Currency**<br> **Contracts** <sup>(3)</sup> <br>|
| DFA Social Fixed Income Portfolio | &nbsp;&nbsp; $(105)<br>| &nbsp;&nbsp; $(105)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

(1) Presented on Statements of Operations as Net Realized Gain (Loss) on: Forward Currency Contracts. 

(2) Presented on Statements of Operations as Net Realized Gain (Loss) on: Futures.

(3) Presented on Statements of Operations as Change in Unrealized Appreciation (Depreciation) of: Forward Currency Contracts.

\* As of October 31, 2025, there were no futures contracts outstanding. During the year ended October 31, 2025, the Portfolios had limited activity in futures contracts. 

**Offsetting of Derivative Assets and Derivative Liabilities:**

In order to better define its contractual rights and to secure rights that will help a Portfolio mitigate its counterparty risk, the Portfolio entered into an International Swaps and Derivatives Association, Inc. Master Agreement (ISDA Master Agreement) or a similar agreement with certain of its derivative contract counterparties. An ISDA Master Agreement is a bilateral agreement between the Portfolio and a counterparty that governs OTC derivatives and forward currency contracts and typically contains, among other things, provisions in the event of a default and/or termination event and may also include collateral posting items. Under an ISDA Master Agreement, a Portfolio may, under certain circumstances, offset with the counterparty certain derivative financial instruments' payables and/or receivables with collateral held and/or posted, if any, and create one single net payment. The provisions of the ISDA Master Agreement typically permit a single net payment in the event of a default (close-out), including the bankruptcy or insolvency of the counterparty. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against the right of offset in bankruptcy, insolvency, or other events.

For financial reporting purposes, a Portfolio does not offset derivative assets and derivative liabilities that are subject to netting arrangements in the Statements of Assets and Liabilities.

------

The following table presents each Portfolio's gross and net amount of assets and liabilities available for offset under netting arrangements as well as any related collateral received or pledged by the Portfolio as of October 31, 2025 (amounts in thousands):

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |  | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |
| **Description** | **Gross**<br> **Amounts of**<br> **Recognized**<br> **Assets**<br>| **Financial**<br> **Instruments (a)**<br>| **Non-Cash**<br> **Collateral**<br> **Received**<br>| **Cash**<br> **Collateral**<br> **Received**<br>| **Net**<br> **Amount (b)**<br>| **Gross**<br> **Amounts of**<br> **Recognized**<br> **Liabilities**<br>| **Financial**<br> **Instruments (c)**<br>| **Non-Cash**<br> **Collateral**<br> **Pledged**<br>| **Cash**<br> **Collateral**<br> **Pledged**<br>| **Net**<br> **Amount (d)**<br>|
|  | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** |
| **DFA Social Fixed Income Portfolio** |  |  |  |  |  |  |  |  |  |  |
| Citibank, N.A. | $349 | $(42)<br>|  |  | $307 | $42 | $(42)<br>|  |  |  |
| Goldman Sachs Capital Markets <br> L.P.<br>| 27 |  |  |  | 27 |  |  |  |  |  |
| Bank of New York Mellon | 137 |  |  |  | 137 |  |  |  |  |  |
| Royal Bank of Canada | 19 |  |  |  | 19 |  |  |  |  |  |
| State Street Bank and Trust | 256 |  |  |  | 256 |  |  |  |  |  |
| Societe Generale | 44 |  |  |  | 44 |  |  |  |  |  |
| HSBC Bank | 9 |  |  |  | 9 |  |  |  |  |  |
| Total | $841 | $(42)<br>|  |  | $799 | $42 | $(42)<br>|  |  |  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) Represents
 the amount of assets that could be offset by liabilities with the same counterparty under master netting or similar agreements that
 management elects not to offset on the Statements of Assets and Liabilities.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Represents
 the net amount due from counterparties in the event of default.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Represents
 the amount of liabilities that could be offset by assets with the same counterparty under master netting or similar agreements that
 management elects not to offset on the Statements of Assets and Liabilities.

&nbsp;&nbsp;&nbsp;&nbsp;(d) Represents
 the net amount due to counterparties in the event of default.

**H. Line of Credit and Interfund Lending Program:**

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 2, 2025, with its domestic custodian bank. A line of credit with similar terms was in effect through April 2, 2025. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The agreement for the line of credit expires on April 1, 2026.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective December 26, 2024. A line of credit with similar terms was in effect through December 26, 2024. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The line of credit agreement expires on December 25, 2025.

------

For the year ended October 31, 2025, borrowings by the following Portfolios under the lines of credit were as follows (amounts in thousands, except percentages and days):

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Weighted**<br> **Average**<br> **Interest Rate**<br>| **Weighted**<br> **Average**<br> **Loan Balance**<br>| **Number of**<br> **Days**<br> **Outstanding\***<br>| **Interest**<br> **Expense**<br> **Incurred**<br>| **Maximum Amount**<br> **Borrowed During**<br> **the Period**<br>| **Outstanding**<br> **Borrowings**<br> **as of 10/31/2025**<br>|
| U.S. Social Core Equity 2 <br> Portfolio<br>| 5.08<br> %<br>| &nbsp;&nbsp; $4523 | &nbsp;&nbsp; 7 | &nbsp;&nbsp; $4 | &nbsp;&nbsp; $7422 | &nbsp;&nbsp; — |
| International Social Core <br> Equity Portfolio<br>| 4.97<br> %<br>| &nbsp;&nbsp; 3315 | &nbsp;&nbsp; 15 | &nbsp;&nbsp; 7 | &nbsp;&nbsp; 13019 | &nbsp;&nbsp; — |
| Emerging Markets Social <br> Core Equity Portfolio<br>| 5.04<br> %<br>| &nbsp;&nbsp; 3430 | &nbsp;&nbsp; 92 | &nbsp;&nbsp; 44 | &nbsp;&nbsp; 12786 | &nbsp;&nbsp; — |
| Global Social Core Equity <br> Portfolio<br>| 5.22<br> %<br>| &nbsp;&nbsp; 340 | &nbsp;&nbsp; 9 | &nbsp;&nbsp; — | &nbsp;&nbsp; 563 | &nbsp;&nbsp; — |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* Number of Days Outstanding represents the total of single or consecutive days during the year ended October 31, 2025, that each Portfolio's available line of credit was used. 

Pursuant to an exemptive order issued by the SEC (the "Order"), the Portfolios may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day's notice.

For the year ended October 31, 2025, activity by the following Portfolios under the interfund lending program was as follows (amounts in thousands, except percentages and days):

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Borrower or**<br> **Lender**<br>| **Weighted**<br> **Average**<br> **Interest Rate**<br>| **Weighted**<br> **Average Loan**<br> **Balance**<br>| **Number of**<br> **Days**<br> **Outstanding\***<br>| **Interest**<br> **Expense/**<br> **Income**<br>| **Maximum Amount**<br> **Borrowed/Loaned**<br> **During the Period**<br>| **Outstanding**<br> **Borrowings**<br> **as of 10/31/2025**<br>|
| International <br> Social <br> Core <br> Equity <br> Portfolio<br>| &nbsp;&nbsp; Borrower | 4.68<br> %<br>| &nbsp;&nbsp; $43037 | &nbsp;&nbsp; 4 | &nbsp;&nbsp; $22 | &nbsp;&nbsp; $45162 | &nbsp;&nbsp; — |
| Emerging <br> Markets <br> Social <br> Core <br> Equity <br> Portfolio<br>| &nbsp;&nbsp; Borrower | 4.71<br> %<br>| &nbsp;&nbsp; 22760 | &nbsp;&nbsp; 5 | &nbsp;&nbsp; 15 | &nbsp;&nbsp; 23652 | &nbsp;&nbsp; — |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* Number of Days Outstanding represents the total of single or consecutive days during the year ended October 31, 2025 that each Portfolio utilized the interfund lending program. 

**I. Affiliated Trades:**

Cross trades for the year ended October 31, 2025, if any, were executed by the Portfolios pursuant to procedures adopted by the Board to ensure compliance with Rule 17a-7 under the 1940 Act. Cross trading is the buying or selling of portfolio securities between series of investment companies, or between a series of an investment company and another entity, that are or could be considered affiliates by virtue of having a common investment

------

advisor (or affiliated investment advisors), common Directors and/or common Officers. At its regularly scheduled meetings, the CCO certifies to the Board that the 17a-7 transactions entered into by the Portfolios complied with the Rule 17a-7 Procedures adopted by the Board.

For the year ended October 31, 2025, cross trades by the Portfolios under Rule 17a-7 were as follows (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
| **Portfolio** | **Purchases** | **Sales** | **Realized Gain (Loss)** |
| U.S. Social Core Equity 2 Portfolio | &nbsp;&nbsp; $39990 | &nbsp;&nbsp; $79067 | &nbsp;&nbsp; $(3899)<br>|
| International Social Core Equity Portfolio | &nbsp;&nbsp; 17204 | &nbsp;&nbsp; 28275 | &nbsp;&nbsp; (4704)<br>|
| Emerging Markets Social Core Equity Portfolio | &nbsp;&nbsp; 1328 | &nbsp;&nbsp; 387 | &nbsp;&nbsp; (86)<br>|

---

**J. Securities Lending:** 

As of October 31, 2025, some of the Portfolios had securities on loan to brokers/dealers, for which each such Portfolio received cash collateral. The contractual maturity of cash collateral received under the securities lending agreement is classified as overnight and continuous. Additionally, the following Portfolios received non-cash collateral consisting of short- and/or long-term U.S. Treasuries and U.S. government agency securities as follows (amounts in thousands):

---

| | |
|:---|:---|
|  | **Non-Cash**<br> **Collateral**<br> **Market**<br> **Value**<br>|
| International Social Core Equity Portfolio | &nbsp;&nbsp; $31794 |
| Emerging Markets Social Core Equity Portfolio | &nbsp;&nbsp; 91368 |

---

The Portfolios invest the cash collateral, as described below, and record a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Portfolios' collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Portfolio or, at the option of the lending agent, to replace the securities. In the event of the bankruptcy of the borrower, the Portfolio could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

Subject to their stated investment policies, each Portfolio with securities on loan will generally invest the cash collateral received for the loaned securities in the Short Term Series an affiliated registered ultrashort term bond fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Short Term Series. Income received from the Short Term Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. The Portfolios also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, each Portfolio will be able to terminate

------

the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or, other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible for taxation at qualified dividend income rates.

**K. Indemnitees; Contractual Obligations:**

Under the Fund's organizational documents, its Officers and Directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties that provide general indemnification. The Fund's maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

**L. In-Kind Redemptions:**

During the year ended October 31, 2025, the following Portfolios realized net gains (losses) on in-kind redemptions as follows (amounts in thousands):

---

| | |
|:---|:---|
| U.S. Social Core Equity 2 Portfolio  | &nbsp;&nbsp; $154626 |
| International Social Core Equity Portfolio  | &nbsp;&nbsp; 5107 |

---

**M. Segment Reporting:**

In this reporting period, the Portfolios adopted FASB Accounting Standards Update 2023-07, Segment Reporting (Topic 280) – Improvements to Reportable Segment Disclosures ("ASU 2023-07"). The adoption of the new standard only impacted financial statement disclosures and did not affect each Portfolio's financial position or the results of its operations. An operating segment is defined in Topic 280 as a component of a public entity that (i) engages in business activities from which it may recognize revenues and incur expenses, (ii) has operating results that are regularly reviewed by the public entity's chief operating decision maker ("CODM") to make decisions about resources to be allocated to the segment and assess its performance, and (iii) has discrete financial information available. The Fund's Co-Chief Executive Officers and the Chief Financial Officer act as the Portfolios' CODM. Each Portfolio represents a single operating segment, as the CODM monitors the operating results of the Portfolio as a whole. Each Portfolio's long-term strategic asset allocation is executed by its portfolio management team and guided by each Portfolio's investment objective and principal investment strategies, as described in each Portfolio's respective prospectus. The financial information provided to and reviewed by the CODM is consistent with that presented in each Portfolio's Schedule of Investments, Statement of Operations, Statement of Changes in Net Assets, and Financial Highlights.

**N. New Accounting Pronouncement:**

In December 2023, the FASB issued Accounting Standards Update 2023-09, Income Taxes (Topic 740) – Improvements to Income Tax Disclosures ("ASU 2023-09"). Effective for annual periods beginning after December 15, 2024, the amendments require greater disaggregation of disclosures related to income taxes paid. The ASU 2023-09 allows for early adoption and requires that amendments be applied on a prospective basis. Management is currently evaluating the impact of the ASU 2023-09 but does not expect the guidance to materially impact the financial statements.

**O. Other:**

As of October 31, 2025, the following number of shareholders, each holding greater than 5%, held the following approximate percentages of the Portfolios' outstanding shares. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors. Significant shareholder transactions by these shareholders, if any, may impact the Portfolios' performance.

------

---

| | | | |
|:---|:---|:---|:---|
|  | **Number of** <br>**Shareholders**<br>| **Approximate** <br>**Percentage of** <br>**Outstanding Shares**<br>| **Approximate Percentage** <br>**of Outstanding Shares** <br>**Held by Advisor** <br>**and/or Affiliates**<br>|
| U.S. Social Core Equity 2 Portfolio | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 73<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| International Social Core Equity Portfolio | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 58<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| Emerging Markets Social Core Equity Portfolio | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 59<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| Global Social Core Equity Portfolio | &nbsp;&nbsp; 5 | &nbsp;&nbsp; 93<br> %<br>| &nbsp;&nbsp; 24<br> %<br>|
| DFA Social Fixed Income Portfolio | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 82<br> %<br>| &nbsp;&nbsp; 7<br> %<br>|

---

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy). Although management currently believes that resolving claims, if any, against the Portfolios, individually or in aggregate, will not have a material adverse impact on the Portfolios' financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**P. ReFlow Redemption Service:**

A Portfolio may participate in the ReFlow liquidity program, which is designed to provide an alternative liquidity source for mutual funds experiencing net redemptions of their shares. Pursuant to the program, ReFlow Fund, LLC ("ReFlow") provides participating mutual funds with a source of cash to meet net shareholder redemptions by standing ready each business day to purchase fund shares up to the value of the net shares redeemed by other shareholders that are expected to settle that business day. A fund is not guaranteed to receive cash from ReFlow on any given day as the allocation of ReFlow's cash is based on the results of ReFlow's automated daily auction process among participating mutual funds. Following purchases of fund shares, ReFlow then generally redeems those shares when the fund experiences net shareholder purchases at the end of a maximum holding period, currently 8 days, determined by ReFlow, or at other times at ReFlow's discretion. While ReFlow holds fund shares, it will have the same rights and privileges with respect to those shares as any other shareholder.

For use of the ReFlow program, a fund pays a fee to ReFlow each time it purchases fund shares, calculated by applying to the purchase amount a fee rate determined through the auction process. The current minimum fee rate (which is subject to change) is 0.14% of the value of the fund shares purchased by ReFlow, although the fund may submit a bid at a higher fee rate if it determines that doing so is in the best interest of fund shareholders. ReFlow's purchases of fund shares through the liquidity program are made on an investment-blind basis without regard to the fund's objective, policies, or anticipated performance. In accordance with federal securities laws, ReFlow is prohibited from acquiring more than 3% of the outstanding voting securities of a fund. ReFlow will periodically redeem its entire share position in a Portfolio and may request that such redemption be met in kind in accordance with redemption in-kind policies described in the Portfolio's Prospectus. Purchases and redemptions of Portfolio shares by ReFlow under the program are not considered excessive short-term trading under the Portfolios' Policy Regarding Excessive Short-Term Trading.

During the year ended ended October 31, 2025, the following Portfolios' activity in the program was as follows (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Value of** <br> **Purchases**<br>| **Service Fees** |
| U.S. Social Core Equity 2 Portfolio | &nbsp;&nbsp; $93109 | &nbsp;&nbsp; $129 |
| International Social Core Equity Portfolio | &nbsp;&nbsp; 7256 | &nbsp;&nbsp; 10 |

---

**Q. Subsequent Event Evaluations:** 

Management has evaluated the impact of all subsequent events on the Portfolios through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

------

![](img102.jpg)

**Report of Independent Registered Public Accounting Firm**

To the Board of Directors of DFA Investment Dimensions Group Inc. and Shareholders of U.S. Social Core Equity 2 Portfolio, International Social Core Equity Portfolio, Emerging Markets Social Core Equity Portfolio, Global Social Core Equity Portfolio and DFA Social Fixed Income Portfolio

**Opinions on the Financial Statements**

We have audited the accompanying statements of assets and liabilities, including the schedules of investments of U.S. Social Core Equity 2 Portfolio, International Social Core Equity Portfolio, Emerging Markets Social Core Equity Portfolio, Global Social Core Equity Portfolio and DFA Social Fixed Income Portfolio (five of the portfolios constituting DFA Investment Dimensions Group Inc., hereafter collectively referred to as the "Portfolios") as of October 31, 2025, the related statements of operations for the year ended October 31, 2025, the statements of changes in net assets for each of the two years in the period ended October 31, 2025, including the related notes, and the financial highlights for each of the five years in the period ended October 31, 2025 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Portfolios as of October 31, 2025, the results of each of their operations for the year then ended, the changes in each of their net assets for each of the two years in the period ended October 31, 2025, and each of the financial highlights for each of the five years in the period ended October 31, 2025 in conformity with accounting principles generally accepted in the United States of America.

**Basis for Opinions**

 ****

These financial statements are the responsibility of the Portfolios' management. Our responsibility is to express an opinion on the Portfolios' financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Portfolios in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial

PricewaterhouseCoopers LLP, Two Commerce Square, Suite 1700, 2001 Market Street, Philadelphia, PA 19103-7042 T: (267) 330 3000, www.pwc.com/us

------

![](img102.jpg)

statements. Our procedures included confirmation of securities owned as of October 31, 2025 by correspondence with the custodians, brokers and transfer agents of the investee funds; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions.

/s/ PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 19, 2025

We have served as the auditor of one or more investment companies in Dimensional Fund Advisors L.P. investment company group since 1981.

------

**TAX NOTICE TO SHAREHOLDERS**

**(Unaudited)**

The following information is solely for informational purposes. Each Portfolio is designating the U.S. federal income tax character of the following items with respect to distributions paid or expected to be paid to shareholders related to the fiscal year ended October 31, 2025. All designations are based on financial information available as of the date of this annual report and, accordingly are subject to change. For each classification below and including "Section 163(j) interest dividends" as defined in Treasury Regulation §1.163(j)-1(b)(35) and "Section 199A dividends" as defined in Treasury Regulation §1.199A -3(d), it is the intent of the Portfolio to designate the maximum amount permitted under the Internal Revenue Code and the regulations thereunder.

For U.S. federal income tax purposes, shareholders generally must report distributions received from a Portfolio on a calendar-year basis, which therefore may include distributions with respect to portions of two fiscal years of the Portfolio. Annual statements needed by shareholders concerning the tax status of distributions received for the calendar year 2025 (e.g., IRS Form 1099-DIV) will be provided in early 2026. Shareholders should refer to these statements in preparing their calendar year 2025 tax returns. Please consult your tax advisor for the proper treatment of this information. Unless otherwise noted, the amounts in the table are expressed as a percentage of the distributions paid with respect to the fiscal year ended October 31, 2025.

---

| | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **DFA Investment**<br> **Dimensions Group Inc.**<br>| **Net**<br> **Investment**<br> **Income**<br> **Distributions** <br>| **Short-Term**<br> **Capital Gain**<br> **Distributions** <br>| **Long-Term**<br> **Capital Gain**<br> **Distributions** <br>| **Return of**<br> **Capital** <br>| **Tax-Exempt**<br> **Interest** <br>| **Total**<br> **Distributions** <br>| **Qualified**<br> **Dividends**<br> **(for**<br> **Corporate**<br> **Dividends**<br> **Received**<br> **Deduction) (1)**<br>| **Qualified**<br> **Dividend**<br> **Income (2)**<br>| **U.S.**<br> **Government**<br> **Interest (3)**<br>| **Foreign**<br> **Tax**<br> **Credit (4)**<br>| **Foreign**<br> **Source**<br> **Income (5)**<br>| **Qualified**<br> **Net**<br> **Interest**<br> **Income (6)**<br>| **Qualified**<br> **Short-**<br> **Term**<br> **Capital**<br> **Gain (7)**<br>|
| U.S. Social Core Equity 2 <br> Portfolio<br>| &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>| 100<br> %<br>| 100<br> %<br>|  |  |  | 1<br> %<br>|  |
| International Social Core Equity <br> Portfolio<br>| &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>|  | 69<br> %<br>|  | 6<br> %<br>| 85<br> %<br>|  |  |
| Emerging Markets Social Core <br> Equity Portfolio<br>| &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>|  | 40<br> %<br>|  | 13<br> %<br>| 83<br> %<br>|  |  |
| Global Social Core Equity <br> Portfolio<br>| &nbsp;&nbsp; 68<br> %<br>| 23<br> %<br>| 9<br> %<br>|  |  | 100<br> %<br>| 29<br> %<br>| 66<br> %<br>|  | 4<br> %<br>| 53<br> %<br>|  |  |
| DFA Social Fixed Income Portfolio | &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>|  |  | 42<br> %<br>|  |  | 81<br> %<br>|  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(1) Qualified
 Dividends represents the amount that qualifies for the corporate dividends-received deduction under Section 243 of the Internal Revenue
 Code and is reflected as a percentage
 of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the fiscal
 year 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(2) Qualified
 Dividend Income represents the amount that qualifies for the reduced capital gain tax rate under Section 1(h)(11) of the Internal Revenue
 Code and is reflected as a percentage
 of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the fiscal
 year 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(3) U.S.
 Government Interest represents the amount of interest that was derived from direct U.S. Government obligations and distributed during
 the fiscal year. This amount is reflected as
 a percentage of total estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions)
 for the fiscal year 2025. Generally, interest
 from direct U.S. Government obligations is exempt from state income tax. Please consult your tax advisor for the availability of
 a state tax exemption based on your individual circumstances.

&nbsp;&nbsp;&nbsp;&nbsp;(4) Foreign
 Tax Credit represents the amount of dividends that qualify for the foreign tax credit pass through under Section 853 of the Internal Revenue
 Code and is reflected as a percentage
 of "investment company taxable income" (as defined in Section 852(b)(2) of the Internal Revenue Code).

&nbsp;&nbsp;&nbsp;&nbsp;(5) Foreign
 Source Income represents the amount of dividends derived from foreign sources and is reflected as a percentage of "investment company
 taxable income" (as defined in Section
 852(b)(2) of the Internal Revenue Code).

&nbsp;&nbsp;&nbsp;&nbsp;(6) Qualified
 Net Interest Income represents the amount of interest income available as interest-related dividends generally exempt from withholding
 taxes for non-U.S. shareholders under
 Section 871(k)(1) of the Internal Revenue Code. The information is reflected as a percentage estimated ordinary income distributions (the
 total of short-term capital gain and net investment
 income distributions) for the fiscal year 2025.

------

&nbsp;&nbsp;&nbsp;&nbsp;(7) Qualified
 Short-Term Capital Gain represents the amount available as short-term capital gain dividends generally exempt from withholding taxes for
 non-U.S. shareholders under Section
 871(k)(2) of the Internal Revenue Code. The information is reflected as a percentage of estimated ordinary income distributions (the total
 of short-term capital gain and net investment
 income distributions) for the fiscal year 2025.

------

**Item 8 – Changes in and Disagreements with Accountants for Open-End Management Investment Companies**

Not applicable

------

**Item 9 – Proxy Disclosures for Open-End Management Investment Companies**

Not applicable

------

**Item 10 – REMUNERATION PAID TO DIRECTORS, OFFICERS, AND OTHERS OF OPEN-END MANAGEMENT INVESTMENT COMPANIES** 

&nbsp;&nbsp;&nbsp;&nbsp; Remuneration paid to directors, officers, and others is included in the "Fees Paid to Officers and Directors/Trustees" section of the Notes to Financial Statements above.

------

**Item 11 – STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT MANAGEMENT AGREEMENTS**

Not applicable

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

![](img0ca056372.jpg)

DFA-103125-005A

------

![](img3b84726a1.gif)

Annual Financial Statements &

Other Information

**Year Ended: October 31, 2025**

------

DFA INVESTMENT DIMENSIONS GROUP INC.

------

**U.S. Sustainability Core 1 Portfolio**

**U.S. Sustainability Targeted Value Portfolio**

**International Sustainability Core 1 Portfolio**

**Emerging Markets Sustainability Core 1 Portfolio**

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**DFA Global Sustainability Fixed Income Portfolio**

------

&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;

[THIS PAGE INTENTIONALLY LEFT BLANK]

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**ANNUAL FINANCIAL STATEMENTS AND OTHER INFORMATION**

**Table of Contents** 

---

| | |
|:---|:---|
|  | **Page** |
| **[Item 7 –](#xx_d821dbc2-e09e-4e3a-b423-8a9b842b316c_FC-FrontCoverImage-1363_1)[Financial Statements and Financial Highlights for Open-End Management Investment](#xx_d821dbc2-e09e-4e3a-b423-8a9b842b316c_FC-FrontCoverImage-1363_1)**<br> **[Companies](#xx_d821dbc2-e09e-4e3a-b423-8a9b842b316c_FC-FrontCoverImage-1363_1)**<br>|  |
| **[Definitions of Abbreviations and Footnotes](#xx_d821dbc2-e09e-4e3a-b423-8a9b842b316c_AF-TOC-AbbreviationsandFootnotes-1363_1)** | 1 |
| [Schedules of Investments](#xx_d821dbc2-e09e-4e3a-b423-8a9b842b316c_SOI-TOC-ScheduleofInvestments-1363_1) |  |
| [U.S. Sustainability Core 1 Portfolio](#xx_d821dbc2-e09e-4e3a-b423-8a9b842b316c_SOI-TOC-ScheduleofInvestments-1363_1) | 3 |
| [U.S. Sustainability Targeted Value Portfolio](#xx_d821dbc2-e09e-4e3a-b423-8a9b842b316c_SOI-TOC-ScheduleofInvestments-1363_31) | 33 |
| [International Sustainability Core 1 Portfolio](#xx_d821dbc2-e09e-4e3a-b423-8a9b842b316c_SOI-TOC-ScheduleofInvestments-1363_49) | 51 |
| [Emerging Markets Sustainability Core 1 Portfolio](#xx_d821dbc2-e09e-4e3a-b423-8a9b842b316c_SOI-TOC-ScheduleofInvestments-1363_104) | 106 |
| [Dimensional World ex U.S. Sustainability Targeted Value Portfolio](#xx_d821dbc2-e09e-4e3a-b423-8a9b842b316c_SOI-TOC-ScheduleofInvestments-1363_200) | 202 |
| [DFA Global Sustainability Fixed Income Portfolio](#xx_d821dbc2-e09e-4e3a-b423-8a9b842b316c_SOI-TOC-ScheduleofInvestments-1363_223) | 225 |
| [Statements of Assets and Liabilities](#xx_d821dbc2-e09e-4e3a-b423-8a9b842b316c_FS-StatementofAssetsandLiabilities_1) | 233 |
| [Statements of Operations](#xx_d821dbc2-e09e-4e3a-b423-8a9b842b316c_FS-StatementofAssetsandLiabilities_3) | 235 |
| [Statements of Changes in Net Assets](#xx_d821dbc2-e09e-4e3a-b423-8a9b842b316c_FS-StatementofAssetsandLiabilities_5) | 237 |
| [Financial Highlights](#xx_d821dbc2-e09e-4e3a-b423-8a9b842b316c_FIHI_L-TOC-FinancialHighlights_L-1363_1) | 239 |
| [Notes to Financial Statements](#xx_d821dbc2-e09e-4e3a-b423-8a9b842b316c_NTF-NotestoFinancialStatements-1363_1) | 245 |
| [Report of Independent Registered Public Accounting Firm](#xx_d821dbc2-e09e-4e3a-b423-8a9b842b316c_AUD-AuditorsReport_1) | 262 |
| **[Tax Notice to Shareholders](#xx_d821dbc2-e09e-4e3a-b423-8a9b842b316c_NTS-TOC-NoticetoShareholders-1363_1)** | 264 |
| **[Item 8 –](#xx_d821dbc2-e09e-4e3a-b423-8a9b842b316c_DISCLOSE-ChangesandDisagreements_1)[Changes in and Disagreements with Accountants for Open-End Management Investment](#xx_d821dbc2-e09e-4e3a-b423-8a9b842b316c_DISCLOSE-ChangesandDisagreements_1)**<br> **[Companies](#xx_d821dbc2-e09e-4e3a-b423-8a9b842b316c_DISCLOSE-ChangesandDisagreements_1)**<br>| 266 |
| **[Item 9 –](#xx_d821dbc2-e09e-4e3a-b423-8a9b842b316c_DISCLOSE-ChangesandDisagreements_2)[Proxy Disclosures for Open-End Management Investment Companies](#xx_d821dbc2-e09e-4e3a-b423-8a9b842b316c_DISCLOSE-ChangesandDisagreements_2)** | 267 |
| **[Item 10 –](#xx_d821dbc2-e09e-4e3a-b423-8a9b842b316c_DISCLOSE-ChangesandDisagreements_3)[Remuneration Paid to Directors, Officers, and Others of Open-End Management](#xx_d821dbc2-e09e-4e3a-b423-8a9b842b316c_DISCLOSE-ChangesandDisagreements_3)**<br> **[Investment Companies](#xx_d821dbc2-e09e-4e3a-b423-8a9b842b316c_DISCLOSE-ChangesandDisagreements_3)**<br>| 268 |
| **[Item 11 –](#xx_d821dbc2-e09e-4e3a-b423-8a9b842b316c_DISCLOSE-ChangesandDisagreements_4)[Statement Regarding Basis for Approval of Investment Management Agreements](#xx_d821dbc2-e09e-4e3a-b423-8a9b842b316c_DISCLOSE-ChangesandDisagreements_4)** | 269 |

---

i

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES**

**Schedules of Investments** 

---

| | |
|:---|:---|
| Investment Abbreviations | Investment Abbreviations |
| 3M Swap | Three Month Swap |
| ADR | American Depositary Receipt |
| CPI | Consumer Price Index |
| FRN | Floating Rate Note |
| GDR | Global Depositary Receipt |
| OAT | Obligations Assimilables du Tresor |
| SOFR | Secured Overnight Financing Rate  |
| USTMMR | U.S. Treasury Money Market Rate |
| AUD | Australian Dollars |
| CAD | Canadian Dollars |
| EUR | Euro |
| GBP | British Pounds |
| JPY | Japanese Yen |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollars |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| Investment Footnotes | Investment Footnotes |
| † | See Note B to Financial Statements. |
| \* | Non-Income Producing Securities. |
| # | Total or Partial Securities on Loan. |
| » | Securities that have been fair value factored. See Note B to Financial Statements. |
| †† | Security valued using significant unobservable inputs (Level 3). |
| Ɏ | Represents 7 Day subsidized yield as of October 31, 2025 |
| @ | Security purchased with cash collateral received from Securities on Loan. |
| § | Affiliated Fund. |
| 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>|
| ^ | Denominated in USD, unless otherwise noted. |
| (r) | The adjustable rate shown is effective as of October 31, 2025. |
| Δ | Zero Coupon Security. |

---

**<u>Financial Highlights</u>** 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(A) Computed
 using average shares outstanding.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(B) Non-Annualized

&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;(C) Annualized

&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;(D) Because
 of commencement of operations and related preliminary transaction costs, these
 ratios are not necessarily indicative of future ratios.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

**CONTINUED**

---

| | |
|:---|:---|
| **All Statements, Schedules and Notes to Financial Statements** | **All Statements, Schedules and Notes to Financial Statements** |
|  | Amounts designated as — are either zero or rounded to zero. |
| SEC | Securities and Exchange Commission |
| Ʊ | Commencement of Operations |

---

------

**U.S. Sustainability Core 1 Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (98.5%) | COMMON STOCKS — (98.5%) | COMMON STOCKS — (98.5%) | COMMON STOCKS — (98.5%) |
| COMMUNICATION SERVICES — (10.0%) | COMMUNICATION SERVICES — (10.0%) | COMMUNICATION SERVICES — (10.0%) | COMMUNICATION SERVICES — (10.0%) |
|  | Alphabet, Inc. (GOOG <br> US), Class C<br>| 550687 | $155194610 |
|  | Alphabet, Inc. <br> (GOOGL US), <br> Class A<br>| 640877 | 180208204 |
| \* | AMC Networks, Inc., <br> Class A<br>| 11720 | 88838 |
| #\* | AST SpaceMobile, <br> Inc.<br>| 3426 | 274936 |
| \* | Atlanta Braves <br> Holdings, Inc. <br> (2291915D US), <br> Class A<br>| 505 | 21786 |
| \* | Atlanta Braves <br> Holdings, Inc. <br> (2292098D US), <br> Class C<br>| 10180 | 414530 |
| \* | Bandwidth, Inc., <br> Class A<br>| 7440 | 120156 |
| \* | Boston Omaha Corp., <br> Class A<br>| 12683 | 161328 |
| \* | Bumble, Inc., Class A | 66475 | 368936 |
| \* | Cargurus, Inc. | 21971 | 771622 |
| \* | Cars.com, Inc. | 18481 | 198486 |
| #\* | Charter <br> Communications, <br> Inc., Class A<br>| 28306 | 6619075 |
| \* | Cineverse Corp. | 3509 | 10702 |
|  | Comcast Corp., <br> Class A<br>| 364343 | 10141487 |
| \* | DoubleVerify Holdings, <br> Inc.<br>| 31390 | 357218 |
|  | Electronic Arts, Inc. | 49195 | 9841952 |
|  | Entravision <br> Communications <br> Corp., Class A<br>| 22631 | 46846 |
| \* | Eventbrite, Inc., <br> Class A<br>| 23633 | 54592 |
| \* | EverQuote, Inc., <br> Class A<br>| 9016 | 194205 |
| \* | EW Scripps Co., <br> Class A<br>| 1353 | 3288 |
|  | Fox Corp. (FOX US), <br> Class B<br>| 64790 | 3784384 |
|  | Fox Corp. (FOXA US), <br> Class A<br>| 74230 | 4798969 |
| \* | fuboTV, Inc. | 55937 | 211442 |
| \* | GCI Liberty, Inc. <br> (GLBKV US), <br> Class C<br>| 4296 | 157341 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | GCI Liberty, Inc. <br> (GLIBA US), <br> Class A<br>| 695 | $25416 |
|  | Gray Media, Inc. | 33919 | 155010 |
| \* | Harte Hanks, Inc. | 2751 | 8556 |
| \* | iHeartMedia, Inc., <br> Class A<br>| 9547 | 28355 |
| \* | IMAX Corp. | 12634 | 410479 |
| \* | Integral Ad Science <br> Holding Corp.<br>| 39809 | 406450 |
|  | Interpublic Group of <br> Cos., Inc.<br>| 169705 | 4354630 |
|  | Iridium <br> Communications, <br> Inc.<br>| 18977 | 363410 |
| \* | IZEA Worldwide, Inc. | 3667 | 18885 |
|  | John Wiley & Sons, <br> Inc. (WLY US), <br> Class A<br>| 18348 | 676491 |
| \* | Liberty Broadband <br> Corp. (LBRDA US), <br> Class A<br>| 5278 | 282320 |
| \* | Liberty Broadband <br> Corp. (LBRDK US), <br> Class C<br>| 25983 | 1398405 |
| \* | Liberty Global Ltd. <br> (LBTYA US), <br> Class A<br>| 58503 | 643533 |
| \* | Liberty Global Ltd. <br> (LBTYK US), <br> Class C<br>| 47957 | 534721 |
| \* | Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONA US), <br> Class A<br>| 6277 | 571081 |
| \* | Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONK US), <br> Class C<br>| 63642 | 6354654 |
| \* | Liberty Media <br> Corp.-Liberty Live <br> (LLYVA US), <br> Class A<br>| 5315 | 466338 |
| \* | Liberty Media <br> Corp.-Liberty Live <br> (LLYVK US), <br> Class C<br>| 12804 | 1157610 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | Lionsgate Studios <br> Corp.<br>| 9320 | $59928 |
| #\* | Live Nation <br> Entertainment, Inc.<br>| 18712 | 2798005 |
| \* | Madison Square <br> Garden <br> Entertainment <br> Corp.<br>| 2840 | 125414 |
| \* | Madison Square <br> Garden Sports <br> Corp.<br>| 2528 | 541978 |
| \* | Magnite, Inc. | 62773 | 1122381 |
|  | Match Group, Inc. | 80083 | 2589884 |
|  | Meta Platforms, Inc., <br> Class A<br>| 394883 | 256022393 |
| \* | Motorsport Games, <br> Inc., Class A<br>| 3512 | 8464 |
|  | National CineMedia, <br> Inc.<br>| 3203 | 14157 |
| \* | Netflix, Inc. | 53225 | 59551323 |
|  | New York Times Co., <br> Class A<br>| 49129 | 2799862 |
| # | News Corp. (NWS <br> US), Class B<br>| 45680 | 1391870 |
|  | News Corp. (NWSA <br> US), Class A<br>| 99621 | 2639956 |
|  | Nexstar Media Group, <br> Inc.<br>| 15446 | 3023246 |
| \* | Nextdoor Holdings, <br> Inc.<br>| 44374 | 86529 |
| # | Omnicom Group, Inc. | 58033 | 4353636 |
| # | Paramount Skydance <br> Corp., Class B<br>| 49746 | 765591 |
| \* | Pinterest, Inc., <br> Class A<br>| 175462 | 5807792 |
| \* | PubMatic, Inc., <br> Class A<br>| 24857 | 207805 |
| \* | QuinStreet, Inc. | 17179 | 254077 |
| \* | Reddit, Inc., Class A | 25174 | 5260107 |
| \* | Reservoir Media, Inc. | 7410 | 56316 |
| \* | ROBLOX Corp., <br> Class A<br>| 38058 | 4327956 |
| \* | Roku, Inc. | 18516 | 1965103 |
|  | Scholastic Corp. | 9217 | 264251 |
|  | Shenandoah <br> Telecommunications <br> Co.<br>| 4587 | 56512 |
|  | Shutterstock, Inc. | 13380 | 334901 |
|  | Sinclair, Inc. | 16107 | 220022 |
| \* | Snap, Inc., Class A | 369449 | 2881702 |
| #\* | Sphere Entertainment <br> Co.<br>| 8869 | 607349 |
|  | Spok Holdings, Inc. | 435 | 6216 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | Spotify Technology <br> SA<br>| 21644 | $14183746 |
| \* | Stagwell, Inc. | 94859 | 450580 |
| \* | Starz Entertainment <br> Corp.<br>| 621 | 6527 |
|  | Sunrise <br> Communications <br> AG, ADR, Class A<br>| 14507 | 789181 |
| \* | Take-Two Interactive <br> Software, Inc.<br>| 20495 | 5254303 |
| \* | Teads Holding Co. | 2425 | 3589 |
| \* | TechTarget, Inc. | 6809 | 37381 |
|  | TEGNA, Inc. | 17942 | 352919 |
| \* | Thryv Holdings, Inc. | 16195 | 124863 |
|  | TKO Group Holdings, <br> Inc.<br>| 5270 | 992868 |
|  | Townsquare Media, <br> Inc., Class A<br>| 1706 | 10714 |
| \* | Trade Desk, Inc., <br> Class A<br>| 24929 | 1253430 |
| \* | Travelzoo | 800 | 6736 |
| \* | TripAdvisor, Inc. | 35085 | 563465 |
|  | Verizon <br> Communications, <br> Inc.<br>| 171400 | 6811436 |
| \* | Vimeo, Inc. | 6903 | 53843 |
|  | Walt Disney Co. | 101181 | 11395004 |
| \* | Warner Bros <br> Discovery, Inc.<br>| 515260 | 11567587 |
| # | Warner Music Group <br> Corp., Class A<br>| 40734 | 1301859 |
| \* | Yelp, Inc. | 21964 | 724373 |
|  | Zedge, Inc., Class B | 148 | 373 |
| \* | Ziff Davis, Inc. | 12244 | 415072 |
| \* | ZoomInfo <br> Technologies, Inc.<br>| 137089 | 1538139 |
| TOTAL COMMUNICATION <br> SERVICES | TOTAL COMMUNICATION <br> SERVICES |  | 809883991 |
| CONSUMER DISCRETIONARY — (11.8%) | CONSUMER DISCRETIONARY — (11.8%) | CONSUMER DISCRETIONARY — (11.8%) | CONSUMER DISCRETIONARY — (11.8%) |
| \* | 1-800-Flowers.com, <br> Inc., Class A<br>| 16230 | 58428 |
| \* | 1stdibs.com, Inc. | 2009 | 7232 |
| \* | Abercrombie & Fitch <br> Co., Class A<br>| 22043 | 1599220 |
|  | Academy Sports & <br> Outdoors, Inc.<br>| 26952 | 1290731 |
| # | Acushnet Holdings <br> Corp.<br>| 25706 | 1987845 |
| \* | Adient PLC | 24982 | 579333 |
|  | ADT, Inc. | 301741 | 2667390 |
| \* | Adtalem Global <br> Education, Inc.<br>| 18778 | 1840620 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Advance Auto Parts, <br> Inc.<br>| 13670 | $644267 |
| \* | Airbnb, Inc., Class A | 93613 | 11845789 |
|  | A-Mark Precious <br> Metals, Inc.<br>| 5406 | 143691 |
| \* | Amazon.com, Inc. | 979410 | 239191510 |
|  | American Eagle <br> Outfitters, Inc.<br>| 72558 | 1212444 |
| \* | American Public <br> Education, Inc.<br>| 7366 | 246687 |
| \* | America's Car-Mart, <br> Inc.<br>| 3515 | 78174 |
| \* | Amesite, Inc. | 1435 | 5008 |
| \* | Aptiv PLC | 66786 | 5416345 |
|  | Aramark | 67508 | 2557203 |
|  | Arko Corp. | 5315 | 23413 |
| \* | Asbury Automotive <br> Group, Inc.<br>| 9104 | 2135798 |
|  | Autoliv, Inc. | 19475 | 2274680 |
| \* | AutoNation, Inc. | 21551 | 4307398 |
| \* | AutoZone, Inc. | 2017 | 7411325 |
|  | Bassett Furniture <br> Industries, Inc.<br>| 1000 | 14750 |
|  | Bath & Body Works, <br> Inc.<br>| 54476 | 1333572 |
| \* | Beazer Homes USA, <br> Inc.<br>| 11137 | 249469 |
|  | Best Buy Co., Inc. | 65956 | 5417626 |
| \* | Birkenstock Holding <br> PLC<br>| 19034 | 759647 |
|  | Booking Holdings, <br> Inc.<br>| 6305 | 32015151 |
| \* | Boot Barn Holdings, <br> Inc.<br>| 9843 | 1866725 |
|  | BorgWarner, Inc. | 82428 | 3541107 |
| \* | Bright Horizons Family <br> Solutions, Inc.<br>| 13990 | 1528128 |
|  | Brightstar Lottery <br> PLC<br>| 41844 | 697121 |
|  | Brunswick Corp. | 16189 | 1070255 |
|  | Buckle, Inc. | 23029 | 1261989 |
|  | Build-A-Bear <br> Workshop, Inc.<br>| 10909 | 591486 |
| \* | Burlington Stores, <br> Inc.<br>| 14777 | 4042839 |
| # | Caleres, Inc. | 13712 | 151380 |
|  | Camping World <br> Holdings, Inc., <br> Class A<br>| 10843 | 142694 |
| \* | Capri Holdings Ltd. | 37998 | 788459 |
| \* | CarMax, Inc. | 48657 | 2039215 |
|  | Carriage Services, <br> Inc.<br>| 8915 | 398501 |
|  | Carter's, Inc. | 5783 | 181586 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Carvana Co. | 21574 | $6613294 |
|  | Cato Corp., Class A | 7874 | 30315 |
| \* | Cavco Industries, Inc. | 3691 | 1955492 |
|  | Century Communities, <br> Inc.<br>| 12508 | 742975 |
| \* | Champion Homes, <br> Inc.<br>| 17629 | 1202827 |
| # | Cheesecake Factory, <br> Inc.<br>| 11288 | 562142 |
| \* | Chewy, Inc., Class A | 36101 | 1217326 |
| \* | Chipotle Mexican Grill, <br> Inc.<br>| 125350 | 3972342 |
| # | Choice Hotels <br> International, Inc.<br>| 3377 | 313926 |
| \* | Citi Trends, Inc. | 4712 | 168784 |
|  | Columbia Sportswear <br> Co.<br>| 16460 | 816910 |
| \* | Contextlogic Holdings, <br> Inc.<br>| 4775 | 35956 |
| \* | Coupang, Inc. | 168032 | 5371983 |
| \* | Coursera, Inc. | 93866 | 790352 |
|  | Cricut, Inc., Class A | 25400 | 134874 |
| \* | Crocs, Inc. | 28527 | 2330371 |
|  | Crown Crafts, Inc. | 1603 | 4617 |
|  | Dana, Inc. | 31504 | 639531 |
| \* | Deckers Outdoor <br> Corp.<br>| 81991 | 6682266 |
|  | Designer Brands, Inc., <br> Class A<br>| 23730 | 87564 |
| \* | Destination XL Group, <br> Inc.<br>| 39690 | 39658 |
|  | Dick's Sporting <br> Goods, Inc.<br>| 30751 | 6809809 |
| # | Dillard's, Inc., Class A | 5372 | 3223630 |
|  | Domino's Pizza, Inc. | 4038 | 1608981 |
| \* | DoorDash, Inc., <br> Class A<br>| 45222 | 11503120 |
| \* | Dorman Products, <br> Inc.<br>| 8936 | 1198586 |
|  | DR Horton, Inc. | 102854 | 15333474 |
| \* | Dream Finders <br> Homes, Inc., <br> Class A<br>| 9383 | 185783 |
| \* | Driven Brands <br> Holdings, Inc.<br>| 37698 | 540966 |
| #\* | Duolingo, Inc. | 2711 | 733705 |
|  | eBay, Inc. | 127088 | 10333525 |
|  | Escalade, Inc. | 1044 | 12016 |
| #\* | Etsy, Inc. | 43551 | 2700162 |
|  | Expedia Group, Inc. | 46879 | 10313380 |
| \* | Figs, Inc., Class A | 55198 | 411777 |
| \* | Five Below, Inc. | 14838 | 2333572 |
|  | Flanigan's <br> Enterprises, Inc.<br>| 8 | 253 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Flexsteel Industries, <br> Inc.<br>| 1661 | $56790 |
| #\* | Floor & Decor <br> Holdings, Inc., <br> Class A<br>| 28457 | 1777993 |
| \* | Flutter Entertainment <br> PLC<br>| 39115 | 9097758 |
|  | Ford Motor Co. | 936036 | 12290153 |
| \* | Fossil Group, Inc. | 11300 | 23504 |
| \* | Fox Factory Holding <br> Corp.<br>| 7792 | 172281 |
| \* | Frontdoor, Inc. | 18859 | 1252803 |
| \* | Funko, Inc., Class A | 29673 | 92580 |
| #\* | GameStop Corp., <br> Class A<br>| 22153 | 493790 |
|  | Gap, Inc. | 136903 | 3128234 |
|  | Garmin Ltd. | 33720 | 7214057 |
|  | Garrett Motion, Inc. | 59560 | 1008946 |
|  | General Motors Co. | 305949 | 21138016 |
| \* | Genesco, Inc. | 5487 | 159178 |
|  | Gentex Corp. | 37750 | 885238 |
| \* | Gentherm, Inc. | 6437 | 236882 |
|  | Genuine Parts Co. | 46496 | 5919406 |
| \* | G-III Apparel Group <br> Ltd.<br>| 17412 | 467512 |
| \* | Global Business <br> Travel Group I<br>| 18277 | 143657 |
|  | Graham Holdings Co., <br> Class B<br>| 615 | 622460 |
| \* | Grand Canyon <br> Education, Inc.<br>| 4427 | 833604 |
| \* | Green Brick Partners, <br> Inc.<br>| 19788 | 1281075 |
|  | Group 1 Automotive, <br> Inc.<br>| 8346 | 3317869 |
| \* | Groupon, Inc. | 12916 | 259999 |
|  | Guess?, Inc. | 32446 | 550933 |
|  | H&R Block, Inc. | 28803 | 1432661 |
|  | Hamilton Beach <br> Brands Holding Co., <br> Class A<br>| 2900 | 40803 |
| \* | Hanesbrands, Inc. | 72533 | 479443 |
|  | Harley-Davidson, Inc. | 38952 | 1050925 |
|  | Hasbro, Inc. | 39088 | 2982805 |
| \* | Helen of Troy Ltd. | 7531 | 140303 |
|  | Home Depot, Inc. | 142326 | 54025526 |
|  | Hooker Furnishings <br> Corp.<br>| 4239 | 38490 |
| \* | Hovnanian <br> Enterprises, Inc., <br> Class A<br>| 1200 | 144276 |
|  | Installed Building <br> Products, Inc.<br>| 5234 | 1299236 |
|  | J Jill, Inc. | 3245 | 48902 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | JAKKS Pacific, Inc. | 6498 | $110466 |
|  | Johnson Outdoors, <br> Inc., Class A<br>| 4369 | 177949 |
|  | KB Home | 39227 | 2448549 |
| # | Kohl's Corp. | 29453 | 479200 |
|  | Kontoor Brands, Inc. | 20717 | 1676420 |
| \* | Koss Corp. | 2113 | 10206 |
| \* | Lands' End, Inc. | 15955 | 251132 |
|  | Las Vegas Sands <br> Corp.<br>| 85195 | 5056323 |
| \* | Latham Group, Inc. | 5809 | 42115 |
| \* | Laureate Education, <br> Inc.<br>| 45531 | 1321765 |
|  | La-Z-Boy, Inc. | 16027 | 508056 |
|  | LCI Industries | 8650 | 895189 |
|  | Lear Corp. | 15271 | 1598110 |
| \* | Legacy Housing <br> Corp.<br>| 4151 | 93211 |
|  | Lennar Corp. (LEN <br> US), Class A<br>| 62726 | 7763597 |
|  | Lennar Corp. (LENB <br> US), Class B<br>| 6006 | 709008 |
|  | Levi Strauss & Co., <br> Class A<br>| 33542 | 680232 |
| \* | LGI Homes, Inc. | 11406 | 465479 |
|  | Lifetime Brands, Inc. | 8691 | 29462 |
| #\* | Light & Wonder, Inc. | 8548 | 621440 |
| \* | Lincoln Educational <br> Services Corp.<br>| 8065 | 156622 |
|  | Lithia Motors, Inc. | 11045 | 3469014 |
| \* | Live Ventures, Inc. | 1033 | 14142 |
|  | LKQ Corp. | 67233 | 2148767 |
| \* | Lovesac Co. | 13762 | 190879 |
|  | Lowe's Cos., Inc. | 58073 | 13828923 |
| #\* | Lucid Group, Inc. | 26326 | 467287 |
| \* | Lululemon Athletica, <br> Inc.<br>| 52231 | 8907475 |
| \* | M/I Homes, Inc. | 4720 | 590897 |
|  | Macy's, Inc. | 112241 | 2187577 |
| \* | Malibu Boats, Inc., <br> Class A<br>| 5777 | 161005 |
|  | Marine Products <br> Corp.<br>| 15321 | 129462 |
| \* | MarineMax, Inc. | 11036 | 273362 |
| \* | MasterCraft Boat <br> Holdings, Inc.<br>| 8081 | 162105 |
| \* | Mattel, Inc. | 65783 | 1209092 |
|  | McDonald's Corp. | 66182 | 19750694 |
|  | Meritage Homes <br> Corp.<br>| 14026 | 947597 |
| \* | MGM Resorts <br> International<br>| 39579 | 1267715 |
| \* | Mister Car Wash, Inc. | 90973 | 508539 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Mobileye Global, Inc., <br> Class A<br>| 30168 | $396709 |
|  | Monro, Inc. | 11204 | 164139 |
| \* | Motorcar Parts of <br> America, Inc.<br>| 1259 | 21479 |
|  | Movado Group, Inc. | 6505 | 118456 |
| \* | National Vision <br> Holdings, Inc.<br>| 31080 | 800310 |
|  | Newell Brands, Inc. | 154964 | 526878 |
|  | NIKE, Inc., Class B | 207129 | 13378462 |
| \* | NVR, Inc. | 1322 | 9532704 |
| \* | Ollie's Bargain Outlet <br> Holdings, Inc.<br>| 18614 | 2248757 |
|  | OneSpaWorld <br> Holdings Ltd.<br>| 18352 | 427051 |
| \* | OneWater Marine, <br> Inc., Class A<br>| 3499 | 54339 |
| \* | O'Reilly Automotive, <br> Inc.<br>| 55155 | 5208838 |
|  | Oxford Industries, Inc. | 6265 | 230865 |
|  | Papa John's <br> International, Inc.<br>| 8119 | 412526 |
|  | Penske Automotive <br> Group, Inc.<br>| 34041 | 5448943 |
|  | Perdoceo Education <br> Corp.<br>| 22173 | 704214 |
| \* | Petco Health & <br> Wellness Co., Inc.<br>| 94143 | 299375 |
| \* | PetMed Express, Inc. | 3207 | 8242 |
|  | Phinia, Inc. | 8382 | 435110 |
| \* | Planet Fitness, Inc., <br> Class A<br>| 12454 | 1129453 |
|  | Polaris, Inc. | 12038 | 795712 |
|  | Pool Corp. | 9511 | 2540008 |
|  | PulteGroup, Inc. | 65385 | 7837700 |
| \* | Pursuit Attractions & <br> Hospitality, Inc.<br>| 594 | 21075 |
|  | PVH Corp. | 15839 | 1240669 |
|  | Ralph Lauren Corp. | 15199 | 4858512 |
| \* | Rave Restaurant <br> Group, Inc.<br>| 2343 | 5998 |
| \* | Revolve Group, Inc. | 13079 | 289307 |
| #\* | Rivian Automotive, <br> Inc., Class A<br>| 182043 | 2470324 |
|  | Rocky Brands, Inc. | 2430 | 68502 |
|  | Ross Stores, Inc. | 75366 | 11977165 |
| \* | Sabre Corp. | 185386 | 379114 |
| \* | Sally Beauty Holdings, <br> Inc.<br>| 39595 | 598280 |
| #\* | Savers Value Village, <br> Inc.<br>| 23982 | 220874 |
|  | Service Corp. <br> International<br>| 24390 | 2036809 |
| #\* | SharkNinja, Inc. | 76321 | 6525446 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Shoe Carnival, Inc. | 8969 | $164402 |
|  | Signet Jewelers Ltd. | 17900 | 1769415 |
| \* | Sleep Number Corp. | 6945 | 38198 |
| # | Somnigroup <br> International, Inc.<br>| 61046 | 4843390 |
|  | Sonic Automotive, <br> Inc., Class A<br>| 14445 | 917691 |
| \* | Sonos, Inc. | 27642 | 474613 |
| \* | Sportsman's <br> Warehouse <br> Holdings, Inc.<br>| 5290 | 13066 |
|  | Standard Motor <br> Products, Inc.<br>| 9214 | 342116 |
|  | Starbucks Corp. | 51265 | 4145801 |
|  | Steven Madden Ltd. | 21062 | 714212 |
| \* | Stitch Fix, Inc., <br> Class A<br>| 60518 | 253570 |
| \* | Stoneridge, Inc. | 8307 | 56571 |
|  | Strategic Education, <br> Inc.<br>| 3969 | 301565 |
| \* | Strattec Security <br> Corp.<br>| 717 | 43995 |
| \* | Stride, Inc. | 10312 | 701628 |
|  | Superior Group of <br> Cos., Inc.<br>| 2597 | 24256 |
| \* | Sweetgreen, Inc., <br> Class A<br>| 12368 | 77795 |
|  | Tandy Leather <br> Factory, Inc.<br>| 129 | 393 |
|  | Tapestry, Inc. | 124113 | 13630090 |
| \* | Taylor Morrison Home <br> Corp.<br>| 76979 | 4562545 |
| \* | Tesla, Inc. | 207066 | 94538053 |
|  | Thor Industries, Inc. | 20540 | 2143349 |
| \* | Tile Shop Holdings, <br> Inc.<br>| 23448 | 146784 |
| #\* | Tilly's, Inc., Class A | 901 | 1379 |
|  | TJX Cos., Inc. | 159841 | 22400118 |
|  | Toll Brothers, Inc. | 45066 | 6081657 |
| \* | TopBuild Corp. | 7132 | 3013127 |
| #\* | Topgolf Callaway <br> Brands Corp.<br>| 29171 | 274499 |
|  | Tractor Supply Co. | 87271 | 4722234 |
|  | Travel & Leisure Co. | 9314 | 584733 |
| \* | Tri Pointe Homes, <br> Inc.<br>| 56277 | 1792422 |
| \* | Ulta Beauty, Inc. | 15968 | 8301444 |
| \* | Under Armour, Inc. <br> (UA US), Class C<br>| 100890 | 447952 |
| \* | Under Armour, Inc. <br> (UAA US), Class A<br>| 43604 | 201014 |
| \* | United Parks & <br> Resorts, Inc.<br>| 8096 | 391846 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Universal Electronics, <br> Inc.<br>| 3365 | $13090 |
| \* | Universal Technical <br> Institute, Inc.<br>| 13937 | 414208 |
|  | Upbound Group, Inc. | 25061 | 485682 |
| \* | Urban Outfitters, Inc. | 51997 | 3359526 |
| \* | Valvoline, Inc. | 44467 | 1467856 |
| \* | Vera Bradley, Inc. | 10964 | 25765 |
| # | VF Corp. | 91114 | 1279241 |
| \* | Victoria's Secret & <br> Co.<br>| 32969 | 1162157 |
|  | Visteon Corp. | 10795 | 1156792 |
| \* | Warby Parker, Inc., <br> Class A<br>| 17757 | 347860 |
| \* | Wayfair, Inc., Class A | 28218 | 2920845 |
|  | Wendy's Co. | 29492 | 251862 |
|  | Weyco Group, Inc. | 3454 | 99026 |
| # | Whirlpool Corp. | 15761 | 1128960 |
|  | Williams-Sonoma, <br> Inc.<br>| 45518 | 8845968 |
| # | Wingstop, Inc. | 4365 | 945590 |
|  | Winmark Corp. | 1273 | 513235 |
|  | Winnebago Industries, <br> Inc.<br>| 7319 | 275999 |
| \* | YETI Holdings, Inc. | 35806 | 1217046 |
|  | Yum! Brands, Inc. | 33004 | 4561483 |
| \* | Zumiez, Inc. | 9315 | 201670 |
| TOTAL CONSUMER <br> DISCRETIONARY | TOTAL CONSUMER <br> DISCRETIONARY |  | 954191755 |
| CONSUMER STAPLES — (4.0%) | CONSUMER STAPLES — (4.0%) | CONSUMER STAPLES — (4.0%) | CONSUMER STAPLES — (4.0%) |
|  | Albertsons Cos., Inc., <br> Class A<br>| 130093 | 2301345 |
|  | Andersons, Inc. | 7747 | 358764 |
|  | Archer-Daniels-Midland <br> Co.<br>| 1267 | 76692 |
| \* | AXIL Brands, Inc. | 2069 | 11566 |
|  | B&G Foods, Inc. | 2579 | 10316 |
| \* | BellRing Brands, Inc. | 33319 | 1003901 |
| \* | BJ's Wholesale Club <br> Holdings, Inc.<br>| 50479 | 4455277 |
| \* | Boston Beer Co., Inc. <br> , Class A<br>| 1315 | 272192 |
|  | Brown-Forman Corp. <br> (BF/A US), Class A<br>| 12676 | 343773 |
| # | Brown-Forman Corp. <br> (BFB US), Class B<br>| 66959 | 1823294 |
|  | Bunge Global SA | 4517 | 427308 |
|  | Calavo Growers, Inc. | 6792 | 150850 |
| # | Casey's General <br> Stores, Inc.<br>| 11943 | 6129028 |
| \* | Celsius Holdings, Inc. | 32506 | 1957836 |
| \* | Central Garden & Pet <br> Co. (CENT US)<br>| 1055 | 32357 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| \* | Central Garden & Pet <br> Co. (CENTA US), <br> Class A<br>| 18752 | $521493 |
| \* | Chefs' Warehouse, <br> Inc.<br>| 13090 | 772310 |
|  | Church & Dwight Co., <br> Inc.<br>| 60583 | 5312523 |
|  | Clorox Co. | 20581 | 2314539 |
|  | Coca-Cola Co. | 463599 | 31941971 |
|  | Coca-Cola <br> Consolidated, Inc.<br>| 17630 | 2298599 |
| \* | Coffee Holding Co., <br> Inc.<br>| 695 | 2836 |
|  | Colgate-Palmolive <br> Co.<br>| 121142 | 9333991 |
|  | Constellation Brands, <br> Inc., Class A<br>| 39920 | 5244690 |
| \* | Coty, Inc., Class A | 368905 | 1464553 |
|  | Dollar General Corp. | 79526 | 7846035 |
| #\* | Dollar Tree, Inc. | 62799 | 6224637 |
|  | Edgewell Personal <br> Care Co.<br>| 11084 | 214919 |
| \* | elf Beauty, Inc. | 23894 | 2918413 |
| # | Energizer Holdings, <br> Inc.<br>| 20067 | 466156 |
|  | Estee Lauder Cos., <br> Inc., Class A<br>| 41429 | 4005770 |
| \* | FitLife Brands, Inc. | 654 | 12504 |
| \*» | Fresh Market, Inc. | 1517 | 0 |
| \* | Freshpet, Inc. | 4776 | 235027 |
|  | General Mills, Inc. | 115671 | 5391425 |
| #\* | Grocery Outlet <br> Holding Corp.<br>| 25419 | 345953 |
| \* | Herbalife Ltd. | 27498 | 219984 |
|  | Hershey Co. | 20796 | 3527626 |
| \* | HF Foods Group, Inc. | 4268 | 9219 |
| \* | Honest Co., Inc. | 53203 | 181422 |
|  | Ingles Markets, Inc., <br> Class A<br>| 5503 | 380257 |
|  | Interparfums, Inc. | 13820 | 1232053 |
|  | J&J Snack Foods <br> Corp.<br>| 4082 | 345541 |
|  | J.M. Smucker Co. | 31758 | 3288541 |
|  | John B Sanfilippo & <br> Son, Inc.<br>| 3357 | 210752 |
|  | Kenvue, Inc. | 334206 | 4802540 |
|  | Keurig Dr. Pepper, <br> Inc.<br>| 172862 | 4694932 |
|  | Kimberly-Clark Corp. | 200 | 23942 |
|  | Kraft Heinz Co. | 138090 | 3414966 |
|  | Kroger Co. | 220174 | 14009672 |
|  | Lamb Weston <br> Holdings, Inc.<br>| 1896 | 117040 |
| # | Lifevantage Corp. | 2374 | 19443 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| \* | Lifeway Foods, Inc. | 1321 | $31691 |
| \* | Mama's Creations, <br> Inc.<br>| 2572 | 27237 |
| \* | Mannatech, Inc. | 805 | 7921 |
| \* | Maplebear, Inc. | 89588 | 3302214 |
|  | Marzetti Co. | 4588 | 719353 |
|  | McCormick & Co., Inc. <br> (MKC US)<br>| 75111 | 4819122 |
|  | McCormick & Co., Inc. <br> (MKC/V US)<br>| 400 | 25586 |
| \* | Mission Produce, Inc. | 8172 | 94141 |
|  | Mondelez <br> International, Inc., <br> Class A<br>| 156324 | 8982377 |
| \* | Monster Beverage <br> Corp.<br>| 250095 | 16713849 |
| \* | National Beverage <br> Corp.<br>| 12967 | 444379 |
| \* | Natural Alternatives <br> International, Inc.<br>| 1014 | 2829 |
|  | Natural Grocers by <br> Vitamin Cottage, <br> Inc.<br>| 9071 | 291088 |
|  | Natural Health Trends <br> Corp.<br>| 187 | 825 |
| \* | Nature's Sunshine <br> Products, Inc.<br>| 6479 | 87337 |
|  | Nu Skin Enterprises, <br> Inc., Class A<br>| 23928 | 256508 |
|  | PepsiCo, Inc. | 126355 | 18459202 |
|  | PriceSmart, Inc. | 12402 | 1425486 |
|  | Procter & Gamble <br> Co.<br>| 234524 | 35265374 |
| \* | Simply Good Foods <br> Co.<br>| 57257 | 1120520 |
|  | Spectrum Brands <br> Holdings, Inc.<br>| 7473 | 402645 |
| \* | Sprouts Farmers <br> Market, Inc.<br>| 54647 | 4314927 |
|  | Sysco Corp. | 115829 | 8603778 |
|  | Target Corp. | 137965 | 12792115 |
|  | Tootsie Roll Industries, <br> Inc.<br>| 1825 | 64404 |
| \* | U.S. Foods Holding <br> Corp.<br>| 87889 | 6382499 |
| \* | United Natural Foods, <br> Inc.<br>| 32700 | 1231155 |
|  | United-Guardian, Inc. | 1797 | 12885 |
| \* | USANA Health <br> Sciences, Inc.<br>| 10221 | 216174 |
|  | Village Super Market, <br> Inc., Class A<br>| 2601 | 81593 |
| \* | Vita Coco Co., Inc. | 9423 | 388039 |
| \* | Vital Farms, Inc. | 19928 | 654635 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | Walmart, Inc. | 546792 | $55324415 |
|  | WD-40 Co. | 4336 | 842398 |
|  | Weis Markets, Inc. | 12178 | 771355 |
| \* | Zevia PBC, Class A | 6995 | 16508 |
| TOTAL CONSUMER <br> STAPLES | TOTAL CONSUMER <br> STAPLES |  | 326877337 |
| ENERGY — (1.4%) | ENERGY — (1.4%) | ENERGY — (1.4%) | ENERGY — (1.4%) |
|  | Archrock, Inc. | 156925 | 3965495 |
| # | Atlas Energy <br> Solutions, Inc.<br>| 12415 | 153698 |
|  | Baker Hughes Co. | 291263 | 14100042 |
| \* | Bristow Group, Inc. | 14313 | 582539 |
|  | Cactus, Inc., Class A | 26090 | 1152395 |
| #\* | Centrus Energy Corp., <br> Class A<br>| 8197 | 3012070 |
| \* | Clean Energy Fuels <br> Corp.<br>| 45500 | 130130 |
|  | Core Laboratories, <br> Inc.<br>| 9882 | 157519 |
|  | Delek U.S. Holdings, <br> Inc.<br>| 5551 | 209606 |
| \* | DMC Global, Inc. | 20221 | 162981 |
|  | Energy Services of <br> America Corp.<br>| 5812 | 63700 |
| \* | Expro Group Holdings <br> NV<br>| 37431 | 508313 |
| \* | Forum Energy <br> Technologies, Inc.<br>| 10231 | 273986 |
| \* | Geospace <br> Technologies Corp.<br>| 3600 | 91224 |
| \* | Gulf Island <br> Fabrication, Inc.<br>| 8500 | 66385 |
|  | Halliburton Co. | 169991 | 4562558 |
| \* | Helix Energy Solutions <br> Group, Inc.<br>| 101210 | 680131 |
|  | HF Sinclair Corp. | 32414 | 1672562 |
| \* | Innovex International, <br> Inc.<br>| 23139 | 464400 |
|  | Kodiak Gas Services, <br> Inc.<br>| 53768 | 1982964 |
| \* | Mammoth Energy <br> Services, Inc.<br>| 2903 | 5922 |
|  | Marathon Petroleum <br> Corp.<br>| 28273 | 5510690 |
| #\* | MIND Technology, <br> Inc.<br>| 2233 | 24585 |
|  | Natural Gas Services <br> Group, Inc.<br>| 14200 | 395328 |
| \* | NCS Multistage <br> Holdings, Inc.<br>| 500 | 18350 |
|  | Noble Corp. PLC | 13047 | 382929 |
|  | NOV, Inc. | 113796 | 1661422 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | Oceaneering <br> International, Inc.<br>| 72468 | $1687780 |
| \* | Oil States <br> International, Inc.<br>| 58080 | 346738 |
|  | ONEOK, Inc. | 39937 | 2675779 |
|  | PBF Energy, Inc., <br> Class A<br>| 23700 | 809829 |
|  | Phillips 66 | 42160 | 5739662 |
|  | Ranger Energy <br> Services, Inc., <br> Class A<br>| 2845 | 39090 |
| \* | REX American <br> Resources Corp.<br>| 23764 | 761161 |
|  | RPC, Inc. | 35589 | 185063 |
| \* | Seadrill Ltd. | 3371 | 106389 |
|  | Select Water <br> Solutions, Inc.<br>| 51492 | 595247 |
|  | SLB Ltd. | 662532 | 23890904 |
|  | Solaris Energy <br> Infrastructure, Inc.<br>| 15130 | 805370 |
| \* | Stabilis Solutions, Inc. | 1422 | 7096 |
|  | TechnipFMC PLC | 273545 | 11311086 |
| \* | TETRA Technologies, <br> Inc.<br>| 73498 | 518896 |
|  | Texas Pacific Land <br> Corp.<br>| 7473 | 7049879 |
| #\* | Transocean Ltd. | 47763 | 183410 |
| \* | Uranium Energy <br> Corp.<br>| 74478 | 1126852 |
|  | Valero Energy Corp. | 60835 | 10315183 |
|  | Weatherford <br> International PLC<br>| 37590 | 2770007 |
|  | Western Midstream <br> Partners LP<br>| 1312 | 49150 |
|  | World Kinect Corp. | 37347 | 965420 |
| TOTAL ENERGY | TOTAL ENERGY |  | 113931915 |
| FINANCIALS — (17.0%) | FINANCIALS — (17.0%) | FINANCIALS — (17.0%) | FINANCIALS — (17.0%) |
|  | 1st Source Corp. | 11484 | 682609 |
| \* | Acacia Research <br> Corp.<br>| 3512 | 12187 |
|  | Acadian Asset <br> Management, Inc.<br>| 9378 | 451082 |
|  | ACNB Corp. | 674 | 30451 |
|  | Affiliated Managers <br> Group, Inc.<br>| 18294 | 4353240 |
|  | Affinity Bancshares, <br> Inc.<br>| 498 | 9447 |
| \* | Affirm Holdings, Inc. | 78448 | 5638842 |
|  | Aflac, Inc. | 151527 | 16242179 |
|  | Alerus Financial <br> Corp.<br>| 750 | 15840 |
|  | Allstate Corp. | 51812 | 9923034 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Ally Financial, Inc. | 131532 | $5125802 |
| \* | AlTi Global, Inc. | 3745 | 14755 |
|  | Amalgamated <br> Financial Corp.<br>| 19123 | 521293 |
| \* | Ambac Financial <br> Group, Inc.<br>| 31288 | 256874 |
|  | Amerant Bancorp, <br> Inc.<br>| 14313 | 240029 |
|  | American Coastal <br> Insurance Corp.<br>| 1774 | 21004 |
|  | American Express <br> Co.<br>| 75369 | 27187859 |
|  | American Financial <br> Group, Inc.<br>| 27789 | 3659256 |
|  | American International <br> Group, Inc.<br>| 167709 | 13242303 |
|  | Ameriprise Financial, <br> Inc.<br>| 26676 | 12078093 |
|  | Ameris Bancorp | 26226 | 1878306 |
|  | AMERISAFE, Inc. | 7337 | 294067 |
|  | AmeriServ Financial, <br> Inc.<br>| 3000 | 9150 |
|  | Ames National Corp. | 1387 | 28933 |
|  | Aon PLC, Class A | 24485 | 8341550 |
|  | Apollo Global <br> Management, Inc.<br>| 124959 | 15533653 |
|  | Arch Capital Group <br> Ltd.<br>| 109663 | 9465014 |
| # | ARES Management <br> Corp., Class A<br>| 19661 | 2923787 |
|  | Arrow Financial Corp. | 6059 | 168986 |
|  | Arthur J Gallagher & <br> Co.<br>| 15080 | 3762309 |
|  | Artisan Partners Asset <br> Management, Inc., <br> Class A<br>| 23629 | 1031642 |
|  | Associated <br> Banc-Corp.<br>| 14907 | 369246 |
|  | Associated Capital <br> Group, Inc., <br> Class A<br>| 670 | 24455 |
|  | Assurant, Inc. | 19788 | 4189515 |
|  | Assured Guaranty <br> Ltd.<br>| 28327 | 2282590 |
|  | Atlantic Union <br> Bankshares Corp.<br>| 36667 | 1192411 |
| \* | Atlanticus Holdings <br> Corp.<br>| 6399 | 352649 |
|  | Axis Capital Holdings <br> Ltd.<br>| 54623 | 5115990 |
| \* | Axos Financial, Inc. | 18072 | 1409255 |
| #\* | B Riley Financial, Inc. | 9799 | 48995 |
| \* | Baldwin Insurance <br> Group, Inc.<br>| 4425 | 97793 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Banc of California, <br> Inc.<br>| 33351 | $565966 |
|  | BancFirst Corp. | 10319 | 1123326 |
| \* | Bancorp, Inc. | 22298 | 1457620 |
|  | Bank First Corp. | 192 | 23447 |
|  | Bank of America <br> Corp.<br>| 706241 | 37748581 |
|  | Bank of Hawaii Corp. | 7730 | 501909 |
|  | Bank of Marin <br> Bancorp<br>| 4276 | 110107 |
|  | Bank of New York <br> Mellon Corp.<br>| 114520 | 12360144 |
|  | Bank of NT Butterfield <br> & Son Ltd.<br>| 17367 | 803397 |
|  | Bank of the James <br> Financial Group, <br> Inc.<br>| 4 | 68 |
|  | Bank OZK | 25577 | 1150709 |
|  | Bank7 Corp. | 640 | 26566 |
|  | BankFinancial Corp. | 1550 | 17128 |
|  | BankUnited, Inc. | 14886 | 596631 |
|  | Bankwell Financial <br> Group, Inc.<br>| 459 | 19898 |
|  | Banner Corp. | 23284 | 1406121 |
|  | Bar Harbor <br> Bankshares<br>| 5537 | 162400 |
|  | BayCom Corp. | 470 | 12812 |
|  | BCB Bancorp, Inc. | 5700 | 45258 |
|  | Beacon Financial <br> Corp.<br>| 46399 | 1129352 |
|  | BGC Group, Inc., <br> Class A<br>| 122947 | 1123736 |
|  | Blackrock, Inc. | 14348 | 15536158 |
|  | Blackstone, Inc. | 75007 | 10999026 |
| \* | Block, Inc. | 133686 | 10152115 |
| \* | Blue Foundry <br> Bancorp<br>| 1158 | 9542 |
| \* | Blue Ridge <br> Bankshares, Inc.<br>| 4047 | 18131 |
|  | BOK Financial Corp. | 17484 | 1828477 |
| \* | Bowhead Specialty <br> Holdings, Inc.<br>| 7104 | 170212 |
|  | Bread Financial <br> Holdings, Inc.<br>| 20048 | 1256007 |
| \* | Bridgewater <br> Bancshares, Inc.<br>| 6348 | 104488 |
| \* | Brighthouse Financial, <br> Inc.<br>| 39477 | 2252952 |
| \* | Broadway Financial <br> Corp.<br>| 132 | 821 |
|  | Brown & Brown, Inc. | 30598 | 2439885 |
|  | Burke & Herbert <br> Financial Services <br> Corp.<br>| 308 | 18129 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Business First <br> Bancshares, Inc.<br>| 3343 | $81970 |
| \* | BV Financial, Inc. | 887 | 14458 |
|  | Byline Bancorp, Inc. | 10918 | 291947 |
|  | C&F Financial Corp. | 215 | 14708 |
|  | Cadence Bank | 37851 | 1428497 |
| \* | California BanCorp | 1248 | 23076 |
|  | Camden National <br> Corp.<br>| 5650 | 215548 |
|  | Capital Bancorp, Inc. | 1211 | 33660 |
|  | Capital City Bank <br> Group, Inc.<br>| 7273 | 282920 |
|  | Capital One Financial <br> Corp.<br>| 108262 | 23816557 |
|  | Capitol Federal <br> Financial, Inc.<br>| 41795 | 252442 |
|  | Carlyle Group, Inc. | 120278 | 6413223 |
| \* | Carter Bankshares, <br> Inc.<br>| 561 | 9582 |
|  | Cass Information <br> Systems, Inc.<br>| 996 | 39372 |
|  | Cathay General <br> Bancorp<br>| 23234 | 1055985 |
|  | CB Financial Services, <br> Inc.<br>| 318 | 10294 |
|  | Cboe Global Markets, <br> Inc.<br>| 24920 | 6121349 |
|  | Central Pacific <br> Financial Corp.<br>| 1255 | 35780 |
|  | CF Bankshares, Inc. | 1038 | 24082 |
|  | Charles Schwab <br> Corp.<br>| 170911 | 16154508 |
|  | Chemung Financial <br> Corp.<br>| 316 | 16012 |
|  | Chubb Ltd. | 51617 | 14294812 |
|  | Cincinnati Financial <br> Corp.<br>| 34691 | 5362882 |
|  | Citigroup, Inc. | 199306 | 20175746 |
|  | Citizens & Northern <br> Corp.<br>| 11409 | 220878 |
|  | Citizens Community <br> Bancorp, Inc.<br>| 4179 | 65401 |
|  | Citizens Financial <br> Group, Inc.<br>| 123101 | 6262148 |
| #\* | Citizens, Inc. | 4745 | 26430 |
|  | City Holding Co. | 5520 | 650698 |
|  | Civista Bancshares, <br> Inc.<br>| 800 | 17224 |
|  | CME Group, Inc. | 28171 | 7479119 |
|  | CNB Financial Corp. | 11504 | 282998 |
|  | CNO Financial Group, <br> Inc.<br>| 35165 | 1407303 |
| \* | Coastal Financial <br> Corp.<br>| 3619 | 385423 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Cohen & Steers, Inc. | 17390 | $1188085 |
| \* | Coinbase Global, Inc., <br> Class A<br>| 14047 | 4829078 |
|  | Columbia Banking <br> System, Inc.<br>| 37191 | 996719 |
| \* | Columbia Financial, <br> Inc.<br>| 25991 | 383367 |
|  | Comerica, Inc. | 12353 | 945004 |
|  | Commerce <br> Bancshares, Inc.<br>| 28656 | 1508165 |
|  | Community Financial <br> System, Inc.<br>| 11587 | 642847 |
|  | Community Trust <br> Bancorp, Inc.<br>| 9403 | 481387 |
|  | Community West <br> Bancshares<br>| 1166 | 24696 |
|  | ConnectOne Bancorp, <br> Inc.<br>| 19617 | 471985 |
| \* | Consumer Portfolio <br> Services, Inc.<br>| 570 | 4788 |
|  | Corebridge Financial, <br> Inc.<br>| 257534 | 8385307 |
|  | Crawford & Co. <br> (CRD/A US), <br> Class A<br>| 2485 | 26913 |
|  | Crawford & Co. <br> (CRD/B US), <br> Class B<br>| 33605 | 337394 |
| \* | Credit Acceptance <br> Corp.<br>| 3159 | 1413147 |
|  | Cullen/Frost Bankers, <br> Inc.<br>| 13748 | 1692929 |
| \* | Customers Bancorp, <br> Inc.<br>| 10143 | 680798 |
|  | CVB Financial Corp. | 25225 | 463383 |
|  | Diamond Hill <br> Investment Group, <br> Inc.<br>| 1753 | 224998 |
|  | Dime Community <br> Bancshares, Inc.<br>| 10182 | 267278 |
|  | Donegal Group, Inc. <br> (DGICA US), <br> Class A<br>| 18392 | 344850 |
| \* | Donnelley Financial <br> Solutions, Inc.<br>| 6423 | 295137 |
|  | Eagle Bancorp <br> Montana, Inc.<br>| 956 | 15516 |
|  | Eagle Bancorp, Inc. | 7356 | 123213 |
|  | Eagle Financial <br> Services, Inc.<br>| 362 | 13108 |
|  | East West Bancorp, <br> Inc.<br>| 28824 | 2928518 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Eastern Bankshares, <br> Inc.<br>| 38528 | $675396 |
| \* | eHealth, Inc. | 11013 | 57157 |
|  | Employers Holdings, <br> Inc.<br>| 15634 | 596124 |
|  | Enact Holdings, Inc. | 7312 | 261185 |
| \* | Encore Capital Group, <br> Inc.<br>| 9985 | 415176 |
| \* | Enova International, <br> Inc.<br>| 12598 | 1506343 |
|  | Enterprise Financial <br> Services Corp.<br>| 11863 | 621265 |
|  | Equitable Holdings, <br> Inc.<br>| 115456 | 5703526 |
|  | Equity Bancshares, <br> Inc., Class A<br>| 7700 | 311927 |
|  | Erie Indemnity Co., <br> Class A<br>| 9023 | 2640491 |
|  | Esquire Financial <br> Holdings, Inc.<br>| 2258 | 211800 |
|  | Essent Group Ltd. | 60315 | 3653280 |
|  | Evercore, Inc., <br> Class A<br>| 11912 | 3508799 |
|  | Everest Group Ltd. | 18513 | 5822709 |
| \* | EZCORP, Inc., <br> Class A<br>| 16571 | 302421 |
|  | F&G Annuities & Life, <br> Inc.<br>| 14226 | 421801 |
|  | FactSet Research <br> Systems, Inc.<br>| 5162 | 1377222 |
|  | Farmers National <br> Banc Corp.<br>| 1526 | 19807 |
| \* | FB Bancorp, Inc. | 1137 | 13780 |
|  | FB Financial Corp. | 16307 | 880741 |
|  | Federal Agricultural <br> Mortgage Corp. <br> (AGM US), Class C<br>| 5226 | 829053 |
|  | Federated Hermes, <br> Inc.<br>| 37678 | 1826629 |
|  | Fidelis Insurance <br> Holdings Ltd.<br>| 16353 | 294027 |
|  | Fidelity National <br> Financial, Inc.<br>| 143893 | 7948649 |
|  | Fidelity National <br> Information <br> Services, Inc.<br>| 45099 | 2819589 |
| \* | Fifth District Bancorp, <br> Inc.<br>| 754 | 10066 |
|  | Fifth Third Bancorp | 69893 | 2908947 |
| \* | Finance of America <br> Cos., Inc., Class A<br>| 674 | 14828 |
|  | Financial Institutions, <br> Inc.<br>| 3311 | 94132 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | Finwise Bancorp | 1434 | $27518 |
|  | First American <br> Financial Corp.<br>| 36919 | 2307807 |
|  | First BanCorp | 59619 | 1161974 |
|  | First Bancorp, Inc. | 623 | 15444 |
|  | First <br> Bancorp/Southern <br> Pines NC<br>| 10356 | 502680 |
|  | First Bank | 14059 | 219602 |
|  | First Busey Corp. | 26114 | 583909 |
|  | First Business <br> Financial Services, <br> Inc.<br>| 800 | 40488 |
|  | First Capital, Inc. | 400 | 17220 |
|  | First Citizens <br> BancShares, Inc., <br> Class A<br>| 1538 | 2806573 |
|  | First Commonwealth <br> Financial Corp.<br>| 27007 | 412937 |
|  | First Community <br> Bankshares, Inc.<br>| 6768 | 218877 |
|  | First Financial <br> Bancorp<br>| 14833 | 347241 |
|  | First Financial <br> Bankshares, Inc.<br>| 23022 | 711150 |
|  | First Financial Corp. | 4517 | 240846 |
| \*» | First Financial <br> Northwest, Inc.<br>| 1300 | 1560 |
| \* | First Foundation, Inc. | 25586 | 139188 |
|  | First Hawaiian, Inc. | 22129 | 542824 |
|  | First Horizon Corp. | 87088 | 1860200 |
|  | First Internet Bancorp | 909 | 16126 |
|  | First Interstate <br> BancSystem, Inc., <br> Class A<br>| 21927 | 685219 |
|  | First Merchants Corp. | 14255 | 505767 |
|  | First Mid Bancshares, <br> Inc.<br>| 9963 | 355978 |
|  | First National Corp. | 671 | 15111 |
|  | First Savings Financial <br> Group, Inc.<br>| 2022 | 59851 |
|  | First U.S. Bancshares, <br> Inc.<br>| 626 | 8057 |
|  | First United Corp. | 402 | 13881 |
| \* | First Western <br> Financial, Inc.<br>| 900 | 20781 |
|  | FirstCash Holdings, <br> Inc.<br>| 14572 | 2309662 |
| \* | Firstsun Capital <br> Bancorp<br>| 1557 | 53000 |
| \* | Fiserv, Inc. | 51740 | 3450541 |
|  | Five Star Bancorp | 1408 | 49998 |
|  | Flagstar Bank NA | 82439 | 941453 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Flushing Financial <br> Corp.<br>| 12042 | $164614 |
| \* | Flywire Corp. | 19884 | 264855 |
|  | FNB Corp. | 89128 | 1401092 |
|  | Franklin Resources, <br> Inc.<br>| 121323 | 2743113 |
|  | FS Bancorp, Inc. | 1212 | 46892 |
|  | Fulton Financial Corp. | 37324 | 648318 |
|  | FVCBankcorp, Inc. | 522 | 6379 |
| \* | Genworth Financial, <br> Inc.<br>| 241517 | 2038403 |
|  | German American <br> Bancorp, Inc.<br>| 16733 | 644890 |
|  | Glacier Bancorp, Inc. | 27453 | 1121455 |
| \* | Glen Burnie Bancorp | 192 | 891 |
|  | Global Payments, Inc. | 32756 | 2547107 |
|  | Globe Life, Inc. | 33828 | 4448720 |
|  | Goldman Sachs <br> Group, Inc.<br>| 57450 | 45349306 |
|  | Great Southern <br> Bancorp, Inc.<br>| 2993 | 166710 |
| \* | Green Dot Corp., <br> Class A<br>| 13873 | 161066 |
|  | Greene County <br> Bancorp, Inc.<br>| 3957 | 86856 |
| \* | Greenlight Capital Re <br> Ltd., Class A<br>| 17379 | 210633 |
| \* | Hagerty, Inc., Class A | 948 | 10637 |
| \* | Hamilton Insurance <br> Group Ltd., <br> Class B<br>| 5904 | 139748 |
|  | Hamilton Lane, Inc., <br> Class A<br>| 13480 | 1536181 |
|  | Hanmi Financial <br> Corp.<br>| 9184 | 242458 |
|  | Hanover Bancorp, <br> Inc.<br>| 891 | 18453 |
|  | Hanover Insurance <br> Group, Inc.<br>| 16291 | 2783806 |
|  | HarborOne Bancorp, <br> Inc.<br>| 17022 | 205966 |
|  | Hartford Insurance <br> Group, Inc.<br>| 131172 | 16288939 |
|  | Hawthorn Bancshares, <br> Inc.<br>| 713 | 21540 |
|  | HBT Financial, Inc. | 898 | 21902 |
|  | HCI Group, Inc. | 4982 | 1016378 |
|  | Hennessy Advisors, <br> Inc.<br>| 1267 | 12353 |
|  | Heritage Commerce <br> Corp.<br>| 21289 | 221406 |
|  | Heritage Financial <br> Corp.<br>| 11021 | 244556 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | Heritage Insurance <br> Holdings, Inc.<br>| 9963 | $235426 |
| # | Hingham Institution <br> For Savings<br>| 585 | 172142 |
| \* | Hippo Holdings, Inc. | 10666 | 392295 |
|  | Home Bancorp, Inc. | 898 | 47729 |
|  | Home BancShares, <br> Inc.<br>| 56583 | 1511332 |
|  | Home Federal <br> Bancorp, Inc. of <br> Louisiana<br>| 12 | 196 |
|  | HomeTrust <br> Bancshares, Inc.<br>| 3167 | 124495 |
|  | Hope Bancorp, Inc. | 30219 | 316997 |
|  | Horace Mann <br> Educators Corp.<br>| 17168 | 767581 |
|  | Horizon Bancorp, Inc. | 10721 | 167248 |
|  | Houlihan Lokey, Inc. | 17383 | 3112948 |
|  | Huntington <br> Bancshares, Inc.<br>| 253866 | 3919691 |
|  | IF Bancorp, Inc. | 1300 | 33456 |
|  | Independent Bank <br> Corp. (IBCP US)<br>| 6401 | 193438 |
|  | Independent Bank <br> Corp. (INDB US)<br>| 13301 | 895024 |
|  | Interactive Brokers <br> Group, Inc., <br> Class A<br>| 41668 | 2931760 |
|  | Intercontinental <br> Exchange, Inc.<br>| 35596 | 5207339 |
|  | International <br> Bancshares Corp.<br>| 17816 | 1182626 |
|  | Invesco Ltd. | 177284 | 4201631 |
|  | Investors Title Co. | 794 | 205320 |
|  | Jackson Financial, <br> Inc., Class A<br>| 28285 | 2851411 |
|  | James River Group <br> Holdings Ltd.<br>| 21155 | 107891 |
|  | Janus Henderson <br> Group PLC<br>| 77508 | 3376248 |
|  | Jefferies Financial <br> Group, Inc.<br>| 59676 | 3152683 |
|  | JPMorgan Chase & <br> Co.<br>| 430297 | 133874003 |
|  | Kearny Financial <br> Corp.<br>| 26285 | 167961 |
|  | Kemper Corp. | 27176 | 1222648 |
|  | KeyCorp | 305856 | 5380007 |
|  | Kingstone Cos., Inc. | 9273 | 135200 |
|  | Kinsale Capital Group, <br> Inc.<br>| 7512 | 3000819 |
|  | KKR & Co., Inc. | 75726 | 8960658 |
|  | Lake Shore Bancorp, <br> Inc.<br>| 898 | 12410 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Lakeland Financial <br> Corp.<br>| 6891 | $393132 |
|  | Landmark Bancorp, <br> Inc.<br>| 579 | 14875 |
|  | Lazard, Inc. | 36596 | 1785885 |
| \* | Lemonade, Inc. | 2673 | 160594 |
| \* | LendingClub Corp. | 33220 | 577696 |
|  | Lincoln National <br> Corp.<br>| 86254 | 3622668 |
|  | LINKBANCORP, Inc. | 1873 | 13167 |
|  | Live Oak Bancshares, <br> Inc.<br>| 9370 | 291782 |
|  | LPL Financial <br> Holdings, Inc.<br>| 33978 | 12820239 |
|  | M&T Bank Corp. | 24538 | 4511802 |
|  | Magyar Bancorp, Inc. | 1343 | 23167 |
|  | MainStreet <br> Bancshares, Inc.<br>| 515 | 9553 |
|  | MarketAxess <br> Holdings, Inc.<br>| 9339 | 1494800 |
|  | MarketWise, Inc. | 702 | 11920 |
|  | Marsh & McLennan <br> Cos., Inc.<br>| 60443 | 10767920 |
|  | Mastercard, Inc., <br> Class A<br>| 114180 | 63026218 |
| \* | Mechanics Bancorp, <br> Class A<br>| 1466 | 19630 |
|  | Mercantile Bank <br> Corp.<br>| 6280 | 275378 |
|  | Merchants Bancorp | 10662 | 332548 |
|  | Mercury General <br> Corp.<br>| 27263 | 2107430 |
|  | Meridian Corp. | 2100 | 30009 |
|  | MetLife, Inc. | 226542 | 18082582 |
|  | Metrocity Bankshares, <br> Inc.<br>| 1072 | 27454 |
|  | Metropolitan Bank <br> Holding Corp.<br>| 2400 | 159048 |
|  | MGIC Investment <br> Corp.<br>| 148165 | 4062684 |
|  | Mid Penn Bancorp, <br> Inc.<br>| 13679 | 389168 |
|  | Middlefield Banc <br> Corp.<br>| 25 | 815 |
|  | Midland States <br> Bancorp, Inc.<br>| 8032 | 117588 |
|  | MidWestOne Financial <br> Group, Inc.<br>| 5831 | 215689 |
|  | Moelis & Co., Class A | 25539 | 1617385 |
|  | Moody's Corp. | 21208 | 10186202 |
|  | Morgan Stanley | 195438 | 32051832 |
|  | Morningstar, Inc. | 12666 | 2688992 |
|  | MSCI, Inc. | 14347 | 8443927 |
|  | MVB Financial Corp. | 8282 | 211854 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Nasdaq, Inc. | 91431 | $7816436 |
|  | National Bank <br> Holdings Corp., <br> Class A<br>| 9291 | 331317 |
|  | National Bankshares, <br> Inc.<br>| 507 | 14515 |
|  | Navient Corp. | 70498 | 862191 |
|  | NBT Bancorp, Inc. | 13822 | 559376 |
|  | Nelnet, Inc., Class A | 9912 | 1279144 |
| \* | NerdWallet, Inc., <br> Class A<br>| 28448 | 331988 |
| \* | NI Holdings, Inc. | 2397 | 31640 |
|  | Nicolet Bankshares, <br> Inc.<br>| 4257 | 502922 |
| \* | NMI Holdings, Inc. | 44940 | 1637164 |
|  | Northeast Bank | 2200 | 189816 |
|  | Northeast Community <br> Bancorp, Inc.<br>| 1191 | 23391 |
|  | Northern Trust Corp. | 52825 | 6796993 |
|  | Northfield Bancorp, <br> Inc.<br>| 15762 | 161088 |
|  | Northwest <br> Bancshares, Inc.<br>| 37821 | 442884 |
|  | OceanFirst Financial <br> Corp.<br>| 20138 | 366109 |
|  | Ohio Valley Banc <br> Corp.<br>| 243 | 8505 |
| \* | Old Market Capital <br> Corp.<br>| 2510 | 13554 |
|  | Old National Bancorp | 88876 | 1815737 |
|  | Old Republic <br> International Corp.<br>| 140081 | 5527596 |
|  | Old Second Bancorp, <br> Inc.<br>| 14321 | 257062 |
|  | OneMain Holdings, <br> Inc.<br>| 49318 | 2919132 |
| \* | Onity Group, Inc. | 3051 | 114321 |
|  | OP Bancorp | 965 | 12883 |
| \* | Oportun Financial <br> Corp.<br>| 1980 | 10553 |
|  | Oppenheimer <br> Holdings, Inc., <br> Class A<br>| 4778 | 333313 |
|  | OppFi, Inc. | 2742 | 26735 |
| \* | OptimumBank <br> Holdings, Inc.<br>| 2226 | 9104 |
|  | Orange County <br> Bancorp, Inc.<br>| 492 | 12029 |
|  | Origin Bancorp, Inc. | 7350 | 254751 |
|  | Orrstown Financial <br> Services, Inc.<br>| 2 | 67 |
| \* | Oscar Health, Inc., <br> Class A<br>| 45055 | 810990 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | Palomar Holdings, <br> Inc.<br>| 13137 | $1497749 |
|  | Park National Corp. | 3438 | 523229 |
|  | Parke Bancorp, Inc. | 2561 | 55343 |
|  | Pathfinder Bancorp, <br> Inc.<br>| 900 | 13770 |
|  | Pathward Financial, <br> Inc.<br>| 14178 | 964955 |
| \* | Payoneer Global, Inc. | 106733 | 617984 |
| \* | PayPal Holdings, Inc. | 239185 | 16568345 |
| \* | Paysafe Ltd. | 7757 | 85405 |
| \* | Paysign, Inc. | 3895 | 20118 |
| \* | PB Bankshares, Inc. | 705 | 13987 |
|  | PCB Bancorp | 724 | 15255 |
|  | Peapack-Gladstone <br> Financial Corp.<br>| 6832 | 172850 |
|  | PennyMac Financial <br> Services, Inc.<br>| 24243 | 3050012 |
|  | Peoples Bancorp of <br> North Carolina, Inc.<br>| 1287 | 37876 |
|  | Peoples Bancorp, Inc. | 8688 | 248477 |
|  | Peoples Financial <br> Services Corp.<br>| 321 | 14297 |
|  | Perella Weinberg <br> Partners<br>| 2952 | 55143 |
|  | Pinnacle Financial <br> Partners, Inc.<br>| 17416 | 1484017 |
| \* | Pioneer Bancorp, Inc. | 1058 | 13902 |
|  | Piper Sandler Cos. | 5473 | 1747310 |
|  | PJT Partners, Inc., <br> Class A<br>| 3356 | 540685 |
|  | Plumas Bancorp | 230 | 9439 |
|  | PNC Financial <br> Services Group, <br> Inc.<br>| 30074 | 5490009 |
| \* | Ponce Financial <br> Group, Inc.<br>| 1223 | 17257 |
|  | Popular, Inc. | 17588 | 1960534 |
| \* | PRA Group, Inc. | 13951 | 191268 |
|  | Preferred Bank | 3912 | 353058 |
|  | Primerica, Inc. | 17830 | 4633482 |
|  | Primis Financial Corp. | 3200 | 34832 |
|  | Principal Financial <br> Group, Inc.<br>| 85508 | 7186092 |
| \* | Priority Technology <br> Holdings, Inc.<br>| 2039 | 14191 |
| \* | ProAssurance Corp. | 30967 | 741660 |
|  | PROG Holdings, Inc. | 24459 | 707599 |
|  | Progressive Corp. | 90703 | 18684818 |
|  | Prosperity <br> Bancshares, Inc.<br>| 17168 | 1129998 |
| \* | Provident Bancorp, <br> Inc.<br>| 1077 | 13732 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Provident Financial <br> Holdings, Inc.<br>| 415 | $6482 |
|  | Provident Financial <br> Services, Inc.<br>| 25463 | 465718 |
|  | Prudential Financial, <br> Inc.<br>| 134014 | 13937456 |
|  | QCR Holdings, Inc. | 5844 | 434735 |
|  | Radian Group, Inc. | 59705 | 2026388 |
|  | Raymond James <br> Financial, Inc.<br>| 42169 | 6690955 |
|  | RBB Bancorp | 574 | 10694 |
|  | Red River <br> Bancshares, Inc.<br>| 148 | 9777 |
|  | Regions Financial <br> Corp.<br>| 37617 | 910331 |
|  | Reinsurance Group of <br> America, Inc.<br>| 27658 | 5046479 |
|  | RenaissanceRe <br> Holdings Ltd.<br>| 28167 | 7156953 |
|  | Renasant Corp. | 39671 | 1334136 |
|  | Republic Bancorp, <br> Inc., Class A<br>| 2971 | 195789 |
| \* | Rhinebeck Bancorp, <br> Inc.<br>| 919 | 9181 |
|  | Richmond Mutual <br> BanCorp, Inc.<br>| 1351 | 18009 |
|  | Riverview Bancorp, <br> Inc.<br>| 8460 | 43823 |
|  | RLI Corp. | 39488 | 2328212 |
| \* | Robinhood Markets, <br> Inc., Class A<br>| 254180 | 37308540 |
|  | Rocket Cos., Inc., <br> Class A<br>| 381047 | 6348243 |
|  | S&P Global, Inc. | 25249 | 12301565 |
|  | S&T Bancorp, Inc. | 17418 | 638196 |
|  | Safety Insurance <br> Group, Inc.<br>| 7765 | 533688 |
|  | SB Financial Group, <br> Inc.<br>| 1702 | 33291 |
|  | Seacoast Banking <br> Corp. of Florida<br>| 15194 | 460378 |
| \* | Security National <br> Financial Corp., <br> Class A<br>| 1208 | 9628 |
|  | SEI Investments Co. | 41800 | 3369498 |
|  | Selective Insurance <br> Group, Inc.<br>| 23726 | 1787517 |
|  | ServisFirst <br> Bancshares, Inc.<br>| 11268 | 791802 |
|  | Shore Bancshares, <br> Inc.<br>| 835 | 13034 |
| \* | Siebert Financial <br> Corp.<br>| 4187 | 11765 |
|  | Sierra Bancorp | 1779 | 51200 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Silvercrest Asset <br> Management <br> Group, Inc., <br> Class A<br>| 953 | $13475 |
|  | Simmons First <br> National Corp., <br> Class A<br>| 33747 | 586523 |
| \* | SiriusPoint Ltd. | 92189 | 1677840 |
| \* | Skyward Specialty <br> Insurance Group, <br> Inc.<br>| 12706 | 579267 |
|  | SLM Corp. | 129649 | 3481076 |
|  | SmartFinancial, Inc. | 2470 | 86376 |
| #\* | SoFi Technologies, <br> Inc.<br>| 426847 | 12668819 |
|  | Sound Financial <br> Bancorp, Inc.<br>| 200 | 8928 |
|  | South Plains <br> Financial, Inc.<br>| 1718 | 62707 |
| \* | Southern First <br> Bancshares, Inc.<br>| 550 | 24112 |
|  | Southern Missouri <br> Bancorp, Inc.<br>| 1543 | 80915 |
|  | Southside <br> Bancshares, Inc.<br>| 9309 | 261769 |
|  | Southstate Bank <br> Corp.<br>| 39808 | 3528979 |
|  | SR Bancorp, Inc. | 714 | 10510 |
|  | State Street Corp. | 48417 | 5599910 |
|  | Stellar Bancorp, Inc. | 6481 | 190736 |
| \*†† | Sterling Bancorp, Inc. | 817 | 0 |
|  | Stewart Information <br> Services Corp.<br>| 13510 | 922328 |
|  | Stifel Financial Corp. | 32485 | 3847199 |
|  | Stock Yards Bancorp, <br> Inc.<br>| 10561 | 686676 |
| \* | StoneX Group, Inc. | 19037 | 1749881 |
|  | Summit State Bank | 922 | 10114 |
|  | SWK Holdings Corp. | 691 | 11187 |
|  | Synchrony Financial | 133697 | 9944383 |
|  | Synovus Financial <br> Corp.<br>| 26297 | 1173898 |
|  | T. Rowe Price Group, <br> Inc.<br>| 68484 | 7021665 |
| \* | Texas Capital <br> Bancshares, Inc.<br>| 12407 | 1040203 |
|  | TFS Financial Corp. | 35302 | 469517 |
| \* | Third Coast <br> Bancshares, Inc.<br>| 659 | 24218 |
|  | Timberland Bancorp, <br> Inc.<br>| 618 | 19850 |
|  | Tiptree, Inc. | 18783 | 332647 |
| \* | Toast, Inc., Class A | 100209 | 3621553 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Tompkins Financial <br> Corp.<br>| 3492 | $221602 |
|  | Towne Bank | 24937 | 810702 |
|  | TPG, Inc. | 23085 | 1270598 |
|  | Tradeweb Markets, <br> Inc., Class A<br>| 26504 | 2793257 |
|  | Travelers Cos., Inc. | 99901 | 26835407 |
|  | TriCo Bancshares | 8028 | 355078 |
| \* | Triumph Financial, <br> Inc.<br>| 5210 | 283737 |
|  | Truist Financial Corp. | 117691 | 5252549 |
| \* | Trupanion, Inc. | 9626 | 384944 |
|  | TrustCo Bank Corp. | 5755 | 217021 |
|  | Trustmark Corp. | 37011 | 1377549 |
|  | U.S. Bancorp | 114408 | 5340565 |
|  | UMB Financial Corp. | 24865 | 2657571 |
|  | Union Bankshares, <br> Inc.<br>| 304 | 6937 |
|  | United Bancorp, Inc. | 1200 | 15720 |
|  | United Bancshares, <br> Inc.<br>| 300 | 10518 |
|  | United Bankshares, <br> Inc.<br>| 43446 | 1554932 |
|  | United Community <br> Banks, Inc.<br>| 24220 | 707224 |
|  | United Fire Group, <br> Inc.<br>| 14283 | 431775 |
|  | United Security <br> Bancshares<br>| 442 | 4051 |
|  | Unity Bancorp, Inc. | 961 | 43639 |
|  | Universal Insurance <br> Holdings, Inc.<br>| 15356 | 473272 |
|  | Univest Financial <br> Corp.<br>| 10247 | 300852 |
|  | Unum Group | 79024 | 5801942 |
|  | USCB Financial <br> Holdings, Inc.<br>| 1422 | 24544 |
|  | Valley National <br> Bancorp<br>| 114531 | 1244952 |
| \* | Velocity Financial, <br> Inc.<br>| 574 | 10688 |
| # | Victory Capital <br> Holdings, Inc., <br> Class A<br>| 27509 | 1712985 |
|  | Virginia National <br> Bankshares Corp.<br>| 51 | 2029 |
|  | Virtu Financial, Inc., <br> Class A<br>| 35324 | 1230688 |
|  | Virtus Investment <br> Partners, Inc.<br>| 3142 | 511580 |
|  | Visa, Inc., Class A | 206549 | 70379506 |
|  | Voya Financial, Inc. | 44918 | 3344594 |
|  | W.R. Berkley Corp. | 79448 | 5667820 |
|  | WaFd, Inc. | 14744 | 428018 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Walker & Dunlop, Inc. | 13911 | $1111767 |
|  | Washington Trust <br> Bancorp, Inc.<br>| 7092 | 193186 |
|  | Waterstone Financial, <br> Inc.<br>| 8901 | 136185 |
|  | Webster Financial <br> Corp.<br>| 37019 | 2111564 |
|  | Wells Fargo & Co. | 268309 | 23334834 |
|  | WesBanco, Inc. | 23715 | 713821 |
|  | West BanCorp, Inc. | 2186 | 46496 |
|  | Westamerica <br> BanCorp<br>| 4443 | 211709 |
|  | Western Alliance <br> Bancorp<br>| 19963 | 1544138 |
|  | Western New England <br> Bancorp, Inc.<br>| 2300 | 26151 |
| # | Western Union Co. | 94093 | 877888 |
|  | Westwood Holdings <br> Group, Inc.<br>| 1000 | 16750 |
| \* | WEX, Inc. | 14585 | 2127660 |
|  | White Mountains <br> Insurance Group <br> Ltd.<br>| 1380 | 2628293 |
|  | Willis Towers Watson <br> PLC<br>| 27433 | 8589272 |
|  | Wintrust Financial <br> Corp.<br>| 14736 | 1915975 |
| # | WisdomTree, Inc. | 57348 | 685882 |
| \* | World Acceptance <br> Corp.<br>| 1727 | 220141 |
|  | WSFS Financial <br> Corp.<br>| 16080 | 837607 |
|  | WVS Financial Corp. | 100 | 1254 |
|  | Zions Bancorp NA | 35169 | 1832657 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | 1381940222 |
| HEALTH CARE — (9.7%) | HEALTH CARE — (9.7%) | HEALTH CARE — (9.7%) | HEALTH CARE — (9.7%) |
| \* | 10X Genomics, Inc., <br> Class A<br>| 16759 | 228593 |
|  | Abbott Laboratories | 102614 | 12685143 |
|  | AbbVie, Inc. | 219650 | 47892486 |
| †† | Abiomed, Inc. | 5835 | 91084 |
| \* | AdaptHealth Corp. | 56952 | 511998 |
|  | Agilent Technologies, <br> Inc.<br>| 43781 | 6407787 |
| †† | Albireo Pharma, Inc. | 3349 | 21367 |
| \* | Align Technology, Inc. | 14222 | 1960929 |
| \* | Alkermes PLC | 30679 | 941845 |
| \* | Alnylam <br> Pharmaceuticals, <br> Inc.<br>| 9192 | 4191920 |
| \* | American Shared <br> Hospital Services<br>| 603 | 1363 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | American Well Corp., <br> Class A<br>| 1737 | $9067 |
|  | Amgen, Inc. | 88281 | 26345699 |
| \* | AMN Healthcare <br> Services, Inc.<br>| 11022 | 217023 |
| \* | AngioDynamics, Inc. | 20215 | 243186 |
| \* | Anika Therapeutics, <br> Inc.<br>| 5680 | 55380 |
| \* | Artivion, Inc. | 4793 | 217458 |
| \* | Astrana Health, Inc. | 16845 | 525732 |
| \* | AtriCure, Inc. | 14933 | 515935 |
| \* | Avanos Medical, Inc. | 12200 | 135542 |
| \* | Avantor, Inc. | 141453 | 1671974 |
| \* | Aveanna Healthcare <br> Holdings, Inc.<br>| 14696 | 132999 |
| \* | Axogen, Inc. | 9935 | 220756 |
| \* | Aytu BioPharma, Inc. | 4640 | 10533 |
|  | Becton Dickinson & <br> Co.<br>| 21786 | 3893376 |
| \* | Biogen, Inc. | 20006 | 3086326 |
| \* | BioLife Solutions, Inc. | 9105 | 253756 |
| \* | BioMarin <br> Pharmaceutical, <br> Inc.<br>| 38136 | 2042946 |
| \* | Bio-Rad Laboratories, <br> Inc., Class A<br>| 7166 | 2289895 |
| \* | Biote Corp., Class A | 13313 | 38208 |
|  | Bio-Techne Corp. | 30166 | 1887487 |
| \* | Boston Scientific <br> Corp.<br>| 149769 | 15084734 |
| #\* | BrightSpring Health <br> Services, Inc.<br>| 32869 | 1086320 |
|  | Bristol-Myers Squibb <br> Co.<br>| 470257 | 21664740 |
| \* | Brookdale Senior <br> Living, Inc.<br>| 46178 | 428070 |
|  | Bruker Corp. | 54952 | 2139831 |
|  | Cardinal Health, Inc. | 47244 | 9012738 |
| \* | CareDx, Inc. | 11257 | 168855 |
| \* | Castle Biosciences, <br> Inc.<br>| 11837 | 301843 |
|  | Cencora, Inc. | 52347 | 17683340 |
| \* | Centene Corp. | 125209 | 4428642 |
| \* | Certara, Inc. | 83543 | 971605 |
| \* | Champions Oncology, <br> Inc.<br>| 1220 | 8333 |
| \* | Charles River <br> Laboratories <br> International, Inc.<br>| 6480 | 1166854 |
|  | Chemed Corp. | 2731 | 1177880 |
| \*†† | Chinook Therapeutics, <br> Inc.<br>| 11306 | 0 |
|  | Cigna Group | 68560 | 16756750 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Clover Health <br> Investments Corp.<br>| 79392 | $280254 |
|  | Concentra Group <br> Holdings Parent, <br> Inc.<br>| 13614 | 271191 |
|  | CONMED Corp. | 10283 | 452452 |
| \* | Cooper Cos., Inc. | 21193 | 1481603 |
| \* | CorVel Corp. | 17695 | 1308545 |
| \* | Coya Therapeutics, <br> Inc.<br>| 195 | 1232 |
| \* | Cross Country <br> Healthcare, Inc.<br>| 23224 | 284726 |
| \* | CryoPort, Inc. | 19005 | 175606 |
| \* | Cumberland <br> Pharmaceuticals, <br> Inc.<br>| 4562 | 13640 |
|  | CVS Health Corp. | 151340 | 11827221 |
| \* | Cytek Biosciences, <br> Inc.<br>| 43008 | 167731 |
|  | Danaher Corp. | 50152 | 10801738 |
| \* | DaVita, Inc. | 14962 | 1780777 |
| \* | Definitive Healthcare <br> Corp.<br>| 38735 | 107296 |
|  | Dentsply Sirona, Inc. | 49140 | 619655 |
| \* | Design Therapeutics, <br> Inc.<br>| 2193 | 14693 |
| \* | Dexcom, Inc. | 51070 | 2973295 |
| \* | Doximity, Inc., <br> Class A<br>| 62922 | 4152852 |
| \* | Edwards Lifesciences <br> Corp.<br>| 76295 | 6290523 |
| \* | Electromed, Inc. | 2300 | 55338 |
|  | Elevance Health, Inc. | 44311 | 14055449 |
|  | Eli Lilly & Co. | 102915 | 88801237 |
|  | Embecta Corp. | 19320 | 257729 |
| \* | Emergent <br> BioSolutions, Inc.<br>| 9237 | 115278 |
|  | Encompass Health <br> Corp.<br>| 18957 | 2158254 |
| \* | Enhabit, Inc. | 12300 | 99999 |
| \* | Enovis Corp. | 4540 | 141830 |
|  | Ensign Group, Inc. | 4371 | 787217 |
| \* | Envista Holdings <br> Corp.<br>| 53017 | 1078896 |
| \* | Evolent Health, Inc., <br> Class A<br>| 44287 | 295394 |
| \* | Exact Sciences Corp. | 41754 | 2701066 |
| \* | Exagen, Inc. | 755 | 8811 |
| \* | FONAR Corp. | 776 | 11671 |
| \* | Forian, Inc. | 487 | 1091 |
| \* | Fortrea Holdings, Inc. | 21380 | 223635 |
| \* | Fulgent Genetics, Inc. | 9606 | 215655 |
| \* | GE HealthCare <br> Technologies, Inc.<br>| 69905 | 5239380 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | Gilead Sciences, Inc. | 205067 | $24564976 |
| \* | Globus Medical, Inc., <br> Class A<br>| 28909 | 1745814 |
| \* | GoodRx Holdings, <br> Inc., Class A<br>| 47924 | 161504 |
| \* | GRAIL, Inc. | 3414 | 313849 |
| \* | Haemonetics Corp. | 6112 | 305661 |
| \* | Halozyme <br> Therapeutics, Inc.<br>| 32982 | 2150097 |
|  | HCA Healthcare, Inc. | 11622 | 5342401 |
| \* | Health Catalyst, Inc. | 37632 | 121551 |
| \* | HealthEquity, Inc. | 28074 | 2655239 |
|  | HealthStream, Inc. | 14850 | 365310 |
| \* | Henry Schein, Inc. | 54495 | 3444084 |
| #\* | Hims & Hers Health, <br> Inc.<br>| 40757 | 1852813 |
| \* | Hologic, Inc. | 70064 | 5178430 |
|  | Humana, Inc. | 32972 | 9172481 |
| \* | ICON PLC | 19810 | 3403754 |
| \* | ICU Medical, Inc. | 7362 | 884103 |
| \* | IDEXX Laboratories, <br> Inc.<br>| 12782 | 8046397 |
| \* | Illumina, Inc. | 30277 | 3740421 |
| \* | Incyte Corp. | 65348 | 6108731 |
| \* | InfuSystem Holdings, <br> Inc.<br>| 2116 | 21922 |
| \* | Inogen, Inc. | 5653 | 46581 |
| \* | Insmed, Inc. | 20990 | 3979704 |
| \* | Inspire Medical <br> Systems, Inc.<br>| 3601 | 259560 |
| \* | Insulet Corp. | 18975 | 5939365 |
| \* | Integer Holdings <br> Corp.<br>| 9950 | 642471 |
| \* | Integra LifeSciences <br> Holdings Corp.<br>| 10998 | 132086 |
| \* | Intuitive Surgical, Inc. | 25002 | 13358069 |
| \* | IQVIA Holdings, Inc. | 53380 | 11554635 |
|  | iRadimed Corp. | 1652 | 126890 |
| \* | Jazz Pharmaceuticals <br> PLC<br>| 840 | 115618 |
|  | Johnson & Johnson | 324111 | 61214845 |
| \* | Kewaunee Scientific <br> Corp.<br>| 2477 | 103588 |
|  | Labcorp Holdings, <br> Inc.<br>| 16509 | 4192626 |
| \* | Lantern Pharma, Inc. | 2216 | 8886 |
|  | LeMaitre Vascular, <br> Inc.<br>| 6941 | 601160 |
| \* | Lexeo Therapeutics, <br> Inc.<br>| 16054 | 160701 |
| \* | LifeStance Health <br> Group, Inc.<br>| 72119 | 353383 |
| \* | Lisata Therapeutics, <br> Inc.<br>| 1157 | 3228 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | LivaNova PLC | 13700 | $721031 |
| \* | Maravai LifeSciences <br> Holdings, Inc., <br> Class A<br>| 52971 | 166329 |
| \* | MaxCyte, Inc. | 13610 | 20959 |
|  | McKesson Corp. | 22124 | 17950086 |
| \* | Medpace Holdings, <br> Inc.<br>| 9782 | 5721590 |
|  | Medtronic PLC | 135224 | 12264817 |
|  | Merck & Co., Inc. | 164590 | 14151448 |
| \* | Merit Medical <br> Systems, Inc.<br>| 16913 | 1480564 |
| \*†† | Merrimack <br> Pharmaceuticals, <br> Inc.<br>| 2200 | 0 |
| \* | Mettler-Toledo <br> International, Inc.<br>| 2943 | 4168141 |
| \* | MiMedx Group, Inc. | 48100 | 367965 |
| †† | Mirati Therapeutics, <br> Inc.<br>| 8088 | 24102 |
| \* | Moderna, Inc. | 84146 | 2285405 |
| \* | Molina Healthcare, <br> Inc.<br>| 28482 | 4359455 |
| \* | Mural Oncology PLC | 3810 | 7963 |
| \* | Myriad Genetics, Inc. | 33888 | 272460 |
| \* | Natera, Inc. | 22747 | 4525061 |
|  | National HealthCare <br> Corp.<br>| 2454 | 293106 |
|  | National Research <br> Corp.<br>| 4399 | 58771 |
| \* | NeoGenomics, Inc. | 25693 | 251021 |
| \* | OmniAb, Inc. (OABI <br> UQ)<br>| 59316 | 91940 |
| \* | Omnicell, Inc. | 20143 | 676200 |
| \* | OptimizeRx Corp. | 6448 | 132120 |
| \* | Option Care Health, <br> Inc.<br>| 31450 | 818643 |
| \* | OraSure <br> Technologies, Inc.<br>| 35300 | 96722 |
|  | Organon & Co. | 62029 | 418696 |
| \* | Orthofix Medical, Inc. | 15120 | 233453 |
| \* | OrthoPediatrics Corp. | 16400 | 276176 |
| \* | Outset Medical, Inc. | 2284 | 29966 |
| \* | Owens & Minor, Inc. | 9559 | 37949 |
| #\*†† | PDL BioPharma, Inc. | 17391 | 7304 |
| \* | Pediatrix Medical <br> Group, Inc.<br>| 27968 | 474617 |
| \* | Pennant Group, Inc. | 7526 | 186118 |
| \* | Penumbra, Inc. | 4135 | 940175 |
|  | Perrigo Co. PLC | 18443 | 382508 |
| #\* | Personalis, Inc. | 10588 | 102068 |
|  | Pfizer, Inc. | 519777 | 12812503 |
| \* | Phreesia, Inc. | 4923 | 111457 |
|  | Premier, Inc., Class A | 15983 | 449442 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Prestige Consumer <br> Healthcare, Inc.<br>| 15382 | $932149 |
| \* | Privia Health Group, <br> Inc.<br>| 29613 | 719596 |
| \* | Pro-Dex, Inc. | 1452 | 52620 |
| \* | Progyny, Inc. | 34674 | 648751 |
| \* | Quanterix Corp. | 19606 | 104696 |
|  | Quest Diagnostics, <br> Inc.<br>| 17274 | 3039360 |
| \* | QuidelOrtho Corp. | 7502 | 202479 |
| \* | RadNet, Inc. | 20288 | 1541685 |
|  | Regeneron <br> Pharmaceuticals, <br> Inc.<br>| 11531 | 7515906 |
| \* | Repligen Corp. | 15366 | 2290456 |
|  | ResMed, Inc. | 31792 | 7848809 |
| # | Revvity, Inc. | 31533 | 2951173 |
| \* | Roivant Sciences Ltd. | 7486 | 149645 |
|  | Royalty Pharma PLC, <br> Class A<br>| 59886 | 2248120 |
| \* | Schrodinger, Inc. | 17742 | 373292 |
| \* | Seer, Inc. | 4762 | 10524 |
|  | Select Medical <br> Holdings Corp.<br>| 26511 | 366647 |
| \* | Sensus Healthcare, <br> Inc.<br>| 2529 | 8067 |
| \* | SI-BONE, Inc. | 7198 | 106746 |
| \* | Sight Sciences, Inc. | 1259 | 6371 |
| \* | Simulations Plus, Inc. | 4415 | 75850 |
| \* | Solid Biosciences, <br> Inc.<br>| 12763 | 68793 |
| \* | Solventum Corp. | 5592 | 386072 |
| \* | Sotera Health Co. | 238 | 3951 |
|  | STERIS PLC | 14225 | 3352832 |
|  | Stryker Corp. | 30673 | 10926950 |
| \* | Talkspace, Inc. | 39092 | 126267 |
| \* | Teladoc Health, Inc. | 35368 | 305226 |
|  | Teleflex, Inc. | 8659 | 1077786 |
| \* | Tempus AI, Inc. | 2671 | 239989 |
| \* | Tenet Healthcare <br> Corp.<br>| 3771 | 778674 |
|  | Thermo Fisher <br> Scientific, Inc.<br>| 31094 | 17642425 |
| \*†† | Third Harmonic Bio, <br> Inc.<br>| 903 | 27 |
| \* | TransMedics Group, <br> Inc.<br>| 3274 | 430662 |
| \* | Treace Medical <br> Concepts, Inc.<br>| 3814 | 24371 |
| \* | TruBridge, Inc. | 7089 | 136251 |
|  | U.S. Physical <br> Therapy, Inc.<br>| 4389 | 378639 |
|  | UnitedHealth Group, <br> Inc.<br>| 115704 | 39519858 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | Universal Health <br> Services, Inc., <br> Class B<br>| 8375 | $1817459 |
|  | Utah Medical <br> Products, Inc.<br>| 407 | 23647 |
| \* | Varex Imaging Corp. | 14775 | 172720 |
| \* | Veeva Systems, Inc., <br> Class A<br>| 33622 | 9790726 |
| \* | Veracyte, Inc. | 34593 | 1248115 |
| #\* | Vertex <br> Pharmaceuticals, <br> Inc.<br>| 26692 | 11359314 |
|  | Viatris, Inc. | 98015 | 1015435 |
| \* | Vicarious Surgical, <br> Inc., Class A<br>| 1311 | 6988 |
| \* | Waters Corp. | 12504 | 4371398 |
| \* | Waystar Holding <br> Corp.<br>| 66271 | 2375815 |
|  | West Pharmaceutical <br> Services, Inc.<br>| 4624 | 1304292 |
| \* | XOMA Royalty Corp. | 586 | 19326 |
|  | Zimmer Biomet <br> Holdings, Inc.<br>| 51359 | 5164661 |
|  | Zoetis, Inc. | 22840 | 3291016 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | 788355180 |
| INDUSTRIALS — (12.8%) | INDUSTRIALS — (12.8%) | INDUSTRIALS — (12.8%) | INDUSTRIALS — (12.8%) |
| \* | 3D Systems Corp. | 51300 | 146718 |
|  | 3M Co. | 39804 | 6627366 |
|  | A.O. Smith Corp. | 34945 | 2306021 |
| # | AAON, Inc. | 19641 | 1932478 |
| \* | AAR Corp. | 12924 | 1088330 |
|  | ABM Industries, Inc. | 34592 | 1487456 |
|  | ACCO Brands Corp. | 60624 | 227946 |
|  | Acme United Corp. | 500 | 19005 |
|  | Acuity, Inc. | 9944 | 3630057 |
| \* | ACV Auctions, Inc., <br> Class A<br>| 21354 | 193681 |
|  | Advanced Drainage <br> Systems, Inc.<br>| 13905 | 1947395 |
|  | Aebi Schmidt Holding <br> AG<br>| 9518 | 106126 |
|  | AECOM | 71230 | 9569751 |
| #\* | AeroVironment, Inc. | 7310 | 2704042 |
| \* | AerSale Corp. | 2003 | 14862 |
|  | AGCO Corp. | 32568 | 3359715 |
| \* | Air Industries Group | 2099 | 6864 |
|  | Air Lease Corp. | 78701 | 5025846 |
|  | Alamo Group, Inc. | 4755 | 849814 |
|  | Albany International <br> Corp., Class A<br>| 7423 | 419993 |
|  | Alight, Inc., Class A | 90075 | 259416 |
|  | Allegion PLC | 28545 | 4731905 |
|  | Allient, Inc. | 4558 | 249231 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Allison Transmission <br> Holdings, Inc.<br>| 26572 | $2193519 |
| \* | Alpha Pro Tech Ltd. | 1109 | 5046 |
|  | Alta Equipment <br> Group, Inc.<br>| 6300 | 38556 |
| \* | Amentum Holdings, <br> Inc.<br>| 41824 | 937276 |
| \* | Ameresco, Inc., <br> Class A<br>| 3467 | 137016 |
| \* | American <br> Superconductor <br> Corp.<br>| 6148 | 364146 |
| \* | American Woodmark <br> Corp.<br>| 2572 | 163914 |
|  | AMETEK, Inc. | 36114 | 7299001 |
| \* | API Group Corp. | 149730 | 5513059 |
|  | Apogee Enterprises, <br> Inc.<br>| 6051 | 221527 |
|  | Applied Industrial <br> Technologies, Inc.<br>| 13457 | 3459660 |
|  | ArcBest Corp. | 5324 | 395680 |
|  | Arcosa, Inc. | 7135 | 727770 |
|  | Argan, Inc. | 5576 | 1707427 |
|  | Armstrong World <br> Industries, Inc.<br>| 5517 | 1050602 |
|  | Astec Industries, Inc. | 9809 | 456413 |
| \* | Astronics Corp. <br> (ATRO US)<br>| 10442 | 513538 |
| \* | Astronics Corp. <br> (ATROB US), <br> Class B<br>| 988 | 48619 |
| \* | Asure Software, Inc. | 16620 | 147087 |
| \* | ATI, Inc. | 29746 | 2943962 |
|  | Atkore, Inc. | 6373 | 441330 |
|  | Atmus Filtration <br> Technologies, Inc.<br>| 10913 | 496323 |
|  | Automatic Data <br> Processing, Inc.<br>| 75134 | 19557380 |
|  | AZZ, Inc. | 6951 | 694057 |
|  | Barrett Business <br> Services, Inc.<br>| 16800 | 679896 |
|  | BGSF, Inc. | 2055 | 6884 |
| \* | Blue Bird Corp. | 7351 | 367256 |
| \* | BlueLinx Holdings, <br> Inc.<br>| 3259 | 213269 |
|  | Boise Cascade Co. | 8456 | 596063 |
|  | Booz Allen Hamilton <br> Holding Corp.<br>| 57480 | 5009957 |
|  | Brady Corp., Class A | 13278 | 1007933 |
| \* | BrightView Holdings, <br> Inc.<br>| 16486 | 203108 |
|  | Brink's Co. | 8720 | 969315 |
|  | Broadridge Financial <br> Solutions, Inc.<br>| 29279 | 6453092 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Builders FirstSource, <br> Inc.<br>| 38345 | $4454539 |
|  | BWX Technologies, <br> Inc.<br>| 20669 | 4415105 |
| \* | Byrna Technologies, <br> Inc.<br>| 3684 | 74601 |
| \* | CACI International, <br> Inc., Class A<br>| 7673 | 4314144 |
|  | Cadre Holdings, Inc. | 5404 | 229454 |
|  | Carlisle Cos., Inc. | 14747 | 4793512 |
|  | Carpenter Technology <br> Corp.<br>| 16221 | 5124214 |
|  | Carrier Global Corp. | 133232 | 7925972 |
|  | Caterpillar, Inc. | 69702 | 40236177 |
| \* | CECO Environmental <br> Corp.<br>| 8369 | 409160 |
|  | CH Robinson <br> Worldwide, Inc.<br>| 58147 | 8954057 |
| \* | Chart Industries, Inc. | 13393 | 2673511 |
| \* | Cimpress PLC | 6243 | 432078 |
|  | Cintas Corp. | 27637 | 5065033 |
|  | Civeo Corp. | 3841 | 79816 |
| \* | Clarivate PLC | 317813 | 1080564 |
| \* | Clean Harbors, Inc. | 1023 | 215352 |
|  | CNH Industrial NV | 426267 | 4471541 |
|  | Columbus McKinnon <br> Corp.<br>| 12349 | 200424 |
|  | Comfort Systems <br> USA, Inc.<br>| 9983 | 9639385 |
| # | Concentrix Corp. | 14762 | 595056 |
|  | Concrete Pumping <br> Holdings, Inc.<br>| 3180 | 20320 |
| \* | Conduent, Inc. | 87227 | 207600 |
| \* | Construction Partners, <br> Inc., Class A<br>| 10300 | 1177805 |
| \* | Copart, Inc. | 135957 | 5847511 |
| \* | Core & Main, Inc., <br> Class A<br>| 76937 | 4014573 |
| \* | Costamare Bulkers <br> Holdings Ltd.<br>| 8300 | 107402 |
|  | Covenant Logistics <br> Group, Inc.<br>| 7938 | 160109 |
| #\*» | CPI Aerostructures, <br> Inc.<br>| 3057 | 7612 |
|  | CRA International, <br> Inc.<br>| 4534 | 863682 |
|  | Crane Co. | 16188 | 3075720 |
|  | CSG Systems <br> International, Inc.<br>| 12997 | 1017275 |
|  | CSW Industrials, Inc. | 1890 | 473294 |
|  | CSX Corp. | 109210 | 3933744 |
|  | Cummins, Inc. | 31867 | 13947549 |
|  | Curtiss-Wright Corp. | 11861 | 7065954 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Custom Truck One <br> Source, Inc.<br>| 4700 | $27683 |
| \* | Dayforce, Inc. | 1938 | 133218 |
|  | Deere & Co. | 39097 | 18048348 |
|  | Deluxe Corp. | 14964 | 270998 |
| \* | Distribution Solutions <br> Group, Inc.<br>| 5762 | 157533 |
| \* | DLH Holdings Corp. | 3807 | 23680 |
| \* | DNOW, Inc. | 50289 | 739248 |
|  | Donaldson Co., Inc. | 41807 | 3522240 |
|  | Douglas Dynamics, <br> Inc.<br>| 9728 | 294077 |
|  | Dover Corp. | 32472 | 5892369 |
| \* | Ducommun, Inc. | 6150 | 564263 |
| \* | DXP Enterprises, Inc. | 8736 | 1045262 |
| \* | Dycom Industries, <br> Inc.<br>| 6688 | 1924740 |
|  | Eastern Co. | 406 | 8668 |
|  | Eaton Corp. PLC | 39507 | 15074291 |
|  | EMCOR Group, Inc. | 17005 | 11491639 |
|  | Emerson Electric Co. | 59841 | 8352008 |
| \* | Energous Corp. | 1347 | 10129 |
| \* | Energy Recovery, Inc. | 16964 | 290254 |
|  | Enerpac Tool Group <br> Corp.<br>| 14193 | 582481 |
|  | EnerSys | 9874 | 1245704 |
|  | Ennis, Inc. | 9841 | 161392 |
|  | Enpro, Inc. | 7904 | 1833807 |
| \* | Enviri Corp. | 9239 | 112808 |
|  | Equifax, Inc. | 33395 | 7049685 |
|  | Esab Corp. | 14998 | 1752066 |
|  | ESCO Technologies, <br> Inc.<br>| 10261 | 2251982 |
|  | Espey Mfg. & <br> Electronics Corp.<br>| 1085 | 40698 |
| \* | Everus Construction <br> Group, Inc.<br>| 17809 | 1618660 |
|  | EVI Industries, Inc. | 546 | 14709 |
| \* | ExlService Holdings, <br> Inc.<br>| 49225 | 1924698 |
|  | Expeditors <br> International of <br> Washington, Inc.<br>| 66571 | 8115005 |
|  | Exponent, Inc. | 15830 | 1120922 |
|  | Fastenal Co. | 177268 | 7294578 |
|  | Federal Signal Corp. | 20117 | 2374410 |
|  | FedEx Corp. | 31982 | 8117671 |
|  | Ferguson Enterprises, <br> Inc.<br>| 56483 | 14036026 |
|  | Flowserve Corp. | 50725 | 3461981 |
| \* | Fluor Corp. | 80455 | 3923790 |
| \* | Forrester Research, <br> Inc.<br>| 6479 | 46195 |
|  | Fortive Corp. | 89807 | 4520884 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Fortune Brands <br> Innovations, Inc.<br>| 41310 | $2098548 |
| \* | Forward Air Corp. | 2911 | 54756 |
| \* | Franklin Covey Co. | 1000 | 16980 |
|  | Franklin Electric Co., <br> Inc.<br>| 14117 | 1337868 |
| \* | FreightCar America, <br> Inc.<br>| 1380 | 12268 |
|  | FTAI Aviation Ltd. | 20499 | 3544277 |
| \* | FTI Consulting, Inc. | 16148 | 2664582 |
| \* | Gates Industrial Corp. <br> PLC<br>| 57234 | 1263727 |
|  | GATX Corp. | 13492 | 2116220 |
|  | GE Vernova, Inc. | 16853 | 9861364 |
| \* | Gencor Industries, <br> Inc.<br>| 1295 | 17599 |
| \* | Generac Holdings, <br> Inc.<br>| 16350 | 2747127 |
|  | General Dynamics <br> Corp.<br>| 32174 | 11096813 |
|  | General Electric Co. | 131889 | 40747107 |
|  | Genpact Ltd. | 62848 | 2397651 |
| \* | Gibraltar Industries, <br> Inc.<br>| 9814 | 612295 |
|  | Global Industrial Co. | 13866 | 394072 |
|  | Gorman-Rupp Co. | 10775 | 484552 |
|  | Graco, Inc. | 42744 | 3495177 |
| \* | Graham Corp. | 890 | 55438 |
|  | Granite Construction, <br> Inc.<br>| 9434 | 970853 |
| \* | Great Lakes Dredge & <br> Dock Corp.<br>| 43551 | 494304 |
|  | Greenbrier Cos., Inc. | 7328 | 306091 |
|  | Griffon Corp. | 12144 | 898777 |
| \* | GXO Logistics, Inc. | 37188 | 2090338 |
| \* | Hayward Holdings, <br> Inc.<br>| 72539 | 1230987 |
| \* | Healthcare Services <br> Group, Inc.<br>| 17115 | 305845 |
|  | Heartland Express, <br> Inc.<br>| 21648 | 168854 |
|  | HEICO Corp. (HEI <br> US)<br>| 6817 | 2166238 |
|  | HEICO Corp. (HEIA <br> US), Class A<br>| 11151 | 2762437 |
|  | Helios Technologies, <br> Inc.<br>| 12985 | 718850 |
|  | Herc Holdings, Inc. | 13669 | 1941681 |
| # | Hexcel Corp. | 12106 | 864368 |
|  | Hillenbrand, Inc. | 6976 | 220442 |
| \* | Hillman Solutions <br> Corp.<br>| 67819 | 625291 |
|  | HireQuest, Inc. | 835 | 7123 |
|  | HNI Corp. | 10236 | 418857 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Honeywell <br> International, Inc.<br>| 76978 | $15497981 |
|  | Howmet Aerospace, <br> Inc.<br>| 32737 | 6742185 |
|  | Hub Group, Inc., <br> Class A<br>| 19024 | 700654 |
|  | Hubbell, Inc. | 17212 | 8089640 |
| \* | Hudson Technologies, <br> Inc.<br>| 20363 | 184794 |
|  | Huntington Ingalls <br> Industries, Inc.<br>| 12628 | 4066469 |
| \* | Hurco Cos., Inc. | 600 | 10770 |
| \* | Huron Consulting <br> Group, Inc.<br>| 13669 | 2247730 |
| \* | Hydrofarm Holdings <br> Group, Inc.<br>| 60 | 136 |
|  | Hyster-Yale, Inc. | 6410 | 230375 |
| \* | IBEX Holdings Ltd. | 2261 | 84494 |
|  | ICF International, Inc. | 11598 | 931087 |
| \* | Ideal Power, Inc. | 1218 | 6833 |
|  | IDEX Corp. | 15591 | 2673233 |
| \* | IES Holdings, Inc. | 8832 | 3461084 |
|  | Illinois Tool Works, <br> Inc.<br>| 47642 | 11620837 |
|  | Ingersoll Rand, Inc. | 53410 | 4076785 |
| \* | Innodata, Inc. | 2967 | 221368 |
| \* | Innovative Solutions & <br> Support, Inc.<br>| 2956 | 27786 |
|  | Insperity, Inc. | 6813 | 300590 |
|  | Insteel Industries, Inc. | 6002 | 187502 |
|  | Interface, Inc. | 32941 | 820231 |
|  | ITT, Inc. | 16786 | 3106585 |
|  | Jacobs Solutions, Inc. | 52473 | 8175818 |
| \* | Janus International <br> Group, Inc.<br>| 19303 | 185309 |
|  | JB Hunt Transport <br> Services, Inc.<br>| 15507 | 2618512 |
| \* | JELD-WEN Holding, <br> Inc.<br>| 23906 | 103752 |
|  | Johnson Controls <br> International PLC<br>| 103866 | 11881232 |
|  | Kadant, Inc. | 3836 | 1061268 |
|  | KBR, Inc. | 76061 | 3258453 |
|  | Kelly Services, Inc., <br> Class A<br>| 25820 | 289442 |
|  | Kennametal, Inc. | 12060 | 264717 |
|  | Kforce, Inc. | 12033 | 304435 |
| \* | Kirby Corp. | 4245 | 439273 |
|  | Korn Ferry | 31897 | 2063736 |
| \* | Kratos Defense & <br> Security Solutions, <br> Inc.<br>| 50196 | 4547758 |
| \* | L.B. Foster Co., <br> Class A<br>| 1777 | 48690 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | L3Harris <br> Technologies, Inc.<br>| 34101 | $9858599 |
|  | Landstar System, Inc. | 15348 | 1971144 |
| \* | Legalzoom.com, Inc. | 77302 | 770701 |
|  | Leidos Holdings, Inc. | 64069 | 12203222 |
|  | Lennox International, <br> Inc.<br>| 5741 | 2899205 |
|  | Leonardo DRS, Inc. | 43788 | 1600889 |
| \* | Limbach Holdings, <br> Inc.<br>| 5502 | 519829 |
|  | Lincoln Electric <br> Holdings, Inc.<br>| 11675 | 2737204 |
|  | Lindsay Corp. | 4477 | 498022 |
| \* | Liquidity Services, <br> Inc.<br>| 12769 | 305690 |
| \* | Loar Holdings, Inc. | 4231 | 334799 |
|  | LSI Industries, Inc. | 11378 | 260442 |
|  | Luxfer Holdings PLC | 2637 | 32171 |
| \* | Lyft, Inc., Class A | 54705 | 1119264 |
| \* | Manitowoc Co., Inc. | 19017 | 193403 |
|  | ManpowerGroup, Inc. | 21781 | 667805 |
|  | Marten Transport Ltd. | 18264 | 187206 |
|  | Masco Corp. | 52747 | 3415896 |
| \* | MasTec, Inc. | 25388 | 5183214 |
| \* | Mastech Digital, Inc. | 667 | 4602 |
| \* | Masterbrand, Inc. | 20665 | 260999 |
| \* | Matrix Service Co. | 11781 | 176951 |
|  | Maximus, Inc. | 32984 | 2741630 |
|  | McGrath RentCorp | 11257 | 1209452 |
| \* | Mercury Systems, <br> Inc.<br>| 21623 | 1673836 |
| \* | Middleby Corp. | 20248 | 2515409 |
|  | Miller Industries, Inc. | 3803 | 152652 |
|  | MillerKnoll, Inc. | 21762 | 339922 |
| \* | Mistras Group, Inc. | 7899 | 75356 |
| \* | Montrose <br> Environmental <br> Group, Inc.<br>| 7957 | 205927 |
|  | Moog, Inc., Class A | 9335 | 1912275 |
| \* | MRC Global, Inc. | 41573 | 579943 |
|  | MSA Safety, Inc. | 13202 | 2073110 |
|  | MSC Industrial Direct <br> Co., Inc., Class A<br>| 20378 | 1730296 |
|  | Mueller Industries, <br> Inc.<br>| 21548 | 2281287 |
|  | Mueller Water <br> Products, Inc., <br> Class A<br>| 29792 | 764463 |
| \* | MYR Group, Inc. | 6633 | 1444004 |
| \* | Nephros, Inc. | 3337 | 19021 |
| \* | Net Power, Inc. | 4038 | 15425 |
| \* | NEXTracker, Inc., <br> Class A<br>| 85500 | 8654310 |
|  | NL Industries, Inc. | 3400 | 20570 |
| \* | NN, Inc. | 3823 | 6537 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Nordson Corp. | 17469 | $4051935 |
|  | Northrop Grumman <br> Corp.<br>| 15827 | 9234263 |
| \* | NPK International, <br> Inc.<br>| 64563 | 794125 |
|  | nVent Electric PLC | 50940 | 5824989 |
| \* | NWPX Infrastructure, <br> Inc.<br>| 1100 | 66176 |
|  | Old Dominion Freight <br> Line, Inc.<br>| 14795 | 2077514 |
|  | Omega Flex, Inc. | 4891 | 135236 |
| \* | OPENLANE, Inc. | 51154 | 1351489 |
| \* | Optex Systems <br> Holdings, Inc.<br>| 711 | 12251 |
| \* | Orion Group Holdings, <br> Inc.<br>| 4256 | 45837 |
|  | Oshkosh Corp. | 24608 | 3033920 |
|  | Otis Worldwide Corp. | 54344 | 5040949 |
|  | Owens Corning | 5453 | 694221 |
|  | PACCAR, Inc. | 127644 | 12560170 |
| \* | PAMT Corp. | 6042 | 60843 |
|  | Park Aerospace Corp. | 14265 | 273317 |
|  | Parker-Hannifin Corp. | 7827 | 6048940 |
|  | Park-Ohio Holdings <br> Corp.<br>| 3500 | 72205 |
| \* | Parsons Corp. | 50029 | 4159411 |
|  | Paychex, Inc. | 90415 | 10581267 |
|  | Paycom Software, <br> Inc.<br>| 17658 | 3303635 |
| \* | Paylocity Holding <br> Corp.<br>| 23206 | 3278312 |
|  | Pentair PLC | 53787 | 5720247 |
|  | Pioneer Power <br> Solutions, Inc.<br>| 3818 | 17563 |
|  | Pitney Bowes, Inc. | 45578 | 450311 |
| \* | Planet Labs PBC | 160562 | 2159559 |
| # | Powell Industries, Inc. | 3157 | 1210362 |
| \* | Power Solutions <br> International, Inc.<br>| 2037 | 174408 |
|  | Preformed Line <br> Products Co.<br>| 1786 | 378828 |
|  | Primoris Services <br> Corp.<br>| 25253 | 3573805 |
| \* | Proto Labs, Inc. | 10185 | 506806 |
|  | Quad/Graphics, Inc. | 7409 | 40824 |
|  | Quanta Services, Inc. | 12053 | 5413364 |
| \* | Radiant Logistics, Inc. | 10535 | 63737 |
| \* | RBC Bearings, Inc. | 8549 | 3663503 |
| \* | RCM Technologies, <br> Inc.<br>| 4300 | 99330 |
|  | Regal Rexnord Corp. | 11978 | 1687580 |
| \* | Resideo Technologies, <br> Inc.<br>| 72923 | 3121104 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Resources <br> Connection, Inc.<br>| 25615 | $112706 |
|  | REV Group, Inc. | 27233 | 1396236 |
|  | Robert Half, Inc. | 45370 | 1188240 |
| \* | Rocket Lab Corp. | 45436 | 2861559 |
|  | Rockwell Automation, <br> Inc.<br>| 24968 | 9197213 |
|  | Rollins, Inc. | 38571 | 2222075 |
|  | RTX Corp. | 159396 | 28452186 |
|  | Rush Enterprises, Inc. <br> (RUSHA US), <br> Class A<br>| 34148 | 1687253 |
|  | Rush Enterprises, Inc. <br> (RUSHB US), <br> Class B<br>| 9332 | 489650 |
| \* | RXO, Inc. | 13761 | 243983 |
|  | Ryder System, Inc. | 12008 | 2032114 |
| \* | Saia, Inc. | 3102 | 907335 |
|  | Schneider National, <br> Inc., Class B<br>| 18301 | 391092 |
|  | Science Applications <br> International Corp.<br>| 25532 | 2392604 |
|  | Sensata Technologies <br> Holding PLC<br>| 25874 | 823569 |
| \* | Shoals Technologies <br> Group, Inc., <br> Class A<br>| 32152 | 337918 |
|  | Simpson <br> Manufacturing Co., <br> Inc.<br>| 13581 | 2397047 |
| \* | SiteOne Landscape <br> Supply, Inc.<br>| 13929 | 1807566 |
| \* | Skillsoft Corp. | 103 | 1352 |
|  | Snap-on, Inc. | 14497 | 4864468 |
| \* | Southland Holdings, <br> Inc.<br>| 4528 | 20240 |
| \* | SPX Technologies, <br> Inc.<br>| 14335 | 3209463 |
|  | SS&C Technologies <br> Holdings, Inc.<br>| 88272 | 7496058 |
|  | Standex International <br> Corp.<br>| 4182 | 975368 |
|  | Stanley Black & <br> Decker, Inc.<br>| 34595 | 2342773 |
|  | Steelcase, Inc., <br> Class A<br>| 38338 | 611875 |
| #\* | Sterling Infrastructure, <br> Inc.<br>| 9785 | 3697752 |
| \* | Sunrun, Inc. | 52214 | 1083963 |
| #\* | Symbotic, Inc. | 8226 | 665895 |
| \* | TaskUS, Inc., Class A | 6019 | 80293 |
| \* | Taylor Devices, Inc. | 260 | 11900 |
| \* | Team, Inc. | 331 | 5131 |
| \* | TechPrecision Corp. | 1969 | 9707 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Tecnoglass, Inc. | 8735 | $520868 |
|  | Tennant Co. | 6351 | 508080 |
|  | Terex Corp. | 26702 | 1228826 |
|  | Tetra Tech, Inc. | 78559 | 2512317 |
|  | Textron, Inc. | 51863 | 4191049 |
| \* | Thermon Group <br> Holdings, Inc.<br>| 13041 | 374668 |
| \* | TIC Solutions, Inc. | 31573 | 382981 |
|  | Timken Co. | 16646 | 1306877 |
| \* | Titan International, <br> Inc.<br>| 19800 | 149490 |
| \* | Titan Machinery, Inc. | 12204 | 200146 |
|  | Toro Co. | 30090 | 2248626 |
|  | Trane Technologies <br> PLC<br>| 28702 | 12877152 |
| \* | Transcat, Inc. | 2388 | 173488 |
|  | TransDigm Group, <br> Inc.<br>| 6441 | 8428113 |
|  | TransUnion | 81600 | 6624288 |
| \* | Trex Co., Inc. | 18825 | 909624 |
|  | TriNet Group, Inc. | 13278 | 796680 |
|  | Trinity Industries, Inc. | 39740 | 1087684 |
| \* | TrueBlue, Inc. | 26951 | 127748 |
| \* | TTEC Holdings, Inc. | 34998 | 122143 |
| \* | Tutor Perini Corp. | 27914 | 1880287 |
|  | Twin Disc, Inc. | 3200 | 50112 |
| \* | Uber Technologies, <br> Inc.<br>| 227240 | 21928660 |
|  | UFP Industries, Inc. | 18722 | 1724858 |
| #\* | U-Haul Holding Co. <br> (UHAL US)<br>| 8590 | 456644 |
|  | U-Haul Holding Co. <br> (UHAL/B US)<br>| 71499 | 3466987 |
| # | UL Solutions, Inc., <br> Class A<br>| 15206 | 1184091 |
| \* | Ultralife Corp. | 1376 | 9673 |
|  | UniFirst Corp. | 2851 | 440052 |
|  | United Parcel Service, <br> Inc., Class B<br>| 57157 | 5511078 |
|  | United Rentals, Inc. | 22156 | 19301864 |
|  | Universal Logistics <br> Holdings, Inc.<br>| 7757 | 125508 |
| \* | Upwork, Inc. | 61455 | 979593 |
| \* | V2X, Inc. | 8132 | 464256 |
|  | Valmont Industries, <br> Inc.<br>| 4449 | 1839350 |
|  | Veralto Corp. | 48419 | 4777987 |
|  | Verisk Analytics, Inc. | 38353 | 8390102 |
| \* | Verra Mobility Corp. | 69692 | 1617551 |
|  | Vertiv Holdings Co., <br> Class A<br>| 42027 | 8105327 |
|  | Vestis Corp. | 30696 | 161154 |
| \* | Vicor Corp. | 3380 | 306667 |
|  | Virco Mfg. Corp. | 1602 | 11727 |
| \* | VirTra, Inc. | 3125 | 19000 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | VSE Corp. | 7084 | $1279937 |
|  | Wabash National <br> Corp.<br>| 13445 | 107829 |
| # | Watsco, Inc. (WSO <br> US)<br>| 7739 | 2848029 |
|  | Watts Water <br> Technologies, Inc., <br> Class A<br>| 9849 | 2684837 |
|  | Werner Enterprises, <br> Inc.<br>| 7065 | 185103 |
|  | WESCO International, <br> Inc.<br>| 27574 | 7156280 |
|  | Westinghouse Air <br> Brake Technologies <br> Corp.<br>| 35139 | 7183817 |
| \* | Willdan Group, Inc. | 5179 | 489467 |
|  | Willis Lease Finance <br> Corp.<br>| 3285 | 421728 |
|  | WillScot Holdings <br> Corp.<br>| 77514 | 1685930 |
|  | Woodward, Inc. | 16317 | 4276849 |
|  | Worthington <br> Enterprises, Inc.<br>| 8568 | 480579 |
|  | WW Grainger, Inc. | 10298 | 10081742 |
| \* | Xometry, Inc., <br> Class A<br>| 6805 | 331335 |
| \* | XPO, Inc. | 24638 | 3544669 |
|  | Xylem, Inc. | 38012 | 5734110 |
|  | Zurn Elkay Water <br> Solutions Corp.<br>| 32016 | 1508274 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | 1036579138 |
| INFORMATION TECHNOLOGY — (28.5%) | INFORMATION TECHNOLOGY — (28.5%) | INFORMATION TECHNOLOGY — (28.5%) | INFORMATION TECHNOLOGY — (28.5%) |
| \* | 8x8, Inc. | 242 | 445 |
|  | A10 Networks, Inc. | 23192 | 413745 |
|  | Accenture PLC, <br> Class A<br>| 67116 | 16785712 |
| \* | ACCESS Newswire, <br> Inc.<br>| 1103 | 10486 |
| \* | ACI Worldwide, Inc. | 33196 | 1581125 |
|  | Adeia, Inc. | 43637 | 743574 |
| \* | Adobe, Inc. | 44052 | 14991336 |
|  | Advanced Energy <br> Industries, Inc.<br>| 7617 | 1544194 |
| \* | Advanced Micro <br> Devices, Inc.<br>| 124524 | 31893087 |
| \* | Agilysys, Inc. | 6275 | 787261 |
| \* | Airgain, Inc. | 1196 | 5143 |
| \* | Alarm.com Holdings, <br> Inc.<br>| 12422 | 611411 |
| \* | Ambarella, Inc. | 1946 | 165858 |
|  | Amdocs Ltd. | 37771 | 3182584 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | Amphenol Corp., <br> Class A<br>| 90643 | $12630196 |
| \* | Amtech Systems, Inc. | 2892 | 22934 |
|  | Analog Devices, Inc. | 20148 | 4717251 |
| \* | Appfolio, Inc., Class A | 6051 | 1539556 |
|  | Apple, Inc. | 1866389 | 504615115 |
|  | Applied Materials, <br> Inc.<br>| 98382 | 22932844 |
| \* | AppLovin Corp., <br> Class A<br>| 50092 | 31925134 |
| \* | Arista Networks, Inc. | 90513 | 14272995 |
| \* | Arrow Electronics, <br> Inc.<br>| 23204 | 2588406 |
| \* | ASGN, Inc. | 16104 | 720815 |
| \* | AstroNova, Inc. | 663 | 6020 |
| \* | Atlassian Corp., <br> Class A<br>| 10969 | 1858368 |
| \* | Aurora Innovation, <br> Inc.<br>| 61400 | 321736 |
| \* | Autodesk, Inc. | 37701 | 11360819 |
| \* | AvePoint, Inc. | 25788 | 362837 |
| \* | Aviat Networks, Inc. | 3288 | 82068 |
|  | Avnet, Inc. | 51291 | 2485049 |
| \* | Aware, Inc. | 44400 | 98124 |
| \* | Axcelis Technologies, <br> Inc.<br>| 5242 | 417054 |
|  | Badger Meter, Inc. | 3687 | 665319 |
|  | Bel Fuse, Inc. (BELFA <br> US), Class A<br>| 158 | 21603 |
|  | Bel Fuse, Inc. (BELFB <br> US), Class B<br>| 2606 | 401298 |
|  | Belden, Inc. | 8794 | 1071549 |
|  | Benchmark <br> Electronics, Inc.<br>| 15479 | 678290 |
|  | Bentley Systems, Inc., <br> Class B<br>| 67554 | 3433770 |
| \* | Bill Holdings, Inc. | 26794 | 1330590 |
| \* | BK Technologies <br> Corp.<br>| 207 | 15465 |
| \* | Blackbaud, Inc. | 12890 | 825476 |
| #\* | BlackLine, Inc. | 13324 | 762799 |
| \* | Box, Inc., Class A | 39920 | 1281033 |
|  | Broadcom, Inc. | 485056 | 179291249 |
| \* | C3.ai, Inc., Class A | 43057 | 756942 |
| \* | Cadence Design <br> Systems, Inc.<br>| 24958 | 8453025 |
| \* | Calix, Inc. | 11297 | 772941 |
| \* | CCC Intelligent <br> Solutions Holdings, <br> Inc.<br>| 192370 | 1677466 |
|  | CDW Corp. | 34509 | 5499699 |
| \* | Cerence, Inc. | 13161 | 141218 |
| \* | CEVA, Inc. | 6196 | 168593 |
| \* | Ciena Corp. | 36993 | 7025711 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| #\* | Cipher Mining, Inc. | 81388 | $1517886 |
| \* | Cirrus Logic, Inc. | 16433 | 2179837 |
|  | Cisco Systems, Inc. | 455202 | 33279818 |
|  | Clear Secure, Inc., <br> Class A<br>| 22532 | 686550 |
| \* | Clearfield, Inc. | 2900 | 102370 |
|  | Climb Global <br> Solutions, Inc.<br>| 980 | 108858 |
|  | Cognex Corp. | 35938 | 1487474 |
|  | Cognizant Technology <br> Solutions Corp., <br> Class A<br>| 82944 | 6044959 |
| \* | Cohu, Inc. | 10806 | 257075 |
| \* | CommScope Holding <br> Co., Inc.<br>| 35765 | 618734 |
| \* | Commvault Systems, <br> Inc.<br>| 6010 | 836712 |
| \* | Comtech <br> Telecommunications <br> Corp.<br>| 4493 | 12760 |
| \* | Consensus Cloud <br> Solutions, Inc.<br>| 5537 | 162345 |
| \* | Corsair Gaming, Inc. | 45281 | 369040 |
|  | Crane NXT Co. | 11637 | 736040 |
| \* | Credo Technology <br> Group Holding Ltd.<br>| 26279 | 4930466 |
| \* | Crexendo, Inc. | 3157 | 20426 |
| \* | Crowdstrike Holdings, <br> Inc., Class A<br>| 8251 | 4480375 |
| \* | CS Disco, Inc. | 7679 | 48531 |
|  | CSP, Inc. | 1100 | 14674 |
| \* | CVD Equipment <br> Corp.<br>| 115 | 450 |
| \* | Daily Journal Corp. | 490 | 198470 |
| \* | Daktronics, Inc. | 24371 | 457931 |
| \* | Data I/O Corp. | 4622 | 14005 |
| \* | Data Storage Corp. | 848 | 3553 |
| \* | Datadog, Inc., <br> Class A<br>| 29441 | 4793289 |
|  | Dell Technologies, <br> Inc., Class C<br>| 35057 | 5679585 |
| \* | Diebold Nixdorf, Inc. | 6843 | 404763 |
| \* | Digi International, Inc. | 14309 | 524854 |
| \* | Digital Turbine, Inc. | 25792 | 160942 |
| \* | Docusign, Inc. | 39405 | 2882082 |
|  | Dolby Laboratories, <br> Inc., Class A<br>| 21012 | 1393516 |
| \* | Dropbox, Inc., <br> Class A<br>| 53693 | 1557097 |
| \* | DXC Technology Co. | 52180 | 740956 |
| \* | Dynatrace, Inc. | 91501 | 4627206 |
| \* | Eastman Kodak Co. | 16868 | 106943 |
| \* | eGain Corp. | 5400 | 77868 |
| \* | Electro-Sensors, Inc. | 1026 | 4812 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Enphase Energy, Inc. | 2943 | $89791 |
| # | Entegris, Inc. | 9523 | 872021 |
| \* | EPAM Systems, Inc. | 17712 | 2896620 |
|  | ePlus, Inc. | 7964 | 582646 |
| \* | Exodus Movement, <br> Inc., Class A<br>| 648 | 15870 |
| \* | F5, Inc. | 20080 | 5081244 |
| \* | Fair Isaac Corp. | 3053 | 5066545 |
| \* | Five9, Inc. | 21858 | 530712 |
| \* | Flex Ltd. | 72882 | 4556583 |
| \* | FormFactor, Inc. | 18445 | 1013553 |
| \* | Fortinet, Inc. | 156412 | 13518689 |
| \* | Franklin Wireless <br> Corp.<br>| 1509 | 7681 |
| \* | Frequency <br> Electronics, Inc.<br>| 619 | 22730 |
| \* | Freshworks, Inc., <br> Class A<br>| 70506 | 782617 |
| \* | Gartner, Inc. | 15549 | 3861439 |
|  | Gen Digital, Inc. | 241107 | 6355580 |
| \* | Globant SA | 19547 | 1203704 |
| \* | GoDaddy, Inc., <br> Class A<br>| 25788 | 3433156 |
| \* | Grid Dynamics <br> Holdings, Inc.<br>| 21687 | 202557 |
| \* | Guidewire Software, <br> Inc.<br>| 15197 | 3550627 |
|  | Hackett Group, Inc. | 10635 | 192600 |
| \* | Harmonic, Inc. | 37729 | 403700 |
|  | Hewlett Packard <br> Enterprise Co.<br>| 418580 | 10221724 |
|  | HP, Inc. | 155240 | 4295491 |
| \* | HubSpot, Inc. | 5315 | 2614555 |
| \* | I3 Verticals, Inc., <br> Class A<br>| 5165 | 158824 |
| \* | Ichor Holdings Ltd. | 8681 | 196885 |
| \* | Identiv, Inc. | 2402 | 9608 |
| #\* | indie Semiconductor, <br> Inc., Class A<br>| 72735 | 391314 |
|  | Information Services <br> Group, Inc.<br>| 10339 | 56968 |
| \* | Insight Enterprises, <br> Inc.<br>| 12393 | 1239300 |
| \* | Intapp, Inc. | 2579 | 98982 |
| \* | Intel Corp. | 209943 | 8395621 |
| \* | Intellicheck, Inc. | 3718 | 17066 |
| \* | Intellinetics, Inc. | 379 | 3582 |
| # | InterDigital, Inc. | 8213 | 2972777 |
|  | International Business <br> Machines Corp.<br>| 130604 | 40148976 |
|  | Intuit, Inc. | 27257 | 18195410 |
| \* | Inuvo, Inc. | 1870 | 5610 |
| #\* | IonQ, Inc. | 18007 | 1123277 |
| \* | Itron, Inc. | 14668 | 1471640 |
|  | Jabil, Inc. | 4669 | 1031335 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Jamf Holding Corp. | 30550 | $392567 |
| \* | JFrog Ltd. | 20831 | 989056 |
| \* | Key Tronic Corp. | 5838 | 20783 |
| \* | Keysight <br> Technologies, Inc.<br>| 15904 | 2909796 |
| \* | Kimball Electronics, <br> Inc.<br>| 4836 | 140607 |
|  | KLA Corp. | 19117 | 23107483 |
| \* | Klaviyo, Inc., Class A | 7051 | 183326 |
|  | Kulicke & Soffa <br> Industries, Inc.<br>| 14363 | 573515 |
| \* | KVH Industries, Inc. | 1119 | 6680 |
| \* | Kyndryl Holdings, Inc. | 55335 | 1600288 |
|  | Lam Research Corp. | 94344 | 14855406 |
| \* | Lantronix, Inc. | 3255 | 16047 |
| \* | Lattice Semiconductor <br> Corp.<br>| 16811 | 1226531 |
| \* | LGL Group, Inc. | 400 | 2420 |
| #\* | Life360, Inc. | 10158 | 1002696 |
| \* | LiveRamp Holdings, <br> Inc.<br>| 23893 | 653235 |
| \* | Lumentum Holdings, <br> Inc.<br>| 1 | 202 |
| \* | MACOM Technology <br> Solutions Holdings, <br> Inc.<br>| 6947 | 1029059 |
| \* | Manhattan Associates, <br> Inc.<br>| 11871 | 2161353 |
|  | Marvell Technology, <br> Inc.<br>| 98019 | 9188301 |
| \* | MaxLinear, Inc. | 31174 | 472286 |
|  | Methode Electronics, <br> Inc.<br>| 16000 | 107680 |
|  | Microsoft Corp. | 389658 | 201768809 |
| #\* | Mirion Technologies, <br> Inc.<br>| 80775 | 2372362 |
| \* | Mitek Systems, Inc. | 19733 | 181741 |
|  | MKS, Inc. | 10722 | 1540859 |
| \* | MongoDB, Inc. | 13418 | 4828065 |
|  | Monolithic Power <br> Systems, Inc.<br>| 2668 | 2681340 |
|  | Motorola Solutions, <br> Inc.<br>| 23530 | 9569886 |
| \* | M-Tron Industries, <br> Inc.<br>| 314 | 17308 |
| \* | N-able, Inc. | 57686 | 451681 |
|  | Napco Security <br> Technologies, Inc.<br>| 7858 | 346931 |
| \* | nCino, Inc. | 37974 | 1013146 |
| \* | NCR Voyix Corp. | 25739 | 293682 |
|  | NetApp, Inc. | 61353 | 7226156 |
| \* | NETGEAR, Inc. | 11673 | 405287 |
| \* | NetScout Systems, <br> Inc.<br>| 17682 | 491560 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | NetSol Technologies, <br> Inc.<br>| 26556 | $116581 |
| \* | Nortech Systems, Inc. | 126 | 1194 |
| \* | Novanta, Inc. | 8769 | 1113751 |
| \* | Nutanix, Inc., Class A | 65376 | 4657386 |
|  | NVIDIA Corp. | 3025037 | 612539742 |
| \* | Okta, Inc. | 53264 | 4875254 |
| \* | ON24, Inc. | 32970 | 181994 |
| \* | One Stop Systems, <br> Inc.<br>| 3548 | 17740 |
|  | OneSpan, Inc. | 14569 | 166087 |
| \* | Onto Innovation, Inc. | 1044 | 140898 |
| \* | Optical Cable Corp. | 1610 | 12671 |
|  | Oracle Corp. | 142177 | 37337102 |
| \* | Palantir Technologies, <br> Inc., Class A<br>| 104386 | 20926261 |
| \* | Palo Alto Networks, <br> Inc.<br>| 60748 | 13379139 |
| \* | PAR Technology <br> Corp.<br>| 18175 | 642304 |
|  | PC Connection, Inc. | 13067 | 796695 |
| \* | PDF Solutions, Inc. | 9700 | 282561 |
|  | Pegasystems, Inc. | 52808 | 3361229 |
| #\* | Penguin Solutions, <br> Inc.<br>| 19446 | 433062 |
| \* | Photronics, Inc. | 20014 | 478335 |
| \*» | Pivotal Software, Inc. | 6142 | 0 |
| \* | Plexus Corp. | 6601 | 923480 |
| \* | Porch Group, Inc. | 25987 | 391104 |
|  | Power Integrations, <br> Inc.<br>| 9948 | 416722 |
| \* | Powerfleet, Inc. NJ | 40837 | 208269 |
| \* | Progress Software <br> Corp.<br>| 12796 | 545621 |
| \* | PTC, Inc. | 31961 | 6345537 |
| \* | Pure Storage, Inc., <br> Class A<br>| 38644 | 3814163 |
| \* | Q2 Holdings, Inc. | 10502 | 648604 |
|  | QUALCOMM, Inc. | 189184 | 34223386 |
| \* | Qualys, Inc. | 6312 | 778017 |
|  | Ralliant Corp. | 29585 | 1299373 |
| \* | Rambus, Inc. | 31354 | 3224445 |
|  | Red Violet, Inc. | 1433 | 76852 |
| \* | Research Solutions, <br> Inc.<br>| 1852 | 6000 |
| \* | RF Industries Ltd. | 3146 | 24602 |
| \* | Ribbon <br> Communications, <br> Inc.<br>| 11503 | 38650 |
|  | Richardson <br> Electronics Ltd.<br>| 500 | 5390 |
| \* | Rimini Street, Inc. | 5826 | 23187 |
| \* | RingCentral, Inc., <br> Class A<br>| 22898 | 689688 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Riot Platforms, Inc. | 73333 | $1450527 |
|  | Roper Technologies, <br> Inc.<br>| 15963 | 7121892 |
| \* | Rubrik, Inc., Class A | 900 | 67743 |
|  | Salesforce, Inc. | 71951 | 18736760 |
| \* | Samsara, Inc., <br> Class A<br>| 9133 | 366873 |
| \* | ScanSource, Inc. | 10764 | 461829 |
| \* | SEMrush Holdings, <br> Inc., Class A<br>| 29843 | 216660 |
| \* | Semtech Corp. | 3358 | 227874 |
| \* | SentinelOne, Inc., <br> Class A<br>| 79907 | 1426340 |
| \* | ServiceNow, Inc. | 12307 | 11313579 |
| \* | Silicon Laboratories, <br> Inc.<br>| 8102 | 1062010 |
| \* | SiTime Corp. | 2298 | 665593 |
|  | Skyworks Solutions, <br> Inc.<br>| 20040 | 1557509 |
| #\* | SolarEdge <br> Technologies, Inc.<br>| 13815 | 484768 |
| \* | Sono-Tek Corp. | 3001 | 13565 |
| \* | SoundThinking, Inc. | 2086 | 19504 |
| \* | Sprinklr, Inc., Class A | 33445 | 258195 |
| \* | SPS Commerce, Inc. | 6511 | 535465 |
| #\* | Super Micro <br> Computer, Inc.<br>| 125174 | 6504041 |
| \* | Synaptics, Inc. | 14903 | 1057219 |
| \* | Synchronoss <br> Technologies, Inc.<br>| 12000 | 62940 |
| \* | Synopsys, Inc. | 13408 | 6084819 |
| \* | Tao Synergies, Inc. | 1856 | 16259 |
|  | TD SYNNEX Corp. | 28903 | 4523030 |
|  | TE Connectivity PLC | 28590 | 7062016 |
| \* | Teledyne <br> Technologies, Inc.<br>| 5718 | 3012357 |
| \* | Telos Corp. | 27232 | 186812 |
| \* | Teradata Corp. | 11843 | 246927 |
|  | Teradyne, Inc. | 41135 | 7476698 |
| \* | TransAct <br> Technologies, Inc.<br>| 300 | 1413 |
| \* | Trimble, Inc. | 65300 | 5207675 |
| \* | Trio-Tech <br> International<br>| 1792 | 13225 |
| \* | Turtle Beach Corp. | 3172 | 53607 |
| \* | Twilio, Inc., Class A | 53626 | 7233075 |
| \* | Tyler Technologies, <br> Inc.<br>| 8672 | 4130127 |
| \* | UiPath, Inc., Class A | 115928 | 1838618 |
| \* | Ultra Clean Holdings, <br> Inc.<br>| 6977 | 191240 |
| \* | Unisys Corp. | 24085 | 85983 |
| \* | Unity Software, Inc. | 141922 | 5378844 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | Universal Display <br> Corp.<br>| 10575 | $1557486 |
| \* | Upland Software, Inc. | 5174 | 10762 |
| \* | Veeco Instruments, <br> Inc.<br>| 7986 | 229597 |
| \* | Verint Systems, Inc. | 9199 | 186556 |
| \* | Vertex, Inc., Class A | 14009 | 320806 |
| \* | Viasat, Inc. | 29260 | 1165133 |
| \* | Viavi Solutions, Inc. | 40117 | 710071 |
|  | Vontier Corp. | 69072 | 2659272 |
| \* | WidePoint Corp. | 3408 | 22663 |
| \* | Workday, Inc., <br> Class A<br>| 24722 | 5931302 |
| # | Xerox Holdings Corp. | 36283 | 120460 |
| \* | Xperi, Inc. | 22459 | 150924 |
| \* | Yext, Inc. | 35168 | 297873 |
| \* | Zebra Technologies <br> Corp., Class A<br>| 16749 | 4509668 |
| #\* | Zeta Global Holdings <br> Corp., Class A<br>| 32133 | 578073 |
| \* | Zoom <br> Communications, <br> Inc.<br>| 59850 | 5220715 |
| \* | Zscaler, Inc. | 7378 | 2443151 |
| TOTAL INFORMATION <br> TECHNOLOGY | TOTAL INFORMATION <br> TECHNOLOGY |  | 2309799509 |
| MATERIALS — (2.2%) | MATERIALS — (2.2%) | MATERIALS — (2.2%) | MATERIALS — (2.2%) |
|  | Albemarle Corp. | 31490 | 3093263 |
|  | Amcor PLC | 566837 | 4478012 |
| \* | American Vanguard <br> Corp.<br>| 32321 | 144475 |
| \* | Ampco-Pittsburgh <br> Corp.<br>| 6695 | 14060 |
|  | AptarGroup, Inc. | 22814 | 2646652 |
|  | Ardagh Metal <br> Packaging SA<br>| 41916 | 149640 |
| \* | Arq, Inc. | 2000 | 13280 |
|  | Ashland, Inc. | 3367 | 164646 |
| \* | Aspen Aerogels, Inc. | 18488 | 150492 |
|  | Avery Dennison Corp. | 26911 | 4706465 |
|  | Avient Corp. | 43603 | 1398348 |
| \* | Axalta Coating <br> Systems Ltd.<br>| 117733 | 3351859 |
|  | Balchem Corp. | 10968 | 1682382 |
|  | Ball Corp. | 70207 | 3299729 |
|  | Caledonia Mining <br> Corp. PLC<br>| 1217 | 34222 |
|  | Celanese Corp. | 11521 | 442867 |
| \* | Coeur Mining, Inc. | 45578 | 782574 |
|  | Commercial Metals <br> Co.<br>| 23386 | 1388193 |
| \* | Compass Minerals <br> International, Inc.<br>| 6323 | 109641 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
| \* | Core Molding <br> Technologies, Inc.<br>| 648 | $11606 |
|  | Corteva, Inc. | 140491 | 8631767 |
|  | Crown Holdings, Inc. | 44148 | 4290303 |
|  | DuPont de Nemours, <br> Inc.<br>| 55450 | 4527492 |
|  | Ecolab, Inc. | 71361 | 18296960 |
|  | Element Solutions, <br> Inc.<br>| 146782 | 3922015 |
|  | Flexible Solutions <br> International, Inc.<br>| 3279 | 29708 |
| \* | Flotek Industries, Inc. | 5121 | 88645 |
| # | FMC Corp. | 43715 | 663157 |
|  | Graphic Packaging <br> Holding Co.<br>| 58275 | 931817 |
|  | Greif, Inc. (GEF US), <br> Class A<br>| 13296 | 756409 |
|  | Greif, Inc. (GEF/B <br> US), Class B<br>| 1339 | 78934 |
|  | Hawkins, Inc. | 11193 | 1587727 |
|  | HB Fuller Co. | 21660 | 1242634 |
|  | Hecla Mining Co. | 234563 | 3018826 |
|  | Huntsman Corp. | 71859 | 594993 |
| \* | Ingevity Corp. | 5275 | 283373 |
|  | Innospec, Inc. | 8784 | 646327 |
|  | International Flavors & <br> Fragrances, Inc.<br>| 55441 | 3491120 |
| \* | Intrepid Potash, Inc. | 1876 | 49958 |
| \* | Ivanhoe Electric, Inc. | 23561 | 348467 |
|  | Kaiser Aluminum <br> Corp.<br>| 3297 | 298477 |
| \* | Knife River Corp. | 19911 | 1203819 |
|  | Koppers Holdings, <br> Inc.<br>| 9150 | 258213 |
|  | Louisiana-Pacific <br> Corp.<br>| 20455 | 1781835 |
|  | Materion Corp. | 8010 | 918186 |
| #\* | McEwen, Inc. | 9554 | 175125 |
|  | Minerals <br> Technologies, Inc.<br>| 15729 | 892621 |
|  | Mosaic Co. | 37084 | 1017956 |
| #\* | MP Materials Corp. | 38889 | 2453507 |
|  | Myers Industries, Inc. | 11436 | 198186 |
|  | NewMarket Corp. | 2791 | 2143209 |
|  | Newmont Corp. | 118892 | 9626685 |
|  | Nexa Resources SA | 1219 | 7082 |
|  | Northern Technologies <br> International Corp.<br>| 2004 | 14890 |
|  | Nucor Corp. | 18041 | 2707052 |
|  | Olympic Steel, Inc. | 6698 | 247826 |
|  | Packaging Corp. of <br> America<br>| 18075 | 3538362 |
| \* | Perimeter Solutions, <br> Inc.<br>| 82328 | 1935531 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | PPG Industries, Inc. | 76949 | $7521765 |
|  | Quaker Chemical <br> Corp.<br>| 4739 | 658200 |
| \* | Ranpak Holdings <br> Corp.<br>| 39464 | 209159 |
|  | Reliance, Inc. | 28644 | 8089925 |
| †† | Resolute Forest <br> Products, Inc.<br>| 1960 | 522 |
|  | Royal Gold, Inc. | 33152 | 5794638 |
|  | RPM International, <br> Inc.<br>| 63284 | 6915676 |
|  | Ryerson Holding <br> Corp.<br>| 23312 | 514263 |
|  | Scotts Miracle-Gro <br> Co.<br>| 14925 | 798786 |
|  | Sealed Air Corp. | 61369 | 2056475 |
|  | Sensient Technologies <br> Corp.<br>| 13086 | 1233879 |
|  | Sherwin-Williams Co. | 52792 | 18210072 |
|  | Silgan Holdings, Inc. | 37999 | 1467521 |
|  | Smurfit WestRock <br> PLC<br>| 46457 | 1715192 |
| \* | Solstice Advanced <br> Materials, Inc.<br>| 19244 | 867327 |
|  | Sonoco Products Co. | 20183 | 818824 |
| # | Southern Copper <br> Corp.<br>| 5154 | 715375 |
|  | Steel Dynamics, Inc. | 26868 | 4212902 |
|  | Stepan Co. | 7574 | 328333 |
|  | Sylvamo Corp. | 9750 | 395850 |
|  | TriMas Corp. | 27366 | 972314 |
|  | Vulcan Materials Co. | 20654 | 5979333 |
|  | Worthington Steel, <br> Inc.<br>| 23049 | 737338 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | 181175269 |
| REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) |
| \* | AMREP Corp. | 308 | 6616 |
| \* | Anywhere Real <br> Estate, Inc.<br>| 15077 | 151524 |
| \* | CBRE Group, Inc., <br> Class A<br>| 53952 | 8223903 |
| \* | Compass, Inc., <br> Class A<br>| 143509 | 1106454 |
| \* | CoStar Group, Inc. | 49425 | 3400934 |
| \* | Cushman & Wakefield <br> PLC<br>| 76231 | 1196827 |
| \* | Douglas Elliman, Inc. | 37600 | 92872 |
|  | eXp World Holdings, <br> Inc.<br>| 14656 | 150077 |
| \* | Five Point <br> Holdings LLC, <br> Class A<br>| 17500 | 102375 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
| \* | Forestar Group, Inc. | 3145 | $81802 |
| \* | FRP Holdings, Inc. | 237 | 5617 |
| \* | Howard Hughes <br> Holdings, Inc.<br>| 5186 | 411146 |
| \* | Jones Lang LaSalle, <br> Inc.<br>| 18949 | 5781150 |
|  | Marcus & Millichap, <br> Inc.<br>| 16545 | 483280 |
| \* | Maui Land & <br> Pineapple Co., Inc.<br>| 154 | 2464 |
|  | Newmark Group, Inc., <br> Class A<br>| 54952 | 979794 |
| \* | RE/MAX Holdings, <br> Inc., Class A<br>| 6670 | 52893 |
| \* | Seaport Entertainment <br> Group, Inc.<br>| 3179 | 76519 |
| \* | Zillow Group, Inc. (Z <br> US), Class C<br>| 70680 | 5299586 |
| \* | Zillow Group, Inc. (ZG <br> US), Class A<br>| 13452 | 962222 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | 28568055 |
| UTILITIES — (0.7%) | UTILITIES — (0.7%) | UTILITIES — (0.7%) | UTILITIES — (0.7%) |
|  | American States <br> Water Co.<br>| 15145 | 1079990 |
|  | American Water <br> Works Co., Inc.<br>| 33726 | 4331430 |
|  | Artesian Resources <br> Corp., Class A<br>| 381 | 12280 |
|  | Atmos Energy Corp. | 28081 | 4822069 |
|  | California Water <br> Service Group<br>| 24812 | 1101157 |
|  | Chesapeake Utilities <br> Corp.<br>| 3070 | 390750 |
|  | Consolidated Edison, <br> Inc.<br>| 39705 | 3867664 |
|  | Consolidated Water <br> Co. Ltd.<br>| 2963 | 100772 |
|  | Edison International | 108798 | 6025233 |
|  | Essential Utilities, Inc. | 41595 | 1623453 |
|  | Eversource Energy | 101759 | 7510832 |
|  | Exelon Corp. | 134487 | 6202540 |
|  | Genie Energy Ltd., <br> Class B<br>| 21350 | 321318 |
|  | Global Water <br> Resources, Inc.<br>| 1296 | 12856 |
|  | H2O America | 13945 | 644956 |
|  | MDU Resources <br> Group, Inc.<br>| 18339 | 351742 |
|  | Middlesex Water Co. | 5805 | 333613 |
| \* | Montauk Renewables, <br> Inc.<br>| 5801 | 11776 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
|  | New Jersey <br> Resources Corp.<br>| 58484 | $2590841 |
|  | Northwest Natural <br> Holding Co.<br>| 15536 | 707354 |
|  | ONE Gas, Inc. | 15762 | 1263955 |
|  | Ormat Technologies, <br> Inc.<br>| 14747 | 1568638 |
|  | Public Service <br> Enterprise Group, <br> Inc.<br>| 8643 | 696280 |
| \* | Pure Cycle Corp. | 11593 | 127639 |
|  | RGC Resources, Inc. | 517 | 10707 |
|  | Southwest Gas <br> Holdings, Inc.<br>| 26475 | 2104762 |
|  | Spire, Inc. | 21510 | 1858464 |
|  | UGI Corp. | 74014 | 2474288 |
|  | Unitil Corp. | 4502 | 219473 |
|  | York Water Co. | 1961 | 60928 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | 52427760 |
| TOTAL COMMON <br> STOCKS | TOTAL COMMON <br> STOCKS |  | 7983730131 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| CONSUMER DISCRETIONARY — (0.0%) | CONSUMER DISCRETIONARY — (0.0%) | CONSUMER DISCRETIONARY — (0.0%) | CONSUMER DISCRETIONARY — (0.0%) |
| \* | GameStop Corp. <br> Warrants <br> 10/30/2026<br>| 2215 | 6645 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Rent the Runway, <br> Inc.<br>| 319 | $0 |
| TOTAL CONSUMER <br> DISCRETIONARY | TOTAL CONSUMER <br> DISCRETIONARY |  | 6645 |
| TOTAL <br> RIGHTS/WARRANTS | TOTAL <br> RIGHTS/WARRANTS |  | 6645 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $3,691,501,940) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $3,691,501,940) |  | 7983736776 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) |
| Ɏ | State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.010%<br>| 22999467 | 22999467 |
| SECURITIES LENDING COLLATERAL — (1.2%) | SECURITIES LENDING COLLATERAL — (1.2%) | SECURITIES LENDING COLLATERAL — (1.2%) | SECURITIES LENDING COLLATERAL — (1.2%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 8848762 | 102353627 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $3,816,855,034) | (Cost $3,816,855,034) |  | $8109089870 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| Communication Services | &nbsp;&nbsp; $809883991 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $809883991 |
| Consumer Discretionary | &nbsp;&nbsp; 954191755 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 954191755 |
| Consumer Staples | &nbsp;&nbsp; 326877337 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 326877337 |
| Energy | &nbsp;&nbsp; 113931915 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 113931915 |
| Financials | &nbsp;&nbsp; 1381938662 | &nbsp;&nbsp; $1560 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1381940222 |
| Health Care | &nbsp;&nbsp; 788211296 | &nbsp;&nbsp; — | &nbsp;&nbsp; $143884 | &nbsp;&nbsp; 788355180 |
| Industrials | &nbsp;&nbsp; 1036571526 | &nbsp;&nbsp; 7612 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1036579138 |
| Information Technology | &nbsp;&nbsp; 2309799509 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 2309799509 |
| Materials | &nbsp;&nbsp; 181174747 | &nbsp;&nbsp; — | &nbsp;&nbsp; 522 | &nbsp;&nbsp; 181175269 |
| Real Estate | &nbsp;&nbsp; 28568055 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 28568055 |
| Utilities | &nbsp;&nbsp; 52427760 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 52427760 |

---

------

**U.S. 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** |
| Rights/Warrants |  |  |  |  |
| Consumer Discretionary | &nbsp;&nbsp; — | &nbsp;&nbsp; $6645 | &nbsp;&nbsp; — | &nbsp;&nbsp; $6645 |
| Temporary Cash Investments | &nbsp;&nbsp; $22999467 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 22999467 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 102353627 | &nbsp;&nbsp; — | &nbsp;&nbsp; 102353627 |
| Total Investments in Securities | &nbsp;&nbsp; $8006576020 | &nbsp;&nbsp; $102369444 | &nbsp;&nbsp; $144,406˂˃ | &nbsp;&nbsp; $8109089870 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| ˂˃ | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning <br> and/or end of the reporting period in relation to net assets.<br>|

---

See accompanying Notes to Financial Statements.

------

**U.S. Sustainability Targeted Value Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (98.3%) | COMMON STOCKS — (98.3%) | COMMON STOCKS — (98.3%) | COMMON STOCKS — (98.3%) |
| COMMUNICATION SERVICES — (3.7%) | COMMUNICATION SERVICES — (3.7%) | COMMUNICATION SERVICES — (3.7%) | COMMUNICATION SERVICES — (3.7%) |
| \* | Advantage Solutions, <br> Inc.<br>| 18086 | $23150 |
| \* | AMC Networks, Inc., <br> Class A<br>| 7006 | 53105 |
| \* | Angi, Inc. | 12792 | 169750 |
|  | Array Digital <br> Infrastructure, Inc.<br>| 15565 | 764553 |
|  | ATN International, Inc. | 4582 | 66576 |
| \* | Bandwidth, Inc., <br> Class A<br>| 8289 | 133867 |
| \* | Boston Omaha Corp., <br> Class A<br>| 8898 | 113183 |
| \* | Bumble, Inc., Class A | 19779 | 109773 |
|  | Cable One, Inc. | 770 | 114383 |
| \* | Cars.com, Inc. | 20124 | 216132 |
| \* | Cineverse Corp. | 3055 | 9318 |
| \* | DHI Group, Inc. | 11057 | 21451 |
| \* | DoubleVerify Holdings, <br> Inc.<br>| 23135 | 263276 |
| \* | EchoStar Corp., <br> Class A<br>| 2537 | 189945 |
|  | Entravision <br> Communications <br> Corp., Class A<br>| 16255 | 33648 |
| \* | Eventbrite, Inc., <br> Class A<br>| 1138 | 2629 |
| \* | EW Scripps Co., <br> Class A<br>| 30001 | 72902 |
| \* | Frontier <br> Communications <br> Parent, Inc.<br>| 52610 | 1986554 |
| \* | Gambling.com Group <br> Ltd.<br>| 5426 | 38687 |
| \* | Gannett Co., Inc. | 7093 | 37593 |
| \* | GCI Liberty, Inc. <br> (GLBKV US), <br> Class C<br>| 5470 | 200339 |
| \* | GCI Liberty, Inc. <br> (GLIBA US), <br> Class A<br>| 883 | 32291 |
|  | Gray Media, Inc. | 28773 | 131493 |
| \* | Integral Ad Science <br> Holding Corp.<br>| 45858 | 468210 |
|  | Interpublic Group of <br> Cos., Inc.<br>| 70426 | 1807131 |
|  | John Wiley & Sons, <br> Inc. (WLY US), <br> Class A<br>| 10402 | 383522 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | Liberty Broadband <br> Corp. (LBRDA US), <br> Class A<br>| 2229 | $119229 |
| \* | Liberty Broadband <br> Corp. (LBRDK US), <br> Class C<br>| 11943 | 642772 |
| \* | Liberty Global Ltd. <br> (LBTYA US), <br> Class A<br>| 44033 | 484363 |
| \* | Liberty Global Ltd. <br> (LBTYK US), <br> Class C<br>| 43038 | 479874 |
| \* | Liberty Latin America <br> Ltd. (LILA US), <br> Class A<br>| 9626 | 75083 |
| \* | Liberty Latin America <br> Ltd. (LILAK US), <br> Class C<br>| 48846 | 386372 |
| \* | Liberty Media <br> Corp.-Liberty Live <br> (LLYVA US), <br> Class A<br>| 2178 | 191098 |
| \* | Liberty Media <br> Corp.-Liberty Live <br> (LLYVK US), <br> Class C<br>| 1982 | 179193 |
| \* | Magnite, Inc. | 32536 | 581744 |
|  | Marcus Corp. | 7615 | 109656 |
|  | National CineMedia, <br> Inc.<br>| 6208 | 27439 |
|  | Nexstar Media Group, <br> Inc.<br>| 10134 | 1983528 |
| \* | Nextdoor Holdings, <br> Inc.<br>| 3367 | 6566 |
| # | Omnicom Group, Inc. | 6899 | 517563 |
| # | Paramount Skydance <br> Corp., Class B<br>| 14404 | 221677 |
| \* | PubMatic, Inc., <br> Class A<br>| 8521 | 71236 |
| \* | Reservoir Media, Inc. | 12049 | 91572 |
|  | Scholastic Corp. | 9082 | 260381 |
|  | Shenandoah <br> Telecommunications <br> Co.<br>| 4200 | 51744 |
|  | Shutterstock, Inc. | 4436 | 111033 |
|  | Sinclair, Inc. | 3295 | 45010 |
| \* | Sphere Entertainment <br> Co.<br>| 2233 | 152916 |
|  | Spok Holdings, Inc. | 3568 | 50987 |
| \* | Stagwell, Inc. | 6549 | 31108 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
|  | Sunrise <br> Communications AG, <br> ADR, Class A<br>| 9085 | $494224 |
| \* | Teads Holding Co. | 2244 | 3321 |
| \* | TechTarget, Inc. | 2108 | 11573 |
|  | TEGNA, Inc. | 46978 | 924057 |
|  | Telephone & Data <br> Systems, Inc.<br>| 31294 | 1214833 |
| \* | TripAdvisor, Inc. | 21699 | 348486 |
| \* | TrueCar, Inc. | 1711 | 3764 |
| \* | Vimeo, Inc. | 47066 | 367115 |
| \* | Vivid Seats, Inc., <br> Class A<br>| 1138 | 14123 |
| \* | WideOpenWest, Inc. | 6256 | 32093 |
| \* | Yelp, Inc. | 15265 | 503440 |
| \* | Ziff Davis, Inc. | 11107 | 376527 |
| \* | ZoomInfo <br> Technologies, Inc.<br>| 54247 | 608651 |
| TOTAL COMMUNICATION <br> SERVICES | TOTAL COMMUNICATION <br> SERVICES |  | 19217812 |
| CONSUMER DISCRETIONARY — (16.4%) | CONSUMER DISCRETIONARY — (16.4%) | CONSUMER DISCRETIONARY — (16.4%) | CONSUMER DISCRETIONARY — (16.4%) |
| \* | 1-800-Flowers.com, <br> Inc., Class A<br>| 8767 | 31561 |
| \* | 1stdibs.com, Inc. | 6833 | 24599 |
| \* | Abercrombie & Fitch <br> Co., Class A<br>| 7856 | 569953 |
|  | Academy Sports & <br> Outdoors, Inc.<br>| 21145 | 1012634 |
| \* | Adient PLC | 17310 | 401419 |
|  | ADT, Inc. | 235576 | 2082492 |
| \* | Adtalem Global <br> Education, Inc.<br>| 15236 | 1493433 |
|  | Advance Auto Parts, <br> Inc.<br>| 325 | 15317 |
|  | A-Mark Precious <br> Metals, Inc.<br>| 6700 | 178086 |
| \* | American Axle & <br> Manufacturing <br> Holdings, Inc.<br>| 34590 | 214458 |
|  | American Eagle <br> Outfitters, Inc.<br>| 51762 | 864943 |
| \* | American Public <br> Education, Inc.<br>| 5674 | 190022 |
| \* | America's Car-Mart, <br> Inc.<br>| 2589 | 57579 |
| \* | Aptiv PLC | 616 | 49958 |
|  | Aramark | 34616 | 1311254 |
|  | Arko Corp. | 24049 | 105936 |
| \* | Asbury Automotive <br> Group, Inc.<br>| 5969 | 1400327 |
|  | Autoliv, Inc. | 3176 | 370957 |
| \* | AutoNation, Inc. | 10667 | 2132013 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Bassett Furniture <br> Industries, Inc.<br>| 2964 | $43719 |
| \* | Beazer Homes USA, <br> Inc.<br>| 7513 | 168291 |
| \* | Birkenstock Holding <br> PLC<br>| 43662 | 1742550 |
| \* | BJ's Restaurants, Inc. | 7274 | 247025 |
|  | BorgWarner, Inc. | 70450 | 3026532 |
|  | Brunswick Corp. | 19261 | 1273345 |
| \* | Caesars <br> Entertainment, Inc.<br>| 44221 | 888842 |
|  | Caleres, Inc. | 9310 | 102782 |
| \* | Capri Holdings Ltd. | 3991 | 82813 |
| \* | CarMax, Inc. | 31148 | 1305413 |
|  | Carriage Services, Inc. | 3320 | 148404 |
|  | Carter's, Inc. | 5130 | 161082 |
|  | Cato Corp., Class A | 6492 | 24994 |
| \* | Cavco Industries, Inc. | 162 | 85828 |
|  | Century Communities, <br> Inc.<br>| 9462 | 562043 |
| \* | Champion Homes, <br> Inc.<br>| 4170 | 284519 |
| \* | Citi Trends, Inc. | 2972 | 106457 |
|  | Columbia Sportswear <br> Co.<br>| 10353 | 513819 |
| \* | Contextlogic Holdings, <br> Inc.<br>| 5427 | 40865 |
| # | Cracker Barrel Old <br> Country Store, Inc.<br>| 4489 | 151279 |
|  | Cricut, Inc., Class A | 1147 | 6091 |
| \* | Crocs, Inc. | 8181 | 668306 |
| \* | Culp, Inc. | 4000 | 16080 |
|  | Dana, Inc. | 41049 | 833295 |
| # | Designer Brands, Inc., <br> Class A<br>| 14068 | 51911 |
| \* | Destination XL Group, <br> Inc.<br>| 7398 | 7392 |
|  | Dick's Sporting Goods, <br> Inc.<br>| 3122 | 691367 |
|  | Dillard's, Inc., Class A | 533 | 319843 |
| \* | Dorman Products, Inc. | 6657 | 892903 |
| \* | Dream Finders Homes, <br> Inc., Class A<br>| 5191 | 102782 |
| \* | El Pollo Loco Holdings, <br> Inc.<br>| 10787 | 110243 |
|  | Escalade, Inc. | 2840 | 32688 |
|  | Ethan Allen Interiors, <br> Inc.<br>| 7188 | 173734 |
| \* | European Wax Center, <br> Inc., Class A<br>| 10200 | 39780 |
| \* | Figs, Inc., Class A | 11869 | 88543 |
| \* | First Watch Restaurant <br> Group, Inc.<br>| 16339 | 269430 |
| \* | Five Below, Inc. | 2164 | 340332 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Flexsteel Industries, <br> Inc.<br>| 1294 | $44242 |
| \* | Fox Factory Holding <br> Corp.<br>| 9566 | 211504 |
| \* | Funko, Inc., Class A | 11017 | 34373 |
|  | Gap, Inc. | 119066 | 2720658 |
| \* | Genesco, Inc. | 3333 | 96690 |
|  | Gentex Corp. | 51036 | 1196794 |
| \* | Gentherm, Inc. | 7165 | 263672 |
| \* | G-III Apparel Group <br> Ltd.<br>| 13642 | 366288 |
| \* | Global Business Travel <br> Group I<br>| 5859 | 46052 |
|  | Golden Entertainment, <br> Inc.<br>| 3441 | 69508 |
| \* | Goodyear Tire & <br> Rubber Co.<br>| 75715 | 521676 |
|  | Graham Holdings Co., <br> Class B<br>| 1065 | 1077918 |
| \* | Green Brick Partners, <br> Inc.<br>| 12789 | 827960 |
|  | Group 1 Automotive, <br> Inc.<br>| 4074 | 1619578 |
|  | Guess?, Inc. | 15971 | 271188 |
|  | Hamilton Beach <br> Brands Holding Co., <br> Class A<br>| 3030 | 42632 |
|  | Harley-Davidson, Inc. | 33214 | 896114 |
|  | Haverty Furniture Cos., <br> Inc. (HVT US)<br>| 4883 | 106498 |
| \* | Helen of Troy Ltd. | 3370 | 62783 |
| \* | Hilton Grand <br> Vacations, Inc.<br>| 22673 | 939796 |
| \* | Holley, Inc. | 2843 | 8159 |
|  | Hooker Furnishings <br> Corp.<br>| 3752 | 34068 |
| \* | Hovnanian Enterprises, <br> Inc., Class A<br>| 1507 | 181187 |
|  | J Jill, Inc. | 1922 | 28965 |
|  | JAKKS Pacific, Inc. | 2878 | 48926 |
|  | Johnson Outdoors, <br> Inc., Class A<br>| 2844 | 115836 |
|  | KB Home | 19444 | 1213694 |
|  | Kohl's Corp. | 15848 | 257847 |
|  | Krispy Kreme, Inc. | 22106 | 79361 |
|  | Lakeland Industries, <br> Inc.<br>| 2662 | 43817 |
| \* | Lands' End, Inc. | 5384 | 84744 |
| \* | Latham Group, Inc. | 20733 | 150314 |
| \* | Laureate Education, <br> Inc.<br>| 22510 | 653465 |
|  | La-Z-Boy, Inc. | 12947 | 410420 |
|  | LCI Industries | 6571 | 680033 |
|  | Lear Corp. | 18198 | 1904421 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Legacy Housing Corp. | 7050 | $158308 |
| \* | LGI Homes, Inc. | 6773 | 276406 |
| \* | Life Time Group <br> Holdings, Inc.<br>| 49656 | 1227993 |
|  | Lifetime Brands, Inc. | 6271 | 21259 |
| \* | Lincoln Educational <br> Services Corp.<br>| 7086 | 137610 |
|  | Lithia Motors, Inc. | 7260 | 2280221 |
|  | LKQ Corp. | 102151 | 3264746 |
| \* | Lovesac Co. | 4311 | 59794 |
|  | Macy's, Inc. | 89119 | 1736929 |
| \* | Malibu Boats, Inc., <br> Class A<br>| 4392 | 122405 |
|  | Marine Products Corp. | 4814 | 40678 |
| \* | MarineMax, Inc. | 5264 | 130389 |
|  | Marriott Vacations <br> Worldwide Corp.<br>| 10340 | 682233 |
| \* | MasterCraft Boat <br> Holdings, Inc.<br>| 4007 | 80380 |
| \* | Mattel, Inc. | 100208 | 1841823 |
|  | Matthews International <br> Corp., Class A<br>| 8137 | 190569 |
| \* | MGM Resorts <br> International<br>| 4892 | 156691 |
| \* | Mister Car Wash, Inc. | 55816 | 312011 |
| \* | Mobileye Global, Inc., <br> Class A<br>| 1178 | 15491 |
| \* | Mohawk Industries, <br> Inc.<br>| 17686 | 2009837 |
|  | Monarch Casino & <br> Resort, Inc.<br>| 1391 | 125287 |
|  | Monro, Inc. | 6000 | 87900 |
| \* | Motorcar Parts of <br> America, Inc.<br>| 5047 | 86102 |
|  | Movado Group, Inc. | 2161 | 39352 |
| \* | National Vision <br> Holdings, Inc.<br>| 21814 | 561711 |
|  | Newell Brands, Inc. | 110354 | 375204 |
| #\* | ODP Corp. | 6040 | 168395 |
|  | OneSpaWorld Holdings <br> Ltd.<br>| 14112 | 328386 |
|  | Oxford Industries, Inc. | 2724 | 100379 |
| # | Patrick Industries, Inc. | 10439 | 1089518 |
| \* | Penn Entertainment, <br> Inc.<br>| 5150 | 84769 |
|  | Penske Automotive <br> Group, Inc.<br>| 14164 | 2267232 |
|  | Perdoceo Education <br> Corp.<br>| 20573 | 653398 |
| \* | Petco Health & <br> Wellness Co., Inc.<br>| 63633 | 202353 |
|  | Phinia, Inc. | 12294 | 638182 |
|  | Polaris, Inc. | 7733 | 511151 |
| #\* | Portillo's, Inc., Class A | 21196 | 113399 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Pursuit Attractions & <br> Hospitality, Inc.<br>| 2812 | $99770 |
|  | PVH Corp. | 15087 | 1181765 |
|  | RCI Hospitality <br> Holdings, Inc.<br>| 1296 | 32283 |
|  | Rocky Brands, Inc. | 2544 | 71715 |
| \* | Sally Beauty Holdings, <br> Inc.<br>| 29185 | 440985 |
|  | Shoe Carnival, Inc. | 8081 | 148125 |
|  | Signet Jewelers Ltd. | 12674 | 1252825 |
|  | Sonic Automotive, Inc., <br> Class A<br>| 7204 | 457670 |
|  | Standard Motor <br> Products, Inc.<br>| 6747 | 250516 |
|  | Steven Madden Ltd. | 13650 | 462872 |
|  | Strategic Education, <br> Inc.<br>| 7143 | 542725 |
| \* | Strattec Security Corp. | 1052 | 64551 |
|  | Superior Group of <br> Cos., Inc.<br>| 3288 | 30710 |
| \* | Target Hospitality <br> Corp.<br>| 13643 | 104915 |
| \* | Taylor Morrison Home <br> Corp.<br>| 32912 | 1950694 |
|  | Thor Industries, Inc. | 15517 | 1619199 |
| \* | Tile Shop Holdings, <br> Inc.<br>| 10971 | 68678 |
| #\* | Tilly's, Inc., Class A | 7075 | 10825 |
|  | Toll Brothers, Inc. | 28980 | 3910851 |
| \* | Topgolf Callaway <br> Brands Corp.<br>| 46821 | 440586 |
| \* | Tri Pointe Homes, Inc. | 27021 | 860619 |
| \* | Under Armour, Inc. (UA <br> US), Class C<br>| 56566 | 251153 |
| \* | Under Armour, Inc. <br> (UAA US), Class A<br>| 51824 | 238909 |
| \* | Unifi, Inc. | 6055 | 27005 |
|  | Upbound Group, Inc. | 14779 | 286417 |
| #\* | Urban Outfitters, Inc. | 26372 | 1703895 |
| \* | Vera Bradley, Inc. | 3367 | 7912 |
| \* | Victoria's Secret & Co. | 10454 | 368504 |
|  | Visteon Corp. | 5899 | 632137 |
|  | Weyco Group, Inc. | 3084 | 88418 |
| # | Whirlpool Corp. | 9052 | 648395 |
|  | Winnebago Industries, <br> Inc.<br>| 4455 | 167998 |
| \* | Zumiez, Inc. | 6138 | 132888 |
| TOTAL CONSUMER <br> DISCRETIONARY | TOTAL CONSUMER <br> DISCRETIONARY |  | 86158445 |
| CONSUMER STAPLES — (4.8%) | CONSUMER STAPLES — (4.8%) | CONSUMER STAPLES — (4.8%) | CONSUMER STAPLES — (4.8%) |
|  | Albertsons Cos., Inc., <br> Class A<br>| 39908 | 705972 |
|  | Andersons, Inc. | 10801 | 500194 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | B&G Foods, Inc. | 20236 | $80944 |
| \* | Boston Beer Co., Inc. , <br> Class A<br>| 1696 | 351055 |
|  | Brown-Forman Corp. <br> (BF/A US), Class A<br>| 1458 | 39541 |
|  | Bunge Global SA | 18034 | 1706016 |
|  | Calavo Growers, Inc. | 4813 | 106897 |
|  | Campbell's Co. | 107366 | 3234938 |
| \* | Central Garden & Pet <br> Co. (CENT US)<br>| 3200 | 98144 |
| \* | Central Garden & Pet <br> Co. (CENTA US), <br> Class A<br>| 15767 | 438480 |
|  | Conagra Brands, Inc. | 107370 | 1845690 |
| \* | Coty, Inc., Class A | 90378 | 358801 |
| \* | Darling Ingredients, <br> Inc.<br>| 2642 | 84676 |
|  | Dole PLC | 27031 | 344375 |
|  | Edgewell Personal <br> Care Co.<br>| 14529 | 281717 |
|  | Flowers Foods, Inc. | 57326 | 683899 |
| \* | Freshpet, Inc. | 345 | 16977 |
| \* | Grocery Outlet Holding <br> Corp.<br>| 27919 | 379978 |
| \* | Hain Celestial Group, <br> Inc.<br>| 22082 | 25615 |
|  | Ingles Markets, Inc., <br> Class A<br>| 4152 | 286903 |
|  | Ingredion, Inc. | 20635 | 2381485 |
|  | J&J Snack Foods <br> Corp.<br>| 5004 | 423589 |
|  | J.M. Smucker Co. | 30920 | 3201766 |
|  | John B Sanfilippo & <br> Son, Inc.<br>| 2247 | 141067 |
|  | Limoneira Co. | 3134 | 44283 |
| \* | Maplebear, Inc. | 22428 | 826696 |
| \* | Medifast, Inc. | 755 | 9075 |
| \* | Mission Produce, Inc. | 18175 | 209376 |
|  | Molson Coors <br> Beverage Co., <br> Class B<br>| 51844 | 2266620 |
| \* | Nature's Sunshine <br> Products, Inc.<br>| 5004 | 67454 |
|  | Nu Skin Enterprises, <br> Inc., Class A<br>| 10071 | 107961 |
|  | Oil-Dri Corp. of <br> America<br>| 4158 | 230312 |
|  | PriceSmart, Inc. | 8462 | 972622 |
| \* | Seneca Foods Corp. <br> (SENEA US), <br> Class A<br>| 1783 | 192270 |
| \* | Simply Good Foods <br> Co.<br>| 24738 | 484123 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | Spectrum Brands <br> Holdings, Inc.<br>| 6675 | $359649 |
|  | Tootsie Roll Industries, <br> Inc.<br>| 6000 | 211740 |
| \* | TreeHouse Foods, Inc. | 13059 | 237674 |
| \* | United Natural Foods, <br> Inc.<br>| 17075 | 642874 |
| \* | USANA Health <br> Sciences, Inc.<br>| 5100 | 107865 |
|  | Utz Brands, Inc. | 7011 | 73826 |
|  | Village Super Market, <br> Inc., Class A<br>| 3681 | 115473 |
| » | Walgreens Boots <br> Alliance, Inc.<br>| 18138 | 9613 |
|  | Weis Markets, Inc. | 7829 | 495889 |
| TOTAL CONSUMER <br> STAPLES | TOTAL CONSUMER <br> STAPLES |  | 25384114 |
| ENERGY — (3.2%) | ENERGY — (3.2%) | ENERGY — (3.2%) | ENERGY — (3.2%) |
|  | Archrock, Inc. | 48197 | 1217938 |
| # | Atlas Energy Solutions, <br> Inc.<br>| 20781 | 257269 |
| \* | Bristow Group, Inc. | 8628 | 351160 |
|  | Cactus, Inc., Class A | 13365 | 590332 |
| \* | Clean Energy Fuels <br> Corp.<br>| 48329 | 138221 |
|  | Core Laboratories, <br> Inc.<br>| 11534 | 183852 |
| \* | DMC Global, Inc. | 7150 | 57629 |
|  | Energy Services of <br> America Corp.<br>| 3774 | 41363 |
| \* | Expro Group Holdings <br> NV<br>| 30399 | 412818 |
| \* | Forum Energy <br> Technologies, Inc.<br>| 3806 | 101925 |
| \* | Geospace <br> Technologies Corp.<br>| 3758 | 95228 |
| \* | Gulf Island Fabrication, <br> Inc.<br>| 6400 | 49984 |
| \* | Helix Energy Solutions <br> Group, Inc.<br>| 41517 | 278994 |
|  | Helmerich & Payne, <br> Inc.<br>| 15338 | 402776 |
|  | HF Sinclair Corp. | 49727 | 2565913 |
| \* | Innovex International, <br> Inc.<br>| 10690 | 214548 |
|  | Kodiak Gas Services, <br> Inc.<br>| 18126 | 668487 |
| \* | Kosmos Energy Ltd. | 61218 | 96112 |
| \* | Mammoth Energy <br> Services, Inc.<br>| 8954 | 18266 |
| \* | Nabors Industries Ltd. | 2005 | 97283 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | National Energy <br> Services Reunited <br> Corp.<br>| 14261 | $179974 |
|  | Natural Gas Services <br> Group, Inc.<br>| 4461 | 124194 |
| # | Noble Corp. PLC | 39206 | 1150696 |
|  | Northern Oil & Gas, <br> Inc.<br>| 28229 | 624708 |
|  | NOV, Inc. | 103011 | 1503961 |
| \* | Oceaneering <br> International, Inc.<br>| 27718 | 645552 |
| \* | Oil States International, <br> Inc.<br>| 15718 | 93836 |
|  | Patterson-UTI Energy, <br> Inc.<br>| 120394 | 754870 |
|  | Range Resources <br> Corp.<br>| 214 | 7608 |
|  | Ranger Energy <br> Services, Inc., <br> Class A<br>| 6338 | 87084 |
| \* | REX American <br> Resources Corp.<br>| 11962 | 383143 |
|  | RPC, Inc. | 64111 | 333377 |
| \* | Seadrill Ltd. | 17864 | 563788 |
|  | Select Water Solutions, <br> Inc.<br>| 32037 | 370348 |
| \* | TETRA Technologies, <br> Inc.<br>| 29010 | 204811 |
| \* | Transocean Ltd. | 142329 | 546543 |
| \* | Valaris Ltd. | 979 | 54941 |
|  | Viper Energy, Inc., <br> Class A<br>| 6623 | 248760 |
|  | Weatherford <br> International PLC<br>| 11007 | 811106 |
|  | World Kinect Corp. | 22121 | 571828 |
| TOTAL ENERGY | TOTAL ENERGY |  | 17101226 |
| FINANCIALS — (28.3%) | FINANCIALS — (28.3%) | FINANCIALS — (28.3%) | FINANCIALS — (28.3%) |
|  | 1st Source Corp. | 5488 | 326207 |
| \* | Acacia Research <br> Corp.<br>| 8523 | 29575 |
|  | ACNB Corp. | 2280 | 103010 |
|  | Affiliated Managers <br> Group, Inc.<br>| 7249 | 1724972 |
|  | Alerus Financial Corp. | 5021 | 106044 |
|  | Ally Financial, Inc. | 70800 | 2759076 |
|  | Amalgamated Financial <br> Corp.<br>| 7220 | 196817 |
| \* | Ambac Financial <br> Group, Inc.<br>| 11900 | 97699 |
|  | Amerant Bancorp, Inc. | 5215 | 87456 |
|  | American Coastal <br> Insurance Corp.<br>| 6698 | 79304 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | American Financial <br> Group, Inc.<br>| 9817 | $1292703 |
|  | Ameris Bancorp | 15570 | 1115123 |
|  | AMERISAFE, Inc. | 1100 | 44088 |
|  | Ames National Corp. | 2367 | 49376 |
|  | Arrow Financial Corp. | 3500 | 97615 |
|  | Associated <br> Banc-Corp.<br>| 37857 | 937718 |
|  | Associated Capital <br> Group, Inc., Class A<br>| 306 | 11169 |
|  | Assurant, Inc. | 5620 | 1189866 |
|  | Assured Guaranty Ltd. | 13489 | 1086944 |
|  | Atlantic Union <br> Bankshares Corp.<br>| 32124 | 1044672 |
| \* | Atlanticus Holdings <br> Corp.<br>| 3806 | 209749 |
|  | Axis Capital Holdings <br> Ltd.<br>| 20660 | 1935016 |
| \* | Axos Financial, Inc. | 14261 | 1112073 |
|  | Banc of California, Inc. | 32401 | 549845 |
|  | BancFirst Corp. | 765 | 83278 |
|  | Bank First Corp. | 1396 | 170480 |
|  | Bank of Hawaii Corp. | 3106 | 201673 |
|  | Bank of Marin <br> Bancorp<br>| 3417 | 87988 |
|  | Bank of NT Butterfield <br> & Son Ltd.<br>| 7796 | 360643 |
|  | Bank OZK | 27715 | 1246898 |
|  | Bank7 Corp. | 1903 | 78994 |
|  | BankFinancial Corp. | 3100 | 34255 |
|  | BankUnited, Inc. | 17603 | 705528 |
|  | Bankwell Financial <br> Group, Inc.<br>| 1826 | 79157 |
|  | Banner Corp. | 7922 | 478410 |
|  | Bar Harbor <br> Bankshares<br>| 4147 | 121632 |
|  | BayCom Corp. | 3607 | 98327 |
|  | BCB Bancorp, Inc. | 4329 | 34372 |
|  | Beacon Financial <br> Corp.<br>| 20696 | 503741 |
| \* | Blue Foundry Bancorp | 4624 | 38102 |
|  | BOK Financial Corp. | 13894 | 1453035 |
|  | Bread Financial <br> Holdings, Inc.<br>| 10820 | 677873 |
| \* | Bridgewater <br> Bancshares, Inc.<br>| 5951 | 97953 |
| \* | Brighthouse Financial, <br> Inc.<br>| 15117 | 862727 |
|  | Burke & Herbert <br> Financial Services <br> Corp.<br>| 1631 | 96001 |
|  | Business First <br> Bancshares, Inc.<br>| 6761 | 165780 |
| \* | BV Financial, Inc. | 912 | 14866 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Byline Bancorp, Inc. | 10021 | $267962 |
|  | C&F Financial Corp. | 728 | 49802 |
|  | Cadence Bank | 41688 | 1573305 |
| \* | California BanCorp | 5023 | 92875 |
|  | Camden National <br> Corp.<br>| 3847 | 146763 |
|  | Capital Bancorp, Inc. | 2331 | 64790 |
|  | Capital City Bank <br> Group, Inc.<br>| 5210 | 202669 |
|  | Capitol Federal <br> Financial, Inc.<br>| 30094 | 181768 |
| \* | Carter Bankshares, <br> Inc.<br>| 5406 | 92334 |
|  | Cass Information <br> Systems, Inc.<br>| 2575 | 101790 |
|  | Cathay General <br> Bancorp<br>| 17782 | 808192 |
|  | Central Pacific <br> Financial Corp.<br>| 7383 | 210489 |
|  | Chemung Financial <br> Corp.<br>| 1081 | 54774 |
|  | ChoiceOne Financial <br> Services, Inc.<br>| 2282 | 65356 |
|  | Citizens & Northern <br> Corp.<br>| 3770 | 72987 |
|  | Citizens Financial <br> Services, Inc.<br>| 298 | 16327 |
|  | City Holding Co. | 1843 | 217253 |
|  | Civista Bancshares, <br> Inc.<br>| 3868 | 83278 |
|  | CNB Financial Corp. | 4521 | 111217 |
|  | CNO Financial Group, <br> Inc.<br>| 21516 | 861070 |
| \* | Coastal Financial <br> Corp.<br>| 1706 | 181689 |
|  | Colony Bankcorp, Inc. | 4760 | 76112 |
|  | Columbia Banking <br> System, Inc.<br>| 60363 | 1617728 |
| \* | Columbia Financial, <br> Inc.<br>| 8399 | 123885 |
|  | Comerica, Inc. | 29493 | 2256214 |
|  | Commerce <br> Bancshares, Inc.<br>| 17602 | 926393 |
|  | Community Financial <br> System, Inc.<br>| 10768 | 597409 |
|  | Community Trust <br> Bancorp, Inc.<br>| 5338 | 273279 |
|  | Community West <br> Bancshares<br>| 3839 | 81310 |
|  | ConnectOne Bancorp, <br> Inc.<br>| 13389 | 322139 |
| \* | Consumer Portfolio <br> Services, Inc.<br>| 5067 | 42563 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Cullen/Frost Bankers, <br> Inc.<br>| 8865 | $1091636 |
| \* | Customers Bancorp, <br> Inc.<br>| 7186 | 482324 |
|  | CVB Financial Corp. | 33015 | 606486 |
|  | Diamond Hill <br> Investment Group, <br> Inc.<br>| 377 | 48388 |
|  | DigitalBridge Group, <br> Inc.<br>| 15355 | 181650 |
|  | Dime Community <br> Bancshares, Inc.<br>| 8755 | 229819 |
|  | Donegal Group, Inc. <br> (DGICA US), <br> Class A<br>| 7840 | 147000 |
|  | Eagle Bancorp <br> Montana, Inc.<br>| 1400 | 22722 |
|  | Eagle Bancorp, Inc. | 7131 | 119444 |
|  | East West Bancorp, <br> Inc.<br>| 21537 | 2188159 |
|  | Eastern Bankshares, <br> Inc.<br>| 12541 | 219844 |
|  | Employers Holdings, <br> Inc.<br>| 7389 | 281743 |
|  | Enact Holdings, Inc. | 14464 | 516654 |
| \* | Encore Capital Group, <br> Inc.<br>| 4605 | 191476 |
| \* | Enova International, <br> Inc.<br>| 9073 | 1084859 |
|  | Enterprise Financial <br> Services Corp.<br>| 8552 | 447868 |
|  | Equity Bancshares, <br> Inc., Class A<br>| 4772 | 193314 |
|  | Esquire Financial <br> Holdings, Inc.<br>| 1185 | 111153 |
|  | Essent Group Ltd. | 23911 | 1448289 |
|  | Everest Group Ltd. | 705 | 221737 |
| \* | EZCORP, Inc., <br> Class A<br>| 12979 | 236867 |
|  | F&G Annuities & Life, <br> Inc.<br>| 9628 | 285470 |
|  | Farmers & Merchants <br> Bancorp, Inc.<br>| 2807 | 67087 |
|  | Farmers National Banc <br> Corp.<br>| 9576 | 124296 |
|  | FB Financial Corp. | 11375 | 614364 |
|  | Federal Agricultural <br> Mortgage Corp. <br> (AGM US), Class C<br>| 2063 | 327274 |
|  | Fidelis Insurance <br> Holdings Ltd.<br>| 7532 | 135425 |
| \* | Finance of America <br> Cos., Inc., Class A<br>| 1438 | 31636 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Financial Institutions, <br> Inc.<br>| 5106 | $145164 |
|  | First American <br> Financial Corp.<br>| 22790 | 1424603 |
|  | First BanCorp | 41577 | 810336 |
|  | First Bancorp, Inc. | 2747 | 68098 |
|  | First Bancorp/Southern <br> Pines NC<br>| 9111 | 442248 |
|  | First Bank | 5876 | 91783 |
|  | First Busey Corp. | 21238 | 474882 |
|  | First Business <br> Financial Services, <br> Inc.<br>| 2501 | 126576 |
|  | First Commonwealth <br> Financial Corp.<br>| 22946 | 350844 |
|  | First Community <br> Bankshares, Inc.<br>| 4987 | 161280 |
|  | First Community Corp. | 1482 | 39732 |
| # | First Financial <br> Bancorp<br>| 25997 | 608590 |
|  | First Financial <br> Bankshares, Inc.<br>| 2071 | 63973 |
|  | First Financial Corp. | 3398 | 181181 |
| \* | First Foundation, Inc. | 16444 | 89455 |
|  | First Hawaiian, Inc. | 28186 | 691403 |
|  | First Horizon Corp. | 118822 | 2538038 |
|  | First Internet Bancorp | 2330 | 41334 |
|  | First Interstate <br> BancSystem, Inc., <br> Class A<br>| 23809 | 744031 |
|  | First Merchants Corp. | 13885 | 492640 |
|  | First Mid Bancshares, <br> Inc.<br>| 5521 | 197265 |
|  | First Northwest <br> Bancorp<br>| 1286 | 11664 |
|  | First United Corp. | 1585 | 54730 |
| \* | First Western <br> Financial, Inc.<br>| 1560 | 36020 |
|  | FirstCash Holdings, <br> Inc.<br>| 70 | 11095 |
| \* | Firstsun Capital <br> Bancorp<br>| 4412 | 150184 |
|  | Five Star Bancorp | 3302 | 117254 |
|  | Flushing Financial <br> Corp.<br>| 6652 | 90933 |
| \* | Flywire Corp. | 453 | 6034 |
|  | FNB Corp. | 80047 | 1258339 |
|  | Franklin Resources, <br> Inc.<br>| 96702 | 2186432 |
|  | FS Bancorp, Inc. | 2327 | 90032 |
|  | Fulton Financial Corp. | 42194 | 732910 |
|  | FVCBankcorp, Inc. | 731 | 8933 |
| \* | Genworth Financial, <br> Inc.<br>| 110404 | 931810 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | German American <br> Bancorp, Inc.<br>| 6638 | $255829 |
|  | Glacier Bancorp, Inc. | 5011 | 204699 |
|  | Globe Life, Inc. | 12900 | 1696479 |
|  | Great Southern <br> Bancorp, Inc.<br>| 3335 | 185759 |
| \* | Green Dot Corp., <br> Class A<br>| 12765 | 148202 |
| \* | Greenlight Capital Re <br> Ltd., Class A<br>| 3419 | 41438 |
| \* | Hamilton Insurance <br> Group Ltd., Class B<br>| 13979 | 330883 |
|  | Hancock Whitney <br> Corp.<br>| 19027 | 1086632 |
|  | Hanmi Financial Corp. | 7184 | 189658 |
|  | Hanover Insurance <br> Group, Inc.<br>| 4062 | 694115 |
|  | HarborOne Bancorp, <br> Inc.<br>| 4133 | 50009 |
|  | HBT Financial, Inc. | 6139 | 149730 |
|  | Heritage Commerce <br> Corp.<br>| 10027 | 104281 |
|  | Heritage Financial <br> Corp.<br>| 7764 | 172283 |
| \* | Heritage Insurance <br> Holdings, Inc.<br>| 5262 | 124341 |
| # | Hingham Institution For <br> Savings<br>| 293 | 86218 |
| \* | Hippo Holdings, Inc. | 2268 | 83417 |
|  | Home Bancorp, Inc. | 2324 | 123521 |
|  | Home BancShares, <br> Inc.<br>| 34883 | 931725 |
|  | HomeTrust <br> Bancshares, Inc.<br>| 4220 | 165888 |
|  | Hope Bancorp, Inc. | 28131 | 295094 |
|  | Horace Mann <br> Educators Corp.<br>| 9412 | 420811 |
|  | Horizon Bancorp, Inc. | 6857 | 106969 |
|  | Huntington <br> Bancshares, Inc.<br>| 6334 | 97797 |
|  | Independent Bank <br> Corp. (IBCP US)<br>| 6289 | 190054 |
|  | Independent Bank <br> Corp. (INDB US)<br>| 11090 | 746246 |
|  | International <br> Bancshares Corp.<br>| 14332 | 951358 |
| \* | International Money <br> Express, Inc.<br>| 5193 | 77324 |
|  | Invesco Ltd. | 100016 | 2370379 |
|  | Investar Holding Corp. | 2295 | 54529 |
|  | Investors Title Co. | 499 | 129036 |
|  | Jackson Financial, Inc., <br> Class A<br>| 19665 | 1982429 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Janus Henderson <br> Group PLC<br>| 35256 | $1535751 |
|  | Jefferies Financial <br> Group, Inc.<br>| 16803 | 887702 |
|  | Kearny Financial <br> Corp.<br>| 13977 | 89313 |
|  | Kemper Corp. | 14294 | 643087 |
|  | Kingstone Cos., Inc. | 2445 | 35648 |
|  | Lakeland Financial <br> Corp.<br>| 3400 | 193970 |
|  | LCNB Corp. | 2465 | 37862 |
| \* | LendingClub Corp. | 26308 | 457496 |
|  | Lincoln National Corp. | 18107 | 760494 |
|  | Live Oak Bancshares, <br> Inc.<br>| 8537 | 265842 |
|  | MainStreet <br> Bancshares, Inc.<br>| 866 | 16064 |
| \* | Mechanics Bancorp, <br> Class A<br>| 3100 | 41509 |
|  | Mercantile Bank Corp. | 4671 | 204823 |
|  | Merchants Bancorp | 10152 | 316641 |
|  | Mercury General <br> Corp.<br>| 13407 | 1036361 |
|  | Meridian Corp. | 1862 | 26608 |
|  | Metrocity Bankshares, <br> Inc.<br>| 4512 | 115552 |
|  | Metropolitan Bank <br> Holding Corp.<br>| 2485 | 164681 |
|  | MGIC Investment <br> Corp.<br>| 60822 | 1667739 |
|  | Mid Penn Bancorp, <br> Inc.<br>| 3685 | 104838 |
|  | Midland States <br> Bancorp, Inc.<br>| 5990 | 87694 |
|  | MidWestOne Financial <br> Group, Inc.<br>| 2523 | 93326 |
|  | MVB Financial Corp. | 2600 | 66508 |
|  | National Bank Holdings <br> Corp., Class A<br>| 8544 | 304679 |
|  | National Bankshares, <br> Inc.<br>| 833 | 23849 |
|  | Navient Corp. | 31054 | 379790 |
|  | NBT Bancorp, Inc. | 11717 | 474187 |
|  | Nelnet, Inc., Class A | 6405 | 826565 |
| \* | NerdWallet, Inc., <br> Class A<br>| 7900 | 92193 |
|  | Nicolet Bankshares, <br> Inc.<br>| 2952 | 348749 |
| \* | NMI Holdings, Inc. | 22575 | 822407 |
|  | Northeast Bank | 2260 | 194993 |
|  | Northeast Community <br> Bancorp, Inc.<br>| 3060 | 60098 |
|  | Northfield Bancorp, <br> Inc.<br>| 10583 | 108158 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Northrim BanCorp, <br> Inc.<br>| 6252 | $137419 |
|  | Northwest Bancshares, <br> Inc.<br>| 35011 | 409979 |
|  | Norwood Financial <br> Corp.<br>| 406 | 10804 |
|  | Oak Valley Bancorp | 1180 | 32190 |
|  | OceanFirst Financial <br> Corp.<br>| 14578 | 265028 |
|  | OFG Bancorp | 13104 | 506601 |
|  | Old National Bancorp | 81869 | 1672584 |
|  | Old Republic <br> International Corp.<br>| 55350 | 2184111 |
|  | Old Second Bancorp, <br> Inc.<br>| 12089 | 216998 |
|  | OneMain Holdings, <br> Inc.<br>| 28445 | 1683660 |
| \* | Onity Group, Inc. | 2286 | 85656 |
|  | OP Bancorp | 4129 | 55122 |
| \* | Oportun Financial <br> Corp.<br>| 9172 | 48887 |
|  | Oppenheimer <br> Holdings, Inc., <br> Class A<br>| 2408 | 167982 |
|  | Orange County <br> Bancorp, Inc.<br>| 1775 | 43399 |
|  | Origin Bancorp, Inc. | 5263 | 182416 |
|  | Orrstown Financial <br> Services, Inc.<br>| 4648 | 154685 |
|  | Park National Corp. | 3861 | 587606 |
|  | Parke Bancorp, Inc. | 2375 | 51324 |
|  | Pathward Financial, <br> Inc.<br>| 5084 | 346017 |
| \* | Paysafe Ltd. | 14519 | 159854 |
|  | PCB Bancorp | 3867 | 81478 |
|  | Peapack-Gladstone <br> Financial Corp.<br>| 2753 | 69651 |
|  | PennyMac Financial <br> Services, Inc.<br>| 12809 | 1611500 |
|  | Peoples Bancorp of <br> North Carolina, Inc.<br>| 700 | 20601 |
|  | Peoples Bancorp, Inc. | 8875 | 253825 |
|  | Peoples Financial <br> Services Corp.<br>| 2077 | 92510 |
|  | Pinnacle Financial <br> Partners, Inc.<br>| 15606 | 1329787 |
| \* | Ponce Financial <br> Group, Inc.<br>| 5951 | 83969 |
|  | Popular, Inc. | 16010 | 1784635 |
| \* | PRA Group, Inc. | 10074 | 138115 |
|  | Preferred Bank | 3603 | 325171 |
|  | Primis Financial Corp. | 6655 | 72440 |
|  | Princeton Bancorp, <br> Inc.<br>| 25 | 777 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | ProAssurance Corp. | 11478 | $274898 |
|  | PROG Holdings, Inc. | 3823 | 110599 |
|  | Prosperity Bancshares, <br> Inc.<br>| 21303 | 1402163 |
| \* | Provident Bancorp, <br> Inc.<br>| 3770 | 48067 |
|  | Provident Financial <br> Services, Inc.<br>| 29907 | 546999 |
|  | QCR Holdings, Inc. | 4040 | 300536 |
|  | Radian Group, Inc. | 31438 | 1067006 |
|  | RBB Bancorp | 4729 | 88101 |
|  | Red River Bancshares, <br> Inc.<br>| 1569 | 103648 |
|  | Regional Management <br> Corp.<br>| 2260 | 88931 |
|  | Reinsurance Group of <br> America, Inc.<br>| 10092 | 1841386 |
|  | RenaissanceRe <br> Holdings Ltd.<br>| 7730 | 1964116 |
|  | Renasant Corp. | 22274 | 749075 |
| \* | Repay Holdings Corp. | 21002 | 90099 |
|  | Republic Bancorp, Inc., <br> Class A<br>| 4245 | 279745 |
|  | Richmond Mutual <br> BanCorp, Inc.<br>| 550 | 7332 |
|  | Riverview Bancorp, <br> Inc.<br>| 4900 | 25382 |
|  | Rocket Cos., Inc., <br> Class A<br>| 12862 | 214281 |
|  | S&T Bancorp, Inc. | 9881 | 362040 |
|  | Safety Insurance <br> Group, Inc.<br>| 3522 | 242067 |
|  | Seacoast Banking <br> Corp. of Florida<br>| 18358 | 556247 |
| \* | Security National <br> Financial Corp., <br> Class A<br>| 2984 | 23782 |
|  | Selective Insurance <br> Group, Inc.<br>| 967 | 72854 |
| \* | Selectquote, Inc. | 34717 | 72211 |
|  | ServisFirst <br> Bancshares, Inc.<br>| 631 | 44340 |
|  | Shore Bancshares, <br> Inc.<br>| 7289 | 113781 |
| \* | Siebert Financial <br> Corp.<br>| 2700 | 7587 |
|  | Sierra Bancorp | 4635 | 133395 |
|  | Simmons First National <br> Corp., Class A<br>| 28963 | 503377 |
| \* | SiriusPoint Ltd. | 40518 | 737428 |
|  | SLM Corp. | 27891 | 748873 |
|  | SmartFinancial, Inc. | 4132 | 144496 |
| \* | SoFi Technologies, <br> Inc.<br>| 34424 | 1021704 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | South Plains Financial, <br> Inc.<br>| 3123 | $113989 |
| \* | Southern First <br> Bancshares, Inc.<br>| 1200 | 52608 |
|  | Southern Missouri <br> Bancorp, Inc.<br>| 2534 | 132883 |
|  | Southside Bancshares, <br> Inc.<br>| 7054 | 198358 |
|  | Southstate Bank Corp. | 22551 | 1999146 |
|  | Stellar Bancorp, Inc. | 10906 | 320964 |
|  | Stewart Information <br> Services Corp.<br>| 6712 | 458228 |
|  | Stifel Financial Corp. | 6606 | 782349 |
|  | Stock Yards Bancorp, <br> Inc.<br>| 3787 | 246231 |
| \* | StoneX Group, Inc. | 10606 | 974904 |
|  | Synovus Financial <br> Corp.<br>| 20264 | 904585 |
| \* | Texas Capital <br> Bancshares, Inc.<br>| 12830 | 1075667 |
|  | TFS Financial Corp. | 24338 | 323695 |
| \* | Third Coast <br> Bancshares, Inc.<br>| 2389 | 87796 |
|  | Timberland Bancorp, <br> Inc.<br>| 2200 | 70664 |
|  | Tiptree, Inc. | 10446 | 184999 |
|  | Tompkins Financial <br> Corp.<br>| 3015 | 191332 |
|  | Towne Bank | 16686 | 542462 |
|  | TriCo Bancshares | 7053 | 311954 |
| \* | Triumph Financial, Inc. | 3826 | 208364 |
|  | TrustCo Bank Corp. | 5545 | 209102 |
|  | Trustmark Corp. | 13392 | 498450 |
|  | UMB Financial Corp. | 12988 | 1388157 |
|  | United Bankshares, <br> Inc.<br>| 32483 | 1162567 |
|  | United Community <br> Banks, Inc.<br>| 27517 | 803496 |
|  | United Fire Group, <br> Inc.<br>| 6077 | 183708 |
|  | United Security <br> Bancshares<br>| 1700 | 15581 |
|  | Unity Bancorp, Inc. | 2451 | 111300 |
|  | Universal Insurance <br> Holdings, Inc.<br>| 7418 | 228623 |
|  | Univest Financial <br> Corp.<br>| 7243 | 212654 |
|  | Unum Group | 27055 | 1986378 |
|  | USCB Financial <br> Holdings, Inc.<br>| 1170 | 20194 |
|  | Valley National <br> Bancorp<br>| 121658 | 1322422 |
| \* | Velocity Financial, Inc. | 6898 | 128441 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Victory Capital <br> Holdings, Inc., <br> Class A<br>| 5670 | $353071 |
|  | Virginia National <br> Bankshares Corp.<br>| 813 | 32341 |
|  | Virtus Investment <br> Partners, Inc.<br>| 1211 | 197175 |
|  | Voya Financial, Inc. | 9287 | 691510 |
|  | WaFd, Inc. | 18647 | 541322 |
|  | Walker & Dunlop, Inc. | 7418 | 592847 |
|  | Washington Trust <br> Bancorp, Inc.<br>| 4693 | 127837 |
|  | Waterstone Financial, <br> Inc.<br>| 3929 | 60114 |
|  | Webster Financial <br> Corp.<br>| 37711 | 2151035 |
|  | WesBanco, Inc. | 24512 | 737811 |
|  | West BanCorp, Inc. | 4789 | 101862 |
|  | Westamerica BanCorp | 5357 | 255261 |
|  | Western Alliance <br> Bancorp<br>| 17417 | 1347205 |
|  | Western New England <br> Bancorp, Inc.<br>| 5200 | 59124 |
|  | Westwood Holdings <br> Group, Inc.<br>| 546 | 9146 |
|  | White Mountains <br> Insurance Group <br> Ltd.<br>| 584 | 1112263 |
|  | Wintrust Financial <br> Corp.<br>| 15229 | 1980075 |
| \* | World Acceptance <br> Corp.<br>| 1270 | 161887 |
|  | WSFS Financial Corp. | 14092 | 734052 |
|  | Zions Bancorp NA | 33088 | 1724216 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | 148786404 |
| HEALTH CARE — (9.0%) | HEALTH CARE — (9.0%) | HEALTH CARE — (9.0%) | HEALTH CARE — (9.0%) |
| \* | Acadia Healthcare Co., <br> Inc.<br>| 9818 | 211087 |
| \* | AdaptHealth Corp. | 36272 | 326085 |
| \* | Addus HomeCare <br> Corp.<br>| 4928 | 576034 |
| \* | Align Technology, Inc. | 5145 | 709393 |
| \* | Alkermes PLC | 10750 | 330025 |
| \* | American Well Corp., <br> Class A<br>| 1391 | 7261 |
| \* | AMN Healthcare <br> Services, Inc.<br>| 4966 | 97781 |
| \* | Amphastar <br> Pharmaceuticals, <br> Inc.<br>| 10164 | 259182 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Amylyx <br> Pharmaceuticals, <br> Inc.<br>| 338 | $4708 |
| \* | AngioDynamics, Inc. | 5470 | 65804 |
| \* | Anika Therapeutics, <br> Inc.<br>| 1899 | 18515 |
| \* | Annexon, Inc. | 9649 | 30491 |
| \* | Astrana Health, Inc. | 3228 | 100746 |
| \* | Atea Pharmaceuticals, <br> Inc.<br>| 10415 | 33849 |
| \* | Avanos Medical, Inc. | 12681 | 140886 |
| \* | Avantor, Inc. | 150288 | 1776404 |
| \* | Azenta, Inc. | 10287 | 310667 |
| \* | BioMarin <br> Pharmaceutical, Inc.<br>| 5582 | 299028 |
| \* | Bio-Rad Laboratories, <br> Inc., Class A<br>| 6381 | 2039049 |
| \* | Black Diamond <br> Therapeutics, Inc.<br>| 4571 | 17690 |
| \* | BrightSpring Health <br> Services, Inc.<br>| 15143 | 500476 |
|  | Bruker Corp. | 11600 | 451704 |
| \* | CareDx, Inc. | 3907 | 58605 |
| \* | Castle Biosciences, <br> Inc.<br>| 4360 | 111180 |
| \* | Catalyst <br> Pharmaceuticals, <br> Inc.<br>| 7136 | 151783 |
| \* | Centene Corp. | 1466 | 51852 |
| \* | Certara, Inc. | 53118 | 617762 |
| \* | Charles River <br> Laboratories <br> International, Inc.<br>| 10967 | 1974828 |
|  | CONMED Corp. | 4918 | 216392 |
| \* | Cooper Cos., Inc. | 13560 | 947980 |
| \* | Cross Country <br> Healthcare, Inc.<br>| 9662 | 118456 |
| \* | Cullinan Therapeutics, <br> Inc.<br>| 14050 | 121673 |
| \* | Cytek Biosciences, <br> Inc.<br>| 14696 | 57314 |
| \* | Day One <br> Biopharmaceuticals, <br> Inc.<br>| 6375 | 47430 |
| \* | Definitive Healthcare <br> Corp.<br>| 11795 | 32672 |
|  | Dentsply Sirona, Inc. | 7679 | 96832 |
| \* | Design Therapeutics, <br> Inc.<br>| 103 | 690 |
| \* | DocGo, Inc. | 8934 | 9738 |
| \* | Dynavax Technologies <br> Corp.<br>| 9189 | 94279 |
| \* | Elanco Animal Health, <br> Inc.<br>| 138982 | 3078451 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Emergent BioSolutions, <br> Inc.<br>| 15077 | $188161 |
| \* | Enhabit, Inc. | 14914 | 121251 |
| \* | Enovis Corp. | 15714 | 490905 |
| \* | Entrada Therapeutics, <br> Inc.<br>| 5442 | 37822 |
| \* | Envista Holdings <br> Corp.<br>| 40700 | 828245 |
| \* | Evolent Health, Inc., <br> Class A<br>| 16409 | 109448 |
| \* | Fate Therapeutics, <br> Inc.<br>| 11159 | 15065 |
| \* | FONAR Corp. | 1044 | 15702 |
| \* | Fulgent Genetics, Inc. | 6271 | 140784 |
| \* | Globus Medical, Inc., <br> Class A<br>| 5592 | 337701 |
| \* | GoodRx Holdings, Inc., <br> Class A<br>| 14514 | 48912 |
| \* | Haemonetics Corp. | 10169 | 508552 |
| \* | Harmony Biosciences <br> Holdings, Inc.<br>| 6603 | 188648 |
| \* | Health Catalyst, Inc. | 9996 | 32287 |
|  | HealthStream, Inc. | 8084 | 198866 |
| \* | Henry Schein, Inc. | 7665 | 484428 |
| \* | Hologic, Inc. | 31528 | 2330234 |
| \* | ICON PLC | 2651 | 455495 |
| \* | ICU Medical, Inc. | 3908 | 469312 |
| \* | InfuSystem Holdings, <br> Inc.<br>| 3612 | 37420 |
| \* | Innoviva, Inc. | 23400 | 425880 |
| \* | Inogen, Inc. | 6700 | 55208 |
| \* | Instil Bio, Inc. | 1129 | 19916 |
| \* | Integer Holdings Corp. | 8105 | 523340 |
| \* | Integra LifeSciences <br> Holdings Corp.<br>| 11409 | 137022 |
| \* | Intellia Therapeutics, <br> Inc.<br>| 700 | 8834 |
| \*†† | iTeos Therapeutics, <br> Inc.<br>| 8657 | 0 |
| \* | Janux Therapeutics, <br> Inc.<br>| 1911 | 54865 |
| \* | Jazz Pharmaceuticals <br> PLC<br>| 12837 | 1766885 |
| \* | Kewaunee Scientific <br> Corp.<br>| 778 | 32536 |
| \* | Kura Oncology, Inc. | 5406 | 55520 |
| \* | Lantheus Holdings, <br> Inc.<br>| 3000 | 173070 |
| \* | LifeStance Health <br> Group, Inc.<br>| 59488 | 291491 |
| \* | LivaNova PLC | 8005 | 421303 |
| \* | MacroGenics, Inc. | 1996 | 3313 |
| \* | MaxCyte, Inc. | 22438 | 34555 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Merit Medical Systems, <br> Inc.<br>| 3719 | $325561 |
|  | Mesa Laboratories, <br> Inc.<br>| 969 | 69661 |
| \* | Molina Healthcare, <br> Inc.<br>| 7019 | 1074328 |
| \* | Monte Rosa <br> Therapeutics, Inc.<br>| 5799 | 74517 |
| \* | Myriad Genetics, Inc. | 10027 | 80617 |
|  | National HealthCare <br> Corp.<br>| 5192 | 620132 |
| \* | Neogen Corp. | 6971 | 43011 |
| \* | NeoGenomics, Inc. | 6475 | 63261 |
| \*» | OmniAb, Inc. <br> (2200963D US)<br>| 907 | 0 |
| \*» | OmniAb, Inc. <br> (2200964D US)<br>| 907 | 0 |
| \* | OmniAb, Inc. (OABI <br> UQ)<br>| 30768 | 47690 |
| \* | Omnicell, Inc. | 6875 | 230794 |
| \* | OptimizeRx Corp. | 4689 | 96078 |
| \* | OraSure Technologies, <br> Inc.<br>| 20002 | 54805 |
| \* | Organogenesis <br> Holdings, Inc.<br>| 15454 | 65680 |
|  | Organon & Co. | 11745 | 79279 |
| \* | Orthofix Medical, Inc. | 3045 | 47015 |
| \* | OrthoPediatrics Corp. | 5710 | 96156 |
| \* | Owens & Minor, Inc. | 15567 | 61801 |
| \* | Pacira BioSciences, <br> Inc.<br>| 13196 | 282130 |
| \*†† | PDL BioPharma, Inc. | 11311 | 4751 |
| \* | Pediatrix Medical <br> Group, Inc.<br>| 19634 | 333189 |
| \* | Pennant Group, Inc. | 7575 | 187330 |
|  | Perrigo Co. PLC | 38382 | 796043 |
| # | Premier, Inc., Class A | 9891 | 278135 |
| \* | Prestige Consumer <br> Healthcare, Inc.<br>| 10022 | 607333 |
| \* | Prothena Corp. PLC | 4515 | 48536 |
| \* | Puma Biotechnology, <br> Inc.<br>| 13575 | 69232 |
| \* | Quanterix Corp. | 7488 | 39986 |
| \* | QuidelOrtho Corp. | 13776 | 371814 |
| \* | REGENXBIO, Inc. | 6300 | 80451 |
| \* | Relay Therapeutics, <br> Inc.<br>| 12164 | 86851 |
| \* | Replimune Group, Inc. | 6092 | 59275 |
| # | Revvity, Inc. | 20652 | 1932821 |
| †† | Sage Therapeutics, <br> Inc.<br>| 7876 | 1418 |
|  | Select Medical <br> Holdings Corp.<br>| 31404 | 434317 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Sensus Healthcare, <br> Inc.<br>| 2727 | $8699 |
|  | SIGA Technologies, <br> Inc.<br>| 13013 | 107748 |
| \* | Simulations Plus, Inc. | 2700 | 46386 |
| \* | Supernus <br> Pharmaceuticals, <br> Inc.<br>| 15452 | 851869 |
| \* | Surgery Partners, Inc. | 26469 | 580465 |
| \* | Tactile Systems <br> Technology, Inc.<br>| 5669 | 85432 |
| \* | Teladoc Health, Inc. | 45970 | 396721 |
|  | Teleflex, Inc. | 6738 | 838679 |
| \* | TruBridge, Inc. | 4455 | 85625 |
|  | U.S. Physical Therapy, <br> Inc.<br>| 1703 | 146918 |
|  | Universal Health <br> Services, Inc., <br> Class B<br>| 14240 | 3090222 |
|  | Utah Medical Products, <br> Inc.<br>| 904 | 52522 |
| \* | Varex Imaging Corp. | 11638 | 136048 |
| \* | Veracyte, Inc. | 20468 | 738485 |
| †† | Verve Therapeutics, <br> Inc.<br>| 14476 | 9120 |
|  | Viatris, Inc. | 386138 | 4000390 |
| \* | Vir Biotechnology, Inc. | 20834 | 124171 |
| \* | Voyager Therapeutics, <br> Inc.<br>| 13775 | 64329 |
| \* | Waystar Holding Corp. | 4009 | 143723 |
| \* | Xencor, Inc. | 5197 | 76448 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | 47465756 |
| INDUSTRIALS — (18.0%) | INDUSTRIALS — (18.0%) | INDUSTRIALS — (18.0%) | INDUSTRIALS — (18.0%) |
| \* | AAR Corp. | 11705 | 985678 |
|  | ABM Industries, Inc. | 17763 | 763809 |
|  | ACCO Brands Corp. | 28063 | 105517 |
|  | Acme United Corp. | 800 | 30408 |
|  | Acuity, Inc. | 4042 | 1475532 |
|  | Aebi Schmidt Holding <br> AG<br>| 9897 | 110352 |
| \* | AerSale Corp. | 10098 | 74927 |
|  | AGCO Corp. | 20576 | 2122620 |
|  | Air Lease Corp. | 20487 | 1308300 |
|  | Alamo Group, Inc. | 3558 | 635886 |
|  | Albany International <br> Corp., Class A<br>| 7159 | 405056 |
|  | Alight, Inc., Class A | 150175 | 432504 |
|  | Allient, Inc. | 4747 | 259566 |
| \* | Alpha Pro Tech Ltd. | 1796 | 8172 |
| \* | Amentum Holdings, <br> Inc.<br>| 3137 | 70300 |
| \* | Ameresco, Inc., <br> Class A<br>| 8612 | 340346 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | American Woodmark <br> Corp.<br>| 4573 | $291437 |
|  | Apogee Enterprises, <br> Inc.<br>| 6087 | 222845 |
|  | ArcBest Corp. | 7233 | 537557 |
|  | Arcosa, Inc. | 13644 | 1391688 |
|  | Astec Industries, Inc. | 6597 | 306958 |
| \* | Asure Software, Inc. | 7807 | 69092 |
|  | Atkore, Inc. | 2874 | 199025 |
|  | AZZ, Inc. | 6862 | 685171 |
|  | BGSF, Inc. | 1600 | 5360 |
| \* | BlueLinx Holdings, <br> Inc.<br>| 2230 | 145931 |
|  | Boise Cascade Co. | 13552 | 955280 |
| \* | Bowman Consulting <br> Group Ltd.<br>| 3915 | 169480 |
|  | Brady Corp., Class A | 10375 | 787566 |
| \* | BrightView Holdings, <br> Inc.<br>| 26888 | 331260 |
| \* | Builders FirstSource, <br> Inc.<br>| 3294 | 382664 |
| \* | CACI International, <br> Inc., Class A<br>| 2646 | 1487713 |
| \* | Chart Industries, Inc. | 5402 | 1078347 |
|  | Civeo Corp. | 3828 | 79546 |
| \* | Clarivate PLC | 101137 | 343866 |
|  | CNH Industrial NV | 375442 | 3938396 |
|  | Columbus McKinnon <br> Corp.<br>| 1594 | 25871 |
| # | Concentrix Corp. | 14871 | 599450 |
|  | Concrete Pumping <br> Holdings, Inc.<br>| 13849 | 88495 |
| \* | Conduent, Inc. | 55327 | 131678 |
| \* | Costamare Bulkers <br> Holdings Ltd.<br>| 3300 | 42702 |
|  | Covenant Logistics <br> Group, Inc.<br>| 6408 | 129249 |
| \* | Custom Truck One <br> Source, Inc.<br>| 47578 | 280234 |
|  | Deluxe Corp. | 12913 | 233854 |
| \* | Distribution Solutions <br> Group, Inc.<br>| 4036 | 110344 |
| \* | DLH Holdings Corp. | 2945 | 18318 |
| \* | DNOW, Inc. | 35551 | 522600 |
|  | Douglas Dynamics, <br> Inc.<br>| 4907 | 148339 |
| \* | Ducommun, Inc. | 5134 | 471044 |
| \* | DXP Enterprises, Inc. | 5281 | 631872 |
|  | Eastern Co. | 1614 | 34459 |
|  | EnerSys | 10341 | 1304621 |
|  | Ennis, Inc. | 8289 | 135940 |
|  | Enpro, Inc. | 3968 | 920616 |
| \* | Enviri Corp. | 24248 | 296068 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | ESCO Technologies, <br> Inc.<br>| 3302 | $724690 |
|  | Espey Mfg. & <br> Electronics Corp.<br>| 439 | 16467 |
|  | EVI Industries, Inc. | 201 | 5415 |
| \* | First Advantage Corp. | 14582 | 184171 |
|  | Flowserve Corp. | 13769 | 939734 |
| \* | Fluor Corp. | 3110 | 151675 |
| \* | Forrester Research, <br> Inc.<br>| 4277 | 30495 |
|  | Fortune Brands <br> Innovations, Inc.<br>| 32605 | 1656334 |
|  | FTAI Infrastructure, <br> Inc.<br>| 19615 | 104744 |
| \* | FTI Consulting, Inc. | 4849 | 800133 |
| \* | Gates Industrial Corp. <br> PLC<br>| 43961 | 970659 |
|  | GATX Corp. | 8278 | 1298404 |
| \* | Gencor Industries, Inc. | 3292 | 44738 |
| \* | Generac Holdings, <br> Inc.<br>| 488 | 81994 |
|  | Genpact Ltd. | 21169 | 807597 |
| \* | Gibraltar Industries, <br> Inc.<br>| 8491 | 529753 |
|  | Gorman-Rupp Co. | 7266 | 326752 |
| \* | Great Lakes Dredge & <br> Dock Corp.<br>| 21061 | 239042 |
|  | Greenbrier Cos., Inc. | 9305 | 388670 |
| \* | GXO Logistics, Inc. | 10995 | 618029 |
| \* | Hayward Holdings, <br> Inc.<br>| 40933 | 694633 |
| \* | Healthcare Services <br> Group, Inc.<br>| 13935 | 249018 |
|  | Heartland Express, <br> Inc.<br>| 19353 | 150953 |
|  | Heidrick & Struggles <br> International, Inc.<br>| 7441 | 434331 |
|  | Helios Technologies, <br> Inc.<br>| 7867 | 435517 |
|  | Herc Holdings, Inc. | 4686 | 665646 |
|  | Hillenbrand, Inc. | 17850 | 564060 |
| \* | Hillman Solutions <br> Corp.<br>| 51798 | 477578 |
|  | HNI Corp. | 9979 | 408341 |
|  | Hub Group, Inc., <br> Class A<br>| 17199 | 633439 |
| \* | Hudson Technologies, <br> Inc.<br>| 12335 | 111940 |
|  | Huntington Ingalls <br> Industries, Inc.<br>| 6454 | 2078317 |
| \* | Hurco Cos., Inc. | 1672 | 30012 |
|  | Hyster-Yale, Inc. | 3155 | 113391 |
| \* | IBEX Holdings Ltd. | 3896 | 145594 |
|  | ICF International, Inc. | 4202 | 337337 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | IDEX Corp. | 4606 | $789745 |
|  | Insteel Industries, Inc. | 6591 | 205903 |
|  | Interface, Inc. | 18398 | 458110 |
| \* | Janus International <br> Group, Inc.<br>| 26034 | 249926 |
| \* | JELD-WEN Holding, <br> Inc.<br>| 9019 | 39142 |
|  | Kelly Services, Inc., <br> Class A<br>| 9787 | 109712 |
|  | Kennametal, Inc. | 25752 | 565256 |
| \* | Kirby Corp. | 572 | 59191 |
|  | Knight-Swift <br> Transportation <br> Holdings, Inc.<br>| 13665 | 616565 |
|  | Korn Ferry | 15978 | 1033777 |
| \* | L.B. Foster Co., <br> Class A<br>| 3570 | 97818 |
|  | Lindsay Corp. | 1136 | 126369 |
|  | LSI Industries, Inc. | 8254 | 188934 |
|  | Luxfer Holdings PLC | 7317 | 89267 |
| \* | Manitowoc Co., Inc. | 10482 | 106602 |
|  | ManpowerGroup, Inc. | 1864 | 57150 |
|  | Marten Transport Ltd. | 23976 | 245754 |
| \* | Masterbrand, Inc. | 35086 | 443136 |
|  | Matson, Inc. | 5166 | 521508 |
|  | Maximus, Inc. | 10136 | 842504 |
| \* | Mayville Engineering <br> Co., Inc.<br>| 6491 | 115670 |
|  | McGrath RentCorp | 5775 | 620466 |
| \* | Mercury Systems, Inc. | 1843 | 142667 |
| \* | Middleby Corp. | 8812 | 1094715 |
|  | Miller Industries, Inc. | 3650 | 146511 |
|  | MillerKnoll, Inc. | 19276 | 301091 |
| \* | Mistras Group, Inc. | 9639 | 91956 |
| \* | Montrose <br> Environmental <br> Group, Inc.<br>| 3184 | 82402 |
|  | Moog, Inc., Class A | 3268 | 669450 |
| \* | MRC Global, Inc. | 19737 | 275331 |
|  | MSC Industrial Direct <br> Co., Inc., Class A<br>| 3155 | 267891 |
|  | Mueller Industries, Inc. | 15511 | 1642150 |
|  | NL Industries, Inc. | 5312 | 32138 |
| \* | NN, Inc. | 10605 | 18135 |
| \* | NPK International, Inc. | 31317 | 385199 |
| \* | NWPX Infrastructure, <br> Inc.<br>| 3517 | 211583 |
| \* | OPENLANE, Inc. | 33467 | 884198 |
| \* | Orion Group Holdings, <br> Inc.<br>| 10645 | 114647 |
|  | Oshkosh Corp. | 17535 | 2161890 |
|  | Owens Corning | 16396 | 2087375 |
| \* | PAMT Corp. | 4920 | 49544 |
|  | Park Aerospace Corp. | 3252 | 62308 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Park-Ohio Holdings <br> Corp.<br>| 3791 | $78208 |
| \* | Perma-Pipe <br> International <br> Holdings, Inc.<br>| 526 | 14581 |
|  | Preformed Line <br> Products Co.<br>| 1615 | 342558 |
|  | Primoris Services <br> Corp.<br>| 120 | 16982 |
| \* | Proto Labs, Inc. | 6711 | 333939 |
|  | Quanex Building <br> Products Corp.<br>| 7946 | 112913 |
| \* | Radiant Logistics, Inc. | 14977 | 90611 |
|  | Regal Rexnord Corp. | 15667 | 2207324 |
| \* | Resideo Technologies, <br> Inc.<br>| 45679 | 1955061 |
|  | Resources Connection, <br> Inc.<br>| 9959 | 43820 |
|  | REV Group, Inc. | 57 | 2922 |
|  | Rush Enterprises, Inc. <br> (RUSHA US), <br> Class A<br>| 18587 | 918384 |
|  | Rush Enterprises, Inc. <br> (RUSHB US), <br> Class B<br>| 4081 | 214130 |
|  | Ryder System, Inc. | 12748 | 2157344 |
| \* | Saia, Inc. | 2199 | 643207 |
|  | Schneider National, <br> Inc., Class B<br>| 29545 | 631377 |
|  | Science Applications <br> International Corp.<br>| 9116 | 854260 |
|  | Sensata Technologies <br> Holding PLC<br>| 35241 | 1121721 |
| \* | Shoals Technologies <br> Group, Inc., Class A<br>| 8677 | 91195 |
| \* | Skillsoft Corp. | 533 | 6998 |
|  | Standex International <br> Corp.<br>| 1151 | 268448 |
|  | Stanley Black & <br> Decker, Inc.<br>| 35524 | 2405685 |
| \* | Star Equity Holdings, <br> Inc.<br>| 783 | 8629 |
|  | Steelcase, Inc., <br> Class A<br>| 27585 | 440257 |
| \* | Stratasys Ltd. | 1052 | 11172 |
| \* | TaskUS, Inc., Class A | 4974 | 66353 |
| \* | Taylor Devices, Inc. | 698 | 31947 |
|  | Tennant Co. | 2764 | 221120 |
|  | Terex Corp. | 19285 | 887496 |
|  | Textron, Inc. | 7871 | 636056 |
| \* | Thermon Group <br> Holdings, Inc.<br>| 7783 | 223606 |
| \* | TIC Solutions, Inc. | 17896 | 217078 |
|  | Timken Co. | 13601 | 1067815 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Titan International, Inc. | 11791 | $89022 |
| \* | Titan Machinery, Inc. | 6985 | 114554 |
| \* | Transcat, Inc. | 1451 | 105415 |
|  | Trinity Industries, Inc. | 22199 | 607587 |
| \* | TrueBlue, Inc. | 9044 | 42869 |
| \* | TTEC Holdings, Inc. | 16607 | 57958 |
| \* | Tutor Perini Corp. | 14838 | 999488 |
|  | Twin Disc, Inc. | 4046 | 63360 |
|  | UFP Industries, Inc. | 12828 | 1181844 |
| #\* | U-Haul Holding Co. <br> (UHAL US)<br>| 4292 | 228163 |
|  | U-Haul Holding Co. <br> (UHAL/B US)<br>| 38038 | 1844463 |
| \* | Ultralife Corp. | 4895 | 34412 |
|  | UniFirst Corp. | 4062 | 626970 |
|  | Universal Logistics <br> Holdings, Inc.<br>| 7152 | 115719 |
| \* | V2X, Inc. | 8018 | 457748 |
|  | Vestis Corp. | 19971 | 104848 |
|  | Virco Mfg. Corp. | 2762 | 20218 |
| \* | VirTra, Inc. | 1814 | 11029 |
| # | VSE Corp. | 2980 | 538426 |
|  | Wabash National <br> Corp.<br>| 7723 | 61938 |
|  | Werner Enterprises, <br> Inc.<br>| 17363 | 454911 |
|  | WESCO International, <br> Inc.<br>| 14289 | 3708424 |
| \* | Willdan Group, Inc. | 1277 | 120689 |
|  | Willis Lease Finance <br> Corp.<br>| 1442 | 185124 |
|  | Worthington <br> Enterprises, Inc.<br>| 7516 | 421572 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | 94937146 |
| INFORMATION TECHNOLOGY — (8.5%) | INFORMATION TECHNOLOGY — (8.5%) | INFORMATION TECHNOLOGY — (8.5%) | INFORMATION TECHNOLOGY — (8.5%) |
| \* | 8x8, Inc. | 28880 | 53139 |
| \* | Akamai Technologies, <br> Inc.<br>| 24306 | 1825381 |
| \* | Alpha & Omega <br> Semiconductor Ltd.<br>| 5707 | 160138 |
|  | Amdocs Ltd. | 18656 | 1571955 |
|  | Amkor Technology, <br> Inc.<br>| 67742 | 2186712 |
| \* | Amtech Systems, Inc. | 200 | 1586 |
| \* | Arrow Electronics, Inc. | 18273 | 2038353 |
| \* | ASGN, Inc. | 10933 | 489361 |
| \* | AstroNova, Inc. | 670 | 6084 |
| \* | Aviat Networks, Inc. | 3869 | 96570 |
|  | Avnet, Inc. | 33784 | 1636835 |
| \* | Axcelis Technologies, <br> Inc.<br>| 3281 | 261036 |
|  | Benchmark <br> Electronics, Inc.<br>| 12099 | 530178 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Bill Holdings, Inc. | 1322 | $65651 |
| \* | Bit Digital, Inc. | 13543 | 49567 |
| \* | Cerence, Inc. | 5447 | 58446 |
| #\* | Cipher Mining, Inc. | 27363 | 510320 |
| \* | Cirrus Logic, Inc. | 6696 | 888224 |
| \* | Cleanspark, Inc. | 20352 | 362266 |
| \* | Clearfield, Inc. | 2357 | 83202 |
| \* | Coherent Corp. | 13012 | 1717064 |
| \* | Cohu, Inc. | 11374 | 270587 |
| \* | Corsair Gaming, Inc. | 5787 | 47164 |
|  | Crane NXT Co. | 8040 | 508530 |
| \* | Crexendo, Inc. | 6459 | 41790 |
|  | CTS Corp. | 7788 | 323280 |
| \* | Daily Journal Corp. | 173 | 70072 |
| \* | Daktronics, Inc. | 7957 | 149512 |
| \* | Diebold Nixdorf, Inc. | 4753 | 281140 |
| #\* | Digi International, Inc. | 10179 | 373366 |
| \* | Diodes, Inc. | 13418 | 715984 |
|  | Dolby Laboratories, <br> Inc., Class A<br>| 611 | 40522 |
| \* | DXC Technology Co. | 53114 | 754219 |
| \* | Eastman Kodak Co. | 13051 | 82743 |
| \* | EPAM Systems, Inc. | 622 | 101722 |
|  | ePlus, Inc. | 7258 | 530995 |
| \* | Expensify, Inc., <br> Class A<br>| 1382 | 2253 |
| #\* | Fastly, Inc., Class A | 14392 | 119310 |
| \* | Five9, Inc. | 797 | 19351 |
| \* | FormFactor, Inc. | 8572 | 471031 |
| \* | Globant SA | 287 | 17673 |
| \* | Grid Dynamics <br> Holdings, Inc.<br>| 3758 | 35100 |
| \* | Harmonic, Inc. | 11870 | 127009 |
| \* | I3 Verticals, Inc., <br> Class A<br>| 2160 | 66420 |
| \* | Ichor Holdings Ltd. | 10076 | 228524 |
| \* | Identiv, Inc. | 2730 | 10920 |
|  | Information Services <br> Group, Inc.<br>| 11345 | 62511 |
| \* | Insight Enterprises, <br> Inc.<br>| 4102 | 410200 |
| \* | inTEST Corp. | 3000 | 25440 |
| \* | IPG Photonics Corp. | 9239 | 786424 |
| \* | Kimball Electronics, <br> Inc.<br>| 7123 | 207101 |
| \* | Knowles Corp. | 31372 | 740693 |
|  | Kulicke & Soffa <br> Industries, Inc.<br>| 9989 | 398861 |
| \* | KVH Industries, Inc. | 1756 | 10483 |
| \* | Lantronix, Inc. | 9117 | 44947 |
|  | Littelfuse, Inc. | 2170 | 527983 |
| \* | LiveRamp Holdings, <br> Inc.<br>| 10001 | 273427 |
|  | Methode Electronics, <br> Inc.<br>| 5087 | 34236 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Mitek Systems, Inc. | 10716 | $98694 |
|  | MKS, Inc. | 7044 | 1012293 |
| \* | N-able, Inc. | 17844 | 139719 |
| \* | nCino, Inc. | 11661 | 311115 |
| \* | NCR Voyix Corp. | 32557 | 371475 |
| \* | NETGEAR, Inc. | 8022 | 278524 |
| \* | NetScout Systems, <br> Inc.<br>| 19824 | 551107 |
| \* | ON24, Inc. | 12540 | 69221 |
|  | OneSpan, Inc. | 9660 | 110124 |
|  | PC Connection, Inc. | 8964 | 546535 |
| \* | Penguin Solutions, <br> Inc.<br>| 13517 | 301024 |
| \* | Photronics, Inc. | 19774 | 472599 |
| \* | Plexus Corp. | 7987 | 1117381 |
| \* | Powerfleet, Inc. NJ | 19247 | 98160 |
| \* | Qorvo, Inc. | 3405 | 323203 |
| \* | Ribbon <br> Communications, <br> Inc.<br>| 32779 | 110137 |
|  | Richardson Electronics <br> Ltd.<br>| 4279 | 46128 |
| \* | Riot Platforms, Inc. | 3900 | 77142 |
| \* | Rogers Corp. | 3459 | 302801 |
| \* | Sanmina Corp. | 17147 | 2349996 |
| \* | ScanSource, Inc. | 9180 | 393868 |
|  | Skyworks Solutions, <br> Inc.<br>| 5060 | 393263 |
| \* | SoundThinking, Inc. | 866 | 8097 |
| \* | Synaptics, Inc. | 3431 | 243395 |
|  | TD SYNNEX Corp. | 22872 | 3579239 |
| \* | TTM Technologies, <br> Inc.<br>| 36410 | 2446752 |
| \* | Twilio, Inc., Class A | 17138 | 2311573 |
| \* | Ultra Clean Holdings, <br> Inc.<br>| 9035 | 247649 |
| \* | Veeco Instruments, <br> Inc.<br>| 13048 | 375130 |
| \* | Verint Systems, Inc. | 8527 | 172928 |
| \* | Viasat, Inc. | 35102 | 1397762 |
| \* | Viavi Solutions, Inc. | 30943 | 547691 |
|  | Vishay Intertechnology, <br> Inc.<br>| 26755 | 454300 |
|  | Xerox Holdings Corp. | 31541 | 104716 |
| \* | Xperi, Inc. | 12774 | 85841 |
| TOTAL INFORMATION <br> TECHNOLOGY | TOTAL INFORMATION <br> TECHNOLOGY |  | 44953173 |
| MATERIALS — (4.8%) | MATERIALS — (4.8%) | MATERIALS — (4.8%) | MATERIALS — (4.8%) |
| \* | American Vanguard <br> Corp.<br>| 5288 | 23637 |
|  | AptarGroup, Inc. | 1090 | 126451 |
| \* | Arq, Inc. | 4841 | 32144 |
|  | Ashland, Inc. | 12381 | 605431 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
| \* | Aspen Aerogels, Inc. | 14420 | $117379 |
|  | Avient Corp. | 25024 | 802520 |
| \* | Axalta Coating <br> Systems Ltd.<br>| 43849 | 1248381 |
|  | Ball Corp. | 45472 | 2137184 |
|  | Caledonia Mining <br> Corp. PLC<br>| 3949 | 111046 |
|  | Commercial Metals <br> Co.<br>| 32834 | 1949026 |
|  | Element Solutions, <br> Inc.<br>| 32647 | 872328 |
|  | Graphic Packaging <br> Holding Co.<br>| 89085 | 1424469 |
|  | Greif, Inc. (GEF US), <br> Class A<br>| 7728 | 439646 |
|  | Greif, Inc. (GEF/B US), <br> Class B<br>| 3492 | 205853 |
|  | HB Fuller Co. | 11490 | 659181 |
|  | Hecla Mining Co. | 170422 | 2193331 |
|  | Huntsman Corp. | 10093 | 83570 |
|  | Innospec, Inc. | 6895 | 507334 |
| \* | Intrepid Potash, Inc. | 2723 | 72514 |
|  | Kaiser Aluminum <br> Corp.<br>| 3836 | 347273 |
| \* | Knife River Corp. | 11935 | 721590 |
|  | Koppers Holdings, Inc. | 5912 | 166837 |
|  | Materion Corp. | 5724 | 656142 |
|  | Mativ Holdings, Inc. | 3800 | 40584 |
|  | Mercer International, <br> Inc.<br>| 18226 | 38275 |
|  | Minerals Technologies, <br> Inc.<br>| 9081 | 515347 |
|  | Mosaic Co. | 79206 | 2174205 |
|  | Myers Industries, Inc. | 8989 | 155779 |
|  | Olympic Steel, Inc. | 3097 | 114589 |
| \* | Perimeter Solutions, <br> Inc.<br>| 40154 | 944021 |
|  | Quaker Chemical <br> Corp.<br>| 2181 | 302919 |
| \* | Ranpak Holdings <br> Corp.<br>| 3911 | 20728 |
|  | Reliance, Inc. | 2618 | 739402 |
|  | Ryerson Holding Corp. | 9095 | 200636 |
|  | Sensient Technologies <br> Corp.<br>| 7267 | 685205 |
|  | Silgan Holdings, Inc. | 31360 | 1211123 |
|  | Sonoco Products Co. | 28799 | 1168375 |
|  | Stepan Co. | 5285 | 229105 |
|  | Sylvamo Corp. | 6354 | 257972 |
|  | TriMas Corp. | 12503 | 444232 |
|  | Worthington Steel, Inc. | 13016 | 416382 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | 25162146 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (1.2%) | REAL ESTATE — (1.2%) | REAL ESTATE — (1.2%) | REAL ESTATE — (1.2%) |
| \* | AMREP Corp. | 1060 | $22769 |
| \* | Anywhere Real Estate, <br> Inc.<br>| 33226 | 333921 |
| \* | Cushman & Wakefield <br> PLC<br>| 66368 | 1041978 |
| \* | Douglas Elliman, Inc. | 1814 | 4481 |
| \* | Five Point <br> Holdings LLC, <br> Class A<br>| 6799 | 39774 |
| \* | Forestar Group, Inc. | 14830 | 385728 |
| \* | FRP Holdings, Inc. | 5276 | 125041 |
| \* | Howard Hughes <br> Holdings, Inc.<br>| 13550 | 1074244 |
| \* | Jones Lang LaSalle, <br> Inc.<br>| 6457 | 1969966 |
|  | Kennedy-Wilson <br> Holdings, Inc.<br>| 40399 | 305416 |
|  | Marcus & Millichap, <br> Inc.<br>| 9068 | 264876 |
|  | Newmark Group, Inc., <br> Class A<br>| 33870 | 603902 |
| \* | RE/MAX Holdings, <br> Inc., Class A<br>| 4179 | 33140 |
|  | RMR Group, Inc., <br> Class A<br>| 1211 | 18734 |
| \* | Seaport Entertainment <br> Group, Inc.<br>| 3412 | 82127 |
| \* | Stratus Properties, <br> Inc.<br>| 1919 | 36058 |
| \* | Tejon Ranch Co. | 8830 | 139691 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | 6481846 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| UTILITIES — (0.4%) | UTILITIES — (0.4%) | UTILITIES — (0.4%) |
| Genie Energy Ltd., <br> Class B<br>| 4514 | $67936 |
| New Jersey Resources <br> Corp.<br>| 20815 | 922104 |
| Ormat Technologies, <br> Inc.<br>| 10343 | 1100185 |
| TOTAL UTILITIES |  | 2090225 |
| TOTAL COMMON <br> STOCKS <br>Cost ($434574450) |  | 517738293 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) |
| Ɏ | State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.010%<br>| 1364043 | 1364043 |
| SECURITIES LENDING COLLATERAL — (1.4%) | SECURITIES LENDING COLLATERAL — (1.4%) | SECURITIES LENDING COLLATERAL — (1.4%) | SECURITIES LENDING COLLATERAL — (1.4%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 642927 | 7436736 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $443,375,229) | (Cost $443,375,229) |  | $526539072 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| Communication Services | &nbsp;&nbsp; $19217812 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $19217812 |
| Consumer Discretionary | &nbsp;&nbsp; 86158445 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 86158445 |
| Consumer Staples | &nbsp;&nbsp; 25374501 | &nbsp;&nbsp; $9613 | &nbsp;&nbsp; — | &nbsp;&nbsp; 25384114 |
| Energy | &nbsp;&nbsp; 17101226 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 17101226 |
| Financials | &nbsp;&nbsp; 148786404 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 148786404 |
| Health Care | &nbsp;&nbsp; 47450467 | &nbsp;&nbsp; — | &nbsp;&nbsp; $15289 | &nbsp;&nbsp; 47465756 |
| Industrials | &nbsp;&nbsp; 94937146 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 94937146 |
| Information Technology | &nbsp;&nbsp; 44953173 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 44953173 |
| Materials | &nbsp;&nbsp; 25162146 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 25162146 |
| Real Estate | &nbsp;&nbsp; 6481846 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 6481846 |
| Utilities | &nbsp;&nbsp; 2090225 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 2090225 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Temporary Cash Investments | &nbsp;&nbsp; $1364043 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $1364043 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; $7436736 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7436736 |
| Total Investments in Securities | &nbsp;&nbsp; $519077434 | &nbsp;&nbsp; $7446349 | &nbsp;&nbsp; $15,289˂˃ | &nbsp;&nbsp; $526539072 |

---

&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 Sustainability Core 1 Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (96.0%) | COMMON STOCKS — (96.0%) | COMMON STOCKS — (96.0%) | COMMON STOCKS — (96.0%) |
| AUSTRALIA — (5.1%) | AUSTRALIA — (5.1%) | AUSTRALIA — (5.1%) | AUSTRALIA — (5.1%) |
| # | Accent Group Ltd. | 130238 | $109033 |
| # | Acrow Ltd. | 102616 | 75821 |
|  | Adairs Ltd. | 90926 | 120694 |
| #\* | Ainsworth Game <br> Technology Ltd.<br>| 22621 | 15104 |
| #\*,\* | Alkane Resources <br> Ltd.<br>| 138805 | 89969 |
|  | ALS Ltd. | 120912 | 1716069 |
| \* | AMA Group Ltd. | 435335 | 26169 |
|  | Amotiv Ltd. | 54516 | 317561 |
|  | AMP Ltd. | 1218515 | 1421641 |
| # | Ampol Ltd. | 140049 | 2813534 |
|  | ANZ Group Holdings <br> Ltd.<br>| 311589 | 7463086 |
| #\* | Appen Ltd. | 74103 | 37393 |
|  | Arafura Rare Earths <br> Ltd.<br>| 47277 | 8816 |
| \* | Arafura Rare Earths <br> Ltd. (ARU AU)<br>| 255564 | 47570 |
|  | ARB Corp. Ltd. | 20136 | 473340 |
|  | Aristocrat Leisure Ltd. | 103750 | 4292669 |
| # | ARN Media Ltd. | 113080 | 39079 |
| \* | Articore Group Ltd. | 50418 | 10575 |
|  | Atlas Arteria Ltd. | 234015 | 743417 |
|  | AUB Group Ltd. | 5429 | 131140 |
| \* | Aurelia Metals Ltd. | 282616 | 45295 |
|  | Aussie Broadband <br> Ltd.<br>| 70152 | 272921 |
| \* | Austal Ltd. | 168865 | 748773 |
| # | Austin Engineering <br> Ltd.<br>| 59853 | 10363 |
| # | Australian Clinical <br> Labs Ltd.<br>| 70333 | 119491 |
| # | Australian Ethical <br> Investment Ltd.<br>| 60020 | 274369 |
|  | Australian Finance <br> Group Ltd.<br>| 149104 | 232156 |
| # | Autosports Group Ltd. | 7525 | 20277 |
| †† | AVZ Minerals Ltd. | 69347 | 7271 |
| \* | Baby Bunting Group <br> Ltd.<br>| 38554 | 69036 |
|  | Bank of Queensland <br> Ltd.<br>| 247038 | 1108436 |
|  | Bapcor Ltd. | 99406 | 164197 |
| # | Beacon Lighting <br> Group Ltd.<br>| 40884 | 74717 |
|  | Bega Cheese Ltd. | 78096 | 271052 |
| \* | Bellevue Gold Ltd. | 166689 | 127817 |
|  | Brambles Ltd. | 414055 | 6728214 |
|  | Bravura Solutions <br> Ltd.<br>| 125536 | 236275 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| # | Breville Group Ltd. | 61979 | $1202595 |
| \* | Capricorn Metals Ltd. | 111750 | 940952 |
|  | CAR Group Ltd. | 49768 | 1162054 |
| #\* | Carnarvon Energy <br> Ltd.<br>| 83876 | 5265 |
| \* | Catapult Sports Ltd. | 43692 | 191828 |
|  | Cedar Woods <br> Properties Ltd.<br>| 39015 | 230615 |
| #\* | Cettire Ltd. | 116586 | 52528 |
|  | Challenger Ltd. | 288452 | 1755792 |
|  | Champion Iron Ltd. | 146025 | 528098 |
| #\* | Chrysos Corp. Ltd. | 8433 | 44442 |
|  | Civmec Australia Ltd. | 50600 | 44633 |
| #\* | Coast Entertainment <br> Holdings Ltd.<br>| 69563 | 20498 |
|  | Cochlear Ltd. | 17567 | 3298025 |
|  | Codan Ltd. | 45688 | 1081936 |
| # | Cogstate Ltd. | 11856 | 21350 |
|  | Coles Group Ltd. | 168615 | 2431859 |
|  | Commonwealth Bank <br> of Australia<br>| 114370 | 12832885 |
|  | Computershare Ltd. | 180211 | 4305162 |
|  | Credit Corp. Group <br> Ltd.<br>| 18729 | 175701 |
|  | CSL Ltd. | 27712 | 3229454 |
|  | Dalrymple Bay <br> Infrastructure Ltd.<br>| 199498 | 578351 |
|  | Data#3 Ltd. | 90027 | 518411 |
| \* | Deep Yellow Ltd. | 279913 | 328050 |
|  | Deterra Royalties Ltd. | 100607 | 268220 |
| \* | Develop Global Ltd. | 51057 | 118547 |
|  | Dicker Data Ltd. | 24552 | 164344 |
|  | Domino's Pizza <br> Enterprises Ltd.<br>| 4385 | 52513 |
|  | Downer EDI Ltd. | 180376 | 911083 |
| \* | DUG Technology Ltd. | 6526 | 9340 |
| # | Duratec Ltd. | 25001 | 34828 |
| # | Eagers Automotive <br> Ltd.<br>| 71645 | 1594341 |
| \* | Emeco Holdings Ltd. | 81456 | 63893 |
| \* | Emerald Resources <br> NL<br>| 183401 | 569555 |
| # | Endeavour Group <br> Ltd.<br>| 224149 | 536266 |
|  | EQT Holdings Ltd. | 7874 | 129219 |
|  | Evolution Mining Ltd. | 292414 | 2069286 |
|  | Fiducian Group Ltd. | 4858 | 38582 |
| \* | FleetPartners Group <br> Ltd.<br>| 137030 | 261779 |
| # | Fleetwood Ltd. | 63521 | 122578 |
| # | Flight Centre Travel <br> Group Ltd.<br>| 50313 | 404746 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | Fortescue Ltd. | 387914 | $5394808 |
|  | G8 Education Ltd. | 368199 | 193790 |
| \* | Genesis Minerals Ltd. | 125351 | 476910 |
|  | GR Engineering <br> Services Ltd.<br>| 76877 | 184081 |
|  | GrainCorp Ltd., <br> Class A<br>| 105630 | 610967 |
|  | GWA Group Ltd. | 119306 | 192758 |
|  | Hansen Technologies <br> Ltd.<br>| 34616 | 126276 |
|  | Harvey Norman <br> Holdings Ltd.<br>| 132091 | 624274 |
|  | Healius Ltd. | 425809 | 247839 |
|  | Helia Group Ltd. | 256449 | 904490 |
|  | HUB24 Ltd. | 28797 | 2145839 |
| # | IDP Education Ltd. | 44197 | 162012 |
| \* | IGO Ltd. | 149846 | 525421 |
|  | Imdex Ltd. | 304982 | 685624 |
| #\* | Immutep Ltd. (IMM <br> AU)<br>| 246179 | 45052 |
| #\* | Immutep Ltd. (IMMP <br> US), Sponsored <br> ADR<br>| 4300 | 8127 |
|  | Infomedia Ltd. | 158228 | 174347 |
| \* | Insignia Financial Ltd. | 468153 | 1387592 |
|  | Insurance Australia <br> Group Ltd.<br>| 701309 | 3605318 |
| # | Integral Diagnostics <br> Ltd.<br>| 80915 | 136839 |
| #\* | ioneer Ltd. | 120906 | 14615 |
| # | IPH Ltd. | 123999 | 298986 |
|  | IRESS Ltd. | 73504 | 425610 |
|  | IVE Group Ltd. | 54371 | 99131 |
| #\* | James Hardie <br> Industries PLC <br> (JHX AU), CDI<br>| 101867 | 2145394 |
|  | JB Hi-Fi Ltd. | 40944 | 2800829 |
| \* | Judo Capital Holdings <br> Ltd.<br>| 234084 | 258390 |
|  | Jumbo Interactive <br> Ltd.<br>| 3096 | 23758 |
|  | Jupiter Mines Ltd. | 273843 | 46560 |
| # | Kogan.com Ltd. | 31341 | 65173 |
| # | L1 Group Ltd. | 186518 | 137801 |
|  | Lendlease Corp. Ltd. | 279429 | 1013315 |
|  | Liberty Financial <br> Group Ltd.<br>| 4265 | 11506 |
| # | Lifestyle Communities <br> Ltd.<br>| 34756 | 117628 |
| # | Lindsay Australia Ltd. | 58100 | 22979 |
|  | Lottery Corp. Ltd.  | 385259 | 1385783 |
|  | Lovisa Holdings Ltd. | 29476 | 697359 |
| # | Lycopodium Ltd. | 16294 | 134198 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| \* | Lynas Rare Earths <br> Ltd.<br>| 129977 | $1295788 |
|  | MA Financial Group <br> Ltd.<br>| 10678 | 67199 |
|  | Macmahon Holdings <br> Ltd.<br>| 632150 | 194116 |
|  | Macquarie Group Ltd. | 34775 | 4960149 |
| # | Mader Group Ltd. | 4543 | 26375 |
|  | Magellan Financial <br> Group Ltd.<br>| 83260 | 523320 |
| # | McMillan Shakespeare <br> Ltd.<br>| 44304 | 498666 |
| \* | McPherson's Ltd. | 369 | 62 |
|  | Medibank Pvt Ltd. | 846153 | 2700488 |
| #\* | Mesoblast Ltd. (MSB <br> AU)<br>| 173604 | 283721 |
| \* | Metals X Ltd. | 398484 | 219859 |
|  | Metcash Ltd. | 829804 | 2066978 |
| #\* | Michael Hill <br> International Ltd. <br> (MHJ AU)<br>| 39511 | 8790 |
| \* | Mineral Resources <br> Ltd.<br>| 49045 | 1548963 |
|  | Monadelphous Group <br> Ltd.<br>| 41359 | 628625 |
| # | Monash IVF Group <br> Ltd.<br>| 140227 | 63370 |
| # | Myer Holdings Ltd. | 540195 | 139439 |
|  | MyState Ltd. | 66355 | 193020 |
| \* | Nanosonics Ltd. | 23645 | 70812 |
|  | National Australia <br> Bank Ltd.<br>| 393585 | 11221130 |
|  | Navigator Global <br> Investments Ltd.<br>| 117612 | 191513 |
|  | Netwealth Group Ltd. | 66300 | 1334483 |
|  | nib holdings Ltd. | 336506 | 1658501 |
| # | Nick Scali Ltd. | 24349 | 404481 |
|  | Northern Star <br> Resources Ltd.<br>| 118070 | 1903859 |
| \* | Nufarm Ltd. | 217872 | 296296 |
| \* | Nuix Ltd. | 62171 | 99249 |
|  | Objective Corp. Ltd. | 12027 | 145210 |
| #\* | OFX Group Ltd. | 91001 | 36684 |
| #\* | Omni Bridgeway Ltd. | 10760 | 11220 |
|  | Orica Ltd. | 135838 | 1975131 |
|  | Orora Ltd. | 462952 | 608975 |
|  | Pacific Current Group <br> Ltd.<br>| 18366 | 123534 |
| #\* | Paragon Care Ltd. | 56430 | 11820 |
|  | Peet Ltd. | 185175 | 231606 |
|  | Perenti Ltd. | 657127 | 1163870 |
|  | Perpetual Ltd. | 32767 | 410999 |
|  | Perseus Mining Ltd. | 702513 | 2229754 |
| \* | PEXA Group Ltd. | 64718 | 640792 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| #\* | Pilbara Minerals Ltd. | 599586 | $1290179 |
|  | Pinnacle Investment <br> Management Group <br> Ltd.<br>| 5059 | 65146 |
| # | Praemium Ltd. | 78103 | 46639 |
|  | Premier Investments <br> Ltd.<br>| 43618 | 507748 |
|  | Pro Medicus Ltd. | 31434 | 5397371 |
| # | Propel Funeral <br> Partners Ltd.<br>| 4529 | 14858 |
| # | PWR Holdings Ltd. | 14264 | 79327 |
|  | QBE Insurance Group <br> Ltd.<br>| 500838 | 6498160 |
|  | Ramelius Resources <br> Ltd.<br>| 323594 | 700059 |
| # | Ramsay Health Care <br> Ltd.<br>| 28561 | 599210 |
|  | REA Group Ltd. | 18274 | 2546243 |
| \* | ReadyTech Holdings <br> Ltd.<br>| 14937 | 21401 |
| # | Reece Ltd. | 46136 | 352195 |
|  | Regis Resources Ltd. | 370569 | 1555650 |
|  | Reliance Worldwide <br> Corp. Ltd.<br>| 253965 | 688633 |
| \* | Resolute Mining Ltd. | 353804 | 220207 |
|  | Rio Tinto Ltd. | 7794 | 676724 |
| \* | RPMGlobal Holdings <br> Ltd.<br>| 69599 | 221584 |
| \* | Sandfire Resources <br> Ltd.<br>| 218869 | 2318153 |
|  | SEEK Ltd. | 85191 | 1507633 |
|  | Servcorp Ltd. | 16465 | 79497 |
|  | Service Stream Ltd. | 250257 | 371269 |
| #\* | Seven West Media <br> Ltd.<br>| 342179 | 30791 |
|  | Shaver Shop Group <br> Ltd.<br>| 39601 | 36553 |
| # | Sigma Healthcare <br> Ltd.<br>| 1828981 | 3718435 |
|  | Sims Ltd. (SGM AU) | 83375 | 869758 |
|  | Sims Ltd. (SMSMY <br> US), Sponsored <br> ADR<br>| 419 | 4320 |
|  | SmartGroup Corp. <br> Ltd.<br>| 114263 | 610823 |
|  | Sonic Healthcare Ltd. | 81634 | 1129863 |
|  | Southern Cross <br> Electrical <br> Engineering Ltd.<br>| 44132 | 70948 |
| # | Southern Cross Media <br> Group Ltd.<br>| 99044 | 54703 |
|  | SRG Global Ltd. | 156242 | 280951 |
| #\* | St Barbara Ltd. | 265679 | 89411 |
|  | Steadfast Group Ltd. | 344133 | 1260667 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | Suncorp Group Ltd. | 226030 | $2901525 |
|  | Super Retail Group <br> Ltd.<br>| 68217 | 712960 |
| # | Supply Network Ltd. | 537 | 12384 |
| #\* | Syrah Resources Ltd. | 86857 | 19308 |
|  | Tabcorp Holdings Ltd. | 865469 | 601406 |
|  | Technology One Ltd. | 148017 | 3564846 |
| #\* | Telix Pharmaceuticals <br> Ltd.<br>| 6777 | 71712 |
| \* | Temple & Webster <br> Group Ltd.<br>| 6467 | 100508 |
|  | Transurban Group | 226449 | 2142590 |
| # | Treasury Wine <br> Estates Ltd.<br>| 140029 | 548479 |
| \* | Tyro Payments Ltd. | 162309 | 117795 |
|  | Universal Store <br> Holdings Ltd.<br>| 2327 | 13498 |
| \* | Vault Minerals Ltd. | 1602607 | 761900 |
|  | Ventia Services Group <br> Pty. Ltd.<br>| 377683 | 1414635 |
| Ω | Viva Energy Group <br> Ltd.<br>| 546951 | 656524 |
|  | Vulcan Steel Ltd. | 2582 | 12239 |
| \* | WEB Travel Group <br> Ltd.<br>| 85511 | 233298 |
| #\* | Webjet Group Ltd. | 105200 | 57781 |
|  | Wesfarmers Ltd. | 115152 | 6320227 |
| \* | West African <br> Resources Ltd.<br>| 230109 | 190059 |
|  | Westgold Resources <br> Ltd.<br>| 242539 | 835627 |
|  | Westpac Banking <br> Corp.<br>| 395631 | 10011230 |
|  | WiseTech Global Ltd. | 28854 | 1301372 |
|  | Woolworths Group <br> Ltd.<br>| 173975 | 3232281 |
|  | Worley Ltd. | 167720 | 1566336 |
| \* | Xero Ltd. | 47714 | 4513992 |
| # | XRF Scientific Ltd. | 27486 | 37529 |
| \* | Zip Co. Ltd. | 222234 | 558433 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | 216938753 |
| AUSTRIA — (0.4%) | AUSTRIA — (0.4%) | AUSTRIA — (0.4%) | AUSTRIA — (0.4%) |
|  | ANDRITZ AG | 28047 | 2120517 |
| Ω | BAWAG Group AG | 38902 | 5027354 |
|  | CA Immobilien <br> Anlagen AG<br>| 7538 | 209531 |
| \* | CPI Europe AG | 8306 | 161917 |
|  | DO & Co. AG | 1810 | 431770 |
|  | Erste Group Bank AG | 47996 | 4971851 |
| \* | Eurotelesites AG | 18802 | 104898 |
|  | EVN AG | 6689 | 195198 |
| \* | FACC AG | 4000 | 40384 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) |
| \* | Immofinanz AG (IIA <br> AV)<br>| 25523 | $0 |
|  | Oesterreichische Post <br> AG<br>| 10366 | 358332 |
|  | Palfinger AG | 6724 | 251890 |
|  | Porr AG | 8733 | 277163 |
|  | Raiffeisen Bank <br> International AG<br>| 27193 | 1013760 |
|  | SBO AG | 4966 | 164634 |
|  | Strabag SE (STR AV) | 2037 | 159365 |
|  | Telekom Austria AG | 31026 | 329957 |
| \* | UBM Development <br> AG<br>| 2066 | 57145 |
|  | UNIQA Insurance <br> Group AG<br>| 47884 | 703482 |
|  | Verbund AG | 15436 | 1191353 |
|  | Vienna Insurance <br> Group AG Wiener <br> Versicherung <br> Gruppe<br>| 11240 | 576522 |
|  | Wienerberger AG | 14056 | 417247 |
|  | Zumtobel Group AG | 11802 | 50794 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | 18815064 |
| BELGIUM — (0.8%) | BELGIUM — (0.8%) | BELGIUM — (0.8%) | BELGIUM — (0.8%) |
| \* | Argenx SE (ARGX <br> BB)<br>| 3256 | 2664929 |
| \* | Argenx SE (ARGX <br> US), ADR<br>| 4228 | 3460618 |
| # | Azelis Group NV | 76141 | 900344 |
|  | Barco NV | 18894 | 269464 |
|  | Bekaert SA | 14482 | 604953 |
| \* | bpost SA | 53034 | 128671 |
|  | Cie <br> d'Entreprises CFE<br>| 3294 | 34002 |
|  | Colruyt Group NV | 32915 | 1229244 |
|  | Deceuninck NV | 20459 | 48696 |
|  | D'ieteren Group | 6164 | 1125995 |
|  | Econocom Group SA <br> NV<br>| 47983 | 94587 |
|  | Elia Group SA | 15657 | 1887112 |
|  | EVS Broadcast <br> Equipment SA<br>| 5830 | 243760 |
|  | Fagron | 36632 | 870464 |
| \* | Galapagos NV (GLPG <br> BB)<br>| 9005 | 285439 |
| \* | Galapagos NV (GLPG <br> NA)<br>| 8177 | 260337 |
|  | Gimv NV | 14409 | 778059 |
| \* | Hyloris <br> Pharmaceuticals <br> SA<br>| 1301 | 8876 |
| \* | Immobel SA | 2162 | 61754 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) |
| # | Ion Beam <br> Applications<br>| 5863 | $73814 |
|  | KBC Group NV | 64081 | 7709547 |
| # | Lotus Bakeries NV | 173 | 1509365 |
|  | Melexis NV | 6028 | 433853 |
|  | Proximus SADP | 37627 | 323207 |
| # | Recticel SA | 13767 | 135625 |
|  | Syensqo SA | 11109 | 917007 |
|  | Tessenderlo Group <br> SA<br>| 8253 | 249299 |
|  | UCB SA | 33374 | 8581856 |
|  | Umicore SA | 33538 | 638650 |
|  | Van de Velde NV | 2854 | 99519 |
|  | VGP NV | 3510 | 405497 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | 36034543 |
| BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) |
| \* | Aura Minerals, Inc. | 2700 | 87291 |
| CANADA — (10.5%) | CANADA — (10.5%) | CANADA — (10.5%) | CANADA — (10.5%) |
| \* | 5N Plus, Inc. | 56299 | 805218 |
|  | Acadian Timber Corp. | 3700 | 37803 |
| \* | ACT Energy <br> Technologies Ltd.<br>| 11457 | 43295 |
| # | ADENTRA, Inc. | 10229 | 256500 |
|  | Aecon Group, Inc. | 17217 | 379558 |
|  | AG Growth <br> International, Inc.<br>| 4323 | 111207 |
|  | AGF Management <br> Ltd., Class B<br>| 16300 | 162471 |
|  | Agnico Eagle Mines <br> Ltd. (AEM CN)<br>| 4051 | 651521 |
|  | Agnico Eagle Mines <br> Ltd. (AEM US)<br>| 75659 | 12166745 |
| #\* | Aimia, Inc. | 19431 | 38584 |
| # | AirBoss of America <br> Corp.<br>| 3500 | 11554 |
|  | Alamos Gold, Inc. <br> (AGI CN), Class A<br>| 24882 | 767101 |
| # | Alamos Gold, Inc. <br> (AGI US), Class A<br>| 148317 | 4566680 |
| \* | Allied Gold Corp. | 5939 | 90363 |
|  | AltaGas Ltd. | 84197 | 2471492 |
|  | Altus Group Ltd. | 10457 | 429598 |
|  | Amerigo Resources <br> Ltd.<br>| 17500 | 38180 |
|  | Andrew Peller Ltd., <br> Class A<br>| 8700 | 30891 |
| \* | Aritzia, Inc. | 44981 | 3141983 |
| \* | Arizona Sonoran <br> Copper Co., Inc.<br>| 9500 | 26755 |
|  | Atco Ltd., Class I | 26256 | 989362 |
|  | AtkinsRealis Group, <br> Inc.<br>| 68615 | 4838836 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| #\* | ATS Corp. (ATS CN) | 21121 | $580976 |
| \* | AutoCanada, Inc. | 2455 | 44267 |
|  | B2Gold Corp. (BTG <br> US)<br>| 132950 | 583650 |
|  | B2Gold Corp. (BTO <br> CN)<br>| 69987 | 306387 |
| \* | Ballard Power <br> Systems, Inc. <br> (BLDP CN)<br>| 1927 | 6856 |
| #\* | Ballard Power <br> Systems, Inc. <br> (BLDP US)<br>| 77180 | 275533 |
|  | Bank of Montreal <br> (BMO CN)<br>| 40616 | 5045471 |
|  | Bank of Montreal <br> (BMO US)<br>| 67757 | 8414064 |
| # | Bank of Nova Scotia <br> (BNS CN)<br>| 100854 | 6614780 |
|  | Bank of Nova Scotia <br> (BNS US)<br>| 75921 | 4980418 |
| #\* | Bausch & Lomb <br> Corp.<br>| 4972 | 74282 |
| \* | Bausch Health Cos., <br> Inc. (BHC CN)<br>| 4900 | 34517 |
| \* | Bausch Health Cos., <br> Inc. (BHC US)<br>| 57650 | 404703 |
| # | BCE, Inc. (BCE US) | 21361 | 488312 |
| # | Bird Construction, <br> Inc.<br>| 35657 | 765740 |
|  | Black Diamond Group <br> Ltd.<br>| 19500 | 207854 |
| #\* | BlackBerry Ltd. | 103951 | 507281 |
|  | BMTC Group, Inc. | 1803 | 16712 |
| \* | Bombardier, Inc. <br> (BBD/A CN), <br> Class A<br>| 1100 | 152261 |
| \* | Bombardier, Inc. <br> (BBD/B CN), <br> Class B<br>| 35712 | 4989826 |
| # | Boralex, Inc., Class A | 42326 | 849809 |
|  | Boyd Group, Inc. | 7192 | 1148782 |
| \* | Bragg Gaming Group, <br> Inc.<br>| 7442 | 17712 |
|  | Brookfield Corp. (BN <br> US)<br>| 232436 | 10703655 |
| # | Brookfield <br> Infrastructure Corp., <br> Class A<br>| 30680 | 1390096 |
| # | Brookfield Renewable <br> Corp.<br>| 23600 | 1020936 |
|  | Brookfield Wealth <br> Solutions Ltd.<br>| 1656 | 76292 |
| # | BRP, Inc. (DOO CN) | 8687 | 544923 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | BRP, Inc. (DOOO <br> US)<br>| 2100 | $131922 |
| \* | CAE, Inc. (CAE US) | 78330 | 2197940 |
| \* | Calfrac Well Services <br> Ltd.<br>| 21100 | 46035 |
|  | Calian Group Ltd. | 3442 | 123932 |
|  | Cameco Corp. (CCJ <br> US)<br>| 39737 | 4061519 |
|  | Canaccord Genuity <br> Group, Inc.<br>| 33549 | 281299 |
| \* | Canada Goose <br> Holdings, Inc. <br> (GOOS CN)<br>| 14965 | 208382 |
|  | Canadian Imperial <br> Bank of Commerce <br> (CM CN)<br>| 74337 | 6159283 |
| # | Canadian Imperial <br> Bank of Commerce <br> (CM US)<br>| 59989 | 4971288 |
| # | Canadian Tire Corp. <br> Ltd., Class A<br>| 23303 | 2672480 |
|  | Canadian Utilities Ltd., <br> Class A<br>| 37735 | 1056811 |
| \* | Canfor Corp. | 24048 | 209694 |
|  | Cascades, Inc. | 30019 | 237789 |
|  | CCL Industries, Inc., <br> Class B<br>| 78499 | 4378997 |
| \* | Celestica, Inc. (CLS <br> CN)<br>| 10522 | 3622515 |
| \* | Celestica, Inc. (CLS <br> US)<br>| 33617 | 11580384 |
|  | Centerra Gold, Inc. | 114460 | 1340823 |
|  | CES Energy Solutions <br> Corp.<br>| 162478 | 1113268 |
|  | CGI, Inc. (GIB US) | 41426 | 3604062 |
|  | CGI, Inc. (GIBA CN) | 14620 | 1272338 |
| \* | Cipher <br> Pharmaceuticals, <br> Inc.<br>| 6600 | 69645 |
|  | Cogeco <br> Communications, <br> Inc.<br>| 5125 | 233348 |
|  | Cogeco, Inc. | 1429 | 59736 |
| \* | Colabor Group, Inc. | 30300 | 5509 |
|  | Colliers International <br> Group, Inc. (CIGI <br> CN)<br>| 1837 | 293058 |
|  | Colliers International <br> Group, Inc. (CIGI <br> US)<br>| 20322 | 3241969 |
|  | Computer Modelling <br> Group Ltd.<br>| 30323 | 115018 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Constellation <br> Software, Inc.<br>| 3958 | $10416238 |
|  | Corby Spirit & Wine <br> Ltd.<br>| 4000 | 39129 |
|  | Definity Financial <br> Corp.<br>| 51172 | 2380645 |
|  | dentalcorp Holdings <br> Ltd.<br>| 3404 | 26454 |
| \* | Descartes Systems <br> Group, Inc. (DSG <br> CN)<br>| 600 | 52991 |
| \* | Descartes Systems <br> Group, Inc. (DSGX <br> US)<br>| 14620 | 1289630 |
| \* | Docebo, Inc. | 3240 | 81199 |
|  | Dollarama, Inc. | 68197 | 8864565 |
|  | Doman Building <br> Materials Group <br> Ltd.<br>| 38876 | 246137 |
| \* | Dorel Industries, Inc., <br> Class B<br>| 9728 | 12485 |
|  | DPM Metals, Inc. | 40986 | 876675 |
|  | DREAM Unlimited <br> Corp., Class A<br>| 11846 | 157012 |
| # | Dye & Durham Ltd. | 8956 | 32885 |
|  | Dynacor Group, Inc. | 4300 | 13919 |
|  | E-L Financial Corp. <br> Ltd.<br>| 60000 | 695590 |
| \* | Eldorado Gold Corp. <br> (EGO US)<br>| 56162 | 1439994 |
| \* | Eldorado Gold Corp. <br> (ELD CN)<br>| 36946 | 946980 |
| \* | Electrovaya, Inc. | 1953 | 12636 |
|  | Element Fleet <br> Management Corp.<br>| 327791 | 8841277 |
|  | Empire Co. Ltd., <br> Class A<br>| 79878 | 2713762 |
| # | Enbridge, Inc. (ENB <br> CN)<br>| 857 | 39974 |
| # | Enbridge, Inc. (ENB <br> US)<br>| 135809 | 6331416 |
|  | Endeavour Mining <br> PLC<br>| 67055 | 2686390 |
| \* | Endeavour Silver <br> Corp. (EDR CN)<br>| 13 | 107 |
|  | Enerflex Ltd. (EFX <br> CN)<br>| 44158 | 555694 |
|  | Enerflex Ltd. (EFXT <br> US)<br>| 37818 | 476129 |
|  | Enghouse Systems <br> Ltd.<br>| 12673 | 188033 |
| \* | Ensign Energy <br> Services, Inc.<br>| 14114 | 25862 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| # | EQB, Inc. | 16583 | $1057845 |
| \* | Equinox Gold Corp. <br> (EQX CN)<br>| 2987 | 32817 |
| \* | Equinox Gold Corp. <br> (EQX US)<br>| 116340 | 1276250 |
| #\* | ERO Copper Corp. <br> (ERO CN)<br>| 27628 | 589967 |
| \* | ERO Copper Corp. <br> (ERO US)<br>| 17892 | 381994 |
|  | Evertz Technologies <br> Ltd.<br>| 8130 | 74312 |
| # | Extendicare, Inc. | 19675 | 225290 |
|  | Fairfax Financial <br> Holdings Ltd.<br>| 2624 | 4260158 |
|  | Finning International, <br> Inc.<br>| 84789 | 4585395 |
| \* | Firan Technology <br> Group Corp.<br>| 8000 | 62287 |
| # | First Majestic Silver <br> Corp. (AG US)<br>| 33317 | 425458 |
|  | First Majestic Silver <br> Corp. (FR CN)<br>| 37 | 473 |
|  | FirstService Corp. <br> (FSV CN)<br>| 1298 | 206618 |
|  | FirstService Corp. <br> (FSV US)<br>| 10383 | 1655154 |
| \* | Foraco International <br> SA<br>| 33964 | 50127 |
| \* | Fortuna Mining Corp. <br> (FSM US)<br>| 110451 | 913430 |
| \* | Fortuna Mining Corp. <br> (FVI CN)<br>| 34368 | 284001 |
| \* | Galiano Gold, Inc. | 52 | 125 |
| \* | GDI Integrated Facility <br> Services, Inc.<br>| 2338 | 49175 |
|  | George Weston Ltd. | 53280 | 3239612 |
|  | Gibson Energy, Inc. | 126457 | 2155778 |
| \* | GoGold Resources, <br> Inc.<br>| 60171 | 109827 |
|  | Great-West Lifeco, <br> Inc.<br>| 35564 | 1507708 |
| \* | Haivision Systems, <br> Inc.<br>| 6900 | 25238 |
|  | Hammond <br> Manufacturing Co. <br> Ltd., Class A<br>| 600 | 4800 |
|  | Hammond Power <br> Solutions, Inc.<br>| 4267 | 651056 |
|  | High Liner Foods, <br> Inc.<br>| 6336 | 76617 |
|  | Hudbay Minerals, Inc. <br> (HBM CN)<br>| 83923 | 1345119 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Hudbay Minerals, Inc. <br> (HBM US)<br>| 125149 | $2002384 |
| Ω | Hydro One Ltd. | 73989 | 2728923 |
|  | iA Financial Corp., <br> Inc.<br>| 33571 | 3962793 |
| \* | IAMGOLD Corp. (IAG <br> US)<br>| 33494 | 387861 |
| \* | IAMGOLD Corp. (IMG <br> CN)<br>| 91446 | 1058845 |
|  | IGM Financial, Inc. | 48909 | 1881317 |
| \* | Illumin Holdings, Inc. | 8200 | 7074 |
|  | Information Services <br> Corp.<br>| 9243 | 244560 |
|  | Intact Financial Corp. | 37600 | 7013859 |
| \* | Interfor Corp. | 20625 | 116319 |
| Ω | Jamieson Wellness, <br> Inc.<br>| 7771 | 192924 |
| \* | K92 Mining, Inc. | 98472 | 1309403 |
|  | K-Bro Linen, Inc. | 2722 | 73069 |
|  | Keyera Corp. | 87786 | 2591864 |
| \* | Kinaxis, Inc. | 1320 | 159844 |
|  | Kinross Gold Corp. (K <br> CN)<br>| 140151 | 3259581 |
|  | Kinross Gold Corp. <br> (KGC US)<br>| 147109 | 3418813 |
|  | KP Tissue, Inc. | 2300 | 15464 |
| # | Labrador Iron Ore <br> Royalty Corp.<br>| 47201 | 973938 |
| \* | Laramide Resources <br> Ltd.<br>| 9500 | 4809 |
|  | Lassonde Industries, <br> Inc., Class A<br>| 700 | 108986 |
|  | Laurentian Bank of <br> Canada<br>| 19325 | 458823 |
|  | Leon's Furniture Ltd. | 4545 | 94656 |
| #\* | Lightspeed <br> Commerce, Inc. <br> (LSPD US)<br>| 84915 | 1018980 |
|  | Linamar Corp. | 6500 | 351984 |
|  | Loblaw Cos. Ltd. | 128775 | 5117777 |
| #\* | Lucara Diamond <br> Corp.<br>| 91530 | 11747 |
|  | Lundin Gold, Inc. | 86829 | 5902923 |
|  | Lundin Mining Corp. | 276572 | 4448657 |
|  | Magna International, <br> Inc. (MG CN)<br>| 2100 | 99209 |
|  | Magna International, <br> Inc. (MGA US)<br>| 56777 | 2680442 |
|  | Mainstreet Equity <br> Corp.<br>| 800 | 107667 |
| \* | Major Drilling Group <br> International, Inc.<br>| 38043 | 334983 |
|  | Martinrea <br> International, Inc.<br>| 11800 | 85142 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| \* | Mattr Corp. | 33516 | $261427 |
|  | McCoy Global, Inc. | 4013 | 10071 |
| \* | MDA Space Ltd. | 23824 | 465082 |
| \* | Medexus <br> Pharmaceuticals, <br> Inc.<br>| 6500 | 12976 |
|  | Medical Facilities <br> Corp.<br>| 5000 | 51513 |
|  | Melcor Developments <br> Ltd.<br>| 6227 | 65487 |
|  | Metro, Inc. | 85325 | 5687501 |
|  | Morguard Corp. | 853 | 70749 |
|  | MTY Food Group, <br> Inc.<br>| 3609 | 87076 |
|  | National Bank of <br> Canada<br>| 91159 | 10184723 |
|  | Neo Performance <br> Materials, Inc.<br>| 12000 | 165470 |
| \* | New Gold, Inc. (NGD <br> CN)<br>| 439237 | 3235049 |
| \* | New Gold, Inc. (NGD <br> US)<br>| 34676 | 254522 |
| \* | NFI Group, Inc. | 3296 | 33699 |
|  | North West Co., Inc. | 29605 | 960413 |
|  | Nutrien Ltd. (NTR <br> US)<br>| 64810 | 3528904 |
|  | OceanaGold Corp. | 121371 | 2714640 |
|  | Onex Corp. | 20547 | 1787269 |
|  | Open Text Corp. <br> (OTEX CN)<br>| 24170 | 927302 |
|  | Open Text Corp. <br> (OTEX US)<br>| 66381 | 2545711 |
|  | OR Royalties, Inc. <br> (OR CN)<br>| 504 | 16171 |
|  | OR Royalties, Inc. <br> (OR US)<br>| 1372 | 43877 |
| \* | Orla Mining Ltd. <br> (ORLA US)<br>| 16751 | 172870 |
|  | Pan American Silver <br> Corp. (PAAS CN)<br>| 43283 | 1524507 |
|  | Pan American Silver <br> Corp. (PAAS US)<br>| 101572 | 3576364 |
|  | Parkland Corp. | 89843 | 2559714 |
|  | Pason Systems, Inc. | 43310 | 369010 |
|  | Pet Valu Holdings <br> Ltd.<br>| 6352 | 157605 |
|  | PHX Energy Services <br> Corp.<br>| 36100 | 196130 |
| # | Pollard Banknote Ltd. | 2929 | 42310 |
| \* | Precision Drilling <br> Corp. (PD CN)<br>| 1462 | 87724 |
| \* | Precision Drilling <br> Corp. (PDS US)<br>| 8106 | 485633 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| # | Premium Brands <br> Holdings Corp.<br>| 14068 | $969930 |
|  | Pulse Seismic, Inc. | 6600 | 13835 |
| #\* | Quarterhill, Inc. | 42151 | 32758 |
|  | Quebecor, Inc., <br> Class B<br>| 88894 | 2835633 |
|  | RB Global, Inc. (RBA <br> US)<br>| 28575 | 2835211 |
|  | Restaurant Brands <br> International, Inc. <br> (QSR CN)<br>| 5770 | 378976 |
|  | Restaurant Brands <br> International, Inc. <br> (QSR US)<br>| 55646 | 3655386 |
|  | Richelieu Hardware <br> Ltd.<br>| 20050 | 549658 |
|  | Rogers <br> Communications, <br> Inc. (RCI US), <br> Class B<br>| 41011 | 1605171 |
| # | Rogers <br> Communications, <br> Inc. (RCIB CN), <br> Class B<br>| 49847 | 1950805 |
|  | Royal Bank of Canada <br> (RY CN)<br>| 133492 | 19556238 |
|  | Royal Bank of Canada <br> (RY US)<br>| 123085 | 18031952 |
|  | Russel Metals, Inc. | 31041 | 960743 |
| \* | Sangoma <br> Technologies Corp.<br>| 3900 | 20493 |
|  | Savaria Corp. | 18711 | 293629 |
| #\* | Seabridge Gold, Inc. <br> (SA US)<br>| 13747 | 327591 |
|  | Secure Waste <br> Infrastructure Corp.<br>| 211260 | 2637455 |
| \* | Shopify, Inc. (SHOP <br> US), Class A<br>| 103293 | 17958521 |
| # | Sienna Senior Living, <br> Inc.<br>| 22839 | 311674 |
| \* | SNDL, Inc. | 4981 | 10709 |
| \* | Source Energy <br> Services Ltd.<br>| 1500 | 13165 |
|  | South Bow Corp. | 19259 | 499386 |
| Ω | Spin Master Corp. | 8551 | 126995 |
|  | Sprott, Inc. (SII CN) | 1170 | 96066 |
|  | Sprott, Inc. (SII US) | 5108 | 418601 |
| \* | SSR Mining, Inc. <br> (SSRM CN)<br>| 9024 | 204022 |
| \* | SSR Mining, Inc. <br> (SSRM US)<br>| 24249 | 547057 |
|  | Stantec, Inc. (STN <br> CN)<br>| 23133 | 2561775 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Stantec, Inc. (STN <br> US)<br>| 19321 | $2142312 |
|  | Stella-Jones, Inc. | 22858 | 1297441 |
|  | StorageVault Canada, <br> Inc.<br>| 41557 | 146667 |
|  | Sun Life Financial, <br> Inc. (SLF CN)<br>| 68450 | 4163466 |
|  | Sun Life Financial, <br> Inc. (SLF US)<br>| 77593 | 4722310 |
|  | Superior Plus Corp. | 86623 | 492853 |
|  | Supremex, Inc. | 7100 | 18629 |
|  | Sylogist Ltd. | 9900 | 47645 |
|  | Taiga Building <br> Products Ltd.<br>| 5000 | 12299 |
| \* | Taseko Mines Ltd. <br> (TGB US)<br>| 21700 | 98301 |
| \* | Taseko Mines Ltd. <br> (TKO CN)<br>| 35700 | 161631 |
|  | TELUS Corp. | 23749 | 347290 |
| \* | TELUS International <br> CDA, Inc.<br>| 2800 | 12600 |
| # | TerraVest Industries, <br> Inc.<br>| 8657 | 838079 |
|  | TFI International, Inc. <br> (TFII CN)<br>| 12211 | 1097340 |
|  | TFI International, Inc. <br> (TFII US)<br>| 1281 | 114944 |
| # | Thomson Reuters <br> Corp. (TRI US)<br>| 21647 | 3313290 |
|  | Timbercreek Financial <br> Corp.<br>| 26630 | 126073 |
|  | TMX Group Ltd. | 73300 | 2703511 |
| \* | Torex Gold <br> Resources, Inc.<br>| 49388 | 2040241 |
|  | Toromont Industries <br> Ltd.<br>| 37399 | 4493320 |
|  | Toronto-Dominion <br> Bank (TD CN)<br>| 92172 | 7568021 |
|  | Toronto-Dominion <br> Bank (TD US)<br>| 130774 | 10740469 |
|  | Total Energy Services, <br> Inc.<br>| 27509 | 276550 |
|  | Transcontinental, Inc., <br> Class A<br>| 37833 | 531127 |
|  | Trican Well Service <br> Ltd.<br>| 87285 | 326724 |
|  | Triple Flag Precious <br> Metals Corp. (TFPM <br> CN)<br>| 1100 | 30548 |
|  | Triple Flag Precious <br> Metals Corp. (TFPM <br> US)<br>| 18862 | 523610 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| \* | Trisura Group Ltd. <br> (TSU CN)<br>| 17381 | $478967 |
|  | VersaBank (VBNK <br> US)<br>| 3158 | 37485 |
| \*†† | Victoria Gold <br> Corp./Vancouver<br>| 1006 | 65 |
| \* | Vitalhub Corp. | 6517 | 50926 |
|  | Wajax Corp. | 10700 | 189732 |
| \* | Wall Financial Corp. | 1000 | 11258 |
| \* | Well Health <br> Technologies Corp.<br>| 84882 | 317729 |
| \* | Wesdome Gold Mines <br> Ltd.<br>| 103095 | 1555374 |
|  | West Fraser Timber <br> Co. Ltd. (WFG CN)<br>| 24293 | 1482643 |
| \* | Western Forest <br> Products, Inc.<br>| 3619 | 30783 |
| # | Wheaton Precious <br> Metals Corp. (WPM <br> US)<br>| 49186 | 4747433 |
|  | Winpak Ltd. | 12300 | 377274 |
|  | WSP Global, Inc. | 28196 | 5390521 |
|  | Yellow Pages Ltd. | 3240 | 25411 |
| TOTAL CANADA | TOTAL CANADA |  | 447274721 |
| CHINA — (0.0%) | CHINA — (0.0%) | CHINA — (0.0%) | CHINA — (0.0%) |
|  | China Gold <br> International <br> Resources Corp. <br> Ltd. (CGG CN)<br>| 34632 | 586439 |
| \*†† | Hanfeng Evergreen, <br> Inc.<br>| 2300 | 0 |
| TOTAL CHINA | TOTAL CHINA |  | 586439 |
| DENMARK — (2.6%) | DENMARK — (2.6%) | DENMARK — (2.6%) | DENMARK — (2.6%) |
| \* | ALK-Abello AS | 50170 | 1655029 |
|  | Alm Brand AS | 365365 | 1028247 |
| # | Ambu AS, Class B | 25166 | 391445 |
| \* | Bang & Olufsen AS | 49211 | 100604 |
| \* | Bavarian Nordic AS | 35701 | 1319093 |
|  | Carlsberg AS, <br> Class B<br>| 14189 | 1668336 |
| # | cBrain AS | 2987 | 69557 |
|  | Chemometec AS | 3546 | 433358 |
|  | Coloplast AS, Class B | 21866 | 1977657 |
|  | Columbus AS | 33734 | 50413 |
|  | Danske Bank AS | 165759 | 7408300 |
| #\* | Demant AS | 32010 | 1064977 |
| # | DSV AS | 32018 | 6832853 |
|  | FLSmidth & Co. AS | 25906 | 2017550 |
| \* | Genmab AS (GMAB <br> DC)<br>| 29737 | 8481819 |
| \* | GN Store Nord AS | 46267 | 810162 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |
|  | H Lundbeck AS <br> (HLUNA DC), <br> Class A<br>| 18301 | $103349 |
|  | H Lundbeck AS <br> (HLUNB DC)<br>| 124313 | 906631 |
| \* | H&H International AS, <br> Class B<br>| 5321 | 73090 |
| #\* | Huscompagniet AS | 3263 | 21775 |
|  | ISS AS | 59925 | 1888770 |
|  | Jeudan AS | 785 | 24874 |
|  | Jyske Bank AS | 21728 | 2553849 |
|  | Matas AS | 23541 | 467330 |
|  | MT Hoejgaard Holding <br> AS<br>| 299 | 19614 |
| \*Ω | Netcompany Group <br> AS<br>| 20047 | 1001711 |
| \* | Nilfisk Holding AS | 4726 | 78445 |
| \* | NKT AS | 27364 | 3063148 |
| \*Ω | NNIT AS | 3672 | 31367 |
| \* | North Media AS | 1395 | 10873 |
| # | Novo Nordisk AS <br> (NOVOB DC), <br> Class B<br>| 660210 | 32503241 |
|  | Novonesis <br> Novozymes B, <br> Class B<br>| 95623 | 5714393 |
| #\* | NTG Nordic Transport <br> Group AS<br>| 3176 | 89625 |
| \*Ω | Orsted AS | 87000 | 1558104 |
|  | Pandora AS | 40536 | 5424069 |
|  | Parken Sport & <br> Entertainment AS<br>| 758 | 16900 |
|  | Per Aarsleff Holding <br> AS<br>| 7791 | 884696 |
|  | Ringkjoebing <br> Landbobank AS<br>| 16083 | 3637375 |
|  | Royal Unibrew AS | 21210 | 1603056 |
| \* | RTX AS | 2621 | 43707 |
|  | Schouw & Co. AS | 4762 | 437828 |
|  | Solar AS, Class B | 3287 | 104294 |
|  | SP Group AS | 6285 | 283455 |
|  | Sparekassen <br> Sjaelland-Fyn AS<br>| 4968 | 258469 |
|  | Sydbank AS | 24097 | 2057191 |
|  | TCM Group AS | 3151 | 35087 |
| # | Tivoli AS | 528 | 48257 |
| \* | Trifork Group AG | 5690 | 75142 |
|  | Tryg AS | 111991 | 2760464 |
|  | Vestas Wind Systems <br> AS<br>| 252556 | 5165301 |
|  | Vestjysk Bank AS | 35503 | 38931 |
| \* | Zealand Pharma AS | 7878 | 623737 |
| TOTAL DENMARK | TOTAL DENMARK |  | 108917548 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (2.1%) | FINLAND — (2.1%) | FINLAND — (2.1%) | FINLAND — (2.1%) |
|  | Aktia Bank OYJ | 27365 | $337485 |
| # | Alandsbanken Abp, <br> Class B<br>| 263 | 13733 |
|  | Alma Media OYJ | 17897 | 305420 |
| # | Anora Group OYJ | 9982 | 36196 |
| # | Citycon OYJ | 13086 | 44433 |
|  | Digia OYJ | 6198 | 43295 |
|  | Elisa OYJ | 41065 | 1809497 |
| Ω | Enento Group OYJ | 9413 | 167353 |
| # | eQ OYJ | 1422 | 18029 |
|  | Evli OYJ, Class B | 498 | 12342 |
| # | Fiskars OYJ Abp | 3215 | 48475 |
|  | Fortum OYJ | 179611 | 4005311 |
|  | F-Secure OYJ | 43507 | 85904 |
|  | Gofore OYJ | 3493 | 56965 |
|  | Harvia OYJ | 6433 | 268858 |
|  | Hiab OYJ | 26891 | 1489230 |
|  | Huhtamaki OYJ | 44397 | 1492041 |
|  | Ilkka OYJ | 2760 | 12698 |
| \* | Incap OYJ | 1295 | 13955 |
|  | Kalmar OYJ, Class B | 26891 | 1114089 |
| # | Kamux Corp. | 10602 | 23783 |
|  | Kemira OYJ | 52787 | 1161802 |
|  | Kesko OYJ (KESKOA <br> FH), Class A<br>| 61177 | 1307656 |
|  | Kesko OYJ (KESKOB <br> FH), Class B<br>| 170498 | 3596589 |
| \* | Kojamo OYJ | 19972 | 242005 |
|  | Kone OYJ, Class B | 80307 | 5365554 |
|  | Konecranes OYJ | 35033 | 3458023 |
|  | Lassila & Tikanoja <br> OYJ<br>| 7150 | 81901 |
| \* | Lindex Group OYJ | 26585 | 82929 |
|  | Mandatum OYJ | 151337 | 1085429 |
|  | Marimekko OYJ | 15410 | 227156 |
| # | Metsa Board OYJ <br> (METSA FH), <br> Class A<br>| 133 | 728 |
| # | Metsa Board OYJ <br> (METSB FH), <br> Class B<br>| 34622 | 117446 |
| # | Metso OYJ | 353148 | 5791271 |
|  | Neste OYJ | 78027 | 1616771 |
| # | NoHo Partners OYJ | 1829 | 18818 |
| # | Nokia OYJ (NOK US), <br> Sponsored ADR<br>| 68512 | 473418 |
|  | Nokia OYJ (NOKIA <br> FH)<br>| 515756 | 3518125 |
|  | Nokia OYJ (NOKIA <br> FP)<br>| 4241 | 28777 |
| # | Nokian Renkaat OYJ | 31152 | 314145 |
|  | Nordea Bank Abp <br> (NDA FH)<br>| 891633 | 15252990 |
|  | Nordea Bank Abp <br> (NDA SS)<br>| 126848 | 2167535 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |
|  | Olvi OYJ, Class A | 3986 | $136030 |
| # | Oma Saastopankki <br> OYJ<br>| 2848 | 35986 |
|  | Oriola OYJ (OKDBV <br> FH), Class B<br>| 44057 | 59954 |
| # | Orion OYJ (ORNAV <br> FH), Class A<br>| 10006 | 700608 |
|  | Orion OYJ (ORNBV <br> FH), Class B<br>| 47289 | 3302331 |
|  | Outokumpu OYJ | 194622 | 837091 |
|  | Pihlajalinna OYJ | 7347 | 126223 |
|  | Ponsse OYJ | 4654 | 136274 |
|  | Puuilo OYJ | 30785 | 504068 |
| #\* | QT Group OYJ | 6824 | 279604 |
|  | Raisio OYJ, Class V | 46952 | 136129 |
| #\* | Remedy <br> Entertainment OYJ<br>| 787 | 12433 |
|  | Revenio Group OYJ | 8515 | 237661 |
|  | Sampo OYJ, Class A | 682230 | 7601675 |
|  | Sanoma OYJ | 38158 | 466386 |
|  | Scanfil OYJ | 6480 | 81724 |
|  | Stora Enso OYJ, <br> Class R<br>| 212273 | 2471739 |
|  | Taaleri PLC | 5611 | 46573 |
| # | Talenom OYJ | 4208 | 15321 |
| Ω | Terveystalo OYJ | 103507 | 1113519 |
|  | TietoEVRY OYJ | 43781 | 939692 |
| # | Tokmanni Group <br> Corp.<br>| 19181 | 189605 |
| # | UPM-Kymmene OYJ | 70205 | 1883761 |
|  | Vaisala OYJ, Class A | 13918 | 687198 |
| # | Valmet OYJ | 51181 | 1665361 |
|  | Wartsila OYJ Abp | 235487 | 7704458 |
| \* | WithSecure OYJ | 30765 | 60920 |
| #\* | YIT OYJ | 33194 | 112202 |
| TOTAL FINLAND | TOTAL FINLAND |  | 88852686 |
| FRANCE — (8.1%) | FRANCE — (8.1%) | FRANCE — (8.1%) | FRANCE — (8.1%) |
| #\* | 74Software SA | 7355 | 303387 |
|  | Aeroports de Paris <br> SA<br>| 13537 | 1857019 |
|  | Airbus SE | 93989 | 23174964 |
|  | AKWEL SADIR | 2084 | 26648 |
| \* | Alstom SA | 136727 | 3419211 |
| # | Altamir | 583 | 18443 |
|  | Alten SA | 13900 | 1144738 |
| Ω | Amundi SA | 28934 | 2144946 |
| #\*Ω | Aramis Group SAS | 7169 | 51933 |
|  | Arkema SA | 20253 | 1202272 |
|  | Assystem SA | 1932 | 96898 |
|  | Aubay | 2680 | 154557 |
|  | AXA SA | 200919 | 8717555 |
| Ω | Ayvens SA | 47593 | 634952 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| \* | Bastide le Confort <br> Medical<br>| 1130 | $32170 |
| # | Beneteau SACA | 13410 | 129259 |
|  | BioMerieux | 12372 | 1592903 |
|  | BNP Paribas SA | 110305 | 8543999 |
|  | Boiron SA | 1876 | 60758 |
|  | Bollore SE | 171523 | 955105 |
|  | Bouygues SA | 54320 | 2451902 |
|  | Bureau Veritas SA | 129551 | 4257361 |
|  | Capgemini SE | 38257 | 5885663 |
|  | Carrefour SA | 300378 | 4523977 |
|  | Catana Group | 7575 | 25508 |
|  | CBo Territoria | 19983 | 83840 |
| \* | Cegedim SA | 3604 | 47342 |
|  | Cie des Alpes | 7941 | 182171 |
| \* | Claranova SE | 19560 | 38083 |
| \* | Clariane SE | 28337 | 121825 |
|  | Coface SA | 53480 | 941905 |
|  | Credit Agricole SA | 185981 | 3357212 |
|  | Danone SA | 40271 | 3556599 |
|  | Dassault Aviation SA | 2624 | 845571 |
|  | Dassault Systemes <br> SE<br>| 80089 | 2279152 |
|  | Derichebourg SA | 35040 | 239026 |
|  | Edenred SE | 38355 | 1102482 |
|  | Eiffage SA | 38638 | 4754396 |
| \*Ω | Elior Group SA | 49414 | 159575 |
|  | Equasens | 164 | 7179 |
|  | EssilorLuxottica SA | 12823 | 4696022 |
|  | Esso SA Francaise | 1390 | 156284 |
|  | Eurazeo SE | 20491 | 1396828 |
|  | Eurofins Scientific SE | 32355 | 2281981 |
| Ω | Euronext NV | 14296 | 2043066 |
| #\* | Eutelsat <br> Communications <br> SACA<br>| 68601 | 265401 |
|  | Exel Industries SA, <br> Class A<br>| 353 | 13999 |
|  | FDJ UNITED | 65130 | 1897699 |
| \* | Figeac Aero | 664 | 9302 |
|  | Fnac Darty SA (FNAC <br> FP)<br>| 6683 | 218863 |
| \* | Forvia SE (1EO IM) | 2574 | 33112 |
| \* | Forvia SE (FRVIA <br> FP)<br>| 53603 | 686417 |
|  | Gaztransport Et <br> Technigaz SA<br>| 26974 | 5341659 |
|  | Getlink SE | 119809 | 2186900 |
|  | GL Events SACA | 4130 | 131895 |
|  | Groupe Crit SA | 1898 | 135711 |
|  | Groupe SFPI | 8310 | 16854 |
|  | Haulotte Group SA | 9012 | 21088 |
|  | Hermes International <br> SCA<br>| 7522 | 18612880 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| \* | ID Logistics Group <br> SACA<br>| 865 | $392871 |
|  | Imerys SA | 4002 | 98577 |
|  | Infotel SA | 2372 | 110180 |
|  | Interparfums SA | 15150 | 498346 |
|  | Ipsen SA | 19303 | 2712674 |
|  | IPSOS SA | 18582 | 712274 |
| # | Jacquet Metals SACA | 6987 | 141076 |
|  | JCDecaux SE | 22068 | 401516 |
|  | Kaufman & Broad SA | 9766 | 328646 |
|  | Kering SA | 10909 | 3873970 |
|  | Laurent-Perrier | 972 | 104869 |
| # | Lectra | 711 | 18856 |
|  | Legrand SA | 44730 | 7724321 |
|  | Linedata Services | 233 | 12050 |
|  | LISI SA | 2079 | 121777 |
|  | LNA Sante SA | 321 | 8950 |
|  | L'Oreal SA | 50782 | 21191903 |
| \* | Lumibird | 531 | 13301 |
|  | LVMH Moet Hennessy <br> Louis Vuitton SE<br>| 56239 | 39750996 |
| \*Ω | Maisons du Monde <br> SA<br>| 8847 | 20851 |
|  | Manitou BF SA | 3944 | 79216 |
|  | Metropole Television <br> SA<br>| 15263 | 210573 |
|  | Nexans SA | 15855 | 2232419 |
| #\* | Nexity SA | 16855 | 176420 |
|  | Oeneo SA | 5443 | 57971 |
|  | Opmobility | 8426 | 137627 |
|  | Orange SA (ORA FP) | 882909 | 14123334 |
|  | Pernod Ricard SA | 25387 | 2486416 |
| \* | Pierre Et Vacances <br> SA<br>| 19662 | 36844 |
|  | Pluxee NV | 27167 | 524799 |
|  | Publicis Groupe SA <br> (PUB FP)<br>| 76094 | 7626834 |
|  | Quadient SA | 11894 | 204713 |
| # | Remy Cointreau SA | 1112 | 55094 |
|  | Renault SA | 75063 | 2916887 |
|  | Rexel SA | 127326 | 4415026 |
|  | Robertet SA | 322 | 309037 |
|  | Rubis SCA | 41180 | 1495326 |
|  | SA d'Explosifs et de <br> Produits Chimiques<br>| 100 | 23290 |
|  | Safran SA | 54414 | 19334291 |
|  | Samse SACA | 200 | 28922 |
|  | Sanofi SA (SAN FP) | 114758 | 11609238 |
|  | Sartorius Stedim <br> Biotech<br>| 3208 | 767256 |
|  | Savencia SA | 246 | 17697 |
|  | Schneider Electric SE <br> (0NWV LI)<br>| 278 | 78637 |
|  | Schneider Electric SE <br> (SU FP)<br>| 54213 | 15446898 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | SCOR SE | 111660 | $3380146 |
|  | SEB SA | 5619 | 310921 |
|  | SES SA | 153657 | 1177377 |
| \*Ω | SMCP SA | 17880 | 125922 |
|  | Societe BIC SA | 7022 | 390715 |
|  | Societe des Bains de <br> Mer et du Cercle <br> des Etrangers a <br> Monaco<br>| 419 | 51712 |
|  | Societe Generale SA | 190730 | 12096212 |
| #\* | Solutions 30 SE | 17753 | 20426 |
|  | Sopra Steria Group | 8580 | 1335445 |
|  | SPIE SA | 67490 | 3434725 |
| # | Stef SA | 917 | 127913 |
|  | Sword Group | 3554 | 150390 |
|  | Synergie SE | 4886 | 189260 |
|  | Technip Energies NV | 94663 | 3846541 |
|  | Teleperformance SE | 19820 | 1415318 |
|  | Television Francaise 1 <br> SA<br>| 28402 | 259837 |
| # | TFF Group | 240 | 5147 |
|  | Thales SA | 18857 | 5377126 |
|  | Thermador Groupe | 3288 | 289517 |
| # | Tikehau Capital SCA | 14025 | 291328 |
|  | Trigano SA | 3683 | 612889 |
| \* | Ubisoft Entertainment <br> SA<br>| 22927 | 204692 |
|  | Valeo SE | 31621 | 437168 |
|  | Vallourec SACA | 86392 | 1610742 |
|  | Veolia Environnement <br> SA (VIE FP)<br>| 21512 | 710909 |
|  | Vetoquinol SA | 921 | 79203 |
|  | VIEL & Cie SA | 5994 | 121657 |
|  | Vinci SA | 79513 | 10632180 |
|  | Virbac SACA | 1494 | 610900 |
| \* | Viridien | 3122 | 382301 |
|  | Vivendi SE | 258056 | 929509 |
| #\* | Voltalia SA | 15424 | 126939 |
|  | VusionGroup | 1961 | 545062 |
| # | Wavestone | 1980 | 117825 |
| #\*Ω | Worldline SA | 44515 | 120685 |
| TOTAL FRANCE | TOTAL FRANCE |  | 343419855 |
| GERMANY — (7.0%) | GERMANY — (7.0%) | GERMANY — (7.0%) | GERMANY — (7.0%) |
| \* | 7C Solarparken AG | 18634 | 34170 |
|  | Adesso SE | 1280 | 138218 |
|  | adidas AG | 38730 | 7323160 |
|  | Adtran Networks SE | 4294 | 106943 |
|  | AIXTRON SE | 15048 | 241143 |
|  | All for One Group SE | 996 | 46848 |
|  | Allgeier SE | 3172 | 66870 |
|  | Allianz SE (ALV GR) | 37331 | 15001149 |
|  | Amadeus Fire AG | 3509 | 213412 |
| \* | Aroundtown SA | 195720 | 699398 |
|  | Atoss Software SE | 3950 | 529755 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| Ω | Aumann AG | 1641 | $23813 |
| \* | Aumovio SE | 15062 | 647573 |
|  | Aurubis AG | 16913 | 2205232 |
| \* | Basler AG | 1078 | 21630 |
|  | Bayerische Motoren <br> Werke AG<br>| 54402 | 5072706 |
| #\* | BayWa AG (BYW6 <br> GR)<br>| 7019 | 41726 |
|  | Bechtle AG | 41549 | 1756261 |
| # | Beiersdorf AG | 21721 | 2302730 |
|  | Bertrandt AG | 1819 | 41990 |
|  | Bijou Brigitte AG | 991 | 46501 |
|  | Bilfinger SE | 12322 | 1329452 |
|  | Borussia Dortmund <br> GmbH & Co. KGaA<br>| 25391 | 100362 |
| #\* | BRANICKS Group <br> AG<br>| 12592 | 28398 |
| # | Brenntag SE | 56836 | 3156599 |
| \*Ω | Brockhaus <br> Technologies AG<br>| 416 | 6184 |
|  | CANCOM SE (COK <br> GR)<br>| 10650 | 302954 |
|  | Carl Zeiss Meditec <br> AG<br>| 9586 | 486211 |
| \* | Ceconomy AG | 74997 | 383956 |
| #\* | CENIT AG | 2917 | 23751 |
|  | Cewe Stiftung & Co. <br> KGaA<br>| 3319 | 380296 |
|  | Commerzbank AG | 213718 | 7792795 |
|  | Continental AG | 30124 | 2301831 |
| \* | Covestro AG | 65635 | 4584323 |
| # | CTS Eventim AG & <br> Co. KGaA<br>| 27822 | 2492611 |
|  | Daimler Truck Holding <br> AG<br>| 168354 | 6748076 |
| #\*Ω | Delivery Hero SE | 1884 | 47853 |
| # | Deutsche Bank AG <br> (DB US)<br>| 41253 | 1475620 |
|  | Deutsche Bank AG <br> (DBK GR)<br>| 146878 | 5258257 |
| # | Deutsche Beteiligungs <br> AG<br>| 5305 | 145341 |
|  | Deutsche Boerse AG | 34209 | 8663086 |
|  | Deutsche EuroShop <br> AG<br>| 663 | 14177 |
| #Ω | Deutsche <br> Pfandbriefbank AG<br>| 65021 | 341981 |
|  | Deutsche Post AG | 182134 | 8368393 |
|  | Deutsche Telekom AG <br> (DTE GR)<br>| 337881 | 10465922 |
|  | Deutsche Wohnen <br> SE<br>| 9457 | 235695 |
|  | Deutz AG | 29062 | 288059 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | Draegerwerk AG & <br> Co. KGaA<br>| 1079 | $75986 |
|  | Duerr AG | 18847 | 439599 |
| Ω | DWS Group GmbH & <br> Co. KGaA<br>| 19199 | 1229112 |
|  | E.ON SE | 924938 | 17209744 |
|  | Elmos Semiconductor <br> SE<br>| 2017 | 190746 |
|  | ElringKlinger AG | 8425 | 39323 |
| # | Energiekontor AG | 1757 | 68555 |
|  | Evonik Industries AG | 77337 | 1296016 |
| \* | Evotec SE | 18382 | 149701 |
|  | Fabasoft AG | 3054 | 53131 |
|  | Fielmann Group AG | 7266 | 396822 |
|  | flatexDEGIRO AG | 39205 | 1487122 |
|  | FORTEC Elektronik <br> AG<br>| 383 | 5278 |
| #\* | Fraport AG Frankfurt <br> Airport Services <br> Worldwide<br>| 13920 | 1193149 |
|  | Freenet AG | 63008 | 1959413 |
|  | Fresenius Medical <br> Care AG (FME GR)<br>| 27130 | 1456535 |
|  | Fresenius SE & Co. <br> KGaA<br>| 51589 | 2968583 |
|  | Friedrich Vorwerk <br> Group SE<br>| 1576 | 169684 |
|  | FUCHS SE | 23091 | 819086 |
|  | GEA Group AG | 92131 | 6589911 |
|  | Gesco SE | 3348 | 61336 |
| # | GFT Technologies SE | 4517 | 92793 |
| \* | Grand City Properties <br> SA<br>| 16052 | 204395 |
|  | Hawesko Holding SE | 1210 | 29232 |
| #\* | Heidelberger <br> Druckmaschinen <br> AG<br>| 82259 | 185522 |
|  | Hella GmbH & Co. <br> KGaA<br>| 213 | 19827 |
| \* | HelloFresh SE | 40435 | 327789 |
|  | Henkel AG & Co. <br> KGaA<br>| 24186 | 1806053 |
| # | Hensoldt AG | 31479 | 3355587 |
|  | HOCHTIEF AG | 10134 | 2908851 |
|  | Hornbach Holding AG <br> & Co. KGaA<br>| 4368 | 437050 |
|  | HUGO BOSS AG | 20367 | 903581 |
|  | Indus Holding AG | 5742 | 148704 |
|  | Infineon Technologies <br> AG (IFX GR)<br>| 164614 | 6534006 |
|  | Init Innovation in <br> Traffic Systems SE<br>| 717 | 38649 |
| Ω | Instone Real Estate <br> Group SE<br>| 20009 | 191514 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| \* | IONOS Group SE | 11907 | $422891 |
|  | IVU Traffic <br> Technologies AG<br>| 4593 | 108609 |
|  | Jenoptik AG | 13495 | 304798 |
| Ω | JOST Werke SE | 6051 | 352529 |
|  | K&S AG | 15845 | 206419 |
| # | KION Group AG | 25987 | 1846491 |
|  | Kloeckner & Co. SE | 11670 | 74622 |
| \* | Knaus Tabbert AG | 2076 | 35971 |
|  | Knorr-Bremse AG | 39485 | 3673999 |
| \* | Koenig & Bauer AG | 3611 | 55413 |
| # | Kontron AG | 15395 | 402403 |
|  | Krones AG | 7777 | 1129597 |
|  | KWS Saat SE & Co. <br> KGaA<br>| 4116 | 317276 |
|  | Lanxess AG | 27636 | 658111 |
| # | Leifheit AG | 1957 | 33606 |
| \* | LPKF Laser & <br> Electronics SE<br>| 7573 | 57564 |
| \* | Medios AG | 515 | 7249 |
|  | Mercedes-Benz Group <br> AG<br>| 121399 | 7876918 |
|  | MLP SE | 28411 | 233181 |
|  | MTU Aero Engines <br> AG<br>| 12300 | 5375408 |
|  | Muenchener <br> Rueckversicherungs-Gesellschaft <br> AG in Muenchen<br>| 16890 | 10449740 |
|  | Mutares SE & Co. <br> KGaA<br>| 4664 | 148885 |
| # | Nagarro SE | 3351 | 186896 |
|  | Nemetschek SE | 27202 | 3143205 |
| \* | Nordex SE | 55299 | 1633020 |
|  | Norma Group SE | 4317 | 70049 |
| # | Patrizia SE | 20944 | 175383 |
| \* | Pentixapharm Holding <br> AG<br>| 5983 | 10626 |
|  | Pfeiffer Vacuum <br> Technology AG<br>| 1437 | 258345 |
|  | Puma SE (PUM GR) | 44039 | 936397 |
| \* | PVA TePla AG | 4827 | 147610 |
| \* | q.beyond AG | 35343 | 34747 |
| # | Qiagen NV | 62282 | 2921410 |
|  | Rational AG | 3199 | 2346781 |
|  | Rheinmetall AG | 7601 | 14941925 |
| # | RTL Group SA | 14060 | 542871 |
|  | SAF-Holland SE | 6396 | 104043 |
|  | SAP SE (SAP GR) | 86919 | 22605229 |
|  | SAP SE (SAP US), <br> Sponsored ADR<br>| 2854 | 742069 |
|  | Schaeffler AG | 37198 | 301787 |
| Ω | Scout24 SE | 15697 | 1815299 |
|  | Secunet Security <br> Networks AG<br>| 525 | 120606 |
| #\* | SFC Energy AG | 1752 | 31944 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | Siemens AG (SIE <br> GR)<br>| 74214 | $21032040 |
| \* | Siemens Energy AG | 113713 | 14166968 |
| Ω | Siemens Healthineers <br> AG<br>| 39183 | 2196205 |
|  | Sixt SE | 8425 | 740623 |
| \* | SMA Solar Technology <br> AG<br>| 3459 | 103740 |
| # | Stabilus SE | 4379 | 109933 |
|  | STRATEC SE | 2512 | 67950 |
|  | Stroeer SE & Co. <br> KGaA<br>| 11604 | 507723 |
|  | Surteco Group SE | 706 | 10078 |
|  | SUSS MicroTec SE | 8081 | 259685 |
| # | Symrise AG | 48255 | 3990640 |
|  | TAG Immobilien AG | 69452 | 1152967 |
| # | Takkt AG | 13480 | 70005 |
| \* | Talanx AG | 26514 | 3228644 |
| #\*Ω | TeamViewer SE | 49396 | 363587 |
|  | Technotrans SE | 1764 | 72511 |
|  | United Internet AG | 39002 | 1204063 |
|  | Verbio SE | 9842 | 174816 |
|  | Volkswagen AG | 2682 | 282902 |
|  | Vossloh AG | 2950 | 269049 |
|  | Wacker Chemie AG | 2649 | 208928 |
|  | Wacker Neuson SE | 12495 | 272064 |
|  | Washtec AG | 4132 | 196649 |
| \* | Westwing Group SE | 1169 | 15503 |
|  | Wuestenrot & <br> Wuerttembergische <br> AG<br>| 10291 | 167761 |
| \*Ω | Zalando SE | 84061 | 2355605 |
|  | Zeal Network SE | 1505 | 84388 |
| TOTAL GERMANY | TOTAL GERMANY |  | 297172745 |
| HONG KONG — (0.9%) | HONG KONG — (0.9%) | HONG KONG — (0.9%) | HONG KONG — (0.9%) |
|  | Aeon Credit Service <br> Asia Co. Ltd.<br>| 18000 | 17541 |
|  | AIA Group Ltd. | 1303600 | 12684979 |
|  | Analogue Holdings <br> Ltd.<br>| 192000 | 22205 |
| #\* | Apollo Future Mobility <br> Group Ltd.<br>| 86400 | 7675 |
|  | ASMPT Ltd. | 48400 | 509448 |
|  | Bank of East Asia <br> Ltd.<br>| 107200 | 184576 |
|  | Best Mart 360 <br> Holdings Ltd.<br>| 90000 | 24085 |
|  | BOC Hong Kong <br> Holdings Ltd.<br>| 282000 | 1385668 |
| Ω | Budweiser Brewing <br> Co. APAC Ltd.<br>| 171900 | 174366 |
|  | Build King Holdings <br> Ltd.<br>| 110000 | 21660 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | China Motor Bus Co. <br> Ltd.<br>| 800 | $6048 |
| \* | China Star <br> Entertainment Ltd.<br>| 130000 | 36316 |
|  | Chinese Estates <br> Holdings Ltd.<br>| 140000 | 23555 |
|  | Chow Sang Sang <br> Holdings <br> International Ltd.<br>| 138000 | 246934 |
|  | CK Asset Holdings <br> Ltd.<br>| 159823 | 790683 |
|  | C-Mer Medical <br> Holdings Ltd.<br>| 204000 | 47799 |
| #†† | Convoy, Inc. | 528000 | 2127 |
| \* | Cowell e Holdings, <br> Inc.<br>| 66000 | 262197 |
| Ω | Crystal International <br> Group Ltd.<br>| 100500 | 88091 |
| \* | CSC Holdings Ltd. | 12550000 | 54866 |
| \* | CSI Properties Ltd. | 966000 | 22353 |
|  | CTF Services Ltd. | 393242 | 424919 |
| #\*†† | CW Group Holdings <br> Ltd.<br>| 85500 | 0 |
|  | Dah Sing Banking <br> Group Ltd.<br>| 112800 | 159676 |
|  | Dah Sing Financial <br> Holdings Ltd.<br>| 54000 | 249687 |
| \* | Deep Source Holdings <br> Ltd.<br>| 2610000 | 255358 |
|  | Dickson Concepts <br> International Ltd.<br>| 63000 | 42604 |
| #\* | DL Holdings Group <br> Ltd.<br>| 37000 | 12026 |
|  | Dynamic Holdings <br> Ltd.<br>| 46000 | 72115 |
|  | Emperor Watch & <br> Jewellery Ltd.<br>| 870000 | 31898 |
| \* | ENM Holdings Ltd. | 376000 | 14274 |
| \* | Esprit Holdings Ltd. | 109810 | 18259 |
|  | Far East Consortium <br> International Ltd.<br>| 360043 | 35223 |
|  | FSE Lifestyle Services <br> Ltd.<br>| 50000 | 37196 |
|  | Giordano International <br> Ltd.<br>| 496000 | 94400 |
|  | Glorious Sun <br> Enterprises Ltd.<br>| 129000 | 22093 |
| \*†† | Gold Financial <br> Holdings Ltd.<br>| 44000 | 0 |
|  | Great Eagle Holdings <br> Ltd.<br>| 45693 | 85565 |
|  | G-Resources Group <br> Ltd.<br>| 130050 | 135235 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
| # | Guoco Group Ltd. | 10000 | $99679 |
| # | Guotai Junan <br> International <br> Holdings Ltd.<br>| 985000 | 483074 |
|  | Hang Lung Group <br> Ltd.<br>| 155000 | 294948 |
|  | Hang Lung Properties <br> Ltd.<br>| 420972 | 468770 |
|  | Hang Seng Bank Ltd. | 75300 | 1467969 |
| \* | Hanison Construction <br> Holdings Ltd.<br>| 9806 | 306 |
| \* | HKR International <br> Ltd.<br>| 83200 | 11615 |
|  | HKT Trust & HKT Ltd. | 685000 | 1000218 |
|  | Hong Kong Ferry <br> Holdings Co. Ltd.<br>| 92000 | 57032 |
|  | Hong Kong <br> Technology Venture <br> Co. Ltd.<br>| 182794 | 33776 |
| Ω | Honma Golf Ltd. | 11500 | 4929 |
|  | Hysan Development <br> Co. Ltd.<br>| 103000 | 213391 |
|  | IGG, Inc. | 298000 | 149376 |
| Ω | Impro Precision <br> Industries Ltd.<br>| 135000 | 86895 |
|  | JBM Healthcare Ltd. | 30000 | 11406 |
| # | Johnson Electric <br> Holdings Ltd.<br>| 90000 | 422307 |
|  | K Wah International <br> Holdings Ltd.<br>| 572000 | 162621 |
|  | Kerry Properties Ltd. | 221500 | 558283 |
|  | KLN Logistics Group <br> Ltd.<br>| 151500 | 140210 |
|  | Kowloon Development <br> Co. Ltd.<br>| 200932 | 97777 |
|  | Langham Hospitality <br> Investments & <br> Langham Hospitality <br> Investments Ltd.<br>| 3046 | 200 |
|  | Liu Chong Hing <br> Investment Ltd.<br>| 96000 | 54119 |
|  | Luk Fook Holdings <br> International Ltd.<br>| 155000 | 495570 |
|  | Man Wah Holdings <br> Ltd.<br>| 430400 | 262752 |
| \* | Melco International <br> Development Ltd.<br>| 66000 | 39650 |
|  | MGM China Holdings <br> Ltd.<br>| 158000 | 302639 |
| \* | Midland Holdings Ltd. | 251026 | 70836 |
|  | Modern Dental Group <br> Ltd.<br>| 116000 | 77971 |
|  | NagaCorp Ltd. | 193140 | 129505 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
| \* | New World <br> Development Co. <br> Ltd.<br>| 435000 | $402651 |
| \*†† | NewOcean Energy <br> Holdings Ltd.<br>| 550000 | 0 |
|  | Oriental Watch <br> Holdings<br>| 210476 | 92099 |
|  | PAX Global <br> Technology Ltd.<br>| 301000 | 206219 |
|  | PC Partner Group <br> Ltd.<br>| 124000 | 99220 |
|  | PCCW Ltd. | 777000 | 555065 |
| # | Perfect Medical Health <br> Management Ltd.<br>| 183000 | 32497 |
|  | Pico Far East <br> Holdings Ltd.<br>| 406000 | 137022 |
|  | Playmates Toys Ltd. | 96000 | 6676 |
|  | Plover Bay <br> Technologies Ltd.<br>| 80000 | 65992 |
|  | PRADA SpA | 180100 | 1062818 |
| # | Sa Sa International <br> Holdings Ltd.<br>| 410000 | 32716 |
| Ω | Samsonite Group SA | 568200 | 1188140 |
|  | Sands China Ltd. | 182800 | 476424 |
| \* | Shandong Hi-Speed <br> Holdings Group <br> Ltd.<br>| 376000 | 99839 |
| \* | Shun Tak Holdings <br> Ltd.<br>| 264000 | 24832 |
|  | Singamas Container <br> Holdings Ltd.<br>| 542000 | 45266 |
|  | Sino Land Co. Ltd. | 601822 | 747544 |
| \* | Sinohope Technology <br> Holdings Ltd.<br>| 55500 | 32481 |
| #\* | SJM Holdings Ltd. | 361000 | 131377 |
| \* | Smart Digital <br> Technology Group <br> Ltd.<br>| 50000 | 16088 |
| \* | Solomon Systech <br> International Ltd.<br>| 330000 | 21193 |
| \* | Soundwill Holdings <br> Ltd.<br>| 11500 | 8917 |
|  | Sun Hung Kai <br> Properties Ltd.<br>| 157707 | 1919102 |
|  | Sundart Holdings Ltd. | 134000 | 12561 |
|  | Swire Pacific Ltd. (19 <br> HK), Class A<br>| 62000 | 512078 |
|  | Swire Pacific Ltd. (87 <br> HK), Class B<br>| 112500 | 166696 |
|  | Swire Properties Ltd. | 83600 | 227749 |
|  | Tai Hing Group <br> Holdings Ltd.<br>| 93000 | 13399 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | Techtronic Industries <br> Co. Ltd.<br>| 268000 | $3125954 |
| \* | Television Broadcasts <br> Ltd.<br>| 102000 | 43544 |
|  | Town Health <br> International <br> Medical Group Ltd.<br>| 952000 | 33666 |
|  | Tradelink Electronic <br> Commerce Ltd.<br>| 224000 | 29400 |
|  | Value Partners Group <br> Ltd.<br>| 156000 | 49315 |
| \* | Viva Goods Co. Ltd. | 1016000 | 77135 |
| \* | Vobile Group Ltd. | 174000 | 115988 |
|  | VSTECS Holdings <br> Ltd.<br>| 186400 | 230791 |
|  | VTech Holdings Ltd. | 41500 | 338461 |
|  | Wharf Real Estate <br> Investment Co. Ltd.<br>| 268000 | 762787 |
|  | Wing Tai Properties <br> Ltd.<br>| 18000 | 3874 |
|  | Wynn Macau Ltd. | 276400 | 235024 |
|  | YesAsia Holdings Ltd. | 46000 | 29585 |
| \* | Yunfeng Financial <br> Group Ltd.<br>| 28000 | 15085 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | 38928794 |
| IRELAND — (0.5%) | IRELAND — (0.5%) | IRELAND — (0.5%) | IRELAND — (0.5%) |
|  | AIB Group PLC | 783187 | 7218107 |
|  | Bank of Ireland Group <br> PLC<br>| 414757 | 6790804 |
|  | Cairn Homes PLC | 358413 | 796416 |
|  | Dalata Hotel Group <br> PLC<br>| 45332 | 336287 |
|  | FBD Holdings PLC <br> (FBD ID)<br>| 14225 | 237952 |
|  | Glanbia PLC (GLB <br> ID)<br>| 53426 | 904285 |
| \*Ω | Glenveagh Properties <br> PLC<br>| 263160 | 578434 |
|  | Kerry Group PLC <br> (KYGA ID), Class A<br>| 19226 | 1753849 |
|  | Kingspan Group PLC <br> (KSP ID)<br>| 44267 | 3314637 |
| \* | Permanent TSB <br> Group Holdings <br> PLC<br>| 6807 | 22811 |
| TOTAL IRELAND | TOTAL IRELAND |  | 21953582 |
| ISRAEL — (0.9%) | ISRAEL — (0.9%) | ISRAEL — (0.9%) | ISRAEL — (0.9%) |
| #\* | Abra Information <br> Technologies Ltd.<br>| 16331 | 22014 |
|  | Ackerstein Group Ltd. | 1931 | 5750 |
| \* | AFI Properties Ltd. | 5225 | 354224 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | Africa Israel <br> Residences Ltd.<br>| 2276 | $198207 |
| \* | Airport City Ltd. | 16977 | 335571 |
| \* | Allot Ltd. | 5136 | 50424 |
|  | Alony Hetz Properties <br> & Investments Ltd.<br>| 26451 | 324301 |
|  | Altshuler Shaham <br> Finance Ltd.<br>| 16656 | 44049 |
| # | Amos Luzon <br> Development & <br> Energy Group Ltd.<br>| 25438 | 28982 |
|  | Arad Ltd. | 4385 | 70070 |
| \* | Argo Properties NV | 3398 | 124583 |
|  | Ari Real Estate Arena <br> Investment Ltd.<br>| 19579 | 17803 |
| \* | Ashdod Refinery Ltd. | 1321 | 22374 |
|  | Ashtrom Group Ltd. | 11089 | 253367 |
|  | AudioCodes Ltd. <br> (AUDC IT)<br>| 772 | 6862 |
|  | AudioCodes Ltd. <br> (AUDC US)<br>| 7436 | 66403 |
| # | Aura Investments Ltd. | 53611 | 386703 |
|  | Automatic Bank <br> Services Ltd.<br>| 3721 | 25868 |
| \* | Avgol Industries 1953 <br> Ltd.<br>| 36631 | 15494 |
|  | Ayalon Holdings Ltd. | 1303 | 27450 |
|  | Azorim-Investment <br> Development & <br> Construction Co. <br> Ltd.<br>| 17797 | 119202 |
|  | Azrieli Group Ltd. | 1558 | 164372 |
|  | Bank Hapoalim BM | 102634 | 2081690 |
|  | Bank Leumi Le-Israel <br> BM<br>| 157351 | 3193591 |
| \* | Bet Shemesh Engines <br> Holdings 1997 Ltd.<br>| 2007 | 413839 |
|  | Big Shopping Centers <br> Ltd.<br>| 1996 | 446522 |
|  | Blue Square Real <br> Estate Ltd.<br>| 1661 | 200721 |
| #\* | Camtek Ltd. | 1965 | 245564 |
|  | Carasso Motors Ltd. | 14778 | 177549 |
|  | Carasso Real Estate <br> Ltd.<br>| 1280 | 15282 |
| \* | Cielo-Blu Group Ltd. | 22037 | 27284 |
|  | Clal Insurance <br> Enterprises <br> Holdings Ltd.<br>| 31127 | 1730823 |
| \* | Compugen Ltd. | 14192 | 23590 |
|  | Danel Adir Yeoshua <br> Ltd.<br>| 2260 | 312737 |
|  | Danya Cebus Ltd. | 3427 | 144070 |
|  | Delta Galil Ltd. | 4359 | 243373 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | Delta Israel Brands <br> Ltd.<br>| 1130 | $36633 |
| # | Diplomat Holdings <br> Ltd.<br>| 1548 | 24509 |
| # | Direct Finance of <br> Direct Group 2006 <br> Ltd.<br>| 450 | 77981 |
|  | Dor Alon Energy in <br> Israel 1988 Ltd.<br>| 1328 | 59857 |
| \* | Doral Group <br> Renewable Energy <br> Resources Ltd.<br>| 60282 | 431864 |
|  | Duniec Brothers Ltd. | 246 | 20446 |
| # | E&M Computing Ltd. | 5670 | 16608 |
|  | Elbit Systems Ltd. <br> (ESLT US)<br>| 1786 | 851476 |
|  | Electra Consumer <br> Products 1970 Ltd.<br>| 4921 | 170428 |
|  | Electra Ltd. | 18160 | 575458 |
| \* | Electra Real Estate <br> Ltd.<br>| 514 | 7857 |
| \* | Ellomay Capital Ltd. | 2313 | 46247 |
|  | Energix-Renewable <br> Energies Ltd.<br>| 72572 | 335177 |
| \* | Enlight Renewable <br> Energy Ltd. (ENLT <br> IT)<br>| 20678 | 718760 |
| \* | Enlight Renewable <br> Energy Ltd. (ENLT <br> US)<br>| 11932 | 420006 |
|  | First International <br> Bank of Israel Ltd.<br>| 8738 | 628454 |
|  | FMS Enterprises <br> Migun Ltd.<br>| 1725 | 99238 |
|  | Formula Systems <br> 1985 Ltd. (FORTY <br> IT)<br>| 3085 | 447837 |
|  | Formula Systems <br> 1985 Ltd. (FORTY <br> US), Sponsored <br> ADR<br>| 1495 | 221514 |
|  | Fox Wizel Ltd. | 3392 | 390801 |
|  | Gav-Yam Lands Corp. <br> Ltd.<br>| 849 | 10575 |
| \* | Gilat Satellite <br> Networks Ltd.<br>| 8704 | 125441 |
| \* | Hagag Group Real <br> Estate <br> Development<br>| 18978 | 136370 |
|  | Harel Insurance <br> Investments & <br> Financial Services <br> Ltd.<br>| 27993 | 975646 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | Hilan Ltd. | 6150 | $484501 |
|  | Hiper Global Ltd. | 5670 | 32259 |
|  | ICL Group Ltd. | 45465 | 297818 |
|  | IDI Insurance Co. Ltd. | 4267 | 253003 |
|  | Ilex Medical Ltd. | 2010 | 40283 |
|  | Inrom Construction <br> Industries Ltd.<br>| 21432 | 159680 |
|  | Israel Canada TR <br> Ltd.<br>| 28473 | 148328 |
|  | Israel Discount Bank <br> Ltd., Class A<br>| 70244 | 702003 |
| # | Israel Shipyards <br> Industries Ltd.<br>| 1109 | 42619 |
| \* | Israir Group Ltd. | 35939 | 19801 |
|  | Isras Investment Co. <br> Ltd.<br>| 412 | 115435 |
|  | Isrotel Ltd. | 952 | 37717 |
|  | Kamada Ltd. (KMDA <br> IT)<br>| 4386 | 30638 |
|  | Kvutzat Acro Ltd. | 7991 | 116847 |
|  | Land Development <br> Nimrodi Group Ltd.<br>| 7139 | 81754 |
|  | Lapidoth Capital Ltd. | 2897 | 72694 |
|  | Libra Insurance Co. <br> Ltd.<br>| 2853 | 14048 |
|  | M Yochananof & Sons <br> Ltd.<br>| 2246 | 190055 |
|  | Magic Software <br> Enterprises Ltd. <br> (MGIC IT)<br>| 312 | 6395 |
|  | Magic Software <br> Enterprises Ltd. <br> (MGIC US)<br>| 20236 | 418480 |
| \* | Malam - Team Ltd. | 1445 | 62039 |
|  | Matrix IT Ltd. | 13031 | 482585 |
|  | Max Stock Ltd. | 15933 | 115104 |
|  | Maytronics Ltd. | 9928 | 12291 |
|  | Mediterranean Towers <br> Ltd.<br>| 19996 | 88187 |
|  | Mega Or Holdings <br> Ltd.<br>| 6763 | 415270 |
|  | MENIF - Financial <br> Services Ltd.<br>| 9819 | 62239 |
|  | Menora Mivtachim <br> Holdings Ltd.<br>| 10987 | 1094412 |
|  | Meshulam Levinstein <br> Contracting & <br> Engineering Ltd.<br>| 498 | 75045 |
|  | Migdal Insurance & <br> Financial Holdings <br> Ltd.<br>| 29357 | 105348 |
|  | Mivne Real Estate KD <br> Ltd.<br>| 149167 | 658610 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | Mivtach Shamir <br> Holdings Ltd.<br>| 800 | $75698 |
|  | Mizrahi Tefahot Bank <br> Ltd.<br>| 11132 | 723775 |
|  | Nawi Group Ltd. | 2712 | 44862 |
| \* | Nayax Ltd. | 808 | 33782 |
|  | Neto Malinda Trading <br> Ltd.<br>| 3471 | 152408 |
|  | Next Vision Stabilized <br> Systems Ltd.<br>| 16681 | 732360 |
| \* | Nexxen International <br> Ltd.<br>| 5894 | 49865 |
| \* | Nice Ltd. (NICE IT) | 528 | 72023 |
| #\* | Nice Ltd. (NICE US), <br> Sponsored ADR<br>| 4410 | 602671 |
|  | Novolog Ltd. | 129670 | 50417 |
|  | Oil Refineries Ltd. | 888081 | 259275 |
|  | One Software <br> Technologies Ltd.<br>| 16381 | 440478 |
| \* | OY Nofar Energy Ltd. | 2907 | 92796 |
|  | Palram Industries <br> 1990 Ltd.<br>| 5815 | 133988 |
|  | Partner <br> Communications <br> Co. Ltd.<br>| 65428 | 649631 |
|  | Paz Retail & Energy <br> Ltd.<br>| 6409 | 1369279 |
| #\* | Perion Network Ltd. | 11494 | 108086 |
|  | Phoenix Financial <br> Ltd.<br>| 78881 | 3036683 |
|  | Plasson Industries <br> Ltd.<br>| 847 | 49352 |
|  | Polyram Plastic <br> Industries Ltd.<br>| 14681 | 51220 |
|  | Prashkovsky <br> Investments & <br> Construction Ltd.<br>| 2819 | 143778 |
| \* | Priortech Ltd. | 1051 | 80345 |
|  | Qualitau Ltd. | 1731 | 266135 |
|  | Rami Levy Chain <br> Stores Hashikma <br> Marketing 2006 <br> Ltd.<br>| 3808 | 357884 |
| \* | Rani Zim Shopping <br> Centers Ltd.<br>| 20347 | 35919 |
| #\* | Rapac Communication <br> & Infrastructure <br> Ltd.<br>| 1869 | 34772 |
|  | Retailors Ltd. | 6404 | 114739 |
|  | Sano-Brunos <br> Enterprises Ltd.<br>| 805 | 97905 |
|  | Scope Metals Group <br> Ltd.<br>| 3137 | 151692 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
| \* | Shikun & Binui Soltec <br> Renewable Energy<br>| 55692 | $46499 |
|  | Shufersal Ltd. | 60356 | 750102 |
|  | Summit Real Estate <br> Holdings Ltd.<br>| 15948 | 326556 |
| # | Tadiran Group Ltd. | 1128 | 60073 |
| #\* | TAT Technologies Ltd. | 916 | 39290 |
| # | Telsys Ltd. | 1322 | 79820 |
| \* | Teva Pharmaceutical <br> Industries Ltd. <br> (TEVA IT)<br>| 37384 | 765490 |
| \* | Teva Pharmaceutical <br> Industries Ltd. <br> (TEVA US), <br> Sponsored ADR<br>| 59061 | 1209569 |
|  | Tiv Taam Holdings 1 <br> Ltd.<br>| 10936 | 29641 |
|  | Turpaz Industries Ltd. | 13251 | 216695 |
| \* | Veridis Environment <br> Ltd.<br>| 4021 | 40008 |
|  | Victory Supermarket <br> Chain Ltd.<br>| 2615 | 37043 |
|  | Villar International <br> Ltd.<br>| 619 | 36519 |
|  | YD More Investments <br> Ltd.<br>| 9397 | 128103 |
|  | YH Dimri Construction <br> & Development <br> Ltd.<br>| 2970 | 358369 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | 39320974 |
| ITALY — (2.8%) | ITALY — (2.8%) | ITALY — (2.8%) | ITALY — (2.8%) |
|  | A2A SpA | 307439 | 895761 |
|  | ACEA SpA | 27501 | 667013 |
| # | Amplifon SpA | 39363 | 672704 |
|  | Ariston Holding NV | 32764 | 136217 |
|  | Arnoldo Mondadori <br> Editore SpA<br>| 81401 | 195615 |
|  | Ascopiave SpA | 41478 | 153906 |
| # | Avio SpA | 353 | 15298 |
|  | Azimut Holding SpA | 69440 | 2717657 |
|  | B&C Speakers SpA | 956 | 16728 |
|  | Banca Generali SpA | 29500 | 1670761 |
|  | Banca IFIS SpA | 10903 | 281686 |
|  | Banca Mediolanum <br> SpA<br>| 99397 | 1998323 |
| # | Banca Monte dei <br> Paschi di Siena <br> SpA<br>| 466123 | 4088121 |
| \*Ω | Banca Sistema SpA | 11045 | 19976 |
| # | BasicNet SpA | 14461 | 114689 |
| \*Ω | BFF Bank SpA | 86415 | 1043074 |
|  | Biesse SpA | 4084 | 26742 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
|  | BPER Banca SpA | 553181 | $6628156 |
| # | Brunello Cucinelli <br> SpA<br>| 14615 | 1481206 |
| \* | Cairo Communication <br> SpA<br>| 29771 | 98880 |
| Ω | Carel Industries SpA | 4627 | 120292 |
|  | Cembre SpA | 670 | 48807 |
| \* | CIR SpA-Compagnie <br> Industriali<br>| 136243 | 108694 |
|  | Comer Industries SpA | 320 | 13575 |
|  | Credito Emiliano SpA | 22111 | 350048 |
|  | Datalogic SpA | 6610 | 35049 |
| # | Davide <br> Campari-Milano NV<br>| 72461 | 504464 |
|  | De' Longhi SpA | 11382 | 415443 |
|  | Emak SpA | 20039 | 23574 |
| Ω | Enav SpA | 41833 | 218582 |
|  | Enel SpA | 828305 | 8378932 |
|  | ERG SpA | 18489 | 476944 |
|  | Esprinet SpA | 17273 | 115642 |
|  | Ferrari NV (RACE IM) | 8345 | 3342083 |
| # | Ferrari NV (RACE <br> US)<br>| 11040 | 4459608 |
| # | Ferretti SpA | 34012 | 111719 |
|  | Fila SpA | 7599 | 83320 |
|  | FinecoBank Banca <br> Fineco SpA<br>| 345969 | 7915821 |
|  | FNM SpA | 22102 | 11586 |
|  | Garofalo Health Care <br> SpA<br>| 4444 | 26778 |
|  | Gefran SpA | 856 | 12336 |
|  | GPI SpA | 2000 | 39262 |
|  | Hera SpA | 510606 | 2291694 |
|  | IMMSI SpA | 75654 | 50288 |
|  | Intercos SpA | 8316 | 113342 |
|  | Interpump Group SpA | 12616 | 651116 |
|  | Intesa Sanpaolo SpA | 1637328 | 10553132 |
|  | Iren SpA | 103840 | 306406 |
|  | Italgas SpA | 286718 | 3008511 |
| # | Italian Sea Group <br> SpA<br>| 2613 | 14549 |
|  | Italmobiliare SpA | 4148 | 155814 |
|  | Iveco Group NV | 78399 | 1666222 |
|  | Leonardo SpA | 48967 | 2880958 |
|  | Lottomatica Group <br> SpA<br>| 31573 | 778532 |
|  | LU-VE SpA | 1230 | 51213 |
|  | Maire SpA | 82336 | 1250110 |
| # | MARR SpA | 11918 | 126447 |
|  | MFE-MediaForEurope <br> NV, Class A<br>| 89106 | 321681 |
| # | MFE-MediaForEurope <br> NV (MFEA IM), <br> Class A<br>| 83358 | 295150 |
|  | Moncler SpA | 109297 | 6556656 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
| Ω | Nexi SpA | 91887 | $484485 |
| Ω | OVS SpA | 100260 | 505999 |
|  | Pharmanutra SpA | 1858 | 99214 |
| # | Piaggio & C SpA | 34873 | 79392 |
|  | Prysmian SpA | 45612 | 4755677 |
|  | Recordati Industria <br> Chimica e <br> Farmaceutica SpA<br>| 33654 | 2003145 |
|  | Reply SpA | 9757 | 1369345 |
| \* | Revo SpA | 3451 | 71007 |
|  | Rizzoli Corriere Della <br> Sera Mediagroup <br> SpA<br>| 61164 | 72778 |
| \* | Safilo Group SpA | 87662 | 171279 |
| # | Saipem SpA | 1135846 | 2961087 |
| #\* | Salvatore Ferragamo <br> SpA<br>| 10503 | 84681 |
| # | Sanlorenzo SpA | 6170 | 241236 |
|  | Sesa SpA | 4115 | 382945 |
|  | Snam SpA | 321461 | 1982648 |
|  | Sogefi SpA | 10917 | 44025 |
|  | SOL SpA | 17027 | 996949 |
|  | Stellantis NV (STLA <br> US)<br>| 97814 | 991834 |
| # | Stellantis NV (STLA <br> UX)<br>| 160392 | 1626375 |
|  | Tamburi Investment <br> Partners SpA<br>| 51995 | 524816 |
| Ω | Technogym SpA | 54150 | 980822 |
| \* | Telecom Italia SpA <br> (TIT IM)<br>| 4917362 | 2899487 |
| \* | Telecom Italia SpA <br> (TITR IM)<br>| 2631887 | 1749903 |
|  | Tenaris SA (TEN IM) | 47641 | 946858 |
| # | Tenaris SA (TS US), <br> ADR<br>| 26146 | 1040611 |
|  | Terna - Rete Elettrica <br> Nazionale<br>| 97996 | 1004858 |
|  | Tinexta SpA | 4730 | 80855 |
|  | TXT e-solutions SpA | 4111 | 156641 |
|  | UniCredit SpA | 84547 | 6260420 |
|  | Unipol Assicurazioni <br> SpA<br>| 161525 | 3536311 |
|  | Webuild SpA | 155398 | 628010 |
| TOTAL ITALY | TOTAL ITALY |  | 119540586 |
| JAPAN — (19.1%) | JAPAN — (19.1%) | JAPAN — (19.1%) | JAPAN — (19.1%) |
| # | &Do Holdings Co. <br> Ltd.<br>| 2700 | 18910 |
|  | A&D HOLON Holdings <br> Co. Ltd.<br>| 8800 | 115343 |
| # | AB & Company Co. <br> Ltd.<br>| 3400 | 24187 |
|  | ABC-Mart, Inc. | 25000 | 428295 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Achilles Corp. | 4100 | $33361 |
|  | Acom Co. Ltd. | 98800 | 281656 |
| # | AD Works Group Co. <br> Ltd.<br>| 19300 | 59558 |
|  | ADEKA Corp. | 42500 | 962956 |
| # | Ad-sol Nissin Corp. | 7800 | 74275 |
|  | Advan Group Co. Ltd. | 8700 | 48673 |
|  | Advanced Media, Inc. | 3000 | 20947 |
|  | Advantest Corp. | 127000 | 19017716 |
| \* | Adventure, Inc. | 700 | 11843 |
|  | Aeon Co. Ltd. | 316062 | 4999058 |
| \* | Aeon Fantasy Co. <br> Ltd.<br>| 2500 | 45166 |
|  | AEON Financial <br> Service Co. Ltd.<br>| 19800 | 193668 |
| # | Aeon Hokkaido Corp. | 15400 | 86786 |
| # | Aeon Kyushu Co. Ltd. | 1900 | 36950 |
|  | AGS Corp. | 1200 | 11617 |
| # | Ai Holdings Corp. | 9300 | 161547 |
|  | Aica Kogyo Co. Ltd. | 20600 | 485114 |
|  | Aichi Corp. | 13000 | 108617 |
| # | Aichi Steel Corp. | 32800 | 564712 |
|  | Aichi Tokei Denki Co. <br> Ltd.<br>| 2000 | 36213 |
|  | Aida Engineering Ltd. | 14500 | 86723 |
|  | Ain Holdings, Inc. | 13500 | 565639 |
|  | Aiphone Co. Ltd. | 3600 | 65795 |
|  | Air Water, Inc. | 43100 | 601900 |
|  | Airman Corp. | 9300 | 116057 |
|  | Airtech Japan Ltd. | 2700 | 22192 |
| #\* | Airtrip Corp. | 2000 | 11259 |
|  | Aisan Industry Co. <br> Ltd.<br>| 14500 | 196473 |
|  | Aisin Corp. | 42900 | 770921 |
| # | AIT Corp. | 8400 | 109148 |
|  | Ajis Co. Ltd. | 2400 | 45932 |
|  | Akatsuki Corp. | 10000 | 34675 |
|  | Akatsuki, Inc. | 2900 | 49389 |
| \* | Akebono Brake <br> Industry Co. Ltd.<br>| 30700 | 22832 |
|  | Akita Bank Ltd. | 4200 | 99514 |
| # | Albis Co. Ltd. | 3200 | 55668 |
|  | Alconix Corp. | 1300 | 18265 |
|  | Alfresa Holdings <br> Corp.<br>| 64700 | 914105 |
| # | Alinco, Inc. | 5700 | 38239 |
|  | Alleanza Holdings Co. <br> Ltd.<br>| 5900 | 39958 |
|  | Alpen Co. Ltd. | 5100 | 75291 |
| # | Alpha Systems, Inc. | 3400 | 79693 |
|  | Alps Alpine Co. Ltd. | 51316 | 646371 |
|  | ALSOK Co. Ltd. | 129000 | 881696 |
| # | Altech Corp. | 13900 | 230585 |
|  | Amada Co. Ltd. | 114800 | 1368948 |
|  | Amano Corp. | 22200 | 589004 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Amiyaki Tei Co. Ltd. | 4800 | $41415 |
|  | Amuse, Inc. | 1300 | 15888 |
|  | Amvis Holdings, Inc. | 6800 | 23124 |
|  | Anabuki Kosan, Inc. | 2300 | 32117 |
|  | Anest Iwata Corp. | 17000 | 167264 |
|  | Anicom Holdings, Inc. | 13071 | 67407 |
|  | Anrakutei Co. Ltd. | 800 | 18788 |
|  | Anycolor, Inc. | 9700 | 378382 |
|  | Aoyama Trading Co. <br> Ltd.<br>| 8900 | 131582 |
|  | Aoyama Zaisan <br> Networks Co. Ltd.<br>| 15000 | 195461 |
|  | Aozora Bank Ltd. | 1400 | 20045 |
| # | Arakawa Chemical <br> Industries Ltd.<br>| 7700 | 55564 |
|  | Arata Corp. | 12400 | 241585 |
|  | ARCLANDS Corp. | 7819 | 88808 |
|  | Arcs Co. Ltd. | 15523 | 315452 |
|  | ARE Holdings, Inc. | 41100 | 652615 |
| # | Arealink Co. Ltd. | 21600 | 142410 |
|  | Argo Graphics, Inc. | 24400 | 216449 |
|  | Artience Co. Ltd. | 22000 | 448384 |
| # | Artnature, Inc. | 4600 | 25187 |
|  | Artner Co. Ltd. | 4500 | 57513 |
|  | As One Corp. | 30900 | 504408 |
|  | Asahi Co. Ltd. | 5000 | 42377 |
|  | Asahi Diamond <br> Industrial Co. Ltd.<br>| 10800 | 58609 |
|  | Asahi Group Holdings <br> Ltd.<br>| 268597 | 2895965 |
|  | Asahi Kasei Corp. | 455900 | 3493160 |
|  | Asahi Kogyosha Co. <br> Ltd.<br>| 11200 | 228047 |
|  | Asahi Net, Inc. | 11600 | 52855 |
|  | Asahi Yukizai Corp. | 9500 | 296065 |
|  | Asanuma Corp. | 25000 | 140486 |
|  | Asics Corp. | 160400 | 4084452 |
|  | ASKA Pharmaceutical <br> Holdings Co. Ltd.<br>| 3600 | 48889 |
|  | ASKUL Corp. | 16600 | 150933 |
|  | Astellas Pharma, Inc. | 403600 | 4224734 |
|  | Astena Holdings Co. <br> Ltd.<br>| 14100 | 42765 |
|  | Atrae, Inc. | 4800 | 21845 |
| \* | Atsugi Co. Ltd. | 3000 | 22075 |
|  | Aucnet, Inc. | 12800 | 167495 |
|  | Autobacs Seven Co. <br> Ltd.<br>| 30200 | 301729 |
| # | Aval Data Corp. | 1300 | 19319 |
|  | Avant Group Corp. | 8900 | 91431 |
|  | Avex, Inc. | 6300 | 49374 |
|  | Axial Retailing, Inc. | 16800 | 118654 |
|  | Azbil Corp. | 157200 | 1549581 |
| # | AZ-COM MARUWA <br> Holdings, Inc.<br>| 17500 | 116694 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | AZOOM Co. Ltd. | 1800 | $56071 |
|  | Bandai Namco <br> Holdings, Inc.<br>| 107900 | 3358106 |
|  | Bando Chemical <br> Industries Ltd.<br>| 8500 | 106679 |
| #\* | Bank of Innovation, <br> Inc.<br>| 900 | 44422 |
|  | Bank of Saga Ltd. | 3300 | 68519 |
|  | Base Co. Ltd. | 4900 | 111172 |
| #\* | baudroie, Inc. | 600 | 11257 |
|  | BayCurrent, Inc. | 43600 | 1999671 |
| # | Beauty Garage, Inc. | 3800 | 34853 |
| # | Belc Co. Ltd. | 4700 | 220662 |
|  | Bell System24 <br> Holdings, Inc.<br>| 14400 | 123724 |
|  | Belluna Co. Ltd. | 13273 | 87464 |
| \* | Bengo4.com, Inc. | 2300 | 45585 |
| # | Bewith, Inc. | 2200 | 21495 |
|  | Bic Camera, Inc. | 34600 | 348783 |
|  | BIPROGY, Inc. | 39200 | 1583343 |
|  | B-Lot Co. Ltd. | 2000 | 22638 |
|  | Blue Zones Holdings <br> Co. Ltd.<br>| 11000 | 559827 |
|  | BML, Inc. | 6708 | 158913 |
| # | Bookoff Group <br> Holdings Ltd.<br>| 2900 | 24901 |
|  | Br Holdings Corp. | 8900 | 19278 |
| # | BrainPad, Inc. | 4800 | 52064 |
|  | Broadleaf Co. Ltd. | 16100 | 77338 |
|  | Brother Industries <br> Ltd.<br>| 44600 | 759124 |
|  | Buffalo, Inc. | 1700 | 38199 |
|  | Bunka Shutter Co. <br> Ltd.<br>| 27200 | 358737 |
| # | Business Brain <br> Showa-Ota, Inc.<br>| 5400 | 107780 |
|  | Business Engineering <br> Corp.<br>| 2400 | 98305 |
|  | BuySell Technologies <br> Co. Ltd.<br>| 500 | 10944 |
|  | C Uyemura & Co. <br> Ltd.<br>| 5000 | 406682 |
|  | CAC Holdings Corp. | 5100 | 70639 |
| # | Can Do Co. Ltd. | 900 | 19958 |
|  | Canon Electronics, <br> Inc.<br>| 3300 | 57728 |
|  | Canon Marketing <br> Japan, Inc.<br>| 17700 | 737041 |
|  | Canon, Inc. (7751 JP) | 63300 | 1817838 |
|  | Canon, Inc. (CAJ US), <br> Sponsored ADR<br>| 12866 | 369126 |
|  | Capcom Co. Ltd. | 77200 | 2015931 |
|  | Career Design Center <br> Co. Ltd.<br>| 1900 | 27022 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Careerlink Co. Ltd. | 4900 | $75048 |
| # | Carlit Co. Ltd. | 10600 | 105123 |
|  | Casio Computer Co. <br> Ltd.<br>| 42700 | 334750 |
|  | Cawachi Ltd. | 6000 | 115479 |
|  | CDS Co. Ltd. | 1300 | 15214 |
| # | Celsys, Inc. | 16700 | 177615 |
|  | Central Automotive <br> Products Ltd.<br>| 19500 | 227017 |
|  | Central Japan Railway <br> Co.<br>| 36775 | 900315 |
|  | Central Security <br> Patrols Co. Ltd.<br>| 3200 | 56504 |
| # | Central Sports Co. <br> Ltd.<br>| 1100 | 17044 |
| # | Ceres, Inc. | 3300 | 44734 |
| # | Change Holdings, <br> Inc.<br>| 17000 | 124603 |
| # | Charm Care Corp. <br> KK<br>| 4800 | 33926 |
|  | Chiba Bank Ltd.  | 32700 | 319078 |
| # | Chikaranomoto <br> Holdings Co. Ltd.<br>| 1800 | 16498 |
|  | Chino Corp. | 6200 | 55574 |
|  | Chiyoda Co. Ltd. | 5400 | 34272 |
| \* | Chiyoda Corp. | 42400 | 112216 |
|  | Chiyoda Integre Co. <br> Ltd.<br>| 2700 | 54140 |
|  | Chofu Seisakusho Co. <br> Ltd.<br>| 4600 | 58324 |
|  | Chori Co. Ltd. | 1600 | 41211 |
|  | Chudenko Corp. | 14100 | 384797 |
|  | Chugai <br> Pharmaceutical Co. <br> Ltd.<br>| 108800 | 4979529 |
|  | Chugai Ro Co. Ltd. | 1900 | 57441 |
|  | Chugoku Marine <br> Paints Ltd.<br>| 23700 | 633560 |
|  | CKD Corp. | 11200 | 239826 |
|  | CK-San-Etsu Co. Ltd. | 2300 | 59578 |
|  | Cleanup Corp. | 13500 | 66601 |
|  | Coca-Cola Bottlers <br> Japan Holdings, <br> Inc.<br>| 33300 | 532899 |
| \* | COLOPL, Inc. | 17200 | 49683 |
|  | Computer Engineering <br> & Consulting Ltd.<br>| 5000 | 70069 |
| # | Computer Institute of <br> Japan Ltd.<br>| 16560 | 51368 |
|  | COMSYS Holdings <br> Corp.<br>| 37521 | 946185 |
|  | Comture Corp. | 8300 | 85311 |
|  | Copro-Holdings Co. <br> Ltd.<br>| 1800 | 12057 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Core Corp. | 2600 | $34733 |
| # | Corona Corp. | 6600 | 38652 |
| # | Cosel Co. Ltd. | 13300 | 105989 |
|  | Cosmos Initia Co. <br> Ltd.<br>| 4300 | 36140 |
|  | Cosmos <br> Pharmaceutical <br> Corp.<br>| 21800 | 975362 |
| # | Cota Co. Ltd. | 6189 | 48736 |
|  | Create SD Holdings <br> Co. Ltd.<br>| 10847 | 224797 |
|  | Creek & River Co. <br> Ltd.<br>| 9000 | 85546 |
|  | Cresco Ltd. | 14200 | 149451 |
| # | Cross Cat Co. Ltd. | 2700 | 18898 |
|  | CrowdWorks, Inc. | 2100 | 11445 |
|  | CTI Engineering Co. <br> Ltd.<br>| 13400 | 246409 |
|  | CTS Co. Ltd. | 8700 | 50104 |
| \* | CUC, Inc. | 3200 | 21886 |
|  | Curves Holdings Co. <br> Ltd.<br>| 16500 | 77739 |
|  | CyberAgent, Inc. | 154754 | 1542628 |
|  | Cyberlinks Co. Ltd. | 1100 | 10384 |
|  | Cybozu, Inc. | 11300 | 224854 |
|  | Dai Nippon Printing <br> Co. Ltd.<br>| 40800 | 680967 |
|  | Dai Nippon Toryo Co. <br> Ltd.<br>| 14600 | 120077 |
|  | Dai-Dan Co. Ltd. | 16000 | 708995 |
|  | Daido Steel Co. Ltd. | 58000 | 548790 |
|  | Daifuku Co. Ltd. | 75400 | 2403509 |
|  | Daihatsu Infinearth <br> Mfg Co. Ltd.<br>| 9500 | 188792 |
|  | Daihen Corp. | 3600 | 235570 |
|  | Daiho Corp. | 13000 | 66569 |
|  | Dai-Ichi Cutter Kogyo <br> KK<br>| 3000 | 25401 |
|  | Daiichi Jitsugyo Co. <br> Ltd.<br>| 10200 | 172726 |
|  | Daiichi Kensetsu <br> Corp.<br>| 2300 | 52165 |
| # | Daiichi Kigenso <br> Kagaku-Kogyo Co. <br> Ltd.<br>| 10100 | 85689 |
|  | Dai-ichi Life Holdings, <br> Inc.<br>| 506199 | 3553008 |
|  | Daiichi Sankyo Co. <br> Ltd.<br>| 203100 | 4851676 |
|  | Daiki Aluminium <br> Industry Co. Ltd.<br>| 15300 | 111642 |
|  | Daikin Industries Ltd. | 21900 | 2544342 |
|  | Daikokutenbussan Co. <br> Ltd.<br>| 3300 | 132580 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Daikyonishikawa <br> Corp.<br>| 9400 | $44426 |
|  | Dainichiseika Color & <br> Chemicals <br> Manufacturing Co. <br> Ltd.<br>| 6850 | 168741 |
|  | Daiseki Co. Ltd. | 10780 | 226742 |
|  | Daisue Construction <br> Co. Ltd.<br>| 4800 | 105899 |
| # | Daisyo Corp. | 1400 | 9952 |
|  | Daito Trust <br> Construction Co. <br> Ltd.<br>| 96000 | 1794821 |
|  | Daitron Co. Ltd. | 2700 | 81079 |
|  | Daiwa House Industry <br> Co. Ltd.<br>| 117300 | 3979760 |
|  | Daiwa Industries Ltd. | 13400 | 137120 |
|  | Daiwa Securities <br> Group, Inc.<br>| 124300 | 956607 |
|  | Daiwabo Holdings Co. <br> Ltd.<br>| 49400 | 922793 |
|  | DCM Holdings Co. <br> Ltd.<br>| 40100 | 371826 |
|  | Dear Life Co. Ltd. | 22000 | 157608 |
| # | DeNA Co. Ltd. | 39300 | 689028 |
|  | Denso Corp. | 97600 | 1363646 |
| # | Dentsu Group, Inc. | 52700 | 1043715 |
|  | Dentsu Soken, Inc. | 11000 | 544745 |
|  | Denyo Co. Ltd. | 8200 | 152640 |
|  | DIC Corp. | 36100 | 849362 |
| # | Digital Arts, Inc. | 3800 | 185907 |
| # | Digital Hearts <br> Holdings Co. Ltd.<br>| 10800 | 67143 |
| # | Digital Holdings, Inc. | 4300 | 60440 |
|  | Digital Information <br> Technologies Corp.<br>| 1800 | 28915 |
|  | Dip Corp. | 12300 | 168813 |
|  | Disco Corp. | 10600 | 3520079 |
|  | DKK Co. Ltd. | 2600 | 32435 |
|  | DKS Co. Ltd. | 4000 | 170526 |
| # | DMG Mori Co. Ltd. | 74600 | 1157004 |
|  | DMS, Inc. | 1100 | 21865 |
|  | DMW Corp. | 300 | 10052 |
|  | Doshisha Co. Ltd. | 10300 | 193710 |
|  | Double Standard, Inc. | 1000 | 10936 |
|  | Doutor Nichires <br> Holdings Co. Ltd.<br>| 1900 | 29639 |
|  | Dowa Holdings Co. <br> Ltd.<br>| 24100 | 873847 |
|  | DTS Corp. | 74000 | 616478 |
|  | Duskin Co. Ltd. | 17500 | 421906 |
| # | DyDo Group Holdings, <br> Inc.<br>| 6600 | 103932 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Eagle Industry Co. <br> Ltd.<br>| 5500 | $97366 |
|  | Earth Corp. | 2100 | 68609 |
| # | EAT&HOLDINGS Co. <br> Ltd.<br>| 3100 | 39423 |
|  | Ebara Corp. | 154200 | 4112101 |
| # | Ebara Foods Industry, <br> Inc.<br>| 1900 | 30613 |
|  | Ebara Jitsugyo Co. <br> Ltd.<br>| 4200 | 114244 |
|  | Ebase Co. Ltd. | 9600 | 28146 |
|  | Eco's Co. Ltd. | 4400 | 80960 |
|  | EDION Corp. | 34000 | 447251 |
|  | eGuarantee, Inc. | 10000 | 103148 |
|  | Eisai Co. Ltd. | 25300 | 751425 |
|  | Eizo Corp. | 14600 | 207248 |
|  | EJ Holdings, Inc. | 5000 | 53995 |
|  | Elecom Co. Ltd. | 15300 | 178918 |
|  | EM Systems Co. Ltd. | 13800 | 73130 |
|  | en, Inc. | 15000 | 151305 |
|  | Endo Lighting Corp. | 4900 | 71730 |
| # | Envipro Holdings, Inc. | 3000 | 9787 |
| # | eRex Co. Ltd. | 12500 | 54404 |
|  | ERI Holdings Co. Ltd. | 1200 | 28565 |
| # | ES-Con Japan Ltd. | 13100 | 85082 |
|  | Eslead Corp. | 4000 | 141175 |
|  | EXEO Group, Inc. | 85900 | 1238915 |
|  | Ezaki Glico Co. Ltd. | 14900 | 476150 |
|  | F&M Co. Ltd. | 3000 | 51735 |
|  | FaithNetwork Co. Ltd. | 4200 | 22541 |
|  | FALCO HOLDINGS <br> Co. Ltd.<br>| 2800 | 45064 |
|  | FANUC Corp. | 52600 | 1755337 |
|  | Fast Fitness Japan, <br> Inc.<br>| 1400 | 16256 |
|  | Fast Retailing Co. <br> Ltd.<br>| 33900 | 12445359 |
|  | Ferrotec Corp. | 19600 | 642503 |
| # | FFRI Security, Inc. | 1800 | 126342 |
|  | FIDEA Holdings Co. <br> Ltd.<br>| 6500 | 69807 |
|  | Financial Partners <br> Group Co. Ltd.<br>| 31900 | 442214 |
| # | FINDEX, Inc. | 9100 | 48596 |
|  | First Bank of Toyama <br> Ltd.<br>| 1100 | 10401 |
| # | Fixstars Corp. | 10300 | 134202 |
|  | FJ Next Holdings Co. <br> Ltd.<br>| 8800 | 86259 |
|  | Focus Systems Corp. | 3300 | 34600 |
|  | Forum Engineering, <br> Inc.<br>| 5200 | 41483 |
| # | Forval Corp. | 2800 | 22136 |
|  | Foster Electric Co. <br> Ltd.<br>| 1700 | 29392 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | FP Corp. | 16800 | $273003 |
|  | France Bed Holdings <br> Co. Ltd.<br>| 12845 | 109725 |
|  | Freebit Co. Ltd. | 2300 | 23673 |
|  | F-Tech, Inc. | 2200 | 10762 |
|  | Fudo Tetra Corp. | 3500 | 55417 |
|  | Fuji Co. Ltd. | 14700 | 187735 |
|  | Fuji Corp. (6134 JP) | 18500 | 359026 |
|  | Fuji Corp. Ltd. | 12600 | 67035 |
|  | Fuji Electric Co. Ltd. | 22190 | 1584840 |
|  | Fuji Media Holdings, <br> Inc.<br>| 16281 | 363401 |
|  | Fuji Pharma Co. Ltd. | 3600 | 36832 |
|  | Fuji Seal International, <br> Inc.<br>| 20400 | 358684 |
|  | Fuji United Holdings <br> Co. Ltd.<br>| 2900 | 22062 |
|  | FUJIFILM Holdings <br> Corp.<br>| 23200 | 537699 |
|  | Fujikura Kasei Co. <br> Ltd.<br>| 16600 | 66386 |
|  | Fujikura Ltd. | 43100 | 5869100 |
|  | Fujimi, Inc. | 19500 | 304945 |
|  | Fujishoji Co. Ltd. | 2500 | 17253 |
|  | Fujitsu Ltd. | 171000 | 4456335 |
| # | Fujiya Co. Ltd. | 3400 | 57052 |
|  | Fukuda Corp. | 3100 | 138328 |
|  | Fukuda Denshi Co. <br> Ltd.<br>| 6100 | 275954 |
|  | Fukui Bank Ltd. | 4938 | 69609 |
|  | Fukui Computer <br> Holdings, Inc.<br>| 4700 | 93969 |
|  | FULLCAST Holdings <br> Co. Ltd.<br>| 13700 | 150280 |
|  | Fumakilla Ltd. | 1700 | 12831 |
|  | Funai Soken Holdings, <br> Inc.<br>| 20550 | 323737 |
|  | Furukawa Co. Ltd. | 21000 | 413892 |
|  | Furukawa Electric Co. <br> Ltd.<br>| 17500 | 1238749 |
|  | Furuno Electric Co. <br> Ltd.<br>| 3300 | 191451 |
|  | Furyu Corp. | 7700 | 52092 |
|  | Fuso Chemical Co. <br> Ltd.<br>| 8400 | 278481 |
|  | Futaba Industrial Co. <br> Ltd.<br>| 20200 | 123368 |
|  | Future Corp. | 20500 | 289045 |
|  | Fuyo General Lease <br> Co. Ltd.<br>| 37800 | 988264 |
|  | G-7 Holdings, Inc. | 11500 | 95349 |
|  | GA Technologies Co. <br> Ltd.<br>| 8400 | 108570 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Gakken Holdings Co. <br> Ltd.<br>| 9800 | $65274 |
|  | Gakkyusha Co. Ltd. | 3400 | 50086 |
| # | Gakujo Co. Ltd. | 6300 | 65918 |
|  | Galilei Co. Ltd. | 7800 | 181430 |
|  | Gamecard Holdings, <br> Inc.<br>| 700 | 13264 |
|  | Gecoss Corp. | 7500 | 66606 |
| #\* | GENDA, Inc. | 16900 | 81011 |
| #\* | Geniee, Inc. | 1500 | 11573 |
|  | Genki Global Dining <br> Concepts Corp.<br>| 5200 | 102135 |
|  | Genky DrugStores Co. <br> Ltd.<br>| 8600 | 286263 |
|  | Geo Holdings Corp. | 6300 | 65950 |
| # | Gift Holdings, Inc. | 2000 | 41862 |
| # | giftee, Inc. | 1400 | 9887 |
|  | Giken Ltd. | 3200 | 34236 |
|  | Global Link <br> Management KK<br>| 1000 | 17246 |
|  | GLOBERIDE, Inc. | 6700 | 101347 |
|  | Glory Ltd. | 22100 | 528066 |
|  | GLtechno Holdings, <br> Inc.<br>| 1630 | 31844 |
|  | GMO Financial Gate, <br> Inc.<br>| 1300 | 48654 |
| # | GMO Financial <br> Holdings, Inc.<br>| 20500 | 119622 |
|  | GMO internet group, <br> Inc.<br>| 43962 | 984627 |
|  | GMO Payment <br> Gateway, Inc.<br>| 22200 | 1211017 |
| \* | Gokurakuyu Holdings <br> Co. Ltd.<br>| 5600 | 17426 |
|  | Goldcrest Co. Ltd. | 7500 | 162580 |
|  | Goldwin, Inc. | 41700 | 688796 |
| # | Gourmet Kineya Co. <br> Ltd.<br>| 1500 | 9202 |
|  | Grandy House Corp. | 7300 | 26821 |
|  | GREE Holdings, Inc. | 32600 | 85156 |
|  | grems, Inc. | 5400 | 80526 |
|  | GSI Creos Corp. | 3600 | 53908 |
|  | G-Tekt Corp. | 5500 | 70569 |
| # | Gun-Ei Chemical <br> Industry Co. Ltd.<br>| 2100 | 45342 |
|  | GungHo Online <br> Entertainment, Inc.<br>| 800 | 13529 |
|  | Gunma Bank Ltd. | 40800 | 424101 |
|  | Gunosy, Inc. | 3300 | 12858 |
|  | H.U. Group Holdings, <br> Inc.<br>| 7800 | 190323 |
|  | H2O Retailing Corp. | 27160 | 367453 |
| # | Hagihara Industries, <br> Inc.<br>| 6700 | 69970 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Hagiwara Electric <br> Holdings Co. Ltd.<br>| 4900 | $112502 |
| # | Hakudo Co. Ltd. | 1400 | 20134 |
|  | Hakuhodo DY <br> Holdings, Inc.<br>| 81000 | 586307 |
| # | Hakuto Co. Ltd. | 4000 | 100036 |
|  | Halows Co. Ltd. | 4400 | 124738 |
|  | Hamamatsu Photonics <br> KK<br>| 69300 | 775690 |
| # | Hamee Corp. | 1300 | 4371 |
|  | Handsman Co. Ltd. | 300 | 1621 |
|  | Hankyu Hanshin <br> Holdings, Inc.<br>| 29400 | 789507 |
|  | Hanwa Co. Ltd. | 24300 | 1013566 |
|  | Happinet Corp. | 11900 | 484732 |
|  | Hard Off Corp. Co. <br> Ltd.<br>| 4300 | 50367 |
| # | Harima Chemicals <br> Group, Inc.<br>| 7600 | 44369 |
|  | Haseko Corp. | 99000 | 1598750 |
| # | Hashimoto Sogyo <br> Holdings Co. Ltd.<br>| 4800 | 37220 |
|  | Hazama Ando Corp. | 59100 | 661306 |
|  | Heiwa Real Estate <br> Co. Ltd.<br>| 11600 | 169773 |
|  | Heiwado Co. Ltd. | 10000 | 183947 |
| # | Hennge KK | 4600 | 43703 |
|  | Hibino Corp. | 900 | 15174 |
|  | Hibiya Engineering <br> Ltd.<br>| 8700 | 255887 |
|  | Hikari Tsushin, Inc. | 2700 | 715193 |
| # | HI-LEX Corp. | 1400 | 25978 |
|  | Himacs Ltd. | 2480 | 19875 |
|  | Hioki EE Corp. | 3400 | 130601 |
|  | Hirakawa Hewtech <br> Corp.<br>| 4935 | 74320 |
|  | Hirano Tecseed Co. <br> Ltd.<br>| 4200 | 43931 |
|  | Hirata Corp. | 8500 | 112225 |
|  | Hirose Electric Co. <br> Ltd.<br>| 4525 | 606202 |
| # | Hirose Tusyo, Inc. | 1400 | 34053 |
| # | Hiroshima Gas Co. <br> Ltd.<br>| 22200 | 52410 |
| # | HIS Co. Ltd. | 32400 | 275053 |
|  | Hisaka Works Ltd. | 8100 | 74030 |
|  | Hisamitsu <br> Pharmaceutical Co., <br> Inc.<br>| 7224 | 187778 |
|  | Hitachi Construction <br> Machinery Co. Ltd.<br>| 45900 | 1493905 |
|  | Hitachi Ltd. (6501 JP) | 585300 | 19993251 |
|  | Hochiki Corp. | 4700 | 117479 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Hodogaya Chemical <br> Co. Ltd.<br>| 5000 | $59146 |
|  | Hokkaido Coca-Cola <br> Bottling Co. Ltd.<br>| 2200 | 55175 |
|  | Hokkaido Gas Co. <br> Ltd.<br>| 31800 | 139763 |
|  | Hokkan Holdings Ltd. | 2300 | 32107 |
|  | Hokko Chemical <br> Industry Co. Ltd.<br>| 10800 | 113588 |
| # | Hokuetsu Corp. | 31300 | 165994 |
|  | Hokuriku Electrical <br> Construction Co. <br> Ltd.<br>| 7319 | 66461 |
|  | Honda Motor Co. Ltd. <br> (7267 JP)<br>| 325100 | 3285865 |
| # | Honda Motor Co. Ltd. <br> (HMC US), <br> Sponsored ADR<br>| 25574 | 780007 |
|  | H-One Co. Ltd. | 6200 | 53720 |
| # | Honeys Holdings Co. <br> Ltd.<br>| 4300 | 41302 |
|  | Hoosiers Holdings Co. <br> Ltd.<br>| 13800 | 113256 |
|  | Horiba Ltd. | 18100 | 1681637 |
|  | Hoshizaki Corp. | 23500 | 826852 |
|  | Hosiden Corp. | 9200 | 146658 |
|  | Hosokawa Micron <br> Corp.<br>| 5000 | 184636 |
| # | Hotland Holdings Co. <br> Ltd.<br>| 5300 | 70614 |
|  | House Foods Group, <br> Inc.<br>| 9803 | 183700 |
|  | HS Holdings Co. Ltd. | 3500 | 22771 |
| # | Hulic Co. Ltd. | 160000 | 1653017 |
|  | IBJ, Inc. | 7000 | 36496 |
|  | Ichiken Co. Ltd. | 1600 | 40032 |
|  | Ichikoh Industries Ltd. | 7500 | 22809 |
|  | Ichinen Holdings Co. <br> Ltd.<br>| 9700 | 126571 |
|  | Icom, Inc. | 1700 | 34584 |
|  | ID Holdings Corp. | 5899 | 77342 |
|  | Idec Corp. | 10200 | 155272 |
|  | IDOM, Inc. | 33000 | 246335 |
|  | Ifuji Sangyo Co. Ltd. | 1000 | 14145 |
|  | IHI Corp. | 112000 | 2318858 |
|  | Iida Group Holdings <br> Co. Ltd.<br>| 40120 | 614372 |
| # | IKK Holdings, Inc. | 4500 | 22119 |
|  | I'll, Inc. | 3300 | 52163 |
|  | i-mobile Co. Ltd. | 24300 | 92136 |
|  | Imuraya Group Co. <br> Ltd.<br>| 1900 | 30553 |
|  | Inaba Denki Sangyo <br> Co. Ltd.<br>| 18400 | 541825 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Inaba Seisakusho Co. <br> Ltd.<br>| 4300 | $44162 |
|  | Inabata & Co. Ltd. | 5800 | 129901 |
|  | Ines Corp. | 8300 | 91691 |
| # | I-Net Corp. | 3900 | 63833 |
| # | Infomart Corp. | 83100 | 176337 |
|  | INFRONEER <br> Holdings, Inc.<br>| 62080 | 665071 |
|  | Innotech Corp. | 3900 | 46178 |
|  | Insource Co. Ltd. | 14400 | 81411 |
|  | Intage Holdings, Inc. | 1300 | 14390 |
|  | Intelligent Wave, Inc. | 3200 | 21474 |
| # | Inter Action Corp. | 1200 | 11042 |
|  | Internet Initiative <br> Japan, Inc.<br>| 41200 | 743351 |
| # | Inui Global Logistics <br> Co. Ltd.<br>| 3800 | 38688 |
| # | IPS, Inc. | 3300 | 64368 |
|  | ISB Corp. | 4700 | 54717 |
|  | Ise Chemicals Corp. | 900 | 183714 |
| # | Iseki & Co. Ltd. | 6000 | 85580 |
|  | Isetan Mitsukoshi <br> Holdings Ltd.<br>| 47600 | 747039 |
| # | Ishihara Chemical Co. <br> Ltd.<br>| 3900 | 55071 |
|  | Ishihara Sangyo <br> Kaisha Ltd.<br>| 4100 | 63093 |
| # | Istyle, Inc. | 38700 | 112632 |
|  | Isuzu Motors Ltd. | 290000 | 3558382 |
|  | Itfor, Inc. | 15000 | 148320 |
| # | ITmedia, Inc. | 6200 | 64549 |
| # | Ito En Ltd. | 16891 | 348140 |
|  | Itochu Enex Co. Ltd. | 40000 | 471937 |
|  | Itochu-Shokuhin Co. <br> Ltd.<br>| 3000 | 182352 |
|  | Itoki Corp. | 17500 | 282287 |
| # | Iwaki Co. Ltd. | 4300 | 71044 |
|  | IX Knowledge, Inc. | 1100 | 10801 |
|  | Izumi Co. Ltd. | 7600 | 141676 |
|  | J Front Retailing Co. <br> Ltd.<br>| 62700 | 943049 |
|  | J Trust Co. Ltd. | 8300 | 21825 |
|  | JAC Recruitment Co. <br> Ltd.<br>| 42000 | 276613 |
| \* | Jade Group, Inc. | 4200 | 44232 |
| # | JAFCO Group Co. <br> Ltd.<br>| 31200 | 487655 |
|  | JANOME Corp. | 2200 | 15741 |
|  | Japan Airport Terminal <br> Co. Ltd.<br>| 14400 | 447429 |
|  | Japan Aviation <br> Electronics Industry <br> Ltd.<br>| 9600 | 143374 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Japan Business <br> Systems, Inc.<br>| 2600 | $24950 |
| # | Japan Cash Machine <br> Co. Ltd.<br>| 6000 | 38820 |
| #\* | Japan <br> Communications, <br> Inc.<br>| 51700 | 50228 |
|  | Japan Electronic <br> Materials Corp.<br>| 2800 | 79226 |
|  | Japan Elevator <br> Service Holdings <br> Co. Ltd.<br>| 47200 | 555645 |
| # | Japan Foundation <br> Engineering Co. <br> Ltd.<br>| 7800 | 31986 |
|  | Japan Investment <br> Adviser Co. Ltd.<br>| 11700 | 134087 |
|  | Japan Lifeline Co. <br> Ltd.<br>| 22900 | 217368 |
|  | Japan Material Co. <br> Ltd.<br>| 21400 | 267372 |
|  | Japan Medical <br> Dynamic Marketing, <br> Inc.<br>| 8100 | 25036 |
|  | Japan Post Bank Co. <br> Ltd.<br>| 143900 | 1612411 |
|  | Japan Post Insurance <br> Co. Ltd.<br>| 50600 | 1308633 |
|  | Japan Property <br> Management <br> Center Co. Ltd.<br>| 9500 | 77220 |
|  | Japan Pulp & Paper <br> Co. Ltd.<br>| 23000 | 107924 |
| # | Japan Pure Chemical <br> Co. Ltd.<br>| 1300 | 25949 |
|  | Japan Securities <br> Finance Co. Ltd.<br>| 16300 | 187182 |
|  | Japan Steel Works <br> Ltd.<br>| 7800 | 510847 |
|  | Japan System <br> Techniques Co. <br> Ltd.<br>| 6800 | 94217 |
|  | Japan Wool Textile <br> Co. Ltd.<br>| 18100 | 190919 |
|  | JBCC Holdings, Inc. | 18400 | 154310 |
|  | JCU Corp. | 12900 | 380473 |
| # | JDC Corp. | 8700 | 30353 |
|  | Jeol Ltd. | 17700 | 594847 |
|  | JFE Systems, Inc. | 5600 | 68132 |
|  | JGC Holdings Corp. | 83600 | 845570 |
|  | Jichodo Co. Ltd. | 300 | 18156 |
|  | JINS Holdings, Inc. | 4600 | 232087 |
|  | JINUSHI Co. Ltd. | 7600 | 142990 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | JK Holdings Co. Ltd. | 5600 | $45781 |
|  | J-Lease Co. Ltd. | 2200 | 21471 |
|  | JM Holdings Co. Ltd. | 12200 | 119271 |
|  | Joshin Denki Co. Ltd. | 6500 | 112544 |
|  | Joyful Honda Co. Ltd. | 9600 | 126977 |
| # | JP-Holdings, Inc. | 12800 | 49337 |
|  | JSP Corp. | 5500 | 67283 |
|  | JTEKT Corp. | 32900 | 329133 |
| \* | Juki Corp. | 10400 | 29821 |
|  | Justsystems Corp. | 12300 | 397262 |
|  | JVCKenwood Corp. | 83620 | 669987 |
|  | Kadokawa Corp. | 21303 | 478268 |
|  | Kaga Electronics Co. <br> Ltd.<br>| 20800 | 481651 |
|  | Kagome Co. Ltd. | 12200 | 210776 |
|  | Kajima Corp. | 65701 | 2118070 |
|  | Kakaku.com, Inc. | 51200 | 910208 |
|  | Kaken Pharmaceutical <br> Co. Ltd.<br>| 4700 | 111791 |
| # | Kamakura Shinsho <br> Ltd.<br>| 6800 | 25506 |
|  | Kamigumi Co. Ltd. | 18600 | 558339 |
| # | Kanaden Corp. | 10000 | 135760 |
|  | Kanadevia Corp. | 69600 | 515713 |
|  | Kanamic Network Co. <br> Ltd.<br>| 5500 | 17152 |
|  | Kanamoto Co. Ltd. | 11400 | 265508 |
|  | Kandenko Co. Ltd. | 47700 | 1457815 |
|  | Kaneka Corp. | 11800 | 325557 |
|  | Kaneko Seeds Co. <br> Ltd.<br>| 1500 | 16113 |
|  | Kanematsu Corp. | 41200 | 834129 |
|  | Kanemi Co. Ltd. | 1000 | 21499 |
| # | Kanro, Inc. | 4800 | 45237 |
|  | Kansai Paint Co. Ltd. | 65800 | 1056116 |
|  | Kanto Denka Kogyo <br> Co. Ltd.<br>| 6690 | 45139 |
|  | Kao Corp. | 32200 | 1362692 |
|  | Katakura Industries <br> Co. Ltd.<br>| 6900 | 118944 |
|  | Katitas Co. Ltd. | 24800 | 403174 |
|  | Kato Sangyo Co. Ltd. | 13900 | 533572 |
|  | Kato Works Co. Ltd. | 3900 | 35047 |
|  | Kawada Technologies, <br> Inc.<br>| 4200 | 110047 |
|  | Kawai Musical <br> Instruments <br> Manufacturing Co. <br> Ltd.<br>| 1600 | 26904 |
|  | Kawasaki Heavy <br> Industries Ltd.<br>| 33333 | 2669193 |
|  | KDDI Corp. | 357800 | 5703457 |
| # | KeePer Technical <br> Laboratory Co. Ltd.<br>| 6700 | 159602 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Keihan Holdings Co. <br> Ltd.<br>| 17700 | $358591 |
|  | Keihanshin Building <br> Co. Ltd.<br>| 9000 | 101208 |
|  | Keikyu Corp. | 27600 | 257485 |
|  | Keio Corp. | 17418 | 413113 |
|  | Keisei Electric Railway <br> Co. Ltd.<br>| 67500 | 538751 |
|  | KEIWA, Inc. | 1600 | 11974 |
|  | Kewpie Corp. | 20300 | 563274 |
|  | Keyence Corp. | 19200 | 7125782 |
|  | KH Neochem Co. Ltd. | 4865 | 87000 |
| # | Kibun Foods, Inc. | 1400 | 9758 |
|  | Kikkoman Corp. | 66800 | 531931 |
| # | Kimoto Co. Ltd. | 12900 | 21721 |
|  | Kimura Chemical <br> Plants Co. Ltd.<br>| 4600 | 31965 |
|  | Kinden Corp. | 33900 | 1357937 |
| # | King Jim Co. Ltd. | 4300 | 23425 |
|  | Kintetsu Department <br> Store Co. Ltd.<br>| 3200 | 38978 |
|  | Kintetsu Group <br> Holdings Co. Ltd.<br>| 25700 | 487709 |
|  | Kirin Holdings Co. <br> Ltd.<br>| 129200 | 1816903 |
|  | Kissei Pharmaceutical <br> Co. Ltd.<br>| 6800 | 177576 |
|  | Ki-Star Real Estate <br> Co. Ltd.<br>| 3700 | 125605 |
|  | Kitagawa Corp. | 2700 | 28256 |
| # | Kita-Nippon Bank Ltd. | 1500 | 36665 |
|  | Kitano Construction <br> Corp.<br>| 4800 | 41013 |
| # | Kitanotatsujin Corp. | 10100 | 8890 |
|  | Kitz Corp. | 23100 | 258964 |
|  | Koa Shoji Holdings <br> Co. Ltd.<br>| 1600 | 8111 |
| # | Koatsu Gas Kogyo <br> Co. Ltd.<br>| 8500 | 56653 |
|  | Koei Tecmo Holdings <br> Co. Ltd.<br>| 22200 | 298811 |
|  | Kohnan Shoji Co. Ltd. | 8800 | 213050 |
|  | Kohsoku Corp. | 4300 | 79678 |
| # | Koike-ya, Inc. | 600 | 17767 |
|  | Koito Manufacturing <br> Co. Ltd.<br>| 44200 | 658147 |
| # | Kojima Co. Ltd. | 11500 | 82055 |
|  | Kokusai Electric <br> Corp.<br>| 52500 | 1918425 |
|  | Kokuyo Co. Ltd. | 130000 | 745992 |
|  | Komatsu Ltd. | 178100 | 5957614 |
| # | Komatsu Matere Co. <br> Ltd.<br>| 11300 | 62954 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Komatsu Wall Industry <br> Co. Ltd.<br>| 5200 | $83875 |
|  | KOMEDA Holdings <br> Co. Ltd.<br>| 20300 | 382458 |
|  | Komehyo Holdings <br> Co. Ltd.<br>| 3100 | 60215 |
|  | Komeri Co. Ltd. | 7200 | 149792 |
|  | Komori Corp. | 19500 | 183134 |
|  | Konami Group Corp. | 22500 | 3747041 |
| # | Kondotec, Inc. | 5200 | 56649 |
|  | Konica Minolta, Inc. | 86000 | 295319 |
|  | Konishi Co. Ltd. | 40000 | 320158 |
|  | Konoike Transport Co. <br> Ltd.<br>| 6500 | 134436 |
| # | Konoshima Chemical <br> Co. Ltd.<br>| 3700 | 35466 |
| # | Kosaido Holdings Co. <br> Ltd.<br>| 14000 | 38478 |
|  | Kose Corp. | 5759 | 220630 |
| # | Kotobuki Spirits Co. <br> Ltd.<br>| 39200 | 469975 |
| #\* | Kourakuen Corp. | 6300 | 42094 |
|  | Kozo Keikaku <br> Engineering <br> Holdings, Inc.<br>| 3600 | 74090 |
|  | KPP Group Holdings <br> Co. Ltd.<br>| 9600 | 47422 |
|  | Kraftia Corp. | 16900 | 893974 |
|  | Krosaki Harima Corp. | 4000 | 107268 |
| # | KRS Corp. | 4200 | 79304 |
|  | K's Holdings Corp. | 34076 | 337805 |
|  | KU Holdings Co. Ltd. | 5300 | 40478 |
|  | Kubota Corp. (6326 <br> JP)<br>| 200200 | 2592021 |
| # | Kumagai Gumi Co. <br> Ltd.<br>| 59600 | 541144 |
| # | Kumiai Chemical <br> Industry Co. Ltd.<br>| 39800 | 176070 |
|  | Kunimine Industries <br> Co. Ltd.<br>| 3100 | 22848 |
|  | Kura Sushi, Inc. | 5000 | 107702 |
|  | Kuraray Co. Ltd. | 37200 | 403120 |
| # | Kureha Corp. | 16400 | 392058 |
| # | Kurimoto Ltd. | 26000 | 291934 |
|  | Kurita Water <br> Industries Ltd.<br>| 37091 | 1405155 |
|  | Kuriyama Holdings <br> Corp.<br>| 9700 | 104426 |
| # | Kusuri No. Aoki <br> Holdings Co. Ltd.<br>| 20600 | 521980 |
| # | Kyodo Printing Co. <br> Ltd.<br>| 10400 | 101141 |
|  | Kyoei Steel Ltd. | 17300 | 257551 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Kyokuto Boeki Kaisha <br> Ltd.<br>| 6600 | $76251 |
|  | Kyokuto Kaihatsu <br> Kogyo Co. Ltd.<br>| 16100 | 269427 |
|  | Kyokuyo Co. Ltd. | 5700 | 176210 |
|  | Kyorin Pharmaceutical <br> Co. Ltd.<br>| 6700 | 61072 |
| # | Kyosan Electric <br> Manufacturing Co. <br> Ltd.<br>| 21800 | 74667 |
| # | Kyowa Electronic <br> Instruments Co. <br> Ltd.<br>| 3500 | 15747 |
|  | Kyowa Kirin Co. Ltd. | 40336 | 624564 |
|  | Kyowa Leather Cloth <br> Co. Ltd.<br>| 5700 | 32242 |
|  | Kyushu Leasing <br> Service Co. Ltd.<br>| 4700 | 40407 |
|  | Kyushu Railway Co. | 26200 | 664453 |
|  | LA Holdings Co. Ltd. | 1700 | 82809 |
| # | Lacto Japan Co. Ltd. | 1500 | 33584 |
| # | Lasertec Corp. | 15800 | 3207909 |
|  | Leopalace21 Corp. | 128100 | 523138 |
|  | Life Corp. | 18800 | 294941 |
| # | LIFULL Co. Ltd. | 46600 | 58041 |
| # | LIKE, Inc. | 5800 | 56418 |
|  | Link & Motivation, <br> Inc.<br>| 13000 | 41482 |
|  | Lintec Corp. | 18100 | 459998 |
|  | Lion Corp. | 37400 | 368540 |
|  | LITALICO, Inc. | 4800 | 38386 |
|  | Lixil Corp. | 44700 | 495436 |
|  | Loadstar Capital KK | 4300 | 90188 |
| # | Look Holdings, Inc. | 1900 | 32578 |
|  | LY Corp. | 305832 | 898692 |
|  | M&A Capital Partners <br> Co. Ltd.<br>| 2300 | 43918 |
|  | M3, Inc. | 103970 | 1457124 |
|  | Mabuchi Motor Co. <br> Ltd.<br>| 25200 | 445183 |
| # | Macbee Planet, Inc. | 700 | 8707 |
|  | Macnica Holdings, <br> Inc.<br>| 87900 | 1251409 |
|  | Maeda Kosen Co. <br> Ltd.<br>| 7800 | 97449 |
|  | Maezawa Industries, <br> Inc.<br>| 4100 | 51133 |
| # | Maezawa Kasei <br> Industries Co. Ltd.<br>| 4500 | 60827 |
|  | Maezawa Kyuso <br> Industries Co. Ltd.<br>| 7400 | 68769 |
|  | Makino Milling <br> Machine Co. Ltd.<br>| 10600 | 770082 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Makita Corp. (6586 <br> JP)<br>| 34300 | $1036935 |
| # | Mammy Mart Holdings <br> Corp.<br>| 4000 | 40976 |
| # | Management <br> Solutions Co. Ltd.<br>| 4400 | 38194 |
|  | Mandom Corp. | 7200 | 113279 |
|  | Mani, Inc. | 24400 | 233426 |
|  | MarkLines Co. Ltd. | 3900 | 50072 |
|  | Mars Group Holdings <br> Corp.<br>| 2000 | 39802 |
|  | Marubun Corp. | 7100 | 54618 |
| # | Maruchiyo Yamaokaya <br> Corp.<br>| 3600 | 62598 |
|  | Marudai Food Co. <br> Ltd.<br>| 1800 | 21883 |
|  | Maruha Nichiro Corp. | 20800 | 464951 |
|  | Maruichi Steel Tube <br> Ltd.<br>| 62100 | 525074 |
|  | MARUKA FURUSATO <br> Corp.<br>| 11041 | 161696 |
|  | Maruzen Co. Ltd. | 4500 | 101433 |
|  | Maruzen Showa Unyu <br> Co. Ltd.<br>| 3400 | 152995 |
| # | Marvelous, Inc. | 8200 | 30067 |
| # | Matching Service <br> Japan Co. Ltd.<br>| 3600 | 23371 |
|  | Matsuda Sangyo Co. <br> Ltd.<br>| 5600 | 150369 |
| # | Matsui Construction <br> Co. Ltd.<br>| 10300 | 92231 |
| # | Matsui Securities Co. <br> Ltd.<br>| 40000 | 199255 |
|  | MatsukiyoCocokara & <br> Co.<br>| 97060 | 1758494 |
|  | Matsuya Co. Ltd. | 7000 | 78373 |
|  | Matsuyafoods <br> Holdings Co. Ltd.<br>| 2100 | 79709 |
|  | Max Co. Ltd. | 10000 | 362479 |
|  | Maxvalu Tokai Co. <br> Ltd.<br>| 4000 | 90677 |
|  | Mazda Motor Corp. | 179299 | 1235523 |
|  | MCJ Co. Ltd. | 25100 | 236769 |
| # | MEC Co. Ltd. | 8300 | 244850 |
|  | Media Do Co. Ltd. | 2100 | 24786 |
| # | Medical System <br> Network Co. Ltd.<br>| 10545 | 33619 |
|  | Medikit Co. Ltd. | 1500 | 26345 |
|  | Medipal Holdings <br> Corp.<br>| 76000 | 1236551 |
| # | Medius Holdings Co. <br> Ltd.<br>| 6200 | 32117 |
| #\* | Medley, Inc. | 5400 | 73713 |
| # | Megachips Corp. | 3500 | 183446 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Meidensha Corp. | 14000 | $554443 |
|  | Meiho Facility Works <br> Ltd.<br>| 1900 | 13632 |
| # | Meiji Electric <br> Industries Co. Ltd.<br>| 3900 | 58772 |
|  | MEIJI Holdings Co. <br> Ltd.<br>| 19952 | 384075 |
|  | Meisei Industrial Co. <br> Ltd.<br>| 16000 | 171211 |
|  | MEITEC Group <br> Holdings, Inc.<br>| 36300 | 744097 |
|  | Meiwa Corp. | 9600 | 49330 |
|  | Meiwa Estate Co. <br> Ltd.<br>| 4200 | 29137 |
|  | Menicon Co. Ltd. | 10000 | 77960 |
| \* | Mercari, Inc. | 58300 | 864494 |
|  | Mercuria Holdings Co. <br> Ltd.<br>| 3100 | 17107 |
|  | METAWATER Co. <br> Ltd.<br>| 5400 | 115903 |
| # | Mie Kotsu Group <br> Holdings, Inc.<br>| 8400 | 29303 |
| # | Migalo Holdings, Inc. | 14000 | 41759 |
|  | Milbon Co. Ltd. | 2700 | 40554 |
|  | MIMAKI <br> ENGINEERING Co. <br> Ltd.<br>| 10700 | 117933 |
|  | Minebea Mitsumi, Inc. | 57341 | 1133274 |
| # | Mirai Industry Co. <br> Ltd.<br>| 3300 | 71344 |
|  | Mirait One Corp. | 40000 | 775093 |
| # | Mirarth Holdings, Inc. | 57700 | 142225 |
|  | Miroku Jyoho Service <br> Co. Ltd.<br>| 9097 | 103986 |
|  | MISUMI Group, Inc. | 62500 | 974439 |
|  | Mitani Corp. | 11200 | 168926 |
| # | Mitani Sangyo Co. <br> Ltd.<br>| 12600 | 40761 |
|  | Mitani Sekisan Co. <br> Ltd.<br>| 1100 | 53751 |
|  | Mitsuba Corp. | 6800 | 41334 |
|  | Mitsubishi Chemical <br> Group Corp.<br>| 167800 | 876516 |
|  | Mitsubishi Electric <br> Corp.<br>| 190600 | 5411627 |
|  | Mitsubishi Estate Co. <br> Ltd.<br>| 124600 | 2640508 |
|  | Mitsubishi Gas <br> Chemical Co., Inc.<br>| 50400 | 932457 |
|  | Mitsubishi HC Capital, <br> Inc.<br>| 461500 | 3610161 |
|  | Mitsubishi Heavy <br> Industries Ltd.<br>| 321000 | 9690884 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Mitsubishi Kakoki <br> Kaisha Ltd.<br>| 4500 | $95922 |
|  | Mitsubishi Logisnext <br> Co. Ltd.<br>| 19300 | 192193 |
|  | Mitsubishi Logistics <br> Corp.<br>| 99995 | 725067 |
|  | Mitsubishi Motors <br> Corp.<br>| 290200 | 707195 |
| # | Mitsubishi Pencil Co. <br> Ltd.<br>| 13300 | 176423 |
|  | Mitsubishi Research <br> Institute, Inc.<br>| 4000 | 126465 |
|  | Mitsubishi Steel <br> Manufacturing Co. <br> Ltd.<br>| 2600 | 31608 |
|  | Mitsubishi UFJ <br> Financial Group, <br> Inc. (8306 JP)<br>| 517000 | 7809423 |
|  | Mitsui Chemicals, Inc. | 31500 | 743682 |
|  | Mitsui E&S Co. Ltd. | 47200 | 1918915 |
|  | Mitsui Fudosan Co. <br> Ltd.<br>| 247500 | 2577069 |
|  | Mitsui Kinzoku Co. <br> Ltd.<br>| 14000 | 1426005 |
|  | Mitsui-Soko Holdings <br> Co. Ltd.<br>| 24600 | 645584 |
|  | Mitsuuroko Group <br> Holdings Co. Ltd.<br>| 21100 | 288289 |
|  | Miura Co. Ltd. | 19100 | 369846 |
|  | MIXI, Inc. | 16400 | 330948 |
|  | Miyaji Engineering <br> Group, Inc.<br>| 7200 | 92266 |
|  | Miyoshi Oil & Fat Co. <br> Ltd.<br>| 1600 | 22831 |
|  | Mizuho Financial <br> Group, Inc. (8411 <br> JP)<br>| 76900 | 2575818 |
|  | Mizuho Leasing Co. <br> Ltd.<br>| 71800 | 575208 |
|  | Mizuho Medy Co. Ltd. | 3600 | 38074 |
|  | Mizuno Corp. | 26700 | 481670 |
|  | Mochida <br> Pharmaceutical Co. <br> Ltd.<br>| 6298 | 120313 |
|  | Modec, Inc. | 10200 | 661665 |
|  | MonotaRO Co. Ltd. | 86600 | 1208252 |
|  | MORESCO Corp. | 2300 | 20383 |
|  | Morinaga & Co. Ltd. | 17400 | 299815 |
|  | Morinaga Milk Industry <br> Co. Ltd.<br>| 11100 | 239606 |
| # | Moriroku Co. Ltd. | 4200 | 63888 |
|  | Morita Holdings Corp. | 13200 | 199561 |
|  | Morito Co. Ltd. | 7100 | 74797 |
|  | Morozoff Ltd. | 1800 | 17801 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | MOS Food Services, <br> Inc.<br>| 2900 | $72731 |
|  | MrMax Holdings Ltd. | 11600 | 57957 |
|  | MS&AD Insurance <br> Group Holdings, <br> Inc.<br>| 178456 | 3678774 |
|  | MTI Ltd. | 2100 | 10940 |
|  | Mugen Estate Co. <br> Ltd.<br>| 8500 | 112216 |
|  | m-up Holdings, Inc. | 13200 | 164907 |
|  | Murakami Corp. | 2000 | 87819 |
|  | Muto Seiko Co. | 800 | 8734 |
|  | Nabtesco Corp. | 16700 | 418329 |
| # | NAC Co. Ltd. | 7200 | 24411 |
| # | Nachi-Fujikoshi Corp. | 3000 | 76741 |
|  | Nafco Co. Ltd. | 6100 | 79072 |
| # | Nagano Keiki Co. Ltd. | 4800 | 73016 |
|  | Nagase & Co. Ltd. | 51700 | 1129036 |
|  | Nagase Brothers, Inc. | 3400 | 49499 |
|  | Nagoya Railroad Co. <br> Ltd.<br>| 27500 | 300822 |
|  | Nakabayashi Co. Ltd. | 10000 | 37345 |
|  | Nakakita Seisakusho <br> Co. Ltd.<br>| 500 | 20236 |
|  | Nakamoto Packs Co. <br> Ltd.<br>| 1600 | 18814 |
| # | Nakamuraya Co. Ltd. | 500 | 9863 |
|  | Nakanishi, Inc. | 28600 | 378669 |
|  | Nakano Corp. | 6500 | 40233 |
|  | Namura Shipbuilding <br> Co. Ltd.<br>| 20000 | 678321 |
|  | Nanyo Corp. | 2400 | 20895 |
|  | Nasu Denki Tekko Co. <br> Ltd.<br>| 500 | 51021 |
|  | Natori Co. Ltd. | 2500 | 31541 |
|  | NCD Co. <br> Ltd./Shinagawa<br>| 2600 | 45096 |
| \* | NE, Inc. | 1300 | 6748 |
|  | NEC Capital Solutions <br> Ltd.<br>| 6000 | 148248 |
|  | NEC Corp. | 147600 | 5360837 |
| \* | Net Protections <br> Holdings, Inc.<br>| 11300 | 58229 |
|  | New Art Holdings Co. <br> Ltd.<br>| 2860 | 26591 |
| # | New Cosmos Electric <br> Co. Ltd.<br>| 200 | 5766 |
|  | Nexon Co. Ltd. | 46400 | 946304 |
| # | Nextage Co. Ltd. | 20400 | 306547 |
| #\* | NexTone, Inc. | 2900 | 41277 |
|  | NHK Spring Co. Ltd. | 83400 | 1563572 |
|  | Nicca Chemical Co. <br> Ltd.<br>| 3100 | 29157 |
|  | Nice Corp. | 3400 | 39136 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Nichiban Co. Ltd. | 800 | $9915 |
| # | Nichiden Corp. | 7500 | 120729 |
|  | Nichimo Co. Ltd. | 800 | 12929 |
|  | Nichireki Group Co. <br> Ltd.<br>| 4500 | 70783 |
|  | Nichirin Co. Ltd. | 3430 | 79816 |
|  | NIDEC Corp. (6594 <br> JP)<br>| 61178 | 744339 |
| # | NIDEC Corp. (NJDCY <br> US), Sponsored <br> ADR<br>| 2902 | 7922 |
|  | Nifco, Inc. | 40800 | 1182365 |
|  | Nihon Dengi Co. Ltd. | 4400 | 156155 |
|  | Nihon Denkei Co. <br> Ltd.<br>| 1100 | 14533 |
| # | Nihon Flush Co. Ltd. | 6300 | 33030 |
| # | Nihon House Holdings <br> Co. Ltd.<br>| 16700 | 32149 |
|  | Nihon Kagaku Sangyo <br> Co. Ltd.<br>| 8000 | 115988 |
|  | Nihon M&A Center <br> Holdings, Inc.<br>| 140700 | 662667 |
|  | Nihon Parkerizing Co. <br> Ltd.<br>| 40500 | 351770 |
|  | Nihon Tokushu Toryo <br> Co. Ltd.<br>| 5600 | 75797 |
|  | Nihon Yamamura <br> Glass Co. Ltd.<br>| 2300 | 39748 |
|  | Nikkiso Co. Ltd. | 21800 | 213118 |
| # | Nikko Co. Ltd. | 9200 | 45621 |
| # | Nikkon Holdings Co. <br> Ltd.<br>| 29200 | 658578 |
|  | Nikon Corp. | 51900 | 605293 |
|  | Nintendo Co. Ltd. | 118200 | 10081265 |
|  | Nippi, Inc. | 600 | 49023 |
|  | Nippn Corp. | 10000 | 142170 |
|  | Nippon Air <br> Conditioning <br> Services Co. Ltd.<br>| 4500 | 38261 |
|  | Nippon Aqua Co. Ltd. | 4300 | 26056 |
|  | Nippon Avionics Co. <br> Ltd.<br>| 3000 | 105725 |
| # | Nippon Beet Sugar <br> Manufacturing Co. <br> Ltd.<br>| 1200 | 23259 |
|  | Nippon Carbide <br> Industries Co., Inc.<br>| 2900 | 39921 |
|  | Nippon Care Supply <br> Co. Ltd.<br>| 1200 | 18878 |
|  | Nippon Chemical <br> Industrial Co. Ltd.<br>| 2000 | 36301 |
|  | Nippon Densetsu <br> Kogyo Co. Ltd.<br>| 14900 | 277972 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Nippon Dry-Chemical <br> Co. Ltd.<br>| 2100 | $114739 |
|  | Nippon Express <br> Holdings, Inc.<br>| 84100 | 1789251 |
|  | Nippon Fine Chemical <br> Co. Ltd.<br>| 5100 | 82162 |
|  | Nippon Gas Co. Ltd. | 66500 | 1273045 |
|  | Nippon Kayaku Co. <br> Ltd.<br>| 61200 | 559638 |
|  | Nippon Light Metal <br> Holdings Co. Ltd.<br>| 27360 | 398424 |
|  | Nippon Paint Holdings <br> Co. Ltd.<br>| 239500 | 1523465 |
|  | Nippon Parking <br> Development Co. <br> Ltd.<br>| 78100 | 136856 |
|  | Nippon Rietec Co. <br> Ltd.<br>| 7800 | 104084 |
|  | Nippon Seiki Co. Ltd. | 12700 | 146755 |
| # | Nippon Seisen Co. <br> Ltd.<br>| 5000 | 35876 |
|  | Nippon Sharyo Ltd. | 3000 | 64986 |
|  | Nippon Shinyaku Co. <br> Ltd.<br>| 15167 | 317348 |
|  | Nippon Shokubai Co. <br> Ltd.<br>| 32000 | 370763 |
|  | Nippon Signal Co. <br> Ltd.<br>| 14800 | 121016 |
|  | Nippon Soda Co. Ltd. | 22200 | 492150 |
|  | Nippon Television <br> Holdings, Inc.<br>| 12900 | 312986 |
|  | Nippon Thompson Co. <br> Ltd.<br>| 15600 | 67551 |
|  | Nireco Corp. | 1000 | 11886 |
|  | Nishimatsu <br> Construction Co. <br> Ltd.<br>| 13100 | 449983 |
|  | Nishimatsuya Chain <br> Co. Ltd.<br>| 8200 | 109716 |
|  | Nishi-Nippon Railroad <br> Co. Ltd.<br>| 9900 | 143816 |
|  | Nishio Holdings Co. <br> Ltd.<br>| 7400 | 210520 |
|  | Nissan Chemical <br> Corp.<br>| 62404 | 2108360 |
| \* | Nissan Motor Co. Ltd. | 275400 | 629491 |
| # | Nissan Shatai Co. <br> Ltd.<br>| 16300 | 108523 |
|  | Nissan Tokyo Sales <br> Holdings Co. Ltd.<br>| 5300 | 17273 |
|  | Nissei ASB Machine <br> Co. Ltd.<br>| 2700 | 119593 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Nissei Plastic <br> Industrial Co. Ltd.<br>| 5900 | $32514 |
|  | Nisshin Group <br> Holdings Co. Ltd.<br>| 19600 | 76545 |
|  | Nisshin Oillio Group <br> Ltd.<br>| 4600 | 151989 |
|  | Nisshin Seifun Group, <br> Inc.<br>| 38580 | 436166 |
|  | Nisshinbo Holdings, <br> Inc.<br>| 28204 | 222890 |
| # | Nisso Holdings Co. <br> Ltd.<br>| 8200 | 34210 |
|  | Nissui Corp. | 98700 | 687644 |
|  | Niterra Co. Ltd. | 7600 | 311775 |
|  | Nitori Holdings Co. <br> Ltd.<br>| 50500 | 818211 |
|  | Nitta Corp. | 5100 | 133684 |
|  | Nitta Gelatin, Inc. | 7100 | 45613 |
| # | Nittetsu Mining Co. <br> Ltd.<br>| 16500 | 180723 |
|  | Nitto Denko Corp. | 247500 | 6163951 |
|  | Nitto Fuji Flour Milling <br> Co. Ltd.<br>| 400 | 18023 |
|  | Nitto Kogyo Corp. | 10900 | 261026 |
|  | Nitto Kohki Co. Ltd. | 4600 | 51082 |
| # | Nitto Seiko Co. Ltd. | 7800 | 34829 |
|  | Nittoc Construction <br> Co. Ltd.<br>| 6500 | 51623 |
| # | Nittoku Co. Ltd. | 2100 | 33181 |
|  | Noevir Holdings Co. <br> Ltd.<br>| 4500 | 127708 |
|  | Nohmi Bosai Ltd. | 3000 | 73763 |
| # | Nojima Corp. | 92400 | 682265 |
|  | Nomura Co. Ltd. | 3800 | 25278 |
|  | Nomura Holdings, Inc. <br> (8604 JP)<br>| 457500 | 3264765 |
|  | Nomura Holdings, Inc. <br> (NMR US), <br> Sponsored ADR<br>| 30971 | 220514 |
|  | Nomura Real Estate <br> Holdings, Inc.<br>| 207000 | 1182150 |
|  | Nomura Research <br> Institute Ltd.<br>| 50666 | 1956369 |
|  | Noritake Co. Ltd. | 4400 | 137823 |
|  | Noritsu Koki Co. Ltd. | 25500 | 276804 |
|  | Noritz Corp. | 11900 | 154516 |
|  | NPR-RIKEN Corp. | 3900 | 78968 |
| # | NS Solutions Corp. | 19800 | 498897 |
| # | NS Tool Co. Ltd. | 3800 | 18866 |
|  | NSD Co. Ltd. | 33500 | 715748 |
|  | NSK Ltd. | 69300 | 349203 |
|  | NSW, Inc. | 3100 | 49940 |
|  | NTN Corp. | 69300 | 154716 |
|  | NTT, Inc. | 2588000 | 2663708 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Oat Agrio Co. Ltd. | 5000 | $71081 |
| # | Obara Group, Inc. | 2500 | 67968 |
|  | Obayashi Corp. | 104200 | 1762797 |
|  | OBIC Business <br> Consultants Co. <br> Ltd.<br>| 6300 | 360551 |
|  | Obic Co. Ltd. | 57200 | 1774405 |
|  | Ochi Holdings Co. <br> Ltd.<br>| 1800 | 16192 |
|  | Odakyu Electric <br> Railway Co. Ltd.<br>| 48300 | 510835 |
| # | Oenon Holdings, Inc. | 11900 | 39815 |
|  | Ohashi Technica, Inc. | 2500 | 33176 |
| # | Ohba Co. Ltd. | 4500 | 32434 |
|  | Ohmoto Gumi Co. <br> Ltd.<br>| 3000 | 28058 |
|  | OIE Sangyo Co. Ltd. | 2000 | 28245 |
|  | Oiles Corp. | 5300 | 77635 |
|  | Oisix ra daichi, Inc. | 7300 | 80627 |
|  | Okabe Co. Ltd. | 11500 | 68427 |
|  | Okada Aiyon Corp. | 2000 | 26512 |
|  | Okamoto Industries, <br> Inc.<br>| 3700 | 121085 |
|  | Okamoto Machine <br> Tool Works Ltd.<br>| 1100 | 34209 |
|  | Okamura Corp. | 24100 | 352559 |
|  | Oki Electric Industry <br> Co. Ltd.<br>| 26100 | 311826 |
|  | Okinawa Cellular <br> Telephone Co.<br>| 17600 | 293403 |
|  | OKUMA Corp. | 21200 | 471970 |
|  | Okumura Corp. | 14600 | 462825 |
|  | Okura Industrial Co. <br> Ltd.<br>| 4000 | 128817 |
|  | Olba Healthcare <br> Holdings, Inc.<br>| 800 | 10617 |
|  | Olympus Corp. | 267000 | 3285959 |
|  | Omron Corp. | 29140 | 812562 |
|  | Ono Pharmaceutical <br> Co. Ltd.<br>| 91000 | 1110510 |
|  | Onoken Co. Ltd. | 7400 | 66065 |
|  | Onward Holdings Co. <br> Ltd.<br>| 31100 | 130518 |
|  | Ootoya Holdings Co. <br> Ltd.<br>| 1100 | 40227 |
|  | Open House Group <br> Co. Ltd.<br>| 53800 | 2589014 |
|  | Open Up Group, Inc. | 35700 | 398247 |
|  | Optex Group Co. Ltd. | 9900 | 149451 |
|  | Optimus Group Co. <br> Ltd.<br>| 4900 | 10666 |
|  | Optorun Co. Ltd. | 2700 | 29728 |
|  | Oracle Corp. Japan | 8700 | 802051 |
|  | Organo Corp. | 14700 | 1261542 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Oricon, Inc. | 4000 | $21525 |
|  | Oriental Consultants <br> Holdings Co. Ltd.<br>| 4200 | 82906 |
|  | Oriental Land Co. <br> Ltd.<br>| 70700 | 1430803 |
|  | Oriental Shiraishi <br> Corp.<br>| 40000 | 110162 |
| # | Oro Co. Ltd. | 2800 | 42723 |
|  | Osaka Gas Co. Ltd. | 39300 | 1236568 |
| # | Osaka Organic <br> Chemical Industry <br> Ltd.<br>| 5693 | 141321 |
| # | Osaka Steel Co. Ltd. | 1300 | 21868 |
| # | Osaki Electric Co. <br> Ltd.<br>| 9400 | 76180 |
|  | Otsuka Corp. | 62900 | 1243537 |
|  | OUG Holdings, Inc. | 1000 | 25084 |
|  | Oyo Corp. | 9900 | 184746 |
| # | Ozu Corp. | 1500 | 16602 |
|  | Pacific Industrial Co. <br> Ltd.<br>| 10500 | 209397 |
|  | Pack Corp. | 25300 | 197131 |
|  | PAL GROUP Holdings <br> Co. Ltd.<br>| 38800 | 499256 |
|  | PALTAC Corp. | 11700 | 345062 |
|  | Pan Pacific <br> International <br> Holdings Corp.<br>| 250000 | 1487152 |
|  | Panasonic Holdings <br> Corp.<br>| 197500 | 2294797 |
|  | Paraca, Inc. | 2000 | 25669 |
|  | Paramount Bed <br> Holdings Co. Ltd.<br>| 12900 | 295421 |
| # | Park24 Co. Ltd. | 27226 | 318182 |
|  | Parker Corp. | 7900 | 57365 |
|  | Pasona Group, Inc. | 16200 | 200323 |
|  | Pegasus Co. Ltd. | 13300 | 71060 |
|  | Penta-Ocean <br> Construction Co. <br> Ltd.<br>| 73200 | 670146 |
| # | People Dreams & <br> Technologies Group <br> Co. Ltd.<br>| 3600 | 37449 |
| \* | PeptiDream, Inc. | 18300 | 185289 |
|  | Persol Holdings Co. <br> Ltd.<br>| 1105200 | 1833378 |
| # | Pharma Foods <br> International Co. <br> Ltd.<br>| 10100 | 52117 |
|  | PHC Holdings Corp. | 9300 | 60791 |
| \* | PIA Corp. | 2100 | 40925 |
|  | Pickles Holdings Co. <br> Ltd.<br>| 3300 | 23527 |
| # | Pigeon Corp. | 42000 | 475086 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | PILLAR Corp. | 13400 | $421986 |
|  | Pilot Corp. | 10501 | 317089 |
| #\* | PKSHA Technology, <br> Inc.<br>| 700 | 20260 |
| # | Plus Alpha Consulting <br> Co. Ltd.<br>| 10800 | 165565 |
| # | Pole To Win Holdings, <br> Inc.<br>| 4300 | 9215 |
| # | Port, Inc. | 3500 | 44438 |
|  | PR Times Corp. | 1800 | 34743 |
|  | Press Kogyo Co. Ltd. | 12000 | 50857 |
|  | Prestige International, <br> Inc.<br>| 30100 | 129264 |
|  | Procrea Holdings, <br> Inc.<br>| 7325 | 82259 |
| # | Pronexus, Inc. | 4500 | 31901 |
|  | Pro-Ship, Inc. | 10600 | 102578 |
|  | PS Construction Co. <br> Ltd.<br>| 4640 | 54419 |
|  | QB Net Holdings Co. <br> Ltd.<br>| 3500 | 30808 |
| # | Qol Holdings Co. Ltd. | 15100 | 190386 |
|  | Quick Co. Ltd. | 9900 | 150960 |
| # | Raccoon Holdings, <br> Inc.<br>| 7100 | 30694 |
|  | Raito Kogyo Co. Ltd. | 15900 | 332753 |
|  | Raiznext Corp. | 5500 | 68335 |
|  | Raksul, Inc. | 30200 | 207343 |
| # | Rakumachi, Inc. | 1500 | 11554 |
|  | Rakus Co. Ltd. | 64800 | 523118 |
| \* | Rakuten Bank Ltd. | 15400 | 845265 |
| \* | Rakuten Group, Inc. | 155100 | 1014696 |
|  | Rasa Corp. | 2500 | 26771 |
|  | Rasa Industries Ltd. | 4800 | 156391 |
|  | Recruit Holdings Co. <br> Ltd.<br>| 375400 | 18615310 |
|  | Relo Group, Inc. | 44644 | 480586 |
| # | Renaissance, Inc. | 1500 | 10224 |
|  | Rengo Co. Ltd. | 82000 | 499415 |
| #\* | RENOVA, Inc. | 30100 | 161274 |
|  | Resona Holdings, Inc. | 54600 | 526403 |
|  | Resonac Holdings <br> Corp.<br>| 38300 | 1492157 |
|  | Restar Corp. | 5100 | 85322 |
|  | Retail Partners Co. <br> Ltd.<br>| 6900 | 57643 |
|  | Rheon Automatic <br> Machinery Co. Ltd.<br>| 3700 | 34702 |
|  | Ricoh Co. Ltd. | 112700 | 966829 |
|  | Ricoh Leasing Co. <br> Ltd.<br>| 9700 | 356233 |
| # | Ride On Express <br> Holdings Co. Ltd.<br>| 2400 | 15571 |
|  | Riken Keiki Co. Ltd. | 10800 | 245981 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Riken Technos Corp. | 21600 | $195789 |
|  | Rinnai Corp. | 15800 | 358118 |
|  | Rion Co. Ltd. | 3400 | 55108 |
|  | Rise Consulting <br> Group, Inc.<br>| 3800 | 21786 |
|  | Riso Kagaku Corp. | 1800 | 13644 |
| # | Riso Kyoiku Group <br> Corp.<br>| 14500 | 18517 |
|  | Rix Corp. | 900 | 21740 |
| # | Rokko Butter Co. Ltd. | 2657 | 20229 |
|  | Roland Corp. | 5600 | 118633 |
|  | Rorze Corp. | 33000 | 459538 |
|  | RYODEN Corp. | 8900 | 184388 |
|  | Ryohin Keikaku Co. <br> Ltd.<br>| 125800 | 2587626 |
|  | Ryoyo Ryosan <br> Holdings, Inc.<br>| 9511 | 183269 |
|  | Ryoyu Systems Co. <br> Ltd.<br>| 2200 | 58497 |
|  | S&B Foods, Inc. | 5800 | 125314 |
| # | Sac's Bar Holdings, <br> Inc.<br>| 7300 | 37083 |
|  | Saibu Gas Holdings <br> Co. Ltd.<br>| 11500 | 137864 |
|  | Sakai Chemical <br> Industry Co. Ltd.<br>| 4500 | 83034 |
|  | Sakai Heavy <br> Industries Ltd.<br>| 3800 | 50593 |
|  | Sakata INX Corp. | 28900 | 426615 |
|  | Sakata Seed Corp. | 9800 | 251107 |
|  | Sala Corp. | 10100 | 68818 |
|  | San Holdings, Inc. | 1500 | 14616 |
|  | San-Ai Obbli Co. Ltd. | 39900 | 528472 |
|  | Sangetsu Corp. | 26100 | 510356 |
|  | Sanki Engineering Co. <br> Ltd.<br>| 26600 | 914136 |
|  | Sanko Gosei Ltd. | 5600 | 30569 |
|  | Sanko Metal Industrial <br> Co. Ltd.<br>| 6500 | 57230 |
|  | Sankyo Co. Ltd. | 110400 | 1915148 |
|  | Sankyo Frontier Co. <br> Ltd.<br>| 2800 | 36436 |
| # | Sankyo Seiko Co. <br> Ltd.<br>| 20200 | 88298 |
|  | Sankyo Tateyama, <br> Inc.<br>| 4300 | 16776 |
|  | Sankyu, Inc. | 16700 | 852704 |
|  | Sanoh Industrial Co. <br> Ltd.<br>| 5900 | 35101 |
|  | Sanrio Co. Ltd. | 46600 | 2156571 |
|  | Sansei Technologies, <br> Inc.<br>| 4600 | 67570 |
|  | Sanshin Electronics <br> Co. Ltd.<br>| 5000 | 94795 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Santen <br> Pharmaceutical Co. <br> Ltd.<br>| 134400 | $1316820 |
|  | Sanwa Holdings <br> Corp.<br>| 56000 | 1527216 |
|  | Sanyo Chemical <br> Industries Ltd.<br>| 4900 | 133323 |
|  | Sanyo Denki Co. Ltd. | 11400 | 291509 |
|  | Sanyo Shokai Ltd. | 4300 | 88713 |
|  | Sanyo Trading Co. <br> Ltd.<br>| 10700 | 110139 |
|  | Sapporo Holdings <br> Ltd.<br>| 13300 | 639151 |
|  | Sata Construction Co. <br> Ltd.<br>| 7700 | 54010 |
|  | Sato Corp. | 8900 | 126323 |
| # | Sato Shoji Corp. | 6100 | 85116 |
| # | Satori Electric Co. <br> Ltd.<br>| 4000 | 49771 |
|  | Sawai Group Holdings <br> Co. Ltd.<br>| 12800 | 152861 |
|  | SAXA, Inc. | 1300 | 45371 |
| #\* | SBI ARUHI Corp. | 7300 | 37818 |
| # | SBI Global Asset <br> Management Co. <br> Ltd.<br>| 4600 | 17689 |
|  | SBI Holdings, Inc. | 35000 | 1564046 |
|  | SBI Insurance Group <br> Co. Ltd.<br>| 1900 | 19116 |
| # | SBS Holdings, Inc. | 5300 | 116556 |
| # | SCREEN Holdings <br> Co. Ltd.<br>| 14800 | 1403006 |
|  | Scroll Corp. | 10400 | 73921 |
|  | SCSK Corp. | 29029 | 1066717 |
|  | SEC Carbon Ltd. | 1000 | 13844 |
|  | Secom Co. Ltd. | 51600 | 1744328 |
|  | Sega Sammy <br> Holdings, Inc.<br>| 50500 | 934437 |
|  | Segue Group Co. Ltd. | 2500 | 10415 |
|  | Seika Corp. | 14700 | 219168 |
| # | Seikitokyu Kogyo Co. <br> Ltd.<br>| 5800 | 55801 |
|  | Seiko Epson Corp. | 69200 | 876806 |
|  | Seiko Group Corp. | 7500 | 344429 |
|  | Seino Holdings Co. <br> Ltd.<br>| 21900 | 309490 |
|  | Sekisui Chemical Co. <br> Ltd.<br>| 33000 | 571701 |
|  | Sekisui House Ltd. | 115000 | 2467355 |
|  | Sekisui Jushi Corp. | 6200 | 82902 |
| # | Sekisui Kasei Co. <br> Ltd.<br>| 12400 | 28458 |
|  | Senko Group Holdings <br> Co. Ltd.<br>| 43020 | 561504 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Senshu Electric Co. <br> Ltd.<br>| 7400 | $216756 |
| #\* | Senshukai Co. Ltd. | 11400 | 16777 |
|  | Septeni Holdings Co. <br> Ltd.<br>| 12300 | 32665 |
|  | SERAKU Co. Ltd. | 1200 | 11559 |
|  | Seria Co. Ltd. | 14900 | 283724 |
|  | Seven & i Holdings <br> Co. Ltd.<br>| 411900 | 5239283 |
|  | Seven Bank Ltd. | 237428 | 436156 |
|  | SFP Holdings Co. <br> Ltd.<br>| 900 | 11796 |
|  | SG Holdings Co. Ltd. | 62400 | 573494 |
| # | Sharingtechnology, <br> Inc.<br>| 5100 | 30887 |
|  | Shibaura Machine Co. <br> Ltd.<br>| 9000 | 249922 |
|  | Shibaura <br> Mechatronics Corp.<br>| 5100 | 600723 |
|  | Shibuya Corp. | 5000 | 110926 |
| \* | SHIFT, Inc. | 75000 | 516981 |
|  | Shikoku Kasei <br> Holdings Corp.<br>| 16000 | 284824 |
|  | Shima Seiki <br> Manufacturing Ltd.<br>| 5200 | 33445 |
|  | Shimadaya Corp. | 1700 | 19443 |
|  | Shimadzu Corp. | 51300 | 1379224 |
|  | Shimamura Co. Ltd. | 11200 | 722060 |
|  | Shimano, Inc. | 8000 | 838127 |
|  | Shimizu Bank Ltd. | 1700 | 22208 |
|  | Shimizu Corp. | 98800 | 1326207 |
| # | Shimojima Co. Ltd. | 4600 | 38498 |
|  | Shin Nippon Air <br> Technologies Co. <br> Ltd.<br>| 8600 | 171740 |
|  | Shinagawa Refra Co. <br> Ltd.<br>| 14000 | 167796 |
|  | Shin-Etsu Chemical <br> Co. Ltd.<br>| 128200 | 3853555 |
|  | Shin-Etsu Polymer <br> Co. Ltd.<br>| 22000 | 275506 |
| # | Shinko Shoji Co. Ltd. | 18100 | 119527 |
|  | Shinmaywa Industries <br> Ltd.<br>| 23100 | 300415 |
|  | Shinnihon Corp. | 9900 | 113783 |
|  | Shinnihonseiyaku Co. <br> Ltd.<br>| 5600 | 78487 |
|  | Shinsho Corp. | 6000 | 90404 |
|  | Shinwa Co. Ltd. (3447 <br> JP)<br>| 2600 | 14007 |
|  | Shinwa Co. Ltd. (7607 <br> JP)<br>| 3900 | 77721 |
|  | Shionogi & Co. Ltd. | 69700 | 1169050 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Ship Healthcare <br> Holdings, Inc.<br>| 31100 | $465238 |
|  | Shiseido Co. Ltd. | 98696 | 1662421 |
|  | Shizuoka Financial <br> Group, Inc.<br>| 47200 | 635671 |
|  | Shizuoka Gas Co. <br> Ltd.<br>| 24900 | 182082 |
|  | SHO-BOND Holdings <br> Co. Ltd.<br>| 17300 | 548955 |
|  | Shoei Co. Ltd. | 12000 | 127466 |
| # | Shoei Foods Corp. | 1600 | 40900 |
|  | Shofu, Inc. | 800 | 9827 |
|  | SIGMAXYZ Holdings, <br> Inc.<br>| 23600 | 133832 |
|  | Siix Corp. | 9400 | 84305 |
| \* | Simplex Holdings, <br> Inc.<br>| 18900 | 527001 |
|  | Sinanen Holdings Co. <br> Ltd.<br>| 3300 | 132151 |
|  | Sinfonia Technology <br> Co. Ltd.<br>| 8600 | 591913 |
|  | Sinko Industries Ltd. | 15300 | 127827 |
|  | Sintokogio Ltd. | 8900 | 59602 |
|  | SK Kaken Co. Ltd. | 3200 | 188255 |
| # | SK-Electronics Co. <br> Ltd.<br>| 3800 | 73335 |
|  | SKY Perfect JSAT <br> Holdings, Inc.<br>| 63700 | 626806 |
|  | SMC Corp. | 5700 | 1951238 |
|  | SMS Co. Ltd. | 23100 | 199101 |
| # | Socionext, Inc. | 87800 | 1975899 |
|  | Soda Nikka Co. Ltd. | 6600 | 42740 |
|  | Sodick Co. Ltd. | 13800 | 87256 |
|  | SoftBank Corp. | 4538000 | 6448489 |
|  | SoftBank Group <br> Corp.<br>| 169468 | 29736371 |
|  | Softcreate Holdings <br> Corp.<br>| 11100 | 153554 |
|  | Software Service, Inc. | 1300 | 115562 |
|  | Soken Chemical & <br> Engineering Co. <br> Ltd.<br>| 10200 | 157739 |
|  | Solasto Corp. | 16700 | 54570 |
|  | Soliton Systems KK | 5500 | 61150 |
|  | Solvvy, Inc. | 800 | 11162 |
| \* | Sony Financial Group, <br> Inc.<br>| 1021500 | 1030051 |
|  | Sony Group Corp. <br> (6758 JP)<br>| 1021500 | 28448345 |
|  | Sotetsu Holdings, Inc. | 10200 | 170985 |
| # | Space Co. Ltd. | 6900 | 61158 |
|  | Sparx Group Co. Ltd. | 10360 | 104505 |
|  | SPK Corp. | 3600 | 52218 |
| # | S-Pool, Inc. | 7300 | 13396 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Square Enix Holdings <br> Co. Ltd.<br>| 31800 | $615164 |
|  | SRA Holdings | 7000 | 226802 |
| # | SRE Holdings Corp. | 4000 | 73169 |
| # | SRS Holdings Co. <br> Ltd.<br>| 11500 | 85512 |
|  | ST Corp. | 5500 | 55947 |
|  | ST HD Co. Ltd. | 11100 | 187304 |
|  | Star Mica Holdings <br> Co. Ltd.<br>| 15200 | 112179 |
|  | Star Micronics Co. <br> Ltd.<br>| 8100 | 87294 |
|  | Starts Corp., Inc. | 16500 | 512553 |
|  | Stella Chemifa Corp. | 5100 | 135376 |
|  | STI Foods Holdings, <br> Inc.<br>| 2400 | 19982 |
|  | Strike Co. Ltd. | 1719 | 42348 |
| # | Studio Alice Co. Ltd. | 3900 | 51384 |
|  | Subaru Corp. | 250700 | 5333171 |
| # | Subaru Enterprise Co. <br> Ltd.<br>| 2500 | 53260 |
|  | Sugi Holdings Co. <br> Ltd.<br>| 48900 | 1056323 |
| # | Sugimoto & Co. Ltd. | 9800 | 114770 |
|  | Sumitomo Bakelite <br> Co. Ltd.<br>| 26900 | 894748 |
|  | Sumitomo Chemical <br> Co. Ltd.<br>| 245031 | 720716 |
|  | Sumitomo Densetsu <br> Co. Ltd.<br>| 8800 | 553777 |
|  | Sumitomo Electric <br> Industries Ltd.<br>| 97200 | 3543660 |
|  | Sumitomo Forestry <br> Co. Ltd.<br>| 116700 | 1214003 |
|  | Sumitomo Heavy <br> Industries Ltd.<br>| 33900 | 906369 |
|  | Sumitomo Metal <br> Mining Co. Ltd.<br>| 42100 | 1377194 |
|  | Sumitomo Mitsui <br> Financial Group, <br> Inc. (8316 JP)<br>| 315312 | 8536691 |
|  | Sumitomo Mitsui <br> Financial Group, <br> Inc. (SMFG US), <br> Sponsored ADR<br>| 2798 | 45551 |
|  | Sumitomo Mitsui Trust <br> Group, Inc.<br>| 88600 | 2433536 |
|  | Sumitomo Realty & <br> Development Co. <br> Ltd.<br>| 54400 | 2322716 |
| # | Sumitomo Seika <br> Chemicals Co. Ltd.<br>| 3200 | 99119 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Sumitomo Warehouse <br> Co. Ltd.<br>| 6800 | $143425 |
|  | Sun Frontier <br> Fudousan Co. Ltd.<br>| 15400 | 228131 |
|  | Sundrug Co. Ltd. | 29300 | 790814 |
| # | Suntory Beverage & <br> Food Ltd.<br>| 16600 | 502476 |
|  | Sun-Wa Technos <br> Corp.<br>| 9800 | 170206 |
|  | Suzuden Corp. | 3700 | 40195 |
|  | Suzuken Co. Ltd. | 33790 | 1283227 |
|  | Suzuki Motor Corp. | 155900 | 2327411 |
|  | SWCC Corp. | 12300 | 597605 |
|  | Sysmex Corp. | 92500 | 1031149 |
|  | System Research Co. <br> Ltd.<br>| 6500 | 85666 |
|  | System Support <br> Holdings, Inc.<br>| 2500 | 49307 |
| # | Systems Engineering <br> Consultants Co. <br> Ltd.<br>| 2000 | 33496 |
|  | Systena Corp. | 91500 | 314885 |
|  | Syuppin Co. Ltd. | 13500 | 111318 |
|  | T Hasegawa Co. Ltd. | 14600 | 255799 |
|  | T RAD Co. Ltd. | 500 | 22621 |
|  | T&D Holdings, Inc. | 84600 | 1816829 |
|  | Tachikawa Corp. | 2200 | 26990 |
|  | Tachi-S Co. Ltd. | 10700 | 135634 |
|  | Tadano Ltd. | 29200 | 202801 |
|  | Taihei Dengyo Kaisha <br> Ltd.<br>| 15000 | 210324 |
|  | Taiho Kogyo Co. Ltd. | 4100 | 18189 |
|  | Taikisha Ltd. | 19800 | 391998 |
|  | Taiko Bank Ltd. | 1100 | 12447 |
|  | Taisei Corp. | 21200 | 1542540 |
|  | Taisei Lamick Group <br> Head Quarter & <br> Innovation Co. Ltd.<br>| 2800 | 47894 |
|  | Taisei Oncho Co. Ltd. | 1900 | 51511 |
|  | Taiyo Holdings Co. <br> Ltd.<br>| 30596 | 1636685 |
|  | Takamatsu <br> Construction Group <br> Co. Ltd.<br>| 7500 | 164606 |
|  | Takamiya Co. Ltd. | 13900 | 37457 |
|  | Takaoka Toko Co. <br> Ltd.<br>| 4100 | 91309 |
|  | Takara & Co. Ltd. | 5100 | 134545 |
|  | Takara Bio, Inc. | 7500 | 44851 |
|  | Takara Holdings, Inc. | 54423 | 554311 |
|  | Takara Standard Co. <br> Ltd.<br>| 8400 | 135672 |
|  | Takasago International <br> Corp.<br>| 40000 | 390922 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Takasago Thermal <br> Engineering Co. <br> Ltd.<br>| 33200 | $985182 |
| # | Takashima & Co. Ltd. | 10400 | 55264 |
|  | Takashimaya Co. Ltd. | 67600 | 723073 |
|  | Take & Give Needs <br> Co. Ltd.<br>| 2500 | 13340 |
| # | TAKEBISHI Corp. | 4600 | 60987 |
|  | Takeda <br> Pharmaceutical Co. <br> Ltd. (4502 JP)<br>| 232530 | 6275402 |
|  | Takeuchi <br> Manufacturing Co. <br> Ltd.<br>| 20600 | 849288 |
|  | Takuma Co. Ltd. | 1100 | 16871 |
| # | Tama Home Co. Ltd. | 8100 | 189806 |
|  | Tanseisha Co. Ltd. | 4300 | 37097 |
|  | Tayca Corp. | 3500 | 29828 |
| # | Tazmo Co. Ltd. | 2000 | 30804 |
|  | TBS Holdings, Inc. | 10500 | 362540 |
|  | TDC Soft, Inc. | 13000 | 113646 |
|  | TechMatrix Corp. | 20400 | 288514 |
| # | Techno Medica Co. <br> Ltd.<br>| 2500 | 30444 |
|  | Techno Ryowa Ltd. | 4800 | 176192 |
|  | Techno Smart Corp. | 1700 | 22940 |
|  | Technoflex Corp. | 1200 | 13510 |
|  | Teijin Ltd. | 42642 | 373055 |
|  | Teikoku Electric <br> Manufacturing Co. <br> Ltd.<br>| 4000 | 80096 |
|  | Teikoku Sen-I Co. <br> Ltd.<br>| 5800 | 129076 |
|  | Tekken Corp. | 3800 | 90770 |
| # | Temairazu, Inc. | 1300 | 27111 |
|  | Terumo Corp. | 92100 | 1486578 |
| # | Tess Holdings Co. <br> Ltd.<br>| 24500 | 55308 |
|  | THK Co. Ltd. | 23300 | 620421 |
|  | Tigers Polymer Corp. | 2500 | 15685 |
|  | TIS, Inc. | 43100 | 1484831 |
|  | TKC Corp. | 11699 | 306097 |
|  | Toa Corp. (1885 JP) | 18000 | 275707 |
|  | Toa Corp. (6809 JP) | 7700 | 63082 |
|  | TOA ROAD Corp. | 6900 | 69488 |
|  | Toagosei Co. Ltd. | 46400 | 460281 |
|  | TOBISHIMA <br> HOLDINGS, Inc.<br>| 5030 | 68697 |
|  | Tobu Railway Co. Ltd. | 26200 | 422552 |
|  | Tocalo Co. Ltd. | 21400 | 313635 |
|  | Tochigi Bank Ltd. | 22300 | 79505 |
|  | Toda Corp. | 96300 | 648750 |
|  | Toei Animation Co. <br> Ltd.<br>| 18200 | 341104 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Toei Co. Ltd. | 6100 | $216847 |
|  | Toell Co. Ltd. | 3900 | 20284 |
|  | Toenec Corp. | 23500 | 255042 |
|  | Togami Electric <br> Manufacturing Co. <br> Ltd.<br>| 800 | 21918 |
|  | Toho Chemical <br> Industry Co. Ltd.<br>| 200 | 1021 |
|  | Toho Co. Ltd. (8142 <br> JP)<br>| 3300 | 70963 |
|  | Toho Co. Ltd. (9602 <br> JP)<br>| 12800 | 750296 |
|  | Toho Gas Co. Ltd. | 32600 | 973436 |
|  | Toho Holdings Co. <br> Ltd.<br>| 21500 | 689481 |
| # | Toho System Science <br> Co. Ltd.<br>| 2000 | 14603 |
| # | Toho Titanium Co. <br> Ltd.<br>| 6300 | 64569 |
|  | Tokai Corp. | 6000 | 83119 |
|  | TOKAI Holdings <br> Corp.<br>| 29800 | 197289 |
|  | Tokai Rika Co. Ltd. | 13500 | 242519 |
|  | Tokai Tokyo Financial <br> Holdings, Inc.<br>| 8600 | 31866 |
|  | Token Corp. | 1520 | 139441 |
|  | Tokio Marine <br> Holdings, Inc. (8766 <br> JP)<br>| 288300 | 10751620 |
|  | Tokushu Tokai Paper <br> Co. Ltd.<br>| 4800 | 46184 |
|  | Tokyo Electron Device <br> Ltd.<br>| 15600 | 304793 |
|  | Tokyo Electron Ltd. | 54200 | 11949485 |
|  | Tokyo Energy & <br> Systems, Inc.<br>| 12500 | 144092 |
|  | Tokyo Gas Co. Ltd. | 70900 | 2488177 |
|  | Tokyo Individualized <br> Educational <br> Institute, Inc.<br>| 11500 | 33195 |
|  | Tokyo Ohka Kogyo <br> Co. Ltd.<br>| 44600 | 1627611 |
|  | Tokyo Printing Ink <br> Manufacturing Co. <br> Ltd.<br>| 300 | 13690 |
| # | Tokyo Sangyo Co. <br> Ltd.<br>| 11000 | 66551 |
|  | Tokyo Seimitsu Co. <br> Ltd.<br>| 14900 | 1025023 |
|  | Tokyo Tatemono Co. <br> Ltd.<br>| 75200 | 1404002 |
|  | Tokyotokeiba Co. Ltd. | 2300 | 82472 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Tokyu Construction <br> Co. Ltd.<br>| 24500 | $166631 |
|  | Tokyu Corp. | 38683 | 430459 |
|  | Tokyu Fudosan <br> Holdings Corp.<br>| 307000 | 2474016 |
|  | Toli Corp. | 19900 | 80506 |
|  | Tomato Bank Ltd. | 1200 | 10745 |
|  | Tomen Devices Corp. | 1400 | 85540 |
|  | Tomoe Corp. | 6300 | 73992 |
| # | Tomoe Engineering <br> Co. Ltd.<br>| 11100 | 114126 |
|  | Tomoku Co. Ltd. | 4400 | 93976 |
|  | Tomy Co. Ltd. | 43900 | 903100 |
|  | TOPPAN Holdings, <br> Inc.<br>| 24740 | 605087 |
|  | Topre Corp. | 8700 | 126114 |
|  | Toray Industries, Inc. | 162207 | 993101 |
|  | Torigoe Co. Ltd. | 1500 | 10765 |
|  | Torishima Pump <br> Manufacturing Co. <br> Ltd.<br>| 6500 | 88133 |
|  | Tosei Corp. | 14000 | 297863 |
|  | Toshiba TEC Corp. | 12000 | 242212 |
|  | Totech Corp. | 18200 | 375816 |
|  | Totetsu Kogyo Co. <br> Ltd.<br>| 10900 | 299163 |
|  | TOTO Ltd. | 20300 | 514902 |
| # | Tottori Bank Ltd. | 1500 | 13083 |
| # | Toukei Computer Co. <br> Ltd.<br>| 900 | 22373 |
|  | Toumei Co. Ltd. | 2200 | 14754 |
|  | Tow Co. Ltd. | 18500 | 44442 |
|  | Toyo Gosei Co. Ltd. | 1300 | 59091 |
| # | Toyo Innovex Co. Ltd. | 5800 | 24929 |
|  | Toyo Kanetsu KK | 5100 | 149189 |
|  | Toyo Seikan Group <br> Holdings Ltd.<br>| 52700 | 1183127 |
|  | Toyobo Co. Ltd. | 37323 | 277039 |
|  | Toyota Boshoku <br> Corp.<br>| 37300 | 567149 |
|  | Toyota Industries <br> Corp.<br>| 9300 | 1010930 |
|  | Toyota Motor Corp. <br> (7203 JP)<br>| 1607600 | 32774341 |
|  | Toyota Tsusho Corp. | 141100 | 4312895 |
|  | TPR Co. Ltd. | 11600 | 91099 |
|  | Transaction Co. Ltd. | 14000 | 92897 |
|  | Transcosmos, Inc. | 9200 | 218018 |
|  | TRE Holdings Corp. | 9100 | 91186 |
|  | Treasure Factory Co. <br> Ltd.<br>| 5100 | 55282 |
|  | Trend Micro, Inc. <br> (4704 JP)<br>| 32100 | 1638141 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Trusco Nakayama <br> Corp.<br>| 18600 | $293259 |
|  | TS Tech Co. Ltd. | 22400 | 265480 |
|  | TSI Holdings Co. Ltd. | 23500 | 145822 |
| # | Tsubaki Nakashima <br> Co. Ltd.<br>| 22300 | 56297 |
|  | Tsubakimoto Chain <br> Co.<br>| 22500 | 314913 |
|  | Tsubakimoto Kogyo <br> Co. Ltd.<br>| 7200 | 127331 |
|  | Tsuburaya Fields <br> Holdings, Inc.<br>| 12200 | 171543 |
|  | Tsugami Corp. | 16600 | 294221 |
|  | Tsukada Global <br> Holdings, Inc.<br>| 5200 | 21190 |
|  | Tsukishima Holdings <br> Co. Ltd.<br>| 1200 | 19851 |
|  | Tsuruha Holdings, <br> Inc.<br>| 66500 | 1154622 |
|  | Tsurumi Manufacturing <br> Co. Ltd.<br>| 9800 | 123499 |
|  | Tsutsumi Jewelry Co. <br> Ltd.<br>| 2500 | 36662 |
|  | Tsuzuki Denki Co. <br> Ltd.<br>| 5300 | 108551 |
|  | TV Asahi Holdings <br> Corp.<br>| 9700 | 197389 |
|  | Tv Tokyo Holdings <br> Corp.<br>| 4300 | 129486 |
| # | TWOSTONE&Sons | 2800 | 13323 |
|  | TYK Corp. | 7300 | 26164 |
|  | UACJ Corp. | 68400 | 883239 |
|  | Uchida Yoko Co. Ltd. | 2700 | 182031 |
|  | Ueki Corp. | 1200 | 19413 |
|  | Ukai Co. Ltd. | 100 | 2299 |
|  | ULS Group, Inc. | 14000 | 67291 |
|  | Ultrafabrics Holdings <br> Co. Ltd.<br>| 2100 | 10491 |
|  | U-Next Holdings Co. <br> Ltd.<br>| 24300 | 320737 |
|  | Unicharm Corp. | 95100 | 588400 |
|  | Unipres Corp. | 10900 | 84616 |
|  | United Arrows Ltd. | 9900 | 123648 |
|  | United Super Markets <br> Holdings, Inc.<br>| 28431 | 151783 |
| # | UNITED, Inc. | 8800 | 29034 |
|  | Urbanet Corp. Co. <br> Ltd.<br>| 14400 | 52515 |
|  | User Local, Inc. | 1000 | 12708 |
|  | Ushio, Inc. | 33300 | 552105 |
|  | USS Co. Ltd. | 133200 | 1470245 |
|  | UT Group Co. Ltd. | 15200 | 270670 |
|  | V Technology Co. <br> Ltd.<br>| 2300 | 51672 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Valor Holdings Co. <br> Ltd.<br>| 16600 | $303872 |
|  | Valqua Ltd. | 10100 | 254098 |
| # | Value HR Co. Ltd. | 5400 | 59200 |
|  | ValueCommerce Co. <br> Ltd.<br>| 21500 | 93766 |
|  | Vector, Inc. | 12500 | 94233 |
|  | Vertex Corp. | 9600 | 85904 |
|  | Vision, Inc. | 16700 | 132531 |
| \* | Visional, Inc. | 13600 | 944285 |
|  | Vital KSK Holdings, <br> Inc.<br>| 22300 | 179687 |
|  | VT Holdings Co. Ltd. | 31700 | 100064 |
|  | Wacoal Holdings <br> Corp.<br>| 16600 | 578861 |
|  | Wacom Co. Ltd. | 67200 | 364749 |
|  | Wakachiku <br> Construction Co. <br> Ltd.<br>| 2300 | 71542 |
|  | Wakita & Co. Ltd. | 15300 | 176065 |
|  | Warabeya Nichiyo <br> Holdings Co. Ltd.<br>| 2200 | 44482 |
| # | Waseda Academy Co. <br> Ltd.<br>| 3600 | 55543 |
| # | Watahan & Co. Ltd. | 7500 | 69606 |
| # | WDB Holdings Co. <br> Ltd.<br>| 4309 | 45117 |
|  | Weathernews, Inc. | 3200 | 83412 |
|  | Welcia Holdings Co. <br> Ltd.<br>| 41000 | 817657 |
|  | Wellneo Sugar Co. <br> Ltd.<br>| 700 | 11447 |
|  | Wellnet Corp. | 4700 | 19859 |
|  | West Holdings Corp. | 14884 | 142360 |
| # | Will Group, Inc. | 8500 | 56171 |
| \* | WingArc1st, Inc. | 8400 | 182978 |
|  | Workman Co. Ltd. | 4734 | 178061 |
|  | World Co. Ltd. | 10200 | 178984 |
|  | World Holdings Co. <br> Ltd.<br>| 4000 | 65018 |
|  | Xebio Holdings Co. <br> Ltd.<br>| 13400 | 94730 |
| # | YAC Holdings Co. <br> Ltd.<br>| 4599 | 26784 |
|  | Yagi & Co. Ltd. | 1400 | 28080 |
|  | Yahagi Construction <br> Co. Ltd.<br>| 12700 | 179669 |
|  | YAKUODO Holdings <br> Co. Ltd.<br>| 5800 | 76458 |
|  | YAMABIKO Corp. | 14200 | 237241 |
|  | YAMADA Consulting <br> Group Co. Ltd.<br>| 7800 | 88944 |
|  | Yamada Corp. | 300 | 10360 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Yamada Holdings Co. <br> Ltd.<br>| 97762 | $293893 |
|  | Yamae Group <br> Holdings Co. Ltd.<br>| 6000 | 99609 |
|  | Yamaha Corp. | 66600 | 420277 |
|  | Yamaha Motor Co. <br> Ltd.<br>| 200100 | 1441673 |
|  | Yamatane Corp. | 4400 | 72788 |
|  | Yamato Corp. | 10100 | 141906 |
|  | Yamato Holdings Co. <br> Ltd.<br>| 35400 | 517580 |
|  | Yamato Kogyo Co. <br> Ltd.<br>| 7000 | 441220 |
| # | Yamaura Corp. | 2700 | 25017 |
|  | Yamaya Corp. | 1000 | 15352 |
|  | Yamazaki Baking Co. <br> Ltd.<br>| 27700 | 544377 |
|  | Yamazen Corp. | 26000 | 240913 |
|  | Yaskawa Electric <br> Corp.<br>| 30700 | 842049 |
|  | Yasuda Logistics <br> Corp.<br>| 5700 | 80080 |
|  | Yellow Hat Ltd. | 29000 | 292021 |
|  | Yodoko Ltd. | 51000 | 429991 |
|  | Yokogawa Bridge <br> Holdings Corp.<br>| 14300 | 255260 |
|  | Yokogawa Electric <br> Corp.<br>| 23800 | 711964 |
|  | Yokohama Financial <br> Group, Inc.<br>| 111700 | 811415 |
| # | Yokorei Co. Ltd. | 13400 | 106594 |
|  | Yokowo Co. Ltd. | 2800 | 35861 |
| # | Yomeishu Seizo Co. <br> Ltd.<br>| 800 | 21568 |
|  | Yondenko Corp. | 17400 | 158596 |
| # | Yondoshi Holdings, <br> Inc.<br>| 3400 | 37752 |
|  | Yonex Co. Ltd. | 23600 | 607005 |
| # | Yorozu Corp. | 3200 | 19010 |
| #\* | Yoshimura Food <br> Holdings KK<br>| 1600 | 6784 |
| # | Yossix Holdings Co. <br> Ltd.<br>| 1900 | 31184 |
|  | Yotai Refractories Co. <br> Ltd.<br>| 400 | 4612 |
|  | Yuasa Trading Co. <br> Ltd.<br>| 7200 | 234092 |
|  | Yurtec Corp. | 19500 | 314362 |
| # | Yushin Co. | 6100 | 25503 |
|  | Yutaka Giken Co. Ltd. | 1500 | 29462 |
|  | Zacros Corp. | 28800 | 196830 |
|  | Zaoh Co. Ltd. | 2300 | 36541 |
| # | Zenitaka Corp. | 900 | 46207 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Zenkoku Hosho Co. <br> Ltd.<br>| 48100 | $988597 |
|  | Zenrin Co. Ltd. | 11550 | 77204 |
|  | Zeon Corp. | 53800 | 552014 |
| # | ZIGExN Co. Ltd. | 40500 | 133787 |
|  | Zojirushi Corp. | 2400 | 25870 |
|  | ZOZO, Inc. | 89700 | 775412 |
| # | Zuiko Corp. | 6500 | 40445 |
| TOTAL JAPAN | TOTAL JAPAN |  | 809649526 |
| NETHERLANDS — (5.3%) | NETHERLANDS — (5.3%) | NETHERLANDS — (5.3%) | NETHERLANDS — (5.3%) |
|  | Aalberts NV | 18617 | 589810 |
| Ω | ABN AMRO Bank NV | 175938 | 5256792 |
|  | Acomo NV | 14752 | 399597 |
|  | Aegon Ltd. (AEG US) | 290070 | 2195830 |
|  | Aegon Ltd. (AGN NA) | 376088 | 2866063 |
|  | Akzo Nobel NV | 85978 | 5681897 |
| #\*Ω | Alfen NV | 8555 | 94797 |
|  | Allfunds Group PLC | 195185 | 1483745 |
|  | AMG Critical Materials <br> NV<br>| 14363 | 476885 |
| # | Aperam SA | 22613 | 788001 |
|  | Arcadis NV | 36472 | 1741784 |
|  | ASM International NV | 9126 | 5921356 |
|  | ASML Holding NV <br> (ASML NA)<br>| 6365 | 6729679 |
|  | ASML Holding NV <br> (ASML US)<br>| 67827 | 71844393 |
|  | ASR Nederland NV | 140206 | 9357157 |
| Ω | B&S Group SARL | 19796 | 135547 |
| \*Ω | Basic-Fit NV | 22055 | 654681 |
|  | BE Semiconductor <br> Industries NV<br>| 17966 | 3063133 |
| # | Brunel International <br> NV<br>| 7330 | 65327 |
| \* | CM.com NV | 5683 | 27500 |
| # | Coca-Cola Europacific <br> Partners PLC<br>| 44682 | 3980479 |
|  | Corbion NV | 15225 | 309878 |
| Ω | CTP NV | 46247 | 964394 |
| \* | Flow Traders Ltd. | 11882 | 326720 |
| # | Fugro NV | 35052 | 357961 |
|  | Havas NV | 258055 | 450351 |
|  | Heineken NV | 22722 | 1759417 |
|  | IMCD NV | 29500 | 3056898 |
|  | ING Groep NV (INGA <br> NA)<br>| 587920 | 14680165 |
| \* | InPost SA | 97251 | 1225018 |
|  | JDE Peet's NV | 27722 | 1008917 |
|  | Kendrion NV | 3304 | 54204 |
|  | Koninklijke Ahold <br> Delhaize NV (AD <br> NA)<br>| 240765 | 9852065 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
|  | Koninklijke BAM <br> Groep NV<br>| 132137 | $1226613 |
|  | Koninklijke Heijmans <br> NV<br>| 16526 | 1170768 |
|  | Koninklijke KPN NV | 2139452 | 9900231 |
| # | Koninklijke Philips NV <br> (PHG US)<br>| 110980 | 3031969 |
|  | Koninklijke Philips NV <br> (PHIA NA)<br>| 160799 | 4405119 |
|  | Koninklijke Vopak NV | 20583 | 932759 |
|  | Nedap NV | 1163 | 139926 |
|  | NN Group NV | 153865 | 10529728 |
| \* | NX Filtration NV | 989 | 3193 |
| #\* | Pharming Group NV | 52106 | 68284 |
| # | PostNL NV | 111852 | 123769 |
|  | Prosus NV (PRX NA) | 166825 | 11530686 |
|  | Randstad NV | 66768 | 2616696 |
|  | SBM Offshore NV | 117153 | 3029462 |
| Ω | Signify NV | 33450 | 800709 |
|  | Sligro Food Group <br> NV<br>| 6915 | 74261 |
|  | TKH Group NV | 16137 | 713386 |
| \* | TomTom NV | 13177 | 79351 |
| # | Universal Music <br> Group NV<br>| 230116 | 6172166 |
|  | Van Lanschot Kempen <br> NV<br>| 15885 | 928755 |
|  | Wolters Kluwer NV | 80997 | 9929061 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | 224807333 |
| NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) |
| # | a2 Milk Co. Ltd.  | 103845 | 641741 |
|  | Auckland International <br> Airport Ltd.<br>| 213783 | 994987 |
| # | Briscoe Group Ltd. | 8008 | 24749 |
| # | Channel Infrastructure <br> NZ Ltd.<br>| 299697 | 459664 |
|  | Chorus Ltd. (CHRYY <br> US), ADR<br>| 880 | 23267 |
| # | Chorus Ltd. (CNU <br> NZ)<br>| 190810 | 1021797 |
|  | Contact Energy Ltd. | 101812 | 542744 |
|  | EBOS Group Ltd. | 51567 | 852751 |
|  | Fisher & Paykel <br> Healthcare Corp. <br> Ltd.<br>| 73142 | 1550617 |
|  | Freightways Group <br> Ltd.<br>| 84453 | 710640 |
| \* | Gentrack Group Ltd. | 19740 | 103313 |
|  | Hallenstein Glasson <br> Holdings Ltd.<br>| 28311 | 159593 |
| # | Heartland Group <br> Holdings Ltd.<br>| 368602 | 228690 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |
|  | Investore Property <br> Ltd.<br>| 146341 | $105289 |
| \* | KMD Brands Ltd. | 256380 | 41795 |
|  | Mainfreight Ltd. | 10461 | 360769 |
|  | Mercury NZ Ltd. | 100551 | 372746 |
|  | Meridian Energy Ltd. | 168960 | 571992 |
|  | Napier Port Holdings <br> Ltd.<br>| 4632 | 9139 |
| # | NZME Ltd. (NZM AU) | 3265 | 2184 |
| # | NZME Ltd. (NZM NZ) | 18316 | 12198 |
|  | NZX Ltd. | 164695 | 145084 |
| #\* | Oceania Healthcare <br> Ltd.<br>| 121694 | 54979 |
| # | Port of Tauranga Ltd. | 34021 | 153151 |
| \* | Ryman Healthcare <br> Ltd.<br>| 123631 | 202457 |
|  | Scales Corp. Ltd. | 61067 | 213076 |
| \* | Serko Ltd. | 22697 | 35333 |
|  | Skellerup Holdings <br> Ltd.<br>| 99190 | 311605 |
|  | SKY Network <br> Television Ltd.<br>| 76616 | 157885 |
| #\* | SKYCITY <br> Entertainment <br> Group Ltd.<br>| 234874 | 97999 |
|  | Spark New Zealand <br> Ltd.<br>| 251923 | 353179 |
|  | Summerset Group <br> Holdings Ltd.<br>| 56097 | 372057 |
|  | TOWER Ltd. | 174508 | 184574 |
|  | Turners Automotive <br> Group Ltd.<br>| 13581 | 56830 |
|  | Vector Ltd. | 66685 | 191173 |
| #\* | Vista Group <br> International Ltd.<br>| 82312 | 124769 |
| #\* | Warehouse Group <br> Ltd.<br>| 49483 | 22790 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | 11467606 |
| NORWAY — (0.7%) | NORWAY — (0.7%) | NORWAY — (0.7%) | NORWAY — (0.7%) |
|  | 2020 Bulkers Ltd. | 5417 | 73925 |
|  | ABG Sundal Collier <br> Holding ASA<br>| 123021 | 85374 |
|  | AF Gruppen ASA | 13945 | 234220 |
|  | Aker Solutions ASA | 151015 | 414926 |
|  | AKVA Group ASA | 1484 | 13169 |
|  | Archer Ltd. | 26888 | 62605 |
|  | Arendals <br> Fossekompani ASA<br>| 734 | 9577 |
|  | Atea ASA | 44322 | 675247 |
| #\*Ω | AutoStore Holdings <br> Ltd.<br>| 69671 | 67581 |
|  | B2 Impact ASA | 72702 | 124620 |
| #\* | BEWi ASA | 13631 | 23468 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
|  | Borregaard ASA | 31918 | $604483 |
|  | Bouvet ASA | 31928 | 202704 |
| #Ω | Bw Lpg Ltd. | 14233 | 191434 |
| Ω | BW LPG Ltd. | 4341 | 57487 |
| \* | Cadeler AS (CDLR <br> US), ADR<br>| 1008 | 18678 |
| \* | Cloudberry Clean <br> Energy ASA<br>| 121222 | 157780 |
| # | DNB Bank ASA | 161006 | 4109746 |
|  | DOF Group ASA | 53156 | 476529 |
| Ω | Elmera Group ASA | 70924 | 228160 |
|  | Elopak ASA | 76869 | 361851 |
| \* | Endur ASA | 3592 | 30116 |
| Ω | Entra ASA | 21524 | 239499 |
| Ω | Europris ASA | 101496 | 875091 |
| # | Gjensidige Forsikring <br> ASA<br>| 47960 | 1290711 |
| \* | Grieg Seafood ASA | 17155 | 114883 |
| #\* | Hexagon Composites <br> ASA<br>| 33877 | 30426 |
| Ω | Kid ASA | 12875 | 174297 |
|  | Kitron ASA | 67277 | 500175 |
| \* | Kongsberg Automotive <br> ASA<br>| 323369 | 55258 |
|  | Kongsberg Gruppen <br> ASA<br>| 104609 | 2666826 |
|  | Leroy Seafood Group <br> ASA<br>| 22262 | 104821 |
| \* | LINK Mobility Group <br> Holding ASA<br>| 102460 | 303469 |
|  | Magnora ASA | 16615 | 33694 |
|  | Medistim ASA | 3403 | 91523 |
|  | Mowi ASA | 31958 | 702538 |
| Ω | Multiconsult ASA | 5960 | 101176 |
| \* | Napatech AS | 3698 | 11921 |
| #\* | NEL ASA | 235947 | 51473 |
|  | Norbit ASA | 4765 | 95927 |
|  | Norconsult Norge AS | 14154 | 65458 |
| \* | Nordic Semiconductor <br> ASA<br>| 29568 | 427645 |
|  | Norsk Hydro ASA | 74986 | 506947 |
| \* | Northern Ocean Ltd. | 10938 | 6494 |
| \* | NRC Group ASA | 21505 | 16370 |
|  | Odfjell Drilling Ltd. | 56536 | 454122 |
|  | Odfjell Technology <br> Ltd.<br>| 3913 | 22467 |
|  | Olav Thon <br> Eiendomsselskap <br> ASA<br>| 2629 | 68750 |
|  | Orkla ASA | 47569 | 483126 |
| \* | Otello Corp. ASA | 9524 | 14222 |
|  | Paratus Energy <br> Services Ltd.<br>| 6431 | 26323 |
|  | Pareto Bank ASA | 13108 | 111052 |
|  | Pexip Holding ASA | 12536 | 77009 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
| \* | PhotoCure ASA | 6697 | $38438 |
|  | Protector Forsikring <br> ASA<br>| 33026 | 1487749 |
|  | Public Property Invest <br> AS<br>| 27280 | 60172 |
|  | Rana Gruber ASA | 5863 | 36966 |
|  | Reach Subsea ASA | 19395 | 12787 |
| # | Salmar ASA | 6070 | 340845 |
|  | SATS ASA | 12194 | 43690 |
| \*Ω | Scatec ASA | 62070 | 654705 |
|  | Sea1 offshore, Inc. | 28559 | 56528 |
|  | Selvaag Bolig ASA | 22992 | 74722 |
| #\*Ω | Shelf Drilling Ltd. | 17298 | 31227 |
| #\* | SmartCraft ASA | 7109 | 17935 |
| \* | Solstad Offshore ASA | 14544 | 62401 |
|  | Sparebank 1 <br> Oestlandet<br>| 19503 | 342005 |
|  | SpareBank 1 <br> Sor-Norge ASA<br>| 65535 | 1128083 |
|  | Sparebanken More | 18957 | 187059 |
|  | Sparebanken Norge | 6826 | 118940 |
|  | Storebrand ASA | 215885 | 3345571 |
|  | Subsea 7 SA | 72598 | 1325882 |
|  | TGS ASA | 95494 | 824086 |
| \* | Thor Medical ASA | 64307 | 22585 |
|  | TOMRA Systems <br> ASA<br>| 30260 | 369413 |
|  | Veidekke ASA | 43427 | 672370 |
| # | Vend Marketplaces <br> ASA, Class B<br>| 19547 | 671960 |
|  | Wilh Wilhelmsen <br> Holding ASA, <br> Class A<br>| 5667 | 285638 |
|  | Wilh Wilhelmsen <br> Holding ASA, <br> Class B<br>| 1503 | 71396 |
|  | Zalaris ASA | 8474 | 77091 |
| \* | Zaptec ASA | 6781 | 19791 |
| TOTAL NORWAY | TOTAL NORWAY |  | 30327408 |
| PORTUGAL — (0.3%) | PORTUGAL — (0.3%) | PORTUGAL — (0.3%) | PORTUGAL — (0.3%) |
| # | Altri SGPS SA | 30604 | 173582 |
|  | Banco Comercial <br> Portugues SA, <br> Class R<br>| 2667805 | 2354876 |
|  | Corticeira Amorim <br> SGPS SA<br>| 17738 | 148815 |
|  | CTT-Correios de <br> Portugal SA<br>| 33316 | 289669 |
|  | EDP Renovaveis SA | 129974 | 1900309 |
|  | EDP SA (EDP PL) | 932445 | 4635315 |
|  | Ibersol SGPS SA | 5326 | 62012 |
| # | Navigator Co. SA | 51006 | 176618 |
|  | NOS SGPS SA | 91019 | 394400 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PORTUGAL — (Continued) | PORTUGAL — (Continued) | PORTUGAL — (Continued) | PORTUGAL — (Continued) |
|  | REN - Redes <br> Energeticas <br> Nacionais SGPS <br> SA<br>| 167843 | $631800 |
|  | Sonae SGPS SA | 418269 | 681450 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | 11448846 |
| SINGAPORE — (0.9%) | SINGAPORE — (0.9%) | SINGAPORE — (0.9%) | SINGAPORE — (0.9%) |
| \* | AEM Holdings Ltd. | 37743 | 54940 |
|  | Aztech Global Ltd. | 48500 | 25165 |
|  | Boustead Singapore <br> Ltd.<br>| 115185 | 158169 |
|  | BRC Asia Ltd. | 23800 | 77084 |
|  | Bukit Sembawang <br> Estates Ltd.<br>| 79000 | 254326 |
|  | Centurion Corp. Ltd. | 94500 | 102923 |
|  | China Aviation Oil <br> Singapore Corp. <br> Ltd.<br>| 148900 | 173799 |
|  | China Sunsine <br> Chemical Holdings <br> Ltd.<br>| 198500 | 112002 |
|  | City Developments <br> Ltd.<br>| 281700 | 1564690 |
|  | CSE Global Ltd. | 233598 | 151423 |
|  | DBS Group Holdings <br> Ltd.<br>| 275304 | 11398275 |
|  | DFI Retail Group <br> Holdings Ltd.<br>| 54700 | 191917 |
| \*†† | Ezion Holdings Ltd. | 350280 | 0 |
| #\*†† | Ezra Holdings Ltd. | 140402 | 0 |
|  | Far East Orchard Ltd. | 19400 | 18472 |
|  | Food Empire Holdings <br> Ltd.<br>| 66800 | 121041 |
|  | Fraser & Neave Ltd. | 19200 | 21963 |
|  | Frasers Property Ltd. | 89600 | 72210 |
|  | Frencken Group Ltd. | 117100 | 148183 |
| \* | Fu Yu Corp. Ltd. | 192800 | 15560 |
| \* | Gallant Venture Ltd. | 272800 | 15717 |
| # | Genting Singapore <br> Ltd.<br>| 994600 | 557522 |
|  | GuocoLand Ltd. | 129966 | 216580 |
|  | Haw Par Corp. Ltd. | 47300 | 537790 |
|  | Ho Bee Land Ltd. | 89300 | 154315 |
|  | Hong Fok Corp. Ltd. | 87200 | 51566 |
|  | Hong Leong Finance <br> Ltd.<br>| 44100 | 88418 |
|  | Hongkong Land <br> Holdings Ltd.<br>| 152900 | 934267 |
|  | Hour Glass Ltd. | 84500 | 136312 |
|  | HRnetgroup Ltd. | 119200 | 67721 |
|  | iFAST Corp. Ltd. | 48700 | 362241 |
|  | ISDN Holdings Ltd. | 71160 | 23252 |
|  | Keppel Ltd. | 346900 | 2712878 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | LHN Ltd. | 30700 | $19240 |
| \* | Mermaid Maritime <br> PCL<br>| 242300 | 23287 |
|  | Metro Holdings Ltd. | 128400 | 53253 |
|  | Micro-Mechanics <br> Holdings Ltd.<br>| 22100 | 30196 |
| #\*†† | Midas Holdings Ltd. | 200100 | 0 |
|  | Nanofilm Technologies <br> International Ltd.<br>| 22400 | 11942 |
|  | Netlink NBN Trust | 773900 | 582601 |
|  | OUE Ltd. | 49300 | 48497 |
|  | Oversea-Chinese <br> Banking Corp. Ltd.<br>| 232945 | 3047246 |
| \* | Oxley Holdings Ltd. | 373865 | 28382 |
|  | Pacific Century <br> Regional <br> Developments Ltd.<br>| 48300 | 16513 |
|  | Pan-United Corp. Ltd. | 105900 | 91043 |
|  | Propnex Ltd. | 69200 | 119116 |
|  | Q&M Dental Group <br> Singapore Ltd.<br>| 53280 | 21888 |
|  | Raffles Medical Group <br> Ltd.<br>| 154100 | 117257 |
|  | SATS Ltd. | 102600 | 269448 |
|  | Seatrium Ltd. | 594820 | 992301 |
|  | Sheng Siong Group <br> Ltd.<br>| 141000 | 251227 |
|  | SIA Engineering Co. <br> Ltd.<br>| 44900 | 121802 |
|  | Sing Investments & <br> Finance Ltd.<br>| 9700 | 11918 |
|  | Singapore Exchange <br> Ltd.<br>| 88300 | 1145741 |
|  | Singapore Land <br> Group Ltd.<br>| 68500 | 162112 |
| # | Singapore Post Ltd. | 471600 | 152357 |
|  | Singapore <br> Technologies <br> Engineering Ltd.<br>| 316400 | 2061364 |
|  | StarHub Ltd. | 112000 | 99778 |
|  | Straits Trading Co. <br> Ltd.<br>| 80806 | 104301 |
| \*†† | Swiber Holdings Ltd. | 50250 | 0 |
| \* | Thomson Medical <br> Group Ltd.<br>| 916800 | 41511 |
|  | United Overseas Bank <br> Ltd.<br>| 94500 | 2513459 |
|  | UOL Group Ltd. | 187851 | 1147621 |
|  | Valuetronics Holdings <br> Ltd.<br>| 154710 | 101571 |
|  | Venture Corp. Ltd. | 45500 | 520693 |
|  | Vicom Ltd. | 32400 | 39567 |
|  | Wee Hur Holdings <br> Ltd.<br>| 274100 | 152179 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | Wing Tai Holdings <br> Ltd.<br>| 246500 | $270944 |
|  | Yangzijiang <br> Shipbuilding <br> Holdings Ltd.<br>| 718400 | 1940223 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | 36831299 |
| SPAIN — (3.2%) | SPAIN — (3.2%) | SPAIN — (3.2%) | SPAIN — (3.2%) |
|  | Acciona SA | 16847 | 3728949 |
|  | Acerinox SA | 63330 | 815554 |
|  | ACS Actividades de <br> Construccion y <br> Servicios SA<br>| 74370 | 6106465 |
| Ω | Aedas Homes SA | 2525 | 61972 |
| Ω | Aena SME SA | 89400 | 2428209 |
|  | Almirall SA | 16061 | 231158 |
|  | Amadeus IT Group <br> SA<br>| 143660 | 10981470 |
|  | Atresmedia Corp. de <br> Medios de <br> Comunicacion SA<br>| 39441 | 238719 |
|  | Audax Renovables <br> SA<br>| 89063 | 141758 |
|  | Azkoyen SA | 4058 | 41261 |
|  | Banco Bilbao Vizcaya <br> Argentaria SA <br> (BBVA SM)<br>| 491782 | 9907476 |
|  | Banco Bilbao Vizcaya <br> Argentaria SA <br> (BBVA US), <br> Sponsored ADR<br>| 52384 | 1054490 |
|  | Banco de Sabadell <br> SA<br>| 2576619 | 9659473 |
|  | Banco Santander SA <br> (SAN SM)<br>| 2061320 | 21005234 |
| # | Banco Santander SA <br> (SAN US), <br> Sponsored ADR<br>| 69983 | 710326 |
|  | Bankinter SA | 299967 | 4521773 |
|  | CaixaBank SA | 932461 | 9855876 |
| Ω | Cellnex Telecom SA | 58302 | 1815042 |
|  | Construcciones y <br> Auxiliar de <br> Ferrocarriles SA<br>| 13228 | 835244 |
|  | Corp. ACCIONA <br> Energias <br> Renovables SA<br>| 20340 | 559569 |
|  | Ebro Foods SA | 4942 | 100725 |
| \* | eDreams ODIGEO <br> SA<br>| 29809 | 249484 |
|  | Elecnor SA | 17817 | 581212 |
|  | Enagas SA | 28386 | 450473 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
| # | Ence Energia y <br> Celulosa SA<br>| 24710 | $75467 |
|  | Endesa SA | 34501 | 1236861 |
| \* | Ercros SA | 13714 | 50610 |
|  | Faes Farma SA | 97892 | 503856 |
|  | Ferrovial SE | 49581 | 3042506 |
|  | Fluidra SA | 21236 | 614663 |
| #Ω | Gestamp Automocion <br> SA<br>| 40092 | 155131 |
| Ω | Global Dominion <br> Access SA<br>| 32275 | 118271 |
| \* | Grenergy Renovables <br> SA<br>| 4308 | 371413 |
|  | Grifols SA | 30139 | 390538 |
|  | Iberdrola SA | 489103 | 9912287 |
|  | Indra Sistemas SA | 40975 | 2266631 |
| # | Industria de Diseno <br> Textil SA<br>| 303676 | 16769106 |
|  | Laboratorios <br> Farmaceuticos Rovi <br> SA<br>| 6903 | 486697 |
|  | Linea Directa <br> Aseguradora SA <br> Cia de Seguros y <br> Reaseguros<br>| 153281 | 203147 |
|  | Mapfre SA | 447822 | 1977732 |
|  | Naturgy Energy Group <br> SA<br>| 16027 | 485437 |
| Ω | Neinor Homes SA | 13514 | 268713 |
| \* | Obrascon Huarte Lain <br> SA<br>| 124337 | 65212 |
|  | Pharma Mar SA | 1779 | 150406 |
|  | Prim SA | 1123 | 17922 |
| \* | Promotora de <br> Informaciones SA, <br> Class A<br>| 51144 | 22399 |
| Ω | Prosegur Cash SA | 43253 | 35392 |
|  | Realia Business SA | 163953 | 195761 |
|  | Redeia Corp. SA | 147722 | 2659271 |
|  | Sacyr SA | 107160 | 471397 |
| \* | Solaria Energia y <br> Medio Ambiente <br> SA<br>| 40924 | 707695 |
| #\*†† | Soltec Power Holdings <br> SA<br>| 4800 | 1660 |
| #\*Ω | Talgo SA | 14985 | 46148 |
| \* | Tecnicas Reunidas <br> SA<br>| 38833 | 1389908 |
| # | Telefonica SA (TEF <br> SM)<br>| 1178997 | 5978898 |
| # | Tubacex SA | 61124 | 232838 |
| Ω | Unicaja Banco SA | 502777 | 1357403 |
| TOTAL SPAIN | TOTAL SPAIN |  | 138343288 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (3.7%) | SWEDEN — (3.7%) | SWEDEN — (3.7%) | SWEDEN — (3.7%) |
| # | AAK AB | 17148 | $479503 |
| Ω | AcadeMedia AB | 38662 | 426948 |
|  | AddLife AB, Class B | 43022 | 929431 |
|  | Addnode Group AB | 45365 | 527962 |
|  | AddTech AB, Class B | 88465 | 2980446 |
|  | AFRY AB | 52632 | 902907 |
|  | Alfa Laval AB | 51089 | 2428141 |
| Ω | Alimak Group AB | 28194 | 416518 |
|  | Alleima AB | 87037 | 751673 |
|  | Alligo AB, Class B | 9012 | 112445 |
| Ω | Ambea AB | 56626 | 763492 |
| \* | Annehem Fastigheter <br> AB, Class B<br>| 20118 | 39536 |
|  | AQ Group AB | 12285 | 253174 |
|  | Arise AB | 18466 | 58295 |
|  | Arjo AB, Class B | 35959 | 114107 |
| \* | Asmodee Group AB, <br> Class B<br>| 37385 | 481777 |
| # | Assa Abloy AB, <br> Class B<br>| 86434 | 3257227 |
|  | Atlas Copco AB <br> (ATCOA SS), <br> Class A<br>| 416508 | 6979030 |
|  | Atlas Copco AB <br> (ATCOB SS), <br> Class B<br>| 274818 | 4111047 |
|  | Atrium Ljungberg AB, <br> Class B<br>| 75650 | 272325 |
| Ω | Attendo AB | 47275 | 401111 |
|  | Avanza Bank Holding <br> AB<br>| 85894 | 3301298 |
|  | Axfood AB | 47948 | 1306542 |
|  | Beijer Alma AB | 16990 | 518634 |
|  | Beijer Ref AB | 36411 | 575369 |
| # | Bergman & Beving <br> AB<br>| 16194 | 571617 |
|  | Betsson AB, Class B | 97689 | 1522444 |
| #\* | Better Collective AS | 10434 | 128016 |
| \* | BHG Group AB | 59540 | 179696 |
| \* | BICO Group AB | 9197 | 20705 |
|  | Bilia AB, Class A | 51649 | 723102 |
|  | Billerud Aktiebolag | 80527 | 745150 |
|  | BioGaia AB, Class B | 45491 | 480553 |
|  | Bjorn Borg AB | 8728 | 58671 |
| \* | Boliden AB | 73561 | 3298656 |
| \* | Bonava AB, Class B | 62489 | 72952 |
| #\*Ω | Boozt AB | 20939 | 226366 |
| Ω | Bravida Holding AB | 105011 | 887584 |
|  | BTS Group AB, <br> Class B<br>| 885 | 17598 |
|  | Bufab AB | 56260 | 618346 |
|  | Bulten AB | 5358 | 27485 |
|  | Bure Equity AB | 38184 | 1118307 |
|  | Byggmax Group AB | 33690 | 171378 |
| \* | Camurus AB | 11538 | 759021 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| \* | Carasent AB | 7011 | $20966 |
| # | Castellum AB | 96373 | 1095975 |
|  | Catella AB | 30701 | 100284 |
| # | Catena AB | 11657 | 564798 |
| \* | Cavotec Group AB | 12463 | 20054 |
|  | Cellavision AB | 2712 | 51397 |
| # | Cibus Nordic Real <br> Estate AB publ<br>| 20624 | 357453 |
| \* | Cint Group AB | 88523 | 33622 |
|  | Clas Ohlson AB, <br> Class B<br>| 39038 | 1423667 |
|  | Cloetta AB, Class B | 56728 | 211259 |
| Ω | Coor Service <br> Management <br> Holding AB<br>| 38883 | 190933 |
|  | Corem Property <br> Group AB (COREB <br> SS), Class B<br>| 80008 | 32537 |
|  | Corem Property <br> Group AB (CORED <br> SS), Class D<br>| 2536 | 63959 |
|  | CTT Systems AB | 3225 | 64148 |
|  | Dios Fastigheter AB | 28555 | 194604 |
| Ω | Dometic Group AB | 70205 | 343163 |
|  | Duni AB | 8229 | 91722 |
| \*Ω | Dustin Group AB | 466812 | 100881 |
| \* | Dynavox Group AB | 30792 | 316815 |
|  | Eastnine AB | 14357 | 75597 |
|  | Elanders AB, Class B | 6728 | 44833 |
| \* | Electrolux AB, <br> Class B<br>| 65569 | 423099 |
|  | Electrolux <br> Professional AB, <br> Class B<br>| 105894 | 735482 |
|  | Elekta AB, Class B | 77072 | 391743 |
| \* | Embracer Group AB | 40136 | 418285 |
| \* | Enad Global 7 AB | 8884 | 15893 |
| \* | Enea AB | 4829 | 35364 |
| # | Engcon AB | 11770 | 101879 |
| # | Eolus AB, Class B | 4899 | 22505 |
|  | Ependion AB | 3773 | 48713 |
|  | Epiroc AB (EPIA SS), <br> Class A<br>| 119387 | 2517388 |
|  | Epiroc AB (EPIB SS), <br> Class B<br>| 73342 | 1368750 |
| # | EQT AB | 20316 | 702072 |
| Ω | Evolution AB | 23018 | 1533632 |
|  | Ework Group AB | 5246 | 52586 |
| # | Fabege AB | 102226 | 900826 |
|  | Fagerhult Group AB | 20861 | 101380 |
| #\* | Fastighets AB Balder, <br> Class B<br>| 79516 | 583239 |
| \* | Fastighets AB Trianon | 12292 | 26175 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| \* | Fastighetsbolaget <br> Emilshus AB, <br> Class B<br>| 324 | $1990 |
| # | FastPartner AB <br> (FPARA SS), <br> Class A<br>| 14604 | 77222 |
|  | FastPartner AB <br> (FPARD SS), <br> Class D<br>| 6387 | 51000 |
|  | Fenix Outdoor <br> International AG<br>| 1370 | 75581 |
|  | FormPipe Software <br> AB<br>| 5484 | 14614 |
|  | G5 Entertainment AB | 2548 | 25234 |
|  | Getinge AB, Class B | 63348 | 1483972 |
|  | Granges AB | 59043 | 863967 |
| \*Ω | Green Landscaping <br> Group AB<br>| 1854 | 9117 |
| \* | Gruvaktiebolaget <br> Viscaria<br>| 8929 | 17970 |
| # | H & M Hennes & <br> Mauritz AB, <br> Class B<br>| 98108 | 1852879 |
|  | Hanza AB | 4885 | 67431 |
|  | Heba Fastighets AB, <br> Class B<br>| 14702 | 50586 |
|  | Hemnet Group AB | 59642 | 1301728 |
|  | Hexagon AB, Class B | 133965 | 1632982 |
| #\* | Hexatronic Group AB | 54874 | 124888 |
|  | Hexpol AB | 75304 | 684681 |
| \* | HMS Networks AB | 12718 | 705959 |
| Ω | Hoist Finance AB | 36279 | 378066 |
| # | Holmen AB (HOLMB <br> SS), Class B<br>| 15331 | 579297 |
|  | Hufvudstaden AB, <br> Class A<br>| 39757 | 528417 |
|  | Humana AB | 18614 | 94808 |
|  | Husqvarna AB <br> (HUSQA SS), <br> Class A<br>| 6401 | 30410 |
| # | Husqvarna AB <br> (HUSQB SS), <br> Class B<br>| 90655 | 429256 |
|  | Indutrade AB | 59512 | 1590890 |
|  | Instalco AB | 83705 | 212101 |
|  | INVISIO AB | 20829 | 662312 |
|  | Inwido AB | 24189 | 363636 |
| \* | ITAB Shop Concept <br> AB<br>| 11168 | 23555 |
|  | JM AB | 25486 | 362845 |
| \* | John Mattson <br> Fastighetsforetagen <br> AB<br>| 8820 | 61807 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | Kabe Group AB, <br> Class B<br>| 1160 | $27820 |
| \* | Karnov Group AB | 25012 | 295132 |
| #\* | K-fast Holding AB | 33974 | 52202 |
| \* | Klarabo Sverige AB, <br> Class B<br>| 19376 | 31766 |
|  | KNOW IT AB | 10740 | 137086 |
|  | Lagercrantz Group <br> AB, Class B<br>| 85860 | 2100542 |
|  | Lifco AB, Class B | 46402 | 1791554 |
|  | Lime Technologies <br> AB<br>| 6782 | 255022 |
|  | Lindab International <br> AB<br>| 28206 | 674753 |
|  | Loomis AB | 18478 | 744394 |
| \* | Medcap AB | 3271 | 209470 |
|  | Medicover AB, <br> Class B<br>| 16981 | 461655 |
|  | MEKO AB | 13105 | 106005 |
| # | Micro Systemation AB, <br> Class B<br>| 5726 | 42902 |
|  | Midsona AB, Class B | 13356 | 11545 |
|  | MIPS AB | 6044 | 216410 |
| \* | Modern Times Group <br> MTG AB, Class B<br>| 60348 | 811224 |
|  | Momentum Group AB | 5204 | 89127 |
| Ω | Munters Group AB | 55652 | 941887 |
|  | Mycronic AB | 57746 | 1354651 |
| \* | NCAB Group AB | 58242 | 357992 |
| # | NCC AB, Class B | 44361 | 1011248 |
|  | Nederman Holding <br> AB<br>| 7369 | 125014 |
| \* | Neobo Fastigheter AB | 24965 | 50175 |
| \* | Net Insight AB, <br> Class B<br>| 46248 | 18517 |
|  | New Wave Group AB, <br> Class B<br>| 35622 | 419828 |
| # | Nibe Industrier AB, <br> Class B<br>| 155070 | 603424 |
|  | Nivika Fastigheter AB, <br> Class B<br>| 9301 | 40279 |
| \* | Nobia AB | 189671 | 89210 |
|  | Nolato AB, Class B | 14872 | 98421 |
|  | Nordnet AB publ | 62336 | 1799970 |
| \* | Norion Bank AB | 47759 | 355840 |
|  | Note AB | 2905 | 57678 |
| # | NP3 Fastigheter AB | 10674 | 290571 |
|  | Nyfosa AB | 43403 | 369203 |
|  | OEM International AB, <br> Class B<br>| 45371 | 737908 |
| #\* | Orron Energy AB | 86080 | 39627 |
|  | Pandox AB | 40276 | 803572 |
|  | Peab AB, Class B | 57607 | 466218 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | Platzer Fastigheter <br> Holding AB, <br> Class B<br>| 20486 | $157266 |
|  | Ratos AB, Class B | 176419 | 713704 |
|  | RaySearch <br> Laboratories AB<br>| 16148 | 379037 |
|  | Rejlers AB | 6037 | 126283 |
|  | Rusta AB | 17884 | 118159 |
|  | Rvrc Holding AB | 45114 | 308545 |
|  | Saab AB, Class B | 27844 | 1532156 |
|  | Sagax AB (SAGAA <br> SS), Class A<br>| 309 | 7036 |
|  | Sagax AB (SAGAB <br> SS), Class B<br>| 40713 | 913628 |
| \* | Samhallsbyggnadsbolaget <br> i Norden AB<br>| 350991 | 192688 |
| \* | Samhallsbyggnadsbolaget <br> i Norden AB, <br> Class D<br>| 18499 | 19091 |
|  | Sandvik AB | 129240 | 3908149 |
| Ω | Scandic Hotels Group <br> AB<br>| 91538 | 889746 |
| \* | Sdiptech AB, Class B | 7712 | 153534 |
|  | Sectra AB, Class B | 53846 | 1708111 |
|  | Securitas AB, Class B | 126576 | 1864573 |
| \* | Sedana Medical AB | 13026 | 14285 |
| \* | Sensys Gatso Group <br> AB<br>| 3064 | 12209 |
| \*Ω | Sinch AB | 223737 | 810187 |
|  | SinterCast AB | 1838 | 21157 |
|  | Skandinaviska <br> Enskilda Banken AB <br> (SEBA SS), <br> Class A<br>| 327012 | 6242520 |
|  | Skandinaviska <br> Enskilda Banken AB <br> (SEBC SS), <br> Class C<br>| 3672 | 71495 |
|  | Skanska AB, Class B | 71874 | 1957273 |
|  | SKF AB (SKFA SS), <br> Class A<br>| 2962 | 77241 |
|  | SKF AB (SKFB SS), <br> Class B<br>| 49068 | 1257712 |
|  | SkiStar AB | 27008 | 450982 |
|  | Solid Forsakring AB | 5045 | 41037 |
| \* | Stendorren <br> Fastigheter AB<br>| 4794 | 99376 |
|  | Stenhus Fastigheter I <br> Norden AB<br>| 9502 | 10681 |
| \* | Stillfront Group AB | 228570 | 155073 |
|  | Storskogen Group AB, <br> Class B<br>| 572768 | 591816 |
|  | Svedbergs Group AB | 12363 | 77114 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | Svenska Cellulosa AB <br> SCA (SCAA SS), <br> Class A<br>| 5252 | $70329 |
|  | Svenska Cellulosa AB <br> SCA (SCAB SS), <br> Class B<br>| 95228 | 1268450 |
|  | Svenska <br> Handelsbanken AB <br> (SHBA SS), <br> Class A<br>| 267461 | 3490186 |
| # | Svenska <br> Handelsbanken AB <br> (SHBB SS), <br> Class B<br>| 6334 | 138717 |
|  | Sweco AB, Class B | 80123 | 1443696 |
|  | Swedbank AB, <br> Class A<br>| 138165 | 4194797 |
| \* | Swedish Logistic <br> Property AB, <br> Class B<br>| 8692 | 38234 |
| \* | Swedish Orphan <br> Biovitrum AB<br>| 49382 | 1701371 |
|  | Synsam AB | 68238 | 431794 |
|  | Systemair AB | 33125 | 272329 |
|  | Tele2 AB, Class B | 243542 | 3868876 |
|  | Telefonaktiebolaget <br> LM Ericsson (ERIC <br> US), Sponsored <br> ADR<br>| 45200 | 456068 |
|  | Telefonaktiebolaget <br> LM Ericsson <br> (ERICA SS), <br> Class A<br>| 6510 | 66150 |
|  | Telefonaktiebolaget <br> LM Ericsson <br> (ERICB SS), <br> Class B<br>| 401321 | 4071747 |
|  | Telia Co. AB | 519083 | 2043458 |
| Ω | Thule Group AB | 29701 | 760951 |
|  | Trelleborg AB, <br> Class B<br>| 20576 | 858682 |
|  | Troax Group AB | 9144 | 138605 |
|  | Truecaller AB, <br> Class B<br>| 77461 | 230895 |
|  | VBG Group AB, <br> Class B<br>| 4446 | 169082 |
| \* | Vestum AB | 15230 | 13936 |
| #\* | Viaplay Group AB | 337248 | 35498 |
| \* | Vimian Group AB | 7817 | 24697 |
|  | Vitec Software Group <br> AB, Class B<br>| 12334 | 430469 |
|  | Vitrolife AB | 28712 | 443138 |
|  | Volati AB | 10612 | 119681 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | Volvo AB (VOLVA SS), <br> Class A<br>| 48000 | $1311712 |
|  | Volvo AB (VOLVB <br> SS), Class B<br>| 335482 | 9190545 |
| #\* | Volvo Car AB, <br> Class B<br>| 104258 | 361270 |
| # | Wallenstam AB, <br> Class B<br>| 147862 | 684176 |
|  | Wihlborgs Fastigheter <br> AB<br>| 119878 | 1164913 |
|  | XANO Industri AB, <br> Class B<br>| 5741 | 37671 |
| #\* | XSpray Pharma AB | 2616 | 7031 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | 156264324 |
| SWITZERLAND — (8.3%) | SWITZERLAND — (8.3%) | SWITZERLAND — (8.3%) | SWITZERLAND — (8.3%) |
|  | ABB Ltd. | 257472 | 19142404 |
| # | Accelleron Industries <br> AG (ACLLY US), <br> ADR<br>| 1336 | 108416 |
|  | Accelleron Industries <br> AG (ACLN SW)<br>| 45835 | 3757116 |
|  | Adecco Group AG | 92117 | 2568440 |
| # | Alcon AG | 51496 | 3805039 |
|  | Allreal Holding AG | 8736 | 2087980 |
|  | ALSO Holding AG | 3802 | 1092435 |
|  | APG SGA SA | 611 | 160998 |
|  | Arbonia AG | 858 | 5425 |
|  | Ascom Holding AG | 16764 | 74578 |
|  | Baloise Holding AG | 22991 | 5709608 |
|  | Banque Cantonale de <br> Geneve<br>| 6460 | 200262 |
|  | Banque Cantonale <br> Vaudoise<br>| 12119 | 1407096 |
|  | Belimo Holding AG | 4697 | 5067800 |
|  | Bellevue Group AG | 2469 | 26431 |
|  | Berner Kantonalbank <br> AG<br>| 2419 | 788049 |
|  | BKW AG | 8476 | 1896992 |
|  | Bossard Holding AG, <br> Class A<br>| 2376 | 516315 |
|  | Bucher Industries AG | 2910 | 1291239 |
|  | Burckhardt <br> Compression <br> Holding AG<br>| 1848 | 1278162 |
|  | Burkhalter Holding <br> AG<br>| 2537 | 450531 |
|  | Bystronic AG | 420 | 156102 |
| # | Calida Holding AG | 727 | 12296 |
| \* | Carlo Gavazzi Holding <br> AG<br>| 142 | 28164 |
|  | Cembra Money Bank <br> AG<br>| 15276 | 1746857 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | Cham Swiss <br> Properties AG<br>| 1743 | $50687 |
| \* | Cicor Technologies <br> Ltd.<br>| 223 | 61327 |
|  | Cie Financiere <br> Tradition SA<br>| 443 | 167747 |
| # | Clariant AG | 111397 | 998797 |
|  | Coltene Holding AG | 840 | 47340 |
|  | Daetwyler Holding AG | 1291 | 238061 |
|  | DKSH Holding AG | 23649 | 1649177 |
| #\* | DocMorris AG | 17950 | 123568 |
|  | dormakaba Holding <br> AG<br>| 13160 | 1124084 |
|  | DSM-Firmenich AG | 17566 | 1431785 |
|  | EFG International AG | 46629 | 972349 |
|  | Emmi AG | 816 | 725070 |
| # | EMS-Chemie Holding <br> AG<br>| 1288 | 882190 |
| #\* | Feintool International <br> Holding AG<br>| 840 | 9923 |
|  | Flughafen Zurich AG | 8362 | 2470015 |
|  | Forbo Holding AG | 196 | 180087 |
|  | Galderma Group AG | 18448 | 3426015 |
| Ω | Galenica AG | 35154 | 3788603 |
|  | Geberit AG | 12147 | 8879746 |
| # | Georg Fischer AG | 18974 | 1339742 |
|  | Givaudan SA | 2064 | 8455479 |
|  | Glarner Kantonalbank | 1134 | 29033 |
|  | Helvetia Holding AG | 19614 | 4819723 |
|  | Hiag Immobilien <br> Holding AG<br>| 801 | 110167 |
|  | Huber & Suhner AG | 8082 | 1480191 |
|  | Implenia AG | 4981 | 395243 |
|  | Inficon Holding AG | 4862 | 583287 |
|  | Interroll Holding AG | 150 | 462886 |
|  | Intershop Holding AG | 2180 | 427327 |
|  | Investis Holding SA | 1724 | 281745 |
|  | Julius Baer Group <br> Ltd.<br>| 70066 | 4730052 |
|  | Jungfraubahn Holding <br> AG<br>| 1056 | 310433 |
|  | Kardex Holding AG | 2455 | 923426 |
| \* | Komax Holding AG | 1162 | 95749 |
| #\* | Kudelski SA | 3540 | 5688 |
|  | Kuehne & Nagel <br> International AG<br>| 11897 | 2282399 |
|  | Landis & Gyr Group <br> AG<br>| 10056 | 728504 |
|  | Lastminute.com NV | 3748 | 60676 |
| \* | LEM Holding SA | 90 | 51111 |
|  | Liechtensteinische <br> Landesbank AG<br>| 5939 | 584272 |
| # | Logitech International <br> SA (LOGI US)<br>| 10148 | 1223443 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | Logitech International <br> SA (LOGN SW)<br>| 29073 | $3495112 |
|  | Luzerner <br> Kantonalbank AG<br>| 1254 | 127566 |
| Ω | Medacta Group SA | 1879 | 348146 |
| Ω | Medmix AG | 2102 | 24145 |
|  | Meier Tobler Group <br> AG<br>| 2096 | 102866 |
| # | Metall Zug AG, <br> Class B<br>| 56 | 51746 |
|  | Mikron Holding AG | 1314 | 34942 |
|  | Mobilezone Holding <br> AG<br>| 18598 | 277959 |
|  | Mobimo Holding AG | 3646 | 1545474 |
| \*Ω | Montana Aerospace <br> AG<br>| 6124 | 242798 |
|  | Naturenergie Holding <br> AG<br>| 4240 | 174862 |
|  | Nestle SA | 170830 | 16322540 |
|  | Novartis AG (NOVN <br> SW)<br>| 13040 | 1613852 |
|  | Novartis AG (NVS <br> US), Sponsored <br> ADR<br>| 337133 | 41733694 |
| # | Novavest Real Estate <br> AG<br>| 964 | 47724 |
|  | OC Oerlikon Corp. AG <br> Pfaffikon<br>| 33952 | 121412 |
|  | Orell Fuessli AG | 246 | 34700 |
| #\* | Orior AG | 1050 | 17733 |
|  | Partners Group <br> Holding AG<br>| 6159 | 7542414 |
| \* | Peach Property Group <br> AG<br>| 2272 | 17401 |
|  | Phoenix Mecano AG | 277 | 150980 |
|  | Plazza AG, Class A | 134 | 66389 |
| \*Ω | PolyPeptide Group <br> AG<br>| 1208 | 39123 |
|  | PSP Swiss Property <br> AG<br>| 19021 | 3289942 |
|  | Rieter Holding AG | 20670 | 88273 |
|  | Roche Holding AG <br> (RO SW)<br>| 5281 | 1791650 |
|  | Roche Holding AG <br> (ROG SW)<br>| 116234 | 37650537 |
|  | Romande Energie <br> Holding SA<br>| 3252 | 174905 |
|  | Sandoz Group AG <br> (SDZ SW)<br>| 103371 | 6892446 |
|  | Schindler Holding AG | 4589 | 1551265 |
|  | Schweiter <br> Technologies AG<br>| 268 | 92494 |
| \*Ω | Sensirion Holding AG | 823 | 58977 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | SF Urban Properties <br> AG<br>| 145 | $17695 |
|  | SFS Group AG | 5511 | 747384 |
|  | SGS SA | 62404 | 7037286 |
|  | Siegfried Holding AG | 8140 | 785182 |
|  | SIG Group AG | 188575 | 2108409 |
|  | Sika AG | 42089 | 8248927 |
|  | SKAN Group AG | 1871 | 122241 |
| \* | Softwareone Holding <br> AG<br>| 37124 | 379189 |
|  | Sonova Holding AG | 18671 | 5092891 |
|  | St. Galler <br> Kantonalbank AG<br>| 1050 | 666034 |
| # | Stadler Rail AG | 17770 | 435748 |
|  | Straumann Holding <br> AG<br>| 21980 | 2762924 |
|  | Sulzer AG | 8243 | 1377611 |
|  | Sunrise <br> Communications <br> AG, Class A<br>| 704 | 38588 |
| # | Swatch Group AG <br> (UHR SW)<br>| 10557 | 2206271 |
|  | Swatch Group AG <br> (UHRN SW)<br>| 19445 | 824484 |
|  | Swiss Life Holding <br> AG<br>| 9783 | 10618977 |
|  | Swiss Prime Site AG | 36674 | 5212949 |
|  | Swiss Re AG | 103571 | 18912265 |
| # | Swisscom AG | 10503 | 7693686 |
|  | Swissquote Group <br> Holding SA<br>| 6994 | 4443585 |
|  | Tecan Group AG | 1583 | 289077 |
|  | Temenos AG | 14353 | 1355183 |
|  | TX Group AG | 1492 | 376821 |
| \* | u-blox Holding AG | 3540 | 592089 |
| #\* | UBS Group AG (UBS <br> US)<br>| 52577 | 2016874 |
|  | UBS Group AG <br> (UBSG SW)<br>| 287351 | 10995576 |
|  | Valiant Holding AG | 6872 | 1131082 |
|  | Varia U.S. Properties <br> AG<br>| 791 | 19103 |
| #Ω | VAT Group AG | 5891 | 2574466 |
|  | Vaudoise Assurances <br> Holding SA<br>| 433 | 332539 |
|  | Vontobel Holding AG | 16069 | 1218498 |
|  | VP Bank AG, Class A | 656 | 65804 |
|  | VZ Holding AG | 5795 | 1132042 |
| # | V-ZUG Holding AG | 925 | 47683 |
|  | Walliser <br> Kantonalbank<br>| 803 | 128814 |
|  | Warteck Invest AG | 38 | 91656 |
|  | Ypsomed Holding AG | 1282 | 503372 |
|  | Zehnder Group AG | 1233 | 108648 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | Zug Estates Holding <br> AG, Class B<br>| 135 | $358949 |
|  | Zuger Kantonalbank | 45 | 490874 |
|  | Zurich Insurance <br> Group AG<br>| 19902 | 13841264 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | 353112689 |
| UNITED KINGDOM — (12.4%) | UNITED KINGDOM — (12.4%) | UNITED KINGDOM — (12.4%) | UNITED KINGDOM — (12.4%) |
|  | 3i Group PLC | 159187 | 9212245 |
|  | 4imprint Group PLC | 11905 | 521352 |
|  | Aberdeen Group PLC | 714349 | 1905192 |
| \* | Accesso Technology <br> Group PLC<br>| 5610 | 26140 |
|  | Admiral Group PLC | 103501 | 4456463 |
|  | Advanced Medical <br> Solutions Group <br> PLC<br>| 22565 | 63752 |
|  | AG Barr PLC | 33913 | 298085 |
| Ω | Airtel Africa PLC | 434917 | 1581652 |
|  | AJ Bell PLC | 136933 | 966718 |
| Ω | Alfa Financial <br> Software Holdings <br> PLC<br>| 68516 | 204094 |
|  | Antofagasta PLC | 35601 | 1306641 |
| \* | AO World PLC | 118657 | 165942 |
|  | Ashmore Group PLC | 83278 | 205598 |
|  | Ashtead Group PLC | 77699 | 5189887 |
| # | Ashtead Technology <br> Holdings PLC<br>| 33238 | 143057 |
| #\* | ASOS PLC | 13366 | 44731 |
| #\*Ω | Aston Martin Lagonda <br> Global Holdings <br> PLC<br>| 59183 | 48998 |
|  | AstraZeneca PLC <br> (AZN LN)<br>| 25658 | 4232249 |
|  | AstraZeneca PLC <br> (AZN US), <br> Sponsored ADR<br>| 368869 | 30394806 |
|  | Atalaya Mining <br> Copper SA<br>| 43021 | 386942 |
| \* | Auction Technology <br> Group PLC<br>| 24744 | 100487 |
| Ω | Auto Trader Group <br> PLC<br>| 485502 | 4980805 |
|  | Aviva PLC | 584887 | 5140739 |
|  | Avon Technologies <br> PLC<br>| 4439 | 111845 |
|  | B&M European Value <br> Retail SA<br>| 389358 | 919354 |
|  | Babcock International <br> Group PLC<br>| 225580 | 3602292 |
|  | BAE Systems PLC | 354628 | 8735718 |
| Ω | Bakkavor Group PLC | 53124 | 154831 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Balfour Beatty PLC | 188688 | $1667638 |
|  | Barclays PLC (BARC <br> LN)<br>| 1252014 | 6715328 |
|  | Barclays PLC (BCS <br> US), Sponsored <br> ADR<br>| 219860 | 4724791 |
|  | Barratt Redrow PLC | 594963 | 2944161 |
|  | Beazley PLC | 398001 | 4869061 |
|  | Begbies Traynor <br> Group PLC<br>| 34007 | 50042 |
|  | Bellway PLC | 63366 | 2186950 |
|  | Berkeley Group <br> Holdings PLC<br>| 49472 | 2620791 |
|  | Bloomsbury <br> Publishing PLC<br>| 42088 | 276164 |
| #\* | boohoo Group PLC | 332375 | 52393 |
| # | Brickability Group <br> PLC<br>| 63876 | 47041 |
| Ω | Bridgepoint Group <br> PLC<br>| 13466 | 53331 |
| # | Brooks Macdonald <br> Group PLC<br>| 2856 | 65460 |
|  | BT Group PLC | 1998075 | 4876448 |
|  | Bunzl PLC | 113857 | 3460991 |
| \* | Burberry Group PLC | 173797 | 2829009 |
|  | Burford Capital Ltd. | 71092 | 698390 |
|  | Bytes Technology <br> Group PLC (BYIT <br> LN)<br>| 95141 | 463670 |
|  | C&C Group PLC | 106112 | 190645 |
| \* | Canal & SA | 258055 | 812599 |
| \* | Capita PLC | 13141 | 54175 |
|  | Capital Ltd. | 37907 | 59751 |
|  | Card Factory PLC | 82928 | 112702 |
|  | Castings PLC | 3885 | 12433 |
|  | Central Asia Metals <br> PLC<br>| 53520 | 111934 |
|  | Chemring Group PLC | 78841 | 594324 |
|  | Chesnara PLC | 88613 | 320204 |
|  | Clarkson PLC | 11351 | 541036 |
| \* | Close Brothers Group <br> PLC<br>| 83764 | 462053 |
| Ω | CMC Markets PLC | 34131 | 96567 |
|  | Coca-Cola HBC AG | 23634 | 1072465 |
|  | Cohort PLC | 4453 | 78649 |
|  | Compass Group PLC | 302533 | 10013781 |
|  | Computacenter PLC | 49401 | 1861553 |
|  | Conduit Holdings Ltd. | 21061 | 93800 |
| Ω | Convatec Group PLC | 419916 | 1348595 |
|  | Costain Group PLC | 117946 | 237857 |
|  | Crest Nicholson <br> Holdings PLC<br>| 138281 | 300641 |
|  | Croda International <br> PLC<br>| 15147 | 574987 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Currys PLC | 737423 | $1361139 |
|  | CVS Group PLC | 28899 | 471436 |
|  | DCC PLC | 46265 | 3047892 |
| \* | DFS Furniture PLC | 66002 | 138176 |
| # | Diageo PLC (DEO <br> US), Sponsored <br> ADR<br>| 65439 | 6026278 |
|  | Diageo PLC (DGE <br> LN)<br>| 19868 | 456999 |
|  | Diploma PLC | 40010 | 2951657 |
|  | DiscoverIE Group <br> PLC<br>| 24389 | 186528 |
|  | Domino's Pizza Group <br> PLC<br>| 70611 | 180583 |
|  | dotdigital group PLC | 72032 | 64420 |
|  | Dr. Martens PLC | 104677 | 125210 |
|  | Drax Group PLC | 225933 | 2141320 |
|  | Dunelm Group PLC | 52688 | 773813 |
| #\* | EKF Diagnostics <br> Holdings PLC<br>| 91050 | 31564 |
|  | Elementis PLC | 217555 | 470260 |
|  | Entain PLC | 62233 | 648200 |
|  | Essentra PLC | 67810 | 86726 |
| \* | Evoke PLC | 47680 | 26983 |
|  | Experian PLC | 293106 | 13671974 |
|  | FDM Group Holdings <br> PLC<br>| 39232 | 61997 |
|  | Fevara PLC | 9982 | 15864 |
|  | Firstgroup PLC | 220220 | 608326 |
| \* | Flowtech Fluidpower <br> PLC<br>| 100 | 76 |
|  | Foresight Group <br> Holdings Ltd.<br>| 27631 | 165646 |
|  | Foxtons Group PLC | 116990 | 84553 |
| \* | Frasers Group PLC | 28697 | 275487 |
|  | Fresnillo PLC | 97883 | 2862408 |
|  | Fuller Smith & Turner <br> PLC, Class A<br>| 4475 | 36228 |
| \*Ω | Funding Circle <br> Holdings PLC<br>| 43359 | 75382 |
|  | Future PLC | 35082 | 282880 |
|  | Galliford Try Holdings <br> PLC<br>| 34108 | 232797 |
|  | Games Workshop <br> Group PLC<br>| 13277 | 2780312 |
| \* | Gaming Realms PLC | 126894 | 68629 |
|  | Gamma <br> Communications <br> PLC<br>| 29499 | 385121 |
|  | GB Group PLC | 139238 | 431007 |
|  | Genuit Group PLC | 63387 | 308184 |
| \* | Georgia Capital PLC | 13215 | 449712 |
|  | Gooch & Housego <br> PLC<br>| 6576 | 49752 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Grafton Group PLC, <br> CDI<br>| 64271 | $803682 |
|  | Grainger PLC | 279882 | 689590 |
|  | Greencore Group <br> PLC<br>| 170785 | 534997 |
|  | Greggs PLC | 17745 | 376110 |
| \* | Griffin Mining Ltd. | 5707 | 14268 |
|  | GSK PLC (GSK LN) | 333670 | 7812357 |
| # | GSK PLC (GSK US), <br> Sponsored ADR<br>| 81069 | 3798912 |
| \* | Gulf Marine Services <br> PLC<br>| 55690 | 12304 |
| \*Ω | Gym Group PLC | 24034 | 43932 |
|  | Haleon PLC (HLN <br> LN)<br>| 915972 | 4259479 |
| # | Haleon PLC (HLN <br> US), ADR<br>| 45689 | 423537 |
|  | Halfords Group PLC | 77447 | 152147 |
|  | Halma PLC | 61637 | 2872187 |
|  | Harworth Group PLC | 68062 | 146651 |
|  | Hays PLC | 452427 | 351326 |
| \* | Headlam Group PLC | 23382 | 15778 |
|  | Helical PLC | 46922 | 128598 |
|  | Henry Boot PLC | 43597 | 126792 |
|  | Hikma <br> Pharmaceuticals <br> PLC<br>| 23273 | 562962 |
|  | Hill & Smith PLC | 34274 | 969851 |
|  | Hilton Food Group <br> PLC<br>| 30314 | 256349 |
|  | Hiscox Ltd. | 129263 | 2336845 |
|  | Hochschild Mining <br> PLC<br>| 190661 | 828799 |
|  | Hollywood Bowl <br> Group PLC<br>| 50982 | 180624 |
| Ω | Hostelworld Group <br> PLC<br>| 39268 | 65565 |
|  | Howden Joinery <br> Group PLC<br>| 278689 | 3165311 |
|  | HSBC Holdings PLC <br> (HSBA LN)<br>| 536883 | 7516062 |
|  | HSBC Holdings PLC <br> (HSBC US), <br> Sponsored ADR<br>| 287705 | 20159489 |
|  | Hunting PLC | 109130 | 490076 |
| Ω | Ibstock PLC | 30625 | 55016 |
|  | ICG PLC | 114260 | 2902657 |
| # | IDOX PLC | 187403 | 173753 |
|  | IG Group Holdings <br> PLC<br>| 119986 | 1756303 |
|  | IMI PLC | 114629 | 3603830 |
|  | Impax Asset <br> Management Group <br> PLC<br>| 25083 | 62876 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Inchcape PLC | 203781 | $2044911 |
| \* | Indivior PLC | 29746 | 873634 |
|  | Informa PLC | 394405 | 5022086 |
|  | IntegraFin Holdings <br> PLC<br>| 51465 | 245104 |
|  | International <br> Workplace Group <br> PLC<br>| 132983 | 395772 |
|  | Intertek Group PLC | 39524 | 2632615 |
|  | Investec PLC | 32125 | 241890 |
| \* | IP Group PLC | 388070 | 308401 |
|  | ITV PLC | 999663 | 915047 |
|  | J D Wetherspoon <br> PLC<br>| 24023 | 203806 |
|  | J Sainsbury PLC | 756370 | 3396015 |
| \* | James Fisher & Sons <br> PLC<br>| 9648 | 50421 |
| # | James Halstead PLC | 62925 | 115402 |
|  | JD Sports Fashion <br> PLC<br>| 871655 | 1068113 |
| \* | John Wood Group <br> PLC<br>| 473199 | 114631 |
|  | Johnson Matthey <br> PLC<br>| 88563 | 2480320 |
|  | Jupiter Fund <br> Management PLC<br>| 190146 | 380631 |
|  | Just Group PLC | 670745 | 1872437 |
|  | Kainos Group PLC | 31803 | 394638 |
|  | Keller Group PLC | 21231 | 442877 |
|  | Kier Group PLC | 161755 | 460266 |
|  | Kingfisher PLC | 717173 | 2908552 |
| # | Kitwave Group PLC | 22866 | 64544 |
|  | Knights Group <br> Holdings PLC<br>| 6242 | 13801 |
|  | Lancashire Holdings <br> Ltd.<br>| 113747 | 998837 |
|  | Legal & General <br> Group PLC<br>| 1441997 | 4506121 |
|  | Lion Finance Group <br> PLC<br>| 11242 | 1183488 |
|  | Liontrust Asset <br> Management PLC<br>| 13438 | 54890 |
|  | Lloyds Banking Group <br> PLC (LLOY LN)<br>| 9915718 | 11626055 |
|  | London Investment <br> Group PLC<br>| 5154 | 25438 |
|  | LSL Property Services <br> PLC<br>| 50845 | 170479 |
| Ω | Luceco PLC | 24469 | 42407 |
|  | M&C Saatchi PLC | 14575 | 26083 |
|  | M&G PLC | 1304539 | 4516531 |
|  | Macfarlane Group <br> PLC<br>| 29086 | 26609 |
|  | Man Group PLC | 294898 | 814747 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Marks & Spencer <br> Group PLC<br>| 933555 | $4878589 |
|  | Marshalls PLC | 81708 | 181244 |
| \* | Marston's PLC | 137174 | 82571 |
|  | McBride PLC | 92936 | 143236 |
|  | Me Group <br> International PLC<br>| 141957 | 351356 |
|  | Mears Group PLC | 46241 | 215528 |
|  | Melrose Industries <br> PLC<br>| 239415 | 1972309 |
| \* | Metro Bank Holdings <br> PLC<br>| 30646 | 47163 |
|  | Midwich Group PLC | 22780 | 51507 |
| \* | Mitchells & Butlers <br> PLC<br>| 97664 | 312312 |
|  | MJ Gleeson PLC | 12606 | 61126 |
|  | Mondi PLC | 120159 | 1343122 |
|  | MONY Group PLC | 359241 | 916165 |
|  | Moonpig Group PLC | 156112 | 439980 |
|  | Morgan Sindall Group <br> PLC<br>| 28698 | 1753439 |
|  | Mortgage Advice <br> Bureau Holdings <br> Ltd.<br>| 13025 | 119406 |
|  | National Grid PLC <br> (NG LN)<br>| 190024 | 2849239 |
| # | National Grid PLC <br> (NGG US), <br> Sponsored ADR<br>| 55931 | 4208808 |
|  | NatWest Group PLC <br> (NWG LN)<br>| 1236363 | 9518156 |
|  | NCC Group PLC | 111566 | 219435 |
|  | Next 15 Group PLC | 37125 | 201671 |
|  | Next PLC | 29404 | 5524719 |
|  | Nichols PLC | 727 | 9886 |
|  | Ninety One PLC | 97363 | 295968 |
| \* | Ocado Group PLC | 173625 | 500047 |
| Ω | On the Beach Group <br> PLC<br>| 51184 | 142978 |
|  | OSB Group PLC | 217602 | 1542355 |
|  | Oxford Instruments <br> PLC<br>| 16399 | 406870 |
|  | Pagegroup PLC | 232681 | 722233 |
|  | Paragon Banking <br> Group PLC<br>| 92530 | 1009168 |
|  | PayPoint PLC | 33924 | 310540 |
|  | Pearson PLC (PSON <br> LN)<br>| 176687 | 2459132 |
|  | Pennon Group PLC | 139301 | 949353 |
|  | Persimmon PLC | 92352 | 1467761 |
|  | Pets at Home Group <br> PLC<br>| 126436 | 356160 |
|  | Phoenix Group <br> Holdings PLC<br>| 252684 | 2238485 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Playtech PLC | 95104 | $329161 |
|  | Plus500 Ltd. | 60436 | 2514709 |
|  | Polar Capital Holdings <br> PLC<br>| 49054 | 369801 |
|  | Pollen Street Group <br> Ltd.<br>| 8533 | 99338 |
|  | Porvair PLC | 5022 | 50600 |
|  | PPHE Hotel Group <br> Ltd.<br>| 2869 | 53945 |
|  | Premier Foods PLC | 261806 | 627955 |
|  | Prudential PLC (PRU <br> LN)<br>| 133350 | 1854643 |
| # | Prudential PLC (PUK <br> US), ADR<br>| 57880 | 1612537 |
| \* | PureTech Health PLC <br> (PRTC LN)<br>| 35409 | 61489 |
|  | PZ Cussons PLC | 23551 | 22918 |
|  | QinetiQ Group PLC | 157582 | 995080 |
| Ω | Quilter PLC | 683313 | 1631445 |
|  | Rank Group PLC | 41335 | 64449 |
|  | Rathbones Group <br> PLC<br>| 14311 | 335443 |
|  | Reach PLC | 232900 | 180824 |
|  | Reckitt Benckiser <br> Group PLC<br>| 147947 | 11316325 |
|  | Record PLC | 31963 | 25179 |
|  | RELX PLC (REL LN) | 28808 | 1273209 |
|  | RELX PLC (RELX <br> US), Sponsored <br> ADR<br>| 397933 | 17604547 |
|  | RELX PLC (REN NA) | 26000 | 1145135 |
|  | Renew Holdings PLC | 34215 | 416688 |
|  | Rentokil Initial PLC | 193789 | 1081623 |
| # | Rentokil Initial PLC, <br> Sponsored ADR<br>| 17513 | 487212 |
|  | Rightmove PLC | 634492 | 5571127 |
| \* | RM PLC | 462 | 673 |
|  | Robert Walters PLC | 34121 | 67545 |
|  | Rolls-Royce Holdings <br> PLC<br>| 1192751 | 18355000 |
|  | Rotork PLC | 324537 | 1461018 |
|  | RS Group PLC | 110598 | 809454 |
|  | RWS Holdings PLC | 92445 | 94032 |
|  | S&U PLC | 2061 | 48283 |
| # | S4 Capital PLC | 78707 | 24410 |
| Ω | Sabre Insurance <br> Group PLC<br>| 49447 | 87065 |
|  | Sage Group PLC | 368221 | 5565796 |
|  | Savills PLC | 54499 | 722198 |
|  | Schroders PLC | 214001 | 1067890 |
|  | Secure Trust Bank <br> PLC<br>| 5821 | 74531 |
|  | Senior PLC | 68446 | 171441 |
|  | Severfield PLC | 101799 | 40172 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Severn Trent PLC | 100411 | $3670523 |
| \* | SIG PLC | 206768 | 24497 |
|  | Smith & Nephew PLC <br> (SN LN)<br>| 61518 | 1135992 |
| # | Smith & Nephew PLC <br> (SNN US), <br> Sponsored ADR<br>| 38227 | 1407518 |
|  | Smiths Group PLC | 79771 | 2641541 |
|  | Smiths News PLC | 118807 | 95190 |
|  | Softcat PLC | 80619 | 1698763 |
| \* | SolGold PLC | 104747 | 24195 |
|  | Spectris PLC | 14595 | 787362 |
|  | Speedy Hire PLC | 176249 | 63833 |
|  | Spirax Group PLC | 12940 | 1206952 |
| Ω | Spire Healthcare <br> Group PLC<br>| 113450 | 349777 |
|  | SSE PLC | 112441 | 2832702 |
|  | SSP Group PLC | 193208 | 390476 |
|  | St. James's Place <br> PLC<br>| 514006 | 8769992 |
|  | Standard Chartered <br> PLC<br>| 310131 | 6366133 |
|  | SThree PLC | 54301 | 112322 |
| \*†† | Studio Retail Group <br> PLC<br>| 11005 | 0 |
|  | STV Group PLC | 18564 | 27566 |
| \* | Synthomer PLC | 54205 | 38255 |
|  | Tatton Asset <br> Management PLC<br>| 10566 | 103307 |
|  | Taylor Wimpey PLC | 1370801 | 1896147 |
| #\* | Team Internet Group <br> PLC<br>| 52413 | 31311 |
|  | Telecom Plus PLC | 53796 | 1254807 |
|  | Tesco PLC | 2227496 | 13442207 |
| \* | THG PLC | 201582 | 123201 |
|  | Topps Tiles PLC | 74684 | 33825 |
|  | TP ICAP Group PLC | 264848 | 913451 |
| \*Ω | Trainline PLC | 263240 | 868961 |
|  | Travis Perkins PLC | 115896 | 958231 |
|  | Treatt PLC | 6521 | 20639 |
|  | Tribal Group PLC | 2667 | 2255 |
|  | Trifast PLC | 41274 | 41189 |
|  | TT Electronics PLC | 75625 | 153351 |
| # | Unilever PLC (UL <br> US), Sponsored <br> ADR<br>| 417065 | 25103142 |
|  | Unilever PLC (ULVR <br> LN)<br>| 32472 | 1948460 |
|  | Unilever PLC (UNA <br> NA)<br>| 57621 | 3489322 |
|  | United Utilities Group <br> PLC<br>| 245118 | 3867100 |
| \* | Vanquis Banking <br> Group PLC<br>| 59683 | 89391 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Vertu Motors PLC | 143701 | $118300 |
|  | Victorian Plumbing <br> Group PLC<br>| 53102 | 53045 |
|  | Victrex PLC | 19761 | 167916 |
| \* | Videndum PLC | 19343 | 10184 |
| \* | Vistry Group PLC | 78044 | 661084 |
|  | Volex PLC | 38975 | 192030 |
|  | Volution Group PLC | 59081 | 510249 |
|  | Vp PLC | 4543 | 33980 |
| \*Ω | Watches of <br> Switzerland Group <br> PLC<br>| 80159 | 413746 |
| \* | Watkin Jones PLC | 131930 | 49516 |
|  | Weir Group PLC  | 50360 | 1960409 |
|  | WH Smith PLC | 51198 | 454793 |
|  | Whitbread PLC | 27543 | 1048568 |
|  | Wickes Group PLC | 128564 | 374061 |
|  | Wilmington PLC | 6992 | 28564 |
| \* | Wise PLC, Class A | 88639 | 1127136 |
|  | WPP PLC (WPP LN) | 193212 | 730084 |
| # | WPP PLC (WPP US), <br> Sponsored ADR<br>| 33820 | 641565 |
| \* | Xaar PLC | 20538 | 34192 |
|  | XPS Pensions Group <br> PLC<br>| 71166 | 315244 |
|  | Young & Co.'s <br> Brewery PLC <br> (YNGA LN), <br> Class A<br>| 7197 | 72789 |
|  | Young & Co.'s <br> Brewery PLC <br> (YNGN LN)<br>| 1593 | 12890 |
| \* | Zegona <br> Communications <br> PLC<br>| 31377 | 507353 |
|  | Zigup PLC | 103961 | 473610 |
|  | Zotefoams PLC | 14752 | 88814 |
| TOTAL UNITED <br> KINGDOM | TOTAL UNITED <br> KINGDOM |  | 525156073 |
| UNITED STATES — (0.1%) | UNITED STATES — (0.1%) | UNITED STATES — (0.1%) | UNITED STATES — (0.1%) |
| \* | ADTRAN Holdings, <br> Inc.<br>| 7272 | 75288 |
| \* | Flutter Entertainment <br> PLC<br>| 1121 | 258251 |
|  | International Paper <br> Co.<br>| 60474 | 2368020 |
|  | Royal Gold, Inc. | 8676 | 1516565 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| †† | Theratechnologies, <br> Inc.<br>| 5606 | $2130 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | 4220254 |
| TOTAL COMMON <br> STOCKS | TOTAL COMMON <br> STOCKS |  | 4079472227 |
| PREFERRED STOCKS — (0.4%) | PREFERRED STOCKS — (0.4%) | PREFERRED STOCKS — (0.4%) | PREFERRED STOCKS — (0.4%) |
| GERMANY — (0.4%) | GERMANY — (0.4%) | GERMANY — (0.4%) | GERMANY — (0.4%) |
|  | Bayerische Motoren <br> Werke AG, 5.764%<br>| 11307 | 979591 |
| #Ω | Dr. Ing hc F Porsche <br> AG, 5.074%<br>| 32286 | 1689234 |
|  | Draegerwerk AG & <br> Co. KGaA, 2.796%<br>| 3515 | 296200 |
|  | Einhell Germany AG, <br> 1.843%<br>| 1437 | 136280 |
| # | FUCHS SE, 3.020% | 54384 | 2434475 |
|  | Henkel AG & Co. <br> KGaA, 2.901%<br>| 35192 | 2851006 |
|  | Jungheinrich AG, <br> 2.591%<br>| 21609 | 772266 |
|  | Porsche Automobil <br> Holding SE, <br> 5.552%<br>| 45126 | 1793012 |
| # | Sartorius AG, 0.312% | 5542 | 1524759 |
|  | Sixt SE, 4.946% | 10220 | 649270 |
|  | STO SE & Co. KGaA, <br> 2.782%<br>| 1373 | 188751 |
|  | Villeroy & Boch AG, <br> 5.438%<br>| 866 | 16522 |
|  | Volkswagen AG, <br> 7.042%<br>| 42890 | 4466425 |
| TOTAL GERMANY | TOTAL GERMANY |  | 17797791 |
| 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%) |
| \* | Constellation <br> Software, Inc. <br> Warrants <br> 03/31/2040<br>| 3758 | 0 |
| GERMANY — (0.0%) | GERMANY — (0.0%) | GERMANY — (0.0%) | GERMANY — (0.0%) |
| #\* | BayWa AG Rights <br> 11/10/2025<br>| 7019 | 12055 |
| ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) |
| #\* | Webuild SpA Warrants <br> 08/02/2030<br>| 1134 | 0 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (0.0%) | NORWAY — (0.0%) | NORWAY — (0.0%) | NORWAY — (0.0%) |
| #\* | Vend Marketplaces <br> ASA Rights <br> 11/13/2025<br>| 9650 | $21481 |
| TOTAL <br> RIGHTS/WARRANTS | TOTAL <br> RIGHTS/WARRANTS |  | 33536 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $2,554,928,803) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $2,554,928,803) |  | 4097303554 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (3.6%) | SECURITIES LENDING COLLATERAL — (3.6%) | SECURITIES LENDING COLLATERAL — (3.6%) | SECURITIES LENDING COLLATERAL — (3.6%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 13055984 | $151018568 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $2,705,947,371) | (Cost $2,705,947,371) |  | $4248322122 |

---

As of October 31, 2025, the value of Rule 144A securities amounted to $79,229,550 or 1.9% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| Australia | &nbsp;&nbsp; $354184 | &nbsp;&nbsp; $216577298 | &nbsp;&nbsp; $7271 | &nbsp;&nbsp; $216938753 |
| Austria | &nbsp;&nbsp; — | &nbsp;&nbsp; 18815064 | &nbsp;&nbsp; — | &nbsp;&nbsp; 18815064 |
| Belgium | &nbsp;&nbsp; 3460618 | &nbsp;&nbsp; 32573925 | &nbsp;&nbsp; — | &nbsp;&nbsp; 36034543 |
| Brazil | &nbsp;&nbsp; — | &nbsp;&nbsp; 87291 | &nbsp;&nbsp; — | &nbsp;&nbsp; 87291 |
| Canada | &nbsp;&nbsp; 447234635 | &nbsp;&nbsp; 40021 | &nbsp;&nbsp; 65 | &nbsp;&nbsp; 447274721 |
| China | &nbsp;&nbsp; 586439 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 586439 |
| Denmark | &nbsp;&nbsp; — | &nbsp;&nbsp; 108917548 | &nbsp;&nbsp; — | &nbsp;&nbsp; 108917548 |
| Finland | &nbsp;&nbsp; 473418 | &nbsp;&nbsp; 88379268 | &nbsp;&nbsp; — | &nbsp;&nbsp; 88852686 |
| France | &nbsp;&nbsp; — | &nbsp;&nbsp; 343419855 | &nbsp;&nbsp; — | &nbsp;&nbsp; 343419855 |
| Germany | &nbsp;&nbsp; 5034839 | &nbsp;&nbsp; 292137906 | &nbsp;&nbsp; — | &nbsp;&nbsp; 297172745 |
| Hong Kong | &nbsp;&nbsp; — | &nbsp;&nbsp; 38926667 | &nbsp;&nbsp; 2127 | &nbsp;&nbsp; 38928794 |
| Ireland | &nbsp;&nbsp; — | &nbsp;&nbsp; 21953582 | &nbsp;&nbsp; — | &nbsp;&nbsp; 21953582 |
| Israel | &nbsp;&nbsp; 3612122 | &nbsp;&nbsp; 35708852 | &nbsp;&nbsp; — | &nbsp;&nbsp; 39320974 |
| Italy | &nbsp;&nbsp; 8440109 | &nbsp;&nbsp; 111100477 | &nbsp;&nbsp; — | &nbsp;&nbsp; 119540586 |
| Japan | &nbsp;&nbsp; 2453171 | &nbsp;&nbsp; 807196355 | &nbsp;&nbsp; — | &nbsp;&nbsp; 809649526 |
| Netherlands | &nbsp;&nbsp; 77072192 | &nbsp;&nbsp; 147735141 | &nbsp;&nbsp; — | &nbsp;&nbsp; 224807333 |
| New Zealand | &nbsp;&nbsp; 23267 | &nbsp;&nbsp; 11444339 | &nbsp;&nbsp; — | &nbsp;&nbsp; 11467606 |
| Norway | &nbsp;&nbsp; 210112 | &nbsp;&nbsp; 30117296 | &nbsp;&nbsp; — | &nbsp;&nbsp; 30327408 |
| Portugal | &nbsp;&nbsp; — | &nbsp;&nbsp; 11448846 | &nbsp;&nbsp; — | &nbsp;&nbsp; 11448846 |
| Singapore | &nbsp;&nbsp; — | &nbsp;&nbsp; 36831299 | &nbsp;&nbsp; — | &nbsp;&nbsp; 36831299 |
| Spain | &nbsp;&nbsp; 1764816 | &nbsp;&nbsp; 136576812 | &nbsp;&nbsp; 1660 | &nbsp;&nbsp; 138343288 |
| Sweden | &nbsp;&nbsp; 456068 | &nbsp;&nbsp; 155808256 | &nbsp;&nbsp; — | &nbsp;&nbsp; 156264324 |
| Switzerland | &nbsp;&nbsp; 49479555 | &nbsp;&nbsp; 303633134 | &nbsp;&nbsp; — | &nbsp;&nbsp; 353112689 |
| United Kingdom | &nbsp;&nbsp; 116646595 | &nbsp;&nbsp; 408509478 | &nbsp;&nbsp; — | &nbsp;&nbsp; 525156073 |
| United States | &nbsp;&nbsp; 1516565 | &nbsp;&nbsp; 2701559 | &nbsp;&nbsp; 2130 | &nbsp;&nbsp; 4220254 |
| Preferred Stocks |  |  |  |  |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 17797791 | &nbsp;&nbsp; — | &nbsp;&nbsp; 17797791 |
| Rights/Warrants |  |  |  |  |
| Canada | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 12055 | &nbsp;&nbsp; — | &nbsp;&nbsp; 12055 |
| Italy | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — |

---

------

**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** |
| Norway | &nbsp;&nbsp; — | &nbsp;&nbsp; $21481 | &nbsp;&nbsp; — | &nbsp;&nbsp; $21481 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 151018568 | &nbsp;&nbsp; — | &nbsp;&nbsp; 151018568 |
| Total Investments in Securities | &nbsp;&nbsp; $718818705 | &nbsp;&nbsp; $3529490164 | &nbsp;&nbsp; $13,253˂˃ | &nbsp;&nbsp; $4248322122 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| ˂˃ | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning <br> and/or end of the reporting period in relation to net assets.<br>|

---

See accompanying Notes to Financial Statements.

------

**Emerging Markets Sustainability Core 1 Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (98.0%) | COMMON STOCKS — (98.0%) | COMMON STOCKS — (98.0%) | COMMON STOCKS — (98.0%) |
| BRAZIL — (3.0%) | BRAZIL — (3.0%) | BRAZIL — (3.0%) | BRAZIL — (3.0%) |
| \* | Allianca Saude e <br> Participacoes SA<br>| 2000 | $2301 |
|  | Allied Tecnologia SA | 18800 | 35678 |
|  | Allos SA | 46200 | 214257 |
| \* | Allpark <br> Empreendimentos <br> Participacoes e <br> Servicos SA<br>| 5900 | 4540 |
|  | Alupar Investimento <br> SA<br>| 52236 | 316332 |
| # | Ambev SA (ABEV US), <br> ADR<br>| 220998 | 510505 |
|  | Ambev SA (ABEV3 <br> BZ)<br>| 9200 | 21735 |
|  | Anima Holding SA | 46900 | 30773 |
|  | Armac Locacao <br> Logistica E Servicos <br> SA<br>| 13600 | 9480 |
|  | Auren Energia SA | 20135 | 41132 |
|  | B3 SA - Brasil Bolsa <br> Balcao<br>| 568053 | 1336732 |
|  | Banco Bradesco SA <br> (BBDC3 BZ)<br>| 173775 | 499689 |
|  | Banco do Brasil SA | 220072 | 895840 |
|  | Banco Santander <br> Brasil SA<br>| 254126 | 1470921 |
|  | BB Seguridade <br> Participacoes SA<br>| 95054 | 580400 |
|  | Bemobi Mobile Tech <br> SA<br>| 13617 | 59353 |
| \* | Blau Farmaceutica SA | 12400 | 30839 |
|  | Boa Safra Sementes <br> SA<br>| 10400 | 20298 |
|  | BR Advisory Partners <br> Participacoes SA<br>| 4400 | 15866 |
|  | Brisanet Servicos de <br> Telecomunicacoes <br> SA<br>| 21500 | 11869 |
|  | C&A Modas SA | 42650 | 128823 |
|  | Caixa Seguridade <br> Participacoes SA<br>| 71488 | 198919 |
|  | Camil Alimentos SA | 8542 | 8701 |
|  | Centrais Eletricas <br> Brasileiras SA<br>| 46749 | 484178 |
| \* | Cia Brasileira de <br> Aluminio<br>| 33667 | 32478 |
| \* | Cia Brasileira de <br> Distribuicao<br>| 77936 | 54469 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | Cia de Saneamento <br> Basico do Estado de <br> Sao Paulo SABESP <br> (SBS US), ADR<br>| 5079 | $124639 |
|  | Cia de Saneamento <br> Basico do Estado de <br> Sao Paulo SABESP <br> (SBSP3 BZ)<br>| 22350 | 547663 |
|  | Cia de Saneamento de <br> Minas Gerais <br> Copasa MG<br>| 43700 | 306959 |
|  | Cia De Sanena Do <br> Parana (SAPR11 <br> BZ)<br>| 39700 | 254437 |
|  | Cia De Sanena Do <br> Parana (SAPR3 BZ)<br>| 21300 | 28268 |
|  | Cia Energetica de <br> Minas Gerais (CIG <br> US), Sponsored <br> ADR<br>| 11964 | 25005 |
|  | Cia Energetica de <br> Minas Gerais <br> (CMIG3 BZ)<br>| 107341 | 290103 |
|  | Cia Paranaense de <br> Energia - Copel<br>| 117192 | 285576 |
|  | Cogna Educacao SA | 632876 | 439959 |
|  | CPFL Energia SA | 36995 | 286061 |
|  | Cruzeiro do Sul <br> Educacional SA<br>| 22000 | 23840 |
|  | CSU Digital SA | 3600 | 11944 |
|  | Cury Construtora e <br> Incorporadora SA<br>| 67099 | 435773 |
|  | Cyrela Brazil Realty <br> SA <br> Empreendimentos e <br> Participacoes<br>| 106577 | 603612 |
| Ω | Desktop SA | 13800 | 39246 |
|  | Dexco SA | 141691 | 141166 |
| \* | Diagnosticos da <br> America SA<br>| 26313 | 8510 |
|  | Dimed SA Distribuidora <br> da Medicamentos<br>| 22448 | 39180 |
|  | Direcional Engenharia <br> SA<br>| 65325 | 206176 |
|  | EcoRodovias <br> Infraestrutura e <br> Logistica SA<br>| 72209 | 106972 |
|  | Embraer SA (EMBR3 <br> BZ)<br>| 187474 | 3031322 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | Empreendimentos <br> Pague Menos SA<br>| 20589 | $14925 |
|  | Energisa SA | 87081 | 838931 |
|  | Engie Brasil Energia <br> SA<br>| 45896 | 341237 |
|  | Equatorial Energia SA | 178797 | 1218024 |
|  | Even Construtora e <br> Incorporadora SA<br>| 44580 | 61733 |
|  | Ez Tec <br> Empreendimentos e <br> Participacoes SA<br>| 40196 | 138595 |
|  | Fleury SA | 79367 | 214648 |
|  | Fras-Le SA | 12652 | 53971 |
| # | Gerdau SA, Sponsored <br> ADR<br>| 55511 | 193733 |
| Ω | GPS Participacoes e <br> Empreendimentos <br> SA<br>| 50542 | 178684 |
|  | Grendene SA | 41217 | 40298 |
|  | Grupo Mateus SA | 96585 | 115616 |
|  | Grupo SBF SA | 33476 | 80331 |
|  | Guararapes <br> Confeccoes SA<br>| 19565 | 36839 |
| \*Ω | Hapvida Participacoes <br> e Investimentos SA<br>| 70426 | 409469 |
| \* | Hidrovias do Brasil SA | 22585 | 16414 |
|  | Hypera SA | 64437 | 309492 |
|  | Iochpe Maxion SA | 22800 | 46406 |
|  | Irani Papel e <br> Embalagem SA<br>| 33400 | 55377 |
| \* | IRB-Brasil Resseguros <br> SA<br>| 18102 | 166015 |
|  | JHSF Participacoes <br> SA<br>| 91696 | 112320 |
|  | JSL SA | 14248 | 14301 |
|  | Kepler Weber SA | 41740 | 71766 |
|  | Klabin SA | 429675 | 1440782 |
|  | Lavvi <br> Empreendimentos <br> Imobiliarios SA<br>| 12800 | 35569 |
|  | Localiza Rent a Car <br> SA<br>| 106530 | 780963 |
| \* | Log-in Logistica <br> Intermodal SA<br>| 6000 | 36803 |
|  | Lojas Quero-Quero <br> SA<br>| 65757 | 25667 |
|  | Lojas Renner SA | 209643 | 578277 |
| Ω | LWSA SA | 53671 | 39007 |
|  | M Dias Branco SA | 14332 | 78107 |
|  | Magazine Luiza SA | 61363 | 96607 |
|  | Marcopolo SA | 45600 | 57806 |
|  | Melnick Even <br> Desenvolvimento <br> Imobiliario SA<br>| 16200 | 11834 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | Mills Locacao Servicos <br> e Logistica SA<br>| 41800 | $101393 |
|  | Motiva Infraestrutura <br> de Mobilidade SA<br>| 305757 | 902503 |
|  | Moura Dubeux <br> Engenharia SA<br>| 10100 | 51908 |
|  | Movida Participacoes <br> SA<br>| 69411 | 105666 |
| \* | MRV Engenharia e <br> Participacoes SA<br>| 111580 | 156794 |
|  | Multiplan <br> Empreendimentos <br> Imobiliarios SA<br>| 12106 | 61858 |
| \* | Natura Cosmeticos SA | 145248 | 243252 |
|  | Neoenergia SA | 60609 | 328734 |
| \* | Oceanpact Servicos <br> Maritimos SA<br>| 15900 | 22432 |
|  | Odontoprev SA | 106697 | 252466 |
| \* | Oncoclinicas do Brasil <br> Servicos Medicos <br> SA<br>| 12800 | 5163 |
| \* | Orizon Valorizacao de <br> Residuos SA<br>| 4050 | 41750 |
|  | Pet Center Comercio e <br> Participacoes SA<br>| 37800 | 26137 |
|  | Plano & Plano <br> Desenvolvimento <br> Imobiliario SA<br>| 12079 | 32802 |
|  | Porto Seguro SA | 92118 | 822734 |
|  | Positivo Tecnologia <br> SA<br>| 30352 | 23187 |
|  | Qualicorp Consultoria <br> e Corretora de <br> Seguros SA<br>| 72400 | 36470 |
|  | Raia Drogasil SA | 359301 | 1335704 |
| Ω | Rede D'Or Sao Luiz <br> SA<br>| 46712 | 376300 |
|  | Romi SA | 17940 | 27144 |
|  | Rumo SA | 22700 | 67172 |
|  | Sendas Distribuidora <br> SA (ASAI US), ADR<br>| 2192 | 17251 |
|  | Sendas Distribuidora <br> SA (ASAI3 BZ)<br>| 434253 | 694166 |
| Ω | Ser Educacional SA | 18800 | 35574 |
|  | Simpar SA | 101351 | 87035 |
|  | Smartfit Escola de <br> Ginastica e Danca <br> SA<br>| 23883 | 111781 |
|  | Suzano SA (SUZB3 <br> BZ)<br>| 124959 | 1135558 |
|  | SYN prop e tech SA | 20226 | 18873 |
|  | Tegma Gestao <br> Logistica SA<br>| 19200 | 130012 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
| # | Telefonica Brasil SA <br> (VIV US), ADR<br>| 18532 | $221087 |
|  | Telefonica Brasil SA <br> (VIVT3 BZ)<br>| 46400 | 276333 |
|  | TIM SA | 206800 | 933684 |
|  | TOTVS SA | 66708 | 550160 |
|  | Transmissora Alianca <br> de Energia Eletrica <br> SA<br>| 80252 | 568333 |
|  | Tres Tentos <br> Agroindustrial SA<br>| 16800 | 49995 |
|  | Trisul SA | 40600 | 57656 |
|  | Tupy SA | 13700 | 31526 |
|  | Ultrapar Participacoes <br> SA (UGP US), <br> Sponsored ADR<br>| 55886 | 221309 |
|  | Ultrapar Participacoes <br> SA (UGPA3 BZ)<br>| 235566 | 937456 |
|  | Unifique <br> Telecomunicacoes <br> SA<br>| 10600 | 9497 |
|  | Unipar Carbocloro SA | 6409 | 71357 |
|  | Valid Solucoes e <br> Servicos de <br> Seguranca em <br> Meios de <br> Pagamento e <br> Identificacao SA<br>| 25379 | 104489 |
|  | Vamos Locacao de <br> Caminhoes <br> Maquinas e <br> Equipamentos SA<br>| 132110 | 79561 |
|  | Veste SA Estilo | 4700 | 4150 |
|  | Vibra Energia SA | 517833 | 2290807 |
|  | Vivara Participacoes <br> SA<br>| 29900 | 173399 |
|  | Vulcabras SA | 13526 | 58077 |
|  | WEG SA | 166778 | 1305097 |
|  | XP, Inc., BDR | 2473 | 44693 |
|  | YDUQS Participacoes <br> SA<br>| 48164 | 127215 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | 37530766 |
| CHILE — (0.6%) | CHILE — (0.6%) | CHILE — (0.6%) | CHILE — (0.6%) |
|  | Aguas Andinas SA, <br> Class A<br>| 689304 | 262647 |
|  | Banco de Chile (BCH <br> US), ADR<br>| 19622 | 684998 |
|  | Banco de Chile (CHILE <br> CI)<br>| 1082723 | 187335 |
|  | Banco de Credito e <br> Inversiones SA<br>| 14406 | 739334 |
|  | Banco Itau Chile SA | 1013 | 18393 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHILE — (Continued) | CHILE — (Continued) | CHILE — (Continued) | CHILE — (Continued) |
|  | Banco Santander Chile <br> (BSAC US), ADR<br>| 7781 | $223315 |
|  | Banco Santander Chile <br> (BSAN CI)<br>| 4731162 | 341841 |
|  | Besalco SA | 118298 | 139051 |
|  | Bicecorp SA | 450755 | 157814 |
|  | Camanchaca SA | 228863 | 15248 |
| \* | CAP SA | 5893 | 39379 |
|  | Cencosud SA | 152357 | 471912 |
|  | Cencosud Shopping <br> SA<br>| 80676 | 191329 |
|  | Cia Cervecerias <br> Unidas SA (CCU <br> CI)<br>| 24702 | 157364 |
|  | Embotelladora Andina <br> SA, ADR, Class B<br>| 10551 | 285510 |
|  | Empresa Nacional de <br> Telecomunicaciones <br> SA<br>| 39535 | 188325 |
|  | Empresas CMPC SA | 230620 | 333054 |
|  | Empresas Copec SA | 30619 | 218729 |
| \* | Empresas Hites SA | 172193 | 23981 |
|  | Enel Americas SA <br> (ENELAM CI)<br>| 1117182 | 105619 |
|  | Enel Chile SA <br> (ENELCHIL CI)<br>| 1695798 | 129437 |
|  | Falabella SA | 36318 | 228693 |
|  | Forus SA | 22023 | 50917 |
|  | Instituto de Diagnostico <br> SA<br>| 1465 | 4224 |
|  | Inversiones Aguas <br> Metropolitanas SA<br>| 121480 | 122502 |
|  | Inversiones La <br> Construccion SA<br>| 7731 | 123053 |
| \* | Masisa SA | 657534 | 11161 |
| \* | Multiexport Foods SA | 74232 | 20576 |
|  | Parque Arauco SA | 108099 | 301382 |
|  | PAZ Corp. SA | 19614 | 15617 |
|  | Plaza SA | 83322 | 234466 |
|  | Ripley Corp. SA | 177743 | 86364 |
|  | Salfacorp SA | 180426 | 198171 |
|  | Sigdo Koppers SA | 84902 | 123518 |
|  | SMU SA | 812541 | 132126 |
|  | Sociedad Matriz SAAM <br> SA<br>| 1197624 | 158578 |
| #\* | Sociedad Quimica y <br> Minera de Chile SA, <br> Sponsored ADR<br>| 5242 | 256806 |
|  | SONDA SA | 176889 | 64160 |
|  | Vina Concha y Toro <br> SA<br>| 102802 | 112095 |
| TOTAL CHILE | TOTAL CHILE |  | 7159024 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (29.5%) | CHINA — (29.5%) | CHINA — (29.5%) | CHINA — (29.5%) |
|  | 360 Security <br> Technology, Inc., <br> Class A<br>| 41400 | $69677 |
|  | 361 Degrees <br> International Ltd.<br>| 278000 | 210266 |
|  | 37 Interactive <br> Entertainment <br> Network Technology <br> Group Co. Ltd., <br> Class A<br>| 23800 | 69489 |
| Ω | 3SBio, Inc. | 347000 | 1380592 |
|  | ABA Chemicals Corp., <br> Class A<br>| 20700 | 21133 |
|  | Accelink Technologies <br> Co. Ltd., Class A<br>| 3200 | 28276 |
| \* | ADAMA Ltd., Class A | 25800 | 23303 |
| \* | Addsino Co. Ltd., <br> Class A<br>| 27000 | 31773 |
|  | Advanced <br> Micro-Fabrication <br> Equipment, Inc. <br> China, Class A<br>| 1310 | 51466 |
|  | Advanced Technology <br> & Materials Co. Ltd., <br> Class A<br>| 17320 | 51733 |
| \* | AECC Aero Science & <br> Technology Co. Ltd., <br> Class A<br>| 9500 | 35836 |
|  | AECC Aero-Engine <br> Control Co. Ltd., <br> Class A<br>| 19600 | 51717 |
|  | AECC Aviation Power <br> Co. Ltd., Class A<br>| 11400 | 62633 |
| \* | Aerospace Hi-Tech <br> Holdings Group Ltd., <br> Class A<br>| 7900 | 21173 |
| \* | Agile Group Holdings <br> Ltd.<br>| 376000 | 20267 |
| \* | Agora, Inc., ADR | 14112 | 50098 |
|  | Agricultural Bank of <br> China Ltd., Class H<br>| 2003000 | 1528043 |
|  | Aier Eye Hospital <br> Group Co. Ltd., <br> Class A<br>| 77158 | 132780 |
| \* | AIFU, Inc., Class A | 936 | 4193 |
| \*Ω | AInnovation <br> Technology Group <br> Co. Ltd., Class H<br>| 49500 | 42689 |
|  | Aisino Corp., Class A | 33000 | 38563 |
|  | Ajisen China Holdings <br> Ltd.<br>| 95000 | 11972 |
| Ω | AK Medical Holdings <br> Ltd.<br>| 78000 | 58989 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \*Ω | Akeso, Inc. | 2000 | $29122 |
|  | Alibaba Group Holding <br> Ltd. (9988 HK)<br>| 1069400 | 22755481 |
| \* | Alibaba Health <br> Information <br> Technology Ltd.<br>| 32000 | 23868 |
|  | All Winner Technology <br> Co. Ltd., Class A<br>| 4420 | 28458 |
|  | Allmed Medical <br> Products Co. Ltd., <br> Class A<br>| 14300 | 21896 |
| \* | Alpha Group, Class A | 24400 | 29773 |
| \* | Amlogic Shanghai Co. <br> Ltd., Class A<br>| 3216 | 38871 |
|  | Amoy Diagnostics Co. <br> Ltd., Class A<br>| 7380 | 23690 |
|  | Amrita Global <br> Development Ltd.<br>| 50000 | 3861 |
|  | Andon Health Co. Ltd., <br> Class A<br>| 4000 | 22783 |
|  | ANE Cayman, Inc. | 108000 | 159472 |
|  | Anhui Anfu Battery <br> Technology Co. Ltd., <br> Class A<br>| 3200 | 18126 |
|  | Anhui Anke <br> Biotechnology Group <br> Co. Ltd., Class A<br>| 36800 | 56329 |
|  | Anhui Construction <br> Engineering Group <br> Co. Ltd., Class A<br>| 54000 | 35977 |
| # | Anhui Expressway Co. <br> Ltd., Class H<br>| 88000 | 139714 |
|  | Anhui Guangxin <br> Agrochemical Co. <br> Ltd., Class A<br>| 19668 | 32406 |
|  | Anhui Gujing Distillery <br> Co. Ltd., Class A<br>| 3500 | 79237 |
|  | Anhui Heli Co. Ltd., <br> Class A<br>| 15200 | 44519 |
|  | Anhui Honglu Steel <br> Construction Group <br> Co. Ltd., Class A<br>| 21540 | 54824 |
|  | Anhui Huilong <br> Agricultural Means <br> of Production Co. <br> Ltd., Class A<br>| 28200 | 22855 |
| \* | Anhui Jianghuai <br> Automobile Group <br> Corp. Ltd., Class A<br>| 8700 | 62440 |
|  | Anhui Jiangnan <br> Chemical Industry <br> Co. Ltd., Class A<br>| 59440 | 53579 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Anhui Tatfook <br> Technology Co. Ltd., <br> Class A<br>| 15000 | $24453 |
| \* | Anhui Truchum <br> Advanced Materials <br> & Technology Co. <br> Ltd., Class A<br>| 39800 | 74587 |
|  | Anhui Xinhua Media <br> Co. Ltd., Class A<br>| 24800 | 23354 |
|  | Anhui Yingjia Distillery <br> Co. Ltd., Class A<br>| 8500 | 50633 |
|  | Anhui Yingliu <br> Electromechanical <br> Co. Ltd., Class A<br>| 9800 | 54936 |
|  | Anhui Zhongding <br> Sealing Parts Co. <br> Ltd., Class A<br>| 13100 | 42217 |
|  | Anji Microelectronics <br> Technology <br> Shanghai Co. Ltd., <br> Class A<br>| 1808 | 50040 |
|  | Anjoy Foods Group <br> Co. Ltd., Class A<br>| 4800 | 49853 |
|  | Anker Innovations <br> Technology Co. Ltd., <br> Class A<br>| 3120 | 51312 |
|  | ANTA Sports Products <br> Ltd.<br>| 234400 | 2446697 |
|  | Anton Oilfield Services <br> Group<br>| 1062000 | 143631 |
|  | Aotecar New Energy <br> Technology Group <br> Co. Ltd., Class A<br>| 45000 | 20129 |
|  | Apeloa Pharmaceutical <br> Co. Ltd., Class A<br>| 27100 | 59203 |
| \* | ApicHope <br> Pharmaceutical <br> Group Co. Ltd.<br>| 5600 | 44049 |
| \* | Asia - Potash <br> International <br> Investment <br> Guangzhou Co. Ltd., <br> Class A<br>| 10900 | 63975 |
| Ω | AsiaInfo Technologies <br> Ltd.<br>| 97200 | 112914 |
|  | Asian Star Anchor <br> Chain Co. Ltd. <br> Jiangsu, Class A<br>| 19700 | 28586 |
| \* | ASR Microelectronics <br> Co. Ltd., Class A<br>| 2200 | 28890 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Aurisco <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 6200 | $20256 |
|  | Autel Intelligent <br> Technology Corp. <br> Ltd., Class A<br>| 8921 | 48331 |
|  | Autobio Diagnostics <br> Co. Ltd., Class A<br>| 8800 | 47557 |
|  | Autohome, Inc., ADR | 776 | 19555 |
|  | Avary Holding <br> Shenzhen Co. Ltd., <br> Class A<br>| 15700 | 115727 |
|  | AviChina Industry & <br> Technology Co. Ltd., <br> Class H<br>| 736000 | 374915 |
|  | Avicopter PLC, <br> Class A<br>| 8800 | 44588 |
| \*Ω | BAIC Motor Corp. Ltd., <br> Class H<br>| 511500 | 132264 |
| \* | Baidu, Inc. (9888 HK), <br> Class A<br>| 197700 | 2992432 |
| \* | Baidu, Inc. (BIDU US), <br> Sponsored ADR<br>| 7459 | 901569 |
| \*Ω | Bairong, Inc. | 97000 | 122820 |
|  | Bank of Beijing Co. <br> Ltd., Class A<br>| 182900 | 143756 |
|  | Bank of Changsha Co. <br> Ltd., Class A<br>| 58200 | 78323 |
|  | Bank of Chengdu Co. <br> Ltd., Class A<br>| 46900 | 110855 |
|  | Bank of China Ltd., <br> Class H<br>| 4213000 | 2385583 |
|  | Bank of Chongqing Co. <br> Ltd., Class H<br>| 300500 | 310122 |
|  | Bank of <br> Communications Co. <br> Ltd., Class H<br>| 958000 | 850991 |
|  | Bank of Guiyang Co. <br> Ltd., Class A<br>| 65936 | 56370 |
|  | Bank of Hangzhou Co. <br> Ltd., Class A<br>| 76900 | 169719 |
|  | Bank of Jiangsu Co. <br> Ltd., Class A<br>| 173880 | 263679 |
|  | Bank of Nanjing Co. <br> Ltd., Class A<br>| 114522 | 182158 |
|  | Bank of Ningbo Co. <br> Ltd., Class A<br>| 61758 | 246163 |
| Ω | Bank of Qingdao Co. <br> Ltd., Class H<br>| 303500 | 167793 |
|  | Bank of Shanghai Co. <br> Ltd., Class A<br>| 122600 | 163634 |
|  | Bank of Suzhou Co. <br> Ltd., Class A<br>| 33130 | 38515 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Bank of Xi'an Co. Ltd., <br> Class A<br>| 53300 | $29138 |
| Ω | Bank of Zhengzhou <br> Co. Ltd., Class H<br>| 47916 | 7895 |
| \* | Baoding Tianwei <br> Baobian Electric Co. <br> Ltd., Class A<br>| 14700 | 17506 |
|  | Baoji Titanium Industry <br> Co. Ltd., Class A<br>| 6000 | 27033 |
| \* | Baosheng Science & <br> Technology <br> Innovation Co. Ltd., <br> Class A<br>| 15900 | 11866 |
|  | Baowu Magnesium <br> Technology Co. Ltd., <br> Class A<br>| 16940 | 34091 |
|  | Baoxiniao Holding Co. <br> Ltd., Class A<br>| 22100 | 12207 |
|  | Baoye Group Co. Ltd., <br> Class H<br>| 66000 | 35320 |
| \* | Baozun, Inc. (BZUN <br> US), Sponsored <br> ADR<br>| 13006 | 42660 |
| \* | Be Friends Holding <br> Ltd.<br>| 198000 | 29049 |
|  | Bear Electric Appliance <br> Co. Ltd., Class A<br>| 5800 | 39305 |
|  | Befar Group Co. Ltd., <br> Class A<br>| 28200 | 17128 |
|  | Beibuwan Port Co. <br> Ltd., Class A<br>| 31000 | 38175 |
|  | Beijing Balance <br> Medical Technology <br> Co. Ltd., Class A<br>| 1204 | 19380 |
| \* | Beijing BDStar <br> Navigation Co. Ltd., <br> Class A<br>| 5000 | 21169 |
|  | Beijing Bei Mo Gao Ke <br> Friction Material Co. <br> Ltd., Class A<br>| 2860 | 11981 |
| \* | Beijing Capital <br> Development Co. <br> Ltd., Class A<br>| 56800 | 49060 |
|  | Beijing Capital <br> Eco-Environment <br> Protection Group <br> Co. Ltd., Class A<br>| 80870 | 36266 |
|  | Beijing Chunlizhengda <br> Medical Instruments <br> Co. Ltd., Class H<br>| 17750 | 43314 |
|  | Beijing CTJ Information <br> Technology Co. Ltd., <br> Class A<br>| 3580 | 11237 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Beijing Dahao <br> Technology Corp. <br> Ltd., Class A<br>| 7300 | $19641 |
|  | Beijing Easpring <br> Material Technology <br> Co. Ltd., Class A<br>| 3621 | 35134 |
| \* | Beijing eGOVA Co. <br> Ltd., Class A<br>| 9200 | 21153 |
|  | Beijing Energy <br> International Holding <br> Co. Ltd.<br>| 174800 | 27657 |
|  | Beijing Enlight Media <br> Co. Ltd., Class A<br>| 21700 | 51725 |
|  | Beijing Enterprises <br> Holdings Ltd.<br>| 144000 | 631854 |
| # | Beijing Enterprises <br> Water Group Ltd.<br>| 1162000 | 373478 |
|  | Beijing Fengjing <br> Automotive Parts <br> Co. Ltd.<br>| 42700 | 22945 |
|  | Beijing Gehua CATV <br> Network Co. Ltd., <br> Class A<br>| 23000 | 26010 |
| \* | Beijing Haixin Energy <br> Technology Co. Ltd., <br> Class A<br>| 42100 | 24199 |
|  | Beijing Haohua Energy <br> Resource Co. Ltd., <br> Class A<br>| 21100 | 22896 |
|  | Beijing Huafeng Test & <br> Control Technology <br> Co. Ltd., Class A<br>| 907 | 25511 |
|  | Beijing Jetsen <br> Technology Co. Ltd., <br> Class A<br>| 107200 | 99883 |
|  | Beijing Kingsoft Office <br> Software, Inc., <br> Class A<br>| 1868 | 94274 |
| \* | Beijing Leike Defense <br> Technology Co. Ltd., <br> Class A<br>| 12300 | 9527 |
| \* | Beijing North Star Co. <br> Ltd., Class H<br>| 198000 | 22152 |
|  | Beijing Oriental <br> Jicheng Co. Ltd., <br> Class A<br>| 3101 | 12972 |
|  | Beijing Roborock <br> Technology Co. Ltd., <br> Class A<br>| 1626 | 37337 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Beijing Sanlian Hope <br> Shin-Gosen <br> Technical Service <br> Co. Ltd., Class A<br>| 6800 | $15889 |
|  | Beijing Shiji <br> Information <br> Technology Co. Ltd., <br> Class A<br>| 21770 | 30219 |
|  | Beijing Sifang <br> Automation Co. Ltd., <br> Class A<br>| 9500 | 37599 |
|  | Beijing SL <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 19200 | 20364 |
| \* | Beijing Sojo Electric <br> Co. Ltd., Class A<br>| 21800 | 23557 |
| \* | Beijing SPC <br> Environment <br> Protection Tech Co. <br> Ltd., Class A<br>| 35700 | 20074 |
|  | Beijing Strong <br> Biotechnologies, <br> Inc., Class A<br>| 12600 | 24199 |
|  | Beijing Teamsun <br> Technology Co. Ltd., <br> Class A<br>| 8100 | 21773 |
| \* | Beijing Thunisoft Corp. <br> Ltd., Class A<br>| 16500 | 18580 |
|  | Beijing Tiantan <br> Biological Products <br> Corp. Ltd., Class A<br>| 7200 | 18647 |
|  | Beijing Tong Ren Tang <br> Co. Ltd., Class A<br>| 12600 | 60011 |
|  | Beijing Ultrapower <br> Software Co. Ltd., <br> Class A<br>| 48101 | 82242 |
|  | Beijing United <br> Information <br> Technology Co. Ltd., <br> Class A<br>| 26772 | 106934 |
| Ω | Beijing Urban <br> Construction Design <br> & Development <br> Group Co. Ltd., <br> Class H<br>| 38000 | 7034 |
|  | Beijing Wandong <br> Medical Technology <br> Co. Ltd., Class A<br>| 13400 | 29906 |
| \* | Beijing Wantai <br> Biological Pharmacy <br> Enterprise Co. Ltd., <br> Class A<br>| 2373 | 18822 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Beijing Watertek <br> Information <br> Technology Co. Ltd., <br> Class A<br>| 40200 | $34695 |
|  | Beijing Yuanliu <br> Hongyuan Electronic <br> Technology Co. Ltd., <br> Class A<br>| 1700 | 12046 |
|  | Beijing Zhong Ke San <br> Huan High-Tech Co. <br> Ltd., Class A<br>| 20520 | 40136 |
|  | Beijing-Shanghai High <br> Speed Railway Co. <br> Ltd., Class A<br>| 151400 | 110403 |
| \* | Beiqi Foton Motor Co. <br> Ltd., Class A<br>| 67300 | 28392 |
| \* | BeOne Medicines Ltd., <br> Class H<br>| 18000 | 432761 |
| \* | BeOne Medicines Ltd. <br> (BGNE US), ADR<br>| 1982 | 615371 |
|  | Bestore Co. Ltd., <br> Class A<br>| 14500 | 25262 |
| \* | Bestway Marine & <br> Energy Technology <br> Co. Ltd., Class A<br>| 13500 | 12810 |
|  | Bethel Automotive <br> Safety Systems Co. <br> Ltd., Class A<br>| 3860 | 27249 |
|  | Betta Pharmaceuticals <br> Co. Ltd., Class A<br>| 4300 | 34375 |
|  | Beyondsoft Corp., <br> Class A<br>| 19400 | 37200 |
| \* | BGI Genomics Co. <br> Ltd., Class A<br>| 3200 | 22104 |
|  | Biem.L.Fdlkk Garment <br> Co. Ltd., Class A<br>| 15376 | 34548 |
| \* | Bilibili, Inc., Class Z | 28600 | 863805 |
|  | Binhai Investment Co. <br> Ltd.<br>| 48774 | 6881 |
|  | Binjiang Service Group <br> Co. Ltd.<br>| 5000 | 15850 |
|  | Black Peony Group <br> Co. Ltd., Class A<br>| 20700 | 24889 |
| #Ω | Blue Moon Group <br> Holdings Ltd.<br>| 244500 | 93479 |
| \* | Blue Sail Medical Co. <br> Ltd., Class A<br>| 24900 | 19243 |
| \* | Bluefocus Intelligent <br> Communications <br> Group Co. Ltd., <br> Class A<br>| 37380 | 38610 |
|  | Bluestar Adisseo Co., <br> Class A<br>| 9500 | 12563 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| Ω | BOC Aviation Ltd. | 78100 | $684600 |
|  | BOC International <br> China Co. Ltd., <br> Class A<br>| 18500 | 36579 |
| \* | BOE HC SemiTek <br> Corp.<br>| 23000 | 25751 |
| # | BOE Varitronix Ltd. | 97000 | 62141 |
| \* | Bohai Leasing Co. <br> Ltd., Class A<br>| 149500 | 75108 |
| \* | Bomin Electronics Co. <br> Ltd., Class A<br>| 17400 | 29023 |
|  | Bosideng International <br> Holdings Ltd.<br>| 1644000 | 1005986 |
|  | Boyaa Interactive <br> International Ltd.<br>| 101000 | 69312 |
| # | Brilliance China <br> Automotive Holdings <br> Ltd.<br>| 716000 | 352296 |
|  | Bros Eastern Co. Ltd., <br> Class A<br>| 27900 | 20953 |
| \* | B-Soft Co. Ltd., <br> Class A<br>| 32770 | 21889 |
| \* | Business-intelligence <br> of Oriental Nations <br> Corp. Ltd., Class A<br>| 21800 | 32368 |
|  | BYD Co. Ltd., Class H | 192000 | 2480637 |
|  | BYD Electronic <br> International Co. <br> Ltd.<br>| 265500 | 1246423 |
|  | By-health Co. Ltd., <br> Class A<br>| 27500 | 48505 |
| \* | C C Land Holdings <br> Ltd.<br>| 321000 | 49151 |
|  | C&D International <br> Investment Group <br> Ltd.<br>| 260332 | 534710 |
|  | C&D Property <br> Management Group <br> Co. Ltd.<br>| 252000 | 93990 |
|  | Cabbeen Fashion Ltd. | 40000 | 7828 |
|  | Caitong Securities Co. <br> Ltd., Class A<br>| 53950 | 65231 |
| \* | Cambricon <br> Technologies Corp. <br> Ltd., Class A<br>| 279 | 53924 |
|  | Camel Group Co. Ltd., <br> Class A<br>| 14900 | 21368 |
|  | Cangzhou Mingzhu <br> Plastic Co. Ltd., <br> Class A<br>| 52600 | 34479 |
|  | Canmax Technologies <br> Co. Ltd., Class A<br>| 11570 | 49436 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Canny Elevator Co. <br> Ltd., Class A<br>| 12500 | $12897 |
|  | Castech, Inc., Class A | 10560 | 68774 |
|  | CECEP Solar Energy <br> Co. Ltd., Class A<br>| 83300 | 54565 |
|  | CECEP Wind-Power <br> Corp., Class A<br>| 260430 | 113133 |
|  | Central China Land <br> Media Co. Ltd., <br> Class A<br>| 16200 | 27535 |
| \* | CETC Chips <br> Technology, Inc., <br> Class A<br>| 12300 | 23114 |
|  | CETC Cyberspace <br> Security Technology <br> Co. Ltd., Class A<br>| 14300 | 36758 |
|  | CETC Digital <br> Technology Co. Ltd., <br> Class A<br>| 13230 | 50628 |
|  | CETC Potevio <br> Science&Technology <br> Co. Ltd., Class A<br>| 7300 | 25771 |
| \* | CGN Nuclear <br> Technology <br> Development Co. <br> Ltd., Class A<br>| 22300 | 25360 |
| Ω | CGN Power Co. Ltd., <br> Class H<br>| 1287000 | 509898 |
|  | Changchun Faway <br> Automobile <br> Components Co. <br> Ltd., Class A<br>| 11474 | 15193 |
|  | Changchun High-Tech <br> Industry Group Co. <br> Ltd., Class A<br>| 2200 | 34728 |
|  | Changchun UP <br> Optotech Co. Ltd., <br> Class A<br>| 5900 | 44084 |
|  | Changhong Meiling <br> Co. Ltd., Class A<br>| 16000 | 15636 |
|  | Changjiang Publishing <br> & Media Co. Ltd., <br> Class A<br>| 37400 | 46040 |
|  | Changzhou Qianhong <br> Biopharma Co. Ltd., <br> Class A<br>| 28400 | 37140 |
|  | Changzhou Xingyu <br> Automotive Lighting <br> Systems Co. Ltd., <br> Class A<br>| 2500 | 45591 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Chanjet Information <br> Technology Co. Ltd., <br> Class H<br>| 26100 | $30064 |
|  | Chaowei Power <br> Holdings Ltd.<br>| 107000 | 19980 |
|  | Chaozhou Three-Circle <br> Group Co. Ltd., <br> Class A<br>| 9500 | 66306 |
| Ω | Cheerwin Group Ltd. | 105500 | 30641 |
| \* | Chen Lin Education <br> Group Holdings Ltd.<br>| 66000 | 13613 |
|  | Cheng De Lolo Co. <br> Ltd., Class A<br>| 40100 | 52024 |
|  | Chengdu CORPRO <br> Technology Co. Ltd., <br> Class A<br>| 8000 | 25890 |
|  | Chengdu Fusen <br> Noble-House <br> Industrial Co. Ltd., <br> Class A<br>| 9200 | 14684 |
|  | Chengdu Guibao <br> Science & <br> Technology Co. Ltd., <br> Class A<br>| 9600 | 30238 |
|  | Chengdu Kanghong <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 15300 | 72793 |
|  | Chengdu Kanghua <br> Biological Products <br> Co. Ltd., Class A<br>| 1200 | 13009 |
|  | Chengdu Leejun <br> Industrial Co. Ltd., <br> Class A<br>| 9780 | 15373 |
|  | Chengdu Wintrue <br> Holding Co. Ltd., <br> Class A<br>| 12600 | 18489 |
|  | Chengdu Xingrong <br> Environment Co. <br> Ltd., Class A<br>| 27000 | 26799 |
|  | Chenguang Biotech <br> Group Co. Ltd., <br> Class A<br>| 10000 | 18795 |
| \* | Chengxin Lithium <br> Group Co. Ltd., <br> Class A<br>| 3500 | 12544 |
|  | Chengzhi Co. Ltd., <br> Class A<br>| 35500 | 38216 |
|  | Chervon Holdings Ltd. | 13500 | 35030 |
|  | Chifeng Jilong Gold <br> Mining Co. Ltd., <br> Class A<br>| 9400 | 39196 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | China Agriculture <br> Development Seed <br> Group Co. Ltd., <br> Class A<br>| 23500 | $21226 |
|  | China Aircraft Leasing <br> Group Holdings Ltd.<br>| 122587 | 70291 |
|  | China Automotive <br> Engineering <br> Research Institute <br> Co. Ltd., Class A<br>| 15600 | 38414 |
|  | China Baoan Group <br> Co. Ltd., Class A<br>| 12700 | 20456 |
|  | China Bester Group <br> Telecom Co. Ltd., <br> Class A<br>| 6370 | 21036 |
| \*Ω | China Bohai Bank Co. <br> Ltd., Class H<br>| 531500 | 69730 |
|  | China CAMC <br> Engineering Co. <br> Ltd., Class A<br>| 19900 | 23815 |
|  | China CITIC Bank <br> Corp. Ltd., Class H<br>| 1486000 | 1417801 |
|  | China Communications <br> Services Corp. Ltd., <br> Class H<br>| 760000 | 455478 |
| \* | China Conch <br> Environment <br> Protection Holdings <br> Ltd.<br>| 330500 | 24595 |
|  | China Conch Venture <br> Holdings Ltd.<br>| 293500 | 366974 |
|  | China Construction <br> Bank Corp., <br> Class H<br>| 6051000 | 5990737 |
|  | China CSSC Holdings <br> Ltd., Class A<br>| 12700 | 64151 |
|  | China CYTS Tours <br> Holding Co. Ltd., <br> Class A<br>| 14200 | 19362 |
|  | China Datang Corp. <br> Renewable Power <br> Co. Ltd., Class H<br>| 690000 | 211308 |
|  | China Design Group <br> Co. Ltd., Class A<br>| 16900 | 18556 |
| Ω | China Development <br> Bank Financial <br> Leasing Co. Ltd., <br> Class H<br>| 834000 | 183308 |
|  | China Dongxiang <br> Group Co. Ltd.<br>| 557000 | 35877 |
| Ω | China East Education <br> Holdings Ltd.<br>| 82000 | 68941 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | China Electronics <br> Huada Technology <br> Co. Ltd.<br>| 214000 | $40706 |
| \* | China Electronics <br> Optics Valley Union <br> Holding Co. Ltd.<br>| 776000 | 24125 |
|  | China Energy <br> Engineering Corp. <br> Ltd. (3996 HK), <br> Class H<br>| 828000 | 123520 |
|  | China Everbright Bank <br> Co. Ltd., Class H<br>| 693000 | 284301 |
|  | China Everbright Ltd. | 356000 | 462265 |
| \* | China Express Airlines <br> Co. Ltd., Class A<br>| 16900 | 25360 |
|  | China Film Group Co. <br> Ltd., Class A<br>| 28300 | 57922 |
| \* | China First Heavy <br> Industries Co. Ltd., <br> Class A<br>| 89100 | 40328 |
|  | China Foods Ltd. | 188000 | 100354 |
|  | China Galaxy <br> Securities Co. Ltd., <br> Class H<br>| 924000 | 1329269 |
|  | China Gas Holdings <br> Ltd.<br>| 636098 | 654256 |
| # | China Gold <br> International <br> Resources Corp. <br> Ltd. (2099 HK)<br>| 58900 | 991460 |
|  | China Great Wall <br> Securities Co. Ltd., <br> Class A<br>| 30800 | 47888 |
| \* | China Greatwall <br> Technology Group <br> Co. Ltd., Class A<br>| 10900 | 25937 |
|  | China Green Electricity <br> Investment of Tianjin <br> Co. Ltd., Class A<br>| 35400 | 43333 |
|  | China Haisum <br> Engineering Co. <br> Ltd., Class A<br>| 13300 | 19693 |
| \* | China Harmony Auto <br> Holding Ltd.<br>| 245500 | 39539 |
| \* | China High Speed <br> Railway Technology <br> Co. Ltd., Class A<br>| 45900 | 18569 |
| #\* | China High Speed <br> Transmission <br> Equipment Group <br> Co. Ltd.<br>| 57000 | 13055 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| Ω | China International <br> Capital Corp. Ltd., <br> Class H<br>| 337200 | $917368 |
| # | China International <br> Marine Containers <br> Group Co. Ltd., <br> Class H<br>| 215490 | 196967 |
|  | China Isotope & <br> Radiation Corp., <br> Class H<br>| 15600 | 38502 |
| # | China Jinmao Holdings <br> Group Ltd.<br>| 1248888 | 215825 |
|  | China Jushi Co. Ltd., <br> Class A<br>| 54771 | 126183 |
|  | China Leadshine <br> Technology Co. Ltd., <br> Class A<br>| 8500 | 52828 |
|  | China Lesso Group <br> Holdings Ltd.<br>| 163000 | 93276 |
|  | China Lilang Ltd. | 145000 | 62845 |
| \*Ω | China Literature Ltd. | 31400 | 169158 |
|  | China Medical System <br> Holdings Ltd.<br>| 479000 | 826088 |
|  | China Meheco Group <br> Co. Ltd., Class A<br>| 41620 | 65946 |
|  | China Meidong Auto <br> Holdings Ltd.<br>| 122000 | 27753 |
|  | China Merchants Bank <br> Co. Ltd., Class H<br>| 382500 | 2397714 |
|  | China Merchants <br> Expressway Network <br> & Technology <br> Holdings Co. Ltd., <br> Class A<br>| 30800 | 44429 |
| \* | China Merchants Land <br> Ltd.<br>| 606000 | 22216 |
|  | China Merchants Port <br> Holdings Co. Ltd.<br>| 284846 | 551678 |
|  | China Merchants <br> Property Operation <br> & Service Co. Ltd., <br> Class A<br>| 25547 | 41161 |
| Ω | China Merchants <br> Securities Co. Ltd., <br> Class H<br>| 66540 | 133595 |
|  | China Merchants <br> Shekou Industrial <br> Zone Holdings Co. <br> Ltd., Class A<br>| 52700 | 69994 |
| # | China Minsheng <br> Banking Corp. Ltd., <br> Class H<br>| 864000 | 442639 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | China National Accord <br> Medicines Corp. <br> Ltd., Class A<br>| 15990 | $57138 |
|  | China National <br> Chemical <br> Engineering Co. <br> Ltd., Class A<br>| 61400 | 66725 |
|  | China National Gold <br> Group Gold <br> Jewellery Co. Ltd., <br> Class A<br>| 19900 | 23095 |
|  | China National <br> Medicines Corp. <br> Ltd., Class A<br>| 12300 | 51515 |
|  | China National Nuclear <br> Power Co. Ltd., <br> Class A<br>| 299600 | 378182 |
| \*Ω | China New Higher <br> Education Group <br> Ltd.<br>| 186618 | 29540 |
|  | China Nonferrous <br> Metal Industry's <br> Foreign Engineering <br> & Construction Co. <br> Ltd., Class A<br>| 31400 | 29454 |
| # | China Nonferrous <br> Mining Corp. Ltd.<br>| 528000 | 973867 |
|  | China Northern Rare <br> Earth Group <br> High-Tech Co. Ltd., <br> Class A<br>| 16449 | 117468 |
|  | China Oilfield Services <br> Ltd., Class H<br>| 638000 | 622848 |
|  | China Overseas Grand <br> Oceans Group Ltd.<br>| 628638 | 175641 |
|  | China Overseas Land <br> & Investment Ltd.<br>| 594500 | 997686 |
|  | China Pacific <br> Insurance Group Co. <br> Ltd., Class H<br>| 671000 | 2720268 |
|  | China Petroleum <br> Engineering Corp., <br> Class A<br>| 48700 | 24386 |
|  | China Publishing & <br> Media Co. Ltd., <br> Class A<br>| 22400 | 21572 |
|  | China Railway Group <br> Ltd., Class H<br>| 707000 | 358646 |
|  | China Railway Hi-tech <br> Industry Co. Ltd., <br> Class A<br>| 27400 | 32382 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | China Railway <br> Materials Co. Ltd., <br> Class A<br>| 108000 | $40675 |
| #Ω | China Railway Signal <br> & Communication <br> Corp. Ltd., Class H<br>| 464000 | 203590 |
|  | China Railway Tielong <br> Container Logistics <br> Co. Ltd., Class A<br>| 28100 | 25522 |
| \* | China Rare Earth <br> Holdings Ltd.<br>| 436000 | 39277 |
| \* | China Rare Earth <br> Resources & <br> Technology Co. Ltd., <br> Class A<br>| 3100 | 22969 |
|  | China Reinsurance <br> Group Corp., <br> Class H<br>| 1874000 | 380584 |
|  | China Resources Beer <br> Holdings Co. Ltd.<br>| 307000 | 1050102 |
|  | China Resources Boya <br> Bio-pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 4200 | 14911 |
|  | China Resources <br> Double Crane <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 17100 | 46283 |
|  | China Resources Gas <br> Group Ltd.<br>| 422300 | 1161250 |
|  | China Resources Land <br> Ltd.<br>| 540500 | 1952792 |
| # | China Resources <br> Medical Holdings <br> Co. Ltd.<br>| 162500 | 70606 |
| Ω | China Resources Mixc <br> Lifestyle Services <br> Ltd.<br>| 230400 | 1205480 |
| #Ω | China Resources <br> Pharmaceutical <br> Group Ltd.<br>| 606000 | 388352 |
|  | China Resources <br> Sanjiu Medical & <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 10985 | 44530 |
| \* | China Ruyi Holdings <br> Ltd.<br>| 1924000 | 685824 |
|  | China Science <br> Publishing & Media <br> Ltd., Class A<br>| 7400 | 20306 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | China Shineway <br> Pharmaceutical <br> Group Ltd.<br>| 70000 | $75612 |
| \* | China Silver Group <br> Ltd.<br>| 494000 | 39925 |
|  | China South Publishing <br> & Media Group Co. <br> Ltd., Class A<br>| 33100 | 56304 |
|  | China Southern Power <br> Grid Energy <br> Efficiency&Clean <br> Energy Co. Ltd. <br> (003035 C2), <br> Class A<br>| 40400 | 27987 |
|  | China Southern Power <br> Grid Technology Co. <br> Ltd., Class A<br>| 4497 | 33515 |
|  | China State <br> Construction <br> Engineering Corp. <br> Ltd., Class A<br>| 366183 | 279522 |
|  | China State <br> Construction <br> International <br> Holdings Ltd.<br>| 580000 | 659785 |
| # | China Suntien Green <br> Energy Corp. Ltd., <br> Class H<br>| 693000 | 387483 |
|  | China Taiping <br> Insurance Holdings <br> Co. Ltd.<br>| 468200 | 1064998 |
|  | China Testing & <br> Certification <br> International Group <br> Co. Ltd., Class A<br>| 12381 | 11367 |
|  | China Tianying, Inc., <br> Class A<br>| 55800 | 46032 |
| #Ω | China Tourism Group <br> Duty Free Corp. Ltd. <br> (1880 HK), Class H<br>| 23600 | 202802 |
|  | China Tourism Group <br> Duty Free Corp. Ltd. <br> (601888 C1), <br> Class A<br>| 5241 | 56064 |
| \* | China TransInfo <br> Technology Co. Ltd., <br> Class A<br>| 23000 | 35973 |
| #\* | China Travel <br> International <br> Investment Hong <br> Kong Ltd.<br>| 264000 | 58384 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | China Tungsten & <br> Hightech Materials <br> Co. Ltd., Class A<br>| 11730 | $38626 |
| \* | China Union Holdings <br> Ltd., Class A<br>| 17000 | 9790 |
| \* | China Vanke Co. Ltd., <br> Class H<br>| 342404 | 193986 |
|  | China Vered Financial <br> Holding Corp. Ltd.<br>| 158500 | 22583 |
|  | China Wafer <br> Level CSP Co. Ltd., <br> Class A<br>| 8900 | 36763 |
|  | China Water Affairs <br> Group Ltd.<br>| 204000 | 164569 |
|  | China World Trade <br> Center Co. Ltd., <br> Class A<br>| 4000 | 11339 |
|  | China Yangtze Power <br> Co. Ltd., Class A<br>| 213697 | 844254 |
|  | China Yongda <br> Automobiles <br> Services Holdings <br> Ltd.<br>| 372000 | 81683 |
|  | China Zhenhua Group <br> Science & <br> Technology Co. Ltd., <br> Class A<br>| 5000 | 35441 |
|  | China Zheshang Bank <br> Co. Ltd., Class H<br>| 568800 | 185295 |
| # | Chinasoft International <br> Ltd.<br>| 804000 | 601872 |
|  | Chinese Universe <br> Publishing & Media <br> Group Co. Ltd., <br> Class A<br>| 17300 | 25242 |
|  | Chongqing Brewery <br> Co. Ltd., Class A<br>| 6466 | 48813 |
|  | Chongqing Changan <br> Automobile Co. Ltd., <br> Class A<br>| 61500 | 107128 |
|  | Chongqing Chuanyi <br> Automation Co. Ltd., <br> Class A<br>| 15510 | 50888 |
|  | Chongqing Department <br> Store Co. Ltd., <br> Class A<br>| 5700 | 21904 |
|  | Chongqing Fuling <br> Electric Power <br> Industrial Co. Ltd., <br> Class A<br>| 63665 | 88516 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Chongqing Fuling <br> Zhacai Group Co. <br> Ltd., Class A<br>| 18850 | $34773 |
|  | Chongqing Gas Group <br> Corp. Ltd., Class A<br>| 21600 | 17797 |
|  | Chongqing Machinery <br> & Electric Co. Ltd., <br> Class H<br>| 328000 | 78028 |
|  | Chongqing Rural <br> Commercial Bank <br> Co. Ltd., Class H<br>| 720000 | 592122 |
|  | Chongqing Zhifei <br> Biological Products <br> Co. Ltd., Class A<br>| 9450 | 27344 |
|  | Chongqing Zongshen <br> Power Machinery <br> Co. Ltd., Class A<br>| 8500 | 28474 |
|  | Chow Tai Fook <br> Jewellery Group <br> Ltd.<br>| 218400 | 427457 |
|  | Chow Tai Seng <br> Jewellery Co. Ltd., <br> Class A<br>| 41950 | 81608 |
|  | CIG Shanghai Co. Ltd., <br> Class A<br>| 4700 | 67758 |
|  | CIMC Enric Holdings <br> Ltd.<br>| 154000 | 148738 |
|  | Cisen Pharmaceutical <br> Co. Ltd., Class A<br>| 10900 | 32486 |
|  | CITIC Heavy Industries <br> Co. Ltd., Class A<br>| 36000 | 38025 |
|  | CITIC Securities Co. <br> Ltd., Class H<br>| 175850 | 669476 |
| \* | ClouDr Group Ltd. | 51500 | 7940 |
| #\* | CMGE Technology <br> Group Ltd.<br>| 562000 | 28579 |
|  | CMOC Group Ltd., <br> Class H<br>| 1473000 | 3188982 |
|  | CMST Development <br> Co. Ltd., Class A<br>| 59100 | 49428 |
|  | CNGR Advanced <br> Material Co. Ltd., <br> Class A<br>| 10500 | 67945 |
|  | CNOOC Energy <br> Technology & <br> Services Ltd., <br> Class A<br>| 155200 | 85127 |
|  | CNSIG Inner Mongolia <br> Chemical Industry <br> Co. Ltd., Class A<br>| 34840 | 38848 |
| \* | COFCO Biotechnology <br> Co. Ltd., Class A<br>| 39000 | 32522 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | COL Group Co. Ltd., <br> Class A<br>| 6900 | $27530 |
|  | Comba Telecom <br> Systems Holdings <br> Ltd.<br>| 530000 | 199986 |
|  | Concord New Energy <br> Group Ltd.<br>| 2630000 | 130340 |
|  | Consun <br> Pharmaceutical <br> Group Ltd.<br>| 99000 | 191499 |
|  | Contemporary <br> Amperex Technology <br> Co. Ltd., Class A<br>| 35160 | 1922375 |
|  | COSCO SHIPPING <br> Development Co. <br> Ltd., Class H<br>| 558000 | 83239 |
|  | COSCO SHIPPING <br> International Hong <br> Kong Co. Ltd.<br>| 214000 | 165011 |
|  | COSCO SHIPPING <br> Ports Ltd.<br>| 243839 | 179761 |
|  | COSCO SHIPPING <br> Technology Co. Ltd., <br> Class A<br>| 8600 | 21233 |
|  | CQ Pharmaceutical <br> Holding Co. Ltd., <br> Class A<br>| 59800 | 45142 |
|  | CRRC Corp. Ltd., <br> Class H<br>| 583000 | 442390 |
| Ω | CSC Financial Co. <br> Ltd., Class H<br>| 97000 | 164538 |
|  | CSG Holding Co. Ltd., <br> Class A<br>| 66910 | 44743 |
|  | CSPC Pharmaceutical <br> Group Ltd.<br>| 1186000 | 1168201 |
|  | CSSC Hong Kong <br> Shipping Co. Ltd.<br>| 542000 | 144957 |
|  | CSSC Science & <br> Technology Co. Ltd., <br> Class A<br>| 18300 | 30811 |
|  | CTS International <br> Logistics Corp. Ltd., <br> Class A<br>| 33000 | 28632 |
| \* | Cybrid Technologies, <br> Inc., Class A<br>| 13100 | 21502 |
| \* | Daan Gene Co. Ltd., <br> Class A<br>| 29780 | 27265 |
|  | Dajin Heavy Industry <br> Co. Ltd., Class A<br>| 7000 | 49505 |
|  | Dalian Huarui Heavy <br> Industry Group Co. <br> Ltd., Class A<br>| 31700 | 28697 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Damai Entertainment <br> Holdings Ltd.<br>| 5130000 | $606793 |
|  | Daqin Railway Co. <br> Ltd., Class A<br>| 60100 | 48409 |
|  | Dashang Co. Ltd., <br> Class A<br>| 8954 | 22152 |
|  | DaShenLin <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 22316 | 57343 |
| \* | Datang Telecom <br> Technology Co. Ltd., <br> Class A<br>| 14800 | 17095 |
|  | DeHua TB New <br> Decoration Materials <br> Co. Ltd., Class A<br>| 28100 | 49861 |
|  | Deppon Logistics Co. <br> Ltd., Class A<br>| 7400 | 15523 |
| \* | Dezhan Healthcare Co. <br> Ltd., Class A<br>| 57500 | 35395 |
|  | DHC Software Co. <br> Ltd., Class A<br>| 17600 | 25571 |
|  | Dian Diagnostics <br> Group Co. Ltd., <br> Class A<br>| 26300 | 60090 |
|  | Digital China Group <br> Co. Ltd., Class A<br>| 6348 | 38430 |
|  | Digital China Holdings <br> Ltd.<br>| 209000 | 80645 |
| \* | Digital China <br> Information Service <br> Group Co. Ltd., <br> Class A<br>| 17500 | 46714 |
|  | Do-Fluoride New <br> Materials Co. Ltd., <br> Class A<br>| 18400 | 73459 |
|  | Dong-E-E-Jiao Co. <br> Ltd., Class A<br>| 3700 | 24689 |
|  | Dongfang Electric <br> Corp. Ltd., Class H<br>| 67200 | 163967 |
|  | Dongfang Electronics <br> Co. Ltd., Class A<br>| 28400 | 47521 |
|  | DongFeng Automobile <br> Co. Ltd., Class A<br>| 26300 | 28603 |
| \* | Dongfeng Motor Group <br> Co. Ltd., Class H<br>| 384000 | 464533 |
|  | Dongguan Aohai <br> Technology Co. Ltd., <br> Class A<br>| 2910 | 19284 |
|  | Dongguan <br> Development <br> Holdings Co. Ltd., <br> Class A<br>| 19700 | 32642 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Dongguan Rural <br> Commercial Bank <br> Co. Ltd., Class H<br>| 24000 | $10460 |
|  | Dongguan Yutong <br> Optical Technology <br> Co. Ltd., Class A<br>| 8379 | 36289 |
|  | Dongxing Securities <br> Co. Ltd., Class A<br>| 33835 | 60256 |
| # | DouYu International <br> Holdings Ltd., ADR<br>| 4502 | 30928 |
|  | Dynagreen <br> Environmental <br> Protection Group <br> Co. Ltd., Class H<br>| 129000 | 90523 |
|  | Eaglerise Electric & <br> Electronic China Co. <br> Ltd., Class A<br>| 8100 | 29144 |
|  | East Money <br> Information Co. Ltd., <br> Class A<br>| 63255 | 226918 |
|  | Eastern <br> Communications Co. <br> Ltd., Class A<br>| 14800 | 27231 |
| \* | Easyhome New Retail <br> Group Co. Ltd., <br> Class A<br>| 42600 | 17303 |
|  | Ecovacs Robotics Co. <br> Ltd., Class A<br>| 4800 | 60353 |
|  | Edan Instruments, Inc., <br> Class A<br>| 12500 | 24349 |
|  | Edifier Technology Co. <br> Ltd., Class A<br>| 15400 | 27752 |
|  | EEKA Fashion <br> Holdings Ltd.<br>| 64000 | 64586 |
|  | Electric Connector <br> Technology Co. Ltd., <br> Class A<br>| 4500 | 31841 |
| \*†† | Elion Energy Co. Ltd., <br> Class A<br>| 87620 | 862 |
|  | ENN Energy Holdings <br> Ltd.<br>| 275400 | 2399634 |
|  | Eoptolink Technology, <br> Inc. Ltd., Class A<br>| 9339 | 448712 |
|  | Era Co. Ltd., Class A | 28400 | 17010 |
|  | Espressif Systems <br> Shanghai Co. Ltd., <br> Class A<br>| 2303 | 54109 |
|  | Essex Bio-technology <br> Ltd.<br>| 88000 | 48777 |
| \* | Estun Automation Co. <br> Ltd., Class A<br>| 7800 | 27603 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Eternal Asia Supply <br> Chain Management <br> Ltd., Class A<br>| 97000 | $69399 |
|  | EVA Precision <br> Industrial Holdings <br> Ltd.<br>| 320000 | 49025 |
|  | Eve Energy Co. Ltd., <br> Class A<br>| 7300 | 85376 |
|  | Ever Sunshine <br> Services Group Ltd.<br>| 306000 | 68758 |
| Ω | Everbright Securities <br> Co. Ltd., Class H<br>| 64400 | 80869 |
|  | Excellence Commercial <br> Property & Facilities <br> Management Group <br> Ltd.<br>| 51000 | 6767 |
|  | Explosive Co. Ltd., <br> Class A<br>| 14500 | 28184 |
|  | Eyebright Medical <br> Technology Beijing <br> Co. Ltd., Class A<br>| 1992 | 18162 |
|  | Fangda Carbon New <br> Material Co. Ltd., <br> Class A<br>| 44220 | 38290 |
|  | Fangda Special Steel <br> Technology Co. Ltd., <br> Class A<br>| 79310 | 66018 |
| \* | Far East Smarter <br> Energy Co. Ltd., <br> Class A<br>| 45000 | 49317 |
| \* | Farasis Energy Gan <br> Zhou Co. Ltd., <br> Class A<br>| 11645 | 29188 |
|  | FAW Jiefang Group <br> Co. Ltd., Class A<br>| 30600 | 30896 |
|  | FAWER Automotive <br> Parts Co. Ltd., <br> Class A<br>| 49400 | 39013 |
|  | Ferrotec Anhui <br> Technology <br> Development Co. <br> Ltd., Class A<br>| 2600 | 14266 |
|  | Fibocom Wireless, Inc., <br> Class A<br>| 11040 | 42364 |
| \* | FIH Mobile Ltd. | 98600 | 235352 |
| \* | Financial Street <br> Holdings Co. Ltd., <br> Class A<br>| 51600 | 21911 |
| # | FinVolution Group, <br> ADR<br>| 52068 | 318135 |
|  | First Capital Securities <br> Co. Ltd., Class A<br>| 15200 | 16543 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | First Tractor Co. Ltd., <br> Class H<br>| 88000 | $88538 |
|  | Focus Lightings Tech <br> Co. Ltd., Class A<br>| 24940 | 31620 |
|  | Focus Media <br> Information <br> Technology Co. Ltd., <br> Class A<br>| 195000 | 212245 |
|  | Foryou Corp., Class A | 10500 | 46752 |
|  | Foshan Haitian <br> Flavouring & Food <br> Co. Ltd., Class A<br>| 24277 | 130111 |
|  | Foshan Nationstar <br> Optoelectronics Co. <br> Ltd., Class A<br>| 10500 | 12891 |
| \* | Founder Holdings Ltd. | 332000 | 33762 |
|  | Founder Securities Co. <br> Ltd., Class A<br>| 49800 | 57628 |
|  | Foxconn Industrial <br> Internet Co. Ltd., <br> Class A<br>| 109100 | 1100229 |
| # | Fu Shou Yuan <br> International Group <br> Ltd.<br>| 359000 | 135807 |
|  | Fujian Apex Software <br> Co. Ltd., Class A<br>| 1900 | 10585 |
|  | Fujian Boss Software <br> Development Co. <br> Ltd., Class A<br>| 14940 | 28618 |
|  | Fujian Fuxin Software <br> Development JSC <br> Ltd., Class A<br>| 2807 | 42388 |
| \* | Fujian Kuncai Material <br> Technology Co. Ltd., <br> Class A<br>| 6400 | 16601 |
|  | Fujian Longking Co. <br> Ltd., Class A<br>| 16500 | 39107 |
|  | Fujian Star-net <br> Communication Co. <br> Ltd., Class A<br>| 10900 | 41018 |
|  | Fujian Tianma Science <br> & Technology Group <br> Co. Ltd., Class A<br>| 12000 | 24025 |
|  | Gan & Lee <br> Pharmaceuticals Co. <br> Ltd., Class A<br>| 2700 | 25768 |
| #Ω | Ganfeng Lithium Group <br> Co. Ltd., Class H<br>| 76160 | 502934 |
|  | Gansu Shangfeng <br> Cement Co. Ltd., <br> Class A<br>| 30240 | 47999 |
|  | Gaona Aero Material <br> Co. Ltd., Class A<br>| 6240 | 14534 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | G-bits Network <br> Technology Xiamen <br> Co. Ltd., Class A<br>| 1600 | $106340 |
|  | GCL Energy <br> Technology Co. Ltd., <br> Class A<br>| 44100 | 66352 |
| \* | GCL New Energy <br> Holdings Ltd.<br>| 206000 | 19864 |
| \* | GCL System <br> Integration <br> Technology Co. Ltd., <br> Class A<br>| 67200 | 23506 |
|  | Geely Automobile <br> Holdings Ltd.<br>| 1291000 | 3062652 |
|  | GEM Co. Ltd., Class A | 42600 | 50986 |
| \* | Gemdale Corp., <br> Class A<br>| 40500 | 22269 |
| #\* | Gemdale Properties & <br> Investment Corp. <br> Ltd.<br>| 1966000 | 44343 |
| \* | Genimous Technology <br> Co. Ltd., Class A<br>| 18400 | 23583 |
|  | Geovis Technology Co. <br> Ltd., Class A<br>| 6493 | 37233 |
|  | Getein Biotech, Inc., <br> Class A<br>| 9212 | 10779 |
|  | GF Securities Co. Ltd., <br> Class H<br>| 260600 | 629144 |
| #Ω | Giant Biogene Holding <br> Co. Ltd.<br>| 79400 | 380507 |
|  | Giant Network Group <br> Co. Ltd., Class A<br>| 11100 | 54755 |
|  | Giantec Semiconductor <br> Corp., Class A<br>| 2336 | 54473 |
|  | GigaDevice <br> Semiconductor, Inc., <br> Class A<br>| 2260 | 69909 |
|  | Ginlong Technologies <br> Co. Ltd., Class A<br>| 5350 | 60467 |
|  | Glarun Technology Co. <br> Ltd., Class A<br>| 8900 | 35728 |
| #\* | Global New Material <br> International <br> Holdings Ltd.<br>| 45000 | 28893 |
|  | GoerTek, Inc., Class A | 20300 | 93615 |
|  | Goke Microelectronics <br> Co. Ltd., Class A<br>| 3000 | 37652 |
|  | Goldcard Smart Group <br> Co. Ltd., Class A<br>| 5100 | 10438 |
|  | Goldenmax <br> International Group <br> Ltd., Class A<br>| 9700 | 22481 |
|  | Goldpac Group Ltd. | 147000 | 18894 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Goldwind Science & <br> Technology Co. Ltd., <br> Class H<br>| 200156 | $339736 |
|  | Goneo Group Co. Ltd., <br> Class A<br>| 3248 | 19943 |
|  | Goodbaby International <br> Holdings Ltd.<br>| 121000 | 18489 |
| \* | GoodWe Technologies <br> Co. Ltd. (688390 <br> C1), Class A<br>| 4380 | 37463 |
| \* | Gosuncn Technology <br> Group Co. Ltd., <br> Class A<br>| 24600 | 20059 |
|  | Gotion High-tech Co. <br> Ltd., Class A<br>| 10400 | 66586 |
| \* | Grandjoy Holdings <br> Group Co. Ltd., <br> Class A<br>| 70700 | 29549 |
|  | Great Wall Motor Co. <br> Ltd., Class H<br>| 196000 | 379095 |
|  | Gree Electric <br> Appliances, Inc. of <br> Zhuhai, Class A<br>| 27017 | 151070 |
| # | Greentown China <br> Holdings Ltd.<br>| 452500 | 484309 |
|  | Greentown Service <br> Group Co. Ltd.<br>| 514000 | 295280 |
|  | GRG Banking <br> Equipment Co. Ltd., <br> Class A<br>| 19300 | 34861 |
|  | GRG Metrology & Test <br> Group Co. Ltd., <br> Class A<br>| 3900 | 11483 |
|  | Grinm Advanced <br> Materials Co. Ltd., <br> Class A<br>| 7200 | 22978 |
|  | Guangdong Advertising <br> Group Co. Ltd., <br> Class A<br>| 52400 | 62643 |
|  | Guangdong Aofei Data <br> Technology Co. Ltd., <br> Class A<br>| 16063 | 45796 |
|  | Guangdong <br> Construction <br> Engineering Group <br> Co. Ltd., Class A<br>| 91300 | 49155 |
| \* | Guangdong Create <br> Century Intelligent <br> Equipment Group <br> Corp. Ltd., Class A<br>| 24100 | 33877 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Guangdong DFP New <br> Material Group Co. <br> Ltd.<br>| 48400 | $33149 |
|  | Guangdong Dongfang <br> Precision Science & <br> Technology Co. Ltd., <br> Class A<br>| 15300 | 40891 |
|  | Guangdong Dongpeng <br> Holdings Co. Ltd., <br> Class A<br>| 14700 | 14669 |
|  | Guangdong Dowstone <br> Technology Co. Ltd., <br> Class A<br>| 16800 | 58227 |
|  | Guangdong Goworld <br> Co. Ltd., Class A<br>| 15000 | 27384 |
|  | Guangdong Guanhao <br> High-Tech Co. Ltd., <br> Class A<br>| 9800 | 4476 |
|  | Guangdong Hongtu <br> Technology Holdings <br> Co. Ltd., Class A<br>| 15700 | 28472 |
| \* | Guangdong Jia Yuan <br> Technology Shares <br> Co. Ltd., Class A<br>| 11136 | 66531 |
|  | Guangdong Kinlong <br> Hardware Products <br> Co. Ltd., Class A<br>| 6100 | 19455 |
| \* | Guangdong Land <br> Holdings Ltd.<br>| 74112 | 2536 |
|  | Guangdong Lingxiao <br> Pump Industry Co. <br> Ltd., Class A<br>| 7600 | 18605 |
|  | Guangdong Provincial <br> Expressway <br> Development Co. <br> Ltd., Class A<br>| 48600 | 79325 |
| \* | Guangdong Shenglu <br> Telecommunication <br> Tech Co. Ltd., <br> Class A<br>| 23300 | 28205 |
|  | Guangdong South New <br> Media Co. Ltd., <br> Class A<br>| 6900 | 46888 |
| \* | Guangdong TCL Smart <br> Home Appliances <br> Co. Ltd.<br>| 22200 | 33997 |
|  | Guangdong Vanward <br> New Electric Co. <br> Ltd., Class A<br>| 17500 | 28423 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Guangdong Xinbao <br> Electrical Appliances <br> Holdings Co. Ltd., <br> Class A<br>| 18700 | $39762 |
| \* | Guangdong Yowant <br> Technology Group <br> Co. Ltd., Class A<br>| 42300 | 39286 |
|  | Guangdong <br> Zhongsheng <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 14700 | 39949 |
|  | Guangshen Railway <br> Co. Ltd., Class H<br>| 236000 | 69261 |
| \* | Guangxi Huaxi <br> Nonferrous Metal <br> Co. Ltd., Class A<br>| 18600 | 83997 |
|  | Guangxi Liugong <br> Machinery Co. Ltd., <br> Class A<br>| 40000 | 65463 |
|  | Guangxi LiuYao Group <br> Co. Ltd., Class A<br>| 9500 | 24902 |
| \* | Guangxi Wuzhou <br> Zhongheng Group <br> Co. Ltd., Class A<br>| 112900 | 44324 |
| \* | GuangYuYuan Chinese <br> Herbal Medicine Co. <br> Ltd., Class A<br>| 8900 | 23955 |
|  | Guangzhou Automobile <br> Group Co. Ltd., <br> Class H<br>| 300800 | 126124 |
|  | Guangzhou Baiyun <br> International Airport <br> Co. Ltd., Class A<br>| 13800 | 18966 |
|  | Guangzhou <br> Baiyunshan <br> Pharmaceutical <br> Holdings Co. Ltd., <br> Class H<br>| 68000 | 163928 |
| \* | Guangzhou Great <br> Power Energy & <br> Technology Co. Ltd., <br> Class A<br>| 5700 | 40057 |
|  | Guangzhou Haige <br> Communications <br> Group, Inc. Co., <br> Class A<br>| 23500 | 38664 |
|  | Guangzhou Haoyang <br> Electronic Co. Ltd., <br> Class A<br>| 1350 | 8223 |
|  | Guangzhou KDT <br> Machinery Group <br> Co. Ltd., Class A<br>| 8400 | 19352 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Guangzhou Kingmed <br> Diagnostics Group <br> Co. Ltd., Class A<br>| 9500 | $39859 |
|  | Guangzhou Restaurant <br> Group Co. Ltd., <br> Class A<br>| 12136 | 29030 |
|  | Guangzhou Shiyuan <br> Electronic <br> Technology Co. Ltd., <br> Class A<br>| 8500 | 49874 |
|  | Guangzhou Sie <br> Consulting Co. Ltd., <br> Class A<br>| 6200 | 21911 |
|  | Guangzhou Tinci <br> Materials Technology <br> Co. Ltd., Class A<br>| 11780 | 66026 |
|  | Guangzhou Wondfo <br> Biotech Co. Ltd., <br> Class A<br>| 11115 | 34464 |
|  | Guangzhou Yuexiu <br> Capital Holdings <br> Group Co. Ltd., <br> Class A<br>| 45642 | 51931 |
|  | Guangzhou Zhujiang <br> Brewery Co. Ltd., <br> Class A<br>| 10900 | 14372 |
|  | Guilin Layn Natural <br> Ingredients Corp., <br> Class A<br>| 20000 | 22754 |
|  | Guilin Sanjin <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 8900 | 18699 |
|  | Guizhou Sanli <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 11300 | 19198 |
|  | Guizhou Tyre Co. Ltd., <br> Class A<br>| 35000 | 24547 |
|  | Guizhou Xinbang <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 62500 | 33525 |
| \* | Guizhou Zhenhua <br> E-chem, Inc., <br> Class A<br>| 4330 | 9030 |
| \* | Guocheng Mining Co. <br> Ltd., Class A<br>| 12400 | 31629 |
| \* | Guoguang Electric Co. <br> Ltd., Class A<br>| 13500 | 30108 |
|  | Guomai Technologies, <br> Inc., Class A<br>| 11900 | 18857 |
|  | Guosen Securities Co. <br> Ltd., Class A<br>| 27640 | 54575 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| Ω | Guotai Haitong <br> Securities Co. Ltd., <br> Class H<br>| 315560 | $604654 |
|  | Guoyuan Securities <br> Co. Ltd., Class A<br>| 20000 | 24639 |
|  | Gushengtang Holdings <br> Ltd.<br>| 23900 | 88036 |
|  | H World Group Ltd. <br> (1179 HK)<br>| 263700 | 1022533 |
| Ω | Haidilao International <br> Holding Ltd.<br>| 208000 | 342765 |
|  | Haier Smart Home Co. <br> Ltd. (600690 C1), <br> Class A<br>| 36800 | 138769 |
|  | Haier Smart Home Co. <br> Ltd. (6690 HK), <br> Class H<br>| 495199 | 1610330 |
| \* | Hainan Drinda New <br> Energy Technology <br> Co. Ltd., Class A<br>| 1700 | 10114 |
| \* | Hainan Haide Capital <br> Management Co. <br> Ltd., Class A<br>| 41491 | 43776 |
|  | Hainan Jinpan Smart <br> Technology Co. Ltd., <br> Class A<br>| 3323 | 31969 |
| \* | Hainan Meilan <br> International Airport <br> Co. Ltd., Class H<br>| 44000 | 59485 |
|  | Hainan Mining Co. <br> Ltd., Class A<br>| 20800 | 28538 |
|  | Haisco Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 5700 | 45412 |
|  | Haitian International <br> Holdings Ltd.<br>| 173000 | 472729 |
| Ω | Haitong UniTrust <br> International Leasing <br> Co. Ltd., Class H<br>| 414000 | 43145 |
|  | Hand Enterprise <br> Solutions Co. Ltd., <br> Class A<br>| 12800 | 32581 |
|  | Hangcha Group Co. <br> Ltd., Class A<br>| 22947 | 92707 |
| \* | Hangjin Technology <br> Co. Ltd., Class A<br>| 6100 | 18505 |
|  | Hangxiao Steel <br> Structure Co. Ltd., <br> Class A<br>| 31000 | 11812 |
|  | Hangzhou Binjiang <br> Real Estate Group <br> Co. Ltd., Class A<br>| 31600 | 47217 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Hangzhou Chang <br> Chuan Technology <br> Co. Ltd., Class A<br>| 6283 | $73844 |
|  | Hangzhou Dptech <br> Technologies Co. <br> Ltd., Class A<br>| 3100 | 10383 |
|  | Hangzhou GreatStar <br> Industrial Co. Ltd.<br>| 17400 | 75408 |
|  | Hangzhou Haoyue <br> Personal Care Co. <br> Ltd., Class A<br>| 5880 | 26949 |
|  | Hangzhou Honghua <br> Digital Technology <br> Stock Co. Ltd., <br> Class A<br>| 2200 | 25306 |
| \* | Hangzhou Lion <br> Microelectronics Co. <br> Ltd., Class A<br>| 5500 | 27094 |
|  | Hangzhou Onechance <br> Tech Corp., Class A<br>| 4960 | 21239 |
|  | Hangzhou Oxygen <br> Plant Group Co. <br> Ltd., Class A<br>| 15900 | 61753 |
|  | Hangzhou Robam <br> Appliances Co. Ltd., <br> Class A<br>| 11200 | 30780 |
| \*Ω | Hangzhou SF <br> Intra-City Industrial <br> Co. Ltd., Class H<br>| 8200 | 13194 |
|  | Hangzhou Shunwang <br> Technology Co. Ltd., <br> Class A<br>| 14500 | 44987 |
|  | Hangzhou Sunrise <br> Technology Co. Ltd., <br> Class A<br>| 7900 | 17257 |
| Ω | Hangzhou Tigermed <br> Consulting Co. Ltd. <br> (3347 HK), Class H<br>| 23900 | 143026 |
|  | Hangzhou Zhongtai <br> Cryogenic <br> Technology Corp., <br> Class A<br>| 11800 | 34794 |
|  | Han's Laser <br> Technology Industry <br> Group Co. Ltd., <br> Class A<br>| 8500 | 49217 |
| Ω | Hansoh <br> Pharmaceutical <br> Group Co. Ltd.<br>| 180000 | 826327 |
|  | Hanwei Electronics <br> Group Corp., <br> Class A<br>| 7600 | 60099 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Haohua Chemical <br> Science & <br> Technology Co. Ltd., <br> Class A<br>| 6450 | $28736 |
| \*Ω | Harbin Bank Co. Ltd., <br> Class H<br>| 462000 | 23755 |
|  | Harbin Boshi <br> Automation Co. Ltd., <br> Class A<br>| 20800 | 47232 |
|  | Harbin Electric Co. <br> Ltd., Class H<br>| 160000 | 263086 |
|  | Harbin Electric Corp. <br> Jiamusi Electric <br> Machine Co. Ltd., <br> Class A<br>| 12200 | 22240 |
| \* | Harbin Gloria <br> Pharmaceuticals Co. <br> Ltd., Class A<br>| 74500 | 35607 |
| \* | Harbin Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 61800 | 31816 |
|  | HBIS Resources Co. <br> Ltd., Class A<br>| 30300 | 79953 |
| \*Ω | HBM Holdings Ltd. | 147000 | 254768 |
|  | Health & Happiness <br> H&H International <br> Holdings Ltd.<br>| 68000 | 105786 |
| \* | Hebei Changshan <br> Biochemical <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 21900 | 204120 |
| \* | Hebei Construction <br> Group Corp. Ltd., <br> Class H<br>| 143000 | 7849 |
|  | Hebei Hengshui <br> Laobaigan Liquor <br> Co. Ltd., Class A<br>| 19000 | 45136 |
|  | Hefei Meiya <br> Optoelectronic <br> Technology, Inc., <br> Class A<br>| 19630 | 56090 |
|  | Hefei Urban <br> Construction <br> Development Co. <br> Ltd., Class A<br>| 31800 | 55590 |
|  | HeiLongJiang ZBD <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 9900 | 15704 |
|  | Helens International <br> Holdings Co. Ltd.<br>| 10000 | 1288 |
|  | Hello Group, Inc., <br> Sponsored ADR<br>| 42768 | 290395 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Henan Lingrui <br> Pharmaceutical Co., <br> Class A<br>| 21600 | $68893 |
|  | Henan Mingtai Al <br> Industrial Co. Ltd., <br> Class A<br>| 11000 | 23295 |
|  | Henan Pinggao <br> Electric Co. Ltd., <br> Class A<br>| 14900 | 36989 |
|  | Henan Thinker <br> Automatic <br> Equipment Co. Ltd., <br> Class A<br>| 9520 | 40050 |
| \* | Henan Yicheng New <br> Energy Co. Ltd., <br> Class A<br>| 45700 | 33891 |
|  | Henan Yuguang Gold <br> & Lead Co. Ltd., <br> Class A<br>| 27100 | 46701 |
|  | Henan Zhongyuan <br> Expressway Co. <br> Ltd., Class A<br>| 41000 | 26227 |
|  | Hengyi Petrochemical <br> Co. Ltd., Class A<br>| 28034 | 26405 |
|  | Hesteel Co. Ltd., <br> Class A<br>| 100275 | 35380 |
|  | Hexing Electrical Co. <br> Ltd., Class A<br>| 9100 | 43221 |
| \* | Hi Sun Technology <br> China Ltd.<br>| 693000 | 52665 |
|  | Hisense Home <br> Appliances Group <br> Co. Ltd., Class H<br>| 124000 | 365758 |
|  | Hitevision Co. Ltd., <br> Class A<br>| 7100 | 29851 |
|  | Hithink RoyalFlush <br> Information Network <br> Co. Ltd., Class A<br>| 4500 | 229500 |
|  | HLA Group Corp. Ltd., <br> Class A<br>| 30700 | 26720 |
|  | HMT Xiamen New <br> Technical Materials <br> Co. Ltd., Class A<br>| 2500 | 17596 |
| \* | HNA Technology Co. <br> Ltd., Class A<br>| 80800 | 49820 |
| \* | Homeland Interactive <br> Technology Ltd.<br>| 104000 | 18883 |
|  | Hongfa Technology Co. <br> Ltd., Class A<br>| 20972 | 89829 |
| \* | Honghua Group Ltd. | 1048000 | 25727 |
|  | Hongli Zhihui Group <br> Co. Ltd., Class A<br>| 23200 | 24178 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Hongmian Zhihui <br> Science & <br> Technology <br> Innovation Co. Ltd. <br> Guangzhou<br>| 58400 | $26440 |
|  | Hongta Securities Co. <br> Ltd., Class A<br>| 18800 | 23167 |
| \* | Hopson Development <br> Holdings Ltd.<br>| 342846 | 139079 |
|  | Horizon Construction <br> Development Ltd.<br>| 47000 | 6769 |
|  | Hoymiles Power <br> Electronics, Inc., <br> Class A<br>| 1130 | 17010 |
|  | Huaan Securities Co. <br> Ltd., Class A<br>| 48480 | 45180 |
|  | Huada Automotive <br> Technology Corp. <br> Ltd., Class A<br>| 5500 | 33734 |
|  | Huadian Heavy <br> Industries Co. Ltd., <br> Class A<br>| 37700 | 39332 |
|  | Huadong Medicine Co. <br> Ltd., Class A<br>| 19000 | 110958 |
|  | Huafon Chemical Co. <br> Ltd., Class A<br>| 51502 | 64963 |
|  | Huafon Microfibre <br> Shanghai <br> Technology Co. Ltd., <br> Class A<br>| 44308 | 44451 |
|  | Huafu Fashion Co. <br> Ltd., Class A<br>| 29500 | 19828 |
|  | Huagong Tech Co. <br> Ltd., Class A<br>| 6800 | 76302 |
| \* | Huaihe Energy Group <br> Co. Ltd., Class A<br>| 68500 | 35934 |
|  | Hualan Biological <br> Engineering, Inc., <br> Class A<br>| 18900 | 42831 |
|  | Huaming Power <br> Equipment Co. Ltd., <br> Class A<br>| 12400 | 45492 |
|  | Huangshan Novel Co. <br> Ltd., Class A<br>| 15600 | 25124 |
|  | Huangshan Tourism <br> Development Co. <br> Ltd., Class A<br>| 12700 | 20190 |
|  | Huapont Life Sciences <br> Co. Ltd., Class A<br>| 52633 | 36192 |
| #Ω | Huatai Securities Co. <br> Ltd., Class H<br>| 247400 | 621985 |
|  | Huaxi Securities Co. <br> Ltd., Class A<br>| 15440 | 21908 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Huaxia Bank Co. Ltd., <br> Class A<br>| 91008 | $87120 |
|  | Huayu Automotive <br> Systems Co. Ltd., <br> Class A<br>| 23200 | 66626 |
|  | Hubei Chutian Smart <br> Communication Co. <br> Ltd., Class A<br>| 34100 | 19505 |
|  | Hubei Dinglong Co. <br> Ltd., Class A<br>| 11600 | 57788 |
|  | Hubei Feilihua Quartz <br> Glass Co. Ltd., <br> Class A<br>| 4050 | 44528 |
|  | Hubei Jumpcan <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 15600 | 54945 |
|  | Hubei Xingfa <br> Chemicals Group <br> Co. Ltd., Class A<br>| 30500 | 122468 |
|  | Hubei Yihua Chemical <br> Industry Co. Ltd., <br> Class A<br>| 12800 | 24974 |
|  | Huishang Bank Corp. <br> Ltd., Class H<br>| 60000 | 25781 |
| #\*Ω | Huitongda Network Co. <br> Ltd., Class H<br>| 4100 | 7067 |
|  | Huizhou Desay Sv <br> Automotive Co. Ltd., <br> Class A<br>| 4900 | 81750 |
|  | Humanwell Healthcare <br> Group Co. Ltd., <br> Class A<br>| 27200 | 80786 |
|  | Hunan Aihua Group <br> Co. Ltd., Class A<br>| 8100 | 19626 |
| \* | Hunan Er-Kang <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 41200 | 20912 |
|  | Hunan Gold Corp. Ltd., <br> Class A<br>| 25610 | 78028 |
|  | Hunan Jiudian <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 6000 | 13978 |
| \* | Hunan Silver Co. Ltd., <br> Class A<br>| 47998 | 43499 |
|  | Hunan TV & Broadcast <br> Intermediary Co. <br> Ltd., Class A<br>| 40800 | 50997 |
|  | Hunan Valin Steel Co. <br> Ltd., Class A<br>| 78100 | 63382 |
|  | Hunan Zhongke <br> Electric Co. Ltd., <br> Class A<br>| 6600 | 24002 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Hundsun Technologies, <br> Inc., Class A<br>| 9457 | $41837 |
| #\* | HUTCHMED China <br> Ltd., ADR<br>| 3347 | 49134 |
|  | HUYA, Inc., ADR | 25842 | 71066 |
| \*Ω | Hygeia Healthcare <br> Holdings Co. Ltd.<br>| 85200 | 143147 |
| \* | Hymson Laser <br> Technology Group <br> Co. Ltd., Class A<br>| 5288 | 32001 |
| \* | Hytera <br> Communications <br> Corp. Ltd., Class A<br>| 16300 | 26385 |
| \* | HyUnion Holding Co. <br> Ltd., Class A<br>| 18400 | 23154 |
| \* | IAT Automobile <br> Technology Co. Ltd., <br> Class A<br>| 12200 | 19624 |
| \*Ω | iDreamSky Technology <br> Holdings Ltd.<br>| 154000 | 16622 |
|  | IEIT Systems Co. Ltd., <br> Class A<br>| 7900 | 72365 |
|  | Iflytek Co. Ltd., <br> Class A<br>| 11350 | 88753 |
| \*Ω | IMAX China Holding, <br> Inc.<br>| 28200 | 29032 |
|  | Imeik Technology <br> Development Co. <br> Ltd., Class A<br>| 2960 | 66574 |
|  | Industrial & <br> Commercial Bank of <br> China Ltd., Class H<br>| 3816000 | 2956633 |
|  | Industrial Bank Co. <br> Ltd., Class A<br>| 191400 | 544585 |
|  | Industrial Securities <br> Co. Ltd., Class A<br>| 51057 | 49416 |
|  | Infore Environment <br> Technology Group <br> Co. Ltd., Class A<br>| 53600 | 51884 |
| \*Ω | Ingdan, Inc. | 144000 | 52194 |
|  | Ingenic Semiconductor <br> Co. Ltd., Class A<br>| 1600 | 19518 |
|  | Inmyshow Digital <br> Technology Group <br> Co. Ltd., Class A<br>| 41300 | 36092 |
|  | Inner Mongolia BaoTou <br> Steel Union Co. Ltd., <br> Class A<br>| 123200 | 43998 |
| \* | Inner Mongolia Furui <br> Medical Science Co. <br> Ltd., Class A<br>| 7400 | 75859 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Inner Mongolia Xingye <br> Silver&Tin Mining <br> Co. Ltd., Class A<br>| 17800 | $76360 |
| \*Ω | InnoCare Pharma Ltd., <br> Class H<br>| 66000 | 120990 |
| \*Ω | Innovent Biologics, <br> Inc.<br>| 96000 | 1076889 |
| \* | Insigma Technology <br> Co. Ltd., Class A<br>| 25800 | 38758 |
|  | Inspur Digital <br> Enterprise <br> Technology Ltd.<br>| 196000 | 198313 |
|  | Intron Technology <br> Holdings Ltd.<br>| 155000 | 41278 |
| #\* | iQIYI, Inc., ADR | 122547 | 283084 |
|  | iRay Group, Class A | 2136 | 32603 |
| \* | IRICO Display Devices <br> Co. Ltd., Class A<br>| 19500 | 16067 |
| \* | IVD Medical Holding <br> Ltd.<br>| 192000 | 172719 |
| \* | J&T Global Express <br> Ltd.<br>| 53600 | 68775 |
|  | Jade Bird Fire Co. Ltd., <br> Class A<br>| 28896 | 45478 |
|  | Jafron Biomedical Co. <br> Ltd., Class A<br>| 10600 | 30371 |
|  | Jangho Group Co. <br> Ltd., Class A<br>| 32300 | 35195 |
|  | Jason Furniture <br> Hangzhou Co. Ltd., <br> Class A<br>| 9570 | 41444 |
|  | JCET Group Co. Ltd., <br> Class A<br>| 11100 | 62481 |
| \*Ω | JD Health <br> International, Inc.<br>| 330150 | 2577132 |
| \*Ω | JD Logistics, Inc. | 538700 | 878190 |
|  | JD.com, Inc. (9618 <br> HK), Class A<br>| 335328 | 5536257 |
|  | JD.com, Inc. (JD US), <br> ADR<br>| 7708 | 254672 |
|  | Jiajiayue Group Co. <br> Ltd., Class A<br>| 9900 | 14967 |
|  | Jiangling Motors Corp. <br> Ltd., Class A<br>| 11000 | 31056 |
|  | Jiangsu Asia-Pacific <br> Light Alloy <br> Technology Co. Ltd., <br> Class A<br>| 13800 | 12920 |
|  | Jiangsu Azure Corp., <br> Class A<br>| 25600 | 69132 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Jiangsu Changshu <br> Automotive Trim <br> Group Co. Ltd., <br> Class A<br>| 10600 | $25531 |
|  | Jiangsu Changshu <br> Rural Commercial <br> Bank Co. Ltd., <br> Class A<br>| 25652 | 25435 |
|  | Jiangsu Cnano <br> Technology Co. Ltd., <br> Class A<br>| 8202 | 66151 |
| \* | Jiangsu Dagang Co. <br> Ltd., Class A<br>| 13000 | 31091 |
|  | Jiangsu Dingsheng <br> New Energy <br> Materials Co. Ltd., <br> Class A<br>| 11400 | 20509 |
|  | Jiangsu Expressway <br> Co. Ltd., Class H<br>| 336000 | 408942 |
| \* | Jiangsu General <br> Science Technology <br> Co. Ltd., Class A<br>| 28600 | 17849 |
|  | Jiangsu Gian <br> Technology Co. Ltd., <br> Class A<br>| 5200 | 35058 |
|  | Jiangsu Guomao <br> Reducer Co. Ltd., <br> Class A<br>| 5600 | 12861 |
|  | Jiangsu Guotai <br> International Group <br> Co. Ltd., Class A<br>| 53000 | 69587 |
|  | Jiangsu Haili Wind <br> Power Equipment <br> Technology Co. Ltd., <br> Class A<br>| 1200 | 14417 |
|  | Jiangsu Hengli <br> Hydraulic Co. Ltd., <br> Class A<br>| 5975 | 80700 |
|  | Jiangsu Hengrui <br> Pharmaceuticals Co. <br> Ltd., Class A<br>| 29668 | 267272 |
|  | Jiangsu Hengshun <br> Vinegar Industry Co. <br> Ltd., Class A<br>| 10200 | 11670 |
|  | Jiangsu Hongdou <br> Industrial Co. Ltd., <br> Class A<br>| 60100 | 21935 |
|  | Jiangsu Huachang <br> Chemical Co. Ltd., <br> Class A<br>| 22500 | 19795 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Jiangsu Jiangyin Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 78100 | $52168 |
|  | Jiangsu Jiejie <br> Microelectronics Co. <br> Ltd., Class A<br>| 9244 | 37481 |
| \* | Jiangsu Kanion <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 8600 | 18078 |
|  | Jiangsu King's Luck <br> Brewery JSC Ltd., <br> Class A<br>| 13600 | 74198 |
|  | Jiangsu Linyang <br> Energy Co. Ltd., <br> Class A<br>| 46100 | 37855 |
|  | Jiangsu Nata <br> Opto-electronic <br> Material Co. Ltd., <br> Class A<br>| 10920 | 60692 |
|  | Jiangsu Nhwa <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 12900 | 45664 |
|  | Jiangsu Provincial <br> Agricultural <br> Reclamation & <br> Development Corp., <br> Class A<br>| 24000 | 31382 |
|  | Jiangsu Shagang Co. <br> Ltd., Class A<br>| 11400 | 9267 |
|  | Jiangsu Shentong <br> Valve Co. Ltd., <br> Class A<br>| 10600 | 20736 |
|  | Jiangsu Shuangxing <br> Color Plastic New <br> Materials Co. Ltd., <br> Class A<br>| 2000 | 1530 |
|  | Jiangsu Soho High <br> Hope Group Corp., <br> Class A<br>| 57300 | 22880 |
| \* | Jiangsu Sopo <br> Chemical Co., <br> Class A<br>| 20200 | 20580 |
|  | Jiangsu Suzhou Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 36300 | 26435 |
|  | Jiangsu Yanghe <br> Distillery Co. Ltd., <br> Class A<br>| 5300 | 52750 |
|  | Jiangsu Yangnong <br> Chemical Co. Ltd., <br> Class A<br>| 4090 | 37367 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Jiangsu Yinhe <br> Electronics Co. Ltd., <br> Class A<br>| 26900 | $17503 |
|  | Jiangsu Yoke <br> Technology Co. Ltd., <br> Class A<br>| 2900 | 31497 |
|  | Jiangsu Yuyue Medical <br> Equipment & Supply <br> Co. Ltd., Class A<br>| 9692 | 49081 |
|  | Jiangsu Zhangjiagang <br> Rural Commercial <br> Bank Co. Ltd., <br> Class A<br>| 68800 | 42915 |
|  | Jiangsu Zhongtian <br> Technology Co. Ltd., <br> Class A<br>| 51900 | 123587 |
|  | Jiangsu Zijin Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 59300 | 23577 |
|  | Jiangxi Bank Co. Ltd., <br> Class H<br>| 202000 | 17934 |
| \* | Jiangxi Black Cat <br> Carbon Black Co. <br> Ltd., Class A<br>| 16700 | 23410 |
|  | Jiangxi Copper Co. <br> Ltd., Class H<br>| 384000 | 1602217 |
|  | Jiangxi Ganyue <br> Expressway Co. <br> Ltd., Class A<br>| 46500 | 34965 |
|  | Jiangxi Lianchuang <br> Optoelectronic <br> Science & <br> Technology Co. Ltd., <br> Class A<br>| 2200 | 19468 |
|  | Jiangyin Haida Rubber <br> & Plastic Co. Ltd., <br> Class A<br>| 19000 | 26697 |
|  | Jiangzhong <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 13100 | 39372 |
|  | Jianmin <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 2700 | 14961 |
|  | Jiayou International <br> Logistics Co. Ltd., <br> Class A<br>| 23807 | 46997 |
| \* | Jihua Group Corp. <br> Ltd., Class A<br>| 63300 | 32130 |
| \* | Jilin Chemical Fibre, <br> Class A<br>| 21700 | 12455 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \*†† | Jinchuan Group <br> International <br> Resources Co. Ltd.<br>| 856000 | $26438 |
|  | Jinduicheng <br> Molybdenum Co. <br> Ltd., Class A<br>| 31100 | 65692 |
|  | Jinghua <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 21900 | 23086 |
|  | Jingjin Equipment, Inc., <br> Class A<br>| 8200 | 17581 |
|  | Jinhui Liquor Co. Ltd., <br> Class A<br>| 8400 | 23482 |
| #\*Ω | Jinxin Fertility Group <br> Ltd.<br>| 569500 | 180148 |
|  | Jinyu Bio-Technology <br> Co. Ltd., Class A<br>| 34300 | 51993 |
|  | Jinzai Food Group Co. <br> Ltd., Class A<br>| 11300 | 19008 |
|  | JiuGui Liquor Co. Ltd., <br> Class A<br>| 3100 | 27717 |
|  | Jiuzhitang Co. Ltd., <br> Class A<br>| 6900 | 9705 |
| # | JL Mag Rare-Earth Co. <br> Ltd. (6680 HK), <br> Class H<br>| 14400 | 42468 |
|  | JNBY Design Ltd. | 107000 | 248192 |
| Ω | Joinn Laboratories <br> China Co. Ltd., <br> Class H<br>| 12200 | 33693 |
|  | Jointown <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 134132 | 96152 |
| \* | Jolywood Suzhou <br> Sunwatt Co. Ltd., <br> Class A<br>| 38700 | 33077 |
|  | Jones Tech PLC, <br> Class A<br>| 7600 | 49260 |
|  | Jonjee Hi-Tech <br> Industrial & <br> Commercial Holding <br> Co. Ltd., Class A<br>| 13800 | 35349 |
| \* | Joy City Property Ltd. | 552000 | 41916 |
|  | Joyoung Co. Ltd., <br> Class A<br>| 9850 | 13322 |
|  | JS Corrugating <br> Machinery Co. Ltd., <br> Class A<br>| 14400 | 25320 |
| \*Ω | JS Global Lifestyle Co. <br> Ltd.<br>| 135500 | 31048 |
|  | JSTI Group, Class A | 47100 | 55754 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Jutal Offshore Oil <br> Services Ltd.<br>| 236000 | $17313 |
|  | Kaishan Group Co. <br> Ltd., Class A<br>| 31900 | 71911 |
|  | Kangji Medical <br> Holdings Ltd.<br>| 111500 | 129125 |
| \* | KBC Corp. Ltd., <br> Class A<br>| 3945 | 17478 |
|  | Keda Industrial Group <br> Co. Ltd., Class A<br>| 27600 | 50853 |
|  | Kehua Data Co. Ltd., <br> Class A<br>| 3800 | 29200 |
|  | Keli Sensing <br> Technology Ningbo <br> Co. Ltd., Class A<br>| 2900 | 27818 |
|  | Kidswant Children <br> Products Co. Ltd., <br> Class A<br>| 22000 | 33334 |
|  | KingClean Electric Co. <br> Ltd., Class A<br>| 7480 | 26939 |
|  | Kingfa Sci & Tech Co. <br> Ltd., Class A<br>| 20900 | 59424 |
|  | Kingnet Network Co. <br> Ltd., Class A<br>| 9000 | 30126 |
|  | Kingsemi Co. Ltd., <br> Class A<br>| 1277 | 21537 |
|  | Kingsoft Corp. Ltd. | 224800 | 979933 |
|  | Konfoong Materials <br> International Co. <br> Ltd., Class A<br>| 2900 | 38311 |
|  | KPC Pharmaceuticals, <br> Inc., Class A<br>| 15500 | 29651 |
|  | Kuaijishan Shaoxing <br> Wine Co. Ltd., <br> Class A<br>| 14200 | 44253 |
| Ω | Kuaishou Technology | 158400 | 1470639 |
|  | Kuang-Chi <br> Technologies Co. <br> Ltd., Class A<br>| 8100 | 51877 |
|  | Kuangda Technology <br> Group Co. Ltd., <br> Class A<br>| 41000 | 35738 |
| \* | Kunlun Tech Co. Ltd., <br> Class A<br>| 8875 | 57508 |
|  | Kunshan Huguang <br> Auto Harness Co. <br> Ltd., Class A<br>| 2800 | 12584 |
|  | Kunshan Kinglai <br> Hygienic Materials <br> Co. Ltd., Class A<br>| 3960 | 34119 |
| \* | Kunwu Jiuding <br> Investment Holdings <br> Co. Ltd., Class A<br>| 10700 | 28299 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Kweichow Moutai Co. <br> Ltd., Class A<br>| 11700 | $2353439 |
|  | Lancy Co. Ltd., <br> Class A<br>| 8800 | 24355 |
| \* | Lanzhou LS Heavy <br> Equipment Co. Ltd., <br> Class A<br>| 36400 | 44564 |
|  | Lao Feng Xiang Co. <br> Ltd., Class A<br>| 11000 | 74543 |
|  | Laobaixing Pharmacy <br> Chain JSC, Class A<br>| 19617 | 45766 |
|  | Launch Tech Co. Ltd., <br> Class H<br>| 50500 | 57124 |
|  | LB Group Co. Ltd., <br> Class A<br>| 39600 | 102533 |
|  | Leader Harmonious <br> Drive Systems Co. <br> Ltd., Class A<br>| 369 | 8463 |
|  | Lee's Pharmaceutical <br> Holdings Ltd.<br>| 56000 | 13759 |
| \*Ω | Legend Holdings <br> Corp., Class H<br>| 178600 | 230849 |
|  | Lenovo Group Ltd. | 3964000 | 5782874 |
|  | Leo Group Co. Ltd., <br> Class A<br>| 58437 | 43811 |
|  | Lepu Medical <br> Technology Beijing <br> Co. Ltd., Class A<br>| 32400 | 82547 |
|  | LexinFintech Holdings <br> Ltd., ADR<br>| 27864 | 134304 |
|  | Leyard Optoelectronic <br> Co. Ltd., Class A<br>| 55500 | 53646 |
| \* | Li Auto, Inc. (2015 <br> HK), Class A<br>| 95100 | 986859 |
| #\* | Li Auto, Inc. (LI US), <br> ADR<br>| 29401 | 613011 |
|  | Li Ning Co. Ltd. | 998500 | 2170955 |
|  | Lianhe Chemical <br> Technology Co. Ltd., <br> Class A<br>| 21900 | 36420 |
| \* | Liao Ning Oxiranchem, <br> Inc. (300082 CH), <br> Class A<br>| 11800 | 14495 |
|  | Liaoning Cheng Da <br> Co. Ltd., Class A<br>| 19200 | 34417 |
|  | Liaoning Port Co. Ltd., <br> Class H<br>| 236000 | 27623 |
|  | Lier Chemical Co. Ltd., <br> Class A<br>| 7700 | 13732 |
| \* | Lifetech Scientific <br> Corp.<br>| 678000 | 175537 |
|  | Lingbao Gold Group <br> Co. Ltd., Class H<br>| 142000 | 297250 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Lingyi iTech <br> Guangdong Co., <br> Class A<br>| 54700 | $120124 |
| Ω | Linklogis, Inc., Class B | 231000 | 94975 |
| # | LK Technology <br> Holdings Ltd.<br>| 30999 | 14712 |
|  | Loncin Motor Co. Ltd., <br> Class A<br>| 22800 | 43648 |
| #Ω | Longfor Group <br> Holdings Ltd.<br>| 457768 | 565450 |
|  | Longhua Technology <br> Group Luoyang Co. <br> Ltd., Class A<br>| 21000 | 24845 |
|  | Longshine Technology <br> Group Co. Ltd., <br> Class A<br>| 20000 | 50282 |
|  | Lonking Holdings Ltd. | 456000 | 181766 |
| \* | Lotus Holdings Co. <br> Ltd.<br>| 38100 | 30699 |
|  | Luoyang Xinqianglian <br> Slewing Bearing Co. <br> Ltd., Class A<br>| 4200 | 31177 |
|  | Lushang Freda <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 15200 | 16629 |
|  | Luxi Chemical Group <br> Co. Ltd., Class A<br>| 40200 | 76176 |
|  | Luxin Venture Capital <br> Group Co. Ltd., <br> Class A<br>| 11200 | 23029 |
|  | Luxshare Precision <br> Industry Co. Ltd., <br> Class A<br>| 52754 | 467372 |
|  | Luyang Energy-Saving <br> Materials Co. Ltd.<br>| 8200 | 13674 |
| \*Ω | Luye Pharma Group <br> Ltd.<br>| 561500 | 227491 |
|  | Luzhou Laojiao Co. <br> Ltd., Class A<br>| 11809 | 223260 |
|  | Maccura Biotechnology <br> Co. Ltd., Class A<br>| 19300 | 31738 |
|  | Mango Excellent Media <br> Co. Ltd., Class A<br>| 22105 | 91560 |
| #Ω | Maoyan Entertainment | 162217 | 138738 |
|  | Maxscend <br> Microelectronics Co. <br> Ltd., Class A<br>| 2400 | 25184 |
|  | Mayinglong <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 7100 | 28161 |
| Ω | Medlive Technology <br> Co. Ltd.<br>| 57000 | 77275 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Meilleure Health <br> International Industry <br> Group Ltd.<br>| 594000 | $21824 |
|  | Meinian Onehealth <br> Healthcare Holdings <br> Co. Ltd., Class A<br>| 56700 | 44832 |
| Ω | Meitu, Inc. | 399000 | 443127 |
| \*Ω | Meituan, Class B | 544410 | 7165934 |
|  | Metallurgical Corp. of <br> China Ltd., Class H<br>| 768000 | 234030 |
|  | M-Grass Ecology & <br> Environment Group <br> Co. Ltd., Class A<br>| 48300 | 28290 |
| \*Ω | Microport Cardioflow <br> Medtech Corp.<br>| 94000 | 14444 |
| # | MicroPort <br> NeuroScientific <br> Corp.<br>| 34731 | 52763 |
| #\* | Microport Scientific <br> Corp.<br>| 30200 | 47131 |
|  | Micro-Tech Nanjing Co. <br> Ltd., Class A<br>| 5563 | 64772 |
|  | Midea Group Co. Ltd., <br> Class A<br>| 31300 | 336221 |
| Ω | Midea Real Estate <br> Holding Ltd.<br>| 124600 | 76499 |
|  | Milkyway Intelligent <br> Supply Chain <br> Service Group Co. <br> Ltd., Class A<br>| 2100 | 17554 |
|  | Ming Yang Smart <br> Energy Group Ltd., <br> Class A<br>| 16100 | 34270 |
|  | Ming Yuan Cloud <br> Group Holdings Ltd.<br>| 238000 | 101087 |
| # | MINISO Group Holding <br> Ltd.<br>| 183600 | 981651 |
| \* | Minmetals <br> Development Co. <br> Ltd., Class A<br>| 10100 | 12986 |
| \* | Minmetals Land Ltd. | 296000 | 35897 |
|  | Minth Group Ltd. | 130000 | 576851 |
|  | MLS Co. Ltd., Class A | 25996 | 31864 |
| \* | MMG Ltd. | 1640799 | 1456131 |
| \*Ω | Mobvista, Inc. | 314000 | 720670 |
|  | Montage Technology <br> Co. Ltd., Class A<br>| 4975 | 95356 |
|  | Moon Environment <br> Technology Co. Ltd., <br> Class A<br>| 23400 | 46745 |
|  | Morimatsu International <br> Holdings Co. Ltd.<br>| 89000 | 113941 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Motic Xiamen Electric <br> Group Co. Ltd., <br> Class A<br>| 5500 | $13590 |
| \* | Nanfang Zhongjin <br> Environment Co. <br> Ltd., Class A<br>| 50400 | 31579 |
|  | Nanhua Futures Co. <br> Ltd., Class A<br>| 7600 | 22286 |
|  | NanJi E-Commerce <br> Co. Ltd., Class A<br>| 47354 | 23526 |
|  | Nanjing Hanrui Cobalt <br> Co. Ltd., Class A<br>| 5100 | 35602 |
|  | Nanjing King-Friend <br> Biochemical <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 18877 | 26659 |
|  | Nanjing <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 42600 | 30294 |
| \* | Nanjing Tanker Corp., <br> Class A<br>| 44500 | 20439 |
|  | Nanjing Xinjiekou <br> Department Store <br> Co. Ltd., Class A<br>| 13300 | 14030 |
|  | Nantong Jianghai <br> Capacitor Co. Ltd., <br> Class A<br>| 11400 | 45759 |
|  | NARI Technology Co. <br> Ltd., Class A<br>| 77524 | 264150 |
|  | NAURA Technology <br> Group Co. Ltd., <br> Class A<br>| 3240 | 185375 |
| \* | NavInfo Co. Ltd., <br> Class A<br>| 20500 | 25930 |
| \* | Nayuki Holdings Ltd. | 128500 | 19351 |
|  | NBTM New Materials <br> Group Co. Ltd., <br> Class A<br>| 10600 | 44814 |
|  | NetDragon Websoft <br> Holdings Ltd.<br>| 97000 | 151535 |
| \*Ω | NetEase Cloud Music, <br> Inc.<br>| 5850 | 181649 |
|  | NetEase, Inc. (9999 <br> HK)<br>| 170600 | 4787159 |
|  | NetEase, Inc. (NTES <br> US), ADR<br>| 19895 | 2787290 |
|  | Neusoft Corp., <br> Class A<br>| 18600 | 27513 |
|  | Neutech Group Ltd. | 49600 | 16267 |
|  | New China Life <br> Insurance Co. Ltd., <br> Class H<br>| 316600 | 2000788 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | New Hope Dairy Co. <br> Ltd., Class A<br>| 11300 | $27638 |
|  | New Trend <br> International <br> Logis-Tech Co. Ltd., <br> Class A<br>| 12700 | 22649 |
|  | Neway Valve Suzhou <br> Co. Ltd., Class A<br>| 10700 | 78963 |
| \* | Newborn Town, Inc. | 182000 | 247420 |
|  | Newland Digital <br> Technology Co. Ltd., <br> Class A<br>| 26800 | 103791 |
|  | Nexteer Automotive <br> Group Ltd.<br>| 223000 | 193308 |
| \* | Ninestar Corp., <br> Class A<br>| 9600 | 29272 |
|  | Ningbo Boway Alloy <br> Material Co. Ltd., <br> Class A<br>| 7900 | 24278 |
|  | Ningbo Haitian <br> Precision Machinery <br> Co. Ltd., Class A<br>| 8400 | 24448 |
|  | Ningbo Huaxiang <br> Electronic Co. Ltd., <br> Class A<br>| 8076 | 37654 |
| \* | Ningbo Jifeng Auto <br> Parts Co. Ltd., <br> Class A<br>| 12500 | 24409 |
|  | Ningbo Joyson <br> Electronic Corp., <br> Class A<br>| 11900 | 53348 |
|  | Ningbo Orient Wires & <br> Cables Co. Ltd., <br> Class A<br>| 8200 | 72250 |
|  | Ningbo Peacebird <br> Fashion Co. Ltd., <br> Class A<br>| 10200 | 20532 |
|  | Ningbo Ronbay New <br> Energy Technology <br> Co. Ltd., Class A<br>| 11540 | 45295 |
|  | Ningbo Sanxing <br> Medical Electric Co. <br> Ltd., Class A<br>| 15400 | 48500 |
| \* | Ningbo Shanshan Co. <br> Ltd., Class A<br>| 37500 | 72470 |
|  | Ningbo Sunrise Elc <br> Technology Co. Ltd., <br> Class A<br>| 7200 | 18594 |
|  | Ningbo Tuopu Group <br> Co. Ltd., Class A<br>| 7975 | 83196 |
|  | Ningbo Xusheng <br> Group Co. Ltd., <br> Class A<br>| 8624 | 18256 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Ningbo Yunsheng Co. <br> Ltd., Class A<br>| 10200 | $20459 |
|  | Ningbo Zhoushan Port <br> Co. Ltd., Class A<br>| 57100 | 30153 |
| \* | NIO, Inc., Class A | 160750 | 1162307 |
| #\* | Niu Technologies, <br> Sponsored ADR<br>| 9678 | 40648 |
|  | NKY Medical Holdings <br> Ltd., Class A<br>| 14346 | 33457 |
|  | Noah Holdings Ltd., <br> Sponsored ADR<br>| 12479 | 140888 |
| Ω | Nongfu Spring Co. <br> Ltd., Class H<br>| 138800 | 922680 |
|  | Norinco International <br> Cooperation Ltd., <br> Class A<br>| 41710 | 65549 |
|  | North China <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 30700 | 25904 |
|  | North Copper Co. Ltd., <br> Class A<br>| 29500 | 65207 |
|  | North Huajin Chemical <br> Industries Co. Ltd., <br> Class A<br>| 15990 | 11422 |
| \* | North Industries Group <br> Red Arrow Co. Ltd., <br> Class A<br>| 19400 | 50119 |
|  | Northeast <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 30800 | 24019 |
|  | Northeast Securities <br> Co. Ltd., Class A<br>| 48600 | 62065 |
|  | Northking Information <br> Technology Co. Ltd., <br> Class A<br>| 16738 | 50166 |
| #\* | NovaBridge <br> Biosciences, <br> Sponsored ADR<br>| 9306 | 46065 |
| \* | NSFOCUS <br> Technologies Group <br> Co. Ltd., Class A<br>| 23600 | 27503 |
| \* | Nuode New Materials <br> Co. Ltd., Class A<br>| 37200 | 37032 |
|  | NYOCOR Co. Ltd., <br> Class A<br>| 26500 | 20785 |
| \* | Offcn Education <br> Technology Co. Ltd., <br> Class A<br>| 63200 | 24166 |
|  | Offshore Oil <br> Engineering Co. <br> Ltd., Class A<br>| 113459 | 86882 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | OmniVision Integrated <br> Circuits Group, Inc.<br>| 6287 | $115512 |
|  | Onewo, Inc., Class H | 88600 | 254551 |
|  | Oppein Home Group, <br> Inc., Class A<br>| 2900 | 21812 |
|  | Opple Lighting Co. <br> Ltd., Class A<br>| 18600 | 45483 |
|  | ORG Technology Co. <br> Ltd., Class A<br>| 78900 | 66767 |
|  | Orient International <br> Enterprise Ltd., <br> Class A<br>| 25700 | 30207 |
|  | Orient Overseas <br> International Ltd.<br>| 14000 | 242283 |
| Ω | Orient Securities Co. <br> Ltd., Class H<br>| 197600 | 184120 |
| \* | Oriental Energy Co. <br> Ltd., Class A<br>| 35400 | 40929 |
|  | Oriental Pearl Group <br> Co. Ltd., Class A<br>| 41900 | 57201 |
| \* | Ourpalm Co. Ltd., <br> Class A<br>| 42100 | 30775 |
|  | Ovctek China, Inc., <br> Class A<br>| 20760 | 48631 |
| \* | Pacific Securities Co. <br> Ltd., Class A<br>| 44800 | 28339 |
|  | Pacific Shuanglin <br> Bio-pharmacy Co. <br> Ltd., Class A<br>| 13390 | 29646 |
| \* | Pangang Group <br> Vanadium Titanium <br> & Resources Co. <br> Ltd., Class A<br>| 68600 | 29138 |
| \* | PCI Technology Group <br> Co. Ltd., Class A<br>| 51800 | 49988 |
| \* | PDD Holdings, Inc., <br> ADR<br>| 75080 | 10126040 |
| \*Ω | Peijia Medical Ltd. | 53000 | 41030 |
| \* | Peking University <br> Resources Holdings <br> Co. Ltd.<br>| 148500 | 3048 |
| \* | Pengxin International <br> Mining Co. Ltd., <br> Class A<br>| 57000 | 65634 |
|  | People.cn Co. Ltd., <br> Class A<br>| 10300 | 29246 |
|  | People's Insurance Co. <br> Group of China Ltd. <br> , Class H<br>| 1426000 | 1280704 |
|  | Perfect World Co. Ltd., <br> Class A<br>| 8600 | 20717 |
| #Ω | Pharmaron Beijing Co. <br> Ltd., Class H<br>| 15650 | 52253 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | PICC Property & <br> Casualty Co. Ltd., <br> Class H<br>| 1633000 | $3858001 |
|  | Ping An Bank Co. Ltd., <br> Class A<br>| 152600 | 242829 |
| #Ω | Ping An Healthcare & <br> Technology Co. Ltd.<br>| 506394 | 895879 |
|  | Ping An Insurance <br> Group Co. of China <br> Ltd., Class H<br>| 823500 | 5949237 |
|  | PNC Process Systems <br> Co. Ltd., Class A<br>| 4900 | 21404 |
|  | POCO Holding Co. <br> Ltd., Class A<br>| 3920 | 43074 |
| \* | Polaris Bay Group Co. <br> Ltd., Class A<br>| 39000 | 40355 |
|  | Poly Developments & <br> Holdings Group Co. <br> Ltd., Class A<br>| 72600 | 74788 |
| # | Poly Property Group <br> Co. Ltd.<br>| 609362 | 144962 |
| Ω | Pop Mart International <br> Group Ltd.<br>| 129000 | 3669421 |
| \* | Porton Pharma <br> Solutions Ltd., <br> Class A<br>| 9400 | 35199 |
| Ω | Postal Savings Bank of <br> China Co. Ltd., <br> Class H<br>| 1051000 | 740545 |
|  | Pou Sheng <br> International <br> Holdings Ltd.<br>| 548000 | 33487 |
|  | Power Construction <br> Corp. of China Ltd., <br> Class A<br>| 79899 | 63339 |
| \* | Powerwin Tech Group <br> Ltd.<br>| 32000 | 4574 |
|  | PW Medtech Group <br> Ltd.<br>| 171000 | 33022 |
|  | Pylon Technologies <br> Co. Ltd., Class A<br>| 3442 | 32096 |
|  | Q Technology Group <br> Co. Ltd.<br>| 109000 | 196015 |
|  | Qfin Holdings, Inc., <br> ADR<br>| 58118 | 1403550 |
| \* | Qi An Xin Technology <br> Group, Inc., Class A<br>| 6828 | 37473 |
|  | Qianhe Condiment & <br> Food Co. Ltd., <br> Class A<br>| 32765 | 42701 |
|  | Qingdao East Steel <br> Tower Stock Co. <br> Ltd., Class A<br>| 34800 | 86370 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Qingdao Eastsoft <br> Communication <br> Technology Co. Ltd., <br> Class A<br>| 10300 | $22251 |
|  | Qingdao Gaoce <br> Technology Co. Ltd., <br> Class A<br>| 26724 | 42996 |
|  | Qingdao Gon <br> Technology Co. Ltd., <br> Class A<br>| 8200 | 59102 |
|  | Qingdao Haier <br> Biomedical Co. Ltd., <br> Class A<br>| 6061 | 29659 |
|  | Qingdao Hanhe Cable <br> Co. Ltd., Class A<br>| 63200 | 33318 |
|  | Qingdao Huicheng <br> Environmental <br> Technology Group <br> Co. Ltd., Class A<br>| 700 | 15167 |
| Ω | Qingdao Port <br> International Co. <br> Ltd., Class H<br>| 38000 | 34738 |
|  | Qingdao Rural <br> Commercial Bank <br> Corp., Class A<br>| 91100 | 41244 |
|  | Qingdao Sentury Tire <br> Co. Ltd., Class A<br>| 5460 | 14917 |
|  | Qingdao TGOOD <br> Electric Co. Ltd., <br> Class A<br>| 13000 | 53041 |
| \* | Qinghai Salt Lake <br> Industry Co. Ltd., <br> Class A<br>| 40600 | 141432 |
| \* | QuantumCTek Co. <br> Ltd., Class A<br>| 196 | 15971 |
|  | Queclink Wireless <br> Solutions Co. Ltd., <br> Class A<br>| 9500 | 16160 |
|  | Quectel Wireless <br> Solutions Co. Ltd., <br> Class A<br>| 2279 | 30342 |
| \* | Radiance Holdings <br> Group Co. Ltd.<br>| 166000 | 50296 |
|  | Rainbow Digital <br> Commercial Co. <br> Ltd., Class A<br>| 13600 | 10324 |
|  | Raytron Technology <br> Co. Ltd., Class A<br>| 3725 | 43498 |
|  | Realcan <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 25300 | 10236 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Renhe Pharmacy Co. <br> Ltd., Class A<br>| 50100 | $43736 |
|  | Richinfo Technology <br> Co. Ltd., Class A<br>| 6100 | 22976 |
| \* | Risen Energy Co. Ltd., <br> Class A<br>| 30000 | 45383 |
|  | Riyue Heavy Industry <br> Co. Ltd., Class A<br>| 14300 | 29221 |
|  | Rizhao Port Co. Ltd., <br> Class A<br>| 48300 | 21592 |
|  | Rockchip Electronics <br> Co. Ltd., Class A<br>| 2100 | 53574 |
|  | Rongsheng <br> Petrochemical Co. <br> Ltd., Class A<br>| 33100 | 47415 |
| \* | Roshow Technology <br> Co. Ltd., Class A<br>| 26494 | 33055 |
|  | Runjian Co. Ltd., <br> Class A<br>| 4700 | 29069 |
| \* | Sai Micro Electronics, <br> Inc., Class A<br>| 10400 | 35790 |
|  | SAIC Motor Corp. Ltd., <br> Class A<br>| 46200 | 108094 |
|  | Sanan Optoelectronics <br> Co. Ltd., Class A<br>| 14800 | 28880 |
|  | Sangfor Technologies, <br> Inc., Class A<br>| 1600 | 29481 |
|  | Sanquan Food Co. <br> Ltd., Class A<br>| 18800 | 29503 |
|  | Sansure Biotech, Inc., <br> Class A<br>| 5033 | 15589 |
|  | Sany Heavy <br> Equipment <br> International <br> Holdings Co. Ltd.<br>| 337000 | 318142 |
|  | Sany Heavy Industry <br> Co. Ltd., Class A<br>| 42650 | 132722 |
|  | Satellite Chemical Co. <br> Ltd., Class A<br>| 19803 | 49875 |
|  | SDIC Capital Co. Ltd., <br> Class A<br>| 21700 | 23921 |
|  | Sealand Securities Co. <br> Ltd., Class A<br>| 57400 | 36872 |
| \* | Seazen Group Ltd. | 538285 | 151652 |
| \* | Seazen Holdings Co. <br> Ltd., Class A<br>| 17126 | 34190 |
|  | Seres Group Co. Ltd., <br> Class A<br>| 4000 | 87351 |
|  | SF Holding Co. Ltd., <br> Class A<br>| 38524 | 218379 |
|  | SG Micro Corp., <br> Class A<br>| 3458 | 35796 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shaanxi Construction <br> Engineering Group <br> Corp. Ltd., Class A<br>| 106600 | $56778 |
| \* | Shaanxi Heimao <br> Coking Co. Ltd., <br> Class A<br>| 45000 | 26877 |
|  | ShaanXi Provincial <br> Natural Gas Co. <br> Ltd., Class A<br>| 21800 | 24979 |
|  | Shandong Bohui Paper <br> Industrial Co. Ltd., <br> Class A<br>| 37730 | 26474 |
|  | Shandong Buchang <br> Pharmaceuticals Co. <br> Ltd., Class A<br>| 23600 | 57505 |
|  | Shandong Denghai <br> Seeds Co. Ltd., <br> Class A<br>| 10100 | 13366 |
| Ω | Shandong Gold Mining <br> Co. Ltd., Class H<br>| 247750 | 1038598 |
| \* | Shandong Haihua Co. <br> Ltd., Class A<br>| 17900 | 14014 |
|  | Shandong Head Group <br> Co. Ltd., Class A<br>| 11200 | 20513 |
|  | Shandong Himile <br> Mechanical Science <br> & Technology Co. <br> Ltd., Class A<br>| 6300 | 59271 |
|  | Shandong Hi-speed <br> Co. Ltd., Class A<br>| 8000 | 10492 |
|  | Shandong Hi-Speed <br> Road & Bridge <br> Group Co. Ltd., <br> Class A<br>| 24900 | 21389 |
|  | Shandong Huatai <br> Paper Industry <br> Shareholding Co. <br> Ltd., Class A<br>| 16500 | 8628 |
|  | Shandong Humon <br> Smelting Co. Ltd., <br> Class A<br>| 32600 | 60504 |
|  | Shandong Jinjing <br> Science & <br> Technology Co. Ltd., <br> Class A<br>| 26700 | 19704 |
|  | Shandong Lukang <br> Pharma, Class A<br>| 22800 | 32120 |
|  | Shandong <br> Pharmaceutical <br> Glass Co. Ltd., <br> Class A<br>| 11600 | 34096 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shandong Publishing & <br> Media Co. Ltd., <br> Class A<br>| 26800 | $31488 |
|  | Shandong Weifang <br> Rainbow Chemical <br> Co. Ltd., Class A<br>| 9700 | 100967 |
|  | Shandong Weigao <br> Group Medical <br> Polymer Co. Ltd., <br> Class H<br>| 696000 | 487192 |
|  | Shandong WIT Dyne <br> Health Co. Ltd., <br> Class A<br>| 4700 | 22565 |
| \* | Shanghai Aerospace <br> Automobile <br> Electromechanical <br> Co. Ltd., Class A<br>| 31600 | 36649 |
| \* | Shanghai Aiko Solar <br> Energy Co. Ltd., <br> Class A<br>| 11900 | 26408 |
|  | Shanghai AtHub Co. <br> Ltd., Class A<br>| 8593 | 40163 |
|  | Shanghai Bailian <br> Group Co. Ltd., <br> Class A<br>| 31200 | 39607 |
|  | Shanghai Bairun <br> Investment Holding <br> Group Co. Ltd., <br> Class A<br>| 10504 | 37182 |
|  | Shanghai Baolong <br> Automotive Corp., <br> Class A<br>| 3300 | 17482 |
|  | Shanghai Baosteel <br> Packaging Co. Ltd., <br> Class A<br>| 28200 | 21907 |
|  | Shanghai Belling Co. <br> Ltd., Class A<br>| 4900 | 23553 |
|  | Shanghai BOCHU <br> Electronic <br> Technology Corp. <br> Ltd., Class A<br>| 280 | 5389 |
|  | Shanghai Construction <br> Group Co. Ltd., <br> Class A<br>| 141200 | 55960 |
|  | Shanghai Daimay <br> Automotive Interior <br> Co. Ltd., Class A<br>| 21450 | 23012 |
|  | Shanghai Dazhong <br> Public Utilities Group <br> Co. Ltd., Class H<br>| 73000 | 41382 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| #\* | Shanghai Electric <br> Group Co. Ltd., <br> Class H<br>| 534000 | $311366 |
| \* | Shanghai Feilo <br> Acoustics Co. Ltd., <br> Class A<br>| 10800 | 12407 |
|  | Shanghai Fosun <br> Pharmaceutical <br> Group Co. Ltd., <br> Class H<br>| 50000 | 153153 |
|  | Shanghai Fudan <br> Microelectronics <br> Group Co. Ltd., <br> Class H<br>| 39000 | 212133 |
|  | Shanghai Fullhan <br> Microelectronics Co. <br> Ltd., Class A<br>| 4000 | 26553 |
|  | Shanghai Ganglian <br> E-Commerce <br> Holdings Co. Ltd., <br> Class A<br>| 2884 | 11044 |
|  | Shanghai Gentech Co. <br> Ltd., Class A<br>| 4383 | 20237 |
|  | Shanghai Hanbell <br> Precise Machinery <br> Co. Ltd., Class A<br>| 15900 | 54684 |
| Ω | Shanghai Haohai <br> Biological <br> Technology Co. Ltd., <br> Class H<br>| 8820 | 30978 |
| \*Ω | Shanghai Henlius <br> Biotech, Inc., <br> Class H<br>| 11100 | 99538 |
|  | Shanghai Huace <br> Navigation <br> Technology Ltd., <br> Class A<br>| 7420 | 33448 |
|  | Shanghai Huayi Group <br> Co. Ltd., Class A<br>| 49600 | 55441 |
| \* | Shanghai Industrial <br> Urban Development <br> Group Ltd.<br>| 504600 | 22079 |
| \* | Shanghai INT Medical <br> Instruments Co. Ltd., <br> Class H<br>| 6400 | 25750 |
|  | Shanghai International <br> Airport Co. Ltd., <br> Class A<br>| 4600 | 20878 |
|  | Shanghai Jahwa <br> United Co. Ltd., <br> Class A<br>| 9800 | 34547 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| Shanghai Jinqiao <br> Export Processing <br> Zone Development <br> Co. Ltd., Class A<br>| 24600 | $39159 |
| Shanghai Kaibao <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 30000 | 26020 |
| Shanghai Liangxin <br> Electrical Co. Ltd., <br> Class A<br>| 18000 | 26821 |
| Shanghai Lingang <br> Holdings Corp. Ltd., <br> Class A<br>| 21840 | 34682 |
| Shanghai M&G <br> Stationery, Inc., <br> Class A<br>| 7100 | 27940 |
| Shanghai Mechanical <br> & Electrical Industry <br> Co. Ltd., Class A<br>| 14100 | 53723 |
| Shanghai MicroPort <br> Endovascular <br> MedTech Group Co. <br> Ltd., Class A<br>| 1174 | 16806 |
| Shanghai Moons' <br> Electric Co. Ltd., <br> Class A<br>| 1300 | 13412 |
| Shanghai <br> Pharmaceuticals <br> Holding Co. Ltd., <br> Class H<br>| 230100 | 346450 |
| Shanghai Pret <br> Composites Co. Ltd., <br> Class A<br>| 17300 | 32727 |
| Shanghai Pudong <br> Construction Co. <br> Ltd., Class A<br>| 22700 | 25747 |
| Shanghai Pudong <br> Development Bank <br> Co. Ltd., Class A<br>| 254500 | 411473 |
| Shanghai Putailai New <br> Energy Technology <br> Co. Ltd., Class A<br>| 24776 | 101799 |
| Shanghai QiFan Cable <br> Co. Ltd., Class A<br>| 9000 | 23728 |
| Shanghai RAAS Blood <br> Products Co. Ltd., <br> Class A<br>| 48200 | 45679 |
| Shanghai Runda <br> Medical Technology <br> Co. Ltd., Class A<br>| 17200 | 40713 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shanghai Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 60700 | $72798 |
|  | Shanghai Shibei <br> Hi-Tech Co. Ltd., <br> Class A<br>| 39100 | 33958 |
|  | Shanghai Shyndec <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 28500 | 41737 |
|  | Shanghai Sinyang <br> Semiconductor <br> Materials Co. Ltd., <br> Class A<br>| 7600 | 60761 |
| \* | Shanghai Stonehill <br> Technology Co. Ltd., <br> Class A<br>| 27200 | 30309 |
|  | Shanghai Tongji <br> Science & <br> Technology Industrial <br> Co. Ltd., Class A<br>| 17300 | 36132 |
|  | Shanghai Tunnel <br> Engineering Co. <br> Ltd., Class A<br>| 46400 | 43066 |
|  | Shanghai Vital <br> Microtech Co. Ltd.<br>| 18100 | 47256 |
|  | Shanghai Waigaoqiao <br> Free Trade Zone <br> Group Co. Ltd., <br> Class A<br>| 29509 | 45366 |
|  | Shanghai Yaoji <br> Technology Co. Ltd., <br> Class A<br>| 14300 | 52158 |
|  | Shanghai Yuyuan <br> Tourist Mart Group <br> Co. Ltd., Class A<br>| 36300 | 28369 |
|  | Shanghai Zhangjiang <br> High-Tech Park <br> Development Co. <br> Ltd., Class A<br>| 4300 | 26942 |
|  | Shanghai Zhenhua <br> Heavy Industries Co. <br> Ltd., Class A<br>| 39500 | 26265 |
|  | Shanghai Zhonggu <br> Logistics Co. Ltd., <br> Class A<br>| 18600 | 28920 |
|  | Shanghai Zijiang <br> Enterprise Group <br> Co. Ltd., Class A<br>| 33900 | 37636 |
|  | Shanjin International <br> Gold Co. Ltd., <br> Class A<br>| 29800 | 91089 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shannon <br> Semiconductor <br> Technology Co. Ltd., <br> Class A<br>| 10200 | $189746 |
|  | Shantui Construction <br> Machinery Co. Ltd., <br> Class A<br>| 34500 | 56125 |
| \* | Shanxi Guoxin Energy <br> Corp. Ltd., Class A<br>| 52500 | 26069 |
|  | Shanxi Hi-speed Group <br> Co. Ltd., Class A<br>| 36800 | 26812 |
|  | Shanxi Securities Co. <br> Ltd., Class A<br>| 18830 | 16947 |
|  | Shanxi Xinghuacun <br> Fen Wine Factory <br> Co. Ltd., Class A<br>| 9440 | 252928 |
| \* | Shanxi Zhendong <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 31000 | 30442 |
|  | Sharetronic Data <br> Technology Co. Ltd., <br> Class A<br>| 3920 | 89397 |
|  | Shede Spirits Co. Ltd., <br> Class A<br>| 5100 | 44493 |
|  | Shengda Resources <br> Co. Ltd., Class A<br>| 21100 | 69708 |
|  | Shenghe Resources <br> Holding Co. Ltd., <br> Class A<br>| 7400 | 24168 |
|  | Shengyi Technology <br> Co. Ltd., Class A<br>| 12700 | 114509 |
|  | Shenma Industry Co. <br> Ltd., Class A<br>| 17300 | 24160 |
| Ω | Shenwan Hongyuan <br> Group Co. Ltd., <br> Class H<br>| 515200 | 226691 |
| \* | Shenyang Jinbei <br> Automotive Co. Ltd., <br> Class A<br>| 32300 | 21138 |
|  | Shenyang Xingqi <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 2436 | 27440 |
|  | Shenzhen Airport Co. <br> Ltd., Class A<br>| 45500 | 46197 |
|  | Shenzhen Aisidi Co. <br> Ltd., Class A<br>| 32000 | 55790 |
|  | Shenzhen BSC <br> Technology Co. Ltd., <br> Class A<br>| 5600 | 28836 |
|  | Shenzhen Capchem <br> Technology Co. Ltd., <br> Class A<br>| 9680 | 72233 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shenzhen Cereals <br> Holdings Co. Ltd., <br> Class A<br>| 18500 | $18162 |
|  | Shenzhen Changhong <br> Technology Co. Ltd., <br> Class A<br>| 10700 | 20639 |
|  | Shenzhen Click <br> Technology Co. Ltd., <br> Class A<br>| 9300 | 24621 |
|  | Shenzhen Comix <br> Group Co. Ltd., <br> Class A<br>| 13700 | 12395 |
|  | Shenzhen Das <br> Intellitech Co. Ltd., <br> Class A<br>| 35800 | 16466 |
|  | Shenzhen Desay <br> Battery Technology <br> Co., Class A<br>| 6754 | 26679 |
| \* | Shenzhen Dynanonic <br> Co. Ltd., Class A<br>| 7752 | 50057 |
|  | Shenzhen Envicool <br> Technology Co. Ltd., <br> Class A<br>| 8112 | 79930 |
|  | Shenzhen Everwin <br> Precision <br> Technology Co. Ltd., <br> Class A<br>| 21680 | 115847 |
|  | Shenzhen Expressway <br> Corp. Ltd., Class H<br>| 158000 | 147731 |
|  | Shenzhen Fastprint <br> Circuit Tech Co. Ltd., <br> Class A<br>| 6900 | 20720 |
| \* | Shenzhen Fenda <br> Technology Co. Ltd., <br> Class A<br>| 17300 | 16200 |
|  | Shenzhen Fortune <br> Trend Technology <br> Co. Ltd., Class A<br>| 919 | 18547 |
|  | Shenzhen FRD <br> Science & <br> Technology Co. Ltd., <br> Class A<br>| 11300 | 49958 |
|  | Shenzhen Fuanna <br> Bedding & <br> Furnishing Co. Ltd., <br> Class A<br>| 27100 | 27435 |
|  | Shenzhen Gas Corp. <br> Ltd., Class A<br>| 37900 | 35800 |
| \* | Shenzhen Gongjin <br> Electronics Co. Ltd., <br> Class A<br>| 11100 | 18632 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shenzhen Goodix <br> Technology Co. Ltd., <br> Class A<br>| 2000 | $23115 |
|  | Shenzhen H&T <br> Intelligent Control <br> Co. Ltd., Class A<br>| 7600 | 54889 |
| Ω | Shenzhen Hepalink <br> Pharmaceutical <br> Group Co. Ltd., <br> Class H<br>| 41500 | 28701 |
|  | Shenzhen Honor <br> Electronic Co. Ltd., <br> Class A<br>| 1500 | 41033 |
|  | Shenzhen Huaqiang <br> Industry Co. Ltd., <br> Class A<br>| 6100 | 23825 |
|  | Shenzhen Inovance <br> Technology Co. Ltd., <br> Class A<br>| 12050 | 130377 |
|  | Shenzhen International <br> Holdings Ltd.<br>| 462250 | 479163 |
| #\* | Shenzhen Investment <br> Ltd.<br>| 825174 | 89187 |
|  | Shenzhen Invt Electric <br> Co. Ltd., Class A<br>| 14100 | 17853 |
|  | Shenzhen Jieshun <br> Science & <br> Technology Industry <br> Co. Ltd., Class A<br>| 9900 | 13553 |
|  | Shenzhen Jufei <br> Optoelectronics Co. <br> Ltd., Class A<br>| 33600 | 31619 |
|  | Shenzhen Kaifa <br> Technology Co. Ltd., <br> Class A<br>| 21100 | 80992 |
|  | Shenzhen Kangtai <br> Biological Products <br> Co. Ltd., Class A<br>| 8669 | 20964 |
|  | Shenzhen Kedali <br> Industry Co. Ltd., <br> Class A<br>| 5000 | 126631 |
| \* | Shenzhen Kingdom <br> Sci-Tech Co. Ltd., <br> Class A<br>| 13300 | 31476 |
|  | Shenzhen Kinwong <br> Electronic Co. Ltd., <br> Class A<br>| 9600 | 97879 |
|  | Shenzhen Kstar <br> Science & <br> Technology Co. Ltd., <br> Class A<br>| 6100 | 36908 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shenzhen Laibao <br> Hi-tech Co. Ltd., <br> Class A<br>| 20100 | $31535 |
|  | Shenzhen Leaguer Co. <br> Ltd., Class A<br>| 35800 | 46424 |
|  | Shenzhen Lifotronic <br> Technology Co. Ltd., <br> Class A<br>| 8011 | 15542 |
|  | Shenzhen Megmeet <br> Electrical Co. Ltd., <br> Class A<br>| 5200 | 55603 |
|  | Shenzhen Microgate <br> Technology Co. Ltd., <br> Class A<br>| 14300 | 25511 |
|  | Shenzhen Mindray <br> Bio-Medical <br> Electronics Co. Ltd., <br> Class A<br>| 11200 | 338611 |
|  | Shenzhen MTC Co. <br> Ltd., Class A<br>| 40800 | 35277 |
|  | Shenzhen New <br> Industries <br> Biomedical <br> Engineering Co. <br> Ltd., Class A<br>| 9400 | 80616 |
| \* | Shenzhen New <br> Nanshan Holding <br> Group Co. Ltd., <br> Class A<br>| 60900 | 26643 |
| \* | Shenzhen Overseas <br> Chinese Town Co. <br> Ltd., Class A<br>| 61900 | 20727 |
|  | Shenzhen Qingyi <br> Photomask Ltd., <br> Class A<br>| 4798 | 19415 |
|  | Shenzhen Salubris <br> Pharmaceuticals Co. <br> Ltd., Class A<br>| 4000 | 33518 |
|  | Shenzhen SC New <br> Energy Technology <br> Corp., Class A<br>| 5245 | 69643 |
|  | Shenzhen SED <br> Industry Co. Ltd., <br> Class A<br>| 8900 | 25940 |
|  | Shenzhen SEG Co. <br> Ltd., Class A<br>| 18200 | 25362 |
|  | Shenzhen Senior <br> Technology Material <br> Co. Ltd., Class A<br>| 16993 | 34011 |
|  | Shenzhen Sinexcel <br> Electric Co. Ltd., <br> Class A<br>| 2800 | 16463 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shenzhen Sunlord <br> Electronics Co. Ltd., <br> Class A<br>| 10900 | $58547 |
|  | Shenzhen Sunnypol <br> Optoelectronics Co. <br> Ltd., Class A<br>| 3800 | 12738 |
|  | Shenzhen Sunway <br> Communication Co. <br> Ltd., Class A<br>| 13100 | 65816 |
|  | Shenzhen Tagen <br> Group Co. Ltd., <br> Class A<br>| 33700 | 17951 |
|  | Shenzhen Topband <br> Co. Ltd., Class A<br>| 25000 | 48470 |
|  | Shenzhen Topway <br> Video <br> Communication Co. <br> Ltd., Class A<br>| 17300 | 20644 |
|  | Shenzhen Transsion <br> Holdings Co. Ltd., <br> Class A<br>| 13384 | 143470 |
|  | Shenzhen Weiguang <br> Biological Products <br> Co. Ltd., Class A<br>| 5200 | 20012 |
|  | Shenzhen Woer <br> Heat-Shrinkable <br> Material Co. Ltd., <br> Class A<br>| 14100 | 54799 |
|  | Shenzhen Yan Tian <br> Port Holding Co. <br> Ltd., Class A<br>| 25000 | 16024 |
|  | Shenzhen Yinghe <br> Technology Co. Ltd., <br> Class A<br>| 18600 | 78283 |
| \* | Shenzhen Yitoa <br> Intelligent Control <br> Co. Ltd., Class A<br>| 17400 | 27934 |
| \* | Shenzhen Ysstech <br> Info-tech Co. Ltd., <br> Class A<br>| 6800 | 19435 |
|  | Shenzhen YUTO <br> Packaging <br> Technology Co. Ltd., <br> Class A<br>| 21000 | 80584 |
|  | Shenzhen Zhongjin <br> Lingnan Nonfemet <br> Co. Ltd., Class A<br>| 79100 | 61317 |
| \* | Shijiazhuang <br> Changshan BeiMing <br> Technology Co. Ltd., <br> Class A<br>| 11100 | 36005 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shijiazhuang Yiling <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 8357 | $21012 |
|  | Shinva Medical <br> Instrument Co. Ltd., <br> Class A<br>| 11960 | 26120 |
|  | Shiyue Daotian Group <br> Co. Ltd., Class H<br>| 30000 | 32378 |
| †† | Shouhang High-Tech <br> Energy Co. Ltd., <br> Class A<br>| 53900 | 530 |
| \* | Shuangliang <br> Eco-Energy Systems <br> Co. Ltd., Class A<br>| 39000 | 37909 |
|  | Shui On Land Ltd. | 940500 | 85812 |
| \* | Siasun Robot & <br> Automation Co. Ltd., <br> Class A<br>| 4900 | 12703 |
|  | Sichuan Chuantou <br> Energy Co. Ltd., <br> Class A<br>| 47100 | 97470 |
|  | Sichuan Development <br> Lomon Co. Ltd., <br> Class A<br>| 39300 | 61683 |
|  | Sichuan EM <br> Technology Co. Ltd., <br> Class A<br>| 19100 | 53515 |
|  | Sichuan Expressway <br> Co. Ltd., Class H<br>| 234000 | 153985 |
| \* | Sichuan Haite <br> High-tech Co. Ltd., <br> Class A<br>| 14200 | 25047 |
|  | Sichuan Hebang <br> Biotechnology Co. <br> Ltd., Class A<br>| 126600 | 38780 |
|  | Sichuan Injet Electric <br> Co. Ltd., Class A<br>| 1800 | 13372 |
|  | Sichuan Jiuyuan Yinhai <br> Software Co. Ltd., <br> Class A<br>| 8320 | 22558 |
| \* | Sichuan Lutianhua Co. <br> Ltd., Class A<br>| 38500 | 23216 |
|  | Sichuan New Energy <br> Power Co. Ltd., <br> Class A<br>| 30700 | 53067 |
|  | Sichuan Road & <br> Bridge Group Co. <br> Ltd., Class A<br>| 57880 | 77139 |
|  | Sichuan Swellfun Co. <br> Ltd., Class A<br>| 5600 | 33294 |
|  | Sichuan Teway Food <br> Group Co. Ltd., <br> Class A<br>| 14300 | 23993 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Sichuan Yahua <br> Industrial Group Co. <br> Ltd., Class A<br>| 24500 | $69993 |
| \* | SIM Technology Group <br> Ltd.<br>| 262000 | 12446 |
| Ω | Simcere <br> Pharmaceutical <br> Group Ltd.<br>| 81000 | 129012 |
|  | Sineng Electric Co. <br> Ltd., Class A<br>| 7980 | 36132 |
|  | Sino <br> Biopharmaceutical <br> Ltd.<br>| 2319000 | 2112451 |
|  | Sinocare, Inc., Class A | 9700 | 25824 |
| \* | Sinochem International <br> Corp., Class A<br>| 21000 | 12339 |
|  | Sinofert Holdings Ltd. | 464000 | 90733 |
|  | Sinolink Securities Co. <br> Ltd., Class A<br>| 30800 | 42766 |
|  | Sinoma International <br> Engineering Co., <br> Class A<br>| 67300 | 90108 |
|  | Sinoma Science & <br> Technology Co. Ltd., <br> Class A<br>| 13400 | 65260 |
|  | Sinomach Automobile <br> Co. Ltd., Class A<br>| 45500 | 39886 |
|  | Sinomach Precision <br> Industry Group Co. <br> Ltd., Class A<br>| 16800 | 67630 |
|  | Sinomine Resource <br> Group Co. Ltd., <br> Class A<br>| 7952 | 62933 |
|  | Sinopec Engineering <br> Group Co. Ltd., <br> Class H<br>| 534500 | 503502 |
| # | Sinopec Kantons <br> Holdings Ltd.<br>| 336000 | 173800 |
| \* | Sinopec Oilfield <br> Equipment Corp., <br> Class A<br>| 25900 | 26456 |
| \* | Sinopec Oilfield <br> Service Corp., <br> Class H<br>| 906000 | 89874 |
|  | Sinopec Shanghai <br> Petrochemical Co. <br> Ltd., Class H<br>| 402000 | 68805 |
|  | Sinopep-Allsino Bio <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 3246 | 17731 |
|  | Sinopharm Group Co. <br> Ltd., Class H<br>| 632800 | 1577295 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| Sino-Platinum Metals <br> Co. Ltd., Class A<br>| 10478 | $24487 |
| Sinoseal Holding Co. <br> Ltd., Class A<br>| 3600 | 17612 |
| Sinosoft Co. Ltd., <br> Class A<br>| 19880 | 59303 |
| Sinosteel Engineering <br> & Technology Co. <br> Ltd., Class A<br>| 43400 | 39046 |
| Sinosteel New <br> Materials Co. Ltd., <br> Class A<br>| 20800 | 32025 |
| Sinotrans Ltd., <br> Class H<br>| 819000 | 556683 |
| Sinotruk Hong Kong <br> Ltd.<br>| 206000 | 688212 |
| Sinotruk Jinan Truck <br> Co. Ltd., Class A<br>| 18000 | 45925 |
| Skshu Paint Co. Ltd., <br> Class A<br>| 7078 | 43882 |
| Skyworth Digital Co. <br> Ltd., Class A<br>| 29900 | 57134 |
| Songcheng <br> Performance <br> Development Co. <br> Ltd., Class A<br>| 14900 | 16825 |
| Sonoscape Medical <br> Corp., Class A<br>| 8300 | 33464 |
| SooChow Securities <br> Co. Ltd., Class A<br>| 35340 | 47669 |
| Southern Publishing & <br> Media Co. Ltd., <br> Class A<br>| 11900 | 23661 |
| Southwest Securities <br> Co. Ltd., Class A<br>| 58800 | 39172 |
| Stanley Agricultural <br> Group Co. Ltd., <br> Class A<br>| 22600 | 30967 |
| Star Lake Bioscience <br> Co., Inc. Zhaoqing <br> Guangdong, <br> Class A<br>| 27700 | 27982 |
| StarPower <br> Semiconductor Ltd., <br> Class A<br>| 2660 | 39141 |
| State Grid Information <br> & Communication <br> Co. Ltd., Class A<br>| 17400 | 45085 |
| STO Express Co. Ltd., <br> Class A<br>| 35000 | 76184 |
| Sufa Technology <br> Industry Co. Ltd. <br> CNNC, Class A<br>| 11400 | 33729 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Sumavision <br> Technologies Co. <br> Ltd., Class A<br>| 21300 | $16912 |
|  | Sumec Corp. Ltd., <br> Class A<br>| 48500 | 77101 |
|  | Sun Art Retail Group <br> Ltd.<br>| 314500 | 76426 |
| \* | Sun Create Electronics <br> Co. Ltd., Class A<br>| 2704 | 10005 |
|  | Sun King Technology <br> Group Ltd.<br>| 240000 | 62426 |
|  | Sunflower <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 14494 | 29734 |
|  | Sungrow Power Supply <br> Co. Ltd., Class A<br>| 24640 | 657408 |
|  | Suning Universal Co. <br> Ltd., Class A<br>| 52000 | 18635 |
|  | Sunny Optical <br> Technology Group <br> Co. Ltd.<br>| 96200 | 929648 |
|  | Sunresin New <br> Materials Co. Ltd., <br> Class A<br>| 7875 | 61479 |
|  | Sunrise Group Co. <br> Ltd., Class A<br>| 26000 | 21126 |
| \* | Sunshine Lake Pharma <br> Co. Ltd.<br>| 24041 | 141702 |
|  | Suntak Technology Co. <br> Ltd., Class A<br>| 22200 | 44443 |
|  | Sunward Intelligent <br> Equipment Co. Ltd., <br> Class A<br>| 21300 | 39664 |
|  | Sunwoda Electronic <br> Co. Ltd., Class A<br>| 13100 | 66036 |
|  | Suofeiya Home <br> Collection Co. Ltd., <br> Class A<br>| 12600 | 23047 |
|  | SUPCON Technology <br> Co. Ltd., Class A<br>| 3434 | 25254 |
|  | Suzhou Anjie <br> Technology Co. Ltd., <br> Class A<br>| 15000 | 29346 |
|  | Suzhou Dongshan <br> Precision <br> Manufacturing Co. <br> Ltd., Class A<br>| 16100 | 154986 |
|  | Suzhou Gold Mantis <br> Construction <br> Decoration Co. Ltd., <br> Class A<br>| 71600 | 34215 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Suzhou Good-Ark <br> Electronics Co. Ltd., <br> Class A<br>| 10100 | $14541 |
|  | Suzhou Maxwell <br> Technologies Co. <br> Ltd., Class A<br>| 896 | 13256 |
|  | Suzhou Secote <br> Precision Electronic <br> Co. Ltd., Class A<br>| 4900 | 33029 |
|  | Suzhou Sushi Testing <br> Group Co. Ltd., <br> Class A<br>| 10600 | 23333 |
|  | Suzhou TFC Optical <br> Communication Co. <br> Ltd., Class A<br>| 6348 | 139993 |
| # | SY Holdings Group <br> Ltd.<br>| 86000 | 124924 |
|  | Symphony Holdings <br> Ltd.<br>| 330000 | 63785 |
| \* | SYoung Group Co. <br> Ltd., Class A<br>| 10900 | 31308 |
|  | Taiji Computer Corp. <br> Ltd., Class A<br>| 10439 | 39433 |
| \* | Taiyuan Heavy Industry <br> Co. Ltd., Class A<br>| 58500 | 22864 |
|  | TangShan Port Group <br> Co. Ltd., Class A<br>| 54500 | 30431 |
|  | Tangshan Sanyou <br> Chemical Industries <br> Co. Ltd., Class A<br>| 63350 | 50755 |
| \* | Tanwan, Inc. | 25400 | 48408 |
|  | Tasly Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 15400 | 33444 |
|  | TCL Electronics <br> Holdings Ltd.<br>| 308000 | 365693 |
|  | Telling <br> Telecommunication <br> Holding Co. Ltd., <br> Class A<br>| 25400 | 36014 |
|  | Ten Pao Group <br> Holdings Ltd.<br>| 140000 | 40882 |
|  | Tencent Holdings Ltd. | 672000 | 54585013 |
|  | Tencent Music <br> Entertainment <br> Group, ADR<br>| 114507 | 2555796 |
| # | Tenfu Cayman <br> Holdings Co. Ltd.<br>| 46000 | 17528 |
|  | Three Squirrels, Inc., <br> Class A<br>| 7900 | 26182 |
|  | Thunder Software <br> Technology Co. Ltd., <br> Class A<br>| 3000 | 28996 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Tian An China <br> Investment Co. Ltd.<br>| 112000 | $65466 |
|  | Tian Lun Gas Holdings <br> Ltd.<br>| 55500 | 23115 |
| \*†† | Tian Shan <br> Development <br> Holding Ltd.<br>| 76000 | 0 |
|  | Tiande Chemical <br> Holdings Ltd.<br>| 244000 | 45003 |
| # | Tiangong International <br> Co. Ltd.<br>| 216000 | 81800 |
| \* | Tianjin 712 <br> Communication & <br> Broadcasting Co. <br> Ltd., Class A<br>| 7700 | 21750 |
|  | Tianjin Chase Sun <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 44000 | 23629 |
|  | Tianjin Development <br> Holdings Ltd.<br>| 60000 | 20074 |
|  | Tianjin Port Co. Ltd., <br> Class A<br>| 70200 | 47455 |
|  | Tianjin Port <br> Development <br> Holdings Ltd.<br>| 304000 | 27831 |
|  | Tianjin Ringpu <br> Bio-Technology Co. <br> Ltd., Class A<br>| 8200 | 24851 |
|  | Tianjin TEDA <br> Resources Recycling <br> Group Co. Ltd., <br> Class A<br>| 32700 | 19516 |
| \* | Tianma <br> Microelectronics Co. <br> Ltd., Class A<br>| 32300 | 44111 |
|  | Tianneng Power <br> International Ltd.<br>| 184000 | 203979 |
| \* | Tianqi Lithium Corp., <br> Class H<br>| 45600 | 280307 |
|  | Tianrun Industry <br> Technology Co. Ltd., <br> Class A<br>| 36500 | 32688 |
|  | Tianshui Huatian <br> Technology Co. Ltd., <br> Class A<br>| 36200 | 61425 |
|  | Tibet Mineral <br> Development Co. <br> Ltd., Class A<br>| 7900 | 29221 |
|  | Tibet Rhodiola <br> Pharmaceutical <br> Holding Co., <br> Class A<br>| 9480 | 61877 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Time Interconnect <br> Technology Ltd.<br>| 88000 | $177007 |
|  | Tinergy Chemical Co. <br> Ltd., Class A<br>| 69890 | 54823 |
|  | Tingyi Cayman Islands <br> Holding Corp.<br>| 368000 | 504907 |
|  | Titan Wind Energy <br> Suzhou Co. Ltd., <br> Class A<br>| 36100 | 38870 |
|  | TK Group Holdings <br> Ltd.<br>| 30000 | 9829 |
|  | Tofflon Science & <br> Technology Group <br> Co. Ltd., Class A<br>| 16700 | 39800 |
|  | Toly Bread Co. Ltd., <br> Class A<br>| 26129 | 20020 |
|  | Tomson Group Ltd. | 221689 | 77195 |
|  | Tongcheng Travel <br> Holdings Ltd.<br>| 354400 | 975240 |
|  | Tongdao Liepin Group | 70200 | 28761 |
|  | Tongguan Gold Group <br> Ltd.<br>| 196000 | 68240 |
|  | Tonghua Dongbao <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 19900 | 25236 |
| \* | Tonghua Golden-Horse <br> Pharmaceutical <br> Industry Co. Ltd., <br> Class A<br>| 11000 | 40090 |
|  | Tongkun Group Co. <br> Ltd., Class A<br>| 31900 | 63771 |
|  | Tongling Jingda <br> Special Magnet Wire <br> Co. Ltd., Class A<br>| 43100 | 65768 |
|  | Tongling Nonferrous <br> Metals Group Co. <br> Ltd., Class A<br>| 149100 | 110773 |
|  | Tongyu Heavy Industry <br> Co. Ltd., Class A<br>| 50700 | 21953 |
|  | Topchoice Medical <br> Corp., Class A<br>| 7089 | 43297 |
|  | Topsec Technologies <br> Group, Inc., Class A<br>| 38100 | 55841 |
| Ω | Topsports International <br> Holdings Ltd.<br>| 765000 | 303188 |
|  | Toread Holdings Group <br> Co. Ltd., Class A<br>| 26900 | 35382 |
| # | Towngas Smart Energy <br> Co. Ltd.<br>| 307626 | 154217 |
| \* | TPV Technology Co. <br> Ltd., Class A<br>| 71200 | 26031 |
|  | Transfar Zhilian Co. <br> Ltd., Class A<br>| 79500 | 69779 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | TravelSky Technology <br> Ltd., Class H<br>| 97000 | $127652 |
|  | Triangle Tyre Co. Ltd., <br> Class A<br>| 10100 | 20992 |
| \* | Trigiant Group Ltd. | 272000 | 11020 |
|  | Trip.com Group Ltd. <br> (9961 HK)<br>| 30400 | 2139291 |
|  | Trip.com Group Ltd. <br> (TCOM US), ADR<br>| 38258 | 2702928 |
|  | Triumph Science & <br> Technology Co. Ltd., <br> Class A<br>| 7400 | 12762 |
| \* | TRS Information <br> Technology Corp. <br> Ltd., Class A<br>| 10300 | 29810 |
| \* | Truking Technology <br> Ltd., Class A<br>| 10500 | 16532 |
|  | Tsingtao Brewery Co. <br> Ltd., Class H<br>| 144000 | 973228 |
|  | TSP Wind Power <br> Group Co. Ltd.<br>| 28400 | 33866 |
|  | Tuniu Corp., <br> Sponsored ADR<br>| 11396 | 9605 |
|  | Unigroup Guoxin <br> Microelectronics Co. <br> Ltd., Class A<br>| 3319 | 38126 |
|  | Unilumin Group Co. <br> Ltd., Class A<br>| 43100 | 44677 |
|  | Uni-President China <br> Holdings Ltd.<br>| 221000 | 239264 |
|  | Unisplendour Corp. <br> Ltd., Class A<br>| 30780 | 117201 |
|  | Universal Scientific <br> Industrial Shanghai <br> Co. Ltd., Class A<br>| 22300 | 75475 |
|  | Valiant Co. Ltd., <br> Class A<br>| 29200 | 57495 |
|  | Vats Liquor Chain <br> Store Management <br> JSC Ltd. (300755 <br> C2), Class A<br>| 4200 | 12274 |
|  | Vatti Corp. Ltd., <br> Class A<br>| 13500 | 12128 |
| \* | Vcanbio Cell & Gene <br> Engineering Corp. <br> Ltd., Class A<br>| 7200 | 24958 |
| \* | Venustech Group, Inc., <br> Class A<br>| 11700 | 25774 |
| \* | Verisilicon <br> Microelectronics <br> Shanghai Co. Ltd., <br> Class A<br>| 1465 | 32795 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Vipshop Holdings Ltd., <br> ADR<br>| 149155 | $2608721 |
|  | Visual China Group <br> Co. Ltd., Class A<br>| 5600 | 17031 |
| \*Ω | Viva Biotech Holdings | 172000 | 53944 |
|  | Walvax Biotechnology <br> Co. Ltd., Class A<br>| 19100 | 32835 |
|  | Wangneng <br> Environment Co. <br> Ltd., Class A<br>| 8600 | 20665 |
|  | Wangsu Science & <br> Technology Co. Ltd., <br> Class A<br>| 17700 | 28798 |
|  | Wanguo Gold Group <br> Ltd.<br>| 44000 | 173214 |
|  | Want Want China <br> Holdings Ltd.<br>| 969000 | 626194 |
|  | Wanxiang Qianchao <br> Co. Ltd., Class A<br>| 31300 | 55273 |
|  | Warom Technology, <br> Inc. Co., Class A<br>| 7000 | 19230 |
|  | Wasion Holdings Ltd. | 134000 | 215600 |
|  | Weibo Corp. (9898 <br> HK), Class A<br>| 760 | 8310 |
| # | Weibo Corp. (WB US), <br> Sponsored ADR<br>| 16135 | 175549 |
|  | Weichai Power Co. <br> Ltd., Class H<br>| 692000 | 1429879 |
|  | Weifu High-Technology <br> Group Co. Ltd., <br> Class A<br>| 15600 | 47072 |
|  | Weihai Guangwei <br> Composites Co. Ltd., <br> Class A<br>| 12320 | 49850 |
|  | Wencan Group Co. <br> Ltd., Class A<br>| 5200 | 15802 |
|  | Wenzhou Yihua <br> Connector Co. Ltd., <br> Class A<br>| 4000 | 26374 |
|  | Western Mining Co. <br> Ltd., Class A<br>| 31700 | 106923 |
|  | Western Region Gold <br> Co. Ltd., Class A<br>| 7100 | 27366 |
|  | Western Securities Co. <br> Ltd., Class A<br>| 43700 | 52779 |
|  | Western <br> Superconducting <br> Technologies Co. <br> Ltd., Class A<br>| 6525 | 71706 |
|  | Wharf Holdings Ltd. | 153000 | 402521 |
|  | Willfar Information <br> Technology Co. Ltd., <br> Class A<br>| 4219 | 21886 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Winall Hi-Tech Seed <br> Co. Ltd., Class A<br>| 11400 | $14198 |
|  | Windey Energy <br> Technology Group <br> Co. Ltd., Class A<br>| 7410 | 19025 |
| \* | Wingtech Technology <br> Co. Ltd., Class A<br>| 6900 | 43608 |
|  | Winning Health <br> Technology Group <br> Co. Ltd., Class A<br>| 28000 | 34811 |
|  | Wolong Electric Group <br> Co. Ltd., Class A<br>| 14400 | 97786 |
| \* | World Union Group, <br> Inc., Class A<br>| 32800 | 10705 |
|  | Wuchan Zhongda <br> Group Co. Ltd., <br> Class A<br>| 108100 | 88901 |
|  | Wuhan Dr. Laser <br> Technology Corp. <br> Ltd., Class A<br>| 5036 | 47623 |
|  | Wuhan East Lake High <br> Technology Group <br> Co. Ltd., Class A<br>| 28200 | 38995 |
|  | Wuhan Fingu <br> Electronic <br> Technology Co. Ltd., <br> Class A<br>| 10000 | 17540 |
| \* | Wuhan Guide Infrared <br> Co. Ltd., Class A<br>| 21106 | 41183 |
| \* | Wuhan Jingce <br> Electronic Group Co. <br> Ltd., Class A<br>| 1900 | 20068 |
| \* | Wuhan P&S <br> Information <br> Technology Co. Ltd., <br> Class A<br>| 21500 | 33833 |
|  | Wuhan Raycus Fiber <br> Laser Technologies <br> Co. Ltd., Class A<br>| 5900 | 21332 |
|  | Wuhu Token Science <br> Co. Ltd., Class A<br>| 37700 | 32886 |
|  | Wuliangye Yibin Co. <br> Ltd., Class A<br>| 30812 | 515432 |
|  | WUS Printed Circuit <br> Kunshan Co. Ltd., <br> Class A<br>| 16990 | 168927 |
| Ω | WuXi AppTec Co. Ltd., <br> Class H<br>| 61900 | 864936 |
|  | Wuxi Autowell <br> Technology Co. Ltd., <br> Class A<br>| 8430 | 51802 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Wuxi Best Precision <br> Machinery Co. Ltd., <br> Class A<br>| 7000 | $25932 |
| \*Ω | Wuxi Biologics <br> Cayman, Inc.<br>| 598000 | 2789128 |
|  | Wuxi Boton Technology <br> Co. Ltd., Class A<br>| 5900 | 19320 |
|  | Wuxi Huaguang <br> Environment & <br> Energy Group Co. <br> Ltd., Class A<br>| 24900 | 54136 |
|  | Wuxi Lead Intelligent <br> Equipment Co. Ltd., <br> Class A<br>| 4000 | 32882 |
|  | Wuxi NCE Power Co. <br> Ltd., Class A<br>| 5740 | 30303 |
|  | Wuxi Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 40800 | 34814 |
|  | Wuxi Taiji Industry Ltd. <br> Co., Class A<br>| 38600 | 47040 |
|  | XCMG Construction <br> Machinery Co. Ltd., <br> Class A<br>| 127100 | 190108 |
|  | XGD, Inc., Class A | 12100 | 47113 |
| \*Ω | Xiabuxiabu Catering <br> Management China <br> Holdings Co. Ltd.<br>| 74500 | 9592 |
|  | Xiamen Bank Co. Ltd., <br> Class A<br>| 41100 | 40732 |
|  | Xiamen C & D, Inc., <br> Class A<br>| 53600 | 76793 |
|  | Xiamen Faratronic Co. <br> Ltd., Class A<br>| 2700 | 45686 |
|  | Xiamen International <br> Airport Co. Ltd., <br> Class A<br>| 11480 | 27327 |
|  | Xiamen Intretech, Inc., <br> Class A<br>| 16990 | 47277 |
|  | Xiamen ITG Group <br> Corp. Ltd., Class A<br>| 57300 | 52193 |
|  | Xiamen Jihong <br> Technology Co. Ltd., <br> Class A<br>| 4100 | 10752 |
|  | Xiamen Kingdomway <br> Group Co., Class A<br>| 13000 | 36888 |
|  | Xiamen Port <br> Development Co. <br> Ltd., Class A<br>| 22300 | 32782 |
|  | Xiamen Tungsten Co. <br> Ltd., Class A<br>| 31600 | 158660 |
|  | Xiamen Xiangyu Co. <br> Ltd., Class A<br>| 74206 | 86607 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Xi'an Bright Laser <br> Technologies Co. <br> Ltd., Class A<br>| 1025 | $10880 |
|  | Xi'An Shaangu Power <br> Co. Ltd., Class A<br>| 34700 | 42438 |
|  | Xi'an Triangle Defense <br> Co. Ltd., Class A<br>| 5400 | 19476 |
|  | Xiandai Investment Co. <br> Ltd., Class A<br>| 41500 | 24719 |
| \* | Xiangtan Electric <br> Manufacturing Co. <br> Ltd., Class A<br>| 27900 | 59747 |
|  | Xiangtan <br> Electrochemical <br> Scientific Co. Ltd., <br> Class A<br>| 17900 | 37203 |
| \*Ω | Xiaomi Corp., Class B | 1338800 | 7427543 |
|  | Xilinmen Furniture Co. <br> Ltd., Class A<br>| 8000 | 19233 |
|  | Xinfengming Group <br> Co. Ltd., Class A<br>| 35700 | 79799 |
|  | Xingfa Aluminium <br> Holdings Ltd.<br>| 41000 | 41064 |
|  | Xinhua Winshare <br> Publishing & Media <br> Co. Ltd., Class H<br>| 134000 | 179865 |
|  | Xinhuanet Co. Ltd., <br> Class A<br>| 10660 | 29964 |
|  | Xinjiang <br> Communications <br> Construction Group <br> Co. Ltd., Class A<br>| 5700 | 15156 |
|  | Xinjiang Xuefeng <br> Sci-Tech Group Co. <br> Ltd., Class A<br>| 21300 | 27194 |
|  | Xinxiang Chemical <br> Fiber Co. Ltd., <br> Class A<br>| 26500 | 16294 |
| # | Xinyi Energy Holdings <br> Ltd.<br>| 465286 | 75969 |
|  | Xizang Zhufeng <br> Resources Co. Ltd., <br> Class A<br>| 15200 | 30482 |
|  | Xizi Clean Energy <br> Equipment <br> Manufacturing Co. <br> Ltd., Class A<br>| 14000 | 31518 |
| \* | XPeng, Inc., Class A | 145300 | 1692768 |
|  | Xtep International <br> Holdings Ltd.<br>| 510962 | 369995 |
|  | Xuji Electric Co. Ltd., <br> Class A<br>| 21100 | 78459 |
| \* | Xunlei Ltd., ADR | 19606 | 174689 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| Ω | Yadea Group Holdings <br> Ltd.<br>| 438653 | $685799 |
|  | Yangling Metron New <br> Material, Inc., <br> Class A<br>| 12826 | 30023 |
| Ω | Yangtze Optical Fibre <br> & Cable Joint Stock <br> Co. Ltd., Class H<br>| 6500 | 29787 |
|  | Yangzhou Yangjie <br> Electronic <br> Technology Co. Ltd., <br> Class A<br>| 6700 | 65665 |
|  | Yankershop Food Co. <br> Ltd., Class A<br>| 4830 | 49839 |
|  | Yantai Changyu <br> Pioneer Wine Co. <br> Ltd., Class A<br>| 6800 | 20545 |
|  | Yantai China Pet <br> Foods Co. Ltd., <br> Class A<br>| 5400 | 43408 |
|  | Yantai Dongcheng <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 10300 | 22603 |
|  | Yantai Eddie Precision <br> Machinery Co. Ltd., <br> Class A<br>| 15380 | 40444 |
|  | Yantai Jereh Oilfield <br> Services Group Co. <br> Ltd., Class A<br>| 21300 | 149680 |
|  | Yantai Zhenghai <br> Magnetic Material <br> Co. Ltd., Class A<br>| 21600 | 50737 |
| \* | Yatsen Holding Ltd., <br> ADR<br>| 25009 | 177564 |
|  | YD Electronic <br> Technology Co. Ltd., <br> Class A<br>| 6600 | 43503 |
| \* | Yeahka Ltd. | 59600 | 66460 |
|  | Yealink Network <br> Technology Corp. <br> Ltd., Class A<br>| 12772 | 64602 |
|  | Yeebo International <br> Holdings Ltd.<br>| 42000 | 23728 |
|  | YGSOFT, Inc., <br> Class A<br>| 25800 | 23580 |
| \* | Yibin Tianyuan Group <br> Co. Ltd., Class A<br>| 33800 | 27660 |
|  | Yifan Pharmaceutical <br> Co. Ltd., Class A<br>| 13800 | 25544 |
|  | Yifeng Pharmacy <br> Chain Co. Ltd., <br> Class A<br>| 22041 | 75679 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| # | Yihai International <br> Holding Ltd.<br>| 153000 | $234750 |
|  | Yindu Kitchen <br> Equipment Co. Ltd., <br> Class A<br>| 8410 | 21526 |
|  | Yiren Digital Ltd., <br> Sponsored ADR<br>| 11804 | 65866 |
| #Ω | Yixin Group Ltd. | 253500 | 73890 |
|  | Yixintang <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 10200 | 19224 |
|  | Yizumi Holdings Co. <br> Ltd., Class A<br>| 9100 | 32334 |
|  | Yonfer Agricultural <br> Technology Co. Ltd., <br> Class A<br>| 50100 | 104735 |
| \* | Yonghui Superstores <br> Co. Ltd., Class A<br>| 30400 | 19977 |
|  | Yotrio Group Co. Ltd., <br> Class A<br>| 40700 | 22079 |
| \* | Youcare <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 9354 | 28486 |
| \* | Youdao, Inc., ADR | 2087 | 21893 |
|  | Youngor Fashion Co. <br> Ltd., Class A<br>| 66900 | 70539 |
|  | Youngy Co. Ltd., <br> Class A<br>| 6400 | 42742 |
|  | Youzu Interactive Co. <br> Ltd., Class A<br>| 21100 | 38244 |
|  | YTO Express Group <br> Co. Ltd., Class A<br>| 32600 | 78388 |
|  | Yuexiu Property Co. <br> Ltd.<br>| 476800 | 274513 |
|  | Yuexiu Services Group <br> Ltd.<br>| 77500 | 25325 |
|  | Yuexiu Transport <br> Infrastructure Ltd.<br>| 192000 | 104933 |
|  | YUNDA Holding Group <br> Co. Ltd., Class A<br>| 61380 | 62853 |
| \* | Yunkang Group Ltd. | 8000 | 1084 |
|  | Yunnan Baiyao Group <br> Co. Ltd., Class A<br>| 12780 | 101815 |
|  | Yunnan Copper Co. <br> Ltd., Class A<br>| 48500 | 123040 |
| \* | Yunnan Energy New <br> Material Co. Ltd., <br> Class A<br>| 5600 | 38192 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Yunnan Nantian <br> Electronics <br> Information Co. Ltd., <br> Class A<br>| 11800 | $30431 |
|  | Yunnan Tin Co. Ltd., <br> Class A<br>| 41800 | 139299 |
|  | Yusys Technologies <br> Co. Ltd., Class A<br>| 7040 | 23718 |
|  | Yutong Bus Co. Ltd., <br> Class A<br>| 28600 | 129953 |
| \* | Z Fin Ltd. | 30240 | 22949 |
|  | Zangge Mining Co. <br> Ltd., Class A<br>| 3400 | 28151 |
|  | ZBOM Home <br> Collection Co. Ltd., <br> Class A<br>| 5605 | 7330 |
|  | Zengame Technology <br> Holding Ltd.<br>| 112000 | 33494 |
|  | Zhangzhou <br> Pientzehuang <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 7029 | 175987 |
|  | Zhaojin Mining Industry <br> Co. Ltd., Class H<br>| 182500 | 679546 |
|  | Zhe Jiang Li Zi Yuan <br> Food Co. Ltd., <br> Class A<br>| 5600 | 9640 |
|  | Zhefu Holding Group <br> Co. Ltd., Class A<br>| 75300 | 43484 |
|  | Zhejiang Asia-Pacific <br> Mechanical & <br> Electronic Co. Ltd., <br> Class A<br>| 21200 | 42294 |
|  | Zhejiang Cfmoto <br> Power Co. Ltd., <br> Class A<br>| 1100 | 39581 |
|  | Zhejiang Changsheng <br> Sliding Bearings Co. <br> Ltd., Class A<br>| 2300 | 28277 |
|  | Zhejiang China <br> Commodities City <br> Group Co. Ltd., <br> Class A<br>| 26500 | 68690 |
|  | Zhejiang Chint <br> Electrics Co. Ltd., <br> Class A<br>| 24300 | 97979 |
|  | Zhejiang <br> Communications <br> Technology Co. Ltd., <br> Class A<br>| 76580 | 44987 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Zhejiang Conba <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 56400 | $37094 |
|  | Zhejiang <br> Crystal-Optech Co. <br> Ltd., Class A<br>| 12900 | 45281 |
|  | Zhejiang Dahua <br> Technology Co. Ltd., <br> Class A<br>| 29002 | 83401 |
|  | Zhejiang Daily Digital <br> Culture Group Co. <br> Ltd., Class A<br>| 32000 | 61201 |
|  | Zhejiang Dingli <br> Machinery Co. Ltd., <br> Class A<br>| 7500 | 56015 |
| \* | Zhejiang Dun'An <br> Artificial Environment <br> Co. Ltd., Class A<br>| 28100 | 54477 |
|  | Zhejiang Expressway <br> Co. Ltd., Class H<br>| 484160 | 472640 |
|  | Zhejiang Garden <br> Biopharmaceutical <br> Co. Ltd., Class A<br>| 9000 | 17419 |
|  | Zhejiang <br> Guyuelongshan <br> Shaoxing Wine Co. <br> Ltd., Class A<br>| 28300 | 37782 |
|  | Zhejiang Haikong <br> Nanke Huatie Digital <br> Intelligence & <br> Technology Co. Ltd.<br>| 25200 | 27831 |
|  | Zhejiang Hailiang Co. <br> Ltd., Class A<br>| 55700 | 90097 |
|  | Zhejiang Hailide New <br> Material Co. Ltd., <br> Class A<br>| 33300 | 27355 |
|  | Zhejiang HangKe <br> Technology, Inc. Co., <br> Class A<br>| 5605 | 25758 |
|  | Zhejiang Hangmin Co. <br> Ltd., Class A<br>| 16190 | 16269 |
| \* | Zhejiang Hisoar <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 16500 | 13316 |
|  | Zhejiang Hisun <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 20700 | 32614 |
|  | Zhejiang Huace Film & <br> Television Co. Ltd., <br> Class A<br>| 39600 | 42753 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Zhejiang Jiahua <br> Energy Chemical <br> Industry Co. Ltd., <br> Class A<br>| 47700 | $57154 |
|  | Zhejiang Jiecang <br> Linear Motion <br> Technology Co. Ltd., <br> Class A<br>| 5100 | 27437 |
|  | Zhejiang Jinggong <br> Integration <br> Technology Co. Ltd., <br> Class A<br>| 9400 | 27134 |
|  | Zhejiang Jingsheng <br> Mechanical & <br> Electrical Co. Ltd., <br> Class A<br>| 12400 | 68011 |
|  | Zhejiang Jingxin <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 22860 | 60564 |
|  | Zhejiang Jolly <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 10100 | 24882 |
|  | Zhejiang Lante Optics <br> Co. Ltd., Class A<br>| 5852 | 26389 |
|  | Zhejiang Longsheng <br> Group Co. Ltd., <br> Class A<br>| 29600 | 43828 |
|  | Zhejiang Medicine Co. <br> Ltd., Class A<br>| 18416 | 37713 |
| \* | Zhejiang Narada <br> Power Source Co. <br> Ltd., Class A<br>| 11200 | 29743 |
|  | Zhejiang NHU Co. Ltd., <br> Class A<br>| 40548 | 138545 |
|  | Zhejiang Orient <br> Financial Holdings <br> Group Co. Ltd., <br> Class A<br>| 32670 | 32956 |
| \* | Zhejiang Orient Gene <br> Biotech Co. Ltd., <br> Class A<br>| 3838 | 14372 |
|  | Zhejiang Qianjiang <br> Motorcycle Co. Ltd., <br> Class A<br>| 8600 | 19408 |
|  | Zhejiang Runtu Co. <br> Ltd., Class A<br>| 42100 | 43324 |
|  | Zhejiang Sanhua <br> Intelligent Controls <br> Co. Ltd., Class A<br>| 13000 | 91288 |
|  | Zhejiang Semir <br> Garment Co. Ltd., <br> Class A<br>| 59400 | 45156 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Zhejiang Shaoxing <br> RuiFeng Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 32682 | $25180 |
|  | Zhejiang Shouxiangu <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 5800 | 16502 |
|  | Zhejiang Southeast <br> Space Frame Co. <br> Ltd., Class A<br>| 17900 | 11699 |
| \* | Zhejiang Sunriver <br> Culture Tourism Co. <br> Ltd., Class A<br>| 29900 | 30417 |
|  | Zhejiang Supor Co. <br> Ltd., Class A<br>| 3700 | 24817 |
|  | Zhejiang Taihua New <br> Material Group Co. <br> Ltd., Class A<br>| 5700 | 7088 |
|  | Zhejiang Tianyu <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 2880 | 10609 |
|  | Zhejiang Wanfeng Auto <br> Wheel Co. Ltd., <br> Class A<br>| 12700 | 30365 |
|  | Zhejiang Wanliyang <br> Co. Ltd., Class A<br>| 22800 | 28874 |
|  | Zhejiang Wanma Co. <br> Ltd., Class A<br>| 19100 | 48227 |
|  | Zhejiang Weiming <br> Environment <br> Protection Co. Ltd., <br> Class A<br>| 15500 | 47162 |
|  | Zhejiang Weixing <br> Industrial <br> Development Co. <br> Ltd., Class A<br>| 25600 | 39161 |
|  | Zhejiang Weixing New <br> Building Materials <br> Co. Ltd., Class A<br>| 27500 | 39932 |
|  | Zhejiang Wolwo <br> Bio-Pharmaceutical <br> Co. Ltd., Class A<br>| 8100 | 38628 |
|  | Zhejiang XCC Group <br> Co. Ltd., Class A<br>| 5000 | 32278 |
|  | Zhejiang Xianju <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 15411 | 20521 |
|  | Zhejiang Xinan <br> Chemical Industrial <br> Group Co. Ltd., <br> Class A<br>| 25500 | 36124 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Zhejiang Xinao <br> Textiles, Inc., <br> Class A<br>| 9800 | $11018 |
|  | Zhejiang Yasha <br> Decoration Co. Ltd., <br> Class A<br>| 23500 | 13319 |
|  | Zhejiang Yinlun <br> Machinery Co. Ltd., <br> Class A<br>| 6700 | 35992 |
| \* | Zhejiang Yongtai <br> Technology Co. Ltd., <br> Class A<br>| 19300 | 52840 |
|  | Zhende Medical Co. <br> Ltd., Class A<br>| 2900 | 38747 |
|  | Zhenjiang Dongfang <br> Electric Heating <br> Technology Co. Ltd., <br> Class A<br>| 20100 | 15244 |
|  | Zheshang Securities <br> Co. Ltd., Class A<br>| 20000 | 32674 |
|  | Zhewen Interactive <br> Group Co. Ltd., <br> Class A<br>| 24600 | 30236 |
| #\* | Zhihu, Inc. | 18400 | 25976 |
| \*Ω | ZhongAn Online P&C <br> Insurance Co. Ltd., <br> Class H<br>| 248900 | 535923 |
|  | Zhongji Innolight Co. <br> Ltd., Class A<br>| 10800 | 713195 |
|  | Zhongjin Gold Corp. <br> Ltd., Class A<br>| 45100 | 140085 |
|  | ZhongMan Petroleum <br> & Natural Gas <br> Group Corp. Ltd., <br> Class A<br>| 6200 | 18303 |
|  | Zhongshan Broad <br> Ocean Motor Co. <br> Ltd., Class A<br>| 65800 | 113409 |
|  | Zhongshan Public <br> Utilities Group Co. <br> Ltd., Class A<br>| 19200 | 33505 |
|  | Zhongsheng Group <br> Holdings Ltd.<br>| 243000 | 383599 |
|  | Zhongtai Securities Co. <br> Ltd., Class A<br>| 11600 | 11384 |
| \*†† | Zhongtian Financial <br> Group Co. Ltd., <br> Class A<br>| 191400 | 0 |
|  | Zhongtong Bus <br> Holding Co. Ltd., <br> Class A<br>| 17300 | 28580 |
| # | Zhongyu Energy <br> Holdings Ltd.<br>| 215000 | 86299 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| #Ω | Zhongyuan Bank Co. <br> Ltd., Class H<br>| 309000 | $12337 |
| Ω | Zhou Hei Ya <br> International <br> Holdings Co. Ltd.<br>| 51500 | 12084 |
|  | Zhuhai Huafa <br> Properties Co. Ltd., <br> Class A<br>| 41600 | 28773 |
|  | Zhuzhou CRRC Times <br> Electric Co. Ltd., <br> Class H<br>| 112900 | 573772 |
|  | Zhuzhou Hongda <br> Electronics Corp. <br> Ltd., Class A<br>| 3900 | 23459 |
|  | Zhuzhou Kibing Group <br> Co. Ltd., Class A<br>| 61100 | 60980 |
| \* | Zhuzhou Smelter <br> Group Co. Ltd., <br> Class A<br>| 18800 | 41368 |
|  | Zhuzhou Times New <br> Material Technology <br> Co. Ltd., Class A<br>| 15400 | 31601 |
|  | Zibo Qixiang Tengda <br> Chemical Co. Ltd., <br> Class A<br>| 29200 | 19747 |
|  | ZJAMP Group Co. <br> Ltd., Class A<br>| 17100 | 22746 |
| #Ω | ZJLD Group, Inc. | 129000 | 144958 |
|  | ZMJ Group Co. Ltd., <br> Class H<br>| 61800 | 170598 |
|  | Zoomlion Heavy <br> Industry Science & <br> Technology Co. Ltd., <br> Class H<br>| 323600 | 312446 |
| # | ZTE Corp., Class H | 152400 | 643743 |
|  | ZTO Express Cayman, <br> Inc. (2057 HK)<br>| 43750 | 807134 |
|  | ZTO Express Cayman, <br> Inc. (ZTO US), ADR<br>| 16402 | 304913 |
|  | ZWSOFT Co. Ltd. <br> Guangzhou, <br> Class A<br>| 3029 | 34327 |
| Ω | Zylox-Tonbridge <br> Medical Technology <br> Co. Ltd., Class H<br>| 29500 | 89646 |
| TOTAL CHINA | TOTAL CHINA |  | 363574443 |
| COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) |
|  | Celsia SA | 54286 | 68867 |
|  | Grupo Cibest SA | 20019 | 324590 |
|  | Grupo Cibest SA, <br> ADR<br>| 9294 | 539424 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COLOMBIA — (Continued) | COLOMBIA — (Continued) | COLOMBIA — (Continued) | COLOMBIA — (Continued) |
|  | Grupo Energia Bogota <br> SA ESP<br>| 179125 | $146379 |
|  | Interconexion Electrica <br> SA ESP<br>| 40591 | 263259 |
|  | Mineros SA | 13708 | 48364 |
|  | Promigas SA ESP | 46475 | 77525 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | 1468408 |
| CZECH REPUBLIC — (0.1%) | CZECH REPUBLIC — (0.1%) | CZECH REPUBLIC — (0.1%) | CZECH REPUBLIC — (0.1%) |
|  | Komercni Banka AS | 6954 | 355740 |
| Ω | Moneta Money Bank <br> AS<br>| 48319 | 408996 |
| TOTAL CZECH <br> REPUBLIC | TOTAL CZECH <br> REPUBLIC |  | 764736 |
| EGYPT — (0.0%) | EGYPT — (0.0%) | EGYPT — (0.0%) | EGYPT — (0.0%) |
|  | Commercial <br> International Bank - <br> Egypt (CIB) (CBKD <br> LI), GDR<br>| 91950 | 196039 |
| GREECE — (0.5%) | GREECE — (0.5%) | GREECE — (0.5%) | GREECE — (0.5%) |
| \* | Aktor SA Holding Co. <br> Technical & Energy <br> Projects<br>| 7411 | 71924 |
|  | Alpha Bank SA | 185968 | 729033 |
|  | Athens International <br> Airport SA<br>| 5095 | 58815 |
|  | Athens Water Supply & <br> Sewage Co. SA<br>| 6473 | 51804 |
|  | Autohellas Tourist & <br> Trading SA<br>| 5765 | 73513 |
|  | Avax SA | 7770 | 21465 |
|  | Bank of Greece | 4972 | 84856 |
|  | Ellaktor SA | 12375 | 22206 |
| # | ElvalHalcor SA | 22035 | 81214 |
|  | Eurobank Ergasias <br> Services & Holdings <br> SA<br>| 187823 | 706516 |
|  | Fourlis Holdings SA | 12777 | 60433 |
|  | GEK Terna SA | 5108 | 136332 |
|  | Hellenic Exchanges - <br> Athens Stock <br> Exchange SA<br>| 7039 | 50621 |
|  | Hellenic <br> Telecommunications <br> Organization SA<br>| 14845 | 278771 |
|  | Helleniq Energy <br> Holdings SA<br>| 31421 | 276365 |
|  | Ideal Holdings SA | 8352 | 56546 |
|  | Intracom Holdings SA | 12803 | 49311 |
|  | Jumbo SA | 18352 | 582358 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GREECE — (Continued) | GREECE — (Continued) | GREECE — (Continued) | GREECE — (Continued) |
|  | Kri-Kri Milk Industry <br> SA<br>| 2713 | $61562 |
| \* | LAMDA Development <br> SA<br>| 4426 | 37751 |
|  | Lavipharm SA | 13888 | 12909 |
|  | Motor Oil Hellas <br> Corinth Refineries <br> SA<br>| 20367 | 610349 |
|  | National Bank of <br> Greece SA<br>| 40552 | 596054 |
|  | OPAP SA | 33126 | 684854 |
|  | Piraeus Port Authority <br> SA<br>| 1629 | 80739 |
|  | Profile Systems & <br> Software SA<br>| 3854 | 32021 |
|  | Quest Holdings SA | 8669 | 70393 |
|  | Sarantis SA | 5551 | 80696 |
|  | Thrace Plastics <br> Holding & Co.<br>| 3797 | 17037 |
| TOTAL GREECE | TOTAL GREECE |  | 5676448 |
| HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) |
|  | Truly International <br> Holdings Ltd.<br>| 98000 | 14364 |
| HUNGARY — (0.3%) | HUNGARY — (0.3%) | HUNGARY — (0.3%) | HUNGARY — (0.3%) |
| #\* | 4iG Nyrt | 5746 | 68642 |
|  | Magyar Telekom <br> Telecommunications <br> PLC<br>| 97235 | 509624 |
| \* | MASTERPLAST Nyrt | 1147 | 9533 |
|  | OTP Bank Nyrt | 22647 | 2161779 |
|  | Richter Gedeon Nyrt | 15998 | 492803 |
| TOTAL HUNGARY | TOTAL HUNGARY |  | 3242381 |
| INDIA — (15.1%) | INDIA — (15.1%) | INDIA — (15.1%) | INDIA — (15.1%) |
|  | 360 ONE WAM Ltd. | 55496 | 677454 |
|  | 3M India Ltd. | 587 | 195539 |
|  | 63 Moons <br> Technologies Ltd.<br>| 6370 | 57152 |
|  | Aarti Industries Ltd. | 14842 | 63654 |
|  | ABB India Ltd. | 6445 | 379107 |
|  | Abbott India Ltd. | 126 | 41176 |
|  | Accelya Solutions India <br> Ltd.<br>| 1511 | 23607 |
|  | Action Construction <br> Equipment Ltd.<br>| 15331 | 190174 |
| \* | Adani Green Energy <br> Ltd.<br>| 17622 | 225237 |
|  | Adani Total Gas Ltd. | 27211 | 192956 |
|  | ADF Foods Ltd. | 12605 | 31392 |
| \* | Aditya Birla Capital <br> Ltd.<br>| 305852 | 1120241 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | Aditya Birla Fashion & <br> Retail Ltd.<br>| 51393 | $46975 |
| \* | Aditya Birla Lifestyle <br> Brands Ltd.<br>| 51393 | 77400 |
|  | Aditya Birla Sun Life <br> Asset Management <br> Co. Ltd.<br>| 7598 | 64816 |
|  | Advanced Enzyme <br> Technologies Ltd.<br>| 11626 | 40188 |
|  | Aegis Logistics Ltd. | 43099 | 362160 |
| \* | Affle 3i Ltd. | 4309 | 93282 |
|  | Ahluwalia Contracts <br> India Ltd.<br>| 5052 | 53957 |
|  | AIA Engineering Ltd. | 2473 | 90907 |
|  | Ajanta Pharma Ltd. | 10574 | 294209 |
|  | Ajmera Realty & Infra <br> India Ltd.<br>| 2145 | 25848 |
|  | Akzo Nobel India Ltd. | 3858 | 141158 |
|  | Alembic <br> Pharmaceuticals <br> Ltd.<br>| 9666 | 97866 |
|  | Alkem Laboratories <br> Ltd.<br>| 7590 | 469019 |
| \* | Allcargo Gati Ltd. | 15561 | 11361 |
|  | Allcargo Logistics Ltd. | 123978 | 47916 |
|  | Allied Digital Services <br> Ltd.<br>| 4683 | 9606 |
|  | Amara Raja Energy & <br> Mobility Ltd.<br>| 22821 | 258280 |
| \* | Amber Enterprises <br> India Ltd.<br>| 2285 | 206554 |
|  | Ambika Cotton Mills <br> Ltd.<br>| 671 | 10279 |
|  | Amrutanjan Health <br> Care Ltd.<br>| 1522 | 12440 |
|  | Anant Raj Ltd. | 23144 | 167784 |
|  | Angel One Ltd. | 14848 | 417309 |
|  | Anup Engineering Ltd. | 1400 | 36574 |
|  | Apar Industries Ltd. | 5389 | 525960 |
|  | APL Apollo Tubes Ltd. | 57568 | 1164562 |
|  | Aptech Ltd. | 4388 | 5333 |
|  | Aptus Value Housing <br> Finance India Ltd.<br>| 19676 | 70607 |
|  | Arvind Fashions Ltd. | 24134 | 136490 |
|  | Arvind SmartSpaces <br> Ltd.<br>| 4403 | 31717 |
|  | Ashapura Minechem <br> Ltd.<br>| 2437 | 18264 |
|  | Ashiana Housing Ltd. | 10235 | 32279 |
|  | Ashok Leyland Ltd. | 1062128 | 1689874 |
| \* | Ashoka Buildcon Ltd. | 41864 | 96803 |
|  | Asian Paints Ltd. | 61068 | 1726502 |
| Ω | Aster DM Healthcare <br> Ltd.<br>| 44244 | 337789 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Astra Microwave <br> Products Ltd.<br>| 7406 | $87001 |
|  | Astral Ltd. | 15251 | 248561 |
|  | AstraZeneca Pharma <br> India Ltd.<br>| 1479 | 158418 |
|  | AurionPro Solutions <br> Ltd.<br>| 5307 | 72169 |
|  | Automotive Axles Ltd. | 548 | 10483 |
|  | Avadh Sugar & Energy <br> Ltd.<br>| 1668 | 8121 |
|  | Avantel Ltd. | 27576 | 53315 |
|  | Avanti Feeds Ltd. | 10804 | 84791 |
| \*Ω | Avenue Supermarts <br> Ltd.<br>| 12277 | 573957 |
| \* | AWL Agri Business <br> Ltd.<br>| 20310 | 62640 |
|  | Axis Bank Ltd. (AXSB <br> IN)<br>| 66855 | 927404 |
| \* | AXISCADES <br> Technologies Ltd.<br>| 6885 | 124244 |
|  | Bajaj Auto Ltd. | 7145 | 715961 |
| \* | Bajaj Consumer Care <br> Ltd.<br>| 18187 | 56752 |
|  | Bajaj Finance Ltd. | 252210 | 2968356 |
|  | Bajaj Finserv Ltd. | 32683 | 768776 |
|  | Bajaj Holdings & <br> Investment Ltd.<br>| 3982 | 552347 |
|  | Balaji Amines Ltd. | 1762 | 27873 |
|  | Balrampur Chini Mills <br> Ltd.<br>| 39453 | 203611 |
|  | Banco Products India <br> Ltd.<br>| 7160 | 57225 |
| Ω | Bandhan Bank Ltd. | 216689 | 381481 |
|  | Bank of India | 138098 | 217697 |
|  | Bank of Maharashtra | 149303 | 99365 |
|  | Bannari Amman <br> Sugars Ltd.<br>| 614 | 24878 |
|  | BASF India Ltd. | 4120 | 204621 |
|  | Bata India Ltd. | 14808 | 178002 |
|  | Bayer CropScience <br> Ltd.<br>| 4956 | 272220 |
|  | BCL Industries Ltd. | 12912 | 5786 |
|  | BEML Ltd. | 4818 | 237951 |
|  | Berger Paints India <br> Ltd.<br>| 82416 | 502326 |
| \* | BF Utilities Ltd. | 6688 | 55395 |
|  | Bhansali Engineering <br> Polymers Ltd.<br>| 24745 | 27478 |
|  | Bharat Bijlee Ltd. | 1886 | 64237 |
|  | Bharat Electronics Ltd. | 537864 | 2579779 |
|  | Bharat Heavy <br> Electricals Ltd.<br>| 224965 | 669574 |
|  | Bharat Petroleum <br> Corp. Ltd.<br>| 219760 | 880129 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Bharat Rasayan Ltd. | 293 | $35712 |
|  | Bharti Airtel Ltd. | 189241 | 4396603 |
|  | Biocon Ltd. | 67582 | 283797 |
|  | BirlaNu Ltd. | 812 | 17496 |
|  | Birlasoft Ltd. | 54584 | 227870 |
| \* | BL Kashyap & Sons <br> Ltd.<br>| 12089 | 8044 |
|  | Black Box Ltd. | 20920 | 124713 |
|  | Blue Dart Express Ltd. | 709 | 51854 |
|  | Blue Star Ltd. | 28323 | 615160 |
| \* | Bluspring Enterprises <br> Ltd.<br>| 21752 | 19744 |
|  | Bombay Burmah <br> Trading Co.<br>| 6371 | 142267 |
|  | Bombay Dyeing & <br> Manufacturing Co. <br> Ltd.<br>| 30915 | 57088 |
| \* | Borosil Scientific Ltd. | 1998 | 3082 |
|  | Bosch Ltd. | 870 | 365100 |
|  | Brigade Enterprises <br> Ltd.<br>| 11908 | 138897 |
| \* | Brightcom Group Ltd. | 280280 | 42960 |
|  | Britannia Industries <br> Ltd.<br>| 16319 | 1075239 |
| \* | Camlin Fine Sciences <br> Ltd.<br>| 33166 | 72780 |
|  | Campus Activewear <br> Ltd.<br>| 8701 | 27341 |
|  | Can Fin Homes Ltd. | 23469 | 227925 |
| \* | Capacit'e Infraprojects <br> Ltd.<br>| 12030 | 38693 |
|  | Caplin Point <br> Laboratories Ltd.<br>| 6971 | 159168 |
|  | Carborundum <br> Universal Ltd.<br>| 20681 | 210354 |
|  | Care Ratings Ltd. | 849 | 15283 |
| \* | Cartrade Tech Ltd. | 6926 | 233875 |
|  | Carysil Ltd. | 1864 | 19602 |
|  | Castrol India Ltd. | 167976 | 368575 |
|  | CE Info Systems Ltd. | 3487 | 71268 |
|  | Ceat Ltd. | 3239 | 146905 |
|  | Cello World Ltd. | 1776 | 13106 |
|  | Cemindia Projects Ltd. | 23769 | 217462 |
|  | Central Depository <br> Services India Ltd.<br>| 29541 | 529271 |
|  | Centum Electronics <br> Ltd.<br>| 521 | 14850 |
|  | Century Enka Ltd. | 1684 | 8808 |
|  | Century Plyboards <br> India Ltd.<br>| 20485 | 173702 |
|  | Cera Sanitaryware <br> Ltd.<br>| 1360 | 95662 |
|  | CG Power & Industrial <br> Solutions Ltd.<br>| 110121 | 912033 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | Chalet Hotels Ltd. | 5660 | $60525 |
|  | Chambal Fertilisers & <br> Chemicals Ltd.<br>| 35229 | 190778 |
| \* | Chemplast Sanmar <br> Ltd.<br>| 5512 | 24706 |
|  | Chennai Petroleum <br> Corp. Ltd.<br>| 11761 | 128544 |
| \* | Choice International <br> Ltd.<br>| 9080 | 85401 |
|  | Cholamandalam <br> Financial Holdings <br> Ltd.<br>| 26218 | 562183 |
|  | Cholamandalam <br> Investment & <br> Finance Co. Ltd.<br>| 73280 | 1403850 |
|  | CIE Automotive India <br> Ltd.<br>| 22908 | 111037 |
| \* | Cigniti Technologies <br> Ltd.<br>| 2958 | 57433 |
|  | Clean Science & <br> Technology Ltd.<br>| 2279 | 25909 |
|  | CMS Info Systems <br> Ltd.<br>| 22516 | 94428 |
| Ω | Cochin Shipyard Ltd. | 21148 | 426336 |
|  | Coforge Ltd. | 85710 | 1722133 |
|  | Colgate-Palmolive <br> India Ltd.<br>| 40596 | 1028696 |
|  | Computer Age <br> Management <br> Services Ltd.<br>| 9520 | 420660 |
|  | Confidence Petroleum <br> India Ltd.<br>| 15873 | 7413 |
|  | Container Corp. of <br> India Ltd.<br>| 34714 | 213822 |
|  | Coromandel <br> International Ltd.<br>| 47641 | 1145869 |
|  | Cosmo First Ltd. | 1123 | 10494 |
|  | Craftsman Automation <br> Ltd.<br>| 2885 | 216588 |
| \* | CreditAccess Grameen <br> Ltd.<br>| 12386 | 196716 |
|  | CRISIL Ltd. | 4179 | 232330 |
|  | Crompton Greaves <br> Consumer <br> Electricals Ltd.<br>| 69066 | 219899 |
|  | Cummins India Ltd. | 24226 | 1186273 |
|  | Cyient Ltd. | 17513 | 229799 |
| \*Ω | D.P. Abhushan Ltd. | 943 | 14967 |
|  | Dabur India Ltd. | 59337 | 326120 |
|  | Datamatics Global <br> Services Ltd.<br>| 1949 | 20485 |
|  | DB Corp. Ltd. | 7571 | 22886 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | DCM Shriram <br> Industries Ltd.<br>| 7514 | $14769 |
|  | Deep Industries Ltd. | 3825 | 20814 |
|  | Deepak Fertilisers & <br> Petrochemicals <br> Corp. Ltd.<br>| 15981 | 267677 |
|  | Deepak Nitrite Ltd. | 17686 | 343202 |
| \* | Delhivery Ltd. | 69980 | 367679 |
|  | Delta Corp. Ltd. | 19778 | 17350 |
| \* | DEN Networks Ltd. | 51088 | 19113 |
| \* | Dhanlaxmi Bank Ltd. | 78780 | 23399 |
|  | Dhanuka Agritech Ltd. | 4458 | 68508 |
| \* | Digitide Solutions Ltd. | 21752 | 39027 |
| Ω | Dilip Buildcon Ltd. | 14000 | 78000 |
| \* | Dish TV India Ltd. | 417871 | 20947 |
| \* | Dishman Carbogen <br> Amcis Ltd.<br>| 13491 | 44275 |
|  | Dixon Technologies <br> India Ltd.<br>| 7615 | 1327877 |
|  | Dodla Dairy Ltd. | 2492 | 36334 |
|  | Dollar Industries Ltd. | 2411 | 9704 |
| Ω | Dr. Lal PathLabs Ltd. | 10906 | 385729 |
| # | Dr. Reddy's <br> Laboratories Ltd., <br> ADR<br>| 10840 | 144064 |
|  | Dr. Reddy's <br> Laboratories Ltd. <br> (DRRD IN)<br>| 69669 | 937727 |
|  | Dwarikesh Sugar <br> Industries Ltd.<br>| 24957 | 12211 |
|  | Dynacons Systems & <br> Solutions Ltd.<br>| 3186 | 32985 |
|  | Dynamatic <br> Technologies Ltd.<br>| 398 | 35429 |
|  | eClerx Services Ltd. | 8309 | 442708 |
|  | Eicher Motors Ltd. | 15100 | 1192012 |
| \* | EID Parry India Ltd. | 27259 | 330158 |
|  | Eimco Elecon India <br> Ltd.<br>| 645 | 13570 |
|  | Elecon Engineering <br> Co. Ltd.<br>| 19406 | 122485 |
|  | Elgi Equipments Ltd. | 41925 | 234638 |
|  | Emami Ltd. | 73976 | 444751 |
| \* | Embassy <br> Developments Ltd.<br>| 90498 | 95013 |
| Ω | Endurance <br> Technologies Ltd.<br>| 6416 | 205082 |
|  | Engineers India Ltd. | 53759 | 121835 |
|  | EPL Ltd. | 67370 | 153001 |
| \*Ω | Equitas Small Finance <br> Bank Ltd.<br>| 119737 | 77041 |
| Ω | Eris Lifesciences Ltd. | 11571 | 208109 |
|  | ESAB India Ltd. | 1334 | 73617 |
|  | Escorts Kubota Ltd. | 8042 | 342311 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | Eternal Ltd. | 159024 | $567990 |
| \* | Eureka Forbes Ltd. | 10298 | 64572 |
|  | Eveready Industries <br> India Ltd.<br>| 2554 | 10878 |
|  | Everest Kanto Cylinder <br> Ltd.<br>| 17487 | 28583 |
|  | Excel Industries Ltd. | 1401 | 17659 |
|  | Expleo Solutions Ltd. | 1493 | 17003 |
|  | FDC Ltd. | 13171 | 68777 |
|  | Federal Bank Ltd. | 105157 | 280098 |
|  | Filatex India Ltd. | 43861 | 31272 |
|  | Fine Organic Industries <br> Ltd.<br>| 1963 | 97921 |
|  | Fineotex Chemical <br> Ltd.<br>| 508100 | 170738 |
| \* | Fino Payments Bank <br> Ltd.<br>| 970 | 3090 |
|  | Finolex Cables Ltd. | 17633 | 156218 |
|  | Finolex Industries Ltd. | 56470 | 119186 |
|  | Firstsource Solutions <br> Ltd.<br>| 110374 | 439983 |
|  | Force Motors Ltd. | 1571 | 313119 |
|  | Fortis Healthcare Ltd. | 95400 | 1100528 |
| \* | FSN E-Commerce <br> Ventures Ltd.<br>| 212455 | 594147 |
| \* | Fusion Finance Ltd. | 19024 | 34205 |
|  | G R Infraprojects Ltd. | 1451 | 19026 |
|  | Gabriel India Ltd. | 11003 | 157366 |
|  | Galaxy Surfactants <br> Ltd.<br>| 4382 | 109992 |
| \* | Ganesh Benzoplast <br> Ltd.<br>| 3712 | 3647 |
|  | Ganesh Housing Ltd. | 6076 | 56687 |
|  | Garware Hi-Tech Films <br> Ltd.<br>| 873 | 33395 |
|  | Gateway Distriparks <br> Ltd.<br>| 84005 | 60483 |
|  | GE Vernova T&D India <br> Ltd.<br>| 16801 | 573626 |
|  | GHCL Textiles Ltd. | 10074 | 8784 |
|  | GIC Housing Finance <br> Ltd.<br>| 13893 | 27370 |
|  | Gillette India Ltd. | 1864 | 189092 |
| Ω | Gland Pharma Ltd. | 2287 | 49698 |
|  | GlaxoSmithKline <br> Pharmaceuticals <br> Ltd.<br>| 11246 | 331598 |
|  | Glenmark <br> Pharmaceuticals <br> Ltd.<br>| 25958 | 552751 |
|  | Global Health Ltd. | 17102 | 251961 |
|  | Globus Spirits Ltd. | 1069 | 13967 |
|  | GMM Pfaudler Ltd. | 6699 | 97436 |
| \* | GMR Airports Ltd. | 368392 | 388754 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | GNA Axles Ltd. | 2031 | $7131 |
|  | Godrej Consumer <br> Products Ltd.<br>| 44434 | 560278 |
| \* | Godrej Properties Ltd. | 21424 | 551121 |
| \* | Gokul Agro Resources <br> Ltd.<br>| 14016 | 27069 |
|  | Goldiam International <br> Ltd.<br>| 9589 | 38621 |
|  | Granules India Ltd. | 32588 | 207820 |
|  | Gravita India Ltd. | 6503 | 121946 |
|  | Greaves Cotton Ltd. | 27270 | 69950 |
|  | Greenlam Industries <br> Ltd.<br>| 10968 | 32720 |
|  | Greenply Industries <br> Ltd.<br>| 28877 | 99207 |
|  | Grindwell Norton Ltd. | 4821 | 91229 |
|  | Gufic Biosciences Ltd. | 2091 | 7674 |
|  | Gujarat Gas Ltd. | 25908 | 119005 |
|  | Gujarat Pipavav Port <br> Ltd.<br>| 75513 | 141714 |
|  | Gujarat State <br> Fertilizers & <br> Chemicals Ltd.<br>| 43956 | 94433 |
|  | Gujarat State Petronet <br> Ltd.<br>| 86224 | 300345 |
|  | Gulf Oil Lubricants <br> India Ltd.<br>| 3376 | 47007 |
| \* | Hathway Cable & <br> Datacom Ltd.<br>| 100039 | 15573 |
|  | Hatsun Agro Product <br> Ltd.<br>| 9468 | 117924 |
|  | Havells India Ltd. | 32078 | 538725 |
|  | HBL Engineering Ltd. | 22713 | 256304 |
|  | HCL Technologies Ltd. | 129196 | 2239516 |
| Ω | HDFC Asset <br> Management Co. <br> Ltd.<br>| 9985 | 604478 |
|  | HDFC Bank Ltd. | 129282 | 1438412 |
| Ω | HDFC Life Insurance <br> Co. Ltd.<br>| 64413 | 529944 |
| \* | HealthCare Global <br> Enterprises Ltd.<br>| 14367 | 120858 |
|  | Heritage Foods Ltd. | 11224 | 60992 |
|  | Hero MotoCorp Ltd. <br> (HMCL IN)<br>| 25182 | 1573569 |
| \* | Heubach Colorants <br> India Ltd.<br>| 3739 | 21775 |
|  | HFCL Ltd. | 194533 | 160803 |
|  | HG Infra Engineering <br> Ltd.<br>| 3130 | 32405 |
|  | Himadri Speciality <br> Chemical Ltd.<br>| 30118 | 162841 |
|  | Himatsingka Seide <br> Ltd.<br>| 18367 | 25646 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Hinduja Global <br> Solutions Ltd.<br>| 5135 | $30035 |
|  | Hindustan Aeronautics <br> Ltd.<br>| 21208 | 1119411 |
|  | Hindustan Copper Ltd. | 31109 | 119086 |
| \* | Hindustan Foods Ltd. | 5182 | 30719 |
|  | Hindustan Unilever <br> Ltd.<br>| 77554 | 2150084 |
| \* | Hindware Home <br> Innovation Ltd.<br>| 4999 | 20719 |
|  | Hitachi Energy India <br> Ltd.<br>| 1840 | 367826 |
| Ω | Home First Finance <br> Co. India Ltd.<br>| 15090 | 203127 |
|  | Honda India Power <br> Products Ltd.<br>| 808 | 23744 |
|  | HPL Electric & Power <br> Ltd.<br>| 3653 | 18210 |
| \* | Hubtown Ltd. | 7652 | 25793 |
|  | Huhtamaki India Ltd. | 5375 | 14752 |
|  | ICICI Bank Ltd. (IBN <br> US), Sponsored <br> ADR<br>| 185870 | 5631861 |
|  | ICICI Bank Ltd. <br> (ICICIBC IN)<br>| 116647 | 1767772 |
| Ω | ICICI Lombard General <br> Insurance Co. Ltd.<br>| 21320 | 480656 |
| Ω | ICICI Prudential Life <br> Insurance Co. Ltd.<br>| 40878 | 272389 |
|  | ICRA Ltd. | 43 | 3100 |
|  | IDFC First Bank Ltd. | 1239328 | 1140156 |
| \* | IFB Industries Ltd. | 2098 | 44188 |
| \* | IFCI Ltd. | 156797 | 102215 |
|  | IIFL Capital Services <br> Ltd.<br>| 47129 | 182154 |
| \* | Imagicaaworld <br> Entertainment Ltd.<br>| 21746 | 12681 |
| Ω | IndiaMart InterMesh <br> Ltd.<br>| 4815 | 133426 |
|  | Indian Bank | 54819 | 530290 |
| Ω | Indian Energy <br> Exchange Ltd.<br>| 53641 | 84106 |
|  | Indian Railway <br> Catering & Tourism <br> Corp. Ltd.<br>| 33687 | 272339 |
| Ω | Indian Railway Finance <br> Corp. Ltd.<br>| 215994 | 299741 |
|  | Indigo Paints Ltd. | 5162 | 58344 |
|  | Indraprastha Gas Ltd. | 84020 | 200290 |
|  | Indraprastha Medical <br> Corp. Ltd.<br>| 14570 | 100627 |
| \* | IndusInd Bank Ltd. | 24576 | 219938 |
| \* | Infibeam Avenues Ltd. | 215377 | 43901 |
|  | Info Edge India Ltd. | 75523 | 1169069 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Infosys Ltd. (INFO IN) | 326432 | $5437572 |
| # | Infosys Ltd. (INFY US), <br> Sponsored ADR<br>| 235252 | 3898126 |
| \* | Innova Captab Ltd. | 821 | 7651 |
| \* | Inox Wind Ltd. | 54917 | 95696 |
| \* | Insecticides India Ltd. | 1206 | 9838 |
|  | Intellect Design Arena <br> Ltd.<br>| 13903 | 176507 |
|  | IOL Chemicals & <br> Pharmaceuticals <br> Ltd.<br>| 10585 | 11009 |
|  | ION Exchange India <br> Ltd.<br>| 17344 | 78148 |
|  | IRB Infrastructure <br> Developers Ltd.<br>| 401090 | 202747 |
| Ω | IRCON International <br> Ltd.<br>| 77768 | 148367 |
|  | ISGEC Heavy <br> Engineering Ltd.<br>| 4973 | 49041 |
|  | J Kumar Infraprojects <br> Ltd.<br>| 8288 | 61740 |
|  | Jagran Prakashan Ltd. | 8300 | 6780 |
|  | Jai Corp. Ltd. | 4884 | 9073 |
| \* | Jain Irrigation Systems <br> Ltd.<br>| 40771 | 23558 |
|  | Jammu & Kashmir <br> Bank Ltd. <br>| 103452 | 123600 |
|  | Jamna Auto Industries <br> Ltd.<br>| 41400 | 44120 |
|  | Jash Engineering Ltd. | 3840 | 20968 |
|  | JB Chemicals & <br> Pharmaceuticals <br> Ltd.<br>| 18676 | 352831 |
|  | Jindal Poly Films Ltd. | 5639 | 36042 |
|  | Jindal Saw Ltd. | 40752 | 80561 |
|  | Jindal Stainless Ltd. | 20283 | 172181 |
|  | Jio Financial Services <br> Ltd.<br>| 183847 | 636038 |
| \* | JITF Infralogistics Ltd. | 984 | 3351 |
|  | JK Paper Ltd. | 17350 | 77991 |
|  | JM Financial Ltd. | 166245 | 306570 |
|  | JTEKT India Ltd. | 6810 | 11961 |
|  | Jubilant Pharmova <br> Ltd.<br>| 12704 | 155916 |
|  | Jupiter Wagons Ltd. | 21015 | 76053 |
| \* | Just Dial Ltd. | 7135 | 62059 |
|  | Jyothy Labs Ltd. | 32517 | 115327 |
| \* | Jyoti Structures Ltd. | 183985 | 27049 |
|  | Kalpataru Projects <br> International Ltd.<br>| 27940 | 395018 |
|  | Kalyan Jewellers India <br> Ltd.<br>| 55036 | 316095 |
|  | Kansai Nerolac Paints <br> Ltd.<br>| 62903 | 176462 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Karnataka Bank Ltd.  | 46083 | $93141 |
|  | Kaveri Seed Co. Ltd. | 5664 | 66479 |
|  | KDDL Ltd. | 1783 | 50257 |
|  | KEC International Ltd. | 32737 | 301248 |
|  | KEI Industries Ltd. | 16302 | 738975 |
| \* | Kellton Tech Solutions <br> Ltd.<br>| 127720 | 31555 |
|  | Kennametal India Ltd. | 1352 | 31755 |
| \* | Kiri Industries Ltd. | 4098 | 24578 |
|  | Kirloskar Brothers Ltd. | 5926 | 125297 |
|  | Kirloskar Industries <br> Ltd.<br>| 167 | 7128 |
|  | Kirloskar Oil Engines <br> Ltd.<br>| 24296 | 273417 |
|  | Kirloskar Pneumatic <br> Co. Ltd.<br>| 3480 | 43869 |
|  | KNR Constructions <br> Ltd.<br>| 32849 | 67167 |
| \* | Kolte-Patil Developers <br> Ltd.<br>| 8425 | 40658 |
|  | Kopran Ltd. | 3553 | 6632 |
|  | Kotak Mahindra Bank <br> Ltd.<br>| 57319 | 1359949 |
|  | Kovai Medical Center <br> & Hospital Ltd.<br>| 834 | 60160 |
|  | KPIT Technologies <br> Ltd.<br>| 48178 | 633453 |
|  | KRBL Ltd. | 2328 | 9792 |
| \*Ω | Krishna Institute of <br> Medical Sciences <br> Ltd.<br>| 42752 | 347000 |
|  | Krsnaa Diagnostics <br> Ltd.<br>| 1566 | 13692 |
|  | KSB Ltd. | 13940 | 124511 |
|  | Ksolves India Ltd. | 1522 | 5460 |
| \* | Latent View Analytics <br> Ltd.<br>| 3778 | 19109 |
|  | Laxmi Organic <br> Industries Ltd.<br>| 6427 | 14128 |
|  | LG Balakrishnan & <br> Bros Ltd.<br>| 3409 | 54514 |
|  | LIC Housing Finance <br> Ltd.<br>| 104346 | 672523 |
|  | Lloyds Engineering <br> Works Ltd.<br>| 82355 | 51134 |
|  | Lloyds Metals & <br> Energy Ltd.<br>| 24249 | 355592 |
|  | LMW Ltd. | 497 | 88036 |
|  | LT Foods Ltd. | 45711 | 216422 |
|  | Lumax Auto <br> Technologies Ltd.<br>| 5511 | 70124 |
|  | Lumax Industries Ltd. | 391 | 21921 |
|  | Lupin Ltd. | 24499 | 544146 |
|  | LUX Industries Ltd. | 742 | 10686 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Magellanic Cloud Ltd. | 29368 | $20022 |
|  | Mahanagar Gas Ltd. | 9182 | 131605 |
|  | Maharashtra Scooters <br> Ltd.<br>| 348 | 59161 |
|  | Maharashtra Seamless <br> Ltd.<br>| 5712 | 36586 |
|  | Mahindra & Mahindra <br> Ltd.<br>| 113489 | 4460838 |
| \* | Mahindra Holidays & <br> Resorts India Ltd.<br>| 7103 | 26315 |
|  | Mahindra Lifespace <br> Developers Ltd.<br>| 15122 | 65793 |
| Ω | Mahindra Logistics <br> Ltd.<br>| 3049 | 12069 |
| \* | Man Industries India <br> Ltd.<br>| 4913 | 22822 |
|  | Man Infraconstruction <br> Ltd.<br>| 27104 | 45284 |
|  | Manappuram Finance <br> Ltd.<br>| 106552 | 324903 |
| \* | Mangalore Refinery & <br> Petrochemicals Ltd.<br>| 13130 | 24508 |
|  | Mankind Pharma Ltd. | 422 | 11280 |
|  | Manorama Industries <br> Ltd.<br>| 892 | 13922 |
|  | Marico Ltd. | 157613 | 1281280 |
|  | Marksans Pharma Ltd. | 60249 | 124165 |
|  | Maruti Suzuki India <br> Ltd.<br>| 7904 | 1436684 |
| Ω | MAS Financial <br> Services Ltd.<br>| 11088 | 38085 |
|  | Mastek Ltd. | 4333 | 104347 |
| Ω | Matrimony.com Ltd. | 647 | 3720 |
| \* | Max Financial Services <br> Ltd.<br>| 29521 | 513607 |
|  | Max Healthcare <br> Institute Ltd.<br>| 70345 | 910329 |
| \* | Max India Ltd. | 3985 | 9596 |
|  | Mayur Uniquoters Ltd. | 7327 | 44460 |
|  | Mazagon Dock <br> Shipbuilders Ltd.<br>| 10184 | 313758 |
| Ω | Medi Assist Healthcare <br> Services Ltd.<br>| 5543 | 35270 |
| \* | Medplus Health <br> Services Ltd.<br>| 3295 | 28253 |
| \* | Meghmani Organics <br> Ltd.<br>| 41024 | 37285 |
| \*Ω | Metropolis Healthcare <br> Ltd.<br>| 6190 | 137872 |
|  | Minda Corp. Ltd. | 13812 | 87683 |
|  | MOIL Ltd. | 8698 | 35825 |
|  | Monte Carlo Fashions <br> Ltd.<br>| 2014 | 15877 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Morepen Laboratories <br> Ltd.<br>| 11209 | $6009 |
|  | Motherson Sumi Wiring <br> India Ltd.<br>| 673114 | 356938 |
|  | Mphasis Ltd. | 31714 | 984195 |
|  | MPS Ltd. | 1347 | 32883 |
|  | Muthoot Finance Ltd. | 8161 | 293541 |
| \* | Nalwa Sons <br> Investments Ltd.<br>| 572 | 46519 |
|  | Narayana Hrudayalaya <br> Ltd.<br>| 21959 | 433609 |
|  | Natco Pharma Ltd. | 13148 | 121319 |
| \*Ω | Navkar Corp. Ltd. | 12774 | 17010 |
|  | Navneet Education <br> Ltd.<br>| 15429 | 28020 |
| \* | Nazara Technologies <br> Ltd.<br>| 12275 | 36740 |
|  | NBCC India Ltd. | 112297 | 148076 |
|  | NELCO Ltd. | 2476 | 24176 |
|  | Neogen Chemicals <br> Ltd.<br>| 391 | 6340 |
|  | NESCO Ltd. | 5512 | 85182 |
| \* | Network18 Media & <br> Investments Ltd.<br>| 11796 | 6360 |
|  | Newgen Software <br> Technologies Ltd.<br>| 13790 | 150732 |
|  | NHPC Ltd. | 666952 | 636940 |
|  | NIIT Learning Systems <br> Ltd.<br>| 26577 | 98127 |
|  | NIIT Ltd. | 22321 | 26206 |
|  | Nilkamal Ltd. | 2078 | 35332 |
| Ω | Nippon Life India Asset <br> Management Ltd.<br>| 50731 | 499661 |
|  | Nitin Spinners Ltd. | 2439 | 9193 |
|  | NOCIL Ltd. | 17104 | 35606 |
|  | Novartis India Ltd. | 2011 | 19604 |
|  | NRB Bearings Ltd. | 9283 | 28621 |
|  | Nucleus Software <br> Exports Ltd.<br>| 2868 | 32514 |
|  | Nuvama Wealth <br> Management Ltd.<br>| 1849 | 148227 |
|  | Oberoi Realty Ltd. | 27901 | 558229 |
|  | One 97 <br> Communications <br> Ltd.<br>| 44851 | 656532 |
| \* | Onesource Specialty <br> Pharma Ltd.<br>| 8510 | 177254 |
| \* | OnMobile Global Ltd. | 3606 | 2962 |
| \* | Optiemus Infracom <br> Ltd.<br>| 1802 | 11920 |
|  | Oracle Financial <br> Services Software <br> Ltd.<br>| 7698 | 738635 |
|  | Orient Electric Ltd. | 29254 | 70109 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Page Industries Ltd. | 1682 | $773618 |
|  | Paisalo Digital Ltd. | 128021 | 54616 |
|  | Panama Petrochem <br> Ltd.<br>| 8339 | 25059 |
| \* | Paramount <br> Communications <br> Ltd.<br>| 12191 | 5938 |
|  | Patanjali Foods Ltd. | 22374 | 151845 |
| \* | Patel Engineering Ltd. | 91668 | 38520 |
| \* | PC Jeweller Ltd. | 869550 | 113968 |
|  | PCBL Chemical Ltd. | 16670 | 67916 |
|  | PDS Ltd. | 7840 | 32786 |
|  | Pearl Global Industries <br> Ltd.<br>| 4006 | 59140 |
| \* | Peninsula Land Ltd. | 8408 | 3280 |
|  | Persistent Systems <br> Ltd.<br>| 31305 | 2084838 |
|  | Petronet LNG Ltd. | 380211 | 1203707 |
|  | PG Electroplast Ltd. | 11032 | 70907 |
|  | Phoenix Mills Ltd.  | 32406 | 616926 |
|  | PI Industries Ltd. | 20858 | 840656 |
|  | Pidilite Industries Ltd. | 56814 | 926827 |
| \* | Piramal Finance Ltd. | 14725 | 186478 |
|  | Piramal Pharma Ltd. | 64175 | 145030 |
|  | Pitti Engineering Ltd. | 3818 | 40410 |
|  | PIX Transmissions <br> Ltd.<br>| 502 | 8317 |
| Ω | PNB Housing Finance <br> Ltd.<br>| 32496 | 339902 |
|  | PNC Infratech Ltd. | 16921 | 53429 |
|  | Pokarna Ltd. | 272 | 2787 |
|  | Poly Medicure Ltd. | 3782 | 85182 |
|  | Polycab India Ltd. | 7945 | 689580 |
|  | Polyplex Corp. Ltd. | 6178 | 66440 |
| \* | Poonawalla Fincorp <br> Ltd.<br>| 46243 | 250743 |
|  | Power Finance Corp. <br> Ltd.<br>| 462472 | 2098602 |
|  | Power Grid Corp. of <br> India Ltd.<br>| 448254 | 1454353 |
|  | Power Mech Projects <br> Ltd.<br>| 4158 | 116581 |
|  | Praj Industries Ltd. | 41695 | 158126 |
|  | Prakash Pipes Ltd. | 2972 | 9746 |
| Ω | Prataap Snacks Ltd. | 989 | 12211 |
|  | Precision Wires India <br> Ltd.<br>| 16037 | 40648 |
|  | Premier Explosives <br> Ltd. (PRE IN)<br>| 4205 | 31189 |
| \* | Pricol Ltd. | 12224 | 72781 |
|  | Prince Pipes & Fittings <br> Ltd.<br>| 1405 | 5044 |
|  | Privi Speciality <br> Chemicals Ltd.<br>| 1728 | 56551 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Procter & Gamble <br> Health Ltd.<br>| 2524 | $174920 |
|  | Procter & Gamble <br> Hygiene & Health <br> Care Ltd.<br>| 283 | 42554 |
| \* | PSP Projects Ltd. | 1462 | 15168 |
| \* | PTC India Financial <br> Services Ltd.<br>| 92542 | 37905 |
|  | PTC India Ltd. | 119739 | 226530 |
| \* | Puravankara Ltd. | 12820 | 38531 |
| Ω | Quess Corp. Ltd. | 21752 | 58722 |
|  | R Systems <br> International Ltd.<br>| 11560 | 55723 |
|  | Radico Khaitan Ltd. | 7280 | 256911 |
|  | Rail Vikas Nigam Ltd. | 95639 | 354006 |
| \* | Rajesh Exports Ltd. | 13608 | 27789 |
|  | Rallis India Ltd. | 21613 | 62831 |
|  | Ram Ratna Wires Ltd. | 3007 | 20986 |
| \* | Ramco Systems Ltd. | 2608 | 18340 |
|  | Ramkrishna Forgings <br> Ltd.<br>| 33101 | 202044 |
| \* | Ramky Infrastructure <br> Ltd.<br>| 2084 | 14865 |
|  | Rane Holdings Ltd. | 2135 | 37058 |
|  | Rane Madras Ltd. | 711 | 6511 |
| \* | Rategain Travel <br> Technologies Ltd.<br>| 3124 | 22421 |
|  | Ratnamani Metals & <br> Tubes Ltd.<br>| 6847 | 186136 |
| \* | Raymond Lifestyle <br> Ltd.<br>| 2051 | 27290 |
| \* | Raymond Ltd. | 2564 | 16623 |
| \* | Raymond Realty Ltd. | 2564 | 17837 |
| Ω | RBL Bank Ltd. | 60562 | 222333 |
|  | REC Ltd. | 372965 | 1575181 |
|  | Redington Ltd. | 247667 | 709097 |
|  | Redtape Ltd. | 42370 | 64903 |
|  | Reliance Industrial <br> Infrastructure Ltd.<br>| 1327 | 13365 |
| \* | Religare Enterprises <br> Ltd.<br>| 23726 | 70580 |
|  | Responsive Industries <br> Ltd.<br>| 2069 | 4561 |
|  | Rhi Magnesita India <br> Ltd.<br>| 2478 | 13396 |
|  | RITES Ltd. | 28130 | 77606 |
|  | Rossari Biotech Ltd. | 1740 | 12535 |
|  | Route Mobile Ltd. | 6572 | 52766 |
|  | RPG Life Sciences <br> Ltd.<br>| 824 | 22198 |
| \* | RPSG Ventures Ltd. | 2544 | 23551 |
| \* | RSWM Ltd. | 4197 | 7226 |
|  | Safari Industries India <br> Ltd.<br>| 4559 | 108936 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Saksoft Ltd. | 13898 | $30579 |
| \*Ω | Salasar Techno <br> Engineering Ltd.<br>| 76968 | 8928 |
| \* | Sammaan Capital Ltd. | 11225 | 23754 |
|  | Samvardhana <br> Motherson <br> International Ltd.<br>| 880482 | 1044736 |
|  | Sandhar Technologies <br> Ltd.<br>| 3542 | 20385 |
|  | Sangam India Ltd. | 1378 | 7064 |
|  | Sanghvi Movers Ltd. | 12138 | 54127 |
|  | Sanofi Consumer <br> Healthcare India <br> Ltd.<br>| 2689 | 148054 |
|  | Sanofi India Ltd. | 2689 | 145066 |
| Ω | Sansera Engineering <br> Ltd.<br>| 6029 | 102061 |
|  | Saregama India Ltd. | 7887 | 40206 |
|  | Sasken Technologies <br> Ltd.<br>| 1565 | 24212 |
|  | Savita Oil Technologies <br> Ltd.<br>| 12025 | 53679 |
|  | SBI Cards & Payment <br> Services Ltd.<br>| 58978 | 584792 |
| Ω | SBI Life Insurance Co. <br> Ltd.<br>| 56895 | 1253920 |
|  | Schaeffler India Ltd. | 12188 | 553320 |
| \* | Schneider Electric <br> Infrastructure Ltd.<br>| 15296 | 143793 |
| \* | SEAMEC Ltd. | 2784 | 28070 |
|  | Senco Gold Ltd. | 9320 | 34095 |
| \* | SEPC Ltd. | 308956 | 36420 |
| Ω | SH Kelkar & Co. Ltd. | 22091 | 54886 |
|  | Shakti Pumps India <br> Ltd.<br>| 19098 | 176286 |
| \* | Shalby Ltd. | 3933 | 10589 |
|  | Shankara Building <br> Products Ltd.<br>| 2509 | 3955 |
|  | Shankara Buildpro <br> Ltd.<br>| 2509 | 20788 |
|  | Shanthi Gears Ltd. | 3701 | 20452 |
|  | Sharda Cropchem Ltd. | 11711 | 114086 |
|  | Share India Securities <br> Ltd.<br>| 8625 | 18123 |
| \* | Sheela Foam Ltd. | 4950 | 38779 |
|  | Shilpa Medicare Ltd. | 14210 | 56290 |
|  | Shivalik Bimetal <br> Controls Ltd.<br>| 7392 | 40768 |
| \* | Shoppers Stop Ltd. | 7133 | 41117 |
|  | Shriram Finance Ltd. | 5845 | 49455 |
| \* | Siemens Energy India <br> Ltd.<br>| 3972 | 142247 |
|  | Siemens Ltd. | 3972 | 138772 |
| Ω | Sirca Paints India Ltd. | 3688 | 21595 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | SIS Ltd. | 11699 | $43975 |
|  | SJS Enterprises Ltd. | 3083 | 55911 |
|  | SJVN Ltd. | 175170 | 173597 |
|  | SKF India Industrial <br> Ltd.<br>| 6470 | 197399 |
|  | SKF India Ltd. | 6470 | 154745 |
|  | Skipper Ltd. | 2652 | 15588 |
|  | SML Mahindra Ltd. | 440 | 15099 |
| \* | Snowman Logistics <br> Ltd.<br>| 32403 | 18641 |
|  | Sobha Ltd. | 7027 | 128125 |
| \* | Solara Active Pharma <br> Sciences Ltd.<br>| 2170 | 14725 |
|  | Somany Ceramics Ltd. | 3868 | 19861 |
|  | Sonata Software Ltd. | 74871 | 312865 |
|  | SP Apparels Ltd. | 525 | 4382 |
| \* | Spandana Sphoorty <br> Financial Ltd.<br>| 7749 | 19874 |
|  | SRF Ltd. | 8567 | 283098 |
|  | State Bank of India <br> (SBID LI), GDR<br>| 485 | 51412 |
|  | Stove Kraft Ltd. | 1809 | 15881 |
|  | Strides Pharma <br> Science Ltd.<br>| 17020 | 178409 |
| \* | Stylam Industries Ltd. | 1747 | 40130 |
|  | Styrenix Performance <br> Materials Ltd.<br>| 1162 | 30928 |
| \* | Subex Ltd. | 108975 | 15826 |
|  | Subros Ltd. | 3035 | 37002 |
|  | Sudarshan Chemical <br> Industries Ltd.<br>| 5116 | 66130 |
|  | Sumitomo Chemical <br> India Ltd.<br>| 11897 | 67247 |
|  | Sun Pharmaceutical <br> Industries Ltd. <br> (SUNP IN)<br>| 62988 | 1200943 |
|  | Sun TV Network Ltd. | 31011 | 195983 |
|  | Sundaram Finance <br> Ltd.<br>| 9248 | 474426 |
| \* | Sundrop Brands Ltd. | 1250 | 11099 |
|  | Sunteck Realty Ltd. | 12565 | 62496 |
|  | Suprajit Engineering <br> Ltd.<br>| 15139 | 76049 |
|  | Supreme Industries <br> Ltd.<br>| 14773 | 632243 |
|  | Supreme Petrochem <br> Ltd.<br>| 24390 | 206171 |
|  | Surya Roshni Ltd. | 18449 | 61027 |
| \* | Suryoday Small <br> Finance Bank Ltd.<br>| 11567 | 19832 |
|  | Suyog Telematics Ltd. | 1545 | 13368 |
| \* | Suzlon Energy Ltd. | 1839852 | 1229641 |
|  | Swan Corp. Ltd. | 12739 | 67581 |
|  | Swaraj Engines Ltd. | 2717 | 122215 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Swelect Energy <br> Systems Ltd.<br>| 1098 | $9894 |
|  | Symphony Ltd. | 5252 | 55275 |
| Ω | Syngene International <br> Ltd.<br>| 39029 | 286635 |
|  | Talbros Automotive <br> Components Ltd.<br>| 3456 | 11371 |
|  | Tanla Platforms Ltd. | 12807 | 88188 |
|  | Tasty Bite Eatables <br> Ltd.<br>| 103 | 10382 |
|  | Tata Communications <br> Ltd.<br>| 31818 | 671068 |
|  | Tata Consultancy <br> Services Ltd.<br>| 135654 | 4671818 |
|  | Tata Consumer <br> Products Ltd.<br>| 43414 | 568547 |
|  | Tata Elxsi Ltd. | 10858 | 666666 |
| \* | Tata Motors Ltd./new | 301394 | 885292 |
|  | Tata Motors Passenger <br> Vehicles Ltd.<br>| 301394 | 1391433 |
|  | TCI Express Ltd. | 2376 | 18192 |
|  | TCPL Packaging Ltd. | 151 | 5638 |
|  | TD Power Systems <br> Ltd.<br>| 26003 | 221622 |
| \* | TeamLease Services <br> Ltd.<br>| 1462 | 27649 |
|  | Tech Mahindra Ltd. | 68745 | 1101589 |
|  | Techno Electric & <br> Engineering Co. <br> Ltd.<br>| 2302 | 34463 |
|  | Tega Industries Ltd. | 2443 | 53325 |
|  | Texmaco Rail & <br> Engineering Ltd.<br>| 111313 | 171232 |
|  | Thanga Mayil <br> Jewellery Ltd.<br>| 3021 | 73916 |
|  | Thejo Engineering Ltd. | 340 | 6859 |
|  | Thermax Ltd. | 2737 | 99144 |
|  | Thirumalai Chemicals <br> Ltd.<br>| 19514 | 62172 |
|  | Thomas Cook India <br> Ltd.<br>| 39648 | 71501 |
| Ω | Thyrocare <br> Technologies Ltd.<br>| 5502 | 85379 |
|  | Tilaknagar Industries <br> Ltd.<br>| 26662 | 158178 |
|  | Time Technoplast Ltd. | 108326 | 263364 |
|  | Timken India Ltd. | 8411 | 300646 |
|  | Tips Music Ltd. | 12301 | 72929 |
|  | Titagarh Rail System <br> Ltd.<br>| 16121 | 160723 |
|  | Titan Co. Ltd. | 67161 | 2831326 |
|  | Torrent <br> Pharmaceuticals <br> Ltd.<br>| 21295 | 850906 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Tourism Finance Corp. <br> of India Ltd.<br>| 104145 | $81974 |
| \* | TransIndia Real Estate <br> Ltd.<br>| 12516 | 4073 |
|  | Transport Corp. of <br> India Ltd.<br>| 6079 | 81995 |
|  | Trent Ltd. | 19021 | 1005374 |
|  | Triveni Engineering & <br> Industries Ltd.<br>| 20609 | 83043 |
|  | Triveni Turbine Ltd. | 30616 | 183937 |
|  | TTK Prestige Ltd. | 6313 | 47886 |
|  | Tube Investments of <br> India Ltd.<br>| 13141 | 446879 |
|  | TVS Holdings Ltd. | 1521 | 259677 |
|  | TVS Motor Co. Ltd. | 49626 | 1960134 |
|  | Uflex Ltd. | 12421 | 75685 |
|  | United Breweries Ltd. | 10448 | 211519 |
|  | United Spirits Ltd. | 69315 | 1116375 |
|  | UNO Minda Ltd. | 30086 | 417739 |
|  | UPL Ltd. | 176425 | 1426877 |
|  | Usha Martin Ltd. | 15934 | 82847 |
| \* | V2 Retail Ltd. | 1576 | 43293 |
|  | VA Tech Wabag Ltd. | 17914 | 284545 |
|  | Vadilal Industries Ltd. | 537 | 32051 |
|  | Vaibhav Global Ltd. | 14609 | 44012 |
| Ω | Varroc Engineering <br> Ltd.<br>| 9736 | 67179 |
|  | Varun Beverages Ltd. | 128350 | 678035 |
| \* | Vascon Engineers Ltd. | 27423 | 20582 |
|  | Vedant Fashions Ltd. | 8558 | 62137 |
|  | Veedol Corp. Ltd. | 1780 | 35453 |
|  | Vesuvius India Ltd. | 21770 | 120843 |
|  | V-Guard Industries <br> Ltd.<br>| 45354 | 185158 |
|  | Vijaya Diagnostic <br> Centre Ltd.<br>| 2128 | 23709 |
|  | Vimta Labs Ltd. | 2890 | 23503 |
|  | Vinati Organics Ltd. | 3605 | 67052 |
|  | Vindhya Telelinks Ltd. | 1234 | 18881 |
|  | Vishnu Chemicals Ltd. | 2254 | 13154 |
| \* | VL E-Governance & IT <br> Solutions Ltd.<br>| 6862 | 1852 |
| \* | Vodafone Idea Ltd. | 2863639 | 281360 |
|  | Voltamp Transformers <br> Ltd.<br>| 1435 | 120099 |
|  | Voltas Ltd. | 45021 | 699420 |
|  | VST Tillers Tractors <br> Ltd.<br>| 993 | 67079 |
|  | Welspun Corp. Ltd. | 22839 | 247837 |
|  | Welspun Enterprises <br> Ltd.<br>| 19581 | 123560 |
|  | West Coast Paper <br> Mills Ltd.<br>| 5706 | 29173 |
|  | Wheels India Ltd. | 1253 | 12654 |
|  | Whirlpool of India Ltd. | 3492 | 54562 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Windlas Biotech Ltd. | 1839 | $19495 |
|  | Wipro Ltd. | 248666 | 674078 |
| \* | Wockhardt Ltd. | 19314 | 278163 |
|  | Wonderla Holidays <br> Ltd.<br>| 4843 | 31132 |
| \* | Yes Bank Ltd. | 865947 | 222131 |
|  | Zee Entertainment <br> Enterprises Ltd.<br>| 261090 | 295012 |
|  | Zensar Technologies <br> Ltd.<br>| 39496 | 353821 |
|  | ZF Commercial Vehicle <br> Control Systems <br> India Ltd.<br>| 296 | 41145 |
|  | Zydus Lifesciences <br> Ltd.<br>| 41717 | 459112 |
|  | Zydus Wellness Ltd. | 21685 | 116636 |
| TOTAL INDIA | TOTAL INDIA |  | 186208093 |
| INDONESIA — (0.4%) | INDONESIA — (0.4%) | INDONESIA — (0.4%) | INDONESIA — (0.4%) |
|  | Adi Sarana Armada <br> Tbk. PT<br>| 440500 | 28185 |
| \* | Alam Sutera Realty <br> Tbk. PT<br>| 2532800 | 24650 |
|  | Arwana Citramulia Tbk. <br> PT<br>| 996500 | 32925 |
|  | Aspirasi Hidup <br> Indonesia Tbk. PT<br>| 1335500 | 35634 |
|  | Astra Otoparts Tbk. <br> PT<br>| 208600 | 31997 |
|  | Avia Avian Tbk. PT | 2422700 | 60243 |
| \* | Bank Aladin Syariah <br> Tbk. PT<br>| 249500 | 14096 |
| \* | Bank Neo Commerce <br> Tbk. PT<br>| 2335300 | 54514 |
|  | Bank OCBC Nisp Tbk. <br> PT<br>| 945900 | 78159 |
|  | Bank Tabungan <br> Negara Persero Tbk. <br> PT<br>| 848800 | 62414 |
| \* | Barito Pacific Tbk. PT | 1585477 | 328581 |
|  | BFI Finance Indonesia <br> Tbk. PT<br>| 2004500 | 96926 |
|  | BISI International Tbk. <br> PT<br>| 170900 | 9141 |
|  | Blue Bird Tbk. PT | 152000 | 16179 |
| \* | Bukalapak.com Tbk. <br> PT<br>| 18983100 | 191774 |
| \* | Capital Financial <br> Indonesia Tbk. PT<br>| 237300 | 15622 |
|  | Chandra Asri Pacific <br> Tbk. PT<br>| 118600 | 49546 |
|  | Cisarua Mountain <br> Dairy Tbk. PT<br>| 248700 | 84837 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | Dayamitra <br> Telekomunikasi PT<br>| 1834800 | $61768 |
| \* | Dian Swastatika <br> Sentosa Tbk. PT<br>| 10800 | 54883 |
|  | Elang Mahkota <br> Teknologi Tbk. PT<br>| 2711000 | 192694 |
|  | Erajaya Swasembada <br> Tbk. PT<br>| 3413900 | 86976 |
|  | Gajah Tunggal Tbk. <br> PT<br>| 256600 | 16049 |
|  | Garudafood Putra Putri <br> Jaya Tbk. PT<br>| 2231400 | 48276 |
|  | Hexindo Adiperkasa <br> Tbk. PT<br>| 63500 | 17755 |
| \* | Impack Pratama <br> Industri Tbk. PT<br>| 2204000 | 312425 |
|  | Indomobil Sukses <br> Internasional Tbk. <br> PT<br>| 502700 | 34787 |
|  | Industri Jamu Dan <br> Farmasi Sido <br> Muncul Tbk. PT<br>| 2017323 | 67904 |
| \*†† | Inti Agri Resources <br> Tbk. PT<br>| 550900 | 0 |
|  | Jasa Marga Persero <br> Tbk. PT<br>| 593100 | 127288 |
|  | Jaya Real Property <br> Tbk. PT<br>| 709100 | 36630 |
|  | Kalbe Farma Tbk. PT | 2381000 | 182627 |
|  | Kawasan Industri <br> Jababeka Tbk. PT<br>| 1676900 | 19241 |
|  | KMI Wire & Cable Tbk. <br> PT<br>| 229100 | 4575 |
|  | Map Aktif Adiperkasa <br> PT<br>| 2105200 | 88398 |
|  | Mayora Indah Tbk. PT | 1131500 | 144697 |
| \* | MD Entertainment Tbk. <br> PT<br>| 317350 | 108247 |
| \* | Media Nusantara Citra <br> Tbk. PT<br>| 2337100 | 37649 |
|  | Medikaloka Hermina <br> Tbk. PT<br>| 1968600 | 177748 |
| \* | Metro Healthcare <br> Indonesia Tbk. PT<br>| 3077400 | 59555 |
|  | Metrodata Electronics <br> Tbk. PT<br>| 2268400 | 83157 |
|  | Midi Utama Indonesia <br> Tbk. PT<br>| 645600 | 16061 |
|  | Mitra Adiperkasa Tbk. <br> PT<br>| 1600100 | 123943 |
|  | Mitra Keluarga <br> Karyasehat Tbk. PT<br>| 422900 | 65624 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | Mitra Pinasthika <br> Mustika Tbk. PT<br>| 395200 | $23045 |
| \* | MNC Digital <br> Entertainment Tbk. <br> PT<br>| 621800 | 18878 |
| \* | MNC Tourism <br> Indonesia Tbk. PT<br>| 7894400 | 69229 |
| Ω | Nusantara Sejahtera <br> Raya Tbk. PT<br>| 2386900 | 17099 |
| \* | Panin Financial Tbk. <br> PT<br>| 4046700 | 58343 |
| \* | Paninvest Tbk. PT | 332500 | 16095 |
|  | Petrosea Tbk. PT | 126000 | 51423 |
| \*†† | Pool Advista Indonesia <br> Tbk. PT<br>| 64100 | 36 |
|  | Prodia Widyahusada <br> Tbk. PT<br>| 96600 | 14938 |
|  | Puradelta Lestari Tbk. <br> PT<br>| 4085000 | 32636 |
| \*†† | Rimo International <br> Lestari Tbk. PT<br>| 3949000 | 0 |
| \* | Sarana Meditama <br> Metropolitan Tbk. <br> PT<br>| 696400 | 12740 |
|  | Sarana Menara <br> Nusantara Tbk. PT<br>| 4829700 | 158067 |
|  | Sariguna Primatirta <br> Tbk. PT<br>| 1206800 | 39147 |
|  | Selamat Sempurna <br> Tbk. PT<br>| 570200 | 65818 |
| \*†† | Sri Rejeki Isman Tbk. <br> PT<br>| 1498800 | 0 |
|  | Sumber Alfaria Trijaya <br> Tbk. PT<br>| 1859800 | 224574 |
|  | Summarecon Agung <br> Tbk. PT<br>| 2162145 | 50882 |
|  | Surya Citra Media Tbk. <br> PT<br>| 2428300 | 49244 |
|  | Surya Semesta <br> Internusa Tbk. PT<br>| 1772300 | 166038 |
|  | Tempo Scan Pacific <br> Tbk. PT<br>| 253800 | 43490 |
|  | Tower Bersama <br> Infrastructure Tbk. <br> PT<br>| 638400 | 91384 |
| \*†† | Trada Alam Minera <br> Tbk. PT<br>| 1606700 | 0 |
|  | Unilever Indonesia <br> Tbk. PT<br>| 2073200 | 321465 |
| \*†† | Waskita Karya Persero <br> Tbk. PT<br>| 2437341 | 5552 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
| \*†† | Wijaya Karya Persero <br> Tbk. PT<br>| 2100600 | $9663 |
| TOTAL INDONESIA | TOTAL INDONESIA |  | 4924166 |
| KUWAIT — (0.7%) | KUWAIT — (0.7%) | KUWAIT — (0.7%) | KUWAIT — (0.7%) |
|  | A'ayan Real Estate Co. <br> SAK<br>| 53586 | 25866 |
| \* | Acico Industries Co. <br> KSC<br>| 74581 | 87071 |
|  | Agility Public <br> Warehousing Co. <br> KSC<br>| 277010 | 136047 |
|  | Al Ahli Bank of Kuwait <br> KSCP<br>| 182552 | 171192 |
|  | Ali Alghanim Sons <br> Automotive Co. <br> KSCC<br>| 44631 | 156656 |
| \*†† | Arabi Group Holding <br> KSC<br>| 28682 | 27022 |
|  | Arzan Financial Group <br> for Financing & <br> Investment KPSC<br>| 284189 | 364871 |
| \* | Asiya Capital <br> Investments Co. <br> KSCP<br>| 206003 | 38888 |
|  | Boubyan Bank KSCP | 51276 | 119649 |
|  | Boubyan <br> Petrochemicals Co. <br> KSCP<br>| 94328 | 188742 |
|  | Burgan Bank SAK | 229945 | 177278 |
|  | Combined Group <br> Contracting Co. <br> SAK<br>| 17825 | 61248 |
|  | Commercial Facilities <br> Co. SAKP<br>| 74507 | 64321 |
|  | Gulf Bank KSCP | 328550 | 375374 |
|  | Gulf Cables & <br> Electrical Industries <br> Group Co. KSCP<br>| 24645 | 180407 |
|  | Heavy Engineering & <br> Ship Building Co. <br> KSCP<br>| 51453 | 158650 |
|  | Humansoft Holding Co. <br> KSC<br>| 24673 | 199026 |
| \* | IFA Hotels & <br> Resorts-KPSC<br>| 8751 | 37295 |
|  | Injazzat Real Estate <br> Development Co. <br> KSCP<br>| 25536 | 16224 |
|  | Integrated Holding Co. <br> KCSC<br>| 47085 | 82972 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) |
|  | KAMCO Investment <br> Co. KSC<br>| 54293 | $31661 |
|  | Kuwait Finance House <br> KSCP<br>| 737013 | 1929605 |
|  | Kuwait Financial <br> Centre SAK<br>| 66525 | 38463 |
|  | Kuwait Insurance Co. <br> SAK<br>| 34849 | 65382 |
|  | Kuwait International <br> Bank KSCP<br>| 107423 | 93658 |
|  | Kuwait Investment Co. <br> SAK<br>| 60453 | 49502 |
| \* | Kuwait Real Estate Co. <br> KSC<br>| 198208 | 274282 |
|  | Kuwait <br> Telecommunications <br> Co.<br>| 51876 | 100416 |
|  | Mezzan Holding Co. <br> KSCC<br>| 35057 | 136263 |
|  | National Bank of <br> Kuwait SAKP<br>| 544177 | 1863668 |
| \* | National Consumer <br> Holding Co. SAK<br>| 61028 | 23239 |
|  | National Industries <br> Group Holding SAK<br>| 386188 | 366305 |
| \* | Privatization Holding <br> Co. KSCP<br>| 149482 | 41702 |
|  | Salhia Real Estate Co. <br> KSCP<br>| 96984 | 132461 |
| \* | Securities House KSC | 52514 | 15627 |
| †† | Sultan Center Food <br> Products Co. KSC<br>| 30168 | 3541 |
| \* | United Real Estate Co. <br> SAKP<br>| 27442 | 21247 |
| \* | Warba Bank KSCP | 605755 | 572441 |
| TOTAL KUWAIT | TOTAL KUWAIT |  | 8428262 |
| MALAYSIA — (0.9%) | MALAYSIA — (0.9%) | MALAYSIA — (0.9%) | MALAYSIA — (0.9%) |
|  | Able Global Bhd. | 28800 | 11475 |
| # | Aeon Co. M Bhd. | 108000 | 32475 |
| # | AEON Credit Service <br> M Bhd.<br>| 13600 | 17084 |
|  | Ajinomoto Malaysia <br> Bhd.<br>| 4200 | 13450 |
|  | Allianz Malaysia Bhd. | 9500 | 40736 |
|  | AME Elite Consortium <br> Bhd.<br>| 38000 | 14052 |
| # | AMMB Holdings Bhd. <br> (AMM MK)<br>| 268300 | 364947 |
|  | Ancom Nylex Bhd. | 325277 | 72177 |
| \* | Astro Malaysia <br> Holdings Bhd.<br>| 288400 | 8954 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
| # | Aurelius Technologies <br> Bhd.<br>| 70800 | $16874 |
| # | Bank Islam Malaysia <br> Bhd.<br>| 168500 | 88519 |
| \* | Berjaya Corp. Bhd. | 475686 | 32907 |
| #\* | Berjaya Land Bhd. | 294800 | 18979 |
| #\* | Bermaz Auto Bhd. | 317700 | 50777 |
| \* | Bumi Armada Bhd. | 563500 | 44427 |
| # | Cahya Mata Sarawak <br> Bhd.<br>| 150700 | 57130 |
| \* | Cape Ems Bhd. | 186000 | 12644 |
| # | Carlsberg Brewery <br> Malaysia Bhd.<br>| 33900 | 133718 |
| \* | Chin Hin Group Bhd. | 64300 | 35450 |
|  | CIMB Group Holdings <br> Bhd.<br>| 362705 | 631216 |
| # | Coastal Contracts <br> Bhd.<br>| 57700 | 16234 |
| # | CTOS Digital Bhd. | 452900 | 101087 |
| # | D&O Green <br> Technologies Bhd.<br>| 126900 | 37738 |
| # | Dayang Enterprise <br> Holdings Bhd.<br>| 229720 | 81768 |
| # | Dialog Group Bhd. | 579300 | 271020 |
|  | DRB-Hicom Bhd. | 74900 | 22520 |
|  | Duopharma Biotech <br> Bhd.<br>| 106742 | 31841 |
|  | Dutch Lady Milk <br> Industries Bhd.<br>| 3900 | 24379 |
| # | Eastern & Oriental <br> Bhd.<br>| 171500 | 32709 |
|  | Eco World <br> Development Group <br> Bhd.<br>| 183900 | 90355 |
| \* | Ekovest Bhd. | 499300 | 39916 |
|  | Ewi Capital Bhd. | 120600 | 7481 |
| # | Formosa Prosonic <br> Industries Bhd.<br>| 55100 | 18931 |
| # | Fraser & Neave <br> Holdings Bhd.<br>| 32100 | 215682 |
| # | Frontken Corp. Bhd. | 304200 | 327660 |
|  | Gamuda Bhd. | 326892 | 392601 |
|  | Gas Malaysia Bhd. | 94400 | 102236 |
| # | Genting Malaysia Bhd. | 495700 | 275622 |
| #\* | Greatech Technology <br> Bhd.<br>| 165800 | 81640 |
| # | Guan Chong Bhd. | 68833 | 14755 |
|  | Heineken Malaysia <br> Bhd.<br>| 35100 | 178537 |
|  | Hextar Global Bhd. | 292400 | 63161 |
|  | Hong Leong Industries <br> Bhd.<br>| 20200 | 66264 |
| # | Hup Seng Industries <br> Bhd.<br>| 52600 | 12936 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
|  | IHH Healthcare Bhd. | 120700 | $237647 |
| # | IJM Corp. Bhd. | 149000 | 88053 |
|  | IOI Properties Group <br> Bhd.<br>| 176500 | 88498 |
|  | ITMAX SYSTEM Bhd. | 21200 | 22979 |
| \* | JCY International Bhd. | 193400 | 19534 |
|  | Kelington Group Bhd. | 146100 | 191146 |
|  | Kerjaya Prospek Group <br> Bhd.<br>| 90395 | 60116 |
| # | KPJ Healthcare Bhd. | 199700 | 135180 |
|  | KSL Holdings Bhd. | 77220 | 55309 |
| # | LBS Bina Group Bhd. | 288730 | 29274 |
|  | LPI Capital Bhd. | 61900 | 212462 |
| # | Magni-Tech Industries <br> Bhd.<br>| 50166 | 25484 |
| # | Magnum Bhd. | 216645 | 71923 |
|  | Mah Sing Group Bhd. | 316400 | 78491 |
|  | Malayan Banking Bhd. | 299309 | 705406 |
| # | Malaysian Resources <br> Corp. Bhd.<br>| 398629 | 42759 |
|  | Matrix Concepts <br> Holdings Bhd.<br>| 227025 | 74235 |
| # | MBM Resources Bhd. | 18900 | 23741 |
| # | MBSB Bhd. | 399231 | 69057 |
|  | MNRB Holdings Bhd. | 105800 | 47682 |
| #Ω | Mr. DIY Group M Bhd. | 416950 | 159064 |
| # | Muhibbah Engineering <br> M Bhd.<br>| 139200 | 17926 |
| # | NEXG Bhd. | 171900 | 15580 |
| †† | Nylex Malaysia Bhd. | 2285 | 25 |
| # | OCK Group Bhd. | 100800 | 10471 |
| # | OSK Holdings Bhd. | 401400 | 136096 |
|  | Padini Holdings Bhd. | 192000 | 86648 |
| # | Paramount Corp. Bhd. | 90300 | 22857 |
|  | PBA Holdings Bhd. | 17300 | 8059 |
|  | Pecca Group Bhd. | 38700 | 12468 |
| # | Perak Transit Bhd. | 59199 | 4797 |
| # | Petron Malaysia <br> Refining & Marketing <br> Bhd.<br>| 24600 | 22162 |
|  | Petronas Chemicals <br> Group Bhd.<br>| 108700 | 101108 |
|  | Petronas Dagangan <br> Bhd.<br>| 60800 | 329201 |
|  | Power Root Bhd. | 33600 | 10267 |
| # | RCE Capital Bhd. | 121600 | 31330 |
|  | REDtone Digital Bhd. | 48400 | 6067 |
|  | RGB International <br> Bhd.<br>| 253600 | 14527 |
|  | RHB Bank Bhd. | 151456 | 244855 |
| \* | Salcon Bhd. | 121000 | 7359 |
|  | Sam Engineering & <br> Equipment M Bhd.<br>| 43000 | 49939 |
|  | Scientex Bhd. | 225000 | 182088 |
|  | Sime Darby Bhd. | 893400 | 436748 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
| # | Sime Darby Property <br> Bhd.<br>| 518200 | $166635 |
| \* | Solarvest Holdings <br> Bhd.<br>| 32100 | 23304 |
|  | Southern Cable Group <br> Bhd.<br>| 106400 | 51915 |
|  | SP Setia Bhd. Group | 451564 | 93122 |
| # | Sports Toto Bhd. | 289882 | 96167 |
| # | Sunway Bhd. | 64000 | 82502 |
| # | Sunway Construction <br> Group Bhd.<br>| 78400 | 109975 |
| # | Syarikat Takaful <br> Malaysia Keluarga <br> Bhd.<br>| 91767 | 67897 |
|  | Taliworks Corp. Bhd. | 120500 | 15382 |
|  | TASCO Bhd. | 69700 | 8565 |
|  | Telekom Malaysia <br> Bhd.<br>| 35500 | 61868 |
| # | TIME dotCom Bhd. | 177700 | 202307 |
| #\* | Tropicana Corp. Bhd. | 190196 | 53068 |
| # | Uchi Technologies <br> Bhd.<br>| 66700 | 49331 |
| # | UEM Sunrise Bhd. | 434700 | 66331 |
|  | Velesto Energy Bhd. | 854800 | 51083 |
| # | VS Industry Bhd. | 541195 | 63796 |
| # | Wasco Bhd. | 54800 | 11318 |
| \* | WCT Holdings Bhd. | 171415 | 30657 |
|  | Wellcall Holdings Bhd. | 99500 | 29934 |
| # | Westports Holdings <br> Bhd.<br>| 71985 | 88440 |
|  | Yinson Holdings Bhd. | 514366 | 291043 |
| # | YTL Corp. Bhd. | 279720 | 173277 |
| # | YTL Power <br> International Bhd.<br>| 109560 | 104139 |
|  | Zetrix Ai Bhd. | 2407454 | 485063 |
| TOTAL MALAYSIA | TOTAL MALAYSIA |  | 10870801 |
| MEXICO — (1.9%) | MEXICO — (1.9%) | MEXICO — (1.9%) | MEXICO — (1.9%) |
| # | Alpek SAB de CV | 108644 | 54970 |
|  | Alsea SAB de CV | 36847 | 101962 |
| # | America Movil SAB de <br> CV (2228390D US), <br> ADR<br>| 62004 | 1411831 |
|  | America Movil SAB de <br> CV (AMXB MM)<br>| 451926 | 514235 |
|  | Arca Continental SAB <br> de CV<br>| 50506 | 488735 |
| \* | Axtel SAB de CV | 50105 | 7767 |
| Ω | Banco del Bajio SA | 166039 | 423711 |
| # | Becle SAB de CV | 57550 | 70689 |
|  | Bolsa Mexicana de <br> Valores SAB de CV<br>| 54708 | 104301 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |
|  | Coca-Cola Femsa SAB <br> de CV (KOFUBL <br> MM)<br>| 48765 | $418788 |
|  | Consorcio ARA SAB <br> de CV<br>| 302667 | 57508 |
|  | Corp. Inmobiliaria <br> Vesta SAB de CV<br>| 162823 | 494293 |
|  | Corporativo Fragua <br> SAB de CV<br>| 1008 | 29298 |
|  | El Puerto de Liverpool <br> SAB de CV, <br> Class C1<br>| 31564 | 153789 |
|  | Fomento Economico <br> Mexicano SAB de <br> CV (FEMSAUBD <br> MM)<br>| 90226 | 850029 |
|  | Genomma Lab <br> Internacional SAB <br> de CV, Class B<br>| 328961 | 321197 |
|  | Gentera SAB de CV | 247530 | 587165 |
|  | Gruma SAB de CV, <br> Class B<br>| 31949 | 541096 |
|  | Grupo Aeroportuario <br> del Centro Norte <br> SAB de CV<br>| 95921 | 1182123 |
|  | Grupo Aeroportuario <br> del Pacifico SAB de <br> CV (GAPB MM), <br> Class B<br>| 67414 | 1400133 |
|  | Grupo Aeroportuario <br> del Pacifico SAB de <br> CV (PAC US), ADR<br>| 131 | 27290 |
|  | Grupo Aeroportuario <br> del Sureste SAB de <br> CV (ASR US), ADR<br>| 2311 | 698708 |
|  | Grupo Aeroportuario <br> del Sureste SAB de <br> CV (ASURB MM), <br> Class B<br>| 4774 | 144450 |
| # | Grupo Bimbo SAB de <br> CV<br>| 211753 | 731279 |
|  | Grupo Carso SAB de <br> CV<br>| 18695 | 132798 |
| # | Grupo Comercial <br> Chedraui SA de CV<br>| 128356 | 932280 |
|  | Grupo Financiero <br> Banorte SAB de CV, <br> Class O<br>| 245092 | 2300858 |
|  | Grupo Financiero <br> Inbursa SAB de CV, <br> Class O<br>| 252530 | 611803 |
|  | Grupo Herdez SAB de <br> CV<br>| 40274 | 151744 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |
| \* | Grupo Hotelero Santa <br> Fe SAB de CV<br>| 135595 | $27369 |
|  | Grupo Mexico SAB de <br> CV<br>| 210161 | 1813435 |
| \* | Grupo Nutrisa SAB de <br> CV<br>| 40274 | 11056 |
|  | Grupo Rotoplas SAB <br> de CV<br>| 27955 | 20178 |
| # | Grupo Televisa SAB <br> (TLEVICPO MM)<br>| 348238 | 181818 |
| \* | Industrias CH SAB de <br> CV<br>| 5389 | 49311 |
| \* | Industrias Penoles <br> SAB de CV<br>| 34695 | 1465767 |
|  | La Comer SAB de CV | 120968 | 262010 |
|  | Megacable Holdings <br> SAB de CV<br>| 137363 | 393121 |
| \* | Ollamani SAB | 20801 | 69137 |
| # | Operadora De Sites <br> Mexicanos SAB de <br> CV, Class A-1<br>| 75389 | 67766 |
|  | Orbia Advance Corp. <br> SAB de CV<br>| 275338 | 249277 |
| \* | Organizacion Soriana <br> SAB de CV, Class B<br>| 37341 | 53262 |
|  | Promotora y <br> Operadora de <br> Infraestructura SAB <br> de CV (PINFRA <br> MM)<br>| 56141 | 725268 |
|  | Promotora y <br> Operadora de <br> Infraestructura SAB <br> de CV (PINFRAL <br> MM), Class L<br>| 5771 | 55910 |
| # | Qualitas Controladora <br> SAB de CV<br>| 43772 | 397137 |
|  | Regional SAB de CV | 68886 | 510346 |
| #\* | Sitios Latinoamerica <br> SAB de CV<br>| 95985 | 24127 |
|  | Wal-Mart de Mexico <br> SAB de CV<br>| 527530 | 1746271 |
| TOTAL MEXICO | TOTAL MEXICO |  | 23067396 |
| PERU — (0.1%) | PERU — (0.1%) | PERU — (0.1%) | PERU — (0.1%) |
|  | Credicorp Ltd. | 4963 | 1295343 |
|  | Intercorp Financial <br> Services, Inc.<br>| 4167 | 179306 |
| TOTAL PERU | TOTAL PERU |  | 1474649 |
| PHILIPPINES — (0.2%) | PHILIPPINES — (0.2%) | PHILIPPINES — (0.2%) | PHILIPPINES — (0.2%) |
|  | ACEN Corp. | 621000 | 24444 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |
|  | Alliance Global Group, <br> Inc.<br>| 432600 | $53621 |
|  | Apex Mining Co., Inc. | 538000 | 85177 |
|  | Ayala Corp. | 12600 | 100130 |
|  | Ayala Land, Inc. | 268500 | 90698 |
| \* | AyalaLand Logistics <br> Holdings Corp.<br>| 407000 | 9201 |
|  | Bank of the Philippine <br> Islands<br>| 122482 | 219343 |
|  | BDO Unibank, Inc. | 87993 | 199563 |
|  | Bloomberry Resorts <br> Corp.<br>| 339900 | 18467 |
|  | Cebu Landmasters, <br> Inc.<br>| 258680 | 10197 |
|  | Converge Information <br> & Communications <br> Technology <br> Solutions, Inc.<br>| 392300 | 84934 |
|  | Cosco Capital, Inc. | 555300 | 65209 |
|  | D&L Industries, Inc. | 536700 | 41128 |
|  | DigiPlus Interactive <br> Corp.<br>| 245600 | 87161 |
| \* | DITO CME Holdings <br> Corp.<br>| 492100 | 6858 |
|  | DoubleDragon Corp. | 211400 | 35579 |
|  | Emperador, Inc. | 47400 | 12865 |
|  | Filinvest Development <br> Corp.<br>| 39100 | 3088 |
|  | Ginebra San Miguel, <br> Inc.<br>| 16380 | 77840 |
| \* | Global Ferronickel <br> Holdings, Inc.<br>| 557000 | 12018 |
|  | GT Capital Holdings, <br> Inc.<br>| 10410 | 96559 |
|  | International Container <br> Terminal Services, <br> Inc.<br>| 93490 | 843222 |
|  | Keepers Holdings, Inc. | 298000 | 11782 |
|  | LT Group, Inc. | 489000 | 121536 |
|  | MacroAsia Corp. | 100000 | 7521 |
|  | Manila Electric Co. | 5140 | 51022 |
|  | Manila Water Co., Inc. | 237200 | 140024 |
| Ω | Monde Nissin Corp. | 237600 | 27244 |
|  | Nickel Asia Corp. | 924700 | 57640 |
|  | Petron Corp. | 1035100 | 41388 |
|  | Philcomsat Holdings <br> Corp.<br>| 9969 | 18120 |
|  | Philippine Seven <br> Corp.<br>| 10960 | 7723 |
|  | Philippine Stock <br> Exchange, Inc.<br>| 130 | 448 |
|  | Puregold Price Club, <br> Inc.<br>| 215500 | 139325 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |
|  | Rizal Commercial <br> Banking Corp.<br>| 34700 | $14984 |
|  | Robinsons Retail <br> Holdings, Inc.<br>| 43580 | 25767 |
| \* | Shell Pilipinas Corp. | 142200 | 15316 |
|  | SM Investments Corp. | 5100 | 63109 |
|  | SSI Group, Inc. | 90000 | 3821 |
|  | STI Education Systems <br> Holdings, Inc.<br>| 448000 | 10797 |
|  | Synergy Grid & <br> Development Phils, <br> Inc.<br>| 222700 | 56283 |
|  | Vista Land & <br> Lifescapes, Inc.<br>| 665000 | 10849 |
|  | Vistamalls, Inc. | 23100 | 492 |
|  | Wilcon Depot, Inc. | 174000 | 22771 |
| TOTAL PHILIPPINES | TOTAL PHILIPPINES |  | 3025264 |
| POLAND — (1.2%) | POLAND — (1.2%) | POLAND — (1.2%) | POLAND — (1.2%) |
| \* | 11 bit studios SA | 239 | 11442 |
|  | AB SA | 2614 | 68800 |
| \* | Action SA | 2232 | 18590 |
|  | Alior Bank SA | 26856 | 748346 |
| \*Ω | Allegro.eu SA | 38040 | 355211 |
|  | Amica SA | 1140 | 17811 |
|  | AmRest Holdings SE | 10607 | 42493 |
|  | Apator SA | 4975 | 31663 |
| \* | Arctic Paper SA | 4239 | 9732 |
|  | ASBISc Enterprises <br> PLC<br>| 16354 | 131922 |
|  | Asseco Poland SA | 22903 | 1332192 |
|  | Asseco South Eastern <br> Europe SA<br>| 6922 | 123879 |
|  | Auto Partner SA | 16874 | 82364 |
|  | Bank Handlowy w <br> Warszawie SA<br>| 9207 | 259524 |
| \* | Bank Millennium SA | 42323 | 177154 |
| \* | Bank Ochrony <br> Srodowiska SA<br>| 12487 | 40696 |
|  | Bank Polska Kasa <br> Opieki SA<br>| 16053 | 821942 |
|  | Benefit Systems SA | 550 | 466526 |
| \* | Bioton SA | 11456 | 13275 |
|  | BNPP Bank Polska <br> SA<br>| 2590 | 79344 |
|  | Boryszew SA | 20361 | 33060 |
| # | Budimex SA | 3730 | 592174 |
| #\* | CCC SA | 9996 | 409131 |
|  | CD Projekt SA | 4470 | 307123 |
| \* | Celon Pharma SA | 1863 | 10873 |
| \* | CI Games SA | 29151 | 22712 |
|  | Cyber Folks SA | 1987 | 99401 |
| \* | Cyfrowy Polsat SA | 50371 | 180760 |
| \* | Datawalk SA | 404 | 9970 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) |
|  | Develia SA | 90319 | $199669 |
| \*Ω | Dino Polska SA | 53460 | 638543 |
|  | Dom Development SA | 3133 | 208727 |
|  | Elektrotim SA | 1086 | 14751 |
|  | Erbud SA | 1787 | 13838 |
| \* | Fabryki Mebli Forte <br> SA<br>| 5421 | 38307 |
|  | Ferro SA | 2661 | 22617 |
|  | Grupa Kety SA | 3355 | 844364 |
|  | Grupa Pracuj SA | 4424 | 67878 |
| \*Ω | HUUUGE, Inc. | 12526 | 81943 |
|  | ING Bank Slaski SA | 4782 | 407996 |
| # | Inter Cars SA | 2430 | 363115 |
| \* | KGHM Polska Miedz <br> SA<br>| 16311 | 855563 |
|  | KRUK SA | 2751 | 338173 |
| # | LPP SA | 151 | 732981 |
| \* | mBank SA | 1439 | 383190 |
| # | Mirbud SA | 19396 | 71364 |
|  | Neuca SA | 496 | 99883 |
| # | Newag SA | 7382 | 181620 |
|  | Orange Polska SA | 108946 | 265513 |
|  | PCC Rokita SA | 469 | 8671 |
|  | Pepco Group NV | 27395 | 206340 |
|  | PlayWay SA | 481 | 34898 |
|  | Powszechny Zaklad <br> Ubezpieczen SA<br>| 25348 | 405293 |
|  | Santander Bank <br> Polska SA<br>| 2763 | 363877 |
| \* | Selvita SA | 1054 | 10529 |
|  | Stalexport Autostrady <br> SA<br>| 24162 | 18828 |
|  | Synektik SA | 1667 | 118645 |
| \* | Tauron Polska Energia <br> SA<br>| 36090 | 97700 |
|  | TEN Square Games <br> SA<br>| 1598 | 39148 |
| # | Text SA | 2733 | 35984 |
|  | Torpol SA | 1310 | 18895 |
|  | Unimot SA | 1194 | 42234 |
|  | Voxel SA | 612 | 25213 |
| \* | VRG SA | 39196 | 47135 |
|  | Wawel SA | 162 | 30883 |
|  | Wirtualna Polska <br> Holding SA<br>| 2794 | 41946 |
| Ω | XTB SA | 26061 | 491742 |
| TOTAL POLAND | TOTAL POLAND |  | 14366106 |
| QATAR — (0.6%) | QATAR — (0.6%) | QATAR — (0.6%) | QATAR — (0.6%) |
|  | Aamal Co. | 612200 | 132900 |
|  | Al Khaleej Takaful <br> Group QSC<br>| 64415 | 42081 |
|  | Al Meera Consumer <br> Goods Co. QSC<br>| 37943 | 152409 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| QATAR — (Continued) | QATAR — (Continued) | QATAR — (Continued) | QATAR — (Continued) |
|  | Al Rayan Bank | 567170 | $364607 |
|  | Alijarah Holding Co. <br> QPSC<br>| 95410 | 18091 |
|  | Barwa Real Estate <br> Co.<br>| 462445 | 333963 |
|  | Commercial Bank <br> PSQC <br>| 497392 | 566053 |
| \* | Dlala Brokerage & <br> Investments Holding <br> Co. QSC<br>| 50311 | 13920 |
|  | Doha Bank QPSC | 593574 | 409637 |
| \* | Estithmar Holding <br> QPSC<br>| 148062 | 166748 |
|  | Gulf International <br> Services QSC<br>| 99358 | 84233 |
|  | Gulf Warehousing Co. | 64389 | 45248 |
|  | Mannai Corp. QSC | 43016 | 62690 |
| \* | Mazaya Real Estate <br> Development QPSC<br>| 292130 | 49219 |
|  | Medicare Group | 52317 | 93329 |
|  | Mesaieed <br> Petrochemical <br> Holding Co.<br>| 293090 | 100511 |
|  | Qatar Aluminum <br> Manufacturing Co.<br>| 159415 | 67946 |
|  | Qatar Fuel QSC | 102898 | 423871 |
|  | Qatar Industrial <br> Manufacturing Co. <br> QSC<br>| 50886 | 33744 |
|  | Qatar Insurance Co. <br> SAQ<br>| 557185 | 313652 |
|  | Qatar International <br> Islamic Bank QSC<br>| 163865 | 501624 |
|  | Qatar Islamic Bank <br> QPSC<br>| 125251 | 844401 |
|  | Qatar Islamic <br> Insurance Group<br>| 6276 | 15211 |
|  | Qatar National Bank <br> QPSC<br>| 473783 | 2409655 |
|  | Qatar Navigation QSC | 93925 | 286863 |
|  | QLM Life & Medical <br> Insurance Co. WLL<br>| 7022 | 4888 |
|  | United Development <br> Co. QSC<br>| 436676 | 113093 |
|  | Vodafone Qatar PQSC | 393689 | 259839 |
|  | Zad Holding Co. | 15334 | 58885 |
| TOTAL QATAR | TOTAL QATAR |  | 7969311 |
| RUSSIA — (0.0%) | RUSSIA — (0.0%) | RUSSIA — (0.0%) | RUSSIA — (0.0%) |
| \*†† | Lenta International Co. <br> PJSC, GDR<br>| 7070 | 0 |
| \*†† | PhosAgro PJSC | 50 | 0 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| RUSSIA — (Continued) | RUSSIA — (Continued) | RUSSIA — (Continued) | RUSSIA — (Continued) |
| \*†† | Polyus PJSC (PLZL <br> LI), GDR<br>| 4999 | $0 |
| \*†† | Sberbank of Russia <br> PJSC (SBER LI), <br> Sponsored ADR<br>| 114063 | 0 |
| \*†† | VTB Bank PJSC <br> (VTBR LI), GDR<br>| 102771 | 0 |
| SAUDI ARABIA — (2.7%) | SAUDI ARABIA — (2.7%) | SAUDI ARABIA — (2.7%) | SAUDI ARABIA — (2.7%) |
|  | Ades Holding Co. | 16445 | 74314 |
| \* | Advanced <br> Petrochemical Co.<br>| 12095 | 121979 |
|  | Al Babtain Power & <br> Telecommunication <br> Co.<br>| 9444 | 158067 |
|  | Al Hammadi Holding | 18919 | 176249 |
| \* | Al Khaleej Training & <br> Education Co.<br>| 7718 | 60204 |
|  | Al Rajhi Bank | 181888 | 5140904 |
| \* | Al Rajhi Co. for <br> Co-operative <br> Insurance<br>| 4673 | 146907 |
|  | Alamar Foods | 1295 | 16836 |
|  | Alaseel Co. | 22170 | 21090 |
|  | Al-Dawaa Medical <br> Services Co.<br>| 7157 | 125037 |
|  | Aldrees Petroleum & <br> Transport Services <br> Co.<br>| 21490 | 879584 |
|  | Al-Etihad Cooperative <br> Insurance Co.<br>| 5008 | 14437 |
|  | Alinma Bank | 109815 | 760374 |
|  | AlJazira Takaful <br> Ta'awuni Co.<br>| 8814 | 29064 |
|  | AlKhorayef Water & <br> Power Technologies <br> Co.<br>| 4850 | 194489 |
| \* | Allianz Saudi Fransi <br> Cooperative <br> Insurance Co.<br>| 14735 | 53672 |
|  | Almawarid Manpower <br> Co.<br>| 297 | 10612 |
|  | Almunajem Foods Co. | 3575 | 55186 |
|  | Alujain Corp. | 10656 | 90767 |
|  | Arab National Bank | 144037 | 931562 |
|  | Arabian Contracting <br> Services Co.<br>| 6253 | 199501 |
|  | Arabian Drilling Co. | 4775 | 112760 |
|  | Arabian Internet & <br> Communications <br> Services Co.<br>| 8358 | 561348 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
| \* | Arabian Shield <br> Cooperative <br> Insurance Co.<br>| 7937 | $27586 |
|  | Arriyadh Development <br> Co.<br>| 14223 | 111717 |
| \* | ARTEX Industrial <br> Investment Co.<br>| 3860 | 14449 |
|  | Astra Industrial Group <br> Co.<br>| 7787 | 309096 |
|  | Ataa Educational Co. | 3650 | 65720 |
|  | Bank AlBilad | 127346 | 1006236 |
| \* | Bank Al-Jazira | 162110 | 545186 |
|  | Banque Saudi Fransi | 121119 | 576411 |
|  | Basic Chemical <br> Industries Ltd.<br>| 1702 | 12724 |
|  | Bawan Co. | 5267 | 79403 |
|  | BinDawood Holding <br> Co.<br>| 73855 | 113246 |
|  | Bupa Arabia for <br> Cooperative <br> Insurance Co.<br>| 24951 | 1092399 |
|  | Catrion Catering <br> Holding Co.<br>| 10006 | 257990 |
| \* | Chubb Arabia <br> Cooperative <br> Insurance Co.<br>| 1633 | 14015 |
|  | Co. for Cooperative <br> Insurance <br>| 19494 | 708703 |
|  | Dallah Healthcare Co. | 7081 | 290792 |
| \* | Dar Al Arkan Real <br> Estate Development <br> Co.<br>| 139858 | 644104 |
|  | Dr. Sulaiman Al Habib <br> Medical Services <br> Group Co.<br>| 14724 | 1069784 |
|  | East Pipes Integrated <br> Co. for Industry<br>| 1644 | 63734 |
|  | Electrical Industries <br> Co.<br>| 122776 | 378146 |
|  | Elm Co. | 248 | 62739 |
| \* | Emaar Economic City | 41117 | 139611 |
| \* | Fawaz Abdulaziz Al <br> Hokair & Co.<br>| 8304 | 53573 |
| \* | Fitaihi Holding Group | 6180 | 5354 |
|  | Gulf Insurance Group | 2200 | 14830 |
| \* | Gulf Union Cooperative <br> Insurance Co.<br>| 8361 | 26777 |
| \* | Herfy Food Services <br> Co.<br>| 3218 | 17938 |
|  | Jamjoom <br> Pharmaceuticals <br> Factory Co.<br>| 2499 | 103834 |
|  | Jarir Marketing Co. | 253387 | 959671 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
| \* | L'Azurde Co. for <br> Jewelry<br>| 7580 | $25182 |
|  | Leejam Sports Co. <br> JSC<br>| 4865 | 166129 |
| \* | Lumi Rental Co. | 2196 | 36630 |
| \* | Mediterranean & Gulf <br> Cooperative <br> Insurance & <br> Reinsurance Co.<br>| 12972 | 53029 |
| \* | Methanol Chemicals <br> Co.<br>| 7481 | 20027 |
|  | Middle East Healthcare <br> Co.<br>| 10685 | 145736 |
|  | Middle East <br> Specialized Cables <br> Co.<br>| 2891 | 22596 |
|  | Mouwasat Medical <br> Services Co.<br>| 23680 | 485364 |
|  | Nahdi Medical Co. | 9786 | 302945 |
|  | National Co. for Glass <br> Industries <br>| 2044 | 22235 |
|  | National Co. for <br> Learning & <br> Education<br>| 3571 | 164928 |
|  | National Gas & <br> Industrialization Co.<br>| 2871 | 68093 |
|  | National Medical Care <br> Co.<br>| 3667 | 173268 |
|  | Nayifat Finance Co. | 16900 | 59861 |
| \* | Perfect Presentation <br> For Commercial <br> Services Co.<br>| 22911 | 62344 |
| \* | Rabigh Refining & <br> Petrochemical Co.<br>| 42048 | 100673 |
|  | Retal Urban <br> Development Co.<br>| 55440 | 174376 |
|  | Riyad Bank | 173737 | 1261560 |
|  | Riyadh Cables Group <br> Co.<br>| 7457 | 281335 |
|  | SAL Saudi Logistics <br> Services<br>| 1686 | 79173 |
| \* | Saudi Arabian <br> Cooperative <br> Insurance Co.<br>| 3090 | 11061 |
|  | Saudi Aramco Base Oil <br> Co.<br>| 8491 | 218197 |
|  | Saudi Automotive <br> Services Co.<br>| 10274 | 196442 |
|  | Saudi Awwal Bank | 83441 | 719968 |
|  | Saudi Basic Industries <br> Corp.<br>| 26474 | 430907 |
|  | Saudi Ceramic Co. | 7498 | 61154 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  | Saudi Chemical Co. <br> Holding<br>| 92658 | $182264 |
|  | Saudi Industrial <br> Investment Group<br>| 33915 | 146871 |
|  | Saudi Investment Bank <br>| 31233 | 114479 |
| \* | Saudi Marketing Co. | 7310 | 32317 |
|  | Saudi National Bank  | 351549 | 3740677 |
|  | Saudi Paper <br> Manufacturing Co.<br>| 6102 | 87386 |
| \* | Saudi Pharmaceutical <br> Industries & Medical <br> Appliances Corp.<br>| 8376 | 67656 |
| \* | Saudi Printing & <br> Packaging Co.<br>| 6278 | 17893 |
| \* | Saudi Public Transport <br> Co.<br>| 17653 | 59693 |
| \* | Saudi Real Estate Co. | 23927 | 92152 |
| \* | Saudi Reinsurance <br> Co.<br>| 17362 | 143858 |
| \* | Saudi Research & <br> Media Group<br>| 10973 | 503042 |
|  | Saudi Steel Pipe Co. | 4527 | 62831 |
|  | Saudi Telecom Co. | 151696 | 1827425 |
|  | Saudia Dairy & <br> Foodstuff Co.<br>| 2906 | 222707 |
| \* | Savola Group  | 39943 | 262122 |
|  | Scientific & Medical <br> Equipment House <br> Co.<br>| 1619 | 16984 |
| \* | Seera Group Holding | 43694 | 361584 |
| \* | SHL Finance Co. | 11667 | 67687 |
| \* | Sinad Holding Co. | 11062 | 30885 |
|  | Sustained <br> Infrastructure <br> Holding Co.<br>| 3134 | 30543 |
|  | Theeb Rent A Car Co. | 8739 | 152757 |
|  | United Electronics Co. | 11946 | 282553 |
|  | United International <br> Transportation Co.<br>| 15153 | 299049 |
| \* | Walaa Cooperative <br> Insurance Co.<br>| 15311 | 47729 |
| \* | Wataniya Insurance <br> Co.<br>| 3853 | 15068 |
| TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA |  | 32912136 |
| SOUTH AFRICA — (2.5%) | SOUTH AFRICA — (2.5%) | SOUTH AFRICA — (2.5%) | SOUTH AFRICA — (2.5%) |
|  | Absa Group Ltd. | 36536 | 408249 |
|  | Adcock Ingram <br> Holdings Ltd.<br>| 6946 | 29993 |
|  | Advtech Ltd. | 88669 | 180783 |
|  | AECI Ltd. | 31856 | 164266 |
|  | Altron Ltd., Class A | 70082 | 74321 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |
|  | Anglogold Ashanti PLC <br> (ANG SJ)<br>| 17465 | $1197467 |
|  | Anglogold Ashanti PLC <br> (AU US)<br>| 13356 | 908208 |
|  | Aspen Pharmacare <br> Holdings Ltd.<br>| 68154 | 386028 |
|  | Barloworld Ltd. | 30984 | 213591 |
|  | Bid Corp. Ltd. | 44842 | 1110027 |
|  | Bidvest Group Ltd. | 90047 | 1171362 |
| \* | Blu Label Unlimited <br> Group Ltd.<br>| 146716 | 104707 |
| \* | Brait PLC | 710123 | 87471 |
|  | Capitec Bank Holdings <br> Ltd.<br>| 4767 | 1054687 |
|  | Cashbuild Ltd. | 3768 | 29980 |
|  | Clicks Group Ltd. | 71977 | 1517634 |
|  | Coronation Fund <br> Managers Ltd.<br>| 55215 | 156743 |
|  | Curro Holdings Ltd. | 25364 | 19354 |
|  | DataTec Ltd. | 95159 | 394671 |
| Ω | Dis-Chem Pharmacies <br> Ltd.<br>| 145089 | 283804 |
|  | Discovery Ltd. | 52264 | 656633 |
|  | DRDGOLD Ltd. (DRD <br> SJ)<br>| 15834 | 39989 |
|  | Famous Brands Ltd. | 9394 | 29393 |
|  | Foschini Group Ltd. | 55815 | 296280 |
| # | Gold Fields Ltd. (GFI <br> US), Sponsored <br> ADR<br>| 112587 | 4324467 |
| # | Grindrod Ltd. | 105858 | 103452 |
|  | Harmony Gold Mining <br> Co. Ltd. (HAR SJ)<br>| 23395 | 389259 |
|  | Hudaco Industries Ltd. | 9126 | 93382 |
|  | Impala Platinum <br> Holdings Ltd.<br>| 56228 | 602594 |
|  | Investec Ltd. | 35909 | 270342 |
|  | Invicta Holdings Ltd. | 5349 | 11813 |
| \* | KAP Ltd. | 78375 | 7439 |
|  | Kumba Iron Ore Ltd. | 12731 | 253551 |
|  | Lewis Group Ltd. | 9835 | 47426 |
|  | Life Healthcare Group <br> Holdings Ltd.<br>| 215387 | 147442 |
|  | Momentum Group Ltd. | 286853 | 552275 |
|  | Motus Holdings Ltd. | 47712 | 287496 |
|  | Mpact Ltd. | 55728 | 75225 |
|  | Mr. Price Group Ltd. | 49422 | 590486 |
|  | MTN Group Ltd. | 134187 | 1340597 |
| \* | Nampak Ltd. | 516 | 14319 |
|  | Naspers Ltd., Class N | 43610 | 3062992 |
|  | Nedbank Group Ltd. | 33929 | 462547 |
|  | NEPI Rockcastle NV | 119220 | 966843 |
|  | Netcare Ltd. | 214735 | 181094 |
|  | Ninety One Ltd. | 53537 | 159295 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |
|  | Northam Platinum <br> Holdings Ltd.<br>| 30847 | $515166 |
| \* | Nutun Ltd. | 179113 | 9926 |
|  | Old Mutual Ltd. (OMU <br> SJ)<br>| 725968 | 567674 |
|  | Omnia Holdings Ltd. | 62300 | 273926 |
|  | OUTsurance Group <br> Ltd.<br>| 155471 | 654267 |
| Ω | Pepkor Holdings Ltd. | 528713 | 806139 |
| \* | Pick n Pay Stores Ltd. | 76377 | 124678 |
|  | Raubex Group Ltd. | 27796 | 66433 |
|  | Reunert Ltd. | 44147 | 142285 |
|  | Sanlam Ltd. | 145258 | 762254 |
|  | Santam Ltd. | 10369 | 247340 |
|  | Sappi Ltd. | 58142 | 76181 |
| #\* | Sibanye Stillwater Ltd. <br> (SSW SJ)<br>| 215516 | 571915 |
| \* | SPAR Group Ltd.  | 51195 | 321990 |
|  | Spur Corp. Ltd. | 15300 | 31843 |
|  | Stadio Holdings Ltd. | 56665 | 36321 |
|  | Super Group Ltd. | 54022 | 50035 |
|  | Tiger Brands Ltd. | 4569 | 86460 |
|  | Truworths International <br> Ltd.<br>| 61088 | 182943 |
|  | Valterra Platinum Ltd. | 3551 | 219627 |
|  | Vodacom Group Ltd. | 25446 | 205992 |
|  | We Buy Cars Holdings <br> Ltd.<br>| 9878 | 26195 |
|  | Wilson Bayly <br> Holmes-Ovcon Ltd.<br>| 16745 | 146206 |
|  | Woolworths Holdings <br> Ltd.<br>| 134080 | 404836 |
|  | Zeda Ltd. | 44692 | 31685 |
| TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA |  | 31022294 |
| SOUTH KOREA — (13.1%) | SOUTH KOREA — (13.1%) | SOUTH KOREA — (13.1%) | SOUTH KOREA — (13.1%) |
| \* | 3S Korea Co. Ltd. | 7967 | 9881 |
|  | ABOV Semiconductor <br> Co. Ltd.<br>| 2691 | 23648 |
| \* | ADTechnology Co. <br> Ltd.<br>| 1279 | 23542 |
|  | Advanced Nano <br> Products Co. Ltd.<br>| 823 | 37937 |
|  | Advanced Process <br> Systems Corp.<br>| 3318 | 46187 |
|  | Aekyung Chemical Co. <br> Ltd.<br>| 3816 | 29239 |
|  | Aekyung Industrial Co. <br> Ltd.<br>| 2115 | 20768 |
| \* | Agabang & Co. | 6109 | 19542 |
|  | Ahnlab, Inc. | 1244 | 52992 |
| \* | Alteogen, Inc. | 3127 | 1069262 |
| \* | ALUKO Co. Ltd. | 17469 | 25148 |
| \* | Amicogen, Inc. | 3596 | 7662 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Amorepacific Corp. | 3883 | $328881 |
|  | Amorepacific Holdings <br> Corp.<br>| 7237 | 128802 |
| \* | Ananti, Inc. | 9179 | 49523 |
| \* | Anapass, Inc. | 1749 | 21629 |
| \* | Anterogen Co. Ltd. | 1450 | 22931 |
| \* | APS, Inc. | 1919 | 5464 |
| \* | Asia Pacific Satellite, <br> Inc.<br>| 2523 | 22007 |
|  | Asia Paper <br> Manufacturing Co. <br> Ltd.<br>| 11507 | 59549 |
|  | Atinum Investment Co. <br> Ltd.<br>| 11432 | 20360 |
|  | Avaco Co. Ltd. | 2470 | 27118 |
|  | Baiksan Co. Ltd. | 4496 | 42506 |
|  | BGF Co. Ltd. | 7644 | 20397 |
|  | BH Co. Ltd. | 7804 | 100260 |
| \* | BHI Co. Ltd. | 2644 | 93645 |
|  | Binggrae Co. Ltd. | 1718 | 87058 |
|  | Bio Plus Co. Ltd. | 9806 | 42925 |
| \* | Biodyne Co. Ltd. | 2825 | 27415 |
| \* | Bioneer Corp. | 1671 | 18154 |
|  | BioNote, Inc. | 10659 | 41173 |
|  | BIT Computer Co. Ltd. | 2278 | 7586 |
| \* | BNC Korea Co. Ltd. | 5378 | 19112 |
|  | BNK Financial Group, <br> Inc.<br>| 58811 | 569334 |
|  | Boditech Med, Inc. | 5638 | 53648 |
|  | Bookook Securities Co. <br> Ltd.<br>| 462 | 21943 |
|  | Boryung | 8638 | 53488 |
| \* | Bosung Power <br> Technology Co. Ltd.<br>| 7684 | 28714 |
| \* | Bukwang <br> Pharmaceutical Co. <br> Ltd.<br>| 6244 | 16169 |
|  | BYC Co. Ltd. | 800 | 21066 |
|  | Byucksan Corp. | 8835 | 10814 |
|  | C&C International Co. <br> Ltd.<br>| 1295 | 34081 |
| \* | Cafe24 Corp. | 3535 | 88708 |
| \* | CammSys Corp. | 12345 | 6055 |
|  | Cape Industries Ltd. | 6153 | 60774 |
| # | Caregen Co. Ltd. | 3701 | 168261 |
| \* | Celltrion Pharm, Inc. | 2118 | 94635 |
|  | Celltrion, Inc. | 7581 | 933112 |
| \* | Chabiotech Co. Ltd. | 2273 | 19595 |
|  | Cheil Worldwide, Inc. | 36083 | 514930 |
|  | Chemtronics Co. Ltd. | 3577 | 87323 |
|  | Cheryong Electric Co. <br> Ltd.<br>| 2416 | 65647 |
|  | Cheryong Industrial <br> Co. Ltd.<br>| 4325 | 19569 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Chinyang Holdings <br> Corp.<br>| 7730 | $17599 |
|  | Chips&Media, Inc. | 2006 | 22867 |
| \* | Choil Aluminum Co. <br> Ltd.<br>| 11512 | 10781 |
|  | Chong Kun Dang <br> Pharmaceutical <br> Corp.<br>| 1813 | 105245 |
|  | Chongkundang <br> Holdings Corp.<br>| 793 | 25149 |
|  | Choong Ang Vaccine <br> Laboratory<br>| 1601 | 10973 |
| \* | Chorokbaem Media <br> Co. Ltd.<br>| 4200 | 15947 |
| \* | CJ CGV Co. Ltd. | 11618 | 40695 |
|  | CJ Corp. | 5015 | 599938 |
| \* | CJ ENM Co. Ltd. | 2831 | 139194 |
|  | CJ Freshway Corp. | 2433 | 42651 |
|  | CJ Logistics Corp. | 2766 | 159706 |
|  | Classys, Inc. | 5351 | 184735 |
|  | CLIO Cosmetics Co. <br> Ltd.<br>| 714 | 7152 |
| \* | CMG Pharmaceutical <br> Co. Ltd.<br>| 8816 | 11155 |
| \* | Com2uS Holdings <br> Corp.<br>| 2217 | 31236 |
|  | Com2uSCorp | 2881 | 68834 |
| # | Cosmax, Inc. | 3209 | 459526 |
|  | Cosmecca Korea Co. <br> Ltd.<br>| 1904 | 88192 |
| \* | CosmoAM&T Co. Ltd. | 2060 | 79972 |
| \* | Cosmochemical Co. <br> Ltd.<br>| 3839 | 51861 |
|  | Coway Co. Ltd. | 28811 | 1801545 |
|  | Cowintech Co. Ltd. | 2204 | 26513 |
|  | CR Holdings Co. Ltd. | 5692 | 19231 |
| \* | Creative & Innovative <br> System<br>| 3518 | 18646 |
|  | Creverse, Inc. | 1427 | 12841 |
|  | CS Wind Corp. | 8237 | 251547 |
| \* | CTC BIO, Inc. | 2098 | 7574 |
| \* | Cube Entertainment, <br> Inc.<br>| 2240 | 22918 |
|  | Cuckoo Holdings Co. <br> Ltd.<br>| 3109 | 62647 |
|  | Cuckoo Homesys Co. <br> Ltd.<br>| 1272 | 20520 |
| \* | D&C Media Co. Ltd. | 981 | 9722 |
|  | D.I Corp. | 2915 | 49727 |
|  | Dae Hwa <br> Pharmaceutical Co. <br> Ltd.<br>| 1232 | 14162 |
|  | Dae Won Kang Up Co. <br> Ltd.<br>| 9092 | 26776 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | Daea TI Co. Ltd. | 5700 | $16181 |
|  | Daebongls Co. Ltd. | 2018 | 17226 |
|  | Daechang Forging Co. <br> Ltd.<br>| 5126 | 24009 |
|  | Daedong Corp. | 5235 | 35746 |
|  | Daeduck Co. Ltd. | 1972 | 12609 |
|  | Daehan Flour Mill Co. <br> Ltd.<br>| 341 | 33140 |
| \* | Dae-Il Corp. | 9015 | 31183 |
|  | Daejoo Electronic <br> Materials Co. Ltd.<br>| 1388 | 73403 |
|  | Daesang Corp. | 4045 | 59098 |
|  | Daesang Holdings Co. <br> Ltd.<br>| 2845 | 18437 |
| \* | Daewon Cable Co. <br> Ltd.<br>| 10963 | 27977 |
|  | Daewon <br> Pharmaceutical Co. <br> Ltd.<br>| 4099 | 37424 |
|  | Daewon San Up Co. <br> Ltd.<br>| 2161 | 17155 |
| #\* | Daewoo Engineering & <br> Construction Co. <br> Ltd.<br>| 88834 | 233013 |
|  | Daewoong Co. Ltd. | 6724 | 102026 |
|  | Daewoong <br> Pharmaceutical Co. <br> Ltd.<br>| 1231 | 120495 |
|  | Daihan Pharmaceutical <br> Co. Ltd.<br>| 1066 | 21726 |
| # | Daishin Securities Co. <br> Ltd.<br>| 10870 | 221563 |
|  | Daol Investment & <br> Securities Co. Ltd.<br>| 12487 | 31685 |
|  | Daou Data Corp. | 4343 | 53458 |
|  | Daou Technology, Inc. | 6983 | 190780 |
| \* | Dasan Networks, Inc. | 7361 | 16870 |
| \* | Dawonsys Co. Ltd. | 4647 | 12330 |
|  | DB Insurance Co. Ltd. | 17388 | 1545510 |
|  | DB Securities Co. Ltd. | 6205 | 43986 |
| \* | DB, Inc. | 36593 | 37344 |
|  | Dear U Co. Ltd. | 2020 | 54169 |
| # | Dentium Co. Ltd. | 2536 | 101249 |
|  | Deutsch Motors, Inc. | 5379 | 16846 |
|  | Device Co. Ltd. | 1253 | 10478 |
| \* | Devsisters Co. Ltd. | 773 | 22923 |
|  | Digital Daesung Co. <br> Ltd.<br>| 4602 | 22198 |
| \* | DIO Corp. | 1645 | 19382 |
| \*†† | DKME | 43041 | 11329 |
|  | DL E&C Co. Ltd. | 10257 | 306830 |
|  | DL Holdings Co. Ltd. | 1837 | 50100 |
| †† | DMS Co. Ltd. | 7907 | 13175 |
|  | DN Automotive Corp. | 4608 | 75164 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Dohwa Engineering <br> Co. Ltd.<br>| 4413 | $18876 |
|  | Dong-A Socio Holdings <br> Co. Ltd.<br>| 552 | 42019 |
|  | Dong-A ST Co. Ltd. | 1306 | 44776 |
|  | Dong-Ah Geological <br> Engineering Co. <br> Ltd.<br>| 649 | 6554 |
|  | Dongbang Transport <br> Logistics Co. Ltd.<br>| 14438 | 28136 |
|  | Dongjin Semichem Co. <br> Ltd.<br>| 18159 | 542646 |
|  | Dongkoo Bio & <br> Pharma Co. Ltd.<br>| 6721 | 25311 |
|  | DongKook <br> Pharmaceutical Co. <br> Ltd.<br>| 5585 | 69230 |
|  | Dongkuk Holdings Co. <br> Ltd.<br>| 6767 | 34683 |
|  | Dongkuk Steel Mill Co. <br> Ltd.<br>| 11214 | 66894 |
|  | Dongsuh Cos., Inc. | 5441 | 102983 |
|  | Dongsung Chemical <br> Co. Ltd.<br>| 11307 | 31732 |
|  | Dongsung Finetec Co. <br> Ltd.<br>| 6686 | 148995 |
| \* | Dongwha Enterprise <br> Co. Ltd.<br>| 4310 | 29969 |
|  | Dongwha Pharm Co. <br> Ltd.<br>| 5888 | 25853 |
|  | Dongwon Development <br> Co. Ltd.<br>| 13299 | 24163 |
|  | Dongwon Industries <br> Co. Ltd.<br>| 1532 | 52017 |
|  | Dongwon Systems <br> Corp.<br>| 1570 | 30801 |
|  | Dongwoon Anatech <br> Co. Ltd.<br>| 4908 | 57781 |
|  | Dongyang E&P, Inc. | 1464 | 21977 |
|  | Doosan Bobcat, Inc. | 18603 | 785291 |
|  | Doosan Co. Ltd. | 2068 | 1366461 |
| \* | Doosan Enerbility Co. <br> Ltd.<br>| 20228 | 1251924 |
| \* | Doosan Fuel Cell Co. <br> Ltd.<br>| 4019 | 120013 |
|  | Doosan Tesna, Inc. | 2770 | 97101 |
|  | DoubleUGames Co. <br> Ltd.<br>| 5109 | 179765 |
| # | Douzone Bizon Co. <br> Ltd.<br>| 4113 | 256920 |
| \* | Dream Security Co. <br> Ltd.<br>| 10040 | 23462 |
|  | Dreamtech Co. Ltd. | 7608 | 34089 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | DRTECH Corp. | 10055 | $13966 |
|  | DSC Investment, Inc. | 3558 | 18377 |
| \* | Duk San Neolux Co. <br> Ltd.<br>| 2143 | 63147 |
|  | DY Corp. | 1808 | 5363 |
|  | DY POWER Corp. | 3390 | 30421 |
|  | Echo Marketing, Inc. | 5576 | 45269 |
| \* | Eco Volt Co. Ltd. | 12005 | 8427 |
|  | Ecoplastic Corp. | 11596 | 26265 |
| #\* | Ecopro BM Co. Ltd. | 3704 | 414449 |
| # | Ecopro Co. Ltd. | 12224 | 752776 |
|  | Ecopro HN Co. Ltd. | 1731 | 33625 |
|  | E-MART, Inc. | 4557 | 230829 |
| \* | EMKOREA Co. Ltd. | 4828 | 7418 |
| \* | EMRO, Inc. | 1192 | 37166 |
| \* | EM-Tech Co. Ltd. | 2530 | 16539 |
| \* | Enchem Co. Ltd. | 543 | 32610 |
|  | ENF Technology Co. <br> Ltd.<br>| 3799 | 131735 |
|  | Eo Technics Co. Ltd. | 1063 | 174829 |
| \* | Eubiologics Co. Ltd. | 5266 | 45590 |
|  | Eugene Investment & <br> Securities Co. Ltd.<br>| 13616 | 35567 |
|  | Eugene Technology <br> Co. Ltd.<br>| 2004 | 132866 |
| \* | E-World | 10154 | 10040 |
| \* | Exem Co. Ltd. | 9439 | 14324 |
|  | Exicon Co. Ltd. | 2411 | 27000 |
| # | F&F Co. Ltd. | 7976 | 342904 |
| \* | Fine M-Tec Co. Ltd. | 3760 | 22952 |
| \* | Fine Semitech Corp. | 2278 | 58353 |
| \* | Firstec Co. Ltd. | 4429 | 14371 |
| \*†† | Flask Co. Ltd. | 4016 | 2503 |
| \* | Foosung Co. Ltd. | 4894 | 30472 |
|  | Fursys, Inc. | 987 | 31507 |
|  | Gabia, Inc. | 3274 | 62183 |
| \* | GAEASOFT | 4093 | 20096 |
|  | Galaxia Moneytree Co. <br> Ltd.<br>| 1980 | 13137 |
| \* | GAMSUNG Corp. Co. <br> Ltd.<br>| 26653 | 94757 |
| \* | Gaon Cable Co. Ltd. | 669 | 39230 |
| \* | GC Cell Corp. | 1292 | 20781 |
| \* | GeneOne Life Science, <br> Inc.<br>| 11675 | 17219 |
| \* | Genexine, Inc. | 4234 | 15385 |
|  | Geumhwa PSC Co. <br> Ltd.<br>| 1330 | 29660 |
| \* | Giantstep, Inc. | 1630 | 5787 |
|  | Global Standard <br> Technology Co. Ltd.<br>| 3848 | 69300 |
| \* | Global Tax Free Co. <br> Ltd.<br>| 9554 | 37745 |
| \* | GnBS eco Co. Ltd. | 4194 | 8523 |
|  | GOLFZON Co. Ltd. | 1423 | 59250 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Gradiant Corp. | 4366 | $39060 |
|  | Grand Korea Leisure <br> Co. Ltd.<br>| 4689 | 50935 |
|  | Green Cross Corp. | 740 | 67247 |
|  | Green Cross Holdings <br> Corp.<br>| 6082 | 67211 |
| \*†† | Green Pine Tree Co. <br> Ltd.<br>| 1155 | 912 |
|  | GS Engineering & <br> Construction Corp.<br>| 19226 | 251797 |
| \* | GS P&L Co. Ltd. | 4601 | 123667 |
|  | Gwangju Shinsegae <br> Co. Ltd.<br>| 735 | 15548 |
|  | HAESUNG DS Co. <br> Ltd.<br>| 3254 | 117297 |
|  | Han Kuk Carbon Co. <br> Ltd.<br>| 6099 | 156599 |
|  | Hana Financial Group, <br> Inc.<br>| 59432 | 3560486 |
|  | Hana Materials, Inc. | 1780 | 51127 |
|  | Hana Micron, Inc. | 13727 | 281442 |
|  | Hana Pharm Co. Ltd. | 2252 | 18188 |
| \* | Hana Technology Co. <br> Ltd.<br>| 253 | 5352 |
|  | Hana Tour Service, <br> Inc.<br>| 1317 | 44011 |
| \* | Hanall Biopharma Co. <br> Ltd.<br>| 2608 | 75625 |
|  | Hancom, Inc. | 2264 | 39339 |
|  | Handok, Inc. | 2093 | 16737 |
|  | Handsome Co. Ltd. | 4735 | 48732 |
|  | Hanjin Kal Corp. | 336 | 24661 |
|  | Hanjin Logistics Corp. | 2334 | 32741 |
|  | Hankook Cosmetics <br> Manufacturing Co. <br> Ltd.<br>| 331 | 12513 |
|  | Hankook Shell Oil Co. <br> Ltd.<br>| 185 | 57199 |
|  | Hankook Tire & <br> Technology Co. Ltd.<br>| 12905 | 418993 |
|  | Hanmi Pharm Co. Ltd. | 1717 | 510984 |
|  | Hanmi Science Co. <br> Ltd.<br>| 4206 | 116059 |
|  | Hanmi Semiconductor <br> Co. Ltd.<br>| 7081 | 708118 |
|  | HanmiGlobal Co. Ltd. | 2006 | 28643 |
|  | Hannong Chemicals, <br> Inc.<br>| 1310 | 14467 |
| \* | Hanon Systems | 39225 | 119842 |
|  | Hansae Co. Ltd. | 3724 | 27584 |
|  | Hansae Yes24 <br> Holdings Co. Ltd.<br>| 908 | 2667 |
|  | Hanshin Machinery <br> Co.<br>| 4076 | 9811 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Hansol Chemical Co. <br> Ltd.<br>| 2177 | $353775 |
| \* | Hansol IONES Co. <br> Ltd.<br>| 3098 | 28627 |
|  | Hansol Paper Co. Ltd. | 4665 | 26603 |
|  | Hansol Technics Co. <br> Ltd.<br>| 9847 | 44919 |
|  | Hanssem Co. Ltd. | 638 | 20795 |
| \* | Hanwha Engine | 4700 | 162841 |
| \* | Hanwha General <br> Insurance Co. Ltd.<br>| 16171 | 61406 |
| \* | Hanwha Investment & <br> Securities Co. Ltd.<br>| 28229 | 105633 |
| \* | Hanwha Life Insurance <br> Co. Ltd.<br>| 76989 | 163475 |
| \* | Hanwha Ocean Co. <br> Ltd.<br>| 3875 | 373515 |
|  | Hanwha Solutions <br> Corp.<br>| 24837 | 531051 |
|  | Hanwha Systems Co. <br> Ltd.<br>| 12725 | 534219 |
| \* | Hanwha Vision Co. <br> Ltd.<br>| 4570 | 160812 |
| \* | Hanyang Digitech Co. <br> Ltd.<br>| 1023 | 16309 |
|  | Hanyang Eng Co. Ltd. | 4035 | 57014 |
|  | Hanyang Securities <br> Co. Ltd.<br>| 2979 | 39681 |
|  | HB SOLUTION Co. <br> Ltd.<br>| 6888 | 12282 |
|  | HB Technology Co. <br> Ltd.<br>| 20026 | 27842 |
|  | HC HomeCenter Co. <br> Ltd.<br>| 29955 | 14711 |
|  | HD Hyundai Co. Ltd. | 5075 | 728938 |
|  | HD Hyundai <br> Construction <br> Equipment Co. Ltd.<br>| 4499 | 315145 |
|  | HD Hyundai Electric <br> Co. Ltd.<br>| 4719 | 2867010 |
| \* | HD Hyundai Energy <br> Solutions Co. Ltd.<br>| 1134 | 45051 |
|  | HD Hyundai Heavy <br> Industries Co. Ltd.<br>| 876 | 368901 |
|  | HD Hyundai Infracore <br> Co. Ltd.<br>| 37027 | 395036 |
|  | HD Hyundai Mipo | 2283 | 386722 |
|  | HD Korea Shipbuilding <br> & Offshore <br> Engineering Co. <br> Ltd.<br>| 4237 | 1408296 |
|  | HDC Holdings Co. <br> Ltd.<br>| 11304 | 145875 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| # | HDC Hyundai <br> Development <br> Co-Engineering & <br> Construction<br>| 13317 | $179883 |
| \* | HD-Hyundai Marine <br> Engine<br>| 3940 | 274206 |
|  | Hecto Innovation Co. <br> Ltd.<br>| 2056 | 23322 |
| \* | HFR, Inc. | 1874 | 22563 |
|  | High Tech Pharm Co. <br> Ltd.<br>| 3388 | 29857 |
|  | Hite Jinro Co. Ltd. | 10080 | 133098 |
|  | Hitejinro Holdings Co. <br> Ltd.<br>| 2275 | 15480 |
|  | HK inno N Corp. | 2746 | 95105 |
|  | HL Holdings Corp. | 1851 | 52561 |
|  | HL Mando Co. Ltd. | 10849 | 292513 |
| \* | HLB Biostep Co. Ltd. | 2115 | 1824 |
| \* | Hlb Pharma Ceutical <br> Co. Ltd.<br>| 1281 | 13794 |
| \* | HLB, Inc. | 10998 | 374326 |
| \* | Hotel Shilla Co. Ltd. | 5899 | 201154 |
|  | HPSP Co. Ltd. | 3650 | 88023 |
|  | HS Hyosung Advanced <br> Materials Corp.<br>| 498 | 64618 |
| \* | HS Hyosung Corp. | 586 | 23882 |
|  | HS Industries Co. Ltd. | 4773 | 13346 |
| \* | Hugel, Inc. | 1496 | 274496 |
|  | Humedix Co. Ltd. | 2427 | 85416 |
|  | Huons Co. Ltd. | 2342 | 48002 |
|  | Huons Global Co. Ltd. | 1464 | 55959 |
|  | Husteel Co. Ltd. | 7104 | 20400 |
|  | Huvitz Co. Ltd. | 4877 | 28209 |
|  | Hwa Shin Co. Ltd. | 5583 | 34414 |
|  | Hwangkum Steel & <br> Technology Co. Ltd.<br>| 2449 | 9685 |
| # | HYBE Co. Ltd. | 1603 | 382920 |
|  | Hy-Lok Corp. | 2158 | 56255 |
|  | Hyosung Corp. | 2633 | 233577 |
|  | Hyosung Heavy <br> Industries Corp.<br>| 1008 | 1503572 |
|  | Hyosung TNC Corp. | 1216 | 177325 |
|  | Hyundai Autoever <br> Corp.<br>| 2381 | 338884 |
|  | Hyundai Bioland Co. <br> Ltd.<br>| 1594 | 4953 |
|  | HYUNDAI Corp. | 2484 | 36957 |
|  | Hyundai Department <br> Store Co. Ltd.<br>| 2228 | 126220 |
|  | Hyundai Elevator Co. <br> Ltd.<br>| 6595 | 349560 |
|  | Hyundai Engineering & <br> Construction Co. <br> Ltd.<br>| 19589 | 962459 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | HYUNDAI EVERDIGM <br> Corp.<br>| 2354 | $12783 |
|  | Hyundai Ezwel Co. <br> Ltd.<br>| 4878 | 18034 |
|  | Hyundai Futurenet Co. <br> Ltd.<br>| 13368 | 29806 |
|  | Hyundai GF Holdings | 10655 | 58194 |
|  | Hyundai Glovis Co. <br> Ltd.<br>| 4353 | 575310 |
|  | Hyundai Green Food | 5187 | 54780 |
|  | Hyundai Home <br> Shopping Network <br> Corp.<br>| 1612 | 59481 |
|  | Hyundai Livart <br> Furniture Co. Ltd.<br>| 3789 | 17561 |
| \* | Hyundai Marine & Fire <br> Insurance Co. Ltd.<br>| 15794 | 302205 |
|  | Hyundai Mobis Co. <br> Ltd.<br>| 6610 | 1461719 |
|  | Hyundai Motor Co. | 16253 | 3295935 |
|  | Hyundai Motor <br> Securities Co. Ltd.<br>| 8713 | 53286 |
|  | Hyundai Movex Co. <br> Ltd.<br>| 6879 | 48692 |
|  | Hyundai Rotem Co. <br> Ltd.<br>| 16353 | 2642014 |
|  | Hyundai Steel Co. | 9107 | 210399 |
|  | Hyundai Wia Corp. | 4160 | 170734 |
|  | HyVision System, Inc. | 2998 | 33991 |
|  | i3system, Inc. | 1346 | 73083 |
| \* | Icure Pharm, Inc. | 975 | 1484 |
| \* | Il Dong Pharmaceutical <br> Co. Ltd.<br>| 983 | 16198 |
|  | Iljin Diamond Co. Ltd. | 1822 | 17861 |
|  | Iljin Electric Co. Ltd. | 5169 | 207784 |
|  | Iljin Holdings Co. Ltd. | 6856 | 33654 |
| \* | Iljin Hysolus Co. Ltd. | 724 | 9711 |
|  | Iljin Power Co. Ltd. | 2335 | 18113 |
|  | Ilshin Spinning Co. <br> Ltd.<br>| 7844 | 66202 |
| \* | Ilshin Stone Co. Ltd. | 14594 | 18133 |
|  | Ilyang Pharmaceutical <br> Co. Ltd.<br>| 2498 | 22880 |
|  | iM Financial Group Co. <br> Ltd.<br>| 37239 | 345510 |
|  | iMarketKorea, Inc. | 5701 | 31366 |
|  | InBody Co. Ltd. | 2491 | 50134 |
|  | Incar Financial Service <br> Co. Ltd.<br>| 3330 | 27957 |
|  | Industrial Bank of <br> Korea<br>| 61562 | 834286 |
|  | Innocean Worldwide, <br> Inc.<br>| 8704 | 104695 |
|  | InnoWireless Co. Ltd. | 369 | 6050 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Innox Advanced <br> Materials Co. Ltd.<br>| 2497 | $43057 |
| \* | Insung Information Co. <br> Ltd.<br>| 10578 | 13555 |
|  | Intellian Technologies, <br> Inc.<br>| 761 | 24092 |
|  | Intelligent Digital <br> Integrated Security <br> Co. Ltd.<br>| 1685 | 21241 |
| \* | Interflex Co. Ltd. | 4180 | 27061 |
|  | Interojo Co. Ltd. | 1228 | 14751 |
|  | INTOPS Co. Ltd. | 3053 | 34594 |
|  | iNtRON Biotechnology, <br> Inc.<br>| 3888 | 9052 |
|  | INVENI Co. Ltd. | 725 | 31509 |
|  | IS Dongseo Co. Ltd. | 5226 | 68101 |
|  | ISC Co. Ltd. | 2345 | 130249 |
|  | i-SENS, Inc. | 3346 | 40595 |
| \* | ISU Abxis Co. Ltd. | 2469 | 8471 |
| \* | ISU Chemical Co. Ltd. | 3108 | 23221 |
|  | IsuPetasys Co. Ltd. | 12308 | 976202 |
| \* | Itcencts Co. Ltd. | 19277 | 7486 |
| \* | Itcenglobal Co. Ltd. | 3543 | 46418 |
| \* | ITEK, Inc. | 4474 | 19055 |
| \* | ITM Semiconductor <br> Co. Ltd.<br>| 554 | 4655 |
| \* | Jahwa Electronics Co. <br> Ltd.<br>| 4999 | 75928 |
|  | JB Financial Group Co. <br> Ltd.<br>| 31430 | 494828 |
| # | Jeju Bank | 3312 | 30795 |
| \* | Jeju Semiconductor <br> Corp.<br>| 3960 | 56789 |
|  | Jinsung T.E.C. | 3429 | 31400 |
|  | JLS Co. Ltd. | 1866 | 8159 |
|  | JNK Global Co. Ltd. | 8964 | 27859 |
| \* | JNTC Co. Ltd. | 1326 | 25100 |
| # | Jusung Engineering <br> Co. Ltd.<br>| 7506 | 160897 |
|  | JVM Co. Ltd. | 1438 | 28154 |
|  | JW Holdings Corp. | 12832 | 29274 |
|  | JW Life Science Corp. | 2713 | 25592 |
|  | JW Pharmaceutical <br> Corp.<br>| 4069 | 66996 |
| \* | JW Shinyak Corp. | 3942 | 3846 |
|  | JYP Entertainment <br> Corp.<br>| 10022 | 568232 |
|  | K Car Co. Ltd. | 3734 | 39695 |
|  | K Ensol Co. Ltd. | 1735 | 13929 |
|  | Kakao Corp. | 12331 | 561982 |
| \* | Kakao Games Corp. | 8640 | 97444 |
|  | KakaoBank Corp. | 12257 | 198671 |
| \* | Kakaopay Corp. | 3196 | 117015 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Kangnam Jevisco Co. <br> Ltd.<br>| 1462 | $12602 |
| \* | Kangwon Energy Co. <br> Ltd.<br>| 3790 | 42629 |
|  | Kangwon Land, Inc. | 11157 | 132089 |
|  | KB Financial Group, <br> Inc. (105560 KS)<br>| 48691 | 3974821 |
|  | KC Co. Ltd. | 2179 | 39841 |
|  | KC Tech Co. Ltd. | 1534 | 41080 |
| # | KCC Corp. | 1131 | 348384 |
|  | KCTC | 5926 | 22465 |
| \* | KEC Corp. | 31873 | 17347 |
| \* | Keeps Biopharma, Inc. | 2599 | 16589 |
|  | KEPCO Engineering & <br> Construction Co., <br> Inc.<br>| 1501 | 107078 |
|  | KEPCO Plant Service <br> & Engineering Co. <br> Ltd.<br>| 8222 | 291639 |
|  | KG Chemical Corp. | 6136 | 20940 |
|  | KG Dongbusteel | 11151 | 42600 |
|  | KG Eco Solution Co. <br> Ltd.<br>| 7203 | 28622 |
| \* | KG Mobility Co. | 13460 | 35992 |
|  | Kginicis Co. Ltd. | 5479 | 39428 |
|  | KH Vatec Co. Ltd. | 4841 | 42549 |
|  | Kia Corp. | 39120 | 3281330 |
| \* | KidariStudio, Inc. | 6220 | 16718 |
|  | KINX, Inc. | 900 | 58694 |
|  | KISCO Corp. | 4439 | 31196 |
|  | KISCO Holdings Co. <br> Ltd.<br>| 1214 | 21803 |
|  | KISWIRE Ltd. | 3432 | 42997 |
|  | KIWOOM Securities <br> Co. Ltd.<br>| 5117 | 1062868 |
| \* | KMW Co. Ltd. | 1668 | 19867 |
| \* | KNJ Co. Ltd. | 311 | 5678 |
|  | Koh Young Technology, <br> Inc.<br>| 5273 | 61455 |
|  | Kolmar BNH Co. Ltd. | 1862 | 18117 |
|  | Kolmar Holdings Co. <br> Ltd.<br>| 3468 | 26868 |
|  | Kolmar Korea Co. Ltd. | 4167 | 224927 |
|  | Kolon Corp. | 1302 | 39743 |
|  | Kolon Industries, Inc. | 5530 | 137895 |
| \* | Kolon Life Science, <br> Inc.<br>| 479 | 11023 |
|  | KoMiCo Ltd. | 1679 | 129699 |
|  | KONA I Co. Ltd. | 2442 | 80735 |
|  | Korea Alcohol <br> Industrial Co. Ltd.<br>| 5044 | 33065 |
|  | Korea Asset In Trust <br> Co. Ltd.<br>| 18867 | 29320 |
| \* | Korea Circuit Co. Ltd. | 4698 | 67761 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Korea Electric Terminal <br> Co. Ltd.<br>| 1432 | $62098 |
|  | Korea Electronic <br> Power Industrial <br> Development Co. <br> Ltd.<br>| 2808 | 24192 |
|  | Korea Gas Corp. | 7365 | 215327 |
| \* | Korea Information & <br> Communications Co. <br> Ltd.<br>| 5535 | 31556 |
|  | Korea Information <br> Certificate Authority, <br> Inc.<br>| 2886 | 12551 |
|  | Korea Investment <br> Holdings Co. Ltd.<br>| 14347 | 1829183 |
|  | Korea Movenex Co. <br> Ltd.<br>| 5239 | 14587 |
|  | Korea Petrochemical <br> Ind Co. Ltd.<br>| 456 | 41846 |
|  | Korea Petroleum <br> Industries Co.<br>| 1794 | 17501 |
|  | Korea Ratings Corp. | 340 | 23389 |
|  | Korea Real Estate <br> Investment & Trust <br> Co. Ltd.<br>| 47912 | 43937 |
|  | Korea United Pharm, <br> Inc.<br>| 2831 | 37750 |
|  | Korea Zinc Co. Ltd. | 909 | 658444 |
|  | Korean Reinsurance <br> Co.<br>| 56541 | 420742 |
|  | Kortek Corp. | 2756 | 16636 |
|  | KPX Chemical Co. <br> Ltd.<br>| 815 | 27372 |
| \* | Krafton, Inc. | 6258 | 1211220 |
|  | KT Nasmedia Co. Ltd. | 1024 | 9546 |
|  | KT Skylife Co. Ltd. | 6097 | 21423 |
|  | Kukje Pharma Co. Ltd. | 5534 | 16555 |
| \* | Kumho HT, Inc. | 38994 | 15625 |
|  | Kumho Petrochemical <br> Co. Ltd.<br>| 2713 | 220525 |
|  | Kwang Dong <br> Pharmaceutical Co. <br> Ltd.<br>| 13256 | 53095 |
|  | Kyeryong Construction <br> Industrial Co. Ltd.<br>| 1770 | 21359 |
|  | Kyobo Securities Co. <br> Ltd.<br>| 6735 | 44486 |
|  | Kyung Dong Navien <br> Co. Ltd.<br>| 2350 | 116293 |
|  | Kyungbang Co. Ltd. | 3048 | 14264 |
|  | Kyungdong Pharm Co. <br> Ltd.<br>| 5683 | 22662 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Kyung-In Synthetic <br> Corp.<br>| 12630 | $25946 |
|  | KZ Precision Corp. | 1490 | 15715 |
| # | L&C Bio Co. Ltd. | 1830 | 67579 |
| #\* | L&F Co. Ltd. | 1018 | 86911 |
| \* | L&K Biomed Co. Ltd. | 1972 | 12490 |
| \* | LabGenomics Co. Ltd. | 21308 | 32948 |
|  | Lake Materials Co. <br> Ltd.<br>| 8389 | 85865 |
| \* | LB Semicon, Inc. | 14643 | 50962 |
|  | Lee Ku Industrial Co. <br> Ltd.<br>| 6450 | 22301 |
|  | LEENO Industrial, Inc. | 14385 | 579000 |
|  | LF Corp. | 5047 | 64662 |
|  | LG Chem Ltd. | 7179 | 1996826 |
|  | LG Corp. | 4420 | 248585 |
|  | LG Electronics, Inc. | 36266 | 2224311 |
| \* | LG Energy Solution <br> Ltd.<br>| 2789 | 923290 |
| # | LG H&H Co. Ltd. | 2692 | 536736 |
| \* | LG HelloVision Co. <br> Ltd.<br>| 10736 | 18369 |
|  | LG Innotek Co. Ltd. | 4833 | 815290 |
| #\* | LigaChem Biosciences, <br> Inc.<br>| 2614 | 268052 |
| \* | LOT Vacuum Co. Ltd. | 3505 | 32010 |
|  | Lotte Chemical Corp. | 2617 | 129645 |
|  | Lotte Chilsung <br> Beverage Co. Ltd.<br>| 1305 | 105534 |
| \* | Lotte Data <br> Communication Co.<br>| 1059 | 15396 |
|  | LOTTE Fine Chemical <br> Co. Ltd.<br>| 3528 | 112737 |
|  | LOTTE Himart Co. <br> Ltd.<br>| 1317 | 7063 |
| \* | Lotte Non-Life <br> Insurance Co. Ltd.<br>| 23154 | 30808 |
|  | Lotte Rental Co. Ltd. | 6387 | 131226 |
|  | Lotte Shopping Co. <br> Ltd.<br>| 2377 | 108472 |
| \* | Lotte Tour <br> Development Co. <br> Ltd.<br>| 3126 | 39746 |
|  | Lotte Wellfood Co. <br> Ltd.<br>| 699 | 55873 |
|  | LS Corp. | 6777 | 987639 |
|  | LS Eco Energy Ltd. | 2895 | 93254 |
|  | LS Electric Co. Ltd. | 5301 | 1609170 |
|  | LS Marine Solution Co. <br> Ltd.<br>| 4526 | 91385 |
| \* | LVMC Holdings | 36724 | 42694 |
|  | LX Hausys Ltd. | 1948 | 38428 |
|  | LX Semicon Co. Ltd. | 3940 | 158024 |
|  | M.I.Tech Co. Ltd. | 1379 | 5955 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| # | Macquarie Korea <br> Infrastructure Fund<br>| 103073 | $794928 |
|  | Macrogen, Inc. | 1168 | 12410 |
|  | Maeil Dairies Co. Ltd. | 1150 | 27955 |
| \* | Manyo Co. Ltd. | 1414 | 16214 |
|  | Mcnex Co. Ltd. | 4249 | 92659 |
| \* | Mediana Co. Ltd. | 2343 | 8729 |
| \* | Medipost Co. Ltd. | 4681 | 56753 |
|  | Medytox, Inc. | 531 | 44713 |
| \* | Meerecompany, Inc. | 1096 | 11745 |
|  | MegaStudy Co. Ltd. | 2286 | 18071 |
|  | MegaStudyEdu Co. <br> Ltd.<br>| 2340 | 68218 |
|  | Meritz Financial Group, <br> Inc.<br>| 18991 | 1471689 |
|  | META BIOMED Co. <br> Ltd.<br>| 4839 | 19058 |
|  | Mgame Corp. | 4951 | 22533 |
|  | Mi Chang Oil Industrial <br> Co. Ltd.<br>| 177 | 13523 |
| \* | MiCo Ltd. | 5893 | 59769 |
| \* | Mirae Asset Life <br> Insurance Co. Ltd.<br>| 24853 | 152932 |
|  | Mirae Asset Securities <br> Co. Ltd.<br>| 57486 | 1056947 |
|  | Mirae Asset Venture <br> Investment Co. Ltd.<br>| 4966 | 29641 |
|  | Misto Holdings Corp. | 12699 | 327553 |
|  | Miwon Chemicals Co. <br> Ltd.<br>| 147 | 8855 |
|  | Miwon Commercial Co. <br> Ltd.<br>| 534 | 56670 |
|  | Miwon Holdings Co. <br> Ltd.<br>| 286 | 14181 |
|  | Miwon Specialty <br> Chemical Co. Ltd.<br>| 566 | 55801 |
|  | MK Electron Co. Ltd. | 5926 | 38324 |
|  | MNTech Co. Ltd. | 3176 | 25141 |
| \* | Mobase Electronics <br> Co. Ltd.<br>| 7819 | 7444 |
|  | Modetour Network, <br> Inc.<br>| 2119 | 16530 |
| \* | MONAYONGPYONG | 9275 | 22606 |
| \* | Motrex Co. Ltd. | 6260 | 38127 |
|  | Muhak Co. Ltd. | 3862 | 23301 |
|  | Myoung Shin Industrial <br> Co. Ltd.<br>| 5239 | 34255 |
|  | Namhae Chemical <br> Corp.<br>| 3870 | 17495 |
|  | Namuga Co. Ltd. | 2446 | 28927 |
|  | Namyang Dairy <br> Products Co. Ltd.<br>| 940 | 33955 |
|  | Nature Holdings Co. <br> Ltd.<br>| 4291 | 28732 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | NAVER Corp. | 4821 | $903533 |
|  | NCSoft Corp. | 1856 | 286481 |
|  | NeoPharm Co. Ltd. | 3154 | 37850 |
|  | Neosem, Inc. | 3005 | 26270 |
| \* | Neowiz | 4899 | 84078 |
|  | Neowiz Holdings <br> Corp.<br>| 920 | 14871 |
| \* | NEPES Corp. | 6963 | 84575 |
| \* | Neptune Co. | 5865 | 24259 |
| Ω | Netmarble Corp. | 8565 | 324570 |
|  | New Power Plasma <br> Co. Ltd.<br>| 5541 | 24075 |
| \* | Newflex Technology <br> Co. Ltd.<br>| 6149 | 22591 |
|  | Nexen Corp. | 4007 | 15036 |
| \* | Nexon Games Co. <br> Ltd.<br>| 4436 | 41541 |
|  | NEXTIN, Inc. | 1876 | 86415 |
|  | NH Investment & <br> Securities Co. Ltd.<br>| 56591 | 806768 |
|  | NHN Corp. | 5134 | 104165 |
|  | NHN KCP Corp. | 8103 | 90432 |
|  | NICE Holdings Co. <br> Ltd.<br>| 5792 | 56367 |
|  | Nice Information & <br> Telecommunication, <br> Inc.<br>| 2046 | 32789 |
|  | NICE Information <br> Service Co. Ltd.<br>| 15565 | 158193 |
|  | NICE Infra Co. Ltd. | 5667 | 16406 |
|  | Nong Shim Holdings <br> Co. Ltd.<br>| 454 | 29949 |
|  | NongShim Co. Ltd. | 877 | 268160 |
|  | NOVAREX Co. Ltd. | 2936 | 35114 |
|  | NPC | 6680 | 19009 |
|  | OCI Co. Ltd. | 416 | 17218 |
|  | OCI Holdings Co. Ltd. | 1599 | 127887 |
|  | ONEJOON Co. Ltd. | 3886 | 25028 |
| # | Oriental Precision & <br> Engineering Co. <br> Ltd.<br>| 7436 | 54346 |
| # | Orion Corp. | 8167 | 568709 |
|  | Orion Holdings Corp. | 7752 | 103211 |
|  | Osang Healthcare Co. <br> Ltd.<br>| 1079 | 9781 |
| \* | OSTEONIC Co. Ltd. | 2396 | 12091 |
| \* | Osung Advanced <br> Materials Co. Ltd.<br>| 18332 | 20199 |
|  | Otoki Corp. | 449 | 122351 |
|  | Park Systems Corp. | 1229 | 209350 |
|  | Partron Co. Ltd. | 11262 | 54623 |
| \* | Pearl Abyss Corp. | 4270 | 103576 |
|  | People & Technology, <br> Inc.<br>| 4736 | 143290 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| #\* | Peptron, Inc. | 1506 | $285598 |
|  | PHA Co. Ltd. | 2660 | 21758 |
|  | PharmaResearch Co. <br> Ltd.<br>| 1593 | 603122 |
|  | Pharmicell Co. Ltd. | 3656 | 43398 |
|  | Philenergy Co. Ltd. | 104 | 1046 |
| \* | Philoptics Co. Ltd. | 1534 | 45144 |
|  | PI Advanced Materials <br> Co. Ltd.<br>| 2025 | 25724 |
| \* | PKC Co. Ltd. | 4745 | 20823 |
| \* | Polaris AI Corp. | 11204 | 18082 |
| \* | Polaris Office Corp. | 3142 | 11274 |
| \* | PonyLink Co. Ltd. | 20885 | 12157 |
|  | Posco DX Co. Ltd. | 14799 | 272122 |
|  | Posco M-Tech Co. <br> Ltd.<br>| 4685 | 50218 |
| \* | Power Logics Co. Ltd. | 5517 | 15925 |
|  | Protec Co. Ltd. | 1501 | 32851 |
|  | PSK, Inc. | 6562 | 172937 |
|  | Pulmuone Co. Ltd. | 3204 | 29878 |
| \* | Rainbow Robotics | 593 | 181193 |
| \* | Refine Co. Ltd. | 1479 | 12816 |
| \* | Reyon Pharmaceutical <br> Co. Ltd.<br>| 587 | 4438 |
|  | RFHIC Corp. | 1978 | 46249 |
| \* | RFTech Co. Ltd. | 9790 | 15154 |
| #\* | Robostar Co. Ltd. | 1279 | 77771 |
|  | Rorze Systems Corp. | 1438 | 11225 |
|  | S&S Tech Corp. | 1955 | 76705 |
| # | S-1 Corp. | 7124 | 374616 |
| # | Sam Chun Dang <br> Pharm Co. Ltd.<br>| 1025 | 168057 |
|  | Sam Yung Trading Co. <br> Ltd.<br>| 3832 | 40844 |
|  | Samchully Co. Ltd. | 452 | 39050 |
|  | SAMHWA Paints <br> Industrial Co. Ltd.<br>| 4611 | 18786 |
| †† | Samick THK Co. Ltd. | 1425 | 7471 |
| \* | Samil Pharmaceutical <br> Co. Ltd.<br>| 2871 | 19101 |
|  | Samji Electronics Co. <br> Ltd.<br>| 3059 | 26711 |
|  | Samjin Pharmaceutical <br> Co. Ltd.<br>| 1297 | 17962 |
|  | Sammok S-Form Co. <br> Ltd.<br>| 1045 | 14587 |
| \*Ω | Samsung Biologics Co. <br> Ltd.<br>| 1423 | 1219500 |
|  | Samsung C&T Corp. | 10387 | 1643756 |
|  | Samsung Card Co. <br> Ltd. (029780 KS)<br>| 10148 | 352549 |
|  | Samsung Electronics <br> Co. Ltd. (005930 <br> KS)<br>| 324240 | 24407549 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Samsung Electronics <br> Co. Ltd. (SMSN LI), <br> GDR<br>| 573 | $1069409 |
|  | Samsung Electronics <br> Co. Ltd. (SSNHZ <br> US), GDR<br>| 4405 | 8215325 |
|  | Samsung Engineering <br> Co. Ltd.<br>| 76812 | 1396464 |
|  | Samsung Fire & <br> Marine Insurance <br> Co. Ltd.<br>| 3480 | 1077075 |
| \* | Samsung Heavy <br> Industries Co. Ltd.<br>| 57510 | 1191713 |
|  | Samsung Life <br> Insurance Co. Ltd.<br>| 7837 | 846939 |
| \* | Samsung <br> Pharmaceutical Co. <br> Ltd.<br>| 8786 | 9452 |
|  | Samsung SDS Co. <br> Ltd.<br>| 3972 | 509471 |
|  | Samsung Securities <br> Co. Ltd.<br>| 28770 | 1557082 |
|  | SAMT Co. Ltd. | 10436 | 26992 |
|  | Samwha Capacitor Co. <br> Ltd.<br>| 2032 | 48025 |
|  | Samwha Electric Co. <br> Ltd.<br>| 664 | 16251 |
|  | Samyang Corp. | 593 | 20583 |
|  | Samyang Holdings <br> Corp.<br>| 1074 | 78849 |
|  | Samyang Packaging <br> Corp.<br>| 1826 | 18165 |
|  | Samyang Tongsang <br> Co. Ltd.<br>| 207 | 7512 |
|  | Samyoung Co. Ltd. | 3277 | 11302 |
|  | Sangsin Energy <br> Display Precision <br> Co. Ltd.<br>| 2574 | 22976 |
|  | Saramin Co. Ltd. | 2216 | 20750 |
|  | Satrec Initiative Co. <br> Ltd.<br>| 231 | 9754 |
| \* | SBI Investment Korea <br> Co. Ltd.<br>| 18153 | 8698 |
|  | SD Biosensor, Inc. | 11297 | 75659 |
|  | SeAH Besteel Holdings <br> Corp.<br>| 2560 | 49286 |
|  | SeAH Steel Corp. | 387 | 34335 |
|  | SeAH Steel Holdings <br> Corp.<br>| 552 | 55496 |
|  | Sebang Co. Ltd. | 2671 | 25449 |
|  | Sebang Global Battery <br> Co. Ltd.<br>| 743 | 33928 |
|  | Seegene, Inc. | 4844 | 85916 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Segyung Hitech Co. <br> Ltd.<br>| 7275 | $29122 |
| # | Sejin Heavy Industries <br> Co. Ltd.<br>| 3584 | 55391 |
|  | Sekonix Co. Ltd. | 2406 | 9324 |
|  | Seobu T&D | 7366 | 47068 |
|  | Seohan Co. Ltd. | 28267 | 17473 |
|  | Seohee Construction <br> Co. Ltd.<br>| 27891 | 31772 |
| \* | Seoul Auction Co. Ltd. | 1312 | 6306 |
| \* | Seoul Semiconductor <br> Co. Ltd.<br>| 9925 | 43601 |
|  | Seoyon Co. Ltd. | 2977 | 19705 |
|  | Seoyon E-Hwa Co. <br> Ltd.<br>| 3804 | 34646 |
|  | SEWOONMEDICAL <br> Co. Ltd.<br>| 3371 | 5651 |
|  | SFA Engineering <br> Corp.<br>| 3839 | 66545 |
| \* | SFA Semicon Co. Ltd. | 15076 | 45041 |
|  | SGC Energy Co. Ltd. | 1224 | 19392 |
|  | Shin Heung Energy & <br> Electronics Co. Ltd.<br>| 3770 | 14419 |
| \* | Shin Poong <br> Pharmaceutical Co. <br> Ltd.<br>| 2471 | 23492 |
|  | Shindaeyang Paper <br> Co. Ltd.<br>| 4560 | 39357 |
|  | Shinhan Financial <br> Group Co. Ltd. <br> (055550 KS)<br>| 51502 | 2645266 |
|  | Shinil Electronics Co. <br> Ltd.<br>| 13867 | 12516 |
|  | Shinsegae <br> International, Inc.<br>| 5114 | 36856 |
|  | Shinsegae, Inc. | 1720 | 209636 |
|  | Shinsung Delta Tech <br> Co. Ltd.<br>| 3217 | 123340 |
| \* | Shinsung E&G Co. <br> Ltd.<br>| 13700 | 17734 |
| # | Shinwon Corp. | 20628 | 21080 |
|  | Shinyoung Securities <br> Co. Ltd.<br>| 666 | 67497 |
|  | Showbox Corp. | 8954 | 15916 |
| #\* | Silicon2 Co. Ltd. | 12019 | 379042 |
|  | Silla Co. Ltd. | 1575 | 9892 |
|  | SIMMTECH Co. Ltd. | 1934 | 85068 |
|  | SIMPAC, Inc. | 4358 | 14136 |
|  | Sindoh Co. Ltd. | 1472 | 43922 |
|  | Sinil Pharm Co. Ltd. | 2016 | 8316 |
| #\* | SK Biopharmaceuticals <br> Co. Ltd.<br>| 10636 | 859995 |
| \* | SK Bioscience Co. <br> Ltd.<br>| 2682 | 95235 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | SK Chemicals Co. Ltd. | 2286 | $101296 |
|  | SK Discovery Co. Ltd. | 4174 | 173748 |
| \* | SK Eternix Co. Ltd. | 3890 | 56631 |
|  | SK Gas Ltd. | 1119 | 204468 |
| \*Ω | SK IE Technology Co. <br> Ltd.<br>| 1748 | 37553 |
| \* | SK oceanplant Co. <br> Ltd.<br>| 2702 | 40131 |
|  | SK Securities Co. Ltd. | 104448 | 51247 |
|  | SK Telecom Co. Ltd. <br> (017670 KS)<br>| 6199 | 226957 |
| \* | SKC Co. Ltd. | 2060 | 183557 |
|  | SL Corp. | 4193 | 106537 |
|  | SM Entertainment Co. <br> Ltd.<br>| 4336 | 363230 |
| \* | SMEC Co. Ltd. | 21825 | 62795 |
|  | SNT Dynamics Co. <br> Ltd.<br>| 1417 | 53482 |
| \* | SNT Holdings Co. Ltd. | 1335 | 59383 |
| \* | S-Oil Corp. | 11168 | 562132 |
|  | Solid, Inc. | 13559 | 76339 |
| \* | SOLUM Co. Ltd. | 15138 | 189848 |
|  | Songwon Industrial Co. <br> Ltd.<br>| 5440 | 36614 |
|  | Soop Co. Ltd. | 3044 | 154979 |
|  | Soulbrain Co. Ltd. | 1004 | 198577 |
|  | Soulbrain Holdings Co. <br> Ltd.<br>| 2168 | 65052 |
|  | SPC Samlip Co. Ltd. | 539 | 19662 |
|  | SPG Co. Ltd. | 2484 | 58670 |
|  | ST Pharm Co. Ltd. | 662 | 47003 |
|  | Straffic Co. Ltd. | 4180 | 10722 |
| \* | Studio Dragon Corp. | 4822 | 153934 |
| \* | Sugentech, Inc. | 2106 | 9711 |
|  | Sung Kwang Bend Co. <br> Ltd.<br>| 3015 | 66508 |
| \* | Sungchang Enterprise <br> Holdings Ltd.<br>| 19478 | 20977 |
|  | Sungwoo Hitech Co. <br> Ltd.<br>| 13423 | 63606 |
|  | Sunny Electronics <br> Corp.<br>| 5903 | 6356 |
| \* | Suprema, Inc. | 1181 | 27954 |
|  | SY Co. Ltd. | 6825 | 14563 |
| \* | Synergy Innovation Co. <br> Ltd.<br>| 5017 | 8570 |
|  | Systems Technology, <br> Inc.<br>| 2490 | 39843 |
|  | T&L Co. Ltd. | 1035 | 33346 |
|  | Taekwang Industrial <br> Co. Ltd.<br>| 56 | 31495 |
| \* | Taewoong Co. Ltd. | 2925 | 62991 |
| \* | Taihan Cable & <br> Solution Co. Ltd.<br>| 9628 | 162723 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | TCC Steel | 2674 | $34365 |
|  | TechWing, Inc. | 3740 | 173793 |
|  | Telechips, Inc. | 1642 | 16038 |
|  | TES Co. Ltd. | 1569 | 48520 |
| \* | Theragen Etex Co. <br> Ltd.<br>| 12996 | 23240 |
| \* | TK Chemical Corp. | 18770 | 21747 |
|  | TK Corp. | 2924 | 57886 |
|  | TKG Huchems Co. <br> Ltd.<br>| 6016 | 75421 |
|  | TLB Co. Ltd. | 759 | 36338 |
|  | Tokai Carbon Korea <br> Co. Ltd.<br>| 1278 | 148404 |
| \* | Tongyang Life <br> Insurance Co. Ltd.<br>| 12025 | 57077 |
|  | Toptec Co. Ltd. | 5346 | 17479 |
|  | Tovis Co. Ltd. | 4782 | 50242 |
|  | TSE Co. Ltd. | 588 | 21333 |
| \* | Tuksu Construction Co. <br> Ltd.<br>| 2777 | 11061 |
|  | TYM Corp. | 11325 | 47211 |
|  | UBCare Co. Ltd. | 3061 | 7672 |
| \* | Ubivelox, Inc. | 1708 | 7013 |
|  | Uju Electronics Co. <br> Ltd.<br>| 1295 | 34832 |
| \* | Uni-Chem Co. Ltd. | 21092 | 19382 |
|  | Unid Co. Ltd. | 1058 | 49851 |
|  | Union Semiconductor <br> Equipment & <br> Materials Co. Ltd.<br>| 8784 | 61480 |
|  | Uniquest Corp. | 3582 | 19264 |
| \* | Unison Co. Ltd. | 15208 | 13000 |
| \* | UniTest, Inc. | 3147 | 44636 |
|  | Unitrontech Co. Ltd. | 2869 | 12119 |
|  | Value Added <br> Technology Co. Ltd.<br>| 2937 | 45197 |
|  | Viatron Technologies, <br> Inc.<br>| 4010 | 22907 |
|  | VICTEK Co. Ltd. | 3541 | 9286 |
| \*†† | Vidente Co. Ltd. | 12986 | 5678 |
|  | Vieworks Co. Ltd. | 1715 | 22789 |
| \* | Vina Tech Co. Ltd. | 522 | 20141 |
|  | Vitzro Tech Co. Ltd. | 2270 | 14025 |
|  | Vitzrocell Co. Ltd. | 4594 | 88146 |
| \* | VM, Inc. | 2230 | 37554 |
| #\* | VT Co. Ltd. | 6488 | 113532 |
|  | Webzen, Inc. | 2569 | 21740 |
|  | Whanin <br> Pharmaceutical Co. <br> Ltd.<br>| 2615 | 20909 |
|  | WiSoL Co. Ltd. | 4967 | 19683 |
|  | Won Tech Co. Ltd. | 16450 | 98023 |
| \* | Wonik Holdings Co. <br> Ltd.<br>| 10865 | 207874 |
|  | WONIK IPS Co. Ltd. | 3743 | 167883 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Wonik Materials Co. <br> Ltd.<br>| 1797 | $40779 |
|  | Wonik QnC Corp. | 4248 | 69502 |
|  | Woojin, Inc. | 2166 | 23044 |
| \* | Woongjin Co. Ltd. | 11317 | 31428 |
| \* | Wooree Bio Co. Ltd. | 4851 | 7189 |
|  | Woori Financial Group, <br> Inc. (316140 KS)<br>| 178328 | 3174546 |
| # | Woori Financial Group, <br> Inc. (WF US), <br> Sponsored ADR<br>| 773 | 41448 |
| \* | Woori Technology <br> Investment Co. Ltd.<br>| 10762 | 67588 |
| \* | Woori Technology, Inc. | 22299 | 75139 |
| \* | Woosu AMS Co. Ltd. | 11985 | 24398 |
|  | Worldex Industry & <br> Trading Co. Ltd.<br>| 3898 | 68655 |
| \* | Wysiwyg Studios Co. <br> Ltd.<br>| 6944 | 3630 |
|  | Xexymix Corp. | 8850 | 28366 |
|  | Y G-1 Co. Ltd. | 3502 | 12445 |
| \* | YC Corp. | 2394 | 24328 |
|  | YG Entertainment, Inc. | 1723 | 110581 |
| \* | YG PLUS | 6733 | 33571 |
| \* | YMT Co. Ltd. | 3720 | 33692 |
|  | Youlchon Chemical Co. <br> Ltd.<br>| 1214 | 26892 |
|  | Young Poong Corp. | 1230 | 42279 |
| # | Youngone Corp. | 8797 | 356697 |
|  | Youngone Holdings <br> Co. Ltd.<br>| 1616 | 161073 |
|  | Yuanta Securities <br> Korea Co. Ltd.<br>| 27085 | 73339 |
|  | Yuhan Corp. | 5469 | 452413 |
|  | YuHwa Securities Co. <br> Ltd.<br>| 6972 | 13193 |
| \* | Yungjin Pharmaceutical <br> Co. Ltd.<br>| 16046 | 23182 |
|  | Zeus Co. Ltd. | 3741 | 40455 |
|  | Zinus, Inc. | 1437 | 13909 |
| TOTAL SOUTH KOREA | TOTAL SOUTH KOREA |  | 161529702 |
| TAIWAN — (21.2%) | TAIWAN — (21.2%) | TAIWAN — (21.2%) | TAIWAN — (21.2%) |
|  | 104 Corp. | 2000 | 14578 |
|  | 91APP, Inc. | 16000 | 37460 |
|  | Aaeon Technology, <br> Inc.<br>| 4199 | 18419 |
|  | ABC Taiwan <br> Electronics Corp.<br>| 19210 | 14644 |
|  | Abico Avy Co. Ltd. | 37641 | 60851 |
|  | Ability Enterprise Co. <br> Ltd.<br>| 52630 | 146054 |
|  | Ability Opto-Electronics <br> Technology Co. Ltd.<br>| 10200 | 32605 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | AcBel Polytech, Inc. | 193382 | $272702 |
|  | Accton Technology <br> Corp.<br>| 86000 | 2990796 |
|  | Acer Cyber Security, <br> Inc.<br>| 3868 | 22171 |
|  | Acer E-Enabling <br> Service Business, <br> Inc.<br>| 3000 | 22397 |
| # | Acer, Inc. | 1074000 | 1046425 |
|  | ACES Electronic Co. <br> Ltd.<br>| 25764 | 57379 |
| \* | Acon Holding, Inc. | 48041 | 12850 |
|  | Acter Group Corp. Ltd. | 35518 | 886570 |
|  | Action Electronics Co. <br> Ltd.<br>| 52000 | 19050 |
|  | ADATA Technology Co. <br> Ltd.<br>| 99053 | 635876 |
|  | Addcn Technology Co. <br> Ltd.<br>| 11506 | 65511 |
| # | Advanced Energy <br> Solution Holding Co. <br> Ltd.<br>| 10000 | 380678 |
|  | Advanced International <br> Multitech Co. Ltd.<br>| 28000 | 54307 |
| \* | Advanced <br> Optoelectronic <br> Technology, Inc.<br>| 36000 | 17749 |
|  | Advanced Power <br> Electronics Corp.<br>| 13000 | 43041 |
| # | Advancetek Enterprise <br> Co. Ltd.<br>| 98000 | 111996 |
|  | Advantech Co. Ltd. | 49406 | 501835 |
|  | AEON Motor Co. Ltd. | 9000 | 8392 |
|  | Aerospace Industrial <br> Development Corp.<br>| 102000 | 174803 |
|  | AGV Products Corp. | 138000 | 46182 |
|  | AIC, Inc. | 1000 | 12311 |
|  | Airoha Technology <br> Corp.<br>| 8000 | 129529 |
|  | Airtac International <br> Group<br>| 26532 | 782560 |
|  | Alchip Technologies <br> Ltd.<br>| 12000 | 1351907 |
|  | Alexander Marine Co. <br> Ltd.<br>| 4217 | 26655 |
|  | Allied Supreme Corp. | 17000 | 136233 |
|  | Allis Electric Co. Ltd. | 56203 | 201130 |
|  | Alltek Technology <br> Corp.<br>| 79475 | 82462 |
|  | Alltop Technology Co. <br> Ltd.<br>| 12001 | 96218 |
|  | Alpha Networks, Inc. | 80772 | 84892 |
|  | Altek Corp. | 77620 | 124578 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Amazing <br> Microelectronic <br> Corp.<br>| 18295 | $59282 |
|  | Ambassador Hotel  | 13000 | 18144 |
|  | AMPACS Corp. | 20000 | 19028 |
|  | Ampire Co. Ltd. | 28000 | 22942 |
|  | AMPOC Far-East Co. <br> Ltd.<br>| 24376 | 71477 |
|  | AmTRAN Technology <br> Co. Ltd.<br>| 152881 | 69656 |
| \* | Amulaire Thermal <br> Technology, Inc.<br>| 16883 | 19972 |
|  | Anji Technology Co. <br> Ltd.<br>| 14278 | 17245 |
|  | Aopen, Inc. | 12000 | 18850 |
|  | AP Memory <br> Technology Corp.<br>| 2000 | 26146 |
|  | Apac Opto Electronics, <br> Inc.<br>| 20000 | 52270 |
|  | Apacer Technology, <br> Inc.<br>| 24000 | 80448 |
|  | APAQ Technology Co. <br> Ltd.<br>| 5000 | 29896 |
|  | APCB, Inc. | 35000 | 16631 |
|  | Apex Biotechnology <br> Corp.<br>| 14000 | 14957 |
| # | Apex Dynamics, Inc. | 2000 | 43324 |
|  | Apex Science & <br> Engineering<br>| 31212 | 11151 |
|  | Arcadyan Technology <br> Corp.<br>| 31805 | 207851 |
|  | Argosy Research, Inc. | 17013 | 101163 |
| # | ASE Technology <br> Holding Co. Ltd.<br>| 365000 | 2920278 |
|  | Asia Cement Corp. | 135000 | 159117 |
|  | Asia Optical Co., Inc. | 56000 | 284033 |
|  | Asia Polymer Corp. | 90295 | 36771 |
|  | Asia Tech Image, Inc. | 14000 | 34626 |
| # | Asia Vital Components <br> Co. Ltd.<br>| 49158 | 2250501 |
|  | ASIX Electronics <br> Corp.<br>| 11000 | 33976 |
|  | ASMedia Technology, <br> Inc.<br>| 8000 | 373526 |
|  | ASolid Technology Co. <br> Ltd.<br>| 16000 | 40841 |
|  | ASPEED Technology, <br> Inc.<br>| 11600 | 2057179 |
|  | ASROCK, Inc. | 13000 | 135236 |
|  | Asustek Computer, <br> Inc.<br>| 121000 | 2733571 |
|  | ATE Energy <br> International Co. <br> Ltd.<br>| 30000 | 29234 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Aten International Co. <br> Ltd.<br>| 20000 | $39356 |
|  | Auden Techno Corp. | 5000 | 15738 |
|  | Audix Corp. | 21000 | 44072 |
|  | AURAS Technology <br> Co. Ltd.<br>| 11000 | 374487 |
|  | Aurora Corp. | 17000 | 31851 |
|  | Avalue Technology, <br> Inc.<br>| 11000 | 39753 |
|  | Avermedia <br> Technologies<br>| 15400 | 19625 |
|  | Axiomtek Co. Ltd. | 21986 | 58559 |
|  | Azurewave <br> Technologies, Inc.<br>| 20000 | 47328 |
|  | Bafang Yunji <br> International Co. <br> Ltd.<br>| 5000 | 31288 |
|  | BenQ Materials Corp. | 52000 | 35099 |
| \* | BES Engineering <br> Corp.<br>| 529000 | 263323 |
| #\* | Bin Chuan Enterprise <br> Co. Ltd.<br>| 29000 | 62629 |
| \* | Bionime Corp. | 5499 | 10990 |
|  | Bioteque Corp. | 10000 | 40002 |
| # | Bizlink Holding, Inc. | 33403 | 1501408 |
|  | Bora Pharmaceuticals <br> Co. Ltd.<br>| 14272 | 287995 |
|  | Brave C&H Supply Co. <br> Ltd.<br>| 6000 | 14150 |
|  | Bright Led Electronics <br> Corp.<br>| 27000 | 17944 |
|  | Brightek Optoelectronic <br> Co. Ltd.<br>| 16000 | 21572 |
|  | Brighton-Best <br> International Taiwan, <br> Inc.<br>| 106000 | 115416 |
|  | Brillian Network & <br> Automation <br> Integrated System <br> Co. Ltd.<br>| 6000 | 46214 |
|  | C Sun Manufacturing <br> Ltd.<br>| 12267 | 70099 |
|  | Calitech Co. Ltd. | 9000 | 16582 |
| \* | Caliway <br> Biopharmaceuticals <br> Co. Ltd.<br>| 50000 | 242550 |
| \* | Cameo <br> Communications, <br> Inc.<br>| 32537 | 10568 |
|  | Capital Futures Corp. | 26812 | 43093 |
|  | Capital Securities <br> Corp.<br>| 29000 | 23009 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Castles Technology <br> Co. Ltd.<br>| 20430 | $47125 |
|  | Caswell, Inc. | 8000 | 21815 |
|  | Cathay Chemical <br> Works<br>| 14000 | 20441 |
|  | Cathay Financial <br> Holding Co. Ltd.<br>| 1014188 | 2104736 |
|  | Cathay Real Estate <br> Development Co. <br> Ltd.<br>| 234000 | 173485 |
| \* | CCP Contact Probes <br> Co. Ltd.<br>| 25601 | 44981 |
|  | Celxpert Energy Corp. | 33316 | 44007 |
|  | Cenra, Inc. | 38000 | 41954 |
| # | Center Laboratories, <br> Inc.<br>| 159690 | 176282 |
|  | Central Reinsurance <br> Co. Ltd.<br>| 147642 | 117732 |
|  | Century Iron & Steel <br> Industrial Co. Ltd.<br>| 64000 | 318374 |
| # | Chailease Holding Co. <br> Ltd.<br>| 304463 | 1017690 |
| \* | ChainQui Construction <br> Development Co. <br> Ltd.<br>| 34700 | 16667 |
|  | Champion <br> Microelectronic <br> Corp.<br>| 4100 | 9759 |
|  | Chang Hwa <br> Commercial Bank <br> Ltd.<br>| 608833 | 391562 |
|  | Chang Wah <br> Electromaterials, <br> Inc.<br>| 86000 | 126284 |
|  | Chang Wah <br> Technology Co. Ltd.<br>| 63000 | 82379 |
|  | Channel Well <br> Technology Co. Ltd.<br>| 43000 | 107718 |
|  | Chant Sincere Co. <br> Ltd.<br>| 15000 | 19521 |
|  | CHC Healthcare <br> Group<br>| 45000 | 63011 |
|  | CHC Resources Corp. | 13000 | 29691 |
|  | Chen Full International <br> Co. Ltd.<br>| 29000 | 37615 |
|  | Chenbro Micom Co. <br> Ltd.<br>| 12000 | 358581 |
| \* | Cheng Mei Materials <br> Technology Corp.<br>| 141065 | 62763 |
|  | Cheng Shin Rubber <br> Industry Co. Ltd.<br>| 111000 | 115072 |
| # | Cheng Uei Precision <br> Industry Co. Ltd.<br>| 93000 | 148687 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Chia Chang Co. Ltd. | 42000 | $56515 |
|  | Chia Hsin Cement <br> Corp.<br>| 92320 | 38820 |
| # | Chicony Electronics <br> Co. Ltd.<br>| 179185 | 755648 |
|  | Chicony Power <br> Technology Co. Ltd.<br>| 43055 | 125921 |
|  | Chien Kuo <br> Construction Co. <br> Ltd.<br>| 35200 | 29749 |
|  | Chien Shing Harbour <br> Service Co. Ltd.<br>| 8000 | 11192 |
|  | China Bills Finance <br> Corp.<br>| 222000 | 120176 |
|  | China Electric <br> Manufacturing Corp.<br>| 63900 | 26236 |
| # | China General Plastics <br> Corp.<br>| 110971 | 39992 |
|  | China Glaze Co. Ltd. | 40000 | 23876 |
| \* | China Man-Made Fiber <br> Corp.<br>| 347588 | 70530 |
|  | China Metal Products | 53000 | 45207 |
|  | China Motor Corp. | 77200 | 146122 |
| \* | China Petrochemical <br> Development Corp.<br>| 441000 | 107397 |
|  | China Steel Chemical <br> Corp.<br>| 32000 | 84675 |
|  | China Steel Structure <br> Co. Ltd.<br>| 4000 | 5347 |
|  | China Wire & Cable <br> Co. Ltd.<br>| 21000 | 26021 |
|  | Ching Feng Home <br> Fashions Co. Ltd.<br>| 36495 | 23439 |
| \* | Chip Hope Co. Ltd. | 5000 | 8317 |
|  | Chlitina Holding Ltd. | 17513 | 56875 |
|  | Chong Hong <br> Construction Co. <br> Ltd.<br>| 47000 | 120215 |
|  | Chroma ATE, Inc. | 66000 | 1747461 |
|  | Chun YU Works & Co. <br> Ltd.<br>| 17850 | 9132 |
|  | Chun Yuan Steel <br> Industry Co. Ltd.<br>| 155000 | 96349 |
| \* | Chung Hung Steel <br> Corp.<br>| 257000 | 123358 |
|  | Chung Hwa Chemical <br> Industrial Works <br> Ltd.<br>| 21000 | 23956 |
|  | Chung Lien Co. Ltd. | 9000 | 10882 |
|  | Chung-Hsin Electric & <br> Machinery <br> Manufacturing Corp.<br>| 186000 | 923401 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Chunghwa Telecom <br> Co. Ltd. (2412 TT)<br>| 127000 | $541141 |
|  | Cleanaway Co. Ltd. <br> (8422 TT)<br>| 15000 | 117804 |
|  | Clevo Co. | 138000 | 177120 |
|  | Collins Co. Ltd. | 24000 | 10631 |
|  | Compal Electronics, <br> Inc.<br>| 1261000 | 1347444 |
|  | Complex Micro <br> Interconnection Co. <br> Ltd.<br>| 10000 | 12675 |
|  | Compucase Enterprise | 19000 | 61432 |
|  | Continental Holdings <br> Corp.<br>| 111000 | 78080 |
|  | Contrel Technology Co. <br> Ltd.<br>| 38000 | 48541 |
|  | Coremax Corp. | 22265 | 46387 |
| # | Coretronic Corp. | 99000 | 280715 |
|  | Co-Tech Development <br> Corp.<br>| 25000 | 189823 |
| # | Coxon Precise <br> Industrial Co. Ltd.<br>| 18000 | 7539 |
|  | Creative Sensor, Inc. | 15300 | 26464 |
| \* | CSBC Corp. Taiwan | 96000 | 60905 |
|  | CTBC Financial <br> Holding Co. Ltd.<br>| 2261000 | 3070624 |
|  | CTCI Advanced <br> Systems, Inc.<br>| 2000 | 11382 |
| # | CTCI Corp. | 196933 | 195224 |
|  | CTI Traffic Industries <br> Co. Ltd.<br>| 1200 | 3856 |
|  | CviLux Corp. | 25000 | 66493 |
|  | Cyberlink Corp. | 13000 | 39581 |
|  | CyberPower Systems, <br> Inc.<br>| 16800 | 130233 |
| \* | CyberTAN Technology, <br> Inc.<br>| 111000 | 95847 |
|  | Cystech Electronics <br> Corp.<br>| 3150 | 7738 |
|  | DA CIN Construction <br> Co. Ltd.<br>| 84600 | 180324 |
|  | Dafeng TV Ltd. | 10000 | 15943 |
|  | Dah San Electric Wire <br> & Cable Co. Ltd.<br>| 10500 | 15711 |
|  | Da-Li Development Co. <br> Ltd.<br>| 90059 | 144210 |
|  | Darfon Electronics <br> Corp.<br>| 51000 | 59584 |
|  | Darwin Precisions <br> Corp.<br>| 78300 | 28435 |
|  | Daxin Materials Corp. | 11000 | 135820 |
|  | De Licacy Industrial <br> Co. Ltd.<br>| 79696 | 28185 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Delpha Construction <br> Co. Ltd.<br>| 40000 | $38458 |
|  | Delta Electronics, Inc. | 106000 | 3409370 |
|  | Depo Auto Parts Ind <br> Co. Ltd.<br>| 19000 | 84170 |
|  | DFI, Inc. | 7000 | 15498 |
|  | Dimerco Data System <br> Corp.<br>| 12450 | 49375 |
|  | Dimerco Express <br> Corp.<br>| 55104 | 144059 |
|  | D-Link Corp. | 181920 | 98314 |
|  | Donpon Precision, Inc. | 18900 | 29205 |
|  | Dr. Wu Skincare Co. <br> Ltd.<br>| 6000 | 23504 |
|  | Draytek Corp. | 13000 | 11527 |
|  | Drewloong Precision, <br> Inc.<br>| 3076 | 15123 |
|  | Dyaco International, <br> Inc.<br>| 32226 | 23815 |
|  | Dynamic Medical <br> Technologies, Inc.<br>| 9240 | 20189 |
|  | Dynapack International <br> Technology Corp.<br>| 37000 | 367400 |
|  | E Ink Holdings, Inc. | 102000 | 700731 |
|  | E.Sun Financial <br> Holding Co. Ltd.<br>| 982519 | 949060 |
|  | Eastech Holding Ltd. | 7000 | 24718 |
|  | Eastern Media <br> International Corp.<br>| 81166 | 54374 |
|  | Eclat Textile Co. Ltd. | 26000 | 345553 |
|  | eCloudvalley Digital <br> Technology Co. Ltd.<br>| 8000 | 18618 |
|  | Edimax Technology <br> Co. Ltd.<br>| 46000 | 29476 |
|  | Edison Opto Corp. | 30619 | 17775 |
| \* | Edom Technology Co. <br> Ltd.<br>| 44000 | 54057 |
|  | eGalax_eMPIA <br> Technology, Inc.<br>| 19032 | 23538 |
|  | Elan Microelectronics <br> Corp.<br>| 85100 | 341782 |
|  | E-Lead Electronic Co. <br> Ltd.<br>| 13328 | 19061 |
|  | E-LIFE MALL Corp. | 20000 | 43079 |
|  | Elite Advanced Laser <br> Corp.<br>| 21600 | 190671 |
|  | Elite Material Co. Ltd. | 27000 | 1186263 |
| # | Elite Semiconductor <br> Microelectronics <br> Technology, Inc.<br>| 57000 | 166015 |
|  | Elitegroup Computer <br> Systems Co. Ltd.<br>| 88000 | 57828 |
|  | eMemory Technology, <br> Inc.<br>| 16000 | 1030366 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Emerging Display <br> Technologies Corp.<br>| 44000 | $29479 |
|  | Ennoconn Corp. | 43464 | 411897 |
|  | EOI Investment <br> Holdings Co. Ltd.<br>| 15000 | 9198 |
|  | Eris Technology Corp. | 4844 | 25627 |
|  | Eson Precision Ind Co. <br> Ltd.<br>| 32000 | 85686 |
| # | Eternal Materials Co. <br> Ltd.<br>| 260224 | 344733 |
|  | Eurocharm Holdings <br> Co. Ltd.<br>| 6000 | 24117 |
|  | Ever Supreme Bio <br> Technology Co. Ltd.<br>| 8139 | 42707 |
|  | Evergreen Aviation <br> Technologies Corp.<br>| 29000 | 139313 |
|  | Evergreen International <br> Storage & Transport <br> Corp.<br>| 58000 | 107913 |
|  | EVERGREEN Steel <br> Corp.<br>| 49000 | 169186 |
|  | Everlight Chemical <br> Industrial Corp.<br>| 140000 | 85008 |
|  | Everlight Electronics <br> Co. Ltd.<br>| 108000 | 205379 |
|  | Evertop Wire Cable <br> Corp.<br>| 33000 | 36371 |
|  | Excel Cell Electronic <br> Co. Ltd.<br>| 15000 | 10020 |
|  | Excelsior Medical Co. <br> Ltd.<br>| 23826 | 65759 |
|  | Far Eastern <br> Department Stores <br> Ltd.<br>| 142000 | 99821 |
|  | Far Eastern <br> International Bank<br>| 373879 | 153590 |
|  | Far Eastern New <br> Century Corp.<br>| 352000 | 302910 |
|  | Far EasTone <br> Telecommunications <br> Co. Ltd.<br>| 167000 | 501526 |
| # | Faraday Technology <br> Corp.<br>| 55621 | 328355 |
|  | Farglory F T Z <br> Investment Holding <br> Co. Ltd.<br>| 25071 | 39480 |
|  | Farglory Land <br> Development Co. <br> Ltd.<br>| 104000 | 182210 |
|  | Feedback Technology <br> Corp.<br>| 12960 | 45379 |
|  | Feng Hsin Steel Co. <br> Ltd.<br>| 60000 | 123417 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Feng TAY Enterprise <br> Co. Ltd.<br>| 86048 | $340591 |
|  | FineTek Co. Ltd. | 4161 | 15503 |
|  | Firich Enterprises Co. <br> Ltd.<br>| 35000 | 27069 |
| # | First Copper <br> Technology Co. Ltd.<br>| 34000 | 46199 |
|  | First Financial Holding <br> Co. Ltd.<br>| 1517730 | 1407787 |
|  | First Hotel | 33000 | 13895 |
|  | First Insurance Co. <br> Ltd. <br>| 69000 | 58949 |
| \* | First Steamship Co. <br> Ltd.<br>| 121000 | 22654 |
| # | FIT Holding Co. Ltd. | 46000 | 55364 |
|  | Fitipower Integrated <br> Technology, Inc.<br>| 30450 | 150054 |
| \* | FLEXium Interconnect, <br> Inc.<br>| 80000 | 163954 |
| # | Flytech Technology Co. <br> Ltd.<br>| 26000 | 89642 |
|  | FocalTech Systems <br> Co. Ltd.<br>| 68000 | 130191 |
|  | Forcecon Tech Co. <br> Ltd.<br>| 22177 | 78667 |
|  | Forest Water <br> Environment <br> Engineering Co. <br> Ltd.<br>| 9938 | 13001 |
| # | Formosa Chemicals & <br> Fibre Corp.<br>| 291000 | 275357 |
|  | Formosa International <br> Hotels Corp.<br>| 10000 | 61902 |
|  | Formosa Oilseed <br> Processing Co. Ltd.<br>| 12027 | 11959 |
|  | Formosa Optical <br> Technology Co. Ltd.<br>| 7000 | 22230 |
| # | Formosa Plastics <br> Corp.<br>| 149000 | 184126 |
|  | Formosan Rubber <br> Group, Inc.<br>| 74700 | 57657 |
|  | Formosan Union <br> Chemical Corp.<br>| 115000 | 62162 |
| # | Fortune Electric Co. <br> Ltd.<br>| 31020 | 717196 |
|  | Fositek Corp. | 6000 | 281277 |
|  | Founding Construction <br> & Development Co. <br> Ltd.<br>| 75000 | 36320 |
|  | Foxconn Technology <br> Co. Ltd.<br>| 148000 | 342109 |
|  | Foxsemicon Integrated <br> Technology, Inc.<br>| 22150 | 265477 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Froch Enterprise Co. <br> Ltd.<br>| 19000 | $8577 |
|  | FSP Technology, Inc. | 40000 | 78612 |
|  | Fu Chun Shin <br> Machinery <br> Manufacture Co. <br> Ltd.<br>| 36771 | 23334 |
| # | Fu Hua Innovation Co. <br> Ltd.<br>| 145473 | 92587 |
|  | Fubon Financial <br> Holding Co. Ltd.<br>| 944670 | 2795813 |
|  | Fulgent Sun <br> International Holding <br> Co. Ltd.<br>| 32868 | 102290 |
|  | Fullerton Technology <br> Co. Ltd.<br>| 26000 | 19870 |
|  | Fusheng Precision Co. <br> Ltd.<br>| 16000 | 125844 |
|  | G Shank Enterprise <br> Co. Ltd.<br>| 36004 | 112348 |
|  | Gallant Micro <br> Machining Co. Ltd.<br>| 1000 | 20512 |
|  | Gamania Digital <br> Entertainment Co. <br> Ltd.<br>| 37000 | 71339 |
| \* | GCS Holdings, Inc. | 20000 | 117925 |
|  | Gemtek Technology <br> Corp.<br>| 109000 | 92537 |
| \* | General Interface <br> Solution GIS Holding <br> Ltd.<br>| 64000 | 102498 |
|  | General Plastic <br> Industrial Co. Ltd.<br>| 24000 | 21893 |
|  | Generalplus <br> Technology, Inc.<br>| 19000 | 24135 |
|  | Genesys Logic, Inc. | 5000 | 17455 |
|  | Genius Electronic <br> Optical Co. Ltd.<br>| 23634 | 321143 |
|  | Genmont Biotech, Inc. | 13000 | 7843 |
|  | Genovate <br> Biotechnology Co. <br> Ltd.<br>| 22062 | 14290 |
|  | GeoVision, Inc. | 21360 | 32037 |
|  | Getac Holdings Corp. | 97000 | 434519 |
|  | GFC Ltd. | 10000 | 40323 |
|  | Gigabyte Technology <br> Co. Ltd.<br>| 140000 | 1269147 |
| \* | Gigasolar Materials <br> Corp.<br>| 9265 | 20398 |
| \* | Gigastorage Corp. | 97000 | 59644 |
|  | Global Lighting <br> Technologies, Inc.<br>| 21000 | 28470 |
|  | Global Unichip Corp. | 25000 | 1235998 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Globaltek Fabrication <br> Co. Ltd.<br>| 9000 | $16404 |
|  | Globe Union Industrial <br> Corp.<br>| 61138 | 20447 |
|  | Gloria Material <br> Technology Corp.<br>| 80000 | 88359 |
| \* | GlycoNex, Inc. | 14000 | 10454 |
|  | GMI Technology, Inc. | 28829 | 36417 |
|  | Golden Long Teng <br> Development Co. <br> Ltd.<br>| 20000 | 17884 |
|  | Goldsun Building <br> Materials Co. Ltd.<br>| 216000 | 253948 |
|  | Good Will Instrument <br> Co. Ltd.<br>| 27000 | 49975 |
|  | Gordon Auto Body <br> Parts<br>| 22000 | 22653 |
|  | Gourmet Master Co. <br> Ltd.<br>| 12208 | 27690 |
|  | Grand Fortune <br> Securities Co. Ltd.<br>| 115000 | 44435 |
| #\* | Grand Pacific <br> Petrochemical<br>| 191145 | 64009 |
|  | Grand Process <br> Technology Corp.<br>| 4000 | 187971 |
|  | GrandTech CG <br> Systems, Inc.<br>| 12272 | 21497 |
|  | Grape King Bio Ltd. | 31000 | 124413 |
|  | Great China Metal <br> Industry<br>| 55000 | 35947 |
| # | Great Taipei Gas Co. <br> Ltd.<br>| 149000 | 145348 |
|  | Great Tree Pharmacy <br> Co. Ltd.<br>| 28069 | 100746 |
|  | Green World FinTech <br> Service Co. Ltd.<br>| 20000 | 38707 |
|  | Group Up Industrial <br> Co. Ltd.<br>| 4000 | 36102 |
|  | GTM Holdings Corp. | 43000 | 42423 |
|  | Gudeng Precision <br> Industrial Co. Ltd.<br>| 11393 | 129983 |
|  | Hanpin Electron Co. <br> Ltd.<br>| 23000 | 34367 |
| \* | Harvatek Corp. | 45000 | 29581 |
|  | Heran Co. Ltd. | 14400 | 29809 |
|  | Hey Song Corp. | 74000 | 89804 |
|  | Hi-Clearance, Inc. | 8592 | 38430 |
|  | Highlight Tech Corp. | 18266 | 26102 |
|  | Highwealth <br> Construction Corp.<br>| 263669 | 333944 |
|  | Hi-Lai Foods Co. Ltd. | 3000 | 15603 |
|  | HIM International <br> Music, Inc.<br>| 10000 | 30400 |
|  | Hiroca Holdings Ltd. | 23000 | 15929 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | Hitron Technology, Inc. | 25080 | $19755 |
|  | Hiwin Technologies <br> Corp.<br>| 38350 | 276892 |
|  | Hiyes International Co. <br> Ltd.<br>| 6487 | 17617 |
|  | Ho Tung Chemical <br> Corp.<br>| 324000 | 86285 |
|  | Hocheng Corp. | 66420 | 38600 |
|  | Holdings-Key Electric <br> Wire & Cable Co. <br> Ltd.<br>| 16000 | 23135 |
|  | Holy Stone Enterprise <br> Co. Ltd.<br>| 37350 | 138185 |
|  | Hon Hai Precision <br> Industry Co. Ltd. <br> (2317 TT)<br>| 1036600 | 8621798 |
|  | Hon Hai Precision <br> Industry Co. Ltd. <br> (HHPD LI), GDR<br>| 2694 | 44928 |
|  | Hon Hai Precision <br> Industry Co. Ltd. <br> (HNHPF US), GDR<br>| 5974 | 98831 |
|  | Hong Pu Real Estate <br> Development Co. <br> Ltd.<br>| 73000 | 61894 |
|  | Hong TAI Electric <br> Industrial<br>| 55000 | 70310 |
|  | Hotai Finance Co. Ltd. | 73080 | 146262 |
|  | Hotai Motor Co. Ltd. | 38600 | 707670 |
|  | Hsin Kuang Steel Co. <br> Ltd.<br>| 34000 | 43845 |
|  | Hsin Yung Chien Co. <br> Ltd.<br>| 11620 | 34010 |
| #\* | HTC Corp. | 182000 | 296900 |
|  | HUA ENG Wire & <br> Cable Co. Ltd.<br>| 90000 | 96319 |
|  | Hua Jung Components <br> Co. Ltd.<br>| 38000 | 23409 |
|  | Hua Nan Financial <br> Holdings Co. Ltd.<br>| 1019992 | 967744 |
|  | Hua Yu Lien <br> Development Co. <br> Ltd.<br>| 16918 | 34186 |
|  | Huaku Development <br> Co. Ltd.<br>| 116025 | 392468 |
|  | Huang Hsiang <br> Construction Corp.<br>| 37188 | 49799 |
|  | Huikwang Corp. | 18000 | 14382 |
|  | Hung Ching <br> Development & <br> Construction Co. <br> Ltd.<br>| 47000 | 41654 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Hung Sheng <br> Construction Ltd.<br>| 128592 | $89075 |
|  | Huxen Corp. | 10000 | 15738 |
|  | Hwacom Systems, <br> Inc.<br>| 17000 | 13473 |
| # | Hwang Chang General <br> Contractor Co. Ltd.<br>| 28416 | 63880 |
|  | Ibase Technology, Inc. | 10000 | 15893 |
|  | IBF Financial Holdings <br> Co. Ltd.<br>| 40000 | 19807 |
|  | Ichia Technologies, <br> Inc.<br>| 62000 | 102222 |
| \* | Ideal Bike Corp. | 35000 | 6863 |
|  | IEI Integration Corp. | 41220 | 89561 |
|  | Infortrend Technology, <br> Inc.<br>| 56000 | 41630 |
|  | Innodisk Corp. | 21291 | 297186 |
|  | Inpaq Technology Co. <br> Ltd.<br>| 21424 | 60347 |
| # | Insyde Software Corp. | 16800 | 123894 |
|  | Intai Technology Corp. | 6000 | 19484 |
|  | Integrated Service <br> Technology, Inc.<br>| 1805 | 6464 |
|  | Interactive Digital <br> Technologies, Inc.<br>| 5000 | 12026 |
| # | International Games <br> System Co. Ltd.<br>| 73000 | 1705800 |
|  | Inventec Corp. | 713000 | 1058199 |
|  | Iron Force Industrial <br> Co. Ltd.<br>| 12296 | 37931 |
|  | I-Sheng Electric Wire & <br> Cable Co. Ltd.<br>| 25000 | 37653 |
|  | ITE Technology, Inc. | 42000 | 177573 |
| # | ITEQ Corp. | 59822 | 226496 |
|  | Jarllytec Co. Ltd. | 18450 | 58678 |
|  | Jean Co. Ltd. | 50819 | 42092 |
|  | Jentech Precision <br> Industrial Co. Ltd.<br>| 9098 | 623816 |
|  | Jetwell Computer Co. <br> Ltd.<br>| 5600 | 32210 |
|  | Jih Lin Technology Co. <br> Ltd.<br>| 16000 | 27901 |
|  | JMC Electronics Co. <br> Ltd.<br>| 7000 | 5722 |
|  | Johnson Chemical <br> Pharmaceutical <br> Works Corp.<br>| 5000 | 10886 |
|  | Johnson Health Tech <br> Co. Ltd.<br>| 21000 | 108750 |
| # | JPC connectivity, Inc. | 27000 | 145919 |
| # | JSL Construction & <br> Development Co. <br> Ltd.<br>| 62110 | 102918 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Kaimei Electronic <br> Corp.<br>| 15120 | $45935 |
|  | Kaori Heat Treatment <br> Co. Ltd.<br>| 11000 | 221614 |
|  | Kaulin Manufacturing <br> Co. Ltd.<br>| 23000 | 8694 |
|  | Kedge Construction <br> Co. Ltd.<br>| 10666 | 30465 |
|  | KEE TAI Properties <br> Co. Ltd.<br>| 102515 | 35157 |
|  | Kerry TJ Logistics Co. <br> Ltd.<br>| 47000 | 51376 |
|  | Keystone Microtech <br> Corp.<br>| 4000 | 54981 |
|  | KGI Financial Holding <br> Co. Ltd.<br>| 2456339 | 1267081 |
|  | KHGEARS <br> International Ltd.<br>| 5420 | 30576 |
| # | Kindom Development <br> Co. Ltd.<br>| 156090 | 168793 |
|  | King Slide Works Co. <br> Ltd.<br>| 5000 | 663309 |
| \* | King's Town <br> Construction Co. <br> Ltd.<br>| 27000 | 36583 |
|  | Kingstate Electronics <br> Corp.<br>| 8000 | 8756 |
|  | Kinik Co. | 10000 | 101534 |
| \* | Kinko Optical Co. Ltd. | 35163 | 52324 |
|  | Kinpo Electronics | 312000 | 229601 |
|  | Kinsus Interconnect <br> Technology Corp.<br>| 49000 | 216260 |
|  | KMC Kuei Meng <br> International, Inc.<br>| 16250 | 47545 |
|  | KNH Enterprise Co. <br> Ltd.<br>| 45000 | 24777 |
|  | Ko Ja Cayman Co. <br> Ltd.<br>| 9606 | 11374 |
|  | KS Terminals, Inc. | 32000 | 52063 |
|  | Kung Long Batteries <br> Industrial Co. Ltd.<br>| 12000 | 47372 |
| \* | Kung Sing Engineering <br> Corp.<br>| 137500 | 51782 |
|  | Kuo Toong <br> International Co. <br> Ltd.<br>| 56248 | 105421 |
| \* | Kuo Yang Construction <br> Co. Ltd.<br>| 57549 | 35241 |
|  | Kwong Lung Enterprise <br> Co. Ltd.<br>| 24000 | 37307 |
|  | L&K Engineering Co. <br> Ltd.<br>| 57390 | 887831 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | La Kaffa International <br> Co. Ltd.<br>| 6000 | $14458 |
|  | Lanner Electronics, <br> Inc.<br>| 25143 | 65722 |
|  | Largan Precision Co. <br> Ltd. (3008 TT)<br>| 11000 | 789516 |
|  | Laser Tek Taiwan Co. <br> Ltd.<br>| 23350 | 39224 |
|  | Laster Tech Co. Ltd. | 29579 | 19972 |
| \* | Leader Electronics, <br> Inc.<br>| 69000 | 24808 |
|  | LEE CHI Enterprises <br> Co. Ltd.<br>| 63000 | 24144 |
|  | Lelon Electronics <br> Corp.<br>| 23832 | 84080 |
|  | Lemtech Holdings Co. <br> Ltd.<br>| 4344 | 11276 |
|  | Leo Systems, Inc. | 12000 | 13866 |
| \* | Leofoo Development <br> Co. Ltd.<br>| 23000 | 12595 |
|  | Lian HWA Food Corp. | 21815 | 78559 |
|  | Lida Holdings Ltd. | 10000 | 6919 |
|  | Lien Hwa Industrial <br> Holdings Corp.<br>| 215022 | 337307 |
|  | Lite-On Technology <br> Corp.<br>| 247000 | 1432967 |
| \* | Long Bon International <br> Co. Ltd.<br>| 21000 | 10037 |
|  | Long Da Construction <br> & Development <br> Corp.<br>| 91000 | 84371 |
| \* | Longchen Paper & <br> Packaging Co. Ltd.<br>| 215583 | 65560 |
|  | Longwell Co. | 23000 | 139907 |
|  | Lotes Co. Ltd. | 19097 | 851453 |
|  | Lotus Pharmaceutical <br> Co. Ltd.<br>| 39000 | 374139 |
|  | Lu Hai Holding Corp. | 8084 | 6877 |
|  | Lumax International <br> Corp. Ltd.<br>| 29000 | 93180 |
| \* | Lung Yen Life Service <br> Corp.<br>| 46000 | 77756 |
|  | Macauto Industrial Co. <br> Ltd.<br>| 17000 | 32875 |
|  | Macnica Galaxy, Inc. | 8000 | 22820 |
|  | Macroblock, Inc. | 10000 | 19095 |
|  | MacroWell OMG <br> Digital Entertainment <br> Co. Ltd.<br>| 5000 | 13297 |
|  | Makalot Industrial Co. <br> Ltd.<br>| 57263 | 499615 |
| # | Marketech International <br> Corp.<br>| 25000 | 198830 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Materials Analysis <br> Technology, Inc.<br>| 14725 | $97002 |
| \* | Mechema Chemicals <br> International Corp.<br>| 18000 | 42711 |
|  | MediaTek, Inc. | 137000 | 5810091 |
|  | Mega Financial <br> Holding Co. Ltd.<br>| 425203 | 559012 |
|  | Meiloon Industrial Co. | 42600 | 32501 |
|  | Mercuries & Associates <br> Holding Ltd.<br>| 77593 | 36049 |
|  | Mercuries Data <br> Systems Ltd.<br>| 13000 | 10783 |
| \* | Mercuries Life <br> Insurance Co. Ltd.<br>| 959879 | 225678 |
|  | Merida Industry Co. <br> Ltd.<br>| 43000 | 139355 |
| # | Merry Electronics Co. <br> Ltd.<br>| 61218 | 203400 |
|  | METAAGE Corp. | 30000 | 50649 |
| \* | Metatech AP, Inc. | 4000 | 5911 |
| \* | Microbio Co. Ltd. | 76649 | 54817 |
| # | Micro-Star International <br> Co. Ltd.<br>| 197000 | 698347 |
|  | Mildef Crete, Inc. | 10000 | 34800 |
|  | MIN AIK Technology <br> Co. Ltd.<br>| 35000 | 24997 |
|  | Mitac Holdings Corp. | 271780 | 877294 |
| \* | Mobiletron Electronics <br> Co. Ltd.<br>| 18000 | 17572 |
|  | momo.com, Inc. | 25945 | 196561 |
| \* | MOSA Industrial Corp. | 25244 | 13883 |
|  | Motech Industries, Inc. | 72000 | 39725 |
|  | MPI Corp. | 15000 | 1017073 |
|  | MSSCORPS Co. Ltd. | 6480 | 35943 |
|  | Munsin Garment Corp. | 9000 | 14104 |
|  | Nak Sealing <br> Technologies Corp.<br>| 9000 | 31109 |
|  | Nan Pao Resins <br> Chemical Co. Ltd.<br>| 23000 | 274043 |
| \* | Nan Ren Lake Leisure <br> Amusement Co. <br> Ltd.<br>| 47000 | 15167 |
|  | Nan Ya Plastics Corp. | 243000 | 326981 |
|  | Nang Kuang <br> Pharmaceutical Co. <br> Ltd.<br>| 12000 | 15152 |
|  | Nantex Industry Co. <br> Ltd.<br>| 99200 | 71870 |
|  | National Aerospace <br> Fasteners Corp.<br>| 6000 | 20948 |
|  | National Petroleum Co. <br> Ltd.<br>| 22000 | 41004 |
|  | Netronix, Inc. | 11000 | 48086 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | New Asia Construction <br> & Development <br> Corp.<br>| 34000 | $16340 |
|  | New Best Wire <br> Industrial Co. Ltd.<br>| 18000 | 17081 |
|  | Nichidenbo Corp. | 48000 | 140590 |
|  | Nidec Chaun-Choung <br> Technology Corp.<br>| 5000 | 22071 |
|  | Nien Hsing Textile Co. <br> Ltd.<br>| 44000 | 23742 |
|  | Nien Made Enterprise <br> Co. Ltd.<br>| 25000 | 299496 |
|  | Niko Semiconductor <br> Co. Ltd.<br>| 22040 | 40437 |
|  | Nishoku Technology, <br> Inc.<br>| 10000 | 41217 |
|  | Nova Technology <br> Corp.<br>| 7000 | 39091 |
| # | Novatek <br> Microelectronics <br> Corp.<br>| 111000 | 1414266 |
|  | Nuvoton Technology <br> Corp.<br>| 38000 | 75795 |
|  | O-Bank Co. Ltd. | 259507 | 76352 |
|  | Ocean Plastics Co. <br> Ltd.<br>| 70000 | 81898 |
|  | OK Biotech Co. Ltd. | 43928 | 20132 |
|  | Orient Europharma Co. <br> Ltd.<br>| 7000 | 10523 |
|  | Orient Semiconductor <br> Electronics Ltd.<br>| 112000 | 175870 |
| \* | Oriental Union <br> Chemical Corp.<br>| 112000 | 43492 |
|  | O-TA Precision <br> Industry Co. Ltd.<br>| 12000 | 28957 |
|  | Pacific Construction <br> Co.<br>| 73000 | 22610 |
|  | Pacific Hospital Supply <br> Co. Ltd.<br>| 13000 | 37381 |
|  | Pan Asia Chemical <br> Corp.<br>| 40613 | 12478 |
|  | Pan German Universal <br> Motors Ltd.<br>| 5000 | 47173 |
|  | Pan Jit International, <br> Inc.<br>| 83900 | 229037 |
| # | Pan-International <br> Industrial Corp.<br>| 83000 | 150775 |
|  | Panion & BF Biotech, <br> Inc.<br>| 16563 | 35651 |
|  | Parade Technologies <br> Ltd.<br>| 17000 | 374548 |
|  | Parpro Corp. | 18000 | 30751 |
| \* | PChome Online, Inc. | 42983 | 48631 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | PCL Technologies, <br> Inc.<br>| 8297 | $32108 |
|  | P-Duke Technology <br> Co. Ltd.<br>| 11579 | 38371 |
|  | Pegatron Corp. | 452000 | 1087416 |
|  | Pegavision Corp. | 6000 | 66367 |
|  | PharmaEngine, Inc. | 14000 | 32344 |
|  | PharmaEssentia Corp. | 21865 | 353250 |
| #\* | Phihong Technology <br> Co. Ltd.<br>| 97000 | 95900 |
|  | Phison Electronics <br> Corp.<br>| 52000 | 1792764 |
| \* | Phytohealth Corp. | 53000 | 23996 |
|  | Pixart Imaging, Inc. | 31000 | 232703 |
|  | Planet Technology <br> Corp.<br>| 17000 | 73084 |
|  | Polytronics Technology <br> Corp.<br>| 22423 | 33420 |
|  | Posiflex Technology, <br> Inc.<br>| 8000 | 56050 |
|  | Pou Chen Corp. | 278000 | 264515 |
|  | Power Wind Health <br> Industry, Inc.<br>| 7000 | 37262 |
|  | Powertech Technology, <br> Inc.<br>| 217000 | 1212195 |
|  | Poya International Co. <br> Ltd.<br>| 8540 | 126210 |
|  | President Chain Store <br> Corp.<br>| 88000 | 681470 |
|  | Primax Electronics <br> Ltd.<br>| 99000 | 266380 |
|  | Prince Housing & <br> Development Corp.<br>| 286000 | 82881 |
| \* | Princeton Technology <br> Corp.<br>| 12000 | 5562 |
|  | Pro Hawk Corp. | 5000 | 24384 |
|  | Promate Electronic Co. <br> Ltd.<br>| 44399 | 68395 |
|  | PSS Co. Ltd. | 7000 | 34409 |
|  | Qisda Corp. | 323080 | 324639 |
|  | QST International <br> Corp.<br>| 15571 | 21484 |
| # | Qualipoly Chemical <br> Corp.<br>| 32000 | 187853 |
|  | Quang Viet Enterprise <br> Co. Ltd.<br>| 17168 | 43083 |
|  | Quanta Computer, Inc. | 200000 | 1939646 |
| # | Quanta Storage, Inc. | 52000 | 179149 |
| \* | Quintain Steel Co. Ltd. | 41000 | 11613 |
|  | Radiant <br> Opto-Electronics <br> Corp.<br>| 103000 | 441215 |
|  | Radium Life Tech Co. <br> Ltd.<br>| 130011 | 46435 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Rafael <br> Microelectronics, <br> Inc.<br>| 1607 | $5803 |
|  | Raydium <br> Semiconductor <br> Corp.<br>| 15000 | 118538 |
| \* | RDC Semiconductor <br> Co. Ltd.<br>| 3000 | 13933 |
|  | Realtek Semiconductor <br> Corp.<br>| 63000 | 1052015 |
|  | ReaLy <br> Development&Construction <br> Corp.<br>| 11000 | 10706 |
|  | Rechi Precision Co. <br> Ltd.<br>| 86000 | 64485 |
|  | Rexon Industrial Corp. <br> Ltd.<br>| 39000 | 34931 |
|  | Rich Development Co. <br> Ltd.<br>| 235870 | 64949 |
|  | Richmond International <br> Travel & Tours Co. <br> Ltd.<br>| 5200 | 14950 |
| \* | Right WAY Industrial <br> Co. Ltd.<br>| 22000 | 8829 |
|  | RiTdisplay Corp. | 12247 | 13148 |
| \* | Ritek Corp. | 176099 | 56951 |
|  | Rodex Fasteners <br> Corp.<br>| 12000 | 10997 |
|  | Ruentex Development <br> Co. Ltd.<br>| 290000 | 280899 |
|  | Ruentex Engineering & <br> Construction Co.<br>| 29059 | 158064 |
|  | Ruentex Industries <br> Ltd.<br>| 143784 | 250838 |
|  | Run Long Construction <br> Co. Ltd.<br>| 104000 | 128380 |
|  | Sakura Development <br> Co. Ltd.<br>| 89820 | 140305 |
|  | Sampo Corp. | 77800 | 62212 |
|  | San Fang Chemical <br> Industry Co. Ltd.<br>| 65000 | 65297 |
|  | San Fu Chemical Co. <br> Ltd.<br>| 3000 | 10567 |
|  | San Shing Fastech <br> Corp.<br>| 22000 | 36757 |
|  | Sanyang Motor Co. <br> Ltd.<br>| 121000 | 237421 |
|  | Savior Lifetec Corp. | 45000 | 25002 |
|  | Scientech Corp. | 10000 | 115257 |
|  | ScinoPharm Taiwan <br> Ltd.<br>| 25000 | 14233 |
|  | SciVision Biotech, Inc. | 6000 | 17487 |
|  | SDI Corp. | 19000 | 52567 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Sea & Land Integrated <br> Corp.<br>| 22100 | $13477 |
|  | Sea Sonic Electronics <br> Co. Ltd.<br>| 8000 | 17893 |
|  | Securitag Assembly <br> Group Co. Ltd.<br>| 4000 | 13761 |
|  | Senao International <br> Co. Ltd.<br>| 33000 | 31126 |
|  | Senao Networks, Inc. | 8141 | 40162 |
|  | Sensortek Technology <br> Corp.<br>| 7000 | 43212 |
|  | Sercomm Corp. | 70000 | 224341 |
|  | Sesoda Corp. | 56680 | 55594 |
|  | Shanghai Commercial <br> & Savings Bank Ltd.<br>| 848856 | 1092737 |
|  | Sharehope Medicine <br> Co. Ltd.<br>| 42425 | 33513 |
|  | Sheh Fung Screws Co. <br> Ltd.<br>| 6000 | 5714 |
|  | Sheng Yu Steel Co. <br> Ltd.<br>| 41000 | 28232 |
| # | ShenMao Technology, <br> Inc.<br>| 30000 | 98550 |
|  | Shieh Yih Machinery <br> Industry Co. Ltd.<br>| 20000 | 13890 |
|  | Shih Her Technologies, <br> Inc.<br>| 7513 | 42209 |
| # | Shihlin Electric & <br> Engineering Corp.<br>| 52000 | 336101 |
|  | Shin Hsiung Natural <br> Gas Co. Ltd.<br>| 14185 | 18735 |
|  | Shin Ruenn <br> Development Co. <br> Ltd.<br>| 20606 | 39011 |
|  | Shin Shin Natural Gas <br> Co.<br>| 7000 | 8990 |
|  | Shin Zu Shing Co. <br> Ltd.<br>| 42459 | 289873 |
| \* | Shining Building <br> Business Co. Ltd.<br>| 102206 | 30074 |
|  | Shinkong Insurance <br> Co. Ltd.<br>| 85000 | 310748 |
| # | Shinkong Synthetic <br> Fibers Corp.<br>| 339000 | 146936 |
|  | Shiny Brands Group <br> Co. Ltd.<br>| 3300 | 11140 |
|  | Shiny Chemical <br> Industrial Co. Ltd.<br>| 32997 | 156205 |
| \* | Shun On Electronic <br> Co. Ltd.<br>| 13000 | 10904 |
| \* | Shuttle, Inc. | 106000 | 63756 |
|  | Sigurd Microelectronics <br> Corp.<br>| 126438 | 427772 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Silergy Corp. | 54000 | $388519 |
| # | Silicon Integrated <br> Systems Corp.<br>| 54000 | 96798 |
|  | Silicon Power <br> Computer & <br> Communications, <br> Inc.<br>| 21000 | 26335 |
|  | Simplo Technology Co. <br> Ltd.<br>| 54000 | 614699 |
|  | Sinbon Electronics Co. <br> Ltd.<br>| 50000 | 342688 |
|  | Sinmag Equipment <br> Corp.<br>| 11000 | 48096 |
|  | Sinon Corp. | 130000 | 180327 |
|  | SinoPac Financial <br> Holdings Co. Ltd.<br>| 1263006 | 1051317 |
|  | Sinopower <br> Semiconductor, Inc.<br>| 5500 | 19203 |
|  | Sinphar <br> Pharmaceutical Co. <br> Ltd.<br>| 26082 | 27288 |
|  | Sinyi Realty, Inc. | 81965 | 60362 |
|  | Sirtec International Co. <br> Ltd.<br>| 25200 | 20634 |
|  | Sitronix Technology <br> Corp.<br>| 37000 | 240406 |
|  | Soft-World <br> International Corp.<br>| 16000 | 53008 |
|  | Solar Applied Materials <br> Technology Corp.<br>| 151711 | 291589 |
|  | Solteam, Inc. | 20264 | 31761 |
| \* | Solytech Enterprise <br> Corp.<br>| 27000 | 8006 |
|  | Song Shang <br> Electronics Co. Ltd.<br>| 17000 | 11845 |
|  | Sonix Technology Co. <br> Ltd.<br>| 35000 | 39931 |
|  | Southeast Cement Co. <br> Ltd.<br>| 17000 | 9164 |
|  | Speed Tech Corp. | 20000 | 30644 |
|  | Sporton International, <br> Inc.<br>| 33402 | 194224 |
|  | Sports Gear Co. Ltd. | 11000 | 40081 |
|  | St. Shine Optical Co. <br> Ltd.<br>| 12000 | 50926 |
|  | Standard Chemical & <br> Pharmaceutical Co. <br> Ltd.<br>| 20000 | 36064 |
|  | Standard Foods Corp. | 107000 | 109184 |
|  | Stark Technology, Inc. | 27000 | 140088 |
| \* | Starlux Airlines Co. <br> Ltd.<br>| 27000 | 21056 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | Sun Yad Construction <br> Co. Ltd.<br>| 68477 | $34898 |
|  | Sunflex Tech Co. Ltd. | 24392 | 16969 |
|  | Sunfun Info Co. Ltd. | 60450 | 64303 |
|  | Sunjuice Holdings Co. <br> Ltd.<br>| 3153 | 14970 |
| \* | Sunko INK Co. Ltd. | 64750 | 24979 |
|  | SunMax Biotechnology <br> Co. Ltd.<br>| 6000 | 76067 |
|  | Sunonwealth Electric <br> Machine Industry <br> Co. Ltd.<br>| 47000 | 229406 |
|  | Sunplus Innovation <br> Technology, Inc.<br>| 6160 | 27072 |
| \* | Sunplus Technology <br> Co. Ltd.<br>| 118000 | 82324 |
|  | Sunrex Technology <br> Corp.<br>| 28000 | 37829 |
|  | Sunspring Metal Corp. | 27540 | 19691 |
|  | Superalloy Industrial <br> Co. Ltd.<br>| 13000 | 20059 |
|  | Superior Plating <br> Technology Co. Ltd.<br>| 6000 | 8574 |
| # | Supreme Electronics <br> Co. Ltd.<br>| 215025 | 460659 |
| # | Swancor Holding Co. <br> Ltd.<br>| 26000 | 105205 |
|  | Sweeten Real Estate <br> Development Co. <br> Ltd.<br>| 50248 | 46073 |
|  | Symtek Automation <br> Asia Co. Ltd.<br>| 6482 | 32934 |
|  | Syngen Biotech Co. <br> Ltd.<br>| 4000 | 17574 |
|  | Synmosa Biopharma <br> Corp.<br>| 65877 | 71833 |
| # | Synnex Technology <br> International Corp.<br>| 413000 | 761396 |
|  | Syscom Computer <br> Engineering Co.<br>| 7000 | 13006 |
|  | Systex Corp. | 50000 | 210131 |
|  | T3EX Global Holdings <br> Corp.<br>| 29000 | 65739 |
|  | TA Chen Stainless <br> Pipe<br>| 535454 | 638251 |
|  | Ta Ya Electric Wire & <br> Cable<br>| 110443 | 150367 |
|  | Tah Hsin Industrial <br> Corp.<br>| 12870 | 26815 |
|  | TA-I Technology Co. <br> Ltd.<br>| 26750 | 54300 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | Tai Tung <br> Communication Co. <br> Ltd.<br>| 53385 | $39454 |
|  | Taichung Commercial <br> Bank Co. Ltd.<br>| 886212 | 616094 |
|  | TaiDoc Technology <br> Corp.<br>| 19000 | 75902 |
| # | Taiflex Scientific Co. <br> Ltd.<br>| 53838 | 118762 |
|  | Taimide Tech, Inc. | 14000 | 27412 |
|  | Tainan Enterprises Co. <br> Ltd.<br>| 33000 | 29132 |
| \* | Tainergy Tech Co. Ltd. | 25000 | 11958 |
|  | Tai-Saw Technology <br> Co. Ltd.<br>| 29000 | 23270 |
|  | TaiSol Electronics Co. <br> Ltd.<br>| 22000 | 37772 |
|  | Taita Chemical Co. <br> Ltd.<br>| 83945 | 29978 |
|  | Taiwan Business Bank | 1270345 | 632768 |
|  | Taiwan Chinsan <br> Electronic Industrial <br> Co. Ltd.<br>| 25461 | 35482 |
|  | Taiwan Cooperative <br> Financial Holding <br> Co. Ltd.<br>| 563164 | 435239 |
|  | Taiwan Environment <br> Scientific Co. Ltd.<br>| 18000 | 11148 |
|  | Taiwan Fertilizer Co. <br> Ltd.<br>| 80000 | 125056 |
|  | Taiwan Fire & Marine <br> Insurance Co. Ltd.<br>| 74000 | 86660 |
|  | Taiwan FU Hsing <br> Industrial Co. Ltd.<br>| 36000 | 60111 |
| #\* | Taiwan Glass Industry <br> Corp.<br>| 159000 | 144263 |
|  | Taiwan High Speed <br> Rail Corp.<br>| 260000 | 231097 |
|  | Taiwan Hon Chuan <br> Enterprise Co. Ltd.<br>| 75645 | 310153 |
|  | Taiwan Hopax <br> Chemicals <br> Manufacturing Co. <br> Ltd.<br>| 61181 | 62236 |
| †† | Taiwan Land <br> Development Corp.<br>| 134000 | 2190 |
| \* | Taiwan Mask Corp. | 46000 | 57341 |
|  | Taiwan Mobile Co. <br> Ltd.<br>| 199000 | 708212 |
|  | Taiwan Sakura Corp. | 29000 | 80310 |
|  | Taiwan Sanyo Electric <br> Co. Ltd.<br>| 25000 | 28722 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Taiwan Secom Co. <br> Ltd.<br>| 93000 | $326301 |
|  | Taiwan Semiconductor <br> Co. Ltd.<br>| 48000 | 85516 |
|  | Taiwan Semiconductor <br> Manufacturing Co. <br> Ltd. (2330 TT)<br>| 1246000 | 60256144 |
|  | Taiwan Semiconductor <br> Manufacturing Co. <br> Ltd. (TSM US), <br> Sponsored ADR<br>| 83594 | 25114145 |
|  | Taiwan Shin Kong <br> Security Co. Ltd.<br>| 76500 | 101271 |
| \* | Taiwan Styrene <br> Monomer<br>| 164000 | 44929 |
|  | Taiwan Surface <br> Mounting <br> Technology Corp.<br>| 67000 | 238845 |
|  | Taiwan Taxi Co. Ltd. | 6615 | 28376 |
| \* | Taiwan TEA Corp. | 162000 | 73152 |
| # | Taiwan Union <br> Technology Corp.<br>| 63000 | 785517 |
| # | Tatung Co. Ltd. | 333450 | 390841 |
| \* | TBI Motion Technology <br> Co. Ltd.<br>| 11000 | 13806 |
|  | TCI Co. Ltd. | 25877 | 95515 |
|  | Te Chang Construction <br> Co. Ltd.<br>| 12000 | 24135 |
| # | Teco Electric & <br> Machinery Co. Ltd.<br>| 304000 | 1144112 |
|  | Tehmag Foods Corp. | 6400 | 61123 |
|  | Test Research, Inc. | 36000 | 182406 |
|  | Test Rite International <br> Co. Ltd.<br>| 53000 | 34996 |
| \* | Thermaltake <br> Technology Co. Ltd.<br>| 15000 | 15443 |
|  | Thye Ming Industrial <br> Co. Ltd.<br>| 36000 | 63357 |
|  | Tofu Restaurant Co. <br> Ltd.<br>| 1120 | 7280 |
|  | Ton Yi Industrial Corp. | 297000 | 173340 |
|  | Tong Hsing Electronic <br> Industries Ltd.<br>| 51857 | 210658 |
|  | Tong Yang Industry Co. <br> Ltd.<br>| 61000 | 191382 |
|  | Tong-Tai Machine & <br> Tool Co. Ltd.<br>| 60000 | 63071 |
|  | Top Union Electronics <br> Corp.<br>| 22759 | 22183 |
|  | Topco Scientific Co. <br> Ltd.<br>| 55040 | 609861 |
|  | Topco Technologies <br> Corp.<br>| 18000 | 36299 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Topkey Corp. | 14000 | $84685 |
| # | Topoint Technology Co. <br> Ltd.<br>| 35000 | 133870 |
|  | TPK Holding Co. Ltd. | 89000 | 104925 |
|  | Trade-Van Information <br> Services Co.<br>| 16000 | 49977 |
|  | Transcend Information, <br> Inc.<br>| 59000 | 252683 |
|  | Transcom, Inc. | 15224 | 66990 |
|  | Trusval Technology Co. <br> Ltd.<br>| 2100 | 17599 |
|  | TS Financial Holding <br> Co. Ltd (2887 TT)<br>| 3728281 | 2264952 |
| \* | TS Financial Holding <br> Co. Ltd (28871 TT)<br>| 609460 | 182810 |
|  | Tsann Kuen Enterprise <br> Co. Ltd.<br>| 13331 | 10620 |
|  | TSC Auto ID <br> Technology Co. Ltd.<br>| 9128 | 57952 |
|  | TSRC Corp. | 104000 | 50631 |
|  | Ttet Union Corp. | 6000 | 28199 |
|  | TTFB Co. Ltd. | 3662 | 21778 |
|  | TTY Biopharm Co. <br> Ltd.<br>| 42000 | 108569 |
| \* | Tul Corp. | 12000 | 29668 |
|  | Tung Ho Steel <br> Enterprise Corp.<br>| 114270 | 233116 |
|  | Tung Thih Electronic <br> Co. Ltd.<br>| 10296 | 24442 |
|  | TURVO International <br> Co. Ltd.<br>| 9000 | 58659 |
|  | TYC Brother Industrial <br> Co. Ltd.<br>| 39000 | 60648 |
| \* | Tycoons Group <br> Enterprise<br>| 72388 | 18510 |
| # | TZE Shin International <br> Co. Ltd.<br>| 29000 | 14225 |
|  | Ubright Optronics <br> Corp.<br>| 10000 | 20564 |
|  | UDE Corp. | 21000 | 72033 |
|  | Ultra Chip, Inc. | 15000 | 22144 |
|  | U-MEDIA <br> Communications, <br> Inc.<br>| 13000 | 17385 |
|  | Unic Technology Corp. | 41000 | 30875 |
|  | Unictron Technologies <br> Corp.<br>| 5000 | 9039 |
| # | Union Bank of Taiwan | 379358 | 228586 |
|  | Union Insurance Co. <br> Ltd.<br>| 25000 | 21798 |
|  | Uni-President <br> Enterprises Corp.<br>| 1206000 | 3081233 |
|  | Unitech Computer Co. <br> Ltd.<br>| 29000 | 39169 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | United Alloy-Tech Co. | 11000 | $19267 |
|  | United Integrated <br> Services Co. Ltd.<br>| 71000 | 1976267 |
|  | United Orthopedic <br> Corp.<br>| 15000 | 60640 |
|  | United Radiant <br> Technology<br>| 28000 | 19315 |
| \* | United Renewable <br> Energy Co. Ltd.<br>| 377571 | 83777 |
| \*†† | Unity Opto Technology <br> Co. Ltd.<br>| 140000 | 0 |
|  | Univacco Technology, <br> Inc.<br>| 15000 | 22055 |
|  | Universal Cement <br> Corp.<br>| 114220 | 114946 |
|  | Universal Microwave <br> Technology, Inc.<br>| 3000 | 42766 |
|  | Universal Vision <br> Biotechnology Co. <br> Ltd.<br>| 23257 | 108090 |
| # | UPC Technology <br> Corp.<br>| 327169 | 107627 |
|  | Userjoy Technology <br> Co. Ltd.<br>| 14855 | 37310 |
|  | USI Corp. | 232320 | 78037 |
|  | Utechzone Co. Ltd. | 15000 | 42264 |
|  | UVAT Technology Co. <br> Ltd.<br>| 8000 | 15446 |
|  | Value Valves Co. Ltd. | 5383 | 14658 |
|  | Ve Wong Corp. | 23000 | 29534 |
|  | Ventec International <br> Group Co. Ltd.<br>| 18000 | 52325 |
|  | Via Technologies, Inc. | 25000 | 42545 |
|  | Viking Tech Corp. | 14000 | 19035 |
|  | Visco Vision, Inc. | 8000 | 51626 |
|  | VisEra Technologies <br> Co. Ltd.<br>| 21000 | 174833 |
|  | Visual Photonics <br> Epitaxy Co. Ltd.<br>| 30000 | 134212 |
|  | Vivotek, Inc. | 8000 | 21289 |
|  | Vizionfocus, Inc. | 6000 | 35010 |
| # | Voltronic Power <br> Technology Corp.<br>| 19915 | 780186 |
|  | Waffer Technology <br> Corp.<br>| 19276 | 44183 |
|  | Wah Hong Industrial <br> Corp.<br>| 13000 | 14187 |
|  | Wah Lee Industrial <br> Corp.<br>| 66780 | 195566 |
| # | Walsin Lihwa Corp. | 621871 | 602346 |
| # | Walsin Technology <br> Corp.<br>| 44000 | 176548 |
|  | WEI Chih Steel <br> Industrial Co. Ltd.<br>| 27000 | 14038 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Weikeng Industrial Co. <br> Ltd.<br>| 169945 | $162059 |
|  | Well Shin Technology <br> Co. Ltd.<br>| 16000 | 27317 |
|  | Welldone Co. | 13000 | 21220 |
|  | WELLELL, Inc. | 17000 | 11844 |
|  | Wholetech System <br> Hitech Ltd.<br>| 18000 | 70689 |
| \* | Winbond Electronics <br> Corp.<br>| 745162 | 1303249 |
|  | Winmate, Inc. | 7000 | 37407 |
|  | WinWay Technology <br> Co. Ltd.<br>| 3000 | 254591 |
|  | Wisdom Marine Lines <br> Co. Ltd.<br>| 123102 | 252203 |
|  | Wistron Corp. | 463436 | 2245959 |
|  | WITS Corp. | 10659 | 42896 |
|  | Wiwynn Corp. | 20000 | 2820391 |
|  | WNC Corp. | 96372 | 391060 |
|  | Wonderful Hi-Tech Co. <br> Ltd.<br>| 17954 | 26649 |
|  | Wowprime Corp. | 13194 | 92397 |
|  | WPG Holdings Ltd. | 610400 | 1193804 |
|  | WT Microelectronics <br> Co. Ltd.<br>| 186432 | 864305 |
|  | XAC Automation Corp. | 24000 | 23383 |
|  | Xxentria Technology <br> Materials Corp.<br>| 29975 | 33647 |
|  | Ya Horng Electronic <br> Co. Ltd.<br>| 8000 | 14682 |
|  | Yageo Corp. | 215840 | 1737266 |
|  | Yang Ming Marine <br> Transport Corp.<br>| 16000 | 29851 |
|  | Yankey Engineering <br> Co. Ltd.<br>| 13257 | 197726 |
|  | YCC Parts <br> Manufacturing Co. <br> Ltd.<br>| 13000 | 18202 |
|  | Yea Shin International <br> Development Co. <br> Ltd.<br>| 90217 | 72543 |
|  | Yen Sun Technology <br> Corp.<br>| 9000 | 13487 |
| \* | Yeong Guan Energy <br> Technology Group <br> Co. Ltd.<br>| 9000 | 5821 |
|  | YFC-Boneagle Electric <br> Co. Ltd.<br>| 30236 | 20533 |
|  | YFY, Inc. | 209000 | 172356 |
|  | Yi Jinn Industrial Co. <br> Ltd.<br>| 65100 | 34496 |
| \* | Yieh Phui Enterprise <br> Co. Ltd.<br>| 440479 | 210976 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Yonyu Plastics Co. <br> Ltd.<br>| 23000 | $14697 |
|  | Young Fast <br> Optoelectronics Co. <br> Ltd.<br>| 17000 | 30115 |
|  | Youngtek Electronics <br> Corp.<br>| 28000 | 53513 |
|  | Yuanta Financial <br> Holding Co. Ltd.<br>| 1402166 | 1569928 |
|  | Yuanta Futures Co. <br> Ltd.<br>| 5413 | 15839 |
|  | Yuen Foong Yu <br> Consumer Products <br> Co. Ltd.<br>| 12000 | 14981 |
|  | Yulon Finance Corp. | 90394 | 282290 |
|  | Yulon Motor Co. Ltd. | 239990 | 255883 |
|  | Yung Chi Paint & <br> Varnish <br> Manufacturing Co. <br> Ltd.<br>| 20000 | 48741 |
| # | Yungshin Construction <br> & Development Co. <br> Ltd.<br>| 31000 | 76967 |
|  | YungShin Global <br> Holding Corp.<br>| 46000 | 84217 |
|  | Yusin Holding Corp. | 4428 | 9932 |
|  | Zeng Hsing Industrial <br> Co. Ltd.<br>| 9669 | 28972 |
|  | Zenitron Corp. | 64000 | 71826 |
|  | Zero One Technology <br> Co. Ltd.<br>| 30633 | 113736 |
| # | Zhen Ding Technology <br> Holding Ltd.<br>| 117800 | 622045 |
|  | ZillTek Technology <br> Corp.<br>| 6000 | 39342 |
| \* | Zinwell Corp. | 72000 | 33039 |
|  | Zippy Technology <br> Corp.<br>| 30000 | 50440 |
|  | Zyxel Group Corp. | 97909 | 111432 |
| TOTAL TAIWAN | TOTAL TAIWAN |  | 260874231 |
| THAILAND — (1.0%) | THAILAND — (1.0%) | THAILAND — (1.0%) | THAILAND — (1.0%) |
|  | AAPICO Hitech PCL <br> (AH/F TB)<br>| 33100 | 12591 |
|  | AAPICO Hitech PCL <br> (AH-R TB), NVDR<br>| 34100 | 12971 |
|  | Advanced Info Service <br> PCL<br>| 10200 | 95265 |
|  | Advanced Information <br> Technology PCL, <br> Class F<br>| 258500 | 38533 |
|  | AEON Thana Sinsap <br> Thailand PCL<br>| 24600 | 80263 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | After You PCL | 38600 | $5945 |
|  | Airports of Thailand <br> PCL<br>| 134300 | 171327 |
|  | Amata Corp. PCL | 111300 | 49566 |
| # | AP Thailand PCL | 916500 | 245175 |
|  | Asia Plus Group <br> Holdings PCL<br>| 545200 | 37431 |
|  | Asian Insulators PCL | 77325 | 7892 |
|  | Asian Sea Corp. PCL | 134700 | 30410 |
|  | Bangchak Sriracha <br> PCL<br>| 200200 | 27614 |
|  | Bangkok Bank PCL <br> (BBLF TB)<br>| 67400 | 333509 |
| # | Bangkok Chain <br> Hospital PCL<br>| 191800 | 67028 |
|  | Bangkok Commercial <br> Asset Management <br> PCL<br>| 361100 | 75380 |
|  | Bangkok Dusit Medical <br> Services PCL, <br> Class F<br>| 880000 | 514365 |
| # | Bangkok Expressway <br> & Metro PCL<br>| 607500 | 96757 |
|  | Bangkok Land PCL | 2786800 | 43093 |
|  | Bangkok Life <br> Assurance PCL, <br> NVDR<br>| 50800 | 28279 |
|  | BCPG PCL | 317700 | 81058 |
| # | BEC World PCL | 319801 | 19286 |
|  | BKI Holdings PCL | 7000 | 66244 |
|  | Brooker Group PCL | 1127200 | 11155 |
| \* | BTS Group Holdings <br> PCL<br>| 687600 | 62519 |
|  | Bumrungrad Hospital <br> PCL<br>| 71400 | 379799 |
|  | Cal-Comp Electronics <br> Thailand PCL, <br> Class F<br>| 1357867 | 256162 |
|  | Central Retail Corp. <br> PCL<br>| 129450 | 82070 |
|  | CH Karnchang PCL | 232000 | 109776 |
| # | Chularat Hospital PCL | 1203400 | 58430 |
|  | Com7 PCL | 281500 | 217643 |
|  | Cotto F | 248200 | 1458 |
|  | CP ALL PCL | 313200 | 445561 |
| # | CP Axtra PCL | 109563 | 66412 |
|  | Delta Electronics <br> Thailand PCL<br>| 296600 | 1990481 |
|  | Dhipaya Group <br> Holdings PCL<br>| 130400 | 87915 |
|  | Diamond Building <br> Products PCL<br>| 101400 | 16464 |
|  | Dohome PCL | 11714 | 1413 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | Don Muang Tollway <br> PCL<br>| 34300 | $10926 |
|  | Eastern Polymer <br> Group PCL<br>| 222600 | 19276 |
|  | Eastern Water <br> Resources <br> Development & <br> Management PCL, <br> Class F<br>| 200000 | 15587 |
| #\* | Energy Absolute PCL | 834400 | 78963 |
|  | Exotic Food PCL | 52700 | 24773 |
| \* | Forth Corp. PCL | 77600 | 16559 |
|  | Fortune Parts Industry <br> PCL<br>| 205700 | 9733 |
|  | Frasers Property <br> Thailand PCL<br>| 144800 | 28660 |
| # | Gunkul Engineering <br> PCL<br>| 1265500 | 80623 |
|  | Haad Thip PCL | 64600 | 30167 |
|  | Hana Microelectronics <br> PCL<br>| 173600 | 124556 |
|  | Heng Leasing & <br> Capital PCL<br>| 507200 | 15843 |
|  | Home Product Center <br> PCL<br>| 807600 | 163593 |
|  | Ichitan Group PCL | 152500 | 58010 |
|  | Index Livingmall PCL | 55400 | 24500 |
| # | Indorama Ventures <br> PCL<br>| 77100 | 45542 |
|  | Interlink <br> Communication <br> PCL<br>| 112600 | 16436 |
|  | IRPC PCL | 2669900 | 94955 |
|  | IT City PCL | 44800 | 4849 |
| \* | Italian-Thai <br> Development PCL<br>| 771800 | 7877 |
| #\* | Jasmine Technology <br> Solution PCL<br>| 43600 | 34384 |
|  | Jaymart Group <br> Holdings PCL<br>| 127700 | 30804 |
|  | JMT Network Services <br> PCL<br>| 128200 | 38656 |
|  | Kang Yong Electric <br> PCL<br>| 1200 | 10503 |
|  | Karmarts PCL | 261916 | 66421 |
|  | Kasikornbank PCL <br> (KBANKF TB)<br>| 23300 | 134388 |
|  | KCE Electronics PCL | 79000 | 62301 |
|  | Kiatnakin Phatra Bank <br> PCL<br>| 35800 | 72796 |
|  | Krung Thai Bank PCL | 170100 | 143350 |
|  | Krungthai Card PCL | 169100 | 149044 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | Ladprao General <br> Hospital PCL, <br> Class F<br>| 40000 | $4552 |
|  | Lalin Property PCL | 148400 | 22947 |
|  | Land & Houses PCL <br> (LHF TB)<br>| 1656000 | 199734 |
|  | LH Financial Group <br> PCL<br>| 1964400 | 47386 |
|  | Loxley PCL | 724500 | 33833 |
|  | LPN Development <br> PCL<br>| 282400 | 14323 |
|  | Major Cineplex Group <br> PCL<br>| 152100 | 33398 |
|  | MBK PCL | 193335 | 98656 |
|  | MC Group PCL | 106000 | 36716 |
|  | Mega Lifesciences <br> PCL<br>| 135000 | 123164 |
|  | Minor International <br> PCL<br>| 263800 | 187642 |
|  | MK Restaurants Group <br> PCL<br>| 38600 | 39095 |
| \* | Mono Next PCL | 387700 | 14268 |
|  | Namyong Terminal <br> PCL<br>| 215400 | 18919 |
|  | Netbay PCL | 24000 | 15216 |
|  | Noble Development <br> PCL<br>| 258300 | 17095 |
|  | Northeast Rubber PCL | 216700 | 27879 |
|  | Polyplex Thailand PCL | 117900 | 34457 |
|  | Praram 9 Hospital <br> PCL<br>| 55400 | 37179 |
| # | Precious Shipping <br> PCL<br>| 204400 | 42353 |
|  | Premier Marketing <br> PCL<br>| 111900 | 39451 |
|  | Prima Marine PCL | 118400 | 23618 |
| \* | Property Perfect PCL | 3068310 | 6642 |
|  | Pruksa Holding PCL | 260300 | 29946 |
| \* | PSG Corp. PCL | 205651 | 19843 |
|  | PTG Energy PCL | 345100 | 85381 |
|  | PTT Global Chemical <br> PCL<br>| 139900 | 109246 |
|  | PTT Oil & Retail <br> Business PCL<br>| 266000 | 120928 |
|  | Quality Houses PCL | 2306100 | 94141 |
|  | Rajthanee Hospital <br> PCL<br>| 31400 | 12527 |
|  | Ramkhamhaeng <br> Hospital PCL<br>| 16400 | 9434 |
|  | Ratchaphruek Hospital <br> PCL<br>| 60100 | 9182 |
|  | Ratchthani Leasing <br> PCL<br>| 669390 | 33123 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | S Hotels & Resorts <br> PCL<br>| 347400 | $16438 |
|  | Sahamitr Pressure <br> Container PCL<br>| 71900 | 19679 |
|  | Saha-Union PCL | 41400 | 36490 |
|  | Samart Corp. PCL | 156200 | 28984 |
|  | Sansiri PCL | 5141200 | 222597 |
|  | Sappe PCL | 18300 | 20516 |
|  | SC Asset Corp. PCL | 553900 | 29121 |
|  | SCG Packaging PCL | 70900 | 39907 |
|  | SEAFCO PCL | 250019 | 17475 |
|  | Siam Wellness Group <br> PCL<br>| 78100 | 7053 |
|  | Siamgas & <br> Petrochemicals PCL<br>| 263500 | 52154 |
|  | Sikarin PCL, Class F | 132000 | 31638 |
| \* | Singer Thailand PCL | 155600 | 27910 |
| # | Singha Estate PCL | 706700 | 12021 |
|  | SISB PCL | 21300 | 7773 |
|  | Somboon Advance <br> Technology PCL<br>| 40500 | 16408 |
|  | SPCG PCL | 165600 | 42507 |
|  | Sri Trang Agro-Industry <br> PCL<br>| 168700 | 62085 |
|  | Srinanaporn Marketing <br> PCL<br>| 61800 | 15003 |
|  | Srisawad Corp. PCL | 104343 | 91161 |
|  | Srithai Superware <br> PCL<br>| 359200 | 11664 |
|  | Srivichai Vejvivat PCL | 64300 | 16207 |
|  | Star Petroleum <br> Refining PCL<br>| 474800 | 70482 |
| \* | Stecon Group PCL | 267400 | 67811 |
| \* | STP & I PCL | 248700 | 27843 |
|  | Supalai PCL | 364000 | 192497 |
| \* | Super Energy Corp. <br> PCL<br>| 6177300 | 24835 |
|  | Susco PCL | 321100 | 23634 |
|  | SVI PCL | 98100 | 18810 |
|  | Syntec Construction <br> PCL<br>| 213300 | 11610 |
|  | TAC Consumer PCL | 87200 | 12944 |
| # | Taokaenoi Food & <br> Marketing PCL, <br> Class F<br>| 110400 | 16662 |
|  | Thai Coconut PCL | 54400 | 12029 |
|  | Thai Life Insurance <br> PCL<br>| 48700 | 15513 |
|  | Thai Nakarin Hospital <br> PCL<br>| 18000 | 18231 |
|  | Thai Oil PCL | 300865 | 332640 |
|  | Thai President Foods <br> PCL<br>| 7500 | 45230 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | Thai Stanley Electric <br> PCL (STANLY/F TB), <br> Class F<br>| 4600 | $27527 |
|  | Thai Union Group <br> PCL<br>| 459500 | 186159 |
|  | Thai Vegetable Oil <br> PCL<br>| 29410 | 22011 |
|  | Thai Wah PCL | 70400 | 5487 |
| \* | Thaicom PCL | 155500 | 45926 |
|  | Thaitheparos PCL | 13400 | 15748 |
|  | Thanachart Capital <br> PCL<br>| 61800 | 97473 |
| \* | Thonburi Healthcare <br> Group PCL<br>| 86660 | 21575 |
|  | Tipco Asphalt PCL <br> (TASCO/F TB)<br>| 156536 | 67291 |
|  | TIPCO Foods PCL | 79100 | 19081 |
|  | TKS Technologies <br> PCL<br>| 86680 | 15012 |
|  | TMBThanachart Bank <br> PCL<br>| 1694940 | 96974 |
|  | TOA Paint Thailand <br> PCL<br>| 169100 | 67462 |
|  | TTW PCL | 174740 | 48907 |
|  | Union Auction PCL | 46200 | 8144 |
|  | Unique Engineering & <br> Construction PCL<br>| 257300 | 22917 |
|  | United Paper PCL | 55100 | 13121 |
|  | Vanachai Group PCL | 99600 | 6160 |
|  | VGI PCL | 771680 | 29831 |
|  | WHA Corp. PCL | 1434100 | 144585 |
| # | WHA Utilities & Power <br> PCL<br>| 263200 | 33210 |
| \* | Xspring Capital PCL | 1587200 | 23561 |
| TOTAL THAILAND | TOTAL THAILAND |  | 11917313 |
| TURKEY — (0.6%) | TURKEY — (0.6%) | TURKEY — (0.6%) | TURKEY — (0.6%) |
| \* | Adese Alisveris <br> Merkezleri Ticaret <br> AS<br>| 1611515 | 139687 |
|  | Agesa Hayat ve <br> Emeklilik AS<br>| 9841 | 49107 |
|  | Akbank TAS | 296476 | 428077 |
| \* | Aksigorta AS | 147479 | 24501 |
|  | Albaraka Turk Katilim <br> Bankasi AS<br>| 145198 | 28362 |
| \* | Alkim Alkali Kimya AS | 77919 | 35923 |
|  | Anadolu Anonim Turk <br> Sigorta Sirketi<br>| 319200 | 175876 |
| # | Anadolu Efes Biracilik <br> Ve Malt Sanayii AS<br>| 280710 | 96904 |
|  | Anadolu Hayat <br> Emeklilik AS<br>| 16478 | 40418 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
|  | Anadolu Isuzu <br> Otomotiv Sanayi Ve <br> Ticaret AS, Class C<br>| 12678 | $17310 |
| #\* | Arcelik AS | 11491 | 30188 |
| \* | ARD Grup Bilisim <br> Teknolojileri AS<br>| 25944 | 17926 |
|  | Aselsan Elektronik <br> Sanayi Ve Ticaret <br> AS<br>| 81650 | 394740 |
|  | Astor Transformator <br> Enerji Turizm Insaat <br> Ve Petrol Sanayi <br> Ticaret AS<br>| 21293 | 49697 |
| \* | Aydem Yenilenebilir <br> Enerji AS<br>| 56344 | 25437 |
|  | Aygaz AS | 16157 | 75839 |
| \* | Besler Gida Ve Kimya <br> Sanayi Ve Ticaret <br> AS<br>| 62255 | 20765 |
|  | BIM Birlesik Magazalar <br> AS<br>| 31961 | 409293 |
| #\* | Borusan Birlesik Boru <br> Fabrikalari Sanayi ve <br> Ticaret AS<br>| 5869 | 67154 |
|  | Borusan Yatirim ve <br> Pazarlama AS<br>| 701 | 40756 |
|  | Brisa Bridgestone <br> Sabanci Sanayi ve <br> Ticaret AS<br>| 5162 | 10849 |
|  | Celebi Hava Servisi <br> AS<br>| 558 | 20668 |
|  | Coca-Cola Icecek AS | 82181 | 100460 |
|  | Dogus Otomotiv Servis <br> ve Ticaret AS<br>| 43112 | 184815 |
|  | EGE Endustri VE <br> Ticaret AS<br>| 112 | 21765 |
| Ω | Enerjisa Enerji AS | 30234 | 59271 |
|  | Enka Insaat ve Sanayi <br> AS<br>| 38495 | 71015 |
| \* | Erbosan Erciyas Boru <br> Sanayii ve Ticaret <br> AS<br>| 2046 | 9460 |
|  | Escar Turizm <br> Tasimacilik Ticaret <br> AS<br>| 23987 | 11889 |
| # | Ford Otomotiv Sanayi <br> AS<br>| 46053 | 108584 |
|  | GEN Ilac VE Saglik <br> Urunleri Sanayi VE <br> Ticaret AS<br>| 16593 | 75463 |
| \* | GSD Holding AS | 354746 | 40933 |
| #\* | Gubre Fabrikalari TAS | 5801 | 43629 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
| \* | Hitit Bilgisayar <br> Hizmetleri AS<br>| 13959 | $15909 |
| \* | Ihlas Holding AS | 242643 | 18377 |
| \* | Indeks Bilgisayar <br> Sistemleri <br> Muhendislik Sanayi <br> ve Ticaret AS<br>| 250581 | 49843 |
| \* | Info Yatirim AS | 48126 | 6020 |
| \* | Is Finansal Kiralama <br> AS<br>| 88983 | 40725 |
|  | Is Yatirim Menkul <br> Degerler AS<br>| 180616 | 188704 |
|  | Jantsa Jant Sanayi Ve <br> Ticaret AS<br>| 35252 | 17808 |
| \* | Katmerciler Arac Ustu <br> Ekipman Sanayi ve <br> Ticaret AS<br>| 579328 | 43063 |
|  | Kervan Gida Sanayi Ve <br> Ticaret AS<br>| 203913 | 12461 |
|  | Kiler Holding AS | 21004 | 67930 |
|  | Kocaer Celik Sanayi <br> Ve Ticaret AS<br>| 80488 | 26394 |
| \* | Koza Anadolu Metal <br> Madencilik <br> Isletmeleri AS<br>| 14392 | 30926 |
|  | LDR Turizm AS | 64812 | 98257 |
|  | Logo Yazilim Sanayi <br> Ve Ticaret AS<br>| 21494 | 85440 |
|  | Lokman Hekim <br> Engurusag Saglik <br> Turizm Egitim <br> Hizmetleri ve Insaat <br> Taahhut AS<br>| 21222 | 8478 |
| \* | Margun Enerji Uretim <br> Sanayi VE Ticaret <br> AS<br>| 180575 | 127040 |
| #Ω | Mavi Giyim Sanayi Ve <br> Ticaret AS, Class B<br>| 129079 | 123602 |
| #\* | MIA Teknoloji AS | 41307 | 36568 |
| # | Migros Ticaret AS | 5530 | 59564 |
| \*Ω | MLP Saglik Hizmetleri <br> AS<br>| 20015 | 159940 |
| \* | NET Holding AS | 18659 | 22087 |
| \* | Orge Enerji Elektrik <br> Taahhut AS<br>| 8955 | 14705 |
| \* | Otokar Otomotiv Ve <br> Savunma Sanayi <br> AS<br>| 3418 | 37310 |
| \* | Oyak Yatirim Menkul <br> Degerler AS<br>| 14467 | 18656 |
|  | Panelsan Cati Cephe <br> Sistemleri Sanayi VE <br> Ticaret AS<br>| 8244 | 8179 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
| \* | Peker Gayrimenkul <br> Yatirim Ortakligi AS<br>| 144073 | $41097 |
|  | Penta Teknoloji <br> Urunleri Dagitim <br> Ticaret AS<br>| 22558 | 8253 |
| #\* | Petkim Petrokimya <br> Holding AS<br>| 158133 | 64486 |
| \* | Politeknik Metal Sanayi <br> ve Ticaret AS<br>| 17 | 3468 |
|  | Sarkuysan Elektrolitik <br> Bakir Sanayi ve <br> Ticaret AS<br>| 74191 | 26983 |
| \* | Sasa Polyester Sanayi <br> AS<br>| 436283 | 31833 |
|  | Sekerbank Turk AS | 266815 | 50764 |
|  | Selcuk Ecza Deposu <br> Ticaret ve Sanayi <br> AS<br>| 45114 | 83431 |
|  | Sok Marketler Ticaret <br> AS<br>| 49406 | 51927 |
| \* | TAV Havalimanlari <br> Holding AS<br>| 26955 | 169419 |
| \* | Tekfen Holding AS | 6534 | 13077 |
| # | Tofas Turk Otomobil <br> Fabrikasi AS<br>| 26012 | 163113 |
| \* | Tukas Gida Sanayi ve <br> Ticaret AS<br>| 548496 | 37299 |
| \* | Tumosan Motor ve <br> Traktor Sanayi AS<br>| 7242 | 18856 |
| #\* | Turk Altin Isletmeleri <br> AS<br>| 66468 | 42392 |
|  | Turk Traktor ve Ziraat <br> Makineleri AS<br>| 6206 | 80723 |
|  | Turkcell Iletisim <br> Hizmetleri AS<br>| 153339 | 363053 |
| # | Turkiye Garanti <br> Bankasi AS<br>| 88092 | 281358 |
|  | Turkiye Is Bankasi AS, <br> Class C<br>| 763155 | 229064 |
|  | Turkiye Petrol <br> Rafinerileri AS<br>| 100965 | 473934 |
|  | Turkiye Sigorta AS | 259056 | 76049 |
| \* | Turkiye Sinai Kalkinma <br> Bankasi AS<br>| 640671 | 196020 |
| #\* | Turkiye Vakiflar <br> Bankasi TAO, <br> Class D<br>| 539369 | 312991 |
| # | Ulker Biskuvi Sanayi <br> AS<br>| 40157 | 103033 |
| \* | Usak Seramik Sanayii <br> AS<br>| 280035 | 23124 |
| \* | Vakif Finansal <br> Kiralama AS<br>| 814877 | 38046 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
|  | Vestel Beyaz Esya <br> Sanayi ve Ticaret <br> AS<br>| 92986 | $19443 |
| #\* | Vestel Elektronik <br> Sanayi ve Ticaret <br> AS<br>| 21425 | 16964 |
| \* | Yapi ve Kredi Bankasi <br> AS<br>| 510597 | 407327 |
| \* | Yatas Yatak ve Yorgan <br> Sanayi ve Ticaret <br> AS<br>| 23522 | 20970 |
| \* | YEO Teknoloji Enerji <br> VE Endustri AS<br>| 24908 | 20312 |
| \* | Zorlu Enerji Elektrik <br> Uretim AS<br>| 191669 | 15255 |
| TOTAL TURKEY | TOTAL TURKEY |  | 7728811 |
| UNITED ARAB EMIRATES — (1.7%) | UNITED ARAB EMIRATES — (1.7%) | UNITED ARAB EMIRATES — (1.7%) | UNITED ARAB EMIRATES — (1.7%) |
|  | Abu Dhabi Commercial <br> Bank PJSC<br>| 456195 | 1789789 |
|  | Abu Dhabi Islamic <br> Bank PJSC<br>| 256717 | 1475128 |
|  | Abu Dhabi National Oil <br> Co. for Distribution <br> PJSC<br>| 828189 | 809406 |
| \* | Abu Dhabi Ports Co. <br> PJSC<br>| 161821 | 202033 |
|  | Abu Dhabi Ship <br> Building Co. PJSC<br>| 25197 | 49354 |
|  | ADNOC Drilling Co. <br> PJSC<br>| 489986 | 744410 |
|  | Agility Global PLC | 757917 | 224849 |
|  | Agthia Group PJSC | 84403 | 88892 |
|  | Ajman Bank PJSC | 223593 | 88881 |
| \* | AL Seer Marine <br> Supplies & <br> Equipment Co. LLC<br>| 42858 | 34667 |
|  | Aldar Properties PJSC | 145167 | 355676 |
|  | Alpha Dhabi Holding <br> PJSC<br>| 60790 | 165701 |
|  | Amanat Holdings <br> PJSC<br>| 179192 | 56084 |
| \* | Amlak Finance PJSC | 281015 | 132384 |
| \* | Bank of Sharjah | 153119 | 53805 |
|  | Burjeel Holdings PLC | 203403 | 77560 |
|  | Deyaar Development <br> PJSC<br>| 434668 | 122067 |
|  | Dubai Financial Market <br> PJSC<br>| 325880 | 136764 |
|  | Dubai Investments <br> PJSC<br>| 493562 | 446316 |
|  | Dubai Islamic Bank <br> PJSC<br>| 909759 | 2353379 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |
|  | Emaar Development <br> PJSC<br>| 227825 | $925439 |
|  | Emaar Properties <br> PJSC<br>| 434020 | 1679503 |
|  | Emirates Driving Co. | 73716 | 63617 |
|  | Emirates Integrated <br> Telecommunications <br> Co. PJSC<br>| 279489 | 718718 |
|  | Emirates NBD Bank <br> PJSC<br>| 354130 | 2709760 |
| \* | Emirates Reem <br> Investments PJSC<br>| 13190 | 10263 |
|  | First Abu Dhabi Bank <br> PJSC<br>| 328767 | 1560659 |
| \* | Ghitha Holding PJSC | 6712 | 42863 |
| \* | Gulf Pharmaceutical <br> Industries PSC<br>| 97181 | 32497 |
| \* | International Holding <br> Co. PJSC<br>| 5838 | 635839 |
| \* | Manazel PJSC | 301353 | 24603 |
| \* | Modon Holding PSC | 529941 | 526520 |
| \* | Multiply Group PJSC | 1201780 | 976478 |
| \* | National Corp. for <br> Tourism & Hotels<br>| 8298 | 4155 |
|  | NMDC Group PJSC | 1732 | 11276 |
|  | Palms Sports PrJSC | 10321 | 23586 |
| \* | Presight AI Holding <br> PLC<br>| 104572 | 102734 |
| \* | RAK Properties PJSC | 340523 | 130830 |
|  | Ras Al Khaimah <br> Ceramics PJSC<br>| 101309 | 70892 |
|  | Salik Co. PJSC | 501572 | 816527 |
|  | Sharjah Islamic Bank | 140689 | 113001 |
| \* | Shuaa Capital PSC | 329812 | 19104 |
|  | Taaleem Holdings <br> PJSC<br>| 5617 | 6631 |
| \* | Union Properties <br> PJSC<br>| 564802 | 123835 |
| TOTAL UNITED ARAB <br> EMIRATES | TOTAL UNITED ARAB <br> EMIRATES |  | 20736475 |
| TOTAL COMMON <br> STOCKS | TOTAL COMMON <br> STOCKS |  | 1206681619 |
| PREFERRED STOCKS — (0.8%) | PREFERRED STOCKS — (0.8%) | PREFERRED STOCKS — (0.8%) | PREFERRED STOCKS — (0.8%) |
| BRAZIL — (0.8%) | BRAZIL — (0.8%) | BRAZIL — (0.8%) | BRAZIL — (0.8%) |
|  | Alpargatas SA, <br> 1.006%<br>| 26757 | 52619 |
|  | Banco ABC Brasil SA, <br> 8.457%<br>| 40892 | 174895 |
| Ω | Banco BMG SA, <br> 7.859%<br>| 29400 | 22023 |
| \* | Banco BMG SA | 1207 | 875 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | Banco Bradesco SA, <br> 7.400%<br>| 603826 | $2038212 |
|  | Banco do Estado do <br> Rio Grande do Sul <br> SA, 9.033%<br>| 67233 | 171708 |
|  | Banco Pan SA, <br> 2.333%<br>| 105600 | 203154 |
|  | Banco Pine SA, <br> 6.844%<br>| 14255 | 24880 |
|  | Centrais Eletricas <br> Brasileiras SA, <br> 6.512%<br>| 13100 | 144613 |
|  | Centrais Eletricas de <br> Santa Catarina SA, <br> 9.478%<br>| 3500 | 67977 |
|  | Cia de Ferro Ligas da <br> Bahia FERBASA, <br> 6.359%<br>| 26800 | 39105 |
|  | Cia De Sanena Do <br> Parana, 6.586%<br>| 115531 | 146670 |
|  | Cia Energetica de <br> Minas Gerais, <br> 12.908%<br>| 516519 | 1088732 |
|  | Cia Paranaense de <br> Energia - Copel <br> Class B, 4.654%<br>| 401309 | 1038341 |
|  | Energisa SA, 6.170% | 226 | 395 |
|  | Eucatex SA Industria e <br> Comercio, 4.404%<br>| 23800 | 73878 |
|  | Gerdau SA, 3.379% | 60179 | 211859 |
|  | Isa Energia Brasil SA, <br> 10.298%<br>| 59200 | 276306 |
|  | Itau Unibanco Holding <br> SA, 6.653%<br>| 441588 | 3237241 |
|  | Marcopolo SA, <br> 7.858%<br>| 226265 | 331830 |
| \* | Raizen SA | 430247 | 75974 |
|  | Randoncorp SA, <br> 4.234%<br>| 56600 | 63649 |
|  | Schulz SA, 6.913% | 35856 | 32457 |
|  | Track & Field Co. SA, <br> 1.451%<br>| 15700 | 52849 |
|  | Unipar Carbocloro SA, <br> 10.425%<br>| 5199 | 68612 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | 9638854 |
| CHILE — (0.0%) | CHILE — (0.0%) | CHILE — (0.0%) | CHILE — (0.0%) |
|  | Embotelladora Andina <br> SA, 4.564%<br>| 41683 | 187493 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHILE — (Continued) | CHILE — (Continued) | CHILE — (Continued) | CHILE — (Continued) |
| \* | Sociedad Quimica y <br> Minera de Chile SA <br> Class B<br>| 4213 | $204980 |
| TOTAL CHILE | TOTAL CHILE |  | 392473 |
| COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) |
|  | Grupo Aval Acciones y <br> Valores SA, 3.140%<br>| 168421 | 33949 |
|  | Grupo de Inversiones <br> Suramericana SA, <br> 3.606%<br>| 25051 | 265804 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | 299753 |
| INDIA — (0.0%) | INDIA — (0.0%) | INDIA — (0.0%) | INDIA — (0.0%) |
|  | TVS Motor Co. Ltd., <br> 6.000%<br>| 208948 | 23538 |
| TOTAL PREFERRED <br> STOCKS | TOTAL PREFERRED <br> STOCKS |  | 10354618 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) |
| \* | Banco Pine SA Rights <br> 11/17/2025<br>| 360 | 72 |
| \* | Oncoclinicas do Brasil <br> Servicos Medicos <br> SA Rights <br> 11/07/2025<br>| 13195 | 74 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | 146 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (0.0%) | TAIWAN — (0.0%) | TAIWAN — (0.0%) | TAIWAN — (0.0%) |
| \* | GlycoNex, Inc. | 254 | $12 |
| \* | National Aerospace <br> Fasteners Corp. <br> Rights 11/17/2025<br>| 643 | 262 |
| \* | Yeong Guan Energy <br> Technology Group <br> Co. Ltd. Rights <br> 11/10/2025<br>| 1216 | 75 |
| TOTAL TAIWAN | TOTAL TAIWAN |  | 349 |
| TOTAL <br> RIGHTS/WARRANTS | TOTAL <br> RIGHTS/WARRANTS |  | 495 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $790,967,929) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $790,967,929) |  | 1217036732 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (1.2%) | SECURITIES LENDING COLLATERAL — (1.2%) | SECURITIES LENDING COLLATERAL — (1.2%) | SECURITIES LENDING COLLATERAL — (1.2%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 1286958 | 14886248 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $805,854,177) | (Cost $805,854,177) |  | $1231922980 |

---

As of October 31, 2025, the value of Rule 144A securities amounted to $64,452,988 or 5.3% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| Brazil | &nbsp;&nbsp; $37530766 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $37530766 |
| Chile | &nbsp;&nbsp; 1450629 | &nbsp;&nbsp; $5708395 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7159024 |
| China | &nbsp;&nbsp; 27161882 | &nbsp;&nbsp; 336384731 | &nbsp;&nbsp; $27830 | &nbsp;&nbsp; 363574443 |
| Colombia | &nbsp;&nbsp; 1468408 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1468408 |
| Czech Republic | &nbsp;&nbsp; — | &nbsp;&nbsp; 764736 | &nbsp;&nbsp; — | &nbsp;&nbsp; 764736 |
| Egypt | &nbsp;&nbsp; — | &nbsp;&nbsp; 196039 | &nbsp;&nbsp; — | &nbsp;&nbsp; 196039 |
| Greece | &nbsp;&nbsp; — | &nbsp;&nbsp; 5676448 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5676448 |
| Hong Kong | &nbsp;&nbsp; — | &nbsp;&nbsp; 14364 | &nbsp;&nbsp; — | &nbsp;&nbsp; 14364 |
| Hungary | &nbsp;&nbsp; — | &nbsp;&nbsp; 3242381 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3242381 |

---

------

**Emerging Markets 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** |
| India | &nbsp;&nbsp; $9846964 | &nbsp;&nbsp; $176361129 | &nbsp;&nbsp; — | &nbsp;&nbsp; $186208093 |
| Indonesia | &nbsp;&nbsp; — | &nbsp;&nbsp; 4908915 | &nbsp;&nbsp; $15251 | &nbsp;&nbsp; 4924166 |
| Kuwait | &nbsp;&nbsp; — | &nbsp;&nbsp; 8397699 | &nbsp;&nbsp; 30563 | &nbsp;&nbsp; 8428262 |
| Malaysia | &nbsp;&nbsp; — | &nbsp;&nbsp; 10870776 | &nbsp;&nbsp; 25 | &nbsp;&nbsp; 10870801 |
| Mexico | &nbsp;&nbsp; 22954819 | &nbsp;&nbsp; 112577 | &nbsp;&nbsp; — | &nbsp;&nbsp; 23067396 |
| Peru | &nbsp;&nbsp; 1474649 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1474649 |
| Philippines | &nbsp;&nbsp; — | &nbsp;&nbsp; 3025264 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3025264 |
| Poland | &nbsp;&nbsp; — | &nbsp;&nbsp; 14366106 | &nbsp;&nbsp; — | &nbsp;&nbsp; 14366106 |
| Qatar | &nbsp;&nbsp; — | &nbsp;&nbsp; 7969311 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7969311 |
| Saudi Arabia | &nbsp;&nbsp; 32317 | &nbsp;&nbsp; 32879819 | &nbsp;&nbsp; — | &nbsp;&nbsp; 32912136 |
| South Africa | &nbsp;&nbsp; 5232675 | &nbsp;&nbsp; 25789619 | &nbsp;&nbsp; — | &nbsp;&nbsp; 31022294 |
| South Korea | &nbsp;&nbsp; 8272720 | &nbsp;&nbsp; 153215914 | &nbsp;&nbsp; 41068 | &nbsp;&nbsp; 161529702 |
| Taiwan | &nbsp;&nbsp; 25222174 | &nbsp;&nbsp; 235649867 | &nbsp;&nbsp; 2190 | &nbsp;&nbsp; 260874231 |
| Thailand | &nbsp;&nbsp; 41250 | &nbsp;&nbsp; 11876063 | &nbsp;&nbsp; — | &nbsp;&nbsp; 11917313 |
| Turkey | &nbsp;&nbsp; — | &nbsp;&nbsp; 7728811 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7728811 |
| United Arab Emirates | &nbsp;&nbsp; — | &nbsp;&nbsp; 20736475 | &nbsp;&nbsp; — | &nbsp;&nbsp; 20736475 |
| Preferred Stocks |  |  |  |  |
| Brazil | &nbsp;&nbsp; 9638854 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 9638854 |
| Chile | &nbsp;&nbsp; — | &nbsp;&nbsp; 392473 | &nbsp;&nbsp; — | &nbsp;&nbsp; 392473 |
| Colombia | &nbsp;&nbsp; 299753 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 299753 |
| India | &nbsp;&nbsp; — | &nbsp;&nbsp; 23538 | &nbsp;&nbsp; — | &nbsp;&nbsp; 23538 |
| Rights/Warrants |  |  |  |  |
| Brazil | &nbsp;&nbsp; — | &nbsp;&nbsp; 146 | &nbsp;&nbsp; — | &nbsp;&nbsp; 146 |
| Taiwan | &nbsp;&nbsp; — | &nbsp;&nbsp; 349 | &nbsp;&nbsp; — | &nbsp;&nbsp; 349 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 14886248 | &nbsp;&nbsp; — | &nbsp;&nbsp; 14886248 |
| Total Investments in Securities | &nbsp;&nbsp; $150627860 | &nbsp;&nbsp; $1081178193 | &nbsp;&nbsp; $116,927˂˃ | &nbsp;&nbsp; $1231922980 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| ˂˃ | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning <br> and/or end of the reporting period in relation to net assets.<br>|

---

See accompanying Notes to Financial Statements.

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (97.3%) | COMMON STOCKS — (97.3%) | COMMON STOCKS — (97.3%) | COMMON STOCKS — (97.3%) |
| AUSTRALIA — (3.9%) | AUSTRALIA — (3.9%) | AUSTRALIA — (3.9%) | AUSTRALIA — (3.9%) |
|  | AMP Ltd. | 106142 | $123836 |
|  | Ansell Ltd. | 7902 | 188780 |
|  | AUB Group Ltd. | 1525 | 36837 |
|  | Aurizon Holdings Ltd. | 98338 | 220621 |
| \* | Austal Ltd. | 2856 | 12664 |
|  | Bank of Queensland <br> Ltd.<br>| 31808 | 142719 |
|  | Bega Cheese Ltd. | 8949 | 31060 |
|  | Bendigo & Adelaide <br> Bank Ltd.<br>| 27016 | 223475 |
|  | Challenger Ltd. | 25514 | 155302 |
|  | Champion Iron Ltd. | 23896 | 86420 |
|  | Cleanaway Waste <br> Management Ltd.<br>| 23039 | 38407 |
|  | Downer EDI Ltd. | 26069 | 131675 |
|  | Endeavour Group Ltd. | 67083 | 160493 |
|  | Flight Centre Travel <br> Group Ltd.<br>| 3658 | 29427 |
|  | GrainCorp Ltd., <br> Class A<br>| 7404 | 42825 |
|  | Harvey Norman <br> Holdings Ltd.<br>| 22485 | 106266 |
| \* | IGO Ltd. | 39661 | 139068 |
| \* | Judo Capital Holdings <br> Ltd.<br>| 26930 | 29726 |
|  | Lendlease Corp. Ltd. | 37337 | 135398 |
| \* | Mineral Resources <br> Ltd.<br>| 10039 | 317057 |
|  | Nine Entertainment Co. <br> Holdings Ltd.<br>| 81313 | 61695 |
|  | Orora Ltd. | 75193 | 98910 |
|  | Perenti Ltd. | 11979 | 21217 |
|  | Perpetual Ltd. | 5362 | 67256 |
|  | Perseus Mining Ltd. | 71368 | 226520 |
| \* | PEXA Group Ltd. | 7350 | 72774 |
| #\* | Pilbara Minerals Ltd. | 159440 | 343080 |
|  | Ramelius Resources <br> Ltd.<br>| 11517 | 24916 |
| # | Ramsay Health Care <br> Ltd.<br>| 10720 | 224906 |
|  | Reliance Worldwide <br> Corp. Ltd.<br>| 42032 | 113971 |
| \* | Sandfire Resources <br> Ltd.<br>| 25570 | 270825 |
|  | Sims Ltd. (SGM AU) | 8786 | 91654 |
|  | Sonic Healthcare Ltd. | 4738 | 65577 |
|  | Tabcorp Holdings Ltd. | 96333 | 66941 |
|  | TPG Telecom Ltd. | 23947 | 86624 |
| # | Treasury Wine Estates <br> Ltd.<br>| 14926 | 58464 |
| \* | Vault Minerals Ltd. | 11081 | 5268 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| Ω | Viva Energy Group <br> Ltd.<br>| 68081 | $81720 |
| \* | West African <br> Resources Ltd.<br>| 16688 | 13783 |
|  | Westgold Resources <br> Ltd.<br>| 20406 | 70723 |
|  | Worley Ltd. | 27700 | 258690 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | 4677570 |
| AUSTRIA — (0.3%) | AUSTRIA — (0.3%) | AUSTRIA — (0.3%) | AUSTRIA — (0.3%) |
|  | EVN AG | 1010 | 29474 |
|  | Telekom Austria AG | 3405 | 36212 |
|  | UNIQA Insurance <br> Group AG<br>| 5202 | 76425 |
|  | Vienna Insurance <br> Group AG Wiener <br> Versicherung <br> Gruppe<br>| 1553 | 79656 |
|  | Wienerberger AG | 3617 | 107369 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | 329136 |
| BELGIUM — (0.7%) | BELGIUM — (0.7%) | BELGIUM — (0.7%) | BELGIUM — (0.7%) |
|  | Ackermans & van <br> Haaren NV<br>| 748 | 186288 |
|  | Ageas SA | 2681 | 177428 |
|  | Azelis Group NV | 6541 | 77345 |
|  | Colruyt Group NV | 1258 | 46981 |
|  | Syensqo SA | 3641 | 300551 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | 788593 |
| BRAZIL — (0.9%) | BRAZIL — (0.9%) | BRAZIL — (0.9%) | BRAZIL — (0.9%) |
|  | Cia Siderurgica <br> Nacional SA <br> (CSNA3 BZ)<br>| 26900 | 47200 |
| \* | Cosan SA | 48800 | 55785 |
|  | Cyrela Brazil Realty <br> SA <br> Empreendimentos e <br> Participacoes<br>| 10600 | 60034 |
|  | Fleury SA | 16700 | 45165 |
|  | Gerdau SA, Sponsored <br> ADR<br>| 11837 | 41311 |
|  | Grupo Mateus SA | 20700 | 24779 |
| \*Ω | Hapvida Participacoes <br> e Investimentos SA<br>| 18013 | 104731 |
|  | Hypera SA | 14500 | 69644 |
|  | Lojas Renner SA | 25600 | 70615 |
|  | M Dias Branco SA | 6200 | 33789 |
| \* | Natura Cosmeticos SA | 47800 | 80052 |
| \* | PRIO SA | 11300 | 75677 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | Ultrapar Participacoes <br> SA (UGPA3 BZ)<br>| 34000 | $135306 |
|  | Vibra Energia SA | 44300 | 195976 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | 1040064 |
| CANADA — (7.5%) | CANADA — (7.5%) | CANADA — (7.5%) | CANADA — (7.5%) |
|  | AltaGas Ltd. | 17200 | 504883 |
| \* | ATS Corp. (ATS CN) | 4900 | 134784 |
|  | B2Gold Corp. (BTO <br> CN)<br>| 72900 | 319137 |
|  | Brookfield Wealth <br> Solutions Ltd.<br>| 223 | 10274 |
| \* | CAE, Inc. (CAE US) | 8001 | 224508 |
| # | Canadian Tire Corp. <br> Ltd., Class A<br>| 2900 | 332584 |
|  | Definity Financial <br> Corp.<br>| 4400 | 204699 |
|  | DPM Metals, Inc. | 7700 | 164700 |
|  | E-L Financial Corp. <br> Ltd.<br>| 7000 | 81152 |
| \* | Eldorado Gold Corp. <br> (EGO US)<br>| 1100 | 28204 |
| \* | Eldorado Gold Corp. <br> (ELD CN)<br>| 12100 | 310146 |
|  | Empire Co. Ltd., <br> Class A<br>| 7500 | 254804 |
|  | Endeavour Mining <br> PLC<br>| 9638 | 386125 |
|  | EQB, Inc. | 1239 | 79037 |
| \* | Equinox Gold Corp. <br> (EQX CN)<br>| 21500 | 236223 |
|  | Finning International, <br> Inc.<br>| 7900 | 427233 |
|  | First Majestic Silver <br> Corp. (FR CN)<br>| 4400 | 56249 |
|  | Hudbay Minerals, Inc. <br> (HBM CN)<br>| 23300 | 373451 |
|  | iA Financial Corp., Inc. | 3229 | 381158 |
| \* | IAMGOLD Corp. (IAG <br> US)<br>| 7300 | 84534 |
| \* | IAMGOLD Corp. (IMG <br> CN)<br>| 17700 | 204947 |
|  | IGM Financial, Inc. | 3900 | 150016 |
|  | Linamar Corp. | 2100 | 113718 |
|  | Magna International, <br> Inc. (MG CN)<br>| 15400 | 727535 |
|  | OceanaGold Corp. | 14400 | 322076 |
|  | Onex Corp. | 3500 | 304445 |
|  | Open Text Corp. <br> (OTEX CN)<br>| 14800 | 567814 |
| # | PrairieSky Royalty Ltd. | 12500 | 224413 |
|  | Premium Brands <br> Holdings Corp.<br>| 2500 | 172365 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Saputo, Inc. | 11613 | $280606 |
|  | South Bow Corp. | 12100 | 313855 |
| \* | SSR Mining, Inc. <br> (SSRM CN)<br>| 15946 | 360520 |
|  | Stella-Jones, Inc. | 3000 | 170283 |
|  | Strathcona Resources <br> Ltd.<br>| 200 | 5276 |
|  | TFI International, Inc. <br> (TFII CN)<br>| 900 | 80878 |
| \* | Torex Gold Resources, <br> Inc.<br>| 2300 | 95014 |
|  | West Fraser Timber <br> Co. Ltd. (WFG CN)<br>| 3300 | 201405 |
| TOTAL CANADA | TOTAL CANADA |  | 8889051 |
| CHILE — (0.1%) | CHILE — (0.1%) | CHILE — (0.1%) | CHILE — (0.1%) |
|  | Cia Sud Americana de <br> Vapores SA<br>| 576034 | 28633 |
|  | Empresas CMPC SA | 21015 | 30349 |
|  | Sociedad Matriz SAAM <br> SA<br>| 738 | 98 |
| TOTAL CHILE | TOTAL CHILE |  | 59080 |
| CHINA — (9.9%) | CHINA — (9.9%) | CHINA — (9.9%) | CHINA — (9.9%) |
| Ω | 3SBio, Inc. | 55500 | 220815 |
|  | AAC Technologies <br> Holdings, Inc.<br>| 36000 | 185054 |
|  | Autohome, Inc., ADR | 2226 | 56095 |
|  | AviChina Industry & <br> Technology Co. Ltd., <br> Class H<br>| 115000 | 58580 |
| \* | Baidu, Inc. (9888 HK), <br> Class A<br>| 59900 | 906660 |
|  | Bank of Chongqing Co. <br> Ltd., Class H<br>| 22500 | 23221 |
| Ω | Bank of Qingdao Co. <br> Ltd., Class H<br>| 38000 | 21009 |
|  | Beibuwan Port Co. <br> Ltd., Class A<br>| 9100 | 11206 |
|  | Beijing Enterprises <br> Holdings Ltd.<br>| 23000 | 100921 |
|  | Beijing Enterprises <br> Water Group Ltd.<br>| 202000 | 64925 |
| Ω | BOC Aviation Ltd. | 9500 | 83274 |
|  | BYD Electronic <br> International Co. <br> Ltd.<br>| 19000 | 89198 |
|  | C&D International <br> Investment Group <br> Ltd.<br>| 34935 | 71755 |
| \*Ω | CALB Group Co. Ltd., <br> Class H<br>| 7600 | 32759 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | China Communications <br> Services Corp. Ltd., <br> Class H<br>| 122000 | $73116 |
| \* | China Eastern Airlines <br> Corp. Ltd., Class H<br>| 26000 | 13353 |
|  | China Energy <br> Engineering Corp. <br> Ltd. (3996 HK), <br> Class H<br>| 210000 | 31328 |
|  | China Everbright Bank <br> Co. Ltd., Class H<br>| 138000 | 56614 |
|  | China Galaxy <br> Securities Co. Ltd., <br> Class H<br>| 140000 | 201404 |
|  | China Gas Holdings <br> Ltd.<br>| 120000 | 123426 |
|  | China Gold <br> International <br> Resources Corp. <br> Ltd. (2099 HK)<br>| 11600 | 195262 |
|  | China International <br> Marine Containers <br> Group Co. Ltd., <br> Class H<br>| 31800 | 29067 |
| \*Ω | China Literature Ltd. | 20600 | 110976 |
|  | China Medical System <br> Holdings Ltd.<br>| 67000 | 115549 |
|  | China Merchants Port <br> Holdings Co. Ltd.<br>| 56000 | 108458 |
| Ω | China Merchants <br> Securities Co. Ltd., <br> Class H<br>| 18000 | 36139 |
|  | China Minsheng <br> Banking Corp. Ltd., <br> Class H<br>| 249000 | 127566 |
|  | China Nonferrous <br> Mining Corp. Ltd.<br>| 57000 | 105133 |
|  | China Oilfield Services <br> Ltd., Class H<br>| 94000 | 91768 |
|  | China Overseas Land <br> & Investment Ltd.<br>| 170000 | 285293 |
|  | China Railway Group <br> Ltd., Class H<br>| 195000 | 98919 |
| Ω | China Railway Signal <br> & Communication <br> Corp. Ltd., Class H<br>| 73000 | 32030 |
|  | China Reinsurance <br> Group Corp., <br> Class H<br>| 224000 | 45491 |
|  | China Resources Beer <br> Holdings Co. Ltd.<br>| 16000 | 54729 |
|  | China Resources Gas <br> Group Ltd.<br>| 42200 | 116043 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | China Resources Land <br> Ltd.<br>| 143500 | $518457 |
| #Ω | China Resources <br> Pharmaceutical <br> Group Ltd.<br>| 95500 | 61201 |
| \* | China Ruyi Holdings <br> Ltd.<br>| 132000 | 47052 |
|  | China State <br> Construction <br> International <br> Holdings Ltd.<br>| 96000 | 109206 |
|  | China Taiping <br> Insurance Holdings <br> Co. Ltd.<br>| 58800 | 133750 |
| Ω | China Tower Corp. <br> Ltd., Class H<br>| 187500 | 270871 |
| \* | China Vanke Co. Ltd., <br> Class H<br>| 81200 | 46003 |
|  | China Zheshang Bank <br> Co. Ltd., Class H<br>| 105000 | 34205 |
|  | Chongqing Rural <br> Commercial Bank <br> Co. Ltd., Class H<br>| 96000 | 78950 |
|  | CMOC Group Ltd., <br> Class H<br>| 177000 | 383198 |
|  | COFCO Sugar Holding <br> Co. Ltd., Class A<br>| 8300 | 18246 |
|  | COSCO SHIPPING <br> Development Co. <br> Ltd., Class H<br>| 146000 | 21779 |
|  | COSCO SHIPPING <br> Energy <br> Transportation Co. <br> Ltd., Class H<br>| 54000 | 76347 |
| # | COSCO SHIPPING <br> Holdings Co. Ltd., <br> Class H<br>| 123500 | 214178 |
|  | CRRC Corp. Ltd., <br> Class H<br>| 202000 | 153281 |
|  | CSPC Pharmaceutical <br> Group Ltd.<br>| 252000 | 248218 |
|  | Dongfang Electric <br> Corp. Ltd., Class H<br>| 14000 | 34160 |
| #\* | Dongfeng Motor Group <br> Co. Ltd., Class H<br>| 116000 | 140328 |
| Ω | Everbright Securities <br> Co. Ltd., Class H<br>| 11200 | 14064 |
|  | Far East Horizon Ltd. | 76000 | 68225 |
| \* | GDS Holdings Ltd. <br> (9698 HK), Class A<br>| 8400 | 37426 |
| #\* | Genscript Biotech <br> Corp.<br>| 62000 | 128690 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | GF Securities Co. Ltd., <br> Class H<br>| 41200 | $99466 |
|  | Goldwind Science & <br> Technology Co. Ltd., <br> Class H<br>| 32000 | 54315 |
|  | Grand Pharmaceutical <br> Group Ltd.<br>| 36000 | 38326 |
|  | Great Wall Motor Co. <br> Ltd., Class H<br>| 107000 | 206955 |
|  | Greentown China <br> Holdings Ltd.<br>| 10500 | 11238 |
|  | Guangshen Railway <br> Co. Ltd., Class H<br>| 60000 | 17609 |
|  | Guangzhou Automobile <br> Group Co. Ltd., <br> Class H<br>| 94000 | 39414 |
|  | Guangzhou <br> Baiyunshan <br> Pharmaceutical <br> Holdings Co. Ltd., <br> Class H<br>| 10000 | 24107 |
|  | Haier Smart Home Co. <br> Ltd. (6690 HK), <br> Class H<br>| 1800 | 5853 |
|  | Haitian International <br> Holdings Ltd.<br>| 32000 | 87441 |
|  | Hangzhou Oxygen <br> Plant Group Co. <br> Ltd., Class A<br>| 3800 | 14759 |
|  | Hengan International <br> Group Co. Ltd.<br>| 26500 | 92811 |
| Ω | Huatai Securities Co. <br> Ltd., Class H<br>| 53000 | 133247 |
| \*Ω | JD Logistics, Inc. | 90800 | 148022 |
|  | Jiangxi Copper Co. <br> Ltd., Class H<br>| 55000 | 229484 |
|  | Joincare <br> Pharmaceutical <br> Group Industry Co. <br> Ltd., Class A<br>| 7100 | 12137 |
|  | Kingboard Holdings <br> Ltd.<br>| 27500 | 98528 |
|  | Kingboard Laminates <br> Holdings Ltd.<br>| 48500 | 81199 |
|  | Kingsoft Corp. Ltd. | 25400 | 110722 |
|  | Kunlun Energy Co. <br> Ltd.<br>| 182000 | 167292 |
|  | Lenovo Group Ltd. | 118000 | 172144 |
|  | Li Ning Co. Ltd. | 107000 | 232641 |
|  | Livzon Pharmaceutical <br> Group, Inc., Class H<br>| 6400 | 25739 |
| Ω | Longfor Group <br> Holdings Ltd.<br>| 97516 | 120455 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Metallurgical Corp. of <br> China Ltd., Class H<br>| 93000 | $28340 |
|  | Minth Group Ltd. | 38000 | 168618 |
| \* | MMG Ltd. | 80000 | 70996 |
|  | New China Life <br> Insurance Co. Ltd., <br> Class H<br>| 36100 | 228138 |
|  | Onewo, Inc., Class H | 9600 | 27581 |
|  | Orient Overseas <br> International Ltd.<br>| 6500 | 112489 |
| Ω | Orient Securities Co. <br> Ltd., Class H<br>| 32800 | 30563 |
|  | Qfin Holdings, Inc., <br> ADR<br>| 858 | 20721 |
| Ω | Qingdao Port <br> International Co. <br> Ltd., Class H<br>| 34000 | 31081 |
|  | Shandong Weigao <br> Group Medical <br> Polymer Co. Ltd., <br> Class H<br>| 117600 | 82319 |
|  | Shanghai Fosun <br> Pharmaceutical <br> Group Co. Ltd., <br> Class H<br>| 20500 | 62793 |
|  | Shanghai <br> Pharmaceuticals <br> Holding Co. Ltd., <br> Class H<br>| 32800 | 49385 |
| \* | Shanxi Taigang <br> Stainless Steel Co. <br> Ltd., Class A<br>| 21400 | 12665 |
| Ω | Shenwan Hongyuan <br> Group Co. Ltd., <br> Class H<br>| 62400 | 27456 |
|  | Shenzhen MTC Co. <br> Ltd., Class A<br>| 17300 | 14958 |
|  | Sinopec Engineering <br> Group Co. Ltd., <br> Class H<br>| 59000 | 55578 |
|  | Sinopec Shanghai <br> Petrochemical Co. <br> Ltd., Class H<br>| 128000 | 21908 |
|  | Sinopharm Group Co. <br> Ltd., Class H<br>| 62000 | 154539 |
|  | Sinotrans Ltd., <br> Class H<br>| 76000 | 51658 |
|  | Sinotruk Hong Kong <br> Ltd.<br>| 28500 | 95214 |
|  | Sinotruk Jinan Truck <br> Co. Ltd., Class A<br>| 4600 | 11736 |
|  | TCL Electronics <br> Holdings Ltd.<br>| 38000 | 45118 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Tianma <br> Microelectronics Co. <br> Ltd., Class A<br>| 9600 | $13110 |
| #\* | Tianqi Lithium Corp., <br> Class H<br>| 5200 | 31965 |
| Ω | Topsports International <br> Holdings Ltd.<br>| 90000 | 35669 |
|  | TravelSky Technology <br> Ltd., Class H<br>| 48000 | 63168 |
|  | Tsingtao Brewery Co. <br> Ltd., Class H<br>| 6000 | 40551 |
|  | Uni-President China <br> Holdings Ltd.<br>| 31000 | 33562 |
|  | Vipshop Holdings Ltd., <br> ADR<br>| 14278 | 249722 |
|  | Wharf Holdings Ltd. | 44000 | 115758 |
|  | Xinyi Solar Holdings <br> Ltd.<br>| 137825 | 63509 |
| Ω | Yangtze Optical Fibre <br> & Cable Joint Stock <br> Co. Ltd., Class H<br>| 7500 | 34369 |
|  | Yum China Holdings, <br> Inc. (YUMC US)<br>| 4684 | 202630 |
|  | YUNDA Holding Group <br> Co. Ltd., Class A<br>| 11300 | 11571 |
| #\*Ω | ZhongAn Online P&C <br> Insurance Co. Ltd., <br> Class H<br>| 25900 | 55767 |
| # | Zhongsheng Group <br> Holdings Ltd.<br>| 13000 | 20522 |
|  | Zhuzhou CRRC Times <br> Electric Co. Ltd., <br> Class H<br>| 21300 | 108249 |
| #Ω | ZJLD Group, Inc. | 28000 | 31464 |
|  | ZMJ Group Co. Ltd., <br> Class H<br>| 9200 | 25397 |
|  | Zoomlion Heavy <br> Industry Science & <br> Technology Co. Ltd., <br> Class H<br>| 72800 | 70291 |
|  | ZTO Express Cayman, <br> Inc. (2057 HK)<br>| 8700 | 160504 |
| TOTAL CHINA | TOTAL CHINA |  | 11810507 |
| COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) |
|  | Grupo Argos SA | 810 | 3656 |
|  | Grupo de Inversiones <br> Suramericana SA<br>| 1121 | 13628 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | 17284 |
| DENMARK — (1.9%) | DENMARK — (1.9%) | DENMARK — (1.9%) | DENMARK — (1.9%) |
|  | Alm Brand AS | 43199 | 121575 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |
|  | FLSmidth & Co. AS | 616 | $47974 |
| \* | Genmab AS (GMAB <br> DC)<br>| 635 | 181120 |
|  | H Lundbeck AS <br> (HLUNB DC)<br>| 16538 | 120614 |
|  | ISS AS | 9265 | 292023 |
|  | Jyske Bank AS | 2293 | 269513 |
| \* | NKT AS | 2937 | 328770 |
|  | Ringkjoebing <br> Landbobank AS<br>| 1216 | 275005 |
|  | Rockwool AS, Class A | 628 | 21510 |
|  | Rockwool AS, Class B | 4844 | 165983 |
|  | Sydbank AS | 1195 | 102019 |
|  | Tryg AS | 11378 | 280456 |
|  | Vestas Wind Systems <br> AS<br>| 5369 | 109807 |
| TOTAL DENMARK | TOTAL DENMARK |  | 2316369 |
| FINLAND — (2.2%) | FINLAND — (2.2%) | FINLAND — (2.2%) | FINLAND — (2.2%) |
|  | Fortum OYJ | 11383 | 253840 |
|  | Huhtamaki OYJ | 4848 | 162926 |
|  | Kesko OYJ (KESKOA <br> FH), Class A<br>| 2665 | 56964 |
|  | Kesko OYJ (KESKOB <br> FH), Class B<br>| 7720 | 162850 |
|  | Konecranes OYJ | 1529 | 150924 |
|  | Mandatum OYJ | 19381 | 139006 |
|  | Neste OYJ | 21216 | 439610 |
|  | Stora Enso OYJ, <br> Class R<br>| 29169 | 339648 |
| # | UPM-Kymmene OYJ | 24148 | 647946 |
| # | Valmet OYJ | 7956 | 258878 |
| TOTAL FINLAND | TOTAL FINLAND |  | 2612592 |
| FRANCE — (3.5%) | FRANCE — (3.5%) | FRANCE — (3.5%) | FRANCE — (3.5%) |
| \* | Alstom SA | 19418 | 485597 |
| Ω | Amundi SA | 3108 | 230404 |
|  | Arkema SA | 2162 | 128342 |
| Ω | Ayvens SA | 11208 | 149529 |
|  | Bouygues SA | 1031 | 46537 |
|  | Carrefour SA | 33836 | 509602 |
|  | Cie Generale des <br> Etablissements <br> Michelin SCA<br>| 5869 | 187488 |
|  | Eiffage SA | 3104 | 381947 |
|  | Elis SA | 8349 | 232513 |
|  | Eurazeo SE | 2359 | 160808 |
|  | Ipsen SA | 1755 | 246632 |
|  | JCDecaux SE | 2653 | 48270 |
|  | Renault SA | 9161 | 355989 |
|  | Rexel SA | 11304 | 391966 |
|  | SCOR SE | 9708 | 293878 |
|  | Teleperformance SE | 2145 | 153171 |
| # | Tikehau Capital SCA | 1394 | 28956 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | Vallourec SACA | 9115 | $169945 |
|  | Vivendi SE | 3688 | 13284 |
| TOTAL FRANCE | TOTAL FRANCE |  | 4214858 |
| GERMANY — (3.4%) | GERMANY — (3.4%) | GERMANY — (3.4%) | GERMANY — (3.4%) |
| \* | Aumovio SE | 2525 | 108560 |
|  | Aurubis AG | 1343 | 175109 |
|  | Bechtle AG | 3722 | 157328 |
|  | Bilfinger SE | 206 | 22226 |
|  | Brenntag SE | 5568 | 309240 |
|  | Continental AG | 5050 | 385880 |
| Ω | DWS Group GmbH & <br> Co. KGaA<br>| 1646 | 105376 |
|  | Evonik Industries AG | 3659 | 61318 |
| \* | Fraport AG Frankfurt <br> Airport Services <br> Worldwide<br>| 1738 | 148972 |
|  | Freenet AG | 4183 | 130082 |
|  | Fresenius Medical <br> Care AG (FME GR)<br>| 8947 | 480340 |
|  | FUCHS SE | 1095 | 38842 |
|  | KION Group AG | 3082 | 218990 |
|  | Krones AG | 678 | 98478 |
|  | Qiagen NV | 9268 | 436245 |
|  | RTL Group SA | 1935 | 74712 |
|  | Schaeffler AG | 8096 | 65683 |
|  | Sixt SE | 691 | 60744 |
|  | Symrise AG | 2406 | 198974 |
|  | thyssenkrupp AG | 7276 | 76248 |
| \* | Tkms AG& Co. KGaA | 363 | 34205 |
| \* | TUI AG | 20769 | 176970 |
|  | United Internet AG | 3278 | 101198 |
| # | Wacker Chemie AG | 1071 | 84470 |
| \*Ω | Zalando SE | 8693 | 243600 |
| TOTAL GERMANY | TOTAL GERMANY |  | 3993790 |
| GREECE — (0.2%) | GREECE — (0.2%) | GREECE — (0.2%) | GREECE — (0.2%) |
|  | Aegean Airlines SA | 1617 | 24544 |
|  | GEK Terna SA | 907 | 24208 |
|  | Helleniq Energy <br> Holdings SA<br>| 4233 | 37232 |
| \* | LAMDA Development <br> SA<br>| 1473 | 12564 |
|  | Motor Oil Hellas <br> Corinth Refineries <br> SA<br>| 2801 | 83939 |
| TOTAL GREECE | TOTAL GREECE |  | 182487 |
| HONG KONG — (0.9%) | HONG KONG — (0.9%) | HONG KONG — (0.9%) | HONG KONG — (0.9%) |
|  | ASMPT Ltd. | 700 | 7368 |
|  | Bank of East Asia Ltd. | 51000 | 87812 |
|  | CTF Services Ltd. | 29000 | 31336 |
| #\*Ω | FIT Hon Teng Ltd. | 83000 | 62096 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | Hang Lung Group Ltd. | 43000 | $81824 |
|  | Hang Lung Properties <br> Ltd.<br>| 101492 | 113016 |
| # | Johnson Electric <br> Holdings Ltd.<br>| 25500 | 119654 |
|  | Kerry Properties Ltd. | 35000 | 88216 |
|  | Man Wah Holdings <br> Ltd.<br>| 72800 | 44443 |
|  | NagaCorp Ltd. | 58000 | 38891 |
| #\* | New World <br> Development Co. <br> Ltd.<br>| 6000 | 5554 |
|  | Shangri-La Asia Ltd. | 24000 | 14977 |
|  | Sino Land Co. Ltd. | 52000 | 64591 |
| \* | SJM Holdings Ltd. | 76000 | 27658 |
|  | Swire Pacific Ltd. (19 <br> HK), Class A<br>| 23000 | 189964 |
|  | Swire Pacific Ltd. (87 <br> HK), Class B<br>| 42500 | 62974 |
|  | Yue Yuen Industrial <br> Holdings Ltd.<br>| 48000 | 88031 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | 1128405 |
| HUNGARY — (0.0%) | HUNGARY — (0.0%) | HUNGARY — (0.0%) | HUNGARY — (0.0%) |
|  | Richter Gedeon Nyrt | 100 | 3080 |
| INDIA — (5.2%) | INDIA — (5.2%) | INDIA — (5.2%) | INDIA — (5.2%) |
|  | Aarti Industries Ltd. | 2471 | 10598 |
| \* | Aavas Financiers Ltd. | 1736 | 32245 |
| \* | Aditya Birla Capital <br> Ltd.<br>| 21789 | 79806 |
|  | Advent Hotels <br> International Pvt <br> Ltd.<br>| 283 | 997 |
|  | Aegis Logistics Ltd. | 3591 | 30175 |
|  | AIA Engineering Ltd. | 867 | 31871 |
|  | Alembic <br> Pharmaceuticals <br> Ltd.<br>| 1126 | 11400 |
|  | Amara Raja Energy & <br> Mobility Ltd.<br>| 5866 | 66389 |
|  | Anant Raj Ltd. | 3973 | 28802 |
|  | Angel One Ltd. | 1980 | 55649 |
|  | Apar Industries Ltd. | 912 | 89010 |
|  | Apollo Tyres Ltd. | 14540 | 82061 |
|  | Aptus Value Housing <br> Finance India Ltd.<br>| 9856 | 35368 |
|  | Ashok Leyland Ltd. | 147786 | 235131 |
|  | Atul Ltd. | 275 | 17879 |
| Ω | AU Small Finance <br> Bank Ltd.<br>| 4679 | 46133 |
|  | Aurobindo Pharma <br> Ltd.<br>| 13300 | 171374 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | AWL Agri Business <br> Ltd.<br>| 9509 | $29328 |
|  | Balkrishna Industries <br> Ltd.<br>| 1059 | 27238 |
|  | Balrampur Chini Mills <br> Ltd.<br>| 2697 | 13919 |
| Ω | Bandhan Bank Ltd. | 14710 | 25897 |
|  | Bank of India | 20649 | 32551 |
|  | Bank of Maharashtra | 45224 | 30098 |
|  | BASF India Ltd. | 496 | 24634 |
|  | BEML Ltd. | 1078 | 53240 |
|  | Bharat Forge Ltd. | 6052 | 89959 |
|  | Biocon Ltd. | 11759 | 49380 |
|  | Bombay Burmah <br> Trading Co.<br>| 889 | 19852 |
|  | Brigade Enterprises <br> Ltd.<br>| 6762 | 78877 |
|  | Caplin Point <br> Laboratories Ltd.<br>| 959 | 21897 |
|  | Carborundum <br> Universal Ltd.<br>| 4028 | 40970 |
|  | Ceat Ltd. | 1174 | 53247 |
|  | Cello World Ltd. | 2783 | 20538 |
|  | Chambal Fertilisers & <br> Chemicals Ltd.<br>| 2852 | 15445 |
|  | Cholamandalam <br> Financial Holdings <br> Ltd.<br>| 1994 | 42757 |
|  | CIE Automotive India <br> Ltd.<br>| 2408 | 11672 |
|  | City Union Bank Ltd. | 16073 | 40792 |
|  | Container Corp. of <br> India Ltd.<br>| 15480 | 95350 |
|  | Craftsman Automation <br> Ltd.<br>| 669 | 50224 |
| \* | CreditAccess Grameen <br> Ltd.<br>| 2476 | 39324 |
|  | Crompton Greaves <br> Consumer <br> Electricals Ltd.<br>| 8904 | 28349 |
|  | Cyient Ltd. | 4241 | 55649 |
|  | Deepak Fertilisers & <br> Petrochemicals <br> Corp. Ltd.<br>| 3216 | 53867 |
|  | Deepak Nitrite Ltd. | 1556 | 30195 |
| \* | Delhivery Ltd. | 26524 | 139358 |
|  | eClerx Services Ltd. | 903 | 48112 |
| \* | EID Parry India Ltd. | 1489 | 18035 |
|  | EIH Ltd. | 8960 | 39321 |
| \* | Embassy <br> Developments Ltd.<br>| 48089 | 50488 |
|  | Emcure <br> Pharmaceuticals <br> Ltd.<br>| 223 | 3314 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| Ω | Endurance <br> Technologies Ltd.<br>| 2039 | $65175 |
|  | Escorts Kubota Ltd. | 698 | 29711 |
|  | Exide Industries Ltd. | 9717 | 41814 |
|  | Federal Bank Ltd. | 40437 | 107709 |
|  | Fine Organic Industries <br> Ltd.<br>| 201 | 10027 |
|  | Finolex Cables Ltd. | 1948 | 17258 |
|  | Finolex Industries Ltd. | 5900 | 12453 |
|  | Firstsource Solutions <br> Ltd.<br>| 18012 | 71801 |
|  | G R Infraprojects Ltd. | 419 | 5494 |
| Ω | Gland Pharma Ltd. | 1931 | 41962 |
|  | Glenmark <br> Pharmaceuticals <br> Ltd.<br>| 1614 | 34369 |
|  | Granules India Ltd. | 4564 | 29106 |
|  | Great Eastern Shipping <br> Co. Ltd. <br>| 4078 | 50415 |
|  | Hero MotoCorp Ltd. <br> (HMCL IN)<br>| 6045 | 377739 |
|  | HFCL Ltd. | 40421 | 33412 |
|  | Himadri Speciality <br> Chemical Ltd.<br>| 2742 | 14825 |
| Ω | Home First Finance <br> Co. India Ltd.<br>| 3159 | 42523 |
|  | IDFC First Bank Ltd. | 79338 | 72989 |
|  | Indian Bank | 4972 | 48096 |
| \* | Indus Towers Ltd. | 7452 | 30576 |
| \* | IndusInd Bank Ltd. | 9139 | 81788 |
|  | Ipca Laboratories Ltd. | 1899 | 27162 |
| Ω | IRCON International <br> Ltd.<br>| 16739 | 31935 |
|  | Jindal Saw Ltd. | 11400 | 22536 |
|  | Jindal Stainless Ltd. | 8476 | 71952 |
|  | Jubilant Pharmova <br> Ltd.<br>| 3246 | 39838 |
|  | Kajaria Ceramics Ltd. | 5032 | 68075 |
|  | Kalpataru Projects <br> International Ltd.<br>| 5654 | 79937 |
|  | Kansai Nerolac Paints <br> Ltd.<br>| 4959 | 13911 |
|  | Karur Vysya Bank Ltd. <br>| 20800 | 57064 |
|  | KEC International Ltd. | 6379 | 58700 |
|  | Kirloskar Oil Engines <br> Ltd.<br>| 1764 | 19851 |
|  | LIC Housing Finance <br> Ltd.<br>| 13386 | 86274 |
|  | LT Foods Ltd. | 6230 | 29496 |
|  | Lupin Ltd. | 6078 | 134998 |
|  | Maharashtra Scooters <br> Ltd.<br>| 122 | 20740 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Mahindra & Mahindra <br> Financial Services <br> Ltd.<br>| 24598 | $87398 |
|  | Minda Corp. Ltd. | 4681 | 29716 |
|  | Motilal Oswal Financial <br> Services Ltd.<br>| 6566 | 72187 |
|  | Mphasis Ltd. | 5266 | 163422 |
|  | MRF Ltd. | 119 | 211689 |
|  | Natco Pharma Ltd. | 4106 | 37887 |
|  | PCBL Chemical Ltd. | 2506 | 10210 |
|  | Petronet LNG Ltd. | 23381 | 74022 |
| \* | Piramal Finance Ltd. | 4493 | 56899 |
|  | Piramal Pharma Ltd. | 15346 | 34681 |
| \* | Poonawalla Fincorp <br> Ltd.<br>| 5549 | 30088 |
|  | Prestige Estates <br> Projects Ltd.<br>| 6229 | 122849 |
|  | Railtel Corp. of India <br> Ltd.<br>| 2252 | 9322 |
|  | Ratnamani Metals & <br> Tubes Ltd.<br>| 525 | 14273 |
| Ω | RBL Bank Ltd. | 19916 | 73115 |
|  | Redington Ltd. | 29831 | 85409 |
| Ω | Sona Blw Precision <br> Forgings Ltd.<br>| 4480 | 23885 |
| \* | Star Health & Allied <br> Insurance Co. Ltd.<br>| 10408 | 58073 |
|  | Sun TV Network Ltd. | 1350 | 8532 |
|  | Sundram Fasteners <br> Ltd.<br>| 1500 | 15983 |
|  | Supreme Petrochem <br> Ltd.<br>| 662 | 5596 |
| Ω | Syngene International <br> Ltd.<br>| 4083 | 29986 |
|  | Techno Electric & <br> Engineering Co. <br> Ltd.<br>| 1043 | 15615 |
|  | Titagarh Rail System <br> Ltd.<br>| 1669 | 16640 |
|  | Trident Ltd. | 74110 | 23861 |
|  | TVS Holdings Ltd. | 226 | 38584 |
|  | UPL Ltd. | 13231 | 107008 |
|  | UTI Asset <br> Management Co. <br> Ltd.<br>| 1006 | 14148 |
|  | Vinati Organics Ltd. | 564 | 10490 |
|  | Welspun Corp. Ltd. | 4693 | 50926 |
|  | Whirlpool of India Ltd. | 3475 | 54296 |
| \* | Yes Bank Ltd. | 621533 | 159434 |
|  | Zensar Technologies <br> Ltd.<br>| 5720 | 51242 |
|  | Zydus Wellness Ltd. | 3788 | 20374 |
| TOTAL INDIA | TOTAL INDIA |  | 6198316 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (0.2%) | INDONESIA — (0.2%) | INDONESIA — (0.2%) | INDONESIA — (0.2%) |
|  | Bank OCBC Nisp Tbk. <br> PT<br>| 110100 | $9098 |
|  | Ciputra Development <br> Tbk. PT<br>| 507100 | 26938 |
|  | Elang Mahkota <br> Teknologi Tbk. PT<br>| 548000 | 38951 |
|  | Indah Kiat Pulp & <br> Paper Tbk. PT<br>| 23100 | 10331 |
|  | Indofood Sukses <br> Makmur Tbk. PT<br>| 118500 | 52734 |
|  | Mitra Adiperkasa Tbk. <br> PT<br>| 123400 | 9558 |
| \* | MNC Tourism <br> Indonesia Tbk. PT<br>| 1111900 | 9751 |
|  | Pakuwon Jati Tbk. PT | 805500 | 17800 |
|  | Sarana Menara <br> Nusantara Tbk. PT<br>| 344800 | 11285 |
|  | XLSMART Telecom <br> Sejahtera Tbk. PT<br>| 120600 | 18920 |
| TOTAL INDONESIA | TOTAL INDONESIA |  | 205366 |
| IRELAND — (1.2%) | IRELAND — (1.2%) | IRELAND — (1.2%) | IRELAND — (1.2%) |
|  | AIB Group PLC | 67667 | 623641 |
|  | Bank of Ireland Group <br> PLC<br>| 51835 | 848693 |
| TOTAL IRELAND | TOTAL IRELAND |  | 1472334 |
| ISRAEL — (1.0%) | ISRAEL — (1.0%) | ISRAEL — (1.0%) | ISRAEL — (1.0%) |
|  | Africa Israel <br> Residences Ltd.<br>| 382 | 33267 |
|  | Ashtrom Group Ltd. | 1507 | 34432 |
|  | Azorim-Investment <br> Development & <br> Construction Co. <br> Ltd.<br>| 3343 | 22391 |
|  | Carasso Motors Ltd. | 1408 | 16916 |
| \* | Cellcom Israel Ltd. <br> (CEL IT)<br>| 6309 | 65769 |
|  | Clal Insurance <br> Enterprises Holdings <br> Ltd.<br>| 3142 | 174712 |
|  | Delek Automotive <br> Systems Ltd.<br>| 2056 | 17296 |
|  | Delta Galil Ltd. | 610 | 34058 |
| \* | Doral Group <br> Renewable Energy <br> Resources Ltd.<br>| 5372 | 38485 |
| \* | Fattal Holdings 1998 <br> Ltd.<br>| 257 | 46647 |
|  | Formula Systems 1985 <br> Ltd. (FORTY IT)<br>| 286 | 41517 |
|  | Fox Wizel Ltd. | 291 | 33527 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
| \* | Gilat Satellite Networks <br> Ltd.<br>| 1578 | $22742 |
|  | IDI Insurance Co. Ltd. | 383 | 22709 |
|  | Inrom Construction <br> Industries Ltd.<br>| 4765 | 35502 |
|  | Isracard Ltd. | 3848 | 16417 |
|  | Israel Canada TR Ltd. | 9704 | 50552 |
|  | Isras Investment Co. <br> Ltd.<br>| 67 | 18772 |
|  | Kvutzat Acro Ltd. | 2100 | 30707 |
|  | Lapidoth Capital Ltd. | 1194 | 29961 |
|  | M Yochananof & Sons <br> Ltd.<br>| 156 | 13201 |
|  | Migdal Insurance & <br> Financial Holdings <br> Ltd.<br>| 21703 | 77881 |
|  | Mivtach Shamir <br> Holdings Ltd.<br>| 300 | 28387 |
|  | Neto Malinda Trading <br> Ltd.<br>| 676 | 29682 |
|  | Oil Refineries Ltd. | 178408 | 52086 |
| \* | OY Nofar Energy Ltd. | 924 | 29495 |
|  | Partner <br> Communications Co. <br> Ltd.<br>| 4846 | 48116 |
|  | Paz Retail & Energy <br> Ltd.<br>| 531 | 113440 |
|  | Summit Real Estate <br> Holdings Ltd.<br>| 1772 | 36284 |
| \* | Veridis Environment <br> Ltd.<br>| 2066 | 20556 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | 1235507 |
| ITALY — (4.1%) | ITALY — (4.1%) | ITALY — (4.1%) | ITALY — (4.1%) |
|  | A2A SpA | 79843 | 232632 |
|  | ACEA SpA | 2380 | 57725 |
|  | Azimut Holding SpA | 5063 | 198149 |
|  | Banca Monte dei <br> Paschi di Siena <br> SpA<br>| 41649 | 365282 |
|  | Banco BPM SpA | 57068 | 831449 |
|  | BPER Banca SpA | 49476 | 592816 |
|  | Credito Emiliano SpA | 3778 | 59811 |
|  | Danieli & C Officine <br> Meccaniche SpA <br> (DAN IM)<br>| 288 | 15562 |
|  | Danieli & C Officine <br> Meccaniche SpA <br> (DANR IM)<br>| 1783 | 68367 |
|  | Davide Campari-Milano <br> NV<br>| 11375 | 79191 |
|  | De' Longhi SpA | 1957 | 71431 |
|  | Hera SpA | 45829 | 205689 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
|  | Interpump Group SpA | 4262 | $219963 |
|  | Iveco Group NV | 9857 | 209492 |
| Ω | Nexi SpA | 25130 | 132501 |
| Ω | Pirelli & C SpA | 24130 | 169394 |
| # | Saipem SpA | 67076 | 174863 |
|  | Snam SpA | 29736 | 183400 |
| \* | Telecom Italia SpA (TIT <br> IM)<br>| 639377 | 377004 |
| \* | Telecom Italia SpA <br> (TITR IM)<br>| 323477 | 215075 |
|  | Tenaris SA (TS US), <br> ADR<br>| 9090 | 361782 |
| TOTAL ITALY | TOTAL ITALY |  | 4821578 |
| JAPAN — (14.2%) | JAPAN — (14.2%) | JAPAN — (14.2%) | JAPAN — (14.2%) |
|  | 77 Bank Ltd. | 2500 | 107156 |
|  | ADEKA Corp. | 4400 | 99694 |
|  | AEON Financial <br> Service Co. Ltd.<br>| 4900 | 47928 |
|  | Aichi Steel Corp. | 2000 | 34434 |
|  | Aiful Corp. | 14300 | 42053 |
|  | Air Water, Inc. | 7900 | 110325 |
|  | Alfresa Holdings Corp. | 8900 | 125742 |
|  | Alps Alpine Co. Ltd. | 9900 | 124699 |
|  | Aozora Bank Ltd. | 4800 | 68727 |
|  | Arcs Co. Ltd. | 1800 | 36579 |
|  | ARE Holdings, Inc. | 4500 | 71454 |
|  | Artience Co. Ltd. | 2000 | 40762 |
|  | Brother Industries Ltd. | 8600 | 146378 |
|  | Chudenko Corp. | 1400 | 38207 |
|  | Chugin Financial <br> Group, Inc.<br>| 7800 | 108770 |
|  | Citizen Watch Co. Ltd. | 10500 | 72867 |
|  | CKD Corp. | 2900 | 62098 |
|  | Coca-Cola Bottlers <br> Japan Holdings, Inc.<br>| 3500 | 56010 |
|  | COMSYS Holdings <br> Corp.<br>| 500 | 12609 |
|  | Credit Saison Co. Ltd. | 5600 | 136419 |
|  | Daido Steel Co. Ltd. | 7000 | 66233 |
|  | Daihen Corp. | 900 | 58893 |
|  | Daishi Hokuetsu <br> Financial Group, <br> Inc.<br>| 10800 | 104156 |
|  | DCM Holdings Co. <br> Ltd.<br>| 5200 | 48217 |
| # | DeNA Co. Ltd. | 3100 | 54351 |
|  | Dentsu Group, Inc. | 800 | 15844 |
|  | DIC Corp. | 4100 | 96465 |
|  | Dowa Holdings Co. <br> Ltd.<br>| 2800 | 101526 |
|  | Duskin Co. Ltd. | 500 | 12054 |
|  | EDION Corp. | 4200 | 55249 |
|  | Exedy Corp. | 1400 | 47040 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| EXEO Group, Inc. | 11100 | $160093 |
| Ezaki Glico Co. Ltd. | 1700 | 54326 |
| FCC Co. Ltd. | 1600 | 32320 |
| Ferrotec Corp. | 2100 | 68840 |
| Fuji Co. Ltd. | 1600 | 20434 |
| Fuji Corp. (6134 JP) | 4200 | 81508 |
| Fuji Oil Co. Ltd. | 1100 | 22752 |
| Fuji Seal International, <br> Inc.<br>| 2200 | 38682 |
| Fukuoka Financial <br> Group, Inc.<br>| 8400 | 244107 |
| Fukuyama <br> Transporting Co. <br> Ltd.<br>| 1000 | 24840 |
| Fuyo General Lease <br> Co. Ltd.<br>| 2400 | 62747 |
| Glory Ltd. | 2200 | 52568 |
| GS Yuasa Corp. | 4300 | 120076 |
| Gunma Bank Ltd. | 13900 | 144485 |
| H.U. Group Holdings, <br> Inc.<br>| 1100 | 26840 |
| H2O Retailing Corp. | 5800 | 78469 |
| Hakuhodo DY <br> Holdings, Inc.<br>| 8300 | 60078 |
| Hanwa Co. Ltd. | 2000 | 83421 |
| Heiwado Co. Ltd. | 2200 | 40468 |
| Hirogin Holdings, Inc. | 12800 | 119588 |
| Hisamitsu <br> Pharmaceutical Co., <br> Inc.<br>| 1700 | 44189 |
| Hokuhoku Financial <br> Group, Inc.<br>| 5500 | 134737 |
| House Foods Group, <br> Inc.<br>| 3100 | 58091 |
| Hyakugo Bank Ltd. | 9700 | 60156 |
| Iida Group Holdings <br> Co. Ltd.<br>| 7100 | 108725 |
| Inaba Denki Sangyo <br> Co. Ltd.<br>| 1300 | 38281 |
| Inabata & Co. Ltd. | 1400 | 31355 |
| INFRONEER Holdings, <br> Inc.<br>| 11700 | 125344 |
| Itochu Enex Co. Ltd. | 3900 | 46014 |
| Iyogin Holdings, Inc. | 11800 | 184385 |
| Izumi Co. Ltd. | 2500 | 46604 |
| J Front Retailing Co. <br> Ltd.<br>| 13000 | 195529 |
| Japan Aviation <br> Electronics Industry <br> Ltd.<br>| 3200 | 47791 |
| Japan Securities <br> Finance Co. Ltd.<br>| 4500 | 51676 |
| JGC Holdings Corp. | 13200 | 133511 |
| JTEKT Corp. | 11800 | 118048 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| Juroku Financial <br> Group, Inc.<br>| 1900 | $69198 |
| Kaga Electronics Co. <br> Ltd.<br>| 2600 | 60206 |
| Kaken Pharmaceutical <br> Co. Ltd.<br>| 1600 | 38057 |
| Kamigumi Co. Ltd. | 4800 | 144087 |
| Kanadevia Corp. | 10400 | 77061 |
| Kaneka Corp. | 2800 | 77251 |
| Kanematsu Corp. | 4300 | 87057 |
| Kato Sangyo Co. Ltd. | 500 | 19193 |
| Keihan Holdings Co. <br> Ltd.<br>| 2200 | 44571 |
| Keiyo Bank Ltd. | 4100 | 34590 |
| Kissei Pharmaceutical <br> Co. Ltd.<br>| 500 | 13057 |
| Kiyo Bank Ltd. | 2800 | 54535 |
| Koito Manufacturing <br> Co. Ltd.<br>| 7100 | 105721 |
| Komeri Co. Ltd. | 2000 | 41609 |
| Konica Minolta, Inc. | 25000 | 85849 |
| Konoike Transport Co. <br> Ltd.<br>| 2200 | 45501 |
| Kose Corp. | 700 | 26817 |
| Kraftia Corp. | 2600 | 137535 |
| K's Holdings Corp. | 6100 | 60471 |
| Kumagai Gumi Co. <br> Ltd.<br>| 3600 | 32687 |
| Kuraray Co. Ltd. | 13200 | 143043 |
| Kureha Corp. | 2400 | 57374 |
| KYB Corp. | 2500 | 63397 |
| Kyushu Financial <br> Group, Inc.<br>| 17100 | 98007 |
| Lintec Corp. | 1900 | 48287 |
| Lixil Corp. | 15400 | 170687 |
| Mabuchi Motor Co. <br> Ltd.<br>| 5800 | 102463 |
| Macnica Holdings, Inc. | 5718 | 81406 |
| Maruha Nichiro Corp. | 2800 | 62590 |
| Maruichi Steel Tube <br> Ltd.<br>| 12000 | 101464 |
| Mazda Motor Corp. | 32100 | 221196 |
| Mebuki Financial <br> Group, Inc.<br>| 43000 | 268303 |
| Medipal Holdings <br> Corp.<br>| 8000 | 130163 |
| Mirait One Corp. | 4200 | 81385 |
| Mitsubishi Gas <br> Chemical Co., Inc.<br>| 8700 | 160960 |
| Mitsubishi Logistics <br> Corp.<br>| 14900 | 108040 |
| Mitsubishi Motors <br> Corp.<br>| 35100 | 85536 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| Mitsubishi Pencil Co. <br> Ltd.<br>| 2400 | $31836 |
| Mitsui Chemicals, Inc. | 10300 | 243172 |
| Mitsui E&S Co. Ltd. | 6000 | 243930 |
| Mitsui Kinzoku Co. <br> Ltd.<br>| 3400 | 346315 |
| MIXI, Inc. | 1300 | 26234 |
| Mizuho Leasing Co. <br> Ltd.<br>| 6500 | 52073 |
| Morinaga Milk Industry <br> Co. Ltd.<br>| 4200 | 90662 |
| Nabtesco Corp. | 400 | 10020 |
| Nagase & Co. Ltd. | 4300 | 93904 |
| Nanto Bank Ltd. | 700 | 23282 |
| NGK Insulators Ltd. | 11900 | 200771 |
| NHK Spring Co. Ltd. | 9700 | 181854 |
| Nihon Parkerizing Co. <br> Ltd.<br>| 4900 | 42560 |
| Nikon Corp. | 11100 | 129456 |
| Nippn Corp. | 2500 | 35543 |
| Nippon Densetsu <br> Kogyo Co. Ltd.<br>| 1800 | 33580 |
| Nippon Express <br> Holdings, Inc.<br>| 11900 | 253176 |
| Nippon Kayaku Co. <br> Ltd.<br>| 7400 | 67669 |
| Nippon Shinyaku Co. <br> Ltd.<br>| 2800 | 58586 |
| Nippon Shokubai Co. <br> Ltd.<br>| 6400 | 74153 |
| Nippon Soda Co. Ltd. | 2300 | 50989 |
| Nipro Corp. | 7800 | 76138 |
| Nishimatsu <br> Construction Co. <br> Ltd.<br>| 700 | 24045 |
| Nishi-Nippon Financial <br> Holdings, Inc.<br>| 6200 | 105947 |
| Nissan Shatai Co. Ltd. | 3200 | 21305 |
| Nisshin Oillio Group <br> Ltd.<br>| 1400 | 46258 |
| Nisshinbo Holdings, <br> Inc.<br>| 7700 | 60851 |
| Nissui Corp. | 15000 | 104505 |
| NOK Corp. | 4700 | 83456 |
| Nomura Real Estate <br> Holdings, Inc.<br>| 29300 | 167328 |
| Noritsu Koki Co. Ltd. | 3000 | 32565 |
| North Pacific Bank <br> Ltd.<br>| 11800 | 55263 |
| NSK Ltd. | 20000 | 100780 |
| NTN Corp. | 4600 | 10270 |
| Okamura Corp. | 3000 | 43887 |
| Okasan Securities <br> Group, Inc.<br>| 6300 | 28233 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| OKUMA Corp. | 2400 | $53431 |
| Orient Corp. | 4600 | 28749 |
| OSG Corp. | 3800 | 55094 |
| PALTAC Corp. | 1500 | 44239 |
| Pilot Corp. | 1900 | 57372 |
| Rengo Co. Ltd. | 10100 | 61513 |
| Resonac Holdings <br> Corp.<br>| 9400 | 366221 |
| Ricoh Co. Ltd. | 26100 | 223906 |
| Ricoh Leasing Co. <br> Ltd.<br>| 600 | 22035 |
| Sakata Seed Corp. | 1500 | 38435 |
| San-A Co. Ltd. | 1100 | 19134 |
| San-In Godo Bank <br> Ltd.<br>| 6400 | 56273 |
| Sawai Group Holdings <br> Co. Ltd.<br>| 4300 | 51352 |
| Seiko Epson Corp. | 15300 | 193860 |
| Seiko Group Corp. | 1900 | 87255 |
| Seino Holdings Co. <br> Ltd.<br>| 1500 | 21198 |
| Seiren Co. Ltd. | 2400 | 49148 |
| Senshu Ikeda <br> Holdings, Inc.<br>| 8200 | 35394 |
| Seven Bank Ltd. | 26900 | 49415 |
| Shiga Bank Ltd. | 1600 | 64631 |
| Ship Healthcare <br> Holdings, Inc.<br>| 1600 | 23935 |
| SKY Perfect JSAT <br> Holdings, Inc.<br>| 5300 | 52152 |
| Stanley Electric Co. <br> Ltd.<br>| 6100 | 119817 |
| Starts Corp., Inc. | 1300 | 40383 |
| SUMCO Corp. | 18700 | 190568 |
| Sumitomo Bakelite Co. <br> Ltd.<br>| 400 | 13305 |
| Sumitomo Heavy <br> Industries Ltd.<br>| 5900 | 157746 |
| Sumitomo Riko Co. <br> Ltd.<br>| 2000 | 33845 |
| Sumitomo Rubber <br> Industries Ltd.<br>| 9100 | 106574 |
| Sumitomo Warehouse <br> Co. Ltd.<br>| 2600 | 54839 |
| Suruga Bank Ltd. | 5800 | 58059 |
| Suzuken Co. Ltd. | 3300 | 125323 |
| Taikisha Ltd. | 2500 | 49495 |
| Taiyo Yuden Co. Ltd. | 6600 | 187452 |
| Takara Holdings, Inc. | 7900 | 80463 |
| Takara Standard Co. <br> Ltd.<br>| 1000 | 16151 |
| Takashimaya Co. Ltd. | 14500 | 155097 |
| Teijin Ltd. | 9500 | 83111 |
| Toagosei Co. Ltd. | 4700 | 46623 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| Toda Corp. | 11400 | $76799 |
| Tokai Rika Co. Ltd. | 2800 | 50300 |
| Tokyo Century Corp. | 6700 | 79072 |
| Tokyo Kiraboshi <br> Financial Group, <br> Inc.<br>| 1500 | 71422 |
| Tokyu Fudosan <br> Holdings Corp.<br>| 31700 | 255460 |
| Totetsu Kogyo Co. <br> Ltd.<br>| 200 | 5489 |
| Toyo Seikan Group <br> Holdings Ltd.<br>| 5900 | 132456 |
| Toyo Tire Corp. | 5800 | 158514 |
| Toyoda Gosei Co. Ltd. | 3100 | 71749 |
| Toyota Boshoku Corp. | 4600 | 69943 |
| Transcosmos, Inc. | 900 | 21328 |
| Trusco Nakayama <br> Corp.<br>| 1368 | 21569 |
| TS Tech Co. Ltd. | 4300 | 50963 |
| Tsubakimoto Chain <br> Co.<br>| 3700 | 51786 |
| Tsumura & Co. | 2300 | 53352 |
| TV Asahi Holdings <br> Corp.<br>| 1200 | 24419 |
| UACJ Corp. | 7600 | 98138 |
| Ulvac, Inc. | 3000 | 136078 |
| United Super Markets <br> Holdings, Inc.<br>| 3600 | 19219 |
| Ushio, Inc. | 3500 | 58029 |
| Yamada Holdings Co. <br> Ltd.<br>| 28500 | 85677 |
| Yamaguchi Financial <br> Group, Inc.<br>| 8400 | 96237 |
| Yodoko Ltd. | 5500 | 46372 |
| Yokohama Rubber Co. <br> Ltd. <br>| 5300 | 189152 |
| Yurtec Corp. | 700 | 11285 |
| Zeon Corp. | 7200 | 73875 |
| TOTAL JAPAN |  | 16836243 |
| KUWAIT — (0.3%) | KUWAIT — (0.3%) | KUWAIT — (0.3%) |
| Agility Public <br> Warehousing Co. <br> KSC<br>| 76498 | 37570 |
| Al Ahli Bank of Kuwait <br> KSCP<br>| 54720 | 51315 |
| Boubyan <br> Petrochemicals Co. <br> KSCP<br>| 17850 | 35716 |
| Burgan Bank SAK | 49748 | 38354 |
| Gulf Cables & <br> Electrical Industries <br> Group Co. KSCP<br>| 3310 | 24230 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) |
|  | Kuwait International <br> Bank KSCP<br>| 40368 | $35196 |
|  | Mobile <br> Telecommunications <br> Co. KSCP<br>| 20025 | 34607 |
|  | National Industries <br> Group Holding SAK<br>| 45181 | 42855 |
| TOTAL KUWAIT | TOTAL KUWAIT |  | 299843 |
| MALAYSIA — (0.4%) | MALAYSIA — (0.4%) | MALAYSIA — (0.4%) | MALAYSIA — (0.4%) |
| \* | AFFIN Bank Bhd. | 16900 | 9243 |
|  | Bank Islam Malaysia <br> Bhd.<br>| 18800 | 9876 |
|  | Eco World <br> Development Group <br> Bhd.<br>| 36300 | 17835 |
|  | Genting Malaysia Bhd. | 114400 | 63609 |
|  | Hartalega Holdings <br> Bhd.<br>| 58000 | 16720 |
|  | IJM Corp. Bhd. | 151700 | 89649 |
|  | IOI Properties Group <br> Bhd.<br>| 58800 | 29483 |
|  | Kossan Rubber <br> Industries Bhd.<br>| 77500 | 21967 |
|  | Mah Sing Group Bhd. | 31300 | 7765 |
|  | Malaysian Pacific <br> Industries Bhd.<br>| 2200 | 15709 |
| # | MBSB Bhd. | 88200 | 15256 |
|  | Mega First Corp. Bhd. | 15600 | 13805 |
|  | OSK Holdings Bhd. | 47350 | 16054 |
|  | Scientex Bhd. | 22500 | 18209 |
|  | Sime Darby Bhd. | 88500 | 43264 |
|  | Sime Darby Property <br> Bhd.<br>| 92600 | 29777 |
|  | SP Setia Bhd. Group | 76500 | 15776 |
| \* | Top Glove Corp. Bhd. | 108300 | 16268 |
|  | UEM Sunrise Bhd. | 132200 | 20172 |
|  | Unisem M Bhd. | 26800 | 22546 |
| # | Yinson Holdings Bhd. | 61065 | 34552 |
| TOTAL MALAYSIA | TOTAL MALAYSIA |  | 527535 |
| MEXICO — (0.4%) | MEXICO — (0.4%) | MEXICO — (0.4%) | MEXICO — (0.4%) |
| #Ω | Banco del Bajio SA | 24087 | 61467 |
|  | Becle SAB de CV | 9496 | 11664 |
|  | El Puerto de Liverpool <br> SAB de CV, <br> Class C1<br>| 1047 | 5101 |
|  | Gentera SAB de CV | 37681 | 89383 |
|  | Gruma SAB de CV, <br> Class B<br>| 4708 | 79736 |
| \* | Industrias Penoles <br> SAB de CV<br>| 1849 | 78115 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |
| # | Operadora De Sites <br> Mexicanos SAB de <br> CV, Class A-1<br>| 32868 | $29544 |
|  | Promotora y <br> Operadora de <br> Infraestructura SAB <br> de CV (PINFRA <br> MM)<br>| 2339 | 30217 |
| # | Qualitas Controladora <br> SAB de CV<br>| 7394 | 67085 |
|  | Regional SAB de CV | 7500 | 55564 |
| TOTAL MEXICO | TOTAL MEXICO |  | 507876 |
| NETHERLANDS — (2.7%) | NETHERLANDS — (2.7%) | NETHERLANDS — (2.7%) | NETHERLANDS — (2.7%) |
|  | Aalberts NV | 5283 | 167372 |
| Ω | ABN AMRO Bank NV | 22373 | 668475 |
|  | Aegon Ltd. (AGN NA) | 42845 | 326510 |
|  | Allfunds Group PLC | 910 | 6918 |
|  | ASR Nederland NV | 7324 | 488794 |
|  | HAL Trust | 1946 | 305432 |
|  | JDE Peet's NV | 6825 | 248390 |
|  | Koninklijke Vopak NV | 2276 | 103141 |
|  | NN Group NV | 10416 | 712817 |
|  | Randstad NV | 1776 | 69603 |
|  | SBM Offshore NV | 6312 | 163222 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | 3260674 |
| NEW ZEALAND — (0.1%) | NEW ZEALAND — (0.1%) | NEW ZEALAND — (0.1%) | NEW ZEALAND — (0.1%) |
| \* | Fletcher Building Ltd. <br> (FBU NZ)<br>| 10101 | 18830 |
| \* | Ryman Healthcare <br> Ltd.<br>| 48685 | 79726 |
|  | Summerset Group <br> Holdings Ltd.<br>| 10908 | 72346 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | 170902 |
| NORWAY — (0.5%) | NORWAY — (0.5%) | NORWAY — (0.5%) | NORWAY — (0.5%) |
|  | Aker Solutions ASA | 14802 | 40670 |
|  | Austevoll Seafood <br> ASA<br>| 4150 | 38966 |
| #\*Ω | AutoStore Holdings <br> Ltd.<br>| 56271 | 54583 |
|  | Bonheur ASA | 1502 | 32494 |
| Ω | Bw Lpg Ltd. | 1713 | 23040 |
| Ω | BW LPG Ltd. | 3746 | 49607 |
| \* | Grieg Seafood ASA | 3175 | 21262 |
| \* | LINK Mobility Group <br> Holding ASA<br>| 7961 | 23579 |
|  | Odfjell Drilling Ltd. | 6693 | 53761 |
| \*Ω | Scatec ASA | 6614 | 69763 |
|  | Sparebank 1 <br> Oestlandet<br>| 2514 | 44086 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
|  | TGS ASA | 11243 | $97024 |
| TOTAL NORWAY | TOTAL NORWAY |  | 548835 |
| PHILIPPINES — (0.1%) | PHILIPPINES — (0.1%) | PHILIPPINES — (0.1%) | PHILIPPINES — (0.1%) |
|  | ACEN Corp. | 119000 | 4684 |
|  | China Banking Corp. | 17020 | 14782 |
|  | Globe Telecom, Inc. | 1360 | 34100 |
|  | GT Capital Holdings, <br> Inc.<br>| 3690 | 34227 |
|  | LT Group, Inc. | 51200 | 12725 |
|  | Puregold Price Club, <br> Inc.<br>| 56500 | 36528 |
| TOTAL PHILIPPINES | TOTAL PHILIPPINES |  | 137046 |
| POLAND — (0.4%) | POLAND — (0.4%) | POLAND — (0.4%) | POLAND — (0.4%) |
|  | Alior Bank SA | 2883 | 80335 |
|  | Bank Handlowy w <br> Warszawie SA<br>| 939 | 26468 |
|  | BNPP Bank Polska <br> SA<br>| 372 | 11396 |
| # | Inter Cars SA | 168 | 25104 |
| \* | KGHM Polska Miedz <br> SA<br>| 3028 | 158828 |
|  | KRUK SA | 560 | 68840 |
| \* | Tauron Polska Energia <br> SA<br>| 40535 | 109734 |
| TOTAL POLAND | TOTAL POLAND |  | 480705 |
| PORTUGAL — (0.4%) | PORTUGAL — (0.4%) | PORTUGAL — (0.4%) | PORTUGAL — (0.4%) |
|  | Banco Comercial <br> Portugues SA, <br> Class R<br>| 359537 | 317364 |
|  | EDP Renovaveis SA | 10324 | 150944 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | 468308 |
| QATAR — (0.2%) | QATAR — (0.2%) | QATAR — (0.2%) | QATAR — (0.2%) |
|  | Aamal Co. | 106743 | 23173 |
|  | Barwa Real Estate <br> Co.<br>| 86248 | 62286 |
|  | Doha Bank QPSC | 81288 | 56098 |
|  | Qatar Insurance Co. <br> SAQ<br>| 9424 | 5305 |
|  | Qatar Navigation QSC | 15700 | 47950 |
| TOTAL QATAR | TOTAL QATAR |  | 194812 |
| SAUDI ARABIA — (0.8%) | SAUDI ARABIA — (0.8%) | SAUDI ARABIA — (0.8%) | SAUDI ARABIA — (0.8%) |
|  | Ades Holding Co. | 20725 | 93656 |
| \* | Advanced <br> Petrochemical Co.<br>| 2586 | 26080 |
|  | Al Hammadi Holding | 1650 | 15371 |
|  | Arab National Bank | 30665 | 198326 |
|  | Arabian Drilling Co. | 1041 | 24583 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  | Arriyadh Development <br> Co.<br>| 3816 | $29973 |
|  | Bank AlBilad | 8904 | 70356 |
| \* | Bank Al-Jazira | 18322 | 61618 |
|  | Banque Saudi Fransi | 15543 | 73970 |
| \* | Dar Al Arkan Real <br> Estate Development <br> Co.<br>| 12248 | 56407 |
|  | Mobile <br> Telecommunications <br> Co. Saudi Arabia<br>| 13828 | 42319 |
|  | Sahara International <br> Petrochemical Co.<br>| 7260 | 36590 |
|  | Saudi Industrial <br> Investment Group<br>| 12215 | 52898 |
|  | Saudi Investment Bank <br>| 13126 | 48111 |
| \* | Saudi Kayan <br> Petrochemical Co.<br>| 9678 | 15219 |
| \* | Saudi Reinsurance <br> Co.<br>| 2549 | 21120 |
| \* | Savola Group  | 4485 | 29432 |
| \* | Seera Group Holding | 4438 | 36726 |
|  | United International <br> Transportation Co.<br>| 1172 | 23130 |
| TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA |  | 955885 |
| SINGAPORE — (0.9%) | SINGAPORE — (0.9%) | SINGAPORE — (0.9%) | SINGAPORE — (0.9%) |
|  | CapitaLand Investment <br> Ltd.<br>| 16400 | 33227 |
|  | City Developments <br> Ltd.<br>| 30700 | 170522 |
|  | Genting Singapore <br> Ltd.<br>| 238800 | 133859 |
|  | Netlink NBN Trust | 67400 | 50739 |
|  | Seatrium Ltd. | 157100 | 262080 |
|  | UOL Group Ltd. | 27200 | 166171 |
|  | Venture Corp. Ltd. | 19900 | 227731 |
|  | Yangzijiang <br> Shipbuilding <br> Holdings Ltd.<br>| 2700 | 7292 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | 1051621 |
| SOUTH AFRICA — (0.8%) | SOUTH AFRICA — (0.8%) | SOUTH AFRICA — (0.8%) | SOUTH AFRICA — (0.8%) |
|  | Aspen Pharmacare <br> Holdings Ltd.<br>| 8429 | 47742 |
|  | Barloworld Ltd. | 4974 | 34289 |
|  | Bidvest Group Ltd. | 1642 | 21360 |
|  | Foschini Group Ltd. | 7481 | 39711 |
|  | Impala Platinum <br> Holdings Ltd.<br>| 23649 | 253446 |
| # | Kumba Iron Ore Ltd. | 1347 | 26827 |
|  | Momentum Group Ltd. | 5577 | 10737 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |
|  | Nedbank Group Ltd. | 7738 | $105491 |
|  | Northam Platinum <br> Holdings Ltd.<br>| 10826 | 180801 |
|  | Old Mutual Ltd. (OMU <br> SJ)<br>| 148263 | 115935 |
| \* | Sibanye Stillwater Ltd. <br> (SSW SJ)<br>| 54135 | 143658 |
| TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA |  | 979997 |
| SOUTH KOREA — (3.9%) | SOUTH KOREA — (3.9%) | SOUTH KOREA — (3.9%) | SOUTH KOREA — (3.9%) |
|  | Amorepacific Holdings <br> Corp.<br>| 1479 | 26323 |
|  | BNK Financial Group, <br> Inc.<br>| 11334 | 109722 |
|  | Cheil Worldwide, Inc. | 3490 | 49805 |
|  | Chong Kun Dang <br> Pharmaceutical <br> Corp.<br>| 288 | 16718 |
|  | CJ Corp. | 663 | 79314 |
| \* | CJ ENM Co. Ltd. | 438 | 21535 |
|  | CJ Logistics Corp. | 528 | 30486 |
|  | Coway Co. Ltd. | 1187 | 74223 |
| \* | Creative & Innovative <br> System<br>| 2549 | 13510 |
|  | CS Wind Corp. | 833 | 25439 |
|  | Daeduck Electronics <br> Co. Ltd.<br>| 1748 | 46319 |
|  | Daesang Corp. | 1062 | 15516 |
| \* | Daewoo Engineering & <br> Construction Co. <br> Ltd.<br>| 10795 | 28315 |
|  | Daewoong Co. Ltd. | 602 | 9134 |
|  | Daewoong <br> Pharmaceutical Co. <br> Ltd.<br>| 104 | 10180 |
|  | Daishin Securities Co. <br> Ltd.<br>| 1276 | 26009 |
|  | Daou Technology, Inc. | 1026 | 28031 |
|  | DB HiTek Co. Ltd. | 1571 | 64538 |
|  | DB Insurance Co. Ltd. | 1015 | 90217 |
|  | DL E&C Co. Ltd. | 1788 | 53487 |
|  | DL Holdings Co. Ltd. | 365 | 9955 |
|  | DN Automotive Corp. | 1088 | 17747 |
|  | Dong-A Socio Holdings <br> Co. Ltd.<br>| 147 | 11190 |
|  | Dongjin Semichem Co. <br> Ltd.<br>| 1537 | 45930 |
|  | DongKook <br> Pharmaceutical Co. <br> Ltd.<br>| 1295 | 16052 |
|  | Doosan Bobcat, Inc. | 2687 | 113427 |
|  | DoubleUGames Co. <br> Ltd.<br>| 657 | 23117 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | E-MART, Inc. | 275 | $13930 |
|  | F&F Co. Ltd. | 775 | 33319 |
|  | Green Cross Corp. | 307 | 27898 |
|  | Green Cross Holdings <br> Corp.<br>| 1237 | 13670 |
|  | GS Engineering & <br> Construction Corp.<br>| 3594 | 47070 |
|  | Hankook Tire & <br> Technology Co. Ltd.<br>| 1556 | 50519 |
|  | Hansol Chemical Co. <br> Ltd.<br>| 459 | 74590 |
| \* | Hanwha Investment & <br> Securities Co. Ltd.<br>| 5389 | 20166 |
| \* | Hanwha Life Insurance <br> Co. Ltd.<br>| 7448 | 15815 |
|  | Hanwha Solutions <br> Corp.<br>| 1537 | 32863 |
|  | HD Hyundai <br> Construction <br> Equipment Co. Ltd.<br>| 538 | 37686 |
|  | HD Hyundai Infracore <br> Co. Ltd.<br>| 6805 | 72602 |
|  | HDC Holdings Co. <br> Ltd.<br>| 651 | 8401 |
|  | Hite Jinro Co. Ltd. | 1083 | 14300 |
|  | HK inno N Corp. | 818 | 28331 |
|  | HL Mando Co. Ltd. | 1689 | 45539 |
| \* | Hotel Shilla Co. Ltd. | 1614 | 55037 |
|  | HS Hyosung Advanced <br> Materials Corp.<br>| 125 | 16219 |
|  | Huons Global Co. Ltd. | 302 | 11543 |
|  | Hyosung Corp. | 321 | 28476 |
|  | Hyosung TNC Corp. | 132 | 19243 |
|  | Hyundai Department <br> Store Co. Ltd.<br>| 367 | 20791 |
|  | Hyundai Glovis Co. <br> Ltd.<br>| 1893 | 250187 |
| \* | Hyundai Marine & Fire <br> Insurance Co. Ltd.<br>| 2654 | 50782 |
|  | Hyundai Steel Co. | 4423 | 102185 |
|  | iM Financial Group Co. <br> Ltd.<br>| 5545 | 51447 |
|  | Innocean Worldwide, <br> Inc.<br>| 737 | 8865 |
|  | IS Dongseo Co. Ltd. | 747 | 9734 |
|  | JB Financial Group Co. <br> Ltd.<br>| 3825 | 60220 |
| \* | Kakao Games Corp. | 2175 | 24530 |
|  | KC Tech Co. Ltd. | 526 | 14086 |
|  | KCC Corp. | 94 | 28947 |
|  | KEPCO Plant Service <br> & Engineering Co. <br> Ltd.<br>| 1137 | 40330 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | KIWOOM Securities <br> Co. Ltd.<br>| 600 | $124628 |
|  | Kolon Industries, Inc. | 488 | 12169 |
|  | Korea Investment <br> Holdings Co. Ltd.<br>| 823 | 104929 |
|  | Korea Petrochemical <br> Ind Co. Ltd.<br>| 174 | 15967 |
|  | Korean Air Lines Co. <br> Ltd.<br>| 4395 | 68203 |
|  | Korean Reinsurance <br> Co.<br>| 4016 | 29884 |
|  | Kumho Petrochemical <br> Co. Ltd.<br>| 552 | 44869 |
| \* | Kumho Tire Co., Inc. | 5081 | 16811 |
|  | Kyung Dong Navien <br> Co. Ltd.<br>| 419 | 20735 |
|  | LG Corp. | 1709 | 96116 |
| \* | LG Display Co. Ltd. <br> (034220 KS)<br>| 7230 | 73917 |
|  | LG H&H Co. Ltd. | 315 | 62805 |
|  | LG Innotek Co. Ltd. | 637 | 107457 |
|  | LG Uplus Corp. | 8157 | 87195 |
|  | Lotte Chilsung <br> Beverage Co. Ltd.<br>| 214 | 17306 |
|  | Lotte Corp. | 797 | 16323 |
| \* | Lotte Energy Materials <br> Corp.<br>| 1488 | 27063 |
|  | LOTTE Fine Chemical <br> Co. Ltd.<br>| 596 | 19045 |
|  | Lotte Shopping Co. <br> Ltd.<br>| 98 | 4472 |
|  | LX Semicon Co. Ltd. | 328 | 13155 |
|  | Medytox, Inc. | 266 | 22399 |
|  | Misto Holdings Corp. | 522 | 13464 |
| Ω | Netmarble Corp. | 563 | 21335 |
|  | Nexen Tire Corp. | 2413 | 10862 |
|  | NH Investment & <br> Securities Co. Ltd.<br>| 6100 | 86962 |
|  | NHN Corp. | 686 | 13918 |
|  | NongShim Co. Ltd. | 85 | 25990 |
|  | OCI Holdings Co. Ltd. | 686 | 54850 |
|  | Orion Holdings Corp. | 1280 | 17042 |
|  | Otoki Corp. | 47 | 12807 |
|  | Pan Ocean Co. Ltd. | 15426 | 41438 |
|  | Paradise Co. Ltd. | 1343 | 17401 |
|  | People & Technology, <br> Inc.<br>| 1151 | 34824 |
|  | PSK, Inc. | 894 | 23561 |
|  | S-1 Corp. | 864 | 45434 |
|  | Samsung Card Co. <br> Ltd. (029780 KS)<br>| 1290 | 44816 |
|  | Samsung Engineering <br> Co. Ltd.<br>| 7913 | 143861 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Samsung Securities <br> Co. Ltd.<br>| 2783 | $150621 |
|  | SD Biosensor, Inc. | 2070 | 13863 |
|  | SeAH Besteel Holdings <br> Corp.<br>| 788 | 15171 |
|  | Sebang Global Battery <br> Co. Ltd.<br>| 230 | 10503 |
|  | Seegene, Inc. | 423 | 7502 |
| \* | Seojin System Co. <br> Ltd.<br>| 1279 | 24261 |
|  | Shinsegae, Inc. | 321 | 39124 |
|  | Shinyoung Securities <br> Co. Ltd.<br>| 199 | 20168 |
|  | SK Chemicals Co. Ltd. | 216 | 9571 |
|  | SK Discovery Co. Ltd. | 469 | 19523 |
|  | SK Gas Ltd. | 123 | 22475 |
| \*Ω | SK IE Technology Co. <br> Ltd.<br>| 1387 | 29797 |
| \* | SK oceanplant Co. <br> Ltd.<br>| 1345 | 19976 |
|  | SL Corp. | 831 | 21114 |
|  | SNT Dynamics Co. <br> Ltd.<br>| 859 | 32421 |
| \* | SNT Holdings Co. Ltd. | 412 | 18326 |
| \* | S-Oil Corp. | 1324 | 66642 |
|  | Soulbrain Co. Ltd. | 174 | 34414 |
|  | Soulbrain Holdings Co. <br> Ltd.<br>| 441 | 13233 |
| \* | Studio Dragon Corp. | 692 | 22091 |
|  | Taekwang Industrial <br> Co. Ltd.<br>| 7 | 3937 |
|  | TKG Huchems Co. <br> Ltd.<br>| 931 | 11672 |
|  | Youngone Corp. | 1130 | 45819 |
|  | Youngone Holdings <br> Co. Ltd.<br>| 118 | 11762 |
| TOTAL SOUTH KOREA | TOTAL SOUTH KOREA |  | 4643559 |
| SPAIN — (0.7%) | SPAIN — (0.7%) | SPAIN — (0.7%) | SPAIN — (0.7%) |
|  | Acciona SA | 1026 | 227097 |
|  | Bankinter SA | 5974 | 90053 |
|  | Enagas SA | 9735 | 154490 |
|  | Grifols SA | 8832 | 114444 |
|  | Mapfre SA | 34440 | 152099 |
| Ω | Unicaja Banco SA | 34326 | 92674 |
| TOTAL SPAIN | TOTAL SPAIN |  | 830857 |
| SWEDEN — (2.1%) | SWEDEN — (2.1%) | SWEDEN — (2.1%) | SWEDEN — (2.1%) |
|  | AFRY AB | 4119 | 70662 |
| Ω | Alimak Group AB | 1963 | 29000 |
|  | Alleima AB | 8885 | 76733 |
| \* | Asmodee Group AB, <br> Class B<br>| 5754 | 74151 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | Beijer Alma AB | 1957 | $59739 |
|  | Betsson AB, Class B | 5550 | 86495 |
|  | Bilia AB, Class A | 3140 | 43961 |
|  | Billerud Aktiebolag | 4901 | 45351 |
| Ω | Bravida Holding AB | 10763 | 90972 |
|  | Bure Equity AB | 2202 | 64491 |
| Ω | Dometic Group AB | 17294 | 84533 |
| \* | Electrolux AB, Class B | 12068 | 77872 |
|  | Electrolux Professional <br> AB, Class B<br>| 4996 | 34699 |
|  | Elekta AB, Class B | 17391 | 88395 |
| \* | Embracer Group AB | 3688 | 38435 |
|  | Getinge AB, Class B | 9445 | 221256 |
|  | Granges AB | 5872 | 85924 |
|  | Holmen AB (HOLMB <br> SS), Class B<br>| 1500 | 56679 |
| # | Husqvarna AB <br> (HUSQB SS), <br> Class B<br>| 16611 | 78654 |
| # | Lindab International <br> AB<br>| 3436 | 82197 |
|  | Loomis AB | 3251 | 130968 |
| \* | Modern Times Group <br> MTG AB, Class B<br>| 4543 | 61069 |
| # | NCC AB, Class B | 4042 | 92141 |
|  | New Wave Group AB, <br> Class B<br>| 3920 | 46200 |
|  | Nolato AB, Class B | 11064 | 73220 |
| \* | Norion Bank AB | 2090 | 15572 |
|  | Pandox AB | 4852 | 96805 |
|  | Peab AB, Class B | 9301 | 75274 |
|  | Ratos AB, Class B | 8336 | 33723 |
| \*Ω | Sinch AB | 23671 | 85716 |
|  | SkiStar AB | 942 | 15730 |
|  | Storskogen Group AB, <br> Class B<br>| 37074 | 38307 |
|  | Systemair AB | 2409 | 19805 |
|  | Vitec Software Group <br> AB, Class B<br>| 1412 | 49280 |
|  | Vitrolife AB | 1920 | 29633 |
| #\* | Volvo Car AB, Class B | 41092 | 142390 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | 2496032 |
| SWITZERLAND — (5.9%) | SWITZERLAND — (5.9%) | SWITZERLAND — (5.9%) | SWITZERLAND — (5.9%) |
|  | Adecco Group AG | 8422 | 234825 |
|  | Allreal Holding AG | 741 | 177105 |
|  | ALSO Holding AG | 238 | 68385 |
|  | Baloise Holding AG | 1974 | 490225 |
|  | Banque Cantonale <br> Vaudoise<br>| 1573 | 182636 |
|  | Barry Callebaut AG | 94 | 122204 |
|  | Bucher Industries AG | 359 | 159297 |
|  | Cembra Money Bank <br> AG<br>| 1611 | 184223 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | Clariant AG | 7048 | $63193 |
|  | DKSH Holding AG | 1763 | 122944 |
|  | EFG International AG | 5169 | 107789 |
|  | Emmi AG | 119 | 105739 |
|  | Flughafen Zurich AG | 1059 | 312813 |
| Ω | Galenica AG | 4117 | 443696 |
|  | Helvetia Holding AG | 1729 | 424865 |
|  | Julius Baer Group Ltd. | 10280 | 693987 |
|  | Liechtensteinische <br> Landesbank AG<br>| 181 | 17807 |
|  | Logitech International <br> SA (LOGN SW)<br>| 1069 | 128514 |
|  | Luzerner Kantonalbank <br> AG<br>| 979 | 99591 |
|  | Sandoz Group AG <br> (SDZ SW)<br>| 10201 | 680170 |
|  | SFS Group AG | 777 | 105374 |
|  | Siegfried Holding AG | 582 | 56139 |
|  | SIG Group AG | 8178 | 91436 |
|  | Sonova Holding AG | 237 | 64646 |
|  | St. Galler <br> Kantonalbank AG<br>| 149 | 94513 |
|  | Sulzer AG | 922 | 154089 |
|  | Sunrise <br> Communications AG, <br> Class A<br>| 2424 | 132865 |
|  | Swatch Group AG <br> (UHR SW)<br>| 1652 | 345246 |
|  | Swatch Group AG <br> (UHRN SW)<br>| 2758 | 116941 |
|  | Swiss Life Holding AG | 103 | 111802 |
|  | Swiss Prime Site AG | 4175 | 593447 |
|  | Swissquote Group <br> Holding SA<br>| 288 | 182979 |
|  | Vontobel Holding AG | 1475 | 111848 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | 6981333 |
| TAIWAN — (6.0%) | TAIWAN — (6.0%) | TAIWAN — (6.0%) | TAIWAN — (6.0%) |
|  | AcBel Polytech, Inc. | 12000 | 16922 |
|  | Acer, Inc. | 82000 | 79895 |
|  | ADATA Technology Co. <br> Ltd.<br>| 7000 | 44937 |
|  | Asia Cement Corp. | 64000 | 75433 |
|  | AUO Corp. (2409 TT) | 275000 | 108142 |
|  | Bank of Kaohsiung Co. <br> Ltd.<br>| 13390 | 5266 |
| \* | BES Engineering <br> Corp.<br>| 55000 | 27378 |
|  | Brighton-Best <br> International Taiwan, <br> Inc.<br>| 5000 | 5444 |
|  | Catcher Technology <br> Co. Ltd.<br>| 14000 | 90275 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Cathay Real Estate <br> Development Co. <br> Ltd.<br>| 22000 | $16311 |
|  | Central Reinsurance <br> Co. Ltd.<br>| 11000 | 8772 |
|  | Chailease Holding Co. <br> Ltd.<br>| 56100 | 187518 |
|  | Chang Hwa <br> Commercial Bank <br> Ltd.<br>| 234150 | 150590 |
|  | Chang Wah <br> Electromaterials, <br> Inc.<br>| 14000 | 20558 |
|  | Cheng Loong Corp. | 21000 | 11659 |
|  | Cheng Shin Rubber <br> Industry Co. Ltd.<br>| 34000 | 35247 |
|  | Cheng Uei Precision <br> Industry Co. Ltd.<br>| 14000 | 22383 |
|  | China Airlines Ltd. | 123000 | 79742 |
|  | China Bills Finance <br> Corp.<br>| 43000 | 23277 |
|  | China Motor Corp. | 16000 | 30284 |
| \* | China Petrochemical <br> Development Corp.<br>| 125000 | 30441 |
|  | China Steel Chemical <br> Corp.<br>| 6000 | 15877 |
|  | ChipMOS <br> Technologies, Inc. <br> (8150 TT)<br>| 20000 | 21040 |
|  | Chong Hong <br> Construction Co. <br> Ltd.<br>| 8000 | 20462 |
|  | Clevo Co. | 10000 | 12835 |
|  | Compal Electronics, <br> Inc.<br>| 103000 | 110061 |
|  | Compeq Manufacturing <br> Co. Ltd.<br>| 43000 | 121528 |
|  | Continental Holdings <br> Corp.<br>| 6000 | 4221 |
|  | Coretronic Corp. | 6000 | 17013 |
|  | CTCI Corp. | 26404 | 26175 |
|  | CyberPower Systems, <br> Inc.<br>| 3000 | 23256 |
|  | Da-Li Development Co. <br> Ltd.<br>| 4000 | 6405 |
|  | Ennoconn Corp. | 2000 | 18953 |
|  | Ennostar, Inc. | 21000 | 23345 |
|  | Eternal Materials Co. <br> Ltd.<br>| 17000 | 22521 |
|  | Eva Airways Corp. | 114000 | 133821 |
|  | Evergreen International <br> Storage & Transport <br> Corp.<br>| 10000 | 18606 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | EVERGREEN Steel <br> Corp.<br>| 10000 | $34528 |
|  | Everlight Electronics <br> Co. Ltd.<br>| 5000 | 9508 |
|  | Far Eastern <br> Department Stores <br> Ltd.<br>| 36000 | 25307 |
|  | Far Eastern <br> International Bank<br>| 86345 | 35471 |
|  | Far Eastern New <br> Century Corp.<br>| 44000 | 37864 |
|  | Farglory Land <br> Development Co. <br> Ltd.<br>| 12000 | 21024 |
|  | Feng Hsin Steel Co. <br> Ltd.<br>| 14000 | 28797 |
|  | Fitipower Integrated <br> Technology, Inc.<br>| 5000 | 24639 |
| \* | FLEXium Interconnect, <br> Inc.<br>| 13000 | 26643 |
|  | Formosa Chemicals & <br> Fibre Corp.<br>| 149000 | 140990 |
|  | Formosa Taffeta Co. <br> Ltd.<br>| 15000 | 7255 |
|  | Foxconn Technology <br> Co. Ltd.<br>| 17000 | 39296 |
|  | Foxsemicon Integrated <br> Technology, Inc.<br>| 4000 | 47942 |
|  | Fulgent Sun <br> International Holding <br> Co. Ltd.<br>| 6000 | 18673 |
|  | Fusheng Precision Co. <br> Ltd.<br>| 3000 | 23596 |
|  | Genius Electronic <br> Optical Co. Ltd.<br>| 2000 | 27176 |
|  | Global Brands <br> Manufacture Ltd.<br>| 12507 | 47302 |
|  | Globalwafers Co. Ltd. | 11000 | 180851 |
|  | Gloria Material <br> Technology Corp.<br>| 10000 | 11045 |
|  | Goldsun Building <br> Materials Co. Ltd.<br>| 17000 | 19987 |
|  | Grape King Bio Ltd. | 2000 | 8027 |
|  | Hannstar Board Corp. | 10000 | 30589 |
| \* | HannStar Display <br> Corp.<br>| 40000 | 9274 |
|  | Hiwin Technologies <br> Corp.<br>| 6000 | 43321 |
|  | Hotai Finance Co. Ltd. | 6000 | 12008 |
|  | Huaku Development <br> Co. Ltd.<br>| 11550 | 39069 |
|  | Huang Hsiang <br> Construction Corp.<br>| 4507 | 6035 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | IBF Financial Holdings <br> Co. Ltd.<br>| 102869 | $50938 |
|  | Innolux Corp. | 228000 | 98196 |
|  | ITEQ Corp. | 9000 | 34075 |
|  | Kenda Rubber <br> Industrial Co. Ltd.<br>| 19000 | 12372 |
|  | KGI Financial Holding <br> Co. Ltd.<br>| 435420 | 224608 |
|  | Kindom Development <br> Co. Ltd.<br>| 16500 | 17843 |
|  | Kinpo Electronics | 45000 | 33115 |
|  | Kinsus Interconnect <br> Technology Corp.<br>| 13000 | 57375 |
|  | Lotus Pharmaceutical <br> Co. Ltd.<br>| 4000 | 38373 |
| \* | Macronix International <br> Co. Ltd.<br>| 78000 | 78634 |
| \* | Mercuries Life <br> Insurance Co. Ltd.<br>| 84301 | 19820 |
|  | Merida Industry Co. <br> Ltd.<br>| 6000 | 19445 |
|  | Merry Electronics Co. <br> Ltd.<br>| 7000 | 23258 |
|  | Mitac Holdings Corp. | 39600 | 127827 |
|  | Nan Ya Plastics Corp. | 120000 | 161472 |
|  | Nan Ya Printed Circuit <br> Board Corp.<br>| 7000 | 65611 |
| \* | Nanya Technology <br> Corp.<br>| 52000 | 222066 |
|  | O-Bank Co. Ltd. | 35000 | 10298 |
|  | Orient Semiconductor <br> Electronics Ltd.<br>| 16000 | 25124 |
|  | Pan German Universal <br> Motors Ltd.<br>| 2000 | 18869 |
|  | Pan Jit International, <br> Inc.<br>| 4000 | 10920 |
|  | Pan-International <br> Industrial Corp.<br>| 17000 | 30882 |
|  | Parade Technologies <br> Ltd.<br>| 2000 | 44064 |
|  | Pegatron Corp. | 48000 | 115478 |
|  | Pou Chen Corp. | 69000 | 65653 |
| \* | Powerchip <br> Semiconductor <br> Manufacturing Corp.<br>| 132000 | 133991 |
|  | Powertech Technology, <br> Inc.<br>| 21000 | 117309 |
|  | President Securities <br> Corp.<br>| 22000 | 16920 |
|  | Primax Electronics <br> Ltd.<br>| 19000 | 51123 |
|  | Qisda Corp. | 21320 | 21423 |
|  | Ruentex Development <br> Co. Ltd.<br>| 65000 | 62960 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Ruentex Industries <br> Ltd.<br>| 24000 | $41869 |
|  | Sanyang Motor Co. <br> Ltd.<br>| 9000 | 17659 |
|  | Sercomm Corp. | 12000 | 38459 |
|  | Shanghai Commercial <br> & Savings Bank Ltd.<br>| 88000 | 113283 |
|  | Shin Zu Shing Co. <br> Ltd.<br>| 3000 | 20481 |
|  | Shinkong Insurance <br> Co. Ltd.<br>| 8000 | 29247 |
|  | Shinkong Synthetic <br> Fibers Corp.<br>| 20000 | 8669 |
|  | Sigurd Microelectronics <br> Corp.<br>| 19000 | 64282 |
|  | Simplo Technology Co. <br> Ltd.<br>| 3000 | 34150 |
|  | Sino-American Silicon <br> Products, Inc.<br>| 20000 | 80930 |
|  | Solar Applied Materials <br> Technology Corp.<br>| 13000 | 24986 |
|  | Sports Gear Co. Ltd. | 3000 | 10931 |
| \* | Starlux Airlines Co. <br> Ltd.<br>| 14000 | 10918 |
|  | Supreme Electronics <br> Co. Ltd.<br>| 11000 | 23566 |
|  | Systex Corp. | 5000 | 21013 |
|  | Ta Ya Electric Wire & <br> Cable<br>| 23345 | 31784 |
|  | Tainan Spinning Co. <br> Ltd.<br>| 11000 | 4503 |
|  | Taiwan Business Bank | 174900 | 87119 |
|  | Taiwan Cogeneration <br> Corp.<br>| 7000 | 10971 |
|  | Taiwan Fertilizer Co. <br> Ltd.<br>| 29000 | 45333 |
| \* | Taiwan Glass Industry <br> Corp.<br>| 39000 | 35385 |
|  | Taiwan Hon Chuan <br> Enterprise Co. Ltd.<br>| 7000 | 28701 |
|  | Taiwan Surface <br> Mounting <br> Technology Corp.<br>| 11000 | 39213 |
|  | Tatung Co. Ltd. | 22000 | 25786 |
|  | Tong Hsing Electronic <br> Industries Ltd.<br>| 3000 | 12187 |
|  | Tong Yang Industry Co. <br> Ltd.<br>| 7000 | 21962 |
|  | Tripod Technology <br> Corp.<br>| 3000 | 33178 |
|  | TS Financial Holding <br> Co. Ltd (2887 TT)<br>| 345000 | 209589 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Tung Ho Steel <br> Enterprise Corp.<br>| 13000 | $26521 |
|  | TXC Corp. | 4000 | 11549 |
|  | U-Ming Marine <br> Transport Corp.<br>| 18000 | 32520 |
|  | Unimicron Technology <br> Corp.<br>| 58000 | 305691 |
|  | Union Bank of Taiwan | 18190 | 10961 |
|  | Unitech Printed Circuit <br> Board Corp.<br>| 12000 | 10219 |
|  | UPI Semiconductor <br> Corp.<br>| 2000 | 12175 |
|  | Wah Lee Industrial <br> Corp.<br>| 3000 | 8786 |
|  | Walsin Lihwa Corp. | 87429 | 84684 |
|  | Walsin Technology <br> Corp.<br>| 10000 | 40124 |
|  | Wan Hai Lines Ltd. | 9000 | 24013 |
|  | Win Semiconductors <br> Corp.<br>| 15000 | 52144 |
| \* | Winbond Electronics <br> Corp.<br>| 133000 | 232610 |
|  | Wisdom Marine Lines <br> Co. Ltd.<br>| 17000 | 34828 |
|  | WNC Corp. | 15000 | 60867 |
|  | Yageo Corp. | 20000 | 160977 |
|  | Yang Ming Marine <br> Transport Corp.<br>| 24000 | 44776 |
|  | YFY, Inc. | 31000 | 25565 |
| \* | Yieh Phui Enterprise <br> Co. Ltd.<br>| 15000 | 7185 |
|  | Yuanta Futures Co. <br> Ltd.<br>| 2000 | 5852 |
|  | Yulon Finance Corp. | 10500 | 32790 |
|  | Yulon Motor Co. Ltd. | 18000 | 19192 |
|  | Zhen Ding Technology <br> Holding Ltd.<br>| 28000 | 147854 |
| TOTAL TAIWAN | TOTAL TAIWAN |  | 7150889 |
| THAILAND — (0.4%) | THAILAND — (0.4%) | THAILAND — (0.4%) | THAILAND — (0.4%) |
|  | AEON Thana Sinsap <br> Thailand PCL<br>| 3400 | 11093 |
|  | Amata Corp. PCL | 40100 | 17858 |
|  | AP Thailand PCL | 102500 | 27420 |
|  | Bangchak Corp. PCL | 28300 | 25819 |
|  | Bangkok Commercial <br> Asset Management <br> PCL<br>| 140700 | 29371 |
|  | Berli Jucker PCL | 32100 | 18167 |
|  | CH Karnchang PCL | 64800 | 30662 |
| \* | Energy Absolute PCL | 331300 | 31352 |
|  | Hana Microelectronics <br> PCL<br>| 28500 | 20448 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | IRPC PCL | 546800 | $19447 |
|  | Ngern Tid Lor PCL | 15222 | 9886 |
|  | Regional Container <br> Lines PCL<br>| 18600 | 14812 |
|  | Sansiri PCL | 937300 | 40582 |
|  | Sri Trang Agro-Industry <br> PCL<br>| 42100 | 15494 |
|  | Sri Trang Gloves <br> Thailand PCL<br>| 23000 | 4766 |
|  | Srisawad Corp. PCL | 37700 | 32937 |
|  | Star Petroleum <br> Refining PCL<br>| 69000 | 10243 |
|  | Supalai PCL | 68900 | 36437 |
|  | Thai Oil PCL | 60700 | 67111 |
|  | Thai Union Group <br> PCL<br>| 120700 | 48900 |
| TOTAL THAILAND | TOTAL THAILAND |  | 512805 |
| TURKEY — (0.1%) | TURKEY — (0.1%) | TURKEY — (0.1%) | TURKEY — (0.1%) |
|  | Anadolu Anonim Turk <br> Sigorta Sirketi<br>| 40000 | 22040 |
|  | Aygaz AS | 7000 | 32857 |
|  | Enerya Enerji AS | 108379 | 25162 |
|  | Global Yatirim Holding <br> AS<br>| 84971 | 23584 |
|  | Sekerbank Turk AS | 49467 | 9411 |
| \* | Turkiye Sinai Kalkinma <br> Bankasi AS<br>| 34486 | 10551 |
|  | Ulker Biskuvi Sanayi <br> AS<br>| 3969 | 10183 |
| TOTAL TURKEY | TOTAL TURKEY |  | 133788 |
| UNITED ARAB EMIRATES — (0.6%) | UNITED ARAB EMIRATES — (0.6%) | UNITED ARAB EMIRATES — (0.6%) | UNITED ARAB EMIRATES — (0.6%) |
| \* | Abu Dhabi Ports Co. <br> PJSC<br>| 44362 | 55386 |
|  | ADNOC Logistics & <br> Services<br>| 30264 | 47274 |
|  | Dubai Financial Market <br> PJSC<br>| 52129 | 21877 |
|  | Dubai Investments <br> PJSC<br>| 126791 | 114654 |
|  | Dubai Islamic Bank <br> PJSC<br>| 26113 | 67550 |
|  | Emaar Development <br> PJSC<br>| 17855 | 72528 |
| \* | Modon Holding PSC | 130467 | 129625 |
| \* | Multiply Group PJSC | 101095 | 82142 |
|  | NMDC Group PJSC | 8113 | 52819 |
|  | Pure Health Holding <br> PJSC<br>| 13117 | 10039 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |
|  | Sharjah Islamic Bank | 45955 | $36911 |
| TOTAL UNITED ARAB <br> EMIRATES | TOTAL UNITED ARAB <br> EMIRATES |  | 690805 |
| UNITED KINGDOM — (8.2%) | UNITED KINGDOM — (8.2%) | UNITED KINGDOM — (8.2%) | UNITED KINGDOM — (8.2%) |
|  | Aberdeen Group PLC | 108381 | 289056 |
|  | Barratt Redrow PLC | 78141 | 386674 |
|  | Beazley PLC | 34164 | 417955 |
|  | Bellway PLC | 5154 | 177880 |
|  | Berkeley Group <br> Holdings PLC<br>| 3930 | 208190 |
| \* | Canal & SA | 37988 | 119544 |
|  | Centrica PLC | 273712 | 645085 |
|  | Croda International <br> PLC<br>| 6030 | 228905 |
|  | DCC PLC | 5602 | 369054 |
|  | Drax Group PLC | 19474 | 184568 |
| \* | Frasers Group PLC | 4973 | 47740 |
|  | Grafton Group PLC, <br> CDI<br>| 9580 | 119794 |
|  | Hikma <br> Pharmaceuticals <br> PLC<br>| 4831 | 116859 |
|  | Hiscox Ltd. | 19708 | 356287 |
|  | ICG PLC | 10079 | 256046 |
|  | IG Group Holdings <br> PLC<br>| 18589 | 272098 |
|  | Inchcape PLC | 18806 | 188715 |
|  | Informa PLC | 8187 | 104248 |
|  | Investec PLC | 34111 | 256843 |
|  | ITV PLC | 191721 | 175493 |
|  | J Sainsbury PLC | 100261 | 450160 |
|  | JD Sports Fashion <br> PLC<br>| 150796 | 184783 |
|  | Johnson Matthey PLC | 9644 | 270093 |
|  | Kingfisher PLC | 105035 | 425978 |
|  | Lion Finance Group <br> PLC<br>| 2046 | 215390 |
|  | M&G PLC | 112005 | 387780 |
|  | Man Group PLC | 65141 | 179972 |
|  | Marks & Spencer <br> Group PLC<br>| 97061 | 507223 |
|  | Mondi PLC | 8777 | 98108 |
| \* | Ocado Group PLC | 9833 | 28319 |
|  | OSB Group PLC | 21180 | 150123 |
|  | Persimmon PLC | 9965 | 158375 |
| Ω | Quilter PLC | 79770 | 190455 |
|  | Rathbones Group PLC | 3617 | 84781 |
|  | RS Group PLC | 25841 | 189127 |
|  | Schroders PLC | 45589 | 227495 |
|  | Spectris PLC | 863 | 46557 |
|  | Taylor Wimpey PLC | 110949 | 153469 |
|  | TBC Bank Group PLC | 2306 | 132116 |
|  | TP ICAP Group PLC | 46483 | 160318 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| \* | Vistry Group PLC | 26996 | $228674 |
|  | Whitbread PLC | 9680 | 368520 |
| TOTAL UNITED <br> KINGDOM | TOTAL UNITED <br> KINGDOM |  | 9758850 |
| UNITED STATES — (0.1%) | UNITED STATES — (0.1%) | UNITED STATES — (0.1%) | UNITED STATES — (0.1%) |
|  | Royal Gold, Inc. | 743 | 129913 |
| TOTAL COMMON <br> STOCKS | TOTAL COMMON <br> STOCKS |  | 115745080 |
| PREFERRED STOCKS — (0.6%) | PREFERRED STOCKS — (0.6%) | PREFERRED STOCKS — (0.6%) | PREFERRED STOCKS — (0.6%) |
| BRAZIL — (0.2%) | BRAZIL — (0.2%) | BRAZIL — (0.2%) | BRAZIL — (0.2%) |
|  | Banco Pan SA, <br> 2.333%<br>| 20790 | 39996 |
|  | Gerdau SA, 3.379% | 40000 | 140819 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | 180815 |
| COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) |
|  | Grupo Argos SA, <br> 5.588%<br>| 1239 | 3883 |
|  | Grupo Aval Acciones y <br> Valores SA, 3.140%<br>| 89000 | 17940 |
|  | Grupo de Inversiones <br> Suramericana SA, <br> 3.606%<br>| 1713 | 18176 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | 39999 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| GERMANY — (0.4%) | GERMANY — (0.4%) | GERMANY — (0.4%) |
| FUCHS SE, 3.020% | 2980 | $133398 |
| Porsche Automobil <br> Holding SE, 5.552%<br>| 5688 | 226004 |
| Sixt SE, 4.946% | 764 | 48536 |
| TOTAL GERMANY |  | 407938 |
| TOTAL PREFERRED <br> STOCKS |  | 628752 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $100,255,984) |  | 116373832 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (2.1%) | SECURITIES LENDING COLLATERAL — (2.1%) | SECURITIES LENDING COLLATERAL — (2.1%) | SECURITIES LENDING COLLATERAL — (2.1%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 220915 | 2555319 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $102,811,303) | (Cost $102,811,303) |  | $118929151 |

---

As of October 31, 2025, Dimensional World ex U.S. Sustainability Targeted Value Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp; 2 | 12/19/25 | &nbsp;&nbsp; $682463 | &nbsp;&nbsp; $687401 | &nbsp;&nbsp; $4938 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$682463** | &nbsp;&nbsp; **$687401** | &nbsp;&nbsp; **$4938** |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

As of October 31, 2025, the value of Rule 144A securities amounted to $5,186,306 or 4.4% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| Australia | &nbsp;&nbsp; — | &nbsp;&nbsp; $4677570 | &nbsp;&nbsp; — | &nbsp;&nbsp; $4677570 |
| Austria | &nbsp;&nbsp; — | &nbsp;&nbsp; 329136 | &nbsp;&nbsp; — | &nbsp;&nbsp; 329136 |
| Belgium | &nbsp;&nbsp; — | &nbsp;&nbsp; 788593 | &nbsp;&nbsp; — | &nbsp;&nbsp; 788593 |
| Brazil | &nbsp;&nbsp; $1040064 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1040064 |
| Canada | &nbsp;&nbsp; 8889051 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 8889051 |
| Chile | &nbsp;&nbsp; — | &nbsp;&nbsp; 59080 | &nbsp;&nbsp; — | &nbsp;&nbsp; 59080 |
| China | &nbsp;&nbsp; 529168 | &nbsp;&nbsp; 11281339 | &nbsp;&nbsp; — | &nbsp;&nbsp; 11810507 |
| Colombia | &nbsp;&nbsp; 17284 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 17284 |
| Denmark | &nbsp;&nbsp; — | &nbsp;&nbsp; 2316369 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2316369 |
| Finland | &nbsp;&nbsp; — | &nbsp;&nbsp; 2612592 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2612592 |
| France | &nbsp;&nbsp; — | &nbsp;&nbsp; 4214858 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4214858 |
| Germany | &nbsp;&nbsp; 142765 | &nbsp;&nbsp; 3851025 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3993790 |
| Greece | &nbsp;&nbsp; — | &nbsp;&nbsp; 182487 | &nbsp;&nbsp; — | &nbsp;&nbsp; 182487 |
| Hong Kong | &nbsp;&nbsp; — | &nbsp;&nbsp; 1128405 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1128405 |
| Hungary | &nbsp;&nbsp; — | &nbsp;&nbsp; 3080 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3080 |
| India | &nbsp;&nbsp; — | &nbsp;&nbsp; 6198316 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6198316 |
| Indonesia | &nbsp;&nbsp; — | &nbsp;&nbsp; 205366 | &nbsp;&nbsp; — | &nbsp;&nbsp; 205366 |
| Ireland | &nbsp;&nbsp; — | &nbsp;&nbsp; 1472334 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1472334 |
| Israel | &nbsp;&nbsp; — | &nbsp;&nbsp; 1235507 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1235507 |
| Italy | &nbsp;&nbsp; 361782 | &nbsp;&nbsp; 4459796 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4821578 |
| Japan | &nbsp;&nbsp; — | &nbsp;&nbsp; 16836243 | &nbsp;&nbsp; — | &nbsp;&nbsp; 16836243 |
| Kuwait | &nbsp;&nbsp; — | &nbsp;&nbsp; 299843 | &nbsp;&nbsp; — | &nbsp;&nbsp; 299843 |
| Malaysia | &nbsp;&nbsp; — | &nbsp;&nbsp; 527535 | &nbsp;&nbsp; — | &nbsp;&nbsp; 527535 |
| Mexico | &nbsp;&nbsp; 507876 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 507876 |
| Netherlands | &nbsp;&nbsp; — | &nbsp;&nbsp; 3260674 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3260674 |
| New Zealand | &nbsp;&nbsp; — | &nbsp;&nbsp; 170902 | &nbsp;&nbsp; — | &nbsp;&nbsp; 170902 |
| Norway | &nbsp;&nbsp; 23040 | &nbsp;&nbsp; 525795 | &nbsp;&nbsp; — | &nbsp;&nbsp; 548835 |
| Philippines | &nbsp;&nbsp; — | &nbsp;&nbsp; 137046 | &nbsp;&nbsp; — | &nbsp;&nbsp; 137046 |
| Poland | &nbsp;&nbsp; — | &nbsp;&nbsp; 480705 | &nbsp;&nbsp; — | &nbsp;&nbsp; 480705 |
| Portugal | &nbsp;&nbsp; — | &nbsp;&nbsp; 468308 | &nbsp;&nbsp; — | &nbsp;&nbsp; 468308 |
| Qatar | &nbsp;&nbsp; — | &nbsp;&nbsp; 194812 | &nbsp;&nbsp; — | &nbsp;&nbsp; 194812 |
| Saudi Arabia | &nbsp;&nbsp; — | &nbsp;&nbsp; 955885 | &nbsp;&nbsp; — | &nbsp;&nbsp; 955885 |
| Singapore | &nbsp;&nbsp; — | &nbsp;&nbsp; 1051621 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1051621 |
| South Africa | &nbsp;&nbsp; — | &nbsp;&nbsp; 979997 | &nbsp;&nbsp; — | &nbsp;&nbsp; 979997 |
| South Korea | &nbsp;&nbsp; — | &nbsp;&nbsp; 4643559 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4643559 |
| Spain | &nbsp;&nbsp; — | &nbsp;&nbsp; 830857 | &nbsp;&nbsp; — | &nbsp;&nbsp; 830857 |
| Sweden | &nbsp;&nbsp; — | &nbsp;&nbsp; 2496032 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2496032 |
| Switzerland | &nbsp;&nbsp; — | &nbsp;&nbsp; 6981333 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6981333 |
| Taiwan | &nbsp;&nbsp; — | &nbsp;&nbsp; 7150889 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7150889 |
| Thailand | &nbsp;&nbsp; — | &nbsp;&nbsp; 512805 | &nbsp;&nbsp; — | &nbsp;&nbsp; 512805 |
| Turkey | &nbsp;&nbsp; — | &nbsp;&nbsp; 133788 | &nbsp;&nbsp; — | &nbsp;&nbsp; 133788 |
| United Arab Emirates | &nbsp;&nbsp; — | &nbsp;&nbsp; 690805 | &nbsp;&nbsp; — | &nbsp;&nbsp; 690805 |
| United Kingdom | &nbsp;&nbsp; — | &nbsp;&nbsp; 9758850 | &nbsp;&nbsp; — | &nbsp;&nbsp; 9758850 |
| United States | &nbsp;&nbsp; 129913 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 129913 |
| Preferred Stocks |  |  |  |  |
| Brazil | &nbsp;&nbsp; 180815 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 180815 |
| Colombia | &nbsp;&nbsp; 39999 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 39999 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; $407938 | &nbsp;&nbsp; — | &nbsp;&nbsp; $407938 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 2555319 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2555319 |
| Total Investments in Securities | &nbsp;&nbsp; $11861757 | &nbsp;&nbsp; $107067394 | &nbsp;&nbsp; — | &nbsp;&nbsp; $118929151 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Futures Contracts\*\* | &nbsp;&nbsp; $4938 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 4938 |
| Total Financial Instruments | &nbsp;&nbsp; $4938 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $4938 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**DFA Global Sustainability Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BONDS — (97.4%) | BONDS — (97.4%) | BONDS — (97.4%) | BONDS — (97.4%) | BONDS — (97.4%) |
| AUSTRALIA — (7.2%) | AUSTRALIA — (7.2%) | AUSTRALIA — (7.2%) | AUSTRALIA — (7.2%) | AUSTRALIA — (7.2%) |
| Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.680%, FRN | Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.680%, FRN |  |  |  |
| (r)Ω | 4.966%, 07/16/27 |  | 4000 | $4019108 |
| National Australia Bank Ltd.  | National Australia Bank Ltd.  | National Australia Bank Ltd.  |  |  |
| (r) | SOFR + 0.620%, <br> FRN, 4.888%, <br> 06/11/27<br>|  | 2020 | 2024614 |
| (r)Ω | SOFR + 0.620%, <br> FRN, 4.888%, <br> 06/11/27<br>|  | 1000 | 1002284 |
|  | 1.375%, 08/30/28 | EUR | 1800 | 2015244 |
| (r)Ω | SOFR + 0.790%, <br> FRN, 5.071%, <br> 01/14/30<br>|  | 1500 | 1513546 |
| New South Wales Treasury <br> Corp.  | New South Wales Treasury <br> Corp.  |  |  |  |
|  | 2.250%, 05/07/41 | AUD | 5000 | 2201916 |
| Queensland Treasury Corp.  | Queensland Treasury Corp.  | Queensland Treasury Corp.  |  |  |
|  | 1.750%, 07/20/34 | AUD | 10000 | 5133114 |
|  | 5.250%, 08/13/38 | AUD | 6000 | 3921364 |
| South Australian <br> Government Financing <br> Authority  | South Australian <br> Government Financing <br> Authority  |  |  |  |
|  | 2.000%, 05/23/36 | AUD | 8000 | 3955479 |
| Treasury Corp. of Victoria  | Treasury Corp. of Victoria  | Treasury Corp. of Victoria  |  |  |
| (r) | 3M Swap + 0.420%, <br> FRN, 3.978%, <br> 03/17/31<br>| AUD | 2500 | 1637386 |
|  | 2.250%, 11/20/34 | AUD | 19900 | 10542755 |
|  | 2.000%, 09/17/35 | AUD | 4800 | 2415717 |
|  | 2.000%, 11/20/37 | AUD | 7500 | 3488466 |
| Westpac Banking Corp., <br> SOFR + 0.820%, FRN | Westpac Banking Corp., <br> SOFR + 0.820%, FRN |  |  |  |
| (r) | 5.089%, 07/01/30 |  | 5000 | 5047080 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | 48918073 |
| AUSTRIA — (0.4%) | AUSTRIA — (0.4%) | AUSTRIA — (0.4%) | AUSTRIA — (0.4%) | AUSTRIA — (0.4%) |
| Republic of Austria Government <br> Bonds  | Republic of Austria Government <br> Bonds  | Republic of Austria Government <br> Bonds  |  |  |
|  | 3.200%, 07/15/39 | EUR | 2500 | 2865534 |
| BELGIUM — (2.7%) | BELGIUM — (2.7%) | BELGIUM — (2.7%) | BELGIUM — (2.7%) | BELGIUM — (2.7%) |
| Dexia SA  | Dexia SA  | Dexia SA  |  |  |
| (r) | SONIA + 1.000%, <br> FRN, 4.989%, <br> 03/25/26<br>| GBP | 4000 | 5268540 |
| Δ | 0.000%, 01/21/28 | EUR | 7000 | 7668209 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) |
| Kingdom of Belgium <br> Government Bonds  | Kingdom of Belgium <br> Government Bonds  | Kingdom of Belgium <br> Government Bonds  |  |  |
|  | 0.100%, 06/22/30 | EUR | 1700 | $1758638 |
|  | 1.450%, 06/22/37 | EUR | 3750 | 3529426 |
| TOTAL BELGIUM | TOTAL BELGIUM |  |  | 18224813 |
| CANADA — (14.4%) | CANADA — (14.4%) | CANADA — (14.4%) | CANADA — (14.4%) | CANADA — (14.4%) |
| Bank of Montreal, SOFR + <br> 1.330%, FRN | Bank of Montreal, SOFR + <br> 1.330%, FRN |  |  |  |
| (r) | 5.520%, 06/05/26 |  | 4000 | 4022933 |
| Canada Housing Trust No. 1  | Canada Housing Trust No. 1  | Canada Housing Trust No. 1  |  |  |
| (r)Ω | 1 day CAD Overnight <br> Index + 0.30%, <br> FRN, 2.746%, <br> 09/15/27<br>| CAD | 3000 | 2142362 |
| (r) | 1 day CAD Overnight <br> Index + 0.38%, <br> FRN, 2.821%, <br> 03/15/30<br>| CAD | 3500 | 2501069 |
| CDP Financial, Inc.  | CDP Financial, Inc.  | CDP Financial, Inc.  |  |  |
| Ω | 1.125%, 04/06/27 | EUR | 1936 | 2197752 |
|  | 3.000%, 04/11/29 | EUR | 800 | 938091 |
| City of Montreal  | City of Montreal  | City of Montreal  |  |  |
|  | 3.900%, 09/01/34 | CAD | 1000 | 724801 |
|  | 2.400%, 12/01/41 | CAD | 5000 | 2754590 |
| CPPIB Capital, Inc., <br> SONIA + 1.250%, FRN | CPPIB Capital, Inc., <br> SONIA + 1.250%, FRN |  |  |  |
| (r) | 5.238%, 06/15/26 | GBP | 1500 | 1981951 |
| Export Development <br> Canada, SOFR + <br> 0.330%, FRN | Export Development <br> Canada, SOFR + <br> 0.330%, FRN |  |  |  |
| (r) | 4.398%, 08/01/28 |  | 950 | 950956 |
| Hydro-Quebec  | Hydro-Quebec  |  |  |  |
|  | 6.500%, 02/15/35 | CAD | 3000 | 2609704 |
| OMERS Finance Trust  | OMERS Finance Trust  |  |  |  |
|  | 3.250%, 01/28/35 | EUR | 2500 | 2880086 |
| Ontario Teachers' Finance <br> Trust  | Ontario Teachers' Finance <br> Trust  |  |  |  |
|  | 0.100%, 05/19/28 | EUR | 5000 | 5446608 |
| Province of Alberta  | Province of Alberta  | Province of Alberta  |  |  |
|  | 4.500%, 12/01/40 | CAD | 8000 | 5944487 |
|  | 3.450%, 12/01/43 | CAD | 5000 | 3195144 |
| Province of British Columbia  | Province of British Columbia  | Province of British Columbia  |  |  |
|  | 4.150%, 06/18/34 | CAD | 12800 | 9564476 |
|  | 3.200%, 06/18/44 | CAD | 12000 | 7319953 |
| Province of Manitoba  | Province of Manitoba  | Province of Manitoba  |  |  |
|  | 3.800%, 06/02/33 | CAD | 1500 | 1100303 |
|  | 4.250%, 06/02/34 | CAD | 2000 | 1502378 |
|  | 4.650%, 03/05/40 | CAD | 5000 | 3742540 |

---

------

**DFA Global Sustainability Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | 4.400%, 03/05/42 | CAD | 8000 | $5783009 |
| Province of Ontario  | Province of Ontario  | Province of Ontario  |  |  |
|  | 4.150%, 06/02/34 | CAD | 7400 | 5540226 |
|  | 3.500%, 06/02/43 | CAD | 12400 | 8026426 |
| Province of Quebec  | Province of Quebec  | Province of Quebec  |  |  |
|  | 3.000%, 01/24/33 | EUR | 4700 | 5431690 |
|  | 5.000%, 12/01/38 | CAD | 7000 | 5475577 |
|  | 5.000%, 12/01/41 | CAD | 3000 | 2328837 |
|  | 4.250%, 12/01/43 | CAD | 2800 | 1980413 |
| TELUS Corp.  | TELUS Corp.  |  |  |  |
|  | 4.850%, 04/05/44 | CAD | 3500 | 2439382 |
| TOTAL CANADA | TOTAL CANADA |  |  | 98525744 |
| FINLAND — (1.3%) | FINLAND — (1.3%) | FINLAND — (1.3%) | FINLAND — (1.3%) | FINLAND — (1.3%) |
| Finland Government Bonds  | Finland Government Bonds  |  |  |  |
| Δ | 0.000%, 09/15/30 | EUR | 2100 | 2152130 |
| Kuntarahoitus OYJ  | Kuntarahoitus OYJ  | Kuntarahoitus OYJ  |  |  |
|  | 3.000%, 09/25/28 | EUR | 3000 | 3526728 |
| (r) | SOFR + 1.000%, <br> FRN, 5.068%, <br> 02/02/29<br>|  | 3000 | 3054505 |
| TOTAL FINLAND | TOTAL FINLAND |  |  | 8733363 |
| FRANCE — (8.9%) | FRANCE — (8.9%) | FRANCE — (8.9%) | FRANCE — (8.9%) | FRANCE — (8.9%) |
| Action Logement Services  | Action Logement Services  |  |  |  |
|  | 0.500%, 10/30/34 | EUR | 4100 | 3652065 |
| Agence Francaise de <br> Developpement EPIC  | Agence Francaise de <br> Developpement EPIC  | Agence Francaise de <br> Developpement EPIC  |  |  |
|  | 0.500%, 05/31/35 | EUR | 2000 | 1748726 |
|  | 0.375%, 05/25/36 | EUR | 500 | 411324 |
|  | 1.125%, 03/02/37 | EUR | 2500 | 2197789 |
| Agence France Locale  | Agence France Locale  | Agence France Locale  |  |  |
|  | 3.000%, 08/20/32 | EUR | 100 | 114216 |
|  | 3.125%, 03/20/34 | EUR | 8500 | 9614142 |
| BPCE SA  | BPCE SA  |  |  |  |
|  | 2.375%, 04/26/32 | EUR | 3900 | 4296734 |
| Dexia SA  | Dexia SA  |  |  |  |
|  | 1.000%, 10/18/27 | EUR | 1250 | 1405016 |
| French Republic <br> Government Bonds OAT  | French Republic <br> Government Bonds OAT  |  |  |  |
|  | 1.750%, 06/25/39 | EUR | 14000 | 12789669 |
| Ile-de-France Mobilites  | Ile-de-France Mobilites  |  |  |  |
|  | 0.200%, 11/16/35 | EUR | 4000 | 3341151 |
| Region of Ile de France  | Region of Ile de France  |  |  |  |
|  | 0.625%, 04/23/27 | EUR | 2000 | 2252019 |
| SFIL SA  | SFIL SA  | SFIL SA  |  |  |
|  | 3.000%, 09/24/30 | EUR | 7400 | 8612480 |
|  | 3.000%, 06/23/32 | EUR | 4800 | 5480359 |
| SNCF Reseau  | SNCF Reseau  | SNCF Reseau  |  |  |
|  | 2.625%, 12/29/25 | EUR | 1500 | 1729893 |
|  | 0.750%, 05/25/36 | EUR | 1500 | 1289171 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| Societe Generale SA  | Societe Generale SA  |  |  |  |
|  | 0.875%, 09/24/29 | EUR | 1500 | $1601888 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | 60536642 |
| GERMANY — (2.4%) | GERMANY — (2.4%) | GERMANY — (2.4%) | GERMANY — (2.4%) | GERMANY — (2.4%) |
| Deutsche Bahn AG  | Deutsche Bahn AG  | Deutsche Bahn AG  |  |  |
|  | 1.125%, 12/18/28 | EUR | 1000 | 1109655 |
|  | 0.750%, 07/16/35 | EUR | 500 | 461539 |
|  | 0.625%, 04/15/36 | EUR | 3400 | 3023715 |
| Kreditanstalt fuer Wiederaufbau  | Kreditanstalt fuer Wiederaufbau  | Kreditanstalt fuer Wiederaufbau  |  |  |
|  | 2.125%, 07/31/28 | EUR | 2750 | 3166041 |
|  | 2.750%, 02/20/31 | EUR | 6000 | 7014467 |
| Land Berlin  | Land Berlin  |  |  |  |
|  | 0.100%, 01/18/30 | EUR | 50 | 52308 |
| Siemens <br> Financieringsmaatschappij NV  | Siemens <br> Financieringsmaatschappij NV  | Siemens <br> Financieringsmaatschappij NV  |  |  |
|  | 2.750%, 09/09/30 | EUR | 1000 | 1163462 |
| Ω | 2.875%, 03/11/41 |  | 250 | 190849 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | 16182036 |
| HONG KONG — (0.2%) | HONG KONG — (0.2%) | HONG KONG — (0.2%) | HONG KONG — (0.2%) | HONG KONG — (0.2%) |
| Prudential Funding Asia PLC  | Prudential Funding Asia PLC  | Prudential Funding Asia PLC  |  |  |
|  | 3.625%, 03/24/32 |  | 1500 | 1435785 |
| JAPAN — (6.8%) | JAPAN — (6.8%) | JAPAN — (6.8%) | JAPAN — (6.8%) | JAPAN — (6.8%) |
| Japan Government Ten <br> Year Bonds  | Japan Government Ten <br> Year Bonds  |  |  |  |
|  | 0.400%, 06/20/33 | JPY | 700000 | 4196866 |
| Japan Government Thirty Year <br> Bonds  | Japan Government Thirty Year <br> Bonds  | Japan Government Thirty Year <br> Bonds  |  |  |
|  | 2.400%, 03/20/34 | JPY | 1000000 | 6933554 |
|  | 2.400%, 09/20/38 | JPY | 450000 | 3053348 |
|  | 2.200%, 03/20/41 | JPY | 220000 | 1417459 |
| Japan Government Twenty Year <br> Bonds  | Japan Government Twenty Year <br> Bonds  | Japan Government Twenty Year <br> Bonds  |  |  |
|  | 1.500%, 03/20/34 | JPY | 1000000 | 6477776 |
|  | 1.400%, 09/20/34 | JPY | 500000 | 3199727 |
|  | 1.200%, 09/20/35 | JPY | 600000 | 3730894 |
|  | 0.400%, 03/20/36 | JPY | 715000 | 4063265 |
|  | 0.400%, 06/20/40 | JPY | 1000000 | 5047434 |
|  | 0.500%, 12/20/41 | JPY | 700000 | 3434229 |
|  | 1.500%, 09/20/43 | JPY | 540000 | 3019949 |
| Sumitomo Mitsui Financial <br> Group, Inc.  | Sumitomo Mitsui Financial <br> Group, Inc.  |  |  |  |
|  | 2.296%, 01/12/41 |  | 2507 | 1784220 |
| TOTAL JAPAN | TOTAL JAPAN |  |  | 46358721 |
| LUXEMBOURG — (1.0%) | LUXEMBOURG — (1.0%) | LUXEMBOURG — (1.0%) | LUXEMBOURG — (1.0%) | LUXEMBOURG — (1.0%) |
| European Financial <br> Stability Facility  | European Financial <br> Stability Facility  |  |  |  |
|  | 2.625%, 05/07/30 | EUR | 850 | 986253 |

---

------

**DFA Global Sustainability Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| LUXEMBOURG — (Continued) | LUXEMBOURG — (Continued) | LUXEMBOURG — (Continued) | LUXEMBOURG — (Continued) | LUXEMBOURG — (Continued) |
| JAB Holdings BV  | JAB Holdings BV  | JAB Holdings BV  |  |  |
|  | 3.375%, 04/17/35 | EUR | 1200 | $1342977 |
|  | 2.250%, 12/19/39 | EUR | 5300 | 4775609 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  |  | 7104839 |
| NETHERLANDS — (3.7%) | NETHERLANDS — (3.7%) | NETHERLANDS — (3.7%) | NETHERLANDS — (3.7%) | NETHERLANDS — (3.7%) |
| ABN AMRO Bank NV  | ABN AMRO Bank NV  |  |  |  |
|  | 3.000%, 02/25/31 | EUR | 5000 | 5814565 |
| BNG Bank NV  | BNG Bank NV  | BNG Bank NV  |  |  |
| Δ | 0.000%, 08/31/28 | EUR | 6400 | 6928645 |
|  | 3.300%, 04/26/29 | AUD | 1000 | 636562 |
|  | 0.100%, 01/15/30 | EUR | 3800 | 3973664 |
| Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  |  |  |
| (r) | SOFR + 0.620%, <br> FRN, 4.838%, <br> 08/28/26<br>|  | 1250 | 1253250 |
| (r) | SOFR + 0.890%, <br> FRN, 4.983%, <br> 10/17/29<br>|  | 5000 | 5032994 |
|  | 5.250%, 05/24/41 |  | 1000 | 1010102 |
| Nederlandse <br> Waterschapsbank NV  | Nederlandse <br> Waterschapsbank NV  |  |  |  |
|  | 2.500%, 05/22/30 | EUR | 782 | 901621 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | 25551403 |
| NEW ZEALAND — (0.7%) | NEW ZEALAND — (0.7%) | NEW ZEALAND — (0.7%) | NEW ZEALAND — (0.7%) | NEW ZEALAND — (0.7%) |
| New Zealand Government <br> Bonds  | New Zealand Government <br> Bonds  |  |  |  |
|  | 2.750%, 04/15/37 | NZD | 6800 | 3349825 |
| New Zealand Local <br> Government Funding <br> Agency Bonds  | New Zealand Local <br> Government Funding <br> Agency Bonds  |  |  |  |
|  | 3.500%, 04/14/33 | NZD | 2500 | 1368952 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | 4718777 |
| NORWAY — (0.3%) | NORWAY — (0.3%) | NORWAY — (0.3%) | NORWAY — (0.3%) | NORWAY — (0.3%) |
| Kommunalbanken AS  | Kommunalbanken AS  | Kommunalbanken AS  |  |  |
| (r) | SOFR + 1.000%, <br> FRN, 5.162%, <br> 06/17/26<br>|  | 2000 | 2009077 |
| SPAIN — (0.4%) | SPAIN — (0.4%) | SPAIN — (0.4%) | SPAIN — (0.4%) | SPAIN — (0.4%) |
| Telefonica Emisiones SA  | Telefonica Emisiones SA  | Telefonica Emisiones SA  |  |  |
|  | 7.045%, 06/20/36 |  | 2300 | 2593083 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (15.0%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (15.0%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (15.0%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (15.0%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (15.0%) |
| Asian Development Bank  | Asian Development Bank  | Asian Development Bank  |  |  |
|  | 2.350%, 06/21/27 | JPY | 800000 | 5319537 |
| (r) | SONIA + 1.000%, <br> FRN, 4.987%, <br> 05/23/29<br>| GBP | 5400 | 7262455 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
| Asian Infrastructure <br> Investment Bank, SOFR <br> + 0.620%, FRN | Asian Infrastructure <br> Investment Bank, SOFR <br> + 0.620%, FRN |  |  |  |
| (r) | 4.896%, 08/16/27 |  | 1500 | $1509212 |
| European Bank for <br> Reconstruction & <br> Development  | European Bank for <br> Reconstruction & <br> Development  | European Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | SOFR + 0.190%, <br> FRN, 4.290%, <br> 04/14/26<br>|  | 486 | 485917 |
| (r) | SOFR + 0.300%, <br> FRN, 4.559%, <br> 02/16/29<br>|  | 7082 | 7075405 |
| European Investment Bank  | European Investment Bank  | European Investment Bank  |  |  |
| (r) | SONIA + 0.340%, <br> FRN, 4.328%, <br> 03/12/26<br>| GBP | 7185 | 9446416 |
|  | 2.150%, 01/18/27 | JPY | 590000 | 3890052 |
| Δ | 0.000%, 09/28/28 | EUR | 3000 | 3249856 |
| (r) | SOFR + 0.320%, <br> FRN, 4.603%, <br> 08/14/29<br>|  | 2000 | 2001399 |
| European Union  | European Union  | European Union  |  |  |
| Δ | 0.000%, 10/04/28 | EUR | 1000 | 1081780 |
|  | 2.875%, 10/05/29 | EUR | 6000 | 7048665 |
|  | 2.750%, 12/13/32 | EUR | 6900 | 7950327 |
|  | 3.375%, 10/04/39 | EUR | 3500 | 4005031 |
| Inter-American Development <br> Bank  | Inter-American Development <br> Bank  | Inter-American Development <br> Bank  |  |  |
| (r) | SOFR + 0.280%, <br> FRN, 4.384%, <br> 04/12/27<br>|  | 606 | 606530 |
| (r) | SOFR + 0.350%, <br> FRN, 4.466%, <br> 10/04/27<br>|  | 3200 | 3205406 |
| (r) | SOFR + 0.270%, <br> FRN, 4.411%, <br> 03/20/28<br>|  | 5300 | 5297054 |
| (r) | SOFR + 0.350%, <br> FRN, 4.466%, <br> 10/05/28<br>|  | 3000 | 3002545 |
| (r) | SOFR + 0.370%, <br> FRN, 4.438%, <br> 08/01/29<br>|  | 7100 | 7101517 |
| International Bank for <br> Reconstruction & <br> Development  | International Bank for <br> Reconstruction & <br> Development  | International Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | SOFR + 0.370%, <br> FRN, 4.474%, <br> 01/12/27<br>|  | 2800 | 2803932 |

---

------

**DFA Global Sustainability Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
| (r) | SOFR + 0.430%, <br> FRN, 4.694%, <br> 08/19/27<br>|  | 4200 | $4215708 |
| (r) | SOFR + 0.300%, <br> FRN, 4.580%, <br> 05/15/28<br>|  | 10000 | 10007225 |
| International Finance Corp.  | International Finance Corp.  | International Finance Corp.  |  |  |
| (r) | SOFR + 0.310%, <br> FRN, 4.590%, <br> 08/28/28<br>|  | 820 | 820111 |
|  | 1.500%, 04/15/35 | AUD | 5300 | 2592346 |
| Nordic Investment Bank  | Nordic Investment Bank  | Nordic Investment Bank  |  |  |
|  | 3.400%, 02/06/26 | AUD | 500 | 326659 |
| (r) | SOFR + 1.000%, <br> FRN, 5.290%, <br> 05/12/26<br>|  | 500 | 502117 |
| (r) | 3M NIBOR + 1.000%, <br> FRN, 5.190%, <br> 01/27/28<br>| NOK | 20000 | 2013199 |
| TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS | TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS |  |  | 102820401 |
| SWEDEN — (0.6%) | SWEDEN — (0.6%) | SWEDEN — (0.6%) | SWEDEN — (0.6%) | SWEDEN — (0.6%) |
| Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN | Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN |  |  |  |
| (r) | 5.069%, 08/03/26 |  | 3180 | 3198413 |
| Svenska Handelsbanken <br> AB, SOFR + 1.250%, <br> FRN | Svenska Handelsbanken <br> AB, SOFR + 1.250%, <br> FRN |  |  |  |
| (r)Ω | 5.408%, 06/15/26 |  | 1000 | 1006621 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | 4205034 |
| SWITZERLAND — (0.3%) | SWITZERLAND — (0.3%) | SWITZERLAND — (0.3%) | SWITZERLAND — (0.3%) | SWITZERLAND — (0.3%) |
| UBS Group AG  | UBS Group AG  | UBS Group AG  |  |  |
|  | 0.875%, 11/03/31 | EUR | 2000 | 2028838 |
| UNITED KINGDOM — (4.1%) | UNITED KINGDOM — (4.1%) | UNITED KINGDOM — (4.1%) | UNITED KINGDOM — (4.1%) | UNITED KINGDOM — (4.1%) |
| Barclays PLC  | Barclays PLC  |  |  |  |
|  | 3.250%, 01/17/33 | GBP | 1800 | 2086300 |
| HSBC Holdings PLC  | HSBC Holdings PLC  |  |  |  |
|  | 6.100%, 01/14/42 |  | 3000 | 3275511 |
| LSEGA Financing PLC  | LSEGA Financing PLC  |  |  |  |
| Ω | 3.200%, 04/06/41 |  | 750 | 583965 |
| Motability Operations <br> Group PLC  | Motability Operations <br> Group PLC  |  |  |  |
|  | 3.625%, 03/10/36 | GBP | 2000 | 2250192 |
| Santander U.K. Group <br> Holdings PLC  | Santander U.K. Group <br> Holdings PLC  |  |  |  |
|  | 3.625%, 01/14/26 | GBP | 400 | 524782 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| U.K. Gilts  | U.K. Gilts  |  |  |  |
|  | 1.125%, 01/31/39 | GBP | 23000 | $19674475 |
| TOTAL UNITED <br> KINGDOM | TOTAL UNITED <br> KINGDOM |  |  | 28395225 |
| UNITED STATES — (27.0%) | UNITED STATES — (27.0%) | UNITED STATES — (27.0%) | UNITED STATES — (27.0%) | UNITED STATES — (27.0%) |
| Abbott Laboratories  | Abbott Laboratories  |  |  |  |
|  | 4.750%, 04/15/43 |  | 1100 | 1052778 |
| Aetna, Inc.  | Aetna, Inc.  |  |  |  |
|  | 4.125%, 11/15/42 |  | 680 | 543457 |
| Allstate Corp.  | Allstate Corp.  |  |  |  |
|  | 4.500%, 06/15/43 |  | 1000 | 889423 |
| Amazon.com, Inc.  | Amazon.com, Inc.  |  |  |  |
|  | 2.875%, 05/12/41 |  | 8500 | 6504457 |
| American Tower Corp.  | American Tower Corp.  |  |  |  |
|  | 0.950%, 10/05/30 | EUR | 700 | 733124 |
| Amgen, Inc.  | Amgen, Inc.  | Amgen, Inc.  |  |  |
|  | 3.150%, 02/21/40 |  | 3375 | 2665995 |
|  | 2.800%, 08/15/41 |  | 3500 | 2581117 |
| Apple, Inc.  | Apple, Inc.  |  |  |  |
|  | 3.850%, 05/04/43 |  | 1000 | 852253 |
| Assurant, Inc.  | Assurant, Inc.  |  |  |  |
|  | 2.650%, 01/15/32 |  | 1000 | 879350 |
| AT&T, Inc.  | AT&T, Inc.  | AT&T, Inc.  |  |  |
|  | 5.200%, 11/18/33 | GBP | 500 | 663228 |
|  | 3.500%, 06/01/41 |  | 2500 | 1978019 |
|  | 4.300%, 12/15/42 |  | 1500 | 1283292 |
| Athene Holding Ltd.  | Athene Holding Ltd.  |  |  |  |
| # | 5.875%, 01/15/34 |  | 3165 | 3285605 |
| Bank of America Corp.  | Bank of America Corp.  |  |  |  |
|  | 5.875%, 02/07/42 |  | 2600 | 2789943 |
| Blue Owl Finance LLC  | Blue Owl Finance LLC  |  |  |  |
|  | 6.250%, 04/18/34 |  | 80 | 83016 |
| BorgWarner, Inc.  | BorgWarner, Inc.  |  |  |  |
|  | 1.000%, 05/19/31 | EUR | 2900 | 2974719 |
| Boston Properties LP  | Boston Properties LP  |  |  |  |
|  | 5.750%, 01/15/35 |  | 1234 | 1261857 |
| Bristol-Myers Squibb Co.  | Bristol-Myers Squibb Co.  |  |  |  |
|  | 4.125%, 06/15/39 |  | 3000 | 2725627 |
| Broadcom, Inc.  | Broadcom, Inc.  | Broadcom, Inc.  |  |  |
|  | 3.469%, 04/15/34 |  | 3000 | 2747885 |
| Ω | 3.137%, 11/15/35 |  | 1000 | 866711 |
| Carrier Global Corp.  | Carrier Global Corp.  |  |  |  |
|  | 3.377%, 04/05/40 |  | 4500 | 3666222 |
| Cigna Group  | Cigna Group  |  |  |  |
|  | 4.800%, 08/15/38 |  | 1436 | 1366691 |
| Cisco Systems, Inc.  | Cisco Systems, Inc.  |  |  |  |
|  | 5.500%, 01/15/40 |  | 3334 | 3475610 |
| Citigroup, Inc.  | Citigroup, Inc.  | Citigroup, Inc.  |  |  |
|  | 8.125%, 07/15/39 |  | 3600 | 4616189 |
|  | 5.875%, 01/30/42 |  | 750 | 795222 |
| CME Group, Inc.  | CME Group, Inc.  |  |  |  |
|  | 5.300%, 09/15/43 |  | 3000 | 3074444 |

---

------

**DFA Global Sustainability Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| CNO Financial Group, Inc.  | CNO Financial Group, Inc.  |  |  |  |
|  | 6.450%, 06/15/34 |  | 500 | $530594 |
| Comcast Corp.  | Comcast Corp.  |  |  |  |
|  | 3.250%, 11/01/39 |  | 5000 | 3942893 |
| Conagra Brands, Inc.  | Conagra Brands, Inc.  |  |  |  |
|  | 5.300%, 11/01/38 |  | 500 | 481114 |
| Cox Communications, Inc.  | Cox Communications, Inc.  |  |  |  |
| Ω | 4.800%, 02/01/35 |  | 460 | 433099 |
| CVS Health Corp.  | CVS Health Corp.  |  |  |  |
|  | 4.780%, 03/25/38 |  | 1500 | 1409371 |
| Elevance Health, Inc.  | Elevance Health, Inc.  | Elevance Health, Inc.  |  |  |
|  | 4.625%, 05/15/42 |  | 4000 | 3627331 |
|  | 4.650%, 01/15/43 |  | 2000 | 1801635 |
| Eli Lilly & Co., SOFR + <br> 0.530%, FRN | Eli Lilly & Co., SOFR + <br> 0.530%, FRN |  |  |  |
| (r) | 4.718%, 10/15/28 |  | 5000 | 5018150 |
| Fidelity National Financial, <br> Inc.  | Fidelity National Financial, <br> Inc.  |  |  |  |
|  | 3.400%, 06/15/30 |  | 1300 | 1235306 |
| Fiserv, Inc.  | Fiserv, Inc.  |  |  |  |
|  | 1.625%, 07/01/30 | EUR | 2200 | 2353356 |
| Fox Corp.  | Fox Corp.  |  |  |  |
|  | 5.476%, 01/25/39 |  | 1700 | 1709274 |
| General Dynamics Corp.  | General Dynamics Corp.  |  |  |  |
|  | 4.250%, 04/01/40 |  | 1000 | 921394 |
| Gilead Sciences, Inc.  | Gilead Sciences, Inc.  | Gilead Sciences, Inc.  |  |  |
|  | 2.600%, 10/01/40 |  | 600 | 443356 |
|  | 5.650%, 12/01/41 |  | 3250 | 3395808 |
| Goldman Sachs Group, <br> Inc.  | Goldman Sachs Group, <br> Inc.  |  |  |  |
|  | 6.250%, 02/01/41 |  | 1000 | 1102214 |
| Home Depot, Inc.  | Home Depot, Inc.  | Home Depot, Inc.  |  |  |
|  | 3.300%, 04/15/40 |  | 217 | 178748 |
|  | 5.400%, 09/15/40 |  | 1000 | 1032984 |
| Host Hotels & Resorts LP  | Host Hotels & Resorts LP  |  |  |  |
|  | 5.700%, 07/01/34 |  | 1000 | 1025388 |
| HP, Inc.  | HP, Inc.  |  |  |  |
| # | 6.000%, 09/15/41 |  | 2500 | 2561699 |
| Humana, Inc.  | Humana, Inc.  |  |  |  |
|  | 4.950%, 10/01/44 |  | 1000 | 890332 |
| Intel Corp.  | Intel Corp.  |  |  |  |
|  | 5.625%, 02/10/43 |  | 6000 | 5920710 |
| International Business Machines <br> Corp.  | International Business Machines <br> Corp.  | International Business Machines <br> Corp.  |  |  |
|  | 4.150%, 05/15/39 |  | 2000 | 1798655 |
|  | 2.850%, 05/15/40 |  | 2900 | 2192778 |
|  | 4.000%, 06/20/42 |  | 800 | 680548 |
| J.M. Smucker Co.  | J.M. Smucker Co.  |  |  |  |
|  | 4.250%, 03/15/35 |  | 1400 | 1322521 |
| Jabil, Inc.  | Jabil, Inc.  |  |  |  |
|  | 3.000%, 01/15/31 |  | 800 | 739219 |
| Johnson & Johnson  | Johnson & Johnson  | Johnson & Johnson  |  |  |
|  | 4.850%, 03/01/32 |  | 2000 | 2079077 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 2.100%, 09/01/40 |  | 6500 | $4608307 |
| JPMorgan Chase & Co.  | JPMorgan Chase & Co.  |  |  |  |
|  | 5.500%, 10/15/40 |  | 3300 | 3462538 |
| Kemper Corp.  | Kemper Corp.  |  |  |  |
|  | 3.800%, 02/23/32 |  | 410 | 378926 |
| Kroger Co.  | Kroger Co.  |  |  |  |
|  | 5.150%, 08/01/43 |  | 800 | 761907 |
| Kyndryl Holdings, Inc.  | Kyndryl Holdings, Inc.  |  |  |  |
|  | 4.100%, 10/15/41 |  | 5200 | 4178393 |
| Legg Mason, Inc.  | Legg Mason, Inc.  |  |  |  |
|  | 4.750%, 03/15/26 |  | 900 | 900559 |
| Liberty Mutual Group, Inc.  | Liberty Mutual Group, Inc.  |  |  |  |
| Ω | 6.500%, 03/15/35 |  | 900 | 973672 |
| Lincoln National Corp.  | Lincoln National Corp.  |  |  |  |
| # | 7.000%, 06/15/40 |  | 1373 | 1555105 |
| Loews Corp.  | Loews Corp.  |  |  |  |
| # | 4.125%, 05/15/43 |  | 5500 | 4741232 |
| MetLife, Inc.  | MetLife, Inc.  |  |  |  |
|  | 5.875%, 02/06/41 |  | 2000 | 2115195 |
| Morgan Stanley  | Morgan Stanley  |  |  |  |
|  | 6.375%, 07/24/42 |  | 2600 | 2933076 |
| Nestle Finance <br> International Ltd.  | Nestle Finance <br> International Ltd.  |  |  |  |
|  | 3.000%, 01/23/31 | EUR | 5000 | 5845185 |
| NIKE, Inc.  | NIKE, Inc.  |  |  |  |
|  | 3.250%, 03/27/40 |  | 9950 | 8086508 |
| Oracle Corp.  | Oracle Corp.  |  |  |  |
|  | 3.600%, 04/01/40 |  | 2750 | 2153604 |
| Prologis Euro Finance LLC  | Prologis Euro Finance LLC  |  |  |  |
|  | 1.000%, 02/08/29 | EUR | 3000 | 3280421 |
| PulteGroup, Inc.  | PulteGroup, Inc.  | PulteGroup, Inc.  |  |  |
|  | 6.375%, 05/15/33 |  | 850 | 928666 |
|  | 6.000%, 02/15/35 |  | 1000 | 1077660 |
| Royalty Pharma PLC  | Royalty Pharma PLC  |  |  |  |
|  | 3.300%, 09/02/40 |  | 8000 | 6194673 |
| RTX Corp.  | RTX Corp.  |  |  |  |
|  | 4.500%, 06/01/42 |  | 2000 | 1817941 |
| Stanley Black & Decker, <br> Inc.  | Stanley Black & Decker, <br> Inc.  |  |  |  |
|  | 5.200%, 09/01/40 |  | 1305 | 1265265 |
| Tapestry, Inc.  | Tapestry, Inc.  |  |  |  |
|  | 5.500%, 03/11/35 |  | 500 | 509171 |
| Thermo Fisher Scientific, <br> Inc.  | Thermo Fisher Scientific, <br> Inc.  |  |  |  |
|  | 5.404%, 08/10/43 |  | 1800 | 1824270 |
| T-Mobile USA, Inc.  | T-Mobile USA, Inc.  |  |  |  |
|  | 4.375%, 04/15/40 |  | 1500 | 1347630 |
| Travelers Cos., Inc.  | Travelers Cos., Inc.  | Travelers Cos., Inc.  |  |  |
|  | 6.250%, 06/15/37 |  | 1000 | 1116419 |
|  | 5.350%, 11/01/40 |  | 3500 | 3573679 |
| UnitedHealth Group, Inc.  | UnitedHealth Group, Inc.  | UnitedHealth Group, Inc.  |  |  |
|  | 5.950%, 02/15/41 |  | 2500 | 2645917 |
|  | 3.050%, 05/15/41 |  | 1800 | 1373955 |

---

------

**DFA Global Sustainability Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Utah Acquisition Sub, Inc.  | Utah Acquisition Sub, Inc.  |  |  |  |
|  | 3.125%, 11/22/28 | EUR | 2000 | $2316841 |
| Verizon Communications, <br> Inc.  | Verizon Communications, <br> Inc.  |  |  |  |
|  | 3.375%, 10/27/36 | GBP | 1300 | 1420812 |
| Walmart, Inc.  | Walmart, Inc.  | Walmart, Inc.  |  |  |
|  | 5.625%, 04/01/40 |  | 3000 | 3236809 |
|  | 2.500%, 09/22/41 |  | 4300 | 3115605 |
| Walt Disney Co.  | Walt Disney Co.  |  |  |  |
|  | 3.500%, 05/13/40 |  | 2000 | 1681623 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  |  | 184605352 |
| TOTAL BONDS | TOTAL BONDS |  |  | 665812740 |
| U.S. TREASURY OBLIGATIONS — (1.7%) | U.S. TREASURY OBLIGATIONS — (1.7%) | U.S. TREASURY OBLIGATIONS — (1.7%) | U.S. TREASURY OBLIGATIONS — (1.7%) | U.S. TREASURY OBLIGATIONS — (1.7%) |
| U.S. Treasury Notes  | U.S. Treasury Notes  | U.S. Treasury Notes  |  |  |
| (r) | 3M USTMMR + <br> 0.245%, FRN, <br> 4.011%, 01/31/26<br>|  | 11800 | 11801689 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $704,075,807) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $704,075,807) |  |  | 677614429 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (0.9%) | SECURITIES LENDING COLLATERAL — (0.9%) | SECURITIES LENDING COLLATERAL — (0.9%) | SECURITIES LENDING COLLATERAL — (0.9%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 505001 | $5841345 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $709,917,152) | (Cost $709,917,152) |  | $683455774 |

---

As of October 31, 2025, DFA Global Sustainability Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 2068594 | NOK | 20596738 | Citibank, N.A. | 11/06/25 | &nbsp;&nbsp;&nbsp;&nbsp; $35203 |
| USD | 6972853 | EUR | 5944427 | Societe Generale | 11/07/25 | &nbsp;&nbsp;&nbsp;&nbsp; 119853 |
| USD | 30317117 | EUR | 25928785 | UBS AG | 11/07/25 | &nbsp;&nbsp;&nbsp;&nbsp; 425257 |
| USD | 15344988 | CAD | 21381952 | Bank of New York Mellon | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 94507 |
| USD | 111302 | NZD | 189864 | Citibank, N.A. | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2627 |
| USD | 57599908 | EUR | 49438391 | Citibank, N.A. | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 595502 |
| USD | 13686706 | CAD | 19056385 | Citibank, N.A. | 11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 93522 |
| USD | 375422 | AUD | 565500 | State Street Bank and Trust | 11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 5381 |
| USD | 382462 | AUD | 583459 | Citibank, N.A. | 11/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 660 |
| USD | 15114186 | CAD | 21182705 | Australia and New Zealand Bank | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 399 |
| AUD | 729808 | USD | 477464 | Goldman Sachs Capital Markets L.P. | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 123 |
| USD | 597335 | GBP | 446350 | HSBC Bank | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 10948 |
| USD | 24339666 | GBP | 18220543 | UBS AG | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 402661 |
| USD | 51606723 | EUR | 44447383 | Australia and New Zealand Bank | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 310891 |
| USD | 14812162 | CAD | 20698192 | Citibank, N.A. | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 37263 |
| USD | 54359142 | JPY | 8275327014 | Royal Bank of Canada | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 547033 |
| USD | 26504599 | GBP | 19869002 | State Street Bank and Trust | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 401432 |
| USD | 53780938 | EUR | 46102500 | HSBC Bank | 11/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; 568964 |
| USD | 15982881 | CAD | 22383838 | Societe Generale | 11/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3088 |
| USD | 121495 | NZD | 208995 | Citibank, N.A. | 12/18/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1673 |
| USD | 4448105 | NZD | 7755416 | Citibank, N.A. | 12/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; 963 |

---

------

**DFA Global Sustainability Fixed Income Portfolio**

**CONTINUED**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| NZD | 83899 | USD | 48095 | Citibank, N.A. | 12/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; $15 |
| USD | 103696 | NZD | 176347 | Citibank, N.A. | 12/23/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2570 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$3660535** |
| NOK | 210358 | USD | 21063 | Citibank, N.A. | 11/06/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(296)<br>|
| EUR | 7177991 | USD | 8351169 | Bank of New York Mellon | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; (74664)<br>|
| USD | 504861 | AUD | 775586 | Societe Generale | 11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; (2652)<br>|
| USD | 971066 | CAD | 1361484 | State Street Bank and Trust | 11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; (99)<br>|
| USD | 144987 | AUD | 222668 | Citibank, N.A. | 11/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; (722)<br>|
| USD | 33952261 | AUD | 52064119 | Citibank, N.A. | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; (118500)<br>|
| USD | 2116885 | AUD | 3262889 | Societe Generale | 11/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; (18529)<br>|
| EUR | 339383 | USD | 396460 | Citibank, N.A. | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; (4785)<br>|
| EUR | 846214 | USD | 986484 | Societe Generale | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; (9886)<br>|
| EUR | 1891715 | USD | 2190793 | HSBC Bank | 11/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; (7356)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(237489)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$3423046** |

---

As of October 31, 2025, the value of Rule 144A securities amounted to $14,929,969 or 2.1% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Bonds |  |  |  |  |
| Australia | &nbsp;&nbsp; — | &nbsp;&nbsp; $48918073 | &nbsp;&nbsp; — | &nbsp;&nbsp; $48918073 |
| Austria | &nbsp;&nbsp; — | &nbsp;&nbsp; 2865534 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2865534 |
| Belgium | &nbsp;&nbsp; — | &nbsp;&nbsp; 18224813 | &nbsp;&nbsp; — | &nbsp;&nbsp; 18224813 |
| Canada | &nbsp;&nbsp; — | &nbsp;&nbsp; 98525744 | &nbsp;&nbsp; — | &nbsp;&nbsp; 98525744 |
| Finland | &nbsp;&nbsp; — | &nbsp;&nbsp; 8733363 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8733363 |
| France | &nbsp;&nbsp; — | &nbsp;&nbsp; 60536642 | &nbsp;&nbsp; — | &nbsp;&nbsp; 60536642 |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 16182036 | &nbsp;&nbsp; — | &nbsp;&nbsp; 16182036 |
| Hong Kong | &nbsp;&nbsp; — | &nbsp;&nbsp; 1435785 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1435785 |
| Japan | &nbsp;&nbsp; — | &nbsp;&nbsp; 46358721 | &nbsp;&nbsp; — | &nbsp;&nbsp; 46358721 |
| Luxembourg | &nbsp;&nbsp; — | &nbsp;&nbsp; 7104839 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7104839 |
| Netherlands | &nbsp;&nbsp; — | &nbsp;&nbsp; 25551403 | &nbsp;&nbsp; — | &nbsp;&nbsp; 25551403 |
| New Zealand | &nbsp;&nbsp; — | &nbsp;&nbsp; 4718777 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4718777 |
| Norway | &nbsp;&nbsp; — | &nbsp;&nbsp; 2009077 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2009077 |
| Spain | &nbsp;&nbsp; — | &nbsp;&nbsp; 2593083 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2593083 |
| Supranational Organization Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 102820401 | &nbsp;&nbsp; — | &nbsp;&nbsp; 102820401 |
| Sweden | &nbsp;&nbsp; — | &nbsp;&nbsp; 4205034 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4205034 |
| Switzerland | &nbsp;&nbsp; — | &nbsp;&nbsp; 2028838 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2028838 |
| United Kingdom | &nbsp;&nbsp; — | &nbsp;&nbsp; 28395225 | &nbsp;&nbsp; — | &nbsp;&nbsp; 28395225 |
| United States | &nbsp;&nbsp; — | &nbsp;&nbsp; 184605352 | &nbsp;&nbsp; — | &nbsp;&nbsp; 184605352 |

---

------

**DFA Global Sustainability Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $11801689 | &nbsp;&nbsp; — | &nbsp;&nbsp; $11801689 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 5841345 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5841345 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $683455774 | &nbsp;&nbsp; — | &nbsp;&nbsp; $683455774 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 3660535 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3660535 |
| **Liabilities** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (237489) | &nbsp;&nbsp; — | &nbsp;&nbsp; (237489) |
| Total Financial Instruments | &nbsp;&nbsp; — | &nbsp;&nbsp; $3423046 | &nbsp;&nbsp; — | &nbsp;&nbsp; $3423046 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**October 31, 2025**

**(Amounts in thousands, except share and per share amounts)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **U.S.**<br> **Sustainability**<br> **Core 1**<br> **Portfolio\***<br>| **U.S.**<br> **Sustainability**<br> **Targeted Value**<br> **Portfolio\***<br>| **International**<br> **Sustainability**<br> **Core 1**<br> **Portfolio\***<br>| **Emerging**<br> **Markets**<br> **Sustainability Core 1**<br> **Portfolio\***<br>|
| **ASSETS:** |  |  |  |  |
| Investment Securities at Value (including $99,872, <br> $7,279, $214,660 and $52,305 of securities on loan, <br> respectively)<br>| $7983737 | $517738 | $4097304 | $1217037 |
| Temporary Cash Investments at Value & Cost | 22999 | 1364 |  |  |
| Collateral from Securities on Loan Invested in Affiliate <br> at Value (including cost of $102,354, $7,437, <br> $151,019 and $14,886, respectively)<br>| 102354 | 7437 | 151019 | 14886 |
| Foreign Currencies at Value |  |  | 1492 | 2384 |
| Cash  | 1 |  | 18053 | 3463 |
| Receivables: |  |  |  |  |
| Investment Securities Sold | 1040 | 278 | 1402 | 171 |
| Dividends and Interest | 2901 | 176 | 20234 | 1038 |
| Securities Lending Income | 22 | 2 | 162 | 155 |
| Fund Shares Sold | 4092 | 331 | 2654 | 547 |
| Prepaid Expenses and Other Assets  | 22 | 13 | 10 | 5 |
| Total Assets | 8117168 | 527339 | 4292330 | 1239686 |
| **LIABILITIES:** |  |  |  |  |
| Payables: |  |  |  |  |
| Upon Return of Securities Loaned | 102369 | 7439 | 151058 | 14894 |
| Investment Securities Purchased | 2705 | 480 | 2207 | 1490 |
| Fund Shares Redeemed | 4130 | 97 | 1604 | 653 |
| Due to Advisor | 957 | 125 | 703 | 358 |
| Unrealized Loss on Foreign Currency Contracts |  |  | 3 | 2 |
| Deferred Taxes Payable |  |  |  | 10548 |
| Accrued Expenses and Other Liabilities | 427 | 30 | 169 | 157 |
| Total Liabilities | 110588 | 8171 | 155744 | 28102 |
| **COMMITMENTS AND CONTINGENT LIABILITIES** <br> **(NOTE C)**<br>|  |  |  |  |
| **NET ASSETS** | $8006580 | $519168 | $4136586 | $1211584 |
| SHARES OUTSTANDING, $0.01 PAR VALUE (1) | 153957557 | 25396130 | 264637732 | 102168071 |
| **NET ASSET VALUE, OFFERING AND REDEMPTION** <br> **PRICE PER SHARE**<br>| **$52.01** | **$20.44** | **$15.63** | **$11.86** |
| Investment Securities at Cost | $3691502 | $434574 | $2554929 | $790968 |
| Foreign Currencies at Cost | $— | $— | $1500 | $2385 |
| **NET ASSETS CONSIST OF:** |  |  |  |  |
| Paid-In Capital | $3759942 | $437615 | $2681378 | $914088 |
| Total Distributable Earnings (Loss) | 4246638 | 81553 | 1455208 | 297496 |
| **NET ASSETS** | $8006580 | $519168 | $4136586 | $1211584 |
| (1) NUMBER OF SHARES AUTHORIZED | 1000000000 | 500000000 | 1000000000 | 500000000 |

---

------

\*

See Note I in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**October 31, 2025**

**(Amounts in thousands, except share and per share amounts)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Dimensional**<br> **World ex U.S. Sustainability**<br> **Targeted Value Portfolio**<br>| **DFA Global**<br> **Sustainability**<br> **Fixed Income**<br> **Portfolio\***<br>|
| **ASSETS:** |  |  |
| Investment Securities at Value (including $3,624 and $5,720 of securities on loan, respectively) | $116374 | $677614 |
| Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $2,555 and $5,841, <br> respectively)<br>| 2555 | 5841 |
| Segregated Cash for Futures Contracts | 149 |  |
| Foreign Currencies at Value | 640 | 250 |
| Cash  | 371 | 5085 |
| Receivables: |  |  |
| Investment Securities Sold | 23 | 2202 |
| Dividends, Interest and Tax Reclaims | 340 | 6401 |
| Securities Lending Income | 3 | 1 |
| Fund Shares Sold | 40 | 630 |
| Due from Advisor | 9 |  |
| Unrealized Gain on Forward Currency Contracts |  | 3661 |
| Unrealized Gain on Foreign Currency Contracts |  | 7 |
| Deferred Offering Costs | 45 |  |
| Prepaid Expenses and Other Assets  | 16 | 20 |
| Total Assets | 120565 | 701712 |
| **LIABILITIES:** |  |  |
| Payables: |  |  |
| Upon Return of Securities Loaned | 2555 | 5840 |
| Fund Shares Redeemed | 79 | 604 |
| Due to Advisor |  | 106 |
| Futures Variation Margin | 74 |  |
| Unrealized Loss on Forward Currency Contracts |  | 238 |
| Deferred Taxes Payable | 112 |  |
| Accrued Expenses and Other Liabilities | 58 | 42 |
| Total Liabilities | 2878 | 6830 |
| **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |  |
| **NET ASSETS** | $117687 | $694882 |
| SHARES OUTSTANDING, $0.01 PAR VALUE (1) | 10056854 | 72214812 |
| **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE** | **$11.70** | **$9.62** |
| Investment Securities at Cost | $100256 | $704076 |
| Foreign Currencies at Cost | $644 | $253 |
| **NET ASSETS CONSIST OF:** |  |  |
| Paid-In Capital | $102238 | $819336 |
| Total Distributable Earnings (Loss) | 15449 | (124454)<br>|
| **NET ASSETS** | $117687 | $694882 |
| (1) NUMBER OF SHARES AUTHORIZED | 500000000 | 500000000 |

---

------

\*

See Note I in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE YEAR ENDED OCTOBER 31, 2025**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **U.S.**<br> **Sustainability**<br> **Core 1**<br> **Portfolio**<br>| **U.S.**<br> **Sustainability**<br> **Targeted Value**<br> **Portfolio**<br>| **International**<br> **Sustainability**<br> **Core 1**<br> **Portfolio**<br>| **Emerging**<br> **Markets**<br> **Sustainability Core 1**<br> **Portfolio**<br>|
| **Investment Income** |  |  |  |  |
| Dividends (Net of Foreign Taxes Withheld of $28, $11, <br> $9,577 and $3,865, respectively)<br>| $91947 | $8628 | $102056 | $27824 |
| Dividend Income from Affiliates | 3774 | 349 | 3876 |  |
| Income from Securities Lending, Net | 213 | 30 | 1614 | 1332 |
| Total Investment Income | 95934 | 9007 | 107546 | 29156 |
| **Expenses** |  |  |  |  |
| Investment Management Fees | 10846 | 1357 | 7481 | 3894 |
| Accounting & Transfer Agent Fees | 1262 | 109 | 718 | 235 |
| Custodian Fees | 99 | 19 | 255 | 459 |
| Filing Fees | 60 | 27 | 39 | 28 |
| Shareholders' Reports | 76 | 24 | 63 | 40 |
| Directors'/Trustees' Fees & Expenses | 62 | 4 | 28 | 9 |
| Professional Fees | 108 | 6 | 86 | 83 |
| Previously Waived Fees Recovered by Advisor (Note C) |  | 28 |  | 9 |
| Other | 811 | 41 | 145 | 72 |
| Total Expenses | 13324 | 1615 | 8815 | 4829 |
| Fees Waived, Expenses Reimbursed by Advisor (Note C) |  | 2 |  | 126 |
| Fees Paid Indirectly (Note C) |  |  | 219 |  |
| Net Expenses | 13324 | 1613 | 8596 | 4703 |
| **Net Investment Income (Loss)** | 82610 | 7394 | 98950 | 24453 |
| **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Investment Securities Sold | (11478)<br>| 3629 | 26945 | (3176 )<sup>1</sup><br>|
| Affiliated Investment Companies Shares Sold | 23 | 2 | 14 | 2 |
| Futures | 797 | 31 | (28)<br>| (239)<br>|
| Foreign Currency Transactions |  |  | 522 | (240)<br>|
| In-Kind Redemptions | 501918 | 29654 | 5111 |  |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Investment Securities and Foreign Currency | 767985 | (6061)<br>| 706546 | 228744 <br><sup>2</sup><br>|
| Affiliated Investment Companies Shares | (1)<br>|  | (2)<br>| (1)<br>|
| Translation of Foreign Currency-Denominated Amounts |  |  | 778 | 64 |
| **Net Realized and Unrealized Gain (Loss)** | 1259244 | 27255 | 739886 | 225154 |
| **Net Increase (Decrease) in Net Assets Resulting from** <br> **Operations**<br>| $1341854 | $34649 | $838836 | $249607 |
| <sup>1</sup>Net of foreign capital gain taxes withheld of: | $— | $— | $— | $1900 |
| <sup>2</sup>Including foreign capital gain taxes of: | $— | $— | $— | $2317 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE YEAR ENDED OCTOBER 31, 2025**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Dimensional**<br> **World ex U.S. Sustainability**<br> **Targeted Value Portfolio**<sup>Ʊ</sup> <br>| **DFA Global**<br> **Sustainability**<br> **Fixed Income**<br> **Portfolio**<br>|
| **Investment Income** |  |  |
| Dividends (Net of Foreign Taxes Withheld of $214 and $0, respectively) | $1908 |  |
| Dividend Income from Affiliates | 7 | $213 |
| Interest |  | 26467 |
| Income from Securities Lending, Net | 11 | 20 |
| Total Investment Income | 1926 | 26700 |
| **Fund Expenses** |  |  |
| Investment Management Fees | 203 | 1250 |
| Accounting & Transfer Agent Fees | 14 | 176 |
| Custodian Fees | 53 | 19 |
| Filing Fees | 10 | 32 |
| Shareholders' Reports | 3 | 32 |
| Directors'/Trustees' Fees & Expenses |  | 5 |
| Professional Fees | 1 | 10 |
| Organizational & Offering Costs | 43 |  |
| Previously Waived Fees Recovered by Advisor (Note C) | 42 |  |
| Other | 8 | 22 |
| Total Fund Expenses | 377 | 1546 |
| Fees Waived, Expenses Reimbursed by Advisor (Note C) | 112 |  |
| Net Expenses | 265 | 1546 |
| **Net Investment Income (Loss)** | 1661 | 25154 |
| **Realized and Unrealized Gain (Loss)** |  |  |
| Net Realized Gain (Loss) on: |  |  |
| Investment Securities Sold | (974)<br>| (15420)<br>|
| Affiliated Investment Companies Shares Sold |  | 1 |
| Futures | 168 |  |
| Foreign Currency Transactions | (242)<br>| 110 |
| Forward Currency Contracts |  | 3797 |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |
| Investment Securities and Foreign Currency | 16002 <br><sup>2</sup><br>| 26699 |
| Futures | 5 |  |
| Translation of Foreign Currency-Denominated Amounts | (7)<br>| (14)<br>|
| Forward Currency Contracts. |  | (3422)<br>|
| **Net Realized and Unrealized Gain (Loss)** | 14952 | 11751 |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | $16613 | $36905 |
| <sup>2</sup>Including foreign capital gain taxes of: | $(112)<br>| $— |

---

------

Ʊ

The Portfolio commenced operations on May 06, 2025.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **U.S. Sustainability Core 1**<br> **Portfolio** | **U.S. Sustainability Core 1**<br> **Portfolio** | **U.S. Sustainability**<br> **Targeted Value Portfolio** | **U.S. Sustainability**<br> **Targeted Value Portfolio** | **International Sustainability**<br> **Core 1 Portfolio** | **International Sustainability**<br> **Core 1 Portfolio** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
| **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
| Operations: |  |  |  |  |  |  |
| Net Investment Income (Loss) | $82610 | $81020 | &nbsp;&nbsp; $7394 | $5560 | &nbsp;&nbsp; $98950 | $88191 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| Investment Securities Sold | (11478)<br>| (20757)<br>| &nbsp;&nbsp; 3629 | (5771)<br>| &nbsp;&nbsp; 26945 | (6768)<br>|
| Affiliated Investment Companies Shares Sold | 23 | (16)<br>| &nbsp;&nbsp; 2 | (2)<br>| &nbsp;&nbsp; 14 | (18)<br>|
| Futures | 797 | 649 | &nbsp;&nbsp; 31 | 490 | &nbsp;&nbsp; (28)<br>|  |
| Foreign Currency Transactions |  |  | &nbsp;&nbsp; — |  | &nbsp;&nbsp; 522 | 211 |
| In-Kind Redemptions | 501918 | 156673 | &nbsp;&nbsp; 29654 | 21264 | &nbsp;&nbsp; 5111 |  |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |
| Investment Securities and Foreign Currency | 767985 | 1839746 | &nbsp;&nbsp; (6061)<br>| 85532 | &nbsp;&nbsp; 706546 | 637362 |
| Affiliated Investment Companies Shares | (1)<br>| 2 | &nbsp;&nbsp; — |  | &nbsp;&nbsp; (2)<br>| 3 |
| Translation of Foreign Currency-Denominated Amounts |  |  | &nbsp;&nbsp; — |  | &nbsp;&nbsp; 778 | (53)<br>|
| Net Increase (Decrease) in Net Assets Resulting from <br> Operations<br>| 1341854 | 2057317 | &nbsp;&nbsp; 34649 | 107073 | &nbsp;&nbsp; 838836 | 718928 |
| Distributions: |  |  |  |  |  |  |
| Institutional Class Shares | (77045)<br>| (78612)<br>| &nbsp;&nbsp; (6925)<br>| (7706)<br>| &nbsp;&nbsp; (113546)<br>| (92775)<br>|
| Capital Share Transactions (1): |  |  |  |  |  |  |
| Shares Issued | 1978243 | 1360512 | &nbsp;&nbsp; 149319 | 133842 | &nbsp;&nbsp; 512394 | 362534 |
| Shares Issued in Lieu of Cash Distributions | 68449 | 71334 | &nbsp;&nbsp; 6904 | 7682 | &nbsp;&nbsp; 104744 | 85219 |
| Shares Redeemed | (2712522)<br>| (1301245)<br>| &nbsp;&nbsp; (133831)<br>| (106543)<br>| &nbsp;&nbsp; (647929)<br>| (497156)<br>|
| Net Increase (Decrease) from Capital Share Transactions | (665830)<br>| 130601 | &nbsp;&nbsp; 22392 | 34981 | &nbsp;&nbsp; (30791)<br>| (49403)<br>|
| Total Increase (Decrease) in Net Assets | 598979 | 2109306 | &nbsp;&nbsp; 50116 | 134348 | &nbsp;&nbsp; 694499 | 576750 |
| **Net Assets** |  |  |  |  |  |  |
| Beginning of Year | 7407601 | 5298295 | &nbsp;&nbsp; 469052 | 334704 | &nbsp;&nbsp; 3442087 | 2865337 |
| End of Year | $8006580 | $7407601 | &nbsp;&nbsp; $519168 | $469052 | &nbsp;&nbsp; $4136586 | $3442087 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| Shares Issued | 42823 | 33500 | &nbsp;&nbsp; 7714 | 7337 | &nbsp;&nbsp; 36883 | 29113 |
| Shares Issued in Lieu of Cash Distributions | 1459 | 1752 | &nbsp;&nbsp; 350 | 425 | &nbsp;&nbsp; 7358 | 6731 |
| Shares Redeemed  | (57218)<br>| (32281)<br>| &nbsp;&nbsp; (6873)<br>| (5859)<br>| &nbsp;&nbsp; (46436)<br>| (39622)<br>|
| Net Increase (Decrease) from Shares Issued and <br> Redeemed<br>| (12936)<br>| 2971 | &nbsp;&nbsp; 1191 | 1903 | &nbsp;&nbsp; (2195)<br>| (3778)<br>|

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Emerging Markets**<br> **Sustainability**<br> **Core 1 Portfolio** | **Emerging Markets**<br> **Sustainability**<br> **Core 1 Portfolio** | **Dimensional**<br> **World ex U.S. Sustainability**<br> **Targeted Value Portfolio**<br>| **DFA Global Sustainability**<br> **Fixed Income Portfolio** | **DFA Global Sustainability**<br> **Fixed Income Portfolio** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Period**<br> **May 06,**<br> **2025Ʊ**<br> **to**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
| **Increase (Decrease) in Net Assets** |  |  |  |  |  |
| Operations: |  |  |  |  |  |
| Net Investment Income (Loss) | $24453 | $22622 | &nbsp;&nbsp; $1661 | &nbsp;&nbsp; $25154 | $25702 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |
| Investment Securities Sold | (3176)<br>| (21829)<br>| &nbsp;&nbsp; (974)<br>| &nbsp;&nbsp; (15420)<br>| (28022)<br>|
| Affiliated Investment Companies Shares Sold | 2 | (1)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; 1 | 1 |
| Futures | (239)<br>| 324 | &nbsp;&nbsp; 168 | &nbsp;&nbsp; — |  |
| Foreign Currency Transactions | (240)<br>| (188)<br>| &nbsp;&nbsp; (242)<br>| &nbsp;&nbsp; 110 | 103 |
| Forward Currency Contracts |  |  | &nbsp;&nbsp; — | &nbsp;&nbsp; 3797 | (8183)<br>|
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |
| Investment Securities and Foreign Currency | 228744 | 197994 | &nbsp;&nbsp; 16002 | &nbsp;&nbsp; 26699 | 86164 |
| Affiliated Investment Companies Shares | (1)<br>| 1 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |  |
| Futures |  |  | &nbsp;&nbsp; 5 | &nbsp;&nbsp; — |  |
| Translation of Foreign Currency-Denominated Amounts | 64 | (45)<br>| &nbsp;&nbsp; (7)<br>| &nbsp;&nbsp; (14)<br>| 71 |
| Forward Currency Contracts |  |  | &nbsp;&nbsp; — | &nbsp;&nbsp; (3422)<br>| 5092 |
| Net Increase (Decrease) in Net Assets Resulting from <br> Operations<br>| 249607 | 198878 | &nbsp;&nbsp; 16613 | &nbsp;&nbsp; 36905 | 80928 |
| Distributions: |  |  |  |  |  |
| Institutional Class Shares | (32300)<br>| (27592)<br>| &nbsp;&nbsp; (1080)<br>| &nbsp;&nbsp; (30015)<br>| (38475)<br>|
| Capital Share Transactions (1): |  |  |  |  |  |
| Shares Issued | 115652 | 185929 | &nbsp;&nbsp; 106720 | &nbsp;&nbsp; 149156 | 152397 |
| Shares Issued in Lieu of Cash Distributions | 31301 | 26864 | &nbsp;&nbsp; 1080 | &nbsp;&nbsp; 29904 | 38377 |
| Shares Redeemed | (243873)<br>| (172394)<br>| &nbsp;&nbsp; (5646)<br>| &nbsp;&nbsp; (198817)<br>| (303935)<br>|
| Net Increase (Decrease) from Capital Share <br> Transactions<br>| (96920)<br>| 40399 | &nbsp;&nbsp; 102154 | &nbsp;&nbsp; (19757)<br>| (113161)<br>|
| Total Increase (Decrease) in Net Assets | 120387 | 211685 | &nbsp;&nbsp; 117687 | &nbsp;&nbsp; (12867)<br>| (70708)<br>|
| **Net Assets** |  |  |  |  |  |
| Beginning of Year | 1091197 | 879512 | &nbsp;&nbsp; — | &nbsp;&nbsp; 707749 | 778457 |
| End of Year | $1211584 | $1091197 | &nbsp;&nbsp; $117687 | &nbsp;&nbsp; $694882 | $707749 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |
| Shares Issued | 11569 | 19652 | &nbsp;&nbsp; 10465 | &nbsp;&nbsp; 15691 | 16080 |
| Shares Issued in Lieu of Cash Distributions | 2980 | 2853 | &nbsp;&nbsp; 96 | &nbsp;&nbsp; 3153 | 4053 |
| Shares Redeemed  | (23895)<br>| (18582)<br>| &nbsp;&nbsp; (505)<br>| &nbsp;&nbsp; (20970)<br>| (32168)<br>|
| Net Increase (Decrease) from Shares Issued and <br> Redeemed<br>| (9346)<br>| 3923 | &nbsp;&nbsp; 10056 | &nbsp;&nbsp; (2126)<br>| (12035)<br>|

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **U.S. Sustainability Core 1 Portfolio** | **U.S. Sustainability Core 1 Portfolio** | **U.S. Sustainability Core 1 Portfolio** | **U.S. Sustainability Core 1 Portfolio** | **U.S. Sustainability Core 1 Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $44.39 | $32.32 | $30.29 | $36.55 | $25.40 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.49 | 0.49 | 0.45 | 0.41 | 0.37 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 7.59 | 12.06 | 2.02 | (5.85) | 11.17 |
| Total from Investment Operations  | 8.08 | 12.55 | 2.47 | (5.44) | 11.54 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.46) | (0.48) | (0.44) | (0.38) | (0.39) |
| Net Realized Gains  |  |  |  | (0.44) |  |
| Total Distributions  | (0.46) | (0.48) | (0.44) | (0.82) | (0.39) |
| Net Asset Value, End of Year | $52.01 | $44.39 | $32.32 | $30.29 | $36.55 |
| Total Return  | 18.32% | 38.97% | 8.14% | (15.14%) | 45.64% |
| Net Assets, End of Year (thousands)  | $8006580 | $7407601 | $5298295 | $4861577 | $5624655 |
| Ratio of Expenses to Average Net Assets  | 0.17% | 0.17% | 0.17% | 0.18% | 0.21% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor) <br>| 0.17% | 0.17% | 0.17% | 0.18% | 0.21% |
| Ratio of Net Investment Income to Average Net Assets  | 1.07% | 1.22% | 1.38% | 1.25% | 1.13% |
| Portfolio Turnover Rate  | 13% | 4% | 8% | 7% | 8% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **U.S.**<br> **Sustainability**<br> **Targeted Value**<br> **Portfolio** | **U.S.**<br> **Sustainability**<br> **Targeted Value**<br> **Portfolio** | **U.S.**<br> **Sustainability**<br> **Targeted Value**<br> **Portfolio** | **U.S.**<br> **Sustainability**<br> **Targeted Value**<br> **Portfolio** | **U.S.**<br> **Sustainability**<br> **Targeted Value**<br> **Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Period | $19.38 | $15.01 | $16.20 | $18.06 | $11.28 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.30 | 0.24 | 0.23 | 0.22 | 0.23 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 1.04 | 4.47 | (0.83) | (1.12) | 6.81 |
| Total from Investment Operations  | 1.34 | 4.71 | (0.60) | (0.90) | 7.04 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.28) | (0.23) | (0.21) | (0.21) | (0.20) |
| Net Realized Gains  |  | (0.11) | (0.38) | (0.75) | (0.06) |
| Total Distributions  | (0.28) | (0.34) | (0.59) | (0.96) | (0.26) |
| Net Asset Value, End of Period | $20.44 | $19.38 | $15.01 | $16.20 | $18.06 |
| Total Return  | 6.97% | 31.53% | (3.89%) | (5.18%) | 62.79% |
| Net Assets, End of Period (thousands)  | $519168 | $469052 | $334704 | $322482 | $285842 |
| Ratio of Expenses to Average Net Assets  | 0.33% | 0.34% | 0.34% | 0.36% | 0.40% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor) <br>| 0.33% | 0.34% | 0.34% | 0.37% | 0.46% |
| Ratio of Net Investment Income to Average Net Assets  | 1.53% | 1.32% | 1.41% | 1.33% | 1.39% |
| Portfolio Turnover Rate  | 20% | 16% | 26% | 29% | 21% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **International Sustainability Core 1 Portfolio** | **International Sustainability Core 1 Portfolio** | **International Sustainability Core 1 Portfolio** | **International Sustainability Core 1 Portfolio** | **International Sustainability Core 1 Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $12.90 | $10.59 | $9.60 | $13.43 | $10.09 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.37 | 0.33 | 0.30 | 0.31 | 0.29 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 2.79 | 2.33 | 0.95 | (3.80) | 3.31 |
| Total from Investment Operations  | 3.16 | 2.66 | 1.25 | (3.49) | 3.60 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.43) | (0.35) | (0.26) | (0.34) | (0.26) |
| Total Distributions  | (0.43) | (0.35) | (0.26) | (0.34) | (0.26) |
| Net Asset Value, End of Year | $15.63 | $12.90 | $10.59 | $9.60 | $13.43 |
| Total Return  | 24.85% | 25.17% | 12.91% | (26.29%) | 35.82% |
| Net Assets, End of Year (thousands)  | $4136586 | $3442087 | $2865337 | $2655705 | $3386249 |
| Ratio of Expenses to Average Net Assets  | 0.23% | 0.24% | 0.24% | 0.25% | 0.27% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.24% | 0.24% | 0.24% | 0.25% | 0.27% |
| Ratio of Net Investment Income to Average Net Assets  | 2.65% | 2.60% | 2.64% | 2.70% | 2.28% |
| Portfolio Turnover Rate  | 12% | 14% | 13% | 14% | 7% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Emerging**<br> **Markets**<br> **Sustainability Core 1**<br> **Portfolio** | **Emerging**<br> **Markets**<br> **Sustainability Core 1**<br> **Portfolio** | **Emerging**<br> **Markets**<br> **Sustainability Core 1**<br> **Portfolio** | **Emerging**<br> **Markets**<br> **Sustainability Core 1**<br> **Portfolio** | **Emerging**<br> **Markets**<br> **Sustainability Core 1**<br> **Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Period | $9.79 | $8.17 | $7.30 | $10.51 | $8.99 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.23 | 0.21 | 0.22 | 0.23 | 0.20 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 2.14 | 1.67 | 0.85 | (3.05) | 1.49 |
| Total from Investment Operations  | 2.37 | 1.88 | 1.07 | (2.82) | 1.69 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.30) | (0.26) | (0.20) | (0.22) | (0.17) |
| Net Realized Gains  |  |  |  | (0.17) |  |
| Total Distributions  | (0.30) | (0.26) | (0.20) | (0.39) | (0.17) |
| Net Asset Value, End of Period | $11.86 | $9.79 | $8.17 | $7.30 | $10.51 |
| Total Return  | 24.64% | 23.11% | 14.54% | (27.51%) | 18.83% |
| Net Assets, End of Period (thousands)  | $1211584 | $1091197 | $879512 | $796520 | $963873 |
| Ratio of Expenses to Average Net Assets  | 0.42% | 0.44% | 0.44% | 0.46% | 0.49% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed) <br>| 0.43% | 0.44% | 0.44% | 0.46% | 0.49% |
| Ratio of Net Investment Income to Average Net Assets  | 2.20% | 2.26% | 2.58% | 2.45% | 1.87% |
| Portfolio Turnover Rate  | 6% | 13% | 17% | 14% | 13% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
|  | **Dimensional**<br> **World Ex U.S. Sustainability**<br> **Targeted Value Portfolio**<br>|
|  | &nbsp;&nbsp; **Period**<br> **May 6,**<br> **2025Ʊ to**<br> **Oct 31,**<br> **2025**<br>|
| Net Asset Value, Beginning of Year | $10.00 |
| <u>Income from Investment Operations (A)</u> |  |
| Net Investment Income (Loss)  | 0.18 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 1.63 |
| Total from Investment Operations  | 1.81 |
| <u>Less Distributions:</u>  |  |
| Net Investment Income  | (0.11) |
| Total Distributions  | (0.11) |
| Net Asset Value, End of Year | $11.70 |
| Total Return  | 18.19%(B) |
| Net Assets, End of Year (thousands)  | $117687 |
| Ratio of Expenses to Average Net Assets  | 0.52%(C)(D) |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor <br> and Fees Paid Indirectly) <br>| 0.74%(C)(D) |
| Ratio of Net Investment Income to Average Net Assets  | 3.25%(C)(D) |
| Portfolio Turnover Rate  | 7%(B) |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA Global**<br> **Sustainability**<br> **Fixed Income**<br> **Portfolio** | **DFA Global**<br> **Sustainability**<br> **Fixed Income**<br> **Portfolio** | **DFA Global**<br> **Sustainability**<br> **Fixed Income**<br> **Portfolio** | **DFA Global**<br> **Sustainability**<br> **Fixed Income**<br> **Portfolio** | **DFA Global**<br> **Sustainability**<br> **Fixed Income**<br> **Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Period | $9.52 | $9.01 | $8.96 | $11.00 | $11.40 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.34 | 0.33 | 0.27 | 0.20 | 0.17 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.17 | 0.68 | 0.02 | (2.03) | (0.37) |
| Total from Investment Operations  | 0.51 | 1.01 | 0.29 | (1.83) | (0.20) |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.41) | (0.50) | (0.24) | (0.20) | (0.18) |
| Net Realized Gains  |  |  |  | (0.01) | (0.02) |
| Total Distributions  | (0.41) | (0.50) | (0.24) | (0.21) | (0.20) |
| Net Asset Value, End of Period | $9.62 | $9.52 | $9.01 | $8.96 | $11.00 |
| Total Return  | 5.49% | 11.29% | 3.19% | (16.88%) | (1.78%) |
| Net Assets, End of Period (thousands)  | $694882 | $707749 | $778457 | $819220 | $891738 |
| Ratio of Expenses to Average Net Assets  | 0.22% | 0.22% | 0.22% | 0.26% | 0.28% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor) <br>| 0.22% | 0.22% | 0.23% | 0.26% | 0.28% |
| Ratio of Net Investment Income to Average Net Assets  | 3.62% | 3.52% | 2.87% | 1.99% | 1.55% |
| Portfolio Turnover Rate  | 38% | 45% | 39% | 29% | 11% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**NOTES TO FINANCIAL STATEMENTS**

**A. Organization:** 

DFA Investment Dimensions Group Inc. (the "Fund") is an open-end management investment company whose shares are offered without a sales charge, generally to institutional investors and clients of registered investment advisors. The Fund offers one hundred and three operational portfolios as of October 31, 2025, six of which, U.S. Sustainability Core 1 Portfolio, U.S. Sustainability Targeted Value Portfolio, International Sustainability Core 1 Portfolio, Emerging Markets Sustainability Core 1 Portfolio, Dimensional World ex U.S. Sustainability Targeted Value Portfolio and DFA Global Sustainability Fixed Income Portfolio (the "Portfolios"), are included in this report. The remaining operational portfolios are presented in separate reports. The Portfolios are investment companies and, accordingly, follow the accounting and reporting guidance under Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC") Topic 946, "Financial Services-Investment Companies."

**B. Significant Accounting Policies:**

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates, and those differences could be material.

1. Security Valuation: The Portfolios use a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 1 – inputs are quoted prices in active markets for identical securities (including equity securities, open-end investment companies, and futures contracts)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 3 – significant unobservable inputs (including the Portfolios' own assumptions in determining the fair value of investments)

Debt securities held by the DFA Global Sustainability Fixed Income Portfolio are valued on the basis of evaluated prices provided by one or more pricing services or other reasonably reliable sources including broker/dealers that typically handle the purchase and sale of such securities. Securities that are traded OTC and on a stock exchange generally will be valued according to the broadest and most representative market, and it is expected that for bonds and other fixed income securities, this ordinarily will be the OTC market. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

Securities held by U.S. Sustainability Core 1 Portfolio and U.S. Sustainability Targeted Value Portfolio (the "Domestic Equity Portfolios") and International Sustainability Core 1 Portfolio, Emerging Markets Sustainability Core 1 Portfolio, and Dimensional World ex U.S. Sustainability Targeted Value Portfolio (the "International Equity Portfolios"), including OTC 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 at the mean between the most recent quoted bid and ask prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end management investment companies are valued using their respective net asset values or public offering prices, as appropriate, for purchase orders placed at the close of the New York Stock Exchange

------

("NYSE"). These securities are generally categorized as Level 1 in the hierarchy. The investment in The DFA Short Term Investment Fund (the "Short Term Series"), which is an open-end management investment company available for purchase only by the Portfolios and affiliated funds, is categorized as Level 2 in the hierarchy.

Securities for which no market quotations are readily available (including restricted securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Directors of the Fund (the "Board"). Fair value pricing may also be used if events that have a significant effect on the value of an investment (as determined in the discretion of Dimensional Fund Advisors LP (the "Advisor")) occur before the net asset value of the Portfolio is calculated. When fair value pricing is used, the prices of securities used by the 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.

Futures contracts held by the Portfolios are valued using the settlement price established each day on the exchange on which they are traded. These valuations are generally categorized as Level 1 in the hierarchy.

A summary of the inputs used to value the Portfolios' investments by each major security type, industry and/or country is disclosed previously in this note. Valuation hierarchy tables have been included at the end of the Schedules of Investments. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

2. Foreign Currency Translation: Securities and other assets and liabilities of the International Equity Portfolios and DFA Global Sustainability Fixed Income Portfolio whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recent bid and ask prices for the U.S. dollar as quoted by generally recognized reliable sources. To facilitate the translation, the Portfolios enter into foreign currency contracts. A foreign currency contract is a spot agreement between two parties to buy and sell currencies at current market exchange rates, for settlement generally within two business days. Dividend and interest income and certain expenses are translated to U.S. dollars at the rate of exchange on their respective accrual dates. Receivables and payables denominated in foreign currencies are marked-to-market daily based on daily exchange rates and exchange gains or losses are realized upon ultimate receipt or disbursement.

The International Equity Portfolios and DFA Global Sustainability Fixed Income Portfolio do not isolate the effect of foreign exchange rate fluctuations from the effect of fluctuations in the market prices of securities, whether realized or unrealized.

------

Realized gains or losses on foreign currency transactions represent net foreign exchange gains or losses from the disposition of foreign currencies, currency gains or losses realized between the trade and settlement dates of securities transactions, and the difference between amounts of interest, dividends and any foreign withholding taxes recorded on the books of the International Equity Portfolios and DFA Global Sustainability Fixed Income Portfolio and the U.S. dollar equivalent amounts actually received or paid.

3. Deferred Compensation Plan: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the "Plan"). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds, each of which are affiliates of the Portfolios, and advised by the Advisor: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company Portfolio, U.S. Vector Equity Portfolio, U.S. Micro Cap Portfolio, DFA International Value Portfolio, International Core Equity 2 Portfolio, Emerging Markets Portfolio, Emerging Markets Core Equity 2 Portfolio, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/Trustees' Fees & Expenses.

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the "Notice") to defer the receipt of the Director's deferred compensation until a date specified by such Director in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board; and (ii) five years following the effective date of the Director's first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

4. Other: Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Non-cash dividend income received in the form of securities in-lieu of cash, if any, are recorded at the fair value of securities received. Distributions received on securities that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolios estimate the character of received distributions that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Discount and premium on debt securities purchased are amortized over the lives of the respective securities, using the effective interest method. Expenses directly attributable to a Portfolio are directly charged. Common expenses of the Fund or the Portfolios are allocated using methods approved by the Board, generally based on average net assets or equally.

The International Equity Portfolios and DFA Global Sustainability Fixed Income Portfolio may be subject to taxes imposed by countries in which they invest with respect to their investments in issuers existing or operating in such countries. Such taxes are generally based on income earned or repatriated and capital gains realized on the sale of such investments. The Portfolios accrue such taxes when the related income or capital gains are earned or throughout the holding period. Some countries require governmental approval for the repatriation of investment income, capital or the proceeds of sales earned by foreign investors. Additionally, if there is a deterioration in a country's balance of payments or for other reasons, a country may impose temporary restrictions on foreign capital remittances abroad.

Emerging Markets Sustainability Core 1 Portfolio and Dimensional World ex U.S. Sustainability Targeted Value Portfolio are subject to tax on short-term and long-term capital gains for investments in India. Such taxes are accrued on a daily basis and due upon sale of individual securities.

**C. Investment Advisor:**

The Advisor provides investment management services to the Portfolios.

------

For the year ended October 31, 2025, the Portfolios' investment management fees were accrued daily and paid monthly to the Advisor based on the following effective annual rates of average daily net assets:

---

| | |
|:---|:---|
| U.S. Sustainability Core 1 Portfolio | 0.14<br> %<br>|
| U.S. Sustainability Targeted Value Portfolio | 0.28<br> %<br>|
| International Sustainability Core 1 Portfolio | 0.20<br> %<br>|
| Emerging Markets Sustainability Core 1 Portfolio | 0.35<br> %<br>|
| Dimensional World ex U.S. Sustainability Targeted Value Portfolio | 0.40<br> %<br>|
| DFA Global Sustainability Fixed Income Portfolio | 0.18<br> %<br>|

---

Pursuant to an Amended and Restated Fee Waiver and/or Expense Assumption Agreement (a "Fee Waiver Agreement"), the Advisor has contractually agreed to waive certain fees, including management fees, and in certain instances, assume certain expenses of the Portfolios, as described in the notes below. The Fee Waiver Agreements for the Portfolios will remain in effect through February 28, 2026. The Fee Waiver Agreements may only be terminated by the Board prior to that date and shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. During the year ended October 31, 2025, the Portfolios had expense limits based on a percentage of average net assets on an annualized basis, as listed below. At any time that the Portfolio Expenses (defined below) of a class of a Portfolio are less than the applicable Expense Limitation Amount listed below, the Advisor retains the right to recover fees previously waived and/or expenses previously assumed to the extent that the expense ratio following such recovery would be less than the Expense Limitation Amount that was in place when such prior year fees were waived and/or expenses assumed, and less than the current Expense Limitation Amount in place for the Portfolio. The recovered previously waived fees/assumed expenses during the year ended October 31, 2025, waived fees/assumed expenses during the year ended October 31, 2025, and previously waived fees/assumed expenses subject to future recovery by the Advisor, are reflected below (amounts in thousands). The Fund, on behalf of the Portfolios, is not obligated to reimburse the Advisor for fees previously waived or expenses previously assumed by the Advisor more than thirty-six months before the date of recovery.

---

| | | | |
|:---|:---|:---|:---|
| **Institutional Class Shares**  | **Expense**<br> **Limitation**<br> **Amount**<br>| **Recovery**<br> **of Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br>| **Waived Fees/**<br> **Assumed**<br> **Expenses**<br>|
| U.S. Sustainability Core 1 Portfolio (1) | 0.25<br> %<br>|  |  |
| U.S. Sustainability Targeted Value Portfolio (2) | 0.34<br> %<br>| $28 | $2 |
| International Sustainability Core 1 Portfolio (1) | 0.38<br> %<br>|  |  |
| Emerging Markets Sustainability Core 1 Portfolio (2) | 0.42<br> %<br>| 9 | 126 |
| Dimensional World ex U.S. Sustainability Targeted Value <br> Portfolio (1)<br>| 0.52<br> %<br>| 42 | 112 |
| DFA Global Sustainability Fixed Income Portfolio (2) | 0.25<br> %<br>|  |  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| (1) The Advisor has contractually agreed to waive all or a portion of its management fee and assume the ordinary operating expenses of <br> a class of each of the Portfolios listed above (excluding the expenses that the Portfolio incurs indirectly through its investment in other investment <br> companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of a class of each Portfolio listed above, on an <br> annualized basis, to the rates listed above as a percentage of a class of the respective Portfolio's average net assets (the "Expense Limitation <br> Amount").<br>|
| (2) The Advisor has contractually agreed to waive all or a portion of its management fee and to assume the ordinary operating expenses <br> of a class of each of the Portfolios listed above (including the expenses that the Portfolio bears as a shareholder of other funds managed by the <br> Advisor, excluding money market funds and the Short Term Series, but excluding the expenses that the Portfolio incurs indirectly through its <br> investment in unaffiliated investment companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of a class of each <br> Portfolio listed above to the rates listed above as a percentage of the average net assets of a class of the respective Portfolio on an annualized <br> basis (the "Expense Limitation Amount"). Prior to February 28, 2025, the Expense Limitation Amount in the Fee Waiver Agreement for Emerging <br> Markets Sustainability Core 1 Portfolio was 0.65% of the average net assets of a class of the Portfolio on an annualized basis.<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** |
|  | **10/31/2026** | **10/31/2027** | **10/31/2028** | **Total** |
| Emerging Markets Sustainability Core 1 Portfolio | &nbsp;&nbsp; $— | $— | $117 | $117 |
| Dimensional World ex U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; — |  | 70 | 70 |

---

**Earned Income Credit:** 

Additionally, the Portfolios have entered into arrangements with their custodian whereby net interest earned on uninvested cash balances was used to reduce a portion of custody expenses. Custody expense in the accompanying financial statements is presented before reduction for credits. The impact of such credits is generally less than one basis point of each Portfolio's net assets. During the year ended October 31, 2025, expenses reduced were as follows (amount in thousands):

---

| | |
|:---|:---|
|  | **Fees Paid**<br> **Indirectly**<br>|
| International Sustainability Core 1 Portfolio | &nbsp;&nbsp; $219 |

---

**Fees Paid to Officers and Directors/Trustees:**

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Fund. For the year ended October 31, 2025, the total related amount paid by the Fund to the CCO was $239 (in thousands). The total related amounts paid by each of the Portfolios are included in Other Expenses on the Statements of Operations.

**D. Deferred Compensation:** 

As of October 31, 2025, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statements of Assets and Liabilities as follows (amounts in thousands):

---

| | |
|:---|:---|
| U.S. Sustainability Core 1 Portfolio | &nbsp;&nbsp; $27 |
| U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; 2 |
| International Sustainability Core 1 Portfolio | &nbsp;&nbsp; 14 |
| Emerging Markets Sustainability Core 1 Portfolio | &nbsp;&nbsp; 4 |
| Dimensional World ex U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; — |
| DFA Global Sustainability Fixed Income Portfolio | &nbsp;&nbsp; 3 |

---

**E. Purchases and Sales of Securities:** 

For the year ended October 31, 2025, the Portfolios made the following purchases and sales of investment securities, other than short-term securities, in-kind redemptions and U.S. government securities (with respect to the equity portfolios) (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **U.S. Government Securities**  | **Other Investment Securities** | **Other Investment Securities** |
|  | **Sales**  | **Purchases**  | **Sales**  |
| U.S. Sustainability Core 1 Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; $1011555 | &nbsp;&nbsp; $991518 |
| U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; 169637 | &nbsp;&nbsp; 97061 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | **U.S. Government Securities**  | **Other Investment Securities** | **Other Investment Securities** |
|  | **Sales**  | **Purchases**  | **Sales**  |
| International Sustainability Core 1 Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; $459053 | &nbsp;&nbsp; $489243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Emerging Markets Sustainability Core 1 <br> Portfolio<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; 68727 | &nbsp;&nbsp; 172222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dimensional World ex U.S. Sustainability <br> Targeted Value Portfolio Ʊ<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; 108288 | &nbsp;&nbsp; 7026 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DFA Global Sustainability Fixed Income <br> Portfolio<br>| &nbsp;&nbsp; $34616 | &nbsp;&nbsp; 255626 | &nbsp;&nbsp; 229661 |

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

Ʊ The Portfolio commenced operations on May 06, 2025.<br>

For the year ended October 31, 2025, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

The amounts presented below may differ from the respective amounts presented in the corresponding Schedules of Investments, Statements of Assets and Liabilities or Statements of Operations due to rounding. The amounts are as follows (amounts in thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **October 31, 2025**<br>| **Shares as of**<br> **October 31, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **U.S. Sustainability Core 1** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $63782 | $1304408 | $1265858 | $23 | $(1)<br>| $102354 | 8849 | $3774 |  |
| **Total** | **$63782** | **$1304408** | **$1265858** | **$23** | **$(1)**<br>| **$102354** |  | **$3774** | **—** |
| **U.S. Sustainability** <br> **Targeted Value** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $9719 | $123926 | $126210 | $2 |  | $7437 | 643 | $349 |  |
| **Total** | **$9719** | **$123926** | **$126210** | **$2** | **—** | **$7437** |  | **$349** | **—** |
| **International** <br> **Sustainability Core 1** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $108478 | $1256098 | $1213569 | $14 | $(2)<br>| $151019 | 13056 | $3876 |  |
| **Total** | **$108478** | **$1256098** | **$1213569** | **$14** | **$(2)**<br>| **$151019** |  | **$3876** | **—** |
| **Emerging Markets** <br> **Sustainability Core 1** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $17392 | $124423 | $126930 | $2 | $(1)<br>| $14886 | 1287 |  |  |
| **Total** | **$17392** | **$124423** | **$126930** | **$2** | **$(1)**<br>| **$14886** |  | **—** | **—** |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **October 31, 2025**<br>| **Shares as of**<br> **October 31, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **Dimensional World ex** <br> **U.S. Sustainability** <br> **Targeted Value** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| DFA Short Term Investment <br> Fund<br>|  | $9509 | $6954 |  |  | $2555 | 221 | $7 |  |
| **Total** | **—** | **$9509** | **$6954** | **—** | **—** | **$2555** |  | **$7** | **—** |
| **DFA Global Sustainability** <br> **Fixed Income Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $4847 | $57939 | $56946 | $1 |  | $5841 | 505 | $213 |  |
| **Total** | **$4847** | **$57939** | **$56946** | **$1** | **—** | **$5841** |  | **$213** | **—** |

---

**F. Federal Income Taxes:** 

Each Portfolio has qualified (and with respect to Dimensional World ex U.S. Sustainability Targeted Value Portfolio intends to qualify) and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to shareholders. Accordingly, no provision has been made for federal income taxes.

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are charged or credited to paid-in capital or distributable earnings, undistributed net investment income, accumulated net realized gains or losses, or unrealized appreciation, as appropriate, in the period that the differences arise. Accordingly, the permanent differences as of October 31, 2025, can occur as a result of realized gains on securities considered to be "passive foreign investment companies," non-deductible expenses, realized foreign capital gains tax, the use of accumulated earnings and profits distributed to shareholders on redemptions of shares as part of the dividends paid deduction for income tax purposes, net foreign currency gains/losses, redemption in-kind transactions, distributions received from real estate investment trusts and distribution redesignations, were reclassified to the accounts mentioned above. These reclassifications had no effect on net assets or net asset value per share.

The tax character of dividends and distributions declared and paid during the years ended October 31, 2024, and October 31, 2025, were as follows (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Long-Term**<br> **Capital Gains**<br>| **Total** |
| U.S. Sustainability Core 1 Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; $78612 | &nbsp;&nbsp; — | &nbsp;&nbsp; $78612 |
| 2025 | &nbsp;&nbsp; 77045 | &nbsp;&nbsp; — | &nbsp;&nbsp; 77045 |
| U.S. Sustainability Targeted Value Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 5210 | &nbsp;&nbsp; $2496 | &nbsp;&nbsp; 7706 |
| 2025 | &nbsp;&nbsp; 6925 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6925 |
| International Sustainability Core 1 Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 92775 | &nbsp;&nbsp; — | &nbsp;&nbsp; 92775 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Long-Term**<br> **Capital Gains**<br>| **Total** |
| 2025 | &nbsp;&nbsp; $113546 | &nbsp;&nbsp; — | &nbsp;&nbsp; $113546 |
| Emerging Markets Sustainability Core 1 Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 27592 | &nbsp;&nbsp; — | &nbsp;&nbsp; 27592 |
| 2025 | &nbsp;&nbsp; 32300 | &nbsp;&nbsp; — | &nbsp;&nbsp; 32300 |
| Dimensional World ex U.S. Sustainability Targeted Value Portfolio |  |  |  |
| 2025 | &nbsp;&nbsp; 1080 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1080 |
| DFA Global Sustainability Fixed Income Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 38475 | &nbsp;&nbsp; — | &nbsp;&nbsp; 38475 |
| 2025 | &nbsp;&nbsp; 30015 | &nbsp;&nbsp; — | &nbsp;&nbsp; 30015 |

---

Dimensional World ex U.S. Sustainability Targeted Value Portfolio Fund commenced operations on May 6, 2025 and did not pay any distributions for the period ended October 31, 2024.

As of October 31, 2025, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed**<br> **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Undistributed**<br> **Long-Term**<br> **Capital Gains**<br>| **Capital Loss**<br> **Carryforwards**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>| **Total Net**<br> **Distributable**<br> **Earnings**<br> **(Accumulated**<br> **Losses)**<br>|
| U.S. Sustainability Core 1 Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $(42914)<br>| &nbsp;&nbsp; $4289574 | &nbsp;&nbsp; $4246660 |
| U.S. Sustainability Targeted Value <br> Portfolio<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (1604)<br>| &nbsp;&nbsp; 83156 | &nbsp;&nbsp; 81552 |
| International Sustainability Core 1 <br> Portfolio<br>| &nbsp;&nbsp; $41962 | &nbsp;&nbsp; — | &nbsp;&nbsp; (71827)<br>| &nbsp;&nbsp; 1485088 | &nbsp;&nbsp; 1455223 |
| Emerging Markets Sustainability Core 1 <br> Portfolio<br>| &nbsp;&nbsp; 8166 | &nbsp;&nbsp; — | &nbsp;&nbsp; (100240)<br>| &nbsp;&nbsp; 389567 | &nbsp;&nbsp; 297493 |
| Dimensional World ex <br> U.S. Sustainability Targeted Value <br> Portfolio<br>| &nbsp;&nbsp; 1599 | &nbsp;&nbsp; — | &nbsp;&nbsp; (802)<br>| &nbsp;&nbsp; 14653 | &nbsp;&nbsp; 15450 |
| DFA Global Sustainability Fixed Income <br> Portfolio<br>| &nbsp;&nbsp; 7010 | &nbsp;&nbsp; — | &nbsp;&nbsp; (108495)<br>| &nbsp;&nbsp; (22961)<br>| &nbsp;&nbsp; (124446)<br>|

---

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2025, the Portfolios had the following capital loss carryforwards available to offset future realized capital gains with no expiration date (amounts in thousands):

---

| | |
|:---|:---|
|  | **Total** |
| U.S. Sustainability Core 1 Portfolio | &nbsp;&nbsp; $42914 |
| U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; 1604 |
| International Sustainability Core 1 Portfolio | &nbsp;&nbsp; 71827 |
| Emerging Markets Sustainability Core 1 Portfolio | &nbsp;&nbsp; 100240 |
| Dimensional World ex U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; 802 |
| DFA Global Sustainability Fixed Income Portfolio | &nbsp;&nbsp; 108495 |

---

------

During the year ended October 31, 2025, the Portfolios utilized the following amounts of capital loss carryforwards to offset realized capital gains for federal income tax purposes (amounts in thousands):

---

| | |
|:---|:---|
| U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; $3660 |
| International Sustainability Core 1 Portfolio | &nbsp;&nbsp; 21736 |

---

As of October 31, 2025, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br> **Tax Cost**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **(Depreciation)**<br>| **Net**<br> **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| U.S. Sustainability Core 1 Portfolio | &nbsp;&nbsp; $3819515 | &nbsp;&nbsp; $4398032 | &nbsp;&nbsp; $(108457)<br>| &nbsp;&nbsp; $4289575 |
| U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; 443383 | &nbsp;&nbsp; 115037 | &nbsp;&nbsp; (31881)<br>| &nbsp;&nbsp; 83156 |
| International Sustainability Core 1 Portfolio | &nbsp;&nbsp; 2763871 | &nbsp;&nbsp; 1588474 | &nbsp;&nbsp; (104023)<br>| &nbsp;&nbsp; 1484451 |
| Emerging Markets Sustainability Core 1 Portfolio | &nbsp;&nbsp; 831820 | &nbsp;&nbsp; 469613 | &nbsp;&nbsp; (69510)<br>| &nbsp;&nbsp; 400103 |
| Dimensional World ex U.S. Sustainability Targeted <br> Value Portfolio<br>| &nbsp;&nbsp; 104154 | &nbsp;&nbsp; 16966 | &nbsp;&nbsp; (2191)<br>| &nbsp;&nbsp; 14775 |
| DFA Global Sustainability Fixed Income Portfolio | &nbsp;&nbsp; 706385 | &nbsp;&nbsp; 11721 | &nbsp;&nbsp; (34650)<br>| &nbsp;&nbsp; (22929)<br>|

---

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in the tax treatment of passive foreign investment company investments or other investments.

ASC 740 Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Under GAAP, the Portfolios recognize the tax benefits of uncertain tax positions only when the position is more likely than not to be sustained, assuming examination by tax authorities. Management has analyzed the Portfolios' tax positions and has concluded that no additional provision for income tax is required in any of the Portfolios' financial statements. The Portfolios are not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. Each Portfolios' federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

**G. Financial Instruments:**

In accordance with the Portfolios' investment objectives and policies, the Portfolios may invest in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. The Portfolios' derivative contracts are not accounted for as hedging instruments under GAAP. These instruments and their significant corresponding risks are described below:

1. Foreign Market Risks: Investments in foreign markets may involve certain considerations and risks not typically associated with investments in the United States of America, including the possibility of future political and economic developments and the level of foreign governmental supervision and regulation of foreign securities markets. These markets are generally smaller, less liquid and more volatile than the major securities markets in the United States of America. Consequently, acquisition and disposition of international securities held by the Portfolios may be inhibited.

2. Forward Currency Contracts: The DFA Global Sustainability Fixed Income Portfolio hedges its foreign currency exposure to attempt to protect against uncertainty in the level of future foreign currency exchange rates. The DFA Global Sustainability Fixed Income Portfolio may enter into forward foreign currency contracts to hedge against fluctuations in currency exchange rates or to transfer balances from one currency to another currency. The DFA Global Sustainability Fixed Income Portfolio also may enter into a forward contract to buy or sell the amount of foreign

------

currency approximating the value of some or all of the portfolio securities quoted or denominated in such foreign currency. The decision to hedge the Portfolio's currency exposure with respect to a foreign market will be based primarily on the Portfolio's existing exposure to a given foreign currency. Each contract is valued daily and the change in value is recorded by the Portfolio as an unrealized gain or loss, which is presented in the Statement of Operation 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 Statement of Operation as a net realized gain or loss on forward currency contracts.

3. Futures Contracts: Each Portfolio may purchase or sell futures contracts and options on futures contracts for securities and indices to increase or decrease market exposure based on actual or expected cash inflows to or outflows from the Portfolios. Upon entering into a futures contract, the Portfolios deposit cash or pledge U.S. Government securities to a broker in an amount equal to the minimum "initial margin" requirements of the exchange on which the contract is traded. Subsequent payments are received from or paid to the broker each day, based on the daily fluctuation in the market value of the contract. These receipts or payments are known as "variation margin" and are recorded daily by the Portfolios as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Portfolios record a realized gain or loss, which is presented in the Statements of Operations as a net realized gain or loss on futures, equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

Risks may arise upon entrance into futures contracts from potential imperfect price correlations between the futures contracts and the underlying securities, from the possibility of an illiquid secondary market for these instruments and from the possibility that the Portfolios could lose more than the initial margin requirements.

The U.S. Social Core Equity 2 Portfolio, Global Social Core Equity Portfolio and the International Equity Portfolios entering into stock index futures are subject to equity price risk from those futures contracts.

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the year ended October 31, 2025 was as follows (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Forward**<br> **Currency**<br> **Contracts\***<br>| **Futures\*\*** |
| U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; $—<br>| &nbsp;&nbsp; $233 |
| Dimensional World ex U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; —<br>| &nbsp;&nbsp; 342 |
| DFA Global Sustainability Fixed Income Portfolio | &nbsp;&nbsp; 479588<br>| &nbsp;&nbsp; — |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* Average amount of Currency Purchased/Sold in USD.

\*\* Average Notional Value of futures contracts.

The following is a summary of the Portfolios' derivative instrument holdings categorized by primary risk exposure as of October 31, 2025 (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Asset Derivatives Value**  | **Asset Derivatives Value**  | **Asset Derivatives Value**  |
|  | **Total Value**<br> **at**<br> **October 31, 2025** <br>| **Forward**<br> **Currency**<br> **Contracts** <sup>(1)</sup> <br>| **Equity**<br> **Contracts** <sup>(2)</sup> <br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dimensional World ex U.S. Sustainability Targeted Value <br> Portfolio<br>| &nbsp;&nbsp; $5<br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; $5 |
| DFA Global Sustainability Fixed Income Portfolio | &nbsp;&nbsp; 3661<br>| &nbsp;&nbsp; $3661<br>| &nbsp;&nbsp; — |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

---

| | | |
|:---|:---|:---|
|  | **Liability Derivatives Value**  | **Liability Derivatives Value**  |
|  | **Total Value**<br> **at**<br> **October 31, 2025** <br>| **Forward**<br> **Currency**<br> **Contracts** <sup>(3)</sup> <br>|
| DFA Global Sustainability Fixed Income Portfolio | &nbsp;&nbsp; $(238)<br>| &nbsp;&nbsp; $(238)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(1) Presented
 on Statements of Assets and Liabilities as Unrealized Gain on Forward Currency Contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(2) Presented
 on Statement of Assets and Liabilities as Receivables: Futures Variation Margin.

&nbsp;&nbsp;&nbsp;&nbsp;(3) Presented
 on Statements of Assets and Liabilities as Unrealized Loss on Forward Currency Contracts.

The following is a summary of the realized and change in unrealized gains and losses from the Portfolios' derivative instrument holdings categorized by primary risk exposure for the year ended October 31, 2025 (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  |
|  | **Total**  | **Forward**<br> **Currency**<br> **Contracts** <sup>(1)</sup> <br>| **Equity**<br> **Contracts** <sup>(2)</sup> <br>|
| U.S. Sustainability Core 1 Portfolio | &nbsp;&nbsp; $797 | &nbsp;&nbsp; — | &nbsp;&nbsp; $797 |
| U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; 31 | &nbsp;&nbsp; — | &nbsp;&nbsp; 31 |
| International Sustainability Core 1 Portfolio | &nbsp;&nbsp; (28)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (28)<br>|
| Emerging Markets Sustainability Core 1 Portfolio | &nbsp;&nbsp; (239)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (239)<br>|
| Dimensional World ex U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; 168 | &nbsp;&nbsp; — | &nbsp;&nbsp; 168 |
| DFA Global Sustainability Fixed Income Portfolio | &nbsp;&nbsp; 3797 | &nbsp;&nbsp; $3797 | &nbsp;&nbsp; — |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  |
|  | **Total**  | **Forward**<br> **Currency**<br> **Contracts** <sup>(3)</sup> <br>| **Equity**<br> **Contracts** <sup>(4)</sup> <br>|
| Dimensional World ex U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; $5 | &nbsp;&nbsp; — | &nbsp;&nbsp; $5 |
| DFA Global Sustainability Fixed Income Portfolio | &nbsp;&nbsp; (3422)<br>| &nbsp;&nbsp; $(3422)<br>| &nbsp;&nbsp; — |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(1) Presented
 on Statements of Operations as Net Realized Gain (Loss) on: Forward Currency Contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(2) Presented
 on Statements of Operations as Net Realized Gain (Loss) on: Futures.

&nbsp;&nbsp;&nbsp;&nbsp;(3) Presented
 on Statements of Operations as Change in Unrealized Appreciation (Depreciation) of: Forward Currency Contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(4) Presented
 on Statements of Operations as Change in Unrealized Appreciation (Depreciation) of: Futures.

**Offsetting of Derivative Assets and Derivative Liabilities:**

In order to better define its contractual rights and to secure rights that will help a Portfolio mitigate its counterparty risk, the Portfolio entered into an International Swaps and Derivatives Association, Inc. Master Agreement (ISDA Master Agreement) or a similar agreement with certain of its derivative contract counterparties. An ISDA Master Agreement is a bilateral agreement between a Portfolio and a counterparty that governs OTC derivatives and forward currency contracts and typically contains, among other things, provisions in the event of a default and/or termination event and may also include collateral posting items. Under an ISDA Master Agreement, a Portfolio may, under certain circumstances, offset with the counterparty certain derivative financial instruments' payables and/or receivables with collateral held and/or posted, if any, and create one single net payment. The

------

provisions of the ISDA Master Agreement typically permit a single net payment in the event of a default (close-out), including the bankruptcy or insolvency of the counterparty. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against the right of offset in bankruptcy, insolvency, or other events.

For financial reporting purposes, a Portfolio does not offset derivative assets and derivative liabilities that are subject to netting arrangements in the Statements of Assets and Liabilities.

The following table presents the following Portfolio's gross and net amount of assets and liabilities available for offset under netting arrangements as well as any related collateral received or pledged by the Portfolio as of October 31, 2025 (amounts in thousands):

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |  | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |
| **Description** | **Gross**<br> **Amounts of**<br> **Recognized**<br> **Assets**<br>| **Financial**<br> **Instruments (a)**<br>| **Non-Cash**<br> **Collateral**<br> **Received**<br>| **Cash**<br> **Collateral**<br> **Received**<br>| **Net**<br> **Amount (b)**<br>| **Gross**<br> **Amounts of**<br> **Recognized**<br> **Liabilities**<br>| **Financial**<br> **Instruments (c)**<br>| **Non-Cash**<br> **Collateral**<br> **Pledged**<br>| **Cash**<br> **Collateral**<br> **Pledged**<br>| **Net**<br> **Amount (d)**<br>|
|  | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** |
| **DFA Global Sustainability Fixed Income Portfolio** |  |  |  |  |  |  |  |  |  |  |
| Citibank, N.A. | $770 | $(124)<br>|  |  | $646 | $124 | $(124)<br>|  |  |  |
| State Street Bank and Trust | 407 |  |  |  | 407 |  |  |  |  |  |
| Societe Generale | 123 | (31)<br>|  |  | 92 | 31 | (31)<br>|  |  |  |
| UBS AG | 828 |  |  |  | 828 |  |  |  |  |  |
| Bank of New York Mellon | 95 | (75)<br>|  |  | 20 | 75 | (75)<br>|  |  |  |
| Australia and New Zealand Bank | 311 |  |  |  | 311 |  |  |  |  |  |
| HSBC Bank | 580 | (8)<br>|  |  | 572 | 8 | (8)<br>|  |  |  |
| Royal Bank of Canada | 547 |  |  |  | 547 |  |  |  |  |  |
| Goldman Sachs Capital Markets <br> L.P.<br>|  |  |  |  |  |  |  |  |  |  |
| Total | $3661 | $(238)<br>|  |  | $3423 | $238 | $(238)<br>|  |  |  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) Represents
 the amount of assets that could be offset by liabilities with the same counterparty under master netting or similar agreements that
 management elects not to offset on the Statements of Assets and Liabilities.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Represents
 the net amount due from counterparties in the event of default.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Represents
 the amount of liabilities that could be offset by assets with the same counterparty under master netting or similar agreements that
 management elects not to offset on the Statements of Assets and Liabilities.

&nbsp;&nbsp;&nbsp;&nbsp;(d) Represents
 the net amount due to counterparties in the event of default.

**H. Line of Credit and Interfund Lending Program:**

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 2, 2025, with its domestic custodian bank. A line of credit with similar terms was in effect through April 2, 2025. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The agreement for the line of credit expires on April 1, 2026.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective December 26, 2024. A line of credit with similar terms was in effect through December 26, 2024. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings

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under the line of credit do not exceed $700 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The line of credit agreement expires on December 25, 2025.

For the year ended October 31, 2025, borrowings by the following Portfolios under the lines of credit were as follows (amounts in thousands, except percentages and days):

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Weighted**<br> **Average**<br> **Interest Rate**<br>| **Weighted**<br> **Average**<br> **Loan Balance**<br>| **Number of**<br> **Days**<br> **Outstanding\***<br>| **Interest**<br> **Expense**<br> **Incurred**<br>| **Maximum Amount**<br> **Borrowed During**<br> **the Period**<br>| **Outstanding**<br> **Borrowings**<br> **as of 10/31/2025**<br>|
| U.S. Sustainability Core 1 <br> Portfolio<br>| 4.84<br> %<br>| &nbsp;&nbsp; $539 | &nbsp;&nbsp; 1 | &nbsp;&nbsp; — | &nbsp;&nbsp; $539 | &nbsp;&nbsp; — |
| U.S. Sustainability <br> Targeted Value Portfolio<br>| 5.33<br> %<br>| &nbsp;&nbsp; 839 | &nbsp;&nbsp; 1 | &nbsp;&nbsp; — | &nbsp;&nbsp; 839 | &nbsp;&nbsp; — |
| International Sustainability <br> Core 1 Portfolio<br>| 5.00<br> %<br>| &nbsp;&nbsp; 3241 | &nbsp;&nbsp; 6 | &nbsp;&nbsp; $3 | &nbsp;&nbsp; 10778 | &nbsp;&nbsp; — |
| Emerging Markets <br> Sustainability Core 1 <br> Portfolio<br>| 5.01<br> %<br>| &nbsp;&nbsp; 1334 | &nbsp;&nbsp; 66 | &nbsp;&nbsp; 12 | &nbsp;&nbsp; 6263 | &nbsp;&nbsp; — |
| Dimensional World ex <br> U.S. Sustainability <br> Targeted Value Portfolio<br>| 5.01<br> %<br>| &nbsp;&nbsp; 68 | &nbsp;&nbsp; 10 | &nbsp;&nbsp; — | &nbsp;&nbsp; 155 | &nbsp;&nbsp; — |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* Number of Days Outstanding represents the total of single or consecutive days during the year ended October 31, 2025, that each Portfolio's available line of credit was used. 

Pursuant to an exemptive order issued by the SEC (the "Order"), the Portfolios may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day's notice.

For the year ended October 31, 2025, activity by the Portfolios under the interfund lending program was as follows (amounts in thousands, except percentages and days):

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Borrower or**<br> **Lender**<br>| **Weighted**<br> **Average**<br> **Interest Rate**<br>| **Weighted**<br> **Average Loan**<br> **Balance**<br>| **Number of**<br> **Days**<br> **Outstanding\***<br>| **Interest**<br> **Expense/**<br> **Income**<br>| **Maximum Amount**<br> **Borrowed/Loaned**<br> **During the Period**<br>| **Outstanding**<br> **Borrowings**<br> **as of 10/31/2025**<br>|
| U.S. Sustainability <br> Core 1 <br> Portfolio<br>| &nbsp;&nbsp; Borrower | 4.54<br> %<br>| &nbsp;&nbsp; $246602 | &nbsp;&nbsp; 5 | &nbsp;&nbsp; $154 | &nbsp;&nbsp; $339689 | &nbsp;&nbsp; — |
| Emerging <br> Markets <br> Sustainability <br> Core 1 <br> Portfolio<br>| &nbsp;&nbsp; Borrower | 4.68<br> %<br>| &nbsp;&nbsp; 36921 | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 10 | &nbsp;&nbsp; 40792 | &nbsp;&nbsp; — |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* Number of Days Outstanding represents the total of single or consecutive days during the year ended October 31, 2025 that each Portfolio utilized the interfund lending program. 

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**I. Affiliated Trades:**

Cross trades for the year ended October 31, 2025, if any, were executed by the Portfolios pursuant to procedures adopted by the Board to ensure compliance with Rule 17a-7 under the 1940 Act. Cross trading is the buying or selling of portfolio securities between series of investment companies, or between a series of an investment company and another entity, that are or could be considered affiliates by virtue of having a common investment advisor (or affiliated investment advisors), common Directors and/or common Officers. At its regularly scheduled meetings, the CCO certifies to the Board that the 17a-7 transactions entered into by the Portfolios complied with the Rule 17a-7 Procedures adopted by the Board.

For the year ended October 31, 2025, cross trades by the Portfolios under Rule 17a-7 were as follows (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
| **Portfolio** | **Purchases** | **Sales** | **Realized Gain (Loss)** |
| U.S. Sustainability Core 1 Portfolio | &nbsp;&nbsp; $51380 | &nbsp;&nbsp; $107697 | &nbsp;&nbsp; $(24787)<br>|
| U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; 31607 | &nbsp;&nbsp; 20786 | &nbsp;&nbsp; 1325 |
| International Sustainability Core 1 Portfolio | &nbsp;&nbsp; 38461 | &nbsp;&nbsp; 83358 | &nbsp;&nbsp; (11611)<br>|
| Emerging Markets Sustainability Core 1 Portfolio | &nbsp;&nbsp; 66 | &nbsp;&nbsp; 275 | &nbsp;&nbsp; (265)<br>|
| Dimensional World ex U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; 2865 | &nbsp;&nbsp; 1533 | &nbsp;&nbsp; (320)<br>|

---

**J. Securities Lending:** 

As of October 31, 2025, some of the Portfolios had securities on loan to brokers/dealers, for which each such Portfolio received cash collateral. The contractual maturity of cash collateral received under the securities lending agreement is classified as overnight and continuous. Additionally, the following Portfolios received non-cash collateral consisting of short- and/or long-term U.S. Treasuries and U.S. government agency securities as follows (amounts in thousands):

---

| | |
|:---|:---|
|  | **Non-Cash**<br> **Collateral**<br> **Market**<br> **Value**<br>|
| International Sustainability Core 1 Portfolio | &nbsp;&nbsp; $73072 |
| Emerging Markets Sustainability Core 1 Portfolio | &nbsp;&nbsp; 41127 |
| Dimensional World ex U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; 1273 |

---

The Portfolios invest the cash collateral, as described below, and record a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Portfolios' collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Portfolio or, at the option of the lending agent, to replace the securities. In the event of the bankruptcy of the borrower, the Portfolio could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

------

Subject to their stated investment policies, each Portfolio with securities on loan will generally invest the cash collateral received for the loaned securities in the Short Term Series an affiliated registered ultrashort term bond fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Short Term Series. Income received from the Short Term Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. The Portfolios also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, each Portfolio will be able to terminate the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or, other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible for taxation at qualified dividend income rates.

**K. Indemnitees; Contractual Obligations:**

Under the Fund's organizational documents, its Officers and Directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties that provide general indemnification. The Fund's maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

**L. In-Kind Redemptions:**

During the year ended October 31, 2025, the Portfolios listed below realized net gains (losses) on in-kind redemptions as follows (amounts in thousands):

---

| | |
|:---|:---|
| U.S. Sustainability Core 1 Portfolio  | &nbsp;&nbsp; $501918 |
| U.S. Sustainability Targeted Value Portfolio  | &nbsp;&nbsp; 29654 |
| International Sustainability Core 1 Portfolio  | &nbsp;&nbsp; 5111 |

---

**M. Segment Reporting:**

In this reporting period, the Portfolios adopted FASB Accounting Standards Update 2023-07, Segment Reporting (Topic 280) – Improvements to Reportable Segment Disclosures ("ASU 2023-07"). The adoption of the new standard only impacted financial statement disclosures and did not affect each Portfolio's financial position or the results of its operations. An operating segment is defined in Topic 280 as a component of a public entity that (i) engages in business activities from which it may recognize revenues and incur expenses, (ii) has operating results that are regularly reviewed by the public entity's chief operating decision maker ("CODM") to make decisions about resources to be allocated to the segment and assess its performance, and (iii) has discrete financial information available. The Fund's Co-Chief Executive Officers and the Chief Financial Officer act as the Portfolios' CODM. Each Portfolio represents a single operating segment, as the CODM monitors the operating results of the Portfolio as a whole. Each Portfolio's long-term strategic asset allocation is executed by its portfolio management team and guided by each Portfolio's investment objective and principal investment strategies, as described in each Portfolio's respective prospectus. The financial information provided to and reviewed by the CODM is consistent with that presented in each Portfolio's Schedule of Investments, Statement of Operations, Statement of Changes in Net Assets, and Financial Highlights.

**N. New Accounting Pronouncement:**

In December 2023, the FASB issued Accounting Standards Update 2023-09, Income Taxes (Topic 740) – Improvements to Income Tax Disclosures ("ASU 2023-09"). Effective for annual periods beginning after December 15, 2024, the amendments require greater disaggregation of disclosures related to income taxes paid. The

------

ASU 2023-09 allows for early adoption and requires that amendments be applied on a prospective basis. Management is currently evaluating ASU 2023-09 for the Portfolios, but does not expect the guidance to materially impact the financial statements.

For the Dimensional World ex U.S. Sustainability Targeted Value Portfolio, which commenced operations and was required to adopt ASU 2023-09 during the period ended October 31, 2025, the Portfolio did not pay a significant amount of foreign or U.S. federal, state or local income taxes and therefore did not include any additional disclosures in these financial statements.

**O. Other:**

As of October 31, 2025, the following number of shareholders, each holding greater than 5%, held the following approximate percentages of the Portfolios' outstanding shares. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors. Significant shareholder transactions by these shareholders, if any, may impact the Portfolios' performance.

---

| | | | |
|:---|:---|:---|:---|
|  | **Number of** <br>**Shareholders**<br>| **Approximate** <br>**Percentage of** <br>**Outstanding Shares**<br>| **Approximate Percentage** <br>**of Outstanding Shares** <br>**Held by Advisor** <br>**and/or Affiliates**<br>|
| U.S. Sustainability Core 1 Portfolio | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 72<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 95<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| International Sustainability Core 1 Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 73<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| Emerging Markets Sustainability Core 1 Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 81<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| Dimensional World ex U.S. Sustainability Targeted <br> Value Portfolio<br>| &nbsp;&nbsp; 2 | &nbsp;&nbsp; 98<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| DFA Global Sustainability Fixed Income Portfolio | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 91<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|

---

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy). Although management currently believes that resolving claims, if any, against the Portfolios, individually or in aggregate, will not have a material adverse impact on the Portfolios' financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**P. ReFlow Redemption Service:**

A Portfolio may participate in the ReFlow liquidity program, which is designed to provide an alternative liquidity source for mutual funds experiencing net redemptions of their shares. Pursuant to the program, ReFlow Fund, LLC ("ReFlow") provides participating mutual funds with a source of cash to meet net shareholder redemptions by standing ready each business day to purchase fund shares up to the value of the net shares redeemed by other shareholders that are expected to settle that business day. A fund is not guaranteed to receive cash from ReFlow on any given day as the allocation of ReFlow's cash is based on the results of ReFlow's automated daily auction process among participating mutual funds. Following purchases of fund shares, ReFlow then generally redeems those shares when the fund experiences net shareholder purchases at the end of a maximum holding period, currently 8 days, determined by ReFlow, or at other times at ReFlow's discretion. While ReFlow holds fund shares, it will have the same rights and privileges with respect to those shares as any other shareholder.

For use of the ReFlow program, a fund pays a fee to ReFlow each time it purchases fund shares, calculated by applying to the purchase amount a fee rate determined through the auction process. The current minimum fee rate (which is subject to change) is 0.14% of the value of the fund shares purchased by ReFlow, although the fund may submit a bid at a higher fee rate if it determines that doing so is in the best interest of fund shareholders. ReFlow's purchases of fund shares through the liquidity program are made on an investment-blind basis without regard to the fund's objective, policies, or anticipated performance. In accordance with federal securities laws, ReFlow is prohibited from acquiring more than 3% of the outstanding voting securities of a fund. ReFlow will periodically redeem its entire share position in a Portfolio and may request that such redemption be met in kind in accordance with

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redemption in-kind policies described in the Portfolio's Prospectus. Purchases and redemptions of Portfolio shares by ReFlow under the program are not considered excessive short-term trading under the Portfolios' Policy Regarding Excessive Short-Term Trading.

During the year ended ended October 31, 2025, the Portfolios' activity in the program was as follows (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Value of** <br> **Purchases**<br>| **Service Fees** |
| U.S. Sustainability Core 1 Portfolio | &nbsp;&nbsp; $327085 | &nbsp;&nbsp; $454 |
| U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; 17094 | &nbsp;&nbsp; 24 |
| International Sustainability Core 1 Portfolio | &nbsp;&nbsp; 9170 | &nbsp;&nbsp; 14 |

---

**Q. Subsequent Event Evaluations:** 

Management has evaluated the impact of all subsequent events on the Portfolios through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

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**Report of Independent Registered Public Accounting Firm**

To the Board of Directors of DFA Investment Dimensions Group Inc. and Shareholders of each of the six portfolios listed in the table below

**Opinions on the Financial Statements**

We have audited the accompanying statements of assets and liabilities, including the schedules of investments, of each of the portfolios indicated in the table below (six of the portfolios constituting DFA Investment Dimensions Group Inc., hereafter collectively referred to as the "Portfolios") as of October 31, 2025, the related statements of operations and of changes in net assets for each of the periods indicated in the table below, including the related notes, and the financial highlights for each of the periods indicated in the table below (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Portfolios as of October 31, 2025, the results of each of their operations, the changes in each of their net assets, and each of the financial highlights for each of the periods indicated in the table below, in conformity with accounting principles generally accepted in the United States of America.

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| | | | |
|:---|:---|:---|:---|
| **Portfolio** | **Statement of**<br> **operations** | **Statement of**<br> **changes in net**<br> **assets** | **Financial**<br> **highlights** |
| U.S. Sustainability Core 1 Portfolio<br> U.S. Sustainability Targeted Value Portfolio<br> International Sustainability Core 1 Portfolio<br> Emerging Markets Sustainability Core 1 Portfolio<br> DFA Global Sustainability Fixed Income Portfolio | For the year ended October 31, 2025 | For the years ended October 31, 2025 and 2024 | For the years ended October 31, 2025, 2024, 2023, 2022 and 2021 |
| Dimensional World ex U.S. Sustainability Targeted Value Portfolio | For the period May 6, 2025 (commencement of operations) through October 31, 2025 | For the period May 6, 2025 (commencement of operations) through October 31, 2025 | For the period May 6, 2025 (commencement of operations) through October 31, 2025 |

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**Basis for Opinions**

 ****

These financial statements are the responsibility of the Portfolios' management. Our responsibility is to express an opinion on the Portfolios' financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Portfolios in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial

PricewaterhouseCoopers LLP, Two Commerce Square, Suite 1700, 2001 Market Street, Philadelphia, PA 19103-7042 T: (267) 330 3000, www.pwc.com/us

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![](img103.jpg)

statements. Our procedures included confirmation of securities owned as of October 31, 2025 by correspondence with the custodians, brokers and transfer agents of the investee funds; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions.

/s/ PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 19, 2025

We have served as the auditor of one or more investment companies in Dimensional Fund Advisors L.P. investment company group since 1981.

------

**TAX NOTICE TO SHAREHOLDERS**

**(Unaudited)**

The following information is solely for informational purposes. Each Portfolio is designating the U.S. federal income tax character of the following items with respect to distributions paid or expected to be paid to shareholders related to the fiscal year ended October 31, 2025. All designations are based on financial information available as of the date of this annual report and, accordingly are subject to change. For each classification below and including "Section 163(j) interest dividends" as defined in Treasury Regulation §1.163(j)-1(b)(35) and "Section 199A dividends" as defined in Treasury Regulation §1.199A -3(d), it is the intent of the Portfolio to designate the maximum amount permitted under the Internal Revenue Code and the regulations thereunder.

For U.S. federal income tax purposes, shareholders generally must report distributions received from a Portfolio on a calendar-year basis, which therefore may include distributions with respect to portions of two fiscal years of the Portfolio. Annual statements needed by shareholders concerning the tax status of distributions received for the calendar year 2025 (e.g., IRS Form 1099-DIV) will be provided in early 2026. Shareholders should refer to these statements in preparing their calendar year 2025 tax returns. Please consult your tax advisor for the proper treatment of this information. Unless otherwise noted, the amounts in the table are expressed as a percentage of the distributions paid with respect to the fiscal year ended October 31, 2025.

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| | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **DFA Investment**<br> **Dimensions Group Inc.**<br>| **Net**<br> **Investment**<br> **Income**<br> **Distributions** <br>| **Short-Term**<br> **Capital Gain**<br> **Distributions** <br>| **Long-Term**<br> **Capital Gain**<br> **Distributions** <br>| **Return of**<br> **Capital** <br>| **Tax-Exempt**<br> **Interest** <br>| **Total**<br> **Distributions** <br>| **Qualified**<br> **Dividends**<br> **(for**<br> **Corporate**<br> **Dividends**<br> **Received**<br> **Deduction) (1)**<br>| **Qualified**<br> **Dividend**<br> **Income (2)**<br>| **U.S.**<br> **Government**<br> **Interest (3)**<br>| **Foreign**<br> **Tax**<br> **Credit (4)**<br>| **Foreign**<br> **Source**<br> **Income (5)**<br>| **Qualified**<br> **Net**<br> **Interest**<br> **Income (6)**<br>| **Qualified**<br> **Short-**<br> **Term**<br> **Capital**<br> **Gain (7)**<br>|
| U.S. Sustainability Core 1 <br> Portfolio<br>| &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>| 100<br> %<br>| 100<br> %<br>|  |  |  | 1<br> %<br>|  |
| U.S. Sustainability Targeted Value <br> Portfolio<br>| &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>| 100<br> %<br>| 100<br> %<br>|  |  |  | 1<br> %<br>|  |
| International Sustainability Core 1 <br> Portfolio<br>| &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>|  | 74<br> %<br>|  | 6<br> %<br>| 85<br> %<br>|  |  |
| Emerging Markets Sustainability <br> Core 1 Portfolio<br>| &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>|  | 42<br> %<br>|  | 12<br> %<br>| 86<br> %<br>|  |  |
| Dimensional World ex <br> U.S. Sustainability Targeted <br> Value Portfolio<br>| &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>|  | 58<br> %<br>|  | 7<br> %<br>| 65<br> %<br>|  |  |
| DFA Global Sustainability Fixed <br> Income Portfolio<br>| &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>|  |  | 4<br> %<br>|  |  | 35<br> %<br>|  |

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(1) Qualified
 Dividends represents the amount that qualifies for the corporate dividends-received deduction under Section 243 of the Internal Revenue
 Code and is reflected as a percentage
 of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the fiscal
 year 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(2) Qualified
 Dividend Income represents the amount that qualifies for the reduced capital gain tax rate under Section 1(h)(11) of the Internal Revenue
 Code and is reflected as a percentage
 of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the fiscal
 year 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(3) U.S.
 Government Interest represents the amount of interest that was derived from direct U.S. Government obligations and distributed during
 the fiscal year. This amount is reflected as
 a percentage of total estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions)
 for the fiscal year 2025. Generally, interest
 from direct U.S. Government obligations is exempt from state income tax. Please consult your tax advisor for the availability of
 a state tax exemption based on your individual circumstances.

&nbsp;&nbsp;&nbsp;&nbsp;(4) Foreign
 Tax Credit represents the amount of dividends that qualify for the foreign tax credit pass through under Section 853 of the Internal Revenue
 Code and is reflected as a percentage
 of "investment company taxable income" (as defined in Section 852(b)(2) of the Internal Revenue Code).

&nbsp;&nbsp;&nbsp;&nbsp;(5) Foreign
 Source Income represents the amount of dividends derived from foreign sources and is reflected as a percentage of "investment company
 taxable income" (as defined in Section
 852(b)(2) of the Internal Revenue Code).

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&nbsp;&nbsp;&nbsp;&nbsp;(6) Qualified
 Net Interest Income represents the amount of interest income available as interest-related dividends generally exempt from withholding
 taxes for non-U.S. shareholders under
 Section 871(k)(1) of the Internal Revenue Code. The information is reflected as a percentage estimated ordinary income distributions (the
 total of short-term capital gain and net investment
 income distributions) for the fiscal year 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(7) Qualified
 Short-Term Capital Gain represents the amount available as short-term capital gain dividends generally exempt from withholding taxes for
 non-U.S. shareholders under Section
 871(k)(2) of the Internal Revenue Code. The information is reflected as a percentage of estimated ordinary income distributions (the total
 of short-term capital gain and net investment
 income distributions) for the fiscal year 2025.

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**Item 8 – Changes in and Disagreements with Accountants for Open-End Management Investment Companies**

Not applicable

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**Item 9 – Proxy Disclosures for Open-End Management Investment Companies**

Not applicable

------

**Item 10 – REMUNERATION PAID TO DIRECTORS, OFFICERS, AND OTHERS OF OPEN-END MANAGEMENT INVESTMENT COMPANIES** 

&nbsp;&nbsp;&nbsp;&nbsp; Remuneration paid to directors, officers, and others is included in the "Fees Paid to Officers and Directors/Trustees" section of the Notes to Financial Statements above.

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**Item 11 – STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT MANAGEMENT AGREEMENTS**

Not applicable

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

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![](imgfbd7b2b22.jpg)

DFA-103125-006A

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![](img77d4a5041.gif)

Annual Financial Statements &

Other Information

**Year Ended: October 31, 2025** 

------

DFA INVESTMENT DIMENSIONS GROUP INC.

------

**Dimensional VA U.S. Targeted Value Portfolio**

**Dimensional VA U.S. Large Value Portfolio**

**Dimensional VA International Value Portfolio**

**Dimensional VA International Small Portfolio**

**Dimensional VA Short-Term Fixed Portfolio**

**Dimensional VA Global Bond Portfolio**

**Dimensional VIT Inflation-Protected Securities Portfolio**

**Dimensional VA Global Moderate Allocation Portfolio**

**Dimensional VA Equity Allocation Portfolio**

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

[THIS PAGE INTENTIONALLY LEFT BLANK]

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**DFA INVESTMENT DIMENSIONS GROUP INC.**

**ANNUAL FINANCIAL STATEMENTS AND OTHER INFORMATION**

**Table of Contents** 

---

| | |
|:---|:---|
|  | **Page** |
| **[Item 7 –](#xx_294c4eb9-55f6-41aa-99e4-9b21e590f696_FC-FrontCoverImage-757_1)[Financial Statements and Financial Highlights for Open-End Management Investment](#xx_294c4eb9-55f6-41aa-99e4-9b21e590f696_FC-FrontCoverImage-757_1)**<br> **[Companies](#xx_294c4eb9-55f6-41aa-99e4-9b21e590f696_FC-FrontCoverImage-757_1)**<br>|  |
| **[Definitions of Abbreviations and Footnotes](#xx_294c4eb9-55f6-41aa-99e4-9b21e590f696_AF-TOC-AbbreviationsandFootnotes_1)** | 1 |
| [Schedules of Investments](#xx_294c4eb9-55f6-41aa-99e4-9b21e590f696_SOI-TOC-ScheduleofInvestments-757_1) |  |
| [Dimensional VA U.S. Targeted Value Portfolio](#xx_294c4eb9-55f6-41aa-99e4-9b21e590f696_SOI-TOC-ScheduleofInvestments-757_1) | 2 |
| [Dimensional VA U.S. Large Value Portfolio](#xx_294c4eb9-55f6-41aa-99e4-9b21e590f696_SOI-TOC-ScheduleofInvestments-757_22) | 23 |
| [Dimensional VA International Value Portfolio](#xx_294c4eb9-55f6-41aa-99e4-9b21e590f696_SOI-TOC-ScheduleofInvestments-757_29) | 30 |
| [Dimensional VA International Small Portfolio](#xx_294c4eb9-55f6-41aa-99e4-9b21e590f696_SOI-TOC-ScheduleofInvestments-757_39) | 40 |
| [Dimensional VA Short-Term Fixed Portfolio](#xx_294c4eb9-55f6-41aa-99e4-9b21e590f696_SOI-TOC-ScheduleofInvestments-757_92) | 93 |
| [Dimensional VA Global Bond Portfolio](#xx_294c4eb9-55f6-41aa-99e4-9b21e590f696_SOI-TOC-ScheduleofInvestments-757_96) | 97 |
| [Dimensional VIT Inflation-Protected Securities Portfolio](#xx_294c4eb9-55f6-41aa-99e4-9b21e590f696_SOI-TOC-ScheduleofInvestments-757_105) | 106 |
| [Dimensional VA Global Moderate Allocation Portfolio](#xx_294c4eb9-55f6-41aa-99e4-9b21e590f696_SOI-TOC-ScheduleofInvestments-757_106) | 107 |
| [Dimensional VA Equity Allocation Portfolio](#xx_294c4eb9-55f6-41aa-99e4-9b21e590f696_SOI-TOC-ScheduleofInvestments-757_107) | 108 |
| [Statements of Assets and Liabilities](#xx_294c4eb9-55f6-41aa-99e4-9b21e590f696_FS-StatementofAssetsandLiabilities_1) | 109 |
| [Statements of Operations](#xx_294c4eb9-55f6-41aa-99e4-9b21e590f696_SOP-StatementofOperations_1) | 112 |
| [Statements of Changes in Net Assets](#xx_294c4eb9-55f6-41aa-99e4-9b21e590f696_SOC-StatementofChanges_1) | 115 |
| [Financial Highlights](#xx_294c4eb9-55f6-41aa-99e4-9b21e590f696_FIHI_L-TOC-FinancialHighlights_L-752_1) | 119 |
| [Notes to Financial Statements](#xx_294c4eb9-55f6-41aa-99e4-9b21e590f696_NTF-NotestoFinancialStatements-757_1) | 128 |
| [Report of Independent Registered Public Accounting Firm](#xx_294c4eb9-55f6-41aa-99e4-9b21e590f696_AUD-AuditorsReport_1) | 147 |
| **[Tax Notice to Shareholders](#xx_294c4eb9-55f6-41aa-99e4-9b21e590f696_NTS-TOC-NoticetoShareholders_1)** | 149 |
| **[Item 8 –](#xx_294c4eb9-55f6-41aa-99e4-9b21e590f696_DISCLOSE-ChangesandDisagreements_1)[Changes in and Disagreements with Accountants for Open-End Management Investment](#xx_294c4eb9-55f6-41aa-99e4-9b21e590f696_DISCLOSE-ChangesandDisagreements_1)**<br> **[Companies](#xx_294c4eb9-55f6-41aa-99e4-9b21e590f696_DISCLOSE-ChangesandDisagreements_1)**<br>| 151 |
| **[Item 9 –](#xx_294c4eb9-55f6-41aa-99e4-9b21e590f696_DISCLOSE-ChangesandDisagreements_2)[Proxy Disclosures for Open-End Management Investment Companies](#xx_294c4eb9-55f6-41aa-99e4-9b21e590f696_DISCLOSE-ChangesandDisagreements_2)** | 152 |
| **[Item 10 –](#xx_294c4eb9-55f6-41aa-99e4-9b21e590f696_DISCLOSE-ChangesandDisagreements_3)[Remuneration Paid to Directors, Officers, and Others of Open-End Management](#xx_294c4eb9-55f6-41aa-99e4-9b21e590f696_DISCLOSE-ChangesandDisagreements_3)**<br> **[Investment Companies](#xx_294c4eb9-55f6-41aa-99e4-9b21e590f696_DISCLOSE-ChangesandDisagreements_3)**<br>| 153 |
| **[Item 11 –](#xx_294c4eb9-55f6-41aa-99e4-9b21e590f696_DISCLOSE-ChangesandDisagreements_4)[Statement Regarding Basis for Approval of Investment Management Agreements](#xx_294c4eb9-55f6-41aa-99e4-9b21e590f696_DISCLOSE-ChangesandDisagreements_4)** | 154 |

---

i

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES**

**<u>Schedules of Investments</u>** 

---

| | |
|:---|:---|
| Investment Abbreviations | Investment Abbreviations |
| 3M Swap | Three Month Swap |
| ADR | American Depositary Receipt |
| CPI | Consumer Price Index |
| FRN | Floating Rate Note |
| OAT | Obligations Assimilables du Tresor |
| SOFR | Secured Overnight Financing Rate  |
| USTMMR | U.S. Treasury Money Market Rate |
| AUD | Australian Dollars |
| CAD | Canadian Dollars |
| EUR | Euro |
| GBP | British Pounds |
| NZD | New Zealand Dollars |
| SGD | Singapore Dollars |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| Investment Footnotes | Investment Footnotes |
| † | See Note B to Financial Statements. |
| \* | Non-Income Producing Securities. |
| # | Total or Partial Securities on Loan. |
| » | Securities that have been fair value factored. See Note B to Financial Statements. |
| †† | Security valued using significant unobservable inputs (Level 3). |
| Ɏ | Represents 7 Day subsidized yield as of October 31, 2025 |
| @ | Security purchased with cash collateral received from Securities on Loan. |
| § | Affiliated Fund. |
| 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>|
| (r) | The adjustable rate shown is effective as of October 31, 2025. |
| ^ | Denominated in USD, unless otherwise noted. |
| Δ | Zero Coupon Security. |
| ∞ | Rates reflect the effective yields at purchase date. |

---

**<u>Financial Highlights</u>** 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(A) Computed
 using average shares outstanding.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(B) Represents
 the combined ratios for the respective Portfolio and its respective pro-rata share
 of its Underlying Funds.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **All Statements, Schedules and Notes to Financial Statements** | **All Statements, Schedules and Notes to Financial Statements** |
|  | Amounts designated as — are either zero or rounded to zero. |
| SEC | Securities and Exchange Commission |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (98.3%) | COMMON STOCKS — (98.3%) | COMMON STOCKS — (98.3%) | COMMON STOCKS — (98.3%) |
| COMMUNICATION SERVICES — (3.2%) | COMMUNICATION SERVICES — (3.2%) | COMMUNICATION SERVICES — (3.2%) | COMMUNICATION SERVICES — (3.2%) |
| \* | Advantage Solutions, <br> Inc.<br>| 70033 | $89642 |
| \* | AMC Networks, Inc., <br> Class A<br>| 10041 | 76111 |
| \* | Angi, Inc. | 17850 | 236870 |
|  | Array Digital <br> Infrastructure, Inc.<br>| 21433 | 1052789 |
|  | ATN International, <br> Inc.<br>| 7699 | 111866 |
| \* | Bandwidth, Inc., <br> Class A<br>| 11593 | 187227 |
| \* | Boston Omaha Corp., <br> Class A<br>| 13414 | 170626 |
| \* | Bumble, Inc., Class A | 39209 | 217610 |
| \* | BuzzFeed, Inc. | 8809 | 14359 |
|  | Cable One, Inc. | 2010 | 298585 |
| \* | Cardlytics, Inc. | 15304 | 29690 |
| \* | Cars.com, Inc. | 26413 | 283676 |
| \* | Cineverse Corp. | 3946 | 12035 |
| \* | DHI Group, Inc. | 22706 | 44050 |
| \* | DoubleVerify Holdings, <br> Inc.<br>| 30313 | 344962 |
| \* | EchoStar Corp., <br> Class A<br>| 2296 | 171902 |
|  | Entravision <br> Communications <br> Corp., Class A<br>| 31641 | 65497 |
| \* | Eventbrite, Inc., <br> Class A<br>| 739 | 1707 |
| \* | EW Scripps Co., <br> Class A<br>| 33487 | 81373 |
| \* | Frontier <br> Communications <br> Parent, Inc.<br>| 68161 | 2573759 |
| \* | Gaia, Inc. | 2866 | 14301 |
| \* | Gambling.com Group <br> Ltd.<br>| 6316 | 45033 |
| \* | Gannett Co., Inc. | 46930 | 248729 |
| \* | GCI Liberty, Inc. <br> (GLBKV US), <br> Class C<br>| 7756 | 284063 |
| \* | GCI Liberty, Inc. <br> (GLIBA US), <br> Class A<br>| 1334 | 48784 |
|  | Gray Media, Inc. | 40200 | 183714 |
| \* | Integral Ad Science <br> Holding Corp.<br>| 17919 | 182953 |
|  | Interpublic Group of <br> Cos., Inc.<br>| 71191 | 1826761 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
|  | John Wiley & Sons, <br> Inc. (WLY US), <br> Class A<br>| 11582 | $427028 |
| \* | Liberty Broadband <br> Corp. (LBRDA US), <br> Class A<br>| 2683 | 143514 |
| \* | Liberty Broadband <br> Corp. (LBRDK US), <br> Class C<br>| 18224 | 980816 |
| \* | Liberty Global Ltd. <br> (LBTYA US), <br> Class A<br>| 51625 | 567875 |
| \* | Liberty Global Ltd. <br> (LBTYK US), <br> Class C<br>| 48598 | 541868 |
| \* | Liberty Latin America <br> Ltd. (LILA US), <br> Class A<br>| 18962 | 147904 |
| \* | Liberty Latin America <br> Ltd. (LILAK US), <br> Class C<br>| 69155 | 547016 |
| \* | Liberty Media <br> Corp.-Liberty Live <br> (LLYVA US), <br> Class A<br>| 805 | 70631 |
| \* | Liberty Media <br> Corp.-Liberty Live <br> (LLYVK US), <br> Class C<br>| 1864 | 168524 |
| \* | Lionsgate Studios <br> Corp.<br>| 13009 | 83648 |
| \* | Marchex, Inc., <br> Class B<br>| 494 | 865 |
|  | Marcus Corp. | 13447 | 193637 |
|  | National CineMedia, <br> Inc.<br>| 25946 | 114681 |
|  | Nexstar Media Group, <br> Inc.<br>| 11834 | 2316269 |
| \* | Nextdoor Holdings, <br> Inc.<br>| 2616 | 5101 |
|  | Omnicom Group, Inc. | 6082 | 456272 |
| # | Paramount Skydance <br> Corp., Class B<br>| 33566 | 516581 |
| \* | Playstudios, Inc. | 12335 | 11472 |
| \* | PubMatic, Inc., <br> Class A<br>| 14446 | 120769 |
| \* | Reservoir Media, Inc. | 12792 | 97219 |
|  | Saga <br> Communications, <br> Inc., Class A<br>| 2918 | 35746 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
|  | Scholastic Corp. | 12850 | $368409 |
|  | Shenandoah <br> Telecommunications <br> Co.<br>| 22072 | 271927 |
|  | Shutterstock, Inc. | 5023 | 125726 |
|  | Sinclair, Inc. | 8983 | 122708 |
| #\* | Sphere Entertainment <br> Co.<br>| 1221 | 83614 |
|  | Spok Holdings, Inc. | 6453 | 92213 |
| \* | Starz Entertainment <br> Corp.<br>| 867 | 9112 |
|  | Sunrise <br> Communications <br> AG, ADR, Class A<br>| 12429 | 676138 |
| \* | Teads Holding Co. | 3669 | 5430 |
| \* | TechTarget, Inc. | 621 | 3409 |
|  | TEGNA, Inc. | 63695 | 1252881 |
|  | Telephone & Data <br> Systems, Inc.<br>| 43900 | 1704198 |
| \* | TripAdvisor, Inc. | 22841 | 366826 |
| #\* | TrueCar, Inc. | 39501 | 86902 |
| \* | Urban One, Inc. <br> (UONE US)<br>| 2835 | 3600 |
| \* | Urban One, Inc. <br> (UONEK US)<br>| 7214 | 4401 |
| \* | Vimeo, Inc. | 30393 | 237065 |
| \* | Vivid Seats, Inc., <br> Class A<br>| 163 | 2023 |
| \* | WideOpenWest, Inc. | 12070 | 61919 |
| \* | Yelp, Inc. | 12836 | 423331 |
| \* | Ziff Davis, Inc. | 16605 | 562909 |
| \* | ZoomInfo <br> Technologies, Inc.<br>| 73373 | 823245 |
| TOTAL COMMUNICATION <br> SERVICES | TOTAL COMMUNICATION <br> SERVICES |  | 23734096 |
| CONSUMER DISCRETIONARY — (13.5%) | CONSUMER DISCRETIONARY — (13.5%) | CONSUMER DISCRETIONARY — (13.5%) | CONSUMER DISCRETIONARY — (13.5%) |
| \* | 1-800-Flowers.com, <br> Inc., Class A<br>| 15632 | 56275 |
| \* | 1stdibs.com, Inc. | 9776 | 35194 |
| \* | Abercrombie & Fitch <br> Co., Class A<br>| 5144 | 373197 |
|  | Academy Sports & <br> Outdoors, Inc.<br>| 27579 | 1320758 |
| \* | Adient PLC | 32435 | 752168 |
|  | ADT, Inc. | 219610 | 1941352 |
| \* | Adtalem Global <br> Education, Inc.<br>| 5080 | 497942 |
|  | Advance Auto Parts, <br> Inc.<br>| 369 | 17391 |
|  | A-Mark Precious <br> Metals, Inc.<br>| 11160 | 296633 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | American Axle & <br> Manufacturing <br> Holdings, Inc.<br>| 58417 | $362185 |
|  | American Eagle <br> Outfitters, Inc.<br>| 72825 | 1216906 |
| \* | American Outdoor <br> Brands, Inc.<br>| 6121 | 42051 |
| \* | American Public <br> Education, Inc.<br>| 8469 | 283627 |
| #\* | America's Car-Mart, <br> Inc.<br>| 2967 | 65986 |
|  | Aramark | 25089 | 950371 |
| \* | Ark Restaurants <br> Corp.<br>| 411 | 3004 |
|  | Arko Corp. | 26642 | 117358 |
| \* | Asbury Automotive <br> Group, Inc.<br>| 7513 | 1762550 |
|  | Autoliv, Inc. | 3914 | 457155 |
| \* | AutoNation, Inc. | 10798 | 2158196 |
|  | Bassett Furniture <br> Industries, Inc.<br>| 5100 | 75225 |
| \* | Beazer Homes USA, <br> Inc.<br>| 10374 | 232378 |
| \* | Biglari Holdings, Inc. <br> (BH US), Class B<br>| 800 | 289048 |
| \* | Biglari Holdings, Inc. <br> (BH/A US), Class A<br>| 30 | 52597 |
| \* | Birkenstock Holding <br> PLC<br>| 18337 | 731830 |
| \* | BJ's Restaurants, Inc. | 10427 | 354101 |
|  | BorgWarner, Inc. | 84918 | 3648077 |
|  | Brightstar Lottery <br> PLC<br>| 2090 | 34819 |
|  | Brunswick Corp. | 20693 | 1368014 |
| \* | Caesars <br> Entertainment, Inc.<br>| 34099 | 685390 |
| # | Caleres, Inc. | 13403 | 147969 |
| \* | CarMax, Inc. | 32742 | 1372217 |
|  | Carriage Services, <br> Inc.<br>| 3397 | 151846 |
|  | Carter's, Inc. | 14193 | 445660 |
|  | Cato Corp., Class A | 9508 | 36606 |
| \* | Cavco Industries, Inc. | 33 | 17483 |
|  | Century Communities, <br> Inc.<br>| 13543 | 804454 |
| \* | Champion Homes, <br> Inc.<br>| 8105 | 553004 |
| \* | Chegg, Inc. | 34010 | 36051 |
| \* | Citi Trends, Inc. | 2758 | 98792 |
|  | Clarus Corp. | 12720 | 42485 |
|  | Columbia Sportswear <br> Co.<br>| 12729 | 631740 |
| \* | Contextlogic Holdings, <br> Inc.<br>| 5813 | 43772 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Cooper-Standard <br> Holdings, Inc.<br>| 4292 | $129704 |
| # | Cracker Barrel Old <br> Country Store, Inc.<br>| 5345 | 180127 |
| \* | Crocs, Inc. | 12243 | 1000131 |
| \* | Culp, Inc. | 2832 | 11385 |
|  | Dana, Inc. | 57009 | 1157283 |
|  | Designer Brands, Inc., <br> Class A<br>| 19219 | 70918 |
| \* | Destination XL Group, <br> Inc.<br>| 24758 | 24738 |
|  | Dick's Sporting <br> Goods, Inc.<br>| 381 | 84372 |
|  | Dillard's, Inc., Class A | 390 | 234031 |
| \* | Dorman Products, <br> Inc.<br>| 7112 | 953933 |
| \* | Dream Finders <br> Homes, Inc., <br> Class A<br>| 6463 | 127967 |
| \* | Duluth Holdings, Inc., <br> Class B<br>| 9088 | 24992 |
| \* | El Pollo Loco <br> Holdings, Inc.<br>| 18381 | 187854 |
|  | Escalade, Inc. | 3057 | 35186 |
|  | Ethan Allen Interiors, <br> Inc.<br>| 12381 | 299249 |
| \* | Figs, Inc., Class A | 10881 | 81172 |
| \* | First Watch <br> Restaurant Group, <br> Inc.<br>| 19583 | 322924 |
|  | Flexsteel Industries, <br> Inc.<br>| 2242 | 76654 |
| \* | Fossil Group, Inc. | 1522 | 3166 |
| \* | Fox Factory Holding <br> Corp.<br>| 12081 | 267111 |
| \* | Funko, Inc., Class A | 16160 | 50419 |
|  | Gap, Inc. | 117211 | 2678271 |
| \* | Genesco, Inc. | 5646 | 163790 |
|  | Gentex Corp. | 25481 | 597529 |
| \* | Gentherm, Inc. | 8895 | 327336 |
| \* | G-III Apparel Group <br> Ltd.<br>| 20294 | 544894 |
| \* | Global Business <br> Travel Group I<br>| 12493 | 98195 |
|  | Golden Entertainment, <br> Inc.<br>| 10039 | 202788 |
| \* | Goodyear Tire & <br> Rubber Co.<br>| 110906 | 764142 |
| \* | GoPro, Inc., Class A | 25979 | 51179 |
|  | Graham Holdings Co., <br> Class B<br>| 1455 | 1472649 |
| \* | Green Brick Partners, <br> Inc.<br>| 11839 | 766457 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Group 1 Automotive, <br> Inc.<br>| 3815 | $1516615 |
| \* | GrowGeneration <br> Corp.<br>| 22304 | 33902 |
|  | Guess?, Inc. | 20913 | 355103 |
|  | Hamilton Beach <br> Brands Holding Co., <br> Class A<br>| 2800 | 39396 |
|  | Harley-Davidson, Inc. | 46753 | 1261396 |
|  | Haverty Furniture <br> Cos., Inc. (HVT <br> US)<br>| 7037 | 153477 |
| \* | Helen of Troy Ltd. | 8103 | 150959 |
| \* | Hilton Grand <br> Vacations, Inc.<br>| 27546 | 1141782 |
| \* | Holley, Inc. | 2247 | 6449 |
|  | Hooker Furnishings <br> Corp.<br>| 6091 | 55306 |
| \* | Hovnanian <br> Enterprises, Inc., <br> Class A<br>| 1358 | 163272 |
|  | J Jill, Inc. | 2152 | 32431 |
|  | JAKKS Pacific, Inc. | 4636 | 78812 |
|  | Johnson Outdoors, <br> Inc., Class A<br>| 4228 | 172206 |
|  | KB Home | 23222 | 1449517 |
| # | Kohl's Corp. | 40192 | 653924 |
| # | Krispy Kreme, Inc. | 41045 | 147352 |
|  | Lakeland Industries, <br> Inc.<br>| 3668 | 60375 |
| \* | Lands' End, Inc. | 11127 | 175139 |
| \* | Latham Group, Inc. | 22247 | 161291 |
| \* | Laureate Education, <br> Inc.<br>| 731 | 21221 |
|  | La-Z-Boy, Inc. | 19420 | 615614 |
|  | LCI Industries | 8636 | 893740 |
|  | Lear Corp. | 20616 | 2157464 |
| \* | Legacy Housing <br> Corp.<br>| 9304 | 208921 |
|  | Leggett & Platt, Inc. | 6486 | 60579 |
| \* | LGI Homes, Inc. | 9377 | 382675 |
| \* | Life Time Group <br> Holdings, Inc.<br>| 32504 | 803824 |
|  | Lifetime Brands, Inc. | 8766 | 29717 |
| \* | Lincoln Educational <br> Services Corp.<br>| 4503 | 87448 |
|  | Lithia Motors, Inc. | 9693 | 3044377 |
|  | LKQ Corp. | 59846 | 1912678 |
| \* | Lovesac Co. | 6021 | 83511 |
| \* | M/I Homes, Inc. | 5985 | 749262 |
|  | Macy's, Inc. | 110139 | 2146609 |
| \* | Malibu Boats, Inc., <br> Class A<br>| 8085 | 225329 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Marine Products <br> Corp.<br>| 5374 | $45410 |
| \* | MarineMax, Inc. | 9447 | 234002 |
|  | Marriott Vacations <br> Worldwide Corp.<br>| 13143 | 867175 |
| \* | MasterCraft Boat <br> Holdings, Inc.<br>| 4040 | 81042 |
| \* | Mattel, Inc. | 90147 | 1656902 |
|  | Matthews International <br> Corp., Class A<br>| 13348 | 312610 |
|  | Meritage Homes <br> Corp.<br>| 19382 | 1309448 |
| \* | MGM Resorts <br> International<br>| 4159 | 133213 |
| \* | Mister Car Wash, Inc. | 39947 | 223304 |
| \* | Mobileye Global, Inc., <br> Class A<br>| 2892 | 38030 |
| \* | Mohawk Industries, <br> Inc.<br>| 23630 | 2685313 |
|  | Monarch Casino & <br> Resort, Inc.<br>| 777 | 69984 |
|  | Monro, Inc. | 12368 | 181191 |
| \* | Motorcar Parts of <br> America, Inc.<br>| 9753 | 166386 |
|  | Movado Group, Inc. | 8389 | 152764 |
| \* | National Vision <br> Holdings, Inc.<br>| 30132 | 775899 |
| # | Newell Brands, Inc. | 164352 | 558797 |
| \* | OneWater Marine, <br> Inc., Class A<br>| 5322 | 82651 |
| #\* | Outdoor Holding Co. | 8130 | 13008 |
|  | Oxford Industries, Inc. | 5981 | 220400 |
|  | Patrick Industries, <br> Inc.<br>| 14194 | 1481428 |
| \* | Penn Entertainment, <br> Inc.<br>| 13599 | 223840 |
|  | Penske Automotive <br> Group, Inc.<br>| 8576 | 1372760 |
|  | Perdoceo Education <br> Corp.<br>| 30611 | 972205 |
| \* | Petco Health & <br> Wellness Co., Inc.<br>| 77249 | 245652 |
| \* | PetMed Express, Inc. | 5743 | 14760 |
|  | Phinia, Inc. | 17167 | 891139 |
|  | Polaris, Inc. | 10438 | 689952 |
| #\* | Portillo's, Inc., <br> Class A<br>| 29352 | 157033 |
| \* | Pursuit Attractions & <br> Hospitality, Inc.<br>| 2749 | 97535 |
|  | PVH Corp. | 23368 | 1830415 |
|  | RCI Hospitality <br> Holdings, Inc.<br>| 2105 | 52436 |
|  | Rocky Brands, Inc. | 3792 | 106897 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| #\* | Sally Beauty Holdings, <br> Inc.<br>| 40019 | $604687 |
| # | Shoe Carnival, Inc. | 14057 | 257665 |
|  | Signet Jewelers Ltd. | 17468 | 1726712 |
|  | Smith & Wesson <br> Brands, Inc.<br>| 23502 | 225267 |
| \* | Solid Power, Inc. | 14592 | 91638 |
| \* | Solo Brands, Inc., <br> Class A<br>| 49 | 698 |
|  | Sonic Automotive, <br> Inc., Class A<br>| 10903 | 692668 |
| \* | Sportsman's <br> Warehouse <br> Holdings, Inc.<br>| 19768 | 48827 |
|  | Standard Motor <br> Products, Inc.<br>| 10327 | 383442 |
|  | Steven Madden Ltd. | 17351 | 588372 |
| \* | Stoneridge, Inc. | 10877 | 74072 |
|  | Strategic Education, <br> Inc.<br>| 9712 | 737918 |
| \* | Strattec Security <br> Corp.<br>| 2014 | 123579 |
| \* | Stride, Inc. | 700 | 47628 |
|  | Sturm Ruger & Co., <br> Inc.<br>| 3323 | 140928 |
|  | Superior Group of <br> Cos., Inc.<br>| 6372 | 59514 |
| \* | Target Hospitality <br> Corp.<br>| 18647 | 143395 |
| \* | Taylor Morrison Home <br> Corp.<br>| 47338 | 2805723 |
|  | Thor Industries, Inc. | 20515 | 2140740 |
| \* | Tile Shop Holdings, <br> Inc.<br>| 13626 | 85299 |
| #\* | Tilly's, Inc., Class A | 10706 | 16380 |
|  | Toll Brothers, Inc. | 31924 | 4308144 |
| \* | Topgolf Callaway <br> Brands Corp.<br>| 66954 | 630037 |
| \* | Traeger, Inc. | 13972 | 12854 |
| \* | Tri Pointe Homes, <br> Inc.<br>| 41682 | 1327572 |
| \* | Under Armour, Inc. <br> (UA US), Class C<br>| 74642 | 331411 |
| \* | Under Armour, Inc. <br> (UAA US), Class A<br>| 69844 | 321981 |
| \* | Unifi, Inc. | 9361 | 41750 |
| \* | Universal Electronics, <br> Inc.<br>| 7047 | 27413 |
|  | Upbound Group, Inc. | 17686 | 342755 |
| \* | Urban Outfitters, Inc. | 21096 | 1363013 |
| \* | Vera Bradley, Inc. | 15150 | 35603 |
| \* | Victoria's Secret & <br> Co.<br>| 11977 | 422189 |
|  | Visteon Corp. | 7442 | 797485 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Weyco Group, Inc. | 4829 | $138447 |
| # | Whirlpool Corp. | 9116 | 652979 |
|  | Winnebago Industries, <br> Inc.<br>| 13411 | 505729 |
| \* | Zumiez, Inc. | 9329 | 201973 |
| TOTAL CONSUMER <br> DISCRETIONARY | TOTAL CONSUMER <br> DISCRETIONARY |  | 99186144 |
| CONSUMER STAPLES — (5.4%) | CONSUMER STAPLES — (5.4%) | CONSUMER STAPLES — (5.4%) | CONSUMER STAPLES — (5.4%) |
|  | Albertsons Cos., Inc., <br> Class A<br>| 86933 | 1537845 |
|  | Alico, Inc. | 3858 | 135840 |
|  | Andersons, Inc. | 17271 | 799820 |
|  | B&G Foods, Inc. | 23025 | 92100 |
| \* | BellRing Brands, Inc. | 4705 | 141762 |
| \* | Boston Beer Co., Inc. <br> , Class A<br>| 2182 | 451652 |
|  | Brown-Forman Corp. <br> (BF/A US), Class A<br>| 627 | 17004 |
|  | Bunge Global SA | 24865 | 2352229 |
|  | Calavo Growers, Inc. | 4647 | 103210 |
|  | Cal-Maine Foods, Inc. | 16192 | 1421658 |
|  | Campbell's Co. | 74605 | 2247849 |
| \* | Central Garden & Pet <br> Co. (CENT US)<br>| 4869 | 149332 |
| \* | Central Garden & Pet <br> Co. (CENTA US), <br> Class A<br>| 20397 | 567241 |
|  | Conagra Brands, Inc. | 147638 | 2537897 |
| \* | Coty, Inc., Class A | 142000 | 563740 |
| \* | Darling Ingredients, <br> Inc.<br>| 51820 | 1660831 |
|  | Dole PLC | 31178 | 397208 |
|  | Edgewell Personal <br> Care Co.<br>| 19405 | 376263 |
| \* | Farmer Bros Co. | 6541 | 11512 |
|  | Flowers Foods, Inc. | 33271 | 396923 |
|  | Fresh Del Monte <br> Produce, Inc.<br>| 23077 | 815772 |
| \* | Grocery Outlet <br> Holding Corp.<br>| 36781 | 500589 |
| \* | Hain Celestial Group, <br> Inc.<br>| 33640 | 39022 |
| \* | HF Foods Group, Inc. | 2946 | 6363 |
|  | Hormel Foods Corp. | 75773 | 1635939 |
|  | Ingles Markets, Inc., <br> Class A<br>| 7277 | 502841 |
|  | Ingredion, Inc. | 22149 | 2556216 |
|  | J&J Snack Foods <br> Corp.<br>| 2839 | 240321 |
|  | J.M. Smucker Co. | 25349 | 2624889 |
|  | John B Sanfilippo & <br> Son, Inc.<br>| 2288 | 143641 |
|  | Limoneira Co. | 4672 | 66015 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| \* | Maplebear, Inc. | 17981 | $662780 |
| \* | Medifast, Inc. | 1266 | 15217 |
|  | MGP Ingredients, Inc. | 3372 | 81602 |
| \* | Mission Produce, Inc. | 22424 | 258325 |
|  | Molson Coors <br> Beverage Co., <br> Class B<br>| 67833 | 2965659 |
| \* | Natural Alternatives <br> International, Inc.<br>| 1808 | 5044 |
| \* | Nature's Sunshine <br> Products, Inc.<br>| 7774 | 104794 |
|  | Nu Skin Enterprises, <br> Inc., Class A<br>| 13799 | 147925 |
|  | Oil-Dri Corp. of <br> America<br>| 3264 | 180793 |
| \* | Olaplex Holdings, Inc. | 6036 | 6277 |
|  | Pilgrim's Pride Corp. | 31492 | 1199845 |
| \* | Post Holdings, Inc. | 12682 | 1318040 |
|  | PriceSmart, Inc. | 11522 | 1324339 |
|  | Reynolds Consumer <br> Products, Inc.<br>| 31843 | 778243 |
|  | Seaboard Corp. | 312 | 1051434 |
| \* | Seneca Foods Corp. <br> (SENEA US), <br> Class A<br>| 2914 | 314231 |
| \* | Simply Good Foods <br> Co.<br>| 34909 | 683169 |
|  | Spectrum Brands <br> Holdings, Inc.<br>| 10514 | 566494 |
|  | Tootsie Roll Industries, <br> Inc.<br>| 4843 | 170910 |
| \* | TreeHouse Foods, <br> Inc.<br>| 22996 | 418527 |
| \* | United Natural Foods, <br> Inc.<br>| 24213 | 911619 |
|  | Universal Corp. | 11264 | 570860 |
| \* | USANA Health <br> Sciences, Inc.<br>| 7508 | 158794 |
|  | Utz Brands, Inc. | 11726 | 123475 |
|  | Village Super Market, <br> Inc., Class A<br>| 5438 | 170590 |
|  | Weis Markets, Inc. | 11893 | 753303 |
| \* | Willamette Valley <br> Vineyards, Inc.<br>| 206 | 659 |
| TOTAL CONSUMER <br> STAPLES | TOTAL CONSUMER <br> STAPLES |  | 40036472 |
| ENERGY — (9.0%) | ENERGY — (9.0%) | ENERGY — (9.0%) | ENERGY — (9.0%) |
| \* | Amplify Energy Corp. | 18572 | 84317 |
| \* | Antero Resources <br> Corp.<br>| 67570 | 2088589 |
|  | APA Corp. | 126318 | 2861103 |
|  | Archrock, Inc. | 40946 | 1034705 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | Ardmore Shipping <br> Corp.<br>| 20003 | $251838 |
| # | Atlas Energy <br> Solutions, Inc.<br>| 25262 | 312744 |
|  | Berry Corp. | 36589 | 123305 |
| \* | Bristow Group, Inc. | 11552 | 470166 |
|  | Cactus, Inc., Class A | 9499 | 419571 |
|  | California Resources <br> Corp.<br>| 32409 | 1528732 |
|  | Chord Energy Corp. <br> (CHRD US)<br>| 10711 | 971702 |
| # | Civitas Resources, <br> Inc.<br>| 32681 | 942193 |
| \* | Clean Energy Fuels <br> Corp.<br>| 84004 | 240251 |
| \* | CNX Resources <br> Corp.<br>| 68559 | 2307696 |
| #\* | Comstock Resources, <br> Inc.<br>| 69202 | 1297537 |
|  | Core Laboratories, <br> Inc.<br>| 11696 | 186434 |
|  | Core Natural <br> Resources, Inc.<br>| 4614 | 364506 |
|  | Crescent Energy Co., <br> Class A<br>| 100089 | 843750 |
|  | DHT Holdings, Inc. | 77872 | 1034140 |
| \* | DMC Global, Inc. | 9940 | 80116 |
|  | Dorian LPG Ltd. | 19585 | 565027 |
| \* | DT Midstream, Inc. | 16661 | 1824213 |
|  | Energy Services of <br> America Corp.<br>| 2810 | 30798 |
|  | Epsilon Energy Ltd. | 6821 | 32741 |
|  | Evolution Petroleum <br> Corp.<br>| 11610 | 50852 |
| \* | Expro Group Holdings <br> NV<br>| 35866 | 487060 |
| \* | Forum Energy <br> Technologies, Inc.<br>| 4690 | 125598 |
|  | FutureFuel Corp. | 22698 | 89203 |
| \* | Geospace <br> Technologies Corp.<br>| 4922 | 124723 |
| #\* | Gevo, Inc. | 28870 | 67556 |
|  | Granite Ridge <br> Resources, Inc.<br>| 39654 | 209373 |
| \* | Green Plains, Inc. | 7761 | 79783 |
| \* | Gulf Island <br> Fabrication, Inc.<br>| 8360 | 65292 |
| \* | Gulfport Energy Corp. | 2458 | 457213 |
| \* | Helix Energy Solutions <br> Group, Inc.<br>| 66556 | 447256 |
|  | Helmerich & Payne, <br> Inc.<br>| 39845 | 1046330 |
|  | HF Sinclair Corp. | 60990 | 3147084 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | Innovex International, <br> Inc.<br>| 13881 | $278592 |
|  | International Seaways, <br> Inc.<br>| 19284 | 987919 |
|  | Kodiak Gas Services, <br> Inc.<br>| 21353 | 787499 |
| \* | Kosmos Energy Ltd. | 83098 | 130464 |
|  | Liberty Energy, Inc. | 65828 | 1192145 |
|  | Magnolia Oil & Gas <br> Corp., Class A<br>| 53227 | 1195478 |
| \* | Mammoth Energy <br> Services, Inc.<br>| 9096 | 18556 |
|  | Matador Resources <br> Co.<br>| 47038 | 1856119 |
|  | Murphy Oil Corp. | 61922 | 1752393 |
| \* | Nabors Industries Ltd. | 3363 | 163173 |
|  | NACCO Industries, <br> Inc., Class A<br>| 3182 | 134535 |
| \* | National Energy <br> Services Reunited <br> Corp.<br>| 10697 | 134996 |
|  | Natural Gas Services <br> Group, Inc.<br>| 5881 | 163727 |
| # | Noble Corp. PLC | 40957 | 1202088 |
|  | Nordic American <br> Tankers Ltd.<br>| 89134 | 328013 |
| # | Northern Oil & Gas, <br> Inc.<br>| 39529 | 874777 |
|  | NOV, Inc. | 139443 | 2035868 |
| \* | Oceaneering <br> International, Inc.<br>| 22794 | 530872 |
| \* | Oil States <br> International, Inc.<br>| 23301 | 139107 |
|  | Ovintiv, Inc. | 90299 | 3387115 |
| \* | Par Pacific Holdings, <br> Inc.<br>| 14118 | 564438 |
|  | Patterson-UTI Energy, <br> Inc.<br>| 156730 | 982697 |
|  | Peabody Energy <br> Corp.<br>| 52289 | 1433764 |
|  | Permian Resources <br> Corp.<br>| 265855 | 3339139 |
| \* | PrimeEnergy <br> Resources Corp.<br>| 646 | 87365 |
| \* | ProPetro Holding <br> Corp.<br>| 47514 | 493195 |
|  | Range Resources <br> Corp.<br>| 53215 | 1891793 |
|  | Ranger Energy <br> Services, Inc., <br> Class A<br>| 9962 | 136878 |
| \* | REX American <br> Resources Corp.<br>| 16358 | 523947 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | Riley Exploration <br> Permian, Inc.<br>| 8003 | $208238 |
|  | RPC, Inc. | 82897 | 431064 |
|  | SandRidge Energy, <br> Inc.<br>| 16894 | 201208 |
|  | Scorpio Tankers, Inc. | 21314 | 1315074 |
| \* | SEACOR Marine <br> Holdings, Inc.<br>| 10107 | 64280 |
| \* | Seadrill Ltd. | 23676 | 747215 |
|  | Select Water <br> Solutions, Inc.<br>| 42441 | 490618 |
|  | SFL Corp. Ltd. | 60832 | 453807 |
|  | SM Energy Co. | 47193 | 985862 |
|  | Smart Sand, Inc. | 3473 | 7467 |
|  | Solaris Energy <br> Infrastructure, Inc.<br>| 2495 | 132809 |
| \* | Talos Energy, Inc. | 71087 | 697363 |
|  | Teekay Corp. Ltd. | 39916 | 383992 |
|  | Teekay Tankers Ltd., <br> Class A<br>| 14514 | 885354 |
| \* | TETRA Technologies, <br> Inc.<br>| 38553 | 272184 |
| \* | Tidewater, Inc. | 9603 | 485816 |
| \* | Transocean Ltd. | 309638 | 1189010 |
|  | VAALCO Energy, Inc. | 40235 | 158124 |
| \* | Valaris Ltd. | 27301 | 1532132 |
|  | Viper Energy, Inc., <br> Class A<br>| 8553 | 321251 |
| \* | Vital Energy, Inc. | 5052 | 79367 |
| # | Vitesse Energy, Inc. | 11502 | 250168 |
|  | Weatherford <br> International PLC<br>| 11353 | 836603 |
|  | World Kinect Corp. | 29274 | 756733 |
| TOTAL ENERGY | TOTAL ENERGY |  | 65925888 |
| FINANCIALS — (28.6%) | FINANCIALS — (28.6%) | FINANCIALS — (28.6%) | FINANCIALS — (28.6%) |
|  | 1st Source Corp. | 9136 | 543044 |
| \* | Acacia Research <br> Corp.<br>| 28128 | 97604 |
|  | ACNB Corp. | 3377 | 152573 |
|  | Affiliated Managers <br> Group, Inc.<br>| 2674 | 636305 |
|  | Alerus Financial <br> Corp.<br>| 10029 | 211812 |
|  | Ally Financial, Inc. | 110586 | 4309536 |
|  | Amalgamated <br> Financial Corp.<br>| 11191 | 305067 |
| \* | Ambac Financial <br> Group, Inc.<br>| 19413 | 159381 |
|  | Amerant Bancorp, <br> Inc.<br>| 4798 | 80462 |
|  | American Coastal <br> Insurance Corp.<br>| 7611 | 90114 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | American Financial <br> Group, Inc.<br>| 8456 | $1113486 |
|  | Ameris Bancorp | 27764 | 1988458 |
|  | AmeriServ Financial, <br> Inc.<br>| 6300 | 19215 |
|  | Ames National Corp. | 4229 | 88217 |
|  | Arrow Financial Corp. | 6960 | 194114 |
|  | Associated <br> Banc-Corp.<br>| 65362 | 1619017 |
|  | Associated Capital <br> Group, Inc., <br> Class A<br>| 738 | 26937 |
|  | Assurant, Inc. | 5210 | 1103061 |
|  | Assured Guaranty <br> Ltd.<br>| 19403 | 1563494 |
|  | Atlantic Union <br> Bankshares Corp.<br>| 48222 | 1568179 |
| \* | Atlanticus Holdings <br> Corp.<br>| 5316 | 292965 |
|  | Auburn National <br> BanCorp, Inc.<br>| 44 | 1141 |
|  | Axis Capital Holdings <br> Ltd.<br>| 21515 | 2015095 |
| \* | Axos Financial, Inc. | 20940 | 1632901 |
|  | Banc of California, <br> Inc.<br>| 47523 | 806465 |
|  | BancFirst Corp. | 375 | 40823 |
|  | Bank First Corp. | 1299 | 158634 |
|  | Bank of Hawaii Corp. | 3372 | 218944 |
|  | Bank of Marin <br> Bancorp<br>| 8173 | 210455 |
|  | Bank of NT Butterfield <br> & Son Ltd.<br>| 11773 | 544619 |
|  | Bank OZK | 45165 | 2031973 |
|  | Bank7 Corp. | 1372 | 56952 |
|  | BankFinancial Corp. | 6411 | 70842 |
|  | BankUnited, Inc. | 28884 | 1157671 |
|  | Bankwell Financial <br> Group, Inc.<br>| 2946 | 127709 |
| # | Banner Corp. | 14404 | 869858 |
|  | Bar Harbor <br> Bankshares<br>| 7076 | 207539 |
|  | BayCom Corp. | 5636 | 153637 |
|  | BCB Bancorp, Inc. | 8990 | 71381 |
|  | Beacon Financial <br> Corp.<br>| 37688 | 917326 |
| \* | Blue Foundry <br> Bancorp<br>| 8269 | 68137 |
| \* | Blue Ridge <br> Bankshares, Inc.<br>| 2012 | 9014 |
|  | BOK Financial Corp. | 21196 | 2216678 |
|  | Bread Financial <br> Holdings, Inc.<br>| 19436 | 1217665 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | Bridgewater <br> Bancshares, Inc.<br>| 9928 | $163415 |
| \* | Brighthouse Financial, <br> Inc.<br>| 25341 | 1446211 |
|  | Burke & Herbert <br> Financial Services <br> Corp.<br>| 2550 | 150093 |
|  | Business First <br> Bancshares, Inc.<br>| 11335 | 277934 |
| \* | BV Financial, Inc. | 3545 | 57784 |
|  | Byline Bancorp, Inc. | 15732 | 420674 |
|  | C&F Financial Corp. | 1703 | 116502 |
|  | Cadence Bank | 66147 | 2496388 |
| \* | California BanCorp | 2443 | 45171 |
|  | Camden National <br> Corp.<br>| 6763 | 258008 |
|  | Capital Bancorp, Inc. | 3528 | 98061 |
|  | Capital City Bank <br> Group, Inc.<br>| 8430 | 327927 |
|  | Capitol Federal <br> Financial, Inc.<br>| 58512 | 353413 |
| \* | Carter Bankshares, <br> Inc.<br>| 9177 | 156743 |
|  | Cass Information <br> Systems, Inc.<br>| 872 | 34470 |
|  | Cathay General <br> Bancorp<br>| 28379 | 1289826 |
|  | Central Pacific <br> Financial Corp.<br>| 10905 | 310902 |
|  | CF Bankshares, Inc. | 1337 | 31018 |
|  | Chemung Financial <br> Corp.<br>| 1723 | 87304 |
|  | ChoiceOne Financial <br> Services, Inc.<br>| 876 | 25089 |
|  | Citizens & Northern <br> Corp.<br>| 6264 | 121271 |
|  | Citizens Community <br> Bancorp, Inc.<br>| 2817 | 44086 |
|  | Citizens Financial <br> Services, Inc.<br>| 710 | 38901 |
|  | City Holding Co. | 610 | 71907 |
|  | Civista Bancshares, <br> Inc.<br>| 7147 | 153875 |
|  | CNB Financial Corp. | 9197 | 226246 |
|  | CNO Financial Group, <br> Inc.<br>| 32607 | 1304932 |
|  | Colony Bankcorp, Inc. | 6665 | 106573 |
|  | Columbia Banking <br> System, Inc.<br>| 92853 | 2488460 |
| \* | Columbia Financial, <br> Inc.<br>| 11316 | 166911 |
|  | Comerica, Inc. | 44824 | 3429036 |
|  | Commerce <br> Bancshares, Inc.<br>| 18870 | 993128 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Community Financial <br> System, Inc.<br>| 15875 | $880745 |
|  | Community Trust <br> Bancorp, Inc.<br>| 8667 | 443707 |
|  | Community West <br> Bancshares<br>| 7208 | 152665 |
|  | ConnectOne Bancorp, <br> Inc.<br>| 22861 | 550036 |
| \* | Consumer Portfolio <br> Services, Inc.<br>| 9697 | 81455 |
|  | Cullen/Frost Bankers, <br> Inc.<br>| 8502 | 1046936 |
| \* | Customers Bancorp, <br> Inc.<br>| 13764 | 923840 |
|  | CVB Financial Corp. | 47253 | 868038 |
|  | Diamond Hill <br> Investment Group, <br> Inc.<br>| 17 | 2182 |
|  | DigitalBridge Group, <br> Inc.<br>| 38290 | 452971 |
|  | Dime Community <br> Bancshares, Inc.<br>| 15816 | 415170 |
|  | Donegal Group, Inc. <br> (DGICA US), <br> Class A<br>| 12902 | 241913 |
|  | Donegal Group, Inc. <br> (DGICB US), <br> Class B<br>| 592 | 9022 |
|  | Eagle Bancorp <br> Montana, Inc.<br>| 1910 | 30999 |
|  | Eagle Bancorp, Inc. | 12616 | 211318 |
|  | Eagle Financial <br> Services, Inc.<br>| 386 | 13977 |
|  | East West Bancorp, <br> Inc.<br>| 10187 | 1034999 |
|  | Eastern Bankshares, <br> Inc.<br>| 17334 | 303865 |
| \* | eHealth, Inc. | 10722 | 55647 |
|  | Employers Holdings, <br> Inc.<br>| 12740 | 485776 |
|  | Enact Holdings, Inc. | 17618 | 629315 |
| \* | Encore Capital Group, <br> Inc.<br>| 8269 | 343825 |
| \* | Enova International, <br> Inc.<br>| 11534 | 1379120 |
|  | Enterprise Financial <br> Services Corp.<br>| 14118 | 739360 |
|  | Equity Bancshares, <br> Inc., Class A<br>| 7163 | 290173 |
|  | Essent Group Ltd. | 37252 | 2256354 |
|  | Everest Group Ltd. | 1234 | 388118 |
| \* | EZCORP, Inc., <br> Class A<br>| 24896 | 454352 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | F&G Annuities & Life, <br> Inc.<br>| 7735 | $229343 |
|  | Farmers & Merchants <br> Bancorp, Inc.<br>| 4508 | 107741 |
|  | Farmers National <br> Banc Corp.<br>| 14377 | 186613 |
|  | FB Financial Corp. | 18993 | 1025812 |
|  | Federal Agricultural <br> Mortgage Corp. <br> (AGM US), Class C<br>| 3289 | 521767 |
|  | Fidelis Insurance <br> Holdings Ltd.<br>| 14373 | 258427 |
| \* | Finance of America <br> Cos., Inc., Class A<br>| 1718 | 37796 |
|  | Financial Institutions, <br> Inc.<br>| 8034 | 228407 |
| \* | Finwise Bancorp | 878 | 16849 |
|  | First American <br> Financial Corp.<br>| 34905 | 2181912 |
|  | First BanCorp | 59213 | 1154061 |
|  | First Bancorp, Inc. | 4291 | 106374 |
|  | First <br> Bancorp/Southern <br> Pines NC<br>| 15311 | 743196 |
|  | First Bank | 9659 | 150874 |
|  | First Busey Corp. | 35722 | 798744 |
|  | First Business <br> Financial Services, <br> Inc.<br>| 3548 | 179564 |
|  | First Commonwealth <br> Financial Corp.<br>| 44620 | 682240 |
|  | First Community <br> Bankshares, Inc.<br>| 8793 | 284366 |
|  | First Community <br> Corp.<br>| 2787 | 74719 |
| # | First Financial <br> Bancorp<br>| 40714 | 953115 |
|  | First Financial <br> Bankshares, Inc.<br>| 7684 | 237359 |
|  | First Financial Corp. | 5163 | 275291 |
| \*» | First Financial <br> Northwest, Inc.<br>| 2949 | 3539 |
| \* | First Foundation, Inc. | 16026 | 87181 |
|  | First Hawaiian, Inc. | 45360 | 1112681 |
|  | First Horizon Corp. | 186047 | 3973964 |
|  | First Internet Bancorp | 4583 | 81302 |
|  | First Interstate <br> BancSystem, Inc., <br> Class A<br>| 36371 | 1136594 |
|  | First Merchants Corp. | 23413 | 830693 |
|  | First Mid Bancshares, <br> Inc.<br>| 9047 | 323249 |
|  | First Northwest <br> Bancorp<br>| 2324 | 21079 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | First United Corp. | 2632 | $90883 |
| \* | First Western <br> Financial, Inc.<br>| 2880 | 66499 |
|  | FirstCash Holdings, <br> Inc.<br>| 96 | 15216 |
| \* | Firstsun Capital <br> Bancorp<br>| 4907 | 167034 |
|  | Five Star Bancorp | 3648 | 129540 |
|  | Flagstar Bank NA | 336 | 3837 |
|  | Flushing Financial <br> Corp.<br>| 14017 | 191612 |
| \* | Flywire Corp. | 499 | 6647 |
|  | FNB Corp. | 131924 | 2073845 |
|  | Franklin Financial <br> Services Corp.<br>| 986 | 44666 |
|  | Franklin Resources, <br> Inc.<br>| 140025 | 3165965 |
|  | FS Bancorp, Inc. | 3495 | 135222 |
|  | Fulton Financial Corp. | 72404 | 1257658 |
|  | FVCBankcorp, Inc. | 2378 | 29059 |
| \* | Genworth Financial, <br> Inc.<br>| 182036 | 1536384 |
|  | German American <br> Bancorp, Inc.<br>| 7675 | 295795 |
|  | Glacier Bancorp, Inc. | 5369 | 219324 |
|  | Globe Life, Inc. | 18524 | 2436091 |
| \* | GoHealth, Inc., <br> Class A<br>| 897 | 3552 |
|  | Great Southern <br> Bancorp, Inc.<br>| 5547 | 308968 |
| \* | Green Dot Corp., <br> Class A<br>| 19681 | 228496 |
| \* | Greenlight Capital Re <br> Ltd., Class A<br>| 15670 | 189920 |
| \* | Hamilton Insurance <br> Group Ltd., <br> Class B<br>| 18366 | 434723 |
|  | Hancock Whitney <br> Corp.<br>| 32688 | 1866812 |
|  | Hanmi Financial <br> Corp.<br>| 13939 | 367990 |
|  | Hanover Bancorp, <br> Inc.<br>| 1044 | 21621 |
|  | Hanover Insurance <br> Group, Inc.<br>| 4433 | 757511 |
|  | HarborOne Bancorp, <br> Inc.<br>| 20136 | 243646 |
|  | HBT Financial, Inc. | 7866 | 191852 |
|  | Heritage Commerce <br> Corp.<br>| 28102 | 292261 |
|  | Heritage Financial <br> Corp.<br>| 15148 | 336134 |
| \* | Heritage Insurance <br> Holdings, Inc.<br>| 11919 | 281646 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Hilltop Holdings, Inc. | 21057 | $680141 |
| # | Hingham Institution <br> For Savings<br>| 766 | 225403 |
|  | Home Bancorp, Inc. | 3022 | 160619 |
|  | Home BancShares, <br> Inc.<br>| 38636 | 1031968 |
|  | HomeTrust <br> Bancshares, Inc.<br>| 6308 | 247968 |
|  | Hope Bancorp, Inc. | 53176 | 557816 |
|  | Horace Mann <br> Educators Corp.<br>| 17638 | 788595 |
|  | Horizon Bancorp, Inc. | 21774 | 339674 |
|  | Huntington <br> Bancshares, Inc.<br>| 4826 | 74513 |
|  | Independent Bank <br> Corp. (IBCP US)<br>| 9636 | 291200 |
|  | Independent Bank <br> Corp. (INDB US)<br>| 16989 | 1143190 |
|  | International <br> Bancshares Corp.<br>| 21234 | 1409513 |
| \* | International Money <br> Express, Inc.<br>| 2142 | 31894 |
|  | Invesco Ltd. | 156477 | 3708505 |
|  | Investar Holding <br> Corp.<br>| 4282 | 101740 |
|  | Investors Title Co. | 721 | 186443 |
|  | Jackson Financial, <br> Inc., Class A<br>| 30536 | 3078334 |
|  | James River Group <br> Holdings Ltd.<br>| 1564 | 7976 |
|  | Janus Henderson <br> Group PLC<br>| 49752 | 2167197 |
|  | Kearny Financial <br> Corp.<br>| 31702 | 202576 |
|  | Kemper Corp. | 21764 | 979162 |
|  | Lakeland Financial <br> Corp.<br>| 828 | 47237 |
|  | Landmark Bancorp, <br> Inc.<br>| 284 | 7296 |
|  | LCNB Corp. | 4043 | 62100 |
| \* | LendingClub Corp. | 43067 | 748935 |
|  | Lincoln National <br> Corp.<br>| 25714 | 1079988 |
|  | Live Oak Bancshares, <br> Inc.<br>| 14052 | 437579 |
|  | MainStreet <br> Bancshares, Inc.<br>| 762 | 14135 |
| \* | Mechanics Bancorp, <br> Class A<br>| 8369 | 112061 |
|  | Mercantile Bank <br> Corp.<br>| 7428 | 325718 |
|  | Merchants Bancorp | 13888 | 433167 |
|  | Mercury General <br> Corp.<br>| 19773 | 1528453 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Meridian Corp. | 4436 | $63390 |
|  | Metrocity Bankshares, <br> Inc.<br>| 4795 | 122800 |
|  | Metropolitan Bank <br> Holding Corp.<br>| 3999 | 265014 |
|  | MGIC Investment <br> Corp.<br>| 91916 | 2520337 |
| # | Mid Penn Bancorp, <br> Inc.<br>| 5793 | 164811 |
|  | Midland States <br> Bancorp, Inc.<br>| 7968 | 116652 |
|  | MidWestOne Financial <br> Group, Inc.<br>| 1576 | 58296 |
|  | MVB Financial Corp. | 4208 | 107641 |
|  | National Bank <br> Holdings Corp., <br> Class A<br>| 12704 | 453025 |
|  | National Bankshares, <br> Inc.<br>| 1859 | 53223 |
|  | Navient Corp. | 59434 | 726878 |
|  | NBT Bancorp, Inc. | 19343 | 782811 |
|  | Nelnet, Inc., Class A | 11976 | 1545503 |
| \* | NerdWallet, Inc., <br> Class A<br>| 8811 | 102824 |
| \* | NI Holdings, Inc. | 966 | 12751 |
|  | Nicolet Bankshares, <br> Inc.<br>| 5082 | 600388 |
| \* | NMI Holdings, Inc. | 31403 | 1144011 |
|  | Northeast Bank | 3766 | 324931 |
|  | Northeast Community <br> Bancorp, Inc.<br>| 5087 | 99909 |
|  | Northfield Bancorp, <br> Inc.<br>| 21268 | 217359 |
|  | Northrim BanCorp, <br> Inc.<br>| 10292 | 226218 |
|  | Northwest <br> Bancshares, Inc.<br>| 59556 | 697401 |
|  | Norwood Financial <br> Corp.<br>| 1470 | 39117 |
|  | Oak Valley Bancorp | 1867 | 50932 |
|  | OceanFirst Financial <br> Corp.<br>| 25645 | 466226 |
|  | OFG Bancorp | 21588 | 834592 |
|  | Ohio Valley Banc <br> Corp.<br>| 197 | 6895 |
| \* | Old Market Capital <br> Corp.<br>| 1554 | 8392 |
|  | Old National Bancorp | 118603 | 2423059 |
|  | Old Republic <br> International Corp.<br>| 40617 | 1602747 |
|  | Old Second Bancorp, <br> Inc.<br>| 19804 | 355482 |
|  | OneMain Holdings, <br> Inc.<br>| 41143 | 2435254 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | Onity Group, Inc. | 3382 | $126724 |
|  | OP Bancorp | 4262 | 56898 |
| \* | Oportun Financial <br> Corp.<br>| 14967 | 79774 |
|  | Oppenheimer <br> Holdings, Inc., <br> Class A<br>| 3757 | 262088 |
|  | Orange County <br> Bancorp, Inc.<br>| 498 | 12176 |
|  | Origin Bancorp, Inc. | 10722 | 371625 |
|  | Orrstown Financial <br> Services, Inc.<br>| 6818 | 226903 |
|  | Park National Corp. | 4842 | 736904 |
|  | Parke Bancorp, Inc. | 4963 | 107250 |
|  | Pathward Financial, <br> Inc.<br>| 8745 | 595185 |
| \* | Paysafe Ltd. | 22709 | 250026 |
|  | PCB Bancorp | 5178 | 109100 |
|  | Peapack-Gladstone <br> Financial Corp.<br>| 7927 | 200553 |
|  | PennyMac Financial <br> Services, Inc.<br>| 15383 | 1935335 |
|  | Peoples Bancorp of <br> North Carolina, Inc.<br>| 1852 | 54504 |
|  | Peoples Bancorp, Inc. | 15500 | 443300 |
|  | Peoples Financial <br> Services Corp.<br>| 3356 | 149476 |
|  | Pinnacle Financial <br> Partners, Inc.<br>| 17232 | 1468339 |
|  | Plumas Bancorp | 212 | 8700 |
| \* | Ponce Financial <br> Group, Inc.<br>| 8672 | 122362 |
|  | Popular, Inc. | 23920 | 2666362 |
| \* | PRA Group, Inc. | 16082 | 220484 |
|  | Preferred Bank | 5144 | 464246 |
|  | Primis Financial Corp. | 11170 | 121585 |
|  | Princeton Bancorp, <br> Inc.<br>| 440 | 13675 |
| \* | ProAssurance Corp. | 18506 | 443219 |
|  | PROG Holdings, Inc. | 6066 | 175489 |
|  | Prosperity <br> Bancshares, Inc.<br>| 34555 | 2274410 |
| \* | Provident Bancorp, <br> Inc.<br>| 5513 | 70291 |
|  | Provident Financial <br> Holdings, Inc.<br>| 3183 | 49718 |
|  | Provident Financial <br> Services, Inc.<br>| 50935 | 931601 |
|  | QCR Holdings, Inc. | 7438 | 553313 |
|  | Radian Group, Inc. | 29824 | 1012227 |
|  | RBB Bancorp | 7237 | 134825 |
|  | Red River <br> Bancshares, Inc.<br>| 2489 | 164423 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Regional Management <br> Corp.<br>| 4452 | $175186 |
|  | Reinsurance Group of <br> America, Inc.<br>| 12258 | 2236595 |
|  | RenaissanceRe <br> Holdings Ltd.<br>| 10481 | 2663117 |
|  | Renasant Corp. | 35978 | 1209940 |
| \* | Repay Holdings Corp. | 36159 | 155122 |
|  | Republic Bancorp, <br> Inc., Class A<br>| 6384 | 420706 |
|  | Riverview Bancorp, <br> Inc.<br>| 6235 | 32297 |
|  | RLI Corp. | 2626 | 154829 |
|  | S&T Bancorp, Inc. | 15758 | 577373 |
|  | Safety Insurance <br> Group, Inc.<br>| 5028 | 345574 |
|  | Seacoast Banking <br> Corp. of Florida<br>| 22481 | 681174 |
| \* | Security National <br> Financial Corp., <br> Class A<br>| 6827 | 54411 |
|  | Selective Insurance <br> Group, Inc.<br>| 3331 | 250958 |
| \* | Selectquote, Inc. | 24493 | 50945 |
|  | ServisFirst <br> Bancshares, Inc.<br>| 1363 | 95778 |
|  | Shore Bancshares, <br> Inc.<br>| 13172 | 205615 |
|  | Sierra Bancorp | 7198 | 207158 |
|  | Simmons First <br> National Corp., <br> Class A<br>| 47374 | 823360 |
| \* | SiriusPoint Ltd. | 49563 | 902047 |
|  | SLM Corp. | 32711 | 878290 |
|  | SmartFinancial, Inc. | 6619 | 231466 |
|  | South Plains <br> Financial, Inc.<br>| 5221 | 190567 |
| \* | Southern First <br> Bancshares, Inc.<br>| 3517 | 154185 |
|  | Southern Missouri <br> Bancorp, Inc.<br>| 4188 | 219619 |
|  | Southside <br> Bancshares, Inc.<br>| 11162 | 313875 |
|  | Southstate Bank <br> Corp.<br>| 35905 | 3182978 |
|  | Stellar Bancorp, Inc. | 16646 | 489892 |
| \*†† | Sterling Bancorp, Inc. | 2736 | 0 |
|  | Stewart Information <br> Services Corp.<br>| 9563 | 652866 |
|  | Stifel Financial Corp. | 6397 | 757597 |
|  | Stock Yards Bancorp, <br> Inc.<br>| 2305 | 149871 |
|  | Synovus Financial <br> Corp.<br>| 23767 | 1060959 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | Texas Capital <br> Bancshares, Inc.<br>| 19875 | $1666320 |
|  | TFS Financial Corp. | 7575 | 100748 |
| \* | Third Coast <br> Bancshares, Inc.<br>| 4612 | 169491 |
|  | Timberland Bancorp, <br> Inc.<br>| 3400 | 109208 |
|  | Tiptree, Inc. | 18356 | 325085 |
|  | Tompkins Financial <br> Corp.<br>| 4656 | 295470 |
|  | Towne Bank | 29337 | 953746 |
|  | TriCo Bancshares | 10861 | 480382 |
| \* | Triumph Financial, <br> Inc.<br>| 5537 | 301545 |
|  | TrustCo Bank Corp. | 9640 | 363524 |
|  | Trustmark Corp. | 24675 | 918404 |
|  | UMB Financial Corp. | 18276 | 1953339 |
| \*†† | Unico American Corp. | 1400 | 42 |
|  | United Bancshares, <br> Inc.<br>| 406 | 14234 |
|  | United Bankshares, <br> Inc.<br>| 50669 | 1813444 |
|  | United Community <br> Banks, Inc.<br>| 43727 | 1276828 |
|  | United Fire Group, <br> Inc.<br>| 9971 | 301423 |
|  | United Security <br> Bancshares<br>| 4425 | 40555 |
|  | Unity Bancorp, Inc. | 3541 | 160797 |
|  | Universal Insurance <br> Holdings, Inc.<br>| 13515 | 416532 |
|  | Univest Financial <br> Corp.<br>| 14672 | 430770 |
|  | Unum Group | 40274 | 2956917 |
|  | USCB Financial <br> Holdings, Inc.<br>| 744 | 12841 |
|  | Valley National <br> Bancorp<br>| 182279 | 1981373 |
| \* | Velocity Financial, <br> Inc.<br>| 8940 | 166463 |
|  | Victory Capital <br> Holdings, Inc., <br> Class A<br>| 2887 | 179774 |
|  | Virginia National <br> Bankshares Corp.<br>| 967 | 38467 |
|  | Virtus Investment <br> Partners, Inc.<br>| 1823 | 296821 |
|  | Voya Financial, Inc. | 12991 | 967310 |
|  | WaFd, Inc. | 34691 | 1007080 |
|  | Walker & Dunlop, Inc. | 9337 | 746213 |
|  | Washington Trust <br> Bancorp, Inc.<br>| 6469 | 176216 |
|  | Waterstone Financial, <br> Inc.<br>| 11818 | 180815 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Webster Financial <br> Corp.<br>| 57555 | $3282937 |
|  | WesBanco, Inc. | 37576 | 1131038 |
|  | West BanCorp, Inc. | 6124 | 130257 |
|  | Westamerica <br> BanCorp<br>| 7148 | 340602 |
|  | Western Alliance <br> Bancorp<br>| 19274 | 1490844 |
|  | Western New England <br> Bancorp, Inc.<br>| 12440 | 141443 |
|  | Western Union Co. | 9642 | 89960 |
|  | Westwood Holdings <br> Group, Inc.<br>| 1679 | 28123 |
|  | White Mountains <br> Insurance Group <br> Ltd.<br>| 936 | 1782668 |
|  | Wintrust Financial <br> Corp.<br>| 14533 | 1889581 |
| \* | World Acceptance <br> Corp.<br>| 2057 | 262206 |
|  | WSFS Financial <br> Corp.<br>| 24195 | 1260318 |
|  | Zions Bancorp NA | 51083 | 2661935 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | 210613392 |
| HEALTH CARE — (7.2%) | HEALTH CARE — (7.2%) | HEALTH CARE — (7.2%) | HEALTH CARE — (7.2%) |
| \* | Absci Corp. | 5701 | 24400 |
| \* | Acadia Healthcare <br> Co., Inc.<br>| 13977 | 300505 |
| \* | Acrivon Therapeutics, <br> Inc.<br>| 1642 | 3268 |
| \* | Acumen <br> Pharmaceuticals, <br> Inc.<br>| 9637 | 21298 |
| \* | AdaptHealth Corp. | 46339 | 416588 |
| \* | Addus HomeCare <br> Corp.<br>| 6561 | 766915 |
| \* | Adverum <br> Biotechnologies, <br> Inc.<br>| 2296 | 9873 |
| \* | Align Technology, Inc. | 2750 | 379170 |
| \* | Alkermes PLC | 16218 | 497893 |
| \* | Allogene <br> Therapeutics, Inc.<br>| 43670 | 54151 |
| \* | American Shared <br> Hospital Services<br>| 400 | 904 |
| \* | American Well Corp., <br> Class A<br>| 636 | 3320 |
| \* | AMN Healthcare <br> Services, Inc.<br>| 9886 | 194655 |
| \* | Amneal <br> Pharmaceuticals, <br> Inc.<br>| 2194 | 23739 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Amphastar <br> Pharmaceuticals, <br> Inc.<br>| 9898 | $252399 |
| \* | AngioDynamics, Inc. | 9921 | 119350 |
| \* | Anika Therapeutics, <br> Inc.<br>| 8087 | 78848 |
| \* | Astrana Health, Inc. | 4860 | 151681 |
| \* | Atea Pharmaceuticals, <br> Inc.<br>| 4409 | 14329 |
| \* | Avanos Medical, Inc. | 20933 | 232566 |
| \* | Avantor, Inc. | 101916 | 1204647 |
| \* | Azenta, Inc. | 12971 | 391724 |
| \* | BioMarin <br> Pharmaceutical, <br> Inc.<br>| 10167 | 544646 |
| \* | Bio-Rad Laboratories, <br> Inc., Class A<br>| 7988 | 2552565 |
| \* | Black Diamond <br> Therapeutics, Inc.<br>| 968 | 3746 |
| \* | BrightSpring Health <br> Services, Inc.<br>| 9418 | 311265 |
| \* | CareDx, Inc. | 6421 | 96315 |
| \* | Caribou Biosciences, <br> Inc.<br>| 10303 | 24933 |
| \* | Castle Biosciences, <br> Inc.<br>| 10989 | 280219 |
| \* | Catalyst <br> Pharmaceuticals, <br> Inc.<br>| 3233 | 68766 |
| \* | Centene Corp. | 3708 | 131152 |
| \* | Certara, Inc. | 57452 | 668167 |
| \* | Charles River <br> Laboratories <br> International, Inc.<br>| 4870 | 876941 |
| \* | Community Health <br> Systems, Inc.<br>| 581 | 2254 |
|  | CONMED Corp. | 5766 | 253704 |
| \* | Cooper Cos., Inc. | 13450 | 940289 |
| \* | Cross Country <br> Healthcare, Inc.<br>| 12302 | 150823 |
| \* | Cullinan Therapeutics, <br> Inc.<br>| 17277 | 149619 |
| \* | Cumberland <br> Pharmaceuticals, <br> Inc.<br>| 4400 | 13156 |
| \* | CureVac NV | 4170 | 22268 |
| \* | Cytek Biosciences, <br> Inc.<br>| 4885 | 19052 |
| \* | Day One <br> Biopharmaceuticals, <br> Inc.<br>| 11891 | 88469 |
| \* | Definitive Healthcare <br> Corp.<br>| 2730 | 7562 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | Dentsply Sirona, Inc. | 14683 | $185153 |
| \* | Design Therapeutics, <br> Inc.<br>| 1162 | 7785 |
| \* | DocGo, Inc. | 11281 | 12296 |
| \* | Dynavax Technologies <br> Corp.<br>| 8425 | 86440 |
| \* | Editas Medicine, Inc. | 2648 | 8156 |
| \* | Elanco Animal Health, <br> Inc.<br>| 183381 | 4061889 |
| \* | Emergent <br> BioSolutions, Inc.<br>| 20652 | 257737 |
| \* | Enanta <br> Pharmaceuticals, <br> Inc.<br>| 330 | 3617 |
| \* | Enhabit, Inc. | 17935 | 145812 |
| \* | Enovis Corp. | 22152 | 692028 |
| \* | Entrada Therapeutics, <br> Inc.<br>| 7205 | 50075 |
| \* | Envista Holdings <br> Corp.<br>| 63518 | 1292591 |
| \* | Evolent Health, Inc., <br> Class A<br>| 14736 | 98289 |
| \* | Fate Therapeutics, <br> Inc.<br>| 41054 | 55423 |
| \* | FONAR Corp. | 2833 | 42608 |
| \* | Fulcrum Therapeutics, <br> Inc.<br>| 7844 | 68635 |
| \* | Fulgent Genetics, Inc. | 10306 | 231370 |
| #\* | Ginkgo Bioworks <br> Holdings, Inc.<br>| 5031 | 65353 |
| \* | Globus Medical, Inc., <br> Class A<br>| 8149 | 492118 |
| \* | GoodRx Holdings, <br> Inc., Class A<br>| 19221 | 64775 |
| \* | Haemonetics Corp. | 4978 | 248950 |
| \* | Harmony Biosciences <br> Holdings, Inc.<br>| 5095 | 145564 |
| \* | Health Catalyst, Inc. | 25799 | 83331 |
|  | HealthStream, Inc. | 13268 | 326393 |
| \* | Henry Schein, Inc. | 8775 | 554580 |
| \* | Hologic, Inc. | 909 | 67184 |
| \* | ICON PLC | 6356 | 1092088 |
| \* | ICU Medical, Inc. | 6214 | 746239 |
| \* | InfuSystem Holdings, <br> Inc.<br>| 4931 | 51085 |
| \* | Innoviva, Inc. | 31928 | 581090 |
| \* | Inogen, Inc. | 9952 | 82004 |
| \* | Inotiv, Inc. | 5216 | 6937 |
| #\* | Instil Bio, Inc. | 2377 | 41930 |
| \* | Integer Holdings <br> Corp.<br>| 8566 | 553107 |
| \* | Integra LifeSciences <br> Holdings Corp.<br>| 21973 | 263896 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Intellia Therapeutics, <br> Inc.<br>| 1187 | $14980 |
| \*†† | iTeos Therapeutics, <br> Inc.<br>| 12882 | 0 |
| \* | Janux Therapeutics, <br> Inc.<br>| 2953 | 84781 |
| \* | Jazz Pharmaceuticals <br> PLC<br>| 16753 | 2305883 |
| \* | Kewaunee Scientific <br> Corp.<br>| 775 | 32411 |
| †† | Kinnate Biopharma, <br> Inc.<br>| 1216 | 85 |
| \* | Kura Oncology, Inc. | 4694 | 48207 |
| \* | Lantern Pharma, Inc. | 1052 | 4219 |
| \* | LENSAR, Inc. | 1092 | 13432 |
| \* | LifeStance Health <br> Group, Inc.<br>| 40776 | 199802 |
| \* | LivaNova PLC | 11158 | 587246 |
| \* | MaxCyte, Inc. | 35088 | 54036 |
|  | Mesa Laboratories, <br> Inc.<br>| 770 | 55355 |
| \* | Molina Healthcare, <br> Inc.<br>| 7217 | 1104634 |
| #\* | Monte Rosa <br> Therapeutics, Inc.<br>| 10413 | 133807 |
| \* | Myriad Genetics, Inc. | 11435 | 91937 |
|  | National HealthCare <br> Corp.<br>| 6396 | 763938 |
| \* | Neogen Corp. | 66505 | 410336 |
| \* | NeoGenomics, Inc. | 13287 | 129814 |
| \* | Nuvation Bio, Inc. | 1389 | 7251 |
| \*» | OmniAb, Inc. <br> (2200963D US)<br>| 521 | 0 |
| \*» | OmniAb, Inc. <br> (2200964D US)<br>| 521 | 0 |
| \* | OmniAb, Inc. (OABI <br> UQ)<br>| 43030 | 66696 |
| \* | Omnicell, Inc. | 13923 | 467395 |
| #\* | OPKO Health, Inc. | 44822 | 60958 |
| \* | OptimizeRx Corp. | 3830 | 78477 |
| \* | OraSure <br> Technologies, Inc.<br>| 31833 | 87222 |
|  | Organon & Co. | 3694 | 24935 |
| \* | Orthofix Medical, Inc. | 1510 | 23314 |
| \* | OrthoPediatrics Corp. | 7610 | 128152 |
| \* | Owens & Minor, Inc. | 10319 | 40966 |
| \* | Pacira BioSciences, <br> Inc.<br>| 13108 | 280249 |
| #\*†† | PDL BioPharma, Inc. | 35325 | 14837 |
| \* | Pediatrix Medical <br> Group, Inc.<br>| 28557 | 484612 |
| \* | Pennant Group, Inc. | 8110 | 200560 |
| \* | PepGen, Inc. | 299 | 1393 |
|  | Perrigo Co. PLC | 52129 | 1081155 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Pliant Therapeutics, <br> Inc.<br>| 16500 | $27720 |
| \* | Precision <br> BioSciences, Inc.<br>| 310 | 2530 |
|  | Premier, Inc., Class A | 17986 | 505766 |
| \* | Prestige Consumer <br> Healthcare, Inc.<br>| 13789 | 835613 |
| \* | Prothena Corp. PLC | 10067 | 108220 |
| \* | Pulmonx Corp. | 6386 | 12772 |
| \* | Puma Biotechnology, <br> Inc.<br>| 18806 | 95911 |
| \* | Pyxis Oncology, Inc. | 6181 | 22004 |
| \* | Quanterix Corp. | 6175 | 32975 |
| \* | QuidelOrtho Corp. | 20586 | 555616 |
| \* | Quipt Home Medical <br> Corp.<br>| 4730 | 11589 |
| \* | Rafael Holdings, Inc., <br> Class B<br>| 2100 | 2856 |
| \* | RAPT Therapeutics, <br> Inc.<br>| 269 | 8126 |
| \* | REGENXBIO, Inc. | 6313 | 80617 |
| \* | Relay Therapeutics, <br> Inc.<br>| 27736 | 198035 |
| \* | Replimune Group, <br> Inc.<br>| 5078 | 49409 |
| # | Revvity, Inc. | 25175 | 2356128 |
| †† | Sage Therapeutics, <br> Inc.<br>| 8633 | 1554 |
| \* | Sarepta Therapeutics, <br> Inc.<br>| 433 | 10396 |
|  | Select Medical <br> Holdings Corp.<br>| 37390 | 517104 |
| \* | Sensus Healthcare, <br> Inc.<br>| 5578 | 17794 |
|  | SIGA Technologies, <br> Inc.<br>| 20350 | 168498 |
| \* | Simulations Plus, Inc. | 2584 | 44393 |
| \* | STAAR Surgical Co. | 1700 | 43979 |
| \* | Supernus <br> Pharmaceuticals, <br> Inc.<br>| 19744 | 1088487 |
| \* | Surgery Partners, Inc. | 33855 | 742440 |
| \* | Tactile Systems <br> Technology, Inc.<br>| 9628 | 145094 |
| #\* | Teladoc Health, Inc. | 64535 | 556937 |
|  | Teleflex, Inc. | 9534 | 1186697 |
| \* | Tenaya Therapeutics, <br> Inc.<br>| 3554 | 5118 |
| \* | Terns <br> Pharmaceuticals, <br> Inc.<br>| 775 | 6402 |
| \*†† | Third Harmonic Bio, <br> Inc.<br>| 2917 | 88 |
| \* | TruBridge, Inc. | 5730 | 110131 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | TScan Therapeutics, <br> Inc.<br>| 11755 | $22805 |
|  | U.S. Physical <br> Therapy, Inc.<br>| 2023 | 174524 |
|  | Universal Health <br> Services, Inc., <br> Class B<br>| 14300 | 3103243 |
|  | Utah Medical <br> Products, Inc.<br>| 1014 | 58913 |
| \* | Vanda <br> Pharmaceuticals, <br> Inc.<br>| 28944 | 125906 |
| \* | Varex Imaging Corp. | 12991 | 151865 |
| \* | Veracyte, Inc. | 29345 | 1058768 |
| †† | Verve Therapeutics, <br> Inc.<br>| 10185 | 6417 |
|  | Viatris, Inc. | 365268 | 3784176 |
| \* | Vicarious Surgical, <br> Inc., Class A<br>| 940 | 5010 |
| \* | Vir Biotechnology, <br> Inc.<br>| 24245 | 144500 |
| \* | Vistagen <br> Therapeutics, Inc.<br>| 250 | 985 |
| \* | Voyager Therapeutics, <br> Inc.<br>| 16157 | 75453 |
| \* | Waystar Holding <br> Corp.<br>| 2240 | 80304 |
| \* | Whitehawk <br> Therapeutics, Inc.<br>| 4944 | 11866 |
| \* | Xencor, Inc. | 6183 | 90952 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | 52644423 |
| INDUSTRIALS — (16.4%) | INDUSTRIALS — (16.4%) | INDUSTRIALS — (16.4%) | INDUSTRIALS — (16.4%) |
| #\* | 3D Systems Corp. | 2009 | 5746 |
| \* | AAR Corp. | 13656 | 1149972 |
|  | ABM Industries, Inc. | 26571 | 1142553 |
|  | ACCO Brands Corp. | 46552 | 175036 |
|  | Acme United Corp. | 700 | 26607 |
|  | Aebi Schmidt Holding <br> AG<br>| 13318 | 148496 |
| \* | AerSale Corp. | 13811 | 102478 |
|  | AGCO Corp. | 22617 | 2333170 |
|  | Air Lease Corp. | 43419 | 2772737 |
|  | Alamo Group, Inc. | 5163 | 922731 |
| \* | Alaska Air Group, Inc. | 43729 | 1824811 |
|  | Albany International <br> Corp., Class A<br>| 7012 | 396739 |
|  | Alight, Inc., Class A | 199773 | 575346 |
| \* | Allegiant Travel Co. | 7373 | 458453 |
|  | Allient, Inc. | 6714 | 367122 |
| \* | Amentum Holdings, <br> Inc.<br>| 913 | 20460 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Ameresco, Inc., <br> Class A<br>| 10563 | $417450 |
| \* | American Woodmark <br> Corp.<br>| 8096 | 515958 |
|  | Apogee Enterprises, <br> Inc.<br>| 9656 | 353506 |
|  | ArcBest Corp. | 10750 | 798940 |
|  | Arcosa, Inc. | 11075 | 1129650 |
|  | Astec Industries, Inc. | 11802 | 549147 |
| \* | Astronics Corp. <br> (ATROB US), <br> Class B<br>| 385 | 18946 |
| \* | Asure Software, Inc. | 9877 | 87411 |
|  | Atkore, Inc. | 12869 | 891178 |
|  | AZZ, Inc. | 8743 | 872989 |
|  | BGSF, Inc. | 3300 | 11055 |
| \* | BlueLinx Holdings, <br> Inc.<br>| 4368 | 285842 |
|  | Boise Cascade Co. | 15348 | 1081881 |
| \* | Bowman Consulting <br> Group Ltd.<br>| 3712 | 160692 |
|  | Brady Corp., Class A | 9377 | 711808 |
| \* | BrightView Holdings, <br> Inc.<br>| 37081 | 456838 |
| \* | Broadwind, Inc. | 4795 | 11220 |
| \* | Builders FirstSource, <br> Inc.<br>| 8546 | 992789 |
| \* | CACI International, <br> Inc., Class A<br>| 2588 | 1455103 |
| \* | Cadeler AS (CDLR <br> US), ADR<br>| 434 | 8042 |
| \* | Chart Industries, Inc. | 3943 | 787102 |
|  | Civeo Corp. | 5078 | 105521 |
| \* | Clarivate PLC | 231095 | 785723 |
|  | CNH Industrial NV | 214800 | 2253252 |
|  | Columbus McKinnon <br> Corp.<br>| 12840 | 208393 |
| \* | Commercial Vehicle <br> Group, Inc.<br>| 5464 | 8305 |
|  | CompX International, <br> Inc.<br>| 200 | 4498 |
| # | Concentrix Corp. | 22926 | 924147 |
|  | Concrete Pumping <br> Holdings, Inc.<br>| 19609 | 125301 |
| \* | Conduent, Inc. | 85577 | 203673 |
|  | Copa Holdings SA, <br> Class A<br>| 9725 | 1217667 |
| #†† | Costa <br> Communications, <br> Inc.<br>| 574 | 69 |
| \* | Costamare Bulkers <br> Holdings Ltd.<br>| 8969 | 116059 |
|  | Costamare, Inc. | 50905 | 622059 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Covenant Logistics <br> Group, Inc.<br>| 8598 | $173422 |
| #\*» | CPI Aerostructures, <br> Inc.<br>| 1158 | 2883 |
| \* | Custom Truck One <br> Source, Inc.<br>| 48874 | 287868 |
|  | Deluxe Corp. | 18257 | 330634 |
| \* | Distribution Solutions <br> Group, Inc.<br>| 5134 | 140364 |
| \* | DLH Holdings Corp. | 5758 | 35815 |
| \* | DNOW, Inc. | 49823 | 732398 |
|  | Douglas Dynamics, <br> Inc.<br>| 4567 | 138060 |
| \* | Ducommun, Inc. | 5634 | 516919 |
| \* | DXP Enterprises, Inc. | 6163 | 737403 |
|  | Eastern Co. | 2426 | 51795 |
|  | EnerSys | 11106 | 1401133 |
|  | Ennis, Inc. | 13134 | 215398 |
|  | Enpro, Inc. | 3081 | 714823 |
| \* | Enviri Corp. | 32715 | 399450 |
|  | Espey Mfg. & <br> Electronics Corp.<br>| 636 | 23856 |
| \* | First Advantage Corp. | 11337 | 143186 |
|  | Flowserve Corp. | 16744 | 1142778 |
| \* | Forrester Research, <br> Inc.<br>| 5855 | 41746 |
|  | Fortune Brands <br> Innovations, Inc.<br>| 43920 | 2231136 |
| \* | Frontier Group <br> Holdings, Inc.<br>| 52724 | 203515 |
|  | FTAI Infrastructure, <br> Inc.<br>| 5050 | 26967 |
| \* | FTI Consulting, Inc. | 4430 | 730994 |
| \* | FuelCell Energy, Inc. | 1839 | 16459 |
| \* | Gates Industrial Corp. <br> PLC<br>| 44823 | 989692 |
|  | GATX Corp. | 6872 | 1077873 |
|  | Genco Shipping & <br> Trading Ltd.<br>| 21155 | 360481 |
| \* | Gencor Industries, <br> Inc.<br>| 4211 | 57227 |
|  | Genpact Ltd. | 27290 | 1041113 |
| \* | Gibraltar Industries, <br> Inc.<br>| 10762 | 671441 |
|  | Global Industrial Co. | 484 | 13755 |
|  | Gorman-Rupp Co. | 8971 | 403426 |
| \* | Great Lakes Dredge & <br> Dock Corp.<br>| 29793 | 338151 |
|  | Greenbrier Cos., Inc. | 14971 | 625339 |
| \* | GXO Logistics, Inc. | 13838 | 777834 |
| \* | Hayward Holdings, <br> Inc.<br>| 54738 | 928904 |
| \* | Healthcare Services <br> Group, Inc.<br>| 18405 | 328897 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Heartland Express, <br> Inc.<br>| 31759 | $247720 |
|  | Heidrick & Struggles <br> International, Inc.<br>| 1690 | 98645 |
|  | Helios Technologies, <br> Inc.<br>| 11328 | 627118 |
|  | Herc Holdings, Inc. | 3733 | 530273 |
|  | Hexcel Corp. | 3909 | 279103 |
|  | Hillenbrand, Inc. | 21507 | 679621 |
| \* | Hillman Solutions <br> Corp.<br>| 62466 | 575937 |
|  | HNI Corp. | 11978 | 490140 |
|  | Hub Group, Inc., <br> Class A<br>| 24442 | 900199 |
| \* | Hudson Technologies, <br> Inc.<br>| 18401 | 166989 |
|  | Huntington Ingalls <br> Industries, Inc.<br>| 3365 | 1083597 |
| \* | Hurco Cos., Inc. | 3130 | 56183 |
| \* | Hyliion Holdings <br> Corp.<br>| 4022 | 9532 |
|  | Hyster-Yale, Inc. | 5536 | 198964 |
| \* | IBEX Holdings Ltd. | 2821 | 105421 |
|  | ICF International, Inc. | 6316 | 507048 |
|  | IDEX Corp. | 5458 | 935829 |
|  | Insteel Industries, Inc. | 8640 | 269914 |
|  | Interface, Inc. | 17456 | 434654 |
| \* | Janus International <br> Group, Inc.<br>| 36883 | 354077 |
| \* | JELD-WEN Holding, <br> Inc.<br>| 30555 | 132609 |
| \* | JetBlue Airways Corp. | 32052 | 134618 |
|  | Kelly Services, Inc., <br> Class A<br>| 14550 | 163105 |
|  | Kennametal, Inc. | 31848 | 699064 |
| \* | Kirby Corp. | 8016 | 829496 |
|  | Knight-Swift <br> Transportation <br> Holdings, Inc.<br>| 59207 | 2671420 |
|  | Korn Ferry | 19663 | 1272196 |
| \* | L.B. Foster Co., <br> Class A<br>| 4474 | 122588 |
|  | Lindsay Corp. | 1078 | 119917 |
|  | LSI Industries, Inc. | 11991 | 274474 |
|  | Luxfer Holdings PLC | 11001 | 134212 |
| \* | Manitowoc Co., Inc. | 17506 | 178036 |
|  | ManpowerGroup, Inc. | 17887 | 548415 |
|  | Marten Transport Ltd. | 32026 | 328266 |
| \* | Masterbrand, Inc. | 47071 | 594507 |
| \* | Matrix Service Co. | 8546 | 128361 |
|  | Matson, Inc. | 12428 | 1254607 |
|  | Maximus, Inc. | 13028 | 1082887 |
| \* | Mayville Engineering <br> Co., Inc.<br>| 7956 | 141776 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | McGrath RentCorp | 7033 | $755626 |
| \* | Mercury Systems, <br> Inc.<br>| 1192 | 92273 |
| \* | Middleby Corp. | 6467 | 803395 |
|  | Miller Industries, Inc. | 5647 | 226671 |
|  | MillerKnoll, Inc. | 26723 | 417413 |
| \* | Mistras Group, Inc. | 13414 | 127970 |
| \* | Montrose <br> Environmental <br> Group, Inc.<br>| 3216 | 83230 |
| \* | MRC Global, Inc. | 28698 | 400337 |
|  | MSC Industrial Direct <br> Co., Inc., Class A<br>| 5851 | 496808 |
|  | Mueller Industries, <br> Inc.<br>| 17102 | 1810589 |
|  | National Presto <br> Industries, Inc.<br>| 3077 | 329147 |
|  | NL Industries, Inc. | 7073 | 42792 |
| \* | NN, Inc. | 18016 | 30807 |
| \* | NPK International, <br> Inc.<br>| 40113 | 493390 |
| \* | NWPX Infrastructure, <br> Inc.<br>| 5166 | 310787 |
| \* | OPENLANE, Inc. | 45225 | 1194844 |
| \* | Orion Group Holdings, <br> Inc.<br>| 16682 | 179665 |
|  | Oshkosh Corp. | 14089 | 1737033 |
|  | Owens Corning | 19464 | 2477962 |
| \* | PAMT Corp. | 7251 | 73018 |
|  | Pangaea Logistics <br> Solutions Ltd.<br>| 24864 | 123077 |
|  | Park Aerospace Corp. | 8300 | 159028 |
|  | Park-Ohio Holdings <br> Corp.<br>| 5200 | 107276 |
| \* | Perma-Pipe <br> International <br> Holdings, Inc.<br>| 2191 | 60735 |
| #\* | Plug Power, Inc. | 15935 | 42865 |
|  | Preformed Line <br> Products Co.<br>| 2517 | 533881 |
| \* | Proto Labs, Inc. | 10030 | 499093 |
|  | Quanex Building <br> Products Corp.<br>| 4455 | 63306 |
| \* | Quest Resource <br> Holding Corp.<br>| 6721 | 10216 |
| \* | Radiant Logistics, Inc. | 25143 | 152115 |
|  | Regal Rexnord Corp. | 20071 | 2827803 |
| \* | Resideo Technologies, <br> Inc.<br>| 59091 | 2529095 |
|  | Resources <br> Connection, Inc.<br>| 16985 | 74734 |
|  | Robert Half, Inc. | 15388 | 403012 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Rush Enterprises, Inc. <br> (RUSHA US), <br> Class A<br>| 26791 | $1323743 |
|  | Rush Enterprises, Inc. <br> (RUSHB US), <br> Class B<br>| 4596 | 241152 |
|  | Ryder System, Inc. | 14052 | 2378020 |
| \* | Saia, Inc. | 3449 | 1008832 |
|  | Schneider National, <br> Inc., Class B<br>| 34350 | 734059 |
|  | Science Applications <br> International Corp.<br>| 6274 | 587937 |
|  | Sensata Technologies <br> Holding PLC<br>| 53153 | 1691860 |
| \* | Shoals Technologies <br> Group, Inc., <br> Class A<br>| 22326 | 234646 |
| \* | SIFCO Industries, <br> Inc.<br>| 659 | 4844 |
| \* | SkyWest, Inc. | 19405 | 1949814 |
|  | Standex International <br> Corp.<br>| 2037 | 475089 |
|  | Stanley Black & <br> Decker, Inc.<br>| 36914 | 2499816 |
| \* | Star Equity Holdings, <br> Inc.<br>| 786 | 8662 |
|  | Steelcase, Inc., <br> Class A<br>| 37975 | 606081 |
| \* | Strata Critical Medical, <br> Inc.<br>| 2518 | 12666 |
| \* | Sun Country Airlines <br> Holdings, Inc.<br>| 21261 | 261085 |
| \* | TaskUS, Inc., Class A | 1439 | 19196 |
| \* | Taylor Devices, Inc. | 1232 | 56389 |
|  | Tennant Co. | 2245 | 179600 |
|  | Terex Corp. | 22494 | 1035174 |
|  | Textron, Inc. | 11165 | 902244 |
| \* | Thermon Group <br> Holdings, Inc.<br>| 15823 | 454595 |
| \* | TIC Solutions, Inc. | 23339 | 283102 |
|  | Timken Co. | 9303 | 730379 |
| \* | Titan International, <br> Inc.<br>| 28532 | 215417 |
| \* | Titan Machinery, Inc. | 8891 | 145812 |
| \* | Transcat, Inc. | 1490 | 108248 |
|  | Trinity Industries, Inc. | 38005 | 1040197 |
| \* | TrueBlue, Inc. | 17100 | 81054 |
| \* | TTEC Holdings, Inc. | 9258 | 32310 |
| \* | Tutor Perini Corp. | 21090 | 1420622 |
|  | Twin Disc, Inc. | 5122 | 80211 |
|  | UFP Industries, Inc. | 9267 | 853769 |
| #\* | U-Haul Holding Co. <br> (UHAL US)<br>| 6327 | 336343 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | U-Haul Holding Co. <br> (UHAL/B US)<br>| 40104 | $1944643 |
| \* | Ultralife Corp. | 7629 | 53632 |
|  | UniFirst Corp. | 5587 | 862353 |
|  | Universal Logistics <br> Holdings, Inc.<br>| 9576 | 154940 |
| \* | V2X, Inc. | 10659 | 608522 |
|  | Vestis Corp. | 37938 | 199174 |
|  | Virco Mfg. Corp. | 6012 | 44008 |
| \* | VirTra, Inc. | 4692 | 28527 |
| # | VSE Corp. | 4449 | 803845 |
|  | Wabash National <br> Corp.<br>| 11283 | 90490 |
|  | Werner Enterprises, <br> Inc.<br>| 24671 | 646380 |
|  | WESCO International, <br> Inc.<br>| 18021 | 4676990 |
|  | Willis Lease Finance <br> Corp.<br>| 2750 | 353045 |
|  | Worthington <br> Enterprises, Inc.<br>| 15420 | 864908 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | 121003742 |
| INFORMATION TECHNOLOGY — (6.7%) | INFORMATION TECHNOLOGY — (6.7%) | INFORMATION TECHNOLOGY — (6.7%) | INFORMATION TECHNOLOGY — (6.7%) |
| \* | 8x8, Inc. | 13235 | 24352 |
| \* | 908 Devices, Inc. | 7902 | 63058 |
| \* | ACI Worldwide, Inc. | 3333 | 158751 |
| #\* | Akamai Technologies, <br> Inc.<br>| 27506 | 2065701 |
| \* | Alpha & Omega <br> Semiconductor Ltd.<br>| 13931 | 390904 |
|  | Amdocs Ltd. | 4154 | 350016 |
|  | Amkor Technology, <br> Inc.<br>| 91047 | 2938997 |
| \* | Amtech Systems, Inc. | 6555 | 51981 |
| \* | Arrow Electronics, <br> Inc.<br>| 22015 | 2455773 |
| \* | ASGN, Inc. | 12916 | 578120 |
| \* | AstroNova, Inc. | 1475 | 13393 |
| \* | Aviat Networks, Inc. | 4328 | 108027 |
|  | Avnet, Inc. | 38757 | 1877777 |
| \* | Aware, Inc. | 4272 | 9441 |
| \* | Axcelis Technologies, <br> Inc.<br>| 3566 | 283711 |
|  | Benchmark <br> Electronics, Inc.<br>| 17302 | 758174 |
| \* | Bill Holdings, Inc. | 1455 | 72255 |
| \* | Bit Digital, Inc. | 11715 | 42877 |
| \* | Cerence, Inc. | 7784 | 83522 |
| \* | CEVA, Inc. | 549 | 14938 |
| #\* | Cipher Mining, Inc. | 4263 | 79505 |
| \* | Cleanspark, Inc. | 22652 | 403206 |
| \* | Clearfield, Inc. | 2316 | 81755 |
| \* | Cohu, Inc. | 16904 | 402146 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Comtech <br> Telecommunications <br> Corp.<br>| 14120 | $40101 |
| \* | Consensus Cloud <br> Solutions, Inc.<br>| 366 | 10731 |
| \* | Corsair Gaming, Inc. | 10573 | 86170 |
| # | Crane NXT Co. | 10082 | 637686 |
| \* | Crexendo, Inc. | 6602 | 42715 |
|  | CTS Corp. | 10967 | 455240 |
| \* | Daily Journal Corp. | 298 | 120702 |
| \* | Daktronics, Inc. | 20959 | 393820 |
| \* | Diebold Nixdorf, Inc. | 4839 | 286227 |
| \* | Digi International, Inc. | 15127 | 554858 |
| \* | Diodes, Inc. | 16601 | 885829 |
|  | Dolby Laboratories, <br> Inc., Class A<br>| 1125 | 74610 |
| \* | DXC Technology Co. | 71222 | 1011352 |
| \* | Eastman Kodak Co. | 5171 | 32784 |
| \* | eGain Corp. | 4492 | 64775 |
| \* | EPAM Systems, Inc. | 986 | 161250 |
|  | ePlus, Inc. | 9534 | 697507 |
| \* | Everspin <br> Technologies, Inc.<br>| 620 | 6572 |
| \* | Expensify, Inc., <br> Class A<br>| 1996 | 3253 |
| \* | Fastly, Inc., Class A | 19039 | 157833 |
| \* | FormFactor, Inc. | 9069 | 498342 |
| \* | Globant SA | 704 | 43352 |
| \* | Grid Dynamics <br> Holdings, Inc.<br>| 7176 | 67024 |
| \* | Harmonic, Inc. | 15234 | 163004 |
| \* | I3 Verticals, Inc., <br> Class A<br>| 744 | 22878 |
| \* | Ichor Holdings Ltd. | 13082 | 296700 |
| \* | Identiv, Inc. | 1677 | 6708 |
| #\* | indie Semiconductor, <br> Inc., Class A<br>| 17898 | 96291 |
|  | Information Services <br> Group, Inc.<br>| 22129 | 121931 |
| \* | Insight Enterprises, <br> Inc.<br>| 3926 | 392600 |
| \* | inTEST Corp. | 5710 | 48421 |
| \* | IPG Photonics Corp. | 12719 | 1082641 |
| \* | Key Tronic Corp. | 2718 | 9676 |
| \* | Kimball Electronics, <br> Inc.<br>| 12465 | 362420 |
| \* | Knowles Corp. | 42523 | 1003968 |
|  | Kulicke & Soffa <br> Industries, Inc.<br>| 14749 | 588928 |
| \* | KVH Industries, Inc. | 9329 | 55694 |
| \* | Lantronix, Inc. | 10097 | 49778 |
|  | Littelfuse, Inc. | 364 | 88565 |
| \* | LiveRamp Holdings, <br> Inc.<br>| 22217 | 607413 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Magnachip <br> Semiconductor <br> Corp.<br>| 21665 | $67161 |
|  | Methode Electronics, <br> Inc.<br>| 12779 | 86003 |
| \* | Mirion Technologies, <br> Inc.<br>| 4130 | 121298 |
| \* | Mitek Systems, Inc. | 13497 | 124307 |
|  | MKS, Inc. | 7253 | 1042329 |
| \* | N-able, Inc. | 28017 | 219373 |
| \* | nCino, Inc. | 14649 | 390835 |
| \* | NCR Voyix Corp. | 34016 | 388123 |
| \* | NETGEAR, Inc. | 14852 | 515661 |
| \* | NetScout Systems, <br> Inc.<br>| 33146 | 921459 |
|  | Network-1 <br> Technologies, Inc.<br>| 1415 | 2123 |
| \* | ON24, Inc. | 15477 | 85433 |
|  | OneSpan, Inc. | 5979 | 68161 |
| \* | Optical Cable Corp. | 1600 | 12592 |
|  | PC Connection, Inc. | 11579 | 705972 |
| \* | Penguin Solutions, <br> Inc.<br>| 17232 | 383757 |
| \* | Photronics, Inc. | 26902 | 642958 |
| \* | Plexus Corp. | 11553 | 1616265 |
| \* | Powerfleet, Inc. NJ | 21183 | 108033 |
| \* | Qorvo, Inc. | 4622 | 438720 |
| \* | RF Industries Ltd. | 681 | 5325 |
| \* | Ribbon <br> Communications, <br> Inc.<br>| 58517 | 196617 |
|  | Richardson <br> Electronics Ltd.<br>| 4924 | 53081 |
| \* | Rogers Corp. | 5820 | 509483 |
| \* | Sanmina Corp. | 11077 | 1518103 |
| \* | ScanSource, Inc. | 12586 | 540002 |
| #\*†† | Silicon Graphics, Inc. | 137 | 0 |
|  | Skyworks Solutions, <br> Inc.<br>| 8195 | 636915 |
| \* | SmartRent, Inc. | 29561 | 41090 |
| \* | SoundThinking, Inc. | 675 | 6311 |
| \* | Synaptics, Inc. | 4020 | 285179 |
|  | TD SYNNEX Corp. | 31625 | 4948996 |
| \* | TransAct <br> Technologies, Inc.<br>| 1945 | 9161 |
| \* | TTM Technologies, <br> Inc.<br>| 49290 | 3312288 |
| \* | Turtle Beach Corp. | 3075 | 51967 |
| \* | Ultra Clean Holdings, <br> Inc.<br>| 11895 | 326042 |
| \* | Veeco Instruments, <br> Inc.<br>| 18658 | 536417 |
| \* | Verint Systems, Inc. | 1499 | 30400 |
| \* | Viasat, Inc. | 41319 | 1645323 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Viavi Solutions, Inc. | 31794 | $562754 |
|  | Vishay <br> Intertechnology, <br> Inc.<br>| 57059 | 968862 |
| \* | Vishay Precision <br> Group, Inc.<br>| 6460 | 241992 |
|  | Xerox Holdings Corp. | 69361 | 230279 |
| \* | Xperi, Inc. | 15408 | 103542 |
| TOTAL INFORMATION <br> TECHNOLOGY | TOTAL INFORMATION <br> TECHNOLOGY |  | 49339421 |
| MATERIALS — (6.8%) | MATERIALS — (6.8%) | MATERIALS — (6.8%) | MATERIALS — (6.8%) |
|  | AdvanSix, Inc. | 12400 | 230516 |
|  | Alcoa Corp. | 97518 | 3587687 |
| \* | Alpha Metallurgical <br> Resources, Inc.<br>| 5153 | 892809 |
| \* | Alto Ingredients, Inc. | 35264 | 35617 |
| \* | American Vanguard <br> Corp.<br>| 11111 | 49666 |
| \* | Ampco-Pittsburgh <br> Corp.<br>| 4848 | 10181 |
|  | AptarGroup, Inc. | 1268 | 147101 |
| \* | Arq, Inc. | 9532 | 63293 |
| \* | Ascent Industries Co. | 2976 | 36188 |
|  | Ashland, Inc. | 19726 | 964601 |
| \* | Aspen Aerogels, Inc. | 8603 | 70028 |
|  | Avient Corp. | 32698 | 1048625 |
| \* | Axalta Coating <br> Systems Ltd.<br>| 73101 | 2081186 |
|  | Ball Corp. | 68518 | 3220346 |
| \* | Bioceres Crop <br> Solutions Corp.<br>| 3494 | 7093 |
|  | Cabot Corp. | 6338 | 427688 |
|  | Caledonia Mining <br> Corp. PLC<br>| 4337 | 121956 |
|  | Celanese Corp. | 4149 | 159488 |
| \* | Century Aluminum <br> Co.<br>| 16726 | 495424 |
|  | CF Industries <br> Holdings, Inc.<br>| 35150 | 2927644 |
| \* | Clearwater Paper <br> Corp.<br>| 8054 | 142153 |
| \* | Coeur Mining, Inc. | 20488 | 351779 |
|  | Commercial Metals <br> Co.<br>| 43495 | 2581863 |
| \* | Core Molding <br> Technologies, Inc.<br>| 2490 | 44596 |
|  | Eastman Chemical <br> Co.<br>| 34947 | 2080045 |
| \* | Ecovyst, Inc. | 49810 | 407944 |
|  | Element Solutions, <br> Inc.<br>| 56703 | 1515104 |
|  | Ferroglobe PLC | 11724 | 56861 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Flexible Solutions <br> International, Inc.<br>| 572 | $5182 |
|  | Fortitude Gold Corp. | 5267 | 22595 |
|  | Friedman Industries, <br> Inc.<br>| 2766 | 58750 |
|  | Graphic Packaging <br> Holding Co.<br>| 126030 | 2015220 |
|  | Greif, Inc. (GEF US), <br> Class A<br>| 11043 | 628236 |
|  | Greif, Inc. (GEF/B <br> US), Class B<br>| 4694 | 276711 |
|  | HB Fuller Co. | 15322 | 879023 |
|  | Hecla Mining Co. | 172461 | 2219573 |
|  | Huntsman Corp. | 70039 | 579923 |
|  | Innospec, Inc. | 8920 | 656334 |
| \* | Intrepid Potash, Inc. | 5633 | 150007 |
|  | Kaiser Aluminum <br> Corp.<br>| 5735 | 519190 |
| \* | Knife River Corp. | 400 | 24184 |
|  | Koppers Holdings, <br> Inc.<br>| 8891 | 250904 |
|  | Kronos Worldwide, <br> Inc.<br>| 26148 | 128648 |
| \* | LSB Industries, Inc. | 24321 | 205026 |
|  | LyondellBasell <br> Industries NV, <br> Class A<br>| 1076 | 49948 |
|  | Materion Corp. | 7852 | 900075 |
|  | Mativ Holdings, Inc. | 24035 | 256694 |
|  | Mercer International, <br> Inc.<br>| 34569 | 72595 |
| \* | Metallus, Inc. | 19721 | 346892 |
|  | Minerals <br> Technologies, Inc.<br>| 13655 | 774921 |
|  | Mosaic Co. | 107035 | 2938111 |
|  | Myers Industries, Inc. | 15012 | 260158 |
|  | Nexa Resources SA | 9879 | 57397 |
|  | Northern Technologies <br> International Corp.<br>| 1645 | 12222 |
| \* | O-I Glass, Inc. | 54397 | 614142 |
|  | Olin Corp. | 41223 | 853316 |
|  | Olympic Steel, Inc. | 5630 | 208310 |
|  | Orion SA | 23665 | 125425 |
| \* | Perimeter Solutions, <br> Inc.<br>| 35594 | 836815 |
| # | Quaker Chemical <br> Corp.<br>| 5221 | 725145 |
| \* | Ramaco Resources, <br> Inc. (METC US), <br> Class A<br>| 2201 | 66822 |
| \* | Ranpak Holdings <br> Corp.<br>| 2683 | 14220 |
| \* | Rayonier Advanced <br> Materials, Inc.<br>| 27932 | 194127 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Reliance, Inc. | 1896 | $535487 |
| †† | Resolute Forest <br> Products, Inc.<br>| 24714 | 6581 |
|  | Ryerson Holding <br> Corp.<br>| 13230 | 291854 |
|  | Silgan Holdings, Inc. | 45533 | 1758485 |
|  | Sonoco Products Co. | 22495 | 912622 |
|  | Stepan Co. | 8887 | 385251 |
|  | SunCoke Energy, Inc. | 40627 | 325422 |
|  | Sylvamo Corp. | 8008 | 325125 |
| \* | Tredegar Corp. | 13536 | 93534 |
|  | TriMas Corp. | 16405 | 582870 |
|  | Tronox Holdings PLC | 63271 | 221449 |
|  | Warrior Met Coal, Inc. | 11080 | 751667 |
|  | Westlake Corp. | 21530 | 1481479 |
|  | Worthington Steel, <br> Inc.<br>| 17930 | 573581 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | 49929730 |
| REAL ESTATE — (1.1%) | REAL ESTATE — (1.1%) | REAL ESTATE — (1.1%) | REAL ESTATE — (1.1%) |
| \* | AMREP Corp. | 1949 | 41865 |
| \* | Anywhere Real <br> Estate, Inc.<br>| 45004 | 452290 |
| \* | Cushman & Wakefield <br> PLC<br>| 91595 | 1438042 |
| \* | Douglas Elliman, Inc. | 2445 | 6039 |
| \* | Five Point <br> Holdings LLC, <br> Class A<br>| 6781 | 39669 |
| \* | Forestar Group, Inc. | 19031 | 494996 |
| \* | FRP Holdings, Inc. | 7960 | 188652 |
| \* | Howard Hughes <br> Holdings, Inc.<br>| 17853 | 1415386 |
| \* | Jones Lang LaSalle, <br> Inc.<br>| 6634 | 2023967 |
|  | Kennedy-Wilson <br> Holdings, Inc.<br>| 46092 | 348456 |
|  | Marcus & Millichap, <br> Inc.<br>| 12967 | 378766 |
|  | Newmark Group, Inc., <br> Class A<br>| 33463 | 596645 |
| \* | RE/MAX Holdings, <br> Inc., Class A<br>| 9594 | 76080 |
|  | RMR Group, Inc., <br> Class A<br>| 3378 | 52258 |
| \* | Seaport Entertainment <br> Group, Inc.<br>| 4496 | 108219 |
| \* | Star Holdings | 4116 | 30129 |
| \* | Stratus Properties, <br> Inc.<br>| 2386 | 44833 |
| \* | Tejon Ranch Co. | 12115 | 191659 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | 7927951 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (0.4%) | UTILITIES — (0.4%) | UTILITIES — (0.4%) | UTILITIES — (0.4%) |
|  | Genie Energy Ltd., <br> Class B<br>| 6818 | $102611 |
|  | MDU Resources <br> Group, Inc.<br>| 73263 | 1405184 |
| \* | Montauk Renewables, <br> Inc.<br>| 16153 | 32791 |
|  | New Jersey <br> Resources Corp.<br>| 18789 | 832353 |
|  | Ormat Technologies, <br> Inc.<br>| 8360 | 889253 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | 3262192 |
| TOTAL COMMON <br> STOCKS <br>Cost ($623526912) | TOTAL COMMON <br> STOCKS <br>Cost ($623526912) |  | 723603451 |

---

&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 | State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.010%<br>| 1520383 | $1520383 |
| SECURITIES LENDING COLLATERAL — (1.5%) | SECURITIES LENDING COLLATERAL — (1.5%) | SECURITIES LENDING COLLATERAL — (1.5%) | SECURITIES LENDING COLLATERAL — (1.5%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 955131 | 11048000 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $636,095,295) | (Cost $636,095,295) |  | $736171834 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| Communication Services | &nbsp;&nbsp; $23734096 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $23734096 |
| Consumer Discretionary | &nbsp;&nbsp; 99186144 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 99186144 |
| Consumer Staples | &nbsp;&nbsp; 40036472 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 40036472 |
| Energy | &nbsp;&nbsp; 65925888 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 65925888 |
| Financials | &nbsp;&nbsp; 210609811 | &nbsp;&nbsp; $3539 | &nbsp;&nbsp; $42 | &nbsp;&nbsp; 210613392 |
| Health Care | &nbsp;&nbsp; 52621442 | &nbsp;&nbsp; — | &nbsp;&nbsp; 22981 | &nbsp;&nbsp; 52644423 |
| Industrials | &nbsp;&nbsp; 121000790 | &nbsp;&nbsp; 2883 | &nbsp;&nbsp; 69 | &nbsp;&nbsp; 121003742 |
| Information Technology | &nbsp;&nbsp; 49339421 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 49339421 |
| Materials | &nbsp;&nbsp; 49923149 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6581 | &nbsp;&nbsp; 49929730 |
| Real Estate | &nbsp;&nbsp; 7927951 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 7927951 |
| Utilities | &nbsp;&nbsp; 3262192 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 3262192 |
| Temporary Cash Investments | &nbsp;&nbsp; 1520383 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1520383 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 11048000 | &nbsp;&nbsp; — | &nbsp;&nbsp; 11048000 |
| Total Investments in Securities | &nbsp;&nbsp; $725087739 | &nbsp;&nbsp; $11054422 | &nbsp;&nbsp; $29,673˂˃ | &nbsp;&nbsp; $736171834 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| ˂˃ | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning <br> and/or end of the reporting period in relation to net assets.<br>|

---

See accompanying Notes to Financial Statements.

------

**Dimensional VA U.S. Large Value Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&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 — (6.5%) | COMMUNICATION SERVICES — (6.5%) | COMMUNICATION SERVICES — (6.5%) | COMMUNICATION SERVICES — (6.5%) |
|  | Alphabet, Inc. (GOOG <br> US), Class C<br>| 3629 | $1022725 |
|  | Alphabet, Inc. (GOOGL <br> US), Class A<br>| 4321 | 1215022 |
|  | AT&T, Inc. | 354632 | 8777142 |
| #\* | Charter <br> Communications, <br> Inc., Class A<br>| 6022 | 1408184 |
|  | Comcast Corp., <br> Class A<br>| 191883 | 5341063 |
|  | Electronic Arts, Inc. | 11729 | 2346504 |
|  | Fox Corp. (FOX US), <br> Class B<br>| 19981 | 1167090 |
|  | Fox Corp. (FOXA US), <br> Class A<br>| 19046 | 1231324 |
| \* | GCI Liberty, Inc. <br> (GLBKV US), <br> Class C<br>| 1320 | 48345 |
| \* | GCI Liberty, Inc. <br> (GLIBA US), <br> Class A<br>| 120 | 4388 |
|  | Interpublic Group of <br> Cos., Inc.<br>| 20575 | 527954 |
| \* | Liberty Broadband <br> Corp. (LBRDA US), <br> Class A<br>| 600 | 32094 |
| \* | Liberty Broadband <br> Corp. (LBRDK US), <br> Class C<br>| 6600 | 355212 |
| \* | Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONA US), <br> Class A<br>| 535 | 48674 |
| \* | Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONK US), <br> Class C<br>| 4527 | 452021 |
|  | News Corp. (NWS <br> US), Class B<br>| 8065 | 245741 |
|  | News Corp. (NWSA <br> US), Class A<br>| 16744 | 443716 |
| # | Omnicom Group, Inc. | 8040 | 603161 |
| # | Paramount Skydance <br> Corp., Class B<br>| 14902 | 229342 |
| \* | Sphere Entertainment <br> Co.<br>| 154 | 10546 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | Take-Two Interactive <br> Software, Inc.<br>| 2780 | $712709 |
|  | T-Mobile U.S., Inc. | 28623 | 6012261 |
|  | Verizon <br> Communications, <br> Inc.<br>| 217401 | 8639516 |
|  | Walt Disney Co. | 34556 | 3891697 |
| #\* | Warner Bros <br> Discovery, Inc.<br>| 94164 | 2113982 |
| TOTAL COMMUNICATION <br> SERVICES | TOTAL COMMUNICATION <br> SERVICES |  | 46880413 |
| CONSUMER DISCRETIONARY — (5.0%) | CONSUMER DISCRETIONARY — (5.0%) | CONSUMER DISCRETIONARY — (5.0%) | CONSUMER DISCRETIONARY — (5.0%) |
| \* | Amazon.com, Inc. | 5939 | 1450423 |
| \* | Aptiv PLC | 7213 | 584974 |
|  | Aramark | 21061 | 797791 |
|  | Autoliv, Inc. | 7172 | 837690 |
|  | Best Buy Co., Inc. | 3596 | 295375 |
|  | BorgWarner, Inc. | 10903 | 468393 |
| \* | Caesars <br> Entertainment, Inc.<br>| 2169 | 43597 |
| \* | Capri Holdings Ltd. | 1300 | 26975 |
| \* | CarMax, Inc. | 7769 | 325599 |
| \* | Carnival Corp. | 67391 | 1942882 |
|  | Dick's Sporting Goods, <br> Inc.<br>| 958 | 212149 |
|  | DR Horton, Inc. | 22468 | 3349529 |
|  | eBay, Inc. | 5108 | 415331 |
| \* | Flutter Entertainment <br> PLC<br>| 5452 | 1268081 |
|  | Ford Motor Co. | 313394 | 4114863 |
|  | Gap, Inc. | 1476 | 33727 |
|  | Garmin Ltd. | 7850 | 1679429 |
|  | General Motors Co. | 91295 | 6307572 |
|  | Gentex Corp. | 3570 | 83716 |
|  | Genuine Parts Co. | 6863 | 873728 |
|  | Harley-Davidson, Inc. | 1373 | 37044 |
|  | Hasbro, Inc. | 1003 | 76539 |
|  | Hyatt Hotels Corp., <br> Class A<br>| 2188 | 300653 |
|  | Lear Corp. | 1761 | 184289 |
|  | Lennar Corp. (LEN <br> US), Class A<br>| 16013 | 1981929 |
|  | Lennar Corp. (LENB <br> US), Class B<br>| 1507 | 177901 |
|  | Lithia Motors, Inc. | 218 | 68469 |
|  | LKQ Corp. | 35025 | 1119399 |
| \* | Lululemon Athletica, <br> Inc.<br>| 2127 | 362739 |
| \* | MGM Resorts <br> International<br>| 7230 | 231577 |

---

------

**Dimensional VA U.S. Large Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Mohawk Industries, <br> Inc.<br>| 618 | $70229 |
| \* | NVR, Inc. | 118 | 850877 |
|  | Penske Automotive <br> Group, Inc.<br>| 3800 | 608266 |
|  | PulteGroup, Inc. | 20992 | 2516311 |
|  | PVH Corp. | 672 | 52638 |
|  | Ralph Lauren Corp. | 2390 | 763987 |
| \* | Rivian Automotive, <br> Inc., Class A<br>| 19400 | 263258 |
|  | Service Corp. <br> International<br>| 700 | 58457 |
|  | Tapestry, Inc. | 2585 | 283885 |
|  | Toll Brothers, Inc. | 3629 | 489734 |
| # | Whirlpool Corp. | 6535 | 468102 |
| TOTAL CONSUMER <br> DISCRETIONARY | TOTAL CONSUMER <br> DISCRETIONARY |  | 36078107 |
| CONSUMER STAPLES — (4.0%) | CONSUMER STAPLES — (4.0%) | CONSUMER STAPLES — (4.0%) | CONSUMER STAPLES — (4.0%) |
|  | Albertsons Cos., Inc., <br> Class A<br>| 8153 | 144226 |
|  | Archer-Daniels-Midland <br> Co.<br>| 17513 | 1060062 |
| \* | BellRing Brands, Inc. | 3250 | 97922 |
|  | Bunge Global SA | 11955 | 1130943 |
|  | Campbell's Co. | 12528 | 377469 |
|  | Casey's General <br> Stores, Inc.<br>| 1226 | 629171 |
|  | Church & Dwight Co., <br> Inc.<br>| 2483 | 217734 |
|  | Conagra Brands, Inc. | 13042 | 224192 |
|  | Constellation Brands, <br> Inc., Class A<br>| 12500 | 1642250 |
| \* | Coty, Inc., Class A | 22970 | 91191 |
| \* | Darling Ingredients, <br> Inc.<br>| 4055 | 129963 |
|  | Dollar General Corp. | 7113 | 701768 |
| #\* | Dollar Tree, Inc. | 21034 | 2084890 |
|  | General Mills, Inc. | 52942 | 2467627 |
|  | Hormel Foods Corp. | 9549 | 206163 |
|  | J.M. Smucker Co. | 2211 | 228949 |
|  | Kenvue, Inc. | 145326 | 2088335 |
|  | Keurig Dr. Pepper, Inc. | 47384 | 1286949 |
|  | Kraft Heinz Co. | 17345 | 428942 |
|  | Kroger Co. | 61601 | 3919672 |
|  | McCormick & Co., Inc. <br> (MKC US)<br>| 2337 | 149942 |
|  | Molson Coors <br> Beverage Co., <br> Class B<br>| 11394 | 498146 |
|  | Mondelez International, <br> Inc., Class A<br>| 49967 | 2871104 |
| \* | Performance Food <br> Group Co.<br>| 5819 | 562930 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | Pilgrim's Pride Corp. | 2655 | $101155 |
| \* | Post Holdings, Inc. | 919 | 95512 |
|  | Procter & Gamble Co. | 9144 | 1374983 |
|  | Seaboard Corp. | 12 | 40440 |
|  | Target Corp. | 23039 | 2136176 |
|  | Tyson Foods, Inc., <br> Class A<br>| 10665 | 548288 |
| \* | U.S. Foods Holding <br> Corp.<br>| 13588 | 986760 |
| TOTAL CONSUMER <br> STAPLES | TOTAL CONSUMER <br> STAPLES |  | 28523854 |
| ENERGY — (10.1%) | ENERGY — (10.1%) | ENERGY — (10.1%) | ENERGY — (10.1%) |
|  | APA Corp. | 454 | 10283 |
|  | Baker Hughes Co. | 95215 | 4609358 |
|  | Chevron Corp. | 76114 | 12004700 |
|  | ConocoPhillips | 64415 | 5723917 |
|  | Coterra Energy, Inc. | 58717 | 1389244 |
|  | Devon Energy Corp. | 49369 | 1603999 |
|  | Diamondback Energy, <br> Inc.<br>| 13637 | 1952682 |
|  | EOG Resources, Inc. | 39803 | 4212750 |
|  | EQT Corp. | 10709 | 573788 |
|  | Expand Energy Corp. | 3177 | 328216 |
|  | Exxon Mobil Corp. | 136759 | 15639759 |
|  | Halliburton Co. | 38410 | 1030924 |
|  | Helmerich & Payne, <br> Inc.<br>| 818 | 21481 |
|  | HF Sinclair Corp. | 3700 | 190920 |
| # | Kinder Morgan, Inc. | 68094 | 1783382 |
|  | Marathon Petroleum <br> Corp.<br>| 23522 | 4584673 |
|  | NOV, Inc. | 626 | 9140 |
|  | Occidental Petroleum <br> Corp.<br>| 61094 | 2517073 |
|  | ONEOK, Inc. | 33126 | 2219442 |
|  | Ovintiv, Inc. | 10759 | 403570 |
|  | Phillips 66 | 16882 | 2298315 |
|  | SLB Ltd. | 87406 | 3151860 |
|  | Valero Energy Corp. | 13432 | 2277530 |
|  | Williams Cos., Inc. | 72883 | 4217739 |
| TOTAL ENERGY | TOTAL ENERGY |  | 72754745 |
| FINANCIALS — (23.3%) | FINANCIALS — (23.3%) | FINANCIALS — (23.3%) | FINANCIALS — (23.3%) |
|  | Aflac, Inc. | 20951 | 2245738 |
|  | Allstate Corp. | 15746 | 3015674 |
|  | Ally Financial, Inc. | 32768 | 1276969 |
|  | American Financial <br> Group, Inc.<br>| 4681 | 616394 |
|  | American International <br> Group, Inc.<br>| 39995 | 3158005 |
|  | Arch Capital Group <br> Ltd.<br>| 28824 | 2487799 |
|  | Assurant, Inc. | 3963 | 839046 |

---

------

**Dimensional VA U.S. Large Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Axis Capital Holdings <br> Ltd.<br>| 973 | $91131 |
|  | Bank of America Corp. | 116602 | 6232377 |
|  | Bank of New York <br> Mellon Corp.<br>| 27145 | 2929760 |
| \* | Berkshire Hathaway, <br> Inc., Class B<br>| 29719 | 14192011 |
|  | Blackrock, Inc. | 1483 | 1605807 |
| \* | Block, Inc. | 4887 | 371119 |
|  | Capital One Financial <br> Corp.<br>| 12064 | 2653959 |
|  | Carlyle Group, Inc. | 2100 | 111972 |
|  | Charles Schwab Corp. | 13516 | 1277532 |
|  | Chubb Ltd. | 13005 | 3601605 |
|  | Cincinnati Financial <br> Corp.<br>| 3827 | 591616 |
|  | Citigroup, Inc. | 32634 | 3303540 |
|  | Citizens Financial <br> Group, Inc.<br>| 20697 | 1052856 |
|  | CME Group, Inc. | 922 | 244782 |
|  | Comerica, Inc. | 654 | 50031 |
|  | Corebridge Financial, <br> Inc.<br>| 12828 | 417680 |
|  | East West Bancorp, <br> Inc.<br>| 3233 | 328473 |
|  | Everest Group Ltd. | 1739 | 546950 |
|  | F&G Annuities & Life, <br> Inc.<br>| 389 | 11534 |
|  | Fidelity National <br> Financial, Inc.<br>| 9333 | 515555 |
|  | Fidelity National <br> Information Services, <br> Inc.<br>| 42824 | 2677356 |
|  | Fifth Third Bancorp | 53024 | 2206859 |
|  | First Citizens <br> BancShares, Inc., <br> Class A<br>| 867 | 1582119 |
|  | First Horizon Corp. | 7379 | 157615 |
| \* | Fiserv, Inc. | 17382 | 1159206 |
|  | Franklin Resources, <br> Inc.<br>| 10235 | 231413 |
|  | Global Payments, Inc. | 10222 | 794863 |
|  | Globe Life, Inc. | 4255 | 559575 |
|  | Goldman Sachs <br> Group, Inc.<br>| 10148 | 8010527 |
| # | Hartford Insurance <br> Group, Inc.<br>| 29291 | 3637356 |
|  | Huntington <br> Bancshares, Inc.<br>| 62613 | 966745 |
|  | Intercontinental <br> Exchange, Inc.<br>| 14549 | 2128373 |
|  | Jefferies Financial <br> Group, Inc.<br>| 1212 | 64030 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | JPMorgan Chase & <br> Co.<br>| 109780 | $34154754 |
|  | KeyCorp | 40804 | 717742 |
|  | Lincoln National Corp. | 2459 | 103278 |
|  | Loews Corp. | 7809 | 777464 |
|  | M&T Bank Corp. | 5919 | 1088327 |
| \* | Markel Group, Inc. | 533 | 1052424 |
|  | MetLife, Inc. | 50464 | 4028036 |
|  | Morgan Stanley | 42999 | 7051836 |
|  | Northern Trust Corp. | 11340 | 1459118 |
| \* | PayPal Holdings, Inc. | 65777 | 4556373 |
|  | PNC Financial <br> Services Group, Inc.<br>| 8883 | 1621592 |
|  | Principal Financial <br> Group, Inc.<br>| 14451 | 1214462 |
|  | Prosperity Bancshares, <br> Inc.<br>| 567 | 37320 |
|  | Prudential Financial, <br> Inc.<br>| 22948 | 2386592 |
|  | Raymond James <br> Financial, Inc.<br>| 15482 | 2456529 |
|  | Regions Financial <br> Corp.<br>| 34248 | 828802 |
|  | Reinsurance Group of <br> America, Inc.<br>| 828 | 151077 |
|  | RenaissanceRe <br> Holdings Ltd.<br>| 250 | 63522 |
|  | State Street Corp. | 12650 | 1463099 |
|  | Synchrony Financial | 36836 | 2739862 |
|  | Synovus Financial <br> Corp.<br>| 1104 | 49283 |
|  | T. Rowe Price Group, <br> Inc.<br>| 7864 | 806296 |
|  | Travelers Cos., Inc. | 19755 | 5306588 |
|  | Truist Financial Corp. | 28047 | 1251738 |
|  | U.S. Bancorp | 58559 | 2733534 |
|  | Unum Group | 5925 | 435013 |
|  | W.R. Berkley Corp. | 13723 | 978999 |
|  | Webster Financial <br> Corp.<br>| 384 | 21903 |
|  | Wells Fargo & Co. | 108143 | 9405197 |
|  | Willis Towers Watson <br> PLC<br>| 2028 | 634967 |
|  | Zions Bancorp NA | 3064 | 159665 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | 167681344 |
| HEALTH CARE — (14.4%) | HEALTH CARE — (14.4%) | HEALTH CARE — (14.4%) | HEALTH CARE — (14.4%) |
|  | Abbott Laboratories | 44247 | 5469814 |
|  | Agilent Technologies, <br> Inc.<br>| 6704 | 981197 |
| \* | Avantor, Inc. | 14651 | 173175 |
|  | Baxter International, <br> Inc.<br>| 22262 | 411179 |

---

------

**Dimensional VA U.S. Large Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | Becton Dickinson & <br> Co.<br>| 17224 | $3078101 |
| \* | Biogen, Inc. | 8417 | 1298491 |
| \* | BioMarin <br> Pharmaceutical, Inc.<br>| 1200 | 64284 |
| \* | Bio-Rad Laboratories, <br> Inc., Class A<br>| 918 | 293347 |
| \* | Boston Scientific Corp. | 11051 | 1113057 |
|  | Bristol-Myers Squibb <br> Co.<br>| 67002 | 3086782 |
| \* | Centene Corp. | 17690 | 625695 |
| \* | Charles River <br> Laboratories <br> International, Inc.<br>| 2087 | 375806 |
|  | Cigna Group | 13848 | 3384590 |
| \* | Cooper Cos., Inc. | 1912 | 133668 |
|  | CVS Health Corp. | 23960 | 1872474 |
|  | Danaher Corp. | 11146 | 2400625 |
| \* | Edwards Lifesciences <br> Corp.<br>| 19522 | 1609589 |
| \* | Elanco Animal Health, <br> Inc.<br>| 6840 | 151506 |
|  | Elevance Health, Inc. | 11548 | 3663026 |
| \* | Envista Holdings <br> Corp.<br>| 1720 | 35002 |
| \* | GE HealthCare <br> Technologies, Inc.<br>| 36312 | 2721584 |
|  | Gilead Sciences, Inc. | 27765 | 3325969 |
| \* | Henry Schein, Inc. | 11024 | 696717 |
| \* | Hologic, Inc. | 12948 | 956987 |
|  | Humana, Inc. | 9065 | 2521792 |
| \* | Incyte Corp. | 3995 | 373453 |
| \* | IQVIA Holdings, Inc. | 5426 | 1174512 |
| \* | Jazz Pharmaceuticals <br> PLC<br>| 5515 | 759085 |
|  | Johnson & Johnson | 77617 | 14659523 |
|  | Labcorp Holdings, Inc. | 3485 | 885051 |
|  | McKesson Corp. | 3387 | 2748009 |
|  | Medtronic PLC | 32325 | 2931877 |
|  | Merck & Co., Inc. | 19877 | 1709024 |
| \* | Moderna, Inc. | 7095 | 192700 |
| \* | Molina Healthcare, <br> Inc.<br>| 1833 | 280559 |
|  | Pfizer, Inc. | 212677 | 5242488 |
|  | Quest Diagnostics, <br> Inc.<br>| 11566 | 2035038 |
|  | Regeneron <br> Pharmaceuticals, <br> Inc.<br>| 3799 | 2476188 |
|  | ResMed, Inc. | 2939 | 725580 |
|  | Revvity, Inc. | 3314 | 310157 |
|  | STERIS PLC | 5962 | 1405243 |
|  | Stryker Corp. | 3086 | 1099357 |
|  | Teleflex, Inc. | 157 | 19542 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Tenet Healthcare <br> Corp.<br>| 2608 | $538526 |
|  | Thermo Fisher <br> Scientific, Inc.<br>| 10639 | 6036462 |
| \* | United Therapeutics <br> Corp.<br>| 2317 | 1032061 |
|  | UnitedHealth Group, <br> Inc.<br>| 36709 | 12538326 |
|  | Universal Health <br> Services, Inc., <br> Class B<br>| 6859 | 1488472 |
| \* | Vertex <br> Pharmaceuticals, <br> Inc.<br>| 2842 | 1209470 |
|  | Viatris, Inc. | 50231 | 520393 |
|  | West Pharmaceutical <br> Services, Inc.<br>| 397 | 111982 |
|  | Zimmer Biomet <br> Holdings, Inc.<br>| 9350 | 940236 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | 103887771 |
| INDUSTRIALS — (15.0%) | INDUSTRIALS — (15.0%) | INDUSTRIALS — (15.0%) | INDUSTRIALS — (15.0%) |
|  | AECOM | 1339 | 179895 |
|  | AGCO Corp. | 4174 | 430590 |
| \* | Amentum Holdings, <br> Inc.<br>| 7896 | 176949 |
|  | AMETEK, Inc. | 14447 | 2919883 |
| \* | Builders FirstSource, <br> Inc.<br>| 12022 | 1396596 |
| \* | CACI International, <br> Inc., Class A<br>| 200 | 112450 |
|  | Carlisle Cos., Inc. | 2296 | 746315 |
|  | Carrier Global Corp. | 33212 | 1975782 |
| \* | Clean Harbors, Inc. | 708 | 149041 |
|  | CNH Industrial NV | 38211 | 400833 |
| # | Concentrix Corp. | 1452 | 58530 |
| \* | Copart, Inc. | 28003 | 1204409 |
|  | CSX Corp. | 133381 | 4804384 |
|  | Cummins, Inc. | 10354 | 4531739 |
|  | Deere & Co. | 9741 | 4496738 |
|  | Delta Air Lines, Inc. | 55895 | 3207255 |
|  | Dover Corp. | 9599 | 1741835 |
|  | Eaton Corp. PLC | 7333 | 2797979 |
|  | EMCOR Group, Inc. | 452 | 305453 |
|  | Emerson Electric Co. | 28030 | 3912147 |
|  | Equifax, Inc. | 3890 | 821179 |
|  | FedEx Corp. | 16090 | 4083964 |
|  | Fortive Corp. | 14666 | 738286 |
|  | Fortune Brands <br> Innovations, Inc.<br>| 12304 | 625043 |
|  | GE Vernova, Inc. | 324 | 189585 |
|  | General Dynamics <br> Corp.<br>| 9310 | 3211019 |
| \* | GXO Logistics, Inc. | 407 | 22877 |

---

------

**Dimensional VA U.S. Large Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Howmet Aerospace, <br> Inc.<br>| 92 | $18947 |
|  | Hubbell, Inc. | 907 | 426290 |
|  | Huntington Ingalls <br> Industries, Inc.<br>| 1502 | 483674 |
|  | IDEX Corp. | 597 | 102362 |
|  | Ingersoll Rand, Inc. | 22111 | 1687733 |
|  | ITT, Inc. | 400 | 74028 |
|  | Jacobs Solutions, Inc. | 5558 | 865992 |
|  | JB Hunt Transport <br> Services, Inc.<br>| 4129 | 697223 |
|  | Johnson Controls <br> International PLC<br>| 23001 | 2631084 |
|  | Knight-Swift <br> Transportation <br> Holdings, Inc.<br>| 1347 | 60777 |
|  | L3Harris Technologies, <br> Inc.<br>| 6595 | 1906614 |
|  | Leidos Holdings, Inc. | 9709 | 1849273 |
| \* | MasTec, Inc. | 425 | 86768 |
| \* | Middleby Corp. | 311 | 38636 |
| \* | NEXTracker, Inc., <br> Class A<br>| 9036 | 914624 |
|  | Norfolk Southern <br> Corp.<br>| 16390 | 4644598 |
|  | Northrop Grumman <br> Corp.<br>| 6837 | 3989048 |
|  | Old Dominion Freight <br> Line, Inc.<br>| 907 | 127361 |
|  | Oshkosh Corp. | 522 | 64357 |
|  | Otis Worldwide Corp. | 2174 | 201660 |
|  | Owens Corning | 8674 | 1104287 |
|  | PACCAR, Inc. | 40377 | 3973097 |
|  | Parker-Hannifin Corp. | 5504 | 4253656 |
|  | Pentair PLC | 14793 | 1573236 |
|  | Quanta Services, Inc. | 5290 | 2375898 |
|  | Republic Services, <br> Inc.<br>| 14254 | 2968253 |
|  | RTX Corp. | 44315 | 7910227 |
|  | Sensata Technologies <br> Holding PLC<br>| 515 | 16392 |
|  | Snap-on, Inc. | 5335 | 1790159 |
|  | Southwest Airlines Co. | 27308 | 827432 |
|  | SS&C Technologies <br> Holdings, Inc.<br>| 21296 | 1808456 |
|  | Stanley Black & <br> Decker, Inc.<br>| 6807 | 460970 |
|  | Textron, Inc. | 16232 | 1311708 |
|  | TransUnion | 5407 | 438940 |
| \* | U-Haul Holding Co. <br> (UHAL US)<br>| 1475 | 78411 |
|  | U-Haul Holding Co. <br> (UHAL/B US)<br>| 16075 | 779477 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | United Airlines <br> Holdings, Inc.<br>| 26066 | $2451247 |
|  | United Parcel Service, <br> Inc., Class B<br>| 5930 | 571771 |
|  | United Rentals, Inc. | 4788 | 4171210 |
|  | WESCO International, <br> Inc.<br>| 600 | 155718 |
|  | Westinghouse Air <br> Brake Technologies <br> Corp.<br>| 8070 | 1649831 |
|  | Xylem, Inc. | 6229 | 939645 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | 107721826 |
| INFORMATION TECHNOLOGY — (12.5%) | INFORMATION TECHNOLOGY — (12.5%) | INFORMATION TECHNOLOGY — (12.5%) | INFORMATION TECHNOLOGY — (12.5%) |
|  | Accenture PLC, <br> Class A<br>| 17167 | 4293467 |
| \* | Advanced Micro <br> Devices, Inc.<br>| 20542 | 5261217 |
| \* | Akamai Technologies, <br> Inc.<br>| 8499 | 638275 |
|  | Amdocs Ltd. | 15020 | 1265585 |
|  | Analog Devices, Inc. | 13076 | 3061484 |
|  | Avnet, Inc. | 1297 | 62840 |
|  | Broadcom, Inc. | 54 | 19960 |
| \* | Ciena Corp. | 1583 | 300643 |
|  | Cisco Systems, Inc. | 163496 | 11953193 |
|  | Cognizant Technology <br> Solutions Corp., <br> Class A<br>| 49920 | 3638170 |
| \* | Coherent Corp. | 781 | 103061 |
|  | Corning, Inc. | 57748 | 5144192 |
| \* | DXC Technology Co. | 2899 | 41166 |
|  | Entegris, Inc. | 200 | 18314 |
| \* | F5, Inc. | 1080 | 273294 |
| \* | First Solar, Inc. | 4833 | 1290121 |
| \* | Flex Ltd. | 25689 | 1606076 |
|  | Hewlett Packard <br> Enterprise Co.<br>| 92529 | 2259558 |
|  | HP, Inc. | 106724 | 2953053 |
| \* | Intel Corp. | 76556 | 3061474 |
| \* | IPG Photonics Corp. | 430 | 36602 |
| \* | Keysight Technologies, <br> Inc.<br>| 7683 | 1405682 |
| \* | Kyndryl Holdings, Inc. | 1573 | 45491 |
|  | Marvell Technology, <br> Inc.<br>| 9011 | 844691 |
|  | Microchip Technology, <br> Inc.<br>| 1704 | 106364 |
|  | Micron Technology, <br> Inc.<br>| 44970 | 10062937 |
|  | NXP Semiconductors <br> NV<br>| 15011 | 3139100 |
| \* | ON Semiconductor <br> Corp.<br>| 24499 | 1226910 |

---

------

**Dimensional VA U.S. Large Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Qorvo, Inc. | 5422 | $514656 |
|  | QUALCOMM, Inc. | 25133 | 4546560 |
|  | Ralliant Corp. | 4888 | 214681 |
|  | Roper Technologies, <br> Inc.<br>| 1196 | 533595 |
|  | Salesforce, Inc. | 26793 | 6977165 |
| \* | Sandisk Corp. | 4710 | 938844 |
|  | Skyworks Solutions, <br> Inc.<br>| 11761 | 914065 |
| \* | Super Micro Computer, <br> Inc.<br>| 6394 | 332232 |
|  | TD SYNNEX Corp. | 2852 | 446309 |
|  | TE Connectivity PLC | 30520 | 7538745 |
| \* | Teledyne Technologies, <br> Inc.<br>| 1702 | 896648 |
|  | Vontier Corp. | 2863 | 110226 |
|  | Western Digital Corp. | 8926 | 1340774 |
| \* | Zebra Technologies <br> Corp., Class A<br>| 1041 | 280289 |
| \* | Zoom <br> Communications, <br> Inc.<br>| 2191 | 191121 |
| TOTAL INFORMATION <br> TECHNOLOGY | TOTAL INFORMATION <br> TECHNOLOGY |  | 89888830 |
| MATERIALS — (7.5%) | MATERIALS — (7.5%) | MATERIALS — (7.5%) | MATERIALS — (7.5%) |
|  | Air Products & <br> Chemicals, Inc.<br>| 9532 | 2312368 |
|  | Albemarle Corp. | 5245 | 515216 |
|  | Amcor PLC | 67243 | 531220 |
|  | Ball Corp. | 19994 | 939718 |
|  | Celanese Corp. | 6557 | 252051 |
|  | CF Industries Holdings, <br> Inc.<br>| 14702 | 1224530 |
| \* | Cleveland-Cliffs, Inc. | 15656 | 194604 |
|  | Corteva, Inc. | 24017 | 1475604 |
|  | CRH PLC (CRHCF <br> US)<br>| 36337 | 4327737 |
|  | Crown Holdings, Inc. | 2200 | 213796 |
|  | Dow, Inc. | 74881 | 1785912 |
|  | DuPont de Nemours, <br> Inc.<br>| 17056 | 1392622 |
|  | Eastman Chemical <br> Co.<br>| 14927 | 888455 |
|  | FMC Corp. | 801 | 12151 |
|  | Freeport-McMoRan, <br> Inc.<br>| 105482 | 4398599 |
|  | Huntsman Corp. | 3237 | 26802 |
|  | International Flavors & <br> Fragrances, Inc.<br>| 10181 | 641098 |
| # | International Paper <br> Co.<br>| 22948 | 886711 |
|  | Linde PLC | 18914 | 7911726 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | LyondellBasell <br> Industries NV, <br> Class A<br>| 34302 | $1592299 |
|  | Martin Marietta <br> Materials, Inc.<br>| 4484 | 2749140 |
|  | Mosaic Co. | 29416 | 807469 |
|  | Newmont Corp. | 71392 | 5780610 |
|  | Nucor Corp. | 17238 | 2586562 |
|  | Packaging Corp. of <br> America<br>| 9401 | 1840340 |
|  | PPG Industries, Inc. | 16048 | 1568692 |
|  | Reliance, Inc. | 3813 | 1076906 |
|  | Royal Gold, Inc. | 782 | 136686 |
|  | RPM International, <br> Inc.<br>| 570 | 62290 |
|  | Smurfit WestRock <br> PLC<br>| 17093 | 631074 |
|  | Sonoco Products Co. | 945 | 38339 |
|  | Steel Dynamics, Inc. | 13023 | 2042006 |
|  | Vulcan Materials Co. | 9911 | 2869234 |
|  | Westlake Corp. | 3309 | 227692 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | 53940259 |
| REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) |
| \* | CBRE Group, Inc., <br> Class A<br>| 15057 | 2295139 |
| \* | Jones Lang LaSalle, <br> Inc.<br>| 693 | 211427 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | 2506566 |
| UTILITIES — (0.1%) | UTILITIES — (0.1%) | UTILITIES — (0.1%) | UTILITIES — (0.1%) |
|  | NRG Energy, Inc. | 1961 | 337018 |
|  | Vistra Corp. | 2057 | 387333 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | 724351 |
| TOTAL COMMON <br> STOCKS <br>Cost ($452816002) | TOTAL COMMON <br> STOCKS <br>Cost ($452816002) |  | 710588066 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (0.2%) | TEMPORARY CASH INVESTMENTS — (0.2%) | TEMPORARY CASH INVESTMENTS — (0.2%) | TEMPORARY CASH INVESTMENTS — (0.2%) |
| Ɏ | State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.010%<br>| 1023104 | 1023104 |
| SECURITIES LENDING COLLATERAL — (1.0%) | SECURITIES LENDING COLLATERAL — (1.0%) | SECURITIES LENDING COLLATERAL — (1.0%) | SECURITIES LENDING COLLATERAL — (1.0%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 641528 | 7420555 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $461,259,661) | (Cost $461,259,661) |  | $719031725 |

---

------

**Dimensional VA U.S. Large Value Portfolio**

**CONTINUED**

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| Communication Services | &nbsp;&nbsp; $46880413 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $46880413 |
| Consumer Discretionary | &nbsp;&nbsp; 36078107 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 36078107 |
| Consumer Staples | &nbsp;&nbsp; 28523854 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 28523854 |
| Energy | &nbsp;&nbsp; 72754745 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 72754745 |
| Financials | &nbsp;&nbsp; 167681344 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 167681344 |
| Health Care | &nbsp;&nbsp; 103887771 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 103887771 |
| Industrials | &nbsp;&nbsp; 107721826 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 107721826 |
| Information Technology | &nbsp;&nbsp; 89888830 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 89888830 |
| Materials | &nbsp;&nbsp; 53940259 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 53940259 |
| Real Estate | &nbsp;&nbsp; 2506566 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 2506566 |
| Utilities | &nbsp;&nbsp; 724351 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 724351 |
| Temporary Cash Investments | &nbsp;&nbsp; 1023104 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1023104 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; $7420555 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7420555 |
| Total Investments in Securities | &nbsp;&nbsp; $711611170 | &nbsp;&nbsp; $7420555 | &nbsp;&nbsp; — | &nbsp;&nbsp; $719031725 |

---

See accompanying Notes to Financial Statements.

------

**Dimensional VA International Value Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (95.0%) | COMMON STOCKS — (95.0%) | COMMON STOCKS — (95.0%) | COMMON STOCKS — (95.0%) |
| AUSTRALIA — (5.6%) | AUSTRALIA — (5.6%) | AUSTRALIA — (5.6%) | AUSTRALIA — (5.6%) |
| # | Ampol Ltd. | 2164 | $43474 |
|  | ANZ Group Holdings <br> Ltd.<br>| 157918 | 3782405 |
|  | Aurizon Holdings Ltd. | 277946 | 623570 |
|  | Bendigo & Adelaide <br> Bank Ltd.<br>| 42211 | 349168 |
|  | BlueScope Steel Ltd. | 88805 | 1328624 |
|  | Challenger Ltd. | 79053 | 481191 |
|  | Cleanaway Waste <br> Management Ltd.<br>| 189720 | 316270 |
|  | Dyno Nobel Ltd. | 224487 | 472405 |
| # | Endeavour Group Ltd. | 89250 | 213526 |
|  | Evolution Mining Ltd. | 189036 | 1337725 |
|  | Fortescue Ltd. | 85775 | 1192893 |
|  | Harvey Norman <br> Holdings Ltd.<br>| 170983 | 808082 |
|  | Lendlease Corp. Ltd. | 34943 | 126717 |
|  | National Australia Bank <br> Ltd.<br>| 176496 | 5031911 |
|  | Northern Star <br> Resources Ltd.<br>| 13563 | 218701 |
|  | Orica Ltd. | 73299 | 1065792 |
|  | Origin Energy Ltd. | 152913 | 1225417 |
|  | Perseus Mining Ltd. | 216155 | 686069 |
|  | QBE Insurance Group <br> Ltd.<br>| 140492 | 1822824 |
| # | Ramsay Health Care <br> Ltd.<br>| 4466 | 93697 |
|  | Rio Tinto Ltd. | 30306 | 2631356 |
| \* | Sandfire Resources <br> Ltd.<br>| 15767 | 166996 |
|  | Santos Ltd. | 496255 | 2049600 |
|  | Sonic Healthcare Ltd. | 69963 | 968330 |
|  | South32 Ltd. (S32 AU) | 574429 | 1187969 |
|  | Suncorp Group Ltd. | 111820 | 1435423 |
|  | TPG Telecom Ltd. | 46621 | 168642 |
| # | Treasury Wine Estates <br> Ltd.<br>| 7916 | 31006 |
|  | Westpac Banking <br> Corp.<br>| 208275 | 5270287 |
|  | Whitehaven Coal Ltd. | 69787 | 328006 |
|  | Woodside Energy <br> Group Ltd. (WDS <br> AU)<br>| 154378 | 2501765 |
|  | Worley Ltd. | 22269 | 207970 |
| # | Yancoal Australia Ltd. | 87072 | 316814 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | 38484625 |
| AUSTRIA — (0.2%) | AUSTRIA — (0.2%) | AUSTRIA — (0.2%) | AUSTRIA — (0.2%) |
|  | Erste Group Bank AG | 7148 | 740453 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) |
|  | OMV AG | 8499 | $465288 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | 1205741 |
| BELGIUM — (0.7%) | BELGIUM — (0.7%) | BELGIUM — (0.7%) | BELGIUM — (0.7%) |
|  | Ageas SA | 17680 | 1170042 |
|  | Anheuser-Busch InBev <br> SA (ABI BB)<br>| 35371 | 2156824 |
|  | KBC Group NV | 12341 | 1484738 |
|  | Solvay SA | 125 | 3837 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | 4815441 |
| CANADA — (10.9%) | CANADA — (10.9%) | CANADA — (10.9%) | CANADA — (10.9%) |
|  | AltaGas Ltd. | 19080 | 560068 |
|  | ARC Resources Ltd. | 44151 | 814364 |
|  | Bank of Montreal <br> (BMO CN)<br>| 13251 | 1646089 |
|  | Bank of Montreal <br> (BMO US)<br>| 36571 | 4541387 |
| # | Bank of Nova Scotia <br> (BNS CN)<br>| 18885 | 1238623 |
|  | Bank of Nova Scotia <br> (BNS US)<br>| 60155 | 3946168 |
|  | Barrick Mining Corp. (B <br> US)<br>| 240015 | 7872492 |
|  | Brookfield Wealth <br> Solutions Ltd.<br>| 886 | 40841 |
|  | Canadian Imperial <br> Bank of Commerce <br> (CM CN)<br>| 49997 | 4142563 |
|  | Canadian Imperial <br> Bank of Commerce <br> (CM US)<br>| 38530 | 3192981 |
| # | Canadian Pacific <br> Kansas City Ltd. (CP <br> US)<br>| 9571 | 688633 |
|  | Canadian Tire Corp. <br> Ltd., Class A<br>| 488 | 55966 |
|  | Cenovus Energy, Inc. <br> (CVE US)<br>| 156637 | 2650298 |
|  | Fairfax Financial <br> Holdings Ltd.<br>| 2264 | 3675685 |
| \* | First Quantum Minerals <br> Ltd.<br>| 49651 | 1030862 |
|  | iA Financial Corp., Inc. | 15318 | 1808169 |
|  | IGM Financial, Inc. | 5103 | 196290 |
|  | Kinross Gold Corp. (K <br> CN)<br>| 90088 | 2095234 |
|  | Lundin Mining Corp. | 128613 | 2068739 |
|  | Magna International, <br> Inc. (MGA US)<br>| 44732 | 2111798 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Manulife Financial <br> Corp. (MFC CN)<br>| 7512 | $243107 |
|  | Manulife Financial <br> Corp. (MFC US)<br>| 101640 | 3290087 |
|  | Nutrien Ltd. (NTR CN) | 900 | 49019 |
| # | Nutrien Ltd. (NTR US) | 73033 | 3976625 |
|  | Pan American Silver <br> Corp. (PAAS US)<br>| 16528 | 581951 |
|  | Pembina Pipeline <br> Corp. (PBA US)<br>| 18050 | 682831 |
|  | Pembina Pipeline <br> Corp. (PPL CN)<br>| 4708 | 178109 |
|  | Suncor Energy, Inc. <br> (SU CN)<br>| 8621 | 343289 |
|  | Suncor Energy, Inc. <br> (SU US)<br>| 120104 | 4781340 |
|  | Teck Resources Ltd. <br> (TECK US), Class B<br>| 75651 | 3246941 |
|  | Teck Resources Ltd. <br> (TECK/A CN), <br> Class A<br>| 200 | 8606 |
|  | Teck Resources Ltd. <br> (TECKB CN), <br> Class B<br>| 134 | 5749 |
|  | Toronto-Dominion Bank <br> (TD CN)<br>| 16845 | 1383102 |
|  | Toronto-Dominion Bank <br> (TD US)<br>| 88723 | 7286820 |
|  | Tourmaline Oil Corp. | 63828 | 2807422 |
| # | Whitecap Resources, <br> Inc.<br>| 127088 | 945990 |
| TOTAL CANADA | TOTAL CANADA |  | 74188238 |
| DENMARK — (2.2%) | DENMARK — (2.2%) | DENMARK — (2.2%) | DENMARK — (2.2%) |
| # | AP Moller - Maersk AS <br> (MAERSKA DC), <br> Class A<br>| 237 | 488494 |
|  | AP Moller - Maersk AS <br> (MAERSKB DC), <br> Class B<br>| 282 | 579771 |
|  | Carlsberg AS, Class B | 14014 | 1647760 |
|  | Coloplast AS, Class B | 10747 | 972006 |
|  | Danske Bank AS | 32233 | 1440596 |
| \* | Demant AS | 12462 | 414612 |
| # | DSV AS | 14966 | 3193868 |
| \* | Genmab AS (GMAB <br> DC)<br>| 4778 | 1362818 |
| # | Novonesis Novozymes <br> B, Class B<br>| 36497 | 2181046 |
|  | Pandora AS | 3708 | 496163 |
|  | Rockwool AS, Class A | 3550 | 121595 |
|  | Rockwool AS, Class B | 9977 | 341869 |
| # | Tryg AS | 22374 | 551496 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |
|  | Vestas Wind Systems <br> AS<br>| 65697 | $1343642 |
| TOTAL DENMARK | TOTAL DENMARK |  | 15135736 |
| FINLAND — (0.7%) | FINLAND — (0.7%) | FINLAND — (0.7%) | FINLAND — (0.7%) |
| # | Fortum OYJ | 4953 | 110451 |
| # | Nokia OYJ (NOK US), <br> Sponsored ADR<br>| 34049 | 235279 |
|  | Nokia OYJ (NOKIA <br> FH)<br>| 476842 | 3252681 |
|  | Nordea Bank Abp <br> (NDA FH)<br>| 63303 | 1082912 |
| # | UPM-Kymmene OYJ | 4673 | 125387 |
| TOTAL FINLAND | TOTAL FINLAND |  | 4806710 |
| FRANCE — (9.0%) | FRANCE — (9.0%) | FRANCE — (9.0%) | FRANCE — (9.0%) |
| \* | Alstom SA | 8945 | 223693 |
| Ω | Amundi SA | 2929 | 217134 |
|  | BNP Paribas SA | 50945 | 3946095 |
|  | Bollore SE | 60491 | 336837 |
|  | Bouygues SA | 36761 | 1659322 |
|  | Capgemini SE | 2174 | 334460 |
|  | Carrefour SA | 87166 | 1312802 |
|  | Cie de Saint-Gobain <br> SA<br>| 68908 | 6688349 |
|  | Cie Generale des <br> Etablissements <br> Michelin SCA<br>| 109893 | 3510577 |
|  | Credit Agricole SA | 32751 | 591200 |
|  | Eiffage SA | 10913 | 1342842 |
|  | Engie SA | 258799 | 6059249 |
|  | Kering SA | 210 | 74575 |
|  | Orange SA (ORA FP) | 311153 | 4977317 |
|  | Pernod Ricard SA | 8829 | 864717 |
|  | Publicis Groupe SA <br> (PUB FP)<br>| 17279 | 1731859 |
|  | Renault SA | 31052 | 1206655 |
|  | Rexel SA | 9346 | 324072 |
|  | Sanofi SA (SAN FP) | 48344 | 4890613 |
|  | Societe Generale SA | 84567 | 5363290 |
|  | STMicroelectronics NV <br> (STM US)<br>| 17725 | 433731 |
|  | TotalEnergies SE (TTE <br> FP)<br>| 228351 | 14257099 |
|  | TotalEnergies SE (TTE <br> US), Sponsored <br> ADR<br>| 7191 | 447568 |
|  | Vinci SA | 1599 | 213812 |
|  | Vivendi SE | 29111 | 104857 |
| TOTAL FRANCE | TOTAL FRANCE |  | 61112725 |
| GERMANY — (8.3%) | GERMANY — (8.3%) | GERMANY — (8.3%) | GERMANY — (8.3%) |
| \* | Aumovio SE | 7816 | 336061 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| # | BASF SE | 131821 | $6504288 |
|  | Bayer AG | 103412 | 3216577 |
|  | Bayerische Motoren <br> Werke AG<br>| 30928 | 2883876 |
|  | Commerzbank AG | 121941 | 4446321 |
|  | Continental AG | 15633 | 1194547 |
| \* | Covestro AG | 12319 | 860429 |
|  | Daimler Truck Holding <br> AG<br>| 82778 | 3317962 |
| # | Deutsche Bank AG <br> (DB US)<br>| 40923 | 1463816 |
|  | Deutsche Bank AG <br> (DBK GR)<br>| 124505 | 4457300 |
|  | Deutsche Lufthansa <br> AG<br>| 29747 | 260789 |
|  | Deutsche Post AG | 81254 | 3733325 |
|  | Deutsche Telekom AG <br> (DTE GR)<br>| 69241 | 2144752 |
| Ω | DWS Group GmbH & <br> Co. KGaA<br>| 1706 | 109217 |
|  | E.ON SE | 231183 | 4301478 |
|  | Fresenius Medical <br> Care AG (FME GR)<br>| 20548 | 1103165 |
|  | Fresenius SE & Co. <br> KGaA<br>| 35281 | 2030173 |
| #Ω | Hapag-Lloyd AG | 2188 | 314593 |
|  | Heidelberg Materials <br> AG<br>| 22062 | 5175823 |
|  | Henkel AG & Co. <br> KGaA<br>| 7921 | 591489 |
|  | Mercedes-Benz Group <br> AG<br>| 78104 | 5067742 |
|  | Merck KGaA | 4286 | 561439 |
|  | Muenchener <br> Rueckversicherungs-Gesellschaft <br> AG in Muenchen<br>| 823 | 509185 |
|  | RWE AG | 30564 | 1504681 |
|  | Volkswagen AG | 3115 | 328576 |
| TOTAL GERMANY | TOTAL GERMANY |  | 56417604 |
| HONG KONG — (1.5%) | HONG KONG — (1.5%) | HONG KONG — (1.5%) | HONG KONG — (1.5%) |
|  | BOC Hong Kong <br> Holdings Ltd.<br>| 274500 | 1348816 |
| Ω | Budweiser Brewing Co. <br> APAC Ltd.<br>| 209300 | 212302 |
|  | Cathay Pacific Airways <br> Ltd.<br>| 220090 | 313303 |
|  | CK Asset Holdings <br> Ltd.<br>| 206217 | 1020206 |
|  | CK Hutchison Holdings <br> Ltd.<br>| 284012 | 1883417 |
|  | CK Infrastructure <br> Holdings Ltd.<br>| 24000 | 156105 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | Galaxy Entertainment <br> Group Ltd.<br>| 107000 | $533109 |
|  | Hang Lung Properties <br> Ltd.<br>| 119454 | 133017 |
|  | Hang Seng Bank Ltd. | 12600 | 245636 |
|  | Henderson Land <br> Development Co. <br> Ltd.<br>| 74255 | 261211 |
|  | HKT Trust & HKT Ltd. | 32000 | 46726 |
|  | Hong Kong & China <br> Gas Co. Ltd.<br>| 317000 | 295017 |
| # | MTR Corp. Ltd. | 90660 | 332603 |
|  | Sino Land Co. Ltd. | 397571 | 493837 |
|  | Sun Hung Kai <br> Properties Ltd.<br>| 95362 | 1160440 |
|  | Swire Pacific Ltd. (19 <br> HK), Class A<br>| 49500 | 408836 |
|  | Swire Pacific Ltd. (87 <br> HK), Class B<br>| 92500 | 137061 |
| Ω | WH Group Ltd. | 1317189 | 1267026 |
| # | Xinyi Glass Holdings <br> Ltd.<br>| 81297 | 95079 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | 10343747 |
| IRELAND — (0.3%) | IRELAND — (0.3%) | IRELAND — (0.3%) | IRELAND — (0.3%) |
|  | AIB Group PLC | 88815 | 818548 |
|  | Bank of Ireland Group <br> PLC<br>| 71890 | 1177053 |
| TOTAL IRELAND | TOTAL IRELAND |  | 1995601 |
| ISRAEL — (1.1%) | ISRAEL — (1.1%) | ISRAEL — (1.1%) | ISRAEL — (1.1%) |
|  | Ashtrom Group Ltd. | 744 | 16999 |
|  | Bank Hapoalim BM | 78721 | 1596671 |
|  | Bank Leumi Le-Israel <br> BM<br>| 114309 | 2320012 |
|  | Clal Insurance <br> Enterprises Holdings <br> Ltd.<br>| 10637 | 591472 |
|  | Delek Group Ltd. | 1690 | 444329 |
| \* | Equital Ltd. | 614 | 29283 |
|  | Harel Insurance <br> Investments & <br> Financial Services <br> Ltd.<br>| 12398 | 432110 |
|  | ICL Group Ltd. | 21495 | 140803 |
|  | Israel Discount Bank <br> Ltd., Class A<br>| 136911 | 1368259 |
|  | Kenon Holdings Ltd. | 641 | 33388 |
|  | Migdal Insurance & <br> Financial Holdings <br> Ltd.<br>| 74606 | 267724 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | 7241050 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (1.9%) | ITALY — (1.9%) | ITALY — (1.9%) | ITALY — (1.9%) |
|  | Banco BPM SpA | 92447 | $1346901 |
| # | BPER Banca SpA | 8285 | 99270 |
|  | Eni SpA (ENI IM) | 255959 | 4719749 |
|  | Stellantis NV (STLA <br> US)<br>| 10010 | 101501 |
| # | Stellantis NV (STLA <br> UX)<br>| 68330 | 692866 |
|  | Stellantis NV (STLAM <br> IM)<br>| 145096 | 1475604 |
| # | Tenaris SA (TS US), <br> ADR<br>| 7453 | 296630 |
|  | UniCredit SpA | 60468 | 4477437 |
|  | Unipol Assicurazioni <br> SpA<br>| 2664 | 58324 |
| TOTAL ITALY | TOTAL ITALY |  | 13268282 |
| JAPAN — (20.3%) | JAPAN — (20.3%) | JAPAN — (20.3%) | JAPAN — (20.3%) |
|  | Acom Co. Ltd. | 43100 | 122868 |
|  | AGC, Inc. | 31800 | 993528 |
|  | Air Water, Inc. | 22400 | 312820 |
|  | Aisin Corp. | 68500 | 1230958 |
|  | Alfresa Holdings Corp. | 12800 | 180843 |
|  | Amada Co. Ltd. | 38200 | 455521 |
|  | Asahi Group Holdings <br> Ltd.<br>| 198800 | 2143426 |
|  | Asahi Kasei Corp. | 173200 | 1327079 |
|  | Bridgestone Corp. | 34300 | 1497371 |
|  | Brother Industries Ltd. | 29100 | 495303 |
|  | Chiba Bank Ltd.  | 30300 | 295659 |
|  | Coca-Cola Bottlers <br> Japan Holdings, Inc.<br>| 9400 | 150428 |
|  | COMSYS Holdings <br> Corp.<br>| 8300 | 209305 |
|  | Cosmo Energy <br> Holdings Co. Ltd.<br>| 17200 | 392769 |
|  | Credit Saison Co. Ltd. | 16600 | 404384 |
|  | Dai Nippon Printing <br> Co. Ltd.<br>| 7100 | 118502 |
|  | Daicel Corp. | 13900 | 119597 |
|  | Dai-ichi Life Holdings, <br> Inc.<br>| 218400 | 1532948 |
|  | Daiwa House Industry <br> Co. Ltd.<br>| 58800 | 1994969 |
|  | Daiwa Securities <br> Group, Inc.<br>| 74600 | 574118 |
|  | Denso Corp. | 112800 | 1576017 |
|  | Dentsu Group, Inc. | 2300 | 45551 |
|  | ENEOS Holdings, Inc. | 452427 | 2854232 |
|  | EXEO Group, Inc. | 2600 | 37499 |
|  | Fuji Media Holdings, <br> Inc.<br>| 1800 | 40177 |
|  | FUJIFILM Holdings <br> Corp.<br>| 59600 | 1381330 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Fukuoka Financial <br> Group, Inc.<br>| 9200 | $267355 |
|  | Fuyo General Lease <br> Co. Ltd.<br>| 5400 | 141181 |
|  | Gunma Bank Ltd. | 7400 | 76920 |
|  | Hachijuni Bank Ltd. | 22503 | 226676 |
|  | Hakuhodo DY <br> Holdings, Inc.<br>| 24900 | 180235 |
|  | Hankyu Hanshin <br> Holdings, Inc.<br>| 25400 | 682091 |
|  | Haseko Corp. | 28900 | 466706 |
|  | Hitachi Construction <br> Machinery Co. Ltd.<br>| 12900 | 419856 |
|  | Honda Motor Co. Ltd. <br> (7267 JP)<br>| 424500 | 4290525 |
| # | Hulic Co. Ltd. | 29000 | 299609 |
|  | Ibiden Co. Ltd. | 2400 | 225899 |
|  | Idemitsu Kosan Co. <br> Ltd.<br>| 124000 | 862265 |
|  | Iida Group Holdings <br> Co. Ltd.<br>| 14400 | 220512 |
|  | INFRONEER Holdings, <br> Inc.<br>| 15600 | 167125 |
|  | Inpex Corp. | 140900 | 2599904 |
|  | Isuzu Motors Ltd. | 73100 | 896958 |
|  | Iwatani Corp. | 16400 | 170736 |
|  | Iyogin Holdings, Inc. | 9100 | 142196 |
|  | J Front Retailing Co. <br> Ltd.<br>| 28400 | 427155 |
|  | Japan Airlines Co. Ltd. | 16400 | 295452 |
|  | Japan Post Bank Co. <br> Ltd.<br>| 28100 | 314863 |
|  | Japan Post Holdings <br> Co. Ltd.<br>| 41800 | 391710 |
|  | Japan Post Insurance <br> Co. Ltd.<br>| 10000 | 258623 |
|  | JFE Holdings, Inc. | 76389 | 875434 |
|  | JTEKT Corp. | 24600 | 246099 |
|  | Kajima Corp. | 5000 | 161189 |
|  | Kamigumi Co. Ltd. | 7300 | 219133 |
| # | Kawasaki Kisen Kaisha <br> Ltd.<br>| 14400 | 206317 |
|  | Kinden Corp. | 3600 | 144206 |
|  | Kobe Steel Ltd. | 44800 | 527268 |
|  | Koito Manufacturing <br> Co. Ltd.<br>| 22700 | 338008 |
|  | Komatsu Ltd. | 31900 | 1067085 |
|  | Kubota Corp. (6326 <br> JP)<br>| 121600 | 1574375 |
|  | Kuraray Co. Ltd. | 49000 | 530991 |
|  | Kyocera Corp. | 45800 | 607738 |
|  | Kyoto Financial Group, <br> Inc.<br>| 10000 | 202584 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Kyushu Financial <br> Group, Inc.<br>| 14500 | $83105 |
|  | Lixil Corp. | 34000 | 376842 |
|  | LY Corp. | 169300 | 497491 |
|  | Marubeni Corp. | 31400 | 771687 |
|  | Mazda Motor Corp. | 74900 | 516125 |
|  | Mebuki Financial <br> Group, Inc.<br>| 38440 | 239851 |
|  | Medipal Holdings <br> Corp.<br>| 8800 | 143180 |
|  | MEIJI Holdings Co. <br> Ltd.<br>| 20600 | 396549 |
|  | Minebea Mitsumi, Inc. | 43600 | 861700 |
|  | Mitsubishi Chemical <br> Group Corp.<br>| 191900 | 1002404 |
|  | Mitsubishi Corp. | 62000 | 1488784 |
|  | Mitsubishi Electric <br> Corp.<br>| 13100 | 371943 |
|  | Mitsubishi Estate Co. <br> Ltd.<br>| 71800 | 1521577 |
|  | Mitsubishi Gas <br> Chemical Co., Inc.<br>| 16700 | 308969 |
|  | Mitsubishi HC Capital, <br> Inc.<br>| 96600 | 755670 |
|  | Mitsubishi Logistics <br> Corp.<br>| 20495 | 148610 |
|  | Mitsubishi Motors <br> Corp.<br>| 73100 | 178139 |
|  | Mitsubishi UFJ <br> Financial Group, Inc. <br> (8306 JP)<br>| 364500 | 5505870 |
|  | Mitsui & Co. Ltd. (8031 <br> JP)<br>| 39900 | 981206 |
|  | Mitsui Chemicals, Inc. | 37000 | 873531 |
|  | Mitsui Fudosan Co. <br> Ltd.<br>| 103000 | 1072477 |
| # | Mitsui OSK Lines Ltd. | 26400 | 784387 |
|  | Mizuho Financial <br> Group, Inc. (8411 <br> JP)<br>| 101320 | 3393760 |
|  | MS&AD Insurance <br> Group Holdings, <br> Inc.<br>| 53050 | 1093597 |
|  | NGK Insulators Ltd. | 29500 | 497711 |
|  | NH Foods Ltd. | 10200 | 376714 |
|  | NHK Spring Co. Ltd. | 11152 | 209076 |
|  | Nikon Corp. | 26100 | 304396 |
|  | Nippon Electric Glass <br> Co. Ltd.<br>| 2400 | 80800 |
|  | Nippon Express <br> Holdings, Inc.<br>| 36500 | 776548 |
|  | Nippon Steel Corp. | 316090 | 1302932 |
|  | Nippon Television <br> Holdings, Inc.<br>| 1800 | 43672 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Nippon Yusen KK | 39800 | $1374427 |
| \* | Nissan Motor Co. Ltd. | 284300 | 649834 |
|  | Nisshin Seifun Group, <br> Inc.<br>| 21700 | 245329 |
|  | Niterra Co. Ltd. | 18500 | 758927 |
|  | NOK Corp. | 5300 | 94110 |
|  | Nomura Holdings, Inc. <br> (8604 JP)<br>| 203500 | 1452196 |
|  | Nomura Real Estate <br> Holdings, Inc.<br>| 88000 | 502557 |
|  | NSK Ltd. | 22500 | 113378 |
|  | Obayashi Corp. | 18000 | 304514 |
|  | Oji Holdings Corp. | 108500 | 547424 |
|  | Omron Corp. | 1800 | 50193 |
|  | Ono Pharmaceutical <br> Co. Ltd.<br>| 40000 | 488136 |
|  | Open House Group <br> Co. Ltd.<br>| 9300 | 447543 |
|  | ORIX Corp. (8591 JP) | 77100 | 1886023 |
|  | Panasonic Holdings <br> Corp.<br>| 198600 | 2307578 |
|  | Resona Holdings, Inc. | 154400 | 1488582 |
|  | Resonac Holdings <br> Corp.<br>| 22600 | 880490 |
|  | Ricoh Co. Ltd. | 64600 | 554189 |
|  | Rinnai Corp. | 6200 | 140527 |
|  | Rohm Co. Ltd. | 18100 | 289847 |
|  | Seiko Epson Corp. | 35400 | 448539 |
|  | Seino Holdings Co. <br> Ltd.<br>| 7900 | 111642 |
|  | Sekisui Chemical Co. <br> Ltd.<br>| 15400 | 266794 |
|  | Sekisui House Ltd. | 59000 | 1265860 |
|  | Seven & i Holdings Co. <br> Ltd.<br>| 71300 | 906921 |
|  | Shimamura Co. Ltd. | 2800 | 180515 |
|  | Shimizu Corp. | 9400 | 126178 |
|  | Shizuoka Financial <br> Group, Inc.<br>| 18400 | 247804 |
|  | SoftBank Group Corp. | 11920 | 2091585 |
|  | Sojitz Corp. | 26394 | 700245 |
|  | Sompo Holdings, Inc. | 7600 | 231614 |
|  | Stanley Electric Co. <br> Ltd.<br>| 15100 | 296597 |
|  | Subaru Corp. | 91600 | 1948618 |
|  | SUMCO Corp. | 43300 | 441262 |
|  | Sumitomo Chemical <br> Co. Ltd.<br>| 192000 | 564734 |
|  | Sumitomo Corp. | 69100 | 2010184 |
|  | Sumitomo Electric <br> Industries Ltd.<br>| 133900 | 4881646 |
| # | Sumitomo Forestry Co. <br> Ltd.<br>| 69300 | 720912 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Sumitomo Heavy <br> Industries Ltd.<br>| 12700 | $339554 |
|  | Sumitomo Metal <br> Mining Co. Ltd.<br>| 24700 | 807997 |
|  | Sumitomo Mitsui <br> Financial Group, Inc. <br> (8316 JP)<br>| 229559 | 6215032 |
|  | Sumitomo Mitsui Trust <br> Group, Inc.<br>| 48606 | 1335039 |
|  | Sumitomo Realty & <br> Development Co. <br> Ltd.<br>| 38400 | 1639564 |
|  | Sumitomo Rubber <br> Industries Ltd.<br>| 21000 | 245940 |
| # | Suntory Beverage & <br> Food Ltd.<br>| 16100 | 487342 |
|  | Suzuken Co. Ltd. | 5100 | 193680 |
|  | Suzuki Motor Corp. | 78700 | 1174902 |
|  | T&D Holdings, Inc. | 400 | 8590 |
|  | Taiheiyo Cement <br> Corp.<br>| 13900 | 377128 |
|  | Takashimaya Co. Ltd. | 34000 | 363676 |
|  | Takeda Pharmaceutical <br> Co. Ltd. (4502 JP)<br>| 124367 | 3356354 |
|  | TBS Holdings, Inc. | 2000 | 69055 |
|  | Tokyo Century Corp. | 12000 | 141622 |
|  | Tokyo Tatemono Co. <br> Ltd.<br>| 33600 | 627320 |
|  | Tokyu Fudosan <br> Holdings Corp.<br>| 96700 | 779275 |
|  | TOPPAN Holdings, <br> Inc.<br>| 16700 | 408446 |
|  | Toray Industries, Inc. | 131700 | 806324 |
|  | Tosoh Corp. | 33300 | 474776 |
|  | TOTO Ltd. | 12900 | 327203 |
|  | Toyo Seikan Group <br> Holdings Ltd.<br>| 11800 | 264913 |
|  | Toyo Tire Corp. | 13800 | 377155 |
|  | Toyoda Gosei Co. Ltd. | 6400 | 148127 |
| # | Toyota Boshoku Corp. | 9400 | 142928 |
|  | Toyota Industries <br> Corp.<br>| 5900 | 641342 |
|  | Toyota Motor Corp. <br> (7203 JP)<br>| 623250 | 12706275 |
|  | Toyota Tsusho Corp. | 52800 | 1613897 |
|  | Yamada Holdings Co. <br> Ltd.<br>| 53500 | 160832 |
|  | Yamaguchi Financial <br> Group, Inc.<br>| 6900 | 79052 |
|  | Yamaha Corp. | 13800 | 87084 |
| # | Yamaha Motor Co. <br> Ltd.<br>| 126600 | 912123 |
|  | Yamato Holdings Co. <br> Ltd.<br>| 13200 | 192996 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Yamato Kogyo Co. <br> Ltd.<br>| 1400 | $88244 |
|  | Yokohama Financial <br> Group, Inc.<br>| 57500 | 417693 |
|  | Yokohama Rubber Co. <br> Ltd. <br>| 20000 | 713780 |
| TOTAL JAPAN | TOTAL JAPAN |  | 138914198 |
| NETHERLANDS — (4.1%) | NETHERLANDS — (4.1%) | NETHERLANDS — (4.1%) | NETHERLANDS — (4.1%) |
| Ω | ABN AMRO Bank NV | 37600 | 1123438 |
|  | Aegon Ltd. (AGN NA) | 109392 | 833646 |
|  | Akzo Nobel NV | 3260 | 215438 |
|  | ArcelorMittal SA (MT <br> NA)<br>| 15639 | 597022 |
| # | ArcelorMittal SA (MT <br> US)<br>| 38069 | 1450035 |
|  | ASR Nederland NV | 33719 | 2250360 |
|  | Coca-Cola Europacific <br> Partners PLC<br>| 7924 | 705906 |
|  | HAL Trust | 2615 | 410434 |
|  | Heineken NV | 24608 | 1905454 |
| # | ING Groep NV (ING <br> US), Sponsored <br> ADR<br>| 18092 | 451034 |
|  | ING Groep NV (INGA <br> NA)<br>| 181259 | 4525976 |
|  | JDE Peet's NV | 8580 | 312261 |
|  | Koninklijke Ahold <br> Delhaize NV (AD <br> NA)<br>| 142133 | 5816080 |
|  | Koninklijke KPN NV | 298979 | 1383514 |
| # | Koninklijke Philips NV <br> (PHG US)<br>| 30395 | 830391 |
| # | Koninklijke Philips NV <br> (PHIA NA)<br>| 56188 | 1539281 |
|  | NN Group NV | 49364 | 3378218 |
|  | Prosus NV (PRX NA) | 4852 | 335363 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | 28063851 |
| NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) |
|  | Auckland International <br> Airport Ltd.<br>| 101931 | 474408 |
| \* | Fletcher Building Ltd. <br> (FBU NZ)<br>| 135092 | 251829 |
|  | Fonterra Co-Operative <br> Group Ltd.<br>| 4389 | 20518 |
|  | Infratil Ltd. | 50997 | 360448 |
|  | Mercury NZ Ltd. | 44439 | 164737 |
| # | Meridian Energy Ltd. | 58159 | 196890 |
|  | Port of Tauranga Ltd. | 20992 | 94499 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |
|  | Summerset Group <br> Holdings Ltd.<br>| 22199 | $147232 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | 1710561 |
| NORWAY — (0.7%) | NORWAY — (0.7%) | NORWAY — (0.7%) | NORWAY — (0.7%) |
|  | Aker BP ASA | 22689 | 588029 |
|  | Austevoll Seafood <br> ASA<br>| 18018 | 169176 |
| Ω | BW LPG Ltd. | 25143 | 332962 |
|  | DNB Bank ASA | 30832 | 787000 |
|  | Equinor ASA | 33623 | 805314 |
|  | Hafnia Ltd. | 22085 | 137584 |
|  | Norsk Hydro ASA | 91465 | 618355 |
|  | Sparebank 1 <br> Oestlandet<br>| 3809 | 66795 |
|  | SpareBank 1 <br> Sor-Norge ASA<br>| 10821 | 186266 |
|  | Stolt-Nielsen Ltd. | 1664 | 55812 |
|  | Subsea 7 SA | 23150 | 422796 |
|  | TGS ASA | 2576 | 22230 |
|  | Wallenius Wilhelmsen <br> ASA<br>| 7559 | 59118 |
|  | Wilh Wilhelmsen <br> Holding ASA, <br> Class A<br>| 299 | 15071 |
|  | Yara International ASA | 11196 | 407894 |
| TOTAL NORWAY | TOTAL NORWAY |  | 4674402 |
| PORTUGAL — (0.0%) | PORTUGAL — (0.0%) | PORTUGAL — (0.0%) | PORTUGAL — (0.0%) |
|  | EDP Renovaveis SA | 13206 | 193081 |
| SINGAPORE — (0.9%) | SINGAPORE — (0.9%) | SINGAPORE — (0.9%) | SINGAPORE — (0.9%) |
|  | CapitaLand Investment <br> Ltd.<br>| 100000 | 202604 |
|  | City Developments <br> Ltd.<br>| 12651 | 70269 |
| # | Genting Singapore <br> Ltd.<br>| 265500 | 148826 |
|  | Hongkong Land <br> Holdings Ltd.<br>| 54500 | 333012 |
|  | Jardine Cycle & <br> Carriage Ltd.<br>| 12600 | 314617 |
|  | Keppel Ltd. | 111900 | 875097 |
|  | Olam Group Ltd. | 70000 | 52745 |
|  | Oversea-Chinese <br> Banking Corp. Ltd.<br>| 97800 | 1279361 |
|  | Seatrium Ltd. | 137655 | 229641 |
|  | Singapore Airlines Ltd. | 33100 | 168496 |
|  | United Overseas Bank <br> Ltd.<br>| 68400 | 1819266 |
|  | UOL Group Ltd. | 40699 | 248639 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | Wilmar International <br> Ltd.<br>| 293900 | $706273 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | 6448846 |
| SOUTH AFRICA — (0.0%) | SOUTH AFRICA — (0.0%) | SOUTH AFRICA — (0.0%) | SOUTH AFRICA — (0.0%) |
|  | Valterra Platinum Ltd. | 802 | 49023 |
| SPAIN — (3.1%) | SPAIN — (3.1%) | SPAIN — (3.1%) | SPAIN — (3.1%) |
|  | Banco Bilbao Vizcaya <br> Argentaria SA <br> (BBVA SM)<br>| 140043 | 2821316 |
|  | Banco de Sabadell SA | 144096 | 540201 |
|  | Banco Santander SA <br> (SAN SM)<br>| 1351086 | 13767815 |
|  | CaixaBank SA | 21446 | 226679 |
| Ω | Cellnex Telecom SA | 1599 | 49780 |
|  | Repsol SA (REP SM) | 188959 | 3467275 |
| TOTAL SPAIN | TOTAL SPAIN |  | 20873066 |
| SWEDEN — (2.5%) | SWEDEN — (2.5%) | SWEDEN — (2.5%) | SWEDEN — (2.5%) |
| \* | Asmodee Group AB, <br> Class B<br>| 3101 | 39962 |
|  | Billerud Aktiebolag | 22231 | 205713 |
| \* | Boliden AB | 31517 | 1413300 |
|  | Bure Equity AB | 10951 | 320725 |
| \* | Embracer Group AB | 3128 | 32599 |
|  | Essity AB (ESSITYA <br> SS), Class A<br>| 368 | 10115 |
|  | Essity AB (ESSITYB <br> SS), Class B<br>| 40692 | 1117713 |
|  | Getinge AB, Class B | 14565 | 341196 |
|  | Hexagon AB, Class B | 59015 | 719370 |
|  | Hexpol AB | 16723 | 152049 |
| # | Holmen AB (HOLMB <br> SS), Class B<br>| 5250 | 198376 |
| # | Husqvarna AB <br> (HUSQB SS), <br> Class B<br>| 45158 | 213825 |
|  | Loomis AB | 15044 | 606054 |
|  | Pandox AB | 8704 | 173659 |
| # | Securitas AB, Class B | 54981 | 809917 |
| \*Ω | Sinch AB | 29890 | 108236 |
|  | Skandinaviska <br> Enskilda Banken AB <br> (SEBA SS), Class A<br>| 121946 | 2327897 |
|  | Skanska AB, Class B | 37093 | 1010117 |
|  | SKF AB (SKFB SS), <br> Class B<br>| 63459 | 1626583 |
|  | SSAB AB (SSABA SS), <br> Class A<br>| 26950 | 170474 |
|  | SSAB AB (SSABB <br> SS), Class B<br>| 81204 | 502807 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | Svenska Cellulosa AB <br> SCA (SCAA SS), <br> Class A<br>| 318 | $4258 |
|  | Svenska Cellulosa AB <br> SCA (SCAB SS), <br> Class B<br>| 19810 | 263872 |
|  | Svenska <br> Handelsbanken AB <br> (SHBA SS), Class A<br>| 51956 | 677991 |
| # | Svenska <br> Handelsbanken AB <br> (SHBB SS), Class B<br>| 1298 | 28427 |
|  | Swedbank AB, <br> Class A<br>| 45094 | 1369089 |
| \* | Swedish Orphan <br> Biovitrum AB<br>| 6395 | 220329 |
|  | Telefonaktiebolaget LM <br> Ericsson (ERICB <br> SS), Class B<br>| 28484 | 288995 |
|  | Telia Co. AB | 293693 | 1156172 |
|  | Trelleborg AB, Class B | 20404 | 851504 |
| #\* | Volvo Car AB, Class B | 85329 | 295678 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | 17257002 |
| SWITZERLAND — (8.2%) | SWITZERLAND — (8.2%) | SWITZERLAND — (8.2%) | SWITZERLAND — (8.2%) |
| # | Alcon AG | 25263 | 1869081 |
| \* | Amrize Ltd. | 53977 | 2793089 |
|  | Baloise Holding AG | 3212 | 797671 |
|  | Banque Cantonale <br> Vaudoise<br>| 1073 | 124582 |
| # | Barry Callebaut AG | 103 | 133904 |
|  | Cie Financiere <br> Richemont SA, <br> Class A<br>| 28146 | 5567436 |
|  | DSM-Firmenich AG | 7778 | 633976 |
|  | Helvetia Holding AG | 2453 | 602773 |
|  | Holcim AG (HOLN <br> SW)<br>| 60966 | 5419951 |
|  | Julius Baer Group Ltd. | 24232 | 1635866 |
|  | Lonza Group AG | 4520 | 3121202 |
| # | Novartis AG (NVS US), <br> Sponsored ADR<br>| 21872 | 2707535 |
|  | Sandoz Group AG <br> (SDZ SW)<br>| 4217 | 281176 |
|  | Sandoz Group AG <br> (SDZNY US), ADR<br>| 20486 | 1362947 |
|  | SIG Group AG | 8360 | 93471 |
|  | Swatch Group AG <br> (UHR SW)<br>| 579 | 121003 |
|  | Swatch Group AG <br> (UHRN SW)<br>| 622 | 26373 |
|  | Swiss Life Holding AG | 3833 | 4160538 |
|  | Swiss Prime Site AG | 2218 | 315273 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | Swiss Re AG | 31438 | $5740640 |
| # | Swisscom AG | 3753 | 2749158 |
| \* | UBS Group AG (UBS <br> US)<br>| 39044 | 1497732 |
|  | UBS Group AG (UBSG <br> SW)<br>| 152323 | 5828673 |
|  | Zurich Insurance <br> Group AG<br>| 12509 | 8699647 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | 56283697 |
| UNITED KINGDOM — (12.4%) | UNITED KINGDOM — (12.4%) | UNITED KINGDOM — (12.4%) | UNITED KINGDOM — (12.4%) |
|  | Anglo American PLC | 21101 | 798306 |
|  | Associated British <br> Foods PLC<br>| 8199 | 247417 |
|  | Barclays PLC (BARC <br> LN)<br>| 187695 | 1006725 |
|  | Barclays PLC (BCS <br> US), Sponsored <br> ADR<br>| 141629 | 3043607 |
|  | Barratt Redrow PLC | 85585 | 423516 |
|  | BP PLC (BP LN) | 520175 | 3047605 |
|  | BP PLC (BP US), <br> Sponsored ADR<br>| 115361 | 4052628 |
|  | British American <br> Tobacco PLC (BATS <br> LN)<br>| 99083 | 5074585 |
|  | British American <br> Tobacco PLC (BTI <br> US), Sponsored <br> ADR<br>| 6743 | 345174 |
|  | BT Group PLC | 1273417 | 3107867 |
| \* | Canal & SA | 29111 | 91669 |
|  | Centrica PLC | 167147 | 393932 |
|  | Glencore PLC | 499265 | 2391761 |
|  | HSBC Holdings PLC <br> (HSBA LN)<br>| 98791 | 1383019 |
| # | HSBC Holdings PLC <br> (HSBC US), <br> Sponsored ADR<br>| 164365 | 11517056 |
|  | J Sainsbury PLC | 260655 | 1170311 |
|  | Kingfisher PLC | 263125 | 1067125 |
|  | Lloyds Banking Group <br> PLC (LLOY LN)<br>| 3653924 | 4284180 |
| # | Lloyds Banking Group <br> PLC (LYG US), <br> ADR<br>| 608371 | 2865427 |
|  | NatWest Group PLC <br> (NWG LN)<br>| 525574 | 4046138 |
|  | NatWest Group PLC <br> (NWG US), <br> Sponsored ADR<br>| 131049 | 2027338 |
|  | Shell PLC (SHEL LN) | 61108 | 2290903 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| Shell PLC (SHEL US), <br> ADR<br>| 313189 | $23464084 |
| Standard Chartered <br> PLC<br>| 153287 | 3146559 |
| Vodafone Group PLC <br> (VOD LN)<br>| 2450130 | 2966061 |
| Vodafone Group PLC <br> (VOD US), <br> Sponsored ADR<br>| 16673 | 200907 |
| TOTAL UNITED <br> KINGDOM |  | 84453900 |
| UNITED STATES — (0.1%) | UNITED STATES — (0.1%) | UNITED STATES — (0.1%) |
| International Paper <br> Co.<br>| 19137 | 749360 |
| TOTAL COMMON <br> STOCKS |  | 648686487 |
| PREFERRED STOCKS — (0.6%) | PREFERRED STOCKS — (0.6%) | PREFERRED STOCKS — (0.6%) |
| GERMANY — (0.6%) | GERMANY — (0.6%) | GERMANY — (0.6%) |
| Bayerische Motoren <br> Werke AG, 5.764%<br>| 5480 | 474764 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| # | Henkel AG & Co. <br> KGaA, 2.901%<br>| 13538 | $1096753 |
|  | Porsche Automobil <br> Holding SE, 5.552%<br>| 7818 | 310636 |
|  | Volkswagen AG, <br> 7.042%<br>| 23573 | 2454816 |
| TOTAL GERMANY | TOTAL GERMANY |  | 4336969 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $476,456,597) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $476,456,597) |  | 653023456 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (4.4%) | SECURITIES LENDING COLLATERAL — (4.4%) | SECURITIES LENDING COLLATERAL — (4.4%) | SECURITIES LENDING COLLATERAL — (4.4%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 2569775 | 29724591 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $506,181,188) | (Cost $506,181,188) |  | $682748047 |

---

As of October 31, 2025, the value of Rule 144A securities amounted to $3,734,688 or 0.6% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| Australia | &nbsp;&nbsp; — | &nbsp;&nbsp; $38484625 | &nbsp;&nbsp; — | &nbsp;&nbsp; $38484625 |
| Austria | &nbsp;&nbsp; — | &nbsp;&nbsp; 1205741 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1205741 |
| Belgium | &nbsp;&nbsp; — | &nbsp;&nbsp; 4815441 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4815441 |
| Canada | &nbsp;&nbsp; $74188238 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 74188238 |
| Denmark | &nbsp;&nbsp; — | &nbsp;&nbsp; 15135736 | &nbsp;&nbsp; — | &nbsp;&nbsp; 15135736 |
| Finland | &nbsp;&nbsp; 235279 | &nbsp;&nbsp; 4571431 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4806710 |
| France | &nbsp;&nbsp; 881299 | &nbsp;&nbsp; 60231426 | &nbsp;&nbsp; — | &nbsp;&nbsp; 61112725 |
| Germany | &nbsp;&nbsp; 1799877 | &nbsp;&nbsp; 54617727 | &nbsp;&nbsp; — | &nbsp;&nbsp; 56417604 |
| Hong Kong | &nbsp;&nbsp; — | &nbsp;&nbsp; 10343747 | &nbsp;&nbsp; — | &nbsp;&nbsp; 10343747 |
| Ireland | &nbsp;&nbsp; — | &nbsp;&nbsp; 1995601 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1995601 |
| Israel | &nbsp;&nbsp; — | &nbsp;&nbsp; 7241050 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7241050 |
| Italy | &nbsp;&nbsp; 1090997 | &nbsp;&nbsp; 12177285 | &nbsp;&nbsp; — | &nbsp;&nbsp; 13268282 |
| Japan | &nbsp;&nbsp; — | &nbsp;&nbsp; 138914198 | &nbsp;&nbsp; — | &nbsp;&nbsp; 138914198 |
| Netherlands | &nbsp;&nbsp; 2731460 | &nbsp;&nbsp; 25332391 | &nbsp;&nbsp; — | &nbsp;&nbsp; 28063851 |
| New Zealand | &nbsp;&nbsp; — | &nbsp;&nbsp; 1710561 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1710561 |
| Norway | &nbsp;&nbsp; — | &nbsp;&nbsp; 4674402 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4674402 |
| Portugal | &nbsp;&nbsp; — | &nbsp;&nbsp; 193081 | &nbsp;&nbsp; — | &nbsp;&nbsp; 193081 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Singapore | &nbsp;&nbsp; — | &nbsp;&nbsp; $6448846 | &nbsp;&nbsp; — | &nbsp;&nbsp; $6448846 |
| South Africa | &nbsp;&nbsp; — | &nbsp;&nbsp; 49023 | &nbsp;&nbsp; — | &nbsp;&nbsp; 49023 |
| Spain | &nbsp;&nbsp; — | &nbsp;&nbsp; 20873066 | &nbsp;&nbsp; — | &nbsp;&nbsp; 20873066 |
| Sweden | &nbsp;&nbsp; — | &nbsp;&nbsp; 17257002 | &nbsp;&nbsp; — | &nbsp;&nbsp; 17257002 |
| Switzerland | &nbsp;&nbsp; $7158445 | &nbsp;&nbsp; 49125252 | &nbsp;&nbsp; — | &nbsp;&nbsp; 56283697 |
| United Kingdom | &nbsp;&nbsp; 47516221 | &nbsp;&nbsp; 36937679 | &nbsp;&nbsp; — | &nbsp;&nbsp; 84453900 |
| United States | &nbsp;&nbsp; — | &nbsp;&nbsp; 749360 | &nbsp;&nbsp; — | &nbsp;&nbsp; 749360 |
| Preferred Stocks |  |  |  |  |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 4336969 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4336969 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 29724591 | &nbsp;&nbsp; — | &nbsp;&nbsp; 29724591 |
| Total Investments in Securities | &nbsp;&nbsp; $135601816 | &nbsp;&nbsp; $547146231 | &nbsp;&nbsp; — | &nbsp;&nbsp; $682748047 |

---

See accompanying Notes to Financial Statements.

------

**Dimensional VA International Small Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (94.6%) | COMMON STOCKS — (94.6%) | COMMON STOCKS — (94.6%) | COMMON STOCKS — (94.6%) |
| AUSTRALIA — (6.2%) | AUSTRALIA — (6.2%) | AUSTRALIA — (6.2%) | AUSTRALIA — (6.2%) |
| \* | 29Metals Ltd. | 128890 | $40012 |
| # | Accent Group Ltd. | 42543 | 35616 |
|  | Acrow Ltd. | 24635 | 18202 |
|  | Adairs Ltd. | 23147 | 30725 |
|  | AGL Energy Ltd. | 47180 | 285801 |
| \* | Ainsworth Game <br> Technology Ltd.<br>| 11272 | 7526 |
| #\* | Alcidion Group Ltd. | 58601 | 3558 |
| \* | Alkane Resources <br> Ltd.<br>| 281409 | 183305 |
|  | Alliance Aviation <br> Services Ltd.<br>| 13267 | 21962 |
| \* | AMA Group Ltd. | 406392 | 24429 |
|  | Amotiv Ltd. | 18541 | 108003 |
|  | AMP Ltd. | 379646 | 442933 |
| \* | Amplitude Energy <br> Ltd.<br>| 495347 | 77796 |
|  | Ansell Ltd. | 18507 | 442136 |
| #\* | Appen Ltd. | 44293 | 22351 |
|  | Arafura Rare Earths <br> Ltd.<br>| 31038 | 5788 |
| \* | Arafura Rare Earths <br> Ltd. (ARU AU)<br>| 167779 | 31230 |
| # | ARB Corp. Ltd. | 10753 | 252772 |
| #\* | Archer Materials Ltd. | 10038 | 3057 |
| # | ARN Media Ltd. | 38557 | 13325 |
| #\* | Aroa Biosurgery Ltd. | 37311 | 18889 |
| \* | Articore Group Ltd. | 21367 | 4482 |
|  | AUB Group Ltd. | 14241 | 343998 |
| \* | Aurelia Metals Ltd. | 197432 | 31642 |
|  | Aurizon Holdings <br> Ltd.<br>| 82465 | 185010 |
|  | Aussie Broadband <br> Ltd.<br>| 22960 | 89327 |
| \* | Austal Ltd. | 52644 | 233431 |
| #\* | Australian Agricultural <br> Co. Ltd.<br>| 38789 | 36302 |
|  | Australian Clinical <br> Labs Ltd.<br>| 23114 | 39269 |
|  | Australian Ethical <br> Investment Ltd.<br>| 14137 | 64624 |
|  | Australian Finance <br> Group Ltd.<br>| 24189 | 37662 |
| #\* | Australian Strategic <br> Materials Ltd.<br>| 15824 | 10470 |
| # | Autosports Group <br> Ltd.<br>| 5949 | 16030 |
| †† | AVZ Minerals Ltd. | 217167 | 22770 |
| \* | Baby Bunting Group <br> Ltd.<br>| 18263 | 32702 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | Bank of Queensland <br> Ltd.<br>| 83030 | $372548 |
|  | Bapcor Ltd. | 44195 | 73000 |
| \* | BCI Minerals Ltd. | 90331 | 22763 |
|  | Beach Energy Ltd. | 195279 | 158671 |
| # | Beacon Lighting <br> Group Ltd.<br>| 8420 | 15388 |
|  | Bega Cheese Ltd. | 42996 | 149229 |
|  | Bell Financial Group <br> Ltd.<br>| 16281 | 13473 |
| \* | Bellevue Gold Ltd. | 196590 | 150745 |
| #\* | Betmakers <br> Technology Group <br> Ltd.<br>| 25815 | 2704 |
| #\* | Black Cat Syndicate <br> Ltd. (BC8 AU)<br>| 61264 | 40571 |
| #\* | Boss Energy Ltd. | 20596 | 26730 |
|  | Bravura Solutions <br> Ltd.<br>| 75448 | 142003 |
| # | Breville Group Ltd. | 14849 | 288119 |
| \* | Brightstar Resources <br> Ltd.<br>| 31812 | 9440 |
| #\* | Bubs Australia Ltd. | 77196 | 7813 |
|  | Capral Ltd. | 1923 | 14203 |
| \* | Capricorn Metals <br> Ltd.<br>| 48448 | 407940 |
| #\* | Carnarvon Energy <br> Ltd.<br>| 150007 | 9415 |
| \* | Catalyst Metals Ltd. | 38805 | 171644 |
| \* | Catapult Sports Ltd. | 19594 | 86027 |
|  | Cedar Woods <br> Properties Ltd.<br>| 9590 | 56686 |
| #\* | Cettire Ltd. | 11404 | 5138 |
|  | Challenger Ltd. | 30908 | 188135 |
| # | Champion Iron Ltd. | 35148 | 127112 |
| #\* | Chrysos Corp. Ltd. | 2481 | 13075 |
|  | Cleanaway Waste <br> Management Ltd.<br>| 20221 | 33709 |
| \* | ClearView Wealth <br> Ltd.<br>| 24888 | 9686 |
| # | Clinuvel <br> Pharmaceuticals <br> Ltd.<br>| 6591 | 49535 |
| # | Clover Corp. Ltd. | 25399 | 11240 |
| #\* | Coast Entertainment <br> Holdings Ltd.<br>| 72872 | 21473 |
| # | Cobram Estate <br> Olives Ltd.<br>| 8893 | 19761 |
|  | Codan Ltd. | 16966 | 401771 |
| # | Cogstate Ltd. | 9666 | 17406 |
|  | Collins Foods Ltd. | 16649 | 116447 |
| \* | Comet Ridge Ltd. | 115929 | 9885 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| #\* | Core Lithium Ltd. | 114745 | $9368 |
| Ω | Coronado Global <br> Resources, Inc., <br> CDI<br>| 18668 | 4445 |
| # | Corporate Travel <br> Management Ltd.<br>| 16158 | 169895 |
|  | Credit Corp. Group <br> Ltd.<br>| 8852 | 83043 |
|  | Dalrymple Bay <br> Infrastructure Ltd.<br>| 42458 | 123087 |
|  | Data#3 Ltd. | 17890 | 103018 |
| #\* | Deep Yellow Ltd. | 148759 | 174341 |
| \* | Develop Global Ltd. | 7083 | 16446 |
|  | Dicker Data Ltd. | 12074 | 80820 |
| # | Domino's Pizza <br> Enterprises Ltd.<br>| 7320 | 87661 |
|  | Downer EDI Ltd. | 154371 | 779731 |
| \* | DUG Technology <br> Ltd.<br>| 8715 | 12473 |
|  | Dyno Nobel Ltd. | 119291 | 251033 |
|  | Eagers Automotive <br> Ltd.<br>| 17568 | 390947 |
| \*†† | Elanor Investor <br> Group<br>| 2855 | 288 |
| # | Elders Ltd. | 21959 | 101845 |
| #\* | Electro Optic <br> Systems Holdings <br> Ltd.<br>| 5176 | 20995 |
| #\* | Emeco Holdings Ltd. | 55197 | 43296 |
| \* | Emerald Resources <br> NL<br>| 86706 | 269267 |
| #\* | EML Payments Ltd. | 51536 | 32531 |
|  | Energy One Ltd. | 1399 | 17489 |
|  | Enero Group Ltd. | 7597 | 3373 |
|  | EQT Holdings Ltd. | 3576 | 58685 |
|  | Euroz Hartleys Group <br> Ltd.<br>| 14654 | 9683 |
|  | EVT Ltd. | 12918 | 122057 |
|  | Experience Co. Ltd. | 24597 | 2407 |
| # | Fenix Resources <br> Ltd.<br>| 56718 | 19481 |
| #\* | FireFly Metals Ltd. | 32053 | 39875 |
| \* | FleetPartners Group <br> Ltd.<br>| 44716 | 85424 |
|  | Fleetwood Ltd. | 9756 | 18826 |
| # | Flight Centre Travel <br> Group Ltd.<br>| 19027 | 153064 |
| #\* | Frontier Digital <br> Ventures Ltd.<br>| 17664 | 5614 |
|  | G8 Education Ltd. | 79482 | 41833 |
| #\* | Galan Lithium Ltd. | 38880 | 3938 |
| \* | Gateway Mining Ltd. | 21766 | 1252 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | Generation <br> Development <br> Group Ltd.<br>| 36782 | $172147 |
| \* | Genesis Minerals <br> Ltd.<br>| 83549 | 317870 |
| \* | Genetic Signatures <br> Ltd.<br>| 13548 | 2700 |
| # | GR Engineering <br> Services Ltd.<br>| 12925 | 30949 |
|  | GrainCorp Ltd., <br> Class A<br>| 29924 | 173081 |
|  | Grange Resources <br> Ltd.<br>| 55500 | 9805 |
|  | GWA Group Ltd. | 32736 | 52890 |
|  | Hansen Technologies <br> Ltd.<br>| 27695 | 101029 |
|  | Healius Ltd. | 92037 | 53570 |
|  | Helia Group Ltd. | 41663 | 146944 |
|  | Helloworld Travel <br> Ltd.<br>| 7031 | 8735 |
| \* | Highfield Resources <br> Ltd.<br>| 24514 | 914 |
| # | Humm Group Ltd. | 53557 | 21173 |
| # | IDP Education Ltd. | 23172 | 84941 |
| \* | IGO Ltd. | 41327 | 144909 |
|  | Iluka Resources Ltd. | 55690 | 251784 |
|  | Imdex Ltd. | 74126 | 166641 |
| #\* | Immutep Ltd. (IMM <br> AU)<br>| 122328 | 22387 |
| \* | ImpediMed Ltd. | 121421 | 3011 |
|  | Infomedia Ltd. | 62093 | 68418 |
|  | Inghams Group Ltd. | 50749 | 80325 |
| \* | Insignia Financial <br> Ltd.<br>| 101384 | 300499 |
| # | Integral Diagnostics <br> Ltd.<br>| 42340 | 71603 |
| #\* | ioneer Ltd. | 214620 | 25944 |
| # | IPH Ltd. | 30781 | 74219 |
|  | IRESS Ltd. | 20980 | 121480 |
|  | IVE Group Ltd. | 19754 | 36016 |
| \* | Judo Capital <br> Holdings Ltd.<br>| 37253 | 41121 |
| # | Jumbo Interactive <br> Ltd.<br>| 3461 | 26559 |
|  | Jupiter Mines Ltd. | 181844 | 30918 |
|  | Karoon Energy Ltd. | 112273 | 118166 |
| # | Kelsian Group Ltd. | 8914 | 28380 |
| # | Kogan.com Ltd. | 8067 | 16775 |
| # | L1 Group Ltd. | 85451 | 63131 |
| #\* | Lark Distilling Co. <br> Ltd.<br>| 2994 | 1424 |
|  | Lendlease Corp. Ltd. | 83570 | 303056 |
| # | Lifestyle <br> Communities Ltd.<br>| 6758 | 22872 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | Lindsay Australia <br> Ltd.<br>| 22702 | $8979 |
| \* | Liontown Resources <br> Ltd.<br>| 36136 | 27717 |
|  | Lovisa Holdings Ltd. | 6999 | 165586 |
|  | Lycopodium Ltd. | 4742 | 39055 |
|  | MA Financial Group <br> Ltd.<br>| 13440 | 84581 |
| # | Maas Group Holdings <br> Ltd.<br>| 10064 | 31226 |
|  | Macmahon Holdings <br> Ltd.<br>| 161782 | 49679 |
| #\* | Macquarie <br> Technology Group <br> Ltd.<br>| 1297 | 56105 |
| # | Mader Group Ltd. | 4057 | 23553 |
|  | Magellan Financial <br> Group Ltd.<br>| 20374 | 128058 |
| \* | Mayne Pharma <br> Group Ltd.<br>| 14501 | 40279 |
|  | McMillan <br> Shakespeare Ltd.<br>| 9141 | 102887 |
| \* | McPherson's Ltd. | 245 | 41 |
| \* | Megaport Ltd. | 15584 | 167393 |
| #\* | Melbana Energy Ltd. | 328430 | 3220 |
| #\* | Mesoblast Ltd. (MSB <br> AU)<br>| 106728 | 174426 |
| \* | Metals X Ltd. | 120257 | 66350 |
|  | Metcash Ltd. | 121521 | 302699 |
| #\* | Metro Mining Ltd. | 464879 | 22170 |
| #\* | Michael Hill <br> International Ltd. <br> (MHJ AU)<br>| 13468 | 2996 |
|  | Monadelphous Group <br> Ltd.<br>| 13437 | 204232 |
| # | Monash IVF Group <br> Ltd.<br>| 45202 | 20427 |
| #\* | Mount Gibson Iron <br> Ltd.<br>| 74201 | 17472 |
| # | Myer Holdings Ltd. | 153762 | 39690 |
|  | MyState Ltd. | 22138 | 64397 |
| \* | Nanosonics Ltd. | 14647 | 43865 |
|  | Navigator Global <br> Investments Ltd.<br>| 36502 | 59438 |
| \* | Neuren <br> Pharmaceuticals <br> Ltd.<br>| 6665 | 94610 |
| # | New Hope Corp. Ltd. | 67414 | 182961 |
|  | nib holdings Ltd. | 57114 | 281492 |
| # | Nick Scali Ltd. | 8901 | 147862 |
| # | Nickel Industries Ltd. | 202184 | 97663 |
|  | Nine Entertainment <br> Co. Holdings Ltd.<br>| 175251 | 132969 |
| #\* | Novonix Ltd. | 30011 | 11253 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | NRW Holdings Ltd. | 72942 | $231111 |
| \* | Nufarm Ltd. | 59509 | 80929 |
| \* | Nuix Ltd. | 22762 | 36337 |
|  | Objective Corp. Ltd. | 2833 | 34205 |
| #\* | OFX Group Ltd. | 52215 | 21049 |
|  | OM Holdings Ltd. | 27595 | 4601 |
| \* | Omni Bridgeway Ltd. | 38201 | 39833 |
| # | oOh!media Ltd. | 67577 | 60751 |
| #\* | Ora Banda Mining <br> Ltd.<br>| 144241 | 113531 |
|  | Orora Ltd. | 162854 | 214221 |
|  | Pacific Current Group <br> Ltd.<br>| 4674 | 31438 |
| #\* | Paladin Energy Ltd. | 42977 | 268917 |
| \* | Pantoro Gold Ltd. | 42103 | 140612 |
| #\* | Paragon Care Ltd. | 37058 | 7763 |
|  | Peet Ltd. | 49105 | 61418 |
| #\* | PeopleIN Ltd. | 8094 | 4472 |
|  | Pepper Money Ltd. | 12817 | 18698 |
|  | Perenti Ltd. | 126654 | 224323 |
|  | Perpetual Ltd. | 11636 | 145953 |
|  | Perseus Mining Ltd. | 137695 | 437040 |
| \* | PEXA Group Ltd. | 18151 | 179718 |
| \* | PPK Mining <br> Equipment Group <br> Pty. Ltd.<br>| 3365 | 0 |
|  | Praemium Ltd. | 49756 | 29712 |
|  | Premier Investments <br> Ltd.<br>| 8689 | 101147 |
| # | Propel Funeral <br> Partners Ltd.<br>| 12550 | 41172 |
| # | PWR Holdings Ltd. | 10527 | 58544 |
|  | Ramelius Resources <br> Ltd.<br>| 24875 | 53814 |
| #\* | ReadyTech Holdings <br> Ltd.<br>| 3553 | 5091 |
| # | Regal Partners Ltd. | 4358 | 8314 |
|  | Regis Healthcare <br> Ltd.<br>| 25606 | 124105 |
|  | Regis Resources <br> Ltd.<br>| 108475 | 455378 |
|  | Reliance Worldwide <br> Corp. Ltd.<br>| 98851 | 268037 |
| \* | Resolute Mining Ltd. | 375540 | 233735 |
| #\* | Retail Food Group <br> Ltd.<br>| 11865 | 11383 |
|  | Ridley Corp. Ltd. | 40176 | 77823 |
| \* | RPMGlobal Holdings <br> Ltd.<br>| 21479 | 68383 |
| \* | Sandfire Resources <br> Ltd.<br>| 46782 | 495492 |
| \* | Select Harvests Ltd. | 24913 | 63325 |
|  | Servcorp Ltd. | 6297 | 30403 |
|  | Service Stream Ltd. | 91018 | 135030 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| #\* | Seven West Media <br> Ltd.<br>| 118278 | $10643 |
| #\* | Silver Mines Ltd. | 121386 | 13470 |
| # | Sims Ltd. (SGM AU) | 22887 | 238754 |
|  | SmartGroup Corp. <br> Ltd.<br>| 17827 | 95299 |
|  | Solvar Ltd. | 30308 | 30999 |
|  | Southern Cross <br> Electrical <br> Engineering Ltd.<br>| 24152 | 38827 |
| # | Southern Cross <br> Media Group Ltd.<br>| 48316 | 26686 |
| \*†† | SpeedCast <br> International Ltd.<br>| 29981 | 0 |
|  | SRG Global Ltd. | 53328 | 95893 |
| #\* | St Barbara Ltd. | 175279 | 58988 |
|  | Stanmore Resources <br> Ltd.<br>| 18283 | 25695 |
| \* | Strickland Metals <br> Ltd.<br>| 41036 | 5097 |
| #\* | Strike Energy Ltd. | 242526 | 17423 |
|  | Super Retail Group <br> Ltd.<br>| 22153 | 231529 |
| \* | Superloop Ltd. | 103226 | 210600 |
| \* | Syrah Resources <br> Ltd.<br>| 39708 | 8827 |
|  | Tabcorp Holdings <br> Ltd.<br>| 304304 | 211458 |
|  | Ten Sixty Four Ltd. | 15386 | 1107 |
| # | Treasury Wine <br> Estates Ltd.<br>| 22589 | 88479 |
| \* | Tuas Ltd. | 33140 | 152528 |
| #\* | Tyro Payments Ltd. | 66050 | 47935 |
| \* | Vault Minerals Ltd. | 208410 | 99081 |
|  | Ventia Services <br> Group Pty. Ltd.<br>| 81333 | 304638 |
| Ω | Viva Energy Group <br> Ltd.<br>| 79936 | 95950 |
| #\* | Vulcan Energy <br> Resources Ltd.<br>| 10002 | 43996 |
| # | Vulcan Steel Ltd. | 4928 | 23360 |
| \* | Vysarn Ltd. | 30347 | 12792 |
|  | Wagners Holding Co. <br> Ltd.<br>| 8025 | 14166 |
| # | Washington H Soul <br> Pattinson & Co. <br> Ltd.<br>| 8361 | 205440 |
| \* | WEB Travel Group <br> Ltd.<br>| 38156 | 104100 |
| #\* | Webjet Group Ltd. | 52612 | 28897 |
| \* | West African <br> Resources Ltd.<br>| 163587 | 135115 |
|  | Westgold Resources <br> Ltd.<br>| 136031 | 469206 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| # | Whitehaven Coal <br> Ltd.<br>| 77418 | $363872 |
|  | XRF Scientific Ltd. | 12477 | 17036 |
| \* | Zip Co. Ltd. | 245680 | 617348 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | 24652910 |
| AUSTRIA — (1.5%) | AUSTRIA — (1.5%) | AUSTRIA — (1.5%) | AUSTRIA — (1.5%) |
| \* | Addiko Bank AG | 2352 | 57141 |
|  | Agrana Beteiligungs <br> AG<br>| 2144 | 29767 |
|  | ANDRITZ AG | 8743 | 661022 |
| \* | AT&S Austria <br> Technologie & <br> Systemtechnik AG<br>| 1597 | 59282 |
| Ω | BAWAG Group AG | 13834 | 1787785 |
|  | CA Immobilien <br> Anlagen AG<br>| 4798 | 133368 |
| \* | CPI Europe AG | 5377 | 104819 |
|  | DO & Co. AG | 904 | 215646 |
| \* | Eurotelesites AG | 4310 | 24046 |
|  | EVN AG | 4306 | 125658 |
| \* | FACC AG | 2374 | 23968 |
| \* | Immofinanz AG (IIA <br> AV)<br>| 10232 | 0 |
| \* | Kapsch TrafficCom <br> AG<br>| 757 | 5656 |
| \* | Lenzing AG | 1793 | 53637 |
|  | Mayr Melnhof Karton <br> AG<br>| 774 | 70530 |
|  | Oesterreichische <br> Post AG<br>| 3173 | 109684 |
|  | Palfinger AG | 2888 | 108188 |
| \* | POLYTEC Holding <br> AG<br>| 1603 | 5653 |
|  | Porr AG | 3029 | 96133 |
|  | SBO AG | 1398 | 46347 |
|  | Semperit AG Holding | 1873 | 28072 |
|  | Strabag SE (STR <br> AV)<br>| 2747 | 214912 |
|  | Telekom Austria AG | 16877 | 179484 |
| \* | UBM Development <br> AG<br>| 812 | 22460 |
|  | UNIQA Insurance <br> Group AG<br>| 16266 | 238970 |
|  | Vienna Insurance <br> Group AG Wiener <br> Versicherung <br> Gruppe<br>| 3745 | 192088 |
|  | voestalpine AG | 21274 | 757482 |
|  | Wienerberger AG | 13034 | 386910 |
|  | Zumtobel Group AG | 6897 | 29684 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | 5768392 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BELGIUM — (1.4%) | BELGIUM — (1.4%) | BELGIUM — (1.4%) | BELGIUM — (1.4%) |
|  | Ackermans & van <br> Haaren NV<br>| 2922 | $727717 |
|  | Ageas SA | 3418 | 226202 |
| \* | AGFA-Gevaert NV | 20629 | 19744 |
| \* | Atenor | 3090 | 9860 |
|  | Azelis Group NV | 8879 | 104991 |
| \* | Banqup Group | 1279 | 5152 |
|  | Barco NV | 8285 | 118159 |
|  | Bekaert SA | 4681 | 195538 |
| #\*††Ω | Biocartis Group NV | 5650 | 0 |
| \* | bpost SA | 14476 | 35122 |
|  | Cie <br> d'Entreprises CFE<br>| 891 | 9197 |
|  | CMB Tech NV | 5418 | 50813 |
|  | Colruyt Group NV | 6945 | 259368 |
|  | Deceuninck NV | 10393 | 24737 |
|  | Deme Group NV | 1159 | 175109 |
|  | D'ieteren Group | 1559 | 284787 |
|  | Econocom Group SA <br> NV<br>| 14168 | 27929 |
|  | Elia Group SA | 1970 | 237441 |
|  | EVS Broadcast <br> Equipment SA<br>| 1783 | 74550 |
|  | Fagron | 8950 | 212673 |
| \* | Galapagos NV <br> (GLPG BB)<br>| 4331 | 137283 |
|  | Gimv NV | 3289 | 177600 |
| \* | Hyloris <br> Pharmaceuticals <br> SA<br>| 768 | 5240 |
| \* | Immobel SA | 570 | 16281 |
| # | Ion Beam <br> Applications<br>| 3161 | 39797 |
|  | Jensen-Group NV | 507 | 36575 |
|  | Kinepolis Group NV | 1476 | 50619 |
|  | Lotus Bakeries NV | 36 | 314087 |
|  | Melexis NV | 2453 | 176550 |
| \* | Nyxoah SA | 1031 | 5351 |
| #\* | Ontex Group NV | 11107 | 81192 |
| \* | Onward Medical NV | 1990 | 9829 |
| \* | Orange Belgium SA | 2344 | 51598 |
|  | Proximus SADP | 13464 | 115653 |
| # | Recticel SA | 4388 | 43228 |
|  | Sipef NV | 638 | 57367 |
|  | Solvay SA | 13537 | 415487 |
|  | Syensqo SA | 4264 | 351977 |
|  | Tessenderlo Group <br> SA<br>| 2766 | 83560 |
|  | Umicore SA | 13240 | 252124 |
|  | Van de Velde NV | 1093 | 38113 |
|  | VGP NV | 1471 | 169939 |
|  | Viohalco SA | 9200 | 90142 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | 5518681 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) |
| \* | Aura Minerals, Inc. | 3087 | $99803 |
| CANADA — (12.2%) | CANADA — (12.2%) | CANADA — (12.2%) | CANADA — (12.2%) |
| \* | 5N Plus, Inc. | 15400 | 220259 |
|  | Acadian Timber <br> Corp.<br>| 1400 | 14304 |
|  | ADENTRA, Inc. | 1854 | 46490 |
| \* | Advantage Energy <br> Ltd.<br>| 23981 | 190302 |
|  | Aecon Group, Inc. | 8991 | 198212 |
|  | AG Growth <br> International, Inc.<br>| 2367 | 60890 |
|  | AGF Management <br> Ltd., Class B<br>| 7345 | 73212 |
| #\* | Aimia, Inc. | 12133 | 24092 |
| \* | Air Canada | 13409 | 176295 |
| # | AirBoss of America <br> Corp.<br>| 2200 | 7263 |
|  | Alaris Equity Partners <br> Income<br>| 2438 | 34035 |
|  | Algoma Central <br> Corp.<br>| 1600 | 19850 |
| # | Algoma Steel Group, <br> Inc. (ASTL US)<br>| 11500 | 47955 |
| # | Algonquin Power & <br> Utilities Corp. <br> (AQN CN)<br>| 16126 | 90026 |
|  | Algonquin Power & <br> Utilities Corp. <br> (AQN US)<br>| 74409 | 415202 |
| \* | Allied Gold Corp. | 7860 | 119586 |
|  | Altius Minerals Corp. | 4400 | 119086 |
|  | Altus Group Ltd. | 5400 | 221845 |
|  | Amerigo Resources <br> Ltd.<br>| 14600 | 31853 |
|  | Andlauer Healthcare <br> Group, Inc.<br>| 1777 | 68924 |
|  | Andrew Peller Ltd., <br> Class A<br>| 4300 | 15268 |
| \* | Aritzia, Inc. | 17018 | 1188730 |
|  | Atco Ltd., Class I | 10207 | 384614 |
| \* | Athabasca Oil Corp. | 76206 | 374361 |
| \* | ATS Corp. (ATS CN) | 8214 | 225943 |
| #\* | Aurora Cannabis, Inc. <br> (ACB US)<br>| 651 | 3222 |
| \* | AutoCanada, Inc. | 2934 | 52904 |
| \* | Avino Silver & Gold <br> Mines Ltd. (ASM <br> US)<br>| 9826 | 45691 |
|  | B2Gold Corp. (BTG <br> US)<br>| 116197 | 510105 |
|  | B2Gold Corp. (BTO <br> CN)<br>| 66072 | 289246 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Badger Infrastructure <br> Solutions Ltd.<br>| 3509 | $184113 |
| \* | Bausch Health Cos., <br> Inc. (BHC US)<br>| 36335 | 255072 |
|  | Baytex Energy Corp. | 85820 | 207429 |
|  | Birchcliff Energy Ltd. | 37934 | 176884 |
|  | Bird Construction, <br> Inc.<br>| 10860 | 233220 |
| \* | Bitfarms Ltd. | 25749 | 102339 |
|  | Black Diamond <br> Group Ltd.<br>| 6496 | 69242 |
| #\*,\* | BlackBerry Ltd. | 53516 | 261263 |
|  | BMTC Group, Inc. | 850 | 7879 |
| #\* | Bonterra Energy <br> Corp.<br>| 3035 | 7833 |
| # | Boralex, Inc., <br> Class A<br>| 12043 | 241796 |
|  | Boyd Group, Inc. | 2153 | 343900 |
| \* | Bragg Gaming <br> Group, Inc.<br>| 2243 | 5338 |
|  | Brookfield <br> Infrastructure <br> Corp., Class A<br>| 4748 | 215132 |
|  | BRP, Inc. (DOOO <br> US)<br>| 1166 | 73248 |
| \* | CAE, Inc. (CAE CN) | 10336 | 290208 |
| \* | CAE, Inc. (CAE US) | 10653 | 298923 |
| \* | Calfrac Well Services <br> Ltd.<br>| 3300 | 7200 |
|  | Calian Group Ltd. | 1900 | 68411 |
|  | Canaccord Genuity <br> Group, Inc.<br>| 12896 | 108129 |
| \* | Canacol Energy Ltd. | 3610 | 5817 |
| \* | Canada Goose <br> Holdings, Inc. <br> (GOOS US)<br>| 5272 | 73439 |
| \* | Canada Packers, <br> Inc.<br>| 2225 | 26540 |
|  | Canadian Tire Corp. <br> Ltd., Class A<br>| 5034 | 577319 |
|  | Canadian Utilities <br> Ltd., Class A<br>| 4093 | 114629 |
| \* | Canfor Corp. | 15300 | 133413 |
| # | Capital Power Corp. | 17199 | 870649 |
| \* | Capstone Copper <br> Corp.<br>| 83957 | 749450 |
| # | Cardinal Energy Ltd. | 18431 | 104867 |
|  | CareRx Corp. | 3200 | 8191 |
|  | Cascades, Inc. | 18429 | 145981 |
| \* | Cavvy Energy Ltd. | 4300 | 2790 |
|  | Centerra Gold, Inc. | 26068 | 305375 |
|  | CES Energy <br> Solutions Corp.<br>| 36901 | 252838 |
| \* | Cineplex, Inc. | 5627 | 50711 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| \* | Cipher <br> Pharmaceuticals, <br> Inc.<br>| 900 | $9497 |
|  | Cogeco <br> Communications, <br> Inc.<br>| 2100 | 95616 |
|  | Cogeco, Inc. | 800 | 33442 |
|  | Colliers International <br> Group, Inc. (CIGI <br> CN)<br>| 500 | 79765 |
|  | Colliers International <br> Group, Inc. (CIGI <br> US)<br>| 3181 | 507465 |
|  | Computer Modelling <br> Group Ltd.<br>| 8644 | 32787 |
|  | Corby Spirit & Wine <br> Ltd.<br>| 1800 | 17608 |
| \* | Cronos Group, Inc. <br> (CRON US)<br>| 35986 | 90325 |
|  | Definity Financial <br> Corp.<br>| 8634 | 401674 |
|  | dentalcorp Holdings <br> Ltd.<br>| 3911 | 30395 |
| \* | Descartes Systems <br> Group, Inc. (DSG <br> CN)<br>| 2900 | 256121 |
| \* | Descartes Systems <br> Group, Inc. (DSGX <br> US)<br>| 1553 | 136990 |
|  | Dexterra Group, Inc. | 6209 | 47106 |
| \* | Docebo, Inc. | 1007 | 25237 |
|  | Doman Building <br> Materials Group <br> Ltd.<br>| 9452 | 59844 |
|  | Dominion Lending <br> Centres, Inc.<br>| 1800 | 14117 |
| \* | Dorel Industries, Inc., <br> Class B<br>| 3700 | 4749 |
|  | DPM Metals, Inc. | 28117 | 601412 |
|  | DREAM Unlimited <br> Corp., Class A<br>| 3625 | 48047 |
| # | Dye & Durham Ltd. | 6092 | 22369 |
|  | Dynacor Group, Inc. | 4900 | 15861 |
|  | E-L Financial Corp. <br> Ltd.<br>| 20400 | 236501 |
| \* | Eldorado Gold Corp. <br> (EGO US)<br>| 8595 | 220376 |
| \* | Eldorado Gold Corp. <br> (ELD CN)<br>| 27134 | 695490 |
| \* | Electrovaya, Inc. | 1634 | 10572 |
|  | Empire Co. Ltd., <br> Class A<br>| 10270 | 348911 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Endeavour Mining <br> PLC<br>| 17983 | $720448 |
| \* | Endeavour Silver <br> Corp. (EDR CN)<br>| 16100 | 132239 |
| \* | Endeavour Silver <br> Corp. (EXK US)<br>| 34911 | 286270 |
|  | Enerflex Ltd. (EFX <br> CN)<br>| 14336 | 180407 |
|  | Enerflex Ltd. (EFXT <br> US)<br>| 3811 | 47981 |
|  | Enghouse Systems <br> Ltd.<br>| 4790 | 71070 |
| \* | Ensign Energy <br> Services, Inc.<br>| 15950 | 29226 |
| # | EQB, Inc. | 4086 | 260650 |
| #\* | Equinox Gold Corp. <br> (EQX CN)<br>| 9887 | 108631 |
| #\* | Equinox Gold Corp. <br> (EQX US)<br>| 61505 | 674710 |
| #\* | ERO Copper Corp. <br> (ERO CN)<br>| 3789 | 80910 |
| \* | ERO Copper Corp. <br> (ERO US)<br>| 6844 | 146119 |
|  | Evertz Technologies <br> Ltd.<br>| 5502 | 50291 |
| # | Exchange Income <br> Corp.<br>| 3043 | 166714 |
|  | Exco Technologies <br> Ltd.<br>| 4600 | 21450 |
|  | Extendicare, Inc. | 14310 | 163858 |
| # | Fiera Capital Corp. | 11800 | 52919 |
|  | Finning International, <br> Inc.<br>| 19206 | 1038662 |
| \* | Firan Technology <br> Group Corp.<br>| 3100 | 24136 |
|  | Firm Capital <br> Mortgage <br> Investment Corp.<br>| 4900 | 40945 |
| # | First Majestic Silver <br> Corp. (AG US)<br>| 41108 | 524949 |
|  | First Majestic Silver <br> Corp. (FR CN)<br>| 14299 | 182796 |
| \* | First Mining Gold <br> Corp.<br>| 27500 | 6666 |
|  | FirstService Corp. <br> (FSV CN)<br>| 2145 | 341444 |
|  | FirstService Corp. <br> (FSV US)<br>| 213 | 33954 |
| \* | Foraco International <br> SA<br>| 7800 | 11512 |
| #\* | Fortuna Mining Corp. <br> (FSM US)<br>| 19034 | 157411 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| \* | Fortuna Mining Corp. <br> (FVI CN)<br>| 30193 | $249497 |
| \* | Freegold Ventures <br> Ltd.<br>| 5666 | 4929 |
| # | Freehold Royalties <br> Ltd.<br>| 19895 | 201283 |
|  | Frontera Energy <br> Corp.<br>| 5580 | 22240 |
| \* | Galiano Gold, Inc. | 21091 | 50480 |
|  | Gamehost, Inc. | 2000 | 16769 |
| \* | GDI Integrated <br> Facility Services, <br> Inc.<br>| 1900 | 39963 |
|  | Gibson Energy, Inc. | 20295 | 345979 |
| # | Gildan Activewear, <br> Inc. (GIL US)<br>| 4545 | 264928 |
| # | goeasy Ltd. | 1736 | 208746 |
| \* | GoGold Resources, <br> Inc.<br>| 52458 | 95749 |
| \* | GoldMoney, Inc. | 1360 | 10957 |
| #\* | Greenfire Resources <br> Ltd.<br>| 4020 | 20341 |
| # | Guardian Capital <br> Group Ltd., <br> Class A<br>| 2750 | 131289 |
| \* | Haivision Systems, <br> Inc.<br>| 3200 | 11704 |
|  | Hammond Power <br> Solutions, Inc.<br>| 1309 | 199726 |
|  | Headwater <br> Exploration, Inc.<br>| 37063 | 195548 |
|  | High Liner Foods, <br> Inc.<br>| 2300 | 27812 |
| \* | HLS Therapeutics, <br> Inc.<br>| 2903 | 11550 |
|  | Hudbay Minerals, Inc. <br> (HBM CN)<br>| 40440 | 648164 |
|  | Hudbay Minerals, Inc. <br> (HBM US)<br>| 8865 | 141840 |
| \* | IAMGOLD Corp. (IAG <br> US)<br>| 48212 | 558295 |
| \* | IAMGOLD Corp. <br> (IMG CN)<br>| 56196 | 650688 |
|  | IGM Financial, Inc. | 6600 | 253873 |
| \* | Imperial Metals <br> Corp.<br>| 9700 | 47374 |
|  | Information Services <br> Corp.<br>| 2000 | 52918 |
| # | InPlay Oil Corp. | 1317 | 11275 |
| \* | Interfor Corp. | 7278 | 41046 |
| Ω | Jamieson Wellness, <br> Inc.<br>| 5148 | 127805 |
| \* | Journey Energy, Inc. | 2400 | 6605 |
| \* | K92 Mining, Inc. | 32045 | 426109 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | K-Bro Linen, Inc. | 1500 | $40266 |
| \* | Kelt Exploration Ltd. | 27188 | 129296 |
|  | Keyera Corp. | 11131 | 328641 |
| \* | Knight Therapeutics, <br> Inc.<br>| 9116 | 37958 |
|  | KP Tissue, Inc. | 700 | 4706 |
| # | Labrador Iron Ore <br> Royalty Corp.<br>| 8600 | 177451 |
| \* | Largo, Inc. (LGO <br> CN)<br>| 1753 | 2088 |
|  | Lassonde Industries, <br> Inc., Class A<br>| 500 | 77848 |
|  | Laurentian Bank of <br> Canada<br>| 6900 | 163823 |
|  | Leon's Furniture Ltd. | 3400 | 70810 |
| \* | Lightspeed <br> Commerce, Inc. <br> (LSPD CN)<br>| 1400 | 16819 |
| \* | Lightspeed <br> Commerce, Inc. <br> (LSPD US)<br>| 16087 | 193044 |
|  | Linamar Corp. | 5605 | 303518 |
| #\* | Lucara Diamond <br> Corp.<br>| 52607 | 6751 |
|  | Lundin Gold, Inc. | 14886 | 1012000 |
|  | Magellan Aerospace <br> Corp.<br>| 2400 | 29483 |
|  | Mainstreet Equity <br> Corp.<br>| 600 | 80750 |
| \* | Major Drilling Group <br> International, Inc.<br>| 13573 | 119516 |
|  | Maple Leaf Foods, <br> Inc.<br>| 11125 | 213846 |
|  | Martinrea <br> International, Inc.<br>| 4010 | 28934 |
| \* | Mattr Corp. | 4242 | 33088 |
| \* | MDA Space Ltd. | 20089 | 392169 |
|  | Medical Facilities <br> Corp.<br>| 5100 | 52544 |
|  | Melcor Developments <br> Ltd.<br>| 2200 | 23136 |
|  | Meren Energy, Inc. | 44613 | 57891 |
|  | Methanex Corp. <br> (MEOH US)<br>| 7928 | 311729 |
|  | Morguard Corp. | 700 | 58059 |
|  | MTY Food Group, <br> Inc.<br>| 3000 | 72382 |
|  | Mullen Group Ltd. | 12988 | 130570 |
|  | Neo Performance <br> Materials, Inc.<br>| 5936 | 81853 |
| \* | New Gold, Inc. (NGD <br> CN)<br>| 90970 | 670008 |
| \* | New Gold, Inc. (NGD <br> US)<br>| 23331 | 171250 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| #\* | New Pacific Metals <br> Corp.<br>| 4600 | $10396 |
| \* | NFI Group, Inc. | 8237 | 84217 |
|  | North American <br> Construction Group <br> Ltd. (NOA CN)<br>| 2300 | 35815 |
|  | North West Co., Inc. | 6881 | 223226 |
| # | Northland Power, <br> Inc.<br>| 33383 | 610036 |
| \* | NuVista Energy Ltd. | 20260 | 240945 |
| \* | Obsidian Energy Ltd. <br> (OBE US)<br>| 12119 | 68715 |
|  | OceanaGold Corp. | 35951 | 804095 |
|  | Onex Corp. | 5718 | 497377 |
|  | Open Text Corp. <br> (OTEX CN)<br>| 558 | 21408 |
|  | Open Text Corp. <br> (OTEX US)<br>| 14108 | 541042 |
|  | OR Royalties, Inc. <br> (OR CN)<br>| 7236 | 232163 |
|  | OR Royalties, Inc. <br> (OR US)<br>| 7259 | 232143 |
| \* | Orezone Gold Corp. | 16500 | 16470 |
| #\* | Organigram Global, <br> Inc.<br>| 2430 | 3937 |
| #\* | Orla Mining Ltd. <br> (OLA CN)<br>| 9460 | 97598 |
| \* | Orla Mining Ltd. <br> (ORLA US)<br>| 17153 | 177019 |
|  | Paramount <br> Resources Ltd., <br> Class A<br>| 10792 | 176981 |
|  | Parex Resources, <br> Inc.<br>| 5769 | 73791 |
|  | Parkland Corp. | 16376 | 466568 |
|  | Pason Systems, Inc. | 13302 | 113336 |
|  | Pet Valu Holdings <br> Ltd.<br>| 5947 | 147557 |
| # | Peyto Exploration & <br> Development <br> Corp.<br>| 23340 | 339978 |
|  | PHX Energy Services <br> Corp.<br>| 5500 | 29881 |
| # | Pine Cliff Energy Ltd. | 23500 | 12734 |
|  | Pizza Pizza Royalty <br> Corp.<br>| 4000 | 44234 |
|  | Polaris Renewable <br> Energy, Inc.<br>| 3600 | 33419 |
|  | Pollard <br> Banknote Ltd.<br>| 1800 | 26001 |
| # | PrairieSky Royalty <br> Ltd.<br>| 29509 | 529776 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| \* | Precision Drilling <br> Corp. (PD CN)<br>| 1930 | $115752 |
| \* | Precision Drilling <br> Corp. (PDS US)<br>| 133 | 7968 |
| # | Premium Brands <br> Holdings Corp.<br>| 6089 | 419811 |
| # | Propel Holdings, Inc. | 1946 | 35408 |
|  | Pulse Seismic, Inc. | 6700 | 14044 |
| #\* | Quarterhill, Inc. | 23309 | 18115 |
|  | Quebecor, Inc., <br> Class B<br>| 14096 | 449649 |
| \* | Real Matters, Inc. | 194 | 1018 |
| \* | RF Capital Group, <br> Inc.<br>| 155 | 2212 |
|  | Richelieu Hardware <br> Ltd.<br>| 6969 | 191051 |
|  | Rogers Sugar, Inc. | 12650 | 55739 |
|  | Russel Metals, Inc. | 8650 | 267724 |
| \* | Sangoma <br> Technologies <br> Corp.<br>| 3500 | 18392 |
|  | Saputo, Inc. | 4023 | 97208 |
| \* | Saturn Oil & Gas, <br> Inc.<br>| 2049 | 3842 |
|  | Savaria Corp. | 8482 | 133107 |
| \* | Seabridge Gold, Inc. <br> (SA US)<br>| 8288 | 197503 |
| \* | Seabridge Gold, Inc. <br> (SEA CN)<br>| 3058 | 72953 |
|  | Secure Waste <br> Infrastructure <br> Corp.<br>| 42069 | 525206 |
|  | Sienna Senior Living, <br> Inc.<br>| 9677 | 132058 |
|  | South Bow Corp. | 13434 | 348393 |
| \* | Spartan Delta Corp. | 12672 | 56740 |
| Ω | Spin Master Corp. | 5200 | 77228 |
|  | Sprott, Inc. (SII CN) | 2798 | 229762 |
| \* | SSR Mining, Inc. <br> (SSRM CN)<br>| 28495 | 644249 |
| \* | SSR Mining, Inc. <br> (SSRM US)<br>| 1383 | 31200 |
|  | Stella-Jones, Inc. | 9209 | 522711 |
| \*Ω | STEP Energy <br> Services Ltd.<br>| 6600 | 25740 |
|  | StorageVault Canada, <br> Inc.<br>| 17137 | 60481 |
|  | Strathcona <br> Resources Ltd.<br>| 3442 | 90804 |
| \* | SunOpta, Inc. (SOY <br> CN)<br>| 1950 | 10219 |
| \* | SunOpta, Inc. (STKL <br> US)<br>| 8138 | 42480 |
|  | Superior Plus Corp. | 25964 | 147726 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Supremex, Inc. | 5800 | $15218 |
|  | Surge Energy, Inc. | 12731 | 60181 |
|  | Sylogist Ltd. | 3100 | 14919 |
|  | Tamarack Valley <br> Energy Ltd.<br>| 60509 | 268776 |
| \* | Taseko Mines Ltd. <br> (TGB US)<br>| 5901 | 26732 |
| \* | Taseko Mines Ltd. <br> (TKO CN)<br>| 35100 | 158914 |
| \* | Telesat Corp. | 700 | 21072 |
|  | TELUS Corp. | 3749 | 54823 |
| \* | Tenaz Energy Corp. | 1000 | 19080 |
| \* | TerrAscend Corp. | 9000 | 6353 |
| # | TerraVest Industries, <br> Inc.<br>| 1574 | 152378 |
| #\* | Tidewater Midstream <br> & Infrastructure <br> Ltd.<br>| 1765 | 7475 |
| #\* | Tilray Brands, Inc. | 23111 | 30969 |
| # | Timbercreek <br> Financial Corp.<br>| 9652 | 45695 |
| # | Topaz Energy Corp. | 16546 | 293747 |
| \* | Torex Gold <br> Resources, Inc.<br>| 14210 | 587022 |
| # | Toromont Industries <br> Ltd.<br>| 3786 | 454871 |
|  | Total Energy <br> Services, Inc.<br>| 6761 | 67966 |
| \* | Touchstone <br> Exploration, Inc.<br>| 7300 | 1145 |
|  | TransAlta Corp. | 11303 | 199724 |
|  | TransAlta Corp.  | 29463 | 520757 |
| \* | Transat AT, Inc. | 3900 | 5867 |
|  | Transcontinental, <br> Inc., Class A<br>| 11725 | 164604 |
| \*†† | Trevali Mining Corp. | 4900 | 0 |
|  | Trican Well Service <br> Ltd.<br>| 34374 | 128668 |
|  | Triple Flag Precious <br> Metals Corp. <br> (TFPM CN)<br>| 3438 | 95476 |
|  | Triple Flag Precious <br> Metals Corp. <br> (TFPM US)<br>| 4342 | 120534 |
| \* | Trisura Group Ltd. <br> (TSU CN)<br>| 5900 | 162586 |
| \* | Valeura Energy, Inc. | 3426 | 16268 |
|  | Vecima Networks, <br> Inc.<br>| 1200 | 8633 |
| # | Vermilion Energy, Inc. <br> (VET CN)<br>| 3634 | 27180 |
|  | Vermilion Energy, Inc. <br> (VET US)<br>| 21479 | 160448 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| # | VersaBank (VBNK <br> CN)<br>| 1500 | $17903 |
|  | VersaBank (VBNK <br> US)<br>| 1000 | 11870 |
| \*†† | Victoria Gold <br> Corp./Vancouver<br>| 1082 | 69 |
| \* | Viemed Healthcare, <br> Inc.<br>| 4100 | 26486 |
| \* | Vitalhub Corp. | 3821 | 29859 |
| \* | Well Health <br> Technologies <br> Corp.<br>| 27954 | 104637 |
| \* | Wesdome Gold <br> Mines Ltd.<br>| 22185 | 334701 |
| # | West Fraser Timber <br> Co. Ltd. (WFG <br> US)<br>| 1891 | 115351 |
| \* | Western Copper & <br> Gold Corp.<br>| 4800 | 9984 |
| # | Westshore Terminals <br> Investment Corp.<br>| 4442 | 81648 |
| # | Whitecap Resources, <br> Inc.<br>| 123126 | 916901 |
|  | Winpak Ltd. | 4600 | 141094 |
| \* | Yangarra Resources <br> Ltd.<br>| 8100 | 5891 |
|  | Yellow Pages Ltd. | 1091 | 8557 |
| †† | Zenith Capital Corp. | 1300 | 28 |
| TOTAL CANADA | TOTAL CANADA |  | 48256098 |
| CHINA — (0.2%) | CHINA — (0.2%) | CHINA — (0.2%) | CHINA — (0.2%) |
|  | China Gold <br> International <br> Resources Corp. <br> Ltd. (CGG CN)<br>| 43400 | 734911 |
| \*†† | Hanfeng Evergreen, <br> Inc.<br>| 2400 | 0 |
| \* | Tongda Group <br> Holdings Ltd.<br>| 15600 | 9248 |
| TOTAL CHINA | TOTAL CHINA |  | 744159 |
| DENMARK — (2.5%) | DENMARK — (2.5%) | DENMARK — (2.5%) | DENMARK — (2.5%) |
| \* | ALK-Abello AS | 21029 | 693714 |
|  | Alm Brand AS | 115559 | 325218 |
| # | Ambu AS, Class B | 27639 | 429911 |
| \* | Bang & Olufsen AS | 14001 | 28623 |
| \* | Bavarian Nordic AS | 11722 | 433108 |
| # | cBrain AS | 905 | 21074 |
|  | Chemometec AS | 2221 | 271430 |
| # | Columbus AS | 16517 | 24683 |
|  | D/S Norden AS | 2740 | 109515 |
| \* | Demant AS | 3279 | 109093 |
| \* | Dfds AS | 3214 | 45317 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |
|  | FLSmidth & Co. AS | 7332 | $571014 |
|  | Fluegger Group AS | 86 | 4111 |
|  | Foroya Banki P | 552 | 18650 |
| \* | GN Store Nord AS | 9867 | 172777 |
|  | H Lundbeck AS <br> (HLUNA DC), <br> Class A<br>| 4743 | 26785 |
|  | H Lundbeck AS <br> (HLUNB DC)<br>| 34629 | 252554 |
| #\* | H&H International <br> AS, Class B<br>| 2539 | 34876 |
|  | ISS AS | 20273 | 638983 |
|  | Jeudan AS | 1628 | 51585 |
|  | Jyske Bank AS | 5926 | 696526 |
|  | Matas AS | 5454 | 108271 |
|  | MT Hoejgaard <br> Holding AS<br>| 324 | 21254 |
| #\*Ω | Netcompany Group <br> AS<br>| 5022 | 250940 |
| \* | Nilfisk Holding AS | 2006 | 33297 |
| \* | NKT AS | 8648 | 968064 |
| \*Ω | NNIT AS | 1779 | 15196 |
| \* | North Media AS | 1083 | 8441 |
| #\* | NTG Nordic <br> Transport Group <br> AS<br>| 911 | 25708 |
|  | Per Aarsleff Holding <br> AS<br>| 2658 | 301825 |
|  | Ringkjoebing <br> Landbobank AS<br>| 3553 | 803531 |
|  | Rockwool AS, <br> Class A<br>| 2642 | 90494 |
|  | Rockwool AS, <br> Class B<br>| 7320 | 250825 |
|  | Royal Unibrew AS | 6337 | 478952 |
| \* | RTX AS | 1054 | 17576 |
| Ω | Scandinavian <br> Tobacco Group AS<br>| 6629 | 87888 |
|  | Schouw & Co. AS | 1656 | 152256 |
|  | Solar AS, Class B | 312 | 9899 |
|  | SP Group AS | 1779 | 80233 |
|  | Sparekassen <br> Sjaelland-Fyn AS<br>| 2633 | 136987 |
|  | Sydbank AS | 7479 | 638492 |
|  | TCM Group AS | 1034 | 11514 |
|  | Tivoli AS | 344 | 31440 |
|  | TORM PLC, Class A | 2587 | 55804 |
| \* | Trifork Group AG | 711 | 9389 |
|  | UIE PLC | 2323 | 112931 |
|  | Vestjysk Bank AS | 58653 | 64316 |
| \* | Zealand Pharma AS | 3124 | 247341 |
| TOTAL DENMARK | TOTAL DENMARK |  | 9972411 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (2.5%) | FINLAND — (2.5%) | FINLAND — (2.5%) | FINLAND — (2.5%) |
|  | Aktia Bank OYJ | 7233 | $89203 |
| # | Alandsbanken Abp, <br> Class B<br>| 379 | 19789 |
|  | Alma Media OYJ | 4469 | 76265 |
|  | Anora Group OYJ | 5909 | 21427 |
|  | Aspo OYJ | 2685 | 19377 |
|  | Atria OYJ | 2491 | 39365 |
|  | Bittium OYJ | 4078 | 79956 |
|  | Citycon OYJ | 2833 | 9619 |
|  | Digia OYJ | 2833 | 19789 |
|  | Elisa OYJ | 11400 | 502332 |
| Ω | Enento Group OYJ | 1937 | 34438 |
| # | eQ OYJ | 761 | 9649 |
|  | Finnair OYJ | 15156 | 49778 |
| # | Fiskars OYJ Abp | 4519 | 68137 |
|  | Gofore OYJ | 378 | 6165 |
|  | Harvia OYJ | 2159 | 90232 |
|  | Hiab OYJ | 7193 | 398350 |
| # | HKFoods OYJ | 1550 | 3019 |
|  | Huhtamaki OYJ | 11448 | 384731 |
| \* | Incap OYJ | 2671 | 28783 |
|  | Kalmar OYJ, <br> Class B<br>| 4700 | 194720 |
| # | Kamux Corp. | 4139 | 9285 |
|  | Kemira OYJ | 13667 | 300800 |
|  | Kesko OYJ <br> (KESKOA FH), <br> Class A<br>| 6324 | 135175 |
|  | Kesko OYJ <br> (KESKOB FH), <br> Class B<br>| 22629 | 477350 |
| \* | Kojamo OYJ | 14800 | 179335 |
|  | Konecranes OYJ | 9746 | 962004 |
|  | Lassila & Tikanoja <br> OYJ<br>| 4594 | 52623 |
| #\* | Lindex Group OYJ | 8965 | 27965 |
|  | Mandatum OYJ | 45798 | 328475 |
|  | Marimekko OYJ | 4640 | 68397 |
| # | Metsa Board OYJ <br> (METSB FH), <br> Class B<br>| 10758 | 36494 |
| # | Metso OYJ | 41220 | 675966 |
| # | Nokian Renkaat OYJ | 14728 | 148521 |
|  | Olvi OYJ, Class A | 1985 | 67742 |
|  | Oriola OYJ (OKDBV <br> FH), Class B<br>| 22579 | 30726 |
|  | Orion OYJ (ORNAV <br> FH), Class A<br>| 3516 | 246186 |
|  | Orion OYJ (ORNBV <br> FH), Class B<br>| 17217 | 1202314 |
|  | Outokumpu OYJ | 40599 | 174621 |
|  | Pihlajalinna OYJ | 3541 | 60835 |
|  | Ponsse OYJ | 1180 | 34552 |
|  | Puuilo OYJ | 9163 | 150033 |
| #\* | QT Group OYJ | 1392 | 57035 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |
|  | Raisio OYJ, Class V | 14595 | $42316 |
| \* | Rapala VMC OYJ | 3058 | 4251 |
|  | Revenio Group OYJ | 2073 | 57859 |
|  | Sampo OYJ, Class A | 28802 | 320487 |
|  | Sanoma OYJ | 12197 | 149078 |
|  | Scanfil OYJ | 1917 | 24177 |
|  | Stora Enso OYJ, <br> Class R<br>| 35804 | 416907 |
|  | Taaleri PLC | 2682 | 22261 |
| # | Talenom OYJ | 2896 | 10544 |
|  | Teleste OYJ | 1530 | 7145 |
| Ω | Terveystalo OYJ | 12756 | 137228 |
|  | TietoEVRY OYJ | 12782 | 274346 |
| # | Tokmanni Group <br> Corp.<br>| 4962 | 49050 |
|  | Vaisala OYJ, Class A | 2601 | 128424 |
| # | Valmet OYJ | 20218 | 657867 |
| \* | Verkkokauppa.com <br> OYJ<br>| 4018 | 18351 |
| #\* | WithSecure OYJ | 12707 | 25162 |
| #\* | YIT OYJ | 25055 | 84692 |
| TOTAL FINLAND | TOTAL FINLAND |  | 10001703 |
| FRANCE — (5.5%) | FRANCE — (5.5%) | FRANCE — (5.5%) | FRANCE — (5.5%) |
| \* | 74Software SA | 1525 | 62905 |
|  | AKWEL SADIR | 1182 | 15114 |
| \* | Alstom SA | 37320 | 933283 |
|  | Altamir | 1905 | 60263 |
|  | Alten SA | 2792 | 229936 |
|  | Arkema SA | 5952 | 353327 |
|  | Assystem SA | 243 | 12188 |
|  | Aubay | 292 | 16840 |
| Ω | Ayvens SA | 23268 | 310425 |
| \* | Bastide le Confort <br> Medical<br>| 266 | 7573 |
| # | Beneteau SACA | 5853 | 56417 |
|  | Boiron SA | 776 | 25133 |
|  | Bonduelle SCA | 2134 | 21868 |
|  | Caisse Regionale de <br> Credit Agricole <br> Mutuel du <br> Languedoc SCCV<br>| 23 | 2203 |
|  | Carrefour SA | 50628 | 762506 |
|  | Catana Group | 3304 | 11126 |
|  | CBo Territoria | 2250 | 9440 |
| \* | Cegedim SA | 865 | 11363 |
|  | Cie des Alpes | 3270 | 75016 |
| \* | Claranova SE | 6744 | 13131 |
| \* | Clariane SE | 17537 | 75394 |
|  | Coface SA | 23658 | 416671 |
|  | Derichebourg SA | 13913 | 94908 |
|  | Edenred SE | 14293 | 410840 |
|  | Eiffage SA | 3429 | 421938 |
| #\* | Ekinops SAS | 2101 | 3811 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | Electricite de <br> Strasbourg SA<br>| 132 | $26627 |
| \*Ω | Elior Group SA | 21448 | 69263 |
|  | Elis SA | 24685 | 687456 |
| \* | Emeis SA | 3772 | 62276 |
|  | Equasens | 69 | 3020 |
| # | Eramet SA | 1705 | 116725 |
| # | Esso SA Francaise | 336 | 37778 |
|  | Etablissements <br> Maurel et Prom <br> SA<br>| 13796 | 76899 |
|  | Eurazeo SE | 8112 | 552978 |
| \* | Euroapi SA | 9294 | 34377 |
|  | Eurofins Scientific <br> SE<br>| 1702 | 120041 |
| #\* | Eutelsat <br> Communications <br> SACA<br>| 19197 | 74269 |
|  | Exel Industries SA, <br> Class A<br>| 184 | 7297 |
|  | Exosens SAS | 1768 | 99318 |
|  | FDJ UNITED | 12972 | 377966 |
| \* | Figeac Aero | 525 | 7355 |
|  | Fnac Darty SA <br> (0QSH LI)<br>| 648 | 21123 |
|  | Fnac Darty SA <br> (FNAC FP)<br>| 1685 | 55182 |
| \* | Forvia SE (FRVIA <br> FP)<br>| 20074 | 257059 |
| \* | Gaumont SA | 20 | 2145 |
|  | Gaztransport Et <br> Technigaz SA<br>| 6431 | 1273530 |
|  | Getlink SE | 12827 | 234134 |
|  | GL Events SACA | 1643 | 52470 |
|  | Groupe Crit SA | 446 | 31890 |
| #\* | Guerbet | 1370 | 25142 |
|  | Haulotte Group SA | 1014 | 2373 |
| \* | ID Logistics Group <br> SACA<br>| 573 | 260249 |
|  | Imerys SA | 5683 | 139984 |
| # | Infotel SA | 414 | 19230 |
|  | Interparfums SA | 1768 | 58157 |
|  | Ipsen SA | 2686 | 377467 |
|  | IPSOS SA | 6110 | 234205 |
| # | Jacquet Metals <br> SACA<br>| 2005 | 40483 |
|  | JCDecaux SE | 7386 | 134384 |
|  | Kaufman & Broad <br> SA<br>| 2327 | 78308 |
|  | Laurent-Perrier | 396 | 42724 |
|  | Linedata Services | 112 | 5792 |
|  | LISI SA | 692 | 40534 |
|  | LNA Sante SA | 809 | 22557 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| #\*Ω | Maisons du Monde <br> SA<br>| 3427 | $8077 |
|  | Manitou BF SA | 1600 | 32136 |
|  | Mersen SA | 3050 | 77094 |
|  | Metropole Television <br> SA<br>| 4335 | 59807 |
| #\* | Nacon SA | 1747 | 1362 |
|  | Nexans SA | 6055 | 852557 |
| #\* | Nexity SA | 3283 | 34363 |
|  | NRJ Group | 2200 | 20434 |
|  | Oeneo SA | 177 | 1885 |
|  | Opmobility | 5205 | 85017 |
| \* | OVH Groupe SA | 3817 | 35787 |
| \* | Pierre Et Vacances <br> SA<br>| 9298 | 17423 |
|  | Pluxee NV | 7163 | 138371 |
|  | Quadient SA | 4783 | 82322 |
| # | Remy Cointreau SA | 1755 | 86951 |
|  | Renault SA | 16380 | 636513 |
|  | Rexel SA | 29590 | 1026033 |
|  | Robertet SA | 78 | 74860 |
|  | Rubis SCA | 15073 | 547330 |
|  | Samse SACA | 132 | 19089 |
|  | Savencia SA | 669 | 48128 |
|  | SCOR SE | 24119 | 730125 |
|  | SEB SA | 3173 | 175574 |
|  | Seche <br> Environnement <br> SACA<br>| 536 | 43395 |
|  | SES SA | 50700 | 388482 |
| \*Ω | SMCP SA | 4479 | 31544 |
|  | Societe BIC SA | 3290 | 183061 |
|  | Societe des Bains de <br> Mer et du Cercle <br> des Etrangers a <br> Monaco<br>| 284 | 35051 |
|  | Societe LDC SADIR | 668 | 71067 |
| # | Sodexo SA | 6577 | 364171 |
| \* | SOITEC | 1017 | 48130 |
| #\* | Solutions 30 SE | 7372 | 8482 |
|  | Sopra Steria Group | 2094 | 325923 |
|  | SPIE SA | 18212 | 926851 |
|  | Stef SA | 521 | 72674 |
| # | Sword Group | 975 | 41258 |
|  | Synergie SE | 1041 | 40323 |
|  | Technip Energies NV | 20162 | 819264 |
|  | Teleperformance SE | 6378 | 455444 |
|  | Television Francaise <br> 1 SA<br>| 5827 | 53309 |
| # | TFF Group | 598 | 12824 |
|  | Thermador Groupe | 904 | 79600 |
| # | Tikehau Capital SCA | 4027 | 83649 |
| # | Trigano SA | 1245 | 207181 |
| \* | Ubisoft Entertainment <br> SA<br>| 10592 | 94565 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | Valeo SE | 26631 | $368180 |
|  | Vallourec SACA | 36664 | 683580 |
|  | Vetoquinol SA | 312 | 26831 |
|  | Vicat SACA | 3357 | 251669 |
|  | VIEL & Cie SA | 4347 | 88229 |
|  | Virbac SACA | 342 | 139845 |
| #\* | Viridien | 1238 | 151598 |
|  | Vivendi SE | 119229 | 429459 |
| #\* | Voltalia SA | 4789 | 39413 |
|  | VusionGroup | 604 | 167883 |
|  | Wavestone | 244 | 14520 |
| #\*Ω | Worldline SA | 16737 | 45376 |
| \*Ω | X-Fab Silicon <br> Foundries SE<br>| 8082 | 51283 |
| TOTAL FRANCE | TOTAL FRANCE |  | 21811738 |
| GERMANY — (6.2%) | GERMANY — (6.2%) | GERMANY — (6.2%) | GERMANY — (6.2%) |
|  | 1&1 AG | 8529 | 210593 |
| \* | 7C Solarparken AG | 6352 | 11648 |
|  | Adesso SE | 441 | 47620 |
|  | Adtran Networks SE | 1517 | 37781 |
| # | AIXTRON SE | 4260 | 68266 |
|  | All for One Group <br> SE<br>| 283 | 13311 |
|  | Allgeier SE | 979 | 20639 |
|  | AlzChem Group AG | 1350 | 260081 |
|  | Amadeus Fire AG | 781 | 47499 |
| \* | Aroundtown SA | 163398 | 583897 |
|  | Atoss Software SE | 1398 | 187493 |
| Ω | Aumann AG | 624 | 9055 |
| # | Aurubis AG | 4672 | 609167 |
| #\* | BayWa AG (BYW6 <br> GR)<br>| 370 | 2200 |
|  | Bechtle AG | 10363 | 438040 |
| Ω | Befesa SA | 2952 | 97764 |
|  | Bertrandt AG | 899 | 20753 |
|  | Bijou Brigitte AG | 711 | 33363 |
|  | Bilfinger SE | 4196 | 452717 |
|  | Borussia Dortmund <br> GmbH & Co. <br> KGaA<br>| 11253 | 44479 |
| #\* | BRANICKS Group <br> AG<br>| 5249 | 11838 |
| # | Brenntag SE | 6053 | 336176 |
|  | CANCOM SE (COK <br> GR)<br>| 2100 | 59737 |
|  | Carl Zeiss Meditec <br> AG<br>| 2335 | 118433 |
| \* | Ceconomy AG | 28741 | 147143 |
| #\* | CENIT AG | 1323 | 10772 |
|  | Cewe Stiftung & Co. <br> KGaA<br>| 855 | 97967 |
|  | CTS Eventim AG & <br> Co. KGaA<br>| 4667 | 418123 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| #\*Ω | Delivery Hero SE | 2748 | $69799 |
|  | Dermapharm Holding <br> SE<br>| 2329 | 91706 |
|  | Deutsche <br> Beteiligungs AG<br>| 1693 | 46383 |
|  | Deutsche EuroShop <br> AG<br>| 2391 | 51126 |
| Ω | Deutsche <br> Pfandbriefbank AG<br>| 20019 | 105291 |
|  | Deutsche Wohnen <br> SE<br>| 1305 | 32524 |
|  | Deutz AG | 9704 | 96185 |
|  | Draegerwerk AG & <br> Co. KGaA<br>| 432 | 30423 |
|  | Duerr AG | 7939 | 185174 |
| Ω | DWS Group GmbH & <br> Co. KGaA<br>| 2914 | 186553 |
|  | Eckert & Ziegler SE | 8883 | 173599 |
| \* | EDAG Engineering <br> Group AG<br>| 1225 | 9754 |
|  | Elmos Semiconductor <br> SE<br>| 1053 | 99581 |
|  | ElringKlinger AG | 4625 | 21587 |
| # | Energiekontor AG | 348 | 13578 |
|  | Evonik Industries AG | 25540 | 428000 |
| #\* | Evotec SE | 12399 | 100976 |
|  | Fabasoft AG | 270 | 4697 |
|  | Fielmann Group AG | 3979 | 217307 |
|  | flatexDEGIRO AG | 20105 | 762622 |
| #\* | Formycon AG | 431 | 10889 |
| #\* | Fraport AG Frankfurt <br> Airport Services <br> Worldwide<br>| 5454 | 467488 |
|  | Freenet AG | 17397 | 541009 |
|  | Friedrich Vorwerk <br> Group SE<br>| 2166 | 233208 |
|  | FUCHS SE | 4442 | 157567 |
|  | GEA Group AG | 14521 | 1038653 |
| # | Gerresheimer AG | 5211 | 165864 |
|  | Gesco SE | 1167 | 21380 |
| # | GFT Technologies <br> SE<br>| 2864 | 58835 |
| \* | Grand City Properties <br> SA<br>| 13135 | 167252 |
|  | Grenke AG | 2176 | 37493 |
|  | Hawesko Holding SE | 351 | 8480 |
| #\* | Heidelberger <br> Druckmaschinen <br> AG<br>| 33592 | 75761 |
| \* | HelloFresh SE | 19635 | 159173 |
|  | Hensoldt AG | 9991 | 1065017 |
| \* | Hoenle AG | 579 | 5018 |
|  | Hornbach Holding AG <br> & Co. KGaA<br>| 1627 | 162793 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | HUGO BOSS AG | 8152 | $361663 |
|  | Indus Holding AG | 1977 | 51199 |
|  | Init Innovation in <br> Traffic Systems <br> SE<br>| 627 | 33798 |
| Ω | Instone Real Estate <br> Group SE<br>| 5460 | 52260 |
| \* | IONOS Group SE | 2532 | 89927 |
|  | IVU Traffic <br> Technologies AG<br>| 1884 | 44550 |
|  | Jenoptik AG | 6346 | 143331 |
| Ω | JOST Werke SE | 1984 | 115587 |
|  | K&S AG | 18643 | 242870 |
| # | KION Group AG | 10002 | 710686 |
| # | Kloeckner & Co. SE | 4004 | 25603 |
| #\* | Knaus Tabbert AG | 655 | 11349 |
| \* | Koenig & Bauer AG | 2538 | 38947 |
| # | Kontron AG | 6182 | 161588 |
|  | Krones AG | 3169 | 460292 |
|  | KSB SE & Co. <br> KGaA<br>| 31 | 33426 |
|  | KWS Saat SE & Co. <br> KGaA<br>| 1789 | 137903 |
|  | Lanxess AG | 11026 | 262568 |
|  | LEG Immobilien SE | 13415 | 1022414 |
| # | Leifheit AG | 1317 | 22616 |
| \* | LPKF Laser & <br> Electronics SE<br>| 1120 | 8513 |
| \* | Medios AG | 155 | 2182 |
|  | MLP SE | 11878 | 97488 |
|  | Mutares SE & Co. <br> KGaA<br>| 2212 | 70612 |
|  | Nagarro SE | 445 | 24819 |
| \* | Nordex SE | 11357 | 335380 |
|  | Norma Group SE | 4726 | 76686 |
|  | Patrizia SE | 7041 | 58961 |
| \* | Pentixapharm <br> Holding AG<br>| 2162 | 3840 |
|  | Pfeiffer Vacuum <br> Technology AG<br>| 72 | 12944 |
|  | ProCredit Holding <br> AG<br>| 2799 | 24997 |
|  | Puma SE (PUM GR) | 9089 | 193258 |
| \* | PVA TePla AG | 1719 | 52567 |
| # | Qiagen NV | 11223 | 525798 |
|  | Rational AG | 391 | 286837 |
|  | RENK Group AG | 2626 | 199934 |
|  | RTL Group SA | 5870 | 226647 |
|  | SAF-Holland SE | 3326 | 54103 |
|  | Salzgitter AG | 3659 | 118741 |
|  | Schaeffler AG | 22542 | 182883 |
|  | Schott Pharma AG & <br> Co. KGaA<br>| 1449 | 32535 |
| Ω | Scout24 SE | 2515 | 290850 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | Secunet Security <br> Networks AG<br>| 206 | $47323 |
| #\* | SFC Energy AG | 590 | 10757 |
| #\* | SGL Carbon SE | 9673 | 34254 |
| # | Siltronic AG | 2576 | 159078 |
|  | Sixt SE | 1909 | 167816 |
| #\* | SMA Solar <br> Technology AG<br>| 1252 | 37549 |
|  | Stabilus SE | 3527 | 88544 |
|  | STRATEC SE | 981 | 26536 |
|  | Stroeer SE & Co. <br> KGaA<br>| 4913 | 214964 |
|  | Suedzucker AG | 9862 | 108767 |
|  | Surteco Group SE | 1107 | 15802 |
|  | SUSS MicroTec SE | 3160 | 101548 |
| # | Symrise AG | 7178 | 593613 |
|  | TAG Immobilien AG | 38474 | 638704 |
|  | Takkt AG | 5920 | 30744 |
| \*Ω | TeamViewer SE | 18141 | 133530 |
|  | Technotrans SE | 1129 | 46409 |
|  | thyssenkrupp AG | 96169 | 1007788 |
| \* | Tkms AG& Co. <br> KGaA<br>| 4808 | 453054 |
| \* | TUI AG | 48603 | 414140 |
|  | United Internet AG | 13635 | 420937 |
|  | Verbio SE | 2874 | 51049 |
|  | Vossloh AG | 1662 | 151579 |
|  | Wacker Chemie AG | 3201 | 252464 |
|  | Wacker Neuson SE | 3888 | 84657 |
|  | Washtec AG | 1525 | 72577 |
| \* | Westwing Group SE | 1261 | 16723 |
|  | Wuestenrot & <br> Wuerttembergische <br> AG<br>| 2869 | 46770 |
| \*Ω | Zalando SE | 18572 | 520435 |
|  | Zeal Network SE | 583 | 32690 |
| TOTAL GERMANY | TOTAL GERMANY |  | 24383253 |
| HONG KONG — (1.8%) | HONG KONG — (1.8%) | HONG KONG — (1.8%) | HONG KONG — (1.8%) |
|  | Aeon Credit Service <br> Asia Co. Ltd.<br>| 12000 | 11694 |
| \* | Allied Group Ltd. | 206000 | 63701 |
|  | Analogue Holdings <br> Ltd.<br>| 46000 | 5320 |
|  | APAC Resources <br> Ltd.<br>| 13099 | 3258 |
| #\* | Apollo Future Mobility <br> Group Ltd.<br>| 20600 | 1830 |
|  | Asia Financial <br> Holdings Ltd.<br>| 54874 | 31053 |
| \* | Asia Standard <br> International Group <br> Ltd.<br>| 98940 | 3818 |
| # | ASMPT Ltd. | 24600 | 258934 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | Associated <br> International Hotels <br> Ltd.<br>| 28000 | $19256 |
|  | Bank of East Asia <br> Ltd.<br>| 122374 | 210703 |
| \* | Bright Smart <br> Securities & <br> Commodities <br> Group Ltd.<br>| 114000 | 142777 |
| # | Cafe de Coral <br> Holdings Ltd.<br>| 42000 | 33927 |
|  | Chen Hsong <br> Holdings<br>| 30000 | 6954 |
|  | Chevalier <br> International <br> Holdings Ltd.<br>| 4000 | 1985 |
| \* | China Energy <br> Development <br> Holdings Ltd.<br>| 652000 | 2858 |
|  | China Motor Bus Co. <br> Ltd.<br>| 2400 | 18144 |
| \* | China Star <br> Entertainment Ltd.<br>| 180000 | 50284 |
|  | Chinese Estates <br> Holdings Ltd.<br>| 61500 | 10347 |
|  | Chow Sang Sang <br> Holdings <br> International Ltd.<br>| 49000 | 87679 |
| \* | Chuang's Consortium <br> International Ltd.<br>| 100000 | 4303 |
|  | CITIC Telecom <br> International <br> Holdings Ltd.<br>| 196000 | 62312 |
| \* | CK Life Sciences <br> International <br> Holdings, Inc.<br>| 182000 | 21069 |
|  | C-Mer Medical <br> Holdings Ltd.<br>| 52000 | 12184 |
| #†† | Convoy, Inc. | 516000 | 2078 |
| #\* | Cowell e Holdings, <br> Inc.<br>| 20000 | 79454 |
| Ω | Crystal International <br> Group Ltd.<br>| 51000 | 44703 |
| \* | CSC Holdings Ltd. | 1321250 | 5776 |
| \* | CSI Properties Ltd. | 1203358 | 27845 |
|  | CTF Services Ltd. | 179000 | 193419 |
|  | Dah Sing Banking <br> Group Ltd.<br>| 52928 | 74923 |
|  | Dah Sing Financial <br> Holdings Ltd.<br>| 17806 | 82332 |
| #\* | Deep Source <br> Holdings Ltd.<br>| 380000 | 37179 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | Dickson Concepts <br> International Ltd.<br>| 14500 | $9806 |
|  | Dream International <br> Ltd.<br>| 14000 | 17557 |
|  | Eagle Nice <br> International <br> Holdings Ltd.<br>| 20000 | 9324 |
| # | EC Healthcare | 47000 | 3869 |
| †† | EcoGreen <br> International Group <br> Ltd.<br>| 38000 | 1742 |
| \* | ENM Holdings Ltd. | 144000 | 5467 |
| \* | Esprit Holdings Ltd. | 19587 | 3257 |
|  | EuroEyes <br> International Eye <br> Clinic Ltd.<br>| 8000 | 3450 |
|  | Fairwood Holdings <br> Ltd.<br>| 10500 | 6932 |
|  | Far East Consortium <br> International Ltd.<br>| 199803 | 19547 |
|  | First Pacific Co. Ltd. | 272000 | 219615 |
| #\*Ω | FIT Hon Teng Ltd. | 153000 | 114466 |
| \*Ω | Frontage Holdings <br> Corp.<br>| 90000 | 13841 |
|  | FSE Lifestyle <br> Services Ltd.<br>| 14000 | 10415 |
|  | Giordano <br> International Ltd.<br>| 160000 | 30452 |
|  | Glorious Sun <br> Enterprises Ltd.<br>| 72000 | 12331 |
| \*†† | Gold Financial <br> Holdings Ltd.<br>| 88000 | 0 |
| \* | GR Life Style Co. <br> Ltd.<br>| 96000 | 24442 |
|  | Great Eagle Holdings <br> Ltd.<br>| 28630 | 53613 |
|  | G-Resources Group <br> Ltd.<br>| 42950 | 44662 |
|  | Guoco Group Ltd. | 4000 | 39871 |
| # | Guotai Junan <br> International <br> Holdings Ltd.<br>| 246400 | 120842 |
|  | Hang Lung Group <br> Ltd.<br>| 90000 | 171260 |
|  | Hang Lung <br> Properties Ltd.<br>| 194525 | 216612 |
| \* | Hanison Construction <br> Holdings Ltd.<br>| 27198 | 848 |
|  | Harbour Centre <br> Development Ltd.<br>| 13500 | 7293 |
| \* | HKR International <br> Ltd.<br>| 100386 | 14014 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | Hong Kong Ferry <br> Holdings Co. Ltd.<br>| 23000 | $14258 |
|  | Hong Kong <br> Technology <br> Venture Co. Ltd.<br>| 44669 | 8254 |
| \* | Hongkong & <br> Shanghai Hotels <br> Ltd.<br>| 59883 | 47355 |
| Ω | Honma Golf Ltd. | 30500 | 13073 |
|  | Hutchison <br> Telecommunications <br> Hong Kong <br> Holdings Ltd.<br>| 162000 | 22708 |
|  | Hysan Development <br> Co. Ltd.<br>| 68000 | 140879 |
|  | IGG, Inc. | 95000 | 47620 |
| Ω | Impro Precision <br> Industries Ltd.<br>| 88000 | 56643 |
|  | International <br> Housewares Retail <br> Co. Ltd.<br>| 41000 | 4172 |
|  | Jacobson Pharma <br> Corp. Ltd.<br>| 56000 | 10437 |
| # | Johnson Electric <br> Holdings Ltd.<br>| 48937 | 229627 |
|  | K Wah International <br> Holdings Ltd.<br>| 109000 | 30989 |
|  | Karrie International <br> Holdings Ltd.<br>| 136000 | 49492 |
|  | Kerry Properties Ltd. | 63000 | 158789 |
|  | KLN Logistics Group <br> Ltd.<br>| 53000 | 49050 |
|  | Kowloon <br> Development Co. <br> Ltd.<br>| 45515 | 22148 |
| \* | Lai Sun Development <br> Co. Ltd.<br>| 45912 | 3875 |
|  | Langham Hospitality <br> Investments & <br> Langham <br> Hospitality <br> Investments Ltd.<br>| 138408 | 9090 |
|  | Liu Chong Hing <br> Investment Ltd.<br>| 30000 | 16912 |
|  | Luk Fook Holdings <br> International Ltd.<br>| 34000 | 108706 |
|  | Man Wah Holdings <br> Ltd.<br>| 158000 | 96456 |
| \* | MECOM Power & <br> Construction Ltd.<br>| 159750 | 3061 |
| \* | Melco International <br> Development Ltd.<br>| 76500 | 45958 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
| \*†† | MH Development <br> NPV<br>| 40000 | $0 |
| \* | Midland Holdings <br> Ltd.<br>| 78000 | 22010 |
|  | Miramar Hotel & <br> Investment<br>| 21000 | 26380 |
|  | Modern Dental Group <br> Ltd.<br>| 43000 | 28903 |
| \* | Mongolian Mining <br> Corp.<br>| 63000 | 91811 |
|  | NagaCorp Ltd. | 144547 | 96923 |
| #\* | New World <br> Development Co. <br> Ltd.<br>| 126000 | 116630 |
| \*†† | NewOcean Energy <br> Holdings Ltd.<br>| 110000 | 0 |
|  | Nissin Foods Co. <br> Ltd.<br>| 28000 | 24187 |
|  | Oriental Watch <br> Holdings<br>| 39606 | 17331 |
| \* | Oshidori International <br> Holdings Ltd.<br>| 700200 | 45231 |
|  | Pacific Basin <br> Shipping Ltd.<br>| 569000 | 188451 |
|  | Pacific Textiles <br> Holdings Ltd.<br>| 114000 | 21276 |
|  | PAX Global <br> Technology Ltd.<br>| 83000 | 56864 |
|  | PC Partner Group <br> Ltd.<br>| 34000 | 27205 |
|  | PCCW Ltd. | 309286 | 220944 |
|  | Perfect Medical <br> Health <br> Management Ltd.<br>| 60000 | 10655 |
|  | Pico Far East <br> Holdings Ltd.<br>| 96000 | 32399 |
|  | Plover Bay <br> Technologies Ltd.<br>| 40000 | 32996 |
| \* | Public Financial <br> Holdings Ltd.<br>| 70000 | 11547 |
| \* | Regal Hotels <br> International <br> Holdings Ltd.<br>| 29000 | 2235 |
| Ω | Regina Miracle <br> International <br> Holdings Ltd.<br>| 43000 | 11271 |
|  | Sa Sa International <br> Holdings Ltd.<br>| 124000 | 9895 |
| Ω | Samsonite Group SA | 128700 | 269119 |
|  | SEA Holdings Ltd. | 40046 | 6634 |
|  | Shangri-La Asia Ltd. | 136000 | 84871 |
| \* | Shenwan Hongyuan <br> HK Ltd.<br>| 55000 | 11655 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
| \* | Shun Tak Holdings <br> Ltd.<br>| 190000 | $17872 |
|  | Singamas Container <br> Holdings Ltd.<br>| 194000 | 16202 |
| \* | Sinohope Technology <br> Holdings Ltd.<br>| 24500 | 14339 |
| #\* | SJM Holdings Ltd. | 252499 | 91891 |
|  | SmarTone <br> Telecommunications <br> Holdings Ltd.<br>| 43000 | 26711 |
| \* | Solomon Systech <br> International Ltd.<br>| 200000 | 12844 |
| \* | Soundwill Holdings <br> Ltd.<br>| 4000 | 3102 |
|  | Stella International <br> Holdings Ltd.<br>| 55000 | 116929 |
|  | Sun Hung Kai & Co. <br> Ltd.<br>| 74464 | 36983 |
|  | SUNeVision Holdings <br> Ltd.<br>| 89000 | 69130 |
|  | TAI Cheung Holdings <br> Ltd.<br>| 37000 | 15156 |
| \* | Taung Gold <br> International Ltd.<br>| 142000 | 12028 |
| \* | Television Broadcasts <br> Ltd.<br>| 43600 | 18613 |
|  | Texhong International <br> Group Ltd.<br>| 35000 | 20534 |
|  | Texwinca Holdings <br> Ltd.<br>| 112000 | 11249 |
|  | Town Health <br> International <br> Medical Group <br> Ltd.<br>| 330000 | 11670 |
|  | Tradelink Electronic <br> Commerce Ltd.<br>| 58000 | 7613 |
|  | Transport <br> International <br> Holdings Ltd.<br>| 31629 | 43547 |
|  | Truly International <br> Holdings Ltd.<br>| 70000 | 10260 |
|  | United Laboratories <br> International <br> Holdings Ltd.<br>| 105000 | 169999 |
| \*†† | Untrade.Genting | 186000 | 0 |
|  | Upbest Group Ltd. | 148000 | 12768 |
|  | Value Partners Group <br> Ltd.<br>| 150000 | 47419 |
|  | Vitasoy International <br> Holdings Ltd.<br>| 80000 | 78242 |
| \* | Viva Goods Co. Ltd. | 296000 | 22472 |
| \* | Vobile Group Ltd. | 94000 | 62660 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | VSTECS Holdings <br> Ltd.<br>| 79600 | $98557 |
|  | VTech Holdings Ltd. | 18300 | 149249 |
| \* | Wang On Group Ltd. | 260000 | 969 |
| \* | Wealthink <br> AI-Innovation <br> Capital Ltd.<br>| 116000 | 3879 |
|  | Wing On Co. <br> International Ltd.<br>| 14000 | 23875 |
|  | Wing Tai Properties <br> Ltd.<br>| 56000 | 12051 |
|  | Wynn Macau Ltd. | 157200 | 133668 |
| # | Xinyi Glass Holdings <br> Ltd.<br>| 159142 | 186121 |
|  | YesAsia Holdings <br> Ltd.<br>| 14000 | 9004 |
|  | Yue Yuen Industrial <br> Holdings Ltd.<br>| 93000 | 170559 |
| #\* | Yunfeng Financial <br> Group Ltd.<br>| 54000 | 29092 |
| \* | Zhaobangji Lifestyle <br> Holdings Ltd.<br>| 192000 | 11630 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | 7223489 |
| IRELAND — (0.3%) | IRELAND — (0.3%) | IRELAND — (0.3%) | IRELAND — (0.3%) |
|  | Cairn Homes PLC | 121347 | 269641 |
|  | Dalata Hotel Group <br> PLC<br>| 25023 | 185628 |
|  | FBD Holdings PLC <br> (FBD ID)<br>| 2754 | 46068 |
|  | FBD Holdings PLC <br> (FBH LN)<br>| 1308 | 21861 |
|  | Glanbia PLC (GLB <br> ID)<br>| 20272 | 343123 |
| \*Ω | Glenveagh Properties <br> PLC<br>| 39389 | 86578 |
|  | Irish Continental <br> Group PLC (IR5B <br> ID)<br>| 11766 | 78270 |
|  | Kenmare Resources <br> PLC<br>| 255 | 854 |
| \* | Permanent TSB <br> Group Holdings <br> PLC<br>| 10745 | 36008 |
| TOTAL IRELAND | TOTAL IRELAND |  | 1068031 |
| ISRAEL — (1.1%) | ISRAEL — (1.1%) | ISRAEL — (1.1%) | ISRAEL — (1.1%) |
|  | Ackerstein Group <br> Ltd.<br>| 7019 | 20900 |
| #\* | Adgar Investment & <br> Development Ltd.<br>| 8764 | 13768 |
|  | Afcon Holdings Ltd. | 210 | 17958 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
| \* | AFI Properties Ltd. | 1537 | $104194 |
|  | Africa Israel <br> Residences Ltd.<br>| 738 | 64269 |
| \* | Allot Ltd. | 4540 | 44573 |
|  | Alrov Properties & <br> Lodgings Ltd.<br>| 854 | 76707 |
|  | Altshuler Shaham <br> Finance Ltd.<br>| 12145 | 32119 |
|  | Analyst IMS <br> Investment <br> Management <br> Services Ltd.<br>| 470 | 19643 |
|  | Arad Ltd. | 1518 | 24257 |
| \* | Argo Properties NV | 1044 | 38277 |
| \* | Ashdod Refinery Ltd. | 1014 | 17165 |
|  | Automatic Bank <br> Services Ltd.<br>| 4774 | 33188 |
|  | Ayalon Holdings Ltd. | 1192 | 25112 |
|  | Azorim-Investment <br> Development & <br> Construction Co. <br> Ltd.<br>| 16240 | 108773 |
|  | Blue Square Real <br> Estate Ltd.<br>| 659 | 79636 |
|  | Carasso Motors Ltd. | 3945 | 47397 |
|  | Castro Model Ltd. | 211 | 12754 |
| \* | Cellcom Israel Ltd. <br> (CEL IT)<br>| 5444 | 56751 |
| \* | Cellcom Israel Ltd. <br> (CELJF US)<br>| 4034 | 41732 |
| \* | Compugen Ltd. | 3643 | 6055 |
|  | Danel Adir Yeoshua <br> Ltd.<br>| 595 | 82335 |
|  | Danya Cebus Ltd. | 645 | 27115 |
|  | Delek Automotive <br> Systems Ltd.<br>| 3967 | 33372 |
|  | Delta Galil Ltd. | 722 | 40311 |
|  | Diplomat Holdings <br> Ltd.<br>| 914 | 14471 |
| # | Direct Finance of <br> Direct Group 2006 <br> Ltd.<br>| 145 | 25127 |
|  | Dor Alon Energy in <br> Israel 1988 Ltd.<br>| 633 | 28531 |
| \* | Doral Group <br> Renewable Energy <br> Resources Ltd.<br>| 13774 | 98678 |
|  | Duniec Brothers Ltd. | 389 | 32331 |
|  | Electra Consumer <br> Products 1970 <br> Ltd.<br>| 1425 | 49352 |
| \* | Ellomay Capital Ltd. | 458 | 9157 |
| \* | Equital Ltd. | 1613 | 76905 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | FMS Enterprises <br> Migun Ltd.<br>| 605 | $34805 |
|  | Fox Wizel Ltd. | 738 | 85027 |
| \* | Gilat Satellite <br> Networks Ltd.<br>| 5220 | 75230 |
| \* | Hagag Group Real <br> Estate <br> Development<br>| 1534 | 11023 |
|  | Hamat Group Ltd. | 1543 | 7241 |
|  | IDI Insurance Co. <br> Ltd.<br>| 960 | 56921 |
| \* | IES Holdings Ltd. | 375 | 36089 |
|  | Ilex Medical Ltd. | 584 | 11704 |
|  | Inrom Construction <br> Industries Ltd.<br>| 12208 | 90956 |
|  | Isracard Ltd. | 23531 | 100393 |
|  | Israel Canada TR <br> Ltd.<br>| 10812 | 56324 |
|  | Israel Shipyards <br> Industries Ltd.<br>| 655 | 25172 |
|  | Isras Investment Co. <br> Ltd.<br>| 192 | 53795 |
|  | Issta Ltd. | 1352 | 43991 |
|  | Kamada Ltd. (KMDA <br> IT)<br>| 3545 | 24763 |
|  | Kardan Real Estate <br> Enterprise & <br> Development Ltd.<br>| 14081 | 30274 |
|  | Kerur Holdings Ltd. | 747 | 20814 |
|  | Klil Industries Ltd. | 43 | 2461 |
|  | Kvutzat Acro Ltd. | 1993 | 29142 |
|  | Lahav L.R. Real <br> Estate Ltd.<br>| 6763 | 13072 |
|  | Land Development <br> Nimrodi Group <br> Ltd.<br>| 2893 | 33130 |
|  | Lapidoth Capital Ltd. | 1304 | 32721 |
|  | Libra Insurance Co. <br> Ltd.<br>| 3058 | 15057 |
|  | M Yochananof & <br> Sons Ltd.<br>| 507 | 42902 |
|  | Magic Software <br> Enterprises Ltd. <br> (MGIC IT)<br>| 2800 | 57389 |
| \* | Malam - Team Ltd. | 1290 | 55385 |
|  | Max Stock Ltd. | 6828 | 49327 |
|  | Maytronics Ltd. | 3730 | 4618 |
|  | Mediterranean <br> Towers Ltd.<br>| 10111 | 44592 |
|  | Meitav Investment <br> House Ltd.<br>| 4797 | 150920 |
|  | MENIF - Financial <br> Services Ltd.<br>| 2666 | 16899 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
| \* | Meshek Energy <br> Renewable <br> Energies Ltd.<br>| 24168 | $48916 |
|  | Meshulam Levinstein <br> Contracting & <br> Engineering Ltd.<br>| 236 | 35597 |
|  | Mivtach Shamir <br> Holdings Ltd.<br>| 1009 | 95474 |
|  | Nawi Group Ltd. | 3445 | 56988 |
|  | Neto Malinda Trading <br> Ltd.<br>| 1971 | 86544 |
| \* | Neto ME Holdings <br> Ltd.<br>| 211 | 13486 |
| \* | Nexxen International <br> Ltd.<br>| 5491 | 53081 |
|  | Novolog Ltd. | 34768 | 13518 |
|  | Oil Refineries Ltd. | 269871 | 78789 |
| \* | OY Nofar Energy <br> Ltd.<br>| 1367 | 43637 |
|  | Palram Industries <br> 1990 Ltd.<br>| 2023 | 46613 |
|  | Partner <br> Communications <br> Co. Ltd.<br>| 6082 | 60388 |
| \* | Perion Network Ltd. | 3420 | 32161 |
|  | Plasson Industries <br> Ltd.<br>| 468 | 27269 |
|  | Polyram Plastic <br> Industries Ltd.<br>| 5234 | 18261 |
|  | Prashkovsky <br> Investments & <br> Construction Ltd.<br>| 987 | 50340 |
| \* | Priortech Ltd. | 833 | 63680 |
|  | Qualitau Ltd. | 593 | 91172 |
|  | Rami Levy Chain <br> Stores Hashikma <br> Marketing 2006 <br> Ltd.<br>| 1016 | 95486 |
| \* | Rani Zim Shopping <br> Centers Ltd.<br>| 3920 | 6920 |
|  | Retailors Ltd. | 1080 | 19350 |
|  | Sano-Brunos <br> Enterprises Ltd.<br>| 278 | 33811 |
|  | Scope Metals Group <br> Ltd.<br>| 872 | 42166 |
| \* | Shikun & Binui Soltec <br> Renewable <br> Energy<br>| 13371 | 11164 |
|  | Summit Real Estate <br> Holdings Ltd.<br>| 4733 | 96914 |
| # | Tadiran Group Ltd. | 324 | 17255 |
| Ω | Tamar Petroleum <br> Ltd.<br>| 7885 | 97612 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
| \* | TAT Technologies <br> Ltd.<br>| 738 | $31655 |
|  | Telsys Ltd. | 225 | 13574 |
|  | Tiv Taam Holdings 1 <br> Ltd.<br>| 7339 | 19892 |
|  | Turpaz Industries <br> Ltd.<br>| 2865 | 46852 |
| \* | Veridis Environment <br> Ltd.<br>| 3463 | 34456 |
|  | Victory Supermarket <br> Chain Ltd.<br>| 648 | 9179 |
|  | YD More Investments <br> Ltd.<br>| 5651 | 77036 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | 4284286 |
| ITALY — (3.8%) | ITALY — (3.8%) | ITALY — (3.8%) | ITALY — (3.8%) |
|  | A2A SpA | 261372 | 761539 |
|  | ACEA SpA | 5746 | 139364 |
| # | Amplifon SpA | 9628 | 164540 |
| \* | Aquafil SpA | 3880 | 8497 |
|  | Ariston Holding NV | 3485 | 14489 |
|  | Arnoldo Mondadori <br> Editore SpA<br>| 22214 | 53382 |
|  | Ascopiave SpA | 13216 | 49038 |
| # | Avio SpA | 319 | 13824 |
|  | Azimut Holding SpA | 14290 | 559264 |
|  | B&C Speakers SpA | 545 | 9536 |
|  | Banca Generali SpA | 7319 | 414519 |
|  | Banca IFIS SpA | 3794 | 98021 |
| # | Banca Profilo SpA | 12870 | 2375 |
| \*Ω | Banca Sistema SpA | 3568 | 6453 |
|  | Banco di Desio e <br> della Brianza SpA<br>| 5000 | 45697 |
| # | BasicNet SpA | 3725 | 29543 |
| \*Ω | BFF Bank SpA | 17862 | 215604 |
| # | Biesse SpA | 2760 | 18072 |
| # | Brembo NV | 20309 | 219040 |
| # | Brunello Cucinelli <br> SpA<br>| 5466 | 553970 |
|  | Buzzi SpA | 10783 | 649584 |
| \* | Cairo Communication <br> SpA<br>| 12430 | 41284 |
|  | Cembre SpA | 650 | 47350 |
|  | Cementir Holding NV | 6965 | 128334 |
| \* | CIR SpA-Compagnie <br> Industriali<br>| 101938 | 81326 |
|  | Comer Industries <br> SpA<br>| 522 | 22145 |
|  | Credito Emiliano <br> SpA<br>| 14468 | 229048 |
|  | d'Amico International <br> Shipping SA<br>| 10230 | 52996 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
| # | Danieli & C Officine <br> Meccaniche SpA <br> (DAN IM)<br>| 1875 | $101318 |
|  | Danieli & C Officine <br> Meccaniche SpA <br> (DANR IM)<br>| 6860 | 263037 |
|  | De' Longhi SpA | 3910 | 142715 |
| #\* | Digital Bros SpA | 371 | 5139 |
| \*Ω | doValue SpA | 726 | 2268 |
|  | Emak SpA | 17016 | 20018 |
| Ω | Enav SpA | 24013 | 125471 |
|  | Equita Group SpA | 2730 | 18104 |
|  | ERG SpA | 3795 | 97896 |
|  | Esprinet SpA | 3078 | 20607 |
|  | Fiera Milano SpA | 1311 | 11881 |
|  | Fila SpA | 3109 | 34089 |
| \* | Fincantieri SpA | 15871 | 408334 |
| # | FNM SpA | 21790 | 11422 |
|  | Garofalo Health Care <br> SpA<br>| 3478 | 20958 |
| #\* | Geox SpA | 11985 | 4671 |
| # | GPI SpA | 1749 | 34335 |
|  | Hera SpA | 110094 | 494120 |
|  | IMMSI SpA | 26564 | 17657 |
|  | Industrie De Nora <br> SpA<br>| 3309 | 27602 |
|  | Intercos SpA | 2918 | 39771 |
|  | Interpump Group <br> SpA<br>| 3763 | 194210 |
|  | Iren SpA | 72748 | 214661 |
|  | Italgas SpA | 78707 | 825867 |
|  | Italmobiliare SpA | 1795 | 67427 |
|  | Iveco Group NV | 26294 | 558829 |
|  | Lottomatica Group <br> SpA<br>| 32409 | 799146 |
|  | LU-VE SpA | 909 | 37848 |
|  | Maire SpA | 26791 | 406769 |
| #\*†† | Mariella Burani <br> Fashion Group <br> SpA<br>| 422 | 0 |
| # | MARR SpA | 2614 | 27734 |
|  | MFE-MediaForEurope <br> NV, Class A<br>| 31864 | 115033 |
|  | MFE-MediaForEurope <br> NV (MFEA IM), <br> Class A<br>| 35632 | 126164 |
|  | MFE-MediaForEurope <br> NV (MFEB IM), <br> Class B<br>| 8379 | 39075 |
|  | Moltiply Group SpA | 2280 | 123938 |
| \* | NewPrinces SpA | 1779 | 40941 |
| Ω | Nexi SpA | 61370 | 323580 |
|  | Orsero SpA | 1122 | 23507 |
| Ω | OVS SpA | 28187 | 142256 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
|  | Pharmanutra SpA | 513 | $27393 |
| \*Ω | Philogen SpA | 37 | 1058 |
| # | Piaggio & C SpA | 10436 | 23759 |
| Ω | Pirelli & C SpA | 38861 | 272806 |
| Ω | RAI Way SpA | 12339 | 84557 |
|  | Recordati Industria <br> Chimica e <br> Farmaceutica SpA<br>| 2163 | 128745 |
|  | Reply SpA | 3638 | 510575 |
| \* | Revo SpA | 1542 | 31728 |
|  | Rizzoli Corriere Della <br> Sera Mediagroup <br> SpA<br>| 22611 | 26904 |
|  | Sabaf SpA | 1277 | 20601 |
| \* | Safilo Group SpA | 25816 | 50441 |
| # | Saipem SpA | 195064 | 508521 |
| # | Sanlorenzo SpA | 1680 | 65685 |
|  | Sesa SpA | 768 | 71471 |
|  | Sogefi SpA | 8720 | 35165 |
|  | SOL SpA | 4883 | 285905 |
|  | Tamburi Investment <br> Partners SpA<br>| 12603 | 127209 |
| Ω | Technogym SpA | 19877 | 360033 |
| #\* | Telecom Italia SpA <br> (TIT IM)<br>| 1349657 | 795815 |
| \* | Telecom Italia SpA <br> (TITR IM)<br>| 693891 | 461358 |
|  | TXT e-solutions SpA | 629 | 23967 |
|  | Unipol Assicurazioni <br> SpA<br>| 14541 | 318351 |
|  | Webuild SpA | 56254 | 227339 |
|  | Wiit SpA | 741 | 16873 |
| TOTAL ITALY | TOTAL ITALY |  | 15073491 |
| JAPAN — (20.5%) | JAPAN — (20.5%) | JAPAN — (20.5%) | JAPAN — (20.5%) |
| # | &Do Holdings Co. <br> Ltd.<br>| 600 | 4202 |
|  | 77 Bank Ltd. | 7100 | 304322 |
|  | A&D HOLON <br> Holdings Co. Ltd.<br>| 3000 | 39322 |
|  | Achilles Corp. | 1800 | 14646 |
| # | AD Works Group Co. <br> Ltd.<br>| 6500 | 20059 |
|  | ADEKA Corp. | 10300 | 233375 |
| # | Ad-sol Nissin Corp. | 2400 | 22854 |
|  | Adtec Plasma <br> Technology Co. <br> Ltd.<br>| 800 | 6268 |
|  | Advan Group Co. <br> Ltd.<br>| 3100 | 17343 |
| #\* | Adventure, Inc. | 300 | 5076 |
|  | Adways, Inc. | 4900 | 9284 |
| \* | Aeon Fantasy Co. <br> Ltd.<br>| 800 | 14453 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | AEON Financial <br> Service Co. Ltd.<br>| 15200 | $148674 |
|  | Aeon Hokkaido <br> Corp.<br>| 4800 | 27050 |
|  | Aeon Kyushu Co. <br> Ltd.<br>| 800 | 15558 |
| # | AFC-HD AMS Life <br> Science Co. Ltd.<br>| 1400 | 7727 |
| # | Ahresty Corp. | 2700 | 14020 |
|  | Ai Holdings Corp. | 3800 | 66008 |
| \* | AI inside, Inc. | 200 | 3772 |
|  | Aica Kogyo Co. Ltd. | 5500 | 129521 |
|  | Aichi Corp. | 5600 | 46789 |
|  | Aichi Financial <br> Group, Inc.<br>| 2400 | 61881 |
|  | Aichi Steel Corp. | 6000 | 103301 |
|  | Aichi Tokei Denki Co. <br> Ltd.<br>| 900 | 16296 |
|  | Aida Engineering <br> Ltd.<br>| 6800 | 40670 |
|  | Aiful Corp. | 43200 | 127041 |
|  | Ain Holdings, Inc. | 2800 | 117318 |
|  | Aiphone Co. Ltd. | 1800 | 32897 |
| # | Airman Corp. | 2800 | 34942 |
|  | Airport Facilities Co. <br> Ltd.<br>| 3500 | 23387 |
|  | Airtech Japan Ltd. | 1000 | 8219 |
| #\* | Airtrip Corp. | 1800 | 10133 |
|  | Aisan Industry Co. <br> Ltd.<br>| 6170 | 83603 |
|  | AIT Corp. | 1200 | 15593 |
| # | Aizawa Securities <br> Group Co. Ltd.<br>| 1200 | 10151 |
|  | Ajis Co. Ltd. | 800 | 15311 |
|  | Akatsuki Corp. | 3500 | 12136 |
|  | Akatsuki, Inc. | 1100 | 18734 |
| #\* | Akebono Brake <br> Industry Co. Ltd.<br>| 14000 | 10412 |
|  | Akita Bank Ltd. | 2400 | 56865 |
| # | Albis Co. Ltd. | 800 | 13917 |
|  | Alconix Corp. | 2600 | 36531 |
|  | Alfresa Holdings <br> Corp.<br>| 15500 | 218990 |
|  | Alinco, Inc. | 2200 | 14759 |
| # | Alleanza Holdings <br> Co. Ltd.<br>| 1400 | 9482 |
| # | Allied Telesis <br> Holdings KK<br>| 18800 | 26498 |
|  | Alpen Co. Ltd. | 2400 | 35431 |
|  | Alpha Corp. | 500 | 3767 |
| # | Alpha Systems, Inc. | 500 | 11720 |
|  | Alps Alpine Co. Ltd. | 23000 | 289706 |
|  | Altech Corp. | 2310 | 38320 |
|  | Amano Corp. | 7200 | 191028 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Amiyaki Tei Co. Ltd. | 900 | $7765 |
| # | Amuse, Inc. | 1600 | 19554 |
| # | Amvis Holdings, Inc. | 8800 | 29925 |
|  | Anest Iwata Corp. | 5900 | 58050 |
|  | Anicom Holdings, <br> Inc.<br>| 11000 | 56727 |
|  | Anycolor, Inc. | 2300 | 89720 |
|  | AOI Electronics Co. <br> Ltd.<br>| 500 | 7492 |
|  | AOKI Holdings, Inc. | 5300 | 57138 |
|  | Aoyama Trading Co. <br> Ltd.<br>| 5900 | 87229 |
|  | Aoyama Zaisan <br> Networks Co. Ltd.<br>| 3200 | 41698 |
|  | Aozora Bank Ltd. | 6700 | 95931 |
| # | Appier Group, Inc. | 2400 | 20146 |
|  | Arakawa Chemical <br> Industries Ltd.<br>| 2600 | 18762 |
|  | Arata Corp. | 3600 | 70138 |
|  | ARCLANDS Corp. | 7039 | 79949 |
|  | Arcs Co. Ltd. | 4600 | 93479 |
|  | ARE Holdings, Inc. | 10200 | 161963 |
| # | Arealink Co. Ltd. | 4000 | 26372 |
|  | Argo Graphics, Inc. | 8000 | 70967 |
|  | Arisawa <br> Manufacturing Co. <br> Ltd.<br>| 4000 | 42189 |
|  | Artience Co. Ltd. | 3800 | 77448 |
| # | Artnature, Inc. | 1000 | 5475 |
| # | Artner Co. Ltd. | 1400 | 17893 |
|  | As One Corp. | 8000 | 130591 |
|  | Asahi Co. Ltd. | 1600 | 13561 |
|  | Asahi Diamond <br> Industrial Co. Ltd.<br>| 6600 | 35816 |
|  | Asahi Kogyosha Co. <br> Ltd.<br>| 2400 | 48867 |
|  | Asahi Net, Inc. | 1700 | 7746 |
|  | Asahi Printing Co. <br> Ltd.<br>| 1100 | 6230 |
| # | Asahi Yukizai Corp. | 1400 | 43631 |
|  | Asanuma Corp. | 6500 | 36526 |
|  | Asia Pile Holdings <br> Corp.<br>| 4100 | 32293 |
|  | ASKA <br> Pharmaceutical <br> Holdings Co. Ltd.<br>| 3300 | 44815 |
|  | ASKUL Corp. | 3200 | 29096 |
|  | Asti Corp. | 400 | 5417 |
|  | Atrae, Inc. | 2300 | 10467 |
| \* | Atsugi Co. Ltd. | 4000 | 29433 |
|  | Aucnet, Inc. | 1800 | 23554 |
|  | Autobacs Seven Co. <br> Ltd.<br>| 8800 | 87921 |
| # | Aval Data Corp. | 1000 | 14861 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Avant Group Corp. | 2800 | $28765 |
|  | Avantia Co. Ltd. | 1300 | 6924 |
|  | Avex, Inc. | 4000 | 31349 |
|  | Awa Bank Ltd. | 4200 | 99227 |
|  | Axial Retailing, Inc. | 10400 | 73452 |
| # | AZ-COM MARUWA <br> Holdings, Inc.<br>| 4900 | 32674 |
|  | AZOOM Co. Ltd. | 800 | 24920 |
|  | Bando Chemical <br> Industries Ltd.<br>| 5100 | 64007 |
|  | Bank of Iwate Ltd. | 2000 | 52516 |
|  | Bank of Nagoya Ltd. | 3900 | 99583 |
|  | Bank of Saga Ltd. | 2500 | 51908 |
|  | Bank of the Ryukyus <br> Ltd.<br>| 7000 | 68294 |
|  | Bank of Toyama Ltd. | 600 | 6645 |
|  | Base Co. Ltd. | 1800 | 40839 |
| # | Beauty Garage, Inc. | 800 | 7338 |
|  | Belc Co. Ltd. | 1400 | 65729 |
|  | Bell System24 <br> Holdings, Inc.<br>| 4200 | 36086 |
|  | Belluna Co. Ltd. | 9800 | 64578 |
|  | Bic Camera, Inc. | 8800 | 88708 |
|  | Blue Zones Holdings <br> Co. Ltd.<br>| 1000 | 50893 |
|  | BML, Inc. | 3000 | 71070 |
| # | Bookoff Group <br> Holdings Ltd.<br>| 1000 | 8586 |
|  | Bourbon Corp. | 1100 | 17334 |
|  | Br Holdings Corp. | 4900 | 10614 |
| # | BrainPad, Inc. | 1500 | 16270 |
| # | BRONCO BILLY Co. <br> Ltd.<br>| 1000 | 24268 |
|  | Buffalo, Inc. | 900 | 20223 |
| # | Bull-Dog Sauce Co. <br> Ltd.<br>| 1300 | 16035 |
|  | Bunka Shutter Co. <br> Ltd.<br>| 5284 | 69690 |
|  | Bushiroad, Inc. | 9800 | 18268 |
|  | Business Brain <br> Showa-Ota, Inc.<br>| 1800 | 35927 |
| # | Business Engineering <br> Corp.<br>| 800 | 32768 |
|  | C Uyemura & Co. <br> Ltd.<br>| 1300 | 105737 |
|  | CAC Holdings Corp. | 1700 | 23546 |
|  | Calbee, Inc. | 6600 | 122831 |
|  | Canon Electronics, <br> Inc.<br>| 2600 | 45483 |
|  | Career Design <br> Center Co. Ltd.<br>| 1000 | 14222 |
| # | Careerlink Co. Ltd. | 600 | 9190 |
| # | Carlit Co. Ltd. | 2600 | 25785 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Casio Computer Co. <br> Ltd.<br>| 9500 | $74476 |
|  | Cawachi Ltd. | 1800 | 34644 |
| # | CCI Group, Inc. | 24000 | 102587 |
|  | Celsys, Inc. | 5600 | 59559 |
|  | Central Automotive <br> Products Ltd.<br>| 4800 | 55881 |
|  | Central Glass Co. <br> Ltd.<br>| 3400 | 70934 |
|  | Central Security <br> Patrols Co. Ltd.<br>| 1400 | 24721 |
| # | Central Sports Co. <br> Ltd.<br>| 900 | 13945 |
| # | Ceres, Inc. | 600 | 8133 |
| # | Change Holdings, <br> Inc.<br>| 7200 | 52773 |
| # | Charm Care Corp. <br> KK<br>| 3100 | 21910 |
| # | Chiba Kogyo Bank <br> Ltd.<br>| 7400 | 77211 |
| # | Chikaranomoto <br> Holdings Co. Ltd.<br>| 1700 | 15582 |
|  | Chino Corp. | 1800 | 16134 |
|  | Chiyoda Co. Ltd. | 4400 | 27925 |
| \* | Chiyoda Corp. | 8300 | 21967 |
|  | Chiyoda Integre Co. <br> Ltd.<br>| 1900 | 38098 |
|  | Chofu Seisakusho <br> Co. Ltd.<br>| 3306 | 41917 |
|  | Chori Co. Ltd. | 2100 | 54090 |
| # | Choushimaru Co. <br> Ltd.<br>| 1200 | 11872 |
|  | Chubu Shiryo Co. <br> Ltd.<br>| 3200 | 33243 |
|  | Chubu Steel Plate <br> Co. Ltd.<br>| 900 | 11555 |
|  | Chudenko Corp. | 2500 | 68226 |
|  | Chuetsu Pulp & <br> Paper Co. Ltd.<br>| 1400 | 15106 |
|  | Chugai Ro Co. Ltd. | 700 | 21162 |
|  | Chugin Financial <br> Group, Inc.<br>| 19000 | 264953 |
|  | Chugoku Electric <br> Power Co., Inc.<br>| 32100 | 178582 |
|  | Chugoku Marine <br> Paints Ltd.<br>| 5200 | 139009 |
| # | Chuo Spring Co. Ltd. | 2000 | 43105 |
| # | Chuo Warehouse Co. <br> Ltd.<br>| 1000 | 8578 |
|  | Citizen Watch Co. <br> Ltd.<br>| 27800 | 192923 |
|  | CKD Corp. | 5600 | 119913 |
| # | CK-San-Etsu Co. <br> Ltd.<br>| 400 | 10361 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Cleanup Corp. | 3800 | $18747 |
|  | CMK Corp. | 9700 | 25217 |
| \* | COLOPL, Inc. | 8600 | 24842 |
| # | Colowide Co. Ltd. | 9200 | 99800 |
|  | Computer <br> Engineering & <br> Consulting Ltd.<br>| 2200 | 30830 |
| # | Computer Institute of <br> Japan Ltd.<br>| 6840 | 21217 |
|  | Comture Corp. | 2900 | 29808 |
|  | Copro-Holdings Co. <br> Ltd.<br>| 3600 | 24114 |
|  | Core Corp. | 800 | 10687 |
| # | Corona Corp. | 2600 | 15226 |
| # | Cosel Co. Ltd. | 2800 | 22313 |
| # | Cota Co. Ltd. | 3352 | 26396 |
| #\* | Cover Corp. | 1400 | 16602 |
|  | Create Restaurants <br> Holdings, Inc.<br>| 23800 | 113468 |
|  | Create SD Holdings <br> Co. Ltd.<br>| 3100 | 64246 |
|  | Creek & River Co. <br> Ltd.<br>| 1700 | 16159 |
|  | Cresco Ltd. | 3600 | 37889 |
| # | Cross Cat Co. Ltd. | 1200 | 8399 |
|  | CrowdWorks, Inc. | 1400 | 7630 |
|  | CTI Engineering Co. <br> Ltd.<br>| 2800 | 51489 |
|  | CTS Co. Ltd. | 5000 | 28796 |
|  | Curves Holdings Co. <br> Ltd.<br>| 7300 | 34394 |
| #\* | CYBERDYNE, Inc. | 12000 | 13694 |
|  | Cyberlinks Co. Ltd. | 1300 | 12273 |
|  | Cybozu, Inc. | 3300 | 65665 |
|  | Dai Nippon Toryo Co. <br> Ltd.<br>| 3400 | 27963 |
|  | Daicel Corp. | 18300 | 157455 |
|  | Daido Kogyo Co. <br> Ltd.<br>| 900 | 7917 |
|  | Daido Metal Co. Ltd. | 5500 | 37251 |
|  | Daido Steel Co. Ltd. | 17200 | 162745 |
|  | Daihatsu Infinearth <br> Mfg Co. Ltd.<br>| 2400 | 47695 |
|  | Daihen Corp. | 1400 | 91611 |
|  | Daiho Corp. | 7000 | 35845 |
|  | Dai-Ichi Cutter Kogyo <br> KK<br>| 900 | 7620 |
|  | Daiichi Jitsugyo Co. <br> Ltd.<br>| 3000 | 50802 |
|  | Daiichi Kensetsu <br> Corp.<br>| 1100 | 24949 |
| # | Daiichi Kigenso <br> Kagaku-Kogyo Co. <br> Ltd.<br>| 2500 | 21210 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Daiichikosho Co. <br> Ltd.<br>| 8200 | $83840 |
|  | Daiken Medical Co. <br> Ltd.<br>| 2800 | 8103 |
|  | Daiki Aluminium <br> Industry Co. Ltd.<br>| 3900 | 28458 |
|  | Daikoku Denki Co. <br> Ltd.<br>| 1200 | 20790 |
| # | Daikokutenbussan <br> Co. Ltd.<br>| 800 | 32141 |
|  | Daikyonishikawa <br> Corp.<br>| 4200 | 19850 |
|  | Dainichiseika Color & <br> Chemicals <br> Manufacturing Co. <br> Ltd.<br>| 2700 | 66511 |
|  | Daio Paper Corp. | 9700 | 51126 |
|  | Daiseki Co. Ltd. | 5076 | 106766 |
|  | Daishi Hokuetsu <br> Financial Group, <br> Inc.<br>| 27600 | 266176 |
|  | Daishinku Corp. | 3200 | 12040 |
|  | Daisue Construction <br> Co. Ltd.<br>| 500 | 11031 |
|  | Daito Bank Ltd. | 1000 | 5057 |
|  | Daito Pharmaceutical <br> Co. Ltd.<br>| 6590 | 53156 |
|  | Daitron Co. Ltd. | 1600 | 48047 |
|  | Daiwa Industries Ltd. | 4300 | 44001 |
|  | Daiwabo Holdings <br> Co. Ltd.<br>| 10700 | 199876 |
|  | DCM Holdings Co. <br> Ltd.<br>| 12300 | 114051 |
|  | Dear Life Co. Ltd. | 5600 | 40118 |
| # | DeNA Co. Ltd. | 6100 | 106948 |
|  | Denka Co. Ltd. | 10800 | 156744 |
|  | Densan System <br> Holdings Co. Ltd.<br>| 800 | 18483 |
|  | Dentsu Soken, Inc. | 200 | 9904 |
|  | Denyo Co. Ltd. | 2000 | 37229 |
|  | Dexerials Corp. | 6700 | 108070 |
|  | DIC Corp. | 10500 | 247044 |
|  | Digital Arts, Inc. | 1100 | 53815 |
|  | Digital Hearts <br> Holdings Co. Ltd.<br>| 1200 | 7460 |
| # | Digital Holdings, Inc. | 1900 | 26706 |
|  | Digital Information <br> Technologies <br> Corp.<br>| 800 | 12851 |
|  | Dip Corp. | 4800 | 65878 |
|  | DKK Co. Ltd. | 1600 | 19960 |
|  | DKS Co. Ltd. | 1200 | 51158 |
| # | DMG Mori Co. Ltd. | 2800 | 43426 |
|  | Doshisha Co. Ltd. | 2900 | 54540 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Double Standard, <br> Inc.<br>| 600 | $6562 |
|  | Doutor Nichires <br> Holdings Co. Ltd.<br>| 4112 | 64145 |
|  | Dowa Holdings Co. <br> Ltd.<br>| 6400 | 232059 |
|  | DTS Corp. | 19200 | 159951 |
|  | Duskin Co. Ltd. | 4400 | 106079 |
| # | DyDo Group <br> Holdings, Inc.<br>| 1800 | 28345 |
|  | Eagle Industry Co. <br> Ltd.<br>| 4100 | 72582 |
| # | EAT&HOLDINGS Co. <br> Ltd.<br>| 1200 | 15260 |
|  | Ebara Foods <br> Industry, Inc.<br>| 800 | 12890 |
|  | Ebara Jitsugyo Co. <br> Ltd.<br>| 1800 | 48962 |
|  | Ebase Co. Ltd. | 3100 | 9089 |
|  | Eco's Co. Ltd. | 800 | 14720 |
|  | EDION Corp. | 10500 | 138122 |
|  | EF-ON, Inc. | 2280 | 5855 |
|  | eGuarantee, Inc. | 4000 | 41259 |
|  | E-Guardian, Inc. | 400 | 4600 |
|  | Ehime Bank Ltd. | 4800 | 38926 |
|  | Eidai Co. Ltd. | 3000 | 4434 |
|  | Eizo Corp. | 4000 | 56780 |
|  | EJ Holdings, Inc. | 1200 | 12959 |
|  | Elan Corp. | 1000 | 5076 |
|  | Elecom Co. Ltd. | 6500 | 76011 |
|  | Electric Power <br> Development Co. <br> Ltd.<br>| 3600 | 68421 |
|  | EM Systems Co. <br> Ltd.<br>| 4700 | 24907 |
|  | en, Inc. | 4100 | 41357 |
|  | Endo Lighting Corp. | 1700 | 24886 |
|  | Enomoto Co. Ltd. | 1000 | 12524 |
| # | Enplas Corp. | 1000 | 52563 |
| # | Envipro Holdings, <br> Inc.<br>| 1400 | 4567 |
| # | eRex Co. Ltd. | 2800 | 12186 |
| # | ES-Con Japan Ltd. | 4600 | 29876 |
|  | Eslead Corp. | 1000 | 35294 |
|  | ESPEC Corp. | 2400 | 54613 |
|  | Eternal Hospitality <br> Group Co. Ltd.<br>| 1400 | 25456 |
|  | Exedy Corp. | 5100 | 171360 |
|  | EXEO Group, Inc. | 19200 | 276917 |
|  | Ezaki Glico Co. Ltd. | 6500 | 207717 |
|  | F&M Co. Ltd. | 1000 | 17245 |
|  | FALCO HOLDINGS <br> Co. Ltd.<br>| 1400 | 22532 |
|  | FCC Co. Ltd. | 4400 | 88880 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| \* | FDK Corp. | 800 | $1906 |
|  | Feed One Co. Ltd. | 3920 | 25882 |
| # | Ferrotec Corp. | 6400 | 209797 |
| # | Fibergate, Inc. | 1100 | 4960 |
| # | FIDEA Holdings Co. <br> Ltd.<br>| 3050 | 32755 |
|  | Financial Partners <br> Group Co. Ltd.<br>| 6100 | 84561 |
|  | FINDEX, Inc. | 1700 | 9078 |
|  | First Bank of Toyama <br> Ltd.<br>| 4700 | 44440 |
| # | First Juken Co. Ltd. | 900 | 6500 |
| # | Fixstars Corp. | 3000 | 39088 |
|  | FJ Next Holdings Co. <br> Ltd.<br>| 3100 | 30387 |
| # | Focus Systems <br> Corp.<br>| 1700 | 17824 |
|  | Forum Engineering, <br> Inc.<br>| 2400 | 19146 |
|  | Foster Electric Co. <br> Ltd.<br>| 3400 | 58784 |
|  | FP Corp. | 5300 | 86126 |
| # | FP Partner, Inc. | 300 | 4404 |
|  | France Bed Holdings <br> Co. Ltd.<br>| 3800 | 32461 |
|  | Freebit Co. Ltd. | 2000 | 20585 |
|  | Freund Corp. | 1700 | 11861 |
|  | F-Tech, Inc. | 1600 | 7827 |
|  | FTGroup Co. Ltd. | 1100 | 9125 |
|  | Fudo Tetra Corp. | 1930 | 30558 |
|  | Fuji Co. Ltd. | 3200 | 40867 |
|  | Fuji Corp. (6134 JP) | 10200 | 197949 |
|  | Fuji Corp. Ltd. | 5200 | 27665 |
|  | Fuji Kyuko Co. Ltd. | 2800 | 45028 |
|  | Fuji Oil Co. Ltd. | 5400 | 111694 |
| # | Fuji Pharma Co. Ltd. | 2000 | 20462 |
|  | Fuji Seal <br> International, Inc.<br>| 6000 | 105495 |
|  | Fuji United Holdings <br> Co. Ltd.<br>| 900 | 6847 |
|  | Fujibo Holdings, Inc. | 1500 | 66410 |
|  | Fujicco Co. Ltd. | 2800 | 29034 |
|  | Fujikura Composites, <br> Inc.<br>| 4200 | 52641 |
|  | Fujikura Kasei Co. <br> Ltd.<br>| 4200 | 16797 |
|  | Fujimi, Inc. | 6000 | 93829 |
|  | Fujishoji Co. Ltd. | 1200 | 8282 |
|  | Fujita Kanko, Inc. | 1000 | 72395 |
| # | Fujiya Co. Ltd. | 1700 | 28526 |
|  | FuKoKu Co. Ltd. | 1200 | 14282 |
|  | Fukuda Corp. | 1000 | 44622 |
|  | Fukuda Denshi Co. <br> Ltd.<br>| 2400 | 108572 |
|  | Fukui Bank Ltd. | 2700 | 38061 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Fukui Computer <br> Holdings, Inc.<br>| 1900 | $37988 |
|  | Fukuyama <br> Transporting Co. <br> Ltd.<br>| 2500 | 62099 |
|  | FULLCAST Holdings <br> Co. Ltd.<br>| 1600 | 17551 |
|  | Fumakilla Ltd. | 1500 | 11321 |
|  | Funai Soken <br> Holdings, Inc.<br>| 4760 | 74987 |
|  | Furukawa Co. Ltd. | 4100 | 80808 |
|  | Furuno Electric Co. <br> Ltd.<br>| 3500 | 203054 |
|  | Furuya Metal Co. <br> Ltd.<br>| 1900 | 35040 |
|  | Furyu Corp. | 4000 | 27061 |
|  | Fuso Chemical Co. <br> Ltd.<br>| 2000 | 66305 |
|  | Fuso Pharmaceutical <br> Industries Ltd.<br>| 1100 | 15104 |
| # | Futaba Corp. | 5300 | 23166 |
|  | Futaba Industrial Co. <br> Ltd.<br>| 8700 | 53134 |
|  | Future Corp. | 4100 | 57809 |
|  | Fuyo General Lease <br> Co. Ltd.<br>| 4500 | 117650 |
|  | G-7 Holdings, Inc. | 4000 | 33165 |
|  | GA Technologies Co. <br> Ltd.<br>| 1200 | 15510 |
|  | Gakken Holdings Co. <br> Ltd.<br>| 4500 | 29973 |
|  | Gakkyusha Co. Ltd. | 1000 | 14731 |
|  | Galilei Co. Ltd. | 3200 | 74433 |
|  | Gecoss Corp. | 2000 | 17761 |
| \* | GENDA, Inc. | 3900 | 18695 |
|  | Genki Global Dining <br> Concepts Corp.<br>| 1600 | 31426 |
|  | Genky DrugStores <br> Co. Ltd.<br>| 2000 | 66573 |
|  | Geo Holdings Corp. | 3300 | 34545 |
| # | Gift Holdings, Inc. | 1200 | 25117 |
| # | giftee, Inc. | 2900 | 20481 |
|  | Giken Ltd. | 1200 | 12839 |
|  | GLOBERIDE, Inc. | 2200 | 33278 |
|  | Glory Ltd. | 5400 | 129030 |
|  | GLtechno Holdings, <br> Inc.<br>| 1300 | 25397 |
|  | GMO Financial Gate, <br> Inc.<br>| 600 | 22456 |
|  | GMO Financial <br> Holdings, Inc.<br>| 4400 | 25675 |
|  | GMO GlobalSign <br> Holdings KK<br>| 400 | 5380 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | GMO internet group, <br> Inc.<br>| 6000 | $134383 |
| # | Godo Steel Ltd. | 1600 | 37936 |
| # | Goldcrest Co. Ltd. | 2590 | 56144 |
|  | Goldwin, Inc. | 4400 | 72679 |
| # | Good Com Asset Co. <br> Ltd.<br>| 2300 | 20266 |
|  | GREE Holdings, Inc. | 15100 | 39443 |
|  | Greens Co. Ltd. | 1600 | 23389 |
|  | grems, Inc. | 1700 | 25351 |
|  | GS Yuasa Corp. | 10400 | 290415 |
|  | GSI Creos Corp. | 1000 | 14974 |
|  | G-Tekt Corp. | 3300 | 42341 |
|  | Gun-Ei Chemical <br> Industry Co. Ltd.<br>| 700 | 15114 |
|  | Gunze Ltd. | 4400 | 108384 |
|  | H.U. Group Holdings, <br> Inc.<br>| 7100 | 173242 |
|  | H2O Retailing Corp. | 12700 | 171821 |
| # | HABA Laboratories, <br> Inc.<br>| 400 | 4325 |
| # | Hagihara Industries, <br> Inc.<br>| 1400 | 14621 |
|  | Hagiwara Electric <br> Holdings Co. Ltd.<br>| 1000 | 22960 |
|  | Hagoromo Foods <br> Corp.<br>| 600 | 12758 |
| # | Hakudo Co. Ltd. | 800 | 11505 |
|  | Hakuhodo DY <br> Holdings, Inc.<br>| 13700 | 99165 |
|  | Hakuto Co. Ltd. | 900 | 22508 |
|  | Halows Co. Ltd. | 1600 | 45359 |
|  | Hamakyorex Co. Ltd. | 8800 | 87291 |
|  | Handsman Co. Ltd. | 800 | 4322 |
|  | Hanwa Co. Ltd. | 4200 | 175184 |
| # | Happinet Corp. | 2100 | 85541 |
|  | Hard Off Corp. Co. <br> Ltd.<br>| 2400 | 28112 |
|  | Harima Chemicals <br> Group, Inc.<br>| 2500 | 14595 |
|  | Hashimoto Sogyo <br> Holdings Co. Ltd.<br>| 1400 | 10856 |
|  | Hazama Ando Corp. | 17510 | 195930 |
|  | Heiwa Corp. | 2700 | 35098 |
|  | Heiwado Co. Ltd. | 3500 | 64382 |
| # | Hennge KK | 1000 | 9501 |
|  | Hibiya Engineering <br> Ltd.<br>| 2400 | 70590 |
|  | Hiday Hidaka Corp. | 2600 | 55500 |
| # | HI-LEX Corp. | 3300 | 61234 |
| \* | Hino Motors Ltd. | 40700 | 92458 |
|  | Hioki EE Corp. | 1400 | 53777 |
|  | Hirakawa Hewtech <br> Corp.<br>| 1260 | 18975 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Hirano Tecseed Co. <br> Ltd.<br>| 1100 | $11506 |
|  | Hirata Corp. | 3300 | 43570 |
|  | Hirogin Holdings, <br> Inc.<br>| 31900 | 298036 |
|  | Hiroshima Electric <br> Railway Co. Ltd.<br>| 2000 | 7918 |
| # | Hiroshima Gas Co. <br> Ltd.<br>| 6100 | 14401 |
| # | HIS Co. Ltd. | 5900 | 50087 |
|  | Hisaka Works Ltd. | 4200 | 38386 |
|  | Hisamitsu <br> Pharmaceutical <br> Co., Inc.<br>| 1500 | 38991 |
| # | Hito Communications <br> Holdings, Inc.<br>| 1000 | 6487 |
|  | Hochiki Corp. | 1700 | 42492 |
| # | Hodogaya Chemical <br> Co. Ltd.<br>| 1600 | 18927 |
|  | Hokkaido Coca-Cola <br> Bottling Co. Ltd.<br>| 1200 | 30096 |
| # | Hokkaido Electric <br> Power Co., Inc.<br>| 19500 | 135709 |
|  | Hokkaido Gas Co. <br> Ltd.<br>| 12000 | 52741 |
|  | Hokkan Holdings <br> Ltd.<br>| 1200 | 16752 |
|  | Hokko Chemical <br> Industry Co. Ltd.<br>| 3300 | 34708 |
| # | Hokuetsu Corp. | 14600 | 77428 |
|  | Hokuhoku Financial <br> Group, Inc.<br>| 15600 | 382163 |
|  | Hokuriku Electric <br> Industry Co. Ltd.<br>| 400 | 5907 |
|  | Hokuriku Electric <br> Power Co.<br>| 18900 | 105112 |
| # | Hokuriku Electrical <br> Construction Co. <br> Ltd.<br>| 1800 | 16345 |
|  | Hokuto Corp. | 2800 | 33136 |
|  | H-One Co. Ltd. | 4000 | 34658 |
|  | Honeys Holdings Co. <br> Ltd.<br>| 2670 | 25645 |
|  | Hoosiers Holdings <br> Co. Ltd.<br>| 5300 | 43497 |
|  | Horiba Ltd. | 300 | 27872 |
|  | Hosiden Corp. | 6600 | 105211 |
|  | Hosokawa Micron <br> Corp.<br>| 2000 | 73854 |
| # | Hotland Holdings Co. <br> Ltd.<br>| 1300 | 17320 |
|  | House Foods Group, <br> Inc.<br>| 2900 | 54343 |
|  | Howa Machinery Ltd. | 2200 | 20328 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | HS Holdings Co. Ltd. | 3300 | $21470 |
|  | Hyakugo Bank Ltd. | 24900 | 154421 |
|  | Hyakujushi Bank Ltd. | 3400 | 119028 |
|  | IBJ, Inc. | 2800 | 14599 |
| # | Ichibanya Co. Ltd. | 1500 | 8756 |
| # | Ichiken Co. Ltd. | 500 | 12510 |
|  | Ichikoh Industries <br> Ltd.<br>| 8700 | 26459 |
|  | Ichimasa Kamaboko <br> Co. Ltd.<br>| 1100 | 5325 |
|  | Ichinen Holdings Co. <br> Ltd.<br>| 3100 | 40450 |
| # | Ichiyoshi Securities <br> Co. Ltd.<br>| 7100 | 39114 |
|  | Icom, Inc. | 1500 | 30515 |
|  | IDEA Consultants, <br> Inc.<br>| 500 | 11332 |
|  | Idec Corp. | 4000 | 60891 |
|  | IDOM, Inc. | 5100 | 38070 |
|  | Iino Kaiun Kaisha <br> Ltd.<br>| 8900 | 72589 |
|  | I'll, Inc. | 1700 | 26872 |
|  | Imasen Electric <br> Industrial<br>| 901 | 4547 |
|  | i-mobile Co. Ltd. | 3600 | 13650 |
| # | Imuraya Group Co. <br> Ltd.<br>| 1100 | 17688 |
|  | Inaba Denki Sangyo <br> Co. Ltd.<br>| 6400 | 188461 |
| # | Inaba Seisakusho <br> Co. Ltd.<br>| 1700 | 17459 |
|  | Inabata & Co. Ltd. | 5800 | 129901 |
| # | I-NE Co. Ltd. | 800 | 6519 |
|  | Ines Corp. | 3000 | 33141 |
| # | I-Net Corp. | 1600 | 26188 |
|  | Infomart Corp. | 17300 | 36710 |
|  | INFRONEER <br> Holdings, Inc.<br>| 25800 | 276399 |
|  | Innotech Corp. | 2400 | 28417 |
|  | Insource Co. Ltd. | 7200 | 40705 |
|  | Intage Holdings, Inc. | 1500 | 16604 |
| # | Inui Global Logistics <br> Co. Ltd.<br>| 1200 | 12217 |
|  | IPS, Inc. | 400 | 7802 |
| # | IR Japan Holdings <br> Ltd.<br>| 1000 | 5217 |
|  | Iriso Electronics Co. <br> Ltd.<br>| 3200 | 64238 |
|  | ISB Corp. | 2200 | 25612 |
|  | Ise Chemicals Corp. | 400 | 81651 |
| # | Iseki & Co. Ltd. | 2500 | 35658 |
|  | Ishihara Sangyo <br> Kaisha Ltd.<br>| 4400 | 67710 |
| # | Istyle, Inc. | 9400 | 27358 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Itfor, Inc. | 3600 | $35597 |
| # | ITmedia, Inc. | 1700 | 17699 |
| # | Ito En Ltd. | 5300 | 109238 |
|  | Itochu Enex Co. Ltd. | 5500 | 64891 |
|  | Itochu-Shokuhin Co. <br> Ltd.<br>| 900 | 54706 |
|  | Itoham Yonekyu <br> Holdings, Inc.<br>| 3400 | 121574 |
|  | Itoki Corp. | 4500 | 72588 |
|  | IwaiCosmo Holdings, <br> Inc.<br>| 2900 | 52974 |
| # | Iwaki Co. Ltd. | 1300 | 21478 |
|  | Iwatani Corp. | 15600 | 162408 |
|  | Iwatsuka <br> Confectionery Co. <br> Ltd.<br>| 1000 | 19372 |
|  | Izumi Co. Ltd. | 3700 | 68974 |
|  | J Trust Co. Ltd. | 12548 | 32996 |
|  | JAC Recruitment Co. <br> Ltd.<br>| 9600 | 63226 |
|  | Jaccs Co. Ltd. | 2800 | 73235 |
| \* | Jade Group, Inc. | 1300 | 13691 |
|  | JAFCO Group Co. <br> Ltd.<br>| 6700 | 104721 |
|  | JANOME Corp. | 2299 | 16449 |
|  | Japan Airport <br> Terminal Co. Ltd.<br>| 4900 | 152250 |
|  | Japan Aviation <br> Electronics <br> Industry Ltd.<br>| 4400 | 65713 |
| # | Japan Cash Machine <br> Co. Ltd.<br>| 4200 | 27174 |
| #\* | Japan <br> Communications, <br> Inc.<br>| 19200 | 18653 |
|  | Japan Elevator <br> Service Holdings <br> Co. Ltd.<br>| 15400 | 181291 |
| # | Japan Foundation <br> Engineering Co. <br> Ltd.<br>| 2900 | 11892 |
| # | Japan Hospice <br> Holdings, Inc.<br>| 500 | 4390 |
|  | Japan Investment <br> Adviser Co. Ltd.<br>| 2200 | 25213 |
|  | Japan Lifeline Co. <br> Ltd.<br>| 8700 | 82581 |
|  | Japan Material Co. <br> Ltd.<br>| 8700 | 108698 |
|  | Japan Medical <br> Dynamic <br> Marketing, Inc.<br>| 3570 | 11035 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Japan Petroleum <br> Exploration Co. <br> Ltd.<br>| 16500 | $137899 |
|  | Japan Property <br> Management <br> Center Co. Ltd.<br>| 900 | 7316 |
|  | Japan Pulp & Paper <br> Co. Ltd.<br>| 16000 | 75077 |
| # | Japan Pure Chemical <br> Co. Ltd.<br>| 1000 | 19961 |
|  | Japan Securities <br> Finance Co. Ltd.<br>| 9300 | 106797 |
| # | Japan System <br> Techniques Co. <br> Ltd.<br>| 3200 | 44338 |
|  | Japan Transcity <br> Corp.<br>| 5400 | 40170 |
|  | Japan Wool Textile <br> Co. Ltd.<br>| 5200 | 54850 |
|  | JBCC Holdings, Inc. | 8000 | 67091 |
|  | JCU Corp. | 3500 | 103229 |
| # | JDC Corp. | 8000 | 27910 |
|  | Jeol Ltd. | 5700 | 191561 |
|  | JFE Systems, Inc. | 2200 | 26766 |
|  | JGC Holdings Corp. | 26900 | 272079 |
|  | Jichodo Co. Ltd. | 200 | 12104 |
| \* | JIG-SAW, Inc. | 800 | 21046 |
|  | JINS Holdings, Inc. | 1700 | 85771 |
|  | JINUSHI Co. Ltd. | 1600 | 30103 |
| # | JK Holdings Co. Ltd. | 2500 | 20438 |
|  | J-Lease Co. Ltd. | 2400 | 23423 |
|  | JM Holdings Co. Ltd. | 2200 | 21508 |
| # | JMS Co. Ltd. | 2200 | 6136 |
|  | J-Oil Mills, Inc. | 2600 | 34034 |
|  | Joshin Denki Co. <br> Ltd.<br>| 1900 | 32898 |
|  | Joyful Honda Co. <br> Ltd.<br>| 5800 | 76715 |
| # | JP-Holdings, Inc. | 6800 | 26210 |
| # | JSB Co. Ltd. | 1200 | 28385 |
|  | JSP Corp. | 1900 | 23243 |
|  | JTEKT Corp. | 20136 | 201441 |
| \* | Juki Corp. | 3700 | 10610 |
|  | Juroku Financial <br> Group, Inc.<br>| 3600 | 131112 |
|  | Justsystems Corp. | 5000 | 161489 |
|  | JVCKenwood Corp. | 23070 | 184843 |
|  | K&O Energy Group, <br> Inc.<br>| 2300 | 51850 |
|  | Kadoya Sesame <br> Mills, Inc.<br>| 400 | 9896 |
|  | Kaga Electronics Co. <br> Ltd.<br>| 3600 | 83363 |
|  | Kagome Co. Ltd. | 6600 | 114026 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Kaken <br> Pharmaceutical <br> Co. Ltd.<br>| 2700 | $64221 |
|  | Kamakura Shinsho <br> Ltd.<br>| 4000 | 15004 |
|  | Kameda Seika Co. <br> Ltd.<br>| 1800 | 44870 |
|  | Kamei Corp. | 3600 | 68096 |
|  | Kamigumi Co. Ltd. | 1100 | 33020 |
| # | Kanaden Corp. | 3200 | 43443 |
|  | Kanadevia Corp. | 20400 | 151157 |
| # | Kanagawa Chuo <br> Kotsu Co. Ltd.<br>| 800 | 18206 |
|  | Kanamic Network Co. <br> Ltd.<br>| 1800 | 5613 |
|  | Kanamoto Co. Ltd. | 4200 | 97819 |
|  | Kaneka Corp. | 6500 | 179332 |
|  | Kaneko Seeds Co. <br> Ltd.<br>| 1800 | 19335 |
|  | Kanematsu Corp. | 9505 | 192437 |
|  | Kanemi Co. Ltd. | 500 | 10749 |
|  | Kansai Paint Co. <br> Ltd.<br>| 6600 | 105933 |
|  | Kanto Denka Kogyo <br> Co. Ltd.<br>| 3600 | 24290 |
| # | Kappa Create Co. <br> Ltd.<br>| 2000 | 19322 |
|  | Katakura Industries <br> Co. Ltd.<br>| 2700 | 46543 |
|  | Katitas Co. Ltd. | 6500 | 105671 |
|  | Kato Sangyo Co. <br> Ltd.<br>| 2500 | 95966 |
|  | Kato Works Co. Ltd. | 1600 | 14378 |
|  | Kawada <br> Technologies, Inc.<br>| 1800 | 47163 |
|  | Kawai Musical <br> Instruments <br> Manufacturing Co. <br> Ltd.<br>| 1300 | 21860 |
| # | KeePer Technical <br> Laboratory Co. <br> Ltd.<br>| 1600 | 38114 |
|  | Keihan Holdings Co. <br> Ltd.<br>| 6600 | 133712 |
|  | Keihanshin Building <br> Co. Ltd.<br>| 4100 | 46106 |
|  | Keikyu Corp. | 11293 | 105354 |
|  | Keio Corp. | 3100 | 73525 |
|  | KEIWA, Inc. | 1600 | 11974 |
|  | Keiyo Bank Ltd. | 16700 | 140892 |
|  | Kenko Mayonnaise <br> Co. Ltd.<br>| 2000 | 23616 |
|  | KH Neochem Co. <br> Ltd.<br>| 4500 | 80473 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Kibun Foods, Inc. | 1500 | $10455 |
|  | Kimura Chemical <br> Plants Co. Ltd.<br>| 3300 | 22931 |
| # | King Jim Co. Ltd. | 3000 | 16343 |
| # | Kinki Sharyo Co. <br> Ltd.<br>| 700 | 11248 |
|  | Kintetsu Department <br> Store Co. Ltd.<br>| 1200 | 14617 |
|  | Kissei <br> Pharmaceutical <br> Co. Ltd.<br>| 3800 | 99233 |
|  | Ki-Star Real Estate <br> Co. Ltd.<br>| 1100 | 37342 |
|  | Kitagawa Corp. | 1600 | 16744 |
| # | Kita-Nippon Bank <br> Ltd.<br>| 1000 | 24444 |
|  | Kitano Construction <br> Corp.<br>| 2800 | 23924 |
|  | Kitz Corp. | 7900 | 88564 |
|  | Kiyo Bank Ltd. | 7900 | 153866 |
| \* | KNT-CT Holdings Co. <br> Ltd.<br>| 900 | 8716 |
|  | Koa Corp. | 4700 | 41764 |
| # | Koatsu Gas Kogyo <br> Co. Ltd.<br>| 3600 | 23994 |
| # | Kobe Electric Railway <br> Co. Ltd.<br>| 899 | 13593 |
|  | Kohnan Shoji Co. <br> Ltd.<br>| 2700 | 65368 |
| # | Kohsoku Corp. | 200 | 3706 |
|  | Koike Sanso Kogyo <br> Co. Ltd.<br>| 2000 | 20709 |
| # | Kojima Co. Ltd. | 5300 | 37816 |
|  | Kokuyo Co. Ltd. | 32800 | 188220 |
|  | Komatsu Matere Co. <br> Ltd.<br>| 4200 | 23399 |
|  | Komatsu Wall <br> Industry Co. Ltd.<br>| 2400 | 38712 |
|  | KOMEDA Holdings <br> Co. Ltd.<br>| 5200 | 97970 |
| # | Komehyo Holdings <br> Co. Ltd.<br>| 800 | 15539 |
|  | Komeri Co. Ltd. | 4600 | 95701 |
|  | Komori Corp. | 4700 | 44140 |
| # | Konaka Co. Ltd. | 1760 | 2806 |
| # | Kondotec, Inc. | 2900 | 31592 |
|  | Konica Minolta, Inc. | 59200 | 203289 |
|  | Konishi Co. Ltd. | 8000 | 64032 |
|  | Konoike Transport <br> Co. Ltd.<br>| 2900 | 59979 |
| # | Konoshima Chemical <br> Co. Ltd.<br>| 800 | 7668 |
| # | Kosaido Holdings Co. <br> Ltd.<br>| 9500 | 26110 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Kose Corp. | 2300 | $88114 |
|  | Koshidaka Holdings <br> Co. Ltd.<br>| 5700 | 43603 |
| # | Kotobuki Spirits Co. <br> Ltd.<br>| 10400 | 124687 |
|  | Kotobukiya Co. Ltd. | 600 | 6451 |
|  | Kozo Keikaku <br> Engineering <br> Holdings, Inc.<br>| 1000 | 20581 |
|  | KPP Group Holdings <br> Co. Ltd.<br>| 3900 | 19265 |
|  | Kraftia Corp. | 1868 | 98813 |
|  | Krosaki Harima <br> Corp.<br>| 2800 | 75088 |
| # | KRS Corp. | 2000 | 37764 |
|  | K's Holdings Corp. | 15400 | 152665 |
|  | KU Holdings Co. Ltd. | 2400 | 18329 |
| # | Kumagai Gumi Co. <br> Ltd.<br>| 17200 | 156169 |
| # | Kumiai Chemical <br> Industry Co. Ltd.<br>| 10467 | 46305 |
|  | Kura Sushi, Inc. | 2800 | 60313 |
|  | Kurabo Industries <br> Ltd.<br>| 1800 | 81845 |
| # | Kureha Corp. | 6000 | 143436 |
| # | Kurimoto Ltd. | 10000 | 112282 |
|  | Kuriyama Holdings <br> Corp.<br>| 1000 | 10766 |
| # | Kusuri No. Aoki <br> Holdings Co. Ltd.<br>| 4500 | 114025 |
|  | KYB Corp. | 4000 | 101436 |
| # | Kyodo Printing Co. <br> Ltd.<br>| 3600 | 35010 |
|  | Kyoei Steel Ltd. | 2900 | 43173 |
|  | Kyokuto Boeki <br> Kaisha Ltd.<br>| 1600 | 18485 |
|  | Kyokuto Kaihatsu <br> Kogyo Co. Ltd.<br>| 3800 | 63592 |
|  | Kyokuto Securities <br> Co. Ltd.<br>| 2600 | 25686 |
|  | Kyokuyo Co. Ltd. | 1500 | 46371 |
|  | Kyorin <br> Pharmaceutical <br> Co. Ltd.<br>| 4500 | 41019 |
|  | Kyoritsu Maintenance <br> Co. Ltd.<br>| 7800 | 151802 |
|  | Kyosan Electric <br> Manufacturing Co. <br> Ltd.<br>| 5000 | 17125 |
| # | Kyowa Electronic <br> Instruments Co. <br> Ltd.<br>| 5600 | 25195 |
|  | Kyowa Leather Cloth <br> Co. Ltd.<br>| 900 | 5091 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Kyushu Financial <br> Group, Inc.<br>| 34223 | $196145 |
|  | LA Holdings Co. Ltd. | 500 | 24356 |
| # | Lacto Japan Co. Ltd. | 900 | 20150 |
|  | LEC, Inc. | 3100 | 20508 |
|  | Leopalace21 Corp. | 25200 | 102912 |
|  | Life Corp. | 4600 | 72167 |
|  | Lifedrink Co., Inc. | 3600 | 46844 |
| # | LIFULL Co. Ltd. | 8200 | 10213 |
| # | LIKE, Inc. | 1600 | 15564 |
|  | Linical Co. Ltd. | 1600 | 3552 |
|  | Link & Motivation, <br> Inc.<br>| 3900 | 12445 |
|  | Lintec Corp. | 4700 | 119447 |
|  | Lion Corp. | 10100 | 99526 |
|  | LITALICO, Inc. | 2500 | 19992 |
|  | Loadstar Capital KK | 1600 | 33558 |
| # | Look Holdings, Inc. | 700 | 12002 |
|  | M&A Capital Partners <br> Co. Ltd.<br>| 1400 | 26733 |
|  | Mabuchi Motor Co. <br> Ltd.<br>| 12400 | 219058 |
| # | Macbee Planet, Inc. | 800 | 9951 |
|  | Macnica Holdings, <br> Inc.<br>| 16100 | 229211 |
|  | Maeda Kosen Co. <br> Ltd.<br>| 5600 | 69963 |
|  | Maezawa Kasei <br> Industries Co. Ltd.<br>| 2100 | 28386 |
|  | Maezawa Kyuso <br> Industries Co. Ltd.<br>| 2400 | 22303 |
|  | Makino Milling <br> Machine Co. Ltd.<br>| 2800 | 203418 |
| # | Management <br> Solutions Co. Ltd.<br>| 1100 | 9549 |
|  | Mandom Corp. | 5600 | 88106 |
|  | Mani, Inc. | 10000 | 95666 |
|  | MarkLines Co. Ltd. | 1500 | 19258 |
|  | Mars Group Holdings <br> Corp.<br>| 1800 | 35822 |
|  | Marubun Corp. | 1900 | 14616 |
|  | Marudai Food Co. <br> Ltd.<br>| 2600 | 31609 |
|  | Maruha Nichiro <br> Corp.<br>| 5852 | 130823 |
|  | Maruichi Steel Tube <br> Ltd.<br>| 21600 | 182634 |
|  | MARUKA <br> FURUSATO Corp.<br>| 2300 | 33684 |
| # | Marusan Securities <br> Co. Ltd.<br>| 6200 | 37315 |
|  | Maruzen CHI <br> Holdings Co. Ltd.<br>| 400 | 859 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Maruzen Showa <br> Unyu Co. Ltd.<br>| 1600 | $71998 |
| # | Marvelous, Inc. | 3300 | 12100 |
| # | Matching Service <br> Japan Co. Ltd.<br>| 600 | 3895 |
|  | Matsuda Sangyo Co. <br> Ltd.<br>| 2125 | 57060 |
| # | Matsui Construction <br> Co. Ltd.<br>| 3400 | 30445 |
|  | Matsui Securities Co. <br> Ltd.<br>| 16500 | 82193 |
|  | Matsuoka Corp. | 700 | 10234 |
|  | Matsuya Co. Ltd. | 2500 | 27990 |
|  | Matsuyafoods <br> Holdings Co. Ltd.<br>| 800 | 30365 |
|  | Max Co. Ltd. | 2700 | 97869 |
|  | Maxell Ltd. | 5200 | 75379 |
|  | Maxvalu Tokai Co. <br> Ltd.<br>| 1200 | 27203 |
|  | MCJ Co. Ltd. | 8900 | 83954 |
| # | MEC Co. Ltd. | 2100 | 61950 |
|  | Media Do Co. Ltd. | 900 | 10623 |
|  | Medical System <br> Network Co. Ltd.<br>| 2400 | 7651 |
|  | Medikit Co. Ltd. | 800 | 14051 |
| #\* | Medley, Inc. | 3500 | 47777 |
|  | Megmilk Snow Brand <br> Co. Ltd.<br>| 7400 | 135721 |
|  | Meidensha Corp. | 4600 | 182174 |
|  | Meiji Electric <br> Industries Co. Ltd.<br>| 1400 | 21098 |
|  | Meiji Shipping Group <br> Co. Ltd.<br>| 1700 | 7719 |
|  | Meiko Electronics Co. <br> Ltd.<br>| 3400 | 223613 |
|  | Meisei Industrial Co. <br> Ltd.<br>| 5000 | 53503 |
|  | MEITEC Group <br> Holdings, Inc.<br>| 9100 | 186537 |
| # | Meito Co. Ltd. | 1200 | 16600 |
|  | Meiwa Corp. | 4100 | 21068 |
|  | Meiwa Estate Co. <br> Ltd.<br>| 1600 | 11100 |
|  | Menicon Co. Ltd. | 7200 | 56131 |
| \* | Mercari, Inc. | 14900 | 220943 |
|  | Mercuria Holdings <br> Co. Ltd.<br>| 2600 | 14348 |
|  | METAWATER Co. <br> Ltd.<br>| 3600 | 77269 |
|  | Micronics Japan Co. <br> Ltd.<br>| 3600 | 212335 |
| # | Midac Holdings Co. <br> Ltd.<br>| 2400 | 28853 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Mie Kotsu Group <br> Holdings, Inc.<br>| 5900 | $20582 |
|  | Mikuni Corp. | 2700 | 6730 |
|  | Milbon Co. Ltd. | 3000 | 45060 |
|  | MIMAKI <br> ENGINEERING <br> Co. Ltd.<br>| 1900 | 20941 |
| # | Mirai Industry Co. <br> Ltd.<br>| 700 | 15133 |
| # | Miraial Co. Ltd. | 1100 | 8545 |
|  | Mirait One Corp. | 11100 | 215088 |
| # | Mirarth Holdings, <br> Inc.<br>| 14600 | 35988 |
|  | Miroku Jyoho Service <br> Co. Ltd.<br>| 2800 | 32006 |
|  | Mitani Corp. | 4800 | 72397 |
| # | Mitani Sangyo Co. <br> Ltd.<br>| 3900 | 12616 |
|  | Mitani Sekisan Co. <br> Ltd.<br>| 1200 | 58638 |
| # | Mito Securities Co. <br> Ltd.<br>| 10500 | 34868 |
|  | Mitsuba Corp. | 5000 | 30393 |
| # | Mitsubishi Kakoki <br> Kaisha Ltd.<br>| 3000 | 63948 |
|  | Mitsubishi Logisnext <br> Co. Ltd.<br>| 4000 | 39833 |
|  | Mitsubishi Logistics <br> Corp.<br>| 10500 | 76136 |
|  | Mitsubishi Materials <br> Corp.<br>| 13900 | 267628 |
|  | Mitsubishi Paper Mills <br> Ltd.<br>| 6500 | 25719 |
| # | Mitsubishi Pencil Co. <br> Ltd.<br>| 4300 | 57039 |
|  | Mitsubishi Research <br> Institute, Inc.<br>| 1100 | 34778 |
|  | Mitsubishi Steel <br> Manufacturing Co. <br> Ltd.<br>| 2300 | 27961 |
|  | Mitsuboshi Belting <br> Ltd.<br>| 2000 | 48157 |
|  | Mitsui DM Sugar Co. <br> Ltd.<br>| 1800 | 35448 |
|  | Mitsui E&S Co. Ltd. | 9400 | 382157 |
|  | Mitsui High-Tec, Inc. | 10500 | 52369 |
|  | Mitsui Kinzoku Co. <br> Ltd.<br>| 600 | 61114 |
| # | Mitsui Matsushima <br> Holdings Co. Ltd.<br>| 5500 | 46192 |
|  | Mitsui-Soko Holdings <br> Co. Ltd.<br>| 6300 | 165333 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Mitsuuroko Group <br> Holdings Co. Ltd.<br>| 4400 | $60117 |
|  | Miura Co. Ltd. | 6800 | 131673 |
|  | MIXI, Inc. | 4400 | 88791 |
| # | Miyaji Engineering <br> Group, Inc.<br>| 3600 | 46133 |
| # | Miyazaki Bank Ltd. | 2000 | 60142 |
|  | Miyoshi Oil & Fat Co. <br> Ltd.<br>| 1100 | 15696 |
|  | Mizuho Leasing Co. <br> Ltd.<br>| 15000 | 120169 |
|  | Mizuho Medy Co. <br> Ltd.<br>| 1200 | 12691 |
|  | Mizuno Corp. | 6000 | 108241 |
|  | Mochida <br> Pharmaceutical <br> Co. Ltd.<br>| 2600 | 49669 |
|  | Monogatari Corp. | 3600 | 90009 |
|  | MORESCO Corp. | 1100 | 9748 |
|  | Morinaga & Co. Ltd. | 9400 | 161969 |
|  | Morinaga Milk <br> Industry Co. Ltd.<br>| 10000 | 215861 |
|  | Moriroku Co. Ltd. | 1900 | 28902 |
|  | Morita Holdings <br> Corp.<br>| 3900 | 58961 |
|  | Morito Co. Ltd. | 2600 | 27390 |
| # | Mory Industries, Inc. | 4500 | 28016 |
|  | MOS Food Services, <br> Inc.<br>| 2500 | 62699 |
|  | MrMax Holdings Ltd. | 4600 | 22983 |
|  | Mugen Estate Co. <br> Ltd.<br>| 1600 | 21123 |
|  | m-up Holdings, Inc. | 4700 | 58717 |
|  | Murakami Corp. | 1000 | 43909 |
|  | Musashi Seimitsu <br> Industry Co. Ltd.<br>| 5800 | 130848 |
|  | Musashino Bank Ltd. | 4100 | 110301 |
|  | Nabtesco Corp. | 1900 | 47594 |
| # | NAC Co. Ltd. | 2200 | 7459 |
| # | Nachi-Fujikoshi <br> Corp.<br>| 2600 | 66509 |
|  | Nafco Co. Ltd. | 2100 | 27222 |
|  | Nagano Keiki Co. <br> Ltd.<br>| 2100 | 31945 |
|  | Nagase & Co. Ltd. | 9100 | 198728 |
|  | Nagase Brothers, <br> Inc.<br>| 900 | 13103 |
|  | Nagoya Railroad Co. <br> Ltd.<br>| 20600 | 225343 |
|  | Nakabayashi Co. <br> Ltd.<br>| 3300 | 12324 |
| # | Nakamoto Packs Co. <br> Ltd.<br>| 700 | 8231 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Nakamuraya Co. <br> Ltd.<br>| 600 | $11836 |
|  | Nakanishi, Inc. | 9300 | 123134 |
|  | Nakayama Steel <br> Works Ltd.<br>| 3500 | 13987 |
|  | Namura Shipbuilding <br> Co. Ltd.<br>| 7996 | 271193 |
|  | Nankai Electric <br> Railway Co. Ltd.<br>| 10900 | 196889 |
|  | Nanto Bank Ltd. | 3500 | 116408 |
|  | Natori Co. Ltd. | 1400 | 17663 |
|  | NEC Capital <br> Solutions Ltd.<br>| 900 | 22237 |
|  | Neturen Co. Ltd. | 3800 | 29374 |
|  | New Art Holdings Co. <br> Ltd.<br>| 1100 | 10227 |
|  | New Japan Chemical <br> Co. Ltd.<br>| 6200 | 9044 |
| # | Nextage Co. Ltd. | 6300 | 94669 |
| #\* | NexTone, Inc. | 500 | 7117 |
| # | NF Holdings Corp. | 600 | 4842 |
|  | NHK Spring Co. Ltd. | 7589 | 142278 |
|  | Nice Corp. | 1300 | 14964 |
|  | Nichia Steel Works <br> Ltd.<br>| 4000 | 9746 |
|  | Nichias Corp. | 6400 | 238811 |
| # | Nichiban Co. Ltd. | 1500 | 18591 |
|  | Nichicon Corp. | 5900 | 59197 |
|  | Nichiden Corp. | 1800 | 28975 |
|  | Nichiha Corp. | 3300 | 58697 |
|  | Nichimo Co. Ltd. | 1000 | 16161 |
|  | Nichirei Corp. | 16800 | 198868 |
|  | Nichireki Group Co. <br> Ltd.<br>| 3400 | 53481 |
|  | Nichirin Co. Ltd. | 1430 | 33276 |
|  | Nifco, Inc. | 6797 | 196974 |
|  | Nihon Dempa Kogyo <br> Co. Ltd.<br>| 2700 | 19720 |
|  | Nihon Dengi Co. Ltd. | 1200 | 42588 |
|  | Nihon Denkei Co. <br> Ltd.<br>| 1050 | 13872 |
| # | Nihon Flush Co. Ltd. | 3200 | 16777 |
| # | Nihon House <br> Holdings Co. Ltd.<br>| 5600 | 10780 |
|  | Nihon Kagaku <br> Sangyo Co. Ltd.<br>| 1900 | 27547 |
|  | Nihon M&A Center <br> Holdings, Inc.<br>| 40900 | 192630 |
|  | Nihon Nohyaku Co. <br> Ltd.<br>| 6100 | 34135 |
|  | Nihon Parkerizing <br> Co. Ltd.<br>| 11000 | 95542 |
|  | Nihon Plast Co. Ltd. | 1700 | 4504 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Nihon Tokushu Toryo <br> Co. Ltd.<br>| 1400 | $18949 |
|  | Nihon Yamamura <br> Glass Co. Ltd.<br>| 800 | 13825 |
|  | Nikkiso Co. Ltd. | 6200 | 60611 |
|  | Nikko Co. Ltd. | 4200 | 20827 |
| # | Nikkon Holdings Co. <br> Ltd.<br>| 13800 | 311246 |
|  | Nikon Corp. | 2800 | 32655 |
|  | Nippn Corp. | 7000 | 99519 |
|  | Nippon Air <br> Conditioning <br> Services Co. Ltd.<br>| 4600 | 39111 |
|  | Nippon Aqua Co. <br> Ltd.<br>| 1700 | 10301 |
| # | Nippon Beet Sugar <br> Manufacturing Co. <br> Ltd.<br>| 1800 | 34889 |
|  | Nippon Carbide <br> Industries Co., Inc.<br>| 1100 | 15142 |
| # | Nippon Carbon Co. <br> Ltd.<br>| 1200 | 33748 |
|  | Nippon Chemical <br> Industrial Co. Ltd.<br>| 1300 | 23596 |
| \* | Nippon Chemi-Con <br> Corp.<br>| 2900 | 29265 |
| #\* | Nippon Coke & <br> Engineering Co. <br> Ltd.<br>| 32300 | 19868 |
| # | Nippon Concrete <br> Industries Co. Ltd.<br>| 8400 | 17585 |
|  | Nippon Denko Co. <br> Ltd.<br>| 15100 | 32958 |
|  | Nippon Densetsu <br> Kogyo Co. Ltd.<br>| 4700 | 87682 |
|  | Nippon Electric Glass <br> Co. Ltd.<br>| 10000 | 336668 |
|  | Nippon Gas Co. Ltd. | 11500 | 220151 |
|  | Nippon Hume Corp. | 3300 | 66526 |
|  | Nippon Kayaku Co. <br> Ltd.<br>| 25100 | 229525 |
|  | Nippon Kodoshi <br> Corp.<br>| 400 | 7059 |
|  | Nippon Light Metal <br> Holdings Co. Ltd.<br>| 9580 | 139507 |
|  | Nippon Paper <br> Industries Co. Ltd.<br>| 20000 | 149630 |
|  | Nippon Parking <br> Development Co. <br> Ltd.<br>| 23500 | 41179 |
|  | Nippon Rietec Co. <br> Ltd.<br>| 1500 | 20016 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Nippon Seiki Co. <br> Ltd.<br>| 5800 | $67022 |
|  | Nippon Seisen Co. <br> Ltd.<br>| 1500 | 10763 |
|  | Nippon Sharyo Ltd. | 1200 | 25994 |
| \* | Nippon Sheet Glass <br> Co. Ltd.<br>| 12000 | 44896 |
|  | Nippon Shinyaku Co. <br> Ltd.<br>| 6500 | 136003 |
|  | Nippon Shokubai Co. <br> Ltd.<br>| 16800 | 194650 |
|  | Nippon Signal Co. <br> Ltd.<br>| 7000 | 57237 |
|  | Nippon Soda Co. <br> Ltd.<br>| 5600 | 124146 |
|  | Nippon Thompson <br> Co. Ltd.<br>| 6500 | 28146 |
|  | Nippon Yakin Kogyo <br> Co. Ltd.<br>| 1660 | 45993 |
|  | Nipro Corp. | 17500 | 170824 |
|  | Nishikawa Rubber <br> Co. Ltd.<br>| 3800 | 69940 |
|  | Nishimatsu <br> Construction Co. <br> Ltd.<br>| 3200 | 109919 |
|  | Nishi-Nippon <br> Financial Holdings, <br> Inc.<br>| 15100 | 258033 |
|  | Nishi-Nippon Railroad <br> Co. Ltd.<br>| 7200 | 104593 |
|  | Nishio Holdings Co. <br> Ltd.<br>| 2600 | 73967 |
| # | Nissan Shatai Co. <br> Ltd.<br>| 13100 | 87218 |
|  | Nissei ASB Machine <br> Co. Ltd.<br>| 1000 | 44294 |
| # | Nissei Plastic <br> Industrial Co. Ltd.<br>| 1400 | 7715 |
|  | Nissha Co. Ltd. | 4900 | 42572 |
|  | Nisshin Group <br> Holdings Co. Ltd.<br>| 5400 | 21089 |
|  | Nisshin Oillio Group <br> Ltd.<br>| 3100 | 102428 |
|  | Nisshinbo Holdings, <br> Inc.<br>| 17536 | 138583 |
| # | Nisso Holdings Co. <br> Ltd.<br>| 2300 | 9596 |
|  | Nissui Corp. | 35600 | 248026 |
|  | Nitta Corp. | 2600 | 68153 |
|  | Nitta Gelatin, Inc. | 2000 | 12849 |
| # | Nittetsu Mining Co. <br> Ltd.<br>| 8000 | 87623 |
|  | Nitto Boseki Co. Ltd. | 1400 | 79022 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Nitto Fuji Flour Milling <br> Co. Ltd.<br>| 400 | $18023 |
| # | Nitto Kogyo Corp. | 3700 | 88605 |
|  | Nitto Kohki Co. Ltd. | 1300 | 14436 |
| # | Nitto Seiko Co. Ltd. | 6200 | 27685 |
|  | Nittoc Construction <br> Co. Ltd.<br>| 3500 | 27797 |
| # | Nittoku Co. Ltd. | 1300 | 20541 |
|  | Noda Corp. | 800 | 3648 |
|  | Noevir Holdings Co. <br> Ltd.<br>| 1600 | 45407 |
|  | Nojima Corp. | 20100 | 148415 |
|  | NOK Corp. | 3135 | 55667 |
|  | Noritake Co. Ltd. | 2800 | 87705 |
|  | Noritsu Koki Co. Ltd. | 8700 | 94439 |
|  | Noritz Corp. | 4000 | 51938 |
|  | North Pacific Bank <br> Ltd.<br>| 32300 | 151272 |
|  | NPC, Inc. | 3700 | 17202 |
|  | NPR-RIKEN Corp. | 3314 | 67102 |
|  | NS Tool Co. Ltd. | 2000 | 9930 |
|  | NS United Kaiun <br> Kaisha Ltd.<br>| 1700 | 60777 |
|  | NSD Co. Ltd. | 8060 | 172207 |
|  | NSK Ltd. | 47399 | 238844 |
|  | NSW, Inc. | 1200 | 19332 |
|  | NTN Corp. | 51500 | 114976 |
| \* | Nxera Pharma Co. <br> Ltd.<br>| 8100 | 47118 |
|  | Oat Agrio Co. Ltd. | 900 | 12795 |
|  | Obara Group, Inc. | 1600 | 43500 |
| # | Oenon Holdings, Inc. | 5000 | 16729 |
|  | Ogaki Kyoritsu Bank <br> Ltd.<br>| 4200 | 100540 |
| # | Ohara, Inc. | 700 | 5164 |
|  | Ohashi Technica, <br> Inc.<br>| 1700 | 22560 |
|  | Ohba Co. Ltd. | 1400 | 10091 |
|  | Ohmoto Gumi Co. <br> Ltd.<br>| 1800 | 16835 |
|  | Ohsho Food Service <br> Corp.<br>| 5400 | 118028 |
|  | Oiles Corp. | 2973 | 43549 |
|  | Oita Bank Ltd. | 1600 | 52809 |
|  | Okabe Co. Ltd. | 4000 | 23801 |
|  | Okamoto Industries, <br> Inc.<br>| 1200 | 39271 |
|  | Okamoto Machine <br> Tool Works Ltd.<br>| 700 | 21769 |
|  | Okamura Corp. | 7900 | 115569 |
|  | Okasan Securities <br> Group, Inc.<br>| 19900 | 89182 |
|  | Oki Electric Industry <br> Co. Ltd.<br>| 11500 | 137394 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Okinawa Cellular <br> Telephone Co.<br>| 5000 | $83353 |
| # | Okinawa Electric <br> Power Co., Inc.<br>| 5325 | 34894 |
|  | Okinawa Financial <br> Group, Inc.<br>| 2860 | 71276 |
|  | OKUMA Corp. | 6200 | 138029 |
|  | Okumura Corp. | 3500 | 110951 |
|  | Okura Industrial Co. <br> Ltd.<br>| 1400 | 45086 |
|  | Okuwa Co. Ltd. | 3000 | 16179 |
| # | Onoken Co. Ltd. | 2900 | 25891 |
|  | Onward Holdings Co. <br> Ltd.<br>| 12700 | 53299 |
|  | Ootoya Holdings Co. <br> Ltd.<br>| 700 | 25599 |
|  | Open Up Group, Inc. | 7200 | 80319 |
|  | Optex Group Co. <br> Ltd.<br>| 3800 | 57365 |
| #\* | Optim Corp. | 1200 | 4349 |
| # | Optimus Group Co. <br> Ltd.<br>| 4600 | 10013 |
|  | Optorun Co. Ltd. | 3600 | 39638 |
|  | Organo Corp. | 2200 | 188802 |
|  | Orient Corp. | 4810 | 30061 |
|  | Oriental Shiraishi <br> Corp.<br>| 13900 | 38281 |
| # | Oro Co. Ltd. | 700 | 10681 |
| # | Osaka Organic <br> Chemical Industry <br> Ltd.<br>| 1800 | 44683 |
| # | Osaka Steel Co. Ltd. | 1500 | 25232 |
| # | OSAKA Titanium <br> Technologies Co. <br> Ltd.<br>| 2800 | 48219 |
| # | Osaki Electric Co. <br> Ltd.<br>| 6000 | 48626 |
|  | OSG Corp. | 10600 | 153682 |
|  | OUG Holdings, Inc. | 500 | 12542 |
|  | Oyo Corp. | 2700 | 50385 |
| # | Ozu Corp. | 600 | 6641 |
|  | Pacific Industrial Co. <br> Ltd.<br>| 6100 | 121650 |
| # | Pacific Metals Co. <br> Ltd.<br>| 2400 | 31879 |
|  | Pack Corp. | 4200 | 32725 |
|  | PAL GROUP <br> Holdings Co. Ltd.<br>| 7400 | 95219 |
|  | PALTAC Corp. | 2900 | 85528 |
|  | Paramount Bed <br> Holdings Co. Ltd.<br>| 5200 | 119084 |
| # | Park24 Co. Ltd. | 12800 | 149590 |
|  | Parker Corp. | 2400 | 17427 |
|  | Pasona Group, Inc. | 3900 | 48226 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Pegasus Co. Ltd. | 2600 | $13891 |
|  | Penta-Ocean <br> Construction Co. <br> Ltd.<br>| 30200 | 276481 |
| # | People Dreams & <br> Technologies <br> Group Co. Ltd.<br>| 900 | 9362 |
| \* | PeptiDream, Inc. | 1801 | 18235 |
|  | Pharma Foods <br> International Co. <br> Ltd.<br>| 3100 | 15996 |
|  | PHC Holdings Corp. | 1000 | 6537 |
| \* | PIA Corp. | 800 | 15591 |
|  | Pickles Holdings Co. <br> Ltd.<br>| 2400 | 17110 |
| # | Pigeon Corp. | 15000 | 169674 |
|  | PILLAR Corp. | 2000 | 62983 |
|  | Pilot Corp. | 3800 | 114745 |
|  | Piolax, Inc. | 2300 | 25628 |
| #\* | PKSHA Technology, <br> Inc.<br>| 1600 | 46309 |
| # | Plus Alpha <br> Consulting Co. <br> Ltd.<br>| 3500 | 53655 |
| # | Pole To Win <br> Holdings, Inc.<br>| 5100 | 10930 |
| # | Port, Inc. | 1800 | 22854 |
|  | Premium Group Co. <br> Ltd.<br>| 4800 | 61448 |
|  | Premium Water <br> Holdings, Inc.<br>| 400 | 8594 |
|  | Press Kogyo Co. <br> Ltd.<br>| 9000 | 38143 |
|  | Prestige International, <br> Inc.<br>| 15500 | 66564 |
|  | Prima Meat Packers <br> Ltd.<br>| 3000 | 48192 |
|  | Procrea Holdings, <br> Inc.<br>| 3104 | 34858 |
| # | Pronexus, Inc. | 2300 | 16305 |
|  | Pro-Ship, Inc. | 1800 | 17419 |
|  | PS Construction Co. <br> Ltd.<br>| 1110 | 13018 |
|  | Punch Industry Co. <br> Ltd.<br>| 2600 | 6840 |
|  | QB Net Holdings Co. <br> Ltd.<br>| 1400 | 12323 |
|  | Qol Holdings Co. <br> Ltd.<br>| 3800 | 47912 |
|  | Quick Co. Ltd. | 2200 | 33547 |
| # | Raccoon Holdings, <br> Inc.<br>| 2900 | 12537 |
|  | Raito Kogyo Co. Ltd. | 4700 | 98361 |
|  | Raiznext Corp. | 4600 | 57153 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Raksul, Inc. | 7500 | $51492 |
|  | Rakus Co. Ltd. | 10600 | 85572 |
|  | Rasa Corp. | 1400 | 14992 |
|  | Rasa Industries Ltd. | 800 | 26065 |
|  | Relo Group, Inc. | 9600 | 103343 |
| # | Renaissance, Inc. | 1600 | 10905 |
|  | Rengo Co. Ltd. | 25300 | 154088 |
| #\* | RENOVA, Inc. | 6700 | 35898 |
|  | Resorttrust, Inc. | 23000 | 271036 |
|  | Restar Corp. | 2800 | 46843 |
|  | Retail Partners Co. <br> Ltd.<br>| 3200 | 26733 |
|  | Rheon Automatic <br> Machinery Co. <br> Ltd.<br>| 2000 | 18758 |
|  | Ricoh Leasing Co. <br> Ltd.<br>| 1500 | 55088 |
| # | Ride On Express <br> Holdings Co. Ltd.<br>| 1200 | 7786 |
|  | Riken Keiki Co. Ltd. | 3000 | 68328 |
|  | Riken Technos Corp. | 5600 | 50760 |
|  | Riken Vitamin Co. <br> Ltd.<br>| 2200 | 39939 |
| # | Ringer Hut Co. Ltd. | 1800 | 25960 |
|  | Rion Co. Ltd. | 1400 | 22692 |
|  | Riso Kagaku Corp. | 2000 | 15160 |
| # | Riso Kyoiku Group <br> Corp.<br>| 5580 | 7126 |
| # | Rix Corp. | 700 | 16909 |
| # | Rock Field Co. Ltd. | 1100 | 10124 |
| # | Rokko Butter Co. <br> Ltd.<br>| 1700 | 12943 |
|  | Roland Corp. | 2000 | 42369 |
|  | Rorze Corp. | 7700 | 107225 |
|  | Round One Corp. | 16100 | 115601 |
|  | Royal Holdings Co. <br> Ltd.<br>| 2700 | 44841 |
|  | Ryobi Ltd. | 3200 | 57126 |
|  | RYODEN Corp. | 2300 | 47651 |
|  | Ryoyo Ryosan <br> Holdings, Inc.<br>| 2892 | 55726 |
|  | S Foods, Inc. | 2300 | 37329 |
|  | S&B Foods, Inc. | 2000 | 43212 |
| # | Sac's Bar Holdings, <br> Inc.<br>| 3250 | 16510 |
|  | Sagami Rubber <br> Industries Co. Ltd.<br>| 1000 | 5702 |
|  | Saibu Gas Holdings <br> Co. Ltd.<br>| 2800 | 33567 |
|  | Saizeriya Co. Ltd. | 2300 | 75205 |
|  | Sakai Chemical <br> Industry Co. Ltd.<br>| 2200 | 40594 |
|  | Sakai Heavy <br> Industries Ltd.<br>| 1200 | 15977 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Sakai Moving Service <br> Co. Ltd.<br>| 3400 | $62161 |
|  | Sakata INX Corp. | 5200 | 76761 |
|  | Sakata Seed Corp. | 1100 | 28185 |
|  | Sala Corp. | 7300 | 49740 |
| # | Samco, Inc. | 900 | 24149 |
|  | San Holdings, Inc. | 4400 | 42874 |
|  | San ju San Financial <br> Group, Inc.<br>| 2700 | 63860 |
|  | San-A Co. Ltd. | 5000 | 86973 |
|  | San-Ai Obbli Co. <br> Ltd.<br>| 6600 | 87416 |
|  | Sangetsu Corp. | 5000 | 97769 |
|  | San-In Godo Bank <br> Ltd.<br>| 16200 | 142441 |
| \* | Sanken Electric Co. <br> Ltd.<br>| 2400 | 115353 |
|  | Sanki Engineering <br> Co. Ltd.<br>| 5000 | 171830 |
|  | Sanko Gosei Ltd. | 2900 | 15830 |
|  | Sankyo Frontier Co. <br> Ltd.<br>| 1200 | 15616 |
|  | Sankyo Seiko Co. <br> Ltd.<br>| 4000 | 17485 |
| # | Sankyo Tateyama, <br> Inc.<br>| 2800 | 10924 |
|  | Sankyu, Inc. | 3418 | 174523 |
|  | Sanoh Industrial Co. <br> Ltd.<br>| 5400 | 32126 |
| \* | Sansan, Inc. | 5400 | 63699 |
|  | Sansei Technologies, <br> Inc.<br>| 1200 | 17627 |
|  | Sansha Electric <br> Manufacturing Co. <br> Ltd.<br>| 800 | 4689 |
|  | Sanshin Electronics <br> Co. Ltd.<br>| 2000 | 37918 |
| # | Santec Holdings <br> Corp.<br>| 600 | 35422 |
|  | Sanyo Chemical <br> Industries Ltd.<br>| 1600 | 43534 |
|  | Sanyo Denki Co. <br> Ltd.<br>| 3000 | 76713 |
|  | Sanyo Electric <br> Railway Co. Ltd.<br>| 3300 | 42887 |
|  | Sanyo Shokai Ltd. | 1900 | 39199 |
|  | Sanyo Trading Co. <br> Ltd.<br>| 2600 | 26763 |
|  | Sato Corp. | 3000 | 42581 |
| # | Sato Shoji Corp. | 2600 | 36279 |
| # | Satori Electric Co. <br> Ltd.<br>| 2600 | 32351 |
|  | Sawai Group <br> Holdings Co. Ltd.<br>| 13800 | 164803 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | SAXA, Inc. | 400 | $13960 |
| #\* | SBI ARUHI Corp. | 1300 | 6735 |
| # | SBI Global Asset <br> Management Co. <br> Ltd.<br>| 6200 | 23842 |
|  | SBI Insurance Group <br> Co. Ltd.<br>| 1200 | 12073 |
|  | SBS Holdings, Inc. | 2300 | 50581 |
|  | Scroll Corp. | 4700 | 33406 |
|  | SEC Carbon Ltd. | 1000 | 13844 |
|  | Seed Co. Ltd. | 1500 | 5527 |
|  | Segue Group Co. <br> Ltd.<br>| 1700 | 7082 |
|  | Seika Corp. | 4800 | 71565 |
|  | Seikagaku Corp. | 5200 | 22153 |
| # | Seikitokyu Kogyo Co. <br> Ltd.<br>| 1400 | 13469 |
|  | Seiko Group Corp. | 3300 | 151549 |
|  | Seino Holdings Co. <br> Ltd.<br>| 3000 | 42396 |
|  | Seiren Co. Ltd. | 5100 | 104439 |
|  | Sekisui Jushi Corp. | 3700 | 49474 |
|  | Sekisui Kasei Co. <br> Ltd.<br>| 3500 | 8032 |
|  | SEMITEC Corp. | 800 | 12290 |
|  | Senko Group <br> Holdings Co. Ltd.<br>| 12500 | 163152 |
|  | Senshu Electric Co. <br> Ltd.<br>| 2000 | 58583 |
|  | Senshu Ikeda <br> Holdings, Inc.<br>| 29200 | 126037 |
| #\* | Senshukai Co. Ltd. | 3000 | 4415 |
| # | SERAKU Co. Ltd. | 1100 | 10595 |
|  | Seria Co. Ltd. | 4800 | 91401 |
|  | Seven Bank Ltd. | 65200 | 119773 |
| # | SFP Holdings Co. <br> Ltd.<br>| 1400 | 18350 |
|  | Sharingtechnology, <br> Inc.<br>| 2400 | 14535 |
| \* | Sharp Corp. | 8600 | 47740 |
|  | Shibaura Machine <br> Co. Ltd.<br>| 2500 | 69423 |
|  | Shibaura <br> Mechatronics <br> Corp.<br>| 1200 | 141347 |
|  | Shibusawa Logistics <br> Corp.<br>| 4800 | 34458 |
|  | Shibuya Corp. | 2000 | 44370 |
| \* | SHIFT, Inc. | 18000 | 124075 |
|  | Shiga Bank Ltd. | 4699 | 189813 |
|  | Shikibo Ltd. | 900 | 5857 |
|  | Shikoku Bank Ltd. | 5400 | 50963 |
|  | Shikoku Electric <br> Power Co., Inc.<br>| 18800 | 167853 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Shikoku Kasei <br> Holdings Corp.<br>| 4600 | $81887 |
|  | Shima Seiki <br> Manufacturing Ltd.<br>| 3200 | 20582 |
|  | Shimadaya Corp. | 900 | 10293 |
| # | Shimizu Bank Ltd. | 2400 | 31352 |
|  | Shimojima Co. Ltd. | 1200 | 10043 |
|  | Shin Nippon Air <br> Technologies Co. <br> Ltd.<br>| 2400 | 47927 |
|  | Shinagawa Refra Co. <br> Ltd.<br>| 4500 | 53934 |
|  | Shindengen Electric <br> Manufacturing Co. <br> Ltd.<br>| 1400 | 31794 |
|  | Shin-Etsu Polymer <br> Co. Ltd.<br>| 5000 | 62615 |
| # | Shinko Shoji Co. Ltd. | 4000 | 26415 |
|  | Shinmaywa <br> Industries Ltd.<br>| 7700 | 100138 |
|  | Shinnihon Corp. | 3400 | 39077 |
|  | Shinnihonseiyaku Co. <br> Ltd.<br>| 500 | 7008 |
|  | Shinsho Corp. | 3000 | 45202 |
| # | Shinwa Co. Ltd. <br> (3447 JP)<br>| 1700 | 9159 |
|  | Shinwa Co. Ltd. <br> (7607 JP)<br>| 1500 | 29893 |
|  | Ship Healthcare <br> Holdings, Inc.<br>| 9600 | 143611 |
|  | Shizuoka Gas Co. <br> Ltd.<br>| 5100 | 37294 |
|  | SHO-BOND Holdings <br> Co. Ltd.<br>| 3400 | 107887 |
|  | Shoei Co. Ltd. | 6000 | 63733 |
| # | Shoei Foods Corp. | 600 | 15337 |
|  | Showa Sangyo Co. <br> Ltd.<br>| 2000 | 38177 |
|  | Sigma Koki Co. Ltd. | 700 | 6810 |
|  | SIGMAXYZ Holdings, <br> Inc.<br>| 6800 | 38562 |
|  | Siix Corp. | 3600 | 32287 |
| \* | Simplex Holdings, <br> Inc.<br>| 2900 | 80863 |
|  | Sinanen Holdings Co. <br> Ltd.<br>| 1000 | 40046 |
|  | Sinfonia Technology <br> Co. Ltd.<br>| 3599 | 247708 |
|  | Sinko Industries Ltd. | 7200 | 60154 |
|  | Sintokogio Ltd. | 5338 | 35748 |
|  | SK Kaken Co. Ltd. | 200 | 11766 |
| # | SK-Electronics Co. <br> Ltd.<br>| 1300 | 25088 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | SKY Perfect JSAT <br> Holdings, Inc.<br>| 20600 | $202703 |
| # | Smaregi, Inc. | 600 | 11064 |
| # | SMK Corp. | 500 | 7348 |
|  | SMS Co. Ltd. | 7700 | 66367 |
| # | Socionext, Inc. | 8453 | 190231 |
|  | Soda Nikka Co. Ltd. | 3100 | 20075 |
|  | Sodick Co. Ltd. | 5800 | 36673 |
|  | Soft99 Corp. | 2300 | 58680 |
|  | Softcreate Holdings <br> Corp.<br>| 1800 | 24901 |
|  | Software Service, <br> Inc.<br>| 400 | 35558 |
|  | Soken Chemical & <br> Engineering Co. <br> Ltd.<br>| 1600 | 24743 |
|  | Solasto Corp. | 6800 | 22220 |
|  | Soliton Systems KK | 1500 | 16677 |
|  | Sotetsu Holdings, <br> Inc.<br>| 9700 | 162604 |
|  | Sotoh Co. Ltd. | 600 | 2962 |
|  | Space Co. Ltd. | 4280 | 37936 |
|  | Sparx Group Co. <br> Ltd.<br>| 2360 | 23806 |
|  | SPK Corp. | 1000 | 14505 |
| # | S-Pool, Inc. | 900 | 1652 |
|  | Sprix, Inc. | 1600 | 14221 |
|  | SRA Holdings | 1000 | 32400 |
|  | SRE Holdings Corp. | 1600 | 29268 |
| # | SRS Holdings Co. <br> Ltd.<br>| 2500 | 18590 |
|  | ST Corp. | 2100 | 21361 |
|  | ST HD Co. Ltd. | 1840 | 31049 |
| # | St. Care Holding <br> Corp.<br>| 2600 | 13985 |
|  | St. Marc Holdings <br> Co. Ltd.<br>| 1700 | 29368 |
|  | Stanley Electric Co. <br> Ltd.<br>| 6400 | 125710 |
|  | Star Mica Holdings <br> Co. Ltd.<br>| 3600 | 26569 |
|  | Star Micronics Co. <br> Ltd.<br>| 5000 | 53885 |
|  | Starts Corp., Inc. | 3800 | 118043 |
|  | Starzen Co. Ltd. | 6000 | 45146 |
|  | Stella Chemifa Corp. | 1500 | 39817 |
|  | Step Co. Ltd. | 1500 | 23603 |
|  | Strike Co. Ltd. | 2300 | 56661 |
| # | Studio Alice Co. Ltd. | 1100 | 14493 |
|  | Subaru Enterprise <br> Co. Ltd.<br>| 1000 | 21304 |
| # | Sugimoto & Co. Ltd. | 3000 | 35134 |
|  | SUMCO Corp. | 26700 | 272095 |
|  | Sumida Corp. | 3300 | 23978 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Suminoe Co. Ltd. | 1800 | $14120 |
|  | Sumitomo Bakelite <br> Co. Ltd.<br>| 2000 | 66524 |
|  | Sumitomo Densetsu <br> Co. Ltd.<br>| 2200 | 138444 |
|  | Sumitomo Heavy <br> Industries Ltd.<br>| 10000 | 267366 |
|  | Sumitomo Osaka <br> Cement Co. Ltd.<br>| 4000 | 99921 |
|  | Sumitomo Riko Co. <br> Ltd.<br>| 5000 | 84613 |
| # | Sumitomo Rubber <br> Industries Ltd.<br>| 12200 | 142879 |
|  | Sumitomo Seika <br> Chemicals Co. <br> Ltd.<br>| 900 | 27877 |
|  | Sumitomo <br> Warehouse Co. <br> Ltd.<br>| 7300 | 153970 |
|  | Sun Frontier <br> Fudousan Co. Ltd.<br>| 3700 | 54811 |
| # | Suncall Corp. | 1500 | 9827 |
| # | Sun-Wa Technos <br> Corp.<br>| 1500 | 26052 |
|  | Suruga Bank Ltd. | 20500 | 205207 |
| # | Suzuden Corp. | 1100 | 11950 |
|  | Suzuken Co. Ltd. | 3500 | 132918 |
|  | Suzuki Co. Ltd. | 1400 | 19565 |
|  | SWCC Corp. | 4300 | 208919 |
|  | System Research <br> Co. Ltd.<br>| 1200 | 15815 |
|  | System Support <br> Holdings, Inc.<br>| 1000 | 19723 |
|  | Systena Corp. | 34600 | 119071 |
|  | Syuppin Co. Ltd. | 1800 | 14842 |
|  | T Hasegawa Co. Ltd. | 3100 | 54314 |
|  | T RAD Co. Ltd. | 1100 | 49767 |
|  | Tachibana Eletech <br> Co. Ltd.<br>| 2500 | 45925 |
|  | Tachikawa Corp. | 2700 | 33124 |
|  | Tachi-S Co. Ltd. | 4300 | 54507 |
|  | Tadano Ltd. | 13200 | 91677 |
|  | Taihei Dengyo Kaisha <br> Ltd.<br>| 6000 | 84129 |
|  | Taiheiyo Cement <br> Corp.<br>| 400 | 10853 |
|  | Taiho Kogyo Co. Ltd. | 1900 | 8429 |
|  | Taikisha Ltd. | 5200 | 102949 |
|  | Taiko Bank Ltd. | 1100 | 12447 |
|  | Taisei Lamick Group <br> Head Quarter & <br> Innovation Co. <br> Ltd.<br>| 800 | 13684 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Taiyo Holdings Co. <br> Ltd.<br>| 3500 | $187227 |
|  | Taiyo Yuden Co. Ltd. | 14500 | 411826 |
|  | Takamatsu <br> Construction Group <br> Co. Ltd.<br>| 2100 | 46090 |
| # | Takamiya Co. Ltd. | 1700 | 4581 |
|  | Takaoka Toko Co. <br> Ltd.<br>| 1200 | 26725 |
|  | Takara & Co. Ltd. | 1500 | 39572 |
|  | Takara Bio, Inc. | 5600 | 33489 |
|  | Takara Holdings, Inc. | 18700 | 190464 |
|  | Takara Standard Co. <br> Ltd.<br>| 4000 | 64606 |
|  | Takasago <br> International Corp.<br>| 10500 | 102617 |
|  | Takashimaya Co. <br> Ltd.<br>| 20800 | 222484 |
|  | Takasho Co. Ltd. | 1700 | 4641 |
|  | Takatori Corp. | 400 | 4404 |
|  | Take & Give Needs <br> Co. Ltd.<br>| 1300 | 6937 |
| # | TAKEBISHI Corp. | 1400 | 18561 |
|  | Takeuchi <br> Manufacturing Co. <br> Ltd.<br>| 3400 | 140174 |
| # | Taki Chemical Co. <br> Ltd.<br>| 500 | 11696 |
| # | Tama Home Co. Ltd. | 1900 | 44522 |
|  | Tamron Co. Ltd. | 16000 | 113625 |
|  | Tamura Corp. | 11000 | 37700 |
| #\* | Tanaka Chemical <br> Corp.<br>| 1600 | 4342 |
|  | Tanseisha Co. Ltd. | 5900 | 50901 |
|  | Taoka Chemical Co. <br> Ltd.<br>| 1000 | 7930 |
|  | Tayca Corp. | 1900 | 16192 |
| # | Tazmo Co. Ltd. | 1200 | 18483 |
| # | Tbk Co. Ltd. | 2800 | 5972 |
|  | TDC Soft, Inc. | 5200 | 45458 |
|  | TechMatrix Corp. | 5200 | 73543 |
| # | Techno Medica Co. <br> Ltd.<br>| 700 | 8524 |
|  | Techno Ryowa Ltd. | 1500 | 55060 |
|  | Techno Smart Corp. | 700 | 9446 |
|  | Teijin Ltd. | 21600 | 188968 |
|  | Teikoku Electric <br> Manufacturing Co. <br> Ltd.<br>| 2300 | 46055 |
| # | Teikoku Sen-I Co. <br> Ltd.<br>| 2900 | 64538 |
|  | Teikoku Tsushin <br> Kogyo Co. Ltd.<br>| 800 | 12820 |
|  | Tekken Corp. | 1800 | 42996 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Temairazu, Inc. | 400 | $8342 |
| # | Tenpos Holdings Co. <br> Ltd.<br>| 700 | 15722 |
| # | Tera Probe, Inc. | 500 | 18968 |
|  | Terasaki Electric Co. <br> Ltd.<br>| 700 | 21897 |
|  | TESEC Corp. | 700 | 9527 |
| # | Tess Holdings Co. <br> Ltd.<br>| 6500 | 14674 |
|  | Tigers Polymer Corp. | 1400 | 8783 |
|  | TKC Corp. | 2400 | 62794 |
|  | Toa Corp. (1885 JP) | 9600 | 147044 |
|  | Toa Corp. (6809 JP) | 2600 | 21301 |
|  | TOA ROAD Corp. | 3000 | 30212 |
|  | Toagosei Co. Ltd. | 12300 | 122014 |
|  | TOBISHIMA <br> HOLDINGS, Inc.<br>| 3420 | 46709 |
|  | TOC Co. Ltd. | 6100 | 32227 |
|  | Tocalo Co. Ltd. | 8200 | 120178 |
|  | Tochigi Bank Ltd. | 12300 | 43852 |
|  | Toda Corp. | 25600 | 172461 |
| \* | Toda Kogyo Corp. | 200 | 1662 |
|  | Toei Co. Ltd. | 400 | 14219 |
|  | Toenec Corp. | 7000 | 75970 |
|  | Toho Bank Ltd. | 24400 | 72210 |
|  | Toho Co. Ltd. (8142 <br> JP)<br>| 900 | 19354 |
|  | Toho Gas Co. Ltd. | 4300 | 128398 |
|  | Toho Holdings Co. <br> Ltd.<br>| 2000 | 64138 |
| # | Toho Titanium Co. <br> Ltd.<br>| 4500 | 46121 |
| #\* | Toho Zinc Co. Ltd. | 2700 | 11771 |
|  | Tohoku Bank Ltd. | 800 | 6865 |
| # | Tohokushinsha Film <br> Corp.<br>| 5400 | 21142 |
|  | Tokai Carbon Co. <br> Ltd.<br>| 25500 | 170820 |
|  | Tokai Corp. | 2500 | 34633 |
|  | TOKAI Holdings <br> Corp.<br>| 10700 | 70839 |
|  | Tokai Rika Co. Ltd. | 6900 | 123954 |
|  | Tokai Tokyo Financial <br> Holdings, Inc.<br>| 25100 | 93005 |
|  | Token Corp. | 880 | 80729 |
|  | Tokushu Tokai Paper <br> Co. Ltd.<br>| 2754 | 26498 |
|  | Tokuyama Corp. | 6900 | 171303 |
|  | Tokyo Base Co. Ltd. | 2400 | 7070 |
|  | Tokyo Electron <br> Device Ltd.<br>| 2400 | 46891 |
|  | Tokyo Energy & <br> Systems, Inc.<br>| 4100 | 47262 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Tokyo Individualized <br> Educational <br> Institute, Inc.<br>| 3700 | $10680 |
|  | Tokyo Kiraboshi <br> Financial Group, <br> Inc.<br>| 3024 | 143987 |
|  | Tokyo Rope <br> Manufacturing Co. <br> Ltd.<br>| 600 | 5617 |
|  | Tokyo Sangyo Co. <br> Ltd.<br>| 2700 | 16335 |
|  | Tokyo Seimitsu Co. <br> Ltd.<br>| 3752 | 258113 |
|  | Tokyo Steel <br> Manufacturing Co. <br> Ltd.<br>| 6600 | 58236 |
|  | Tokyo Tekko Co. Ltd. | 1500 | 54816 |
| # | Tokyo Theatres Co., <br> Inc.<br>| 600 | 5640 |
|  | Tokyotokeiba Co. <br> Ltd.<br>| 1800 | 64543 |
|  | Tokyu Construction <br> Co. Ltd.<br>| 10400 | 70733 |
|  | Toli Corp. | 6000 | 24273 |
|  | Tomato Bank Ltd. | 900 | 8059 |
|  | Tomen Devices <br> Corp.<br>| 400 | 24440 |
| # | Tomoe Corp. | 3500 | 41106 |
| # | Tomoe Engineering <br> Co. Ltd.<br>| 3000 | 30845 |
|  | Tomoku Co. Ltd. | 1500 | 32037 |
|  | TOMONY Holdings, <br> Inc.<br>| 25600 | 113446 |
|  | Tomy Co. Ltd. | 8717 | 179324 |
|  | Topre Corp. | 4300 | 62332 |
|  | Topy Industries Ltd. | 1600 | 29542 |
| # | Torex Semiconductor <br> Ltd.<br>| 1100 | 11337 |
| # | Toridoll Holdings <br> Corp.<br>| 4600 | 133236 |
|  | Torigoe Co. Ltd. | 2500 | 17942 |
|  | Torishima Pump <br> Manufacturing Co. <br> Ltd.<br>| 2000 | 27118 |
|  | Tosei Corp. | 4200 | 89359 |
|  | Toshiba TEC Corp. | 3200 | 64590 |
|  | Tosho Co. Ltd. | 2800 | 14301 |
|  | Totech Corp. | 3600 | 74337 |
|  | Totetsu Kogyo Co. <br> Ltd.<br>| 3100 | 85083 |
|  | Tottori Bank Ltd. | 600 | 5233 |
|  | Toukei Computer Co. <br> Ltd.<br>| 1000 | 24858 |
|  | Tow Co. Ltd. | 4500 | 10810 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Towa Bank Ltd. | 7700 | $46377 |
|  | Towa Pharmaceutical <br> Co. Ltd.<br>| 3000 | 55228 |
|  | Toyo Corp. | 1200 | 12950 |
|  | Toyo Denki Seizo KK | 1000 | 13383 |
| # | Toyo Gosei Co. Ltd. | 600 | 27273 |
| # | Toyo Innovex Co. <br> Ltd.<br>| 2600 | 11175 |
|  | Toyo Kanetsu KK | 1200 | 35103 |
| # | Toyo Tanso Co. Ltd. | 1900 | 56843 |
|  | Toyobo Co. Ltd. | 18500 | 137322 |
|  | Toyoda Gosei Co. <br> Ltd.<br>| 6300 | 145812 |
|  | Toyota Boshoku <br> Corp.<br>| 7381 | 112229 |
|  | TPR Co. Ltd. | 6600 | 51832 |
|  | Transaction Co. Ltd. | 4800 | 31850 |
|  | Transcosmos, Inc. | 3300 | 78202 |
|  | TRE Holdings Corp. | 6356 | 63690 |
| # | Treasure Factory Co. <br> Ltd.<br>| 1400 | 15175 |
|  | Trenders, Inc. | 1600 | 8654 |
| # | Tri Chemical <br> Laboratories, Inc.<br>| 3600 | 69488 |
|  | Trial Holdings, Inc. | 2300 | 30683 |
|  | Trusco Nakayama <br> Corp.<br>| 5200 | 81986 |
|  | TS Tech Co. Ltd. | 11800 | 139851 |
|  | TSI Holdings Co. <br> Ltd.<br>| 8125 | 50417 |
| # | Tsubaki Nakashima <br> Co. Ltd.<br>| 9000 | 22721 |
|  | Tsubakimoto Chain <br> Co.<br>| 10500 | 146959 |
| # | Tsubakimoto Kogyo <br> Co. Ltd.<br>| 1200 | 21222 |
|  | Tsuburaya Fields <br> Holdings, Inc.<br>| 4100 | 57650 |
|  | Tsugami Corp. | 5000 | 88621 |
|  | Tsukada Global <br> Holdings, Inc.<br>| 1900 | 7743 |
|  | Tsukishima Holdings <br> Co. Ltd.<br>| 4000 | 66171 |
|  | Tsukuba Bank Ltd. | 5500 | 11244 |
|  | Tsumura & Co. | 7800 | 180933 |
|  | Tsurumi <br> Manufacturing Co. <br> Ltd.<br>| 4000 | 50408 |
|  | Tsutsumi Jewelry Co. <br> Ltd.<br>| 800 | 11732 |
|  | TV Asahi Holdings <br> Corp.<br>| 3400 | 69188 |
|  | Tv Tokyo Holdings <br> Corp.<br>| 1500 | 45170 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | UACJ Corp. | 16812 | $217091 |
|  | UBE Corp. | 12100 | 177882 |
|  | Ubicom Holdings, <br> Inc.<br>| 800 | 5947 |
|  | Uchida Yoko Co. Ltd. | 1200 | 80902 |
| # | ULS Group, Inc. | 3000 | 14419 |
|  | Ultrafabrics Holdings <br> Co. Ltd.<br>| 600 | 2997 |
|  | Ulvac, Inc. | 4500 | 204117 |
|  | U-Next Holdings Co. <br> Ltd.<br>| 6600 | 87114 |
|  | Unipres Corp. | 5500 | 42696 |
|  | United Arrows Ltd. | 2700 | 33722 |
|  | United Super Markets <br> Holdings, Inc.<br>| 7321 | 39084 |
| # | UNITED, Inc. | 2400 | 7918 |
| \* | Universal <br> Entertainment <br> Corp.<br>| 3800 | 21286 |
|  | User Local, Inc. | 600 | 7625 |
|  | Ushio, Inc. | 11800 | 195641 |
|  | UT Group Co. Ltd. | 4300 | 76571 |
|  | V Technology Co. <br> Ltd.<br>| 1500 | 33699 |
|  | Valor Holdings Co. <br> Ltd.<br>| 4800 | 87866 |
|  | Valqua Ltd. | 2100 | 52832 |
| # | Value HR Co. Ltd. | 1400 | 15348 |
|  | ValueCommerce Co. <br> Ltd.<br>| 2300 | 10031 |
|  | Vector, Inc. | 3300 | 24878 |
|  | Vertex Corp. | 3600 | 32214 |
|  | Vision, Inc. | 5000 | 39680 |
| \* | Visional, Inc. | 1600 | 111092 |
|  | Vital KSK Holdings, <br> Inc.<br>| 5900 | 47540 |
|  | VT Holdings Co. Ltd. | 7400 | 23359 |
|  | Wacoal Holdings <br> Corp.<br>| 2200 | 76717 |
|  | Wacom Co. Ltd. | 5600 | 30396 |
|  | Wakachiku <br> Construction Co. <br> Ltd.<br>| 1700 | 52879 |
|  | Wakita & Co. Ltd. | 3700 | 42578 |
|  | Warabeya Nichiyo <br> Holdings Co. Ltd.<br>| 2500 | 50548 |
| # | Watahan & Co. Ltd. | 2000 | 18562 |
|  | WATAMI Co. Ltd. | 1100 | 6453 |
|  | WDB Holdings Co. <br> Ltd.<br>| 1100 | 11517 |
|  | WDI Corp. | 600 | 11712 |
|  | Weathernews, Inc. | 1400 | 36493 |
|  | Wellneo Sugar Co. <br> Ltd.<br>| 2100 | 34342 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Wellnet Corp. | 2300 | $9718 |
|  | West Holdings Corp. | 3408 | 32596 |
|  | Will Group, Inc. | 1500 | 9913 |
| \* | WingArc1st, Inc. | 2600 | 56636 |
| # | Wood One Co. Ltd. | 600 | 3344 |
|  | World Co. Ltd. | 2800 | 49133 |
|  | World Holdings Co. <br> Ltd.<br>| 1000 | 16255 |
|  | Wowow, Inc. | 800 | 7542 |
| \* | W-Scope Corp. | 7000 | 11453 |
| # | Xebio Holdings Co. <br> Ltd.<br>| 4700 | 33226 |
|  | Yahagi Construction <br> Co. Ltd.<br>| 4200 | 59418 |
|  | YAKUODO Holdings <br> Co. Ltd.<br>| 3000 | 39547 |
|  | YAMABIKO Corp. | 3960 | 66160 |
|  | YAMADA Consulting <br> Group Co. Ltd.<br>| 1900 | 21666 |
|  | Yamada Holdings Co. <br> Ltd.<br>| 35200 | 105819 |
|  | Yamae Group <br> Holdings Co. Ltd.<br>| 1700 | 28222 |
| # | Yamagata Bank Ltd. | 3600 | 39172 |
|  | Yamaguchi Financial <br> Group, Inc.<br>| 8236 | 94359 |
|  | Yamaichi Electronics <br> Co. Ltd.<br>| 3100 | 91840 |
| # | Yamami Co. | 500 | 12999 |
|  | Yamanashi Chuo <br> Bank Ltd.<br>| 4600 | 97958 |
|  | Yamatane Corp. | 2000 | 33086 |
|  | Yamato Corp. | 1400 | 19670 |
|  | Yamaura Corp. | 1300 | 12045 |
|  | Yamaya Corp. | 1000 | 15352 |
| # | Yamazen Corp. | 6600 | 61155 |
| # | Yashima Denki Co. <br> Ltd.<br>| 2600 | 43792 |
|  | Yasuda Logistics <br> Corp.<br>| 2000 | 28098 |
|  | Yellow Hat Ltd. | 9000 | 90627 |
|  | Yodoko Ltd. | 12000 | 101174 |
|  | Yokogawa Bridge <br> Holdings Corp.<br>| 4000 | 71401 |
|  | Yokorei Co. Ltd. | 6700 | 53297 |
|  | Yokowo Co. Ltd. | 2300 | 29457 |
| # | Yomeishu Seizo Co. <br> Ltd.<br>| 1000 | 26961 |
|  | Yondenko Corp. | 2520 | 22969 |
| # | Yondoshi Holdings, <br> Inc.<br>| 2300 | 25538 |
|  | Yonex Co. Ltd. | 7400 | 190332 |
| # | Yorozu Corp. | 2000 | 11881 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| #\* | Yoshimura Food <br> Holdings KK<br>| 1500 | $6360 |
| # | Yoshinoya Holdings <br> Co. Ltd.<br>| 8200 | 161864 |
| # | Yossix Holdings Co. <br> Ltd.<br>| 1200 | 19695 |
|  | Yotai Refractories Co. <br> Ltd.<br>| 200 | 2306 |
|  | Yuasa Trading Co. <br> Ltd.<br>| 2000 | 65026 |
|  | Yukiguni Factory Co. <br> Ltd.<br>| 2100 | 14010 |
|  | Yurtec Corp. | 6100 | 98339 |
|  | Yushin Co. | 1200 | 5017 |
|  | Yushiro, Inc. | 1000 | 13777 |
|  | Zacros Corp. | 5600 | 38272 |
|  | Zenitaka Corp. | 400 | 20536 |
|  | Zenkoku Hosho Co. <br> Ltd.<br>| 8476 | 174207 |
|  | Zenrin Co. Ltd. | 3800 | 25400 |
|  | Zeon Corp. | 17500 | 179558 |
|  | ZERIA <br> Pharmaceutical <br> Co. Ltd.<br>| 3400 | 44125 |
|  | ZIGExN Co. Ltd. | 10600 | 35016 |
|  | Zojirushi Corp. | 2400 | 25870 |
| # | Zuiko Corp. | 2800 | 17422 |
| TOTAL JAPAN | TOTAL JAPAN |  | 81281722 |
| NETHERLANDS — (2.2%) | NETHERLANDS — (2.2%) | NETHERLANDS — (2.2%) | NETHERLANDS — (2.2%) |
|  | Aalberts NV | 11759 | 372540 |
|  | Acomo NV | 2505 | 67854 |
|  | Aegon Ltd. (AEG <br> US)<br>| 33356 | 252505 |
|  | Aegon Ltd. (AGN <br> NA)<br>| 8205 | 62528 |
|  | Akzo Nobel NV | 12369 | 817407 |
| #\*Ω | Alfen NV | 727 | 8056 |
|  | Allfunds Group PLC | 17362 | 131981 |
|  | AMG Critical <br> Materials NV<br>| 4110 | 136461 |
| # | Aperam SA | 6050 | 210826 |
|  | Arcadis NV | 9292 | 443756 |
| Ω | B&S Group SARL | 5301 | 36297 |
| \*Ω | Basic-Fit NV | 4834 | 143492 |
|  | BE Semiconductor <br> Industries NV<br>| 4052 | 690850 |
| # | Brunel International <br> NV<br>| 2645 | 23573 |
|  | Corbion NV | 7289 | 148355 |
| Ω | CTP NV | 10377 | 216393 |
| \* | Flow Traders Ltd. | 5117 | 140702 |
|  | ForFarmers NV | 4983 | 24099 |
| # | Fugro NV | 22307 | 227806 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
|  | Havas NV | 73424 | $128138 |
|  | IMCD NV | 5378 | 557288 |
| \* | InPost SA | 18387 | 231611 |
|  | Kendrion NV | 2485 | 40768 |
|  | Koninklijke BAM <br> Groep NV<br>| 57099 | 530044 |
|  | Koninklijke Heijmans <br> NV<br>| 3780 | 267790 |
|  | Koninklijke Vopak <br> NV<br>| 10402 | 471387 |
|  | Nedap NV | 608 | 73152 |
|  | OCI NV | 10813 | 42417 |
| #\* | Pharming Group NV | 46831 | 61371 |
| # | PostNL NV | 59318 | 65638 |
|  | Randstad NV | 10585 | 414835 |
|  | SBM Offshore NV | 22994 | 594602 |
| Ω | Signify NV | 14744 | 352934 |
| # | Sligro Food Group <br> NV<br>| 3086 | 33141 |
|  | TKH Group NV | 5041 | 222853 |
| \* | TomTom NV | 3556 | 21412 |
|  | Van Lanschot <br> Kempen NV<br>| 5806 | 339462 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | 8604324 |
| NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) |
|  | Air New Zealand Ltd. | 154777 | 52699 |
|  | Briscoe Group Ltd. | 4326 | 13370 |
| # | Channel <br> Infrastructure NZ <br> Ltd.<br>| 55723 | 85466 |
|  | Delegat Group Ltd. | 3242 | 7692 |
| \* | Fletcher Building Ltd. <br> (FBU NZ)<br>| 22463 | 41874 |
|  | Freightways Group <br> Ltd.<br>| 12736 | 107169 |
|  | Genesis Energy Ltd. | 51586 | 74085 |
| \* | Gentrack Group Ltd. | 9860 | 51604 |
|  | Hallenstein Glasson <br> Holdings Ltd.<br>| 5327 | 30029 |
| # | Heartland Group <br> Holdings Ltd.<br>| 87409 | 54231 |
|  | Investore Property <br> Ltd.<br>| 33140 | 23843 |
| \* | KMD Brands Ltd. | 57266 | 9335 |
| # | NZME Ltd. (NZM <br> AU)<br>| 14069 | 9410 |
|  | NZX Ltd. | 26482 | 23329 |
| #\* | Oceania Healthcare <br> Ltd.<br>| 61685 | 27868 |
| #\* | Pacific Edge Ltd. | 48944 | 5270 |
|  | PGG Wrightson Ltd. | 1057 | 1380 |
| #\* | Rakon Ltd. | 8385 | 3836 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |
|  | Restaurant Brands <br> New Zealand Ltd.<br>| 2935 | $8464 |
| \* | Ryman Healthcare <br> Ltd.<br>| 62393 | 102174 |
|  | Sanford Ltd. | 8585 | 30227 |
|  | Scales Corp. Ltd. | 14563 | 50813 |
| \* | Serko Ltd. | 3777 | 5880 |
|  | Skellerup Holdings <br> Ltd.<br>| 13671 | 42947 |
|  | SKY Network <br> Television Ltd.<br>| 12046 | 24824 |
| #\* | SKYCITY <br> Entertainment <br> Group Ltd.<br>| 92691 | 38675 |
| \* | Steel & Tube <br> Holdings Ltd.<br>| 31557 | 12816 |
|  | Summerset Group <br> Holdings Ltd.<br>| 16768 | 111212 |
| # | Tourism Holdings <br> Ltd.<br>| 14242 | 20638 |
| # | TOWER Ltd. | 45071 | 47671 |
|  | Turners Automotive <br> Group Ltd.<br>| 5138 | 21500 |
| #\* | Vista Group <br> International Ltd.<br>| 35213 | 53376 |
| #\* | Warehouse Group <br> Ltd.<br>| 13502 | 6218 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | 1199925 |
| NORWAY — (0.7%) | NORWAY — (0.7%) | NORWAY — (0.7%) | NORWAY — (0.7%) |
|  | 2020 Bulkers Ltd. | 1664 | 22708 |
|  | ABG Sundal Collier <br> Holding ASA<br>| 48103 | 33383 |
|  | AF Gruppen ASA | 2925 | 49128 |
|  | Akastor ASA | 20811 | 22842 |
| \* | Aker BioMarine ASA | 2247 | 19072 |
|  | Aker Solutions ASA | 13556 | 37246 |
| \* | ArcticZymes <br> Technologies ASA<br>| 4800 | 13646 |
|  | Atea ASA | 9153 | 139446 |
| \* | Axactor ASA | 25001 | 17347 |
|  | B2 Impact ASA | 23892 | 40954 |
|  | Bluenord ASA | 2137 | 97587 |
|  | Bonheur ASA | 2161 | 46754 |
|  | Bouvet ASA | 10437 | 66262 |
| \* | BW Energy Ltd. | 4501 | 17147 |
|  | BW Offshore Ltd. | 10768 | 39211 |
| \* | Cadeler AS (CADLR <br> NO)<br>| 4269 | 19793 |
| \* | Cloudberry Clean <br> Energy ASA<br>| 22324 | 29056 |
|  | DNO ASA | 55702 | 76060 |
| Ω | Elkem ASA | 32694 | 85995 |
| Ω | Elmera Group ASA | 17422 | 56046 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
|  | Elopak ASA | 20567 | $96817 |
| Ω | Europris ASA | 16921 | 145892 |
| # | FLEX LNG Ltd. <br> (FLNG US)<br>| 3156 | 81961 |
| \* | Grieg Seafood ASA | 5477 | 36678 |
| \* | Hexagon Composites <br> ASA<br>| 17331 | 15565 |
| \* | Hexagon Purus ASA | 5948 | 1191 |
| Ω | Kid ASA | 5116 | 69259 |
|  | Kitron ASA | 23107 | 171790 |
| Ω | Klaveness <br> Combination <br> Carriers ASA<br>| 3243 | 24582 |
| \* | Kongsberg <br> Automotive ASA<br>| 96264 | 16450 |
| \* | LINK Mobility Group <br> Holding ASA<br>| 33260 | 98510 |
|  | Medistim ASA | 1791 | 48169 |
|  | Morrow Bank ASA | 13215 | 17417 |
|  | MPC Container Ships <br> ASA<br>| 44680 | 78182 |
| Ω | Multiconsult ASA | 2262 | 38399 |
| \* | Napatech AS | 2111 | 6805 |
|  | Norbit ASA | 4217 | 84895 |
| \* | Nordic Mining ASA | 10260 | 14914 |
| \*Ω | Norske Skog ASA | 7831 | 12109 |
| \* | Northern Ocean Ltd. | 15527 | 9218 |
|  | Norwegian Air Shuttle <br> ASA<br>| 69005 | 107127 |
| \* | NRC Group ASA | 4746 | 3613 |
|  | Odfjell SE, Class A | 2813 | 33812 |
|  | Odfjell Technology <br> Ltd.<br>| 1620 | 9304 |
| \* | OKEA ASA | 3071 | 5530 |
| #Ω | Okeanis Eco Tankers <br> Corp.<br>| 2062 | 71090 |
| \* | Otello Corp. ASA | 4092 | 6111 |
|  | Panoro Energy ASA | 13679 | 29233 |
|  | Paratus Energy <br> Services Ltd.<br>| 6817 | 27903 |
|  | Pareto Bank ASA | 5469 | 46334 |
|  | Pexip Holding ASA | 6590 | 40482 |
| \* | PhotoCure ASA | 3580 | 20548 |
|  | Rana Gruber ASA | 3575 | 22540 |
|  | Rogaland Sparebank | 1135 | 15442 |
|  | SATS ASA | 13284 | 47596 |
| \*Ω | Scatec ASA | 13436 | 141721 |
|  | Sea1 offshore, Inc. | 8468 | 16761 |
|  | Selvaag Bolig ASA | 5226 | 16984 |
| #\*Ω | Shelf Drilling Ltd. | 13484 | 24342 |
| #\* | SmartCraft ASA | 8158 | 20581 |
| # | Solstad Maritime <br> Holding AS<br>| 10185 | 18042 |
| \* | Solstad Offshore <br> ASA<br>| 4068 | 17454 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
|  | Sparebanken More | 3895 | $38434 |
|  | Stolt-Nielsen Ltd. | 845 | 28342 |
|  | TGS ASA | 15553 | 134218 |
| \* | Zaptec ASA | 6598 | 19257 |
| TOTAL NORWAY | TOTAL NORWAY |  | 2961287 |
| PORTUGAL — (0.3%) | PORTUGAL — (0.3%) | PORTUGAL — (0.3%) | PORTUGAL — (0.3%) |
| # | Altri SGPS SA | 8639 | 48999 |
|  | Banco Comercial <br> Portugues SA, <br> Class R<br>| 451132 | 398215 |
|  | Corticeira Amorim <br> SGPS SA<br>| 5127 | 43013 |
|  | CTT-Correios de <br> Portugal SA<br>| 9306 | 80912 |
|  | Ibersol SGPS SA | 3299 | 38411 |
|  | Mota-Engil SGPS <br> SA<br>| 12914 | 89331 |
| # | Navigator Co. SA | 24329 | 84243 |
|  | NOS SGPS SA | 25793 | 111767 |
|  | REN - Redes <br> Energeticas <br> Nacionais SGPS <br> SA<br>| 47767 | 179806 |
|  | Semapa-Sociedade <br> de Investimento e <br> Gestao<br>| 1712 | 35715 |
|  | Sonae SGPS SA | 90392 | 147268 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | 1257680 |
| SINGAPORE — (1.1%) | SINGAPORE — (1.1%) | SINGAPORE — (1.1%) | SINGAPORE — (1.1%) |
| \* | AEM Holdings Ltd. | 29282 | 42624 |
|  | Aztech Global Ltd. | 18500 | 9599 |
|  | Boustead Singapore <br> Ltd.<br>| 43835 | 60193 |
|  | BRC Asia Ltd. | 2900 | 9393 |
|  | Bukit Sembawang <br> Estates Ltd.<br>| 15900 | 51187 |
|  | Capitaland India <br> Trust<br>| 99814 | 92742 |
|  | China Aviation Oil <br> Singapore Corp. <br> Ltd.<br>| 27800 | 32449 |
|  | China Sunsine <br> Chemical Holdings <br> Ltd.<br>| 43800 | 24714 |
|  | Chuan Hup Holdings <br> Ltd.<br>| 87000 | 14666 |
|  | City Developments <br> Ltd.<br>| 39000 | 216624 |
|  | ComfortDelGro Corp. <br> Ltd.<br>| 201300 | 225712 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
| \* | COSCO Shipping <br> International <br> Singapore Co. Ltd.<br>| 175500 | $16301 |
| \* | Creative Technology <br> Ltd.<br>| 2650 | 1200 |
|  | CSE Global Ltd. | 44857 | 29077 |
| \* | Del Monte Pacific <br> Ltd.<br>| 39100 | 2674 |
|  | Delfi Ltd. | 32000 | 19910 |
|  | DFI Retail Group <br> Holdings Ltd.<br>| 23400 | 82100 |
| \*†† | Ezion Holdings Ltd. | 243320 | 0 |
| #\*†† | Ezra Holdings Ltd. | 227326 | 0 |
|  | Far East Orchard <br> Ltd.<br>| 11554 | 11001 |
|  | First Resources Ltd. | 60300 | 90840 |
|  | Food Empire <br> Holdings Ltd.<br>| 26500 | 48018 |
|  | Fraser & Neave Ltd. | 24800 | 28369 |
|  | Frasers Property Ltd. | 33700 | 27159 |
|  | Frencken Group Ltd. | 23200 | 29358 |
| \* | Fu Yu Corp. Ltd. | 62300 | 5028 |
|  | Geo Energy <br> Resources Ltd.<br>| 62900 | 23402 |
|  | Golden <br> Agri-Resources <br> Ltd.<br>| 641300 | 137961 |
|  | GuocoLand Ltd. | 41300 | 68824 |
|  | Haw Par Corp. Ltd. | 12400 | 140985 |
|  | Ho Bee Land Ltd. | 24900 | 43029 |
|  | Hong Fok Corp. Ltd. | 54120 | 32004 |
|  | Hong Leong Asia <br> Ltd.<br>| 16000 | 29602 |
|  | Hong Leong Finance <br> Ltd.<br>| 28500 | 57141 |
|  | Hotel Grand Central <br> Ltd.<br>| 44475 | 23909 |
|  | Hour Glass Ltd. | 15200 | 24520 |
|  | Hutchison Port <br> Holdings Trust<br>| 544100 | 114312 |
| \*†† | Hyflux Ltd. | 27500 | 0 |
|  | iFAST Corp. Ltd. | 11400 | 84796 |
|  | Indofood Agri <br> Resources Ltd.<br>| 28000 | 7947 |
|  | Keppel Infrastructure <br> Trust<br>| 359185 | 126941 |
|  | Mandarin Oriental <br> International Ltd.<br>| 29400 | 96334 |
| \* | Mermaid Maritime <br> PCL<br>| 120300 | 11562 |
|  | Metro Holdings Ltd. | 51300 | 21276 |
|  | Micro-Mechanics <br> Holdings Ltd.<br>| 5200 | 7105 |
| \*†† | Midas Holdings Ltd. | 114000 | 0 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | Nanofilm <br> Technologies <br> International Ltd.<br>| 23000 | $12262 |
|  | Netlink NBN Trust | 252800 | 190311 |
| \* | Oceanus Group Ltd. | 837300 | 3195 |
|  | Olam Group Ltd. | 71300 | 53725 |
|  | OUE Ltd. | 32900 | 32364 |
| \* | Oxley Holdings Ltd. | 85599 | 6498 |
|  | Pan-United Corp. <br> Ltd.<br>| 11800 | 10144 |
|  | Propnex Ltd. | 24200 | 41656 |
|  | Q&M Dental Group <br> Singapore Ltd.<br>| 29700 | 12201 |
|  | QAF Ltd. | 16600 | 11420 |
|  | Raffles Medical <br> Group Ltd.<br>| 85287 | 64896 |
|  | Riverstone Holdings <br> Ltd.<br>| 50900 | 35188 |
|  | SATS Ltd. | 63400 | 166501 |
|  | SBS Transit Ltd. | 8500 | 20815 |
|  | Seatrium Ltd. | 181300 | 302451 |
|  | Sheng Siong Group <br> Ltd.<br>| 66800 | 119021 |
|  | SIA Engineering Co. <br> Ltd.<br>| 22600 | 61308 |
|  | Singapore Land <br> Group Ltd.<br>| 16800 | 39759 |
|  | Singapore Post Ltd. | 134500 | 43452 |
|  | Stamford Land Corp. <br> Ltd.<br>| 40485 | 15558 |
|  | StarHub Ltd. | 68000 | 60580 |
|  | Straits Trading Co. <br> Ltd.<br>| 17719 | 22871 |
| \*†† | Swiber Holdings Ltd. | 17249 | 0 |
| \* | Thomson Medical <br> Group Ltd.<br>| 346900 | 15707 |
|  | Tuan Sing Holdings <br> Ltd.<br>| 53212 | 14121 |
|  | UMS Integration Ltd. | 44262 | 50266 |
|  | UOB-Kay Hian <br> Holdings Ltd.<br>| 50000 | 93999 |
|  | UOL Group Ltd. | 37200 | 227263 |
|  | Valuetronics Holdings <br> Ltd.<br>| 29800 | 19564 |
|  | Venture Corp. Ltd. | 22700 | 259774 |
|  | Vicom Ltd. | 8800 | 10746 |
|  | Wing Tai Holdings <br> Ltd.<br>| 50670 | 55695 |
|  | Yeo Hiap Seng Ltd. | 2538 | 1181 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | 4297080 |
| SPAIN — (2.3%) | SPAIN — (2.3%) | SPAIN — (2.3%) | SPAIN — (2.3%) |
|  | Acciona SA | 1987 | 439807 |
|  | Acerinox SA | 18875 | 243069 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
| Ω | Aedas Homes SA | 1068 | $26212 |
|  | Almirall SA | 11997 | 172667 |
| #\* | Amper SA | 288666 | 48186 |
|  | Atresmedia Corp. de <br> Medios de <br> Comunicacion SA<br>| 14163 | 85722 |
|  | Audax Renovables <br> SA<br>| 22690 | 36115 |
|  | Azkoyen SA | 2184 | 22206 |
|  | Bankinter SA | 43214 | 651418 |
|  | CIE Automotive SA | 8549 | 286707 |
|  | Construcciones y <br> Auxiliar de <br> Ferrocarriles SA<br>| 2025 | 127863 |
|  | Corp. ACCIONA <br> Energias <br> Renovables SA<br>| 2173 | 59781 |
| \* | Distribuidora <br> Internacional de <br> Alimentacion SA<br>| 2246 | 74049 |
|  | Ebro Foods SA | 7810 | 159179 |
| \* | eDreams ODIGEO <br> SA<br>| 6147 | 51447 |
|  | Elecnor SA | 5450 | 177786 |
|  | Enagas SA | 26312 | 417560 |
| # | Ence Energia y <br> Celulosa SA<br>| 13122 | 40076 |
| \* | Ercros SA | 14096 | 52019 |
|  | Faes Farma SA | 40443 | 208163 |
|  | Fluidra SA | 9216 | 266752 |
| #Ω | Gestamp Automocion <br> SA<br>| 23515 | 90988 |
| Ω | Global Dominion <br> Access SA<br>| 6257 | 22929 |
| \* | Grenergy Renovables <br> SA<br>| 2130 | 183637 |
|  | Grifols SA | 22700 | 294144 |
|  | Grupo Catalana <br> Occidente SA<br>| 5499 | 313758 |
|  | Grupo Empresarial <br> San Jose SA<br>| 2273 | 18396 |
|  | Iberpapel Gestion SA <br> (IBG SM)<br>| 982 | 22541 |
|  | Indra Sistemas SA | 15608 | 863394 |
|  | Laboratorio Reig <br> Jofre SA<br>| 1789 | 6008 |
|  | Laboratorios <br> Farmaceuticos <br> Rovi SA<br>| 3229 | 227661 |
|  | Linea Directa <br> Aseguradora SA <br> Cia de Seguros y <br> Reaseguros<br>| 50832 | 67369 |
|  | Logista Integral SA | 7624 | 254087 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
|  | Mapfre SA | 59886 | $264477 |
|  | Melia Hotels <br> International SA<br>| 13608 | 112607 |
|  | Miquel y Costas & <br> Miquel SA<br>| 3439 | 52702 |
| Ω | Neinor Homes SA | 4984 | 99102 |
| \* | Nueva Expresion <br> Textil SA<br>| 22292 | 19309 |
| \* | Obrascon Huarte <br> Lain SA<br>| 34077 | 17873 |
|  | Pharma Mar SA | 2005 | 169514 |
|  | Prim SA | 846 | 13501 |
| \* | Promotora de <br> Informaciones SA, <br> Class A<br>| 21413 | 9378 |
| Ω | Prosegur Cash SA | 59234 | 48469 |
|  | Realia Business SA | 40885 | 48817 |
|  | Redeia Corp. SA | 21948 | 395105 |
|  | Sacyr SA | 57897 | 254689 |
| \* | Solaria Energia y <br> Medio Ambiente <br> SA<br>| 6205 | 107302 |
| #\*†† | Soltec Power <br> Holdings SA<br>| 2859 | 989 |
| #\*Ω | Talgo SA | 10483 | 32284 |
| \* | Tecnicas Reunidas <br> SA<br>| 7176 | 256843 |
| # | Tubacex SA | 17770 | 67691 |
| Ω | Unicaja Banco SA | 190239 | 513608 |
|  | Vidrala SA | 2695 | 256715 |
|  | Viscofan SA | 5019 | 311921 |
| \* | Vocento SA | 10365 | 7643 |
| TOTAL SPAIN | TOTAL SPAIN |  | 9072235 |
| SWEDEN — (2.8%) | SWEDEN — (2.8%) | SWEDEN — (2.8%) | SWEDEN — (2.8%) |
| Ω | AcadeMedia AB | 12500 | 138039 |
|  | AddLife AB, Class B | 14907 | 322045 |
|  | Addnode Group AB | 14839 | 172698 |
|  | AFRY AB | 13027 | 223479 |
| Ω | Alimak Group AB | 9300 | 137391 |
|  | Alleima AB | 20812 | 179738 |
|  | Alligo AB, Class B | 3336 | 41624 |
| Ω | Ambea AB | 15686 | 211495 |
| \* | Annehem Fastigheter <br> AB, Class B<br>| 4374 | 8596 |
|  | AQ Group AB | 8425 | 173626 |
|  | Arise AB | 2664 | 8410 |
| # | Arjo AB, Class B | 28363 | 90003 |
| Ω | Attendo AB | 23905 | 202825 |
| \* | Balco Group AB | 780 | 1591 |
|  | Beijer Alma AB | 5922 | 180774 |
|  | Bergman & Beving <br> AB<br>| 4898 | 172890 |
|  | Betsson AB, Class B | 8591 | 133887 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| #\* | Better Collective AS | 3617 | $44378 |
| \* | BHG Group AB | 34784 | 104981 |
|  | Bilia AB, Class A | 9569 | 133969 |
|  | Billerud Aktiebolag | 10044 | 92941 |
|  | BioGaia AB, Class B | 6605 | 69773 |
| \* | BioInvent <br> International AB<br>| 7181 | 23919 |
| \* | Bonava AB, Class B | 29853 | 34852 |
| \*Ω | Boozt AB | 5306 | 57362 |
| Ω | Bravida Holding AB | 4549 | 38449 |
|  | BTS Group AB, <br> Class B<br>| 760 | 15113 |
|  | Bufab AB | 16645 | 182943 |
|  | Bulten AB | 1365 | 7002 |
|  | Bure Equity AB | 3785 | 110853 |
|  | Byggmax Group AB | 8034 | 40868 |
|  | Catella AB | 6126 | 20010 |
| \* | Cavotec Group AB | 3590 | 5777 |
|  | Cellavision AB | 2319 | 43949 |
|  | Cibus Nordic Real <br> Estate AB publ<br>| 6346 | 109988 |
| \* | Cint Group AB | 33048 | 12552 |
|  | Clas Ohlson AB, <br> Class B<br>| 7761 | 283034 |
|  | Cloetta AB, Class B | 35878 | 133612 |
|  | Coinshares <br> International Ltd.<br>| 3030 | 53377 |
| Ω | Coor Service <br> Management <br> Holding AB<br>| 11573 | 56829 |
|  | Corem Property <br> Group AB (COREB <br> SS), Class B<br>| 40500 | 16470 |
|  | Corem Property <br> Group AB (CORED <br> SS), Class D<br>| 1514 | 38184 |
|  | CTT Systems AB | 1396 | 27767 |
|  | Dios Fastigheter AB | 16804 | 114520 |
| Ω | Dometic Group AB | 24081 | 117708 |
| \*Ω | Dustin Group AB | 107256 | 23179 |
| \* | Dynavox Group AB | 13348 | 137336 |
|  | Eastnine AB | 12380 | 65187 |
|  | Elanders AB, <br> Class B<br>| 2467 | 16439 |
| \* | Electrolux AB, <br> Class B<br>| 8607 | 55539 |
|  | Electrolux <br> Professional AB, <br> Class B<br>| 22887 | 158961 |
|  | Elekta AB, Class B | 26643 | 135421 |
| \* | Eltel AB | 2122 | 2000 |
| \* | Enea AB | 2398 | 17561 |
| # | Engcon AB | 2420 | 20947 |
| # | Eolus AB, Class B | 1951 | 8963 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | Ependion AB | 3083 | $39804 |
|  | Ework Group AB | 1919 | 19236 |
|  | Fagerhult Group AB | 9325 | 45318 |
|  | Fasadgruppen Group <br> AB<br>| 1014 | 3183 |
| \* | Fastighets AB <br> Trianon<br>| 3524 | 7504 |
| \* | Fastighetsbolaget <br> Emilshus AB, <br> Class B<br>| 530 | 3255 |
| # | FastPartner AB <br> (FPARA SS), <br> Class A<br>| 7836 | 41435 |
|  | Fenix Outdoor <br> International AG<br>| 523 | 28853 |
| \* | Ferronordic AB | 734 | 3404 |
|  | FormPipe Software <br> AB<br>| 2655 | 7075 |
|  | G5 Entertainment AB | 858 | 8497 |
| \* | GARO AB | 263 | 495 |
|  | Granges AB | 13482 | 197280 |
| \*Ω | Green Landscaping <br> Group AB<br>| 965 | 4746 |
|  | Hanza AB | 4490 | 61979 |
|  | Heba Fastighets AB, <br> Class B<br>| 11429 | 39325 |
|  | Hemnet Group AB | 5391 | 117662 |
| \* | HMS Networks AB | 1198 | 66499 |
| Ω | Hoist Finance AB | 9784 | 101960 |
|  | Hufvudstaden AB, <br> Class A<br>| 1203 | 15989 |
|  | Humana AB | 7849 | 39978 |
|  | Instalco AB | 18294 | 46355 |
| \* | International <br> Petroleum Corp. <br> (IPCO CN)<br>| 614 | 9760 |
| #\* | International <br> Petroleum Corp. <br> (IPCO SS)<br>| 10960 | 170564 |
|  | INVISIO AB | 3226 | 102579 |
|  | Inwido AB | 6754 | 101534 |
| \* | ITAB Shop Concept <br> AB<br>| 3409 | 7190 |
|  | JM AB | 8467 | 120545 |
| \* | John Mattson <br> Fastighetsforetagen <br> AB<br>| 2266 | 15879 |
|  | Kabe Group AB, <br> Class B<br>| 409 | 9809 |
| \* | Karnell Group AB | 1603 | 10946 |
| \* | Karnov Group AB | 6123 | 72249 |
| #\* | K-fast Holding AB | 9722 | 14938 |
| \* | Klarabo Sverige AB, <br> Class B<br>| 14295 | 23436 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | KNOW IT AB | 4178 | $53328 |
|  | Lime Technologies <br> AB<br>| 1571 | 59074 |
| # | Lindab International <br> AB<br>| 12632 | 302187 |
| \* | Maha Capital AB | 6730 | 6369 |
| \* | Medcap AB | 2076 | 132944 |
|  | MEKO AB | 6042 | 48873 |
|  | Midsona AB, Class B | 2500 | 2161 |
|  | MIPS AB | 2438 | 87294 |
| \* | Modern Times Group <br> MTG AB, Class B<br>| 17794 | 239195 |
|  | Momentum Group <br> AB<br>| 4931 | 84451 |
| \* | NCAB Group AB | 16504 | 101444 |
|  | NCC AB, Class B | 12373 | 282054 |
|  | Nederman Holding <br> AB<br>| 2831 | 48027 |
| \* | Net Insight AB, <br> Class B<br>| 41507 | 16619 |
|  | New Wave Group <br> AB, Class B<br>| 11290 | 133060 |
|  | Nilorngruppen AB, <br> Class B<br>| 954 | 6222 |
| \* | Nobia AB | 59716 | 28087 |
|  | Nolato AB, Class B | 22976 | 152052 |
| \* | Norion Bank AB | 8935 | 66572 |
|  | Note AB | 1939 | 38498 |
| # | NP3 Fastigheter AB | 4244 | 115531 |
|  | Nyfosa AB | 24501 | 208415 |
|  | OEM International <br> AB, Class B<br>| 8880 | 144423 |
| #\* | Orron Energy AB | 27733 | 12767 |
| \* | Ovzon AB | 15652 | 53531 |
|  | Peab AB, Class B | 20885 | 169024 |
|  | Platzer Fastigheter <br> Holding AB, <br> Class B<br>| 6591 | 50597 |
| \* | Pricer AB, Class B | 41621 | 19697 |
|  | Proact IT Group AB | 2325 | 25247 |
|  | Ratos AB, Class B | 31729 | 128360 |
|  | RaySearch <br> Laboratories AB<br>| 5421 | 127246 |
|  | Rejlers AB | 1542 | 32256 |
| \* | Rottneros AB | 14228 | 4077 |
|  | Rvrc Holding AB | 8199 | 56075 |
| \* | Samhallsbyggnadsbolaget <br> i Norden AB<br>| 78803 | 43262 |
| \* | Samhallsbyggnadsbolaget <br> i Norden AB, <br> Class D<br>| 22897 | 23629 |
|  | Scandi Standard AB | 5934 | 61455 |
| Ω | Scandic Hotels <br> Group AB<br>| 29182 | 283648 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| #\* | Sdiptech AB, <br> Class B<br>| 3524 | $70157 |
| \*Ω | Sinch AB | 18418 | 66695 |
|  | SinterCast AB | 685 | 7885 |
|  | SkiStar AB | 4670 | 77980 |
|  | Solid Forsakring AB | 1512 | 12300 |
| \* | Stendorren <br> Fastigheter AB<br>| 2374 | 49211 |
| \* | Stillfront Group AB | 50717 | 34409 |
|  | Storskogen Group <br> AB, Class B<br>| 195841 | 202354 |
|  | Synsam AB | 4750 | 30057 |
| # | Systemair AB | 12291 | 101048 |
|  | TF Bank AB | 3374 | 65772 |
| \* | Tobii AB | 20318 | 3753 |
|  | Troax Group AB | 5379 | 81535 |
|  | Truecaller AB, <br> Class B<br>| 21395 | 63774 |
|  | VBG Group AB, <br> Class B<br>| 4057 | 154288 |
| \* | Vestum AB | 21461 | 19637 |
| #\* | Viaplay Group AB | 47184 | 4966 |
| \* | Vimian Group AB | 6780 | 21421 |
|  | Vitec Software Group <br> AB, Class B<br>| 3155 | 110113 |
|  | Vitrolife AB | 2891 | 44619 |
|  | Volati AB | 1959 | 22093 |
|  | XANO Industri AB, <br> Class B<br>| 1571 | 10309 |
| #\* | XSpray Pharma AB | 2567 | 6899 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | 11300111 |
| SWITZERLAND — (7.3%) | SWITZERLAND — (7.3%) | SWITZERLAND — (7.3%) | SWITZERLAND — (7.3%) |
|  | Accelleron Industries <br> AG (ACLN SW)<br>| 12678 | 1039227 |
|  | Adecco Group AG | 19554 | 545212 |
|  | Allreal Holding AG | 2145 | 512674 |
|  | ALSO Holding AG | 536 | 154010 |
| \* | ams-OSRAM AG | 7876 | 108988 |
|  | APG SGA SA | 211 | 55598 |
|  | Arbonia AG | 6387 | 40387 |
| \* | Aryzta AG | 3799 | 243597 |
|  | Ascom Holding AG | 5945 | 26448 |
|  | Autoneum Holding <br> AG<br>| 491 | 97675 |
|  | Avolta AG | 8278 | 436367 |
|  | Baloise Holding AG | 4012 | 996344 |
|  | Banque Cantonale de <br> Geneve<br>| 3730 | 115631 |
|  | Banque Cantonale <br> Vaudoise<br>| 1443 | 167542 |
| # | Barry Callebaut AG | 205 | 266508 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
| \* | Basilea <br> Pharmaceutica Ag <br> Allschwil<br>| 586 | $33940 |
|  | Belimo Holding AG | 1399 | 1509443 |
|  | Bell Food Group AG | 344 | 98701 |
|  | Bellevue Group AG | 1225 | 13114 |
|  | Berner Kantonalbank <br> AG<br>| 606 | 197419 |
|  | BKW AG | 1426 | 319149 |
|  | Bossard Holding AG, <br> Class A<br>| 869 | 188837 |
|  | Bucher Industries <br> AG<br>| 956 | 424201 |
|  | Burckhardt <br> Compression <br> Holding AG<br>| 467 | 322999 |
|  | Burkhalter Holding <br> AG<br>| 331 | 58780 |
|  | Bystronic AG | 206 | 76564 |
|  | Calida Holding AG | 61 | 1032 |
| \* | Carlo Gavazzi <br> Holding AG<br>| 62 | 12297 |
|  | Cembra Money Bank <br> AG<br>| 4341 | 496406 |
|  | Cham Swiss <br> Properties AG<br>| 498 | 14472 |
| \* | Cicor Technologies <br> Ltd.<br>| 430 | 118253 |
|  | Cie Financiere <br> Tradition SA<br>| 477 | 180621 |
| # | Clariant AG | 26539 | 237951 |
|  | Coltene Holding AG | 373 | 21021 |
|  | COSMO <br> Pharmaceuticals <br> NV<br>| 1722 | 144923 |
|  | CPH Group AG | 351 | 30564 |
|  | Daetwyler Holding <br> AG<br>| 888 | 163748 |
|  | DKSH Holding AG | 4476 | 312137 |
| #\* | DocMorris AG | 3992 | 27481 |
|  | dormakaba Holding <br> AG<br>| 3530 | 301521 |
|  | EFG International <br> AG<br>| 17150 | 357627 |
|  | Emmi AG | 291 | 258573 |
| #\* | Feintool International <br> Holding AG<br>| 549 | 6485 |
|  | Flughafen Zurich AG | 2650 | 782772 |
|  | Forbo Holding AG | 111 | 101988 |
|  | Fundamenta Real <br> Estate AG<br>| 3625 | 77739 |
| Ω | Galenica AG | 6980 | 752246 |
| #\* | GAM Holding AG | 11357 | 2520 |
|  | Georg Fischer AG | 11602 | 819210 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | Glarner <br> Kantonalbank<br>| 419 | $10727 |
| #\* | Gurit Holding AG, <br> Class BR<br>| 550 | 7158 |
|  | Helvetia Holding AG | 2976 | 731289 |
|  | Hiag Immobilien <br> Holding AG<br>| 563 | 77433 |
|  | Huber & Suhner AG | 2430 | 445046 |
|  | Hypothekarbank <br> Lenzburg AG<br>| 9 | 44767 |
|  | Implenia AG | 2143 | 170048 |
|  | Inficon Holding AG | 3430 | 411492 |
|  | Interroll Holding AG | 83 | 256130 |
|  | Intershop Holding <br> AG<br>| 820 | 160738 |
|  | Investis Holding SA | 420 | 68639 |
|  | IVF Hartmann <br> Holding AG<br>| 61 | 10470 |
|  | Jungfraubahn <br> Holding AG<br>| 792 | 232824 |
|  | Kardex Holding AG | 936 | 352068 |
| \* | Komax Holding AG | 457 | 37657 |
| #\* | Kudelski SA | 6965 | 11191 |
|  | Landis & Gyr Group <br> AG<br>| 2688 | 194731 |
|  | Lastminute.com NV | 626 | 10134 |
| \* | LEM Holding SA | 81 | 46000 |
|  | Liechtensteinische <br> Landesbank AG<br>| 1746 | 171769 |
|  | Luzerner <br> Kantonalbank AG<br>| 2543 | 258692 |
| Ω | Medacta Group SA | 1084 | 200847 |
| Ω | Medmix AG | 1720 | 19757 |
|  | Meier Tobler Group <br> AG<br>| 348 | 17079 |
|  | Metall Zug AG, <br> Class B<br>| 32 | 29569 |
|  | Mikron Holding AG | 1746 | 46430 |
|  | Mobilezone Holding <br> AG<br>| 5769 | 86221 |
|  | Mobimo Holding AG | 1015 | 430240 |
| \*Ω | Montana Aerospace <br> AG<br>| 2568 | 101813 |
|  | Naturenergie Holding <br> AG<br>| 2801 | 115516 |
|  | Novavest Real Estate <br> AG<br>| 789 | 39061 |
|  | OC Oerlikon Corp. <br> AG Pfaffikon<br>| 20076 | 71792 |
|  | Orell Fuessli AG | 108 | 15234 |
| #\* | Orior AG | 654 | 11045 |
| \* | Peach Property <br> Group AG<br>| 2652 | 20311 |
|  | Phoenix Mecano AG | 95 | 51780 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | Plazza AG, Class A | 145 | $71838 |
| \*Ω | PolyPeptide Group <br> AG<br>| 979 | 31706 |
|  | PSP Swiss Property <br> AG<br>| 6211 | 1074277 |
|  | Rieter Holding AG | 9594 | 40972 |
|  | Romande Energie <br> Holding SA<br>| 1575 | 84710 |
|  | Schweiter <br> Technologies AG<br>| 122 | 42141 |
| \*Ω | Sensirion Holding <br> AG<br>| 399 | 28593 |
|  | SFS Group AG | 2453 | 332668 |
|  | Siegfried Holding AG | 5700 | 549820 |
|  | SIG Group AG | 25557 | 285746 |
| \* | Softwareone Holding <br> AG<br>| 10232 | 104438 |
|  | St. Galler <br> Kantonalbank AG<br>| 393 | 249287 |
|  | Stadler Rail AG | 4427 | 108557 |
|  | Sulzer AG | 2945 | 492183 |
|  | Sunrise <br> Communications <br> AG, Class A<br>| 3606 | 197653 |
|  | Swatch Group AG <br> (UHR SW)<br>| 2237 | 467503 |
| # | Swatch Group AG <br> (UHRN SW)<br>| 3828 | 162310 |
|  | Swiss Prime Site AG | 9423 | 1339413 |
|  | Swissquote Group <br> Holding SA<br>| 2390 | 1518468 |
|  | Tecan Group AG | 763 | 139334 |
|  | Temenos AG | 8165 | 770924 |
|  | Thurgauer <br> Kantonalbank<br>| 118 | 22877 |
|  | TX Group AG | 513 | 129564 |
| \* | u-blox Holding AG | 983 | 164414 |
|  | Valiant Holding AG | 2513 | 413622 |
| # | Varia U.S. Properties <br> AG<br>| 834 | 20141 |
| Ω | VAT Group AG | 274 | 119743 |
|  | Vaudoise Assurances <br> Holding SA<br>| 160 | 122878 |
|  | Vetropack Holding <br> AG<br>| 1753 | 46757 |
|  | Vontobel Holding AG | 4050 | 307108 |
|  | VP Bank AG, <br> Class A<br>| 427 | 42833 |
|  | VZ Holding AG | 2147 | 419412 |
| # | V-ZUG Holding AG | 260 | 13403 |
|  | Walliser <br> Kantonalbank<br>| 485 | 77802 |
|  | Warteck Invest AG | 35 | 84420 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | Ypsomed Holding <br> AG<br>| 719 | $282312 |
|  | Zehnder Group AG | 848 | 74723 |
|  | Zug Estates Holding <br> AG, Class B<br>| 41 | 109014 |
|  | Zuger Kantonalbank | 19 | 207258 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | 28987462 |
| UNITED KINGDOM — (11.6%) | UNITED KINGDOM — (11.6%) | UNITED KINGDOM — (11.6%) | UNITED KINGDOM — (11.6%) |
|  | 4imprint Group PLC | 3540 | 155026 |
|  | Aberdeen Group <br> PLC<br>| 158796 | 423514 |
| \* | Accesso Technology <br> Group PLC<br>| 3718 | 17324 |
|  | Advanced Medical <br> Solutions Group <br> PLC<br>| 19397 | 54802 |
|  | AG Barr PLC | 8935 | 78536 |
|  | AJ Bell PLC | 63879 | 450972 |
| Ω | Alfa Financial <br> Software Holdings <br> PLC<br>| 12585 | 37488 |
|  | Anglo-Eastern <br> Plantations PLC<br>| 3206 | 58974 |
| \* | AO World PLC | 29565 | 41347 |
|  | Ashmore Group PLC | 60983 | 150556 |
| # | Ashtead Technology <br> Holdings PLC<br>| 9541 | 41065 |
| #\* | ASOS PLC | 3183 | 10652 |
|  | Atalaya Mining <br> Copper SA<br>| 8373 | 75309 |
| \* | Auction Technology <br> Group PLC<br>| 7425 | 30153 |
|  | B&M European Value <br> Retail SA<br>| 36966 | 87284 |
|  | Babcock International <br> Group PLC<br>| 64475 | 1029603 |
| Ω | Bakkavor Group <br> PLC<br>| 52189 | 152106 |
|  | Balfour Beatty PLC | 80013 | 707161 |
|  | Barratt Redrow PLC | 102244 | 505952 |
|  | Beazley PLC | 38950 | 476506 |
|  | Begbies Traynor <br> Group PLC<br>| 6119 | 9004 |
|  | Bellway PLC | 22114 | 763220 |
|  | Berkeley Group <br> Holdings PLC<br>| 7671 | 406369 |
|  | Bloomsbury <br> Publishing PLC<br>| 14973 | 98246 |
|  | Bodycote PLC | 22425 | 181814 |
| #\* | boohoo Group PLC | 114743 | 18087 |
|  | Breedon Group PLC | 29120 | 131816 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| Ω | Bridgepoint Group <br> PLC<br>| 4286 | $16975 |
| # | Brooks Macdonald <br> Group PLC<br>| 1728 | 39606 |
| \* | Burberry Group PLC | 34824 | 566853 |
|  | Burford Capital Ltd. | 40048 | 393421 |
|  | Bytes Technology <br> Group PLC (BYIT <br> LN)<br>| 31641 | 154202 |
|  | C&C Group PLC | 46348 | 83271 |
| \* | Canal & SA | 66518 | 209324 |
| \* | Capita PLC | 16242 | 66960 |
|  | Capital Ltd. | 18600 | 29318 |
| \* | Capricorn Energy <br> PLC<br>| 15872 | 41694 |
|  | Card Factory PLC | 36595 | 49734 |
|  | Castings PLC | 4744 | 15182 |
|  | Central Asia Metals <br> PLC<br>| 23942 | 50073 |
|  | Chemring Group <br> PLC<br>| 35709 | 269184 |
|  | Chesnara PLC | 38493 | 139095 |
|  | Clarkson PLC | 4093 | 195090 |
| \* | Close Brothers Group <br> PLC<br>| 20450 | 112805 |
| Ω | CMC Markets PLC | 20029 | 56668 |
|  | Coats Group PLC | 226657 | 243576 |
|  | Cohort PLC | 1455 | 25698 |
|  | Computacenter PLC | 10177 | 383498 |
|  | Conduit Holdings <br> Ltd.<br>| 2750 | 12248 |
| Ω | Convatec Group <br> PLC<br>| 115868 | 372120 |
|  | Costain Group PLC | 37342 | 75306 |
|  | Cranswick PLC | 7370 | 478127 |
|  | Crest Nicholson <br> Holdings PLC<br>| 39673 | 86254 |
|  | Croda International <br> PLC<br>| 9603 | 364540 |
|  | Currys PLC | 162568 | 300069 |
|  | CVS Group PLC | 7474 | 121925 |
| # | DCC PLC | 7945 | 523409 |
| \* | DFS Furniture PLC | 28727 | 60140 |
|  | DiscoverIE Group <br> PLC<br>| 13083 | 100059 |
|  | Diversified Energy <br> Co. PLC (DEC <br> LN)<br>| 5748 | 72543 |
|  | Domino's Pizza <br> Group PLC<br>| 54669 | 139812 |
|  | dotdigital group PLC | 39655 | 35464 |
|  | Dr. Martens PLC | 59425 | 71082 |
|  | Drax Group PLC | 56007 | 530816 |
|  | Dunelm Group PLC | 22816 | 335092 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | easyJet PLC | 28834 | $183580 |
|  | Ecora Resources <br> PLC<br>| 27228 | 34356 |
| \* | EKF Diagnostics <br> Holdings PLC<br>| 40219 | 13942 |
|  | Elementis PLC | 93313 | 201703 |
|  | Energean PLC | 15023 | 190396 |
|  | EnQuest PLC | 368832 | 58961 |
|  | Essentra PLC | 27960 | 35760 |
|  | FDM Group Holdings <br> PLC<br>| 12308 | 19450 |
|  | Fevara PLC | 3571 | 5675 |
|  | Firstgroup PLC | 130935 | 361689 |
| Ω | Forterra PLC | 26491 | 63393 |
|  | Foxtons Group PLC | 63052 | 45570 |
| \* | Frasers Group PLC | 19915 | 191181 |
| \* | Frontier <br> Developments <br> PLC<br>| 2549 | 17468 |
|  | Fuller Smith & Turner <br> PLC, Class A<br>| 5788 | 46858 |
| \*Ω | Funding Circle <br> Holdings PLC<br>| 26177 | 45510 |
|  | Future PLC | 11695 | 94301 |
|  | Galliford Try Holdings <br> PLC<br>| 19567 | 133551 |
|  | Games Workshop <br> Group PLC<br>| 4757 | 996155 |
| \* | Gaming Realms PLC | 21915 | 11852 |
|  | Gamma <br> Communications <br> PLC<br>| 10921 | 142578 |
|  | GB Group PLC | 26873 | 83185 |
| \* | Genel Energy PLC | 20214 | 17060 |
|  | Genuit Group PLC | 52378 | 254659 |
| \* | Georgia Capital PLC | 6426 | 218680 |
|  | Gooch & Housego <br> PLC<br>| 2118 | 16024 |
|  | Goodwin PLC | 172 | 49087 |
|  | Grafton Group PLC, <br> CDI<br>| 30552 | 382040 |
|  | Grainger PLC | 102954 | 253664 |
|  | Greencore Group <br> PLC<br>| 94282 | 295344 |
|  | Greggs PLC | 8546 | 181135 |
|  | Gulf Keystone <br> Petroleum Ltd.<br>| 47620 | 113357 |
| \* | Gulf Marine Services <br> PLC<br>| 6061 | 1339 |
| \*Ω | Gym Group PLC | 22995 | 42033 |
|  | Halfords Group PLC | 37620 | 73906 |
|  | Harbour Energy PLC | 78816 | 233295 |
|  | Hargreaves Services <br> PLC<br>| 1423 | 12271 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Harworth Group PLC | 24301 | $52360 |
|  | Hays PLC | 71088 | 55202 |
| \* | Headlam Group PLC | 13204 | 8910 |
|  | Helical PLC | 1868 | 5120 |
| \* | Helios Towers PLC | 123562 | 242988 |
|  | Henry Boot PLC | 13323 | 38747 |
|  | Hikma <br> Pharmaceuticals <br> PLC<br>| 13339 | 322664 |
|  | Hill & Smith PLC | 13237 | 374567 |
|  | Hilton Food Group <br> PLC<br>| 9754 | 82484 |
|  | Hiscox Ltd. | 40810 | 737779 |
|  | Hochschild Mining <br> PLC<br>| 68954 | 299742 |
|  | Hollywood Bowl <br> Group PLC<br>| 23602 | 83619 |
| Ω | Hostelworld Group <br> PLC<br>| 3800 | 6345 |
|  | Howden Joinery <br> Group PLC<br>| 45840 | 520644 |
|  | Hunting PLC | 21793 | 97867 |
| Ω | Ibstock PLC | 46814 | 84098 |
|  | ICG PLC | 10036 | 254953 |
|  | IDOX PLC | 36392 | 33741 |
|  | IG Group Holdings <br> PLC<br>| 40370 | 590919 |
|  | IMI PLC | 16727 | 525880 |
|  | Impax Asset <br> Management <br> Group PLC<br>| 5042 | 12639 |
|  | Inchcape PLC | 58796 | 590009 |
| \* | Indivior PLC | 2073 | 60884 |
|  | IntegraFin Holdings <br> PLC<br>| 21537 | 102571 |
|  | International Personal <br> Finance PLC<br>| 40760 | 109525 |
|  | International <br> Workplace Group <br> PLC<br>| 116707 | 347332 |
|  | Investec PLC | 26665 | 200778 |
|  | iomart Group PLC | 16597 | 5559 |
| \* | IP Group PLC | 129231 | 102701 |
|  | Ithaca Energy PLC | 13903 | 39823 |
|  | ITV PLC | 567619 | 519573 |
|  | J D Wetherspoon <br> PLC<br>| 13350 | 113259 |
| \* | James Fisher & Sons <br> PLC<br>| 6723 | 35135 |
| # | James Halstead PLC | 42326 | 77624 |
|  | JD Sports Fashion <br> PLC<br>| 116844 | 143179 |
|  | JET2 PLC | 18252 | 318733 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| \* | John Wood Group <br> PLC<br>| 73731 | $17861 |
|  | Johnson Matthey <br> PLC<br>| 16592 | 464680 |
|  | Johnson Service <br> Group PLC<br>| 68407 | 121816 |
|  | Jupiter Fund <br> Management PLC<br>| 65869 | 131855 |
|  | Just Group PLC | 152125 | 424669 |
|  | Kainos Group PLC | 8664 | 107510 |
|  | Keller Group PLC | 11585 | 241662 |
|  | Kier Group PLC | 96324 | 274085 |
|  | Kingfisher PLC | 130846 | 530656 |
|  | Kitwave Group PLC | 3322 | 9377 |
|  | Knights Group <br> Holdings PLC<br>| 5278 | 11670 |
|  | Lancashire Holdings <br> Ltd.<br>| 35221 | 309283 |
|  | Lion Finance Group <br> PLC<br>| 6114 | 643644 |
|  | Liontrust Asset <br> Management PLC<br>| 9051 | 36970 |
|  | London Investment <br> Group PLC<br>| 2089 | 10310 |
|  | LSL Property <br> Services PLC<br>| 9596 | 32175 |
| Ω | Luceco PLC | 8203 | 14216 |
|  | M&C Saatchi PLC | 3423 | 6126 |
|  | M&G PLC | 77701 | 269014 |
|  | Macfarlane Group <br> PLC<br>| 19165 | 17533 |
|  | Man Group PLC | 194764 | 538096 |
|  | Marshalls PLC | 14797 | 32823 |
| \* | Marston's PLC | 104647 | 62992 |
|  | McBride PLC | 30429 | 46898 |
|  | Me Group <br> International PLC<br>| 40883 | 101189 |
|  | Mears Group PLC | 18054 | 84149 |
| \* | Metro Bank Holdings <br> PLC<br>| 24939 | 38380 |
|  | Midwich Group PLC | 8466 | 19142 |
| \* | Mitchells & Butlers <br> PLC<br>| 57716 | 184564 |
|  | Mitie Group PLC | 182589 | 394933 |
|  | MJ Gleeson PLC | 7302 | 35407 |
|  | Mondi PLC | 37428 | 418364 |
|  | MONY Group PLC | 72167 | 184046 |
|  | Moonpig Group PLC | 43083 | 121423 |
|  | Morgan Advanced <br> Materials PLC<br>| 34605 | 92801 |
|  | Morgan Sindall <br> Group PLC<br>| 6870 | 419755 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Mortgage Advice <br> Bureau Holdings <br> Ltd.<br>| 4749 | $43536 |
|  | Mountview Estates <br> PLC<br>| 77 | 9691 |
|  | MP Evans Group <br> PLC<br>| 5183 | 91944 |
|  | NCC Group PLC | 43338 | 85240 |
|  | Next 15 Group PLC | 9568 | 51975 |
|  | Nichols PLC | 1407 | 19133 |
|  | Ninety One PLC | 59361 | 180449 |
|  | Norcros PLC | 7961 | 31370 |
| \* | Ocado Group PLC | 41521 | 119582 |
| Ω | On the Beach Group <br> PLC<br>| 18670 | 52153 |
|  | OSB Group PLC | 57929 | 410599 |
|  | Pagegroup PLC | 38658 | 119993 |
|  | Pan African <br> Resources PLC<br>| 428330 | 470641 |
|  | Paragon Banking <br> Group PLC<br>| 33407 | 364350 |
|  | PayPoint PLC | 9568 | 87585 |
|  | Pennon Group PLC | 56781 | 386973 |
|  | Persimmon PLC | 34159 | 542893 |
|  | Pets at Home Group <br> PLC<br>| 62931 | 177272 |
|  | Pharos Energy PLC | 20801 | 5632 |
| \* | Phoenix Spree <br> Deutschland Ltd.<br>| 8962 | 19619 |
| \* | Pinewood <br> Technologies <br> Group PLC<br>| 13091 | 63360 |
|  | Playtech PLC | 42562 | 147310 |
|  | Plus500 Ltd. | 16473 | 685432 |
|  | Polar Capital <br> Holdings PLC<br>| 10376 | 78221 |
|  | Pollen Street Group <br> Ltd.<br>| 1118 | 13015 |
|  | Porvair PLC | 3538 | 35648 |
|  | PPHE Hotel Group <br> Ltd.<br>| 849 | 15963 |
|  | Premier Foods PLC | 100223 | 240390 |
| \* | PureTech Health PLC <br> (PRTC LN)<br>| 28808 | 50026 |
|  | PZ Cussons PLC | 26682 | 25965 |
|  | QinetiQ Group PLC | 70252 | 443619 |
| Ω | Quilter PLC | 232618 | 555387 |
|  | Rank Group PLC | 24101 | 37578 |
|  | Rathbones Group <br> PLC<br>| 5396 | 126480 |
| \*†† | Raven Property <br> Group Ltd.<br>| 45894 | 0 |
|  | Reach PLC | 49305 | 38280 |
|  | Record PLC | 11865 | 9347 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Renew Holdings <br> PLC<br>| 9219 | $112274 |
|  | RHI Magnesita NV | 1686 | 46525 |
|  | Rightmove PLC | 54609 | 479492 |
|  | Robert Walters PLC | 6706 | 13275 |
|  | Rotork PLC | 123367 | 555380 |
|  | RS Group PLC | 37664 | 275658 |
|  | RWS Holdings PLC | 19833 | 20173 |
|  | S&U PLC | 1186 | 27784 |
| # | S4 Capital PLC | 24198 | 7505 |
| Ω | Sabre Insurance <br> Group PLC<br>| 36053 | 63481 |
| \* | Saga PLC | 10855 | 38009 |
| \* | Savannah Energy <br> PLC<br>| 107834 | 9879 |
|  | Savills PLC | 18326 | 242849 |
|  | Senior PLC | 59262 | 148437 |
|  | Serco Group PLC | 147642 | 492676 |
|  | Serica Energy PLC | 30512 | 87206 |
| \* | SIG PLC | 100181 | 11869 |
| \* | Sigmaroc PLC | 70928 | 107707 |
|  | Smiths News PLC | 41443 | 33205 |
|  | Softcat PLC | 16254 | 342496 |
| \* | SolGold PLC | 101626 | 23474 |
|  | Spectris PLC | 2063 | 111294 |
|  | Speedy Hire PLC | 89137 | 32283 |
|  | Spirax Group PLC | 2717 | 253422 |
| Ω | Spire Healthcare <br> Group PLC<br>| 38601 | 119010 |
|  | SSP Group PLC | 87707 | 177258 |
|  | St. James's Place <br> PLC<br>| 2995 | 51101 |
|  | SThree PLC | 17971 | 37173 |
| \* | Strix Group PLC | 17224 | 7556 |
| \*†† | Studio Retail Group <br> PLC<br>| 5420 | 0 |
|  | STV Group PLC | 2980 | 4425 |
|  | Tate & Lyle PLC | 52039 | 264195 |
|  | Taylor Wimpey PLC | 327708 | 453299 |
|  | TBC Bank Group <br> PLC<br>| 6722 | 385118 |
|  | Telecom Plus PLC | 8571 | 199921 |
|  | Topps Tiles PLC | 21096 | 9554 |
|  | TP ICAP Group PLC | 127002 | 438025 |
| \*Ω | Trainline PLC | 18585 | 61350 |
|  | Travis Perkins PLC | 33001 | 272849 |
|  | Treatt PLC | 1767 | 5593 |
|  | Tribal Group PLC | 5915 | 5001 |
|  | Trifast PLC | 13605 | 13577 |
|  | TT Electronics PLC | 37226 | 75486 |
| #\* | Tullow Oil PLC | 238014 | 30723 |
|  | Ultimate Products <br> PLC<br>| 4833 | 3933 |
| \* | Vanquis Banking <br> Group PLC<br>| 43840 | 65662 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Vertu Motors PLC | 37928 | $31224 |
|  | Vesuvius PLC | 33003 | 162863 |
|  | Victrex PLC | 10081 | 85662 |
| \* | Videndum PLC | 9739 | 5127 |
| \* | Vistry Group PLC | 40509 | 343138 |
| # | Volex PLC | 16946 | 83493 |
|  | Volution Group PLC | 27412 | 236742 |
|  | Vp PLC | 3850 | 28796 |
| \*Ω | Watches of <br> Switzerland Group <br> PLC<br>| 25349 | 130841 |
| \* | Watkin Jones PLC | 29876 | 11213 |
|  | WH Smith PLC | 15052 | 133707 |
|  | Whitbread PLC | 11547 | 439597 |
|  | Wickes Group PLC | 43591 | 126829 |
|  | Wilmington PLC | 6879 | 28102 |
| # | WPP PLC (WPP US), <br> Sponsored ADR<br>| 4257 | 80755 |
| \* | Xaar PLC | 10372 | 17268 |
|  | XPS Pensions Group <br> PLC<br>| 28163 | 124754 |
| # | Young & Co.'s <br> Brewery PLC <br> (YNGA LN), <br> Class A<br>| 3702 | 37442 |
|  | Young & Co.'s <br> Brewery PLC <br> (YNGN LN)<br>| 2921 | 23636 |
|  | Zigup PLC | 33311 | 151755 |
|  | Zotefoams PLC | 3070 | 18483 |
| TOTAL UNITED <br> KINGDOM | TOTAL UNITED <br> KINGDOM |  | 46138394 |
| UNITED STATES — (0.3%) | UNITED STATES — (0.3%) | UNITED STATES — (0.3%) | UNITED STATES — (0.3%) |
| \* | ADTRAN Holdings, <br> Inc.<br>| 3025 | 31318 |
|  | MEG Energy Corp. | 28601 | 605239 |
|  | Royal Gold, Inc. | 2229 | 389661 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | 1026218 |
| TOTAL COMMON <br> STOCKS | TOTAL COMMON <br> STOCKS |  | 374984883 |
| PREFERRED STOCKS — (0.4%) | PREFERRED STOCKS — (0.4%) | PREFERRED STOCKS — (0.4%) | PREFERRED STOCKS — (0.4%) |
| GERMANY — (0.4%) | GERMANY — (0.4%) | GERMANY — (0.4%) | GERMANY — (0.4%) |
|  | Draegerwerk AG & <br> Co. KGaA, <br> 2.796%<br>| 1245 | 104913 |
|  | Einhell Germany AG, <br> 1.843%<br>| 762 | 72266 |
|  | FUCHS SE, 3.020% | 9860 | 441378 |
|  | Jungheinrich AG, <br> 2.591%<br>| 6075 | 217109 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | Porsche Automobil <br> Holding SE, <br> 5.552%<br>| 9419 | $374250 |
|  | Sixt SE, 4.946% | 2482 | 157680 |
|  | STO SE & Co. <br> KGaA, 2.782%<br>| 368 | 50590 |
|  | Villeroy & Boch AG, <br> 5.438%<br>| 1074 | 20491 |
| TOTAL GERMANY | TOTAL GERMANY |  | 1438677 |
| 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%) |
| \* | Galan Lithium Ltd. <br> Warrants<br>| 1997 | 0 |
| \* | Silver Mines Ltd. <br> Warrants 06/17/26<br>| 4488 | 148 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | 148 |
| GERMANY — (0.0%) | GERMANY — (0.0%) | GERMANY — (0.0%) | GERMANY — (0.0%) |
| #\* | BayWa AG Rights <br> 11/10/2025<br>| 370 | 635 |
| ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) |
| #\* | Geox SpA Warrants <br> 09/30/2026<br>| 3525 | 232 |
| #\* | Webuild SpA <br> Warrants <br> 08/02/2030<br>| 1925 | 0 |
| TOTAL ITALY | TOTAL ITALY |  | 232 |
| SPAIN — (0.0%) | SPAIN — (0.0%) | SPAIN — (0.0%) | SPAIN — (0.0%) |
| \* | Vidrala SA Rights <br> 11/17/2025<br>| 2695 | 12736 |
| SWITZERLAND — (0.0%) | SWITZERLAND — (0.0%) | SWITZERLAND — (0.0%) | SWITZERLAND — (0.0%) |
| \* | Fundamenta Real <br> Estate AG Rights <br> 11/03/2025<br>| 3625 | 161 |
| TOTAL <br> RIGHTS/WARRANTS | TOTAL <br> RIGHTS/WARRANTS |  | 13912 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $307,567,464) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $307,567,464) |  | 376437472 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (5.0%) | SECURITIES LENDING COLLATERAL — (5.0%) | SECURITIES LENDING COLLATERAL — (5.0%) | SECURITIES LENDING COLLATERAL — (5.0%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 1711732 | 19799599 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $327,367,063) | (Cost $327,367,063) |  | $396237071 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

As of October 31, 2025, the value of Rule 144A securities amounted to $13,811,531 or 3.6% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| Australia | &nbsp;&nbsp; $245376 | &nbsp;&nbsp; $24384476 | &nbsp;&nbsp; $23058 | &nbsp;&nbsp; $24652910 |
| Austria | &nbsp;&nbsp; — | &nbsp;&nbsp; 5768392 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5768392 |
| Belgium | &nbsp;&nbsp; 56164 | &nbsp;&nbsp; 5462517 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5518681 |
| Brazil | &nbsp;&nbsp; — | &nbsp;&nbsp; 99803 | &nbsp;&nbsp; — | &nbsp;&nbsp; 99803 |
| Canada | &nbsp;&nbsp; 48248122 | &nbsp;&nbsp; 7879 | &nbsp;&nbsp; 97 | &nbsp;&nbsp; 48256098 |
| China | &nbsp;&nbsp; 734911 | &nbsp;&nbsp; 9248 | &nbsp;&nbsp; — | &nbsp;&nbsp; 744159 |
| Denmark | &nbsp;&nbsp; — | &nbsp;&nbsp; 9972411 | &nbsp;&nbsp; — | &nbsp;&nbsp; 9972411 |
| Finland | &nbsp;&nbsp; — | &nbsp;&nbsp; 10001703 | &nbsp;&nbsp; — | &nbsp;&nbsp; 10001703 |
| France | &nbsp;&nbsp; — | &nbsp;&nbsp; 21811738 | &nbsp;&nbsp; — | &nbsp;&nbsp; 21811738 |
| Germany | &nbsp;&nbsp; 978852 | &nbsp;&nbsp; 23404401 | &nbsp;&nbsp; — | &nbsp;&nbsp; 24383253 |
| Hong Kong | &nbsp;&nbsp; — | &nbsp;&nbsp; 7219669 | &nbsp;&nbsp; 3820 | &nbsp;&nbsp; 7223489 |
| Ireland | &nbsp;&nbsp; — | &nbsp;&nbsp; 1068031 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1068031 |
| Israel | &nbsp;&nbsp; 59315 | &nbsp;&nbsp; 4224971 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4284286 |
| Italy | &nbsp;&nbsp; 115033 | &nbsp;&nbsp; 14958458 | &nbsp;&nbsp; — | &nbsp;&nbsp; 15073491 |
| Japan | &nbsp;&nbsp; — | &nbsp;&nbsp; 81281722 | &nbsp;&nbsp; — | &nbsp;&nbsp; 81281722 |
| Netherlands | &nbsp;&nbsp; 252505 | &nbsp;&nbsp; 8351819 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8604324 |
| New Zealand | &nbsp;&nbsp; — | &nbsp;&nbsp; 1199925 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1199925 |
| Norway | &nbsp;&nbsp; 81961 | &nbsp;&nbsp; 2879326 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2961287 |
| Portugal | &nbsp;&nbsp; — | &nbsp;&nbsp; 1257680 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1257680 |
| Singapore | &nbsp;&nbsp; — | &nbsp;&nbsp; 4297080 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4297080 |
| Spain | &nbsp;&nbsp; — | &nbsp;&nbsp; 9071246 | &nbsp;&nbsp; 989 | &nbsp;&nbsp; 9072235 |
| Sweden | &nbsp;&nbsp; 9760 | &nbsp;&nbsp; 11290351 | &nbsp;&nbsp; — | &nbsp;&nbsp; 11300111 |
| Switzerland | &nbsp;&nbsp; 164414 | &nbsp;&nbsp; 28823048 | &nbsp;&nbsp; — | &nbsp;&nbsp; 28987462 |
| United Kingdom | &nbsp;&nbsp; 80755 | &nbsp;&nbsp; 46057639 | &nbsp;&nbsp; — | &nbsp;&nbsp; 46138394 |
| United States | &nbsp;&nbsp; 994900 | &nbsp;&nbsp; 31318 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1026218 |
| Preferred Stocks |  |  |  |  |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 1438677 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1438677 |
| Rights/Warrants |  |  |  |  |
| Australia | &nbsp;&nbsp; — | &nbsp;&nbsp; 148 | &nbsp;&nbsp; — | &nbsp;&nbsp; 148 |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 635 | &nbsp;&nbsp; — | &nbsp;&nbsp; 635 |
| Italy | &nbsp;&nbsp; — | &nbsp;&nbsp; 232 | &nbsp;&nbsp; — | &nbsp;&nbsp; 232 |
| Spain | &nbsp;&nbsp; — | &nbsp;&nbsp; 12736 | &nbsp;&nbsp; — | &nbsp;&nbsp; 12736 |
| Switzerland | &nbsp;&nbsp; — | &nbsp;&nbsp; 161 | &nbsp;&nbsp; — | &nbsp;&nbsp; 161 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 19799599 | &nbsp;&nbsp; — | &nbsp;&nbsp; 19799599 |
| Total Investments in Securities | &nbsp;&nbsp; $52022068 | &nbsp;&nbsp; $344187039 | &nbsp;&nbsp; $27,964˂˃ | &nbsp;&nbsp; $396237071 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| ˂˃ | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning <br> and/or end of the reporting period in relation to net assets.<br>|

---

See accompanying Notes to Financial Statements.

------

**Dimensional VA Short-Term Fixed Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face** <br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (1.4%) | AGENCY OBLIGATIONS — (1.4%) | AGENCY OBLIGATIONS — (1.4%) | AGENCY OBLIGATIONS — (1.4%) |
| Federal Farm Credit Banks <br> Funding Corp., SOFR + <br> 0.115%, FRN | Federal Farm Credit Banks <br> Funding Corp., SOFR + <br> 0.115%, FRN |  |  |
| (r) | 4.155%, 02/10/27 | 1700 | $1700345 |
| Federal Farm Credit Banks <br> Funding Corp., SOFR + <br> 0.120%, FRN | Federal Farm Credit Banks <br> Funding Corp., SOFR + <br> 0.120%, FRN |  |  |
| (r) | 4.160%, 07/10/26 | 300 | 300164 |
| Federal Home Loan <br> Mortgage Corp., SOFR <br> + 0.115%, FRN | Federal Home Loan <br> Mortgage Corp., SOFR <br> + 0.115%, FRN |  |  |
| (r) | 4.155%, 05/05/27 | 4000 | 3999569 |
| TOTAL AGENCY <br> OBLIGATIONS | TOTAL AGENCY <br> OBLIGATIONS |  | 6000078 |
| BONDS — (24.4%) | BONDS — (24.4%) | BONDS — (24.4%) | BONDS — (24.4%) |
| African Development Bank | African Development Bank |  |  |
|  | 0.875%, 03/23/26 | 510 | 503894 |
| Asian Development Bank | Asian Development Bank |  |  |
|  | 4.250%, 01/09/26 | 85 | 85014 |
|  | 0.500%, 02/04/26 | 366 | 362727 |
| Asian Development Bank, <br> SOFR + 1.000%, FRN | Asian Development Bank, <br> SOFR + 1.000%, FRN |  |  |
| (r) | 5.166%, 06/16/26 | 569 | 571771 |
| Asian Infrastructure <br> Investment Bank | Asian Infrastructure <br> Investment Bank |  |  |
|  | 0.500%, 01/27/26 | 8028 | 7962003 |
| Asian Infrastructure <br> Investment Bank, SOFR <br> + 0.220%, FRN | Asian Infrastructure <br> Investment Bank, SOFR <br> + 0.220%, FRN |  |  |
| (r) | 4.322%, 04/15/26 | 3000 | 3001320 |
| Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.560%, FRN | Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.560%, FRN |  |  |
| (r)Ω | 4.816%, 03/18/26 | 1400 | 1401884 |
| Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.680%, FRN | Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.680%, FRN |  |  |
| (r)Ω | 4.966%, 07/16/27 | 2500 | 2511943 |
| (r) | 4.966%, 07/16/27 | 400 | 401911 |
| Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.810%, FRN | Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.810%, FRN |  |  |
| (r)Ω | 5.097%, 01/18/27 | 1100 | 1106604 |
| (r) | 5.097%, 01/18/27 | 1000 | 1006004 |
| Bank of England Euro <br> Notes | Bank of England Euro <br> Notes |  |  |
|  | 4.625%, 03/06/26 | 800 | 801685 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| Caisse d'Amortissement de <br> la Dette Sociale | Caisse d'Amortissement de <br> la Dette Sociale |  |  |
|  | 4.625%, 11/02/25 | 600 | $600000 |
| Ω | 4.000%, 01/25/26 | 500 | 499781 |
| CDP Financial, Inc. | CDP Financial, Inc. |  |  |
|  | 4.500%, 02/13/26 | 700 | 700600 |
| Chevron USA, Inc., SOFR <br> + 0.360%, FRN | Chevron USA, Inc., SOFR <br> + 0.360%, FRN |  |  |
| (r) | 4.588%, 02/26/27 | 2470 | 2475236 |
| Citibank NA, SOFR + <br> 0.781%, FRN | Citibank NA, SOFR + <br> 0.781%, FRN |  |  |
| (r) | 4.988%, 05/29/27 | 3442 | 3466791 |
| Commonwealth Bank of <br> Australia, SOFR + <br> 0.460%, FRN | Commonwealth Bank of <br> Australia, SOFR + <br> 0.460%, FRN |  |  |
| (r)Ω | 4.746%, 11/27/26 | 1850 | 1849296 |
| Cooperatieve Rabobank <br> UA, SOFR + 0.590%, <br> FRN | Cooperatieve Rabobank <br> UA, SOFR + 0.590%, <br> FRN |  |  |
| (r) | 4.810%, 05/27/27 | 4330 | 4346189 |
| Cooperatieve Rabobank <br> UA, SOFR + 0.620%, <br> FRN | Cooperatieve Rabobank <br> UA, SOFR + 0.620%, <br> FRN |  |  |
| (r) | 4.838%, 08/28/26 | 3650 | 3659490 |
| CPPIB Capital, Inc., SOFR <br> + 1.250%, FRN | CPPIB Capital, Inc., SOFR <br> + 1.250%, FRN |  |  |
| (r) | 5.436%, 03/11/26 | 795 | 798205 |
| European Bank for <br> Reconstruction & <br> Development | European Bank for <br> Reconstruction & <br> Development |  |  |
|  | 0.500%, 01/28/26 | 700 | 694227 |
| Inter-American <br> Development Bank, <br> SOFR + 0.170%, FRN | Inter-American <br> Development Bank, <br> SOFR + 0.170%, FRN |  |  |
| (r) | 4.336%, 09/16/26 | 200 | 200006 |
| Inter-American <br> Development Bank, <br> SOFR + 0.280%, FRN | Inter-American <br> Development Bank, <br> SOFR + 0.280%, FRN |  |  |
| (r) | 4.384%, 04/12/27 | 1907 | 1908669 |
| Inter-American <br> Development Bank, <br> SOFR + 0.350%, FRN | Inter-American <br> Development Bank, <br> SOFR + 0.350%, FRN |  |  |
| (r) | 4.466%, 10/04/27 | 9500 | 9516050 |
| International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.280%, FRN | International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.280%, FRN |  |  |
| (r) | 4.525%, 02/23/27 | 361 | 361419 |

---

------

**Dimensional VA Short-Term Fixed Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.370%, FRN | International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.370%, FRN |  |  |
| (r) | 4.474%, 01/12/27 | 3500 | $3504915 |
| International Finance <br> Corp., SOFR + 0.270%, <br> FRN | International Finance <br> Corp., SOFR + 0.270%, <br> FRN |  |  |
| (r) | 4.347%, 07/30/27 | 7346 | 7350091 |
| JPMorgan Chase Bank <br> NA, SOFR + 0.620%, <br> FRN | JPMorgan Chase Bank <br> NA, SOFR + 0.620%, <br> FRN |  |  |
| (r) | 4.689%, 04/29/26 | 1000 | 1001954 |
| JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN | JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN |  |  |
| (r) | 5.186%, 12/08/26 | 500 | 503607 |
| Kommunalbanken AS, <br> SOFR + 1.000%, FRN | Kommunalbanken AS, <br> SOFR + 1.000%, FRN |  |  |
| (r) | 5.162%, 06/17/26 | 200 | 200908 |
| Kreditanstalt fuer <br> Wiederaufbau | Kreditanstalt fuer <br> Wiederaufbau |  |  |
|  | 0.625%, 01/22/26 | 2200 | 2183807 |
| Landeskreditbank <br> Baden-Wuerttemberg <br> Foerderbank | Landeskreditbank <br> Baden-Wuerttemberg <br> Foerderbank |  |  |
|  | 4.500%, 01/26/26 | 2045 | 2046257 |
|  | 4.875%, 03/09/26 | 1619 | 1623151 |
| National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN | National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN |  |  |
| (r)Ω | 4.813%, 05/20/27 | 250 | 250757 |
| Oesterreichische <br> Kontrollbank AG | Oesterreichische <br> Kontrollbank AG |  |  |
|  | 4.625%, 11/03/25 | 159 | 159000 |
| OMERS Finance Trust | OMERS Finance Trust |  |  |
|  | 1.100%, 03/26/26 | 9750 | 9635762 |
| Province of Ontario | Province of Ontario |  |  |
|  | 0.625%, 01/21/26 | 4400 | 4366580 |
| Province of Quebec | Province of Quebec |  |  |
|  | 2.500%, 04/20/26 | 2500 | 2482282 |
| Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN | Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN |  |  |
| (r) | 5.069%, 08/03/26 | 1000 | 1005790 |
| Svenska Handelsbanken <br> AB, SOFR + 1.250%, <br> FRN | Svenska Handelsbanken <br> AB, SOFR + 1.250%, <br> FRN |  |  |
| (r)Ω | 5.408%, 06/15/26 | 650 | 654303 |
| Temasek Financial I Ltd., <br> SOFR + 0.380%, FRN | Temasek Financial I Ltd., <br> SOFR + 0.380%, FRN |  |  |
| (r)Ω | 4.676%, 08/20/27 | 1750 | 1750648 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| Walmart, Inc., SOFR + <br> 0.430%, FRN | Walmart, Inc., SOFR + <br> 0.430%, FRN |  |  |
| (r) | 4.505%, 04/28/27 | 2762 | $2771743 |
| Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN | Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN |  |  |
| (r) | 5.236%, 12/11/26 | 300 | 303127 |
| Westpac Banking Corp., <br> SOFR + 0.420%, FRN | Westpac Banking Corp., <br> SOFR + 0.420%, FRN |  |  |
| (r) | 4.706%, 04/16/26 | 6000 | 6005346 |
| Westpac Banking Corp., <br> SOFR + 0.460%, FRN | Westpac Banking Corp., <br> SOFR + 0.460%, FRN |  |  |
| (r) | 4.747%, 10/20/26 | 2900 | 2904890 |
| TOTAL BONDS | TOTAL BONDS |  | 101497637 |
| U.S. TREASURY OBLIGATIONS — (20.5%) | U.S. TREASURY OBLIGATIONS — (20.5%) | U.S. TREASURY OBLIGATIONS — (20.5%) | U.S. TREASURY OBLIGATIONS — (20.5%) |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.098%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.098%, <br> FRN |  |  |
| (r) | 3.864%, 01/31/27 | 1000 | 998941 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.150%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.150%, <br> FRN |  |  |
| (r) | 3.916%, 04/30/26 | 12800 | 12797516 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.160%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.160%, <br> FRN |  |  |
| (r) | 3.926%, 04/30/27 | 32250 | 32240760 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.182%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.182%, <br> FRN |  |  |
| (r) | 3.948%, 07/31/26 | 5800 | 5800013 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.190%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.190%, <br> FRN |  |  |
| (r) | 3.956%, 10/31/27 | 11000 | 11001594 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.245%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.245%, <br> FRN |  |  |
| (r) | 4.011%, 01/31/26 | 9000 | 9001288 |
| U.S.Treasury Notes, 3M <br> USTMMR + 0.159%, <br> FRN | U.S.Treasury Notes, 3M <br> USTMMR + 0.159%, <br> FRN |  |  |
| (r) | 3.925%, 07/31/27 | 13750 | 13747216 |
| TOTAL U.S. TREASURY <br> OBLIGATIONS | TOTAL U.S. TREASURY <br> OBLIGATIONS |  | 85587328 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
| COMMERCIAL PAPER — (50.6%) | COMMERCIAL PAPER — (50.6%) | COMMERCIAL PAPER — (50.6%) | COMMERCIAL PAPER — (50.6%) |
| Alphabet, Inc. | Alphabet, Inc. |  |  |
| Ω | 4.144%, 12/05/25 | 6000 | 5977182 |

---

------

**Dimensional VA Short-Term Fixed Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| Apple, Inc. | Apple, Inc. |  |  |
| Ω | 4.069%, 11/19/25 | 3250 | $3243349 |
| Australia & New Zealand <br> Banking Group Ltd. | Australia & New Zealand <br> Banking Group Ltd. |  |  |
| Ω | 4.356%, 11/18/25 | 2000 | 1996104 |
| BNG Bank NV | BNG Bank NV |  |  |
| Ω | 4.074%, 12/19/25 | 1000 | 994651 |
| Caisse d'Amortissement de <br> la Dette Sociale | Caisse d'Amortissement de <br> la Dette Sociale |  |  |
| Ω | 4.263%, 12/05/25 | 2000 | 1992404 |
| Caisse des Depots et <br> Consignations | Caisse des Depots et <br> Consignations |  |  |
| Ω | 4.418%, 11/03/25 | 1000 | 999674 |
| Ω | 4.168%, 11/17/25 | 3000 | 2994484 |
| Ω | 4.324%, 11/26/25 | 250 | 249294 |
| Ω | 4.069%, 02/10/26 | 1750 | 1730534 |
| CDP Financial, Inc. | CDP Financial, Inc. |  |  |
| Ω | 4.436%, 01/28/26 | 2200 | 2178453 |
| Cisco Systems, Inc. | Cisco Systems, Inc. |  |  |
| Ω | 4.039%, 01/30/26 | 3000 | 2970865 |
| DBS Bank Ltd. | DBS Bank Ltd. |  |  |
| Ω | 4.321%, 11/21/25 | 2500 | 2494309 |
| Ω | 4.327%, 12/08/25 | 250 | 248964 |
| Ω | 4.142%, 01/22/26 | 800 | 792734 |
| Ω | 4.144%, 01/22/26 | 4000 | 3963671 |
| DNB Bank ASA | DNB Bank ASA |  |  |
| Ω | 3.938%, 01/26/26 | 2000 | 1981242 |
| Equinor ASA | Equinor ASA |  |  |
| Ω | 4.283%, 12/08/25 | 4000 | 3983319 |
| Ω | 4.254%, 12/08/25 | 2250 | 2240617 |
| Ω | 4.200%, 12/10/25 | 4000 | 3982430 |
| Erste Abwicklungsanstalt | Erste Abwicklungsanstalt |  |  |
| Ω | 4.212%, 11/12/25 | 4000 | 3994765 |
| Ω | 4.135%, 12/04/25 | 1000 | 996305 |
| Ω | 4.090%, 01/26/26 | 2500 | 2476468 |
| Ω | 4.111%, 01/29/26 | 4000 | 3961100 |
| European Investment Bank | European Investment Bank |  |  |
|  | 4.151%, 11/17/25 | 1500 | 1497251 |
|  | 3.924%, 02/17/26 | 6000 | 5928683 |
|  | 4.041%, 02/17/26 | 3750 | 3705427 |
| Export Development <br> Canada | Export Development <br> Canada |  |  |
|  | 4.415%, 11/04/25 | 3000 | 2998696 |
|  | 4.433%, 11/05/25 | 500 | 499728 |
|  | 4.400%, 11/24/25 | 5000 | 4987220 |
| FMS Wertmanagement | FMS Wertmanagement |  |  |
| Ω | 4.132%, 11/03/25 | 1000 | 999678 |
| Johnson & Johnson | Johnson & Johnson |  |  |
| Ω | 3.933%, 02/02/26 | 1500 | 1484960 |
| Ω | 3.940%, 02/02/26 | 4000 | 3959893 |
| Kreditanstalt fuer <br> Wiederaufbau | Kreditanstalt fuer <br> Wiederaufbau |  |  |
| Ω | 4.200%, 12/10/25 | 500 | 497872 |
| Ω | 4.082%, 12/22/25 | 2750 | 2734739 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| Ω | 4.034%, 12/22/25 | 725 | $720977 |
| Ω | 4.000%, 02/09/26 | 1000 | 989013 |
| Ω | 3.956%, 03/03/26 | 3500 | 3453291 |
| LVMH Moet Hennessy <br> Louis Vuitton SE | LVMH Moet Hennessy <br> Louis Vuitton SE |  |  |
| Ω | 4.024%, 01/13/26 | 3000 | 2975942 |
| Ω | 3.988%, 01/16/26 | 2450 | 2429577 |
| Ω | 3.964%, 02/10/26 | 2500 | 2472460 |
| National Securities <br> Clearing Corp. | National Securities <br> Clearing Corp. |  |  |
| Ω | 4.187%, 11/14/25 | 3950 | 3944011 |
| Ω | 3.996%, 01/20/26 | 2750 | 2725714 |
| Ω | 3.958%, 02/20/26 | 4500 | 4444849 |
| Nederlandse <br> Waterschapsbank NV | Nederlandse <br> Waterschapsbank NV |  |  |
| Ω | 4.183%, 11/03/25 | 4000 | 3998677 |
| Ω | 4.156%, 11/18/25 | 3000 | 2994118 |
| Nestle Finance <br> International Ltd. | Nestle Finance <br> International Ltd. |  |  |
| Ω | 4.317%, 11/03/25 | 4000 | 3998697 |
| Ω | 4.224%, 11/25/25 | 1000 | 997279 |
| NRW Bank | NRW Bank |  |  |
| Ω | 4.459%, 11/12/25 | 500 | 499346 |
| Ω | 4.469%, 11/12/25 | 750 | 749018 |
| Ω | 3.989%, 12/03/25 | 500 | 498244 |
| Ω | 4.022%, 03/26/26 | 800 | 787671 |
| Procter & Gamble Co. | Procter & Gamble Co. |  |  |
| Ω | 3.994%, 01/23/26 | 3500 | 3468558 |
| Ω | 3.994%, 01/27/26 | 2750 | 2724164 |
| Ω | 3.973%, 01/28/26 | 3500 | 3466759 |
| Province of Ontario | Province of Ontario |  |  |
|  | 4.017%, 02/06/26 | 5250 | 5194615 |
| Province of Quebec | Province of Quebec |  |  |
| Ω | 3.977%, 01/06/26 | 3000 | 2978350 |
| PSP Capital, Inc. | PSP Capital, Inc. |  |  |
| Ω | 4.099%, 12/05/25 | 4000 | 3984730 |
| Ω | 4.014%, 01/15/26 | 1250 | 1239620 |
| Ω | 3.973%, 01/20/26 | 250 | 247792 |
| Ω | 3.994%, 01/20/26 | 3000 | 2973506 |
| Ω | 3.971%, 01/23/26 | 1750 | 1733993 |
| Ω | 3.949%, 02/25/26 | 1500 | 1480763 |
| Queensland Treasury <br> Corp. | Queensland Treasury <br> Corp. |  |  |
|  | 4.444%, 12/12/25 | 250 | 248858 |
|  | 4.496%, 12/12/25 | 1200 | 1194520 |
| Sanofi SA | Sanofi SA |  |  |
| Ω | 4.268%, 11/25/25 | 2000 | 1994551 |
| Ω | 4.300%, 11/25/25 | 2000 | 1994551 |
| Ω | 4.334%, 11/25/25 | 2000 | 1994551 |
| Ω | 4.045%, 12/17/25 | 3500 | 3482068 |
| Ω | 4.317%, 12/29/25 | 500 | 496788 |
| Ω | 4.330%, 12/29/25 | 1000 | 993575 |
| Ω | 4.039%, 02/10/26 | 500 | 494506 |

---

------

**Dimensional VA Short-Term Fixed Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| Siemens Capital Co. LLC | Siemens Capital Co. LLC |  |  |
| Ω | 4.026%, 12/08/25 | 4000 | $3983564 |
| Ω | 3.979%, 02/13/26 | 4250 | 4202400 |
| Svensk Exportkredit AB | Svensk Exportkredit AB |  |  |
|  | 3.888%, 03/04/26 | 2500 | 2466451 |
|  | 4.023%, 03/11/26 | 3500 | 3450469 |
|  | 3.958%, 03/16/26 | 4500 | 4433972 |
| Svenska Handelsbanken <br> AB | Svenska Handelsbanken <br> AB |  |  |
| Ω | 4.348%, 11/17/25 | 1650 | 1646896 |
| Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |
| Ω | 4.241%, 12/09/25 | 1500 | 1493488 |
| Ω | 4.221%, 12/16/25 | 4000 | 3979474 |
| Ω | 4.200%, 12/18/25 | 4000 | 3978570 |
| Ω | 4.072%, 03/02/26 | 500 | 493330 |
| TotalEnergies Capital SA | TotalEnergies Capital SA |  |  |
| Ω | 4.107%, 11/21/25 | 4000 | 3990849 |
| Ω | 4.122%, 12/01/25 | 1500 | 1494909 |
| Walmart, Inc. | Walmart, Inc. |  |  |
| Ω | 4.022%, 12/02/25 | 3000 | 2989571 |
| Ω | 4.034%, 12/02/25 | 5000 | 4982619 |
| Ω | 3.991%, 12/04/25 | 575 | 572876 |
| TOTAL COMMERCIAL <br> PAPER <br>(Cost $210,969,872) | TOTAL COMMERCIAL <br> PAPER <br>(Cost $210,969,872) |  | 210962205 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $404,043,844) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $404,043,844) |  | 404047248 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| TEMPORARY CASH INVESTMENTS — (3.1%) | TEMPORARY CASH INVESTMENTS — (3.1%) | TEMPORARY CASH INVESTMENTS — (3.1%) | TEMPORARY CASH INVESTMENTS — (3.1%) |
| Ɏ | State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.010%<br>| 12863951 | $12863951 |
| SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 1 | 12 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $416,907,807) | (Cost $416,907,807) |  | $416911211 |

---

As of October 31, 2025, the value of Rule 144A securities amounted to $184,381,531 or 45.4% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $6000078 | &nbsp;&nbsp; — | &nbsp;&nbsp; $6000078 |
| Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; 101497637 | &nbsp;&nbsp; — | &nbsp;&nbsp; 101497637 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 85587328 | &nbsp;&nbsp; — | &nbsp;&nbsp; 85587328 |
| Commercial Paper | &nbsp;&nbsp; — | &nbsp;&nbsp; 210962205 | &nbsp;&nbsp; — | &nbsp;&nbsp; 210962205 |
| Temporary Cash Investments | &nbsp;&nbsp; $12863951 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 12863951 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 12 | &nbsp;&nbsp; — | &nbsp;&nbsp; 12 |
| Total Investments in Securities | &nbsp;&nbsp; $12863951 | &nbsp;&nbsp; $404047260 | &nbsp;&nbsp; — | &nbsp;&nbsp; $416911211 |

---

See accompanying Notes to Financial Statements.

------

**Dimensional VA Global Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BONDS — (79.9%) | BONDS — (79.9%) | BONDS — (79.9%) | BONDS — (79.9%) | BONDS — (79.9%) |
| AUSTRALIA — (9.0%) | AUSTRALIA — (9.0%) | AUSTRALIA — (9.0%) | AUSTRALIA — (9.0%) | AUSTRALIA — (9.0%) |
| Australia & New Zealand <br> Banking Group Ltd.  | Australia & New Zealand <br> Banking Group Ltd.  | Australia & New Zealand <br> Banking Group Ltd.  |  |  |
| (r)Ω | SOFR + 0.560%, <br> FRN, 4.816%, <br> 03/18/26<br>|  | 4646 | $4652251 |
| (r) | 3M Swap + 0.800%, <br> FRN, 4.462%, <br> 02/05/27<br>| AUD | 1100 | 722926 |
| (r) | 3M Swap + 0.970%, <br> FRN, 4.604%, <br> 05/12/27<br>| AUD | 500 | 329626 |
| (r) | 3M Swap + 1.200%, <br> FRN, 4.862%, <br> 11/04/27<br>| AUD | 1650 | 1093759 |
| (r) | 3M Swap + 0.670%, <br> FRN, 4.250%, <br> 12/15/27<br>| AUD | 600 | 393683 |
| (r) | 3M Swap + 1.060%, <br> FRN, 4.636%, <br> 03/31/28<br>| AUD | 500 | 330870 |
| (r)Ω | SOFR + 0.620%, <br> FRN, 4.876%, <br> 06/18/28<br>|  | 1200 | 1205207 |
| (r) | 3M Swap + 0.960%, <br> FRN, 4.622%, <br> 02/05/29<br>| AUD | 500 | 330366 |
| (r)Ω | SOFR + 0.850%, <br> FRN, 5.113%, <br> 12/16/29<br>|  | 500 | 505650 |
| Commonwealth Bank of <br> Australia  | Commonwealth Bank of <br> Australia  | Commonwealth Bank of <br> Australia  |  |  |
| (r)Ω | SOFR + 0.750%, <br> FRN, 5.015%, <br> 03/13/26<br>|  | 300 | 300564 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.259%, <br> 01/14/27<br>| AUD | 1600 | 1050397 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.193%, <br> 07/22/27<br>| AUD | 2000 | 1313442 |
| (r) | 3M Swap + 1.150%, <br> FRN, 4.725%, <br> 01/13/28<br>| AUD | 1500 | 993914 |
| (r)Ω | SOFR + 0.810%, <br> FRN, 5.075%, <br> 03/14/30<br>|  | 1861 | 1874844 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| Macquarie Bank Ltd., <br> SOFR + 0.740%, FRN | Macquarie Bank Ltd., <br> SOFR + 0.740%, FRN |  |  |  |
| (r)Ω | 5.006%, 06/12/28 |  | 800 | $804046 |
| National Australia Bank Ltd.  | National Australia Bank Ltd.  | National Australia Bank Ltd.  |  |  |
| (r) | 3M Swap + 0.720%, <br> FRN, 4.275%, <br> 02/25/27<br>| AUD | 500 | 328337 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.358%, <br> 05/10/27<br>| AUD | 3000 | 1970398 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.190%, <br> 10/18/27<br>| AUD | 2500 | 1641230 |
| (r)Ω | SOFR + 0.600%, <br> FRN, 4.892%, <br> 10/26/27<br>|  | 900 | 905832 |
| (r) | 3M Swap + 1.200%, <br> FRN, 4.755%, <br> 11/25/27<br>| AUD | 1000 | 663015 |
| (r) | 3M Swap + 1.000%, <br> FRN, 4.634%, <br> 05/12/28<br>| AUD | 4580 | 3026721 |
| (r)Ω | SOFR + 0.650%, <br> FRN, 4.915%, <br> 06/13/28<br>|  | 400 | 402072 |
| (r) | 3M Swap + 0.900%, <br> FRN, 4.447%, <br> 03/22/29<br>| AUD | 1500 | 989066 |
| Westpac Banking Corp.  | Westpac Banking Corp.  | Westpac Banking Corp.  |  |  |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.203%, <br> 01/25/27<br>| AUD | 500 | 328194 |
| (r) | 3M Swap + 1.230%, <br> FRN, 4.888%, <br> 11/11/27<br>| AUD | 1500 | 994788 |
| (r) | 3M Swap + 0.980%, <br> FRN, 4.570%, <br> 02/16/28<br>| AUD | 500 | 330294 |
| (r) | 3M Swap + 0.880%, <br> FRN, 4.492%, <br> 05/14/29<br>| AUD | 500 | 329502 |
| (r) | 3M Swap + 0.850%, <br> FRN, 4.398%, <br> 09/19/29<br>| AUD | 2000 | 1316412 |
| #(r) | SOFR + 0.820%, <br> FRN, 5.089%, <br> 07/01/30<br>|  | 2500 | 2523540 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | 31650946 |

---

------

**Dimensional VA Global Bond Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BELGIUM — (2.9%) | BELGIUM — (2.9%) | BELGIUM — (2.9%) | BELGIUM — (2.9%) | BELGIUM — (2.9%) |
| Euroclear Holding NV  | Euroclear Holding NV  |  |  |  |
|  | 1.500%, 04/11/30 | EUR | 100 | $108898 |
| Kingdom of Belgium <br> Government Bonds  | Kingdom of Belgium <br> Government Bonds  |  |  |  |
|  | 0.100%, 06/22/30 | EUR | 9800 | 10138030 |
| TOTAL BELGIUM | TOTAL BELGIUM |  |  | 10246928 |
| CANADA — (8.5%) | CANADA — (8.5%) | CANADA — (8.5%) | CANADA — (8.5%) | CANADA — (8.5%) |
| Canada Government Bonds  | Canada Government Bonds  | Canada Government Bonds  |  |  |
|  | 4.500%, 11/01/25 | CAD | 3000 | 2138640 |
|  | 4.500%, 02/01/26 | CAD | 3200 | 2293103 |
|  | 0.250%, 03/01/26 | CAD | 500 | 354187 |
| Canada Housing Trust No. 1  | Canada Housing Trust No. 1  | Canada Housing Trust No. 1  |  |  |
| (r)Ω | 1 day CAD Overnight <br> Index + 0.33%, <br> FRN, 2.776%, <br> 03/15/28<br>| CAD | 2000 | 1429140 |
| (r)Ω | 1 day CAD Overnight <br> Index + 0.28%, <br> FRN, 2.726%, <br> 09/15/29<br>| CAD | 660 | 470482 |
| CDP Financial, Inc.  | CDP Financial, Inc.  | CDP Financial, Inc.  |  |  |
|  | 4.500%, 02/13/26 |  | 500 | 500429 |
|  | 3.000%, 04/11/29 | EUR | 2560 | 3001892 |
| CPPIB Capital, Inc.  | CPPIB Capital, Inc.  | CPPIB Capital, Inc.  |  |  |
|  | SOFR + 1.250%, <br> FRN, 5.436%, <br> 03/11/26<br>|  | 600 | 602419 |
| (r)Ω | SOFR + 1.250%, <br> FRN, 5.436%, <br> 03/11/26<br>|  | 250 | 251008 |
|  | 3.125%, 06/11/29 | EUR | 3737 | 4411324 |
| Province of Alberta  | Province of Alberta  | Province of Alberta  |  |  |
|  | 4.100%, 06/01/29 | CAD | 2200 | 1644694 |
|  | 2.050%, 06/01/30 | CAD | 500 | 344441 |
| Province of British Columbia  | Province of British Columbia  | Province of British Columbia  |  |  |
|  | 6.500%, 01/15/26 |  | 200 | 200823 |
|  | 5.700%, 06/18/29 | CAD | 2000 | 1573420 |
|  | 2.200%, 06/18/30 | CAD | 500 | 346440 |
| Province of Manitoba  | Province of Manitoba  | Province of Manitoba  |  |  |
|  | 7.750%, 12/22/25 | CAD | 1600 | 1149118 |
|  | 2.050%, 06/02/30 | CAD | 100 | 68798 |
| Province of Ontario  | Province of Ontario  | Province of Ontario  |  |  |
|  | 8.500%, 12/02/25 | CAD | 100 | 71647 |
|  | 2.700%, 06/02/29 | CAD | 1000 | 713101 |
|  | 1.550%, 11/01/29 | CAD | 700 | 476502 |
|  | 2.050%, 06/02/30 | CAD | 500 | 344305 |
| Province of Quebec  | Province of Quebec  |  |  |  |
| Δ | 0.000%, 10/15/29 | EUR | 2300 | 2403546 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| PSP Capital, Inc.  | PSP Capital, Inc.  |  |  |  |
|  | 3.000%, 11/05/25 | CAD | 7100 | $5062360 |
| TOTAL CANADA | TOTAL CANADA |  |  | 29851819 |
| DENMARK — (0.6%) | DENMARK — (0.6%) | DENMARK — (0.6%) | DENMARK — (0.6%) | DENMARK — (0.6%) |
| Kommunekredit  | Kommunekredit  |  |  |  |
| Δ | 0.000%, 11/17/29 | EUR | 1000 | 1045608 |
| Novo Nordisk Finance <br> Netherlands BV  | Novo Nordisk Finance <br> Netherlands BV  |  |  |  |
|  | 2.875%, 08/27/30 | EUR | 800 | 929595 |
| TOTAL DENMARK | TOTAL DENMARK |  |  | 1975203 |
| FINLAND — (3.4%) | FINLAND — (3.4%) | FINLAND — (3.4%) | FINLAND — (3.4%) | FINLAND — (3.4%) |
| Finland Government Bonds  | Finland Government Bonds  | Finland Government Bonds  |  |  |
|  | 2.500%, 04/15/30 | EUR | 500 | 579105 |
| Δ | 0.000%, 09/15/30 | EUR | 700 | 717377 |
| Kuntarahoitus OYJ  | Kuntarahoitus OYJ  | Kuntarahoitus OYJ  |  |  |
| (r) | SOFR + 1.000%, <br> FRN, 5.102%, <br> 07/15/26<br>|  | 1900 | 1909234 |
|  | 2.500%, 08/29/29 | EUR | 1199 | 1387698 |
|  | 2.625%, 12/14/29 | EUR | 2686 | 3119086 |
|  | 3.125%, 07/29/30 | EUR | 800 | 948003 |
| Nordea Bank Abp  | Nordea Bank Abp  | Nordea Bank Abp  |  |  |
| (r)Ω | SOFR + 0.740%, <br> FRN, 4.872%, <br> 03/19/27<br>|  | 1025 | 1030081 |
| (r)Ω | SOFR + 0.830%, <br> FRN, 5.048%, <br> 08/28/30<br>|  | 1800 | 1803613 |
| OP Corporate Bank PLC  | OP Corporate Bank PLC  |  |  |  |
|  | 2.875%, 11/27/29 | EUR | 300 | 348900 |
| TOTAL FINLAND | TOTAL FINLAND |  |  | 11843097 |
| FRANCE — (5.1%) | FRANCE — (5.1%) | FRANCE — (5.1%) | FRANCE — (5.1%) | FRANCE — (5.1%) |
| Agence France Locale  | Agence France Locale  |  |  |  |
|  | 0.200%, 03/20/29 | EUR | 1700 | 1809132 |
| Caisse d'Amortissement de la <br> Dette Sociale  | Caisse d'Amortissement de la <br> Dette Sociale  | Caisse d'Amortissement de la <br> Dette Sociale  |  |  |
|  | 4.000%, 01/25/26 |  | 800 | 799642 |
|  | 0.600%, 11/25/29 | EUR | 1200 | 1280124 |
|  | 3.125%, 03/01/30 | EUR | 1400 | 1648278 |
|  | 2.875%, 05/25/30 | EUR | 2500 | 2911534 |
| Caisse des Depots et <br> Consignations, SOFR + <br> 0.340%, FRN | Caisse des Depots et <br> Consignations, SOFR + <br> 0.340%, FRN |  |  |  |
| (r) | 4.409%, 05/03/26 |  | 3200 | 3197922 |
| French Republic Government <br> Bonds OAT  | French Republic Government <br> Bonds OAT  | French Republic Government <br> Bonds OAT  |  |  |
|  | 2.750%, 02/25/30 | EUR | 800 | 929753 |
|  | 2.500%, 05/25/30 | EUR | 2100 | 2413545 |

---

------

**Dimensional VA Global Bond Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| L'Oreal SA  | L'Oreal SA  |  |  |  |
|  | 3.375%, 11/23/29 | EUR | 400 | $475149 |
| LVMH Moet Hennessy Louis <br> Vuitton SE  | LVMH Moet Hennessy Louis <br> Vuitton SE  | LVMH Moet Hennessy Louis <br> Vuitton SE  |  |  |
|  | 2.625%, 03/07/29 | EUR | 200 | 231620 |
|  | 3.250%, 09/07/29 | EUR | 900 | 1064248 |
|  | 3.375%, 02/05/30 | EUR | 700 | 833015 |
| Region of Ile de France  | Region of Ile de France  |  |  |  |
|  | 1.375%, 03/14/29 | EUR | 300 | 333063 |
| Sanofi SA  | Sanofi SA  |  |  |  |
|  | 1.375%, 03/21/30 | EUR | 100 | 109840 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | 18036865 |
| GERMANY — (6.2%) | GERMANY — (6.2%) | GERMANY — (6.2%) | GERMANY — (6.2%) | GERMANY — (6.2%) |
| Allianz Finance II BV  | Allianz Finance II BV  |  |  |  |
|  | 3.250%, 12/04/29 | EUR | 100 | 118687 |
| Bayerische <br> Landesbodenkreditanstalt  | Bayerische <br> Landesbodenkreditanstalt  |  |  |  |
|  | 2.375%, 05/07/30 | EUR | 900 | 1031761 |
| Deutsche Bahn AG  | Deutsche Bahn AG  |  |  |  |
|  | 1.875%, 05/24/30 | EUR | 300 | 336141 |
| Deutsche Boerse AG  | Deutsche Boerse AG  |  |  |  |
|  | 3.750%, 09/28/29 | EUR | 200 | 239966 |
| Free & Hanseatic City of <br> Hamburg  | Free & Hanseatic City of <br> Hamburg  |  |  |  |
|  | 0.010%, 06/03/30 | EUR | 74 | 76255 |
| Investitionsbank Berlin  | Investitionsbank Berlin  |  |  |  |
|  | 2.500%, 05/20/30 | EUR | 1200 | 1381844 |
| Kreditanstalt fuer Wiederaufbau  | Kreditanstalt fuer Wiederaufbau  | Kreditanstalt fuer Wiederaufbau  |  |  |
|  | 0.375%, 04/23/30 | EUR | 1124 | 1187387 |
|  | 3.125%, 06/07/30 | EUR | 900 | 1070960 |
| Land Berlin  | Land Berlin  | Land Berlin  |  |  |
|  | 0.100%, 01/18/30 | EUR | 300 | 313845 |
|  | 2.375%, 06/04/30 | EUR | 1846 | 2118999 |
| Landwirtschaftliche Rentenbank  | Landwirtschaftliche Rentenbank  | Landwirtschaftliche Rentenbank  |  |  |
| Δ | 0.000%, 11/27/29 | EUR | 62 | 64965 |
|  | 0.050%, 12/18/29 | EUR | 440 | 461287 |
| LFA Foerderbank Bayern  | LFA Foerderbank Bayern  |  |  |  |
|  | 2.875%, 04/01/30 | EUR | 100 | 116860 |
| NRW Bank  | NRW Bank  |  |  |  |
|  | 0.125%, 02/04/30 | EUR | 1300 | 1359728 |
| Siemens <br> Financieringsmaatschappij NV  | Siemens <br> Financieringsmaatschappij NV  | Siemens <br> Financieringsmaatschappij NV  |  |  |
|  | 2.625%, 05/27/29 | EUR | 1200 | 1392404 |
|  | 1.000%, 02/25/30 | EUR | 200 | 217397 |
|  | 2.750%, 09/09/30 | EUR | 700 | 814423 |
| State of Hesse  | State of Hesse  |  |  |  |
|  | 0.010%, 03/11/30 | EUR | 69 | 71568 |
| State of Lower Saxony  | State of Lower Saxony  | State of Lower Saxony  |  |  |
|  | 2.500%, 01/09/30 | EUR | 1278 | 1476378 |
|  | 0.125%, 01/10/30 | EUR | 382 | 400080 |
|  | 2.750%, 03/25/30 | EUR | 658 | 767925 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| State of North <br> Rhine-Westphalia  | State of North <br> Rhine-Westphalia  |  |  |  |
|  | 2.650%, 01/15/30 | EUR | 2400 | $2789334 |
| State of <br> Rhineland-Palatinate  | State of <br> Rhineland-Palatinate  |  |  |  |
|  | 0.050%, 01/23/30 | EUR | 2000 | 2085562 |
| State of Saxony-Anhalt  | State of Saxony-Anhalt  |  |  |  |
|  | 2.450%, 02/13/30 | EUR | 1808 | 2083965 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | 21977721 |
| LUXEMBOURG — (2.9%) | LUXEMBOURG — (2.9%) | LUXEMBOURG — (2.9%) | LUXEMBOURG — (2.9%) | LUXEMBOURG — (2.9%) |
| European Financial Stability <br> Facility  | European Financial Stability <br> Facility  | European Financial Stability <br> Facility  |  |  |
|  | 0.125%, 03/18/30 | EUR | 57 | 59466 |
|  | 2.625%, 05/07/30 | EUR | 8900 | 10326646 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  |  | 10386112 |
| NETHERLANDS — (9.7%) | NETHERLANDS — (9.7%) | NETHERLANDS — (9.7%) | NETHERLANDS — (9.7%) | NETHERLANDS — (9.7%) |
| ABN AMRO Bank NV  | ABN AMRO Bank NV  | ABN AMRO Bank NV  |  |  |
| (r)Ω | SOFR + 0.750%, <br> FRN, 4.858%, <br> 07/07/28<br>|  | 400 | 400718 |
|  | 2.750%, 06/04/29 | EUR | 1900 | 2203644 |
|  | 3.125%, 01/21/30 | EUR | 1600 | 1881096 |
| BNG Bank NV  | BNG Bank NV  | BNG Bank NV  |  |  |
|  | 0.100%, 01/15/30 | EUR | 2100 | 2195972 |
|  | 2.500%, 05/21/30 | EUR | 5567 | 6417921 |
| Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  |  |  |
| (r) | SOFR + 0.620%, <br> FRN, 4.838%, <br> 08/28/26<br>|  | 500 | 501300 |
| (r) | 3M Swap + 0.730%, <br> FRN, 4.233%, <br> 01/27/27<br>| AUD | 5500 | 3610381 |
| (r) | 3M Swap + 0.870%, <br> FRN, 4.418%, <br> 02/26/27<br>| AUD | 1200 | 789282 |
| (r) | 3M Swap + 1.180%, <br> FRN, 4.670%, <br> 01/19/28<br>| AUD | 4000 | 2648999 |
| (r) | 3M Swap + 0.750%, <br> FRN, 4.298%, <br> 05/26/28<br>| AUD | 500 | 328096 |
| (r) | SOFR + 0.590%, <br> FRN, 4.683%, <br> 10/17/28<br>|  | 740 | 740636 |
| (r) | 3M Swap + 1.150%, <br> FRN, 4.722%, <br> 11/21/28<br>| AUD | 1250 | 829497 |

---

------

**Dimensional VA Global Bond Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
| (r) | 3M Swap + 1.030%, <br> FRN, 4.578%, <br> 02/26/29<br>| AUD | 500 | $330657 |
| Nederlandse Waterschapsbank <br> NV  | Nederlandse Waterschapsbank <br> NV  | Nederlandse Waterschapsbank <br> NV  |  |  |
|  | 2.750%, 12/17/29 | EUR | 2550 | 2978198 |
|  | 2.500%, 05/22/30 | EUR | 5845 | 6739097 |
| Netherlands Government <br> Bonds  | Netherlands Government <br> Bonds  |  |  |  |
| Δ | 0.000%, 07/15/30 | EUR | 1600 | 1656616 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | 34252110 |
| NEW ZEALAND — (2.7%) | NEW ZEALAND — (2.7%) | NEW ZEALAND — (2.7%) | NEW ZEALAND — (2.7%) | NEW ZEALAND — (2.7%) |
| Housing New Zealand Ltd.  | Housing New Zealand Ltd.  |  |  |  |
|  | 2.183%, 04/24/30 | NZD | 400 | 216457 |
| New Zealand Government <br> Bonds  | New Zealand Government <br> Bonds  | New Zealand Government <br> Bonds  |  |  |
|  | 3.000%, 04/20/29 | NZD | 600 | 342773 |
|  | 4.500%, 05/15/30 | NZD | 13800 | 8305170 |
| New Zealand Local Government <br> Funding Agency Bonds  | New Zealand Local Government <br> Funding Agency Bonds  | New Zealand Local Government <br> Funding Agency Bonds  |  |  |
|  | 1.500%, 04/20/29 | NZD | 1000 | 539645 |
|  | 4.500%, 05/15/30 | NZD | 200 | 119169 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | 9523214 |
| NORWAY — (2.3%) | NORWAY — (2.3%) | NORWAY — (2.3%) | NORWAY — (2.3%) | NORWAY — (2.3%) |
| Kommunalbanken AS  | Kommunalbanken AS  | Kommunalbanken AS  |  |  |
| (r)Ω | SOFR + 1.000%, <br> FRN, 5.162%, <br> 06/17/26<br>|  | 2000 | 2009077 |
| (r)Ω | SOFR + 0.410%, <br> FRN, 4.520%, <br> 04/09/29<br>|  | 6000 | 6007367 |
|  | 0.050%, 10/24/29 | EUR | 150 | 156884 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | 8173328 |
| SINGAPORE — (2.3%) | SINGAPORE — (2.3%) | SINGAPORE — (2.3%) | SINGAPORE — (2.3%) | SINGAPORE — (2.3%) |
| DBS Bank Ltd., 3M Swap <br> + 0.770%, FRN | DBS Bank Ltd., 3M Swap <br> + 0.770%, FRN |  |  |  |
| (r) | 4.318%, 02/26/27 | AUD | 500 | 328481 |
| Temasek Financial I Ltd., <br> SOFR + 0.380%, FRN | Temasek Financial I Ltd., <br> SOFR + 0.380%, FRN |  |  |  |
| (r)Ω | 4.676%, 08/20/27 |  | 780 | 780289 |
| United Overseas Bank Ltd.  | United Overseas Bank Ltd.  | United Overseas Bank Ltd.  |  |  |
| (r) | 3M Swap + 0.720%, <br> FRN, 4.290%, <br> 04/16/27<br>| AUD | 500 | 328226 |
| (r) | 3M Swap + 0.650%, <br> FRN, 4.212%, <br> 02/28/28<br>| AUD | 1000 | 654889 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
| (r)Ω | SOFR + 0.580%, <br> FRN, 4.843%, <br> 04/02/28<br>|  | 4000 | $4013148 |
|  | SOFR + 0.580%, <br> FRN, 4.843%, <br> 04/02/28<br>|  | 2000 | 2006574 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | 8111607 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (16.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (16.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (16.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (16.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (16.5%) |
| African Development Bank  | African Development Bank  |  |  |  |
|  | 0.875%, 03/23/26 |  | 340 | 335929 |
| Asian Development Bank  | Asian Development Bank  | Asian Development Bank  |  |  |
| (r) | SOFR + 1.000%, <br> FRN, 5.237%, <br> 08/27/26<br>|  | 1842 | 1854599 |
| (r) | SOFR + 0.300%, <br> FRN, 4.441%, <br> 06/20/28<br>|  | 4386 | 4385150 |
|  | 0.025%, 01/31/30 | EUR | 100 | 104270 |
| Asian Infrastructure Investment <br> Bank  | Asian Infrastructure Investment <br> Bank  | Asian Infrastructure Investment <br> Bank  |  |  |
|  | 0.500%, 01/27/26 |  | 300 | 297534 |
| (r) | SOFR + 0.620%, <br> FRN, 4.896%, <br> 08/16/27<br>|  | 3058 | 3076780 |
| Council of Europe <br> Development Bank  | Council of Europe <br> Development Bank  |  |  |  |
|  | 0.050%, 01/21/30 | EUR | 300 | 312882 |
| Eurofima Europaeische <br> Gesellschaft fuer die <br> Finanzierung von <br> Eisenbahnmaterial  | Eurofima Europaeische <br> Gesellschaft fuer die <br> Finanzierung von <br> Eisenbahnmaterial  |  |  |  |
|  | 0.100%, 05/20/30 | EUR | 400 | 412924 |
| European Bank for <br> Reconstruction & <br> Development  | European Bank for <br> Reconstruction & <br> Development  | European Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | SOFR + 0.190%, <br> FRN, 4.290%, <br> 04/14/26<br>|  | 204 | 203965 |
| (r) | SOFR + 0.330%, <br> FRN, 4.590%, <br> 02/20/28<br>|  | 4240 | 4244065 |
| (r) | SOFR + 0.420%, <br> FRN, 4.513%, <br> 07/22/30<br>|  | 1400 | 1401857 |
| European Investment Bank  | European Investment Bank  | European Investment Bank  |  |  |
|  | SOFR + 1.000%, <br> FRN, 5.240%, <br> 05/21/28<br>|  | 6900 | 7013724 |

---

------

**Dimensional VA Global Bond Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
| (r)Ω | SOFR + 1.000%, <br> FRN, 5.240%, <br> 05/21/28<br>|  | 500 | $508510 |
|  | 0.050%, 01/16/30 | EUR | 500 | 524157 |
|  | 4.000%, 04/15/30 | EUR | 1500 | 1847010 |
|  | 2.375%, 05/15/30 | EUR | 300 | 345930 |
| European Union  | European Union  | European Union  |  |  |
|  | 2.875%, 10/05/29 | EUR | 1100 | 1292255 |
|  | 1.625%, 12/04/29 | EUR | 8100 | 9071506 |
| Inter-American Development <br> Bank  | Inter-American Development <br> Bank  | Inter-American Development <br> Bank  |  |  |
| (r) | SOFR + 0.170%, <br> FRN, 4.336%, <br> 09/16/26<br>|  | 1000 | 1000030 |
| (r) | SOFR + 0.280%, <br> FRN, 4.384%, <br> 04/12/27<br>|  | 127 | 127111 |
| (r) | SOFR + 0.350%, <br> FRN, 4.466%, <br> 10/04/27<br>|  | 2671 | 2675513 |
| (r) | SOFR + 0.270%, <br> FRN, 4.411%, <br> 03/20/28<br>|  | 1400 | 1399222 |
| (r) | SOFR + 0.350%, <br> FRN, 4.466%, <br> 10/05/28<br>|  | 4220 | 4223580 |
| (r) | SOFR + 0.370%, <br> FRN, 4.438%, <br> 08/01/29<br>|  | 500 | 500107 |
| International Bank for <br> Reconstruction & <br> Development  | International Bank for <br> Reconstruction & <br> Development  | International Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | SOFR + 0.180%, <br> FRN, 4.350%, <br> 06/15/26<br>|  | 1000 | 1000650 |
| (r) | SOFR + 0.370%, <br> FRN, 4.474%, <br> 01/12/27<br>|  | 1450 | 1452036 |
| (r) | SOFR + 0.270%, <br> FRN, 4.440%, <br> 06/15/27<br>|  | 1000 | 1000621 |
| (r) | SOFR + 0.430%, <br> FRN, 4.694%, <br> 08/19/27<br>|  | 1474 | 1479513 |
| International Development <br> Association  | International Development <br> Association  |  |  |  |
|  | 2.500%, 05/28/30 | EUR | 670 | 772741 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
| International Finance Corp.  | International Finance Corp.  | International Finance Corp.  |  |  |
| (r) | SOFR + 0.310%, <br> FRN, 4.590%, <br> 08/28/28<br>|  | 4040 | $4040547 |
| (r) | SOFR + 0.360%, <br> FRN, 4.596%, <br> 08/28/29<br>|  | 500 | 499735 |
| Nordic Investment Bank  | Nordic Investment Bank  | Nordic Investment Bank  |  |  |
| (r) | SOFR + 1.000%, <br> FRN, 5.290%, <br> 05/12/26<br>|  | 650 | 652752 |
| (r) | SOFR + 0.290%, <br> FRN, 4.406%, <br> 10/04/27<br>|  | 300 | 300396 |
| TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS | TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS |  |  | 58357601 |
| SWEDEN — (2.4%) | SWEDEN — (2.4%) | SWEDEN — (2.4%) | SWEDEN — (2.4%) | SWEDEN — (2.4%) |
| Skandinaviska Enskilda <br> Banken AB, SOFR + <br> 0.750%, FRN | Skandinaviska Enskilda <br> Banken AB, SOFR + <br> 0.750%, FRN |  |  |  |
| #(r)Ω | 4.959%, 06/02/28 |  | 2900 | 2912739 |
| Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN | Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN |  |  |  |
| (r) | 5.069%, 08/03/26 |  | 1330 | 1337701 |
| Svenska Handelsbanken AB  | Svenska Handelsbanken AB  | Svenska Handelsbanken AB  |  |  |
| (r)Ω | SOFR + 0.660%, <br> FRN, 4.878%, <br> 05/28/27<br>|  | 400 | 401634 |
| (r)Ω | SOFR + 0.740%, <br> FRN, 4.974%, <br> 05/23/28<br>|  | 1950 | 1961406 |
|  | 0.050%, 09/06/28 | EUR | 200 | 215614 |
| Swedbank AB  | Swedbank AB  | Swedbank AB  |  |  |
|  | 4.125%, 11/13/28 | EUR | 100 | 120766 |
| (r)Ω | SOFR + 1.030%, <br> FRN, 5.273%, <br> 11/20/29<br>|  | 1400 | 1416014 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | 8365874 |
| UNITED KINGDOM — (0.2%) | UNITED KINGDOM — (0.2%) | UNITED KINGDOM — (0.2%) | UNITED KINGDOM — (0.2%) | UNITED KINGDOM — (0.2%) |
| Bank of England Euro Notes  | Bank of England Euro Notes  | Bank of England Euro Notes  |  |  |
|  | 4.625%, 03/06/26 |  | 600 | 601264 |
| UNITED STATES — (5.2%) | UNITED STATES — (5.2%) | UNITED STATES — (5.2%) | UNITED STATES — (5.2%) | UNITED STATES — (5.2%) |
| Alphabet, Inc.  | Alphabet, Inc.  |  |  |  |
|  | 2.500%, 05/06/29 | EUR | 1100 | 1267606 |
| Apple, Inc.  | Apple, Inc.  |  |  |  |
|  | 1.375%, 05/24/29 | EUR | 150 | 167382 |

---

------

**Dimensional VA Global Bond Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Bank of America NA, <br> SOFR + 1.020%, FRN | Bank of America NA, <br> SOFR + 1.020%, FRN |  |  |  |
| (r) | 5.277%, 08/18/26 |  | 250 | $251359 |
| Berkshire Hathaway <br> Finance Corp.  | Berkshire Hathaway <br> Finance Corp.  |  |  |  |
|  | 1.500%, 03/18/30 | EUR | 800 | 882673 |
| Chevron USA, Inc.  | Chevron USA, Inc.  | Chevron USA, Inc.  |  |  |
| (r) | SOFR + 0.470%, <br> FRN, 4.698%, <br> 02/26/28<br>|  | 950 | 952705 |
| (r) | SOFR + 0.570%, <br> FRN, 4.839%, <br> 08/13/28<br>|  | 2000 | 2007531 |
| Colgate-Palmolive Co.  | Colgate-Palmolive Co.  |  |  |  |
|  | 0.300%, 11/10/29 | EUR | 200 | 212332 |
| Eli Lilly & Co.  | Eli Lilly & Co.  | Eli Lilly & Co.  |  |  |
| (r) | SOFR + 0.530%, <br> FRN, 4.718%, <br> 10/15/28<br>|  | 1380 | 1385009 |
|  | 2.125%, 06/03/30 | EUR | 1150 | 1299773 |
| Johnson & Johnson  | Johnson & Johnson  |  |  |  |
|  | 2.700%, 02/26/29 | EUR | 124 | 144581 |
| JPMorgan Chase Bank <br> NA, SOFR + 0.620%, <br> FRN | JPMorgan Chase Bank <br> NA, SOFR + 0.620%, <br> FRN |  |  |  |
| (r) | 4.689%, 04/29/26 |  | 1300 | 1302541 |
| Mastercard, Inc.  | Mastercard, Inc.  | Mastercard, Inc.  |  |  |
| (r) | SOFR + 0.440%, <br> FRN, 4.598%, <br> 03/15/28<br>|  | 260 | 260244 |
|  | 1.000%, 02/22/29 | EUR | 100 | 110156 |
| Merck & Co., Inc., SOFR + <br> 0.460%, FRN | Merck & Co., Inc., SOFR + <br> 0.460%, FRN |  |  |  |
| #(r) | 4.636%, 09/15/27 |  | 1441 | 1449356 |
| Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN | Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN |  |  |  |
| (r) | 5.236%, 10/30/26 |  | 500 | 503475 |
| National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN | National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN |  |  |  |
| (r)Ω | 4.813%, 05/20/27 |  | 500 | 501513 |
| Nestle Finance International Ltd.  | Nestle Finance International Ltd.  | Nestle Finance International Ltd.  |  |  |
|  | 1.250%, 11/02/29 | EUR | 100 | 110508 |
|  | 3.500%, 01/17/30 | EUR | 100 | 119885 |
|  | 1.500%, 04/01/30 | EUR | 400 | 443960 |
| Procter & Gamble Co.  | Procter & Gamble Co.  |  |  |  |
|  | 0.350%, 05/05/30 | EUR | 200 | 209399 |
| Roche Finance Europe BV  | Roche Finance Europe BV  |  |  |  |
|  | 3.227%, 05/03/30 | EUR | 100 | 118635 |
| Roche Holdings, Inc., <br> SOFR + 0.740%, FRN | Roche Holdings, Inc., <br> SOFR + 0.740%, FRN |  |  |  |
| (r)Ω | 5.007%, 11/13/26 |  | 600 | 602926 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Sanofi SA  | Sanofi SA  | Sanofi SA  |  |  |
| (r) | SOFR + 0.540%, <br> FRN, 4.601%, <br> 11/03/28<br>|  | 1950 | $1957699 |
|  | 2.625%, 06/23/29 | EUR | 300 | 347536 |
| State Street Corp., SOFR <br> + 0.640%, FRN | State Street Corp., SOFR <br> + 0.640%, FRN |  |  |  |
| (r) | 4.723%, 10/22/27 |  | 560 | 561541 |
| Visa, Inc.  | Visa, Inc.  |  |  |  |
|  | 2.000%, 06/15/29 | EUR | 900 | 1019466 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  |  | 18189791 |
| TOTAL BONDS | TOTAL BONDS |  |  | 281543480 |
| U.S. TREASURY OBLIGATIONS — (1.7%) | U.S. TREASURY OBLIGATIONS — (1.7%) | U.S. TREASURY OBLIGATIONS — (1.7%) | U.S. TREASURY OBLIGATIONS — (1.7%) | U.S. TREASURY OBLIGATIONS — (1.7%) |
| U.S. Treasury Notes  | U.S. Treasury Notes  | U.S. Treasury Notes  |  |  |
| (r) | 3M USTMMR + <br> 0.245%, FRN, <br> 4.011%, 01/31/26 <br>|  | 3700 | 3700529 |
| (r) | 3M USTMMR + <br> 0.160%, FRN, <br> 3.926%, 04/30/27 <br>|  | 2500 | 2499284 |
| TOTAL U.S. TREASURY <br> OBLIGATIONS | TOTAL U.S. TREASURY <br> OBLIGATIONS |  |  | 6199813 |
| COMMERCIAL PAPER — (9.4%) | COMMERCIAL PAPER — (9.4%) | COMMERCIAL PAPER — (9.4%) | COMMERCIAL PAPER — (9.4%) | COMMERCIAL PAPER — (9.4%) |
| CANADA — (3.9%) | CANADA — (3.9%) | CANADA — (3.9%) | CANADA — (3.9%) | CANADA — (3.9%) |
| PSP Capital, Inc. | PSP Capital, Inc. |  |  |  |
| Ω | 4.422%, 11/04/25 |  | 2500 | 2498911 |
| Ω | 4.027%, 02/04/26 |  | 2500 | 2473880 |
| Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |  |
| Ω | 4.221%, 12/16/25 |  | 4000 | 3979474 |
| Ω | 4.200%, 12/18/25 |  | 2750 | 2735267 |
| Ω | 4.056%, 01/22/26 |  | 2000 | 1981593 |
| TOTAL CANADA | TOTAL CANADA |  |  | 13669125 |
| FRANCE — (1.3%) | FRANCE — (1.3%) | FRANCE — (1.3%) | FRANCE — (1.3%) | FRANCE — (1.3%) |
| Caisse des Depots et <br> Consignations | Caisse des Depots et <br> Consignations |  |  |  |
| Ω | 4.324%, 11/26/25 |  | 1000 | 997175 |
| Sanofi SA | Sanofi SA |  |  |  |
| Ω | 4.328%, 12/29/25 |  | 2225 | 2210704 |
| TotalEnergies Capital SA | TotalEnergies Capital SA |  |  |  |
| Ω | 3.947%, 03/31/26 |  | 1500 | 1475154 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | 4683033 |
| GERMANY — (1.1%) | GERMANY — (1.1%) | GERMANY — (1.1%) | GERMANY — (1.1%) | GERMANY — (1.1%) |
| Erste Abwicklungsanstalt | Erste Abwicklungsanstalt |  |  |  |
| Ω | 4.111%, 01/29/26 |  | 1000 | 990275 |

---

------

**Dimensional VA Global Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| NRW Bank | NRW Bank |  |  |
| Ω | 3.989%, 12/03/25 | 3000 | $2989462 |
| TOTAL GERMANY | TOTAL GERMANY |  | 3979737 |
| LUXEMBOURG — (0.3%) | LUXEMBOURG — (0.3%) | LUXEMBOURG — (0.3%) | LUXEMBOURG — (0.3%) |
| Nestle Finance <br> International Ltd. | Nestle Finance <br> International Ltd. |  |  |
| Ω | 4.317%, 11/03/25 | 1250 | 1249593 |
| NORWAY — (0.3%) | NORWAY — (0.3%) | NORWAY — (0.3%) | NORWAY — (0.3%) |
| Equinor ASA | Equinor ASA |  |  |
| Ω | 4.283%, 12/08/25 | 1000 | 995830 |
| SINGAPORE — (1.6%) | SINGAPORE — (1.6%) | SINGAPORE — (1.6%) | SINGAPORE — (1.6%) |
| DBS Bank Ltd. | DBS Bank Ltd. |  |  |
| Ω | 4.324%, 12/02/25 | 4000 | 3986058 |
| Ω | 4.304%, 12/05/25 | 1500 | 1494278 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | 5480336 |
| SWEDEN — (0.3%) | SWEDEN — (0.3%) | SWEDEN — (0.3%) | SWEDEN — (0.3%) |
| Skandinaviska Enskilda <br> Banken AB | Skandinaviska Enskilda <br> Banken AB |  |  |
| Ω | 4.488%, 11/10/25 | 1000 | 998899 |
| UNITED STATES — (0.6%) | UNITED STATES — (0.6%) | UNITED STATES — (0.6%) | UNITED STATES — (0.6%) |
| Sanofi SA | Sanofi SA |  |  |
| Ω | 4.454%, 11/25/25 | 2000 | 1994551 |
| TOTAL COMMERCIAL <br> PAPER <br>(Cost $33,050,503) | TOTAL COMMERCIAL <br> PAPER <br>(Cost $33,050,503) |  | 33051104 |
| FOREIGN SOVEREIGN OBLIGATIONS — (8.5%) | FOREIGN SOVEREIGN OBLIGATIONS — (8.5%) | FOREIGN SOVEREIGN OBLIGATIONS — (8.5%) | FOREIGN SOVEREIGN OBLIGATIONS — (8.5%) |
| CANADA — (5.7%) | CANADA — (5.7%) | CANADA — (5.7%) | CANADA — (5.7%) |
| Alberta Treasury Bills | Alberta Treasury Bills |  |  |
| ∞ | 2.721%, 11/04/25<br> CAD | 2000 | 1425618 |
| ∞ | 2.703%, 11/18/25<br> CAD | 2200 | 1566830 |
| ∞ | 2.399%, 01/13/26<br> CAD | 500 | 354896 |
| Canada Treasury Bills | Canada Treasury Bills |  |  |
| ∞ | 2.659%, 11/05/25<br> CAD | 3300 | 2352128 |
| ∞ | 2.385%, 01/14/26<br> CAD | 800 | 567772 |
| ∞ | 2.379%, 02/11/26<br> CAD | 900 | 637665 |
| Ontario Treasury Bills | Ontario Treasury Bills |  |  |
| ∞ | 2.700%, 11/26/25<br> CAD | 1100 | 783039 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| ∞ | 2.642%, 12/03/25 | CAD | 1600 | $1138475 |
| ∞ | 2.708%, 11/05/25 | CAD | 1750 | 1247340 |
| ∞ | 2.442%, 12/24/25 | CAD | 1400 | 994898 |
| ∞ | 2.331%, 01/07/26 | CAD | 1300 | 923064 |
| ∞ | 2.309%, 01/21/26 | CAD | 4000 | 2837888 |
| Province of Manitoba <br> Treasury Bills | Province of Manitoba <br> Treasury Bills |  |  |  |
| ∞ | 2.679%,11/26/25 | CAD | 1000 | 711868 |
| Quebec Treasury Bills | Quebec Treasury Bills |  |  |  |
| ∞ | 2.702%, 11/07/25 | CAD | 2200 | 1567897 |
| ∞ | 2.670%, 11/21/25 | CAD | 2700 | 1922582 |
| ∞ | 2.480%, 12/12/25 | CAD | 200 | 142231 |
| ∞ | 2.449%, 12/19/25 | CAD | 1250 | 888569 |
| TOTAL CANADA | TOTAL CANADA |  |  | 20062760 |
| SINGAPORE — (2.0%) | SINGAPORE — (2.0%) | SINGAPORE — (2.0%) | SINGAPORE — (2.0%) | SINGAPORE — (2.0%) |
| Monetary Authority of <br> Singapore Bills | Monetary Authority of <br> Singapore Bills |  |  |  |
| ∞ | 1.482%, 01/02/26 | SGD | 5200 | 3986034 |
| ∞ | 1.434%, 01/08/26 | SGD | 3900 | 2988838 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | 6974872 |
| UNITED KINGDOM — (0.8%) | UNITED KINGDOM — (0.8%) | UNITED KINGDOM — (0.8%) | UNITED KINGDOM — (0.8%) | UNITED KINGDOM — (0.8%) |
| U.K. Treasury Bills | U.K. Treasury Bills |  |  |  |
| ∞ | 4.067%, 01/19/26 | GBP | 2250 | 2931118 |
| TOTAL FOREIGN <br> SOVEREIGN <br> OBLIGATIONS | TOTAL FOREIGN <br> SOVEREIGN <br> OBLIGATIONS |  |  | 29968750 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $352,365,139) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $352,365,139) |  |  | 350763147 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (0.5%) | SECURITIES LENDING COLLATERAL — (0.5%) | SECURITIES LENDING COLLATERAL — (0.5%) | SECURITIES LENDING COLLATERAL — (0.5%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 152761 | 1766988 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $354,132,127) | (Cost $354,132,127) |  | $352530135 |

---

------

**Dimensional VA Global Bond Portfolio**

**CONTINUED**

As of October 31, 2025, Dimensional VA Global Bond Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 7079017 | CAD | 9844481 | Australia and New Zealand Bank | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; $60029 |
| USD | 24034607 | EUR | 20459579 | Citibank, N.A. | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 451871 |
| USD | 5569586 | SGD | 7199680 | Societe Generale | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 38178 |
| USD | 1641232 | EUR | 1418269 | Societe Generale | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 6464 |
| USD | 4007929 | SGD | 5169462 | UBS AG | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 36308 |
| USD | 947697 | CAD | 1324466 | Citibank, N.A. | 11/07/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3178 |
| USD | 6575337 | CAD | 9164795 | Societe Generale | 11/07/25 | &nbsp;&nbsp;&nbsp;&nbsp; 39628 |
| USD | 7212193 | CAD | 10048511 | Bank of New York Mellon | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 45185 |
| USD | 25181237 | EUR | 21542334 | Societe Generale | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 342080 |
| USD | 12660873 | AUD | 19200776 | Societe Generale | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 96927 |
| USD | 7271009 | CAD | 10125154 | Citibank, N.A. | 11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 48596 |
| USD | 1214557 | NZD | 2109488 | Citibank, N.A. | 11/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 6925 |
| USD | 25654586 | EUR | 22021104 | Bank of New York Mellon | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 253370 |
| USD | 2993117 | GBP | 2227864 | Societe Generale | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 66289 |
| USD | 19051053 | EUR | 16271158 | Societe Generale | 11/20/25 | &nbsp;&nbsp;&nbsp;&nbsp; 279191 |
| USD | 5143369 | CAD | 7187709 | Citibank, N.A. | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 12599 |
| USD | 27526342 | EUR | 23710494 | Societe Generale | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 162537 |
| USD | 5060362 | CAD | 7087584 | Citibank, N.A. | 11/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; 545 |
| USD | 2847467 | CAD | 3979878 | HSBC Bank | 11/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; 6237 |
| USD | 6305172 | CAD | 8792178 | Citibank, N.A. | 12/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 26838 |
| SGD | 3292325 | USD | 2535088 | Citibank, N.A. | 12/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 42 |
| USD | 9539925 | SGD | 12369142 | HSBC Bank | 12/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 15536 |
| USD | 25441461 | EUR | 21877848 | UBS AG | 12/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 182700 |
| USD | 2879076 | NZD | 4884235 | Royal Bank of Canada | 12/08/25 | &nbsp;&nbsp;&nbsp;&nbsp; 80075 |
| USD | 197082 | NZD | 340040 | Citibank, N.A. | 12/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2138 |
| USD | 980183 | NZD | 1707391 | Goldman Sachs Capital Markets L.P. | 12/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1341 |
| USD | 988655 | NZD | 1650496 | NatWest Markets PLC | 12/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 42431 |
| USD | 1394070 | NZD | 2421366 | Royal Bank of Canada | 12/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; 5170 |
| USD | 2214534 | NZD | 3826164 | NatWest Markets PLC | 12/30/25 | &nbsp;&nbsp;&nbsp;&nbsp; 19742 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$2332150** |
| CAD | 11921627 | USD | 8542384 | Citibank, N.A. | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(42417)<br>|
| USD | 1479398 | CAD | 2077146 | Citibank, N.A. | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1580)<br>|
| SGD | 12369142 | USD | 9518386 | HSBC Bank | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; (15357)<br>|
| EUR | 21877848 | USD | 25398213 | UBS AG | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; (180710)<br>|
| USD | 12089500 | AUD | 18530384 | Bank of New York Mellon | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; (36784)<br>|
| USD | 949514 | EUR | 823199 | UBS AG | 11/20/25 | &nbsp;&nbsp;&nbsp;&nbsp; (202)<br>|
| USD | 1114975 | AUD | 1713615 | Citibank, N.A. | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; (6535)<br>|
| USD | 2631644 | AUD | 4049217 | Citibank, N.A. | 11/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; (18512)<br>|
| CAD | 2316532 | USD | 1655285 | Citibank, N.A. | 11/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1515)<br>|
| CAD | 965687 | USD | 693676 | UBS AG | 11/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; (4273)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(307885)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$2024265** |

---

------

**Dimensional VA Global Bond Portfolio**

**CONTINUED**

As of October 31, 2025, the value of Rule 144A securities amounted to $70,201,235 or 19.7% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Bonds |  |  |  |  |
| Australia | &nbsp;&nbsp; — | &nbsp;&nbsp; $31650946 | &nbsp;&nbsp; — | &nbsp;&nbsp; $31650946 |
| Belgium | &nbsp;&nbsp; — | &nbsp;&nbsp; 10246928 | &nbsp;&nbsp; — | &nbsp;&nbsp; 10246928 |
| Canada | &nbsp;&nbsp; — | &nbsp;&nbsp; 29851819 | &nbsp;&nbsp; — | &nbsp;&nbsp; 29851819 |
| Denmark | &nbsp;&nbsp; — | &nbsp;&nbsp; 1975203 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1975203 |
| Finland | &nbsp;&nbsp; — | &nbsp;&nbsp; 11843097 | &nbsp;&nbsp; — | &nbsp;&nbsp; 11843097 |
| France | &nbsp;&nbsp; — | &nbsp;&nbsp; 18036865 | &nbsp;&nbsp; — | &nbsp;&nbsp; 18036865 |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 21977721 | &nbsp;&nbsp; — | &nbsp;&nbsp; 21977721 |
| Luxembourg | &nbsp;&nbsp; — | &nbsp;&nbsp; 10386112 | &nbsp;&nbsp; — | &nbsp;&nbsp; 10386112 |
| Netherlands | &nbsp;&nbsp; — | &nbsp;&nbsp; 34252110 | &nbsp;&nbsp; — | &nbsp;&nbsp; 34252110 |
| New Zealand | &nbsp;&nbsp; — | &nbsp;&nbsp; 9523214 | &nbsp;&nbsp; — | &nbsp;&nbsp; 9523214 |
| Norway | &nbsp;&nbsp; — | &nbsp;&nbsp; 8173328 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8173328 |
| Singapore | &nbsp;&nbsp; — | &nbsp;&nbsp; 8111607 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8111607 |
| Supranational Organization Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 58357601 | &nbsp;&nbsp; — | &nbsp;&nbsp; 58357601 |
| Sweden | &nbsp;&nbsp; — | &nbsp;&nbsp; 8365874 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8365874 |
| United Kingdom | &nbsp;&nbsp; — | &nbsp;&nbsp; 601264 | &nbsp;&nbsp; — | &nbsp;&nbsp; 601264 |
| United States | &nbsp;&nbsp; — | &nbsp;&nbsp; 18189791 | &nbsp;&nbsp; — | &nbsp;&nbsp; 18189791 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 6199813 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6199813 |
| Commercial Paper | &nbsp;&nbsp; — | &nbsp;&nbsp; 33051104 | &nbsp;&nbsp; — | &nbsp;&nbsp; 33051104 |
| Foreign Sovereign Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 29968750 | &nbsp;&nbsp; — | &nbsp;&nbsp; 29968750 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 1766988 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1766988 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $352530135 | &nbsp;&nbsp; — | &nbsp;&nbsp; $352530135 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 2332150 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2332150 |
| **Liabilities** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (307885) | &nbsp;&nbsp; — | &nbsp;&nbsp; (307885) |
| Total Financial Instruments | &nbsp;&nbsp; — | &nbsp;&nbsp; $2024265 | &nbsp;&nbsp; — | &nbsp;&nbsp; $2024265 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**Dimensional VIT Inflation-Protected Securities Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025** 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| U.S. TREASURY OBLIGATIONS — (98.9%) | U.S. TREASURY OBLIGATIONS — (98.9%) | U.S. TREASURY OBLIGATIONS — (98.9%) |
| U.S. Treasury Inflation-Indexed Bonds |  |  |
| 2.500%, 01/15/29 | 14259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $14825370 |
| 3.875%, 04/15/29 | 16237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17649447 |
| 3.375%, 04/15/32 | 12812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14285142 |
| 2.125%, 02/15/40 | 10492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10591382 |
| 2.125%, 02/15/41 | 11538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11562321 |
| 0.750%, 02/15/42 | 9319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7437907 |
| 0.625%, 02/15/43 | 8454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6474206 |
| 1.375%, 02/15/44 | 9174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7912685 |
| 0.750%, 02/15/45 | 2064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1555220 |
| U.S. Treasury Inflation-Indexed Notes |  |  |
| 0.750%, 07/15/28 | 6259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6206594 |
| 0.875%, 01/15/29 | 18474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18270676 |
| 0.250%, 07/15/29 | 3356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3246835 |
| 0.125%, 01/15/30 | 20460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19491862 |
| 0.125%, 07/15/30 | 6823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6473804 |
| 0.125%, 01/15/31 | 23039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21600688 |
| 0.125%, 07/15/31 | 19036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17746392 |
| 0.125%, 01/15/32 | 20451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18803796 |
| 0.625%, 07/15/32 | 1951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1844244 |
| 1.125%, 01/15/33 | 4024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3894661 |
| 1.375%, 07/15/33 | 2667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2623611 |
| 1.750%, 01/15/34 | 6639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6664173 |
| 1.875%, 07/15/34 | 4646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4710883 |
| 2.125%, 01/15/35 | 2566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2640209 |
| TOTAL U.S. TREASURY OBLIGATIONS <br>Cost ($231226671) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226512108 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| TEMPORARY CASH INVESTMENTS — (1.1%) | TEMPORARY CASH INVESTMENTS — (1.1%) | TEMPORARY CASH INVESTMENTS — (1.1%) | TEMPORARY CASH INVESTMENTS — (1.1%) |
| Ɏ | State Street Institutional U.S. Government Money Market Fund 4.010% | 2507860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2507860 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $233,734,531) | (Cost $233,734,531) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $229019968 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $226512108 | &nbsp;&nbsp; — | &nbsp;&nbsp; $226512108 |
| Temporary Cash Investments | &nbsp;&nbsp; $2507860 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 2507860 |
| Total Investments in Securities | &nbsp;&nbsp; $2507860 | &nbsp;&nbsp; $226512108 | &nbsp;&nbsp; — | &nbsp;&nbsp; $229019968 |

---

See accompanying Notes to Financial Statements.

------

**Dimensional VA Global Moderate Allocation Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (47.4%) | DOMESTIC EQUITIES — (47.4%) | DOMESTIC EQUITIES — (47.4%) |
| U.S. Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 1999320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $87270296 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp; 636932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31247908 |
| Dimensional VA U.S. Large Value Portfolio | &nbsp;&nbsp;&nbsp; 171694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6198150 |
| DFA Real Estate Securities Portfolio | &nbsp;&nbsp;&nbsp; 55713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2252476 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126968830 |
| INTERNATIONAL EQUITIES — (17.5%) | INTERNATIONAL EQUITIES — (17.5%) | INTERNATIONAL EQUITIES — (17.5%) |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 1434050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28021346 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 506251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14731894 |
| Dimensional VA International Value Portfolio | &nbsp;&nbsp;&nbsp; 170353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3124278 |
| DFA International Real Estate Securities Portfolio | &nbsp;&nbsp;&nbsp; 210245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 838878 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46716396 |
| FIXED INCOME (INTERNATIONAL) — (35.1%) | FIXED INCOME (INTERNATIONAL) — (35.1%) | FIXED INCOME (INTERNATIONAL) — (35.1%) |
| DFA Selectively Hedged Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp; 3499895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33598991 |
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp;&nbsp; 3320058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33598991 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp; 1365587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13437373 |
| Dimensional VA Short-Term Fixed Portfolio | &nbsp;&nbsp;&nbsp; 1288339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13437372 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94072727 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $175,157,885) | TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $175,157,885) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $267757953 |
| TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) |
| ɎState Street Institutional U.S. Government Money Market Fund, 4.010% <br>(Cost $112,925) | &nbsp;&nbsp;&nbsp; 112925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112925 |
| TOTAL INVESTMENTS — (100.0%) <br>(Cost $175,270,810) | TOTAL INVESTMENTS — (100.0%) <br>(Cost $175,270,810) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $267870878 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp; $267757953 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $267757953 |
| Temporary Cash Investments | &nbsp;&nbsp; 112925 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 112925 |
| Total Investments in Securities | &nbsp;&nbsp; $267870878 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $267870878 |

---

See accompanying Notes to Financial Statements.

------

**Dimensional VA Equity Allocation Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (73.1%) | DOMESTIC EQUITIES — (73.1%) | DOMESTIC EQUITIES — (73.1%) |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp; 1516747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $74411611 |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp; 1319862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59921729 |
| Dimensional VA U.S. Targeted Value Portfolio | &nbsp;&nbsp;&nbsp; 1420097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33230259 |
| Dimensional VA U.S. Large Value Portfolio | &nbsp;&nbsp;&nbsp; 509284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18385149 |
| DFA Real Estate Securities Portfolio | &nbsp;&nbsp;&nbsp; 82217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3324043 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189272791 |
| INTERNATIONAL EQUITIES — (26.9%) | INTERNATIONAL EQUITIES — (26.9%) | INTERNATIONAL EQUITIES — (26.9%) |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 1544455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30178647 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 754686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21961353 |
| Dimensional VA International Small Portfolio | &nbsp;&nbsp;&nbsp; 609009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9208220 |
| Dimensional VA International Value Portfolio | &nbsp;&nbsp;&nbsp; 381564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6997892 |
| DFA International Real Estate Securities Portfolio | &nbsp;&nbsp;&nbsp; 309669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1235579 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69581691 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $177,605,884) | TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $177,605,884) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $258854482 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp; $258854482 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $258854482 |
| Total Investments in Securities | &nbsp;&nbsp; $258854482 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $258854482 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**October 31, 2025**

**(Amounts in thousands, except share and per share amounts)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Dimensional VA**<br> **U.S. Targeted**<br> **Value Portfolio\***<br>| **Dimensional VA**<br> **U.S. Large**<br> **Value Portfolio\***<br>| **Dimensional VA**<br> **International**<br> **Value Portfolio\***<br>| **Dimensional VA**<br> **International**<br> **Small Portfolio\***<br>|
| **ASSETS:** |  |  |  |  |
| Investment Securities at Value (including $10,794, $7,255, <br> $33,242 and $34,612 of securities on loan, <br> respectively)<br>| $723603 | $710588 | $653023 | $376437 |
| Temporary Cash Investments at Value & Cost | 1520 | 1023 |  |  |
| Collateral from Securities on Loan Invested in Affiliate at <br> Value (including cost of $11,048, $7,421, $29,725 and <br> $19,800, respectively)<br>| 11048 | 7421 | 29725 | 19800 |
| Foreign Currencies at Value |  |  | 292 | 432 |
| Cash  |  |  | 1925 | 724 |
| Receivables: |  |  |  |  |
| Investment Securities Sold | 528 | 1035 |  | 192 |
| Dividends and Interest | 354 | 627 | 3715 | 1783 |
| Securities Lending Income | 4 | 1 | 14 | 39 |
| Fund Shares Sold | 1378 | 1312 | 80 | 249 |
| Total Assets | 738435 | 722007 | 688774 | 399656 |
| **LIABILITIES:** |  |  |  |  |
| Payables: |  |  |  |  |
| Due to Custodian | 2 |  |  |  |
| Upon Return of Securities Loaned | 11050 | 7418 | 29724 | 19805 |
| Investment Securities Purchased | 664 | 331 |  | 12 |
| Fund Shares Redeemed | 404 | 435 | 565 | 230 |
| Due to Advisor | 168 | 115 | 139 | 114 |
| Accrued Expenses and Other Liabilities | 30 | 27 | 33 | 26 |
| Total Liabilities | 12318 | 8326 | 30461 | 20187 |
| **COMMITMENTS AND CONTINGENT LIABILITIES** <br> **(NOTE C)**<br>|  |  |  |  |
| **NET ASSETS** | $726117 | $713681 | $658313 | $379469 |
| SHARES OUTSTANDING, $0.01 PAR VALUE (1) | 31025735 | 19772224 | 35898948 | 25105284 |
| **NET ASSET VALUE, OFFERING AND REDEMPTION** <br> **PRICE PER SHARE**<br>| **$23.40** | **$36.10** | **$18.34** | **$15.12** |
| Investment Securities at Cost | $623527 | $452816 | $476457 | $307567 |
| Foreign Currencies at Cost | $— | $— | $295 | $434 |
| **NET ASSETS CONSIST OF:** |  |  |  |  |
| Paid-In Capital | $556421 | $402905 | $443134 | $291408 |
| Total Distributable Earnings (Loss) | 169696 | 310776 | 215179 | 88061 |
| **NET ASSETS** | $726117 | $713681 | $658313 | $379469 |
| (1) NUMBER OF SHARES AUTHORIZED | 1000000000 | 1000000000 | 1000000000 | 1000000000 |

---

------

\*

See Note J in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**October 31, 2025**

**(Amounts in thousands, except share and per share amounts)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  | **Dimensional VA**<br> **Short-Term Fixed**<br> **Portfolio**<br>| **Dimensional VA**<br> **Global Bond**<br> **Portfolio\***<br>| **Dimensional VIT**<br> **Inflation-Protected**<br> **Securities Portfolio**<br>|
| **ASSETS:** |  |  |  |
| Investment Securities at Value (including $0, $1,722 and $0 of <br> securities on loan, respectively)<br>| $404047 | $350763 | $226512 |
| Temporary Cash Investments at Value & Cost | 12864 |  | 2508 |
| Collateral from Securities on Loan Invested in Affiliate at Value <br> (including cost of $0, $1,767 and $0, respectively)<br>|  | 1767 |  |
| Foreign Currencies at Value |  | 1711 |  |
| Cash  |  | 2208 |  |
| Receivables: |  |  |  |
| Dividends and Interest | 579 | 2617 | 519 |
| Securities Lending Income |  | 1 |  |
| Fund Shares Sold | 90 | 702 | 154 |
| Unrealized Gain on Forward Currency Contracts |  | 2332 |  |
| Unrealized Gain on Foreign Currency Contracts |  | 2 |  |
| Total Assets | 417580 | 362103 | 229693 |
| **LIABILITIES:** |  |  |  |
| Payables: |  |  |  |
| Upon Return of Securities Loaned |  | 1771 |  |
| Investment Securities Purchased | 11007 | 3525 |  |
| Fund Shares Redeemed | 147 | 229 | 513 |
| Due to Advisor | 34 | 57 | 17 |
| Unrealized Loss on Forward Currency Contracts |  | 308 |  |
| Unrealized Loss on Foreign Currency Contracts |  | 1 |  |
| Accrued Expenses and Other Liabilities | 25 | 23 | 14 |
| Total Liabilities | 11213 | 5914 | 544 |
| **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |  |  |
| **NET ASSETS** | $406367 | $356189 | $229149 |
| SHARES OUTSTANDING, $0.01 PAR VALUE (1) | 38949029 | 35191247 | 23679752 |
| **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER** <br> **SHARE**<br>| **$10.43** | **$10.12** | **$9.68** |
| Investment Securities at Cost | $404044 | $352365 | $231227 |
| Foreign Currencies at Cost | $— | $1713 | $— |
| **NET ASSETS CONSIST OF:** |  |  |  |
| Paid-In Capital | $396396 | $374318 | $249525 |
| Total Distributable Earnings (Loss) | 9971 | (18129)<br>| (20376)<br>|
| **NET ASSETS** | $406367 | $356189 | $229149 |
| (1) NUMBER OF SHARES AUTHORIZED | 1000000000 | 1000000000 | 1000000000 |

---

------

\*

See Note J in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**October 31, 2025**

**(Amounts in thousands, except share and per share amounts)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Dimensional VA**<br> **Global**<br> **Moderate**<br> **Allocation**<br> **Portfolio**<br>| **Dimensional VA**<br> **Equity Allocation**<br> **Portfolio**<br>|
| **ASSETS:** |  |  |
| Investments in Affiliated Investment Companies at Value | $267758 | $258854 |
| Temporary Cash Investments at Value & Cost | 113 |  |
| Cash  |  | 38 |
| Receivables: |  |  |
| Dividends and Interest | 1 | 1 |
| Fund Shares Sold | 282 | 814 |
| Total Assets | 268154 | 259707 |
| **LIABILITIES:** |  |  |
| Payables: |  |  |
| Fund Shares Redeemed | 221 | 5 |
| Due to Advisor | 17 | 23 |
| Accrued Expenses and Other Liabilities | 5 | 5 |
| Total Liabilities | 243 | 33 |
| **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |  |
| **NET ASSETS** | $267911 | $259674 |
| SHARES OUTSTANDING, $0.01 PAR VALUE (1) | 14524353 | 13991454 |
| **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE** | **$18.45** | **$18.56** |
| Investments in Affiliated Investment Companies at Cost | $175158 | $177606 |
| **NET ASSETS CONSIST OF:** |  |  |
| Paid-In Capital | $172843 | $177540 |
| Total Distributable Earnings (Loss) | 95068 | 82134 |
| **NET ASSETS** | $267911 | $259674 |
| (1) NUMBER OF SHARES AUTHORIZED | 1000000000 | 500000000 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE YEAR ENDED OCTOBER 31, 2025**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Dimensional VA**<br> **U.S. Targeted**<br> **Value Portfolio**<br>| **Dimensional VA**<br> **U.S. Large**<br> **Value Portfolio**<br>| **Dimensional VA**<br> **International**<br> **Value Portfolio**<br>| **Dimensional VA**<br> **International**<br> **Small Portfolio**<br>|
| **Investment Income** |  |  |  |  |
| Dividends (Net of Foreign Taxes Withheld of $19, $2, <br> $2,500 and $1,122, respectively)<br>| $13945 | $14646 | $21056 | $10155 |
| Dividend Income from Affiliates | 530 | 195 | 766 | 513 |
| Income from Securities Lending, Net | 80 | 12 | 220 | 378 |
| Total Investment Income | 14555 | 14853 | 22042 | 11046 |
| **Expenses** |  |  |  |  |
| Investment Management Fees | 1885 | 1277 | 1422 | 1182 |
| Accounting & Transfer Agent Fees | 25 | 22 | 22 | 21 |
| Custodian Fees | 24 | 14 | 44 | 54 |
| Shareholders' Reports | 15 | 14 | 16 | 17 |
| Directors'/Trustees' Fees & Expenses | 5 | 5 | 4 | 2 |
| Professional Fees | 16 | 14 | 16 | 11 |
| Other | 21 | 35 | 26 | 17 |
| Total Expenses | 1991 | 1381 | 1550 | 1304 |
| Net Expenses | 1991 | 1381 | 1550 | 1304 |
| **Net Investment Income (Loss)** | 12564 | 13472 | 20492 | 9742 |
| **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Investment Securities Sold | 59832 | 41927 | 23861 | 15375 |
| Futures | 46 |  | 254 | 52 |
| Foreign Currency Transactions |  |  | 21 | 39 |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Investment Securities and Foreign Currency | (31240)<br>| 4499 | 112641 | 56657 |
| Translation of Foreign Currency-Denominated Amounts |  |  | 114 | 52 |
| **Net Realized and Unrealized Gain (Loss)** | 28638 | 46426 | 136891 | 72175 |
| **Net Increase (Decrease) in Net Assets Resulting from** <br> **Operations**<br>| $41202 | $59898 | $157383 | $81917 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE YEAR ENDED OCTOBER 31, 2025**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  | **Dimensional VA**<br> **Short-Term Fixed**<br> **Portfolio**<br>| **Dimensional VA**<br> **Global Bond**<br> **Portfolio**<br>| **Dimensional VIT**<br> **Inflation-Protected**<br> **Securities Portfolio**<br>|
| **Investment Income** |  |  |  |
| Dividend Income from Affiliates | $1 | $6 |  |
| Interest | 17622 | 14279 | $8591 |
| Income from Securities Lending, Net |  | 3 |  |
| Total Investment Income | 17623 | 14288 | 8591 |
| **Expenses** |  |  |  |
| Investment Management Fees | 392 | 647 | 191 |
| Accounting & Transfer Agent Fees | 23 | 26 | 8 |
| Custodian Fees | 8 | 10 | 2 |
| Shareholders' Reports | 14 | 13 | 15 |
| Directors'/Trustees' Fees & Expenses | 3 | 3 | 1 |
| Professional Fees | 9 | 7 | 5 |
| Other | 11 | 14 | 8 |
| Total Expenses | 460 | 720 | 230 |
| Net Expenses | 460 | 720 | 230 |
| **Net Investment Income (Loss)** | 17163 | 13568 | 8361 |
| **Realized and Unrealized Gain (Loss)** |  |  |  |
| Net Realized Gain (Loss) on: |  |  |  |
| Investment Securities Sold | 40 | 464 | (1043)<br>|
| Forward Currency Contracts |  | 1977 |  |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |
| Investment Securities and Foreign Currency | (30)<br>| (1046)<br>| 6236 |
| Translation of Foreign Currency-Denominated Amounts |  | (20)<br>|  |
| Forward Currency Contracts. |  | 878 |  |
| **Net Realized and Unrealized Gain (Loss)** | 10 | 2253 | 5193 |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | $17173 | $15821 | $13554 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE YEAR ENDED OCTOBER 31, 2025**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Dimensional VA**<br> **Global**<br> **Moderate**<br> **Allocation**<br> **Portfolio\***<br>| **Dimensional VA**<br> **Equity Allocation**<br> **Portfolio\***<br>|
| **Investment Income** |  |  |
| Dividends | $9 | $12 |
| Dividend Income from Affiliates | 6704 | 3897 |
| Total Investment Income | 6713 | 3909 |
| **Expenses** |  |  |
| Investment Management Fees | 560 | 575 |
| Accounting & Transfer Agent Fees | 2 | 2 |
| Custodian Fees | 1 |  |
| Shareholders' Reports | 3 | 8 |
| Directors'/Trustees' Fees & Expenses | 3 | 2 |
| Professional Fees | 4 | 4 |
| Other | 9 | 8 |
| Total Expenses | 582 | 599 |
| Fees Waived, Expenses Reimbursed by Advisor (Note C) | 372 | 355 |
| Net Expenses | 210 | 244 |
| **Net Investment Income (Loss)** | 6503 | 3665 |
| **Realized and Unrealized Gain (Loss)** |  |  |
| Capital Gain Distributions Received from Affiliated Investment Companies | 596 | 3333 |
| Net Realized Gain (Loss) on: |  |  |
| Affiliated Investment Companies Shares Sold | 1693 | (419)<br>|
| Futures | (6)<br>| (2)<br>|
| Change in Unrealized Appreciation (Depreciation) of: |  |  |
| Affiliated Investment Companies Shares | 22897 | 30060 |
| **Net Realized and Unrealized Gain (Loss)** | 25180 | 32972 |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | $31683 | $36637 |

---

------

\*

Investment Income and Realized and Unrealized Gain (Loss) were distributed from the Portfolio's Underlying Funds (Affiliated Investment Companies).

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Dimensional VA U.S. Targeted**<br> **Value Portfolio** | **Dimensional VA U.S. Targeted**<br> **Value Portfolio** | **Dimensional VA U.S. Large**<br> **Value Portfolio** | **Dimensional VA U.S. Large**<br> **Value Portfolio** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
| **Increase (Decrease) in Net Assets** |  |  |  |  |
| Operations: |  |  |  |  |
| Net Investment Income (Loss) | $12564 | $9993 | &nbsp;&nbsp; $13472 | $14203 |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Investment Securities Sold | 59832 | 47351 | &nbsp;&nbsp; 41927 | 67729 |
| Affiliated Investment Companies Shares Sold |  | (7)<br>| &nbsp;&nbsp; — |  |
| Futures | 46 | (3)<br>| &nbsp;&nbsp; — | 34 |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Investment Securities and Foreign Currency | (31240)<br>| 95389 | &nbsp;&nbsp; 4499 | 95142 |
| Net Increase (Decrease) in Net Assets Resulting from <br> Operations<br>| 41202 | 152723 | &nbsp;&nbsp; 59898 | 177108 |
| Distributions: |  |  |  |  |
| Institutional Class Shares | (57247)<br>| (49322)<br>| &nbsp;&nbsp; (81519)<br>| (23418)<br>|
| Capital Share Transactions (1): |  |  |  |  |
| Shares Issued | 115594 | 143404 | &nbsp;&nbsp; 111742 | 102584 |
| Shares Issued in Lieu of Cash Distributions | 56916 | 48967 | &nbsp;&nbsp; 81384 | 23379 |
| Shares Redeemed | (124182)<br>| (120349)<br>| &nbsp;&nbsp; (130863)<br>| (197379)<br>|
| Net Increase (Decrease) from Capital Share Transactions | 48328 | 72022 | &nbsp;&nbsp; 62263 | (71416)<br>|
| Total Increase (Decrease) in Net Assets | 32283 | 175423 | &nbsp;&nbsp; 40642 | 82274 |
| **Net Assets** |  |  |  |  |
| Beginning of Year | 693834 | 518411 | &nbsp;&nbsp; 673039 | 590765 |
| End of Year | $726117 | $693834 | &nbsp;&nbsp; $713681 | $673039 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |
| Shares Issued | 5176 | 6292 | &nbsp;&nbsp; 3282 | 3036 |
| Shares Issued in Lieu of Cash Distributions | 2382 | 2331 | &nbsp;&nbsp; 2395 | 748 |
| Shares Redeemed  | (5469)<br>| (5285)<br>| &nbsp;&nbsp; (3897)<br>| (5662)<br>|
| Net Increase (Decrease) from Shares Issued and <br> Redeemed<br>| 2089 | 3338 | &nbsp;&nbsp; 1780 | (1878)<br>|

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Dimensional VA International**<br> **Value Portfolio** | **Dimensional VA International**<br> **Value Portfolio** | **Dimensional VA International**<br> **Small Portfolio** | **Dimensional VA International**<br> **Small Portfolio** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
| **Increase (Decrease) in Net Assets** |  |  |  |  |
| Operations: |  |  |  |  |
| Net Investment Income (Loss) | $20492 | $18095 | &nbsp;&nbsp; $9742 | $8183 |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Investment Securities Sold | 23861 | 11256 | &nbsp;&nbsp; 15375 | 10663 |
| Affiliated Investment Companies Shares Sold |  |  | &nbsp;&nbsp; — | (2)<br>|
| Futures | 254 | 128 | &nbsp;&nbsp; 52 | (1)<br>|
| Foreign Currency Transactions | 21 | 7 | &nbsp;&nbsp; 39 | 13 |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Investment Securities and Foreign Currency | 112641 | 61601 | &nbsp;&nbsp; 56657 | 40891 |
| Translation of Foreign Currency-Denominated Amounts | 114 | (26)<br>| &nbsp;&nbsp; 52 | (9)<br>|
| Net Increase (Decrease) in Net Assets Resulting from <br> Operations<br>| 157383 | 91061 | &nbsp;&nbsp; 81917 | 59738 |
| Distributions: |  |  |  |  |
| Institutional Class Shares | (30474)<br>| (25581)<br>| &nbsp;&nbsp; (18712)<br>| (8825)<br>|
| Capital Share Transactions (1): |  |  |  |  |
| Shares Issued | 101240 | 67556 | &nbsp;&nbsp; 48201 | 32188 |
| Shares Issued in Lieu of Cash Distributions | 30413 | 25524 | &nbsp;&nbsp; 18501 | 8715 |
| Shares Redeemed | (108117)<br>| (72833)<br>| &nbsp;&nbsp; (58351)<br>| (40074)<br>|
| Net Increase (Decrease) from Capital Share Transactions | 23536 | 20247 | &nbsp;&nbsp; 8351 | 829 |
| Total Increase (Decrease) in Net Assets | 150445 | 85727 | &nbsp;&nbsp; 71556 | 51742 |
| **Net Assets** |  |  |  |  |
| Beginning of Year | 507868 | 422141 | &nbsp;&nbsp; 307913 | 256171 |
| End of Year | $658313 | $507868 | &nbsp;&nbsp; $379469 | $307913 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |
| Shares Issued | 6290 | 4693 | &nbsp;&nbsp; 3642 | 2629 |
| Shares Issued in Lieu of Cash Distributions | 2169 | 1953 | &nbsp;&nbsp; 1548 | 779 |
| Shares Redeemed  | (6814)<br>| (5088)<br>| &nbsp;&nbsp; (4406)<br>| (3289)<br>|
| Net Increase (Decrease) from Shares Issued and <br> Redeemed<br>| 1645 | 1558 | &nbsp;&nbsp; 784 | 119 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Dimensional VA Short-Term**<br> **Fixed Portfolio** | **Dimensional VA Short-Term**<br> **Fixed Portfolio** | **Dimensional VA Global**<br> **Bond Portfolio** | **Dimensional VA Global**<br> **Bond Portfolio** | **Dimensional VIT**<br> **Inflation-Protected**<br> **Securities Portfolio** | **Dimensional VIT**<br> **Inflation-Protected**<br> **Securities Portfolio** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
| **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
| Operations: |  |  |  |  |  |  |
| Net Investment Income (Loss) | $17163 | $18764 | &nbsp;&nbsp; $13568 | $15564 | &nbsp;&nbsp; $8361 | $6220 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| Investment Securities Sold | 40 | 65 | &nbsp;&nbsp; 464 | 1451 | &nbsp;&nbsp; (1043)<br>| (7113)<br>|
| Affiliated Investment Companies Shares Sold |  | (1)<br>| &nbsp;&nbsp; — |  | &nbsp;&nbsp; — |  |
| Foreign Currency Transactions |  |  | &nbsp;&nbsp; — | 87 | &nbsp;&nbsp; — |  |
| Forward Currency Contracts |  |  | &nbsp;&nbsp; 1977 | (3359)<br>| &nbsp;&nbsp; — |  |
| Change in Unrealized Appreciation <br> (Depreciation) of:<br>|  |  |  |  |  |  |
| Investment Securities and Foreign Currency | (30)<br>| 701 | &nbsp;&nbsp; (1046)<br>| 4037 | &nbsp;&nbsp; 6236 | 17929 |
| Translation of Foreign Currency-Denominated <br> Amounts<br>|  |  | &nbsp;&nbsp; (20)<br>| 23 | &nbsp;&nbsp; — |  |
| Forward Currency Contracts |  |  | &nbsp;&nbsp; 878 | 429 | &nbsp;&nbsp; — |  |
| Net Increase (Decrease) in Net Assets <br> Resulting from Operations<br>| 17173 | 19529 | &nbsp;&nbsp; 15821 | 18232 | &nbsp;&nbsp; 13554 | 17036 |
| Distributions: |  |  |  |  |  |  |
| Institutional Class Shares | (18640)<br>| (13160)<br>| &nbsp;&nbsp; (16336)<br>| (12675)<br>| &nbsp;&nbsp; (5838)<br>| (7600)<br>|
| Capital Share Transactions (1): |  |  |  |  |  |  |
| Shares Issued | 93490 | 88308 | &nbsp;&nbsp; 49033 | 59054 | &nbsp;&nbsp; 54249 | 59690 |
| Shares Issued in Lieu of Cash Distributions | 18615 | 13140 | &nbsp;&nbsp; 16212 | 12569 | &nbsp;&nbsp; 5838 | 7600 |
| Shares Redeemed | (91926)<br>| (73362)<br>| &nbsp;&nbsp; (45307)<br>| (65750)<br>| &nbsp;&nbsp; (45322)<br>| (69105)<br>|
| Net Increase (Decrease) from Capital Share <br> Transactions<br>| 20179 | 28086 | &nbsp;&nbsp; 19938 | 5873 | &nbsp;&nbsp; 14765 | (1815)<br>|
| Total Increase (Decrease) in Net Assets | 18712 | 34455 | &nbsp;&nbsp; 19423 | 11430 | &nbsp;&nbsp; 22481 | 7621 |
| **Net Assets** |  |  |  |  |  |  |
| Beginning of Year | 387655 | 353200 | &nbsp;&nbsp; 336766 | 325336 | &nbsp;&nbsp; 206668 | 199047 |
| End of Year | $406367 | $387655 | &nbsp;&nbsp; $356189 | $336766 | &nbsp;&nbsp; $229149 | $206668 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| Shares Issued | 9108 | 8589 | &nbsp;&nbsp; 4922 | 5949 | &nbsp;&nbsp; 5793 | 6502 |
| Shares Issued in Lieu of Cash Distributions | 1854 | 1314 | &nbsp;&nbsp; 1670 | 1298 | &nbsp;&nbsp; 644 | 845 |
| Shares Redeemed  | (8959)<br>| (7134)<br>| &nbsp;&nbsp; (4575)<br>| (6585)<br>| &nbsp;&nbsp; (4871)<br>| (7507)<br>|
| Net Increase (Decrease) from Shares <br> Issued and Redeemed<br>| 2003 | 2769 | &nbsp;&nbsp; 2017 | 662 | &nbsp;&nbsp; 1566 | (160)<br>|

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Dimensional VA Global Moderate**<br> **Allocation Portfolio** | **Dimensional VA Global Moderate**<br> **Allocation Portfolio** | **Dimensional VA Equity Allocation**<br> **Portfolio** | **Dimensional VA Equity Allocation**<br> **Portfolio** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
| **Increase (Decrease) in Net Assets** |  |  |  |  |
| Operations: |  |  |  |  |
| Net Investment Income (Loss) | $6503 | $5127 | &nbsp;&nbsp; $3665 | $2905 |
| Capital Gain Distributions Received from Affiliated <br> Investment Companies<br>| 596 | 354 | &nbsp;&nbsp; 3333 | 2095 |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Affiliated Investment Companies Shares Sold | 1693 | 950 | &nbsp;&nbsp; (419)<br>| 136 |
| Futures | (6)<br>|  | &nbsp;&nbsp; (2)<br>| (18)<br>|
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Affiliated Investment Companies Shares | 22897 | 34126 | &nbsp;&nbsp; 30060 | 34424 |
| Net Increase (Decrease) in Net Assets Resulting <br> from Operations<br>| 31683 | 40557 | &nbsp;&nbsp; 36637 | 39542 |
| Distributions: |  |  |  |  |
| Institutional Class Shares | (7487)<br>| (7039)<br>| &nbsp;&nbsp; (5730)<br>| (5425)<br>|
| Capital Share Transactions (1): |  |  |  |  |
| Shares Issued | 39469 | 32521 | &nbsp;&nbsp; 54558 | 57688 |
| Shares Issued in Lieu of Cash Distributions | 7487 | 7038 | &nbsp;&nbsp; 5730 | 5425 |
| Shares Redeemed | (32057)<br>| (23200)<br>| &nbsp;&nbsp; (19402)<br>| (23369)<br>|
| Net Increase (Decrease) from Capital Share <br> Transactions<br>| 14899 | 16359 | &nbsp;&nbsp; 40886 | 39744 |
| Total Increase (Decrease) in Net Assets | 39095 | 49877 | &nbsp;&nbsp; 71793 | 73861 |
| **Net Assets** |  |  |  |  |
| Beginning of Year | 228816 | 178939 | &nbsp;&nbsp; 187881 | 114020 |
| End of Year | $267911 | $228816 | &nbsp;&nbsp; $259674 | $187881 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |
| Shares Issued | 2297 | 2039 | &nbsp;&nbsp; 3231 | 3857 |
| Shares Issued in Lieu of Cash Distributions | 449 | 475 | &nbsp;&nbsp; 350 | 393 |
| Shares Redeemed  | (1859)<br>| (1447)<br>| &nbsp;&nbsp; (1182)<br>| (1535)<br>|
| Net Increase (Decrease) from Shares Issued and <br> Redeemed<br>| 887 | 1067 | &nbsp;&nbsp; 2399 | 2715 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Dimensional VA U.S. Targeted Value Portfolio** | **Dimensional VA U.S. Targeted Value Portfolio** | **Dimensional VA U.S. Targeted Value Portfolio** | **Dimensional VA U.S. Targeted Value Portfolio** | **Dimensional VA U.S. Targeted Value Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $23.98 | $20.25 | $22.70 | $25.08 | $14.54 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.40 | 0.35 | 0.34 | 0.32 | 0.34 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 1.00 | 5.29 | (0.71) | (0.64) | 10.48 |
| Total from Investment Operations  | 1.40 | 5.64 | (0.37) | (0.32) | 10.82 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.34) | (0.35) | (0.30) | (0.34) | (0.28) |
| Net Realized Gains  | (1.64) | (1.56) | (1.78) | (1.72) |  |
| Total Distributions  | (1.98) | (1.91) | (2.08) | (2.06) | (0.28) |
| Net Asset Value, End of Year | $23.40 | $23.98 | $20.25 | $22.70 | $25.08 |
| Total Return  | 5.66% | 29.19% | (1.95%) | (1.25%) | 75.17% |
| Net Assets, End of Year (thousands)  | $726117 | $693834 | $518411 | $519381 | $527102 |
| Ratio of Expenses to Average Net Assets  | 0.29% | 0.28% | 0.29% | 0.30% | 0.34% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed) <br>| 0.29% | 0.28% | 0.29% | 0.30% | 0.34% |
| Ratio of Net Investment Income to Average Net Assets  | 1.80% | 1.56% | 1.58% | 1.42% | 1.55% |
| Portfolio Turnover Rate  | 30% | 21% | 18% | 19% | 23% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Dimensional VA U.S. Large Value Portfolio** | **Dimensional VA U.S. Large Value Portfolio** | **Dimensional VA U.S. Large Value Portfolio** | **Dimensional VA U.S. Large Value Portfolio** | **Dimensional VA U.S. Large Value Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $37.41 | $29.73 | $31.22 | $32.69 | $22.57 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.68 | 0.72 | 0.70 | 0.67 | 0.53 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 2.54 | 8.12 | (1.10) | (1.59) | 10.13 |
| Total from Investment Operations  | 3.22 | 8.84 | (0.40) | (0.92) | 10.66 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.75) | (0.72) | (0.71) | (0.55) | (0.54) |
| Net Realized Gains  | (3.78) | (0.44) | (0.38) |  |  |
| Total Distributions  | (4.53) | (1.16) | (1.09) | (0.55) | (0.54) |
| Net Asset Value, End of Year | $36.10 | $37.41 | $29.73 | $31.22 | $32.69 |
| Total Return  | 9.38% | 30.53% | (1.41%) | (2.85%) | 47.86% |
| Net Assets, End of Year (thousands)  | $713681 | $673039 | $590765 | $643293 | $648392 |
| Ratio of Expenses to Average Net Assets  | 0.21% | 0.21% | 0.21% | 0.21% | 0.24% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed) <br>| 0.21% | 0.21% | 0.21% | 0.21% | 0.24% |
| Ratio of Net Investment Income to Average Net Assets  | 2.00% | 2.08% | 2.25% | 2.11% | 1.78% |
| Portfolio Turnover Rate  | 18% | 15% | 10% | 13% | 15% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Dimensional VA International Value Portfolio** | **Dimensional VA International Value Portfolio** | **Dimensional VA International Value Portfolio** | **Dimensional VA International Value Portfolio** | **Dimensional VA International Value Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $14.83 | $12.91 | $11.62 | $14.07 | $9.57 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.56 | 0.53 | 0.56 | 0.55 | 0.43 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 3.83 | 2.17 | 1.38 | (2.45) | 4.33 |
| Total from Investment Operations  | 4.39 | 2.70 | 1.94 | (1.90) | 4.76 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.58) | (0.65) | (0.51) | (0.55) | (0.26) |
| Net Realized Gains  | (0.30) | (0.13) | (0.14) |  |  |
| Total Distributions  | (0.88) | (0.78) | (0.65) | (0.55) | (0.26) |
| Net Asset Value, End of Year | $18.34 | $14.83 | $12.91 | $11.62 | $14.07 |
| Total Return  | 31.47% | 21.76% | 16.99% | (13.92%) | 50.31% |
| Net Assets, End of Year (thousands)  | $658313 | $507868 | $422141 | $358395 | $407723 |
| Ratio of Expenses to Average Net Assets  | 0.27% | 0.28% | 0.27% | 0.30% | 0.38% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Paid <br> Indirectly) <br>| 0.27% | 0.28% | 0.27% | 0.30% | 0.38% |
| Ratio of Net Investment Income to Average Net Assets  | 3.60% | 3.72% | 4.23% | 4.27% | 3.33% |
| Portfolio Turnover Rate  | 14% | 14% | 14% | 14% | 19% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Dimensional VA International Small Portfolio** | **Dimensional VA International Small Portfolio** | **Dimensional VA International Small Portfolio** | **Dimensional VA International Small Portfolio** | **Dimensional VA International Small Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $12.66 | $10.58 | $10.10 | $15.29 | $11.22 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.38 | 0.33 | 0.31 | 0.32 | 0.26 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 2.85 | 2.11 | 0.67 | (4.09) | 4.28 |
| Total from Investment Operations  | 3.23 | 2.44 | 0.98 | (3.77) | 4.54 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.43) | (0.36) | (0.30) | (0.38) | (0.25) |
| Net Realized Gains  | (0.34) |  | (0.20) | (1.04) | (0.22) |
| Total Distributions  | (0.77) | (0.36) | (0.50) | (1.42) | (0.47) |
| Net Asset Value, End of Year | $15.12 | $12.66 | $10.58 | $10.10 | $15.29 |
| Total Return  | 27.09% | 23.56% | 9.62% | (26.82%) | 41.32% |
| Net Assets, End of Year (thousands)  | $379469 | $307913 | $256171 | $236633 | $311019 |
| Ratio of Expenses to Average Net Assets  | 0.39% | 0.39% | 0.39% | 0.42% | 0.50% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Paid <br> Indirectly) <br>| 0.39% | 0.39% | 0.40% | 0.42% | 0.50% |
| Ratio of Net Investment Income to Average Net Assets  | 2.88% | 2.75% | 2.76% | 2.69% | 1.84% |
| Portfolio Turnover Rate  | 17% | 17% | 18% | 18% | 23% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Dimensional VA Short-Term Fixed Portfolio** | **Dimensional VA Short-Term Fixed Portfolio** | **Dimensional VA Short-Term Fixed Portfolio** | **Dimensional VA Short-Term Fixed Portfolio** | **Dimensional VA Short-Term Fixed Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $10.49 | $10.33 | $9.99 | $10.20 | $10.26 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.44 | 0.53 | 0.34 | 0.10 | (—) |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.01 | 0.02 | 0.13 | (0.31) |  |
| Total from Investment Operations  | 0.45 | 0.55 | 0.47 | (0.21) |  |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.51) | (0.39) | (0.13) | (—) | (0.06) |
| Total Distributions  | (0.51) | (0.39) | (0.13) |  | (0.06) |
| Net Asset Value, End of Year | $10.43 | $10.49 | $10.33 | $9.99 | $10.20 |
| Total Return  | 4.46% | 5.54% | 4.78% | (2.05%) | 0.01% |
| Net Assets, End of Year (thousands)  | $406367 | $387655 | $353200 | $328593 | $282429 |
| Ratio of Expenses to Average Net Assets  | 0.12% | 0.12% | 0.12% | 0.13% | 0.18% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Paid <br> Indirectly) <br>| 0.12% | 0.12% | 0.12% | 0.13% | 0.18% |
| Ratio of Net Investment Income to Average Net Assets  | 4.37% | 5.16% | 3.35% | 0.96% | (0.01%) |
| Portfolio Turnover Rate  | 79% | 33% | 61% | 74% | 109% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Dimensional VA Global Bond Portfolio** | **Dimensional VA Global Bond Portfolio** | **Dimensional VA Global Bond Portfolio** | **Dimensional VA Global Bond Portfolio** | **Dimensional VA Global Bond Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $10.15 | $10.01 | $9.72 | $10.52 | $10.62 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.39 | 0.46 | 0.29 | 0.13 | 0.04 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.07 | 0.07 | 0.16 | (0.85) | (0.14) |
| Total from Investment Operations  | 0.46 | 0.53 | 0.45 | (0.72) | (0.10) |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.49) | (0.39) | (0.16) | (0.08) | (—) |
| Total Distributions  | (0.49) | (0.39) | (0.16) | (0.08) |  |
| Net Asset Value, End of Year | $10.12 | $10.15 | $10.01 | $9.72 | $10.52 |
| Total Return  | 4.75% | 5.53% | 4.68% | (6.90%) | (0.92%) |
| Net Assets, End of Year (thousands)  | $356189 | $336766 | $325336 | $338083 | $391750 |
| Ratio of Expenses to Average Net Assets  | 0.21% | 0.21% | 0.22% | 0.23% | 0.24% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Paid <br> Indirectly) <br>| 0.21% | 0.21% | 0.22% | 0.23% | 0.24% |
| Ratio of Net Investment Income to Average Net Assets  | 3.99% | 4.64% | 2.96% | 1.25% | 0.39% |
| Portfolio Turnover Rate  | 41% | 60% | 62% | 118% | 133% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Dimensional VIT Inflation-Protected Securities Portfolio** | **Dimensional VIT Inflation-Protected Securities Portfolio** | **Dimensional VIT Inflation-Protected Securities Portfolio** | **Dimensional VIT Inflation-Protected Securities Portfolio** | **Dimensional VIT Inflation-Protected Securities Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $9.35 | $8.94 | $9.81 | $11.81 | $11.23 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.36 | 0.29 | 0.36 | 0.80 | 0.48 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.23 | 0.48 | (0.39) | (2.16) | 0.28 |
| Total from Investment Operations  | 0.59 | 0.77 | (0.03) | (1.36) | 0.76 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.26) | (0.36) | (0.84) | (0.54) | (0.12) |
| Net Realized Gains  |  |  |  | (0.10) | (0.06) |
| Total Distributions  | (0.26) | (0.36) | (0.84) | (0.64) | (0.18) |
| Net Asset Value, End of Year | $9.68 | $9.35 | $8.94 | $9.81 | $11.81 |
| Total Return  | 6.54% | 8.79% | (0.49%) | (12.22%) | 6.89% |
| Net Assets, End of Year (thousands)  | $229149 | $206668 | $199047 | $209274 | $220920 |
| Ratio of Expenses to Average Net Assets  | 0.11% | 0.11% | 0.11% | 0.11% | 0.12% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor) <br>| 0.11% | 0.11% | 0.11% | 0.11% | 0.12% |
| Ratio of Net Investment Income to Average Net Assets  | 3.93% | 3.11% | 3.85% | 7.49% | 4.16% |
| Portfolio Turnover Rate  | 12% | 25% | 22% | 46% | 17% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Dimensional VA Global Moderate Allocation Portfolio** | **Dimensional VA Global Moderate Allocation Portfolio** | **Dimensional VA Global Moderate Allocation Portfolio** | **Dimensional VA Global Moderate Allocation Portfolio** | **Dimensional VA Global Moderate Allocation Portfolio** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $16.78 | $14.23 | $13.73 | $16.30 | $13.19 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.45 | 0.39 | 0.22 | 0.24 | 0.16 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 1.77 | 2.72 | 0.70 | (2.06) | 3.27 |
| Total from Investment Operations  | 2.22 | 3.11 | 0.92 | (1.82) | 3.43 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.45) | (0.40) | (0.21) | (0.23) | (0.15) |
| Net Realized Gains  | (0.10) | (0.16) | (0.21) | (0.52) | (0.17) |
| Total Distributions  | (0.55) | (0.56) | (0.42) | (0.75) | (0.32) |
| Net Asset Value, End of Year | $18.45 | $16.78 | $14.23 | $13.73 | $16.30 |
| Total Return  | 13.57% | 22.36% | 6.76% | (11.67%) | 26.33% |
| Net Assets, End of Year (thousands)  | $267911 | $228816 | $178939 | $162053 | $182112 |
| Ratio of Expenses to Average Net Assets \*(B) | 0.28% | 0.28% | 0.28% | 0.28% | 0.29% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) <br> \*(B)<br>| 0.43% | 0.44% | 0.44% | 0.45% | 0.46% |
| Ratio of Net Investment Income to Average Net Assets  | 2.67% | 2.44% | 1.56% | 1.61% | 1.03% |
| Portfolio Turnover Rate  | 10% | 8% | N/A | N/A | N/A |
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred <br> by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows:<br>| 0.19% | 0.20% | 0.20% | 0.20% | 0.21% |

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See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

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**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Dimensional VA Equity Allocation Portfolio** | **Dimensional VA Equity Allocation Portfolio** | **Dimensional VA Equity Allocation Portfolio** | **Dimensional VA Equity Allocation Portfolio** | **Dimensional VA Equity Allocation Portfolio** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $16.21 | $12.84 | $12.52 | $15.68 | $10.98 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.29 | 0.27 | 0.24 | 0.27 | 0.22 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 2.55 | 3.70 | 0.67 | (2.35) | 4.71 |
| Total from Investment Operations  | 2.84 | 3.97 | 0.91 | (2.08) | 4.93 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.30) | (0.30) | (0.24) | (0.32) | (0.20) |
| Net Realized Gains  | (0.19) | (0.30) | (0.35) | (0.76) | (0.03) |
| Total Distributions  | (0.49) | (0.60) | (0.59) | (1.08) | (0.23) |
| Net Asset Value, End of Year | $18.56 | $16.21 | $12.84 | $12.52 | $15.68 |
| Total Return  | 17.91% | 31.69% | 7.35% | (14.25%) | 45.39% |
| Net Assets, End of Year (thousands)  | $259674 | $187881 | $114020 | $98184 | $101923 |
| Ratio of Expenses to Average Net Assets \*(B) | 0.31% | 0.31% | 0.31% | 0.31% | 0.32% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) <br> \*(B)<br>| 0.48% | 0.48% | 0.49% | 0.49% | 0.52% |
| Ratio of Net Investment Income to Average Net Assets  | 1.72% | 1.81% | 1.80% | 1.96% | 1.56% |
| Portfolio Turnover Rate  | 6% | 11% | N/A | N/A | N/A |
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred <br> by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows:<br>| 0.20% | 0.20% | 0.20% | 0.21% | 0.23% |

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See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

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**DFA INVESTMENT DIMENSIONS GROUP INC.**

**NOTES TO FINANCIAL STATEMENTS**

**A. Organization:** 

DFA Investment Dimensions Group Inc. (the "Fund" or "IDG") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"), whose shares are generally offered without a sales charge, to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of one hundred and three operational portfolios as of October 31, 2025, nine of which (the "Portfolios") are included in this report. The remaining portfolios are presented in separate reports. The Portfolios are only available through a select group of insurance products. The Portfolios are investment companies, and accordingly, follow the accounting and reporting guidance under the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC"), Topic 946, "Financial Services-Investment Companies."

Dimensional VA Global Moderate Allocation Portfolio and Dimensional VA Equity Allocation Portfolio (each, a "Fund of Funds") invest in other portfolios within the Fund and Dimensional Investment Group Inc. ("DIG") (the "Underlying Funds"). The Funds of Funds may also invest in affiliated and unaffiliated registered and unregistered money market funds. Certain of the Underlying Funds' financial statements are not covered by this report. Copies of the Underlying Funds' financial statements are available from the EDGAR database on the SEC's website at http://www.sec.gov.

As of October 31, 2025, each Fund of Funds was the owner of record of the following approximate percentages of the total outstanding shares of the following Underlying Funds as detailed below:

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| | | |
|:---|:---|:---|
| **Funds of Funds** | **Underlying Funds** | **Percentage**<br> **Ownership**<br> **at 10/31/25**<br>|
| Dimensional VA Global Moderate Allocation <br> Portfolio<br>| U.S. Core Equity 1 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | U.S. Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | International Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Emerging Markets Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | &nbsp;&nbsp; DFA Two-Year Global Fixed Income Portfolio <br> (IDG)<br>| &nbsp;&nbsp; — |
|  | &nbsp;&nbsp; DFA Selectively Hedged Global Fixed Income <br> Portfolio (IDG)<br>| &nbsp;&nbsp; 3% |
|  | Dimensional VA U.S. Large Value Portfolio (IDG) | &nbsp;&nbsp; 1% |
|  | &nbsp;&nbsp; Dimensional VA International Value Portfolio <br> (IDG)<br>| &nbsp;&nbsp; 1% |
|  | DFA Real Estate Securities Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Dimensional VA Short-Term Fixed Portfolio (IDG) | &nbsp;&nbsp; 3% |
|  | Dimensional VA Global Bond Portfolio (IDG) | &nbsp;&nbsp; 9% |
|  | &nbsp;&nbsp; DFA International Real Estate Securities Portfolio <br> (IDG)<br>| &nbsp;&nbsp; — |
| Dimensional VA Equity Allocation Portfolio | U.S. Core Equity 1 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | DFA Real Estate Securities Portfolio (IDG) | &nbsp;&nbsp; — |
|  | International Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Emerging Markets Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Dimensional VA U.S. Large Value Portfolio (IDG) | &nbsp;&nbsp; 2% |
|  | &nbsp;&nbsp; Dimensional VA U.S. Targeted Value Portfolio <br> (IDG)<br>| &nbsp;&nbsp; 4% |

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| | | |
|:---|:---|:---|
| **Funds of Funds** | **Underlying Funds** | **Percentage**<br> **Ownership**<br> **at 10/31/25**<br>|
|  | U.S. Large Company Portfolio (DIG) | &nbsp;&nbsp; — |
|  | &nbsp;&nbsp; Dimensional VA International Value Portfolio <br> (IDG)<br>| &nbsp;&nbsp; 1% |
|  | &nbsp;&nbsp; Dimensional VA International Small Portfolio <br> (IDG)<br>| &nbsp;&nbsp; 2% |
|  | &nbsp;&nbsp; DFA International Real Estate Securities Portfolio <br> (IDG)<br>| &nbsp;&nbsp; — |

---

**B. Significant Accounting Policies:**

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates, and those differences could be material.

1. Security Valuation: The Portfolios use a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 1 – inputs are quoted prices in active markets for identical securities (including equity securities, open-end investment companies, and futures contracts)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 3 – significant unobservable inputs (including the Portfolios' own assumptions in determining the fair value of investments)

Securities held by Dimensional VA U.S. Targeted Value Portfolio and Dimensional VA U.S. Large Value Portfolio (the "Domestic Equity Portfolios") and by Dimensional VA International Value Portfolio and Dimensional VA International Small Portfolio (the "International Equity Portfolios"), including OTC 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 at the mean between the most recent quoted bid and ask prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end management investment companies are valued using their respective net asset values or public offering prices, as appropriate, for purchase orders placed at the close of the New York Stock Exchange("NYSE"). These securities are generally categorized as Level 1 in the hierarchy. The investment in The DFA Short Term Investment Fund (the "Short Term Series"), which is an open-end management investment company available for purchase only by the Portfolios and affiliated funds, is categorized as Level 2 in the hierarchy.

Securities for which no market quotations are readily available (including restricted securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Directors of the Fund (the "Board"). Fair value pricing may also be used if events that have a significant effect on the value of an investment (as determined in the discretion of Dimensional Fund Advisors LP (the "Advisor")) occur before the net asset value of the Portfolio is calculated. When

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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 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 the International Equity Portfolios use fair value pricing, the values assigned to the foreign investments may not be the quoted or published prices of the investments on their primary markets or exchanges. These securities are generally categorized as Level 2 in the hierarchy.

Debt securities held by the Dimensional VA Short-Term Fixed Portfolio, Dimensional VA Global Bond Portfolio and Dimensional VIT Inflation-Protected Securities Portfolio (the "Fixed Income Portfolios"), are valued on the basis of evaluated prices provided by one or more pricing services or other reasonably reliable sources including broker/dealers that typically handle the purchase and sale of such securities. Securities that are traded OTC and on a stock exchange generally will be valued according to the broadest and most representative market, and it is expected that for bonds and other fixed income securities, this ordinarily will be the OTC market. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

Futures contracts held by the Portfolios are valued using the settlement price established each day on the exchange on which they are traded. These valuations are generally categorized as Level 1 in the hierarchy. OTC derivative contracts, which include forward currency contracts, do not require material subjectivity as pricing inputs are observed from quoted markets and are categorized as Level 2 in the hierarchy.

Shares held by the Dimensional VA Global Moderate Allocation Portfolio and the Dimensional VA Equity Allocation Portfolio of the Underlying Funds, which are treated as regulated investment companies, and the shares held by the Portfolios in other investment companies, are valued at their respective daily net asset values as reported by their administrator. These securities are generally categorized as Level 1 in the hierarchy.

A summary of the inputs used to value the Portfolios' investments by each major security type, industry and/or country is disclosed previously in this note. Valuation hierarchy tables have been included at the end of the Schedules of Investments. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

2. Foreign Currency Translation: Securities and other assets and liabilities of the International Equity Portfolios and Dimensional VA Global Bond Portfolio whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recent bid and ask prices for the U.S. dollar as quoted by generally recognized reliable sources. To facilitate the translation, the Portfolios enter into foreign currency contracts. A foreign currency contract is a spot agreement between two parties to buy and sell currencies at current market exchange rates, for settlement generally within two business days. Dividend and interest income and certain expenses are translated to U.S. dollars at the rate of exchange on their respective accrual dates. Receivables and payables denominated in foreign currencies are marked-to-market daily based on daily exchange rates and exchange gains

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or losses are realized upon ultimate receipt or disbursement. The Dimensional VA Global Bond Portfolio also enters into forward currency contracts solely for the purpose of hedging against fluctuations in currency exchange rates. These contracts are marked-to-market daily based on daily forward exchange rates.

The International Equity Portfolios do not isolate the effect of foreign exchange rate fluctuations from the effect of fluctuations in the market prices of securities, whether realized or unrealized. However, the Dimensional VA Global Bond Portfolio does isolate the effect of foreign currency rate fluctuations when determining the realized gain or loss upon the sale or maturity of foreign currency-denominated debt obligations pursuant to U.S. Federal income tax regulations; such amounts are categorized as foreign exchange gain or loss for income tax reporting purposes.

Realized gains or losses on foreign currency transactions represent net foreign exchange gains or losses from the disposition of foreign currencies, currency gains or losses realized between the trade and settlement dates of securities transactions, and the difference between amounts of interest, dividends and any foreign withholding taxes recorded on the books of the International Equity Portfolios and Dimensional VA Global Bond Portfolio and the U.S. dollar equivalent amounts actually received or paid.

3. Treasury Inflation-Protected Securities (TIPS): Inflation-protected securities (also known as inflation indexed securities) are securities whose principal and/or interest payments are adjusted for inflation, unlike conventional debt securities that make fixed principal and interest payments. Inflation-protected securities include Treasury Inflation-Protected Securities ("TIPS"), which are securities issued by the U.S. Treasury. The principal value of TIPS is adjusted for inflation (payable at maturity) and the semi-annual interest payments by TIPS equal a fixed percentage of the inflation-adjusted principal amount. These inflation adjustments are based upon the Consumer Price Index for Urban Consumers (CPI-U). The original principal value of TIPS is guaranteed, even during period of deflation. At maturity, TIPS are redeemed at the greater of their inflation-adjusted principal or par amount at original issue. Other types of inflation-protected securities may use other methods to adjust for inflation and other measures of inflation. Additionally, inflation-protected securities issued by entities other than the U.S. Treasury may not provide a guarantee of principal value at maturity.

4. Deferred Compensation Plan: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the "Plan"). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds, each of which are affiliates of the Portfolios, and advised by the Advisor: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company Portfolio, U.S. Vector Equity Portfolio, U.S. Micro Cap Portfolio, DFA International Value Portfolio, International Core Equity 2 Portfolio, Emerging Markets Portfolio, Emerging Markets Core Equity 2 Portfolio, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/Trustees' Fees & Expenses.

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the "Notice") to defer the receipt of the Director's deferred compensation until a date specified by such Director in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board; and (ii) five years following the effective date of the Director's first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

5. Other: Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Non-cash dividend income received in the form of securities in-lieu of cash, if any, are recorded at the fair value of securities received. Distributions received on securities that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolios estimate the character of received distributions

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that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Discount and premium on debt securities purchased are amortized over the lives of the respective securities, using the effective interest method. Expenses directly attributable to a Portfolio are directly charged. Common expenses of the Fund or the Portfolios are allocated using methods approved by the Board, generally based on average net assets.

Organizational costs are expensed during the fiscal year of inception of the Portfolios. Offering costs are amortized over a twelve-month period from the inception of the Portfolios.

The International Equity Portfolios may be subject to taxes imposed by countries in which they invest, with respect to their investments in issuers existing or operating in such countries. Such taxes are generally based on income earned or repatriated and capital gains realized on the sale of such investments. The International Equity Portfolios accrue such taxes when the related income or capital gains are earned or throughout the holding period. Some countries require governmental approval for the repatriation of investment income, capital or the proceeds of sales earned by foreign investors. Additionally, if there is a deterioration in a country's balance of payments or for other reasons, a country may impose temporary restrictions on foreign capital remittances abroad.

**C. Investment Advisor:**

The Advisor provides investment management services to the Portfolios. For the year ended October 31, 2025, the Portfolios' investment management fees were accrued daily and paid monthly to the Advisor based on the following effective annual rates of average daily net assets:

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| | |
|:---|:---|
| Dimensional VA U.S. Targeted Value Portfolio | 0.27<br> %<br>|
| Dimensional VA U.S. Large Value Portfolio | 0.19<br> %<br>|
| Dimensional VA International Value Portfolio | 0.25<br> %<br>|
| Dimensional VA International Small Portfolio | 0.35<br> %<br>|
| Dimensional VA Short-Term Fixed Portfolio | 0.10<br> %<br>|
| Dimensional VA Global Bond Portfolio | 0.19<br> %<br>|
| Dimensional VIT Inflation-Protected Securities Portfolio | 0.09<br> %<br>|
| Dimensional VA Global Moderate Allocation Portfolio | 0.23<br> %<br>|
| Dimensional VA Equity Allocation Portfolio | 0.27<br> %<br>|

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Pursuant to an Amended and Restated Fee Waiver and/or Expense Assumption Agreement (a "Fee Waiver Agreement"), the Advisor has contractually agreed to waive certain fees, and in certain instances, assume certain expenses of the Dimensional VIT Inflation-Protected Securities Portfolio, Dimensional VA Global Moderate Allocation Portfolio and Dimensional VA Equity Allocation Portfolio, as described in the notes below. The Fee Waiver Agreement for the Portfolios will remain in effect through February 28, 2026, may only be terminated by the Fund's Board prior to that date and shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. During the year ended October 31, 2025, the Portfolios had expense limits based on a percentage of average net assets on an annualized basis, as listed below. At any time that the Portfolio Expenses (defined below) of the Institutional Class of a Portfolio are less than the Expense Limitation Amount listed below, the Advisor retains the right to recover fees previously waived and/or expenses previously assumed to the extent that the expense ratio following such recovery would be less than the Expense Limitation Amount that was in place when such prior year fees were waived and/or expenses assumed, and less than the current Expense Limitation Amount in place for the Portfolio. The recovered previously waived fees/assumed expenses during the year ended October 31, 2025, waived fees/assumed expenses during the year ended October 31, 2025, and previously waived fees/assumed expenses subject to future recovery by the Advisor, are reflected below (amounts in thousands). The Fund, on behalf of the Portfolios, is not obligated to reimburse the Advisor for fees previously waived or expenses previously assumed by the Advisor more than thirty-six months before the date of recovery. With respect to the Dimensional VA Equity Allocation Portfolio, the Advisor shall also not be reimbursed for any management fees previously waived to offset the Portfolio's proportionate share of the management fees paid by such Portfolio through its investment in other funds managed by the Advisor.

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| | | | | |
|:---|:---|:---|:---|:---|
| **Institutional Class Shares**  | **Expense**<br> **Limitation**<br> **Amount**<br>| **Total**<br> **Management**<br> **Fee Limit**<br>| **Recovery**<br> **of Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br>| **Waived Fees/**<br> **Assumed**<br> **Expenses**<br>|
| Dimensional VIT Inflation-Protected Securities <br> Portfolio (1)<br>| 0.15<br> %<br>|  |  |  |
| Dimensional VA Global Moderate Allocation <br> Portfolio (2)<br>| 0.28<br> %<br>|  |  | $372 |
| Dimensional VA Equity Allocation Portfolio (3) | 0.37<br> %<br>| 0.27<br> %<br>|  | 355 |

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

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| |
|:---|
| (1) The Advisor has contractually agreed to waive all or a portion of its management fee and to assume the ordinary operating expenses <br> of a class of the Portfolio (excluding the expenses that the Portfolio incurs indirectly through its investment in other investment companies) <br> ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of a class of the Portfolio to the rate listed above as a percentage <br> of the Portfolio's average net assets on an annualized basis (the "Expense Limitation Amount"). <br>|
| (2) The Advisor has agreed to waive all or a portion of its management fee and to assume the expenses of the Institutional Class shares <br> of the Portfolio (including the expenses that the Portfolio bears as a shareholder of other funds managed by the Advisor but excluding the <br> expenses that the Portfolio incurs indirectly through investment of its securities lending cash collateral in the Short Term Series and its investment <br> in unaffiliated investment companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of the Institutional Class <br> shares of the Portfolio, on an annualized basis, to the rate listed above as a percentage of such class of the Portfolio's average daily net assets <br> (the "Expense Limitation Amount").<br>|
| (3) The Advisor has contractually agreed to waive up to the full amount of the Portfolio's management fee of 0.27% to the extent necessary <br> to offset the proportionate share of the management fees paid by the Portfolio through its investment in other funds managed by the Advisor, <br> except for the fees paid through its investment of securities lending cash collateral in the Short Term Series. In addition, under the Fee Waiver <br> Agreement, the Advisor has also agreed to waive all or a portion of the management fee and to assume the ordinary operating expenses of a <br> class of the Portfolio (including the expenses that the Portfolio bears as a shareholder of other funds managed by the Advisor, excluding money <br> market funds and the Short Term Series but excluding the expenses that the Portfolio incurs indirectly through its investment in unaffiliated <br> investment companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of a class of the Portfolio to the rate listed <br> above as a percentage of the average net assets of a class of the Portfolio on an annualized basis (the "Expense Limitation Amount").<br>|

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** |
|  | **10/31/2026** | **10/31/2027** | **10/31/2028** | **Total** |
| Dimensional VA Global Moderate Allocation Portfolio | &nbsp;&nbsp; $287 | $335 | $371 | $993 |

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**Fees Paid to Officers and Directors/Trustees:**

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Fund. For the year ended October 31, 2025, the total related amount paid by the Fund to the CCO was $239 (in thousands). The total related amounts paid by each of the Portfolios are included in Other Expenses on the Statements of Operations.

**D. Deferred Compensation:** 

As of October 31, 2025, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statements of Assets and Liabilities as follows (amounts in thousands):

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| | |
|:---|:---|
| Dimensional VA U.S. Targeted Value Portfolio | &nbsp;&nbsp; $3 |
| Dimensional VA U.S. Large Value Portfolio | &nbsp;&nbsp; 3 |
| Dimensional VA International Value Portfolio | &nbsp;&nbsp; 3 |
| Dimensional VA International Small Portfolio | &nbsp;&nbsp; 2 |
| Dimensional VA Short-Term Fixed Portfolio | &nbsp;&nbsp; 4 |
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp; 4 |

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| | |
|:---|:---|
| Dimensional VIT Inflation-Protected Securities Portfolio | &nbsp;&nbsp; $1 |
| Dimensional VA Global Moderate Allocation Portfolio | &nbsp;&nbsp; 1 |
| Dimensional VA Equity Allocation Portfolio | &nbsp;&nbsp; 1 |

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**E. Purchases and Sales of Securities:** 

For the year ended October 31, 2025, the Portfolios made the following purchases and sales of investment securities, other than short-term securities and in-kind redemptions (amounts in thousands):

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **U.S. Government Securities**  | **U.S. Government Securities**  | **Other Investment Securities** | **Other Investment Securities** |
|  | **Purchases**  | **Sales**  | **Purchases**  | **Sales**  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dimensional VA U.S. Targeted Value <br> Portfolio<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $231962 | &nbsp;&nbsp; $209297 |
| Dimensional VA U.S. Large Value Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 118496 | &nbsp;&nbsp; 123709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dimensional VA International Value <br> Portfolio<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 92908 | &nbsp;&nbsp; 79591 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dimensional VA International Small <br> Portfolio<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 61046 | &nbsp;&nbsp; 57921 |
| Dimensional VA Short-Term Fixed Portfolio | &nbsp;&nbsp; $68721 | &nbsp;&nbsp; $94706 | &nbsp;&nbsp; 54130 | &nbsp;&nbsp; 24377 |
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 37324 | &nbsp;&nbsp; 201358 | &nbsp;&nbsp; 31948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dimensional VIT Inflation-Protected <br> Securities Portfolio<br>| &nbsp;&nbsp; 35330 | &nbsp;&nbsp; 24882 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dimensional VA Global Moderate Allocation <br> Portfolio<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 39671 | &nbsp;&nbsp; 25218 |
| Dimensional VA Equity Allocation Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 53197 | &nbsp;&nbsp; 11793 |

---

For the year ended October 31, 2025, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

The amounts presented below may differ from the respective amounts presented in the corresponding Schedules of Investments, Statements of Assets and Liabilities or Statements of Operations due to rounding. The amounts are as follows (amounts in thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **October 31, 2025**<br>| **Shares as of**<br> **October 31, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **Dimensional VA** <br> **U.S. Targeted Value** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $14622 | $154457 | $158031 |  |  | $11048 | 955 | $530 |  |
| **Total** | **$14622** | **$154457** | **$158031** | **—** | **—** | **$11048** |  | **$530** | **—** |
| **Dimensional VA U.S. Large** <br> **Value Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $2266 | $174530 | $169375 |  |  | $7421 | 642 | $195 |  |
| **Total** | **$2266** | **$174530** | **$169375** | **—** | **—** | **$7421** |  | **$195** | **—** |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **October 31, 2025**<br>| **Shares as of**<br> **October 31, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **Dimensional VA** <br> **International Value** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $11245 | $377507 | $359027 |  |  | $29725 | 2570 | $766 |  |
| **Total** | **$11245** | **$377507** | **$359027** | **—** | **—** | **$29725** |  | **$766** | **—** |
| **Dimensional VA** <br> **International Small** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $9567 | $92441 | $82208 |  |  | $19800 | 1712 | $513 |  |
| **Total** | **$9567** | **$92441** | **$82208** | **—** | **—** | **$19800** |  | **$513** | **—** |
| **Dimensional VA Short-Term** <br> **Fixed Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>|  | $2160 | $2160 |  |  |  |  | $1 |  |
| **Total** | **—** | **$2160** | **$2160** | **—** | **—** | **—** |  | **$1** | **—** |
| **Dimensional VA Global** <br> **Bond Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $655 | $8969 | $7857 |  |  | $1767 | 153 | $6 |  |
| **Total** | **$655** | **$8969** | **$7857** | **—** | **—** | **$1767** |  | **$6** | **—** |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **October 31, 2025**<br>| **Shares as of**<br> **October 31, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **Dimensional VA Global** <br> **Moderate Allocation** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| U.S. Core Equity 2 Portfolio | $74498 | $10148 | $9190 | $964 | $10850 | $87270 | 1999 | $933 |  |
| DFA Selectively Hedged <br> Global Fixed Income <br> Portfolio<br>| 28839 | 7999 | 3529 | (66)<br>| 358 | 33601 | 3500 | 1278 |  |
| Dimensional VA Global Bond <br> Portfolio<br>| 28839 | 8332 | 3560 | (215)<br>| 203 | 33599 | 3320 | 1428 |  |
| U.S. Core Equity 1 Portfolio | 26593 | 2730 | 2436 | 324 | 4037 | 31248 | 637 | 332 |  |
| International Core Equity 2 <br> Portfolio<br>| 23829 | 1984 | 3126 | 561 | 4773 | 28021 | 1434 | 832 |  |
| Emerging Markets Core <br> Equity 2 Portfolio<br>| 11852 | 1053 | 609 | 69 | 2367 | 14732 | 506 | 434 |  |
| DFA Two-Year Global Fixed <br> Income Portfolio<br>| 11534 | 2971 | 1030 | (11)<br>| (27)<br>| 13437 | 1366 | 582 |  |
| Dimensional VA Short-Term <br> Fixed Portfolio<br>| 11534 | 3005 | 1061 | (19)<br>| (22)<br>| 13437 | 1288 | 572 |  |
| Dimensional VA U.S. Large <br> Value Portfolio<br>| 5346 | 1104 | 118 |  | (134)<br>| 6198 | 172 | 107 | $541 |
| Dimensional VA International <br> Value Portfolio<br>| 2698 | 196 | 423 | 102 | 551 | 3124 | 170 | 106 | 55 |
| DFA Real Estate Securities <br> Portfolio<br>| 2380 | 101 | 96 | (9)<br>| (124)<br>| 2252 | 56 | 58 |  |
| DFA International Real Estate <br> Securities Portfolio<br>| 773 | 49 | 41 | (7)<br>| 65 | 839 | 210 | 42 |  |
| **Total** | **$228715** | **$39672** | **$25219** | **$1693** | **$22897** | **$267758** |  | **$6704** | **$596** |
| **Dimensional VA Equity** <br> **Allocation Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| U.S. Core Equity 1 Portfolio | $54047 | $12353 | $1406 | $(78)<br>| $9495 | $74411 | 1517 | $718 |  |
| U.S. Large Company Portfolio | 43132 | 9596 | 2200 | (58)<br>| 9452 | 59922 | 1320 | 593 | $15 |
| Dimensional VA U.S. Targeted <br> Value Portfolio<br>| 24386 | 11068 | 2159 | (36)<br>| (29)<br>| 33230 | 1420 | 337 | 1642 |
| International Core Equity 2 <br> Portfolio<br>| 21794 | 6098 | 2770 | (50)<br>| 5107 | 30179 | 1544 | 817 |  |
| Emerging Markets Core <br> Equity 2 Portfolio<br>| 15078 | 4709 | 1194 | (66)<br>| 3434 | 21961 | 755 | 594 |  |
| Dimensional VA U.S. Large <br> Value Portfolio<br>| 13634 | 5598 | 678 | (94)<br>| (75)<br>| 18385 | 509 | 276 | 1392 |
| Dimensional VA International <br> Small Portfolio<br>| 6721 | 1835 | 791 | (24)<br>| 1467 | 9208 | 609 | 232 | 181 |
| Dimensional VA International <br> Value Portfolio<br>| 5052 | 1119 | 465 | 5 | 1287 | 6998 | 382 | 200 | 103 |
| DFA Real Estate Securities <br> Portfolio<br>| 2983 | 613 | 95 | (9)<br>| (168)<br>| 3324 | 82 | 76 |  |
| DFA International Real Estate <br> Securities Portfolio<br>| 982 | 211 | 38 | (9)<br>| 90 | 1236 | 310 | 54 |  |
| **Total** | **$187809** | **$53200** | **$11796** | **$(419)**<br>| **$30060** | **$258854** |  | **$3897** | **$3333** |

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------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**F. Federal Income Taxes:** 

Each Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to shareholders. Accordingly, no provision has been made for federal income taxes.

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are charged or credited to paid-in capital or distributable earnings, undistributed net investment income, accumulated net realized gains or losses, or unrealized appreciation, as appropriate, in the period that the differences arise. Accordingly, the permanent differences as of October 31, 2025, can occur as a result of realized gains on securities considered to be "passive foreign investment companies," non-deductible expenses, realized foreign capital gains tax, net foreign currency gains/losses, and distributions received from real estate investment trusts and distribution redesignations, and were reclassified to the accounts mentioned above. These reclassifications had no effect on net assets or net asset value per share.

The tax character of dividends and distributions declared and paid during the years ended October 31, 2024, and October 31, 2025, were as follows (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Long-Term**<br> **Capital Gains**<br>| **Total** |
| Dimensional VA U.S. Targeted Value Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; $12932 | &nbsp;&nbsp; $36390 | &nbsp;&nbsp; $49322 |
| 2025 | &nbsp;&nbsp; 14638 | &nbsp;&nbsp; 42609 | &nbsp;&nbsp; 57247 |
| Dimensional VA U.S. Large Value Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 14547 | &nbsp;&nbsp; 8871 | &nbsp;&nbsp; 23418 |
| 2025 | &nbsp;&nbsp; 14528 | &nbsp;&nbsp; 66991 | &nbsp;&nbsp; 81519 |
| Dimensional VA International Value Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 21981 | &nbsp;&nbsp; 3600 | &nbsp;&nbsp; 25581 |
| 2025 | &nbsp;&nbsp; 21325 | &nbsp;&nbsp; 9149 | &nbsp;&nbsp; 30474 |
| Dimensional VA International Small Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 8825 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8825 |
| 2025 | &nbsp;&nbsp; 11975 | &nbsp;&nbsp; 6737 | &nbsp;&nbsp; 18712 |
| Dimensional VA Short-Term Fixed Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 13160 | &nbsp;&nbsp; — | &nbsp;&nbsp; 13160 |
| 2025 | &nbsp;&nbsp; 18640 | &nbsp;&nbsp; — | &nbsp;&nbsp; 18640 |
| Dimensional VA Global Bond Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 12675 | &nbsp;&nbsp; — | &nbsp;&nbsp; 12675 |
| 2025 | &nbsp;&nbsp; 16336 | &nbsp;&nbsp; — | &nbsp;&nbsp; 16336 |
| Dimensional VIT Inflation-Protected Securities Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 7600 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7600 |
| 2025 | &nbsp;&nbsp; 5838 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5838 |
| Dimensional VA Global Moderate Allocation Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 5158 | &nbsp;&nbsp; 1881 | &nbsp;&nbsp; 7039 |
| 2025 | &nbsp;&nbsp; 6383 | &nbsp;&nbsp; 1104 | &nbsp;&nbsp; 7487 |
| Dimensional VA Equity Allocation Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 2728 | &nbsp;&nbsp; 2697 | &nbsp;&nbsp; 5425 |

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------

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Long-Term**<br> **Capital Gains**<br>| **Total** |
| 2025 | &nbsp;&nbsp; $3707 | &nbsp;&nbsp; $2023 | &nbsp;&nbsp; $5730 |

---

As of October 31, 2025, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed**<br> **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Undistributed**<br> **Long-Term**<br> **Capital Gains**<br>| **Capital Loss**<br> **Carryforwards**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>| **Total Net**<br> **Distributable**<br> **Earnings**<br> **(Accumulated**<br> **Losses)**<br>|
| Dimensional VA U.S. Targeted Value <br> Portfolio<br>| &nbsp;&nbsp; $23669 | &nbsp;&nbsp; $46472 | &nbsp;&nbsp; — | &nbsp;&nbsp; $99557 | &nbsp;&nbsp; $169698 |
| Dimensional VA U.S. Large Value <br> Portfolio<br>| &nbsp;&nbsp; 11682 | &nbsp;&nbsp; 41237 | &nbsp;&nbsp; — | &nbsp;&nbsp; 257860 | &nbsp;&nbsp; 310779 |
| Dimensional VA International Value <br> Portfolio<br>| &nbsp;&nbsp; 25695 | &nbsp;&nbsp; 18969 | &nbsp;&nbsp; — | &nbsp;&nbsp; 170516 | &nbsp;&nbsp; 215180 |
| Dimensional VA International Small <br> Portfolio<br>| &nbsp;&nbsp; 13670 | &nbsp;&nbsp; 12156 | &nbsp;&nbsp; — | &nbsp;&nbsp; 62236 | &nbsp;&nbsp; 88062 |
| Dimensional VA Short-Term Fixed <br> Portfolio<br>| &nbsp;&nbsp; 14125 | &nbsp;&nbsp; — | &nbsp;&nbsp; $(4153)<br>| &nbsp;&nbsp; 3 | &nbsp;&nbsp; 9975 |
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp; 12681 | &nbsp;&nbsp; — | &nbsp;&nbsp; (31492)<br>| &nbsp;&nbsp; 534 | &nbsp;&nbsp; (18277)<br>|
| Dimensional VIT Inflation-Protected <br> Securities Portfolio<br>| &nbsp;&nbsp; 7378 | &nbsp;&nbsp; — | &nbsp;&nbsp; (21928)<br>| &nbsp;&nbsp; (5824)<br>| &nbsp;&nbsp; (20374)<br>|
| Dimensional VA Global Moderate <br> Allocation Portfolio<br>| &nbsp;&nbsp; 2081 | &nbsp;&nbsp; 2439 | &nbsp;&nbsp; — | &nbsp;&nbsp; 90549 | &nbsp;&nbsp; 95069 |
| Dimensional VA Equity Allocation <br> Portfolio<br>| &nbsp;&nbsp; 1812 | &nbsp;&nbsp; 3122 | &nbsp;&nbsp; — | &nbsp;&nbsp; 77201 | &nbsp;&nbsp; 82135 |

---

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2025, the Portfolios had the following capital loss carryforwards available to offset future realized capital gains with no expiration date (amounts in thousands):

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| | |
|:---|:---|
|  | **Total** |
| Dimensional VA Short-Term Fixed Portfolio | &nbsp;&nbsp; $4153 |
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp; 31492 |
| Dimensional VIT Inflation-Protected Securities Portfolio | &nbsp;&nbsp; 21928 |

---

During the year ended October 31, 2025, the following Portfolios used the following capital loss carryforwards to offset realized capital gains for federal income tax purposes (amounts in thousands):

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| | |
|:---|:---|
| Dimensional VA Short-Term Fixed Portfolio | &nbsp;&nbsp; $40 |
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp; 51 |

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As of October 31, 2025, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br> **Tax Cost**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **(Depreciation)**<br>| **Net**<br> **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Dimensional VA U.S. Targeted Value Portfolio | &nbsp;&nbsp; $636614 | &nbsp;&nbsp; $175488 | &nbsp;&nbsp; $(75931)<br>| &nbsp;&nbsp; $99557 |
| Dimensional VA U.S. Large Value Portfolio | &nbsp;&nbsp; 461172 | &nbsp;&nbsp; 292654 | &nbsp;&nbsp; (34794)<br>| &nbsp;&nbsp; 257860 |
| Dimensional VA International Value Portfolio | &nbsp;&nbsp; 512287 | &nbsp;&nbsp; 195248 | &nbsp;&nbsp; (24787)<br>| &nbsp;&nbsp; 170461 |
| Dimensional VA International Small Portfolio | &nbsp;&nbsp; 334028 | &nbsp;&nbsp; 107152 | &nbsp;&nbsp; (44942)<br>| &nbsp;&nbsp; 62210 |
| Dimensional VA Short-Term Fixed Portfolio | &nbsp;&nbsp; 416908 | &nbsp;&nbsp; 63 | &nbsp;&nbsp; (60)<br>| &nbsp;&nbsp; 3 |
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp; 351972 | &nbsp;&nbsp; 2786 | &nbsp;&nbsp; (2228)<br>| &nbsp;&nbsp; 558 |
| Dimensional VIT Inflation-Protected Securities Portfolio | &nbsp;&nbsp; 234844 | &nbsp;&nbsp; 681 | &nbsp;&nbsp; (6505)<br>| &nbsp;&nbsp; (5824)<br>|
| Dimensional VA Global Moderate Allocation Portfolio | &nbsp;&nbsp; 177322 | &nbsp;&nbsp; 90696 | &nbsp;&nbsp; (147)<br>| &nbsp;&nbsp; 90549 |
| Dimensional VA Equity Allocation Portfolio | &nbsp;&nbsp; 181653 | &nbsp;&nbsp; 77203 | &nbsp;&nbsp; (2)<br>| &nbsp;&nbsp; 77201 |

---

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in the tax treatment of passive foreign investment company investments or other investments.

ASC 740 Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Under GAAP, the Portfolios recognize the tax benefits of uncertain tax positions only when the position is more likely than not to be sustained, assuming examination by tax authorities. Management has analyzed the Portfolios' tax positions and has concluded that no additional provision for income tax is required in any of the Portfolios' financial statements. The Portfolios are not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolios' federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

**G. Financial Instruments:**

In accordance with the Portfolios' investment objectives and policies, Portfolios may invest in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. The Portfolios' derivative contracts are not accounted for as hedging instruments under GAAP. These instruments and their significant corresponding risks are described below:

1. Foreign Market Risks: Investments in foreign markets may involve certain considerations and risks not typically associated with investments in the United States of America, including the possibility of future political and economic developments and the level of foreign governmental supervision and regulation of foreign securities markets. These markets are generally smaller, less liquid and more volatile than the major securities markets in the United States of America. Consequently, acquisition and disposition of securities held by the Portfolios may be inhibited.

2. Inflation Protection Risks: Because the interest and/or principal payments on an inflation-protected security are adjusted periodically for changes in inflation, the income distributed by the VIT Inflation-Protected Securities Portfolio may be irregular. Although the U.S. Treasury guarantees to pay at least the original face value of any inflation-protected securities the Treasury issues, other issuers may not offer the same guarantee. Also, inflation-protected securities, including those issued by the U.S. Treasury, are not protected against deflation. As a result, in a period of deflation, the principal and income of inflation-protected securities held by the Portfolio will decline and the Portfolio may suffer a loss during such periods. While inflation-protected securities are expected to be protected from long-term inflationary trends, short-term increases in inflation may lead to a decline in the Portfolio's value. For example, if interest rates rise due to reasons other than inflation, the Portfolio's investment in

------

these securities may not be protected to the extent that the increase is not reflected in the securities' inflation measures. Additionally, positive adjustments to principal generally will result in taxable income to the Portfolio at the time of such adjustments (which generally would be distributed by the Portfolio as part of its taxable dividends), even though the principal amount is not paid until maturity. The current market value of inflation-protected securities is not guaranteed and will fluctuate.

**Derivative Financial Instruments:**

Summarized below are the specific types of derivative instruments used by the Portfolios.

3. Forward Currency Contracts: The Dimensional VA Global Bond Portfolio may enter into foreign currency forward contracts to attempt to protect against uncertainty in the level of future foreign currency rates, to hedge against fluctuations in currency exchange rates, or to transfer balances from one currency to another currency. The decision to hedge the Portfolio's currency exposure with respect to a foreign market will be based primarily on the Portfolio's existing exposure to a given foreign currency. Each contract is valued daily and the change in value is recorded by the Portfolio as an unrealized gain or loss, which is presented in the Statement of Operations as the change in unrealized appreciation or depreciation of forward currency contracts. When the contract is closed or offset with the same counterparty, the Portfolio records a realized gain or loss equal to the change in the value of the contract when it was opened and the value at the time it was closed or offset. This is presented in the Statement 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.

4. Futures Contracts: The Portfolios listed below may purchase or sell futures contracts and options on futures contracts for foreign or U.S. equity securities and indices, to increase or decrease market exposure based on actual or expected cash inflows to or outflows from the Portfolio.

Upon entering into a futures contract, a Portfolio deposits cash or pledges U.S. Government securities to a broker in an amount equal to the minimum "initial margin" requirements of the exchange on which the contract is traded. Subsequent payments are received from or paid to the broker each day, based on the daily fluctuation in the market value of the contract. These receipts or payments are known as "variation margin" and are recorded daily by the Portfolio as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Portfolio records a realized gain or loss, which is presented in the Statements of Operations as a net realized gain or loss on futures, equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

Risks may arise upon entrance into futures contracts from potential imperfect price correlations between the futures contracts and the underlying securities, from the possibility of an illiquid secondary market for these instruments and from the possibility that the 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.

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the year ended October 31, 2025 was as follows (amounts in thousands):

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| | | |
|:---|:---|:---|
|  | **Forward**<br> **Currency**<br> **Contracts\***<br>| **Futures\*\*** |
| Dimensional VA U.S. Targeted Value Portfolio | &nbsp;&nbsp; $—<br>| &nbsp;&nbsp; $108 |
| Dimensional VA International Value Portfolio | &nbsp;&nbsp; —<br>| &nbsp;&nbsp; 637 |
| Dimensional VA International Small Portfolio | &nbsp;&nbsp; —<br>| &nbsp;&nbsp; 233 |
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp; 161557<br>| &nbsp;&nbsp; — |

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* Average amount of Currency Purchased/Sold in USD.

\*\* Average Notional Value of futures contracts.

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The following is a summary of the Portfolios' derivative instrument holdings categorized by primary risk exposure as of October 31, 2025 (amounts in thousands):

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| | | |
|:---|:---|:---|
|  | **Asset Derivatives Value**  | **Asset Derivatives Value**  |
|  | **Total Value**<br> **at**<br> **October 31, 2025** <br>| **Forward**<br> **Currency**<br> **Contracts** <sup>(1)</sup> <br>|
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp; $2332<br>| &nbsp;&nbsp; $2332<br>|

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Liability Derivatives Value**  | **Liability Derivatives Value**  |
|  | **Total Value**<br> **at**<br> **October 31, 2025** <br>| **Forward**<br> **Currency**<br> **Contracts** <sup>(2)</sup> <br>|
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp; $(308)<br>| &nbsp;&nbsp; $(308)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(1) Presented
 on Statements of Assets and Liabilities as Unrealized Gain on Forward Currency Contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(2) Presented
 on Statements of Assets and Liabilities as Unrealized Loss on Forward Currency Contracts.

The following is a summary of the realized and change in unrealized gains and losses from the Portfolios' derivative instrument holdings categorized by primary risk exposure for the year ended October 31, 2025 (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  |
|  | **Total**  | **Forward**<br> **Currency**<br> **Contracts** <sup>(1)</sup> <br>| **Equity**<br> **Contracts** <sup>(2)</sup> <br>|
| Dimensional VA U.S. Targeted Value Portfolio | &nbsp;&nbsp; $46 | &nbsp;&nbsp; — | &nbsp;&nbsp; $46 |
| Dimensional VA International Value Portfolio | &nbsp;&nbsp; 254 | &nbsp;&nbsp; — | &nbsp;&nbsp; 254 |
| Dimensional VA International Small Portfolio | &nbsp;&nbsp; 52 | &nbsp;&nbsp; — | &nbsp;&nbsp; 52 |
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp; 1977 | &nbsp;&nbsp; $1977 | &nbsp;&nbsp; — |
| Dimensional VA Global Moderate Allocation Portfolio | &nbsp;&nbsp; (6)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (6)<br>|
| Dimensional VA Equity Allocation Portfolio | &nbsp;&nbsp; (2)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (2)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  |
|  | **Total**  | **Forward**<br> **Currency**<br> **Contracts** <sup>(3)</sup> <br>|
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp; $878 | &nbsp;&nbsp; $878 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(1) Presented
 on Statements of Operations as Net Realized Gain (Loss) on: Forward Currency Contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(2) Presented
 on Statements of Operations as Net Realized Gain (Loss) on: Futures.

&nbsp;&nbsp;&nbsp;&nbsp;(3) Presented
 on Statements of Operations as Change in Unrealized Appreciation (Depreciation) of: Forward Currency Contracts.

**Offsetting of Derivative Assets and Derivative Liabilities:**

In order to better define its contractual rights and to secure rights that will help the Fund mitigate its counterparty risk, the Fund entered into an International Swaps and Derivatives Association, Inc. Master Agreement (ISDA Master Agreement) or a similar agreement with certain of its derivative contract counterparties. An ISDA Master Agreement is a bilateral agreement between the Fund and a counterparty that governs OTC derivatives and forward currency

------

contracts and typically contains, among other things, provisions in the event of a default and/or termination event and may also include collateral posting items. Under an ISDA Master Agreement, the Fund may, under certain circumstances, offset with the counterparty certain derivative financial instruments' payables and/or receivables with collateral held and/or posted, if any, and create one single net payment. The provisions of the ISDA Master Agreement typically permit a single net payment in the event of a default (close-out), including the bankruptcy or insolvency of the counterparty. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against the right of offset in bankruptcy, insolvency, or other events.

For financial reporting purposes, the Fund does not offset derivative assets and derivative liabilities that are subject to netting arrangements in the Statements of Assets and Liabilities.

The following table presents the Dimensional VA Global Bond Portfolio's gross and net amount of assets and liabilities available for offset under netting arrangements as well as any related collateral received or pledged by the Portfolio as of October 31, 2025 (amounts in thousands):

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |  | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |
| **Description** | **Gross**<br> **Amounts of**<br> **Recognized**<br> **Assets**<br>| **Financial**<br> **Instruments (a)**<br>| **Non-Cash**<br> **Collateral**<br> **Received**<br>| **Cash**<br> **Collateral**<br> **Received**<br>| **Net**<br> **Amount (b)**<br>| **Gross**<br> **Amounts of**<br> **Recognized**<br> **Liabilities**<br>| **Financial**<br> **Instruments (c)**<br>| **Non-Cash**<br> **Collateral**<br> **Pledged**<br>| **Cash**<br> **Collateral**<br> **Pledged**<br>| **Net**<br> **Amount (d)**<br>|
|  | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** |
| **Dimensional VA Global Bond Portfolio** |  |  |  |  |  |  |  |  |  |  |
| Royal Bank of Canada | $85 |  |  |  | $85 |  |  |  |  |  |
| NatWest Markets PLC | 62 |  |  |  | 62 |  |  |  |  |  |
| Citibank, N.A. | 553 | $(71)<br>|  |  | 482 | $71 | $(71)<br>|  |  |  |
| Societe Generale | 1031 |  |  |  | 1031 |  |  |  |  |  |
| Australia and New Zealand Bank | 60 |  |  |  | 60 |  |  |  |  |  |
| Bank of New York Mellon | 299 | (37)<br>|  |  | 262 | 37 | (37)<br>|  |  |  |
| UBS AG | 219 | (185)<br>|  |  | 34 | 185 | (185)<br>|  |  |  |
| HSBC Bank | 22 | (15)<br>|  |  | 7 | 15 | (15)<br>|  |  |  |
| Goldman Sachs Capital Markets <br> L.P.<br>| 1 |  |  |  | 1 |  |  |  |  |  |
| Total | $2332 | $(308)<br>|  |  | $2024 | $308 | $(308)<br>|  |  |  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) Represents
 the amount of assets that could be offset by liabilities with the same counterparty under master netting or similar agreements that
 management elects not to offset on the Statements of Assets and Liabilities.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Represents
 the net amount due from counterparties in the event of default.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Represents
 the amount of liabilities that could be offset by assets with the same counterparty under master netting or similar agreements that
 management elects not to offset on the Statements of Assets and Liabilities.

&nbsp;&nbsp;&nbsp;&nbsp;(d) Represents
 the net amount due to counterparties in the event of default.

**H. Line of Credit and Interfund Lending Program:**

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 2, 2025, with its domestic custodian bank. A line of credit with similar terms was in effect through April 2, 2025. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The agreement for the line of credit expires on April 1, 2026.

------

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective December 26, 2024. A line of credit with similar terms was in effect through December 26, 2024. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The line of credit agreement expires on December 25, 2025.

For the year ended October 31, 2025, borrowings by the following Portfolios under the lines of credit were as follows (amounts in thousands, except percentages and days):

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Weighted**<br> **Average**<br> **Interest Rate**<br>| **Weighted**<br> **Average**<br> **Loan Balance**<br>| **Number of**<br> **Days**<br> **Outstanding\***<br>| **Interest**<br> **Expense**<br> **Incurred**<br>| **Maximum Amount**<br> **Borrowed During**<br> **the Period**<br>| **Outstanding**<br> **Borrowings**<br> **as of 10/31/2025**<br>|
| Dimensional VA <br> U.S. Targeted Value <br> Portfolio<br>| 5.11<br> %<br>| &nbsp;&nbsp; $1035 | &nbsp;&nbsp; 9 | &nbsp;&nbsp; $1 | &nbsp;&nbsp; $2078 | &nbsp;&nbsp; — |
| Dimensional VA U.S. Large <br> Value Portfolio<br>| 5.06<br> %<br>| &nbsp;&nbsp; 4278 | &nbsp;&nbsp; 22 | &nbsp;&nbsp; 13 | &nbsp;&nbsp; 18445 | &nbsp;&nbsp; — |
| Dimensional VA <br> International Value <br> Portfolio<br>| 5.08<br> %<br>| &nbsp;&nbsp; 910 | &nbsp;&nbsp; 27 | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 5854 | &nbsp;&nbsp; — |
| Dimensional VA <br> International Small <br> Portfolio<br>| 5.06<br> %<br>| &nbsp;&nbsp; 393 | &nbsp;&nbsp; 55 | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 1827 | &nbsp;&nbsp; — |
| Dimensional VA Global <br> Moderate Allocation <br> Portfolio<br>| 5.06<br> %<br>| &nbsp;&nbsp; 449 | &nbsp;&nbsp; 61 | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 4542 | &nbsp;&nbsp; — |
| Dimensional VA Equity <br> Allocation Portfolio<br>| 5.09<br> %<br>| &nbsp;&nbsp; 200 | &nbsp;&nbsp; 52 | &nbsp;&nbsp; 1 | &nbsp;&nbsp; 1275 | &nbsp;&nbsp; — |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* Number of Days Outstanding represents the total of single or consecutive days during the year ended October 31, 2025, that each Portfolio's available line of credit was used. 

Pursuant to an exemptive order issued by the SEC (the "Order"), the Portfolios may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day's notice.

The Portfolios did not use the interfund lending program during the year ended October 31, 2025.

**I. Affiliated Trades:**

Cross trades for the year ended October 31, 2025, if any, were executed by the Portfolios pursuant to procedures adopted by the Board to ensure compliance with Rule 17a-7 under the 1940 Act. Cross trading is the buying or selling of portfolio securities between series of investment companies, or between a series of an investment company and another entity, that are or could be considered affiliates by virtue of a common investment advisor (or affiliated investment advisors), common Directors/Trustees and/or common Officers. At its regularly scheduled meetings, the CCO certifies to the Board that the 17a-7 transactions entered into by the Portfolios complied with the Rule 17a-7 Procedures adopted by the Board.

------

For the year ended October 31, 2025, cross trades by the Portfolios under Rule 17a-7 were as follows (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
| **Portfolio** | **Purchases** | **Sales** | **Realized Gain (Loss)** |
| Dimensional VA U.S. Targeted Value Portfolio | &nbsp;&nbsp; $42894 | &nbsp;&nbsp; $72670 | &nbsp;&nbsp; $15457 |
| Dimensional VA U.S. Large Value Portfolio | &nbsp;&nbsp; 25553 | &nbsp;&nbsp; 31175 | &nbsp;&nbsp; 8374 |
| Dimensional VA International Value Portfolio | &nbsp;&nbsp; 13963 | &nbsp;&nbsp; 15649 | &nbsp;&nbsp; 3233 |
| Dimensional VA International Small Portfolio | &nbsp;&nbsp; 12414 | &nbsp;&nbsp; 9057 | &nbsp;&nbsp; 2623 |

---

**J. Securities Lending:** 

As of October 31, 2025, some of the Portfolios had securities on loan to brokers/dealers, for which such Portfolios received cash collateral. The contractual maturity of cash collateral received under the securities lending agreement is classified as overnight and continuous. Additionally, the following Portfolios received non-cash collateral consisting of short-and/or long term U.S. Treasuries and U.S. government agency securities as follows (amounts in thousands):

---

| | |
|:---|:---|
|  | **Non-Cash**<br> **Collateral**<br> **Market**<br> **Value**<br>|
| Dimensional VA International Value Portfolio | &nbsp;&nbsp; $4894 |
| Dimensional VA International Small Portfolio | &nbsp;&nbsp; 16797 |

---

Each Portfolio with securities on loan invests the cash collateral, as described below, and records a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Portfolio's collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Portfolio or, at the option of the lending agent, to replace the securities. In the event of the bankruptcy of the borrower, the Portfolio could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

Subject to their stated investment policies, each Portfolio with securities on loan will generally invest the cash collateral received for the loaned securities in the Short Term Series, an affiliated registered ultrashort term bond fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Short Term Series. Income received from the Short Term Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. The Portfolios also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, each Portfolio will be able to terminate the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or, other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible for taxation at qualified dividend income rates.

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**K. Indemnitees; Contractual Obligations:**

Under the Fund's organizational documents, its Officers and Directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties that provide general indemnification. The Fund's maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

**L. Segment Reporting:**

In this reporting period, the Portfolios adopted FASB Accounting Standards Update 2023-07, Segment Reporting (Topic 280) – Improvements to Reportable Segment Disclosures ("ASU 2023-07"). The adoption of the new standard only impacted financial statement disclosures and did not affect each Portfolio's financial position or the results of its operations. An operating segment is defined in Topic 280 as a component of a public entity that (i) engages in business activities from which it may recognize revenues and incur expenses, (ii) has operating results that are regularly reviewed by the public entity's chief operating decision maker ("CODM") to make decisions about resources to be allocated to the segment and assess its performance, and (iii) has discrete financial information available. The Fund's Co-Chief Executive Officers and the Chief Financial Officer act as the Portfolios' CODM. Each Portfolio represents a single operating segment, as the CODM monitors the operating results of the Portfolio as a whole. Each Portfolio's long-term strategic asset allocation is executed by its portfolio management team and guided by each Portfolio's investment objective and principal investment strategies, as described in each Portfolio's respective prospectus. The financial information provided to and reviewed by the CODM is consistent with that presented in each Portfolio's Schedule of Investments, Statement of Operations, Statement of Changes in Net Assets, and Financial Highlights.

**M. New Accounting Pronouncement:**

In December 2023, the FASB issued Accounting Standards Update 2023-09, Income Taxes (Topic 740) – Improvements to Income Tax Disclosures ("ASU 2023-09"). Effective for annual periods beginning after December 15, 2024, the amendments require greater disaggregation of disclosures related to income taxes paid. The ASU 2023-09 allows for early adoption and requires that amendments be applied on a prospective basis. Management is currently evaluating the impact of ASU 2023-09 but does not expect the guidance to materially impact the financial statements.

**N. Other:**

As of October 31, 2025, the following number of shareholders, each holding greater than 5%, held the following approximate percentages of the Portfolios' outstanding shares. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors. Significant shareholder transactions by these shareholders, if any, may impact the Portfolios' performance.

---

| | | | |
|:---|:---|:---|:---|
|  | **Number of** <br>**Shareholders**<br>| **Approximate** <br>**Percentage of** <br>**Outstanding Shares**<br>| **Approximate Percentage** <br>**of Outstanding Shares** <br>**Held by Advisor** <br>**and/or Affiliates**<br>|
| Dimensional VA U.S. Targeted Value Portfolio | &nbsp;&nbsp; 6 | &nbsp;&nbsp; 62<br> %<br>| &nbsp;&nbsp; 6<br> %<br>|
| Dimensional VA U.S. Large Value Portfolio | &nbsp;&nbsp; 5 | &nbsp;&nbsp; 65<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| Dimensional VA International Value Portfolio | &nbsp;&nbsp; 5 | &nbsp;&nbsp; 66<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| Dimensional VA International Small Portfolio | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 57<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| Dimensional VA Short-Term Fixed Portfolio | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 71<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp; 5 | &nbsp;&nbsp; 81<br> %<br>| &nbsp;&nbsp; 9<br> %<br>|
| Dimensional VIT Inflation-Protected Securities Portfolio | &nbsp;&nbsp; 5 | &nbsp;&nbsp; 79<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | **Number of**<br> **Shareholders**<br>| **Approximate**<br> **Percentage of**<br> **Outstanding Shares**<br>| **Approximate Percentage**<br> **of Outstanding Shares**<br> **Held by Advisor**<br> **and/or Affiliates**<br>|
| Dimensional VA Global Moderate Allocation Portfolio | &nbsp;&nbsp; 6 | &nbsp;&nbsp; 81<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| Dimensional VA Equity Allocation Portfolio | &nbsp;&nbsp; 5 | &nbsp;&nbsp; 90<br> %<br>| &nbsp;&nbsp; 11<br> %<br>|

---

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy, such as the now ended litigation involving The Tribune Company and the now ended litigation involving Nine West). 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.

**O. 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.

------

![](img104.jpg)

**Report of Independent Registered Public Accounting Firm**

To the Board of Directors of DFA Investment Dimensions Group Inc. and Shareholders of Dimensional VA U.S. Targeted Value Portfolio, Dimensional VA U.S. Large Value Portfolio, Dimensional VA International Value Portfolio, Dimensional VA International Small Portfolio, Dimensional VA Short-Term Fixed Portfolio, Dimensional VA Global Bond Portfolio, Dimensional VIT Inflation-Protected Securities Portfolio, Dimensional VA Global Moderate Allocation Portfolio and Dimensional VA Equity Allocation Portfolio

**Opinions on the Financial Statements**

 ****

We have audited the accompanying statements of assets and liabilities, including the schedules of investments of Dimensional VA U.S. Targeted Value Portfolio, Dimensional VA U.S. Large Value Portfolio, Dimensional VA International Value Portfolio, Dimensional VA International Small Portfolio, Dimensional VA Short-Term Fixed Portfolio, Dimensional VA Global Bond Portfolio, Dimensional VIT Inflation-Protected Securities Portfolio, Dimensional VA Global Moderate Allocation Portfolio and Dimensional VA Equity Allocation Portfolio (nine of the portfolios constituting DFA Investment Dimensions Group Inc., hereafter collectively referred to as the "Portfolios") as of October 31, 2025, the related statements of operations for the year ended October 31, 2025, the statements of changes in net assets for each of the two years in the period ended October 31, 2025, including the related notes, and the financial highlights for each of the five years in the period ended October 31, 2025 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Portfolios as of October 31, 2025, the results of each of their operations for the year then ended, the changes in each of their net assets for each of the two years in the period ended October 31, 2025, and each of the financial highlights for each of the five years in the period ended October 31, 2025 in conformity with accounting principles generally accepted in the United States of America.

**Basis for Opinions**

 ****

These financial statements are the responsibility of the Portfolios' management. Our responsibility is to express an opinion on the Portfolios' financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Portfolios in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

PricewaterhouseCoopers LLP, Two Commerce Square, Suite 1700, 2001 Market Street, Philadelphia, PA 19103-7042 T: (267) 330 3000, www.pwc.com/us

------

![](img104.jpg)

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of October 31, 2025 by correspondence with the custodians, brokers and transfer agents of the investee funds; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions.

/s/ PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 19, 2025

We have served as the auditor of one or more investment companies in Dimensional Fund Advisors L.P. investment company group since 1981.

------

**TAX NOTICE TO SHAREHOLDERS**

**(Unaudited)**

The following information is solely for informational purposes. Each Portfolio is designating the U.S. federal income tax character of the following items with respect to distributions paid or expected to be paid to shareholders related to the fiscal year ended October 31, 2025. All designations are based on financial information available as of the date of this annual report and, accordingly are subject to change. For each classification below and including "Section 163(j) interest dividends" as defined in Treasury Regulation §1.163(j)-1(b)(35) and "Section 199A dividends" as defined in Treasury Regulation §1.199A -3(d), it is the intent of the Portfolio to designate the maximum amount permitted under the Internal Revenue Code and the regulations thereunder.

For U.S. federal income tax purposes, shareholders generally must report distributions received from a Portfolio on a calendar-year basis, which therefore may include distributions with respect to portions of two fiscal years of the Portfolio. Annual statements needed by shareholders concerning the tax status of distributions received for the calendar year 2025 (e.g., IRS Form 1099-DIV) will be provided in early 2026. Shareholders should refer to these statements in preparing their calendar year 2025 tax returns. Please consult your tax advisor for the proper treatment of this information. Unless otherwise noted, the amounts in the table are expressed as a percentage of the distributions paid with respect to the fiscal year ended October 31, 2025.

---

| | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **DFA Investment**<br> **Dimensions Group Inc.**<br>| **Net**<br> **Investment**<br> **Income**<br> **Distributions** <br>| **Short-Term**<br> **Capital Gain**<br> **Distributions** <br>| **Long-Term**<br> **Capital Gain**<br> **Distributions** <br>| **Return of**<br> **Capital** <br>| **Tax-Exempt**<br> **Interest** <br>| **Total**<br> **Distributions** <br>| **Qualified**<br> **Dividends**<br> **(for**<br> **Corporate**<br> **Dividends**<br> **Received**<br> **Deduction) (1)**<br>| **Qualified**<br> **Dividend**<br> **Income (2)**<br>| **U.S.**<br> **Government**<br> **Interest (3)**<br>| **Foreign**<br> **Tax**<br> **Credit (4)**<br>| **Foreign**<br> **Source**<br> **Income (5)**<br>| **Qualified**<br> **Net**<br> **Interest**<br> **Income (6)**<br>| **Qualified**<br> **Short-**<br> **Term**<br> **Capital**<br> **Gain (7)**<br>|
| Dimensional VA U.S. Targeted <br> Value Portfolio<br>| &nbsp;&nbsp; 17<br> %<br>| 9<br> %<br>| 74<br> %<br>|  |  | 100<br> %<br>| 47<br> %<br>| 53<br> %<br>|  |  |  | 1<br> %<br>|  |
| Dimensional VA U.S. Large Value <br> Portfolio<br>| &nbsp;&nbsp; 17<br> %<br>| 1<br> %<br>| 82<br> %<br>|  |  | 100<br> %<br>| 94<br> %<br>| 100<br> %<br>|  |  |  |  |  |
| Dimensional VA International <br> Value Portfolio<br>| &nbsp;&nbsp; 66<br> %<br>| 4<br> %<br>| 30<br> %<br>|  |  | 100<br> %<br>|  | 64<br> %<br>|  | 7<br> %<br>| 81<br> %<br>|  |  |
| Dimensional VA International <br> Small Portfolio<br>| &nbsp;&nbsp; 56<br> %<br>| 8<br> %<br>| 36<br> %<br>|  |  | 100<br> %<br>|  | 57<br> %<br>|  | 6<br> %<br>| 72<br> %<br>|  |  |
| Dimensional VA Short-Term Fixed <br> Portfolio<br>| &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>|  |  | 29<br> %<br>|  |  | 48<br> %<br>|  |
| Dimensional VA Global Bond <br> Portfolio<br>| &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>|  |  | 8<br> %<br>|  |  | 18<br> %<br>|  |
| Dimensional VIT <br> Inflation-Protected Securities <br> Portfolio<br>| &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>|  |  | 100<br> %<br>|  |  | 100<br> %<br>|  |
| Dimensional VA Global Moderate <br> Allocation Portfolio<br>| &nbsp;&nbsp; 82<br> %<br>| 3<br> %<br>| 15<br> %<br>|  |  | 100<br> %<br>| 29<br> %<br>| 43<br> %<br>|  | 1<br> %<br>| 19<br> %<br>| 19<br> %<br>|  |
| Dimensional VA Equity Allocation <br> Portfolio<br>| &nbsp;&nbsp; 61<br> %<br>| 3<br> %<br>| 36<br> %<br>|  |  | 100<br> %<br>| 100<br> %<br>| 100<br> %<br>|  | 3<br> %<br>| 46<br> %<br>| 1<br> %<br>|  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(1) Qualified
 Dividends represents the amount that qualifies for the corporate dividends-received deduction under Section 243 of the Internal Revenue
 Code and is reflected as a percentage
 of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the fiscal
 year 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(2) Qualified
 Dividend Income represents the amount that qualifies for the reduced capital gain tax rate under Section 1(h)(11) of the Internal Revenue
 Code and is reflected as a percentage
 of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the fiscal
 year 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(3) U.S.
 Government Interest represents the amount of interest that was derived from direct U.S. Government obligations and distributed during
 the fiscal year. This amount is reflected as
 a percentage of total estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions)
 for the fiscal year 2025. Generally, interest
 from direct U.S. Government obligations is exempt from state income tax. Please consult your tax advisor for the availability of
 a state tax exemption based on your individual circumstances.

------

&nbsp;&nbsp;&nbsp;&nbsp;(4) Foreign
 Tax Credit represents the amount of dividends that qualify for the foreign tax credit pass through under Section 853 of the Internal Revenue
 Code and is reflected as a percentage
 of "investment company taxable income" (as defined in Section 852(b)(2) of the Internal Revenue Code).

&nbsp;&nbsp;&nbsp;&nbsp;(5) Foreign
 Source Income represents the amount of dividends derived from foreign sources and is reflected as a percentage of "investment company
 taxable income" (as defined in Section
 852(b)(2) of the Internal Revenue Code).

&nbsp;&nbsp;&nbsp;&nbsp;(6) Qualified
 Net Interest Income represents the amount of interest income available as interest-related dividends generally exempt from withholding
 taxes for non-U.S. shareholders under
 Section 871(k)(1) of the Internal Revenue Code. The information is reflected as a percentage estimated ordinary income distributions (the
 total of short-term capital gain and net investment
 income distributions) for the fiscal year 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(7) Qualified
 Short-Term Capital Gain represents the amount available as short-term capital gain dividends generally exempt from withholding taxes for
 non-U.S. shareholders under Section
 871(k)(2) of the Internal Revenue Code. The information is reflected as a percentage of estimated ordinary income distributions (the total
 of short-term capital gain and net investment
 income distributions) for the fiscal year 2025.

------

**Item 8 – Changes in and Disagreements with Accountants for Open-End Management Investment Companies**

Not applicable

------

**Item 9 – Proxy Disclosures for Open-End Management Investment Companies**

Not applicable

------

**Item 10 – REMUNERATION PAID TO DIRECTORS, OFFICERS, AND OTHERS OF OPEN-END MANAGEMENT INVESTMENT COMPANIES** 

&nbsp;&nbsp;&nbsp;&nbsp; Remuneration paid to directors, officers, and others is included in the "Fees Paid to Officers and Directors/Trustees" section of the Notes to Financial Statements above.

------

**Item 11 – STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT MANAGEMENT AGREEMENTS**

Not applicable

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

![](img538f4c502.jpg)

DFA-103125-004A

------

![](img1bc13d451.gif)

Annual Financial Statements &

Other Information

**Year Ended: October 31, 2025** 

------

DFA INVESTMENT DIMENSIONS GROUP INC.

------

**U.S. Large Cap Growth Portfolio**

**U.S. Small Cap Growth Portfolio**

**International Large Cap Growth Portfolio**

**International Small Cap Growth Portfolio**

------

&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;

[THIS PAGE INTENTIONALLY LEFT BLANK]

------

**ANNUAL FINANCIAL STATEMENTS AND OTHER INFORMATION**

**Table of Contents** 

---

| | |
|:---|:---|
|  | **Page** |
| **[Item 7 –](#xx_8a798034-bddf-4390-a2d3-c51a2b341c66_FC-FrontCoverImage_1)[Financial Statements and Financial Highlights for Open-End Management Investment](#xx_8a798034-bddf-4390-a2d3-c51a2b341c66_FC-FrontCoverImage_1)**<br> **[Companies](#xx_8a798034-bddf-4390-a2d3-c51a2b341c66_FC-FrontCoverImage_1)**<br>|  |
| **[Definitions of Abbreviations and Footnotes](#xx_8a798034-bddf-4390-a2d3-c51a2b341c66_AF-TOC-AbbreviationsandFootnotes_1)** | 1 |
| [Schedules of Investments](#xx_8a798034-bddf-4390-a2d3-c51a2b341c66_SOI-TOC-ScheduleofInvestments-772_1)  |  |
| [U.S. Large Cap Growth Portfolio](#xx_8a798034-bddf-4390-a2d3-c51a2b341c66_SOI-TOC-ScheduleofInvestments-772_1) | 2 |
| [U.S. Small Cap Growth Portfolio](#xx_8a798034-bddf-4390-a2d3-c51a2b341c66_SOI-TOC-ScheduleofInvestments-772_4) | 5 |
| [International Large Cap Growth Portfolio](#xx_8a798034-bddf-4390-a2d3-c51a2b341c66_SOI-TOC-ScheduleofInvestments-772_14) | 15 |
| [International Small Cap Growth Portfolio](#xx_8a798034-bddf-4390-a2d3-c51a2b341c66_SOI-TOC-ScheduleofInvestments-772_23) | 24 |
| [Statements of Assets and Liabilities](#xx_8a798034-bddf-4390-a2d3-c51a2b341c66_FS-StatementofAssetsandLiabilities_1) | 43 |
| [Statements of Operations](#xx_8a798034-bddf-4390-a2d3-c51a2b341c66_SOP-StatementofOperations_1) | 44 |
| [Statements of Changes in Net Assets](#xx_8a798034-bddf-4390-a2d3-c51a2b341c66_SOC-StatementofChanges_1) | 45 |
| [Financial Highlights](#xx_8a798034-bddf-4390-a2d3-c51a2b341c66_FIHI_L-TOC-FinancialHighlights_L-772_1) | 46 |
| [Notes to Financial Statements](#xx_8a798034-bddf-4390-a2d3-c51a2b341c66_NTF-NotestoFinancialStatements-772_1) | 50 |
| [Report of Independent Registered Public Accounting Firm](#xx_8a798034-bddf-4390-a2d3-c51a2b341c66_AUD-AuditorsReport_1) | 63 |
| **[Tax Notice to Shareholders](#xx_8a798034-bddf-4390-a2d3-c51a2b341c66_NTS-TOC-NoticetoShareholders_1)** | 65 |
| **[Item 8 –](#xx_8a798034-bddf-4390-a2d3-c51a2b341c66_DISCLOSE-ChangesandDisagreements_1)[Changes in and Disagreements with Accountants for Open-End Management Investment](#xx_8a798034-bddf-4390-a2d3-c51a2b341c66_DISCLOSE-ChangesandDisagreements_1)**<br> **[Companies](#xx_8a798034-bddf-4390-a2d3-c51a2b341c66_DISCLOSE-ChangesandDisagreements_1)**<br>| 66 |
| **[Item 9 –](#xx_8a798034-bddf-4390-a2d3-c51a2b341c66_DISCLOSE-ChangesandDisagreements_2)[Proxy Disclosures for Open-End Management Investment Companies](#xx_8a798034-bddf-4390-a2d3-c51a2b341c66_DISCLOSE-ChangesandDisagreements_2)** | 67 |
| **[Item 10 –](#xx_8a798034-bddf-4390-a2d3-c51a2b341c66_DISCLOSE-ChangesandDisagreements_3)[Remuneration Paid to Directors, Officers, and Others of Open-End Management](#xx_8a798034-bddf-4390-a2d3-c51a2b341c66_DISCLOSE-ChangesandDisagreements_3)**<br> **[Investment Companies](#xx_8a798034-bddf-4390-a2d3-c51a2b341c66_DISCLOSE-ChangesandDisagreements_3)**<br>| 68 |
| **[Item 11 –](#xx_8a798034-bddf-4390-a2d3-c51a2b341c66_DISCLOSE-ChangesandDisagreements_4)[Statement Regarding Basis for Approval of Investment Management Agreements](#xx_8a798034-bddf-4390-a2d3-c51a2b341c66_DISCLOSE-ChangesandDisagreements_4)** | 69 |

---

i

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES**

**<u>Schedules of Investments</u>** 

---

| | |
|:---|:---|
| Investment Abbreviations | Investment Abbreviations |
| ADR | American Depositary Receipt |
| OAT | Obligations Assimilables du Tresor |
| ST | Special Tax |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| Investment Footnotes | Investment Footnotes |
| † | See Note B to Financial Statements. |
| # | Total or Partial Securities on Loan. |
| \* | Non-Income Producing Securities. |
| Ɏ | Represents 7 Day subsidized yield as of October 31, 2025 |
| @ | Security purchased with cash collateral received from Securities on Loan. |
| § | Affiliated Fund. |
| » | Securities that have been fair value factored. See Note B to Financial Statements. |
| Ω | &nbsp;&nbsp; Rule 144A, Section 4(2), or other security that is restricted as to resale to institutional <br> investors. This security has been deemed liquid based upon the Fund's Liquidity <br> Guidelines. The liquidity determination is unaudited.<br>|
| †† | Security valued using significant unobservable inputs (Level 3). |

---

**<u>Financial Highlights</u>** 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(A) Computed
 using average shares outstanding.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **All Statements, Schedules and Notes to Financial Statements** | **All Statements, Schedules and Notes to Financial Statements** |
|  | Amounts designated as — are either zero or rounded to zero, or less than $500. |
| SEC | Securities and Exchange Commission |

---

------

**U.S. Large Cap Growth Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&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 — (6.3%) | COMMUNICATION SERVICES — (6.3%) | COMMUNICATION SERVICES — (6.3%) | COMMUNICATION SERVICES — (6.3%) |
| #\* | Live Nation <br> Entertainment, Inc.<br>| 59013 | $8824214 |
|  | Meta Platforms, Inc., <br> Class A<br>| 249040 | 161465084 |
| \* | Netflix, Inc. | 93178 | 104253137 |
| TOTAL COMMUNICATION <br> SERVICES | TOTAL COMMUNICATION <br> SERVICES |  | 274542435 |
| CONSUMER DISCRETIONARY — (9.4%) | CONSUMER DISCRETIONARY — (9.4%) | CONSUMER DISCRETIONARY — (9.4%) | CONSUMER DISCRETIONARY — (9.4%) |
| \* | Amazon.com, Inc. | 178720 | 43646998 |
|  | Booking Holdings, Inc. | 627 | 3183743 |
| \* | Burlington Stores, Inc. | 30881 | 8448733 |
| \* | Chipotle Mexican Grill, <br> Inc.<br>| 481735 | 15266182 |
|  | Darden Restaurants, <br> Inc.<br>| 45683 | 8229793 |
|  | Expedia Group, Inc. | 70338 | 15474360 |
|  | Home Depot, Inc. | 377360 | 143242082 |
|  | Las Vegas Sands <br> Corp.<br>| 499728 | 29658857 |
|  | Marriott International, <br> Inc., Class A<br>| 1 | 261 |
|  | NIKE, Inc., Class B | 84854 | 5480720 |
|  | Ross Stores, Inc. | 148747 | 23638873 |
|  | Royal Caribbean <br> Cruises Ltd.<br>| 27146 | 7786287 |
|  | Starbucks Corp. | 37155 | 3004725 |
|  | Tapestry, Inc. | 102676 | 11275878 |
|  | TJX Cos., Inc. | 407546 | 57113496 |
|  | Tractor Supply Co. | 399760 | 21631014 |
| \* | Ulta Beauty, Inc. | 5357 | 2784997 |
|  | Williams-Sonoma, Inc. | 37875 | 7360628 |
| TOTAL CONSUMER <br> DISCRETIONARY | TOTAL CONSUMER <br> DISCRETIONARY |  | 407227627 |
| CONSUMER STAPLES — (9.5%) | CONSUMER STAPLES — (9.5%) | CONSUMER STAPLES — (9.5%) | CONSUMER STAPLES — (9.5%) |
|  | Altria Group, Inc. | 109562 | 6177105 |
|  | Clorox Co. | 33586 | 3777081 |
|  | Coca-Cola Co. | 943991 | 65040980 |
|  | Colgate-Palmolive Co. | 620774 | 47830637 |
|  | Costco Wholesale <br> Corp.<br>| 98243 | 89543582 |
|  | Hershey Co. | 471 | 79896 |
|  | Kimberly-Clark Corp. | 254070 | 30414720 |
|  | PepsiCo, Inc. | 479767 | 70089161 |
|  | Procter & Gamble Co. | 266932 | 40138565 |
|  | Sysco Corp. | 515546 | 38294757 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | Walmart, Inc. | 219773 | $22236632 |
| TOTAL CONSUMER <br> STAPLES | TOTAL CONSUMER <br> STAPLES |  | 413623116 |
| ENERGY — (1.5%) | ENERGY — (1.5%) | ENERGY — (1.5%) | ENERGY — (1.5%) |
|  | Cheniere Energy, Inc. | 135331 | 28690172 |
|  | Targa Resources <br> Corp.<br>| 228906 | 35260680 |
|  | Texas Pacific Land <br> Corp.<br>| 1075 | 1014134 |
| TOTAL ENERGY | TOTAL ENERGY |  | 64964986 |
| FINANCIALS — (10.1%) | FINANCIALS — (10.1%) | FINANCIALS — (10.1%) | FINANCIALS — (10.1%) |
|  | Ameriprise Financial, <br> Inc.<br>| 41846 | 18946614 |
|  | Aon PLC, Class A | 22996 | 7834277 |
|  | Equitable Holdings, <br> Inc.<br>| 137366 | 6785880 |
|  | LPL Financial <br> Holdings, Inc.<br>| 11492 | 4336047 |
|  | Marsh & McLennan <br> Cos., Inc.<br>| 42034 | 7488357 |
|  | Mastercard, Inc., <br> Class A<br>| 326699 | 180334581 |
|  | Moody's Corp. | 42803 | 20558281 |
|  | Visa, Inc., Class A | 556847 | 189740047 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | 436024084 |
| HEALTH CARE — (12.4%) | HEALTH CARE — (12.4%) | HEALTH CARE — (12.4%) | HEALTH CARE — (12.4%) |
|  | AbbVie, Inc. | 686405 | 149663746 |
|  | Amgen, Inc. | 252681 | 75407591 |
|  | Cencora, Inc. | 153459 | 51839985 |
|  | Eli Lilly & Co. | 225713 | 194758719 |
| \* | IDEXX Laboratories, <br> Inc.<br>| 31399 | 19765984 |
| \* | Medpace Holdings, <br> Inc.<br>| 200 | 116982 |
| \* | Solventum Corp. | 39626 | 2735779 |
| \* | Waters Corp. | 1885 | 658996 |
|  | Zoetis, Inc. | 296119 | 42667787 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | 537615569 |
| INDUSTRIALS — (12.8%) | INDUSTRIALS — (12.8%) | INDUSTRIALS — (12.8%) | INDUSTRIALS — (12.8%) |
|  | 3M Co. | 218759 | 36423374 |
|  | Automatic Data <br> Processing, Inc.<br>| 130798 | 34046719 |
| \* | Boeing Co. | 47733 | 9595288 |
|  | Booz Allen Hamilton <br> Holding Corp.<br>| 47271 | 4120140 |

---

------

**U.S. Large Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Broadridge Financial <br> Solutions, Inc.<br>| 60069 | $13239208 |
|  | Caterpillar, Inc. | 162058 | 93549601 |
|  | Cintas Corp. | 63599 | 11655789 |
|  | Comfort Systems USA, <br> Inc.<br>| 3042 | 2937294 |
|  | EMCOR Group, Inc. | 123 | 83121 |
|  | Fastenal Co. | 395566 | 16277541 |
|  | FTAI Aviation Ltd. | 4237 | 732577 |
|  | Honeywell <br> International, Inc.<br>| 166186 | 33458227 |
|  | Illinois Tool Works, <br> Inc.<br>| 134620 | 32836510 |
|  | Lennox International, <br> Inc.<br>| 27013 | 13641565 |
|  | Lincoln Electric <br> Holdings, Inc.<br>| 3675 | 861604 |
|  | Lockheed Martin Corp. | 88880 | 43718294 |
|  | Paychex, Inc. | 229860 | 26900516 |
|  | Rockwell Automation, <br> Inc.<br>| 13083 | 4819254 |
|  | Rollins, Inc. | 75167 | 4330371 |
|  | Trane Technologies <br> PLC<br>| 35798 | 16060773 |
|  | Union Pacific Corp. | 110609 | 24374905 |
|  | Veralto Corp. | 33019 | 3258315 |
|  | Verisk Analytics, Inc. | 108430 | 23720147 |
|  | Vertiv Holdings Co., <br> Class A<br>| 222250 | 42863135 |
|  | Waste Management, <br> Inc.<br>| 132962 | 26561819 |
|  | WW Grainger, Inc. | 33886 | 33174394 |
| \* | XPO, Inc. | 5345 | 768985 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | 554009466 |
| INFORMATION TECHNOLOGY — (34.3%) | INFORMATION TECHNOLOGY — (34.3%) | INFORMATION TECHNOLOGY — (34.3%) | INFORMATION TECHNOLOGY — (34.3%) |
| \* | Adobe, Inc. | 102145 | 34760965 |
|  | Apple, Inc. | 1045964 | 282797287 |
|  | Applied Materials, Inc. | 3085 | 719114 |
| \* | AppLovin Corp., <br> Class A<br>| 125307 | 79861910 |
| \* | Autodesk, Inc. | 64016 | 19290581 |
|  | CDW Corp. | 59554 | 9491121 |
| \* | Fortinet, Inc. | 431202 | 37268789 |
| \* | Gartner, Inc. | 49139 | 12203179 |
| \* | GoDaddy, Inc., <br> Class A<br>| 72732 | 9682811 |
|  | International Business <br> Machines Corp.<br>| 113489 | 34887654 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | Jabil, Inc. | 91007 | $20102536 |
|  | KLA Corp. | 37884 | 45791906 |
|  | Lam Research Corp. | 405720 | 63884671 |
| \* | Manhattan Associates, <br> Inc.<br>| 515 | 93766 |
|  | Microsoft Corp. | 496705 | 257198816 |
|  | Motorola Solutions, <br> Inc.<br>| 90181 | 36677515 |
|  | NetApp, Inc. | 148098 | 17442982 |
|  | NVIDIA Corp. | 1724104 | 349113819 |
|  | Oracle Corp. | 615281 | 161578943 |
|  | Texas Instruments, <br> Inc.<br>| 90551 | 14620365 |
| TOTAL INFORMATION <br> TECHNOLOGY | TOTAL INFORMATION <br> TECHNOLOGY |  | 1487468730 |
| MATERIALS — (0.6%) | MATERIALS — (0.6%) | MATERIALS — (0.6%) | MATERIALS — (0.6%) |
|  | Sherwin-Williams Co. | 64866 | 22374878 |
| \* | Solstice Advanced <br> Materials, Inc.<br>| 41546 | 1872478 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | 24247356 |
| UTILITIES — (1.9%) | UTILITIES — (1.9%) | UTILITIES — (1.9%) | UTILITIES — (1.9%) |
|  | NRG Energy, Inc. | 196832 | 33827547 |
|  | Vistra Corp. | 250572 | 47182708 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | 81010255 |
| TOTAL COMMON <br> STOCKS <br>Cost ($2416626763) | TOTAL COMMON <br> STOCKS <br>Cost ($2416626763) |  | 4280733624 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (1.0%) | TEMPORARY CASH INVESTMENTS — (1.0%) | TEMPORARY CASH INVESTMENTS — (1.0%) | TEMPORARY CASH INVESTMENTS — (1.0%) |
| Ɏ | State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.010%<br>| 45050016 | 45050016 |
| SECURITIES LENDING COLLATERAL — (0.2%) | SECURITIES LENDING COLLATERAL — (0.2%) | SECURITIES LENDING COLLATERAL — (0.2%) | SECURITIES LENDING COLLATERAL — (0.2%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 770615 | 8913708 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $2,470,590,487) | (Cost $2,470,590,487) |  | $4334697348 |

---

------

**U.S. Large Cap Growth Portfolio**

**CONTINUED**

As of October 31, 2025, U.S. Large Cap Growth Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp; 90 | 12/19/25 | &nbsp;&nbsp; $30015554 | &nbsp;&nbsp; $30933000 | &nbsp;&nbsp; $917446 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$30015554** | &nbsp;&nbsp; **$30933000** | &nbsp;&nbsp; **$917446** |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| Communication Services | &nbsp;&nbsp; $274542435 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $274542435 |
| Consumer Discretionary | &nbsp;&nbsp; 407227627 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 407227627 |
| Consumer Staples | &nbsp;&nbsp; 413623116 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 413623116 |
| Energy | &nbsp;&nbsp; 64964986 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 64964986 |
| Financials | &nbsp;&nbsp; 436024084 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 436024084 |
| Health Care | &nbsp;&nbsp; 537615569 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 537615569 |
| Industrials | &nbsp;&nbsp; 554009466 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 554009466 |
| Information Technology | &nbsp;&nbsp; 1487468730 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1487468730 |
| Materials | &nbsp;&nbsp; 24247356 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 24247356 |
| Utilities | &nbsp;&nbsp; 81010255 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 81010255 |
| Temporary Cash Investments | &nbsp;&nbsp; 45050016 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 45050016 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; $8913708 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8913708 |
| Total Investments in Securities | &nbsp;&nbsp; $4325783640 | &nbsp;&nbsp; $8913708 | &nbsp;&nbsp; — | &nbsp;&nbsp; $4334697348 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Futures Contracts\*\* | &nbsp;&nbsp; 917446 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 917446 |
| Total Financial Instruments | &nbsp;&nbsp; $917446 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $917446 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**U.S. Small Cap Growth Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (94.0%) | COMMON STOCKS — (94.0%) | COMMON STOCKS — (94.0%) | COMMON STOCKS — (94.0%) |
| COMMUNICATION SERVICES — (2.9%) | COMMUNICATION SERVICES — (2.9%) | COMMUNICATION SERVICES — (2.9%) | COMMUNICATION SERVICES — (2.9%) |
| #\* | Atlanta Braves <br> Holdings, Inc. <br> (2291915D US), <br> Class A<br>| 8632 | $372384 |
| \* | Atlanta Braves <br> Holdings, Inc. <br> (2292098D US), <br> Class C<br>| 41661 | 1696436 |
| \* | Cargurus, Inc. | 50875 | 1786730 |
|  | Cinemark Holdings, <br> Inc.<br>| 132885 | 3589224 |
| #\* | EverQuote, Inc., <br> Class A<br>| 32559 | 701321 |
| #\* | Gambling.com Group <br> Ltd.<br>| 32777 | 233700 |
| \* | Gannett Co., Inc. | 122018 | 646695 |
| \* | Gogo, Inc. | 152556 | 1388260 |
| \* | Grindr, Inc. | 30487 | 422550 |
|  | IDT Corp., Class B | 26370 | 1335904 |
| \* | IMAX Corp. | 72775 | 2364460 |
|  | Iridium <br> Communications, <br> Inc.<br>| 121784 | 2332164 |
|  | John Wiley & Sons, <br> Inc. (WLY US), <br> Class A<br>| 45507 | 1677843 |
| \* | Liberty Latin America <br> Ltd. (LILA US), <br> Class A<br>| 27574 | 215077 |
| \* | Liberty Latin America <br> Ltd. (LILAK US), <br> Class C<br>| 92647 | 732838 |
| \* | Lumen Technologies, <br> Inc.<br>| 1122804 | 11542425 |
| \* | Madison Square <br> Garden <br> Entertainment Corp.<br>| 40151 | 1773068 |
| \* | Magnite, Inc. | 147157 | 2631167 |
|  | New York Times Co., <br> Class A<br>| 109707 | 6252202 |
|  | Nexstar Media Group, <br> Inc.<br>| 27860 | 5453038 |
| \* | QuinStreet, Inc. | 55293 | 817783 |
|  | Sinclair, Inc. | 12182 | 166406 |
| \* | TechTarget, Inc. | 28638 | 157223 |
| \* | Travelzoo | 10684 | 89959 |
| \* | TripAdvisor, Inc. | 113738 | 1826632 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | Yelp, Inc. | 70499 | $2325057 |
| TOTAL COMMUNICATION <br> SERVICES | TOTAL COMMUNICATION <br> SERVICES |  | 52530546 |
| CONSUMER DISCRETIONARY — (16.4%) | CONSUMER DISCRETIONARY — (16.4%) | CONSUMER DISCRETIONARY — (16.4%) | CONSUMER DISCRETIONARY — (16.4%) |
| \* | Abercrombie & Fitch <br> Co., Class A<br>| 49097 | 3561987 |
| \* | Accel Entertainment, <br> Inc.<br>| 46293 | 471726 |
| # | Acushnet Holdings <br> Corp.<br>| 73215 | 5661716 |
| \* | Adtalem Global <br> Education, Inc.<br>| 34983 | 3429034 |
| \* | American Public <br> Education, Inc.<br>| 16542 | 553992 |
|  | Aramark | 188470 | 7139244 |
| \* | Arhaus, Inc. | 58115 | 582312 |
|  | Autoliv, Inc. | 56750 | 6628400 |
| \* | AutoNation, Inc. | 29966 | 5989304 |
| \* | Birkenstock Holding <br> PLC<br>| 82750 | 3302552 |
| #\* | Boot Barn Holdings, <br> Inc.<br>| 30537 | 5791342 |
|  | Boyd Gaming Corp. | 2041 | 158933 |
| \* | Bright Horizons Family <br> Solutions, Inc.<br>| 42524 | 4644897 |
| \* | Brinker International, <br> Inc.<br>| 49480 | 5376497 |
| # | Buckle, Inc. | 58872 | 3226186 |
| # | Build-A-Bear <br> Workshop, Inc.<br>| 15652 | 848651 |
|  | Camping World <br> Holdings, Inc., <br> Class A<br>| 70072 | 922148 |
|  | Carriage Services, Inc. | 14550 | 650385 |
| \* | Cavco Industries, Inc. | 8315 | 4405287 |
| \* | Champion Homes, <br> Inc.<br>| 56415 | 3849195 |
| # | Cheesecake Factory, <br> Inc.<br>| 61747 | 3075001 |
| # | Choice Hotels <br> International, Inc.<br>| 34922 | 3246349 |
|  | Churchill Downs, Inc. | 26553 | 2634058 |
| \* | Cooper-Standard <br> Holdings, Inc.<br>| 7200 | 217584 |
| # | Cricut, Inc., Class A | 55236 | 293303 |
| \* | Crocs, Inc. | 53244 | 4349502 |
| #\* | Dave & Buster's <br> Entertainment, Inc.<br>| 40070 | 588628 |
| \* | Deckers Outdoor <br> Corp.<br>| 12805 | 1043607 |

---

------

**U.S. Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Dillard's, Inc., Class A | 9875 | $5925790 |
| \* | Dorman Products, Inc. | 26871 | 3604207 |
| \* | Driven Brands <br> Holdings, Inc.<br>| 28538 | 409520 |
| \* | Dutch Bros, Inc., <br> Class A<br>| 128330 | 7127448 |
| \* | Envela Corp. | 10494 | 95390 |
| #\* | European Wax Center, <br> Inc., Class A<br>| 56459 | 220190 |
| \* | Figs, Inc., Class A | 162370 | 1211280 |
| \* | Five Below, Inc. | 24145 | 3797284 |
| #\* | Floor & Decor <br> Holdings, Inc., <br> Class A<br>| 65899 | 4117370 |
| \* | Frontdoor, Inc. | 79753 | 5297992 |
|  | Gap, Inc. | 283018 | 6466961 |
| #\* | Global Business Travel <br> Group I<br>| 186197 | 1463508 |
| \* | Grand Canyon <br> Education, Inc.<br>| 32216 | 6066273 |
| \* | Groupon, Inc. | 46055 | 927087 |
|  | H&R Block, Inc. | 145061 | 7215334 |
| \* | Hanesbrands, Inc. | 376324 | 2487502 |
|  | Hasbro, Inc. | 150700 | 11499917 |
| \* | Hilton Grand <br> Vacations, Inc.<br>| 47784 | 1980647 |
|  | Installed Building <br> Products, Inc.<br>| 30114 | 7475198 |
|  | Kontoor Brands, Inc. | 65219 | 5277521 |
| \* | Kura Sushi USA, Inc., <br> Class A<br>| 12083 | 687885 |
| \* | Laureate Education, <br> Inc.<br>| 150089 | 4357084 |
| \* | Legacy Education, Inc. | 1168 | 10547 |
|  | Levi Strauss & Co., <br> Class A<br>| 79519 | 1612645 |
| \* | Light & Wonder, Inc. | 3331 | 242164 |
| \* | Lincoln Educational <br> Services Corp.<br>| 35357 | 686633 |
| # | Lucky Strike <br> Entertainment Corp.<br>| 13273 | 111228 |
|  | Marine Products Corp. | 4479 | 37848 |
| \* | Mattel, Inc. | 287080 | 5276530 |
| \* | MGM Resorts <br> International<br>| 3707 | 118735 |
| \* | Modine Manufacturing <br> Co.<br>| 59366 | 9095465 |
|  | Murphy USA, Inc. | 20677 | 7406501 |
|  | Nathan's Famous, Inc. | 430 | 45507 |
| \* | Norwegian Cruise Line <br> Holdings Ltd.<br>| 474199 | 10631542 |
| #\* | Ollie's Bargain Outlet <br> Holdings, Inc.<br>| 48845 | 5900964 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | OneSpaWorld Holdings <br> Ltd.<br>| 112399 | $2615525 |
|  | Papa John's <br> International, Inc.<br>| 6657 | 338242 |
|  | Patrick Industries, Inc. | 36380 | 3796981 |
|  | Polaris, Inc. | 39191 | 2590525 |
|  | Pool Corp. | 12571 | 3357211 |
|  | Red Rock Resorts, <br> Inc., Class A<br>| 49765 | 2652972 |
| \* | Revolve Group, Inc. | 41402 | 915812 |
| \* | Rush Street <br> Interactive, Inc.<br>| 99036 | 1679651 |
| #\* | Savers Value Village, <br> Inc.<br>| 115361 | 1062475 |
|  | Service Corp. <br> International<br>| 79429 | 6633116 |
| \* | Shake Shack, Inc., <br> Class A<br>| 33417 | 3225075 |
| # | Somnigroup <br> International, Inc.<br>| 47857 | 3796974 |
|  | Sonic Automotive, Inc., <br> Class A<br>| 3186 | 202407 |
| \* | Sonos, Inc. | 1900 | 32623 |
|  | Steven Madden Ltd. | 67049 | 2273632 |
| \* | Stride, Inc. | 6833 | 464917 |
|  | Tapestry, Inc. | 7368 | 809154 |
|  | Texas Roadhouse, <br> Inc.<br>| 37978 | 6212441 |
| \* | Tile Shop Holdings, <br> Inc.<br>| 6058 | 37923 |
| \* | TopBuild Corp. | 22260 | 9404405 |
| \* | United Parks & <br> Resorts, Inc.<br>| 30650 | 1483460 |
| \* | Universal Technical <br> Institute, Inc.<br>| 61738 | 1834853 |
| \* | Urban Outfitters, Inc. | 37171 | 2401618 |
|  | Vail Resorts, Inc. | 40387 | 5990604 |
| #\* | Valvoline, Inc. | 144258 | 4761957 |
|  | VF Corp. | 287706 | 4039392 |
| \* | Victoria's Secret & Co. | 87739 | 3092800 |
|  | Wendy's Co. | 211263 | 1804186 |
|  | Wolverine World Wide, <br> Inc.<br>| 93105 | 2113483 |
| # | Wyndham Hotels & <br> Resorts, Inc.<br>| 86448 | 6347877 |
| \* | XPEL, Inc. | 30606 | 1043665 |
| \* | YETI Holdings, Inc. | 90943 | 3091153 |
| TOTAL CONSUMER <br> DISCRETIONARY | TOTAL CONSUMER <br> DISCRETIONARY |  | 301636626 |
| CONSUMER STAPLES — (4.5%) | CONSUMER STAPLES — (4.5%) | CONSUMER STAPLES — (4.5%) | CONSUMER STAPLES — (4.5%) |
| # | Albertsons Cos., Inc., <br> Class A<br>| 410917 | 7269122 |

---

------

**U.S. Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| \* | BJ's Wholesale Club <br> Holdings, Inc.<br>| 8265 | $729469 |
| \* | Boston Beer Co., Inc. , <br> Class A<br>| 7921 | 1639568 |
|  | Cal-Maine Foods, Inc. | 2230 | 195794 |
|  | Campbell's Co. | 60369 | 1818918 |
| #\* | Celsius Holdings, Inc. | 838 | 50473 |
| #\* | Chefs' Warehouse, <br> Inc.<br>| 44108 | 2602372 |
|  | Coca-Cola <br> Consolidated, Inc.<br>| 64626 | 8425938 |
| \* | elf Beauty, Inc. | 47381 | 5787115 |
|  | Energizer Holdings, <br> Inc.<br>| 78723 | 1828735 |
| \* | Fresh Market, Inc. | 15766 | 0 |
| #\* | Freshpet, Inc. | 11969 | 588995 |
|  | Interparfums, Inc. | 34754 | 3098319 |
|  | Lamb Weston <br> Holdings, Inc.<br>| 140677 | 8683991 |
| # | Lifevantage Corp. | 7153 | 58583 |
| \* | Lifeway Foods, Inc. | 10394 | 249352 |
| \* | Mama's Creations, <br> Inc.<br>| 43669 | 462455 |
| \* | Maplebear, Inc. | 79515 | 2930923 |
|  | Marzetti Co. | 23328 | 3657597 |
| \* | National Beverage <br> Corp.<br>| 93300 | 3197391 |
|  | Natural Grocers by <br> Vitamin Cottage, <br> Inc.<br>| 24594 | 789221 |
|  | Oil-Dri Corp. of <br> America<br>| 10084 | 558553 |
|  | Pilgrim's Pride Corp. | 104383 | 3976992 |
| # | PriceSmart, Inc. | 27462 | 3156482 |
|  | Reynolds Consumer <br> Products, Inc.<br>| 126322 | 3087310 |
| \* | Sprouts Farmers <br> Market, Inc.<br>| 84187 | 6647406 |
| # | Tootsie Roll Industries, <br> Inc.<br>| 44293 | 1563100 |
|  | Turning Point Brands, <br> Inc.<br>| 23500 | 2112650 |
|  | Utz Brands, Inc. | 77240 | 813337 |
| \* | Vita Coco Co., Inc. | 63900 | 2631402 |
| \* | Vital Farms, Inc. | 50073 | 1644898 |
|  | WD-40 Co. | 15165 | 2946256 |
| TOTAL CONSUMER <br> STAPLES | TOTAL CONSUMER <br> STAPLES |  | 83202717 |
| ENERGY — (2.1%) | ENERGY — (2.1%) | ENERGY — (2.1%) | ENERGY — (2.1%) |
|  | Antero Midstream <br> Corp.<br>| 358773 | 6188834 |
|  | Archrock, Inc. | 184738 | 4668329 |
|  | Cactus, Inc., Class A | 46903 | 2071706 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| #\* | Centrus Energy Corp., <br> Class A<br>| 17601 | $6467663 |
| \* | Comstock Resources, <br> Inc.<br>| 26822 | 502913 |
|  | Core Laboratories, <br> Inc.<br>| 28786 | 458849 |
|  | Energy Services of <br> America Corp.<br>| 18127 | 198672 |
|  | Excelerate Energy, <br> Inc., Class A<br>| 36490 | 945456 |
|  | Magnolia Oil & Gas <br> Corp., Class A<br>| 187051 | 4201165 |
| \* | Oceaneering <br> International, Inc.<br>| 113938 | 2653616 |
|  | Solaris Energy <br> Infrastructure, Inc.<br>| 25571 | 1361144 |
| \* | TETRA Technologies, <br> Inc.<br>| 20167 | 142379 |
| \* | Uranium Energy Corp. | 127838 | 1934189 |
|  | Weatherford <br> International PLC<br>| 75480 | 5562121 |
|  | Western Midstream <br> Partners LP<br>| 11592 | 434342 |
| TOTAL ENERGY | TOTAL ENERGY |  | 37791378 |
| FINANCIALS — (10.3%) | FINANCIALS — (10.3%) | FINANCIALS — (10.3%) | FINANCIALS — (10.3%) |
|  | Acadian Asset <br> Management, Inc.<br>| 40697 | 1957526 |
|  | AMERISAFE, Inc. | 20353 | 815748 |
| # | Artisan Partners Asset <br> Management, Inc., <br> Class A<br>| 77920 | 3401987 |
| \* | Baldwin Insurance <br> Group, Inc.<br>| 50256 | 1110658 |
|  | BancFirst Corp. | 9576 | 1042443 |
| \* | Bancorp, Inc. | 55822 | 3649084 |
|  | BGC Group, Inc., <br> Class A<br>| 370848 | 3389551 |
| \* | Cantaloupe, Inc. | 78482 | 828770 |
|  | Cass Information <br> Systems, Inc.<br>| 796 | 31466 |
|  | City Holding Co. | 10395 | 1225363 |
| \* | Coastal Financial <br> Corp.<br>| 14400 | 1533600 |
|  | Cohen & Steers, Inc. | 56583 | 3865751 |
|  | Crawford & Co. <br> (CRD/A US), <br> Class A<br>| 26953 | 291901 |
|  | Crawford & Co. <br> (CRD/B US), <br> Class B<br>| 30600 | 307224 |
| \* | Credit Acceptance <br> Corp.<br>| 9158 | 4096740 |

---

------

**U.S. Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | Dave, Inc. | 13602 | $3255231 |
|  | Diamond Hill <br> Investment Group, <br> Inc.<br>| 2665 | 342053 |
|  | DigitalBridge Group, <br> Inc.<br>| 114781 | 1357859 |
| \* | Donnelley Financial <br> Solutions, Inc.<br>| 33609 | 1544334 |
|  | Esquire Financial <br> Holdings, Inc.<br>| 8546 | 801615 |
| \* | Euronet Worldwide, <br> Inc.<br>| 43605 | 3307875 |
|  | Evercore, Inc., <br> Class A<br>| 33780 | 9950237 |
|  | EVERTEC, Inc. | 72062 | 2051605 |
|  | FactSet Research <br> Systems, Inc.<br>| 18812 | 5019042 |
| # | Federated Hermes, <br> Inc.<br>| 84142 | 4079204 |
|  | First Financial <br> Bankshares, Inc.<br>| 125138 | 3865513 |
|  | FirstCash Holdings, <br> Inc.<br>| 38211 | 6056443 |
| \* | GBank Financial <br> Holdings, Inc.<br>| 712 | 25824 |
|  | Goosehead Insurance, <br> Inc., Class A<br>| 22220 | 1525847 |
|  | Hamilton Lane, Inc., <br> Class A<br>| 47358 | 5396918 |
|  | HCI Group, Inc. | 12824 | 2616224 |
| \* | Hippo Holdings, Inc. | 7076 | 260255 |
| \* | International Money <br> Express, Inc.<br>| 26385 | 392873 |
|  | Jack Henry & <br> Associates, Inc.<br>| 38338 | 5710062 |
|  | Kinsale Capital Group, <br> Inc.<br>| 20887 | 8343730 |
|  | Lakeland Financial <br> Corp.<br>| 6896 | 393417 |
|  | Lazard, Inc. | 122015 | 5954332 |
| \* | LendingTree, Inc. | 14012 | 896768 |
|  | MarketAxess Holdings, <br> Inc.<br>| 32680 | 5230761 |
|  | Moelis & Co., Class A | 79085 | 5008453 |
|  | Morningstar, Inc. | 25728 | 5462054 |
| \* | NCR Atleos Corp. | 85163 | 3142515 |
|  | OppFi, Inc. | 24884 | 242619 |
| #\* | Oscar Health, Inc., <br> Class A<br>| 153979 | 2771622 |
| \* | Palomar Holdings, Inc. | 28461 | 3244839 |
| \* | Paymentus Holdings, <br> Inc., Class A<br>| 8068 | 230745 |
| \* | Payoneer Global, Inc. | 378260 | 2190125 |
| \* | Paysign, Inc. | 54293 | 280423 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Piper Sandler Cos. | 14793 | $4722813 |
| # | PJT Partners, Inc., <br> Class A<br>| 24965 | 4022111 |
|  | Primerica, Inc. | 28828 | 7491532 |
| \* | Remitly Global, Inc. | 208899 | 3350740 |
|  | RLI Corp. | 87220 | 5142491 |
| #\* | Root, Inc., Class A | 14222 | 1145155 |
|  | SEI Investments Co. | 74228 | 5983519 |
|  | ServisFirst <br> Bancshares, Inc.<br>| 39524 | 2777351 |
| #\* | Shift4 Payments, Inc., <br> Class A<br>| 58761 | 4060385 |
|  | Silvercrest Asset <br> Management Group, <br> Inc., Class A<br>| 11193 | 158269 |
|  | SLM Corp. | 201684 | 5415215 |
| \* | Trupanion, Inc. | 45187 | 1807028 |
|  | Victory Capital <br> Holdings, Inc., <br> Class A<br>| 38582 | 2402501 |
|  | Virtu Financial, Inc., <br> Class A<br>| 81837 | 2851201 |
| # | Western Union Co. | 341325 | 3184562 |
| \* | WEX, Inc. | 37362 | 5450369 |
| # | WisdomTree, Inc. | 165757 | 1982454 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | 190446925 |
| HEALTH CARE — (10.4%) | HEALTH CARE — (10.4%) | HEALTH CARE — (10.4%) | HEALTH CARE — (10.4%) |
| \* | ACADIA <br> Pharmaceuticals, <br> Inc.<br>| 163468 | 3710724 |
| \* | ADMA Biologics, Inc. | 271042 | 4195730 |
| \* | Akebia Therapeutics, <br> Inc.<br>| 303469 | 670666 |
| \* | Align Technology, Inc. | 6112 | 842723 |
| \* | Alkermes PLC | 157288 | 4828742 |
| \* | Amneal <br> Pharmaceuticals, <br> Inc.<br>| 154266 | 1669158 |
| \* | ANI Pharmaceuticals, <br> Inc.<br>| 21271 | 1927153 |
| #\* | Artivion, Inc. | 41724 | 1893018 |
| \* | AtriCure, Inc. | 41873 | 1446712 |
| \* | BioLife Solutions, Inc. | 40596 | 1131410 |
|  | Bio-Techne Corp. | 85753 | 5365565 |
| \* | Bioventus, Inc., <br> Class A<br>| 23684 | 155130 |
| \* | Brookdale Senior <br> Living, Inc.<br>| 272710 | 2528022 |
| # | Bruker Corp. | 119272 | 4644452 |
| \* | Catalyst <br> Pharmaceuticals, <br> Inc.<br>| 117810 | 2505819 |

---

------

**U.S. Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Charles River <br> Laboratories <br> International, Inc.<br>| 5448 | $981021 |
|  | Chemed Corp. | 14266 | 6152926 |
| \* | Collegium <br> Pharmaceutical, Inc.<br>| 44485 | 1601460 |
|  | Concentra Group <br> Holdings Parent, <br> Inc.<br>| 147271 | 2933638 |
| \* | Corcept Therapeutics, <br> Inc.<br>| 102880 | 7558594 |
| \* | CorVel Corp. | 57661 | 4264031 |
| \* | CytomX Therapeutics, <br> Inc.<br>| 132405 | 472686 |
| \* | DaVita, Inc. | 32137 | 3824946 |
| \* | Electromed, Inc. | 7663 | 184372 |
|  | Encompass Health <br> Corp.<br>| 92983 | 10586115 |
|  | Ensign Group, Inc. | 50876 | 9162768 |
| \* | Exact Sciences Corp. | 44112 | 2853605 |
| \* | Exelixis, Inc. | 204688 | 7915285 |
| \* | GoodRx Holdings, Inc., <br> Class A<br>| 26813 | 90360 |
| \* | Haemonetics Corp. | 53129 | 2656981 |
| \* | Halozyme <br> Therapeutics, Inc.<br>| 129842 | 8464400 |
| #\* | Harrow, Inc. | 41830 | 1579919 |
| \* | HealthEquity, Inc. | 64040 | 6056903 |
|  | HealthStream, Inc. | 19879 | 489023 |
| \* | Henry Schein, Inc. | 28650 | 1810680 |
| \* | InfuSystem Holdings, <br> Inc.<br>| 8778 | 90940 |
|  | iRadimed Corp. | 12247 | 940692 |
| \* | Kiniksa <br> Pharmaceuticals <br> International PLC<br>| 14533 | 537866 |
| \* | Krystal Biotech, Inc. | 20181 | 3985949 |
| \* | Lantheus Holdings, <br> Inc.<br>| 70236 | 4051915 |
|  | LeMaitre Vascular, Inc. | 11913 | 1031785 |
| \* | Ligand <br> Pharmaceuticals, <br> Inc.<br>| 16245 | 3107831 |
| \* | LivaNova PLC | 11082 | 583246 |
| \* | Medpace Holdings, <br> Inc.<br>| 21882 | 12799001 |
| \* | Merit Medical Systems, <br> Inc.<br>| 56189 | 4918785 |
| \* | MiMedx Group, Inc. | 147705 | 1129943 |
|  | National Research <br> Corp.<br>| 26032 | 347788 |
| \* | Niagen Bioscience, <br> Inc.<br>| 91282 | 688266 |
| #\* | Nutex Health, Inc. | 2088 | 256949 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | OptimizeRx Corp. | 7904 | $161953 |
| \* | Option Care Health, <br> Inc.<br>| 164607 | 4284720 |
|  | Organon & Co. | 298004 | 2011527 |
| \* | Pennant Group, Inc. | 26985 | 667339 |
|  | Phibro Animal Health <br> Corp., Class A<br>| 22862 | 961576 |
| \* | Phreesia, Inc. | 46977 | 1063559 |
| \* | Privia Health Group, <br> Inc.<br>| 118171 | 2871555 |
| \* | Progyny, Inc. | 82449 | 1542621 |
| \* | Protagonist <br> Therapeutics, Inc.<br>| 36350 | 2857837 |
| \* | Protalix <br> BioTherapeutics, <br> Inc.<br>| 4774 | 11314 |
| \* | RadNet, Inc. | 46255 | 3514917 |
| \* | Repligen Corp. | 24789 | 3695048 |
| \* | Rigel Pharmaceuticals, <br> Inc.<br>| 18956 | 598630 |
|  | Select Medical <br> Holdings Corp.<br>| 21683 | 299876 |
| #\* | Semler Scientific, Inc. | 1310 | 34663 |
|  | SIGA Technologies, <br> Inc.<br>| 53565 | 443518 |
| \* | Sotera Health Co. | 322195 | 5348437 |
| #\* | Stoke Therapeutics, <br> Inc.<br>| 44263 | 1329660 |
| \* | Supernus <br> Pharmaceuticals, <br> Inc.<br>| 6318 | 348311 |
| \* | Surmodics, Inc. | 12790 | 350894 |
| \* | Talkspace, Inc. | 117872 | 380727 |
| #\* | TransMedics Group, <br> Inc.<br>| 28020 | 3685751 |
|  | U.S. Physical Therapy, <br> Inc.<br>| 13258 | 1143768 |
| \* | UFP Technologies, <br> Inc.<br>| 8326 | 1603921 |
| \* | Vericel Corp. | 31621 | 1108632 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | 191946447 |
| INDUSTRIALS — (27.4%) | INDUSTRIALS — (27.4%) | INDUSTRIALS — (27.4%) | INDUSTRIALS — (27.4%) |
|  | A.O. Smith Corp. | 89209 | 5886902 |
| # | AAON, Inc. | 81836 | 8051844 |
| # | Acuity, Inc. | 17861 | 6520158 |
|  | Advanced Drainage <br> Systems, Inc.<br>| 64643 | 9053252 |
|  | Alamo Group, Inc. | 4100 | 732752 |
|  | Allient, Inc. | 6135 | 335462 |
|  | Allison Transmission <br> Holdings, Inc.<br>| 89446 | 7383767 |

---

------

**U.S. Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Alta Equipment Group, <br> Inc.<br>| 27074 | $165693 |
| \* | API Group Corp. | 177300 | 6528186 |
|  | Applied Industrial <br> Technologies, Inc.<br>| 35348 | 9087617 |
|  | Argan, Inc. | 14823 | 4538951 |
|  | Armstrong World <br> Industries, Inc.<br>| 41056 | 7818294 |
| \* | ATI, Inc. | 78281 | 7747471 |
|  | Atmus Filtration <br> Technologies, Inc.<br>| 87750 | 3990870 |
|  | AZZ, Inc. | 28177 | 2813473 |
|  | Barrett Business <br> Services, Inc.<br>| 30207 | 1222477 |
| \* | Blue Bird Corp. | 35891 | 1793114 |
|  | Brady Corp., Class A | 44965 | 3413293 |
|  | Brink's Co. | 44503 | 4946954 |
|  | BWX Technologies, <br> Inc.<br>| 63338 | 13529630 |
| \* | CACI International, <br> Inc., Class A<br>| 6110 | 3435348 |
|  | Cadre Holdings, Inc. | 42413 | 1800856 |
|  | Carpenter Technology <br> Corp.<br>| 47327 | 14950599 |
| \* | Casella Waste <br> Systems, Inc., <br> Class A<br>| 51724 | 4581195 |
| \* | CECO Environmental <br> Corp.<br>| 40724 | 1990996 |
| \* | Centuri Holdings, Inc. | 13066 | 263803 |
| \* | Chart Industries, Inc. | 24213 | 4833399 |
| \* | Clean Harbors, Inc. | 8069 | 1698605 |
| \* | Construction Partners, <br> Inc., Class A<br>| 33202 | 3796649 |
| \* | Core & Main, Inc., <br> Class A<br>| 151826 | 7922281 |
|  | CRA International, Inc. | 7896 | 1504109 |
|  | Crane Co. | 3027 | 575130 |
|  | CSG Systems <br> International, Inc.<br>| 33882 | 2651944 |
|  | CSW Industrials, Inc. | 12394 | 3103706 |
| \* | Dayforce, Inc. | 25570 | 1757682 |
|  | Donaldson Co., Inc. | 109212 | 9201111 |
|  | Douglas Dynamics, <br> Inc.<br>| 14299 | 432259 |
| \* | DXP Enterprises, Inc. | 15939 | 1907101 |
| \* | Dycom Industries, Inc. | 28599 | 8230506 |
| \* | Energy Recovery, Inc. | 54861 | 938672 |
|  | Enerpac Tool Group <br> Corp.<br>| 58479 | 2399978 |
|  | Enpro, Inc. | 17377 | 4031638 |
| \* | Enviri Corp. | 22246 | 271624 |
|  | Esab Corp. | 34376 | 4015804 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | ESCO Technologies, <br> Inc.<br>| 20256 | $4445584 |
| \* | Everus Construction <br> Group, Inc.<br>| 54484 | 4952051 |
| \* | ExlService Holdings, <br> Inc.<br>| 169702 | 6635348 |
|  | Exponent, Inc. | 54345 | 3848169 |
|  | Federal Signal Corp. | 60157 | 7100331 |
| #\* | First Advantage Corp. | 6718 | 84848 |
|  | Flowserve Corp. | 72531 | 4950241 |
|  | Fortune Brands <br> Innovations, Inc.<br>| 74741 | 3796843 |
| \* | Franklin Covey Co. | 15085 | 256143 |
|  | Franklin Electric Co., <br> Inc.<br>| 41494 | 3932386 |
| # | FTAI Aviation Ltd. | 41961 | 7255057 |
| \* | FTI Consulting, Inc. | 29616 | 4886936 |
| \* | Generac Holdings, <br> Inc.<br>| 35318 | 5934130 |
|  | Genpact Ltd. | 122614 | 4677724 |
|  | Global Industrial Co. | 40218 | 1142996 |
|  | Gorman-Rupp Co. | 23100 | 1038807 |
| \* | Graham Corp. | 10688 | 665756 |
|  | Granite Construction, <br> Inc.<br>| 36174 | 3722666 |
|  | Griffon Corp. | 49733 | 3680739 |
|  | Herc Holdings, Inc. | 33800 | 4801290 |
| # | Hexcel Corp. | 75175 | 5367495 |
| # | HNI Corp. | 49046 | 2006962 |
| \* | Huron Consulting <br> Group, Inc.<br>| 19487 | 3204442 |
| \* | IBEX Holdings Ltd. | 13486 | 503972 |
| \* | IES Holdings, Inc. | 20200 | 7915976 |
| #\* | Innodata, Inc. | 30980 | 2311418 |
| \* | Innovative Solutions & <br> Support, Inc.<br>| 14382 | 135191 |
|  | Insperity, Inc. | 43193 | 1905675 |
|  | Interface, Inc. | 47316 | 1178168 |
|  | ITT, Inc. | 12603 | 2332437 |
|  | Kadant, Inc. | 11703 | 3237752 |
|  | Karat Packaging, Inc. | 16378 | 393400 |
|  | KBR, Inc. | 121735 | 5215127 |
|  | Kforce, Inc. | 20836 | 527151 |
| \* | Kratos Defense & <br> Security Solutions, <br> Inc.<br>| 10729 | 972047 |
|  | Landstar System, Inc. | 33863 | 4349025 |
| \* | Legalzoom.com, Inc. | 180323 | 1797820 |
|  | Leonardo DRS, Inc. | 8866 | 324141 |
| \* | Limbach Holdings, Inc. | 13331 | 1259513 |
|  | Lindsay Corp. | 10497 | 1167686 |
| \* | Liquidity Services, Inc. | 23854 | 571065 |
|  | LSI Industries, Inc. | 19937 | 456358 |
| \* | MasTec, Inc. | 35709 | 7290349 |
|  | Maximus, Inc. | 43999 | 3657197 |

---

------

**U.S. Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | McGrath RentCorp | 18456 | $1982913 |
|  | Moog, Inc., Class A | 22860 | 4682871 |
|  | MSA Safety, Inc. | 33178 | 5209941 |
|  | MSC Industrial Direct <br> Co., Inc., Class A<br>| 51425 | 4366497 |
|  | Mueller Industries, Inc. | 67514 | 7147707 |
|  | Mueller Water <br> Products, Inc., <br> Class A<br>| 162321 | 4165157 |
| \* | MYR Group, Inc. | 17801 | 3875278 |
| \* | NEXTracker, Inc., <br> Class A<br>| 112250 | 11361945 |
| \* | NPK International, Inc. | 64896 | 798221 |
|  | nVent Electric PLC | 58868 | 6731556 |
|  | Omega Flex, Inc. | 10035 | 277468 |
| \* | Parsons Corp. | 64013 | 5322041 |
| \* | Paylocity Holding <br> Corp.<br>| 32919 | 4650467 |
| \* | Perma-Pipe <br> International <br> Holdings, Inc.<br>| 1405 | 38947 |
| # | Powell Industries, Inc. | 13940 | 5344457 |
| #\* | Power Solutions <br> International, Inc.<br>| 23439 | 2006847 |
|  | Primoris Services <br> Corp.<br>| 46204 | 6538790 |
|  | Quad/Graphics, Inc. | 43907 | 241928 |
| \* | RCM Technologies, <br> Inc.<br>| 8848 | 204389 |
|  | REV Group, Inc. | 55511 | 2846049 |
|  | Robert Half, Inc. | 84177 | 2204596 |
| \* | Saia, Inc. | 15572 | 4554810 |
|  | Science Applications <br> International Corp.<br>| 47653 | 4465563 |
|  | Simpson <br> Manufacturing Co., <br> Inc.<br>| 40731 | 7189022 |
| \* | SiteOne Landscape <br> Supply, Inc.<br>| 36919 | 4790979 |
| \* | SPX Technologies, <br> Inc.<br>| 13243 | 2964975 |
|  | Standex International <br> Corp.<br>| 11794 | 2750715 |
| \* | Sterling Infrastructure, <br> Inc.<br>| 33025 | 12480148 |
| \* | TaskUS, Inc., Class A | 14647 | 195391 |
| \* | Team, Inc. | 312 | 4836 |
|  | Tecnoglass, Inc. | 49537 | 2953891 |
|  | Tennant Co. | 11515 | 921200 |
|  | Tetra Tech, Inc. | 154844 | 4951911 |
|  | Toro Co. | 73965 | 5527404 |
| \* | Trex Co., Inc. | 109604 | 5296065 |
|  | TriNet Group, Inc. | 55216 | 3312960 |
|  | Trinity Industries, Inc. | 14671 | 401545 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Upwork, Inc. | 133543 | $2128675 |
|  | Valmont Industries, <br> Inc.<br>| 18335 | 7580239 |
| \* | Verra Mobility Corp. | 166250 | 3858663 |
| \* | Vicor Corp. | 12696 | 1151908 |
|  | VSE Corp. | 4893 | 884067 |
|  | Watts Water <br> Technologies, Inc., <br> Class A<br>| 23210 | 6327046 |
| \* | Willdan Group, Inc. | 14885 | 1406781 |
|  | WillScot Holdings <br> Corp.<br>| 190961 | 4153402 |
|  | Zurn Elkay Water <br> Solutions Corp.<br>| 116704 | 5497925 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | 503491753 |
| INFORMATION TECHNOLOGY — (14.3%) | INFORMATION TECHNOLOGY — (14.3%) | INFORMATION TECHNOLOGY — (14.3%) | INFORMATION TECHNOLOGY — (14.3%) |
|  | A10 Networks, Inc. | 84397 | 1505642 |
| \* | ACI Worldwide, Inc. | 95223 | 4535471 |
|  | Adeia, Inc. | 116303 | 1981803 |
| \* | ADTRAN Holdings, <br> Inc.<br>| 32785 | 341620 |
|  | Advanced Energy <br> Industries, Inc.<br>| 36397 | 7378764 |
| \* | Alarm.com Holdings, <br> Inc.<br>| 52178 | 2568201 |
|  | Amdocs Ltd. | 79107 | 6665556 |
| \* | Appfolio, Inc., Class A | 20707 | 5268482 |
| \* | Axcelis Technologies, <br> Inc.<br>| 13281 | 1056636 |
|  | Badger Meter, Inc. | 30565 | 5515454 |
|  | Bel Fuse, Inc. (BELFA <br> US), Class A<br>| 686 | 93797 |
|  | Bel Fuse, Inc. (BELFB <br> US), Class B<br>| 10305 | 1586867 |
|  | Belden, Inc. | 41393 | 5043737 |
| \* | BK Technologies <br> Corp.<br>| 3179 | 237503 |
| \* | Blackbaud, Inc. | 55351 | 3544678 |
| #\* | BlackLine, Inc. | 32125 | 1839156 |
| \* | Box, Inc., Class A | 63631 | 2041919 |
| \* | Calix, Inc. | 33679 | 2304317 |
| #\* | CCC Intelligent <br> Solutions Holdings, <br> Inc.<br>| 599750 | 5229820 |
| \* | Cerence, Inc. | 33090 | 355056 |
| \* | CEVA, Inc. | 7900 | 214959 |
| \* | Ciena Corp. | 104275 | 19803908 |
| \* | Cirrus Logic, Inc. | 48633 | 6451167 |
|  | Clear Secure, Inc., <br> Class A<br>| 103807 | 3162999 |
|  | Climb Global Solutions, <br> Inc.<br>| 4682 | 520077 |
|  | Cognex Corp. | 131704 | 5451229 |

---

------

**U.S. Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Commvault Systems, <br> Inc.<br>| 47168 | $6566729 |
| \* | Consensus Cloud <br> Solutions, Inc.<br>| 812 | 23808 |
|  | Crane NXT Co. | 59187 | 3743578 |
| \* | Crexendo, Inc. | 17231 | 111485 |
|  | CTS Corp. | 12215 | 507045 |
| \* | Daktronics, Inc. | 44871 | 843126 |
|  | Dolby Laboratories, <br> Inc., Class A<br>| 41255 | 2736032 |
| \* | eGain Corp. | 28901 | 416752 |
| \* | Enphase Energy, Inc. | 10101 | 308182 |
| # | Entegris, Inc. | 27139 | 2485118 |
| \* | EPAM Systems, Inc. | 13629 | 2228887 |
| \* | Fabrinet | 2293 | 1010227 |
| \* | Five9, Inc. | 57440 | 1394643 |
| \* | FormFactor, Inc. | 63084 | 3466466 |
| \* | Frequency Electronics, <br> Inc.<br>| 9871 | 362463 |
| \* | Freshworks, Inc., <br> Class A<br>| 39105 | 434065 |
|  | Hackett Group, Inc. | 32136 | 581983 |
| \* | Harmonic, Inc. | 83937 | 898126 |
| \* | I3 Verticals, Inc., <br> Class A<br>| 29879 | 918779 |
| #\* | Insight Enterprises, <br> Inc.<br>| 8317 | 831700 |
| # | InterDigital, Inc. | 28297 | 10242382 |
| \* | Itron, Inc. | 41403 | 4153963 |
| \* | Knowles Corp. | 38972 | 920129 |
| \* | Kyndryl Holdings, Inc. | 267278 | 7729680 |
| \* | Lattice Semiconductor <br> Corp.<br>| 99693 | 7273601 |
|  | Littelfuse, Inc. | 671 | 163261 |
| \* | MACOM Technology <br> Solutions Holdings, <br> Inc.<br>| 34976 | 5180995 |
| \* | Manhattan Associates, <br> Inc.<br>| 4622 | 841528 |
| \* | Mirion Technologies, <br> Inc.<br>| 170886 | 5018922 |
|  | MKS, Inc. | 47372 | 6807830 |
| \* | M-Tron Industries, Inc. | 966 | 53246 |
|  | Napco Security <br> Technologies, Inc.<br>| 39586 | 1747722 |
| \* | nCino, Inc. | 98187 | 2619629 |
| \* | Novanta, Inc. | 16215 | 2059467 |
|  | NVE Corp. | 5633 | 388959 |
|  | OneSpan, Inc. | 34163 | 389458 |
| \* | Onto Innovation, Inc. | 18869 | 2546560 |
| \* | Ooma, Inc. | 18434 | 207014 |
| \* | OSI Systems, Inc. | 17857 | 4972460 |
| \* | PDF Solutions, Inc. | 38751 | 1128817 |
|  | Pegasystems, Inc. | 184523 | 11744889 |
| \* | Plexus Corp. | 18478 | 2585072 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | Power Integrations, <br> Inc.<br>| 44252 | $1853716 |
| \* | Progress Software <br> Corp.<br>| 50209 | 2140912 |
| \* | Qualys, Inc. | 39314 | 4845844 |
| \* | Rambus, Inc. | 71779 | 7381752 |
| \* | Rapid7, Inc. | 63785 | 1180660 |
|  | Red Violet, Inc. | 6975 | 374069 |
| \* | Sanmina Corp. | 42147 | 5776246 |
|  | Sapiens International <br> Corp. NV<br>| 56930 | 2450836 |
| \* | SEMrush Holdings, <br> Inc., Class A<br>| 18034 | 130927 |
| \* | Silicon Laboratories, <br> Inc.<br>| 15720 | 2060578 |
| \* | SkyWater Technology, <br> Inc.<br>| 5866 | 102567 |
| \* | Sprinklr, Inc., Class A | 135172 | 1043528 |
| \* | SPS Commerce, Inc. | 27332 | 2247784 |
| \* | Teradata Corp. | 108461 | 2261412 |
| \* | TTM Technologies, <br> Inc.<br>| 77296 | 5194291 |
| \* | Turtle Beach Corp. | 1726 | 29169 |
| \* | UiPath, Inc., Class A | 272146 | 4316236 |
| \* | Unisys Corp. | 39278 | 140222 |
|  | Universal Display <br> Corp.<br>| 32994 | 4859356 |
| \* | Vertex, Inc., Class A | 71762 | 1643350 |
| \* | Viant Technology, Inc., <br> Class A<br>| 1078 | 9573 |
| \* | Viavi Solutions, Inc. | 229511 | 4062345 |
|  | Vontier Corp. | 151877 | 5847264 |
| TOTAL INFORMATION <br> TECHNOLOGY | TOTAL INFORMATION <br> TECHNOLOGY |  | 263296233 |
| MATERIALS — (5.3%) | MATERIALS — (5.3%) | MATERIALS — (5.3%) | MATERIALS — (5.3%) |
|  | AptarGroup, Inc. | 40410 | 4687964 |
|  | Ardagh Metal <br> Packaging SA<br>| 26332 | 94005 |
| \* | Axalta Coating <br> Systems Ltd.<br>| 183705 | 5230081 |
|  | Balchem Corp. | 24049 | 3688876 |
|  | Cabot Corp. | 63305 | 4271822 |
|  | Caledonia Mining <br> Corp. PLC<br>| 19347 | 544038 |
| \* | Century Aluminum Co. | 102227 | 3027964 |
|  | Chemours Co. | 174695 | 2339166 |
| \* | Coeur Mining, Inc. | 280220 | 4811378 |
| \* | Compass Minerals <br> International, Inc.<br>| 45636 | 791328 |
|  | Crown Holdings, Inc. | 77168 | 7499186 |
|  | Eagle Materials, Inc. | 30410 | 6456651 |
|  | Element Solutions, <br> Inc.<br>| 78785 | 2105135 |

---

------

**U.S. Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
| \* | Flotek Industries, Inc. | 22525 | $389908 |
|  | Hawkins, Inc. | 24374 | 3457452 |
|  | Hecla Mining Co. | 262599 | 3379649 |
| \* | Idaho Strategic <br> Resources, Inc.<br>| 7029 | 232379 |
| \* | Ingevity Corp. | 42245 | 2269401 |
| \* | Knife River Corp. | 54537 | 3297307 |
|  | Louisiana-Pacific <br> Corp.<br>| 84093 | 7325341 |
|  | Materion Corp. | 12884 | 1476893 |
|  | NewMarket Corp. | 7587 | 5826057 |
| \* | Perimeter Solutions, <br> Inc.<br>| 139871 | 3288367 |
| \* | Ramaco Resources, <br> Inc. (METC US), <br> Class A<br>| 33924 | 1029933 |
|  | Royal Gold, Inc. | 39652 | 6930773 |
|  | Sealed Air Corp. | 158672 | 5317099 |
|  | Sensient Technologies <br> Corp.<br>| 40784 | 3845523 |
| \* | Smith-Midland Corp. | 475 | 17319 |
|  | U.S. Lime & Minerals, <br> Inc.<br>| 29123 | 3413798 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | 97044793 |
| REAL ESTATE — (0.3%) | REAL ESTATE — (0.3%) | REAL ESTATE — (0.3%) | REAL ESTATE — (0.3%) |
| \* | Compass, Inc., <br> Class A<br>| 44448 | 342694 |
|  | Newmark Group, Inc., <br> Class A<br>| 148380 | 2645616 |
|  | St. Joe Co. | 59636 | 3386132 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | 6374442 |
| UTILITIES — (0.1%) | UTILITIES — (0.1%) | UTILITIES — (0.1%) | UTILITIES — (0.1%) |
| \* | Hallador Energy Co. | 49178 | 1063720 |
|  | Ormat Technologies, <br> Inc.<br>| 12743 | 1355473 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | 2419193 |
| TOTAL COMMON <br> STOCKS | TOTAL COMMON <br> STOCKS |  | 1730181053 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| 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%) |
| \* | Gen Digital, Inc. Rights <br> 04/17/2027<br>| 1520 | $7053 |
| \* | M-Tron Industries, Inc. <br> Warrants <br> 03/11/2028<br>| 398 | 597 |
| TOTAL INFORMATION <br> TECHNOLOGY | TOTAL INFORMATION <br> TECHNOLOGY |  | 7650 |
| TOTAL <br> RIGHTS/WARRANTS | TOTAL <br> RIGHTS/WARRANTS |  | 7650 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $1,276,600,642) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $1,276,600,642) |  | 1730188703 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) |
| Ɏ | State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.010%<br>| 4766407 | 4766407 |
| SECURITIES LENDING COLLATERAL — (5.7%) | SECURITIES LENDING COLLATERAL — (5.7%) | SECURITIES LENDING COLLATERAL — (5.7%) | SECURITIES LENDING COLLATERAL — (5.7%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 9107384 | 105345115 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $1,386,712,164) | (Cost $1,386,712,164) |  | $1840300225 |

---

------

**U.S. Small Cap Growth Portfolio**

**CONTINUED**

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| Communication Services | &nbsp;&nbsp; $52530546 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $52530546 |
| Consumer Discretionary | &nbsp;&nbsp; 301636626 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 301636626 |
| Consumer Staples | &nbsp;&nbsp; 83202717 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 83202717 |
| Energy | &nbsp;&nbsp; 37791378 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 37791378 |
| Financials | &nbsp;&nbsp; 190446925 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 190446925 |
| Health Care | &nbsp;&nbsp; 191946447 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 191946447 |
| Industrials | &nbsp;&nbsp; 503491753 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 503491753 |
| Information Technology | &nbsp;&nbsp; 263296233 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 263296233 |
| Materials | &nbsp;&nbsp; 97044793 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 97044793 |
| Real Estate | &nbsp;&nbsp; 6374442 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 6374442 |
| Utilities | &nbsp;&nbsp; 2419193 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 2419193 |
| Rights/Warrants |  |  |  |  |
| Information Technology | &nbsp;&nbsp; — | &nbsp;&nbsp; $7650 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7650 |
| Temporary Cash Investments | &nbsp;&nbsp; 4766407 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 4766407 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 105345115 | &nbsp;&nbsp; — | &nbsp;&nbsp; 105345115 |
| Total Investments in Securities | &nbsp;&nbsp; $1734947460 | &nbsp;&nbsp; $105352765 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1840300225 |

---

See accompanying Notes to Financial Statements.

------

**International Large Cap Growth Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (96.0%) | COMMON STOCKS — (96.0%) | COMMON STOCKS — (96.0%) | COMMON STOCKS — (96.0%) |
| AUSTRALIA — (6.1%) | AUSTRALIA — (6.1%) | AUSTRALIA — (6.1%) | AUSTRALIA — (6.1%) |
|  | ALS Ltd. | 61022 | $866067 |
|  | Aristocrat Leisure Ltd. | 71358 | 2952446 |
|  | BHP Group Ltd. (BHP <br> AU)<br>| 165660 | 4722668 |
| # | BHP Group Ltd. (BHP <br> LN), Class DI<br>| 71676 | 2040849 |
| # | BHP Group Ltd. (BHP <br> US), Sponsored <br> ADR<br>| 48542 | 2769321 |
|  | Brambles Ltd. | 371832 | 6042108 |
|  | Cochlear Ltd. | 8488 | 1593535 |
|  | Coles Group Ltd. | 297169 | 4285936 |
|  | Commonwealth Bank <br> of Australia<br>| 35059 | 3933795 |
|  | Computershare Ltd. | 83070 | 1984506 |
|  | CSL Ltd. | 23109 | 2693037 |
| # | Eagers Automotive <br> Ltd.<br>| 23393 | 520572 |
|  | Evolution Mining Ltd. | 380777 | 2694593 |
| #\* | Genesis Minerals Ltd. | 50850 | 193464 |
|  | HUB24 Ltd. | 7586 | 565279 |
|  | Insurance Australia <br> Group Ltd.<br>| 454860 | 2338362 |
| \* | James Hardie <br> Industries PLC (JHX <br> AU), CDI<br>| 13067 | 275201 |
| # | JB Hi-Fi Ltd. | 38910 | 2661690 |
|  | Lottery Corp. Ltd.  | 489688 | 1761416 |
|  | Medibank Pvt Ltd. | 515463 | 1645095 |
|  | Netwealth Group Ltd. | 34977 | 704015 |
|  | Northern Star <br> Resources Ltd.<br>| 254334 | 4101093 |
|  | Pro Medicus Ltd. | 13722 | 2356134 |
|  | Qantas Airways Ltd. | 112615 | 750257 |
|  | REA Group Ltd. | 6159 | 858176 |
|  | SGH Ltd. | 47685 | 1510922 |
|  | Technology One Ltd. | 81793 | 1969905 |
|  | Telstra Group Ltd. <br> (TLS AU)<br>| 310857 | 993137 |
|  | Wesfarmers Ltd. | 126566 | 6946696 |
|  | WiseTech Global Ltd. | 13638 | 615101 |
|  | Woolworths Group <br> Ltd.<br>| 202789 | 3767616 |
| \* | Xero Ltd. | 20173 | 1908471 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | 73021463 |
| AUSTRIA — (0.2%) | AUSTRIA — (0.2%) | AUSTRIA — (0.2%) | AUSTRIA — (0.2%) |
|  | Erste Group Bank AG | 15774 | 1634011 |
|  | Verbund AG | 4604 | 355337 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | 1989348 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BELGIUM — (0.8%) | BELGIUM — (0.8%) | BELGIUM — (0.8%) | BELGIUM — (0.8%) |
| \* | Argenx SE (ARGX <br> US), ADR<br>| 1434 | $1173729 |
|  | D'ieteren Group | 2547 | 465267 |
|  | KBC Group NV | 16209 | 1950095 |
|  | Lotus Bakeries NV | 21 | 183218 |
|  | UCB SA | 23068 | 5931751 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | 9704060 |
| CANADA — (10.6%) | CANADA — (10.6%) | CANADA — (10.6%) | CANADA — (10.6%) |
|  | Agnico Eagle Mines <br> Ltd. (AEM US)<br>| 34802 | 5596510 |
| # | Alamos Gold, Inc. (AGI <br> US), Class A<br>| 41013 | 1262790 |
|  | Alimentation <br> Couche-Tard, Inc.<br>| 62233 | 3162788 |
|  | AtkinsRealis Group, <br> Inc.<br>| 30500 | 2150907 |
|  | Barrick Mining Corp. (B <br> US)<br>| 57637 | 1890494 |
| \* | CAE, Inc. (CAE US) | 23179 | 650403 |
|  | Cameco Corp. (CCJ <br> US)<br>| 16664 | 1703227 |
|  | Canadian National <br> Railway Co. (CNI <br> US)<br>| 36406 | 3491699 |
|  | Canadian Natural <br> Resources Ltd. <br> (CNQ US)<br>| 210584 | 6742900 |
|  | Canadian Pacific <br> Kansas City Ltd. (CP <br> US)<br>| 49589 | 3567929 |
|  | CCL Industries, Inc., <br> Class B<br>| 26213 | 1462269 |
| \* | Celestica, Inc. (CLS <br> US)<br>| 27937 | 9623738 |
|  | CGI, Inc. (GIB US) | 23662 | 2058594 |
|  | CGI, Inc. (GIBA CN) | 13812 | 1202020 |
|  | Colliers International <br> Group, Inc. (CIGI <br> US)<br>| 4555 | 726659 |
|  | Constellation Software, <br> Inc.<br>| 2145 | 5644980 |
| \* | Descartes Systems <br> Group, Inc. (DSGX <br> US)<br>| 4713 | 415734 |
|  | Dollarama, Inc. | 58059 | 7546780 |
|  | Element Fleet <br> Management Corp.<br>| 115007 | 3102003 |
|  | Endeavour Mining <br> PLC<br>| 43207 | 1730991 |

---

------

**International Large Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | FirstService Corp. <br> (FSV CN)<br>| 4414 | $702627 |
|  | Franco-Nevada Corp. <br> (FNV CN)<br>| 535 | 99936 |
|  | Franco-Nevada Corp. <br> (FNV US)<br>| 16916 | 3157033 |
|  | George Weston Ltd. | 45246 | 2751117 |
|  | GFL Environmental, <br> Inc.<br>| 24420 | 1066910 |
| # | Gildan Activewear, Inc. <br> (GIL US)<br>| 28251 | 1646751 |
|  | Imperial Oil Ltd. (IMO <br> US)<br>| 16000 | 1411360 |
|  | Intact Financial Corp. | 39888 | 7440660 |
|  | Keyera Corp. | 57061 | 1684714 |
|  | Kinross Gold Corp. (K <br> CN)<br>| 9500 | 220948 |
|  | Kinross Gold Corp. <br> (KGC US)<br>| 336552 | 7821468 |
|  | Loblaw Cos. Ltd. | 93724 | 3724770 |
|  | Lundin Gold, Inc. | 7100 | 482681 |
|  | Metro, Inc. | 38440 | 2562292 |
|  | National Bank of <br> Canada<br>| 3744 | 418299 |
|  | Open Text Corp. <br> (OTEX US)<br>| 21835 | 837372 |
|  | Pan American Silver <br> Corp. (PAAS US)<br>| 11455 | 403331 |
|  | Parkland Corp. | 3719 | 105958 |
|  | Pembina Pipeline <br> Corp. (PPL CN)<br>| 6900 | 261034 |
|  | Quebecor, Inc., <br> Class B<br>| 17210 | 548982 |
|  | RB Global, Inc. (RBA <br> CN)<br>| 4210 | 417713 |
|  | RB Global, Inc. (RBA <br> US)<br>| 24890 | 2469586 |
|  | Restaurant Brands <br> International, Inc. <br> (QSR CN)<br>| 8875 | 582913 |
|  | Restaurant Brands <br> International, Inc. <br> (QSR US)<br>| 35653 | 2342046 |
|  | Royal Bank of Canada <br> (RY CN)<br>| 9740 | 1426885 |
|  | Royal Bank of Canada <br> (RY US)<br>| 1441 | 211106 |
|  | Stantec, Inc. (STN <br> CN)<br>| 9227 | 1021809 |
|  | Stantec, Inc. (STN <br> US)<br>| 2916 | 323326 |
|  | TC Energy Corp. (TRP <br> CN)<br>| 7432 | 372938 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | TC Energy Corp. (TRP <br> US)<br>| 45458 | $2280173 |
|  | TFI International, Inc. <br> (TFII US)<br>| 3681 | 330296 |
| # | Thomson Reuters <br> Corp. (TRI US)<br>| 9924 | 1518967 |
|  | Toromont Industries <br> Ltd.<br>| 15268 | 1834381 |
|  | Waste Connections, <br> Inc. (WCN CN)<br>| 1440 | 241501 |
|  | Waste Connections, <br> Inc. (WCN US)<br>| 13127 | 2201219 |
|  | Wheaton Precious <br> Metals Corp. (WPM <br> US)<br>| 42314 | 4084147 |
|  | WSP Global, Inc. | 15189 | 2903838 |
| TOTAL CANADA | TOTAL CANADA |  | 125644502 |
| DENMARK — (1.3%) | DENMARK — (1.3%) | DENMARK — (1.3%) | DENMARK — (1.3%) |
| # | Novo Nordisk AS <br> (NOVOB DC), <br> Class B<br>| 221768 | 10918009 |
| # | Novo Nordisk AS (NVO <br> US), Sponsored <br> ADR<br>| 32000 | 1582720 |
|  | Pandora AS | 22112 | 2958778 |
| TOTAL DENMARK | TOTAL DENMARK |  | 15459507 |
| FINLAND — (0.6%) | FINLAND — (0.6%) | FINLAND — (0.6%) | FINLAND — (0.6%) |
|  | Kesko OYJ (KESKOA <br> FH), Class A<br>| 3894 | 83234 |
|  | Kone OYJ, Class B | 42730 | 2854921 |
| # | Metso OYJ | 55305 | 906946 |
|  | Nordea Bank Abp <br> (NDA FH)<br>| 4920 | 84165 |
|  | Sampo OYJ, Class A | 170690 | 1902567 |
|  | Wartsila OYJ Abp | 43733 | 1430817 |
| TOTAL FINLAND | TOTAL FINLAND |  | 7262650 |
| FRANCE — (9.4%) | FRANCE — (9.4%) | FRANCE — (9.4%) | FRANCE — (9.4%) |
|  | Air Liquide SA | 42394 | 8204887 |
|  | Airbus SE | 64157 | 15819257 |
|  | Bureau Veritas SA | 95498 | 3138297 |
|  | Capgemini SE | 1420 | 218460 |
|  | Eurofins Scientific SE | 31637 | 2231341 |
|  | Getlink SE | 21038 | 384011 |
|  | Hermes International <br> SCA<br>| 4492 | 11115270 |
|  | Legrand SA | 40954 | 7072252 |
|  | L'Oreal SA | 18831 | 7858389 |
|  | LVMH Moet Hennessy <br> Louis Vuitton SE<br>| 41162 | 29094231 |

---

------

**International Large Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | Safran SA | 57231 | $20335223 |
|  | Thales SA | 23128 | 6595014 |
| TOTAL FRANCE | TOTAL FRANCE |  | 112066632 |
| GERMANY — (8.5%) | GERMANY — (8.5%) | GERMANY — (8.5%) | GERMANY — (8.5%) |
|  | adidas AG | 34980 | 6614102 |
| \* | Aumovio SE | 10318 | 443589 |
|  | Beiersdorf AG | 15071 | 1597737 |
|  | Continental AG | 20635 | 1576759 |
|  | CTS Eventim AG & <br> Co. KGaA<br>| 1960 | 175599 |
|  | Deutsche Boerse AG | 43583 | 11036957 |
|  | Deutsche Telekom AG <br> (DTE GR)<br>| 240876 | 7461175 |
|  | GEA Group AG | 24190 | 1730253 |
|  | Hannover Rueck SE | 10077 | 2876766 |
|  | Hella GmbH & Co. <br> KGaA<br>| 105 | 9774 |
|  | Hensoldt AG | 9181 | 978673 |
|  | HOCHTIEF AG | 3979 | 1142127 |
|  | Infineon Technologies <br> AG (IFX GR)<br>| 234182 | 9295362 |
|  | Knorr-Bremse AG | 17577 | 1635504 |
| # | MTU Aero Engines AG | 12817 | 5601350 |
|  | Muenchener <br> Rueckversicherungs-Gesellschaft <br> AG in Muenchen<br>| 833 | 515372 |
|  | Nemetschek SE | 14047 | 1623138 |
|  | Rheinmetall AG | 11621 | 22844377 |
|  | SAP SE (SAP GR) | 48333 | 12570077 |
|  | Siemens AG (SIE GR) | 646 | 183075 |
| \* | Siemens Energy AG | 54857 | 6834376 |
| #Ω | Siemens Healthineers <br> AG<br>| 17818 | 998698 |
|  | Symrise AG | 32074 | 2652488 |
| \* | Talanx AG | 7263 | 884425 |
| \*Ω | Zalando SE | 211 | 5913 |
| TOTAL GERMANY | TOTAL GERMANY |  | 101287666 |
| HONG KONG — (1.5%) | HONG KONG — (1.5%) | HONG KONG — (1.5%) | HONG KONG — (1.5%) |
|  | AIA Group Ltd. | 336400 | 3273417 |
|  | HKT Trust & HKT Ltd. | 1204000 | 1758047 |
|  | Hong Kong Exchanges <br> & Clearing Ltd.<br>| 115390 | 6289088 |
|  | PCCW Ltd. | 408000 | 291463 |
|  | PRADA SpA | 161600 | 953644 |
|  | SITC International <br> Holdings Co. Ltd.<br>| 441000 | 1627143 |
|  | Techtronic Industries <br> Co. Ltd.<br>| 256500 | 2991818 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | 17184620 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| IRELAND — (0.2%) | IRELAND — (0.2%) | IRELAND — (0.2%) | IRELAND — (0.2%) |
|  | Kerry Group PLC <br> (KYGA ID), Class A<br>| 11232 | $1024614 |
|  | Kingspan Group PLC <br> (KSP ID)<br>| 19254 | 1441706 |
| TOTAL IRELAND | TOTAL IRELAND |  | 2466320 |
| ISRAEL — (0.9%) | ISRAEL — (0.9%) | ISRAEL — (0.9%) | ISRAEL — (0.9%) |
|  | Aura Investments Ltd. | 27956 | 201650 |
|  | Bezeq The Israeli <br> Telecommunication <br> Corp. Ltd.<br>| 386668 | 792012 |
| \* | El Al Israel Airlines | 31672 | 131610 |
|  | Electra Ltd. | 5380 | 170483 |
|  | Energix-Renewable <br> Energies Ltd.<br>| 1876 | 8664 |
| \* | Enlight Renewable <br> Energy Ltd. (ENLT <br> IT)<br>| 1793 | 62324 |
| \* | Enlight Renewable <br> Energy Ltd. (ENLT <br> US)<br>| 4855 | 170896 |
| \* | Fattal Holdings 1998 <br> Ltd.<br>| 1387 | 251749 |
|  | First International Bank <br> of Israel Ltd.<br>| 6498 | 467349 |
|  | Formula Systems 1985 <br> Ltd. (FORTY IT)<br>| 1456 | 211362 |
|  | Hilan Ltd. | 2586 | 203727 |
|  | Isrotel Ltd. | 1220 | 48335 |
|  | Matrix IT Ltd. | 6536 | 242052 |
|  | Meitav Investment <br> House Ltd.<br>| 2102 | 66132 |
|  | Menora Mivtachim <br> Holdings Ltd.<br>| 4314 | 429716 |
|  | Mizrahi Tefahot Bank <br> Ltd.<br>| 9823 | 638667 |
|  | Next Vision Stabilized <br> Systems Ltd.<br>| 4878 | 214163 |
| #\* | Nice Ltd. (NICE US), <br> Sponsored ADR<br>| 3099 | 423509 |
| \* | Nova Ltd. (NVMI IT) | 1973 | 685342 |
| #\* | Nova Ltd. (NVMI US) | 810 | 279158 |
|  | One Software <br> Technologies Ltd.<br>| 7510 | 201940 |
|  | Partner <br> Communications Co. <br> Ltd.<br>| 21926 | 217702 |
|  | Paz Retail & Energy <br> Ltd.<br>| 2076 | 443505 |
|  | Phoenix Financial Ltd. | 18068 | 695564 |
|  | Shufersal Ltd. | 32340 | 401920 |
|  | Strauss Group Ltd. | 6947 | 195625 |

---

------

**International Large Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | Tel Aviv Stock <br> Exchange Ltd.<br>| 11375 | $264799 |
| \* | Teva Pharmaceutical <br> Industries Ltd. <br> (TEVA IT)<br>| 98607 | 2019116 |
| \* | Teva Pharmaceutical <br> Industries Ltd. <br> (TEVA US), <br> Sponsored ADR<br>| 9668 | 198001 |
| \* | Tower Semiconductor <br> Ltd. (TSEM US)<br>| 2683 | 228511 |
|  | YH Dimri Construction <br> & Development Ltd.<br>| 1229 | 148295 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | 10713878 |
| ITALY — (2.4%) | ITALY — (2.4%) | ITALY — (2.4%) | ITALY — (2.4%) |
|  | BPER Banca SpA | 118664 | 1421820 |
|  | Enel SpA | 946877 | 9578378 |
|  | Ferrari NV (RACE IM) | 5787 | 2317545 |
| # | Ferrari NV (RACE US) | 8166 | 3298656 |
|  | FinecoBank Banca <br> Fineco SpA<br>| 121070 | 2770099 |
|  | Intesa Sanpaolo SpA | 61727 | 397851 |
|  | Moncler SpA | 22600 | 1355759 |
| Ω | Poste Italiane SpA | 74569 | 1797851 |
|  | Prysmian SpA | 32144 | 3351453 |
|  | Recordati Industria <br> Chimica e <br> Farmaceutica SpA<br>| 11335 | 674679 |
|  | Snam SpA | 273223 | 1685134 |
|  | UniCredit SpA | 2669 | 197630 |
| TOTAL ITALY | TOTAL ITALY |  | 28846855 |
| JAPAN — (21.8%) | JAPAN — (21.8%) | JAPAN — (21.8%) | JAPAN — (21.8%) |
|  | ABC-Mart, Inc. | 4600 | 78806 |
|  | Advantest Corp. | 85200 | 12758342 |
|  | Aeon Co. Ltd. | 250500 | 3962084 |
|  | Ajinomoto Co., Inc. | 68600 | 1945654 |
|  | Asahi Intecc Co. Ltd. | 26900 | 426562 |
|  | Asics Corp. | 171200 | 4359465 |
|  | Astellas Pharma, Inc. | 388100 | 4062486 |
|  | Azbil Corp. | 55682 | 548879 |
|  | Bandai Namco <br> Holdings, Inc.<br>| 100500 | 3127800 |
|  | BayCurrent, Inc. | 34400 | 1577722 |
|  | BIPROGY, Inc. | 21700 | 876493 |
|  | Blue Zones Holdings <br> Co. Ltd.<br>| 4800 | 244288 |
|  | Canon, Inc. (7751 JP) | 4400 | 126358 |
|  | Capcom Co. Ltd. | 77700 | 2028988 |
|  | Chugai Pharmaceutical <br> Co. Ltd.<br>| 71900 | 3290700 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Cosmos <br> Pharmaceutical <br> Corp.<br>| 8000 | $357931 |
|  | CyberAgent, Inc. | 36300 | 361848 |
|  | Daifuku Co. Ltd. | 63253 | 2016302 |
|  | Daiichi Sankyo Co. <br> Ltd.<br>| 59300 | 1416565 |
|  | Daikin Industries Ltd. | 1000 | 116180 |
|  | Daito Trust <br> Construction Co. <br> Ltd.<br>| 102500 | 1916346 |
|  | Dentsu Soken, Inc. | 5800 | 287229 |
|  | Dexerials Corp. | 21300 | 343567 |
|  | Disco Corp. | 10100 | 3354038 |
| # | DMG Mori Co. Ltd. | 35100 | 544381 |
|  | Ebara Corp. | 106400 | 2837403 |
|  | Fast Retailing Co. Ltd. | 21500 | 7893074 |
|  | Food & Life Cos. Ltd. | 28500 | 1390041 |
|  | Fuji Electric Co. Ltd. | 21300 | 1521275 |
|  | Fujikura Ltd. | 53600 | 7298928 |
|  | Fujitsu Ltd. | 176000 | 4586637 |
|  | GMO Payment <br> Gateway, Inc.<br>| 5798 | 316283 |
|  | Hitachi Ltd. (6501 JP) | 316000 | 10794238 |
|  | Hoya Corp. | 36500 | 5928768 |
|  | IHI Corp. | 226800 | 4695688 |
|  | Internet Initiative <br> Japan, Inc.<br>| 31600 | 570143 |
|  | Japan Airport Terminal <br> Co. Ltd.<br>| 20400 | 633857 |
|  | Japan Exchange <br> Group, Inc.<br>| 253200 | 2823474 |
|  | Japan Tobacco, Inc. | 37000 | 1288817 |
|  | Kakaku.com, Inc. | 30000 | 533325 |
|  | Kao Corp. | 47164 | 1995963 |
|  | Kawasaki Heavy <br> Industries Ltd.<br>| 28800 | 2306206 |
|  | KDDI Corp. | 426400 | 6796965 |
|  | Kikkoman Corp. | 60500 | 481764 |
| # | Kobe Bussan Co. Ltd. | 36700 | 851591 |
|  | Kokusai Electric Corp. | 7700 | 281369 |
|  | Konami Group Corp. | 12900 | 2148304 |
|  | Kurita Water Industries <br> Ltd.<br>| 23703 | 897964 |
| # | Lasertec Corp. | 20700 | 4202767 |
|  | Marui Group Co. Ltd. | 34800 | 667406 |
|  | Maruwa Co. Ltd. | 800 | 226190 |
|  | MatsukiyoCocokara & <br> Co.<br>| 43100 | 780869 |
|  | McDonald's Holdings <br> Co. Japan Ltd.<br>| 12000 | 469439 |
| \* | Mercari, Inc. | 10400 | 154215 |
|  | Mitsubishi Heavy <br> Industries Ltd.<br>| 180500 | 5449235 |

---

------

**International Large Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Mitsui Kinzoku Co. <br> Ltd.<br>| 7600 | $774117 |
|  | MonotaRO Co. Ltd. | 63100 | 880377 |
|  | NEC Corp. | 74500 | 2705843 |
|  | Nippon Sanso <br> Holdings Corp.<br>| 40500 | 1345078 |
|  | Nissan Chemical <br> Corp.<br>| 27936 | 943836 |
|  | Nitto Denko Corp. | 121900 | 3035902 |
|  | NOF Corp. | 19600 | 348773 |
|  | Nomura Research <br> Institute Ltd.<br>| 90430 | 3491778 |
| # | NS Solutions Corp. | 7800 | 196535 |
|  | Obic Co. Ltd. | 21300 | 660749 |
|  | Olympus Corp. | 264200 | 3251500 |
|  | Oracle Corp. Japan | 8600 | 792832 |
|  | Organo Corp. | 2300 | 197384 |
|  | Oriental Land Co. Ltd. | 48800 | 987598 |
|  | Otsuka Corp. | 25500 | 504137 |
|  | Pan Pacific <br> International <br> Holdings Corp.<br>| 464000 | 2760154 |
|  | Persol Holdings Co. <br> Ltd.<br>| 626400 | 1039113 |
|  | Rakus Co. Ltd. | 29600 | 238955 |
| \* | Rakuten Bank Ltd. | 11100 | 609249 |
| \* | Rakuten Group, Inc. | 360500 | 2358464 |
|  | Recruit Holdings Co. <br> Ltd.<br>| 157000 | 7785305 |
|  | Round One Corp. | 14600 | 104831 |
|  | Ryohin Keikaku Co. <br> Ltd.<br>| 114400 | 2353135 |
|  | Sankyo Co. Ltd. | 62500 | 1084210 |
|  | Sanrio Co. Ltd. | 37500 | 1735438 |
|  | Santen Pharmaceutical <br> Co. Ltd.<br>| 4406 | 43169 |
|  | Sanwa Holdings Corp. | 42500 | 1159048 |
|  | Sapporo Holdings Ltd. | 2500 | 120141 |
|  | SCREEN Holdings Co. <br> Ltd.<br>| 25800 | 2445780 |
|  | SCSK Corp. | 32800 | 1205289 |
|  | Seibu Holdings, Inc. | 54400 | 1912053 |
|  | SG Holdings Co. Ltd. | 35801 | 329033 |
| \* | Sharp Corp. | 33700 | 187074 |
| \* | SHIFT, Inc. | 26000 | 179220 |
|  | Shin-Etsu Chemical <br> Co. Ltd.<br>| 167543 | 5036163 |
|  | Skylark Holdings Co. <br> Ltd.<br>| 65500 | 1184731 |
| # | Socionext, Inc. | 23345 | 525369 |
|  | SoftBank Corp. | 3564100 | 5064579 |
|  | SoftBank Group Corp. | 51204 | 8984690 |
| \* | Sony Financial Group, <br> Inc.<br>| 835000 | 841989 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| \* | Sony Financial Group, <br> Inc., ADR<br>| 5585 | $27757 |
|  | Sony Group Corp. <br> (6758 JP)<br>| 835000 | 23254399 |
| # | Sony Group Corp. <br> (SONY US), <br> Sponsored ADR<br>| 27926 | 778856 |
|  | Sugi Holdings Co. Ltd. | 23800 | 514120 |
|  | Sundrug Co. Ltd. | 11500 | 310388 |
|  | Sysmex Corp. | 100400 | 1119215 |
|  | TDK Corp. (6762 JP) | 124101 | 2168318 |
|  | TIS, Inc. | 49600 | 1708761 |
|  | Toei Animation Co. <br> Ltd.<br>| 9100 | 170552 |
|  | Tokio Marine Holdings, <br> Inc. (8766 JP)<br>| 254900 | 9506029 |
|  | Tokyo Electron Ltd. | 52500 | 11574686 |
|  | Tokyo Ohka Kogyo Co. <br> Ltd.<br>| 5200 | 189766 |
|  | Tomy Co. Ltd. | 900 | 18515 |
| # | Toridoll Holdings Corp. | 8500 | 246196 |
|  | Toyo Suisan Kaisha <br> Ltd.<br>| 1900 | 137721 |
|  | Trend Micro, Inc. (4704 <br> JP)<br>| 29500 | 1505457 |
|  | Unicharm Corp. | 105301 | 651516 |
|  | USS Co. Ltd. | 58600 | 646819 |
|  | Welcia Holdings Co. <br> Ltd.<br>| 10922 | 217816 |
|  | Yamazaki Baking Co. <br> Ltd.<br>| 7200 | 141499 |
|  | Yokogawa Electric <br> Corp.<br>| 52800 | 1579483 |
|  | Zensho Holdings Co. <br> Ltd.<br>| 24400 | 1519291 |
|  | ZOZO, Inc. | 96000 | 829873 |
| TOTAL JAPAN | TOTAL JAPAN |  | 259171866 |
| NETHERLANDS — (3.5%) | NETHERLANDS — (3.5%) | NETHERLANDS — (3.5%) | NETHERLANDS — (3.5%) |
|  | ASML Holding NV <br> (ASML NA)<br>| 3091 | 3268143 |
|  | ASML Holding NV <br> (ASML US)<br>| 28336 | 30014341 |
|  | Wolters Kluwer NV | 66610 | 8165423 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | 41447907 |
| NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) |
|  | a2 Milk Co. Ltd.  | 3013 | 18620 |
| # | Chorus Ltd. (CNU NZ) | 159898 | 856262 |
|  | Contact Energy Ltd. | 9939 | 52983 |
|  | Fisher & Paykel <br> Healthcare Corp. <br> Ltd.<br>| 33477 | 709715 |

---

------

**International Large Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |
|  | Mainfreight Ltd. | 12798 | $441365 |
|  | Spark New Zealand <br> Ltd.<br>| 135604 | 190107 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | 2269052 |
| NORWAY — (0.5%) | NORWAY — (0.5%) | NORWAY — (0.5%) | NORWAY — (0.5%) |
|  | AF Gruppen ASA | 2755 | 46273 |
|  | Bluenord ASA | 108 | 4932 |
|  | Borregaard ASA | 13187 | 249744 |
| # | Gjensidige Forsikring <br> ASA<br>| 6613 | 177971 |
| # | Hoegh Autoliners ASA | 1319 | 11819 |
|  | Kongsberg Gruppen <br> ASA<br>| 36951 | 942002 |
|  | Mowi ASA | 26474 | 581978 |
| # | Orkla ASA | 7103 | 72140 |
|  | Protector Forsikring <br> ASA<br>| 13853 | 624047 |
| # | Salmar ASA | 3714 | 208556 |
|  | Storebrand ASA | 112723 | 1746869 |
|  | Telenor ASA | 43162 | 641885 |
| # | TOMRA Systems ASA | 16984 | 207340 |
|  | Var Energi ASA | 69993 | 235169 |
|  | Veidekke ASA | 32945 | 510080 |
| TOTAL NORWAY | TOTAL NORWAY |  | 6260805 |
| PORTUGAL — (0.1%) | PORTUGAL — (0.1%) | PORTUGAL — (0.1%) | PORTUGAL — (0.1%) |
|  | Galp Energia SGPS <br> SA<br>| 28047 | 563494 |
|  | Jeronimo Martins <br> SGPS SA<br>| 23855 | 614386 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | 1177880 |
| SINGAPORE — (1.0%) | SINGAPORE — (1.0%) | SINGAPORE — (1.0%) | SINGAPORE — (1.0%) |
|  | DBS Group Holdings <br> Ltd.<br>| 133663 | 5533983 |
|  | Sembcorp Industries <br> Ltd.<br>| 213800 | 1071255 |
|  | Singapore Airlines Ltd. | 9700 | 49378 |
|  | Singapore Exchange <br> Ltd.<br>| 177800 | 2307053 |
|  | Singapore <br> Technologies <br> Engineering Ltd.<br>| 304300 | 1982532 |
|  | Yangzijiang <br> Shipbuilding <br> Holdings Ltd.<br>| 510900 | 1379816 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | 12324017 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (2.9%) | SPAIN — (2.9%) | SPAIN — (2.9%) | SPAIN — (2.9%) |
|  | ACS Actividades de <br> Construccion y <br> Servicios SA<br>| 38941 | $3197406 |
| Ω | Aena SME SA | 123810 | 3362824 |
|  | Amadeus IT Group SA | 50562 | 3864994 |
|  | Bankinter SA | 30315 | 456975 |
|  | Endesa SA | 69616 | 2495734 |
|  | Ferrovial SE | 105318 | 6462769 |
|  | Iberdrola SA | 151087 | 3061968 |
| # | Industria de Diseno <br> Textil SA<br>| 110684 | 6112013 |
|  | Naturgy Energy Group <br> SA<br>| 20116 | 609288 |
|  | Telefonica SA (TEF <br> SM)<br>| 965080 | 4894088 |
| TOTAL SPAIN | TOTAL SPAIN |  | 34518059 |
| SWEDEN — (2.9%) | SWEDEN — (2.9%) | SWEDEN — (2.9%) | SWEDEN — (2.9%) |
|  | AAK AB | 12962 | 362452 |
|  | AddTech AB, Class B | 41999 | 1414975 |
|  | Alfa Laval AB | 13640 | 648277 |
| # | Assa Abloy AB, <br> Class B<br>| 6507 | 245213 |
|  | Atlas Copco AB <br> (ATCOA SS), <br> Class A<br>| 253368 | 4245448 |
|  | Atlas Copco AB <br> (ATCOB SS), <br> Class B<br>| 142793 | 2136063 |
|  | Avanza Bank Holding <br> AB<br>| 30198 | 1160647 |
|  | Axfood AB | 25778 | 702428 |
|  | Epiroc AB (EPIA SS), <br> Class A<br>| 42925 | 905114 |
|  | Epiroc AB (EPIB SS), <br> Class B<br>| 25518 | 476231 |
| Ω | Evolution AB | 7552 | 503171 |
| # | H & M Hennes & <br> Mauritz AB, Class B<br>| 72016 | 1360103 |
|  | Hemnet Group AB | 14063 | 306935 |
|  | Indutrade AB | 34001 | 908924 |
|  | Lagercrantz Group AB, <br> Class B<br>| 43671 | 1068399 |
|  | Lifco AB, Class B | 18429 | 711533 |
|  | Medicover AB, <br> Class B<br>| 16035 | 435937 |
|  | Mycronic AB | 21742 | 510041 |
|  | Nordnet AB publ | 33693 | 972895 |
|  | Sandvik AB | 36505 | 1103892 |
|  | Sectra AB, Class B | 30190 | 957692 |
|  | Sweco AB, Class B | 22525 | 405867 |
|  | Tele2 AB, Class B | 151957 | 2413969 |

---

------

**International Large Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | Telefonaktiebolaget LM <br> Ericsson (ERICB <br> SS), Class B<br>| 328707 | $3335015 |
|  | Volvo AB (VOLVA SS), <br> Class A<br>| 26464 | 723190 |
|  | Volvo AB (VOLVB SS), <br> Class B<br>| 212273 | 5815229 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | 33829640 |
| SWITZERLAND — (7.9%) | SWITZERLAND — (7.9%) | SWITZERLAND — (7.9%) | SWITZERLAND — (7.9%) |
|  | ABB Ltd. | 49749 | 3698715 |
|  | Geberit AG | 9600 | 7017829 |
|  | Kuehne & Nagel <br> International AG<br>| 14000 | 2685852 |
|  | Nestle SA | 232776 | 22241384 |
|  | Novartis AG (NOVN <br> SW)<br>| 29182 | 3611613 |
|  | Novartis AG (NVS US), <br> Sponsored ADR<br>| 94379 | 11683176 |
|  | Partners Group <br> Holding AG<br>| 5139 | 6293305 |
|  | Roche Holding AG (RO <br> SW)<br>| 4309 | 1461886 |
|  | Roche Holding AG <br> (ROG SW)<br>| 94629 | 30652242 |
|  | SGS SA | 45576 | 5139596 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | 94485598 |
| UNITED KINGDOM — (12.7%) | UNITED KINGDOM — (12.7%) | UNITED KINGDOM — (12.7%) | UNITED KINGDOM — (12.7%) |
|  | Admiral Group PLC | 52109 | 2243668 |
| Ω | Airtel Africa PLC | 257738 | 937309 |
|  | Ashtead Group PLC | 153457 | 10250125 |
|  | AstraZeneca PLC <br> (AZN LN)<br>| 14419 | 2378393 |
|  | AstraZeneca PLC <br> (AZN US), <br> Sponsored ADR<br>| 189468 | 15612163 |
| Ω | Auto Trader Group <br> PLC<br>| 237916 | 2440800 |
|  | Bunzl PLC | 34678 | 1054132 |
| \* | Carnival PLC (CCL <br> LN)<br>| 18752 | 487174 |
| \* | Carnival PLC (CUK <br> US), ADR<br>| 3840 | 99878 |
|  | Coca-Cola HBC AG | 29306 | 1329849 |
|  | Compass Group PLC | 167527 | 5545103 |
| # | Diageo PLC (DEO <br> US), Sponsored <br> ADR<br>| 37543 | 3457335 |
|  | Diageo PLC (DGE LN) | 21446 | 493295 |
|  | Experian PLC | 130958 | 6108556 |
|  | Fresnillo PLC | 31909 | 933120 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Games Workshop <br> Group PLC<br>| 4318 | $904225 |
|  | GSK PLC (GSK LN) | 106170 | 2485805 |
| # | GSK PLC (GSK US), <br> Sponsored ADR<br>| 245083 | 11484608 |
|  | Howden Joinery Group <br> PLC<br>| 1725 | 19592 |
|  | IMI PLC | 31144 | 979135 |
|  | Imperial Brands PLC | 287207 | 11411965 |
|  | InterContinental Hotels <br> Group PLC (IHG <br> US), ADR<br>| 1 | 164 |
|  | Intertek Group PLC | 27700 | 1845042 |
|  | Legal & General Group <br> PLC<br>| 809429 | 2529399 |
|  | Marks & Spencer <br> Group PLC<br>| 429837 | 2246250 |
|  | Next PLC | 33755 | 6342229 |
|  | Reckitt Benckiser <br> Group PLC<br>| 205808 | 15742058 |
|  | RELX PLC (REL LN) | 57560 | 2543943 |
|  | RELX PLC (RELX US), <br> Sponsored ADR<br>| 78406 | 3468681 |
|  | RELX PLC (REN NA) | 71813 | 3162908 |
|  | Rightmove PLC | 199327 | 1750181 |
|  | Rolls-Royce Holdings <br> PLC<br>| 1013423 | 15595358 |
|  | Sage Group PLC | 199857 | 3020912 |
|  | St. James's Place <br> PLC<br>| 120279 | 2052205 |
| # | Unilever PLC (UL US), <br> Sponsored ADR<br>| 166425 | 10017121 |
| TOTAL UNITED <br> KINGDOM | TOTAL UNITED <br> KINGDOM |  | 150972681 |
| TOTAL COMMON <br> STOCKS | TOTAL COMMON <br> STOCKS |  | 1142105006 |
| 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%) |
| \* | Constellation Software, <br> Inc. Warrants <br> 03/31/2040<br>| 2145 | 0 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $773,507,019) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $773,507,019) |  | 1142105006 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

**International Large Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (4.0%) | SECURITIES LENDING COLLATERAL — (4.0%) | SECURITIES LENDING COLLATERAL — (4.0%) | SECURITIES LENDING COLLATERAL — (4.0%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 4114838 | $47596330 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $821,103,348) | (Cost $821,103,348) |  | $1189701336 |

---

As of October 31, 2025, International Large Cap Growth Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp; 12 | 12/19/25 | &nbsp;&nbsp; $4103091 | &nbsp;&nbsp; $4124400 | &nbsp;&nbsp; $21309 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$4103091** | &nbsp;&nbsp; **$4124400** | &nbsp;&nbsp; **$21309** |

---

As of October 31, 2025, the value of Rule 144A securities amounted to $10,046,566 or 0.9% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| Australia | &nbsp;&nbsp; $2769321 | &nbsp;&nbsp; $70252142 | &nbsp;&nbsp; — | &nbsp;&nbsp; $73021463 |
| Austria | &nbsp;&nbsp; — | &nbsp;&nbsp; 1989348 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1989348 |
| Belgium | &nbsp;&nbsp; 1173729 | &nbsp;&nbsp; 8530331 | &nbsp;&nbsp; — | &nbsp;&nbsp; 9704060 |
| Canada | &nbsp;&nbsp; 125644502 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 125644502 |
| Denmark | &nbsp;&nbsp; 1582720 | &nbsp;&nbsp; 13876787 | &nbsp;&nbsp; — | &nbsp;&nbsp; 15459507 |
| Finland | &nbsp;&nbsp; — | &nbsp;&nbsp; 7262650 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7262650 |
| France | &nbsp;&nbsp; — | &nbsp;&nbsp; 112066632 | &nbsp;&nbsp; — | &nbsp;&nbsp; 112066632 |
| Germany | &nbsp;&nbsp; 443589 | &nbsp;&nbsp; 100844077 | &nbsp;&nbsp; — | &nbsp;&nbsp; 101287666 |
| Hong Kong | &nbsp;&nbsp; — | &nbsp;&nbsp; 17184620 | &nbsp;&nbsp; — | &nbsp;&nbsp; 17184620 |
| Ireland | &nbsp;&nbsp; — | &nbsp;&nbsp; 2466320 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2466320 |
| Israel | &nbsp;&nbsp; 1300075 | &nbsp;&nbsp; 9413803 | &nbsp;&nbsp; — | &nbsp;&nbsp; 10713878 |
| Italy | &nbsp;&nbsp; 3298656 | &nbsp;&nbsp; 25548199 | &nbsp;&nbsp; — | &nbsp;&nbsp; 28846855 |
| Japan | &nbsp;&nbsp; 1648602 | &nbsp;&nbsp; 257523264 | &nbsp;&nbsp; — | &nbsp;&nbsp; 259171866 |
| Netherlands | &nbsp;&nbsp; 30014341 | &nbsp;&nbsp; 11433566 | &nbsp;&nbsp; — | &nbsp;&nbsp; 41447907 |
| New Zealand | &nbsp;&nbsp; — | &nbsp;&nbsp; 2269052 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2269052 |
| Norway | &nbsp;&nbsp; — | &nbsp;&nbsp; 6260805 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6260805 |
| Portugal | &nbsp;&nbsp; — | &nbsp;&nbsp; 1177880 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1177880 |
| Singapore | &nbsp;&nbsp; — | &nbsp;&nbsp; 12324017 | &nbsp;&nbsp; — | &nbsp;&nbsp; 12324017 |
| Spain | &nbsp;&nbsp; — | &nbsp;&nbsp; 34518059 | &nbsp;&nbsp; — | &nbsp;&nbsp; 34518059 |
| Sweden | &nbsp;&nbsp; — | &nbsp;&nbsp; 33829640 | &nbsp;&nbsp; — | &nbsp;&nbsp; 33829640 |
| Switzerland | &nbsp;&nbsp; 11683176 | &nbsp;&nbsp; 82802422 | &nbsp;&nbsp; — | &nbsp;&nbsp; 94485598 |
| United Kingdom | &nbsp;&nbsp; 44139950 | &nbsp;&nbsp; 106832731 | &nbsp;&nbsp; — | &nbsp;&nbsp; 150972681 |

---

------

**International Large Cap Growth Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Rights/Warrants |  |  |  |  |
| Canada | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; $47596330 | &nbsp;&nbsp; — | &nbsp;&nbsp; $47596330 |
| Total Investments in Securities | &nbsp;&nbsp; $223698661 | &nbsp;&nbsp; $966002675 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1189701336 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Futures Contracts\*\* | &nbsp;&nbsp; $21309 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 21309 |
| Total Financial Instruments | &nbsp;&nbsp; $21309 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $21309 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**International Small Cap Growth Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (96.4%) | COMMON STOCKS — (96.4%) | COMMON STOCKS — (96.4%) | COMMON STOCKS — (96.4%) |
| AUSTRALIA — (6.4%) | AUSTRALIA — (6.4%) | AUSTRALIA — (6.4%) | AUSTRALIA — (6.4%) |
|  | Accent Group Ltd. | 63447 | $53116 |
|  | Acrow Ltd. | 67333 | 49751 |
| # | ARB Corp. Ltd. | 24068 | 565770 |
|  | AUB Group Ltd. | 21862 | 528086 |
| \* | Audinate Group Ltd. | 449 | 1445 |
|  | Aussie Broadband Ltd. | 37107 | 144363 |
| \* | Austal Ltd. | 59643 | 264466 |
|  | Australian Clinical Labs <br> Ltd.<br>| 36962 | 62796 |
|  | Australian Ethical <br> Investment Ltd.<br>| 25309 | 115695 |
|  | Australian Finance <br> Group Ltd.<br>| 43070 | 67060 |
| †† | AVZ Minerals Ltd. | 336495 | 35282 |
| \* | Baby Bunting Group <br> Ltd.<br>| 17170 | 30745 |
| # | Beacon Lighting Group <br> Ltd.<br>| 28954 | 52914 |
| \* | Bellevue Gold Ltd. | 216525 | 166031 |
| \* | Boss Energy Ltd. | 3641 | 4725 |
| # | Bravura Solutions Ltd. | 73643 | 138605 |
| # | Breville Group Ltd. | 30432 | 590480 |
| \* | Capricorn Metals Ltd. | 107779 | 907516 |
| \* | Catalyst Metals Ltd. | 39768 | 175903 |
| \* | Catapult Sports Ltd. | 22005 | 96612 |
| #\* | Cettire Ltd. | 48710 | 21946 |
|  | Champion Iron Ltd. | 2462 | 8904 |
| # | Clinuvel <br> Pharmaceuticals <br> Ltd.<br>| 9055 | 68054 |
| # | Cobram Estate Olives <br> Ltd.<br>| 16939 | 37639 |
|  | Codan Ltd. | 29274 | 693237 |
| # | Cogstate Ltd. | 6282 | 11312 |
|  | Collins Foods Ltd. | 26555 | 185732 |
|  | Data#3 Ltd. | 47477 | 273391 |
|  | Dicker Data Ltd. | 19198 | 128506 |
| # | Eagers Automotive <br> Ltd.<br>| 35925 | 799451 |
| \* | Emerald Resources <br> NL<br>| 159779 | 496196 |
|  | Energy One Ltd. | 1136 | 14201 |
| \* | Energy Resources of <br> Australia Ltd.<br>| 44404 | 73 |
|  | EVT Ltd. | 20183 | 190702 |
| \* | Genesis Minerals Ltd. | 172908 | 657845 |
|  | GenusPlus Group Ltd. | 11579 | 52640 |
|  | GR Engineering <br> Services Ltd.<br>| 26710 | 63957 |
|  | GWA Group Ltd. | 35068 | 56658 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | Hansen Technologies <br> Ltd.<br>| 49856 | $181871 |
|  | HUB24 Ltd. | 8323 | 620184 |
|  | Imdex Ltd. | 91945 | 206700 |
|  | Infomedia Ltd. | 69648 | 76743 |
|  | Inghams Group Ltd. | 108895 | 172358 |
|  | IRESS Ltd. | 12874 | 74544 |
|  | Jumbo Interactive Ltd. | 10368 | 79563 |
| # | Kogan.com Ltd. | 8684 | 18058 |
|  | Lovisa Holdings Ltd. | 17049 | 403355 |
|  | Lycopodium Ltd. | 3894 | 32071 |
| # | MA Financial Group <br> Ltd.<br>| 22193 | 139666 |
| \* | Macquarie Technology <br> Group Ltd.<br>| 2866 | 123975 |
| # | Mader Group Ltd. | 5695 | 33063 |
|  | McMillan Shakespeare <br> Ltd.<br>| 18902 | 212752 |
| \* | Megaport Ltd. | 32688 | 351112 |
|  | Metcash Ltd. | 231542 | 576753 |
|  | Monadelphous Group <br> Ltd.<br>| 26446 | 401959 |
| # | Myer Holdings Ltd. | 157534 | 40664 |
| \* | Nanosonics Ltd. | 27624 | 82728 |
|  | Netwealth Group Ltd. | 352 | 7085 |
| \* | Neuren <br> Pharmaceuticals <br> Ltd.<br>| 16162 | 229419 |
|  | nib holdings Ltd. | 132496 | 653019 |
| # | Nick Scali Ltd. | 27080 | 449848 |
|  | NRW Holdings Ltd. | 9227 | 29235 |
| \* | Nuix Ltd. | 27149 | 43340 |
|  | Objective Corp. Ltd. | 6021 | 72696 |
| #\* | Ora Banda Mining Ltd. | 100480 | 79087 |
| \* | Pantoro Gold Ltd. | 31982 | 106811 |
| \* | PPK Mining Equipment <br> Group Pty. Ltd.<br>| 7132 | 0 |
|  | Premier Investments <br> Ltd.<br>| 10999 | 128037 |
| # | Propel Funeral <br> Partners Ltd.<br>| 13636 | 44734 |
| # | PWR Holdings Ltd. | 21649 | 120397 |
|  | Ramelius Resources <br> Ltd.<br>| 193799 | 419263 |
|  | Regis Healthcare Ltd. | 37883 | 183608 |
|  | Regis Resources Ltd. | 80841 | 339371 |
|  | Ridley Corp. Ltd. | 83115 | 160998 |
| \* | RPMGlobal Holdings <br> Ltd.<br>| 60700 | 193252 |
|  | Servcorp Ltd. | 9221 | 44521 |
|  | Service Stream Ltd. | 66453 | 98586 |
| \* | SiteMinder Ltd. | 9811 | 45543 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| \* | Smart Parking Ltd. | 19697 | $16228 |
|  | SmartGroup Corp. Ltd. | 44344 | 237053 |
|  | Southern Cross <br> Electrical <br> Engineering Ltd.<br>| 30518 | 49061 |
|  | SRG Global Ltd. | 62796 | 112919 |
|  | Super Retail Group <br> Ltd.<br>| 29619 | 309558 |
| \* | Superloop Ltd. | 88032 | 179601 |
| #\* | Telix Pharmaceuticals <br> Ltd.<br>| 27127 | 287048 |
| \* | Temple & Webster <br> Group Ltd.<br>| 28945 | 449856 |
| \* | Tuas Ltd. | 44177 | 203326 |
| \* | Tyro Payments Ltd. | 88693 | 64368 |
| # | Universal Store <br> Holdings Ltd.<br>| 2072 | 12019 |
|  | Ventia Services Group <br> Pty. Ltd.<br>| 182575 | 683846 |
| # | Vulcan Steel Ltd. | 13022 | 61727 |
| \* | WEB Travel Group <br> Ltd.<br>| 88931 | 242629 |
| \* | Webjet Group Ltd. | 88931 | 48845 |
| \* | West African <br> Resources Ltd.<br>| 216590 | 178893 |
|  | Westgold Resources <br> Ltd.<br>| 112373 | 385930 |
| \* | Zip Co. Ltd. | 298858 | 750975 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | 19362656 |
| AUSTRIA — (1.4%) | AUSTRIA — (1.4%) | AUSTRIA — (1.4%) | AUSTRIA — (1.4%) |
|  | ANDRITZ AG | 22725 | 1718142 |
| Ω | BAWAG Group AG | 12859 | 1661785 |
|  | DO & Co. AG | 1869 | 445844 |
| \* | Eurotelesites AG | 8017 | 44728 |
|  | Oesterreichische Post <br> AG<br>| 8207 | 283700 |
|  | Strabag SE (STR AV) | 2166 | 169457 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | 4323656 |
| BELGIUM — (1.4%) | BELGIUM — (1.4%) | BELGIUM — (1.4%) | BELGIUM — (1.4%) |
|  | Ackermans & van <br> Haaren NV<br>| 353 | 87914 |
|  | Colruyt Group NV | 6576 | 245587 |
|  | Deme Group NV | 1593 | 240681 |
| # | D'ieteren Group | 3590 | 655795 |
|  | EVS Broadcast <br> Equipment SA<br>| 2260 | 94494 |
|  | Fagron | 19119 | 454313 |
| # | Ion Beam Applications | 743 | 9354 |
|  | Jensen-Group NV | 433 | 31237 |
| # | Kinepolis Group NV | 3664 | 125655 |
|  | Lotus Bakeries NV | 120 | 1046959 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) |
| # | Melexis NV | 5576 | $401321 |
|  | Solvay SA | 20216 | 620483 |
|  | Van de Velde NV | 1744 | 60813 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | 4074606 |
| BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) |
| \* | Aura Minerals, Inc. | 2492 | 80566 |
| CANADA — (12.7%) | CANADA — (12.7%) | CANADA — (12.7%) | CANADA — (12.7%) |
| \* | 5N Plus, Inc. | 13400 | 191654 |
|  | AG Growth <br> International, Inc.<br>| 5814 | 149563 |
| \* | Air Canada | 20074 | 263923 |
| \* | Allied Gold Corp. | 10941 | 166469 |
|  | Amerigo Resources <br> Ltd.<br>| 15100 | 32944 |
|  | Andlauer Healthcare <br> Group, Inc.<br>| 4756 | 184469 |
| \* | Aritzia, Inc. | 26722 | 1866568 |
| \* | Athabasca Oil Corp. | 1894 | 9304 |
| \* | ATS Corp. (ATS CN) | 5213 | 143394 |
|  | Badger Infrastructure <br> Solutions Ltd.<br>| 11038 | 579150 |
|  | Bird Construction, Inc. | 14525 | 311927 |
|  | Black Diamond Group <br> Ltd.<br>| 9300 | 99130 |
| # | Boyd Group, Inc. | 5138 | 820695 |
|  | BRP, Inc. (DOO CN) | 2112 | 132483 |
|  | BRP, Inc. (DOOO US) | 1490 | 93602 |
| \* | CAE, Inc. (CAE US) | 1450 | 40687 |
| \* | Canada Goose <br> Holdings, Inc. <br> (GOOS CN)<br>| 7500 | 104435 |
| \* | Canada Packers, Inc. | 2352 | 28055 |
| \* | Celestica, Inc. (CLS <br> US)<br>| 2602 | 896337 |
|  | CES Energy Solutions <br> Corp.<br>| 41389 | 283589 |
| \* | Cipher <br> Pharmaceuticals, <br> Inc.<br>| 2100 | 22160 |
|  | Colliers International <br> Group, Inc. (CIGI <br> US)<br>| 5160 | 823175 |
|  | Computer Modelling <br> Group Ltd.<br>| 27056 | 102626 |
| \* | D2L, Inc. | 2500 | 30997 |
|  | Definity Financial <br> Corp.<br>| 11841 | 550872 |
| \* | Descartes Systems <br> Group, Inc. (DSGX <br> US)<br>| 10648 | 939260 |
| \* | Docebo, Inc. | 1000 | 25061 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Dominion Lending <br> Centres, Inc.<br>| 2900 | $22744 |
|  | DPM Metals, Inc. | 15960 | 341378 |
| # | Dye & Durham Ltd. | 4976 | 18271 |
| \* | Electrovaya, Inc. | 1947 | 12591 |
|  | Endeavour Mining <br> PLC<br>| 22067 | 884065 |
|  | Enghouse Systems <br> Ltd.<br>| 4663 | 69186 |
| #\* | ERO Copper Corp. <br> (ERO CN)<br>| 17559 | 374954 |
|  | Evertz Technologies <br> Ltd.<br>| 8600 | 78608 |
| # | Exchange Income <br> Corp.<br>| 5805 | 318032 |
|  | Extendicare, Inc. | 25468 | 291623 |
|  | Fiera Capital Corp. | 3574 | 16028 |
|  | Finning International, <br> Inc.<br>| 45321 | 2450963 |
| \* | Firan Technology <br> Group Corp.<br>| 3200 | 24915 |
|  | First Majestic Silver <br> Corp. (AG US)<br>| 25400 | 324358 |
|  | FirstService Corp. <br> (FSV US)<br>| 5078 | 809484 |
| # | Freehold Royalties <br> Ltd.<br>| 15268 | 154471 |
| \* | GDI Integrated Facility <br> Services, Inc.<br>| 515 | 10832 |
|  | Gibson Energy, Inc. | 49372 | 841670 |
| # | Gildan Activewear, Inc. <br> (GIL US)<br>| 8429 | 491326 |
| # | goeasy Ltd. | 2107 | 253357 |
|  | Hammond Power <br> Solutions, Inc.<br>| 1500 | 228869 |
|  | Headwater Exploration, <br> Inc.<br>| 63496 | 335012 |
|  | Information Services <br> Corp.<br>| 4303 | 113853 |
| Ω | Jamieson Wellness, <br> Inc.<br>| 12261 | 304394 |
| \* | K92 Mining, Inc. | 61362 | 815943 |
|  | Keyera Corp. | 22840 | 674346 |
| \* | Kinaxis, Inc. | 3926 | 475414 |
| # | Labrador Iron Ore <br> Royalty Corp.<br>| 18300 | 377599 |
|  | Lundin Gold, Inc. | 25205 | 1713519 |
|  | Maple Leaf Foods, <br> Inc.<br>| 11760 | 226052 |
| \* | MDA Space Ltd. | 17284 | 337411 |
| \* | Medexus <br> Pharmaceuticals, <br> Inc.<br>| 3300 | 6588 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Medical Facilities <br> Corp.<br>| 3300 | $33999 |
| \* | New Gold, Inc. (NGD <br> CN)<br>| 88600 | 652553 |
| \* | New Gold, Inc. (NGD <br> US)<br>| 66894 | 491002 |
|  | North West Co., Inc. | 15170 | 492129 |
|  | OceanaGold Corp. | 27200 | 608366 |
|  | OR Royalties, Inc. (OR <br> US)<br>| 25638 | 819903 |
| \* | Orla Mining Ltd. (OLA <br> CN)<br>| 10200 | 105233 |
| \* | Orla Mining Ltd. <br> (ORLA US)<br>| 30757 | 317412 |
|  | Parkland Corp. | 38777 | 1104794 |
|  | Pason Systems, Inc. | 15731 | 134031 |
|  | Pet Valu Holdings Ltd. | 9351 | 232017 |
|  | PHX Energy Services <br> Corp.<br>| 9100 | 49440 |
|  | Pine Cliff Energy Ltd. | 49359 | 26746 |
|  | Pollard Banknote Ltd. | 600 | 8667 |
|  | PrairieSky Royalty Ltd. | 54246 | 973879 |
|  | Premium Brands <br> Holdings Corp.<br>| 9736 | 671257 |
| # | Propel Holdings, Inc. | 4448 | 80933 |
|  | Pulse Seismic, Inc. | 14400 | 30185 |
|  | Quebecor, Inc., <br> Class B<br>| 25087 | 800251 |
|  | Richelieu Hardware <br> Ltd.<br>| 8872 | 243220 |
|  | Rogers Sugar, Inc. | 16562 | 72976 |
|  | Savaria Corp. | 14977 | 235032 |
|  | Secure Waste <br> Infrastructure Corp.<br>| 76841 | 959314 |
|  | Sienna Senior Living, <br> Inc.<br>| 22092 | 301480 |
|  | Sprott, Inc. (SII CN) | 1200 | 98529 |
|  | Sprott, Inc. (SII US) | 5885 | 482276 |
|  | Stella-Jones, Inc. | 15153 | 860098 |
| \* | SunOpta, Inc. (STKL <br> US)<br>| 13263 | 69233 |
|  | Sylogist Ltd. | 3400 | 16363 |
| \* | Taseko Mines Ltd. <br> (TGB US)<br>| 11400 | 51642 |
| \* | Taseko Mines Ltd. <br> (TKO CN)<br>| 27426 | 124170 |
|  | TELUS Corp. | 9810 | 143455 |
| \* | Tenaz Energy Corp. | 3200 | 61055 |
| # | TerraVest Industries, <br> Inc.<br>| 3307 | 320149 |
|  | TFI International, Inc. <br> (TFII US)<br>| 3300 | 296109 |
| # | Topaz Energy Corp. | 24519 | 435295 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Toromont Industries <br> Ltd.<br>| 7921 | $951672 |
|  | TransAlta Corp. | 25233 | 445867 |
|  | TransAlta Corp.  | 52100 | 920865 |
|  | Trican Well Service <br> Ltd.<br>| 56044 | 209783 |
|  | Triple Flag Precious <br> Metals Corp. (TFPM <br> US)<br>| 7390 | 205146 |
| \* | Trisura Group Ltd. <br> (TSU CN)<br>| 5943 | 163771 |
| \* | Viemed Healthcare, <br> Inc.<br>| 8932 | 57701 |
| \* | Wall Financial Corp. | 2300 | 25894 |
| \* | Wesdome Gold Mines <br> Ltd.<br>| 49200 | 742271 |
|  | Westshore Terminals <br> Investment Corp.<br>| 8414 | 154656 |
| TOTAL CANADA | TOTAL CANADA |  | 38571204 |
| DENMARK — (2.3%) | DENMARK — (2.3%) | DENMARK — (2.3%) | DENMARK — (2.3%) |
| \* | ALK-Abello AS | 31893 | 1052100 |
| # | Ambu AS, Class B | 11628 | 180868 |
| # | cBrain AS | 3479 | 81013 |
|  | Chemometec AS | 4914 | 600542 |
| \* | Demant AS | 12853 | 427621 |
|  | ISS AS | 35376 | 1115013 |
|  | MT Hoejgaard Holding <br> AS<br>| 275 | 18040 |
| #\*Ω | Netcompany Group <br> AS<br>| 9010 | 450213 |
| #\* | NTG Nordic Transport <br> Group AS<br>| 1504 | 42442 |
|  | Per Aarsleff Holding <br> AS<br>| 2292 | 260265 |
|  | Ringkjoebing <br> Landbobank AS<br>| 7254 | 1640533 |
|  | Rockwool AS, Class A | 526 | 18017 |
|  | Rockwool AS, Class B | 611 | 20936 |
|  | Royal Unibrew AS | 13889 | 1049733 |
| TOTAL DENMARK | TOTAL DENMARK |  | 6957336 |
| FINLAND — (2.8%) | FINLAND — (2.8%) | FINLAND — (2.8%) | FINLAND — (2.8%) |
|  | Alma Media OYJ | 5579 | 95208 |
| # | Elisa OYJ | 25465 | 1122095 |
|  | eQ OYJ | 1222 | 15494 |
|  | Harvia OYJ | 4474 | 186984 |
|  | Hiab OYJ | 3913 | 216703 |
|  | Kalmar OYJ, Class B | 8376 | 347016 |
|  | Kesko OYJ (KESKOA <br> FH), Class A<br>| 12798 | 273557 |
|  | Kesko OYJ (KESKOB <br> FH), Class B<br>| 59117 | 1247050 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |
|  | Konecranes OYJ | 3148 | $310732 |
|  | Marimekko OYJ | 7952 | 117219 |
| # | Metso OYJ | 29528 | 484229 |
|  | Orion OYJ (ORNAV <br> FH), Class A<br>| 7832 | 548387 |
|  | Orion OYJ (ORNBV <br> FH), Class B<br>| 27053 | 1889191 |
|  | Puuilo OYJ | 18161 | 297365 |
| #\* | QT Group OYJ | 3609 | 147874 |
|  | Sampo OYJ, Class A | 94925 | 1056253 |
|  | Sanoma OYJ | 6329 | 77356 |
|  | Vaisala OYJ, Class A | 2328 | 114944 |
| \* | Verkkokauppa.com <br> OYJ<br>| 2707 | 12364 |
| TOTAL FINLAND | TOTAL FINLAND |  | 8560021 |
| FRANCE — (4.9%) | FRANCE — (4.9%) | FRANCE — (4.9%) | FRANCE — (4.9%) |
|  | Aeroports de Paris SA | 1246 | 170927 |
| \* | Bastide le Confort <br> Medical<br>| 726 | 20668 |
|  | Elis SA | 23483 | 653981 |
|  | Equasens | 334 | 14620 |
|  | Eurofins Scientific SE | 1505 | 106147 |
|  | Exosens SAS | 1123 | 63085 |
|  | FDJ UNITED | 29328 | 854533 |
| \* | Figeac Aero | 1042 | 14597 |
|  | Gaztransport Et <br> Technigaz SA<br>| 10027 | 1985646 |
|  | Getlink SE | 51070 | 932192 |
|  | GL Events SACA | 495 | 15808 |
| \* | ID Logistics Group <br> SACA<br>| 1159 | 526401 |
|  | Infotel SA | 775 | 35999 |
|  | Interparfums SA | 4793 | 157662 |
|  | Ipsen SA | 5178 | 727671 |
|  | IPSOS SA | 2573 | 98627 |
|  | JCDecaux SE | 11506 | 209346 |
|  | Kaufman & Broad SA | 3850 | 129561 |
| # | Lectra | 782 | 20739 |
|  | Linedata Services | 183 | 9464 |
|  | Nexans SA | 7280 | 1025040 |
| \* | OVH Groupe SA | 1540 | 14438 |
|  | Pluxee NV | 15298 | 295519 |
|  | Rexel SA | 3209 | 111272 |
|  | Robertet SA | 176 | 168914 |
|  | SEB SA | 1283 | 70993 |
|  | Seche Environnement <br> SACA<br>| 870 | 70436 |
|  | Societe BIC SA | 1220 | 67883 |
|  | Societe LDC SADIR | 222 | 23618 |
|  | Sodexo SA | 12218 | 676516 |
|  | Sopra Steria Group | 5081 | 790839 |
|  | SPIE SA | 33641 | 1712070 |
|  | Stef SA | 683 | 95272 |
|  | Sword Group | 2139 | 90513 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | Technip Energies NV | 33822 | $1374325 |
| # | Trigano SA | 94 | 15643 |
|  | Vallourec SACA | 40543 | 755907 |
|  | VIEL & Cie SA | 2096 | 42541 |
|  | Virbac SACA | 523 | 213856 |
|  | VusionGroup | 1401 | 389410 |
| TOTAL FRANCE | TOTAL FRANCE |  | 14752679 |
| GERMANY — (5.9%) | GERMANY — (5.9%) | GERMANY — (5.9%) | GERMANY — (5.9%) |
|  | Adesso SE | 355 | 38334 |
|  | AlzChem Group AG | 1130 | 217697 |
| # | Amadeus Fire AG | 226 | 13745 |
|  | Atoss Software SE | 2860 | 383570 |
|  | Bechtle AG | 9633 | 407183 |
|  | Bilfinger SE | 3492 | 376761 |
| \* | Ceconomy AG | 28388 | 145336 |
|  | Cewe Stiftung & Co. <br> KGaA<br>| 18 | 2062 |
|  | CTS Eventim AG & <br> Co. KGaA<br>| 15249 | 1366178 |
|  | Dermapharm Holding <br> SE<br>| 3998 | 157424 |
|  | Eckert & Ziegler SE | 13761 | 268929 |
|  | Elmos Semiconductor <br> SE<br>| 2015 | 190557 |
|  | Energiekontor AG | 2022 | 78895 |
|  | Fabasoft AG | 987 | 17171 |
|  | Fielmann Group AG | 8389 | 458153 |
|  | flatexDEGIRO AG | 17548 | 665630 |
|  | Freenet AG | 20446 | 635827 |
|  | Friedrich Vorwerk <br> Group SE<br>| 1386 | 149227 |
|  | FUCHS SE | 6923 | 245573 |
|  | GEA Group AG | 33419 | 2390382 |
|  | Hensoldt AG | 14387 | 1533620 |
|  | HUGO BOSS AG | 6429 | 285222 |
|  | Init Innovation in Traffic <br> Systems SE<br>| 748 | 40320 |
| \* | IONOS Group SE | 7092 | 251881 |
|  | IVU Traffic <br> Technologies AG<br>| 3749 | 88651 |
| # | Kontron AG | 4880 | 127556 |
|  | Krones AG | 3266 | 474381 |
| # | Nagarro SE | 2210 | 123259 |
| \* | Nordex SE | 20538 | 606502 |
|  | Pfeiffer Vacuum <br> Technology AG<br>| 139 | 24990 |
| \* | PVA TePla AG | 329 | 10061 |
| # | Qiagen NV | 7428 | 348002 |
|  | Rational AG | 747 | 547998 |
|  | RENK Group AG | 10868 | 827449 |
|  | Schott Pharma AG & <br> Co. KGaA<br>| 3362 | 75489 |
| Ω | Scout24 SE | 5435 | 628537 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | Secunet Security <br> Networks AG<br>| 437 | $100390 |
|  | Stroeer SE & Co. <br> KGaA<br>| 9269 | 405557 |
|  | SUSS MicroTec SE | 3129 | 100551 |
|  | Symrise AG | 12604 | 1042338 |
| \*Ω | TeamViewer SE | 40383 | 297245 |
| \* | TUI AG | 83340 | 710129 |
| # | Vossloh AG | 1360 | 124036 |
|  | Washtec AG | 3302 | 157148 |
| \*Ω | Zalando SE | 28868 | 808956 |
| TOTAL GERMANY | TOTAL GERMANY |  | 17948902 |
| HONG KONG — (1.6%) | HONG KONG — (1.6%) | HONG KONG — (1.6%) | HONG KONG — (1.6%) |
|  | ASMPT Ltd. | 17200 | 181043 |
|  | Best Mart 360 <br> Holdings Ltd.<br>| 42000 | 11240 |
| \* | Bright Smart Securities <br> & Commodities <br> Group Ltd.<br>| 152000 | 190369 |
|  | CITIC Telecom <br> International <br> Holdings Ltd.<br>| 110000 | 34971 |
|  | C-Mer Medical <br> Holdings Ltd.<br>| 64000 | 14996 |
| \* | Cowell e Holdings, <br> Inc.<br>| 88000 | 349597 |
| Ω | Crystal International <br> Group Ltd.<br>| 78000 | 68369 |
| \* | Deep Source Holdings <br> Ltd.<br>| 310000 | 30330 |
| #\* | DL Holdings Group <br> Ltd.<br>| 24000 | 7801 |
|  | Dream International <br> Ltd.<br>| 18000 | 22573 |
| #\*Ω | FIT Hon Teng Ltd. | 242000 | 181051 |
|  | FSE Lifestyle Services <br> Ltd.<br>| 41000 | 30500 |
|  | Giordano International <br> Ltd.<br>| 172000 | 32735 |
| \*†† | Gold Financial <br> Holdings Ltd.<br>| 214000 | 0 |
|  | IGG, Inc. | 120000 | 60151 |
| Ω | Impro Precision <br> Industries Ltd.<br>| 27000 | 17379 |
|  | JBM Healthcare Ltd. | 28000 | 10646 |
|  | Johnson Electric <br> Holdings Ltd.<br>| 12500 | 58654 |
|  | KLN Logistics Group <br> Ltd.<br>| 28000 | 25913 |
|  | Luk Fook Holdings <br> International Ltd.<br>| 13000 | 41564 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | Man Wah Holdings <br> Ltd.<br>| 370000 | $225879 |
| \* | Melco International <br> Development Ltd.<br>| 133499 | 80201 |
| \*†† | MH Development NPV | 80000 | 0 |
| \* | Midland Holdings Ltd. | 38000 | 10723 |
|  | Modern Dental Group <br> Ltd.<br>| 43000 | 28903 |
|  | NagaCorp Ltd. | 160000 | 107284 |
|  | Nissin Foods Co. Ltd. | 36000 | 31097 |
|  | Oriental Watch <br> Holdings<br>| 28000 | 12252 |
|  | PAX Global Technology <br> Ltd.<br>| 8000 | 5481 |
|  | PC Partner Group Ltd. | 12000 | 9602 |
|  | PCCW Ltd. | 971687 | 694143 |
|  | Perfect Medical Health <br> Management Ltd.<br>| 132000 | 23440 |
|  | Pico Far East Holdings <br> Ltd.<br>| 32000 | 10800 |
|  | Plover Bay <br> Technologies Ltd.<br>| 128000 | 105587 |
| Ω | Samsonite Group SA | 308100 | 644256 |
|  | SmarTone <br> Telecommunications <br> Holdings Ltd.<br>| 25000 | 15529 |
| \* | Solomon Systech <br> International Ltd.<br>| 164000 | 10532 |
|  | Stella International <br> Holdings Ltd.<br>| 89000 | 189213 |
|  | SUNeVision Holdings <br> Ltd.<br>| 211000 | 163892 |
|  | Tradelink Electronic <br> Commerce Ltd.<br>| 178000 | 23363 |
|  | United Laboratories <br> International <br> Holdings Ltd.<br>| 158000 | 255809 |
|  | Vitasoy International <br> Holdings Ltd.<br>| 192000 | 187781 |
|  | VSTECS Holdings Ltd. | 80000 | 99052 |
|  | VTech Holdings Ltd. | 42100 | 343355 |
|  | Xinyi Glass Holdings <br> Ltd.<br>| 210538 | 246230 |
|  | YesAsia Holdings Ltd. | 24000 | 15435 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | 4909721 |
| IRELAND — (0.3%) | IRELAND — (0.3%) | IRELAND — (0.3%) | IRELAND — (0.3%) |
|  | Cairn Homes PLC | 49225 | 109381 |
|  | Glanbia PLC (GLB ID) | 27038 | 457644 |
|  | Irish Continental Group <br> PLC (IR5B ID)<br>| 40436 | 267566 |
| TOTAL IRELAND | TOTAL IRELAND |  | 834591 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (0.9%) | ISRAEL — (0.9%) | ISRAEL — (0.9%) | ISRAEL — (0.9%) |
| # | Altshuler Shaham <br> Finance Ltd.<br>| 6068 | $16048 |
|  | Analyst IMS <br> Investment <br> Management <br> Services Ltd.<br>| 721 | 30133 |
|  | Arad Ltd. | 2055 | 32838 |
|  | Automatic Bank <br> Services Ltd.<br>| 1364 | 9482 |
| \* | Bet Shemesh Engines <br> Holdings 1997 Ltd.<br>| 94 | 19383 |
|  | Cohen Development <br> Gas & Oil Ltd.<br>| 84 | 5522 |
|  | Danel Adir Yeoshua <br> Ltd.<br>| 1587 | 219608 |
|  | Danya Cebus Ltd. | 1341 | 56375 |
|  | Delta Israel Brands <br> Ltd.<br>| 658 | 21331 |
|  | Electra Consumer <br> Products 1970 Ltd.<br>| 2404 | 83257 |
|  | FMS Enterprises <br> Migun Ltd.<br>| 369 | 21228 |
|  | Fox Wizel Ltd. | 1581 | 182151 |
| \* | Gilat Satellite Networks <br> Ltd.<br>| 2365 | 34084 |
|  | Globrands Ltd. | 90 | 14847 |
|  | Hiper Global Ltd. | 2782 | 15828 |
|  | IDI Insurance Co. Ltd. | 2449 | 145208 |
|  | Inrom Construction <br> Industries Ltd.<br>| 25113 | 187105 |
|  | Libra Insurance Co. <br> Ltd.<br>| 2988 | 14712 |
|  | M Yochananof & Sons <br> Ltd.<br>| 700 | 59234 |
|  | Magic Software <br> Enterprises Ltd. <br> (MGIC US)<br>| 9937 | 205497 |
| \* | Malam - Team Ltd. | 2020 | 86726 |
|  | Max Stock Ltd. | 16993 | 122762 |
|  | Meitav Investment <br> House Ltd.<br>| 10788 | 339404 |
|  | Novolog Ltd. | 23600 | 9176 |
|  | One Software <br> Technologies Ltd.<br>| 319 | 8578 |
|  | Partner <br> Communications Co. <br> Ltd.<br>| 10756 | 106796 |
|  | Qualitau Ltd. | 613 | 94247 |
|  | Rami Levy Chain <br> Stores Hashikma <br> Marketing 2006 Ltd.<br>| 2647 | 248771 |
|  | Retailors Ltd. | 3984 | 71380 |
| # | Tadiran Group Ltd. | 920 | 48996 |
| Ω | Tamar Petroleum Ltd. | 4239 | 52476 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | Telsys Ltd. | 884 | $53401 |
|  | Tiv Taam Holdings 1 <br> Ltd.<br>| 18868 | 51140 |
|  | YD More Investments <br> Ltd.<br>| 6747 | 91977 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | 2759701 |
| ITALY — (4.6%) | ITALY — (4.6%) | ITALY — (4.6%) | ITALY — (4.6%) |
|  | A2A SpA | 36319 | 105820 |
|  | ACEA SpA | 6569 | 159325 |
|  | Amplifon SpA | 35115 | 600107 |
|  | Arnoldo Mondadori <br> Editore SpA<br>| 50889 | 122291 |
|  | Azimut Holding SpA | 39046 | 1528134 |
|  | Banca Generali SpA | 20762 | 1175876 |
|  | Banca Mediolanum <br> SpA<br>| 4659 | 93667 |
| \*Ω | BFF Bank SpA | 45285 | 546614 |
| # | Brembo NV | 10046 | 108350 |
| # | Brunello Cucinelli SpA | 11735 | 1189323 |
| Ω | Carel Industries SpA | 10923 | 283975 |
|  | Cembre SpA | 763 | 55582 |
|  | De' Longhi SpA | 5079 | 185384 |
| \*Ω | doValue SpA | 14092 | 44017 |
| Ω | Enav SpA | 20417 | 106681 |
|  | Fiera Milano SpA | 2922 | 26480 |
| \* | Fincantieri SpA | 16008 | 411859 |
|  | Hera SpA | 44222 | 198476 |
|  | Intercos SpA | 8001 | 109049 |
|  | Iveco Group NV | 8027 | 170599 |
|  | Lottomatica Group <br> SpA<br>| 986 | 24313 |
|  | LU-VE SpA | 2501 | 104134 |
|  | Maire SpA | 52339 | 794665 |
| # | MARR SpA | 5190 | 55065 |
|  | Moltiply Group SpA | 4425 | 240537 |
| \* | NewPrinces SpA | 4907 | 112926 |
|  | Pharmanutra SpA | 1151 | 61462 |
| \*Ω | Philogen SpA | 526 | 15038 |
| # | Piaggio & C SpA | 45642 | 103909 |
| Ω | RAI Way SpA | 34041 | 233278 |
|  | Recordati Industria <br> Chimica e <br> Farmaceutica SpA<br>| 14533 | 865030 |
|  | Reply SpA | 7137 | 1001641 |
| # | Saipem SpA | 267614 | 697655 |
| # | Sanlorenzo SpA | 3013 | 117803 |
|  | Sesa SpA | 1469 | 136706 |
|  | SOL SpA | 12905 | 755601 |
| Ω | Technogym SpA | 40447 | 732619 |
|  | TXT e-solutions SpA | 983 | 37455 |
|  | Webuild SpA | 97794 | 395215 |
|  | Wiit SpA | 1016 | 23134 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
| # | Zignago Vetro SpA | 7166 | $62029 |
| TOTAL ITALY | TOTAL ITALY |  | 13791824 |
| JAPAN — (20.6%) | JAPAN — (20.6%) | JAPAN — (20.6%) | JAPAN — (20.6%) |
| # | &Do Holdings Co. Ltd. | 3700 | 25914 |
|  | A&D HOLON Holdings <br> Co. Ltd.<br>| 5300 | 69468 |
|  | Ad-sol Nissin Corp. | 2600 | 24758 |
| \* | Aeon Fantasy Co. Ltd. | 2900 | 52393 |
|  | Aeon Hokkaido Corp. | 9000 | 50719 |
|  | Aeon Kyushu Co. Ltd. | 1200 | 23337 |
|  | Ai Holdings Corp. | 600 | 10422 |
|  | Aica Kogyo Co. Ltd. | 13800 | 324979 |
|  | Aidma Holdings, Inc. | 700 | 13418 |
|  | Airman Corp. | 4900 | 61148 |
|  | AIT Corp. | 2500 | 32485 |
| \* | Akebono Brake <br> Industry Co. Ltd.<br>| 5000 | 3719 |
|  | Alleanza Holdings Co. <br> Ltd.<br>| 4600 | 31154 |
|  | Altech Corp. | 4470 | 74152 |
|  | Amano Corp. | 14300 | 379404 |
|  | Amiyaki Tei Co. Ltd. | 1600 | 13805 |
| # | Amvis Holdings, Inc. | 9000 | 30605 |
|  | Anest Iwata Corp. | 800 | 7871 |
|  | Anicom Holdings, Inc. | 20000 | 103140 |
|  | Anycolor, Inc. | 5400 | 210646 |
| #\* | AnyMind Group, Inc. | 3300 | 14802 |
|  | Aoyama Zaisan <br> Networks Co. Ltd.<br>| 6400 | 83397 |
|  | Appier Group, Inc. | 4900 | 41131 |
|  | Arealink Co. Ltd. | 8800 | 58019 |
|  | Argo Graphics, Inc. | 16800 | 149030 |
| # | Artner Co. Ltd. | 2100 | 26839 |
|  | As One Corp. | 14742 | 240647 |
|  | Asahi Kogyosha Co. <br> Ltd.<br>| 1100 | 22398 |
|  | Asahi Net, Inc. | 7000 | 31895 |
|  | Asahi Yukizai Corp. | 2400 | 74795 |
|  | Asanuma Corp. | 2300 | 12925 |
|  | ASKUL Corp. | 13500 | 122747 |
| \* | Atom Corp. | 2100 | 7383 |
|  | Atrae, Inc. | 4500 | 20479 |
|  | Aucnet, Inc. | 9200 | 120387 |
|  | Avant Group Corp. | 7100 | 72940 |
|  | Axell Corp. | 600 | 5372 |
|  | Axial Retailing, Inc. | 13700 | 96759 |
| # | AZ-COM MARUWA <br> Holdings, Inc.<br>| 12100 | 80685 |
|  | AZOOM Co. Ltd. | 800 | 24920 |
| \* | Bank of Innovation, <br> Inc.<br>| 900 | 44422 |
|  | Base Co. Ltd. | 2100 | 47645 |
| # | Beauty Garage, Inc. | 2600 | 23847 |
|  | Belc Co. Ltd. | 3000 | 140848 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Bell System24 <br> Holdings, Inc.<br>| 12200 | $104822 |
| \* | Bengo4.com, Inc. | 1200 | 23784 |
| # | Bewith, Inc. | 800 | 7816 |
|  | Bic Camera, Inc. | 25500 | 257051 |
|  | Blue Zones Holdings <br> Co. Ltd.<br>| 4900 | 249378 |
| # | Bookoff Group <br> Holdings Ltd.<br>| 1200 | 10304 |
| # | BrainPad, Inc. | 4700 | 50980 |
|  | Broadmedia Corp. | 2530 | 27852 |
| # | BRONCO BILLY Co. <br> Ltd.<br>| 800 | 19415 |
|  | Bunka Shutter Co. <br> Ltd.<br>| 9300 | 122656 |
| # | Bushiroad, Inc. | 8600 | 16031 |
|  | Business Engineering <br> Corp.<br>| 1400 | 57344 |
|  | C Uyemura & Co. Ltd. | 2600 | 211475 |
|  | Calbee, Inc. | 12400 | 230773 |
| # | Careerlink Co. Ltd. | 2200 | 33695 |
|  | Celsys, Inc. | 13300 | 141454 |
|  | Central Automotive <br> Products Ltd.<br>| 9900 | 115255 |
|  | Central Security <br> Patrols Co. Ltd.<br>| 1400 | 24721 |
| # | Change Holdings, Inc. | 10500 | 76961 |
|  | Charm Care Corp. KK | 5300 | 37460 |
| # | Chikaranomoto <br> Holdings Co. Ltd.<br>| 2800 | 25664 |
|  | Chugoku Marine Paints <br> Ltd.<br>| 7100 | 189801 |
|  | CKD Corp. | 16000 | 342608 |
| # | Colowide Co. Ltd. | 22300 | 241907 |
|  | Como Co. Ltd. | 1000 | 21273 |
|  | Computer Engineering <br> & Consulting Ltd.<br>| 6700 | 93892 |
|  | Comture Corp. | 7600 | 78117 |
|  | Copro-Holdings Co. <br> Ltd.<br>| 2200 | 14736 |
| #\* | Core Concept <br> Technologies, Inc.<br>| 700 | 4311 |
|  | Core Corp. | 2800 | 37405 |
|  | Cota Co. Ltd. | 6129 | 48263 |
|  | Create Restaurants <br> Holdings, Inc.<br>| 76200 | 363288 |
|  | Create SD Holdings <br> Co. Ltd.<br>| 8100 | 167867 |
|  | Creek & River Co. Ltd. | 1600 | 15208 |
|  | Cresco Ltd. | 9000 | 94723 |
|  | CrowdWorks, Inc. | 1300 | 7085 |
|  | CTS Co. Ltd. | 8600 | 49528 |
|  | Curves Holdings Co. <br> Ltd.<br>| 16500 | 77739 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Cybozu, Inc. | 7600 | $151230 |
|  | Daicel Corp. | 7200 | 61949 |
|  | Dai-Dan Co. Ltd. | 3000 | 132937 |
|  | Daiei Kankyo Co. Ltd. | 1000 | 22239 |
|  | Daiichikosho Co. Ltd. | 15700 | 160523 |
|  | Daikokutenbussan Co. <br> Ltd.<br>| 2100 | 84369 |
|  | Daiseki Co. Ltd. | 11798 | 248154 |
|  | Daitron Co. Ltd. | 1900 | 57055 |
|  | Daiwabo Holdings Co. <br> Ltd.<br>| 28500 | 532380 |
|  | Dear Life Co. Ltd. | 10300 | 73789 |
|  | Densan System <br> Holdings Co. Ltd.<br>| 2400 | 55448 |
|  | Dentsu Soken, Inc. | 7800 | 386274 |
|  | Dexerials Corp. | 47100 | 759719 |
|  | Digital Arts, Inc. | 3200 | 156553 |
|  | Digital Hearts Holdings <br> Co. Ltd.<br>| 4700 | 29219 |
|  | Digital Information <br> Technologies Corp.<br>| 4200 | 67468 |
|  | Dip Corp. | 9600 | 131756 |
|  | DMG Mori Co. Ltd. | 18000 | 279170 |
|  | Double Standard, Inc. | 1200 | 13123 |
|  | DTS Corp. | 54400 | 453195 |
| # | EAT&HOLDINGS Co. <br> Ltd.<br>| 1600 | 20347 |
|  | Ebara Jitsugyo Co. <br> Ltd.<br>| 3600 | 97923 |
|  | Ebase Co. Ltd. | 8200 | 24041 |
|  | eGuarantee, Inc. | 10500 | 108305 |
|  | E-Guardian, Inc. | 400 | 4600 |
|  | Elan Corp. | 2600 | 13199 |
|  | Elecom Co. Ltd. | 15200 | 177748 |
|  | EM Systems Co. Ltd. | 9000 | 47693 |
|  | en, Inc. | 9800 | 98852 |
|  | Entrust, Inc. | 4400 | 29995 |
|  | ES-Con Japan Ltd. | 6900 | 44814 |
|  | ESPEC Corp. | 1700 | 38685 |
|  | Eternal Hospitality <br> Group Co. Ltd.<br>| 1200 | 21819 |
|  | eWeLL Co. Ltd. | 700 | 12568 |
|  | EXEO Group, Inc. | 14000 | 201919 |
|  | F&M Co. Ltd. | 1900 | 32766 |
|  | FaithNetwork Co. Ltd. | 4500 | 24151 |
|  | Fast Fitness Japan, <br> Inc.<br>| 1200 | 13933 |
| \* | FDK Corp. | 1800 | 4288 |
|  | Financial Partners <br> Group Co. Ltd.<br>| 15000 | 207937 |
|  | FINDEX, Inc. | 6200 | 33110 |
|  | Fintech Global, Inc. | 19400 | 12813 |
| # | Fixstars Corp. | 5000 | 65147 |
|  | Focus Systems Corp. | 1600 | 16776 |
|  | Food & Life Cos. Ltd. | 900 | 43896 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Forum Engineering, <br> Inc.<br>| 5800 | $46269 |
| # | Forval Corp. | 1800 | 14231 |
|  | FP Corp. | 12400 | 201502 |
| # | FP Partner, Inc. | 1600 | 23490 |
|  | France Bed Holdings <br> Co. Ltd.<br>| 6400 | 54670 |
|  | Freebit Co. Ltd. | 4100 | 42200 |
|  | FTGroup Co. Ltd. | 2600 | 21569 |
|  | Fuji Kyuko Co. Ltd. | 6700 | 107746 |
|  | Fuji Seal International, <br> Inc.<br>| 2400 | 42198 |
|  | Fuji United Holdings <br> Co. Ltd.<br>| 900 | 6847 |
|  | Fujibo Holdings, Inc. | 1200 | 53128 |
|  | Fujimi, Inc. | 12200 | 190786 |
|  | Fujio Food Group, Inc. | 3700 | 26686 |
|  | Fujita Kanko, Inc. | 1800 | 130311 |
|  | Fukuda Denshi Co. <br> Ltd.<br>| 5200 | 235240 |
|  | Fukui Computer <br> Holdings, Inc.<br>| 3200 | 63979 |
|  | FULLCAST Holdings <br> Co. Ltd.<br>| 5400 | 59235 |
|  | Funai Soken Holdings, <br> Inc.<br>| 10630 | 167461 |
| # | Furuya Metal Co. Ltd. | 400 | 7377 |
|  | Fuso Chemical Co. <br> Ltd.<br>| 5600 | 185654 |
|  | Future Corp. | 13500 | 190347 |
|  | G-7 Holdings, Inc. | 8600 | 71305 |
|  | GA Technologies Co. <br> Ltd.<br>| 3600 | 46530 |
|  | Gakkyusha Co. Ltd. | 1800 | 26516 |
| # | Gakujo Co. Ltd. | 1800 | 18834 |
|  | Galilei Co. Ltd. | 6400 | 148865 |
| #\* | GENDA, Inc. | 7300 | 34993 |
| \* | Geniee, Inc. | 1900 | 14659 |
|  | Genki Global Dining <br> Concepts Corp.<br>| 3200 | 62853 |
|  | Genky DrugStores Co. <br> Ltd.<br>| 4400 | 146460 |
| # | Gift Holdings, Inc. | 2400 | 50234 |
| # | giftee, Inc. | 6000 | 42374 |
|  | Global Link <br> Management KK<br>| 1000 | 17246 |
|  | GMO Financial Gate, <br> Inc.<br>| 1000 | 37426 |
|  | GMO Financial <br> Holdings, Inc.<br>| 10300 | 60103 |
|  | GMO GlobalSign <br> Holdings KK<br>| 1400 | 18829 |
|  | GMO internet group, <br> Inc.<br>| 15938 | 356967 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| \* | GNI Group Ltd. | 5000 | $78824 |
| \* | Gokurakuyu Holdings <br> Co. Ltd.<br>| 3700 | 11513 |
|  | Goldwin, Inc. | 9903 | 163577 |
|  | Greens Co. Ltd. | 2300 | 33622 |
|  | grems, Inc. | 3600 | 53684 |
|  | GungHo Online <br> Entertainment, Inc.<br>| 3200 | 54114 |
|  | H.U. Group Holdings, <br> Inc.<br>| 1600 | 39041 |
|  | Hakudo Co. Ltd. | 300 | 4314 |
|  | Halows Co. Ltd. | 3400 | 96389 |
| # | Hamee Corp. | 1900 | 6388 |
|  | Happinet Corp. | 4200 | 171082 |
|  | Hard Off Corp. Co. <br> Ltd.<br>| 3700 | 43339 |
|  | Hazama Ando Corp. | 17200 | 192461 |
| # | Hennge KK | 5800 | 55104 |
|  | Hiday Hidaka Corp. | 4800 | 102461 |
| \* | Hino Motors Ltd. | 40400 | 91776 |
|  | Hioki EE Corp. | 2868 | 110166 |
|  | Hirose Tusyo, Inc. | 400 | 9729 |
| # | HIS Co. Ltd. | 10800 | 91684 |
|  | Hokuto Corp. | 2100 | 24852 |
|  | Hoosiers Holdings Co. <br> Ltd.<br>| 1600 | 13131 |
|  | Horiba Ltd. | 400 | 37163 |
| # | Hotland Holdings Co. <br> Ltd.<br>| 3900 | 51961 |
|  | IBJ, Inc. | 7600 | 39625 |
|  | Ichibanya Co. Ltd. | 15820 | 92343 |
|  | IDOM, Inc. | 22700 | 169449 |
| # | IG Port, Inc. | 2400 | 22667 |
| # | IKK Holdings, Inc. | 2500 | 12288 |
|  | I'll, Inc. | 3200 | 50583 |
|  | i-mobile Co. Ltd. | 8400 | 31850 |
|  | Imuraya Group Co. <br> Ltd.<br>| 2200 | 35377 |
| # | I-NE Co. Ltd. | 1800 | 14668 |
|  | I-Net Corp. | 3440 | 56304 |
|  | Infomart Corp. | 23200 | 49230 |
|  | Insource Co. Ltd. | 16000 | 90457 |
|  | Intage Holdings, Inc. | 900 | 9962 |
|  | Intelligent Wave, Inc. | 3700 | 24829 |
|  | Internet Initiative <br> Japan, Inc.<br>| 7500 | 135319 |
| # | IPS, Inc. | 2400 | 46813 |
|  | ISB Corp. | 3900 | 45403 |
|  | Ise Chemicals Corp. | 800 | 163301 |
|  | Ishihara Chemical Co. <br> Ltd.<br>| 800 | 11297 |
| # | Istyle, Inc. | 15800 | 45984 |
|  | Itfor, Inc. | 9100 | 89981 |
| # | ITmedia, Inc. | 4100 | 42686 |
| # | Ito En Ltd. | 10600 | 218477 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Itochu Enex Co. Ltd. | 11000 | $129783 |
|  | Itoki Corp. | 10500 | 169372 |
| # | Iwaki Co. Ltd. | 2200 | 36348 |
|  | JAC Recruitment Co. <br> Ltd.<br>| 23200 | 152796 |
| \* | Jade Group, Inc. | 3000 | 31594 |
|  | Japan Airport Terminal <br> Co. Ltd.<br>| 11800 | 366643 |
|  | Japan Aviation <br> Electronics Industry <br> Ltd.<br>| 9300 | 138894 |
|  | Japan Business <br> Systems, Inc.<br>| 1400 | 13434 |
| \* | Japan <br> Communications, <br> Inc.<br>| 34900 | 33906 |
|  | Japan Elevator Service <br> Holdings Co. Ltd.<br>| 37000 | 435569 |
| # | Japan Hospice <br> Holdings, Inc.<br>| 1300 | 11413 |
|  | Japan Lifeline Co. Ltd. | 14500 | 137635 |
|  | Japan Material Co. <br> Ltd.<br>| 22000 | 274868 |
|  | Japan Property <br> Management Center <br> Co. Ltd.<br>| 3500 | 28449 |
|  | Japan System <br> Techniques Co. Ltd.<br>| 4400 | 60964 |
|  | JBCC Holdings, Inc. | 21600 | 181146 |
|  | JCU Corp. | 6400 | 188762 |
|  | Jeol Ltd. | 12300 | 413368 |
|  | JFE Systems, Inc. | 1600 | 19466 |
| #\* | JIG-SAW, Inc. | 1700 | 44722 |
| #\* | Jimoty, Inc. | 2100 | 17247 |
|  | JINS Holdings, Inc. | 4000 | 201815 |
|  | J-Lease Co. Ltd. | 5400 | 52703 |
|  | JM Holdings Co. Ltd. | 7400 | 72345 |
|  | JP-Holdings, Inc. | 20500 | 79016 |
|  | Justsystems Corp. | 10400 | 335896 |
|  | JVCKenwood Corp. | 30800 | 246778 |
|  | Kaga Electronics Co. <br> Ltd.<br>| 1800 | 41681 |
|  | Kagome Co. Ltd. | 15500 | 267789 |
|  | Kakiyasu Honten Co. <br> Ltd.<br>| 3000 | 50773 |
|  | Kamakura Shinsho <br> Ltd.<br>| 10700 | 40135 |
|  | Kameda Seika Co. <br> Ltd.<br>| 801 | 19967 |
|  | Kanadevia Corp. | 9300 | 68910 |
|  | Kanamic Network Co. <br> Ltd.<br>| 5200 | 16216 |
|  | Kanematsu Corp. | 11200 | 226753 |
|  | Kanro, Inc. | 1800 | 16964 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Kansai Paint Co. Ltd. | 11200 | $179764 |
| # | Kappa Create Co. Ltd. | 5100 | 49272 |
|  | Katitas Co. Ltd. | 14800 | 240604 |
| # | KeePer Technical <br> Laboratory Co. Ltd.<br>| 5200 | 123870 |
|  | Keihan Holdings Co. <br> Ltd.<br>| 13500 | 273501 |
|  | KH Neochem Co. Ltd. | 5200 | 92991 |
| # | Kibun Foods, Inc. | 1400 | 9758 |
|  | Kintetsu Department <br> Store Co. Ltd.<br>| 2000 | 24361 |
|  | Ki-Star Real Estate Co. <br> Ltd.<br>| 1600 | 54316 |
|  | Kitz Corp. | 1900 | 21300 |
|  | Koa Shoji Holdings Co. <br> Ltd.<br>| 2000 | 10139 |
| # | Kohoku Kogyo Co. <br> Ltd.<br>| 1200 | 27001 |
|  | KOMEDA Holdings Co. <br> Ltd.<br>| 14600 | 275069 |
|  | Komehyo Holdings Co. <br> Ltd.<br>| 1100 | 21367 |
|  | Konoike Transport Co. <br> Ltd.<br>| 3800 | 78593 |
|  | Kosaido Holdings Co. <br> Ltd.<br>| 17000 | 46724 |
|  | Koshidaka Holdings <br> Co. Ltd.<br>| 13241 | 101289 |
| # | Kotobuki Spirits Co. <br> Ltd.<br>| 22500 | 269756 |
| \* | Kourakuen Corp. | 1600 | 10691 |
|  | Kozo Keikaku <br> Engineering <br> Holdings, Inc.<br>| 3000 | 61742 |
|  | Kura Sushi, Inc. | 4200 | 90470 |
| # | Kushikatsu Tanaka <br> Holdings Co.<br>| 1100 | 15488 |
| # | Kusuri No. Aoki <br> Holdings Co. Ltd.<br>| 15900 | 402887 |
|  | Kyoritsu Maintenance <br> Co. Ltd.<br>| 17600 | 342529 |
|  | LA Holdings Co. Ltd. | 1400 | 68196 |
| # | Lacto Japan Co. Ltd. | 800 | 17911 |
|  | LEC, Inc. | 1200 | 7939 |
|  | Leopalace21 Corp. | 48000 | 196024 |
|  | Life Corp. | 10800 | 169434 |
|  | Lifedrink Co., Inc. | 5600 | 72869 |
| # | LIKE, Inc. | 1800 | 17509 |
| # | Link & Motivation, Inc. | 13500 | 43078 |
| # | LITALICO, Inc. | 6400 | 51181 |
|  | M&A Capital Partners <br> Co. Ltd.<br>| 1100 | 21004 |
| # | Macbee Planet, Inc. | 1400 | 17414 |
|  | Macnica Holdings, Inc. | 22000 | 313208 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Maeda Kosen Co. Ltd. | 12800 | $159916 |
| # | Management Solutions <br> Co. Ltd.<br>| 3400 | 29514 |
|  | Mani, Inc. | 22800 | 218119 |
|  | MarkLines Co. Ltd. | 4100 | 52640 |
|  | Matching Service <br> Japan Co. Ltd.<br>| 1300 | 8440 |
|  | Matsui Securities Co. <br> Ltd.<br>| 30200 | 150438 |
|  | Matsuya Co. Ltd. | 1900 | 21273 |
|  | Matsuyafoods Holdings <br> Co. Ltd.<br>| 1600 | 60731 |
|  | Max Co. Ltd. | 3600 | 130492 |
|  | Maxvalu Tokai Co. <br> Ltd.<br>| 500 | 11335 |
|  | MCJ Co. Ltd. | 23300 | 219789 |
|  | MEC Co. Ltd. | 4900 | 144550 |
|  | Media Do Co. Ltd. | 1100 | 12983 |
| #\* | Medley, Inc. | 4700 | 64157 |
|  | Meidensha Corp. | 4600 | 182174 |
|  | Meiho Facility Works <br> Ltd.<br>| 3100 | 22242 |
|  | Meiko Electronics Co. <br> Ltd.<br>| 5600 | 368303 |
|  | Meisei Industrial Co. <br> Ltd.<br>| 1500 | 16051 |
|  | MEITEC Group <br> Holdings, Inc.<br>| 24000 | 491965 |
| \* | Mercari, Inc. | 25800 | 382572 |
|  | METAWATER Co. Ltd. | 5600 | 120196 |
|  | Micronics Japan Co. <br> Ltd.<br>| 9600 | 566227 |
| # | Midac Holdings Co. <br> Ltd.<br>| 2400 | 28853 |
|  | Milbon Co. Ltd. | 3460 | 51969 |
|  | Mirai Industry Co. Ltd. | 1100 | 23781 |
|  | Miroku Jyoho Service <br> Co. Ltd.<br>| 6000 | 68585 |
|  | Mitani Corp. | 6400 | 96529 |
|  | Mitani Sekisan Co. <br> Ltd.<br>| 2300 | 112389 |
|  | Mitsubishi Logisnext <br> Co. Ltd.<br>| 8200 | 81657 |
|  | Mitsui E&S Co. Ltd. | 11300 | 459401 |
|  | Mitsui High-Tec, Inc. | 23500 | 117207 |
|  | Mitsui-Soko Holdings <br> Co. Ltd.<br>| 9900 | 259808 |
|  | Miura Co. Ltd. | 13200 | 255600 |
|  | MIXI, Inc. | 6700 | 135204 |
|  | Miyaji Engineering <br> Group, Inc.<br>| 4000 | 51259 |
|  | Mizuho Medy Co. Ltd. | 2000 | 21152 |
|  | Monogatari Corp. | 9900 | 247524 |
|  | Morinaga & Co. Ltd. | 19600 | 337723 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Morozoff Ltd. | 2700 | $26701 |
|  | MOS Food Services, <br> Inc.<br>| 2400 | 60191 |
|  | MTI Ltd. | 1800 | 9377 |
|  | Mugen Estate Co. Ltd. | 2500 | 33005 |
|  | m-up Holdings, Inc. | 11300 | 141170 |
|  | Musashi Seimitsu <br> Industry Co. Ltd.<br>| 5100 | 115056 |
|  | Nagase Brothers, Inc. | 1700 | 24750 |
|  | Nagawa Co. Ltd. | 1600 | 62098 |
|  | Nakanishi, Inc. | 20400 | 270100 |
|  | Namura Shipbuilding <br> Co. Ltd.<br>| 9100 | 308636 |
|  | NCD Co. <br> Ltd./Shinagawa<br>| 1900 | 32955 |
| \* | NE, Inc. | 1900 | 9863 |
| \* | Net Protections <br> Holdings, Inc.<br>| 4000 | 20612 |
|  | New Art Holdings Co. <br> Ltd.<br>| 3619 | 33648 |
| # | Nextage Co. Ltd. | 13500 | 202862 |
| #\* | NexTone, Inc. | 1200 | 17080 |
|  | Nichias Corp. | 14000 | 522400 |
|  | Nichirei Corp. | 32400 | 383531 |
|  | Nifco, Inc. | 11100 | 321673 |
|  | Nihon Dengi Co. Ltd. | 400 | 14196 |
|  | Nihon M&A Center <br> Holdings, Inc.<br>| 74300 | 349937 |
|  | Nippon Air <br> Conditioning <br> Services Co. Ltd.<br>| 6700 | 56966 |
|  | Nippon Aqua Co. Ltd. | 3900 | 23633 |
|  | Nippon Gas Co. Ltd. | 38300 | 733197 |
|  | Nippon Parking <br> Development Co. <br> Ltd.<br>| 74700 | 130898 |
|  | Nishimatsuya Chain <br> Co. Ltd.<br>| 10900 | 145842 |
|  | Nissei ASB Machine <br> Co. Ltd.<br>| 2700 | 119593 |
| # | Nisso Holdings Co. <br> Ltd.<br>| 8200 | 34210 |
|  | Nissui Corp. | 33700 | 234788 |
|  | Nitto Boseki Co. Ltd. | 1600 | 90311 |
|  | Nitto Kogyo Corp. | 300 | 7184 |
|  | Nittoc Construction Co. <br> Ltd.<br>| 2800 | 22238 |
|  | Noevir Holdings Co. <br> Ltd.<br>| 4800 | 136222 |
|  | Nojima Corp. | 27300 | 201578 |
|  | NSD Co. Ltd. | 19600 | 418766 |
|  | NSW, Inc. | 2200 | 35441 |
|  | Oat Agrio Co. Ltd. | 1200 | 17060 |
|  | Oenon Holdings, Inc. | 4100 | 13718 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Ohba Co. Ltd. | 2300 | $16577 |
|  | Ohsho Food Service <br> Corp.<br>| 12000 | 262284 |
|  | Oisix ra daichi, Inc. | 1200 | 13254 |
|  | Okinawa Cellular <br> Telephone Co.<br>| 17200 | 286735 |
|  | Onward Holdings Co. <br> Ltd.<br>| 14300 | 60013 |
|  | Ootoya Holdings Co. <br> Ltd.<br>| 400 | 14628 |
|  | Open Up Group, Inc. | 9000 | 100398 |
|  | Optex Group Co. Ltd. | 3720 | 56157 |
| #\* | Optim Corp. | 4900 | 17759 |
|  | Organo Corp. | 6200 | 532079 |
| # | Oro Co. Ltd. | 2900 | 44249 |
|  | Osaka Organic <br> Chemical Industry <br> Ltd.<br>| 3900 | 96812 |
|  | OSAKA Titanium <br> Technologies Co. <br> Ltd.<br>| 7700 | 132602 |
|  | OSG Corp. | 10600 | 153682 |
|  | PAL GROUP Holdings <br> Co. Ltd.<br>| 21600 | 277936 |
|  | Paramount Bed <br> Holdings Co. Ltd.<br>| 4500 | 103054 |
| # | Park24 Co. Ltd. | 33300 | 389167 |
|  | Penta-Ocean <br> Construction Co. <br> Ltd.<br>| 39300 | 359791 |
| \* | PeptiDream, Inc. | 14600 | 147826 |
| # | Pharma Foods <br> International Co. <br> Ltd.<br>| 4100 | 21156 |
| \* | PIA Corp. | 1300 | 25335 |
|  | Pigeon Corp. | 33600 | 380069 |
|  | PILLAR Corp. | 6900 | 217291 |
|  | Pilot Corp. | 8200 | 247608 |
| # | Plus Alpha Consulting <br> Co. Ltd.<br>| 6300 | 96580 |
|  | Poppins Corp. | 800 | 7529 |
| # | Port, Inc. | 1000 | 12697 |
|  | Premium Group Co. <br> Ltd.<br>| 10200 | 130578 |
|  | Premium Water <br> Holdings, Inc.<br>| 800 | 17189 |
|  | Prestige International, <br> Inc.<br>| 27000 | 115951 |
|  | Pronexus, Inc. | 700 | 4962 |
| # | Pro-Ship, Inc. | 5200 | 50321 |
|  | Qol Holdings Co. Ltd. | 2200 | 27738 |
|  | Quick Co. Ltd. | 3900 | 59469 |
|  | Raito Kogyo Co. Ltd. | 13600 | 284619 |
|  | Raksul, Inc. | 9800 | 67283 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Rakus Co. Ltd. | 36608 | $295529 |
|  | Relo Group, Inc. | 29300 | 315410 |
|  | Renaissance, Inc. | 1700 | 11587 |
|  | Resorttrust, Inc. | 50200 | 591567 |
|  | Rheon Automatic <br> Machinery Co. Ltd.<br>| 1100 | 10317 |
|  | Riken Keiki Co. Ltd. | 5800 | 132101 |
|  | Riken Vitamin Co. Ltd. | 300 | 5446 |
|  | Ringer Hut Co. Ltd. | 5000 | 72111 |
| # | Riso Kyoiku Group <br> Corp.<br>| 12105 | 15459 |
|  | Roland Corp. | 2800 | 59317 |
|  | Rorze Corp. | 15700 | 218629 |
|  | Round One Corp. | 62600 | 449481 |
|  | Royal Holdings Co. <br> Ltd.<br>| 5400 | 89681 |
|  | Saizeriya Co. Ltd. | 3600 | 117713 |
| # | Samco, Inc. | 900 | 24149 |
|  | Sangetsu Corp. | 8500 | 166208 |
|  | Sanki Engineering Co. <br> Ltd.<br>| 4800 | 164957 |
|  | Sankyu, Inc. | 4900 | 250195 |
| \* | Sansan, Inc. | 7900 | 93189 |
|  | Santec Holdings Corp. | 900 | 53134 |
|  | Sato Foods Co. Ltd. | 600 | 30389 |
| # | SBI Global Asset <br> Management Co. <br> Ltd.<br>| 12700 | 48837 |
|  | SBS Holdings, Inc. | 5900 | 129751 |
|  | Seika Corp. | 1800 | 26837 |
|  | Seiko Group Corp. | 3900 | 179103 |
|  | Seiren Co. Ltd. | 8500 | 174065 |
|  | Senko Group Holdings <br> Co. Ltd.<br>| 18000 | 234939 |
|  | Senshu Electric Co. <br> Ltd.<br>| 3300 | 96661 |
|  | Seria Co. Ltd. | 14476 | 275650 |
|  | Seven Bank Ltd. | 124400 | 228523 |
| # | SFP Holdings Co. Ltd. | 1600 | 20971 |
|  | Sharingtechnology, <br> Inc.<br>| 3000 | 18169 |
|  | Shibaura Mechatronics <br> Corp.<br>| 3600 | 424040 |
| \* | SHIFT, Inc. | 38985 | 268727 |
|  | Shimadaya Corp. | 1400 | 16012 |
|  | Shin Maint Holdings <br> Co. Ltd.<br>| 5200 | 38250 |
|  | Shinnihonseiyaku Co. <br> Ltd.<br>| 4000 | 56062 |
|  | Ship Healthcare <br> Holdings, Inc.<br>| 20100 | 300685 |
|  | SHO-BOND Holdings <br> Co. Ltd.<br>| 6900 | 218947 |
|  | Shoei Co. Ltd. | 13700 | 145523 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | SIGMAXYZ Holdings, <br> Inc.<br>| 19600 | $111149 |
| \* | Simplex Holdings, Inc. | 5700 | 158937 |
|  | Sinfonia Technology <br> Co. Ltd.<br>| 4300 | 295956 |
|  | Sinko Industries Ltd. | 10500 | 87725 |
|  | SKY Perfect JSAT <br> Holdings, Inc.<br>| 4200 | 41328 |
| # | Smaregi, Inc. | 500 | 9220 |
|  | SMS Co. Ltd. | 19900 | 171520 |
|  | Socionext, Inc. | 30900 | 695391 |
|  | Softcreate Holdings <br> Corp.<br>| 5000 | 69169 |
|  | Software Service, Inc. | 800 | 71115 |
|  | Solasto Corp. | 14600 | 47708 |
|  | Soliton Systems KK | 3900 | 43361 |
|  | Sparx Group Co. Ltd. | 7020 | 70813 |
| # | S-Pool, Inc. | 1100 | 2019 |
| # | SRA Holdings | 3100 | 100441 |
|  | SRS Holdings Co. Ltd. | 6600 | 49077 |
|  | ST HD Co. Ltd. | 6700 | 113057 |
|  | St. Marc Holdings Co. <br> Ltd.<br>| 1800 | 31095 |
|  | Star Mica Holdings Co. <br> Ltd.<br>| 2600 | 19188 |
|  | Starts Corp., Inc. | 7800 | 242298 |
|  | Step Co. Ltd. | 1600 | 25177 |
|  | STI Foods Holdings, <br> Inc.<br>| 2400 | 19982 |
|  | Strike Co. Ltd. | 3100 | 76369 |
|  | Studio Alice Co. Ltd. | 1900 | 25033 |
| \* | Sun\*, Inc. (4053 JP) | 1600 | 4483 |
|  | SWCC Corp. | 6900 | 335242 |
|  | System D, Inc. | 800 | 10110 |
|  | System Research Co. <br> Ltd.<br>| 2000 | 26359 |
|  | System Support <br> Holdings, Inc.<br>| 1700 | 33529 |
| # | Systems Engineering <br> Consultants Co. Ltd.<br>| 1200 | 20098 |
|  | Systena Corp. | 78000 | 268427 |
|  | Syuppin Co. Ltd. | 8200 | 67616 |
|  | Taiyo Holdings Co. <br> Ltd.<br>| 10500 | 561681 |
|  | Taiyo Yuden Co. Ltd. | 2600 | 73845 |
|  | Takara & Co. Ltd. | 2200 | 58039 |
|  | Takasago Thermal <br> Engineering Co. <br> Ltd.<br>| 8400 | 249263 |
|  | Takeuchi <br> Manufacturing Co. <br> Ltd.<br>| 11300 | 465872 |
| # | Tama Home Co. Ltd. | 5500 | 128881 |
|  | Tamron Co. Ltd. | 43200 | 306787 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Tanseisha Co. Ltd. | 2200 | $18980 |
|  | Tazmo Co. Ltd. | 4100 | 63149 |
|  | TDC Soft, Inc. | 10200 | 89168 |
|  | TechMatrix Corp. | 11600 | 164057 |
|  | Technoflex Corp. | 1000 | 11258 |
| # | Tenpos Holdings Co. <br> Ltd.<br>| 1600 | 35935 |
|  | TKC Corp. | 8200 | 214548 |
|  | Toa Corp. (1885 JP) | 2500 | 38293 |
|  | Tocalo Co. Ltd. | 21500 | 315101 |
|  | Toho Co. Ltd. (8142 <br> JP)<br>| 1400 | 30105 |
|  | Toho System Science <br> Co. Ltd.<br>| 2400 | 17523 |
|  | Toho Titanium Co. Ltd. | 10500 | 107616 |
|  | TOKAI Holdings Corp. | 29500 | 195303 |
|  | Token Corp. | 300 | 27521 |
| # | Tokyo Base Co. Ltd. | 6300 | 18557 |
|  | Tokyo Electron Device <br> Ltd.<br>| 6900 | 134812 |
|  | Tokyo Individualized <br> Educational Institute, <br> Inc.<br>| 7300 | 21071 |
|  | Tokyo Seimitsu Co. <br> Ltd.<br>| 8000 | 550348 |
|  | Tokyotokeiba Co. Ltd. | 5500 | 197215 |
|  | Tomy Co. Ltd. | 25400 | 522522 |
|  | Toridoll Holdings Corp. | 13600 | 393914 |
|  | Torishima Pump <br> Manufacturing Co. <br> Ltd.<br>| 400 | 5424 |
|  | Tosei Corp. | 6900 | 146804 |
|  | Toshiba TEC Corp. | 7100 | 143309 |
|  | Totech Corp. | 3300 | 68142 |
| # | Toukei Computer Co. <br> Ltd.<br>| 600 | 14915 |
|  | Toumei Co. Ltd. | 1600 | 10730 |
|  | Tow Co. Ltd. | 4900 | 11771 |
|  | Towa Corp. | 11139 | 170469 |
| # | Toyo Gosei Co. Ltd. | 1600 | 72727 |
|  | Traders Holdings Co. <br> Ltd.<br>| 8020 | 46536 |
|  | Transaction Co. Ltd. | 8000 | 53084 |
| \* | Transaction Media <br> Networks, Inc.<br>| 6200 | 15927 |
|  | Transcosmos, Inc. | 6300 | 149295 |
|  | TRE Holdings Corp. | 500 | 5010 |
| # | Treasure Factory Co. <br> Ltd.<br>| 2600 | 28183 |
| # | Tri Chemical <br> Laboratories, Inc.<br>| 2900 | 55976 |
|  | Tsuburaya Fields <br> Holdings, Inc.<br>| 9600 | 134985 |
|  | Tsugami Corp. | 6500 | 115207 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Tsuzuki Denki Co. Ltd. | 900 | $18433 |
|  | ULS Group, Inc. | 7000 | 33645 |
|  | Ulvac, Inc. | 8500 | 385554 |
|  | U-Next Holdings Co. <br> Ltd.<br>| 14400 | 190066 |
|  | United Arrows Ltd. | 5000 | 62448 |
|  | User Local, Inc. | 2500 | 31771 |
|  | UT Group Co. Ltd. | 8900 | 158485 |
|  | Valqua Ltd. | 6500 | 163529 |
| # | Value HR Co. Ltd. | 4800 | 52622 |
|  | ValueCommerce Co. <br> Ltd.<br>| 5000 | 21806 |
|  | Vector, Inc. | 12500 | 94233 |
|  | Vertex Corp. | 12000 | 107380 |
|  | Vision, Inc. | 9800 | 77773 |
| \* | Visional, Inc. | 5600 | 388823 |
| # | WA, Inc. | 1300 | 11202 |
|  | Wacom Co. Ltd. | 7100 | 38537 |
|  | Waseda Academy Co. <br> Ltd.<br>| 3700 | 57086 |
| # | Watahan & Co. Ltd. | 3300 | 30627 |
|  | WATAMI Co. Ltd. | 2600 | 15253 |
|  | WDB Holdings Co. <br> Ltd.<br>| 2100 | 21988 |
|  | Weathernews, Inc. | 4000 | 104265 |
|  | Wellnet Corp. | 5700 | 24084 |
|  | West Holdings Corp. | 7315 | 69965 |
|  | Will Group, Inc. | 5900 | 38989 |
| \* | WingArc1st, Inc. | 4200 | 91489 |
|  | Workman Co. Ltd. | 3000 | 112840 |
|  | World Co. Ltd. | 2100 | 36850 |
|  | YAKUODO Holdings <br> Co. Ltd.<br>| 3100 | 40865 |
|  | YAMADA Consulting <br> Group Co. Ltd.<br>| 3600 | 41051 |
|  | Yamaichi Electronics <br> Co. Ltd.<br>| 4500 | 133316 |
| # | Yamami Co. | 900 | 23399 |
|  | Yamaura Corp. | 900 | 8339 |
| # | Yashima Denki Co. <br> Ltd.<br>| 1300 | 21896 |
|  | Yonex Co. Ltd. | 14600 | 375520 |
| #\* | Yoshimura Food <br> Holdings KK<br>| 2000 | 8480 |
|  | Yoshinoya Holdings <br> Co. Ltd.<br>| 19900 | 392816 |
| # | Yossix Holdings Co. <br> Ltd.<br>| 900 | 14771 |
| # | Yukiguni Factory Co. <br> Ltd.<br>| 6000 | 40030 |
|  | Zenkoku Hosho Co. <br> Ltd.<br>| 20000 | 411059 |
|  | Zenrin Co. Ltd. | 2500 | 16711 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | ZERIA Pharmaceutical <br> Co. Ltd.<br>| 3722 | $48303 |
| # | ZIGExN Co. Ltd. | 10500 | 34685 |
| TOTAL JAPAN | TOTAL JAPAN |  | 62275890 |
| NETHERLANDS — (2.1%) | NETHERLANDS — (2.1%) | NETHERLANDS — (2.1%) | NETHERLANDS — (2.1%) |
|  | Akzo Nobel NV | 16155 | 1067605 |
|  | Arcadis NV | 14235 | 679817 |
| \*Ω | Basic-Fit NV | 7314 | 217109 |
|  | BE Semiconductor <br> Industries NV<br>| 13968 | 2381489 |
|  | Corbion NV | 270 | 5495 |
|  | IMCD NV | 4264 | 441851 |
| \* | InPost SA | 32720 | 412156 |
|  | Koninklijke BAM Groep <br> NV<br>| 49269 | 457359 |
|  | Koninklijke Heijmans <br> NV<br>| 3896 | 276008 |
|  | Nedap NV | 1373 | 165193 |
| # | PostNL NV | 31394 | 34739 |
|  | TKH Group NV | 3040 | 134393 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | 6273214 |
| NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) |
|  | Air New Zealand Ltd. | 183698 | 62547 |
|  | Briscoe Group Ltd. | 6337 | 19585 |
|  | Freightways Group <br> Ltd.<br>| 33273 | 279979 |
|  | Hallenstein Glasson <br> Holdings Ltd.<br>| 11317 | 63795 |
| # | NZME Ltd. (NZM NZ) | 11793 | 7854 |
|  | NZX Ltd. | 73480 | 64730 |
|  | Restaurant Brands <br> New Zealand Ltd.<br>| 7481 | 21574 |
|  | Scales Corp. Ltd. | 21238 | 74104 |
|  | Skellerup Holdings <br> Ltd.<br>| 60070 | 188710 |
|  | SKY Network <br> Television Ltd.<br>| 11985 | 24698 |
|  | TOWER Ltd. | 56842 | 60121 |
| #\* | Vista Group <br> International Ltd.<br>| 22560 | 34196 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | 901893 |
| NORWAY — (0.9%) | NORWAY — (0.9%) | NORWAY — (0.9%) | NORWAY — (0.9%) |
|  | 2020 Bulkers Ltd. | 3624 | 49456 |
|  | ABG Sundal Collier <br> Holding ASA<br>| 119624 | 83017 |
|  | AF Gruppen ASA | 5231 | 87860 |
|  | Atea ASA | 22915 | 349111 |
|  | Bluenord ASA | 2815 | 128548 |
|  | Borregaard ASA | 5500 | 104162 |
|  | Bouvet ASA | 23439 | 148809 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
| Ω | Elmera Group ASA | 23591 | $75891 |
|  | Elopak ASA | 24411 | 114912 |
| Ω | Europris ASA | 44317 | 382098 |
| Ω | Kid ASA | 9010 | 121974 |
|  | Kitron ASA | 55251 | 410767 |
|  | Medistim ASA | 4290 | 115379 |
| #Ω | Multiconsult ASA | 5352 | 90855 |
|  | Norbit ASA | 3975 | 80023 |
|  | Odfjell Technology Ltd. | 4019 | 23075 |
| \* | OKEA ASA | 6412 | 11545 |
| #Ω | Okeanis Eco Tankers <br> Corp.<br>| 2766 | 95361 |
|  | Rana Gruber ASA | 4523 | 28517 |
|  | SATS ASA | 21973 | 78728 |
| \*Ω | Scatec ASA | 13461 | 141985 |
| TOTAL NORWAY | TOTAL NORWAY |  | 2722073 |
| PORTUGAL — (0.3%) | PORTUGAL — (0.3%) | PORTUGAL — (0.3%) | PORTUGAL — (0.3%) |
| # | Altri SGPS SA | 16971 | 96258 |
|  | Banco Comercial <br> Portugues SA, <br> Class R<br>| 5227 | 4614 |
|  | CTT-Correios de <br> Portugal SA<br>| 31173 | 271036 |
|  | Mota-Engil SGPS SA | 27718 | 191735 |
| # | Navigator Co. SA | 40082 | 138792 |
|  | NOS SGPS SA | 76360 | 330879 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | 1033314 |
| SINGAPORE — (1.0%) | SINGAPORE — (1.0%) | SINGAPORE — (1.0%) | SINGAPORE — (1.0%) |
|  | Aztech Global Ltd. | 45500 | 23608 |
|  | Boustead Singapore <br> Ltd.<br>| 18100 | 24854 |
|  | BRC Asia Ltd. | 7800 | 25263 |
|  | Delfi Ltd. | 68200 | 42433 |
|  | DFI Retail Group <br> Holdings Ltd.<br>| 65600 | 230160 |
|  | First Resources Ltd. | 83400 | 125640 |
|  | Food Empire Holdings <br> Ltd.<br>| 48100 | 87157 |
|  | Frencken Group Ltd. | 61200 | 77445 |
|  | Hong Leong Asia Ltd. | 16400 | 30342 |
|  | HRnetgroup Ltd. | 67400 | 38292 |
|  | iFAST Corp. Ltd. | 31300 | 232816 |
|  | LHN Ltd. | 25700 | 16106 |
|  | Micro-Mechanics <br> Holdings Ltd.<br>| 15800 | 21588 |
|  | Netlink NBN Trust | 441300 | 332216 |
|  | Pan-United Corp. Ltd. | 27400 | 23556 |
|  | Propnex Ltd. | 98100 | 168863 |
|  | Q&M Dental Group <br> Singapore Ltd.<br>| 87720 | 36036 |
|  | Raffles Medical Group <br> Ltd.<br>| 223700 | 170217 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
| \* | Rex International <br> Holding Ltd.<br>| 179900 | $23126 |
|  | Riverstone Holdings <br> Ltd.<br>| 117700 | 81368 |
|  | SATS Ltd. | 150700 | 395768 |
|  | Seatrium Ltd. | 5900 | 9843 |
|  | Sheng Siong Group <br> Ltd.<br>| 206900 | 368644 |
|  | StarHub Ltd. | 158800 | 141471 |
| \* | Thomson Medical <br> Group Ltd.<br>| 620100 | 28077 |
|  | UMS Integration Ltd. | 197175 | 223922 |
|  | UOB-Kay Hian <br> Holdings Ltd.<br>| 16600 | 31208 |
|  | Valuetronics Holdings <br> Ltd.<br>| 55600 | 36503 |
|  | Venture Corp. Ltd. | 2100 | 24032 |
|  | Vicom Ltd. | 33700 | 41154 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | 3111708 |
| SPAIN — (2.7%) | SPAIN — (2.7%) | SPAIN — (2.7%) | SPAIN — (2.7%) |
|  | Acciona SA | 3386 | 749464 |
|  | Audax Renovables SA | 30608 | 48718 |
|  | Bankinter SA | 44079 | 664457 |
|  | CIE Automotive SA | 3908 | 131062 |
|  | Construcciones y <br> Auxiliar de <br> Ferrocarriles SA<br>| 3367 | 212600 |
| \* | Distribuidora <br> Internacional de <br> Alimentacion SA<br>| 1732 | 57120 |
| \* | eDreams ODIGEO SA | 9822 | 82204 |
|  | Ence Energia y <br> Celulosa SA<br>| 4331 | 13227 |
|  | Fluidra SA | 9547 | 276332 |
| Ω | Global Dominion <br> Access SA<br>| 10267 | 37623 |
|  | Indra Sistemas SA | 37303 | 2063506 |
|  | Laboratorios <br> Farmaceuticos Rovi <br> SA<br>| 6930 | 488601 |
|  | Linea Directa <br> Aseguradora SA Cia <br> de Seguros y <br> Reaseguros<br>| 51545 | 68314 |
|  | Logista Integral SA | 21593 | 719634 |
|  | Melia Hotels <br> International SA<br>| 33213 | 274841 |
| Ω | Prosegur Cash SA | 118184 | 96706 |
|  | Prosegur Cia de <br> Seguridad SA<br>| 7242 | 23643 |
|  | Renta 4 Banco SA | 926 | 21035 |
|  | Sacyr SA | 22372 | 98413 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
| \* | Solaria Energia y <br> Medio Ambiente SA<br>| 6572 | $113649 |
| \* | Tecnicas Reunidas SA | 10270 | 367583 |
|  | Tubacex SA | 25074 | 95514 |
|  | Vidrala SA | 6016 | 573060 |
|  | Viscofan SA | 13155 | 817557 |
| TOTAL SPAIN | TOTAL SPAIN |  | 8094863 |
| SWEDEN — (2.6%) | SWEDEN — (2.6%) | SWEDEN — (2.6%) | SWEDEN — (2.6%) |
|  | AddLife AB, Class B | 22648 | 489279 |
|  | Addnode Group AB | 31624 | 368043 |
|  | AQ Group AB | 15000 | 309126 |
|  | Beijer Alma AB | 8618 | 263072 |
|  | Bergman & Beving AB | 3825 | 135015 |
|  | Betsson AB, Class B | 5880 | 91637 |
|  | Bilia AB, Class A | 17266 | 241729 |
|  | BioGaia AB, Class B | 6245 | 65970 |
|  | Bufab AB | 42020 | 461836 |
| # | Cellavision AB | 3860 | 73154 |
|  | Clas Ohlson AB, <br> Class B<br>| 10598 | 386496 |
| Ω | Coor Service <br> Management <br> Holding AB<br>| 12743 | 62574 |
|  | CTT Systems AB | 968 | 19254 |
| \* | Dynavox Group AB | 12425 | 127839 |
| \* | Electrolux AB, Class B | 2347 | 15145 |
|  | Electrolux Professional <br> AB, Class B<br>| 55121 | 382840 |
| # | Engcon AB | 2804 | 24271 |
|  | Ework Group AB | 2192 | 21973 |
|  | Hemnet Group AB | 13676 | 298488 |
|  | Instalco AB | 16940 | 42925 |
|  | INVISIO AB | 8775 | 279024 |
|  | Lime Technologies AB | 2918 | 109725 |
| \* | Medcap AB | 3367 | 215618 |
|  | Micro Systemation AB, <br> Class B<br>| 3597 | 26950 |
|  | MIPS AB | 4132 | 147949 |
|  | Momentum Group AB | 8546 | 146364 |
| Ω | Munters Group AB | 15736 | 266325 |
| \* | NCAB Group AB | 37830 | 232527 |
|  | NCC AB, Class B | 4373 | 99686 |
|  | Nederman Holding AB | 4197 | 71201 |
|  | Nolato AB, Class B | 8734 | 57800 |
|  | Note AB | 2797 | 55534 |
|  | OEM International AB, <br> Class B<br>| 20968 | 341021 |
|  | Proact IT Group AB | 6525 | 70855 |
|  | RaySearch <br> Laboratories AB<br>| 7143 | 167666 |
|  | Rvrc Holding AB | 12708 | 86913 |
|  | Scandi Standard AB | 3558 | 36848 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| Ω | Scandic Hotels Group <br> AB<br>| 42995 | $417910 |
|  | SkiStar AB | 9997 | 166931 |
|  | Synsam AB | 20537 | 129953 |
|  | Systemair AB | 21801 | 179232 |
|  | TF Bank AB | 6142 | 119731 |
|  | Troax Group AB | 11120 | 168557 |
|  | Truecaller AB, Class B | 46868 | 139704 |
|  | Vitec Software Group <br> AB, Class B<br>| 8760 | 305733 |
|  | Volati AB | 3354 | 37826 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | 7958249 |
| SWITZERLAND — (7.9%) | SWITZERLAND — (7.9%) | SWITZERLAND — (7.9%) | SWITZERLAND — (7.9%) |
|  | Accelleron Industries <br> AG (ACLN SW)<br>| 23434 | 1920906 |
|  | APG SGA SA | 377 | 99339 |
| \* | Aryzta AG | 7819 | 501318 |
|  | Avolta AG | 12335 | 650227 |
| \* | Basilea Pharmaceutica <br> Ag Allschwil<br>| 1679 | 97245 |
|  | Belimo Holding AG | 3044 | 3284306 |
|  | Bossard Holding AG, <br> Class A<br>| 1719 | 373546 |
|  | Burckhardt <br> Compression <br> Holding AG<br>| 999 | 690954 |
|  | Burkhalter Holding AG | 567 | 100690 |
| \* | Cicor Technologies <br> Ltd.<br>| 563 | 154829 |
|  | Cie Financiere <br> Tradition SA<br>| 1124 | 425614 |
|  | Coltene Holding AG | 468 | 26375 |
|  | Daetwyler Holding AG | 1738 | 320489 |
|  | dormakaba Holding <br> AG<br>| 9890 | 844772 |
|  | Emmi AG | 646 | 574014 |
|  | Flughafen Zurich AG | 403 | 119040 |
|  | Georg Fischer AG | 20427 | 1442338 |
|  | Helvetia Holding AG | 636 | 156284 |
|  | Inficon Holding AG | 5830 | 699416 |
|  | Interroll Holding AG | 36 | 111093 |
|  | Kardex Holding AG | 2288 | 860611 |
| \* | LEM Holding SA | 126 | 71556 |
| Ω | Medacta Group SA | 2186 | 405028 |
|  | Mobilezone Holding <br> AG<br>| 14625 | 218580 |
| #\* | Orior AG | 1085 | 18324 |
|  | SFS Group AG | 5125 | 695036 |
|  | Siegfried Holding AG | 14370 | 1386126 |
|  | SIG Group AG | 7165 | 80110 |
|  | SKAN Group AG | 1832 | 119693 |
|  | Softwareone Holding <br> AG<br>| 11538 | 118561 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | Stadler Rail AG | 2482 | $60862 |
|  | Sulzer AG | 3893 | 650617 |
|  | Swissquote Group <br> Holding SA<br>| 2575 | 1636007 |
|  | Temenos AG | 20126 | 1900259 |
| #Ω | VAT Group AG | 4282 | 1871306 |
|  | VZ Holding AG | 4613 | 901140 |
|  | Ypsomed Holding AG | 1069 | 419738 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | 24006349 |
| UNITED KINGDOM — (12.8%) | UNITED KINGDOM — (12.8%) | UNITED KINGDOM — (12.8%) | UNITED KINGDOM — (12.8%) |
|  | 4imprint Group PLC | 7740 | 338955 |
|  | AG Barr PLC | 4994 | 43896 |
| Ω | Airtel Africa PLC | 9368 | 34068 |
|  | AJ Bell PLC | 81220 | 573396 |
| Ω | Alfa Financial Software <br> Holdings PLC<br>| 29356 | 87445 |
| \* | AO World PLC | 44960 | 62877 |
| # | Ashtead Technology <br> Holdings PLC<br>| 16300 | 70156 |
|  | B&M European Value <br> Retail SA<br>| 100457 | 237200 |
|  | Babcock International <br> Group PLC<br>| 197394 | 3152189 |
|  | Bloomsbury Publishing <br> PLC<br>| 17257 | 113233 |
| \* | Burberry Group PLC | 34618 | 563500 |
|  | Bytes Technology <br> Group PLC (BYIT <br> LN)<br>| 63833 | 311090 |
|  | Chemring Group PLC | 22499 | 169603 |
|  | Clarkson PLC | 6119 | 291657 |
|  | Coats Group PLC | 431804 | 464037 |
|  | Computacenter PLC | 24476 | 922325 |
| Ω | Convatec Group PLC | 207723 | 667120 |
|  | Cranswick PLC | 15010 | 973769 |
|  | CVS Group PLC | 19843 | 323703 |
|  | Domino's Pizza Group <br> PLC<br>| 83777 | 214254 |
|  | dotdigital group PLC | 13805 | 12346 |
|  | Dr. Martens PLC | 33197 | 39709 |
|  | Dunelm Group PLC | 37158 | 545729 |
|  | Energean PLC | 41424 | 524994 |
|  | Entain PLC | 11113 | 115750 |
| \* | Evoke PLC | 29607 | 16755 |
|  | FDM Group Holdings <br> PLC<br>| 26704 | 42200 |
|  | Firstgroup PLC | 50890 | 140576 |
|  | Foresight Group <br> Holdings Ltd.<br>| 7357 | 44105 |
| \* | Frontier Developments <br> PLC<br>| 3282 | 22491 |
|  | Galliford Try Holdings <br> PLC<br>| 15138 | 103321 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Games Workshop <br> Group PLC<br>| 8702 | $1822270 |
| \* | Gaming Realms PLC | 34011 | 18394 |
|  | Gamma <br> Communications <br> PLC<br>| 23390 | 305365 |
|  | Greencore Group PLC | 49433 | 154853 |
|  | Greggs PLC | 29037 | 615448 |
|  | Harbour Energy PLC | 49338 | 146040 |
|  | Hays PLC | 153725 | 119373 |
| \* | Helios Towers PLC | 78561 | 154492 |
|  | Hikma <br> Pharmaceuticals <br> PLC<br>| 38301 | 926482 |
|  | Hill & Smith PLC | 23052 | 652302 |
|  | Hilton Food Group <br> PLC<br>| 17406 | 147193 |
|  | Hochschild Mining <br> PLC<br>| 52640 | 228825 |
|  | Hollywood Bowl Group <br> PLC<br>| 42980 | 152274 |
|  | Howden Joinery Group <br> PLC<br>| 123221 | 1399527 |
|  | ICG PLC | 3019 | 76694 |
|  | IDOX PLC | 94139 | 87282 |
|  | IG Group Holdings <br> PLC<br>| 55816 | 817011 |
|  | IMI PLC | 56929 | 1789789 |
|  | Inchcape PLC | 100016 | 1003645 |
| \* | Indivior PLC | 23853 | 700557 |
|  | IntegraFin Holdings <br> PLC<br>| 62068 | 295602 |
|  | International <br> Workplace Group <br> PLC<br>| 220696 | 656815 |
|  | ITV PLC | 362101 | 331451 |
|  | J D Wetherspoon PLC | 24584 | 208566 |
| # | James Halstead PLC | 93307 | 171121 |
|  | Johnson Service <br> Group PLC<br>| 84067 | 149703 |
|  | Kainos Group PLC | 24652 | 305902 |
|  | Keller Group PLC | 5340 | 111392 |
|  | Kier Group PLC | 33860 | 96347 |
|  | Kitwave Group PLC | 2849 | 8042 |
|  | LSL Property Services <br> PLC<br>| 13847 | 46428 |
| Ω | Luceco PLC | 32411 | 56171 |
|  | M&G PLC | 61403 | 212587 |
|  | Man Group PLC | 74175 | 204931 |
|  | McBride PLC | 35139 | 54157 |
|  | Me Group International <br> PLC<br>| 62186 | 153916 |
|  | Mitie Group PLC | 393366 | 850836 |
|  | MONY Group PLC | 143431 | 365789 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Morgan Advanced <br> Materials PLC<br>| 24962 | $66941 |
|  | Morgan Sindall Group <br> PLC<br>| 6631 | 405152 |
|  | Mortgage Advice <br> Bureau Holdings <br> Ltd.<br>| 8498 | 77905 |
|  | Next 15 Group PLC | 4456 | 24206 |
|  | Nichols PLC | 1075 | 14618 |
|  | Ninety One PLC | 79471 | 241578 |
|  | Oxford Instruments <br> PLC<br>| 4335 | 107554 |
|  | Pagegroup PLC | 91186 | 283038 |
|  | Pan African Resources <br> PLC<br>| 416364 | 457493 |
|  | PayPoint PLC | 13593 | 124430 |
| \* | Pinewood <br> Technologies Group <br> PLC<br>| 11571 | 56002 |
|  | Plus500 Ltd. | 27850 | 1158823 |
|  | Polar Capital Holdings <br> PLC<br>| 20109 | 151595 |
|  | QinetiQ Group PLC | 84863 | 535883 |
|  | Record PLC | 14254 | 11229 |
|  | Renew Holdings PLC | 19291 | 234936 |
|  | Rightmove PLC | 121046 | 1062839 |
|  | Rotork PLC | 221063 | 995193 |
|  | RS Group PLC | 86881 | 635872 |
| \* | Saga PLC | 8904 | 31177 |
|  | Serco Group PLC | 185303 | 618350 |
|  | Softcat PLC | 32618 | 687310 |
|  | Spirax Group PLC | 6543 | 610283 |
|  | SSP Group PLC | 178241 | 360228 |
|  | St. James's Place <br> PLC<br>| 42343 | 722458 |
|  | SThree PLC | 6210 | 12845 |
| \*†† | Studio Retail Group <br> PLC<br>| 9958 | 0 |
|  | Tatton Asset <br> Management PLC<br>| 9729 | 95123 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Telecom Plus PLC | 19737 | $460371 |
| \*Ω | Trainline PLC | 42264 | 139514 |
| \*Ω | Trustpilot Group PLC | 30626 | 82794 |
|  | Volex PLC | 10962 | 54010 |
|  | Volution Group PLC | 65907 | 569202 |
| \*Ω | Watches of Switzerland <br> Group PLC<br>| 17744 | 91587 |
|  | WH Smith PLC | 33990 | 301934 |
|  | Wickes Group PLC | 71296 | 207438 |
|  | Wilmington PLC | 4671 | 19082 |
|  | XPS Pensions Group <br> PLC<br>| 23245 | 102969 |
|  | YouGov PLC | 3542 | 12178 |
| TOTAL UNITED <br> KINGDOM | TOTAL UNITED <br> KINGDOM |  | 38644161 |
| TOTAL COMMON <br> STOCKS | TOTAL COMMON <br> STOCKS |  | 291949177 |
| PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) |
| GERMANY — (0.3%) | GERMANY — (0.3%) | GERMANY — (0.3%) | GERMANY — (0.3%) |
|  | FUCHS SE, 3.020% | 16206 | 725454 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| SPAIN — (0.0%) | SPAIN — (0.0%) | SPAIN — (0.0%) | SPAIN — (0.0%) |
| \* | Vidrala SA Rights <br> 11/17/2025<br>| 6015 | 28426 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $214,600,726) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $214,600,726) |  | 292703057 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (3.3%) | SECURITIES LENDING COLLATERAL — (3.3%) | SECURITIES LENDING COLLATERAL — (3.3%) | SECURITIES LENDING COLLATERAL — (3.3%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 869289 | 10055066 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $224,655,792) | (Cost $224,655,792) |  | $302758123 |

---

As of October 31, 2025, International Small Cap Growth Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp; 2 | 12/19/25 | &nbsp;&nbsp; $687030 | &nbsp;&nbsp; $687400 | &nbsp;&nbsp; $370 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$687030** | &nbsp;&nbsp; **$687400** | &nbsp;&nbsp; **$370** |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

As of October 31, 2025, the value of Rule 144A securities amounted to $12,518,327 or 4.2% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| Australia | &nbsp;&nbsp; $208547 | &nbsp;&nbsp; $19118827 | &nbsp;&nbsp; $35282 | &nbsp;&nbsp; $19362656 |
| Austria | &nbsp;&nbsp; — | &nbsp;&nbsp; 4323656 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4323656 |
| Belgium | &nbsp;&nbsp; — | &nbsp;&nbsp; 4074606 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4074606 |
| Brazil | &nbsp;&nbsp; — | &nbsp;&nbsp; 80566 | &nbsp;&nbsp; — | &nbsp;&nbsp; 80566 |
| Canada | &nbsp;&nbsp; 38571204 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 38571204 |
| Denmark | &nbsp;&nbsp; — | &nbsp;&nbsp; 6957336 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6957336 |
| Finland | &nbsp;&nbsp; — | &nbsp;&nbsp; 8560021 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8560021 |
| France | &nbsp;&nbsp; — | &nbsp;&nbsp; 14752679 | &nbsp;&nbsp; — | &nbsp;&nbsp; 14752679 |
| Germany | &nbsp;&nbsp; 348002 | &nbsp;&nbsp; 17600900 | &nbsp;&nbsp; — | &nbsp;&nbsp; 17948902 |
| Hong Kong | &nbsp;&nbsp; — | &nbsp;&nbsp; 4909721 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4909721 |
| Ireland | &nbsp;&nbsp; — | &nbsp;&nbsp; 834591 | &nbsp;&nbsp; — | &nbsp;&nbsp; 834591 |
| Israel | &nbsp;&nbsp; 205497 | &nbsp;&nbsp; 2554204 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2759701 |
| Italy | &nbsp;&nbsp; — | &nbsp;&nbsp; 13791824 | &nbsp;&nbsp; — | &nbsp;&nbsp; 13791824 |
| Japan | &nbsp;&nbsp; — | &nbsp;&nbsp; 62275890 | &nbsp;&nbsp; — | &nbsp;&nbsp; 62275890 |
| Netherlands | &nbsp;&nbsp; — | &nbsp;&nbsp; 6273214 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6273214 |
| New Zealand | &nbsp;&nbsp; — | &nbsp;&nbsp; 901893 | &nbsp;&nbsp; — | &nbsp;&nbsp; 901893 |
| Norway | &nbsp;&nbsp; — | &nbsp;&nbsp; 2722073 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2722073 |
| Portugal | &nbsp;&nbsp; — | &nbsp;&nbsp; 1033314 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1033314 |
| Singapore | &nbsp;&nbsp; — | &nbsp;&nbsp; 3111708 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3111708 |
| Spain | &nbsp;&nbsp; — | &nbsp;&nbsp; 8094863 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8094863 |
| Sweden | &nbsp;&nbsp; — | &nbsp;&nbsp; 7958249 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7958249 |
| Switzerland | &nbsp;&nbsp; — | &nbsp;&nbsp; 24006349 | &nbsp;&nbsp; — | &nbsp;&nbsp; 24006349 |
| United Kingdom | &nbsp;&nbsp; — | &nbsp;&nbsp; 38644161 | &nbsp;&nbsp; — | &nbsp;&nbsp; 38644161 |
| Preferred Stocks |  |  |  |  |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 725454 | &nbsp;&nbsp; — | &nbsp;&nbsp; 725454 |
| Rights/Warrants |  |  |  |  |
| Spain | &nbsp;&nbsp; — | &nbsp;&nbsp; 28426 | &nbsp;&nbsp; — | &nbsp;&nbsp; 28426 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 10055066 | &nbsp;&nbsp; — | &nbsp;&nbsp; 10055066 |
| Total Investments in Securities | &nbsp;&nbsp; $39333250 | &nbsp;&nbsp; $263389591 | &nbsp;&nbsp; $35,282˂˃ | &nbsp;&nbsp; $302758123 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Futures Contracts\*\* | &nbsp;&nbsp; 370 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 370 |
| Total Financial Instruments | &nbsp;&nbsp; $370 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $370 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| ˂˃ | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning <br> and/or end of the reporting period in relation to net assets.<br>|

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**October 31, 2025**

**(Amounts in thousands, except share and per share amounts)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **U.S. Large Cap**<br> **Growth**<br> **Portfolio\***<br>| **U.S. Small Cap**<br> **Growth**<br> **Portfolio\***<br>| **International**<br> **Large Cap**<br> **Growth**<br> **Portfolio\***<br>| **International**<br> **Small Cap**<br> **Growth**<br> **Portfolio\***<br>|
| **ASSETS:** |  |  |  |  |
| Investment Securities at Value (including $8,733, $103,118, $55,153 and $17,767 <br> of securities on loan, respectively)<br>| $4280734 | $1730189 | $1142105 | $292703 |
| Temporary Cash Investments at Value & Cost | 45050 | 4766 |  |  |
| Collateral from Securities on Loan Invested in Affiliate at Value (including cost of <br> $8,914, $105,345, $47,596 and $10,055, respectively)<br>| 8914 | 105345 | 47596 | 10055 |
| Segregated Cash for Futures Contracts | 1916 |  | 256 | 43 |
| Foreign Currencies at Value |  |  | 588 | 617 |
| Cash  |  |  | 4997 | 1072 |
| Receivables: |  |  |  |  |
| Investment Securities Sold |  | 1754 |  | 45 |
| Dividends and Interest | 3288 | 390 | 4034 | 1097 |
| Securities Lending Income | 2 | 19 | 16 | 21 |
| Fund Shares Sold | 1581 | 2169 | 483 | 68 |
| Futures Variation Margin | 84 |  | 12 |  |
| Prepaid Expenses and Other Assets  | 19 | 18 | 6 | 4 |
| Total Assets | 4341588 | 1844650 | 1200093 | 305725 |
| **LIABILITIES:** |  |  |  |  |
| Payables: |  |  |  |  |
| Upon Return of Securities Loaned | 8910 | 105334 | 47608 | 10064 |
| Investment Securities Purchased | 1770 | 2719 | 896 |  |
| Fund Shares Redeemed | 3391 | 1294 | 693 | 60 |
| Due to Advisor | 550 | 412 | 224 | 99 |
| Futures Variation Margin |  |  |  | 43 |
| Unrealized Loss on Foreign Currency Contracts |  |  | 1 | 1 |
| Accrued Expenses and Other Liabilities | 129 | 62 | 50 | 29 |
| Total Liabilities | 14750 | 109821 | 49472 | 10296 |
| **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |  |  |  |
| **NET ASSETS** | $4326838 | $1734829 | $1150621 | $295429 |
| **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:**  |  |  |  |  |
| Institutional Class Shares — based on shares outstanding of 100,050,679, <br> 57,671,682, 59,168,022 and 16,234,690, respectively, $0.01 Par Value (1)<br>| **$43.25** | **$30.08** | **$19.45** | **$18.20** |
| (1) NUMBER OF SHARES AUTHORIZED | 1000000000 | 1000000000 | 1000000000 | 1000000000 |
| Investment Securities at Cost | $2416627 | $1276601 | $773507 | $214601 |
| Foreign Currencies at Cost | $— | $— | $594 | $621 |
| **NET ASSETS CONSIST OF:** |  |  |  |  |
| Paid-In Capital | $2481654 | $1324155 | $816970 | $234058 |
| Total Distributable Earnings (Loss) | 1845184 | 410674 | 333651 | 61371 |
| **NET ASSETS** | $4326838 | $1734829 | $1150621 | $295429 |

---

------

\*

See Note J in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE YEAR ENDED OCTOBER 31, 2025**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **U.S. Large Cap**<br> **Growth**<br> **Portfolio**<br>| **U.S. Small Cap**<br> **Growth**<br> **Portfolio**<br>| **International**<br> **Large Cap**<br> **Growth**<br> **Portfolio**<br>| **International**<br> **Small Cap**<br> **Growth**<br> **Portfolio**<br>|
| **Investment Income** |  |  |  |  |
| Dividends (Net of Foreign Taxes Withheld of $2, $11, $1,926 and <br> $735, respectively)<br>| $45516 | $11957 | $20845 | $6420 |
| Dividend Income from Affiliates | 472 | 2647 | 1033 | 340 |
| Income from Securities Lending, Net | 20 | 182 | 198 | 238 |
| Total Investment Income | 46008 | 14786 | 22076 | 6998 |
| **Fund Expenses** |  |  |  |  |
| Investment Management Fees | 5575 | 4268 | 2296 | 1057 |
| Accounting & Transfer Agent Fees | 676 | 235 | 172 | 48 |
| Custodian Fees | 40 | 26 | 66 | 38 |
| Filing Fees | 60 | 47 | 31 | 22 |
| Shareholders' Reports | 67 | 69 | 51 | 26 |
| Directors'/Trustees' Fees & Expenses | 28 | 13 | 8 | 2 |
| Professional Fees | 51 | 21 | 24 | 6 |
| Other | 260 | 63 | 34 | 14 |
| Total Fund Expenses | 6757 | 4742 | 2682 | 1213 |
| Fees Paid Indirectly (Note C) |  |  | 53 |  |
| Net Expenses | 6757 | 4742 | 2629 | 1213 |
| **Net Investment Income (Loss)** | 39251 | 10044 | 19447 | 5785 |
| **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Investment Securities Sold | (14348)<br>| (18757)<br>| 2395 | 1590 |
| Affiliated Investment Companies Shares Sold | 5 | 11 | 3 | 2 |
| Futures | 5958 | 295 | 132 | 50 |
| Foreign Currency Transactions |  |  | 69 | 40 |
| In-Kind Redemptions | 240901 | 69370 |  | 1022 |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Investment Securities and Foreign Currency | 258439 | 35159 | 163154 | 43668 |
| Futures | 1190 |  | 43 | 16 |
| Translation of Foreign Currency-Denominated Amounts |  |  | 163 | 37 |
| **Net Realized and Unrealized Gain (Loss)** | 492145 | 86078 | 165959 | 46425 |
| **Net Increase (Decrease) in Net Assets Resulting from** <br> **Operations**<br>| $531396 | $96122 | $185406 | $52210 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **U.S. Large Cap**<br> **Growth Portfolio** | **U.S. Large Cap**<br> **Growth Portfolio** | **U.S. Small Cap**<br> **Growth Portfolio** | **U.S. Small Cap**<br> **Growth Portfolio** | **International Large**<br> **Cap Growth Portfolio** | **International Large**<br> **Cap Growth Portfolio** | **International Small**<br> **Cap Growth Portfolio** | **International Small**<br> **Cap Growth Portfolio** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
| **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |  |  |
| Operations: |  |  |  |  |  |  |  |  |
| Net Investment Income (Loss) | $39251 | $41587 | $10044 | $8682 | $19447 | $15200 | $5785 | $5490 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |  |  |  |
| Investment Securities Sold | (14348)<br>| (20278)<br>| (18757)<br>| (24654)<br>| 2395 | (1708)<br>| 1590 | 3235 |
| Affiliated Investment Companies Shares Sold | 5 | (3)<br>| 11 | (17)<br>| 3 | (7)<br>| 2 | (1)<br>|
| Futures | 5958 | 7282 | 295 | 952 | 132 | 207 | 50 | 149 |
| Foreign Currency Transactions |  |  |  |  | 69 | 165 | 40 | 24 |
| In-Kind Redemptions | 240901 | 598596 | 69370 | 86585 |  | 508 | 1022 |  |
| Change in Unrealized Appreciation (Depreciation) <br> of:<br>|  |  |  |  |  |  |  |  |
| Investment Securities and Foreign Currency | 258439 | 427874 | 35159 | 229380 | 163154 | 107640 | 43668 | 43383 |
| Affiliated Investment Companies Shares |  |  |  | 2 |  | 1 |  |  |
| Futures | 1190 | 1034 |  |  | 43 | (24)<br>| 16 | (15)<br>|
| Translation of Foreign Currency-Denominated <br> Amounts<br>|  |  |  |  | 163 | (4)<br>| 37 | (4)<br>|
| Net Increase (Decrease) in Net Assets <br> Resulting from Operations<br>| 531396 | 1056092 | 96122 | 300930 | 185406 | 121978 | 52210 | 52261 |
| Distributions: |  |  |  |  |  |  |  |  |
| Institutional Class Shares | (35100)<br>| (56096)<br>| (9545)<br>| (8391)<br>| (18935)<br>| (14300)<br>| (6665)<br>| (5940)<br>|
| Capital Share Transactions (1): |  |  |  |  |  |  |  |  |
| Shares Issued | 1345804 | 1570849 | 717733 | 596453 | 246843 | 321484 | 46261 | 32777 |
| Shares Issued in Lieu of Cash Distributions | 34856 | 55699 | 9224 | 8140 | 18894 | 14237 | 6585 | 5861 |
| Shares Redeemed | (1111324)<br>| (1775872)<br>| (450264)<br>| (369024)<br>| (165042)<br>| (115572)<br>| (62041)<br>| (58932)<br>|
| Net Increase (Decrease) from Capital Share <br> Transactions<br>| 269336 | (149324)<br>| 276693 | 235569 | 100695 | 220149 | (9195)<br>| (20294)<br>|
| Total Increase (Decrease) in Net Assets | 765632 | 850672 | 363270 | 528108 | 267166 | 327827 | 36350 | 26027 |
| **Net Assets** |  |  |  |  |  |  |  |  |
| Beginning of Year | 3561206 | 2710534 | 1371559 | 843451 | 883455 | 555628 | 259079 | 233052 |
| End of Year | $4326838 | $3561206 | $1734829 | $1371559 | $1150621 | $883455 | $295429 | $259079 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |  |  |
| Shares Issued | 33249 | 45700 | 24626 | 22530 | 13939 | 19477 | 2741 | 2181 |
| Shares Issued in Lieu of Cash Distributions | 873 | 1651 | 320 | 306 | 1040 | 858 | 391 | 388 |
| Shares Redeemed  | (27987)<br>| (51470)<br>| (15538)<br>| (13929)<br>| (9355)<br>| (7089)<br>| (3759)<br>| (3901)<br>|
| Net Increase (Decrease) from Shares Issued <br> and Redeemed<br>| 6135 | (4119)<br>| 9408 | 8907 | 5624 | 13246 | (627)<br>| (1332)<br>|

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **U.S. Large Cap Growth Portfolio** | **U.S. Large Cap Growth Portfolio** | **U.S. Large Cap Growth Portfolio** | **U.S. Large Cap Growth Portfolio** | **U.S. Large Cap Growth Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $37.92 | $27.65 | $26.68 | $32.74 | $24.35 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.42 | 0.43 | 0.44 | 0.41 | 0.40 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 5.28 | 10.42 | 2.67 | (4.02) | 8.37 |
| Total from Investment Operations  | 5.70 | 10.85 | 3.11 | (3.61) | 8.77 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.37) | (0.40) | (0.39) | (0.38) | (0.38) |
| Net Realized Gains  |  | (0.18) | (1.75) | (2.07) |  |
| Total Distributions  | (0.37) | (0.58) | (2.14) | (2.45) | (0.38) |
| Net Asset Value, End of Year | $43.25 | $37.92 | $27.65 | $26.68 | $32.74 |
| Total Return  | 15.13% | 39.51% | 12.01% | (12.12%) | 36.20% |
| Net Assets, End of Year (thousands)  | $4326838 | $3561206 | $2710534 | $2355314 | $2942457 |
| Ratio of Expenses to Average Net Assets  | 0.18% | 0.18% | 0.18% | 0.18% | 0.18% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor) <br>| 0.18% | 0.18% | 0.18% | 0.18% | 0.18% |
| Ratio of Net Investment Income to Average Net Assets  | 1.06% | 1.25% | 1.58% | 1.43% | 1.35% |
| Portfolio Turnover Rate  | 10% | 11% | 13% | 13% | 11% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **U.S. Small Cap Growth Portfolio** | **U.S. Small Cap Growth Portfolio** | **U.S. Small Cap Growth Portfolio** | **U.S. Small Cap Growth Portfolio** | **U.S. Small Cap Growth Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $28.42 | $21.43 | $22.21 | $27.98 | $18.67 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.19 | 0.20 | 0.19 | 0.17 | 0.16 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 1.65 | 6.98 | (0.09) | (3.83) | 9.30 |
| Total from Investment Operations  | 1.84 | 7.18 | 0.10 | (3.66) | 9.46 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.18) | (0.19) | (0.19) | (0.17) | (0.15) |
| Net Realized Gains  |  |  | (0.69) | (1.94) |  |
| Total Distributions  | (0.18) | (0.19) | (0.88) | (2.11) | (0.15) |
| Net Asset Value, End of Year | $30.08 | $28.42 | $21.43 | $22.21 | $27.98 |
| Total Return  | 6.51% | 33.58% | 0.33% | (14.10%) | 50.76% |
| Net Assets, End of Year (thousands)  | $1734829 | $1371559 | $843451 | $829017 | $984629 |
| Ratio of Expenses to Average Net Assets  | 0.31% | 0.32% | 0.32% | 0.33% | 0.37% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor) <br>| 0.31% | 0.32% | 0.32% | 0.33% | 0.37% |
| Ratio of Net Investment Income to Average Net Assets  | 0.66% | 0.75% | 0.85% | 0.74% | 0.64% |
| Portfolio Turnover Rate  | 18% | 16% | 25% | 30% | 29% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **International Large Cap Growth Portfolio** | **International Large Cap Growth Portfolio** | **International Large Cap Growth Portfolio** | **International Large Cap Growth Portfolio** | **International Large Cap Growth Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $16.50 | $13.79 | $12.57 | $17.35 | $13.40 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.34 | 0.33 | 0.31 | 0.38 | 0.31 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 2.95 | 2.68 | 1.21 | (4.80) | 3.93 |
| Total from Investment Operations  | 3.29 | 3.01 | 1.52 | (4.42) | 4.24 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.34) | (0.30) | (0.30) | (0.36) | (0.29) |
| Total Distributions  | (0.34) | (0.30) | (0.30) | (0.36) | (0.29) |
| Net Asset Value, End of Year | $19.45 | $16.50 | $13.79 | $12.57 | $17.35 |
| Total Return  | 20.08% | 21.86% | 11.97% | (25.63%) | 31.77% |
| Net Assets, End of Year (thousands)  | $1150621 | $883455 | $555628 | $522908 | $662401 |
| Ratio of Expenses to Average Net Assets  | 0.26% | 0.27% | 0.28% | 0.29% | 0.30% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.27% | 0.27% | 0.28% | 0.29% | 0.30% |
| Ratio of Net Investment Income to Average Net Assets  | 1.95% | 2.01% | 2.15% | 2.55% | 1.86% |
| Portfolio Turnover Rate  | 13% | 14% | 15% | 17% | 14% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **International Small Cap Growth Portfolio** | **International Small Cap Growth Portfolio** | **International Small Cap Growth Portfolio** | **International Small Cap Growth Portfolio** | **International Small Cap Growth Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $15.36 | $12.81 | $12.50 | $20.04 | $14.79 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.35 | 0.31 | 0.29 | 0.33 | 0.27 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 2.90 | 2.58 | 0.31 | (6.67) | 5.23 |
| Total from Investment Operations  | 3.25 | 2.89 | 0.60 | (6.34) | 5.50 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.41) | (0.34) | (0.29) | (0.29) | (0.25) |
| Net Realized Gains  |  |  |  | (0.91) |  |
| Total Distributions  | (0.41) | (0.34) | (0.29) | (1.20) | (0.25) |
| Net Asset Value, End of Year | $18.20 | $15.36 | $12.81 | $12.50 | $20.04 |
| Total Return  | 21.39% | 22.62% | 4.58% | (33.14%) | 37.31% |
| Net Assets, End of Year (thousands)  | $295429 | $259079 | $233052 | $238123 | $267467 |
| Ratio of Expenses to Average Net Assets  | 0.45% | 0.45% | 0.48% | 0.53% | 0.55% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.45% | 0.45% | 0.49% | 0.53% | 0.56% |
| Ratio of Net Investment Income to Average Net Assets  | 2.13% | 2.06% | 2.05% | 2.10% | 1.45% |
| Portfolio Turnover Rate  | 20% | 23% | 23% | 32% | 24% |

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See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

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**DFA INVESTMENT DIMENSIONS GROUP INC.**

**NOTES TO FINANCIAL STATEMENTS**

**A. Organization:** 

DFA Investment Dimensions Group Inc. (the "Fund") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"), whose shares are generally offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund offers one hundred and three operational portfolios as of October 31, 2025, four of which, U.S. Large Cap Growth Portfolio, U.S. Small Cap Growth Portfolio, International Large Cap Growth Portfolio and International Small Cap Growth Portfolio (collectively, the "Portfolios"), are included in this report. The remaining operational portfolios are presented in separate reports. The Portfolios are investment companies, and accordingly, follow the accounting and reporting guidance under the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC"), Topic 946, "Financial Services-Investment Companies."

**B. Significant Accounting Policies:**

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates, and those differences could be material.

1. Security Valuation: The Portfolios use a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 1 – inputs are quoted prices in active markets for identical securities (including equity securities, open-end investment companies, and futures contracts)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 3 – significant unobservable inputs (including the Portfolios' own assumptions in determining the fair value of investments)

Securities held by U.S. Large Cap Growth Portfolio and U.S. Small Cap Growth Portfolio (the "Domestic Equity Portfolios") and International Large Cap Growth Portfolio and International Small Cap Growth Portfolio (the "International Equity Portfolios"), including OTC 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 at the mean between the most recent quoted bid and ask prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end management investment companies are valued using their respective net asset values or public offering prices, as appropriate, for purchase orders placed at the close of the New York Stock Exchange("NYSE"). These securities are generally categorized as Level 1 in the hierarchy. The investment in The DFA Short Term Investment Fund (the "Short Term Series"), which is an open-end management investment company available for purchase only by the Portfolios and affiliated funds, is categorized as Level 2 in the hierarchy.

Securities for which no market quotations are readily available (including restricted securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Directors of the Fund (the "Board"). Fair value pricing may also be used if events that have a significant effect on the value of an investment (as determined in the discretion

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of Dimensional Fund Advisors LP (the "Advisor")) occur before the net asset value of the Portfolio is calculated. When fair value pricing is used, the prices of securities used by the 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.

Futures contracts held by the Portfolios are valued using the settlement price established each day on the exchange on which they are traded. These valuations are generally categorized as Level 1 in the hierarchy.

A summary of the inputs used to value the Portfolios' investments by each major security type, industry and/or country is disclosed previously in this note. Valuation hierarchy tables have been included at the end of the Schedules of Investments. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

2. Foreign Currency Translation: Securities and other assets and liabilities of the International Equity Portfolios whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recent bid and ask prices for the U.S. dollar as quoted by generally recognized reliable sources. To facilitate this translation, the Portfolios enter into foreign currency contracts. A foreign currency contract is a spot agreement between two parties to buy and sell currencies at current market exchange rates, for settlement generally within two business days. Dividend and interest income and certain expenses are translated to U.S. dollars at the rate of exchange on their respective accrual dates. Receivables and payables denominated in foreign currencies are marked-to-market daily based on daily exchange rates and exchange gains or losses are realized upon ultimate receipt or disbursement.

The International Equity Portfolios do not isolate the effect of foreign exchange rate fluctuations from the effect of fluctuations in the market prices of securities, whether realized or unrealized.

Realized gains or losses on foreign currency transactions represent net foreign exchange gains or losses from the disposition of foreign currencies, currency gains or losses realized between the trade and settlement dates of securities transactions, and the difference between amounts of interest, dividends and any foreign withholding taxes recorded on the books of the International Equity Portfolios and the U.S. dollar equivalent amounts actually received or paid.

3. Deferred Compensation Plan: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the "Plan"). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds, each of which are affiliates of the

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Portfolios, and advised by the Advisor: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company Portfolio, U.S. Vector Equity Portfolio, U.S. Micro Cap Portfolio, DFA International Value Portfolio, International Core Equity 2 Portfolio, Emerging Markets Portfolio, Emerging Markets Core Equity 2 Portfolio, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/Trustees' Fees & Expenses.

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the "Notice") to defer the receipt of the Director's deferred compensation until a date specified by such Director in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board; and (ii) five years following the effective date of the Director's first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

4. Other: Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Non-cash dividend income received in the form of securities in-lieu of cash, if any, are recorded at the fair value of securities received. Distributions received on securities that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolios estimate the character of distributions received that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Expenses directly attributable to a Portfolio are directly charged. Common expenses of the Fund or the Portfolios are allocated using methods approved by the Board, generally based on average net assets.

The Portfolios may be subject to taxes imposed by countries in which they invest, with respect to their investments in issuers existing or operating in such countries. Such taxes are generally based on income earned or repatriated and capital gains realized on the sale of such investments. The International Equity Portfolios accrue such taxes when the related income or capital gains are earned or throughout the holding period. Some countries require governmental approval for the repatriation of investment income, capital or the proceeds of sales earned by foreign investors. Additionally, if there is a deterioration in a country's balance of payments or for other reasons, a country may impose temporary restrictions on foreign capital remittances abroad.

**C. Investment Advisor:**

The Advisor provides investment management services to the Portfolios.

For the year ended October 31, 2025, the Portfolios' investment management fees were accrued daily and paid monthly to the Advisor based on the following effective annual rates of average daily net assets:

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| | |
|:---|:---|
| U.S. Large Cap Growth Portfolio | 0.15<br> %<br>|
| U.S. Small Cap Growth Portfolio | 0.28<br> %<br>|
| International Large Cap Growth Portfolio | 0.23<br> %<br>|
| International Small Cap Growth Portfolio | 0.39<br> %<br>|

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Pursuant to an Amended and Restated Fee Waiver and/or Expense Assumption Agreement (the "Fee Waiver Agreement") for the Portfolios, the Advisor has contractually agreed to waive all or a portion of its management fee and assume the ordinary operating expenses of a class of each Portfolio (excluding the expenses that the Portfolio incurs indirectly through investment of its securities lending cash collateral in the Short Term Series and its investment in other investment companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of a class of each Portfolio, on an annualized basis, to the rates listed below as a percentage of a class

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of the respective Portfolio's average net assets (the "Expense Limitation Amount"). The Fee Waiver Agreement for the Portfolios will remain in effect through February 28, 2026, and may only be terminated by the Board prior to that date. The Fee Waiver Agreement shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor.

During the year ended October 31, 2025, the Portfolios had expense limits based on a percentage of average net assets on an annualized basis, as listed below. The Portfolios did not waive fees/assume expenses or recover previously waived fees/expenses assumed during the year ended October 31, 2025, and have no previously waived fees/expenses assumed subject to future recovery by the Advisor. At any time that the Portfolio Expenses of a class of a Portfolio are less than the applicable Expense Limitation Amount listed below, the Advisor retains the right to recover fees previously waived and/or expenses previously assumed to the extent that the expense ratio following such recovery would be less than the Expense Limitation Amount that was in place when such prior year fees were waived and/or expenses assumed, and less than the current Expense Limitation Amount in place for the Portfolio. The Fund, on behalf of the Portfolios, is not obligated to reimburse the Advisor for fees previously waived or expenses previously assumed by the Advisor more than thirty-six months before the date of recovery.

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| | | | |
|:---|:---|:---|:---|
| **Institutional Class Shares**  | **Expense**<br> **Limitation**<br> **Amount**<br>| **Recovery**<br> **of Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br>| **Waived Fees/**<br> **Assumed**<br> **Expenses**<br>|
| U.S. Large Cap Growth Portfolio | 0.20<br> %<br>|  |  |
| U.S. Small Cap Growth Portfolio | 0.40<br> %<br>|  |  |
| International Large Cap Growth Portfolio | 0.30<br> %<br>|  |  |
| International Small Cap Growth Portfolio | 0.52<br> %<br>|  |  |

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**Earned Income Credit:** 

Additionally, the Portfolios have entered into arrangements with their custodian whereby net interest earned on uninvested cash balances was used to reduce a portion of the Portfolios' custody expenses. Custody expense in the accompanying financial statements is presented before reduction for credits. The impact of such credits is generally less than one basis point of each Portfolio's net assets. During the year ended October 31, 2025, expenses reduced were as follows (amount in thousands):

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| | |
|:---|:---|
|  | **Fees Paid**<br> **Indirectly**<br>|
| International Large Cap Growth Portfolio | &nbsp;&nbsp; $53 |

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**Fees Paid to Officers and Directors/Trustees:**

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Fund. For the year ended October 31, 2025, the total related amount paid by the Fund to the CCO was $239 (in thousands). The total related amounts paid by each of the Portfolios are included in Other Expenses on the Statements of Operations.

**D. Deferred Compensation:** 

As of October 31, 2025, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statements of Assets and Liabilities as follows (amounts in thousands):

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| | |
|:---|:---|
| U.S. Large Cap Growth Portfolio | &nbsp;&nbsp; $13 |
| U.S. Small Cap Growth Portfolio | &nbsp;&nbsp; 5 |
| International Large Cap Growth Portfolio | &nbsp;&nbsp; 3 |
| International Small Cap Growth Portfolio | &nbsp;&nbsp; 1 |

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**E. Purchases and Sales of Securities:** 

For the year ended October 31, 2025, the Portfolios made the following purchases and sales of investment securities, other than short-term securities, in-kind redemptions and U.S. Government securities (amounts in thousands):

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| | | |
|:---|:---|:---|
|  | **Other Investment Securities** | **Other Investment Securities** |
|  | **Purchases**  | **Sales**  |
| U.S. Large Cap Growth Portfolio | &nbsp;&nbsp; $1044001 | &nbsp;&nbsp; $377649 |
| U.S. Small Cap Growth Portfolio | &nbsp;&nbsp; 667425 | &nbsp;&nbsp; 276944 |
| International Large Cap Growth Portfolio | &nbsp;&nbsp; 233318 | &nbsp;&nbsp; 132131 |
| International Small Cap Growth Portfolio | &nbsp;&nbsp; 54985 | &nbsp;&nbsp; 58646 |

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There were no purchases or sales of long-term U.S. government securities.

For the year ended October 31, 2025, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

The amounts presented below may differ from the respective amounts presented in the corresponding Schedules of Investments, Statements of Assets and Liabilities or Statements of Operations due to rounding. The amounts are as follows (amounts in thousands):

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| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **October 31, 2025**<br>| **Shares as of**<br> **October 31, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **U.S. Large Cap Growth** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $83471 | $709352 | $783914 | $5 |  | $8914 | 771 | $472 |  |
| **Total** | **$83471** | **$709352** | **$783914** | **$5** | **—** | **$8914** |  | **$472** | **—** |
| **U.S. Small Cap Growth** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $41278 | $762383 | $698327 | $11 |  | $105345 | 9107 | $2647 |  |
| **Total** | **$41278** | **$762383** | **$698327** | **$11** | **—** | **$105345** |  | **$2647** | **—** |
| **International Large Cap** <br> **Growth Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $26267 | $487238 | $465912 | $3 |  | $47596 | 4115 | $1033 |  |
| **Total** | **$26267** | **$487238** | **$465912** | **$3** | **—** | **$47596** |  | **$1033** | **—** |
| **International Small Cap** <br> **Growth Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $6613 | $95939 | $92499 | $2 |  | $10055 | 869 | $340 |  |
| **Total** | **$6613** | **$95939** | **$92499** | **$2** | **—** | **$10055** |  | **$340** | **—** |

---

**F. Federal Income Taxes:** 

Each Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to its shareholders. Accordingly, no provision has been made for federal income taxes.

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Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are charged or credited to paid-in capital or distributable earnings, undistributed net investment income, accumulated net realized gains or losses, or unrealized appreciation, as appropriate, in the period that the differences arise. Accordingly, the permanent differences as of October 31, 2025, can occur as a result of realized gains on securities considered to be "passive foreign investment companies," non-deductible expenses, realized foreign capital gains tax, the use of accumulated earnings and profits distributed to shareholders on redemptions of shares as part of the dividends paid deduction for income tax purposes, net foreign currency gains/losses, redemption in-kind transactions, distributions received from real estate investment trusts and distribution redesignations, and were reclassified to the accounts mentioned above. These reclassifications had no effect on net assets or net asset value per share.

The tax character of dividends and distributions declared and paid during the years ended October 31, 2024, and October 31, 2025, were as follows (amounts in thousands):

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| | | | |
|:---|:---|:---|:---|
|  | **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Long-Term**<br> **Capital Gains**<br>| **Total** |
| U.S. Large Cap Growth Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; $38396 | &nbsp;&nbsp; $17700 | &nbsp;&nbsp; $56096 |
| 2025 | &nbsp;&nbsp; 35100 | &nbsp;&nbsp; — | &nbsp;&nbsp; 35100 |
| U.S. Small Cap Growth Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 8391 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8391 |
| 2025 | &nbsp;&nbsp; 9545 | &nbsp;&nbsp; — | &nbsp;&nbsp; 9545 |
| International Large Cap Growth Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 14300 | &nbsp;&nbsp; — | &nbsp;&nbsp; 14300 |
| 2025 | &nbsp;&nbsp; 18935 | &nbsp;&nbsp; — | &nbsp;&nbsp; 18935 |
| International Small Cap Growth Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 5940 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5940 |
| 2025 | &nbsp;&nbsp; 6665 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6665 |

---

As of October 31, 2025, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed**<br> **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Undistributed**<br> **Long-Term**<br> **Capital Gains**<br>| **Capital Loss**<br> **Carryforwards**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>| **Total Net**<br> **Distributable**<br> **Earnings**<br> **(Accumulated**<br> **Losses)**<br>|
| U.S. Large Cap Growth Portfolio | &nbsp;&nbsp; $231 | &nbsp;&nbsp; — | &nbsp;&nbsp; $(19161)<br>| &nbsp;&nbsp; $1864124 | &nbsp;&nbsp; $1845194 |
| U.S. Small Cap Growth Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (43850)<br>| &nbsp;&nbsp; 454529 | &nbsp;&nbsp; 410679 |
| International Large Cap Growth <br> Portfolio<br>| &nbsp;&nbsp; 5561 | &nbsp;&nbsp; — | &nbsp;&nbsp; (36042)<br>| &nbsp;&nbsp; 364136 | &nbsp;&nbsp; 333655 |
| International Small Cap Growth <br> Portfolio<br>| &nbsp;&nbsp; 1009 | &nbsp;&nbsp; — | &nbsp;&nbsp; (15591)<br>| &nbsp;&nbsp; 75955 | &nbsp;&nbsp; 61373 |

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For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2025, the Portfolios had the following capital loss carryforwards available to offset future realized capital gains with no expiration date (amounts in thousands):

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| | |
|:---|:---|
|  | **Total** |
| U.S. Large Cap Growth Portfolio | &nbsp;&nbsp; $19161 |
| U.S. Small Cap Growth Portfolio | &nbsp;&nbsp; 43850 |
| International Large Cap Growth Portfolio | &nbsp;&nbsp; 36042 |
| International Small Cap Growth Portfolio | &nbsp;&nbsp; 15591 |

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During the year ended October 31, 2025, the following Portfolios used the following capital loss carryforwards to offset realized capital gains for federal income tax purposes (amounts in thousands):

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| | |
|:---|:---|
| International Large Cap Growth Portfolio | &nbsp;&nbsp; $2595 |
| International Small Cap Growth Portfolio | &nbsp;&nbsp; 1465 |

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As of October 31, 2025, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br> **Tax Cost**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **(Depreciation)**<br>| **Net**<br> **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| U.S. Large Cap Growth Portfolio | &nbsp;&nbsp; $2470574 | &nbsp;&nbsp; $1904587 | &nbsp;&nbsp; $(40463)<br>| &nbsp;&nbsp; $1864124 |
| U.S. Small Cap Growth Portfolio | &nbsp;&nbsp; 1385771 | &nbsp;&nbsp; 523832 | &nbsp;&nbsp; (69303)<br>| &nbsp;&nbsp; 454529 |
| International Large Cap Growth Portfolio | &nbsp;&nbsp; 825714 | &nbsp;&nbsp; 378806 | &nbsp;&nbsp; (14818)<br>| &nbsp;&nbsp; 363988 |
| International Small Cap Growth Portfolio | &nbsp;&nbsp; 226820 | &nbsp;&nbsp; 91465 | &nbsp;&nbsp; (15526)<br>| &nbsp;&nbsp; 75939 |

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The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in the tax treatment of passive foreign investment company investments or other investments.

ASC 740 Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Under GAAP, the Portfolios recognize the tax benefits of uncertain tax positions only when the position is more likely than not to be sustained, assuming examination by tax authorities. Management has analyzed each Portfolio's tax positions and has concluded that no additional provision for income tax is required in any Portfolio's financial statements. The Portfolios are not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolios' federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

**G. Financial Instruments:**

In accordance with the Portfolios' investment objectives and policies, the Portfolios may invest in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. The Portfolios' derivative contracts are not accounted for as hedging instruments under GAAP. These instruments and their significant corresponding risks are described below:

1. Foreign Market Risks: Investments in foreign markets may involve certain considerations and risks not typically associated with investments in the United States of America, including the possibility of future political and economic developments and the level of foreign governmental supervision and regulation of foreign securities

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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 International Equity Portfolios may be inhibited.

**Derivative Financial Instruments:**

Summarized below are the specific types of derivative instruments used by the Portfolios.

2. Futures Contracts: The Portfolios 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 Portfolios. Upon entering into a futures contract, the Portfolios deposit cash or pledge U.S. Government securities to a broker in an amount equal to the minimum "initial margin" requirements of the exchange on which the contract is traded. Subsequent payments are received from or paid to the broker each day, based on the daily fluctuation in the market value of the contract. These receipts or payments are known as "variation margin" and are recorded daily by the Portfolios as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Portfolios record a realized gain or loss, which is presented in the Statements of Operations as a net realized gain or loss on futures, equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

Risks may arise upon entrance into futures contracts from potential imperfect price correlations between the futures contracts and the underlying securities, from the possibility of an illiquid secondary market for these instruments and from the possibility that the 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.

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the year ended October 31, 2025 was as follows (amounts in thousands):

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| | |
|:---|:---|
|  | **Futures\*** |
| U.S. Large Cap Growth Portfolio | &nbsp;&nbsp; $25672 |
| U.S. Small Cap Growth Portfolio | &nbsp;&nbsp; 671 |
| International Large Cap Growth Portfolio | &nbsp;&nbsp; 1174 |
| International Small Cap Growth Portfolio | &nbsp;&nbsp; 623 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* Average Notional Value of futures contracts.

The following is a summary of the Portfolios' derivative instrument holdings categorized by primary risk exposure as of October 31, 2025 (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Asset Derivatives Value**  | **Asset Derivatives Value**  |
|  | **Total Value**<br> **at**<br> **October 31, 2025** <br>| **Equity**<br> **Contracts** <sup>(1),\*</sup> <br>|
| U.S. Large Cap Growth Portfolio | &nbsp;&nbsp; $917<br>| &nbsp;&nbsp; $917 |
| International Large Cap Growth Portfolio | &nbsp;&nbsp; 21<br>| &nbsp;&nbsp; 21 |
| International Small Cap Growth Portfolio | &nbsp;&nbsp; 1<br>| &nbsp;&nbsp; 1 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

(1) Presented on Statements of Assets and Liabilities as Receivables: Futures Variation Margin.

\* Includes cumulative appreciation (depreciation) of futures contracts. Only current day's margin variation is reported within the Statements of Assets and Liabilities. 

------

The following is a summary of the realized and change in unrealized gains and losses from the Portfolios' derivative instrument holdings categorized by primary risk exposure for the year ended October 31, 2025 (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  |
|  | **Total**  | **Equity**<br> **Contracts** <sup>(1)</sup> <br>|
| U.S. Large Cap Growth Portfolio | &nbsp;&nbsp; $5958 | &nbsp;&nbsp; $5958 |
| U.S. Small Cap Growth Portfolio | &nbsp;&nbsp; 295 | &nbsp;&nbsp; 295 |
| International Large Cap Growth Portfolio | &nbsp;&nbsp; 132 | &nbsp;&nbsp; 132 |
| International Small Cap Growth Portfolio | &nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  |
|  | **Total**  | **Equity**<br> **Contracts** <sup>(2)</sup> <br>|
| U.S. Large Cap Growth Portfolio | &nbsp;&nbsp; $1190 | &nbsp;&nbsp; $1190 |
| International Large Cap Growth Portfolio | &nbsp;&nbsp; 43 | &nbsp;&nbsp; 43 |
| International Small Cap Growth Portfolio | &nbsp;&nbsp; 16 | &nbsp;&nbsp; 16 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(1) Presented
 on Statements of Operations as Net Realized Gain (Loss) on: Futures.

&nbsp;&nbsp;&nbsp;&nbsp;(2) Presented
 on Statements of Operations as Change in Unrealized Appreciation (Depreciation) of: Futures.

**H. Line of Credit and Interfund Lending Program:**

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 2, 2025, with its domestic custodian bank. A line of credit with similar terms was in effect through April 2, 2025. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The agreement for the line of credit expires on April 1, 2026.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective December 26, 2024. A line of credit with similar terms was in effect through December 26, 2024. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The line of credit agreement expires on December 25, 2025.

For the year ended October 31, 2025, borrowings by the following Portfolios under the lines of credit were as follows (amounts in thousands, except percentages and days):

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Weighted**<br> **Average**<br> **Interest Rate**<br>| **Weighted**<br> **Average**<br> **Loan Balance**<br>| **Number of**<br> **Days**<br> **Outstanding\***<br>| **Interest**<br> **Expense**<br> **Incurred**<br>| **Maximum Amount**<br> **Borrowed During**<br> **the Period**<br>| **Outstanding**<br> **Borrowings**<br> **as of 10/31/2025**<br>|
| U.S. Small Cap Growth <br> Portfolio<br>| 5.14<br> %<br>| &nbsp;&nbsp; $4346 | &nbsp;&nbsp; 8 | &nbsp;&nbsp; $5 | &nbsp;&nbsp; $11002 | &nbsp;&nbsp; — |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Weighted**<br> **Average**<br> **Interest Rate**<br>| **Weighted**<br> **Average**<br> **Loan Balance**<br>| **Number of**<br> **Days**<br> **Outstanding\***<br>| **Interest**<br> **Expense**<br> **Incurred**<br>| **Maximum Amount**<br> **Borrowed During**<br> **the Period**<br>| **Outstanding**<br> **Borrowings**<br> **as of 10/31/2025**<br>|
| International Large Cap <br> Growth Portfolio<br>| 5.08<br> %<br>| &nbsp;&nbsp; $680 | &nbsp;&nbsp; 3 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1155 | &nbsp;&nbsp; — |
| International Small Cap <br> Growth Portfolio<br>| 5.14<br> %<br>| &nbsp;&nbsp; 116 | &nbsp;&nbsp; 22 | &nbsp;&nbsp; — | &nbsp;&nbsp; 338 | &nbsp;&nbsp; — |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* Number of Days Outstanding represents the total of single or consecutive days during the year ended October 31, 2025, that each Portfolio's available line of credit was used. 

Pursuant to an exemptive order issued by the SEC (the "Order"), the Portfolios may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day's notice.

The Portfolios did not use the interfund lending program during the year ended October 31, 2025.

**I. Affiliated Trades:**

Cross trades for the year ended October 31, 2025, if any, were executed by the Portfolios pursuant to procedures adopted by the Board to ensure compliance with Rule 17a-7 under the 1940 Act. Cross trading is the buying or selling of portfolio securities between series of investment companies, or between a series of an investment company and another entity, that are or could be considered affiliates by virtue of having a common investment advisor (or affiliated investment advisors), common Directors and/or common Officers. At its regularly scheduled meetings, the CCO certifies to the Board that the 17a-7 transactions entered into by the Portfolios complied with the Rule 17a-7 Procedures adopted by the Board.

For the year ended October 31, 2025, cross trades by the Portfolios under Rule 17a-7 were as follows (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
| **Portfolio** | **Purchases** | **Sales** | **Realized Gain (Loss)** |
| U.S. Large Cap Growth Portfolio | &nbsp;&nbsp; $93454 | &nbsp;&nbsp; $109750 | &nbsp;&nbsp; $(303)<br>|
| U.S. Small Cap Growth Portfolio | &nbsp;&nbsp; 59333 | &nbsp;&nbsp; 102997 | &nbsp;&nbsp; (17554)<br>|
| International Large Cap Growth Portfolio | &nbsp;&nbsp; 49579 | &nbsp;&nbsp; 35332 | &nbsp;&nbsp; (432)<br>|
| International Small Cap Growth Portfolio | &nbsp;&nbsp; 12408 | &nbsp;&nbsp; 19088 | &nbsp;&nbsp; 1027 |

---

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**J. Securities Lending:** 

As of October 31, 2025, some of the Portfolios had securities on loan to brokers/dealers, for which each such Portfolio received cash collateral. The contractual maturity of cash collateral received under the securities lending agreement is classified as overnight and continuous. Additionally, the following Portfolios received non-cash collateral consisting of short- and/or long-term U.S. Treasuries and U.S. government agency securities as follows (amounts in thousands):

---

| | |
|:---|:---|
|  | **Non-Cash**<br> **Collateral**<br> **Market**<br> **Value**<br>|
| International Large Cap Growth Portfolio | &nbsp;&nbsp; $9690 |
| International Small Cap Growth Portfolio | &nbsp;&nbsp; 8852 |

---

Each Portfolio with securities on loan invests the cash collateral, as described below, and records a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Portfolio with securities on loan's collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Portfolio or, at the option of the lending agent, to replace the securities. In the event of the bankruptcy of the borrower, the Portfolio could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

Subject to its stated investment policies, a Portfolio with securities on loan will generally invest the cash collateral received for the loaned securities in the Short Term Series, an affiliated registered ultrashort term bond fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Short Term Series. Income received from the Short Term Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. Each Portfolio also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, a Portfolio will be able to terminate the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or, other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible for taxation at qualified dividend income rates.

**K. Indemnitees; Contractual Obligations:**

Under the Fund's organizational documents, its Officers and Directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties that provide general indemnification. The Fund's maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**L. In-Kind Redemptions:**

During the year ended October 31, 2025, the following Portfolios realized net gains (losses) on in-kind redemptions as follows (amounts in thousands):

---

| | |
|:---|:---|
| U.S. Large Cap Growth Portfolio  | &nbsp;&nbsp; $240901 |
| U.S. Small Cap Growth Portfolio  | &nbsp;&nbsp; 69370 |
| International Small Cap Growth Portfolio  | &nbsp;&nbsp; 1022 |

---

**M. Segment Reporting:**

In this reporting period, the Portfolios adopted FASB Accounting Standards Update 2023-07, Segment Reporting (Topic 280) – Improvements to Reportable Segment Disclosures ("ASU 2023-07"). The adoption of the new standard only impacted financial statement disclosures and did not affect each Portfolio's financial position or the results of its operations. An operating segment is defined in Topic 280 as a component of a public entity that (i) engages in business activities from which it may recognize revenues and incur expenses, (ii) has operating results that are regularly reviewed by the public entity's chief operating decision maker ("CODM") to make decisions about resources to be allocated to the segment and assess its performance, and (iii) has discrete financial information available. The Fund's Co-Chief Executive Officers and the Chief Financial Officer act as the Portfolios' CODM. Each Portfolio represents a single operating segment, as the CODM monitors the operating results of the Portfolio as a whole. Each Portfolio's long-term strategic asset allocation is executed by its portfolio management team and guided by each Portfolio's investment objective and principal investment strategies, as described in each Portfolio's respective prospectus. The financial information provided to and reviewed by the CODM is consistent with that presented in each Portfolio's Schedule of Investments, Statement of Operations, Statement of Changes in Net Assets, and Financial Highlights.

**N. New Accounting Pronouncement:**

In December 2023, the FASB issued Accounting Standards Update 2023-09, Income Taxes (Topic 740) – Improvements to Income Tax Disclosures ("ASU 2023-09"). Effective for annual periods beginning after December 15, 2024, the amendments require greater disaggregation of disclosures related to income taxes paid. The ASU 2023-09 allows for early adoption and requires that amendments be applied on a prospective basis. Management is currently evaluating the impact of the ASU 2023-09 but does not expect the guidance to materially impact the financial statements.

**O. Other:**

As of October 31, 2025, the following number of shareholders, each holding greater than 5%, held the following approximate percentages of the Portfolios' outstanding shares. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors. Significant shareholder transactions by these shareholders, if any, may impact the Portfolios' performance.

---

| | | | |
|:---|:---|:---|:---|
|  | **Number of** <br>**Shareholders**<br>| **Approximate** <br>**Percentage of** <br>**Outstanding Shares**<br>| **Approximate Percentage** <br>**of Outstanding Shares** <br>**Held by Advisor** <br>**and/or Affiliates**<br>|
| U.S. Large Cap Growth Portfolio | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 80<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| U.S. Small Cap Growth Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 55<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| International Large Cap Growth Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 66<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| International Small Cap Growth Portfolio | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 84<br> %<br>| &nbsp;&nbsp; 30<br> %<br>|

---

------

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy). Although management currently believes that resolving claims, if any, against the Portfolios, individually or in aggregate, will not have a material adverse impact on the Portfolios' financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**P. ReFlow Redemption Service:**

A Portfolio may participate in the ReFlow liquidity program, which is designed to provide an alternative liquidity source for mutual funds experiencing net redemptions of their shares. Pursuant to the program, ReFlow Fund, LLC ("ReFlow") provides participating mutual funds with a source of cash to meet net shareholder redemptions by standing ready each business day to purchase fund shares up to the value of the net shares redeemed by other shareholders that are expected to settle that business day. A fund is not guaranteed to receive cash from ReFlow on any given day as the allocation of ReFlow's cash is based on the results of ReFlow's automated daily auction process among participating mutual funds. Following purchases of fund shares, ReFlow then generally redeems those shares when the fund experiences net shareholder purchases at the end of a maximum holding period, currently 8 days, determined by ReFlow, or at other times at ReFlow's discretion. While ReFlow holds fund shares, it will have the same rights and privileges with respect to those shares as any other shareholder.

For use of the ReFlow program, a fund pays a fee to ReFlow each time it purchases fund shares, calculated by applying to the purchase amount a fee rate determined through the auction process. The current minimum fee rate (which is subject to change) is 0.14% of the value of the fund shares purchased by ReFlow, although the fund may submit a bid at a higher fee rate if it determines that doing so is in the best interest of fund shareholders. ReFlow's purchases of fund shares through the liquidity program are made on an investment-blind basis without regard to the fund's objective, policies, or anticipated performance. In accordance with federal securities laws, ReFlow is prohibited from acquiring more than 3% of the outstanding voting securities of a fund. ReFlow will periodically redeem its entire share position in a Portfolio and may request that such redemption be met in kind in accordance with redemption in-kind policies described in the Portfolio's Prospectus. Purchases and redemptions of Portfolio shares by ReFlow under the program are not considered excessive short-term trading under the Portfolios' Policy Regarding Excessive Short-Term Trading.

During the year ended October 31, 2025, the Portfolios' activity in the program was as follows (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Value of** <br> **Purchases**<br>| **Service Fees** |
| U.S. Large Cap Growth Portfolio | &nbsp;&nbsp; $118792 | &nbsp;&nbsp; $167 |
| U.S. Small Cap Growth Portfolio | &nbsp;&nbsp; 14689 | &nbsp;&nbsp; 21 |
| International Small Cap Growth Portfolio | &nbsp;&nbsp; 1211 | &nbsp;&nbsp; 2 |

---

**Q. Subsequent Event Evaluations:** 

Management has evaluated the impact of all subsequent events on the Portfolios through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

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![](logo_01.jpg)

**Report of Independent Registered Public Accounting Firm**

To the Board of Directors of DFA Investment Dimensions Group Inc. and Shareholders of U.S. Large Cap Growth Portfolio, U.S. Small Cap Growth Portfolio, International Large Cap Growth Portfolio and International Small Cap Growth Portfolio

**Opinions on the Financial Statements**

 ****

We have audited the accompanying statements of assets and liabilities, including the schedules of investments, of U.S. Large Cap Growth Portfolio, U.S. Small Cap Growth Portfolio, International Large Cap Growth Portfolio and International Small Cap Growth Portfolio (four of the portfolios constituting DFA Investment Dimensions Group Inc., hereafter collectively referred to as the "Portfolios") as of October 31, 2025, the related statements of operations for the year ended October 31, 2025, the statements of changes in net assets for each of the two years in the period ended October 31, 2025, including the related notes, and the financial highlights for each of the five years in the period ended October 31, 2025 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Portfolios as of October 31, 2025, the results of each of their operations for the year then ended, the changes in each of their net assets for each of the two years in the period ended October 31, 2025, and each of the financial highlights for each of the five years in the period ended October 31, 2025 in conformity with accounting principles generally accepted in the United States of America.

**Basis for Opinions**

These financial statements are the responsibility of the Portfolios' management. Our responsibility is to express an opinion on the Portfolios' financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Portfolios in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial

PricewaterhouseCoopers LLP, Two Commerce Square, Suite 1700, 2001 Market Street, Philadelphia, PA 19103-7042 T: (267) 330 3000, www.pwc.com/us

------

![](logo_01.jpg)

statements. Our procedures included confirmation of securities owned as of October 31, 2025 by correspondence with the custodians, brokers and transfer agents of the investee funds; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions.

/s/ PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 19, 2025

We have served as the auditor of one or more investment companies in Dimensional Fund Advisors L.P. investment company group since 1981.

------

**TAX NOTICE TO SHAREHOLDERS**

**(Unaudited)**

The following information is solely for informational purposes. Each Portfolio is designating the U.S. federal income tax character of the following items with respect to distributions paid or expected to be paid to shareholders related to the fiscal year ended October 31, 2025. All designations are based on financial information available as of the date of this annual report and, accordingly are subject to change. For each classification below and including "Section 163(j) interest dividends" as defined in Treasury Regulation §1.163(j)-1(b)(35) and "Section 199A dividends" as defined in Treasury Regulation §1.199A -3(d), it is the intent of the Portfolio to designate the maximum amount permitted under the Internal Revenue Code and the regulations thereunder.

For U.S. federal income tax purposes, shareholders generally must report distributions received from a Portfolio on a calendar-year basis, which therefore may include distributions with respect to portions of two fiscal years of the Portfolio. Annual statements needed by shareholders concerning the tax status of distributions received for the calendar year 2025 (e.g., IRS Form 1099-DIV) will be provided in early 2026. Shareholders should refer to these statements in preparing their calendar year 2025 tax returns. Please consult your tax advisor for the proper treatment of this information. Unless otherwise noted, the amounts in the table are expressed as a percentage of the distributions paid with respect to the fiscal year ended October 31, 2025.

---

| | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **DFA Investment**<br> **Dimensions Group Inc.**<br>| **Net**<br> **Investment**<br> **Income**<br> **Distributions** <br>| **Short-Term**<br> **Capital Gain**<br> **Distributions** <br>| **Long-Term**<br> **Capital Gain**<br> **Distributions** <br>| **Return of**<br> **Capital** <br>| **Tax-Exempt**<br> **Interest** <br>| **Total**<br> **Distributions** <br>| **Qualified**<br> **Dividends**<br> **(for**<br> **Corporate**<br> **Dividends**<br> **Received**<br> **Deduction) (1)**<br>| **Qualified**<br> **Dividend**<br> **Income (2)**<br>| **U.S.**<br> **Government**<br> **Interest (3)**<br>| **Foreign**<br> **Tax**<br> **Credit (4)**<br>| **Foreign**<br> **Source**<br> **Income (5)**<br>| **Qualified**<br> **Net**<br> **Interest**<br> **Income (6)**<br>| **Qualified**<br> **Short-**<br> **Term**<br> **Capital**<br> **Gain (7)**<br>|
| U.S. Large Cap Growth Portfolio | &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>| 100<br> %<br>| 100<br> %<br>|  |  |  | 4<br> %<br>|  |
| U.S. Small Cap Growth Portfolio | &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>| 100<br> %<br>| 100<br> %<br>|  |  |  | 1<br> %<br>|  |
| International Large Cap Growth <br> Portfolio<br>| &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>|  | 92<br> %<br>|  | 7<br> %<br>| 98<br> %<br>|  |  |
| International Small Cap Growth <br> Portfolio<br>| &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>|  | 92<br> %<br>|  | 9<br> %<br>| 100<br> %<br>|  |  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(1) Qualified
 Dividends represents the amount that qualifies for the corporate dividends-received deduction under Section 243 of the Internal Revenue
 Code and is reflected as a percentage
 of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the fiscal
 year 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(2) Qualified
 Dividend Income represents the amount that qualifies for the reduced capital gain tax rate under Section 1(h)(11) of the Internal Revenue
 Code and is reflected as a percentage
 of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the fiscal
 year 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(3) U.S.
 Government Interest represents the amount of interest that was derived from direct U.S. Government obligations and distributed during
 the fiscal year. This amount is reflected as
 a percentage of total estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions)
 for the fiscal year 2025. Generally, interest
 from direct U.S. Government obligations is exempt from state income tax. Please consult your tax advisor for the availability of
 a state tax exemption based on your individual circumstances.

&nbsp;&nbsp;&nbsp;&nbsp;(4) Foreign
 Tax Credit represents the amount of dividends that qualify for the foreign tax credit pass through under Section 853 of the Internal Revenue
 Code and is reflected as a percentage
 of "investment company taxable income" (as defined in Section 852(b)(2) of the Internal Revenue Code).

&nbsp;&nbsp;&nbsp;&nbsp;(5) Foreign
 Source Income represents the amount of dividends derived from foreign sources and is reflected as a percentage of "investment company
 taxable income" (as defined in Section
 852(b)(2) of the Internal Revenue Code).

&nbsp;&nbsp;&nbsp;&nbsp;(6) Qualified
 Net Interest Income represents the amount of interest income available as interest-related dividends generally exempt from withholding
 taxes for non-U.S. shareholders under
 Section 871(k)(1) of the Internal Revenue Code. The information is reflected as a percentage estimated ordinary income distributions (the
 total of short-term capital gain and net investment
 income distributions) for the fiscal year 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(7) Qualified
 Short-Term Capital Gain represents the amount available as short-term capital gain dividends generally exempt from withholding taxes for
 non-U.S. shareholders under Section
 871(k)(2) of the Internal Revenue Code. The information is reflected as a percentage of estimated ordinary income distributions (the total
 of short-term capital gain and net investment
 income distributions) for the fiscal year 2025.

------

**Item 8 – Changes in and Disagreements with Accountants for Open-End Management Investment Companies**

Not applicable

------

**Item 9 – Proxy Disclosures for Open-End Management Investment Companies**

Not applicable

------

**Item 10 – REMUNERATION PAID TO DIRECTORS, OFFICERS, AND OTHERS OF OPEN-END MANAGEMENT INVESTMENT COMPANIES** 

&nbsp;&nbsp;&nbsp;&nbsp; Remuneration paid to directors, officers, and others is included in the "Fees Paid to Officers and Directors/Trustees" section of the Notes to Financial Statements above.

------

**Item 11 – STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT MANAGEMENT AGREEMENTS**

Not applicable

------

&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;

------

![](img2c3f26542.jpg)

DFA-103125-011A

------

![](img1383cf011.gif)

Annual Financial Statements &

Other Information

**Year Ended: October 31, 2025** 

------

DFA INVESTMENT DIMENSIONS GROUP INC.

------

**Dimensional 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**

**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**

------

&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;

[THIS PAGE INTENTIONALLY LEFT BLANK]

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**ANNUAL FINANCIAL STATEMENTS AND OTHER INFORMATION**

**Table of Contents** 

---

| | |
|:---|:---|
|  | **Page** |
| **[Item 7 –](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_FC-FrontCoverImage-784_1)[Financial Statements and Financial Highlights for Open-End Management Investment](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_FC-FrontCoverImage-784_1)**<br> **[Companies](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_FC-FrontCoverImage-784_1)**<br>|  |
| **[Definitions of Abbreviations and Footnotes](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_AF-TOC-AbbreviationsandFootnotes_1)** | 1 |
| [Schedules of Investments](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_SOI-TOC-ScheduleofInvestments-784_1) |  |
| [Dimensional Retirement Income Fund](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_SOI-TOC-ScheduleofInvestments-784_1) | 2 |
| [Dimensional 2015 Target Date Retirement Income Fund](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_SOI-TOC-ScheduleofInvestments-784_2) | 3 |
| [Dimensional 2020 Target Date Retirement Income Fund](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_SOI-TOC-ScheduleofInvestments-784_3) | 4 |
| [Dimensional 2025 Target Date Retirement Income Fund](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_SOI-TOC-ScheduleofInvestments-784_4) | 5 |
| [Dimensional 2030 Target Date Retirement Income Fund](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_SOI-TOC-ScheduleofInvestments-784_5) | 6 |
| [Dimensional 2035 Target Date Retirement Income Fund](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_SOI-TOC-ScheduleofInvestments-784_6) | 7 |
| [Dimensional 2040 Target Date Retirement Income Fund](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_SOI-TOC-ScheduleofInvestments-784_7) | 8 |
| [Dimensional 2045 Target Date Retirement Income Fund](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_SOI-TOC-ScheduleofInvestments-784_8) | 9 |
| [Dimensional 2050 Target Date Retirement Income Fund](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_SOI-TOC-ScheduleofInvestments-784_9) | 10 |
| [Dimensional 2055 Target Date Retirement Income Fund](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_SOI-TOC-ScheduleofInvestments-784_10) | 11 |
| [Dimensional 2060 Target Date Retirement Income Fund](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_SOI-TOC-ScheduleofInvestments-784_11) | 12 |
| [Dimensional 2065 Target Date Retirement Income Fund](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_SOI-TOC-ScheduleofInvestments-784_12) | 13 |
| [Dimensional 2070 Target Date Retirement Income Fund](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_SOI-TOC-ScheduleofInvestments-784_13) | 14 |
| [Statements of Assets and Liabilities](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_FS-StatementofAssetsandLiabilities_1) | 15 |
| [Statements of Operations](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_SOP-StatementofOperations_1) | 19 |
| [Statements of Changes in Net Assets](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_SOP-StatementofOperations_5) | 23 |
| [Financial Highlights](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_FIHI_L-TOC-FinancialHighlights_L_1) | 28 |
| [Notes to Financial Statements](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_NTF-NotestoFinancialStatements-774_1) | 41 |
| [Report of Independent Registered Public Accounting Firm](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_AUD-AuditorsReport_1) | 60 |
| **[Tax Notice to Shareholders](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_NTS-TOC-NoticetoShareholders-784_1)** | 62 |
| **[Item 8 –](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_DISCLOSE-ChangesandDisagreements_1)[Changes in and Disagreements with Accountants for Open-End Management Investment](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_DISCLOSE-ChangesandDisagreements_1)**<br> **[Companies](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_DISCLOSE-ChangesandDisagreements_1)**<br>| 64 |
| **[Item 9 –](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_DISCLOSE-ChangesandDisagreements_2)[Proxy Disclosures for Open-End Management Investment Companies](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_DISCLOSE-ChangesandDisagreements_2)** | 65 |
| **[Item 10 –](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_DISCLOSE-ChangesandDisagreements_3)[Remuneration Paid to Directors, Officers, and Others of Open-End Management](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_DISCLOSE-ChangesandDisagreements_3)**<br> **[Investment Companies](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_DISCLOSE-ChangesandDisagreements_3)**<br>| 66 |
| **[Item 11 –](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_DISCLOSE-ChangesandDisagreements_4)[Statement Regarding Basis for Approval of Investment Management Agreements](#xx_4658c22b-33c4-43a4-8102-21da8fbc5b9a_DISCLOSE-ChangesandDisagreements_4)** | 67 |

---

i

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES**

**<u>Schedules</u> <u>of Investments</u>** 

Investment Footnotes <br> † See Note B to Financial Statements. <br> Ɏ Represents 7 Day subsidized yield as of October 31, 2025

**<u>Financial Highlights</u>** 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(A) Computed
 using average shares outstanding.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(B) Represents
 the combined ratios for the respective Portfolio and its respective pro-rata share
 of its Underlying Funds.

&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;(C) Non-Annualized

&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;(D) Annualized

&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;(E) Because
 of commencement of operations and related preliminary transaction costs, these
 ratios are not necessarily indicative of future ratios.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **All Statements, Schedules and Notes to Financial Statements** | **All Statements, Schedules and Notes to Financial Statements** |
|  | Amounts designated as — are either zero or rounded to zero. |
| SEC | Securities and Exchange Commission |
| Ʊ | Commencement of Operations |

---

------

**Dimensional Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (14.5%) | DOMESTIC EQUITIES — (14.5%) | DOMESTIC EQUITIES — (14.5%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp; 112111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $5089849 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp; 103034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5054836 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10144685 |
| INTERNATIONAL EQUITIES — (5.7%) | INTERNATIONAL EQUITIES — (5.7%) | INTERNATIONAL EQUITIES — (5.7%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp; 53453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1790684 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 43638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1269862 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 45733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 893633 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3954179 |
| FIXED INCOME (DOMESTIC) — (79.8%) | FIXED INCOME (DOMESTIC) — (79.8%) | FIXED INCOME (DOMESTIC) — (79.8%) |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp;&nbsp; 2959696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33385369 |
| DFA One-Year Fixed Income Portfolio | &nbsp;&nbsp;&nbsp; 2185737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22381945 |
| TOTAL FIXED INCOME (DOMESTIC) | TOTAL FIXED INCOME (DOMESTIC) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55767314 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $61,583,540) | TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $61,583,540) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $69866178 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp; $69866178 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $69866178 |
| Total Investments in Securities | &nbsp;&nbsp; $69866178 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $69866178 |

---

See accompanying Notes to Financial Statements.

------

**Dimensional 2015 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (17.5%) | DOMESTIC EQUITIES — (17.5%) | DOMESTIC EQUITIES — (17.5%) |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp; 43060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2112499 |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp; 46528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2112388 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4224887 |
| INTERNATIONAL EQUITIES — (6.9%) | INTERNATIONAL EQUITIES — (6.9%) | INTERNATIONAL EQUITIES — (6.9%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp; 22339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 748366 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 18238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 530710 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 19113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 373471 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1652547 |
| FIXED INCOME (DOMESTIC) — (75.6%) | FIXED INCOME (DOMESTIC) — (75.6%) | FIXED INCOME (DOMESTIC) — (75.6%) |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp;&nbsp; 1603397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18086323 |
| DFA LTIP Portfolio | &nbsp;&nbsp;&nbsp; 23553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128127 |
| TOTAL FIXED INCOME (DOMESTIC) | TOTAL FIXED INCOME (DOMESTIC) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18214450 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $20,464,368) | TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $20,464,368) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $24091884 |
| TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) |
| ɎState Street Institutional U.S. Government Money Market Fund, 4.010% <br>(Cost $2,803) | &nbsp;&nbsp;&nbsp; 2803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2803 |
| TOTAL INVESTMENTS — (100.0%) <br>(Cost $20,467,171) | TOTAL INVESTMENTS — (100.0%) <br>(Cost $20,467,171) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $24094687 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp; $24091884 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $24091884 |
| Temporary Cash Investments | &nbsp;&nbsp; 2803 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 2803 |
| Total Investments in Securities | &nbsp;&nbsp; $24094687 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $24094687 |

---

See accompanying Notes to Financial Statements.

------

**Dimensional 2020 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025** 

---

| | | |
|:---|:---|:---|
|  | **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. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp; 111301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $5460433 |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp; 120216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5457782 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10918215 |
| INTERNATIONAL EQUITIES — (7.0%) | INTERNATIONAL EQUITIES — (7.0%) | INTERNATIONAL EQUITIES — (7.0%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp; 57558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1928181 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 47183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1373036 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 49356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 964419 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4265636 |
| FIXED INCOME (DOMESTIC) — (75.0%) | FIXED INCOME (DOMESTIC) — (75.0%) | FIXED INCOME (DOMESTIC) — (75.0%) |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp;&nbsp; 3534022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39863775 |
| DFA LTIP Portfolio | &nbsp;&nbsp;&nbsp; 1086571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5910946 |
| TOTAL FIXED INCOME (DOMESTIC) | TOTAL FIXED INCOME (DOMESTIC) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45774721 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $52,918,920) | TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $52,918,920) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $60958572 |
| TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) |
| ɎState Street Institutional U.S. Government Money Market Fund, 4.010% <br>(Cost $31,551) | &nbsp;&nbsp;&nbsp; 31551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31551 |
| TOTAL INVESTMENTS — (100.0%) <br>(Cost $52,950,471) | TOTAL INVESTMENTS — (100.0%) <br>(Cost $52,950,471) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $60990123 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp; $60958572 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $60958572 |
| Temporary Cash Investments | &nbsp;&nbsp; 31551 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 31551 |
| Total Investments in Securities | &nbsp;&nbsp; $60990123 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $60990123 |

---

See accompanying Notes to Financial Statements.

------

**Dimensional 2025 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (17.9%) | DOMESTIC EQUITIES — (17.9%) | DOMESTIC EQUITIES — (17.9%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp; 245210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $11132523 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp; 226914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11132411 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22264934 |
| INTERNATIONAL EQUITIES — (7.0%) | INTERNATIONAL EQUITIES — (7.0%) | INTERNATIONAL EQUITIES — (7.0%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp; 117346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3931104 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 96593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2810850 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 100592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1965569 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8707523 |
| FIXED INCOME (DOMESTIC) — (75.1%) | FIXED INCOME (DOMESTIC) — (75.1%) | FIXED INCOME (DOMESTIC) — (75.1%) |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp;&nbsp; 6220825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70170903 |
| DFA LTIP Portfolio | &nbsp;&nbsp;&nbsp; 4219998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22956791 |
| TOTAL FIXED INCOME (DOMESTIC) | TOTAL FIXED INCOME (DOMESTIC) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93127694 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $108,700,821) | TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $108,700,821) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $124100151 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp; $124100151 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $124100151 |
| Total Investments in Securities | &nbsp;&nbsp; $124100151 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $124100151 |

---

See accompanying Notes to Financial Statements.

------

**Dimensional 2030 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (99.9%) | AFFILIATED INVESTMENT COMPANIES — (99.9%) | AFFILIATED INVESTMENT COMPANIES — (99.9%) |
| DOMESTIC EQUITIES — (26.1%) | DOMESTIC EQUITIES — (26.1%) | DOMESTIC EQUITIES — (26.1%) |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp; 443227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $21744717 |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp; 478570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21727057 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43471774 |
| INTERNATIONAL EQUITIES — (10.3%) | INTERNATIONAL EQUITIES — (10.3%) | INTERNATIONAL EQUITIES — (10.3%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp; 231227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7746103 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 188763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5492997 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 197992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3868775 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17107875 |
| FIXED INCOME (DOMESTIC) — (59.1%) | FIXED INCOME (DOMESTIC) — (59.1%) | FIXED INCOME (DOMESTIC) — (59.1%) |
| DFA LTIP Portfolio | &nbsp;&nbsp;&nbsp; 9122729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49627643 |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp;&nbsp; 4320678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48737249 |
| TOTAL FIXED INCOME (DOMESTIC) | TOTAL FIXED INCOME (DOMESTIC) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98364892 |
| FIXED INCOME (INTERNATIONAL) — (4.4%) | FIXED INCOME (INTERNATIONAL) — (4.4%) | FIXED INCOME (INTERNATIONAL) — (4.4%) |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp; 350097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3669022 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp; 372439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3664800 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7333822 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $137,821,481) | TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $137,821,481) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $166278363 |
| TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) |
| ɎState Street Institutional U.S. Government Money Market Fund, 4.010% <br>(Cost $215,327) | &nbsp;&nbsp;&nbsp; 215328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 215328 |
| TOTAL INVESTMENTS — (100.0%) <br>(Cost $138,036,808) | TOTAL INVESTMENTS — (100.0%) <br>(Cost $138,036,808) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $166493691 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp; $166278363 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $166278363 |
| Temporary Cash Investments | &nbsp;&nbsp; 215328 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 215328 |
| Total Investments in Securities | &nbsp;&nbsp; $166493691 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $166493691 |

---

See accompanying Notes to Financial Statements.

------

**Dimensional 2035 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (35.9%) | DOMESTIC EQUITIES — (35.9%) | DOMESTIC EQUITIES — (35.9%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp; 790854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $35904761 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp; 726648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35649368 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71554129 |
| INTERNATIONAL EQUITIES — (14.1%) | INTERNATIONAL EQUITIES — (14.1%) | INTERNATIONAL EQUITIES — (14.1%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp; 377969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12661953 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 310176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9026132 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 324929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6349115 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28037200 |
| FIXED INCOME (DOMESTIC) — (40.4%) | FIXED INCOME (DOMESTIC) — (40.4%) | FIXED INCOME (DOMESTIC) — (40.4%) |
| DFA LTIP Portfolio | &nbsp;&nbsp;&nbsp; 11829601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64353030 |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp;&nbsp; 1427337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16100354 |
| TOTAL FIXED INCOME (DOMESTIC) | TOTAL FIXED INCOME (DOMESTIC) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80453384 |
| FIXED INCOME (INTERNATIONAL) — (9.6%) | FIXED INCOME (INTERNATIONAL) — (9.6%) | FIXED INCOME (INTERNATIONAL) — (9.6%) |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp; 913776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9576368 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp; 972959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9573921 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19150289 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $157,580,627) | TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $157,580,627) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $199195002 |
| TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) |
| ɎState Street Institutional U.S. Government Money Market Fund, 4.010% <br>(Cost $21,086) | &nbsp;&nbsp;&nbsp; 21086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21086 |
| TOTAL INVESTMENTS — (100.0%) <br>(Cost $157,601,713) | TOTAL INVESTMENTS — (100.0%) <br>(Cost $157,601,713) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $199216088 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp; $199195002 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $199195002 |
| Temporary Cash Investments | &nbsp;&nbsp; 21086 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 21086 |
| Total Investments in Securities | &nbsp;&nbsp; $199216088 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $199216088 |

---

See accompanying Notes to Financial Statements.

------

**Dimensional 2040 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (99.8%) | AFFILIATED INVESTMENT COMPANIES — (99.8%) | AFFILIATED INVESTMENT COMPANIES — (99.8%) |
| DOMESTIC EQUITIES — (45.5%) | DOMESTIC EQUITIES — (45.5%) | DOMESTIC EQUITIES — (45.5%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp; 1063497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $48282763 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp; 978007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47981009 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96263772 |
| INTERNATIONAL EQUITIES — (17.8%) | INTERNATIONAL EQUITIES — (17.8%) | INTERNATIONAL EQUITIES — (17.8%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp; 509110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17055181 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 416019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12106139 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 436216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8523668 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37684988 |
| FIXED INCOME (DOMESTIC) — (21.6%) | FIXED INCOME (DOMESTIC) — (21.6%) | FIXED INCOME (DOMESTIC) — (21.6%) |
| DFA LTIP Portfolio | &nbsp;&nbsp;&nbsp; 8422069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45816059 |
| FIXED INCOME (INTERNATIONAL) — (14.9%) | FIXED INCOME (INTERNATIONAL) — (14.9%) | FIXED INCOME (INTERNATIONAL) — (14.9%) |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp; 1501859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15739481 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp; 1599040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15734554 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31474035 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $144,457,186) | TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $144,457,186) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $211238854 |
| TEMPORARY CASH INVESTMENTS — (0.2%) | TEMPORARY CASH INVESTMENTS — (0.2%) | TEMPORARY CASH INVESTMENTS — (0.2%) |
| ɎState Street Institutional U.S. Government Money Market Fund, 4.010% <br>(Cost $432,136) | &nbsp;&nbsp;&nbsp; 432136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 432136 |
| TOTAL INVESTMENTS — (100.0%) <br>(Cost $144,889,322) | TOTAL INVESTMENTS — (100.0%) <br>(Cost $144,889,322) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $211670990 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp; $211238854 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $211238854 |
| Temporary Cash Investments | &nbsp;&nbsp; 432136 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 432136 |
| Total Investments in Securities | &nbsp;&nbsp; $211670990 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $211670990 |

---

See accompanying Notes to Financial Statements.

------

**Dimensional 2045 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (55.2%) | DOMESTIC EQUITIES — (55.2%) | DOMESTIC EQUITIES — (55.2%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp; 1377367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $62532482 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp; 1269843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62298491 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124830973 |
| INTERNATIONAL EQUITIES — (21.6%) | INTERNATIONAL EQUITIES — (21.6%) | INTERNATIONAL EQUITIES — (21.6%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp; 659888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22106258 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 537980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15655224 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 564418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11028724 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48790206 |
| FIXED INCOME (DOMESTIC) — (3.0%) | FIXED INCOME (DOMESTIC) — (3.0%) | FIXED INCOME (DOMESTIC) — (3.0%) |
| DFA LTIP Portfolio | &nbsp;&nbsp;&nbsp; 1242519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6759304 |
| FIXED INCOME (INTERNATIONAL) — (20.2%) | FIXED INCOME (INTERNATIONAL) — (20.2%) | FIXED INCOME (INTERNATIONAL) — (20.2%) |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp; 2175945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22803905 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp; 2316881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22798105 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45602010 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $148,624,381) | TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $148,624,381) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $225982493 |
| TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) |
| ɎState Street Institutional U.S. Government Money Market Fund, 4.010% <br>(Cost $62,246) | &nbsp;&nbsp;&nbsp; 62247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62247 |
| TOTAL INVESTMENTS — (100.0%) <br>(Cost $148,686,627) | TOTAL INVESTMENTS — (100.0%) <br>(Cost $148,686,627) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $226044740 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp; $225982493 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $225982493 |
| Temporary Cash Investments | &nbsp;&nbsp; 62247 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 62247 |
| Total Investments in Securities | &nbsp;&nbsp; $226044740 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $226044740 |

---

See accompanying Notes to Financial Statements.

------

**Dimensional 2050 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (64.8%) | DOMESTIC EQUITIES — (64.8%) | DOMESTIC EQUITIES — (64.8%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp; 1411460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $64080280 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp; 1302220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63886933 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127967213 |
| INTERNATIONAL EQUITIES — (25.4%) | INTERNATIONAL EQUITIES — (25.4%) | INTERNATIONAL EQUITIES — (25.4%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp; 675427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22626818 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 552809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16086726 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 579102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11315658 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50029202 |
| FIXED INCOME (INTERNATIONAL) — (9.8%) | FIXED INCOME (INTERNATIONAL) — (9.8%) | FIXED INCOME (INTERNATIONAL) — (9.8%) |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp; 925422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9698419 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp; 985295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9695304 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19393723 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $122,965,619) | TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $122,965,619) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $197390138 |
| TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) |
| ɎState Street Institutional U.S. Government Money Market Fund, 4.010% <br>(Cost $19,461) | &nbsp;&nbsp;&nbsp; 19461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19461 |
| TOTAL INVESTMENTS — (100.0%) <br>(Cost $122,985,080) | TOTAL INVESTMENTS — (100.0%) <br>(Cost $122,985,080) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $197409599 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp; $197390138 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $197390138 |
| Temporary Cash Investments | &nbsp;&nbsp; 19461 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 19461 |
| Total Investments in Securities | &nbsp;&nbsp; $197409599 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $197409599 |

---

See accompanying Notes to Financial Statements.

------

**Dimensional 2055 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025** 

---

| | | |
|:---|:---|:---|
|  | **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; 1068395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $48505114 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp; 986713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48408146 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96913260 |
| INTERNATIONAL EQUITIES — (26.7%) | INTERNATIONAL EQUITIES — (26.7%) | INTERNATIONAL EQUITIES — (26.7%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp; 511014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17118960 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 418731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12185086 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 437645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8551578 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37855624 |
| FIXED INCOME (INTERNATIONAL) — (5.0%) | FIXED INCOME (INTERNATIONAL) — (5.0%) | FIXED INCOME (INTERNATIONAL) — (5.0%) |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp; 340635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3569856 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp; 362672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3568694 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7138550 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $94,693,831) | TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $94,693,831) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $141907434 |
| TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) |
| ɎState Street Institutional U.S. Government Money Market Fund, 4.010% <br>(Cost $67,579) | &nbsp;&nbsp;&nbsp; 67579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67579 |
| TOTAL INVESTMENTS — (100.0%) <br>(Cost $94,761,410) | TOTAL INVESTMENTS — (100.0%) <br>(Cost $94,761,410) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $141975013 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp; $141907434 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $141907434 |
| Temporary Cash Investments | &nbsp;&nbsp; 67579 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 67579 |
| Total Investments in Securities | &nbsp;&nbsp; $141975013 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $141975013 |

---

See accompanying Notes to Financial Statements.

------

**Dimensional 2060 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (99.8%) | AFFILIATED INVESTMENT COMPANIES — (99.8%) | AFFILIATED INVESTMENT COMPANIES — (99.8%) |
| DOMESTIC EQUITIES — (68.2%) | DOMESTIC EQUITIES — (68.2%) | DOMESTIC EQUITIES — (68.2%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp; 872818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $39625909 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp; 806010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39542858 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79168767 |
| INTERNATIONAL EQUITIES — (26.6%) | INTERNATIONAL EQUITIES — (26.6%) | INTERNATIONAL EQUITIES — (26.6%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp; 417520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13986932 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 342963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9980225 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 357792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6991244 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30958401 |
| FIXED INCOME (INTERNATIONAL) — (5.0%) | FIXED INCOME (INTERNATIONAL) — (5.0%) | FIXED INCOME (INTERNATIONAL) — (5.0%) |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp; 277168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2904720 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp; 295098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2903766 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5808486 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $77,444,479) | TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $77,444,479) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $115935654 |
| TEMPORARY CASH INVESTMENTS — (0.2%) | TEMPORARY CASH INVESTMENTS — (0.2%) | TEMPORARY CASH INVESTMENTS — (0.2%) |
| ɎState Street Institutional U.S. Government Money Market Fund, 4.010% <br>(Cost $191,685) | &nbsp;&nbsp;&nbsp; 191685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191685 |
| TOTAL INVESTMENTS — (100.0%) <br>(Cost $77,636,164) | TOTAL INVESTMENTS — (100.0%) <br>(Cost $77,636,164) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $116127339 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp; $115935654 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $115935654 |
| Temporary Cash Investments | &nbsp;&nbsp; 191685 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 191685 |
| Total Investments in Securities | &nbsp;&nbsp; $116127339 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $116127339 |

---

See accompanying Notes to Financial Statements.

------

**Dimensional 2065 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025** 

---

| | | |
|:---|:---|:---|
|  | **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. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp; 290897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $14271403 |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp; 314346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14271327 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28542730 |
| INTERNATIONAL EQUITIES — (26.7%) | INTERNATIONAL EQUITIES — (26.7%) | INTERNATIONAL EQUITIES — (26.7%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp; 150481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5041123 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 123481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3593292 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 129053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2521701 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11156116 |
| FIXED INCOME (INTERNATIONAL) — (5.0%) | FIXED INCOME (INTERNATIONAL) — (5.0%) | FIXED INCOME (INTERNATIONAL) — (5.0%) |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp; 99651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1044339 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp; 106030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1043334 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2087673 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $32,310,459) | TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $32,310,459) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $41786519 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp; $41786519 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $41786519 |
| Total Investments in Securities | &nbsp;&nbsp; $41786519 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $41786519 |

---

See accompanying Notes to Financial Statements.

------

**Dimensional 2070 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (92.4%) | AFFILIATED INVESTMENT COMPANIES — (92.4%) | AFFILIATED INVESTMENT COMPANIES — (92.4%) |
| DOMESTIC EQUITIES — (63.1%) | DOMESTIC EQUITIES — (63.1%) | DOMESTIC EQUITIES — (63.1%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp; 4892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $222074 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp; 4498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 220691 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 442765 |
| INTERNATIONAL EQUITIES — (24.7%) | INTERNATIONAL EQUITIES — (24.7%) | INTERNATIONAL EQUITIES — (24.7%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp; 2338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78330 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 1904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55410 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 1999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39062 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172802 |
| FIXED INCOME (INTERNATIONAL) — (4.6%) | FIXED INCOME (INTERNATIONAL) — (4.6%) | FIXED INCOME (INTERNATIONAL) — (4.6%) |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp; 1545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16189 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp; 1645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16184 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32373 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $636,099) | TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $636,099) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $647940 |
| TEMPORARY CASH INVESTMENTS — (7.6%) | TEMPORARY CASH INVESTMENTS — (7.6%) | TEMPORARY CASH INVESTMENTS — (7.6%) |
| ɎState Street Institutional U.S. Government Money Market Fund, 4.010% <br>(Cost $53,314) | &nbsp;&nbsp;&nbsp; 53314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53314 |
| TOTAL INVESTMENTS — (100.0%) <br>(Cost $689,413) | TOTAL INVESTMENTS — (100.0%) <br>(Cost $689,413) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $701254 |

---

Summary of the Portfolio's investments as of October 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp; $647940 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $647940 |
| Temporary Cash Investments | &nbsp;&nbsp; 53314 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 53314 |
| Total Investments in Securities | &nbsp;&nbsp; $701254 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $701254 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**October 31, 2025**

**(Amounts in thousands, except share and per share amounts)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  | **Dimensional**<br> **Retirement**<br> **Income Fund**<sup>+</sup> <br>| **Dimensional**<br> **2015 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<sup>+</sup> <br>| **Dimensional**<br> **2020 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<sup>+</sup> <br>|
| **ASSETS:** |  |  |  |
| Investments in Affiliated Investment Companies at Value | $69866 | $24092 | $60959 |
| Temporary Cash Investments at Value & Cost |  | 3 | 32 |
| Receivables: |  |  |  |
| Fund Shares Sold | 5 | 1 | 5 |
| Due from Advisor | 13 |  |  |
| Prepaid Expenses and Other Assets  | 14 | 11 | 12 |
| Total Assets | 69898 | 24107 | 61008 |
| **LIABILITIES:** |  |  |  |
| Payables: |  |  |  |
| Due to Custodian | 3 |  |  |
| Affiliated Investment Companies Purchased |  |  | 2 |
| Fund Shares Redeemed | 1 |  | 38 |
| Due to Advisor |  | 1 | 4 |
| Accrued Expenses and Other Liabilities | 1 | 7 | 8 |
| Total Liabilities | 5 | 8 | 52 |
| **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |  |  |
| **NET ASSETS** | $69893 | $24099 | $60956 |
| **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:**  |  |  |  |
| Institutional Class Shares — based on shares outstanding of 5,773,759, <br> 2,055,178 and 5,240,830, respectively, $0.01 Par Value (1)<br>| **$12.11** | **$11.73** | **$11.63** |
| (1) NUMBER OF SHARES AUTHORIZED | 800000000 | 800000000 | 800000000 |
| Investments in Affiliated Investment Companies at Cost | $61584 | $20464 | $52919 |
| **NET ASSETS CONSIST OF:** |  |  |  |
| Paid-In Capital | $67533 | $20364 | $54611 |
| Total Distributable Earnings (Loss) | 2360 | 3735 | 6345 |
| **NET ASSETS** | $69893 | $24099 | $60956 |

---

------

+

See Note C to the Financial Statements for additional information about the Due from Advisor receivable and Due to Advisor payable.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**October 31, 2025**

**(Amounts in thousands, except share and per share amounts)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Dimensional**<br> **2025 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<br>| **Dimensional**<br> **2030 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<br>| **Dimensional**<br> **2035 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<br>| **Dimensional**<br> **2040 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<br>|
| **ASSETS:** |  |  |  |  |
| Investments in Affiliated Investment Companies at Value | $124100 | $166278 | $199195 | $211239 |
| Temporary Cash Investments at Value & Cost |  | 215 | 21 | 432 |
| Receivables: |  |  |  |  |
| Affiliated Investment Companies Sold | 561 |  |  |  |
| Fund Shares Sold | 24 | 66 | 261 | 128 |
| Prepaid Expenses and Other Assets  | 14 | 13 | 12 | 12 |
| Total Assets | 124699 | 166572 | 199489 | 211811 |
| **LIABILITIES:** |  |  |  |  |
| Payables: |  |  |  |  |
| Affiliated Investment Companies Purchased |  | 134 |  | 329 |
| Fund Shares Redeemed | 42 | 49 | 394 | 273 |
| Line of Credit | 503 |  |  |  |
| Accrued Expenses and Other Liabilities | 9 | 10 | 9 | 10 |
| Total Liabilities | 554 | 193 | 403 | 612 |
| **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |  |  |  |
| **NET ASSETS** | $124145 | $166379 | $199086 | $211199 |
| **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE** <br> **PER SHARE:** <br>|  |  |  |  |
| Institutional Class Shares — based on shares outstanding of <br> 10,652,011, 13,061,910, 13,540,193 and 12,025,114, <br> respectively, $0.01 Par Value (1)<br>| **$11.65** | **$12.74** | **$14.70** | **$17.56** |
| (1) NUMBER OF SHARES AUTHORIZED | 800000000 | 800000000 | 800000000 | 800000000 |
| Investments in Affiliated Investment Companies at Cost | $108701 | $137821 | $157581 | $144457 |
| **NET ASSETS CONSIST OF:** |  |  |  |  |
| Paid-In Capital | $117571 | $151468 | $161702 | $148354 |
| Total Distributable Earnings (Loss) | 6574 | 14911 | 37384 | 62845 |
| **NET ASSETS** | $124145 | $166379 | $199086 | $211199 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**October 31, 2025**

**(Amounts in thousands, except share and per share amounts)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Dimensional**<br> **2045 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<sup>+</sup> <br>| **Dimensional**<br> **2050 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<sup>+</sup> <br>| **Dimensional**<br> **2055 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<sup>+</sup> <br>| **Dimensional**<br> **2060 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<sup>+</sup> <br>| **Dimensional**<br> **2065 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<sup>+</sup> <br>|
| **ASSETS:** |  |  |  |  |  |
| Investments in Affiliated Investment Companies at Value | $225982 | $197390 | $141907 | $115936 | $41787 |
| Temporary Cash Investments at Value & Cost | 62 | 19 | 68 | 192 |  |
| Receivables: |  |  |  |  |  |
| Affiliated Investment Companies Sold |  |  |  |  | 74 |
| Dividends and Interest | 1 |  |  |  |  |
| Fund Shares Sold | 161 | 164 | 221 | 182 | 79 |
| Due from Advisor |  |  | 1 |  |  |
| Prepaid Expenses and Other Assets  | 13 | 13 | 13 | 12 | 2 |
| Total Assets | 226219 | 197586 | 142210 | 116322 | 41942 |
| **LIABILITIES:** |  |  |  |  |  |
| Payables: |  |  |  |  |  |
| Due to Custodian |  |  |  |  | 48 |
| Affiliated Investment Companies Purchased |  |  | 2 | 135 |  |
| Fund Shares Redeemed | 32 | 141 | 368 | 135 | 56 |
| Due to Advisor |  |  |  | 4 | 1 |
| Accrued Expenses and Other Liabilities | 9 | 9 | 8 | 8 | 6 |
| Total Liabilities | 41 | 150 | 378 | 282 | 111 |
| **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |  |  |  |  |
| **NET ASSETS** | $226178 | $197436 | $141832 | $116040 | $41831 |
| **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER** <br> **SHARE:** <br>|  |  |  |  |  |
| Institutional Class Shares — based on shares outstanding of <br> 10,738,748, 8,910,170, 6,221,317, 5,056,600 and 2,417,437, <br> respectively, $0.01 Par Value (1)<br>| **$21.06** | **$22.16** | **$22.80** | **$22.95** | **$17.30** |
| (1) NUMBER OF SHARES AUTHORIZED | 800000000 | 800000000 | 800000000 | 800000000 | 800000000 |
| Investments in Affiliated Investment Companies at Cost | $148624 | $122966 | $94694 | $77444 | $32310 |
| **NET ASSETS CONSIST OF:** |  |  |  |  |  |
| Paid-In Capital | $149867 | $124130 | $95881 | $78971 | $32286 |
| Total Distributable Earnings (Loss) | 76311 | 73306 | 45951 | 37069 | 9545 |
| **NET ASSETS** | $226178 | $197436 | $141832 | $116040 | $41831 |

---

------

+

See Note C to the Financial Statements for additional information about the Due from Advisor receivable and Due to Advisor payable.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**October 31, 2025**

**(Amounts in thousands, except share and per share amounts)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
|  | **Dimensional**<br> **2070 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<sup>+</sup> <br>|
| **ASSETS:** |  |
| Investments in Affiliated Investment Companies at Value | $648 |
| Temporary Cash Investments at Value & Cost | 53 |
| Receivables: |  |
| Fund Shares Sold | 7 |
| Due from Advisor | 7 |
| Deferred Offering Costs | 12 |
| Total Assets | 727 |
| **LIABILITIES:** |  |
| Payables: |  |
| Affiliated Investment Companies Purchased | 1 |
| Offering costs payable | 69 |
| Accrued Expenses and Other Liabilities | 1 |
| Total Liabilities | 71 |
| **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |
| **NET ASSETS** | $656 |
| **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:**  |  |
| Institutional Class Shares — based on shares outstanding of 56,097 | **$11.69** |
| (1) NUMBER OF SHARES AUTHORIZED | 800000000 |
| Investments in Affiliated Investment Companies at Cost | $636 |
| **NET ASSETS CONSIST OF:** |  |
| Paid-In Capital | $643 |
| Total Distributable Earnings (Loss) | 13 |
| **NET ASSETS** | $656 |

---

------

+

See Note C to the Financial Statements for additional information about the Due from Advisor receivable.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE YEAR ENDED OCTOBER 31, 2025**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  | **Dimensional**<br> **Retirement**<br> **Income Fund**<br>| **Dimensional**<br> **2015 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<br>| **Dimensional**<br> **2020 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<br>|
| **Investment Income** |  |  |  |
| Dividends | $3 |  | $1 |
| Dividend Income from Affiliates | 1878 | $686 | 1981 |
| Total Investment Income | 1881 | 686 | 1982 |
| **Expenses** |  |  |  |
| Accounting & Transfer Agent Fees | 20 | 5 | 8 |
| Custodian Fees | 2 | 1 | 1 |
| Filing Fees | 34 | 19 | 21 |
| Shareholders' Reports | 6 | 4 | 3 |
| Directors'/Trustees' Fees & Expenses |  |  | 1 |
| Professional Fees | 23 |  |  |
| Previously Waived Fees Recovered by Advisor (Note C) |  | 2 | 9 |
| Other | 4 | 6 | 5 |
| Total Expenses | 89 | 37 | 48 |
| Fees Waived, Expenses Reimbursed by Advisor (Note C) | 54 | 22 | 8 |
| Net Expenses | 35 | 15 | 40 |
| **Net Investment Income (Loss)** | 1846 | 671 | 1942 |
| **Realized and Unrealized Gain (Loss)** |  |  |  |
| Capital Gain Distributions Received from Affiliated Investment Companies | 1 | 1 | 2 |
| Net Realized Gain (Loss) on: |  |  |  |
| Affiliated Investment Companies Shares Sold | (144)<br>| 878 | 1939 |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |
| Affiliated Investment Companies Shares | 3137 | 684 | 1662 |
| **Net Realized and Unrealized Gain (Loss)** | 2994 | 1563 | 3603 |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | $4840 | $2234 | $5545 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE YEAR ENDED OCTOBER 31, 2025**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Dimensional**<br> **2025 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<br>| **Dimensional**<br> **2030 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<br>| **Dimensional**<br> **2035 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<br>| **Dimensional**<br> **2040 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<br>|
| **Investment Income** |  |  |  |  |
| Dividends | $3 | $5 | $5 | $6 |
| Dividend Income from Affiliates | 4149 | 5960 | 6511 | 6054 |
| Total Investment Income | 4152 | 5965 | 6516 | 6060 |
| **Expenses** |  |  |  |  |
| Accounting & Transfer Agent Fees | 11 | 13 | 14 | 17 |
| Custodian Fees | 2 | 1 | 1 | 1 |
| Filing Fees | 21 | 20 | 20 | 20 |
| Shareholders' Reports | 6 | 5 | 6 | 6 |
| Directors'/Trustees' Fees & Expenses | 1 | 1 | 1 | 1 |
| Professional Fees | 1 | 1 | 1 | 2 |
| Other | 7 | 8 | 4 | 4 |
| Total Expenses | 49 | 49 | 47 | 51 |
| Net Expenses | 49 | 49 | 47 | 51 |
| **Net Investment Income (Loss)** | 4103 | 5916 | 6469 | 6009 |
| **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| Capital Gain Distributions Received from Affiliated Investment <br> Companies<br>| 4 | 9 | 12 | 16 |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Affiliated Investment Companies Shares Sold | (522)<br>| 2400 | 4341 | 707 |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Affiliated Investment Companies Shares | 6164 | 5994 | 9160 | 19408 |
| **Net Realized and Unrealized Gain (Loss)** | 5646 | 8403 | 13513 | 20131 |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | $9749 | $14319 | $19982 | $26140 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE YEAR ENDED OCTOBER 31, 2025**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Dimensional**<br> **2045 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<br>| **Dimensional**<br> **2050 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<br>| **Dimensional**<br> **2055 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<br>| **Dimensional**<br> **2060 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<br>| **Dimensional**<br> **2065 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<br>|
| **Investment Income** |  |  |  |  |  |
| Dividends | $10 | $7 | $6 | $6 | $3 |
| Dividend Income from Affiliates | 4851 | 3560 | 2306 | 1890 | 642 |
| Total Investment Income | 4861 | 3567 | 2312 | 1896 | 645 |
| **Expenses** |  |  |  |  |  |
| Accounting & Transfer Agent Fees | 16 | 16 | 12 | 11 | 4 |
| Custodian Fees | 1 | 2 | 1 | 1 | 1 |
| Filing Fees | 20 | 20 | 19 | 19 | 18 |
| Shareholders' Reports | 7 | 7 | 7 | 7 | 7 |
| Directors'/Trustees' Fees & Expenses | 1 | 1 | 1 | 1 |  |
| Professional Fees | 2 | 1 | 2 | 1 |  |
| Previously Waived Fees Recovered by Advisor (Note C) |  |  | 22 | 16 | 2 |
| Other | 4 | 3 | 5 | 6 | 6 |
| Total Expenses | 51 | 50 | 69 | 62 | 38 |
| Fees Waived, Expenses Reimbursed by Advisor (Note C) |  |  | 2 | 2 | 18 |
| Net Expenses | 51 | 50 | 67 | 60 | 20 |
| **Net Investment Income (Loss)** | 4810 | 3517 | 2245 | 1836 | 625 |
| **Realized and Unrealized Gain (Loss)** |  |  |  |  |  |
| Capital Gain Distributions Received from Affiliated Investment Companies | 18 | 18 | 13 | 10 | 3 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |
| Affiliated Investment Companies Shares Sold | 1642 | 1329 | 282 | 274 | 124 |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |
| Affiliated Investment Companies Shares | 26726 | 27514 | 20428 | 16758 | 5872 |
| **Net Realized and Unrealized Gain (Loss)** | 28386 | 28861 | 20723 | 17042 | 5999 |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | $33196 | $32378 | $22968 | $18878 | $6624 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE YEAR ENDED OCTOBER 31, 2025**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
|  | **Dimensional**<br> **2070 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<sup>Ʊ</sup> <br>|
| **Investment Income** |  |
| Dividend Income from Affiliates | $2 |
| Total Investment Income | 2 |
| **Expenses** |  |
| Accounting & Transfer Agent Fees | 2 |
| Shareholders' Reports | 5 |
| Organizational & Offering Costs | 57 |
| Total Expenses | 64 |
| Fees Waived, Expenses Reimbursed by Advisor (Note C) | 64 |
| Net Expenses |  |
| **Net Investment Income (Loss)** | 2 |
| Change in Unrealized Appreciation (Depreciation) of: |  |
| Affiliated Investment Companies Shares | 12 |
| **Net Realized and Unrealized Gain (Loss)** | 12 |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | $14 |

---

------

Ʊ

The Portfolio commenced operations on January 02, 2025.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Dimensional**<br> **Retirement**<br> **Income Fund** | **Dimensional**<br> **Retirement**<br> **Income Fund** | **Dimensional 2015 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2015 Target**<br> **Date Retirement Income**<br> **Fund** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
| **Increase (Decrease) in Net Assets** |  |  |  |  |
| Operations: |  |  |  |  |
| Net Investment Income (Loss) | $1846 | $2207 | &nbsp;&nbsp; $671 | $811 |
| Capital Gain Distributions Received from Affiliated Investment Companies | 1 | 145 | &nbsp;&nbsp; 1 | 75 |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Affiliated Investment Companies Shares Sold | (144)<br>| (345)<br>| &nbsp;&nbsp; 878 | 860 |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Affiliated Investment Companies Shares | 3137 | 5806 | &nbsp;&nbsp; 684 | 2242 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | 4840 | 7813 | &nbsp;&nbsp; 2234 | 3988 |
| Distributions: |  |  |  |  |
| Institutional Class Shares | (1789)<br>| (2168)<br>| &nbsp;&nbsp; (1216)<br>| (1098)<br>|
| Capital Share Transactions (1): |  |  |  |  |
| Shares Issued | 35636 | 11960 | &nbsp;&nbsp; 2264 | 3020 |
| Shares Issued in Lieu of Cash Distributions | 1789 | 2166 | &nbsp;&nbsp; 1216 | 1098 |
| Shares Redeemed | (16241)<br>| (43909)<br>| &nbsp;&nbsp; (8075)<br>| (9191)<br>|
| Net Increase (Decrease) from Capital Share Transactions | 21184 | (29783)<br>| &nbsp;&nbsp; (4595)<br>| (5073)<br>|
| Total Increase (Decrease) in Net Assets | 24235 | (24138)<br>| &nbsp;&nbsp; (3577)<br>| (2183)<br>|
| **Net Assets** |  |  |  |  |
| Beginning of Year | 45658 | 69796 | &nbsp;&nbsp; 27676 | 29859 |
| End of Year | $69893 | $45658 | &nbsp;&nbsp; $24099 | $27676 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |
| Shares Issued | 3044 | 1062 | &nbsp;&nbsp; 200 | 272 |
| Shares Issued in Lieu of Cash Distributions | 152 | 192 | &nbsp;&nbsp; 109 | 101 |
| Shares Redeemed  | (1391)<br>| (3866)<br>| &nbsp;&nbsp; (720)<br>| (843)<br>|
| Net Increase (Decrease) from Shares Issued and Redeemed | 1805 | (2612)<br>| &nbsp;&nbsp; (411)<br>| (470)<br>|

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Dimensional 2020 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2020 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2025 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2025 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2030 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2030 Target**<br> **Date Retirement Income**<br> **Fund** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
| **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
| Operations: |  |  |  |  |  |  |
| Net Investment Income (Loss) | $1942 | $2500 | &nbsp;&nbsp; $4103 | $5064 | &nbsp;&nbsp; $5916 | $6446 |
| Capital Gain Distributions Received from <br> Affiliated Investment Companies<br>| 2 | 225 | &nbsp;&nbsp; 4 | 444 | &nbsp;&nbsp; 9 | 778 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| Affiliated Investment Companies Shares <br> Sold<br>| 1939 | 1203 | &nbsp;&nbsp; (522)<br>| 1260 | &nbsp;&nbsp; 2400 | 407 |
| Change in Unrealized Appreciation <br> (Depreciation) of:<br>|  |  |  |  |  |  |
| Affiliated Investment Companies Shares | 1662 | 8268 | &nbsp;&nbsp; 6164 | 17235 | &nbsp;&nbsp; 5994 | 27266 |
| Net Increase (Decrease) in Net Assets <br> Resulting from Operations<br>| 5545 | 12196 | &nbsp;&nbsp; 9749 | 24003 | &nbsp;&nbsp; 14319 | 34897 |
| Distributions: |  |  |  |  |  |  |
| Institutional Class Shares | (3018)<br>| (2631)<br>| &nbsp;&nbsp; (6241)<br>| (6430)<br>| &nbsp;&nbsp; (11304)<br>| (7517)<br>|
| Capital Share Transactions (1): |  |  |  |  |  |  |
| Shares Issued | 4845 | 6885 | &nbsp;&nbsp; 25772 | 29431 | &nbsp;&nbsp; 36933 | 48496 |
| Shares Issued in Lieu of Cash Distributions | 3018 | 2631 | &nbsp;&nbsp; 6240 | 6430 | &nbsp;&nbsp; 11303 | 7515 |
| Shares Redeemed | (22854)<br>| (31558)<br>| &nbsp;&nbsp; (59373)<br>| (55008)<br>| &nbsp;&nbsp; (78415)<br>| (66090)<br>|
| Net Increase (Decrease) from Capital <br> Share Transactions<br>| (14991)<br>| (22042)<br>| &nbsp;&nbsp; (27361)<br>| (19147)<br>| &nbsp;&nbsp; (30179)<br>| (10079)<br>|
| Total Increase (Decrease) in Net Assets | (12464)<br>| (12477)<br>| &nbsp;&nbsp; (23853)<br>| (1574)<br>| &nbsp;&nbsp; (27164)<br>| 17301 |
| **Net Assets** |  |  |  |  |  |  |
| Beginning of Year | 73420 | 85897 | &nbsp;&nbsp; 147998 | 149572 | &nbsp;&nbsp; 193543 | 176242 |
| End of Year | $60956 | $73420 | &nbsp;&nbsp; $124145 | $147998 | &nbsp;&nbsp; $166379 | $193543 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| Shares Issued | 435 | 630 | &nbsp;&nbsp; 2301 | 2668 | &nbsp;&nbsp; 3034 | 4025 |
| Shares Issued in Lieu of Cash Distributions | 271 | 242 | &nbsp;&nbsp; 558 | 586 | &nbsp;&nbsp; 931 | 624 |
| Shares Redeemed  | (2040)<br>| (2893)<br>| &nbsp;&nbsp; (5314)<br>| (4986)<br>| &nbsp;&nbsp; (6455)<br>| (5481)<br>|
| Net Increase (Decrease) from Shares <br> Issued and Redeemed<br>| (1334)<br>| (2021)<br>| &nbsp;&nbsp; (2455)<br>| (1732)<br>| &nbsp;&nbsp; (2490)<br>| (832)<br>|

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Dimensional 2035 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2035 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2040 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2040 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2045 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2045 Target**<br> **Date Retirement Income**<br> **Fund** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
| **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
| Operations: |  |  |  |  |  |  |
| Net Investment Income (Loss) | $6469 | $6014 | &nbsp;&nbsp; $6009 | $5176 | &nbsp;&nbsp; $4810 | $3970 |
| Capital Gain Distributions Received from <br> Affiliated Investment Companies<br>| 12 | 962 | &nbsp;&nbsp; 16 | 1104 | &nbsp;&nbsp; 18 | 1213 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| Affiliated Investment Companies Shares <br> Sold<br>| 4341 | 665 | &nbsp;&nbsp; 707 | (42)<br>| &nbsp;&nbsp; 1642 | 942 |
| Change in Unrealized Appreciation <br> (Depreciation) of:<br>|  |  |  |  |  |  |
| Affiliated Investment Companies Shares | 9160 | 29960 | &nbsp;&nbsp; 19408 | 32244 | &nbsp;&nbsp; 26726 | 32845 |
| Net Increase (Decrease) in Net Assets <br> Resulting from Operations<br>| 19982 | 37601 | &nbsp;&nbsp; 26140 | 38482 | &nbsp;&nbsp; 33196 | 38970 |
| Distributions: |  |  |  |  |  |  |
| Institutional Class Shares | (8999)<br>| (7333)<br>| &nbsp;&nbsp; (7508)<br>| (6866)<br>| &nbsp;&nbsp; (6569)<br>| (5818)<br>|
| Capital Share Transactions (1): |  |  |  |  |  |  |
| Shares Issued | 36213 | 42925 | &nbsp;&nbsp; 41861 | 55167 | &nbsp;&nbsp; 54884 | 53676 |
| Shares Issued in Lieu of Cash Distributions | 8999 | 7333 | &nbsp;&nbsp; 7502 | 6859 | &nbsp;&nbsp; 6563 | 5816 |
| Shares Redeemed | (50200)<br>| (51430)<br>| &nbsp;&nbsp; (60242)<br>| (38103)<br>| &nbsp;&nbsp; (47271)<br>| (44967)<br>|
| Net Increase (Decrease) from Capital <br> Share Transactions<br>| (4988)<br>| (1172)<br>| &nbsp;&nbsp; (10879)<br>| 23923 | &nbsp;&nbsp; 14176 | 14525 |
| Total Increase (Decrease) in Net Assets | 5995 | 29096 | &nbsp;&nbsp; 7753 | 55539 | &nbsp;&nbsp; 40803 | 47677 |
| **Net Assets** |  |  |  |  |  |  |
| Beginning of Year | 193091 | 163995 | &nbsp;&nbsp; 203446 | 147907 | &nbsp;&nbsp; 185375 | 137698 |
| End of Year | $199086 | $193091 | &nbsp;&nbsp; $211199 | $203446 | &nbsp;&nbsp; $226178 | $185375 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| Shares Issued | 2621 | 3201 | &nbsp;&nbsp; 2582 | 3622 | &nbsp;&nbsp; 2865 | 3067 |
| Shares Issued in Lieu of Cash Distributions | 648 | 551 | &nbsp;&nbsp; 458 | 455 | &nbsp;&nbsp; 340 | 340 |
| Shares Redeemed  | (3630)<br>| (3831)<br>| &nbsp;&nbsp; (3721)<br>| (2500)<br>| &nbsp;&nbsp; (2445)<br>| (2547)<br>|
| Net Increase (Decrease) from Shares <br> Issued and Redeemed<br>| (361)<br>| (79)<br>| &nbsp;&nbsp; (681)<br>| 1577 | &nbsp;&nbsp; 760 | 860 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Dimensional 2050 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2050 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2055 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2055 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2060 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2060 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2065 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2065 Target**<br> **Date Retirement Income**<br> **Fund** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
| **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |  |  |
| Operations: |  |  |  |  |  |  |  |  |
| Net Investment Income (Loss) | $3517 | $2794 | $2245 | $1788 | $1836 | $1432 | $625 | $373 |
| Capital Gain Distributions Received from <br> Affiliated Investment Companies<br>| 18 | 1094 | 13 | 701 | 10 | 554 | 3 | 117 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |  |  |  |
| Affiliated Investment Companies Shares <br> Sold<br>| 1329 | 68 | 282 | 39 | 274 | 19 | 124 | (15)<br>|
| Change in Unrealized Appreciation <br> (Depreciation) of:<br>|  |  |  |  |  |  |  |  |
| Affiliated Investment Companies Shares | 27514 | 30845 | 20428 | 20180 | 16758 | 15893 | 5872 | 3698 |
| Net Increase (Decrease) in Net Assets <br> Resulting from Operations<br>| 32378 | 34801 | 22968 | 22708 | 18878 | 17898 | 6624 | 4173 |
| Distributions: |  |  |  |  |  |  |  |  |
| Institutional Class Shares | (4523)<br>| (4397)<br>| (2906)<br>| (2672)<br>| (2346)<br>| (2161)<br>| (709)<br>| (350)<br>|
| Capital Share Transactions (1): |  |  |  |  |  |  |  |  |
| Shares Issued | 47612 | 51657 | 43348 | 40302 | 40514 | 35244 | 22391 | 15838 |
| Shares Issued in Lieu of Cash Distributions | 4522 | 4397 | 2906 | 2672 | 2346 | 2161 | 709 | 350 |
| Shares Redeemed | (45354)<br>| (29198)<br>| (31840)<br>| (22600)<br>| (30233)<br>| (18763)<br>| (12502)<br>| (4370)<br>|
| Net Increase (Decrease) from Capital <br> Share Transactions<br>| 6780 | 26856 | 14414 | 20374 | 12627 | 18642 | 10598 | 11818 |
| Total Increase (Decrease) in Net <br> Assets<br>| 34635 | 57260 | 34476 | 40410 | 29159 | 34379 | 16513 | 15641 |
| **Net Assets** |  |  |  |  |  |  |  |  |
| Beginning of Year | 162801 | 105541 | 107356 | 66946 | 86881 | 52502 | 25318 | 9677 |
| End of Year | $197436 | $162801 | $141832 | $107356 | $116040 | $86881 | $41831 | $25318 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |  |  |
| Shares Issued | 2395 | 2906 | 2117 | 2215 | 1964 | 1921 | 1444 | 1159 |
| Shares Issued in Lieu of Cash Distributions | 225 | 254 | 141 | 151 | 113 | 121 | 45 | 25 |
| Shares Redeemed  | (2258)<br>| (1646)<br>| (1548)<br>| (1229)<br>| (1455)<br>| (1016)<br>| (790)<br>| (312)<br>|
| Net Increase (Decrease) from Shares <br> Issued and Redeemed<br>| 362 | 1514 | 710 | 1137 | 622 | 1026 | 699 | 872 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
|  | **Dimensional 2070 Target**<br> **Date Retirement Income**<br> **FundƱ**<br>|
|  | **Period**<br> **Jan 02,**<br> **2025Ʊ**<br> **to**<br> **Oct 31,**<br> **2025**<br>|
| **Increase (Decrease) in Net Assets** |  |
| Operations: |  |
| Net Investment Income (Loss) | $2 |
| Change in Unrealized Appreciation (Depreciation) of: |  |
| Affiliated Investment Companies Shares | 12 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | 14 |
| Distributions: |  |
| Institutional Class Shares | (1)<br>|
| Capital Share Transactions (1): |  |
| Shares Issued | 645 |
| Shares Issued in Lieu of Cash Distributions | 1 |
| Shares Redeemed | (3)<br>|
| Net Increase (Decrease) from Capital Share Transactions | 643 |
| Total Increase (Decrease) in Net Assets | 656 |
| **Net Assets** |  |
| Beginning of Period  |  |
| End of Period | $656 |
| **(1) Shares Issued and Redeemed:** |  |
| Shares Issued | 56 |
| Shares Issued in Lieu of Cash Distributions |  |
| Shares Redeemed  |  |
| Net Increase (Decrease) from Shares Issued and Redeemed | 56 |

---

------

Ʊ

The Portfolio commenced operations on January 02, 2025.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Dimensional Retirement Income Fund** | **Dimensional Retirement Income Fund** | **Dimensional Retirement Income Fund** | **Dimensional Retirement Income Fund** | **Dimensional Retirement Income Fund** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $11.51 | $10.61 | $10.57 | $12.24 | $11.36 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.37 | 0.38 | 0.30 | 0.51 | 0.31 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.59 | 0.90 | 0.06 | (1.67) | 0.89 |
| Total from Investment Operations  | 0.96 | 1.28 | 0.36 | (1.16) | 1.20 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.36) | (0.38) | (0.29) | (0.48) | (0.28) |
| Net Realized Gains  |  |  | (0.03) | (0.03) | (0.04) |
| Total Distributions  | (0.36) | (0.38) | (0.32) | (0.51) | (0.32) |
| Net Asset Value, End of Year | $12.11 | $11.51 | $10.61 | $10.57 | $12.24 |
| Total Return  | 8.48% | 12.17% | 3.39% | (9.59%) | 10.60% |
| Net Assets, End of Year (thousands)  | $69893 | $45658 | $69796 | $87883 | $72386 |
| Ratio of Expenses to Average Net Assets \*(B) | 0.18% | 0.18% | 0.19% | 0.19% | 0.20% |
| Ratio of Expenses to Average Net Assets (Excluding Expenses Reimbursed by Advisor)\*(B) | 0.27% | 0.22% | 0.22% | 0.19% | 0.25% |
| Ratio of Net Investment Income to Average Net Assets  | 3.19% | 3.42% | 2.75% | 4.43% | 2.59% |
| Portfolio Turnover Rate  | 20% | 16% | N/A | N/A | N/A |
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred <br> by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows:<br>| 0.12% | 0.12% | 0.13% | 0.13% | 0.14% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Dimensional 2015 Target Date Retirement Income Fund** | **Dimensional 2015 Target Date Retirement Income Fund** | **Dimensional 2015 Target Date Retirement Income Fund** | **Dimensional 2015 Target Date Retirement Income Fund** | **Dimensional 2015 Target Date Retirement Income Fund** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $11.22 | $10.17 | $10.31 | $13.18 | $12.20 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.30 | 0.31 | 0.31 | 0.72 | 0.47 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.75 | 1.16 | (0.14) | (2.55) | 1.27 |
| Total from Investment Operations  | 1.05 | 1.47 | 0.17 | (1.83) | 1.74 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.31) | (0.31) | (0.31) | (0.74) | (0.46) |
| Net Realized Gains  | (0.23) | (0.11) |  | (0.30) | (0.30) |
| Total Distributions  | (0.54) | (0.42) | (0.31) | (1.04) | (0.76) |
| Net Asset Value, End of Year | $11.73 | $11.22 | $10.17 | $10.31 | $13.18 |
| Total Return  | 9.61% | 14.61% | 1.58% | (14.53%) | 14.68% |
| Net Assets, End of Year (thousands)  | $24099 | $27676 | $29859 | $33536 | $45672 |
| Ratio of Expenses to Average Net Assets \*(B) | 0.18% | 0.17% | 0.17% | 0.17% | 0.18% |
| Ratio of Expenses to Average Net Assets (Excluding Expenses Reimbursed by Advisor)\*(B) | 0.27% | 0.26% | 0.24% | 0.19% | 0.25% |
| Ratio of Net Investment Income to Average Net Assets  | 2.67% | 2.84% | 2.89% | 6.02% | 3.69% |
| Portfolio Turnover Rate  | 8% | 12% | N/A | N/A | N/A |
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred <br> by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows:<br>| 0.12% | 0.11% | 0.11% | 0.11% | 0.12% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Dimensional 2020 Target Date Retirement Income Fund** | **Dimensional 2020 Target Date Retirement Income Fund** | **Dimensional 2020 Target Date Retirement Income Fund** | **Dimensional 2020 Target Date Retirement Income Fund** | **Dimensional 2020 Target Date Retirement Income Fund** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $11.17 | $9.99 | $10.35 | $13.80 | $12.66 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.32 | 0.33 | 0.32 | 0.76 | 0.48 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.64 | 1.20 | (0.29) | (3.01) | 1.35 |
| Total from Investment Operations  | 0.96 | 1.53 | 0.03 | (2.25) | 1.83 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.33) | (0.33) | (0.32) | (0.76) | (0.48) |
| Net Realized Gains  | (0.17) | (0.02) | (0.07) | (0.44) | (0.21) |
| Total Distributions  | (0.50) | (0.35) | (0.39) | (1.20) | (0.69) |
| Net Asset Value, End of Year | $11.63 | $11.17 | $9.99 | $10.35 | $13.80 |
| Total Return  | 8.86% | 15.43% | 0.18% | (17.18%) | 14.83% |
| Net Assets, End of Year (thousands)  | $60956 | $73420 | $85897 | $100847 | $131477 |
| Ratio of Expenses to Average Net Assets \*(B) | 0.18% | 0.18% | 0.19% | 0.19% | 0.19% |
| Ratio of Expenses to Average Net Assets (Excluding Expenses Reimbursed by Advisor)\*(B) | 0.19% | 0.20% | 0.20% | 0.18% | 0.20% |
| Ratio of Net Investment Income to Average Net Assets  | 2.88% | 3.06% | 3.00% | 6.20% | 3.60% |
| Portfolio Turnover Rate  | 5% | 7% | N/A | N/A | N/A |
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred <br> by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows:<br>| 0.12% | 0.12% | 0.13% | 0.13% | 0.13% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Dimensional 2025 Target Date Retirement Income Fund** | **Dimensional 2025 Target Date Retirement Income Fund** | **Dimensional 2025 Target Date Retirement Income Fund** | **Dimensional 2025 Target Date Retirement Income Fund** | **Dimensional 2025 Target Date Retirement Income Fund** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $11.29 | $10.08 | $10.60 | $14.79 | $13.23 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.35 | 0.36 | 0.34 | 0.74 | 0.46 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.55 | 1.31 | (0.37) | (3.56) | 1.88 |
| Total from Investment Operations  | 0.90 | 1.67 | (0.03) | (2.82) | 2.34 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.36) | (0.36) | (0.34) | (0.72) | (0.46) |
| Net Realized Gains  | (0.18) | (0.10) | (0.15) | (0.65) | (0.32) |
| Total Distributions  | (0.54) | (0.46) | (0.49) | (1.37) | (0.78) |
| Net Asset Value, End of Year | $11.65 | $11.29 | $10.08 | $10.60 | $14.79 |
| Total Return  | 8.17% | 16.68% | (0.51%) | (20.29%) | 18.13% |
| Net Assets, End of Year (thousands)  | $124145 | $147998 | $149572 | $162613 | $184318 |
| Ratio of Expenses to Average Net Assets \*(B) | 0.16% | 0.16% | 0.18% | 0.18% | 0.19% |
| Ratio of Expenses to Average Net Assets (Excluding Expenses Reimbursed by Advisor)\*(B) | 0.16% | 0.16% | 0.18% | 0.18% | 0.20% |
| Ratio of Net Investment Income to Average Net Assets  | 3.16% | 3.28% | 3.12% | 5.77% | 3.25% |
| Portfolio Turnover Rate  | 15% | 14% | N/A | N/A | N/A |
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred <br> by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows:<br>| 0.12% | 0.12% | 0.12% | 0.13% | 0.13% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Dimensional 2030 Target Date Retirement Income Fund** | **Dimensional 2030 Target Date Retirement Income Fund** | **Dimensional 2030 Target Date Retirement Income Fund** | **Dimensional 2030 Target Date Retirement Income Fund** | **Dimensional 2030 Target Date Retirement Income Fund** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $12.44 | $10.76 | $11.23 | $15.61 | $13.44 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.41 | 0.40 | 0.36 | 0.63 | 0.41 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.67 | 1.75 | (0.32) | (3.87) | 2.52 |
| Total from Investment Operations  | 1.08 | 2.15 | 0.04 | (3.24) | 2.93 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.42) | (0.40) | (0.35) | (0.62) | (0.40) |
| Net Realized Gains  | (0.36) | (0.07) | (0.16) | (0.52) | (0.36) |
| Total Distributions  | (0.78) | (0.47) | (0.51) | (1.14) | (0.76) |
| Net Asset Value, End of Year | $12.74 | $12.44 | $10.76 | $11.23 | $15.61 |
| Total Return  | 9.05% | 20.18% | 0.07% | (21.74%) | 22.29% |
| Net Assets, End of Year (thousands)  | $166379 | $193543 | $176242 | $164659 | $190639 |
| Ratio of Expenses to Average Net Assets \*(B) | 0.16% | 0.17% | 0.18% | 0.20% | 0.21% |
| Ratio of Expenses to Average Net Assets (Excluding Expenses Reimbursed by Advisor)\*(B) | 0.16% | 0.17% | 0.18% | 0.20% | 0.22% |
| Ratio of Net Investment Income to Average Net Assets  | 3.39% | 3.32% | 3.07% | 4.71% | 2.76% |
| Portfolio Turnover Rate  | 13% | 17% | N/A | N/A | N/A |
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred <br> by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows:<br>| 0.13% | 0.14% | 0.14% | 0.14% | 0.15% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Dimensional 2035 Target Date Retirement Income Fund** | **Dimensional 2035 Target Date Retirement Income Fund** | **Dimensional 2035 Target Date Retirement Income Fund** | **Dimensional 2035 Target Date Retirement Income Fund** | **Dimensional 2035 Target Date Retirement Income Fund** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $13.89 | $11.73 | $12.03 | $16.02 | $13.20 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.46 | 0.43 | 0.35 | 0.51 | 0.33 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 1.00 | 2.26 | (0.08) | (3.72) | 3.08 |
| Total from Investment Operations  | 1.46 | 2.69 | 0.27 | (3.21) | 3.41 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.46) | (0.42) | (0.34) | (0.49) | (0.32) |
| Net Realized Gains  | (0.19) | (0.11) | (0.23) | (0.29) | (0.27) |
| Total Distributions  | (0.65) | (0.53) | (0.57) | (0.78) | (0.59) |
| Net Asset Value, End of Year | $14.70 | $13.89 | $11.73 | $12.03 | $16.02 |
| Total Return  | 10.86% | 23.16% | 2.09% | (20.61%) | 26.31% |
| Net Assets, End of Year (thousands)  | $199086 | $193091 | $163995 | $150963 | $161715 |
| Ratio of Expenses to Average Net Assets \*(B) | 0.17% | 0.18% | 0.20% | 0.21% | 0.22% |
| Ratio of Expenses to Average Net Assets (Excluding Expenses Reimbursed by Advisor)\*(B) | 0.17% | 0.18% | 0.20% | 0.21% | 0.23% |
| Ratio of Net Investment Income to Average Net Assets  | 3.36% | 3.21% | 2.82% | 3.62% | 2.17% |
| Portfolio Turnover Rate  | 12% | 16% | N/A | N/A | N/A |
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred <br> by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows:<br>| 0.14% | 0.15% | 0.15% | 0.15% | 0.16% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Dimensional 2040 Target Date Retirement Income Fund** | **Dimensional 2040 Target Date Retirement Income Fund** | **Dimensional 2040 Target Date Retirement Income Fund** | **Dimensional 2040 Target Date Retirement Income Fund** | **Dimensional 2040 Target Date Retirement Income Fund** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $16.01 | $13.29 | $13.08 | $16.27 | $12.90 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.48 | 0.43 | 0.34 | 0.34 | 0.24 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 1.68 | 2.88 | 0.44 | (2.97) | 3.60 |
| Total from Investment Operations  | 2.16 | 3.31 | 0.78 | (2.63) | 3.84 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.49) | (0.42) | (0.32) | (0.33) | (0.23) |
| Net Realized Gains  | (0.12) | (0.17) | (0.25) | (0.23) | (0.24) |
| Total Distributions  | (0.61) | (0.59) | (0.57) | (0.56) | (0.47) |
| Net Asset Value, End of Year | $17.56 | $16.01 | $13.29 | $13.08 | $16.27 |
| Total Return  | 13.78% | 25.19% | 5.86% | (16.49%) | 30.23% |
| Net Assets, End of Year (thousands)  | $211199 | $203446 | $147907 | $126127 | $127722 |
| Ratio of Expenses to Average Net Assets \*(B) | 0.18% | 0.19% | 0.22% | 0.22% | 0.23% |
| Ratio of Expenses to Average Net Assets (Excluding Expenses Reimbursed by Advisor)\*(B) | 0.18% | 0.19% | 0.22% | 0.22% | 0.24% |
| Ratio of Net Investment Income to Average Net Assets  | 2.97% | 2.83% | 2.43% | 2.34% | 1.55% |
| Portfolio Turnover Rate  | 13% | 10% | N/A | N/A | N/A |
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred <br> by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows:<br>| 0.15% | 0.15% | 0.16% | 0.16% | 0.17% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Dimensional 2045 Target Date Retirement Income Fund** | **Dimensional 2045 Target Date Retirement Income Fund** | **Dimensional 2045 Target Date Retirement Income Fund** | **Dimensional 2045 Target Date Retirement Income Fund** | **Dimensional 2045 Target Date Retirement Income Fund** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $18.58 | $15.10 | $14.33 | $17.24 | $13.10 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.45 | 0.41 | 0.32 | 0.28 | 0.24 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 2.67 | 3.68 | 1.04 | (2.76) | 4.35 |
| Total from Investment Operations  | 3.12 | 4.09 | 1.36 | (2.48) | 4.59 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.44) | (0.39) | (0.30) | (0.28) | (0.23) |
| Net Realized Gains  | (0.20) | (0.22) | (0.29) | (0.15) | (0.22) |
| Total Distributions  | (0.64) | (0.61) | (0.59) | (0.43) | (0.45) |
| Net Asset Value, End of Year | $21.06 | $18.58 | $15.10 | $14.33 | $17.24 |
| Total Return  | 17.13% | 27.53% | 9.53% | (14.64%) | 35.48% |
| Net Assets, End of Year (thousands)  | $226178 | $185375 | $137698 | $106103 | $101027 |
| Ratio of Expenses to Average Net Assets \*(B) | 0.18% | 0.20% | 0.22% | 0.22% | 0.23% |
| Ratio of Expenses to Average Net Assets (Excluding Expenses Reimbursed by Advisor)\*(B) | 0.18% | 0.20% | 0.22% | 0.22% | 0.24% |
| Ratio of Net Investment Income to Average Net Assets  | 2.38% | 2.33% | 2.06% | 1.77% | 1.47% |
| Portfolio Turnover Rate  | 12% | 13% | N/A | N/A | N/A |
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred <br> by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows:<br>| 0.16% | 0.16% | 0.16% | 0.16% | 0.17% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Dimensional 2050 Target Date Retirement Income Fund** | **Dimensional 2050 Target Date Retirement Income Fund** | **Dimensional 2050 Target Date Retirement Income Fund** | **Dimensional 2050 Target Date Retirement Income Fund** | **Dimensional 2050 Target Date Retirement Income Fund** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $19.04 | $15.00 | $14.18 | $17.27 | $13.04 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.39 | 0.36 | 0.29 | 0.30 | 0.25 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 3.25 | 4.27 | 1.10 | (2.97) | 4.62 |
| Total from Investment Operations  | 3.64 | 4.63 | 1.39 | (2.67) | 4.87 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.39) | (0.35) | (0.28) | (0.29) | (0.25) |
| Net Realized Gains  | (0.13) | (0.24) | (0.29) | (0.13) | (0.39) |
| Total Distributions  | (0.52) | (0.59) | (0.57) | (0.42) | (0.64) |
| Net Asset Value, End of Year | $22.16 | $19.04 | $15.00 | $14.18 | $17.27 |
| Total Return  | 19.38% | 31.29% | 9.90% | (15.66%) | 38.07% |
| Net Assets, End of Year (thousands)  | $197436 | $162801 | $105541 | $82695 | $73989 |
| Ratio of Expenses to Average Net Assets \*(B) | 0.18% | 0.21% | 0.22% | 0.22% | 0.23% |
| Ratio of Expenses to Average Net Assets (Excluding Expenses Reimbursed by Advisor)\*(B) | 0.18% | 0.21% | 0.22% | 0.22% | 0.26% |
| Ratio of Net Investment Income to Average Net Assets  | 1.97% | 2.00% | 1.92% | 1.91% | 1.56% |
| Portfolio Turnover Rate  | 11% | 7% | N/A | N/A | N/A |
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred <br> by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows:<br>| 0.16% | 0.16% | 0.16% | 0.16% | 0.17% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Dimensional 2055 Target Date Retirement Income Fund** | **Dimensional 2055 Target Date Retirement Income Fund** | **Dimensional 2055 Target Date Retirement Income Fund** | **Dimensional 2055 Target Date Retirement Income Fund** | **Dimensional 2055 Target Date Retirement Income Fund** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $19.48 | $15.30 | $14.46 | $17.60 | $13.06 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.37 | 0.36 | 0.30 | 0.31 | 0.26 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 3.45 | 4.38 | 1.12 | (3.04) | 4.67 |
| Total from Investment Operations  | 3.82 | 4.74 | 1.42 | (2.73) | 4.93 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.37) | (0.35) | (0.29) | (0.30) | (0.25) |
| Net Realized Gains  | (0.13) | (0.21) | (0.29) | (0.11) | (0.14) |
| Total Distributions  | (0.50) | (0.56) | (0.58) | (0.41) | (0.39) |
| Net Asset Value, End of Year | $22.80 | $19.48 | $15.30 | $14.46 | $17.60 |
| Total Return  | 19.91% | 31.37% | 9.85% | (15.71%) | 38.10% |
| Net Assets, End of Year (thousands)  | $141832 | $107356 | $66946 | $46676 | $41261 |
| Ratio of Expenses to Average Net Assets \*(B) | 0.21% | 0.22% | 0.22% | 0.22% | 0.23% |
| Ratio of Expenses to Average Net Assets (Excluding Expenses Reimbursed by Advisor)\*(B) | 0.21% | 0.22% | 0.23% | 0.24% | 0.43% |
| Ratio of Net Investment Income to Average Net Assets  | 1.85% | 1.95% | 1.94% | 1.92% | 1.57% |
| Portfolio Turnover Rate  | 11% | 10% | N/A | N/A | N/A |
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred <br> by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows:<br>| 0.16% | 0.16% | 0.16% | 0.16% | 0.17% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Dimensional 2060 Target Date Retirement Income Fund** | **Dimensional 2060 Target Date Retirement Income Fund** | **Dimensional 2060 Target Date Retirement Income Fund** | **Dimensional 2060 Target Date Retirement Income Fund** | **Dimensional 2060 Target Date Retirement Income Fund** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $19.59 | $15.40 | $14.56 | $17.71 | $13.10 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.37 | 0.36 | 0.30 | 0.30 | 0.25 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 3.48 | 4.40 | 1.13 | (3.05) | 4.70 |
| Total from Investment Operations  | 3.85 | 4.76 | 1.43 | (2.75) | 4.95 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.37) | (0.35) | (0.29) | (0.30) | (0.25) |
| Net Realized Gains  | (0.12) | (0.22) | (0.30) | (0.10) | (0.09) |
| Total Distributions  | (0.49) | (0.57) | (0.59) | (0.40) | (0.34) |
| Net Asset Value, End of Year | $22.95 | $19.59 | $15.40 | $14.56 | $17.71 |
| Total Return  | 19.97% | 31.35% | 9.86% | (15.70%) | 38.13% |
| Net Assets, End of Year (thousands)  | $116040 | $86881 | $52502 | $40495 | $37559 |
| Ratio of Expenses to Average Net Assets \*(B) | 0.22% | 0.22% | 0.22% | 0.22% | 0.23% |
| Ratio of Expenses to Average Net Assets (Excluding Expenses Reimbursed by Advisor)\*(B) | 0.22% | 0.23% | 0.24% | 0.26% | 0.39% |
| Ratio of Net Investment Income to Average Net Assets  | 1.84% | 1.96% | 1.93% | 1.90% | 1.55% |
| Portfolio Turnover Rate  | 12% | 8% | N/A | N/A | N/A |
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred <br> by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows:<br>| 0.16% | 0.16% | 0.16% | 0.16% | 0.17% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Dimensional 2065 Target Date Retirement Income Fund** | **Dimensional 2065 Target Date Retirement Income Fund** | **Dimensional 2065 Target Date Retirement Income Fund** | **Dimensional 2065 Target Date Retirement Income Fund** | **Dimensional 2065 Target Date Retirement Income Fund** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Period | $14.74 | $11.44 | $10.60 | $12.82 | $9.43 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.29 | 0.28 | 0.23 | 0.23 | 0.19 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 2.60 | 3.28 | 0.83 | (2.23) | 3.38 |
| Total from Investment Operations  | 2.89 | 3.56 | 1.06 | (2.00) | 3.57 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.28) | (0.26) | (0.21) | (0.22) | (0.18) |
| Net Realized Gains  | (0.05) |  | (0.01) | (—) |  |
| Total Distributions  | (0.33) | (0.26) | (0.22) | (0.22) | (0.18) |
| Net Asset Value, End of Period | $17.30 | $14.74 | $11.44 | $10.60 | $12.82 |
| Total Return  | 19.88% | 31.27% | 10.00% | (15.66%) | 38.01% |
| Net Assets, End of Period (thousands)  | $41831 | $25318 | $9677 | $5658 | $2483 |
| Ratio of Expenses to Average Net Assets \*(B) | 0.22% | 0.22% | 0.22% | 0.22% | 0.23% |
| Ratio of Expenses to Average Net Assets (Excluding Expenses Reimbursed by Advisor)\*(B) | 0.27% | 0.37% | 0.53% | 0.85% | 2.33% |
| Ratio of Net Investment Income to Average Net Assets  | 1.84% | 2.00% | 1.99% | 1.98% | 1.61% |
| Portfolio Turnover Rate  | 21% | 8% | N/A | N/A | N/A |
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred <br> by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows:<br>| 0.16% | 0.16% | 0.16% | 0.16% | 0.17% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
|  | **Dimensional**<br> **2070 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<br>|
|  | &nbsp;&nbsp; **Period**<br> **Jan 2,**<br> **2025Ʊ to**<br> **Oct 31,**<br> **2025**<br>|
| Net Asset Value, Beginning of Period | $10.00 |
| <u>Income from Investment Operations (A)</u> |  |
| Net Investment Income (Loss)  | 0.25 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 1.57 |
| Total from Investment Operations  | 1.82 |
| <u>Less Distributions:</u>  |  |
| Net Investment Income  | (0.13) |
| Total Distributions  | (0.13) |
| Net Asset Value, End of Period | $11.69 |
| Total Return  | 18.24%(C) |
| Net Assets, End of Period (thousands)  | $656 |
| Ratio of Expenses to Average Net Assets \*(B) | 0.22%(D)(E) |
| Ratio of Expenses to Average Net Assets (Excluding Expenses Reimbursed by Advisor)\*(B) | 88.32%(D)(E) |
| Ratio of Net Investment Income to Average Net Assets  | 2.65%(D)(E) |
| Portfolio Turnover Rate  | 1%(C) |
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred by the <br> Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows:<br>| 0.16%(D) |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**NOTES TO FINANCIAL STATEMENTS**

**A. Organization:** 

DFA Investment Dimensions Group Inc. (the "Fund" or "IDG") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"), whose shares are generally offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of one hundred and three operational portfolios as of October 31, 2025, of which thirteen portfolios (the "Portfolios") are included in this report. The remaining operational portfolios are presented in separate reports. The Portfolios are investment companies, and accordingly, follow the accounting and reporting guidance under the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC"), Topic 946, "Financial Services-Investment Companies."

The Portfolios achieve their investment objectives by investing substantially all of their assets in other series of IDG and Dimensional Investment Group Inc. ("DIG") (collectively, the "Underlying Funds"). The Portfolios may also invest in affiliated and unaffiliated registered and unregistered money market funds. The Underlying Funds' financial statements are not covered by this report. Copies of the Underlying Funds' financial statements are available from the EDGAR database on the SEC's website at http://www.sec.gov. As of October 31, 2025, the Portfolios were the owners of record of the following approximate percentages of the total outstanding shares of the following Underlying Funds as detailed below:

---

| | | |
|:---|:---|:---|
| **Funds of Funds** | **Underlying Funds** | **Percentage**<br> **Ownership**<br> **at 10/31/25**<br>|
| Dimensional Retirement Income Fund | DFA Inflation-Protected Securities Portfolio (IDG) | &nbsp;&nbsp; 1 |
|  | DFA One-Year Fixed Income Portfolio (IDG) | &nbsp;&nbsp; 1 |
|  | U.S. Large Company Portfolio (DIG) | &nbsp;&nbsp; — |
|  | U.S. Core Equity 1 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Large Cap International Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Emerging Markets Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | International Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
| Dimensional 2015 Target Date Retirement <br> Income Fund<br>| U.S. Large Company Portfolio (DIG) | &nbsp;&nbsp; — |
|  | U.S. Core Equity 1 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Large Cap International Portfolio (IDG) | &nbsp;&nbsp; — |
|  | International Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Emerging Markets Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | DFA LTIP Portfolio (IDG) | &nbsp;&nbsp; — |
|  | DFA Inflation-Protected Securities Portfolio (IDG) | &nbsp;&nbsp; — |
| Dimensional 2020 Target Date Retirement <br> Income Fund<br>| U.S. Large Company Portfolio (DIG) | &nbsp;&nbsp; — |
|  | U.S. Core Equity 1 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Large Cap International Portfolio (IDG) | &nbsp;&nbsp; — |
|  | International Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Emerging Markets Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | DFA LTIP Portfolio (IDG) | &nbsp;&nbsp; 1 |
|  | DFA Inflation-Protected Securities Portfolio (IDG) | &nbsp;&nbsp; 1 |

---

------

---

| | | |
|:---|:---|:---|
| **Funds of Funds** | **Underlying Funds** | **Percentage**<br> **Ownership**<br> **at 10/31/25**<br>|
| Dimensional 2025 Target Date Retirement <br> Income Fund<br>| U.S. Large Company Portfolio (DIG) | &nbsp;&nbsp; — |
|  | Large Cap International Portfolio (IDG) | &nbsp;&nbsp; — |
|  | U.S. Core Equity 1 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | International Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Emerging Markets Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | DFA LTIP Portfolio (IDG) | &nbsp;&nbsp; 6 |
|  | DFA Inflation-Protected Securities Portfolio (IDG) | &nbsp;&nbsp; 1 |
| Dimensional 2030 Target Date Retirement <br> Income Fund<br>| U.S. Large Company Portfolio (DIG) | &nbsp;&nbsp; — |
|  | U.S. Core Equity 1 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Large Cap International Portfolio (IDG) | &nbsp;&nbsp; — |
|  | International Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Emerging Markets Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | &nbsp;&nbsp; DFA Two-Year Global Fixed Income Portfolio <br> (IDG)<br>| &nbsp;&nbsp; — |
|  | &nbsp;&nbsp; DFA Short-Term Extended Quality Portfolio<br> (IDG)<br>| &nbsp;&nbsp; — |
|  | DFA LTIP Portfolio (IDG) | &nbsp;&nbsp; 13 |
|  | DFA Inflation-Protected Securities Portfolio (IDG) | &nbsp;&nbsp; 1 |
| Dimensional 2035 Target Date Retirement <br> Income Fund<br>| U.S. Large Company Portfolio (DIG) | &nbsp;&nbsp; — |
|  | U.S. Core Equity 1 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Large Cap International Portfolio (IDG) | &nbsp;&nbsp; — |
|  | International Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Emerging Markets Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | &nbsp;&nbsp; DFA Two-Year Global Fixed Income Portfolio <br> (IDG)<br>| &nbsp;&nbsp; — |
|  | DFA Short-Term Extended Quality Portfolio (IDG) | &nbsp;&nbsp; — |
|  | DFA LTIP Portfolio (IDG) | &nbsp;&nbsp; 16 |
|  | DFA Inflation-Protected Securities Portfolio (IDG) | &nbsp;&nbsp; — |
| Dimensional 2040 Target Date Retirement <br> Income Fund<br>| U.S. Large Company Portfolio (DIG) | &nbsp;&nbsp; — |
|  | U.S. Core Equity 1 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Large Cap International Portfolio (IDG) | &nbsp;&nbsp; — |
|  | International Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Emerging Markets Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | &nbsp;&nbsp; DFA Two-Year Global Fixed Income Portfolio <br> (IDG)<br>| &nbsp;&nbsp; — |
|  | DFA Short-Term Extended Quality Portfolio (IDG) | &nbsp;&nbsp; — |
|  | DFA LTIP Portfolio (IDG) | &nbsp;&nbsp; 11 |

---

------

---

| | | |
|:---|:---|:---|
| **Funds of Funds** | **Underlying Funds** | **Percentage**<br> **Ownership**<br> **at 10/31/25**<br>|
| Dimensional 2045 Target Date Retirement <br> Income Fund<br>| U.S. Large Company Portfolio (DIG) | &nbsp;&nbsp; — |
|  | U.S. Core Equity 1 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Large Cap International Portfolio (IDG) | &nbsp;&nbsp; — |
|  | International Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Emerging Markets Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | &nbsp;&nbsp; DFA Two-Year Global Fixed Income Portfolio <br> (IDG)<br>| &nbsp;&nbsp; — |
|  | DFA Short-Term Extended Quality Portfolio (IDG) | &nbsp;&nbsp; — |
|  | DFA LTIP Portfolio (IDG) | &nbsp;&nbsp; 2 |
| Dimensional 2050 Target Date Retirement <br> Income Fund<br>| U.S. Large Company Portfolio (DIG) | &nbsp;&nbsp; — |
|  | U.S. Core Equity 1 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Large Cap International Portfolio (IDG) | &nbsp;&nbsp; — |
|  | International Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Emerging Markets Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | &nbsp;&nbsp; DFA Two-Year Global Fixed Income Portfolio <br> (IDG)<br>| &nbsp;&nbsp; — |
|  | DFA Short-Term Extended Quality Portfolio (IDG) | &nbsp;&nbsp; — |
| Dimensional 2055 Target Date Retirement <br> Income Fund<br>| U.S. Large Company Portfolio (DIG) | &nbsp;&nbsp; — |
|  | U.S. Core Equity 1 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Large Cap International Portfolio (IDG) | &nbsp;&nbsp; — |
|  | International Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Emerging Markets Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | &nbsp;&nbsp; DFA Two-Year Global Fixed Income Portfolio <br> (IDG)<br>| &nbsp;&nbsp; — |
|  | DFA Short-Term Extended Quality Portfolio (IDG) | &nbsp;&nbsp; — |
| Dimensional 2060 Target Date Retirement <br> Income Fund<br>| U.S. Large Company Portfolio (DIG) | &nbsp;&nbsp; — |
|  | U.S. Core Equity 1 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Large Cap International Portfolio (IDG) | &nbsp;&nbsp; — |
|  | International Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Emerging Markets Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | &nbsp;&nbsp; DFA Two-Year Global Fixed Income Portfolio <br> (IDG)<br>| &nbsp;&nbsp; — |
|  | DFA Short-Term Extended Quality Portfolio (IDG) | &nbsp;&nbsp; — |
| Dimensional 2065 Target Date Retirement <br> Income Fund<br>| U.S. Large Company Portfolio (DIG) | &nbsp;&nbsp; — |
|  | U.S. Core Equity 1 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Large Cap International Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Emerging Markets Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |

---

------

---

| | | |
|:---|:---|:---|
| **Funds of Funds** | **Underlying Funds** | **Percentage**<br> **Ownership**<br> **at 10/31/25**<br>|
|  | International Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | DFA Short-Term Extended Quality Portfolio (IDG) | &nbsp;&nbsp; — |
|  | &nbsp;&nbsp; DFA Two-Year Global Fixed Income Portfolio <br> (IDG)<br>| &nbsp;&nbsp; — |
| Dimensional 2070 Target Date Retirement <br> Income Fund<br>| U.S. Large Company Portfolio (DIG) | &nbsp;&nbsp; — |
|  | U.S. Core Equity 1 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Large Cap International Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Emerging Markets Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | International Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | DFA Short-Term Extended Quality Portfolio (IDG) | &nbsp;&nbsp; — |
|  | &nbsp;&nbsp; DFA Two-Year Global Fixed Income Portfolio <br> (IDG)<br>| &nbsp;&nbsp; — |

---

On February 7, 2025, the Dimensional Retirement Income Fund (the "Acquiring Portfolio") acquired substantially all of the assets of the Dimensional 2010 Target Date Retirement Fund (the "Target Portfolio") pursuant to a plan of reorganization approved by the Board of Directors of the Fund (the "Reorganization"). Shareholder approval of the Reorganization was not required. The purpose of the Reorganization was to combine the Acquiring Portfolio and the Target Portfolio since they had identical investment objectives and fundamental investment restrictions. The Target Portfolio was part of Dimensional's suite of target date retirement income funds that seek to achieve an asset allocation consistent with the fund's position on the evolving asset allocation "glide path" disclosed in its prospectus. Based on the design of the glide path, each such fund generally becomes more conservative (e.g., by reducing its allocation to equity underlying funds and increasing its allocation to fixed income underlying funds) until reaching a final static asset allocation or "landing point" fifteen years after its target date, at which time the fund will have approximately the same asset allocation as the Acquiring Portfolio.

The Reorganization was accomplished by a tax-free exchange of 919,548 shares of the Acquiring Portfolio for 925,097 shares of the Target Portfolio. The Target Portfolio had net assets immediately before the Reorganization of $10,726,556 including $1,296,398 of unrealized appreciation, which were combined with the Acquiring Portfolio's net assets. Immediately before the Reorganization the Acquiring Portfolio's net assets were $47,220,688, and immediately after the Reorganization the Acquiring Portfolio's net assets were $57,947,244. The Acquiring Portfolio is the accounting survivor, and accordingly, its historical performance and financial information is presented in the financial statements for periods prior to February 7, 2025. The cost basis of the investments received from the Target Portfolio was carried forward to the Acquiring Portfolio.

Assuming that the Reorganization had been completed on November 1, 2024, the Acquiring Portfolio's proforma results of operations for the year ended October 31, 2025 would have been as follows (amounts in thousands):

---

| | |
|:---|:---|
| Net Investment Income | &nbsp;&nbsp; $1934 |
| Net Realized Gain (Loss) | &nbsp;&nbsp; (116)<br>|
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp; 4434 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp; 6252 |

---

Because the combined Portfolio has been managed as a single Portfolio since the Reorganization was completed, it is not practical to separate the results of operations of the Acquired Portfolio that have been included in the Portfolio's Statement of Operations since February 7, 2025.

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**B. Significant Accounting Policies:**

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates, and those differences could be material.

1. Security Valuation: The Portfolios use a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 1 – inputs are quoted prices in active markets for identical securities, including, though not limited to, equity securities and futures contracts. Underlying Fund and money market fund shares are valued at their respective daily net asset values as reported by their administrator, as they are treated as regulated investment companies and are also included as Level 1 investments

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 3 – significant unobservable inputs (including the Portfolios' own assumptions in determining the fair value of investments)

A valuation hierarchy is included at the end of the Schedules of Investments. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

2. Deferred Compensation Plan: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the "Plan"). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds, each of which are affiliates of the Portfolios, and advised by Dimensional Fund Advisors LP (the "Advisor"): the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company Portfolio, U.S. Vector Equity Portfolio, U.S. Micro Cap Portfolio, DFA International Value Portfolio, International Core Equity 2 Portfolio, Emerging Markets Portfolio, Emerging Markets Core Equity 2 Portfolio, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/Trustees' Fees & Expenses.

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the "Notice") to defer the receipt of the Director's deferred compensation until a date specified by such Director in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board of Directors of the Fund (the "Board"); and (ii) five years following the effective date of the Director's first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

3. Other: Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities/affiliated investment companies and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Non-cash dividend income received in the form of securities in-lieu of cash, if any, are recorded at the fair value of securities received. Distributions received on securities and from investments in affiliated investment companies that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolios estimate the character of received distributions that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Discount and premium on debt securities

------

purchased are amortized over the lives of the respective securities, using the effective interest method. Expenses directly attributable to a Portfolio are directly charged. Common expenses of the Fund or the Portfolios are allocated using methods approved by the Board, generally based on average net assets.

Organizational costs are expensed during the fiscal year of inception of the Portfolios. Offering costs are amortized over a twelve-month period from the inception of the Portfolios.

**C. Investment Advisor:**

The Advisor provides investment management services to the Portfolios.

For the year ended October 31, 2025, each Portfolio did not pay a management fee to the Advisor for the services provided by the Advisor to the Portfolio. As a shareholder of the Underlying Funds, each Portfolio pays its proportionate share of the management fees paid to the Advisor by the Underlying Funds.

Pursuant to an Expense Assumption Agreement (the "Expense Assumption Agreement") for each Portfolio, the Advisor has contractually agreed to assume the ordinary operating expenses of the Institutional Class of a Portfolio (excluding the expenses that the Portfolio incurs indirectly through its investment in other investment companies managed by the Advisor) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of the Institutional Class of the Portfolio to the expense limitation amount listed below as a percentage of the average net assets of the Institutional Class of the Portfolio on an annualized basis (the "Expense Limitation Amount"). The Expense Assumption Agreement for each Portfolio will remain in effect through February 28, 2026, and may only be terminated by the Fund's Board of Directors prior to that date. The Expense Assumption Agreement shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. During the year ended October 31, 2025, the Portfolios had expense limits based on a percentage of average net assets on an annualized basis, as listed below. At any time that the Portfolio Expenses of the Institutional Class of a Portfolio are less than the Expense Limitation Amount listed below, the Advisor retains the right to recover previously assumed expenses to the extent that the expense ratio following such recovery would be less than the Expense Limitation Amount that was in place when such prior year expenses were assumed, and less than the current Expense Limitation Amount in place for the Portfolio. The recovered previously assumed expenses during the year ended October 31, 2025, assumed expenses during the year ended October 31, 2025, and previously assumed expenses subject to future recovery by the Advisor, are reflected below (amounts in thousands). The Fund, on behalf of the Portfolios, is not obligated to reimburse the Advisor for previously assumed expenses by the Advisor more than thirty-six months before the date of such reimbursement.

---

| | | | |
|:---|:---|:---|:---|
| **Institutional Class Shares**  | **Expense**<br> **Limitation**<br> **Amount**<br>| **Recovery**<br> **of Previously**<br> **Assumed Expenses**<br>| **Assumed Expenses** |
| Dimensional Retirement Income Fund | 0.06<br> %<br>|  | $54 |
| Dimensional 2015 Target Date Retirement Income Fund | 0.06<br> %<br>| $2 | 22 |
| Dimensional 2020 Target Date Retirement Income Fund | 0.06<br> %<br>| 9 | 8 |
| Dimensional 2025 Target Date Retirement Income Fund | 0.06<br> %<br>|  |  |
| Dimensional 2030 Target Date Retirement Income Fund | 0.06<br> %<br>|  |  |
| Dimensional 2035 Target Date Retirement Income Fund | 0.06<br> %<br>|  |  |
| Dimensional 2040 Target Date Retirement Income Fund | 0.06<br> %<br>|  |  |
| Dimensional 2045 Target Date Retirement Income Fund | 0.06<br> %<br>|  |  |
| Dimensional 2050 Target Date Retirement Income Fund | 0.06<br> %<br>|  |  |
| Dimensional 2055 Target Date Retirement Income Fund | 0.06<br> %<br>| 22 | 2 |
| Dimensional 2060 Target Date Retirement Income Fund | 0.06<br> %<br>| 16 | 2 |
| Dimensional 2065 Target Date Retirement Income Fund | 0.06<br> %<br>| 2 | 18 |
| Dimensional 2070 Target Date Retirement Income Fund | 0.06<br> %<br>|  | 64 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Previously**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** |
|  | **10/31/2026** | **10/31/2027** | **10/31/2028** | **Total** |
| Dimensional Retirement Income Fund | &nbsp;&nbsp; $24 | $24 | $54 | $102 |
| Dimensional 2015 Target Date Retirement Income Fund | &nbsp;&nbsp; 19 | 26 | 22 | 67 |
| Dimensional 2020 Target Date Retirement Income Fund | &nbsp;&nbsp; 6 | 15 | 8 | 29 |
| Dimensional 2055 Target Date Retirement Income Fund | &nbsp;&nbsp; — |  |  |  |
| Dimensional 2060 Target Date Retirement Income Fund | &nbsp;&nbsp; 7 | 5 | 1 | 13 |
| Dimensional 2065 Target Date Retirement Income Fund | &nbsp;&nbsp; 22 | 27 | 18 | 67 |
| Dimensional 2070 Target Date Retirement Income Fund | &nbsp;&nbsp; — |  | 64 | 64 |

---

**Fees Paid to Officers and Directors/Trustees:**

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Fund. For the year ended October 31, 2025, the total related amount paid by the Fund to the CCO was $239 (in thousands). The total related amounts paid by each of the Portfolios are included in Other Expenses on the Statements of Operations.

**D. Deferred Compensation:** 

As of October 31, 2025, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statements of Assets and Liabilities as follows (amounts in thousands):

---

| | |
|:---|:---|
| Dimensional Retirement Income Fund | &nbsp;&nbsp; — |
| Dimensional 2015 Target Date Retirement Income Fund | &nbsp;&nbsp; — |
| Dimensional 2020 Target Date Retirement Income Fund | &nbsp;&nbsp; — |
| Dimensional 2025 Target Date Retirement Income Fund | &nbsp;&nbsp; $1 |
| Dimensional 2030 Target Date Retirement Income Fund | &nbsp;&nbsp; 1 |
| Dimensional 2035 Target Date Retirement Income Fund | &nbsp;&nbsp; 1 |
| Dimensional 2040 Target Date Retirement Income Fund | &nbsp;&nbsp; 1 |
| Dimensional 2045 Target Date Retirement Income Fund | &nbsp;&nbsp; 1 |
| Dimensional 2050 Target Date Retirement Income Fund | &nbsp;&nbsp; 1 |
| Dimensional 2055 Target Date Retirement Income Fund | &nbsp;&nbsp; — |
| Dimensional 2060 Target Date Retirement Income Fund | &nbsp;&nbsp; — |
| Dimensional 2065 Target Date Retirement Income Fund | &nbsp;&nbsp; — |
| Dimensional 2070 Target Date Retirement Income Fund | &nbsp;&nbsp; — |

---

**E. Purchases and Sales of Securities:** 

For the year ended October 31, 2025, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

------

The amounts presented below may differ from the respective amounts presented in the corresponding Schedules of Investments, Statements of Assets and Liabilities or Statements of Operations due to rounding. The amounts are as follows (amounts in thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **October 31, 2025**<br>| **Shares as of**<br> **October 31, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **Dimensional Retirement** <br> **Income Fund**<br>|  |  |  |  |  |  |  |  |  |
| DFA Inflation-Protected <br> Securities Portfolio<br>| $21952 | $15223 | $4694 | $(250)<br>| $1153 | $33384 | 2960 | $873 |  |
| DFA One-Year Fixed Income <br> Portfolio<br>| 14709 | 10718 | 3047 | (1)<br>| 3 | 22382 | 2186 | 804 |  |
| U.S. Large Company Portfolio | 3242 | 2369 | 1305 | 32 | 752 | 5090 | 112 | 50 | $1 |
| U.S. Core Equity 1 Portfolio | 3248 | 2590 | 1409 | 29 | 597 | 5055 | 103 | 49 |  |
| Large Cap International <br> Portfolio<br>| 1145 | 864 | 524 | 19 | 287 | 1791 | 53 | 45 |  |
| Emerging Markets Core <br> Equity 2 Portfolio<br>| 770 | 616 | 325 | 7 | 202 | 1270 | 44 | 33 |  |
| International Core Equity 2 <br> Portfolio<br>| 571 | 421 | 261 | 20 | 143 | 894 | 46 | 24 |  |
| **Total** | **$45637** | **$32801** | **$11565** | **$(144)**<br>| **$3137** | **$69866** |  | **$1878** | **$1** |
| **Dimensional 2015 Target** <br> **Date Retirement Income** <br> **Fund**<br>|  |  |  |  |  |  |  |  |  |
| DFA Inflation-Protected <br> Securities Portfolio<br>| $20599 | $1329 | $4392 | $(133)<br>| $684 | $18087 | 1603 | $561 |  |
| U.S. Core Equity 1 Portfolio | 2462 | 144 | 809 | 403 | (87)<br>| 2113 | 43 | 26 |  |
| U.S. Large Company Portfolio | 2458 | 122 | 863 | 440 | (45)<br>| 2112 | 47 | 27 | $1 |
| Large Cap International <br> Portfolio<br>| 867 | 44 | 314 | 102 | 49 | 748 | 22 | 24 |  |
| Emerging Markets Core <br> Equity 2 Portfolio<br>| 586 | 35 | 182 | 50 | 42 | 531 | 18 | 19 |  |
| International Core Equity 2 <br> Portfolio<br>| 435 | 20 | 163 | 53 | 28 | 373 | 19 | 13 |  |
| DFA LTIP Portfolio | 262 | 263 | 373 | (37)<br>| 13 | 128 | 24 | 16 |  |
| **Total** | **$27669** | **$1957** | **$7096** | **$878** | **$684** | **$24092** |  | **$686** | **$1** |
| **Dimensional 2020 Target** <br> **Date Retirement Income** <br> **Fund**<br>|  |  |  |  |  |  |  |  |  |
| DFA Inflation-Protected <br> Securities Portfolio<br>| $47496 | $1819 | $10730 | $(519)<br>| $1798 | $39864 | 3534 | $1308 |  |
| DFA LTIP Portfolio | 7382 | 974 | 1912 | (1060)<br>| 527 | 5911 | 1087 | 384 |  |
| U.S. Core Equity 1 Portfolio | 6678 | 297 | 2388 | 1350 | (476)<br>| 5461 | 111 | 69 |  |
| U.S. Large Company Portfolio | 6670 | 239 | 2541 | 1461 | (371)<br>| 5458 | 120 | 73 | $2 |
| Large Cap International <br> Portfolio<br>| 2375 | 108 | 968 | 337 | 76 | 1928 | 58 | 64 |  |
| Emerging Markets Core <br> Equity 2 Portfolio<br>| 1602 | 93 | 579 | 197 | 60 | 1373 | 47 | 49 |  |
| International Core Equity 2 <br> Portfolio<br>| 1188 | 50 | 495 | 173 | 48 | 964 | 49 | 34 |  |
| **Total** | **$73391** | **$3580** | **$19613** | **$1939** | **$1662** | **$60959** |  | **$1981** | **$2** |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **October 31, 2025**<br>| **Shares as of**<br> **October 31, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **Dimensional 2025 Target** <br> **Date Retirement Income** <br> **Fund**<br>|  |  |  |  |  |  |  |  |  |
| DFA Inflation-Protected <br> Securities Portfolio<br>| $81088 | $8943 | $21923 | $(2014)<br>| $4076 | $70170 | 6221 | $2196 |  |
| DFA LTIP Portfolio | 28762 | 5274 | 9127 | (5245)<br>| 3293 | 22957 | 4220 | 1387 |  |
| U.S. Large Company Portfolio | 13497 | 1788 | 6283 | 2783 | (652)<br>| 11133 | 245 | 142 | $4 |
| U.S. Core Equity 1 Portfolio | 13518 | 1760 | 5857 | 2599 | (888)<br>| 11132 | 227 | 135 |  |
| Large Cap International <br> Portfolio<br>| 4864 | 600 | 2317 | 648 | 136 | 3931 | 117 | 125 |  |
| Emerging Markets Core <br> Equity 2 Portfolio<br>| 3337 | 516 | 1530 | 356 | 132 | 2811 | 97 | 95 |  |
| International Core Equity 2 <br> Portfolio<br>| 2456 | 292 | 1200 | 338 | 80 | 1966 | 101 | 67 |  |
| DFA Short-Term Extended <br> Quality Portfolio<br>| 231 | 1 | 232 | 6 | (6)<br>|  |  | 1 |  |
| DFA Two-Year Global Fixed <br> Income Portfolio<br>| 231 | 1 | 232 | 7 | (7)<br>|  |  | 1 |  |
| **Total** | **$147984** | **$19175** | **$48701** | **$(522)**<br>| **$6164** | **$124100** |  | **$4149** | **$4** |
| **Dimensional 2030 Target** <br> **Date Retirement Income** <br> **Fund**<br>|  |  |  |  |  |  |  |  |  |
| DFA LTIP Portfolio | $57019 | $10005 | $13379 | $(8564)<br>| $4546 | $49627 | 9123 | $2936 |  |
| DFA Inflation-Protected <br> Securities Portfolio<br>| 50537 | 7073 | 10254 | (1909)<br>| 3290 | 48737 | 4321 | 1476 |  |
| U.S. Core Equity 1 Portfolio | 26971 | 1972 | 10578 | 5067 | (1687)<br>| 21745 | 443 | 272 |  |
| U.S. Large Company Portfolio | 26905 | 1583 | 10985 | 5392 | (1168)<br>| 21727 | 479 | 288 | $9 |
| Large Cap International <br> Portfolio<br>| 9574 | 744 | 4154 | 1196 | 386 | 7746 | 231 | 255 |  |
| Emerging Markets Core <br> Equity 2 Portfolio<br>| 6579 | 519 | 2589 | 609 | 375 | 5493 | 189 | 197 |  |
| International Core Equity 1 <br> Portfolio<br>| 4843 | 304 | 2127 | 652 | 197 | 3869 | 198 | 137 |  |
| DFA Short-Term Extended <br> Quality Portfolio<br>| 5546 | 419 | 2331 | (31)<br>| 66 | 3669 | 350 | 182 |  |
| DFA Two-Year Global Fixed <br> Income Portfolio<br>| 5546 | 454 | 2312 | (12)<br>| (11)<br>| 3665 | 372 | 217 |  |
| **Total** | **$193520** | **$23073** | **$58709** | **$2400** | **$5994** | **$166278** |  | **$5960** | **$9** |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **October 31, 2025**<br>| **Shares as of**<br> **October 31, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **Dimensional 2035 Target** <br> **Date Retirement Income** <br> **Fund**<br>|  |  |  |  |  |  |  |  |  |
| DFA LTIP Portfolio | $56721 | $15728 | $4006 | $(3687)<br>| $(403)<br>| $64353 | 11830 | $3419 |  |
| U.S. Large Company Portfolio | 36249 | 1120 | 7967 | 3305 | 3199 | 35906 | 791 | 431 | $12 |
| U.S. Core Equity 1 Portfolio | 36350 | 1130 | 7078 | 3259 | 1988 | 35649 | 727 | 412 |  |
| DFA Inflation-Protected <br> Securities Portfolio<br>| 13730 | 2528 | 605 | (112)<br>| 559 | 16100 | 1427 | 459 |  |
| Large Cap International <br> Portfolio<br>| 12958 | 555 | 3294 | 851 | 1592 | 12662 | 378 | 389 |  |
| DFA Short-Term Extended <br> Quality Portfolio<br>| 10815 | 978 | 2293 | (60)<br>| 136 | 9576 | 914 | 416 |  |
| DFA Two-Year Global Fixed <br> Income Portfolio<br>| 10814 | 1075 | 2275 | (26)<br>| (14)<br>| 9574 | 973 | 477 |  |
| Emerging Markets Core <br> Equity 2 Portfolio<br>| 8820 | 518 | 1905 | 341 | 1252 | 9026 | 310 | 298 |  |
| International Core Equity 2 <br> Portfolio<br>| 6550 | 224 | 1746 | 470 | 851 | 6349 | 325 | 210 |  |
| **Total** | **$193007** | **$23856** | **$31169** | **$4341** | **$9160** | **$199195** |  | **$6511** | **$12** |
| **Dimensional 2040 Target** <br> **Date Retirement Income** <br> **Fund**<br>|  |  |  |  |  |  |  |  |  |
| U.S. Large Company Portfolio | $48245 | $1285 | $9870 | $2369 | $6254 | $48283 | 1063 | $571 | $16 |
| U.S. Core Equity 1 Portfolio | 48405 | 1702 | 9040 | 1880 | 5034 | 47981 | 978 | 547 |  |
| DFA LTIP Portfolio | 35888 | 17122 | 4648 | (4505)<br>| 1959 | 45816 | 8422 | 2328 |  |
| Large Cap International <br> Portfolio<br>| 17140 | 889 | 4201 | 606 | 2621 | 17055 | 509 | 514 |  |
| DFA Short-Term Extended <br> Quality Portfolio<br>| 16811 | 2253 | 3442 | (91)<br>| 208 | 15739 | 1502 | 666 |  |
| DFA Two-Year Global Fixed <br> Income Portfolio<br>| 16816 | 2412 | 3434 | (50)<br>| (9)<br>| 15735 | 1599 | 755 |  |
| Emerging Markets Core <br> Equity 2 Portfolio<br>| 11629 | 737 | 2363 | 203 | 1900 | 12106 | 416 | 396 |  |
| International Core Equity 2 <br> Portfolio<br>| 8617 | 407 | 2236 | 295 | 1441 | 8524 | 436 | 277 |  |
| **Total** | **$203551** | **$26807** | **$39234** | **$707** | **$19408** | **$211239** |  | **$6054** | **$16** |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **October 31, 2025**<br>| **Shares as of**<br> **October 31, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **Dimensional 2045 Target** <br> **Date Retirement Income** <br> **Fund**<br>|  |  |  |  |  |  |  |  |  |
| U.S. Large Company Portfolio | $52843 | $5291 | $6394 | $678 | $10115 | $62533 | 1377 | $685 | $18 |
| U.S. Core Equity 1 Portfolio | 52975 | 6711 | 6086 | 586 | 8112 | 62298 | 1270 | 662 |  |
| DFA Short-Term Extended <br> Quality Portfolio<br>| 19431 | 6596 | 3373 | (27)<br>| 177 | 22804 | 2176 | 905 |  |
| DFA Two-Year Global Fixed <br> Income Portfolio<br>| 19425 | 6777 | 3341 | (45)<br>| (18)<br>| 22798 | 2317 | 999 |  |
| Large Cap International <br> Portfolio<br>| 18662 | 1915 | 2416 | 234 | 3711 | 22106 | 660 | 619 |  |
| Emerging Markets Core <br> Equity 2 Portfolio<br>| 12585 | 1641 | 1209 | 89 | 2549 | 15655 | 538 | 463 |  |
| International Core Equity 2 <br> Portfolio<br>| 9340 | 709 | 1123 | 136 | 1967 | 11029 | 564 | 330 |  |
| DFA LTIP Portfolio |  | 6771 | 116 | (9)<br>| 113 | 6759 | 1243 | 188 |  |
| **Total** | **$185261** | **$36411** | **$24058** | **$1642** | **$26726** | **$225982** |  | **$4851** | **$18** |
| **Dimensional 2050 Target** <br> **Date Retirement Income** <br> **Fund**<br>|  |  |  |  |  |  |  |  |  |
| U.S. Large Company Portfolio | $54391 | $5268 | $6580 | $616 | $10385 | $64080 | 1411 | $710 | $18 |
| U.S. Core Equity 1 Portfolio | 54526 | 5471 | 4943 | 373 | 8460 | 63887 | 1302 | 687 |  |
| Large Cap International <br> Portfolio<br>| 19218 | 2235 | 2906 | 169 | 3911 | 22627 | 675 | 642 |  |
| Emerging Markets Core <br> Equity 2 Portfolio<br>| 12972 | 1708 | 1310 | 72 | 2645 | 16087 | 553 | 480 |  |
| International Core Equity 2 <br> Portfolio<br>| 9620 | 934 | 1422 | 123 | 2061 | 11316 | 579 | 341 |  |
| DFA Short-Term Extended <br> Quality Portfolio<br>| 5965 | 5361 | 1674 | (3)<br>| 49 | 9698 | 925 | 340 |  |
| DFA Two-Year Global Fixed <br> Income Portfolio<br>| 5963 | 5438 | 1688 | (21)<br>| 3 | 9695 | 985 | 360 |  |
| **Total** | **$162655** | **$26415** | **$20523** | **$1329** | **$27514** | **$197390** |  | **$3560** | **$18** |
| **Dimensional 2055 Target** <br> **Date Retirement Income** <br> **Fund**<br>|  |  |  |  |  |  |  |  |  |
| U.S. Large Company Portfolio | $36691 | $7770 | $3890 | $130 | $7803 | $48504 | 1068 | $503 | $13 |
| U.S. Core Equity 1 Portfolio | 36781 | 8345 | 3067 | 50 | 6299 | 48408 | 987 | 488 |  |
| Large Cap International <br> Portfolio<br>| 12962 | 3873 | 2608 | 44 | 2848 | 17119 | 511 | 455 |  |
| Emerging Markets Core <br> Equity 2 Portfolio<br>| 8748 | 2605 | 1145 | 32 | 1945 | 12185 | 419 | 340 |  |
| International Core Equity 2 <br> Portfolio<br>| 6488 | 1461 | 944 | 34 | 1513 | 8552 | 438 | 241 |  |
| DFA Short-Term Extended <br> Quality Portfolio<br>| 2726 | 1983 | 1160 | 1 | 20 | 3570 | 341 | 134 |  |
| DFA Two-Year Global Fixed <br> Income Portfolio<br>| 2724 | 2010 | 1156 | (9)<br>|  | 3569 | 363 | 145 |  |
| **Total** | **$107120** | **$28047** | **$13970** | **$282** | **$20428** | **$141907** |  | **$2306** | **$13** |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **October 31, 2025**<br>| **Shares as of**<br> **October 31, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **Dimensional 2060 Target** <br> **Date Retirement Income** <br> **Fund**<br>|  |  |  |  |  |  |  |  |  |
| U.S. Large Company Portfolio | $29707 | $6931 | $3525 | $131 | $6382 | $39626 | 873 | $412 | $10 |
| U.S. Core Equity 1 Portfolio | 29762 | 7912 | 3350 | 58 | 5161 | 39543 | 806 | 399 |  |
| Large Cap International <br> Portfolio<br>| 10533 | 2775 | 1709 | 30 | 2358 | 13987 | 418 | 375 |  |
| Emerging Markets Core <br> Equity 2 Portfolio<br>| 7097 | 2305 | 1050 | 31 | 1597 | 9980 | 343 | 278 |  |
| International Core Equity 2 <br> Portfolio<br>| 5251 | 1242 | 777 | 33 | 1242 | 6991 | 358 | 198 |  |
| DFA Short-Term Extended <br> Quality Portfolio<br>| 2204 | 1613 | 929 |  | 17 | 2905 | 277 | 109 |  |
| DFA Two-Year Global Fixed <br> Income Portfolio<br>| 2206 | 1632 | 926 | (9)<br>| 1 | 2904 | 295 | 119 |  |
| **Total** | **$86760** | **$24410** | **$12266** | **$274** | **$16758** | **$115936** |  | **$1890** | **$10** |
| **Dimensional 2065 Target** <br> **Date Retirement Income** <br> **Fund**<br>|  |  |  |  |  |  |  |  |  |
| U.S. Large Company Portfolio | $8644 | $5638 | $2299 | $58 | $2232 | $14273 | 314 | $138 | $3 |
| U.S. Core Equity 1 Portfolio | 8667 | 5946 | 2179 | 29 | 1808 | 14271 | 291 | 137 |  |
| Large Cap International <br> Portfolio<br>| 3066 | 2170 | 1027 | 15 | 817 | 5041 | 150 | 128 |  |
| Emerging Markets Core <br> Equity 2 Portfolio<br>| 2062 | 1544 | 602 | 13 | 576 | 3593 | 123 | 93 |  |
| International Core Equity 2 <br> Portfolio<br>| 1526 | 1011 | 459 | 12 | 432 | 2522 | 129 | 68 |  |
| DFA Short-Term Extended <br> Quality Portfolio<br>| 642 | 672 | 276 |  | 6 | 1044 | 100 | 38 |  |
| DFA Two-Year Global Fixed <br> Income Portfolio<br>| 642 | 677 | 274 | (3)<br>| 1 | 1043 | 106 | 40 |  |
| **Total** | **$25249** | **$17658** | **$7116** | **$124** | **$5872** | **$41787** |  | **$642** | **$3** |
| **Dimensional 2070 Target** <br> **Date Retirement Income** <br> **Fund**<br>|  |  |  |  |  |  |  |  |  |
| U.S. Large Company Portfolio |  | $216 |  |  | $7 | $223 | 5 | $1 |  |
| U.S. Core Equity 1 Portfolio |  | 219 | $1 |  | 3 | 221 | 4 |  |  |
| Large Cap International <br> Portfolio<br>|  | 77 |  |  | 1 | 78 | 2 | 1 |  |
| Emerging Markets Core <br> Equity 2 Portfolio<br>|  | 54 |  |  | 1 | 55 | 2 |  |  |
| International Core Equity 2 <br> Portfolio<br>|  | 39 |  |  |  | 39 | 2 |  |  |
| DFA Short-Term Extended <br> Quality Portfolio<br>|  | 16 |  |  |  | 16 | 2 |  |  |
| DFA Two-Year Global Fixed <br> Income Portfolio<br>|  | 16 |  |  |  | 16 | 2 |  |  |
| **Total** | **—** | **$637** | **$1** | **—** | **$12** | **$648** |  | **$2** | **—** |

---

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**F. Federal Income Taxes:** 

Each Portfolio has qualified (with respect to the Dimensional 2070 Target Date Retirement Income Fund, intends to qualify) and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to its shareholders. Accordingly, no provision has been made for federal income taxes.

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are charged or credited to paid-in capital or distributable earnings, undistributed net investment income or accumulated net realized gains or losses, as appropriate, in the period that the differences arise. Accordingly, the permanent differences as of October 31, 2025, can occur as a result of non-deductible expenses, the use of accumulated earnings and profits distributed to shareholders on redemptions of shares as part of the dividends paid deduction for income tax purposes, distributions received from real estate investment trusts and distribution redesignations, and were reclassified to the accounts mentioned above. These reclassifications had no effect on net assets or net asset value per share.

The tax character of dividends and distributions declared and paid during the years ended October 31, 2024, and October 31, 2025, were as follows (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Long-Term**<br> **Capital Gains**<br>| **Total** |
| Dimensional Retirement Income Fund |  |  |  |
| 2024 | &nbsp;&nbsp; $2168 | &nbsp;&nbsp; — | &nbsp;&nbsp; $2168 |
| 2025 | &nbsp;&nbsp; 1789 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1789 |
| Dimensional 2015 Target Date Retirement Income Fund |  |  |  |
| 2024 | &nbsp;&nbsp; 800 | &nbsp;&nbsp; $298 | &nbsp;&nbsp; 1098 |
| 2025 | &nbsp;&nbsp; 661 | &nbsp;&nbsp; 555 | &nbsp;&nbsp; 1216 |
| Dimensional 2020 Target Date Retirement Income Fund |  |  |  |
| 2024 | &nbsp;&nbsp; 2485 | &nbsp;&nbsp; 146 | &nbsp;&nbsp; 2631 |
| 2025 | &nbsp;&nbsp; 1926 | &nbsp;&nbsp; 1092 | &nbsp;&nbsp; 3018 |
| Dimensional 2025 Target Date Retirement Income Fund |  |  |  |
| 2024 | &nbsp;&nbsp; 5016 | &nbsp;&nbsp; 1414 | &nbsp;&nbsp; 6430 |
| 2025 | &nbsp;&nbsp; 4043 | &nbsp;&nbsp; 2198 | &nbsp;&nbsp; 6241 |
| Dimensional 2030 Target Date Retirement Income Fund |  |  |  |
| 2024 | &nbsp;&nbsp; 6437 | &nbsp;&nbsp; 1080 | &nbsp;&nbsp; 7517 |
| 2025 | &nbsp;&nbsp; 5832 | &nbsp;&nbsp; 5472 | &nbsp;&nbsp; 11304 |
| Dimensional 2035 Target Date Retirement Income Fund |  |  |  |
| 2024 | &nbsp;&nbsp; 5868 | &nbsp;&nbsp; 1465 | &nbsp;&nbsp; 7333 |
| 2025 | &nbsp;&nbsp; 6326 | &nbsp;&nbsp; 2673 | &nbsp;&nbsp; 8999 |
| Dimensional 2040 Target Date Retirement Income Fund |  |  |  |
| 2024 | &nbsp;&nbsp; 4989 | &nbsp;&nbsp; 1877 | &nbsp;&nbsp; 6866 |
| 2025 | &nbsp;&nbsp; 6025 | &nbsp;&nbsp; 1483 | &nbsp;&nbsp; 7508 |
| Dimensional 2045 Target Date Retirement Income Fund |  |  |  |
| 2024 | &nbsp;&nbsp; 3771 | &nbsp;&nbsp; 2047 | &nbsp;&nbsp; 5818 |
| 2025 | &nbsp;&nbsp; 4619 | &nbsp;&nbsp; 1950 | &nbsp;&nbsp; 6569 |
| Dimensional 2050 Target Date Retirement Income Fund |  |  |  |
| 2024 | &nbsp;&nbsp; 2712 | &nbsp;&nbsp; 1685 | &nbsp;&nbsp; 4397 |
| 2025 | &nbsp;&nbsp; 3426 | &nbsp;&nbsp; 1097 | &nbsp;&nbsp; 4523 |

---

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| | | | |
|:---|:---|:---|:---|
|  | **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Long-Term**<br> **Capital Gains**<br>| **Total** |
| Dimensional 2055 Target Date Retirement Income Fund |  |  |  |
| 2024 | &nbsp;&nbsp; $1735 | &nbsp;&nbsp; $937 | &nbsp;&nbsp; $2672 |
| 2025 | &nbsp;&nbsp; 2194 | &nbsp;&nbsp; 712 | &nbsp;&nbsp; 2906 |
| Dimensional 2060 Target Date Retirement Income Fund |  |  |  |
| 2024 | &nbsp;&nbsp; 1387 | &nbsp;&nbsp; 774 | &nbsp;&nbsp; 2161 |
| 2025 | &nbsp;&nbsp; 1800 | &nbsp;&nbsp; 546 | &nbsp;&nbsp; 2346 |
| Dimensional 2065 Target Date Retirement Income Fund |  |  |  |
| 2024 | &nbsp;&nbsp; 350 | &nbsp;&nbsp; — | &nbsp;&nbsp; 350 |
| 2025 | &nbsp;&nbsp; 620 | &nbsp;&nbsp; 89 | &nbsp;&nbsp; 709 |
| Dimensional 2070 Target Date Retirement Income Fund |  |  |  |
| 2025 | &nbsp;&nbsp; 1 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1 |

---

Dimensional 2070 Target Date Retirement Income Fund commenced operations on January 2, 2025 and did not pay any distributions for the period ended October 31, 2024.

As of October 31, 2025, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed**<br> **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Undistributed**<br> **Long-Term**<br> **Capital Gains**<br>| **Capital Loss**<br> **Carryforwards**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>| **Total Net**<br> **Distributable**<br> **Earnings**<br> **(Accumulated**<br> **Losses)**<br>|
| Dimensional Retirement Income Fund | &nbsp;&nbsp; $50 | &nbsp;&nbsp; — | &nbsp;&nbsp; $(1830)<br>| &nbsp;&nbsp; $4143 | &nbsp;&nbsp; $2363 |
| Dimensional 2015 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; $709 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3031 | &nbsp;&nbsp; 3740 |
| Dimensional 2020 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; 1583 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4759 | &nbsp;&nbsp; 6342 |
| Dimensional 2025 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; 2286 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4287 | &nbsp;&nbsp; 6573 |
| Dimensional 2030 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; 5280 | &nbsp;&nbsp; — | &nbsp;&nbsp; 9633 | &nbsp;&nbsp; 14913 |
| Dimensional 2035 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; 6502 | &nbsp;&nbsp; — | &nbsp;&nbsp; 30883 | &nbsp;&nbsp; 37385 |
| Dimensional 2040 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; 4248 | &nbsp;&nbsp; — | &nbsp;&nbsp; 58599 | &nbsp;&nbsp; 62847 |
| Dimensional 2045 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; 88 | &nbsp;&nbsp; 1579 | &nbsp;&nbsp; — | &nbsp;&nbsp; 74647 | &nbsp;&nbsp; 76314 |
| Dimensional 2050 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; 1371 | &nbsp;&nbsp; — | &nbsp;&nbsp; 71934 | &nbsp;&nbsp; 73305 |
| Dimensional 2055 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; 37 | &nbsp;&nbsp; 331 | &nbsp;&nbsp; — | &nbsp;&nbsp; 45585 | &nbsp;&nbsp; 45953 |
| Dimensional 2060 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; 13 | &nbsp;&nbsp; 323 | &nbsp;&nbsp; — | &nbsp;&nbsp; 36733 | &nbsp;&nbsp; 37069 |
| Dimensional 2065 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; 127 | &nbsp;&nbsp; 5 | &nbsp;&nbsp; — | &nbsp;&nbsp; 9412 | &nbsp;&nbsp; 9544 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed**<br> **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Undistributed**<br> **Long-Term**<br> **Capital Gains**<br>| **Capital Loss**<br> **Carryforwards**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>| **Total Net**<br> **Distributable**<br> **Earnings**<br> **(Accumulated**<br> **Losses)**<br>|
| Dimensional 2070 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $(—)<br>| &nbsp;&nbsp; $12 | &nbsp;&nbsp; $12 |

---

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2025, the Portfolio listed below had the following capital loss carryforwards available to offset future realized capital gains with no expiration date (amount in thousands):

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| | |
|:---|:---|
|  | **Total** |
| Dimensional Retirement Income Fund | &nbsp;&nbsp; $1830 |

---

During the year ended October 31, 2025, the Portfolio listed below used the following capital loss carryforwards to offset realized capital gains for federal income tax purposes (amount in thousands):

---

| | |
|:---|:---|
| Dimensional Retirement Income Fund | &nbsp;&nbsp; $72 |

---

As of October 31, 2025, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br> **Tax Cost**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **(Depreciation)**<br>| **Net**<br> **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Dimensional Retirement Income Fund | &nbsp;&nbsp; $64427 | &nbsp;&nbsp; $5439 | &nbsp;&nbsp; — | &nbsp;&nbsp; $5439 |
| Dimensional 2015 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 21064 | &nbsp;&nbsp; 3031 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3031 |
| Dimensional 2020 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 56231 | &nbsp;&nbsp; 6242 | &nbsp;&nbsp; $(1483)<br>| &nbsp;&nbsp; 4759 |
| Dimensional 2025 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 119813 | &nbsp;&nbsp; 8668 | &nbsp;&nbsp; (4381)<br>| &nbsp;&nbsp; 4287 |
| Dimensional 2030 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 156861 | &nbsp;&nbsp; 18311 | &nbsp;&nbsp; (8678)<br>| &nbsp;&nbsp; 9633 |
| Dimensional 2035 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 168333 | &nbsp;&nbsp; 46922 | &nbsp;&nbsp; (16039)<br>| &nbsp;&nbsp; 30883 |
| Dimensional 2040 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 153072 | &nbsp;&nbsp; 63573 | &nbsp;&nbsp; (4974)<br>| &nbsp;&nbsp; 58599 |
| Dimensional 2045 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 151398 | &nbsp;&nbsp; 74647 | &nbsp;&nbsp; — | &nbsp;&nbsp; 74647 |
| Dimensional 2050 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 125475 | &nbsp;&nbsp; 71934 | &nbsp;&nbsp; — | &nbsp;&nbsp; 71934 |
| Dimensional 2055 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 96390 | &nbsp;&nbsp; 45585 | &nbsp;&nbsp; — | &nbsp;&nbsp; 45585 |
| Dimensional 2060 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 79395 | &nbsp;&nbsp; 36733 | &nbsp;&nbsp; — | &nbsp;&nbsp; 36733 |
| Dimensional 2065 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 32374 | &nbsp;&nbsp; 9412 | &nbsp;&nbsp; — | &nbsp;&nbsp; 9412 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br> **Tax Cost**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **(Depreciation)**<br>| **Net**<br> **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Dimensional 2070 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; $689 | &nbsp;&nbsp; $12 | &nbsp;&nbsp; $(—)<br>| &nbsp;&nbsp; $12 |

---

The difference between GAAP-basis and tax-basis unrealized appreciation (depreciation) can occur as a result of wash sales and other book to tax differences.

ASC 740 Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Under GAAP, the Portfolios recognize the tax benefits of uncertain tax positions only when the position is more likely than not to be sustained, assuming examination by tax authorities. Management has analyzed the Portfolios' tax positions and has concluded that no additional provision for income tax is required in the Portfolios' financial statements. The Portfolios are not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolios' federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

**G. Line of Credit and Interfund Lending Program:**

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 2, 2025, with its domestic custodian bank. A line of credit with similar terms was in effect through April 2, 2025. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The agreement for the line of credit expires on April 1, 2026.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective December 26, 2024. A line of credit with similar terms was in effect through December 26, 2024. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The line of credit agreement expires on December 25, 2025.

For the year ended October 31, 2025, borrowings by the following Portfolios under the lines of credit were as follows (amounts in thousands, except percentages and days):

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Weighted**<br> **Average**<br> **Interest Rate**<br>| **Weighted**<br> **Average**<br> **Loan Balance**<br>| **Number of**<br> **Days**<br> **Outstanding\***<br>| **Interest**<br> **Expense**<br> **Incurred**<br>| **Maximum Amount**<br> **Borrowed During**<br> **the Period**<br>| **Outstanding**<br> **Borrowings**<br> **as of 10/31/2025**<br>|
| Dimensional Retirement <br> Income Fund<br>| 5.08<br> %<br>| &nbsp;&nbsp; $191 | &nbsp;&nbsp; 49 | &nbsp;&nbsp; $1 | &nbsp;&nbsp; $691 | &nbsp;&nbsp; — |
| Dimensional 2015 Target <br> Date Retirement Income <br> Fund<br>| 5.09<br> %<br>| &nbsp;&nbsp; 114 | &nbsp;&nbsp; 43 | &nbsp;&nbsp; 1 | &nbsp;&nbsp; 274 | &nbsp;&nbsp; — |
| Dimensional 2020 Target <br> Date Retirement Income <br> Fund<br>| 5.08<br> %<br>| &nbsp;&nbsp; 304 | &nbsp;&nbsp; 68 | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 661 | &nbsp;&nbsp; — |

---

------

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Weighted**<br> **Average**<br> **Interest Rate**<br>| **Weighted**<br> **Average**<br> **Loan Balance**<br>| **Number of**<br> **Days**<br> **Outstanding\***<br>| **Interest**<br> **Expense**<br> **Incurred**<br>| **Maximum Amount**<br> **Borrowed During**<br> **the Period**<br>| **Outstanding**<br> **Borrowings**<br> **as of 10/31/2025**<br>|
| Dimensional 2025 Target <br> Date Retirement Income <br> Fund<br>| 5.12<br> %<br>| &nbsp;&nbsp; $407 | &nbsp;&nbsp; 122 | &nbsp;&nbsp; $7 | &nbsp;&nbsp; $1413 | &nbsp;&nbsp; $503 |
| Dimensional 2030 Target <br> Date Retirement Income <br> Fund<br>| 5.06<br> %<br>| &nbsp;&nbsp; 571 | &nbsp;&nbsp; 90 | &nbsp;&nbsp; 7 | &nbsp;&nbsp; 1750 | &nbsp;&nbsp; — |
| Dimensional 2035 Target <br> Date Retirement Income <br> Fund<br>| 5.06<br> %<br>| &nbsp;&nbsp; 329 | &nbsp;&nbsp; 73 | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 1870 | &nbsp;&nbsp; — |
| Dimensional 2040 Target <br> Date Retirement Income <br> Fund<br>| 5.12<br> %<br>| &nbsp;&nbsp; 378 | &nbsp;&nbsp; 73 | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 2026 | &nbsp;&nbsp; — |
| Dimensional 2045 Target <br> Date Retirement Income <br> Fund<br>| 5.09<br> %<br>| &nbsp;&nbsp; 403 | &nbsp;&nbsp; 38 | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 2085 | &nbsp;&nbsp; — |
| Dimensional 2050 Target <br> Date Retirement Income <br> Fund<br>| 5.16<br> %<br>| &nbsp;&nbsp; 314 | &nbsp;&nbsp; 31 | &nbsp;&nbsp; 1 | &nbsp;&nbsp; 1885 | &nbsp;&nbsp; — |
| Dimensional 2055 Target <br> Date Retirement Income <br> Fund<br>| 5.07<br> %<br>| &nbsp;&nbsp; 263 | &nbsp;&nbsp; 35 | &nbsp;&nbsp; 1 | &nbsp;&nbsp; 1269 | &nbsp;&nbsp; — |
| Dimensional 2060 Target <br> Date Retirement Income <br> Fund<br>| 5.06<br> %<br>| &nbsp;&nbsp; 311 | &nbsp;&nbsp; 22 | &nbsp;&nbsp; 1 | &nbsp;&nbsp; 1041 | &nbsp;&nbsp; — |
| Dimensional 2065 Target <br> Date Retirement Income <br> Fund<br>| 5.06<br> %<br>| &nbsp;&nbsp; 262 | &nbsp;&nbsp; 14 | &nbsp;&nbsp; 1 | &nbsp;&nbsp; 386 | &nbsp;&nbsp; — |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* Number of Days Outstanding represents the total of single or consecutive days during the year ended October 31, 2025, that each Portfolio's available line of credit was used. 

Pursuant to an exemptive order issued by the SEC (the "Order"), the Portfolios may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day's notice.

The Portfolios did not use the interfund lending program during the year ended October 31, 2025.

**H. Indemnitees; Contractual Obligations:**

Under the Fund's organizational documents, its Officers and Directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

------

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties that provide general indemnification. The Fund's maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

**I. Segment Reporting:**

In this reporting period, the Portfolios adopted FASB Accounting Standards Update 2023-07, Segment Reporting (Topic 280) – Improvements to Reportable Segment Disclosures ("ASU 2023-07"). The adoption of the new standard only impacted financial statement disclosures and did not affect each Portfolio's financial position or the results of its operations. An operating segment is defined in Topic 280 as a component of a public entity that (i) engages in business activities from which it may recognize revenues and incur expenses, (ii) has operating results that are regularly reviewed by the public entity's chief operating decision maker ("CODM") to make decisions about resources to be allocated to the segment and assess its performance, and (iii) has discrete financial information available. The Fund's Co-Chief Executive Officers and the Chief Financial Officer act as the Portfolios' CODM. Each Portfolio represents a single operating segment, as the CODM monitors the operating results of the Portfolio as a whole. Each Portfolio's long-term strategic asset allocation is executed by its portfolio management team and guided by each Portfolio's investment objective and principal investment strategies, as described in each Portfolio's respective prospectus. The financial information provided to and reviewed by the CODM is consistent with that presented in each Portfolio's Schedule of Investments, Statement of Operations, Statement of Changes in Net Assets, and Financial Highlights.

**J. New Accounting Pronouncement:**

In December 2023, the FASB issued Accounting Standards Update 2023-09, Income Taxes (Topic 740) – Improvements to Income Tax Disclosures ("ASU 2023-09"). Effective for annual periods beginning after December 15, 2024, the amendments require greater disaggregation of disclosures related to income taxes paid. The ASU 2023-09 allows for early adoption and requires that amendments be applied on a prospective basis.

For the Dimensional 2070 Target Date Retirement Income Fund, which commenced operations and was required to adopt ASU 2023-09 during the period ended October 31, 2025, the Portfolio did not pay a significant amount of foreign or U.S. federal, state or local income taxes and therefore did not include any additional disclosures in these financial statements. Management is currently evaluating the impact of ASU 2023-09 for the remaining Portfolios, but does not expect the guidance to materially impact the financial statements.

**K. Other:**

As of October 31, 2025, the following number of shareholders, each holding greater than 5%, held the following approximate percentages of the Portfolios' outstanding shares. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors. Significant shareholder transactions by these shareholders, if any, may impact the Portfolios' performance.

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| | | | |
|:---|:---|:---|:---|
|  | **Number of** <br>**Shareholders**<br>| **Approximate** <br>**Percentage of** <br>**Outstanding Shares**<br>| **Approximate Percentage** <br>**of Outstanding Shares** <br>**Held by Advisor** <br>**and/or Affiliates**<br>|
| Dimensional Retirement Income Fund | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 81<br> %<br>| &nbsp;&nbsp; 10<br> %<br>|
| Dimensional 2015 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 7 | &nbsp;&nbsp; 80<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| Dimensional 2020 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 6 | &nbsp;&nbsp; 82<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| Dimensional 2025 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 8 | &nbsp;&nbsp; 91<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|

---

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| | | | |
|:---|:---|:---|:---|
|  | **Number of**<br> **Shareholders**<br>| **Approximate**<br> **Percentage of**<br> **Outstanding Shares**<br>| **Approximate Percentage**<br> **of Outstanding Shares**<br> **Held by Advisor**<br> **and/or Affiliates**<br>|
| Dimensional 2030 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 7 | &nbsp;&nbsp; 86<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| Dimensional 2035 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 8 | &nbsp;&nbsp; 90<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| Dimensional 2040 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 7 | &nbsp;&nbsp; 87<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| Dimensional 2045 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 6 | &nbsp;&nbsp; 85<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| Dimensional 2050 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 6 | &nbsp;&nbsp; 86<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| Dimensional 2055 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 6 | &nbsp;&nbsp; 89<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| Dimensional 2060 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 6 | &nbsp;&nbsp; 93<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| Dimensional 2065 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 4 | &nbsp;&nbsp; 91<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| Dimensional 2070 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 2 | &nbsp;&nbsp; 95<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|

---

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy). Although management currently believes that resolving claims, if any, against the Portfolios, individually or in aggregate, will not have a material adverse impact on the Portfolios' financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**L. Subsequent Event Evaluations:** 

Management has evaluated the impact of all subsequent events on the Portfolios through the date that the financial statements were issued and has determined that there are no subsequent events other than as described above requiring recognition or disclosure in the financial statements.

------

![](img101.jpg)

**Report of Independent Registered Public Accounting Firm**

To the Board of Directors of DFA Investment Dimensions Group Inc. and Shareholders of each of the thirteen portfolios listed in the table below

**Opinions on the Financial Statements**

We have audited the accompanying statements of assets and liabilities, including the schedules of investments, of each of the portfolios indicated in the table below (thirteen of the portfolios constituting DFA Investment Dimensions Group Inc., hereafter collectively referred to as the "Portfolios") as of October 31, 2025, the related statements of operations and of changes in net assets for each of the periods indicated in the table below, including the related notes, and the financial highlights for each of the periods indicated in the table below (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Portfolios as of October 31, 2025, the results of each of their operations, the changes in each of their net assets, and each of the financial highlights for each of the periods indicated in the table below, in conformity with accounting principles generally accepted in the United States of America.

---

| | | | |
|:---|:---|:---|:---|
| **Portfolio** | **Statement of**<br> **operations** | **Statement of**<br> **changes in net**<br> **assets** | **Financial**<br> **highlights** |
| Dimensional Retirement Income Fund<br> Dimensional 2015 Target Date Retirement Income Fund<br> Dimensional 2020 Target Date Retirement Income Fund<br> Dimensional 2025 Target Date Retirement Income Fund<br> Dimensional 2030 Target Date Retirement Income Fund<br> Dimensional 2035 Target Date Retirement Income Fund<br> Dimensional 2040 Target Date Retirement Income Fund<br> Dimensional 2045 Target Date Retirement Income Fund<br> Dimensional 2050 Target Date Retirement Income Fund<br> Dimensional 2055 Target Date Retirement Income Fund<br> Dimensional 2060 Target Date Retirement Income Fund<br> Dimensional 2065 Target Date Retirement Income Fund | For the year ended October 31, 2025 | For the years ended October 31, 2025 and 2024 | For the years ended October 31, 2025, 2024, 2023, 2022 and 2021 |
| Dimensional 2070 Target Date Retirement Income Fund | For the period January 2, 2025 (commencement of operations) through October 31, 2025 | For the period January 2, 2025 (commencement of operations) through October 31, 2025 | For the period January 2, 2025 (commencement of operations) through October 31, 2025 |

---

**Basis for Opinions**

 ****

These financial statements are the responsibility of the Portfolios' management. Our responsibility is to express an opinion on the Portfolios' financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Portfolios in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

PricewaterhouseCoopers LLP, Two Commerce Square, Suite 1700, 2001 Market Street, Philadelphia, PA 19103-7042 T: (267) 330 3000, www.pwc.com/us

------

![](img101.jpg)

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of October 31, 2025 by correspondence with the transfer agents of the investee funds. We believe that our audits provide a reasonable basis for our opinions.

/s/ PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 19, 2025

We have served as the auditor of one or more investment companies in Dimensional Fund Advisors L.P. investment company group since 1981.

------

**TAX NOTICE TO SHAREHOLDERS**

**(Unaudited)**

The following information is solely for informational purposes. Each Portfolio is designating the U.S. federal income tax character of the following items with respect to distributions paid or expected to be paid to shareholders related to the fiscal year ended October 31, 2025. All designations are based on financial information available as of the date of this annual report and, accordingly are subject to change. For each classification below and including "Section 163(j) interest dividends" as defined in Treasury Regulation §1.163(j)-1(b)(35) and "Section 199A dividends" as defined in Treasury Regulation §1.199A -3(d), it is the intent of the Portfolio to designate the maximum amount permitted under the Internal Revenue Code and the regulations thereunder.

For U.S. federal income tax purposes, shareholders generally must report distributions received from a Portfolio on a calendar-year basis, which therefore may include distributions with respect to portions of two fiscal years of the Portfolio. Annual statements needed by shareholders concerning the tax status of distributions received for the calendar year 2025 (e.g., IRS Form 1099-DIV) will be provided in early 2026. Shareholders should refer to these statements in preparing their calendar year 2025 tax returns. Please consult your tax advisor for the proper treatment of this information. Unless otherwise noted, the amounts in the table are expressed as a percentage of the distributions paid with respect to the fiscal year ended October 31, 2025.

---

| | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **DFA Investment**<br> **Dimensions Group Inc.**<br>| **Net**<br> **Investment**<br> **Income**<br> **Distributions** <br>| **Short-Term**<br> **Capital Gain**<br> **Distributions** <br>| **Long-Term**<br> **Capital Gain**<br> **Distributions** <br>| **Return of**<br> **Capital** <br>| **Tax-Exempt**<br> **Interest** <br>| **Total**<br> **Distributions** <br>| **Qualified**<br> **Dividends**<br> **(for**<br> **Corporate**<br> **Dividends**<br> **Received**<br> **Deduction) (1)**<br>| **Qualified**<br> **Dividend**<br> **Income (2)**<br>| **U.S.**<br> **Government**<br> **Interest (3)**<br>| **Foreign**<br> **Tax**<br> **Credit (4)**<br>| **Foreign**<br> **Source**<br> **Income (5)**<br>| **Qualified**<br> **Net**<br> **Interest**<br> **Income (6)**<br>| **Qualified**<br> **Short-**<br> **Term**<br> **Capital**<br> **Gain (7)**<br>|
| Dimensional Retirement Income <br> Fund<br>| &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>| 5<br> %<br>| 9<br> %<br>|  |  | 5<br> %<br>| 68<br> %<br>|  |
| Dimensional 2015 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; 54<br> %<br>|  | 46<br> %<br>|  |  | 100<br> %<br>| 8<br> %<br>| 13<br> %<br>|  |  | 7<br> %<br>| 84<br> %<br>|  |
| Dimensional 2020 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; 64<br> %<br>|  | 36<br> %<br>|  |  | 100<br> %<br>| 7<br> %<br>| 12<br> %<br>|  |  | 7<br> %<br>| 86<br> %<br>|  |
| Dimensional 2025 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; 65<br> %<br>|  | 35<br> %<br>|  |  | 100<br> %<br>| 7<br> %<br>| 11<br> %<br>|  |  | 6<br> %<br>| 87<br> %<br>|  |
| Dimensional 2030 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; 52<br> %<br>|  | 48<br> %<br>|  |  | 100<br> %<br>| 10<br> %<br>| 16<br> %<br>|  | 1<br> %<br>| 9<br> %<br>| 77<br> %<br>|  |
| Dimensional 2035 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; 70<br> %<br>|  | 30<br> %<br>|  |  | 100<br> %<br>| 13<br> %<br>| 23<br> %<br>|  | 1<br> %<br>| 12<br> %<br>| 65<br> %<br>|  |
| Dimensional 2040 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; 80<br> %<br>|  | 20<br> %<br>|  |  | 100<br> %<br>| 19<br> %<br>| 32<br> %<br>|  | 1<br> %<br>| 18<br> %<br>| 47<br> %<br>|  |
| Dimensional 2045 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; 70<br> %<br>|  | 30<br> %<br>|  |  | 100<br> %<br>| 28<br> %<br>| 48<br> %<br>|  | 2<br> %<br>| 26<br> %<br>| 19<br> %<br>|  |
| Dimensional 2050 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; 76<br> %<br>|  | 24<br> %<br>|  |  | 100<br> %<br>| 41<br> %<br>| 69<br> %<br>|  | 2<br> %<br>| 37<br> %<br>| 8<br> %<br>|  |
| Dimensional 2055 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; 76<br> %<br>|  | 24<br> %<br>|  |  | 100<br> %<br>| 44<br> %<br>| 74<br> %<br>|  | 3<br> %<br>| 41<br> %<br>| 5<br> %<br>|  |
| Dimensional 2060 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; 77<br> %<br>|  | 23<br> %<br>|  |  | 100<br> %<br>| 44<br> %<br>| 75<br> %<br>|  | 3<br> %<br>| 41<br> %<br>| 5<br> %<br>|  |
| Dimensional 2065 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; 87<br> %<br>|  | 13<br> %<br>|  |  | 100<br> %<br>| 37<br> %<br>| 63<br> %<br>|  | 2<br> %<br>| 34<br> %<br>| 6<br> %<br>|  |
| Dimensional 2070 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>| 35<br> %<br>| 60<br> %<br>|  | 3<br> %<br>| 34<br> %<br>| 22<br> %<br>|  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(1) Qualified
 Dividends represents the amount that qualifies for the corporate dividends-received deduction under Section 243 of the Internal Revenue
 Code and is reflected as a percentage
 of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the fiscal
 year 2025.

------

&nbsp;&nbsp;&nbsp;&nbsp;(2) Qualified
 Dividend Income represents the amount that qualifies for the reduced capital gain tax rate under Section 1(h)(11) of the Internal Revenue
 Code and is reflected as a percentage
 of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the fiscal
 year 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(3) U.S.
 Government Interest represents the amount of interest that was derived from direct U.S. Government obligations and distributed during
 the fiscal year. This amount is reflected as
 a percentage of total estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions)
 for the fiscal year 2025. Generally, interest
 from direct U.S. Government obligations is exempt from state income tax. Please consult your tax advisor for the availability of
 a state tax exemption based on your individual circumstances.

&nbsp;&nbsp;&nbsp;&nbsp;(4) Foreign
 Tax Credit represents the amount of dividends that qualify for the foreign tax credit pass through under Section 853 of the Internal Revenue
 Code and is reflected as a percentage
 of "investment company taxable income" (as defined in Section 852(b)(2) of the Internal Revenue Code).

&nbsp;&nbsp;&nbsp;&nbsp;(5) Foreign
 Source Income represents the amount of dividends derived from foreign sources and is reflected as a percentage of "investment company
 taxable income" (as defined in Section
 852(b)(2) of the Internal Revenue Code).

&nbsp;&nbsp;&nbsp;&nbsp;(6) Qualified
 Net Interest Income represents the amount of interest income available as interest-related dividends generally exempt from withholding
 taxes for non-U.S. shareholders under
 Section 871(k)(1) of the Internal Revenue Code. The information is reflected as a percentage estimated ordinary income distributions (the
 total of short-term capital gain and net investment
 income distributions) for the fiscal year 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(7) Qualified
 Short-Term Capital Gain represents the amount available as short-term capital gain dividends generally exempt from withholding taxes for
 non-U.S. shareholders under Section
 871(k)(2) of the Internal Revenue Code. The information is reflected as a percentage of estimated ordinary income distributions (the total
 of short-term capital gain and net investment
 income distributions) for the fiscal year 2025.

------

**Item 8 – Changes in and Disagreements with Accountants for Open-End Management Investment Companies**

Not applicable

------

**Item 9 – Proxy Disclosures for Open-End Management Investment Companies**

Not applicable

------

**Item 10 – REMUNERATION PAID TO DIRECTORS, OFFICERS, AND OTHERS OF OPEN-END MANAGEMENT INVESTMENT COMPANIES** 

&nbsp;&nbsp;&nbsp;&nbsp; Remuneration paid to directors, officers, and others is included in the "Fees Paid to Officers and Directors/Trustees" section of the Notes to Financial Statements above.

------

**Item 11 – STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT MANAGEMENT AGREEMENTS**

Not applicable

------

&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;

------

![](img2daddf982.jpg)

DFA-103125-013A

------

ITEM 12. DISCLOSURE OF PROXY VOTING POLICIES AND PROCEDURES FOR CLOSED-END MANAGEMENT INVESTMENT COMPANIES.

This item is not applicable to the Registrant, which is an open-end management investment company.

ITEM 13. PORTFOLIO MANAGERS OF CLOSED-END MANAGEMENT INVESTMENT COMPANIES.

This item is not applicable to the Registrant, which is an open-end management investment company.

ITEM 14. PURCHASES OF EQUITY SECURITIES BY CLOSED-END MANAGEMENT INVESTMENT COMPANY AND AFFILIATED PURCHASERS.

This item is not applicable to the Registrant, which is an open-end management investment company.

---

| | |
|:---|:---|
| ITEM 15. | SUBMISSION OF MATTERS TO A VOTE OF SECURITY HOLDERS. |

---

None.

ITEM 16. CONTROLS AND PROCEDURES.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Based on their evaluation of the Registrant's disclosure controls and procedures
 as of a date within 90 days of the filing date of this Form N-CSR (the "Report"), the Registrant's Co-Principal Executive
 Officers and Principal Financial Officer believe that the disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment
 Company Act of 1940, as amended) are effectively designed to ensure that information required to be disclosed by the Registrant in the
 Report is recorded, processed, summarized and reported by the filing date, including ensuring that information required to be disclosed
 in the Report is accumulated and communicated to the Registrant's officers that are making certifications in the Report, as appropriate,
 to allow timely decisions regarding required disclosure. The Registrant's management, including the Co-Principal Executive Officers
 and the Principal Financial Officer, recognizes that any set of controls and procedures, no matter how well designed and operated, can
 provide only reasonable assurance of achieving the desired control objectives.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) There were no changes in the Registrant's internal control over financial reporting
 (as defined in Rule 30a-3(d) under the Investment Company Act of 1940, as amended) that occurred during the period covered by this Report
 that have materially affected, or are reasonably likely to materially affect, the Registrant's internal control over financial reporting.

ITEM 17. DISCLOSURE OF SECURITIES LENDING ACTIVITIES FOR CLOSED-END MANAGEMENT INVESTMENT COMPANIES.

This item is not applicable to the Registrant, which is an open-end management investment company.

ITEM 18. RECOVERY OF ERRONEOUSLY AWARDED COMPENSATION.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Not applicable.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Not applicable.

ITEM 19. EXHIBITS.

(a)(1) [Code of Ethics is filed herewith.](didgi-efp18818_ex99code.htm)

(a)(2) This item is not applicable.

(a)(3) [Certifications pursuant to Section 302 of the Sarbanes-Oxley Act of 2002 are filed herewith.](didgi-efp18818_ex99cert.htm)

(a)(4) This item is not applicable.

(a)(5) This item is not applicable. <br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) [Certifications pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 are filed herewith.](didgi-efp18818_ex99906.htm)

**SIGNATURES**

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this Report to be signed on its behalf by the undersigned, thereunto duly authorized.

DFA Investment Dimensions Group Inc.

---

| | |
|:---|:---|
| By: | /s/ David P. Butler |
|  | David P. Butler |
|  | Co-Chief Executive Officer |
| Date: | January 7, 2026 |
| By: | /s/ Gerard K. O'Reilly |
|  | Gerard K. O'Reilly |
|  | Co-Chief Executive Officer and |
|  | Co-Chief Investment Officer |
| Date: | January 7, 2026 |

---

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this Report has been signed below by the following persons on behalf of the Registrant and in the capacities and on the dates indicated.

---

| | |
|:---|:---|
| By: | /s/ David P. Butler |
|  | David P. Butler |
|  | Co-Principal Executive Officer |
|  | DFA Investment Dimensions Group Inc. |
| Date: | January 7, 2026 |
| By: | /s/ Gerard K. O'Reilly |
|  | Gerard K. O'Reilly |
|  | Co-Principal Executive Officer |
|  | DFA Investment Dimensions Group Inc. |
| Date: | January 7, 2026 |

---

---

| | |
|:---|:---|
| By: | /s/ Jan Miller |
|  | Jan Miller |
|  | Principal Financial Officer |
|  | DFA Investment Dimensions Group Inc. |
| Date: | January 7, 2026 |

---

## Ex-99.Code

**EX.99.CODE ETH**

---

| | |
|:---|:---|
| **Effective Date: March 5, 2025** | **CONFIDENTIAL AND** |
|  | **PROPRIETARY** |

---

**CODE OF BUSINESS ETHICS FOR**

**PRINCIPAL EXECUTIVE AND FINANCIAL OFFICERS**

DFA INVESTMENT DIMENSIONS GROUP INC.

DIMENSIONAL EMERGING MARKETS VALUE FUND

DIMENSIONAL INVESTMENT GROUP INC.

THE DFA INVESTMENT TRUST COMPANY

DIMENSIONAL ETF TRUST

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**I.**  **<u>Covered Officers and Purposes of the Code</u>** 

The Boards of Directors/Trustees (together, the "Boards") of DFA Investment Dimensions Group Inc., Dimensional Emerging Markets Value Fund, Dimensional Investment Group Inc., The DFA Investment Trust Company, and Dimensional ETF Trust (each a "Fund," and together, the "Funds") have adopted this Code of Business Ethics for Principal Executive and Financial Officers (the "Code"). The Code applies to the Funds' principal executive officers and principal financial officers (together, the "Covered Officers"), and is adopted to promote:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• honest
 and ethical conduct, including the ethical handling of conflicts of interest;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• full,
 fair, accurate, timely and understandable disclosure in reports and documents that a Fund
 files with, or submits to, the U.S. Securities and Exchange Commission (the "SEC"),
 and in other public communications made by the Funds;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• compliance
 with applicable laws and governmental rules and regulations;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the
 prompt internal reporting of violations of the Code to the appropriate person(s) identified
 in the Code; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• accountability
 for adherence to the Code.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**II.**  **<u>Covered Officers Should "Adhere to a High Standard of Business Ethics"</u>** 

Each Covered Officer owes a duty to the Funds to adhere to a high standard of business ethics and should be sensitive to situations that may give rise to actual, as well as apparent, conflicts of interests.

Each Covered Officer shall:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• observe
 all laws and governmental rules and regulations, accounting standards and Fund policies;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• adhere
 to a high standard of business ethics; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• place
 the interests of the Funds before the Covered Officer's own personal interests.

All activities of Covered Officers should be guided by and adhere to these fiduciary standards.

![](img_01.jpg)

US_1052.15

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**III.**  **<u>Covered Officers Should Handle Ethically Conflicts of Interest</u>** 

**Guiding Principles.** A "conflict of interest" occurs when a Covered Officer's private interests interfere with the interests of, or the service to, the Funds. A conflict of interest can arise when a Covered Officer takes actions or has interests that may make it difficult to perform the Fund work objectively and effectively. For example, a conflict of interest would arise if a Covered Officer, or a member of the Covered Officer's family, receives improper personal benefits as a result of the Covered Officer's positions with the Funds. In addition, the Funds must be sensitive to situations that create apparent, if not actual, conflicts of interest. Service to the Funds should not be subordinated to personal gain and advantage.

Certain conflicts of interest covered by this Code arise out of the relationships between Covered Officers and the Funds that already are subject to conflict of interest provisions in the Investment Company Act of 1940, as amended (the "1940 Act"), and the Investment Advisers Act of 1940, as amended (the "Advisers Act"). For example, Covered Officers may not individually engage in certain transactions (such as the purchase or sale of securities or other property) with the Funds because of the Covered Officers' status as "affiliated persons" of the Funds. The compliance programs and procedures of the Funds and Dimensional Fund Advisors LP, the Funds' investment advisor and administrator (the "Advisor"), are designed to prevent, or identify and correct, violations of these provisions. This Code does not, and is not intended to, repeat or replace those compliance programs and procedures. Covered Officers must in all cases comply with applicable statutes and regulations.

Although typically not presenting an opportunity for improper personal benefit, conflicts of interest arise from, or as a result of, the contractual relationships between the Funds and the Advisor, of which the Covered Officers are also officers or employees. As a result, it is recognized by the Boards that, subject to the Advisor's fiduciary duties to the Funds, the Covered Officers will, in the normal course of their duties (whether formally for the Funds or for the Advisor, or for both), be involved in establishing policies and implementing decisions that will have different effects on the Advisor and the Funds. The Boards recognize that the participation of the Covered Officers in such activities is inherent in the contractual relationships between the Funds and the Advisor, and is consistent with the expectation of the Boards of the performance by the Covered Officers of their duties as officers of the Funds. Such participation, if addressed in conformity with the provisions of the 1940 Act and the Advisers Act, will be deemed to have been handled ethically. In addition, it is recognized by the Boards that the Covered Officers may also be officers or employees of one or more other investment companies advised by the Advisor and covered by this or other Codes.

Other conflicts of interest are covered by the Code, even if such conflicts of interest are not subject to provisions in the 1940 Act and the Advisers Act. In reading the following examples of conflicts of interest under the Code, the Covered Officers should keep in mind that such a list cannot be exhaustive by covering every possible scenario. It follows that the overarching principle—that the personal interest of a Covered Officer should not be placed improperly before the interest of a Fund—should be the guiding principle in all circumstances.

Each Covered Officer must:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• avoid
 conflicts of interest whenever possible;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• handle
 any actual or apparent conflict of interest ethically;

![](img_01.jpg)

US_1052.15

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• not
 use personal influence or personal relationships improperly to influence investment decisions
 or financial reporting by the Funds whereby the Covered Officer would benefit personally
 to the detriment of the Funds;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• not
 cause the Funds to take action, or fail to take action, for the individual personal benefit
 of the Covered Officer rather than for the benefit of the Funds;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• not
 use material, non-public knowledge of portfolio transactions made or contemplated for the
 Funds to profit personally, or to cause others to profit, by the market effect of such transactions;
 and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• as
 described in more detail below, discuss any material transaction or relationship, which could
 reasonably be expected to give rise to a conflict of interest, with the Chief Compliance
 Officer of the Funds (the "Designated Ethics Officer"). In the event the Chief
 Compliance Officer of the Funds is not available, the Chairman of the Audit Committee may
 take action required hereunder of the Designated Ethics Officer.

There are some conflict of interest situations that should always be discussed with the Designated Ethics Officer, if material. Examples of these situations include:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• any
 outside business activity that detracts from an individual's ability to devote appropriate
 time and attention to the individual's responsibilities with the Funds;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• service
 as a director on the board of any public or private company;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the
 receipt of any non-nominal gifts;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the
 receipt of any entertainment from any company with which the Funds have current or prospective
 business dealings, unless such entertainment is business-related, reasonable in cost, appropriate
 as to time and place, and not so frequent as to raise any question of impropriety;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• being
 in the position of supervising, reviewing or having any influence on the job evaluation,
 pay or benefit of any immediate family member;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• any
 ownership interest in, or any consulting or employment relationship with, any of the Funds'
 service providers, other than the Advisor and DFA Securities LLC ("DFAS"), or
 any affiliated person thereof; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• a
 direct or indirect financial interest in commissions, transaction charges or spreads paid
 by a Fund for effecting portfolio transactions or for selling or redeeming shares other than
 an interest arising from the Covered Officer's employment, such as compensation or
 equity ownership.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**IV.**  **<u>Disclosure</u>** 

Each Covered Officer is required to be familiar and comply with the Funds' disclosure controls and procedures so that the Funds' subject reports and documents filed with the SEC comply in all material respects with the applicable federal securities laws and SEC rules. In addition, each Covered Officer having direct or supervisory authority regarding these SEC filings or the Funds' other public communications should, to the extent appropriate within the Covered Officer's area of responsibility,

![](img_01.jpg)

US_1052.15

consult with other Fund officers and employees and take other appropriate steps regarding these disclosures with the goal of making full, fair, accurate, timely and understandable disclosure.

Each Covered Officer:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• must
 become familiar with the disclosure requirements applicable to the Funds as well as the business
 and financial operations of the Funds; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• must
 not knowingly misrepresent, or intentionally cause others to misrepresent, facts about the
 Funds to others, whether within or outside the Funds, including to the Funds' directors/trustees
 and auditors, and to governmental regulators and self-regulatory organizations.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**V.**  **<u>Compliance</u>** 

It is the Funds' policy to comply with all applicable laws and governmental rules and regulations. It is the responsibility of each Covered Officer to adhere to the standards and restrictions imposed by those laws, rules and regulations, including those relating to affiliated transactions, accounting and auditing matters.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**VI.**  **<u>Reporting and Accountability</u>** 

Each Covered Officer must:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• upon
 adoption of the Code, affirm in writing to the Designated Ethics Officer has received, read,
 and understands the Code;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• annually
 thereafter affirm to the Designated Ethics Officer has received, read and understands the
 Code and has complied with the requirements of the Code;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• not
 retaliate against any employee or Covered Officer for reports of potential violations that
 are made in good faith; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• notify
 the Designated Ethics Officer promptly if the Covered Officer knows of any violation of this
 Code. Failure to do so is itself a violation of this Code.

The Designated Ethics Officer is responsible for applying the provisions of the Code to specific situations in which questions arise under the Code, and the Designated Ethics Officer has the authority to interpret this Code in any particular situation. The Designated Ethics Officer is authorized (and encouraged) to consult, as appropriate, with the Audit Committee of the Funds, the members of the Boards who are not "interested persons" (together, the "Independent Directors"), and counsel to the Funds and the Independent Directors.

The Funds will comply with the following procedures in investigating and enforcing this Code:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the
 Designated Ethics Officer will take all appropriate action to investigate any reported violations
 and potential violations;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• violations
 and potential violations will be reported to the Audit Committee after such investigation;

![](img_01.jpg)

US_1052.15

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• if
 the Audit Committee determines that a violation of this Code has occurred, the Audit Committee
 will consider appropriate action, which may include the review of, and necessary modifications
 to, applicable policies and procedures; notification to appropriate personnel of the Advisor
 or the Advisor's board of directors; or recommending the dismissal of the Covered Officer;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• appropriate
 disciplinary or preventive action may include a letter of censure, suspension, dismissal
 or, in the event of criminal or other serious violations of law, notification of the SEC
 or other appropriate law enforcement authorities;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the
 Audit Committee will report to the Boards any action (whether disciplinary, preventive or
 otherwise) taken to address violations of this Code;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the
 Audit Committee will be responsible for granting waivers and determining sanctions, as appropriate;
 and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• any
 changes to or waivers of this Code will, to the extent required, be disclosed on Form N-CSR
 as provided by SEC rules.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**VII.**  **<u>Other Policies and Procedures</u>** 

The Global Code of Ethics and Standard of Conduct under Rule 17j-1 under the 1940 Act, adopted by the Funds, the Advisor and the affiliated companies of the Advisor, and the Advisor's policies and procedures set forth in the *Insider Trading Policy* are separate requirements applying to the Covered Officers and others, and are not part of this Code.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**VIII.**  **<u>Amendments</u>** 

This Code may not be amended except in written form, which is specifically approved or ratified by a majority vote of the Boards, including a majority of the Independent Directors.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**IX.**  **<u>Confidentiality</u>** 

All reports and records prepared or maintained pursuant to this Code shall be considered confidential and shall be maintained and protected accordingly. Except as otherwise required by law or this Code, such matters shall not be disclosed to anyone other than the members of the Boards and their counsel, the Funds, and the Advisor.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**X.**  **<u>Internal Use</u>** 

The Code is intended solely for the internal use by the Funds and does not constitute an admission, by or on behalf of any Fund, as to any fact, circumstance, or legal conclusion.

![](img_01.jpg)

US_1052.15

**Exhibit A**

**<u>Persons Covered by this Code of Business Ethics</u>**

(**as of June 24, 2021**)

Gerard O'Reilly (Co-Principal Executive Officer of the Funds) David P. Butler (Co-Principal Executive Officer of the Funds) Jan Miller (Principal Financial Officer of the Funds)

![](img_01.jpg)

US_1052.14

## Ex-99.Cert

**EX-99.CERT**

CERTIFICATION PURSUANT TO SECTION 302 OF

THE SARBANES-OXLEY ACT OF 2002

I, David P. Butler, certify that:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. I
 have reviewed this report on Form N-CSR of DFA Investment Dimensions Group Inc. (the "Registrant");

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. Based
 on my knowledge, this report does not contain any untrue statement of a material fact or
 omit to state a material fact necessary to make the statements made, in light of the circumstances
 under which such statements were made, not misleading with respect to the period covered
 by this report;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. Based
 on my knowledge, the financial statements, and other financial information included in this
 report, fairly present in all material respects the financial condition, results of operations,
 changes in net assets, and cash flows (if the financial statements are required to include
 a statement of cash flows) of the Registrant as of, and for, the periods presented in this
 report;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4. The
 Registrant's other certifying officers and I are responsible for establishing and maintaining
 disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company
 Act of 1940, as amended) and internal control over financial reporting (as defined in Rule
 30a-3(d) under the Investment Company Act of 1940, as amended) for the Registrant and have:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a) designed
 such disclosure controls and procedures, or caused such disclosure controls and procedures
 to be designed under our supervision, to ensure that material information relating to the
 Registrant, including its consolidated subsidiaries, is made known to us by others within
 those entities, particularly during the period in which this report is being prepared;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b) designed
 such internal control over financial reporting, or caused such internal control over financial
 reporting to be designed under our supervision, to provide reasonable assurance regarding
 the reliability of financial reporting and the preparation of financial statements for external
 purposes in accordance with generally accepted accounting principles;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;c) evaluated
 the effectiveness of the Registrant's disclosure controls and procedures and presented
 in this report our conclusions about the effectiveness of the disclosure controls and procedures,
 as of a date within 90 days prior to the filing date of this report based on such evaluation;
 and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;d) disclosed
 in this report any change in the Registrant's internal control over financial reporting
 that occurred during the period covered by this report that has materially affected, or is
 reasonably likely to materially affect, the Registrant's internal control over financial
 reporting; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5. The
 Registrant's other certifying officers and I have disclosed to the Registrant's
 auditors and the audit committee of the Registrant's board of directors (or persons
 performing the equivalent functions):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a) all
 significant deficiencies and material weaknesses in the design or operation of internal control
 over financial reporting which are reasonably likely to adversely affect the Registrant's
 ability to record, process, summarize, and report financial information; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b) any
 fraud, whether or not material, that involves management or other employees who have a significant
 role in the Registrant's internal control over financial reporting.

Date: January 7, 2026

---

| | |
|:---|:---|
| By: | /s/ David P. Butler |
|  | David P. Butler |
|  | Co-Principal Executive Officer |
|  | DFA Investment Dimensions Group Inc. |

---

CERTIFICATION PURSUANT TO SECTION 302 OF

THE SARBANES-OXLEY ACT OF 2002

I, Gerard K. O'Reilly, certify that:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. I
 have reviewed this report on Form N-CSR of DFA Investment Dimensions Group Inc. (the "Registrant");

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. Based
 on my knowledge, this report does not contain any untrue statement of a material fact or
 omit to state a material fact necessary to make the statements made, in light of the circumstances
 under which such statements were made, not misleading with respect to the period covered
 by this report;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. Based
 on my knowledge, the financial statements, and other financial information included in this
 report, fairly present in all material respects the financial condition, results of operations,
 changes in net assets, and cash flows (if the financial statements are required to include
 a statement of cash flows) of the Registrant as of, and for, the periods presented in this
 report;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4. The
 Registrant's other certifying officers and I are responsible for establishing and maintaining
 disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company
 Act of 1940, as amended) and internal control over financial reporting (as defined in Rule
 30a-3(d) under the Investment Company Act of 1940, as amended) for the Registrant and have:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a) designed
 such disclosure controls and procedures, or caused such disclosure controls and procedures
 to be designed under our supervision, to ensure that material information relating to the
 Registrant, including its consolidated subsidiaries, is made known to us by others within
 those entities, particularly during the period in which this report is being prepared;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b) designed
 such internal control over financial reporting, or caused such internal control over financial
 reporting to be designed under our supervision, to provide reasonable assurance regarding
 the reliability of financial reporting and the preparation of financial statements for external
 purposes in accordance with generally accepted accounting principles;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;c) evaluated
 the effectiveness of the Registrant's disclosure controls and procedures and presented
 in this report our conclusions about the effectiveness of the disclosure controls and procedures,
 as of a date within 90 days prior to the filing date of this report based on such evaluation;
 and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;d) disclosed
 in this report any change in the Registrant's internal control over financial reporting
 that occurred during the period covered by this report that has materially affected, or is
 reasonably likely to materially affect, the Registrant's internal control over financial
 reporting; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5. The
 Registrant's other certifying officers and I have disclosed to the Registrant's
 auditors and the audit committee of the Registrant's board of directors (or persons
 performing the equivalent functions):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a) all
 significant deficiencies and material weaknesses in the design or operation of internal control
 over financial reporting which are reasonably likely to adversely affect the Registrant's
 ability to record, process, summarize, and report financial information; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b) any
 fraud, whether or not material, that involves management or other employees who have a significant
 role in the Registrant's internal control over financial reporting.

Date: January 7, 2026

---

| | |
|:---|:---|
| By: | /s/ Gerard K. O'Reilly |
|  | Gerard K. O'Reilly |
|  | Co-Principal Executive Officer |
|  | DFA Investment Dimensions Group Inc. |

---

CERTIFICATION PURSUANT TO SECTION 302 OF

THE SARBANES-OXLEY ACT OF 2002

I, Jan Miller, certify that:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. I
 have reviewed this report on Form N-CSR of DFA Investment Dimensions Group Inc. (the "Registrant");

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. Based
 on my knowledge, this report does not contain any untrue statement of a material fact or
 omit to state a material fact necessary to make the statements made, in light of the circumstances
 under which such statements were made, not misleading with respect to the period covered
 by this report;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. Based
 on my knowledge, the financial statements, and other financial information included in this
 report, fairly present in all material respects the financial condition, results of operations,
 changes in net assets, and cash flows (if the financial statements are required to include
 a statement of cash flows) of the Registrant as of, and for, the periods presented in this
 report;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4. The
 Registrant's other certifying officers and I are responsible for establishing and maintaining
 disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company
 Act of 1940, as amended) and internal control over financial reporting (as defined in Rule
 30a-3(d) under the Investment Company Act of 1940, as amended) for the Registrant and have:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a) designed
 such disclosure controls and procedures, or caused such disclosure controls and procedures
 to be designed under our supervision, to ensure that material information relating to the
 Registrant, including its consolidated subsidiaries, is made known to us by others within
 those entities, particularly during the period in which this report is being prepared;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b) designed
 such internal control over financial reporting, or caused such internal control over financial
 reporting to be designed under our supervision, to provide reasonable assurance regarding
 the reliability of financial reporting and the preparation of financial statements for external
 purposes in accordance with generally accepted accounting principles;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;c) evaluated
 the effectiveness of the Registrant's disclosure controls and procedures and presented
 in this report our conclusions about the effectiveness of the disclosure controls and procedures,
 as of a date within 90 days prior to the filing date of this report based on such evaluation;
 and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;d) disclosed
 in this report any change in the Registrant's internal control over financial reporting
 that occurred during the period covered by this report that has materially affected, or is
 reasonably likely to materially affect, the Registrant's internal control over financial
 reporting; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5. The
 Registrant's other certifying officers and I have disclosed to the Registrant's
 auditors and the audit committee of the Registrant's board of directors (or persons
 performing the equivalent functions):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a) all
 significant deficiencies and material weaknesses in the design or operation of internal control
 over financial reporting which are reasonably likely to adversely affect the Registrant's
 ability to record, process, summarize, and report financial information; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b) any
 fraud, whether or not material, that involves management or other employees who have a significant
 role in the Registrant's internal control over financial reporting.

Date: January 7, 2026

---

| | |
|:---|:---|
| By: | /s/ Jan Miller |
|  | Jan Miller |
|  | Principal Financial Officer |
|  | DFA Investment Dimensions Group Inc. |

---

## Exhibit 99.906

**EX-99.906CERT**

CERTIFICATIONS PURSUANT TO SECTION 906 OF THE

SARBANES-OXLEY ACT OF 2002

David P. Butler and Gerard K. O'Reilly, Co-Principal Executive Officers, and Jan Miller, Principal Financial Officer, of DFA Investment Dimensions Group Inc., a Maryland corporation (the "Registrant"), each certify that:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. The
 Registrant's periodic report on Form N-CSR for the period ended October 31, 2025 (the
 "Report") fully complies with the requirements of Section 13(a) or Section 15(d)
 of the Securities Exchange Act of 1934, as amended, as applicable; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. The
 information contained in the Report fairly presents, in all material respects, the financial
 condition and results of operations of the Registrant.

---

| | |
|:---|:---|
| By: | /s/ David P. Butler |
|  | David P. Butler |
|  | Co-Principal Executive Officer |
|  | DFA Investment Dimensions Group Inc. |

---

Date: January 7, 2026

---

| | |
|:---|:---|
| By: | /s/ Gerard K. O'Reilly |
|  | Gerard K. O'Reilly |
|  | Co-Principal Executive Officer |
|  | DFA Investment Dimensions Group Inc. |

---

Date: January 7, 2026

---

| | |
|:---|:---|
| By: | /s/ Jan Miller |
|  | Jan Miller |
|  | Principal Financial Officer |
|  | DFA Investment Dimensions Group Inc. |

---

Date: January 7, 2026