# EDGAR Filing Document

**Accession Number:** 0000861929
**File Stem:** 0001752724-23-067214
**Filing Date:** 2023-3
**Character Count:** 140835
**Document Hash:** 28589e2e98dc1b0bc40502f6426c5a25
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067214.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067214

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DIMENSIONAL INVESTMENT GROUP INC
- **CENTRAL INDEX KEY:** 0000861929
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06067
- **FILM NUMBER:** 23763239

**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:** DIMENSIONAL INVESTMENT GROUP INC/
- **DATE OF NAME CHANGE:** 19930712

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DIMENSIONAL INVESTMENT GROUP INC
- **DATE OF NAME CHANGE:** 19930712

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DFA US LARGE CAP INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### DFA INTERNATIONAL VALUE PORTFOLIO III (Series ID: S000001025)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000002779 | DFA INTERNATIONAL VALUE PORTFOLIO III | DFVIX           |

## Nport-Ex

#### DIMENSIONAL INVESTMENT GROUP INC.

#### PORTFOLIO HOLDINGS REPORT

#### January 31, 2023<br> (UNAUDITED)

#### **Table of Contents**

---

| |
|:---|
| [Definitions of Abbreviations and Footnotes](#xx_1948cff6-5a67-431c-a0df-c389d45211ef_1) |
| [Schedules of Investments](#xx_67b0c8b5-8ea5-4678-ae72-3922157db266_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[U.S. Large Company Portfolio](#xx_67b0c8b5-8ea5-4678-ae72-3922157db266_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[U.S. Large Cap Value Portfolio III](#xx_eb25f53b-6e74-4f61-854d-912fbf15fd42_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA International Value Portfolio](#xx_b5d6bf0a-4d17-43ab-a25f-fcb0c48f3d7e_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA International Value Portfolio III](#xx_4a3e22c2-11d1-441e-b03b-99835d4a384c_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Emerging Markets Portfolio II](#xx_e1e64dce-78ca-4e9d-9c87-b3cb6bb9cf96_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA Two-Year Fixed Income Portfolio](#xx_ee906625-af22-4308-b568-6f59d8714187_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA Two-Year Government Portfolio](#xx_36d2453a-5677-4862-a71f-1cadcbf8bc6f_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Global Equity Portfolio](#xx_8cddd066-66f4-4166-8f31-b8402d20fe3d_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Global Allocation 60/40 Portfolio](#xx_8acda3e9-080c-431b-8330-b4917bfa48da_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Global Allocation 25/75 Portfolio](#xx_355e6c80-5c08-4a93-929d-75835137232d_1) |
| [Notes to Financial Statements](#xx_b46eda08-1d09-4eba-8803-73acfdf42fde_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Organization](#xx_b46eda08-1d09-4eba-8803-73acfdf42fde_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Security Valuation](#xx_b46eda08-1d09-4eba-8803-73acfdf42fde_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Financial Instruments](#xx_b46eda08-1d09-4eba-8803-73acfdf42fde_2) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Federal Tax Cost](#xx_b46eda08-1d09-4eba-8803-73acfdf42fde_2) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Recently Issued Accounting Standards and Regulations](#xx_b46eda08-1d09-4eba-8803-73acfdf42fde_2) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Other](#xx_b46eda08-1d09-4eba-8803-73acfdf42fde_3) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Subsequent Event Evaluations](#xx_b46eda08-1d09-4eba-8803-73acfdf42fde_3) |

---

THE DFA INVESTMENT TRUST COMPANY

SCHEDULES OF INVESTMENTS

The U.S. Large Cap Value Series

The DFA International Value Series

The Emerging Markets Series

NOTES TO SCHEDULES OF INVESTMENTS

Organization

Security Valuation

Financial Instruments

Federal Tax Cost

Recently Issued Accounting Standards

Other

Subsequent Event Evaluations

------

[**Table of Contents**](#JOB_DIG_N_ce2c2e37-2f10-4539-ae2e-12391f53b944_TOC)

#### DIMENSIONAL INVESTMENT GROUP INC.

#### THE DFA INVESTMENT TRUST COMPANY

#### DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES

#### Schedules of Investments
Investment Abbreviations <br> SA Special Assessment <br> USTMMR U.S. Treasury Money Market Rate

---

| | |
|:---|:---|
| Investment Footnotes | Investment Footnotes |
| † | &nbsp;&nbsp;See Security Valuation Note within the Notes to Schedules of Investments. |
| \* | &nbsp;&nbsp;Non-Income Producing Securities. |
| # | &nbsp;&nbsp;Total or Partial Securities on Loan. |
| @ | &nbsp;&nbsp;Security purchased with cash collateral received from Securities on Loan. |
| § | &nbsp;&nbsp;Affiliated Fund. |
| ^^ | &nbsp;&nbsp;See Federal Tax Cost Note within the Notes to Schedules of Investments. |
| Ω | &nbsp;&nbsp;Rule 144A, Section 4(2), or other security that is restricted as to resale to institutional investors. This security has been deemed liquid based upon the Fund's Liquidity Guidelines. The liquidity determination is unaudited. |
| (r) | &nbsp;&nbsp;The adjustable rate shown is effective as of January 31, 2023. |

---

------

[**Table of Contents**](#JOB_DIG_N_ce2c2e37-2f10-4539-ae2e-12391f53b944_TOC)

#### U.S. Large Company Portfolio

#### SCHEDULE OF INVESTMENTS

#### January 31, 2023
(Unaudited)

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value†** |
| COMMON STOCKS — (99.1%) | COMMON STOCKS — (99.1%) | COMMON STOCKS — (99.1%) | COMMON STOCKS — (99.1%) |
| COMMUNICATION SERVICES — (7.8%) | COMMUNICATION SERVICES — (7.8%) | COMMUNICATION SERVICES — (7.8%) | COMMUNICATION SERVICES — (7.8%) |
|  | Activision Blizzard, Inc.<br>| &nbsp;&nbsp;&nbsp;207434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$15883222 |
| \* | Alphabet, Inc., Class A<br>| 1744579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172434188 |
| \* | Alphabet, Inc., Class C<br>| 1546558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154454748 |
|  | AT&T, Inc.<br>| 2080036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42370333 |
| \* | Charter Communications, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;31427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12077710 |
|  | Comcast Corp., Class A<br>| 1259606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49565496 |
| #\* | DISH Network Corp., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;74436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1071134 |
|  | Electronic Arts, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;76966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9903985 |
|  | Fox Corp., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;89302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3030910 |
|  | Fox Corp., Class B<br>| &nbsp;&nbsp;&nbsp;&nbsp;40803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1293455 |
|  | Interpublic Group of Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;113394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4134345 |
| #\* | Live Nation Entertainment, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;41604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3348706 |
| # | Lumen Technologies, Inc.<br>| &nbsp;&nbsp;&nbsp;281463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1477681 |
| \* | Match Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;81460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4408615 |
| \* | Meta Platforms, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;656958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97867033 |
| \* | Netflix, Inc.<br>| &nbsp;&nbsp;&nbsp;129897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45965353 |
|  | News Corp., Class A<br>| &nbsp;&nbsp;&nbsp;111619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2261401 |
|  | News Corp., Class B<br>| &nbsp;&nbsp;&nbsp;&nbsp;29957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612321 |
|  | Omnicom Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;59687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5132485 |
|  | Paramount Global, Class B<br>| &nbsp;&nbsp;&nbsp;149602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3464782 |
| \* | Take-Two Interactive Software, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;45656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5169629 |
| \* | T-Mobile U.S., Inc.<br>| &nbsp;&nbsp;&nbsp;174713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26086398 |
|  | Verizon Communications, Inc.<br>| 1226330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50978538 |
| \* | Walt Disney Co.<br>| &nbsp;&nbsp;&nbsp;532387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57758666 |
| \* | Warner Bros Discovery, Inc.<br>| &nbsp;&nbsp;&nbsp;643693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9539530 |
| TOTAL COMMUNICATION SERVICES | TOTAL COMMUNICATION SERVICES |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780290664 |
| CONSUMER DISCRETIONARY — (10.5%) | CONSUMER DISCRETIONARY — (10.5%) | CONSUMER DISCRETIONARY — (10.5%) | CONSUMER DISCRETIONARY — (10.5%) |
|  | Advance Auto Parts, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;17525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2668707 |
| \* | Amazon.com, Inc.<br>| 2592006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267313579 |
| \* | Aptiv PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;78945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8927890 |
| \* | AutoZone, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13542934 |
|  | Bath & Body Works, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;66522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3060677 |
|  | Best Buy Co., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;58393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5180627 |
| \* | Booking Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;11306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27519935 |
|  | BorgWarner, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;67582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3195277 |
| \* | Caesars Entertainment, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;62477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3252553 |
| \* | CarMax, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;45670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3217451 |
| #\* | Carnival Corp.<br>| &nbsp;&nbsp;&nbsp;295996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3202677 |
| #\* | Chipotle Mexican Grill, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13319214 |
|  | Darden Restaurants, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;35714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5284601 |
|  | Dollar General Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;65712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15350323 |
| \* | Dollar Tree, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;61506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9236971 |
|  | Domino's Pizza, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;10456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3690968 |
|  | DR Horton, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;91088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8989475 |
|  | eBay, Inc.<br>| &nbsp;&nbsp;&nbsp;157937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7817881 |
| #\* | Etsy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;36731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5053451 |
| \* | Expedia Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;44300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5063490 |
|  | Ford Motor Co.<br>| 1150777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15546997 |
|  | Garmin Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;44955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4445150 |
|  | General Motors Co.<br>| &nbsp;&nbsp;&nbsp;415666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16343987 |
|  | Genuine Parts Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;41210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6915862 |
|  | Hasbro, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;37597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2224614 |

---

------

[**Table of Contents**](#JOB_DIG_N_ce2c2e37-2f10-4539-ae2e-12391f53b944_TOC)

#### U.S. Large Company Portfolio

#### CONTINUED

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Hilton Worldwide Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;79130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$11480972 |
|  | Home Depot, Inc.<br>| &nbsp;&nbsp;&nbsp;299069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96949198 |
| \* | Las Vegas Sands Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;95744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5648896 |
| # | Lennar Corp., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;74298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7608115 |
|  | LKQ Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;74261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4378428 |
|  | Lowe's Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;181126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37719489 |
|  | Marriott International, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;78721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13711624 |
|  | McDonald's Corp.<br>| &nbsp;&nbsp;&nbsp;214009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57226007 |
|  | MGM Resorts International<br>| &nbsp;&nbsp;&nbsp;&nbsp;92422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3827195 |
| \* | Mohawk Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;15618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1875097 |
| # | Newell Brands, Inc.<br>| &nbsp;&nbsp;&nbsp;107459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1715046 |
|  | NIKE, Inc., Class B<br>| &nbsp;&nbsp;&nbsp;368205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46883543 |
| #\* | Norwegian Cruise Line Holdings Ltd.<br>| &nbsp;&nbsp;&nbsp;126132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1918468 |
| \* | NVR, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4632330 |
| \* | O'Reilly Automotive, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;18308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14506344 |
| # | Pool Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;11536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4448397 |
|  | PulteGroup, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;67454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3837458 |
|  | Ralph Lauren Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;11909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1474930 |
|  | Ross Stores, Inc.<br>| &nbsp;&nbsp;&nbsp;101126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11952082 |
| #\* | Royal Caribbean Cruises Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;63698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4136548 |
|  | Starbucks Corp.<br>| &nbsp;&nbsp;&nbsp;334914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36552514 |
|  | Tapestry, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;70500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3212685 |
|  | Target Corp.<br>| &nbsp;&nbsp;&nbsp;134495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23151969 |
| \* | Tesla, Inc.<br>| &nbsp;&nbsp;&nbsp;784103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135822322 |
|  | TJX Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;338473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27707400 |
|  | Tractor Supply Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;32343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7373881 |
| #\* | Ulta Beauty, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;14896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7655948 |
|  | VF Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;97479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3016000 |
|  | Whirlpool Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;15793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2457233 |
| #\* | Wynn Resorts Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;30395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3150138 |
|  | Yum! Brands, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;82142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10720352 |
| TOTAL CONSUMER DISCRETIONARY | TOTAL CONSUMER DISCRETIONARY |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057115900 |
| CONSUMER STAPLES — (6.7%) | CONSUMER STAPLES — (6.7%) | CONSUMER STAPLES — (6.7%) | CONSUMER STAPLES — (6.7%) |
|  | Altria Group, Inc.<br>| &nbsp;&nbsp;&nbsp;522511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23533895 |
|  | Archer-Daniels-Midland Co.<br>| &nbsp;&nbsp;&nbsp;160724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13315983 |
|  | Brown-Forman Corp., Class B<br>| &nbsp;&nbsp;&nbsp;&nbsp;53276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3547116 |
|  | Campbell Soup Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;59316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3080280 |
|  | Church & Dwight Co., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;70779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5723190 |
|  | Clorox Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;35887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5192490 |
|  | Coca-Cola Co.<br>| 1137113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69727769 |
|  | Colgate-Palmolive Co.<br>| &nbsp;&nbsp;&nbsp;244366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18212598 |
|  | Conagra Brands, Inc.<br>| &nbsp;&nbsp;&nbsp;139890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5202509 |
|  | Constellation Brands, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;47494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10995811 |
|  | Costco Wholesale Corp.<br>| &nbsp;&nbsp;&nbsp;129291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66085802 |
|  | Estee Lauder Cos., Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;67544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18715091 |
|  | General Mills, Inc.<br>| &nbsp;&nbsp;&nbsp;173579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13601650 |
|  | Hershey Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;42795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9611757 |
|  | Hormel Foods Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;83669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3791042 |
|  | J M Smucker Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;30943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4728090 |
|  | Kellogg Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;74327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5097346 |
|  | Keurig Dr Pepper, Inc.<br>| &nbsp;&nbsp;&nbsp;247570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8734270 |
|  | Kimberly-Clark Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;98377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12789994 |
|  | Kraft Heinz Co.<br>| &nbsp;&nbsp;&nbsp;232953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9441585 |
|  | Kroger Co.<br>| &nbsp;&nbsp;&nbsp;189736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8467918 |
|  | Lamb Weston Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;41731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4168510 |
|  | McCormick & Co., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;72983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5482483 |
|  | Molson Coors Beverage Co., Class B<br>| &nbsp;&nbsp;&nbsp;&nbsp;54836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2883277 |
|  | Mondelez International, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;399357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26133922 |

---

------

[**Table of Contents**](#JOB_DIG_N_ce2c2e37-2f10-4539-ae2e-12391f53b944_TOC)

#### U.S. Large Company Portfolio

#### CONTINUED

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| \* | Monster Beverage Corp.<br>| &nbsp;&nbsp;&nbsp;111094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$11562664 |
|  | PepsiCo, Inc.<br>| &nbsp;&nbsp;&nbsp;402521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68839141 |
|  | Philip Morris International, Inc.<br>| &nbsp;&nbsp;&nbsp;452569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47175793 |
|  | Procter & Gamble Co.<br>| &nbsp;&nbsp;&nbsp;692257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98563552 |
|  | Sysco Corp.<br>| &nbsp;&nbsp;&nbsp;148452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11499092 |
|  | Tyson Foods, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;84159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5533454 |
|  | Walgreens Boots Alliance, Inc.<br>| &nbsp;&nbsp;&nbsp;209017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7704367 |
|  | Walmart, Inc.<br>| &nbsp;&nbsp;&nbsp;412254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59310983 |
| TOTAL CONSUMER STAPLES | TOTAL CONSUMER STAPLES |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668453424 |
| ENERGY — (5.0%) | ENERGY — (5.0%) | ENERGY — (5.0%) | ENERGY — (5.0%) |
|  | APA Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;92916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4118966 |
|  | Baker Hughes Co.<br>| &nbsp;&nbsp;&nbsp;293008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9300074 |
|  | Chevron Corp.<br>| &nbsp;&nbsp;&nbsp;519710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90439934 |
|  | ConocoPhillips<br>| &nbsp;&nbsp;&nbsp;363742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44329238 |
|  | Coterra Energy, Inc.<br>| &nbsp;&nbsp;&nbsp;231821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5802480 |
|  | Devon Energy Corp.<br>| &nbsp;&nbsp;&nbsp;191259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12095219 |
|  | Diamondback Energy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;51617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7542276 |
|  | EOG Resources, Inc.<br>| &nbsp;&nbsp;&nbsp;171858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22728221 |
| # | EQT Corp.<br>| &nbsp;&nbsp;&nbsp;107799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3521793 |
|  | Exxon Mobil Corp.<br>| 1202929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139551793 |
|  | Halliburton Co.<br>| &nbsp;&nbsp;&nbsp;264266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10893045 |
| # | Hess Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;81194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12192091 |
|  | Kinder Morgan, Inc.<br>| &nbsp;&nbsp;&nbsp;577704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10571983 |
|  | Marathon Oil Corp.<br>| &nbsp;&nbsp;&nbsp;185808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5104146 |
|  | Marathon Petroleum Corp.<br>| &nbsp;&nbsp;&nbsp;137120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17622662 |
|  | Occidental Petroleum Corp.<br>| &nbsp;&nbsp;&nbsp;212743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13783619 |
|  | ONEOK, Inc.<br>| &nbsp;&nbsp;&nbsp;130207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8916575 |
|  | Phillips 66<br>| &nbsp;&nbsp;&nbsp;138282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13865536 |
|  | Pioneer Natural Resources Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;69543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16019230 |
|  | Schlumberger Ltd.<br>| &nbsp;&nbsp;&nbsp;414877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23639691 |
|  | Targa Resources Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;65593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4920787 |
|  | Valero Energy Corp.<br>| &nbsp;&nbsp;&nbsp;112796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15794824 |
|  | Williams Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;355057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11447038 |
| TOTAL ENERGY | TOTAL ENERGY |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504201221 |
| FINANCIALS — (11.6%) | FINANCIALS — (11.6%) | FINANCIALS — (11.6%) | FINANCIALS — (11.6%) |
|  | Aflac, Inc.<br>| &nbsp;&nbsp;&nbsp;165549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12167852 |
|  | Allstate Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;77595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9968630 |
|  | American Express Co.<br>| &nbsp;&nbsp;&nbsp;174770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30572516 |
|  | American International Group, Inc.<br>| &nbsp;&nbsp;&nbsp;217380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13742764 |
|  | Ameriprise Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;31135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10900986 |
|  | Aon PLC, Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;60521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19286832 |
| \* | Arch Capital Group Ltd.<br>| &nbsp;&nbsp;&nbsp;107560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6921486 |
|  | Arthur J Gallagher & Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;61288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11995287 |
|  | Assurant, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;15115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2004098 |
|  | Bank of America Corp.<br>| 2039163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72349503 |
|  | Bank of New York Mellon Corp.<br>| &nbsp;&nbsp;&nbsp;214274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10835836 |
| \* | Berkshire Hathaway, Inc., Class B<br>| &nbsp;&nbsp;&nbsp;526235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163932727 |
|  | BlackRock, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;43797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33251120 |
|  | Brown & Brown, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;69215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4053230 |
|  | Capital One Financial Corp.<br>| &nbsp;&nbsp;&nbsp;111837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13308603 |
|  | Cboe Global Markets, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;31298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3845898 |
|  | Charles Schwab Corp.<br>| &nbsp;&nbsp;&nbsp;445076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34457784 |
|  | Chubb Ltd.<br>| &nbsp;&nbsp;&nbsp;121247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27582480 |
|  | Cincinnati Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;45989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5203655 |
|  | Citigroup, Inc.<br>| &nbsp;&nbsp;&nbsp;564694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29488321 |
|  | Citizens Financial Group, Inc.<br>| &nbsp;&nbsp;&nbsp;144421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6256318 |

---

------

[**Table of Contents**](#JOB_DIG_N_ce2c2e37-2f10-4539-ae2e-12391f53b944_TOC)

#### U.S. Large Company Portfolio

#### CONTINUED

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | CME Group, Inc.<br>| &nbsp;&nbsp;&nbsp;105312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$18604418 |
|  | Comerica, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;38100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2793111 |
|  | Discover Financial Services<br>| &nbsp;&nbsp;&nbsp;&nbsp;79597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9291358 |
|  | Everest Re Group Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;11354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3970380 |
|  | FactSet Research Systems, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;11047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4672218 |
|  | Fifth Third Bancorp<br>| &nbsp;&nbsp;&nbsp;199943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7255931 |
|  | First Republic Bank<br>| &nbsp;&nbsp;&nbsp;&nbsp;53240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500451 |
| # | Franklin Resources, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;81522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2543486 |
|  | Globe Life, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;26818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3240955 |
|  | Goldman Sachs Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;98791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36138736 |
|  | Hartford Financial Services Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;92841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7205390 |
| # | Huntington Bancshares, Inc.<br>| &nbsp;&nbsp;&nbsp;420228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6374859 |
|  | Intercontinental Exchange, Inc.<br>| &nbsp;&nbsp;&nbsp;162724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17500966 |
|  | Invesco Ltd.<br>| &nbsp;&nbsp;&nbsp;133065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2463033 |
|  | JPMorgan Chase & Co.<br>| &nbsp;&nbsp;&nbsp;856814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119919687 |
|  | KeyCorp<br>| &nbsp;&nbsp;&nbsp;271759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5215055 |
|  | Lincoln National Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;46019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1630453 |
|  | Loews Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;56756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3489359 |
|  | M&T Bank Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;50506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7878936 |
| # | MarketAxess Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;11124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4047467 |
|  | Marsh & McLennan Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;144822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25330816 |
|  | MetLife, Inc.<br>| &nbsp;&nbsp;&nbsp;192830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14080447 |
|  | Moody's Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;45983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14841013 |
|  | Morgan Stanley<br>| &nbsp;&nbsp;&nbsp;384672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37440126 |
|  | MSCI, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;23261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12364617 |
|  | Nasdaq, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;98762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5944485 |
|  | Northern Trust Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;60720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5888018 |
|  | PNC Financial Services Group, Inc.<br>| &nbsp;&nbsp;&nbsp;118003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19521236 |
|  | Principal Financial Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;66419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6147078 |
|  | Progressive Corp.<br>| &nbsp;&nbsp;&nbsp;171217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23345438 |
|  | Prudential Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;107404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11270976 |
|  | Raymond James Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;56599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6382669 |
|  | Regions Financial Corp.<br>| &nbsp;&nbsp;&nbsp;272212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6407871 |
|  | S&P Global, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;97156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36427671 |
|  | Signature Bank<br>| &nbsp;&nbsp;&nbsp;&nbsp;18154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2340958 |
|  | State Street Corp.<br>| &nbsp;&nbsp;&nbsp;107117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9782996 |
| \* | SVB Financial Group<br>| &nbsp;&nbsp;&nbsp;&nbsp;17195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200456 |
|  | Synchrony Financial<br>| &nbsp;&nbsp;&nbsp;131819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4841712 |
| # | T Rowe Price Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;64919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7561116 |
|  | Travelers Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;68565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13104143 |
|  | Truist Financial Corp.<br>| &nbsp;&nbsp;&nbsp;386486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19088544 |
|  | U.S. Bancorp<br>| &nbsp;&nbsp;&nbsp;393966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19619507 |
|  | W R Berkley Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;59518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4174593 |
|  | Wells Fargo & Co.<br>| 1112603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52147703 |
|  | Willis Towers Watson PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;31645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8043843 |
|  | Zions Bancorp NA<br>| &nbsp;&nbsp;&nbsp;&nbsp;43749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2325697 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1167485904 |
| HEALTH CARE — (14.5%) | HEALTH CARE — (14.5%) | HEALTH CARE — (14.5%) | HEALTH CARE — (14.5%) |
|  | Abbott Laboratories<br>| &nbsp;&nbsp;&nbsp;509391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56313175 |
|  | AbbVie, Inc.<br>| &nbsp;&nbsp;&nbsp;516707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76343459 |
|  | Agilent Technologies, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;86394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13138800 |
| \* | Align Technology, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;21111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5694270 |
|  | AmerisourceBergen Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;47384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8006001 |
|  | Amgen, Inc.<br>| &nbsp;&nbsp;&nbsp;155869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39341336 |
|  | Baxter International, Inc.<br>| &nbsp;&nbsp;&nbsp;146743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6704688 |
|  | Becton Dickinson & Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;83109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20961752 |
| \* | Biogen, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;41937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12199473 |
| \* | Bio-Rad Laboratories, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2941726 |

---

------

[**Table of Contents**](#JOB_DIG_N_ce2c2e37-2f10-4539-ae2e-12391f53b944_TOC)

#### U.S. Large Company Portfolio

#### CONTINUED

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | Bio-Techne Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;45728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3642692 |
| \* | Boston Scientific Corp.<br>| &nbsp;&nbsp;&nbsp;419304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19392810 |
|  | Bristol-Myers Squibb Co.<br>| &nbsp;&nbsp;&nbsp;620790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45100393 |
|  | Cardinal Health, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;76695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5924689 |
| \* | Catalent, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;52121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2791080 |
| \* | Centene Corp.<br>| &nbsp;&nbsp;&nbsp;165244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12598203 |
| \* | Charles River Laboratories International, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;14821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3605208 |
|  | Cigna Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;89135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28226380 |
|  | Contra Abiomed, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;13246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13511 |
|  | Cooper Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;14311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4993537 |
|  | CVS Health Corp.<br>| &nbsp;&nbsp;&nbsp;383320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33816490 |
|  | Danaher Corp.<br>| &nbsp;&nbsp;&nbsp;191324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50582239 |
| \* | DaVita, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;15989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1317334 |
|  | DENTSPLY SIRONA, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;63116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2324562 |
| \* | DexCom, Inc.<br>| &nbsp;&nbsp;&nbsp;113011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12102348 |
| \* | Edwards Lifesciences Corp.<br>| &nbsp;&nbsp;&nbsp;180640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13855088 |
|  | Elevance Health, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;69724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34861303 |
|  | Eli Lilly & Co.<br>| &nbsp;&nbsp;&nbsp;230417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79298011 |
| \* | GE HealthCare Technologies, Inc.<br>| &nbsp;&nbsp;&nbsp;106505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7404228 |
|  | Gilead Sciences, Inc.<br>| &nbsp;&nbsp;&nbsp;365794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30704748 |
|  | HCA Healthcare, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;62038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15824033 |
| \* | Henry Schein, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;39188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3376046 |
| \* | Hologic, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;72744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5919179 |
|  | Humana, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;37072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18969742 |
| \* | IDEXX Laboratories, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;24259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11656450 |
| \* | Illumina, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;45776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9805219 |
| \* | Incyte Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;53794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4580021 |
| \* | Intuitive Surgical, Inc.<br>| &nbsp;&nbsp;&nbsp;103010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25308527 |
| \* | IQVIA Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;54345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12467286 |
|  | Johnson & Johnson<br>| &nbsp;&nbsp;&nbsp;763685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124801403 |
|  | Laboratory Corp. of America Holdings<br>| &nbsp;&nbsp;&nbsp;&nbsp;25904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6530916 |
|  | McKesson Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;41486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15709918 |
|  | Medtronic PLC<br>| &nbsp;&nbsp;&nbsp;387637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32441341 |
|  | Merck & Co., Inc.<br>| &nbsp;&nbsp;&nbsp;740764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79565461 |
| \* | Mettler-Toledo International, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9951717 |
| \* | Moderna, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;96667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17019192 |
| \* | Molina Healthcare, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;16929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5278970 |
|  | Organon & Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;72797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2193374 |
|  | PerkinElmer, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;36556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5027547 |
|  | Pfizer, Inc.<br>| 1640125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72427920 |
|  | Quest Diagnostics, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;33239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4935327 |
| \* | Regeneron Pharmaceuticals, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;31233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23689294 |
|  | ResMed, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;42666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9743634 |
|  | STERIS PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;29142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6018114 |
|  | Stryker Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;98541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25010691 |
| # | Teleflex, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;13667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3326821 |
|  | Thermo Fisher Scientific, Inc.<br>| &nbsp;&nbsp;&nbsp;114577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65346700 |
|  | UnitedHealth Group, Inc.<br>| &nbsp;&nbsp;&nbsp;272920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136238935 |
|  | Universal Health Services, Inc., Class B<br>| &nbsp;&nbsp;&nbsp;&nbsp;18770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2781902 |
| \* | Vertex Pharmaceuticals, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;75102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24265456 |
|  | Viatris, Inc.<br>| &nbsp;&nbsp;&nbsp;350526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4262396 |
| \* | Waters Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;17447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5732735 |
|  | West Pharmaceutical Services, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;21576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5730586 |
|  | Zimmer Biomet Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;61138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7785313 |
|  | Zoetis, Inc.<br>| &nbsp;&nbsp;&nbsp;136407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22573994 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1460495694 |
| INDUSTRIALS — (8.3%) | INDUSTRIALS — (8.3%) | INDUSTRIALS — (8.3%) | INDUSTRIALS — (8.3%) |
|  | 3M Co.<br>| &nbsp;&nbsp;&nbsp;161721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18610853 |

---

------

[**Table of Contents**](#JOB_DIG_N_ce2c2e37-2f10-4539-ae2e-12391f53b944_TOC)

#### U.S. Large Company Portfolio

#### CONTINUED

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Alaska Air Group, Inc.<br>| &nbsp;&nbsp;36476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1872678 |
|  | Allegion PLC<br>| &nbsp;&nbsp;25386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2984124 |
| #\* | American Airlines Group, Inc.<br>| 188407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3040889 |
|  | AMETEK, Inc.<br>| &nbsp;&nbsp;66895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9694423 |
|  | AO Smith Corp.<br>| &nbsp;&nbsp;36573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475992 |
| \* | Boeing Co.<br>| 163436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34811868 |
|  | Carrier Global Corp.<br>| 245222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11164958 |
|  | Caterpillar, Inc.<br>| 151870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38315282 |
| # | CH Robinson Worldwide, Inc.<br>| &nbsp;&nbsp;34439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3449755 |
|  | Cintas Corp.<br>| &nbsp;&nbsp;25287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11220853 |
| \* | Copart, Inc.<br>| 124656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8303336 |
| \* | CoStar Group, Inc.<br>| 118989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9269243 |
|  | CSX Corp.<br>| 615121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19019541 |
|  | Cummins, Inc.<br>| &nbsp;&nbsp;41082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10251602 |
|  | Deere & Co.<br>| &nbsp;&nbsp;80130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33882169 |
| \* | Delta Air Lines, Inc.<br>| 186833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7305170 |
|  | Dover Corp.<br>| &nbsp;&nbsp;41065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6234899 |
|  | Eaton Corp. PLC<br>| 116057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18825606 |
|  | Emerson Electric Co.<br>| 172294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15544365 |
|  | Equifax, Inc.<br>| &nbsp;&nbsp;35665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7924763 |
|  | Expeditors International of Washington, Inc.<br>| &nbsp;&nbsp;46560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5035464 |
|  | Fastenal Co.<br>| 167451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8464648 |
|  | FedEx Corp.<br>| &nbsp;&nbsp;69657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13503706 |
|  | Fortive Corp.<br>| 103643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7050833 |
| \* | Generac Holdings, Inc.<br>| &nbsp;&nbsp;18332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2210839 |
|  | General Dynamics Corp.<br>| &nbsp;&nbsp;65934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15366578 |
|  | General Electric Co.<br>| 319515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25714567 |
|  | Honeywell International, Inc.<br>| 196308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40926292 |
|  | Howmet Aerospace, Inc.<br>| 107726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4383371 |
|  | Huntington Ingalls Industries, Inc.<br>| &nbsp;&nbsp;11472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2530035 |
|  | IDEX Corp.<br>| &nbsp;&nbsp;21992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5271043 |
|  | Illinois Tool Works, Inc.<br>| &nbsp;&nbsp;81667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19276679 |
|  | Ingersoll Rand, Inc.<br>| 117479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6578824 |
|  | Jacobs Solutions, Inc.<br>| &nbsp;&nbsp;37182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4593836 |
|  | JB Hunt Transport Services, Inc.<br>| &nbsp;&nbsp;24199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4574821 |
|  | Johnson Controls International PLC<br>| 200706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13963117 |
|  | L3Harris Technologies, Inc.<br>| &nbsp;&nbsp;55757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11977719 |
|  | Leidos Holdings, Inc.<br>| &nbsp;&nbsp;39637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3917721 |
|  | Lockheed Martin Corp.<br>| &nbsp;&nbsp;68019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31510482 |
|  | Masco Corp.<br>| &nbsp;&nbsp;65712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3495878 |
|  | Nordson Corp.<br>| &nbsp;&nbsp;15533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3779179 |
|  | Norfolk Southern Corp.<br>| &nbsp;&nbsp;67736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16650186 |
|  | Northrop Grumman Corp.<br>| &nbsp;&nbsp;42155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18887126 |
|  | Old Dominion Freight Line, Inc.<br>| &nbsp;&nbsp;26388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8793537 |
|  | Otis Worldwide Corp.<br>| 121242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9969730 |
|  | PACCAR, Inc.<br>| 101319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11075180 |
|  | Parker-Hannifin Corp.<br>| &nbsp;&nbsp;37405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12194030 |
|  | Pentair PLC<br>| &nbsp;&nbsp;47921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2653865 |
|  | Quanta Services, Inc.<br>| &nbsp;&nbsp;41674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6342366 |
|  | Raytheon Technologies Corp.<br>| 429213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42856918 |
|  | Republic Services, Inc.<br>| &nbsp;&nbsp;59837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7468854 |
|  | Robert Half International, Inc.<br>| &nbsp;&nbsp;31676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2659517 |
|  | Rockwell Automation, Inc.<br>| &nbsp;&nbsp;33636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9486361 |
|  | Rollins, Inc.<br>| &nbsp;&nbsp;68402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2489833 |
|  | Snap-on, Inc.<br>| &nbsp;&nbsp;15731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3912772 |
|  | Southwest Airlines Co.<br>| 172891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6184311 |
|  | Stanley Black & Decker, Inc.<br>| &nbsp;&nbsp;43711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3903829 |
|  | Textron, Inc.<br>| &nbsp;&nbsp;61636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4490183 |
|  | Trane Technologies PLC<br>| &nbsp;&nbsp;67518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12093824 |

---

------

[**Table of Contents**](#JOB_DIG_N_ce2c2e37-2f10-4539-ae2e-12391f53b944_TOC)

#### U.S. Large Company Portfolio

#### CONTINUED

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | TransDigm Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;15013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$10775581 |
|  | Union Pacific Corp.<br>| &nbsp;&nbsp;&nbsp;179411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36633932 |
| \* | United Airlines Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;95207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4661335 |
|  | United Parcel Service, Inc., Class B<br>| &nbsp;&nbsp;&nbsp;213249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39500112 |
| \* | United Rentals, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;20134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8878087 |
|  | Verisk Analytics, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;45735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8314166 |
|  | Waste Management, Inc.<br>| &nbsp;&nbsp;&nbsp;108951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16857988 |
|  | Westinghouse Air Brake Technologies Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;52995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5501411 |
|  | WW Grainger, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;13158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7756378 |
|  | Xylem, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;52502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5460733 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834780146 |
| INFORMATION TECHNOLOGY — (26.2%) | INFORMATION TECHNOLOGY — (26.2%) | INFORMATION TECHNOLOGY — (26.2%) | INFORMATION TECHNOLOGY — (26.2%) |
|  | Accenture PLC, Class A<br>| &nbsp;&nbsp;&nbsp;183961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51334317 |
| \* | Adobe, Inc.<br>| &nbsp;&nbsp;&nbsp;135729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50265878 |
| \* | Advanced Micro Devices, Inc.<br>| &nbsp;&nbsp;&nbsp;470490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35357324 |
| \* | Akamai Technologies, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;46158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4105754 |
|  | Amphenol Corp., Class A<br>| &nbsp;&nbsp;&nbsp;173322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13825896 |
|  | Analog Devices, Inc.<br>| &nbsp;&nbsp;&nbsp;150486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25803834 |
| \* | ANSYS, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;25370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6757553 |
|  | Apple, Inc.<br>| 4366560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630050942 |
|  | Applied Materials, Inc.<br>| &nbsp;&nbsp;&nbsp;250794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27961023 |
| \* | Arista Networks, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;72417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9125990 |
| \* | Autodesk, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;62810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13514200 |
|  | Automatic Data Processing, Inc.<br>| &nbsp;&nbsp;&nbsp;121074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27339720 |
|  | Broadcom, Inc.<br>| &nbsp;&nbsp;&nbsp;118324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69220723 |
|  | Broadridge Financial Solutions, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;34036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5117653 |
| \* | Cadence Design Systems, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;79801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14590017 |
|  | CDW Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;39407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7724954 |
| #\* | Ceridian HCM Holding, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;44939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3248191 |
|  | Cisco Systems, Inc.<br>| 1199240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58367011 |
|  | Cognizant Technology Solutions Corp., Class A<br>| &nbsp;&nbsp;&nbsp;150873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10070773 |
|  | Corning, Inc.<br>| &nbsp;&nbsp;&nbsp;221679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7672310 |
| \* | DXC Technology Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;65715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1887992 |
| \* | Enphase Energy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;39789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8808489 |
| \* | EPAM Systems, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;16691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5552261 |
| \* | F5, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;17585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2596601 |
|  | Fidelity National Information Services, Inc.<br>| &nbsp;&nbsp;&nbsp;173610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13027694 |
| #\* | First Solar, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;29007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5151643 |
| \* | Fiserv, Inc.<br>| &nbsp;&nbsp;&nbsp;185401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19778579 |
| \* | FleetCor Technologies, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;21343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4456632 |
| \* | Fortinet, Inc.<br>| &nbsp;&nbsp;&nbsp;188704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9876767 |
| \* | Gartner, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;23047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7793113 |
|  | Gen Digital, Inc.<br>| &nbsp;&nbsp;&nbsp;168094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3867843 |
|  | Global Payments, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;79114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8917730 |
|  | Hewlett Packard Enterprise Co.<br>| &nbsp;&nbsp;&nbsp;378600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6106818 |
|  | HP, Inc.<br>| &nbsp;&nbsp;&nbsp;258999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7547231 |
|  | Intel Corp.<br>| 1204095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34027725 |
|  | International Business Machines Corp.<br>| &nbsp;&nbsp;&nbsp;263839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35547029 |
|  | Intuit, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;82212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34748546 |
|  | Jack Henry & Associates, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;21511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3873916 |
|  | Juniper Networks, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;95529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3085587 |
| \* | Keysight Technologies, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;52433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9403859 |
|  | KLA Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;41319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16216881 |
|  | Lam Research Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;39912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19959991 |
|  | Mastercard, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;247998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91908059 |
|  | Microchip Technology, Inc.<br>| &nbsp;&nbsp;&nbsp;160983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12495500 |
|  | Micron Technology, Inc.<br>| &nbsp;&nbsp;&nbsp;318083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19180405 |
|  | Microsoft Corp.<br>| 2176781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539428100 |

---

------

[**Table of Contents**](#JOB_DIG_N_ce2c2e37-2f10-4539-ae2e-12391f53b944_TOC)

#### U.S. Large Company Portfolio

#### CONTINUED

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| # | Monolithic Power Systems, Inc.<br>| &nbsp;&nbsp;13147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5607984 |
|  | Motorola Solutions, Inc.<br>| &nbsp;&nbsp;48627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12497625 |
|  | NetApp, Inc.<br>| &nbsp;&nbsp;63996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4238455 |
|  | NVIDIA Corp.<br>| 727330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142098462 |
|  | NXP Semiconductors NV<br>| &nbsp;&nbsp;75817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13973831 |
| \* | ON Semiconductor Corp.<br>| 126237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9272108 |
|  | Oracle Corp.<br>| 448511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39675283 |
|  | Paychex, Inc.<br>| &nbsp;&nbsp;93334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10813677 |
| \* | Paycom Software, Inc.<br>| &nbsp;&nbsp;14163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4587962 |
| \* | PayPal Holdings, Inc.<br>| 332300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27079127 |
| \* | PTC, Inc.<br>| &nbsp;&nbsp;31233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4212707 |
| \* | Qorvo, Inc.<br>| &nbsp;&nbsp;29664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3223290 |
|  | QUALCOMM, Inc.<br>| 327247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43592573 |
|  | Roper Technologies, Inc.<br>| &nbsp;&nbsp;30889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13181881 |
| \* | Salesforce, Inc.<br>| 291905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49031283 |
|  | Seagate Technology Holdings PLC<br>| &nbsp;&nbsp;56907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3857156 |
| \* | ServiceNow, Inc.<br>| &nbsp;&nbsp;58869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26793048 |
|  | Skyworks Solutions, Inc.<br>| &nbsp;&nbsp;46447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5093843 |
| #\* | SolarEdge Technologies, Inc.<br>| &nbsp;&nbsp;16177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5162566 |
| \* | Synopsys, Inc.<br>| &nbsp;&nbsp;44573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15767699 |
|  | TE Connectivity Ltd.<br>| &nbsp;&nbsp;93195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11849744 |
| \* | Teledyne Technologies, Inc.<br>| &nbsp;&nbsp;13656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5793695 |
| # | Teradyne, Inc.<br>| &nbsp;&nbsp;45683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4645961 |
|  | Texas Instruments, Inc.<br>| 264966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46954625 |
| \* | Trimble, Inc.<br>| &nbsp;&nbsp;71361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4143220 |
| \* | Tyler Technologies, Inc.<br>| &nbsp;&nbsp;12116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3910681 |
| \* | VeriSign, Inc.<br>| &nbsp;&nbsp;26729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5828258 |
| # | Visa, Inc., Class A<br>| 477629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109954972 |
| \* | Western Digital Corp.<br>| &nbsp;&nbsp;93096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4091569 |
| \* | Zebra Technologies Corp., Class A<br>| &nbsp;&nbsp;14970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4733215 |
| TOTAL INFORMATION TECHNOLOGY | TOTAL INFORMATION TECHNOLOGY |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2638365554 |
| MATERIALS — (2.8%) | MATERIALS — (2.8%) | MATERIALS — (2.8%) | MATERIALS — (2.8%) |
|  | Air Products & Chemicals, Inc.<br>| &nbsp;&nbsp;64618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20710715 |
|  | Albemarle Corp.<br>| &nbsp;&nbsp;34129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9605607 |
|  | Amcor PLC<br>| 436647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5265963 |
|  | Avery Dennison Corp.<br>| &nbsp;&nbsp;23533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4458092 |
| # | Ball Corp.<br>| &nbsp;&nbsp;91206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5311837 |
|  | Celanese Corp.<br>| &nbsp;&nbsp;29045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3578344 |
|  | CF Industries Holdings, Inc.<br>| &nbsp;&nbsp;56898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4819261 |
|  | Corteva, Inc.<br>| 209387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13494992 |
|  | Dow, Inc.<br>| 205905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12220462 |
|  | DuPont de Nemours, Inc.<br>| 144607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10693688 |
|  | Eastman Chemical Co.<br>| &nbsp;&nbsp;35107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3095384 |
|  | Ecolab, Inc.<br>| &nbsp;&nbsp;72245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11185693 |
|  | FMC Corp.<br>| &nbsp;&nbsp;36698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4885605 |
|  | Freeport-McMoRan, Inc.<br>| 416675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18592038 |
|  | International Flavors & Fragrances, Inc.<br>| &nbsp;&nbsp;74287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8354316 |
|  | International Paper Co.<br>| 104062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4351873 |
|  | Linde PLC<br>| 144341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47768211 |
|  | LyondellBasell Industries NV, Class A<br>| &nbsp;&nbsp;74139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7168500 |
|  | Martin Marietta Materials, Inc.<br>| &nbsp;&nbsp;18175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6536457 |
|  | Mosaic Co.<br>| &nbsp;&nbsp;99618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4935076 |
|  | Newmont Corp.<br>| 231264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12240804 |
|  | Nucor Corp.<br>| &nbsp;&nbsp;75059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12686472 |
|  | Packaging Corp. of America<br>| &nbsp;&nbsp;27314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3897708 |
|  | PPG Industries, Inc.<br>| &nbsp;&nbsp;68474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8924901 |
|  | Sealed Air Corp.<br>| &nbsp;&nbsp;42790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2343180 |
|  | Sherwin-Williams Co.<br>| &nbsp;&nbsp;68724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16259411 |

---

------

[**Table of Contents**](#JOB_DIG_N_ce2c2e37-2f10-4539-ae2e-12391f53b944_TOC)

#### U.S. Large Company Portfolio

#### CONTINUED

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Steel Dynamics, Inc.<br>| &nbsp;&nbsp;48799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5887111 |
|  | Vulcan Materials Co.<br>| &nbsp;&nbsp;38725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7099454 |
|  | WestRock Co.<br>| &nbsp;&nbsp;74001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2903799 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279274954 |
| REAL ESTATE — (2.8%) | REAL ESTATE — (2.8%) | REAL ESTATE — (2.8%) | REAL ESTATE — (2.8%) |
|  | Alexandria Real Estate Equities, Inc.<br>| &nbsp;&nbsp;43265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6954416 |
|  | American Tower Corp.<br>| 135794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30335022 |
|  | AvalonBay Communities, Inc.<br>| &nbsp;&nbsp;40744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7229615 |
|  | Boston Properties, Inc.<br>| &nbsp;&nbsp;41559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3097808 |
|  | Camden Property Trust<br>| &nbsp;&nbsp;30866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3803000 |
| \* | CBRE Group, Inc., Class A<br>| &nbsp;&nbsp;92402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7901295 |
|  | Crown Castle, Inc.<br>| 126179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18688372 |
|  | Digital Realty Trust, Inc.<br>| &nbsp;&nbsp;83745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9598852 |
|  | Equinix, Inc.<br>| &nbsp;&nbsp;27075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19984870 |
|  | Equity Residential<br>| &nbsp;&nbsp;98634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6278054 |
|  | Essex Property Trust, Inc.<br>| &nbsp;&nbsp;18850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4261419 |
|  | Extra Space Storage, Inc.<br>| &nbsp;&nbsp;39019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6158369 |
|  | Federal Realty Investment Trust<br>| &nbsp;&nbsp;21702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2420424 |
|  | Healthpeak Properties, Inc.<br>| 156219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4292898 |
|  | Host Hotels & Resorts, Inc.<br>| 211060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3978481 |
|  | Invitation Homes, Inc.<br>| 168955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5491037 |
|  | Iron Mountain, Inc.<br>| &nbsp;&nbsp;84041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4586958 |
|  | Kimco Realty Corp.<br>| 180214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4047606 |
|  | Mid-America Apartment Communities, Inc.<br>| &nbsp;&nbsp;33637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5607961 |
|  | Prologis, Inc.<br>| 269249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34808511 |
|  | Public Storage<br>| &nbsp;&nbsp;46200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14060508 |
|  | Realty Income Corp.<br>| 183492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12446262 |
|  | Regency Centers Corp.<br>| &nbsp;&nbsp;44874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2989955 |
|  | SBA Communications Corp.<br>| &nbsp;&nbsp;31434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9352558 |
|  | Simon Property Group, Inc.<br>| &nbsp;&nbsp;95384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12253029 |
|  | UDR, Inc.<br>| &nbsp;&nbsp;90482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3853628 |
|  | Ventas, Inc.<br>| 116469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6034259 |
|  | VICI Properties, Inc.<br>| 280627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9591831 |
|  | Welltower, Inc.<br>| 138250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10374280 |
|  | Weyerhaeuser Co.<br>| 215714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7427033 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277908311 |
| UTILITIES — (2.9%) | UTILITIES — (2.9%) | UTILITIES — (2.9%) | UTILITIES — (2.9%) |
|  | AES Corp.<br>| 194623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5334616 |
|  | Alliant Energy Corp.<br>| &nbsp;&nbsp;72508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3917607 |
|  | Ameren Corp.<br>| &nbsp;&nbsp;75284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6539921 |
|  | American Electric Power Co., Inc.<br>| 149692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14065060 |
|  | American Water Works Co., Inc.<br>| &nbsp;&nbsp;52969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8289119 |
| # | Atmos Energy Corp.<br>| &nbsp;&nbsp;40612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4773534 |
|  | CenterPoint Energy, Inc.<br>| 183425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5524761 |
|  | CMS Energy Corp.<br>| &nbsp;&nbsp;84558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5343220 |
|  | Consolidated Edison, Inc.<br>| 103319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9847334 |
|  | Constellation Energy Corp.<br>| &nbsp;&nbsp;95237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8129430 |
|  | Dominion Energy, Inc.<br>| 242576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15437537 |
|  | DTE Energy Co.<br>| &nbsp;&nbsp;56452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6569319 |
|  | Duke Energy Corp.<br>| 225331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23085161 |
|  | Edison International<br>| 111142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7657684 |
|  | Entergy Corp.<br>| &nbsp;&nbsp;59272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6417972 |
|  | Evergy, Inc.<br>| &nbsp;&nbsp;66878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4189907 |
|  | Eversource Energy<br>| 100947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8310967 |
|  | Exelon Corp.<br>| 288979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12192024 |
|  | FirstEnergy Corp.<br>| 158169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6477021 |

---

------

[**Table of Contents**](#JOB_DIG_N_ce2c2e37-2f10-4539-ae2e-12391f53b944_TOC)

#### U.S. Large Company Portfolio

#### CONTINUED

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
|  | NextEra Energy, Inc.<br>| 580235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$43302938 |
|  | NiSource, Inc.<br>| 120275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3337631 |
|  | NRG Energy, Inc.<br>| &nbsp;&nbsp;66361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2270873 |
| \* | PG&E Corp.<br>| 469127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7459119 |
|  | Pinnacle West Capital Corp.<br>| &nbsp;&nbsp;33405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2490343 |
|  | PPL Corp.<br>| 214511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6349526 |
|  | Public Service Enterprise Group, Inc.<br>| 145358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9002021 |
|  | Sempra Energy<br>| &nbsp;&nbsp;91584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14683663 |
|  | Southern Co.<br>| 318523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21557637 |
|  | WEC Energy Group, Inc.<br>| &nbsp;&nbsp;91912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8638809 |
|  | Xcel Energy, Inc.<br>| 159383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10960769 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292155523 |
| TOTAL COMMON STOCKS<br>Cost ($2827695921) | TOTAL COMMON STOCKS<br>Cost ($2827695921) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9960527295 |

---

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) |
|  | State Street Institutional U.S. Government Money Market Fund 4.180%<br>| 9078220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9078220 |
| SECURITIES LENDING COLLATERAL — (0.8%) | SECURITIES LENDING COLLATERAL — (0.8%) | SECURITIES LENDING COLLATERAL — (0.8%) | SECURITIES LENDING COLLATERAL — (0.8%) |
| @§ | The DFA Short Term Investment Fund <br>| 7014329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81141758 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $2,917,909,285)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $2,917,909,285)^^ |  | &nbsp;&nbsp;&nbsp;&nbsp;$10050747273 |

---

As of January 31, 2023, U.S. Large Company Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | &nbsp;&nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;&nbsp;**Notional<br> Value** | &nbsp;&nbsp;&nbsp;**Market<br> Value** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index<br>| &nbsp;&nbsp;&nbsp;82 | &nbsp;&nbsp;&nbsp;03/17/23 | &nbsp;&nbsp;&nbsp;$16321964 | &nbsp;&nbsp;&nbsp;$16769000 | &nbsp;&nbsp;&nbsp;$447036 |
| **Total Futures Contracts<br>**  |  |  | &nbsp;&nbsp;&nbsp;**$16321964** | &nbsp;&nbsp;&nbsp;**$16769000** | &nbsp;&nbsp;&nbsp;**$447036** |

---

Summary of the Portfolio's investments as of January 31, 2023, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Investments in Securities (Market Value)** | &nbsp;&nbsp;**Investments in Securities (Market Value)** | &nbsp;&nbsp;**Investments in Securities (Market Value)** | &nbsp;&nbsp;**Investments in Securities (Market Value)** |
|  | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;**Total** |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Communication Services<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$780290664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$780290664 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Discretionary<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057115900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057115900 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Staples<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668453424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668453424 |
| &nbsp;&nbsp;&nbsp;&nbsp;Energy<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504201221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504201221 |
| &nbsp;&nbsp;&nbsp;&nbsp;Financials<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1167485904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1167485904 |
| &nbsp;&nbsp;&nbsp;&nbsp;Health Care<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1460482183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$13511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1460495694 |
| &nbsp;&nbsp;&nbsp;&nbsp;Industrials<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834780146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834780146 |
| &nbsp;&nbsp;&nbsp;&nbsp;Information Technology<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2638365554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2638365554 |
| &nbsp;&nbsp;&nbsp;&nbsp;Materials<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279274954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279274954 |
| &nbsp;&nbsp;&nbsp;&nbsp;Real Estate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277908311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277908311 |
| &nbsp;&nbsp;&nbsp;&nbsp;Utilities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292155523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292155523 |
| Temporary Cash Investments<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9078220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9078220 |

---

------

[**Table of Contents**](#JOB_DIG_N_ce2c2e37-2f10-4539-ae2e-12391f53b944_TOC)

#### U.S. Large Company Portfolio

#### CONTINUED

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Investments in Securities (Market Value)** | &nbsp;&nbsp;**Investments in Securities (Market Value)** | &nbsp;&nbsp;**Investments in Securities (Market Value)** | &nbsp;&nbsp;**Investments in Securities (Market Value)** |
|  | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;**Total** |
| Securities Lending Collateral<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;$81141758 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$81141758 |
| Futures Contracts\*\*<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$447036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447036 |
| TOTAL<br>| &nbsp;&nbsp;$9970039040 | &nbsp;&nbsp;$81155269 | &nbsp;&nbsp;— | &nbsp;&nbsp;$10051194309 |
| &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

[**Table of Contents**](#JOB_DIG_N_ce2c2e37-2f10-4539-ae2e-12391f53b944_TOC)

#### U.S. Large Cap Value Portfolio III

#### SCHEDULE OF INVESTMENTS

#### January 31, 2023
(Unaudited)

---

| | |
|:---|:---|
|  | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| Investment in The U.S. Large Cap Value Series of<br>The DFA Investment Trust Company | &nbsp;&nbsp;&nbsp;&nbsp;$3663009238 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^ | &nbsp;&nbsp;&nbsp;&nbsp;$3663009238 |

---

Summary of the Portfolio's Master Fund's investments as of January 31, 2023, based on their valuation inputs, is located within this report (see Security Valuation Note).

------

[**Table of Contents**](#JOB_DIG_N_ce2c2e37-2f10-4539-ae2e-12391f53b944_TOC)

#### DFA International Value Portfolio

#### SCHEDULE OF INVESTMENTS

#### January 31, 2023
(Unaudited)

---

| | |
|:---|:---|
|  | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| Investment in The DFA International Value Series of<br>The DFA Investment Trust Company | &nbsp;&nbsp;&nbsp;&nbsp;$8833104552 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^ | &nbsp;&nbsp;&nbsp;&nbsp;$8833104552 |

---

Summary of the Portfolio's Master Fund's investments as of January 31, 2023, based on their valuation inputs, is located within this report (see Security Valuation Note).

------

[**Table of Contents**](#JOB_DIG_N_ce2c2e37-2f10-4539-ae2e-12391f53b944_TOC)

#### DFA International Value Portfolio III

#### SCHEDULE OF INVESTMENTS

#### January 31, 2023
(Unaudited)

---

| | |
|:---|:---|
|  | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| Investment in The DFA International Value Series of<br>The DFA Investment Trust Company | &nbsp;&nbsp;&nbsp;&nbsp;$3017036538 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^ | &nbsp;&nbsp;&nbsp;&nbsp;$3017036538 |

---

Summary of the Portfolio's Master Fund's investments as of January 31, 2023, based on their valuation inputs, is located within this report (see Security Valuation Note).

------

[**Table of Contents**](#JOB_DIG_N_ce2c2e37-2f10-4539-ae2e-12391f53b944_TOC)

#### Emerging Markets Portfolio II

#### SCHEDULE OF INVESTMENTS

#### January 31, 2023
(Unaudited)

---

| | |
|:---|:---|
|  | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| Investment in The Emerging Markets Series of<br>The DFA Investment Trust Company  | &nbsp;&nbsp;&nbsp;&nbsp;$59691451 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^ | &nbsp;&nbsp;&nbsp;&nbsp;$59691451 |

---

Summary of the Portfolio's Master Fund's investments as of January 31, 2023, based on their valuation inputs, is located within this report (see Security Valuation Note).

------

[**Table of Contents**](#JOB_DIG_N_ce2c2e37-2f10-4539-ae2e-12391f53b944_TOC)

#### DFA Two-Year Fixed Income Portfolio

#### SCHEDULE OF INVESTMENTS

#### January 31, 2023
(Unaudited)

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face<br> Amount** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value†** |
|  |  | **(000)** |  |
| BONDS — (68.3%) | BONDS — (68.3%) | BONDS — (68.3%) | BONDS — (68.3%) |
| African Development Bank | African Development Bank |  |  |
|  | 3.000%, 09/20/23<br>| 4250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4200090 |
| Agence Francaise de Developpement EPIC | Agence Francaise de Developpement EPIC |  |  |
|  | 3.125%, 06/30/24<br>| 3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2930594 |
| Alberta, Province of Canada | Alberta, Province of Canada |  |  |
|  | 2.950%, 01/23/24<br>| 2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2062717 |
| Amazon.com, Inc. | Amazon.com, Inc. |  |  |
|  | 2.730%, 04/13/24<br>| 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977464 |
| Asian Development Bank | Asian Development Bank |  |  |
|  | 0.250%, 10/06/23<br>| &nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242397 |
| # | 1.625%, 03/15/24<br>| 4050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3915297 |
|  | 0.375%, 06/11/24<br>| &nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94508 |
| Asian Infrastructure Investment Bank (The) | Asian Infrastructure Investment Bank (The) |  |  |
|  | 0.250%, 09/29/23<br>| &nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484735 |
|  | 2.250%, 05/16/24<br>| 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969639 |
| BNG Bank NV | BNG Bank NV |  |  |
| Ω | 2.625%, 02/27/24<br>| &nbsp;&nbsp;&nbsp;398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388277 |
| Caisse d'Amortissement de la Dette Sociale | Caisse d'Amortissement de la Dette Sociale |  |  |
|  | 3.375%, 03/20/24<br>| 3525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3470953 |
|  | 0.375%, 05/27/24<br>| 1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991541 |
| Canadian Imperial Bank of Commerce | Canadian Imperial Bank of Commerce |  |  |
|  | 3.500%, 09/13/23<br>| 3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2975894 |
| CDP Financial, Inc. | CDP Financial, Inc. |  |  |
|  | 3.150%, 07/24/24<br>| &nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488279 |
| Cooperatieve Rabobank UA | Cooperatieve Rabobank UA |  |  |
|  | 0.375%, 01/12/24<br>| 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959195 |
| CPPIB Capital, Inc. | CPPIB Capital, Inc. |  |  |
| Ω | 3.125%, 09/25/23<br>| &nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494371 |
| Ω | 3.000%, 06/13/24<br>| 1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1464538 |
| Dexia Credit Local SA | Dexia Credit Local SA |  |  |
|  | 3.250%, 09/26/23<br>| 2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1978680 |
| Equinor ASA | Equinor ASA |  |  |
|  | 2.650%, 01/15/24<br>| 3812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3735012 |
| Erste Abwicklungsanstalt | Erste Abwicklungsanstalt |  |  |
|  | 0.250%, 03/01/24<br>| 4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3808440 |
| European Bank for Reconstruction & Development | European Bank for Reconstruction & Development |  |  |
|  | 0.250%, 07/10/23<br>| 2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1959196 |
| European Investment Bank | European Investment Bank |  |  |
|  | 3.125%, 12/14/23<br>| 3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3204176 |
|  | 3.250%, 01/29/24<br>| &nbsp;&nbsp;&nbsp;234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230607 |
|  | 2.625%, 03/15/24<br>| 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977620 |
| Export Development Canada | Export Development Canada |  |  |
|  | 2.625%, 02/21/24<br>| 2225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2180137 |
| FMS Wertmanagement | FMS Wertmanagement |  |  |
|  | 2.750%, 01/30/24<br>| 1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1225664 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br> Amount** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value†** |
|  | | **(000)** |  |
|  | <br>0.375%, 05/06/24<br>| 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$946942 |
| Inter-American Development Bank | Inter-American Development Bank |  |  |
|  | 3.000%, 10/04/23<br>| 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986450 |
|  | 0.250%, 11/15/23<br>| 2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1928520 |
|  | 3.000%, 02/21/24<br>| &nbsp;&nbsp;&nbsp;628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616398 |
|  | 3.250%, 07/01/24<br>| &nbsp;&nbsp;&nbsp;993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974828 |
| International Bank for Reconstruction & Development | International Bank for Reconstruction & Development |  |  |
|  | 3.000%, 09/27/23<br>| &nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493675 |
|  | 2.500%, 03/19/24<br>| 1562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1524481 |
|  | 2.250%, 03/28/24<br>| 2533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2464900 |
| Kommunalbanken AS | Kommunalbanken AS |  |  |
| Ω | 0.250%, 12/08/23<br>| &nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480575 |
|  | 0.250%, 12/08/23<br>| &nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913064 |
|  | 2.750%, 02/05/24<br>| 3132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3066832 |
| Kommunekredit | Kommunekredit |  |  |
|  | 1.000%, 12/15/23<br>| 3190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3084937 |
| Kommuninvest I Sverige AB | Kommuninvest I Sverige AB |  |  |
|  | 0.375%, 02/16/24<br>| 2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2385600 |
| Ω | 1.375%, 05/08/24<br>| 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959640 |
|  | 1.375%, 05/08/24<br>| &nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479675 |
| Kreditanstalt fuer Wiederaufbau | Kreditanstalt fuer Wiederaufbau |  |  |
|  | 0.250%, 03/08/24<br>| 1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1809817 |
|  | 1.625%, 05/10/24<br>| &nbsp;&nbsp;&nbsp;434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417568 |
| Landeskreditbank Baden-Wuerttemberg Foerderbank | Landeskreditbank Baden-Wuerttemberg Foerderbank |  |  |
|  | 0.250%, 02/12/24<br>| 1838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1754437 |
|  | 2.000%, 07/23/24<br>| &nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384786 |
| Manitoba, Province of Canada | Manitoba, Province of Canada |  |  |
|  | 2.600%, 04/16/24<br>| &nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731430 |
| Nederlandse Waterschapsbank NV | Nederlandse Waterschapsbank NV |  |  |
|  | 1.125%, 03/15/24<br>| &nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192001 |
| Nordea Bank Abp | Nordea Bank Abp |  |  |
| Ω | 0.625%, 05/24/24<br>| 1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1418594 |
| Ontario, Province of Canada | Ontario, Province of Canada |  |  |
|  | 3.050%, 01/29/24<br>| 4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3932280 |
| Province of Alberta Canada | Province of Alberta Canada |  |  |
|  | 3.350%, 11/01/23<br>| 2447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2420450 |
| Province of Ontario Canada | Province of Ontario Canada |  |  |
|  | 3.400%, 10/17/23<br>| &nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494465 |
| Roche Holdings, Inc. | Roche Holdings, Inc. |  |  |
| Ω | 1.882%, 03/08/24<br>| 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969537 |
| Skandinaviska Enskilda Banken AB | Skandinaviska Enskilda Banken AB |  |  |
| Ω | 0.650%, 09/09/24<br>| &nbsp;&nbsp;&nbsp;261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243852 |

---

------

[**Table of Contents**](#JOB_DIG_N_ce2c2e37-2f10-4539-ae2e-12391f53b944_TOC)

#### DFA Two-Year Fixed Income Portfolio

#### CONTINUED

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face<br> Amount** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value†** |
|  |  | **(000)** |  |
| Svensk Exportkredit AB | Svensk Exportkredit AB |  |  |
|  | 0.500%, 11/10/23<br>| &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$193232 |
|  | 1.750%, 12/12/23<br>| &nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2287490 |
|  | 0.375%, 03/11/24<br>| &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952287 |
|  | 0.375%, 07/30/24<br>| &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469319 |
|  | 3.625%, 09/03/24<br>| &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295167 |
| Svenska Handelsbanken AB | Svenska Handelsbanken AB |  |  |
|  | 3.900%, 11/20/23<br>| &nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2875315 |
| Ω | 0.550%, 06/11/24<br>| &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706968 |
| Swedbank AB | Swedbank AB |  |  |
| Ω | 0.600%, 09/25/23<br>| &nbsp;&nbsp;1322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1283345 |
| Westpac Banking Corp. | Westpac Banking Corp. |  |  |
|  | 1.019%, 11/18/24<br>| &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750671 |
| TOTAL BONDS | TOTAL BONDS |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92299549 |
| U.S. TREASURY OBLIGATIONS — (30.1%) | U.S. TREASURY OBLIGATIONS — (30.1%) | U.S. TREASURY OBLIGATIONS — (30.1%) | U.S. TREASURY OBLIGATIONS — (30.1%) |
| U.S. Treasury Notes | U.S. Treasury Notes |  |  |
|  | 0.125%, 08/15/23<br>| &nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1560687 |
|  | 0.125%, 08/31/23<br>| 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9737891 |
| # | 1.375%, 08/31/23<br>| &nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1863781 |
|  | 0.250%, 09/30/23<br>| &nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3251725 |
| # | 1.375%, 09/30/23<br>| &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342248 |
|  | 0.125%, 10/15/23<br>| &nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3049225 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br> Amount** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value†** |
|  | | **(000)** |  |
|  | <br>0.375%, 10/31/23<br>| 6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5807344 |
|  | 0.250%, 11/15/23<br>| 4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3859531 |
|  | 0.500%, 11/30/23<br>| 5450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5261592 |
|  | 0.750%, 12/31/23<br>| 5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5014344 |
| U.S. Treasury Notes, Floating Rate Note, 3M USTMMR + 0.140, FRN | U.S. Treasury Notes, Floating Rate Note, 3M USTMMR + 0.140, FRN |  |  |
| (r) | 4.789%, 10/31/24<br>| 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000320 |
| TOTAL U.S. TREASURY OBLIGATIONS | TOTAL U.S. TREASURY OBLIGATIONS |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40748688 |
| TOTAL INVESTMENT SECURITIES<br>(Cost $135,226,094) | TOTAL INVESTMENT SECURITIES<br>(Cost $135,226,094) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133048237 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (1.6%) | SECURITIES LENDING COLLATERAL — (1.6%) | SECURITIES LENDING COLLATERAL — (1.6%) | SECURITIES LENDING COLLATERAL — (1.6%) |
| @§ | The DFA Short Term Investment Fund <br>| 189136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2187926 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $137,414,020)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $137,414,020)^^ |  | &nbsp;&nbsp;&nbsp;&nbsp;$135236163 |

---

Summary of the Portfolio's investments as of January 31, 2023, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Investments in Securities (Market Value)** | &nbsp;&nbsp;**Investments in Securities (Market Value)** | &nbsp;&nbsp;**Investments in Securities (Market Value)** | &nbsp;&nbsp;**Investments in Securities (Market Value)** |
|  | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;**Total** |
| Bonds<br>| &nbsp;&nbsp;— | &nbsp;&nbsp;$92299549 | &nbsp;&nbsp;— | &nbsp;&nbsp;$92299549 |
| U.S. Treasury Obligations<br>| &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40748688 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40748688 |
| Securities Lending Collateral<br>| &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2187926 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2187926 |
| TOTAL<br>| &nbsp;&nbsp;— | &nbsp;&nbsp;$135236163 | &nbsp;&nbsp;— | &nbsp;&nbsp;$135236163 |

---

------

[**Table of Contents**](#JOB_DIG_N_ce2c2e37-2f10-4539-ae2e-12391f53b944_TOC)

#### DFA Two-Year Government Portfolio

#### SCHEDULE OF INVESTMENTS

#### January 31, 2023
(Unaudited)

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face<br> Amount** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value†** |
|  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (7.0%) | AGENCY OBLIGATIONS — (7.0%) | AGENCY OBLIGATIONS — (7.0%) | AGENCY OBLIGATIONS — (7.0%) |
| Federal Home Loan Bank | Federal Home Loan Bank |  |  |
|  | 0.000%, 07/12/23<br>| &nbsp;&nbsp;1946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1904785 |
|  | 0.000%, 07/14/23<br>| &nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2152833 |
|  | 0.000%, 07/19/23<br>| &nbsp;&nbsp;&nbsp;&nbsp;342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334446 |
|  | 0.000%, 07/21/23<br>| &nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6354726 |
| TOTAL AGENCY OBLIGATIONS | TOTAL AGENCY OBLIGATIONS |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10746790 |
| U.S. TREASURY OBLIGATIONS — (92.9%) | U.S. TREASURY OBLIGATIONS — (92.9%) | U.S. TREASURY OBLIGATIONS — (92.9%) | U.S. TREASURY OBLIGATIONS — (92.9%) |
| U.S. Treasury Bills | U.S. Treasury Bills |  |  |
|  | 4.865%, 07/13/23<br>| &nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6464048 |
|  | 4.816%, 07/20/23<br>| 12750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12475319 |
| U.S. Treasury Notes | U.S. Treasury Notes |  |  |
|  | 0.125%, 07/31/23<br>| &nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7623281 |
|  | 0.125%, 08/15/23<br>| &nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4048033 |
|  | 0.125%, 08/31/23<br>| &nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4041225 |
|  | 1.375%, 08/31/23<br>| &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431613 |
|  | 0.250%, 09/30/23<br>| 17150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16646889 |
|  | 0.125%, 10/15/23<br>| 17200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16649734 |
|  | 0.375%, 10/31/23<br>| 17175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16623521 |
|  | 0.250%, 11/15/23<br>| 17750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17126670 |
|  | 0.500%, 11/30/23<br>| &nbsp;&nbsp;4575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4416841 |
|  | 2.125%, 11/30/23<br>| &nbsp;&nbsp;2615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2558512 |
|  | 0.125%, 12/15/23<br>| 14760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14180555 |
|  | 0.750%, 12/31/23<br>| 16075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15501072 |
|  | 0.125%, 01/15/24<br>| &nbsp;&nbsp;4240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4058641 |
| U.S. Treasury Notes, Floating Rate Note, 3M USTMMR + 0.140, FRN | U.S. Treasury Notes, Floating Rate Note, 3M USTMMR + 0.140, FRN |  |  |
| (r) | 4.789%, 10/31/24<br>| &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400128 |
| TOTAL U.S. TREASURY OBLIGATIONS | TOTAL U.S. TREASURY OBLIGATIONS |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143246082 |
| TOTAL INVESTMENT SECURITIES<br>(Cost $156,594,910) | TOTAL INVESTMENT SECURITIES<br>(Cost $156,594,910) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153992872 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) |
| State Street Institutional U.S. Government Money Market Fund 4.180%<br>| 183732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183732 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $156,778,642)^^ |  | &nbsp;&nbsp;&nbsp;&nbsp;$154176604 |

---

Summary of the Portfolio's investments as of January 31, 2023, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Investments in Securities (Market Value)** | &nbsp;&nbsp;**Investments in Securities (Market Value)** | &nbsp;&nbsp;**Investments in Securities (Market Value)** | &nbsp;&nbsp;**Investments in Securities (Market Value)** |
|  | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;**Total** |
| Agency Obligations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;$10746790 | &nbsp;&nbsp;— | &nbsp;&nbsp;$10746790 |
| U.S. Treasury Obligations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;143246082 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;143246082 |
| Temporary Cash Investments<br>| &nbsp;&nbsp;$183732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183732 |
| TOTAL<br>| &nbsp;&nbsp;$183732 | &nbsp;&nbsp;$153992872 | &nbsp;&nbsp;— | &nbsp;&nbsp;$154176604 |

---

------

[**Table of Contents**](#JOB_DIG_N_ce2c2e37-2f10-4539-ae2e-12391f53b944_TOC)

#### Global Equity Portfolio

#### SCHEDULE OF INVESTMENTS

#### January 31, 2023
(Unaudited)

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;**Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| Investment in U.S. Core Equity 2 Portfolio of<br>DFA Investment Dimensions Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;139433386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4047751184 |
| Investment in International Core Equity Portfolio of<br>DFA Investment Dimensions Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;117072092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1717447592 |
| Investment in U.S. Core Equity 1 Portfolio of<br>DFA Investment Dimensions Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42388075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350484059 |
| Investment in Emerging Markets Core Equity Portfolio of<br>DFA Investment Dimensions Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32040215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698797091 |
| Investment in DFA Real Estate Securities Portfolio of<br>DFA Investment Dimensions Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3696166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149066399 |
| Investment in DFA International Real Estate Securities Portfolio of<br>DFA Investment Dimensions Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13310985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52844612 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $4,250,005,408)^^ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$8016390937 |

---

Summary of the Global Fund's investments as of January 31, 2023, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Investments in Securities (Market Value)** | &nbsp;&nbsp;**Investments in Securities (Market Value)** | &nbsp;&nbsp;**Investments in Securities (Market Value)** | &nbsp;&nbsp;**Investments in Securities (Market Value)** |
|  | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;**Total** |
| Affiliated Investment Companies<br>| &nbsp;&nbsp;$8016390937 | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;$8016390937 |
| TOTAL<br>| &nbsp;&nbsp;$8016390937 | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;$8016390937 |

---

------

[**Table of Contents**](#JOB_DIG_N_ce2c2e37-2f10-4539-ae2e-12391f53b944_TOC)

#### Global Allocation 60/40 Portfolio

#### SCHEDULE OF INVESTMENTS

#### January 31, 2023
(Unaudited)

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;**Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| Investment in U.S. Core Equity 2 Portfolio of<br>DFA Investment Dimensions Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39481190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1146138934 |
| Investment in DFA Selectively Hedged Global Fixed Income Portfolio of<br>DFA Investment Dimensions Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;60384614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546480755 |
| Investment in International Core Equity Portfolio of<br>DFA Investment Dimensions Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33707783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494493179 |
| Investment in U.S. Core Equity 1 Portfolio of<br>DFA Investment Dimensions Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12134353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386600483 |
| Investment in DFA Short-Term Extended Quality Portfolio of<br>DFA Investment Dimensions Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35694456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364083450 |
| Investment in Emerging Markets Core Equity Portfolio of<br>DFA Investment Dimensions Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9144374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199438795 |
| Investment in DFA Global Core Plus Fixed Income Portfolio of<br>DFA Investment Dimensions Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20688007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185364542 |
| Investment in DFA Five-Year Global Fixed Income Portfolio of<br>DFA Investment Dimensions Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18340747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181756807 |
| Investment in DFA Inflation-Protected Securities Portfolio of<br>DFA Investment Dimensions Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8350788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92443226 |
| Investment in DFA World ex U.S. Government Fixed Income Portfolio of<br>DFA Investment Dimensions Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10801318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90623059 |
| Investment in DFA Real Estate Securities Portfolio of<br>DFA Investment Dimensions Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1069182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43120111 |
| Investment in DFA International Real Estate Securities Portfolio of<br>DFA Investment Dimensions Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3844083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15261009 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $2,664,123,834) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3745804350 |

---

---

| | | |
|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) |
| State Street Institutional U.S. Government Money Market Fund, 4.180%<br>(Cost $722,347) | &nbsp;&nbsp;&nbsp;&nbsp;722347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722347 |
| TOTAL INVESTMENTS — (100.0%)<br>(Cost $2,664,846,181)^^ |  | &nbsp;&nbsp;&nbsp;&nbsp;$3746526697 |

---

Summary of the Global Fund's investments as of January 31, 2023, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Investments in Securities (Market Value)** | &nbsp;&nbsp;**Investments in Securities (Market Value)** | &nbsp;&nbsp;**Investments in Securities (Market Value)** | &nbsp;&nbsp;**Investments in Securities (Market Value)** |
|  | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;**Total** |
| Affiliated Investment Companies<br>| &nbsp;&nbsp;$3745804350 | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;$3745804350 |
| Temporary Cash Investments<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722347 | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722347 |
| TOTAL<br>| &nbsp;&nbsp;$3746526697 | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;$3746526697 |

---

------

[**Table of Contents**](#JOB_DIG_N_ce2c2e37-2f10-4539-ae2e-12391f53b944_TOC)

#### Global Allocation 25/75 Portfolio

#### SCHEDULE OF INVESTMENTS

#### January 31, 2023
(Unaudited)

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;**Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| Investment in DFA Short-Term Extended Quality Portfolio of<br>DFA Investment Dimensions Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23731510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$242061398 |
| Investment in DFA Two-Year Global Fixed Income Portfolio of<br>DFA Investment Dimensions Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25224728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241148400 |
| Investment in U.S. Core Equity 2 Portfolio of<br>DFA Investment Dimensions Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3579959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103926225 |
| Investment in DFA Inflation-Protected Securities Portfolio of<br>DFA Investment Dimensions Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8115686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89840642 |
| Investment in International Core Equity Portfolio of<br>DFA Investment Dimensions Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3078800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45165994 |
| Investment in U.S. Core Equity 1 Portfolio of<br>DFA Investment Dimensions Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1104665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35194644 |
| Investment in DFA World ex U.S. Government Fixed Income Portfolio of<br>DFA Investment Dimensions Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3860817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32392252 |
| Investment in Emerging Markets Core Equity Portfolio of<br>DFA Investment Dimensions Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18565979 |
| Investment in DFA Real Estate Securities Portfolio of<br>DFA Investment Dimensions Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3969428 |
| Investment in DFA International Real Estate Securities Portfolio of<br>DFA Investment Dimensions Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1397930 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $720,752,373) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$813662892 |

---

---

| | |
|:---|:---|
| TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) |
| State Street Institutional U.S. Government Money Market Fund, 4.180%<br>(Cost $212,762) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212762 |
| TOTAL INVESTMENTS — (100.0%)<br>(Cost $720,965,135)^^ | &nbsp;&nbsp;&nbsp;&nbsp;$813875654 |

---

Summary of the Global Fund's investments as of January 31, 2023, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Investments in Securities (Market Value)** | &nbsp;&nbsp;**Investments in Securities (Market Value)** | &nbsp;&nbsp;**Investments in Securities (Market Value)** | &nbsp;&nbsp;**Investments in Securities (Market Value)** |
|  | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;**Total** |
| Affiliated Investment Companies<br>| &nbsp;&nbsp;$813662892 | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;$813662892 |
| Temporary Cash Investments<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212762 | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212762 |
| TOTAL<br>| &nbsp;&nbsp;$813875654 | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;$813875654 |

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#### ORGANIZATION
Dimensional Investment Group Inc. (the "Fund") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"), whose shares are generally offered to institutional investors, retirement plans and clients of registered investment advisors. At January 31, 2023, the Fund consisted of ten portfolios (the "Portfolios"), of which three are "Stand-alone Funds", four are "Feeder Funds" in a master-feeder structure, and three are "Fund of Funds".

#### 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:

• Level 1 - inputs are quoted prices in active markets for identical securities (including equity securities, open-end investment companies and futures contracts)

• Level 2 - other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 - significant unobservable inputs (including the Portfolios' own assumptions in determining the fair value of investments)

Securities held by U.S. Large Company Portfolio, including over-the-counter securities, are valued at the last quoted sale price of the day. Securities held by the Portfolio 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 Portfolio values the securities within the range of the most recent quoted bid and ask prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end management investment companies are valued using their respective net asset values or public offering prices, as appropriate, for purchase orders placed at the close of the New York Stock Exchange ("NYSE"). These securities are generally categorized as Level 1 in the hierarchy.

Futures contracts held by the U.S. Large Company Portfolio 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.

The Feeder Funds primarily invest in a corresponding series of The DFA Investment Trust Company (each, a "Master Fund"). Each Feeder Fund's investment reflects its proportionate interest in the net assets of the corresponding Master Fund. These valuations are classified as Level 1 in the hierarchy.

Shares of investment companies ("Underlying Funds") held by Global Equity Portfolio, Global Allocation 60/40 Portfolio, and Global Allocation 25/75 Portfolio (each a "Global Fund" and collectively, the "Global Funds") 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, as these Underlying Funds are treated as regulated investment companies. These securities are generally categorized as Level 1 in the hierarchy.

Debt securities held by DFA Two-Year Fixed Income Portfolio and DFA Two-Year Government Portfolio are valued on the basis of evaluated prices provided by one or more pricing services or other reasonably reliable sources including broker/dealers that typically handle the purchase and sale of such securities. Securities that are traded over-the-counter and on a stock exchange generally will be valued according to the broadest and most representative market, and it is expected that for bonds and other fixed income securities, this ordinarily will be the over-the-counter market. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

Securities for which no market quotations are readily available (including restricted securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Directors of the Fund. Fair value pricing may also be used if events that have a significant effect on the value of an investment (as determined in the discretion of Dimensional Fund Advisors LP) occur before the net asset value of a 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.

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A summary of the inputs used to value the Portfolios' investments by each major security type, industry and/or country is disclosed previously in this note. A valuation hierarchy table has been included at the end of each Schedule of Investments. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

#### FINANCIAL INSTRUMENTS
In accordance with the Portfolios' investment objectives and policies, the Portfolios may invest in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. These instruments and their significant corresponding risks are described below:

#### Derivative Financial Instruments
Summarized below are the specific types of derivative instruments used by the Portfolios.

1. FUTURES CONTRACTS: The Portfolios 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, 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 to a broker. 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 or indices, from the possibility of an illiquid secondary market for these instruments and from the possibility that a Portfolio could lose more than the initial margin requirements. Entering into stock index futures subjects a Portfolio to equity price risk from those futures contracts. Counterparty credit risk related to exchange-traded futures is minimal because the exchange's clearinghouse, as counterparty to all exchange-traded futures, guarantees the futures against default.

#### FEDERAL TAX COST
At January 31, 2023, the total cost of securities for federal income tax purposes was:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;**Federal<br> Tax Cost** |
| U.S. Large Company Portfolio<br>| &nbsp;&nbsp;$2933200 |
| U.S. Large Cap Value Portfolio III<br>| &nbsp;&nbsp;&nbsp;&nbsp;1808619 |
| DFA International Value Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;7906856 |
| DFA International Value Portfolio III<br>| &nbsp;&nbsp;&nbsp;&nbsp;2387322 |
| Emerging Markets Portfolio II<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12008 |
| DFA Two-Year Fixed Income Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137417 |
| DFA Two-Year Government Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157211 |
| Global Equity Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;4434366 |
| Global Allocation 60/40 Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;2706471 |
| Global Allocation 25/75 Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731912 |

---

#### RECENTLY ISSUED ACCOUNTING STANDARDS AND REGULATIONS
In March 2020, the Financial Accounting Standards Board (FASB) issued Accounting Standards Update (ASU) No. 2020-04, Reference Rate Reform (Topic 848) – Facilitation of the Effects of Reference Rate Reform on Financial Reporting. In January 2021, the FASB issued ASU No. 2021-01, with further amendments to Topic 848. The amendments in the ASUs provide optional temporary accounting recognition and financial reporting relief from the effect of certain types of contract modifications due to the planned discontinuation of the LIBOR and other interbank-offered based reference rates as of the end of 2021 and 2023. The ASUs were effective for certain

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reference rate-related contract modifications that occured during the period March 12, 2020 through December 31, 2022. Management has reviewed the requirements and believes the adoption of these ASUs will not have a material impact on the Portfolios' financial statements.

In October 2020, the SEC adopted new regulations governing the use of derivatives by registered investment companies. Rule 18f-4 (the "Derivatives Rule") imposes limits on the amount of derivatives contracts the Portfolios could enter, eliminates the asset segregation framework previously used by the Portfolios to comply with Section 18 of the 1940 Act, and requires funds whose use of derivatives is more than a limited specified exposure to establish and maintain a derivatives risk management program and appoint a derivatives risk manager. The Derivatives Rule became effective February 19, 2021 and the Portfolios began complying with the Derivatives Rule on August 19, 2022.

On December 3, 2020, the SEC adopted new Rule 2a-5 (the "Valuation Rule") under the 1940 Act, establishing an updated regulatory framework for fund valuation. The Valuation Rule, in part, provides a framework for good faith fair value determination and permits a Board to designate fair value determinations to a fund's investment adviser. Further, the SEC rescinded previously issued guidance on related issues. The Valuation Rule became effective on March 8, 2021 and the Portfolios began complying with the Valuation Rule on August 1, 2022.

#### OTHER
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 ongoing litigation involving Nine West). Although management currently believes that resolving claims against the Portfolio, individually or in aggregate, will not have a material adverse impact on the Portfolio's financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

#### SUBSEQUENT EVENT EVALUATIONS
On March 10 and March 12, 2023, Federal Deposit Insurance Corporation (FDIC) named itself as the receiver of two banking institutions, Silicon Valley Bank (SVB) and Signature Bank (SB) respectively. As of March 10, 2023 the Portfolios did not have material exposure to SVB or SB. The reported valuations as of January 31, 2023 may be impacted by current market conditions. Management is currently evaluating the effect on the Portfolios.

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** DIMENSIONAL INVESTMENT GROUP INC

- **b. Investment Company Act file number:** 811-06067

- **c. CIK number of Registrant:** 0000861929

- **d. LEI of Registrant:** 549300HU43AV2FC6L876

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 6300 BEE CAVE ROAD

  - **City:** AUSTIN

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

  - **Telephone number:** 512-306-7400

**Item A.2. Information about the Series.**

- **a. Name of Series:** DFA INTERNATIONAL VALUE PORTFOLIO III

- **b. EDGAR series identifier (if any):** S000001025

- **c. LEI of Series:** 549300G7XT8DDPZCZM51

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $3017081808.73

**Total Liabilities:** $168551.26

**Net Assets:** $3016913257.47

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002779 | 12.20%               | -1.13%               | 8.56%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $0.00                                      |
| Month 2  | $0.00                    | $0.00                                      |
| Month 3  | $0.00                    | $0.00                                      |

### Schedule of Portfolio Investments

| Name                      | Title                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Dimensional Fund Advisors | THE DFA INTERNATIONAL VALUE SERIES | CUSIP: 000000000<br>LEI: 549300MQXJH7N9VTDE15 | Long             | EC               | RF                | US        | 100167425 | NS      | $3017042843.81 | 100.00%           |  |  |  | No            | N/A                | On Loan: No      |

### Signature

**Date Signed:** 2023-02-23

**Name of Applicant:** DIMENSIONAL INVESTMENT GROUP INC

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President