# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-26-065494
**Filing Date:** 2026-6
**Character Count:** 4401186
**Document Hash:** 6584fb7e046f4b8f3aa53c4a37f0133d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-065494.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001410368-26-065494

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

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 261116349

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**PORTFOLIO HOLDINGS REPORT**

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

**Table of Contents** 

---

| |
|:---|
| **[Definitions of Abbreviations and Footnotes](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_AF-TOCHeader-688_1)** |
| [Schedule of Investments](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_SOI-TOC-ScheduleofInvestments-708_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Enhanced U.S. Large Company Portfolio](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_SOI-TOC-ScheduleofInvestments-708_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [U.S. Large Cap Value Portfolio](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_SOI-TOC-ScheduleofInvestments-684_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [U.S. Targeted Value Portfolio](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_SOI-TOC-ScheduleofInvestments-707_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [U.S. Small Cap Value Portfolio](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_SOI-TOC-ScheduleofInvestments-711_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [U.S. Core Equity 1 Portfolio](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_SOI-TOC-ScheduleofInvestments-701_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [U.S. Core Equity 2 Portfolio](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_SOI-TOC-ScheduleofInvestments-702_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [U.S. Vector Equity Portfolio](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_SOI-TOC-ScheduleofInvestments-709_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [U.S. Small Cap Portfolio](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_SOI-TOC-ScheduleofInvestments-710_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [U.S. Micro Cap Portfolio](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_SOI-TOC-ScheduleofInvestments-712_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Real Estate Securities Portfolio](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_SOI-TOC-ScheduleofInvestments-691_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Large Cap International Portfolio](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_SOI-TOC-ScheduleofInvestments-704_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [International Core Equity 2 Portfolio](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_SOI-TOC-ScheduleofInvestments-692_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [International Small Company Portfolio](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_SOI-TOC-ScheduleofInvestments-697_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Global Small Company Portfolio](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_SOI-TOC-ScheduleofInvestments-716_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Japanese Small Company Portfolio](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_SOI-TOC-ScheduleofInvestments-687_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Asia Pacific Small Company Portfolio](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_SOI-TOC-ScheduleofInvestments-688_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [United Kingdom Small Company Portfolio](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_SOI-TOC-ScheduleofInvestments-689_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Continental Small Company Portfolio](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_SOI-TOC-ScheduleofInvestments-685_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA International Real Estate Securities Portfolio](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_SOI-TOC-ScheduleofInvestments-706_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Global Real Estate Securities Portfolio](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_SOI-TOC-ScheduleofInvestments-696_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA International Small Cap Value Portfolio](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_SOI-TOC-ScheduleofInvestments-705_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [International Vector Equity Portfolio](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_SOI-TOC-ScheduleofInvestments-703_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [World ex U.S. Value Portfolio](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_SOI-TOC-ScheduleofInvestments-699_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [World ex U.S. Targeted Value Portfolio](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_SOI-TOC-ScheduleofInvestments-700_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [World ex U.S. Core Equity Portfolio](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_SOI-TOC-ScheduleofInvestments-713_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Selectively Hedged Global Equity Portfolio](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_SOI-TOC-ScheduleofInvestments-698_1) |
| [Notes to Financial Statements](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_NTF-NotestoFinancialStatements_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Organization](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_NTF-NotestoFinancialStatements_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Security Valuation](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_NTF-NotestoFinancialStatements_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Financial Instruments](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_NTF-NotestoFinancialStatements_3) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Federal Tax Cost](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_NTF-NotestoFinancialStatements_7) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Other](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_NTF-NotestoFinancialStatements_9) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Subsequent Event Evaluations](#xx_39332b8f-8a66-43cb-b3ba-98f5857377c1_NTF-NotestoFinancialStatements_9) |

---

------

**Table of Contents** 

**CONTINUED**

THE DFA INVESTMENT TRUST COMPANY

SCHEDULES OF INVESTMENTS

The U.S. Large Cap Value Series

The DFA International Value Series

The Japanese Small Company Series

The Asia Pacific Small Company Series

The United Kingdom Small Company Series

The Continental Small Company Series

The Emerging Markets Series

The Emerging Markets Small Cap Series

NOTES TO FINANCIAL STATEMENTS

Organization

Security Valuation

Financial Instruments

Federal Tax Cost

Other

Subsequent Event Evaluations

DIMENSIONAL EMERGING MARKETS VALUE FUND

SCHEDULE OF INVESTMENTS

NOTES TO FINANCIAL STATEMENTS

Organization

Security Valuation

Financial Instruments

Federal Tax Cost

Other

Subsequent Event Evaluations

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES**

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

---

| | |
|:---|:---|
| Investment Abbreviations | Investment Abbreviations |
| 3M Swap | Three Month Swap |
| ADR | American Depositary Receipt |
| CPI | Consumer Price Index |
| FRN | Floating Rate Note |
| GDR | Global Depositary Receipt |
| REIT | Real Estate Investment Trust |
| SOFR | Secured Overnight Financing Rate  |
| AUD | Australian Dollars |
| CAD | Canadian Dollars |
| CHF | Swiss Franc |
| DKK | Danish Krone |
| EUR | Euro |
| GBP | British Pounds |
| HKD | Hong Kong Dollar |
| ILS | Israeli New Shekel |
| JPY | Japanese Yen |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollars |
| SEK | Swedish Krona |
| SGD | Singapore Dollars |

---

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

---

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

---

------

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

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BONDS — (53.5%) | BONDS — (53.5%) | BONDS — (53.5%) | BONDS — (53.5%) | BONDS — (53.5%) |
| AUSTRALIA — (8.3%) | AUSTRALIA — (8.3%) | AUSTRALIA — (8.3%) | AUSTRALIA — (8.3%) | AUSTRALIA — (8.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd.  | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd.  | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd.  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.810%, <br> FRN, 5.188%, <br> 01/18/27<br>|  | 1550 | &nbsp;&nbsp; $1560175 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.970%, <br> FRN, 4.770%, <br> 05/12/27<br>| AUD | 500 | &nbsp;&nbsp; 323741 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia  | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia  | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.750%, <br> FRN, 5.117%, <br> 03/13/26<br>|  | 892 | &nbsp;&nbsp; 894768 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.520%, <br> FRN, 4.888%, <br> 06/15/26<br>|  | 1218 | &nbsp;&nbsp; 1220628 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.460%, <br> FRN, 4.816%, <br> 11/27/26<br>|  | 1250 | &nbsp;&nbsp; 1252527 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.020%, <br> FRN, 4.828%, <br> 08/18/27<br>| AUD | 3000 | &nbsp;&nbsp; 1945436 |
| &nbsp;&nbsp;&nbsp;&nbsp; Glencore Funding LLC, <br> SOFR + 0.750%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Glencore Funding LLC, <br> SOFR + 0.750%, FRN |  |  |  |
| (r)Ω | 5.102%, 10/01/26 |  | 1550 | &nbsp;&nbsp; 1551619 |
| &nbsp;&nbsp;&nbsp;&nbsp; Macquarie Bank Ltd., <br> SOFR + 0.920%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Macquarie Bank Ltd., <br> SOFR + 0.920%, FRN |  |  |  |
| (r)Ω | 5.297%, 07/02/27 |  | 2000 | &nbsp;&nbsp; 2017420 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd., 3M Swap + <br> 0.700%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd., 3M Swap + <br> 0.700%, FRN |  |  |  |
| (r) | 4.387%, 10/18/27 | AUD | 3000 | &nbsp;&nbsp; 1932616 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rio Tinto Finance USA <br> PLC, SOFR + 0.840%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Rio Tinto Finance USA <br> PLC, SOFR + 0.840%, <br> FRN |  |  |  |
| (r) | 5.189%, 03/14/28 |  | 2000 | &nbsp;&nbsp; 2014932 |
| Westpac Banking Corp.  | Westpac Banking Corp.  | Westpac Banking Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.050%, <br> FRN, 4.844%, <br> 05/20/27<br>| AUD | 500 | &nbsp;&nbsp; 324069 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.980%, <br> FRN, 4.777%, <br> 02/16/28<br>| AUD | 5000 | &nbsp;&nbsp; 3239759 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | &nbsp;&nbsp; 18277690 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (4.6%) | CANADA — (4.6%) | CANADA — (4.6%) | CANADA — (4.6%) | CANADA — (4.6%) |
| Bank of Montreal  | Bank of Montreal  | Bank of Montreal  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.330%, <br> FRN, 5.676%, <br> 06/05/26<br>|  | 683 | &nbsp;&nbsp; $688875 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.620%, <br> FRN, 4.969%, <br> 09/15/26<br>|  | 440 | &nbsp;&nbsp; 441210 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank of Nova Scotia, <br> SOFR + 0.780%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Nova Scotia, <br> SOFR + 0.780%, FRN |  |  |  |
| (r) | 5.126%, 06/04/27 |  | 1010 | &nbsp;&nbsp; 1014283 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce  |  |  |  |
|  | 3.945%, 08/04/25 |  | 2250 | &nbsp;&nbsp; 2249875 |
| Nutrien Ltd.  | Nutrien Ltd.  |  |  |  |
|  | 5.950%, 11/07/25 |  | 1500 | &nbsp;&nbsp; 1503390 |
| Royal Bank of Canada  | Royal Bank of Canada  | Royal Bank of Canada  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.950%, <br> FRN, 5.293%, <br> 01/19/27<br>|  | 436 | &nbsp;&nbsp; 439071 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.710%, <br> FRN, 5.054%, <br> 01/21/27<br>|  | 1700 | &nbsp;&nbsp; 1704943 |
| Toronto-Dominion Bank  | Toronto-Dominion Bank  | Toronto-Dominion Bank  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.080%, <br> FRN, 5.424%, <br> 07/17/26<br>|  | 1047 | &nbsp;&nbsp; 1054188 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.730%, <br> FRN, 5.077%, <br> 04/05/27<br>|  | 1000 | &nbsp;&nbsp; 1005206 |
| TOTAL CANADA | TOTAL CANADA |  |  | &nbsp;&nbsp; 10101041 |
| DENMARK — (3.2%) | DENMARK — (3.2%) | DENMARK — (3.2%) | DENMARK — (3.2%) | DENMARK — (3.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark Government <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Denmark Government <br> Bonds  |  |  |  |
|  | 1.750%, 11/15/25 | DKK | 38000 | &nbsp;&nbsp; 5808895 |
| &nbsp;&nbsp;&nbsp;&nbsp; Novo Nordisk Finance <br> Netherlands BV  | &nbsp;&nbsp;&nbsp;&nbsp; Novo Nordisk Finance <br> Netherlands BV  |  |  |  |
|  | 3.375%, 05/21/26 | EUR | 1000 | &nbsp;&nbsp; 1150464 |
| TOTAL DENMARK | TOTAL DENMARK |  |  | &nbsp;&nbsp; 6959359 |
| FINLAND — (0.2%) | FINLAND — (0.2%) | FINLAND — (0.2%) | FINLAND — (0.2%) | FINLAND — (0.2%) |
| OP Corporate Bank PLC  | OP Corporate Bank PLC  | OP Corporate Bank PLC  |  |  |
|  | 0.500%, 08/12/25 | EUR | 300 | &nbsp;&nbsp; 342317 |
| FRANCE — (1.4%) | FRANCE — (1.4%) | FRANCE — (1.4%) | FRANCE — (1.4%) | FRANCE — (1.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Banque Federative du <br> Credit Mutuel SA, SOFR <br> + 1.400%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Banque Federative du <br> Credit Mutuel SA, SOFR <br> + 1.400%, FRN |  |  |  |
| (r) | 5.744%, 07/13/26 |  | 1300 | &nbsp;&nbsp; 1313231 |

---

------

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

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Credit Agricole SA, SOFR <br> + 0.870%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Credit Agricole SA, SOFR <br> + 0.870%, FRN |  |  |  |
| (r)Ω | 5.218%, 03/11/27 |  | 1800 | &nbsp;&nbsp; $1804935 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | &nbsp;&nbsp; 3118166 |
| GERMANY — (2.2%) | GERMANY — (2.2%) | GERMANY — (2.2%) | GERMANY — (2.2%) | GERMANY — (2.2%) |
| Deutsche Boerse AG  | Deutsche Boerse AG  |  |  |  |
|  | 1.625%, 10/08/25 | EUR | 1000 | &nbsp;&nbsp; 1139828 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Finance North <br> America LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Finance North <br> America LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Finance North <br> America LLC  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.570%, <br> FRN, 4.911%, <br> 08/01/25<br>|  | 180 | &nbsp;&nbsp; 180000 |
|  | 4.900%, 01/09/26 |  | 1000 | &nbsp;&nbsp; 1001123 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.630%, <br> FRN, 5.014%, <br> 07/31/26<br>|  | 600 | &nbsp;&nbsp; 601628 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.930%, <br> FRN, 5.283%, <br> 03/31/28<br>|  | 400 | &nbsp;&nbsp; 401309 |
| &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Group of <br> America Finance LLC, <br> SOFR + 1.060%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Group of <br> America Finance LLC, <br> SOFR + 1.060%, FRN |  |  |  |
| (r)Ω | 5.412%, 03/25/27 |  | 1500 | &nbsp;&nbsp; 1500511 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | &nbsp;&nbsp; 4824399 |
| JAPAN — (0.8%) | JAPAN — (0.8%) | JAPAN — (0.8%) | JAPAN — (0.8%) | JAPAN — (0.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; NTT Finance Corp., SOFR <br> + 1.080%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; NTT Finance Corp., SOFR <br> + 1.080%, FRN |  |  |  |
| #(r)Ω | 5.458%, 07/16/28 |  | 1000 | &nbsp;&nbsp; 1009457 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 0.980%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 0.980%, FRN |  |  |  |
| (r) | 5.341%, 09/10/27 |  | 784 | &nbsp;&nbsp; 791934 |
| TOTAL JAPAN | TOTAL JAPAN |  |  | &nbsp;&nbsp; 1801391 |
| LUXEMBOURG — (0.7%) | LUXEMBOURG — (0.7%) | LUXEMBOURG — (0.7%) | LUXEMBOURG — (0.7%) | LUXEMBOURG — (0.7%) |
| ArcelorMittal SA  | ArcelorMittal SA  | ArcelorMittal SA  |  |  |
|  | 4.550%, 03/11/26 |  | 1500 | &nbsp;&nbsp; 1497475 |
| NETHERLANDS — (1.3%) | NETHERLANDS — (1.3%) | NETHERLANDS — (1.3%) | NETHERLANDS — (1.3%) | NETHERLANDS — (1.3%) |
| Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.710%, <br> FRN, 5.054%, <br> 01/09/26<br>|  | 300 | &nbsp;&nbsp; 300667 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.900%, <br> FRN, 5.247%, <br> 10/05/26<br>|  | 500 | &nbsp;&nbsp; 503894 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.870%, <br> FRN, 4.580%, <br> 02/26/27<br>| AUD | 3000 | &nbsp;&nbsp; 1936221 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | &nbsp;&nbsp; 2740782 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NEW ZEALAND — (2.8%) | NEW ZEALAND — (2.8%) | NEW ZEALAND — (2.8%) | NEW ZEALAND — (2.8%) | NEW ZEALAND — (2.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Local Government <br> Funding Agency Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Local Government <br> Funding Agency Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Local Government <br> Funding Agency Bonds  |  |  |
|  | 2.250%, 05/15/28 | NZD | 11000 | &nbsp;&nbsp; 6232022 |
| NORWAY — (1.5%) | NORWAY — (1.5%) | NORWAY — (1.5%) | NORWAY — (1.5%) | NORWAY — (1.5%) |
| Kommunalbanken AS  | Kommunalbanken AS  | Kommunalbanken AS  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.000%, <br> FRN, 5.348%, <br> 06/17/26<br>|  | 3200 | &nbsp;&nbsp; 3218574 |
| SINGAPORE — (3.0%) | SINGAPORE — (3.0%) | SINGAPORE — (3.0%) | SINGAPORE — (3.0%) | SINGAPORE — (3.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; DBS Group Holdings Ltd., <br> SOFR + 0.610%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; DBS Group Holdings Ltd., <br> SOFR + 0.610%, FRN |  |  |  |
| (r) | 4.972%, 09/12/25 |  | 750 | &nbsp;&nbsp; $750172 |
| United Overseas Bank Ltd.  | United Overseas Bank Ltd.  | United Overseas Bank Ltd.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.720%, <br> FRN, 4.430%, <br> 02/24/27<br>| AUD | 3000 | &nbsp;&nbsp; 1933830 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.720%, <br> FRN, 4.440%, <br> 04/16/27<br>| AUD | 6000 | &nbsp;&nbsp; 3868162 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | &nbsp;&nbsp; 6552164 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.1%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.1%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.1%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.1%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development  | &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development  | &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.180%, <br> FRN, 4.527%, <br> 06/15/26<br>|  | 174 | &nbsp;&nbsp; 173927 |
| SWITZERLAND — (0.3%) | SWITZERLAND — (0.3%) | SWITZERLAND — (0.3%) | SWITZERLAND — (0.3%) | SWITZERLAND — (0.3%) |
| UBS AG  | UBS AG  |  |  |  |
|  | 5.800%, 09/11/25 |  | 305 | &nbsp;&nbsp; 305346 |
| UBS Group AG  | UBS Group AG  |  |  |  |
| Ω | 4.125%, 09/24/25 |  | 310 | &nbsp;&nbsp; 309703 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  |  | &nbsp;&nbsp; 615049 |
| UNITED KINGDOM — (1.2%) | UNITED KINGDOM — (1.2%) | UNITED KINGDOM — (1.2%) | UNITED KINGDOM — (1.2%) | UNITED KINGDOM — (1.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; GlaxoSmithKline Capital <br> PLC, SOFR + 0.500%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; GlaxoSmithKline Capital <br> PLC, SOFR + 0.500%, <br> FRN |  |  |  |
| (r) | 4.848%, 03/12/27 |  | 679 | &nbsp;&nbsp; 681455 |
| &nbsp;&nbsp;&nbsp;&nbsp; NatWest Markets PLC, <br> SOFR + 0.950%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; NatWest Markets PLC, <br> SOFR + 0.950%, FRN |  |  |  |
| (r)Ω | 5.301%, 03/21/28 |  | 2000 | &nbsp;&nbsp; 2011438 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM |  |  | &nbsp;&nbsp; 2692893 |
| UNITED STATES — (21.9%) | UNITED STATES — (21.9%) | UNITED STATES — (21.9%) | UNITED STATES — (21.9%) | UNITED STATES — (21.9%) |
| 7-Eleven, Inc.  | 7-Eleven, Inc.  |  |  |  |
|  | 0.950%, 02/10/26 |  | 1000 | &nbsp;&nbsp; 980115 |
| AEP Texas, Inc.  | AEP Texas, Inc.  |  |  |  |
| Ω | 3.850%, 10/01/25 |  | 900 | &nbsp;&nbsp; 898702 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| AES Corp.  | AES Corp.  |  |  |
|  | 1.375%, 01/15/26 | 1000 | &nbsp;&nbsp; $984200 |
| Ameren Corp.  | Ameren Corp.  |  |  |
|  | 3.650%, 02/15/26 | 1600 | &nbsp;&nbsp; 1590735 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Express Co., <br> SOFR + 0.650%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; American Express Co., <br> SOFR + 0.650%, FRN |  |  |
| (r) | 4.991%, 11/04/26 | 266 | &nbsp;&nbsp; 266663 |
| American Honda Finance Corp.  | American Honda Finance Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.600%, <br> FRN, 4.941%, <br> 08/14/25<br>| 269 | &nbsp;&nbsp; 269030 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.710%, <br> FRN, 5.054%, <br> 07/09/27<br>| 1661 | &nbsp;&nbsp; 1659150 |
| Aviation Capital Group LLC  | Aviation Capital Group LLC  |  |  |
| Ω | 4.125%, 08/01/25 | 1700 | &nbsp;&nbsp; 1700000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank of America NA, <br> SOFR + 1.020%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Bank of America NA, <br> SOFR + 1.020%, FRN |  |  |
| (r) | 5.361%, 08/18/26 | 300 | &nbsp;&nbsp; 302310 |
| Boeing Co.  | Boeing Co.  |  |  |
|  | 2.600%, 10/30/25 | 1500 | &nbsp;&nbsp; 1491602 |
| Boston Properties LP  | Boston Properties LP  |  |  |
|  | 3.650%, 02/01/26 | 100 | &nbsp;&nbsp; 99464 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bristol-Myers Squibb Co., <br> SOFR + 0.490%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Bristol-Myers Squibb Co., <br> SOFR + 0.490%, FRN |  |  |
| (r) | 4.832%, 02/20/26 | 750 | &nbsp;&nbsp; 750975 |
| Bunge Ltd. Finance Corp.  | Bunge Ltd. Finance Corp.  |  |  |
|  | 1.630%, 08/17/25 | 225 | &nbsp;&nbsp; 224651 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cargill, Inc., SOFR + <br> 0.610%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Cargill, Inc., SOFR + <br> 0.610%, FRN |  |  |
| (r)Ω | 4.949%, 02/11/28 | 1750 | &nbsp;&nbsp; 1750438 |
| &nbsp;&nbsp;&nbsp;&nbsp; Caterpillar Financial Services <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Caterpillar Financial Services <br> Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.380%, <br> FRN, 4.727%, <br> 01/07/27<br>| 292 | &nbsp;&nbsp; 292176 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.520%, <br> FRN, 4.861%, <br> 05/14/27<br>| 400 | &nbsp;&nbsp; 400627 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.520%, <br> FRN, 4.867%, <br> 03/03/28<br>| 1500 | &nbsp;&nbsp; 1498251 |
| &nbsp;&nbsp;&nbsp;&nbsp; Citibank NA, SOFR + <br> 1.060%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Citibank NA, SOFR + <br> 1.060%, FRN |  |  |
| (r) | 5.406%, 12/04/26 | 1500 | &nbsp;&nbsp; 1511857 |
| CVS Health Corp.  | CVS Health Corp.  |  |  |
|  | 5.000%, 02/20/26 | 1500 | &nbsp;&nbsp; 1501296 |
| Devon Energy Corp.  | Devon Energy Corp.  |  |  |
|  | 5.850%, 12/15/25 | 149 | &nbsp;&nbsp; 149223 |
| ERAC USA Finance LLC  | ERAC USA Finance LLC  |  |  |
| Ω | 3.800%, 11/01/25 | 2250 | &nbsp;&nbsp; 2244379 |
| &nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial Co., <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial Co., <br> Inc.  |  |  |
|  | 6.050%, 10/10/25 | 1500 | &nbsp;&nbsp; 1503372 |
|  | 1.250%, 01/08/26 | 150 | &nbsp;&nbsp; 147787 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Georgia Power Co., SOFR <br> + 0.280%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Georgia Power Co., SOFR <br> + 0.280%, FRN |  |  |
| (r) | 4.629%, 09/15/26 | 800 | &nbsp;&nbsp; $799918 |
| Georgia-Pacific LLC  | Georgia-Pacific LLC  |  |  |
| Ω | 1.750%, 09/30/25 | 140 | &nbsp;&nbsp; 139353 |
| &nbsp;&nbsp;&nbsp;&nbsp; HCA, Inc., SOFR + <br> 0.870%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; HCA, Inc., SOFR + <br> 0.870%, FRN |  |  |
| (r) | 5.217%, 03/01/28 | 1000 | &nbsp;&nbsp; 1007033 |
| &nbsp;&nbsp;&nbsp;&nbsp; Home Depot, Inc., SOFR + <br> 0.330%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Home Depot, Inc., SOFR + <br> 0.330%, FRN |  |  |
| (r) | 4.681%, 12/24/25 | 2100 | &nbsp;&nbsp; 2101543 |
| John Deere Capital Corp.  | John Deere Capital Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.440%, <br> FRN, 4.787%, <br> 03/06/26<br>| 500 | &nbsp;&nbsp; 500580 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.790%, <br> FRN, 5.135%, <br> 06/08/26<br>| 1072 | &nbsp;&nbsp; 1075537 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.500%, <br> FRN, 4.847%, <br> 03/06/28<br>| 400 | &nbsp;&nbsp; 400888 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN |  |  |
| (r) | 5.346%, 12/08/26 | 1700 | &nbsp;&nbsp; 1712683 |
| KeyBank NA  | KeyBank NA  |  |  |
|  | 4.150%, 08/08/25 | 900 | &nbsp;&nbsp; 899786 |
| Lowe's Cos., Inc.  | Lowe's Cos., Inc.  |  |  |
|  | 4.400%, 09/08/25 | 1600 | &nbsp;&nbsp; 1599342 |
| &nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN |  |  |
| (r) | 5.509%, 10/30/26 | 1350 | &nbsp;&nbsp; 1362174 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Rural Utilities <br> Cooperative Finance Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; National Rural Utilities <br> Cooperative Finance Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.800%, <br> FRN, 5.141%, <br> 02/05/27<br>| 1218 | &nbsp;&nbsp; 1222658 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.820%, <br> FRN, 5.169%, <br> 09/16/27<br>| 170 | &nbsp;&nbsp; 170641 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN |  |  |
| (r)Ω | 4.912%, 05/20/27 | 750 | &nbsp;&nbsp; 751897 |
| &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc.  |  |  |
|  | 5.749%, 09/01/25 | 1400 | &nbsp;&nbsp; 1400870 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.760%, <br> FRN, 5.106%, <br> 01/29/26<br>| 750 | &nbsp;&nbsp; 751744 |
| NiSource, Inc.  | NiSource, Inc.  |  |  |
|  | 0.950%, 08/15/25 | 1100 | &nbsp;&nbsp; 1098559 |
| Oracle Corp.  | Oracle Corp.  |  |  |
|  | 5.800%, 11/10/25 | 1600 | &nbsp;&nbsp; 1605119 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  |  |  |
| Ω | 1.200%, 11/15/25 | 1100 | &nbsp;&nbsp; $1088656 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philip Morris International, <br> Inc., SOFR + 0.830%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Philip Morris International, <br> Inc., SOFR + 0.830%, <br> FRN |  |  |
| (r) | 5.176%, 04/28/28 | 190 | &nbsp;&nbsp; 191139 |
| &nbsp;&nbsp;&nbsp;&nbsp; Public Service Enterprise <br> Group, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Public Service Enterprise <br> Group, Inc.  |  |  |
|  | 0.800%, 08/15/25 | 1300 | &nbsp;&nbsp; 1298051 |
| &nbsp;&nbsp;&nbsp;&nbsp; Public Storage Operating <br> Co., SOFR + 0.700%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Public Storage Operating <br> Co., SOFR + 0.700%, <br> FRN |  |  |
| (r) | 5.045%, 04/16/27 | 780 | &nbsp;&nbsp; 781464 |
| &nbsp;&nbsp;&nbsp;&nbsp; Toyota Motor Credit Corp., <br> SOFR + 0.710%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Toyota Motor Credit Corp., <br> SOFR + 0.710%, FRN |  |  |
| (r) | 5.051%, 05/14/27 | 2000 | &nbsp;&nbsp; 2007339 |
| WEC Energy Group, Inc.  | WEC Energy Group, Inc.  |  |  |
|  | 5.000%, 09/27/25 | 412 | &nbsp;&nbsp; 412121 |
| Williams Cos., Inc.  | Williams Cos., Inc.  |  |  |
|  | 4.000%, 09/15/25 | 1500 | &nbsp;&nbsp; 1498042 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp; 48094140 |
| TOTAL BONDS | TOTAL BONDS |  | &nbsp;&nbsp; 117241389 |
| U.S. TREASURY OBLIGATIONS — (21.6%) | U.S. TREASURY OBLIGATIONS — (21.6%) | U.S. TREASURY OBLIGATIONS — (21.6%) | U.S. TREASURY OBLIGATIONS — (21.6%) |
| U.S. Treasury Bills  | U.S. Treasury Bills  |  |  |
| ∞ | 4.324%, 08/05/25  | 12000 | &nbsp;&nbsp; 11994244 |
| ∞ | 4.313%, 10/28/25  | 7000 | &nbsp;&nbsp; 6927509 |
| U.S. Treasury Notes  | U.S. Treasury Notes  |  |  |
|  | 2.000%, 08/15/25  | 2500 | &nbsp;&nbsp; 2497591 |
|  | 0.250%, 08/31/25  | 8000 | &nbsp;&nbsp; 7972989 |
|  | 2.250%, 11/15/25  | 12000 | &nbsp;&nbsp; 11926781 |
|  | 4.875%, 11/30/25  | 6000 | &nbsp;&nbsp; 6008438 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY <br> OBLIGATIONS |  | &nbsp;&nbsp; 47327552 |
| COMMERCIAL PAPER — (24.4%) | COMMERCIAL PAPER — (24.4%) | COMMERCIAL PAPER — (24.4%) | COMMERCIAL PAPER — (24.4%) |
| AUSTRALIA — (0.2%) | AUSTRALIA — (0.2%) | AUSTRALIA — (0.2%) | AUSTRALIA — (0.2%) |
| Telstra Group Ltd. | Telstra Group Ltd. |  |  |
| Ω | 4.633%, 10/31/25 | 500 | &nbsp;&nbsp; 494120 |
| CANADA — (3.1%) | CANADA — (3.1%) | CANADA — (3.1%) | CANADA — (3.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alimentation Couche-Tard, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Alimentation Couche-Tard, <br> Inc. |  |  |
| Ω | 4.660%, 08/05/25 | 250 | &nbsp;&nbsp; 249840 |
| Ω | 4.660%, 08/14/25 | 1000 | &nbsp;&nbsp; 998193 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian National Railway <br> Co. | &nbsp;&nbsp;&nbsp;&nbsp; Canadian National Railway <br> Co. |  |  |
| Ω | 4.503%, 09/11/25 | 2000 | &nbsp;&nbsp; 1989579 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Natural <br> Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Natural <br> Resources Ltd. |  |  |
| Ω | 4.936%, 08/06/25 | 500 | &nbsp;&nbsp; 499606 |
| TELUS Corp. | TELUS Corp. |  |  |
| Ω | 5.037%, 01/16/26 | 1500 | &nbsp;&nbsp; 1464855 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; TransCanada PipeLines <br> Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; TransCanada PipeLines <br> Ltd. |  |  |
| Ω | 4.693%, 08/13/25 | 1000 | &nbsp;&nbsp; $998349 |
| Ω | 4.682%, 09/18/25 | 500 | &nbsp;&nbsp; 496877 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp; 6697299 |
| GERMANY — (4.5%) | GERMANY — (4.5%) | GERMANY — (4.5%) | GERMANY — (4.5%) |
| BASF SE | BASF SE |  |  |
| Ω | 4.720%, 09/30/25 | 1250 | &nbsp;&nbsp; 1240106 |
| Ω | 4.630%, 11/07/25 | 250 | &nbsp;&nbsp; 246772 |
| Ω | 4.823%, 11/07/25 | 500 | &nbsp;&nbsp; 493544 |
| Bayer Corp. | Bayer Corp. |  |  |
| Ω | 4.668%, 09/22/25 | 1500 | &nbsp;&nbsp; 1489725 |
| Erste Abwicklungsanstalt | Erste Abwicklungsanstalt |  |  |
| Ω | 4.460%, 09/10/25 | 6500 | &nbsp;&nbsp; 6467919 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 9938066 |
| ITALY — (1.4%) | ITALY — (1.4%) | ITALY — (1.4%) | ITALY — (1.4%) |
| Enel Finance America LLC | Enel Finance America LLC |  |  |
| Ω | 4.655%, 09/26/25 | 1500 | &nbsp;&nbsp; 1489082 |
| &nbsp;&nbsp;&nbsp;&nbsp; Intesa Sanpaolo <br> Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; Intesa Sanpaolo <br> Funding LLC |  |  |
|  | 4.663%, 11/12/25 | 1000 | &nbsp;&nbsp; 986263 |
|  | 4.669%, 11/12/25 | 500 | &nbsp;&nbsp; 493131 |
| TOTAL ITALY | TOTAL ITALY |  | &nbsp;&nbsp; 2968476 |
| NORWAY — (1.6%) | NORWAY — (1.6%) | NORWAY — (1.6%) | NORWAY — (1.6%) |
| DNB Bank ASA | DNB Bank ASA |  |  |
| Ω | 4.454%, 09/09/25 | 3600 | &nbsp;&nbsp; 3582738 |
| SWEDEN — (0.9%) | SWEDEN — (0.9%) | SWEDEN — (0.9%) | SWEDEN — (0.9%) |
| Swedbank AB | Swedbank AB |  |  |
| Ω | 4.498%, 09/15/25 | 2000 | &nbsp;&nbsp; 1988927 |
| UNITED KINGDOM — (0.9%) | UNITED KINGDOM — (0.9%) | UNITED KINGDOM — (0.9%) | UNITED KINGDOM — (0.9%) |
| LSEGA Financing PLC | LSEGA Financing PLC |  |  |
| Ω | 4.546%, 08/08/25 | 1500 | &nbsp;&nbsp; 1498516 |
| Ω | 4.553%, 08/15/25 | 500 | &nbsp;&nbsp; 499072 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM |  | &nbsp;&nbsp; 1997588 |
| UNITED STATES — (11.8%) | UNITED STATES — (11.8%) | UNITED STATES — (11.8%) | UNITED STATES — (11.8%) |
| AbbVie, Inc. | AbbVie, Inc. |  |  |
| Ω | 4.776%, 09/10/25 | 500 | &nbsp;&nbsp; 497390 |
| Ω | 4.780%, 09/16/25 | 1750 | &nbsp;&nbsp; 1739520 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amcor Flexibles North <br> America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Amcor Flexibles North <br> America, Inc. |  |  |
| Ω | 4.678%, 08/27/25 | 1500 | &nbsp;&nbsp; 1494685 |
| Avangrid, Inc. | Avangrid, Inc. |  |  |
| Ω | 4.659%, 08/20/25 | 1500 | &nbsp;&nbsp; 1496219 |
| Boston Properties LP | Boston Properties LP |  |  |
| Ω | 4.712%, 08/06/25 | 1500 | &nbsp;&nbsp; 1498856 |
| Brown-Forman Corp. | Brown-Forman Corp. |  |  |
| Ω | 4.614%, 08/05/25 | 1000 | &nbsp;&nbsp; 999384 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Campbell's Co. | Campbell's Co. |  |  |
| Ω | 4.645%, 09/11/25 | 500 | &nbsp;&nbsp; $497277 |
| Charles Schwab Corp. | Charles Schwab Corp. |  |  |
| Ω | 4.669%, 11/14/25 | 2000 | &nbsp;&nbsp; 1974356 |
| CRH America Finance, Inc. | CRH America Finance, Inc. |  |  |
| Ω | 4.684%, 11/04/25 | 1500 | &nbsp;&nbsp; 1481528 |
| Dominion Energy, Inc. | Dominion Energy, Inc. |  |  |
| Ω | 4.658%, 08/06/25 | 1500 | &nbsp;&nbsp; 1498868 |
| Dow Chemical Co. | Dow Chemical Co. |  |  |
|  | 4.732%, 09/08/25 | 1500 | &nbsp;&nbsp; 1492504 |
| Duke Energy Corp. | Duke Energy Corp. |  |  |
| Ω | 4.640%, 08/22/25 | 1500 | &nbsp;&nbsp; 1495841 |
| Enbridge U.S., Inc. | Enbridge U.S., Inc. |  |  |
| Ω | 4.635%, 08/29/25 | 1000 | &nbsp;&nbsp; 996310 |
| &nbsp;&nbsp;&nbsp;&nbsp; Honeywell International, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Honeywell International, <br> Inc. |  |  |
| Ω | 4.579%, 08/27/25 | 2000 | &nbsp;&nbsp; 1993507 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mondelez International, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Mondelez International, <br> Inc. |  |  |
| Ω | 4.650%, 09/10/25 | 1500 | &nbsp;&nbsp; 1492260 |
| ONEOK, Inc. | ONEOK, Inc. |  |  |
| Ω | 4.697%, 08/07/25 | 1500 | &nbsp;&nbsp; 1498641 |
| Parker-Hannifin Corp. | Parker-Hannifin Corp. |  |  |
| Ω | 4.620%, 08/25/25 | 1750 | &nbsp;&nbsp; 1744425 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| PPG Industries, Inc. |  |  |
| 4.670%, 08/14/25 | 1500 | &nbsp;&nbsp; $1497333 |
| 4.670%, 08/15/25 | 500 | &nbsp;&nbsp; 499047 |
| TOTAL UNITED STATES |  | &nbsp;&nbsp; 25887951 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL <br> PAPER <br>(Cost $53,564,037) |  | &nbsp;&nbsp; 53555165 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $218,167,082) |  | &nbsp;&nbsp; 218124106 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (0.5%) | SECURITIES LENDING COLLATERAL — (0.5%) | SECURITIES LENDING COLLATERAL — (0.5%) | SECURITIES LENDING COLLATERAL — (0.5%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund<br>| 89950 | &nbsp;&nbsp; 1040454 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $219,207,536)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $219,207,536)^^ |  | &nbsp;&nbsp; $219164560 |

---

As of July 31, 2025, Enhanced U.S. Large Company Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 2694883 | EUR | 2347169 | UBS AG | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $16295 |
| AUD | 908439 | USD | 578764 | NatWest Markets PLC | 08/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5067 |
| USD | 2279729 | NZD | 3850473 | Australia and New Zealand Bank | 08/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10068 |
| USD | 4007841 | NZD | 6736492 | Citibank, N.A. | 08/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37015 |
| USD | 1505875 | EUR | 1313132 | Citibank, N.A. | 09/03/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4346 |
| USD | 1163724 | EUR | 1012892 | HSBC Bank | 09/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5129 |
| USD | 6075400 | DKK | 38436950 | Citibank, N.A. | 09/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176814 |
| USD | 3992255 | AUD | 6105392 | NatWest Markets PLC | 10/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62359 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$317093** |
| EUR | 1313132 | USD | 1502880 | Citibank, N.A. | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(4334)<br>|
| EUR | 1034037 | USD | 1207254 | State Street Bank and Trust | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (27211)<br>|
| USD | 12259050 | AUD | 19078318 | State Street Bank and Trust | 08/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2105)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(33650)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$283443** |

---

------

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

**CONTINUED**

As of July 31, 2025, Enhanced U.S. Large Company Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp; 735 | 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; $215593513 | &nbsp;&nbsp;&nbsp;&nbsp; $234253688 | &nbsp;&nbsp;&nbsp;&nbsp; $18660175 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$215593513** | &nbsp;&nbsp; **$234253688** | &nbsp;&nbsp; **$18660175** |

---

As of July 31, 2025, the value of Rule 144A securities amounted to $73,224,789 or 32.5% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $18277690 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $18277690 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10101041 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10101041 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6959359 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6959359 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 342317 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 342317 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3118166 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3118166 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4824399 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4824399 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1801391 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1801391 |
| &nbsp;&nbsp;&nbsp;&nbsp; Luxembourg | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1497475 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1497475 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2740782 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2740782 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6232022 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6232022 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3218574 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3218574 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6552164 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6552164 |
| &nbsp;&nbsp;&nbsp;&nbsp; Supranational Organization Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 173927 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 173927 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 615049 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 615049 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2692893 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2692893 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 48094140 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 48094140 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 47327552 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 47327552 |
| Commercial Paper | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 53555165 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 53555165 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1040454 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1040454 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $219164560 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $219164560 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 317093 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 317093 |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | &nbsp;&nbsp;&nbsp; $18660175 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 18660175 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (33650) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (33650) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; $18660175 | &nbsp;&nbsp;&nbsp; $283443 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $18943618 |
| &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

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

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)** 

---

| | |
|:---|:---|
|  | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| The U.S. Large Cap Value Series | $23544452759 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^ | $23544452759 |

---

Summary of the Portfolio's Master Fund's investments as of July 31, 2025, based on their valuation inputs, is located within this report (see Security Valuation Note).

------

**U.S. Targeted Value Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (94.0%) | COMMON STOCKS — (94.0%) | COMMON STOCKS — (94.0%) | COMMON STOCKS — (94.0%) |
| COMMUNICATION SERVICES — (3.4%) | COMMUNICATION SERVICES — (3.4%) | COMMUNICATION SERVICES — (3.4%) | COMMUNICATION SERVICES — (3.4%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Advantage Solutions, <br> Inc.<br>| 625752 | &nbsp;&nbsp; $857280 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AMC Networks, Inc., <br> Class A<br>| 243657 | &nbsp;&nbsp; 1459505 |
| \* | Angi, Inc. | 239432 | &nbsp;&nbsp; 3883587 |
|  | ATN International, Inc. | 112345 | &nbsp;&nbsp; 1926717 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bandwidth, Inc., <br> Class A<br>| 200126 | &nbsp;&nbsp; 2783753 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Boston Omaha Corp., <br> Class A<br>| 224757 | &nbsp;&nbsp; 3022982 |
| \* | Bumble, Inc., Class A | 713954 | &nbsp;&nbsp; 5554562 |
| \* | BuzzFeed, Inc. | 85728 | &nbsp;&nbsp; 186030 |
| # | Cable One, Inc. | 35513 | &nbsp;&nbsp; 4544954 |
| \* | Cars.com, Inc. | 494537 | &nbsp;&nbsp; 6364691 |
| \* | DHI Group, Inc. | 195952 | &nbsp;&nbsp; 521232 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DoubleVerify Holdings, <br> Inc.<br>| 593920 | &nbsp;&nbsp; 9098854 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; EchoStar Corp., <br> Class A<br>| 45089 | &nbsp;&nbsp; 1469450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Entravision <br> Communications <br> Corp., Class A<br>| 274604 | &nbsp;&nbsp; 606875 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eventbrite, Inc., <br> Class A<br>| 47670 | &nbsp;&nbsp; 116315 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EW Scripps Co., <br> Class A<br>| 551096 | &nbsp;&nbsp; 1647777 |
| \* | Fluent, Inc. | 1541 | &nbsp;&nbsp; 3529 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Frontier <br> Communications <br> Parent, Inc.<br>| 1224698 | &nbsp;&nbsp; 44995405 |
| \* | Gaia, Inc. | 122644 | &nbsp;&nbsp; 515105 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gambling.com Group <br> Ltd.<br>| 27809 | &nbsp;&nbsp; 293941 |
| \* | Gannett Co., Inc. | 472089 | &nbsp;&nbsp; 1798659 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GCI Liberty, Inc. <br> (GLBKV US), <br> Class C<br>| 147705 | &nbsp;&nbsp; 4911191 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GCI Liberty, Inc. <br> (GLIBA US), <br> Class A<br>| 24967 | &nbsp;&nbsp; 824910 |
|  | Gray Media, Inc. | 669195 | &nbsp;&nbsp; 3018069 |
| \* | Harte Hanks, Inc. | 5598 | &nbsp;&nbsp; 19089 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Integral Ad Science <br> Holding Corp.<br>| 796768 | &nbsp;&nbsp; 6533498 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Intelligent Protection <br> Management Corp.<br>| 1133 | &nbsp;&nbsp; 2243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Interpublic Group of <br> Cos., Inc.<br>| 1030583 | &nbsp;&nbsp; 25352342 |
| \* | IZEA Worldwide, Inc. | 21662 | &nbsp;&nbsp; 80799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; John Wiley & Sons, <br> Inc. (WLY US), <br> Class A<br>| 146468 | &nbsp;&nbsp; 5653665 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Broadband <br> Corp. (LBRDA US), <br> Class A<br>| 124836 | &nbsp;&nbsp; $7631225 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Broadband <br> Corp. (LBRDK US), <br> Class C<br>| 738525 | &nbsp;&nbsp; 45286353 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Global Ltd. <br> (LBTYA US), <br> Class A<br>| 1152403 | &nbsp;&nbsp; 11547078 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Global Ltd. <br> (LBTYK US), <br> Class C<br>| 1057607 | &nbsp;&nbsp; 10819320 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Latin America <br> Ltd. (LILA US), <br> Class A<br>| 283838 | &nbsp;&nbsp; 2001058 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Latin America <br> Ltd. (LILAK US), <br> Class C<br>| 1147754 | &nbsp;&nbsp; 8194964 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media <br> Corp.-Liberty Live <br> (LLYVA US), <br> Class A<br>| 7325 | &nbsp;&nbsp; 599185 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media <br> Corp.-Liberty Live <br> (LLYVK US), <br> Class C<br>| 8643 | &nbsp;&nbsp; 728000 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lionsgate Studios <br> Corp.<br>| 86077 | &nbsp;&nbsp; 509576 |
| \* | Magnite, Inc. | 72801 | &nbsp;&nbsp; 1675151 |
|  | Marcus Corp. | 181036 | &nbsp;&nbsp; 2963559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National CineMedia, <br> Inc.<br>| 253542 | &nbsp;&nbsp; 1219537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nexstar Media Group, <br> Inc.<br>| 244158 | &nbsp;&nbsp; 45684403 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Nextdoor Holdings, <br> Inc.<br>| 56225 | &nbsp;&nbsp; 98394 |
| # | Omnicom Group, Inc. | 88551 | &nbsp;&nbsp; 6380100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Global <br> (PARA US), Class B<br>| 30405 | &nbsp;&nbsp; 382191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Global <br> (PARAA US), <br> Class A<br>| 512 | &nbsp;&nbsp; 9774 |
| \* | Playstudios, Inc. | 72410 | &nbsp;&nbsp; 83271 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PubMatic, Inc., <br> Class A<br>| 288667 | &nbsp;&nbsp; 3466891 |
| \* | Reservoir Media, Inc. | 144222 | &nbsp;&nbsp; 1145123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saga Communications, <br> Inc., Class A<br>| 47086 | &nbsp;&nbsp; 593284 |
|  | Scholastic Corp. | 214121 | &nbsp;&nbsp; 5282365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenandoah <br> Telecommunications <br> Co.<br>| 334971 | &nbsp;&nbsp; 4917374 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
|  | Shutterstock, Inc. | 75738 | &nbsp;&nbsp; $1451140 |
| # | Sinclair, Inc. | 158635 | &nbsp;&nbsp; 2293862 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sirius XM Holdings, <br> Inc.<br>| 53492 | &nbsp;&nbsp; 1129751 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sphere Entertainment <br> Co.<br>| 231847 | &nbsp;&nbsp; 9981013 |
|  | Spok Holdings, Inc. | 148981 | &nbsp;&nbsp; 2732312 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Starz Entertainment <br> Corp.<br>| 5738 | &nbsp;&nbsp; 83488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunrise <br> Communications AG, <br> ADR, Class A<br>| 250255 | &nbsp;&nbsp; 13278530 |
| \* | Teads Holding Co. | 70312 | &nbsp;&nbsp; 177889 |
| \* | TechTarget, Inc. | 11911 | &nbsp;&nbsp; 86236 |
|  | TEGNA, Inc. | 1284425 | &nbsp;&nbsp; 21449897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telephone & Data <br> Systems, Inc.<br>| 783985 | &nbsp;&nbsp; 30606774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Townsquare Media, <br> Inc., Class A<br>| 5401 | &nbsp;&nbsp; 37213 |
| \* | TripAdvisor, Inc. | 531288 | &nbsp;&nbsp; 9292227 |
| \* | TrueCar, Inc. | 427208 | &nbsp;&nbsp; 781791 |
| \* | U.S. Cellular Corp. | 400863 | &nbsp;&nbsp; 29234939 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Urban One, Inc. <br> (UONEK US)<br>| 93199 | &nbsp;&nbsp; 60812 |
| \* | Vimeo, Inc. | 781068 | &nbsp;&nbsp; 2960248 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Vivid Seats, Inc., <br> Class A<br>| 196947 | &nbsp;&nbsp; 305268 |
| \* | WideOpenWest, Inc. | 131801 | &nbsp;&nbsp; 444169 |
| \* | Yelp, Inc. | 231055 | &nbsp;&nbsp; 7955224 |
| \* | Zedge, Inc., Class B | 17114 | &nbsp;&nbsp; 68798 |
| \* | Ziff Davis, Inc. | 316053 | &nbsp;&nbsp; 9835569 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ZoomInfo <br> Technologies, Inc.<br>| 1467380 | &nbsp;&nbsp; 15891725 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMUNICATION <br> SERVICES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMUNICATION <br> SERVICES |  | &nbsp;&nbsp; 459404060 |
| CONSUMER DISCRETIONARY — (13.2%) | CONSUMER DISCRETIONARY — (13.2%) | CONSUMER DISCRETIONARY — (13.2%) | CONSUMER DISCRETIONARY — (13.2%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; 1-800-Flowers.com, <br> Inc., Class A<br>| 324805 | &nbsp;&nbsp; 1919598 |
| \* | 1stdibs.com, Inc. | 60949 | &nbsp;&nbsp; 168219 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Abercrombie & Fitch <br> Co., Class A<br>| 152445 | &nbsp;&nbsp; 14637769 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Academy Sports & <br> Outdoors, Inc.<br>| 525218 | &nbsp;&nbsp; 26675822 |
| \* | Adient PLC | 555213 | &nbsp;&nbsp; 11903767 |
|  | ADT, Inc. | 3693482 | &nbsp;&nbsp; 30840575 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adtalem Global <br> Education, Inc.<br>| 296323 | &nbsp;&nbsp; 33860829 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Advance Auto Parts, <br> Inc.<br>| 423548 | &nbsp;&nbsp; 22477692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; A-Mark Precious <br> Metals, Inc.<br>| 193949 | &nbsp;&nbsp; 4127235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AMCON Distributing <br> Co.<br>| 2433 | &nbsp;&nbsp; 267606 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Axle & <br> Manufacturing <br> Holdings, Inc.<br>| 939799 | &nbsp;&nbsp; 4182106 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; American Eagle <br> Outfitters, Inc.<br>| 1404778 | &nbsp;&nbsp; $15171602 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Outdoor <br> Brands, Inc.<br>| 114681 | &nbsp;&nbsp; 1079148 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Public <br> Education, Inc.<br>| 131041 | &nbsp;&nbsp; 3868330 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; America's Car-Mart, <br> Inc.<br>| 60358 | &nbsp;&nbsp; 2718524 |
| \* | Aptiv PLC | 174088 | &nbsp;&nbsp; 11949400 |
|  | Aramark | 469666 | &nbsp;&nbsp; 19988985 |
| \* | Ark Restaurants Corp. | 34043 | &nbsp;&nbsp; 292770 |
| # | Arko Corp. | 397047 | &nbsp;&nbsp; 1655686 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asbury Automotive <br> Group, Inc.<br>| 143360 | &nbsp;&nbsp; 31843123 |
|  | Autoliv, Inc. | 109781 | &nbsp;&nbsp; 12246071 |
| \* | AutoNation, Inc. | 242314 | &nbsp;&nbsp; 46679369 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Barnes & Noble <br> Education, Inc.<br>| 7933 | &nbsp;&nbsp; 70048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bassett Furniture <br> Industries, Inc.<br>| 86728 | &nbsp;&nbsp; 1372037 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beazer Homes USA, <br> Inc.<br>| 156456 | &nbsp;&nbsp; 3676716 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Biglari Holdings, Inc. <br> (BH US), Class B<br>| 15476 | &nbsp;&nbsp; 4771560 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Biglari Holdings, Inc. <br> (BH/A US), Class A<br>| 943 | &nbsp;&nbsp; 1401298 |
| \* | BJ's Restaurants, Inc. | 170951 | &nbsp;&nbsp; 6056794 |
|  | BorgWarner, Inc. | 1684556 | &nbsp;&nbsp; 61991661 |
|  | Brightstar Lottery PLC | 11003 | &nbsp;&nbsp; 163285 |
|  | Brunswick Corp. | 414942 | &nbsp;&nbsp; 24186969 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Caesars <br> Entertainment, Inc.<br>| 152897 | &nbsp;&nbsp; 4079292 |
|  | Caleres, Inc. | 263897 | &nbsp;&nbsp; 3623306 |
| \* | Capri Holdings Ltd. | 175449 | &nbsp;&nbsp; 3191417 |
| \* | CarMax, Inc. | 24180 | &nbsp;&nbsp; 1368830 |
|  | Carriage Services, Inc. | 43289 | &nbsp;&nbsp; 1944542 |
|  | Carter's, Inc. | 261989 | &nbsp;&nbsp; 6350613 |
|  | Cato Corp., Class A | 188545 | &nbsp;&nbsp; 531697 |
| \* | Cavco Industries, Inc. | 1287 | &nbsp;&nbsp; 519523 |
| \* | Century Casinos, Inc. | 3295 | &nbsp;&nbsp; 7776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Century Communities, <br> Inc.<br>| 247539 | &nbsp;&nbsp; 13933970 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Champion Homes, <br> Inc.<br>| 100350 | &nbsp;&nbsp; 6111315 |
| \* | Chegg, Inc. | 302887 | &nbsp;&nbsp; 396782 |
| \* | Citi Trends, Inc. | 42965 | &nbsp;&nbsp; 1311292 |
|  | Clarus Corp. | 280165 | &nbsp;&nbsp; 1008594 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Columbia Sportswear <br> Co.<br>| 186398 | &nbsp;&nbsp; 10544535 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; ContextLogic, Inc., <br> Class A<br>| 16850 | &nbsp;&nbsp; 126207 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cracker Barrel Old <br> Country Store, Inc.<br>| 158514 | &nbsp;&nbsp; 9827868 |
|  | Cricut, Inc., Class A | 120042 | &nbsp;&nbsp; 588206 |
| #\* | Crocs, Inc. | 131199 | &nbsp;&nbsp; 13084476 |
|  | Crown Crafts, Inc. | 34975 | &nbsp;&nbsp; 97580 |
| \* | Culp, Inc. | 90859 | &nbsp;&nbsp; 386151 |
|  | Dana, Inc. | 1073669 | &nbsp;&nbsp; 17092810 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Designer Brands, Inc., <br> Class A<br>| 293429 | &nbsp;&nbsp; $827470 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Destination XL Group, <br> Inc.<br>| 198512 | &nbsp;&nbsp; 258066 |
| # | Dillard's, Inc., Class A | 19922 | &nbsp;&nbsp; 9302179 |
| \* | Dorman Products, Inc. | 135405 | &nbsp;&nbsp; 16332551 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Dream Finders Homes, <br> Inc., Class A<br>| 121008 | &nbsp;&nbsp; 3063923 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Duluth Holdings, Inc., <br> Class B<br>| 202526 | &nbsp;&nbsp; 425305 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; El Pollo Loco Holdings, <br> Inc.<br>| 358203 | &nbsp;&nbsp; 3689491 |
|  | Escalade, Inc. | 38169 | &nbsp;&nbsp; 469097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ethan Allen Interiors, <br> Inc.<br>| 228482 | &nbsp;&nbsp; 6801909 |
| #\* | Figs, Inc., Class A | 684653 | &nbsp;&nbsp; 4450245 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; First Watch Restaurant <br> Group, Inc.<br>| 380983 | &nbsp;&nbsp; 6587196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flanigan's Enterprises, <br> Inc.<br>| 3498 | &nbsp;&nbsp; 111936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flexsteel Industries, <br> Inc.<br>| 40142 | &nbsp;&nbsp; 1365229 |
| \* | Foot Locker, Inc. | 693102 | &nbsp;&nbsp; 17355274 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fox Factory Holding <br> Corp.<br>| 21918 | &nbsp;&nbsp; 665650 |
| \* | Funko, Inc., Class A | 364907 | &nbsp;&nbsp; 1401243 |
|  | Gap, Inc. | 2473274 | &nbsp;&nbsp; 48129912 |
| \* | Genesco, Inc. | 86756 | &nbsp;&nbsp; 2087349 |
| \* | Gentherm, Inc. | 195491 | &nbsp;&nbsp; 6263532 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; G-III Apparel Group <br> Ltd.<br>| 332138 | &nbsp;&nbsp; 7838457 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Global Business Travel <br> Group I<br>| 132950 | &nbsp;&nbsp; 854869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Golden Entertainment, <br> Inc.<br>| 7107 | &nbsp;&nbsp; 199849 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Good Times <br> Restaurants, Inc.<br>| 24349 | &nbsp;&nbsp; 34819 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Goodyear Tire & <br> Rubber Co.<br>| 2028152 | &nbsp;&nbsp; 20849403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Graham Holdings Co., <br> Class B<br>| 27808 | &nbsp;&nbsp; 26533837 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Green Brick Partners, <br> Inc.<br>| 190182 | &nbsp;&nbsp; 11779873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Group 1 Automotive, <br> Inc.<br>| 52933 | &nbsp;&nbsp; 21816336 |
| \* | GrowGeneration Corp. | 334375 | &nbsp;&nbsp; 329359 |
| # | Guess?, Inc. | 398245 | &nbsp;&nbsp; 5177185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hamilton Beach <br> Brands Holding Co., <br> Class A<br>| 50085 | &nbsp;&nbsp; 779823 |
|  | Harley-Davidson, Inc. | 921114 | &nbsp;&nbsp; 22410704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haverty Furniture Cos., <br> Inc. (HVT US)<br>| 128774 | &nbsp;&nbsp; 2656608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haverty Furniture Cos., <br> Inc. (HVT/A US), <br> Class A<br>| 844 | &nbsp;&nbsp; 17445 |
| \* | Helen of Troy Ltd. | 105254 | &nbsp;&nbsp; 2313483 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hilton Grand <br> Vacations, Inc.<br>| 576653 | &nbsp;&nbsp; $25845587 |
| \* | Holley, Inc. | 234175 | &nbsp;&nbsp; 487084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hooker Furnishings <br> Corp.<br>| 81129 | &nbsp;&nbsp; 766669 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hovnanian Enterprises, <br> Inc., Class A<br>| 20336 | &nbsp;&nbsp; 2429542 |
| \* | iRobot Corp. | 179573 | &nbsp;&nbsp; 756002 |
|  | J Jill, Inc. | 39080 | &nbsp;&nbsp; 612774 |
|  | JAKKS Pacific, Inc. | 81678 | &nbsp;&nbsp; 1446517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jerash Holdings U.S., <br> Inc.<br>| 25144 | &nbsp;&nbsp; 84735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Outdoors, <br> Inc., Class A<br>| 68403 | &nbsp;&nbsp; 2270980 |
|  | KB Home | 221451 | &nbsp;&nbsp; 12237382 |
| # | Kohl's Corp. | 739068 | &nbsp;&nbsp; 8011497 |
| # | Krispy Kreme, Inc. | 942455 | &nbsp;&nbsp; 3411687 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lakeland Industries, <br> Inc.<br>| 68521 | &nbsp;&nbsp; 953127 |
| \* | Lands' End, Inc. | 202403 | &nbsp;&nbsp; 2374187 |
| \* | Latham Group, Inc. | 426441 | &nbsp;&nbsp; 2891270 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Laureate Education, <br> Inc.<br>| 1018223 | &nbsp;&nbsp; 23011840 |
|  | La-Z-Boy, Inc. | 330425 | &nbsp;&nbsp; 11885387 |
|  | LCI Industries | 186020 | &nbsp;&nbsp; 17671900 |
|  | Lear Corp. | 388602 | &nbsp;&nbsp; 36641283 |
| \* | Legacy Housing Corp. | 116637 | &nbsp;&nbsp; 2610336 |
| \* | LGI Homes, Inc. | 181075 | &nbsp;&nbsp; 9645865 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Life Time Group <br> Holdings, Inc.<br>| 302883 | &nbsp;&nbsp; 8698800 |
|  | Lifetime Brands, Inc. | 147247 | &nbsp;&nbsp; 647887 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lincoln Educational <br> Services Corp.<br>| 56396 | &nbsp;&nbsp; 1289777 |
|  | Lithia Motors, Inc. | 197965 | &nbsp;&nbsp; 57013920 |
| \* | Live Ventures, Inc. | 1033 | &nbsp;&nbsp; 15826 |
|  | LKQ Corp. | 648104 | &nbsp;&nbsp; 19099625 |
| \* | Lovesac Co. | 112959 | &nbsp;&nbsp; 2034392 |
| \* | M/I Homes, Inc. | 132543 | &nbsp;&nbsp; 15930343 |
| # | Macy's, Inc. | 2396220 | &nbsp;&nbsp; 30264259 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Malibu Boats, Inc., <br> Class A<br>| 145127 | &nbsp;&nbsp; 4834180 |
|  | Marine Products Corp. | 69167 | &nbsp;&nbsp; 594145 |
| \* | MarineMax, Inc. | 170741 | &nbsp;&nbsp; 3872406 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Marriott Vacations <br> Worldwide Corp.<br>| 252324 | &nbsp;&nbsp; 18790568 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; MasterCraft Boat <br> Holdings, Inc.<br>| 122020 | &nbsp;&nbsp; 2359867 |
| \* | Mattel, Inc. | 1541521 | &nbsp;&nbsp; 26221272 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Matthews International <br> Corp., Class A<br>| 229777 | &nbsp;&nbsp; 5397462 |
|  | Meritage Homes Corp. | 504272 | &nbsp;&nbsp; 33957676 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MGM Resorts <br> International<br>| 53816 | &nbsp;&nbsp; 1961593 |
| \* | Mister Car Wash, Inc. | 718974 | &nbsp;&nbsp; 4152075 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Mobileye Global, Inc., <br> Class A<br>| 783392 | &nbsp;&nbsp; 11155502 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mohawk Industries, <br> Inc.<br>| 465585 | &nbsp;&nbsp; 53314138 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Monarch Casino & <br> Resort, Inc.<br>| 13472 | &nbsp;&nbsp; $1387077 |
|  | Monro, Inc. | 218446 | &nbsp;&nbsp; 3078996 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Motorcar Parts of <br> America, Inc.<br>| 144967 | &nbsp;&nbsp; 1503308 |
|  | Movado Group, Inc. | 122217 | &nbsp;&nbsp; 1895586 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; National Vision <br> Holdings, Inc.<br>| 579792 | &nbsp;&nbsp; 14065754 |
|  | Newell Brands, Inc. | 3086209 | &nbsp;&nbsp; 17313632 |
| \* | ODP Corp. | 232199 | &nbsp;&nbsp; 4142430 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; OneWater Marine, Inc., <br> Class A<br>| 108976 | &nbsp;&nbsp; 1671692 |
| #\* | Outdoor Holding Co. | 42549 | &nbsp;&nbsp; 50208 |
| # | Oxford Industries, Inc. | 111570 | &nbsp;&nbsp; 4259743 |
| # | Patrick Industries, Inc. | 256819 | &nbsp;&nbsp; 24973080 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Penske Automotive <br> Group, Inc.<br>| 148847 | &nbsp;&nbsp; 24918476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Perdoceo Education <br> Corp.<br>| 586437 | &nbsp;&nbsp; 16877657 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Petco Health & <br> Wellness Co., Inc.<br>| 1297129 | &nbsp;&nbsp; 3904358 |
| \* | PetMed Express, Inc. | 120821 | &nbsp;&nbsp; 376962 |
|  | Phinia, Inc. | 322561 | &nbsp;&nbsp; 16353843 |
| # | Polaris, Inc. | 54964 | &nbsp;&nbsp; 2908145 |
| #\* | Portillo's, Inc., Class A | 464441 | &nbsp;&nbsp; 4625832 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pursuit Attractions & <br> Hospitality, Inc.<br>| 9673 | &nbsp;&nbsp; 292512 |
| # | PVH Corp. | 402433 | &nbsp;&nbsp; 29546631 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; RCI Hospitality <br> Holdings, Inc.<br>| 70531 | &nbsp;&nbsp; 2527126 |
|  | Rocky Brands, Inc. | 60462 | &nbsp;&nbsp; 1581686 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sally Beauty Holdings, <br> Inc.<br>| 750586 | &nbsp;&nbsp; 7310708 |
| # | Shoe Carnival, Inc. | 220018 | &nbsp;&nbsp; 4501568 |
| # | Signet Jewelers Ltd. | 342699 | &nbsp;&nbsp; 27107491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Smith & Wesson <br> Brands, Inc.<br>| 346218 | &nbsp;&nbsp; 2752433 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Solo Brands, Inc., <br> Class A<br>| 7 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sonic Automotive, Inc., <br> Class A<br>| 188118 | &nbsp;&nbsp; 13610337 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sportsman's <br> Warehouse <br> Holdings, Inc.<br>| 94805 | &nbsp;&nbsp; 319493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standard Motor <br> Products, Inc.<br>| 172929 | &nbsp;&nbsp; 5250124 |
| # | Steven Madden Ltd. | 381545 | &nbsp;&nbsp; 9158988 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Stitch Fix, Inc., <br> Class A<br>| 8027 | &nbsp;&nbsp; 37968 |
| \* | Stoneridge, Inc. | 175153 | &nbsp;&nbsp; 1348678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Strategic Education, <br> Inc.<br>| 180618 | &nbsp;&nbsp; 13391922 |
| \* | Strattec Security Corp. | 30476 | &nbsp;&nbsp; 1934007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sturm Ruger & Co., <br> Inc.<br>| 71623 | &nbsp;&nbsp; 2446642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Superior Group of <br> Cos., Inc.<br>| 119567 | &nbsp;&nbsp; 1153822 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tandy Leather Factory, <br> Inc.<br>| 5876 | &nbsp;&nbsp; $20684 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Target Hospitality <br> Corp.<br>| 120943 | &nbsp;&nbsp; 917957 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taylor Morrison Home <br> Corp.<br>| 814183 | &nbsp;&nbsp; 48264768 |
| # | Thor Industries, Inc. | 390679 | &nbsp;&nbsp; 35547882 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tile Shop Holdings, <br> Inc.<br>| 321528 | &nbsp;&nbsp; 2028842 |
| #\* | Tilly's, Inc., Class A | 163133 | &nbsp;&nbsp; 292008 |
|  | Toll Brothers, Inc. | 630143 | &nbsp;&nbsp; 74583725 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Topgolf Callaway <br> Brands Corp.<br>| 1297526 | &nbsp;&nbsp; 12002115 |
| \* | Traeger, Inc. | 69752 | &nbsp;&nbsp; 112998 |
| \* | Tri Pointe Homes, Inc. | 737983 | &nbsp;&nbsp; 22729876 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Under Armour, Inc. (UA <br> US), Class C<br>| 1557218 | &nbsp;&nbsp; 9810473 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Under Armour, Inc. <br> (UAA US), Class A<br>| 1528904 | &nbsp;&nbsp; 10151923 |
| \* | Unifi, Inc. | 136663 | &nbsp;&nbsp; 620450 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Universal Electronics, <br> Inc.<br>| 92363 | &nbsp;&nbsp; 560643 |
| # | Upbound Group, Inc. | 369216 | &nbsp;&nbsp; 7618772 |
| \* | Urban Outfitters, Inc. | 232397 | &nbsp;&nbsp; 17494846 |
| #\* | Vera Bradley, Inc. | 214175 | &nbsp;&nbsp; 413358 |
| \* | Victoria's Secret & Co. | 318924 | &nbsp;&nbsp; 5995771 |
| \* | Visteon Corp. | 142387 | &nbsp;&nbsp; 15826315 |
|  | Weyco Group, Inc. | 79851 | &nbsp;&nbsp; 2322067 |
| # | Whirlpool Corp. | 218097 | &nbsp;&nbsp; 18110775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Winnebago Industries, <br> Inc.<br>| 220476 | &nbsp;&nbsp; 6552547 |
| \* | Zumiez, Inc. | 152082 | &nbsp;&nbsp; 2085044 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> DISCRETIONARY |  | &nbsp;&nbsp; 1781845204 |
| CONSUMER STAPLES — (5.4%) | CONSUMER STAPLES — (5.4%) | CONSUMER STAPLES — (5.4%) | CONSUMER STAPLES — (5.4%) |
|  | Alico, Inc. | 54887 | &nbsp;&nbsp; 1771752 |
|  | Andersons, Inc. | 283895 | &nbsp;&nbsp; 10197508 |
| # | B&G Foods, Inc. | 577218 | &nbsp;&nbsp; 2366594 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Boston Beer Co., Inc. , <br> Class A<br>| 49766 | &nbsp;&nbsp; 10305543 |
| \* | Bridgford Foods Corp. | 1732 | &nbsp;&nbsp; 13181 |
|  | Bunge Global SA | 803975 | &nbsp;&nbsp; 64125046 |
|  | Calavo Growers, Inc. | 130558 | &nbsp;&nbsp; 3433675 |
|  | Cal-Maine Foods, Inc. | 346236 | &nbsp;&nbsp; 38480669 |
| # | Campbell's Co. | 867728 | &nbsp;&nbsp; 27697878 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Central Garden & Pet <br> Co. (CENT US)<br>| 96135 | &nbsp;&nbsp; 3751188 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Central Garden & Pet <br> Co. (CENTA US), <br> Class A<br>| 405800 | &nbsp;&nbsp; 14414016 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Coffee Holding Co., <br> Inc.<br>| 10036 | &nbsp;&nbsp; 41248 |
|  | Conagra Brands, Inc. | 3289328 | &nbsp;&nbsp; 60063129 |
| \* | Coty, Inc., Class A | 520638 | &nbsp;&nbsp; 2525094 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Darling Ingredients, <br> Inc.<br>| 1163849 | &nbsp;&nbsp; 37685431 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | Dole PLC | 549247 | &nbsp;&nbsp; $7821277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Edgewell Personal <br> Care Co.<br>| 385569 | &nbsp;&nbsp; 9727906 |
| \* | Farmer Bros Co. | 99790 | &nbsp;&nbsp; 164654 |
|  | Flowers Foods, Inc. | 538031 | &nbsp;&nbsp; 8527791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fresh Del Monte <br> Produce, Inc.<br>| 404864 | &nbsp;&nbsp; 15218838 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grocery Outlet Holding <br> Corp.<br>| 705826 | &nbsp;&nbsp; 9295728 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hain Celestial Group, <br> Inc.<br>| 445285 | &nbsp;&nbsp; 699097 |
| \* | HF Foods Group, Inc. | 97909 | &nbsp;&nbsp; 265333 |
| \* | Honest Co., Inc. | 59362 | &nbsp;&nbsp; 273659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ingles Markets, Inc., <br> Class A<br>| 121249 | &nbsp;&nbsp; 7630200 |
|  | Ingredion, Inc. | 452120 | &nbsp;&nbsp; 59471865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J&J Snack Foods <br> Corp.<br>| 51423 | &nbsp;&nbsp; 5805142 |
|  | J.M. Smucker Co. | 463300 | &nbsp;&nbsp; 49730622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; John B Sanfilippo & <br> Son, Inc.<br>| 39354 | &nbsp;&nbsp; 2491502 |
|  | Lifevantage Corp. | 358 | &nbsp;&nbsp; 4493 |
| \* | Lifeway Foods, Inc. | 63133 | &nbsp;&nbsp; 1592214 |
|  | Limoneira Co. | 106776 | &nbsp;&nbsp; 1567472 |
| \* | Mannatech, Inc. | 1106 | &nbsp;&nbsp; 9069 |
| \* | Medifast, Inc. | 5876 | &nbsp;&nbsp; 80913 |
|  | MGP Ingredients, Inc. | 86525 | &nbsp;&nbsp; 2446927 |
| \* | Mission Produce, Inc. | 392088 | &nbsp;&nbsp; 4838366 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Molson Coors <br> Beverage Co., <br> Class B<br>| 1395693 | &nbsp;&nbsp; 67998163 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Natural Alternatives <br> International, Inc.<br>| 43065 | &nbsp;&nbsp; 157187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Natural Grocers by <br> Vitamin Cottage, <br> Inc.<br>| 112629 | &nbsp;&nbsp; 4267513 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nature's Sunshine <br> Products, Inc.<br>| 123554 | &nbsp;&nbsp; 1730992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nu Skin Enterprises, <br> Inc., Class A<br>| 95379 | &nbsp;&nbsp; 799276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oil-Dri Corp. of <br> America<br>| 100001 | &nbsp;&nbsp; 5640056 |
| #\* | Olaplex Holdings, Inc. | 65616 | &nbsp;&nbsp; 91206 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Performance Food <br> Group Co.<br>| 7930 | &nbsp;&nbsp; 796172 |
| # | Pilgrim's Pride Corp. | 204980 | &nbsp;&nbsp; 9714002 |
| \* | Post Holdings, Inc. | 180409 | &nbsp;&nbsp; 19089076 |
|  | PriceSmart, Inc. | 227546 | &nbsp;&nbsp; 24461195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reynolds Consumer <br> Products, Inc.<br>| 413915 | &nbsp;&nbsp; 9308948 |
|  | Seaboard Corp. | 6428 | &nbsp;&nbsp; 20358633 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seneca Foods Corp. <br> (SENEA US), <br> Class A<br>| 55353 | &nbsp;&nbsp; 5797120 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; Seneca Foods Corp. <br> (SENEB US), <br> Class B<br>| 289 | &nbsp;&nbsp; 30836 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Simply Good Foods <br> Co.<br>| 692344 | &nbsp;&nbsp; $21088798 |
|  | SpartanNash Co. | 146700 | &nbsp;&nbsp; 3893418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Spectrum Brands <br> Holdings, Inc.<br>| 213153 | &nbsp;&nbsp; 11405817 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tootsie Roll Industries, <br> Inc.<br>| 95303 | &nbsp;&nbsp; 3614843 |
| \* | TreeHouse Foods, Inc. | 428258 | &nbsp;&nbsp; 8231119 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Natural Foods, <br> Inc.<br>| 439620 | &nbsp;&nbsp; 12151097 |
|  | Universal Corp. | 209895 | &nbsp;&nbsp; 11432981 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; USANA Health <br> Sciences, Inc.<br>| 133313 | &nbsp;&nbsp; 3918069 |
|  | Utz Brands, Inc. | 270022 | &nbsp;&nbsp; 3518387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Village Super Market, <br> Inc., Class A<br>| 105957 | &nbsp;&nbsp; 3644921 |
| # | Weis Markets, Inc. | 224531 | &nbsp;&nbsp; 16258290 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> STAPLES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> STAPLES |  | &nbsp;&nbsp; 733933135 |
| ENERGY — (8.4%) | ENERGY — (8.4%) | ENERGY — (8.4%) | ENERGY — (8.4%) |
| \* | Amplify Energy Corp. | 367711 | &nbsp;&nbsp; 1397302 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Antero Resources <br> Corp.<br>| 1001056 | &nbsp;&nbsp; 34966886 |
| # | APA Corp. | 2417109 | &nbsp;&nbsp; 46626033 |
|  | Archrock, Inc. | 941661 | &nbsp;&nbsp; 21997201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ardmore Shipping <br> Corp.<br>| 324139 | &nbsp;&nbsp; 3526632 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Atlas Energy Solutions, <br> Inc.<br>| 257510 | &nbsp;&nbsp; 3347630 |
|  | Berry Corp. | 553459 | &nbsp;&nbsp; 1671446 |
| \* | Bristow Group, Inc. | 210415 | &nbsp;&nbsp; 7274047 |
|  | Cactus, Inc., Class A | 90152 | &nbsp;&nbsp; 3814331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; California Resources <br> Corp.<br>| 504830 | &nbsp;&nbsp; 24322709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chord Energy Corp. <br> (CHRD US)<br>| 43054 | &nbsp;&nbsp; 4750148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Civitas Resources, <br> Inc.<br>| 425151 | &nbsp;&nbsp; 12907584 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Clean Energy Fuels <br> Corp.<br>| 1526760 | &nbsp;&nbsp; 3099323 |
| \* | CNX Resources Corp. | 1172777 | &nbsp;&nbsp; 35546871 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Comstock Resources, <br> Inc.<br>| 2044389 | &nbsp;&nbsp; 36533231 |
| \* | Comstock, Inc. | 5664 | &nbsp;&nbsp; 18578 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Core Laboratories, <br> Inc.<br>| 199511 | &nbsp;&nbsp; 2182650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Core Natural <br> Resources, Inc.<br>| 335487 | &nbsp;&nbsp; 24762295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crescent Energy Co., <br> Class A<br>| 1519400 | &nbsp;&nbsp; 14039256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delek U.S. Holdings, <br> Inc.<br>| 131886 | &nbsp;&nbsp; 2950290 |
|  | DHT Holdings, Inc. | 1291082 | &nbsp;&nbsp; 14318099 |
| \* | DMC Global, Inc. | 172615 | &nbsp;&nbsp; 1396455 |
|  | Dorian LPG Ltd. | 342554 | &nbsp;&nbsp; 9862130 |
| \* | DT Midstream, Inc. | 326475 | &nbsp;&nbsp; 33538777 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Energy Services of <br> America Corp.<br>| 45821 | &nbsp;&nbsp; $500824 |
|  | Epsilon Energy Ltd. | 72082 | &nbsp;&nbsp; 450512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evolution Petroleum <br> Corp.<br>| 256465 | &nbsp;&nbsp; 1238726 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Expro Group Holdings <br> NV<br>| 767134 | &nbsp;&nbsp; 8269705 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forum Energy <br> Technologies, Inc.<br>| 87728 | &nbsp;&nbsp; 1729119 |
|  | FutureFuel Corp. | 316924 | &nbsp;&nbsp; 1283542 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Geospace <br> Technologies Corp.<br>| 83213 | &nbsp;&nbsp; 1348883 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gran Tierra Energy, <br> Inc. (GTE US)<br>| 3136 | &nbsp;&nbsp; 14049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Granite Ridge <br> Resources, Inc.<br>| 238244 | &nbsp;&nbsp; 1236486 |
| #\* | Green Plains, Inc. | 284409 | &nbsp;&nbsp; 2352062 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Island Fabrication, <br> Inc.<br>| 118659 | &nbsp;&nbsp; 797388 |
| \* | Gulfport Energy Corp. | 71908 | &nbsp;&nbsp; 12521340 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Helix Energy Solutions <br> Group, Inc.<br>| 1185229 | &nbsp;&nbsp; 7028408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Helmerich & Payne, <br> Inc.<br>| 725983 | &nbsp;&nbsp; 11768184 |
|  | HF Sinclair Corp. | 1447378 | &nbsp;&nbsp; 63597789 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Innovex International, <br> Inc.<br>| 440449 | &nbsp;&nbsp; 7232173 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; International Seaways, <br> Inc.<br>| 393692 | &nbsp;&nbsp; 15708311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kodiak Gas Services, <br> Inc.<br>| 369938 | &nbsp;&nbsp; 11960096 |
| #\* | Kosmos Energy Ltd. | 1113250 | &nbsp;&nbsp; 2393487 |
|  | Liberty Energy, Inc. | 1267506 | &nbsp;&nbsp; 15641024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magnolia Oil & Gas <br> Corp., Class A<br>| 1058693 | &nbsp;&nbsp; 25218067 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mammoth Energy <br> Services, Inc.<br>| 253763 | &nbsp;&nbsp; 659784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matador Resources <br> Co.<br>| 932173 | &nbsp;&nbsp; 46496789 |
|  | Mexco Energy Corp. | 1995 | &nbsp;&nbsp; 16459 |
| # | Murphy Oil Corp. | 1152207 | &nbsp;&nbsp; 28586256 |
| #\* | Nabors Industries Ltd. | 57339 | &nbsp;&nbsp; 1994250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NACCO Industries, <br> Inc., Class A<br>| 49547 | &nbsp;&nbsp; 1878822 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Energy <br> Services Reunited <br> Corp.<br>| 17755 | &nbsp;&nbsp; 118426 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Natural Gas Services <br> Group, Inc.<br>| 101538 | &nbsp;&nbsp; 2446050 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NCS Multistage <br> Holdings, Inc.<br>| 1837 | &nbsp;&nbsp; 55937 |
| # | Noble Corp. PLC | 325428 | &nbsp;&nbsp; 8724725 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nordic American <br> Tankers Ltd.<br>| 1552309 | &nbsp;&nbsp; 4330942 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Northern Oil & Gas, <br> Inc.<br>| 711465 | &nbsp;&nbsp; 20034854 |
|  | NOV, Inc. | 2752838 | &nbsp;&nbsp; 34630702 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oceaneering <br> International, Inc.<br>| 353459 | &nbsp;&nbsp; $7670060 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oil States International, <br> Inc.<br>| 456949 | &nbsp;&nbsp; 2280176 |
|  | Ovintiv, Inc. | 1693529 | &nbsp;&nbsp; 69739524 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Par Pacific Holdings, <br> Inc.<br>| 308595 | &nbsp;&nbsp; 9683711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Patterson-UTI Energy, <br> Inc.<br>| 2780086 | &nbsp;&nbsp; 16430308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PBF Energy, Inc., <br> Class A<br>| 866426 | &nbsp;&nbsp; 19581228 |
| # | Peabody Energy Corp. | 940503 | &nbsp;&nbsp; 15189123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Permian Resources <br> Corp.<br>| 5071240 | &nbsp;&nbsp; 71808758 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PrimeEnergy <br> Resources Corp.<br>| 10119 | &nbsp;&nbsp; 1705760 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ProPetro Holding <br> Corp.<br>| 770375 | &nbsp;&nbsp; 4129210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Range Resources <br> Corp.<br>| 880616 | &nbsp;&nbsp; 32336220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ranger Energy <br> Services, Inc., <br> Class A<br>| 163267 | &nbsp;&nbsp; 2186145 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; REX American <br> Resources Corp.<br>| 165108 | &nbsp;&nbsp; 8631846 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Riley Exploration <br> Permian, Inc.<br>| 61695 | &nbsp;&nbsp; 1618877 |
| # | RPC, Inc. | 1555154 | &nbsp;&nbsp; 7231466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SandRidge Energy, <br> Inc.<br>| 273818 | &nbsp;&nbsp; 2844969 |
|  | Scorpio Tankers, Inc. | 404504 | &nbsp;&nbsp; 18287626 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SEACOR Marine <br> Holdings, Inc.<br>| 190165 | &nbsp;&nbsp; 950825 |
| #\* | Seadrill Ltd. | 472739 | &nbsp;&nbsp; 13785069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Select Water Solutions, <br> Inc.<br>| 837020 | &nbsp;&nbsp; 8060503 |
| # | SFL Corp. Ltd. | 1075571 | &nbsp;&nbsp; 9873742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sitio Royalties Corp., <br> Class A<br>| 379714 | &nbsp;&nbsp; 6899403 |
|  | SM Energy Co. | 889889 | &nbsp;&nbsp; 24552038 |
|  | Smart Sand, Inc. | 190815 | &nbsp;&nbsp; 389263 |
| \* | Stabilis Solutions, Inc. | 586 | &nbsp;&nbsp; 2696 |
| \* | Talos Energy, Inc. | 1311063 | &nbsp;&nbsp; 11209589 |
|  | Teekay Corp. Ltd. | 672713 | &nbsp;&nbsp; 4843534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teekay Tankers Ltd., <br> Class A<br>| 237682 | &nbsp;&nbsp; 10065833 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TETRA Technologies, <br> Inc.<br>| 514097 | &nbsp;&nbsp; 2107798 |
| \* | Tidewater, Inc. | 196118 | &nbsp;&nbsp; 9807861 |
| \* | TOP Ships, Inc. | 1650 | &nbsp;&nbsp; 9520 |
| #\* | Transocean Ltd. | 5870230 | &nbsp;&nbsp; 17141072 |
|  | VAALCO Energy, Inc. | 720336 | &nbsp;&nbsp; 2679650 |
| #\* | Valaris Ltd. | 392456 | &nbsp;&nbsp; 19085135 |
| #\* | Vital Energy, Inc. | 116994 | &nbsp;&nbsp; 2186618 |
| # | Vitesse Energy, Inc. | 208733 | &nbsp;&nbsp; 4994981 |
|  | World Kinect Corp. | 465365 | &nbsp;&nbsp; 12690504 |
| TOTAL ENERGY | TOTAL ENERGY |  | &nbsp;&nbsp; 1139804716 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (28.3%) | FINANCIALS — (28.3%) | FINANCIALS — (28.3%) | FINANCIALS — (28.3%) |
|  | 1st Source Corp. | 200764 | &nbsp;&nbsp; $12009702 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Acacia Research <br> Corp.<br>| 411459 | &nbsp;&nbsp; 1456565 |
|  | ACNB Corp. | 45805 | &nbsp;&nbsp; 1928391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Affiliated Managers <br> Group, Inc.<br>| 6948 | &nbsp;&nbsp; 1458177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Affinity Bancshares, <br> Inc.<br>| 6529 | &nbsp;&nbsp; 124051 |
|  | Alerus Financial Corp. | 70447 | &nbsp;&nbsp; 1489250 |
|  | Ally Financial, Inc. | 2167576 | &nbsp;&nbsp; 82042752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amalgamated Financial <br> Corp.<br>| 215076 | &nbsp;&nbsp; 6235053 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ambac Financial <br> Group, Inc.<br>| 381606 | &nbsp;&nbsp; 3205490 |
|  | Amerant Bancorp, Inc. | 190061 | &nbsp;&nbsp; 3668177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Coastal <br> Insurance Corp.<br>| 43849 | &nbsp;&nbsp; 456468 |
|  | Ameris Bancorp | 526081 | &nbsp;&nbsp; 35957636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AmeriServ Financial, <br> Inc.<br>| 127994 | &nbsp;&nbsp; 359663 |
|  | Ames National Corp. | 53958 | &nbsp;&nbsp; 973942 |
|  | Arrow Financial Corp. | 115759 | &nbsp;&nbsp; 3102341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Associated <br> Banc-Corp.<br>| 1282516 | &nbsp;&nbsp; 31729446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Associated Capital <br> Group, Inc., Class A<br>| 18218 | &nbsp;&nbsp; 674430 |
|  | Assured Guaranty Ltd. | 378652 | &nbsp;&nbsp; 32026386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atlantic Union <br> Bankshares Corp.<br>| 991668 | &nbsp;&nbsp; 31435876 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atlanticus Holdings <br> Corp.<br>| 98078 | &nbsp;&nbsp; 4867611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Auburn National <br> BanCorp, Inc.<br>| 1419 | &nbsp;&nbsp; 39675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Axis Capital Holdings <br> Ltd.<br>| 358065 | &nbsp;&nbsp; 33600820 |
| \* | Axos Financial, Inc. | 415424 | &nbsp;&nbsp; 35871862 |
| # | Banc of California, Inc. | 579852 | &nbsp;&nbsp; 8419451 |
|  | Bank First Corp. | 7300 | &nbsp;&nbsp; 867386 |
|  | Bank of Hawaii Corp. | 68808 | &nbsp;&nbsp; 4257839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Marin <br> Bancorp<br>| 111369 | &nbsp;&nbsp; 2522508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of NT Butterfield <br> & Son Ltd.<br>| 226269 | &nbsp;&nbsp; 10297502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of the James <br> Financial Group, <br> Inc.<br>| 3940 | &nbsp;&nbsp; 53978 |
|  | Bank OZK | 879137 | &nbsp;&nbsp; 43341454 |
|  | Bank7 Corp. | 33306 | &nbsp;&nbsp; 1475123 |
|  | BankFinancial Corp. | 141531 | &nbsp;&nbsp; 1573825 |
|  | BankUnited, Inc. | 531172 | &nbsp;&nbsp; 19371843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bankwell Financial <br> Group, Inc.<br>| 44663 | &nbsp;&nbsp; 1782054 |
|  | Banner Corp. | 244435 | &nbsp;&nbsp; 15173303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bar Harbor <br> Bankshares<br>| 106703 | &nbsp;&nbsp; 3098655 |
|  | BayCom Corp. | 85330 | &nbsp;&nbsp; 2304763 |
|  | BCB Bancorp, Inc. | 117652 | &nbsp;&nbsp; 983571 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hills <br> Bancorp, Inc.<br>| 347428 | &nbsp;&nbsp; $8560626 |
| \* | Blue Foundry Bancorp | 154479 | &nbsp;&nbsp; 1320795 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blue Ridge <br> Bankshares, Inc.<br>| 61328 | &nbsp;&nbsp; 225074 |
|  | BOK Financial Corp. | 450624 | &nbsp;&nbsp; 45751855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bread Financial <br> Holdings, Inc.<br>| 378727 | &nbsp;&nbsp; 23215965 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bridgewater <br> Bancshares, Inc.<br>| 145883 | &nbsp;&nbsp; 2269939 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Brighthouse Financial, <br> Inc.<br>| 447913 | &nbsp;&nbsp; 21432637 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Broadway Financial <br> Corp.<br>| 6851 | &nbsp;&nbsp; 56110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brookline Bancorp, <br> Inc.<br>| 690775 | &nbsp;&nbsp; 7128798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Burke & Herbert <br> Financial Services <br> Corp.<br>| 41237 | &nbsp;&nbsp; 2391334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Business First <br> Bancshares, Inc.<br>| 121982 | &nbsp;&nbsp; 2897073 |
| \* | BV Financial, Inc. | 14589 | &nbsp;&nbsp; 228172 |
|  | Byline Bancorp, Inc. | 310874 | &nbsp;&nbsp; 8175986 |
|  | C&F Financial Corp. | 22203 | &nbsp;&nbsp; 1417662 |
|  | Cadence Bank | 1433853 | &nbsp;&nbsp; 49969777 |
| \* | California BanCorp | 27431 | &nbsp;&nbsp; 411191 |
| » | &nbsp;&nbsp;&nbsp;&nbsp; California First Leasing <br> Corp.<br>| 383 | &nbsp;&nbsp; 7430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Camden National <br> Corp.<br>| 116820 | &nbsp;&nbsp; 4405282 |
|  | Capital Bancorp, Inc. | 67268 | &nbsp;&nbsp; 2117597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capital City Bank <br> Group, Inc.<br>| 139298 | &nbsp;&nbsp; 5514808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capitol Federal <br> Financial, Inc.<br>| 931158 | &nbsp;&nbsp; 5605571 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Carter Bankshares, <br> Inc.<br>| 159290 | &nbsp;&nbsp; 2768460 |
| \* | Carver Bancorp, Inc. | 3882 | &nbsp;&nbsp; 8230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cass Information <br> Systems, Inc.<br>| 1939 | &nbsp;&nbsp; 77579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay General <br> Bancorp<br>| 509923 | &nbsp;&nbsp; 23058718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CB Financial Services, <br> Inc.<br>| 2041 | &nbsp;&nbsp; 64608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Pacific <br> Financial Corp.<br>| 191391 | &nbsp;&nbsp; 5102484 |
|  | CF Bankshares, Inc. | 2987 | &nbsp;&nbsp; 70493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chemung Financial <br> Corp.<br>| 30824 | &nbsp;&nbsp; 1559694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ChoiceOne Financial <br> Services, Inc.<br>| 16454 | &nbsp;&nbsp; 483748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens & Northern <br> Corp.<br>| 107176 | &nbsp;&nbsp; 2038488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens Community <br> Bancorp, Inc.<br>| 28545 | &nbsp;&nbsp; 420753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens Financial <br> Services, Inc.<br>| 1525 | &nbsp;&nbsp; 81877 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | City Holding Co. | 9793 | &nbsp;&nbsp; $1195725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Civista Bancshares, <br> Inc.<br>| 107828 | &nbsp;&nbsp; 2099411 |
|  | CNB Financial Corp. | 169771 | &nbsp;&nbsp; 3896244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CNO Financial Group, <br> Inc.<br>| 721123 | &nbsp;&nbsp; 26566171 |
|  | Cohen & Co., Inc. | 2487 | &nbsp;&nbsp; 28737 |
|  | Colony Bankcorp, Inc. | 112634 | &nbsp;&nbsp; 1846071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking <br> System, Inc.<br>| 1042627 | &nbsp;&nbsp; 24814523 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Columbia Financial, <br> Inc.<br>| 276094 | &nbsp;&nbsp; 3972993 |
|  | Comerica, Inc. | 892098 | &nbsp;&nbsp; 60279062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community Financial <br> System, Inc.<br>| 297998 | &nbsp;&nbsp; 15704495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community Trust <br> Bancorp, Inc.<br>| 161465 | &nbsp;&nbsp; 8715881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community West <br> Bancshares<br>| 111656 | &nbsp;&nbsp; 2149378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ConnectOne Bancorp, <br> Inc.<br>| 366722 | &nbsp;&nbsp; 8445608 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Consumer Portfolio <br> Services, Inc.<br>| 213629 | &nbsp;&nbsp; 1687669 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Customers Bancorp, <br> Inc.<br>| 246050 | &nbsp;&nbsp; 15685687 |
|  | CVB Financial Corp. | 953398 | &nbsp;&nbsp; 17819009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diamond Hill <br> Investment Group, <br> Inc.<br>| 1518 | &nbsp;&nbsp; 205795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DigitalBridge Group, <br> Inc.<br>| 285326 | &nbsp;&nbsp; 3064401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dime Community <br> Bancshares, Inc.<br>| 296635 | &nbsp;&nbsp; 8219756 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dominari Holdings, <br> Inc.<br>| 3827 | &nbsp;&nbsp; 17413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Donegal Group, Inc. <br> (DGICA US), <br> Class A<br>| 269955 | &nbsp;&nbsp; 4629728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagle Bancorp <br> Montana, Inc.<br>| 32573 | &nbsp;&nbsp; 525077 |
|  | Eagle Bancorp, Inc. | 210346 | &nbsp;&nbsp; 3384467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastern Bankshares, <br> Inc.<br>| 1226234 | &nbsp;&nbsp; 18945315 |
| \* | eHealth, Inc. | 205603 | &nbsp;&nbsp; 699050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Employers Holdings, <br> Inc.<br>| 198247 | &nbsp;&nbsp; 8183636 |
| # | Enact Holdings, Inc. | 295778 | &nbsp;&nbsp; 10281243 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Encore Capital Group, <br> Inc.<br>| 214818 | &nbsp;&nbsp; 7922488 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enova International, <br> Inc.<br>| 139660 | &nbsp;&nbsp; 14602850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enterprise Financial <br> Services Corp.<br>| 260109 | &nbsp;&nbsp; 14355416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Equity Bancshares, <br> Inc., Class A<br>| 121954 | &nbsp;&nbsp; 4583031 |
|  | Essent Group Ltd. | 737908 | &nbsp;&nbsp; 41315469 |
|  | Everest Group Ltd. | 14422 | &nbsp;&nbsp; 4842908 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; EZCORP, Inc., <br> Class A<br>| 400915 | &nbsp;&nbsp; $5741103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; F&G Annuities & Life, <br> Inc.<br>| 53829 | &nbsp;&nbsp; 1717683 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Farmers & Merchants <br> Bancorp, Inc.<br>| 21747 | &nbsp;&nbsp; 522145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Farmers National Banc <br> Corp.<br>| 253173 | &nbsp;&nbsp; 3427962 |
|  | FB Financial Corp. | 419755 | &nbsp;&nbsp; 20467254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Federal Agricultural <br> Mortgage Corp. <br> (AGM US), Class C<br>| 65784 | &nbsp;&nbsp; 11332610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Federal Agricultural <br> Mortgage Corp. <br> (AGM/A US), <br> Class A<br>| 301 | &nbsp;&nbsp; 38528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelis Insurance <br> Holdings Ltd.<br>| 178494 | &nbsp;&nbsp; 2697044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelity D&D Bancorp, <br> Inc.<br>| 1845 | &nbsp;&nbsp; 74612 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Finance of America <br> Cos., Inc., Class A<br>| 7339 | &nbsp;&nbsp; 158009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Financial Institutions, <br> Inc.<br>| 139051 | &nbsp;&nbsp; 3544410 |
|  | Finward Bancorp | 2970 | &nbsp;&nbsp; 82358 |
| \* | Finwise Bancorp | 4384 | &nbsp;&nbsp; 78342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First American <br> Financial Corp.<br>| 698681 | &nbsp;&nbsp; 41955794 |
|  | First BanCorp | 1258317 | &nbsp;&nbsp; 26210743 |
|  | First Bancorp, Inc. | 78661 | &nbsp;&nbsp; 1983044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Bancorp/Southern <br> Pines NC<br>| 291043 | &nbsp;&nbsp; 14578344 |
|  | First Bank | 130849 | &nbsp;&nbsp; 1949650 |
|  | First Busey Corp. | 675622 | &nbsp;&nbsp; 15079883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Business <br> Financial Services, <br> Inc.<br>| 76778 | &nbsp;&nbsp; 3656168 |
|  | First Capital, Inc. | 520 | &nbsp;&nbsp; 18470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Commonwealth <br> Financial Corp.<br>| 803569 | &nbsp;&nbsp; 13266924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Community <br> Bankshares, Inc.<br>| 173481 | &nbsp;&nbsp; 6332057 |
|  | First Community Corp. | 28414 | &nbsp;&nbsp; 703957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Financial <br> Bancorp<br>| 761837 | &nbsp;&nbsp; 18466929 |
|  | First Financial Corp. | 83564 | &nbsp;&nbsp; 4474852 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; First Financial <br> Northwest, Inc.<br>| 82917 | &nbsp;&nbsp; 99500 |
| #\* | First Foundation, Inc. | 570268 | &nbsp;&nbsp; 2777205 |
|  | First Hawaiian, Inc. | 904951 | &nbsp;&nbsp; 21945062 |
|  | First Horizon Corp. | 3817933 | &nbsp;&nbsp; 83269119 |
|  | First Internet Bancorp | 60753 | &nbsp;&nbsp; 1332313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Interstate <br> BancSystem, Inc., <br> Class A<br>| 715065 | &nbsp;&nbsp; 20586721 |
|  | First Merchants Corp. | 414569 | &nbsp;&nbsp; 15803370 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Mid Bancshares, <br> Inc.<br>| 154312 | &nbsp;&nbsp; $5859227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Northwest <br> Bancorp<br>| 67736 | &nbsp;&nbsp; 518180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Savings Financial <br> Group, Inc.<br>| 5315 | &nbsp;&nbsp; 135958 |
|  | First United Corp. | 44311 | &nbsp;&nbsp; 1456503 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Western <br> Financial, Inc.<br>| 52262 | &nbsp;&nbsp; 1131211 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Firstsun Capital <br> Bancorp<br>| 12327 | &nbsp;&nbsp; 438225 |
|  | Five Star Bancorp | 31027 | &nbsp;&nbsp; 933602 |
|  | Flagstar Financial, Inc. | 9641 | &nbsp;&nbsp; 108847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flushing Financial <br> Corp.<br>| 232315 | &nbsp;&nbsp; 2785457 |
| \* | Flywire Corp. | 140218 | &nbsp;&nbsp; 1526974 |
|  | FNB Corp. | 2547855 | &nbsp;&nbsp; 39033139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Financial <br> Services Corp.<br>| 3364 | &nbsp;&nbsp; 135233 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Resources, <br> Inc.<br>| 2540945 | &nbsp;&nbsp; 60982680 |
|  | FS Bancorp, Inc. | 67176 | &nbsp;&nbsp; 2625910 |
|  | Fulton Financial Corp. | 1423950 | &nbsp;&nbsp; 25559902 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Fundamental Global, <br> Inc.<br>| 2004 | &nbsp;&nbsp; 41663 |
| #\* | FVCBankcorp, Inc. | 55112 | &nbsp;&nbsp; 705985 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Genworth Financial, <br> Inc.<br>| 3371765 | &nbsp;&nbsp; 26502073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; German American <br> Bancorp, Inc.<br>| 200380 | &nbsp;&nbsp; 7698600 |
|  | Glacier Bancorp, Inc. | 4071 | &nbsp;&nbsp; 178432 |
|  | Globe Life, Inc. | 313778 | &nbsp;&nbsp; 44076396 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GoHealth, Inc., <br> Class A<br>| 6869 | &nbsp;&nbsp; 42107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Southern <br> Bancorp, Inc.<br>| 107469 | &nbsp;&nbsp; 6119285 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Green Dot Corp., <br> Class A<br>| 371816 | &nbsp;&nbsp; 3762778 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Greenlight Capital Re <br> Ltd., Class A<br>| 296779 | &nbsp;&nbsp; 3858127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guaranty Bancshares, <br> Inc.<br>| 76459 | &nbsp;&nbsp; 3334377 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hamilton Insurance <br> Group Ltd., Class B<br>| 35602 | &nbsp;&nbsp; 765087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hancock Whitney <br> Corp.<br>| 667108 | &nbsp;&nbsp; 39839690 |
|  | Hanmi Financial Corp. | 214751 | &nbsp;&nbsp; 4898470 |
|  | Hanover Bancorp, Inc. | 3292 | &nbsp;&nbsp; 68507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HarborOne Bancorp, <br> Inc.<br>| 275786 | &nbsp;&nbsp; 3262548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hawthorn Bancshares, <br> Inc.<br>| 1225 | &nbsp;&nbsp; 34937 |
|  | HBT Financial, Inc. | 65564 | &nbsp;&nbsp; 1630577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hennessy Advisors, <br> Inc.<br>| 3114 | &nbsp;&nbsp; 38800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Commerce <br> Corp.<br>| 428750 | &nbsp;&nbsp; 3965938 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Financial <br> Corp.<br>| 244551 | &nbsp;&nbsp; $5512180 |
| \* | Heritage Global, Inc. | 7421 | &nbsp;&nbsp; 15955 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Insurance <br> Holdings, Inc.<br>| 195019 | &nbsp;&nbsp; 4112951 |
|  | Hilltop Holdings, Inc. | 474239 | &nbsp;&nbsp; 14037474 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hingham Institution For <br> Savings<br>| 4157 | &nbsp;&nbsp; 1017966 |
|  | Home Bancorp, Inc. | 56815 | &nbsp;&nbsp; 2970856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Home BancShares, <br> Inc.<br>| 776553 | &nbsp;&nbsp; 21867732 |
| \* | HomeStreet, Inc. | 90718 | &nbsp;&nbsp; 1186591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HomeTrust <br> Bancshares, Inc.<br>| 89314 | &nbsp;&nbsp; 3470742 |
|  | Hope Bancorp, Inc. | 939184 | &nbsp;&nbsp; 9382448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Horace Mann <br> Educators Corp.<br>| 290708 | &nbsp;&nbsp; 12363811 |
|  | Horizon Bancorp, Inc. | 305597 | &nbsp;&nbsp; 4733698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Independent Bank <br> Corp. (IBCP US)<br>| 160637 | &nbsp;&nbsp; 4907460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Independent Bank <br> Corp. (INDB US)<br>| 347606 | &nbsp;&nbsp; 22090361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Bancshares Corp.<br>| 597004 | &nbsp;&nbsp; 40703733 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; International Money <br> Express, Inc.<br>| 5672 | &nbsp;&nbsp; 50991 |
|  | Invesco Ltd. | 3072948 | &nbsp;&nbsp; 64562637 |
|  | Investar Holding Corp. | 57382 | &nbsp;&nbsp; 1245189 |
|  | Investors Title Co. | 13443 | &nbsp;&nbsp; 2839430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jackson Financial, Inc., <br> Class A<br>| 560436 | &nbsp;&nbsp; 49071776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; James River Group <br> Holdings Ltd.<br>| 139278 | &nbsp;&nbsp; 793885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Janus Henderson <br> Group PLC<br>| 1072421 | &nbsp;&nbsp; 46435829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jefferies Financial <br> Group, Inc.<br>| 140918 | &nbsp;&nbsp; 8125332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kearny Financial <br> Corp.<br>| 446243 | &nbsp;&nbsp; 2646221 |
|  | Kemper Corp. | 328845 | &nbsp;&nbsp; 20253564 |
| \* | Kestrel Group Ltd. | 19342 | &nbsp;&nbsp; 525716 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lake Shore Bancorp, <br> Inc.<br>| 550 | &nbsp;&nbsp; 6771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lakeland Financial <br> Corp.<br>| 8204 | &nbsp;&nbsp; 519887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Landmark Bancorp, <br> Inc.<br>| 5479 | &nbsp;&nbsp; 133085 |
|  | LCNB Corp. | 64093 | &nbsp;&nbsp; 946013 |
| \* | LendingClub Corp. | 793570 | &nbsp;&nbsp; 12371756 |
|  | Lincoln National Corp. | 241227 | &nbsp;&nbsp; 9193161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Live Oak Bancshares, <br> Inc.<br>| 214055 | &nbsp;&nbsp; 6766279 |
|  | Magyar Bancorp, Inc. | 2641 | &nbsp;&nbsp; 44580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MainStreet <br> Bancshares, Inc.<br>| 14242 | &nbsp;&nbsp; 287688 |
|  | Mercantile Bank Corp. | 131599 | &nbsp;&nbsp; 6012758 |
|  | Merchants Bancorp | 190940 | &nbsp;&nbsp; 5594542 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mercury General <br> Corp.<br>| 395152 | &nbsp;&nbsp; $27364276 |
|  | Meridian Corp. | 41334 | &nbsp;&nbsp; 608850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metrocity Bankshares, <br> Inc.<br>| 62234 | &nbsp;&nbsp; 1717658 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Bank <br> Holding Corp.<br>| 59461 | &nbsp;&nbsp; 4194379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MGIC Investment <br> Corp.<br>| 1849492 | &nbsp;&nbsp; 47901843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mid Penn Bancorp, <br> Inc.<br>| 95359 | &nbsp;&nbsp; 2617605 |
|  | Middlefield Banc Corp. | 649 | &nbsp;&nbsp; 18075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Midland States <br> Bancorp, Inc.<br>| 161622 | &nbsp;&nbsp; 2741109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MidWestOne Financial <br> Group, Inc.<br>| 142875 | &nbsp;&nbsp; 3934778 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mr. Cooper Group, <br> Inc.<br>| 464321 | &nbsp;&nbsp; 72304066 |
|  | MVB Financial Corp. | 72416 | &nbsp;&nbsp; 1646740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bank Holdings <br> Corp., Class A<br>| 296731 | &nbsp;&nbsp; 10996851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bankshares, <br> Inc.<br>| 25672 | &nbsp;&nbsp; 712655 |
|  | Navient Corp. | 1158147 | &nbsp;&nbsp; 14986422 |
| # | NBT Bancorp, Inc. | 380903 | &nbsp;&nbsp; 15761766 |
|  | Nelnet, Inc., Class A | 236090 | &nbsp;&nbsp; 29456949 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NerdWallet, Inc., <br> Class A<br>| 117617 | &nbsp;&nbsp; 1245564 |
| \* | NI Holdings, Inc. | 60497 | &nbsp;&nbsp; 770732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nicolet Bankshares, <br> Inc.<br>| 103993 | &nbsp;&nbsp; 13415097 |
| \* | NMI Holdings, Inc. | 652789 | &nbsp;&nbsp; 24362085 |
|  | Northeast Bank | 63970 | &nbsp;&nbsp; 6343905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northeast Community <br> Bancorp, Inc.<br>| 51852 | &nbsp;&nbsp; 1071262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northfield Bancorp, <br> Inc.<br>| 332695 | &nbsp;&nbsp; 3543202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northrim BanCorp, <br> Inc.<br>| 57569 | &nbsp;&nbsp; 4808739 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Northwest Bancshares, <br> Inc.<br>| 995135 | &nbsp;&nbsp; 11643080 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Norwood Financial <br> Corp.<br>| 15643 | &nbsp;&nbsp; 379186 |
|  | Oak Valley Bancorp | 15739 | &nbsp;&nbsp; 419444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OceanFirst Financial <br> Corp.<br>| 418270 | &nbsp;&nbsp; 7018571 |
|  | OFG Bancorp | 439706 | &nbsp;&nbsp; 18740270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ohio Valley Banc <br> Corp.<br>| 14189 | &nbsp;&nbsp; 457453 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Old Market Capital <br> Corp.<br>| 43400 | &nbsp;&nbsp; 249984 |
|  | Old National Bancorp | 2321423 | &nbsp;&nbsp; 49005240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Point Financial <br> Corp.<br>| 1868 | &nbsp;&nbsp; 75000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Republic <br> International Corp.<br>| 822770 | &nbsp;&nbsp; 29759591 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Second Bancorp, <br> Inc.<br>| 326738 | &nbsp;&nbsp; $5544744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OneMain Holdings, <br> Inc.<br>| 787085 | &nbsp;&nbsp; 45485642 |
| \* | Onity Group, Inc. | 54164 | &nbsp;&nbsp; 2043066 |
|  | OP Bancorp | 82461 | &nbsp;&nbsp; 1055501 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oportun Financial <br> Corp.<br>| 203402 | &nbsp;&nbsp; 1246854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oppenheimer <br> Holdings, Inc., <br> Class A<br>| 67272 | &nbsp;&nbsp; 5099890 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OptimumBank <br> Holdings, Inc.<br>| 28972 | &nbsp;&nbsp; 130374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orange County <br> Bancorp, Inc.<br>| 6070 | &nbsp;&nbsp; 151689 |
|  | Origin Bancorp, Inc. | 189680 | &nbsp;&nbsp; 6932804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orrstown Financial <br> Services, Inc.<br>| 101670 | &nbsp;&nbsp; 3340876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Premier <br> Bancorp, Inc.<br>| 682680 | &nbsp;&nbsp; 14793676 |
|  | Park National Corp. | 52882 | &nbsp;&nbsp; 8560009 |
|  | Parke Bancorp, Inc. | 80286 | &nbsp;&nbsp; 1657906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pathfinder Bancorp, <br> Inc.<br>| 806 | &nbsp;&nbsp; 11792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pathward Financial, <br> Inc.<br>| 133778 | &nbsp;&nbsp; 10116961 |
| \* | Paysafe Ltd. | 360176 | &nbsp;&nbsp; 4376138 |
|  | PCB Bancorp | 69209 | &nbsp;&nbsp; 1414632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peapack-Gladstone <br> Financial Corp.<br>| 136401 | &nbsp;&nbsp; 3475497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PennyMac Financial <br> Services, Inc.<br>| 274062 | &nbsp;&nbsp; 25526135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peoples Bancorp of <br> North Carolina, Inc.<br>| 20366 | &nbsp;&nbsp; 584708 |
|  | Peoples Bancorp, Inc. | 299601 | &nbsp;&nbsp; 8580573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peoples Financial <br> Services Corp.<br>| 29967 | &nbsp;&nbsp; 1459693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pinnacle Financial <br> Partners, Inc.<br>| 286433 | &nbsp;&nbsp; 25174596 |
| \* | Pioneer Bancorp, Inc. | 29023 | &nbsp;&nbsp; 356112 |
|  | Plumas Bancorp | 7361 | &nbsp;&nbsp; 303715 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ponce Financial <br> Group, Inc.<br>| 145851 | &nbsp;&nbsp; 2049207 |
|  | Popular, Inc. | 450528 | &nbsp;&nbsp; 51621498 |
| \* | PRA Group, Inc. | 274454 | &nbsp;&nbsp; 4171701 |
|  | Preferred Bank | 105700 | &nbsp;&nbsp; 9599674 |
|  | Primis Financial Corp. | 158511 | &nbsp;&nbsp; 1773738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Princeton Bancorp, <br> Inc.<br>| 9121 | &nbsp;&nbsp; 275363 |
| \* | ProAssurance Corp. | 350766 | &nbsp;&nbsp; 8334200 |
|  | PROG Holdings, Inc. | 50729 | &nbsp;&nbsp; 1615211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prosperity Bancshares, <br> Inc.<br>| 675112 | &nbsp;&nbsp; 44975961 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Provident Bancorp, <br> Inc.<br>| 66162 | &nbsp;&nbsp; 807838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Provident Financial <br> Holdings, Inc.<br>| 48431 | &nbsp;&nbsp; 742205 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Provident Financial <br> Services, Inc.<br>| 915081 | &nbsp;&nbsp; $16672776 |
|  | QCR Holdings, Inc. | 142828 | &nbsp;&nbsp; 10140788 |
|  | Radian Group, Inc. | 758065 | &nbsp;&nbsp; 24720500 |
|  | RBB Bancorp | 127454 | &nbsp;&nbsp; 2308192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Red River Bancshares, <br> Inc.<br>| 10590 | &nbsp;&nbsp; 637200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Regional Management <br> Corp.<br>| 95361 | &nbsp;&nbsp; 3169800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reinsurance Group of <br> America, Inc.<br>| 168012 | &nbsp;&nbsp; 32333909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RenaissanceRe <br> Holdings Ltd.<br>| 165466 | &nbsp;&nbsp; 40330683 |
|  | Renasant Corp. | 690310 | &nbsp;&nbsp; 25292958 |
| #\* | Repay Holdings Corp. | 624888 | &nbsp;&nbsp; 3074449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Republic Bancorp, Inc., <br> Class A<br>| 107892 | &nbsp;&nbsp; 7429443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Richmond Mutual <br> BanCorp, Inc.<br>| 6765 | &nbsp;&nbsp; 93628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riverview Bancorp, <br> Inc.<br>| 238776 | &nbsp;&nbsp; 1177166 |
| \*» | Rubico, Inc. | 825 | &nbsp;&nbsp; 1584 |
|  | S&T Bancorp, Inc. | 285624 | &nbsp;&nbsp; 10465263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Safety Insurance <br> Group, Inc.<br>| 116012 | &nbsp;&nbsp; 8161444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SB Financial Group, <br> Inc.<br>| 2698 | &nbsp;&nbsp; 50749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seacoast Banking <br> Corp. of Florida<br>| 468341 | &nbsp;&nbsp; 13202533 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Security National <br> Financial Corp., <br> Class A<br>| 75459 | &nbsp;&nbsp; 639892 |
| \* | Selectquote, Inc. | 358152 | &nbsp;&nbsp; 630348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shore Bancshares, <br> Inc.<br>| 257339 | &nbsp;&nbsp; 3991328 |
|  | Sierra Bancorp | 103227 | &nbsp;&nbsp; 3026616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Simmons First National <br> Corp., Class A<br>| 892136 | &nbsp;&nbsp; 17102247 |
| \* | SiriusPoint Ltd. | 804663 | &nbsp;&nbsp; 15779441 |
|  | SmartFinancial, Inc. | 112704 | &nbsp;&nbsp; 3861239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sound Financial <br> Bancorp, Inc.<br>| 476 | &nbsp;&nbsp; 21920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; South Plains Financial, <br> Inc.<br>| 82557 | &nbsp;&nbsp; 3063690 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Southern First <br> Bancshares, Inc.<br>| 55782 | &nbsp;&nbsp; 2318300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Missouri <br> Bancorp, Inc.<br>| 76358 | &nbsp;&nbsp; 4130204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southside Bancshares, <br> Inc.<br>| 209559 | &nbsp;&nbsp; 6169417 |
|  | SouthState Corp. | 748234 | &nbsp;&nbsp; 70461196 |
|  | Stellar Bancorp, Inc. | 274189 | &nbsp;&nbsp; 8096801 |
| \*†† | Sterling Bancorp, Inc. | 86728 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stewart Information <br> Services Corp.<br>| 217475 | &nbsp;&nbsp; 14120652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stock Yards Bancorp, <br> Inc.<br>| 49142 | &nbsp;&nbsp; 3673856 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | StoneX Group, Inc. | 47068 | &nbsp;&nbsp; $4576892 |
|  | Summit State Bank | 10474 | &nbsp;&nbsp; 128202 |
|  | SWK Holdings Corp. | 8025 | &nbsp;&nbsp; 119492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Synovus Financial <br> Corp.<br>| 398896 | &nbsp;&nbsp; 18843847 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Texas Capital <br> Bancshares, Inc.<br>| 389879 | &nbsp;&nbsp; 32738140 |
|  | TFS Financial Corp. | 162575 | &nbsp;&nbsp; 2131358 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Third Coast <br> Bancshares, Inc.<br>| 41365 | &nbsp;&nbsp; 1557392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Timberland Bancorp, <br> Inc.<br>| 66770 | &nbsp;&nbsp; 2089233 |
|  | Tiptree, Inc. | 382659 | &nbsp;&nbsp; 7951654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tompkins Financial <br> Corp.<br>| 95794 | &nbsp;&nbsp; 6195956 |
|  | Towne Bank | 561658 | &nbsp;&nbsp; 19674880 |
|  | TriCo Bancshares | 233558 | &nbsp;&nbsp; 9603905 |
| #\* | Triumph Financial, Inc. | 118401 | &nbsp;&nbsp; 6715705 |
|  | TrustCo Bank Corp. | 163612 | &nbsp;&nbsp; 5490819 |
|  | Trustmark Corp. | 559782 | &nbsp;&nbsp; 20851879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Global Investors, <br> Inc., Class A<br>| 3324 | &nbsp;&nbsp; 7944 |
|  | UMB Financial Corp. | 335910 | &nbsp;&nbsp; 36946741 |
|  | United Bancorp, Inc. | 4772 | &nbsp;&nbsp; 67094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Bancshares, <br> Inc.<br>| 5053 | &nbsp;&nbsp; 148306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Bankshares, <br> Inc.<br>| 994350 | &nbsp;&nbsp; 35319312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Community <br> Banks, Inc.<br>| 935483 | &nbsp;&nbsp; 28532231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Fire Group, <br> Inc.<br>| 175139 | &nbsp;&nbsp; 4649940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Security <br> Bancshares<br>| 131423 | &nbsp;&nbsp; 1123667 |
|  | Unity Bancorp, Inc. | 74071 | &nbsp;&nbsp; 3637627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Insurance <br> Holdings, Inc.<br>| 220152 | &nbsp;&nbsp; 5204393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Univest Financial <br> Corp.<br>| 331684 | &nbsp;&nbsp; 9565767 |
| # | Unum Group | 681671 | &nbsp;&nbsp; 48950795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; USCB Financial <br> Holdings, Inc.<br>| 3119 | &nbsp;&nbsp; 51900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valley National <br> Bancorp<br>| 4322295 | &nbsp;&nbsp; 40067684 |
| \* | Velocity Financial, Inc. | 47376 | &nbsp;&nbsp; 786442 |
|  | Veritex Holdings, Inc. | 372816 | &nbsp;&nbsp; 11825724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Virginia National <br> Bankshares Corp.<br>| 8223 | &nbsp;&nbsp; 303182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Virtus Investment <br> Partners, Inc.<br>| 44245 | &nbsp;&nbsp; 8553001 |
|  | Voya Financial, Inc. | 215735 | &nbsp;&nbsp; 15101450 |
|  | WaFd, Inc. | 624384 | &nbsp;&nbsp; 18172696 |
|  | Walker & Dunlop, Inc. | 203989 | &nbsp;&nbsp; 15301215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Washington Trust <br> Bancorp, Inc.<br>| 133531 | &nbsp;&nbsp; 3597325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Waterstone Financial, <br> Inc.<br>| 193859 | &nbsp;&nbsp; 2580263 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Webster Financial <br> Corp.<br>| 1152226 | &nbsp;&nbsp; $66425829 |
|  | WesBanco, Inc. | 671186 | &nbsp;&nbsp; 20222834 |
|  | West BanCorp, Inc. | 114387 | &nbsp;&nbsp; 2057822 |
|  | Westamerica BanCorp | 83659 | &nbsp;&nbsp; 4007266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western Alliance <br> Bancorp<br>| 366001 | &nbsp;&nbsp; 28387038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western New England <br> Bancorp, Inc.<br>| 167335 | &nbsp;&nbsp; 1782118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westwood Holdings <br> Group, Inc.<br>| 40836 | &nbsp;&nbsp; 713813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; White Mountains <br> Insurance Group <br> Ltd.<br>| 19855 | &nbsp;&nbsp; 35496769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wintrust Financial <br> Corp.<br>| 285148 | &nbsp;&nbsp; 36493241 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; World Acceptance <br> Corp.<br>| 28699 | &nbsp;&nbsp; 4514927 |
|  | WSFS Financial Corp. | 461271 | &nbsp;&nbsp; 25296102 |
|  | WVS Financial Corp. | 111 | &nbsp;&nbsp; 1350 |
|  | Zions Bancorp NA | 1140924 | &nbsp;&nbsp; 61176345 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | &nbsp;&nbsp; 3820741503 |
| HEALTH CARE — (5.9%) | HEALTH CARE — (5.9%) | HEALTH CARE — (5.9%) | HEALTH CARE — (5.9%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; 10X Genomics, Inc., <br> Class A<br>| 8557 | &nbsp;&nbsp; 115092 |
| #\* | Absci Corp. | 45879 | &nbsp;&nbsp; 129838 |
| \* | AC Immune SA | 29850 | &nbsp;&nbsp; 64476 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Acadia Healthcare Co., <br> Inc.<br>| 587664 | &nbsp;&nbsp; 12793445 |
| \* | AdaptHealth Corp. | 908342 | &nbsp;&nbsp; 8147828 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Addus HomeCare <br> Corp.<br>| 137661 | &nbsp;&nbsp; 14699442 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Adverum <br> Biotechnologies, <br> Inc.<br>| 24832 | &nbsp;&nbsp; 59348 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Agios Pharmaceuticals, <br> Inc.<br>| 76617 | &nbsp;&nbsp; 2851685 |
| \* | Alector, Inc. | 8530 | &nbsp;&nbsp; 12710 |
| \* | Alkermes PLC | 16136 | &nbsp;&nbsp; 427443 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Allogene Therapeutics, <br> Inc.<br>| 327948 | &nbsp;&nbsp; 403376 |
| \* | Amedisys, Inc. | 71846 | &nbsp;&nbsp; 7084016 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Shared <br> Hospital Services<br>| 38407 | &nbsp;&nbsp; 96786 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Well Corp., <br> Class A<br>| 18251 | &nbsp;&nbsp; 134145 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AMN Healthcare <br> Services, Inc.<br>| 26385 | &nbsp;&nbsp; 483901 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amneal <br> Pharmaceuticals, <br> Inc.<br>| 25607 | &nbsp;&nbsp; 200247 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amphastar <br> Pharmaceuticals, <br> Inc.<br>| 237234 | &nbsp;&nbsp; 4970052 |
| \* | AngioDynamics, Inc. | 131827 | &nbsp;&nbsp; 1167987 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ANI Pharmaceuticals, <br> Inc.<br>| 787 | &nbsp;&nbsp; $49856 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anika Therapeutics, <br> Inc.<br>| 112337 | &nbsp;&nbsp; 927342 |
| \* | Annexon, Inc. | 28488 | &nbsp;&nbsp; 68371 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aprea Therapeutics, <br> Inc.<br>| 7981 | &nbsp;&nbsp; 13568 |
| \* | Astrana Health, Inc. | 96453 | &nbsp;&nbsp; 2301369 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Astria Therapeutics, <br> Inc.<br>| 11380 | &nbsp;&nbsp; 78750 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atea Pharmaceuticals, <br> Inc.<br>| 358093 | &nbsp;&nbsp; 1303458 |
| \* | Avanos Medical, Inc. | 340405 | &nbsp;&nbsp; 3802324 |
| \* | Avantor, Inc. | 904640 | &nbsp;&nbsp; 12158362 |
| \* | Azenta, Inc. | 396136 | &nbsp;&nbsp; 12953647 |
| \* | BioLife Solutions, Inc. | 6587 | &nbsp;&nbsp; 140040 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bio-Rad Laboratories, <br> Inc., Class A<br>| 163504 | &nbsp;&nbsp; 39559793 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Black Diamond <br> Therapeutics, Inc.<br>| 70518 | &nbsp;&nbsp; 187578 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; BrightSpring Health <br> Services, Inc.<br>| 142847 | &nbsp;&nbsp; 2949790 |
| #\* | C4 Therapeutics, Inc. | 64186 | &nbsp;&nbsp; 131581 |
| \* | CareDx, Inc. | 35669 | &nbsp;&nbsp; 438194 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Caribou Biosciences, <br> Inc.<br>| 386510 | &nbsp;&nbsp; 784615 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Castle Biosciences, <br> Inc.<br>| 211896 | &nbsp;&nbsp; 3210224 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Catalyst <br> Pharmaceuticals, <br> Inc.<br>| 11827 | &nbsp;&nbsp; 252270 |
| \* | Centene Corp. | 362797 | &nbsp;&nbsp; 9458118 |
| \* | Certara, Inc. | 1420154 | &nbsp;&nbsp; 13974315 |
| \* | Cocrystal Pharma, Inc. | 9487 | &nbsp;&nbsp; 16412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concentra Group <br> Holdings Parent, <br> Inc.<br>| 387273 | &nbsp;&nbsp; 7733842 |
| # | CONMED Corp. | 149371 | &nbsp;&nbsp; 7640327 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cross Country <br> Healthcare, Inc.<br>| 319154 | &nbsp;&nbsp; 4292621 |
| #\* | CryoPort, Inc. | 89017 | &nbsp;&nbsp; 652495 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cullinan Therapeutics, <br> Inc.<br>| 212090 | &nbsp;&nbsp; 1647939 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cumberland <br> Pharmaceuticals, <br> Inc.<br>| 65600 | &nbsp;&nbsp; 226320 |
| \* | CureVac NV | 6782 | &nbsp;&nbsp; 36555 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cytek Biosciences, <br> Inc.<br>| 398412 | &nbsp;&nbsp; 1434283 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Day One <br> Biopharmaceuticals, <br> Inc.<br>| 136892 | &nbsp;&nbsp; 918545 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Definitive Healthcare <br> Corp.<br>| 344294 | &nbsp;&nbsp; 1342747 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Denali Therapeutics, <br> Inc.<br>| 1271 | &nbsp;&nbsp; 17578 |
|  | Dentsply Sirona, Inc. | 699809 | &nbsp;&nbsp; 10014267 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Design Therapeutics, <br> Inc.<br>| 53989 | &nbsp;&nbsp; $208937 |
| \* | DocGo, Inc. | 230812 | &nbsp;&nbsp; 313904 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Dynavax Technologies <br> Corp.<br>| 403558 | &nbsp;&nbsp; 4431067 |
| #\* | Editas Medicine, Inc. | 103760 | &nbsp;&nbsp; 260438 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Elanco Animal Health, <br> Inc.<br>| 3564463 | &nbsp;&nbsp; 48761854 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Emergent BioSolutions, <br> Inc.<br>| 403438 | &nbsp;&nbsp; 2372215 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enanta <br> Pharmaceuticals, <br> Inc.<br>| 45765 | &nbsp;&nbsp; 346899 |
| \* | Enhabit, Inc. | 381847 | &nbsp;&nbsp; 2566012 |
| \* | Enovis Corp. | 434788 | &nbsp;&nbsp; 11652318 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Entrada Therapeutics, <br> Inc.<br>| 51657 | &nbsp;&nbsp; 303743 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Envista Holdings <br> Corp.<br>| 1282770 | &nbsp;&nbsp; 24231525 |
| \* | Erasca, Inc. | 59354 | &nbsp;&nbsp; 83986 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Evolent Health, Inc., <br> Class A<br>| 163096 | &nbsp;&nbsp; 1639115 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EyePoint <br> Pharmaceuticals, <br> Inc.<br>| 8519 | &nbsp;&nbsp; 83657 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Fate Therapeutics, <br> Inc.<br>| 703906 | &nbsp;&nbsp; 774297 |
| \* | FONAR Corp. | 48165 | &nbsp;&nbsp; 751856 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fulcrum Therapeutics, <br> Inc.<br>| 129238 | &nbsp;&nbsp; 869772 |
| \* | Fulgent Genetics, Inc. | 231598 | &nbsp;&nbsp; 3978854 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; GoodRx Holdings, Inc., <br> Class A<br>| 463508 | &nbsp;&nbsp; 2220203 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Harmony Biosciences <br> Holdings, Inc.<br>| 181132 | &nbsp;&nbsp; 6372224 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Harvard Bioscience, <br> Inc.<br>| 104230 | &nbsp;&nbsp; 48540 |
| \* | Health Catalyst, Inc. | 512838 | &nbsp;&nbsp; 1871859 |
|  | HealthStream, Inc. | 296976 | &nbsp;&nbsp; 7768892 |
| \* | ICON PLC | 63556 | &nbsp;&nbsp; 10753040 |
| \* | ICU Medical, Inc. | 102257 | &nbsp;&nbsp; 13130821 |
| \* | ImmuCell Corp. | 15443 | &nbsp;&nbsp; 96364 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; InfuSystem Holdings, <br> Inc.<br>| 107172 | &nbsp;&nbsp; 600163 |
| #\* | Innoviva, Inc. | 551001 | &nbsp;&nbsp; 10011688 |
| #\* | Inogen, Inc. | 202586 | &nbsp;&nbsp; 1278318 |
| #\* | Instil Bio, Inc. | 20876 | &nbsp;&nbsp; 501024 |
| \* | Integer Holdings Corp. | 119872 | &nbsp;&nbsp; 13007311 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Integra LifeSciences <br> Holdings Corp.<br>| 557198 | &nbsp;&nbsp; 7321582 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Intellia Therapeutics, <br> Inc.<br>| 388540 | &nbsp;&nbsp; 4522606 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; iTeos Therapeutics, <br> Inc.<br>| 103568 | &nbsp;&nbsp; 1050179 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Janux Therapeutics, <br> Inc.<br>| 8633 | &nbsp;&nbsp; 207321 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jazz Pharmaceuticals <br> PLC<br>| 276179 | &nbsp;&nbsp; $31658399 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kewaunee Scientific <br> Corp.<br>| 20963 | &nbsp;&nbsp; 1160092 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kezar Life Sciences, <br> Inc.<br>| 10630 | &nbsp;&nbsp; 45390 |
| \* | Kodiak Sciences, Inc. | 105623 | &nbsp;&nbsp; 694471 |
| \* | Kura Oncology, Inc. | 35157 | &nbsp;&nbsp; 212700 |
| \* | Lantern Pharma, Inc. | 21640 | &nbsp;&nbsp; 96082 |
| \* | LENSAR, Inc. | 57837 | &nbsp;&nbsp; 745519 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lexeo Therapeutics, <br> Inc.<br>| 16072 | &nbsp;&nbsp; 76021 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LifeStance Health <br> Group, Inc.<br>| 684260 | &nbsp;&nbsp; 2723355 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ligand <br> Pharmaceuticals, <br> Inc.<br>| 114737 | &nbsp;&nbsp; 15097094 |
| \* | Lipocine, Inc. | 6920 | &nbsp;&nbsp; 22352 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lisata Therapeutics, <br> Inc.<br>| 3039 | &nbsp;&nbsp; 7537 |
| \* | LivaNova PLC | 212436 | &nbsp;&nbsp; 8962675 |
| \* | MaxCyte, Inc. | 209221 | &nbsp;&nbsp; 430995 |
| #\* | MEI Pharma, Inc. | 7589 | &nbsp;&nbsp; 39083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mesa Laboratories, <br> Inc.<br>| 1220 | &nbsp;&nbsp; 93306 |
| \* | MetaVia, Inc. | 91 | &nbsp;&nbsp; 55 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Molina Healthcare, <br> Inc.<br>| 44348 | &nbsp;&nbsp; 7001219 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Monte Rosa <br> Therapeutics, Inc.<br>| 28681 | &nbsp;&nbsp; 141971 |
| \* | Mural Oncology PLC | 17408 | &nbsp;&nbsp; 39168 |
| \* | Myriad Genetics, Inc. | 172164 | &nbsp;&nbsp; 661110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National HealthCare <br> Corp.<br>| 128396 | &nbsp;&nbsp; 12329868 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nautilus Biotechnology, <br> Inc.<br>| 161131 | &nbsp;&nbsp; 122460 |
| \* | Neogen Corp. | 1580020 | &nbsp;&nbsp; 7347093 |
| \* | NeoGenomics, Inc. | 479050 | &nbsp;&nbsp; 2318602 |
| \* | Nkarta, Inc. | 39084 | &nbsp;&nbsp; 84812 |
| #\* | Nuvation Bio, Inc. | 190125 | &nbsp;&nbsp; 448695 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Olema <br> Pharmaceuticals, <br> Inc.<br>| 99623 | &nbsp;&nbsp; 512062 |
| #\*» | &nbsp;&nbsp;&nbsp;&nbsp; OmniAb, Inc. <br> (2200963D US)<br>| 10236 | &nbsp;&nbsp; 0 |
| #\*» | &nbsp;&nbsp;&nbsp;&nbsp; OmniAb, Inc. <br> (2200964D US)<br>| 10236 | &nbsp;&nbsp; 0 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; OmniAb, Inc. (OABI <br> UQ)<br>| 376688 | &nbsp;&nbsp; 719474 |
| \* | Omnicell, Inc. | 284732 | &nbsp;&nbsp; 8829539 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Opiant <br> Pharmaceuticals, <br> Inc.<br>| 26299 | &nbsp;&nbsp; 0 |
| #\* | OptimizeRx Corp. | 61561 | &nbsp;&nbsp; 776900 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oramed <br> Pharmaceuticals, <br> Inc.<br>| 13879 | &nbsp;&nbsp; 29840 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OraSure Technologies, <br> Inc.<br>| 632892 | &nbsp;&nbsp; $2012597 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Organogenesis <br> Holdings, Inc.<br>| 560428 | &nbsp;&nbsp; 2589177 |
| \* | Orthofix Medical, Inc. | 293176 | &nbsp;&nbsp; 3236663 |
| #\* | OrthoPediatrics Corp. | 89511 | &nbsp;&nbsp; 1854668 |
| \* | Owens & Minor, Inc. | 609205 | &nbsp;&nbsp; 4221791 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pacira BioSciences, <br> Inc.<br>| 213238 | &nbsp;&nbsp; 4497189 |
| \*†† | PDL BioPharma, Inc. | 1058582 | &nbsp;&nbsp; 444604 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pediatrix Medical <br> Group, Inc.<br>| 412029 | &nbsp;&nbsp; 5047355 |
| \* | Pennant Group, Inc. | 5393 | &nbsp;&nbsp; 119563 |
|  | Perrigo Co. PLC | 1026902 | &nbsp;&nbsp; 27387476 |
| \* | Personalis, Inc. | 3507 | &nbsp;&nbsp; 19218 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PharmaCyte Biotech, <br> Inc.<br>| 2009 | &nbsp;&nbsp; 2049 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Precision BioSciences, <br> Inc.<br>| 22400 | &nbsp;&nbsp; 106400 |
| # | Premier, Inc., Class A | 647418 | &nbsp;&nbsp; 13906539 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Prestige Consumer <br> Healthcare, Inc.<br>| 234414 | &nbsp;&nbsp; 17334915 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Protara Therapeutics, <br> Inc.<br>| 12844 | &nbsp;&nbsp; 39816 |
| \* | Prothena Corp. PLC | 102333 | &nbsp;&nbsp; 703028 |
| \* | Pulmonx Corp. | 10333 | &nbsp;&nbsp; 19013 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Puma Biotechnology, <br> Inc.<br>| 171536 | &nbsp;&nbsp; 533477 |
| \* | Quanterix Corp. | 71571 | &nbsp;&nbsp; 425132 |
| \* | QuidelOrtho Corp. | 433157 | &nbsp;&nbsp; 9971274 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Quipt Home Medical <br> Corp.<br>| 103243 | &nbsp;&nbsp; 228167 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rafael Holdings, Inc., <br> Class B<br>| 13499 | &nbsp;&nbsp; 22813 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rapid Micro <br> Biosystems, Inc., <br> Class A<br>| 1425 | &nbsp;&nbsp; 4745 |
| \* | REGENXBIO, Inc. | 196914 | &nbsp;&nbsp; 1675738 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Relay Therapeutics, <br> Inc.<br>| 515847 | &nbsp;&nbsp; 1815781 |
| #\* | Replimune Group, Inc. | 78620 | &nbsp;&nbsp; 552699 |
| # | Revvity, Inc. | 247178 | &nbsp;&nbsp; 21726946 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; Sage Therapeutics, <br> Inc.<br>| 128503 | &nbsp;&nbsp; 1115406 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sagimet Biosciences, <br> Inc., Class A<br>| 6274 | &nbsp;&nbsp; 54521 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sarepta Therapeutics, <br> Inc.<br>| 3456 | &nbsp;&nbsp; 56747 |
| \* | Seer, Inc. | 6524 | &nbsp;&nbsp; 13831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Select Medical <br> Holdings Corp.<br>| 616983 | &nbsp;&nbsp; 9125179 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sensus Healthcare, <br> Inc.<br>| 100296 | &nbsp;&nbsp; 560655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SIGA Technologies, <br> Inc.<br>| 458390 | &nbsp;&nbsp; 3029958 |
| \* | Sight Sciences, Inc. | 5112 | &nbsp;&nbsp; 17023 |
| # | Simulations Plus, Inc. | 60101 | &nbsp;&nbsp; 782515 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Solid Biosciences, Inc. | 10816 | &nbsp;&nbsp; $73981 |
| \* | STAAR Surgical Co. | 37886 | &nbsp;&nbsp; 678728 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Supernus <br> Pharmaceuticals, <br> Inc.<br>| 446671 | &nbsp;&nbsp; 15678152 |
| \* | Surgery Partners, Inc. | 380844 | &nbsp;&nbsp; 8359526 |
| \* | Sutro Biopharma, Inc. | 689 | &nbsp;&nbsp; 555 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tactile Systems <br> Technology, Inc.<br>| 175626 | &nbsp;&nbsp; 1752747 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Tango Therapeutics, <br> Inc.<br>| 15131 | &nbsp;&nbsp; 91391 |
| \* | Teladoc Health, Inc. | 1314386 | &nbsp;&nbsp; 9476723 |
|  | Teleflex, Inc. | 148912 | &nbsp;&nbsp; 17794984 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tenax Therapeutics, <br> Inc.<br>| 13395 | &nbsp;&nbsp; 83585 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Terns Pharmaceuticals, <br> Inc.<br>| 213388 | &nbsp;&nbsp; 1244052 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Tetraphase <br> Pharmaceuticals, <br> Inc.<br>| 1600 | &nbsp;&nbsp; 0 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; Third Harmonic Bio, <br> Inc.<br>| 3231 | &nbsp;&nbsp; 17367 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Tonix Pharmaceuticals <br> Holding Corp.<br>| 2168 | &nbsp;&nbsp; 81690 |
| \* | Tourmaline Bio, Inc. | 7402 | &nbsp;&nbsp; 163806 |
| \* | TruBridge, Inc. | 93729 | &nbsp;&nbsp; 1951438 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TScan Therapeutics, <br> Inc.<br>| 919 | &nbsp;&nbsp; 1599 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Physical Therapy, <br> Inc.<br>| 61607 | &nbsp;&nbsp; 4506552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Health <br> Services, Inc., <br> Class B<br>| 218663 | &nbsp;&nbsp; 36396456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Utah Medical Products, <br> Inc.<br>| 23641 | &nbsp;&nbsp; 1314440 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vanda <br> Pharmaceuticals, <br> Inc.<br>| 444716 | &nbsp;&nbsp; 1894490 |
| \* | Varex Imaging Corp. | 320231 | &nbsp;&nbsp; 2331282 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ventyx Biosciences, <br> Inc.<br>| 77433 | &nbsp;&nbsp; 216812 |
| \* | Veracyte, Inc. | 585930 | &nbsp;&nbsp; 13775214 |
| #†† | &nbsp;&nbsp;&nbsp;&nbsp; Verve Therapeutics, <br> Inc.<br>| 182864 | &nbsp;&nbsp; 115204 |
|  | Viatris, Inc. | 6493022 | &nbsp;&nbsp; 56749012 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vicarious Surgical, <br> Inc., Class A<br>| 3718 | &nbsp;&nbsp; 32941 |
| \* | Vir Biotechnology, Inc. | 775847 | &nbsp;&nbsp; 3933544 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vistagen Therapeutics, <br> Inc.<br>| 11660 | &nbsp;&nbsp; 33464 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Voyager Therapeutics, <br> Inc.<br>| 272991 | &nbsp;&nbsp; 870841 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Whitehawk <br> Therapeutics, Inc.<br>| 5553 | &nbsp;&nbsp; 9718 |
| \* | Xencor, Inc. | 222874 | &nbsp;&nbsp; 1854312 |
| \* | Zimvie, Inc. | 175369 | &nbsp;&nbsp; 3295183 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Zymeworks, Inc. | 1193 | &nbsp;&nbsp; $14984 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | &nbsp;&nbsp; 802429277 |
| INDUSTRIALS — (16.2%) | INDUSTRIALS — (16.2%) | INDUSTRIALS — (16.2%) | INDUSTRIALS — (16.2%) |
| #\* | 3D Systems Corp. | 304475 | &nbsp;&nbsp; 496294 |
| \* | AAR Corp. | 323275 | &nbsp;&nbsp; 24151875 |
|  | ABM Industries, Inc. | 504515 | &nbsp;&nbsp; 23273277 |
|  | ACCO Brands Corp. | 714964 | &nbsp;&nbsp; 2681115 |
|  | Acme United Corp. | 30908 | &nbsp;&nbsp; 1241883 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aebi Schmidt Holding <br> AG<br>| 216027 | &nbsp;&nbsp; 2225078 |
| \* | AerSale Corp. | 236126 | &nbsp;&nbsp; 1426201 |
|  | AGCO Corp. | 456098 | &nbsp;&nbsp; 53805881 |
| \* | Air Industries Group | 3792 | &nbsp;&nbsp; 13120 |
|  | Air Lease Corp. | 930570 | &nbsp;&nbsp; 51553578 |
|  | Alamo Group, Inc. | 96541 | &nbsp;&nbsp; 21488096 |
| \* | Alaska Air Group, Inc. | 907014 | &nbsp;&nbsp; 48035461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Albany International <br> Corp., Class A<br>| 141664 | &nbsp;&nbsp; 7676772 |
|  | Alight, Inc., Class A | 3856333 | &nbsp;&nbsp; 20669945 |
| #\* | Allegiant Travel Co. | 133970 | &nbsp;&nbsp; 6918211 |
|  | Allient, Inc. | 115518 | &nbsp;&nbsp; 4656531 |
| \* | Alpha Pro Tech Ltd. | 21849 | &nbsp;&nbsp; 106186 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Alta Equipment Group, <br> Inc.<br>| 11091 | &nbsp;&nbsp; 86066 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amentum Holdings, <br> Inc.<br>| 28926 | &nbsp;&nbsp; 722282 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ameresco, Inc., <br> Class A<br>| 88915 | &nbsp;&nbsp; 1504442 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Woodmark <br> Corp.<br>| 133772 | &nbsp;&nbsp; 7037745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apogee Enterprises, <br> Inc.<br>| 183439 | &nbsp;&nbsp; 7702604 |
|  | ArcBest Corp. | 181543 | &nbsp;&nbsp; 13276240 |
|  | Arcosa, Inc. | 155384 | &nbsp;&nbsp; 13344378 |
|  | Astec Industries, Inc. | 222271 | &nbsp;&nbsp; 8815268 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Astronics Corp. (ATRO <br> US)<br>| 79136 | &nbsp;&nbsp; 2858392 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Astronics Corp. <br> (ATROB US), <br> Class B<br>| 2183 | &nbsp;&nbsp; 78915 |
| #\* | Asure Software, Inc. | 189000 | &nbsp;&nbsp; 1833300 |
|  | Atkore, Inc. | 20336 | &nbsp;&nbsp; 1566279 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Avalon Holdings Corp., <br> Class A<br>| 10736 | &nbsp;&nbsp; 27806 |
|  | AZZ, Inc. | 188329 | &nbsp;&nbsp; 20622026 |
| \* | BGSF, Inc. | 76852 | &nbsp;&nbsp; 471103 |
| \* | Blade Air Mobility, Inc. | 526295 | &nbsp;&nbsp; 2099917 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BlueLinx Holdings, <br> Inc.<br>| 75717 | &nbsp;&nbsp; 5547785 |
|  | Boise Cascade Co. | 304936 | &nbsp;&nbsp; 25556686 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bowman Consulting <br> Group Ltd.<br>| 40148 | &nbsp;&nbsp; 1392333 |
|  | Brady Corp., Class A | 166625 | &nbsp;&nbsp; 11758726 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BrightView Holdings, <br> Inc.<br>| 690108 | &nbsp;&nbsp; 11007223 |
| \* | Broadwind, Inc. | 36608 | &nbsp;&nbsp; 94815 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Builders FirstSource, <br> Inc.<br>| 306201 | &nbsp;&nbsp; $38927333 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cadeler AS (CDLR <br> US), ADR<br>| 18858 | &nbsp;&nbsp; 395264 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; CECO Environmental <br> Corp.<br>| 176281 | &nbsp;&nbsp; 7923831 |
| \* | Chart Industries, Inc. | 87771 | &nbsp;&nbsp; 17451508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chicago Rivet & <br> Machine Co.<br>| 2571 | &nbsp;&nbsp; 32626 |
|  | Civeo Corp. | 97811 | &nbsp;&nbsp; 2444297 |
| \* | Clarivate PLC | 4094936 | &nbsp;&nbsp; 15765504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Columbus McKinnon <br> Corp.<br>| 221836 | &nbsp;&nbsp; 3249897 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Vehicle <br> Group, Inc.<br>| 220779 | &nbsp;&nbsp; 373117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CompX International, <br> Inc.<br>| 11443 | &nbsp;&nbsp; 266622 |
|  | Concentrix Corp. | 329411 | &nbsp;&nbsp; 17119490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concrete Pumping <br> Holdings, Inc.<br>| 316009 | &nbsp;&nbsp; 2158341 |
| #\* | Conduent, Inc. | 1288698 | &nbsp;&nbsp; 3427937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Copa Holdings SA, <br> Class A<br>| 180589 | &nbsp;&nbsp; 19983979 |
| #†† | &nbsp;&nbsp;&nbsp;&nbsp; Costa <br> Communications, <br> Inc.<br>| 17714 | &nbsp;&nbsp; 2126 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Costamare Bulkers <br> Holdings Ltd.<br>| 175740 | &nbsp;&nbsp; 1581660 |
|  | Costamare, Inc. | 878703 | &nbsp;&nbsp; 8866113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Covenant Logistics <br> Group, Inc.<br>| 178159 | &nbsp;&nbsp; 4302540 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; CPI Aerostructures, <br> Inc.<br>| 20542 | &nbsp;&nbsp; 70254 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Custom Truck One <br> Source, Inc.<br>| 590652 | &nbsp;&nbsp; 3656136 |
|  | Deluxe Corp. | 326581 | &nbsp;&nbsp; 5257954 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Distribution Solutions <br> Group, Inc.<br>| 119884 | &nbsp;&nbsp; 3592923 |
| \* | DLH Holdings Corp. | 54086 | &nbsp;&nbsp; 303422 |
| \* | DNOW, Inc. | 789750 | &nbsp;&nbsp; 12288510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Douglas Dynamics, <br> Inc.<br>| 150480 | &nbsp;&nbsp; 4303728 |
| \* | Ducommun, Inc. | 126038 | &nbsp;&nbsp; 11466937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dun & Bradstreet <br> Holdings, Inc.<br>| 3339339 | &nbsp;&nbsp; 30387985 |
| \* | DXP Enterprises, Inc. | 161754 | &nbsp;&nbsp; 18320258 |
|  | Eastern Co. | 44349 | &nbsp;&nbsp; 1022244 |
|  | EnerSys | 249620 | &nbsp;&nbsp; 23057399 |
|  | Ennis, Inc. | 238930 | &nbsp;&nbsp; 4252954 |
|  | Enpro, Inc. | 153058 | &nbsp;&nbsp; 32511050 |
| \* | Enviri Corp. | 584405 | &nbsp;&nbsp; 5259645 |
|  | Esab Corp. | 1 | &nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ESCO Technologies, <br> Inc.<br>| 39264 | &nbsp;&nbsp; 7605437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Espey Mfg. & <br> Electronics Corp.<br>| 14746 | &nbsp;&nbsp; 648824 |
|  | EVI Industries, Inc. | 3546 | &nbsp;&nbsp; 79040 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| #\* | First Advantage Corp. | 153399 | &nbsp;&nbsp; $2652269 |
| \* | Fluor Corp. | 53403 | &nbsp;&nbsp; 3031688 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forrester Research, <br> Inc.<br>| 73562 | &nbsp;&nbsp; 716494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fortune Brands <br> Innovations, Inc.<br>| 329642 | &nbsp;&nbsp; 17978675 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Frontier Group <br> Holdings, Inc.<br>| 789646 | &nbsp;&nbsp; 3458649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FTAI Infrastructure, <br> Inc.<br>| 42003 | &nbsp;&nbsp; 263359 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gates Industrial Corp. <br> PLC<br>| 834068 | &nbsp;&nbsp; 20684886 |
|  | GATX Corp. | 172612 | &nbsp;&nbsp; 26356126 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Genco Shipping & <br> Trading Ltd.<br>| 342182 | &nbsp;&nbsp; 5450959 |
| \* | Gencor Industries, Inc. | 90701 | &nbsp;&nbsp; 1322421 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Generac Holdings, <br> Inc.<br>| 15464 | &nbsp;&nbsp; 3010686 |
|  | Genpact Ltd. | 142792 | &nbsp;&nbsp; 6289988 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gibraltar Industries, <br> Inc.<br>| 238978 | &nbsp;&nbsp; 15779717 |
|  | Global Industrial Co. | 4731 | &nbsp;&nbsp; 161138 |
| \* | GMS, Inc. | 25995 | &nbsp;&nbsp; 2850092 |
|  | Gorman-Rupp Co. | 272710 | &nbsp;&nbsp; 11224744 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Granite Construction, <br> Inc.<br>| 112199 | &nbsp;&nbsp; 10599440 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Great Lakes Dredge & <br> Dock Corp.<br>| 546303 | &nbsp;&nbsp; 6053037 |
|  | Greenbrier Cos., Inc. | 250960 | &nbsp;&nbsp; 11418680 |
| \* | GXO Logistics, Inc. | 240579 | &nbsp;&nbsp; 11959182 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hayward Holdings, <br> Inc.<br>| 1100142 | &nbsp;&nbsp; 16920184 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Healthcare Services <br> Group, Inc.<br>| 536605 | &nbsp;&nbsp; 6981231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heartland Express, <br> Inc.<br>| 573397 | &nbsp;&nbsp; 4483965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heidrick & Struggles <br> International, Inc.<br>| 167123 | &nbsp;&nbsp; 7441987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Helios Technologies, <br> Inc.<br>| 230834 | &nbsp;&nbsp; 8469299 |
|  | Herc Holdings, Inc. | 77336 | &nbsp;&nbsp; 9033618 |
|  | Hillenbrand, Inc. | 420067 | &nbsp;&nbsp; 8699588 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hillman Solutions <br> Corp.<br>| 1267438 | &nbsp;&nbsp; 10000086 |
|  | HNI Corp. | 264255 | &nbsp;&nbsp; 13593277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hub Group, Inc., <br> Class A<br>| 487592 | &nbsp;&nbsp; 17075472 |
| \* | Hudson Global, Inc. | 20045 | &nbsp;&nbsp; 179403 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hudson Technologies, <br> Inc.<br>| 318390 | &nbsp;&nbsp; 2989682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huntington Ingalls <br> Industries, Inc.<br>| 4799 | &nbsp;&nbsp; 1338249 |
| \* | Hurco Cos., Inc. | 50394 | &nbsp;&nbsp; 968573 |
| \* | Hyliion Holdings Corp. | 60775 | &nbsp;&nbsp; 91163 |
|  | Hyster-Yale, Inc. | 86623 | &nbsp;&nbsp; 3639032 |
| \* | IBEX Holdings Ltd. | 46048 | &nbsp;&nbsp; 1361639 |
|  | ICF International, Inc. | 139198 | &nbsp;&nbsp; 11677320 |
|  | Insteel Industries, Inc. | 157304 | &nbsp;&nbsp; 5678674 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Interface, Inc. | 402850 | &nbsp;&nbsp; $8306767 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Janus International <br> Group, Inc.<br>| 471603 | &nbsp;&nbsp; 4041638 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; JELD-WEN Holding, <br> Inc.<br>| 559555 | &nbsp;&nbsp; 2517998 |
| #\* | JetBlue Airways Corp. | 2656760 | &nbsp;&nbsp; 11796014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kelly Services, Inc., <br> Class A<br>| 258169 | &nbsp;&nbsp; 3162570 |
|  | Kennametal, Inc. | 581267 | &nbsp;&nbsp; 14392171 |
| \* | Kirby Corp. | 109389 | &nbsp;&nbsp; 10425866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Knight-Swift <br> Transportation <br> Holdings, Inc.<br>| 1222697 | &nbsp;&nbsp; 51964622 |
|  | Korn Ferry | 412807 | &nbsp;&nbsp; 29255632 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; L.B. Foster Co., <br> Class A<br>| 97525 | &nbsp;&nbsp; 2291838 |
|  | Lindsay Corp. | 33137 | &nbsp;&nbsp; 4523532 |
|  | LSI Industries, Inc. | 248921 | &nbsp;&nbsp; 4555254 |
|  | Luxfer Holdings PLC | 171102 | &nbsp;&nbsp; 2056646 |
| \* | Manitowoc Co., Inc. | 268417 | &nbsp;&nbsp; 3422317 |
|  | ManpowerGroup, Inc. | 341396 | &nbsp;&nbsp; 14082585 |
|  | Marten Transport Ltd. | 596107 | &nbsp;&nbsp; 7248661 |
| \* | Mastech Digital, Inc. | 18934 | &nbsp;&nbsp; 136703 |
| \* | Masterbrand, Inc. | 878433 | &nbsp;&nbsp; 9689116 |
| \* | Matrix Service Co. | 107912 | &nbsp;&nbsp; 1648895 |
|  | Matson, Inc. | 231030 | &nbsp;&nbsp; 24669383 |
|  | Maximus, Inc. | 251467 | &nbsp;&nbsp; 18573353 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mayville Engineering <br> Co., Inc.<br>| 148464 | &nbsp;&nbsp; 2489741 |
|  | McGrath RentCorp | 152444 | &nbsp;&nbsp; 19023487 |
| \* | Mercury Systems, Inc. | 312741 | &nbsp;&nbsp; 16447049 |
|  | Miller Industries, Inc. | 93654 | &nbsp;&nbsp; 3816401 |
|  | MillerKnoll, Inc. | 498872 | &nbsp;&nbsp; 9468591 |
| \* | Mistras Group, Inc. | 226702 | &nbsp;&nbsp; 1800014 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Montrose <br> Environmental <br> Group, Inc.<br>| 65233 | &nbsp;&nbsp; 1480137 |
|  | Moog, Inc., Class A | 18973 | &nbsp;&nbsp; 3672793 |
| \* | MRC Global, Inc. | 608537 | &nbsp;&nbsp; 8933323 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; MSC Industrial Direct <br> Co., Inc., Class A<br>| 104375 | &nbsp;&nbsp; 9040963 |
|  | Mueller Industries, Inc. | 322876 | &nbsp;&nbsp; 27563924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Presto <br> Industries, Inc.<br>| 51455 | &nbsp;&nbsp; 4962835 |
| #\* | Net Power, Inc. | 89222 | &nbsp;&nbsp; 256959 |
|  | NL Industries, Inc. | 183136 | &nbsp;&nbsp; 1129949 |
| #\* | NN, Inc. | 145563 | &nbsp;&nbsp; 283848 |
| \* | NPK International, Inc. | 789966 | &nbsp;&nbsp; 7125493 |
| \* | NV5 Global, Inc. | 461327 | &nbsp;&nbsp; 10356791 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NWPX Infrastructure, <br> Inc.<br>| 81341 | &nbsp;&nbsp; 3398427 |
| \* | OPENLANE, Inc. | 855583 | &nbsp;&nbsp; 21081565 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orion Group Holdings, <br> Inc.<br>| 283811 | &nbsp;&nbsp; 2103040 |
|  | Oshkosh Corp. | 258402 | &nbsp;&nbsp; 32695605 |
|  | Owens Corning | 259677 | &nbsp;&nbsp; 36206764 |
| \* | PAMT Corp. | 141485 | &nbsp;&nbsp; 1603025 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pangaea Logistics <br> Solutions Ltd.<br>| 372058 | &nbsp;&nbsp; $1811922 |
|  | Park Aerospace Corp. | 106814 | &nbsp;&nbsp; 1924788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Park-Ohio Holdings <br> Corp.<br>| 102443 | &nbsp;&nbsp; 1680065 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perma-Pipe <br> International <br> Holdings, Inc.<br>| 57068 | &nbsp;&nbsp; 1264627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Preformed Line <br> Products Co.<br>| 46079 | &nbsp;&nbsp; 7111372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Primoris Services <br> Corp.<br>| 293025 | &nbsp;&nbsp; 27594164 |
| \* | Proto Labs, Inc. | 177533 | &nbsp;&nbsp; 7655223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quanex Building <br> Products Corp.<br>| 251405 | &nbsp;&nbsp; 4897369 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Quest Resource <br> Holding Corp.<br>| 38088 | &nbsp;&nbsp; 76557 |
| \* | Radiant Logistics, Inc. | 433980 | &nbsp;&nbsp; 2564822 |
|  | Regal Rexnord Corp. | 385201 | &nbsp;&nbsp; 58889529 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Resideo Technologies, <br> Inc.<br>| 1080248 | &nbsp;&nbsp; 29490770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Resources Connection, <br> Inc.<br>| 256675 | &nbsp;&nbsp; 1298776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rush Enterprises, Inc. <br> (RUSHA US), <br> Class A<br>| 494431 | &nbsp;&nbsp; 26768494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rush Enterprises, Inc. <br> (RUSHB US), <br> Class B<br>| 87329 | &nbsp;&nbsp; 4742838 |
|  | Ryder System, Inc. | 336796 | &nbsp;&nbsp; 59852017 |
| \* | Saia, Inc. | 66617 | &nbsp;&nbsp; 20134322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schneider National, <br> Inc., Class B<br>| 677052 | &nbsp;&nbsp; 16553921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Science Applications <br> International Corp.<br>| 31104 | &nbsp;&nbsp; 3467474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sensata Technologies <br> Holding PLC<br>| 1079892 | &nbsp;&nbsp; 33217478 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shoals Technologies <br> Group, Inc., Class A<br>| 337133 | &nbsp;&nbsp; 1817147 |
| \* | SIFCO Industries, Inc. | 17808 | &nbsp;&nbsp; 86547 |
| \* | Skillsoft Corp. | 9040 | &nbsp;&nbsp; 128910 |
| \* | SkyWest, Inc. | 322752 | &nbsp;&nbsp; 37426322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standex International <br> Corp.<br>| 35655 | &nbsp;&nbsp; 5873805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stanley Black & <br> Decker, Inc.<br>| 713033 | &nbsp;&nbsp; 48236682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Steelcase, Inc., <br> Class A<br>| 698832 | &nbsp;&nbsp; 7218935 |
| \* | Stratasys Ltd. | 33162 | &nbsp;&nbsp; 359144 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sun Country Airlines <br> Holdings, Inc.<br>| 383023 | &nbsp;&nbsp; 4439237 |
| #\* | Sunrun, Inc. | 1643456 | &nbsp;&nbsp; 16861859 |
| \* | TaskUS, Inc., Class A | 96790 | &nbsp;&nbsp; 1653173 |
| #\* | Taylor Devices, Inc. | 16348 | &nbsp;&nbsp; 737295 |
| \* | Team, Inc. | 504 | &nbsp;&nbsp; 8281 |
|  | Tennant Co. | 62273 | &nbsp;&nbsp; 5140013 |
|  | Terex Corp. | 514866 | &nbsp;&nbsp; 26186085 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Thermon Group <br> Holdings, Inc.<br>| 281158 | &nbsp;&nbsp; $7951148 |
|  | Timken Co. | 4709 | &nbsp;&nbsp; 358308 |
| #\* | Titan International, Inc. | 505757 | &nbsp;&nbsp; 4278704 |
| \* | Titan Machinery, Inc. | 179538 | &nbsp;&nbsp; 3468674 |
| \* | Transcat, Inc. | 29390 | &nbsp;&nbsp; 2246278 |
|  | Trinity Industries, Inc. | 661360 | &nbsp;&nbsp; 15409688 |
| \* | TrueBlue, Inc. | 225934 | &nbsp;&nbsp; 1631243 |
| \* | TTEC Holdings, Inc. | 21250 | &nbsp;&nbsp; 105825 |
| \* | Tutor Perini Corp. | 209363 | &nbsp;&nbsp; 10080828 |
|  | Twin Disc, Inc. | 96821 | &nbsp;&nbsp; 837502 |
|  | UFP Industries, Inc. | 155469 | &nbsp;&nbsp; 15235962 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; U-Haul Holding Co. <br> (UHAL US)<br>| 39331 | &nbsp;&nbsp; 2275692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U-Haul Holding Co. <br> (UHAL/B US)<br>| 430690 | &nbsp;&nbsp; 22395880 |
| \* | Ultralife Corp. | 133967 | &nbsp;&nbsp; 1067717 |
|  | UniFirst Corp. | 111937 | &nbsp;&nbsp; 19144585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Logistics <br> Holdings, Inc.<br>| 104381 | &nbsp;&nbsp; 2497837 |
| \* | Upwork, Inc. | 63562 | &nbsp;&nbsp; 760202 |
| \* | V2X, Inc. | 171629 | &nbsp;&nbsp; 8131782 |
|  | Vestis Corp. | 817520 | &nbsp;&nbsp; 4954171 |
|  | Virco Mfg. Corp. | 113716 | &nbsp;&nbsp; 880162 |
| \* | VirTra, Inc. | 52044 | &nbsp;&nbsp; 368992 |
| # | VSE Corp. | 132449 | &nbsp;&nbsp; 20733566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wabash National <br> Corp.<br>| 225852 | &nbsp;&nbsp; 2249486 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Werner Enterprises, <br> Inc.<br>| 487054 | &nbsp;&nbsp; 13501137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WESCO International, <br> Inc.<br>| 361694 | &nbsp;&nbsp; 74856190 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wilhelmina <br> International, Inc.<br>| 2618 | &nbsp;&nbsp; 8090 |
| \* | Willdan Group, Inc. | 21109 | &nbsp;&nbsp; 1800598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Willis Lease Finance <br> Corp.<br>| 42438 | &nbsp;&nbsp; 6008372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Worthington <br> Enterprises, Inc.<br>| 341607 | &nbsp;&nbsp; 21169386 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp; 2193345779 |
| INFORMATION TECHNOLOGY — (6.5%) | INFORMATION TECHNOLOGY — (6.5%) | INFORMATION TECHNOLOGY — (6.5%) | INFORMATION TECHNOLOGY — (6.5%) |
| \* | 8x8, Inc. | 339913 | &nbsp;&nbsp; 659431 |
| #\* | 908 Devices, Inc. | 127688 | &nbsp;&nbsp; 836356 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ACCESS Newswire, <br> Inc.<br>| 7604 | &nbsp;&nbsp; 90107 |
| \* | ACI Worldwide, Inc. | 8012 | &nbsp;&nbsp; 340991 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Akamai Technologies, <br> Inc.<br>| 214566 | &nbsp;&nbsp; 16373531 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alithya Group, Inc., <br> Class A<br>| 17314 | &nbsp;&nbsp; 29953 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alpha & Omega <br> Semiconductor Ltd.<br>| 232308 | &nbsp;&nbsp; 5916885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amkor Technology, <br> Inc.<br>| 1783995 | &nbsp;&nbsp; 40246927 |
| \* | Amtech Systems, Inc. | 108194 | &nbsp;&nbsp; 509053 |
| \* | Arrow Electronics, Inc. | 417523 | &nbsp;&nbsp; 48432668 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | ASGN, Inc. | 247661 | &nbsp;&nbsp; $12417723 |
| \* | AstroNova, Inc. | 66617 | &nbsp;&nbsp; 752772 |
| \* | Aviat Networks, Inc. | 56425 | &nbsp;&nbsp; 1218780 |
|  | Avnet, Inc. | 779014 | &nbsp;&nbsp; 41241001 |
| \* | Aware, Inc. | 88586 | &nbsp;&nbsp; 187802 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Axcelis Technologies, <br> Inc.<br>| 25222 | &nbsp;&nbsp; 1707277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bel Fuse, Inc. (BELFA <br> US), Class A<br>| 2784 | &nbsp;&nbsp; 318852 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bel Fuse, Inc. (BELFB <br> US), Class B<br>| 108199 | &nbsp;&nbsp; 14070198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Benchmark <br> Electronics, Inc.<br>| 288233 | &nbsp;&nbsp; 11096971 |
| \* | Bill Holdings, Inc. | 546151 | &nbsp;&nbsp; 23402570 |
| \* | Bit Digital, Inc. | 317514 | &nbsp;&nbsp; 923966 |
| #\* | Cerence, Inc. | 111420 | &nbsp;&nbsp; 958212 |
| \* | CEVA, Inc. | 36751 | &nbsp;&nbsp; 785369 |
| #\* | Cipher Mining, Inc. | 1474802 | &nbsp;&nbsp; 8052419 |
| #\* | Cleanspark, Inc. | 324053 | &nbsp;&nbsp; 3684483 |
| \* | Clearfield, Inc. | 32453 | &nbsp;&nbsp; 1421766 |
| \* | Coherent Corp. | 305325 | &nbsp;&nbsp; 32852970 |
| \* | Cohu, Inc. | 368657 | &nbsp;&nbsp; 6584214 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Comtech <br> Telecommunications <br> Corp.<br>| 151196 | &nbsp;&nbsp; 328095 |
| \* | Corsair Gaming, Inc. | 398141 | &nbsp;&nbsp; 3607157 |
| # | Crane NXT Co. | 213353 | &nbsp;&nbsp; 12660367 |
| \* | Crexendo, Inc. | 72632 | &nbsp;&nbsp; 404560 |
|  | CSP, Inc. | 18384 | &nbsp;&nbsp; 188620 |
|  | CTS Corp. | 226221 | &nbsp;&nbsp; 8865601 |
| #\* | Daily Journal Corp. | 8894 | &nbsp;&nbsp; 3553865 |
| \* | Daktronics, Inc. | 381858 | &nbsp;&nbsp; 6193737 |
| \* | Data I/O Corp. | 81759 | &nbsp;&nbsp; 264899 |
| \* | Data Storage Corp. | 10026 | &nbsp;&nbsp; 47323 |
| \* | Diebold Nixdorf, Inc. | 86673 | &nbsp;&nbsp; 4878823 |
| \* | Digi International, Inc. | 325526 | &nbsp;&nbsp; 10615403 |
| \* | Diodes, Inc. | 338275 | &nbsp;&nbsp; 16700637 |
| \* | DXC Technology Co. | 1351380 | &nbsp;&nbsp; 18392282 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; E2open Parent <br> Holdings, Inc.<br>| 1713705 | &nbsp;&nbsp; 5655227 |
| #\* | Eastman Kodak Co. | 573070 | &nbsp;&nbsp; 3839569 |
| \* | eGain Corp. | 132764 | &nbsp;&nbsp; 820482 |
| \* | ePlus, Inc. | 205942 | &nbsp;&nbsp; 13340923 |
| #\* | EverCommerce, Inc. | 125 | &nbsp;&nbsp; 1341 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Everspin Technologies, <br> Inc.<br>| 28152 | &nbsp;&nbsp; 170601 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Exodus Movement, <br> Inc., Class A<br>| 688 | &nbsp;&nbsp; 21218 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Expensify, Inc., <br> Class A<br>| 43791 | &nbsp;&nbsp; 88896 |
| #\* | Fastly, Inc., Class A | 1028494 | &nbsp;&nbsp; 6983474 |
| \* | FormFactor, Inc. | 260767 | &nbsp;&nbsp; 7408390 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Wireless <br> Corp.<br>| 15682 | &nbsp;&nbsp; 61003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Frequency Electronics, <br> Inc.<br>| 55155 | &nbsp;&nbsp; 1467123 |
| \* | Globant SA | 8723 | &nbsp;&nbsp; 735000 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grid Dynamics <br> Holdings, Inc.<br>| 149917 | &nbsp;&nbsp; $1422712 |
| \* | Harmonic, Inc. | 306711 | &nbsp;&nbsp; 2610111 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; I3 Verticals, Inc., <br> Class A<br>| 13276 | &nbsp;&nbsp; 371462 |
| \* | Ichor Holdings Ltd. | 270303 | &nbsp;&nbsp; 5349296 |
| \* | Identiv, Inc. | 41334 | &nbsp;&nbsp; 150042 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; indie Semiconductor, <br> Inc., Class A<br>| 668359 | &nbsp;&nbsp; 2613284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Information Services <br> Group, Inc.<br>| 345001 | &nbsp;&nbsp; 1486954 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Insight Enterprises, <br> Inc.<br>| 43679 | &nbsp;&nbsp; 5179456 |
| \* | inTEST Corp. | 112763 | &nbsp;&nbsp; 788213 |
| \* | IPG Photonics Corp. | 237903 | &nbsp;&nbsp; 17816556 |
| \* | Key Tronic Corp. | 108829 | &nbsp;&nbsp; 319957 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kimball Electronics, <br> Inc.<br>| 198793 | &nbsp;&nbsp; 3729357 |
| \* | Knowles Corp. | 881164 | &nbsp;&nbsp; 17896441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kulicke & Soffa <br> Industries, Inc.<br>| 334665 | &nbsp;&nbsp; 10963625 |
| \* | KVH Industries, Inc. | 138550 | &nbsp;&nbsp; 732930 |
| \* | Lantronix, Inc. | 276235 | &nbsp;&nbsp; 886714 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LiveRamp Holdings, <br> Inc.<br>| 458837 | &nbsp;&nbsp; 15059030 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Magnachip <br> Semiconductor <br> Corp.<br>| 286475 | &nbsp;&nbsp; 1174548 |
| \* | Meridianlink, Inc. | 40067 | &nbsp;&nbsp; 640271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Methode Electronics, <br> Inc.<br>| 258179 | &nbsp;&nbsp; 1693654 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mirion Technologies, <br> Inc.<br>| 668166 | &nbsp;&nbsp; 14933510 |
| \* | Mitek Systems, Inc. | 329616 | &nbsp;&nbsp; 2973136 |
|  | MKS, Inc. | 40303 | &nbsp;&nbsp; 3836040 |
| \* | N-able, Inc. | 525603 | &nbsp;&nbsp; 4246872 |
| #\* | nCino, Inc. | 344040 | &nbsp;&nbsp; 9607317 |
| \* | NCR Voyix Corp. | 571057 | &nbsp;&nbsp; 7777796 |
| \* | NETGEAR, Inc. | 253160 | &nbsp;&nbsp; 5885970 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NetScout Systems, <br> Inc.<br>| 589042 | &nbsp;&nbsp; 12617280 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NetSol Technologies, <br> Inc.<br>| 19650 | &nbsp;&nbsp; 79976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Network-1 <br> Technologies, Inc.<br>| 105957 | &nbsp;&nbsp; 148340 |
| \* | Nortech Systems, Inc. | 5183 | &nbsp;&nbsp; 43589 |
| \* | Olo, Inc., Class A | 86634 | &nbsp;&nbsp; 907924 |
| \* | ON24, Inc. | 309889 | &nbsp;&nbsp; 1537049 |
|  | OneSpan, Inc. | 107382 | &nbsp;&nbsp; 1583885 |
| \* | Optical Cable Corp. | 60578 | &nbsp;&nbsp; 271389 |
|  | PC Connection, Inc. | 189718 | &nbsp;&nbsp; 11684732 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Penguin Solutions, <br> Inc.<br>| 312632 | &nbsp;&nbsp; 7368736 |
| \* | Photronics, Inc. | 515728 | &nbsp;&nbsp; 10500222 |
| \* | Plexus Corp. | 219527 | &nbsp;&nbsp; 27989692 |
| \* | Powerfleet, Inc. NJ | 322420 | &nbsp;&nbsp; 1309025 |
| \* | Qorvo, Inc. | 8951 | &nbsp;&nbsp; 748304 |
| \* | RF Industries Ltd. | 32903 | &nbsp;&nbsp; 271121 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ribbon <br> Communications, <br> Inc.<br>| 1068219 | &nbsp;&nbsp; $4016503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Richardson Electronics <br> Ltd.<br>| 99231 | &nbsp;&nbsp; 1000248 |
| #\* | Riot Platforms, Inc. | 318068 | &nbsp;&nbsp; 4265292 |
| \* | Rogers Corp. | 140207 | &nbsp;&nbsp; 9194775 |
| \* | Sanmina Corp. | 171579 | &nbsp;&nbsp; 19910027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sapiens International <br> Corp. NV<br>| 19927 | &nbsp;&nbsp; 546199 |
| \* | ScanSource, Inc. | 214001 | &nbsp;&nbsp; 8311799 |
| \*†† | Silicon Graphics, Inc. | 494 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skyworks Solutions, <br> Inc.<br>| 79531 | &nbsp;&nbsp; 5451055 |
| \* | SmartRent, Inc. | 156830 | &nbsp;&nbsp; 158398 |
| \* | SoundThinking, Inc. | 28660 | &nbsp;&nbsp; 327011 |
| \* | Synaptics, Inc. | 168789 | &nbsp;&nbsp; 10583070 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Synchronoss <br> Technologies, Inc.<br>| 6759 | &nbsp;&nbsp; 49476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taitron Components, <br> Inc., Class A<br>| 17671 | &nbsp;&nbsp; 38346 |
| # | TD SYNNEX Corp. | 630395 | &nbsp;&nbsp; 91022734 |
| \* | Telos Corp. | 162467 | &nbsp;&nbsp; 417540 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TransAct Technologies, <br> Inc.<br>| 35780 | &nbsp;&nbsp; 134891 |
| \* | Trio-Tech International | 7885 | &nbsp;&nbsp; 42894 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TTM Technologies, <br> Inc.<br>| 885007 | &nbsp;&nbsp; 41816581 |
| \* | Turtle Beach Corp. | 8222 | &nbsp;&nbsp; 119548 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ultra Clean Holdings, <br> Inc.<br>| 349313 | &nbsp;&nbsp; 7866529 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Veeco Instruments, <br> Inc.<br>| 419263 | &nbsp;&nbsp; 8712285 |
| \* | Verint Systems, Inc. | 456861 | &nbsp;&nbsp; 9722002 |
| \* | Viasat, Inc. | 289293 | &nbsp;&nbsp; 4753084 |
| \* | Viavi Solutions, Inc. | 794816 | &nbsp;&nbsp; 7987901 |
| #\* | VirnetX Holding Corp. | 3850 | &nbsp;&nbsp; 56172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vishay Intertechnology, <br> Inc.<br>| 974806 | &nbsp;&nbsp; 15977070 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vishay Precision <br> Group, Inc.<br>| 99143 | &nbsp;&nbsp; 2629272 |
| \* | WidePoint Corp. | 3574 | &nbsp;&nbsp; 10758 |
| # | Xerox Holdings Corp. | 1220753 | &nbsp;&nbsp; 4944050 |
| \* | Xperi, Inc. | 319917 | &nbsp;&nbsp; 1925900 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY |  | &nbsp;&nbsp; 881605791 |
| MATERIALS — (5.5%) | MATERIALS — (5.5%) | MATERIALS — (5.5%) | MATERIALS — (5.5%) |
|  | AdvanSix, Inc. | 195318 | &nbsp;&nbsp; 3929798 |
|  | Alcoa Corp. | 1636293 | &nbsp;&nbsp; 49039701 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alpha Metallurgical <br> Resources, Inc.<br>| 103062 | &nbsp;&nbsp; 12168530 |
| \* | Alto Ingredients, Inc. | 249277 | &nbsp;&nbsp; 251770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Vanguard <br> Corp.<br>| 192530 | &nbsp;&nbsp; 743166 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ampco-Pittsburgh <br> Corp.<br>| 55446 | &nbsp;&nbsp; 179091 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
| \* | Arq, Inc. | 130006 | &nbsp;&nbsp; $695532 |
| \* | Ascent Industries Co. | 72164 | &nbsp;&nbsp; 925864 |
|  | Ashland, Inc. | 361359 | &nbsp;&nbsp; 18631670 |
| \* | Aspen Aerogels, Inc. | 212042 | &nbsp;&nbsp; 1624242 |
|  | Avient Corp. | 620618 | &nbsp;&nbsp; 19592910 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Axalta Coating <br> Systems Ltd.<br>| 99865 | &nbsp;&nbsp; 2828177 |
|  | Cabot Corp. | 111737 | &nbsp;&nbsp; 8065177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caledonia Mining <br> Corp. PLC<br>| 61374 | &nbsp;&nbsp; 1208454 |
|  | Celanese Corp. | 23501 | &nbsp;&nbsp; 1227457 |
| \* | Century Aluminum Co. | 429831 | &nbsp;&nbsp; 9103821 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Clearwater Paper <br> Corp.<br>| 137724 | &nbsp;&nbsp; 3107053 |
| #\* | Cleveland-Cliffs, Inc. | 2035173 | &nbsp;&nbsp; 21410020 |
| \* | Coeur Mining, Inc. | 2116425 | &nbsp;&nbsp; 18391733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Metals <br> Co.<br>| 909447 | &nbsp;&nbsp; 47163921 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Compass Minerals <br> International, Inc.<br>| 5221 | &nbsp;&nbsp; 104055 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Core Molding <br> Technologies, Inc.<br>| 37724 | &nbsp;&nbsp; 627727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastman Chemical <br> Co.<br>| 482074 | &nbsp;&nbsp; 35003393 |
| \* | Ecovyst, Inc. | 861700 | &nbsp;&nbsp; 7419237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Element Solutions, <br> Inc.<br>| 346465 | &nbsp;&nbsp; 8176574 |
|  | Ferroglobe PLC | 320734 | &nbsp;&nbsp; 1356705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flexible Solutions <br> International, Inc.<br>| 25410 | &nbsp;&nbsp; 135489 |
| \* | Flotek Industries, Inc. | 55115 | &nbsp;&nbsp; 664136 |
|  | Fortitude Gold Corp. | 93160 | &nbsp;&nbsp; 327923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Friedman Industries, <br> Inc.<br>| 71065 | &nbsp;&nbsp; 1077345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Graphic Packaging <br> Holding Co.<br>| 1354153 | &nbsp;&nbsp; 30278861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greif, Inc. (GEF US), <br> Class A<br>| 229568 | &nbsp;&nbsp; 14561498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greif, Inc. (GEF/B US), <br> Class B<br>| 56549 | &nbsp;&nbsp; 3712442 |
|  | HB Fuller Co. | 306541 | &nbsp;&nbsp; 17227604 |
|  | Hecla Mining Co. | 4776662 | &nbsp;&nbsp; 27418040 |
|  | Huntsman Corp. | 1272885 | &nbsp;&nbsp; 12346985 |
|  | Innospec, Inc. | 204346 | &nbsp;&nbsp; 16327245 |
| \* | Intrepid Potash, Inc. | 98429 | &nbsp;&nbsp; 3275717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaiser Aluminum <br> Corp.<br>| 116958 | &nbsp;&nbsp; 9042023 |
|  | Koppers Holdings, Inc. | 149659 | &nbsp;&nbsp; 4917795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kronos Worldwide, <br> Inc.<br>| 502590 | &nbsp;&nbsp; 2688857 |
| \* | LSB Industries, Inc. | 433501 | &nbsp;&nbsp; 3350963 |
| #\* | Magnera Corp. | 59458 | &nbsp;&nbsp; 740252 |
|  | Materion Corp. | 169715 | &nbsp;&nbsp; 17870989 |
|  | Mativ Holdings, Inc. | 381915 | &nbsp;&nbsp; 2528277 |
| #\* | McEwen, Inc. | 301764 | &nbsp;&nbsp; 3065922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercer International, <br> Inc.<br>| 517354 | &nbsp;&nbsp; 1919383 |
| \* | Metallus, Inc. | 340540 | &nbsp;&nbsp; 5380532 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Minerals Technologies, <br> Inc.<br>| 259875 | &nbsp;&nbsp; $15111731 |
|  | Mosaic Co. | 2181583 | &nbsp;&nbsp; 78558804 |
|  | Myers Industries, Inc. | 147378 | &nbsp;&nbsp; 2159088 |
|  | Nexa Resources SA | 80174 | &nbsp;&nbsp; 388042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northern Technologies <br> International Corp.<br>| 62334 | &nbsp;&nbsp; 479972 |
| \* | O-I Glass, Inc. | 1129581 | &nbsp;&nbsp; 14695849 |
| # | Olin Corp. | 812625 | &nbsp;&nbsp; 15391117 |
|  | Olympic Steel, Inc. | 91170 | &nbsp;&nbsp; 2835387 |
|  | Orion SA | 372753 | &nbsp;&nbsp; 3615704 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perimeter Solutions, <br> Inc.<br>| 665425 | &nbsp;&nbsp; 10733305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quaker Chemical <br> Corp.<br>| 100962 | &nbsp;&nbsp; 11552072 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ramaco Resources, <br> Inc. (METC US), <br> Class A<br>| 304276 | &nbsp;&nbsp; 6192017 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ramaco Resources, <br> Inc. (METCB US), <br> Class B<br>| 11003 | &nbsp;&nbsp; 149421 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ranpak Holdings <br> Corp.<br>| 463482 | &nbsp;&nbsp; 1691709 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rayonier Advanced <br> Materials, Inc.<br>| 488531 | &nbsp;&nbsp; 1875959 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Resolute Forest <br> Products, Inc.<br>| 792851 | &nbsp;&nbsp; 211136 |
|  | Ryerson Holding Corp. | 233959 | &nbsp;&nbsp; 4819555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sensient Technologies <br> Corp.<br>| 34197 | &nbsp;&nbsp; 3839981 |
|  | Silgan Holdings, Inc. | 494460 | &nbsp;&nbsp; 23007224 |
|  | Sonoco Products Co. | 411119 | &nbsp;&nbsp; 18529133 |
|  | Stepan Co. | 174680 | &nbsp;&nbsp; 8868504 |
|  | SunCoke Energy, Inc. | 675049 | &nbsp;&nbsp; 4988612 |
|  | Sylvamo Corp. | 188851 | &nbsp;&nbsp; 8700366 |
| \* | Tredegar Corp. | 203774 | &nbsp;&nbsp; 1774872 |
|  | TriMas Corp. | 299831 | &nbsp;&nbsp; 10712962 |
|  | Tronox Holdings PLC | 1212427 | &nbsp;&nbsp; 3867642 |
|  | Warrior Met Coal, Inc. | 163848 | &nbsp;&nbsp; 8418510 |
|  | Westlake Corp. | 165450 | &nbsp;&nbsp; 13120185 |
|  | Worthington Steel, Inc. | 365903 | &nbsp;&nbsp; 11167360 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | &nbsp;&nbsp; 739290275 |
| REAL ESTATE — (1.0%) | REAL ESTATE — (1.0%) | REAL ESTATE — (1.0%) | REAL ESTATE — (1.0%) |
| \* | AMREP Corp. | 17695 | &nbsp;&nbsp; 393714 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anywhere Real Estate, <br> Inc.<br>| 810217 | &nbsp;&nbsp; 3743203 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cushman & Wakefield <br> PLC<br>| 1679691 | &nbsp;&nbsp; 20475433 |
| \* | Douglas Elliman, Inc. | 178561 | &nbsp;&nbsp; 491043 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Five Point <br> Holdings LLC, <br> Class A<br>| 183590 | &nbsp;&nbsp; 978535 |
| \* | Forestar Group, Inc. | 368619 | &nbsp;&nbsp; 9141751 |
| \* | FRP Holdings, Inc. | 139701 | &nbsp;&nbsp; 3688106 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Howard Hughes <br> Holdings, Inc.<br>| 354444 | &nbsp;&nbsp; 24360936 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jones Lang LaSalle, <br> Inc.<br>| 115571 | &nbsp;&nbsp; $31245776 |
| \*» | JW Mays, Inc. | 126 | &nbsp;&nbsp; 5036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kennedy-Wilson <br> Holdings, Inc.<br>| 993812 | &nbsp;&nbsp; 7274704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marcus & Millichap, <br> Inc.<br>| 258219 | &nbsp;&nbsp; 8046104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Newmark Group, Inc., <br> Class A<br>| 1128123 | &nbsp;&nbsp; 17113626 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RE/MAX Holdings, <br> Inc., Class A<br>| 145217 | &nbsp;&nbsp; 1116719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RMR Group, Inc., <br> Class A<br>| 39036 | &nbsp;&nbsp; 626918 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Seaport Entertainment <br> Group, Inc.<br>| 89305 | &nbsp;&nbsp; 2060266 |
| \* | Star Holdings | 70287 | &nbsp;&nbsp; 505363 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Stratus Properties, <br> Inc.<br>| 48679 | &nbsp;&nbsp; 775700 |
| \* | Tejon Ranch Co. | 211430 | &nbsp;&nbsp; 3797283 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | &nbsp;&nbsp; 135840216 |
| UTILITIES — (0.2%) | UTILITIES — (0.2%) | UTILITIES — (0.2%) | UTILITIES — (0.2%) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Brookfield Renewable <br> Corp.<br>| 4501 | &nbsp;&nbsp; 164872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genie Energy Ltd., <br> Class B<br>| 156707 | &nbsp;&nbsp; 3184286 |
| \* | Hallador Energy Co. | 17254 | &nbsp;&nbsp; 304360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MDU Resources <br> Group, Inc.<br>| 979000 | &nbsp;&nbsp; 16887750 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Montauk Renewables, <br> Inc.<br>| 25907 | &nbsp;&nbsp; 56218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Jersey Resources <br> Corp.<br>| 61047 | &nbsp;&nbsp; 2802668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ormat Technologies, <br> Inc.<br>| 53603 | &nbsp;&nbsp; 4792644 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | &nbsp;&nbsp; 28192798 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS <br>Cost ($10314591036) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS <br>Cost ($10314591036) |  | &nbsp;&nbsp; 12716432754 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (1.0%) | TEMPORARY CASH INVESTMENTS — (1.0%) | TEMPORARY CASH INVESTMENTS — (1.0%) | TEMPORARY CASH INVESTMENTS — (1.0%) |
| Ɏ | &nbsp;&nbsp;&nbsp;&nbsp; State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.250%<br>| 133129435 | &nbsp;&nbsp; 133129435 |
| SECURITIES LENDING COLLATERAL — (5.0%) | SECURITIES LENDING COLLATERAL — (5.0%) | SECURITIES LENDING COLLATERAL — (5.0%) | SECURITIES LENDING COLLATERAL — (5.0%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund <br>| 58546698 | &nbsp;&nbsp; 677209653 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (Cost <br> $11,124,901,549)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (Cost <br> $11,124,901,549)^^ |  | &nbsp;&nbsp; $13526771842 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

As of July 31, 2025, U.S. Targeted Value Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp; 390 | 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; $123011776 | &nbsp;&nbsp;&nbsp;&nbsp; $124297875 | &nbsp;&nbsp;&nbsp;&nbsp; $1286099 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$123011776** | &nbsp;&nbsp; **$124297875** | &nbsp;&nbsp; **$1286099** |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Communication Services | &nbsp;&nbsp;&nbsp; $459404060 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $459404060 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | &nbsp;&nbsp;&nbsp; 1781845204 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1781845204 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | &nbsp;&nbsp;&nbsp; 733902299 | &nbsp;&nbsp;&nbsp; $30836 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 733933135 |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy | &nbsp;&nbsp;&nbsp; 1139804716 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1139804716 |
| &nbsp;&nbsp;&nbsp;&nbsp; Financials | &nbsp;&nbsp;&nbsp; 3820632989 | &nbsp;&nbsp;&nbsp; 108514 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3820741503 |
| &nbsp;&nbsp;&nbsp;&nbsp; Health Care | &nbsp;&nbsp;&nbsp; 800736696 | &nbsp;&nbsp;&nbsp; 1132773 | &nbsp;&nbsp;&nbsp; $559808 | &nbsp;&nbsp;&nbsp; 802429277 |
| &nbsp;&nbsp;&nbsp;&nbsp; Industrials | &nbsp;&nbsp;&nbsp; 2193273399 | &nbsp;&nbsp;&nbsp; 70254 | &nbsp;&nbsp;&nbsp; 2126 | &nbsp;&nbsp;&nbsp; 2193345779 |
| &nbsp;&nbsp;&nbsp;&nbsp; Information Technology | &nbsp;&nbsp;&nbsp; 881605791 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 881605791 |
| &nbsp;&nbsp;&nbsp;&nbsp; Materials | &nbsp;&nbsp;&nbsp; 739079139 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 211136 | &nbsp;&nbsp;&nbsp; 739290275 |
| &nbsp;&nbsp;&nbsp;&nbsp; Real Estate | &nbsp;&nbsp;&nbsp; 135835180 | &nbsp;&nbsp;&nbsp; 5036 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 135840216 |
| &nbsp;&nbsp;&nbsp;&nbsp; Utilities | &nbsp;&nbsp;&nbsp; 28192798 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 28192798 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; 133129435 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 133129435 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 677209653 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 677209653 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $12847441706 | &nbsp;&nbsp;&nbsp; $678557066 | &nbsp;&nbsp;&nbsp; $773,070˂˃ | &nbsp;&nbsp;&nbsp; $13526771842 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | &nbsp;&nbsp;&nbsp; 1286099 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1286099 |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; $1286099 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1286099 |
| &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

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

---

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

---

------

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

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (95.1%) | COMMON STOCKS — (95.1%) | COMMON STOCKS — (95.1%) | COMMON STOCKS — (95.1%) |
| COMMUNICATION SERVICES — (2.3%) | COMMUNICATION SERVICES — (2.3%) | COMMUNICATION SERVICES — (2.3%) | COMMUNICATION SERVICES — (2.3%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Advantage <br> Solutions, Inc.<br>| 667424 | &nbsp;&nbsp; $914371 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AMC Networks, <br> Inc., Class A<br>| 252710 | &nbsp;&nbsp; 1513733 |
| \* | Angi, Inc. | 274754 | &nbsp;&nbsp; 4456510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ATN International, <br> Inc.<br>| 197639 | &nbsp;&nbsp; 3389509 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bandwidth, Inc., <br> Class A<br>| 303113 | &nbsp;&nbsp; 4216302 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Boston Omaha <br> Corp., Class A<br>| 399675 | &nbsp;&nbsp; 5375629 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Bumble, Inc., <br> Class A<br>| 1300597 | &nbsp;&nbsp; 10118645 |
| \* | BuzzFeed, Inc. | 55742 | &nbsp;&nbsp; 120960 |
| # | Cable One, Inc. | 47611 | &nbsp;&nbsp; 6093256 |
| \* | Cars.com, Inc. | 418222 | &nbsp;&nbsp; 5382517 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Creative Realities, <br> Inc.<br>| 16024 | &nbsp;&nbsp; 43585 |
| \* | DHI Group, Inc. | 564689 | &nbsp;&nbsp; 1502073 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; EchoStar Corp., <br> Class A<br>| 65841 | &nbsp;&nbsp; 2145758 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EW Scripps Co., <br> Class A<br>| 935773 | &nbsp;&nbsp; 2797961 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Frontier <br> Communications <br> Parent, Inc.<br>| 30733 | &nbsp;&nbsp; 1129130 |
| \* | Gaia, Inc. | 24898 | &nbsp;&nbsp; 104572 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GCI Liberty, Inc. <br> (GLBKV US), <br> Class C<br>| 8357 | &nbsp;&nbsp; 277870 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GCI Liberty, Inc. <br> (GLIBA US), <br> Class A<br>| 4527 | &nbsp;&nbsp; 149572 |
|  | Gray Media, Inc. | 1224435 | &nbsp;&nbsp; 5522202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gray Media, Inc., <br> Class A<br>| 3121 | &nbsp;&nbsp; 33239 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Integral Ad Science <br> Holding Corp.<br>| 670843 | &nbsp;&nbsp; 5500913 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Broadband <br> Corp. (LBRDA <br> US), Class A<br>| 22638 | &nbsp;&nbsp; 1383861 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Broadband <br> Corp. (LBRDK <br> US), Class C<br>| 41785 | &nbsp;&nbsp; 2562256 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Global Ltd. <br> (LBTYA US), <br> Class A<br>| 2008620 | &nbsp;&nbsp; 20126372 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Global Ltd. <br> (LBTYK US), <br> Class C<br>| 1879314 | &nbsp;&nbsp; 19225382 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Latin <br> America Ltd. <br> (LILA US), <br> Class A<br>| 502598 | &nbsp;&nbsp; $3543316 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Latin <br> America Ltd. <br> (LILAK US), <br> Class C<br>| 2237354 | &nbsp;&nbsp; 15974708 |
| # | Marcus Corp. | 352902 | &nbsp;&nbsp; 5777006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National CineMedia, <br> Inc.<br>| 212243 | &nbsp;&nbsp; 1020889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nexstar Media <br> Group, Inc.<br>| 90103 | &nbsp;&nbsp; 16859172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Global <br> (PARA US), <br> Class B<br>| 535567 | &nbsp;&nbsp; 6732077 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PubMatic, Inc., <br> Class A<br>| 62924 | &nbsp;&nbsp; 755717 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Reservoir Media, <br> Inc.<br>| 357480 | &nbsp;&nbsp; 2838391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saga <br> Communications, <br> Inc., Class A<br>| 88923 | &nbsp;&nbsp; 1120430 |
|  | Scholastic Corp. | 627761 | &nbsp;&nbsp; 15486864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenandoah <br> Telecommunications <br> Co.<br>| 537881 | &nbsp;&nbsp; 7896093 |
| # | Shutterstock, Inc. | 124502 | &nbsp;&nbsp; 2385458 |
|  | Sinclair, Inc. | 25235 | &nbsp;&nbsp; 364898 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sphere <br> Entertainment <br> Co.<br>| 167925 | &nbsp;&nbsp; 7229171 |
|  | Spok Holdings, Inc. | 29089 | &nbsp;&nbsp; 533492 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sunrise <br> Communications <br> AG, ADR, <br> Class A<br>| 301627 | &nbsp;&nbsp; 16004329 |
| \* | Teads Holding Co. | 20943 | &nbsp;&nbsp; 52986 |
|  | TEGNA, Inc. | 2300217 | &nbsp;&nbsp; 38413624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telephone & Data <br> Systems, Inc.<br>| 1558208 | &nbsp;&nbsp; 60832440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Townsquare Media, <br> Inc., Class A<br>| 331 | &nbsp;&nbsp; 2281 |
| #\* | U.S. Cellular Corp. | 557445 | &nbsp;&nbsp; 40654464 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Urban One, Inc. <br> (UONE US)<br>| 92609 | &nbsp;&nbsp; 146322 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Urban One, Inc. <br> (UONEK US)<br>| 102170 | &nbsp;&nbsp; 66666 |
| \* | Vimeo, Inc. | 22583 | &nbsp;&nbsp; 85590 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vivid Seats, Inc., <br> Class A<br>| 9968 | &nbsp;&nbsp; 15450 |
| \* | Ziff Davis, Inc. | 518721 | &nbsp;&nbsp; 16142597 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ZoomInfo <br> Technologies, <br> Inc.<br>| 1433603 | &nbsp;&nbsp; $15525920 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMUNICATION <br> SERVICES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMUNICATION <br> SERVICES |  | &nbsp;&nbsp; 380546529 |
| CONSUMER DISCRETIONARY — (14.4%) | CONSUMER DISCRETIONARY — (14.4%) | CONSUMER DISCRETIONARY — (14.4%) | CONSUMER DISCRETIONARY — (14.4%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; 1-800-Flowers.com, <br> Inc., Class A<br>| 469208 | &nbsp;&nbsp; 2773019 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Academy Sports & <br> Outdoors, Inc.<br>| 859371 | &nbsp;&nbsp; 43647453 |
| \* | Adient PLC | 820604 | &nbsp;&nbsp; 17593750 |
|  | ADT, Inc. | 8481257 | &nbsp;&nbsp; 70818496 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adtalem Global <br> Education, Inc.<br>| 192796 | &nbsp;&nbsp; 22030799 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Advance Auto <br> Parts, Inc.<br>| 455299 | &nbsp;&nbsp; 24162718 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; A-Mark Precious <br> Metals, Inc.<br>| 213909 | &nbsp;&nbsp; 4551984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AMCON Distributing <br> Co.<br>| 4641 | &nbsp;&nbsp; 510464 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Axle & <br> Manufacturing <br> Holdings, Inc.<br>| 1492313 | &nbsp;&nbsp; 6640793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Eagle <br> Outfitters, Inc.<br>| 1542690 | &nbsp;&nbsp; 16661052 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Outdoor <br> Brands, Inc.<br>| 177431 | &nbsp;&nbsp; 1669626 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Public <br> Education, Inc.<br>| 78814 | &nbsp;&nbsp; 2326589 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ark Restaurants <br> Corp.<br>| 2951 | &nbsp;&nbsp; 25379 |
|  | Arko Corp. | 77967 | &nbsp;&nbsp; 325122 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asbury Automotive <br> Group, Inc.<br>| 270297 | &nbsp;&nbsp; 60038370 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Barnes & Noble <br> Education, Inc.<br>| 5566 | &nbsp;&nbsp; 49148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bassett Furniture <br> Industries, Inc.<br>| 151655 | &nbsp;&nbsp; 2399182 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beazer Homes <br> USA, Inc.<br>| 59597 | &nbsp;&nbsp; 1400529 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Biglari Holdings, <br> Inc. (BH US), <br> Class B<br>| 13647 | &nbsp;&nbsp; 4207643 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Biglari Holdings, <br> Inc. (BH/A US), <br> Class A<br>| 1074 | &nbsp;&nbsp; 1595964 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BJ's Restaurants, <br> Inc.<br>| 109237 | &nbsp;&nbsp; 3870267 |
|  | BorgWarner, Inc. | 2899650 | &nbsp;&nbsp; 106707120 |
|  | Brunswick Corp. | 394582 | &nbsp;&nbsp; 23000185 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Caesars <br> Entertainment, <br> Inc.<br>| 189493 | &nbsp;&nbsp; 5055673 |
| # | Caleres, Inc. | 344116 | &nbsp;&nbsp; 4724713 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canterbury Park <br> Holding Corp.<br>| 15171 | &nbsp;&nbsp; $282484 |
| \* | Capri Holdings Ltd. | 273498 | &nbsp;&nbsp; 4974929 |
| \* | CarMax, Inc. | 523866 | &nbsp;&nbsp; 29656054 |
| # | Carter's, Inc. | 241468 | &nbsp;&nbsp; 5853184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cato Corp., <br> Class A<br>| 65745 | &nbsp;&nbsp; 185401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Century <br> Communities, <br> Inc.<br>| 427919 | &nbsp;&nbsp; 24087560 |
| #\* | Citi Trends, Inc. | 46578 | &nbsp;&nbsp; 1421561 |
|  | Clarus Corp. | 108311 | &nbsp;&nbsp; 389920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Columbia <br> Sportswear Co.<br>| 38130 | &nbsp;&nbsp; 2157014 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cracker Barrel Old <br> Country Store, <br> Inc.<br>| 13975 | &nbsp;&nbsp; 866450 |
|  | Crown Crafts, Inc. | 135970 | &nbsp;&nbsp; 379356 |
| \* | Culp, Inc. | 25135 | &nbsp;&nbsp; 106824 |
|  | Dana, Inc. | 2112055 | &nbsp;&nbsp; 33623916 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Designer Brands, <br> Inc., Class A<br>| 498915 | &nbsp;&nbsp; 1406940 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Destination XL <br> Group, Inc.<br>| 277427 | &nbsp;&nbsp; 360655 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Dream Finders <br> Homes, Inc., <br> Class A<br>| 184142 | &nbsp;&nbsp; 4662475 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; El Pollo Loco <br> Holdings, Inc.<br>| 436206 | &nbsp;&nbsp; 4492922 |
|  | Escalade, Inc. | 44219 | &nbsp;&nbsp; 543451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ethan Allen <br> Interiors, Inc.<br>| 369115 | &nbsp;&nbsp; 10988554 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; First Watch <br> Restaurant <br> Group, Inc.<br>| 405296 | &nbsp;&nbsp; 7007568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flanigan's <br> Enterprises, Inc.<br>| 5134 | &nbsp;&nbsp; 164288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flexsteel Industries, <br> Inc.<br>| 103167 | &nbsp;&nbsp; 3508710 |
| \* | Foot Locker, Inc. | 1273730 | &nbsp;&nbsp; 31894199 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fox Factory Holding <br> Corp.<br>| 68966 | &nbsp;&nbsp; 2094497 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Funko, Inc., <br> Class A<br>| 109002 | &nbsp;&nbsp; 418568 |
|  | Gap, Inc. | 171038 | &nbsp;&nbsp; 3328399 |
| \* | Genesco, Inc. | 152669 | &nbsp;&nbsp; 3673216 |
|  | Gentex Corp. | 207618 | &nbsp;&nbsp; 5485268 |
| \* | Gentherm, Inc. | 177447 | &nbsp;&nbsp; 5685402 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; G-III Apparel Group <br> Ltd.<br>| 602919 | &nbsp;&nbsp; 14228888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Golden <br> Entertainment, <br> Inc.<br>| 29399 | &nbsp;&nbsp; 826700 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Goodyear Tire & <br> Rubber Co.<br>| 4159622 | &nbsp;&nbsp; 42760914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Graham Holdings <br> Co., Class B<br>| 89923 | &nbsp;&nbsp; 85802728 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Green Brick <br> Partners, Inc.<br>| 440128 | &nbsp;&nbsp; $27261528 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Group 1 <br> Automotive, Inc.<br>| 181909 | &nbsp;&nbsp; 74973794 |
| # | Guess?, Inc. | 660131 | &nbsp;&nbsp; 8581703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hamilton Beach <br> Brands Holding <br> Co., Class A<br>| 15929 | &nbsp;&nbsp; 248015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harley-Davidson, <br> Inc.<br>| 1682916 | &nbsp;&nbsp; 40945346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haverty Furniture <br> Cos., Inc. (HVT <br> US)<br>| 224460 | &nbsp;&nbsp; 4630610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haverty Furniture <br> Cos., Inc. (HVT/A <br> US), Class A<br>| 5701 | &nbsp;&nbsp; 117840 |
| \* | Helen of Troy Ltd. | 253475 | &nbsp;&nbsp; 5571380 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Hilton Grand <br> Vacations, Inc.<br>| 582769 | &nbsp;&nbsp; 26119707 |
| \* | Holley, Inc. | 526694 | &nbsp;&nbsp; 1095524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hooker Furnishings <br> Corp.<br>| 241378 | &nbsp;&nbsp; 2281022 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hovnanian <br> Enterprises, Inc., <br> Class A<br>| 21385 | &nbsp;&nbsp; 2554866 |
|  | JAKKS Pacific, Inc. | 146904 | &nbsp;&nbsp; 2601670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jerash Holdings <br> U.S., Inc.<br>| 2993 | &nbsp;&nbsp; 10086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Outdoors, <br> Inc., Class A<br>| 75725 | &nbsp;&nbsp; 2514070 |
|  | KB Home | 383229 | &nbsp;&nbsp; 21177235 |
| # | Kohl's Corp. | 1371562 | &nbsp;&nbsp; 14867732 |
| # | Krispy Kreme, Inc. | 985542 | &nbsp;&nbsp; 3567662 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lakeland Industries, <br> Inc.<br>| 117864 | &nbsp;&nbsp; 1639488 |
| \* | Lands' End, Inc. | 159169 | &nbsp;&nbsp; 1867052 |
| \* | Latham Group, Inc. | 601659 | &nbsp;&nbsp; 4079248 |
|  | La-Z-Boy, Inc. | 623348 | &nbsp;&nbsp; 22421828 |
| # | LCI Industries | 288082 | &nbsp;&nbsp; 27367790 |
|  | Lear Corp. | 699157 | &nbsp;&nbsp; 65923514 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Legacy Housing <br> Corp.<br>| 249039 | &nbsp;&nbsp; 5573493 |
| \* | LGI Homes, Inc. | 300091 | &nbsp;&nbsp; 15985848 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Life Time Group <br> Holdings, Inc.<br>| 1097709 | &nbsp;&nbsp; 31526202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lifetime Brands, <br> Inc.<br>| 310396 | &nbsp;&nbsp; 1365742 |
|  | Lithia Motors, Inc. | 320767 | &nbsp;&nbsp; 92380896 |
| \* | Live Ventures, Inc. | 8979 | &nbsp;&nbsp; 137558 |
|  | LKQ Corp. | 931976 | &nbsp;&nbsp; 27465333 |
| #\* | Lovesac Co. | 187306 | &nbsp;&nbsp; 3373381 |
| \* | M/I Homes, Inc. | 376677 | &nbsp;&nbsp; 45272809 |
| # | Macy's, Inc. | 3650546 | &nbsp;&nbsp; 46106396 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Malibu Boats, Inc., <br> Class A<br>| 157938 | &nbsp;&nbsp; 5260915 |
| \* | MarineMax, Inc. | 300813 | &nbsp;&nbsp; 6822439 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marriott Vacations <br> Worldwide Corp.<br>| 450939 | &nbsp;&nbsp; $33581427 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; MasterCraft Boat <br> Holdings, Inc.<br>| 198302 | &nbsp;&nbsp; 3835161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matthews <br> International <br> Corp., Class A<br>| 371816 | &nbsp;&nbsp; 8733958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meritage Homes <br> Corp.<br>| 800533 | &nbsp;&nbsp; 53907892 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mister Car Wash, <br> Inc.<br>| 205765 | &nbsp;&nbsp; 1188293 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mohawk Industries, <br> Inc.<br>| 787728 | &nbsp;&nbsp; 90202733 |
| # | Monro, Inc. | 332191 | &nbsp;&nbsp; 4682232 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Motorcar Parts of <br> America, Inc.<br>| 185602 | &nbsp;&nbsp; 1924693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Movado Group, <br> Inc.<br>| 242950 | &nbsp;&nbsp; 3768154 |
|  | Newell Brands, Inc. | 5117977 | &nbsp;&nbsp; 28711851 |
| » | &nbsp;&nbsp;&nbsp;&nbsp; Nobility Homes, <br> Inc.<br>| 984 | &nbsp;&nbsp; 25682 |
| \* | ODP Corp. | 477953 | &nbsp;&nbsp; 8526682 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; OneWater Marine, <br> Inc., Class A<br>| 68887 | &nbsp;&nbsp; 1056727 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Outdoor Holding <br> Co.<br>| 9833 | &nbsp;&nbsp; 11603 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Oxford Industries, <br> Inc.<br>| 179878 | &nbsp;&nbsp; 6867742 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Patrick Industries, <br> Inc.<br>| 165087 | &nbsp;&nbsp; 16053060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Penske Automotive <br> Group, Inc.<br>| 22289 | &nbsp;&nbsp; 3731401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Perdoceo Education <br> Corp.<br>| 805111 | &nbsp;&nbsp; 23171095 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Petco Health & <br> Wellness Co., <br> Inc.<br>| 1951538 | &nbsp;&nbsp; 5874129 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PetMed Express, <br> Inc.<br>| 62582 | &nbsp;&nbsp; 195256 |
|  | Phinia, Inc. | 491254 | &nbsp;&nbsp; 24906578 |
| # | Polaris, Inc. | 192130 | &nbsp;&nbsp; 10165598 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Portillo's, Inc., <br> Class A<br>| 8018 | &nbsp;&nbsp; 79859 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pursuit Attractions & <br> Hospitality, Inc.<br>| 26518 | &nbsp;&nbsp; 801904 |
|  | PVH Corp. | 786214 | &nbsp;&nbsp; 57723832 |
| » | QEP Co., Inc. | 4152 | &nbsp;&nbsp; 165773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RCI Hospitality <br> Holdings, Inc.<br>| 10621 | &nbsp;&nbsp; 380550 |
|  | Rocky Brands, Inc. | 130527 | &nbsp;&nbsp; 3414586 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sally Beauty <br> Holdings, Inc.<br>| 1077293 | &nbsp;&nbsp; 10492834 |
| # | Shoe Carnival, Inc. | 384380 | &nbsp;&nbsp; 7864415 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Signet Jewelers <br> Ltd.<br>| 388100 | &nbsp;&nbsp; 30698710 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Skechers USA, Inc., <br> Class A<br>| 683253 | &nbsp;&nbsp; 43215752 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Smith & Wesson <br> Brands, Inc.<br>| 565207 | &nbsp;&nbsp; $4493396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sonic Automotive, <br> Inc., Class A<br>| 143541 | &nbsp;&nbsp; 10385191 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sportsman's <br> Warehouse <br> Holdings, Inc.<br>| 52828 | &nbsp;&nbsp; 178030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standard Motor <br> Products, Inc.<br>| 308474 | &nbsp;&nbsp; 9365271 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Steven Madden <br> Ltd.<br>| 93443 | &nbsp;&nbsp; 2243099 |
| \* | Stoneridge, Inc. | 255753 | &nbsp;&nbsp; 1969298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Strategic Education, <br> Inc.<br>| 340523 | &nbsp;&nbsp; 25248078 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Strattec Security <br> Corp.<br>| 56286 | &nbsp;&nbsp; 3571910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sturm Ruger & Co., <br> Inc.<br>| 32180 | &nbsp;&nbsp; 1099269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Superior Group of <br> Cos., Inc.<br>| 217821 | &nbsp;&nbsp; 2101973 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Target Hospitality <br> Corp.<br>| 86643 | &nbsp;&nbsp; 657620 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taylor Morrison <br> Home Corp.<br>| 1424488 | &nbsp;&nbsp; 84443649 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Thor Industries, <br> Inc.<br>| 771039 | &nbsp;&nbsp; 70156839 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tile Shop Holdings, <br> Inc.<br>| 83227 | &nbsp;&nbsp; 525162 |
| #\* | Tilly's, Inc., Class A | 80308 | &nbsp;&nbsp; 143751 |
|  | Toll Brothers, Inc. | 97718 | &nbsp;&nbsp; 11565902 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Topgolf Callaway <br> Brands Corp.<br>| 2589781 | &nbsp;&nbsp; 23955474 |
| \* | Traeger, Inc. | 56126 | &nbsp;&nbsp; 90924 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tri Pointe Homes, <br> Inc.<br>| 1286853 | &nbsp;&nbsp; 39635072 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Under Armour, Inc. <br> (UA US), <br> Class C<br>| 3140703 | &nbsp;&nbsp; 19786429 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Under Armour, Inc. <br> (UAA US), <br> Class A<br>| 2132885 | &nbsp;&nbsp; 14162356 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Universal <br> Electronics, Inc.<br>| 39786 | &nbsp;&nbsp; 241501 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Urban Outfitters, <br> Inc.<br>| 448590 | &nbsp;&nbsp; 33769855 |
| #\* | Vera Bradley, Inc. | 323821 | &nbsp;&nbsp; 624975 |
| \* | Visteon Corp. | 161716 | &nbsp;&nbsp; 17974733 |
|  | Weyco Group, Inc. | 129011 | &nbsp;&nbsp; 3751640 |
| # | Whirlpool Corp. | 372874 | &nbsp;&nbsp; 30963457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Winnebago <br> Industries, Inc.<br>| 316341 | &nbsp;&nbsp; 9401655 |
| \* | Zumiez, Inc. | 250421 | &nbsp;&nbsp; 3433272 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> DISCRETIONARY |  | &nbsp;&nbsp; 2315694698 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (4.3%) | CONSUMER STAPLES — (4.3%) | CONSUMER STAPLES — (4.3%) | CONSUMER STAPLES — (4.3%) |
| # | Alico, Inc. | 35079 | &nbsp;&nbsp; $1132350 |
|  | Andersons, Inc. | 656367 | &nbsp;&nbsp; 23576703 |
| # | B&G Foods, Inc. | 451616 | &nbsp;&nbsp; 1851626 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bridgford Foods <br> Corp.<br>| 13817 | &nbsp;&nbsp; 105147 |
|  | Bunge Global SA | 277118 | &nbsp;&nbsp; 22102932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Calavo Growers, <br> Inc.<br>| 652 | &nbsp;&nbsp; 17148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cal-Maine Foods, <br> Inc.<br>| 251370 | &nbsp;&nbsp; 27937262 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Central Garden & <br> Pet Co. (CENT <br> US)<br>| 141997 | &nbsp;&nbsp; 5540723 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Central Garden & <br> Pet Co. (CENTA <br> US), Class A<br>| 734954 | &nbsp;&nbsp; 26105566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Conagra Brands, <br> Inc.<br>| 1805239 | &nbsp;&nbsp; 32963664 |
| \* | Coty, Inc., Class A | 1590616 | &nbsp;&nbsp; 7714488 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Darling Ingredients, <br> Inc.<br>| 1997599 | &nbsp;&nbsp; 64682256 |
|  | Dole PLC | 817841 | &nbsp;&nbsp; 11646056 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Edgewell Personal <br> Care Co.<br>| 754757 | &nbsp;&nbsp; 19042519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fresh Del Monte <br> Produce, Inc.<br>| 993409 | &nbsp;&nbsp; 37342244 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Grocery Outlet <br> Holding Corp.<br>| 1184745 | &nbsp;&nbsp; 15603092 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hain Celestial <br> Group, Inc.<br>| 7474 | &nbsp;&nbsp; 11734 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HF Foods Group, <br> Inc.<br>| 39053 | &nbsp;&nbsp; 105834 |
| #\*†† | Imperial Sugar Co. | 83457 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ingles Markets, Inc., <br> Class A<br>| 229927 | &nbsp;&nbsp; 14469306 |
|  | Ingredion, Inc. | 364190 | &nbsp;&nbsp; 47905553 |
|  | J.M. Smucker Co. | 176136 | &nbsp;&nbsp; 18906438 |
|  | Limoneira Co. | 6846 | &nbsp;&nbsp; 100499 |
| \* | Medifast, Inc. | 30837 | &nbsp;&nbsp; 424625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MGP Ingredients, <br> Inc.<br>| 144159 | &nbsp;&nbsp; 4076816 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mission Produce, <br> Inc.<br>| 379929 | &nbsp;&nbsp; 4688324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Molson Coors <br> Beverage Co., <br> Class B<br>| 453094 | &nbsp;&nbsp; 22074740 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Natural Alternatives <br> International, Inc.<br>| 149173 | &nbsp;&nbsp; 544481 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nature's Sunshine <br> Products, Inc.<br>| 98995 | &nbsp;&nbsp; 1386920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nu Skin <br> Enterprises, Inc., <br> Class A<br>| 68028 | &nbsp;&nbsp; 570075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oil-Dri Corp. of <br> America<br>| 97418 | &nbsp;&nbsp; 5494375 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Olaplex Holdings, <br> Inc.<br>| 89847 | &nbsp;&nbsp; 124887 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pilgrim's Pride <br> Corp.<br>| 11100 | &nbsp;&nbsp; $526029 |
| \* | Post Holdings, Inc. | 786320 | &nbsp;&nbsp; 83200519 |
|  | PriceSmart, Inc. | 3332 | &nbsp;&nbsp; 358190 |
|  | Seaboard Corp. | 12965 | &nbsp;&nbsp; 41062489 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Seneca Foods <br> Corp. (SENEA <br> US), Class A<br>| 104704 | &nbsp;&nbsp; 10965650 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; Seneca Foods <br> Corp. (SENEB <br> US), Class B<br>| 24020 | &nbsp;&nbsp; 2562934 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Simply Good Foods <br> Co.<br>| 198036 | &nbsp;&nbsp; 6032176 |
|  | SpartanNash Co. | 282491 | &nbsp;&nbsp; 7497311 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TreeHouse Foods, <br> Inc.<br>| 643803 | &nbsp;&nbsp; 12373894 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Natural <br> Foods, Inc.<br>| 853066 | &nbsp;&nbsp; 23578744 |
|  | Universal Corp. | 564910 | &nbsp;&nbsp; 30770648 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; USANA Health <br> Sciences, Inc.<br>| 185720 | &nbsp;&nbsp; 5458311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Village Super <br> Market, Inc., <br> Class A<br>| 178255 | &nbsp;&nbsp; 6131972 |
|  | Weis Markets, Inc. | 589177 | &nbsp;&nbsp; 42662306 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Willamette Valley <br> Vineyards, Inc.<br>| 4137 | &nbsp;&nbsp; 20023 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> STAPLES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> STAPLES |  | &nbsp;&nbsp; 691449579 |
| ENERGY — (9.1%) | ENERGY — (9.1%) | ENERGY — (9.1%) | ENERGY — (9.1%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amplify Energy <br> Corp.<br>| 500789 | &nbsp;&nbsp; 1902998 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Antero Resources <br> Corp.<br>| 103881 | &nbsp;&nbsp; 3628563 |
| # | APA Corp. | 3142908 | &nbsp;&nbsp; 60626695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ardmore Shipping <br> Corp.<br>| 573959 | &nbsp;&nbsp; 6244674 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Atlas Energy <br> Solutions, Inc.<br>| 109568 | &nbsp;&nbsp; 1424384 |
|  | Berry Corp. | 969053 | &nbsp;&nbsp; 2926540 |
| \* | Bristow Group, Inc. | 387918 | &nbsp;&nbsp; 13410325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; California <br> Resources Corp.<br>| 692938 | &nbsp;&nbsp; 33385753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chord Energy Corp. <br> (CHRD US)<br>| 48236 | &nbsp;&nbsp; 5321878 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Civitas Resources, <br> Inc.<br>| 978997 | &nbsp;&nbsp; 29722349 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Clean Energy Fuels <br> Corp.<br>| 600979 | &nbsp;&nbsp; 1219987 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; CNX Resources <br> Corp.<br>| 2027368 | &nbsp;&nbsp; 61449524 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Comstock <br> Resources, Inc.<br>| 3582356 | &nbsp;&nbsp; 64016702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Core Natural <br> Resources, Inc.<br>| 272368 | &nbsp;&nbsp; 20103482 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crescent Energy <br> Co., Class A<br>| 2284370 | &nbsp;&nbsp; $21107579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delek <br> U.S. Holdings, <br> Inc.<br>| 189944 | &nbsp;&nbsp; 4249047 |
| # | DHT Holdings, Inc. | 2789159 | &nbsp;&nbsp; 30931773 |
| \* | DMC Global, Inc. | 49184 | &nbsp;&nbsp; 397899 |
|  | Dorian LPG Ltd. | 597436 | &nbsp;&nbsp; 17200182 |
| \* | DT Midstream, Inc. | 397050 | &nbsp;&nbsp; 40788946 |
|  | Epsilon Energy Ltd. | 105276 | &nbsp;&nbsp; 657975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evolution Petroleum <br> Corp.<br>| 148164 | &nbsp;&nbsp; 715632 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Expro Group <br> Holdings NV<br>| 1124060 | &nbsp;&nbsp; 12117367 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forum Energy <br> Technologies, <br> Inc.<br>| 151235 | &nbsp;&nbsp; 2980842 |
|  | FutureFuel Corp. | 568451 | &nbsp;&nbsp; 2302227 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Geospace <br> Technologies <br> Corp.<br>| 100456 | &nbsp;&nbsp; 1628392 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gran Tierra Energy, <br> Inc. (GTE US)<br>| 32000 | &nbsp;&nbsp; 143360 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Granite Ridge <br> Resources, Inc.<br>| 479036 | &nbsp;&nbsp; 2486197 |
| \* | Green Plains, Inc. | 57584 | &nbsp;&nbsp; 476220 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Island <br> Fabrication, Inc.<br>| 127 | &nbsp;&nbsp; 853 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulfport Energy <br> Corp.<br>| 39728 | &nbsp;&nbsp; 6917837 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Helix Energy <br> Solutions Group, <br> Inc.<br>| 2018854 | &nbsp;&nbsp; 11971804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Helmerich & Payne, <br> Inc.<br>| 1285248 | &nbsp;&nbsp; 20833870 |
|  | HF Sinclair Corp. | 2402624 | &nbsp;&nbsp; 105571299 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Innovex <br> International, Inc.<br>| 351605 | &nbsp;&nbsp; 5773354 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Seaways, Inc.<br>| 691161 | &nbsp;&nbsp; 27577324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kodiak Gas <br> Services, Inc.<br>| 72563 | &nbsp;&nbsp; 2345962 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Kosmos Energy <br> Ltd.<br>| 1707718 | &nbsp;&nbsp; 3671594 |
|  | Liberty Energy, Inc. | 1815525 | &nbsp;&nbsp; 22403578 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mammoth Energy <br> Services, Inc.<br>| 47641 | &nbsp;&nbsp; 123867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matador Resources <br> Co.<br>| 1479603 | &nbsp;&nbsp; 73802598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mexco Energy <br> Corp.<br>| 4558 | &nbsp;&nbsp; 37603 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MIND Technology, <br> Inc.<br>| 236 | &nbsp;&nbsp; 2230 |
| # | Murphy Oil Corp. | 1999257 | &nbsp;&nbsp; 49601566 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nabors Industries <br> Ltd.<br>| 4340 | &nbsp;&nbsp; 150945 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NACCO Industries, <br> Inc., Class A<br>| 117881 | &nbsp;&nbsp; $4470048 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Energy <br> Services <br> Reunited Corp.<br>| 50988 | &nbsp;&nbsp; 340090 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Natural Gas <br> Services Group, <br> Inc.<br>| 181784 | &nbsp;&nbsp; 4379177 |
| # | Noble Corp. PLC | 1141711 | &nbsp;&nbsp; 30609272 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nordic American <br> Tankers Ltd.<br>| 2855677 | &nbsp;&nbsp; 7967339 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Northern Oil & Gas, <br> Inc.<br>| 1024730 | &nbsp;&nbsp; 28856397 |
|  | NOV, Inc. | 4891559 | &nbsp;&nbsp; 61535812 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oil States <br> International, Inc.<br>| 784749 | &nbsp;&nbsp; 3915897 |
|  | Ovintiv, Inc. | 931803 | &nbsp;&nbsp; 38371648 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Par Pacific <br> Holdings, Inc.<br>| 128638 | &nbsp;&nbsp; 4036660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Patterson-UTI <br> Energy, Inc.<br>| 4860876 | &nbsp;&nbsp; 28727777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PBF Energy, Inc., <br> Class A<br>| 1175102 | &nbsp;&nbsp; 26557305 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Peabody Energy <br> Corp.<br>| 1634688 | &nbsp;&nbsp; 26400211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Permian Resources <br> Corp.<br>| 3847255 | &nbsp;&nbsp; 54477131 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PrimeEnergy <br> Resources Corp.<br>| 7065 | &nbsp;&nbsp; 1190947 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ProPetro Holding <br> Corp.<br>| 1406021 | &nbsp;&nbsp; 7536273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Range Resources <br> Corp.<br>| 1203773 | &nbsp;&nbsp; 44202545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ranger Energy <br> Services, Inc., <br> Class A<br>| 303032 | &nbsp;&nbsp; 4057598 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; REX American <br> Resources Corp.<br>| 237180 | &nbsp;&nbsp; 12399770 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Riley Exploration <br> Permian, Inc.<br>| 81985 | &nbsp;&nbsp; 2151286 |
| # | RPC, Inc. | 2866129 | &nbsp;&nbsp; 13327500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SandRidge Energy, <br> Inc.<br>| 162881 | &nbsp;&nbsp; 1692334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Scorpio Tankers, <br> Inc.<br>| 699262 | &nbsp;&nbsp; 31613635 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SEACOR Marine <br> Holdings, Inc.<br>| 345315 | &nbsp;&nbsp; 1726575 |
| #\* | Seadrill Ltd. | 904730 | &nbsp;&nbsp; 26381927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Select Water <br> Solutions, Inc.<br>| 1399773 | &nbsp;&nbsp; 13479814 |
| # | SFL Corp. Ltd. | 2064072 | &nbsp;&nbsp; 18948181 |
|  | SM Energy Co. | 1450602 | &nbsp;&nbsp; 40022109 |
|  | Smart Sand, Inc. | 27364 | &nbsp;&nbsp; 55823 |
| \* | Talos Energy, Inc. | 1812188 | &nbsp;&nbsp; 15494207 |
|  | Teekay Corp. Ltd. | 1305422 | &nbsp;&nbsp; 9399038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teekay Tankers <br> Ltd., Class A<br>| 418372 | &nbsp;&nbsp; 17718054 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TETRA <br> Technologies, <br> Inc.<br>| 499045 | &nbsp;&nbsp; $2046084 |
| \* | Tidewater, Inc. | 96511 | &nbsp;&nbsp; 4826515 |
| #\* | Transocean Ltd. | 9121842 | &nbsp;&nbsp; 26635779 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; VAALCO Energy, <br> Inc.<br>| 900636 | &nbsp;&nbsp; 3350366 |
| #\* | Valaris Ltd. | 700610 | &nbsp;&nbsp; 34070664 |
| #\* | Vital Energy, Inc. | 388608 | &nbsp;&nbsp; 7263084 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Vitesse Energy, <br> Inc.<br>| 215083 | &nbsp;&nbsp; 5146936 |
|  | World Kinect Corp. | 948328 | &nbsp;&nbsp; 25860905 |
| TOTAL ENERGY | TOTAL ENERGY |  | &nbsp;&nbsp; 1465596489 |
| FINANCIALS — (28.9%) | FINANCIALS — (28.9%) | FINANCIALS — (28.9%) | FINANCIALS — (28.9%) |
|  | 1st Source Corp. | 242932 | &nbsp;&nbsp; 14532192 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Acacia Research <br> Corp.<br>| 369706 | &nbsp;&nbsp; 1308759 |
|  | ACNB Corp. | 29285 | &nbsp;&nbsp; 1232899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Affinity Bancshares, <br> Inc.<br>| 1447 | &nbsp;&nbsp; 27493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alerus Financial <br> Corp.<br>| 171654 | &nbsp;&nbsp; 3628766 |
|  | Ally Financial, Inc. | 47445 | &nbsp;&nbsp; 1795793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amalgamated <br> Financial Corp.<br>| 119432 | &nbsp;&nbsp; 3462334 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ambac Financial <br> Group, Inc.<br>| 437407 | &nbsp;&nbsp; 3674219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amerant Bancorp, <br> Inc.<br>| 179961 | &nbsp;&nbsp; 3473247 |
|  | Ameris Bancorp | 1007961 | &nbsp;&nbsp; 68894134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AmeriServ <br> Financial, Inc.<br>| 324794 | &nbsp;&nbsp; 912671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ames National <br> Corp.<br>| 753 | &nbsp;&nbsp; 13592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arrow Financial <br> Corp.<br>| 38529 | &nbsp;&nbsp; 1032577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Associated <br> Banc-Corp.<br>| 2492535 | &nbsp;&nbsp; 61665316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Associated Capital <br> Group, Inc., <br> Class A<br>| 18742 | &nbsp;&nbsp; 693829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Assured Guaranty <br> Ltd.<br>| 1025020 | &nbsp;&nbsp; 86696192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atlantic American <br> Corp.<br>| 196322 | &nbsp;&nbsp; 449577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atlantic Union <br> Bankshares <br> Corp.<br>| 1890274 | &nbsp;&nbsp; 59921686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Axis Capital <br> Holdings Ltd.<br>| 625912 | &nbsp;&nbsp; 58735582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banc of California, <br> Inc.<br>| 442441 | &nbsp;&nbsp; 6424243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Marin <br> Bancorp<br>| 173744 | &nbsp;&nbsp; 3935302 |
|  | Bank OZK | 1564702 | &nbsp;&nbsp; 77139809 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BankFinancial <br> Corp.<br>| 172883 | &nbsp;&nbsp; $1922459 |
|  | BankUnited, Inc. | 1092500 | &nbsp;&nbsp; 39843475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bankwell Financial <br> Group, Inc.<br>| 33899 | &nbsp;&nbsp; 1352570 |
|  | Banner Corp. | 428744 | &nbsp;&nbsp; 26614284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bar Harbor <br> Bankshares<br>| 202508 | &nbsp;&nbsp; 5880832 |
|  | BayCom Corp. | 141941 | &nbsp;&nbsp; 3833826 |
|  | BCB Bancorp, Inc. | 225968 | &nbsp;&nbsp; 1889092 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hills <br> Bancorp, Inc.<br>| 630537 | &nbsp;&nbsp; 15536432 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blue Foundry <br> Bancorp<br>| 153529 | &nbsp;&nbsp; 1312673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BOK Financial <br> Corp.<br>| 299863 | &nbsp;&nbsp; 30445090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bread Financial <br> Holdings, Inc.<br>| 745401 | &nbsp;&nbsp; 45693081 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bridgewater <br> Bancshares, Inc.<br>| 137190 | &nbsp;&nbsp; 2134676 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Brighthouse <br> Financial, Inc.<br>| 842518 | &nbsp;&nbsp; 40314486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brookline Bancorp, <br> Inc.<br>| 1238141 | &nbsp;&nbsp; 12777615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Burke & Herbert <br> Financial <br> Services Corp.<br>| 75694 | &nbsp;&nbsp; 4389495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Business First <br> Bancshares, Inc.<br>| 177206 | &nbsp;&nbsp; 4208643 |
| \* | BV Financial, Inc. | 17751 | &nbsp;&nbsp; 277626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Byline Bancorp, <br> Inc.<br>| 509615 | &nbsp;&nbsp; 13402875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C&F Financial <br> Corp.<br>| 43677 | &nbsp;&nbsp; 2788776 |
|  | Cadence Bank | 2388658 | &nbsp;&nbsp; 83244731 |
| \* | California BanCorp | 21362 | &nbsp;&nbsp; 320216 |
| » | &nbsp;&nbsp;&nbsp;&nbsp; California First <br> Leasing Corp.<br>| 6425 | &nbsp;&nbsp; 124645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Camden National <br> Corp.<br>| 138486 | &nbsp;&nbsp; 5222307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capital Bancorp, <br> Inc.<br>| 1169 | &nbsp;&nbsp; 36800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capital City Bank <br> Group, Inc.<br>| 79529 | &nbsp;&nbsp; 3148553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capitol Federal <br> Financial, Inc.<br>| 862679 | &nbsp;&nbsp; 5193328 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Carter Bankshares, <br> Inc.<br>| 244193 | &nbsp;&nbsp; 4244074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay General <br> Bancorp<br>| 934992 | &nbsp;&nbsp; 42280338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CB Financial <br> Services, Inc.<br>| 3401 | &nbsp;&nbsp; 107659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Pacific <br> Financial Corp.<br>| 174346 | &nbsp;&nbsp; 4648064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CF Bankshares, <br> Inc.<br>| 773 | &nbsp;&nbsp; 18243 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chemung Financial <br> Corp.<br>| 13539 | &nbsp;&nbsp; $685073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ChoiceOne <br> Financial <br> Services, Inc.<br>| 6615 | &nbsp;&nbsp; 194481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens & Northern <br> Corp.<br>| 8347 | &nbsp;&nbsp; 158760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens Community <br> Bancorp, Inc.<br>| 57995 | &nbsp;&nbsp; 854846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens Financial <br> Services, Inc.<br>| 3459 | &nbsp;&nbsp; 185714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Civista Bancshares, <br> Inc.<br>| 200653 | &nbsp;&nbsp; 3906714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CNB Financial <br> Corp.<br>| 391135 | &nbsp;&nbsp; 8976548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Colony Bankcorp, <br> Inc.<br>| 127832 | &nbsp;&nbsp; 2095166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking <br> System, Inc.<br>| 2353029 | &nbsp;&nbsp; 56002090 |
|  | Comerica, Inc. | 1334854 | &nbsp;&nbsp; 90196085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community Trust <br> Bancorp, Inc.<br>| 175941 | &nbsp;&nbsp; 9497295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community West <br> Bancshares<br>| 109059 | &nbsp;&nbsp; 2099386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ConnectOne <br> Bancorp, Inc.<br>| 675211 | &nbsp;&nbsp; 15550109 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Consumer Portfolio <br> Services, Inc.<br>| 361067 | &nbsp;&nbsp; 2852429 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Customers <br> Bancorp, Inc.<br>| 442234 | &nbsp;&nbsp; 28192418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CVB Financial <br> Corp.<br>| 1364847 | &nbsp;&nbsp; 25508990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dime Community <br> Bancshares, Inc.<br>| 555179 | &nbsp;&nbsp; 15384010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Donegal Group, Inc. <br> (DGICA US), <br> Class A<br>| 365315 | &nbsp;&nbsp; 6265152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Donegal Group, Inc. <br> (DGICB US), <br> Class B<br>| 54141 | &nbsp;&nbsp; 839186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagle Bancorp <br> Montana, Inc.<br>| 13675 | &nbsp;&nbsp; 220441 |
|  | Eagle Bancorp, Inc. | 386252 | &nbsp;&nbsp; 6214795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastern <br> Bankshares, Inc.<br>| 2366280 | &nbsp;&nbsp; 36559026 |
| \* | eHealth, Inc. | 106835 | &nbsp;&nbsp; 363239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Employers <br> Holdings, Inc.<br>| 483126 | &nbsp;&nbsp; 19943441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enact Holdings, <br> Inc.<br>| 671968 | &nbsp;&nbsp; 23357608 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Encore Capital <br> Group, Inc.<br>| 182901 | &nbsp;&nbsp; 6745389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enterprise Financial <br> Services Corp.<br>| 468815 | &nbsp;&nbsp; 25873900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Equity Bancshares, <br> Inc., Class A<br>| 29313 | &nbsp;&nbsp; 1101583 |
|  | Essent Group Ltd. | 1192479 | &nbsp;&nbsp; 66766899 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; EZCORP, Inc., <br> Class A<br>| 771031 | &nbsp;&nbsp; $11041164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; F&G Annuities & <br> Life, Inc.<br>| 62552 | &nbsp;&nbsp; 1996034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Farmers & <br> Merchants <br> Bancorp, Inc.<br>| 14616 | &nbsp;&nbsp; 350930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Farmers National <br> Banc Corp.<br>| 43342 | &nbsp;&nbsp; 586851 |
|  | FB Financial Corp. | 21287 | &nbsp;&nbsp; 1037954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelis Insurance <br> Holdings Ltd.<br>| 389355 | &nbsp;&nbsp; 5883154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Financial <br> Institutions, Inc.<br>| 181866 | &nbsp;&nbsp; 4635764 |
|  | Finward Bancorp | 280 | &nbsp;&nbsp; 7764 |
| \* | Finwise Bancorp | 8326 | &nbsp;&nbsp; 148786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First American <br> Financial Corp.<br>| 508627 | &nbsp;&nbsp; 30543051 |
|  | First Bancorp, Inc. | 1942 | &nbsp;&nbsp; 48958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First <br> Bancorp/Southern <br> Pines NC<br>| 391766 | &nbsp;&nbsp; 19623559 |
|  | First Bank | 175196 | &nbsp;&nbsp; 2610420 |
| # | First Busey Corp. | 1216659 | &nbsp;&nbsp; 27155829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Business <br> Financial <br> Services, Inc.<br>| 112817 | &nbsp;&nbsp; 5372346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First <br> Commonwealth <br> Financial Corp.<br>| 1356012 | &nbsp;&nbsp; 22387758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Community <br> Bankshares, Inc.<br>| 43079 | &nbsp;&nbsp; 1572384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Community <br> Corp.<br>| 9156 | &nbsp;&nbsp; 226840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Financial <br> Bancorp<br>| 1404871 | &nbsp;&nbsp; 34054073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Financial <br> Corp.<br>| 164290 | &nbsp;&nbsp; 8797730 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; First Financial <br> Northwest, Inc.<br>| 251056 | &nbsp;&nbsp; 301267 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Foundation, <br> Inc.<br>| 43909 | &nbsp;&nbsp; 213837 |
|  | First Hawaiian, Inc. | 1225306 | &nbsp;&nbsp; 29713671 |
|  | First Horizon Corp. | 3629928 | &nbsp;&nbsp; 79168730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Internet <br> Bancorp<br>| 107025 | &nbsp;&nbsp; 2347058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Interstate <br> BancSystem, <br> Inc., Class A<br>| 1414008 | &nbsp;&nbsp; 40709290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Merchants <br> Corp.<br>| 790302 | &nbsp;&nbsp; 30126312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Mid <br> Bancshares, Inc.<br>| 151128 | &nbsp;&nbsp; 5738330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Northwest <br> Bancorp<br>| 19136 | &nbsp;&nbsp; 146390 |
|  | First United Corp. | 87861 | &nbsp;&nbsp; 2887991 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Western <br> Financial, Inc.<br>| 26005 | &nbsp;&nbsp; $562878 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Firstsun Capital <br> Bancorp<br>| 15033 | &nbsp;&nbsp; 534423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flushing Financial <br> Corp.<br>| 370325 | &nbsp;&nbsp; 4440197 |
|  | FNB Corp. | 5830309 | &nbsp;&nbsp; 89320334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Financial <br> Services Corp.<br>| 7867 | &nbsp;&nbsp; 316253 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Resources, <br> Inc.<br>| 553264 | &nbsp;&nbsp; 13278336 |
|  | FS Bancorp, Inc. | 61406 | &nbsp;&nbsp; 2400361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fulton Financial <br> Corp.<br>| 2669594 | &nbsp;&nbsp; 47919212 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fundamental <br> Global, Inc.<br>| 784 | &nbsp;&nbsp; 16299 |
| \* | FVCBankcorp, Inc. | 10941 | &nbsp;&nbsp; 140154 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Genworth Financial, <br> Inc.<br>| 6414722 | &nbsp;&nbsp; 50419715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Southern <br> Bancorp, Inc.<br>| 79484 | &nbsp;&nbsp; 4525819 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Green Dot Corp., <br> Class A<br>| 625470 | &nbsp;&nbsp; 6329756 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Greenlight Capital <br> Re Ltd., Class A<br>| 494133 | &nbsp;&nbsp; 6423729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guaranty <br> Bancshares, Inc.<br>| 3005 | &nbsp;&nbsp; 131048 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hamilton Insurance <br> Group Ltd., <br> Class B<br>| 14701 | &nbsp;&nbsp; 315925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hancock Whitney <br> Corp.<br>| 1164724 | &nbsp;&nbsp; 69557317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanmi Financial <br> Corp.<br>| 378195 | &nbsp;&nbsp; 8626628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanover Bancorp, <br> Inc.<br>| 4101 | &nbsp;&nbsp; 85342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HarborOne <br> Bancorp, Inc.<br>| 527436 | &nbsp;&nbsp; 6239568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hawthorn <br> Bancshares, Inc.<br>| 35815 | &nbsp;&nbsp; 1021444 |
|  | HBT Financial, Inc. | 11540 | &nbsp;&nbsp; 287000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Commerce <br> Corp.<br>| 808009 | &nbsp;&nbsp; 7474083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Financial <br> Corp.<br>| 431871 | &nbsp;&nbsp; 9734372 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Insurance <br> Holdings, Inc.<br>| 183138 | &nbsp;&nbsp; 3862380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hilltop Holdings, <br> Inc.<br>| 820039 | &nbsp;&nbsp; 24273154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Home Bancorp, <br> Inc.<br>| 100806 | &nbsp;&nbsp; 5271146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Home BancShares, <br> Inc.<br>| 249975 | &nbsp;&nbsp; 7039296 |
| \* | HomeStreet, Inc. | 90958 | &nbsp;&nbsp; 1189731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HomeTrust <br> Bancshares, Inc.<br>| 219177 | &nbsp;&nbsp; 8517218 |
|  | Hope Bancorp, Inc. | 1610293 | &nbsp;&nbsp; 16086827 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Horace Mann <br> Educators Corp.<br>| 365431 | &nbsp;&nbsp; $15541780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Horizon Bancorp, <br> Inc.<br>| 512248 | &nbsp;&nbsp; 7934722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Independent Bank <br> Corp. (IBCP US)<br>| 43595 | &nbsp;&nbsp; 1331827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Independent Bank <br> Corp. (INDB US)<br>| 591760 | &nbsp;&nbsp; 37606348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Bancshares <br> Corp.<br>| 330071 | &nbsp;&nbsp; 22504241 |
|  | Invesco Ltd. | 5769261 | &nbsp;&nbsp; 121212174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Investar Holding <br> Corp.<br>| 81979 | &nbsp;&nbsp; 1778944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jackson Financial, <br> Inc., Class A<br>| 963087 | &nbsp;&nbsp; 84327898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; James River Group <br> Holdings Ltd.<br>| 15488 | &nbsp;&nbsp; 88282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Janus Henderson <br> Group PLC<br>| 1168571 | &nbsp;&nbsp; 50599124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kearny Financial <br> Corp.<br>| 787142 | &nbsp;&nbsp; 4667752 |
|  | Kemper Corp. | 6694 | &nbsp;&nbsp; 412283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Landmark Bancorp, <br> Inc.<br>| 55186 | &nbsp;&nbsp; 1340468 |
|  | LCNB Corp. | 115897 | &nbsp;&nbsp; 1710640 |
| \* | LendingClub Corp. | 1339819 | &nbsp;&nbsp; 20887778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lincoln National <br> Corp.<br>| 506125 | &nbsp;&nbsp; 19288424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Live Oak <br> Bancshares, Inc.<br>| 52122 | &nbsp;&nbsp; 1647576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magyar Bancorp, <br> Inc.<br>| 45405 | &nbsp;&nbsp; 766436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MainStreet <br> Bancshares, Inc.<br>| 33410 | &nbsp;&nbsp; 674882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercantile Bank <br> Corp.<br>| 254829 | &nbsp;&nbsp; 11643137 |
|  | Merchants Bancorp | 125870 | &nbsp;&nbsp; 3687991 |
|  | Meridian Corp. | 61607 | &nbsp;&nbsp; 907471 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Bank <br> Holding Corp.<br>| 34857 | &nbsp;&nbsp; 2458813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MGIC Investment <br> Corp.<br>| 3767178 | &nbsp;&nbsp; 97569910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mid Penn Bancorp, <br> Inc.<br>| 85018 | &nbsp;&nbsp; 2333744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Middlefield Banc <br> Corp.<br>| 12704 | &nbsp;&nbsp; 353806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Midland States <br> Bancorp, Inc.<br>| 303215 | &nbsp;&nbsp; 5142526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MidWestOne <br> Financial Group, <br> Inc.<br>| 103584 | &nbsp;&nbsp; 2852703 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mr. Cooper Group, <br> Inc.<br>| 392261 | &nbsp;&nbsp; 61082883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MVB Financial <br> Corp.<br>| 59710 | &nbsp;&nbsp; 1357805 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bank <br> Holdings Corp., <br> Class A<br>| 285421 | &nbsp;&nbsp; $10577702 |
|  | Navient Corp. | 2039110 | &nbsp;&nbsp; 26386083 |
|  | NBT Bancorp, Inc. | 28665 | &nbsp;&nbsp; 1186158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nelnet, Inc., <br> Class A<br>| 589812 | &nbsp;&nbsp; 73590843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nicolet Bankshares, <br> Inc.<br>| 42086 | &nbsp;&nbsp; 5429094 |
| \* | NMI Holdings, Inc. | 564386 | &nbsp;&nbsp; 21062886 |
|  | Northeast Bank | 4224 | &nbsp;&nbsp; 418894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northeast <br> Community <br> Bancorp, Inc.<br>| 98424 | &nbsp;&nbsp; 2033440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northfield Bancorp, <br> Inc.<br>| 573457 | &nbsp;&nbsp; 6107317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northrim BanCorp, <br> Inc.<br>| 69367 | &nbsp;&nbsp; 5794226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northwest <br> Bancshares, Inc.<br>| 1926488 | &nbsp;&nbsp; 22539910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oak Valley <br> Bancorp<br>| 976 | &nbsp;&nbsp; 26010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OceanFirst <br> Financial Corp.<br>| 707340 | &nbsp;&nbsp; 11869165 |
|  | OFG Bancorp | 336093 | &nbsp;&nbsp; 14324284 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Old Market Capital <br> Corp.<br>| 138264 | &nbsp;&nbsp; 796401 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Old National <br> Bancorp<br>| 4431839 | &nbsp;&nbsp; 93556121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Republic <br> International <br> Corp.<br>| 119167 | &nbsp;&nbsp; 4310270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Second <br> Bancorp, Inc.<br>| 251146 | &nbsp;&nbsp; 4261948 |
| \* | Onity Group, Inc. | 92398 | &nbsp;&nbsp; 3485253 |
|  | OP Bancorp | 148940 | &nbsp;&nbsp; 1906432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oppenheimer <br> Holdings, Inc., <br> Class A<br>| 141392 | &nbsp;&nbsp; 10718928 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OptimumBank <br> Holdings, Inc.<br>| 1253 | &nbsp;&nbsp; 5639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Origin Bancorp, <br> Inc.<br>| 258471 | &nbsp;&nbsp; 9447115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orrstown Financial <br> Services, Inc.<br>| 142388 | &nbsp;&nbsp; 4678870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Premier <br> Bancorp, Inc.<br>| 1431888 | &nbsp;&nbsp; 31029013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Parke Bancorp, <br> Inc.<br>| 124503 | &nbsp;&nbsp; 2570987 |
| \* | Paysafe Ltd. | 320613 | &nbsp;&nbsp; 3895448 |
|  | PCB Bancorp | 142502 | &nbsp;&nbsp; 2912741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peapack-Gladstone <br> Financial Corp.<br>| 232356 | &nbsp;&nbsp; 5920431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PennyMac Financial <br> Services, Inc.<br>| 191342 | &nbsp;&nbsp; 17821594 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peoples Bancorp of <br> North Carolina, <br> Inc.<br>| 7096 | &nbsp;&nbsp; $203726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peoples Bancorp, <br> Inc.<br>| 570462 | &nbsp;&nbsp; 16338032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peoples Financial <br> Services Corp.<br>| 54164 | &nbsp;&nbsp; 2638328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pinnacle Financial <br> Partners, Inc.<br>| 399321 | &nbsp;&nbsp; 35096323 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pioneer Bancorp, <br> Inc.<br>| 1132 | &nbsp;&nbsp; 13890 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ponce Financial <br> Group, Inc.<br>| 115639 | &nbsp;&nbsp; 1624728 |
|  | Popular, Inc. | 767991 | &nbsp;&nbsp; 87996409 |
| \* | PRA Group, Inc. | 466803 | &nbsp;&nbsp; 7095406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Primis Financial <br> Corp.<br>| 320645 | &nbsp;&nbsp; 3588018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Princeton Bancorp, <br> Inc.<br>| 41190 | &nbsp;&nbsp; 1243526 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ProAssurance <br> Corp.<br>| 664413 | &nbsp;&nbsp; 15786453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prosperity <br> Bancshares, Inc.<br>| 1235800 | &nbsp;&nbsp; 82328996 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Provident Bancorp, <br> Inc.<br>| 111797 | &nbsp;&nbsp; 1365041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Provident Financial <br> Holdings, Inc.<br>| 170109 | &nbsp;&nbsp; 2606920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Provident Financial <br> Services, Inc.<br>| 1986787 | &nbsp;&nbsp; 36199259 |
|  | QCR Holdings, Inc. | 141839 | &nbsp;&nbsp; 10070569 |
|  | Radian Group, Inc. | 1285120 | &nbsp;&nbsp; 41907763 |
|  | RBB Bancorp | 129808 | &nbsp;&nbsp; 2350823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Red River <br> Bancshares, Inc.<br>| 1255 | &nbsp;&nbsp; 75513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Regional <br> Management <br> Corp.<br>| 170944 | &nbsp;&nbsp; 5682179 |
|  | Renasant Corp. | 1236913 | &nbsp;&nbsp; 45320492 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Repay Holdings <br> Corp.<br>| 1024304 | &nbsp;&nbsp; 5039576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Republic Bancorp, <br> Inc., Class A<br>| 160190 | &nbsp;&nbsp; 11030683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Richmond Mutual <br> BanCorp, Inc.<br>| 7283 | &nbsp;&nbsp; 100797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riverview Bancorp, <br> Inc.<br>| 291953 | &nbsp;&nbsp; 1439328 |
|  | S&T Bancorp, Inc. | 533973 | &nbsp;&nbsp; 19564771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Safety Insurance <br> Group, Inc.<br>| 493 | &nbsp;&nbsp; 34683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SB Financial Group, <br> Inc.<br>| 67509 | &nbsp;&nbsp; 1269844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seacoast Banking <br> Corp. of Florida<br>| 179732 | &nbsp;&nbsp; 5066645 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Security National <br> Financial Corp., <br> Class A<br>| 173617 | &nbsp;&nbsp; 1472272 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shore Bancshares, <br> Inc.<br>| 301881 | &nbsp;&nbsp; $4682174 |
|  | Sierra Bancorp | 289461 | &nbsp;&nbsp; 8486997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Simmons First <br> National Corp., <br> Class A<br>| 1706427 | &nbsp;&nbsp; 32712206 |
| \* | SiriusPoint Ltd. | 1320887 | &nbsp;&nbsp; 25902594 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SmartFinancial, <br> Inc.<br>| 198068 | &nbsp;&nbsp; 6785810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; South Plains <br> Financial, Inc.<br>| 43916 | &nbsp;&nbsp; 1629723 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Southern First <br> Bancshares, Inc.<br>| 43586 | &nbsp;&nbsp; 1811434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Missouri <br> Bancorp, Inc.<br>| 30720 | &nbsp;&nbsp; 1661645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southside <br> Bancshares, Inc.<br>| 122325 | &nbsp;&nbsp; 3601248 |
|  | SouthState Corp. | 893772 | &nbsp;&nbsp; 84166509 |
|  | SR Bancorp, Inc. | 6477 | &nbsp;&nbsp; 90160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stellar Bancorp, <br> Inc.<br>| 455176 | &nbsp;&nbsp; 13441347 |
| #††,\*†† | &nbsp;&nbsp;&nbsp;&nbsp; Sterling Bancorp, <br> Inc.<br>| 224071 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stewart Information <br> Services Corp.<br>| 226499 | &nbsp;&nbsp; 14706580 |
|  | Summit State Bank | 10197 | &nbsp;&nbsp; 124811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SWK Holdings <br> Corp.<br>| 5520 | &nbsp;&nbsp; 82193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Synovus Financial <br> Corp.<br>| 403988 | &nbsp;&nbsp; 19084393 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Texas Capital <br> Bancshares, Inc.<br>| 699460 | &nbsp;&nbsp; 58733656 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Third Coast <br> Bancshares, Inc.<br>| 118633 | &nbsp;&nbsp; 4466532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Timberland <br> Bancorp, Inc.<br>| 133137 | &nbsp;&nbsp; 4165857 |
|  | Tiptree, Inc. | 366504 | &nbsp;&nbsp; 7615953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tompkins Financial <br> Corp.<br>| 32990 | &nbsp;&nbsp; 2133793 |
|  | Towne Bank | 984732 | &nbsp;&nbsp; 34495162 |
|  | TriCo Bancshares | 213749 | &nbsp;&nbsp; 8789359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TrustCo Bank <br> Corp.<br>| 275223 | &nbsp;&nbsp; 9236484 |
|  | Trustmark Corp. | 837226 | &nbsp;&nbsp; 31186669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UMB Financial <br> Corp.<br>| 346995 | &nbsp;&nbsp; 38165980 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Unico American <br> Corp.<br>| 99017 | &nbsp;&nbsp; 4951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Bancshares, <br> Inc.<br>| 6413 | &nbsp;&nbsp; 188222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Bankshares, <br> Inc.<br>| 1960349 | &nbsp;&nbsp; 69631597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Community <br> Banks, Inc.<br>| 1420300 | &nbsp;&nbsp; 43319150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Fire Group, <br> Inc.<br>| 297133 | &nbsp;&nbsp; 7888881 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; United Security <br> Bancshares<br>| 265629 | &nbsp;&nbsp; $2271128 |
|  | Unity Bancorp, Inc. | 49758 | &nbsp;&nbsp; 2443615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Univest Financial <br> Corp.<br>| 424997 | &nbsp;&nbsp; 12256914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valley National <br> Bancorp<br>| 7006475 | &nbsp;&nbsp; 64950023 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Velocity Financial, <br> Inc.<br>| 32109 | &nbsp;&nbsp; 533009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Veritex Holdings, <br> Inc.<br>| 717634 | &nbsp;&nbsp; 22763351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Virtus Investment <br> Partners, Inc.<br>| 2654 | &nbsp;&nbsp; 513045 |
|  | WaFd, Inc. | 1110323 | &nbsp;&nbsp; 32315951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Washington Trust <br> Bancorp, Inc.<br>| 173042 | &nbsp;&nbsp; 4661752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Waterstone <br> Financial, Inc.<br>| 273538 | &nbsp;&nbsp; 3640791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Webster Financial <br> Corp.<br>| 1788730 | &nbsp;&nbsp; 103120285 |
|  | WesBanco, Inc. | 1402528 | &nbsp;&nbsp; 42258169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western Alliance <br> Bancorp<br>| 667916 | &nbsp;&nbsp; 51803565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western New <br> England Bancorp, <br> Inc.<br>| 356282 | &nbsp;&nbsp; 3794403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westwood Holdings <br> Group, Inc.<br>| 11851 | &nbsp;&nbsp; 207155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; White Mountains <br> Insurance Group <br> Ltd.<br>| 35610 | &nbsp;&nbsp; 63663558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wintrust Financial <br> Corp.<br>| 566845 | &nbsp;&nbsp; 72544823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WSFS Financial <br> Corp.<br>| 765083 | &nbsp;&nbsp; 41957152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WVS Financial <br> Corp.<br>| 1740 | &nbsp;&nbsp; 21158 |
|  | Zions Bancorp NA | 1682563 | &nbsp;&nbsp; 90219028 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | &nbsp;&nbsp; 4667079628 |
| HEALTH CARE — (5.4%) | HEALTH CARE — (5.4%) | HEALTH CARE — (5.4%) | HEALTH CARE — (5.4%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Acadia Healthcare <br> Co., Inc.<br>| 410944 | &nbsp;&nbsp; 8946251 |
| \* | AdaptHealth Corp. | 755210 | &nbsp;&nbsp; 6774234 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Shared <br> Hospital Services<br>| 118315 | &nbsp;&nbsp; 298154 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AMN Healthcare <br> Services, Inc.<br>| 28283 | &nbsp;&nbsp; 518710 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amphastar <br> Pharmaceuticals, <br> Inc.<br>| 231778 | &nbsp;&nbsp; 4855749 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anika Therapeutics, <br> Inc.<br>| 20453 | &nbsp;&nbsp; 168840 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Astrana Health, <br> Inc.<br>| 30884 | &nbsp;&nbsp; 736892 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Avanos Medical, <br> Inc.<br>| 596538 | &nbsp;&nbsp; $6663329 |
| \* | Avantor, Inc. | 3712049 | &nbsp;&nbsp; 49889939 |
| \* | Azenta, Inc. | 728633 | &nbsp;&nbsp; 23826299 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bio-Rad <br> Laboratories, Inc., <br> Class A<br>| 270124 | &nbsp;&nbsp; 65356502 |
| \* | CareCloud, Inc. | 13795 | &nbsp;&nbsp; 32832 |
| \* | CareDx, Inc. | 35114 | &nbsp;&nbsp; 431375 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Castle Biosciences, <br> Inc.<br>| 272902 | &nbsp;&nbsp; 4134465 |
| \* | Certara, Inc. | 1288410 | &nbsp;&nbsp; 12677954 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Charles River <br> Laboratories <br> International, Inc.<br>| 135936 | &nbsp;&nbsp; 23060183 |
|  | CONMED Corp. | 124971 | &nbsp;&nbsp; 6392267 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cross Country <br> Healthcare, Inc.<br>| 213370 | &nbsp;&nbsp; 2869826 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cytek Biosciences, <br> Inc.<br>| 117931 | &nbsp;&nbsp; 424552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dentsply Sirona, <br> Inc.<br>| 769190 | &nbsp;&nbsp; 11007109 |
| \* | DocGo, Inc. | 37900 | &nbsp;&nbsp; 51544 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Elanco Animal <br> Health, Inc.<br>| 6268307 | &nbsp;&nbsp; 85750440 |
| \* | Enhabit, Inc. | 181092 | &nbsp;&nbsp; 1216938 |
| \* | Enovis Corp. | 717405 | &nbsp;&nbsp; 19226454 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Entrada <br> Therapeutics, <br> Inc.<br>| 83478 | &nbsp;&nbsp; 490851 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Envista Holdings <br> Corp.<br>| 2084307 | &nbsp;&nbsp; 39372559 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Evolent Health, Inc., <br> Class A<br>| 87256 | &nbsp;&nbsp; 876923 |
| \* | FONAR Corp. | 78303 | &nbsp;&nbsp; 1222310 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fulgent Genetics, <br> Inc.<br>| 21203 | &nbsp;&nbsp; 364268 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Globus Medical, <br> Inc., Class A<br>| 88636 | &nbsp;&nbsp; 4664913 |
|  | HealthStream, Inc. | 17713 | &nbsp;&nbsp; 463372 |
| \* | ICU Medical, Inc. | 74251 | &nbsp;&nbsp; 9534571 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; InfuSystem <br> Holdings, Inc.<br>| 2808 | &nbsp;&nbsp; 15725 |
| #\* | Innoviva, Inc. | 1062955 | &nbsp;&nbsp; 19313892 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Integer Holdings <br> Corp.<br>| 171272 | &nbsp;&nbsp; 18584725 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Integra LifeSciences <br> Holdings Corp.<br>| 435489 | &nbsp;&nbsp; 5722325 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jazz <br> Pharmaceuticals <br> PLC<br>| 669842 | &nbsp;&nbsp; 76783988 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kewaunee Scientific <br> Corp.<br>| 47055 | &nbsp;&nbsp; 2604024 |
| \* | LENSAR, Inc. | 1627 | &nbsp;&nbsp; 20972 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LifeStance Health <br> Group, Inc.<br>| 666969 | &nbsp;&nbsp; 2654537 |
| \* | LivaNova PLC | 7970 | &nbsp;&nbsp; 336254 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Molina Healthcare, <br> Inc.<br>| 14308 | &nbsp;&nbsp; $2258804 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Monte Rosa <br> Therapeutics, <br> Inc.<br>| 50858 | &nbsp;&nbsp; 251747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National HealthCare <br> Corp.<br>| 203290 | &nbsp;&nbsp; 19521939 |
| #\* | Neogen Corp. | 2620240 | &nbsp;&nbsp; 12184116 |
| \* | NeoGenomics, Inc. | 424602 | &nbsp;&nbsp; 2055074 |
| #\*†† | OCA, Inc. | 492841 | &nbsp;&nbsp; 0 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; OmniAb, Inc. <br> (2200963D US)<br>| 2029 | &nbsp;&nbsp; 0 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; OmniAb, Inc. <br> (2200964D US)<br>| 2029 | &nbsp;&nbsp; 0 |
| \* | Omnicell, Inc. | 518552 | &nbsp;&nbsp; 16080297 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OraSure <br> Technologies, <br> Inc.<br>| 820045 | &nbsp;&nbsp; 2607743 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Organogenesis <br> Holdings, Inc.<br>| 26869 | &nbsp;&nbsp; 124135 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OrthoPediatrics <br> Corp.<br>| 41730 | &nbsp;&nbsp; 864646 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Owens & Minor, <br> Inc.<br>| 887409 | &nbsp;&nbsp; 6149744 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pacira BioSciences, <br> Inc.<br>| 560528 | &nbsp;&nbsp; 11821536 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; PDL BioPharma, <br> Inc.<br>| 1226353 | &nbsp;&nbsp; 515068 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pediatrix Medical <br> Group, Inc.<br>| 440038 | &nbsp;&nbsp; 5390465 |
|  | Perrigo Co. PLC | 1847809 | &nbsp;&nbsp; 49281066 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Premier, Inc., <br> Class A<br>| 1286972 | &nbsp;&nbsp; 27644159 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Prestige Consumer <br> Healthcare, Inc.<br>| 431389 | &nbsp;&nbsp; 31901217 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Puma <br> Biotechnology, <br> Inc.<br>| 119844 | &nbsp;&nbsp; 372715 |
| \* | QuidelOrtho Corp. | 618524 | &nbsp;&nbsp; 14238422 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Quipt Home <br> Medical Corp.<br>| 18442 | &nbsp;&nbsp; 40757 |
| # | Revvity, Inc. | 44956 | &nbsp;&nbsp; 3951632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Select Medical <br> Holdings Corp.<br>| 565216 | &nbsp;&nbsp; 8359545 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sensus Healthcare, <br> Inc.<br>| 84183 | &nbsp;&nbsp; 470583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SIGA Technologies, <br> Inc.<br>| 8824 | &nbsp;&nbsp; 58327 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Supernus <br> Pharmaceuticals, <br> Inc.<br>| 576171 | &nbsp;&nbsp; 20223602 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Surgery Partners, <br> Inc.<br>| 851459 | &nbsp;&nbsp; 18689525 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tactile Systems <br> Technology, Inc.<br>| 286938 | &nbsp;&nbsp; 2863641 |
|  | Teleflex, Inc. | 231262 | &nbsp;&nbsp; 27635809 |
| \* | TruBridge, Inc. | 12155 | &nbsp;&nbsp; 253067 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Health <br> Services, Inc., <br> Class B<br>| 16466 | &nbsp;&nbsp; $2740766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Utah Medical <br> Products, Inc.<br>| 29788 | &nbsp;&nbsp; 1656213 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vanda <br> Pharmaceuticals, <br> Inc.<br>| 402020 | &nbsp;&nbsp; 1712605 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Varex Imaging <br> Corp.<br>| 502915 | &nbsp;&nbsp; 3661221 |
| #\* | Veracyte, Inc. | 85453 | &nbsp;&nbsp; 2009000 |
|  | Viatris, Inc. | 6430825 | &nbsp;&nbsp; 56205410 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Voyager <br> Therapeutics, <br> Inc.<br>| 139141 | &nbsp;&nbsp; 443860 |
| \* | Zimvie, Inc. | 363931 | &nbsp;&nbsp; 6838263 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | &nbsp;&nbsp; 879413766 |
| INDUSTRIALS — (17.4%) | INDUSTRIALS — (17.4%) | INDUSTRIALS — (17.4%) | INDUSTRIALS — (17.4%) |
| \* | AAR Corp. | 293520 | &nbsp;&nbsp; 21928879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ABM Industries, <br> Inc.<br>| 927823 | &nbsp;&nbsp; 42800475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ACCO Brands <br> Corp.<br>| 765893 | &nbsp;&nbsp; 2872099 |
|  | Acme United Corp. | 27459 | &nbsp;&nbsp; 1103303 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aebi Schmidt <br> Holding AG<br>| 167521 | &nbsp;&nbsp; 1725466 |
| \* | AerSale Corp. | 120195 | &nbsp;&nbsp; 725978 |
|  | AGCO Corp. | 730584 | &nbsp;&nbsp; 86186994 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Air Industries <br> Group<br>| 7084 | &nbsp;&nbsp; 24511 |
|  | Air Lease Corp. | 1565593 | &nbsp;&nbsp; 86733852 |
|  | Alamo Group, Inc. | 6481 | &nbsp;&nbsp; 1442541 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alaska Air Group, <br> Inc.<br>| 1599160 | &nbsp;&nbsp; 84691514 |
| # | Alight, Inc., Class A | 6707305 | &nbsp;&nbsp; 35951155 |
| #\* | Allegiant Travel Co. | 118732 | &nbsp;&nbsp; 6131320 |
|  | Allient, Inc. | 73830 | &nbsp;&nbsp; 2976087 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amentum Holdings, <br> Inc.<br>| 177123 | &nbsp;&nbsp; 4422761 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Ameresco, Inc., <br> Class A<br>| 179422 | &nbsp;&nbsp; 3035820 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American <br> Woodmark Corp.<br>| 253281 | &nbsp;&nbsp; 13325113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apogee Enterprises, <br> Inc.<br>| 68394 | &nbsp;&nbsp; 2871864 |
|  | ArcBest Corp. | 320247 | &nbsp;&nbsp; 23419663 |
|  | Arcosa, Inc. | 679163 | &nbsp;&nbsp; 58326518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astec Industries, <br> Inc.<br>| 331845 | &nbsp;&nbsp; 13160973 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Asure Software, <br> Inc.<br>| 151498 | &nbsp;&nbsp; 1469531 |
|  | Atkore, Inc. | 136370 | &nbsp;&nbsp; 10503217 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Avalon Holdings <br> Corp., Class A<br>| 10149 | &nbsp;&nbsp; 26286 |
|  | AZZ, Inc. | 82802 | &nbsp;&nbsp; 9066819 |
| \* | BGSF, Inc. | 13716 | &nbsp;&nbsp; 84079 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BlueLinx Holdings, <br> Inc.<br>| 116887 | &nbsp;&nbsp; $8564310 |
|  | Boise Cascade Co. | 367045 | &nbsp;&nbsp; 30762041 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bowman Consulting <br> Group Ltd.<br>| 39374 | &nbsp;&nbsp; 1365490 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BrightView <br> Holdings, Inc.<br>| 1206115 | &nbsp;&nbsp; 19237534 |
| \* | Broadwind, Inc. | 39495 | &nbsp;&nbsp; 102292 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CACI International, <br> Inc., Class A<br>| 13028 | &nbsp;&nbsp; 6000306 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cadeler AS (CDLR <br> US), ADR<br>| 26931 | &nbsp;&nbsp; 564474 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Chart Industries, <br> Inc.<br>| 205033 | &nbsp;&nbsp; 40766711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chicago Rivet & <br> Machine Co.<br>| 27374 | &nbsp;&nbsp; 347376 |
|  | Civeo Corp. | 125155 | &nbsp;&nbsp; 3127623 |
| \* | Clarivate PLC | 1898812 | &nbsp;&nbsp; 7310426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Columbus <br> McKinnon Corp.<br>| 362591 | &nbsp;&nbsp; 5311958 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Vehicle <br> Group, Inc.<br>| 14959 | &nbsp;&nbsp; 25281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CompX <br> International, Inc.<br>| 65882 | &nbsp;&nbsp; 1535051 |
| # | Concentrix Corp. | 165941 | &nbsp;&nbsp; 8623954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concrete Pumping <br> Holdings, Inc.<br>| 459398 | &nbsp;&nbsp; 3137688 |
| \* | Conduent, Inc. | 1543166 | &nbsp;&nbsp; 4104822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Copa Holdings SA, <br> Class A<br>| 239409 | &nbsp;&nbsp; 26493000 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Costamare Bulkers <br> Holdings Ltd.<br>| 353165 | &nbsp;&nbsp; 3178485 |
| # | Costamare, Inc. | 1765828 | &nbsp;&nbsp; 17817205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Covenant Logistics <br> Group, Inc.<br>| 313698 | &nbsp;&nbsp; 7575807 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; CPI Aerostructures, <br> Inc.<br>| 23283 | &nbsp;&nbsp; 79628 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Custom Truck One <br> Source, Inc.<br>| 817230 | &nbsp;&nbsp; 5058654 |
|  | Deluxe Corp. | 588221 | &nbsp;&nbsp; 9470358 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DLH Holdings <br> Corp.<br>| 20847 | &nbsp;&nbsp; 116952 |
| \* | DNOW, Inc. | 1432491 | &nbsp;&nbsp; 22289560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Douglas Dynamics, <br> Inc.<br>| 1957 | &nbsp;&nbsp; 55970 |
| \* | Ducommun, Inc. | 233057 | &nbsp;&nbsp; 21203526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dun & Bradstreet <br> Holdings, Inc.<br>| 4196336 | &nbsp;&nbsp; 38186658 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DXP Enterprises, <br> Inc.<br>| 68408 | &nbsp;&nbsp; 7747890 |
|  | Eastern Co. | 95333 | &nbsp;&nbsp; 2197426 |
|  | EnerSys | 168137 | &nbsp;&nbsp; 15530815 |
|  | Ennis, Inc. | 554504 | &nbsp;&nbsp; 9870171 |
|  | Enpro, Inc. | 105501 | &nbsp;&nbsp; 22409467 |
| \* | Enviri Corp. | 1081656 | &nbsp;&nbsp; 9734904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Espey Mfg. & <br> Electronics Corp.<br>| 1996 | &nbsp;&nbsp; 87824 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; First Advantage <br> Corp.<br>| 371054 | &nbsp;&nbsp; $6415524 |
| \* | Fluor Corp. | 663756 | &nbsp;&nbsp; 37681428 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forrester Research, <br> Inc.<br>| 71631 | &nbsp;&nbsp; 697686 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Frontier Group <br> Holdings, Inc.<br>| 276112 | &nbsp;&nbsp; 1209371 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gates Industrial <br> Corp. PLC<br>| 3611022 | &nbsp;&nbsp; 89553346 |
|  | GATX Corp. | 296602 | &nbsp;&nbsp; 45288159 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Genco Shipping & <br> Trading Ltd.<br>| 644187 | &nbsp;&nbsp; 10261899 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gencor Industries, <br> Inc.<br>| 177299 | &nbsp;&nbsp; 2585019 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gibraltar Industries, <br> Inc.<br>| 294938 | &nbsp;&nbsp; 19474756 |
| \* | GMS, Inc. | 90054 | &nbsp;&nbsp; 9873521 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Great Lakes Dredge <br> & Dock Corp.<br>| 951556 | &nbsp;&nbsp; 10543240 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Greenbrier Cos., <br> Inc.<br>| 439723 | &nbsp;&nbsp; 20007397 |
| \* | GXO Logistics, Inc. | 1035128 | &nbsp;&nbsp; 51456213 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Healthcare Services <br> Group, Inc.<br>| 362358 | &nbsp;&nbsp; 4714278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heartland Express, <br> Inc.<br>| 986067 | &nbsp;&nbsp; 7711044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heidrick & <br> Struggles <br> International, Inc.<br>| 195343 | &nbsp;&nbsp; 8698624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Helios <br> Technologies, <br> Inc.<br>| 265083 | &nbsp;&nbsp; 9725895 |
|  | Hillenbrand, Inc. | 444522 | &nbsp;&nbsp; 9206051 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hillman Solutions <br> Corp.<br>| 1735467 | &nbsp;&nbsp; 13692835 |
|  | HNI Corp. | 12531 | &nbsp;&nbsp; 644595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hub Group, Inc., <br> Class A<br>| 952985 | &nbsp;&nbsp; 33373535 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hudson <br> Technologies, <br> Inc.<br>| 371008 | &nbsp;&nbsp; 3483765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huntington Ingalls <br> Industries, Inc.<br>| 191143 | &nbsp;&nbsp; 53302137 |
| \* | Hurco Cos., Inc. | 111781 | &nbsp;&nbsp; 2148431 |
|  | Hyster-Yale, Inc. | 36494 | &nbsp;&nbsp; 1533113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ICF International, <br> Inc.<br>| 129990 | &nbsp;&nbsp; 10904861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Insteel Industries, <br> Inc.<br>| 172696 | &nbsp;&nbsp; 6234326 |
|  | Interface, Inc. | 277700 | &nbsp;&nbsp; 5726174 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Janus International <br> Group, Inc.<br>| 256070 | &nbsp;&nbsp; 2194520 |
|  | JBT Marel Corp. | 100 | &nbsp;&nbsp; 13780 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; JELD-WEN Holding, <br> Inc.<br>| 575501 | &nbsp;&nbsp; 2589755 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; JetBlue Airways <br> Corp.<br>| 4463344 | &nbsp;&nbsp; 19817247 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kelly Services, Inc., <br> Class A<br>| 671562 | &nbsp;&nbsp; $8226635 |
|  | Kennametal, Inc. | 1107524 | &nbsp;&nbsp; 27422294 |
| \* | Kirby Corp. | 703054 | &nbsp;&nbsp; 67008077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Knight-Swift <br> Transportation <br> Holdings, Inc.<br>| 2068666 | &nbsp;&nbsp; 87918305 |
|  | Korn Ferry | 536428 | &nbsp;&nbsp; 38016652 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; L.B. Foster Co., <br> Class A<br>| 160670 | &nbsp;&nbsp; 3775745 |
|  | LSI Industries, Inc. | 89288 | &nbsp;&nbsp; 1633970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luxfer Holdings <br> PLC<br>| 130838 | &nbsp;&nbsp; 1572673 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Manitowoc Co., <br> Inc.<br>| 490577 | &nbsp;&nbsp; 6254857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ManpowerGroup, <br> Inc.<br>| 597215 | &nbsp;&nbsp; 24635119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marten Transport <br> Ltd.<br>| 1363391 | &nbsp;&nbsp; 16578835 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mastech Digital, <br> Inc.<br>| 1688 | &nbsp;&nbsp; 12187 |
| \* | Masterbrand, Inc. | 1210841 | &nbsp;&nbsp; 13355576 |
|  | Matson, Inc. | 459105 | &nbsp;&nbsp; 49023232 |
|  | Maximus, Inc. | 7269 | &nbsp;&nbsp; 536888 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mayville <br> Engineering Co., <br> Inc.<br>| 128291 | &nbsp;&nbsp; 2151440 |
| \* | Middleby Corp. | 213565 | &nbsp;&nbsp; 31009638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miller Industries, <br> Inc.<br>| 162638 | &nbsp;&nbsp; 6627499 |
|  | MillerKnoll, Inc. | 943649 | &nbsp;&nbsp; 17910458 |
| \* | Mistras Group, Inc. | 389044 | &nbsp;&nbsp; 3089009 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Montrose <br> Environmental <br> Group, Inc.<br>| 41515 | &nbsp;&nbsp; 941975 |
| \* | MRC Global, Inc. | 541965 | &nbsp;&nbsp; 7956046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Presto <br> Industries, Inc.<br>| 46040 | &nbsp;&nbsp; 4440558 |
|  | NL Industries, Inc. | 787540 | &nbsp;&nbsp; 4859122 |
| \* | NN, Inc. | 9563 | &nbsp;&nbsp; 18648 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NPK International, <br> Inc.<br>| 786216 | &nbsp;&nbsp; 7091668 |
| \* | NV5 Global, Inc. | 275195 | &nbsp;&nbsp; 6178128 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NWPX <br> Infrastructure, <br> Inc.<br>| 166719 | &nbsp;&nbsp; 6965520 |
| \* | OPENLANE, Inc. | 1471602 | &nbsp;&nbsp; 36260273 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orion Group <br> Holdings, Inc.<br>| 203953 | &nbsp;&nbsp; 1511292 |
|  | Oshkosh Corp. | 716917 | &nbsp;&nbsp; 90711508 |
| \* | PAMT Corp. | 339900 | &nbsp;&nbsp; 3851067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pangaea Logistics <br> Solutions Ltd.<br>| 675542 | &nbsp;&nbsp; 3289890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Park-Ohio Holdings <br> Corp.<br>| 180081 | &nbsp;&nbsp; 2953328 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perma-Pipe <br> International <br> Holdings, Inc.<br>| 149959 | &nbsp;&nbsp; $3323091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Preformed Line <br> Products Co.<br>| 73753 | &nbsp;&nbsp; 11382300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Primoris Services <br> Corp.<br>| 80322 | &nbsp;&nbsp; 7563923 |
| \* | Proto Labs, Inc. | 283143 | &nbsp;&nbsp; 12209126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quanex Building <br> Products Corp.<br>| 459189 | &nbsp;&nbsp; 8945002 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Radiant Logistics, <br> Inc.<br>| 628615 | &nbsp;&nbsp; 3715115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Regal Rexnord <br> Corp.<br>| 313623 | &nbsp;&nbsp; 47946684 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Resideo <br> Technologies, <br> Inc.<br>| 2005204 | &nbsp;&nbsp; 54742069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Resources <br> Connection, Inc.<br>| 400330 | &nbsp;&nbsp; 2025670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rush Enterprises, <br> Inc. (RUSHA US), <br> Class A<br>| 756029 | &nbsp;&nbsp; 40931410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rush Enterprises, <br> Inc. (RUSHB <br> US), Class B<br>| 560721 | &nbsp;&nbsp; 30452758 |
|  | Ryder System, Inc. | 193094 | &nbsp;&nbsp; 34314735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schneider National, <br> Inc., Class B<br>| 1205180 | &nbsp;&nbsp; 29466651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sensata <br> Technologies <br> Holding PLC<br>| 1893533 | &nbsp;&nbsp; 58245075 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shoals <br> Technologies <br> Group, Inc., <br> Class A<br>| 138576 | &nbsp;&nbsp; 746925 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SIFCO Industries, <br> Inc.<br>| 49091 | &nbsp;&nbsp; 238582 |
| \* | SkyWest, Inc. | 572572 | &nbsp;&nbsp; 66395449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stanley Black & <br> Decker, Inc.<br>| 777925 | &nbsp;&nbsp; 52626626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Steelcase, Inc., <br> Class A<br>| 1364403 | &nbsp;&nbsp; 14094283 |
| #\* | Stratasys Ltd. | 39250 | &nbsp;&nbsp; 425078 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sun Country <br> Airlines Holdings, <br> Inc.<br>| 562885 | &nbsp;&nbsp; 6523837 |
| #\* | Sunrun, Inc. | 2834081 | &nbsp;&nbsp; 29077671 |
| \* | Taylor Devices, Inc. | 3503 | &nbsp;&nbsp; 157985 |
|  | Terex Corp. | 437395 | &nbsp;&nbsp; 22245910 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Thermon Group <br> Holdings, Inc.<br>| 272054 | &nbsp;&nbsp; 7693687 |
|  | Timken Co. | 512542 | &nbsp;&nbsp; 38999321 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Titan International, <br> Inc.<br>| 491377 | &nbsp;&nbsp; 4157049 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Titan Machinery, <br> Inc.<br>| 370910 | &nbsp;&nbsp; 7165981 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trinity Industries, <br> Inc.<br>| 957264 | &nbsp;&nbsp; $22304251 |
| \* | TrueBlue, Inc. | 109410 | &nbsp;&nbsp; 789940 |
|  | Twin Disc, Inc. | 106033 | &nbsp;&nbsp; 917185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UFP Industries, <br> Inc.<br>| 167280 | &nbsp;&nbsp; 16393440 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; U-Haul Holding Co. <br> (UHAL US)<br>| 20487 | &nbsp;&nbsp; 1185378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U-Haul Holding Co. <br> (UHAL/B US)<br>| 24245 | &nbsp;&nbsp; 1260740 |
| \* | Ultralife Corp. | 226959 | &nbsp;&nbsp; 1808863 |
|  | UniFirst Corp. | 137714 | &nbsp;&nbsp; 23553225 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Universal Logistics <br> Holdings, Inc.<br>| 65731 | &nbsp;&nbsp; 1572943 |
| \* | V2X, Inc. | 169619 | &nbsp;&nbsp; 8036548 |
|  | Vestis Corp. | 1110920 | &nbsp;&nbsp; 6732175 |
|  | Virco Mfg. Corp. | 124162 | &nbsp;&nbsp; 961014 |
| \* | VirTra, Inc. | 47855 | &nbsp;&nbsp; 339292 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Werner Enterprises, <br> Inc.<br>| 846463 | &nbsp;&nbsp; 23463954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WESCO <br> International, Inc.<br>| 503793 | &nbsp;&nbsp; 104264999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Willis Lease <br> Finance Corp.<br>| 217938 | &nbsp;&nbsp; 30855662 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp; 2799800694 |
| INFORMATION TECHNOLOGY — (6.1%) | INFORMATION TECHNOLOGY — (6.1%) | INFORMATION TECHNOLOGY — (6.1%) | INFORMATION TECHNOLOGY — (6.1%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Alithya Group, Inc., <br> Class A<br>| 128805 | &nbsp;&nbsp; 222833 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alpha & Omega <br> Semiconductor <br> Ltd.<br>| 416897 | &nbsp;&nbsp; 10618367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amkor Technology, <br> Inc.<br>| 3460921 | &nbsp;&nbsp; 78078378 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amtech Systems, <br> Inc.<br>| 359967 | &nbsp;&nbsp; 1693645 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arrow Electronics, <br> Inc.<br>| 688912 | &nbsp;&nbsp; 79913792 |
| \* | ASGN, Inc. | 318589 | &nbsp;&nbsp; 15974052 |
| \* | AstroNova, Inc. | 164829 | &nbsp;&nbsp; 1862568 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aviat Networks, <br> Inc.<br>| 33214 | &nbsp;&nbsp; 717422 |
|  | Avnet, Inc. | 1686327 | &nbsp;&nbsp; 89274151 |
| \* | Aware, Inc. | 401024 | &nbsp;&nbsp; 850171 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Axcelis <br> Technologies, <br> Inc.<br>| 18180 | &nbsp;&nbsp; 1230604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bel Fuse, Inc. <br> (BELFA US), <br> Class A<br>| 6165 | &nbsp;&nbsp; 706077 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bel Fuse, Inc. <br> (BELFB US), <br> Class B<br>| 35334 | &nbsp;&nbsp; 4594833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Benchmark <br> Electronics, Inc.<br>| 653408 | &nbsp;&nbsp; 25156208 |
| \* | Bill Holdings, Inc. | 801702 | &nbsp;&nbsp; 34352931 |
| #\* | Cipher Mining, Inc. | 284988 | &nbsp;&nbsp; 1556034 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| #\* | Cleanspark, Inc. | 259128 | &nbsp;&nbsp; $2946285 |
| \* | Coherent Corp. | 140704 | &nbsp;&nbsp; 15139750 |
| \* | Cohu, Inc. | 524818 | &nbsp;&nbsp; 9373249 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Comtech <br> Telecommunications <br> Corp.<br>| 142616 | &nbsp;&nbsp; 309477 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Corsair Gaming, <br> Inc.<br>| 184794 | &nbsp;&nbsp; 1674234 |
|  | CSP, Inc. | 127944 | &nbsp;&nbsp; 1312705 |
| \* | Daily Journal Corp. | 87 | &nbsp;&nbsp; 34763 |
| \* | Daktronics, Inc. | 130900 | &nbsp;&nbsp; 2123198 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Diebold Nixdorf, <br> Inc.<br>| 140251 | &nbsp;&nbsp; 7894729 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Digi International, <br> Inc.<br>| 281606 | &nbsp;&nbsp; 9183172 |
| \* | Diodes, Inc. | 522185 | &nbsp;&nbsp; 25780273 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DXC Technology <br> Co.<br>| 2434573 | &nbsp;&nbsp; 33134539 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Eastman Kodak <br> Co.<br>| 368315 | &nbsp;&nbsp; 2467710 |
| \* | ePlus, Inc. | 177624 | &nbsp;&nbsp; 11506483 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Expensify, Inc., <br> Class A<br>| 30054 | &nbsp;&nbsp; 61010 |
| \* | Globant SA | 21489 | &nbsp;&nbsp; 1810663 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grid Dynamics <br> Holdings, Inc.<br>| 2222 | &nbsp;&nbsp; 21087 |
| \* | Ichor Holdings Ltd. | 381247 | &nbsp;&nbsp; 7544878 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IPG Photonics <br> Corp.<br>| 332754 | &nbsp;&nbsp; 24919947 |
| \* | Jamf Holding Corp. | 68251 | &nbsp;&nbsp; 541913 |
| \* | Key Tronic Corp. | 214941 | &nbsp;&nbsp; 631927 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kimball Electronics, <br> Inc.<br>| 488543 | &nbsp;&nbsp; 9165067 |
| \* | Knowles Corp. | 1121389 | &nbsp;&nbsp; 22775411 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; KVH Industries, <br> Inc.<br>| 63177 | &nbsp;&nbsp; 334206 |
| \* | Lantronix, Inc. | 210376 | &nbsp;&nbsp; 675307 |
|  | Littelfuse, Inc. | 15227 | &nbsp;&nbsp; 3918364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Methode <br> Electronics, Inc.<br>| 11442 | &nbsp;&nbsp; 75060 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mirion <br> Technologies, <br> Inc.<br>| 999327 | &nbsp;&nbsp; 22334958 |
| \* | Mitek Systems, Inc. | 4063 | &nbsp;&nbsp; 36648 |
|  | MKS, Inc. | 5777 | &nbsp;&nbsp; 549855 |
| \* | N-able, Inc. | 34711 | &nbsp;&nbsp; 280465 |
| #\* | NCR Voyix Corp. | 277018 | &nbsp;&nbsp; 3772985 |
| \* | NETGEAR, Inc. | 211691 | &nbsp;&nbsp; 4921816 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NetScout Systems, <br> Inc.<br>| 965443 | &nbsp;&nbsp; 20679789 |
| \* | Optical Cable Corp. | 98611 | &nbsp;&nbsp; 441777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PC Connection, <br> Inc.<br>| 338757 | &nbsp;&nbsp; 20864044 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Penguin Solutions, <br> Inc.<br>| 185714 | &nbsp;&nbsp; 4377279 |
| \* | Photronics, Inc. | 873082 | &nbsp;&nbsp; 17775949 |
| \* | Plexus Corp. | 133118 | &nbsp;&nbsp; 16972545 |
| #\* | Powerfleet, Inc. NJ | 350746 | &nbsp;&nbsp; 1424029 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ribbon <br> Communications, <br> Inc.<br>| 900670 | &nbsp;&nbsp; $3386519 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Richardson <br> Electronics Ltd.<br>| 248494 | &nbsp;&nbsp; 2504819 |
| #\* | Riot Platforms, Inc. | 350132 | &nbsp;&nbsp; 4695270 |
| \* | Rogers Corp. | 197615 | &nbsp;&nbsp; 12959592 |
| \* | Sanmina Corp. | 786769 | &nbsp;&nbsp; 91296675 |
| \* | ScanSource, Inc. | 377407 | &nbsp;&nbsp; 14658488 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp; Silicon Graphics, <br> Inc.<br>| 289563 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skyworks Solutions, <br> Inc.<br>| 494598 | &nbsp;&nbsp; 33899747 |
| \* | Synaptics, Inc. | 39025 | &nbsp;&nbsp; 2446867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taitron <br> Components, <br> Inc., Class A<br>| 7394 | &nbsp;&nbsp; 16045 |
|  | TD SYNNEX Corp. | 280020 | &nbsp;&nbsp; 40432088 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TransAct <br> Technologies, <br> Inc.<br>| 111690 | &nbsp;&nbsp; 421071 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Trio-Tech <br> International<br>| 57299 | &nbsp;&nbsp; 311707 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TTM Technologies, <br> Inc.<br>| 873147 | &nbsp;&nbsp; 41256196 |
| \* | Turtle Beach Corp. | 6907 | &nbsp;&nbsp; 100428 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ultra Clean <br> Holdings, Inc.<br>| 341667 | &nbsp;&nbsp; 7694341 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Veeco Instruments, <br> Inc.<br>| 262360 | &nbsp;&nbsp; 5451841 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Verint Systems, <br> Inc.<br>| 602440 | &nbsp;&nbsp; 12819923 |
| #\* | Viasat, Inc. | 487291 | &nbsp;&nbsp; 8006191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vishay <br> Intertechnology, <br> Inc.<br>| 1741053 | &nbsp;&nbsp; 28535859 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vishay Precision <br> Group, Inc.<br>| 171388 | &nbsp;&nbsp; 4545210 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Xerox Holdings <br> Corp.<br>| 1560133 | &nbsp;&nbsp; 6318539 |
| \* | Xperi, Inc. | 8310 | &nbsp;&nbsp; 50026 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY |  | &nbsp;&nbsp; 978397054 |
| MATERIALS — (5.7%) | MATERIALS — (5.7%) | MATERIALS — (5.7%) | MATERIALS — (5.7%) |
|  | AdvanSix, Inc. | 367460 | &nbsp;&nbsp; 7393295 |
|  | Alcoa Corp. | 2470779 | &nbsp;&nbsp; 74049247 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Alpha Metallurgical <br> Resources, Inc.<br>| 150837 | &nbsp;&nbsp; 17809325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Vanguard <br> Corp.<br>| 333963 | &nbsp;&nbsp; 1289097 |
| \* | Arq, Inc. | 99990 | &nbsp;&nbsp; 534947 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ascent Industries <br> Co.<br>| 53841 | &nbsp;&nbsp; 690780 |
|  | Ashland, Inc. | 566778 | &nbsp;&nbsp; 29223074 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aspen Aerogels, <br> Inc.<br>| 248375 | &nbsp;&nbsp; 1902552 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Avient Corp. | 1000761 | &nbsp;&nbsp; $31594025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caledonia Mining <br> Corp. PLC<br>| 106308 | &nbsp;&nbsp; 2093205 |
|  | Celanese Corp. | 188738 | &nbsp;&nbsp; 9857786 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Clearwater Paper <br> Corp.<br>| 225323 | &nbsp;&nbsp; 5083287 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Cleveland-Cliffs, <br> Inc.<br>| 5939991 | &nbsp;&nbsp; 62488705 |
| \* | Coeur Mining, Inc. | 517703 | &nbsp;&nbsp; 4498839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Metals <br> Co.<br>| 1582984 | &nbsp;&nbsp; 82093550 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Core Molding <br> Technologies, <br> Inc.<br>| 133163 | &nbsp;&nbsp; 2215832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastman Chemical <br> Co.<br>| 423796 | &nbsp;&nbsp; 30771828 |
| \* | Ecovyst, Inc. | 1618155 | &nbsp;&nbsp; 13932315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Element Solutions, <br> Inc.<br>| 1199089 | &nbsp;&nbsp; 28298500 |
|  | Ferroglobe PLC | 273106 | &nbsp;&nbsp; 1155238 |
|  | FMC Corp. | 536116 | &nbsp;&nbsp; 20929969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fortitude Gold <br> Corp.<br>| 40459 | &nbsp;&nbsp; 142416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Friedman <br> Industries, Inc.<br>| 165653 | &nbsp;&nbsp; 2511299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Graphic Packaging <br> Holding Co.<br>| 90996 | &nbsp;&nbsp; 2034671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greif, Inc. (GEF <br> US), Class A<br>| 541389 | &nbsp;&nbsp; 34340304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greif, Inc. (GEF/B <br> US), Class B<br>| 29116 | &nbsp;&nbsp; 1911465 |
|  | HB Fuller Co. | 365025 | &nbsp;&nbsp; 20514405 |
|  | Hecla Mining Co. | 4380747 | &nbsp;&nbsp; 25145488 |
|  | Huntsman Corp. | 2076660 | &nbsp;&nbsp; 20143602 |
|  | Innospec, Inc. | 100290 | &nbsp;&nbsp; 8013171 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Intrepid Potash, <br> Inc.<br>| 169230 | &nbsp;&nbsp; 5631974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaiser Aluminum <br> Corp.<br>| 129642 | &nbsp;&nbsp; 10022623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koppers Holdings, <br> Inc.<br>| 268544 | &nbsp;&nbsp; 8824356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kronos Worldwide, <br> Inc.<br>| 737565 | &nbsp;&nbsp; 3945973 |
| \* | LSB Industries, Inc. | 262319 | &nbsp;&nbsp; 2027726 |
|  | Materion Corp. | 103219 | &nbsp;&nbsp; 10868961 |
|  | Mativ Holdings, Inc. | 186908 | &nbsp;&nbsp; 1237331 |
| \* | McEwen, Inc. | 78251 | &nbsp;&nbsp; 795030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercer <br> International, Inc.<br>| 461528 | &nbsp;&nbsp; 1712269 |
| \* | Metallus, Inc. | 637342 | &nbsp;&nbsp; 10070004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Minerals <br> Technologies, <br> Inc.<br>| 468872 | &nbsp;&nbsp; 27264907 |
|  | Mosaic Co. | 2392435 | &nbsp;&nbsp; 86151584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Myers Industries, <br> Inc.<br>| 196294 | &nbsp;&nbsp; 2875707 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nexa Resources <br> SA<br>| 152926 | &nbsp;&nbsp; $740162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northern <br> Technologies <br> International <br> Corp.<br>| 1810 | &nbsp;&nbsp; 13937 |
| \* | O-I Glass, Inc. | 1917703 | &nbsp;&nbsp; 24949316 |
|  | Olin Corp. | 455042 | &nbsp;&nbsp; 8618495 |
|  | Olympic Steel, Inc. | 187736 | &nbsp;&nbsp; 5838590 |
|  | Orion SA | 450369 | &nbsp;&nbsp; 4368579 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perimeter Solutions, <br> Inc.<br>| 1010364 | &nbsp;&nbsp; 16297171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quaker Chemical <br> Corp.<br>| 116627 | &nbsp;&nbsp; 13344461 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ramaco Resources, <br> Inc. (METC US), <br> Class A<br>| 432441 | &nbsp;&nbsp; 8800174 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ramaco Resources, <br> Inc. (METCB <br> US), Class B<br>| 22462 | &nbsp;&nbsp; 305029 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ranpak Holdings <br> Corp.<br>| 712241 | &nbsp;&nbsp; 2599680 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rayonier Advanced <br> Materials, Inc.<br>| 910567 | &nbsp;&nbsp; 3496577 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Resolute Forest <br> Products, Inc.<br>| 1372760 | &nbsp;&nbsp; 365566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ryerson Holding <br> Corp.<br>| 423658 | &nbsp;&nbsp; 8727355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sonoco Products <br> Co.<br>| 516336 | &nbsp;&nbsp; 23271264 |
|  | Stepan Co. | 284046 | &nbsp;&nbsp; 14421015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SunCoke Energy, <br> Inc.<br>| 1390191 | &nbsp;&nbsp; 10273511 |
| \* | Tredegar Corp. | 9050 | &nbsp;&nbsp; 78826 |
|  | TriMas Corp. | 564288 | &nbsp;&nbsp; 20162010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tronox Holdings <br> PLC<br>| 2032471 | &nbsp;&nbsp; 6483582 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Warrior Met Coal, <br> Inc.<br>| 323707 | &nbsp;&nbsp; 16632066 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; Webco Industries, <br> Inc.<br>| 4296 | &nbsp;&nbsp; 801204 |
|  | Westlake Corp. | 139586 | &nbsp;&nbsp; 11069170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Worthington Steel, <br> Inc.<br>| 340204 | &nbsp;&nbsp; 10383026 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | &nbsp;&nbsp; 926131428 |
| REAL ESTATE — (0.9%) | REAL ESTATE — (0.9%) | REAL ESTATE — (0.9%) | REAL ESTATE — (0.9%) |
| \* | AMREP Corp. | 20447 | &nbsp;&nbsp; 454946 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anywhere Real <br> Estate, Inc.<br>| 1514310 | &nbsp;&nbsp; 6996112 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cushman & <br> Wakefield PLC<br>| 2925930 | &nbsp;&nbsp; 35667087 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Five Point <br> Holdings LLC, <br> Class A<br>| 169310 | &nbsp;&nbsp; 902422 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forestar Group, <br> Inc.<br>| 692571 | &nbsp;&nbsp; $17175761 |
| \* | FRP Holdings, Inc. | 188506 | &nbsp;&nbsp; 4976558 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Howard Hughes <br> Holdings, Inc.<br>| 376702 | &nbsp;&nbsp; 25890729 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jones Lang <br> LaSalle, Inc.<br>| 102304 | &nbsp;&nbsp; 27658909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kennedy-Wilson <br> Holdings, Inc.<br>| 106767 | &nbsp;&nbsp; 781534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Newmark Group, <br> Inc., Class A<br>| 527160 | &nbsp;&nbsp; 7997017 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RE/MAX Holdings, <br> Inc., Class A<br>| 236469 | &nbsp;&nbsp; 1818447 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Seaport <br> Entertainment <br> Group, Inc.<br>| 94913 | &nbsp;&nbsp; 2189643 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Stratus Properties, <br> Inc.<br>| 109516 | &nbsp;&nbsp; 1745138 |
| \* | Tejon Ranch Co. | 420998 | &nbsp;&nbsp; 7561124 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | &nbsp;&nbsp; 141815427 |
| UTILITIES — (0.6%) | UTILITIES — (0.6%) | UTILITIES — (0.6%) | UTILITIES — (0.6%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hallador Energy <br> Co.<br>| 15213 | &nbsp;&nbsp; 268357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MDU Resources <br> Group, Inc.<br>| 2386951 | &nbsp;&nbsp; 41174905 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Montauk <br> Renewables, Inc.<br>| 6937 | &nbsp;&nbsp; 15053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Jersey <br> Resources Corp.<br>| 730744 | &nbsp;&nbsp; 33548457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ormat <br> Technologies, <br> Inc.<br>| 200088 | &nbsp;&nbsp; 17889868 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | &nbsp;&nbsp; 92896640 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS <br>Cost ($12732376063) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS <br>Cost ($12732376063) |  | &nbsp;&nbsp; 15338821932 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (1.0%) | TEMPORARY CASH INVESTMENTS — (1.0%) | TEMPORARY CASH INVESTMENTS — (1.0%) | TEMPORARY CASH INVESTMENTS — (1.0%) |
| Ɏ | &nbsp;&nbsp;&nbsp;&nbsp; State Street <br> Institutional <br> U.S. Government <br> Money Market <br> Fund 4.250%<br>| 153702649 | &nbsp;&nbsp; 153702649 |
| SECURITIES LENDING COLLATERAL — (3.9%) | SECURITIES LENDING COLLATERAL — (3.9%) | SECURITIES LENDING COLLATERAL — (3.9%) | SECURITIES LENDING COLLATERAL — (3.9%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short <br> Term Investment <br> Fund <br>| 54349807 | &nbsp;&nbsp; 628664219 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (Cost <br> $13,514,720,564)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (Cost <br> $13,514,720,564)^^ |  | &nbsp;&nbsp; $16121188800 |

---

------

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

**CONTINUED**

As of July 31, 2025, U.S. Small Cap Value Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp; 508 | 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; $159933643 | &nbsp;&nbsp;&nbsp;&nbsp; $161905950 | &nbsp;&nbsp;&nbsp;&nbsp; $1972307 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$159933643** | &nbsp;&nbsp; **$161905950** | &nbsp;&nbsp; **$1972307** |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Communication Services | &nbsp;&nbsp;&nbsp; $380546529 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $380546529 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | &nbsp;&nbsp;&nbsp; 2315503243 | &nbsp;&nbsp;&nbsp; $191455 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2315694698 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | &nbsp;&nbsp;&nbsp; 688886645 | &nbsp;&nbsp;&nbsp; 2562934 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 691449579 |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy | &nbsp;&nbsp;&nbsp; 1465596489 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1465596489 |
| &nbsp;&nbsp;&nbsp;&nbsp; Financials | &nbsp;&nbsp;&nbsp; 4666648765 | &nbsp;&nbsp;&nbsp; 425912 | &nbsp;&nbsp;&nbsp; $4951 | &nbsp;&nbsp;&nbsp; 4667079628 |
| &nbsp;&nbsp;&nbsp;&nbsp; Health Care | &nbsp;&nbsp;&nbsp; 878898698 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 515068 | &nbsp;&nbsp;&nbsp; 879413766 |
| &nbsp;&nbsp;&nbsp;&nbsp; Industrials | &nbsp;&nbsp;&nbsp; 2799721066 | &nbsp;&nbsp;&nbsp; 79628 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2799800694 |
| &nbsp;&nbsp;&nbsp;&nbsp; Information Technology | &nbsp;&nbsp;&nbsp; 978397054 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 978397054 |
| &nbsp;&nbsp;&nbsp;&nbsp; Materials | &nbsp;&nbsp;&nbsp; 924964658 | &nbsp;&nbsp;&nbsp; 801204 | &nbsp;&nbsp;&nbsp; 365566 | &nbsp;&nbsp;&nbsp; 926131428 |
| &nbsp;&nbsp;&nbsp;&nbsp; Real Estate | &nbsp;&nbsp;&nbsp; 141815427 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 141815427 |
| &nbsp;&nbsp;&nbsp;&nbsp; Utilities | &nbsp;&nbsp;&nbsp; 92896640 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 92896640 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; 153702649 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 153702649 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 628664219 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 628664219 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $15487577863 | &nbsp;&nbsp;&nbsp; $632725352 | &nbsp;&nbsp;&nbsp; $885,585˂˃ | &nbsp;&nbsp;&nbsp; $16121188800 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | &nbsp;&nbsp;&nbsp; 1972307 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1972307 |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; $1972307 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1972307 |
| &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

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

---

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

---

------

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

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (97.0%) | COMMON STOCKS — (97.0%) | COMMON STOCKS — (97.0%) | COMMON STOCKS — (97.0%) |
| COMMUNICATION SERVICES — (8.4%) | COMMUNICATION SERVICES — (8.4%) | COMMUNICATION SERVICES — (8.4%) | COMMUNICATION SERVICES — (8.4%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alphabet, Inc. (GOOG <br> US), Class C<br>| 2482683 | &nbsp;&nbsp; $478810243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alphabet, Inc. <br> (GOOGL US), <br> Class A<br>| 2862614 | &nbsp;&nbsp; 549335627 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Altice USA, Inc., <br> Class A<br>| 8636 | &nbsp;&nbsp; 22454 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AMC Networks, Inc., <br> Class A<br>| 44672 | &nbsp;&nbsp; 267585 |
| \* | Angi, Inc. | 6080 | &nbsp;&nbsp; 98618 |
| \* | Anterix, Inc. | 14703 | &nbsp;&nbsp; 326554 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; AST SpaceMobile, <br> Inc.<br>| 59175 | &nbsp;&nbsp; 3146335 |
|  | AT&T, Inc. | 4910632 | &nbsp;&nbsp; 134600423 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Atlanta Braves <br> Holdings, Inc. <br> (2291915D US), <br> Class A<br>| 11227 | &nbsp;&nbsp; 528792 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atlanta Braves <br> Holdings, Inc. <br> (2292098D US), <br> Class C<br>| 40796 | &nbsp;&nbsp; 1817870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ATN International, <br> Inc.<br>| 17342 | &nbsp;&nbsp; 297415 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bandwidth, Inc., <br> Class A<br>| 36811 | &nbsp;&nbsp; 512041 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Boston Omaha Corp., <br> Class A<br>| 1260 | &nbsp;&nbsp; 16947 |
|  | Cable One, Inc. | 6483 | &nbsp;&nbsp; 829694 |
| \* | Cargurus, Inc. | 104444 | &nbsp;&nbsp; 3427852 |
| \* | Cars.com, Inc. | 108167 | &nbsp;&nbsp; 1392109 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Charter <br> Communications, <br> Inc., Class A<br>| 114983 | &nbsp;&nbsp; 30971821 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cinemark Holdings, <br> Inc.<br>| 163217 | &nbsp;&nbsp; 4385641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Comcast Corp., <br> Class A<br>| 3617477 | &nbsp;&nbsp; 120208761 |
| \* | DHI Group, Inc. | 765897 | &nbsp;&nbsp; 2037286 |
|  | Electronic Arts, Inc. | 155923 | &nbsp;&nbsp; 23776698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Entravision <br> Communications <br> Corp., Class A<br>| 114828 | &nbsp;&nbsp; 253770 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EverQuote, Inc., <br> Class A<br>| 2080 | &nbsp;&nbsp; 51147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fox Corp. (FOX US), <br> Class B<br>| 208363 | &nbsp;&nbsp; 10655684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fox Corp. (FOXA US), <br> Class A<br>| 278213 | &nbsp;&nbsp; 15513157 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Frontier <br> Communications <br> Parent, Inc.<br>| 218769 | &nbsp;&nbsp; $8037573 |
| \* | fuboTV, Inc. | 76071 | &nbsp;&nbsp; 302763 |
| \* | Gaia, Inc. | 5400 | &nbsp;&nbsp; 22680 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gambling.com Group <br> Ltd.<br>| 5258 | &nbsp;&nbsp; 55577 |
| \* | Gannett Co., Inc. | 117731 | &nbsp;&nbsp; 448555 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GCI Liberty, Inc. <br> (GLBKV US), <br> Class C<br>| 19379 | &nbsp;&nbsp; 644352 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GCI Liberty, Inc. <br> (GLIBA US), <br> Class A<br>| 2310 | &nbsp;&nbsp; 76322 |
| \* | Gogo, Inc. | 21501 | &nbsp;&nbsp; 341006 |
|  | Gray Media, Inc. | 111298 | &nbsp;&nbsp; 501954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gray Media, Inc., <br> Class A<br>| 600 | &nbsp;&nbsp; 6390 |
| \* | Harte Hanks, Inc. | 1754 | &nbsp;&nbsp; 5981 |
|  | IDT Corp., Class B | 126440 | &nbsp;&nbsp; 7448580 |
| \* | IMAX Corp. | 46190 | &nbsp;&nbsp; 1191240 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Integral Ad Science <br> Holding Corp.<br>| 84354 | &nbsp;&nbsp; 691703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Interpublic Group of <br> Cos., Inc.<br>| 682571 | &nbsp;&nbsp; 16791247 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Iridium <br> Communications, <br> Inc.<br>| 176685 | &nbsp;&nbsp; 4321715 |
| \* | IZEA Worldwide, Inc. | 12 | &nbsp;&nbsp; 45 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; John Wiley & Sons, <br> Inc. (WLY US), <br> Class A<br>| 50985 | &nbsp;&nbsp; 1968021 |
| \* | Lee Enterprises, Inc. | 4146 | &nbsp;&nbsp; 20647 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Broadband <br> Corp. (LBRDA US), <br> Class A<br>| 11551 | &nbsp;&nbsp; 706113 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Broadband <br> Corp. (LBRDK US), <br> Class C<br>| 96897 | &nbsp;&nbsp; 5941724 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Global Ltd. <br> (LBTYA US), <br> Class A<br>| 138290 | &nbsp;&nbsp; 1385666 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Global Ltd. <br> (LBTYK US), <br> Class C<br>| 146990 | &nbsp;&nbsp; 1503708 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Latin America <br> Ltd. (LILA US), <br> Class A<br>| 42770 | &nbsp;&nbsp; 301528 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Latin America <br> Ltd. (LILAK US), <br> Class C<br>| 202515 | &nbsp;&nbsp; 1445957 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONA US), <br> Class A<br>| 1146 | &nbsp;&nbsp; $103277 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONK US), <br> Class C<br>| 174666 | &nbsp;&nbsp; 17527733 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media <br> Corp.-Liberty Live <br> (LLYVA US), <br> Class A<br>| 20487 | &nbsp;&nbsp; 1675837 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media <br> Corp.-Liberty Live <br> (LLYVK US), <br> Class C<br>| 55388 | &nbsp;&nbsp; 4665331 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lionsgate Studios <br> Corp.<br>| 484639 | &nbsp;&nbsp; 2869063 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Live Nation <br> Entertainment, Inc.<br>| 137501 | &nbsp;&nbsp; 20308898 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lumen Technologies, <br> Inc.<br>| 685805 | &nbsp;&nbsp; 3051832 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Madison Square <br> Garden <br> Entertainment <br> Corp.<br>| 33318 | &nbsp;&nbsp; 1259087 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Madison Square <br> Garden Sports <br> Corp.<br>| 13106 | &nbsp;&nbsp; 2648723 |
| \* | Magnite, Inc. | 303286 | &nbsp;&nbsp; 6978611 |
|  | Marcus Corp. | 27823 | &nbsp;&nbsp; 455462 |
|  | Match Group, Inc. | 168807 | &nbsp;&nbsp; 5785016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meta Platforms, Inc., <br> Class A<br>| 1137164 | &nbsp;&nbsp; 879528124 |
| \* | Netflix, Inc. | 170109 | &nbsp;&nbsp; 197224375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New York Times Co., <br> Class A<br>| 194609 | &nbsp;&nbsp; 10098261 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; News Corp. (NWS <br> US), Class B<br>| 207046 | &nbsp;&nbsp; 6919477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; News Corp. (NWSA <br> US), Class A<br>| 398434 | &nbsp;&nbsp; 11682085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nexstar Media Group, <br> Inc.<br>| 87453 | &nbsp;&nbsp; 16363331 |
| # | Omnicom Group, Inc. | 227775 | &nbsp;&nbsp; 16411189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Global <br> (PARA US), <br> Class B<br>| 102584 | &nbsp;&nbsp; 1289481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Global <br> (PARAA US), <br> Class A<br>| 9352 | &nbsp;&nbsp; 178530 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pinterest, Inc., <br> Class A<br>| 233984 | &nbsp;&nbsp; 9031782 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PubMatic, Inc., <br> Class A<br>| 51152 | &nbsp;&nbsp; 614335 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | QuinStreet, Inc. | 44573 | &nbsp;&nbsp; $731443 |
| \* | Reddit, Inc., Class A | 72280 | &nbsp;&nbsp; 11607445 |
| \* | Reservoir Media, Inc. | 17019 | &nbsp;&nbsp; 135131 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ROBLOX Corp., <br> Class A<br>| 87159 | &nbsp;&nbsp; 12009639 |
| \* | Roku, Inc. | 90562 | &nbsp;&nbsp; 8527318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saga <br> Communications, <br> Inc., Class A<br>| 14867 | &nbsp;&nbsp; 187324 |
|  | Scholastic Corp. | 31162 | &nbsp;&nbsp; 768766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenandoah <br> Telecommunications <br> Co.<br>| 70396 | &nbsp;&nbsp; 1033413 |
| # | Shutterstock, Inc. | 5361 | &nbsp;&nbsp; 102717 |
|  | Sinclair, Inc. | 43835 | &nbsp;&nbsp; 633854 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sirius XM Holdings, <br> Inc.<br>| 34507 | &nbsp;&nbsp; 728788 |
| #\* | Snap, Inc., Class A | 396534 | &nbsp;&nbsp; 3739316 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sphere Entertainment <br> Co.<br>| 43336 | &nbsp;&nbsp; 1865615 |
|  | Spok Holdings, Inc. | 30700 | &nbsp;&nbsp; 563038 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Spotify Technology <br> SA<br>| 34542 | &nbsp;&nbsp; 21641945 |
| #\* | Stagwell, Inc. | 179530 | &nbsp;&nbsp; 1028707 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Starz Entertainment <br> Corp.<br>| 32307 | &nbsp;&nbsp; 470067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunrise <br> Communications <br> AG, ADR, Class A<br>| 39623 | &nbsp;&nbsp; 2102396 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Take-Two Interactive <br> Software, Inc.<br>| 99041 | &nbsp;&nbsp; 22059402 |
| \* | TechTarget, Inc. | 44033 | &nbsp;&nbsp; 318799 |
|  | TEGNA, Inc. | 235763 | &nbsp;&nbsp; 3937242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telephone & Data <br> Systems, Inc.<br>| 91829 | &nbsp;&nbsp; 3585004 |
| \* | Thryv Holdings, Inc. | 32795 | &nbsp;&nbsp; 431582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TKO Group Holdings, <br> Inc.<br>| 75267 | &nbsp;&nbsp; 12645609 |
|  | T-Mobile U.S., Inc. | 332807 | &nbsp;&nbsp; 79344517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Townsquare Media, <br> Inc., Class A<br>| 16081 | &nbsp;&nbsp; 110798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Trade Desk, Inc., <br> Class A<br>| 116284 | &nbsp;&nbsp; 10112057 |
| \* | Travelzoo | 40759 | &nbsp;&nbsp; 407182 |
| #\* | TripAdvisor, Inc. | 65970 | &nbsp;&nbsp; 1153815 |
| \* | TrueCar, Inc. | 137053 | &nbsp;&nbsp; 250807 |
| \* | U.S. Cellular Corp. | 47023 | &nbsp;&nbsp; 3429387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Verizon <br> Communications, <br> Inc.<br>| 3175666 | &nbsp;&nbsp; 135791478 |
| \* | Vimeo, Inc. | 203909 | &nbsp;&nbsp; 772815 |
|  | Walt Disney Co. | 843666 | &nbsp;&nbsp; 100489057 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Warner Bros <br> Discovery, Inc.<br>| 1069644 | &nbsp;&nbsp; 14087211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Warner Music Group <br> Corp., Class A<br>| 38622 | &nbsp;&nbsp; 1130080 |
| #\* | WideOpenWest, Inc. | 52827 | &nbsp;&nbsp; 178027 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | Yelp, Inc. | 47044 | &nbsp;&nbsp; $1619725 |
| \* | Zedge, Inc., Class B | 7377 | &nbsp;&nbsp; 29655 |
| #\* | Ziff Davis, Inc. | 46064 | &nbsp;&nbsp; 1433512 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ZoomInfo <br> Technologies, Inc.<br>| 134047 | &nbsp;&nbsp; 1451729 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMUNICATION <br> SERVICES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMUNICATION <br> SERVICES |  | &nbsp;&nbsp; 3116761823 |
| CONSUMER DISCRETIONARY — (10.2%) | CONSUMER DISCRETIONARY — (10.2%) | CONSUMER DISCRETIONARY — (10.2%) | CONSUMER DISCRETIONARY — (10.2%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; 1-800-Flowers.com, <br> Inc., Class A<br>| 45450 | &nbsp;&nbsp; 268609 |
| \* | 1stdibs.com, Inc. | 7657 | &nbsp;&nbsp; 21133 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Abercrombie & Fitch <br> Co., Class A<br>| 117642 | &nbsp;&nbsp; 11295985 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Academy Sports & <br> Outdoors, Inc.<br>| 69857 | &nbsp;&nbsp; 3548037 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Acushnet Holdings <br> Corp.<br>| 122824 | &nbsp;&nbsp; 9779247 |
| \* | Adient PLC | 80962 | &nbsp;&nbsp; 1735825 |
|  | ADT, Inc. | 711777 | &nbsp;&nbsp; 5943338 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adtalem Global <br> Education, Inc.<br>| 101505 | &nbsp;&nbsp; 11598976 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Advance Auto Parts, <br> Inc.<br>| 49495 | &nbsp;&nbsp; 2626700 |
| \* | Airbnb, Inc., Class A | 101590 | &nbsp;&nbsp; 13451532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; A-Mark Precious <br> Metals, Inc.<br>| 31709 | &nbsp;&nbsp; 674768 |
| \* | Amazon.com, Inc. | 4369526 | &nbsp;&nbsp; 1022949732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AMCON Distributing <br> Co.<br>| 377 | &nbsp;&nbsp; 41466 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; American Axle & <br> Manufacturing <br> Holdings, Inc.<br>| 194120 | &nbsp;&nbsp; 863834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Eagle <br> Outfitters, Inc.<br>| 201552 | &nbsp;&nbsp; 2176762 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Outdoor <br> Brands, Inc.<br>| 28188 | &nbsp;&nbsp; 265249 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Public <br> Education, Inc.<br>| 26462 | &nbsp;&nbsp; 781158 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; America's Car-Mart, <br> Inc.<br>| 12329 | &nbsp;&nbsp; 555298 |
| \* | Aptiv PLC | 188834 | &nbsp;&nbsp; 12961566 |
|  | Aramark | 329721 | &nbsp;&nbsp; 14032926 |
| \* | Arhaus, Inc. | 33807 | &nbsp;&nbsp; 296149 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ark Restaurants <br> Corp.<br>| 3088 | &nbsp;&nbsp; 26557 |
|  | Arko Corp. | 125207 | &nbsp;&nbsp; 522113 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asbury Automotive <br> Group, Inc.<br>| 28081 | &nbsp;&nbsp; 6237352 |
|  | Autoliv, Inc. | 155841 | &nbsp;&nbsp; 17384064 |
| \* | AutoNation, Inc. | 112335 | &nbsp;&nbsp; 21640214 |
| \* | AutoZone, Inc. | 8138 | &nbsp;&nbsp; 30667076 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Barnes & Noble <br> Education, Inc.<br>| 723 | &nbsp;&nbsp; 6384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bassett Furniture <br> Industries, Inc.<br>| 10823 | &nbsp;&nbsp; 171220 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bath & Body Works, <br> Inc.<br>| 155937 | &nbsp;&nbsp; $4515936 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beazer Homes USA, <br> Inc.<br>| 45221 | &nbsp;&nbsp; 1062693 |
|  | Best Buy Co., Inc. | 348513 | &nbsp;&nbsp; 22674256 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Biglari Holdings, Inc. <br> (BH US), Class B<br>| 2951 | &nbsp;&nbsp; 909852 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Biglari Holdings, Inc. <br> (BH/A US), Class A<br>| 225 | &nbsp;&nbsp; 334350 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Birkenstock Holding <br> PLC<br>| 26413 | &nbsp;&nbsp; 1323027 |
| \* | BJ's Restaurants, Inc. | 32441 | &nbsp;&nbsp; 1149385 |
|  | Bloomin' Brands, Inc. | 93744 | &nbsp;&nbsp; 854008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Booking Holdings, <br> Inc.<br>| 12888 | &nbsp;&nbsp; 70936325 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Boot Barn Holdings, <br> Inc.<br>| 35902 | &nbsp;&nbsp; 6171554 |
|  | BorgWarner, Inc. | 237914 | &nbsp;&nbsp; 8755235 |
|  | Boyd Gaming Corp. | 41929 | &nbsp;&nbsp; 3559772 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bright Horizons Family <br> Solutions, Inc.<br>| 70176 | &nbsp;&nbsp; 7936906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brightstar Lottery <br> PLC<br>| 41102 | &nbsp;&nbsp; 609954 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Brinker International, <br> Inc.<br>| 63587 | &nbsp;&nbsp; 10021311 |
|  | Brunswick Corp. | 95636 | &nbsp;&nbsp; 5574622 |
| # | Buckle, Inc. | 76103 | &nbsp;&nbsp; 3757205 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Build-A-Bear <br> Workshop, Inc.<br>| 23649 | &nbsp;&nbsp; 1199241 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Burlington Stores, <br> Inc.<br>| 39201 | &nbsp;&nbsp; 10700305 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Caesars <br> Entertainment, Inc.<br>| 61534 | &nbsp;&nbsp; 1641727 |
| # | Caleres, Inc. | 34592 | &nbsp;&nbsp; 474948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Camping World <br> Holdings, Inc., <br> Class A<br>| 59147 | &nbsp;&nbsp; 818594 |
| \* | Capri Holdings Ltd. | 7151 | &nbsp;&nbsp; 130077 |
| \* | CarMax, Inc. | 177520 | &nbsp;&nbsp; 10049407 |
| \* | Carnival Corp. | 494346 | &nbsp;&nbsp; 14716680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carriage Services, <br> Inc.<br>| 32437 | &nbsp;&nbsp; 1457070 |
|  | Carter's, Inc. | 41597 | &nbsp;&nbsp; 1008311 |
| \* | Carvana Co. | 62273 | &nbsp;&nbsp; 24297056 |
|  | Cato Corp., Class A | 18389 | &nbsp;&nbsp; 51857 |
| #\* | Cava Group, Inc. | 25060 | &nbsp;&nbsp; 2205531 |
| \* | Cavco Industries, Inc. | 11659 | &nbsp;&nbsp; 4706389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Century Communities, <br> Inc.<br>| 64464 | &nbsp;&nbsp; 3628679 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Champion Homes, <br> Inc.<br>| 90979 | &nbsp;&nbsp; 5540621 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cheesecake Factory, <br> Inc.<br>| 106271 | &nbsp;&nbsp; 6791780 |
| \* | Chewy, Inc., Class A | 93920 | &nbsp;&nbsp; 3446864 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chipotle Mexican Grill, <br> Inc.<br>| 632453 | &nbsp;&nbsp; 27119585 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Choice Hotels <br> International, Inc.<br>| 60898 | &nbsp;&nbsp; $7777284 |
|  | Churchill Downs, Inc. | 71300 | &nbsp;&nbsp; 7631952 |
| \* | Citi Trends, Inc. | 16563 | &nbsp;&nbsp; 505503 |
|  | Clarus Corp. | 2357 | &nbsp;&nbsp; 8485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Columbia Sportswear <br> Co.<br>| 111796 | &nbsp;&nbsp; 6324300 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cooper-Standard <br> Holdings, Inc.<br>| 2818 | &nbsp;&nbsp; 67914 |
| \* | Coupang, Inc. | 350685 | &nbsp;&nbsp; 10320660 |
| \* | Coursera, Inc. | 55603 | &nbsp;&nbsp; 702822 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cracker Barrel Old <br> Country Store, Inc.<br>| 7279 | &nbsp;&nbsp; 451298 |
| #\* | Crocs, Inc. | 64843 | &nbsp;&nbsp; 6466792 |
| \* | Culp, Inc. | 1114 | &nbsp;&nbsp; 4734 |
|  | Dana, Inc. | 213167 | &nbsp;&nbsp; 3393619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Darden Restaurants, <br> Inc.<br>| 145476 | &nbsp;&nbsp; 29338145 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Dave & Buster's <br> Entertainment, Inc.<br>| 32687 | &nbsp;&nbsp; 955768 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Deckers Outdoor <br> Corp.<br>| 113482 | &nbsp;&nbsp; 12048384 |
| \* | Denny's Corp. | 30109 | &nbsp;&nbsp; 112005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Designer Brands, Inc., <br> Class A<br>| 28712 | &nbsp;&nbsp; 80968 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Destination XL Group, <br> Inc.<br>| 48406 | &nbsp;&nbsp; 62928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dick's Sporting <br> Goods, Inc.<br>| 107809 | &nbsp;&nbsp; 22802682 |
| # | Dillard's, Inc., Class A | 22371 | &nbsp;&nbsp; 10445691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dine Brands Global, <br> Inc.<br>| 657 | &nbsp;&nbsp; 14855 |
|  | Domino's Pizza, Inc. | 17090 | &nbsp;&nbsp; 7916259 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DoorDash, Inc., <br> Class A<br>| 122416 | &nbsp;&nbsp; 30634604 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dorman Products, <br> Inc.<br>| 34770 | &nbsp;&nbsp; 4193957 |
|  | DR Horton, Inc. | 237364 | &nbsp;&nbsp; 33905074 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DraftKings, Inc., <br> Class A<br>| 202091 | &nbsp;&nbsp; 9102179 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dream Finders <br> Homes, Inc., <br> Class A<br>| 9170 | &nbsp;&nbsp; 232184 |
| \* | Duolingo, Inc. | 13610 | &nbsp;&nbsp; 4716545 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dutch Bros, Inc., <br> Class A<br>| 73166 | &nbsp;&nbsp; 4336549 |
|  | eBay, Inc. | 524539 | &nbsp;&nbsp; 48126453 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; El Pollo Loco <br> Holdings, Inc.<br>| 46382 | &nbsp;&nbsp; 477735 |
|  | Escalade, Inc. | 24025 | &nbsp;&nbsp; 295267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ethan Allen Interiors, <br> Inc.<br>| 30577 | &nbsp;&nbsp; 910277 |
| \* | Etsy, Inc. | 85572 | &nbsp;&nbsp; 4986280 |
|  | Expedia Group, Inc. | 96373 | &nbsp;&nbsp; 17368342 |
| \* | Figs, Inc., Class A | 6810 | &nbsp;&nbsp; 44265 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Watch <br> Restaurant Group, <br> Inc.<br>| 4892 | &nbsp;&nbsp; $84583 |
| \* | Five Below, Inc. | 84265 | &nbsp;&nbsp; 11503858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flanigan's <br> Enterprises, Inc.<br>| 1100 | &nbsp;&nbsp; 35200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flexsteel Industries, <br> Inc.<br>| 11820 | &nbsp;&nbsp; 401998 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Floor & Decor <br> Holdings, Inc., <br> Class A<br>| 130262 | &nbsp;&nbsp; 9983280 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Flutter Entertainment <br> PLC<br>| 26762 | &nbsp;&nbsp; 8089082 |
| \* | Foot Locker, Inc. | 112582 | &nbsp;&nbsp; 2819053 |
|  | Ford Motor Co. | 2900670 | &nbsp;&nbsp; 32110417 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fox Factory Holding <br> Corp.<br>| 58850 | &nbsp;&nbsp; 1787274 |
| \* | Frontdoor, Inc. | 84680 | &nbsp;&nbsp; 4953780 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Full House Resorts, <br> Inc.<br>| 1684 | &nbsp;&nbsp; 7713 |
| \* | Funko, Inc., Class A | 20168 | &nbsp;&nbsp; 77445 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; GameStop Corp., <br> Class A<br>| 145771 | &nbsp;&nbsp; 3272559 |
|  | Gap, Inc. | 436511 | &nbsp;&nbsp; 8494504 |
|  | Garmin Ltd. | 151480 | &nbsp;&nbsp; 33137765 |
|  | Garrett Motion, Inc. | 114631 | &nbsp;&nbsp; 1494788 |
|  | General Motors Co. | 957468 | &nbsp;&nbsp; 51071343 |
| \* | Genesco, Inc. | 14842 | &nbsp;&nbsp; 357099 |
|  | Gentex Corp. | 383833 | &nbsp;&nbsp; 10140868 |
| \* | Gentherm, Inc. | 29742 | &nbsp;&nbsp; 952934 |
|  | Genuine Parts Co. | 147101 | &nbsp;&nbsp; 18958377 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; G-III Apparel Group <br> Ltd.<br>| 114372 | &nbsp;&nbsp; 2699179 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Global Business <br> Travel Group I<br>| 28385 | &nbsp;&nbsp; 182516 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Goodyear Tire & <br> Rubber Co.<br>| 240879 | &nbsp;&nbsp; 2476236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Graham Holdings Co., <br> Class B<br>| 7210 | &nbsp;&nbsp; 6879638 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grand Canyon <br> Education, Inc.<br>| 45656 | &nbsp;&nbsp; 7698971 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Green Brick Partners, <br> Inc.<br>| 14320 | &nbsp;&nbsp; 886981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Group 1 Automotive, <br> Inc.<br>| 19302 | &nbsp;&nbsp; 7955319 |
|  | Guess?, Inc. | 67481 | &nbsp;&nbsp; 877253 |
|  | H&R Block, Inc. | 203394 | &nbsp;&nbsp; 11052430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hamilton Beach <br> Brands Holding Co., <br> Class A<br>| 17181 | &nbsp;&nbsp; 267508 |
| \* | Hanesbrands, Inc. | 288866 | &nbsp;&nbsp; 1181462 |
| # | Harley-Davidson, Inc. | 49790 | &nbsp;&nbsp; 1211391 |
|  | Hasbro, Inc. | 150227 | &nbsp;&nbsp; 11291061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haverty Furniture <br> Cos., Inc. (HVT <br> US)<br>| 20619 | &nbsp;&nbsp; 425370 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haverty Furniture <br> Cos., Inc. (HVT/A <br> US), Class A<br>| 1608 | &nbsp;&nbsp; $33237 |
| \* | Helen of Troy Ltd. | 26419 | &nbsp;&nbsp; 580690 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hilton Grand <br> Vacations, Inc.<br>| 96458 | &nbsp;&nbsp; 4323248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hilton Worldwide <br> Holdings, Inc.<br>| 165906 | &nbsp;&nbsp; 44476080 |
|  | Home Depot, Inc. | 578985 | &nbsp;&nbsp; 212782777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hooker Furnishings <br> Corp.<br>| 20322 | &nbsp;&nbsp; 192043 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hovnanian <br> Enterprises, Inc., <br> Class A<br>| 99 | &nbsp;&nbsp; 11828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyatt Hotels Corp., <br> Class A<br>| 73948 | &nbsp;&nbsp; 10424450 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Installed Building <br> Products, Inc.<br>| 44277 | &nbsp;&nbsp; 8956794 |
|  | J Jill, Inc. | 10193 | &nbsp;&nbsp; 159826 |
| # | Jack in the Box, Inc. | 2111 | &nbsp;&nbsp; 41587 |
|  | JAKKS Pacific, Inc. | 597 | &nbsp;&nbsp; 10573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jerash Holdings U.S., <br> Inc.<br>| 289 | &nbsp;&nbsp; 974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Outdoors, <br> Inc., Class A<br>| 10775 | &nbsp;&nbsp; 357730 |
|  | KB Home | 105351 | &nbsp;&nbsp; 5821696 |
|  | Kohl's Corp. | 1200 | &nbsp;&nbsp; 13008 |
|  | Kontoor Brands, Inc. | 70150 | &nbsp;&nbsp; 3904549 |
| \* | Koss Corp. | 1917 | &nbsp;&nbsp; 10122 |
| # | Krispy Kreme, Inc. | 66175 | &nbsp;&nbsp; 239553 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kura Sushi USA, Inc., <br> Class A<br>| 2896 | &nbsp;&nbsp; 254095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lakeland Industries, <br> Inc.<br>| 18776 | &nbsp;&nbsp; 261174 |
| \* | Lands' End, Inc. | 33646 | &nbsp;&nbsp; 394668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Las Vegas Sands <br> Corp.<br>| 191870 | &nbsp;&nbsp; 10053988 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Laureate Education, <br> Inc.<br>| 111680 | &nbsp;&nbsp; 2523968 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Lazare Kaplan <br> International, Inc.<br>| 1600 | &nbsp;&nbsp; 0 |
|  | La-Z-Boy, Inc. | 66507 | &nbsp;&nbsp; 2392257 |
| # | LCI Industries | 36807 | &nbsp;&nbsp; 3496665 |
|  | Lear Corp. | 81316 | &nbsp;&nbsp; 7667286 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Legacy Housing <br> Corp.<br>| 7534 | &nbsp;&nbsp; 168611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lennar Corp. (LEN <br> US), Class A<br>| 217117 | &nbsp;&nbsp; 24356185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lennar Corp. (LENB <br> US), Class B<br>| 1444 | &nbsp;&nbsp; 154768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Levi Strauss & Co., <br> Class A<br>| 69348 | &nbsp;&nbsp; 1365462 |
| \* | LGI Homes, Inc. | 34254 | &nbsp;&nbsp; 1824711 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Life Time Group <br> Holdings, Inc.<br>| 139110 | &nbsp;&nbsp; 3995239 |
|  | Lifetime Brands, Inc. | 38957 | &nbsp;&nbsp; 171411 |
| #\* | Light & Wonder, Inc. | 132363 | &nbsp;&nbsp; 12749204 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lincoln Educational <br> Services Corp.<br>| 44740 | &nbsp;&nbsp; $1023204 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lindblad Expeditions <br> Holdings, Inc.<br>| 6019 | &nbsp;&nbsp; 71927 |
|  | Lithia Motors, Inc. | 38184 | &nbsp;&nbsp; 10996992 |
| \* | Live Ventures, Inc. | 91 | &nbsp;&nbsp; 1394 |
|  | LKQ Corp. | 280798 | &nbsp;&nbsp; 8275117 |
| \* | Lovesac Co. | 14024 | &nbsp;&nbsp; 252572 |
|  | Lowe's Cos., Inc. | 293944 | &nbsp;&nbsp; 65717060 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lucky Strike <br> Entertainment <br> Corp.<br>| 13832 | &nbsp;&nbsp; 136937 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lululemon Athletica, <br> Inc.<br>| 71816 | &nbsp;&nbsp; 14401262 |
| \* | M/I Homes, Inc. | 799 | &nbsp;&nbsp; 96032 |
|  | Macy's, Inc. | 327865 | &nbsp;&nbsp; 4140935 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Malibu Boats, Inc., <br> Class A<br>| 35389 | &nbsp;&nbsp; 1178808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marine Products <br> Corp.<br>| 25388 | &nbsp;&nbsp; 218083 |
| \* | MarineMax, Inc. | 24795 | &nbsp;&nbsp; 562351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marriott International, <br> Inc., Class A<br>| 162246 | &nbsp;&nbsp; 42805362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marriott Vacations <br> Worldwide Corp.<br>| 42070 | &nbsp;&nbsp; 3132953 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MasterCraft Boat <br> Holdings, Inc.<br>| 23564 | &nbsp;&nbsp; 455728 |
| \* | Mattel, Inc. | 289567 | &nbsp;&nbsp; 4925535 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Matthews International <br> Corp., Class A<br>| 37895 | &nbsp;&nbsp; 890154 |
|  | McDonald's Corp. | 392232 | &nbsp;&nbsp; 117697056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meritage Homes <br> Corp.<br>| 84408 | &nbsp;&nbsp; 5684035 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MGM Resorts <br> International<br>| 252492 | &nbsp;&nbsp; 9203333 |
| \* | Mister Car Wash, Inc. | 39116 | &nbsp;&nbsp; 225895 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mobileye Global, Inc., <br> Class A<br>| 73380 | &nbsp;&nbsp; 1044931 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Modine Manufacturing <br> Co.<br>| 83598 | &nbsp;&nbsp; 11248947 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mohawk Industries, <br> Inc.<br>| 56898 | &nbsp;&nbsp; 6515390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Monarch Casino & <br> Resort, Inc.<br>| 6425 | &nbsp;&nbsp; 661518 |
|  | Monro, Inc. | 28879 | &nbsp;&nbsp; 407050 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Motorcar Parts of <br> America, Inc.<br>| 28518 | &nbsp;&nbsp; 295732 |
|  | Movado Group, Inc. | 20373 | &nbsp;&nbsp; 315985 |
|  | Murphy USA, Inc. | 24640 | &nbsp;&nbsp; 8931507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nathan's Famous, <br> Inc.<br>| 7088 | &nbsp;&nbsp; 673360 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Vision <br> Holdings, Inc.<br>| 49534 | &nbsp;&nbsp; 1201695 |
|  | Newell Brands, Inc. | 142255 | &nbsp;&nbsp; 798051 |
|  | NIKE, Inc., Class B | 653823 | &nbsp;&nbsp; 48834040 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Norwegian Cruise <br> Line Holdings Ltd.<br>| 269588 | &nbsp;&nbsp; 6890669 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | NVR, Inc. | 3739 | &nbsp;&nbsp; $28227543 |
| \* | ODP Corp. | 34226 | &nbsp;&nbsp; 610592 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Ollie's Bargain Outlet <br> Holdings, Inc.<br>| 106876 | &nbsp;&nbsp; 14602468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OneSpaWorld <br> Holdings Ltd.<br>| 104196 | &nbsp;&nbsp; 2304816 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OneWater Marine, <br> Inc., Class A<br>| 11262 | &nbsp;&nbsp; 172759 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; O'Reilly Automotive, <br> Inc.<br>| 338566 | &nbsp;&nbsp; 33287809 |
| # | Oxford Industries, Inc. | 16681 | &nbsp;&nbsp; 636881 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Papa John's <br> International, Inc.<br>| 29672 | &nbsp;&nbsp; 1258390 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Patrick Industries, <br> Inc.<br>| 49034 | &nbsp;&nbsp; 4768066 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Penn Entertainment, <br> Inc.<br>| 113225 | &nbsp;&nbsp; 2044843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Penske Automotive <br> Group, Inc.<br>| 113477 | &nbsp;&nbsp; 18997185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Perdoceo Education <br> Corp.<br>| 150714 | &nbsp;&nbsp; 4337549 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Petco Health & <br> Wellness Co., Inc.<br>| 35253 | &nbsp;&nbsp; 106112 |
|  | Phinia, Inc. | 58389 | &nbsp;&nbsp; 2960322 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Planet Fitness, Inc., <br> Class A<br>| 121589 | &nbsp;&nbsp; 13276303 |
| # | Polaris, Inc. | 54154 | &nbsp;&nbsp; 2865288 |
| # | Pool Corp. | 32036 | &nbsp;&nbsp; 9871573 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Portillo's, Inc., <br> Class A<br>| 15965 | &nbsp;&nbsp; 159011 |
| \* | Potbelly Corp. | 1811 | &nbsp;&nbsp; 21786 |
|  | PulteGroup, Inc. | 294365 | &nbsp;&nbsp; 33239696 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pursuit Attractions & <br> Hospitality, Inc.<br>| 24119 | &nbsp;&nbsp; 729359 |
| # | PVH Corp. | 46324 | &nbsp;&nbsp; 3401108 |
| \* | QuantumScape Corp. | 368923 | &nbsp;&nbsp; 3172738 |
|  | Ralph Lauren Corp. | 51193 | &nbsp;&nbsp; 15293909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RCI Hospitality <br> Holdings, Inc.<br>| 8400 | &nbsp;&nbsp; 300972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Red Rock Resorts, <br> Inc., Class A<br>| 70239 | &nbsp;&nbsp; 4309163 |
| #\* | Revolve Group, Inc. | 30000 | &nbsp;&nbsp; 622500 |
| \* | RH | 21751 | &nbsp;&nbsp; 4472441 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rivian Automotive, <br> Inc., Class A<br>| 219595 | &nbsp;&nbsp; 2826188 |
|  | Rocky Brands, Inc. | 12303 | &nbsp;&nbsp; 321846 |
|  | Ross Stores, Inc. | 287335 | &nbsp;&nbsp; 39232721 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Royal Caribbean <br> Cruises Ltd.<br>| 150851 | &nbsp;&nbsp; 47951007 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rush Street <br> Interactive, Inc.<br>| 8112 | &nbsp;&nbsp; 163538 |
| \* | Sabre Corp. | 84391 | &nbsp;&nbsp; 255705 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sally Beauty Holdings, <br> Inc.<br>| 146195 | &nbsp;&nbsp; 1423939 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Savers Value Village, <br> Inc.<br>| 5505 | &nbsp;&nbsp; 57307 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Service Corp. <br> International<br>| 187940 | &nbsp;&nbsp; $14341701 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shake Shack, Inc., <br> Class A<br>| 23186 | &nbsp;&nbsp; 2790203 |
| \* | SharkNinja, Inc. | 61662 | &nbsp;&nbsp; 7158958 |
| # | Shoe Carnival, Inc. | 49699 | &nbsp;&nbsp; 1016842 |
| # | Signet Jewelers Ltd. | 98427 | &nbsp;&nbsp; 7785576 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Skechers USA, Inc., <br> Class A<br>| 173330 | &nbsp;&nbsp; 10963122 |
| #\* | Sleep Number Corp. | 16674 | &nbsp;&nbsp; 122220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Smith & Wesson <br> Brands, Inc.<br>| 52329 | &nbsp;&nbsp; 416016 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Soho House & Co., <br> Inc.<br>| 3511 | &nbsp;&nbsp; 22295 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Somnigroup <br> International, Inc.<br>| 197627 | &nbsp;&nbsp; 14304242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sonic Automotive, <br> Inc., Class A<br>| 78578 | &nbsp;&nbsp; 5685118 |
| \* | Sonos, Inc. | 46619 | &nbsp;&nbsp; 503951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standard Motor <br> Products, Inc.<br>| 32243 | &nbsp;&nbsp; 978897 |
|  | Starbucks Corp. | 564034 | &nbsp;&nbsp; 50289271 |
| # | Steven Madden Ltd. | 96477 | &nbsp;&nbsp; 2315930 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Stitch Fix, Inc., <br> Class A<br>| 125952 | &nbsp;&nbsp; 595753 |
| \* | Stoneridge, Inc. | 43338 | &nbsp;&nbsp; 333703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Strategic Education, <br> Inc.<br>| 39431 | &nbsp;&nbsp; 2923611 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Strattec Security <br> Corp.<br>| 4696 | &nbsp;&nbsp; 298008 |
| #\* | Stride, Inc. | 91908 | &nbsp;&nbsp; 11785363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sturm Ruger & Co., <br> Inc.<br>| 2556 | &nbsp;&nbsp; 87313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Superior Group of <br> Cos., Inc.<br>| 35200 | &nbsp;&nbsp; 339680 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sweetgreen, Inc., <br> Class A<br>| 116497 | &nbsp;&nbsp; 1500481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tandy Leather <br> Factory, Inc.<br>| 1227 | &nbsp;&nbsp; 4319 |
|  | Tapestry, Inc. | 334434 | &nbsp;&nbsp; 36128905 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taylor Morrison Home <br> Corp.<br>| 276183 | &nbsp;&nbsp; 16372128 |
| \* | Tesla, Inc. | 643531 | &nbsp;&nbsp; 198381301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texas Roadhouse, <br> Inc.<br>| 87584 | &nbsp;&nbsp; 16214426 |
| # | Thor Industries, Inc. | 77659 | &nbsp;&nbsp; 7066192 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tile Shop Holdings, <br> Inc.<br>| 67823 | &nbsp;&nbsp; 427963 |
|  | TJX Cos., Inc. | 645955 | &nbsp;&nbsp; 80440776 |
|  | Toll Brothers, Inc. | 208623 | &nbsp;&nbsp; 24692618 |
| \* | TopBuild Corp. | 41933 | &nbsp;&nbsp; 15533241 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Topgolf Callaway <br> Brands Corp.<br>| 84900 | &nbsp;&nbsp; 785325 |
| # | Tractor Supply Co. | 364401 | &nbsp;&nbsp; 20752637 |
|  | Travel & Leisure Co. | 68196 | &nbsp;&nbsp; 4040613 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tri Pointe Homes, <br> Inc.<br>| 196905 | &nbsp;&nbsp; 6064674 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Ulta Beauty, Inc. | 48202 | &nbsp;&nbsp; $24824512 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Under Armour, Inc. <br> (UA US), Class C<br>| 274592 | &nbsp;&nbsp; 1729930 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Under Armour, Inc. <br> (UAA US), Class A<br>| 170127 | &nbsp;&nbsp; 1129643 |
| \* | Unifi, Inc. | 11371 | &nbsp;&nbsp; 51624 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; United Parks & <br> Resorts, Inc.<br>| 97387 | &nbsp;&nbsp; 4609327 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Universal Electronics, <br> Inc.<br>| 1355 | &nbsp;&nbsp; 8225 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Universal Technical <br> Institute, Inc.<br>| 85046 | &nbsp;&nbsp; 2740182 |
|  | Upbound Group, Inc. | 70759 | &nbsp;&nbsp; 1460112 |
| \* | Urban Outfitters, Inc. | 219639 | &nbsp;&nbsp; 16534424 |
| # | Vail Resorts, Inc. | 36055 | &nbsp;&nbsp; 5417624 |
| \* | Valvoline, Inc. | 153819 | &nbsp;&nbsp; 5422120 |
| \* | Vera Bradley, Inc. | 56580 | &nbsp;&nbsp; 109199 |
|  | VF Corp. | 187016 | &nbsp;&nbsp; 2191828 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Victoria's Secret & <br> Co.<br>| 95899 | &nbsp;&nbsp; 1802901 |
| \* | Visteon Corp. | 45101 | &nbsp;&nbsp; 5012976 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Warby Parker, Inc., <br> Class A<br>| 125724 | &nbsp;&nbsp; 3011090 |
| \* | Wayfair, Inc., Class A | 1778 | &nbsp;&nbsp; 116708 |
|  | Wendy's Co. | 363034 | &nbsp;&nbsp; 3575885 |
|  | Weyco Group, Inc. | 14178 | &nbsp;&nbsp; 412296 |
| # | Whirlpool Corp. | 51336 | &nbsp;&nbsp; 4262941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Williams-Sonoma, <br> Inc.<br>| 107468 | &nbsp;&nbsp; 20101889 |
| # | Wingstop, Inc. | 28108 | &nbsp;&nbsp; 10606273 |
|  | Winmark Corp. | 3617 | &nbsp;&nbsp; 1365128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Winnebago Industries, <br> Inc.<br>| 41822 | &nbsp;&nbsp; 1242950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wolverine World <br> Wide, Inc.<br>| 20795 | &nbsp;&nbsp; 469551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wyndham Hotels & <br> Resorts, Inc.<br>| 101410 | &nbsp;&nbsp; 8721260 |
|  | Wynn Resorts Ltd. | 39919 | &nbsp;&nbsp; 4352369 |
| \*Ω | XPEL, Inc. | 6567 | &nbsp;&nbsp; 214675 |
| \* | YETI Holdings, Inc. | 58400 | &nbsp;&nbsp; 2145616 |
|  | Yum! Brands, Inc. | 172941 | &nbsp;&nbsp; 24929445 |
| \* | Zumiez, Inc. | 23068 | &nbsp;&nbsp; 316262 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> DISCRETIONARY |  | &nbsp;&nbsp; 3768954204 |
| CONSUMER STAPLES — (5.5%) | CONSUMER STAPLES — (5.5%) | CONSUMER STAPLES — (5.5%) | CONSUMER STAPLES — (5.5%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Albertsons Cos., Inc., <br> Class A<br>| 442803 | &nbsp;&nbsp; 8510674 |
|  | Alico, Inc. | 16449 | &nbsp;&nbsp; 530974 |
|  | Altria Group, Inc. | 782547 | &nbsp;&nbsp; 48470961 |
|  | Andersons, Inc. | 57031 | &nbsp;&nbsp; 2048554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Archer-Daniels-Midland <br> Co.<br>| 91340 | &nbsp;&nbsp; 4948801 |
|  | B&G Foods, Inc. | 33715 | &nbsp;&nbsp; 138232 |
| \* | BellRing Brands, Inc. | 175325 | &nbsp;&nbsp; 9569238 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BJ's Wholesale Club <br> Holdings, Inc.<br>| 191460 | &nbsp;&nbsp; 20275614 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Boston Beer Co., Inc. <br> , Class A<br>| 10747 | &nbsp;&nbsp; $2225489 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bridgford Foods <br> Corp.<br>| 5919 | &nbsp;&nbsp; 45044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brown-Forman Corp. <br> (BF/A US), Class A<br>| 47745 | &nbsp;&nbsp; 1367417 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Brown-Forman Corp. <br> (BFB US), Class B<br>| 225181 | &nbsp;&nbsp; 6496472 |
|  | Bunge Global SA | 176791 | &nbsp;&nbsp; 14100850 |
|  | Calavo Growers, Inc. | 24783 | &nbsp;&nbsp; 651793 |
|  | Cal-Maine Foods, Inc. | 70022 | &nbsp;&nbsp; 7782245 |
| # | Campbell's Co. | 265325 | &nbsp;&nbsp; 8469174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Casey's General <br> Stores, Inc.<br>| 43632 | &nbsp;&nbsp; 22694312 |
| \* | Celsius Holdings, Inc. | 71426 | &nbsp;&nbsp; 3238455 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Central Garden & Pet <br> Co. (CENT US)<br>| 17123 | &nbsp;&nbsp; 668139 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Central Garden & Pet <br> Co. (CENTA US), <br> Class A<br>| 97930 | &nbsp;&nbsp; 3478474 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chefs' Warehouse, <br> Inc.<br>| 47742 | &nbsp;&nbsp; 3273192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Church & Dwight Co., <br> Inc.<br>| 177846 | &nbsp;&nbsp; 16676619 |
|  | Clorox Co. | 94341 | &nbsp;&nbsp; 11845456 |
|  | Coca-Cola Co. | 2283694 | &nbsp;&nbsp; 155039986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola <br> Consolidated, Inc.<br>| 103590 | &nbsp;&nbsp; 11576182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Colgate-Palmolive <br> Co.<br>| 461059 | &nbsp;&nbsp; 38659797 |
|  | Conagra Brands, Inc. | 310082 | &nbsp;&nbsp; 5662097 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Constellation Brands, <br> Inc., Class A<br>| 119420 | &nbsp;&nbsp; 19947917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Costco Wholesale <br> Corp.<br>| 214686 | &nbsp;&nbsp; 201727553 |
| \* | Coty, Inc., Class A | 514068 | &nbsp;&nbsp; 2493230 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Darling Ingredients, <br> Inc.<br>| 265515 | &nbsp;&nbsp; 8597376 |
|  | Dole PLC | 38616 | &nbsp;&nbsp; 549892 |
|  | Dollar General Corp. | 164008 | &nbsp;&nbsp; 17204439 |
| \* | Dollar Tree, Inc. | 221123 | &nbsp;&nbsp; 25108517 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Edgewell Personal <br> Care Co.<br>| 50033 | &nbsp;&nbsp; 1262333 |
| \* | elf Beauty, Inc. | 5700 | &nbsp;&nbsp; 690783 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Energizer Holdings, <br> Inc.<br>| 37389 | &nbsp;&nbsp; 842000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Estee Lauder Cos., <br> Inc., Class A<br>| 105883 | &nbsp;&nbsp; 9883119 |
| \* | FitLife Brands, Inc. | 610 | &nbsp;&nbsp; 7625 |
| # | Flowers Foods, Inc. | 200384 | &nbsp;&nbsp; 3176086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fresh Del Monte <br> Produce, Inc.<br>| 98917 | &nbsp;&nbsp; 3718290 |
| \*» | Fresh Market, Inc. | 23061 | &nbsp;&nbsp; 0 |
| #\* | Freshpet, Inc. | 42688 | &nbsp;&nbsp; 2916444 |
|  | General Mills, Inc. | 371874 | &nbsp;&nbsp; 18214389 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Grocery Outlet <br> Holding Corp.<br>| 93100 | &nbsp;&nbsp; 1226127 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| \* | Herbalife Ltd. | 15799 | &nbsp;&nbsp; $145351 |
| # | Hershey Co. | 110231 | &nbsp;&nbsp; 20517296 |
| \* | HF Foods Group, Inc. | 18176 | &nbsp;&nbsp; 49257 |
| \* | Honest Co., Inc. | 69951 | &nbsp;&nbsp; 322474 |
|  | Hormel Foods Corp. | 230896 | &nbsp;&nbsp; 6485869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ingles Markets, Inc., <br> Class A<br>| 37572 | &nbsp;&nbsp; 2364406 |
|  | Ingredion, Inc. | 97865 | &nbsp;&nbsp; 12873162 |
| # | Interparfums, Inc. | 46967 | &nbsp;&nbsp; 5664220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J&J Snack Foods <br> Corp.<br>| 25025 | &nbsp;&nbsp; 2825072 |
|  | J.M. Smucker Co. | 97925 | &nbsp;&nbsp; 10511269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; John B Sanfilippo & <br> Son, Inc.<br>| 10815 | &nbsp;&nbsp; 684698 |
|  | Kenvue, Inc. | 1858904 | &nbsp;&nbsp; 39854902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keurig Dr. Pepper, <br> Inc.<br>| 614291 | &nbsp;&nbsp; 20056601 |
|  | Kimberly-Clark Corp. | 198892 | &nbsp;&nbsp; 24785921 |
|  | Kraft Heinz Co. | 511694 | &nbsp;&nbsp; 14051117 |
|  | Kroger Co. | 1272898 | &nbsp;&nbsp; 89230150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lamb Weston <br> Holdings, Inc.<br>| 109413 | &nbsp;&nbsp; 6244200 |
| # | Lifevantage Corp. | 11327 | &nbsp;&nbsp; 142154 |
| \* | Lifeway Foods, Inc. | 13678 | &nbsp;&nbsp; 344959 |
|  | Limoneira Co. | 17416 | &nbsp;&nbsp; 255667 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mama's Creations, <br> Inc.<br>| 5508 | &nbsp;&nbsp; 45496 |
| \* | Mannatech, Inc. | 500 | &nbsp;&nbsp; 4100 |
| \* | Maplebear, Inc. | 98241 | &nbsp;&nbsp; 4712621 |
|  | Marzetti Co. | 32352 | &nbsp;&nbsp; 5750892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; McCormick & Co., Inc. <br> (MKC US)<br>| 189826 | &nbsp;&nbsp; 13407410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; McCormick & Co., Inc. <br> (MKC/V US)<br>| 8596 | &nbsp;&nbsp; 608081 |
| \* | Medifast, Inc. | 17621 | &nbsp;&nbsp; 242641 |
| # | MGP Ingredients, Inc. | 30287 | &nbsp;&nbsp; 856516 |
| \* | Mission Produce, Inc. | 38275 | &nbsp;&nbsp; 472314 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Molson Coors <br> Beverage Co., <br> Class B<br>| 145309 | &nbsp;&nbsp; 7079454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mondelez <br> International, Inc., <br> Class A<br>| 577565 | &nbsp;&nbsp; 37362680 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Monster Beverage <br> Corp.<br>| 468488 | &nbsp;&nbsp; 27523670 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; National Beverage <br> Corp.<br>| 84979 | &nbsp;&nbsp; 3893738 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Natural Alternatives <br> International, Inc.<br>| 9699 | &nbsp;&nbsp; 35401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Natural Grocers by <br> Vitamin Cottage, <br> Inc.<br>| 50818 | &nbsp;&nbsp; 1925494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Natural Health Trends <br> Corp.<br>| 4427 | &nbsp;&nbsp; 20630 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nature's Sunshine <br> Products, Inc.<br>| 37029 | &nbsp;&nbsp; 518776 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nu Skin Enterprises, <br> Inc., Class A<br>| 4801 | &nbsp;&nbsp; $40232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oil-Dri Corp. of <br> America<br>| 21238 | &nbsp;&nbsp; 1197823 |
|  | PepsiCo, Inc. | 977554 | &nbsp;&nbsp; 134824248 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Performance Food <br> Group Co.<br>| 268889 | &nbsp;&nbsp; 26996456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Philip Morris <br> International, Inc.<br>| 635337 | &nbsp;&nbsp; 104227035 |
|  | Pilgrim's Pride Corp. | 194549 | &nbsp;&nbsp; 9219677 |
| \* | Post Holdings, Inc. | 125799 | &nbsp;&nbsp; 13310792 |
|  | PriceSmart, Inc. | 39070 | &nbsp;&nbsp; 4200025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Procter & Gamble <br> Co.<br>| 1494389 | &nbsp;&nbsp; 224860713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reynolds Consumer <br> Products, Inc.<br>| 88924 | &nbsp;&nbsp; 1999901 |
|  | Seaboard Corp. | 828 | &nbsp;&nbsp; 2622425 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seneca Foods Corp. <br> (SENEA US), <br> Class A<br>| 18395 | &nbsp;&nbsp; 1926508 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; Seneca Foods Corp. <br> (SENEB US), <br> Class B<br>| 1662 | &nbsp;&nbsp; 177335 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Simply Good Foods <br> Co.<br>| 139441 | &nbsp;&nbsp; 4247373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Spectrum Brands <br> Holdings, Inc.<br>| 55314 | &nbsp;&nbsp; 2959852 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sprouts Farmers <br> Market, Inc.<br>| 171785 | &nbsp;&nbsp; 26032299 |
|  | Sysco Corp. | 342238 | &nbsp;&nbsp; 27242145 |
|  | Target Corp. | 317101 | &nbsp;&nbsp; 31868650 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tootsie Roll Industries, <br> Inc.<br>| 45617 | &nbsp;&nbsp; 1730253 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TreeHouse Foods, <br> Inc.<br>| 59099 | &nbsp;&nbsp; 1135883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Turning Point Brands, <br> Inc.<br>| 24666 | &nbsp;&nbsp; 2045798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tyson Foods, Inc., <br> Class A<br>| 211919 | &nbsp;&nbsp; 11083364 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Foods Holding <br> Corp.<br>| 409497 | &nbsp;&nbsp; 34123385 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Natural Foods, <br> Inc.<br>| 129013 | &nbsp;&nbsp; 3565919 |
|  | United-Guardian, Inc. | 1741 | &nbsp;&nbsp; 13841 |
|  | Universal Corp. | 41082 | &nbsp;&nbsp; 2237737 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; USANA Health <br> Sciences, Inc.<br>| 18998 | &nbsp;&nbsp; 558351 |
|  | Utz Brands, Inc. | 45505 | &nbsp;&nbsp; 592930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Village Super Market, <br> Inc., Class A<br>| 18278 | &nbsp;&nbsp; 628763 |
| \* | Vita Coco Co., Inc. | 38155 | &nbsp;&nbsp; 1345345 |
| \* | Vital Farms, Inc. | 40187 | &nbsp;&nbsp; 1494956 |
|  | Walmart, Inc. | 2593329 | &nbsp;&nbsp; 254094375 |
|  | WD-40 Co. | 13909 | &nbsp;&nbsp; 2982090 |
|  | Weis Markets, Inc. | 55071 | &nbsp;&nbsp; 3987691 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Willamette Valley <br> Vineyards, Inc.<br>| 1332 | &nbsp;&nbsp; 6447 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| # | WK Kellogg Co. | 63299 | &nbsp;&nbsp; $1459042 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> STAPLES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> STAPLES |  | &nbsp;&nbsp; 2028918679 |
| ENERGY — (4.4%) | ENERGY — (4.4%) | ENERGY — (4.4%) | ENERGY — (4.4%) |
| \* | Amplify Energy Corp. | 65372 | &nbsp;&nbsp; 248414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Antero Midstream <br> Corp.<br>| 588304 | &nbsp;&nbsp; 10795378 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Antero Resources <br> Corp.<br>| 340017 | &nbsp;&nbsp; 11876794 |
| # | APA Corp. | 239744 | &nbsp;&nbsp; 4624662 |
|  | Archrock, Inc. | 473845 | &nbsp;&nbsp; 11069019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ardmore Shipping <br> Corp.<br>| 81498 | &nbsp;&nbsp; 886698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aris Water Solutions, <br> Inc., Class A<br>| 38305 | &nbsp;&nbsp; 814747 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Atlas Energy <br> Solutions, Inc.<br>| 10865 | &nbsp;&nbsp; 141245 |
|  | Baker Hughes Co. | 588091 | &nbsp;&nbsp; 26493500 |
|  | Berry Corp. | 114505 | &nbsp;&nbsp; 345805 |
| \* | Bristow Group, Inc. | 38511 | &nbsp;&nbsp; 1331325 |
|  | Cactus, Inc., Class A | 60365 | &nbsp;&nbsp; 2554043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; California Resources <br> Corp.<br>| 49928 | &nbsp;&nbsp; 2405531 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Centrus Energy Corp., <br> Class A<br>| 12401 | &nbsp;&nbsp; 2671175 |
|  | Cheniere Energy, Inc. | 154305 | &nbsp;&nbsp; 36397463 |
|  | Chevron Corp. | 1450593 | &nbsp;&nbsp; 219967923 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Clean Energy Fuels <br> Corp.<br>| 163682 | &nbsp;&nbsp; 332274 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; CNX Resources <br> Corp.<br>| 318040 | &nbsp;&nbsp; 9639792 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Comstock Resources, <br> Inc.<br>| 183237 | &nbsp;&nbsp; 3274445 |
|  | ConocoPhillips | 1260170 | &nbsp;&nbsp; 120144608 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Core Laboratories, <br> Inc.<br>| 37799 | &nbsp;&nbsp; 413521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Core Natural <br> Resources, Inc.<br>| 46665 | &nbsp;&nbsp; 3444344 |
|  | Coterra Energy, Inc. | 1087859 | &nbsp;&nbsp; 26532881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crescent Energy Co., <br> Class A<br>| 149803 | &nbsp;&nbsp; 1384180 |
| # | CVR Energy, Inc. | 26119 | &nbsp;&nbsp; 699467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delek U.S. Holdings, <br> Inc.<br>| 43120 | &nbsp;&nbsp; 964594 |
|  | Devon Energy Corp. | 773451 | &nbsp;&nbsp; 25694042 |
|  | DHT Holdings, Inc. | 372797 | &nbsp;&nbsp; 4134319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diamondback Energy, <br> Inc.<br>| 164391 | &nbsp;&nbsp; 24438366 |
| \* | DMC Global, Inc. | 31758 | &nbsp;&nbsp; 256922 |
|  | Dorian LPG Ltd. | 63877 | &nbsp;&nbsp; 1839019 |
| \* | DT Midstream, Inc. | 132451 | &nbsp;&nbsp; 13606691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Energy Services of <br> America Corp.<br>| 14777 | &nbsp;&nbsp; 161513 |
|  | EOG Resources, Inc. | 500872 | &nbsp;&nbsp; 60114657 |
|  | Epsilon Energy Ltd. | 60463 | &nbsp;&nbsp; 377894 |
|  | EQT Corp. | 476829 | &nbsp;&nbsp; 25629559 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evolution Petroleum <br> Corp.<br>| 60020 | &nbsp;&nbsp; $289897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Excelerate Energy, <br> Inc., Class A<br>| 5789 | &nbsp;&nbsp; 148546 |
|  | Expand Energy Corp. | 238429 | &nbsp;&nbsp; 24982591 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Expro Group Holdings <br> NV<br>| 65808 | &nbsp;&nbsp; 709410 |
|  | Exxon Mobil Corp. | 3359332 | &nbsp;&nbsp; 375035825 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forum Energy <br> Technologies, Inc.<br>| 14479 | &nbsp;&nbsp; 285381 |
|  | FutureFuel Corp. | 6867 | &nbsp;&nbsp; 27811 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Geospace <br> Technologies Corp.<br>| 10582 | &nbsp;&nbsp; 171534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Granite Ridge <br> Resources, Inc.<br>| 3091 | &nbsp;&nbsp; 16042 |
| \* | Green Plains, Inc. | 65930 | &nbsp;&nbsp; 545241 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Island <br> Fabrication, Inc.<br>| 3751 | &nbsp;&nbsp; 25207 |
| \* | Gulfport Energy Corp. | 25231 | &nbsp;&nbsp; 4393474 |
|  | Halliburton Co. | 760628 | &nbsp;&nbsp; 17038067 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Helix Energy Solutions <br> Group, Inc.<br>| 206096 | &nbsp;&nbsp; 1222149 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Helmerich & Payne, <br> Inc.<br>| 113188 | &nbsp;&nbsp; 1834777 |
|  | HF Sinclair Corp. | 236974 | &nbsp;&nbsp; 10412638 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Innovex International, <br> Inc.<br>| 8299 | &nbsp;&nbsp; 136270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Seaways, <br> Inc.<br>| 58129 | &nbsp;&nbsp; 2319347 |
|  | Kinder Morgan, Inc. | 1165002 | &nbsp;&nbsp; 32689956 |
| # | Kinetik Holdings, Inc. | 40972 | &nbsp;&nbsp; 1777365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kodiak Gas Services, <br> Inc.<br>| 53060 | &nbsp;&nbsp; 1715430 |
| \* | Kosmos Energy Ltd. | 14978 | &nbsp;&nbsp; 32203 |
|  | Liberty Energy, Inc. | 230623 | &nbsp;&nbsp; 2845888 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Magnolia Oil & Gas <br> Corp., Class A<br>| 278634 | &nbsp;&nbsp; 6637062 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mammoth Energy <br> Services, Inc.<br>| 27003 | &nbsp;&nbsp; 70208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marathon Petroleum <br> Corp.<br>| 256763 | &nbsp;&nbsp; 43698495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matador Resources <br> Co.<br>| 212733 | &nbsp;&nbsp; 10611122 |
|  | Mexco Energy Corp. | 4333 | &nbsp;&nbsp; 35747 |
| # | Murphy Oil Corp. | 170592 | &nbsp;&nbsp; 4232388 |
| \* | Nabors Industries Ltd. | 12059 | &nbsp;&nbsp; 419412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NACCO Industries, <br> Inc., Class A<br>| 10033 | &nbsp;&nbsp; 380451 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Natural Gas Services <br> Group, Inc.<br>| 32924 | &nbsp;&nbsp; 793139 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NCS Multistage <br> Holdings, Inc.<br>| 409 | &nbsp;&nbsp; 12454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Fortress Energy, <br> Inc.<br>| 14050 | &nbsp;&nbsp; 38286 |
| # | Noble Corp. PLC | 116721 | &nbsp;&nbsp; 3129290 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nordic American <br> Tankers Ltd.<br>| 204074 | &nbsp;&nbsp; 569366 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Northern Oil & Gas, <br> Inc.<br>| 118899 | &nbsp;&nbsp; $3348196 |
|  | NOV, Inc. | 192673 | &nbsp;&nbsp; 2423826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Occidental Petroleum <br> Corp.<br>| 698169 | &nbsp;&nbsp; 30677546 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oceaneering <br> International, Inc.<br>| 124187 | &nbsp;&nbsp; 2694858 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oil States <br> International, Inc.<br>| 95242 | &nbsp;&nbsp; 475258 |
|  | ONEOK, Inc. | 561014 | &nbsp;&nbsp; 46064860 |
|  | Ovintiv, Inc. | 250371 | &nbsp;&nbsp; 10310278 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Par Pacific Holdings, <br> Inc.<br>| 67109 | &nbsp;&nbsp; 2105880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PBF Energy, Inc., <br> Class A<br>| 112205 | &nbsp;&nbsp; 2535833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peabody Energy <br> Corp.<br>| 100129 | &nbsp;&nbsp; 1617083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Permian Resources <br> Corp.<br>| 698893 | &nbsp;&nbsp; 9896325 |
|  | Phillips 66 | 302439 | &nbsp;&nbsp; 37375412 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PrimeEnergy <br> Resources Corp.<br>| 843 | &nbsp;&nbsp; 142105 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ProPetro Holding <br> Corp.<br>| 100154 | &nbsp;&nbsp; 536825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Range Resources <br> Corp.<br>| 375896 | &nbsp;&nbsp; 13802901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ranger Energy <br> Services, Inc., <br> Class A<br>| 29454 | &nbsp;&nbsp; 394389 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; REX American <br> Resources Corp.<br>| 30305 | &nbsp;&nbsp; 1584345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riley Exploration <br> Permian, Inc.<br>| 1793 | &nbsp;&nbsp; 47048 |
|  | RPC, Inc. | 46911 | &nbsp;&nbsp; 218136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SandRidge Energy, <br> Inc.<br>| 36068 | &nbsp;&nbsp; 374747 |
|  | Schlumberger NV | 931477 | &nbsp;&nbsp; 31483923 |
|  | Scorpio Tankers, Inc. | 82740 | &nbsp;&nbsp; 3740675 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SEACOR Marine <br> Holdings, Inc.<br>| 41604 | &nbsp;&nbsp; 208020 |
| #\* | Seadrill Ltd. | 47560 | &nbsp;&nbsp; 1386850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Select Water <br> Solutions, Inc.<br>| 136693 | &nbsp;&nbsp; 1316354 |
| # | SFL Corp. Ltd. | 167954 | &nbsp;&nbsp; 1541818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sitio Royalties Corp., <br> Class A<br>| 36114 | &nbsp;&nbsp; 656191 |
|  | SM Energy Co. | 160470 | &nbsp;&nbsp; 4427367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Solaris Energy <br> Infrastructure, Inc.<br>| 42219 | &nbsp;&nbsp; 1379295 |
| \* | Stabilis Solutions, Inc. | 2642 | &nbsp;&nbsp; 12153 |
| \* | Talos Energy, Inc. | 131703 | &nbsp;&nbsp; 1126061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Targa Resources <br> Corp.<br>| 242766 | &nbsp;&nbsp; 40398690 |
|  | TechnipFMC PLC | 539026 | &nbsp;&nbsp; 19604376 |
|  | Teekay Corp. Ltd. | 151317 | &nbsp;&nbsp; 1089482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teekay Tankers Ltd., <br> Class A<br>| 68646 | &nbsp;&nbsp; 2907158 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TETRA Technologies, <br> Inc.<br>| 91487 | &nbsp;&nbsp; $375097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texas Pacific Land <br> Corp.<br>| 5839 | &nbsp;&nbsp; 5652911 |
| \* | Tidewater, Inc. | 74980 | &nbsp;&nbsp; 3749750 |
| \* | Transocean Ltd. | 413038 | &nbsp;&nbsp; 1206071 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Uranium Energy <br> Corp.<br>| 290566 | &nbsp;&nbsp; 2519207 |
|  | VAALCO Energy, Inc. | 40414 | &nbsp;&nbsp; 150340 |
| #\* | Valaris Ltd. | 77369 | &nbsp;&nbsp; 3762454 |
|  | Valero Energy Corp. | 305828 | &nbsp;&nbsp; 41993243 |
| \* | Vital Energy, Inc. | 3742 | &nbsp;&nbsp; 69938 |
| # | Vitesse Energy, Inc. | 61130 | &nbsp;&nbsp; 1462841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weatherford <br> International PLC<br>| 78876 | &nbsp;&nbsp; 4460438 |
|  | Williams Cos., Inc. | 1023874 | &nbsp;&nbsp; 61381246 |
|  | World Kinect Corp. | 117628 | &nbsp;&nbsp; 3207716 |
| TOTAL ENERGY | TOTAL ENERGY |  | &nbsp;&nbsp; 1612884795 |
| FINANCIALS — (16.3%) | FINANCIALS — (16.3%) | FINANCIALS — (16.3%) | FINANCIALS — (16.3%) |
|  | 1st Source Corp. | 52420 | &nbsp;&nbsp; 3135764 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Acacia Research <br> Corp.<br>| 114844 | &nbsp;&nbsp; 406548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Acadian Asset <br> Management, Inc.<br>| 65502 | &nbsp;&nbsp; 2737329 |
|  | ACNB Corp. | 14313 | &nbsp;&nbsp; 602577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Affiliated Managers <br> Group, Inc.<br>| 35352 | &nbsp;&nbsp; 7419324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Affinity Bancshares, <br> Inc.<br>| 8297 | &nbsp;&nbsp; 157643 |
| \* | Affirm Holdings, Inc. | 108218 | &nbsp;&nbsp; 7419426 |
|  | Aflac, Inc. | 378948 | &nbsp;&nbsp; 37652273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alerus Financial <br> Corp.<br>| 10949 | &nbsp;&nbsp; 231462 |
|  | Allstate Corp. | 231975 | &nbsp;&nbsp; 47148919 |
|  | Ally Financial, Inc. | 528777 | &nbsp;&nbsp; 20014209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amalgamated <br> Financial Corp.<br>| 38328 | &nbsp;&nbsp; 1111129 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ambac Financial <br> Group, Inc.<br>| 51615 | &nbsp;&nbsp; 433566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amerant Bancorp, <br> Inc.<br>| 37732 | &nbsp;&nbsp; 728228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Coastal <br> Insurance Corp.<br>| 11492 | &nbsp;&nbsp; 119632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Express <br> Co.<br>| 390463 | &nbsp;&nbsp; 116869481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Financial <br> Group, Inc.<br>| 112170 | &nbsp;&nbsp; 14010033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American International <br> Group, Inc.<br>| 626222 | &nbsp;&nbsp; 48613614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ameriprise Financial, <br> Inc.<br>| 90792 | &nbsp;&nbsp; 47047507 |
|  | Ameris Bancorp | 122871 | &nbsp;&nbsp; 8398233 |
|  | AMERISAFE, Inc. | 24738 | &nbsp;&nbsp; 1107768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AmeriServ Financial, <br> Inc.<br>| 8436 | &nbsp;&nbsp; 23705 |
|  | Ames National Corp. | 1136 | &nbsp;&nbsp; 20505 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Aon PLC, Class A | 113269 | &nbsp;&nbsp; $40290916 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Apollo Global <br> Management, Inc.<br>| 156296 | &nbsp;&nbsp; 22712935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arch Capital Group <br> Ltd.<br>| 274859 | &nbsp;&nbsp; 23654366 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ARES Management <br> Corp., Class A<br>| 54844 | &nbsp;&nbsp; 10175207 |
|  | Arrow Financial Corp. | 17913 | &nbsp;&nbsp; 480068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arthur J Gallagher & <br> Co.<br>| 94899 | &nbsp;&nbsp; 27259738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Artisan Partners Asset <br> Management, Inc., <br> Class A<br>| 73610 | &nbsp;&nbsp; 3330853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Associated <br> Banc-Corp.<br>| 272106 | &nbsp;&nbsp; 6731902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Associated Capital <br> Group, Inc., <br> Class A<br>| 4191 | &nbsp;&nbsp; 155151 |
| # | Assurant, Inc. | 86759 | &nbsp;&nbsp; 16249961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Assured Guaranty <br> Ltd.<br>| 126709 | &nbsp;&nbsp; 10717047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atlantic American <br> Corp.<br>| 2737 | &nbsp;&nbsp; 6268 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Atlantic Union <br> Bankshares Corp.<br>| 170152 | &nbsp;&nbsp; 5393818 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atlanticus Holdings <br> Corp.<br>| 19985 | &nbsp;&nbsp; 991856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Auburn National <br> BanCorp, Inc.<br>| 2633 | &nbsp;&nbsp; 73619 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AvidXchange <br> Holdings, Inc.<br>| 156151 | &nbsp;&nbsp; 1539649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Axis Capital Holdings <br> Ltd.<br>| 141267 | &nbsp;&nbsp; 13256495 |
| \* | Axos Financial, Inc. | 86429 | &nbsp;&nbsp; 7463144 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Baldwin Insurance <br> Group, Inc.<br>| 44998 | &nbsp;&nbsp; 1657726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banc of California, <br> Inc.<br>| 85729 | &nbsp;&nbsp; 1244785 |
|  | BancFirst Corp. | 61993 | &nbsp;&nbsp; 7719368 |
| #\* | Bancorp, Inc. | 129404 | &nbsp;&nbsp; 8173157 |
|  | Bank First Corp. | 275 | &nbsp;&nbsp; 32676 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bank of America <br> Corp.<br>| 3912476 | &nbsp;&nbsp; 184942788 |
|  | Bank of Hawaii Corp. | 41337 | &nbsp;&nbsp; 2557934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Marin <br> Bancorp<br>| 9928 | &nbsp;&nbsp; 224869 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bank of New York <br> Mellon Corp.<br>| 467865 | &nbsp;&nbsp; 47464904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of NT Butterfield <br> & Son Ltd.<br>| 53496 | &nbsp;&nbsp; 2434603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of the James <br> Financial Group, <br> Inc.<br>| 3363 | &nbsp;&nbsp; 46073 |
|  | Bank OZK | 165816 | &nbsp;&nbsp; 8174729 |
|  | Bank7 Corp. | 2632 | &nbsp;&nbsp; 116571 |
|  | BankFinancial Corp. | 22978 | &nbsp;&nbsp; 255515 |
|  | BankUnited, Inc. | 85379 | &nbsp;&nbsp; 3113772 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bankwell Financial <br> Group, Inc.<br>| 9630 | &nbsp;&nbsp; $384237 |
|  | Banner Corp. | 68827 | &nbsp;&nbsp; 4272436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bar Harbor <br> Bankshares<br>| 27269 | &nbsp;&nbsp; 791892 |
|  | BayCom Corp. | 20776 | &nbsp;&nbsp; 561160 |
|  | BCB Bancorp, Inc. | 29291 | &nbsp;&nbsp; 244873 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hathaway, <br> Inc., Class B<br>| 914576 | &nbsp;&nbsp; 431570123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hills <br> Bancorp, Inc.<br>| 67935 | &nbsp;&nbsp; 1673918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BGC Group, Inc., <br> Class A<br>| 440515 | &nbsp;&nbsp; 4083574 |
|  | Blackrock, Inc. | 61690 | &nbsp;&nbsp; 68229757 |
| # | Blackstone, Inc. | 203670 | &nbsp;&nbsp; 35226763 |
| \* | Block, Inc. | 216866 | &nbsp;&nbsp; 16755067 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blue Foundry <br> Bancorp<br>| 29554 | &nbsp;&nbsp; 252687 |
|  | BOK Financial Corp. | 81414 | &nbsp;&nbsp; 8265963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bread Financial <br> Holdings, Inc.<br>| 82737 | &nbsp;&nbsp; 5071778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bridge Investment <br> Group Holdings, <br> Inc., Class A<br>| 21757 | &nbsp;&nbsp; 222792 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bridgewater <br> Bancshares, Inc.<br>| 22825 | &nbsp;&nbsp; 355157 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Brighthouse Financial, <br> Inc.<br>| 42444 | &nbsp;&nbsp; 2030945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brookline Bancorp, <br> Inc.<br>| 167366 | &nbsp;&nbsp; 1727217 |
| # | Brown & Brown, Inc. | 249639 | &nbsp;&nbsp; 22809515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Burke & Herbert <br> Financial Services <br> Corp.<br>| 10553 | &nbsp;&nbsp; 611968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Business First <br> Bancshares, Inc.<br>| 11738 | &nbsp;&nbsp; 278778 |
| \* | BV Financial, Inc. | 4641 | &nbsp;&nbsp; 72585 |
|  | Byline Bancorp, Inc. | 34323 | &nbsp;&nbsp; 902695 |
|  | C&F Financial Corp. | 3812 | &nbsp;&nbsp; 243396 |
| # | Cadence Bank | 226319 | &nbsp;&nbsp; 7887217 |
| \* | California BanCorp | 2613 | &nbsp;&nbsp; 39169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Camden National <br> Corp.<br>| 19005 | &nbsp;&nbsp; 716679 |
|  | Capital Bancorp, Inc. | 6836 | &nbsp;&nbsp; 215197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capital City Bank <br> Group, Inc.<br>| 33135 | &nbsp;&nbsp; 1311815 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Capital One Financial <br> Corp.<br>| 404621 | &nbsp;&nbsp; 86993515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capitol Federal <br> Financial, Inc.<br>| 198177 | &nbsp;&nbsp; 1193026 |
|  | Carlyle Group, Inc. | 239056 | &nbsp;&nbsp; 14501137 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Carter Bankshares, <br> Inc.<br>| 27375 | &nbsp;&nbsp; 475778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cass Information <br> Systems, Inc.<br>| 18924 | &nbsp;&nbsp; 757149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay General <br> Bancorp<br>| 108271 | &nbsp;&nbsp; 4896015 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CB Financial Services, <br> Inc.<br>| 1493 | &nbsp;&nbsp; $47261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cboe Global Markets, <br> Inc.<br>| 91390 | &nbsp;&nbsp; 22028646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Pacific <br> Financial Corp.<br>| 49156 | &nbsp;&nbsp; 1310499 |
|  | CF Bankshares, Inc. | 4274 | &nbsp;&nbsp; 100866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Charles Schwab <br> Corp.<br>| 620416 | &nbsp;&nbsp; 60633256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chemung Financial <br> Corp.<br>| 6655 | &nbsp;&nbsp; 336743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ChoiceOne Financial <br> Services, Inc.<br>| 1826 | &nbsp;&nbsp; 53684 |
|  | Chubb Ltd. | 227406 | &nbsp;&nbsp; 60499092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cincinnati Financial <br> Corp.<br>| 131496 | &nbsp;&nbsp; 19396975 |
|  | Citigroup, Inc. | 692112 | &nbsp;&nbsp; 64850894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens & Northern <br> Corp.<br>| 29752 | &nbsp;&nbsp; 565883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens Community <br> Bancorp, Inc.<br>| 18370 | &nbsp;&nbsp; 270774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens Financial <br> Group, Inc.<br>| 364457 | &nbsp;&nbsp; 17391888 |
| #\* | Citizens, Inc. | 12883 | &nbsp;&nbsp; 49213 |
| # | City Holding Co. | 31756 | &nbsp;&nbsp; 3877408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Civista Bancshares, <br> Inc.<br>| 25564 | &nbsp;&nbsp; 497731 |
|  | CME Group, Inc. | 135048 | &nbsp;&nbsp; 37581157 |
|  | CNB Financial Corp. | 39932 | &nbsp;&nbsp; 916439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CNO Financial Group, <br> Inc.<br>| 145428 | &nbsp;&nbsp; 5357568 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Coastal Financial <br> Corp.<br>| 26487 | &nbsp;&nbsp; 2548049 |
| # | Cohen & Steers, Inc. | 70965 | &nbsp;&nbsp; 5220185 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Coinbase Global, Inc., <br> Class A<br>| 58183 | &nbsp;&nbsp; 21979210 |
|  | Colony Bankcorp, Inc. | 12083 | &nbsp;&nbsp; 198040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking <br> System, Inc.<br>| 31595 | &nbsp;&nbsp; 751961 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Columbia Financial, <br> Inc.<br>| 69880 | &nbsp;&nbsp; 1005573 |
|  | Comerica, Inc. | 142539 | &nbsp;&nbsp; 9631360 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Commerce <br> Bancshares, Inc.<br>| 235870 | &nbsp;&nbsp; 14435244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community Financial <br> System, Inc.<br>| 77758 | &nbsp;&nbsp; 4097847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community Trust <br> Bancorp, Inc.<br>| 53596 | &nbsp;&nbsp; 2893112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community West <br> Bancshares<br>| 18372 | &nbsp;&nbsp; 353661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ConnectOne Bancorp, <br> Inc.<br>| 70743 | &nbsp;&nbsp; 1629211 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Consumer Portfolio <br> Services, Inc.<br>| 137807 | &nbsp;&nbsp; 1088675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corebridge Financial, <br> Inc.<br>| 381289 | &nbsp;&nbsp; 13558637 |
| \* | Corpay, Inc. | 87907 | &nbsp;&nbsp; 28398356 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crawford & Co. <br> (CRD/A US), <br> Class A<br>| 86071 | &nbsp;&nbsp; $823699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crawford & Co. <br> (CRD/B US), <br> Class B<br>| 47154 | &nbsp;&nbsp; 434288 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Credit Acceptance <br> Corp.<br>| 14278 | &nbsp;&nbsp; 7000218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cullen/Frost Bankers, <br> Inc.<br>| 102909 | &nbsp;&nbsp; 13111636 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Customers Bancorp, <br> Inc.<br>| 58047 | &nbsp;&nbsp; 3700496 |
|  | CVB Financial Corp. | 202142 | &nbsp;&nbsp; 3778034 |
| \* | Dave, Inc. | 3300 | &nbsp;&nbsp; 778140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diamond Hill <br> Investment Group, <br> Inc.<br>| 4352 | &nbsp;&nbsp; 590001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DigitalBridge Group, <br> Inc.<br>| 178387 | &nbsp;&nbsp; 1915876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dime Community <br> Bancshares, Inc.<br>| 64276 | &nbsp;&nbsp; 1781088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Donegal Group, Inc. <br> (DGICA US), <br> Class A<br>| 86728 | &nbsp;&nbsp; 1487385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Donegal Group, Inc. <br> (DGICB US), <br> Class B<br>| 2147 | &nbsp;&nbsp; 33279 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Donnelley Financial <br> Solutions, Inc.<br>| 59387 | &nbsp;&nbsp; 3145136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagle Bancorp <br> Montana, Inc.<br>| 2666 | &nbsp;&nbsp; 42976 |
|  | Eagle Bancorp, Inc. | 36090 | &nbsp;&nbsp; 580688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; East West Bancorp, <br> Inc.<br>| 198840 | &nbsp;&nbsp; 19933710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastern Bankshares, <br> Inc.<br>| 57473 | &nbsp;&nbsp; 887958 |
| \* | eHealth, Inc. | 8121 | &nbsp;&nbsp; 27611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Employers Holdings, <br> Inc.<br>| 52597 | &nbsp;&nbsp; 2171204 |
|  | Enact Holdings, Inc. | 5136 | &nbsp;&nbsp; 178527 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Encore Capital Group, <br> Inc.<br>| 29202 | &nbsp;&nbsp; 1076970 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enova International, <br> Inc.<br>| 84162 | &nbsp;&nbsp; 8799979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enterprise Financial <br> Services Corp.<br>| 59178 | &nbsp;&nbsp; 3266034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Equitable Holdings, <br> Inc.<br>| 495360 | &nbsp;&nbsp; 25436736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Equity Bancshares, <br> Inc., Class A<br>| 26825 | &nbsp;&nbsp; 1008084 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Erie Indemnity Co., <br> Class A<br>| 32636 | &nbsp;&nbsp; 11626249 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Esquire Financial <br> Holdings, Inc.<br>| 15778 | &nbsp;&nbsp; 1512795 |
|  | Essent Group Ltd. | 176108 | &nbsp;&nbsp; 9860287 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Euronet Worldwide, <br> Inc.<br>| 63435 | &nbsp;&nbsp; 6164613 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evercore, Inc., <br> Class A<br>| 70215 | &nbsp;&nbsp; $21144545 |
|  | Everest Group Ltd. | 40663 | &nbsp;&nbsp; 13654635 |
|  | EVERTEC, Inc. | 112423 | &nbsp;&nbsp; 4064091 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; EZCORP, Inc., <br> Class A<br>| 133758 | &nbsp;&nbsp; 1915415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; F&G Annuities & Life, <br> Inc.<br>| 36803 | &nbsp;&nbsp; 1174384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FactSet Research <br> Systems, Inc.<br>| 33985 | &nbsp;&nbsp; 13692557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Farmers & Merchants <br> Bancorp, Inc.<br>| 6977 | &nbsp;&nbsp; 167518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Farmers National <br> Banc Corp.<br>| 16403 | &nbsp;&nbsp; 222097 |
|  | FB Financial Corp. | 85287 | &nbsp;&nbsp; 4158594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Federal Agricultural <br> Mortgage Corp. <br> (AGM US), Class C<br>| 18113 | &nbsp;&nbsp; 3120327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Federal Agricultural <br> Mortgage Corp. <br> (AGM/A US), <br> Class A<br>| 1374 | &nbsp;&nbsp; 175872 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Federated Hermes, <br> Inc.<br>| 207946 | &nbsp;&nbsp; 10307883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelis Insurance <br> Holdings Ltd.<br>| 23067 | &nbsp;&nbsp; 348542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National <br> Financial, Inc.<br>| 302183 | &nbsp;&nbsp; 17052187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National <br> Information <br> Services, Inc.<br>| 341352 | &nbsp;&nbsp; 27106762 |
|  | Fifth Third Bancorp | 628365 | &nbsp;&nbsp; 26121133 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Finance of America <br> Cos., Inc., Class A<br>| 985 | &nbsp;&nbsp; 21207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Financial Institutions, <br> Inc.<br>| 28787 | &nbsp;&nbsp; 733781 |
|  | Finward Bancorp | 1270 | &nbsp;&nbsp; 35217 |
| \* | Finwise Bancorp | 11312 | &nbsp;&nbsp; 202145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First American <br> Financial Corp.<br>| 165902 | &nbsp;&nbsp; 9962415 |
|  | First BanCorp | 460841 | &nbsp;&nbsp; 9599318 |
|  | First Bancorp, Inc. | 16977 | &nbsp;&nbsp; 427990 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; First <br> Bancorp/Southern <br> Pines NC<br>| 82661 | &nbsp;&nbsp; 4140490 |
|  | First Bank | 23604 | &nbsp;&nbsp; 351700 |
|  | First Busey Corp. | 143162 | &nbsp;&nbsp; 3195376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Business <br> Financial Services, <br> Inc.<br>| 14186 | &nbsp;&nbsp; 675537 |
|  | First Capital, Inc. | 3880 | &nbsp;&nbsp; 137818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Citizens <br> BancShares, Inc., <br> Class A<br>| 13728 | &nbsp;&nbsp; 27384065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Commonwealth <br> Financial Corp.<br>| 222788 | &nbsp;&nbsp; 3678230 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Community <br> Bankshares, Inc.<br>| 35111 | &nbsp;&nbsp; $1281552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Community <br> Corp.<br>| 2034 | &nbsp;&nbsp; 50392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Financial <br> Bancorp<br>| 158752 | &nbsp;&nbsp; 3848148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Financial <br> Bankshares, Inc.<br>| 157378 | &nbsp;&nbsp; 5448426 |
|  | First Financial Corp. | 23079 | &nbsp;&nbsp; 1235880 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; First Financial <br> Northwest, Inc.<br>| 14137 | &nbsp;&nbsp; 16964 |
| \* | First Foundation, Inc. | 80881 | &nbsp;&nbsp; 393890 |
|  | First Hawaiian, Inc. | 13700 | &nbsp;&nbsp; 332225 |
|  | First Horizon Corp. | 728194 | &nbsp;&nbsp; 15881911 |
|  | First Internet Bancorp | 11737 | &nbsp;&nbsp; 257392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Interstate <br> BancSystem, Inc., <br> Class A<br>| 58551 | &nbsp;&nbsp; 1685683 |
|  | First Merchants Corp. | 59546 | &nbsp;&nbsp; 2269894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Mid Bancshares, <br> Inc.<br>| 32608 | &nbsp;&nbsp; 1238126 |
|  | First National Corp. | 1787 | &nbsp;&nbsp; 38599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Northwest <br> Bancorp<br>| 11235 | &nbsp;&nbsp; 85948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Savings Financial <br> Group, Inc.<br>| 2715 | &nbsp;&nbsp; 69450 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Seacoast <br> Bancorp, Inc.<br>| 23 | &nbsp;&nbsp; 267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First U.S. Bancshares, <br> Inc.<br>| 5297 | &nbsp;&nbsp; 69814 |
|  | First United Corp. | 12304 | &nbsp;&nbsp; 404432 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Western <br> Financial, Inc.<br>| 1084 | &nbsp;&nbsp; 23463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FirstCash Holdings, <br> Inc.<br>| 70013 | &nbsp;&nbsp; 9332033 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Firstsun Capital <br> Bancorp<br>| 1216 | &nbsp;&nbsp; 43229 |
| \* | Fiserv, Inc. | 253288 | &nbsp;&nbsp; 35191835 |
|  | Five Star Bancorp | 5003 | &nbsp;&nbsp; 150540 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Flagstar Financial, <br> Inc.<br>| 137744 | &nbsp;&nbsp; 1555130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flushing Financial <br> Corp.<br>| 43624 | &nbsp;&nbsp; 523052 |
| \* | Flywire Corp. | 31960 | &nbsp;&nbsp; 348044 |
|  | FNB Corp. | 431289 | &nbsp;&nbsp; 6607347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Financial <br> Services Corp.<br>| 5318 | &nbsp;&nbsp; 213784 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Resources, <br> Inc.<br>| 166317 | &nbsp;&nbsp; 3991608 |
|  | FS Bancorp, Inc. | 18178 | &nbsp;&nbsp; 710578 |
|  | Fulton Financial Corp. | 341988 | &nbsp;&nbsp; 6138685 |
| \* | FVCBankcorp, Inc. | 10930 | &nbsp;&nbsp; 140013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GCM Grosvenor, Inc., <br> Class A<br>| 24228 | &nbsp;&nbsp; 285648 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Genworth Financial, <br> Inc.<br>| 459413 | &nbsp;&nbsp; 3610986 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; German American <br> Bancorp, Inc.<br>| 59501 | &nbsp;&nbsp; $2286028 |
|  | Glacier Bancorp, Inc. | 166517 | &nbsp;&nbsp; 7298440 |
| # | Global Payments, Inc. | 172990 | &nbsp;&nbsp; 13830551 |
|  | Globe Life, Inc. | 110398 | &nbsp;&nbsp; 15507607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs <br> Group, Inc.<br>| 176078 | &nbsp;&nbsp; 127408280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goosehead Insurance, <br> Inc., Class A<br>| 16852 | &nbsp;&nbsp; 1532015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Southern <br> Bancorp, Inc.<br>| 24744 | &nbsp;&nbsp; 1408923 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Green Dot Corp., <br> Class A<br>| 5285 | &nbsp;&nbsp; 53484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greene County <br> Bancorp, Inc.<br>| 339 | &nbsp;&nbsp; 8031 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Greenlight Capital Re <br> Ltd., Class A<br>| 55189 | &nbsp;&nbsp; 717457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guaranty Bancshares, <br> Inc.<br>| 17645 | &nbsp;&nbsp; 769498 |
| \* | Hagerty, Inc., Class A | 1396 | &nbsp;&nbsp; 14183 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hamilton Insurance <br> Group Ltd., <br> Class B<br>| 5783 | &nbsp;&nbsp; 124277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hamilton Lane, Inc., <br> Class A<br>| 37962 | &nbsp;&nbsp; 5781613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hancock Whitney <br> Corp.<br>| 142968 | &nbsp;&nbsp; 8538049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanmi Financial <br> Corp.<br>| 46979 | &nbsp;&nbsp; 1071591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanover Insurance <br> Group, Inc.<br>| 68866 | &nbsp;&nbsp; 11819472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HarborOne Bancorp, <br> Inc.<br>| 71823 | &nbsp;&nbsp; 849666 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hartford Insurance <br> Group, Inc.<br>| 430639 | &nbsp;&nbsp; 53567185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hawthorn Bancshares, <br> Inc.<br>| 11816 | &nbsp;&nbsp; 336992 |
|  | HBT Financial, Inc. | 4919 | &nbsp;&nbsp; 122336 |
|  | HCI Group, Inc. | 23644 | &nbsp;&nbsp; 3311106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Commerce <br> Corp.<br>| 48600 | &nbsp;&nbsp; 449550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Financial <br> Corp.<br>| 64689 | &nbsp;&nbsp; 1458090 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Insurance <br> Holdings, Inc.<br>| 42336 | &nbsp;&nbsp; 892866 |
|  | Hilltop Holdings, Inc. | 123773 | &nbsp;&nbsp; 3663681 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hingham Institution <br> For Savings<br>| 3148 | &nbsp;&nbsp; 770882 |
| \* | Hippo Holdings, Inc. | 963 | &nbsp;&nbsp; 24884 |
|  | Home Bancorp, Inc. | 11444 | &nbsp;&nbsp; 598407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Home BancShares, <br> Inc.<br>| 246319 | &nbsp;&nbsp; 6936343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Home Federal <br> Bancorp, Inc. of <br> Louisiana<br>| 2148 | &nbsp;&nbsp; 28482 |
| \* | HomeStreet, Inc. | 14705 | &nbsp;&nbsp; 192341 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HomeTrust <br> Bancshares, Inc.<br>| 3998 | &nbsp;&nbsp; $155362 |
|  | Hope Bancorp, Inc. | 179562 | &nbsp;&nbsp; 1793824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Horace Mann <br> Educators Corp.<br>| 84260 | &nbsp;&nbsp; 3583578 |
|  | Horizon Bancorp, Inc. | 82933 | &nbsp;&nbsp; 1284632 |
|  | Houlihan Lokey, Inc. | 85808 | &nbsp;&nbsp; 16360153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huntington <br> Bancshares, Inc.<br>| 1334654 | &nbsp;&nbsp; 21928365 |
|  | IF Bancorp, Inc. | 982 | &nbsp;&nbsp; 24550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Independent Bank <br> Corp. (IBCP US)<br>| 38966 | &nbsp;&nbsp; 1190411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Independent Bank <br> Corp. (INDB US)<br>| 68941 | &nbsp;&nbsp; 4381201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Interactive Brokers <br> Group, Inc., <br> Class A<br>| 115077 | &nbsp;&nbsp; 7544448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intercontinental <br> Exchange, Inc.<br>| 251052 | &nbsp;&nbsp; 46401941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Bancshares Corp.<br>| 132955 | &nbsp;&nbsp; 9064872 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; International Money <br> Express, Inc.<br>| 51139 | &nbsp;&nbsp; 459740 |
|  | Invesco Ltd. | 237234 | &nbsp;&nbsp; 4984286 |
|  | Investors Title Co. | 3641 | &nbsp;&nbsp; 769052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jack Henry & <br> Associates, Inc.<br>| 66683 | &nbsp;&nbsp; 11323774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jackson Financial, <br> Inc., Class A<br>| 66069 | &nbsp;&nbsp; 5785002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Janus Henderson <br> Group PLC<br>| 189838 | &nbsp;&nbsp; 8219985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jefferies Financial <br> Group, Inc.<br>| 347509 | &nbsp;&nbsp; 20037369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase & <br> Co.<br>| 2201688 | &nbsp;&nbsp; 652228053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kearny Financial <br> Corp.<br>| 84156 | &nbsp;&nbsp; 499045 |
|  | Kemper Corp. | 94380 | &nbsp;&nbsp; 5812864 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kentucky First Federal <br> Bancorp<br>| 6573 | &nbsp;&nbsp; 21034 |
|  | KeyCorp | 699616 | &nbsp;&nbsp; 12537119 |
| \* | Kingstone Cos., Inc. | 931 | &nbsp;&nbsp; 15259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinsale Capital Group, <br> Inc.<br>| 25262 | &nbsp;&nbsp; 11132711 |
| # | KKR & Co., Inc. | 223300 | &nbsp;&nbsp; 32731314 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lake Shore Bancorp, <br> Inc.<br>| 4842 | &nbsp;&nbsp; 59605 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lakeland Financial <br> Corp.<br>| 53140 | &nbsp;&nbsp; 3367482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Landmark Bancorp, <br> Inc.<br>| 7969 | &nbsp;&nbsp; 193567 |
| # | Lazard, Inc. | 57502 | &nbsp;&nbsp; 2988954 |
|  | LCNB Corp. | 10519 | &nbsp;&nbsp; 155260 |
| \* | LendingClub Corp. | 170419 | &nbsp;&nbsp; 2656832 |
| \* | LendingTree, Inc. | 10934 | &nbsp;&nbsp; 510399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lincoln National <br> Corp.<br>| 213001 | &nbsp;&nbsp; 8117468 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Live Oak Bancshares, <br> Inc.<br>| 54024 | &nbsp;&nbsp; $1707699 |
|  | Loews Corp. | 227665 | &nbsp;&nbsp; 20612789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LPL Financial <br> Holdings, Inc.<br>| 88990 | &nbsp;&nbsp; 35216013 |
|  | M&T Bank Corp. | 98280 | &nbsp;&nbsp; 18545436 |
|  | Magyar Bancorp, Inc. | 5872 | &nbsp;&nbsp; 99119 |
| \* | Markel Group, Inc. | 10873 | &nbsp;&nbsp; 21836137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MarketAxess <br> Holdings, Inc.<br>| 26420 | &nbsp;&nbsp; 5429310 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Marqeta, Inc., <br> Class A<br>| 396658 | &nbsp;&nbsp; 2260951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marsh & McLennan <br> Cos., Inc.<br>| 286589 | &nbsp;&nbsp; 57088529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mastercard, Inc., <br> Class A<br>| 478823 | &nbsp;&nbsp; 271238865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercantile Bank <br> Corp.<br>| 34629 | &nbsp;&nbsp; 1582199 |
|  | Merchants Bancorp | 22081 | &nbsp;&nbsp; 646973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercury General <br> Corp.<br>| 81248 | &nbsp;&nbsp; 5626424 |
|  | Meridian Corp. | 12316 | &nbsp;&nbsp; 181415 |
|  | MetLife, Inc. | 480677 | &nbsp;&nbsp; 36507418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metrocity Bankshares, <br> Inc.<br>| 6183 | &nbsp;&nbsp; 170651 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Bank <br> Holding Corp.<br>| 4704 | &nbsp;&nbsp; 331820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MGIC Investment <br> Corp.<br>| 325362 | &nbsp;&nbsp; 8426876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mid Penn Bancorp, <br> Inc.<br>| 17986 | &nbsp;&nbsp; 493716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Middlefield Banc <br> Corp.<br>| 11702 | &nbsp;&nbsp; 325901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Midland States <br> Bancorp, Inc.<br>| 28245 | &nbsp;&nbsp; 479035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MidWestOne Financial <br> Group, Inc.<br>| 30215 | &nbsp;&nbsp; 832121 |
|  | Moelis & Co., Class A | 38130 | &nbsp;&nbsp; 2674438 |
|  | Moody's Corp. | 83921 | &nbsp;&nbsp; 43280577 |
|  | Morgan Stanley | 884753 | &nbsp;&nbsp; 126041912 |
|  | Morningstar, Inc. | 62099 | &nbsp;&nbsp; 17167890 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mr. Cooper Group, <br> Inc.<br>| 20870 | &nbsp;&nbsp; 3249876 |
|  | MSCI, Inc. | 39841 | &nbsp;&nbsp; 22365144 |
|  | MVB Financial Corp. | 15895 | &nbsp;&nbsp; 361452 |
|  | Nasdaq, Inc. | 376167 | &nbsp;&nbsp; 36194789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bank <br> Holdings Corp., <br> Class A<br>| 80445 | &nbsp;&nbsp; 2981292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bankshares, <br> Inc.<br>| 4012 | &nbsp;&nbsp; 111373 |
| # | Navient Corp. | 272812 | &nbsp;&nbsp; 3530187 |
|  | NBT Bancorp, Inc. | 101469 | &nbsp;&nbsp; 4198787 |
| #\* | NCR Atleos Corp. | 107748 | &nbsp;&nbsp; 3297089 |
|  | Nelnet, Inc., Class A | 56619 | &nbsp;&nbsp; 7064353 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NerdWallet, Inc., <br> Class A<br>| 49576 | &nbsp;&nbsp; 525010 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | NI Holdings, Inc. | 21302 | &nbsp;&nbsp; $271387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nicolet Bankshares, <br> Inc.<br>| 29127 | &nbsp;&nbsp; 3757383 |
| \* | NMI Holdings, Inc. | 157596 | &nbsp;&nbsp; 5881483 |
|  | Northeast Bank | 15024 | &nbsp;&nbsp; 1489930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northeast Community <br> Bancorp, Inc.<br>| 5283 | &nbsp;&nbsp; 109147 |
|  | Northern Trust Corp. | 179900 | &nbsp;&nbsp; 23387000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northfield Bancorp, <br> Inc.<br>| 72591 | &nbsp;&nbsp; 773094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northrim BanCorp, <br> Inc.<br>| 9203 | &nbsp;&nbsp; 768727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northwest <br> Bancshares, Inc.<br>| 250258 | &nbsp;&nbsp; 2928019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Norwood Financial <br> Corp.<br>| 10362 | &nbsp;&nbsp; 251175 |
|  | Oak Valley Bancorp | 12060 | &nbsp;&nbsp; 321399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OceanFirst Financial <br> Corp.<br>| 85641 | &nbsp;&nbsp; 1437056 |
|  | OFG Bancorp | 110128 | &nbsp;&nbsp; 4693655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ohio Valley Banc <br> Corp.<br>| 6853 | &nbsp;&nbsp; 220941 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Old Market Capital <br> Corp.<br>| 9421 | &nbsp;&nbsp; 54265 |
|  | Old National Bancorp | 387660 | &nbsp;&nbsp; 8183503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Republic <br> International Corp.<br>| 490431 | &nbsp;&nbsp; 17738889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Second Bancorp, <br> Inc.<br>| 67237 | &nbsp;&nbsp; 1141012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OneMain Holdings, <br> Inc.<br>| 195249 | &nbsp;&nbsp; 11283440 |
| \* | Onity Group, Inc. | 12198 | &nbsp;&nbsp; 460109 |
|  | OP Bancorp | 8984 | &nbsp;&nbsp; 114995 |
| \* | Open Lending Corp. | 29500 | &nbsp;&nbsp; 64605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oppenheimer <br> Holdings, Inc., <br> Class A<br>| 13697 | &nbsp;&nbsp; 1038370 |
|  | OppFi, Inc. | 4183 | &nbsp;&nbsp; 44507 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OptimumBank <br> Holdings, Inc.<br>| 1636 | &nbsp;&nbsp; 7362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orange County <br> Bancorp, Inc.<br>| 1054 | &nbsp;&nbsp; 26339 |
|  | Origin Bancorp, Inc. | 34591 | &nbsp;&nbsp; 1264301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orrstown Financial <br> Services, Inc.<br>| 28617 | &nbsp;&nbsp; 940355 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Oscar Health, Inc., <br> Class A<br>| 157922 | &nbsp;&nbsp; 2218804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Premier <br> Bancorp, Inc.<br>| 65400 | &nbsp;&nbsp; 1417218 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Palomar Holdings, <br> Inc.<br>| 35578 | &nbsp;&nbsp; 4713729 |
| # | Park National Corp. | 30859 | &nbsp;&nbsp; 4995146 |
|  | Parke Bancorp, Inc. | 18265 | &nbsp;&nbsp; 377172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pathfinder Bancorp, <br> Inc.<br>| 4141 | &nbsp;&nbsp; 60583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pathward Financial, <br> Inc.<br>| 65985 | &nbsp;&nbsp; 4990116 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Paymentus Holdings, <br> Inc., Class A<br>| 38576 | &nbsp;&nbsp; $1075499 |
| \* | Payoneer Global, Inc. | 315787 | &nbsp;&nbsp; 2074721 |
| \* | PayPal Holdings, Inc. | 609609 | &nbsp;&nbsp; 41916715 |
| \* | Paysafe Ltd. | 57165 | &nbsp;&nbsp; 694555 |
| \* | Paysign, Inc. | 2408 | &nbsp;&nbsp; 17916 |
| \* | PB Bankshares, Inc. | 1396 | &nbsp;&nbsp; 25561 |
|  | PCB Bancorp | 16051 | &nbsp;&nbsp; 328082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peapack-Gladstone <br> Financial Corp.<br>| 29858 | &nbsp;&nbsp; 760782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PennyMac Financial <br> Services, Inc.<br>| 73987 | &nbsp;&nbsp; 6891149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peoples Bancorp of <br> North Carolina, Inc.<br>| 9657 | &nbsp;&nbsp; 277252 |
|  | Peoples Bancorp, Inc. | 58095 | &nbsp;&nbsp; 1663841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peoples Financial <br> Services Corp.<br>| 7247 | &nbsp;&nbsp; 353001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Perella Weinberg <br> Partners<br>| 11067 | &nbsp;&nbsp; 220676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pinnacle Financial <br> Partners, Inc.<br>| 113769 | &nbsp;&nbsp; 9999157 |
| \* | Pioneer Bancorp, Inc. | 15046 | &nbsp;&nbsp; 184614 |
|  | Piper Sandler Cos. | 19535 | &nbsp;&nbsp; 6159776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PJT Partners, Inc., <br> Class A<br>| 19890 | &nbsp;&nbsp; 3552752 |
|  | Plumas Bancorp | 10140 | &nbsp;&nbsp; 418376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PNC Financial <br> Services Group, <br> Inc.<br>| 220907 | &nbsp;&nbsp; 42031975 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ponce Financial <br> Group, Inc.<br>| 24784 | &nbsp;&nbsp; 348215 |
|  | Popular, Inc. | 151172 | &nbsp;&nbsp; 17321288 |
| \* | PRA Group, Inc. | 48902 | &nbsp;&nbsp; 743310 |
| # | Preferred Bank | 34165 | &nbsp;&nbsp; 3102865 |
|  | Primerica, Inc. | 58249 | &nbsp;&nbsp; 15472682 |
|  | Primis Financial Corp. | 36156 | &nbsp;&nbsp; 404586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Princeton Bancorp, <br> Inc.<br>| 10139 | &nbsp;&nbsp; 306096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Principal Financial <br> Group, Inc.<br>| 241425 | &nbsp;&nbsp; 18790108 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Priority Technology <br> Holdings, Inc.<br>| 4161 | &nbsp;&nbsp; 28503 |
| \* | ProAssurance Corp. | 5544 | &nbsp;&nbsp; 131725 |
|  | PROG Holdings, Inc. | 106230 | &nbsp;&nbsp; 3382363 |
|  | Progressive Corp. | 226110 | &nbsp;&nbsp; 54727664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prosperity <br> Bancshares, Inc.<br>| 106783 | &nbsp;&nbsp; 7113883 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Provident Bancorp, <br> Inc.<br>| 9530 | &nbsp;&nbsp; 116361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Provident Financial <br> Holdings, Inc.<br>| 12923 | &nbsp;&nbsp; 198045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Provident Financial <br> Services, Inc.<br>| 159300 | &nbsp;&nbsp; 2902446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prudential Financial, <br> Inc.<br>| 414824 | &nbsp;&nbsp; 42967470 |
|  | QCR Holdings, Inc. | 34604 | &nbsp;&nbsp; 2456884 |
|  | Radian Group, Inc. | 132571 | &nbsp;&nbsp; 4323140 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Raymond James <br> Financial, Inc.<br>| 178408 | &nbsp;&nbsp; $29817329 |
|  | RBB Bancorp | 26213 | &nbsp;&nbsp; 474717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Red River <br> Bancshares, Inc.<br>| 1695 | &nbsp;&nbsp; 101988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Regional Management <br> Corp.<br>| 15368 | &nbsp;&nbsp; 510832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Regions Financial <br> Corp.<br>| 863394 | &nbsp;&nbsp; 21869770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reinsurance Group of <br> America, Inc.<br>| 76308 | &nbsp;&nbsp; 14685475 |
| \* | Remitly Global, Inc. | 84411 | &nbsp;&nbsp; 1392782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RenaissanceRe <br> Holdings Ltd.<br>| 65315 | &nbsp;&nbsp; 15919878 |
| # | Renasant Corp. | 171873 | &nbsp;&nbsp; 6297427 |
| #\* | Repay Holdings Corp. | 104834 | &nbsp;&nbsp; 515783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Republic Bancorp, <br> Inc., Class A<br>| 33127 | &nbsp;&nbsp; 2281125 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rhinebeck Bancorp, <br> Inc.<br>| 4151 | &nbsp;&nbsp; 52676 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Richmond Mutual <br> BanCorp, Inc.<br>| 8015 | &nbsp;&nbsp; 110928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riverview Bancorp, <br> Inc.<br>| 49214 | &nbsp;&nbsp; 242625 |
|  | RLI Corp. | 107696 | &nbsp;&nbsp; 7106859 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Robinhood Markets, <br> Inc., Class A<br>| 179508 | &nbsp;&nbsp; 18498299 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Rocket Cos., Inc., <br> Class A<br>| 38289 | &nbsp;&nbsp; 565529 |
| \* | Root, Inc., Class A | 2310 | &nbsp;&nbsp; 279579 |
|  | S&P Global, Inc. | 116121 | &nbsp;&nbsp; 63994283 |
|  | S&T Bancorp, Inc. | 64399 | &nbsp;&nbsp; 2359579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Safety Insurance <br> Group, Inc.<br>| 33013 | &nbsp;&nbsp; 2322465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SB Financial Group, <br> Inc.<br>| 8465 | &nbsp;&nbsp; 159227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seacoast Banking <br> Corp. of Florida<br>| 94819 | &nbsp;&nbsp; 2672948 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Security National <br> Financial Corp., <br> Class A<br>| 33154 | &nbsp;&nbsp; 281146 |
|  | SEI Investments Co. | 218654 | &nbsp;&nbsp; 19267791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Selective Insurance <br> Group, Inc.<br>| 89149 | &nbsp;&nbsp; 6950948 |
| \* | Selectquote, Inc. | 7020 | &nbsp;&nbsp; 12355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ServisFirst <br> Bancshares, Inc.<br>| 90413 | &nbsp;&nbsp; 7110982 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Shift4 Payments, Inc., <br> Class A<br>| 65449 | &nbsp;&nbsp; 6741247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shore Bancshares, <br> Inc.<br>| 37751 | &nbsp;&nbsp; 585518 |
|  | Sierra Bancorp | 26324 | &nbsp;&nbsp; 771820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Silvercrest Asset <br> Management <br> Group, Inc., <br> Class A<br>| 14147 | &nbsp;&nbsp; 231445 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Simmons First <br> National Corp., <br> Class A<br>| 277895 | &nbsp;&nbsp; $5327247 |
| \* | SiriusPoint Ltd. | 284802 | &nbsp;&nbsp; 5584967 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Skyward Specialty <br> Insurance Group, <br> Inc.<br>| 25393 | &nbsp;&nbsp; 1284378 |
|  | SLM Corp. | 611205 | &nbsp;&nbsp; 19436319 |
|  | SmartFinancial, Inc. | 18942 | &nbsp;&nbsp; 648953 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; SoFi Technologies, <br> Inc.<br>| 1061098 | &nbsp;&nbsp; 23959593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sound Financial <br> Bancorp, Inc.<br>| 3278 | &nbsp;&nbsp; 150952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; South Plains <br> Financial, Inc.<br>| 6125 | &nbsp;&nbsp; 227299 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Southern First <br> Bancshares, Inc.<br>| 7643 | &nbsp;&nbsp; 317643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Missouri <br> Bancorp, Inc.<br>| 11863 | &nbsp;&nbsp; 641670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southside <br> Bancshares, Inc.<br>| 34090 | &nbsp;&nbsp; 1003610 |
|  | SouthState Corp. | 90081 | &nbsp;&nbsp; 8482928 |
|  | State Street Corp. | 218286 | &nbsp;&nbsp; 24393461 |
|  | Stellar Bancorp, Inc. | 52785 | &nbsp;&nbsp; 1558741 |
| \*†† | Sterling Bancorp, Inc. | 40006 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stewart Information <br> Services Corp.<br>| 52841 | &nbsp;&nbsp; 3430966 |
|  | Stifel Financial Corp. | 161601 | &nbsp;&nbsp; 18441906 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Stock Yards Bancorp, <br> Inc.<br>| 61436 | &nbsp;&nbsp; 4592955 |
| \* | StoneX Group, Inc. | 80902 | &nbsp;&nbsp; 7866911 |
|  | Summit State Bank | 8370 | &nbsp;&nbsp; 102449 |
|  | SWK Holdings Corp. | 4164 | &nbsp;&nbsp; 62002 |
|  | Synchrony Financial | 527656 | &nbsp;&nbsp; 36761794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Synovus Financial <br> Corp.<br>| 189295 | &nbsp;&nbsp; 8942296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; T. Rowe Price Group, <br> Inc.<br>| 187586 | &nbsp;&nbsp; 19030600 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Texas Capital <br> Bancshares, Inc.<br>| 89821 | &nbsp;&nbsp; 7542269 |
|  | TFS Financial Corp. | 204438 | &nbsp;&nbsp; 2680182 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Third Coast <br> Bancshares, Inc.<br>| 2238 | &nbsp;&nbsp; 84261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Timberland Bancorp, <br> Inc.<br>| 12366 | &nbsp;&nbsp; 386932 |
|  | Tiptree, Inc. | 80023 | &nbsp;&nbsp; 1662878 |
| \* | Toast, Inc., Class A | 176961 | &nbsp;&nbsp; 8642775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tompkins Financial <br> Corp.<br>| 15365 | &nbsp;&nbsp; 993808 |
|  | Towne Bank | 71691 | &nbsp;&nbsp; 2511336 |
|  | TPG, Inc. | 19050 | &nbsp;&nbsp; 1087184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tradeweb Markets, <br> Inc., Class A<br>| 30898 | &nbsp;&nbsp; 4280918 |
|  | Travelers Cos., Inc. | 240920 | &nbsp;&nbsp; 62697021 |
|  | TriCo Bancshares | 45509 | &nbsp;&nbsp; 1871330 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Triumph Financial, <br> Inc.<br>| 43561 | &nbsp;&nbsp; 2470780 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Truist Financial Corp. | 630411 | &nbsp;&nbsp; $27555265 |
| \* | Trupanion, Inc. | 8654 | &nbsp;&nbsp; 410286 |
|  | TrustCo Bank Corp. | 32332 | &nbsp;&nbsp; 1085062 |
|  | Trustmark Corp. | 131564 | &nbsp;&nbsp; 4900759 |
|  | U.S. Bancorp | 820683 | &nbsp;&nbsp; 36897908 |
|  | UMB Financial Corp. | 119588 | &nbsp;&nbsp; 13153484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Union Bankshares, <br> Inc.<br>| 1379 | &nbsp;&nbsp; 37523 |
|  | United Bancorp, Inc. | 5663 | &nbsp;&nbsp; 79622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Bancshares, <br> Inc.<br>| 3436 | &nbsp;&nbsp; 100847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Bankshares, <br> Inc.<br>| 141305 | &nbsp;&nbsp; 5019154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Community <br> Banks, Inc.<br>| 119338 | &nbsp;&nbsp; 3639809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Fire Group, <br> Inc.<br>| 44179 | &nbsp;&nbsp; 1172952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Security <br> Bancshares<br>| 17660 | &nbsp;&nbsp; 150993 |
|  | Unity Bancorp, Inc. | 21178 | &nbsp;&nbsp; 1040052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Insurance <br> Holdings, Inc.<br>| 75550 | &nbsp;&nbsp; 1786002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Univest Financial <br> Corp.<br>| 60544 | &nbsp;&nbsp; 1746089 |
|  | Unum Group | 281779 | &nbsp;&nbsp; 20234550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; USCB Financial <br> Holdings, Inc.<br>| 8121 | &nbsp;&nbsp; 135133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valley National <br> Bancorp<br>| 617849 | &nbsp;&nbsp; 5727460 |
|  | Value Line, Inc. | 6620 | &nbsp;&nbsp; 245867 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Velocity Financial, <br> Inc.<br>| 13161 | &nbsp;&nbsp; 218473 |
|  | Veritex Holdings, Inc. | 67448 | &nbsp;&nbsp; 2139451 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Victory Capital <br> Holdings, Inc., <br> Class A<br>| 46884 | &nbsp;&nbsp; 3230776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Virginia National <br> Bankshares Corp.<br>| 2069 | &nbsp;&nbsp; 76284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Virtu Financial, Inc., <br> Class A<br>| 105266 | &nbsp;&nbsp; 4646441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Virtus Investment <br> Partners, Inc.<br>| 12854 | &nbsp;&nbsp; 2484807 |
|  | Visa, Inc., Class A | 903217 | &nbsp;&nbsp; 312034377 |
|  | Voya Financial, Inc. | 182238 | &nbsp;&nbsp; 12756660 |
|  | W.R. Berkley Corp. | 331934 | &nbsp;&nbsp; 22840379 |
|  | WaFd, Inc. | 163585 | &nbsp;&nbsp; 4761141 |
|  | Walker & Dunlop, Inc. | 52120 | &nbsp;&nbsp; 3909521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Washington Trust <br> Bancorp, Inc.<br>| 23010 | &nbsp;&nbsp; 619889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Waterstone Financial, <br> Inc.<br>| 42445 | &nbsp;&nbsp; 564943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Webster Financial <br> Corp.<br>| 295129 | &nbsp;&nbsp; 17014187 |
|  | Wells Fargo & Co. | 1780126 | &nbsp;&nbsp; 143531559 |
|  | WesBanco, Inc. | 174440 | &nbsp;&nbsp; 5255877 |
|  | West BanCorp, Inc. | 24714 | &nbsp;&nbsp; 444605 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westamerica <br> BanCorp<br>| 46541 | &nbsp;&nbsp; $2229314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western Alliance <br> Bancorp<br>| 163281 | &nbsp;&nbsp; 12664074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western New England <br> Bancorp, Inc.<br>| 38261 | &nbsp;&nbsp; 407480 |
| # | Western Union Co. | 307238 | &nbsp;&nbsp; 2473266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westwood Holdings <br> Group, Inc.<br>| 17313 | &nbsp;&nbsp; 302631 |
| \* | WEX, Inc. | 44768 | &nbsp;&nbsp; 7596234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; White Mountains <br> Insurance Group <br> Ltd.<br>| 5834 | &nbsp;&nbsp; 10430025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Willis Towers Watson <br> PLC<br>| 83987 | &nbsp;&nbsp; 26523934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wintrust Financial <br> Corp.<br>| 113340 | &nbsp;&nbsp; 14505253 |
| # | WisdomTree, Inc. | 215970 | &nbsp;&nbsp; 2865922 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; World Acceptance <br> Corp.<br>| 14415 | &nbsp;&nbsp; 2267768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WSFS Financial <br> Corp.<br>| 83285 | &nbsp;&nbsp; 4567349 |
|  | WVS Financial Corp. | 803 | &nbsp;&nbsp; 9764 |
|  | Zions Bancorp NA | 263378 | &nbsp;&nbsp; 14122328 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | &nbsp;&nbsp; 6012077740 |
| HEALTH CARE — (7.9%) | HEALTH CARE — (7.9%) | HEALTH CARE — (7.9%) | HEALTH CARE — (7.9%) |
| \* | 89bio, Inc. | 157 | &nbsp;&nbsp; 1492 |
|  | Abbott Laboratories | 745260 | &nbsp;&nbsp; 94044359 |
|  | AbbVie, Inc. | 1117067 | &nbsp;&nbsp; 211148004 |
| †† | Abiomed, Inc. | 26621 | &nbsp;&nbsp; 415554 |
| #\* | Absci Corp. | 16364 | &nbsp;&nbsp; 46310 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Acadia Healthcare <br> Co., Inc.<br>| 88768 | &nbsp;&nbsp; 1932479 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ACADIA <br> Pharmaceuticals, <br> Inc.<br>| 87262 | &nbsp;&nbsp; 2079453 |
| \* | AdaptHealth Corp. | 91069 | &nbsp;&nbsp; 816889 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adaptive <br> Biotechnologies <br> Corp.<br>| 167739 | &nbsp;&nbsp; 1717647 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Addus HomeCare <br> Corp.<br>| 26989 | &nbsp;&nbsp; 2881885 |
| \* | ADMA Biologics, Inc. | 187253 | &nbsp;&nbsp; 3501631 |
| †† | Aduro Biotech, Inc. | 7016 | &nbsp;&nbsp; 2666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agilent Technologies, <br> Inc.<br>| 129989 | &nbsp;&nbsp; 14924037 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Agios <br> Pharmaceuticals, <br> Inc.<br>| 32713 | &nbsp;&nbsp; 1217578 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Akero Therapeutics, <br> Inc.<br>| 8421 | &nbsp;&nbsp; 411366 |
| †† | Albireo Pharma, Inc. | 28723 | &nbsp;&nbsp; 176646 |
| \* | Align Technology, Inc. | 25063 | &nbsp;&nbsp; 3233378 |
| \* | Alkermes PLC | 113702 | &nbsp;&nbsp; 3011966 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alnylam <br> Pharmaceuticals, <br> Inc.<br>| 27542 | &nbsp;&nbsp; $10803074 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Shared <br> Hospital Services<br>| 797 | &nbsp;&nbsp; 2008 |
|  | Amgen, Inc. | 373973 | &nbsp;&nbsp; 110359432 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AMN Healthcare <br> Services, Inc.<br>| 52766 | &nbsp;&nbsp; 967728 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amneal <br> Pharmaceuticals, <br> Inc.<br>| 219318 | &nbsp;&nbsp; 1715067 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amphastar <br> Pharmaceuticals, <br> Inc.<br>| 12090 | &nbsp;&nbsp; 253286 |
| \* | AngioDynamics, Inc. | 10069 | &nbsp;&nbsp; 89211 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ANI Pharmaceuticals, <br> Inc.<br>| 19604 | &nbsp;&nbsp; 1241913 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anika Therapeutics, <br> Inc.<br>| 22225 | &nbsp;&nbsp; 183467 |
| \* | Annexon, Inc. | 6012 | &nbsp;&nbsp; 14429 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arcturus Therapeutics <br> Holdings, Inc.<br>| 35729 | &nbsp;&nbsp; 436251 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arcus Biosciences, <br> Inc.<br>| 129689 | &nbsp;&nbsp; 1184061 |
| \* | Artivion, Inc. | 57836 | &nbsp;&nbsp; 1787711 |
| \* | Arvinas, Inc. | 22672 | &nbsp;&nbsp; 168680 |
| \* | Astrana Health, Inc. | 32275 | &nbsp;&nbsp; 770082 |
| \* | AtriCure, Inc. | 17691 | &nbsp;&nbsp; 620954 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aura Biosciences, <br> Inc.<br>| 4130 | &nbsp;&nbsp; 28456 |
| \* | Avanos Medical, Inc. | 49996 | &nbsp;&nbsp; 558455 |
| \* | Avantor, Inc. | 162462 | &nbsp;&nbsp; 2183489 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Avidity Biosciences, <br> Inc.<br>| 2988 | &nbsp;&nbsp; 109689 |
| \* | Axogen, Inc. | 48916 | &nbsp;&nbsp; 640310 |
| \* | Azenta, Inc. | 57045 | &nbsp;&nbsp; 1865372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baxter International, <br> Inc.<br>| 301871 | &nbsp;&nbsp; 6568713 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Beam Therapeutics, <br> Inc.<br>| 94145 | &nbsp;&nbsp; 1855598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Becton Dickinson & <br> Co.<br>| 136369 | &nbsp;&nbsp; 24307774 |
| \* | Biogen, Inc. | 73309 | &nbsp;&nbsp; 9383552 |
| #\* | BioLife Solutions, Inc. | 93880 | &nbsp;&nbsp; 1995889 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BioMarin <br> Pharmaceutical, <br> Inc.<br>| 140449 | &nbsp;&nbsp; 8124975 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bio-Rad Laboratories, <br> Inc., Class A<br>| 21633 | &nbsp;&nbsp; 5234104 |
| \* | Biote Corp., Class A | 41723 | &nbsp;&nbsp; 169813 |
|  | Bio-Techne Corp. | 112938 | &nbsp;&nbsp; 6181097 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bioventus, Inc., <br> Class A<br>| 3840 | &nbsp;&nbsp; 25037 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Boston Scientific <br> Corp.<br>| 530072 | &nbsp;&nbsp; 55615154 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BrightSpring Health <br> Services, Inc.<br>| 17746 | &nbsp;&nbsp; 366455 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bristol-Myers Squibb <br> Co.<br>| 1176661 | &nbsp;&nbsp; $50961188 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Brookdale Senior <br> Living, Inc.<br>| 260066 | &nbsp;&nbsp; 2015512 |
|  | Bruker Corp. | 232721 | &nbsp;&nbsp; 8943468 |
|  | Cardinal Health, Inc. | 216292 | &nbsp;&nbsp; 33572844 |
| \* | CareDx, Inc. | 5895 | &nbsp;&nbsp; 72420 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Castle Biosciences, <br> Inc.<br>| 38113 | &nbsp;&nbsp; 577412 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Catalyst <br> Pharmaceuticals, <br> Inc.<br>| 139794 | &nbsp;&nbsp; 2981806 |
|  | Cencora, Inc. | 137889 | &nbsp;&nbsp; 39447285 |
| \* | Centene Corp. | 360439 | &nbsp;&nbsp; 9396645 |
| \* | Certara, Inc. | 221508 | &nbsp;&nbsp; 2179639 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Champions Oncology, <br> Inc.<br>| 1709 | &nbsp;&nbsp; 10801 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Charles River <br> Laboratories <br> International, Inc.<br>| 56985 | &nbsp;&nbsp; 9666935 |
|  | Chemed Corp. | 17465 | &nbsp;&nbsp; 7200819 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Chinook Therapeutics, <br> Inc.<br>| 54163 | &nbsp;&nbsp; 0 |
|  | Cigna Group | 210237 | &nbsp;&nbsp; 56213169 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Collegium <br> Pharmaceutical, <br> Inc.<br>| 55646 | &nbsp;&nbsp; 1661590 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Community Health <br> Systems, Inc.<br>| 103911 | &nbsp;&nbsp; 270169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concentra Group <br> Holdings Parent, <br> Inc.<br>| 208425 | &nbsp;&nbsp; 4162247 |
| # | CONMED Corp. | 38182 | &nbsp;&nbsp; 1953009 |
| \* | Cooper Cos., Inc. | 146119 | &nbsp;&nbsp; 10329152 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Corcept Therapeutics, <br> Inc.<br>| 171686 | &nbsp;&nbsp; 11532149 |
| \* | CorVel Corp. | 68053 | &nbsp;&nbsp; 6029496 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; CRISPR Therapeutics <br> AG<br>| 92857 | &nbsp;&nbsp; 5224135 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cross Country <br> Healthcare, Inc.<br>| 52782 | &nbsp;&nbsp; 709918 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cullinan Therapeutics, <br> Inc.<br>| 9118 | &nbsp;&nbsp; 70847 |
|  | CVS Health Corp. | 436665 | &nbsp;&nbsp; 27116896 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cytek Biosciences, <br> Inc.<br>| 149642 | &nbsp;&nbsp; 538711 |
|  | Danaher Corp. | 249608 | &nbsp;&nbsp; 49212713 |
| \* | DaVita, Inc. | 136507 | &nbsp;&nbsp; 19161488 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Day One <br> Biopharmaceuticals, <br> Inc.<br>| 21852 | &nbsp;&nbsp; 146627 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Definitive Healthcare <br> Corp.<br>| 17550 | &nbsp;&nbsp; 68445 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Denali Therapeutics, <br> Inc.<br>| 91117 | &nbsp;&nbsp; 1260148 |
|  | Dentsply Sirona, Inc. | 107423 | &nbsp;&nbsp; 1537223 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Design Therapeutics, <br> Inc.<br>| 2582 | &nbsp;&nbsp; $9992 |
| \* | Dexcom, Inc. | 131852 | &nbsp;&nbsp; 10649686 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Doximity, Inc., <br> Class A<br>| 92074 | &nbsp;&nbsp; 5409347 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Dynavax Technologies <br> Corp.<br>| 142766 | &nbsp;&nbsp; 1567571 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Edgewise <br> Therapeutics, Inc.<br>| 11496 | &nbsp;&nbsp; 163933 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Edwards Lifesciences <br> Corp.<br>| 212366 | &nbsp;&nbsp; 16842747 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Elanco Animal Health, <br> Inc.<br>| 463016 | &nbsp;&nbsp; 6334059 |
| \* | Electromed, Inc. | 5226 | &nbsp;&nbsp; 95165 |
|  | Elevance Health, Inc. | 134124 | &nbsp;&nbsp; 37967822 |
|  | Eli Lilly & Co. | 459475 | &nbsp;&nbsp; 340043663 |
|  | Embecta Corp. | 27265 | &nbsp;&nbsp; 277012 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Emergent <br> BioSolutions, Inc.<br>| 24773 | &nbsp;&nbsp; 145665 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enanta <br> Pharmaceuticals, <br> Inc.<br>| 4018 | &nbsp;&nbsp; 30456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Encompass Health <br> Corp.<br>| 159815 | &nbsp;&nbsp; 17597230 |
| \* | Enhabit, Inc. | 51969 | &nbsp;&nbsp; 349232 |
| \* | Enovis Corp. | 25415 | &nbsp;&nbsp; 681122 |
|  | Ensign Group, Inc. | 68636 | &nbsp;&nbsp; 10295400 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Envista Holdings <br> Corp.<br>| 170045 | &nbsp;&nbsp; 3212150 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Evolent Health, Inc., <br> Class A<br>| 4127 | &nbsp;&nbsp; 41476 |
| \* | Exact Sciences Corp. | 73221 | &nbsp;&nbsp; 3437726 |
| \* | Exelixis, Inc. | 293390 | &nbsp;&nbsp; 10626586 |
| \* | FONAR Corp. | 11430 | &nbsp;&nbsp; 178422 |
| \* | Fortrea Holdings, Inc. | 99818 | &nbsp;&nbsp; 572955 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fulcrum Therapeutics, <br> Inc.<br>| 58652 | &nbsp;&nbsp; 394728 |
| \* | Fulgent Genetics, Inc. | 15599 | &nbsp;&nbsp; 267991 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GE HealthCare <br> Technologies, Inc.<br>| 242565 | &nbsp;&nbsp; 17299736 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GeneDx Holdings <br> Corp.<br>| 1127 | &nbsp;&nbsp; 114898 |
|  | Gilead Sciences, Inc. | 817781 | &nbsp;&nbsp; 91828628 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Globus Medical, Inc., <br> Class A<br>| 49926 | &nbsp;&nbsp; 2627605 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; GoodRx Holdings, <br> Inc., Class A<br>| 101297 | &nbsp;&nbsp; 485213 |
| #\* | GRAIL, Inc. | 6353 | &nbsp;&nbsp; 217336 |
| \* | Haemonetics Corp. | 76300 | &nbsp;&nbsp; 5649252 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Halozyme <br> Therapeutics, Inc.<br>| 66773 | &nbsp;&nbsp; 4004377 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Harmony Biosciences <br> Holdings, Inc.<br>| 56145 | &nbsp;&nbsp; 1975181 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Harvard Bioscience, <br> Inc.<br>| 81400 | &nbsp;&nbsp; 37908 |
|  | HCA Healthcare, Inc. | 96655 | &nbsp;&nbsp; 34214903 |
| \* | HealthEquity, Inc. | 85129 | &nbsp;&nbsp; 8257513 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | HealthStream, Inc. | 58202 | &nbsp;&nbsp; $1522564 |
| #\* | Henry Schein, Inc. | 130087 | &nbsp;&nbsp; 8800386 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Hims & Hers Health, <br> Inc.<br>| 203443 | &nbsp;&nbsp; 13463858 |
| \* | Hologic, Inc. | 200677 | &nbsp;&nbsp; 13409237 |
|  | Humana, Inc. | 72492 | &nbsp;&nbsp; 18113576 |
| \* | ICON PLC | 4967 | &nbsp;&nbsp; 840367 |
| \* | ICU Medical, Inc. | 18960 | &nbsp;&nbsp; 2434654 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IDEXX Laboratories, <br> Inc.<br>| 40087 | &nbsp;&nbsp; 21418885 |
| \* | Illumina, Inc. | 38119 | &nbsp;&nbsp; 3915202 |
| \* | ImmuCell Corp. | 450 | &nbsp;&nbsp; 2808 |
| \* | Incyte Corp. | 69622 | &nbsp;&nbsp; 5213992 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; InfuSystem Holdings, <br> Inc.<br>| 25741 | &nbsp;&nbsp; 144150 |
| #\* | Innoviva, Inc. | 149202 | &nbsp;&nbsp; 2711000 |
| \* | Inogen, Inc. | 5115 | &nbsp;&nbsp; 32276 |
| \* | Insmed, Inc. | 45567 | &nbsp;&nbsp; 4888428 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Inspire Medical <br> Systems, Inc.<br>| 17137 | &nbsp;&nbsp; 2134242 |
| \* | Instil Bio, Inc. | 1052 | &nbsp;&nbsp; 25248 |
| \* | Insulet Corp. | 35184 | &nbsp;&nbsp; 10147066 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Integer Holdings <br> Corp.<br>| 56183 | &nbsp;&nbsp; 6096417 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Integra LifeSciences <br> Holdings Corp.<br>| 56492 | &nbsp;&nbsp; 742305 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Intellia Therapeutics, <br> Inc.<br>| 83911 | &nbsp;&nbsp; 976724 |
| \* | Intuitive Surgical, Inc. | 100052 | &nbsp;&nbsp; 48134017 |
| \* | IQVIA Holdings, Inc. | 123085 | &nbsp;&nbsp; 22876578 |
|  | iRadimed Corp. | 6081 | &nbsp;&nbsp; 354766 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; iTeos Therapeutics, <br> Inc.<br>| 39881 | &nbsp;&nbsp; 404393 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jasper Therapeutics, <br> Inc.<br>| 745 | &nbsp;&nbsp; 2161 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jazz Pharmaceuticals <br> PLC<br>| 45673 | &nbsp;&nbsp; 5235496 |
|  | Johnson & Johnson | 1288363 | &nbsp;&nbsp; 212244921 |
| \* | Joint Corp. | 33568 | &nbsp;&nbsp; 370591 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kewaunee Scientific <br> Corp.<br>| 4457 | &nbsp;&nbsp; 246650 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kiniksa <br> Pharmaceuticals <br> International PLC<br>| 45370 | &nbsp;&nbsp; 1372896 |
| \* | Kodiak Sciences, Inc. | 2730 | &nbsp;&nbsp; 17950 |
| \* | Krystal Biotech, Inc. | 27604 | &nbsp;&nbsp; 4247427 |
| \* | Kura Oncology, Inc. | 31937 | &nbsp;&nbsp; 193219 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kymera Therapeutics, <br> Inc.<br>| 23938 | &nbsp;&nbsp; 1047288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Labcorp Holdings, <br> Inc.<br>| 92172 | &nbsp;&nbsp; 23972094 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Lantheus Holdings, <br> Inc.<br>| 115540 | &nbsp;&nbsp; 8225293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LeMaitre Vascular, <br> Inc.<br>| 25075 | &nbsp;&nbsp; 2037093 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LENZ Therapeutics, <br> Inc.<br>| 4214 | &nbsp;&nbsp; 125451 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LifeStance Health <br> Group, Inc.<br>| 135022 | &nbsp;&nbsp; $537388 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ligand <br> Pharmaceuticals, <br> Inc.<br>| 33863 | &nbsp;&nbsp; 4455694 |
| \* | LivaNova PLC | 50265 | &nbsp;&nbsp; 2120680 |
| \* | MannKind Corp. | 204404 | &nbsp;&nbsp; 772647 |
| \* | MaxCyte, Inc. | 57887 | &nbsp;&nbsp; 119247 |
|  | McKesson Corp. | 62094 | &nbsp;&nbsp; 43064673 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Medpace Holdings, <br> Inc.<br>| 31620 | &nbsp;&nbsp; 13508064 |
|  | Medtronic PLC | 435456 | &nbsp;&nbsp; 39295549 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MeiraGTx Holdings <br> PLC<br>| 1061 | &nbsp;&nbsp; 8117 |
|  | Merck & Co., Inc. | 1041340 | &nbsp;&nbsp; 81349481 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Merit Medical <br> Systems, Inc.<br>| 65019 | &nbsp;&nbsp; 5517512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mesa Laboratories, <br> Inc.<br>| 3880 | &nbsp;&nbsp; 296742 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mettler-Toledo <br> International, Inc.<br>| 10670 | &nbsp;&nbsp; 13163366 |
| \* | MiMedx Group, Inc. | 9037 | &nbsp;&nbsp; 64976 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Mirati Therapeutics, <br> Inc.<br>| 10076 | &nbsp;&nbsp; 30933 |
| #\* | Moderna, Inc. | 53417 | &nbsp;&nbsp; 1579007 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Molina Healthcare, <br> Inc.<br>| 66098 | &nbsp;&nbsp; 10434891 |
| \* | Mural Oncology PLC | 3996 | &nbsp;&nbsp; 8991 |
| \* | Myriad Genetics, Inc. | 106024 | &nbsp;&nbsp; 407132 |
| \* | Natera, Inc. | 46293 | &nbsp;&nbsp; 6187522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National HealthCare <br> Corp.<br>| 27189 | &nbsp;&nbsp; 2610960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Research <br> Corp.<br>| 16853 | &nbsp;&nbsp; 210663 |
| #\* | Neogen Corp. | 10337 | &nbsp;&nbsp; 48067 |
| \* | NeoGenomics, Inc. | 151679 | &nbsp;&nbsp; 734126 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Neoleukin <br> Therapeutics, Inc.<br>| 3638 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Neurocrine <br> Biosciences, Inc.<br>| 59204 | &nbsp;&nbsp; 7591729 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Niagen Bioscience, <br> Inc.<br>| 12136 | &nbsp;&nbsp; 113472 |
| #\* | Nutex Health, Inc. | 1001 | &nbsp;&nbsp; 84895 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Olema <br> Pharmaceuticals, <br> Inc.<br>| 72069 | &nbsp;&nbsp; 370435 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; OmniAb, Inc. <br> (2200963D US)<br>| 12217 | &nbsp;&nbsp; 0 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; OmniAb, Inc. <br> (2200964D US)<br>| 12217 | &nbsp;&nbsp; 0 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; OmniAb, Inc. (OABI <br> UQ)<br>| 95086 | &nbsp;&nbsp; 181614 |
| \* | Omnicell, Inc. | 38977 | &nbsp;&nbsp; 1208677 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Opiant <br> Pharmaceuticals, <br> Inc.<br>| 3087 | &nbsp;&nbsp; 0 |
| \* | OptimizeRx Corp. | 1149 | &nbsp;&nbsp; 14500 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Option Care Health, <br> Inc.<br>| 101207 | &nbsp;&nbsp; $2970425 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oramed <br> Pharmaceuticals, <br> Inc.<br>| 3131 | &nbsp;&nbsp; 6732 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OraSure <br> Technologies, Inc.<br>| 103715 | &nbsp;&nbsp; 329814 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Organogenesis <br> Holdings, Inc.<br>| 5753 | &nbsp;&nbsp; 26579 |
|  | Organon & Co. | 111988 | &nbsp;&nbsp; 1086284 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ORIC <br> Pharmaceuticals, <br> Inc.<br>| 11220 | &nbsp;&nbsp; 111863 |
| \* | Orthofix Medical, Inc. | 2980 | &nbsp;&nbsp; 32899 |
| \* | OrthoPediatrics Corp. | 28679 | &nbsp;&nbsp; 594229 |
| \* | Owens & Minor, Inc. | 90899 | &nbsp;&nbsp; 629930 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pacira BioSciences, <br> Inc.<br>| 29769 | &nbsp;&nbsp; 627828 |
| #\*†† | PDL BioPharma, Inc. | 309383 | &nbsp;&nbsp; 129941 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pediatrix Medical <br> Group, Inc.<br>| 64580 | &nbsp;&nbsp; 791105 |
| \* | Pennant Group, Inc. | 34381 | &nbsp;&nbsp; 762227 |
| \* | Penumbra, Inc. | 20663 | &nbsp;&nbsp; 5212655 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Performant <br> Healthcare, Inc.<br>| 21017 | &nbsp;&nbsp; 74610 |
|  | Perrigo Co. PLC | 143220 | &nbsp;&nbsp; 3819677 |
| #\* | Personalis, Inc. | 17005 | &nbsp;&nbsp; 93187 |
|  | Pfizer, Inc. | 2191480 | &nbsp;&nbsp; 51039569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phibro Animal Health <br> Corp., Class A<br>| 29877 | &nbsp;&nbsp; 791741 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Poseida Therapeutics, <br> Inc.<br>| 24504 | &nbsp;&nbsp; 12252 |
| # | Premier, Inc., Class A | 140332 | &nbsp;&nbsp; 3014331 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Prestige Consumer <br> Healthcare, Inc.<br>| 100129 | &nbsp;&nbsp; 7404540 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Privia Health Group, <br> Inc.<br>| 31659 | &nbsp;&nbsp; 617984 |
| #\* | Pro-Dex, Inc. | 7945 | &nbsp;&nbsp; 397647 |
| \* | Progyny, Inc. | 5802 | &nbsp;&nbsp; 136405 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Protagonist <br> Therapeutics, Inc.<br>| 3412 | &nbsp;&nbsp; 183770 |
| \* | Prothena Corp. PLC | 47579 | &nbsp;&nbsp; 326868 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PTC Therapeutics, <br> Inc.<br>| 26735 | &nbsp;&nbsp; 1393161 |
| \* | Pulmonx Corp. | 46138 | &nbsp;&nbsp; 84894 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Puma Biotechnology, <br> Inc.<br>| 15715 | &nbsp;&nbsp; 48874 |
| \* | Quanterix Corp. | 14102 | &nbsp;&nbsp; 83766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quest Diagnostics, <br> Inc.<br>| 150731 | &nbsp;&nbsp; 25233877 |
| \* | QuidelOrtho Corp. | 45745 | &nbsp;&nbsp; 1053050 |
| \* | RadNet, Inc. | 72530 | &nbsp;&nbsp; 3969567 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rafael Holdings, Inc., <br> Class B<br>| 19697 | &nbsp;&nbsp; 33288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Regeneron <br> Pharmaceuticals, <br> Inc.<br>| 43282 | &nbsp;&nbsp; 23608600 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | REGENXBIO, Inc. | 568 | &nbsp;&nbsp; $4834 |
| \* | Repligen Corp. | 40491 | &nbsp;&nbsp; 4740281 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Replimune Group, <br> Inc.<br>| 19995 | &nbsp;&nbsp; 140565 |
| # | ResMed, Inc. | 75280 | &nbsp;&nbsp; 20471643 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Revolution Medicines, <br> Inc.<br>| 31536 | &nbsp;&nbsp; 1175347 |
| # | Revvity, Inc. | 99520 | &nbsp;&nbsp; 8747808 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rigel <br> Pharmaceuticals, <br> Inc.<br>| 435 | &nbsp;&nbsp; 9161 |
| #\* | Roivant Sciences Ltd. | 372482 | &nbsp;&nbsp; 4231396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Royalty Pharma PLC, <br> Class A<br>| 199494 | &nbsp;&nbsp; 7341379 |
| \* | RxSight, Inc. | 14193 | &nbsp;&nbsp; 110422 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sarepta Therapeutics, <br> Inc.<br>| 54677 | &nbsp;&nbsp; 897796 |
| \* | Schrodinger, Inc. | 3798 | &nbsp;&nbsp; 77213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Select Medical <br> Holdings Corp.<br>| 188551 | &nbsp;&nbsp; 2788669 |
| #\* | Semler Scientific, Inc. | 1474 | &nbsp;&nbsp; 52843 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sensus Healthcare, <br> Inc.<br>| 11506 | &nbsp;&nbsp; 64319 |
| \* | SI-BONE, Inc. | 4536 | &nbsp;&nbsp; 77248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SIGA Technologies, <br> Inc.<br>| 85268 | &nbsp;&nbsp; 563621 |
| \* | Sight Sciences, Inc. | 34102 | &nbsp;&nbsp; 113560 |
|  | Simulations Plus, Inc. | 16456 | &nbsp;&nbsp; 214257 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Solid Biosciences, <br> Inc.<br>| 9317 | &nbsp;&nbsp; 63728 |
| \* | Solventum Corp. | 58329 | &nbsp;&nbsp; 4162357 |
| \* | Sotera Health Co. | 112333 | &nbsp;&nbsp; 1290706 |
| \* | STAAR Surgical Co. | 40207 | &nbsp;&nbsp; 720308 |
|  | STERIS PLC | 80675 | &nbsp;&nbsp; 18272081 |
|  | Stryker Corp. | 133119 | &nbsp;&nbsp; 52279825 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Summit Therapeutics, <br> Inc.<br>| 32247 | &nbsp;&nbsp; 850353 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Supernus <br> Pharmaceuticals, <br> Inc.<br>| 86688 | &nbsp;&nbsp; 3042749 |
| #\* | Surgery Partners, Inc. | 92783 | &nbsp;&nbsp; 2036587 |
| \* | Surmodics, Inc. | 15601 | &nbsp;&nbsp; 560076 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tactile Systems <br> Technology, Inc.<br>| 29936 | &nbsp;&nbsp; 298761 |
| \* | Talkspace, Inc. | 25409 | &nbsp;&nbsp; 61744 |
| \* | Teladoc Health, Inc. | 115488 | &nbsp;&nbsp; 832668 |
|  | Teleflex, Inc. | 36897 | &nbsp;&nbsp; 4409191 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tenet Healthcare <br> Corp.<br>| 162661 | &nbsp;&nbsp; 26233966 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Terns <br> Pharmaceuticals, <br> Inc.<br>| 90713 | &nbsp;&nbsp; 528857 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Theravance <br> Biopharma, Inc.<br>| 43321 | &nbsp;&nbsp; 483462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thermo Fisher <br> Scientific, Inc.<br>| 138610 | &nbsp;&nbsp; 64825125 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; Third Harmonic Bio, <br> Inc.<br>| 1616 | &nbsp;&nbsp; $8686 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; TransMedics Group, <br> Inc.<br>| 14881 | &nbsp;&nbsp; 1770393 |
| \* | TruBridge, Inc. | 1910 | &nbsp;&nbsp; 39766 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Twist Bioscience <br> Corp.<br>| 6828 | &nbsp;&nbsp; 229216 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Physical <br> Therapy, Inc.<br>| 19298 | &nbsp;&nbsp; 1411649 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; UFP Technologies, <br> Inc.<br>| 9044 | &nbsp;&nbsp; 2047471 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Therapeutics <br> Corp.<br>| 56215 | &nbsp;&nbsp; 15442260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UnitedHealth Group, <br> Inc.<br>| 387096 | &nbsp;&nbsp; 96603678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Health <br> Services, Inc., <br> Class B<br>| 103424 | &nbsp;&nbsp; 17214925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Utah Medical <br> Products, Inc.<br>| 5390 | &nbsp;&nbsp; 299684 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vanda <br> Pharmaceuticals, <br> Inc.<br>| 36602 | &nbsp;&nbsp; 155925 |
| \* | Varex Imaging Corp. | 47038 | &nbsp;&nbsp; 342437 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Veeva Systems, Inc., <br> Class A<br>| 48960 | &nbsp;&nbsp; 13914432 |
| #\* | Veracyte, Inc. | 125217 | &nbsp;&nbsp; 2943852 |
| \* | Vericel Corp. | 24184 | &nbsp;&nbsp; 844989 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vertex <br> Pharmaceuticals, <br> Inc.<br>| 80251 | &nbsp;&nbsp; 36664274 |
|  | Viatris, Inc. | 540186 | &nbsp;&nbsp; 4721226 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vir Biotechnology, <br> Inc.<br>| 4291 | &nbsp;&nbsp; 21755 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Voyager Therapeutics, <br> Inc.<br>| 55314 | &nbsp;&nbsp; 176452 |
| \* | Waters Corp. | 51456 | &nbsp;&nbsp; 14858435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; West Pharmaceutical <br> Services, Inc.<br>| 49175 | &nbsp;&nbsp; 11765610 |
| \* | XBiotech, Inc. | 1680 | &nbsp;&nbsp; 4872 |
| \* | Xencor, Inc. | 83122 | &nbsp;&nbsp; 691575 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xenon <br> Pharmaceuticals, <br> Inc.<br>| 34595 | &nbsp;&nbsp; 1056531 |
| \* | XOMA Royalty Corp. | 803 | &nbsp;&nbsp; 19979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zimmer Biomet <br> Holdings, Inc.<br>| 139608 | &nbsp;&nbsp; 12795073 |
| \* | Zimvie, Inc. | 30030 | &nbsp;&nbsp; 564264 |
|  | Zoetis, Inc. | 257028 | &nbsp;&nbsp; 37472112 |
| \* | Zymeworks, Inc. | 62006 | &nbsp;&nbsp; 778795 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | &nbsp;&nbsp; 2924107028 |
| INDUSTRIALS — (12.3%) | INDUSTRIALS — (12.3%) | INDUSTRIALS — (12.3%) | INDUSTRIALS — (12.3%) |
|  | 3M Co. | 240181 | &nbsp;&nbsp; 35839809 |
|  | A.O. Smith Corp. | 170508 | &nbsp;&nbsp; 12070261 |
| # | AAON, Inc. | 103243 | &nbsp;&nbsp; 8620791 |
| \* | AAR Corp. | 88516 | &nbsp;&nbsp; 6613030 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | ABM Industries, Inc. | 118002 | &nbsp;&nbsp; $5443432 |
|  | ACCO Brands Corp. | 115766 | &nbsp;&nbsp; 434123 |
|  | Acme United Corp. | 4368 | &nbsp;&nbsp; 175506 |
|  | Acuity, Inc. | 51134 | &nbsp;&nbsp; 15920571 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ACV Auctions, Inc., <br> Class A<br>| 103322 | &nbsp;&nbsp; 1468206 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Drainage <br> Systems, Inc.<br>| 119804 | &nbsp;&nbsp; 13747509 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aebi Schmidt Holding <br> AG<br>| 45339 | &nbsp;&nbsp; 466992 |
|  | AECOM | 151570 | &nbsp;&nbsp; 17088002 |
| #\* | AeroVironment, Inc. | 25463 | &nbsp;&nbsp; 6814917 |
| \* | AerSale Corp. | 6644 | &nbsp;&nbsp; 40130 |
|  | AGCO Corp. | 148539 | &nbsp;&nbsp; 17523146 |
| \* | Air Industries Group | 3217 | &nbsp;&nbsp; 11131 |
|  | Air Lease Corp. | 238354 | &nbsp;&nbsp; 13204812 |
|  | Alamo Group, Inc. | 17734 | &nbsp;&nbsp; 3947234 |
| \* | Alaska Air Group, Inc. | 131785 | &nbsp;&nbsp; 6979334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Albany International <br> Corp., Class A<br>| 44300 | &nbsp;&nbsp; 2400617 |
|  | Alight, Inc., Class A | 149770 | &nbsp;&nbsp; 802767 |
| #\* | Allegiant Travel Co. | 19667 | &nbsp;&nbsp; 1015604 |
|  | Allegion PLC | 89351 | &nbsp;&nbsp; 14825118 |
|  | Allient, Inc. | 23504 | &nbsp;&nbsp; 947446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Allison Transmission <br> Holdings, Inc.<br>| 216026 | &nbsp;&nbsp; 19457462 |
| \* | Alpha Pro Tech Ltd. | 8900 | &nbsp;&nbsp; 43254 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amentum Holdings, <br> Inc.<br>| 97420 | &nbsp;&nbsp; 2432577 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Ameresco, Inc., <br> Class A<br>| 47986 | &nbsp;&nbsp; 811923 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Airlines <br> Group, Inc.<br>| 299766 | &nbsp;&nbsp; 3444311 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American <br> Superconductor <br> Corp.<br>| 29300 | &nbsp;&nbsp; 1665705 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Woodmark <br> Corp.<br>| 24678 | &nbsp;&nbsp; 1298310 |
|  | AMETEK, Inc. | 155204 | &nbsp;&nbsp; 28689459 |
| \* | API Group Corp. | 176665 | &nbsp;&nbsp; 6372307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apogee Enterprises, <br> Inc.<br>| 30970 | &nbsp;&nbsp; 1300430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Applied Industrial <br> Technologies, Inc.<br>| 44692 | &nbsp;&nbsp; 12133878 |
|  | ArcBest Corp. | 33608 | &nbsp;&nbsp; 2457753 |
|  | Arcosa, Inc. | 92098 | &nbsp;&nbsp; 7909376 |
|  | Argan, Inc. | 26464 | &nbsp;&nbsp; 6483151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Armstrong World <br> Industries, Inc.<br>| 57332 | &nbsp;&nbsp; 10788162 |
|  | Astec Industries, Inc. | 24248 | &nbsp;&nbsp; 961676 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Astronics Corp. <br> (ATRO US)<br>| 32863 | &nbsp;&nbsp; 1187012 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Astronics Corp. <br> (ATROB US), <br> Class B<br>| 10587 | &nbsp;&nbsp; 382720 |
| \* | ATI, Inc. | 185772 | &nbsp;&nbsp; 14293298 |
|  | Atkore, Inc. | 102243 | &nbsp;&nbsp; 7874756 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atmus Filtration <br> Technologies, Inc.<br>| 39370 | &nbsp;&nbsp; $1531887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Automatic Data <br> Processing, Inc.<br>| 276991 | &nbsp;&nbsp; 85728714 |
| \* | Axon Enterprise, Inc. | 28328 | &nbsp;&nbsp; 21401521 |
|  | AZZ, Inc. | 35146 | &nbsp;&nbsp; 3848487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barrett Business <br> Services, Inc.<br>| 38060 | &nbsp;&nbsp; 1749618 |
| \* | BGSF, Inc. | 17473 | &nbsp;&nbsp; 107109 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blade Air Mobility, <br> Inc.<br>| 37079 | &nbsp;&nbsp; 147945 |
| #\* | Blue Bird Corp. | 34167 | &nbsp;&nbsp; 1530340 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BlueLinx Holdings, <br> Inc.<br>| 10475 | &nbsp;&nbsp; 767503 |
| \* | Boeing Co. | 293933 | &nbsp;&nbsp; 65206097 |
|  | Boise Cascade Co. | 96903 | &nbsp;&nbsp; 8121440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Booz Allen Hamilton <br> Holding Corp.<br>| 115544 | &nbsp;&nbsp; 12401338 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bowman Consulting <br> Group Ltd.<br>| 1831 | &nbsp;&nbsp; 63499 |
|  | Brady Corp., Class A | 82315 | &nbsp;&nbsp; 5808970 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BrightView Holdings, <br> Inc.<br>| 108328 | &nbsp;&nbsp; 1727832 |
|  | Brink's Co. | 52367 | &nbsp;&nbsp; 4573734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Broadridge Financial <br> Solutions, Inc.<br>| 77537 | &nbsp;&nbsp; 19191183 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Builders FirstSource, <br> Inc.<br>| 194534 | &nbsp;&nbsp; 24731107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BWX Technologies, <br> Inc.<br>| 124184 | &nbsp;&nbsp; 18867275 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Byrna Technologies, <br> Inc.<br>| 10156 | &nbsp;&nbsp; 225565 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CACI International, <br> Inc., Class A<br>| 36024 | &nbsp;&nbsp; 16591574 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cadeler AS (CDLR <br> US), ADR<br>| 25545 | &nbsp;&nbsp; 535423 |
| # | Cadre Holdings, Inc. | 24457 | &nbsp;&nbsp; 808793 |
|  | Carlisle Cos., Inc. | 46864 | &nbsp;&nbsp; 16623129 |
|  | Carrier Global Corp. | 471222 | &nbsp;&nbsp; 32335254 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Casella Waste <br> Systems, Inc., <br> Class A<br>| 18627 | &nbsp;&nbsp; 2025314 |
|  | Caterpillar, Inc. | 414093 | &nbsp;&nbsp; 181381016 |
| #\* | CBIZ, Inc. | 30633 | &nbsp;&nbsp; 1872289 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; CECO Environmental <br> Corp.<br>| 67908 | &nbsp;&nbsp; 3052465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CH Robinson <br> Worldwide, Inc.<br>| 109709 | &nbsp;&nbsp; 12651642 |
| \* | Chart Industries, Inc. | 36180 | &nbsp;&nbsp; 7193669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chicago Rivet & <br> Machine Co.<br>| 474 | &nbsp;&nbsp; 6015 |
| #\* | Cimpress PLC | 17885 | &nbsp;&nbsp; 989219 |
|  | Cintas Corp. | 173539 | &nbsp;&nbsp; 38621104 |
|  | Civeo Corp. | 16117 | &nbsp;&nbsp; 402764 |
| #\* | Clarivate PLC | 188764 | &nbsp;&nbsp; 726741 |
| \* | Clean Harbors, Inc. | 97410 | &nbsp;&nbsp; 22970252 |
|  | CNH Industrial NV | 1047784 | &nbsp;&nbsp; 13579281 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Columbus McKinnon <br> Corp.<br>| 35479 | &nbsp;&nbsp; $519767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Comfort Systems <br> USA, Inc.<br>| 46570 | &nbsp;&nbsp; 32752681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CompX International, <br> Inc.<br>| 5126 | &nbsp;&nbsp; 119436 |
|  | Concentrix Corp. | 2331 | &nbsp;&nbsp; 121142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concrete Pumping <br> Holdings, Inc.<br>| 40204 | &nbsp;&nbsp; 274593 |
| \* | Conduent, Inc. | 201714 | &nbsp;&nbsp; 536559 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Construction Partners, <br> Inc., Class A<br>| 47385 | &nbsp;&nbsp; 4778777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Copa Holdings SA, <br> Class A<br>| 22910 | &nbsp;&nbsp; 2535221 |
| \* | Copart, Inc. | 366092 | &nbsp;&nbsp; 16594950 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Core & Main, Inc., <br> Class A<br>| 91290 | &nbsp;&nbsp; 5809696 |
| #†† | &nbsp;&nbsp;&nbsp;&nbsp; Costa <br> Communications, <br> Inc.<br>| 5421 | &nbsp;&nbsp; 651 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Costamare Bulkers <br> Holdings Ltd.<br>| 48287 | &nbsp;&nbsp; 434583 |
|  | Costamare, Inc. | 249679 | &nbsp;&nbsp; 2519261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Covenant Logistics <br> Group, Inc.<br>| 75820 | &nbsp;&nbsp; 1831053 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; CPI Aerostructures, <br> Inc.<br>| 14667 | &nbsp;&nbsp; 50161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CRA International, <br> Inc.<br>| 13210 | &nbsp;&nbsp; 2333679 |
|  | Crane Co. | 67478 | &nbsp;&nbsp; 13210168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSG Systems <br> International, Inc.<br>| 58913 | &nbsp;&nbsp; 3679706 |
|  | CSW Industrials, Inc. | 19724 | &nbsp;&nbsp; 5117984 |
|  | CSX Corp. | 1534103 | &nbsp;&nbsp; 54522021 |
|  | Cummins, Inc. | 119761 | &nbsp;&nbsp; 44026539 |
|  | Curtiss-Wright Corp. | 38700 | &nbsp;&nbsp; 18971514 |
| \* | Dayforce, Inc. | 33061 | &nbsp;&nbsp; 1906628 |
|  | Deere & Co. | 173324 | &nbsp;&nbsp; 90885906 |
|  | Delta Air Lines, Inc. | 567330 | &nbsp;&nbsp; 30187629 |
| # | Deluxe Corp. | 52665 | &nbsp;&nbsp; 847907 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Distribution Solutions <br> Group, Inc.<br>| 37916 | &nbsp;&nbsp; 1136343 |
| \* | DLH Holdings Corp. | 17762 | &nbsp;&nbsp; 99645 |
| \* | DNOW, Inc. | 188284 | &nbsp;&nbsp; 2929699 |
|  | Donaldson Co., Inc. | 207319 | &nbsp;&nbsp; 14920748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Douglas Dynamics, <br> Inc.<br>| 48640 | &nbsp;&nbsp; 1391104 |
|  | Dover Corp. | 119770 | &nbsp;&nbsp; 21695138 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Driven Brands <br> Holdings, Inc.<br>| 16856 | &nbsp;&nbsp; 284866 |
| \* | Ducommun, Inc. | 28679 | &nbsp;&nbsp; 2609215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dun & Bradstreet <br> Holdings, Inc.<br>| 129793 | &nbsp;&nbsp; 1181116 |
| \* | DXP Enterprises, Inc. | 26884 | &nbsp;&nbsp; 3044882 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dycom Industries, <br> Inc.<br>| 47328 | &nbsp;&nbsp; 12722240 |
|  | Eastern Co. | 10629 | &nbsp;&nbsp; 244998 |
|  | Eaton Corp. PLC | 173614 | &nbsp;&nbsp; 66792778 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | EMCOR Group, Inc. | 44764 | &nbsp;&nbsp; $28088962 |
|  | Emerson Electric Co. | 239422 | &nbsp;&nbsp; 34838295 |
| \* | Energy Recovery, Inc. | 42143 | &nbsp;&nbsp; 566823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enerpac Tool Group <br> Corp.<br>| 78098 | &nbsp;&nbsp; 3007554 |
|  | EnerSys | 56611 | &nbsp;&nbsp; 5229158 |
|  | Ennis, Inc. | 38814 | &nbsp;&nbsp; 690889 |
|  | Enpro, Inc. | 39965 | &nbsp;&nbsp; 8488966 |
| \* | Enviri Corp. | 118080 | &nbsp;&nbsp; 1062720 |
|  | Equifax, Inc. | 63541 | &nbsp;&nbsp; 15264454 |
|  | Esab Corp. | 71141 | &nbsp;&nbsp; 9544988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ESCO Technologies, <br> Inc.<br>| 44193 | &nbsp;&nbsp; 8560184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Espey Mfg. & <br> Electronics Corp.<br>| 1489 | &nbsp;&nbsp; 65516 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Everus Construction <br> Group, Inc.<br>| 67329 | &nbsp;&nbsp; 4999852 |
|  | EVI Industries, Inc. | 100 | &nbsp;&nbsp; 2229 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ExlService Holdings, <br> Inc.<br>| 167057 | &nbsp;&nbsp; 7255286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Expeditors <br> International of <br> Washington, Inc.<br>| 196003 | &nbsp;&nbsp; 22783389 |
|  | Exponent, Inc. | 53015 | &nbsp;&nbsp; 3655914 |
|  | Fastenal Co. | 960600 | &nbsp;&nbsp; 44312478 |
| # | Federal Signal Corp. | 72787 | &nbsp;&nbsp; 9212651 |
|  | FedEx Corp. | 207996 | &nbsp;&nbsp; 46485026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ferguson Enterprises, <br> Inc.<br>| 158657 | &nbsp;&nbsp; 35432868 |
| \* | First Advantage Corp. | 13588 | &nbsp;&nbsp; 234937 |
|  | Flowserve Corp. | 106406 | &nbsp;&nbsp; 5962992 |
| \* | Fluor Corp. | 150773 | &nbsp;&nbsp; 8559383 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forrester Research, <br> Inc.<br>| 5202 | &nbsp;&nbsp; 50667 |
|  | Fortive Corp. | 206263 | &nbsp;&nbsp; 9886186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fortune Brands <br> Innovations, Inc.<br>| 171103 | &nbsp;&nbsp; 9331958 |
| \* | Franklin Covey Co. | 22780 | &nbsp;&nbsp; 448994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Electric Co., <br> Inc.<br>| 66927 | &nbsp;&nbsp; 6287792 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; FreightCar America, <br> Inc.<br>| 4172 | &nbsp;&nbsp; 42388 |
|  | FTAI Aviation Ltd. | 37886 | &nbsp;&nbsp; 5213492 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; FTAI Infrastructure, <br> Inc.<br>| 16111 | &nbsp;&nbsp; 101016 |
| \* | FTI Consulting, Inc. | 54424 | &nbsp;&nbsp; 9053432 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gates Industrial Corp. <br> PLC<br>| 96183 | &nbsp;&nbsp; 2385338 |
|  | GATX Corp. | 71539 | &nbsp;&nbsp; 10923290 |
|  | GE Vernova, Inc. | 87657 | &nbsp;&nbsp; 57879041 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Genco Shipping & <br> Trading Ltd.<br>| 64108 | &nbsp;&nbsp; 1021240 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gencor Industries, <br> Inc.<br>| 20438 | &nbsp;&nbsp; 297986 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Generac Holdings, <br> Inc.<br>| 65769 | &nbsp;&nbsp; 12804567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; General Dynamics <br> Corp.<br>| 131153 | &nbsp;&nbsp; 40868586 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | General Electric Co. | 350629 | &nbsp;&nbsp; $95048509 |
|  | Genpact Ltd. | 294805 | &nbsp;&nbsp; 12986160 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gibraltar Industries, <br> Inc.<br>| 51225 | &nbsp;&nbsp; 3382387 |
|  | Global Industrial Co. | 39446 | &nbsp;&nbsp; 1343531 |
| \* | GMS, Inc. | 79138 | &nbsp;&nbsp; 8676690 |
|  | Gorman-Rupp Co. | 52284 | &nbsp;&nbsp; 2152009 |
|  | Graco, Inc. | 126975 | &nbsp;&nbsp; 10663360 |
| \* | Graham Corp. | 18683 | &nbsp;&nbsp; 1067733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Granite Construction, <br> Inc.<br>| 59139 | &nbsp;&nbsp; 5586861 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Great Lakes Dredge & <br> Dock Corp.<br>| 207363 | &nbsp;&nbsp; 2297582 |
|  | Greenbrier Cos., Inc. | 46697 | &nbsp;&nbsp; 2124714 |
|  | Griffon Corp. | 91559 | &nbsp;&nbsp; 7441000 |
| \* | GXO Logistics, Inc. | 167839 | &nbsp;&nbsp; 8343277 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hayward Holdings, <br> Inc.<br>| 95659 | &nbsp;&nbsp; 1471235 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Healthcare Services <br> Group, Inc.<br>| 14746 | &nbsp;&nbsp; 191845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heartland Express, <br> Inc.<br>| 29435 | &nbsp;&nbsp; 230182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HEICO Corp. (HEI <br> US)<br>| 28816 | &nbsp;&nbsp; 9417069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HEICO Corp. (HEIA <br> US), Class A<br>| 42442 | &nbsp;&nbsp; 10953856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heidrick & Struggles <br> International, Inc.<br>| 45773 | &nbsp;&nbsp; 2038272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Helios Technologies, <br> Inc.<br>| 32121 | &nbsp;&nbsp; 1178519 |
|  | Herc Holdings, Inc. | 85405 | &nbsp;&nbsp; 9976158 |
|  | Hexcel Corp. | 119491 | &nbsp;&nbsp; 7158706 |
|  | Hillenbrand, Inc. | 85561 | &nbsp;&nbsp; 1771968 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Hillman Solutions <br> Corp.<br>| 106790 | &nbsp;&nbsp; 842573 |
|  | HireQuest, Inc. | 1136 | &nbsp;&nbsp; 11621 |
|  | HNI Corp. | 68287 | &nbsp;&nbsp; 3512683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Honeywell <br> International, Inc.<br>| 366579 | &nbsp;&nbsp; 81508841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Howmet Aerospace, <br> Inc.<br>| 275848 | &nbsp;&nbsp; 49589195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hub Group, Inc., <br> Class A<br>| 139766 | &nbsp;&nbsp; 4894605 |
|  | Hubbell, Inc. | 53722 | &nbsp;&nbsp; 23502301 |
| \* | Hudson Global, Inc. | 9838 | &nbsp;&nbsp; 88050 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hudson Technologies, <br> Inc.<br>| 58079 | &nbsp;&nbsp; 545362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huntington Ingalls <br> Industries, Inc.<br>| 67951 | &nbsp;&nbsp; 18948816 |
| \* | Hurco Cos., Inc. | 6927 | &nbsp;&nbsp; 133137 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Huron Consulting <br> Group, Inc.<br>| 44531 | &nbsp;&nbsp; 5881654 |
|  | Hyster-Yale, Inc. | 18071 | &nbsp;&nbsp; 759163 |
| \* | IBEX Holdings Ltd. | 825 | &nbsp;&nbsp; 24395 |
|  | ICF International, Inc. | 27475 | &nbsp;&nbsp; 2304878 |
|  | IDEX Corp. | 54755 | &nbsp;&nbsp; 8952990 |
| #\* | IES Holdings, Inc. | 16492 | &nbsp;&nbsp; 5822830 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Illinois Tool Works, <br> Inc.<br>| 209372 | &nbsp;&nbsp; $53592951 |
|  | Ingersoll Rand, Inc. | 286542 | &nbsp;&nbsp; 24250049 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Innovative Solutions & <br> Support, Inc.<br>| 18819 | &nbsp;&nbsp; 292447 |
|  | Insperity, Inc. | 30882 | &nbsp;&nbsp; 1839950 |
|  | Insteel Industries, Inc. | 30644 | &nbsp;&nbsp; 1106248 |
|  | Interface, Inc. | 111870 | &nbsp;&nbsp; 2306759 |
|  | ITT, Inc. | 126487 | &nbsp;&nbsp; 21497731 |
|  | Jacobs Solutions, Inc. | 91834 | &nbsp;&nbsp; 13028490 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Janus International <br> Group, Inc.<br>| 118546 | &nbsp;&nbsp; 1015939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JB Hunt Transport <br> Services, Inc.<br>| 112812 | &nbsp;&nbsp; 16250569 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; JELD-WEN Holding, <br> Inc.<br>| 48179 | &nbsp;&nbsp; 216806 |
| #\* | JetBlue Airways Corp. | 419939 | &nbsp;&nbsp; 1864529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Controls <br> International PLC<br>| 429175 | &nbsp;&nbsp; 45063375 |
| # | Kadant, Inc. | 17318 | &nbsp;&nbsp; 5762911 |
|  | Karat Packaging, Inc. | 2625 | &nbsp;&nbsp; 71479 |
|  | KBR, Inc. | 259174 | &nbsp;&nbsp; 12113793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kelly Services, Inc., <br> Class A<br>| 39368 | &nbsp;&nbsp; 482258 |
|  | Kennametal, Inc. | 81063 | &nbsp;&nbsp; 2007120 |
|  | Kforce, Inc. | 50373 | &nbsp;&nbsp; 1755499 |
| \* | Kirby Corp. | 99845 | &nbsp;&nbsp; 9516227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Knight-Swift <br> Transportation <br> Holdings, Inc.<br>| 278609 | &nbsp;&nbsp; 11840882 |
|  | Korn Ferry | 105803 | &nbsp;&nbsp; 7498259 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Kratos Defense & <br> Security Solutions, <br> Inc.<br>| 224693 | &nbsp;&nbsp; 13189479 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; L.B. Foster Co., <br> Class A<br>| 21327 | &nbsp;&nbsp; 501185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; L3Harris <br> Technologies, Inc.<br>| 112435 | &nbsp;&nbsp; 30899387 |
|  | Landstar System, Inc. | 59376 | &nbsp;&nbsp; 7918977 |
| \* | Legalzoom.com, Inc. | 25020 | &nbsp;&nbsp; 224930 |
|  | Leidos Holdings, Inc. | 123636 | &nbsp;&nbsp; 19738487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lennox International, <br> Inc.<br>| 30964 | &nbsp;&nbsp; 18857076 |
|  | Leonardo DRS, Inc. | 12806 | &nbsp;&nbsp; 532730 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Limbach Holdings, <br> Inc.<br>| 15171 | &nbsp;&nbsp; 2078427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lincoln Electric <br> Holdings, Inc.<br>| 73701 | &nbsp;&nbsp; 17946193 |
|  | Lindsay Corp. | 17141 | &nbsp;&nbsp; 2339918 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liquidity Services, <br> Inc.<br>| 63454 | &nbsp;&nbsp; 1515282 |
| \* | Loar Holdings, Inc. | 8262 | &nbsp;&nbsp; 610644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lockheed Martin <br> Corp.<br>| 186232 | &nbsp;&nbsp; 78399947 |
|  | LSI Industries, Inc. | 60412 | &nbsp;&nbsp; 1105540 |
|  | Luxfer Holdings PLC | 30675 | &nbsp;&nbsp; 368714 |
| \* | Lyft, Inc., Class A | 180136 | &nbsp;&nbsp; 2532712 |
| \* | Manitowoc Co., Inc. | 55367 | &nbsp;&nbsp; 705929 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | ManpowerGroup, Inc. | 49046 | &nbsp;&nbsp; $2023148 |
|  | Marten Transport Ltd. | 118631 | &nbsp;&nbsp; 1442553 |
|  | Masco Corp. | 170498 | &nbsp;&nbsp; 11616029 |
| \* | MasTec, Inc. | 98161 | &nbsp;&nbsp; 18573043 |
| \* | Mastech Digital, Inc. | 14713 | &nbsp;&nbsp; 106228 |
| \* | Masterbrand, Inc. | 189129 | &nbsp;&nbsp; 2086093 |
| \* | Matrix Service Co. | 46200 | &nbsp;&nbsp; 705936 |
|  | Matson, Inc. | 80684 | &nbsp;&nbsp; 8615438 |
|  | Maximus, Inc. | 96742 | &nbsp;&nbsp; 7145364 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mayville Engineering <br> Co., Inc.<br>| 30534 | &nbsp;&nbsp; 512055 |
|  | McGrath RentCorp | 10189 | &nbsp;&nbsp; 1271485 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mercury Systems, <br> Inc.<br>| 69899 | &nbsp;&nbsp; 3675988 |
| #\* | Middleby Corp. | 78451 | &nbsp;&nbsp; 11391085 |
|  | Miller Industries, Inc. | 15332 | &nbsp;&nbsp; 624779 |
|  | MillerKnoll, Inc. | 68935 | &nbsp;&nbsp; 1308386 |
| \* | Mistras Group, Inc. | 24943 | &nbsp;&nbsp; 198047 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Montrose <br> Environmental <br> Group, Inc.<br>| 14614 | &nbsp;&nbsp; 331592 |
|  | Moog, Inc., Class A | 60150 | &nbsp;&nbsp; 11643837 |
| \* | MRC Global, Inc. | 107016 | &nbsp;&nbsp; 1570995 |
| # | MSA Safety, Inc. | 50384 | &nbsp;&nbsp; 8961802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MSC Industrial Direct <br> Co., Inc., Class A<br>| 56144 | &nbsp;&nbsp; 4863193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mueller Industries, <br> Inc.<br>| 186280 | &nbsp;&nbsp; 15902724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mueller Water <br> Products, Inc., <br> Class A<br>| 183861 | &nbsp;&nbsp; 4552398 |
| \* | MYR Group, Inc. | 25819 | &nbsp;&nbsp; 4995977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Presto <br> Industries, Inc.<br>| 12760 | &nbsp;&nbsp; 1230702 |
|  | NL Industries, Inc. | 249437 | &nbsp;&nbsp; 1539026 |
|  | Nordson Corp. | 47563 | &nbsp;&nbsp; 10188470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Norfolk Southern <br> Corp.<br>| 161057 | &nbsp;&nbsp; 44773846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northrop Grumman <br> Corp.<br>| 66528 | &nbsp;&nbsp; 38360710 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NPK International, <br> Inc.<br>| 168790 | &nbsp;&nbsp; 1522486 |
| \* | NV5 Global, Inc. | 80842 | &nbsp;&nbsp; 1814903 |
|  | nVent Electric PLC | 248549 | &nbsp;&nbsp; 19491213 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NWPX Infrastructure, <br> Inc.<br>| 20413 | &nbsp;&nbsp; 852855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Dominion Freight <br> Line, Inc.<br>| 107692 | &nbsp;&nbsp; 16073031 |
|  | Omega Flex, Inc. | 9191 | &nbsp;&nbsp; 293193 |
| \* | OPENLANE, Inc. | 175326 | &nbsp;&nbsp; 4320033 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Optex Systems <br> Holdings, Inc.<br>| 1457 | &nbsp;&nbsp; 17222 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orion Group Holdings, <br> Inc.<br>| 52747 | &nbsp;&nbsp; 390855 |
|  | Oshkosh Corp. | 110346 | &nbsp;&nbsp; 13962079 |
|  | Otis Worldwide Corp. | 270834 | &nbsp;&nbsp; 23207765 |
|  | Owens Corning | 166589 | &nbsp;&nbsp; 23227504 |
|  | PACCAR, Inc. | 419228 | &nbsp;&nbsp; 41402957 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | PAMT Corp. | 39056 | &nbsp;&nbsp; $442504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pangaea Logistics <br> Solutions Ltd.<br>| 62914 | &nbsp;&nbsp; 306391 |
|  | Park Aerospace Corp. | 19658 | &nbsp;&nbsp; 354237 |
|  | Parker-Hannifin Corp. | 77306 | &nbsp;&nbsp; 56580261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Park-Ohio Holdings <br> Corp.<br>| 28070 | &nbsp;&nbsp; 460348 |
| #\* | Parsons Corp. | 60796 | &nbsp;&nbsp; 4511063 |
|  | Paychex, Inc. | 207898 | &nbsp;&nbsp; 30005918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paycom Software, <br> Inc.<br>| 40293 | &nbsp;&nbsp; 9329441 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Paylocity Holding <br> Corp.<br>| 36804 | &nbsp;&nbsp; 6804324 |
|  | Pentair PLC | 274046 | &nbsp;&nbsp; 28007501 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perma-Fix <br> Environmental <br> Services, Inc.<br>| 9203 | &nbsp;&nbsp; 106019 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perma-Pipe <br> International <br> Holdings, Inc.<br>| 8588 | &nbsp;&nbsp; 190310 |
|  | Pitney Bowes, Inc. | 29592 | &nbsp;&nbsp; 336165 |
| \* | Planet Labs PBC | 45823 | &nbsp;&nbsp; 286394 |
| # | Powell Industries, Inc. | 17703 | &nbsp;&nbsp; 4197381 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Power Solutions <br> International, Inc.<br>| 1620 | &nbsp;&nbsp; 151875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Preformed Line <br> Products Co.<br>| 10405 | &nbsp;&nbsp; 1605804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Primoris Services <br> Corp.<br>| 116711 | &nbsp;&nbsp; 10990675 |
| \* | Proto Labs, Inc. | 34869 | &nbsp;&nbsp; 1503551 |
|  | Quad/Graphics, Inc. | 93659 | &nbsp;&nbsp; 499202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quanex Building <br> Products Corp.<br>| 50859 | &nbsp;&nbsp; 990733 |
|  | Quanta Services, Inc. | 95271 | &nbsp;&nbsp; 38692411 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Quest Resource <br> Holding Corp.<br>| 8339 | &nbsp;&nbsp; 16761 |
| \* | Radiant Logistics, Inc. | 88175 | &nbsp;&nbsp; 521114 |
| \* | RBC Bearings, Inc. | 30704 | &nbsp;&nbsp; 11892887 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RCM Technologies, <br> Inc.<br>| 10846 | &nbsp;&nbsp; 261497 |
| # | Regal Rexnord Corp. | 116184 | &nbsp;&nbsp; 17762210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Republic Services, <br> Inc.<br>| 127644 | &nbsp;&nbsp; 29441089 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Resideo Technologies, <br> Inc.<br>| 217232 | &nbsp;&nbsp; 5930434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Resources <br> Connection, Inc.<br>| 15303 | &nbsp;&nbsp; 77433 |
|  | REV Group, Inc. | 106419 | &nbsp;&nbsp; 5273061 |
|  | Robert Half, Inc. | 96183 | &nbsp;&nbsp; 3550115 |
| #\* | Rocket Lab Corp. | 77509 | &nbsp;&nbsp; 3559213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rockwell Automation, <br> Inc.<br>| 89876 | &nbsp;&nbsp; 31610288 |
|  | Rollins, Inc. | 285473 | &nbsp;&nbsp; 16349039 |
|  | RTX Corp. | 782005 | &nbsp;&nbsp; 123220528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rush Enterprises, Inc. <br> (RUSHA US), <br> Class A<br>| 140827 | &nbsp;&nbsp; 7624374 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Rush Enterprises, Inc. <br> (RUSHB US), <br> Class B<br>| 13189 | &nbsp;&nbsp; $716295 |
| \* | RXO, Inc. | 163181 | &nbsp;&nbsp; 2521146 |
|  | Ryder System, Inc. | 118409 | &nbsp;&nbsp; 21042463 |
| \* | Saia, Inc. | 20533 | &nbsp;&nbsp; 6205894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schneider National, <br> Inc., Class B<br>| 100418 | &nbsp;&nbsp; 2455220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Science Applications <br> International Corp.<br>| 108019 | &nbsp;&nbsp; 12041958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sensata Technologies <br> Holding PLC<br>| 129133 | &nbsp;&nbsp; 3972131 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SIFCO Industries, <br> Inc.<br>| 3251 | &nbsp;&nbsp; 15800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Simpson <br> Manufacturing Co., <br> Inc.<br>| 61706 | &nbsp;&nbsp; 11071908 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SiteOne Landscape <br> Supply, Inc.<br>| 61370 | &nbsp;&nbsp; 8458627 |
| \* | SkyWest, Inc. | 83553 | &nbsp;&nbsp; 9688806 |
|  | Snap-on, Inc. | 60102 | &nbsp;&nbsp; 19304161 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Southwest Airlines <br> Co.<br>| 534671 | &nbsp;&nbsp; 16537374 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SPX Technologies, <br> Inc.<br>| 54810 | &nbsp;&nbsp; 9996796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SS&C Technologies <br> Holdings, Inc.<br>| 215748 | &nbsp;&nbsp; 18442139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standex International <br> Corp.<br>| 19680 | &nbsp;&nbsp; 3242083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stanley Black & <br> Decker, Inc.<br>| 127459 | &nbsp;&nbsp; 8622601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Steelcase, Inc., <br> Class A<br>| 92725 | &nbsp;&nbsp; 957849 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sterling Infrastructure, <br> Inc.<br>| 43127 | &nbsp;&nbsp; 11540354 |
| \* | Stratasys Ltd. | 83576 | &nbsp;&nbsp; 905128 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sun Country Airlines <br> Holdings, Inc.<br>| 4089 | &nbsp;&nbsp; 47392 |
| #\* | Sunrun, Inc. | 191240 | &nbsp;&nbsp; 1962122 |
| \* | Symbotic, Inc. | 5013 | &nbsp;&nbsp; 270451 |
| \* | TaskUS, Inc., Class A | 41945 | &nbsp;&nbsp; 716421 |
| \* | Taylor Devices, Inc. | 3116 | &nbsp;&nbsp; 140532 |
| # | Tecnoglass, Inc. | 58633 | &nbsp;&nbsp; 4575133 |
|  | Tennant Co. | 27362 | &nbsp;&nbsp; 2258459 |
|  | Terex Corp. | 116301 | &nbsp;&nbsp; 5915069 |
|  | Tetra Tech, Inc. | 309221 | &nbsp;&nbsp; 11360780 |
|  | Textron, Inc. | 189605 | &nbsp;&nbsp; 14745581 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Thermon Group <br> Holdings, Inc.<br>| 71953 | &nbsp;&nbsp; 2034831 |
|  | Timken Co. | 125935 | &nbsp;&nbsp; 9582394 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Titan International, <br> Inc.<br>| 95454 | &nbsp;&nbsp; 807541 |
| \* | Titan Machinery, Inc. | 30741 | &nbsp;&nbsp; 593916 |
|  | Toro Co. | 144759 | &nbsp;&nbsp; 10748356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trane Technologies <br> PLC<br>| 105100 | &nbsp;&nbsp; 46042208 |
| \* | Transcat, Inc. | 13668 | &nbsp;&nbsp; 1044645 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TransDigm Group, <br> Inc.<br>| 22245 | &nbsp;&nbsp; $35780193 |
|  | TransUnion | 154848 | &nbsp;&nbsp; 14739981 |
| #\* | Trex Co., Inc. | 128011 | &nbsp;&nbsp; 8223427 |
|  | TriNet Group, Inc. | 54702 | &nbsp;&nbsp; 3709343 |
|  | Trinity Industries, Inc. | 174610 | &nbsp;&nbsp; 4068413 |
| \* | TrueBlue, Inc. | 25723 | &nbsp;&nbsp; 185720 |
| \* | Tutor Perini Corp. | 107309 | &nbsp;&nbsp; 5166928 |
|  | Twin Disc, Inc. | 6300 | &nbsp;&nbsp; 54495 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Uber Technologies, <br> Inc.<br>| 416151 | &nbsp;&nbsp; 36517250 |
|  | UFP Industries, Inc. | 88592 | &nbsp;&nbsp; 8682016 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; U-Haul Holding Co. <br> (UHAL US)<br>| 25117 | &nbsp;&nbsp; 1453270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U-Haul Holding Co. <br> (UHAL/B US)<br>| 271509 | &nbsp;&nbsp; 14118468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UL Solutions, Inc., <br> Class A<br>| 11333 | &nbsp;&nbsp; 828669 |
| \* | Ultralife Corp. | 46900 | &nbsp;&nbsp; 373793 |
|  | UniFirst Corp. | 22013 | &nbsp;&nbsp; 3764883 |
|  | Union Pacific Corp. | 372724 | &nbsp;&nbsp; 82733546 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Airlines <br> Holdings, Inc.<br>| 370452 | &nbsp;&nbsp; 32714616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Parcel Service, <br> Inc., Class B<br>| 365739 | &nbsp;&nbsp; 31512072 |
|  | United Rentals, Inc. | 93544 | &nbsp;&nbsp; 82593739 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Universal Logistics <br> Holdings, Inc.<br>| 59856 | &nbsp;&nbsp; 1432354 |
| \* | Upwork, Inc. | 95228 | &nbsp;&nbsp; 1138927 |
| \* | V2X, Inc. | 15654 | &nbsp;&nbsp; 741687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valmont Industries, <br> Inc.<br>| 31686 | &nbsp;&nbsp; 11532120 |
|  | Veralto Corp. | 91641 | &nbsp;&nbsp; 9606726 |
|  | Verisk Analytics, Inc. | 122864 | &nbsp;&nbsp; 34243425 |
| \* | Verra Mobility Corp. | 175397 | &nbsp;&nbsp; 4430528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vertiv Holdings Co., <br> Class A<br>| 164767 | &nbsp;&nbsp; 23990075 |
|  | Vestis Corp. | 5527 | &nbsp;&nbsp; 33494 |
| \* | Vicor Corp. | 27067 | &nbsp;&nbsp; 1202857 |
|  | Virco Mfg. Corp. | 24607 | &nbsp;&nbsp; 190458 |
| \* | VirTra, Inc. | 9035 | &nbsp;&nbsp; 64058 |
|  | VSE Corp. | 30131 | &nbsp;&nbsp; 4716707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wabash National <br> Corp.<br>| 54393 | &nbsp;&nbsp; 541754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Waste Management, <br> Inc.<br>| 314321 | &nbsp;&nbsp; 72029800 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Watsco, Inc. (WSO <br> US)<br>| 24193 | &nbsp;&nbsp; 10908140 |
| » | &nbsp;&nbsp;&nbsp;&nbsp; Watsco, Inc. (WSO/B <br> US), Class B<br>| 2268 | &nbsp;&nbsp; 1024013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Watts Water <br> Technologies, Inc., <br> Class A<br>| 32180 | &nbsp;&nbsp; 8441458 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Werner Enterprises, <br> Inc.<br>| 124764 | &nbsp;&nbsp; 3458458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WESCO International, <br> Inc.<br>| 72551 | &nbsp;&nbsp; 15015155 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westinghouse Air <br> Brake Technologies <br> Corp.<br>| 143318 | &nbsp;&nbsp; $27524222 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wilhelmina <br> International, Inc.<br>| 584 | &nbsp;&nbsp; 1805 |
| \* | Willdan Group, Inc. | 16225 | &nbsp;&nbsp; 1383993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Willis Lease Finance <br> Corp.<br>| 5991 | &nbsp;&nbsp; 848206 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; WillScot Holdings <br> Corp.<br>| 410072 | &nbsp;&nbsp; 12035613 |
|  | Woodward, Inc. | 85414 | &nbsp;&nbsp; 21958231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Worthington <br> Enterprises, Inc.<br>| 83258 | &nbsp;&nbsp; 5159498 |
|  | WW Grainger, Inc. | 42192 | &nbsp;&nbsp; 43860272 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xometry, Inc., <br> Class A<br>| 4855 | &nbsp;&nbsp; 157011 |
| \* | XPO, Inc. | 171972 | &nbsp;&nbsp; 20686512 |
|  | Xylem, Inc. | 153784 | &nbsp;&nbsp; 22240242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zurn Elkay Water <br> Solutions Corp.<br>| 67456 | &nbsp;&nbsp; 2984928 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp; 4558289821 |
| INFORMATION TECHNOLOGY — (26.2%) | INFORMATION TECHNOLOGY — (26.2%) | INFORMATION TECHNOLOGY — (26.2%) | INFORMATION TECHNOLOGY — (26.2%) |
|  | A10 Networks, Inc. | 69031 | &nbsp;&nbsp; 1271551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Accenture PLC, <br> Class A<br>| 364034 | &nbsp;&nbsp; 97233481 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ACCESS Newswire, <br> Inc.<br>| 306 | &nbsp;&nbsp; 3626 |
| \* | ACI Worldwide, Inc. | 181964 | &nbsp;&nbsp; 7744388 |
|  | Adeia, Inc. | 152409 | &nbsp;&nbsp; 1973697 |
| \* | Adobe, Inc. | 249535 | &nbsp;&nbsp; 89256174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Energy <br> Industries, Inc.<br>| 41427 | &nbsp;&nbsp; 5755039 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Micro <br> Devices, Inc.<br>| 555071 | &nbsp;&nbsp; 97864568 |
| \* | Agilysys, Inc. | 3473 | &nbsp;&nbsp; 396200 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Akamai Technologies, <br> Inc.<br>| 148639 | &nbsp;&nbsp; 11342642 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alarm.com Holdings, <br> Inc.<br>| 44048 | &nbsp;&nbsp; 2406342 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Alkami Technology, <br> Inc.<br>| 44100 | &nbsp;&nbsp; 982989 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Allegro MicroSystems, <br> Inc.<br>| 4439 | &nbsp;&nbsp; 139429 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alpha & Omega <br> Semiconductor Ltd.<br>| 43654 | &nbsp;&nbsp; 1111867 |
| \* | Ambarella, Inc. | 45417 | &nbsp;&nbsp; 3001610 |
|  | Amdocs Ltd. | 157917 | &nbsp;&nbsp; 13479795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amkor Technology, <br> Inc.<br>| 454930 | &nbsp;&nbsp; 10263221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amphenol Corp., <br> Class A<br>| 599866 | &nbsp;&nbsp; 63891728 |
| \* | Amtech Systems, Inc. | 18946 | &nbsp;&nbsp; 89141 |
|  | Analog Devices, Inc. | 193759 | &nbsp;&nbsp; 43524084 |
| \* | Appfolio, Inc., Class A | 5868 | &nbsp;&nbsp; 1568986 |
|  | Apple, Inc. | 7809514 | &nbsp;&nbsp; 1621020821 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Applied Materials, <br> Inc.<br>| 445602 | &nbsp;&nbsp; $80235096 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AppLovin Corp., <br> Class A<br>| 96950 | &nbsp;&nbsp; 37878365 |
| \* | Arista Networks, Inc. | 281869 | &nbsp;&nbsp; 34731898 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arrow Electronics, <br> Inc.<br>| 90430 | &nbsp;&nbsp; 10489880 |
| \* | ASGN, Inc. | 64249 | &nbsp;&nbsp; 3221445 |
| \* | Astera Labs, Inc. | 5125 | &nbsp;&nbsp; 700741 |
| \* | AstroNova, Inc. | 10455 | &nbsp;&nbsp; 118142 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atlassian Corp., <br> Class A<br>| 25965 | &nbsp;&nbsp; 4979568 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Aurora Innovation, <br> Inc.<br>| 511854 | &nbsp;&nbsp; 2973872 |
| \* | Autodesk, Inc. | 115623 | &nbsp;&nbsp; 35046488 |
| \* | AvePoint, Inc. | 75915 | &nbsp;&nbsp; 1448458 |
| \* | Aviat Networks, Inc. | 23694 | &nbsp;&nbsp; 511790 |
|  | Avnet, Inc. | 163613 | &nbsp;&nbsp; 8661672 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Axcelis Technologies, <br> Inc.<br>| 47130 | &nbsp;&nbsp; 3190230 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Backblaze, Inc., <br> Class A<br>| 2666 | &nbsp;&nbsp; 13303 |
|  | Badger Meter, Inc. | 26800 | &nbsp;&nbsp; 5058768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bel Fuse, Inc. (BELFA <br> US), Class A<br>| 1700 | &nbsp;&nbsp; 194701 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bel Fuse, Inc. (BELFB <br> US), Class B<br>| 23581 | &nbsp;&nbsp; 3066473 |
|  | Belden, Inc. | 65101 | &nbsp;&nbsp; 8049739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Benchmark <br> Electronics, Inc.<br>| 75778 | &nbsp;&nbsp; 2917453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bentley Systems, Inc., <br> Class B<br>| 105471 | &nbsp;&nbsp; 6115209 |
| \* | Bill Holdings, Inc. | 23322 | &nbsp;&nbsp; 999348 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BK Technologies <br> Corp.<br>| 343 | &nbsp;&nbsp; 13322 |
| \* | Blackbaud, Inc. | 48535 | &nbsp;&nbsp; 3272230 |
| #\* | BlackLine, Inc. | 9537 | &nbsp;&nbsp; 512900 |
| \* | Box, Inc., Class A | 136942 | &nbsp;&nbsp; 4395838 |
|  | Broadcom, Inc. | 1721064 | &nbsp;&nbsp; 505476497 |
| \* | C3.ai, Inc., Class A | 15516 | &nbsp;&nbsp; 365557 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cadence Design <br> Systems, Inc.<br>| 95774 | &nbsp;&nbsp; 34916327 |
| \* | Calix, Inc. | 69414 | &nbsp;&nbsp; 3935080 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CCC Intelligent <br> Solutions Holdings, <br> Inc.<br>| 254223 | &nbsp;&nbsp; 2458336 |
|  | CDW Corp. | 121804 | &nbsp;&nbsp; 21240182 |
| \* | Cerence, Inc. | 33248 | &nbsp;&nbsp; 285933 |
| \* | CEVA, Inc. | 35082 | &nbsp;&nbsp; 749702 |
| \* | Ciena Corp. | 267152 | &nbsp;&nbsp; 24802392 |
| \* | Cipher Mining, Inc. | 17984 | &nbsp;&nbsp; 98193 |
| \* | Cirrus Logic, Inc. | 60485 | &nbsp;&nbsp; 6091444 |
|  | Cisco Systems, Inc. | 2518417 | &nbsp;&nbsp; 171453829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clear Secure, Inc., <br> Class A<br>| 45280 | &nbsp;&nbsp; 1331685 |
| \* | Clearfield, Inc. | 17732 | &nbsp;&nbsp; 776839 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Clearwater Analytics <br> Holdings, Inc., <br> Class A<br>| 3188 | &nbsp;&nbsp; $64589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Climb Global <br> Solutions, Inc.<br>| 4864 | &nbsp;&nbsp; 573952 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cloudflare, Inc., <br> Class A<br>| 49127 | &nbsp;&nbsp; 10202695 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Coda Octopus Group, <br> Inc.<br>| 10231 | &nbsp;&nbsp; 76221 |
|  | Cognex Corp. | 124354 | &nbsp;&nbsp; 5069913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cognizant Technology <br> Solutions Corp., <br> Class A<br>| 402209 | &nbsp;&nbsp; 28862518 |
| \* | Coherent Corp. | 169885 | &nbsp;&nbsp; 18279626 |
| \* | Cohu, Inc. | 60055 | &nbsp;&nbsp; 1072582 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CommScope Holding <br> Co., Inc.<br>| 81116 | &nbsp;&nbsp; 665151 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Commvault Systems, <br> Inc.<br>| 24846 | &nbsp;&nbsp; 4719498 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Consensus Cloud <br> Solutions, Inc.<br>| 18918 | &nbsp;&nbsp; 381765 |
| \* | CoreCard Corp. | 463 | &nbsp;&nbsp; 13404 |
|  | Corning, Inc. | 481047 | &nbsp;&nbsp; 30421412 |
| \* | Corsair Gaming, Inc. | 6000 | &nbsp;&nbsp; 54360 |
| \* | CPI Card Group, Inc. | 1323 | &nbsp;&nbsp; 25679 |
| # | Crane NXT Co. | 88318 | &nbsp;&nbsp; 5240790 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Credo Technology <br> Group Holding Ltd.<br>| 107108 | &nbsp;&nbsp; 11947897 |
| \* | Crexendo, Inc. | 2746 | &nbsp;&nbsp; 15295 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Crowdstrike Holdings, <br> Inc., Class A<br>| 21552 | &nbsp;&nbsp; 9796893 |
| \* | CS Disco, Inc. | 20700 | &nbsp;&nbsp; 82179 |
|  | CSP, Inc. | 12078 | &nbsp;&nbsp; 123920 |
|  | CTS Corp. | 53770 | &nbsp;&nbsp; 2107246 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CVD Equipment <br> Corp.<br>| 2900 | &nbsp;&nbsp; 11194 |
| \* | Daily Journal Corp. | 1511 | &nbsp;&nbsp; 603765 |
| #\* | Daktronics, Inc. | 115001 | &nbsp;&nbsp; 1865316 |
| \* | Data I/O Corp. | 1413 | &nbsp;&nbsp; 4578 |
| \* | Data Storage Corp. | 608 | &nbsp;&nbsp; 2870 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Datadog, Inc., <br> Class A<br>| 49790 | &nbsp;&nbsp; 6969604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dell Technologies, <br> Inc., Class C<br>| 155755 | &nbsp;&nbsp; 20667131 |
| \* | Diebold Nixdorf, Inc. | 10346 | &nbsp;&nbsp; 582376 |
| \* | Digi International, Inc. | 55131 | &nbsp;&nbsp; 1797822 |
| \* | Digital Turbine, Inc. | 77088 | &nbsp;&nbsp; 420130 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DigitalOcean <br> Holdings, Inc.<br>| 57174 | &nbsp;&nbsp; 1592868 |
| \* | Diodes, Inc. | 76146 | &nbsp;&nbsp; 3759328 |
| \* | Docusign, Inc. | 144650 | &nbsp;&nbsp; 10941326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dolby Laboratories, <br> Inc., Class A<br>| 97283 | &nbsp;&nbsp; 7329301 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dropbox, Inc., <br> Class A<br>| 162534 | &nbsp;&nbsp; 4416049 |
| \* | DXC Technology Co. | 255501 | &nbsp;&nbsp; 3477369 |
| \* | Dynatrace, Inc. | 156598 | &nbsp;&nbsp; 8238621 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; E2open Parent <br> Holdings, Inc.<br>| 87689 | &nbsp;&nbsp; $289374 |
| \* | Eastman Kodak Co. | 30240 | &nbsp;&nbsp; 202608 |
| \* | eGain Corp. | 4291 | &nbsp;&nbsp; 26518 |
| \* | Enphase Energy, Inc. | 63767 | &nbsp;&nbsp; 2063500 |
| # | Entegris, Inc. | 79964 | &nbsp;&nbsp; 6273975 |
| \* | EPAM Systems, Inc. | 33967 | &nbsp;&nbsp; 5356936 |
| \* | ePlus, Inc. | 40808 | &nbsp;&nbsp; 2643542 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Everspin <br> Technologies, Inc.<br>| 8104 | &nbsp;&nbsp; 49110 |
| \* | F5, Inc. | 82667 | &nbsp;&nbsp; 25909491 |
| \* | Fabrinet | 42047 | &nbsp;&nbsp; 13611875 |
| \* | Fair Isaac Corp. | 12714 | &nbsp;&nbsp; 18266458 |
| \* | Fastly, Inc., Class A | 40106 | &nbsp;&nbsp; 272320 |
| \* | First Solar, Inc. | 118308 | &nbsp;&nbsp; 20671957 |
| \* | Flex Ltd. | 870735 | &nbsp;&nbsp; 43423554 |
| \* | FormFactor, Inc. | 113062 | &nbsp;&nbsp; 3212091 |
| \* | Fortinet, Inc. | 334025 | &nbsp;&nbsp; 33369098 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Wireless <br> Corp.<br>| 3741 | &nbsp;&nbsp; 14552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Frequency <br> Electronics, Inc.<br>| 25787 | &nbsp;&nbsp; 685934 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Freshworks, Inc., <br> Class A<br>| 137133 | &nbsp;&nbsp; 1781358 |
| \* | Gartner, Inc. | 60461 | &nbsp;&nbsp; 20475118 |
|  | Gen Digital, Inc. | 536301 | &nbsp;&nbsp; 15815516 |
| \* | Genasys, Inc. | 13658 | &nbsp;&nbsp; 21989 |
| \* | Globant SA | 43191 | &nbsp;&nbsp; 3639274 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GoDaddy, Inc., <br> Class A<br>| 107562 | &nbsp;&nbsp; 17379868 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grid Dynamics <br> Holdings, Inc.<br>| 74581 | &nbsp;&nbsp; 707774 |
| \* | GSI Technology, Inc. | 29840 | &nbsp;&nbsp; 129804 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guidewire Software, <br> Inc.<br>| 61761 | &nbsp;&nbsp; 13971573 |
|  | Hackett Group, Inc. | 49776 | &nbsp;&nbsp; 1164261 |
| \* | Harmonic, Inc. | 171581 | &nbsp;&nbsp; 1460154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hewlett Packard <br> Enterprise Co.<br>| 1264718 | &nbsp;&nbsp; 26167015 |
|  | HP, Inc. | 735637 | &nbsp;&nbsp; 18243798 |
| \* | HubSpot, Inc. | 12544 | &nbsp;&nbsp; 6518490 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; I3 Verticals, Inc., <br> Class A<br>| 35769 | &nbsp;&nbsp; 1000817 |
| \* | Ichor Holdings Ltd. | 37706 | &nbsp;&nbsp; 746202 |
| \* | Identiv, Inc. | 21759 | &nbsp;&nbsp; 78985 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; indie Semiconductor, <br> Inc., Class A<br>| 2000 | &nbsp;&nbsp; 7820 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Informatica, Inc., <br> Class A<br>| 24655 | &nbsp;&nbsp; 608979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Information Services <br> Group, Inc.<br>| 35495 | &nbsp;&nbsp; 152983 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Insight Enterprises, <br> Inc.<br>| 37468 | &nbsp;&nbsp; 4442955 |
|  | Intel Corp. | 1176953 | &nbsp;&nbsp; 23303669 |
| \* | Intellicheck, Inc. | 2198 | &nbsp;&nbsp; 10880 |
| # | InterDigital, Inc. | 52968 | &nbsp;&nbsp; 13676338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Business <br> Machines Corp.<br>| 582556 | &nbsp;&nbsp; 147474051 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | inTEST Corp. | 19860 | &nbsp;&nbsp; $138821 |
|  | Intuit, Inc. | 93442 | &nbsp;&nbsp; 73364117 |
| #\* | IonQ, Inc. | 30518 | &nbsp;&nbsp; 1216753 |
| \* | IPG Photonics Corp. | 41807 | &nbsp;&nbsp; 3130926 |
| \* | Itron, Inc. | 88154 | &nbsp;&nbsp; 10978699 |
|  | Jabil, Inc. | 211804 | &nbsp;&nbsp; 47268299 |
| \* | Jamf Holding Corp. | 66741 | &nbsp;&nbsp; 529924 |
| \* | JFrog Ltd. | 100336 | &nbsp;&nbsp; 4355586 |
| \* | Key Tronic Corp. | 11279 | &nbsp;&nbsp; 33160 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Keysight <br> Technologies, Inc.<br>| 131770 | &nbsp;&nbsp; 21598421 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kimball Electronics, <br> Inc.<br>| 32710 | &nbsp;&nbsp; 613640 |
|  | KLA Corp. | 85169 | &nbsp;&nbsp; 74866106 |
| \* | Knowles Corp. | 277435 | &nbsp;&nbsp; 5634705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kulicke & Soffa <br> Industries, Inc.<br>| 102947 | &nbsp;&nbsp; 3372544 |
| \* | KVH Industries, Inc. | 19953 | &nbsp;&nbsp; 105551 |
| \* | Kyndryl Holdings, Inc. | 222340 | &nbsp;&nbsp; 8397782 |
|  | Lam Research Corp. | 600419 | &nbsp;&nbsp; 56943738 |
| \* | Lantronix, Inc. | 49076 | &nbsp;&nbsp; 157534 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lattice Semiconductor <br> Corp.<br>| 85188 | &nbsp;&nbsp; 4244918 |
| \* | LGL Group, Inc. | 1687 | &nbsp;&nbsp; 12273 |
|  | Littelfuse, Inc. | 34587 | &nbsp;&nbsp; 8900273 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LiveRamp Holdings, <br> Inc.<br>| 92335 | &nbsp;&nbsp; 3030435 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Lumentum Holdings, <br> Inc.<br>| 49437 | &nbsp;&nbsp; 5442025 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MACOM Technology <br> Solutions Holdings, <br> Inc.<br>| 54561 | &nbsp;&nbsp; 7482496 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Manhattan Associates, <br> Inc.<br>| 47679 | &nbsp;&nbsp; 10473169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marvell Technology, <br> Inc.<br>| 289198 | &nbsp;&nbsp; 23242843 |
| \* | MaxLinear, Inc. | 73139 | &nbsp;&nbsp; 1157059 |
| \* | Meridianlink, Inc. | 28275 | &nbsp;&nbsp; 451835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Methode Electronics, <br> Inc.<br>| 34382 | &nbsp;&nbsp; 225546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Microchip Technology, <br> Inc.<br>| 340407 | &nbsp;&nbsp; 23008109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Micron Technology, <br> Inc.<br>| 449454 | &nbsp;&nbsp; 49053410 |
|  | Microsoft Corp. | 3456330 | &nbsp;&nbsp; 1843952055 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mirion Technologies, <br> Inc.<br>| 118329 | &nbsp;&nbsp; 2644653 |
| \* | Mitek Systems, Inc. | 63750 | &nbsp;&nbsp; 575025 |
|  | MKS, Inc. | 18911 | &nbsp;&nbsp; 1799949 |
| \* | MongoDB, Inc. | 32042 | &nbsp;&nbsp; 7622471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Monolithic Power <br> Systems, Inc.<br>| 16100 | &nbsp;&nbsp; 11450964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motorola Solutions, <br> Inc.<br>| 98334 | &nbsp;&nbsp; 43166659 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; M-Tron Industries, <br> Inc.<br>| 843 | &nbsp;&nbsp; 37075 |
| \* | N-able, Inc. | 119952 | &nbsp;&nbsp; 969212 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Napco Security <br> Technologies, Inc.<br>| 45988 | &nbsp;&nbsp; $1404014 |
| #\* | nCino, Inc. | 84745 | &nbsp;&nbsp; 2366504 |
| #\* | NCR Voyix Corp. | 135746 | &nbsp;&nbsp; 1848861 |
|  | NetApp, Inc. | 197406 | &nbsp;&nbsp; 20555887 |
| \* | NETGEAR, Inc. | 69474 | &nbsp;&nbsp; 1615271 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NetScout Systems, <br> Inc.<br>| 79326 | &nbsp;&nbsp; 1699163 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NetSol Technologies, <br> Inc.<br>| 3138 | &nbsp;&nbsp; 12772 |
| \* | nLight, Inc. | 53419 | &nbsp;&nbsp; 1122333 |
| \* | Nortech Systems, Inc. | 1100 | &nbsp;&nbsp; 9251 |
| \* | Novanta, Inc. | 37575 | &nbsp;&nbsp; 4622477 |
| \* | Nutanix, Inc., Class A | 82286 | &nbsp;&nbsp; 6185439 |
|  | NVE Corp. | 4912 | &nbsp;&nbsp; 311077 |
|  | NVIDIA Corp. | 12527127 | &nbsp;&nbsp; 2228199960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NXP Semiconductors <br> NV<br>| 123571 | &nbsp;&nbsp; 26415773 |
| \* | Okta, Inc. | 122059 | &nbsp;&nbsp; 11937370 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ON Semiconductor <br> Corp.<br>| 448097 | &nbsp;&nbsp; 25254747 |
| \* | ON24, Inc. | 61143 | &nbsp;&nbsp; 303269 |
| # | OneSpan, Inc. | 45641 | &nbsp;&nbsp; 673205 |
| \* | Onto Innovation, Inc. | 51133 | &nbsp;&nbsp; 4844852 |
| \* | Ooma, Inc. | 15345 | &nbsp;&nbsp; 174626 |
| \* | Optical Cable Corp. | 3696 | &nbsp;&nbsp; 16558 |
|  | Oracle Corp. | 840214 | &nbsp;&nbsp; 213221107 |
| #\* | OSI Systems, Inc. | 29417 | &nbsp;&nbsp; 6501451 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Palantir Technologies, <br> Inc., Class A<br>| 598388 | &nbsp;&nbsp; 94754740 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Palo Alto Networks, <br> Inc.<br>| 176975 | &nbsp;&nbsp; 30722860 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PAR Technology <br> Corp.<br>| 24330 | &nbsp;&nbsp; 1478777 |
|  | PC Connection, Inc. | 51001 | &nbsp;&nbsp; 3141152 |
| \* | PDF Solutions, Inc. | 51745 | &nbsp;&nbsp; 1150291 |
|  | Pegasystems, Inc. | 115484 | &nbsp;&nbsp; 6780066 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Penguin Solutions, <br> Inc.<br>| 93978 | &nbsp;&nbsp; 2215061 |
| \* | Photronics, Inc. | 288781 | &nbsp;&nbsp; 5879581 |
| \*» | Pivotal Software, Inc. | 44266 | &nbsp;&nbsp; 0 |
| \* | Plexus Corp. | 46804 | &nbsp;&nbsp; 5967510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Integrations, <br> Inc.<br>| 61928 | &nbsp;&nbsp; 3004747 |
| \* | Powerfleet, Inc. NJ | 123039 | &nbsp;&nbsp; 499538 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Progress Software <br> Corp.<br>| 96220 | &nbsp;&nbsp; 4626258 |
| #\* | PTC, Inc. | 52785 | &nbsp;&nbsp; 11338746 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pure Storage, Inc., <br> Class A<br>| 221099 | &nbsp;&nbsp; 13159812 |
| \* | Q2 Holdings, Inc. | 27580 | &nbsp;&nbsp; 2239496 |
| \* | Qorvo, Inc. | 100716 | &nbsp;&nbsp; 8419858 |
|  | QUALCOMM, Inc. | 801076 | &nbsp;&nbsp; 117565914 |
| \* | Qualys, Inc. | 42629 | &nbsp;&nbsp; 5672641 |
| \* | Ralliant Corp. | 68754 | &nbsp;&nbsp; 3143433 |
| \* | Rambus, Inc. | 126395 | &nbsp;&nbsp; 9344382 |
|  | Red Violet, Inc. | 4758 | &nbsp;&nbsp; 210922 |
| \* | RF Industries Ltd. | 9040 | &nbsp;&nbsp; 74490 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ribbon <br> Communications, <br> Inc.<br>| 102669 | &nbsp;&nbsp; $386035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Richardson <br> Electronics Ltd.<br>| 21406 | &nbsp;&nbsp; 215772 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RingCentral, Inc., <br> Class A<br>| 51114 | &nbsp;&nbsp; 1302896 |
| \* | Rogers Corp. | 22684 | &nbsp;&nbsp; 1487617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Roper Technologies, <br> Inc.<br>| 41605 | &nbsp;&nbsp; 22899392 |
|  | Salesforce, Inc. | 271731 | &nbsp;&nbsp; 70196269 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Samsara, Inc., <br> Class A<br>| 86445 | &nbsp;&nbsp; 3287503 |
| \* | Sandisk Corp. | 64796 | &nbsp;&nbsp; 2781044 |
| \* | Sanmina Corp. | 120317 | &nbsp;&nbsp; 13961585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sapiens International <br> Corp. NV<br>| 45769 | &nbsp;&nbsp; 1254528 |
| \* | ScanSource, Inc. | 42284 | &nbsp;&nbsp; 1642311 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Seagate Technology <br> Holdings PLC<br>| 136540 | &nbsp;&nbsp; 21438145 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SEMrush Holdings, <br> Inc., Class A<br>| 16733 | &nbsp;&nbsp; 149928 |
| \* | Semtech Corp. | 8823 | &nbsp;&nbsp; 450855 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SentinelOne, Inc., <br> Class A<br>| 230160 | &nbsp;&nbsp; 4221134 |
| \* | ServiceNow, Inc. | 41254 | &nbsp;&nbsp; 38907472 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Silicon Laboratories, <br> Inc.<br>| 34879 | &nbsp;&nbsp; 4596006 |
| \* | SiTime Corp. | 15481 | &nbsp;&nbsp; 3140321 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SkyWater Technology, <br> Inc.<br>| 1413 | &nbsp;&nbsp; 12646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skyworks Solutions, <br> Inc.<br>| 140496 | &nbsp;&nbsp; 9629596 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Snowflake, Inc., <br> Class A<br>| 56228 | &nbsp;&nbsp; 12566958 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SolarEdge <br> Technologies, Inc.<br>| 1831 | &nbsp;&nbsp; 46983 |
| \* | Sono-Tek Corp. | 1304 | &nbsp;&nbsp; 4316 |
| \* | SPS Commerce, Inc. | 6662 | &nbsp;&nbsp; 725259 |
| \* | Synaptics, Inc. | 49093 | &nbsp;&nbsp; 3078131 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Synchronoss <br> Technologies, Inc.<br>| 1500 | &nbsp;&nbsp; 10980 |
| #\* | Synopsys, Inc. | 38692 | &nbsp;&nbsp; 24510221 |
| # | TD SYNNEX Corp. | 91936 | &nbsp;&nbsp; 13274639 |
|  | TE Connectivity PLC | 181858 | &nbsp;&nbsp; 37417284 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Teledyne <br> Technologies, Inc.<br>| 34282 | &nbsp;&nbsp; 18890068 |
| \* | Telos Corp. | 13385 | &nbsp;&nbsp; 34399 |
| \* | Teradata Corp. | 78307 | &nbsp;&nbsp; 1638966 |
|  | Teradyne, Inc. | 110930 | &nbsp;&nbsp; 11917210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texas Instruments, <br> Inc.<br>| 698180 | &nbsp;&nbsp; 126412471 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TransAct <br> Technologies, Inc.<br>| 786 | &nbsp;&nbsp; 2963 |
| \* | Trimble, Inc. | 199370 | &nbsp;&nbsp; 16725149 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Trio-Tech <br> International<br>| 1525 | &nbsp;&nbsp; 8296 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TTM Technologies, <br> Inc.<br>| 215980 | &nbsp;&nbsp; $10205055 |
| \* | Turtle Beach Corp. | 5485 | &nbsp;&nbsp; 79752 |
| \* | Twilio, Inc., Class A | 190734 | &nbsp;&nbsp; 24604686 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tyler Technologies, <br> Inc.<br>| 18977 | &nbsp;&nbsp; 11093195 |
| \* | UiPath, Inc., Class A | 74592 | &nbsp;&nbsp; 876456 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ultra Clean Holdings, <br> Inc.<br>| 55719 | &nbsp;&nbsp; 1254792 |
| \* | Unisys Corp. | 70522 | &nbsp;&nbsp; 291256 |
| \* | Unity Software, Inc. | 46186 | &nbsp;&nbsp; 1540765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Display <br> Corp.<br>| 46799 | &nbsp;&nbsp; 6757776 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Veeco Instruments, <br> Inc.<br>| 77958 | &nbsp;&nbsp; 1619967 |
| \* | Verint Systems, Inc. | 57966 | &nbsp;&nbsp; 1233516 |
|  | VeriSign, Inc. | 60789 | &nbsp;&nbsp; 16344338 |
| #\* | Vertex, Inc., Class A | 37166 | &nbsp;&nbsp; 1232796 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Viant Technology, Inc., <br> Class A<br>| 2954 | &nbsp;&nbsp; 42833 |
| \* | Viasat, Inc. | 21884 | &nbsp;&nbsp; 359554 |
| \* | Viavi Solutions, Inc. | 390369 | &nbsp;&nbsp; 3923208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vishay <br> Intertechnology, <br> Inc.<br>| 162556 | &nbsp;&nbsp; 2664293 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vishay Precision <br> Group, Inc.<br>| 15664 | &nbsp;&nbsp; 415409 |
|  | Vontier Corp. | 198935 | &nbsp;&nbsp; 8249834 |
|  | Western Digital Corp. | 228047 | &nbsp;&nbsp; 17945018 |
| \* | WidePoint Corp. | 4900 | &nbsp;&nbsp; 14749 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Workday, Inc., <br> Class A<br>| 46971 | &nbsp;&nbsp; 10774208 |
|  | Xerox Holdings Corp. | 27068 | &nbsp;&nbsp; 109625 |
| \* | Xperi, Inc. | 4694 | &nbsp;&nbsp; 28258 |
| \* | Yext, Inc. | 61401 | &nbsp;&nbsp; 498576 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zebra Technologies <br> Corp., Class A<br>| 38978 | &nbsp;&nbsp; 13214322 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zoom <br> Communications, <br> Inc.<br>| 142552 | &nbsp;&nbsp; 10555976 |
| \* | Zscaler, Inc. | 33761 | &nbsp;&nbsp; 9640791 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY |  | &nbsp;&nbsp; 9682031455 |
| MATERIALS — (2.8%) | MATERIALS — (2.8%) | MATERIALS — (2.8%) | MATERIALS — (2.8%) |
|  | AdvanSix, Inc. | 33150 | &nbsp;&nbsp; 666978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Air Products & <br> Chemicals, Inc.<br>| 96372 | &nbsp;&nbsp; 27743571 |
| # | Albemarle Corp. | 71400 | &nbsp;&nbsp; 4844490 |
|  | Alcoa Corp. | 108441 | &nbsp;&nbsp; 3249977 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Alpha Metallurgical <br> Resources, Inc.<br>| 16071 | &nbsp;&nbsp; 1897503 |
|  | Amcor PLC | 3090829 | &nbsp;&nbsp; 28899251 |
| \* | American Biltrite, Inc. | 17 | &nbsp;&nbsp; 2108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Vanguard <br> Corp.<br>| 17133 | &nbsp;&nbsp; 66133 |
|  | AptarGroup, Inc. | 89871 | &nbsp;&nbsp; 14122329 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ardagh Metal <br> Packaging SA<br>| 56441 | &nbsp;&nbsp; $223506 |
| #\* | Arq, Inc. | 44340 | &nbsp;&nbsp; 237219 |
| \* | Ascent Industries Co. | 10249 | &nbsp;&nbsp; 131495 |
|  | Ashland, Inc. | 54766 | &nbsp;&nbsp; 2823735 |
| \* | Aspen Aerogels, Inc. | 91901 | &nbsp;&nbsp; 703962 |
|  | Avery Dennison Corp. | 90910 | &nbsp;&nbsp; 15251971 |
|  | Avient Corp. | 98967 | &nbsp;&nbsp; 3124388 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Axalta Coating <br> Systems Ltd.<br>| 273343 | &nbsp;&nbsp; 7741074 |
|  | Balchem Corp. | 35884 | &nbsp;&nbsp; 5471233 |
|  | Ball Corp. | 236390 | &nbsp;&nbsp; 13535691 |
|  | Cabot Corp. | 112331 | &nbsp;&nbsp; 8108052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caledonia Mining <br> Corp. PLC<br>| 1100 | &nbsp;&nbsp; 21659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carpenter Technology <br> Corp.<br>| 79299 | &nbsp;&nbsp; 19776378 |
|  | Celanese Corp. | 105428 | &nbsp;&nbsp; 5506504 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Century Aluminum <br> Co.<br>| 124362 | &nbsp;&nbsp; 2633987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CF Industries <br> Holdings, Inc.<br>| 305398 | &nbsp;&nbsp; 28350096 |
|  | Chemours Co. | 137024 | &nbsp;&nbsp; 1641548 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Clearwater Paper <br> Corp.<br>| 248011 | &nbsp;&nbsp; 5595128 |
| \* | Cleveland-Cliffs, Inc. | 309164 | &nbsp;&nbsp; 3252405 |
| \* | Coeur Mining, Inc. | 585686 | &nbsp;&nbsp; 5089611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Metals <br> Co.<br>| 240137 | &nbsp;&nbsp; 12453505 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Compass Minerals <br> International, Inc.<br>| 6336 | &nbsp;&nbsp; 126276 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Core Molding <br> Technologies, Inc.<br>| 11422 | &nbsp;&nbsp; 190062 |
|  | Corteva, Inc. | 502230 | &nbsp;&nbsp; 36225850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CRH PLC (CRHCF <br> US)<br>| 120718 | &nbsp;&nbsp; 11522533 |
| # | Crown Holdings, Inc. | 197731 | &nbsp;&nbsp; 19646552 |
| \* | Dakota Gold Corp. | 62653 | &nbsp;&nbsp; 225551 |
|  | Dow, Inc. | 412268 | &nbsp;&nbsp; 9601722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DuPont de Nemours, <br> Inc.<br>| 200390 | &nbsp;&nbsp; 14408041 |
|  | Eagle Materials, Inc. | 59610 | &nbsp;&nbsp; 13369927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastman Chemical <br> Co.<br>| 128286 | &nbsp;&nbsp; 9314846 |
|  | Ecolab, Inc. | 113210 | &nbsp;&nbsp; 29633850 |
| \* | Ecovyst, Inc. | 128405 | &nbsp;&nbsp; 1105567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Element Solutions, <br> Inc.<br>| 233693 | &nbsp;&nbsp; 5515155 |
| \* | Flotek Industries, Inc. | 2987 | &nbsp;&nbsp; 35993 |
|  | FMC Corp. | 99509 | &nbsp;&nbsp; 3884831 |
|  | Fortitude Gold Corp. | 38385 | &nbsp;&nbsp; 135115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Freeport-McMoRan, <br> Inc.<br>| 898463 | &nbsp;&nbsp; 36154151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Friedman Industries, <br> Inc.<br>| 9041 | &nbsp;&nbsp; 137062 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Graphic Packaging <br> Holding Co.<br>| 553306 | &nbsp;&nbsp; 12371922 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greif, Inc. (GEF US), <br> Class A<br>| 56305 | &nbsp;&nbsp; $3571426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greif, Inc. (GEF/B <br> US), Class B<br>| 12571 | &nbsp;&nbsp; 825286 |
| # | Hawkins, Inc. | 38504 | &nbsp;&nbsp; 6286933 |
|  | HB Fuller Co. | 79882 | &nbsp;&nbsp; 4489368 |
|  | Hecla Mining Co. | 607740 | &nbsp;&nbsp; 3488428 |
|  | Huntsman Corp. | 193485 | &nbsp;&nbsp; 1876804 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Idaho Strategic <br> Resources, Inc.<br>| 58 | &nbsp;&nbsp; 951 |
| \* | Ingevity Corp. | 53591 | &nbsp;&nbsp; 2239568 |
|  | Innospec, Inc. | 36613 | &nbsp;&nbsp; 2925379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Flavors & <br> Fragrances, Inc.<br>| 142931 | &nbsp;&nbsp; 10152389 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; International Paper <br> Co.<br>| 246517 | &nbsp;&nbsp; 11522205 |
| \* | Intrepid Potash, Inc. | 15834 | &nbsp;&nbsp; 526956 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; James Hardie <br> Industries PLC<br>| 148068 | &nbsp;&nbsp; 3840884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaiser Aluminum <br> Corp.<br>| 20095 | &nbsp;&nbsp; 1553544 |
| #\* | Knife River Corp. | 94808 | &nbsp;&nbsp; 7819764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koppers Holdings, <br> Inc.<br>| 30897 | &nbsp;&nbsp; 1015275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kronos Worldwide, <br> Inc.<br>| 56956 | &nbsp;&nbsp; 304715 |
|  | Linde PLC | 225284 | &nbsp;&nbsp; 103689214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Louisiana-Pacific <br> Corp.<br>| 102079 | &nbsp;&nbsp; 9228962 |
| \* | LSB Industries, Inc. | 96268 | &nbsp;&nbsp; 744152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LyondellBasell <br> Industries NV, <br> Class A<br>| 188940 | &nbsp;&nbsp; 10945294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Martin Marietta <br> Materials, Inc.<br>| 49870 | &nbsp;&nbsp; 28669266 |
|  | Materion Corp. | 35092 | &nbsp;&nbsp; 3695188 |
|  | Mativ Holdings, Inc. | 71527 | &nbsp;&nbsp; 473509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercer International, <br> Inc.<br>| 87084 | &nbsp;&nbsp; 323082 |
| \* | Metallus, Inc. | 90464 | &nbsp;&nbsp; 1429331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Minerals <br> Technologies, Inc.<br>| 40914 | &nbsp;&nbsp; 2379149 |
|  | Mosaic Co. | 242879 | &nbsp;&nbsp; 8746073 |
| \* | MP Materials Corp. | 600 | &nbsp;&nbsp; 36900 |
|  | Myers Industries, Inc. | 47483 | &nbsp;&nbsp; 695626 |
|  | NewMarket Corp. | 13839 | &nbsp;&nbsp; 9507393 |
|  | Newmont Corp. | 619239 | &nbsp;&nbsp; 38454742 |
|  | Nexa Resources SA | 13008 | &nbsp;&nbsp; 62959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northern Technologies <br> International Corp.<br>| 15000 | &nbsp;&nbsp; 115500 |
|  | Nucor Corp. | 270846 | &nbsp;&nbsp; 38749937 |
| \* | O-I Glass, Inc. | 58861 | &nbsp;&nbsp; 765782 |
|  | Olin Corp. | 285216 | &nbsp;&nbsp; 5401991 |
|  | Olympic Steel, Inc. | 37847 | &nbsp;&nbsp; 1177042 |
|  | Orion SA | 66391 | &nbsp;&nbsp; 643993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Packaging Corp. of <br> America<br>| 116752 | &nbsp;&nbsp; 22620700 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perimeter Solutions, <br> Inc.<br>| 75499 | &nbsp;&nbsp; $1217799 |
|  | PPG Industries, Inc. | 183526 | &nbsp;&nbsp; 19361993 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Quaker Chemical <br> Corp.<br>| 8403 | &nbsp;&nbsp; 961471 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ramaco Resources, <br> Inc. (METC US), <br> Class A<br>| 35523 | &nbsp;&nbsp; 722893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ramaco Resources, <br> Inc. (METCB US), <br> Class B<br>| 1837 | &nbsp;&nbsp; 24946 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ranpak Holdings <br> Corp.<br>| 33442 | &nbsp;&nbsp; 122063 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rayonier Advanced <br> Materials, Inc.<br>| 74420 | &nbsp;&nbsp; 285773 |
|  | Reliance, Inc. | 86198 | &nbsp;&nbsp; 25008626 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Resolute Forest <br> Products, Inc.<br>| 163412 | &nbsp;&nbsp; 43517 |
|  | Royal Gold, Inc. | 91793 | &nbsp;&nbsp; 13899296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RPM International, <br> Inc.<br>| 154445 | &nbsp;&nbsp; 18133387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ryerson Holding <br> Corp.<br>| 76436 | &nbsp;&nbsp; 1574582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Scotts Miracle-Gro <br> Co.<br>| 32277 | &nbsp;&nbsp; 2022477 |
|  | Sealed Air Corp. | 168001 | &nbsp;&nbsp; 4917389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sensient Technologies <br> Corp.<br>| 51035 | &nbsp;&nbsp; 5730720 |
|  | Sherwin-Williams Co. | 149007 | &nbsp;&nbsp; 49303436 |
|  | Silgan Holdings, Inc. | 215680 | &nbsp;&nbsp; 10035590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Smurfit WestRock <br> PLC<br>| 213768 | &nbsp;&nbsp; 9487024 |
|  | Sonoco Products Co. | 169982 | &nbsp;&nbsp; 7661089 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Southern Copper <br> Corp.<br>| 58493 | &nbsp;&nbsp; 5507701 |
|  | Steel Dynamics, Inc. | 282821 | &nbsp;&nbsp; 36076647 |
|  | Stepan Co. | 29501 | &nbsp;&nbsp; 1497766 |
|  | SunCoke Energy, Inc. | 124876 | &nbsp;&nbsp; 922834 |
|  | Sylvamo Corp. | 58507 | &nbsp;&nbsp; 2695417 |
| \* | Tredegar Corp. | 52113 | &nbsp;&nbsp; 453904 |
|  | TriMas Corp. | 52350 | &nbsp;&nbsp; 1870465 |
|  | Tronox Holdings PLC | 191869 | &nbsp;&nbsp; 612062 |
| \* | U.S. Gold Corp. | 2698 | &nbsp;&nbsp; 27574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Lime & Minerals, <br> Inc.<br>| 39838 | &nbsp;&nbsp; 3967068 |
|  | Vulcan Materials Co. | 115627 | &nbsp;&nbsp; 31759268 |
| # | Warrior Met Coal, Inc. | 117737 | &nbsp;&nbsp; 6049327 |
| # | Westlake Corp. | 56735 | &nbsp;&nbsp; 4499085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Worthington Steel, <br> Inc.<br>| 78280 | &nbsp;&nbsp; 2389106 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | &nbsp;&nbsp; 1046608448 |
| REAL ESTATE — (0.3%) | REAL ESTATE — (0.3%) | REAL ESTATE — (0.3%) | REAL ESTATE — (0.3%) |
| \* | AMREP Corp. | 6773 | &nbsp;&nbsp; 150699 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anywhere Real <br> Estate, Inc.<br>| 10616 | &nbsp;&nbsp; 49046 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CBRE Group, Inc., <br> Class A<br>| 271094 | &nbsp;&nbsp; $42220180 |
| \* | CKX Lands, Inc. | 743 | &nbsp;&nbsp; 8920 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Compass, Inc., <br> Class A<br>| 316473 | &nbsp;&nbsp; 2512796 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Comstock Holding <br> Cos., Inc.<br>| 3056 | &nbsp;&nbsp; 37956 |
| \* | CoStar Group, Inc. | 188612 | &nbsp;&nbsp; 17953976 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cushman & Wakefield <br> PLC<br>| 223061 | &nbsp;&nbsp; 2719114 |
| \* | Douglas Elliman, Inc. | 46367 | &nbsp;&nbsp; 127509 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Five Point <br> Holdings LLC, <br> Class A<br>| 70034 | &nbsp;&nbsp; 373281 |
| \* | Forestar Group, Inc. | 39733 | &nbsp;&nbsp; 985378 |
| \* | FRP Holdings, Inc. | 31822 | &nbsp;&nbsp; 840101 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Howard Hughes <br> Holdings, Inc.<br>| 90970 | &nbsp;&nbsp; 6252368 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jones Lang LaSalle, <br> Inc.<br>| 74733 | &nbsp;&nbsp; 20204814 |
| \*» | JW Mays, Inc. | 900 | &nbsp;&nbsp; 35973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kennedy-Wilson <br> Holdings, Inc.<br>| 170168 | &nbsp;&nbsp; 1245630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marcus & Millichap, <br> Inc.<br>| 53687 | &nbsp;&nbsp; 1672887 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Maui Land & <br> Pineapple Co., Inc.<br>| 9149 | &nbsp;&nbsp; 155624 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Millrose Properties, <br> Inc.<br>| 15129 | &nbsp;&nbsp; 453719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Newmark Group, Inc., <br> Class A<br>| 225178 | &nbsp;&nbsp; 3415950 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RE/MAX Holdings, <br> Inc., Class A<br>| 16120 | &nbsp;&nbsp; 123963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RMR Group, Inc., <br> Class A<br>| 1407 | &nbsp;&nbsp; 22596 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seaport Entertainment <br> Group, Inc.<br>| 22919 | &nbsp;&nbsp; 528741 |
|  | St. Joe Co. | 82299 | &nbsp;&nbsp; 4156099 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Stratus Properties, <br> Inc.<br>| 6238 | &nbsp;&nbsp; 99403 |
| #\* | Tejon Ranch Co. | 34821 | &nbsp;&nbsp; 625385 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zillow Group, Inc. (Z <br> US), Class C<br>| 133735 | &nbsp;&nbsp; 10638619 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zillow Group, Inc. (ZG <br> US), Class A<br>| 58679 | &nbsp;&nbsp; 4503613 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | &nbsp;&nbsp; 122114340 |
| UTILITIES — (2.7%) | UTILITIES — (2.7%) | UTILITIES — (2.7%) | UTILITIES — (2.7%) |
|  | AES Corp. | 445524 | &nbsp;&nbsp; 5858641 |
|  | ALLETE, Inc. | 63894 | &nbsp;&nbsp; 4212531 |
|  | Alliant Energy Corp. | 236759 | &nbsp;&nbsp; 15391703 |
|  | Ameren Corp. | 172084 | &nbsp;&nbsp; 17402855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Electric <br> Power Co., Inc.<br>| 250917 | &nbsp;&nbsp; 28388749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American States <br> Water Co.<br>| 39541 | &nbsp;&nbsp; 2909822 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Water <br> Works Co., Inc.<br>| 113895 | &nbsp;&nbsp; $15972635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Artesian Resources <br> Corp., Class A<br>| 9786 | &nbsp;&nbsp; 319513 |
|  | Atmos Energy Corp. | 104917 | &nbsp;&nbsp; 16358659 |
|  | Avista Corp. | 88959 | &nbsp;&nbsp; 3318171 |
|  | Black Hills Corp. | 55728 | &nbsp;&nbsp; 3219964 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Brookfield Renewable <br> Corp.<br>| 12504 | &nbsp;&nbsp; 458022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; California Water <br> Service Group<br>| 62227 | &nbsp;&nbsp; 2829462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CenterPoint Energy, <br> Inc.<br>| 438980 | &nbsp;&nbsp; 17041204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chesapeake Utilities <br> Corp.<br>| 23953 | &nbsp;&nbsp; 2871486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clearway Energy, Inc. <br> (CWEN US), <br> Class C<br>| 76238 | &nbsp;&nbsp; 2487646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clearway Energy, Inc. <br> (CWENA US), <br> Class A<br>| 24106 | &nbsp;&nbsp; 741983 |
|  | CMS Energy Corp. | 215833 | &nbsp;&nbsp; 15928475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Consolidated Edison, <br> Inc.<br>| 200815 | &nbsp;&nbsp; 20784352 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Consolidated Water <br> Co. Ltd.<br>| 20521 | &nbsp;&nbsp; 596956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Constellation Energy <br> Corp.<br>| 165059 | &nbsp;&nbsp; 57414123 |
|  | Dominion Energy, Inc. | 286751 | &nbsp;&nbsp; 16760596 |
|  | DTE Energy Co. | 122301 | &nbsp;&nbsp; 16927681 |
|  | Duke Energy Corp. | 369102 | &nbsp;&nbsp; 44897567 |
|  | Edison International | 183410 | &nbsp;&nbsp; 9559329 |
|  | Entergy Corp. | 262726 | &nbsp;&nbsp; 23758312 |
|  | Essential Utilities, Inc. | 219773 | &nbsp;&nbsp; 8087646 |
|  | Evergy, Inc. | 184147 | &nbsp;&nbsp; 13037608 |
|  | Eversource Energy | 203594 | &nbsp;&nbsp; 13457563 |
|  | Exelon Corp. | 445235 | &nbsp;&nbsp; 20008861 |
| # | FirstEnergy Corp. | 319312 | &nbsp;&nbsp; 13637816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genie Energy Ltd., <br> Class B<br>| 50356 | &nbsp;&nbsp; 1023234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Water <br> Resources, Inc.<br>| 1904 | &nbsp;&nbsp; 18183 |
|  | H2O America | 31550 | &nbsp;&nbsp; 1523549 |
| \* | Hallador Energy Co. | 25214 | &nbsp;&nbsp; 444775 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hawaiian Electric <br> Industries, Inc.<br>| 79096 | &nbsp;&nbsp; 847909 |
| # | IDACORP, Inc. | 72282 | &nbsp;&nbsp; 9059103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MDU Resources <br> Group, Inc.<br>| 299729 | &nbsp;&nbsp; 5170325 |
| # | MGE Energy, Inc. | 53374 | &nbsp;&nbsp; 4533588 |
|  | Middlesex Water Co. | 25097 | &nbsp;&nbsp; 1295005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Fuel Gas <br> Co.<br>| 76220 | &nbsp;&nbsp; 6615134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Jersey <br> Resources Corp.<br>| 143120 | &nbsp;&nbsp; 6570639 |
|  | NextEra Energy, Inc. | 957284 | &nbsp;&nbsp; 68024601 |
|  | NiSource, Inc. | 316562 | &nbsp;&nbsp; 13438057 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northwest Natural <br> Holding Co.<br>| 30127 | &nbsp;&nbsp; $1202670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northwestern Energy <br> Group, Inc.<br>| 51221 | &nbsp;&nbsp; 2750568 |
|  | NRG Energy, Inc. | 386849 | &nbsp;&nbsp; 64681153 |
|  | OGE Energy Corp. | 222267 | &nbsp;&nbsp; 10095367 |
|  | ONE Gas, Inc. | 64105 | &nbsp;&nbsp; 4660433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ormat Technologies, <br> Inc.<br>| 88985 | &nbsp;&nbsp; 7956149 |
| # | Otter Tail Corp. | 62100 | &nbsp;&nbsp; 4792878 |
|  | PG&E Corp. | 730462 | &nbsp;&nbsp; 10241077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pinnacle West Capital <br> Corp.<br>| 99372 | &nbsp;&nbsp; 9005091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Portland General <br> Electric Co.<br>| 120995 | &nbsp;&nbsp; 4975314 |
|  | PPL Corp. | 267021 | &nbsp;&nbsp; 9529979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Public Service <br> Enterprise Group, <br> Inc.<br>| 300038 | &nbsp;&nbsp; 26940412 |
| \* | Pure Cycle Corp. | 31214 | &nbsp;&nbsp; 305897 |
|  | RGC Resources, Inc. | 7658 | &nbsp;&nbsp; 154232 |
|  | Sempra | 295714 | &nbsp;&nbsp; 24153919 |
| # | Southern Co. | 534107 | &nbsp;&nbsp; 50462429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southwest Gas <br> Holdings, Inc.<br>| 58444 | &nbsp;&nbsp; 4566814 |
|  | Spire, Inc. | 58560 | &nbsp;&nbsp; 4360963 |
| \* | Talen Energy Corp. | 10115 | &nbsp;&nbsp; 3819121 |
|  | TXNM Energy, Inc. | 111521 | &nbsp;&nbsp; 6333278 |
|  | UGI Corp. | 143715 | &nbsp;&nbsp; 5199609 |
|  | Unitil Corp. | 25846 | &nbsp;&nbsp; 1333137 |
|  | Vistra Corp. | 698187 | &nbsp;&nbsp; 145599917 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; WEC Energy Group, <br> Inc.<br>| 187863 | &nbsp;&nbsp; 20492096 |
|  | Xcel Energy, Inc. | 324279 | &nbsp;&nbsp; 23815050 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
|  | York Water Co. | 16121 | &nbsp;&nbsp; $487821 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | &nbsp;&nbsp; 981119407 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS |  | &nbsp;&nbsp; 35853867740 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| INFORMATION TECHNOLOGY — (0.0%) | INFORMATION TECHNOLOGY — (0.0%) | INFORMATION TECHNOLOGY — (0.0%) | INFORMATION TECHNOLOGY — (0.0%) |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; M-Tron Industries, Inc. <br> Warrants <br> 03/11/2028<br>| 843 | &nbsp;&nbsp; 1517 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS |  | &nbsp;&nbsp; 1517 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $10,902,022,960) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $10,902,022,960) |  | &nbsp;&nbsp; 35853869257 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (0.9%) | TEMPORARY CASH INVESTMENTS — (0.9%) | TEMPORARY CASH INVESTMENTS — (0.9%) | TEMPORARY CASH INVESTMENTS — (0.9%) |
| Ɏ | &nbsp;&nbsp;&nbsp;&nbsp; State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.250%<br>| 330923310 | &nbsp;&nbsp; 330923310 |
| SECURITIES LENDING COLLATERAL — (2.1%) | SECURITIES LENDING COLLATERAL — (2.1%) | SECURITIES LENDING COLLATERAL — (2.1%) | SECURITIES LENDING COLLATERAL — (2.1%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund <br>| 68661796 | &nbsp;&nbsp; 794210991 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (Cost <br> $12,027,135,928)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (Cost <br> $12,027,135,928)^^ |  | &nbsp;&nbsp; $36979003558 |

---

As of July 31, 2025, U.S. Core Equity 1 Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp; 973 | 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; $305144548 | &nbsp;&nbsp;&nbsp;&nbsp; $310107263 | &nbsp;&nbsp;&nbsp;&nbsp; $4962715 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$305144548** | &nbsp;&nbsp; **$310107263** | &nbsp;&nbsp; **$4962715** |

---

------

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

**CONTINUED**

As of July 31, 2025, the value of Rule 144A securities amounted to $214,675 or 0.0% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Communication Services | &nbsp;&nbsp;&nbsp; $3116761823 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $3116761823 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | &nbsp;&nbsp;&nbsp; 3768954204 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3768954204 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | &nbsp;&nbsp;&nbsp; 2028741344 | &nbsp;&nbsp;&nbsp; $177335 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2028918679 |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy | &nbsp;&nbsp;&nbsp; 1612884795 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1612884795 |
| &nbsp;&nbsp;&nbsp;&nbsp; Financials | &nbsp;&nbsp;&nbsp; 6012060776 | &nbsp;&nbsp;&nbsp; 16964 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6012077740 |
| &nbsp;&nbsp;&nbsp;&nbsp; Health Care | &nbsp;&nbsp;&nbsp; 2923330350 | &nbsp;&nbsp;&nbsp; 8686 | &nbsp;&nbsp;&nbsp; $767992 | &nbsp;&nbsp;&nbsp; 2924107028 |
| &nbsp;&nbsp;&nbsp;&nbsp; Industrials | &nbsp;&nbsp;&nbsp; 4557214996 | &nbsp;&nbsp;&nbsp; 1074174 | &nbsp;&nbsp;&nbsp; 651 | &nbsp;&nbsp;&nbsp; 4558289821 |
| &nbsp;&nbsp;&nbsp;&nbsp; Information Technology | &nbsp;&nbsp;&nbsp; 9682031455 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9682031455 |
| &nbsp;&nbsp;&nbsp;&nbsp; Materials | &nbsp;&nbsp;&nbsp; 1046564931 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 43517 | &nbsp;&nbsp;&nbsp; 1046608448 |
| &nbsp;&nbsp;&nbsp;&nbsp; Real Estate | &nbsp;&nbsp;&nbsp; 122078367 | &nbsp;&nbsp;&nbsp; 35973 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 122114340 |
| &nbsp;&nbsp;&nbsp;&nbsp; Utilities | &nbsp;&nbsp;&nbsp; 981119407 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 981119407 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Information Technology | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1517 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1517 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; 330923310 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 330923310 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 794210991 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 794210991 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $36182665758 | &nbsp;&nbsp;&nbsp; $795525640 | &nbsp;&nbsp;&nbsp; $812,160˂˃ | &nbsp;&nbsp;&nbsp; $36979003558 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | &nbsp;&nbsp;&nbsp; 4962715 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4962715 |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; $4962715 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $4962715 |
| &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

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

---

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

---

------

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

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (97.3%) | COMMON STOCKS — (97.3%) | COMMON STOCKS — (97.3%) | COMMON STOCKS — (97.3%) |
| COMMUNICATION SERVICES — (8.6%) | COMMUNICATION SERVICES — (8.6%) | COMMUNICATION SERVICES — (8.6%) | COMMUNICATION SERVICES — (8.6%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Advantage <br> Solutions, Inc.<br>| 66962 | &nbsp;&nbsp; $91738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alphabet, Inc. <br> (GOOG US), <br> Class C<br>| 2468663 | &nbsp;&nbsp; 476106346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alphabet, Inc. <br> (GOOGL US), <br> Class A<br>| 2985266 | &nbsp;&nbsp; 572872545 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Altice USA, Inc., <br> Class A<br>| 63512 | &nbsp;&nbsp; 165131 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AMC Networks, <br> Inc., Class A<br>| 10194 | &nbsp;&nbsp; 61062 |
| \* | Angi, Inc. | 9203 | &nbsp;&nbsp; 149273 |
| \* | Anterix, Inc. | 18714 | &nbsp;&nbsp; 415638 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; AST SpaceMobile, <br> Inc.<br>| 22004 | &nbsp;&nbsp; 1169953 |
|  | AT&T, Inc. | 4278116 | &nbsp;&nbsp; 117263160 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Atlanta Braves <br> Holdings, Inc. <br> (2291915D US), <br> Class A<br>| 15333 | &nbsp;&nbsp; 722184 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atlanta Braves <br> Holdings, Inc. <br> (2292098D US), <br> Class C<br>| 48891 | &nbsp;&nbsp; 2178583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ATN International, <br> Inc.<br>| 13066 | &nbsp;&nbsp; 224082 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bandwidth, Inc., <br> Class A<br>| 41476 | &nbsp;&nbsp; 576931 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Boston Omaha <br> Corp., Class A<br>| 13096 | &nbsp;&nbsp; 176141 |
| \* | BuzzFeed, Inc. | 6350 | &nbsp;&nbsp; 13780 |
| # | Cable One, Inc. | 6929 | &nbsp;&nbsp; 886773 |
| \* | Cargurus, Inc. | 139163 | &nbsp;&nbsp; 4567330 |
| \* | Cars.com, Inc. | 113830 | &nbsp;&nbsp; 1464992 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Charter <br> Communications, <br> Inc., Class A<br>| 134422 | &nbsp;&nbsp; 36207910 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cinemark Holdings, <br> Inc.<br>| 270650 | &nbsp;&nbsp; 7272366 |
| \* | Cineverse Corp. | 573 | &nbsp;&nbsp; 2888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Comcast Corp., <br> Class A<br>| 3103081 | &nbsp;&nbsp; 103115382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CuriosityStream, <br> Inc.<br>| 4145 | &nbsp;&nbsp; 20103 |
| \* | DallasNews Corp. | 2509 | &nbsp;&nbsp; 37183 |
| \* | DHI Group, Inc. | 742657 | &nbsp;&nbsp; 1975468 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DoubleVerify <br> Holdings, Inc.<br>| 33631 | &nbsp;&nbsp; 515227 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; EchoStar Corp., <br> Class A<br>| 11830 | &nbsp;&nbsp; 385540 |
|  | Electronic Arts, Inc. | 117264 | &nbsp;&nbsp; 17881587 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Entravision <br> Communications <br> Corp., Class A<br>| 166630 | &nbsp;&nbsp; $368252 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EverQuote, Inc., <br> Class A<br>| 12709 | &nbsp;&nbsp; 312514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fox Corp. (FOX <br> US), Class B<br>| 241620 | &nbsp;&nbsp; 12356447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fox Corp. (FOXA <br> US), Class A<br>| 282235 | &nbsp;&nbsp; 15737424 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Frontier <br> Communications <br> Parent, Inc.<br>| 192646 | &nbsp;&nbsp; 7077814 |
| \* | fuboTV, Inc. | 551604 | &nbsp;&nbsp; 2195384 |
| \* | Gaia, Inc. | 6230 | &nbsp;&nbsp; 26166 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gambling.com <br> Group Ltd.<br>| 15145 | &nbsp;&nbsp; 160083 |
| \* | Gannett Co., Inc. | 145699 | &nbsp;&nbsp; 555113 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GCI Liberty, Inc. <br> (GLBKV US), <br> Class C<br>| 21734 | &nbsp;&nbsp; 722656 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GCI Liberty, Inc. <br> (GLIBA US), <br> Class A<br>| 3103 | &nbsp;&nbsp; 102523 |
|  | GDEV, Inc. | 329 | &nbsp;&nbsp; 4803 |
| \* | Gogo, Inc. | 30782 | &nbsp;&nbsp; 488203 |
|  | Gray Media, Inc. | 30907 | &nbsp;&nbsp; 139391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gray Media, Inc., <br> Class A<br>| 3160 | &nbsp;&nbsp; 33654 |
| \* | Harte Hanks, Inc. | 3652 | &nbsp;&nbsp; 12453 |
|  | IDT Corp., Class B | 153217 | &nbsp;&nbsp; 9026013 |
| #\* | IMAX Corp. | 67700 | &nbsp;&nbsp; 1745983 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Integral Ad Science <br> Holding Corp.<br>| 203779 | &nbsp;&nbsp; 1670988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Interpublic Group of <br> Cos., Inc.<br>| 686983 | &nbsp;&nbsp; 16899782 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Iridium <br> Communications, <br> Inc.<br>| 205255 | &nbsp;&nbsp; 5020537 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IZEA Worldwide, <br> Inc.<br>| 3176 | &nbsp;&nbsp; 11846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; John Wiley & Sons, <br> Inc. (WLY US), <br> Class A<br>| 54628 | &nbsp;&nbsp; 2108641 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Broadband <br> Corp. (LBRDA <br> US), Class A<br>| 15516 | &nbsp;&nbsp; 948493 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Broadband <br> Corp. (LBRDK <br> US), Class C<br>| 108671 | &nbsp;&nbsp; 6663706 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Global Ltd. <br> (LBTYA US), <br> Class A<br>| 181244 | &nbsp;&nbsp; 1816065 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Global Ltd. <br> (LBTYK US), <br> Class C<br>| 158100 | &nbsp;&nbsp; $1617363 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Latin <br> America Ltd. <br> (LILA US), <br> Class A<br>| 176997 | &nbsp;&nbsp; 1247829 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Latin <br> America Ltd. <br> (LILAK US), <br> Class C<br>| 67208 | &nbsp;&nbsp; 479865 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONA US), <br> Class A<br>| 3758 | &nbsp;&nbsp; 338671 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONK US), <br> Class C<br>| 189609 | &nbsp;&nbsp; 19027263 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media <br> Corp.-Liberty Live <br> (LLYVA US), <br> Class A<br>| 25309 | &nbsp;&nbsp; 2070276 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media <br> Corp.-Liberty Live <br> (LLYVK US), <br> Class C<br>| 69306 | &nbsp;&nbsp; 5837644 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lionsgate Studios <br> Corp.<br>| 440433 | &nbsp;&nbsp; 2607363 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Live Nation <br> Entertainment, <br> Inc.<br>| 129375 | &nbsp;&nbsp; 19108687 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lumen <br> Technologies, <br> Inc.<br>| 799317 | &nbsp;&nbsp; 3556961 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Madison Square <br> Garden <br> Entertainment <br> Corp.<br>| 49356 | &nbsp;&nbsp; 1865163 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Madison Square <br> Garden Sports <br> Corp.<br>| 15601 | &nbsp;&nbsp; 3152962 |
| #\* | Magnite, Inc. | 362636 | &nbsp;&nbsp; 8344254 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Marchex, Inc., <br> Class B<br>| 5061 | &nbsp;&nbsp; 9818 |
|  | Marcus Corp. | 49901 | &nbsp;&nbsp; 816879 |
|  | Match Group, Inc. | 201059 | &nbsp;&nbsp; 6890292 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MediaAlpha, Inc., <br> Class A<br>| 7237 | &nbsp;&nbsp; 72515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meta Platforms, <br> Inc., Class A<br>| 1230009 | &nbsp;&nbsp; 951338161 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Motorsport Games, <br> Inc., Class A<br>| 2155 | &nbsp;&nbsp; 6573 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National CineMedia, <br> Inc.<br>| 2681 | &nbsp;&nbsp; $12896 |
| \* | Netflix, Inc. | 78503 | &nbsp;&nbsp; 91016378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New York Times <br> Co., Class A<br>| 244766 | &nbsp;&nbsp; 12700908 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; News Corp. (NWS <br> US), Class B<br>| 260357 | &nbsp;&nbsp; 8701131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; News Corp. (NWSA <br> US), Class A<br>| 331342 | &nbsp;&nbsp; 9714947 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nexstar Media <br> Group, Inc.<br>| 85635 | &nbsp;&nbsp; 16023165 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, <br> Inc.<br>| 235693 | &nbsp;&nbsp; 16981681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Global <br> (PARA US), <br> Class B<br>| 160273 | &nbsp;&nbsp; 2014632 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Global <br> (PARAA US), <br> Class A<br>| 17062 | &nbsp;&nbsp; 325714 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pinterest, Inc., <br> Class A<br>| 369537 | &nbsp;&nbsp; 14264128 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PubMatic, Inc., <br> Class A<br>| 51512 | &nbsp;&nbsp; 618659 |
| \* | QuinStreet, Inc. | 57949 | &nbsp;&nbsp; 950943 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Reddit, Inc., <br> Class A<br>| 80533 | &nbsp;&nbsp; 12932794 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Reservoir Media, <br> Inc.<br>| 17174 | &nbsp;&nbsp; 136362 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ROBLOX Corp., <br> Class A<br>| 44101 | &nbsp;&nbsp; 6076677 |
| \* | Roku, Inc. | 88837 | &nbsp;&nbsp; 8364892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saga <br> Communications, <br> Inc., Class A<br>| 13087 | &nbsp;&nbsp; 164896 |
| # | Scholastic Corp. | 28978 | &nbsp;&nbsp; 714887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenandoah <br> Telecommunications <br> Co.<br>| 76389 | &nbsp;&nbsp; 1121391 |
| # | Shutterstock, Inc. | 60529 | &nbsp;&nbsp; 1159736 |
| # | Sinclair, Inc. | 82895 | &nbsp;&nbsp; 1198662 |
| \* | Skillz, Inc. | 3863 | &nbsp;&nbsp; 26771 |
| #\* | Snap, Inc., Class A | 296782 | &nbsp;&nbsp; 2798654 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sphere <br> Entertainment <br> Co.<br>| 56310 | &nbsp;&nbsp; 2424146 |
|  | Spok Holdings, Inc. | 39599 | &nbsp;&nbsp; 726246 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Spotify Technology <br> SA<br>| 15222 | &nbsp;&nbsp; 9537192 |
| #\* | Stagwell, Inc. | 94802 | &nbsp;&nbsp; 543215 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Starz Entertainment <br> Corp.<br>| 29360 | &nbsp;&nbsp; 427188 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sunrise <br> Communications <br> AG, ADR, <br> Class A<br>| 34341 | &nbsp;&nbsp; 1822133 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Take-Two <br> Interactive <br> Software, Inc.<br>| 39144 | &nbsp;&nbsp; $8718543 |
| \* | Teads Holding Co. | 6346 | &nbsp;&nbsp; 16055 |
| \* | TechTarget, Inc. | 59229 | &nbsp;&nbsp; 428818 |
|  | TEGNA, Inc. | 290924 | &nbsp;&nbsp; 4858431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telephone & Data <br> Systems, Inc.<br>| 171552 | &nbsp;&nbsp; 6697390 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Thryv Holdings, <br> Inc.<br>| 42953 | &nbsp;&nbsp; 565261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TKO Group <br> Holdings, Inc.<br>| 64527 | &nbsp;&nbsp; 10841181 |
|  | T-Mobile U.S., Inc. | 313468 | &nbsp;&nbsp; 74733906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Townsquare Media, <br> Inc., Class A<br>| 15039 | &nbsp;&nbsp; 103619 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Trade Desk, Inc., <br> Class A<br>| 45555 | &nbsp;&nbsp; 3961463 |
| \* | Travelzoo | 35466 | &nbsp;&nbsp; 354305 |
| #\* | TripAdvisor, Inc. | 118791 | &nbsp;&nbsp; 2077655 |
| \* | TrueCar, Inc. | 102248 | &nbsp;&nbsp; 187114 |
| #\* | U.S. Cellular Corp. | 66939 | &nbsp;&nbsp; 4881861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Verizon <br> Communications, <br> Inc.<br>| 2145202 | &nbsp;&nbsp; 91728838 |
| \* | Vimeo, Inc. | 246279 | &nbsp;&nbsp; 933397 |
|  | Walt Disney Co. | 653483 | &nbsp;&nbsp; 77836360 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Warner Bros <br> Discovery, Inc.<br>| 1421448 | &nbsp;&nbsp; 18720470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Warner Music <br> Group Corp., <br> Class A<br>| 48785 | &nbsp;&nbsp; 1427449 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; WideOpenWest, <br> Inc.<br>| 65912 | &nbsp;&nbsp; 222123 |
| \* | Yelp, Inc. | 64540 | &nbsp;&nbsp; 2222112 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zedge, Inc., <br> Class B<br>| 8399 | &nbsp;&nbsp; 33764 |
| #\* | Ziff Davis, Inc. | 78161 | &nbsp;&nbsp; 2432370 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ZoomInfo <br> Technologies, <br> Inc.<br>| 262034 | &nbsp;&nbsp; 2837828 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMUNICATION <br> SERVICES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMUNICATION <br> SERVICES |  | &nbsp;&nbsp; 3001434106 |
| CONSUMER DISCRETIONARY — (9.3%) | CONSUMER DISCRETIONARY — (9.3%) | CONSUMER DISCRETIONARY — (9.3%) | CONSUMER DISCRETIONARY — (9.3%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; 1-800-Flowers.com, <br> Inc., Class A<br>| 57442 | &nbsp;&nbsp; 339482 |
| \* | 1stdibs.com, Inc. | 8519 | &nbsp;&nbsp; 23512 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Abercrombie & <br> Fitch Co., <br> Class A<br>| 116159 | &nbsp;&nbsp; 11153587 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Academy Sports & <br> Outdoors, Inc.<br>| 82827 | &nbsp;&nbsp; 4206783 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Acushnet Holdings <br> Corp.<br>| 167733 | &nbsp;&nbsp; 13354901 |
| \* | Adient PLC | 98940 | &nbsp;&nbsp; 2121274 |
|  | ADT, Inc. | 953294 | &nbsp;&nbsp; 7960005 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adtalem Global <br> Education, Inc.<br>| 100289 | &nbsp;&nbsp; $11460024 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Advance Auto <br> Parts, Inc.<br>| 20601 | &nbsp;&nbsp; 1093295 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Airbnb, Inc., <br> Class A<br>| 60195 | &nbsp;&nbsp; 7970420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; A-Mark Precious <br> Metals, Inc.<br>| 33614 | &nbsp;&nbsp; 715306 |
| \* | Amazon.com, Inc. | 2925988 | &nbsp;&nbsp; 685003051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AMCON Distributing <br> Co.<br>| 1168 | &nbsp;&nbsp; 128468 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; American Axle & <br> Manufacturing <br> Holdings, Inc.<br>| 138632 | &nbsp;&nbsp; 616912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Eagle <br> Outfitters, Inc.<br>| 203152 | &nbsp;&nbsp; 2194042 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Outdoor <br> Brands, Inc.<br>| 29110 | &nbsp;&nbsp; 273925 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Public <br> Education, Inc.<br>| 32653 | &nbsp;&nbsp; 963917 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; America's Car-Mart, <br> Inc.<br>| 15306 | &nbsp;&nbsp; 689382 |
| \* | Aptiv PLC | 221983 | &nbsp;&nbsp; 15236913 |
|  | Aramark | 369099 | &nbsp;&nbsp; 15708853 |
| #\* | Arhaus, Inc. | 74942 | &nbsp;&nbsp; 656492 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ark Restaurants <br> Corp.<br>| 7366 | &nbsp;&nbsp; 63348 |
|  | Arko Corp. | 121831 | &nbsp;&nbsp; 508035 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asbury Automotive <br> Group, Inc.<br>| 35585 | &nbsp;&nbsp; 7904140 |
|  | Autoliv, Inc. | 152504 | &nbsp;&nbsp; 17011821 |
| \* | AutoNation, Inc. | 105335 | &nbsp;&nbsp; 20291734 |
| \* | AutoZone, Inc. | 4742 | &nbsp;&nbsp; 17869658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bassett Furniture <br> Industries, Inc.<br>| 18048 | &nbsp;&nbsp; 285519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bath & Body Works, <br> Inc.<br>| 125058 | &nbsp;&nbsp; 3621680 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beazer Homes <br> USA, Inc.<br>| 54852 | &nbsp;&nbsp; 1289022 |
|  | Best Buy Co., Inc. | 380018 | &nbsp;&nbsp; 24723971 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Biglari Holdings, <br> Inc. (BH US), <br> Class B<br>| 3496 | &nbsp;&nbsp; 1077887 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Biglari Holdings, <br> Inc. (BH/A US), <br> Class A<br>| 308 | &nbsp;&nbsp; 457688 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Birkenstock Holding <br> PLC<br>| 81239 | &nbsp;&nbsp; 4069262 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BJ's Restaurants, <br> Inc.<br>| 40972 | &nbsp;&nbsp; 1451638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bloomin' Brands, <br> Inc.<br>| 80126 | &nbsp;&nbsp; 729948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Booking Holdings, <br> Inc.<br>| 9330 | &nbsp;&nbsp; 51352880 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Boot Barn Holdings, <br> Inc.<br>| 46148 | &nbsp;&nbsp; 7932841 |
|  | BorgWarner, Inc. | 281963 | &nbsp;&nbsp; 10376238 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Boyd Gaming <br> Corp.<br>| 77977 | &nbsp;&nbsp; $6620247 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bright Horizons <br> Family Solutions, <br> Inc.<br>| 79480 | &nbsp;&nbsp; 8989188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brightstar Lottery <br> PLC<br>| 98836 | &nbsp;&nbsp; 1466726 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Brinker <br> International, Inc.<br>| 73032 | &nbsp;&nbsp; 11509843 |
| # | Brunswick Corp. | 81774 | &nbsp;&nbsp; 4766606 |
|  | Buckle, Inc. | 92598 | &nbsp;&nbsp; 4571563 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Build-A-Bear <br> Workshop, Inc.<br>| 29799 | &nbsp;&nbsp; 1511107 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Burlington Stores, <br> Inc.<br>| 58409 | &nbsp;&nbsp; 15943321 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Caesars <br> Entertainment, <br> Inc.<br>| 16788 | &nbsp;&nbsp; 447904 |
| # | Caleres, Inc. | 42661 | &nbsp;&nbsp; 585736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Camping World <br> Holdings, Inc., <br> Class A<br>| 61397 | &nbsp;&nbsp; 849735 |
| \* | CarMax, Inc. | 207851 | &nbsp;&nbsp; 11766445 |
| \* | Carnival Corp. | 998742 | &nbsp;&nbsp; 29732549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carriage Services, <br> Inc.<br>| 40374 | &nbsp;&nbsp; 1813600 |
|  | Carter's, Inc. | 55723 | &nbsp;&nbsp; 1350726 |
| \* | Carvana Co. | 50254 | &nbsp;&nbsp; 19607603 |
| #\* | Cava Group, Inc. | 22821 | &nbsp;&nbsp; 2008476 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cavco Industries, <br> Inc.<br>| 12787 | &nbsp;&nbsp; 5161728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Century <br> Communities, <br> Inc.<br>| 62604 | &nbsp;&nbsp; 3523979 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Champion Homes, <br> Inc.<br>| 93765 | &nbsp;&nbsp; 5710289 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cheesecake <br> Factory, Inc.<br>| 113900 | &nbsp;&nbsp; 7279349 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Chewy, Inc., <br> Class A<br>| 117319 | &nbsp;&nbsp; 4305607 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Chipotle Mexican <br> Grill, Inc.<br>| 581865 | &nbsp;&nbsp; 24950371 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Choice Hotels <br> International, Inc.<br>| 75521 | &nbsp;&nbsp; 9644787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Churchill Downs, <br> Inc.<br>| 84973 | &nbsp;&nbsp; 9095510 |
| \* | Citi Trends, Inc. | 12494 | &nbsp;&nbsp; 381317 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Columbia <br> Sportswear Co.<br>| 132603 | &nbsp;&nbsp; 7501352 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ContextLogic, Inc., <br> Class A<br>| 7343 | &nbsp;&nbsp; 54999 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cooper-Standard <br> Holdings, Inc.<br>| 6651 | &nbsp;&nbsp; 160289 |
| \* | Coupang, Inc. | 425489 | &nbsp;&nbsp; 12522141 |
| \* | Coursera, Inc. | 149556 | &nbsp;&nbsp; 1890388 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cracker Barrel Old <br> Country Store, <br> Inc.<br>| 41494 | &nbsp;&nbsp; $2572628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cricut, Inc., <br> Class A<br>| 9144 | &nbsp;&nbsp; 44806 |
| #\* | Crocs, Inc. | 67167 | &nbsp;&nbsp; 6698565 |
|  | Crown Crafts, Inc. | 3959 | &nbsp;&nbsp; 11046 |
| \* | Culp, Inc. | 17123 | &nbsp;&nbsp; 72773 |
|  | Dana, Inc. | 245077 | &nbsp;&nbsp; 3901626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Darden <br> Restaurants, Inc.<br>| 148609 | &nbsp;&nbsp; 29969977 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Dave & Buster's <br> Entertainment, <br> Inc.<br>| 41532 | &nbsp;&nbsp; 1214396 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Deckers Outdoor <br> Corp.<br>| 116360 | &nbsp;&nbsp; 12353941 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Designer Brands, <br> Inc., Class A<br>| 47506 | &nbsp;&nbsp; 133967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dick's Sporting <br> Goods, Inc.<br>| 114739 | &nbsp;&nbsp; 24268446 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dillard's, Inc., <br> Class A<br>| 19364 | &nbsp;&nbsp; 9041633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dine Brands Global, <br> Inc.<br>| 2105 | &nbsp;&nbsp; 47594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Domino's Pizza, <br> Inc.<br>| 19533 | &nbsp;&nbsp; 9047881 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DoorDash, Inc., <br> Class A<br>| 95377 | &nbsp;&nbsp; 23868094 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dorman Products, <br> Inc.<br>| 46023 | &nbsp;&nbsp; 5551294 |
|  | DR Horton, Inc. | 172270 | &nbsp;&nbsp; 24607047 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DraftKings, Inc., <br> Class A<br>| 153846 | &nbsp;&nbsp; 6929224 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Dream Finders <br> Homes, Inc., <br> Class A<br>| 19456 | &nbsp;&nbsp; 492626 |
| \* | Duolingo, Inc. | 16346 | &nbsp;&nbsp; 5664706 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dutch Bros, Inc., <br> Class A<br>| 48913 | &nbsp;&nbsp; 2899074 |
|  | eBay, Inc. | 569716 | &nbsp;&nbsp; 52271443 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; El Pollo Loco <br> Holdings, Inc.<br>| 58397 | &nbsp;&nbsp; 601489 |
|  | Escalade, Inc. | 37461 | &nbsp;&nbsp; 460396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ethan Allen <br> Interiors, Inc.<br>| 45965 | &nbsp;&nbsp; 1368378 |
| \* | Etsy, Inc. | 77161 | &nbsp;&nbsp; 4496172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Expedia Group, <br> Inc.<br>| 89777 | &nbsp;&nbsp; 16179611 |
| \* | Figs, Inc., Class A | 273491 | &nbsp;&nbsp; 1777692 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; First Watch <br> Restaurant <br> Group, Inc.<br>| 52859 | &nbsp;&nbsp; 913932 |
| \* | Five Below, Inc. | 87336 | &nbsp;&nbsp; 11923111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flanigan's <br> Enterprises, Inc.<br>| 2891 | &nbsp;&nbsp; 92512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flexsteel Industries, <br> Inc.<br>| 16740 | &nbsp;&nbsp; 569327 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Floor & Decor <br> Holdings, Inc., <br> Class A<br>| 109958 | &nbsp;&nbsp; $8427181 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Flutter <br> Entertainment <br> PLC<br>| 61771 | &nbsp;&nbsp; 18670903 |
| \* | Foot Locker, Inc. | 112096 | &nbsp;&nbsp; 2806884 |
|  | Ford Motor Co. | 2803426 | &nbsp;&nbsp; 31033926 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fox Factory Holding <br> Corp.<br>| 75503 | &nbsp;&nbsp; 2293026 |
| \* | Frontdoor, Inc. | 108748 | &nbsp;&nbsp; 6361758 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Full House Resorts, <br> Inc.<br>| 23954 | &nbsp;&nbsp; 109709 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Funko, Inc., <br> Class A<br>| 72610 | &nbsp;&nbsp; 278822 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; GameStop Corp., <br> Class A<br>| 4379 | &nbsp;&nbsp; 98309 |
|  | Gap, Inc. | 478751 | &nbsp;&nbsp; 9316494 |
|  | Garmin Ltd. | 160683 | &nbsp;&nbsp; 35151013 |
|  | Garrett Motion, Inc. | 154984 | &nbsp;&nbsp; 2020991 |
|  | General Motors Co. | 1015788 | &nbsp;&nbsp; 54182132 |
| \* | Genesco, Inc. | 17074 | &nbsp;&nbsp; 410800 |
|  | Gentex Corp. | 446355 | &nbsp;&nbsp; 11792699 |
| \* | Gentherm, Inc. | 46595 | &nbsp;&nbsp; 1492904 |
|  | Genuine Parts Co. | 178648 | &nbsp;&nbsp; 23024154 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; G-III Apparel Group <br> Ltd.<br>| 116499 | &nbsp;&nbsp; 2749376 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Global Business <br> Travel Group I<br>| 4838 | &nbsp;&nbsp; 31108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Graham Holdings <br> Co., Class B<br>| 7504 | &nbsp;&nbsp; 7160167 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grand Canyon <br> Education, Inc.<br>| 52567 | &nbsp;&nbsp; 8864373 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Green Brick <br> Partners, Inc.<br>| 24451 | &nbsp;&nbsp; 1514495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Group 1 <br> Automotive, Inc.<br>| 23413 | &nbsp;&nbsp; 9649668 |
|  | Guess?, Inc. | 60784 | &nbsp;&nbsp; 790192 |
|  | H&R Block, Inc. | 159291 | &nbsp;&nbsp; 8655873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hamilton Beach <br> Brands Holding <br> Co., Class A<br>| 17801 | &nbsp;&nbsp; 277162 |
| \* | Hanesbrands, Inc. | 445086 | &nbsp;&nbsp; 1820402 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Harley-Davidson, <br> Inc.<br>| 145663 | &nbsp;&nbsp; 3543981 |
|  | Hasbro, Inc. | 179826 | &nbsp;&nbsp; 13515722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haverty Furniture <br> Cos., Inc. (HVT <br> US)<br>| 17885 | &nbsp;&nbsp; 368968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haverty Furniture <br> Cos., Inc. (HVT/A <br> US), Class A<br>| 2523 | &nbsp;&nbsp; 52150 |
| #\* | Helen of Troy Ltd. | 32388 | &nbsp;&nbsp; 711888 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Hilton Grand <br> Vacations, Inc.<br>| 111723 | &nbsp;&nbsp; 5007425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hilton Worldwide <br> Holdings, Inc.<br>| 86401 | &nbsp;&nbsp; 23162380 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Home Depot, Inc. | 537332 | &nbsp;&nbsp; $197474883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hooker Furnishings <br> Corp.<br>| 21195 | &nbsp;&nbsp; 200293 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hovnanian <br> Enterprises, Inc., <br> Class A<br>| 300 | &nbsp;&nbsp; 35841 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hyatt Hotels Corp., <br> Class A<br>| 43346 | &nbsp;&nbsp; 6110486 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Installed Building <br> Products, Inc.<br>| 49986 | &nbsp;&nbsp; 10111668 |
|  | J Jill, Inc. | 3140 | &nbsp;&nbsp; 49235 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Jack in the Box, <br> Inc.<br>| 8 | &nbsp;&nbsp; 158 |
|  | JAKKS Pacific, Inc. | 6158 | &nbsp;&nbsp; 109058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jerash Holdings <br> U.S., Inc.<br>| 3471 | &nbsp;&nbsp; 11697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Outdoors, <br> Inc., Class A<br>| 21439 | &nbsp;&nbsp; 711775 |
|  | KB Home | 157600 | &nbsp;&nbsp; 8708976 |
| # | Kohl's Corp. | 119716 | &nbsp;&nbsp; 1297721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kontoor Brands, <br> Inc.<br>| 75714 | &nbsp;&nbsp; 4214241 |
| \* | Koss Corp. | 2964 | &nbsp;&nbsp; 15650 |
| # | Krispy Kreme, Inc. | 66243 | &nbsp;&nbsp; 239800 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Kura Sushi USA, <br> Inc., Class A<br>| 4648 | &nbsp;&nbsp; 407816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lakeland Industries, <br> Inc.<br>| 25578 | &nbsp;&nbsp; 355790 |
| #\* | Lands' End, Inc. | 43011 | &nbsp;&nbsp; 504519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Las Vegas Sands <br> Corp.<br>| 137235 | &nbsp;&nbsp; 7191114 |
| \* | Latham Group, Inc. | 9398 | &nbsp;&nbsp; 63718 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Laureate Education, <br> Inc.<br>| 172370 | &nbsp;&nbsp; 3895562 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Lazare Kaplan <br> International, Inc.<br>| 3667 | &nbsp;&nbsp; 0 |
|  | La-Z-Boy, Inc. | 95020 | &nbsp;&nbsp; 3417869 |
| # | LCI Industries | 45682 | &nbsp;&nbsp; 4339790 |
|  | Lear Corp. | 75971 | &nbsp;&nbsp; 7163306 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Legacy Housing <br> Corp.<br>| 9372 | &nbsp;&nbsp; 209745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leggett & Platt, <br> Inc.<br>| 43118 | &nbsp;&nbsp; 411777 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lennar Corp. (LEN <br> US), Class A<br>| 264168 | &nbsp;&nbsp; 29634366 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lennar Corp. <br> (LENB US), <br> Class B<br>| 24263 | &nbsp;&nbsp; 2600508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Levi Strauss & Co., <br> Class A<br>| 102628 | &nbsp;&nbsp; 2020745 |
| \* | LGI Homes, Inc. | 46257 | &nbsp;&nbsp; 2464110 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Life Time Group <br> Holdings, Inc.<br>| 222314 | &nbsp;&nbsp; 6384858 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lifetime Brands, <br> Inc.<br>| 42821 | &nbsp;&nbsp; 188412 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Light & Wonder, <br> Inc.<br>| 120879 | &nbsp;&nbsp; 11643065 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lincoln Educational <br> Services Corp.<br>| 57350 | &nbsp;&nbsp; $1311595 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lindblad <br> Expeditions <br> Holdings, Inc.<br>| 11010 | &nbsp;&nbsp; 131570 |
|  | Lithia Motors, Inc. | 47496 | &nbsp;&nbsp; 13678848 |
| # | LKQ Corp. | 331277 | &nbsp;&nbsp; 9762733 |
| \* | Lovesac Co. | 23575 | &nbsp;&nbsp; 424586 |
|  | Lowe's Cos., Inc. | 85813 | &nbsp;&nbsp; 19185212 |
| #\* | Lucid Group, Inc. | 2014230 | &nbsp;&nbsp; 4955006 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lululemon Athletica, <br> Inc.<br>| 101730 | &nbsp;&nbsp; 20399917 |
| \* | M/I Homes, Inc. | 28770 | &nbsp;&nbsp; 3457866 |
|  | Macy's, Inc. | 318480 | &nbsp;&nbsp; 4022402 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Malibu Boats, Inc., <br> Class A<br>| 48636 | &nbsp;&nbsp; 1620065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marine Products <br> Corp.<br>| 34135 | &nbsp;&nbsp; 293220 |
| \* | MarineMax, Inc. | 28092 | &nbsp;&nbsp; 637127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marriott <br> International, Inc., <br> Class A<br>| 52937 | &nbsp;&nbsp; 13966369 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Marriott Vacations <br> Worldwide Corp.<br>| 49356 | &nbsp;&nbsp; 3675541 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MasterCraft Boat <br> Holdings, Inc.<br>| 24198 | &nbsp;&nbsp; 467989 |
| \* | Mattel, Inc. | 409909 | &nbsp;&nbsp; 6972552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matthews <br> International <br> Corp., Class A<br>| 3206 | &nbsp;&nbsp; 75309 |
|  | McDonald's Corp. | 153898 | &nbsp;&nbsp; 46180173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meritage Homes <br> Corp.<br>| 130018 | &nbsp;&nbsp; 8755412 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MGM Resorts <br> International<br>| 257788 | &nbsp;&nbsp; 9396373 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Mister Car Wash, <br> Inc.<br>| 106040 | &nbsp;&nbsp; 612381 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mobileye Global, <br> Inc., Class A<br>| 54929 | &nbsp;&nbsp; 782189 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Modine <br> Manufacturing <br> Co.<br>| 97399 | &nbsp;&nbsp; 13106009 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mohawk Industries, <br> Inc.<br>| 79020 | &nbsp;&nbsp; 9048580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Monarch Casino & <br> Resort, Inc.<br>| 6743 | &nbsp;&nbsp; 694259 |
| # | Monro, Inc. | 39545 | &nbsp;&nbsp; 557387 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Motorcar Parts of <br> America, Inc.<br>| 39391 | &nbsp;&nbsp; 408485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Movado Group, <br> Inc.<br>| 22091 | &nbsp;&nbsp; 342631 |
|  | Murphy USA, Inc. | 29808 | &nbsp;&nbsp; 10804804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nathan's Famous, <br> Inc.<br>| 7929 | &nbsp;&nbsp; 753255 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Vision <br> Holdings, Inc.<br>| 28519 | &nbsp;&nbsp; 691871 |
|  | Newell Brands, Inc. | 424562 | &nbsp;&nbsp; 2381793 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| # | NIKE, Inc., Class B | 377528 | &nbsp;&nbsp; $28197566 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Norwegian Cruise <br> Line Holdings <br> Ltd.<br>| 583336 | &nbsp;&nbsp; 14910068 |
| \* | NVR, Inc. | 3752 | &nbsp;&nbsp; 28325687 |
| \* | ODP Corp. | 40942 | &nbsp;&nbsp; 730405 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ollie's Bargain <br> Outlet Holdings, <br> Inc.<br>| 112120 | &nbsp;&nbsp; 15318956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OneSpaWorld <br> Holdings Ltd.<br>| 154908 | &nbsp;&nbsp; 3426565 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; OneWater Marine, <br> Inc., Class A<br>| 17737 | &nbsp;&nbsp; 272086 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; O'Reilly Automotive, <br> Inc.<br>| 128944 | &nbsp;&nbsp; 12677774 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Oxford Industries, <br> Inc.<br>| 18801 | &nbsp;&nbsp; 717822 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Papa John's <br> International, Inc.<br>| 44007 | &nbsp;&nbsp; 1866337 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Patrick Industries, <br> Inc.<br>| 71774 | &nbsp;&nbsp; 6979304 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Penn <br> Entertainment, <br> Inc.<br>| 100413 | &nbsp;&nbsp; 1813459 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Penske Automotive <br> Group, Inc.<br>| 162668 | &nbsp;&nbsp; 27232250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Perdoceo Education <br> Corp.<br>| 174842 | &nbsp;&nbsp; 5031953 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Petco Health & <br> Wellness Co., <br> Inc.<br>| 174718 | &nbsp;&nbsp; 525901 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PetMed Express, <br> Inc.<br>| 4547 | &nbsp;&nbsp; 14187 |
|  | Phinia, Inc. | 72049 | &nbsp;&nbsp; 3652884 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Planet Fitness, Inc., <br> Class A<br>| 114412 | &nbsp;&nbsp; 12492646 |
| # | Polaris, Inc. | 65888 | &nbsp;&nbsp; 3486134 |
| # | Pool Corp. | 42966 | &nbsp;&nbsp; 13239543 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Portillo's, Inc., <br> Class A<br>| 76744 | &nbsp;&nbsp; 764370 |
| \* | Potbelly Corp. | 1410 | &nbsp;&nbsp; 16962 |
|  | PulteGroup, Inc. | 266045 | &nbsp;&nbsp; 30041801 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pursuit Attractions & <br> Hospitality, Inc.<br>| 35330 | &nbsp;&nbsp; 1068379 |
| # | PVH Corp. | 62141 | &nbsp;&nbsp; 4562392 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; QuantumScape <br> Corp.<br>| 435370 | &nbsp;&nbsp; 3744182 |
|  | Ralph Lauren Corp. | 58151 | &nbsp;&nbsp; 17372611 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rave Restaurant <br> Group, Inc.<br>| 478 | &nbsp;&nbsp; 1439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RCI Hospitality <br> Holdings, Inc.<br>| 15909 | &nbsp;&nbsp; 570020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Red Rock Resorts, <br> Inc., Class A<br>| 105513 | &nbsp;&nbsp; 6473223 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Revolve Group, <br> Inc.<br>| 73095 | &nbsp;&nbsp; 1516721 |
| \* | RH | 30257 | &nbsp;&nbsp; 6221444 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Rivian Automotive, <br> Inc., Class A<br>| 937896 | &nbsp;&nbsp; $12070722 |
|  | Rocky Brands, Inc. | 14995 | &nbsp;&nbsp; 392269 |
|  | Ross Stores, Inc. | 289412 | &nbsp;&nbsp; 39516315 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Royal Caribbean <br> Cruises Ltd.<br>| 200378 | &nbsp;&nbsp; 63694155 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rush Street <br> Interactive, Inc.<br>| 24960 | &nbsp;&nbsp; 503194 |
| \* | Sabre Corp. | 110693 | &nbsp;&nbsp; 335400 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sally Beauty <br> Holdings, Inc.<br>| 124952 | &nbsp;&nbsp; 1217033 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Savers Value <br> Village, Inc.<br>| 10839 | &nbsp;&nbsp; 112834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Service Corp. <br> International<br>| 282522 | &nbsp;&nbsp; 21559254 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shake Shack, Inc., <br> Class A<br>| 28525 | &nbsp;&nbsp; 3432699 |
| #\* | SharkNinja, Inc. | 84497 | &nbsp;&nbsp; 9810102 |
| # | Shoe Carnival, Inc. | 49480 | &nbsp;&nbsp; 1012361 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Signet Jewelers <br> Ltd.<br>| 131114 | &nbsp;&nbsp; 10371117 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Skechers USA, Inc., <br> Class A<br>| 234643 | &nbsp;&nbsp; 14841170 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sleep Number <br> Corp.<br>| 38743 | &nbsp;&nbsp; 283986 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Smith & Wesson <br> Brands, Inc.<br>| 74284 | &nbsp;&nbsp; 590558 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Soho House & Co., <br> Inc.<br>| 5424 | &nbsp;&nbsp; 34442 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Somnigroup <br> International, Inc.<br>| 317043 | &nbsp;&nbsp; 22947572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sonic Automotive, <br> Inc., Class A<br>| 50080 | &nbsp;&nbsp; 3623288 |
| \* | Sonos, Inc. | 81909 | &nbsp;&nbsp; 885436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standard Motor <br> Products, Inc.<br>| 39787 | &nbsp;&nbsp; 1207933 |
|  | Starbucks Corp. | 218009 | &nbsp;&nbsp; 19437682 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Steven Madden <br> Ltd.<br>| 115876 | &nbsp;&nbsp; 2781603 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Stitch Fix, Inc., <br> Class A<br>| 120199 | &nbsp;&nbsp; 568541 |
| \* | Stoneridge, Inc. | 44097 | &nbsp;&nbsp; 339547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Strategic Education, <br> Inc.<br>| 63278 | &nbsp;&nbsp; 4691747 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Strattec Security <br> Corp.<br>| 6666 | &nbsp;&nbsp; 423024 |
| #\* | Stride, Inc. | 134616 | &nbsp;&nbsp; 17261810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sturm Ruger & Co., <br> Inc.<br>| 15185 | &nbsp;&nbsp; 518720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Superior Group of <br> Cos., Inc.<br>| 44530 | &nbsp;&nbsp; 429715 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sweetgreen, Inc., <br> Class A<br>| 111889 | &nbsp;&nbsp; 1441130 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sypris Solutions, <br> Inc.<br>| 1331 | &nbsp;&nbsp; 2502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tandy Leather <br> Factory, Inc.<br>| 825 | &nbsp;&nbsp; 2904 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Tapestry, Inc. | 323864 | &nbsp;&nbsp; $34987028 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Target Hospitality <br> Corp.<br>| 8237 | &nbsp;&nbsp; 62519 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taylor Morrison <br> Home Corp.<br>| 276729 | &nbsp;&nbsp; 16404495 |
| \* | Tesla, Inc. | 278447 | &nbsp;&nbsp; 85836857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texas Roadhouse, <br> Inc.<br>| 88442 | &nbsp;&nbsp; 16373267 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Thor Industries, <br> Inc.<br>| 65103 | &nbsp;&nbsp; 5923722 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tile Shop Holdings, <br> Inc.<br>| 94249 | &nbsp;&nbsp; 594711 |
| #\* | Tilly's, Inc., Class A | 51953 | &nbsp;&nbsp; 92996 |
|  | TJX Cos., Inc. | 606201 | &nbsp;&nbsp; 75490211 |
|  | Toll Brothers, Inc. | 196569 | &nbsp;&nbsp; 23265907 |
| #\* | TopBuild Corp. | 68601 | &nbsp;&nbsp; 25411868 |
| # | Tractor Supply Co. | 477200 | &nbsp;&nbsp; 27176540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Travel & Leisure <br> Co.<br>| 74134 | &nbsp;&nbsp; 4392440 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tri Pointe Homes, <br> Inc.<br>| 164270 | &nbsp;&nbsp; 5059516 |
| \* | Ulta Beauty, Inc. | 55091 | &nbsp;&nbsp; 28372416 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Under Armour, Inc. <br> (UA US), <br> Class C<br>| 318034 | &nbsp;&nbsp; 2003614 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Under Armour, Inc. <br> (UAA US), <br> Class A<br>| 221270 | &nbsp;&nbsp; 1469233 |
| \* | Unifi, Inc. | 23073 | &nbsp;&nbsp; 104751 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; United Parks & <br> Resorts, Inc.<br>| 94870 | &nbsp;&nbsp; 4490197 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Universal <br> Electronics, Inc.<br>| 1852 | &nbsp;&nbsp; 11242 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Universal Technical <br> Institute, Inc.<br>| 86008 | &nbsp;&nbsp; 2771178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Upbound Group, <br> Inc.<br>| 98356 | &nbsp;&nbsp; 2029576 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Urban Outfitters, <br> Inc.<br>| 244921 | &nbsp;&nbsp; 18437653 |
| # | Vail Resorts, Inc. | 51841 | &nbsp;&nbsp; 7789629 |
| #\* | Valvoline, Inc. | 228066 | &nbsp;&nbsp; 8039327 |
| \* | Vera Bradley, Inc. | 44423 | &nbsp;&nbsp; 85736 |
| # | VF Corp. | 218822 | &nbsp;&nbsp; 2564594 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Victoria's Secret & <br> Co.<br>| 136643 | &nbsp;&nbsp; 2568888 |
| \* | Visteon Corp. | 55214 | &nbsp;&nbsp; 6137036 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Warby Parker, Inc., <br> Class A<br>| 177922 | &nbsp;&nbsp; 4261232 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Wayfair, Inc., <br> Class A<br>| 17399 | &nbsp;&nbsp; 1142070 |
|  | Wendy's Co. | 449620 | &nbsp;&nbsp; 4428757 |
|  | Weyco Group, Inc. | 21135 | &nbsp;&nbsp; 614606 |
| # | Whirlpool Corp. | 54663 | &nbsp;&nbsp; 4539216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Williams-Sonoma, <br> Inc.<br>| 199348 | &nbsp;&nbsp; 37288043 |
| # | Wingstop, Inc. | 21362 | &nbsp;&nbsp; 8060737 |
|  | Winmark Corp. | 3000 | &nbsp;&nbsp; 1132260 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Winnebago <br> Industries, Inc.<br>| 51920 | &nbsp;&nbsp; $1543062 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Wolverine World <br> Wide, Inc.<br>| 52666 | &nbsp;&nbsp; 1189198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wyndham Hotels & <br> Resorts, Inc.<br>| 107800 | &nbsp;&nbsp; 9270800 |
|  | Wynn Resorts Ltd. | 30474 | &nbsp;&nbsp; 3322580 |
| \*Ω | XPEL, Inc. | 8353 | &nbsp;&nbsp; 273060 |
| \* | YETI Holdings, Inc. | 96844 | &nbsp;&nbsp; 3558049 |
|  | Yum! Brands, Inc. | 108530 | &nbsp;&nbsp; 15644600 |
| \* | Zumiez, Inc. | 24503 | &nbsp;&nbsp; 335936 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> DISCRETIONARY |  | &nbsp;&nbsp; 3259903027 |
| CONSUMER STAPLES — (5.3%) | CONSUMER STAPLES — (5.3%) | CONSUMER STAPLES — (5.3%) | CONSUMER STAPLES — (5.3%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Albertsons Cos., <br> Inc., Class A<br>| 449059 | &nbsp;&nbsp; 8630914 |
|  | Alico, Inc. | 17042 | &nbsp;&nbsp; 550116 |
|  | Altria Group, Inc. | 377456 | &nbsp;&nbsp; 23379625 |
|  | Andersons, Inc. | 61883 | &nbsp;&nbsp; 2222837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Archer-Daniels-Midland <br> Co.<br>| 210081 | &nbsp;&nbsp; 11382189 |
|  | B&G Foods, Inc. | 65915 | &nbsp;&nbsp; 270251 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BellRing Brands, <br> Inc.<br>| 139061 | &nbsp;&nbsp; 7589949 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BJ's Wholesale <br> Club Holdings, <br> Inc.<br>| 239975 | &nbsp;&nbsp; 25413352 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Boston Beer Co., <br> Inc. , Class A<br>| 14839 | &nbsp;&nbsp; 3072860 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bridgford Foods <br> Corp.<br>| 11491 | &nbsp;&nbsp; 87447 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Brown-Forman <br> Corp. (BF/A US), <br> Class A<br>| 54390 | &nbsp;&nbsp; 1557730 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Brown-Forman <br> Corp. (BFB US), <br> Class B<br>| 231870 | &nbsp;&nbsp; 6689449 |
|  | Bunge Global SA | 234960 | &nbsp;&nbsp; 18740410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Calavo Growers, <br> Inc.<br>| 31186 | &nbsp;&nbsp; 820192 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cal-Maine Foods, <br> Inc.<br>| 90674 | &nbsp;&nbsp; 10077508 |
| # | Campbell's Co. | 382586 | &nbsp;&nbsp; 12212145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Casey's General <br> Stores, Inc.<br>| 48518 | &nbsp;&nbsp; 25235667 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Celsius Holdings, <br> Inc.<br>| 30351 | &nbsp;&nbsp; 1376114 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Central Garden & <br> Pet Co. (CENT <br> US)<br>| 36639 | &nbsp;&nbsp; 1429654 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Central Garden & <br> Pet Co. (CENTA <br> US), Class A<br>| 136866 | &nbsp;&nbsp; 4861480 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Chefs' Warehouse, <br> Inc.<br>| 61367 | &nbsp;&nbsp; 4207322 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Church & Dwight <br> Co., Inc.<br>| 215963 | &nbsp;&nbsp; $20250851 |
|  | Clorox Co. | 96077 | &nbsp;&nbsp; 12063428 |
|  | Coca-Cola Co. | 2176890 | &nbsp;&nbsp; 147789062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola <br> Consolidated, <br> Inc.<br>| 133090 | &nbsp;&nbsp; 14872807 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Coffee Holding Co., <br> Inc.<br>| 3583 | &nbsp;&nbsp; 14726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Colgate-Palmolive <br> Co.<br>| 251235 | &nbsp;&nbsp; 21066055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Conagra Brands, <br> Inc.<br>| 536989 | &nbsp;&nbsp; 9805419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Constellation <br> Brands, Inc., <br> Class A<br>| 100405 | &nbsp;&nbsp; 16771651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Costco Wholesale <br> Corp.<br>| 105983 | &nbsp;&nbsp; 99585866 |
| \* | Coty, Inc., Class A | 343373 | &nbsp;&nbsp; 1665359 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Darling Ingredients, <br> Inc.<br>| 257402 | &nbsp;&nbsp; 8334677 |
|  | Dole PLC | 45770 | &nbsp;&nbsp; 651765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dollar General <br> Corp.<br>| 169894 | &nbsp;&nbsp; 17821881 |
| \* | Dollar Tree, Inc. | 214140 | &nbsp;&nbsp; 24315597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Edgewell Personal <br> Care Co.<br>| 59673 | &nbsp;&nbsp; 1505550 |
| \* | elf Beauty, Inc. | 18731 | &nbsp;&nbsp; 2270010 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Energizer Holdings, <br> Inc.<br>| 50278 | &nbsp;&nbsp; 1132261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Estee Lauder Cos., <br> Inc., Class A<br>| 44234 | &nbsp;&nbsp; 4128802 |
| \* | FitLife Brands, Inc. | 600 | &nbsp;&nbsp; 7500 |
|  | Flowers Foods, Inc. | 265739 | &nbsp;&nbsp; 4211963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fresh Del Monte <br> Produce, Inc.<br>| 88961 | &nbsp;&nbsp; 3344044 |
| \*» | Fresh Market, Inc. | 18803 | &nbsp;&nbsp; 0 |
| \* | Freshpet, Inc. | 47808 | &nbsp;&nbsp; 3266243 |
|  | General Mills, Inc. | 313240 | &nbsp;&nbsp; 15342495 |
| \* | Herbalife Ltd. | 84000 | &nbsp;&nbsp; 772800 |
| # | Hershey Co. | 140242 | &nbsp;&nbsp; 26103243 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HF Foods Group, <br> Inc.<br>| 9203 | &nbsp;&nbsp; 24940 |
| \* | Honest Co., Inc. | 144289 | &nbsp;&nbsp; 665172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hormel Foods <br> Corp.<br>| 432386 | &nbsp;&nbsp; 12145723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ingles Markets, Inc., <br> Class A<br>| 34738 | &nbsp;&nbsp; 2186062 |
|  | Ingredion, Inc. | 126659 | &nbsp;&nbsp; 16660725 |
| # | Interparfums, Inc. | 48456 | &nbsp;&nbsp; 5843794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J&J Snack Foods <br> Corp.<br>| 35216 | &nbsp;&nbsp; 3975534 |
|  | J.M. Smucker Co. | 96558 | &nbsp;&nbsp; 10364536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; John B Sanfilippo & <br> Son, Inc.<br>| 12205 | &nbsp;&nbsp; 772699 |
|  | Kenvue, Inc. | 1694718 | &nbsp;&nbsp; 36334754 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keurig Dr. Pepper, <br> Inc.<br>| 570986 | &nbsp;&nbsp; $18642693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kimberly-Clark <br> Corp.<br>| 188468 | &nbsp;&nbsp; 23486882 |
| # | Kraft Heinz Co. | 577245 | &nbsp;&nbsp; 15851148 |
|  | Kroger Co. | 1280416 | &nbsp;&nbsp; 89757162 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Laird Superfood, <br> Inc.<br>| 4842 | &nbsp;&nbsp; 33652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lamb Weston <br> Holdings, Inc.<br>| 107112 | &nbsp;&nbsp; 6112882 |
| # | Lifevantage Corp. | 21105 | &nbsp;&nbsp; 264868 |
| \* | Lifeway Foods, Inc. | 25136 | &nbsp;&nbsp; 633930 |
|  | Limoneira Co. | 25559 | &nbsp;&nbsp; 375206 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mama's Creations, <br> Inc.<br>| 9034 | &nbsp;&nbsp; 74621 |
| \* | Mannatech, Inc. | 867 | &nbsp;&nbsp; 7109 |
| \* | Maplebear, Inc. | 70505 | &nbsp;&nbsp; 3382125 |
|  | Marzetti Co. | 41585 | &nbsp;&nbsp; 7392150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; McCormick & Co., <br> Inc. (MKC US)<br>| 224329 | &nbsp;&nbsp; 15844357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; McCormick & Co., <br> Inc. (MKC/V US)<br>| 6660 | &nbsp;&nbsp; 471128 |
| \* | Medifast, Inc. | 18745 | &nbsp;&nbsp; 258119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MGP Ingredients, <br> Inc.<br>| 32848 | &nbsp;&nbsp; 928941 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mission Produce, <br> Inc.<br>| 73192 | &nbsp;&nbsp; 903189 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Molson Coors <br> Beverage Co., <br> Class B<br>| 183777 | &nbsp;&nbsp; 8953615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mondelez <br> International, Inc., <br> Class A<br>| 545190 | &nbsp;&nbsp; 35268341 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Monster Beverage <br> Corp.<br>| 614424 | &nbsp;&nbsp; 36097410 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; National Beverage <br> Corp.<br>| 126226 | &nbsp;&nbsp; 5783675 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Natural Alternatives <br> International, Inc.<br>| 16603 | &nbsp;&nbsp; 60601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Natural Grocers by <br> Vitamin Cottage, <br> Inc.<br>| 60510 | &nbsp;&nbsp; 2292724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Natural Health <br> Trends Corp.<br>| 2025 | &nbsp;&nbsp; 9437 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nature's Sunshine <br> Products, Inc.<br>| 53859 | &nbsp;&nbsp; 754565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oil-Dri Corp. of <br> America<br>| 26740 | &nbsp;&nbsp; 1508136 |
|  | PepsiCo, Inc. | 945091 | &nbsp;&nbsp; 130346951 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Performance Food <br> Group Co.<br>| 142830 | &nbsp;&nbsp; 14340132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Philip Morris <br> International, Inc.<br>| 291355 | &nbsp;&nbsp; 47796788 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pilgrim's Pride <br> Corp.<br>| 209064 | &nbsp;&nbsp; 9907543 |
| \* | Post Holdings, Inc. | 130338 | &nbsp;&nbsp; 13791064 |
|  | PriceSmart, Inc. | 51907 | &nbsp;&nbsp; 5580002 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Primo Brands <br> Corp.<br>| 239463 | &nbsp;&nbsp; $6611573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Procter & Gamble <br> Co.<br>| 1402334 | &nbsp;&nbsp; 211009197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reynolds Consumer <br> Products, Inc.<br>| 128104 | &nbsp;&nbsp; 2881059 |
|  | Seaboard Corp. | 1031 | &nbsp;&nbsp; 3265363 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seneca Foods <br> Corp. (SENEA <br> US), Class A<br>| 19365 | &nbsp;&nbsp; 2028096 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; Seneca Foods <br> Corp. (SENEB <br> US), Class B<br>| 2299 | &nbsp;&nbsp; 245303 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Simply Good Foods <br> Co.<br>| 206879 | &nbsp;&nbsp; 6301534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Spectrum Brands <br> Holdings, Inc.<br>| 88652 | &nbsp;&nbsp; 4743769 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sprouts Farmers <br> Market, Inc.<br>| 221512 | &nbsp;&nbsp; 33567928 |
|  | Sysco Corp. | 339337 | &nbsp;&nbsp; 27011225 |
|  | Target Corp. | 430413 | &nbsp;&nbsp; 43256506 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tootsie Roll <br> Industries, Inc.<br>| 75654 | &nbsp;&nbsp; 2869556 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TreeHouse Foods, <br> Inc.<br>| 62448 | &nbsp;&nbsp; 1200251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Turning Point <br> Brands, Inc.<br>| 35127 | &nbsp;&nbsp; 2913433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tyson Foods, Inc., <br> Class A<br>| 265567 | &nbsp;&nbsp; 13889154 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Foods Holding <br> Corp.<br>| 443636 | &nbsp;&nbsp; 36968188 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Natural <br> Foods, Inc.<br>| 149006 | &nbsp;&nbsp; 4118526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United-Guardian, <br> Inc.<br>| 4655 | &nbsp;&nbsp; 37007 |
|  | Universal Corp. | 48926 | &nbsp;&nbsp; 2664999 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; USANA Health <br> Sciences, Inc.<br>| 34501 | &nbsp;&nbsp; 1013984 |
|  | Utz Brands, Inc. | 83548 | &nbsp;&nbsp; 1088630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Village Super <br> Market, Inc., <br> Class A<br>| 24258 | &nbsp;&nbsp; 834475 |
| #\* | Vita Coco Co., Inc. | 42329 | &nbsp;&nbsp; 1492521 |
| \* | Vital Farms, Inc. | 46385 | &nbsp;&nbsp; 1725522 |
|  | Walmart, Inc. | 2286919 | &nbsp;&nbsp; 224072324 |
|  | WD-40 Co. | 20432 | &nbsp;&nbsp; 4380621 |
| # | Weis Markets, Inc. | 54377 | &nbsp;&nbsp; 3937439 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Willamette Valley <br> Vineyards, Inc.<br>| 871 | &nbsp;&nbsp; 4216 |
| # | WK Kellogg Co. | 85489 | &nbsp;&nbsp; 1970521 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zevia PBC, <br> Class A<br>| 7218 | &nbsp;&nbsp; 22376 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> STAPLES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> STAPLES |  | &nbsp;&nbsp; 1858911647 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (4.6%) | ENERGY — (4.6%) | ENERGY — (4.6%) | ENERGY — (4.6%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amplify Energy <br> Corp.<br>| 48704 | &nbsp;&nbsp; $185075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Antero Midstream <br> Corp.<br>| 855022 | &nbsp;&nbsp; 15689654 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Antero Resources <br> Corp.<br>| 332581 | &nbsp;&nbsp; 11617054 |
|  | APA Corp. | 67736 | &nbsp;&nbsp; 1306627 |
|  | Archrock, Inc. | 466521 | &nbsp;&nbsp; 10897931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ardmore Shipping <br> Corp.<br>| 85171 | &nbsp;&nbsp; 926660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aris Water <br> Solutions, Inc., <br> Class A<br>| 49236 | &nbsp;&nbsp; 1047250 |
|  | Baker Hughes Co. | 670429 | &nbsp;&nbsp; 30202826 |
|  | Berry Corp. | 90571 | &nbsp;&nbsp; 273524 |
| \* | Bristow Group, Inc. | 42030 | &nbsp;&nbsp; 1452977 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cactus, Inc., <br> Class A<br>| 78706 | &nbsp;&nbsp; 3330051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; California <br> Resources Corp.<br>| 45300 | &nbsp;&nbsp; 2182554 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Centrus Energy <br> Corp., Class A<br>| 16904 | &nbsp;&nbsp; 3641122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cheniere Energy, <br> Inc.<br>| 200577 | &nbsp;&nbsp; 47312103 |
|  | Chevron Corp. | 1445335 | &nbsp;&nbsp; 219170599 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Clean Energy Fuels <br> Corp.<br>| 295502 | &nbsp;&nbsp; 599869 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; CNX Resources <br> Corp.<br>| 401459 | &nbsp;&nbsp; 12168222 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Comstock <br> Resources, Inc.<br>| 271580 | &nbsp;&nbsp; 4853135 |
|  | ConocoPhillips | 1303709 | &nbsp;&nbsp; 124295616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Core Laboratories, <br> Inc.<br>| 27162 | &nbsp;&nbsp; 297152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Core Natural <br> Resources, Inc.<br>| 27670 | &nbsp;&nbsp; 2042323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coterra Energy, <br> Inc.<br>| 913001 | &nbsp;&nbsp; 22268094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crescent Energy <br> Co., Class A<br>| 182618 | &nbsp;&nbsp; 1687390 |
| # | CVR Energy, Inc. | 63673 | &nbsp;&nbsp; 1705163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delek <br> U.S. Holdings, <br> Inc.<br>| 21358 | &nbsp;&nbsp; 477778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Devon Energy <br> Corp.<br>| 823997 | &nbsp;&nbsp; 27373180 |
|  | DHT Holdings, Inc. | 495445 | &nbsp;&nbsp; 5494485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diamondback <br> Energy, Inc.<br>| 176662 | &nbsp;&nbsp; 26262573 |
| \* | DMC Global, Inc. | 26142 | &nbsp;&nbsp; 211489 |
| # | Dorian LPG Ltd. | 75936 | &nbsp;&nbsp; 2186197 |
| \* | DT Midstream, Inc. | 171867 | &nbsp;&nbsp; 17655897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Energy Services of <br> America Corp.<br>| 19547 | &nbsp;&nbsp; 213649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EOG Resources, <br> Inc.<br>| 391508 | &nbsp;&nbsp; 46988790 |
|  | Epsilon Energy Ltd. | 67458 | &nbsp;&nbsp; 421613 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | EQT Corp. | 458430 | &nbsp;&nbsp; $24640613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evolution Petroleum <br> Corp.<br>| 53770 | &nbsp;&nbsp; 259709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Excelerate Energy, <br> Inc., Class A<br>| 11991 | &nbsp;&nbsp; 307689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Expand Energy <br> Corp.<br>| 387920 | &nbsp;&nbsp; 40646258 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Expro Group <br> Holdings NV<br>| 138796 | &nbsp;&nbsp; 1496221 |
|  | Exxon Mobil Corp. | 3049952 | &nbsp;&nbsp; 340496641 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forum Energy <br> Technologies, <br> Inc.<br>| 380 | &nbsp;&nbsp; 7490 |
|  | FutureFuel Corp. | 66379 | &nbsp;&nbsp; 268835 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Geospace <br> Technologies <br> Corp.<br>| 35517 | &nbsp;&nbsp; 575731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Granite Ridge <br> Resources, Inc.<br>| 18515 | &nbsp;&nbsp; 96093 |
| \* | Green Plains, Inc. | 49291 | &nbsp;&nbsp; 407637 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Island <br> Fabrication, Inc.<br>| 15569 | &nbsp;&nbsp; 104624 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulfport Energy <br> Corp.<br>| 29622 | &nbsp;&nbsp; 5158079 |
|  | Halliburton Co. | 950927 | &nbsp;&nbsp; 21300765 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Helix Energy <br> Solutions Group, <br> Inc.<br>| 242027 | &nbsp;&nbsp; 1435220 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Helmerich & Payne, <br> Inc.<br>| 119013 | &nbsp;&nbsp; 1929201 |
|  | HF Sinclair Corp. | 337290 | &nbsp;&nbsp; 14820523 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Innovex <br> International, Inc.<br>| 9692 | &nbsp;&nbsp; 159143 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Seaways, Inc.<br>| 67341 | &nbsp;&nbsp; 2686906 |
|  | Kinder Morgan, Inc. | 1004939 | &nbsp;&nbsp; 28198588 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kinetik Holdings, <br> Inc.<br>| 30453 | &nbsp;&nbsp; 1321051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kodiak Gas <br> Services, Inc.<br>| 53227 | &nbsp;&nbsp; 1720829 |
|  | Liberty Energy, Inc. | 193697 | &nbsp;&nbsp; 2390221 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Magnolia Oil & Gas <br> Corp., Class A<br>| 224558 | &nbsp;&nbsp; 5348972 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mammoth Energy <br> Services, Inc.<br>| 14869 | &nbsp;&nbsp; 38659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marathon Petroleum <br> Corp.<br>| 188159 | &nbsp;&nbsp; 32022780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matador Resources <br> Co.<br>| 298453 | &nbsp;&nbsp; 14886836 |
| # | Murphy Oil Corp. | 170681 | &nbsp;&nbsp; 4234596 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nabors Industries <br> Ltd.<br>| 2059 | &nbsp;&nbsp; 71612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NACCO Industries, <br> Inc., Class A<br>| 13732 | &nbsp;&nbsp; 520717 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Natural Gas <br> Services Group, <br> Inc.<br>| 40757 | &nbsp;&nbsp; 981836 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NCS Multistage <br> Holdings, Inc.<br>| 1376 | &nbsp;&nbsp; $41899 |
| # | Noble Corp. PLC | 63744 | &nbsp;&nbsp; 1708977 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nordic American <br> Tankers Ltd.<br>| 335175 | &nbsp;&nbsp; 935138 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Northern Oil & Gas, <br> Inc.<br>| 122822 | &nbsp;&nbsp; 3458668 |
|  | NOV, Inc. | 233406 | &nbsp;&nbsp; 2936248 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Occidental <br> Petroleum Corp.<br>| 830089 | &nbsp;&nbsp; 36474111 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oceaneering <br> International, Inc.<br>| 129453 | &nbsp;&nbsp; 2809130 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oil States <br> International, Inc.<br>| 107882 | &nbsp;&nbsp; 538331 |
|  | ONEOK, Inc. | 570453 | &nbsp;&nbsp; 46839896 |
|  | Ovintiv, Inc. | 225712 | &nbsp;&nbsp; 9294820 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Par Pacific <br> Holdings, Inc.<br>| 66104 | &nbsp;&nbsp; 2074344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PBF Energy, Inc., <br> Class A<br>| 138522 | &nbsp;&nbsp; 3130597 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Peabody Energy <br> Corp.<br>| 143527 | &nbsp;&nbsp; 2317961 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Permian Resources <br> Corp.<br>| 832559 | &nbsp;&nbsp; 11789035 |
|  | Phillips 66 | 262444 | &nbsp;&nbsp; 32432830 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PrimeEnergy <br> Resources Corp.<br>| 2513 | &nbsp;&nbsp; 423616 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ProPetro Holding <br> Corp.<br>| 130183 | &nbsp;&nbsp; 697781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Range Resources <br> Corp.<br>| 528144 | &nbsp;&nbsp; 19393448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ranger Energy <br> Services, Inc., <br> Class A<br>| 28964 | &nbsp;&nbsp; 387828 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; REX American <br> Resources Corp.<br>| 37959 | &nbsp;&nbsp; 1984497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riley Exploration <br> Permian, Inc.<br>| 1097 | &nbsp;&nbsp; 28785 |
| # | RPC, Inc. | 275741 | &nbsp;&nbsp; 1282196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SandRidge Energy, <br> Inc.<br>| 53216 | &nbsp;&nbsp; 552914 |
|  | Schlumberger NV | 1078756 | &nbsp;&nbsp; 36461953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Scorpio Tankers, <br> Inc.<br>| 127597 | &nbsp;&nbsp; 5768660 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SEACOR Marine <br> Holdings, Inc.<br>| 31068 | &nbsp;&nbsp; 155340 |
| #\* | Seadrill Ltd. | 43413 | &nbsp;&nbsp; 1265923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Select Water <br> Solutions, Inc.<br>| 188037 | &nbsp;&nbsp; 1810796 |
| # | SFL Corp. Ltd. | 184396 | &nbsp;&nbsp; 1692755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sitio Royalties <br> Corp., Class A<br>| 59267 | &nbsp;&nbsp; 1076881 |
| # | SM Energy Co. | 134792 | &nbsp;&nbsp; 3718911 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Solaris Energy <br> Infrastructure, <br> Inc.<br>| 67099 | &nbsp;&nbsp; 2192124 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Stabilis Solutions, <br> Inc.<br>| 3403 | &nbsp;&nbsp; $15654 |
| \* | Talos Energy, Inc. | 334800 | &nbsp;&nbsp; 2862540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Targa Resources <br> Corp.<br>| 213248 | &nbsp;&nbsp; 35486600 |
|  | TechnipFMC PLC | 594664 | &nbsp;&nbsp; 21627930 |
| # | Teekay Corp. Ltd. | 195367 | &nbsp;&nbsp; 1406642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teekay Tankers <br> Ltd., Class A<br>| 55127 | &nbsp;&nbsp; 2334628 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TETRA <br> Technologies, <br> Inc.<br>| 62984 | &nbsp;&nbsp; 258234 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Texas Pacific Land <br> Corp.<br>| 16813 | &nbsp;&nbsp; 16277170 |
| #\* | Tidewater, Inc. | 92901 | &nbsp;&nbsp; 4645979 |
| \* | TOP Ships, Inc. | 1424 | &nbsp;&nbsp; 8216 |
| #\* | Transocean Ltd. | 501014 | &nbsp;&nbsp; 1462961 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Uranium Energy <br> Corp.<br>| 342796 | &nbsp;&nbsp; 2972041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VAALCO Energy, <br> Inc.<br>| 11059 | &nbsp;&nbsp; 41139 |
| #\* | Valaris Ltd. | 84014 | &nbsp;&nbsp; 4085601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valero Energy <br> Corp.<br>| 347323 | &nbsp;&nbsp; 47690921 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Vitesse Energy, <br> Inc.<br>| 59374 | &nbsp;&nbsp; 1420820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weatherford <br> International PLC<br>| 87107 | &nbsp;&nbsp; 4925901 |
|  | Williams Cos., Inc. | 674140 | &nbsp;&nbsp; 40414693 |
|  | World Kinect Corp. | 116491 | &nbsp;&nbsp; 3176710 |
| TOTAL ENERGY | TOTAL ENERGY |  | &nbsp;&nbsp; 1621763470 |
| FINANCIALS — (17.0%) | FINANCIALS — (17.0%) | FINANCIALS — (17.0%) | FINANCIALS — (17.0%) |
|  | 1st Source Corp. | 65072 | &nbsp;&nbsp; 3892607 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Acacia Research <br> Corp.<br>| 134535 | &nbsp;&nbsp; 476254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Acadian Asset <br> Management, <br> Inc.<br>| 96067 | &nbsp;&nbsp; 4014640 |
| # | ACNB Corp. | 15047 | &nbsp;&nbsp; 633479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Affiliated Managers <br> Group, Inc.<br>| 50548 | &nbsp;&nbsp; 10608509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Affinity Bancshares, <br> Inc.<br>| 11076 | &nbsp;&nbsp; 210444 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Affirm Holdings, <br> Inc.<br>| 240554 | &nbsp;&nbsp; 16492382 |
|  | Aflac, Inc. | 375499 | &nbsp;&nbsp; 37309581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alerus Financial <br> Corp.<br>| 20205 | &nbsp;&nbsp; 427134 |
|  | Allstate Corp. | 226588 | &nbsp;&nbsp; 46054011 |
|  | Ally Financial, Inc. | 593124 | &nbsp;&nbsp; 22449743 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Amalgamated <br> Financial Corp.<br>| 56671 | &nbsp;&nbsp; 1642892 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ambac Financial <br> Group, Inc.<br>| 60448 | &nbsp;&nbsp; 507763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amerant Bancorp, <br> Inc.<br>| 33661 | &nbsp;&nbsp; 649657 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Coastal <br> Insurance Corp.<br>| 6725 | &nbsp;&nbsp; $70007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Express <br> Co.<br>| 334085 | &nbsp;&nbsp; 99994981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Financial <br> Group, Inc.<br>| 125882 | &nbsp;&nbsp; 15722662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American <br> International <br> Group, Inc.<br>| 509460 | &nbsp;&nbsp; 39549380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ameriprise <br> Financial, Inc.<br>| 98315 | &nbsp;&nbsp; 50945850 |
|  | Ameris Bancorp | 168556 | &nbsp;&nbsp; 11520803 |
|  | AMERISAFE, Inc. | 28735 | &nbsp;&nbsp; 1286753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AmeriServ <br> Financial, Inc.<br>| 21821 | &nbsp;&nbsp; 61317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ames National <br> Corp.<br>| 11722 | &nbsp;&nbsp; 211582 |
|  | Aon PLC, Class A | 74596 | &nbsp;&nbsp; 26534543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apollo Global <br> Management, <br> Inc.<br>| 158216 | &nbsp;&nbsp; 22991949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arch Capital Group <br> Ltd.<br>| 327862 | &nbsp;&nbsp; 28215804 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ARES Management <br> Corp., Class A<br>| 49832 | &nbsp;&nbsp; 9245331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arrow Financial <br> Corp.<br>| 25758 | &nbsp;&nbsp; 690314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arthur J Gallagher <br> & Co.<br>| 54082 | &nbsp;&nbsp; 15535054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Artisan Partners <br> Asset <br> Management, <br> Inc., Class A<br>| 124800 | &nbsp;&nbsp; 5647200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Associated <br> Banc-Corp.<br>| 346284 | &nbsp;&nbsp; 8567066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Associated Capital <br> Group, Inc., <br> Class A<br>| 5133 | &nbsp;&nbsp; 190024 |
| # | Assurant, Inc. | 100829 | &nbsp;&nbsp; 18885272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Assured Guaranty <br> Ltd.<br>| 139731 | &nbsp;&nbsp; 11818448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atlantic American <br> Corp.<br>| 17563 | &nbsp;&nbsp; 40219 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Atlantic Union <br> Bankshares <br> Corp.<br>| 233859 | &nbsp;&nbsp; 7413330 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atlanticus Holdings <br> Corp.<br>| 31382 | &nbsp;&nbsp; 1557489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Auburn National <br> BanCorp, Inc.<br>| 6204 | &nbsp;&nbsp; 173464 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AvidXchange <br> Holdings, Inc.<br>| 137549 | &nbsp;&nbsp; 1356233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Axis Capital <br> Holdings Ltd.<br>| 182608 | &nbsp;&nbsp; 17135935 |
| \* | Axos Financial, Inc. | 118265 | &nbsp;&nbsp; 10212183 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Baldwin Insurance <br> Group, Inc.<br>| 81210 | &nbsp;&nbsp; 2991776 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banc of California, <br> Inc.<br>| 56521 | &nbsp;&nbsp; $820685 |
| # | BancFirst Corp. | 81598 | &nbsp;&nbsp; 10160583 |
| #\* | Bancorp, Inc. | 108499 | &nbsp;&nbsp; 6852797 |
|  | Bank First Corp. | 873 | &nbsp;&nbsp; 103730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of America <br> Corp.<br>| 3352939 | &nbsp;&nbsp; 158493427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Hawaii <br> Corp.<br>| 66854 | &nbsp;&nbsp; 4136925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Marin <br> Bancorp<br>| 29353 | &nbsp;&nbsp; 664845 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bank of New York <br> Mellon Corp.<br>| 489032 | &nbsp;&nbsp; 49612296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of NT <br> Butterfield & Son <br> Ltd.<br>| 87298 | &nbsp;&nbsp; 3972932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of the James <br> Financial Group, <br> Inc.<br>| 8408 | &nbsp;&nbsp; 115190 |
|  | Bank OZK | 205326 | &nbsp;&nbsp; 10122572 |
|  | Bank7 Corp. | 1366 | &nbsp;&nbsp; 60500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BankFinancial <br> Corp.<br>| 43627 | &nbsp;&nbsp; 485132 |
|  | BankUnited, Inc. | 127568 | &nbsp;&nbsp; 4652405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bankwell Financial <br> Group, Inc.<br>| 8385 | &nbsp;&nbsp; 334561 |
|  | Banner Corp. | 62593 | &nbsp;&nbsp; 3885460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bar Harbor <br> Bankshares<br>| 32509 | &nbsp;&nbsp; 944061 |
|  | BayCom Corp. | 21758 | &nbsp;&nbsp; 587684 |
|  | BCB Bancorp, Inc. | 21671 | &nbsp;&nbsp; 181170 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Berkshire <br> Hathaway, Inc., <br> Class B<br>| 813088 | &nbsp;&nbsp; 383679965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hills <br> Bancorp, Inc.<br>| 66342 | &nbsp;&nbsp; 1634667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BGC Group, Inc., <br> Class A<br>| 571261 | &nbsp;&nbsp; 5295589 |
|  | Blackrock, Inc. | 44018 | &nbsp;&nbsp; 48684348 |
| # | Blackstone, Inc. | 115421 | &nbsp;&nbsp; 19963216 |
| \* | Block, Inc. | 271959 | &nbsp;&nbsp; 21011552 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blue Foundry <br> Bancorp<br>| 39705 | &nbsp;&nbsp; 339478 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blue Ridge <br> Bankshares, Inc.<br>| 6136 | &nbsp;&nbsp; 22519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BOK Financial <br> Corp.<br>| 116319 | &nbsp;&nbsp; 11809868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bread Financial <br> Holdings, Inc.<br>| 103890 | &nbsp;&nbsp; 6368457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bridge Investment <br> Group Holdings, <br> Inc., Class A<br>| 6793 | &nbsp;&nbsp; 69560 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bridgewater <br> Bancshares, Inc.<br>| 44336 | &nbsp;&nbsp; 689868 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Brighthouse <br> Financial, Inc.<br>| 38169 | &nbsp;&nbsp; 1826387 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Broadway Financial <br> Corp.<br>| 61 | &nbsp;&nbsp; $500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brookline Bancorp, <br> Inc.<br>| 161286 | &nbsp;&nbsp; 1664471 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Brown & Brown, <br> Inc.<br>| 220000 | &nbsp;&nbsp; 20101400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Burke & Herbert <br> Financial <br> Services Corp.<br>| 14058 | &nbsp;&nbsp; 815223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Business First <br> Bancshares, Inc.<br>| 17724 | &nbsp;&nbsp; 420945 |
| \* | BV Financial, Inc. | 2876 | &nbsp;&nbsp; 44981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Byline Bancorp, <br> Inc.<br>| 44655 | &nbsp;&nbsp; 1174426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C&F Financial <br> Corp.<br>| 5958 | &nbsp;&nbsp; 380418 |
| # | Cadence Bank | 242929 | &nbsp;&nbsp; 8466076 |
| \* | California BanCorp | 5647 | &nbsp;&nbsp; 84649 |
| » | &nbsp;&nbsp;&nbsp;&nbsp; California First <br> Leasing Corp.<br>| 779 | &nbsp;&nbsp; 15113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Camden National <br> Corp.<br>| 33780 | &nbsp;&nbsp; 1273844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capital Bancorp, <br> Inc.<br>| 4480 | &nbsp;&nbsp; 141030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capital City Bank <br> Group, Inc.<br>| 42603 | &nbsp;&nbsp; 1686653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capital One <br> Financial Corp.<br>| 343022 | &nbsp;&nbsp; 73749730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capitol Federal <br> Financial, Inc.<br>| 166985 | &nbsp;&nbsp; 1005250 |
| # | Carlyle Group, Inc. | 239200 | &nbsp;&nbsp; 14509872 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Carter Bankshares, <br> Inc.<br>| 29537 | &nbsp;&nbsp; 513353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cass Information <br> Systems, Inc.<br>| 27187 | &nbsp;&nbsp; 1087752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay General <br> Bancorp<br>| 152497 | &nbsp;&nbsp; 6895914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CB Financial <br> Services, Inc.<br>| 747 | &nbsp;&nbsp; 23646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cboe Global <br> Markets, Inc.<br>| 86441 | &nbsp;&nbsp; 20835739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Pacific <br> Financial Corp.<br>| 59845 | &nbsp;&nbsp; 1595468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CF Bankshares, <br> Inc.<br>| 7043 | &nbsp;&nbsp; 166215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Charles Schwab <br> Corp.<br>| 678772 | &nbsp;&nbsp; 66336388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chemung Financial <br> Corp.<br>| 9469 | &nbsp;&nbsp; 479131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ChoiceOne <br> Financial <br> Services, Inc.<br>| 543 | &nbsp;&nbsp; 15964 |
|  | Chubb Ltd. | 178272 | &nbsp;&nbsp; 47427483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cincinnati Financial <br> Corp.<br>| 188614 | &nbsp;&nbsp; 27822451 |
| # | Citigroup, Inc. | 941348 | &nbsp;&nbsp; 88204308 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens & Northern <br> Corp.<br>| 23418 | &nbsp;&nbsp; $445410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens Community <br> Bancorp, Inc.<br>| 24520 | &nbsp;&nbsp; 361425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens Financial <br> Group, Inc.<br>| 536649 | &nbsp;&nbsp; 25608890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens Financial <br> Services, Inc.<br>| 934 | &nbsp;&nbsp; 50146 |
|  | City Holding Co. | 39028 | &nbsp;&nbsp; 4765319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Civista Bancshares, <br> Inc.<br>| 24121 | &nbsp;&nbsp; 469636 |
|  | CME Group, Inc. | 111525 | &nbsp;&nbsp; 31035177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CNB Financial <br> Corp.<br>| 54779 | &nbsp;&nbsp; 1257178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CNO Financial <br> Group, Inc.<br>| 170411 | &nbsp;&nbsp; 6277941 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Coastal Financial <br> Corp.<br>| 35722 | &nbsp;&nbsp; 3436456 |
|  | Cohen & Co., Inc. | 1816 | &nbsp;&nbsp; 20984 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cohen & Steers, <br> Inc.<br>| 98800 | &nbsp;&nbsp; 7267728 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Coinbase Global, <br> Inc., Class A<br>| 120391 | &nbsp;&nbsp; 45478904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Colony Bankcorp, <br> Inc.<br>| 22040 | &nbsp;&nbsp; 361236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking <br> System, Inc.<br>| 107180 | &nbsp;&nbsp; 2550884 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Columbia Financial, <br> Inc.<br>| 112187 | &nbsp;&nbsp; 1614371 |
|  | Comerica, Inc. | 168640 | &nbsp;&nbsp; 11395005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commerce <br> Bancshares, Inc.<br>| 253330 | &nbsp;&nbsp; 15503796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community <br> Financial System, <br> Inc.<br>| 95665 | &nbsp;&nbsp; 5041545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community Trust <br> Bancorp, Inc.<br>| 49175 | &nbsp;&nbsp; 2654466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community West <br> Bancshares<br>| 27567 | &nbsp;&nbsp; 530665 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ConnectOne <br> Bancorp, Inc.<br>| 99701 | &nbsp;&nbsp; 2296114 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Consumer Portfolio <br> Services, Inc.<br>| 175197 | &nbsp;&nbsp; 1384056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corebridge <br> Financial, Inc.<br>| 513553 | &nbsp;&nbsp; 18261945 |
| \* | Corpay, Inc. | 113759 | &nbsp;&nbsp; 36749845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crawford & Co. <br> (CRD/A US), <br> Class A<br>| 81619 | &nbsp;&nbsp; 781094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crawford & Co. <br> (CRD/B US), <br> Class B<br>| 54625 | &nbsp;&nbsp; 503096 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Credit Acceptance <br> Corp.<br>| 26793 | &nbsp;&nbsp; 13136072 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cullen/Frost <br> Bankers, Inc.<br>| 103752 | &nbsp;&nbsp; 13219042 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Customers <br> Bancorp, Inc.<br>| 57176 | &nbsp;&nbsp; $3644970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CVB Financial <br> Corp.<br>| 249437 | &nbsp;&nbsp; 4661978 |
| #\* | Dave, Inc. | 8806 | &nbsp;&nbsp; 2076455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diamond Hill <br> Investment <br> Group, Inc.<br>| 4937 | &nbsp;&nbsp; 669309 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; DigitalBridge Group, <br> Inc.<br>| 302631 | &nbsp;&nbsp; 3250257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dime Community <br> Bancshares, Inc.<br>| 79315 | &nbsp;&nbsp; 2197819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Donegal Group, Inc. <br> (DGICA US), <br> Class A<br>| 68531 | &nbsp;&nbsp; 1175307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Donegal Group, Inc. <br> (DGICB US), <br> Class B<br>| 5678 | &nbsp;&nbsp; 88009 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Donnelley Financial <br> Solutions, Inc.<br>| 57945 | &nbsp;&nbsp; 3068767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagle Bancorp <br> Montana, Inc.<br>| 10752 | &nbsp;&nbsp; 173322 |
|  | Eagle Bancorp, Inc. | 39227 | &nbsp;&nbsp; 631162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; East West Bancorp, <br> Inc.<br>| 182948 | &nbsp;&nbsp; 18340537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastern <br> Bankshares, Inc.<br>| 106812 | &nbsp;&nbsp; 1650245 |
| \* | eHealth, Inc. | 6248 | &nbsp;&nbsp; 21243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Employers <br> Holdings, Inc.<br>| 65933 | &nbsp;&nbsp; 2721714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enact Holdings, <br> Inc.<br>| 34538 | &nbsp;&nbsp; 1200541 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Encore Capital <br> Group, Inc.<br>| 36606 | &nbsp;&nbsp; 1350029 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enova International, <br> Inc.<br>| 94321 | &nbsp;&nbsp; 9862204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enterprise Financial <br> Services Corp.<br>| 66852 | &nbsp;&nbsp; 3689562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Equitable Holdings, <br> Inc.<br>| 521959 | &nbsp;&nbsp; 26802595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Equity Bancshares, <br> Inc., Class A<br>| 34300 | &nbsp;&nbsp; 1288994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Erie Indemnity Co., <br> Class A<br>| 32785 | &nbsp;&nbsp; 11679328 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Esquire Financial <br> Holdings, Inc.<br>| 14731 | &nbsp;&nbsp; 1412408 |
|  | Essent Group Ltd. | 189061 | &nbsp;&nbsp; 10585525 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Euronet Worldwide, <br> Inc.<br>| 78277 | &nbsp;&nbsp; 7606959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evercore, Inc., <br> Class A<br>| 50884 | &nbsp;&nbsp; 15323208 |
|  | Everest Group Ltd. | 43520 | &nbsp;&nbsp; 14614016 |
|  | EVERTEC, Inc. | 158139 | &nbsp;&nbsp; 5716725 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; EZCORP, Inc., <br> Class A<br>| 137432 | &nbsp;&nbsp; 1968026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; F&G Annuities & <br> Life, Inc.<br>| 32157 | &nbsp;&nbsp; 1026130 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FactSet Research <br> Systems, Inc.<br>| 40328 | &nbsp;&nbsp; $16248151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Farmers & <br> Merchants <br> Bancorp, Inc.<br>| 8217 | &nbsp;&nbsp; 197290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Farmers National <br> Banc Corp.<br>| 49951 | &nbsp;&nbsp; 676337 |
|  | FB Financial Corp. | 85503 | &nbsp;&nbsp; 4169126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Federal Agricultural <br> Mortgage Corp. <br> (AGM US), <br> Class C<br>| 19315 | &nbsp;&nbsp; 3327395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Federal Agricultural <br> Mortgage Corp. <br> (AGM/A US), <br> Class A<br>| 2460 | &nbsp;&nbsp; 314880 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Federated Hermes, <br> Inc.<br>| 223422 | &nbsp;&nbsp; 11075029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelis Insurance <br> Holdings Ltd.<br>| 17852 | &nbsp;&nbsp; 269744 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fidelity D&D <br> Bancorp, Inc.<br>| 2824 | &nbsp;&nbsp; 114203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National <br> Financial, Inc.<br>| 275051 | &nbsp;&nbsp; 15521128 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National <br> Information <br> Services, Inc.<br>| 325879 | &nbsp;&nbsp; 25878051 |
|  | Fifth Third Bancorp | 780570 | &nbsp;&nbsp; 32448295 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Finance of America <br> Cos., Inc., <br> Class A<br>| 107 | &nbsp;&nbsp; 2304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Financial <br> Institutions, Inc.<br>| 29131 | &nbsp;&nbsp; 742549 |
|  | Finward Bancorp | 1450 | &nbsp;&nbsp; 40208 |
| \* | Finwise Bancorp | 11665 | &nbsp;&nbsp; 208454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First American <br> Financial Corp.<br>| 223212 | &nbsp;&nbsp; 13403881 |
| # | First BanCorp | 461860 | &nbsp;&nbsp; 9620544 |
|  | First Bancorp, Inc. | 23903 | &nbsp;&nbsp; 602595 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; First <br> Bancorp/Southern <br> Pines NC<br>| 95806 | &nbsp;&nbsp; 4798923 |
|  | First Bank | 38105 | &nbsp;&nbsp; 567764 |
|  | First Busey Corp. | 186803 | &nbsp;&nbsp; 4169443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Business <br> Financial <br> Services, Inc.<br>| 22154 | &nbsp;&nbsp; 1054973 |
|  | First Capital, Inc. | 4002 | &nbsp;&nbsp; 142151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Citizens <br> BancShares, Inc., <br> Class A<br>| 7782 | &nbsp;&nbsp; 15523222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First <br> Commonwealth <br> Financial Corp.<br>| 248485 | &nbsp;&nbsp; 4102487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Community <br> Bankshares, Inc.<br>| 51375 | &nbsp;&nbsp; 1875187 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Community <br> Corp.<br>| 11112 | &nbsp;&nbsp; $275300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Financial <br> Bancorp<br>| 253474 | &nbsp;&nbsp; 6144210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Financial <br> Bankshares, Inc.<br>| 215777 | &nbsp;&nbsp; 7470200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Financial <br> Corp.<br>| 25659 | &nbsp;&nbsp; 1374039 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; First Financial <br> Northwest, Inc.<br>| 22460 | &nbsp;&nbsp; 26952 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; First Foundation, <br> Inc.<br>| 110772 | &nbsp;&nbsp; 539460 |
|  | First Hawaiian, Inc. | 100999 | &nbsp;&nbsp; 2449226 |
|  | First Horizon Corp. | 457381 | &nbsp;&nbsp; 9975480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Internet <br> Bancorp<br>| 20124 | &nbsp;&nbsp; 441319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Interstate <br> BancSystem, <br> Inc., Class A<br>| 83367 | &nbsp;&nbsp; 2400136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Merchants <br> Corp.<br>| 105774 | &nbsp;&nbsp; 4032105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Mid <br> Bancshares, Inc.<br>| 33697 | &nbsp;&nbsp; 1279475 |
|  | First National Corp. | 1920 | &nbsp;&nbsp; 41472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Northwest <br> Bancorp<br>| 3808 | &nbsp;&nbsp; 29131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Savings <br> Financial Group, <br> Inc.<br>| 11154 | &nbsp;&nbsp; 285319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First <br> U.S. Bancshares, <br> Inc.<br>| 11190 | &nbsp;&nbsp; 147484 |
|  | First United Corp. | 17039 | &nbsp;&nbsp; 560072 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Western <br> Financial, Inc.<br>| 11240 | &nbsp;&nbsp; 243290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FirstCash Holdings, <br> Inc.<br>| 81569 | &nbsp;&nbsp; 10872332 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Firstsun Capital <br> Bancorp<br>| 614 | &nbsp;&nbsp; 21828 |
| \* | Fiserv, Inc. | 232870 | &nbsp;&nbsp; 32354958 |
|  | Five Star Bancorp | 8307 | &nbsp;&nbsp; 249958 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Flagstar Financial, <br> Inc.<br>| 288143 | &nbsp;&nbsp; 3253134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flushing Financial <br> Corp.<br>| 47247 | &nbsp;&nbsp; 566492 |
| \* | Flywire Corp. | 5900 | &nbsp;&nbsp; 64251 |
|  | FNB Corp. | 611774 | &nbsp;&nbsp; 9372378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Financial <br> Services Corp.<br>| 4753 | &nbsp;&nbsp; 191071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Resources, <br> Inc.<br>| 181888 | &nbsp;&nbsp; 4365312 |
|  | FS Bancorp, Inc. | 22638 | &nbsp;&nbsp; 884919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fulton Financial <br> Corp.<br>| 372899 | &nbsp;&nbsp; 6693537 |
| \* | FVCBankcorp, Inc. | 11566 | &nbsp;&nbsp; 148160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GCM Grosvenor, <br> Inc., Class A<br>| 25266 | &nbsp;&nbsp; 297886 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Genworth Financial, <br> Inc.<br>| 572939 | &nbsp;&nbsp; $4503301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; German American <br> Bancorp, Inc.<br>| 67843 | &nbsp;&nbsp; 2606528 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Glacier Bancorp, <br> Inc.<br>| 210305 | &nbsp;&nbsp; 9217668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Glen Burnie <br> Bancorp<br>| 303 | &nbsp;&nbsp; 1354 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Global Payments, <br> Inc.<br>| 209021 | &nbsp;&nbsp; 16711229 |
|  | Globe Life, Inc. | 150636 | &nbsp;&nbsp; 21159839 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GoHealth, Inc., <br> Class A<br>| 1659 | &nbsp;&nbsp; 10170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs <br> Group, Inc.<br>| 169100 | &nbsp;&nbsp; 122359069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goosehead <br> Insurance, Inc., <br> Class A<br>| 17064 | &nbsp;&nbsp; 1551288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Southern <br> Bancorp, Inc.<br>| 31136 | &nbsp;&nbsp; 1772884 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Green Dot Corp., <br> Class A<br>| 18356 | &nbsp;&nbsp; 185763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greene County <br> Bancorp, Inc.<br>| 4267 | &nbsp;&nbsp; 101085 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Greenlight Capital <br> Re Ltd., Class A<br>| 75578 | &nbsp;&nbsp; 982514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guaranty <br> Bancshares, Inc.<br>| 21011 | &nbsp;&nbsp; 916290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guild Holdings Co., <br> Class A<br>| 417 | &nbsp;&nbsp; 8282 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hagerty, Inc., <br> Class A<br>| 1923 | &nbsp;&nbsp; 19538 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hamilton Insurance <br> Group Ltd., <br> Class B<br>| 13357 | &nbsp;&nbsp; 287042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hamilton Lane, Inc., <br> Class A<br>| 54609 | &nbsp;&nbsp; 8316951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hancock Whitney <br> Corp.<br>| 212086 | &nbsp;&nbsp; 12665776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanmi Financial <br> Corp.<br>| 56037 | &nbsp;&nbsp; 1278204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanover Bancorp, <br> Inc.<br>| 217 | &nbsp;&nbsp; 4516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanover Insurance <br> Group, Inc.<br>| 71595 | &nbsp;&nbsp; 12287850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HarborOne <br> Bancorp, Inc.<br>| 95987 | &nbsp;&nbsp; 1135526 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hartford Insurance <br> Group, Inc.<br>| 462207 | &nbsp;&nbsp; 57493929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hawthorn <br> Bancshares, Inc.<br>| 17457 | &nbsp;&nbsp; 497874 |
|  | HBT Financial, Inc. | 7172 | &nbsp;&nbsp; 178368 |
|  | HCI Group, Inc. | 22424 | &nbsp;&nbsp; 3140257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Commerce <br> Corp.<br>| 88376 | &nbsp;&nbsp; 817478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Financial <br> Corp.<br>| 61734 | &nbsp;&nbsp; 1391484 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Global, <br> Inc.<br>| 7498 | &nbsp;&nbsp; $16121 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Insurance <br> Holdings, Inc.<br>| 49911 | &nbsp;&nbsp; 1052623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hilltop Holdings, <br> Inc.<br>| 158884 | &nbsp;&nbsp; 4702966 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hingham Institution <br> For Savings<br>| 3887 | &nbsp;&nbsp; 951849 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hippo Holdings, <br> Inc.<br>| 7147 | &nbsp;&nbsp; 184678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Home Bancorp, <br> Inc.<br>| 14121 | &nbsp;&nbsp; 738387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Home BancShares, <br> Inc.<br>| 357425 | &nbsp;&nbsp; 10065088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Home Federal <br> Bancorp, Inc. of <br> Louisiana<br>| 5115 | &nbsp;&nbsp; 67825 |
| \* | HomeStreet, Inc. | 11934 | &nbsp;&nbsp; 156097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HomeTrust <br> Bancshares, Inc.<br>| 17503 | &nbsp;&nbsp; 680167 |
|  | Hope Bancorp, Inc. | 207919 | &nbsp;&nbsp; 2077111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Horace Mann <br> Educators Corp.<br>| 95956 | &nbsp;&nbsp; 4081009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Horizon Bancorp, <br> Inc.<br>| 53865 | &nbsp;&nbsp; 834369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Houlihan Lokey, <br> Inc.<br>| 66532 | &nbsp;&nbsp; 12684991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huntington <br> Bancshares, Inc.<br>| 1349510 | &nbsp;&nbsp; 22172449 |
|  | IF Bancorp, Inc. | 6461 | &nbsp;&nbsp; 161525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Independent Bank <br> Corp. (IBCP US)<br>| 46785 | &nbsp;&nbsp; 1429282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Independent Bank <br> Corp. (INDB US)<br>| 89816 | &nbsp;&nbsp; 5707807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Interactive Brokers <br> Group, Inc., <br> Class A<br>| 44268 | &nbsp;&nbsp; 2902210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intercontinental <br> Exchange, Inc.<br>| 172446 | &nbsp;&nbsp; 31873194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Bancshares <br> Corp.<br>| 165100 | &nbsp;&nbsp; 11256518 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; International Money <br> Express, Inc.<br>| 43106 | &nbsp;&nbsp; 387523 |
|  | Invesco Ltd. | 351194 | &nbsp;&nbsp; 7378586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Investar Holding <br> Corp.<br>| 10969 | &nbsp;&nbsp; 238027 |
|  | Investors Title Co. | 4936 | &nbsp;&nbsp; 1042582 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Jack Henry & <br> Associates, Inc.<br>| 83537 | &nbsp;&nbsp; 14185836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jackson Financial, <br> Inc., Class A<br>| 88168 | &nbsp;&nbsp; 7719990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Janus Henderson <br> Group PLC<br>| 252499 | &nbsp;&nbsp; 10933207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jefferies Financial <br> Group, Inc.<br>| 363688 | &nbsp;&nbsp; 20970250 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase & <br> Co.<br>| 1803378 | &nbsp;&nbsp; $534232699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kearny Financial <br> Corp.<br>| 61689 | &nbsp;&nbsp; 365816 |
|  | Kemper Corp. | 122209 | &nbsp;&nbsp; 7526852 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kentucky First <br> Federal Bancorp<br>| 5416 | &nbsp;&nbsp; 17331 |
|  | KeyCorp | 937604 | &nbsp;&nbsp; 16801864 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kingstone Cos., <br> Inc.<br>| 12183 | &nbsp;&nbsp; 199679 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kinsale Capital <br> Group, Inc.<br>| 24776 | &nbsp;&nbsp; 10918535 |
| # | KKR & Co., Inc. | 220163 | &nbsp;&nbsp; 32271493 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lake Shore <br> Bancorp, Inc.<br>| 11238 | &nbsp;&nbsp; 138340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lakeland Financial <br> Corp.<br>| 60408 | &nbsp;&nbsp; 3828055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Landmark Bancorp, <br> Inc.<br>| 13854 | &nbsp;&nbsp; 336514 |
| # | Lazard, Inc. | 63847 | &nbsp;&nbsp; 3318767 |
|  | LCNB Corp. | 13732 | &nbsp;&nbsp; 202684 |
| #\* | Lemonade, Inc. | 19690 | &nbsp;&nbsp; 741919 |
| \* | LendingClub Corp. | 186677 | &nbsp;&nbsp; 2910294 |
| \* | LendingTree, Inc. | 11636 | &nbsp;&nbsp; 543168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lincoln National <br> Corp.<br>| 303222 | &nbsp;&nbsp; 11555790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LINKBANCORP, <br> Inc.<br>| 1739 | &nbsp;&nbsp; 11964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Live Oak <br> Bancshares, Inc.<br>| 55098 | &nbsp;&nbsp; 1741648 |
|  | Loews Corp. | 300622 | &nbsp;&nbsp; 27218316 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; LPL Financial <br> Holdings, Inc.<br>| 91683 | &nbsp;&nbsp; 36281714 |
|  | M&T Bank Corp. | 130404 | &nbsp;&nbsp; 24607235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magyar Bancorp, <br> Inc.<br>| 10743 | &nbsp;&nbsp; 181342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MainStreet <br> Bancshares, Inc.<br>| 1809 | &nbsp;&nbsp; 36542 |
| \* | Markel Group, Inc. | 12029 | &nbsp;&nbsp; 24157720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MarketAxess <br> Holdings, Inc.<br>| 32236 | &nbsp;&nbsp; 6624498 |
|  | MarketWise, Inc. | 318 | &nbsp;&nbsp; 5851 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Marqeta, Inc., <br> Class A<br>| 472237 | &nbsp;&nbsp; 2691751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marsh & McLennan <br> Cos., Inc.<br>| 214497 | &nbsp;&nbsp; 42727802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mastercard, Inc., <br> Class A<br>| 486597 | &nbsp;&nbsp; 275642603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercantile Bank <br> Corp.<br>| 36265 | &nbsp;&nbsp; 1656948 |
|  | Merchants Bancorp | 36009 | &nbsp;&nbsp; 1055064 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mercury General <br> Corp.<br>| 78241 | &nbsp;&nbsp; 5418189 |
|  | Meridian Corp. | 15480 | &nbsp;&nbsp; 228020 |
|  | MetLife, Inc. | 534774 | &nbsp;&nbsp; 40616085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metrocity <br> Bankshares, Inc.<br>| 12871 | &nbsp;&nbsp; 355240 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Bank <br> Holding Corp.<br>| 13690 | &nbsp;&nbsp; $965693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MGIC Investment <br> Corp.<br>| 439880 | &nbsp;&nbsp; 11392892 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mid Penn Bancorp, <br> Inc.<br>| 25453 | &nbsp;&nbsp; 698685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Middlefield Banc <br> Corp.<br>| 15418 | &nbsp;&nbsp; 429391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Midland States <br> Bancorp, Inc.<br>| 29752 | &nbsp;&nbsp; 504594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MidWestOne <br> Financial Group, <br> Inc.<br>| 37240 | &nbsp;&nbsp; 1025590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Moelis & Co., <br> Class A<br>| 44256 | &nbsp;&nbsp; 3104116 |
|  | Moody's Corp. | 56670 | &nbsp;&nbsp; 29226419 |
|  | Morgan Stanley | 666989 | &nbsp;&nbsp; 95019253 |
|  | Morningstar, Inc. | 45181 | &nbsp;&nbsp; 12490739 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mr. Cooper Group, <br> Inc.<br>| 52741 | &nbsp;&nbsp; 8212828 |
|  | MSCI, Inc. | 28097 | &nbsp;&nbsp; 15772532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MVB Financial <br> Corp.<br>| 20313 | &nbsp;&nbsp; 461918 |
|  | Nasdaq, Inc. | 346402 | &nbsp;&nbsp; 33330800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bank <br> Holdings Corp., <br> Class A<br>| 91647 | &nbsp;&nbsp; 3396438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National <br> Bankshares, Inc.<br>| 200 | &nbsp;&nbsp; 5552 |
| # | Navient Corp. | 440857 | &nbsp;&nbsp; 5704690 |
|  | NBT Bancorp, Inc. | 123048 | &nbsp;&nbsp; 5091726 |
| #\* | NCR Atleos Corp. | 132958 | &nbsp;&nbsp; 4068515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nelnet, Inc., <br> Class A<br>| 83753 | &nbsp;&nbsp; 10449862 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NerdWallet, Inc., <br> Class A<br>| 64061 | &nbsp;&nbsp; 678406 |
| \* | NI Holdings, Inc. | 26669 | &nbsp;&nbsp; 339763 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nicolet Bankshares, <br> Inc.<br>| 30271 | &nbsp;&nbsp; 3904959 |
| \* | NMI Holdings, Inc. | 235780 | &nbsp;&nbsp; 8799310 |
|  | Northeast Bank | 17636 | &nbsp;&nbsp; 1748962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northeast <br> Community <br> Bancorp, Inc.<br>| 4059 | &nbsp;&nbsp; 83859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northern Trust <br> Corp.<br>| 220900 | &nbsp;&nbsp; 28717000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northfield Bancorp, <br> Inc.<br>| 77157 | &nbsp;&nbsp; 821722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northrim BanCorp, <br> Inc.<br>| 15135 | &nbsp;&nbsp; 1264227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northwest <br> Bancshares, Inc.<br>| 327248 | &nbsp;&nbsp; 3828802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Norwood Financial <br> Corp.<br>| 4550 | &nbsp;&nbsp; 110292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oak Valley <br> Bancorp<br>| 15512 | &nbsp;&nbsp; 413395 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OceanFirst <br> Financial Corp.<br>| 107905 | &nbsp;&nbsp; $1810646 |
|  | OFG Bancorp | 123606 | &nbsp;&nbsp; 5268088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ohio Valley Banc <br> Corp.<br>| 8106 | &nbsp;&nbsp; 261337 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Old Market Capital <br> Corp.<br>| 4633 | &nbsp;&nbsp; 26686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old National <br> Bancorp<br>| 694791 | &nbsp;&nbsp; 14667038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Point Financial <br> Corp.<br>| 6443 | &nbsp;&nbsp; 258686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Republic <br> International <br> Corp.<br>| 457479 | &nbsp;&nbsp; 16547015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Second <br> Bancorp, Inc.<br>| 83472 | &nbsp;&nbsp; 1416520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OneMain Holdings, <br> Inc.<br>| 162964 | &nbsp;&nbsp; 9417690 |
| \* | Onity Group, Inc. | 14496 | &nbsp;&nbsp; 546789 |
|  | OP Bancorp | 16829 | &nbsp;&nbsp; 215411 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Open Lending <br> Corp.<br>| 66309 | &nbsp;&nbsp; 145217 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oportun Financial <br> Corp.<br>| 3058 | &nbsp;&nbsp; 18746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oppenheimer <br> Holdings, Inc., <br> Class A<br>| 16285 | &nbsp;&nbsp; 1234566 |
|  | OppFi, Inc. | 912 | &nbsp;&nbsp; 9704 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OptimumBank <br> Holdings, Inc.<br>| 3801 | &nbsp;&nbsp; 17104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orange County <br> Bancorp, Inc.<br>| 2338 | &nbsp;&nbsp; 58427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Origin Bancorp, <br> Inc.<br>| 37722 | &nbsp;&nbsp; 1378739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orrstown Financial <br> Services, Inc.<br>| 35312 | &nbsp;&nbsp; 1160352 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Oscar Health, Inc., <br> Class A<br>| 224892 | &nbsp;&nbsp; 3159733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Premier <br> Bancorp, Inc.<br>| 95245 | &nbsp;&nbsp; 2063959 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Palomar Holdings, <br> Inc.<br>| 45271 | &nbsp;&nbsp; 5997955 |
| # | Park National Corp. | 37176 | &nbsp;&nbsp; 6017679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Parke Bancorp, <br> Inc.<br>| 31687 | &nbsp;&nbsp; 654337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pathfinder Bancorp, <br> Inc.<br>| 8118 | &nbsp;&nbsp; 118766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pathward Financial, <br> Inc.<br>| 72350 | &nbsp;&nbsp; 5471469 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Paymentus <br> Holdings, Inc., <br> Class A<br>| 40097 | &nbsp;&nbsp; 1117904 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Payoneer Global, <br> Inc.<br>| 470222 | &nbsp;&nbsp; 3089359 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PayPal Holdings, <br> Inc.<br>| 560082 | &nbsp;&nbsp; 38511238 |
| #\* | Paysafe Ltd. | 74147 | &nbsp;&nbsp; 900886 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | Paysign, Inc. | 3016 | &nbsp;&nbsp; $22439 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PB Bankshares, <br> Inc.<br>| 832 | &nbsp;&nbsp; 15234 |
|  | PCB Bancorp | 23637 | &nbsp;&nbsp; 483140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peapack-Gladstone <br> Financial Corp.<br>| 32103 | &nbsp;&nbsp; 817984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PennyMac Financial <br> Services, Inc.<br>| 104944 | &nbsp;&nbsp; 9774484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peoples Bancorp of <br> North Carolina, <br> Inc.<br>| 13336 | &nbsp;&nbsp; 382877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peoples Bancorp, <br> Inc.<br>| 79790 | &nbsp;&nbsp; 2285186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peoples Financial <br> Services Corp.<br>| 4670 | &nbsp;&nbsp; 227476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Perella Weinberg <br> Partners<br>| 13436 | &nbsp;&nbsp; 267914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pinnacle Financial <br> Partners, Inc.<br>| 131139 | &nbsp;&nbsp; 11525807 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pioneer Bancorp, <br> Inc.<br>| 32050 | &nbsp;&nbsp; 393253 |
|  | Piper Sandler Cos. | 26784 | &nbsp;&nbsp; 8445531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PJT Partners, Inc., <br> Class A<br>| 18799 | &nbsp;&nbsp; 3357877 |
|  | Plumas Bancorp | 13751 | &nbsp;&nbsp; 567366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PNC Financial <br> Services Group, <br> Inc.<br>| 184664 | &nbsp;&nbsp; 35136019 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ponce Financial <br> Group, Inc.<br>| 39730 | &nbsp;&nbsp; 558206 |
|  | Popular, Inc. | 135382 | &nbsp;&nbsp; 15512070 |
| \* | PRA Group, Inc. | 52736 | &nbsp;&nbsp; 801587 |
| # | Preferred Bank | 35554 | &nbsp;&nbsp; 3229014 |
|  | Primerica, Inc. | 60875 | &nbsp;&nbsp; 16170226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Primis Financial <br> Corp.<br>| 29207 | &nbsp;&nbsp; 326826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Princeton Bancorp, <br> Inc.<br>| 15033 | &nbsp;&nbsp; 453846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Principal Financial <br> Group, Inc.<br>| 285996 | &nbsp;&nbsp; 22259069 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Priority Technology <br> Holdings, Inc.<br>| 2223 | &nbsp;&nbsp; 15228 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ProAssurance <br> Corp.<br>| 99926 | &nbsp;&nbsp; 2374242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PROG Holdings, <br> Inc.<br>| 80333 | &nbsp;&nbsp; 2557803 |
|  | Progressive Corp. | 246222 | &nbsp;&nbsp; 59595573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prosperity <br> Bancshares, Inc.<br>| 172470 | &nbsp;&nbsp; 11489951 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Provident Bancorp, <br> Inc.<br>| 23142 | &nbsp;&nbsp; 282564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Provident Financial <br> Holdings, Inc.<br>| 17143 | &nbsp;&nbsp; 262716 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Provident Financial <br> Services, Inc.<br>| 156618 | &nbsp;&nbsp; 2853580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prudential Financial, <br> Inc.<br>| 251951 | &nbsp;&nbsp; 26097085 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | QCR Holdings, Inc. | 44710 | &nbsp;&nbsp; $3174410 |
|  | Radian Group, Inc. | 181035 | &nbsp;&nbsp; 5903551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Raymond James <br> Financial, Inc.<br>| 171665 | &nbsp;&nbsp; 28690371 |
|  | RBB Bancorp | 39553 | &nbsp;&nbsp; 716305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Red River <br> Bancshares, Inc.<br>| 3034 | &nbsp;&nbsp; 182556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Regional <br> Management <br> Corp.<br>| 22394 | &nbsp;&nbsp; 744377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Regions Financial <br> Corp.<br>| 850277 | &nbsp;&nbsp; 21537516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reinsurance Group <br> of America, Inc.<br>| 92824 | &nbsp;&nbsp; 17863979 |
| \* | Remitly Global, Inc. | 203220 | &nbsp;&nbsp; 3353130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RenaissanceRe <br> Holdings Ltd.<br>| 85190 | &nbsp;&nbsp; 20764211 |
| # | Renasant Corp. | 194984 | &nbsp;&nbsp; 7144214 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Repay Holdings <br> Corp.<br>| 113862 | &nbsp;&nbsp; 560201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Republic Bancorp, <br> Inc., Class A<br>| 45364 | &nbsp;&nbsp; 3123765 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rhinebeck Bancorp, <br> Inc.<br>| 7471 | &nbsp;&nbsp; 94807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Richmond Mutual <br> BanCorp, Inc.<br>| 8215 | &nbsp;&nbsp; 113696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riverview Bancorp, <br> Inc.<br>| 31957 | &nbsp;&nbsp; 157548 |
|  | RLI Corp. | 138430 | &nbsp;&nbsp; 9134996 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Robinhood Markets, <br> Inc., Class A<br>| 304215 | &nbsp;&nbsp; 31349356 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Rocket Cos., Inc., <br> Class A<br>| 16585 | &nbsp;&nbsp; 244960 |
| \* | Root, Inc., Class A | 2723 | &nbsp;&nbsp; 329565 |
| \*» | Rubico, Inc. | 712 | &nbsp;&nbsp; 1367 |
|  | S&P Global, Inc. | 89725 | &nbsp;&nbsp; 49447447 |
|  | S&T Bancorp, Inc. | 89696 | &nbsp;&nbsp; 3286461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Safety Insurance <br> Group, Inc.<br>| 40566 | &nbsp;&nbsp; 2853818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SB Financial Group, <br> Inc.<br>| 12913 | &nbsp;&nbsp; 242894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seacoast Banking <br> Corp. of Florida<br>| 48156 | &nbsp;&nbsp; 1357518 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Security National <br> Financial Corp., <br> Class A<br>| 43248 | &nbsp;&nbsp; 366743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SEI Investments <br> Co.<br>| 235630 | &nbsp;&nbsp; 20763716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Selective Insurance <br> Group, Inc.<br>| 110006 | &nbsp;&nbsp; 8577168 |
| \* | Selectquote, Inc. | 74453 | &nbsp;&nbsp; 131037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ServisFirst <br> Bancshares, Inc.<br>| 108715 | &nbsp;&nbsp; 8550435 |
| \* | Sezzle, Inc. | 2810 | &nbsp;&nbsp; 435100 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Shift4 Payments, <br> Inc., Class A<br>| 102318 | &nbsp;&nbsp; 10538754 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shore Bancshares, <br> Inc.<br>| 18936 | &nbsp;&nbsp; $293697 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Siebert Financial <br> Corp.<br>| 2656 | &nbsp;&nbsp; 10810 |
|  | Sierra Bancorp | 25869 | &nbsp;&nbsp; 758479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Silvercrest Asset <br> Management <br> Group, Inc., <br> Class A<br>| 22902 | &nbsp;&nbsp; 374677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Simmons First <br> National Corp., <br> Class A<br>| 97823 | &nbsp;&nbsp; 1875267 |
| \* | SiriusPoint Ltd. | 323969 | &nbsp;&nbsp; 6353032 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Skyward Specialty <br> Insurance Group, <br> Inc.<br>| 31634 | &nbsp;&nbsp; 1600048 |
|  | SLM Corp. | 577290 | &nbsp;&nbsp; 18357822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SmartFinancial, <br> Inc.<br>| 24425 | &nbsp;&nbsp; 836800 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; SoFi Technologies, <br> Inc.<br>| 1731132 | &nbsp;&nbsp; 39088961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sound Financial <br> Bancorp, Inc.<br>| 5599 | &nbsp;&nbsp; 257834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; South Plains <br> Financial, Inc.<br>| 8821 | &nbsp;&nbsp; 327347 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Southern First <br> Bancshares, Inc.<br>| 9314 | &nbsp;&nbsp; 387090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Missouri <br> Bancorp, Inc.<br>| 16561 | &nbsp;&nbsp; 895784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southside <br> Bancshares, Inc.<br>| 54132 | &nbsp;&nbsp; 1593646 |
|  | SouthState Corp. | 130245 | &nbsp;&nbsp; 12265172 |
|  | SR Bancorp, Inc. | 895 | &nbsp;&nbsp; 12458 |
|  | State Street Corp. | 247354 | &nbsp;&nbsp; 27641809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stellar Bancorp, <br> Inc.<br>| 41103 | &nbsp;&nbsp; 1213772 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Sterling Bancorp, <br> Inc.<br>| 27876 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stewart Information <br> Services Corp.<br>| 68276 | &nbsp;&nbsp; 4433161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stifel Financial <br> Corp.<br>| 123962 | &nbsp;&nbsp; 14146543 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Stock Yards <br> Bancorp, Inc.<br>| 72699 | &nbsp;&nbsp; 5434977 |
| \* | StoneX Group, Inc. | 112669 | &nbsp;&nbsp; 10955934 |
|  | Summit State Bank | 14814 | &nbsp;&nbsp; 181323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SWK Holdings <br> Corp.<br>| 1416 | &nbsp;&nbsp; 21084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Synchrony <br> Financial<br>| 507113 | &nbsp;&nbsp; 35330563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Synovus Financial <br> Corp.<br>| 339901 | &nbsp;&nbsp; 16056923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; T. Rowe Price <br> Group, Inc.<br>| 207334 | &nbsp;&nbsp; 21034034 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Texas Capital <br> Bancshares, Inc.<br>| 88096 | &nbsp;&nbsp; 7397421 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TFS Financial <br> Corp.<br>| 244484 | &nbsp;&nbsp; $3205185 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Third Coast <br> Bancshares, Inc.<br>| 3646 | &nbsp;&nbsp; 137272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Timberland <br> Bancorp, Inc.<br>| 15758 | &nbsp;&nbsp; 493068 |
|  | Tiptree, Inc. | 123205 | &nbsp;&nbsp; 2560200 |
| \* | Toast, Inc., Class A | 98969 | &nbsp;&nbsp; 4833646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tompkins Financial <br> Corp.<br>| 22186 | &nbsp;&nbsp; 1434990 |
|  | Towne Bank | 118912 | &nbsp;&nbsp; 4165487 |
|  | TPG, Inc. | 41048 | &nbsp;&nbsp; 2342609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tradeweb Markets, <br> Inc., Class A<br>| 34128 | &nbsp;&nbsp; 4728434 |
|  | Travelers Cos., Inc. | 200735 | &nbsp;&nbsp; 52239276 |
|  | TriCo Bancshares | 71819 | &nbsp;&nbsp; 2953197 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Triumph Financial, <br> Inc.<br>| 54211 | &nbsp;&nbsp; 3074848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Truist Financial <br> Corp.<br>| 595925 | &nbsp;&nbsp; 26047882 |
| \* | Trupanion, Inc. | 16009 | &nbsp;&nbsp; 758987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TrustCo Bank <br> Corp.<br>| 41362 | &nbsp;&nbsp; 1388109 |
|  | Trustmark Corp. | 128667 | &nbsp;&nbsp; 4792846 |
|  | U.S. Bancorp | 724966 | &nbsp;&nbsp; 32594471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Global <br> Investors, Inc., <br> Class A<br>| 4338 | &nbsp;&nbsp; 10368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UMB Financial <br> Corp.<br>| 162723 | &nbsp;&nbsp; 17897903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Union Bankshares, <br> Inc.<br>| 3042 | &nbsp;&nbsp; 82773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Bancorp, <br> Inc.<br>| 11080 | &nbsp;&nbsp; 155785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Bancshares, <br> Inc.<br>| 4965 | &nbsp;&nbsp; 145723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Bankshares, <br> Inc.<br>| 418194 | &nbsp;&nbsp; 14854251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Community <br> Banks, Inc.<br>| 168536 | &nbsp;&nbsp; 5140348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Fire Group, <br> Inc.<br>| 52361 | &nbsp;&nbsp; 1390185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Security <br> Bancshares<br>| 30125 | &nbsp;&nbsp; 257569 |
|  | Unity Bancorp, Inc. | 22526 | &nbsp;&nbsp; 1106252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Insurance <br> Holdings, Inc.<br>| 75615 | &nbsp;&nbsp; 1787539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Univest Financial <br> Corp.<br>| 67841 | &nbsp;&nbsp; 1956534 |
|  | Unum Group | 302556 | &nbsp;&nbsp; 21726546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; USCB Financial <br> Holdings, Inc.<br>| 9556 | &nbsp;&nbsp; 159012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valley National <br> Bancorp<br>| 760272 | &nbsp;&nbsp; 7047721 |
|  | Value Line, Inc. | 11063 | &nbsp;&nbsp; 410880 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Velocity Financial, <br> Inc.<br>| 18284 | &nbsp;&nbsp; 303514 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Veritex Holdings, <br> Inc.<br>| 65760 | &nbsp;&nbsp; $2085907 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Victory Capital <br> Holdings, Inc., <br> Class A<br>| 81846 | &nbsp;&nbsp; 5640008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Virginia National <br> Bankshares <br> Corp.<br>| 1567 | &nbsp;&nbsp; 57775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Virtu Financial, Inc., <br> Class A<br>| 131769 | &nbsp;&nbsp; 5816284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Virtus Investment <br> Partners, Inc.<br>| 12510 | &nbsp;&nbsp; 2418308 |
|  | Visa, Inc., Class A | 785945 | &nbsp;&nbsp; 271520419 |
|  | Voya Financial, Inc. | 174011 | &nbsp;&nbsp; 12180770 |
|  | W.R. Berkley Corp. | 336746 | &nbsp;&nbsp; 23171492 |
|  | WaFd, Inc. | 166741 | &nbsp;&nbsp; 4852997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Walker & Dunlop, <br> Inc.<br>| 75593 | &nbsp;&nbsp; 5670231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Washington Trust <br> Bancorp, Inc.<br>| 28705 | &nbsp;&nbsp; 773313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Waterstone <br> Financial, Inc.<br>| 40423 | &nbsp;&nbsp; 538030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Webster Financial <br> Corp.<br>| 303388 | &nbsp;&nbsp; 17490318 |
|  | Wells Fargo & Co. | 1742572 | &nbsp;&nbsp; 140503580 |
|  | WesBanco, Inc. | 217689 | &nbsp;&nbsp; 6558970 |
|  | West BanCorp, Inc. | 31478 | &nbsp;&nbsp; 566289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westamerica <br> BanCorp<br>| 36626 | &nbsp;&nbsp; 1754385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western Alliance <br> Bancorp<br>| 178421 | &nbsp;&nbsp; 13838333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western New <br> England Bancorp, <br> Inc.<br>| 47660 | &nbsp;&nbsp; 507579 |
| # | Western Union Co. | 345231 | &nbsp;&nbsp; 2779110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westwood Holdings <br> Group, Inc.<br>| 25506 | &nbsp;&nbsp; 445845 |
| \* | WEX, Inc. | 49352 | &nbsp;&nbsp; 8374047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; White Mountains <br> Insurance Group <br> Ltd.<br>| 6818 | &nbsp;&nbsp; 12189220 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Willis Towers <br> Watson PLC<br>| 86460 | &nbsp;&nbsp; 27304933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wintrust Financial <br> Corp.<br>| 127624 | &nbsp;&nbsp; 16333319 |
| # | WisdomTree, Inc. | 278008 | &nbsp;&nbsp; 3689166 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; World Acceptance <br> Corp.<br>| 15543 | &nbsp;&nbsp; 2445225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WSFS Financial <br> Corp.<br>| 150251 | &nbsp;&nbsp; 8239765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WVS Financial <br> Corp.<br>| 2157 | &nbsp;&nbsp; 26229 |
|  | Zions Bancorp NA | 269231 | &nbsp;&nbsp; 14436166 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | &nbsp;&nbsp; 5936409525 |
| HEALTH CARE — (7.7%) | HEALTH CARE — (7.7%) | HEALTH CARE — (7.7%) | HEALTH CARE — (7.7%) |
| \* | 89bio, Inc. | 61901 | &nbsp;&nbsp; 588060 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | Abbott Laboratories | 654730 | &nbsp;&nbsp; $82620379 |
|  | AbbVie, Inc. | 1090619 | &nbsp;&nbsp; 206148803 |
| †† | Abiomed, Inc. | 32675 | &nbsp;&nbsp; 510057 |
| #\* | Absci Corp. | 11952 | &nbsp;&nbsp; 33824 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Acadia Healthcare <br> Co., Inc.<br>| 110474 | &nbsp;&nbsp; 2405019 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ACADIA <br> Pharmaceuticals, <br> Inc.<br>| 127341 | &nbsp;&nbsp; 3034536 |
| #\* | AdaptHealth Corp. | 151517 | &nbsp;&nbsp; 1359107 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adaptive <br> Biotechnologies <br> Corp.<br>| 12703 | &nbsp;&nbsp; 130079 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Addus HomeCare <br> Corp.<br>| 27093 | &nbsp;&nbsp; 2892991 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; ADMA Biologics, <br> Inc.<br>| 293271 | &nbsp;&nbsp; 5484168 |
| #†† | Aduro Biotech, Inc. | 19543 | &nbsp;&nbsp; 7426 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adverum <br> Biotechnologies, <br> Inc.<br>| 19368 | &nbsp;&nbsp; 46290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agilent <br> Technologies, <br> Inc.<br>| 132122 | &nbsp;&nbsp; 15168927 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Agios <br> Pharmaceuticals, <br> Inc.<br>| 30900 | &nbsp;&nbsp; 1150098 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Akebia <br> Therapeutics, <br> Inc.<br>| 104340 | &nbsp;&nbsp; 384493 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Akero Therapeutics, <br> Inc.<br>| 45254 | &nbsp;&nbsp; 2210658 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Albireo Pharma, <br> Inc.<br>| 26553 | &nbsp;&nbsp; 163301 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aldeyra <br> Therapeutics, <br> Inc.<br>| 17053 | &nbsp;&nbsp; 85094 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Align Technology, <br> Inc.<br>| 17364 | &nbsp;&nbsp; 2240130 |
| \* | Alkermes PLC | 144255 | &nbsp;&nbsp; 3821315 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alnylam <br> Pharmaceuticals, <br> Inc.<br>| 11979 | &nbsp;&nbsp; 4698643 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Shared <br> Hospital Services<br>| 3958 | &nbsp;&nbsp; 9974 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Well <br> Corp., Class A<br>| 1295 | &nbsp;&nbsp; 9518 |
|  | Amgen, Inc. | 365932 | &nbsp;&nbsp; 107986533 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AMN Healthcare <br> Services, Inc.<br>| 58580 | &nbsp;&nbsp; 1074357 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amneal <br> Pharmaceuticals, <br> Inc.<br>| 231163 | &nbsp;&nbsp; 1807695 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amphastar <br> Pharmaceuticals, <br> Inc.<br>| 4416 | &nbsp;&nbsp; 92515 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amylyx <br> Pharmaceuticals, <br> Inc.<br>| 6739 | &nbsp;&nbsp; $54114 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AngioDynamics, <br> Inc.<br>| 83977 | &nbsp;&nbsp; 744036 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ANI <br> Pharmaceuticals, <br> Inc.<br>| 32658 | &nbsp;&nbsp; 2068884 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anika Therapeutics, <br> Inc.<br>| 23041 | &nbsp;&nbsp; 190203 |
| \* | Arcellx, Inc. | 2602 | &nbsp;&nbsp; 185757 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arcturus <br> Therapeutics <br> Holdings, Inc.<br>| 37878 | &nbsp;&nbsp; 462490 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arcus Biosciences, <br> Inc.<br>| 112715 | &nbsp;&nbsp; 1029088 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; ARS <br> Pharmaceuticals, <br> Inc.<br>| 8588 | &nbsp;&nbsp; 151836 |
| \* | Artivion, Inc. | 107477 | &nbsp;&nbsp; 3322114 |
| \* | Arvinas, Inc. | 21261 | &nbsp;&nbsp; 158182 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Astrana Health, <br> Inc.<br>| 57595 | &nbsp;&nbsp; 1374217 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atea <br> Pharmaceuticals, <br> Inc.<br>| 16803 | &nbsp;&nbsp; 61163 |
| \* | AtriCure, Inc. | 39231 | &nbsp;&nbsp; 1377008 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aura Biosciences, <br> Inc.<br>| 35850 | &nbsp;&nbsp; 247007 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Avanos Medical, <br> Inc.<br>| 60807 | &nbsp;&nbsp; 679214 |
| \* | Avantor, Inc. | 133993 | &nbsp;&nbsp; 1800866 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aveanna Healthcare <br> Holdings, Inc.<br>| 10454 | &nbsp;&nbsp; 41502 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Avidity Biosciences, <br> Inc.<br>| 13966 | &nbsp;&nbsp; 512692 |
| \* | Axogen, Inc. | 37539 | &nbsp;&nbsp; 491386 |
| \* | Azenta, Inc. | 59276 | &nbsp;&nbsp; 1938325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baxter International, <br> Inc.<br>| 403408 | &nbsp;&nbsp; 8778158 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Beam Therapeutics, <br> Inc.<br>| 177638 | &nbsp;&nbsp; 3501245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Becton Dickinson & <br> Co.<br>| 177770 | &nbsp;&nbsp; 31687502 |
| \* | Biogen, Inc. | 60332 | &nbsp;&nbsp; 7722496 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; BioLife Solutions, <br> Inc.<br>| 102068 | &nbsp;&nbsp; 2169966 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BioMarin <br> Pharmaceutical, <br> Inc.<br>| 37205 | &nbsp;&nbsp; 2152309 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bio-Rad <br> Laboratories, Inc., <br> Class A<br>| 22932 | &nbsp;&nbsp; 5548397 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Biote Corp., <br> Class A<br>| 40878 | &nbsp;&nbsp; 166373 |
|  | Bio-Techne Corp. | 113960 | &nbsp;&nbsp; 6237031 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bioventus, Inc., <br> Class A<br>| 15703 | &nbsp;&nbsp; $102384 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Boston Scientific <br> Corp.<br>| 290107 | &nbsp;&nbsp; 30438026 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; BrightSpring Health <br> Services, Inc.<br>| 75703 | &nbsp;&nbsp; 1563267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bristol-Myers <br> Squibb Co.<br>| 977878 | &nbsp;&nbsp; 42351896 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Brookdale Senior <br> Living, Inc.<br>| 307501 | &nbsp;&nbsp; 2383133 |
| # | Bruker Corp. | 228570 | &nbsp;&nbsp; 8783945 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cadrenal <br> Therapeutics, <br> Inc.<br>| 758 | &nbsp;&nbsp; 7898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cardinal Health, <br> Inc.<br>| 155230 | &nbsp;&nbsp; 24094801 |
| \* | CareDx, Inc. | 40165 | &nbsp;&nbsp; 493427 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Castle Biosciences, <br> Inc.<br>| 36205 | &nbsp;&nbsp; 548506 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Catalyst <br> Pharmaceuticals, <br> Inc.<br>| 231091 | &nbsp;&nbsp; 4929171 |
|  | Cencora, Inc. | 125411 | &nbsp;&nbsp; 35877579 |
| \* | Centene Corp. | 432659 | &nbsp;&nbsp; 11279420 |
| \* | Certara, Inc. | 235964 | &nbsp;&nbsp; 2321886 |
| \* | CG oncology, Inc. | 2861 | &nbsp;&nbsp; 76360 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Champions <br> Oncology, Inc.<br>| 1764 | &nbsp;&nbsp; 11148 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Charles River <br> Laboratories <br> International, Inc.<br>| 54024 | &nbsp;&nbsp; 9164631 |
|  | Chemed Corp. | 25852 | &nbsp;&nbsp; 10658780 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Chinook <br> Therapeutics, <br> Inc.<br>| 21057 | &nbsp;&nbsp; 0 |
|  | Cigna Group | 128643 | &nbsp;&nbsp; 34396565 |
| \* | Codexis, Inc. | 8229 | &nbsp;&nbsp; 22054 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Collegium <br> Pharmaceutical, <br> Inc.<br>| 70005 | &nbsp;&nbsp; 2090349 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Community Health <br> Systems, Inc.<br>| 169543 | &nbsp;&nbsp; 440812 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Compass <br> Therapeutics, <br> Inc.<br>| 173 | &nbsp;&nbsp; 514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concentra Group <br> Holdings Parent, <br> Inc.<br>| 278537 | &nbsp;&nbsp; 5562384 |
| # | CONMED Corp. | 50046 | &nbsp;&nbsp; 2559853 |
| \* | Cooper Cos., Inc. | 170688 | &nbsp;&nbsp; 12065935 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Corcept <br> Therapeutics, <br> Inc.<br>| 166436 | &nbsp;&nbsp; 11179506 |
| \* | CorVel Corp. | 84183 | &nbsp;&nbsp; 7458614 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; CRISPR <br> Therapeutics AG<br>| 97761 | &nbsp;&nbsp; 5500034 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cross Country <br> Healthcare, Inc.<br>| 74569 | &nbsp;&nbsp; $1002953 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cullinan <br> Therapeutics, <br> Inc.<br>| 46694 | &nbsp;&nbsp; 362812 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cumberland <br> Pharmaceuticals, <br> Inc.<br>| 4933 | &nbsp;&nbsp; 17019 |
|  | CVS Health Corp. | 644521 | &nbsp;&nbsp; 40024754 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cytek Biosciences, <br> Inc.<br>| 150847 | &nbsp;&nbsp; 543049 |
|  | Danaher Corp. | 195436 | &nbsp;&nbsp; 38532162 |
| #\* | DaVita, Inc. | 155909 | &nbsp;&nbsp; 21884946 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Day One <br> Biopharmaceuticals, <br> Inc.<br>| 35686 | &nbsp;&nbsp; 239453 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Denali <br> Therapeutics, <br> Inc.<br>| 130972 | &nbsp;&nbsp; 1811343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dentsply Sirona, <br> Inc.<br>| 131783 | &nbsp;&nbsp; 1885815 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Design <br> Therapeutics, <br> Inc.<br>| 2000 | &nbsp;&nbsp; 7740 |
| \* | Dexcom, Inc. | 100792 | &nbsp;&nbsp; 8140970 |
| \* | Disc Medicine, Inc. | 8381 | &nbsp;&nbsp; 500849 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Doximity, Inc., <br> Class A<br>| 95128 | &nbsp;&nbsp; 5588770 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dynavax <br> Technologies <br> Corp.<br>| 150765 | &nbsp;&nbsp; 1655400 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Edgewise <br> Therapeutics, <br> Inc.<br>| 32875 | &nbsp;&nbsp; 468798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Edwards <br> Lifesciences <br> Corp.<br>| 225833 | &nbsp;&nbsp; 17910815 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Elanco Animal <br> Health, Inc.<br>| 636612 | &nbsp;&nbsp; 8708852 |
| \* | Electromed, Inc. | 13044 | &nbsp;&nbsp; 237531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elevance Health, <br> Inc.<br>| 124444 | &nbsp;&nbsp; 35227608 |
|  | Eli Lilly & Co. | 370043 | &nbsp;&nbsp; 273857723 |
|  | Embecta Corp. | 38751 | &nbsp;&nbsp; 393710 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Emergent <br> BioSolutions, Inc.<br>| 56570 | &nbsp;&nbsp; 332632 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enanta <br> Pharmaceuticals, <br> Inc.<br>| 1368 | &nbsp;&nbsp; 10369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Encompass Health <br> Corp.<br>| 210933 | &nbsp;&nbsp; 23225833 |
| \* | Enhabit, Inc. | 118325 | &nbsp;&nbsp; 795144 |
| \* | Enovis Corp. | 64748 | &nbsp;&nbsp; 1735246 |
|  | Ensign Group, Inc. | 88759 | &nbsp;&nbsp; 13313850 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Entrada <br> Therapeutics, <br> Inc.<br>| 2434 | &nbsp;&nbsp; 14312 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Envista Holdings <br> Corp.<br>| 259732 | &nbsp;&nbsp; $4906337 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Evolent Health, Inc., <br> Class A<br>| 58317 | &nbsp;&nbsp; 586086 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Exact Sciences <br> Corp.<br>| 90692 | &nbsp;&nbsp; 4257989 |
| \* | Exagen, Inc. | 3009 | &nbsp;&nbsp; 25276 |
| \* | Exelixis, Inc. | 372943 | &nbsp;&nbsp; 13507995 |
| \* | FONAR Corp. | 14228 | &nbsp;&nbsp; 222099 |
| \* | Forian, Inc. | 6611 | &nbsp;&nbsp; 13222 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forte Biosciences, <br> Inc.<br>| 605 | &nbsp;&nbsp; 6038 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fortrea Holdings, <br> Inc.<br>| 114141 | &nbsp;&nbsp; 655169 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fulcrum <br> Therapeutics, <br> Inc.<br>| 76643 | &nbsp;&nbsp; 515807 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fulgent Genetics, <br> Inc.<br>| 44285 | &nbsp;&nbsp; 760816 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GE HealthCare <br> Technologies, <br> Inc.<br>| 258949 | &nbsp;&nbsp; 18468243 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GeneDx Holdings <br> Corp.<br>| 3271 | &nbsp;&nbsp; 333478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gilead Sciences, <br> Inc.<br>| 743690 | &nbsp;&nbsp; 83508950 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Globus Medical, <br> Inc., Class A<br>| 107517 | &nbsp;&nbsp; 5658620 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; GoodRx Holdings, <br> Inc., Class A<br>| 116288 | &nbsp;&nbsp; 557020 |
| \* | GRAIL, Inc. | 2934 | &nbsp;&nbsp; 100372 |
| \* | Haemonetics Corp. | 98430 | &nbsp;&nbsp; 7287757 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Halozyme <br> Therapeutics, <br> Inc.<br>| 162942 | &nbsp;&nbsp; 9771632 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Harmony <br> Biosciences <br> Holdings, Inc.<br>| 71654 | &nbsp;&nbsp; 2520788 |
| \* | Harrow, Inc. | 85 | &nbsp;&nbsp; 2700 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Harvard Bioscience, <br> Inc.<br>| 73052 | &nbsp;&nbsp; 34020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HCA Healthcare, <br> Inc.<br>| 40275 | &nbsp;&nbsp; 14256947 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Health Catalyst, <br> Inc.<br>| 37902 | &nbsp;&nbsp; 138342 |
| \* | HealthEquity, Inc. | 100891 | &nbsp;&nbsp; 9786427 |
|  | HealthStream, Inc. | 65092 | &nbsp;&nbsp; 1702807 |
| #\* | Henry Schein, Inc. | 160657 | &nbsp;&nbsp; 10868446 |
| \* | HilleVax, Inc. | 5210 | &nbsp;&nbsp; 10993 |
| \* | Hologic, Inc. | 213195 | &nbsp;&nbsp; 14245690 |
|  | Humana, Inc. | 80513 | &nbsp;&nbsp; 20117783 |
| \* | ICON PLC | 26655 | &nbsp;&nbsp; 4509759 |
| \* | ICU Medical, Inc. | 22684 | &nbsp;&nbsp; 2912852 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IDEXX <br> Laboratories, Inc.<br>| 43671 | &nbsp;&nbsp; 23333852 |
| #\* | Illumina, Inc. | 33793 | &nbsp;&nbsp; 3470879 |
| #††,\*†† | IMARA, Inc. | 6186 | &nbsp;&nbsp; 0 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | ImmuCell Corp. | 18384 | &nbsp;&nbsp; $114716 |
| \* | Incyte Corp. | 140763 | &nbsp;&nbsp; 10541741 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; InfuSystem <br> Holdings, Inc.<br>| 40643 | &nbsp;&nbsp; 227601 |
| #\* | Innoviva, Inc. | 154735 | &nbsp;&nbsp; 2811535 |
| \* | Inogen, Inc. | 3001 | &nbsp;&nbsp; 18936 |
| \* | Insmed, Inc. | 8769 | &nbsp;&nbsp; 940738 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Inspire Medical <br> Systems, Inc.<br>| 18166 | &nbsp;&nbsp; 2262394 |
| \* | Instil Bio, Inc. | 636 | &nbsp;&nbsp; 15264 |
| \* | Insulet Corp. | 24743 | &nbsp;&nbsp; 7135881 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Integer Holdings <br> Corp.<br>| 60617 | &nbsp;&nbsp; 6577551 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Integra LifeSciences <br> Holdings Corp.<br>| 74076 | &nbsp;&nbsp; 973359 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Intellia <br> Therapeutics, <br> Inc.<br>| 127715 | &nbsp;&nbsp; 1486603 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Intuitive Surgical, <br> Inc.<br>| 34199 | &nbsp;&nbsp; 16452797 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IQVIA Holdings, <br> Inc.<br>| 93104 | &nbsp;&nbsp; 17304309 |
|  | iRadimed Corp. | 6240 | &nbsp;&nbsp; 364042 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; iTeos Therapeutics, <br> Inc.<br>| 42601 | &nbsp;&nbsp; 431974 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jazz <br> Pharmaceuticals <br> PLC<br>| 75594 | &nbsp;&nbsp; 8665340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson & <br> Johnson<br>| 1299480 | &nbsp;&nbsp; 214076335 |
| #\* | Joint Corp. | 29610 | &nbsp;&nbsp; 326894 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kewaunee Scientific <br> Corp.<br>| 6314 | &nbsp;&nbsp; 349417 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kiniksa <br> Pharmaceuticals <br> International PLC<br>| 43887 | &nbsp;&nbsp; 1328021 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kodiak Sciences, <br> Inc.<br>| 3823 | &nbsp;&nbsp; 25136 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Krystal Biotech, <br> Inc.<br>| 28926 | &nbsp;&nbsp; 4450844 |
| \* | Kura Oncology, Inc. | 92618 | &nbsp;&nbsp; 560339 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Kymera <br> Therapeutics, <br> Inc.<br>| 34609 | &nbsp;&nbsp; 1514144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Labcorp Holdings, <br> Inc.<br>| 86550 | &nbsp;&nbsp; 22509924 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lantern Pharma, <br> Inc.<br>| 2813 | &nbsp;&nbsp; 12490 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Lantheus Holdings, <br> Inc.<br>| 125232 | &nbsp;&nbsp; 8915266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LeMaitre Vascular, <br> Inc.<br>| 29088 | &nbsp;&nbsp; 2363109 |
| \* | LENSAR, Inc. | 29520 | &nbsp;&nbsp; 380513 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LENZ Therapeutics, <br> Inc.<br>| 2963 | &nbsp;&nbsp; 88209 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LifeStance Health <br> Group, Inc.<br>| 106880 | &nbsp;&nbsp; 425382 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ligand <br> Pharmaceuticals, <br> Inc.<br>| 40890 | &nbsp;&nbsp; $5380306 |
| \* | Lipocine, Inc. | 32 | &nbsp;&nbsp; 103 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lisata Therapeutics, <br> Inc.<br>| 1515 | &nbsp;&nbsp; 3757 |
| \* | LivaNova PLC | 68365 | &nbsp;&nbsp; 2884319 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Lyra Therapeutics, <br> Inc.<br>| 1305 | &nbsp;&nbsp; 8744 |
| \* | MannKind Corp. | 175034 | &nbsp;&nbsp; 661629 |
| \* | Masimo Corp. | 4220 | &nbsp;&nbsp; 648994 |
| \* | MaxCyte, Inc. | 87731 | &nbsp;&nbsp; 180726 |
|  | McKesson Corp. | 19157 | &nbsp;&nbsp; 13286146 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Medpace Holdings, <br> Inc.<br>| 43354 | &nbsp;&nbsp; 18520829 |
|  | Medtronic PLC | 420257 | &nbsp;&nbsp; 37923992 |
|  | Merck & Co., Inc. | 893535 | &nbsp;&nbsp; 69802954 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Merit Medical <br> Systems, Inc.<br>| 89146 | &nbsp;&nbsp; 7564930 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Merrimack <br> Pharmaceuticals, <br> Inc.<br>| 2035 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mesa Laboratories, <br> Inc.<br>| 8655 | &nbsp;&nbsp; 661934 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Mettler-Toledo <br> International, Inc.<br>| 11140 | &nbsp;&nbsp; 13743195 |
| \* | MiMedx Group, Inc. | 39672 | &nbsp;&nbsp; 285242 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Mirati Therapeutics, <br> Inc.<br>| 32564 | &nbsp;&nbsp; 99971 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Molina Healthcare, <br> Inc.<br>| 67029 | &nbsp;&nbsp; 10581868 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Monte Rosa <br> Therapeutics, <br> Inc.<br>| 3312 | &nbsp;&nbsp; 16394 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mural Oncology <br> PLC<br>| 6082 | &nbsp;&nbsp; 13685 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Myriad Genetics, <br> Inc.<br>| 116426 | &nbsp;&nbsp; 447076 |
| \* | Natera, Inc. | 24513 | &nbsp;&nbsp; 3276408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National HealthCare <br> Corp.<br>| 34856 | &nbsp;&nbsp; 3347222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Research <br> Corp.<br>| 38592 | &nbsp;&nbsp; 482400 |
| \* | Neogen Corp. | 44690 | &nbsp;&nbsp; 207809 |
| \* | NeoGenomics, Inc. | 151282 | &nbsp;&nbsp; 732205 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Neoleukin <br> Therapeutics, <br> Inc.<br>| 1526 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Neurocrine <br> Biosciences, Inc.<br>| 71496 | &nbsp;&nbsp; 9167932 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Niagen Bioscience, <br> Inc.<br>| 11866 | &nbsp;&nbsp; 110947 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Olema <br> Pharmaceuticals, <br> Inc.<br>| 55851 | &nbsp;&nbsp; 287074 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; OmniAb, Inc. <br> (2200963D US)<br>| 13783 | &nbsp;&nbsp; 0 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; OmniAb, Inc. <br> (2200964D US)<br>| 13783 | &nbsp;&nbsp; $0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OmniAb, Inc. (OABI <br> UQ)<br>| 78606 | &nbsp;&nbsp; 150137 |
| \* | Omnicell, Inc. | 71689 | &nbsp;&nbsp; 2223076 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Opiant <br> Pharmaceuticals, <br> Inc.<br>| 5178 | &nbsp;&nbsp; 0 |
| \* | OptimizeRx Corp. | 15151 | &nbsp;&nbsp; 191206 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Option Care Health, <br> Inc.<br>| 175842 | &nbsp;&nbsp; 5160963 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oramed <br> Pharmaceuticals, <br> Inc.<br>| 23349 | &nbsp;&nbsp; 50200 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OraSure <br> Technologies, <br> Inc.<br>| 115021 | &nbsp;&nbsp; 365767 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Organogenesis <br> Holdings, Inc.<br>| 58314 | &nbsp;&nbsp; 269411 |
|  | Organon & Co. | 258864 | &nbsp;&nbsp; 2510981 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ORIC <br> Pharmaceuticals, <br> Inc.<br>| 26206 | &nbsp;&nbsp; 261274 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orthofix Medical, <br> Inc.<br>| 2126 | &nbsp;&nbsp; 23471 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OrthoPediatrics <br> Corp.<br>| 6700 | &nbsp;&nbsp; 138824 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Owens & Minor, <br> Inc.<br>| 141936 | &nbsp;&nbsp; 983616 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pacira BioSciences, <br> Inc.<br>| 54182 | &nbsp;&nbsp; 1142698 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; PDL BioPharma, <br> Inc.<br>| 458319 | &nbsp;&nbsp; 192494 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pediatrix Medical <br> Group, Inc.<br>| 86827 | &nbsp;&nbsp; 1063631 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pennant Group, <br> Inc.<br>| 48889 | &nbsp;&nbsp; 1083869 |
| \* | Penumbra, Inc. | 15290 | &nbsp;&nbsp; 3857208 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Performant <br> Healthcare, Inc.<br>| 14004 | &nbsp;&nbsp; 49714 |
| # | Perrigo Co. PLC | 202793 | &nbsp;&nbsp; 5408489 |
| \* | Personalis, Inc. | 8213 | &nbsp;&nbsp; 45007 |
|  | Pfizer, Inc. | 2032441 | &nbsp;&nbsp; 47335551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phibro Animal <br> Health Corp., <br> Class A<br>| 36867 | &nbsp;&nbsp; 976976 |
| \* | Phreesia, Inc. | 2615 | &nbsp;&nbsp; 70500 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Poseida <br> Therapeutics, <br> Inc.<br>| 45912 | &nbsp;&nbsp; 22956 |
| \* | Precipio, Inc. | 100 | &nbsp;&nbsp; 1414 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Premier, Inc., <br> Class A<br>| 189063 | &nbsp;&nbsp; 4061073 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Prestige Consumer <br> Healthcare, Inc.<br>| 129274 | &nbsp;&nbsp; 9559812 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Privia Health Group, <br> Inc.<br>| 88743 | &nbsp;&nbsp; 1732263 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| #\* | Pro-Dex, Inc. | 6861 | &nbsp;&nbsp; $343393 |
| \* | Progyny, Inc. | 51856 | &nbsp;&nbsp; 1219135 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Protagonist <br> Therapeutics, <br> Inc.<br>| 5633 | &nbsp;&nbsp; 303393 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PTC Therapeutics, <br> Inc.<br>| 18673 | &nbsp;&nbsp; 973050 |
| \* | Pulmatrix, Inc. | 1398 | &nbsp;&nbsp; 7857 |
| \* | Pulmonx Corp. | 10065 | &nbsp;&nbsp; 18520 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Puma <br> Biotechnology, <br> Inc.<br>| 5406 | &nbsp;&nbsp; 16813 |
| \* | Quanterix Corp. | 8046 | &nbsp;&nbsp; 47793 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Quest Diagnostics, <br> Inc.<br>| 151722 | &nbsp;&nbsp; 25399780 |
| \* | QuidelOrtho Corp. | 5582 | &nbsp;&nbsp; 128498 |
| #\* | RadNet, Inc. | 108198 | &nbsp;&nbsp; 5921677 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rafael Holdings, <br> Inc., Class B<br>| 20215 | &nbsp;&nbsp; 34163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Regeneron <br> Pharmaceuticals, <br> Inc.<br>| 32989 | &nbsp;&nbsp; 17994180 |
| \* | REGENXBIO, Inc. | 19857 | &nbsp;&nbsp; 168983 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Relay Therapeutics, <br> Inc.<br>| 49096 | &nbsp;&nbsp; 172818 |
| \* | Repligen Corp. | 51734 | &nbsp;&nbsp; 6056499 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Replimune Group, <br> Inc.<br>| 40913 | &nbsp;&nbsp; 287618 |
| # | ResMed, Inc. | 71844 | &nbsp;&nbsp; 19537257 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Revolution <br> Medicines, Inc.<br>| 82807 | &nbsp;&nbsp; 3086217 |
| # | Revvity, Inc. | 125749 | &nbsp;&nbsp; 11053337 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rigel <br> Pharmaceuticals, <br> Inc.<br>| 5985 | &nbsp;&nbsp; 126044 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Roivant Sciences <br> Ltd.<br>| 551570 | &nbsp;&nbsp; 6265835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Royalty Pharma <br> PLC, Class A<br>| 305989 | &nbsp;&nbsp; 11260395 |
| \* | RxSight, Inc. | 9125 | &nbsp;&nbsp; 70993 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sarepta <br> Therapeutics, <br> Inc.<br>| 45399 | &nbsp;&nbsp; 745452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Select Medical <br> Holdings Corp.<br>| 289489 | &nbsp;&nbsp; 4281542 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Semler Scientific, <br> Inc.<br>| 706 | &nbsp;&nbsp; 25310 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sensus Healthcare, <br> Inc.<br>| 22487 | &nbsp;&nbsp; 125702 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Senti Biosciences, <br> Inc.<br>| 4670 | &nbsp;&nbsp; 7939 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sera Prognostics, <br> Inc., Class A<br>| 3405 | &nbsp;&nbsp; 9466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SIGA Technologies, <br> Inc.<br>| 117783 | &nbsp;&nbsp; 778546 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sight Sciences, <br> Inc.<br>| 6130 | &nbsp;&nbsp; 20413 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Simulations Plus, <br> Inc.<br>| 7254 | &nbsp;&nbsp; $94447 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Solid Biosciences, <br> Inc.<br>| 5023 | &nbsp;&nbsp; 34357 |
| \* | Solventum Corp. | 33036 | &nbsp;&nbsp; 2357449 |
| \* | Sotera Health Co. | 170006 | &nbsp;&nbsp; 1953369 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; STAAR Surgical <br> Co.<br>| 10620 | &nbsp;&nbsp; 190257 |
|  | STERIS PLC | 98096 | &nbsp;&nbsp; 22217763 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Stoke Therapeutics, <br> Inc.<br>| 20258 | &nbsp;&nbsp; 260315 |
|  | Stryker Corp. | 70102 | &nbsp;&nbsp; 27531158 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Summit <br> Therapeutics, <br> Inc.<br>| 16566 | &nbsp;&nbsp; 436845 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Supernus <br> Pharmaceuticals, <br> Inc.<br>| 101346 | &nbsp;&nbsp; 3557245 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Surgery Partners, <br> Inc.<br>| 149015 | &nbsp;&nbsp; 3270879 |
| \* | Surmodics, Inc. | 31666 | &nbsp;&nbsp; 1136809 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tactile Systems <br> Technology, Inc.<br>| 23466 | &nbsp;&nbsp; 234191 |
| \* | Talkspace, Inc. | 16075 | &nbsp;&nbsp; 39062 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Teladoc Health, <br> Inc.<br>| 58786 | &nbsp;&nbsp; 423847 |
|  | Teleflex, Inc. | 41739 | &nbsp;&nbsp; 4987811 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tenet Healthcare <br> Corp.<br>| 148514 | &nbsp;&nbsp; 23952338 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Terns <br> Pharmaceuticals, <br> Inc.<br>| 90661 | &nbsp;&nbsp; 528554 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Theravance <br> Biopharma, Inc.<br>| 14405 | &nbsp;&nbsp; 160760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thermo Fisher <br> Scientific, Inc.<br>| 97707 | &nbsp;&nbsp; 45695610 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; Third Harmonic Bio, <br> Inc.<br>| 968 | &nbsp;&nbsp; 5203 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tourmaline Bio, <br> Inc.<br>| 1585 | &nbsp;&nbsp; 35076 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TransMedics Group, <br> Inc.<br>| 9261 | &nbsp;&nbsp; 1101781 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Treace Medical <br> Concepts, Inc.<br>| 4659 | &nbsp;&nbsp; 25019 |
| \* | TruBridge, Inc. | 910 | &nbsp;&nbsp; 18946 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Twist Bioscience <br> Corp.<br>| 5504 | &nbsp;&nbsp; 184769 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Physical <br> Therapy, Inc.<br>| 27724 | &nbsp;&nbsp; 2028011 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; UFP Technologies, <br> Inc.<br>| 12835 | &nbsp;&nbsp; 2905716 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Therapeutics <br> Corp.<br>| 72037 | &nbsp;&nbsp; 19788564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UnitedHealth <br> Group, Inc.<br>| 280308 | &nbsp;&nbsp; 69953664 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Health <br> Services, Inc., <br> Class B<br>| 75913 | &nbsp;&nbsp; $12635719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Utah Medical <br> Products, Inc.<br>| 6179 | &nbsp;&nbsp; 343552 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vanda <br> Pharmaceuticals, <br> Inc.<br>| 107085 | &nbsp;&nbsp; 456182 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Varex Imaging <br> Corp.<br>| 11066 | &nbsp;&nbsp; 80560 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Veeva Systems, <br> Inc., Class A<br>| 49516 | &nbsp;&nbsp; 14072447 |
| #\* | Veracyte, Inc. | 189739 | &nbsp;&nbsp; 4460764 |
| #\* | Vericel Corp. | 23118 | &nbsp;&nbsp; 807743 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vertex <br> Pharmaceuticals, <br> Inc.<br>| 74228 | &nbsp;&nbsp; 33912546 |
|  | Viatris, Inc. | 902808 | &nbsp;&nbsp; 7890542 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vicarious Surgical, <br> Inc., Class A<br>| 1322 | &nbsp;&nbsp; 11713 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vir Biotechnology, <br> Inc.<br>| 19911 | &nbsp;&nbsp; 100949 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Viridian <br> Therapeutics, <br> Inc.<br>| 21209 | &nbsp;&nbsp; 371582 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Voyager <br> Therapeutics, <br> Inc.<br>| 17707 | &nbsp;&nbsp; 56485 |
| \* | Waters Corp. | 56721 | &nbsp;&nbsp; 16378756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; West <br> Pharmaceutical <br> Services, Inc.<br>| 33964 | &nbsp;&nbsp; 8126227 |
| \* | XBiotech, Inc. | 9859 | &nbsp;&nbsp; 28591 |
| \* | Xencor, Inc. | 82668 | &nbsp;&nbsp; 687798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xenon <br> Pharmaceuticals, <br> Inc.<br>| 41353 | &nbsp;&nbsp; 1262921 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; XOMA Royalty <br> Corp.<br>| 1135 | &nbsp;&nbsp; 28239 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Y-mAbs <br> Therapeutics, <br> Inc.<br>| 9179 | &nbsp;&nbsp; 41030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zimmer Biomet <br> Holdings, Inc.<br>| 169747 | &nbsp;&nbsp; 15557313 |
| \* | Zimvie, Inc. | 35979 | &nbsp;&nbsp; 676045 |
|  | Zoetis, Inc. | 188364 | &nbsp;&nbsp; 27461588 |
| \* | Zymeworks, Inc. | 70976 | &nbsp;&nbsp; 891459 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | &nbsp;&nbsp; 2675717438 |
| INDUSTRIALS — (13.5%) | INDUSTRIALS — (13.5%) | INDUSTRIALS — (13.5%) | INDUSTRIALS — (13.5%) |
|  | 3M Co. | 224586 | &nbsp;&nbsp; 33512723 |
|  | A.O. Smith Corp. | 210402 | &nbsp;&nbsp; 14894358 |
| # | AAON, Inc. | 92164 | &nbsp;&nbsp; 7695694 |
| \* | AAR Corp. | 95170 | &nbsp;&nbsp; 7110151 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ABM Industries, <br> Inc.<br>| 142620 | &nbsp;&nbsp; 6579061 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ACCO Brands <br> Corp.<br>| 131386 | &nbsp;&nbsp; $492698 |
|  | Acme United Corp. | 7309 | &nbsp;&nbsp; 293676 |
|  | Acuity, Inc. | 46225 | &nbsp;&nbsp; 14392154 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ACV Auctions, Inc., <br> Class A<br>| 91692 | &nbsp;&nbsp; 1302943 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Drainage <br> Systems, Inc.<br>| 119635 | &nbsp;&nbsp; 13728116 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aebi Schmidt <br> Holding AG<br>| 46434 | &nbsp;&nbsp; 478270 |
|  | AECOM | 182809 | &nbsp;&nbsp; 20609887 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; AeroVironment, <br> Inc.<br>| 27970 | &nbsp;&nbsp; 7485891 |
| \* | AerSale Corp. | 5923 | &nbsp;&nbsp; 35775 |
|  | AGCO Corp. | 193926 | &nbsp;&nbsp; 22877450 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Air Industries <br> Group<br>| 856 | &nbsp;&nbsp; 2962 |
|  | Air Lease Corp. | 228077 | &nbsp;&nbsp; 12635466 |
|  | Alamo Group, Inc. | 21884 | &nbsp;&nbsp; 4870941 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Alaska Air Group, <br> Inc.<br>| 220364 | &nbsp;&nbsp; 11670477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Albany International <br> Corp., Class A<br>| 59813 | &nbsp;&nbsp; 3241266 |
|  | Alight, Inc., Class A | 410773 | &nbsp;&nbsp; 2201743 |
| #\* | Allegiant Travel Co. | 32252 | &nbsp;&nbsp; 1665493 |
|  | Allegion PLC | 137584 | &nbsp;&nbsp; 22827937 |
|  | Allient, Inc. | 30644 | &nbsp;&nbsp; 1235260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Allison <br> Transmission <br> Holdings, Inc.<br>| 231323 | &nbsp;&nbsp; 20835263 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alpha Pro Tech <br> Ltd.<br>| 28782 | &nbsp;&nbsp; 139881 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Amentum Holdings, <br> Inc.<br>| 116974 | &nbsp;&nbsp; 2920841 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Ameresco, Inc., <br> Class A<br>| 44477 | &nbsp;&nbsp; 752551 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Airlines <br> Group, Inc.<br>| 411738 | &nbsp;&nbsp; 4730870 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American <br> Superconductor <br> Corp.<br>| 23056 | &nbsp;&nbsp; 1310734 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American <br> Woodmark Corp.<br>| 39258 | &nbsp;&nbsp; 2065363 |
|  | AMETEK, Inc. | 188163 | &nbsp;&nbsp; 34781931 |
| \* | API Group Corp. | 326673 | &nbsp;&nbsp; 11783095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apogee Enterprises, <br> Inc.<br>| 46026 | &nbsp;&nbsp; 1932632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Applied Industrial <br> Technologies, <br> Inc.<br>| 56047 | &nbsp;&nbsp; 15216760 |
|  | ArcBest Corp. | 41471 | &nbsp;&nbsp; 3032774 |
|  | Arcosa, Inc. | 88530 | &nbsp;&nbsp; 7602956 |
|  | Argan, Inc. | 35538 | &nbsp;&nbsp; 8706099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Armstrong World <br> Industries, Inc.<br>| 78606 | &nbsp;&nbsp; 14791291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astec Industries, <br> Inc.<br>| 28910 | &nbsp;&nbsp; 1146571 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Astronics Corp. <br> (ATRO US)<br>| 59261 | &nbsp;&nbsp; $2140507 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Astronics Corp. <br> (ATROB US), <br> Class B<br>| 31687 | &nbsp;&nbsp; 1145485 |
| \* | ATI, Inc. | 225110 | &nbsp;&nbsp; 17319963 |
|  | Atkore, Inc. | 64673 | &nbsp;&nbsp; 4981114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atmus Filtration <br> Technologies, <br> Inc.<br>| 21488 | &nbsp;&nbsp; 836098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Automatic Data <br> Processing, Inc.<br>| 271074 | &nbsp;&nbsp; 83897403 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Axon Enterprise, <br> Inc.<br>| 20530 | &nbsp;&nbsp; 15510210 |
|  | AZZ, Inc. | 45176 | &nbsp;&nbsp; 4946772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barrett Business <br> Services, Inc.<br>| 49434 | &nbsp;&nbsp; 2272481 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BlackSky <br> Technology, Inc.<br>| 10301 | &nbsp;&nbsp; 198191 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blade Air Mobility, <br> Inc.<br>| 41381 | &nbsp;&nbsp; 165110 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bloom Energy <br> Corp., Class A<br>| 14134 | &nbsp;&nbsp; 528470 |
| #\* | Blue Bird Corp. | 39468 | &nbsp;&nbsp; 1767772 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BlueLinx Holdings, <br> Inc.<br>| 10230 | &nbsp;&nbsp; 749552 |
| \* | Boeing Co. | 124648 | &nbsp;&nbsp; 27651912 |
|  | Boise Cascade Co. | 102308 | &nbsp;&nbsp; 8574433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Booz Allen Hamilton <br> Holding Corp.<br>| 128352 | &nbsp;&nbsp; 13776020 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bowman Consulting <br> Group Ltd.<br>| 3273 | &nbsp;&nbsp; 113508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brady Corp., <br> Class A<br>| 79240 | &nbsp;&nbsp; 5591967 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BrightView <br> Holdings, Inc.<br>| 114690 | &nbsp;&nbsp; 1829306 |
|  | Brink's Co. | 63353 | &nbsp;&nbsp; 5533251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Broadridge <br> Financial <br> Solutions, Inc.<br>| 87476 | &nbsp;&nbsp; 21651185 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Builders <br> FirstSource, Inc.<br>| 176702 | &nbsp;&nbsp; 22464125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BWX Technologies, <br> Inc.<br>| 131552 | &nbsp;&nbsp; 19986695 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Byrna Technologies, <br> Inc.<br>| 10362 | &nbsp;&nbsp; 230140 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; CACI International, <br> Inc., Class A<br>| 33170 | &nbsp;&nbsp; 15277107 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cadeler AS (CDLR <br> US), ADR<br>| 24435 | &nbsp;&nbsp; 512158 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cadre Holdings, <br> Inc.<br>| 33913 | &nbsp;&nbsp; 1121503 |
| # | Carlisle Cos., Inc. | 53573 | &nbsp;&nbsp; 19002879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carrier Global <br> Corp.<br>| 463560 | &nbsp;&nbsp; 31809487 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Casella Waste <br> Systems, Inc., <br> Class A<br>| 46836 | &nbsp;&nbsp; $5092478 |
|  | Caterpillar, Inc. | 321812 | &nbsp;&nbsp; 140960092 |
| #\* | CBIZ, Inc. | 96258 | &nbsp;&nbsp; 5883289 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; CECO <br> Environmental <br> Corp.<br>| 81642 | &nbsp;&nbsp; 3669808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CH Robinson <br> Worldwide, Inc.<br>| 134589 | &nbsp;&nbsp; 15520803 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chart Industries, <br> Inc.<br>| 21368 | &nbsp;&nbsp; 4248599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chicago Rivet & <br> Machine Co.<br>| 653 | &nbsp;&nbsp; 8287 |
| #\* | Cimpress PLC | 18776 | &nbsp;&nbsp; 1038501 |
|  | Cintas Corp. | 127197 | &nbsp;&nbsp; 28307692 |
|  | Civeo Corp. | 17090 | &nbsp;&nbsp; 427079 |
| #\* | Clarivate PLC | 540736 | &nbsp;&nbsp; 2081834 |
| \* | Clean Harbors, Inc. | 96615 | &nbsp;&nbsp; 22782783 |
|  | CNH Industrial NV | 1469762 | &nbsp;&nbsp; 19048116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Columbus <br> McKinnon Corp.<br>| 38435 | &nbsp;&nbsp; 563073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Comfort Systems <br> USA, Inc.<br>| 29788 | &nbsp;&nbsp; 20949900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CompX <br> International, Inc.<br>| 9138 | &nbsp;&nbsp; 212915 |
| # | Concentrix Corp. | 27142 | &nbsp;&nbsp; 1410570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concrete Pumping <br> Holdings, Inc.<br>| 52436 | &nbsp;&nbsp; 358138 |
| \* | Conduent, Inc. | 222021 | &nbsp;&nbsp; 590576 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Construction <br> Partners, Inc., <br> Class A<br>| 50893 | &nbsp;&nbsp; 5132559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Copa Holdings SA, <br> Class A<br>| 41463 | &nbsp;&nbsp; 4588296 |
| \* | Copart, Inc. | 413618 | &nbsp;&nbsp; 18749304 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Core & Main, Inc., <br> Class A<br>| 202817 | &nbsp;&nbsp; 12907274 |
| #†† | &nbsp;&nbsp;&nbsp;&nbsp; Costa <br> Communications, <br> Inc.<br>| 5301 | &nbsp;&nbsp; 636 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Costamare Bulkers <br> Holdings Ltd.<br>| 59526 | &nbsp;&nbsp; 535734 |
|  | Costamare, Inc. | 324279 | &nbsp;&nbsp; 3271975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Covenant Logistics <br> Group, Inc.<br>| 57452 | &nbsp;&nbsp; 1387466 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; CPI Aerostructures, <br> Inc.<br>| 27297 | &nbsp;&nbsp; 93356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CRA International, <br> Inc.<br>| 18595 | &nbsp;&nbsp; 3284993 |
|  | Crane Co. | 71122 | &nbsp;&nbsp; 13923554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSG Systems <br> International, Inc.<br>| 76418 | &nbsp;&nbsp; 4773068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSW Industrials, <br> Inc.<br>| 21221 | &nbsp;&nbsp; 5506425 |
|  | CSX Corp. | 1859727 | &nbsp;&nbsp; 66094698 |
|  | Cummins, Inc. | 121273 | &nbsp;&nbsp; 44582380 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Curtiss-Wright <br> Corp.<br>| 42065 | &nbsp;&nbsp; $20621104 |
| \* | Dayforce, Inc. | 101785 | &nbsp;&nbsp; 5869941 |
|  | Deere & Co. | 183569 | &nbsp;&nbsp; 96258077 |
|  | Delta Air Lines, Inc. | 873423 | &nbsp;&nbsp; 46474838 |
|  | Deluxe Corp. | 55076 | &nbsp;&nbsp; 886724 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Distribution <br> Solutions Group, <br> Inc.<br>| 51365 | &nbsp;&nbsp; 1539409 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DLH Holdings <br> Corp.<br>| 21039 | &nbsp;&nbsp; 118029 |
| \* | DNOW, Inc. | 174512 | &nbsp;&nbsp; 2715407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Donaldson Co., <br> Inc.<br>| 210910 | &nbsp;&nbsp; 15179193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Douglas Dynamics, <br> Inc.<br>| 71503 | &nbsp;&nbsp; 2044986 |
|  | Dover Corp. | 121635 | &nbsp;&nbsp; 22032964 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Driven Brands <br> Holdings, Inc.<br>| 39530 | &nbsp;&nbsp; 668057 |
| \* | Ducommun, Inc. | 36349 | &nbsp;&nbsp; 3307032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dun & Bradstreet <br> Holdings, Inc.<br>| 167972 | &nbsp;&nbsp; 1528545 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DXP Enterprises, <br> Inc.<br>| 48547 | &nbsp;&nbsp; 5498433 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dycom Industries, <br> Inc.<br>| 53317 | &nbsp;&nbsp; 14332143 |
|  | Eastern Co. | 12710 | &nbsp;&nbsp; 292966 |
| # | Eaton Corp. PLC | 114490 | &nbsp;&nbsp; 44046593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EMCOR Group, <br> Inc.<br>| 51687 | &nbsp;&nbsp; 32433076 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Emerson Electric <br> Co.<br>| 183726 | &nbsp;&nbsp; 26733970 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Energy Recovery, <br> Inc.<br>| 40211 | &nbsp;&nbsp; 540838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enerpac Tool Group <br> Corp.<br>| 144400 | &nbsp;&nbsp; 5560844 |
|  | EnerSys | 69857 | &nbsp;&nbsp; 6452691 |
|  | Ennis, Inc. | 48571 | &nbsp;&nbsp; 864564 |
| # | Enpro, Inc. | 53221 | &nbsp;&nbsp; 11304673 |
| \* | Enviri Corp. | 152321 | &nbsp;&nbsp; 1370889 |
|  | Equifax, Inc. | 57023 | &nbsp;&nbsp; 13698635 |
|  | Esab Corp. | 91443 | &nbsp;&nbsp; 12268907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ESCO <br> Technologies, <br> Inc.<br>| 60077 | &nbsp;&nbsp; 11636915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Espey Mfg. & <br> Electronics Corp.<br>| 4614 | &nbsp;&nbsp; 203016 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Everus Construction <br> Group, Inc.<br>| 81928 | &nbsp;&nbsp; 6083973 |
|  | EVI Industries, Inc. | 1292 | &nbsp;&nbsp; 28799 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ExlService <br> Holdings, Inc.<br>| 176694 | &nbsp;&nbsp; 7673820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Expeditors <br> International of <br> Washington, Inc.<br>| 181697 | &nbsp;&nbsp; 21120459 |
|  | Exponent, Inc. | 50695 | &nbsp;&nbsp; 3495927 |
| # | Fastenal Co. | 1081576 | &nbsp;&nbsp; 49893101 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Federal Signal <br> Corp.<br>| 99468 | &nbsp;&nbsp; $12589665 |
|  | FedEx Corp. | 207548 | &nbsp;&nbsp; 46384903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ferguson <br> Enterprises, Inc.<br>| 174839 | &nbsp;&nbsp; 39046794 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; First Advantage <br> Corp.<br>| 50196 | &nbsp;&nbsp; 867889 |
|  | Flowserve Corp. | 158993 | &nbsp;&nbsp; 8909968 |
| \* | Fluor Corp. | 211312 | &nbsp;&nbsp; 11996182 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forrester Research, <br> Inc.<br>| 5894 | &nbsp;&nbsp; 57408 |
|  | Fortive Corp. | 275058 | &nbsp;&nbsp; 13183530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fortune Brands <br> Innovations, Inc.<br>| 211966 | &nbsp;&nbsp; 11560626 |
| \* | Franklin Covey Co. | 36225 | &nbsp;&nbsp; 713995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Electric <br> Co., Inc.<br>| 76730 | &nbsp;&nbsp; 7208783 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; FreightCar America, <br> Inc.<br>| 8587 | &nbsp;&nbsp; 87244 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Frontier Group <br> Holdings, Inc.<br>| 29680 | &nbsp;&nbsp; 129998 |
|  | FTAI Aviation Ltd. | 60900 | &nbsp;&nbsp; 8380449 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; FTAI Infrastructure, <br> Inc.<br>| 21022 | &nbsp;&nbsp; 131808 |
| \* | FTI Consulting, Inc. | 62062 | &nbsp;&nbsp; 10324014 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gates Industrial <br> Corp. PLC<br>| 214283 | &nbsp;&nbsp; 5314218 |
|  | GATX Corp. | 94507 | &nbsp;&nbsp; 14430274 |
|  | GE Vernova, Inc. | 108306 | &nbsp;&nbsp; 71513369 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Genco Shipping & <br> Trading Ltd.<br>| 81300 | &nbsp;&nbsp; 1295109 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gencor Industries, <br> Inc.<br>| 21486 | &nbsp;&nbsp; 313266 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Generac Holdings, <br> Inc.<br>| 63182 | &nbsp;&nbsp; 12300904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; General Dynamics <br> Corp.<br>| 129173 | &nbsp;&nbsp; 40251599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; General Electric <br> Co.<br>| 433225 | &nbsp;&nbsp; 117438633 |
|  | Genpact Ltd. | 383167 | &nbsp;&nbsp; 16878506 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gibraltar Industries, <br> Inc.<br>| 70390 | &nbsp;&nbsp; 4647852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Industrial <br> Co.<br>| 61191 | &nbsp;&nbsp; 2084165 |
| \* | GMS, Inc. | 102650 | &nbsp;&nbsp; 11254546 |
|  | Gorman-Rupp Co. | 61610 | &nbsp;&nbsp; 2535868 |
|  | Graco, Inc. | 140309 | &nbsp;&nbsp; 11783150 |
| \* | Graham Corp. | 31572 | &nbsp;&nbsp; 1804340 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Granite <br> Construction, <br> Inc.<br>| 96646 | &nbsp;&nbsp; 9130148 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Great Lakes Dredge <br> & Dock Corp.<br>| 178365 | &nbsp;&nbsp; 1976284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greenbrier Cos., <br> Inc.<br>| 70291 | &nbsp;&nbsp; 3198240 |
|  | Griffon Corp. | 100583 | &nbsp;&nbsp; 8174380 |
| #\* | GXO Logistics, Inc. | 207107 | &nbsp;&nbsp; 10295289 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hayward Holdings, <br> Inc.<br>| 256373 | &nbsp;&nbsp; $3943017 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Healthcare Services <br> Group, Inc.<br>| 40015 | &nbsp;&nbsp; 520595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heartland Express, <br> Inc.<br>| 61045 | &nbsp;&nbsp; 477372 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; HEICO Corp. (HEI <br> US)<br>| 27411 | &nbsp;&nbsp; 8957915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HEICO Corp. (HEIA <br> US), Class A<br>| 39491 | &nbsp;&nbsp; 10192232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heidrick & <br> Struggles <br> International, Inc.<br>| 53936 | &nbsp;&nbsp; 2401770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Helios <br> Technologies, <br> Inc.<br>| 43719 | &nbsp;&nbsp; 1604050 |
| # | Herc Holdings, Inc. | 87392 | &nbsp;&nbsp; 10208260 |
| # | Hexcel Corp. | 121292 | &nbsp;&nbsp; 7266604 |
|  | Hillenbrand, Inc. | 93171 | &nbsp;&nbsp; 1929571 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hillman Solutions <br> Corp.<br>| 151209 | &nbsp;&nbsp; 1193039 |
|  | HireQuest, Inc. | 871 | &nbsp;&nbsp; 8910 |
|  | HNI Corp. | 84264 | &nbsp;&nbsp; 4334540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Honeywell <br> International, Inc.<br>| 379317 | &nbsp;&nbsp; 84341135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Howmet Aerospace, <br> Inc.<br>| 314646 | &nbsp;&nbsp; 56563911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hub Group, Inc., <br> Class A<br>| 109827 | &nbsp;&nbsp; 3846142 |
|  | Hubbell, Inc. | 62270 | &nbsp;&nbsp; 27241880 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hudson Global, <br> Inc.<br>| 16688 | &nbsp;&nbsp; 149358 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hudson <br> Technologies, <br> Inc.<br>| 26011 | &nbsp;&nbsp; 244243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huntington Ingalls <br> Industries, Inc.<br>| 70809 | &nbsp;&nbsp; 19745798 |
| \* | Hurco Cos., Inc. | 8054 | &nbsp;&nbsp; 154798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Huron Consulting <br> Group, Inc.<br>| 68030 | &nbsp;&nbsp; 8985402 |
|  | Hyster-Yale, Inc. | 22035 | &nbsp;&nbsp; 925690 |
| \* | IBEX Holdings Ltd. | 7089 | &nbsp;&nbsp; 209622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ICF International, <br> Inc.<br>| 33326 | &nbsp;&nbsp; 2795718 |
| \* | Ideal Power, Inc. | 3327 | &nbsp;&nbsp; 15970 |
|  | IDEX Corp. | 66246 | &nbsp;&nbsp; 10831883 |
| #\* | IES Holdings, Inc. | 41300 | &nbsp;&nbsp; 14581791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Illinois Tool Works, <br> Inc.<br>| 211517 | &nbsp;&nbsp; 54142006 |
|  | Ingersoll Rand, Inc. | 280410 | &nbsp;&nbsp; 23731098 |
| #\* | Innodata, Inc. | 7948 | &nbsp;&nbsp; 436345 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Innovative Solutions <br> & Support, Inc.<br>| 29317 | &nbsp;&nbsp; 455586 |
|  | Insperity, Inc. | 56756 | &nbsp;&nbsp; 3381522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Insteel Industries, <br> Inc.<br>| 43263 | &nbsp;&nbsp; 1561794 |
|  | Interface, Inc. | 106090 | &nbsp;&nbsp; 2187576 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | ITT, Inc. | 111113 | &nbsp;&nbsp; $18884765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jacobs Solutions, <br> Inc.<br>| 114953 | &nbsp;&nbsp; 16308382 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Janus International <br> Group, Inc.<br>| 169436 | &nbsp;&nbsp; 1452067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JB Hunt Transport <br> Services, Inc.<br>| 122675 | &nbsp;&nbsp; 17671334 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; JELD-WEN Holding, <br> Inc.<br>| 65210 | &nbsp;&nbsp; 293445 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; JetBlue Airways <br> Corp.<br>| 425161 | &nbsp;&nbsp; 1887715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Controls <br> International PLC<br>| 318085 | &nbsp;&nbsp; 33398925 |
| # | Kadant, Inc. | 21938 | &nbsp;&nbsp; 7300308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Karat Packaging, <br> Inc.<br>| 2335 | &nbsp;&nbsp; 63582 |
|  | KBR, Inc. | 314884 | &nbsp;&nbsp; 14717678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kelly Services, Inc., <br> Class A<br>| 43352 | &nbsp;&nbsp; 531062 |
|  | Kennametal, Inc. | 91576 | &nbsp;&nbsp; 2267422 |
|  | Kforce, Inc. | 57442 | &nbsp;&nbsp; 2001854 |
| \* | Kirby Corp. | 138419 | &nbsp;&nbsp; 13192715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Knight-Swift <br> Transportation <br> Holdings, Inc.<br>| 286465 | &nbsp;&nbsp; 12174762 |
| # | Korn Ferry | 108572 | &nbsp;&nbsp; 7694498 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Kratos Defense & <br> Security <br> Solutions, Inc.<br>| 334045 | &nbsp;&nbsp; 19608441 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; L.B. Foster Co., <br> Class A<br>| 28244 | &nbsp;&nbsp; 663734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; L3Harris <br> Technologies, <br> Inc.<br>| 91606 | &nbsp;&nbsp; 25175161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Landstar System, <br> Inc.<br>| 85783 | &nbsp;&nbsp; 11440879 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Legalzoom.com, <br> Inc.<br>| 164480 | &nbsp;&nbsp; 1478675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leidos Holdings, <br> Inc.<br>| 152945 | &nbsp;&nbsp; 24417669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lennox <br> International, Inc.<br>| 35456 | &nbsp;&nbsp; 21592704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leonardo DRS, <br> Inc.<br>| 18759 | &nbsp;&nbsp; 780374 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Limbach Holdings, <br> Inc.<br>| 16235 | &nbsp;&nbsp; 2224195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lincoln Electric <br> Holdings, Inc.<br>| 83224 | &nbsp;&nbsp; 20265044 |
|  | Lindsay Corp. | 17009 | &nbsp;&nbsp; 2321899 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liquidity Services, <br> Inc.<br>| 63186 | &nbsp;&nbsp; 1508882 |
| \* | Loar Holdings, Inc. | 26059 | &nbsp;&nbsp; 1926021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lockheed Martin <br> Corp.<br>| 161715 | &nbsp;&nbsp; 68078781 |
|  | LSI Industries, Inc. | 79007 | &nbsp;&nbsp; 1445828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luxfer Holdings <br> PLC<br>| 39886 | &nbsp;&nbsp; 479430 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Lyft, Inc., Class A | 158316 | &nbsp;&nbsp; $2225923 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Manitowoc Co., <br> Inc.<br>| 64155 | &nbsp;&nbsp; 817976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ManpowerGroup, <br> Inc.<br>| 55832 | &nbsp;&nbsp; 2303070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marten Transport <br> Ltd.<br>| 132417 | &nbsp;&nbsp; 1610191 |
|  | Masco Corp. | 159092 | &nbsp;&nbsp; 10838938 |
| \* | MasTec, Inc. | 97594 | &nbsp;&nbsp; 18465761 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mastech Digital, <br> Inc.<br>| 18872 | &nbsp;&nbsp; 136256 |
| #\* | Masterbrand, Inc. | 229405 | &nbsp;&nbsp; 2530337 |
| \* | Matrix Service Co. | 55270 | &nbsp;&nbsp; 844526 |
|  | Matson, Inc. | 59090 | &nbsp;&nbsp; 6309630 |
|  | Maximus, Inc. | 101997 | &nbsp;&nbsp; 7533498 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mayville <br> Engineering Co., <br> Inc.<br>| 14589 | &nbsp;&nbsp; 244658 |
|  | McGrath RentCorp | 17508 | &nbsp;&nbsp; 2184823 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Mercury Systems, <br> Inc.<br>| 116577 | &nbsp;&nbsp; 6130784 |
| #\* | Middleby Corp. | 95918 | &nbsp;&nbsp; 13927294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miller Industries, <br> Inc.<br>| 18437 | &nbsp;&nbsp; 751308 |
|  | MillerKnoll, Inc. | 80516 | &nbsp;&nbsp; 1528194 |
| \* | Mistras Group, Inc. | 20847 | &nbsp;&nbsp; 165525 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mobile <br> Infrastructure <br> Corp.<br>| 3030 | &nbsp;&nbsp; 11150 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Montrose <br> Environmental <br> Group, Inc.<br>| 24939 | &nbsp;&nbsp; 565866 |
|  | Moog, Inc., Class A | 63636 | &nbsp;&nbsp; 12318657 |
| \* | MRC Global, Inc. | 122730 | &nbsp;&nbsp; 1801676 |
|  | MSA Safety, Inc. | 57710 | &nbsp;&nbsp; 10264878 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; MSC Industrial <br> Direct Co., Inc., <br> Class A<br>| 89467 | &nbsp;&nbsp; 7749632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mueller Industries, <br> Inc.<br>| 197723 | &nbsp;&nbsp; 16879613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mueller Water <br> Products, Inc., <br> Class A<br>| 236332 | &nbsp;&nbsp; 5851580 |
| \* | MYR Group, Inc. | 23415 | &nbsp;&nbsp; 4530802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Presto <br> Industries, Inc.<br>| 15779 | &nbsp;&nbsp; 1521885 |
| \* | Nephros, Inc. | 2725 | &nbsp;&nbsp; 9674 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NEXTracker, Inc., <br> Class A<br>| 97020 | &nbsp;&nbsp; 5652385 |
|  | NL Industries, Inc. | 254088 | &nbsp;&nbsp; 1567723 |
|  | Nordson Corp. | 54310 | &nbsp;&nbsp; 11633745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Norfolk Southern <br> Corp.<br>| 140084 | &nbsp;&nbsp; 38943352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northrop Grumman <br> Corp.<br>| 65238 | &nbsp;&nbsp; 37616883 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NPK International, <br> Inc.<br>| 265959 | &nbsp;&nbsp; 2398950 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | NV5 Global, Inc. | 121618 | &nbsp;&nbsp; $2730324 |
|  | nVent Electric PLC | 168869 | &nbsp;&nbsp; 13242707 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NWPX <br> Infrastructure, <br> Inc.<br>| 26331 | &nbsp;&nbsp; 1100109 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Old Dominion <br> Freight Line, Inc.<br>| 121705 | &nbsp;&nbsp; 18164471 |
| # | Omega Flex, Inc. | 12098 | &nbsp;&nbsp; 385926 |
| \* | OPENLANE, Inc. | 226216 | &nbsp;&nbsp; 5573962 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Optex Systems <br> Holdings, Inc.<br>| 1476 | &nbsp;&nbsp; 17446 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orion Group <br> Holdings, Inc.<br>| 107786 | &nbsp;&nbsp; 798694 |
|  | Oshkosh Corp. | 140668 | &nbsp;&nbsp; 17798722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Otis Worldwide <br> Corp.<br>| 256975 | &nbsp;&nbsp; 22020188 |
|  | Owens Corning | 171211 | &nbsp;&nbsp; 23871950 |
|  | PACCAR, Inc. | 459736 | &nbsp;&nbsp; 45403527 |
| \* | Palladyne AI Corp. | 5149 | &nbsp;&nbsp; 42119 |
| \* | PAMT Corp. | 56632 | &nbsp;&nbsp; 641641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pangaea Logistics <br> Solutions Ltd.<br>| 86986 | &nbsp;&nbsp; 423622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Park Aerospace <br> Corp.<br>| 32282 | &nbsp;&nbsp; 581722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Parker-Hannifin <br> Corp.<br>| 51869 | &nbsp;&nbsp; 37962921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Park-Ohio Holdings <br> Corp.<br>| 40929 | &nbsp;&nbsp; 671236 |
| #\* | Parsons Corp. | 110024 | &nbsp;&nbsp; 8163781 |
|  | Paychex, Inc. | 242965 | &nbsp;&nbsp; 35067138 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Paycom Software, <br> Inc.<br>| 61833 | &nbsp;&nbsp; 14316813 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Paylocity Holding <br> Corp.<br>| 37905 | &nbsp;&nbsp; 7007876 |
|  | Pentair PLC | 224191 | &nbsp;&nbsp; 22912320 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Perma-Fix <br> Environmental <br> Services, Inc.<br>| 20738 | &nbsp;&nbsp; 238902 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perma-Pipe <br> International <br> Holdings, Inc.<br>| 16930 | &nbsp;&nbsp; 375169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pioneer Power <br> Solutions, Inc.<br>| 3944 | &nbsp;&nbsp; 12305 |
| # | Pitney Bowes, Inc. | 97498 | &nbsp;&nbsp; 1107577 |
| \* | Planet Labs PBC | 225420 | &nbsp;&nbsp; 1408875 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Powell Industries, <br> Inc.<br>| 28613 | &nbsp;&nbsp; 6784142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Preformed Line <br> Products Co.<br>| 13546 | &nbsp;&nbsp; 2090554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Primoris Services <br> Corp.<br>| 115371 | &nbsp;&nbsp; 10864487 |
| \* | Proto Labs, Inc. | 46639 | &nbsp;&nbsp; 2011074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quad/Graphics, <br> Inc.<br>| 71371 | &nbsp;&nbsp; 380407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quanex Building <br> Products Corp.<br>| 50885 | &nbsp;&nbsp; 991240 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quanta Services, <br> Inc.<br>| 72614 | &nbsp;&nbsp; $29490724 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Quest Resource <br> Holding Corp.<br>| 19515 | &nbsp;&nbsp; 39225 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Radiant Logistics, <br> Inc.<br>| 123080 | &nbsp;&nbsp; 727403 |
| \* | RBC Bearings, Inc. | 32714 | &nbsp;&nbsp; 12671441 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RCM Technologies, <br> Inc.<br>| 616 | &nbsp;&nbsp; 14852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Regal Rexnord <br> Corp.<br>| 117764 | &nbsp;&nbsp; 18003760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Republic Services, <br> Inc.<br>| 105204 | &nbsp;&nbsp; 24265303 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Resideo <br> Technologies, <br> Inc.<br>| 243866 | &nbsp;&nbsp; 6657542 |
|  | REV Group, Inc. | 115033 | &nbsp;&nbsp; 5699885 |
|  | Robert Half, Inc. | 102154 | &nbsp;&nbsp; 3770504 |
| #\* | Rocket Lab Corp. | 296971 | &nbsp;&nbsp; 13636908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rockwell <br> Automation, Inc.<br>| 93198 | &nbsp;&nbsp; 32778669 |
|  | Rollins, Inc. | 308556 | &nbsp;&nbsp; 17671002 |
|  | RTX Corp. | 701753 | &nbsp;&nbsp; 110575220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rush Enterprises, <br> Inc. (RUSHA US), <br> Class A<br>| 178054 | &nbsp;&nbsp; 9639844 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Rush Enterprises, <br> Inc. (RUSHB <br> US), Class B<br>| 24240 | &nbsp;&nbsp; 1316474 |
| #\* | RXO, Inc. | 232027 | &nbsp;&nbsp; 3584817 |
|  | Ryder System, Inc. | 89336 | &nbsp;&nbsp; 15875901 |
| #\* | Saia, Inc. | 26628 | &nbsp;&nbsp; 8048047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schneider National, <br> Inc., Class B<br>| 68148 | &nbsp;&nbsp; 1666219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Science <br> Applications <br> International <br> Corp.<br>| 109550 | &nbsp;&nbsp; 12212634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sensata <br> Technologies <br> Holding PLC<br>| 52548 | &nbsp;&nbsp; 1616376 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SIFCO Industries, <br> Inc.<br>| 7118 | &nbsp;&nbsp; 34593 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Simpson <br> Manufacturing <br> Co., Inc.<br>| 63093 | &nbsp;&nbsp; 11320777 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; SiteOne Landscape <br> Supply, Inc.<br>| 65228 | &nbsp;&nbsp; 8990375 |
| \* | Skillsoft Corp. | 648 | &nbsp;&nbsp; 9240 |
| \* | SkyWest, Inc. | 82480 | &nbsp;&nbsp; 9564381 |
|  | Snap-on, Inc. | 55011 | &nbsp;&nbsp; 17668983 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Southwest Airlines <br> Co.<br>| 743209 | &nbsp;&nbsp; 22987454 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SPX Technologies, <br> Inc.<br>| 70452 | &nbsp;&nbsp; 12849740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SS&C Technologies <br> Holdings, Inc.<br>| 216769 | &nbsp;&nbsp; 18529414 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standex <br> International <br> Corp.<br>| 18209 | &nbsp;&nbsp; $2999751 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Stanley Black & <br> Decker, Inc.<br>| 144403 | &nbsp;&nbsp; 9768863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Steelcase, Inc., <br> Class A<br>| 142989 | &nbsp;&nbsp; 1477076 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sterling <br> Infrastructure, <br> Inc.<br>| 55880 | &nbsp;&nbsp; 14952929 |
| \* | Stratasys Ltd. | 31627 | &nbsp;&nbsp; 342520 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sun Country <br> Airlines Holdings, <br> Inc.<br>| 15500 | &nbsp;&nbsp; 179645 |
| #\* | Sunrun, Inc. | 265032 | &nbsp;&nbsp; 2719228 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TaskUS, Inc., <br> Class A<br>| 42105 | &nbsp;&nbsp; 719153 |
| \* | Taylor Devices, Inc. | 4486 | &nbsp;&nbsp; 202319 |
| \* | Team, Inc. | 204 | &nbsp;&nbsp; 3352 |
|  | Tecnoglass, Inc. | 77010 | &nbsp;&nbsp; 6009090 |
|  | Tennant Co. | 33764 | &nbsp;&nbsp; 2786881 |
|  | Terex Corp. | 174548 | &nbsp;&nbsp; 8877511 |
| # | Tetra Tech, Inc. | 344745 | &nbsp;&nbsp; 12665931 |
|  | Textron, Inc. | 181789 | &nbsp;&nbsp; 14137731 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Thermon Group <br> Holdings, Inc.<br>| 65902 | &nbsp;&nbsp; 1863709 |
| # | Timken Co. | 130912 | &nbsp;&nbsp; 9961094 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Titan International, <br> Inc.<br>| 170799 | &nbsp;&nbsp; 1444960 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Titan Machinery, <br> Inc.<br>| 45289 | &nbsp;&nbsp; 874983 |
|  | Toro Co. | 154432 | &nbsp;&nbsp; 11466576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trane Technologies <br> PLC<br>| 71549 | &nbsp;&nbsp; 31344186 |
| #\* | Transcat, Inc. | 17121 | &nbsp;&nbsp; 1308558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TransDigm Group, <br> Inc.<br>| 8472 | &nbsp;&nbsp; 13626873 |
|  | TransUnion | 185589 | &nbsp;&nbsp; 17666217 |
| #\* | Trex Co., Inc. | 131472 | &nbsp;&nbsp; 8445761 |
|  | TriNet Group, Inc. | 81862 | &nbsp;&nbsp; 5551062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trinity Industries, <br> Inc.<br>| 164861 | &nbsp;&nbsp; 3841261 |
| \* | TrueBlue, Inc. | 48223 | &nbsp;&nbsp; 348170 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TTEC Holdings, <br> Inc.<br>| 32779 | &nbsp;&nbsp; 163239 |
| \* | Tutor Perini Corp. | 103591 | &nbsp;&nbsp; 4987907 |
|  | Twin Disc, Inc. | 21208 | &nbsp;&nbsp; 183449 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Uber Technologies, <br> Inc.<br>| 285453 | &nbsp;&nbsp; 25048501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UFP Industries, <br> Inc.<br>| 109319 | &nbsp;&nbsp; 10713262 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; U-Haul Holding Co. <br> (UHAL US)<br>| 21448 | &nbsp;&nbsp; 1240981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U-Haul Holding Co. <br> (UHAL/B US)<br>| 278687 | &nbsp;&nbsp; 14491724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UL Solutions, Inc., <br> Class A<br>| 20140 | &nbsp;&nbsp; 1472637 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Ultralife Corp. | 41439 | &nbsp;&nbsp; $330269 |
|  | UniFirst Corp. | 27163 | &nbsp;&nbsp; 4645688 |
|  | Union Pacific Corp. | 437167 | &nbsp;&nbsp; 97037959 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Airlines <br> Holdings, Inc.<br>| 448724 | &nbsp;&nbsp; 39626816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Parcel <br> Service, Inc., <br> Class B<br>| 359538 | &nbsp;&nbsp; 30977794 |
| # | United Rentals, Inc. | 72282 | &nbsp;&nbsp; 63820669 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Universal Logistics <br> Holdings, Inc.<br>| 65730 | &nbsp;&nbsp; 1572919 |
| \* | Upwork, Inc. | 131488 | &nbsp;&nbsp; 1572596 |
| \* | V2X, Inc. | 32607 | &nbsp;&nbsp; 1544920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valmont Industries, <br> Inc.<br>| 44452 | &nbsp;&nbsp; 16178305 |
|  | Veralto Corp. | 106950 | &nbsp;&nbsp; 11211568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Verisk Analytics, <br> Inc.<br>| 125299 | &nbsp;&nbsp; 34922084 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Verra Mobility <br> Corp.<br>| 214417 | &nbsp;&nbsp; 5416173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vertiv Holdings Co., <br> Class A<br>| 259760 | &nbsp;&nbsp; 37821056 |
| #\* | Vicor Corp. | 50870 | &nbsp;&nbsp; 2260663 |
|  | Virco Mfg. Corp. | 31667 | &nbsp;&nbsp; 245103 |
| \* | VirTra, Inc. | 14076 | &nbsp;&nbsp; 99799 |
| # | VSE Corp. | 38100 | &nbsp;&nbsp; 5964174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wabash National <br> Corp.<br>| 58029 | &nbsp;&nbsp; 577969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Waste <br> Management, <br> Inc.<br>| 266340 | &nbsp;&nbsp; 61034474 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Watsco, Inc. (WSO <br> US)<br>| 26528 | &nbsp;&nbsp; 11960945 |
| » | &nbsp;&nbsp;&nbsp;&nbsp; Watsco, Inc. <br> (WSO/B US), <br> Class B<br>| 4958 | &nbsp;&nbsp; 2238562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Watts Water <br> Technologies, <br> Inc., Class A<br>| 41364 | &nbsp;&nbsp; 10850604 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Werner Enterprises, <br> Inc.<br>| 193671 | &nbsp;&nbsp; 5368560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WESCO <br> International, Inc.<br>| 37766 | &nbsp;&nbsp; 7816051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westinghouse Air <br> Brake <br> Technologies <br> Corp.<br>| 136162 | &nbsp;&nbsp; 26149912 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wilhelmina <br> International, Inc.<br>| 2470 | &nbsp;&nbsp; 7632 |
| \* | Willdan Group, Inc. | 22381 | &nbsp;&nbsp; 1909099 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Willis Lease <br> Finance Corp.<br>| 9383 | &nbsp;&nbsp; 1328445 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; WillScot Holdings <br> Corp.<br>| 500797 | &nbsp;&nbsp; 14698392 |
|  | Woodward, Inc. | 74669 | &nbsp;&nbsp; 19195907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Worthington <br> Enterprises, Inc.<br>| 108311 | &nbsp;&nbsp; 6712033 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | WW Grainger, Inc. | 40749 | &nbsp;&nbsp; $42360215 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Xometry, Inc., <br> Class A<br>| 12154 | &nbsp;&nbsp; 393060 |
| #\* | XPO, Inc. | 188361 | &nbsp;&nbsp; 22657945 |
|  | Xylem, Inc. | 193441 | &nbsp;&nbsp; 27975437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zurn Elkay Water <br> Solutions Corp.<br>| 187516 | &nbsp;&nbsp; 8297583 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp; 4714566634 |
| INFORMATION TECHNOLOGY — (25.4%) | INFORMATION TECHNOLOGY — (25.4%) | INFORMATION TECHNOLOGY — (25.4%) | INFORMATION TECHNOLOGY — (25.4%) |
|  | A10 Networks, Inc. | 93126 | &nbsp;&nbsp; 1715381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Accenture PLC, <br> Class A<br>| 305009 | &nbsp;&nbsp; 81467904 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ACI Worldwide, <br> Inc.<br>| 192375 | &nbsp;&nbsp; 8187480 |
|  | Adeia, Inc. | 195302 | &nbsp;&nbsp; 2529161 |
| \* | Adobe, Inc. | 127063 | &nbsp;&nbsp; 45449164 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Energy <br> Industries, Inc.<br>| 56799 | &nbsp;&nbsp; 7890517 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Micro <br> Devices, Inc.<br>| 338161 | &nbsp;&nbsp; 59621166 |
| #\* | Agilysys, Inc. | 10871 | &nbsp;&nbsp; 1240164 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Akamai <br> Technologies, <br> Inc.<br>| 159798 | &nbsp;&nbsp; 12194185 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alarm.com <br> Holdings, Inc.<br>| 50186 | &nbsp;&nbsp; 2741661 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alithya Group, Inc., <br> Class A<br>| 12242 | &nbsp;&nbsp; 21179 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Allegro <br> MicroSystems, <br> Inc.<br>| 63356 | &nbsp;&nbsp; 1990012 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Alpha & Omega <br> Semiconductor <br> Ltd.<br>| 55134 | &nbsp;&nbsp; 1404263 |
| \* | Ambarella, Inc. | 61563 | &nbsp;&nbsp; 4068699 |
|  | Amdocs Ltd. | 152769 | &nbsp;&nbsp; 13040362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amkor Technology, <br> Inc.<br>| 601391 | &nbsp;&nbsp; 13567381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amphenol Corp., <br> Class A<br>| 306026 | &nbsp;&nbsp; 32594829 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AmpliTech Group, <br> Inc.<br>| 5343 | &nbsp;&nbsp; 15762 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amtech Systems, <br> Inc.<br>| 14266 | &nbsp;&nbsp; 67122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Analog Devices, <br> Inc.<br>| 153770 | &nbsp;&nbsp; 34541355 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Appfolio, Inc., <br> Class A<br>| 12247 | &nbsp;&nbsp; 3274603 |
|  | Apple, Inc. | 7338475 | &nbsp;&nbsp; 1523247256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Applied Materials, <br> Inc.<br>| 242097 | &nbsp;&nbsp; 43591986 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Applied <br> Optoelectronics, <br> Inc.<br>| 809 | &nbsp;&nbsp; 18502 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AppLovin Corp., <br> Class A<br>| 254085 | &nbsp;&nbsp; $99271009 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arista Networks, <br> Inc.<br>| 114421 | &nbsp;&nbsp; 14098956 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arrow Electronics, <br> Inc.<br>| 113897 | &nbsp;&nbsp; 13212052 |
| \* | ASGN, Inc. | 79281 | &nbsp;&nbsp; 3975149 |
| \* | Astera Labs, Inc. | 17273 | &nbsp;&nbsp; 2361737 |
| \* | AstroNova, Inc. | 16656 | &nbsp;&nbsp; 188213 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atlassian Corp., <br> Class A<br>| 15287 | &nbsp;&nbsp; 2931741 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Aurora Innovation, <br> Inc.<br>| 644773 | &nbsp;&nbsp; 3746131 |
| \* | Autodesk, Inc. | 98414 | &nbsp;&nbsp; 29830268 |
| \* | AvePoint, Inc. | 87821 | &nbsp;&nbsp; 1675625 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aviat Networks, <br> Inc.<br>| 24776 | &nbsp;&nbsp; 535162 |
|  | Avnet, Inc. | 178971 | &nbsp;&nbsp; 9474725 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Axcelis <br> Technologies, <br> Inc.<br>| 42412 | &nbsp;&nbsp; 2870868 |
|  | Badger Meter, Inc. | 27283 | &nbsp;&nbsp; 5149939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bel Fuse, Inc. <br> (BELFA US), <br> Class A<br>| 2432 | &nbsp;&nbsp; 278537 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bel Fuse, Inc. <br> (BELFB US), <br> Class B<br>| 25945 | &nbsp;&nbsp; 3373888 |
|  | Belden, Inc. | 73942 | &nbsp;&nbsp; 9142928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Benchmark <br> Electronics, Inc.<br>| 75762 | &nbsp;&nbsp; 2916837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bentley Systems, <br> Inc., Class B<br>| 121836 | &nbsp;&nbsp; 7064051 |
| \* | Bill Holdings, Inc. | 76260 | &nbsp;&nbsp; 3267741 |
| \* | Bit Digital, Inc. | 387199 | &nbsp;&nbsp; 1126749 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BK Technologies <br> Corp.<br>| 4890 | &nbsp;&nbsp; 189928 |
| \* | Blackbaud, Inc. | 58588 | &nbsp;&nbsp; 3950003 |
| #\* | BlackLine, Inc. | 19742 | &nbsp;&nbsp; 1061725 |
| \* | Box, Inc., Class A | 203631 | &nbsp;&nbsp; 6536555 |
|  | Broadcom, Inc. | 1227053 | &nbsp;&nbsp; 360385466 |
| \* | C3.ai, Inc., Class A | 69864 | &nbsp;&nbsp; 1645996 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cadence Design <br> Systems, Inc.<br>| 37959 | &nbsp;&nbsp; 13838713 |
| \* | Calix, Inc. | 95594 | &nbsp;&nbsp; 5419224 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; CCC Intelligent <br> Solutions <br> Holdings, Inc.<br>| 548426 | &nbsp;&nbsp; 5303279 |
|  | CDW Corp. | 145561 | &nbsp;&nbsp; 25382927 |
| \* | Cerence, Inc. | 15679 | &nbsp;&nbsp; 134839 |
| \* | CEVA, Inc. | 39041 | &nbsp;&nbsp; 834306 |
| \* | Ciena Corp. | 217264 | &nbsp;&nbsp; 20170790 |
| \* | Cipher Mining, Inc. | 33041 | &nbsp;&nbsp; 180404 |
| \* | Cirrus Logic, Inc. | 119439 | &nbsp;&nbsp; 12028702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cisco Systems, <br> Inc.<br>| 2247906 | &nbsp;&nbsp; 153037440 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clear Secure, Inc., <br> Class A<br>| 73886 | &nbsp;&nbsp; $2172987 |
| \* | Clearfield, Inc. | 25035 | &nbsp;&nbsp; 1096783 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Clearwater Analytics <br> Holdings, Inc., <br> Class A<br>| 5551 | &nbsp;&nbsp; 112463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Climb Global <br> Solutions, Inc.<br>| 9354 | &nbsp;&nbsp; 1103772 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cloudflare, Inc., <br> Class A<br>| 6205 | &nbsp;&nbsp; 1288654 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Coda Octopus <br> Group, Inc.<br>| 22446 | &nbsp;&nbsp; 167223 |
|  | Cognex Corp. | 95948 | &nbsp;&nbsp; 3911800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cognizant <br> Technology <br> Solutions Corp., <br> Class A<br>| 542303 | &nbsp;&nbsp; 38915663 |
| \* | Coherent Corp. | 132983 | &nbsp;&nbsp; 14308971 |
| \* | Cohu, Inc. | 86152 | &nbsp;&nbsp; 1538675 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CommScope <br> Holding Co., Inc.<br>| 218102 | &nbsp;&nbsp; 1788436 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Commvault <br> Systems, Inc.<br>| 16371 | &nbsp;&nbsp; 3109671 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Consensus Cloud <br> Solutions, Inc.<br>| 21812 | &nbsp;&nbsp; 440166 |
| \* | CoreCard Corp. | 729 | &nbsp;&nbsp; 21105 |
|  | Corning, Inc. | 742499 | &nbsp;&nbsp; 46955637 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Corsair Gaming, <br> Inc.<br>| 18776 | &nbsp;&nbsp; 170111 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CPI Card Group, <br> Inc.<br>| 215 | &nbsp;&nbsp; 4173 |
| # | Crane NXT Co. | 89399 | &nbsp;&nbsp; 5304937 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Credo Technology <br> Group Holding <br> Ltd.<br>| 110212 | &nbsp;&nbsp; 12294149 |
| \* | Crexendo, Inc. | 15880 | &nbsp;&nbsp; 88452 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Crowdstrike <br> Holdings, Inc., <br> Class A<br>| 8724 | &nbsp;&nbsp; 3965669 |
| \* | CS Disco, Inc. | 18784 | &nbsp;&nbsp; 74572 |
|  | CSP, Inc. | 17490 | &nbsp;&nbsp; 179447 |
|  | CTS Corp. | 67175 | &nbsp;&nbsp; 2632588 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CVD Equipment <br> Corp.<br>| 2764 | &nbsp;&nbsp; 10669 |
| \* | Daily Journal Corp. | 1842 | &nbsp;&nbsp; 736026 |
| #\* | Daktronics, Inc. | 102500 | &nbsp;&nbsp; 1662550 |
| \* | Data I/O Corp. | 4203 | &nbsp;&nbsp; 13618 |
| \* | Data Storage Corp. | 1207 | &nbsp;&nbsp; 5697 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Datadog, Inc., <br> Class A<br>| 38674 | &nbsp;&nbsp; 5413587 |
| #\* | DatChat, Inc. | 3836 | &nbsp;&nbsp; 8976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dell Technologies, <br> Inc., Class C<br>| 159887 | &nbsp;&nbsp; 21215406 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Diebold Nixdorf, <br> Inc.<br>| 24826 | &nbsp;&nbsp; 1397456 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Digi International, <br> Inc.<br>| 83684 | &nbsp;&nbsp; 2728935 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DigitalOcean <br> Holdings, Inc.<br>| 67076 | &nbsp;&nbsp; $1868737 |
| \* | Diodes, Inc. | 96361 | &nbsp;&nbsp; 4757343 |
| \* | Docusign, Inc. | 68940 | &nbsp;&nbsp; 5214622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dolby Laboratories, <br> Inc., Class A<br>| 110837 | &nbsp;&nbsp; 8350460 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dropbox, Inc., <br> Class A<br>| 179759 | &nbsp;&nbsp; 4884052 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DXC Technology <br> Co.<br>| 216370 | &nbsp;&nbsp; 2944796 |
| \* | Dynatrace, Inc. | 175249 | &nbsp;&nbsp; 9219850 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; E2open Parent <br> Holdings, Inc.<br>| 342505 | &nbsp;&nbsp; 1130266 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eastman Kodak <br> Co.<br>| 50393 | &nbsp;&nbsp; 337633 |
| \* | eGain Corp. | 2952 | &nbsp;&nbsp; 18243 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Electro-Sensors, <br> Inc.<br>| 212 | &nbsp;&nbsp; 940 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enphase Energy, <br> Inc.<br>| 66551 | &nbsp;&nbsp; 2153590 |
| # | Entegris, Inc. | 75467 | &nbsp;&nbsp; 5921141 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EPAM Systems, <br> Inc.<br>| 48773 | &nbsp;&nbsp; 7691990 |
| \* | ePlus, Inc. | 53026 | &nbsp;&nbsp; 3435024 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; EverCommerce, <br> Inc.<br>| 280 | &nbsp;&nbsp; 3004 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Everspin <br> Technologies, <br> Inc.<br>| 14120 | &nbsp;&nbsp; 85567 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Expensify, Inc., <br> Class A<br>| 22200 | &nbsp;&nbsp; 45066 |
| \* | F5, Inc. | 79293 | &nbsp;&nbsp; 24852012 |
| \* | Fabrinet | 52285 | &nbsp;&nbsp; 16926223 |
| \* | Fair Isaac Corp. | 10898 | &nbsp;&nbsp; 15657375 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fastly, Inc., <br> Class A<br>| 23762 | &nbsp;&nbsp; 161344 |
| #\* | First Solar, Inc. | 100925 | &nbsp;&nbsp; 17634625 |
| \* | Flex Ltd. | 797456 | &nbsp;&nbsp; 39769131 |
| \* | FormFactor, Inc. | 139515 | &nbsp;&nbsp; 3963621 |
| \* | Fortinet, Inc. | 227719 | &nbsp;&nbsp; 22749128 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Wireless <br> Corp.<br>| 8801 | &nbsp;&nbsp; 34236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Frequency <br> Electronics, Inc.<br>| 36985 | &nbsp;&nbsp; 983801 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Freshworks, Inc., <br> Class A<br>| 73372 | &nbsp;&nbsp; 953102 |
| \* | Gartner, Inc. | 60021 | &nbsp;&nbsp; 20326112 |
|  | Gen Digital, Inc. | 770619 | &nbsp;&nbsp; 22725554 |
| \* | Genasys, Inc. | 9858 | &nbsp;&nbsp; 15871 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GLOBALFOUNDRIES, <br> Inc.<br>| 3293 | &nbsp;&nbsp; 123125 |
| \* | Globant SA | 43224 | &nbsp;&nbsp; 3642054 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GoDaddy, Inc., <br> Class A<br>| 121902 | &nbsp;&nbsp; 19696925 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grid Dynamics <br> Holdings, Inc.<br>| 107326 | &nbsp;&nbsp; 1018524 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GSI Technology, <br> Inc.<br>| 31862 | &nbsp;&nbsp; $138600 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guidewire Software, <br> Inc.<br>| 44081 | &nbsp;&nbsp; 9972004 |
|  | Hackett Group, Inc. | 57071 | &nbsp;&nbsp; 1334891 |
| \* | Harmonic, Inc. | 244827 | &nbsp;&nbsp; 2083478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hewlett Packard <br> Enterprise Co.<br>| 1250992 | &nbsp;&nbsp; 25883024 |
|  | HP, Inc. | 536451 | &nbsp;&nbsp; 13303985 |
| \* | HubSpot, Inc. | 8400 | &nbsp;&nbsp; 4365060 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; I3 Verticals, Inc., <br> Class A<br>| 47126 | &nbsp;&nbsp; 1318585 |
| \* | Ichor Holdings Ltd. | 44365 | &nbsp;&nbsp; 877983 |
| \* | Identiv, Inc. | 33818 | &nbsp;&nbsp; 122759 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Informatica, Inc., <br> Class A<br>| 37116 | &nbsp;&nbsp; 916765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Information <br> Services Group, <br> Inc.<br>| 43033 | &nbsp;&nbsp; 185472 |
| \* | Inseego Corp. | 1482 | &nbsp;&nbsp; 9811 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Insight Enterprises, <br> Inc.<br>| 48925 | &nbsp;&nbsp; 5801526 |
| \* | Intapp, Inc. | 19074 | &nbsp;&nbsp; 763914 |
|  | Intel Corp. | 928943 | &nbsp;&nbsp; 18393071 |
| \* | Intellicheck, Inc. | 1258 | &nbsp;&nbsp; 6227 |
| \* | Intellinetics, Inc. | 207 | &nbsp;&nbsp; 2494 |
| # | InterDigital, Inc. | 88259 | &nbsp;&nbsp; 22788474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Business <br> Machines Corp.<br>| 547292 | &nbsp;&nbsp; 138546970 |
| \* | inTEST Corp. | 25923 | &nbsp;&nbsp; 181202 |
|  | Intuit, Inc. | 41952 | &nbsp;&nbsp; 32937774 |
| \* | Inuvo, Inc. | 3522 | &nbsp;&nbsp; 17187 |
| \* | IonQ, Inc. | 4327 | &nbsp;&nbsp; 172517 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; IPG Photonics <br> Corp.<br>| 66639 | &nbsp;&nbsp; 4990595 |
| \* | Itron, Inc. | 102615 | &nbsp;&nbsp; 12779672 |
|  | Jabil, Inc. | 142454 | &nbsp;&nbsp; 31791459 |
| \* | Jamf Holding Corp. | 138487 | &nbsp;&nbsp; 1099587 |
| \* | JFrog Ltd. | 163007 | &nbsp;&nbsp; 7076134 |
| \* | Key Tronic Corp. | 22454 | &nbsp;&nbsp; 66015 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Keysight <br> Technologies, <br> Inc.<br>| 144880 | &nbsp;&nbsp; 23747281 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kimball Electronics, <br> Inc.<br>| 46471 | &nbsp;&nbsp; 871796 |
|  | KLA Corp. | 60745 | &nbsp;&nbsp; 53396677 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Klaviyo, Inc., <br> Class A<br>| 3688 | &nbsp;&nbsp; 114697 |
| \* | Knowles Corp. | 245716 | &nbsp;&nbsp; 4990492 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kulicke & Soffa <br> Industries, Inc.<br>| 99345 | &nbsp;&nbsp; 3254542 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; KVH Industries, <br> Inc.<br>| 68090 | &nbsp;&nbsp; 360196 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kyndryl Holdings, <br> Inc.<br>| 385428 | &nbsp;&nbsp; 14557616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lam Research <br> Corp.<br>| 578826 | &nbsp;&nbsp; 54895858 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Lantronix, Inc. | 70683 | &nbsp;&nbsp; $226892 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Lattice <br> Semiconductor <br> Corp.<br>| 53514 | &nbsp;&nbsp; 2666603 |
| \* | LGL Group, Inc. | 6640 | &nbsp;&nbsp; 48308 |
|  | Littelfuse, Inc. | 44736 | &nbsp;&nbsp; 11511915 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LiveRamp Holdings, <br> Inc.<br>| 121829 | &nbsp;&nbsp; 3998428 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Lumentum <br> Holdings, Inc.<br>| 56299 | &nbsp;&nbsp; 6197394 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MACOM <br> Technology <br> Solutions <br> Holdings, Inc.<br>| 61716 | &nbsp;&nbsp; 8463732 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Magnachip <br> Semiconductor <br> Corp.<br>| 8656 | &nbsp;&nbsp; 35490 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Manhattan <br> Associates, Inc.<br>| 57118 | &nbsp;&nbsp; 12546540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marvell Technology, <br> Inc.<br>| 331935 | &nbsp;&nbsp; 26677616 |
| \* | MaxLinear, Inc. | 92565 | &nbsp;&nbsp; 1464378 |
| \* | Meridianlink, Inc. | 51141 | &nbsp;&nbsp; 817233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Methode <br> Electronics, Inc.<br>| 49288 | &nbsp;&nbsp; 323329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Microchip <br> Technology, Inc.<br>| 211115 | &nbsp;&nbsp; 14269263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Micron Technology, <br> Inc.<br>| 365869 | &nbsp;&nbsp; 39930943 |
|  | Microsoft Corp. | 3525596 | &nbsp;&nbsp; 1880905466 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mirion <br> Technologies, <br> Inc.<br>| 231728 | &nbsp;&nbsp; 5179121 |
| \* | Mitek Systems, Inc. | 64337 | &nbsp;&nbsp; 580320 |
|  | MKS, Inc. | 26359 | &nbsp;&nbsp; 2508850 |
| \* | MongoDB, Inc. | 58535 | &nbsp;&nbsp; 13924891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Monolithic Power <br> Systems, Inc.<br>| 16385 | &nbsp;&nbsp; 11653667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motorola Solutions, <br> Inc.<br>| 83350 | &nbsp;&nbsp; 36588983 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; M-Tron Industries, <br> Inc.<br>| 3320 | &nbsp;&nbsp; 146014 |
| \* | N-able, Inc. | 180809 | &nbsp;&nbsp; 1460937 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Napco Security <br> Technologies, <br> Inc.<br>| 44000 | &nbsp;&nbsp; 1343320 |
| #\* | nCino, Inc. | 113636 | &nbsp;&nbsp; 3173285 |
| #\* | NCR Voyix Corp. | 130816 | &nbsp;&nbsp; 1781714 |
|  | NetApp, Inc. | 241476 | &nbsp;&nbsp; 25144896 |
| \* | NETGEAR, Inc. | 76133 | &nbsp;&nbsp; 1770092 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NetScout Systems, <br> Inc.<br>| 105686 | &nbsp;&nbsp; 2263794 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NetSol <br> Technologies, <br> Inc.<br>| 4199 | &nbsp;&nbsp; 17090 |
| \* | nLight, Inc. | 67433 | &nbsp;&nbsp; 1416767 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nortech Systems, <br> Inc.<br>| 446 | &nbsp;&nbsp; $3751 |
| \* | Novanta, Inc. | 31558 | &nbsp;&nbsp; 3882265 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nutanix, Inc., <br> Class A<br>| 143342 | &nbsp;&nbsp; 10775018 |
| # | NVE Corp. | 5773 | &nbsp;&nbsp; 365604 |
|  | NVIDIA Corp. | 11134534 | &nbsp;&nbsp; 1980499563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NXP <br> Semiconductors <br> NV<br>| 136067 | &nbsp;&nbsp; 29087043 |
| #\* | Okta, Inc. | 143012 | &nbsp;&nbsp; 13986574 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; ON Semiconductor <br> Corp.<br>| 383570 | &nbsp;&nbsp; 21618005 |
| \* | ON24, Inc. | 40244 | &nbsp;&nbsp; 199610 |
|  | OneSpan, Inc. | 59022 | &nbsp;&nbsp; 870574 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Onto Innovation, <br> Inc.<br>| 44086 | &nbsp;&nbsp; 4177148 |
| \* | Ooma, Inc. | 3797 | &nbsp;&nbsp; 43210 |
| \* | Optical Cable Corp. | 4427 | &nbsp;&nbsp; 19833 |
|  | Oracle Corp. | 762631 | &nbsp;&nbsp; 193532869 |
| #\* | OSI Systems, Inc. | 32208 | &nbsp;&nbsp; 7118290 |
| \* | Ouster, Inc. | 19532 | &nbsp;&nbsp; 456658 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Palantir <br> Technologies, <br> Inc., Class A<br>| 413256 | &nbsp;&nbsp; 65439088 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Palo Alto Networks, <br> Inc.<br>| 50290 | &nbsp;&nbsp; 8730344 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; PAR Technology <br> Corp.<br>| 45313 | &nbsp;&nbsp; 2754124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PC Connection, <br> Inc.<br>| 60461 | &nbsp;&nbsp; 3723793 |
| \* | PDF Solutions, Inc. | 81770 | &nbsp;&nbsp; 1817747 |
| # | Pegasystems, Inc. | 178922 | &nbsp;&nbsp; 10504511 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Penguin Solutions, <br> Inc.<br>| 140472 | &nbsp;&nbsp; 3310925 |
| \* | Photronics, Inc. | 168184 | &nbsp;&nbsp; 3424226 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; Pivotal Software, <br> Inc.<br>| 73758 | &nbsp;&nbsp; 0 |
| \* | Plexus Corp. | 49035 | &nbsp;&nbsp; 6251962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Integrations, <br> Inc.<br>| 84908 | &nbsp;&nbsp; 4119736 |
| \* | Powerfleet, Inc. NJ | 48923 | &nbsp;&nbsp; 198627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Progress Software <br> Corp.<br>| 113899 | &nbsp;&nbsp; 5476264 |
| #\* | PTC, Inc. | 47042 | &nbsp;&nbsp; 10105092 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pure Storage, Inc., <br> Class A<br>| 103915 | &nbsp;&nbsp; 6185021 |
| \* | Q2 Holdings, Inc. | 29006 | &nbsp;&nbsp; 2355287 |
| \* | Qorvo, Inc. | 110552 | &nbsp;&nbsp; 9242147 |
|  | QUALCOMM, Inc. | 817724 | &nbsp;&nbsp; 120009174 |
| \* | Qualys, Inc. | 59223 | &nbsp;&nbsp; 7880805 |
| #\* | QuickLogic Corp. | 4090 | &nbsp;&nbsp; 25931 |
| \* | Ralliant Corp. | 81985 | &nbsp;&nbsp; 3748354 |
| \* | Rambus, Inc. | 162020 | &nbsp;&nbsp; 11978139 |
|  | Red Violet, Inc. | 3910 | &nbsp;&nbsp; 173330 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Research Solutions, <br> Inc.<br>| 3464 | &nbsp;&nbsp; 9232 |
| \* | RF Industries Ltd. | 19118 | &nbsp;&nbsp; 157532 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ribbon <br> Communications, <br> Inc.<br>| 261667 | &nbsp;&nbsp; $983868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Richardson <br> Electronics Ltd.<br>| 31325 | &nbsp;&nbsp; 315756 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RingCentral, Inc., <br> Class A<br>| 46734 | &nbsp;&nbsp; 1191250 |
| \* | Rogers Corp. | 30439 | &nbsp;&nbsp; 1996190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Roper <br> Technologies, <br> Inc.<br>| 42281 | &nbsp;&nbsp; 23271462 |
|  | Salesforce, Inc. | 170464 | &nbsp;&nbsp; 44035965 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Samsara, Inc., <br> Class A<br>| 69922 | &nbsp;&nbsp; 2659134 |
| \* | Sandisk Corp. | 64903 | &nbsp;&nbsp; 2785637 |
| \* | Sanmina Corp. | 144395 | &nbsp;&nbsp; 16755596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sapiens <br> International <br> Corp. NV<br>| 62251 | &nbsp;&nbsp; 1706300 |
| \* | ScanSource, Inc. | 92591 | &nbsp;&nbsp; 3596234 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Seagate Technology <br> Holdings PLC<br>| 92831 | &nbsp;&nbsp; 14575395 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SEMrush Holdings, <br> Inc., Class A<br>| 62484 | &nbsp;&nbsp; 559857 |
| \* | Semtech Corp. | 9261 | &nbsp;&nbsp; 473237 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SentinelOne, Inc., <br> Class A<br>| 394294 | &nbsp;&nbsp; 7231352 |
| \* | ServiceNow, Inc. | 16301 | &nbsp;&nbsp; 15373799 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Silicon Laboratories, <br> Inc.<br>| 48176 | &nbsp;&nbsp; 6348152 |
| #\* | SiTime Corp. | 19153 | &nbsp;&nbsp; 3885186 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SkyWater <br> Technology, Inc.<br>| 217 | &nbsp;&nbsp; 1942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skyworks Solutions, <br> Inc.<br>| 121171 | &nbsp;&nbsp; 8305060 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Snowflake, Inc., <br> Class A<br>| 23360 | &nbsp;&nbsp; 5220960 |
| \* | Sono-Tek Corp. | 489 | &nbsp;&nbsp; 1619 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SoundThinking, <br> Inc.<br>| 767 | &nbsp;&nbsp; 8751 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sprinklr, Inc., <br> Class A<br>| 69056 | &nbsp;&nbsp; 622195 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SPS Commerce, <br> Inc.<br>| 5917 | &nbsp;&nbsp; 644154 |
| » | SRAX, Inc. | 3513 | &nbsp;&nbsp; 351 |
| \* | Synaptics, Inc. | 69770 | &nbsp;&nbsp; 4374579 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Synchronoss <br> Technologies, <br> Inc.<br>| 1336 | &nbsp;&nbsp; 9780 |
| \* | Synopsys, Inc. | 16383 | &nbsp;&nbsp; 10378139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taitron <br> Components, <br> Inc., Class A<br>| 3089 | &nbsp;&nbsp; 6703 |
|  | TD SYNNEX Corp. | 99918 | &nbsp;&nbsp; 14427160 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; TE Connectivity <br> PLC<br>| 215681 | &nbsp;&nbsp; 44376366 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Teledyne <br> Technologies, <br> Inc.<br>| 35270 | &nbsp;&nbsp; $19434475 |
| \* | Telos Corp. | 11369 | &nbsp;&nbsp; 29218 |
| \* | Teradata Corp. | 95032 | &nbsp;&nbsp; 1989020 |
|  | Teradyne, Inc. | 112658 | &nbsp;&nbsp; 12102849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texas Instruments, <br> Inc.<br>| 524903 | &nbsp;&nbsp; 95038937 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TransAct <br> Technologies, <br> Inc.<br>| 2989 | &nbsp;&nbsp; 11269 |
| \* | Trimble, Inc. | 227402 | &nbsp;&nbsp; 19076754 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Trio-Tech <br> International<br>| 3963 | &nbsp;&nbsp; 21559 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TTM Technologies, <br> Inc.<br>| 270648 | &nbsp;&nbsp; 12788118 |
| \* | Turtle Beach Corp. | 3982 | &nbsp;&nbsp; 57898 |
| \* | Twilio, Inc., Class A | 130616 | &nbsp;&nbsp; 16849464 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tyler Technologies, <br> Inc.<br>| 16912 | &nbsp;&nbsp; 9886079 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; UiPath, Inc., <br> Class A<br>| 462750 | &nbsp;&nbsp; 5437312 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ultra Clean <br> Holdings, Inc.<br>| 57744 | &nbsp;&nbsp; 1300395 |
| \* | Unisys Corp. | 2136 | &nbsp;&nbsp; 8822 |
| #\* | Unity Software, Inc. | 185084 | &nbsp;&nbsp; 6174402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Display <br> Corp.<br>| 40337 | &nbsp;&nbsp; 5824663 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Veeco Instruments, <br> Inc.<br>| 87846 | &nbsp;&nbsp; 1825440 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Verint Systems, <br> Inc.<br>| 77151 | &nbsp;&nbsp; 1641773 |
|  | VeriSign, Inc. | 41695 | &nbsp;&nbsp; 11210535 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Vertex, Inc., <br> Class A<br>| 34559 | &nbsp;&nbsp; 1146322 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Viant Technology, <br> Inc., Class A<br>| 2633 | &nbsp;&nbsp; 38178 |
| \* | Viasat, Inc. | 4366 | &nbsp;&nbsp; 71733 |
| \* | Viavi Solutions, Inc. | 444732 | &nbsp;&nbsp; 4469557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vishay <br> Intertechnology, <br> Inc.<br>| 192108 | &nbsp;&nbsp; 3148650 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vishay Precision <br> Group, Inc.<br>| 22666 | &nbsp;&nbsp; 601102 |
|  | Vontier Corp. | 222273 | &nbsp;&nbsp; 9217661 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Western Digital <br> Corp.<br>| 395478 | &nbsp;&nbsp; 31120164 |
| \* | WidePoint Corp. | 562 | &nbsp;&nbsp; 1692 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Workday, Inc., <br> Class A<br>| 60058 | &nbsp;&nbsp; 13776104 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Xerox Holdings <br> Corp.<br>| 159100 | &nbsp;&nbsp; 644355 |
| \* | Xperi, Inc. | 15983 | &nbsp;&nbsp; 96218 |
| \* | Yext, Inc. | 61575 | &nbsp;&nbsp; 499989 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zebra Technologies <br> Corp., Class A<br>| 44595 | &nbsp;&nbsp; 15118597 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zoom <br> Communications, <br> Inc.<br>| 219985 | &nbsp;&nbsp; $16289889 |
| \* | Zscaler, Inc. | 19041 | &nbsp;&nbsp; 5437348 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY |  | &nbsp;&nbsp; 8891126545 |
| MATERIALS — (3.2%) | MATERIALS — (3.2%) | MATERIALS — (3.2%) | MATERIALS — (3.2%) |
|  | AdvanSix, Inc. | 43961 | &nbsp;&nbsp; 884495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Air Products & <br> Chemicals, Inc.<br>| 103857 | &nbsp;&nbsp; 29898353 |
| # | Albemarle Corp. | 103076 | &nbsp;&nbsp; 6993707 |
|  | Alcoa Corp. | 169171 | &nbsp;&nbsp; 5070055 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alpha Metallurgical <br> Resources, Inc.<br>| 11497 | &nbsp;&nbsp; 1357451 |
|  | Amcor PLC | 3550970 | &nbsp;&nbsp; 33201569 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Biltrite, <br> Inc.<br>| 36 | &nbsp;&nbsp; 4464 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ampco-Pittsburgh <br> Corp.<br>| 3911 | &nbsp;&nbsp; 12633 |
|  | AptarGroup, Inc. | 107339 | &nbsp;&nbsp; 16867250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ardagh Metal <br> Packaging SA<br>| 60566 | &nbsp;&nbsp; 239841 |
| \* | Arq, Inc. | 33633 | &nbsp;&nbsp; 179937 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ascent Industries <br> Co.<br>| 19088 | &nbsp;&nbsp; 244899 |
|  | Ashland, Inc. | 64888 | &nbsp;&nbsp; 3345625 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aspen Aerogels, <br> Inc.<br>| 96937 | &nbsp;&nbsp; 742537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avery Dennison <br> Corp.<br>| 136814 | &nbsp;&nbsp; 22953285 |
|  | Avient Corp. | 162375 | &nbsp;&nbsp; 5126179 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Axalta Coating <br> Systems Ltd.<br>| 290013 | &nbsp;&nbsp; 8213168 |
|  | Balchem Corp. | 49200 | &nbsp;&nbsp; 7501524 |
|  | Ball Corp. | 264562 | &nbsp;&nbsp; 15148820 |
|  | Cabot Corp. | 105328 | &nbsp;&nbsp; 7602575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caledonia Mining <br> Corp. PLC<br>| 1563 | &nbsp;&nbsp; 30775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carpenter <br> Technology <br> Corp.<br>| 130108 | &nbsp;&nbsp; 32447634 |
|  | Celanese Corp. | 106191 | &nbsp;&nbsp; 5546356 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Century Aluminum <br> Co.<br>| 168886 | &nbsp;&nbsp; 3577005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CF Industries <br> Holdings, Inc.<br>| 247915 | &nbsp;&nbsp; 23013949 |
|  | Chemours Co. | 65914 | &nbsp;&nbsp; 789650 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Clearwater Paper <br> Corp.<br>| 101220 | &nbsp;&nbsp; 2283523 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Cleveland-Cliffs, <br> Inc.<br>| 296519 | &nbsp;&nbsp; 3119380 |
| \* | Coeur Mining, Inc. | 738660 | &nbsp;&nbsp; 6418955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Metals <br> Co.<br>| 252512 | &nbsp;&nbsp; 13095272 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Compass Minerals <br> International, Inc.<br>| 29915 | &nbsp;&nbsp; 596206 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Core Molding <br> Technologies, <br> Inc.<br>| 17303 | &nbsp;&nbsp; $287922 |
|  | Corteva, Inc. | 458974 | &nbsp;&nbsp; 33105795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CRH PLC (CRHCF <br> US)<br>| 226462 | &nbsp;&nbsp; 21615798 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Crown Holdings, <br> Inc.<br>| 272535 | &nbsp;&nbsp; 27079078 |
| \* | Dakota Gold Corp. | 18042 | &nbsp;&nbsp; 64951 |
|  | Dow, Inc. | 564839 | &nbsp;&nbsp; 13155100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DuPont de <br> Nemours, Inc.<br>| 175942 | &nbsp;&nbsp; 12650230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagle Materials, <br> Inc.<br>| 59064 | &nbsp;&nbsp; 13247465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastman Chemical <br> Co.<br>| 148168 | &nbsp;&nbsp; 10758478 |
|  | Ecolab, Inc. | 78139 | &nbsp;&nbsp; 20453665 |
| \* | Ecovyst, Inc. | 57236 | &nbsp;&nbsp; 492802 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Element Solutions, <br> Inc.<br>| 522114 | &nbsp;&nbsp; 12321890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flexible Solutions <br> International, Inc.<br>| 3460 | &nbsp;&nbsp; 18449 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Flotek Industries, <br> Inc.<br>| 22680 | &nbsp;&nbsp; 273294 |
|  | FMC Corp. | 146857 | &nbsp;&nbsp; 5733297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fortitude Gold <br> Corp.<br>| 54214 | &nbsp;&nbsp; 190833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Freeport-McMoRan, <br> Inc.<br>| 794665 | &nbsp;&nbsp; 31977320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Friedman <br> Industries, Inc.<br>| 15398 | &nbsp;&nbsp; 233434 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Graphic Packaging <br> Holding Co.<br>| 617937 | &nbsp;&nbsp; 13817071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greif, Inc. (GEF <br> US), Class A<br>| 49438 | &nbsp;&nbsp; 3135852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greif, Inc. (GEF/B <br> US), Class B<br>| 21942 | &nbsp;&nbsp; 1440492 |
| # | Hawkins, Inc. | 48109 | &nbsp;&nbsp; 7855238 |
|  | HB Fuller Co. | 97679 | &nbsp;&nbsp; 5489560 |
|  | Hecla Mining Co. | 884682 | &nbsp;&nbsp; 5078075 |
|  | Huntsman Corp. | 212152 | &nbsp;&nbsp; 2057874 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Idaho Strategic <br> Resources, Inc.<br>| 1131 | &nbsp;&nbsp; 18548 |
| \* | Ingevity Corp. | 45710 | &nbsp;&nbsp; 1910221 |
|  | Innospec, Inc. | 45180 | &nbsp;&nbsp; 3609882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Flavors <br> & Fragrances, <br> Inc.<br>| 176713 | &nbsp;&nbsp; 12551924 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; International Paper <br> Co.<br>| 353899 | &nbsp;&nbsp; 16541239 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Intrepid Potash, <br> Inc.<br>| 24675 | &nbsp;&nbsp; 821184 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; James Hardie <br> Industries PLC<br>| 158550 | &nbsp;&nbsp; 4112787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaiser Aluminum <br> Corp.<br>| 22132 | &nbsp;&nbsp; 1711025 |
| \* | Knife River Corp. | 114546 | &nbsp;&nbsp; 9447754 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koppers Holdings, <br> Inc.<br>| 39017 | &nbsp;&nbsp; $1282099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kronos Worldwide, <br> Inc.<br>| 88174 | &nbsp;&nbsp; 471731 |
|  | Linde PLC | 197711 | &nbsp;&nbsp; 90998465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Louisiana-Pacific <br> Corp.<br>| 125962 | &nbsp;&nbsp; 11388224 |
| #\* | LSB Industries, Inc. | 102027 | &nbsp;&nbsp; 788669 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; LyondellBasell <br> Industries NV, <br> Class A<br>| 184101 | &nbsp;&nbsp; 10664971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Martin Marietta <br> Materials, Inc.<br>| 48758 | &nbsp;&nbsp; 28029999 |
|  | Materion Corp. | 45629 | &nbsp;&nbsp; 4804734 |
|  | Mativ Holdings, Inc. | 72842 | &nbsp;&nbsp; 482214 |
| \* | McEwen, Inc. | 11457 | &nbsp;&nbsp; 116403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercer <br> International, Inc.<br>| 92160 | &nbsp;&nbsp; 341914 |
| \* | Metallus, Inc. | 110899 | &nbsp;&nbsp; 1752204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Minerals <br> Technologies, <br> Inc.<br>| 57438 | &nbsp;&nbsp; 3340020 |
|  | Mosaic Co. | 226969 | &nbsp;&nbsp; 8173154 |
| #\* | MP Materials Corp. | 176978 | &nbsp;&nbsp; 10884147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Myers Industries, <br> Inc.<br>| 49046 | &nbsp;&nbsp; 718524 |
|  | NewMarket Corp. | 17077 | &nbsp;&nbsp; 11731899 |
| # | Newmont Corp. | 753152 | &nbsp;&nbsp; 46770739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nexa Resources <br> SA<br>| 21304 | &nbsp;&nbsp; 103111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northern <br> Technologies <br> International <br> Corp.<br>| 21837 | &nbsp;&nbsp; 168145 |
|  | Nucor Corp. | 215596 | &nbsp;&nbsp; 30845320 |
| \* | O-I Glass, Inc. | 72209 | &nbsp;&nbsp; 939439 |
|  | Olin Corp. | 312035 | &nbsp;&nbsp; 5909943 |
|  | Olympic Steel, Inc. | 29553 | &nbsp;&nbsp; 919098 |
|  | Orion SA | 17423 | &nbsp;&nbsp; 169003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Packaging Corp. of <br> America<br>| 105158 | &nbsp;&nbsp; 20374362 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Perimeter Solutions, <br> Inc.<br>| 127758 | &nbsp;&nbsp; 2060737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PPG Industries, <br> Inc.<br>| 213759 | &nbsp;&nbsp; 22551574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quaker Chemical <br> Corp.<br>| 3787 | &nbsp;&nbsp; 433309 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ramaco Resources, <br> Inc. (METC US), <br> Class A<br>| 41213 | &nbsp;&nbsp; 838685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ramaco Resources, <br> Inc. (METCB <br> US), Class B<br>| 5367 | &nbsp;&nbsp; 72884 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ranpak Holdings <br> Corp.<br>| 27705 | &nbsp;&nbsp; 101123 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rayonier Advanced <br> Materials, Inc.<br>| 94639 | &nbsp;&nbsp; 363414 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Reliance, Inc. | 63459 | &nbsp;&nbsp; $18411360 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Resolute Forest <br> Products, Inc.<br>| 229171 | &nbsp;&nbsp; 61028 |
| # | Royal Gold, Inc. | 98520 | &nbsp;&nbsp; 14917898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RPM International, <br> Inc.<br>| 170372 | &nbsp;&nbsp; 20003376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ryerson Holding <br> Corp.<br>| 67693 | &nbsp;&nbsp; 1394476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Scotts Miracle-Gro <br> Co.<br>| 39910 | &nbsp;&nbsp; 2500761 |
|  | Sealed Air Corp. | 188699 | &nbsp;&nbsp; 5523220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sensient <br> Technologies <br> Corp.<br>| 87506 | &nbsp;&nbsp; 9826049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sherwin-Williams <br> Co.<br>| 134875 | &nbsp;&nbsp; 44627440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Silgan Holdings, <br> Inc.<br>| 262402 | &nbsp;&nbsp; 12209565 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Smith-Midland <br> Corp.<br>| 778 | &nbsp;&nbsp; 27051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Smurfit WestRock <br> PLC<br>| 234379 | &nbsp;&nbsp; 10401740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sonoco Products <br> Co.<br>| 242343 | &nbsp;&nbsp; 10922399 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Southern Copper <br> Corp.<br>| 58698 | &nbsp;&nbsp; 5527004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Steel Dynamics, <br> Inc.<br>| 211105 | &nbsp;&nbsp; 26928554 |
|  | Stepan Co. | 38806 | &nbsp;&nbsp; 1970181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SunCoke Energy, <br> Inc.<br>| 148587 | &nbsp;&nbsp; 1098058 |
|  | Sylvamo Corp. | 61083 | &nbsp;&nbsp; 2814094 |
| \* | Tredegar Corp. | 7380 | &nbsp;&nbsp; 64280 |
| # | TriMas Corp. | 80411 | &nbsp;&nbsp; 2873085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tronox Holdings <br> PLC<br>| 185984 | &nbsp;&nbsp; 593289 |
| \* | U.S. Gold Corp. | 6134 | &nbsp;&nbsp; 62689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Lime & <br> Minerals, Inc.<br>| 52548 | &nbsp;&nbsp; 5232730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vulcan Materials <br> Co.<br>| 116859 | &nbsp;&nbsp; 32097662 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Warrior Met Coal, <br> Inc.<br>| 126547 | &nbsp;&nbsp; 6501985 |
| # | Westlake Corp. | 50760 | &nbsp;&nbsp; 4025268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Worthington Steel, <br> Inc.<br>| 92325 | &nbsp;&nbsp; 2817759 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | &nbsp;&nbsp; 1111788857 |
| REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) |
| \* | AMREP Corp. | 9398 | &nbsp;&nbsp; 209105 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anywhere Real <br> Estate, Inc.<br>| 156746 | &nbsp;&nbsp; 724167 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CBRE Group, Inc., <br> Class A<br>| 271159 | &nbsp;&nbsp; 42230303 |
| \* | CKX Lands, Inc. | 2161 | &nbsp;&nbsp; 25943 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Compass, Inc., <br> Class A<br>| 545556 | &nbsp;&nbsp; 4331715 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Comstock Holding <br> Cos., Inc.<br>| 4554 | &nbsp;&nbsp; $56561 |
| \* | CoStar Group, Inc. | 192567 | &nbsp;&nbsp; 18330453 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cushman & <br> Wakefield PLC<br>| 316542 | &nbsp;&nbsp; 3858647 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Douglas Elliman, <br> Inc.<br>| 27019 | &nbsp;&nbsp; 74302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; eXp World <br> Holdings, Inc.<br>| 29327 | &nbsp;&nbsp; 316145 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Five Point <br> Holdings LLC, <br> Class A<br>| 104641 | &nbsp;&nbsp; 557737 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forestar Group, <br> Inc.<br>| 59853 | &nbsp;&nbsp; 1484354 |
| \* | FRP Holdings, Inc. | 49116 | &nbsp;&nbsp; 1296662 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Howard Hughes <br> Holdings, Inc.<br>| 114263 | &nbsp;&nbsp; 7853296 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jones Lang <br> LaSalle, Inc.<br>| 81107 | &nbsp;&nbsp; 21928088 |
| \*» | JW Mays, Inc. | 2713 | &nbsp;&nbsp; 108439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kennedy-Wilson <br> Holdings, Inc.<br>| 167070 | &nbsp;&nbsp; 1222952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marcus & Millichap, <br> Inc.<br>| 87841 | &nbsp;&nbsp; 2737126 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Maui Land & <br> Pineapple Co., <br> Inc.<br>| 12278 | &nbsp;&nbsp; 208849 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Millrose Properties, <br> Inc.<br>| 14450 | &nbsp;&nbsp; 433355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Newmark Group, <br> Inc., Class A<br>| 278010 | &nbsp;&nbsp; 4217412 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RE/MAX Holdings, <br> Inc., Class A<br>| 9696 | &nbsp;&nbsp; 74562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RMR Group, Inc., <br> Class A<br>| 23160 | &nbsp;&nbsp; 371950 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seaport <br> Entertainment <br> Group, Inc.<br>| 28788 | &nbsp;&nbsp; 664139 |
|  | St. Joe Co. | 129189 | &nbsp;&nbsp; 6524044 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Stratus Properties, <br> Inc.<br>| 10220 | &nbsp;&nbsp; 162856 |
| #\* | Tejon Ranch Co. | 37349 | &nbsp;&nbsp; 670788 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zillow Group, Inc. <br> (Z US), Class C<br>| 170206 | &nbsp;&nbsp; 13539887 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Zillow Group, Inc. <br> (ZG US), <br> Class A<br>| 58846 | &nbsp;&nbsp; 4516430 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | &nbsp;&nbsp; 138730267 |
| UTILITIES — (2.3%) | UTILITIES — (2.3%) | UTILITIES — (2.3%) | UTILITIES — (2.3%) |
|  | AES Corp. | 380187 | &nbsp;&nbsp; 4999459 |
|  | ALLETE, Inc. | 66245 | &nbsp;&nbsp; 4367533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alliant Energy <br> Corp.<br>| 189574 | &nbsp;&nbsp; 12324206 |
|  | Ameren Corp. | 114460 | &nbsp;&nbsp; 11575340 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Electric <br> Power Co., Inc.<br>| 221751 | &nbsp;&nbsp; $25088908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American States <br> Water Co.<br>| 42984 | &nbsp;&nbsp; 3163193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Water <br> Works Co., Inc.<br>| 76643 | &nbsp;&nbsp; 10748414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Artesian Resources <br> Corp., Class A<br>| 10522 | &nbsp;&nbsp; 343543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atmos Energy <br> Corp.<br>| 92101 | &nbsp;&nbsp; 14360388 |
|  | Avista Corp. | 102895 | &nbsp;&nbsp; 3837984 |
|  | Black Hills Corp. | 68263 | &nbsp;&nbsp; 3944236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brookfield <br> Renewable Corp.<br>| 11860 | &nbsp;&nbsp; 434432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; California Water <br> Service Group<br>| 66493 | &nbsp;&nbsp; 3023437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CenterPoint Energy, <br> Inc.<br>| 369830 | &nbsp;&nbsp; 14356801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chesapeake <br> Utilities Corp.<br>| 26038 | &nbsp;&nbsp; 3121435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clearway Energy, <br> Inc. (CWEN US), <br> Class C<br>| 109210 | &nbsp;&nbsp; 3563522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clearway Energy, <br> Inc. (CWENA <br> US), Class A<br>| 21418 | &nbsp;&nbsp; 659246 |
|  | CMS Energy Corp. | 174494 | &nbsp;&nbsp; 12877657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Consolidated <br> Edison, Inc.<br>| 145724 | &nbsp;&nbsp; 15082434 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Consolidated Water <br> Co. Ltd.<br>| 20289 | &nbsp;&nbsp; 590207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Constellation <br> Energy Corp.<br>| 77855 | &nbsp;&nbsp; 27081083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dominion Energy, <br> Inc.<br>| 280920 | &nbsp;&nbsp; 16419774 |
|  | DTE Energy Co. | 105448 | &nbsp;&nbsp; 14595058 |
|  | Duke Energy Corp. | 144772 | &nbsp;&nbsp; 17610066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Edison <br> International<br>| 141396 | &nbsp;&nbsp; 7369560 |
|  | Entergy Corp. | 215812 | &nbsp;&nbsp; 19515879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Essential Utilities, <br> Inc.<br>| 212442 | &nbsp;&nbsp; 7817866 |
|  | Evergy, Inc. | 216513 | &nbsp;&nbsp; 15329120 |
|  | Eversource Energy | 167359 | &nbsp;&nbsp; 11062430 |
| # | Exelon Corp. | 391646 | &nbsp;&nbsp; 17600571 |
| # | FirstEnergy Corp. | 308591 | &nbsp;&nbsp; 13179922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genie Energy Ltd., <br> Class B<br>| 49931 | &nbsp;&nbsp; 1014598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Water <br> Resources, Inc.<br>| 821 | &nbsp;&nbsp; 7841 |
|  | H2O America | 38156 | &nbsp;&nbsp; 1842553 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hallador Energy <br> Co.<br>| 20536 | &nbsp;&nbsp; 362255 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hawaiian Electric <br> Industries, Inc.<br>| 43059 | &nbsp;&nbsp; 461592 |
| # | IDACORP, Inc. | 68279 | &nbsp;&nbsp; 8557407 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MDU Resources <br> Group, Inc.<br>| 369855 | &nbsp;&nbsp; $6379999 |
| # | MGE Energy, Inc. | 47967 | &nbsp;&nbsp; 4074317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Middlesex Water <br> Co.<br>| 20348 | &nbsp;&nbsp; 1049957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Fuel Gas <br> Co.<br>| 49829 | &nbsp;&nbsp; 4324659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Jersey <br> Resources Corp.<br>| 166681 | &nbsp;&nbsp; 7652325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy, <br> Inc.<br>| 402588 | &nbsp;&nbsp; 28607903 |
|  | NiSource, Inc. | 320661 | &nbsp;&nbsp; 13612059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northwest Natural <br> Holding Co.<br>| 40506 | &nbsp;&nbsp; 1617000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northwestern <br> Energy Group, <br> Inc.<br>| 59193 | &nbsp;&nbsp; 3178664 |
|  | NRG Energy, Inc. | 537776 | &nbsp;&nbsp; 89916147 |
|  | OGE Energy Corp. | 193838 | &nbsp;&nbsp; 8804122 |
|  | ONE Gas, Inc. | 69686 | &nbsp;&nbsp; 5066172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ormat <br> Technologies, <br> Inc.<br>| 125380 | &nbsp;&nbsp; 11210226 |
| # | Otter Tail Corp. | 68475 | &nbsp;&nbsp; 5284900 |
|  | PG&E Corp. | 638161 | &nbsp;&nbsp; 8947017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pinnacle West <br> Capital Corp.<br>| 77250 | &nbsp;&nbsp; 7000395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Portland General <br> Electric Co.<br>| 120220 | &nbsp;&nbsp; 4943446 |
| # | PPL Corp. | 371995 | &nbsp;&nbsp; 13276502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Public Service <br> Enterprise Group, <br> Inc.<br>| 296330 | &nbsp;&nbsp; 26607471 |
| \* | Pure Cycle Corp. | 41462 | &nbsp;&nbsp; 406328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RGC Resources, <br> Inc.<br>| 9760 | &nbsp;&nbsp; 196566 |
|  | Sempra | 213603 | &nbsp;&nbsp; 17447093 |
| # | Southern Co. | 226157 | &nbsp;&nbsp; 21367313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southwest Gas <br> Holdings, Inc.<br>| 74614 | &nbsp;&nbsp; 5830338 |
|  | Spire, Inc. | 71074 | &nbsp;&nbsp; 5292881 |
| \* | Talen Energy Corp. | 11911 | &nbsp;&nbsp; 4497236 |
|  | TXNM Energy, Inc. | 74020 | &nbsp;&nbsp; 4203596 |
| # | UGI Corp. | 258497 | &nbsp;&nbsp; 9352421 |
|  | Unitil Corp. | 26478 | &nbsp;&nbsp; 1365735 |
|  | Vistra Corp. | 589319 | &nbsp;&nbsp; 122896584 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; WEC Energy <br> Group, Inc.<br>| 107977 | &nbsp;&nbsp; 11778131 |
|  | Xcel Energy, Inc. | 270396 | &nbsp;&nbsp; 19857882 |
|  | York Water Co. | 20837 | &nbsp;&nbsp; 630528 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | &nbsp;&nbsp; 804965863 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS |  | &nbsp;&nbsp; 34015317379 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| INFORMATION TECHNOLOGY — (0.0%) | INFORMATION TECHNOLOGY — (0.0%) | INFORMATION TECHNOLOGY — (0.0%) | INFORMATION TECHNOLOGY — (0.0%) |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; M-Tron Industries, <br> Inc. Warrants <br> 03/11/2028<br>| 3320 | &nbsp;&nbsp; $5976 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS |  | &nbsp;&nbsp; 5976 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $12,612,913,857) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $12,612,913,857) |  | &nbsp;&nbsp; 34015323355 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (0.9%) | TEMPORARY CASH INVESTMENTS — (0.9%) | TEMPORARY CASH INVESTMENTS — (0.9%) | TEMPORARY CASH INVESTMENTS — (0.9%) |
| Ɏ | &nbsp;&nbsp;&nbsp;&nbsp; State Street <br> Institutional <br> U.S. Government <br> Money Market <br> Fund 4.250%<br>| 296755755 | &nbsp;&nbsp; 296755755 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (1.8%) | SECURITIES LENDING COLLATERAL — (1.8%) | SECURITIES LENDING COLLATERAL — (1.8%) | SECURITIES LENDING COLLATERAL — (1.8%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short <br> Term Investment <br> Fund <br>| 55685693 | &nbsp;&nbsp; $644116410 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (Cost <br> $13,553,758,133)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (Cost <br> $13,553,758,133)^^ |  | &nbsp;&nbsp; $34956195520 |

---

As of July 31, 2025, U.S. Core Equity 2 Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp; 920 | 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; $288519983 | &nbsp;&nbsp;&nbsp;&nbsp; $293215500 | &nbsp;&nbsp;&nbsp;&nbsp; $4695517 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$288519983** | &nbsp;&nbsp; **$293215500** | &nbsp;&nbsp; **$4695517** |

---

As of July 31, 2025, the value of Rule 144A securities amounted to $273,060 or 0.0% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Communication Services | &nbsp;&nbsp;&nbsp; $3001434106 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $3001434106 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | &nbsp;&nbsp;&nbsp; 3259903027 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3259903027 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | &nbsp;&nbsp;&nbsp; 1858666344 | &nbsp;&nbsp;&nbsp; $245303 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1858911647 |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy | &nbsp;&nbsp;&nbsp; 1621763470 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1621763470 |
| &nbsp;&nbsp;&nbsp;&nbsp; Financials | &nbsp;&nbsp;&nbsp; 5936366093 | &nbsp;&nbsp;&nbsp; 43432 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5936409525 |
| &nbsp;&nbsp;&nbsp;&nbsp; Health Care | &nbsp;&nbsp;&nbsp; 2674716030 | &nbsp;&nbsp;&nbsp; 5203 | &nbsp;&nbsp;&nbsp; $996205 | &nbsp;&nbsp;&nbsp; 2675717438 |
| &nbsp;&nbsp;&nbsp;&nbsp; Industrials | &nbsp;&nbsp;&nbsp; 4712234080 | &nbsp;&nbsp;&nbsp; 2331918 | &nbsp;&nbsp;&nbsp; 636 | &nbsp;&nbsp;&nbsp; 4714566634 |
| &nbsp;&nbsp;&nbsp;&nbsp; Information Technology | &nbsp;&nbsp;&nbsp; 8891126194 | &nbsp;&nbsp;&nbsp; 351 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8891126545 |
| &nbsp;&nbsp;&nbsp;&nbsp; Materials | &nbsp;&nbsp;&nbsp; 1111727829 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 61028 | &nbsp;&nbsp;&nbsp; 1111788857 |
| &nbsp;&nbsp;&nbsp;&nbsp; Real Estate | &nbsp;&nbsp;&nbsp; 138621828 | &nbsp;&nbsp;&nbsp; 108439 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 138730267 |
| &nbsp;&nbsp;&nbsp;&nbsp; Utilities | &nbsp;&nbsp;&nbsp; 804965863 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 804965863 |

---

------

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

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Information Technology | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $5976 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $5976 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; $296755755 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 296755755 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 644116410 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 644116410 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $34308280619 | &nbsp;&nbsp;&nbsp; $646857032 | &nbsp;&nbsp;&nbsp; $1,057,869˂˃ | &nbsp;&nbsp;&nbsp; $34956195520 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | &nbsp;&nbsp;&nbsp; 4695517 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4695517 |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; $4695517 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $4695517 |
| &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

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

---

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

---

------

**U.S. Vector Equity Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (97.3%) | COMMON STOCKS — (97.3%) | COMMON STOCKS — (97.3%) | COMMON STOCKS — (97.3%) |
| COMMUNICATION SERVICES — (7.8%) | COMMUNICATION SERVICES — (7.8%) | COMMUNICATION SERVICES — (7.8%) | COMMUNICATION SERVICES — (7.8%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alphabet, Inc. (GOOG <br> US), Class C<br>| 278413 | &nbsp;&nbsp; $53694731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alphabet, Inc. <br> (GOOGL US), <br> Class A<br>| 329804 | &nbsp;&nbsp; 63289388 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AMC Networks, Inc., <br> Class A<br>| 4894 | &nbsp;&nbsp; 29315 |
| \* | Angi, Inc. | 4120 | &nbsp;&nbsp; 66826 |
|  | AT&T, Inc. | 691618 | &nbsp;&nbsp; 18957249 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atlanta Braves <br> Holdings, Inc. <br> (2291915D US), <br> Class A<br>| 292 | &nbsp;&nbsp; 13753 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atlanta Braves <br> Holdings, Inc. <br> (2292098D US), <br> Class C<br>| 41 | &nbsp;&nbsp; 1827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ATN International, <br> Inc.<br>| 3917 | &nbsp;&nbsp; 67177 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bandwidth, Inc., <br> Class A<br>| 17147 | &nbsp;&nbsp; 238515 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Boston Omaha Corp., <br> Class A<br>| 9871 | &nbsp;&nbsp; 132765 |
|  | Cable One, Inc. | 1090 | &nbsp;&nbsp; 139498 |
| \* | Cargurus, Inc. | 19435 | &nbsp;&nbsp; 637857 |
| \* | Cars.com, Inc. | 42843 | &nbsp;&nbsp; 551389 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Charter <br> Communications, <br> Inc., Class A<br>| 33943 | &nbsp;&nbsp; 9142886 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cinemark Holdings, <br> Inc.<br>| 74142 | &nbsp;&nbsp; 1992196 |
| \* | Cineverse Corp. | 2980 | &nbsp;&nbsp; 15019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Comcast Corp., <br> Class A<br>| 281916 | &nbsp;&nbsp; 9368069 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Creative Realities, <br> Inc.<br>| 100 | &nbsp;&nbsp; 272 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DoubleVerify Holdings, <br> Inc.<br>| 1278 | &nbsp;&nbsp; 19579 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EchoStar Corp., <br> Class A<br>| 1670 | &nbsp;&nbsp; 54425 |
|  | Electronic Arts, Inc. | 23552 | &nbsp;&nbsp; 3591444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Entravision <br> Communications <br> Corp., Class A<br>| 72522 | &nbsp;&nbsp; 160274 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eventbrite, Inc., <br> Class A<br>| 9491 | &nbsp;&nbsp; 23158 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EW Scripps Co., <br> Class A<br>| 15700 | &nbsp;&nbsp; 46943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fox Corp. (FOXA US), <br> Class A<br>| 93567 | &nbsp;&nbsp; 5217296 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Frontier <br> Communications <br> Parent, Inc.<br>| 120192 | &nbsp;&nbsp; $4415854 |
| \* | Gaia, Inc. | 9523 | &nbsp;&nbsp; 39997 |
| \* | Gannett Co., Inc. | 33125 | &nbsp;&nbsp; 126206 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GCI Liberty, Inc. <br> (GLBKV US), <br> Class C<br>| 5474 | &nbsp;&nbsp; 182011 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GCI Liberty, Inc. <br> (GLIBA US), <br> Class A<br>| 22 | &nbsp;&nbsp; 727 |
|  | Gray Media, Inc. | 52447 | &nbsp;&nbsp; 236536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gray Media, Inc., <br> Class A<br>| 2300 | &nbsp;&nbsp; 24495 |
|  | IDT Corp., Class B | 15524 | &nbsp;&nbsp; 914519 |
| \* | IMAX Corp. | 24673 | &nbsp;&nbsp; 636317 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Integral Ad Science <br> Holding Corp.<br>| 75918 | &nbsp;&nbsp; 622528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Interpublic Group of <br> Cos., Inc.<br>| 80376 | &nbsp;&nbsp; 1977250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iridium <br> Communications, <br> Inc.<br>| 65223 | &nbsp;&nbsp; 1595355 |
| \* | IZEA Worldwide, Inc. | 62 | &nbsp;&nbsp; 231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; John Wiley & Sons, <br> Inc. (WLY US), <br> Class A<br>| 29480 | &nbsp;&nbsp; 1137928 |
| \* | Lee Enterprises, Inc. | 1284 | &nbsp;&nbsp; 6394 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Broadband <br> Corp. (LBRDA US), <br> Class A<br>| 110 | &nbsp;&nbsp; 6724 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Broadband <br> Corp. (LBRDK US), <br> Class C<br>| 27371 | &nbsp;&nbsp; 1678390 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Global Ltd. <br> (LBTYA US), <br> Class A<br>| 64225 | &nbsp;&nbsp; 643534 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Global Ltd. <br> (LBTYK US), <br> Class C<br>| 56601 | &nbsp;&nbsp; 579028 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Latin America <br> Ltd. (LILA US), <br> Class A<br>| 20793 | &nbsp;&nbsp; 146591 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Latin America <br> Ltd. (LILAK US), <br> Class C<br>| 135519 | &nbsp;&nbsp; 967606 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONA US), <br> Class A<br>| 360 | &nbsp;&nbsp; 32443 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONK US), <br> Class C<br>| 890 | &nbsp;&nbsp; $89312 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media <br> Corp.-Liberty Live <br> (LLYVA US), <br> Class A<br>| 3558 | &nbsp;&nbsp; 291044 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media <br> Corp.-Liberty Live <br> (LLYVK US), <br> Class C<br>| 13869 | &nbsp;&nbsp; 1168186 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lionsgate Studios <br> Corp.<br>| 60088 | &nbsp;&nbsp; 355721 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lumen Technologies, <br> Inc.<br>| 391771 | &nbsp;&nbsp; 1743381 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Madison Square <br> Garden <br> Entertainment <br> Corp.<br>| 13611 | &nbsp;&nbsp; 514360 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Madison Square <br> Garden Sports <br> Corp.<br>| 2347 | &nbsp;&nbsp; 474329 |
| \* | Magnite, Inc. | 2873 | &nbsp;&nbsp; 66108 |
|  | Marcus Corp. | 12500 | &nbsp;&nbsp; 204625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meta Platforms, Inc., <br> Class A<br>| 165590 | &nbsp;&nbsp; 128073930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New York Times Co., <br> Class A<br>| 49257 | &nbsp;&nbsp; 2555946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; News Corp. (NWS <br> US), Class B<br>| 7263 | &nbsp;&nbsp; 242729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; News Corp. (NWSA <br> US), Class A<br>| 127975 | &nbsp;&nbsp; 3752227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nexstar Media Group, <br> Inc.<br>| 14997 | &nbsp;&nbsp; 2806089 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nextdoor Holdings, <br> Inc.<br>| 79049 | &nbsp;&nbsp; 138336 |
| # | Omnicom Group, Inc. | 38949 | &nbsp;&nbsp; 2806275 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Global <br> (PARAA US), <br> Class A<br>| 3778 | &nbsp;&nbsp; 72122 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PubMatic, Inc., <br> Class A<br>| 23587 | &nbsp;&nbsp; 283280 |
| \* | QuinStreet, Inc. | 629 | &nbsp;&nbsp; 10322 |
| \* | Reservoir Media, Inc. | 7804 | &nbsp;&nbsp; 61964 |
| \* | Roku, Inc. | 1931 | &nbsp;&nbsp; 181823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saga <br> Communications, <br> Inc., Class A<br>| 2124 | &nbsp;&nbsp; 26762 |
|  | Scholastic Corp. | 15950 | &nbsp;&nbsp; 393487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenandoah <br> Telecommunications <br> Co.<br>| 32034 | &nbsp;&nbsp; 470259 |
| # | Shutterstock, Inc. | 13290 | &nbsp;&nbsp; 254636 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sirius XM Holdings, <br> Inc.<br>| 9254 | &nbsp;&nbsp; $195444 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sphere Entertainment <br> Co.<br>| 21460 | &nbsp;&nbsp; 923853 |
|  | Spok Holdings, Inc. | 12013 | &nbsp;&nbsp; 220318 |
| \* | Stagwell, Inc. | 50134 | &nbsp;&nbsp; 287268 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Starz Entertainment <br> Corp.<br>| 4004 | &nbsp;&nbsp; 58258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunrise <br> Communications <br> AG, ADR, Class A<br>| 15781 | &nbsp;&nbsp; 837340 |
| \* | TechTarget, Inc. | 17658 | &nbsp;&nbsp; 127844 |
|  | TEGNA, Inc. | 141558 | &nbsp;&nbsp; 2364019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telephone & Data <br> Systems, Inc.<br>| 86144 | &nbsp;&nbsp; 3363062 |
|  | T-Mobile U.S., Inc. | 32374 | &nbsp;&nbsp; 7718285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Townsquare Media, <br> Inc., Class A<br>| 524 | &nbsp;&nbsp; 3610 |
| \* | Travelzoo | 2472 | &nbsp;&nbsp; 24695 |
| \* | TripAdvisor, Inc. | 13604 | &nbsp;&nbsp; 237934 |
| \* | TrueCar, Inc. | 52303 | &nbsp;&nbsp; 95714 |
| \* | U.S. Cellular Corp. | 46149 | &nbsp;&nbsp; 3365647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Verizon <br> Communications, <br> Inc.<br>| 425249 | &nbsp;&nbsp; 18183647 |
| \* | Vimeo, Inc. | 83030 | &nbsp;&nbsp; 314684 |
|  | Walt Disney Co. | 42769 | &nbsp;&nbsp; 5094216 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Warner Bros <br> Discovery, Inc.<br>| 397343 | &nbsp;&nbsp; 5233007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Warner Music Group <br> Corp., Class A<br>| 24562 | &nbsp;&nbsp; 718684 |
| \* | WideOpenWest, Inc. | 22903 | &nbsp;&nbsp; 77183 |
| \* | Yelp, Inc. | 33138 | &nbsp;&nbsp; 1140941 |
| \* | Zedge, Inc., Class B | 5669 | &nbsp;&nbsp; 22789 |
| \* | Ziff Davis, Inc. | 24577 | &nbsp;&nbsp; 764836 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ZoomInfo <br> Technologies, Inc.<br>| 157603 | &nbsp;&nbsp; 1706840 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMUNICATION <br> SERVICES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMUNICATION <br> SERVICES |  | &nbsp;&nbsp; 383539886 |
| CONSUMER DISCRETIONARY — (10.6%) | CONSUMER DISCRETIONARY — (10.6%) | CONSUMER DISCRETIONARY — (10.6%) | CONSUMER DISCRETIONARY — (10.6%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; 1-800-Flowers.com, <br> Inc., Class A<br>| 25052 | &nbsp;&nbsp; 148057 |
| \* | 1stdibs.com, Inc. | 14223 | &nbsp;&nbsp; 39255 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Abercrombie & Fitch <br> Co., Class A<br>| 25312 | &nbsp;&nbsp; 2430458 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Academy Sports & <br> Outdoors, Inc.<br>| 57320 | &nbsp;&nbsp; 2911283 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Accel Entertainment, <br> Inc.<br>| 4871 | &nbsp;&nbsp; 62641 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Acushnet Holdings <br> Corp.<br>| 53362 | &nbsp;&nbsp; 4248682 |
| \* | Adient PLC | 30408 | &nbsp;&nbsp; 651948 |
|  | ADT, Inc. | 340730 | &nbsp;&nbsp; 2845095 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adtalem Global <br> Education, Inc.<br>| 35462 | &nbsp;&nbsp; 4052243 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advance Auto Parts, <br> Inc.<br>| 19844 | &nbsp;&nbsp; $1053121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; A-Mark Precious <br> Metals, Inc.<br>| 14437 | &nbsp;&nbsp; 307219 |
| \* | Amazon.com, Inc. | 391855 | &nbsp;&nbsp; 91737174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AMCON Distributing <br> Co.<br>| 438 | &nbsp;&nbsp; 48176 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Axle & <br> Manufacturing <br> Holdings, Inc.<br>| 79396 | &nbsp;&nbsp; 353312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Eagle <br> Outfitters, Inc.<br>| 133690 | &nbsp;&nbsp; 1443852 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Outdoor <br> Brands, Inc.<br>| 10326 | &nbsp;&nbsp; 97168 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Public <br> Education, Inc.<br>| 12290 | &nbsp;&nbsp; 362801 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; America's Car-Mart, <br> Inc.<br>| 4825 | &nbsp;&nbsp; 217318 |
| \* | Aptiv PLC | 51308 | &nbsp;&nbsp; 3521781 |
|  | Aramark | 71176 | &nbsp;&nbsp; 3029251 |
| \* | Arhaus, Inc. | 19085 | &nbsp;&nbsp; 167185 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ark Restaurants <br> Corp.<br>| 2975 | &nbsp;&nbsp; 25585 |
|  | Arko Corp. | 33810 | &nbsp;&nbsp; 140988 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asbury Automotive <br> Group, Inc.<br>| 7653 | &nbsp;&nbsp; 1699884 |
|  | Autoliv, Inc. | 26841 | &nbsp;&nbsp; 2994114 |
| \* | AutoNation, Inc. | 17123 | &nbsp;&nbsp; 3298575 |
| \* | AutoZone, Inc. | 263 | &nbsp;&nbsp; 991084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bassett Furniture <br> Industries, Inc.<br>| 9023 | &nbsp;&nbsp; 142744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bath & Body Works, <br> Inc.<br>| 16472 | &nbsp;&nbsp; 477029 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beazer Homes USA, <br> Inc.<br>| 17696 | &nbsp;&nbsp; 415856 |
|  | Best Buy Co., Inc. | 57526 | &nbsp;&nbsp; 3742642 |
| \* | Beyond, Inc. | 22601 | &nbsp;&nbsp; 202279 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Biglari Holdings, Inc. <br> (BH US), Class B<br>| 1079 | &nbsp;&nbsp; 332677 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Biglari Holdings, Inc. <br> (BH/A US), Class A<br>| 142 | &nbsp;&nbsp; 211012 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Birkenstock Holding <br> PLC<br>| 33320 | &nbsp;&nbsp; 1668999 |
| \* | BJ's Restaurants, Inc. | 15067 | &nbsp;&nbsp; 533824 |
|  | Bloomin' Brands, Inc. | 44701 | &nbsp;&nbsp; 407226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Booking Holdings, <br> Inc.<br>| 139 | &nbsp;&nbsp; 765064 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Boot Barn Holdings, <br> Inc.<br>| 11482 | &nbsp;&nbsp; 1973756 |
|  | BorgWarner, Inc. | 110754 | &nbsp;&nbsp; 4075747 |
|  | Boyd Gaming Corp. | 30753 | &nbsp;&nbsp; 2610930 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bright Horizons Family <br> Solutions, Inc.<br>| 7292 | &nbsp;&nbsp; 824725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brightstar Lottery <br> PLC<br>| 102105 | &nbsp;&nbsp; 1515238 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Brinker International, <br> Inc.<br>| 15974 | &nbsp;&nbsp; 2517502 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Brunswick Corp. | 39658 | &nbsp;&nbsp; $2311665 |
|  | Buckle, Inc. | 31954 | &nbsp;&nbsp; 1577569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Build-A-Bear <br> Workshop, Inc.<br>| 8997 | &nbsp;&nbsp; 456238 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Burlington Stores, <br> Inc.<br>| 12261 | &nbsp;&nbsp; 3346763 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Caesars <br> Entertainment, Inc.<br>| 7463 | &nbsp;&nbsp; 199113 |
|  | Caleres, Inc. | 23226 | &nbsp;&nbsp; 318893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Camping World <br> Holdings, Inc., <br> Class A<br>| 30208 | &nbsp;&nbsp; 418079 |
| \* | Capri Holdings Ltd. | 44674 | &nbsp;&nbsp; 812620 |
| #\* | CarMax, Inc. | 36577 | &nbsp;&nbsp; 2070624 |
| \* | Carnival Corp. | 131102 | &nbsp;&nbsp; 3902907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carriage Services, <br> Inc.<br>| 11707 | &nbsp;&nbsp; 525878 |
|  | Carter's, Inc. | 2639 | &nbsp;&nbsp; 63969 |
| \* | Carvana Co. | 2266 | &nbsp;&nbsp; 884125 |
|  | Cato Corp., Class A | 2852 | &nbsp;&nbsp; 8043 |
| \* | Cavco Industries, Inc. | 1350 | &nbsp;&nbsp; 544955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Century Communities, <br> Inc.<br>| 23307 | &nbsp;&nbsp; 1311951 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Champion Homes, <br> Inc.<br>| 12944 | &nbsp;&nbsp; 788290 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cheesecake Factory, <br> Inc.<br>| 34456 | &nbsp;&nbsp; 2202083 |
| \* | Chewy, Inc., Class A | 29624 | &nbsp;&nbsp; 1087201 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chipotle Mexican Grill, <br> Inc.<br>| 72926 | &nbsp;&nbsp; 3127067 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Choice Hotels <br> International, Inc.<br>| 5438 | &nbsp;&nbsp; 694487 |
|  | Churchill Downs, Inc. | 19350 | &nbsp;&nbsp; 2071224 |
| \* | Citi Trends, Inc. | 10291 | &nbsp;&nbsp; 314081 |
|  | Clarus Corp. | 3449 | &nbsp;&nbsp; 12416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Columbia Sportswear <br> Co.<br>| 16926 | &nbsp;&nbsp; 957504 |
| \* | Coursera, Inc. | 57937 | &nbsp;&nbsp; 732324 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cracker Barrel Old <br> Country Store, Inc.<br>| 8157 | &nbsp;&nbsp; 505734 |
| \* | Crocs, Inc. | 25662 | &nbsp;&nbsp; 2559271 |
|  | Crown Crafts, Inc. | 4355 | &nbsp;&nbsp; 12150 |
| \* | Culp, Inc. | 9172 | &nbsp;&nbsp; 38981 |
|  | Dana, Inc. | 98173 | &nbsp;&nbsp; 1562914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Darden Restaurants, <br> Inc.<br>| 18732 | &nbsp;&nbsp; 3777682 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Dave & Buster's <br> Entertainment, Inc.<br>| 21558 | &nbsp;&nbsp; 630356 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Deckers Outdoor <br> Corp.<br>| 28795 | &nbsp;&nbsp; 3057165 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Designer Brands, Inc., <br> Class A<br>| 25450 | &nbsp;&nbsp; 71769 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Destination XL Group, <br> Inc.<br>| 20561 | &nbsp;&nbsp; 26729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dick's Sporting <br> Goods, Inc.<br>| 15881 | &nbsp;&nbsp; 3358990 |
| # | Dillard's, Inc., Class A | 4787 | &nbsp;&nbsp; 2235194 |
|  | Domino's Pizza, Inc. | 792 | &nbsp;&nbsp; 366862 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dorman Products, <br> Inc.<br>| 15837 | &nbsp;&nbsp; $1910259 |
|  | DR Horton, Inc. | 51786 | &nbsp;&nbsp; 7397112 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dream Finders <br> Homes, Inc., <br> Class A<br>| 6469 | &nbsp;&nbsp; 163795 |
|  | eBay, Inc. | 66548 | &nbsp;&nbsp; 6105779 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; El Pollo Loco <br> Holdings, Inc.<br>| 25399 | &nbsp;&nbsp; 261610 |
|  | Escalade, Inc. | 9636 | &nbsp;&nbsp; 118426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ethan Allen Interiors, <br> Inc.<br>| 21796 | &nbsp;&nbsp; 648867 |
| \* | Etsy, Inc. | 2977 | &nbsp;&nbsp; 173470 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; European Wax <br> Center, Inc., <br> Class A<br>| 3511 | &nbsp;&nbsp; 16431 |
|  | Expedia Group, Inc. | 22873 | &nbsp;&nbsp; 4122172 |
| \* | Figs, Inc., Class A | 60481 | &nbsp;&nbsp; 393127 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Watch <br> Restaurant Group, <br> Inc.<br>| 22124 | &nbsp;&nbsp; 382524 |
| \* | Five Below, Inc. | 10014 | &nbsp;&nbsp; 1367111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flanigan's <br> Enterprises, Inc.<br>| 1001 | &nbsp;&nbsp; 32032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flexsteel Industries, <br> Inc.<br>| 4222 | &nbsp;&nbsp; 143590 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Floor & Decor <br> Holdings, Inc., <br> Class A<br>| 15459 | &nbsp;&nbsp; 1184778 |
| \* | Foot Locker, Inc. | 56497 | &nbsp;&nbsp; 1414685 |
|  | Ford Motor Co. | 809416 | &nbsp;&nbsp; 8960235 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fox Factory Holding <br> Corp.<br>| 13049 | &nbsp;&nbsp; 396298 |
| \* | Frontdoor, Inc. | 21542 | &nbsp;&nbsp; 1260207 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Full House Resorts, <br> Inc.<br>| 6472 | &nbsp;&nbsp; 29642 |
| \* | Funko, Inc., Class A | 1705 | &nbsp;&nbsp; 6547 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; GameStop Corp., <br> Class A<br>| 44008 | &nbsp;&nbsp; 987980 |
| # | Gap, Inc. | 150044 | &nbsp;&nbsp; 2919856 |
|  | Garmin Ltd. | 17698 | &nbsp;&nbsp; 3871614 |
|  | General Motors Co. | 281807 | &nbsp;&nbsp; 15031585 |
| \* | Genesco, Inc. | 9078 | &nbsp;&nbsp; 218417 |
|  | Gentex Corp. | 117490 | &nbsp;&nbsp; 3104086 |
| \* | Gentherm, Inc. | 21024 | &nbsp;&nbsp; 673609 |
|  | Genuine Parts Co. | 26331 | &nbsp;&nbsp; 3393539 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; G-III Apparel Group <br> Ltd.<br>| 29494 | &nbsp;&nbsp; 696058 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Good Times <br> Restaurants, Inc.<br>| 3814 | &nbsp;&nbsp; 5454 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Goodyear Tire & <br> Rubber Co.<br>| 84861 | &nbsp;&nbsp; 872371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Graham Holdings Co., <br> Class B<br>| 1322 | &nbsp;&nbsp; 1261426 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grand Canyon <br> Education, Inc.<br>| 8898 | &nbsp;&nbsp; 1500470 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Green Brick Partners, <br> Inc.<br>| 22902 | &nbsp;&nbsp; $1418550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Group 1 Automotive, <br> Inc.<br>| 7364 | &nbsp;&nbsp; 3035073 |
|  | Guess?, Inc. | 39088 | &nbsp;&nbsp; 508144 |
|  | H&R Block, Inc. | 8683 | &nbsp;&nbsp; 471834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hamilton Beach <br> Brands Holding Co., <br> Class A<br>| 9256 | &nbsp;&nbsp; 144116 |
| \* | Hanesbrands, Inc. | 232607 | &nbsp;&nbsp; 951363 |
|  | Harley-Davidson, Inc. | 62070 | &nbsp;&nbsp; 1510163 |
|  | Hasbro, Inc. | 26401 | &nbsp;&nbsp; 1984299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haverty Furniture <br> Cos., Inc. (HVT <br> US)<br>| 13505 | &nbsp;&nbsp; 278608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haverty Furniture <br> Cos., Inc. (HVT/A <br> US), Class A<br>| 1796 | &nbsp;&nbsp; 37123 |
| \* | Helen of Troy Ltd. | 13397 | &nbsp;&nbsp; 294466 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hilton Grand <br> Vacations, Inc.<br>| 32059 | &nbsp;&nbsp; 1436884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hilton Worldwide <br> Holdings, Inc.<br>| 270 | &nbsp;&nbsp; 72382 |
|  | Home Depot, Inc. | 54535 | &nbsp;&nbsp; 20042158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hooker Furnishings <br> Corp.<br>| 12557 | &nbsp;&nbsp; 118664 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hovnanian <br> Enterprises, Inc., <br> Class A<br>| 2664 | &nbsp;&nbsp; 318268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyatt Hotels Corp., <br> Class A<br>| 208 | &nbsp;&nbsp; 29322 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Installed Building <br> Products, Inc.<br>| 10153 | &nbsp;&nbsp; 2053850 |
| \* | iRobot Corp. | 7838 | &nbsp;&nbsp; 32998 |
|  | J Jill, Inc. | 2926 | &nbsp;&nbsp; 45880 |
|  | JAKKS Pacific, Inc. | 7300 | &nbsp;&nbsp; 129283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Outdoors, <br> Inc., Class A<br>| 7633 | &nbsp;&nbsp; 253416 |
|  | KB Home | 35902 | &nbsp;&nbsp; 1983945 |
|  | Kohl's Corp. | 9716 | &nbsp;&nbsp; 105321 |
|  | Kontoor Brands, Inc. | 26504 | &nbsp;&nbsp; 1475213 |
| # | Krispy Kreme, Inc. | 32822 | &nbsp;&nbsp; 118816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lakeland Industries, <br> Inc.<br>| 6573 | &nbsp;&nbsp; 91430 |
| \* | Lands' End, Inc. | 24598 | &nbsp;&nbsp; 288535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Las Vegas Sands <br> Corp.<br>| 94501 | &nbsp;&nbsp; 4951852 |
| \* | Latham Group, Inc. | 13021 | &nbsp;&nbsp; 88282 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Laureate Education, <br> Inc.<br>| 99781 | &nbsp;&nbsp; 2255051 |
|  | La-Z-Boy, Inc. | 28129 | &nbsp;&nbsp; 1011800 |
|  | LCI Industries | 17194 | &nbsp;&nbsp; 1633430 |
|  | Lear Corp. | 27336 | &nbsp;&nbsp; 2577511 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Legacy Housing <br> Corp.<br>| 1789 | &nbsp;&nbsp; 40038 |
|  | Leggett & Platt, Inc. | 29199 | &nbsp;&nbsp; 278850 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lennar Corp. (LEN <br> US), Class A<br>| 28434 | &nbsp;&nbsp; $3189726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lennar Corp. (LENB <br> US), Class B<br>| 23 | &nbsp;&nbsp; 2465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Levi Strauss & Co., <br> Class A<br>| 9397 | &nbsp;&nbsp; 185027 |
| \* | LGI Homes, Inc. | 19033 | &nbsp;&nbsp; 1013888 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Life Time Group <br> Holdings, Inc.<br>| 72997 | &nbsp;&nbsp; 2096474 |
|  | Lifetime Brands, Inc. | 17347 | &nbsp;&nbsp; 76327 |
| \* | Light & Wonder, Inc. | 18190 | &nbsp;&nbsp; 1752061 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lincoln Educational <br> Services Corp.<br>| 825 | &nbsp;&nbsp; 18868 |
|  | Lithia Motors, Inc. | 7776 | &nbsp;&nbsp; 2239488 |
| \* | Live Ventures, Inc. | 1595 | &nbsp;&nbsp; 24435 |
|  | LKQ Corp. | 55518 | &nbsp;&nbsp; 1636115 |
| \* | Lovesac Co. | 10487 | &nbsp;&nbsp; 188871 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lululemon Athletica, <br> Inc.<br>| 19984 | &nbsp;&nbsp; 4007392 |
| \* | M/I Homes, Inc. | 18350 | &nbsp;&nbsp; 2205486 |
|  | Macy's, Inc. | 159350 | &nbsp;&nbsp; 2012590 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Malibu Boats, Inc., <br> Class A<br>| 11206 | &nbsp;&nbsp; 373272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marine Products <br> Corp.<br>| 15913 | &nbsp;&nbsp; 136693 |
| \* | MarineMax, Inc. | 12539 | &nbsp;&nbsp; 284385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marriott Vacations <br> Worldwide Corp.<br>| 26314 | &nbsp;&nbsp; 1959604 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MasterCraft Boat <br> Holdings, Inc.<br>| 10240 | &nbsp;&nbsp; 198042 |
| \* | Mattel, Inc. | 116396 | &nbsp;&nbsp; 1979896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matthews International <br> Corp., Class A<br>| 14802 | &nbsp;&nbsp; 347699 |
|  | McDonald's Corp. | 9956 | &nbsp;&nbsp; 2987497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meritage Homes <br> Corp.<br>| 32624 | &nbsp;&nbsp; 2196900 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MGM Resorts <br> International<br>| 29407 | &nbsp;&nbsp; 1071885 |
| \* | Mister Car Wash, Inc. | 35629 | &nbsp;&nbsp; 205757 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mobileye Global, Inc., <br> Class A<br>| 22193 | &nbsp;&nbsp; 316028 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Modine Manufacturing <br> Co.<br>| 16487 | &nbsp;&nbsp; 2218491 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mohawk Industries, <br> Inc.<br>| 24341 | &nbsp;&nbsp; 2787288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Monarch Casino & <br> Resort, Inc.<br>| 5624 | &nbsp;&nbsp; 579047 |
|  | Monro, Inc. | 10989 | &nbsp;&nbsp; 154890 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Motorcar Parts of <br> America, Inc.<br>| 7952 | &nbsp;&nbsp; 82462 |
|  | Movado Group, Inc. | 8033 | &nbsp;&nbsp; 124592 |
|  | Murphy USA, Inc. | 6901 | &nbsp;&nbsp; 2501474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nathan's Famous, <br> Inc.<br>| 726 | &nbsp;&nbsp; 68970 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Vision <br> Holdings, Inc.<br>| 31673 | &nbsp;&nbsp; 768387 |
|  | Newell Brands, Inc. | 90239 | &nbsp;&nbsp; 506241 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | NIKE, Inc., Class B | 69294 | &nbsp;&nbsp; $5175569 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Norwegian Cruise <br> Line Holdings Ltd.<br>| 187224 | &nbsp;&nbsp; 4785445 |
| \* | NVR, Inc. | 647 | &nbsp;&nbsp; 4884520 |
| \* | ODP Corp. | 23242 | &nbsp;&nbsp; 414637 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ollie's Bargain Outlet <br> Holdings, Inc.<br>| 1031 | &nbsp;&nbsp; 140866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OneSpaWorld <br> Holdings Ltd.<br>| 2252 | &nbsp;&nbsp; 49814 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OneWater Marine, <br> Inc., Class A<br>| 6206 | &nbsp;&nbsp; 95200 |
|  | Oxford Industries, Inc. | 11199 | &nbsp;&nbsp; 427578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Papa John's <br> International, Inc.<br>| 5773 | &nbsp;&nbsp; 244833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Patrick Industries, <br> Inc.<br>| 24942 | &nbsp;&nbsp; 2425360 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Penn Entertainment, <br> Inc.<br>| 31008 | &nbsp;&nbsp; 560004 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Penske Automotive <br> Group, Inc.<br>| 12118 | &nbsp;&nbsp; 2028674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Perdoceo Education <br> Corp.<br>| 53163 | &nbsp;&nbsp; 1530031 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Petco Health & <br> Wellness Co., Inc.<br>| 65088 | &nbsp;&nbsp; 195915 |
|  | Phinia, Inc. | 27118 | &nbsp;&nbsp; 1374883 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Planet Fitness, Inc., <br> Class A<br>| 5527 | &nbsp;&nbsp; 603493 |
|  | Polaris, Inc. | 23367 | &nbsp;&nbsp; 1236348 |
|  | Pool Corp. | 5233 | &nbsp;&nbsp; 1612497 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Portillo's, Inc., <br> Class A<br>| 4073 | &nbsp;&nbsp; 40567 |
| \* | Potbelly Corp. | 10165 | &nbsp;&nbsp; 122285 |
|  | PulteGroup, Inc. | 43348 | &nbsp;&nbsp; 4894856 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pursuit Attractions & <br> Hospitality, Inc.<br>| 14530 | &nbsp;&nbsp; 439387 |
|  | PVH Corp. | 27118 | &nbsp;&nbsp; 1991004 |
|  | QEP Co., Inc. | 1475 | &nbsp;&nbsp; 58891 |
|  | Ralph Lauren Corp. | 7763 | &nbsp;&nbsp; 2319196 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rave Restaurant <br> Group, Inc.<br>| 572 | &nbsp;&nbsp; 1722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RCI Hospitality <br> Holdings, Inc.<br>| 5138 | &nbsp;&nbsp; 184095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Red Rock Resorts, <br> Inc., Class A<br>| 17245 | &nbsp;&nbsp; 1057981 |
| \* | Revolve Group, Inc. | 859 | &nbsp;&nbsp; 17824 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Rivian Automotive, <br> Inc., Class A<br>| 207900 | &nbsp;&nbsp; 2675673 |
|  | Rocky Brands, Inc. | 6339 | &nbsp;&nbsp; 165828 |
|  | Ross Stores, Inc. | 63161 | &nbsp;&nbsp; 8624003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Royal Caribbean <br> Cruises Ltd.<br>| 43793 | &nbsp;&nbsp; 13920481 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sally Beauty Holdings, <br> Inc.<br>| 54590 | &nbsp;&nbsp; 531707 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Savers Value Village, <br> Inc.<br>| 6647 | &nbsp;&nbsp; 69195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Service Corp. <br> International<br>| 45055 | &nbsp;&nbsp; 3438147 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | SharkNinja, Inc. | 23964 | &nbsp;&nbsp; $2782220 |
| # | Shoe Carnival, Inc. | 18513 | &nbsp;&nbsp; 378776 |
| # | Signet Jewelers Ltd. | 25049 | &nbsp;&nbsp; 1981376 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Skechers USA, Inc., <br> Class A<br>| 39428 | &nbsp;&nbsp; 2493821 |
| \* | Sleep Number Corp. | 4209 | &nbsp;&nbsp; 30852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Smith & Wesson <br> Brands, Inc.<br>| 38234 | &nbsp;&nbsp; 303960 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Somnigroup <br> International, Inc.<br>| 18745 | &nbsp;&nbsp; 1356763 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sonic Automotive, <br> Inc., Class A<br>| 29694 | &nbsp;&nbsp; 2148361 |
| \* | Sonos, Inc. | 2829 | &nbsp;&nbsp; 30581 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sportsman's <br> Warehouse <br> Holdings, Inc.<br>| 18604 | &nbsp;&nbsp; 62695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standard Motor <br> Products, Inc.<br>| 12836 | &nbsp;&nbsp; 389701 |
|  | Starbucks Corp. | 4200 | &nbsp;&nbsp; 374472 |
|  | Steven Madden Ltd. | 50165 | &nbsp;&nbsp; 1204211 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Stitch Fix, Inc., <br> Class A<br>| 3541 | &nbsp;&nbsp; 16749 |
| \* | Stoneridge, Inc. | 16373 | &nbsp;&nbsp; 126072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Strategic Education, <br> Inc.<br>| 14110 | &nbsp;&nbsp; 1046186 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Strattec Security <br> Corp.<br>| 2434 | &nbsp;&nbsp; 154462 |
| \* | Stride, Inc. | 23676 | &nbsp;&nbsp; 3035973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Superior Group of <br> Cos., Inc.<br>| 14299 | &nbsp;&nbsp; 137985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tandy Leather <br> Factory, Inc.<br>| 2500 | &nbsp;&nbsp; 8800 |
|  | Tapestry, Inc. | 69999 | &nbsp;&nbsp; 7561992 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taylor Morrison Home <br> Corp.<br>| 65253 | &nbsp;&nbsp; 3868198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texas Roadhouse, <br> Inc.<br>| 14348 | &nbsp;&nbsp; 2656245 |
|  | Thor Industries, Inc. | 24164 | &nbsp;&nbsp; 2198682 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tile Shop Holdings, <br> Inc.<br>| 37689 | &nbsp;&nbsp; 237818 |
| #\* | Tilly's, Inc., Class A | 8798 | &nbsp;&nbsp; 15748 |
|  | TJX Cos., Inc. | 74152 | &nbsp;&nbsp; 9234149 |
|  | Toll Brothers, Inc. | 21506 | &nbsp;&nbsp; 2545450 |
| \* | TopBuild Corp. | 7844 | &nbsp;&nbsp; 2905653 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Topgolf Callaway <br> Brands Corp.<br>| 48972 | &nbsp;&nbsp; 452991 |
|  | Tractor Supply Co. | 58227 | &nbsp;&nbsp; 3316028 |
|  | Travel & Leisure Co. | 11700 | &nbsp;&nbsp; 693225 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tri Pointe Homes, <br> Inc.<br>| 79644 | &nbsp;&nbsp; 2453035 |
| \* | Ulta Beauty, Inc. | 6316 | &nbsp;&nbsp; 3252803 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Under Armour, Inc. <br> (UA US), Class C<br>| 148769 | &nbsp;&nbsp; 937245 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Under Armour, Inc. <br> (UAA US), Class A<br>| 88422 | &nbsp;&nbsp; 587122 |
| \* | Unifi, Inc. | 8259 | &nbsp;&nbsp; 37496 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Parks & <br> Resorts, Inc.<br>| 9502 | &nbsp;&nbsp; $449730 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Universal Electronics, <br> Inc.<br>| 3297 | &nbsp;&nbsp; 20013 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Universal Technical <br> Institute, Inc.<br>| 35976 | &nbsp;&nbsp; 1159147 |
|  | Upbound Group, Inc. | 32310 | &nbsp;&nbsp; 666717 |
| \* | Urban Outfitters, Inc. | 58061 | &nbsp;&nbsp; 4370832 |
|  | Vail Resorts, Inc. | 9624 | &nbsp;&nbsp; 1446102 |
| \* | Valvoline, Inc. | 35668 | &nbsp;&nbsp; 1257297 |
| \* | Vera Bradley, Inc. | 2039 | &nbsp;&nbsp; 3935 |
|  | VF Corp. | 1751 | &nbsp;&nbsp; 20522 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Victoria's Secret & <br> Co.<br>| 49527 | &nbsp;&nbsp; 931108 |
| \* | Visteon Corp. | 16990 | &nbsp;&nbsp; 1888439 |
|  | Wendy's Co. | 100078 | &nbsp;&nbsp; 985768 |
|  | Weyco Group, Inc. | 8527 | &nbsp;&nbsp; 247965 |
| # | Whirlpool Corp. | 24958 | &nbsp;&nbsp; 2072512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Williams-Sonoma, <br> Inc.<br>| 23324 | &nbsp;&nbsp; 4362754 |
|  | Wingstop, Inc. | 2537 | &nbsp;&nbsp; 957312 |
|  | Winmark Corp. | 622 | &nbsp;&nbsp; 234755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Winnebago Industries, <br> Inc.<br>| 16365 | &nbsp;&nbsp; 486368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wolverine World <br> Wide, Inc.<br>| 16445 | &nbsp;&nbsp; 371328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wyndham Hotels & <br> Resorts, Inc.<br>| 24487 | &nbsp;&nbsp; 2105882 |
|  | Wynn Resorts Ltd. | 5127 | &nbsp;&nbsp; 558997 |
| \*Ω | XPEL, Inc. | 2070 | &nbsp;&nbsp; 67668 |
| \* | YETI Holdings, Inc. | 32430 | &nbsp;&nbsp; 1191478 |
|  | Yum! Brands, Inc. | 4192 | &nbsp;&nbsp; 604277 |
| \* | Zumiez, Inc. | 12387 | &nbsp;&nbsp; 169826 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> DISCRETIONARY |  | &nbsp;&nbsp; 521817296 |
| CONSUMER STAPLES — (6.1%) | CONSUMER STAPLES — (6.1%) | CONSUMER STAPLES — (6.1%) | CONSUMER STAPLES — (6.1%) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Albertsons Cos., Inc., <br> Class A<br>| 189786 | &nbsp;&nbsp; 3647687 |
|  | Alico, Inc. | 5885 | &nbsp;&nbsp; 189968 |
|  | Andersons, Inc. | 28587 | &nbsp;&nbsp; 1026845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Archer-Daniels-Midland <br> Co.<br>| 55201 | &nbsp;&nbsp; 2990790 |
|  | B&G Foods, Inc. | 42598 | &nbsp;&nbsp; 174652 |
| \* | BellRing Brands, Inc. | 7524 | &nbsp;&nbsp; 410660 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BJ's Wholesale Club <br> Holdings, Inc.<br>| 24703 | &nbsp;&nbsp; 2616048 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Boston Beer Co., Inc. <br> , Class A<br>| 270 | &nbsp;&nbsp; 55912 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bridgford Foods <br> Corp.<br>| 4114 | &nbsp;&nbsp; 31308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brown-Forman Corp. <br> (BF/A US), Class A<br>| 3283 | &nbsp;&nbsp; 94025 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Brown-Forman Corp. <br> (BFB US), Class B<br>| 28041 | &nbsp;&nbsp; 808983 |
|  | Bunge Global SA | 37652 | &nbsp;&nbsp; 3003123 |
|  | Calavo Growers, Inc. | 10416 | &nbsp;&nbsp; 273941 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | Cal-Maine Foods, Inc. | 21706 | &nbsp;&nbsp; $2412405 |
| # | Campbell's Co. | 84372 | &nbsp;&nbsp; 2693154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Casey's General <br> Stores, Inc.<br>| 7225 | &nbsp;&nbsp; 3757939 |
| \* | Celsius Holdings, Inc. | 3535 | &nbsp;&nbsp; 160277 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Central Garden & Pet <br> Co. (CENT US)<br>| 3303 | &nbsp;&nbsp; 128883 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Central Garden & Pet <br> Co. (CENTA US), <br> Class A<br>| 43157 | &nbsp;&nbsp; 1532937 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chefs' Warehouse, <br> Inc.<br>| 21117 | &nbsp;&nbsp; 1447781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Church & Dwight Co., <br> Inc.<br>| 32857 | &nbsp;&nbsp; 3081001 |
|  | Clorox Co. | 13164 | &nbsp;&nbsp; 1652872 |
|  | Coca-Cola Co. | 243401 | &nbsp;&nbsp; 16524494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola <br> Consolidated, Inc.<br>| 18460 | &nbsp;&nbsp; 2062905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Colgate-Palmolive <br> Co.<br>| 60105 | &nbsp;&nbsp; 5039804 |
|  | Conagra Brands, Inc. | 95438 | &nbsp;&nbsp; 1742698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Constellation Brands, <br> Inc., Class A<br>| 30797 | &nbsp;&nbsp; 5144331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Costco Wholesale <br> Corp.<br>| 24956 | &nbsp;&nbsp; 23449656 |
| \* | Coty, Inc., Class A | 142903 | &nbsp;&nbsp; 693080 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Darling Ingredients, <br> Inc.<br>| 61571 | &nbsp;&nbsp; 1993669 |
|  | Dole PLC | 11591 | &nbsp;&nbsp; 165056 |
|  | Dollar General Corp. | 58168 | &nbsp;&nbsp; 6101823 |
| \* | Dollar Tree, Inc. | 40516 | &nbsp;&nbsp; 4600592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Edgewell Personal <br> Care Co.<br>| 26001 | &nbsp;&nbsp; 656005 |
| \* | elf Beauty, Inc. | 141 | &nbsp;&nbsp; 17088 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Energizer Holdings, <br> Inc.<br>| 21983 | &nbsp;&nbsp; 495057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Estee Lauder Cos., <br> Inc., Class A<br>| 43151 | &nbsp;&nbsp; 4027714 |
| \* | FitLife Brands, Inc. | 424 | &nbsp;&nbsp; 5300 |
|  | Flowers Foods, Inc. | 102083 | &nbsp;&nbsp; 1618016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fresh Del Monte <br> Produce, Inc.<br>| 38784 | &nbsp;&nbsp; 1457891 |
| \* | Fresh Market, Inc. | 6378 | &nbsp;&nbsp; 0 |
|  | General Mills, Inc. | 95040 | &nbsp;&nbsp; 4655059 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grocery Outlet <br> Holding Corp.<br>| 27111 | &nbsp;&nbsp; 357052 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hain Celestial Group, <br> Inc.<br>| 17672 | &nbsp;&nbsp; 27745 |
|  | Hershey Co. | 22709 | &nbsp;&nbsp; 4226826 |
| \* | Honest Co., Inc. | 2770 | &nbsp;&nbsp; 12770 |
|  | Hormel Foods Corp. | 93897 | &nbsp;&nbsp; 2637567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ingles Markets, Inc., <br> Class A<br>| 10944 | &nbsp;&nbsp; 688706 |
|  | Ingredion, Inc. | 25622 | &nbsp;&nbsp; 3370318 |
| # | Interparfums, Inc. | 13892 | &nbsp;&nbsp; 1675375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J&J Snack Foods <br> Corp.<br>| 11461 | &nbsp;&nbsp; 1293832 |
|  | J.M. Smucker Co. | 23191 | &nbsp;&nbsp; 2489322 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; John B Sanfilippo & <br> Son, Inc.<br>| 6538 | &nbsp;&nbsp; $413921 |
|  | Kenvue, Inc. | 237281 | &nbsp;&nbsp; 5087305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keurig Dr. Pepper, <br> Inc.<br>| 121099 | &nbsp;&nbsp; 3953882 |
|  | Kimberly-Clark Corp. | 43614 | &nbsp;&nbsp; 5435177 |
|  | Kraft Heinz Co. | 101934 | &nbsp;&nbsp; 2799108 |
|  | Kroger Co. | 174096 | &nbsp;&nbsp; 12204130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lamb Weston <br> Holdings, Inc.<br>| 35448 | &nbsp;&nbsp; 2023017 |
| # | Lifevantage Corp. | 7128 | &nbsp;&nbsp; 89456 |
| \* | Lifeway Foods, Inc. | 6493 | &nbsp;&nbsp; 163753 |
|  | Limoneira Co. | 10401 | &nbsp;&nbsp; 152687 |
|  | Marzetti Co. | 7532 | &nbsp;&nbsp; 1338888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; McCormick & Co., Inc. <br> (MKC US)<br>| 22122 | &nbsp;&nbsp; 1562477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; McCormick & Co., Inc. <br> (MKC/V US)<br>| 2128 | &nbsp;&nbsp; 150535 |
| \* | Medifast, Inc. | 7067 | &nbsp;&nbsp; 97313 |
|  | MGP Ingredients, Inc. | 12422 | &nbsp;&nbsp; 351294 |
| \* | Mission Produce, Inc. | 21116 | &nbsp;&nbsp; 260571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Molson Coors <br> Beverage Co., <br> Class B<br>| 42439 | &nbsp;&nbsp; 2067628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mondelez <br> International, Inc., <br> Class A<br>| 44806 | &nbsp;&nbsp; 2898500 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Monster Beverage <br> Corp.<br>| 79759 | &nbsp;&nbsp; 4685841 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Beverage <br> Corp.<br>| 22731 | &nbsp;&nbsp; 1041534 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Natural Alternatives <br> International, Inc.<br>| 8015 | &nbsp;&nbsp; 29255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Natural Grocers by <br> Vitamin Cottage, <br> Inc.<br>| 13485 | &nbsp;&nbsp; 510947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Natural Health Trends <br> Corp.<br>| 1821 | &nbsp;&nbsp; 8486 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nature's Sunshine <br> Products, Inc.<br>| 17012 | &nbsp;&nbsp; 238338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nu Skin Enterprises, <br> Inc., Class A<br>| 3835 | &nbsp;&nbsp; 32137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oil-Dri Corp. of <br> America<br>| 8196 | &nbsp;&nbsp; 462254 |
|  | PepsiCo, Inc. | 164268 | &nbsp;&nbsp; 22655843 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Performance Food <br> Group Co.<br>| 48588 | &nbsp;&nbsp; 4878235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Philip Morris <br> International, Inc.<br>| 21517 | &nbsp;&nbsp; 3529864 |
|  | Pilgrim's Pride Corp. | 33161 | &nbsp;&nbsp; 1571500 |
| \* | Post Holdings, Inc. | 32214 | &nbsp;&nbsp; 3408563 |
| # | PriceSmart, Inc. | 20402 | &nbsp;&nbsp; 2193215 |
|  | Primo Brands Corp. | 17916 | &nbsp;&nbsp; 494661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Procter & Gamble <br> Co.<br>| 149185 | &nbsp;&nbsp; 22447867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reynolds Consumer <br> Products, Inc.<br>| 35334 | &nbsp;&nbsp; 794662 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | Seaboard Corp. | 519 | &nbsp;&nbsp; $1643766 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seneca Foods Corp. <br> (SENEA US), <br> Class A<br>| 4703 | &nbsp;&nbsp; 492545 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seneca Foods Corp. <br> (SENEB US), <br> Class B<br>| 1251 | &nbsp;&nbsp; 133482 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Simply Good Foods <br> Co.<br>| 58989 | &nbsp;&nbsp; 1796805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Spectrum Brands <br> Holdings, Inc.<br>| 14601 | &nbsp;&nbsp; 781299 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sprouts Farmers <br> Market, Inc.<br>| 16476 | &nbsp;&nbsp; 2496773 |
|  | Sysco Corp. | 97729 | &nbsp;&nbsp; 7779228 |
|  | Target Corp. | 90433 | &nbsp;&nbsp; 9088516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tootsie Roll Industries, <br> Inc.<br>| 4199 | &nbsp;&nbsp; 159268 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TreeHouse Foods, <br> Inc.<br>| 29051 | &nbsp;&nbsp; 558360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Turning Point Brands, <br> Inc.<br>| 9779 | &nbsp;&nbsp; 811070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tyson Foods, Inc., <br> Class A<br>| 48873 | &nbsp;&nbsp; 2556058 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Foods Holding <br> Corp.<br>| 65151 | &nbsp;&nbsp; 5429033 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Natural Foods, <br> Inc.<br>| 38533 | &nbsp;&nbsp; 1065052 |
|  | United-Guardian, Inc. | 1872 | &nbsp;&nbsp; 14882 |
|  | Universal Corp. | 17305 | &nbsp;&nbsp; 942603 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; USANA Health <br> Sciences, Inc.<br>| 10875 | &nbsp;&nbsp; 319616 |
|  | Utz Brands, Inc. | 21394 | &nbsp;&nbsp; 278764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Village Super Market, <br> Inc., Class A<br>| 10038 | &nbsp;&nbsp; 345307 |
| \* | Vita Coco Co., Inc. | 2311 | &nbsp;&nbsp; 81486 |
| \* | Vital Farms, Inc. | 20002 | &nbsp;&nbsp; 744074 |
|  | Walmart, Inc. | 190017 | &nbsp;&nbsp; 18617866 |
|  | WD-40 Co. | 1142 | &nbsp;&nbsp; 244845 |
| # | Weis Markets, Inc. | 21760 | &nbsp;&nbsp; 1575642 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Willamette Valley <br> Vineyards, Inc.<br>| 800 | &nbsp;&nbsp; 3872 |
|  | WK Kellogg Co. | 29130 | &nbsp;&nbsp; 671446 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> STAPLES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> STAPLES |  | &nbsp;&nbsp; 298085444 |
| ENERGY — (5.8%) | ENERGY — (5.8%) | ENERGY — (5.8%) | ENERGY — (5.8%) |
| \* | Amplify Energy Corp. | 28550 | &nbsp;&nbsp; 108490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Antero Midstream <br> Corp.<br>| 230743 | &nbsp;&nbsp; 4234134 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Antero Resources <br> Corp.<br>| 83908 | &nbsp;&nbsp; 2930906 |
|  | APA Corp. | 127981 | &nbsp;&nbsp; 2468753 |
|  | Archrock, Inc. | 131633 | &nbsp;&nbsp; 3074947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ardmore Shipping <br> Corp.<br>| 27676 | &nbsp;&nbsp; 301115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aris Water Solutions, <br> Inc., Class A<br>| 14628 | &nbsp;&nbsp; 311138 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Atlas Energy <br> Solutions, Inc.<br>| 35077 | &nbsp;&nbsp; $456001 |
|  | Baker Hughes Co. | 161508 | &nbsp;&nbsp; 7275935 |
| #\* | Battalion Oil Corp. | 4633 | &nbsp;&nbsp; 5977 |
|  | Berry Corp. | 43300 | &nbsp;&nbsp; 130766 |
| \* | Bristow Group, Inc. | 19604 | &nbsp;&nbsp; 677710 |
|  | Cactus, Inc., Class A | 28630 | &nbsp;&nbsp; 1211335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; California Resources <br> Corp.<br>| 27956 | &nbsp;&nbsp; 1346920 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Centrus Energy Corp., <br> Class A<br>| 1857 | &nbsp;&nbsp; 399998 |
|  | Cheniere Energy, Inc. | 40441 | &nbsp;&nbsp; 9539223 |
|  | Chevron Corp. | 152488 | &nbsp;&nbsp; 23123280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chord Energy Corp. <br> (CHRD US)<br>| 18314 | &nbsp;&nbsp; 2020584 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Clean Energy Fuels <br> Corp.<br>| 136359 | &nbsp;&nbsp; 276809 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CNX Resources <br> Corp.<br>| 65731 | &nbsp;&nbsp; 1992307 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Comstock Resources, <br> Inc.<br>| 165867 | &nbsp;&nbsp; 2964043 |
|  | ConocoPhillips | 132801 | &nbsp;&nbsp; 12661247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Core Laboratories, <br> Inc.<br>| 21368 | &nbsp;&nbsp; 233766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Core Natural <br> Resources, Inc.<br>| 18274 | &nbsp;&nbsp; 1348804 |
|  | Coterra Energy, Inc. | 220704 | &nbsp;&nbsp; 5382971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crescent Energy Co., <br> Class A<br>| 60548 | &nbsp;&nbsp; 559463 |
|  | CVR Energy, Inc. | 13538 | &nbsp;&nbsp; 362548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delek U.S. Holdings, <br> Inc.<br>| 13402 | &nbsp;&nbsp; 299803 |
|  | Devon Energy Corp. | 149070 | &nbsp;&nbsp; 4952105 |
|  | DHT Holdings, Inc. | 109384 | &nbsp;&nbsp; 1213069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diamondback Energy, <br> Inc.<br>| 37216 | &nbsp;&nbsp; 5532531 |
| \* | DMC Global, Inc. | 11148 | &nbsp;&nbsp; 90187 |
|  | Dorian LPG Ltd. | 29162 | &nbsp;&nbsp; 839574 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Drilling Tools <br> International Corp.<br>| 4582 | &nbsp;&nbsp; 9531 |
| \* | DT Midstream, Inc. | 51541 | &nbsp;&nbsp; 5294807 |
| \* | Encore Energy Corp. | 20454 | &nbsp;&nbsp; 53999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Energy Services of <br> America Corp.<br>| 4053 | &nbsp;&nbsp; 44299 |
|  | EOG Resources, Inc. | 104085 | &nbsp;&nbsp; 12492282 |
|  | Epsilon Energy Ltd. | 15216 | &nbsp;&nbsp; 95100 |
|  | EQT Corp. | 90733 | &nbsp;&nbsp; 4876899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evolution Petroleum <br> Corp.<br>| 27352 | &nbsp;&nbsp; 132110 |
|  | Expand Energy Corp. | 40943 | &nbsp;&nbsp; 4290008 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Expro Group Holdings <br> NV<br>| 58029 | &nbsp;&nbsp; 625553 |
|  | Exxon Mobil Corp. | 259533 | &nbsp;&nbsp; 28974264 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forum Energy <br> Technologies, Inc.<br>| 6070 | &nbsp;&nbsp; 119640 |
|  | FutureFuel Corp. | 2994 | &nbsp;&nbsp; 12126 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Geospace <br> Technologies Corp.<br>| 6068 | &nbsp;&nbsp; 98362 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Granite Ridge <br> Resources, Inc.<br>| 5098 | &nbsp;&nbsp; $26459 |
| \* | Green Plains, Inc. | 32916 | &nbsp;&nbsp; 272215 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Island <br> Fabrication, Inc.<br>| 10040 | &nbsp;&nbsp; 67469 |
| \* | Gulfport Energy Corp. | 10014 | &nbsp;&nbsp; 1743738 |
|  | Halliburton Co. | 200589 | &nbsp;&nbsp; 4493194 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Helix Energy Solutions <br> Group, Inc.<br>| 123048 | &nbsp;&nbsp; 729675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Helmerich & Payne, <br> Inc.<br>| 56916 | &nbsp;&nbsp; 922608 |
|  | HF Sinclair Corp. | 73348 | &nbsp;&nbsp; 3222911 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Innovex International, <br> Inc.<br>| 7862 | &nbsp;&nbsp; 129094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Seaways, <br> Inc.<br>| 33613 | &nbsp;&nbsp; 1341159 |
|  | Kinder Morgan, Inc. | 256274 | &nbsp;&nbsp; 7191048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kodiak Gas Services, <br> Inc.<br>| 34941 | &nbsp;&nbsp; 1129643 |
| \* | Kosmos Energy Ltd. | 143345 | &nbsp;&nbsp; 308192 |
|  | Liberty Energy, Inc. | 143839 | &nbsp;&nbsp; 1774973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magnolia Oil & Gas <br> Corp., Class A<br>| 108700 | &nbsp;&nbsp; 2589234 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mammoth Energy <br> Services, Inc.<br>| 13792 | &nbsp;&nbsp; 35859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marathon Petroleum <br> Corp.<br>| 30013 | &nbsp;&nbsp; 5107912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matador Resources <br> Co.<br>| 78797 | &nbsp;&nbsp; 3930394 |
|  | Mexco Energy Corp. | 4035 | &nbsp;&nbsp; 33289 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MIND Technology, <br> Inc.<br>| 1623 | &nbsp;&nbsp; 15337 |
|  | Murphy Oil Corp. | 104818 | &nbsp;&nbsp; 2600535 |
| \* | Nabors Industries Ltd. | 1429 | &nbsp;&nbsp; 49701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NACCO Industries, <br> Inc., Class A<br>| 4369 | &nbsp;&nbsp; 165672 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Natural Gas Services <br> Group, Inc.<br>| 8536 | &nbsp;&nbsp; 205632 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NCS Multistage <br> Holdings, Inc.<br>| 1080 | &nbsp;&nbsp; 32886 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; New Fortress Energy, <br> Inc.<br>| 10837 | &nbsp;&nbsp; 29531 |
|  | Noble Corp. PLC | 23799 | &nbsp;&nbsp; 638051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nordic American <br> Tankers Ltd.<br>| 143773 | &nbsp;&nbsp; 401127 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Northern Oil & Gas, <br> Inc.<br>| 74540 | &nbsp;&nbsp; 2099046 |
|  | NOV, Inc. | 149023 | &nbsp;&nbsp; 1874709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Occidental Petroleum <br> Corp.<br>| 170170 | &nbsp;&nbsp; 7477270 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oceaneering <br> International, Inc.<br>| 62006 | &nbsp;&nbsp; 1345530 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oil States <br> International, Inc.<br>| 45410 | &nbsp;&nbsp; 226596 |
|  | ONEOK, Inc. | 78263 | &nbsp;&nbsp; 6426175 |
|  | Ovintiv, Inc. | 68775 | &nbsp;&nbsp; 2832154 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Par Pacific Holdings, <br> Inc.<br>| 43108 | &nbsp;&nbsp; $1352729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PBF Energy, Inc., <br> Class A<br>| 84167 | &nbsp;&nbsp; 1902174 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Peabody Energy <br> Corp.<br>| 91632 | &nbsp;&nbsp; 1479857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Permian Resources <br> Corp.<br>| 194219 | &nbsp;&nbsp; 2750141 |
|  | Phillips 66 | 38246 | &nbsp;&nbsp; 4726441 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PrimeEnergy <br> Resources Corp.<br>| 1349 | &nbsp;&nbsp; 227401 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ProPetro Holding <br> Corp.<br>| 68835 | &nbsp;&nbsp; 368956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Range Resources <br> Corp.<br>| 69333 | &nbsp;&nbsp; 2545908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ranger Energy <br> Services, Inc., <br> Class A<br>| 11326 | &nbsp;&nbsp; 151655 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; REX American <br> Resources Corp.<br>| 12101 | &nbsp;&nbsp; 632640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riley Exploration <br> Permian, Inc.<br>| 1159 | &nbsp;&nbsp; 30412 |
|  | RPC, Inc. | 139731 | &nbsp;&nbsp; 649749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SandRidge Energy, <br> Inc.<br>| 26205 | &nbsp;&nbsp; 272270 |
|  | Schlumberger NV | 304733 | &nbsp;&nbsp; 10299975 |
|  | Scorpio Tankers, Inc. | 39019 | &nbsp;&nbsp; 1764049 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SEACOR Marine <br> Holdings, Inc.<br>| 18638 | &nbsp;&nbsp; 93190 |
| \* | Seadrill Ltd. | 11114 | &nbsp;&nbsp; 324084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Select Water <br> Solutions, Inc.<br>| 70849 | &nbsp;&nbsp; 682276 |
|  | SFL Corp. Ltd. | 131155 | &nbsp;&nbsp; 1204003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sitio Royalties Corp., <br> Class A<br>| 21394 | &nbsp;&nbsp; 388729 |
|  | SM Energy Co. | 87588 | &nbsp;&nbsp; 2416553 |
|  | Smart Sand, Inc. | 4963 | &nbsp;&nbsp; 10125 |
| \* | Stabilis Solutions, Inc. | 2037 | &nbsp;&nbsp; 9370 |
| \* | Talos Energy, Inc. | 91135 | &nbsp;&nbsp; 779204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Targa Resources <br> Corp.<br>| 37895 | &nbsp;&nbsp; 6306107 |
|  | TechnipFMC PLC | 90670 | &nbsp;&nbsp; 3297668 |
|  | Teekay Corp. Ltd. | 56913 | &nbsp;&nbsp; 409774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teekay Tankers Ltd., <br> Class A<br>| 20272 | &nbsp;&nbsp; 858519 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TETRA Technologies, <br> Inc.<br>| 24685 | &nbsp;&nbsp; 101208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texas Pacific Land <br> Corp.<br>| 1277 | &nbsp;&nbsp; 1236302 |
| \* | Tidewater, Inc. | 24086 | &nbsp;&nbsp; 1204541 |
| #\* | Transocean Ltd. | 398741 | &nbsp;&nbsp; 1164324 |
|  | VAALCO Energy, Inc. | 21138 | &nbsp;&nbsp; 78633 |
| \* | Valaris Ltd. | 22685 | &nbsp;&nbsp; 1103172 |
|  | Valero Energy Corp. | 71298 | &nbsp;&nbsp; 9789928 |
|  | Vitesse Energy, Inc. | 19888 | &nbsp;&nbsp; 475920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weatherford <br> International PLC<br>| 17126 | &nbsp;&nbsp; 968475 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | Williams Cos., Inc. | 50771 | &nbsp;&nbsp; $3043721 |
|  | World Kinect Corp. | 39613 | &nbsp;&nbsp; 1080246 |
| TOTAL ENERGY | TOTAL ENERGY |  | &nbsp;&nbsp; 283094866 |
| FINANCIALS — (18.7%) | FINANCIALS — (18.7%) | FINANCIALS — (18.7%) | FINANCIALS — (18.7%) |
|  | 1st Source Corp. | 19833 | &nbsp;&nbsp; 1186410 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Acacia Research <br> Corp.<br>| 34675 | &nbsp;&nbsp; 122750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Acadian Asset <br> Management, Inc.<br>| 11540 | &nbsp;&nbsp; 482257 |
|  | ACNB Corp. | 6116 | &nbsp;&nbsp; 257484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Affiliated Managers <br> Group, Inc.<br>| 12601 | &nbsp;&nbsp; 2644572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Affinity Bancshares, <br> Inc.<br>| 810 | &nbsp;&nbsp; 15390 |
|  | Aflac, Inc. | 77770 | &nbsp;&nbsp; 7727227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alerus Financial <br> Corp.<br>| 8324 | &nbsp;&nbsp; 175969 |
|  | Allstate Corp. | 32301 | &nbsp;&nbsp; 6565178 |
|  | Ally Financial, Inc. | 107632 | &nbsp;&nbsp; 4073871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amalgamated <br> Financial Corp.<br>| 20840 | &nbsp;&nbsp; 604152 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ambac Financial <br> Group, Inc.<br>| 30419 | &nbsp;&nbsp; 255520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amerant Bancorp, <br> Inc.<br>| 19289 | &nbsp;&nbsp; 372278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Coastal <br> Insurance Corp.<br>| 10298 | &nbsp;&nbsp; 107202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Express <br> Co.<br>| 42426 | &nbsp;&nbsp; 12698526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Financial <br> Group, Inc.<br>| 31480 | &nbsp;&nbsp; 3931852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American International <br> Group, Inc.<br>| 117870 | &nbsp;&nbsp; 9150248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ameriprise Financial, <br> Inc.<br>| 19771 | &nbsp;&nbsp; 10245134 |
|  | Ameris Bancorp | 38195 | &nbsp;&nbsp; 2610628 |
|  | AMERISAFE, Inc. | 9888 | &nbsp;&nbsp; 442785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AmeriServ Financial, <br> Inc.<br>| 15921 | &nbsp;&nbsp; 44738 |
|  | Ames National Corp. | 609 | &nbsp;&nbsp; 10992 |
|  | Aon PLC, Class A | 8642 | &nbsp;&nbsp; 3074046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apollo Global <br> Management, Inc.<br>| 3875 | &nbsp;&nbsp; 563115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arch Capital Group <br> Ltd.<br>| 60788 | &nbsp;&nbsp; 5231415 |
|  | Arrow Financial Corp. | 13541 | &nbsp;&nbsp; 362899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arthur J Gallagher & <br> Co.<br>| 1661 | &nbsp;&nbsp; 477122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Artisan Partners Asset <br> Management, Inc., <br> Class A<br>| 22954 | &nbsp;&nbsp; 1038668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Associated <br> Banc-Corp.<br>| 120140 | &nbsp;&nbsp; 2972264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Associated Capital <br> Group, Inc., <br> Class A<br>| 2402 | &nbsp;&nbsp; 88922 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Assurant, Inc. | 14637 | &nbsp;&nbsp; $2741510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Assured Guaranty <br> Ltd.<br>| 19111 | &nbsp;&nbsp; 1616408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atlantic American <br> Corp.<br>| 5179 | &nbsp;&nbsp; 11860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atlantic Union <br> Bankshares Corp.<br>| 101248 | &nbsp;&nbsp; 3209562 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atlanticus Holdings <br> Corp.<br>| 14373 | &nbsp;&nbsp; 713332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Auburn National <br> BanCorp, Inc.<br>| 2722 | &nbsp;&nbsp; 76107 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AvidXchange <br> Holdings, Inc.<br>| 10576 | &nbsp;&nbsp; 104279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Axis Capital Holdings <br> Ltd.<br>| 45117 | &nbsp;&nbsp; 4233779 |
| \* | Axos Financial, Inc. | 31996 | &nbsp;&nbsp; 2762855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banc of California, <br> Inc.<br>| 3801 | &nbsp;&nbsp; 55191 |
|  | BancFirst Corp. | 16474 | &nbsp;&nbsp; 2051342 |
| \* | Bancorp, Inc. | 28791 | &nbsp;&nbsp; 1818440 |
|  | Bank First Corp. | 245 | &nbsp;&nbsp; 29111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of America <br> Corp.<br>| 227596 | &nbsp;&nbsp; 10758463 |
|  | Bank of Hawaii Corp. | 25688 | &nbsp;&nbsp; 1589573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Marin <br> Bancorp<br>| 2474 | &nbsp;&nbsp; 56036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of New York <br> Mellon Corp.<br>| 163385 | &nbsp;&nbsp; 16575408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of NT Butterfield <br> & Son Ltd.<br>| 29661 | &nbsp;&nbsp; 1349872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of the James <br> Financial Group, <br> Inc.<br>| 1690 | &nbsp;&nbsp; 23153 |
|  | Bank OZK | 51520 | &nbsp;&nbsp; 2539936 |
|  | Bank7 Corp. | 3863 | &nbsp;&nbsp; 171092 |
|  | BankFinancial Corp. | 16142 | &nbsp;&nbsp; 179499 |
|  | BankUnited, Inc. | 48295 | &nbsp;&nbsp; 1761319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bankwell Financial <br> Group, Inc.<br>| 4829 | &nbsp;&nbsp; 192677 |
|  | Banner Corp. | 20193 | &nbsp;&nbsp; 1253480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bar Harbor <br> Bankshares<br>| 8947 | &nbsp;&nbsp; 259821 |
|  | BayCom Corp. | 7118 | &nbsp;&nbsp; 192257 |
|  | BCB Bancorp, Inc. | 15111 | &nbsp;&nbsp; 126328 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hathaway, <br> Inc., Class B<br>| 59299 | &nbsp;&nbsp; 27982012 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hills <br> Bancorp, Inc.<br>| 27044 | &nbsp;&nbsp; 666364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BGC Group, Inc., <br> Class A<br>| 131054 | &nbsp;&nbsp; 1214871 |
|  | Blackrock, Inc. | 277 | &nbsp;&nbsp; 306365 |
| \* | Block, Inc. | 46565 | &nbsp;&nbsp; 3597612 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blue Foundry <br> Bancorp<br>| 10815 | &nbsp;&nbsp; 92468 |
|  | BOK Financial Corp. | 25017 | &nbsp;&nbsp; 2539976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bread Financial <br> Holdings, Inc.<br>| 33130 | &nbsp;&nbsp; 2030869 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bridgewater <br> Bancshares, Inc.<br>| 7535 | &nbsp;&nbsp; $117245 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Brighthouse Financial, <br> Inc.<br>| 42836 | &nbsp;&nbsp; 2049703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brookline Bancorp, <br> Inc.<br>| 52033 | &nbsp;&nbsp; 536981 |
|  | Brown & Brown, Inc. | 26344 | &nbsp;&nbsp; 2407051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Burke & Herbert <br> Financial Services <br> Corp.<br>| 4268 | &nbsp;&nbsp; 247501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Business First <br> Bancshares, Inc.<br>| 16652 | &nbsp;&nbsp; 395485 |
| \* | BV Financial, Inc. | 1771 | &nbsp;&nbsp; 27698 |
|  | Byline Bancorp, Inc. | 14797 | &nbsp;&nbsp; 389161 |
|  | C&F Financial Corp. | 3616 | &nbsp;&nbsp; 230882 |
|  | Cadence Bank | 78684 | &nbsp;&nbsp; 2742137 |
| \* | California BanCorp | 3170 | &nbsp;&nbsp; 47518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; California First <br> Leasing Corp.<br>| 522 | &nbsp;&nbsp; 10127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Camden National <br> Corp.<br>| 11793 | &nbsp;&nbsp; 444714 |
|  | Capital Bancorp, Inc. | 3991 | &nbsp;&nbsp; 125637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capital City Bank <br> Group, Inc.<br>| 13708 | &nbsp;&nbsp; 542700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capital One Financial <br> Corp.<br>| 57178 | &nbsp;&nbsp; 12293270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capitol Federal <br> Financial, Inc.<br>| 51853 | &nbsp;&nbsp; 312155 |
|  | Carlyle Group, Inc. | 33841 | &nbsp;&nbsp; 2052795 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Carter Bankshares, <br> Inc.<br>| 18144 | &nbsp;&nbsp; 315343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cass Information <br> Systems, Inc.<br>| 5361 | &nbsp;&nbsp; 214494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay General <br> Bancorp<br>| 40941 | &nbsp;&nbsp; 1851352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CB Financial Services, <br> Inc.<br>| 1467 | &nbsp;&nbsp; 46438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cboe Global Markets, <br> Inc.<br>| 17880 | &nbsp;&nbsp; 4309795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Pacific <br> Financial Corp.<br>| 22566 | &nbsp;&nbsp; 601610 |
|  | CF Bankshares, Inc. | 1903 | &nbsp;&nbsp; 44911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Charles Schwab <br> Corp.<br>| 59213 | &nbsp;&nbsp; 5786886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chemung Financial <br> Corp.<br>| 3839 | &nbsp;&nbsp; 194253 |
|  | Chubb Ltd. | 11452 | &nbsp;&nbsp; 3046690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cincinnati Financial <br> Corp.<br>| 20928 | &nbsp;&nbsp; 3087089 |
|  | Citigroup, Inc. | 62333 | &nbsp;&nbsp; 5840602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens & Northern <br> Corp.<br>| 4769 | &nbsp;&nbsp; 90706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens Community <br> Bancorp, Inc.<br>| 7225 | &nbsp;&nbsp; 106497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens Financial <br> Group, Inc.<br>| 89698 | &nbsp;&nbsp; 4280389 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens Financial <br> Services, Inc.<br>| 293 | &nbsp;&nbsp; $15731 |
| #\* | Citizens, Inc. | 19162 | &nbsp;&nbsp; 73199 |
| # | City Holding Co. | 10966 | &nbsp;&nbsp; 1338949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Civista Bancshares, <br> Inc.<br>| 9062 | &nbsp;&nbsp; 176437 |
|  | CME Group, Inc. | 2328 | &nbsp;&nbsp; 647836 |
|  | CNB Financial Corp. | 23025 | &nbsp;&nbsp; 528424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CNO Financial Group, <br> Inc.<br>| 16341 | &nbsp;&nbsp; 602002 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Coastal Financial <br> Corp.<br>| 345 | &nbsp;&nbsp; 33189 |
|  | Cohen & Steers, Inc. | 12132 | &nbsp;&nbsp; 892430 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Coinbase Global, Inc., <br> Class A<br>| 20553 | &nbsp;&nbsp; 7764101 |
|  | Colony Bankcorp, Inc. | 10942 | &nbsp;&nbsp; 179339 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking <br> System, Inc.<br>| 64788 | &nbsp;&nbsp; 1541954 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Columbia Financial, <br> Inc.<br>| 48769 | &nbsp;&nbsp; 701786 |
|  | Comerica, Inc. | 50076 | &nbsp;&nbsp; 3383635 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Commerce <br> Bancshares, Inc.<br>| 38712 | &nbsp;&nbsp; 2369174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community Financial <br> System, Inc.<br>| 30863 | &nbsp;&nbsp; 1626480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community Trust <br> Bancorp, Inc.<br>| 15389 | &nbsp;&nbsp; 830698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community West <br> Bancshares<br>| 11275 | &nbsp;&nbsp; 217044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ConnectOne Bancorp, <br> Inc.<br>| 22465 | &nbsp;&nbsp; 517369 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Consumer Portfolio <br> Services, Inc.<br>| 43119 | &nbsp;&nbsp; 340640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corebridge Financial, <br> Inc.<br>| 170851 | &nbsp;&nbsp; 6075462 |
| \* | Corpay, Inc. | 11368 | &nbsp;&nbsp; 3672432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crawford & Co. <br> (CRD/A US), <br> Class A<br>| 24877 | &nbsp;&nbsp; 238073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crawford & Co. <br> (CRD/B US), <br> Class B<br>| 21302 | &nbsp;&nbsp; 196191 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Credit Acceptance <br> Corp.<br>| 2139 | &nbsp;&nbsp; 1048709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cullen/Frost Bankers, <br> Inc.<br>| 19368 | &nbsp;&nbsp; 2467677 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Customers Bancorp, <br> Inc.<br>| 18446 | &nbsp;&nbsp; 1175932 |
|  | CVB Financial Corp. | 80471 | &nbsp;&nbsp; 1504003 |
| \* | Dave, Inc. | 1621 | &nbsp;&nbsp; 382232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diamond Hill <br> Investment Group, <br> Inc.<br>| 2274 | &nbsp;&nbsp; 308286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DigitalBridge Group, <br> Inc.<br>| 58918 | &nbsp;&nbsp; 632779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dime Community <br> Bancshares, Inc.<br>| 22926 | &nbsp;&nbsp; 635279 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Donegal Group, Inc. <br> (DGICA US), <br> Class A<br>| 23174 | &nbsp;&nbsp; $397434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Donegal Group, Inc. <br> (DGICB US), <br> Class B<br>| 3821 | &nbsp;&nbsp; 59226 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Donnelley Financial <br> Solutions, Inc.<br>| 17036 | &nbsp;&nbsp; 902227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagle Bancorp <br> Montana, Inc.<br>| 5214 | &nbsp;&nbsp; 84050 |
|  | Eagle Bancorp, Inc. | 7850 | &nbsp;&nbsp; 126307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; East West Bancorp, <br> Inc.<br>| 29808 | &nbsp;&nbsp; 2988252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastern Bankshares, <br> Inc.<br>| 59956 | &nbsp;&nbsp; 926320 |
| \* | eHealth, Inc. | 4344 | &nbsp;&nbsp; 14770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Employers Holdings, <br> Inc.<br>| 17871 | &nbsp;&nbsp; 737715 |
|  | Enact Holdings, Inc. | 10159 | &nbsp;&nbsp; 353127 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Encore Capital Group, <br> Inc.<br>| 13635 | &nbsp;&nbsp; 502859 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enova International, <br> Inc.<br>| 22267 | &nbsp;&nbsp; 2328238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enterprise Financial <br> Services Corp.<br>| 21567 | &nbsp;&nbsp; 1190283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Equitable Holdings, <br> Inc.<br>| 59153 | &nbsp;&nbsp; 3037507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Equity Bancshares, <br> Inc., Class A<br>| 13160 | &nbsp;&nbsp; 494553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Erie Indemnity Co., <br> Class A<br>| 1224 | &nbsp;&nbsp; 436038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Esquire Financial <br> Holdings, Inc.<br>| 2267 | &nbsp;&nbsp; 217360 |
|  | Essent Group Ltd. | 44723 | &nbsp;&nbsp; 2504041 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Euronet Worldwide, <br> Inc.<br>| 17770 | &nbsp;&nbsp; 1726889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evercore, Inc., <br> Class A<br>| 9563 | &nbsp;&nbsp; 2879802 |
|  | Everest Group Ltd. | 8279 | &nbsp;&nbsp; 2780088 |
|  | EVERTEC, Inc. | 24381 | &nbsp;&nbsp; 881373 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EZCORP, Inc., <br> Class A<br>| 41658 | &nbsp;&nbsp; 596543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; F&G Annuities & Life, <br> Inc.<br>| 11495 | &nbsp;&nbsp; 366805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FactSet Research <br> Systems, Inc.<br>| 6479 | &nbsp;&nbsp; 2610389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Farmers & Merchants <br> Bancorp, Inc.<br>| 2373 | &nbsp;&nbsp; 56976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Farmers National <br> Banc Corp.<br>| 18464 | &nbsp;&nbsp; 250003 |
|  | FB Financial Corp. | 29461 | &nbsp;&nbsp; 1436518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Federal Agricultural <br> Mortgage Corp. <br> (AGM US), Class C<br>| 6831 | &nbsp;&nbsp; 1176776 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Federal Agricultural <br> Mortgage Corp. <br> (AGM/A US), <br> Class A<br>| 987 | &nbsp;&nbsp; $126336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Federated Hermes, <br> Inc.<br>| 55446 | &nbsp;&nbsp; 2748458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelity D&D Bancorp, <br> Inc.<br>| 50 | &nbsp;&nbsp; 2022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National <br> Financial, Inc.<br>| 59221 | &nbsp;&nbsp; 3341841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National <br> Information <br> Services, Inc.<br>| 115256 | &nbsp;&nbsp; 9152479 |
|  | Fifth Third Bancorp | 108274 | &nbsp;&nbsp; 4500950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Financial Institutions, <br> Inc.<br>| 13233 | &nbsp;&nbsp; 337309 |
|  | Finward Bancorp | 872 | &nbsp;&nbsp; 24181 |
| \* | Finwise Bancorp | 7717 | &nbsp;&nbsp; 137903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First American <br> Financial Corp.<br>| 44277 | &nbsp;&nbsp; 2658834 |
|  | First BanCorp | 143188 | &nbsp;&nbsp; 2982606 |
|  | First Bancorp, Inc. | 9500 | &nbsp;&nbsp; 239495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First <br> Bancorp/Southern <br> Pines NC<br>| 27118 | &nbsp;&nbsp; 1358341 |
|  | First Bank | 15693 | &nbsp;&nbsp; 233826 |
|  | First Busey Corp. | 63875 | &nbsp;&nbsp; 1425690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Business <br> Financial Services, <br> Inc.<br>| 5504 | &nbsp;&nbsp; 262100 |
|  | First Capital, Inc. | 1959 | &nbsp;&nbsp; 69584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Citizens <br> BancShares, Inc., <br> Class A<br>| 1265 | &nbsp;&nbsp; 2523371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Commonwealth <br> Financial Corp.<br>| 82340 | &nbsp;&nbsp; 1359433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Community <br> Bankshares, Inc.<br>| 14797 | &nbsp;&nbsp; 540090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Community <br> Corp.<br>| 2082 | &nbsp;&nbsp; 51582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Financial <br> Bancorp<br>| 60447 | &nbsp;&nbsp; 1465235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Financial <br> Bankshares, Inc.<br>| 2845 | &nbsp;&nbsp; 98494 |
|  | First Financial Corp. | 9553 | &nbsp;&nbsp; 511563 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Financial <br> Northwest, Inc.<br>| 14131 | &nbsp;&nbsp; 16957 |
| \* | First Foundation, Inc. | 5973 | &nbsp;&nbsp; 29089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Guaranty <br> Bancshares, Inc.<br>| 425 | &nbsp;&nbsp; 3681 |
|  | First Hawaiian, Inc. | 68232 | &nbsp;&nbsp; 1654626 |
|  | First Horizon Corp. | 167325 | &nbsp;&nbsp; 3649358 |
|  | First Internet Bancorp | 7012 | &nbsp;&nbsp; 153773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Interstate <br> BancSystem, Inc., <br> Class A<br>| 58730 | &nbsp;&nbsp; 1690837 |
|  | First Merchants Corp. | 39592 | &nbsp;&nbsp; 1509247 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Mid Bancshares, <br> Inc.<br>| 14008 | &nbsp;&nbsp; $531884 |
|  | First National Corp. | 2096 | &nbsp;&nbsp; 45274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Northwest <br> Bancorp<br>| 4192 | &nbsp;&nbsp; 32069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Savings Financial <br> Group, Inc.<br>| 4040 | &nbsp;&nbsp; 103343 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Seacoast <br> Bancorp, Inc.<br>| 822 | &nbsp;&nbsp; 9527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First U.S. Bancshares, <br> Inc.<br>| 1708 | &nbsp;&nbsp; 22511 |
|  | First United Corp. | 5428 | &nbsp;&nbsp; 178418 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Western <br> Financial, Inc.<br>| 5270 | &nbsp;&nbsp; 114069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FirstCash Holdings, <br> Inc.<br>| 20975 | &nbsp;&nbsp; 2795758 |
| \* | Fiserv, Inc. | 22803 | &nbsp;&nbsp; 3168249 |
|  | Five Star Bancorp | 4616 | &nbsp;&nbsp; 138895 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Flagstar Financial, <br> Inc.<br>| 141749 | &nbsp;&nbsp; 1600346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flushing Financial <br> Corp.<br>| 14362 | &nbsp;&nbsp; 172200 |
| \* | Flywire Corp. | 13773 | &nbsp;&nbsp; 149988 |
|  | FNB Corp. | 190530 | &nbsp;&nbsp; 2918920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Financial <br> Services Corp.<br>| 2057 | &nbsp;&nbsp; 82691 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Resources, <br> Inc.<br>| 84400 | &nbsp;&nbsp; 2025600 |
|  | FS Bancorp, Inc. | 7078 | &nbsp;&nbsp; 276679 |
|  | Fulton Financial Corp. | 106159 | &nbsp;&nbsp; 1905554 |
| \* | FVCBankcorp, Inc. | 4362 | &nbsp;&nbsp; 55877 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Genworth Financial, <br> Inc.<br>| 261477 | &nbsp;&nbsp; 2055209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; German American <br> Bancorp, Inc.<br>| 18699 | &nbsp;&nbsp; 718416 |
|  | Glacier Bancorp, Inc. | 44192 | &nbsp;&nbsp; 1936935 |
|  | Global Payments, Inc. | 41642 | &nbsp;&nbsp; 3329278 |
|  | Globe Life, Inc. | 22619 | &nbsp;&nbsp; 3177291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs <br> Group, Inc.<br>| 17667 | &nbsp;&nbsp; 12783665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goosehead Insurance, <br> Inc., Class A<br>| 4663 | &nbsp;&nbsp; 423913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Southern <br> Bancorp, Inc.<br>| 9445 | &nbsp;&nbsp; 537798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Green Dot Corp., <br> Class A<br>| 27185 | &nbsp;&nbsp; 275112 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Greenlight Capital Re <br> Ltd., Class A<br>| 26675 | &nbsp;&nbsp; 346775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guaranty Bancshares, <br> Inc.<br>| 5967 | &nbsp;&nbsp; 260221 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hamilton Insurance <br> Group Ltd., <br> Class B<br>| 1137 | &nbsp;&nbsp; 24434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hamilton Lane, Inc., <br> Class A<br>| 180 | &nbsp;&nbsp; 27414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hancock Whitney <br> Corp.<br>| 46414 | &nbsp;&nbsp; 2771844 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanmi Financial <br> Corp.<br>| 23150 | &nbsp;&nbsp; $528051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanover Bancorp, <br> Inc.<br>| 510 | &nbsp;&nbsp; 10613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanover Insurance <br> Group, Inc.<br>| 15474 | &nbsp;&nbsp; 2655803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HarborOne Bancorp, <br> Inc.<br>| 25163 | &nbsp;&nbsp; 297678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hartford Insurance <br> Group, Inc.<br>| 78218 | &nbsp;&nbsp; 9729537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hawthorn Bancshares, <br> Inc.<br>| 5972 | &nbsp;&nbsp; 170321 |
|  | HBT Financial, Inc. | 2401 | &nbsp;&nbsp; 59713 |
|  | HCI Group, Inc. | 7650 | &nbsp;&nbsp; 1071306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hennessy Advisors, <br> Inc.<br>| 4456 | &nbsp;&nbsp; 55522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Commerce <br> Corp.<br>| 35969 | &nbsp;&nbsp; 332713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Financial <br> Corp.<br>| 25538 | &nbsp;&nbsp; 575627 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Insurance <br> Holdings, Inc.<br>| 25331 | &nbsp;&nbsp; 534231 |
|  | Hilltop Holdings, Inc. | 37463 | &nbsp;&nbsp; 1108905 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hingham Institution <br> For Savings<br>| 1640 | &nbsp;&nbsp; 401603 |
| \* | Hippo Holdings, Inc. | 906 | &nbsp;&nbsp; 23411 |
|  | Home Bancorp, Inc. | 4556 | &nbsp;&nbsp; 238233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Home BancShares, <br> Inc.<br>| 76873 | &nbsp;&nbsp; 2164744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Home Federal <br> Bancorp, Inc. of <br> Louisiana<br>| 944 | &nbsp;&nbsp; 12517 |
| \* | HomeStreet, Inc. | 8405 | &nbsp;&nbsp; 109937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HomeTrust <br> Bancshares, Inc.<br>| 9675 | &nbsp;&nbsp; 375970 |
|  | Hope Bancorp, Inc. | 74778 | &nbsp;&nbsp; 747032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Horace Mann <br> Educators Corp.<br>| 33045 | &nbsp;&nbsp; 1405404 |
|  | Horizon Bancorp, Inc. | 25751 | &nbsp;&nbsp; 398883 |
|  | Houlihan Lokey, Inc. | 7181 | &nbsp;&nbsp; 1369129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huntington <br> Bancshares, Inc.<br>| 248749 | &nbsp;&nbsp; 4086946 |
|  | IF Bancorp, Inc. | 781 | &nbsp;&nbsp; 19525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Independent Bank <br> Corp. (IBCP US)<br>| 14117 | &nbsp;&nbsp; 431274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Independent Bank <br> Corp. (INDB US)<br>| 29063 | &nbsp;&nbsp; 1846954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intercontinental <br> Exchange, Inc.<br>| 21365 | &nbsp;&nbsp; 3948893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Bancshares Corp.<br>| 58707 | &nbsp;&nbsp; 4002643 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; International Money <br> Express, Inc.<br>| 23145 | &nbsp;&nbsp; 208074 |
|  | Invesco Ltd. | 175559 | &nbsp;&nbsp; 3688495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Investar Holding <br> Corp.<br>| 2788 | &nbsp;&nbsp; 60500 |
|  | Investors Title Co. | 1402 | &nbsp;&nbsp; 296130 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jack Henry & <br> Associates, Inc.<br>| 12721 | &nbsp;&nbsp; $2160217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jackson Financial, <br> Inc., Class A<br>| 39300 | &nbsp;&nbsp; 3441108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; James River Group <br> Holdings Ltd.<br>| 7360 | &nbsp;&nbsp; 41952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Janus Henderson <br> Group PLC<br>| 72448 | &nbsp;&nbsp; 3136998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jefferies Financial <br> Group, Inc.<br>| 55414 | &nbsp;&nbsp; 3195171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase & <br> Co.<br>| 126222 | &nbsp;&nbsp; 37392005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kearny Financial <br> Corp.<br>| 36022 | &nbsp;&nbsp; 213610 |
|  | Kemper Corp. | 37564 | &nbsp;&nbsp; 2313567 |
|  | KeyCorp | 226830 | &nbsp;&nbsp; 4064794 |
| \* | Kingstone Cos., Inc. | 2088 | &nbsp;&nbsp; 34222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinsale Capital Group, <br> Inc.<br>| 718 | &nbsp;&nbsp; 316415 |
|  | KKR & Co., Inc. | 4016 | &nbsp;&nbsp; 588665 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lake Shore Bancorp, <br> Inc.<br>| 3399 | &nbsp;&nbsp; 41842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lakeland Financial <br> Corp.<br>| 14924 | &nbsp;&nbsp; 945734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Landmark Bancorp, <br> Inc.<br>| 5310 | &nbsp;&nbsp; 128980 |
|  | Lazard, Inc. | 26679 | &nbsp;&nbsp; 1386774 |
|  | LCNB Corp. | 2100 | &nbsp;&nbsp; 30996 |
| \* | LendingClub Corp. | 66687 | &nbsp;&nbsp; 1039650 |
| \* | LendingTree, Inc. | 2230 | &nbsp;&nbsp; 104096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lincoln National <br> Corp.<br>| 91869 | &nbsp;&nbsp; 3501128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Live Oak Bancshares, <br> Inc.<br>| 29324 | &nbsp;&nbsp; 926932 |
|  | Loews Corp. | 40817 | &nbsp;&nbsp; 3695571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LPL Financial <br> Holdings, Inc.<br>| 15168 | &nbsp;&nbsp; 6002433 |
|  | M&T Bank Corp. | 19140 | &nbsp;&nbsp; 3611718 |
|  | Magyar Bancorp, Inc. | 2911 | &nbsp;&nbsp; 49138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MainStreet <br> Bancshares, Inc.<br>| 828 | &nbsp;&nbsp; 16726 |
| \* | Markel Group, Inc. | 2023 | &nbsp;&nbsp; 4062771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MarketAxess <br> Holdings, Inc.<br>| 5754 | &nbsp;&nbsp; 1182447 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Marqeta, Inc., <br> Class A<br>| 263167 | &nbsp;&nbsp; 1500046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marsh & McLennan <br> Cos., Inc.<br>| 20881 | &nbsp;&nbsp; 4159495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mastercard, Inc., <br> Class A<br>| 49813 | &nbsp;&nbsp; 28217570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercantile Bank <br> Corp.<br>| 9481 | &nbsp;&nbsp; 433187 |
|  | Merchants Bancorp | 12406 | &nbsp;&nbsp; 363496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercury General <br> Corp.<br>| 41329 | &nbsp;&nbsp; 2862033 |
|  | Meridian Corp. | 2646 | &nbsp;&nbsp; 38976 |
|  | MetLife, Inc. | 147750 | &nbsp;&nbsp; 11221612 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metrocity Bankshares, <br> Inc.<br>| 4305 | &nbsp;&nbsp; $118818 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Bank <br> Holding Corp.<br>| 1437 | &nbsp;&nbsp; 101366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MGIC Investment <br> Corp.<br>| 107840 | &nbsp;&nbsp; 2793056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mid Penn Bancorp, <br> Inc.<br>| 13502 | &nbsp;&nbsp; 370630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Middlefield Banc <br> Corp.<br>| 5425 | &nbsp;&nbsp; 151086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Midland States <br> Bancorp, Inc.<br>| 12319 | &nbsp;&nbsp; 208930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MidWestOne Financial <br> Group, Inc.<br>| 9112 | &nbsp;&nbsp; 250944 |
|  | Moody's Corp. | 4309 | &nbsp;&nbsp; 2222281 |
|  | Morgan Stanley | 54649 | &nbsp;&nbsp; 7785297 |
|  | Morningstar, Inc. | 7108 | &nbsp;&nbsp; 1965078 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mr. Cooper Group, <br> Inc.<br>| 43168 | &nbsp;&nbsp; 6722121 |
|  | MSCI, Inc. | 2500 | &nbsp;&nbsp; 1403400 |
|  | MVB Financial Corp. | 8542 | &nbsp;&nbsp; 194245 |
|  | Nasdaq, Inc. | 49471 | &nbsp;&nbsp; 4760100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bank <br> Holdings Corp., <br> Class A<br>| 30752 | &nbsp;&nbsp; 1139669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bankshares, <br> Inc.<br>| 1092 | &nbsp;&nbsp; 30314 |
|  | Navient Corp. | 118986 | &nbsp;&nbsp; 1539679 |
|  | NBT Bancorp, Inc. | 41667 | &nbsp;&nbsp; 1724180 |
| \* | NCR Atleos Corp. | 41262 | &nbsp;&nbsp; 1262617 |
|  | Nelnet, Inc., Class A | 12658 | &nbsp;&nbsp; 1579339 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NerdWallet, Inc., <br> Class A<br>| 5644 | &nbsp;&nbsp; 59770 |
| \* | NI Holdings, Inc. | 14940 | &nbsp;&nbsp; 190336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nicolet Bankshares, <br> Inc.<br>| 10636 | &nbsp;&nbsp; 1372044 |
| \* | NMI Holdings, Inc. | 53223 | &nbsp;&nbsp; 1986282 |
|  | Northeast Bank | 7135 | &nbsp;&nbsp; 707578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northeast Community <br> Bancorp, Inc.<br>| 3544 | &nbsp;&nbsp; 73219 |
|  | Northern Trust Corp. | 44543 | &nbsp;&nbsp; 5790590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northfield Bancorp, <br> Inc.<br>| 33611 | &nbsp;&nbsp; 357957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northrim BanCorp, <br> Inc.<br>| 4461 | &nbsp;&nbsp; 372627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northwest <br> Bancshares, Inc.<br>| 99319 | &nbsp;&nbsp; 1162032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Norwood Financial <br> Corp.<br>| 4061 | &nbsp;&nbsp; 98439 |
|  | Oak Valley Bancorp | 5477 | &nbsp;&nbsp; 145962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OceanFirst Financial <br> Corp.<br>| 32639 | &nbsp;&nbsp; 547682 |
|  | OFG Bancorp | 39154 | &nbsp;&nbsp; 1668743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ohio Valley Banc <br> Corp.<br>| 3044 | &nbsp;&nbsp; 98139 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Old Market Capital <br> Corp.<br>| 6412 | &nbsp;&nbsp; 36933 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Old National Bancorp | 137387 | &nbsp;&nbsp; $2900240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Point Financial <br> Corp.<br>| 2926 | &nbsp;&nbsp; 117479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Republic <br> International Corp.<br>| 83900 | &nbsp;&nbsp; 3034663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Second Bancorp, <br> Inc.<br>| 26311 | &nbsp;&nbsp; 446498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OneMain Holdings, <br> Inc.<br>| 60730 | &nbsp;&nbsp; 3509587 |
| \* | Onity Group, Inc. | 4084 | &nbsp;&nbsp; 154048 |
|  | OP Bancorp | 9341 | &nbsp;&nbsp; 119565 |
| \* | Open Lending Corp. | 8889 | &nbsp;&nbsp; 19467 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oportun Financial <br> Corp.<br>| 12558 | &nbsp;&nbsp; 76981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oppenheimer <br> Holdings, Inc., <br> Class A<br>| 8277 | &nbsp;&nbsp; 627479 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OptimumBank <br> Holdings, Inc.<br>| 2148 | &nbsp;&nbsp; 9666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orange County <br> Bancorp, Inc.<br>| 788 | &nbsp;&nbsp; 19692 |
|  | Origin Bancorp, Inc. | 15384 | &nbsp;&nbsp; 562285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orrstown Financial <br> Services, Inc.<br>| 14902 | &nbsp;&nbsp; 489680 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Oscar Health, Inc., <br> Class A<br>| 35636 | &nbsp;&nbsp; 500686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Premier <br> Bancorp, Inc.<br>| 50550 | &nbsp;&nbsp; 1095418 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Palomar Holdings, <br> Inc.<br>| 15383 | &nbsp;&nbsp; 2038094 |
|  | Park National Corp. | 9573 | &nbsp;&nbsp; 1549582 |
|  | Parke Bancorp, Inc. | 8765 | &nbsp;&nbsp; 180997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pathfinder Bancorp, <br> Inc.<br>| 1554 | &nbsp;&nbsp; 22735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pathward Financial, <br> Inc.<br>| 22764 | &nbsp;&nbsp; 1721527 |
| \* | Payoneer Global, Inc. | 105467 | &nbsp;&nbsp; 692918 |
| \* | PayPal Holdings, Inc. | 128423 | &nbsp;&nbsp; 8830365 |
| \* | Paysafe Ltd. | 29945 | &nbsp;&nbsp; 363832 |
|  | PCB Bancorp | 6587 | &nbsp;&nbsp; 134638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peapack-Gladstone <br> Financial Corp.<br>| 11532 | &nbsp;&nbsp; 293835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PennyMac Financial <br> Services, Inc.<br>| 27644 | &nbsp;&nbsp; 2574762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peoples Bancorp of <br> North Carolina, Inc.<br>| 3887 | &nbsp;&nbsp; 111596 |
|  | Peoples Bancorp, Inc. | 28749 | &nbsp;&nbsp; 823371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peoples Financial <br> Services Corp.<br>| 3825 | &nbsp;&nbsp; 186316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pinnacle Financial <br> Partners, Inc.<br>| 26115 | &nbsp;&nbsp; 2295247 |
| \* | Pioneer Bancorp, Inc. | 10487 | &nbsp;&nbsp; 128675 |
|  | Plumas Bancorp | 4445 | &nbsp;&nbsp; 183401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PNC Financial <br> Services Group, <br> Inc.<br>| 14695 | &nbsp;&nbsp; 2796018 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ponce Financial <br> Group, Inc.<br>| 7460 | &nbsp;&nbsp; $104813 |
|  | Popular, Inc. | 26671 | &nbsp;&nbsp; 3055963 |
| \* | PRA Group, Inc. | 23159 | &nbsp;&nbsp; 352017 |
|  | Preferred Bank | 12640 | &nbsp;&nbsp; 1147965 |
|  | Primerica, Inc. | 10343 | &nbsp;&nbsp; 2747411 |
|  | Primis Financial Corp. | 14364 | &nbsp;&nbsp; 160733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Princeton Bancorp, <br> Inc.<br>| 1413 | &nbsp;&nbsp; 42658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Principal Financial <br> Group, Inc.<br>| 48487 | &nbsp;&nbsp; 3773743 |
| \* | ProAssurance Corp. | 9699 | &nbsp;&nbsp; 230448 |
|  | PROG Holdings, Inc. | 29939 | &nbsp;&nbsp; 953258 |
|  | Progressive Corp. | 25483 | &nbsp;&nbsp; 6167905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prosperity <br> Bancshares, Inc.<br>| 37094 | &nbsp;&nbsp; 2471202 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Provident Bancorp, <br> Inc.<br>| 4920 | &nbsp;&nbsp; 60073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Provident Financial <br> Holdings, Inc.<br>| 7891 | &nbsp;&nbsp; 120930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Provident Financial <br> Services, Inc.<br>| 76300 | &nbsp;&nbsp; 1390186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prudential Financial, <br> Inc.<br>| 67356 | &nbsp;&nbsp; 6976734 |
|  | QCR Holdings, Inc. | 13677 | &nbsp;&nbsp; 971067 |
|  | Radian Group, Inc. | 52296 | &nbsp;&nbsp; 1705373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Raymond James <br> Financial, Inc.<br>| 28571 | &nbsp;&nbsp; 4775071 |
|  | RBB Bancorp | 11112 | &nbsp;&nbsp; 201238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Red River <br> Bancshares, Inc.<br>| 3292 | &nbsp;&nbsp; 198080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Regional Management <br> Corp.<br>| 11883 | &nbsp;&nbsp; 394991 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Regions Financial <br> Corp.<br>| 224237 | &nbsp;&nbsp; 5679923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reinsurance Group of <br> America, Inc.<br>| 12864 | &nbsp;&nbsp; 2475677 |
| \* | Remitly Global, Inc. | 312 | &nbsp;&nbsp; 5148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RenaissanceRe <br> Holdings Ltd.<br>| 13679 | &nbsp;&nbsp; 3334119 |
|  | Renasant Corp. | 65689 | &nbsp;&nbsp; 2406845 |
| \* | Repay Holdings Corp. | 48566 | &nbsp;&nbsp; 238945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Republic Bancorp, <br> Inc., Class A<br>| 14023 | &nbsp;&nbsp; 965624 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rhinebeck Bancorp, <br> Inc.<br>| 2179 | &nbsp;&nbsp; 27652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Richmond Mutual <br> BanCorp, Inc.<br>| 6077 | &nbsp;&nbsp; 84106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riverview Bancorp, <br> Inc.<br>| 17378 | &nbsp;&nbsp; 85674 |
|  | RLI Corp. | 24888 | &nbsp;&nbsp; 1642359 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Robinhood Markets, <br> Inc., Class A<br>| 1663 | &nbsp;&nbsp; 171372 |
| \* | Root, Inc., Class A | 693 | &nbsp;&nbsp; 83874 |
|  | S&P Global, Inc. | 2305 | &nbsp;&nbsp; 1270285 |
|  | S&T Bancorp, Inc. | 30437 | &nbsp;&nbsp; 1115212 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Safety Insurance <br> Group, Inc.<br>| 12004 | &nbsp;&nbsp; $844481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SB Financial Group, <br> Inc.<br>| 4223 | &nbsp;&nbsp; 79435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seacoast Banking <br> Corp. of Florida<br>| 43820 | &nbsp;&nbsp; 1235286 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Security National <br> Financial Corp., <br> Class A<br>| 14351 | &nbsp;&nbsp; 121696 |
|  | SEI Investments Co. | 27340 | &nbsp;&nbsp; 2409201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Selective Insurance <br> Group, Inc.<br>| 23659 | &nbsp;&nbsp; 1844692 |
| \* | Selectquote, Inc. | 21936 | &nbsp;&nbsp; 38607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ServisFirst <br> Bancshares, Inc.<br>| 4262 | &nbsp;&nbsp; 335206 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Shift4 Payments, Inc., <br> Class A<br>| 21457 | &nbsp;&nbsp; 2210071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shore Bancshares, <br> Inc.<br>| 14775 | &nbsp;&nbsp; 229160 |
|  | Sierra Bancorp | 8412 | &nbsp;&nbsp; 246640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Silvercrest Asset <br> Management <br> Group, Inc., <br> Class A<br>| 3536 | &nbsp;&nbsp; 57849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Simmons First <br> National Corp., <br> Class A<br>| 73551 | &nbsp;&nbsp; 1409973 |
| \* | SiriusPoint Ltd. | 68082 | &nbsp;&nbsp; 1335088 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Skyward Specialty <br> Insurance Group, <br> Inc.<br>| 7990 | &nbsp;&nbsp; 404134 |
|  | SLM Corp. | 86236 | &nbsp;&nbsp; 2742305 |
|  | SmartFinancial, Inc. | 8761 | &nbsp;&nbsp; 300152 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SoFi Technologies, <br> Inc.<br>| 217889 | &nbsp;&nbsp; 4919934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sound Financial <br> Bancorp, Inc.<br>| 1802 | &nbsp;&nbsp; 82982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; South Plains <br> Financial, Inc.<br>| 7869 | &nbsp;&nbsp; 292019 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Southern First <br> Bancshares, Inc.<br>| 4205 | &nbsp;&nbsp; 174760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Missouri <br> Bancorp, Inc.<br>| 5092 | &nbsp;&nbsp; 275426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southside <br> Bancshares, Inc.<br>| 24519 | &nbsp;&nbsp; 721839 |
|  | SouthState Corp. | 56744 | &nbsp;&nbsp; 5343582 |
|  | State Street Corp. | 33816 | &nbsp;&nbsp; 3778938 |
|  | Stellar Bancorp, Inc. | 41736 | &nbsp;&nbsp; 1232464 |
| \*†† | Sterling Bancorp, Inc. | 34677 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stewart Information <br> Services Corp.<br>| 16927 | &nbsp;&nbsp; 1099070 |
|  | Stifel Financial Corp. | 30051 | &nbsp;&nbsp; 3429420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stock Yards Bancorp, <br> Inc.<br>| 21906 | &nbsp;&nbsp; 1637693 |
| \* | StoneX Group, Inc. | 27882 | &nbsp;&nbsp; 2711246 |
|  | Summit State Bank | 4662 | &nbsp;&nbsp; 57063 |
|  | SWK Holdings Corp. | 459 | &nbsp;&nbsp; 6835 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Synchrony Financial | 91517 | &nbsp;&nbsp; $6375989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Synovus Financial <br> Corp.<br>| 76571 | &nbsp;&nbsp; 3617214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; T. Rowe Price Group, <br> Inc.<br>| 37042 | &nbsp;&nbsp; 3757911 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Texas Capital <br> Bancshares, Inc.<br>| 26805 | &nbsp;&nbsp; 2250816 |
|  | TFS Financial Corp. | 78762 | &nbsp;&nbsp; 1032570 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Third Coast <br> Bancshares, Inc.<br>| 1356 | &nbsp;&nbsp; 51053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Timberland Bancorp, <br> Inc.<br>| 6498 | &nbsp;&nbsp; 203322 |
|  | Tiptree, Inc. | 32911 | &nbsp;&nbsp; 683891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tompkins Financial <br> Corp.<br>| 11644 | &nbsp;&nbsp; 753134 |
|  | Towne Bank | 42651 | &nbsp;&nbsp; 1494065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tradeweb Markets, <br> Inc., Class A<br>| 343 | &nbsp;&nbsp; 47523 |
|  | Travelers Cos., Inc. | 65097 | &nbsp;&nbsp; 16940843 |
|  | TriCo Bancshares | 26700 | &nbsp;&nbsp; 1097904 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Triumph Financial, <br> Inc.<br>| 9182 | &nbsp;&nbsp; 520803 |
|  | Truist Financial Corp. | 117845 | &nbsp;&nbsp; 5151005 |
|  | TrustCo Bank Corp. | 13355 | &nbsp;&nbsp; 448194 |
|  | Trustmark Corp. | 49475 | &nbsp;&nbsp; 1842944 |
|  | U.S. Bancorp | 88150 | &nbsp;&nbsp; 3963224 |
|  | UMB Financial Corp. | 44745 | &nbsp;&nbsp; 4921503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Union Bankshares, <br> Inc.<br>| 2000 | &nbsp;&nbsp; 54420 |
|  | United Bancorp, Inc. | 2256 | &nbsp;&nbsp; 31719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Bancshares, <br> Inc.<br>| 1640 | &nbsp;&nbsp; 48134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Bankshares, <br> Inc.<br>| 61684 | &nbsp;&nbsp; 2191016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Community <br> Banks, Inc.<br>| 70949 | &nbsp;&nbsp; 2163944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Fire Group, <br> Inc.<br>| 13386 | &nbsp;&nbsp; 355398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Security <br> Bancshares<br>| 6792 | &nbsp;&nbsp; 58072 |
|  | Unity Bancorp, Inc. | 6942 | &nbsp;&nbsp; 340922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Insurance <br> Holdings, Inc.<br>| 24187 | &nbsp;&nbsp; 571781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Univest Financial <br> Corp.<br>| 23495 | &nbsp;&nbsp; 677596 |
|  | Unum Group | 48587 | &nbsp;&nbsp; 3489032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; USCB Financial <br> Holdings, Inc.<br>| 7405 | &nbsp;&nbsp; 123219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valley National <br> Bancorp<br>| 213899 | &nbsp;&nbsp; 1982844 |
|  | Value Line, Inc. | 867 | &nbsp;&nbsp; 32200 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Velocity Financial, <br> Inc.<br>| 20216 | &nbsp;&nbsp; 335586 |
|  | Veritex Holdings, Inc. | 22994 | &nbsp;&nbsp; 729370 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Victory Capital <br> Holdings, Inc., <br> Class A<br>| 24756 | &nbsp;&nbsp; 1705936 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Virginia National <br> Bankshares Corp.<br>| 3246 | &nbsp;&nbsp; $119680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Virtu Financial, Inc., <br> Class A<br>| 48932 | &nbsp;&nbsp; 2159858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Virtus Investment <br> Partners, Inc.<br>| 6624 | &nbsp;&nbsp; 1280485 |
|  | Visa, Inc., Class A | 98369 | &nbsp;&nbsp; 33983538 |
|  | Voya Financial, Inc. | 76641 | &nbsp;&nbsp; 5364870 |
|  | W.R. Berkley Corp. | 34870 | &nbsp;&nbsp; 2399405 |
|  | WaFd, Inc. | 46855 | &nbsp;&nbsp; 1363715 |
|  | Walker & Dunlop, Inc. | 23151 | &nbsp;&nbsp; 1736557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Washington Trust <br> Bancorp, Inc.<br>| 11265 | &nbsp;&nbsp; 303479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Waterstone Financial, <br> Inc.<br>| 15709 | &nbsp;&nbsp; 209087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Webster Financial <br> Corp.<br>| 39223 | &nbsp;&nbsp; 2261206 |
|  | Wells Fargo & Co. | 209492 | &nbsp;&nbsp; 16891340 |
|  | WesBanco, Inc. | 71007 | &nbsp;&nbsp; 2139441 |
|  | West BanCorp, Inc. | 12250 | &nbsp;&nbsp; 220378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westamerica <br> BanCorp<br>| 24045 | &nbsp;&nbsp; 1151755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western Alliance <br> Bancorp<br>| 23787 | &nbsp;&nbsp; 1844920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western New England <br> Bancorp, Inc.<br>| 18176 | &nbsp;&nbsp; 193574 |
| # | Western Union Co. | 197529 | &nbsp;&nbsp; 1590108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westwood Holdings <br> Group, Inc.<br>| 10863 | &nbsp;&nbsp; 189885 |
| \* | WEX, Inc. | 8860 | &nbsp;&nbsp; 1503365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; White Mountains <br> Insurance Group <br> Ltd.<br>| 1002 | &nbsp;&nbsp; 1791376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Willis Towers Watson <br> PLC<br>| 17149 | &nbsp;&nbsp; 5415826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wintrust Financial <br> Corp.<br>| 20915 | &nbsp;&nbsp; 2676702 |
|  | WisdomTree, Inc. | 84447 | &nbsp;&nbsp; 1120612 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; World Acceptance <br> Corp.<br>| 4605 | &nbsp;&nbsp; 724459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WSFS Financial <br> Corp.<br>| 44868 | &nbsp;&nbsp; 2460561 |
|  | WVS Financial Corp. | 1537 | &nbsp;&nbsp; 18690 |
|  | Zions Bancorp NA | 55919 | &nbsp;&nbsp; 2998377 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | &nbsp;&nbsp; 919587530 |
| HEALTH CARE — (7.7%) | HEALTH CARE — (7.7%) | HEALTH CARE — (7.7%) | HEALTH CARE — (7.7%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; 10X Genomics, Inc., <br> Class A<br>| 1663 | &nbsp;&nbsp; 22367 |
| \* | 89bio, Inc. | 27608 | &nbsp;&nbsp; 262276 |
|  | Abbott Laboratories | 60206 | &nbsp;&nbsp; 7597395 |
|  | AbbVie, Inc. | 101695 | &nbsp;&nbsp; 19222389 |
| †† | Abiomed, Inc. | 2059 | &nbsp;&nbsp; 32141 |
| \* | AC Immune SA | 15821 | &nbsp;&nbsp; 34173 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Acadia Healthcare <br> Co., Inc.<br>| 43122 | &nbsp;&nbsp; 938766 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ACADIA <br> Pharmaceuticals, <br> Inc.<br>| 57537 | &nbsp;&nbsp; $1371107 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Acrivon Therapeutics, <br> Inc.<br>| 1743 | &nbsp;&nbsp; 2231 |
| \* | AdaptHealth Corp. | 51705 | &nbsp;&nbsp; 463794 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Addus HomeCare <br> Corp.<br>| 7524 | &nbsp;&nbsp; 803413 |
| \* | ADMA Biologics, Inc. | 64194 | &nbsp;&nbsp; 1200428 |
| #†† | Aduro Biotech, Inc. | 740 | &nbsp;&nbsp; 281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agilent Technologies, <br> Inc.<br>| 26626 | &nbsp;&nbsp; 3056931 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Agios <br> Pharmaceuticals, <br> Inc.<br>| 6233 | &nbsp;&nbsp; 231992 |
| †† | Albireo Pharma, Inc. | 7009 | &nbsp;&nbsp; 43105 |
| \* | Align Technology, Inc. | 7904 | &nbsp;&nbsp; 1019695 |
| \* | Alkermes PLC | 48887 | &nbsp;&nbsp; 1295017 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alnylam <br> Pharmaceuticals, <br> Inc.<br>| 735 | &nbsp;&nbsp; 288296 |
| \* | Amedisys, Inc. | 6940 | &nbsp;&nbsp; 684284 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Shared <br> Hospital Services<br>| 3867 | &nbsp;&nbsp; 9745 |
|  | Amgen, Inc. | 35026 | &nbsp;&nbsp; 10336173 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AMN Healthcare <br> Services, Inc.<br>| 22356 | &nbsp;&nbsp; 410009 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amneal <br> Pharmaceuticals, <br> Inc.<br>| 55141 | &nbsp;&nbsp; 431203 |
| \* | AngioDynamics, Inc. | 10926 | &nbsp;&nbsp; 96804 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ANI Pharmaceuticals, <br> Inc.<br>| 602 | &nbsp;&nbsp; 38137 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anika Therapeutics, <br> Inc.<br>| 11894 | &nbsp;&nbsp; 98185 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arcturus Therapeutics <br> Holdings, Inc.<br>| 15137 | &nbsp;&nbsp; 184823 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arcus Biosciences, <br> Inc.<br>| 22803 | &nbsp;&nbsp; 208191 |
| \* | Artivion, Inc. | 476 | &nbsp;&nbsp; 14713 |
| \* | Arvinas, Inc. | 10288 | &nbsp;&nbsp; 76543 |
| \* | Astrana Health, Inc. | 2286 | &nbsp;&nbsp; 54544 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atea Pharmaceuticals, <br> Inc.<br>| 5068 | &nbsp;&nbsp; 18448 |
| \* | AtriCure, Inc. | 982 | &nbsp;&nbsp; 34468 |
| \* | Avanos Medical, Inc. | 20471 | &nbsp;&nbsp; 228661 |
| \* | Avantor, Inc. | 108737 | &nbsp;&nbsp; 1461425 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Avidity Biosciences, <br> Inc.<br>| 2347 | &nbsp;&nbsp; 86158 |
| \* | Azenta, Inc. | 23169 | &nbsp;&nbsp; 757626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baxter International, <br> Inc.<br>| 87624 | &nbsp;&nbsp; 1906698 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Beam Therapeutics, <br> Inc.<br>| 21171 | &nbsp;&nbsp; 417280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Becton Dickinson & <br> Co.<br>| 29098 | &nbsp;&nbsp; 5186718 |
| \* | Biogen, Inc. | 10261 | &nbsp;&nbsp; 1313408 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | BioLife Solutions, Inc. | 2374 | &nbsp;&nbsp; $50471 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BioMarin <br> Pharmaceutical, <br> Inc.<br>| 24265 | &nbsp;&nbsp; 1403730 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bio-Rad Laboratories, <br> Inc., Class A<br>| 5035 | &nbsp;&nbsp; 1218218 |
| \* | Biote Corp., Class A | 4276 | &nbsp;&nbsp; 17403 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Boston Scientific <br> Corp.<br>| 10575 | &nbsp;&nbsp; 1109529 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BrightSpring Health <br> Services, Inc.<br>| 43243 | &nbsp;&nbsp; 892968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bristol-Myers Squibb <br> Co.<br>| 293601 | &nbsp;&nbsp; 12715859 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Brookdale Senior <br> Living, Inc.<br>| 150568 | &nbsp;&nbsp; 1166902 |
|  | Bruker Corp. | 22783 | &nbsp;&nbsp; 875551 |
|  | Cardinal Health, Inc. | 3668 | &nbsp;&nbsp; 569347 |
| \* | CareDx, Inc. | 1172 | &nbsp;&nbsp; 14398 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Castle Biosciences, <br> Inc.<br>| 12898 | &nbsp;&nbsp; 195405 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Catalyst <br> Pharmaceuticals, <br> Inc.<br>| 56673 | &nbsp;&nbsp; 1208835 |
|  | Cencora, Inc. | 26708 | &nbsp;&nbsp; 7640625 |
| \* | Centene Corp. | 42325 | &nbsp;&nbsp; 1103413 |
| \* | Certara, Inc. | 110724 | &nbsp;&nbsp; 1089524 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Charles River <br> Laboratories <br> International, Inc.<br>| 21999 | &nbsp;&nbsp; 3731910 |
|  | Chemed Corp. | 3968 | &nbsp;&nbsp; 1636006 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Chinook Therapeutics, <br> Inc.<br>| 45796 | &nbsp;&nbsp; 0 |
|  | Cigna Group | 12134 | &nbsp;&nbsp; 3244389 |
| \* | Codexis, Inc. | 3421 | &nbsp;&nbsp; 9168 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Collegium <br> Pharmaceutical, <br> Inc.<br>| 24143 | &nbsp;&nbsp; 720910 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Community Health <br> Systems, Inc.<br>| 8154 | &nbsp;&nbsp; 21200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concentra Group <br> Holdings Parent, <br> Inc.<br>| 62939 | &nbsp;&nbsp; 1256892 |
|  | CONMED Corp. | 15145 | &nbsp;&nbsp; 774667 |
| \* | Cooper Cos., Inc. | 38104 | &nbsp;&nbsp; 2693572 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Corcept Therapeutics, <br> Inc.<br>| 1070 | &nbsp;&nbsp; 71872 |
| \* | CorVel Corp. | 3811 | &nbsp;&nbsp; 337655 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; CRISPR Therapeutics <br> AG<br>| 42073 | &nbsp;&nbsp; 2367027 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cross Country <br> Healthcare, Inc.<br>| 19466 | &nbsp;&nbsp; 261818 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cullinan Therapeutics, <br> Inc.<br>| 16673 | &nbsp;&nbsp; 129549 |
|  | CVS Health Corp. | 82604 | &nbsp;&nbsp; 5129708 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cytek Biosciences, <br> Inc.<br>| 73418 | &nbsp;&nbsp; 264305 |
|  | Danaher Corp. | 400 | &nbsp;&nbsp; 78864 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | DaVita, Inc. | 4428 | &nbsp;&nbsp; $621558 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Day One <br> Biopharmaceuticals, <br> Inc.<br>| 22934 | &nbsp;&nbsp; 153887 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Definitive Healthcare <br> Corp.<br>| 35740 | &nbsp;&nbsp; 139386 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Denali Therapeutics, <br> Inc.<br>| 39639 | &nbsp;&nbsp; 548207 |
|  | Dentsply Sirona, Inc. | 50594 | &nbsp;&nbsp; 724000 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dynavax Technologies <br> Corp.<br>| 64735 | &nbsp;&nbsp; 710790 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Edwards Lifesciences <br> Corp.<br>| 57971 | &nbsp;&nbsp; 4597680 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Elanco Animal Health, <br> Inc.<br>| 194814 | &nbsp;&nbsp; 2665056 |
| \* | Electromed, Inc. | 2174 | &nbsp;&nbsp; 39589 |
|  | Elevance Health, Inc. | 10262 | &nbsp;&nbsp; 2904967 |
|  | Eli Lilly & Co. | 44255 | &nbsp;&nbsp; 32751798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Emergent <br> BioSolutions, Inc.<br>| 25554 | &nbsp;&nbsp; 150258 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enanta <br> Pharmaceuticals, <br> Inc.<br>| 1448 | &nbsp;&nbsp; 10976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Encompass Health <br> Corp.<br>| 24098 | &nbsp;&nbsp; 2653431 |
| \* | Enhabit, Inc. | 26573 | &nbsp;&nbsp; 178571 |
| \* | Enovis Corp. | 33267 | &nbsp;&nbsp; 891556 |
|  | Ensign Group, Inc. | 15475 | &nbsp;&nbsp; 2321250 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Envista Holdings <br> Corp.<br>| 57376 | &nbsp;&nbsp; 1083833 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Evolent Health, Inc., <br> Class A<br>| 35623 | &nbsp;&nbsp; 358011 |
| \* | Exelixis, Inc. | 77009 | &nbsp;&nbsp; 2789266 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fate Therapeutics, <br> Inc.<br>| 888 | &nbsp;&nbsp; 977 |
| \* | FONAR Corp. | 2752 | &nbsp;&nbsp; 42959 |
| \* | Fortrea Holdings, Inc. | 22412 | &nbsp;&nbsp; 128645 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fulcrum Therapeutics, <br> Inc.<br>| 40143 | &nbsp;&nbsp; 270162 |
| \* | Fulgent Genetics, Inc. | 18623 | &nbsp;&nbsp; 319943 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GE HealthCare <br> Technologies, Inc.<br>| 56925 | &nbsp;&nbsp; 4059891 |
|  | Gilead Sciences, Inc. | 120414 | &nbsp;&nbsp; 13521288 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Globus Medical, Inc., <br> Class A<br>| 17551 | &nbsp;&nbsp; 923709 |
| \* | Haemonetics Corp. | 22473 | &nbsp;&nbsp; 1663901 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Halozyme <br> Therapeutics, Inc.<br>| 35066 | &nbsp;&nbsp; 2102908 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Harmony Biosciences <br> Holdings, Inc.<br>| 24440 | &nbsp;&nbsp; 859799 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Harvard Bioscience, <br> Inc.<br>| 34163 | &nbsp;&nbsp; 15910 |
| \* | Health Catalyst, Inc. | 8246 | &nbsp;&nbsp; 30098 |
| \* | HealthEquity, Inc. | 1516 | &nbsp;&nbsp; 147052 |
|  | HealthStream, Inc. | 11265 | &nbsp;&nbsp; 294692 |
| \* | Henry Schein, Inc. | 27863 | &nbsp;&nbsp; 1884932 |
| \* | Hologic, Inc. | 41603 | &nbsp;&nbsp; 2779912 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | Humana, Inc. | 18963 | &nbsp;&nbsp; $4738285 |
| \* | ICON PLC | 17138 | &nbsp;&nbsp; 2899578 |
| \* | ICU Medical, Inc. | 6621 | &nbsp;&nbsp; 850203 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ideaya Biosciences, <br> Inc.<br>| 955 | &nbsp;&nbsp; 23254 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IDEXX Laboratories, <br> Inc.<br>| 1681 | &nbsp;&nbsp; 898175 |
| \* | ImmuCell Corp. | 2993 | &nbsp;&nbsp; 18676 |
| \* | Incyte Corp. | 17876 | &nbsp;&nbsp; 1338734 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; InfuSystem Holdings, <br> Inc.<br>| 10768 | &nbsp;&nbsp; 60301 |
| \* | Innoviva, Inc. | 63598 | &nbsp;&nbsp; 1155576 |
| #\* | Inogen, Inc. | 10041 | &nbsp;&nbsp; 63359 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Inovio <br> Pharmaceuticals, <br> Inc.<br>| 863 | &nbsp;&nbsp; 1225 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Integer Holdings <br> Corp.<br>| 11738 | &nbsp;&nbsp; 1273690 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Integra LifeSciences <br> Holdings Corp.<br>| 16836 | &nbsp;&nbsp; 221225 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Intellia Therapeutics, <br> Inc.<br>| 45251 | &nbsp;&nbsp; 526722 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Iovance <br> Biotherapeutics, <br> Inc.<br>| 21389 | &nbsp;&nbsp; 54970 |
| \* | IQVIA Holdings, Inc. | 32017 | &nbsp;&nbsp; 5950680 |
|  | iRadimed Corp. | 285 | &nbsp;&nbsp; 16627 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; iTeos Therapeutics, <br> Inc.<br>| 11469 | &nbsp;&nbsp; 116296 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jazz Pharmaceuticals <br> PLC<br>| 28666 | &nbsp;&nbsp; 3285984 |
|  | Johnson & Johnson | 207914 | &nbsp;&nbsp; 34251752 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kewaunee Scientific <br> Corp.<br>| 2037 | &nbsp;&nbsp; 112728 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Kinnate Biopharma, <br> Inc.<br>| 9473 | &nbsp;&nbsp; 663 |
| \* | Krystal Biotech, Inc. | 621 | &nbsp;&nbsp; 95553 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kymera Therapeutics, <br> Inc.<br>| 1424 | &nbsp;&nbsp; 62300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Labcorp Holdings, <br> Inc.<br>| 13055 | &nbsp;&nbsp; 3395344 |
| \* | Lantern Pharma, Inc. | 1402 | &nbsp;&nbsp; 6225 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lantheus Holdings, <br> Inc.<br>| 27723 | &nbsp;&nbsp; 1973600 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LENZ Therapeutics, <br> Inc.<br>| 626 | &nbsp;&nbsp; 18636 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LifeStance Health <br> Group, Inc.<br>| 95077 | &nbsp;&nbsp; 378406 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ligand <br> Pharmaceuticals, <br> Inc.<br>| 375 | &nbsp;&nbsp; 49343 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lisata Therapeutics, <br> Inc.<br>| 3732 | &nbsp;&nbsp; 9255 |
| \* | LivaNova PLC | 32159 | &nbsp;&nbsp; 1356788 |
| \* | MannKind Corp. | 2327 | &nbsp;&nbsp; 8796 |
| \* | Masimo Corp. | 380 | &nbsp;&nbsp; 58440 |
| \* | MaxCyte, Inc. | 11304 | &nbsp;&nbsp; 23286 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | McKesson Corp. | 488 | &nbsp;&nbsp; $338448 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Medpace Holdings, <br> Inc.<br>| 8014 | &nbsp;&nbsp; 3423581 |
|  | Medtronic PLC | 57439 | &nbsp;&nbsp; 5183295 |
|  | Merck & Co., Inc. | 151696 | &nbsp;&nbsp; 11850492 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Merrimack <br> Pharmaceuticals, <br> Inc.<br>| 9794 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mesa Laboratories, <br> Inc.<br>| 2200 | &nbsp;&nbsp; 168256 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mettler-Toledo <br> International, Inc.<br>| 236 | &nbsp;&nbsp; 291148 |
| \* | MiMedx Group, Inc. | 44871 | &nbsp;&nbsp; 322622 |
| #\* | Moderna, Inc. | 58328 | &nbsp;&nbsp; 1724176 |
| \* | ModivCare, Inc. | 2985 | &nbsp;&nbsp; 8627 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Molina Healthcare, <br> Inc.<br>| 10273 | &nbsp;&nbsp; 1621799 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Monte Rosa <br> Therapeutics, Inc.<br>| 5011 | &nbsp;&nbsp; 24804 |
| \* | Myriad Genetics, Inc. | 19154 | &nbsp;&nbsp; 73551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National HealthCare <br> Corp.<br>| 9338 | &nbsp;&nbsp; 896728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Research <br> Corp.<br>| 16415 | &nbsp;&nbsp; 205187 |
| \* | Neogen Corp. | 28105 | &nbsp;&nbsp; 130688 |
| #\* | NeoGenomics, Inc. | 80506 | &nbsp;&nbsp; 389649 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Neurocrine <br> Biosciences, Inc.<br>| 9440 | &nbsp;&nbsp; 1210491 |
| \* | Nuvation Bio, Inc. | 29013 | &nbsp;&nbsp; 68471 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Olema <br> Pharmaceuticals, <br> Inc.<br>| 639 | &nbsp;&nbsp; 3284 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OmniAb, Inc. <br> (2200963D US)<br>| 6492 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OmniAb, Inc. <br> (2200964D US)<br>| 6492 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OmniAb, Inc. (OABI <br> UQ)<br>| 33563 | &nbsp;&nbsp; 64105 |
| \* | Omnicell, Inc. | 16584 | &nbsp;&nbsp; 514270 |
| \* | OptimizeRx Corp. | 4243 | &nbsp;&nbsp; 53547 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Option Care Health, <br> Inc.<br>| 63292 | &nbsp;&nbsp; 1857620 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OraSure <br> Technologies, Inc.<br>| 13192 | &nbsp;&nbsp; 41951 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Organogenesis <br> Holdings, Inc.<br>| 35215 | &nbsp;&nbsp; 162693 |
|  | Organon & Co. | 109438 | &nbsp;&nbsp; 1061549 |
| \* | OrthoPediatrics Corp. | 8457 | &nbsp;&nbsp; 175229 |
| \* | Owens & Minor, Inc. | 31189 | &nbsp;&nbsp; 216140 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pacira BioSciences, <br> Inc.<br>| 14207 | &nbsp;&nbsp; 299626 |
| #\*†† | PDL BioPharma, Inc. | 418608 | &nbsp;&nbsp; 175815 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pediatrix Medical <br> Group, Inc.<br>| 43390 | &nbsp;&nbsp; 531527 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Performant <br> Healthcare, Inc.<br>| 1901 | &nbsp;&nbsp; 6749 |
|  | Perrigo Co. PLC | 80438 | &nbsp;&nbsp; 2145281 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| #\* | Personalis, Inc. | 32138 | &nbsp;&nbsp; $176116 |
|  | Pfizer, Inc. | 316824 | &nbsp;&nbsp; 7378831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phibro Animal Health <br> Corp., Class A<br>| 9829 | &nbsp;&nbsp; 260468 |
|  | Premier, Inc., Class A | 43429 | &nbsp;&nbsp; 932855 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Prestige Consumer <br> Healthcare, Inc.<br>| 17065 | &nbsp;&nbsp; 1261957 |
| \* | Pro-Dex, Inc. | 810 | &nbsp;&nbsp; 40541 |
| \* | Prothena Corp. PLC | 34776 | &nbsp;&nbsp; 238911 |
| \* | Quanterix Corp. | 4693 | &nbsp;&nbsp; 27876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quest Diagnostics, <br> Inc.<br>| 22010 | &nbsp;&nbsp; 3684694 |
| \* | QuidelOrtho Corp. | 21678 | &nbsp;&nbsp; 499028 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rafael Holdings, Inc., <br> Class B<br>| 20549 | &nbsp;&nbsp; 34728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Regeneron <br> Pharmaceuticals, <br> Inc.<br>| 377 | &nbsp;&nbsp; 205638 |
| \* | REGENXBIO, Inc. | 21536 | &nbsp;&nbsp; 183271 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Relay Therapeutics, <br> Inc.<br>| 9155 | &nbsp;&nbsp; 32226 |
| # | ResMed, Inc. | 16473 | &nbsp;&nbsp; 4479668 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Revolution Medicines, <br> Inc.<br>| 736 | &nbsp;&nbsp; 27431 |
|  | Revvity, Inc. | 22943 | &nbsp;&nbsp; 2016690 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rigel <br> Pharmaceuticals, <br> Inc.<br>| 1371 | &nbsp;&nbsp; 28873 |
| \* | Roivant Sciences Ltd. | 146355 | &nbsp;&nbsp; 1662593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Royalty Pharma PLC, <br> Class A<br>| 26746 | &nbsp;&nbsp; 984253 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sage Therapeutics, <br> Inc.<br>| 4149 | &nbsp;&nbsp; 36013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Select Medical <br> Holdings Corp.<br>| 75060 | &nbsp;&nbsp; 1110137 |
| \* | SI-BONE, Inc. | 922 | &nbsp;&nbsp; 15702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SIGA Technologies, <br> Inc.<br>| 53306 | &nbsp;&nbsp; 352353 |
|  | Simulations Plus, Inc. | 467 | &nbsp;&nbsp; 6080 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Solid Biosciences, <br> Inc.<br>| 1737 | &nbsp;&nbsp; 11881 |
| \* | Sotera Health Co. | 118004 | &nbsp;&nbsp; 1355866 |
|  | STERIS PLC | 13343 | &nbsp;&nbsp; 3022056 |
|  | Stryker Corp. | 220 | &nbsp;&nbsp; 86401 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Supernus <br> Pharmaceuticals, <br> Inc.<br>| 36060 | &nbsp;&nbsp; 1265706 |
| \* | Surgery Partners, Inc. | 41434 | &nbsp;&nbsp; 909476 |
| \* | Surmodics, Inc. | 2825 | &nbsp;&nbsp; 101418 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tactile Systems <br> Technology, Inc.<br>| 16513 | &nbsp;&nbsp; 164800 |
| \* | Teladoc Health, Inc. | 73036 | &nbsp;&nbsp; 526590 |
|  | Teleflex, Inc. | 9220 | &nbsp;&nbsp; 1101790 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tenet Healthcare <br> Corp.<br>| 20089 | &nbsp;&nbsp; 3239954 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Terns <br> Pharmaceuticals, <br> Inc.<br>| 752 | &nbsp;&nbsp; $4384 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Theravance <br> Biopharma, Inc.<br>| 841 | &nbsp;&nbsp; 9386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thermo Fisher <br> Scientific, Inc.<br>| 11459 | &nbsp;&nbsp; 5359145 |
| \* | TruBridge, Inc. | 7905 | &nbsp;&nbsp; 164582 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Twist Bioscience <br> Corp.<br>| 1343 | &nbsp;&nbsp; 45085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Physical <br> Therapy, Inc.<br>| 616 | &nbsp;&nbsp; 45060 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; UFP Technologies, <br> Inc.<br>| 2999 | &nbsp;&nbsp; 678944 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Therapeutics <br> Corp.<br>| 13376 | &nbsp;&nbsp; 3674387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UnitedHealth Group, <br> Inc.<br>| 36742 | &nbsp;&nbsp; 9169334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Health <br> Services, Inc., <br> Class B<br>| 17592 | &nbsp;&nbsp; 2928188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Utah Medical <br> Products, Inc.<br>| 2964 | &nbsp;&nbsp; 164798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vanda <br> Pharmaceuticals, <br> Inc.<br>| 29767 | &nbsp;&nbsp; 126807 |
| \* | Varex Imaging Corp. | 22895 | &nbsp;&nbsp; 166676 |
| \* | Veracyte, Inc. | 33691 | &nbsp;&nbsp; 792075 |
|  | Viatris, Inc. | 258485 | &nbsp;&nbsp; 2259159 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vir Biotechnology, <br> Inc.<br>| 8153 | &nbsp;&nbsp; 41336 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Voyager Therapeutics, <br> Inc.<br>| 19187 | &nbsp;&nbsp; 61207 |
| \* | Waters Corp. | 10122 | &nbsp;&nbsp; 2922829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; West Pharmaceutical <br> Services, Inc.<br>| 6390 | &nbsp;&nbsp; 1528871 |
| \* | XBiotech, Inc. | 1910 | &nbsp;&nbsp; 5539 |
| \* | Xencor, Inc. | 4196 | &nbsp;&nbsp; 34911 |
| \* | XOMA Royalty Corp. | 579 | &nbsp;&nbsp; 14406 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zentalis <br> Pharmaceuticals, <br> Inc.<br>| 6821 | &nbsp;&nbsp; 9413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zimmer Biomet <br> Holdings, Inc.<br>| 29265 | &nbsp;&nbsp; 2682137 |
| \* | Zimvie, Inc. | 8336 | &nbsp;&nbsp; 156633 |
|  | Zoetis, Inc. | 37192 | &nbsp;&nbsp; 5422222 |
| \* | Zymeworks, Inc. | 13536 | &nbsp;&nbsp; 170012 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | &nbsp;&nbsp; 377919050 |
| INDUSTRIALS — (14.2%) | INDUSTRIALS — (14.2%) | INDUSTRIALS — (14.2%) | INDUSTRIALS — (14.2%) |
| #\* | 3D Systems Corp. | 57322 | &nbsp;&nbsp; 93435 |
|  | 3M Co. | 44651 | &nbsp;&nbsp; 6662822 |
|  | A.O. Smith Corp. | 32801 | &nbsp;&nbsp; 2321983 |
| # | AAON, Inc. | 8946 | &nbsp;&nbsp; 746991 |
| \* | AAR Corp. | 27275 | &nbsp;&nbsp; 2037715 |
|  | ABM Industries, Inc. | 50796 | &nbsp;&nbsp; 2343219 |
|  | ACCO Brands Corp. | 55779 | &nbsp;&nbsp; 209171 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Acme United Corp. | 1921 | &nbsp;&nbsp; $77186 |
|  | Acuity, Inc. | 8677 | &nbsp;&nbsp; 2701584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Drainage <br> Systems, Inc.<br>| 19953 | &nbsp;&nbsp; 2289607 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aebi Schmidt Holding <br> AG<br>| 25693 | &nbsp;&nbsp; 264638 |
|  | AECOM | 22405 | &nbsp;&nbsp; 2525940 |
| \* | AerSale Corp. | 5481 | &nbsp;&nbsp; 33105 |
|  | AGCO Corp. | 33876 | &nbsp;&nbsp; 3996352 |
| \* | Air Industries Group | 317 | &nbsp;&nbsp; 1097 |
|  | Air Lease Corp. | 73844 | &nbsp;&nbsp; 4090958 |
|  | Alamo Group, Inc. | 8237 | &nbsp;&nbsp; 1833391 |
| \* | Alaska Air Group, Inc. | 55134 | &nbsp;&nbsp; 2919897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Albany International <br> Corp., Class A<br>| 20574 | &nbsp;&nbsp; 1114905 |
|  | Alight, Inc., Class A | 127971 | &nbsp;&nbsp; 685925 |
| \* | Allegiant Travel Co. | 12056 | &nbsp;&nbsp; 622572 |
|  | Allegion PLC | 16325 | &nbsp;&nbsp; 2708644 |
|  | Allient, Inc. | 11706 | &nbsp;&nbsp; 471869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Allison Transmission <br> Holdings, Inc.<br>| 26602 | &nbsp;&nbsp; 2396042 |
| \* | Alpha Pro Tech Ltd. | 2600 | &nbsp;&nbsp; 12636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alta Equipment <br> Group, Inc.<br>| 5164 | &nbsp;&nbsp; 40073 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amentum Holdings, <br> Inc.<br>| 6808 | &nbsp;&nbsp; 169996 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ameresco, Inc., <br> Class A<br>| 20207 | &nbsp;&nbsp; 341902 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Airlines <br> Group, Inc.<br>| 29844 | &nbsp;&nbsp; 342908 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Woodmark <br> Corp.<br>| 14208 | &nbsp;&nbsp; 747483 |
|  | AMETEK, Inc. | 21222 | &nbsp;&nbsp; 3922887 |
| \* | API Group Corp. | 42325 | &nbsp;&nbsp; 1526663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apogee Enterprises, <br> Inc.<br>| 18738 | &nbsp;&nbsp; 786809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Applied Industrial <br> Technologies, Inc.<br>| 8265 | &nbsp;&nbsp; 2243947 |
|  | ArcBest Corp. | 15609 | &nbsp;&nbsp; 1141486 |
|  | Arcosa, Inc. | 24073 | &nbsp;&nbsp; 2067389 |
|  | Argan, Inc. | 906 | &nbsp;&nbsp; 221952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Armstrong World <br> Industries, Inc.<br>| 15967 | &nbsp;&nbsp; 3004510 |
|  | Astec Industries, Inc. | 11264 | &nbsp;&nbsp; 446730 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Astronics Corp. <br> (ATRO US)<br>| 833 | &nbsp;&nbsp; 30088 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Astronics Corp. <br> (ATROB US), <br> Class B<br>| 13063 | &nbsp;&nbsp; 472227 |
| \* | Asure Software, Inc. | 13809 | &nbsp;&nbsp; 133947 |
| \* | ATI, Inc. | 39295 | &nbsp;&nbsp; 3023357 |
|  | Atkore, Inc. | 25109 | &nbsp;&nbsp; 1933895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atmus Filtration <br> Technologies, Inc.<br>| 18653 | &nbsp;&nbsp; 725788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Automatic Data <br> Processing, Inc.<br>| 37465 | &nbsp;&nbsp; 11595417 |
|  | AZZ, Inc. | 19652 | &nbsp;&nbsp; 2151894 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barrett Business <br> Services, Inc.<br>| 16773 | &nbsp;&nbsp; $771055 |
| #\* | Blue Bird Corp. | 17257 | &nbsp;&nbsp; 772941 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BlueLinx Holdings, <br> Inc.<br>| 4685 | &nbsp;&nbsp; 343270 |
| \* | Boeing Co. | 2183 | &nbsp;&nbsp; 484277 |
|  | Boise Cascade Co. | 24939 | &nbsp;&nbsp; 2090138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Booz Allen Hamilton <br> Holding Corp.<br>| 27391 | &nbsp;&nbsp; 2939876 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bowman Consulting <br> Group Ltd.<br>| 1736 | &nbsp;&nbsp; 60204 |
|  | Brady Corp., Class A | 25407 | &nbsp;&nbsp; 1792972 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BrightView Holdings, <br> Inc.<br>| 40628 | &nbsp;&nbsp; 648017 |
|  | Brink's Co. | 18815 | &nbsp;&nbsp; 1643302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Broadridge Financial <br> Solutions, Inc.<br>| 13941 | &nbsp;&nbsp; 3450537 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Builders FirstSource, <br> Inc.<br>| 23902 | &nbsp;&nbsp; 3038661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BWX Technologies, <br> Inc.<br>| 16491 | &nbsp;&nbsp; 2505478 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CACI International, <br> Inc., Class A<br>| 5365 | &nbsp;&nbsp; 2470958 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cadeler AS (CDLR <br> US), ADR<br>| 6078 | &nbsp;&nbsp; 127395 |
|  | Cadre Holdings, Inc. | 9433 | &nbsp;&nbsp; 311949 |
|  | Carlisle Cos., Inc. | 9805 | &nbsp;&nbsp; 3477932 |
|  | Carrier Global Corp. | 42014 | &nbsp;&nbsp; 2883001 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Casella Waste <br> Systems, Inc., <br> Class A<br>| 1050 | &nbsp;&nbsp; 114167 |
|  | Caterpillar, Inc. | 35601 | &nbsp;&nbsp; 15593950 |
| \* | CBIZ, Inc. | 1436 | &nbsp;&nbsp; 87768 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CECO Environmental <br> Corp.<br>| 500 | &nbsp;&nbsp; 22475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CH Robinson <br> Worldwide, Inc.<br>| 19990 | &nbsp;&nbsp; 2305247 |
| \* | Chart Industries, Inc. | 19392 | &nbsp;&nbsp; 3855711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chicago Rivet & <br> Machine Co.<br>| 855 | &nbsp;&nbsp; 10850 |
| \* | Cimpress PLC | 6783 | &nbsp;&nbsp; 375168 |
|  | Cintas Corp. | 17224 | &nbsp;&nbsp; 3833201 |
|  | Civeo Corp. | 2250 | &nbsp;&nbsp; 56228 |
| \* | Clarivate PLC | 255672 | &nbsp;&nbsp; 984337 |
| \* | Clean Harbors, Inc. | 11588 | &nbsp;&nbsp; 2732566 |
|  | CNH Industrial NV | 381191 | &nbsp;&nbsp; 4940235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Columbus McKinnon <br> Corp.<br>| 23209 | &nbsp;&nbsp; 340012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Comfort Systems <br> USA, Inc.<br>| 3497 | &nbsp;&nbsp; 2459440 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Vehicle <br> Group, Inc.<br>| 30006 | &nbsp;&nbsp; 50710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CompX International, <br> Inc.<br>| 3722 | &nbsp;&nbsp; 86723 |
|  | Concentrix Corp. | 40401 | &nbsp;&nbsp; 2099640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concrete Pumping <br> Holdings, Inc.<br>| 22380 | &nbsp;&nbsp; 152855 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Conduent, Inc. | 121122 | &nbsp;&nbsp; $322185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Copa Holdings SA, <br> Class A<br>| 15148 | &nbsp;&nbsp; 1676278 |
| \* | Copart, Inc. | 47417 | &nbsp;&nbsp; 2149413 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Core & Main, Inc., <br> Class A<br>| 31999 | &nbsp;&nbsp; 2036416 |
| #†† | &nbsp;&nbsp;&nbsp;&nbsp; Costa <br> Communications, <br> Inc.<br>| 2485 | &nbsp;&nbsp; 298 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Costamare Bulkers <br> Holdings Ltd.<br>| 18748 | &nbsp;&nbsp; 168732 |
|  | Costamare, Inc. | 93741 | &nbsp;&nbsp; 945847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Covenant Logistics <br> Group, Inc.<br>| 14890 | &nbsp;&nbsp; 359593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CRA International, <br> Inc.<br>| 4087 | &nbsp;&nbsp; 722009 |
|  | Crane Co. | 3007 | &nbsp;&nbsp; 588680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSG Systems <br> International, Inc.<br>| 15981 | &nbsp;&nbsp; 998173 |
|  | CSW Industrials, Inc. | 1266 | &nbsp;&nbsp; 328502 |
|  | CSX Corp. | 385729 | &nbsp;&nbsp; 13708809 |
|  | Cummins, Inc. | 17616 | &nbsp;&nbsp; 6475994 |
|  | Curtiss-Wright Corp. | 320 | &nbsp;&nbsp; 156870 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Custom Truck One <br> Source, Inc.<br>| 17338 | &nbsp;&nbsp; 107322 |
|  | Deere & Co. | 12809 | &nbsp;&nbsp; 6716655 |
|  | Delta Air Lines, Inc. | 199116 | &nbsp;&nbsp; 10594962 |
|  | Deluxe Corp. | 33492 | &nbsp;&nbsp; 539221 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Distribution Solutions <br> Group, Inc.<br>| 18675 | &nbsp;&nbsp; 559690 |
| \* | DLH Holdings Corp. | 4597 | &nbsp;&nbsp; 25789 |
| \* | DNOW, Inc. | 59597 | &nbsp;&nbsp; 927329 |
|  | Donaldson Co., Inc. | 31586 | &nbsp;&nbsp; 2273244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Douglas Dynamics, <br> Inc.<br>| 22967 | &nbsp;&nbsp; 656856 |
|  | Dover Corp. | 12602 | &nbsp;&nbsp; 2282726 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Driven Brands <br> Holdings, Inc.<br>| 8948 | &nbsp;&nbsp; 151221 |
| \* | Ducommun, Inc. | 11183 | &nbsp;&nbsp; 1017429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dun & Bradstreet <br> Holdings, Inc.<br>| 222852 | &nbsp;&nbsp; 2027953 |
| \* | DXP Enterprises, Inc. | 10411 | &nbsp;&nbsp; 1179150 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dycom Industries, <br> Inc.<br>| 11826 | &nbsp;&nbsp; 3178947 |
|  | Eastern Co. | 5309 | &nbsp;&nbsp; 122372 |
|  | Eaton Corp. PLC | 1499 | &nbsp;&nbsp; 576695 |
|  | EMCOR Group, Inc. | 7829 | &nbsp;&nbsp; 4912619 |
|  | Emerson Electric Co. | 18274 | &nbsp;&nbsp; 2659050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enerpac Tool Group <br> Corp.<br>| 25442 | &nbsp;&nbsp; 979771 |
|  | EnerSys | 26862 | &nbsp;&nbsp; 2481243 |
|  | Ennis, Inc. | 25451 | &nbsp;&nbsp; 453028 |
|  | Enpro, Inc. | 3048 | &nbsp;&nbsp; 647426 |
| \* | Enviri Corp. | 54841 | &nbsp;&nbsp; 493569 |
|  | Equifax, Inc. | 11542 | &nbsp;&nbsp; 2772735 |
|  | Esab Corp. | 28979 | &nbsp;&nbsp; 3888112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ESCO Technologies, <br> Inc.<br>| 457 | &nbsp;&nbsp; 88521 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Espey Mfg. & <br> Electronics Corp.<br>| 2258 | &nbsp;&nbsp; $99352 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Everus Construction <br> Group, Inc.<br>| 28967 | &nbsp;&nbsp; 2151089 |
|  | EVI Industries, Inc. | 3830 | &nbsp;&nbsp; 85371 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ExlService Holdings, <br> Inc.<br>| 8712 | &nbsp;&nbsp; 378362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Expeditors <br> International of <br> Washington, Inc.<br>| 30376 | &nbsp;&nbsp; 3530906 |
|  | Exponent, Inc. | 7697 | &nbsp;&nbsp; 530785 |
|  | Fastenal Co. | 119082 | &nbsp;&nbsp; 5493253 |
|  | Federal Signal Corp. | 21098 | &nbsp;&nbsp; 2670374 |
|  | FedEx Corp. | 43538 | &nbsp;&nbsp; 9730308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ferguson Enterprises, <br> Inc.<br>| 40233 | &nbsp;&nbsp; 8985236 |
| \* | First Advantage Corp. | 24310 | &nbsp;&nbsp; 420320 |
|  | Flowserve Corp. | 52018 | &nbsp;&nbsp; 2915089 |
| \* | Fluence Energy, Inc. | 9772 | &nbsp;&nbsp; 79349 |
| \* | Fluor Corp. | 50083 | &nbsp;&nbsp; 2843212 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forrester Research, <br> Inc.<br>| 4217 | &nbsp;&nbsp; 41074 |
|  | Fortive Corp. | 31231 | &nbsp;&nbsp; 1496902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fortune Brands <br> Innovations, Inc.<br>| 25464 | &nbsp;&nbsp; 1388807 |
| \* | Franklin Covey Co. | 9180 | &nbsp;&nbsp; 180938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Electric Co., <br> Inc.<br>| 17503 | &nbsp;&nbsp; 1644407 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Frontier Group <br> Holdings, Inc.<br>| 7784 | &nbsp;&nbsp; 34094 |
|  | FTAI Aviation Ltd. | 20373 | &nbsp;&nbsp; 2803529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FTAI Infrastructure, <br> Inc.<br>| 10630 | &nbsp;&nbsp; 66650 |
| \* | FTI Consulting, Inc. | 12421 | &nbsp;&nbsp; 2066233 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gates Industrial Corp. <br> PLC<br>| 98140 | &nbsp;&nbsp; 2433872 |
|  | GATX Corp. | 20640 | &nbsp;&nbsp; 3151522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genco Shipping & <br> Trading Ltd.<br>| 25725 | &nbsp;&nbsp; 409799 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gencor Industries, <br> Inc.<br>| 8113 | &nbsp;&nbsp; 118288 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Generac Holdings, <br> Inc.<br>| 17620 | &nbsp;&nbsp; 3430438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; General Dynamics <br> Corp.<br>| 10050 | &nbsp;&nbsp; 3131680 |
|  | Genpact Ltd. | 53084 | &nbsp;&nbsp; 2338350 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gibraltar Industries, <br> Inc.<br>| 17221 | &nbsp;&nbsp; 1137103 |
|  | Global Industrial Co. | 30154 | &nbsp;&nbsp; 1027045 |
| \* | GMS, Inc. | 36715 | &nbsp;&nbsp; 4025433 |
|  | Gorman-Rupp Co. | 18860 | &nbsp;&nbsp; 776278 |
|  | Graco, Inc. | 28538 | &nbsp;&nbsp; 2396621 |
| \* | Graham Corp. | 289 | &nbsp;&nbsp; 16516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Granite Construction, <br> Inc.<br>| 22703 | &nbsp;&nbsp; 2144752 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Great Lakes Dredge & <br> Dock Corp.<br>| 66820 | &nbsp;&nbsp; 740366 |
|  | Greenbrier Cos., Inc. | 21385 | &nbsp;&nbsp; 973017 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Griffon Corp. | 28647 | &nbsp;&nbsp; $2328142 |
| \* | GXO Logistics, Inc. | 42980 | &nbsp;&nbsp; 2136536 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hayward Holdings, <br> Inc.<br>| 106723 | &nbsp;&nbsp; 1641400 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Healthcare Services <br> Group, Inc.<br>| 29880 | &nbsp;&nbsp; 388739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heartland Express, <br> Inc.<br>| 40260 | &nbsp;&nbsp; 314833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heidrick & Struggles <br> International, Inc.<br>| 16511 | &nbsp;&nbsp; 735235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Helios Technologies, <br> Inc.<br>| 19343 | &nbsp;&nbsp; 709695 |
|  | Herc Holdings, Inc. | 24038 | &nbsp;&nbsp; 2807879 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Hertz Global Holdings, <br> Inc.<br>| 25476 | &nbsp;&nbsp; 163301 |
|  | Hexcel Corp. | 11087 | &nbsp;&nbsp; 664222 |
|  | Hillenbrand, Inc. | 40968 | &nbsp;&nbsp; 848447 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hillman Solutions <br> Corp.<br>| 15462 | &nbsp;&nbsp; 121995 |
|  | HNI Corp. | 34375 | &nbsp;&nbsp; 1768250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Honeywell <br> International, Inc.<br>| 37114 | &nbsp;&nbsp; 8252298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Howmet Aerospace, <br> Inc.<br>| 4937 | &nbsp;&nbsp; 887524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hub Group, Inc., <br> Class A<br>| 41333 | &nbsp;&nbsp; 1447482 |
|  | Hubbell, Inc. | 9113 | &nbsp;&nbsp; 3986755 |
| \* | Hudson Global, Inc. | 4041 | &nbsp;&nbsp; 36167 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hudson Technologies, <br> Inc.<br>| 29676 | &nbsp;&nbsp; 278658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huntington Ingalls <br> Industries, Inc.<br>| 10536 | &nbsp;&nbsp; 2938069 |
| \* | Hurco Cos., Inc. | 3620 | &nbsp;&nbsp; 69576 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Huron Consulting <br> Group, Inc.<br>| 14619 | &nbsp;&nbsp; 1930878 |
|  | Hyster-Yale, Inc. | 10636 | &nbsp;&nbsp; 446818 |
| \* | IBEX Holdings Ltd. | 3250 | &nbsp;&nbsp; 96103 |
|  | IDEX Corp. | 6614 | &nbsp;&nbsp; 1081455 |
| \* | IES Holdings, Inc. | 9281 | &nbsp;&nbsp; 3276843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Illinois Tool Works, <br> Inc.<br>| 24770 | &nbsp;&nbsp; 6340377 |
|  | Ingersoll Rand, Inc. | 296 | &nbsp;&nbsp; 25050 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Innovative Solutions & <br> Support, Inc.<br>| 14202 | &nbsp;&nbsp; 220699 |
|  | Insperity, Inc. | 12670 | &nbsp;&nbsp; 754879 |
|  | Insteel Industries, Inc. | 15736 | &nbsp;&nbsp; 568070 |
|  | Interface, Inc. | 39930 | &nbsp;&nbsp; 823357 |
|  | ITT, Inc. | 15319 | &nbsp;&nbsp; 2603617 |
|  | Jacobs Solutions, Inc. | 20510 | &nbsp;&nbsp; 2909754 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Janus International <br> Group, Inc.<br>| 17863 | &nbsp;&nbsp; 153086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JB Hunt Transport <br> Services, Inc.<br>| 18556 | &nbsp;&nbsp; 2672992 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; JELD-WEN Holding, <br> Inc.<br>| 41765 | &nbsp;&nbsp; 187942 |
| #\* | JetBlue Airways Corp. | 204532 | &nbsp;&nbsp; 908122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Controls <br> International PLC<br>| 6290 | &nbsp;&nbsp; 660450 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Kadant, Inc. | 5840 | &nbsp;&nbsp; $1943377 |
|  | Karat Packaging, Inc. | 5494 | &nbsp;&nbsp; 149602 |
|  | KBR, Inc. | 51889 | &nbsp;&nbsp; 2425292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kelly Services, Inc., <br> Class A<br>| 30363 | &nbsp;&nbsp; 371947 |
|  | Kennametal, Inc. | 56394 | &nbsp;&nbsp; 1396315 |
|  | Kforce, Inc. | 16899 | &nbsp;&nbsp; 588930 |
| \* | Kirby Corp. | 27737 | &nbsp;&nbsp; 2643613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Knight-Swift <br> Transportation <br> Holdings, Inc.<br>| 55340 | &nbsp;&nbsp; 2351950 |
|  | Korn Ferry | 35185 | &nbsp;&nbsp; 2493561 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kratos Defense & <br> Security Solutions, <br> Inc.<br>| 2714 | &nbsp;&nbsp; 159312 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; L.B. Foster Co., <br> Class A<br>| 4677 | &nbsp;&nbsp; 109910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; L3Harris <br> Technologies, Inc.<br>| 16820 | &nbsp;&nbsp; 4622472 |
|  | Landstar System, Inc. | 10347 | &nbsp;&nbsp; 1379979 |
| \* | Legalzoom.com, Inc. | 39859 | &nbsp;&nbsp; 358332 |
|  | Leidos Holdings, Inc. | 24421 | &nbsp;&nbsp; 3898813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lennox International, <br> Inc.<br>| 4619 | &nbsp;&nbsp; 2812971 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Limbach Holdings, <br> Inc.<br>| 310 | &nbsp;&nbsp; 42470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lincoln Electric <br> Holdings, Inc.<br>| 9790 | &nbsp;&nbsp; 2383865 |
|  | Lindsay Corp. | 5640 | &nbsp;&nbsp; 769916 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liquidity Services, <br> Inc.<br>| 21955 | &nbsp;&nbsp; 524285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lockheed Martin <br> Corp.<br>| 17533 | &nbsp;&nbsp; 7381042 |
|  | LSI Industries, Inc. | 22255 | &nbsp;&nbsp; 407266 |
|  | Luxfer Holdings PLC | 18526 | &nbsp;&nbsp; 222683 |
| \* | Manitowoc Co., Inc. | 20697 | &nbsp;&nbsp; 263887 |
|  | ManpowerGroup, Inc. | 28090 | &nbsp;&nbsp; 1158712 |
|  | Marten Transport Ltd. | 80831 | &nbsp;&nbsp; 982905 |
| \* | MasTec, Inc. | 15358 | &nbsp;&nbsp; 2905887 |
| \* | Mastech Digital, Inc. | 1982 | &nbsp;&nbsp; 14310 |
| \* | Masterbrand, Inc. | 58501 | &nbsp;&nbsp; 645266 |
| \* | Matrix Service Co. | 23483 | &nbsp;&nbsp; 358820 |
|  | Matson, Inc. | 20896 | &nbsp;&nbsp; 2231275 |
|  | Maximus, Inc. | 25839 | &nbsp;&nbsp; 1908469 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mayville Engineering <br> Co., Inc.<br>| 7256 | &nbsp;&nbsp; 121683 |
|  | McGrath RentCorp | 2847 | &nbsp;&nbsp; 355277 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mercury Systems, <br> Inc.<br>| 30699 | &nbsp;&nbsp; 1614460 |
| \* | Middleby Corp. | 19480 | &nbsp;&nbsp; 2828496 |
|  | Miller Industries, Inc. | 10059 | &nbsp;&nbsp; 409904 |
|  | MillerKnoll, Inc. | 34312 | &nbsp;&nbsp; 651242 |
| \* | Mistras Group, Inc. | 23374 | &nbsp;&nbsp; 185590 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Montrose <br> Environmental <br> Group, Inc.<br>| 9000 | &nbsp;&nbsp; 204210 |
|  | Moog, Inc., Class A | 10854 | &nbsp;&nbsp; 2101117 |
| \* | MRC Global, Inc. | 64037 | &nbsp;&nbsp; 940063 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | MSA Safety, Inc. | 8487 | &nbsp;&nbsp; $1509583 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; MSC Industrial Direct <br> Co., Inc., Class A<br>| 21386 | &nbsp;&nbsp; 1852455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mueller Industries, <br> Inc.<br>| 33036 | &nbsp;&nbsp; 2820283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mueller Water <br> Products, Inc., <br> Class A<br>| 74803 | &nbsp;&nbsp; 1852122 |
| \* | MYR Group, Inc. | 2224 | &nbsp;&nbsp; 430344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Presto <br> Industries, Inc.<br>| 4174 | &nbsp;&nbsp; 402582 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NEXTracker, Inc., <br> Class A<br>| 26197 | &nbsp;&nbsp; 1526237 |
|  | NL Industries, Inc. | 17836 | &nbsp;&nbsp; 110048 |
| \* | NN, Inc. | 14160 | &nbsp;&nbsp; 27612 |
|  | Nordson Corp. | 4924 | &nbsp;&nbsp; 1054770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Norfolk Southern <br> Corp.<br>| 34915 | &nbsp;&nbsp; 9706370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northrop Grumman <br> Corp.<br>| 5964 | &nbsp;&nbsp; 3438902 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NPK International, <br> Inc.<br>| 88701 | &nbsp;&nbsp; 800083 |
| \* | NV5 Global, Inc. | 38160 | &nbsp;&nbsp; 856692 |
|  | nVent Electric PLC | 2416 | &nbsp;&nbsp; 189463 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NWPX Infrastructure, <br> Inc.<br>| 7519 | &nbsp;&nbsp; 314144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Dominion Freight <br> Line, Inc.<br>| 23298 | &nbsp;&nbsp; 3477226 |
|  | Omega Flex, Inc. | 5545 | &nbsp;&nbsp; 176885 |
| \* | OPENLANE, Inc. | 73158 | &nbsp;&nbsp; 1802613 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orion Group Holdings, <br> Inc.<br>| 10969 | &nbsp;&nbsp; 81280 |
|  | Oshkosh Corp. | 29237 | &nbsp;&nbsp; 3699358 |
|  | Otis Worldwide Corp. | 4623 | &nbsp;&nbsp; 396145 |
|  | Owens Corning | 23913 | &nbsp;&nbsp; 3334190 |
|  | PACCAR, Inc. | 65685 | &nbsp;&nbsp; 6487051 |
| \* | PAMT Corp. | 20288 | &nbsp;&nbsp; 229863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pangaea Logistics <br> Solutions Ltd.<br>| 36161 | &nbsp;&nbsp; 176104 |
|  | Park Aerospace Corp. | 8413 | &nbsp;&nbsp; 151602 |
|  | Parker-Hannifin Corp. | 2144 | &nbsp;&nbsp; 1569194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Park-Ohio Holdings <br> Corp.<br>| 13746 | &nbsp;&nbsp; 225434 |
| \* | Parsons Corp. | 385 | &nbsp;&nbsp; 28567 |
|  | Paychex, Inc. | 39488 | &nbsp;&nbsp; 5699303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paycom Software, <br> Inc.<br>| 6260 | &nbsp;&nbsp; 1449440 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Paylocity Holding <br> Corp.<br>| 812 | &nbsp;&nbsp; 150123 |
|  | Pentair PLC | 44556 | &nbsp;&nbsp; 4553623 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perma-Fix <br> Environmental <br> Services, Inc.<br>| 215 | &nbsp;&nbsp; 2477 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perma-Pipe <br> International <br> Holdings, Inc.<br>| 5730 | &nbsp;&nbsp; 126977 |
| \* | Planet Labs PBC | 64541 | &nbsp;&nbsp; 403381 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| # | Powell Industries, Inc. | 8218 | &nbsp;&nbsp; $1948488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Preformed Line <br> Products Co.<br>| 3672 | &nbsp;&nbsp; 566700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Primoris Services <br> Corp.<br>| 35682 | &nbsp;&nbsp; 3360174 |
| \* | Proto Labs, Inc. | 13290 | &nbsp;&nbsp; 573065 |
|  | Quad/Graphics, Inc. | 36794 | &nbsp;&nbsp; 196112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quanex Building <br> Products Corp.<br>| 11883 | &nbsp;&nbsp; 231481 |
|  | Quanta Services, Inc. | 7632 | &nbsp;&nbsp; 3099584 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Quest Resource <br> Holding Corp.<br>| 10130 | &nbsp;&nbsp; 20361 |
| \* | Radiant Logistics, Inc. | 39808 | &nbsp;&nbsp; 235265 |
| \* | RBC Bearings, Inc. | 65 | &nbsp;&nbsp; 25177 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RCM Technologies, <br> Inc.<br>| 3727 | &nbsp;&nbsp; 89858 |
|  | Regal Rexnord Corp. | 17859 | &nbsp;&nbsp; 2730284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Republic Services, <br> Inc.<br>| 9416 | &nbsp;&nbsp; 2171800 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Resideo Technologies, <br> Inc.<br>| 111463 | &nbsp;&nbsp; 3042940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Resources <br> Connection, Inc.<br>| 17688 | &nbsp;&nbsp; 89501 |
|  | REV Group, Inc. | 20989 | &nbsp;&nbsp; 1040005 |
|  | Robert Half, Inc. | 28346 | &nbsp;&nbsp; 1046251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rockwell Automation, <br> Inc.<br>| 13003 | &nbsp;&nbsp; 4573285 |
|  | Rollins, Inc. | 49692 | &nbsp;&nbsp; 2845861 |
|  | RTX Corp. | 69599 | &nbsp;&nbsp; 10966714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rush Enterprises, Inc. <br> (RUSHA US), <br> Class A<br>| 37535 | &nbsp;&nbsp; 2032145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rush Enterprises, Inc. <br> (RUSHB US), <br> Class B<br>| 9563 | &nbsp;&nbsp; 519367 |
| \* | RXO, Inc. | 4900 | &nbsp;&nbsp; 75705 |
|  | Ryder System, Inc. | 20564 | &nbsp;&nbsp; 3654428 |
| \* | Saia, Inc. | 3376 | &nbsp;&nbsp; 1020362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schneider National, <br> Inc., Class B<br>| 60940 | &nbsp;&nbsp; 1489983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Science Applications <br> International Corp.<br>| 22224 | &nbsp;&nbsp; 2477532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sensata Technologies <br> Holding PLC<br>| 52970 | &nbsp;&nbsp; 1629357 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SIFCO Industries, <br> Inc.<br>| 4888 | &nbsp;&nbsp; 23756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Simpson <br> Manufacturing Co., <br> Inc.<br>| 14474 | &nbsp;&nbsp; 2597070 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SiteOne Landscape <br> Supply, Inc.<br>| 890 | &nbsp;&nbsp; 122669 |
| \* | SkyWest, Inc. | 22136 | &nbsp;&nbsp; 2566891 |
|  | Snap-on, Inc. | 7030 | &nbsp;&nbsp; 2257966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southwest Airlines <br> Co.<br>| 169811 | &nbsp;&nbsp; 5252254 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SPX Technologies, <br> Inc.<br>| 16163 | &nbsp;&nbsp; 2947970 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SS&C Technologies <br> Holdings, Inc.<br>| 71637 | &nbsp;&nbsp; $6123531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standex International <br> Corp.<br>| 258 | &nbsp;&nbsp; 42503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stanley Black & <br> Decker, Inc.<br>| 31278 | &nbsp;&nbsp; 2115957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Steelcase, Inc., <br> Class A<br>| 64941 | &nbsp;&nbsp; 670841 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sterling Infrastructure, <br> Inc.<br>| 9537 | &nbsp;&nbsp; 2552006 |
| \* | Stratasys Ltd. | 14526 | &nbsp;&nbsp; 157317 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sun Country Airlines <br> Holdings, Inc.<br>| 16388 | &nbsp;&nbsp; 189937 |
| \* | Sunrun, Inc. | 119935 | &nbsp;&nbsp; 1230533 |
| \* | TaskUS, Inc., Class A | 16400 | &nbsp;&nbsp; 280112 |
| \* | Taylor Devices, Inc. | 1412 | &nbsp;&nbsp; 63681 |
|  | Tecnoglass, Inc. | 22104 | &nbsp;&nbsp; 1724775 |
|  | Tennant Co. | 13971 | &nbsp;&nbsp; 1153166 |
|  | Terex Corp. | 44692 | &nbsp;&nbsp; 2273035 |
|  | Tetra Tech, Inc. | 45010 | &nbsp;&nbsp; 1653667 |
|  | Textron, Inc. | 39046 | &nbsp;&nbsp; 3036607 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Thermon Group <br> Holdings, Inc.<br>| 26250 | &nbsp;&nbsp; 742350 |
|  | Timken Co. | 35176 | &nbsp;&nbsp; 2676542 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Titan International, <br> Inc.<br>| 37200 | &nbsp;&nbsp; 314712 |
| \* | Titan Machinery, Inc. | 13481 | &nbsp;&nbsp; 260453 |
|  | Toro Co. | 32509 | &nbsp;&nbsp; 2413793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trane Technologies <br> PLC<br>| 11677 | &nbsp;&nbsp; 5115460 |
| \* | Transcat, Inc. | 103 | &nbsp;&nbsp; 7872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TransDigm Group, <br> Inc.<br>| 213 | &nbsp;&nbsp; 342602 |
|  | TransUnion | 17540 | &nbsp;&nbsp; 1669633 |
| \* | Trex Co., Inc. | 16675 | &nbsp;&nbsp; 1071202 |
|  | TriNet Group, Inc. | 12797 | &nbsp;&nbsp; 867765 |
|  | Trinity Industries, Inc. | 60896 | &nbsp;&nbsp; 1418877 |
| \* | TrueBlue, Inc. | 18191 | &nbsp;&nbsp; 131339 |
| \* | TTEC Holdings, Inc. | 7321 | &nbsp;&nbsp; 36459 |
| \* | Tutor Perini Corp. | 39272 | &nbsp;&nbsp; 1890947 |
|  | Twin Disc, Inc. | 12774 | &nbsp;&nbsp; 110495 |
|  | UFP Industries, Inc. | 22621 | &nbsp;&nbsp; 2216858 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; U-Haul Holding Co. <br> (UHAL US)<br>| 8150 | &nbsp;&nbsp; 471559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U-Haul Holding Co. <br> (UHAL/B US)<br>| 65482 | &nbsp;&nbsp; 3405064 |
| \* | Ultralife Corp. | 13766 | &nbsp;&nbsp; 109715 |
|  | UniFirst Corp. | 8763 | &nbsp;&nbsp; 1498736 |
|  | Union Pacific Corp. | 45549 | &nbsp;&nbsp; 10110512 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Airlines <br> Holdings, Inc.<br>| 95638 | &nbsp;&nbsp; 8445792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Parcel Service, <br> Inc., Class B<br>| 62307 | &nbsp;&nbsp; 5368371 |
|  | United Rentals, Inc. | 15464 | &nbsp;&nbsp; 13653784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Logistics <br> Holdings, Inc.<br>| 23600 | &nbsp;&nbsp; 564748 |
| \* | V2X, Inc. | 17366 | &nbsp;&nbsp; 822801 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valmont Industries, <br> Inc.<br>| 8248 | &nbsp;&nbsp; $3001860 |
|  | Veralto Corp. | 23385 | &nbsp;&nbsp; 2451450 |
|  | Verisk Analytics, Inc. | 17250 | &nbsp;&nbsp; 4807747 |
| \* | Verra Mobility Corp. | 71811 | &nbsp;&nbsp; 1813946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vertiv Holdings Co., <br> Class A<br>| 45282 | &nbsp;&nbsp; 6593059 |
|  | Vestis Corp. | 59067 | &nbsp;&nbsp; 357946 |
| \* | Vicor Corp. | 1000 | &nbsp;&nbsp; 44440 |
|  | Virco Mfg. Corp. | 17465 | &nbsp;&nbsp; 135179 |
| \* | VirTra, Inc. | 2086 | &nbsp;&nbsp; 14790 |
|  | VSE Corp. | 459 | &nbsp;&nbsp; 71852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wabash National <br> Corp.<br>| 40667 | &nbsp;&nbsp; 405043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Waste Management, <br> Inc.<br>| 29881 | &nbsp;&nbsp; 6847530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Watsco, Inc. (WSO/B <br> US), Class B<br>| 1205 | &nbsp;&nbsp; 544064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Watts Water <br> Technologies, Inc., <br> Class A<br>| 9489 | &nbsp;&nbsp; 2489154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Werner Enterprises, <br> Inc.<br>| 46636 | &nbsp;&nbsp; 1292750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WESCO International, <br> Inc.<br>| 17147 | &nbsp;&nbsp; 3548743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westinghouse Air <br> Brake Technologies <br> Corp.<br>| 16948 | &nbsp;&nbsp; 3254863 |
| \* | Willdan Group, Inc. | 182 | &nbsp;&nbsp; 15525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Willis Lease Finance <br> Corp.<br>| 6948 | &nbsp;&nbsp; 983698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WillScot Holdings <br> Corp.<br>| 68847 | &nbsp;&nbsp; 2020659 |
|  | Woodward, Inc. | 1216 | &nbsp;&nbsp; 312609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Worthington <br> Enterprises, Inc.<br>| 974 | &nbsp;&nbsp; 60359 |
|  | WW Grainger, Inc. | 6116 | &nbsp;&nbsp; 6357827 |
| \* | XPO, Inc. | 23874 | &nbsp;&nbsp; 2871803 |
|  | Xylem, Inc. | 358 | &nbsp;&nbsp; 51774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zurn Elkay Water <br> Solutions Corp.<br>| 14032 | &nbsp;&nbsp; 620916 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp; 697098185 |
| INFORMATION TECHNOLOGY — (21.0%) | INFORMATION TECHNOLOGY — (21.0%) | INFORMATION TECHNOLOGY — (21.0%) | INFORMATION TECHNOLOGY — (21.0%) |
|  | A10 Networks, Inc. | 11142 | &nbsp;&nbsp; 205236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Accenture PLC, <br> Class A<br>| 24493 | &nbsp;&nbsp; 6542080 |
| \* | ACI Worldwide, Inc. | 50283 | &nbsp;&nbsp; 2140045 |
|  | Adeia, Inc. | 66896 | &nbsp;&nbsp; 866303 |
| \* | Adobe, Inc. | 22291 | &nbsp;&nbsp; 7973268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Energy <br> Industries, Inc.<br>| 659 | &nbsp;&nbsp; 91548 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Micro <br> Devices, Inc.<br>| 3150 | &nbsp;&nbsp; 555377 |
| \* | Airgain, Inc. | 5308 | &nbsp;&nbsp; 23674 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Akamai Technologies, <br> Inc.<br>| 27351 | &nbsp;&nbsp; 2087155 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alarm.com Holdings, <br> Inc.<br>| 4195 | &nbsp;&nbsp; $229173 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alithya Group, Inc., <br> Class A<br>| 7489 | &nbsp;&nbsp; 12956 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alpha & Omega <br> Semiconductor Ltd.<br>| 17378 | &nbsp;&nbsp; 442618 |
| \* | Ambarella, Inc. | 892 | &nbsp;&nbsp; 58952 |
|  | Amdocs Ltd. | 24155 | &nbsp;&nbsp; 2061871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amkor Technology, <br> Inc.<br>| 112209 | &nbsp;&nbsp; 2531435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amphenol Corp., <br> Class A<br>| 41308 | &nbsp;&nbsp; 4399715 |
| \* | Amtech Systems, Inc. | 7816 | &nbsp;&nbsp; 36774 |
|  | Apple, Inc. | 840108 | &nbsp;&nbsp; 174381218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Applied Materials, <br> Inc.<br>| 33613 | &nbsp;&nbsp; 6052357 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Applied <br> Optoelectronics, <br> Inc.<br>| 327 | &nbsp;&nbsp; 7479 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AppLovin Corp., <br> Class A<br>| 47377 | &nbsp;&nbsp; 18510194 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arrow Electronics, <br> Inc.<br>| 20195 | &nbsp;&nbsp; 2342620 |
| \* | ASGN, Inc. | 29991 | &nbsp;&nbsp; 1503749 |
| \* | AstroNova, Inc. | 7311 | &nbsp;&nbsp; 82614 |
| \* | Autodesk, Inc. | 11873 | &nbsp;&nbsp; 3598825 |
| \* | Aviat Networks, Inc. | 8195 | &nbsp;&nbsp; 177012 |
|  | Avnet, Inc. | 43989 | &nbsp;&nbsp; 2328778 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Axcelis Technologies, <br> Inc.<br>| 17674 | &nbsp;&nbsp; 1196353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bel Fuse, Inc. (BELFA <br> US), Class A<br>| 53 | &nbsp;&nbsp; 6070 |
|  | Belden, Inc. | 20613 | &nbsp;&nbsp; 2548797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Benchmark <br> Electronics, Inc.<br>| 23086 | &nbsp;&nbsp; 888811 |
| \* | Bill Holdings, Inc. | 35708 | &nbsp;&nbsp; 1530088 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BK Technologies <br> Corp.<br>| 1538 | &nbsp;&nbsp; 59736 |
| \* | Blackbaud, Inc. | 18533 | &nbsp;&nbsp; 1249495 |
| \* | Box, Inc., Class A | 19290 | &nbsp;&nbsp; 619209 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CCC Intelligent <br> Solutions Holdings, <br> Inc.<br>| 41081 | &nbsp;&nbsp; 397253 |
|  | CDW Corp. | 21649 | &nbsp;&nbsp; 3775153 |
| \* | Cerence, Inc. | 22454 | &nbsp;&nbsp; 193104 |
| \* | CEVA, Inc. | 8817 | &nbsp;&nbsp; 188419 |
| \* | Ciena Corp. | 2054 | &nbsp;&nbsp; 190693 |
| \* | Cipher Mining, Inc. | 79073 | &nbsp;&nbsp; 431739 |
| \* | Cirrus Logic, Inc. | 18390 | &nbsp;&nbsp; 1852057 |
|  | Cisco Systems, Inc. | 165490 | &nbsp;&nbsp; 11266559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clear Secure, Inc., <br> Class A<br>| 32508 | &nbsp;&nbsp; 956060 |
| \* | Clearfield, Inc. | 6868 | &nbsp;&nbsp; 300887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Climb Global <br> Solutions, Inc.<br>| 1039 | &nbsp;&nbsp; 122602 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Coda Octopus Group, <br> Inc.<br>| 4669 | &nbsp;&nbsp; 34784 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cognizant Technology <br> Solutions Corp., <br> Class A<br>| 111001 | &nbsp;&nbsp; $7965432 |
| \* | Coherent Corp. | 11010 | &nbsp;&nbsp; 1184676 |
| \* | Cohu, Inc. | 27155 | &nbsp;&nbsp; 484988 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Consensus Cloud <br> Solutions, Inc.<br>| 3598 | &nbsp;&nbsp; 72608 |
|  | Corning, Inc. | 109028 | &nbsp;&nbsp; 6894931 |
| \* | Corsair Gaming, Inc. | 19779 | &nbsp;&nbsp; 179198 |
| \* | CPI Card Group, Inc. | 706 | &nbsp;&nbsp; 13703 |
|  | Crane NXT Co. | 29777 | &nbsp;&nbsp; 1766967 |
| \* | Crexendo, Inc. | 696 | &nbsp;&nbsp; 3877 |
| \* | CS Disco, Inc. | 10253 | &nbsp;&nbsp; 40704 |
|  | CSP, Inc. | 248 | &nbsp;&nbsp; 2544 |
|  | CTS Corp. | 10255 | &nbsp;&nbsp; 401893 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CVD Equipment <br> Corp.<br>| 5741 | &nbsp;&nbsp; 22160 |
| \* | Daily Journal Corp. | 417 | &nbsp;&nbsp; 166625 |
| \* | Daktronics, Inc. | 29243 | &nbsp;&nbsp; 474321 |
| \* | Data I/O Corp. | 1500 | &nbsp;&nbsp; 4860 |
| \* | Diebold Nixdorf, Inc. | 11857 | &nbsp;&nbsp; 667431 |
| \* | Digi International, Inc. | 28395 | &nbsp;&nbsp; 925961 |
| \* | Diodes, Inc. | 27096 | &nbsp;&nbsp; 1337730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dolby Laboratories, <br> Inc., Class A<br>| 4236 | &nbsp;&nbsp; 319140 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dropbox, Inc., <br> Class A<br>| 20775 | &nbsp;&nbsp; 564457 |
| \* | DXC Technology Co. | 136909 | &nbsp;&nbsp; 1863332 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; E2open Parent <br> Holdings, Inc.<br>| 35730 | &nbsp;&nbsp; 117909 |
| \* | Eastman Kodak Co. | 20434 | &nbsp;&nbsp; 136908 |
| \* | Electro-Sensors, Inc. | 1426 | &nbsp;&nbsp; 6324 |
| # | Entegris, Inc. | 8787 | &nbsp;&nbsp; 689428 |
| \* | EPAM Systems, Inc. | 2412 | &nbsp;&nbsp; 380397 |
| \* | ePlus, Inc. | 6936 | &nbsp;&nbsp; 449314 |
| \* | EverCommerce, Inc. | 101 | &nbsp;&nbsp; 1084 |
| \* | F5, Inc. | 11981 | &nbsp;&nbsp; 3755085 |
| \* | Fabrinet | 10873 | &nbsp;&nbsp; 3519916 |
| \* | Fair Isaac Corp. | 239 | &nbsp;&nbsp; 343376 |
| \* | Fastly, Inc., Class A | 15696 | &nbsp;&nbsp; 106576 |
| #\* | First Solar, Inc. | 23195 | &nbsp;&nbsp; 4052862 |
| \* | Flex Ltd. | 74571 | &nbsp;&nbsp; 3718856 |
| \* | Fortinet, Inc. | 30858 | &nbsp;&nbsp; 3082714 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Wireless <br> Corp.<br>| 6922 | &nbsp;&nbsp; 26927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Frequency <br> Electronics, Inc.<br>| 5834 | &nbsp;&nbsp; 155184 |
| \* | Gartner, Inc. | 9491 | &nbsp;&nbsp; 3214127 |
|  | Gen Digital, Inc. | 78040 | &nbsp;&nbsp; 2301400 |
| \* | Genasys, Inc. | 1974 | &nbsp;&nbsp; 3178 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GLOBALFOUNDRIES, <br> Inc.<br>| 527 | &nbsp;&nbsp; 19705 |
| \* | Globant SA | 1182 | &nbsp;&nbsp; 99595 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GoDaddy, Inc., <br> Class A<br>| 17571 | &nbsp;&nbsp; 2839122 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grid Dynamics <br> Holdings, Inc.<br>| 24160 | &nbsp;&nbsp; 229278 |
|  | Hackett Group, Inc. | 17982 | &nbsp;&nbsp; 420599 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Harmonic, Inc. | 18271 | &nbsp;&nbsp; $155486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hewlett Packard <br> Enterprise Co.<br>| 284630 | &nbsp;&nbsp; 5888995 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; I3 Verticals, Inc., <br> Class A<br>| 7584 | &nbsp;&nbsp; 212200 |
| \* | Ichor Holdings Ltd. | 24501 | &nbsp;&nbsp; 484875 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Informatica, Inc., <br> Class A<br>| 37923 | &nbsp;&nbsp; 936698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Information Services <br> Group, Inc.<br>| 7246 | &nbsp;&nbsp; 31230 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Insight Enterprises, <br> Inc.<br>| 12166 | &nbsp;&nbsp; 1442644 |
|  | Intel Corp. | 142832 | &nbsp;&nbsp; 2828074 |
| # | InterDigital, Inc. | 15946 | &nbsp;&nbsp; 4117257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Business <br> Machines Corp.<br>| 75589 | &nbsp;&nbsp; 19135355 |
| \* | inTEST Corp. | 11005 | &nbsp;&nbsp; 76925 |
| \* | IPG Photonics Corp. | 6670 | &nbsp;&nbsp; 499516 |
| \* | Itron, Inc. | 13838 | &nbsp;&nbsp; 1723385 |
|  | Jabil, Inc. | 23216 | &nbsp;&nbsp; 5181115 |
| \* | Jamf Holding Corp. | 20151 | &nbsp;&nbsp; 159999 |
| \* | Key Tronic Corp. | 10062 | &nbsp;&nbsp; 29582 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Keysight <br> Technologies, Inc.<br>| 15884 | &nbsp;&nbsp; 2603546 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kimball Electronics, <br> Inc.<br>| 18474 | &nbsp;&nbsp; 346572 |
|  | KLA Corp. | 10803 | &nbsp;&nbsp; 9496161 |
| \* | Knowles Corp. | 59564 | &nbsp;&nbsp; 1209745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kulicke & Soffa <br> Industries, Inc.<br>| 11048 | &nbsp;&nbsp; 361933 |
| \* | KVH Industries, Inc. | 9686 | &nbsp;&nbsp; 51239 |
| \* | Kyndryl Holdings, Inc. | 83879 | &nbsp;&nbsp; 3168110 |
|  | Lam Research Corp. | 64767 | &nbsp;&nbsp; 6142502 |
| \* | Lantronix, Inc. | 8601 | &nbsp;&nbsp; 27609 |
| \* | LGL Group, Inc. | 2275 | &nbsp;&nbsp; 16551 |
|  | Littelfuse, Inc. | 4365 | &nbsp;&nbsp; 1123245 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LiveRamp Holdings, <br> Inc.<br>| 38401 | &nbsp;&nbsp; 1260321 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Magnachip <br> Semiconductor <br> Corp.<br>| 4530 | &nbsp;&nbsp; 18573 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Manhattan Associates, <br> Inc.<br>| 4325 | &nbsp;&nbsp; 950030 |
| \* | MaxLinear, Inc. | 19383 | &nbsp;&nbsp; 306639 |
| \* | Meridianlink, Inc. | 685 | &nbsp;&nbsp; 10946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Methode Electronics, <br> Inc.<br>| 23049 | &nbsp;&nbsp; 151201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Microchip Technology, <br> Inc.<br>| 22142 | &nbsp;&nbsp; 1496578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Micron Technology, <br> Inc.<br>| 50758 | &nbsp;&nbsp; 5539728 |
|  | Microsoft Corp. | 434147 | &nbsp;&nbsp; 231617425 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mirion Technologies, <br> Inc.<br>| 44727 | &nbsp;&nbsp; 999648 |
| \* | Mitek Systems, Inc. | 20935 | &nbsp;&nbsp; 188834 |
|  | MKS, Inc. | 7144 | &nbsp;&nbsp; 679966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motorola Solutions, <br> Inc.<br>| 18889 | &nbsp;&nbsp; 8291893 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; M-Tron Industries, <br> Inc.<br>| 92 | &nbsp;&nbsp; $4046 |
| \* | N-able, Inc. | 620 | &nbsp;&nbsp; 5010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Napco Security <br> Technologies, Inc.<br>| 382 | &nbsp;&nbsp; 11662 |
| \* | nCino, Inc. | 4422 | &nbsp;&nbsp; 123484 |
| \* | NCR Voyix Corp. | 46678 | &nbsp;&nbsp; 635754 |
|  | NetApp, Inc. | 39465 | &nbsp;&nbsp; 4109490 |
| \* | NETGEAR, Inc. | 23274 | &nbsp;&nbsp; 541121 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NetScout Systems, <br> Inc.<br>| 34985 | &nbsp;&nbsp; 749379 |
| \* | nLight, Inc. | 13529 | &nbsp;&nbsp; 284244 |
| \* | Nortech Systems, Inc. | 1040 | &nbsp;&nbsp; 8746 |
| \* | Nutanix, Inc., Class A | 2459 | &nbsp;&nbsp; 184843 |
|  | NVE Corp. | 2511 | &nbsp;&nbsp; 159022 |
|  | NVIDIA Corp. | 1467246 | &nbsp;&nbsp; 260979046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NXP Semiconductors <br> NV<br>| 49600 | &nbsp;&nbsp; 10602992 |
| \* | Okta, Inc. | 2301 | &nbsp;&nbsp; 225038 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ON Semiconductor <br> Corp.<br>| 77943 | &nbsp;&nbsp; 4392868 |
| \* | ON24, Inc. | 1900 | &nbsp;&nbsp; 9424 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; One Stop Systems, <br> Inc.<br>| 1013 | &nbsp;&nbsp; 5460 |
|  | OneSpan, Inc. | 4785 | &nbsp;&nbsp; 70579 |
| \* | Optical Cable Corp. | 6626 | &nbsp;&nbsp; 29684 |
|  | Oracle Corp. | 102255 | &nbsp;&nbsp; 25949251 |
| \* | OSI Systems, Inc. | 11056 | &nbsp;&nbsp; 2443487 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PAR Technology <br> Corp.<br>| 3234 | &nbsp;&nbsp; 196563 |
|  | PC Connection, Inc. | 19108 | &nbsp;&nbsp; 1176862 |
| \* | PDF Solutions, Inc. | 980 | &nbsp;&nbsp; 21785 |
|  | Pegasystems, Inc. | 2674 | &nbsp;&nbsp; 156991 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Penguin Solutions, <br> Inc.<br>| 31666 | &nbsp;&nbsp; 746368 |
| \* | Photronics, Inc. | 43303 | &nbsp;&nbsp; 881649 |
| \* | Plexus Corp. | 9539 | &nbsp;&nbsp; 1216223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Integrations, <br> Inc.<br>| 321 | &nbsp;&nbsp; 15575 |
| #\* | Powerfleet, Inc. NJ | 40162 | &nbsp;&nbsp; 163058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Progress Software <br> Corp.<br>| 20240 | &nbsp;&nbsp; 973139 |
| \* | Qorvo, Inc. | 12461 | &nbsp;&nbsp; 1041740 |
|  | QUALCOMM, Inc. | 68994 | &nbsp;&nbsp; 10125559 |
| \* | Qualys, Inc. | 9993 | &nbsp;&nbsp; 1329769 |
| \* | Ralliant Corp. | 10410 | &nbsp;&nbsp; 475945 |
| \* | Rambus, Inc. | 26437 | &nbsp;&nbsp; 1954487 |
|  | Red Violet, Inc. | 491 | &nbsp;&nbsp; 21766 |
| \* | RF Industries Ltd. | 7730 | &nbsp;&nbsp; 63695 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ribbon <br> Communications, <br> Inc.<br>| 49873 | &nbsp;&nbsp; 187522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Richardson <br> Electronics Ltd.<br>| 10614 | &nbsp;&nbsp; 106989 |
| \* | Riot Platforms, Inc. | 20573 | &nbsp;&nbsp; 275884 |
| \* | Rogers Corp. | 10818 | &nbsp;&nbsp; 709444 |
|  | Salesforce, Inc. | 19183 | &nbsp;&nbsp; 4955544 |
| \* | Sandisk Corp. | 13293 | &nbsp;&nbsp; 570536 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Sanmina Corp. | 26343 | &nbsp;&nbsp; $3056842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sapiens International <br> Corp. NV<br>| 22840 | &nbsp;&nbsp; 626044 |
| \* | ScanSource, Inc. | 19268 | &nbsp;&nbsp; 748369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seagate Technology <br> Holdings PLC<br>| 396 | &nbsp;&nbsp; 62176 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SentinelOne, Inc., <br> Class A<br>| 5343 | &nbsp;&nbsp; 97991 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Silicon Laboratories, <br> Inc.<br>| 177 | &nbsp;&nbsp; 23323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skyworks Solutions, <br> Inc.<br>| 29222 | &nbsp;&nbsp; 2002876 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SolarEdge <br> Technologies, Inc.<br>| 2609 | &nbsp;&nbsp; 66947 |
| \* | Synaptics, Inc. | 18436 | &nbsp;&nbsp; 1155937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taitron Components, <br> Inc., Class A<br>| 855 | &nbsp;&nbsp; 1855 |
|  | TD SYNNEX Corp. | 16335 | &nbsp;&nbsp; 2358611 |
|  | TE Connectivity PLC | 21510 | &nbsp;&nbsp; 4425683 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Teledyne <br> Technologies, Inc.<br>| 5049 | &nbsp;&nbsp; 2782100 |
| \* | Telos Corp. | 13674 | &nbsp;&nbsp; 35142 |
| \* | Teradata Corp. | 40361 | &nbsp;&nbsp; 844756 |
|  | Teradyne, Inc. | 30630 | &nbsp;&nbsp; 3290581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texas Instruments, <br> Inc.<br>| 31024 | &nbsp;&nbsp; 5617205 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TransAct <br> Technologies, Inc.<br>| 8099 | &nbsp;&nbsp; 30533 |
| \* | Trimble, Inc. | 3483 | &nbsp;&nbsp; 292189 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TTM Technologies, <br> Inc.<br>| 82128 | &nbsp;&nbsp; 3880548 |
| \* | Turtle Beach Corp. | 602 | &nbsp;&nbsp; 8753 |
| \* | Twilio, Inc., Class A | 37884 | &nbsp;&nbsp; 4887036 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ultra Clean Holdings, <br> Inc.<br>| 26365 | &nbsp;&nbsp; 593740 |
| \* | Unisys Corp. | 12894 | &nbsp;&nbsp; 53252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Display <br> Corp.<br>| 420 | &nbsp;&nbsp; 60648 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Veeco Instruments, <br> Inc.<br>| 34040 | &nbsp;&nbsp; 707351 |
| \* | Verint Systems, Inc. | 40815 | &nbsp;&nbsp; 868543 |
|  | VeriSign, Inc. | 400 | &nbsp;&nbsp; 107548 |
| \* | Viavi Solutions, Inc. | 4792 | &nbsp;&nbsp; 48160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vishay <br> Intertechnology, <br> Inc.<br>| 72093 | &nbsp;&nbsp; 1181604 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vishay Precision <br> Group, Inc.<br>| 7144 | &nbsp;&nbsp; 189459 |
|  | Vontier Corp. | 59654 | &nbsp;&nbsp; 2473851 |
|  | Western Digital Corp. | 33994 | &nbsp;&nbsp; 2674988 |
| \* | WidePoint Corp. | 1177 | &nbsp;&nbsp; 3543 |
| # | Xerox Holdings Corp. | 125567 | &nbsp;&nbsp; 508546 |
| \* | Xperi, Inc. | 9209 | &nbsp;&nbsp; 55438 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zebra Technologies <br> Corp., Class A<br>| 8683 | &nbsp;&nbsp; 2943711 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zoom <br> Communications, <br> Inc.<br>| 36812 | &nbsp;&nbsp; $2725929 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY |  | &nbsp;&nbsp; 1031424159 |
| MATERIALS — (4.5%) | MATERIALS — (4.5%) | MATERIALS — (4.5%) | MATERIALS — (4.5%) |
|  | AdvanSix, Inc. | 17552 | &nbsp;&nbsp; 353146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Air Products & <br> Chemicals, Inc.<br>| 10134 | &nbsp;&nbsp; 2917376 |
| # | Albemarle Corp. | 10037 | &nbsp;&nbsp; 681010 |
|  | Alcoa Corp. | 65685 | &nbsp;&nbsp; 1968579 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alpha Metallurgical <br> Resources, Inc.<br>| 8892 | &nbsp;&nbsp; 1049878 |
|  | Amcor PLC | 587245 | &nbsp;&nbsp; 5490741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Vanguard <br> Corp.<br>| 19416 | &nbsp;&nbsp; 74946 |
|  | AptarGroup, Inc. | 14320 | &nbsp;&nbsp; 2250245 |
| \* | Arq, Inc. | 3973 | &nbsp;&nbsp; 21256 |
| \* | Ascent Industries Co. | 9589 | &nbsp;&nbsp; 123027 |
|  | Ashland, Inc. | 26683 | &nbsp;&nbsp; 1375775 |
| \* | Aspen Aerogels, Inc. | 19336 | &nbsp;&nbsp; 148114 |
|  | Avery Dennison Corp. | 14624 | &nbsp;&nbsp; 2453469 |
|  | Avient Corp. | 51804 | &nbsp;&nbsp; 1635452 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Axalta Coating <br> Systems Ltd.<br>| 85860 | &nbsp;&nbsp; 2431555 |
|  | Balchem Corp. | 89 | &nbsp;&nbsp; 13570 |
|  | Ball Corp. | 50241 | &nbsp;&nbsp; 2876800 |
|  | Cabot Corp. | 28328 | &nbsp;&nbsp; 2044715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caledonia Mining <br> Corp. PLC<br>| 1210 | &nbsp;&nbsp; 23825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carpenter Technology <br> Corp.<br>| 40717 | &nbsp;&nbsp; 10154413 |
|  | Celanese Corp. | 17857 | &nbsp;&nbsp; 932671 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Century Aluminum <br> Co.<br>| 33056 | &nbsp;&nbsp; 700126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CF Industries <br> Holdings, Inc.<br>| 48590 | &nbsp;&nbsp; 4510610 |
|  | Chemours Co. | 30355 | &nbsp;&nbsp; 363653 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Clearwater Paper <br> Corp.<br>| 12278 | &nbsp;&nbsp; 276992 |
| \* | Cleveland-Cliffs, Inc. | 114992 | &nbsp;&nbsp; 1209716 |
| \* | Coeur Mining, Inc. | 4491 | &nbsp;&nbsp; 39027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Metals <br> Co.<br>| 43991 | &nbsp;&nbsp; 2281373 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Core Molding <br> Technologies, Inc.<br>| 8981 | &nbsp;&nbsp; 149444 |
|  | Corteva, Inc. | 79853 | &nbsp;&nbsp; 5759797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CRH PLC (CRHCF <br> US)<br>| 40463 | &nbsp;&nbsp; 3862193 |
|  | Crown Holdings, Inc. | 21143 | &nbsp;&nbsp; 2100768 |
| \* | Dakota Gold Corp. | 4688 | &nbsp;&nbsp; 16877 |
| # | Dow, Inc. | 114781 | &nbsp;&nbsp; 2673250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DuPont de Nemours, <br> Inc.<br>| 38207 | &nbsp;&nbsp; 2747083 |
|  | Eagle Materials, Inc. | 13262 | &nbsp;&nbsp; 2974534 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastman Chemical <br> Co.<br>| 71158 | &nbsp;&nbsp; $5166782 |
|  | Ecolab, Inc. | 9334 | &nbsp;&nbsp; 2443268 |
| \* | Ecovyst, Inc. | 53511 | &nbsp;&nbsp; 460730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Element Solutions, <br> Inc.<br>| 67200 | &nbsp;&nbsp; 1585920 |
|  | Ferroglobe PLC | 49621 | &nbsp;&nbsp; 209897 |
|  | FMC Corp. | 14998 | &nbsp;&nbsp; 585522 |
|  | Fortitude Gold Corp. | 17074 | &nbsp;&nbsp; 60100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Freeport-McMoRan, <br> Inc.<br>| 216777 | &nbsp;&nbsp; 8723107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Friedman Industries, <br> Inc.<br>| 9833 | &nbsp;&nbsp; 149068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Graphic Packaging <br> Holding Co.<br>| 117046 | &nbsp;&nbsp; 2617149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greif, Inc. (GEF US), <br> Class A<br>| 22936 | &nbsp;&nbsp; 1454830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greif, Inc. (GEF/B <br> US), Class B<br>| 8178 | &nbsp;&nbsp; 536886 |
|  | Hawkins, Inc. | 12301 | &nbsp;&nbsp; 2008507 |
|  | HB Fuller Co. | 36920 | &nbsp;&nbsp; 2074904 |
|  | Hecla Mining Co. | 520329 | &nbsp;&nbsp; 2986688 |
|  | Huntsman Corp. | 115221 | &nbsp;&nbsp; 1117644 |
| \* | Ingevity Corp. | 15733 | &nbsp;&nbsp; 657482 |
|  | Innospec, Inc. | 17005 | &nbsp;&nbsp; 1358700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Flavors & <br> Fragrances, Inc.<br>| 27263 | &nbsp;&nbsp; 1936491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Paper <br> Co.<br>| 275500 | &nbsp;&nbsp; 12876870 |
| \* | Intrepid Potash, Inc. | 8190 | &nbsp;&nbsp; 272563 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; James Hardie <br> Industries PLC<br>| 71724 | &nbsp;&nbsp; 1860521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaiser Aluminum <br> Corp.<br>| 11837 | &nbsp;&nbsp; 915118 |
| \* | Knife River Corp. | 19604 | &nbsp;&nbsp; 1616938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koppers Holdings, <br> Inc.<br>| 13632 | &nbsp;&nbsp; 447948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kronos Worldwide, <br> Inc.<br>| 40305 | &nbsp;&nbsp; 215632 |
|  | Linde PLC | 28454 | &nbsp;&nbsp; 13096238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Louisiana-Pacific <br> Corp.<br>| 28596 | &nbsp;&nbsp; 2585364 |
| \* | LSB Industries, Inc. | 8343 | &nbsp;&nbsp; 64491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LyondellBasell <br> Industries NV, <br> Class A<br>| 56733 | &nbsp;&nbsp; 3286543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Martin Marietta <br> Materials, Inc.<br>| 5541 | &nbsp;&nbsp; 3185410 |
|  | Materion Corp. | 13949 | &nbsp;&nbsp; 1468830 |
|  | Mativ Holdings, Inc. | 36512 | &nbsp;&nbsp; 241709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercer International, <br> Inc.<br>| 42634 | &nbsp;&nbsp; 158172 |
| \* | Metallus, Inc. | 24539 | &nbsp;&nbsp; 387716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Minerals <br> Technologies, Inc.<br>| 18530 | &nbsp;&nbsp; 1077520 |
|  | Mosaic Co. | 56128 | &nbsp;&nbsp; 2021169 |
|  | Myers Industries, Inc. | 26133 | &nbsp;&nbsp; 382848 |
|  | NewMarket Corp. | 3889 | &nbsp;&nbsp; 2671743 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Newmont Corp. | 204681 | &nbsp;&nbsp; $12710690 |
|  | Nexa Resources SA | 6124 | &nbsp;&nbsp; 29640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northern Technologies <br> International Corp.<br>| 7510 | &nbsp;&nbsp; 57827 |
|  | Nucor Corp. | 37429 | &nbsp;&nbsp; 5354967 |
| \* | O-I Glass, Inc. | 62845 | &nbsp;&nbsp; 817613 |
|  | Olin Corp. | 79365 | &nbsp;&nbsp; 1503173 |
|  | Olympic Steel, Inc. | 9341 | &nbsp;&nbsp; 290505 |
|  | Orion SA | 30485 | &nbsp;&nbsp; 295705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Packaging Corp. of <br> America<br>| 17420 | &nbsp;&nbsp; 3375125 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perimeter Solutions, <br> Inc.<br>| 69028 | &nbsp;&nbsp; 1113422 |
|  | PPG Industries, Inc. | 39276 | &nbsp;&nbsp; 4143618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quaker Chemical <br> Corp.<br>| 4811 | &nbsp;&nbsp; 550475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ramaco Resources, <br> Inc. (METC US), <br> Class A<br>| 14569 | &nbsp;&nbsp; 296479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ramaco Resources, <br> Inc. (METCB US), <br> Class B<br>| 2992 | &nbsp;&nbsp; 40631 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ranpak Holdings <br> Corp.<br>| 24217 | &nbsp;&nbsp; 88392 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rayonier Advanced <br> Materials, Inc.<br>| 49324 | &nbsp;&nbsp; 189404 |
|  | Reliance, Inc. | 11374 | &nbsp;&nbsp; 3299939 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Resolute Forest <br> Products, Inc.<br>| 66341 | &nbsp;&nbsp; 17667 |
|  | Royal Gold, Inc. | 4062 | &nbsp;&nbsp; 615068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RPM International, <br> Inc.<br>| 15482 | &nbsp;&nbsp; 1817742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ryerson Holding <br> Corp.<br>| 18801 | &nbsp;&nbsp; 387301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Scotts Miracle-Gro <br> Co.<br>| 359 | &nbsp;&nbsp; 22495 |
|  | Sealed Air Corp. | 49477 | &nbsp;&nbsp; 1448192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sensient Technologies <br> Corp.<br>| 19279 | &nbsp;&nbsp; 2164839 |
|  | Sherwin-Williams Co. | 17491 | &nbsp;&nbsp; 5787422 |
|  | Silgan Holdings, Inc. | 37024 | &nbsp;&nbsp; 1722727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Smurfit WestRock <br> PLC<br>| 51659 | &nbsp;&nbsp; 2292626 |
|  | Sonoco Products Co. | 49403 | &nbsp;&nbsp; 2226593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Copper <br> Corp.<br>| 8610 | &nbsp;&nbsp; 810718 |
|  | Steel Dynamics, Inc. | 32107 | &nbsp;&nbsp; 4095569 |
|  | Stepan Co. | 15898 | &nbsp;&nbsp; 807141 |
|  | SunCoke Energy, Inc. | 67147 | &nbsp;&nbsp; 496216 |
|  | Sylvamo Corp. | 22362 | &nbsp;&nbsp; 1030217 |
| \* | Tredegar Corp. | 3100 | &nbsp;&nbsp; 27001 |
|  | TriMas Corp. | 28073 | &nbsp;&nbsp; 1003048 |
|  | Tronox Holdings PLC | 93212 | &nbsp;&nbsp; 297346 |
| \* | U.S. Gold Corp. | 320 | &nbsp;&nbsp; 3270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Lime & Minerals, <br> Inc.<br>| 16311 | &nbsp;&nbsp; 1624249 |
|  | Vulcan Materials Co. | 12143 | &nbsp;&nbsp; 3335318 |
|  | Warrior Met Coal, Inc. | 35807 | &nbsp;&nbsp; 1839764 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Westlake Corp. | 16252 | &nbsp;&nbsp; $1288784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Worthington Steel, <br> Inc.<br>| 36170 | &nbsp;&nbsp; 1103908 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | &nbsp;&nbsp; 224075850 |
| REAL ESTATE — (0.3%) | REAL ESTATE — (0.3%) | REAL ESTATE — (0.3%) | REAL ESTATE — (0.3%) |
| \* | AMREP Corp. | 1288 | &nbsp;&nbsp; 28658 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anywhere Real <br> Estate, Inc.<br>| 52791 | &nbsp;&nbsp; 243894 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CBRE Group, Inc., <br> Class A<br>| 27401 | &nbsp;&nbsp; 4267432 |
| \* | CKX Lands, Inc. | 465 | &nbsp;&nbsp; 5582 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Comstock Holding <br> Cos., Inc.<br>| 1210 | &nbsp;&nbsp; 15028 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cushman & Wakefield <br> PLC<br>| 104532 | &nbsp;&nbsp; 1274245 |
| \* | Forestar Group, Inc. | 16251 | &nbsp;&nbsp; 403025 |
| \* | FRP Holdings, Inc. | 15968 | &nbsp;&nbsp; 421555 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Howard Hughes <br> Holdings, Inc.<br>| 36241 | &nbsp;&nbsp; 2490844 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jones Lang LaSalle, <br> Inc.<br>| 12794 | &nbsp;&nbsp; 3458986 |
| \* | JW Mays, Inc. | 300 | &nbsp;&nbsp; 11991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kennedy-Wilson <br> Holdings, Inc.<br>| 40449 | &nbsp;&nbsp; 296087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marcus & Millichap, <br> Inc.<br>| 31407 | &nbsp;&nbsp; 978642 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Millrose Properties, <br> Inc.<br>| 2245 | &nbsp;&nbsp; 67328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Newmark Group, Inc., <br> Class A<br>| 69788 | &nbsp;&nbsp; 1058684 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seaport Entertainment <br> Group, Inc.<br>| 9129 | &nbsp;&nbsp; 210606 |
|  | St. Joe Co. | 660 | &nbsp;&nbsp; 33330 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Stratus Properties, <br> Inc.<br>| 5422 | &nbsp;&nbsp; 86400 |
| \* | Tejon Ranch Co. | 15607 | &nbsp;&nbsp; 280302 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zillow Group, Inc. (Z <br> US), Class C<br>| 2877 | &nbsp;&nbsp; 228865 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | &nbsp;&nbsp; 15861484 |
| UTILITIES — (0.6%) | UTILITIES — (0.6%) | UTILITIES — (0.6%) | UTILITIES — (0.6%) |
|  | ALLETE, Inc. | 9015 | &nbsp;&nbsp; 594359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brookfield Renewable <br> Corp.<br>| 1660 | &nbsp;&nbsp; 60806 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genie Energy Ltd., <br> Class B<br>| 2407 | &nbsp;&nbsp; $48910 |
| \* | Hallador Energy Co. | 26044 | &nbsp;&nbsp; 459416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MDU Resources <br> Group, Inc.<br>| 115868 | &nbsp;&nbsp; 1998723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Jersey <br> Resources Corp.<br>| 50395 | &nbsp;&nbsp; 2313634 |
|  | NRG Energy, Inc. | 38056 | &nbsp;&nbsp; 6362963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ormat Technologies, <br> Inc.<br>| 23616 | &nbsp;&nbsp; 2111507 |
|  | TXNM Energy, Inc. | 10880 | &nbsp;&nbsp; 617875 |
|  | Vistra Corp. | 66051 | &nbsp;&nbsp; 13774276 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | &nbsp;&nbsp; 28342469 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS |  | &nbsp;&nbsp; 4780846219 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| INFORMATION TECHNOLOGY — (0.0%) | INFORMATION TECHNOLOGY — (0.0%) | INFORMATION TECHNOLOGY — (0.0%) | INFORMATION TECHNOLOGY — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; M-Tron Industries, Inc. <br> Warrants <br> 03/11/2028<br>| 92 | &nbsp;&nbsp; 166 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS |  | &nbsp;&nbsp; 166 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $3,159,071,450) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $3,159,071,450) |  | &nbsp;&nbsp; 4780846385 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (0.9%) | TEMPORARY CASH INVESTMENTS — (0.9%) | TEMPORARY CASH INVESTMENTS — (0.9%) | TEMPORARY CASH INVESTMENTS — (0.9%) |
| Ɏ | &nbsp;&nbsp;&nbsp;&nbsp; State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.250%<br>| 44184845 | &nbsp;&nbsp; 44184845 |
| SECURITIES LENDING COLLATERAL — (1.8%) | SECURITIES LENDING COLLATERAL — (1.8%) | SECURITIES LENDING COLLATERAL — (1.8%) | SECURITIES LENDING COLLATERAL — (1.8%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund <br>| 7473547 | &nbsp;&nbsp; 86446522 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $3,289,700,728)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $3,289,700,728)^^ |  | &nbsp;&nbsp; $4911477752 |

---

As of July 31, 2025, U.S. Vector Equity Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp; 122 | 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; $37196704 | &nbsp;&nbsp;&nbsp;&nbsp; $38882925 | &nbsp;&nbsp;&nbsp;&nbsp; $1686221 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$37196704** | &nbsp;&nbsp; **$38882925** | &nbsp;&nbsp; **$1686221** |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

As of July 31, 2025, the value of Rule 144A securities amounted to $67,668 or 0.0% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Communication Services | &nbsp;&nbsp;&nbsp; $383539886 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $383539886 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | &nbsp;&nbsp;&nbsp; 521758405 | &nbsp;&nbsp;&nbsp; $58891 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 521817296 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | &nbsp;&nbsp;&nbsp; 297951962 | &nbsp;&nbsp;&nbsp; 133482 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 298085444 |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy | &nbsp;&nbsp;&nbsp; 283094866 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 283094866 |
| &nbsp;&nbsp;&nbsp;&nbsp; Financials | &nbsp;&nbsp;&nbsp; 919560446 | &nbsp;&nbsp;&nbsp; 27084 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 919587530 |
| &nbsp;&nbsp;&nbsp;&nbsp; Health Care | &nbsp;&nbsp;&nbsp; 377631032 | &nbsp;&nbsp;&nbsp; 36013 | &nbsp;&nbsp;&nbsp; $252005 | &nbsp;&nbsp;&nbsp; 377919050 |
| &nbsp;&nbsp;&nbsp;&nbsp; Industrials | &nbsp;&nbsp;&nbsp; 696553823 | &nbsp;&nbsp;&nbsp; 544064 | &nbsp;&nbsp;&nbsp; 298 | &nbsp;&nbsp;&nbsp; 697098185 |
| &nbsp;&nbsp;&nbsp;&nbsp; Information Technology | &nbsp;&nbsp;&nbsp; 1031424159 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1031424159 |
| &nbsp;&nbsp;&nbsp;&nbsp; Materials | &nbsp;&nbsp;&nbsp; 224058183 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 17667 | &nbsp;&nbsp;&nbsp; 224075850 |
| &nbsp;&nbsp;&nbsp;&nbsp; Real Estate | &nbsp;&nbsp;&nbsp; 15849493 | &nbsp;&nbsp;&nbsp; 11991 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15861484 |
| &nbsp;&nbsp;&nbsp;&nbsp; Utilities | &nbsp;&nbsp;&nbsp; 28342469 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 28342469 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Information Technology | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 166 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 166 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; 44184845 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 44184845 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 86446522 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 86446522 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $4823949569 | &nbsp;&nbsp;&nbsp; $87258213 | &nbsp;&nbsp;&nbsp; $269,970˂˃ | &nbsp;&nbsp;&nbsp; $4911477752 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | &nbsp;&nbsp;&nbsp; 1686221 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1686221 |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; $1686221 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1686221 |
| &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

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

---

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

---

------

**U.S. Small Cap Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (91.9%) | COMMON STOCKS — (91.9%) | COMMON STOCKS — (91.9%) | COMMON STOCKS — (91.9%) |
| COMMUNICATION SERVICES — (2.4%) | COMMUNICATION SERVICES — (2.4%) | COMMUNICATION SERVICES — (2.4%) | COMMUNICATION SERVICES — (2.4%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Advantage Solutions, <br> Inc.<br>| 120072 | &nbsp;&nbsp; $164499 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Altice USA, Inc., <br> Class A<br>| 736517 | &nbsp;&nbsp; 1914944 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AMC Networks, Inc., <br> Class A<br>| 115598 | &nbsp;&nbsp; 692432 |
| \* | Angi, Inc. | 68041 | &nbsp;&nbsp; 1103625 |
| \* | Anterix, Inc. | 72088 | &nbsp;&nbsp; 1601074 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Atlanta Braves <br> Holdings, Inc. <br> (2291915D US), <br> Class A<br>| 54996 | &nbsp;&nbsp; 2590312 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atlanta Braves <br> Holdings, Inc. <br> (2292098D US), <br> Class C<br>| 146731 | &nbsp;&nbsp; 6538333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ATN International, <br> Inc.<br>| 65661 | &nbsp;&nbsp; 1126086 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bandwidth, Inc., <br> Class A<br>| 116693 | &nbsp;&nbsp; 1623200 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Boston Omaha Corp., <br> Class A<br>| 125016 | &nbsp;&nbsp; 1681465 |
| \* | Bumble, Inc., Class A | 185508 | &nbsp;&nbsp; 1443252 |
| \* | BuzzFeed, Inc. | 32001 | &nbsp;&nbsp; 69442 |
| # | Cable One, Inc. | 10501 | &nbsp;&nbsp; 1343918 |
| #\* | Cardlytics, Inc. | 30296 | &nbsp;&nbsp; 61804 |
| \* | Cargurus, Inc. | 386089 | &nbsp;&nbsp; 12671441 |
| \* | Cars.com, Inc. | 282872 | &nbsp;&nbsp; 3640563 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cinemark Holdings, <br> Inc.<br>| 558156 | &nbsp;&nbsp; 14997652 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Creative Realities, <br> Inc.<br>| 3139 | &nbsp;&nbsp; 8538 |
|  | CuriosityStream, Inc. | 3296 | &nbsp;&nbsp; 15986 |
| \* | DHI Group, Inc. | 166145 | &nbsp;&nbsp; 441946 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DoubleVerify Holdings, <br> Inc.<br>| 428611 | &nbsp;&nbsp; 6566320 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; EchoStar Corp., <br> Class A<br>| 12148 | &nbsp;&nbsp; 395903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Entravision <br> Communications <br> Corp., Class A<br>| 128895 | &nbsp;&nbsp; 284858 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eventbrite, Inc., <br> Class A<br>| 17152 | &nbsp;&nbsp; 41851 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EverQuote, Inc., <br> Class A<br>| 93037 | &nbsp;&nbsp; 2287780 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EW Scripps Co., <br> Class A<br>| 257874 | &nbsp;&nbsp; 771043 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Frontier <br> Communications <br> Parent, Inc.<br>| 491581 | &nbsp;&nbsp; 18060686 |
| \* | fuboTV, Inc. | 383932 | &nbsp;&nbsp; 1528049 |
| \* | Gaia, Inc. | 11477 | &nbsp;&nbsp; 48203 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gambling.com Group <br> Ltd.<br>| 143115 | &nbsp;&nbsp; $1512726 |
| \* | Gannett Co., Inc. | 466564 | &nbsp;&nbsp; 1777609 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GCI Liberty, Inc. <br> (GLBKV US), <br> Class C<br>| 10113 | &nbsp;&nbsp; 336257 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GCI Liberty, Inc. <br> (GLIBA US), <br> Class A<br>| 1423 | &nbsp;&nbsp; 47016 |
| \* | Globalstar, Inc. | 17432 | &nbsp;&nbsp; 409478 |
| #\* | Gogo, Inc. | 301358 | &nbsp;&nbsp; 4779538 |
|  | Gray Media, Inc. | 321686 | &nbsp;&nbsp; 1450804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gray Media, Inc., <br> Class A<br>| 3603 | &nbsp;&nbsp; 38372 |
| \* | Harte Hanks, Inc. | 6069 | &nbsp;&nbsp; 20695 |
|  | IDT Corp., Class B | 189573 | &nbsp;&nbsp; 11167745 |
| #\* | IMAX Corp. | 239845 | &nbsp;&nbsp; 6185603 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Integral Ad Science <br> Holding Corp.<br>| 401342 | &nbsp;&nbsp; 3291004 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Intelligent Protection <br> Management Corp.<br>| 3698 | &nbsp;&nbsp; 7322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iridium <br> Communications, <br> Inc.<br>| 446937 | &nbsp;&nbsp; 10932079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; John Wiley & Sons, <br> Inc. (WLY US), <br> Class A<br>| 203136 | &nbsp;&nbsp; 7841050 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Broadband <br> Corp. (LBRDA US), <br> Class A<br>| 13558 | &nbsp;&nbsp; 828800 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Broadband <br> Corp. (LBRDK US), <br> Class C<br>| 112688 | &nbsp;&nbsp; 6910028 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Global Ltd. <br> (LBTYA US), <br> Class A<br>| 537461 | &nbsp;&nbsp; 5385359 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Global Ltd. <br> (LBTYK US), <br> Class C<br>| 497934 | &nbsp;&nbsp; 5093865 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Latin America <br> Ltd. (LILA US), <br> Class A<br>| 122362 | &nbsp;&nbsp; 862652 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Latin America <br> Ltd. (LILAK US), <br> Class C<br>| 717240 | &nbsp;&nbsp; 5121094 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lionsgate Studios <br> Corp.<br>| 163373 | &nbsp;&nbsp; 967168 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lumen Technologies, <br> Inc.<br>| 3381222 | &nbsp;&nbsp; 15046438 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Madison Square <br> Garden <br> Entertainment <br> Corp.<br>| 164190 | &nbsp;&nbsp; $6204740 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Madison Square <br> Garden Sports <br> Corp.<br>| 65337 | &nbsp;&nbsp; 13204608 |
| \* | Magnite, Inc. | 596763 | &nbsp;&nbsp; 13731517 |
|  | Marcus Corp. | 106110 | &nbsp;&nbsp; 1737021 |
|  | Match Group, Inc. | 784182 | &nbsp;&nbsp; 26873917 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MediaAlpha, Inc., <br> Class A<br>| 25077 | &nbsp;&nbsp; 251272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National CineMedia, <br> Inc.<br>| 69273 | &nbsp;&nbsp; 333203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New York Times Co., <br> Class A<br>| 562710 | &nbsp;&nbsp; 29199022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nexstar Media Group, <br> Inc.<br>| 123021 | &nbsp;&nbsp; 23018459 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nextdoor Holdings, <br> Inc.<br>| 205532 | &nbsp;&nbsp; 359681 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Global <br> (PARA US), <br> Class B<br>| 393255 | &nbsp;&nbsp; 4943215 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Global <br> (PARAA US), <br> Class A<br>| 4805 | &nbsp;&nbsp; 91727 |
| \*» | Pegasus Cos., Inc. | 34 | &nbsp;&nbsp; 986 |
| \* | PSQ Holdings, Inc. | 6047 | &nbsp;&nbsp; 12336 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PubMatic, Inc., <br> Class A<br>| 141779 | &nbsp;&nbsp; 1702766 |
| \* | QuinStreet, Inc. | 255897 | &nbsp;&nbsp; 4199270 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; Reading International, <br> Inc. (RDIB US), <br> Class B<br>| 2710 | &nbsp;&nbsp; 26151 |
| \* | Reservoir Media, Inc. | 7519 | &nbsp;&nbsp; 59701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saga <br> Communications, <br> Inc., Class A<br>| 23770 | &nbsp;&nbsp; 299502 |
|  | Scholastic Corp. | 116743 | &nbsp;&nbsp; 2880050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenandoah <br> Telecommunications <br> Co.<br>| 246754 | &nbsp;&nbsp; 3622349 |
|  | Shutterstock, Inc. | 146622 | &nbsp;&nbsp; 2809277 |
| # | Sinclair, Inc. | 200018 | &nbsp;&nbsp; 2892260 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sphere Entertainment <br> Co.<br>| 126843 | &nbsp;&nbsp; 5460591 |
|  | Spok Holdings, Inc. | 92293 | &nbsp;&nbsp; 1692654 |
| \* | Stagwell, Inc. | 510302 | &nbsp;&nbsp; 2924030 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Starz Entertainment <br> Corp.<br>| 10891 | &nbsp;&nbsp; 158464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunrise <br> Communications <br> AG, ADR, Class A<br>| 158634 | &nbsp;&nbsp; 8417120 |
| \* | Teads Holding Co. | 47363 | &nbsp;&nbsp; 119828 |
| \* | TechTarget, Inc. | 193190 | &nbsp;&nbsp; 1398696 |
|  | TEGNA, Inc. | 777212 | &nbsp;&nbsp; 12979440 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telephone & Data <br> Systems, Inc.<br>| 465425 | &nbsp;&nbsp; $18170192 |
| \* | Thryv Holdings, Inc. | 131256 | &nbsp;&nbsp; 1727329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Townsquare Media, <br> Inc., Class A<br>| 4439 | &nbsp;&nbsp; 30585 |
| \* | Travelzoo | 38901 | &nbsp;&nbsp; 388621 |
| \* | TripAdvisor, Inc. | 515810 | &nbsp;&nbsp; 9021517 |
| \* | TrueCar, Inc. | 381658 | &nbsp;&nbsp; 698434 |
| \* | U.S. Cellular Corp. | 95774 | &nbsp;&nbsp; 6984798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Urban One, Inc. <br> (UONE US)<br>| 38196 | &nbsp;&nbsp; 60350 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Urban One, Inc. <br> (UONEK US)<br>| 48078 | &nbsp;&nbsp; 31371 |
| \* | Vimeo, Inc. | 689348 | &nbsp;&nbsp; 2612629 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Vivid Seats, Inc., <br> Class A<br>| 437252 | &nbsp;&nbsp; 677741 |
| \* | WideOpenWest, Inc. | 5163 | &nbsp;&nbsp; 17399 |
| \* | Yelp, Inc. | 305702 | &nbsp;&nbsp; 10525320 |
| \* | Zedge, Inc., Class B | 9282 | &nbsp;&nbsp; 37314 |
| \* | Ziff Davis, Inc. | 165380 | &nbsp;&nbsp; 5146626 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ZoomInfo <br> Technologies, Inc.<br>| 982821 | &nbsp;&nbsp; 10643951 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMUNICATION <br> SERVICES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMUNICATION <br> SERVICES |  | &nbsp;&nbsp; 412105937 |
| CONSUMER DISCRETIONARY — (13.2%) | CONSUMER DISCRETIONARY — (13.2%) | CONSUMER DISCRETIONARY — (13.2%) | CONSUMER DISCRETIONARY — (13.2%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; 1-800-Flowers.com, <br> Inc., Class A<br>| 234929 | &nbsp;&nbsp; 1388430 |
| \* | 1stdibs.com, Inc. | 13958 | &nbsp;&nbsp; 38524 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Abercrombie & Fitch <br> Co., Class A<br>| 213594 | &nbsp;&nbsp; 20509296 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Academy Sports & <br> Outdoors, Inc.<br>| 334750 | &nbsp;&nbsp; 17001953 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Accel Entertainment, <br> Inc.<br>| 121562 | &nbsp;&nbsp; 1563287 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Acushnet Holdings <br> Corp.<br>| 282025 | &nbsp;&nbsp; 22454831 |
| \* | Adient PLC | 335579 | &nbsp;&nbsp; 7194814 |
|  | ADT, Inc. | 2641058 | &nbsp;&nbsp; 22052834 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adtalem Global <br> Education, Inc.<br>| 261543 | &nbsp;&nbsp; 29886519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advance Auto Parts, <br> Inc.<br>| 177950 | &nbsp;&nbsp; 9443807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; A-Mark Precious <br> Metals, Inc.<br>| 104315 | &nbsp;&nbsp; 2219823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AMCON Distributing <br> Co.<br>| 3090 | &nbsp;&nbsp; 339869 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Axle & <br> Manufacturing <br> Holdings, Inc.<br>| 660678 | &nbsp;&nbsp; 2940017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Eagle <br> Outfitters, Inc.<br>| 842095 | &nbsp;&nbsp; 9094626 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Outdoor <br> Brands, Inc.<br>| 82864 | &nbsp;&nbsp; 779750 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Public <br> Education, Inc.<br>| 71531 | &nbsp;&nbsp; 2111595 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; America's Car-Mart, <br> Inc.<br>| 37163 | &nbsp;&nbsp; $1673822 |
|  | Aramark | 688379 | &nbsp;&nbsp; 29297410 |
| \* | Arhaus, Inc. | 178555 | &nbsp;&nbsp; 1564142 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ark Restaurants <br> Corp.<br>| 16816 | &nbsp;&nbsp; 144618 |
| # | Arko Corp. | 290204 | &nbsp;&nbsp; 1210151 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asbury Automotive <br> Group, Inc.<br>| 83533 | &nbsp;&nbsp; 18554350 |
|  | Autoliv, Inc. | 218286 | &nbsp;&nbsp; 24349803 |
| \* | AutoNation, Inc. | 169022 | &nbsp;&nbsp; 32560398 |
| #\* | Bally's Corp. | 2399 | &nbsp;&nbsp; 22263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bassett Furniture <br> Industries, Inc.<br>| 107012 | &nbsp;&nbsp; 1692930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bath & Body Works, <br> Inc.<br>| 576954 | &nbsp;&nbsp; 16708588 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beazer Homes USA, <br> Inc.<br>| 64485 | &nbsp;&nbsp; 1515398 |
| #\* | Beyond, Inc. | 66868 | &nbsp;&nbsp; 598469 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Biglari Holdings, Inc. <br> (BH US), Class B<br>| 11303 | &nbsp;&nbsp; 3484941 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Biglari Holdings, Inc. <br> (BH/A US), Class A<br>| 221 | &nbsp;&nbsp; 328406 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Birkenstock Holding <br> PLC<br>| 234695 | &nbsp;&nbsp; 11755873 |
| \* | BJ's Restaurants, Inc. | 99150 | &nbsp;&nbsp; 3512885 |
|  | Bloomin' Brands, Inc. | 165877 | &nbsp;&nbsp; 1511139 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Boot Barn Holdings, <br> Inc.<br>| 137159 | &nbsp;&nbsp; 23577632 |
|  | BorgWarner, Inc. | 751816 | &nbsp;&nbsp; 27666829 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bright Horizons Family <br> Solutions, Inc.<br>| 214060 | &nbsp;&nbsp; 24210186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brightstar Lottery <br> PLC<br>| 330684 | &nbsp;&nbsp; 4907351 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Brinker International, <br> Inc.<br>| 237814 | &nbsp;&nbsp; 37479486 |
|  | Brunswick Corp. | 279803 | &nbsp;&nbsp; 16309717 |
|  | Buckle, Inc. | 226755 | &nbsp;&nbsp; 11194894 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Build-A-Bear <br> Workshop, Inc.<br>| 59205 | &nbsp;&nbsp; 3002286 |
| # | Caleres, Inc. | 147950 | &nbsp;&nbsp; 2031354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Camping World <br> Holdings, Inc., <br> Class A<br>| 248098 | &nbsp;&nbsp; 3433676 |
| \* | Capri Holdings Ltd. | 149518 | &nbsp;&nbsp; 2719732 |
| \* | CarMax, Inc. | 264700 | &nbsp;&nbsp; 14984667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carriage Services, <br> Inc.<br>| 70589 | &nbsp;&nbsp; 3170858 |
|  | Carter's, Inc. | 72016 | &nbsp;&nbsp; 1745668 |
|  | Cato Corp., Class A | 70613 | &nbsp;&nbsp; 199129 |
| #\* | Cava Group, Inc. | 233867 | &nbsp;&nbsp; 20582635 |
| \* | Cavco Industries, Inc. | 42561 | &nbsp;&nbsp; 17180599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Century Communities, <br> Inc.<br>| 157089 | &nbsp;&nbsp; 8842540 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Champion Homes, <br> Inc.<br>| 256809 | &nbsp;&nbsp; 15639668 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cheesecake Factory, <br> Inc.<br>| 227002 | &nbsp;&nbsp; $14507698 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Choice Hotels <br> International, Inc.<br>| 159119 | &nbsp;&nbsp; 20321088 |
|  | Churchill Downs, Inc. | 7419 | &nbsp;&nbsp; 794130 |
| \* | Citi Trends, Inc. | 45230 | &nbsp;&nbsp; 1380420 |
|  | Clarus Corp. | 100852 | &nbsp;&nbsp; 363067 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Columbia Sportswear <br> Co.<br>| 226991 | &nbsp;&nbsp; 12840881 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ContextLogic, Inc., <br> Class A<br>| 11420 | &nbsp;&nbsp; 85536 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Cooper-Standard <br> Holdings, Inc.<br>| 78882 | &nbsp;&nbsp; 1901056 |
| \* | Coursera, Inc. | 542426 | &nbsp;&nbsp; 6856265 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cracker Barrel Old <br> Country Store, Inc.<br>| 90737 | &nbsp;&nbsp; 5625694 |
|  | Cricut, Inc., Class A | 70309 | &nbsp;&nbsp; 344514 |
| \* | Crocs, Inc. | 210363 | &nbsp;&nbsp; 20979502 |
|  | Crown Crafts, Inc. | 7793 | &nbsp;&nbsp; 21742 |
| \* | Culp, Inc. | 31633 | &nbsp;&nbsp; 134440 |
|  | Dana, Inc. | 602247 | &nbsp;&nbsp; 9587772 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Dave & Buster's <br> Entertainment, Inc.<br>| 162553 | &nbsp;&nbsp; 4753050 |
| \* | Denny's Corp. | 158202 | &nbsp;&nbsp; 588511 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Designer Brands, Inc., <br> Class A<br>| 84687 | &nbsp;&nbsp; 238817 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Destination XL Group, <br> Inc.<br>| 246950 | &nbsp;&nbsp; 321035 |
| # | Dillard's, Inc., Class A | 47011 | &nbsp;&nbsp; 21950846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dine Brands Global, <br> Inc.<br>| 30476 | &nbsp;&nbsp; 689062 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dorman Products, <br> Inc.<br>| 136788 | &nbsp;&nbsp; 16499369 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Dream Finders <br> Homes, Inc., <br> Class A<br>| 121552 | &nbsp;&nbsp; 3077697 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Duluth Holdings, Inc., <br> Class B<br>| 107193 | &nbsp;&nbsp; 225105 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dutch Bros, Inc., <br> Class A<br>| 214853 | &nbsp;&nbsp; 12734337 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; El Pollo Loco <br> Holdings, Inc.<br>| 136303 | &nbsp;&nbsp; 1403921 |
| \* | Envela Corp. | 19113 | &nbsp;&nbsp; 103592 |
|  | Escalade, Inc. | 56160 | &nbsp;&nbsp; 690206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ethan Allen Interiors, <br> Inc.<br>| 114387 | &nbsp;&nbsp; 3405301 |
| \* | Etsy, Inc. | 339146 | &nbsp;&nbsp; 19762037 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; European Wax <br> Center, Inc., <br> Class A<br>| 86128 | &nbsp;&nbsp; 403079 |
| \* | Figs, Inc., Class A | 387738 | &nbsp;&nbsp; 2520297 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; First Watch <br> Restaurant Group, <br> Inc.<br>| 245013 | &nbsp;&nbsp; 4236275 |
| \* | Five Below, Inc. | 121642 | &nbsp;&nbsp; 16606566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flanigan's <br> Enterprises, Inc.<br>| 9481 | &nbsp;&nbsp; 303392 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flexsteel Industries, <br> Inc.<br>| 26039 | &nbsp;&nbsp; $885586 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Floor & Decor <br> Holdings, Inc., <br> Class A<br>| 263426 | &nbsp;&nbsp; 20188969 |
| \* | Foot Locker, Inc. | 384080 | &nbsp;&nbsp; 9617363 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fox Factory Holding <br> Corp.<br>| 187628 | &nbsp;&nbsp; 5698262 |
| \* | Frontdoor, Inc. | 261970 | &nbsp;&nbsp; 15325245 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Full House Resorts, <br> Inc.<br>| 35230 | &nbsp;&nbsp; 161353 |
| \* | Funko, Inc., Class A | 171705 | &nbsp;&nbsp; 659347 |
|  | Gap, Inc. | 1393581 | &nbsp;&nbsp; 27119086 |
|  | Garrett Motion, Inc. | 803416 | &nbsp;&nbsp; 10476545 |
| #\* | Genesco, Inc. | 48706 | &nbsp;&nbsp; 1171866 |
|  | Gentex Corp. | 669274 | &nbsp;&nbsp; 17682219 |
| \* | Gentherm, Inc. | 137220 | &nbsp;&nbsp; 4396529 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; G-III Apparel Group <br> Ltd.<br>| 198864 | &nbsp;&nbsp; 4693190 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Global Business <br> Travel Group I<br>| 153242 | &nbsp;&nbsp; 985346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Golden Entertainment, <br> Inc.<br>| 29776 | &nbsp;&nbsp; 837301 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Goodyear Tire & <br> Rubber Co.<br>| 1189350 | &nbsp;&nbsp; 12226518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Graham Holdings Co., <br> Class B<br>| 25643 | &nbsp;&nbsp; 24468038 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grand Canyon <br> Education, Inc.<br>| 129446 | &nbsp;&nbsp; 21828479 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Green Brick Partners, <br> Inc.<br>| 103821 | &nbsp;&nbsp; 6430673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Group 1 Automotive, <br> Inc.<br>| 54960 | &nbsp;&nbsp; 22651764 |
| \* | Groupon, Inc. | 25913 | &nbsp;&nbsp; 799157 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GrowGeneration <br> Corp.<br>| 26182 | &nbsp;&nbsp; 25789 |
| # | Guess?, Inc. | 221473 | &nbsp;&nbsp; 2879149 |
|  | H&R Block, Inc. | 600212 | &nbsp;&nbsp; 32615520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hamilton Beach <br> Brands Holding Co., <br> Class A<br>| 45399 | &nbsp;&nbsp; 706862 |
| \* | Hanesbrands, Inc. | 1413272 | &nbsp;&nbsp; 5780283 |
| # | Harley-Davidson, Inc. | 508614 | &nbsp;&nbsp; 12374579 |
|  | Hasbro, Inc. | 445423 | &nbsp;&nbsp; 33477993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haverty Furniture <br> Cos., Inc. (HVT <br> US)<br>| 67480 | &nbsp;&nbsp; 1392112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haverty Furniture <br> Cos., Inc. (HVT/A <br> US), Class A<br>| 3785 | &nbsp;&nbsp; 78236 |
| \* | Helen of Troy Ltd. | 97994 | &nbsp;&nbsp; 2153908 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hilton Grand <br> Vacations, Inc.<br>| 351560 | &nbsp;&nbsp; 15756919 |
| \* | Holley, Inc. | 95110 | &nbsp;&nbsp; 197829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hooker Furnishings <br> Corp.<br>| 48234 | &nbsp;&nbsp; 455811 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hovnanian <br> Enterprises, Inc., <br> Class A<br>| 20494 | &nbsp;&nbsp; $2448418 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Inspired <br> Entertainment, Inc.<br>| 58719 | &nbsp;&nbsp; 529058 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Installed Building <br> Products, Inc.<br>| 123806 | &nbsp;&nbsp; 25044716 |
| \* | iRobot Corp. | 19813 | &nbsp;&nbsp; 83413 |
|  | J Jill, Inc. | 58937 | &nbsp;&nbsp; 924132 |
| # | Jack in the Box, Inc. | 85843 | &nbsp;&nbsp; 1691107 |
|  | JAKKS Pacific, Inc. | 44574 | &nbsp;&nbsp; 789406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Outdoors, <br> Inc., Class A<br>| 30361 | &nbsp;&nbsp; 1007985 |
|  | KB Home | 323775 | &nbsp;&nbsp; 17891807 |
| # | Kohl's Corp. | 253376 | &nbsp;&nbsp; 2746596 |
|  | Kontoor Brands, Inc. | 244012 | &nbsp;&nbsp; 13581708 |
| # | Krispy Kreme, Inc. | 301600 | &nbsp;&nbsp; 1091792 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Kura Sushi USA, Inc., <br> Class A<br>| 43370 | &nbsp;&nbsp; 3805284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lakeland Industries, <br> Inc.<br>| 42798 | &nbsp;&nbsp; 595320 |
| #\* | Lands' End, Inc. | 131963 | &nbsp;&nbsp; 1547926 |
| \* | Latham Group, Inc. | 94017 | &nbsp;&nbsp; 637435 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Laureate Education, <br> Inc.<br>| 703137 | &nbsp;&nbsp; 15890896 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Lazare Kaplan <br> International, Inc.<br>| 9600 | &nbsp;&nbsp; 0 |
|  | La-Z-Boy, Inc. | 183887 | &nbsp;&nbsp; 6614415 |
|  | LCI Industries | 113522 | &nbsp;&nbsp; 10784590 |
|  | Lear Corp. | 162135 | &nbsp;&nbsp; 15287709 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Legacy Housing <br> Corp.<br>| 61783 | &nbsp;&nbsp; 1382704 |
|  | Leggett & Platt, Inc. | 386913 | &nbsp;&nbsp; 3695019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Levi Strauss & Co., <br> Class A<br>| 344254 | &nbsp;&nbsp; 6778361 |
| \* | LGI Homes, Inc. | 93565 | &nbsp;&nbsp; 4984208 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Life Time Group <br> Holdings, Inc.<br>| 615168 | &nbsp;&nbsp; 17667625 |
|  | Lifetime Brands, Inc. | 69325 | &nbsp;&nbsp; 305030 |
| \* | Light & Wonder, Inc. | 52081 | &nbsp;&nbsp; 5016442 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lincoln Educational <br> Services Corp.<br>| 133120 | &nbsp;&nbsp; 3044454 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lindblad Expeditions <br> Holdings, Inc.<br>| 89202 | &nbsp;&nbsp; 1065964 |
|  | Lithia Motors, Inc. | 77845 | &nbsp;&nbsp; 22419360 |
| \* | Live Ventures, Inc. | 8538 | &nbsp;&nbsp; 130802 |
|  | LKQ Corp. | 421307 | &nbsp;&nbsp; 12415917 |
| \* | Lovesac Co. | 62910 | &nbsp;&nbsp; 1133009 |
| #\* | Lucid Group, Inc. | 1425850 | &nbsp;&nbsp; 3507591 |
| \* | M/I Homes, Inc. | 120077 | &nbsp;&nbsp; 14432055 |
|  | Macy's, Inc. | 1117953 | &nbsp;&nbsp; 14119746 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Malibu Boats, Inc., <br> Class A<br>| 86323 | &nbsp;&nbsp; 2875419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marine Products <br> Corp.<br>| 104268 | &nbsp;&nbsp; 895662 |
| #\* | MarineMax, Inc. | 96395 | &nbsp;&nbsp; 2186239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marriott Vacations <br> Worldwide Corp.<br>| 167944 | &nbsp;&nbsp; 12506790 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; MasterCraft Boat <br> Holdings, Inc.<br>| 68748 | &nbsp;&nbsp; $1329586 |
| \* | Mattel, Inc. | 1078182 | &nbsp;&nbsp; 18339876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matthews International <br> Corp., Class A<br>| 71737 | &nbsp;&nbsp; 1685102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meritage Homes <br> Corp.<br>| 322029 | &nbsp;&nbsp; 21685433 |
| \* | Mister Car Wash, Inc. | 566783 | &nbsp;&nbsp; 3273172 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Modine Manufacturing <br> Co.<br>| 234883 | &nbsp;&nbsp; 31605857 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mohawk Industries, <br> Inc.<br>| 217783 | &nbsp;&nbsp; 24938331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Monarch Casino & <br> Resort, Inc.<br>| 25536 | &nbsp;&nbsp; 2629187 |
| # | Monro, Inc. | 109699 | &nbsp;&nbsp; 1546207 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Motorcar Parts of <br> America, Inc.<br>| 83417 | &nbsp;&nbsp; 865034 |
|  | Movado Group, Inc. | 68612 | &nbsp;&nbsp; 1064172 |
|  | Murphy USA, Inc. | 47782 | &nbsp;&nbsp; 17320019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nathan's Famous, <br> Inc.<br>| 49462 | &nbsp;&nbsp; 4698890 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Vision <br> Holdings, Inc.<br>| 325535 | &nbsp;&nbsp; 7897479 |
|  | Newell Brands, Inc. | 1591290 | &nbsp;&nbsp; 8927137 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Norwegian Cruise <br> Line Holdings Ltd.<br>| 1186906 | &nbsp;&nbsp; 30337317 |
| \* | ODP Corp. | 133691 | &nbsp;&nbsp; 2385047 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ollie's Bargain Outlet <br> Holdings, Inc.<br>| 277686 | &nbsp;&nbsp; 37940238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OneSpaWorld <br> Holdings Ltd.<br>| 457453 | &nbsp;&nbsp; 10118860 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; OneWater Marine, <br> Inc., Class A<br>| 32567 | &nbsp;&nbsp; 499578 |
| #\* | Outdoor Holding Co. | 33120 | &nbsp;&nbsp; 39082 |
| # | Oxford Industries, Inc. | 66686 | &nbsp;&nbsp; 2546071 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Papa John's <br> International, Inc.<br>| 146773 | &nbsp;&nbsp; 6224643 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Patrick Industries, <br> Inc.<br>| 149861 | &nbsp;&nbsp; 14572484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Penske Automotive <br> Group, Inc.<br>| 16978 | &nbsp;&nbsp; 2842287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Perdoceo Education <br> Corp.<br>| 307089 | &nbsp;&nbsp; 8838021 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Petco Health & <br> Wellness Co., Inc.<br>| 486367 | &nbsp;&nbsp; 1463965 |
| \* | PetMed Express, Inc. | 8897 | &nbsp;&nbsp; 27759 |
|  | Phinia, Inc. | 130966 | &nbsp;&nbsp; 6639976 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Planet Fitness, Inc., <br> Class A<br>| 293868 | &nbsp;&nbsp; 32087447 |
|  | Polaris, Inc. | 147822 | &nbsp;&nbsp; 7821262 |
|  | Pool Corp. | 12244 | &nbsp;&nbsp; 3772866 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Portillo's, Inc., <br> Class A<br>| 168265 | &nbsp;&nbsp; 1675919 |
| \* | Potbelly Corp. | 123119 | &nbsp;&nbsp; 1481122 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pursuit Attractions & <br> Hospitality, Inc.<br>| 111306 | &nbsp;&nbsp; 3365893 |
|  | PVH Corp. | 240283 | &nbsp;&nbsp; 17641578 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| #\* | QuantumScape Corp. | 1092200 | &nbsp;&nbsp; $9392920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RCI Hospitality <br> Holdings, Inc.<br>| 39444 | &nbsp;&nbsp; 1413279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Red Rock Resorts, <br> Inc., Class A<br>| 66206 | &nbsp;&nbsp; 4061738 |
| #\* | Revolve Group, Inc. | 162022 | &nbsp;&nbsp; 3361957 |
| #\* | RH | 58091 | &nbsp;&nbsp; 11944671 |
|  | Rocky Brands, Inc. | 54468 | &nbsp;&nbsp; 1424883 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RumbleON, Inc., <br> Class B<br>| 1094 | &nbsp;&nbsp; 2308 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rush Street <br> Interactive, Inc.<br>| 171985 | &nbsp;&nbsp; 3467218 |
| \* | Sabre Corp. | 983741 | &nbsp;&nbsp; 2980735 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sally Beauty Holdings, <br> Inc.<br>| 441148 | &nbsp;&nbsp; 4296782 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Savers Value Village, <br> Inc.<br>| 96236 | &nbsp;&nbsp; 1001817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Service Corp. <br> International<br>| 36555 | &nbsp;&nbsp; 2789512 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shake Shack, Inc., <br> Class A<br>| 181639 | &nbsp;&nbsp; 21858437 |
| \* | SharkNinja, Inc. | 3341 | &nbsp;&nbsp; 387890 |
| # | Shoe Carnival, Inc. | 122959 | &nbsp;&nbsp; 2515741 |
| # | Signet Jewelers Ltd. | 184485 | &nbsp;&nbsp; 14592764 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Skechers USA, Inc., <br> Class A<br>| 341979 | &nbsp;&nbsp; 21630172 |
| #\* | Sleep Number Corp. | 101929 | &nbsp;&nbsp; 747140 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Smith & Wesson <br> Brands, Inc.<br>| 199312 | &nbsp;&nbsp; 1584530 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Soho House & Co., <br> Inc.<br>| 31088 | &nbsp;&nbsp; 197409 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Somnigroup <br> International, Inc.<br>| 78977 | &nbsp;&nbsp; 5716355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sonic Automotive, <br> Inc., Class A<br>| 148650 | &nbsp;&nbsp; 10754828 |
| \* | Sonos, Inc. | 500956 | &nbsp;&nbsp; 5415334 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sportsman's <br> Warehouse <br> Holdings, Inc.<br>| 138268 | &nbsp;&nbsp; 465963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standard Motor <br> Products, Inc.<br>| 97950 | &nbsp;&nbsp; 2973762 |
|  | Steven Madden Ltd. | 325604 | &nbsp;&nbsp; 7816124 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Stitch Fix, Inc., <br> Class A<br>| 454245 | &nbsp;&nbsp; 2148579 |
| \* | Stoneridge, Inc. | 121699 | &nbsp;&nbsp; 937082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Strategic Education, <br> Inc.<br>| 110234 | &nbsp;&nbsp; 8173300 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Strattec Security <br> Corp.<br>| 13484 | &nbsp;&nbsp; 855695 |
| #\* | Stride, Inc. | 287387 | &nbsp;&nbsp; 36851635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sturm Ruger & Co., <br> Inc.<br>| 35524 | &nbsp;&nbsp; 1213500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Superior Group of <br> Cos., Inc.<br>| 53096 | &nbsp;&nbsp; 512376 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sweetgreen, Inc., <br> Class A<br>| 308069 | &nbsp;&nbsp; 3967929 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Target Hospitality <br> Corp.<br>| 39370 | &nbsp;&nbsp; $298818 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taylor Morrison Home <br> Corp.<br>| 586337 | &nbsp;&nbsp; 34758057 |
| # | Thor Industries, Inc. | 203555 | &nbsp;&nbsp; 18521469 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tile Shop Holdings, <br> Inc.<br>| 201144 | &nbsp;&nbsp; 1269219 |
| #\* | Tilly's, Inc., Class A | 88627 | &nbsp;&nbsp; 158642 |
|  | Toll Brothers, Inc. | 90994 | &nbsp;&nbsp; 10770050 |
| \* | TopBuild Corp. | 68757 | &nbsp;&nbsp; 25469656 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Topgolf Callaway <br> Brands Corp.<br>| 749547 | &nbsp;&nbsp; 6933310 |
| \* | Traeger, Inc. | 141 | &nbsp;&nbsp; 228 |
|  | Travel & Leisure Co. | 314476 | &nbsp;&nbsp; 18632703 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tri Pointe Homes, <br> Inc.<br>| 528373 | &nbsp;&nbsp; 16273888 |
| \* | Udemy, Inc. | 56201 | &nbsp;&nbsp; 427690 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Under Armour, Inc. <br> (UA US), Class C<br>| 868372 | &nbsp;&nbsp; 5470744 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Under Armour, Inc. <br> (UAA US), Class A<br>| 820506 | &nbsp;&nbsp; 5448160 |
| \* | Unifi, Inc. | 68568 | &nbsp;&nbsp; 311299 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Homes Group, <br> Inc.<br>| 4088 | &nbsp;&nbsp; 15330 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; United Parks & <br> Resorts, Inc.<br>| 247282 | &nbsp;&nbsp; 11703857 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Universal Electronics, <br> Inc.<br>| 45217 | &nbsp;&nbsp; 274467 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Universal Technical <br> Institute, Inc.<br>| 237364 | &nbsp;&nbsp; 7647868 |
|  | Upbound Group, Inc. | 244628 | &nbsp;&nbsp; 5047899 |
| \* | Urban Outfitters, Inc. | 584822 | &nbsp;&nbsp; 44025400 |
| # | Vail Resorts, Inc. | 119536 | &nbsp;&nbsp; 17961479 |
| \* | Valvoline, Inc. | 843415 | &nbsp;&nbsp; 29730379 |
| \* | Vera Bradley, Inc. | 120510 | &nbsp;&nbsp; 232584 |
| # | VF Corp. | 1198932 | &nbsp;&nbsp; 14051483 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Victoria's Secret & <br> Co.<br>| 286056 | &nbsp;&nbsp; 5377853 |
| \* | Visteon Corp. | 131585 | &nbsp;&nbsp; 14625673 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Warby Parker, Inc., <br> Class A<br>| 408657 | &nbsp;&nbsp; 9787335 |
| #\* | Wayfair, Inc., Class A | 81355 | &nbsp;&nbsp; 5340142 |
| # | Wendy's Co. | 908532 | &nbsp;&nbsp; 8949040 |
|  | Weyco Group, Inc. | 56691 | &nbsp;&nbsp; 1648574 |
| # | Whirlpool Corp. | 167089 | &nbsp;&nbsp; 13875071 |
|  | Wingstop, Inc. | 66076 | &nbsp;&nbsp; 24933118 |
|  | Winmark Corp. | 16113 | &nbsp;&nbsp; 6081368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Winnebago Industries, <br> Inc.<br>| 126085 | &nbsp;&nbsp; 3747246 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Wolverine World <br> Wide, Inc.<br>| 200415 | &nbsp;&nbsp; 4525371 |
| \* | Worksport Ltd. | 2854 | &nbsp;&nbsp; 9589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wyndham Hotels & <br> Resorts, Inc.<br>| 271986 | &nbsp;&nbsp; 23390796 |
|  | Wynn Resorts Ltd. | 224628 | &nbsp;&nbsp; 24491191 |
| #\*Ω | XPEL, Inc. | 79073 | &nbsp;&nbsp; 2584896 |
| \* | YETI Holdings, Inc. | 353561 | &nbsp;&nbsp; 12989831 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Zumiez, Inc. | 85354 | &nbsp;&nbsp; $1170203 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> DISCRETIONARY |  | &nbsp;&nbsp; 2290937942 |
| CONSUMER STAPLES — (4.1%) | CONSUMER STAPLES — (4.1%) | CONSUMER STAPLES — (4.1%) | CONSUMER STAPLES — (4.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Albertsons Cos., Inc., <br> Class A<br>| 19711 | &nbsp;&nbsp; 378845 |
|  | Alico, Inc. | 33310 | &nbsp;&nbsp; 1075247 |
|  | Andersons, Inc. | 166377 | &nbsp;&nbsp; 5976262 |
| # | B&G Foods, Inc. | 340334 | &nbsp;&nbsp; 1395369 |
| \* | BellRing Brands, Inc. | 570517 | &nbsp;&nbsp; 31138818 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Boston Beer Co., Inc. <br> , Class A<br>| 38201 | &nbsp;&nbsp; 7910663 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bridgford Foods <br> Corp.<br>| 27242 | &nbsp;&nbsp; 207312 |
|  | Bunge Global SA | 169953 | &nbsp;&nbsp; 13555451 |
|  | Calavo Growers, Inc. | 73715 | &nbsp;&nbsp; 1938705 |
|  | Cal-Maine Foods, Inc. | 217613 | &nbsp;&nbsp; 24185509 |
| # | Campbell's Co. | 771000 | &nbsp;&nbsp; 24610320 |
| \* | Celsius Holdings, Inc. | 403110 | &nbsp;&nbsp; 18277007 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Central Garden & Pet <br> Co. (CENT US)<br>| 60642 | &nbsp;&nbsp; 2366251 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Central Garden & Pet <br> Co. (CENTA US), <br> Class A<br>| 215298 | &nbsp;&nbsp; 7647385 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chefs' Warehouse, <br> Inc.<br>| 182481 | &nbsp;&nbsp; 12510897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola <br> Consolidated, Inc.<br>| 151579 | &nbsp;&nbsp; 16938953 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Coffee Holding Co., <br> Inc.<br>| 700 | &nbsp;&nbsp; 2877 |
|  | Conagra Brands, Inc. | 616489 | &nbsp;&nbsp; 11257089 |
| \* | Coty, Inc., Class A | 1714449 | &nbsp;&nbsp; 8315078 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Darling Ingredients, <br> Inc.<br>| 488838 | &nbsp;&nbsp; 15828574 |
|  | Dole PLC | 210271 | &nbsp;&nbsp; 2994259 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Edgewell Personal <br> Care Co.<br>| 205783 | &nbsp;&nbsp; 5191905 |
| \* | elf Beauty, Inc. | 101903 | &nbsp;&nbsp; 12349625 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Energizer Holdings, <br> Inc.<br>| 252049 | &nbsp;&nbsp; 5676143 |
| \* | Farmer Bros Co. | 5498 | &nbsp;&nbsp; 9072 |
|  | Flowers Foods, Inc. | 771950 | &nbsp;&nbsp; 12235408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fresh Del Monte <br> Produce, Inc.<br>| 235267 | &nbsp;&nbsp; 8843687 |
| \*» | Fresh Market, Inc. | 285242 | &nbsp;&nbsp; 0 |
| #\* | Freshpet, Inc. | 263307 | &nbsp;&nbsp; 17989134 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Grocery Outlet <br> Holding Corp.<br>| 191181 | &nbsp;&nbsp; 2517854 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hain Celestial Group, <br> Inc.<br>| 126182 | &nbsp;&nbsp; 198106 |
| \* | Herbalife Ltd. | 372614 | &nbsp;&nbsp; 3428049 |
| \* | HF Foods Group, Inc. | 29715 | &nbsp;&nbsp; 80528 |
| \* | Honest Co., Inc. | 440542 | &nbsp;&nbsp; 2030899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ingles Markets, Inc., <br> Class A<br>| 64658 | &nbsp;&nbsp; 4068928 |
|  | Ingredion, Inc. | 264640 | &nbsp;&nbsp; 34810746 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| # | Interparfums, Inc. | 144018 | &nbsp;&nbsp; $17368571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J&J Snack Foods <br> Corp.<br>| 87223 | &nbsp;&nbsp; 9846604 |
|  | J.M. Smucker Co. | 28841 | &nbsp;&nbsp; 3095793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; John B Sanfilippo & <br> Son, Inc.<br>| 41159 | &nbsp;&nbsp; 2605776 |
| \* | Laird Superfood, Inc. | 12003 | &nbsp;&nbsp; 83421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lamb Weston <br> Holdings, Inc.<br>| 360613 | &nbsp;&nbsp; 20580184 |
| # | Lifevantage Corp. | 72727 | &nbsp;&nbsp; 912724 |
| \* | Lifeway Foods, Inc. | 24385 | &nbsp;&nbsp; 614990 |
|  | Limoneira Co. | 73112 | &nbsp;&nbsp; 1073284 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Mama's Creations, <br> Inc.<br>| 119447 | &nbsp;&nbsp; 986632 |
| \* | Maplebear, Inc. | 1883 | &nbsp;&nbsp; 90328 |
|  | Marzetti Co. | 123597 | &nbsp;&nbsp; 21970603 |
| #\* | Medifast, Inc. | 36590 | &nbsp;&nbsp; 503844 |
|  | MGP Ingredients, Inc. | 95683 | &nbsp;&nbsp; 2705915 |
| \* | Mission Produce, Inc. | 108712 | &nbsp;&nbsp; 1341506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Molson Coors <br> Beverage Co., <br> Class B<br>| 182804 | &nbsp;&nbsp; 8906211 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; National Beverage <br> Corp.<br>| 287177 | &nbsp;&nbsp; 13158450 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Natural Alternatives <br> International, Inc.<br>| 25533 | &nbsp;&nbsp; 93195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Natural Grocers by <br> Vitamin Cottage, <br> Inc.<br>| 114074 | &nbsp;&nbsp; 4322264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Natural Health Trends <br> Corp.<br>| 2240 | &nbsp;&nbsp; 10438 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nature's Sunshine <br> Products, Inc.<br>| 74912 | &nbsp;&nbsp; 1049517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nu Skin Enterprises, <br> Inc., Class A<br>| 37124 | &nbsp;&nbsp; 311099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oil-Dri Corp. of <br> America<br>| 56680 | &nbsp;&nbsp; 3196752 |
| # | Pilgrim's Pride Corp. | 191908 | &nbsp;&nbsp; 9094520 |
| \* | Post Holdings, Inc. | 248682 | &nbsp;&nbsp; 26313042 |
|  | PriceSmart, Inc. | 137877 | &nbsp;&nbsp; 14821777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reynolds Consumer <br> Products, Inc.<br>| 517268 | &nbsp;&nbsp; 11633357 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rocky Mountain <br> Chocolate Factory, <br> Inc.<br>| 13940 | &nbsp;&nbsp; 23140 |
|  | Seaboard Corp. | 3496 | &nbsp;&nbsp; 11072461 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seneca Foods Corp. <br> (SENEA US), <br> Class A<br>| 46554 | &nbsp;&nbsp; 4875600 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; Seneca Foods Corp. <br> (SENEB US), <br> Class B<br>| 2796 | &nbsp;&nbsp; 298333 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Simply Good Foods <br> Co.<br>| 460849 | &nbsp;&nbsp; 14037461 |
|  | SpartanNash Co. | 149569 | &nbsp;&nbsp; 3969561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Spectrum Brands <br> Holdings, Inc.<br>| 128566 | &nbsp;&nbsp; 6879567 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sprouts Farmers <br> Market, Inc.<br>| 595329 | &nbsp;&nbsp; $90216045 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tootsie Roll Industries, <br> Inc.<br>| 179707 | &nbsp;&nbsp; 6816287 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TreeHouse Foods, <br> Inc.<br>| 234081 | &nbsp;&nbsp; 4499037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Turning Point Brands, <br> Inc.<br>| 101407 | &nbsp;&nbsp; 8410697 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Natural Foods, <br> Inc.<br>| 272791 | &nbsp;&nbsp; 7539943 |
|  | United-Guardian, Inc. | 8416 | &nbsp;&nbsp; 66907 |
|  | Universal Corp. | 136155 | &nbsp;&nbsp; 7416363 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; USANA Health <br> Sciences, Inc.<br>| 83769 | &nbsp;&nbsp; 2461971 |
|  | Utz Brands, Inc. | 335866 | &nbsp;&nbsp; 4376334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Village Super Market, <br> Inc., Class A<br>| 62063 | &nbsp;&nbsp; 2134967 |
| \* | Vita Coco Co., Inc. | 224961 | &nbsp;&nbsp; 7932125 |
| \* | Vital Farms, Inc. | 187398 | &nbsp;&nbsp; 6971206 |
| # | WD-40 Co. | 60727 | &nbsp;&nbsp; 13019869 |
|  | Weis Markets, Inc. | 158386 | &nbsp;&nbsp; 11468730 |
| # | WK Kellogg Co. | 139304 | &nbsp;&nbsp; 3210957 |
| \* | Zevia PBC, Class A | 46149 | &nbsp;&nbsp; 143062 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> STAPLES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> STAPLES |  | &nbsp;&nbsp; 712472375 |
| ENERGY — (4.2%) | ENERGY — (4.2%) | ENERGY — (4.2%) | ENERGY — (4.2%) |
| #\* | Amplify Energy Corp. | 135991 | &nbsp;&nbsp; 516766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Antero Midstream <br> Corp.<br>| 2089510 | &nbsp;&nbsp; 38342508 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Antero Resources <br> Corp.<br>| 523229 | &nbsp;&nbsp; 18276389 |
| # | APA Corp. | 888630 | &nbsp;&nbsp; 17141673 |
|  | Archrock, Inc. | 736969 | &nbsp;&nbsp; 17215596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ardmore Shipping <br> Corp.<br>| 182731 | &nbsp;&nbsp; 1988113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aris Water Solutions, <br> Inc., Class A<br>| 123812 | &nbsp;&nbsp; 2633481 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Atlas Energy <br> Solutions, Inc.<br>| 146080 | &nbsp;&nbsp; 1899040 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Barnwell Industries, <br> Inc.<br>| 49095 | &nbsp;&nbsp; 56950 |
|  | Berry Corp. | 231513 | &nbsp;&nbsp; 699169 |
| \* | Bristow Group, Inc. | 125574 | &nbsp;&nbsp; 4341093 |
|  | Cactus, Inc., Class A | 303293 | &nbsp;&nbsp; 12832327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; California Resources <br> Corp.<br>| 303794 | &nbsp;&nbsp; 14636795 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Centrus Energy Corp., <br> Class A<br>| 66524 | &nbsp;&nbsp; 14329270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chord Energy Corp. <br> (CHRD US)<br>| 14311 | &nbsp;&nbsp; 1578933 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Civitas Resources, <br> Inc.<br>| 204666 | &nbsp;&nbsp; 6213660 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Clean Energy Fuels <br> Corp.<br>| 924187 | &nbsp;&nbsp; 1876100 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CNX Resources <br> Corp.<br>| 660234 | &nbsp;&nbsp; 20011692 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Comstock Resources, <br> Inc.<br>| 1072163 | &nbsp;&nbsp; $19159553 |
| \* | Comstock, Inc. | 6142 | &nbsp;&nbsp; 20146 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Core Laboratories, <br> Inc.<br>| 195352 | &nbsp;&nbsp; 2137151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Core Natural <br> Resources, Inc.<br>| 189158 | &nbsp;&nbsp; 13961752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crescent Energy Co., <br> Class A<br>| 720998 | &nbsp;&nbsp; 6662021 |
| # | CVR Energy, Inc. | 254148 | &nbsp;&nbsp; 6806083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delek U.S. Holdings, <br> Inc.<br>| 144079 | &nbsp;&nbsp; 3223047 |
|  | DHT Holdings, Inc. | 727596 | &nbsp;&nbsp; 8069040 |
| \* | DMC Global, Inc. | 82959 | &nbsp;&nbsp; 671138 |
|  | Dorian LPG Ltd. | 191835 | &nbsp;&nbsp; 5522930 |
| \* | DT Midstream, Inc. | 266116 | &nbsp;&nbsp; 27338097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Energy Services of <br> America Corp.<br>| 28777 | &nbsp;&nbsp; 314533 |
|  | Epsilon Energy Ltd. | 81883 | &nbsp;&nbsp; 511769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evolution Petroleum <br> Corp.<br>| 145657 | &nbsp;&nbsp; 703523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Excelerate Energy, <br> Inc., Class A<br>| 88834 | &nbsp;&nbsp; 2279480 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Expro Group Holdings <br> NV<br>| 316080 | &nbsp;&nbsp; 3407342 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forum Energy <br> Technologies, Inc.<br>| 49965 | &nbsp;&nbsp; 984810 |
|  | FutureFuel Corp. | 163917 | &nbsp;&nbsp; 663864 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Geospace <br> Technologies Corp.<br>| 53663 | &nbsp;&nbsp; 869877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Granite Ridge <br> Resources, Inc.<br>| 71648 | &nbsp;&nbsp; 371853 |
| #\* | Green Plains, Inc. | 124940 | &nbsp;&nbsp; 1033254 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Island <br> Fabrication, Inc.<br>| 38248 | &nbsp;&nbsp; 257027 |
| \* | Gulfport Energy Corp. | 51209 | &nbsp;&nbsp; 8917023 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Helix Energy Solutions <br> Group, Inc.<br>| 692473 | &nbsp;&nbsp; 4106365 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Helmerich & Payne, <br> Inc.<br>| 360997 | &nbsp;&nbsp; 5851761 |
|  | HF Sinclair Corp. | 515199 | &nbsp;&nbsp; 22637844 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Innovex International, <br> Inc.<br>| 126433 | &nbsp;&nbsp; 2076030 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; International Seaways, <br> Inc.<br>| 221929 | &nbsp;&nbsp; 8854967 |
| # | Kinetik Holdings, Inc. | 209829 | &nbsp;&nbsp; 9102382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kodiak Gas Services, <br> Inc.<br>| 207698 | &nbsp;&nbsp; 6714876 |
| #\* | Kosmos Energy Ltd. | 928117 | &nbsp;&nbsp; 1995452 |
|  | Liberty Energy, Inc. | 737898 | &nbsp;&nbsp; 9105661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magnolia Oil & Gas <br> Corp., Class A<br>| 747106 | &nbsp;&nbsp; 17796065 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mammoth Energy <br> Services, Inc.<br>| 100939 | &nbsp;&nbsp; 262441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matador Resources <br> Co.<br>| 420662 | &nbsp;&nbsp; 20982621 |
|  | Mexco Energy Corp. | 11067 | &nbsp;&nbsp; 91303 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MIND Technology, <br> Inc.<br>| 2455 | &nbsp;&nbsp; $23200 |
| # | Murphy Oil Corp. | 570635 | &nbsp;&nbsp; 14157454 |
| #\* | Nabors Industries Ltd. | 30486 | &nbsp;&nbsp; 1060303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NACCO Industries, <br> Inc., Class A<br>| 38648 | &nbsp;&nbsp; 1465532 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Energy <br> Services Reunited <br> Corp.<br>| 14844 | &nbsp;&nbsp; 99009 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Natural Gas Services <br> Group, Inc.<br>| 56675 | &nbsp;&nbsp; 1365301 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NCS Multistage <br> Holdings, Inc.<br>| 1829 | &nbsp;&nbsp; 55693 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; New Fortress Energy, <br> Inc.<br>| 243739 | &nbsp;&nbsp; 664189 |
| # | Noble Corp. PLC | 490435 | &nbsp;&nbsp; 13148562 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nordic American <br> Tankers Ltd.<br>| 973459 | &nbsp;&nbsp; 2715951 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Northern Oil & Gas, <br> Inc.<br>| 397135 | &nbsp;&nbsp; 11183322 |
|  | NOV, Inc. | 1267026 | &nbsp;&nbsp; 15939187 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oceaneering <br> International, Inc.<br>| 440403 | &nbsp;&nbsp; 9556745 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oil States <br> International, Inc.<br>| 278294 | &nbsp;&nbsp; 1388687 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OPAL Fuels, Inc., <br> Class A<br>| 2309 | &nbsp;&nbsp; 5472 |
|  | Ovintiv, Inc. | 559254 | &nbsp;&nbsp; 23030080 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Par Pacific Holdings, <br> Inc.<br>| 235306 | &nbsp;&nbsp; 7383902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Patterson-UTI Energy, <br> Inc.<br>| 752725 | &nbsp;&nbsp; 4448605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PBF Energy, Inc., <br> Class A<br>| 409797 | &nbsp;&nbsp; 9261412 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Peabody Energy <br> Corp.<br>| 518942 | &nbsp;&nbsp; 8380913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Permian Resources <br> Corp.<br>| 1059175 | &nbsp;&nbsp; 14997918 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PrimeEnergy <br> Resources Corp.<br>| 6121 | &nbsp;&nbsp; 1031817 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ProPetro Holding <br> Corp.<br>| 440214 | &nbsp;&nbsp; 2359547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Range Resources <br> Corp.<br>| 844667 | &nbsp;&nbsp; 31016172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ranger Energy <br> Services, Inc., <br> Class A<br>| 84208 | &nbsp;&nbsp; 1127545 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; REX American <br> Resources Corp.<br>| 79977 | &nbsp;&nbsp; 4181198 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Riley Exploration <br> Permian, Inc.<br>| 25145 | &nbsp;&nbsp; 659805 |
| # | RPC, Inc. | 775382 | &nbsp;&nbsp; 3605526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SandRidge Energy, <br> Inc.<br>| 165023 | &nbsp;&nbsp; 1714589 |
|  | Scorpio Tankers, Inc. | 226205 | &nbsp;&nbsp; 10226728 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SEACOR Marine <br> Holdings, Inc.<br>| 112793 | &nbsp;&nbsp; 563965 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| #\* | Seadrill Ltd. | 200329 | &nbsp;&nbsp; $5841594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Select Water <br> Solutions, Inc.<br>| 469326 | &nbsp;&nbsp; 4519609 |
| # | SFL Corp. Ltd. | 630966 | &nbsp;&nbsp; 5792268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sitio Royalties Corp., <br> Class A<br>| 221900 | &nbsp;&nbsp; 4031923 |
|  | SM Energy Co. | 518704 | &nbsp;&nbsp; 14311043 |
|  | Smart Sand, Inc. | 19105 | &nbsp;&nbsp; 38974 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Solaris Energy <br> Infrastructure, Inc.<br>| 125574 | &nbsp;&nbsp; 4102503 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Strongbridge <br> Biopharma<br>| 228415 | &nbsp;&nbsp; 0 |
| \* | Talos Energy, Inc. | 606085 | &nbsp;&nbsp; 5182027 |
|  | Teekay Corp. Ltd. | 375866 | &nbsp;&nbsp; 2706235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teekay Tankers Ltd., <br> Class A<br>| 133892 | &nbsp;&nbsp; 5670326 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TETRA Technologies, <br> Inc.<br>| 543352 | &nbsp;&nbsp; 2227743 |
| #\* | Tidewater, Inc. | 222550 | &nbsp;&nbsp; 11129725 |
| #\* | Transocean Ltd. | 2242093 | &nbsp;&nbsp; 6546912 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Uranium Energy <br> Corp.<br>| 1749962 | &nbsp;&nbsp; 15172171 |
|  | VAALCO Energy, Inc. | 175526 | &nbsp;&nbsp; 652957 |
| #\* | Valaris Ltd. | 268722 | &nbsp;&nbsp; 13067951 |
| #\* | Vital Energy, Inc. | 75271 | &nbsp;&nbsp; 1406815 |
| # | Vitesse Energy, Inc. | 86007 | &nbsp;&nbsp; 2058147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weatherford <br> International PLC<br>| 205274 | &nbsp;&nbsp; 11608245 |
|  | World Kinect Corp. | 264406 | &nbsp;&nbsp; 7210352 |
| TOTAL ENERGY | TOTAL ENERGY |  | &nbsp;&nbsp; 718148485 |
| FINANCIALS — (19.4%) | FINANCIALS — (19.4%) | FINANCIALS — (19.4%) | FINANCIALS — (19.4%) |
|  | 1st Source Corp. | 165748 | &nbsp;&nbsp; 9915045 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Acacia Research <br> Corp.<br>| 274033 | &nbsp;&nbsp; 970077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Acadian Asset <br> Management, Inc.<br>| 204513 | &nbsp;&nbsp; 8546598 |
|  | ACNB Corp. | 29131 | &nbsp;&nbsp; 1226415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Affiliated Managers <br> Group, Inc.<br>| 134104 | &nbsp;&nbsp; 28144406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alerus Financial <br> Corp.<br>| 77172 | &nbsp;&nbsp; 1631416 |
|  | Ally Financial, Inc. | 29003 | &nbsp;&nbsp; 1097764 |
| \* | AlTi Global, Inc. | 4250 | &nbsp;&nbsp; 17383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amalgamated <br> Financial Corp.<br>| 130981 | &nbsp;&nbsp; 3797139 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ambac Financial <br> Group, Inc.<br>| 207463 | &nbsp;&nbsp; 1742689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amerant Bancorp, <br> Inc.<br>| 74145 | &nbsp;&nbsp; 1430999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Coastal <br> Insurance Corp.<br>| 69072 | &nbsp;&nbsp; 719040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Financial <br> Group, Inc.<br>| 53720 | &nbsp;&nbsp; 6709628 |
|  | Ameris Bancorp | 324612 | &nbsp;&nbsp; 22187230 |
|  | AMERISAFE, Inc. | 99700 | &nbsp;&nbsp; 4464566 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AmeriServ Financial, <br> Inc.<br>| 196617 | &nbsp;&nbsp; $552494 |
|  | Ames National Corp. | 35800 | &nbsp;&nbsp; 646190 |
|  | Arrow Financial Corp. | 75726 | &nbsp;&nbsp; 2029457 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Artisan Partners Asset <br> Management, Inc., <br> Class A<br>| 302335 | &nbsp;&nbsp; 13680659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Associated <br> Banc-Corp.<br>| 750622 | &nbsp;&nbsp; 18570388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Associated Capital <br> Group, Inc., <br> Class A<br>| 11220 | &nbsp;&nbsp; 415364 |
| # | Assurant, Inc. | 67786 | &nbsp;&nbsp; 12696318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Assured Guaranty <br> Ltd.<br>| 231308 | &nbsp;&nbsp; 19564031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atlantic American <br> Corp.<br>| 13763 | &nbsp;&nbsp; 31517 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Atlantic Union <br> Bankshares Corp.<br>| 635440 | &nbsp;&nbsp; 20143448 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atlanticus Holdings <br> Corp.<br>| 68040 | &nbsp;&nbsp; 3376825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Auburn National <br> BanCorp, Inc.<br>| 3016 | &nbsp;&nbsp; 84327 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AvidXchange <br> Holdings, Inc.<br>| 860440 | &nbsp;&nbsp; 8483938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Axis Capital Holdings <br> Ltd.<br>| 325123 | &nbsp;&nbsp; 30509542 |
| \* | Axos Financial, Inc. | 252732 | &nbsp;&nbsp; 21823408 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Baldwin Insurance <br> Group, Inc.<br>| 288728 | &nbsp;&nbsp; 10636740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banc of California, <br> Inc.<br>| 170908 | &nbsp;&nbsp; 2481584 |
|  | BancFirst Corp. | 149530 | &nbsp;&nbsp; 18619476 |
| \* | Bancorp, Inc. | 210106 | &nbsp;&nbsp; 13270295 |
|  | Bank First Corp. | 6609 | &nbsp;&nbsp; 785281 |
|  | Bank of Hawaii Corp. | 189300 | &nbsp;&nbsp; 11713884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Marin <br> Bancorp<br>| 48111 | &nbsp;&nbsp; 1089714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of NT Butterfield <br> & Son Ltd.<br>| 195839 | &nbsp;&nbsp; 8912633 |
|  | Bank OZK | 605147 | &nbsp;&nbsp; 29833747 |
|  | Bank7 Corp. | 8308 | &nbsp;&nbsp; 367961 |
|  | BankFinancial Corp. | 59578 | &nbsp;&nbsp; 662507 |
|  | BankUnited, Inc. | 556501 | &nbsp;&nbsp; 20295591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bankwell Financial <br> Group, Inc.<br>| 31412 | &nbsp;&nbsp; 1253339 |
|  | Banner Corp. | 231940 | &nbsp;&nbsp; 14397675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bar Harbor <br> Bankshares<br>| 64937 | &nbsp;&nbsp; 1885770 |
|  | BayCom Corp. | 50283 | &nbsp;&nbsp; 1358144 |
|  | BCB Bancorp, Inc. | 70430 | &nbsp;&nbsp; 588795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hills <br> Bancorp, Inc.<br>| 188419 | &nbsp;&nbsp; 4642644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BGC Group, Inc., <br> Class A<br>| 1583891 | &nbsp;&nbsp; 14682670 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blue Foundry <br> Bancorp<br>| 93437 | &nbsp;&nbsp; 798886 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blue Ridge <br> Bankshares, Inc.<br>| 59480 | &nbsp;&nbsp; $218292 |
|  | BOK Financial Corp. | 235812 | &nbsp;&nbsp; 23941992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bread Financial <br> Holdings, Inc.<br>| 218758 | &nbsp;&nbsp; 13409865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bridge Investment <br> Group Holdings, <br> Inc., Class A<br>| 63267 | &nbsp;&nbsp; 647854 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bridgewater <br> Bancshares, Inc.<br>| 79148 | &nbsp;&nbsp; 1231543 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Brighthouse Financial, <br> Inc.<br>| 261903 | &nbsp;&nbsp; 12532059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brookline Bancorp, <br> Inc.<br>| 385353 | &nbsp;&nbsp; 3976843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Burke & Herbert <br> Financial Services <br> Corp.<br>| 30541 | &nbsp;&nbsp; 1771073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Business First <br> Bancshares, Inc.<br>| 82617 | &nbsp;&nbsp; 1962154 |
| \* | BV Financial, Inc. | 925 | &nbsp;&nbsp; 14467 |
|  | Byline Bancorp, Inc. | 191034 | &nbsp;&nbsp; 5024194 |
|  | C&F Financial Corp. | 14393 | &nbsp;&nbsp; 918993 |
|  | Cadence Bank | 837255 | &nbsp;&nbsp; 29178337 |
| \* | California BanCorp | 4791 | &nbsp;&nbsp; 71817 |
| » | &nbsp;&nbsp;&nbsp;&nbsp; California First <br> Leasing Corp.<br>| 1063 | &nbsp;&nbsp; 20622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Camden National <br> Corp.<br>| 82053 | &nbsp;&nbsp; 3094219 |
| \* | Cantaloupe, Inc. | 232285 | &nbsp;&nbsp; 2571395 |
|  | Capital Bancorp, Inc. | 39657 | &nbsp;&nbsp; 1248402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capital City Bank <br> Group, Inc.<br>| 97142 | &nbsp;&nbsp; 3845852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capitol Federal <br> Financial, Inc.<br>| 572651 | &nbsp;&nbsp; 3447359 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Carter Bankshares, <br> Inc.<br>| 94297 | &nbsp;&nbsp; 1638882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cass Information <br> Systems, Inc.<br>| 81845 | &nbsp;&nbsp; 3274618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay General <br> Bancorp<br>| 315365 | &nbsp;&nbsp; 14260805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CB Financial Services, <br> Inc.<br>| 5273 | &nbsp;&nbsp; 166917 |
| \* | CCUR Holdings, Inc. | 16 | &nbsp;&nbsp; 31040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Pacific <br> Financial Corp.<br>| 118704 | &nbsp;&nbsp; 3164649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chemung Financial <br> Corp.<br>| 19078 | &nbsp;&nbsp; 965347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ChoiceOne Financial <br> Services, Inc.<br>| 11255 | &nbsp;&nbsp; 330897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens & Northern <br> Corp.<br>| 62073 | &nbsp;&nbsp; 1180628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens Community <br> Bancorp, Inc.<br>| 2418 | &nbsp;&nbsp; 35641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens Financial <br> Services, Inc.<br>| 509 | &nbsp;&nbsp; 27328 |
|  | City Holding Co. | 93697 | &nbsp;&nbsp; 11440404 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Civista Bancshares, <br> Inc.<br>| 67168 | &nbsp;&nbsp; $1307761 |
|  | CNB Financial Corp. | 121562 | &nbsp;&nbsp; 2789848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CNO Financial Group, <br> Inc.<br>| 444470 | &nbsp;&nbsp; 16374275 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Coastal Financial <br> Corp.<br>| 60779 | &nbsp;&nbsp; 5846940 |
| # | Cohen & Steers, Inc. | 269097 | &nbsp;&nbsp; 19794775 |
|  | Colony Bankcorp, Inc. | 48429 | &nbsp;&nbsp; 793751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking <br> System, Inc.<br>| 465330 | &nbsp;&nbsp; 11074854 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Columbia Financial, <br> Inc.<br>| 280214 | &nbsp;&nbsp; 4032279 |
|  | Comerica, Inc. | 416763 | &nbsp;&nbsp; 28160676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commerce <br> Bancshares, Inc.<br>| 435815 | &nbsp;&nbsp; 26671878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community Financial <br> System, Inc.<br>| 238875 | &nbsp;&nbsp; 12588712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community Trust <br> Bancorp, Inc.<br>| 142891 | &nbsp;&nbsp; 7713256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community West <br> Bancshares<br>| 73851 | &nbsp;&nbsp; 1421632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ConnectOne Bancorp, <br> Inc.<br>| 214669 | &nbsp;&nbsp; 4943827 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Consumer Portfolio <br> Services, Inc.<br>| 145523 | &nbsp;&nbsp; 1149632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crawford & Co. <br> (CRD/A US), <br> Class A<br>| 180566 | &nbsp;&nbsp; 1728017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crawford & Co. <br> (CRD/B US), <br> Class B<br>| 148910 | &nbsp;&nbsp; 1371461 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Credit Acceptance <br> Corp.<br>| 38523 | &nbsp;&nbsp; 18887056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cullen/Frost Bankers, <br> Inc.<br>| 181694 | &nbsp;&nbsp; 23149633 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Customers Bancorp, <br> Inc.<br>| 142722 | &nbsp;&nbsp; 9098528 |
|  | CVB Financial Corp. | 619862 | &nbsp;&nbsp; 11585221 |
| \* | Dave, Inc. | 30604 | &nbsp;&nbsp; 7216423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diamond Hill <br> Investment Group, <br> Inc.<br>| 20833 | &nbsp;&nbsp; 2824330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DigitalBridge Group, <br> Inc.<br>| 461968 | &nbsp;&nbsp; 4961536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dime Community <br> Bancshares, Inc.<br>| 179742 | &nbsp;&nbsp; 4980651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Donegal Group, Inc. <br> (DGICA US), <br> Class A<br>| 175304 | &nbsp;&nbsp; 3006464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Donegal Group, Inc. <br> (DGICB US), <br> Class B<br>| 5267 | &nbsp;&nbsp; 81639 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Donnelley Financial <br> Solutions, Inc.<br>| 124323 | &nbsp;&nbsp; 6584146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagle Bancorp <br> Montana, Inc.<br>| 14046 | &nbsp;&nbsp; 226422 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Eagle Bancorp, Inc. | 131238 | &nbsp;&nbsp; $2111619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagle Financial <br> Services, Inc.<br>| 779 | &nbsp;&nbsp; 25715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastern Bankshares, <br> Inc.<br>| 737310 | &nbsp;&nbsp; 11391439 |
| \* | eHealth, Inc. | 88133 | &nbsp;&nbsp; 299652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Employers Holdings, <br> Inc.<br>| 196289 | &nbsp;&nbsp; 8102810 |
|  | Enact Holdings, Inc. | 162408 | &nbsp;&nbsp; 5645302 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Encore Capital Group, <br> Inc.<br>| 145402 | &nbsp;&nbsp; 5362426 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enova International, <br> Inc.<br>| 143080 | &nbsp;&nbsp; 14960445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enterprise Financial <br> Services Corp.<br>| 168559 | &nbsp;&nbsp; 9302771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Equity Bancshares, <br> Inc., Class A<br>| 111978 | &nbsp;&nbsp; 4208133 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Esquire Financial <br> Holdings, Inc.<br>| 36187 | &nbsp;&nbsp; 3469610 |
|  | Essent Group Ltd. | 484121 | &nbsp;&nbsp; 27105935 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Euronet Worldwide, <br> Inc.<br>| 176246 | &nbsp;&nbsp; 17127586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evercore, Inc., <br> Class A<br>| 73887 | &nbsp;&nbsp; 22250331 |
|  | EVERTEC, Inc. | 304377 | &nbsp;&nbsp; 11003229 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; EZCORP, Inc., <br> Class A<br>| 279360 | &nbsp;&nbsp; 4000435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; F&G Annuities & Life, <br> Inc.<br>| 60999 | &nbsp;&nbsp; 1946478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Farmers & Merchants <br> Bancorp, Inc.<br>| 22173 | &nbsp;&nbsp; 532374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Farmers National <br> Banc Corp.<br>| 157343 | &nbsp;&nbsp; 2130424 |
|  | FB Financial Corp. | 198226 | &nbsp;&nbsp; 9665500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Federal Agricultural <br> Mortgage Corp. <br> (AGM US), Class C<br>| 41654 | &nbsp;&nbsp; 7175735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Federal Agricultural <br> Mortgage Corp. <br> (AGM/A US), <br> Class A<br>| 2089 | &nbsp;&nbsp; 267392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Federated Hermes, <br> Inc.<br>| 447506 | &nbsp;&nbsp; 22182872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelis Insurance <br> Holdings Ltd.<br>| 93624 | &nbsp;&nbsp; 1414659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelity D&D Bancorp, <br> Inc.<br>| 1359 | &nbsp;&nbsp; 54958 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Finance of America <br> Cos., Inc., Class A<br>| 1860 | &nbsp;&nbsp; 40046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Financial Institutions, <br> Inc.<br>| 83438 | &nbsp;&nbsp; 2126835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First American <br> Financial Corp.<br>| 337827 | &nbsp;&nbsp; 20286511 |
|  | First BanCorp | 1014149 | &nbsp;&nbsp; 21124724 |
|  | First Bancorp, Inc. | 57115 | &nbsp;&nbsp; 1439869 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First <br> Bancorp/Southern <br> Pines NC<br>| 192097 | &nbsp;&nbsp; $9622139 |
|  | First Bank | 99290 | &nbsp;&nbsp; 1479421 |
|  | First Busey Corp. | 361980 | &nbsp;&nbsp; 8079394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Business <br> Financial Services, <br> Inc.<br>| 47633 | &nbsp;&nbsp; 2268283 |
|  | First Capital, Inc. | 1242 | &nbsp;&nbsp; 44116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Commonwealth <br> Financial Corp.<br>| 503715 | &nbsp;&nbsp; 8316335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Community <br> Bankshares, Inc.<br>| 143291 | &nbsp;&nbsp; 5230122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Community <br> Corp.<br>| 12385 | &nbsp;&nbsp; 306838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Financial <br> Bancorp<br>| 571313 | &nbsp;&nbsp; 13848627 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; First Financial <br> Bankshares, Inc.<br>| 630193 | &nbsp;&nbsp; 21817282 |
|  | First Financial Corp. | 53093 | &nbsp;&nbsp; 2843130 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; First Financial <br> Northwest, Inc.<br>| 81969 | &nbsp;&nbsp; 98363 |
| \* | First Foundation, Inc. | 318446 | &nbsp;&nbsp; 1550832 |
|  | First Hawaiian, Inc. | 521933 | &nbsp;&nbsp; 12656875 |
|  | First Horizon Corp. | 1222239 | &nbsp;&nbsp; 26657033 |
|  | First Internet Bancorp | 43189 | &nbsp;&nbsp; 947135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Interstate <br> BancSystem, Inc., <br> Class A<br>| 452621 | &nbsp;&nbsp; 13030959 |
|  | First Merchants Corp. | 262272 | &nbsp;&nbsp; 9997809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Mid Bancshares, <br> Inc.<br>| 64441 | &nbsp;&nbsp; 2446825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Northwest <br> Bancorp<br>| 24815 | &nbsp;&nbsp; 189835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Savings Financial <br> Group, Inc.<br>| 6026 | &nbsp;&nbsp; 154145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First U.S. Bancshares, <br> Inc.<br>| 2966 | &nbsp;&nbsp; 39092 |
|  | First United Corp. | 35540 | &nbsp;&nbsp; 1168200 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Western <br> Financial, Inc.<br>| 16259 | &nbsp;&nbsp; 351926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FirstCash Holdings, <br> Inc.<br>| 198895 | &nbsp;&nbsp; 26510715 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Firstsun Capital <br> Bancorp<br>| 8576 | &nbsp;&nbsp; 304877 |
|  | Five Star Bancorp | 32332 | &nbsp;&nbsp; 972870 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Flagstar Financial, <br> Inc.<br>| 1094582 | &nbsp;&nbsp; 12357831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flushing Financial <br> Corp.<br>| 137207 | &nbsp;&nbsp; 1645112 |
| \* | Flywire Corp. | 361361 | &nbsp;&nbsp; 3935221 |
|  | FNB Corp. | 1630121 | &nbsp;&nbsp; 24973454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Financial <br> Services Corp.<br>| 1411 | &nbsp;&nbsp; 56722 |
|  | FS Bancorp, Inc. | 41535 | &nbsp;&nbsp; 1623603 |
|  | Fulton Financial Corp. | 817734 | &nbsp;&nbsp; 14678325 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Fundamental Global, <br> Inc.<br>| 1993 | &nbsp;&nbsp; $41434 |
| \* | FVCBankcorp, Inc. | 28111 | &nbsp;&nbsp; 360102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GCM Grosvenor, Inc., <br> Class A<br>| 109385 | &nbsp;&nbsp; 1289649 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Genworth Financial, <br> Inc.<br>| 2369044 | &nbsp;&nbsp; 18620686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; German American <br> Bancorp, Inc.<br>| 157563 | &nbsp;&nbsp; 6053570 |
|  | Glacier Bancorp, Inc. | 510618 | &nbsp;&nbsp; 22380387 |
|  | Globe Life, Inc. | 182208 | &nbsp;&nbsp; 25594758 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GoHealth, Inc., <br> Class A<br>| 18764 | &nbsp;&nbsp; 115023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goosehead Insurance, <br> Inc., Class A<br>| 97523 | &nbsp;&nbsp; 8865816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Southern <br> Bancorp, Inc.<br>| 82792 | &nbsp;&nbsp; 4714176 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Green Dot Corp., <br> Class A<br>| 165248 | &nbsp;&nbsp; 1672310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greene County <br> Bancorp, Inc.<br>| 19298 | &nbsp;&nbsp; 457170 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Greenlight Capital Re <br> Ltd., Class A<br>| 152429 | &nbsp;&nbsp; 1981577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guaranty Bancshares, <br> Inc.<br>| 46731 | &nbsp;&nbsp; 2037939 |
| \* | Hagerty, Inc., Class A | 5014 | &nbsp;&nbsp; 50942 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hamilton Insurance <br> Group Ltd., <br> Class B<br>| 39433 | &nbsp;&nbsp; 847415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hamilton Lane, Inc., <br> Class A<br>| 157480 | &nbsp;&nbsp; 23984204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hancock Whitney <br> Corp.<br>| 398117 | &nbsp;&nbsp; 23775547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanmi Financial <br> Corp.<br>| 135918 | &nbsp;&nbsp; 3100290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanover Bancorp, <br> Inc.<br>| 864 | &nbsp;&nbsp; 17980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanover Insurance <br> Group, Inc.<br>| 156155 | &nbsp;&nbsp; 26800883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HarborOne Bancorp, <br> Inc.<br>| 230995 | &nbsp;&nbsp; 2732671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hawthorn Bancshares, <br> Inc.<br>| 7075 | &nbsp;&nbsp; 201779 |
|  | HBT Financial, Inc. | 74725 | &nbsp;&nbsp; 1858411 |
|  | HCI Group, Inc. | 52199 | &nbsp;&nbsp; 7309948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Commerce <br> Corp.<br>| 330703 | &nbsp;&nbsp; 3059003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Financial <br> Corp.<br>| 198931 | &nbsp;&nbsp; 4483905 |
| \* | Heritage Global, Inc. | 14047 | &nbsp;&nbsp; 30201 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Insurance <br> Holdings, Inc.<br>| 130541 | &nbsp;&nbsp; 2753110 |
|  | Hilltop Holdings, Inc. | 288578 | &nbsp;&nbsp; 8541909 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hingham Institution <br> For Savings<br>| 9469 | &nbsp;&nbsp; 2318769 |
| #\* | Hippo Holdings, Inc. | 47225 | &nbsp;&nbsp; 1220294 |
|  | Home Bancorp, Inc. | 33017 | &nbsp;&nbsp; 1726459 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Home BancShares, <br> Inc.<br>| 888217 | &nbsp;&nbsp; $25012191 |
| \* | HomeStreet, Inc. | 55113 | &nbsp;&nbsp; 720878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HomeTrust <br> Bancshares, Inc.<br>| 68693 | &nbsp;&nbsp; 2669410 |
|  | Hope Bancorp, Inc. | 703276 | &nbsp;&nbsp; 7025727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Horace Mann <br> Educators Corp.<br>| 183429 | &nbsp;&nbsp; 7801235 |
|  | Horizon Bancorp, Inc. | 332524 | &nbsp;&nbsp; 5150797 |
|  | Houlihan Lokey, Inc. | 32927 | &nbsp;&nbsp; 6277862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Independent Bank <br> Corp. (IBCP US)<br>| 93205 | &nbsp;&nbsp; 2847413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Independent Bank <br> Corp. (INDB US)<br>| 223687 | &nbsp;&nbsp; 14215309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Bancshares Corp.<br>| 438661 | &nbsp;&nbsp; 29907907 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; International Money <br> Express, Inc.<br>| 110642 | &nbsp;&nbsp; 994672 |
|  | Invesco Ltd. | 1343454 | &nbsp;&nbsp; 28225969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Investar Holding <br> Corp.<br>| 28513 | &nbsp;&nbsp; 618732 |
|  | Investors Title Co. | 9108 | &nbsp;&nbsp; 1923792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jackson Financial, <br> Inc., Class A<br>| 277053 | &nbsp;&nbsp; 24258761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; James River Group <br> Holdings Ltd.<br>| 8029 | &nbsp;&nbsp; 45765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Janus Henderson <br> Group PLC<br>| 604074 | &nbsp;&nbsp; 26156404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jefferies Financial <br> Group, Inc.<br>| 103139 | &nbsp;&nbsp; 5946995 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Katapult Holdings, <br> Inc.<br>| 1600 | &nbsp;&nbsp; 18832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kearny Financial <br> Corp.<br>| 282050 | &nbsp;&nbsp; 1672557 |
|  | Kemper Corp. | 291949 | &nbsp;&nbsp; 17981139 |
| \* | Kestrel Group Ltd. | 25911 | &nbsp;&nbsp; 704261 |
| \* | Kingstone Cos., Inc. | 37029 | &nbsp;&nbsp; 606905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinsale Capital Group, <br> Inc.<br>| 25303 | &nbsp;&nbsp; 11150779 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lake Shore Bancorp, <br> Inc.<br>| 727 | &nbsp;&nbsp; 8949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lakeland Financial <br> Corp.<br>| 116592 | &nbsp;&nbsp; 7388435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Landmark Bancorp, <br> Inc.<br>| 17920 | &nbsp;&nbsp; 435278 |
| # | Lazard, Inc. | 283493 | &nbsp;&nbsp; 14735966 |
|  | LCNB Corp. | 41746 | &nbsp;&nbsp; 616171 |
| #\* | Lemonade, Inc. | 18056 | &nbsp;&nbsp; 680350 |
| \* | LendingClub Corp. | 498768 | &nbsp;&nbsp; 7775793 |
| \* | LendingTree, Inc. | 48474 | &nbsp;&nbsp; 2262766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lincoln National <br> Corp.<br>| 653857 | &nbsp;&nbsp; 24918490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Live Oak Bancshares, <br> Inc.<br>| 198202 | &nbsp;&nbsp; 6265165 |
|  | Magyar Bancorp, Inc. | 5370 | &nbsp;&nbsp; 90646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MainStreet <br> Bancshares, Inc.<br>| 11630 | &nbsp;&nbsp; 234926 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MarketAxess <br> Holdings, Inc.<br>| 122621 | &nbsp;&nbsp; $25198615 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Marqeta, Inc., <br> Class A<br>| 1900295 | &nbsp;&nbsp; 10831682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercantile Bank <br> Corp.<br>| 104035 | &nbsp;&nbsp; 4753359 |
|  | Merchants Bancorp | 178894 | &nbsp;&nbsp; 5241594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercury General <br> Corp.<br>| 197237 | &nbsp;&nbsp; 13658662 |
|  | Meridian Corp. | 29501 | &nbsp;&nbsp; 434550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metrocity Bankshares, <br> Inc.<br>| 75404 | &nbsp;&nbsp; 2081150 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Bank <br> Holding Corp.<br>| 25099 | &nbsp;&nbsp; 1770483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MGIC Investment <br> Corp.<br>| 1083205 | &nbsp;&nbsp; 28055009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mid Penn Bancorp, <br> Inc.<br>| 30696 | &nbsp;&nbsp; 842605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Middlefield Banc <br> Corp.<br>| 930 | &nbsp;&nbsp; 25901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Midland States <br> Bancorp, Inc.<br>| 93900 | &nbsp;&nbsp; 1592544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MidWestOne Financial <br> Group, Inc.<br>| 46143 | &nbsp;&nbsp; 1270778 |
|  | Moelis & Co., Class A | 218768 | &nbsp;&nbsp; 15344388 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mr. Cooper Group, <br> Inc.<br>| 288190 | &nbsp;&nbsp; 44876947 |
|  | MVB Financial Corp. | 26064 | &nbsp;&nbsp; 592695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bank <br> Holdings Corp., <br> Class A<br>| 171353 | &nbsp;&nbsp; 6350342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bankshares, <br> Inc.<br>| 23039 | &nbsp;&nbsp; 639563 |
|  | Navient Corp. | 737768 | &nbsp;&nbsp; 9546718 |
|  | NBT Bancorp, Inc. | 275304 | &nbsp;&nbsp; 11392080 |
| \* | NCR Atleos Corp. | 330407 | &nbsp;&nbsp; 10110454 |
|  | Nelnet, Inc., Class A | 220254 | &nbsp;&nbsp; 27481092 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NerdWallet, Inc., <br> Class A<br>| 187076 | &nbsp;&nbsp; 1981135 |
| \* | NI Holdings, Inc. | 19004 | &nbsp;&nbsp; 242111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nicolet Bankshares, <br> Inc.<br>| 64957 | &nbsp;&nbsp; 8379453 |
| \* | NMI Holdings, Inc. | 356402 | &nbsp;&nbsp; 13300923 |
|  | Northeast Bank | 36941 | &nbsp;&nbsp; 3663439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northeast Community <br> Bancorp, Inc.<br>| 39741 | &nbsp;&nbsp; 821049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northfield Bancorp, <br> Inc.<br>| 218995 | &nbsp;&nbsp; 2332297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northrim BanCorp, <br> Inc.<br>| 40471 | &nbsp;&nbsp; 3380543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northwest <br> Bancshares, Inc.<br>| 661595 | &nbsp;&nbsp; 7740662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Norwood Financial <br> Corp.<br>| 15914 | &nbsp;&nbsp; 385755 |
|  | Oak Valley Bancorp | 10238 | &nbsp;&nbsp; 272843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OceanFirst Financial <br> Corp.<br>| 252647 | &nbsp;&nbsp; 4239417 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | OFG Bancorp | 259646 | &nbsp;&nbsp; $11066113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ohio Valley Banc <br> Corp.<br>| 18743 | &nbsp;&nbsp; 604274 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Old Market Capital <br> Corp.<br>| 33215 | &nbsp;&nbsp; 191318 |
|  | Old National Bancorp | 1403557 | &nbsp;&nbsp; 29629088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Republic <br> International Corp.<br>| 742636 | &nbsp;&nbsp; 26861144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Second Bancorp, <br> Inc.<br>| 195393 | &nbsp;&nbsp; 3315819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OneMain Holdings, <br> Inc.<br>| 478449 | &nbsp;&nbsp; 27649568 |
| \* | Onity Group, Inc. | 33469 | &nbsp;&nbsp; 1262451 |
|  | OP Bancorp | 45454 | &nbsp;&nbsp; 581811 |
| #\* | Open Lending Corp. | 237834 | &nbsp;&nbsp; 520856 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oportun Financial <br> Corp.<br>| 90400 | &nbsp;&nbsp; 554152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oppenheimer <br> Holdings, Inc., <br> Class A<br>| 55443 | &nbsp;&nbsp; 4203134 |
|  | OppFi, Inc. | 4235 | &nbsp;&nbsp; 45060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orange County <br> Bancorp, Inc.<br>| 8445 | &nbsp;&nbsp; 211041 |
|  | Origin Bancorp, Inc. | 93255 | &nbsp;&nbsp; 3408470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orrstown Financial <br> Services, Inc.<br>| 59140 | &nbsp;&nbsp; 1943340 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Oscar Health, Inc., <br> Class A<br>| 780920 | &nbsp;&nbsp; 10971926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Premier <br> Bancorp, Inc.<br>| 471720 | &nbsp;&nbsp; 10222172 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Palomar Holdings, <br> Inc.<br>| 108169 | &nbsp;&nbsp; 14331311 |
|  | Park National Corp. | 74160 | &nbsp;&nbsp; 12004279 |
|  | Parke Bancorp, Inc. | 25505 | &nbsp;&nbsp; 526678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pathward Financial, <br> Inc.<br>| 148235 | &nbsp;&nbsp; 11210272 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Paymentus Holdings, <br> Inc., Class A<br>| 131495 | &nbsp;&nbsp; 3666081 |
| \* | Payoneer Global, Inc. | 1462823 | &nbsp;&nbsp; 9610747 |
| #\* | Paysafe Ltd. | 197988 | &nbsp;&nbsp; 2405554 |
| #\* | Paysign, Inc. | 58521 | &nbsp;&nbsp; 435396 |
|  | PCB Bancorp | 32577 | &nbsp;&nbsp; 665874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peapack-Gladstone <br> Financial Corp.<br>| 87214 | &nbsp;&nbsp; 2222213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PennyMac Financial <br> Services, Inc.<br>| 232008 | &nbsp;&nbsp; 21609225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peoples Bancorp of <br> North Carolina, Inc.<br>| 17439 | &nbsp;&nbsp; 500674 |
|  | Peoples Bancorp, Inc. | 162619 | &nbsp;&nbsp; 4657408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peoples Financial <br> Services Corp.<br>| 23221 | &nbsp;&nbsp; 1131095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Perella Weinberg <br> Partners<br>| 9378 | &nbsp;&nbsp; 186997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pinnacle Financial <br> Partners, Inc.<br>| 266450 | &nbsp;&nbsp; 23418290 |
| \* | Pioneer Bancorp, Inc. | 1272 | &nbsp;&nbsp; 15607 |
|  | Piper Sandler Cos. | 79607 | &nbsp;&nbsp; 25101679 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; PJT Partners, Inc., <br> Class A<br>| 105578 | &nbsp;&nbsp; $18858342 |
|  | Plumas Bancorp | 8336 | &nbsp;&nbsp; 343943 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ponce Financial <br> Group, Inc.<br>| 94896 | &nbsp;&nbsp; 1333289 |
|  | Popular, Inc. | 286370 | &nbsp;&nbsp; 32812275 |
| \* | PRA Group, Inc. | 170213 | &nbsp;&nbsp; 2587238 |
|  | Preferred Bank | 75305 | &nbsp;&nbsp; 6839200 |
|  | Primerica, Inc. | 99634 | &nbsp;&nbsp; 26465779 |
|  | Primis Financial Corp. | 71426 | &nbsp;&nbsp; 799257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Princeton Bancorp, <br> Inc.<br>| 2333 | &nbsp;&nbsp; 70433 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Priority Technology <br> Holdings, Inc.<br>| 64130 | &nbsp;&nbsp; 439291 |
| \* | ProAssurance Corp. | 190960 | &nbsp;&nbsp; 4537210 |
|  | PROG Holdings, Inc. | 226316 | &nbsp;&nbsp; 7205901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prosperity <br> Bancshares, Inc.<br>| 307844 | &nbsp;&nbsp; 20508567 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Provident Bancorp, <br> Inc.<br>| 9039 | &nbsp;&nbsp; 110366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Provident Financial <br> Holdings, Inc.<br>| 45781 | &nbsp;&nbsp; 701594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Provident Financial <br> Services, Inc.<br>| 587724 | &nbsp;&nbsp; 10708331 |
|  | QCR Holdings, Inc. | 95680 | &nbsp;&nbsp; 6793280 |
|  | Radian Group, Inc. | 223172 | &nbsp;&nbsp; 7277639 |
|  | RBB Bancorp | 40645 | &nbsp;&nbsp; 736081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Red River <br> Bancshares, Inc.<br>| 15066 | &nbsp;&nbsp; 906521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Regional Management <br> Corp.<br>| 82064 | &nbsp;&nbsp; 2727807 |
| \* | Remitly Global, Inc. | 662807 | &nbsp;&nbsp; 10936315 |
| # | Renasant Corp. | 405401 | &nbsp;&nbsp; 14853893 |
| \* | Repay Holdings Corp. | 325567 | &nbsp;&nbsp; 1601790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Republic Bancorp, <br> Inc., Class A<br>| 101470 | &nbsp;&nbsp; 6987224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Richmond Mutual <br> BanCorp, Inc.<br>| 9952 | &nbsp;&nbsp; 137736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riverview Bancorp, <br> Inc.<br>| 90918 | &nbsp;&nbsp; 448226 |
|  | RLI Corp. | 411436 | &nbsp;&nbsp; 27150662 |
| #\* | Root, Inc., Class A | 19206 | &nbsp;&nbsp; 2324502 |
|  | S&T Bancorp, Inc. | 192260 | &nbsp;&nbsp; 7044406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Safety Insurance <br> Group, Inc.<br>| 93921 | &nbsp;&nbsp; 6607342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SB Financial Group, <br> Inc.<br>| 11956 | &nbsp;&nbsp; 224892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seacoast Banking <br> Corp. of Florida<br>| 377937 | &nbsp;&nbsp; 10654044 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Security National <br> Financial Corp., <br> Class A<br>| 67353 | &nbsp;&nbsp; 571153 |
|  | SEI Investments Co. | 291729 | &nbsp;&nbsp; 25707159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Selective Insurance <br> Group, Inc.<br>| 272464 | &nbsp;&nbsp; 21244018 |
| \* | Selectquote, Inc. | 313860 | &nbsp;&nbsp; 552394 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ServisFirst <br> Bancshares, Inc.<br>| 249144 | &nbsp;&nbsp; $19595176 |
| #\* | Sezzle, Inc. | 10241 | &nbsp;&nbsp; 1585716 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Shift4 Payments, Inc., <br> Class A<br>| 238815 | &nbsp;&nbsp; 24597945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shore Bancshares, <br> Inc.<br>| 118599 | &nbsp;&nbsp; 1839470 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Siebert Financial <br> Corp.<br>| 5817 | &nbsp;&nbsp; 23675 |
|  | Sierra Bancorp | 62830 | &nbsp;&nbsp; 1842176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Silvercrest Asset <br> Management <br> Group, Inc., <br> Class A<br>| 39954 | &nbsp;&nbsp; 653647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Simmons First <br> National Corp., <br> Class A<br>| 551738 | &nbsp;&nbsp; 10576817 |
| \* | SiriusPoint Ltd. | 524431 | &nbsp;&nbsp; 10284092 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Skyward Specialty <br> Insurance Group, <br> Inc.<br>| 114769 | &nbsp;&nbsp; 5805016 |
|  | SLM Corp. | 953569 | &nbsp;&nbsp; 30323494 |
|  | SmartFinancial, Inc. | 69763 | &nbsp;&nbsp; 2390080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sound Financial <br> Bancorp, Inc.<br>| 100 | &nbsp;&nbsp; 4605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; South Plains <br> Financial, Inc.<br>| 48985 | &nbsp;&nbsp; 1817833 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Southern First <br> Bancshares, Inc.<br>| 25608 | &nbsp;&nbsp; 1064268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Missouri <br> Bancorp, Inc.<br>| 49270 | &nbsp;&nbsp; 2665014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southside <br> Bancshares, Inc.<br>| 135906 | &nbsp;&nbsp; 4001073 |
|  | SouthState Corp. | 459351 | &nbsp;&nbsp; 43257084 |
|  | SR Bancorp, Inc. | 1384 | &nbsp;&nbsp; 19265 |
|  | Stellar Bancorp, Inc. | 216516 | &nbsp;&nbsp; 6393717 |
| \*†† | Sterling Bancorp, Inc. | 78172 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stewart Information <br> Services Corp.<br>| 140130 | &nbsp;&nbsp; 9098641 |
| # | Stifel Financial Corp. | 229967 | &nbsp;&nbsp; 26243834 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Stock Yards Bancorp, <br> Inc.<br>| 145142 | &nbsp;&nbsp; 10850816 |
| \* | StoneX Group, Inc. | 227547 | &nbsp;&nbsp; 22126670 |
|  | Summit State Bank | 1117 | &nbsp;&nbsp; 13672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Synovus Financial <br> Corp.<br>| 524742 | &nbsp;&nbsp; 24788812 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Texas Capital <br> Bancshares, Inc.<br>| 209022 | &nbsp;&nbsp; 17551577 |
|  | TFS Financial Corp. | 499095 | &nbsp;&nbsp; 6543135 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Third Coast <br> Bancshares, Inc.<br>| 21086 | &nbsp;&nbsp; 793888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Timberland Bancorp, <br> Inc.<br>| 63690 | &nbsp;&nbsp; 1992860 |
|  | Tiptree, Inc. | 268727 | &nbsp;&nbsp; 5584147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tompkins Financial <br> Corp.<br>| 61390 | &nbsp;&nbsp; 3970705 |
|  | Towne Bank | 318616 | &nbsp;&nbsp; 11161118 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | TriCo Bancshares | 179307 | &nbsp;&nbsp; $7373104 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Triumph Financial, <br> Inc.<br>| 106501 | &nbsp;&nbsp; 6040737 |
| #\* | Trupanion, Inc. | 85252 | &nbsp;&nbsp; 4041797 |
|  | TrustCo Bank Corp. | 85553 | &nbsp;&nbsp; 2871159 |
|  | Trustmark Corp. | 332593 | &nbsp;&nbsp; 12389089 |
|  | UMB Financial Corp. | 383690 | &nbsp;&nbsp; 42202063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Union Bankshares, <br> Inc.<br>| 5622 | &nbsp;&nbsp; 152975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Bancshares, <br> Inc.<br>| 700 | &nbsp;&nbsp; 20545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Bankshares, <br> Inc.<br>| 648086 | &nbsp;&nbsp; 23020015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Community <br> Banks, Inc.<br>| 546357 | &nbsp;&nbsp; 16663888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Fire Group, <br> Inc.<br>| 104533 | &nbsp;&nbsp; 2775351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Security <br> Bancshares<br>| 75494 | &nbsp;&nbsp; 645474 |
|  | Unity Bancorp, Inc. | 50651 | &nbsp;&nbsp; 2487471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Insurance <br> Holdings, Inc.<br>| 128398 | &nbsp;&nbsp; 3035329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Univest Financial <br> Corp.<br>| 124694 | &nbsp;&nbsp; 3596175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; USCB Financial <br> Holdings, Inc.<br>| 12830 | &nbsp;&nbsp; 213491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valley National <br> Bancorp<br>| 2544068 | &nbsp;&nbsp; 23583510 |
|  | Value Line, Inc. | 19525 | &nbsp;&nbsp; 725159 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Velocity Financial, <br> Inc.<br>| 18727 | &nbsp;&nbsp; 310868 |
|  | Veritex Holdings, Inc. | 228149 | &nbsp;&nbsp; 7236886 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Victory Capital <br> Holdings, Inc., <br> Class A<br>| 265610 | &nbsp;&nbsp; 18303185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Virginia National <br> Bankshares Corp.<br>| 1327 | &nbsp;&nbsp; 48926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Virtu Financial, Inc., <br> Class A<br>| 392527 | &nbsp;&nbsp; 17326142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Virtus Investment <br> Partners, Inc.<br>| 31087 | &nbsp;&nbsp; 6009428 |
|  | Voya Financial, Inc. | 294985 | &nbsp;&nbsp; 20648950 |
|  | WaFd, Inc. | 360562 | &nbsp;&nbsp; 10494157 |
|  | Walker & Dunlop, Inc. | 152853 | &nbsp;&nbsp; 11465504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Washington Trust <br> Bancorp, Inc.<br>| 81373 | &nbsp;&nbsp; 2192189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Waterstone Financial, <br> Inc.<br>| 179051 | &nbsp;&nbsp; 2383169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Webster Financial <br> Corp.<br>| 391533 | &nbsp;&nbsp; 22571877 |
|  | WesBanco, Inc. | 430345 | &nbsp;&nbsp; 12966295 |
|  | West BanCorp, Inc. | 74656 | &nbsp;&nbsp; 1343061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westamerica <br> BanCorp<br>| 164073 | &nbsp;&nbsp; 7859097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western Alliance <br> Bancorp<br>| 333358 | &nbsp;&nbsp; 25855246 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western New England <br> Bancorp, Inc.<br>| 117515 | &nbsp;&nbsp; $1251535 |
| # | Western Union Co. | 1250233 | &nbsp;&nbsp; 10064376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westwood Holdings <br> Group, Inc.<br>| 18594 | &nbsp;&nbsp; 325023 |
| \* | WEX, Inc. | 116456 | &nbsp;&nbsp; 19760254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; White Mountains <br> Insurance Group <br> Ltd.<br>| 16140 | &nbsp;&nbsp; 28855092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wintrust Financial <br> Corp.<br>| 302299 | &nbsp;&nbsp; 38688226 |
| # | WisdomTree, Inc. | 661365 | &nbsp;&nbsp; 8776314 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; World Acceptance <br> Corp.<br>| 37936 | &nbsp;&nbsp; 5968092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WSFS Financial <br> Corp.<br>| 332278 | &nbsp;&nbsp; 18222126 |
|  | WVS Financial Corp. | 3422 | &nbsp;&nbsp; 41612 |
|  | Zions Bancorp NA | 458253 | &nbsp;&nbsp; 24571526 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | &nbsp;&nbsp; 3363217134 |
| HEALTH CARE — (8.9%) | HEALTH CARE — (8.9%) | HEALTH CARE — (8.9%) | HEALTH CARE — (8.9%) |
| \* | 89bio, Inc. | 185407 | &nbsp;&nbsp; 1761367 |
| #\* | Absci Corp. | 81215 | &nbsp;&nbsp; 229838 |
| \* | AC Immune SA | 14868 | &nbsp;&nbsp; 32115 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Acadia Healthcare <br> Co., Inc.<br>| 347931 | &nbsp;&nbsp; 7574458 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ACADIA <br> Pharmaceuticals, <br> Inc.<br>| 471576 | &nbsp;&nbsp; 11237656 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aclaris Therapeutics, <br> Inc.<br>| 7009 | &nbsp;&nbsp; 10724 |
| \* | AdaptHealth Corp. | 355605 | &nbsp;&nbsp; 3189777 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adaptive <br> Biotechnologies <br> Corp.<br>| 40208 | &nbsp;&nbsp; 411730 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Addus HomeCare <br> Corp.<br>| 82353 | &nbsp;&nbsp; 8793653 |
| #\* | ADMA Biologics, Inc. | 1009118 | &nbsp;&nbsp; 18870507 |
| #†† | Aduro Biotech, Inc. | 57164 | &nbsp;&nbsp; 21722 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adverum <br> Biotechnologies, <br> Inc.<br>| 44325 | &nbsp;&nbsp; 105937 |
| \* | agilon health, Inc. | 33743 | &nbsp;&nbsp; 60400 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Agios <br> Pharmaceuticals, <br> Inc.<br>| 164014 | &nbsp;&nbsp; 6104601 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Akebia Therapeutics, <br> Inc.<br>| 37240 | &nbsp;&nbsp; 137229 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Akero Therapeutics, <br> Inc.<br>| 98694 | &nbsp;&nbsp; 4821202 |
| †† | Albireo Pharma, Inc. | 36732 | &nbsp;&nbsp; 225902 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Aldeyra Therapeutics, <br> Inc.<br>| 193974 | &nbsp;&nbsp; 967930 |
| \* | Alector, Inc. | 38874 | &nbsp;&nbsp; 57922 |
| \* | Alkermes PLC | 740819 | &nbsp;&nbsp; 19624295 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Allogene <br> Therapeutics, Inc.<br>| 68545 | &nbsp;&nbsp; 84310 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| #\* | Altimmune, Inc. | 92177 | &nbsp;&nbsp; $340133 |
| \* | Amedisys, Inc. | 68164 | &nbsp;&nbsp; 6720970 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Shared <br> Hospital Services<br>| 3446 | &nbsp;&nbsp; 8684 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Well Corp., <br> Class A<br>| 1596 | &nbsp;&nbsp; 11731 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AMN Healthcare <br> Services, Inc.<br>| 172209 | &nbsp;&nbsp; 3158313 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amneal <br> Pharmaceuticals, <br> Inc.<br>| 1109893 | &nbsp;&nbsp; 8679363 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amphastar <br> Pharmaceuticals, <br> Inc.<br>| 212037 | &nbsp;&nbsp; 4442175 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amylyx <br> Pharmaceuticals, <br> Inc.<br>| 108144 | &nbsp;&nbsp; 868396 |
| \* | AngioDynamics, Inc. | 172093 | &nbsp;&nbsp; 1524744 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ANI Pharmaceuticals, <br> Inc.<br>| 92974 | &nbsp;&nbsp; 5889903 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anika Therapeutics, <br> Inc.<br>| 59515 | &nbsp;&nbsp; 491296 |
| #\* | Annexon, Inc. | 163040 | &nbsp;&nbsp; 391296 |
| \* | Apyx Medical Corp. | 17308 | &nbsp;&nbsp; 33058 |
| \* | Arcellx, Inc. | 60939 | &nbsp;&nbsp; 4350435 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Arcturus Therapeutics <br> Holdings, Inc.<br>| 118528 | &nbsp;&nbsp; 1447227 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arcus Biosciences, <br> Inc.<br>| 343431 | &nbsp;&nbsp; 3135525 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arrowhead <br> Pharmaceuticals, <br> Inc.<br>| 78965 | &nbsp;&nbsp; 1247647 |
| \* | Artivion, Inc. | 190547 | &nbsp;&nbsp; 5889808 |
| \* | Arvinas, Inc. | 141719 | &nbsp;&nbsp; 1054389 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Assembly <br> Biosciences, Inc.<br>| 1725 | &nbsp;&nbsp; 30921 |
| \* | Astrana Health, Inc. | 208720 | &nbsp;&nbsp; 4980059 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Astria Therapeutics, <br> Inc.<br>| 19602 | &nbsp;&nbsp; 135646 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atea Pharmaceuticals, <br> Inc.<br>| 145561 | &nbsp;&nbsp; 529842 |
| \* | AtriCure, Inc. | 161922 | &nbsp;&nbsp; 5683462 |
| \* | aTyr Pharma, Inc. | 60613 | &nbsp;&nbsp; 286093 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Aura Biosciences, <br> Inc.<br>| 93203 | &nbsp;&nbsp; 642169 |
| \* | Avanos Medical, Inc. | 189281 | &nbsp;&nbsp; 2114269 |
| \* | Avantor, Inc. | 981168 | &nbsp;&nbsp; 13186898 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aveanna Healthcare <br> Holdings, Inc.<br>| 15236 | &nbsp;&nbsp; 60487 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Avidity Biosciences, <br> Inc.<br>| 49901 | &nbsp;&nbsp; 1831866 |
| \* | Axogen, Inc. | 185576 | &nbsp;&nbsp; 2429190 |
| \* | Azenta, Inc. | 190704 | &nbsp;&nbsp; 6236021 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Beam Therapeutics, <br> Inc.<br>| 408693 | &nbsp;&nbsp; 8055339 |
| #\* | BioLife Solutions, Inc. | 187964 | &nbsp;&nbsp; 3996115 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BioMarin <br> Pharmaceutical, <br> Inc.<br>| 209862 | &nbsp;&nbsp; $12140517 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Bio-Rad Laboratories, <br> Inc., Class A<br>| 61469 | &nbsp;&nbsp; 14872425 |
| \* | Biote Corp., Class A | 165086 | &nbsp;&nbsp; 671900 |
|  | Bio-Techne Corp. | 369463 | &nbsp;&nbsp; 20220710 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bioventus, Inc., <br> Class A<br>| 140056 | &nbsp;&nbsp; 913165 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; BrightSpring Health <br> Services, Inc.<br>| 90546 | &nbsp;&nbsp; 1869775 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Brookdale Senior <br> Living, Inc.<br>| 947897 | &nbsp;&nbsp; 7346202 |
|  | Bruker Corp. | 409171 | &nbsp;&nbsp; 15724442 |
| \* | Butterfly Network, Inc. | 83653 | &nbsp;&nbsp; 143047 |
| #\* | Cardiff Oncology, Inc. | 5896 | &nbsp;&nbsp; 13974 |
| \* | CareCloud, Inc. | 5896 | &nbsp;&nbsp; 14032 |
| \* | CareDx, Inc. | 219651 | &nbsp;&nbsp; 2698413 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Castle Biosciences, <br> Inc.<br>| 121469 | &nbsp;&nbsp; 1840255 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Catalyst <br> Pharmaceuticals, <br> Inc.<br>| 356482 | &nbsp;&nbsp; 7603761 |
| \* | Celcuity, Inc. | 8741 | &nbsp;&nbsp; 342341 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Celldex Therapeutics, <br> Inc.<br>| 12696 | &nbsp;&nbsp; 279058 |
| \* | Certara, Inc. | 664051 | &nbsp;&nbsp; 6534262 |
| \* | CG oncology, Inc. | 4480 | &nbsp;&nbsp; 119571 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Champions Oncology, <br> Inc.<br>| 2099 | &nbsp;&nbsp; 13266 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Charles River <br> Laboratories <br> International, Inc.<br>| 178062 | &nbsp;&nbsp; 30206438 |
|  | Chemed Corp. | 39397 | &nbsp;&nbsp; 16243383 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Chinook Therapeutics, <br> Inc.<br>| 363217 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Clover Health <br> Investments Corp.<br>| 15016 | &nbsp;&nbsp; 43396 |
| \* | Codexis, Inc. | 125376 | &nbsp;&nbsp; 336008 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Collegium <br> Pharmaceutical, <br> Inc.<br>| 144580 | &nbsp;&nbsp; 4317159 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Community Health <br> Systems, Inc.<br>| 585976 | &nbsp;&nbsp; 1523538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concentra Group <br> Holdings Parent, <br> Inc.<br>| 757899 | &nbsp;&nbsp; 15135243 |
| # | CONMED Corp. | 139171 | &nbsp;&nbsp; 7118597 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Corcept Therapeutics, <br> Inc.<br>| 554502 | &nbsp;&nbsp; 37245899 |
| \* | CorVel Corp. | 366151 | &nbsp;&nbsp; 32440979 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Coya Therapeutics, <br> Inc.<br>| 4167 | &nbsp;&nbsp; 24794 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Crinetics <br> Pharmaceuticals, <br> Inc.<br>| 29085 | &nbsp;&nbsp; 831540 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; CRISPR Therapeutics <br> AG<br>| 288127 | &nbsp;&nbsp; $16210025 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cross Country <br> Healthcare, Inc.<br>| 257943 | &nbsp;&nbsp; 3469333 |
| \* | CryoPort, Inc. | 161031 | &nbsp;&nbsp; 1180357 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cullinan Therapeutics, <br> Inc.<br>| 163946 | &nbsp;&nbsp; 1273860 |
| \* | CVRx, Inc. | 15865 | &nbsp;&nbsp; 126285 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cytek Biosciences, <br> Inc.<br>| 427184 | &nbsp;&nbsp; 1537862 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CytomX Therapeutics, <br> Inc.<br>| 6402 | &nbsp;&nbsp; 14020 |
| \* | DaVita, Inc. | 141441 | &nbsp;&nbsp; 19854073 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Day One <br> Biopharmaceuticals, <br> Inc.<br>| 197865 | &nbsp;&nbsp; 1327674 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Definitive Healthcare <br> Corp.<br>| 249213 | &nbsp;&nbsp; 971931 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Denali Therapeutics, <br> Inc.<br>| 626951 | &nbsp;&nbsp; 8670732 |
|  | Dentsply Sirona, Inc. | 684448 | &nbsp;&nbsp; 9794451 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Design Therapeutics, <br> Inc.<br>| 24686 | &nbsp;&nbsp; 95535 |
| \* | Disc Medicine, Inc. | 29822 | &nbsp;&nbsp; 1782163 |
| \* | DocGo, Inc. | 66913 | &nbsp;&nbsp; 91002 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Doximity, Inc., <br> Class A<br>| 333863 | &nbsp;&nbsp; 19614451 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Dynavax Technologies <br> Corp.<br>| 597529 | &nbsp;&nbsp; 6560868 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Edgewise <br> Therapeutics, Inc.<br>| 236543 | &nbsp;&nbsp; 3373103 |
| \* | Editas Medicine, Inc. | 96586 | &nbsp;&nbsp; 242431 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Elanco Animal Health, <br> Inc.<br>| 1802571 | &nbsp;&nbsp; 24659171 |
| \* | Electromed, Inc. | 55590 | &nbsp;&nbsp; 1012294 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eledon <br> Pharmaceuticals, <br> Inc.<br>| 26084 | &nbsp;&nbsp; 82165 |
|  | Embecta Corp. | 106573 | &nbsp;&nbsp; 1082782 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Emergent <br> BioSolutions, Inc.<br>| 215351 | &nbsp;&nbsp; 1266264 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enanta <br> Pharmaceuticals, <br> Inc.<br>| 28964 | &nbsp;&nbsp; 219547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Encompass Health <br> Corp.<br>| 208944 | &nbsp;&nbsp; 23006824 |
| \* | Enhabit, Inc. | 191406 | &nbsp;&nbsp; 1286248 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enliven Therapeutics, <br> Inc.<br>| 6798 | &nbsp;&nbsp; 127870 |
| \* | Enovis Corp. | 250409 | &nbsp;&nbsp; 6710961 |
|  | Ensign Group, Inc. | 257749 | &nbsp;&nbsp; 38662350 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Entrada Therapeutics, <br> Inc.<br>| 24019 | &nbsp;&nbsp; 141232 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Envista Holdings <br> Corp.<br>| 705449 | &nbsp;&nbsp; 13325932 |
| \* | Erasca, Inc. | 105582 | &nbsp;&nbsp; 149399 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Evolent Health, Inc., <br> Class A<br>| 500125 | &nbsp;&nbsp; $5026256 |
| \* | Exact Sciences Corp. | 567262 | &nbsp;&nbsp; 26632951 |
| \* | Exelixis, Inc. | 531370 | &nbsp;&nbsp; 19246221 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EyePoint <br> Pharmaceuticals, <br> Inc.<br>| 2353 | &nbsp;&nbsp; 23106 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fate Therapeutics, <br> Inc.<br>| 195960 | &nbsp;&nbsp; 215556 |
| \* | FONAR Corp. | 27129 | &nbsp;&nbsp; 423484 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fulcrum Therapeutics, <br> Inc.<br>| 225100 | &nbsp;&nbsp; 1514923 |
| \* | Fulgent Genetics, Inc. | 130035 | &nbsp;&nbsp; 2234001 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GeneDx Holdings <br> Corp.<br>| 29413 | &nbsp;&nbsp; 2998655 |
| \* | Glaukos Corp. | 82118 | &nbsp;&nbsp; 7069539 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Globus Medical, Inc., <br> Class A<br>| 149216 | &nbsp;&nbsp; 7853238 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; GoodRx Holdings, <br> Inc., Class A<br>| 419077 | &nbsp;&nbsp; 2007379 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Gyre Therapeutics, <br> Inc.<br>| 6030 | &nbsp;&nbsp; 42512 |
| \* | Haemonetics Corp. | 208708 | &nbsp;&nbsp; 15452740 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Halozyme <br> Therapeutics, Inc.<br>| 499096 | &nbsp;&nbsp; 29930787 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Harmony Biosciences <br> Holdings, Inc.<br>| 230912 | &nbsp;&nbsp; 8123484 |
| #\* | Harrow, Inc. | 20213 | &nbsp;&nbsp; 641965 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Harvard Bioscience, <br> Inc.<br>| 139208 | &nbsp;&nbsp; 64829 |
| \* | Health Catalyst, Inc. | 220796 | &nbsp;&nbsp; 805905 |
| \* | HealthEquity, Inc. | 369098 | &nbsp;&nbsp; 35802506 |
|  | HealthStream, Inc. | 167295 | &nbsp;&nbsp; 4376437 |
| \* | Henry Schein, Inc. | 483414 | &nbsp;&nbsp; 32702957 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Hims & Hers Health, <br> Inc.<br>| 711615 | &nbsp;&nbsp; 47094681 |
| \* | ICU Medical, Inc. | 69310 | &nbsp;&nbsp; 8900097 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ideaya Biosciences, <br> Inc.<br>| 7971 | &nbsp;&nbsp; 194094 |
| \*†† | IMARA, Inc. | 8795 | &nbsp;&nbsp; 0 |
| \* | Immunome, Inc. | 3536 | &nbsp;&nbsp; 37199 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; InfuSystem Holdings, <br> Inc.<br>| 84637 | &nbsp;&nbsp; 473967 |
| #\* | Innoviva, Inc. | 286384 | &nbsp;&nbsp; 5203597 |
| \* | Inogen, Inc. | 102040 | &nbsp;&nbsp; 643872 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Inspire Medical <br> Systems, Inc.<br>| 93144 | &nbsp;&nbsp; 11600154 |
| #\* | Instil Bio, Inc. | 10258 | &nbsp;&nbsp; 246192 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Integer Holdings <br> Corp.<br>| 152343 | &nbsp;&nbsp; 16530739 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Integra LifeSciences <br> Holdings Corp.<br>| 158067 | &nbsp;&nbsp; 2077000 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Intellia Therapeutics, <br> Inc.<br>| 267141 | &nbsp;&nbsp; 3109521 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Iovance <br> Biotherapeutics, <br> Inc.<br>| 622756 | &nbsp;&nbsp; 1600483 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | iRadimed Corp. | 57164 | &nbsp;&nbsp; $3334948 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; iTeos Therapeutics, <br> Inc.<br>| 60348 | &nbsp;&nbsp; 611929 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Janux Therapeutics, <br> Inc.<br>| 13808 | &nbsp;&nbsp; 331599 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jasper Therapeutics, <br> Inc.<br>| 11595 | &nbsp;&nbsp; 33626 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Jazz Pharmaceuticals <br> PLC<br>| 235486 | &nbsp;&nbsp; 26993760 |
| \* | Joint Corp. | 28248 | &nbsp;&nbsp; 311858 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kewaunee Scientific <br> Corp.<br>| 13074 | &nbsp;&nbsp; 723515 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kezar Life Sciences, <br> Inc.<br>| 1272 | &nbsp;&nbsp; 5431 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kiniksa <br> Pharmaceuticals <br> International PLC<br>| 116752 | &nbsp;&nbsp; 3532916 |
| \* | Kodiak Sciences, Inc. | 99950 | &nbsp;&nbsp; 657171 |
| \* | Krystal Biotech, Inc. | 133667 | &nbsp;&nbsp; 20567341 |
| \* | Kura Oncology, Inc. | 168828 | &nbsp;&nbsp; 1021409 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kymera Therapeutics, <br> Inc.<br>| 67722 | &nbsp;&nbsp; 2962838 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Lantheus Holdings, <br> Inc.<br>| 310924 | &nbsp;&nbsp; 22134680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LeMaitre Vascular, <br> Inc.<br>| 101295 | &nbsp;&nbsp; 8229206 |
| \* | LENSAR, Inc. | 40133 | &nbsp;&nbsp; 517314 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LENZ Therapeutics, <br> Inc.<br>| 1979 | &nbsp;&nbsp; 58915 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LifeStance Health <br> Group, Inc.<br>| 600464 | &nbsp;&nbsp; 2389847 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ligand <br> Pharmaceuticals, <br> Inc.<br>| 81770 | &nbsp;&nbsp; 10759297 |
| #\* | LivaNova PLC | 232485 | &nbsp;&nbsp; 9808542 |
| \* | MacroGenics, Inc. | 56267 | &nbsp;&nbsp; 87777 |
| \* | MannKind Corp. | 1060723 | &nbsp;&nbsp; 4009533 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Maravai LifeSciences <br> Holdings, Inc., <br> Class A<br>| 264392 | &nbsp;&nbsp; 618677 |
| #\* | Masimo Corp. | 73180 | &nbsp;&nbsp; 11254352 |
| #\* | MaxCyte, Inc. | 290286 | &nbsp;&nbsp; 597989 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Medpace Holdings, <br> Inc.<br>| 61778 | &nbsp;&nbsp; 26391562 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Merit Medical <br> Systems, Inc.<br>| 266619 | &nbsp;&nbsp; 22625288 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Merrimack <br> Pharmaceuticals, <br> Inc.<br>| 88364 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mesa Laboratories, <br> Inc.<br>| 21434 | &nbsp;&nbsp; 1639272 |
| \* | MetaVia, Inc. | 355 | &nbsp;&nbsp; 215 |
| \* | MiMedx Group, Inc. | 485426 | &nbsp;&nbsp; 3490213 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Mineralys <br> Therapeutics, Inc.<br>| 16488 | &nbsp;&nbsp; 233305 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Mirati Therapeutics, <br> Inc.<br>| 13386 | &nbsp;&nbsp; 41095 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| #\* | ModivCare, Inc. | 32643 | &nbsp;&nbsp; $94338 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Molina Healthcare, <br> Inc.<br>| 8533 | &nbsp;&nbsp; 1347105 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Monte Rosa <br> Therapeutics, Inc.<br>| 67351 | &nbsp;&nbsp; 333387 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MoonLake <br> Immunotherapeutics<br>| 30169 | &nbsp;&nbsp; 1521724 |
| \* | Myriad Genetics, Inc. | 216424 | &nbsp;&nbsp; 831068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National HealthCare <br> Corp.<br>| 75289 | &nbsp;&nbsp; 7230003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Research <br> Corp.<br>| 99670 | &nbsp;&nbsp; 1245875 |
| #\* | Neogen Corp. | 671235 | &nbsp;&nbsp; 3121243 |
| \* | NeoGenomics, Inc. | 508185 | &nbsp;&nbsp; 2459615 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Neurocrine <br> Biosciences, Inc.<br>| 32431 | &nbsp;&nbsp; 4158627 |
| \* | Nexgel, Inc. | 152 | &nbsp;&nbsp; 345 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Niagen Bioscience, <br> Inc.<br>| 90636 | &nbsp;&nbsp; 847447 |
| \* | Nkarta, Inc. | 29223 | &nbsp;&nbsp; 63414 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nurix Therapeutics, <br> Inc.<br>| 7017 | &nbsp;&nbsp; 79011 |
| #\* | Nutex Health, Inc. | 1543 | &nbsp;&nbsp; 130862 |
| #\* | Nuvation Bio, Inc. | 107046 | &nbsp;&nbsp; 252629 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Olema <br> Pharmaceuticals, <br> Inc.<br>| 226266 | &nbsp;&nbsp; 1163007 |
| #\*» | &nbsp;&nbsp;&nbsp;&nbsp; OmniAb, Inc. <br> (2200963D US)<br>| 30196 | &nbsp;&nbsp; 0 |
| #\*» | &nbsp;&nbsp;&nbsp;&nbsp; OmniAb, Inc. <br> (2200964D US)<br>| 30196 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OmniAb, Inc. (OABI <br> UQ)<br>| 397538 | &nbsp;&nbsp; 759298 |
| \* | Omnicell, Inc. | 210708 | &nbsp;&nbsp; 6534055 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Opiant <br> Pharmaceuticals, <br> Inc.<br>| 18273 | &nbsp;&nbsp; 0 |
| \* | OptimizeRx Corp. | 33569 | &nbsp;&nbsp; 423641 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Option Care Health, <br> Inc.<br>| 933459 | &nbsp;&nbsp; 27397022 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OraSure <br> Technologies, Inc.<br>| 322586 | &nbsp;&nbsp; 1025823 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Organogenesis <br> Holdings, Inc.<br>| 360883 | &nbsp;&nbsp; 1667279 |
|  | Organon & Co. | 653589 | &nbsp;&nbsp; 6339813 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; ORIC <br> Pharmaceuticals, <br> Inc.<br>| 205379 | &nbsp;&nbsp; 2047629 |
| \* | Orthofix Medical, Inc. | 113922 | &nbsp;&nbsp; 1257699 |
| \* | OrthoPediatrics Corp. | 104463 | &nbsp;&nbsp; 2164473 |
| \* | Owens & Minor, Inc. | 344904 | &nbsp;&nbsp; 2390185 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pacira BioSciences, <br> Inc.<br>| 186639 | &nbsp;&nbsp; 3936217 |
| #\*†† | PDL BioPharma, Inc. | 1354466 | &nbsp;&nbsp; 568876 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pediatrix Medical <br> Group, Inc.<br>| 362254 | &nbsp;&nbsp; 4437612 |
| \* | Pennant Group, Inc. | 156025 | &nbsp;&nbsp; 3459074 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Penumbra, Inc. | 41260 | &nbsp;&nbsp; $10408660 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Performant <br> Healthcare, Inc.<br>| 178342 | &nbsp;&nbsp; 633114 |
|  | Perrigo Co. PLC | 570929 | &nbsp;&nbsp; 15226676 |
| #\* | Personalis, Inc. | 121156 | &nbsp;&nbsp; 663935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phibro Animal Health <br> Corp., Class A<br>| 87562 | &nbsp;&nbsp; 2320393 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Phio Pharmaceuticals <br> Corp.<br>| 187 | &nbsp;&nbsp; 445 |
| \* | Phreesia, Inc. | 19149 | &nbsp;&nbsp; 516257 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Poseida Therapeutics, <br> Inc.<br>| 44685 | &nbsp;&nbsp; 22343 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Precision <br> BioSciences, Inc.<br>| 4894 | &nbsp;&nbsp; 23247 |
| # | Premier, Inc., Class A | 443663 | &nbsp;&nbsp; 9529881 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Prestige Consumer <br> Healthcare, Inc.<br>| 256942 | &nbsp;&nbsp; 19000861 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Privia Health Group, <br> Inc.<br>| 466353 | &nbsp;&nbsp; 9103211 |
| \* | Pro-Dex, Inc. | 22198 | &nbsp;&nbsp; 1111010 |
| \* | Progyny, Inc. | 349773 | &nbsp;&nbsp; 8223163 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Protagonist <br> Therapeutics, Inc.<br>| 8705 | &nbsp;&nbsp; 468851 |
| #\* | Prothena Corp. PLC | 105865 | &nbsp;&nbsp; 727293 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PTC Therapeutics, <br> Inc.<br>| 134038 | &nbsp;&nbsp; 6984720 |
| \* | Pulmonx Corp. | 85175 | &nbsp;&nbsp; 156722 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Puma Biotechnology, <br> Inc.<br>| 192430 | &nbsp;&nbsp; 598457 |
| \* | Quanterix Corp. | 92608 | &nbsp;&nbsp; 550092 |
| \* | QuidelOrtho Corp. | 127729 | &nbsp;&nbsp; 2940322 |
| \* | RadNet, Inc. | 336991 | &nbsp;&nbsp; 18443517 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rafael Holdings, Inc., <br> Class B<br>| 17033 | &nbsp;&nbsp; 28786 |
| \* | REGENXBIO, Inc. | 188371 | &nbsp;&nbsp; 1603037 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Relay Therapeutics, <br> Inc.<br>| 203397 | &nbsp;&nbsp; 715957 |
| \* | Repligen Corp. | 216573 | &nbsp;&nbsp; 25354201 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Replimune Group, <br> Inc.<br>| 141624 | &nbsp;&nbsp; 995617 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Revolution Medicines, <br> Inc.<br>| 212913 | &nbsp;&nbsp; 7935268 |
|  | Revvity, Inc. | 1005 | &nbsp;&nbsp; 88340 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Rexahn <br> Pharmaceuticals, <br> Inc.<br>| 246 | &nbsp;&nbsp; 0 |
| #\* | Rezolute, Inc. | 54847 | &nbsp;&nbsp; 326340 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rigel <br> Pharmaceuticals, <br> Inc.<br>| 25945 | &nbsp;&nbsp; 546402 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rocket <br> Pharmaceuticals, <br> Inc.<br>| 45448 | &nbsp;&nbsp; 138616 |
| #\* | Roivant Sciences Ltd. | 2202235 | &nbsp;&nbsp; 25017390 |
| \* | RxSight, Inc. | 119933 | &nbsp;&nbsp; 933079 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; Sage Therapeutics, <br> Inc.<br>| 81222 | &nbsp;&nbsp; 705007 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sana Biotechnology, <br> Inc.<br>| 223410 | &nbsp;&nbsp; $907045 |
| \* | Sanara Medtech, Inc. | 8829 | &nbsp;&nbsp; 213397 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sarepta Therapeutics, <br> Inc.<br>| 216175 | &nbsp;&nbsp; 3549594 |
| \* | Savara, Inc. | 117031 | &nbsp;&nbsp; 303110 |
| #\* | Schrodinger, Inc. | 178596 | &nbsp;&nbsp; 3630857 |
| \* | Seer, Inc. | 9759 | &nbsp;&nbsp; 20689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Select Medical <br> Holdings Corp.<br>| 586403 | &nbsp;&nbsp; 8672900 |
| #\* | Semler Scientific, Inc. | 29399 | &nbsp;&nbsp; 1053954 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sensus Healthcare, <br> Inc.<br>| 57927 | &nbsp;&nbsp; 323812 |
| #\* | SI-BONE, Inc. | 71544 | &nbsp;&nbsp; 1218394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SIGA Technologies, <br> Inc.<br>| 299623 | &nbsp;&nbsp; 1980508 |
| \* | Sight Sciences, Inc. | 52536 | &nbsp;&nbsp; 174945 |
|  | Simulations Plus, Inc. | 39347 | &nbsp;&nbsp; 512298 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Solid Biosciences, <br> Inc.<br>| 6664 | &nbsp;&nbsp; 45582 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sonida Senior Living, <br> Inc.<br>| 7482 | &nbsp;&nbsp; 182710 |
| \* | Sotera Health Co. | 864341 | &nbsp;&nbsp; 9931278 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Spyre Therapeutics, <br> Inc.<br>| 2774 | &nbsp;&nbsp; 47075 |
| #\* | STAAR Surgical Co. | 121891 | &nbsp;&nbsp; 2183677 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Stoke Therapeutics, <br> Inc.<br>| 149690 | &nbsp;&nbsp; 1923517 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Supernus <br> Pharmaceuticals, <br> Inc.<br>| 259872 | &nbsp;&nbsp; 9121507 |
| #\* | Surgery Partners, Inc. | 530877 | &nbsp;&nbsp; 11652750 |
| \* | Surmodics, Inc. | 84000 | &nbsp;&nbsp; 3015600 |
| \* | Sutro Biopharma, Inc. | 191559 | &nbsp;&nbsp; 154262 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Syndax <br> Pharmaceuticals, <br> Inc.<br>| 194505 | &nbsp;&nbsp; 1929490 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tactile Systems <br> Technology, Inc.<br>| 88724 | &nbsp;&nbsp; 885466 |
| \* | Talkspace, Inc. | 400808 | &nbsp;&nbsp; 973963 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Tango Therapeutics, <br> Inc.<br>| 143359 | &nbsp;&nbsp; 865888 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tectonic Therapeutic, <br> Inc.<br>| 1512 | &nbsp;&nbsp; 33551 |
| \* | Teladoc Health, Inc. | 600719 | &nbsp;&nbsp; 4331184 |
|  | Teleflex, Inc. | 97445 | &nbsp;&nbsp; 11644677 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Terns <br> Pharmaceuticals, <br> Inc.<br>| 276722 | &nbsp;&nbsp; 1613289 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Tetraphase <br> Pharmaceuticals, <br> Inc.<br>| 2198 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Theravance <br> Biopharma, Inc.<br>| 148535 | &nbsp;&nbsp; 1657651 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; Third Harmonic Bio, <br> Inc.<br>| 16199 | &nbsp;&nbsp; 87070 |
| \* | Tourmaline Bio, Inc. | 3097 | &nbsp;&nbsp; 68537 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; TransMedics Group, <br> Inc.<br>| 122582 | &nbsp;&nbsp; $14583581 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Treace Medical <br> Concepts, Inc.<br>| 20352 | &nbsp;&nbsp; 109290 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Trevi Therapeutics, <br> Inc.<br>| 5258 | &nbsp;&nbsp; 38935 |
| \* | TruBridge, Inc. | 28756 | &nbsp;&nbsp; 598700 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Twist Bioscience <br> Corp.<br>| 165385 | &nbsp;&nbsp; 5551974 |
| \* | Tyra Biosciences, Inc. | 2610 | &nbsp;&nbsp; 28527 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Physical <br> Therapy, Inc.<br>| 68107 | &nbsp;&nbsp; 4982027 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; UFP Technologies, <br> Inc.<br>| 34805 | &nbsp;&nbsp; 7879504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Health <br> Services, Inc., <br> Class B<br>| 10282 | &nbsp;&nbsp; 1711439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Utah Medical <br> Products, Inc.<br>| 21797 | &nbsp;&nbsp; 1211913 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vanda <br> Pharmaceuticals, <br> Inc.<br>| 252561 | &nbsp;&nbsp; 1075910 |
| \* | Varex Imaging Corp. | 143270 | &nbsp;&nbsp; 1043006 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vera Therapeutics, <br> Inc.<br>| 9009 | &nbsp;&nbsp; 187297 |
| #\* | Veracyte, Inc. | 338851 | &nbsp;&nbsp; 7966387 |
| \* | Vericel Corp. | 191733 | &nbsp;&nbsp; 6699151 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Verve Therapeutics, <br> Inc.<br>| 71840 | &nbsp;&nbsp; 45259 |
|  | Viatris, Inc. | 1467491 | &nbsp;&nbsp; 12825871 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vicarious Surgical, <br> Inc., Class A<br>| 1547 | &nbsp;&nbsp; 13706 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vir Biotechnology, <br> Inc.<br>| 259855 | &nbsp;&nbsp; 1317465 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Viridian Therapeutics, <br> Inc.<br>| 56331 | &nbsp;&nbsp; 986919 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Voyager Therapeutics, <br> Inc.<br>| 117796 | &nbsp;&nbsp; 375769 |
| \* | Xencor, Inc. | 263373 | &nbsp;&nbsp; 2191263 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xenon <br> Pharmaceuticals, <br> Inc.<br>| 60874 | &nbsp;&nbsp; 1859092 |
| \* | XOMA Royalty Corp. | 3497 | &nbsp;&nbsp; 87005 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Y-mAbs Therapeutics, <br> Inc.<br>| 42313 | &nbsp;&nbsp; 189139 |
| \* | Zimvie, Inc. | 115580 | &nbsp;&nbsp; 2171748 |
| \* | Zymeworks, Inc. | 251578 | &nbsp;&nbsp; 3159820 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | &nbsp;&nbsp; 1542965007 |
| INDUSTRIALS — (20.1%) | INDUSTRIALS — (20.1%) | INDUSTRIALS — (20.1%) | INDUSTRIALS — (20.1%) |
|  | A.O. Smith Corp. | 244260 | &nbsp;&nbsp; 17291165 |
| # | AAON, Inc. | 366562 | &nbsp;&nbsp; 30607927 |
| \* | AAR Corp. | 183730 | &nbsp;&nbsp; 13726468 |
|  | ABM Industries, Inc. | 338335 | &nbsp;&nbsp; 15607394 |
|  | ACCO Brands Corp. | 487593 | &nbsp;&nbsp; 1828474 |
|  | Acme United Corp. | 17919 | &nbsp;&nbsp; 719985 |
|  | Acuity, Inc. | 111214 | &nbsp;&nbsp; 34626479 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ACV Auctions, Inc., <br> Class A<br>| 513608 | &nbsp;&nbsp; $7298370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Drainage <br> Systems, Inc.<br>| 166685 | &nbsp;&nbsp; 19127104 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aebi Schmidt Holding <br> AG<br>| 209116 | &nbsp;&nbsp; 2153895 |
| #\* | AeroVironment, Inc. | 49278 | &nbsp;&nbsp; 13188764 |
| \* | AerSale Corp. | 19814 | &nbsp;&nbsp; 119677 |
|  | AGCO Corp. | 206445 | &nbsp;&nbsp; 24354317 |
| \* | Agrify Corp. | 425 | &nbsp;&nbsp; 11450 |
|  | Air Lease Corp. | 491332 | &nbsp;&nbsp; 27219793 |
|  | Alamo Group, Inc. | 54382 | &nbsp;&nbsp; 12104346 |
| \* | Alaska Air Group, Inc. | 501581 | &nbsp;&nbsp; 26563730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Albany International <br> Corp., Class A<br>| 149255 | &nbsp;&nbsp; 8088128 |
|  | Alight, Inc., Class A | 1919880 | &nbsp;&nbsp; 10290557 |
| #\* | Allegiant Travel Co. | 75049 | &nbsp;&nbsp; 3875530 |
|  | Allient, Inc. | 95079 | &nbsp;&nbsp; 3832634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Allison Transmission <br> Holdings, Inc.<br>| 371697 | &nbsp;&nbsp; 33478749 |
| \* | Alpha Pro Tech Ltd. | 22068 | &nbsp;&nbsp; 107250 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Alta Equipment <br> Group, Inc.<br>| 125974 | &nbsp;&nbsp; 977558 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amentum Holdings, <br> Inc.<br>| 3100 | &nbsp;&nbsp; 77407 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ameresco, Inc., <br> Class A<br>| 155086 | &nbsp;&nbsp; 2624055 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Airlines <br> Group, Inc.<br>| 1841533 | &nbsp;&nbsp; 21159214 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; American <br> Superconductor <br> Corp.<br>| 109930 | &nbsp;&nbsp; 6249521 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Woodmark <br> Corp.<br>| 75183 | &nbsp;&nbsp; 3955378 |
| \* | API Group Corp. | 687378 | &nbsp;&nbsp; 24793724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apogee Enterprises, <br> Inc.<br>| 118230 | &nbsp;&nbsp; 4964478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Applied Industrial <br> Technologies, Inc.<br>| 170741 | &nbsp;&nbsp; 46356181 |
|  | ArcBest Corp. | 103058 | &nbsp;&nbsp; 7536632 |
|  | Arcosa, Inc. | 212738 | &nbsp;&nbsp; 18269939 |
|  | Argan, Inc. | 93072 | &nbsp;&nbsp; 22800779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Armstrong World <br> Industries, Inc.<br>| 195339 | &nbsp;&nbsp; 36756940 |
|  | Astec Industries, Inc. | 109043 | &nbsp;&nbsp; 4324645 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Astronics Corp. <br> (ATRO US)<br>| 125191 | &nbsp;&nbsp; 4521899 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Astronics Corp. <br> (ATROB US), <br> Class B<br>| 39754 | &nbsp;&nbsp; 1437107 |
| #\* | Asure Software, Inc. | 108713 | &nbsp;&nbsp; 1054516 |
| \* | ATI, Inc. | 234757 | &nbsp;&nbsp; 18062204 |
|  | Atkore, Inc. | 151369 | &nbsp;&nbsp; 11658440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atmus Filtration <br> Technologies, Inc.<br>| 212630 | &nbsp;&nbsp; 8273433 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Avalon Holdings <br> Corp., Class A<br>| 27805 | &nbsp;&nbsp; 72015 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Avis Budget Group, <br> Inc.<br>| 31499 | &nbsp;&nbsp; $5362390 |
|  | AZZ, Inc. | 132294 | &nbsp;&nbsp; 14486193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barrett Business <br> Services, Inc.<br>| 143773 | &nbsp;&nbsp; 6609245 |
| \* | BGSF, Inc. | 17440 | &nbsp;&nbsp; 106907 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; BlackSky Technology, <br> Inc.<br>| 30684 | &nbsp;&nbsp; 590360 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blade Air Mobility, <br> Inc.<br>| 163874 | &nbsp;&nbsp; 653857 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Bloom Energy Corp., <br> Class A<br>| 570765 | &nbsp;&nbsp; 21340903 |
| #\* | Blue Bird Corp. | 128190 | &nbsp;&nbsp; 5741630 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BlueLinx Holdings, <br> Inc.<br>| 38288 | &nbsp;&nbsp; 2805362 |
|  | Boise Cascade Co. | 169263 | &nbsp;&nbsp; 14185932 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bowman Consulting <br> Group Ltd.<br>| 24855 | &nbsp;&nbsp; 861971 |
|  | Brady Corp., Class A | 228550 | &nbsp;&nbsp; 16128774 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BrightView Holdings, <br> Inc.<br>| 289387 | &nbsp;&nbsp; 4615723 |
|  | Brink's Co. | 188921 | &nbsp;&nbsp; 16500360 |
| \* | Broadwind, Inc. | 33929 | &nbsp;&nbsp; 87876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BWX Technologies, <br> Inc.<br>| 154308 | &nbsp;&nbsp; 23444014 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Byrna Technologies, <br> Inc.<br>| 50643 | &nbsp;&nbsp; 1124781 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; CACI International, <br> Inc., Class A<br>| 57493 | &nbsp;&nbsp; 26479551 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cadeler AS (CDLR <br> US), ADR<br>| 42883 | &nbsp;&nbsp; 898828 |
| # | Cadre Holdings, Inc. | 130715 | &nbsp;&nbsp; 4322745 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Casella Waste <br> Systems, Inc., <br> Class A<br>| 266732 | &nbsp;&nbsp; 29001770 |
| #\* | CBIZ, Inc. | 149971 | &nbsp;&nbsp; 9166228 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; CECO Environmental <br> Corp.<br>| 172900 | &nbsp;&nbsp; 7771855 |
| #\* | Chart Industries, Inc. | 161083 | &nbsp;&nbsp; 32028133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chicago Rivet & <br> Machine Co.<br>| 3975 | &nbsp;&nbsp; 50443 |
| #\* | Cimpress PLC | 111908 | &nbsp;&nbsp; 6189631 |
|  | Civeo Corp. | 25118 | &nbsp;&nbsp; 627699 |
| #\* | Clarivate PLC | 2029610 | &nbsp;&nbsp; 7813999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Columbus McKinnon <br> Corp.<br>| 122432 | &nbsp;&nbsp; 1793629 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Vehicle <br> Group, Inc.<br>| 146451 | &nbsp;&nbsp; 247502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CompX International, <br> Inc.<br>| 21289 | &nbsp;&nbsp; 496034 |
| # | Concentrix Corp. | 14224 | &nbsp;&nbsp; 739221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concrete Pumping <br> Holdings, Inc.<br>| 114502 | &nbsp;&nbsp; 782049 |
| \* | Conduent, Inc. | 749000 | &nbsp;&nbsp; 1992340 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Construction Partners, <br> Inc., Class A<br>| 130893 | &nbsp;&nbsp; 13200559 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Copa Holdings SA, <br> Class A<br>| 115919 | &nbsp;&nbsp; $12827597 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Core & Main, Inc., <br> Class A<br>| 338588 | &nbsp;&nbsp; 21547740 |
| #†† | &nbsp;&nbsp;&nbsp;&nbsp; Costa <br> Communications, <br> Inc.<br>| 5954 | &nbsp;&nbsp; 714 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Costamare Bulkers <br> Holdings Ltd.<br>| 107028 | &nbsp;&nbsp; 963252 |
|  | Costamare, Inc. | 535141 | &nbsp;&nbsp; 5399573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Covenant Logistics <br> Group, Inc.<br>| 92867 | &nbsp;&nbsp; 2242738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CRA International, <br> Inc.<br>| 37694 | &nbsp;&nbsp; 6659022 |
|  | Crane Co. | 163243 | &nbsp;&nbsp; 31958082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSG Systems <br> International, Inc.<br>| 130342 | &nbsp;&nbsp; 8141161 |
|  | CSW Industrials, Inc. | 75352 | &nbsp;&nbsp; 19552337 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Custom Truck One <br> Source, Inc.<br>| 199182 | &nbsp;&nbsp; 1232937 |
| \* | Dayforce, Inc. | 343576 | &nbsp;&nbsp; 19814028 |
|  | Deluxe Corp. | 188785 | &nbsp;&nbsp; 3039439 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Distribution Solutions <br> Group, Inc.<br>| 166870 | &nbsp;&nbsp; 5001094 |
| \* | DLH Holdings Corp. | 2381 | &nbsp;&nbsp; 13357 |
| \* | DNOW, Inc. | 480945 | &nbsp;&nbsp; 7483504 |
|  | Donaldson Co., Inc. | 246247 | &nbsp;&nbsp; 17722397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Douglas Dynamics, <br> Inc.<br>| 105884 | &nbsp;&nbsp; 3028282 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Driven Brands <br> Holdings, Inc.<br>| 220134 | &nbsp;&nbsp; 3720265 |
| \* | Ducommun, Inc. | 81198 | &nbsp;&nbsp; 7387394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dun & Bradstreet <br> Holdings, Inc.<br>| 1374492 | &nbsp;&nbsp; 12507877 |
| \* | DXP Enterprises, Inc. | 118488 | &nbsp;&nbsp; 13419951 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dycom Industries, <br> Inc.<br>| 129676 | &nbsp;&nbsp; 34858206 |
|  | Eastern Co. | 30684 | &nbsp;&nbsp; 707266 |
| \* | Energy Recovery, Inc. | 174040 | &nbsp;&nbsp; 2340838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enerpac Tool Group <br> Corp.<br>| 284604 | &nbsp;&nbsp; 10960100 |
|  | EnerSys | 173597 | &nbsp;&nbsp; 16035155 |
|  | Ennis, Inc. | 158696 | &nbsp;&nbsp; 2824789 |
|  | Enpro, Inc. | 111661 | &nbsp;&nbsp; 23717913 |
| \* | Enviri Corp. | 321239 | &nbsp;&nbsp; 2891151 |
|  | Esab Corp. | 240283 | &nbsp;&nbsp; 32238770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ESCO Technologies, <br> Inc.<br>| 154742 | &nbsp;&nbsp; 29973525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Espey Mfg. & <br> Electronics Corp.<br>| 8095 | &nbsp;&nbsp; 356180 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Everus Construction <br> Group, Inc.<br>| 193625 | &nbsp;&nbsp; 14378593 |
|  | EVI Industries, Inc. | 18517 | &nbsp;&nbsp; 412744 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ExlService Holdings, <br> Inc.<br>| 729391 | &nbsp;&nbsp; 31677451 |
|  | Exponent, Inc. | 227529 | &nbsp;&nbsp; 15690400 |
| # | Federal Signal Corp. | 273335 | &nbsp;&nbsp; 34596011 |
| #\* | First Advantage Corp. | 357841 | &nbsp;&nbsp; 6187071 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Flowserve Corp. | 486947 | &nbsp;&nbsp; $27288510 |
| #\* | Fluence Energy, Inc. | 231964 | &nbsp;&nbsp; 1883548 |
| \* | Fluor Corp. | 607116 | &nbsp;&nbsp; 34465975 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forrester Research, <br> Inc.<br>| 39949 | &nbsp;&nbsp; 389103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fortune Brands <br> Innovations, Inc.<br>| 350279 | &nbsp;&nbsp; 19104217 |
| \* | Franklin Covey Co. | 59861 | &nbsp;&nbsp; 1179860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Electric Co., <br> Inc.<br>| 208011 | &nbsp;&nbsp; 19542633 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; FreightCar America, <br> Inc.<br>| 23686 | &nbsp;&nbsp; 240650 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Frontier Group <br> Holdings, Inc.<br>| 266671 | &nbsp;&nbsp; 1168019 |
|  | FTAI Aviation Ltd. | 23433 | &nbsp;&nbsp; 3224615 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; FTAI Infrastructure, <br> Inc.<br>| 252215 | &nbsp;&nbsp; 1581388 |
| \* | FTI Consulting, Inc. | 155073 | &nbsp;&nbsp; 25796394 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gates Industrial Corp. <br> PLC<br>| 838593 | &nbsp;&nbsp; 20797106 |
|  | GATX Corp. | 223228 | &nbsp;&nbsp; 34084683 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Genco Shipping & <br> Trading Ltd.<br>| 193237 | &nbsp;&nbsp; 3078265 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gencor Industries, <br> Inc.<br>| 113942 | &nbsp;&nbsp; 1661274 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Generac Holdings, <br> Inc.<br>| 181383 | &nbsp;&nbsp; 35313456 |
|  | Genpact Ltd. | 585188 | &nbsp;&nbsp; 25777531 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gibraltar Industries, <br> Inc.<br>| 132651 | &nbsp;&nbsp; 8758946 |
|  | Global Industrial Co. | 172481 | &nbsp;&nbsp; 5874703 |
| \* | GMS, Inc. | 47072 | &nbsp;&nbsp; 5160974 |
|  | Gorman-Rupp Co. | 234351 | &nbsp;&nbsp; 9645887 |
| \* | Graham Corp. | 44118 | &nbsp;&nbsp; 2521344 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Granite Construction, <br> Inc.<br>| 199535 | &nbsp;&nbsp; 18850071 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Great Lakes Dredge & <br> Dock Corp.<br>| 309884 | &nbsp;&nbsp; 3433515 |
|  | Greenbrier Cos., Inc. | 138919 | &nbsp;&nbsp; 6320815 |
|  | Griffon Corp. | 211528 | &nbsp;&nbsp; 17190881 |
| \* | GXO Logistics, Inc. | 410400 | &nbsp;&nbsp; 20400984 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hayward Holdings, <br> Inc.<br>| 690567 | &nbsp;&nbsp; 10620920 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Healthcare Services <br> Group, Inc.<br>| 304447 | &nbsp;&nbsp; 3960855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heartland Express, <br> Inc.<br>| 317683 | &nbsp;&nbsp; 2484281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heidrick & Struggles <br> International, Inc.<br>| 131010 | &nbsp;&nbsp; 5833875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Helios Technologies, <br> Inc.<br>| 162361 | &nbsp;&nbsp; 5957025 |
|  | Herc Holdings, Inc. | 153894 | &nbsp;&nbsp; 17976358 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Hertz Global Holdings, <br> Inc.<br>| 239400 | &nbsp;&nbsp; 1534554 |
|  | Hexcel Corp. | 282138 | &nbsp;&nbsp; 16902888 |
|  | Hillenbrand, Inc. | 229897 | &nbsp;&nbsp; 4761167 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hillman Solutions <br> Corp.<br>| 521478 | &nbsp;&nbsp; $4114461 |
|  | HireQuest, Inc. | 703 | &nbsp;&nbsp; 7192 |
|  | HNI Corp. | 209400 | &nbsp;&nbsp; 10771536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hub Group, Inc., <br> Class A<br>| 276105 | &nbsp;&nbsp; 9669197 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hudson Technologies, <br> Inc.<br>| 195582 | &nbsp;&nbsp; 1836515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huntington Ingalls <br> Industries, Inc.<br>| 80302 | &nbsp;&nbsp; 22393016 |
| \* | Hurco Cos., Inc. | 24786 | &nbsp;&nbsp; 476387 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Huron Consulting <br> Group, Inc.<br>| 130605 | &nbsp;&nbsp; 17250308 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hyliion Holdings <br> Corp.<br>| 35520 | &nbsp;&nbsp; 53280 |
|  | Hyster-Yale, Inc. | 63971 | &nbsp;&nbsp; 2687422 |
| \* | IBEX Holdings Ltd. | 52314 | &nbsp;&nbsp; 1546925 |
|  | ICF International, Inc. | 82815 | &nbsp;&nbsp; 6947350 |
| #\* | IES Holdings, Inc. | 179046 | &nbsp;&nbsp; 63215771 |
| #\* | Innodata, Inc. | 82780 | &nbsp;&nbsp; 4544622 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Innovative Solutions & <br> Support, Inc.<br>| 69460 | &nbsp;&nbsp; 1079408 |
|  | Insperity, Inc. | 160298 | &nbsp;&nbsp; 9550555 |
|  | Insteel Industries, Inc. | 98701 | &nbsp;&nbsp; 3563106 |
|  | Interface, Inc. | 256958 | &nbsp;&nbsp; 5298474 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Janus International <br> Group, Inc.<br>| 405982 | &nbsp;&nbsp; 3479266 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; JELD-WEN Holding, <br> Inc.<br>| 156505 | &nbsp;&nbsp; 704273 |
| #\* | JetBlue Airways Corp. | 1480549 | &nbsp;&nbsp; 6573638 |
| # | Kadant, Inc. | 52793 | &nbsp;&nbsp; 17567927 |
|  | Karat Packaging, Inc. | 25012 | &nbsp;&nbsp; 681077 |
|  | KBR, Inc. | 376807 | &nbsp;&nbsp; 17611959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kelly Services, Inc., <br> Class A<br>| 138282 | &nbsp;&nbsp; 1693955 |
|  | Kennametal, Inc. | 432566 | &nbsp;&nbsp; 10710334 |
|  | Kforce, Inc. | 106347 | &nbsp;&nbsp; 3706193 |
| \* | Kirby Corp. | 239885 | &nbsp;&nbsp; 22863439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Knight-Swift <br> Transportation <br> Holdings, Inc.<br>| 552101 | &nbsp;&nbsp; 23464292 |
|  | Korn Ferry | 234042 | &nbsp;&nbsp; 16586557 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Kratos Defense & <br> Security Solutions, <br> Inc.<br>| 692632 | &nbsp;&nbsp; 40657498 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; L.B. Foster Co., <br> Class A<br>| 46837 | &nbsp;&nbsp; 1100670 |
|  | Landstar System, Inc. | 110628 | &nbsp;&nbsp; 14754456 |
| \* | Legalzoom.com, Inc. | 590240 | &nbsp;&nbsp; 5306258 |
|  | Leonardo DRS, Inc. | 303104 | &nbsp;&nbsp; 12609126 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Limbach Holdings, <br> Inc.<br>| 53032 | &nbsp;&nbsp; 7265384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lincoln Electric <br> Holdings, Inc.<br>| 1000 | &nbsp;&nbsp; 243500 |
|  | Lindsay Corp. | 48035 | &nbsp;&nbsp; 6557258 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liquidity Services, <br> Inc.<br>| 299556 | &nbsp;&nbsp; 7153397 |
| \* | Loar Holdings, Inc. | 122037 | &nbsp;&nbsp; 9019755 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | LSI Industries, Inc. | 262613 | &nbsp;&nbsp; $4805818 |
|  | Luxfer Holdings PLC | 40951 | &nbsp;&nbsp; 492231 |
| \* | Lyft, Inc., Class A | 1614632 | &nbsp;&nbsp; 22701726 |
| \* | Manitowoc Co., Inc. | 144240 | &nbsp;&nbsp; 1839060 |
|  | ManpowerGroup, Inc. | 128364 | &nbsp;&nbsp; 5295015 |
|  | Marten Transport Ltd. | 489377 | &nbsp;&nbsp; 5950824 |
| #\* | MasTec, Inc. | 130872 | &nbsp;&nbsp; 24762291 |
| \* | Mastech Digital, Inc. | 67197 | &nbsp;&nbsp; 485162 |
| \* | Masterbrand, Inc. | 485431 | &nbsp;&nbsp; 5354304 |
| \* | Matrix Service Co. | 112596 | &nbsp;&nbsp; 1720467 |
|  | Matson, Inc. | 146841 | &nbsp;&nbsp; 15679682 |
|  | Maximus, Inc. | 224097 | &nbsp;&nbsp; 16551804 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mayville Engineering <br> Co., Inc.<br>| 46625 | &nbsp;&nbsp; 781901 |
|  | McGrath RentCorp | 110337 | &nbsp;&nbsp; 13768954 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mercury Systems, <br> Inc.<br>| 263013 | &nbsp;&nbsp; 13831854 |
| \* | Middleby Corp. | 165420 | &nbsp;&nbsp; 24018984 |
|  | Miller Industries, Inc. | 61443 | &nbsp;&nbsp; 2503802 |
|  | MillerKnoll, Inc. | 286805 | &nbsp;&nbsp; 5443559 |
| \* | Mistras Group, Inc. | 127946 | &nbsp;&nbsp; 1015891 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Montrose <br> Environmental <br> Group, Inc.<br>| 127149 | &nbsp;&nbsp; 2885011 |
|  | Moog, Inc., Class A | 178361 | &nbsp;&nbsp; 34527122 |
| \* | MRC Global, Inc. | 363518 | &nbsp;&nbsp; 5336444 |
|  | MSA Safety, Inc. | 176216 | &nbsp;&nbsp; 31343540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MSC Industrial Direct <br> Co., Inc., Class A<br>| 174719 | &nbsp;&nbsp; 15134160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mueller Industries, <br> Inc.<br>| 496064 | &nbsp;&nbsp; 42348984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mueller Water <br> Products, Inc., <br> Class A<br>| 702416 | &nbsp;&nbsp; 17391820 |
| \* | MYR Group, Inc. | 69824 | &nbsp;&nbsp; 13510944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Presto <br> Industries, Inc.<br>| 29367 | &nbsp;&nbsp; 2832447 |
| \* | Net Power, Inc. | 14554 | &nbsp;&nbsp; 41916 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NEXTracker, Inc., <br> Class A<br>| 454256 | &nbsp;&nbsp; 26464955 |
|  | NL Industries, Inc. | 109368 | &nbsp;&nbsp; 674801 |
| \* | NN, Inc. | 28556 | &nbsp;&nbsp; 55684 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NPK International, <br> Inc.<br>| 403599 | &nbsp;&nbsp; 3640463 |
| \* | NV5 Global, Inc. | 284751 | &nbsp;&nbsp; 6392660 |
|  | nVent Electric PLC | 278628 | &nbsp;&nbsp; 21850008 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NWPX Infrastructure, <br> Inc.<br>| 57927 | &nbsp;&nbsp; 2420190 |
|  | Omega Flex, Inc. | 40437 | &nbsp;&nbsp; 1289940 |
| \* | OPENLANE, Inc. | 480156 | &nbsp;&nbsp; 11831044 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orion Group Holdings, <br> Inc.<br>| 155264 | &nbsp;&nbsp; 1150506 |
|  | Oshkosh Corp. | 234466 | &nbsp;&nbsp; 29666983 |
| \* | PAMT Corp. | 146397 | &nbsp;&nbsp; 1658678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pangaea Logistics <br> Solutions Ltd.<br>| 139731 | &nbsp;&nbsp; 680490 |
|  | Park Aerospace Corp. | 86680 | &nbsp;&nbsp; 1561974 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Park-Ohio Holdings <br> Corp.<br>| 52914 | &nbsp;&nbsp; $867790 |
| #\* | Parsons Corp. | 332200 | &nbsp;&nbsp; 24649240 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Paylocity Holding <br> Corp.<br>| 115634 | &nbsp;&nbsp; 21378414 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perma-Fix <br> Environmental <br> Services, Inc.<br>| 32897 | &nbsp;&nbsp; 378973 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perma-Pipe <br> International <br> Holdings, Inc.<br>| 32813 | &nbsp;&nbsp; 727136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pioneer Power <br> Solutions, Inc.<br>| 17282 | &nbsp;&nbsp; 53920 |
|  | Pitney Bowes, Inc. | 414198 | &nbsp;&nbsp; 4705289 |
| \* | Planet Labs PBC | 506479 | &nbsp;&nbsp; 3165494 |
| # | Powell Industries, Inc. | 90699 | &nbsp;&nbsp; 21504733 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Power Solutions <br> International, Inc.<br>| 2271 | &nbsp;&nbsp; 212906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Preformed Line <br> Products Co.<br>| 32505 | &nbsp;&nbsp; 5016497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Primoris Services <br> Corp.<br>| 259719 | &nbsp;&nbsp; 24457738 |
| \* | Proto Labs, Inc. | 106923 | &nbsp;&nbsp; 4610520 |
|  | Quad/Graphics, Inc. | 161068 | &nbsp;&nbsp; 858492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quanex Building <br> Products Corp.<br>| 142736 | &nbsp;&nbsp; 2780497 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Quest Resource <br> Holding Corp.<br>| 12483 | &nbsp;&nbsp; 25091 |
| \* | Radiant Logistics, Inc. | 310927 | &nbsp;&nbsp; 1837579 |
| \* | RBC Bearings, Inc. | 52409 | &nbsp;&nbsp; 20300102 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RCM Technologies, <br> Inc.<br>| 41884 | &nbsp;&nbsp; 1009823 |
|  | Regal Rexnord Corp. | 112673 | &nbsp;&nbsp; 17225448 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Resideo Technologies, <br> Inc.<br>| 591685 | &nbsp;&nbsp; 16153000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Resources <br> Connection, Inc.<br>| 138511 | &nbsp;&nbsp; 700866 |
|  | REV Group, Inc. | 226239 | &nbsp;&nbsp; 11210142 |
|  | Robert Half, Inc. | 304520 | &nbsp;&nbsp; 11239833 |
| #\* | Rocket Lab Corp. | 221309 | &nbsp;&nbsp; 10162509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rush Enterprises, Inc. <br> (RUSHA US), <br> Class A<br>| 370740 | &nbsp;&nbsp; 20071864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rush Enterprises, Inc. <br> (RUSHB US), <br> Class B<br>| 104068 | &nbsp;&nbsp; 5651933 |
| \* | RXO, Inc. | 357705 | &nbsp;&nbsp; 5526542 |
|  | Ryder System, Inc. | 63577 | &nbsp;&nbsp; 11298269 |
| \* | Saia, Inc. | 51920 | &nbsp;&nbsp; 15692301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schneider National, <br> Inc., Class B<br>| 348541 | &nbsp;&nbsp; 8521827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Science Applications <br> International Corp.<br>| 192394 | &nbsp;&nbsp; 21448083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sensata Technologies <br> Holding PLC<br>| 445025 | &nbsp;&nbsp; 13688969 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shoals Technologies <br> Group, Inc., <br> Class A<br>| 219800 | &nbsp;&nbsp; $1184722 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SIFCO Industries, <br> Inc.<br>| 14255 | &nbsp;&nbsp; 69279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Simpson <br> Manufacturing Co., <br> Inc.<br>| 187523 | &nbsp;&nbsp; 33647252 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SiteOne Landscape <br> Supply, Inc.<br>| 130798 | &nbsp;&nbsp; 18027888 |
| \* | Skillsoft Corp. | 3681 | &nbsp;&nbsp; 52491 |
| \* | SkyWest, Inc. | 182027 | &nbsp;&nbsp; 21107851 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SPX Technologies, <br> Inc.<br>| 210190 | &nbsp;&nbsp; 38336554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standex International <br> Corp.<br>| 66860 | &nbsp;&nbsp; 11014516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stanley Black & <br> Decker, Inc.<br>| 102244 | &nbsp;&nbsp; 6916807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Steelcase, Inc., <br> Class A<br>| 414196 | &nbsp;&nbsp; 4278645 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sterling Infrastructure, <br> Inc.<br>| 129843 | &nbsp;&nbsp; 34744688 |
| #\* | Stratasys Ltd. | 39970 | &nbsp;&nbsp; 432875 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sun Country Airlines <br> Holdings, Inc.<br>| 110455 | &nbsp;&nbsp; 1280173 |
| #\* | Sunrun, Inc. | 725867 | &nbsp;&nbsp; 7447395 |
| \* | TaskUS, Inc., Class A | 78472 | &nbsp;&nbsp; 1340302 |
| \* | Taylor Devices, Inc. | 3235 | &nbsp;&nbsp; 145899 |
| \* | Team, Inc. | 5530 | &nbsp;&nbsp; 90858 |
|  | Tecnoglass, Inc. | 186093 | &nbsp;&nbsp; 14520837 |
|  | Tennant Co. | 83906 | &nbsp;&nbsp; 6925601 |
|  | Terex Corp. | 299271 | &nbsp;&nbsp; 15220923 |
|  | Tetra Tech, Inc. | 541175 | &nbsp;&nbsp; 19882769 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Thermon Group <br> Holdings, Inc.<br>| 146679 | &nbsp;&nbsp; 4148082 |
|  | Timken Co. | 322162 | &nbsp;&nbsp; 24513307 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Titan International, <br> Inc.<br>| 286391 | &nbsp;&nbsp; 2422868 |
| \* | Titan Machinery, Inc. | 105318 | &nbsp;&nbsp; 2034744 |
|  | Toro Co. | 270829 | &nbsp;&nbsp; 20109053 |
| \* | Transcat, Inc. | 41467 | &nbsp;&nbsp; 3169323 |
| \* | Trex Co., Inc. | 319572 | &nbsp;&nbsp; 20529305 |
|  | TriNet Group, Inc. | 190950 | &nbsp;&nbsp; 12948320 |
|  | Trinity Industries, Inc. | 380487 | &nbsp;&nbsp; 8865347 |
| \* | TrueBlue, Inc. | 115744 | &nbsp;&nbsp; 835672 |
| \* | TTEC Holdings, Inc. | 82620 | &nbsp;&nbsp; 411448 |
| \* | Tutor Perini Corp. | 276512 | &nbsp;&nbsp; 13314053 |
|  | Twin Disc, Inc. | 46862 | &nbsp;&nbsp; 405356 |
|  | UFP Industries, Inc. | 270762 | &nbsp;&nbsp; 26534676 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; U-Haul Holding Co. <br> (UHAL US)<br>| 2753 | &nbsp;&nbsp; 159289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U-Haul Holding Co. <br> (UHAL/B US)<br>| 10696 | &nbsp;&nbsp; 556192 |
| \* | Ultralife Corp. | 77993 | &nbsp;&nbsp; 621604 |
|  | UniFirst Corp. | 67501 | &nbsp;&nbsp; 11544696 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Universal Logistics <br> Holdings, Inc.<br>| 120609 | &nbsp;&nbsp; 2886173 |
| \* | Upwork, Inc. | 532268 | &nbsp;&nbsp; 6365925 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | V2X, Inc. | 108524 | &nbsp;&nbsp; $5141867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valmont Industries, <br> Inc.<br>| 92127 | &nbsp;&nbsp; 33529622 |
| \* | Verra Mobility Corp. | 665304 | &nbsp;&nbsp; 16805579 |
|  | Vestis Corp. | 255870 | &nbsp;&nbsp; 1550572 |
| \* | Vicor Corp. | 133335 | &nbsp;&nbsp; 5925407 |
|  | Virco Mfg. Corp. | 34909 | &nbsp;&nbsp; 270196 |
| \* | VirTra, Inc. | 29728 | &nbsp;&nbsp; 210772 |
| # | VSE Corp. | 85811 | &nbsp;&nbsp; 13432854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wabash National <br> Corp.<br>| 294211 | &nbsp;&nbsp; 2930342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Watts Water <br> Technologies, Inc., <br> Class A<br>| 122939 | &nbsp;&nbsp; 32249358 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Werner Enterprises, <br> Inc.<br>| 331461 | &nbsp;&nbsp; 9188099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WESCO International, <br> Inc.<br>| 153915 | &nbsp;&nbsp; 31854248 |
| \* | Willdan Group, Inc. | 38038 | &nbsp;&nbsp; 3244641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Willis Lease Finance <br> Corp.<br>| 32308 | &nbsp;&nbsp; 4574167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WillScot Holdings <br> Corp.<br>| 518546 | &nbsp;&nbsp; 15219325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Worthington <br> Enterprises, Inc.<br>| 226783 | &nbsp;&nbsp; 14053743 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Xometry, Inc., <br> Class A<br>| 140338 | &nbsp;&nbsp; 4538531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zurn Elkay Water <br> Solutions Corp.<br>| 447344 | &nbsp;&nbsp; 19794972 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp; 3476372622 |
| INFORMATION TECHNOLOGY — (11.1%) | INFORMATION TECHNOLOGY — (11.1%) | INFORMATION TECHNOLOGY — (11.1%) | INFORMATION TECHNOLOGY — (11.1%) |
| \* | 8x8, Inc. | 52161 | &nbsp;&nbsp; 101192 |
| \* | 908 Devices, Inc. | 29922 | &nbsp;&nbsp; 195989 |
|  | A10 Networks, Inc. | 322483 | &nbsp;&nbsp; 5940137 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ACCESS Newswire, <br> Inc.<br>| 11217 | &nbsp;&nbsp; 132921 |
| \* | ACI Worldwide, Inc. | 521945 | &nbsp;&nbsp; 22213979 |
|  | Adeia, Inc. | 464273 | &nbsp;&nbsp; 6012335 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ADTRAN Holdings, <br> Inc.<br>| 7491 | &nbsp;&nbsp; 69591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Energy <br> Industries, Inc.<br>| 168817 | &nbsp;&nbsp; 23452058 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aeva Technologies, <br> Inc.<br>| 5325 | &nbsp;&nbsp; 99258 |
| \* | Agilysys, Inc. | 77238 | &nbsp;&nbsp; 8811311 |
| \* | Airgain, Inc. | 2708 | &nbsp;&nbsp; 12078 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alarm.com Holdings, <br> Inc.<br>| 231365 | &nbsp;&nbsp; 12639470 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Alithya Group, Inc., <br> Class A<br>| 48340 | &nbsp;&nbsp; 83628 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Alkami Technology, <br> Inc.<br>| 19812 | &nbsp;&nbsp; 441609 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Allegro MicroSystems, <br> Inc.<br>| 562162 | &nbsp;&nbsp; 17657508 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alpha & Omega <br> Semiconductor Ltd.<br>| 133916 | &nbsp;&nbsp; 3410841 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Ambarella, Inc. | 123423 | &nbsp;&nbsp; $8157026 |
|  | Amdocs Ltd. | 197238 | &nbsp;&nbsp; 16836236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amkor Technology, <br> Inc.<br>| 1111290 | &nbsp;&nbsp; 25070702 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AmpliTech Group, <br> Inc.<br>| 641 | &nbsp;&nbsp; 1891 |
| \* | Amtech Systems, Inc. | 78288 | &nbsp;&nbsp; 368345 |
| \* | Appfolio, Inc., Class A | 67096 | &nbsp;&nbsp; 17940128 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Applied <br> Optoelectronics, <br> Inc.<br>| 126651 | &nbsp;&nbsp; 2896508 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arrow Electronics, <br> Inc.<br>| 211386 | &nbsp;&nbsp; 24520776 |
| \* | ASGN, Inc. | 197018 | &nbsp;&nbsp; 9878483 |
| \* | AstroNova, Inc. | 37793 | &nbsp;&nbsp; 427061 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Aurora Innovation, <br> Inc.<br>| 2670444 | &nbsp;&nbsp; 15515280 |
| \* | AvePoint, Inc. | 567303 | &nbsp;&nbsp; 10824141 |
| \* | Aviat Networks, Inc. | 51165 | &nbsp;&nbsp; 1105164 |
|  | Avnet, Inc. | 457817 | &nbsp;&nbsp; 24236832 |
| \* | Aware, Inc. | 28531 | &nbsp;&nbsp; 60486 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Axcelis Technologies, <br> Inc.<br>| 144043 | &nbsp;&nbsp; 9750271 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Backblaze, Inc., <br> Class A<br>| 12911 | &nbsp;&nbsp; 64426 |
|  | Badger Meter, Inc. | 132045 | &nbsp;&nbsp; 24924814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bel Fuse, Inc. (BELFA <br> US), Class A<br>| 10147 | &nbsp;&nbsp; 1162136 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bel Fuse, Inc. (BELFB <br> US), Class B<br>| 46696 | &nbsp;&nbsp; 6072348 |
|  | Belden, Inc. | 229562 | &nbsp;&nbsp; 28385341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Benchmark <br> Electronics, Inc.<br>| 164670 | &nbsp;&nbsp; 6339795 |
| \* | Bill Holdings, Inc. | 309440 | &nbsp;&nbsp; 13259504 |
| \* | Bit Digital, Inc. | 135084 | &nbsp;&nbsp; 393094 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BK Technologies <br> Corp.<br>| 17076 | &nbsp;&nbsp; 663232 |
| \* | Blackbaud, Inc. | 218239 | &nbsp;&nbsp; 14713673 |
| #\* | BlackLine, Inc. | 209295 | &nbsp;&nbsp; 11255885 |
| \* | Box, Inc., Class A | 697122 | &nbsp;&nbsp; 22377616 |
| #\* | C3.ai, Inc., Class A | 121522 | &nbsp;&nbsp; 2863058 |
| \* | Calix, Inc. | 184109 | &nbsp;&nbsp; 10437139 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CCC Intelligent <br> Solutions Holdings, <br> Inc.<br>| 2298287 | &nbsp;&nbsp; 22224435 |
| #\* | Cerence, Inc. | 169890 | &nbsp;&nbsp; 1461054 |
| \* | CEVA, Inc. | 107564 | &nbsp;&nbsp; 2298643 |
| \* | Ciena Corp. | 280242 | &nbsp;&nbsp; 26017667 |
| #\* | Cipher Mining, Inc. | 654593 | &nbsp;&nbsp; 3574078 |
| \* | Cirrus Logic, Inc. | 229981 | &nbsp;&nbsp; 23161387 |
| #\* | Cleanspark, Inc. | 592925 | &nbsp;&nbsp; 6741557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clear Secure, Inc., <br> Class A<br>| 330957 | &nbsp;&nbsp; 9733445 |
| #\* | Clearfield, Inc. | 48535 | &nbsp;&nbsp; 2126318 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Clearwater Analytics <br> Holdings, Inc., <br> Class A<br>| 64468 | &nbsp;&nbsp; 1306122 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Climb Global <br> Solutions, Inc.<br>| 22311 | &nbsp;&nbsp; $2632698 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Coda Octopus Group, <br> Inc.<br>| 2667 | &nbsp;&nbsp; 19869 |
|  | Cognex Corp. | 482958 | &nbsp;&nbsp; 19690198 |
| \* | Coherent Corp. | 134048 | &nbsp;&nbsp; 14423565 |
| \* | Cohu, Inc. | 212148 | &nbsp;&nbsp; 3788963 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CommScope Holding <br> Co., Inc.<br>| 345581 | &nbsp;&nbsp; 2833764 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Commvault Systems, <br> Inc.<br>| 180307 | &nbsp;&nbsp; 34249315 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Consensus Cloud <br> Solutions, Inc.<br>| 77923 | &nbsp;&nbsp; 1572486 |
| #\* | Core Scientific, Inc. | 129153 | &nbsp;&nbsp; 1748732 |
| \* | CoreCard Corp. | 33316 | &nbsp;&nbsp; 964498 |
| \* | Corsair Gaming, Inc. | 275891 | &nbsp;&nbsp; 2499572 |
| \* | CPI Card Group, Inc. | 10630 | &nbsp;&nbsp; 206328 |
| # | Crane NXT Co. | 206116 | &nbsp;&nbsp; 12230923 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Credo Technology <br> Group Holding Ltd.<br>| 305955 | &nbsp;&nbsp; 34129280 |
| \* | Crexendo, Inc. | 8205 | &nbsp;&nbsp; 45702 |
| \* | CS Disco, Inc. | 158127 | &nbsp;&nbsp; 627764 |
| # | CSP, Inc. | 50132 | &nbsp;&nbsp; 514354 |
|  | CTS Corp. | 141154 | &nbsp;&nbsp; 5531825 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CVD Equipment <br> Corp.<br>| 8212 | &nbsp;&nbsp; 31698 |
| \* | Daily Journal Corp. | 5585 | &nbsp;&nbsp; 2231654 |
| #\* | Daktronics, Inc. | 220918 | &nbsp;&nbsp; 3583290 |
| \* | Data I/O Corp. | 31665 | &nbsp;&nbsp; 102595 |
| \* | Diebold Nixdorf, Inc. | 48931 | &nbsp;&nbsp; 2754326 |
| \* | Digi International, Inc. | 192847 | &nbsp;&nbsp; 6288741 |
| \* | Digital Turbine, Inc. | 12713 | &nbsp;&nbsp; 69286 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; DigitalOcean <br> Holdings, Inc.<br>| 352473 | &nbsp;&nbsp; 9819898 |
| \* | Diodes, Inc. | 209970 | &nbsp;&nbsp; 10366219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dolby Laboratories, <br> Inc., Class A<br>| 173451 | &nbsp;&nbsp; 13067798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dropbox, Inc., <br> Class A<br>| 721065 | &nbsp;&nbsp; 19591336 |
| \* | DXC Technology Co. | 883754 | &nbsp;&nbsp; 12027892 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; E2open Parent <br> Holdings, Inc.<br>| 980776 | &nbsp;&nbsp; 3236561 |
| #\* | Eastman Kodak Co. | 200810 | &nbsp;&nbsp; 1345427 |
| \* | eGain Corp. | 107650 | &nbsp;&nbsp; 665277 |
| \* | Enphase Energy, Inc. | 296768 | &nbsp;&nbsp; 9603412 |
|  | Entegris, Inc. | 1948 | &nbsp;&nbsp; 152840 |
| \* | EPAM Systems, Inc. | 109369 | &nbsp;&nbsp; 17248585 |
| \* | ePlus, Inc. | 119321 | &nbsp;&nbsp; 7729614 |
| \* | EverCommerce, Inc. | 255 | &nbsp;&nbsp; 2736 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Everspin <br> Technologies, Inc.<br>| 93112 | &nbsp;&nbsp; 564259 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Exodus Movement, <br> Inc., Class A<br>| 145 | &nbsp;&nbsp; 4472 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Expensify, Inc., <br> Class A<br>| 16219 | &nbsp;&nbsp; 32925 |
| \* | Fabrinet | 160636 | &nbsp;&nbsp; 52002692 |
| #\* | Fastly, Inc., Class A | 524064 | &nbsp;&nbsp; 3558395 |
| \* | Five9, Inc. | 169723 | &nbsp;&nbsp; 4383945 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | FormFactor, Inc. | 345550 | &nbsp;&nbsp; $9817076 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Frequency <br> Electronics, Inc.<br>| 51889 | &nbsp;&nbsp; 1380247 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Freshworks, Inc., <br> Class A<br>| 863743 | &nbsp;&nbsp; 11220022 |
| \* | Globant SA | 116260 | &nbsp;&nbsp; 9796068 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grid Dynamics <br> Holdings, Inc.<br>| 314329 | &nbsp;&nbsp; 2982982 |
| \* | GSI Technology, Inc. | 21199 | &nbsp;&nbsp; 92216 |
|  | Hackett Group, Inc. | 202989 | &nbsp;&nbsp; 4747913 |
| \* | Harmonic, Inc. | 508723 | &nbsp;&nbsp; 4329233 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; I3 Verticals, Inc., <br> Class A<br>| 97856 | &nbsp;&nbsp; 2738011 |
| \* | Ichor Holdings Ltd. | 148808 | &nbsp;&nbsp; 2944910 |
| \* | Identiv, Inc. | 5061 | &nbsp;&nbsp; 18371 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; indie Semiconductor, <br> Inc., Class A<br>| 474727 | &nbsp;&nbsp; 1856183 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Informatica, Inc., <br> Class A<br>| 531900 | &nbsp;&nbsp; 13137930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Information Services <br> Group, Inc.<br>| 87215 | &nbsp;&nbsp; 375897 |
| \* | Inseego Corp. | 13241 | &nbsp;&nbsp; 87655 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Insight Enterprises, <br> Inc.<br>| 144006 | &nbsp;&nbsp; 17076231 |
| \* | Intapp, Inc. | 182240 | &nbsp;&nbsp; 7298712 |
| # | InterDigital, Inc. | 167666 | &nbsp;&nbsp; 43291361 |
| \* | inTEST Corp. | 58818 | &nbsp;&nbsp; 411138 |
| \* | IPG Photonics Corp. | 160753 | &nbsp;&nbsp; 12038792 |
| \* | Itron, Inc. | 207976 | &nbsp;&nbsp; 25901331 |
| \* | Jamf Holding Corp. | 508418 | &nbsp;&nbsp; 4036839 |
| \* | JFrog Ltd. | 336150 | &nbsp;&nbsp; 14592272 |
| \* | Key Tronic Corp. | 48645 | &nbsp;&nbsp; 143016 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kimball Electronics, <br> Inc.<br>| 109666 | &nbsp;&nbsp; 2057334 |
| \* | Klaviyo, Inc., Class A | 14174 | &nbsp;&nbsp; 440811 |
| \* | Knowles Corp. | 501655 | &nbsp;&nbsp; 10188613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kulicke & Soffa <br> Industries, Inc.<br>| 236575 | &nbsp;&nbsp; 7750197 |
| \* | KVH Industries, Inc. | 112689 | &nbsp;&nbsp; 596125 |
| \* | Kyndryl Holdings, Inc. | 1030887 | &nbsp;&nbsp; 38936602 |
| \* | Lantronix, Inc. | 156593 | &nbsp;&nbsp; 502664 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lattice Semiconductor <br> Corp.<br>| 390376 | &nbsp;&nbsp; 19452436 |
| \* | LGL Group, Inc. | 15751 | &nbsp;&nbsp; 114593 |
| #\* | Life360, Inc. | 31605 | &nbsp;&nbsp; 2420627 |
|  | Littelfuse, Inc. | 82081 | &nbsp;&nbsp; 21121904 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LiveRamp Holdings, <br> Inc.<br>| 300004 | &nbsp;&nbsp; 9846131 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Lumentum Holdings, <br> Inc.<br>| 191616 | &nbsp;&nbsp; 21093089 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; MACOM Technology <br> Solutions Holdings, <br> Inc.<br>| 274597 | &nbsp;&nbsp; 37658233 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Magnachip <br> Semiconductor <br> Corp.<br>| 62927 | &nbsp;&nbsp; 258001 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Manhattan Associates, <br> Inc.<br>| 10408 | &nbsp;&nbsp; 2286221 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | MaxLinear, Inc. | 345689 | &nbsp;&nbsp; $5468800 |
| \* | Meridianlink, Inc. | 177354 | &nbsp;&nbsp; 2834117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Methode Electronics, <br> Inc.<br>| 155321 | &nbsp;&nbsp; 1018906 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mirion Technologies, <br> Inc.<br>| 811436 | &nbsp;&nbsp; 18135595 |
| \* | Mitek Systems, Inc. | 193358 | &nbsp;&nbsp; 1744089 |
|  | MKS, Inc. | 185879 | &nbsp;&nbsp; 17691963 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; M-Tron Industries, <br> Inc.<br>| 7875 | &nbsp;&nbsp; 346343 |
| \* | N-able, Inc. | 668354 | &nbsp;&nbsp; 5400300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Napco Security <br> Technologies, Inc.<br>| 163922 | &nbsp;&nbsp; 5004539 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Navitas <br> Semiconductor <br> Corp.<br>| 267553 | &nbsp;&nbsp; 1961163 |
| #\* | nCino, Inc. | 359283 | &nbsp;&nbsp; 10032978 |
| #\* | NCR Voyix Corp. | 601808 | &nbsp;&nbsp; 8196625 |
| \* | NETGEAR, Inc. | 130375 | &nbsp;&nbsp; 3031219 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NetScout Systems, <br> Inc.<br>| 327349 | &nbsp;&nbsp; 7011816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Network-1 <br> Technologies, Inc.<br>| 135577 | &nbsp;&nbsp; 189808 |
| \* | nLight, Inc. | 144801 | &nbsp;&nbsp; 3042269 |
| \* | Novanta, Inc. | 161264 | &nbsp;&nbsp; 19838697 |
| # | NVE Corp. | 21758 | &nbsp;&nbsp; 1377934 |
| \* | Olo, Inc., Class A | 387756 | &nbsp;&nbsp; 4063683 |
| \* | ON24, Inc. | 169807 | &nbsp;&nbsp; 842243 |
|  | OneSpan, Inc. | 166968 | &nbsp;&nbsp; 2462778 |
| \* | Onto Innovation, Inc. | 149814 | &nbsp;&nbsp; 14194877 |
| \* | Ooma, Inc. | 62438 | &nbsp;&nbsp; 710544 |
| \* | Optical Cable Corp. | 19296 | &nbsp;&nbsp; 86446 |
| #\* | OSI Systems, Inc. | 78414 | &nbsp;&nbsp; 17330278 |
| \* | Ouster, Inc. | 125842 | &nbsp;&nbsp; 2942186 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; PAR Technology <br> Corp.<br>| 164455 | &nbsp;&nbsp; 9995575 |
|  | PC Connection, Inc. | 119217 | &nbsp;&nbsp; 7342575 |
| \* | PDF Solutions, Inc. | 175470 | &nbsp;&nbsp; 3900698 |
|  | Pegasystems, Inc. | 479610 | &nbsp;&nbsp; 28157903 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Penguin Solutions, <br> Inc.<br>| 235707 | &nbsp;&nbsp; 5555614 |
| \* | Photronics, Inc. | 270564 | &nbsp;&nbsp; 5508683 |
| \* | Plexus Corp. | 141266 | &nbsp;&nbsp; 18011415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Integrations, <br> Inc.<br>| 253201 | &nbsp;&nbsp; 12285313 |
| \* | Powerfleet, Inc. NJ | 436762 | &nbsp;&nbsp; 1773254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Progress Software <br> Corp.<br>| 196537 | &nbsp;&nbsp; 9449499 |
| \* | Q2 Holdings, Inc. | 171824 | &nbsp;&nbsp; 13952109 |
| \* | Qorvo, Inc. | 280715 | &nbsp;&nbsp; 23467774 |
| \* | Qualys, Inc. | 162857 | &nbsp;&nbsp; 21671381 |
| \* | Rambus, Inc. | 447828 | &nbsp;&nbsp; 33107924 |
| \* | Rapid7, Inc. | 133714 | &nbsp;&nbsp; 2824040 |
| # | Red Violet, Inc. | 35467 | &nbsp;&nbsp; 1572252 |
|  | ReposiTrak, Inc. | 823 | &nbsp;&nbsp; 13563 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Research Solutions, <br> Inc.<br>| 2976 | &nbsp;&nbsp; 7931 |
| \* | RF Industries Ltd. | 18967 | &nbsp;&nbsp; 156288 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ribbon <br> Communications, <br> Inc.<br>| 568234 | &nbsp;&nbsp; $2136560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Richardson <br> Electronics Ltd.<br>| 55605 | &nbsp;&nbsp; 560498 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RingCentral, Inc., <br> Class A<br>| 224795 | &nbsp;&nbsp; 5730025 |
| \* | Riot Platforms, Inc. | 295472 | &nbsp;&nbsp; 3962280 |
| \* | Rogers Corp. | 83327 | &nbsp;&nbsp; 5464585 |
| \* | Sanmina Corp. | 299702 | &nbsp;&nbsp; 34777420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sapiens International <br> Corp. NV<br>| 197608 | &nbsp;&nbsp; 5416435 |
| \* | ScanSource, Inc. | 117102 | &nbsp;&nbsp; 4548242 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SEMrush Holdings, <br> Inc., Class A<br>| 265724 | &nbsp;&nbsp; 2380887 |
| \* | Semtech Corp. | 95064 | &nbsp;&nbsp; 4857770 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SentinelOne, Inc., <br> Class A<br>| 865217 | &nbsp;&nbsp; 15868080 |
| #\*†† | Silicon Graphics, Inc. | 10199 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Silicon Laboratories, <br> Inc.<br>| 90994 | &nbsp;&nbsp; 11990279 |
| \* | SiTime Corp. | 64089 | &nbsp;&nbsp; 13000454 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; SkyWater Technology, <br> Inc.<br>| 86569 | &nbsp;&nbsp; 774793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skyworks Solutions, <br> Inc.<br>| 384329 | &nbsp;&nbsp; 26341910 |
| \* | SoundThinking, Inc. | 30922 | &nbsp;&nbsp; 352820 |
| \* | Sprinklr, Inc., Class A | 466226 | &nbsp;&nbsp; 4200696 |
| \* | SPS Commerce, Inc. | 148449 | &nbsp;&nbsp; 16160900 |
| » | SRAX, Inc. | 70653 | &nbsp;&nbsp; 7065 |
| \* | Synaptics, Inc. | 173382 | &nbsp;&nbsp; 10871051 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Synchronoss <br> Technologies, Inc.<br>| 15848 | &nbsp;&nbsp; 116007 |
|  | TD SYNNEX Corp. | 83697 | &nbsp;&nbsp; 12085010 |
| \* | Telos Corp. | 174899 | &nbsp;&nbsp; 449490 |
| \* | Teradata Corp. | 362048 | &nbsp;&nbsp; 7577665 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TransAct <br> Technologies, Inc.<br>| 41999 | &nbsp;&nbsp; 158336 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Trio-Tech <br> International<br>| 12740 | &nbsp;&nbsp; 69306 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TTM Technologies, <br> Inc.<br>| 573563 | &nbsp;&nbsp; 27100852 |
| \* | Turtle Beach Corp. | 62968 | &nbsp;&nbsp; 915555 |
| \* | Twilio, Inc., Class A | 25 | &nbsp;&nbsp; 3225 |
| \* | UiPath, Inc., Class A | 1218644 | &nbsp;&nbsp; 14319067 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ultra Clean Holdings, <br> Inc.<br>| 203086 | &nbsp;&nbsp; 4573497 |
| \* | Unisys Corp. | 290829 | &nbsp;&nbsp; 1201124 |
| #\* | Unity Software, Inc. | 1208237 | &nbsp;&nbsp; 40306786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Display <br> Corp.<br>| 151902 | &nbsp;&nbsp; 21934649 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Veeco Instruments, <br> Inc.<br>| 257292 | &nbsp;&nbsp; 5346528 |
| \* | Verint Systems, Inc. | 282204 | &nbsp;&nbsp; 6005301 |
| #\* | Vertex, Inc., Class A | 264058 | &nbsp;&nbsp; 8758804 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Viant Technology, Inc., <br> Class A<br>| 44467 | &nbsp;&nbsp; 644772 |
| \* | Viasat, Inc. | 70152 | &nbsp;&nbsp; 1152597 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Viavi Solutions, Inc. | 1014412 | &nbsp;&nbsp; $10194841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vishay <br> Intertechnology, <br> Inc.<br>| 563219 | &nbsp;&nbsp; 9231159 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vishay Precision <br> Group, Inc.<br>| 55032 | &nbsp;&nbsp; 1459449 |
|  | Vontier Corp. | 580307 | &nbsp;&nbsp; 24065331 |
| \* | WidePoint Corp. | 16588 | &nbsp;&nbsp; 49930 |
| # | Xerox Holdings Corp. | 245269 | &nbsp;&nbsp; 993339 |
| \* | Xperi, Inc. | 182678 | &nbsp;&nbsp; 1099722 |
| \* | Yext, Inc. | 340933 | &nbsp;&nbsp; 2768376 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zeta Global Holdings <br> Corp., Class A<br>| 372317 | &nbsp;&nbsp; 5826761 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY |  | &nbsp;&nbsp; 1925157914 |
| MATERIALS — (5.0%) | MATERIALS — (5.0%) | MATERIALS — (5.0%) | MATERIALS — (5.0%) |
|  | AdvanSix, Inc. | 114784 | &nbsp;&nbsp; 2309454 |
| # | Albemarle Corp. | 290338 | &nbsp;&nbsp; 19699433 |
|  | Alcoa Corp. | 826786 | &nbsp;&nbsp; 24778776 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Alpha Metallurgical <br> Resources, Inc.<br>| 58202 | &nbsp;&nbsp; 6871910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Vanguard <br> Corp.<br>| 82634 | &nbsp;&nbsp; 318967 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ampco-Pittsburgh <br> Corp.<br>| 4014 | &nbsp;&nbsp; 12965 |
|  | AptarGroup, Inc. | 96375 | &nbsp;&nbsp; 15144367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ardagh Metal <br> Packaging SA<br>| 465319 | &nbsp;&nbsp; 1842663 |
| \* | Arq, Inc. | 20086 | &nbsp;&nbsp; 107460 |
| \* | Ascent Industries Co. | 43974 | &nbsp;&nbsp; 564186 |
|  | Ashland, Inc. | 167886 | &nbsp;&nbsp; 8656202 |
| \* | Aspen Aerogels, Inc. | 160256 | &nbsp;&nbsp; 1227561 |
|  | Avient Corp. | 410359 | &nbsp;&nbsp; 12955034 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Axalta Coating <br> Systems Ltd.<br>| 817401 | &nbsp;&nbsp; 23148796 |
|  | Balchem Corp. | 147428 | &nbsp;&nbsp; 22478347 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bioceres Crop <br> Solutions Corp.<br>| 9257 | &nbsp;&nbsp; 31659 |
|  | Cabot Corp. | 267781 | &nbsp;&nbsp; 19328433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caledonia Mining <br> Corp. PLC<br>| 16455 | &nbsp;&nbsp; 323999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carpenter Technology <br> Corp.<br>| 218516 | &nbsp;&nbsp; 54495705 |
|  | Celanese Corp. | 4347 | &nbsp;&nbsp; 227044 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Century Aluminum <br> Co.<br>| 418243 | &nbsp;&nbsp; 8858387 |
|  | Chemours Co. | 290617 | &nbsp;&nbsp; 3481592 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Clearwater Paper <br> Corp.<br>| 88752 | &nbsp;&nbsp; 2002245 |
| #\* | Cleveland-Cliffs, Inc. | 1198227 | &nbsp;&nbsp; 12605348 |
| \* | Coeur Mining, Inc. | 1763890 | &nbsp;&nbsp; 15328204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Metals <br> Co.<br>| 512081 | &nbsp;&nbsp; 26556521 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Compass Minerals <br> International, Inc.<br>| 100796 | &nbsp;&nbsp; 2008864 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Core Molding <br> Technologies, Inc.<br>| 41022 | &nbsp;&nbsp; $682606 |
|  | Crown Holdings, Inc. | 62057 | &nbsp;&nbsp; 6165984 |
| \* | Dakota Gold Corp. | 112229 | &nbsp;&nbsp; 404024 |
|  | Eagle Materials, Inc. | 110765 | &nbsp;&nbsp; 24843482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastman Chemical <br> Co.<br>| 249934 | &nbsp;&nbsp; 18147708 |
| \* | Ecovyst, Inc. | 502573 | &nbsp;&nbsp; 4327154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Element Solutions, <br> Inc.<br>| 1422000 | &nbsp;&nbsp; 33559200 |
|  | Ferroglobe PLC | 411917 | &nbsp;&nbsp; 1742409 |
| \* | Flotek Industries, Inc. | 26831 | &nbsp;&nbsp; 323314 |
|  | FMC Corp. | 363768 | &nbsp;&nbsp; 14201503 |
|  | Fortitude Gold Corp. | 179751 | &nbsp;&nbsp; 632724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Friedman Industries, <br> Inc.<br>| 62791 | &nbsp;&nbsp; 951912 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Graphic Packaging <br> Holding Co.<br>| 957254 | &nbsp;&nbsp; 21404199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greif, Inc. (GEF US), <br> Class A<br>| 152719 | &nbsp;&nbsp; 9686966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greif, Inc. (GEF/B <br> US), Class B<br>| 24330 | &nbsp;&nbsp; 1597264 |
|  | Hawkins, Inc. | 108572 | &nbsp;&nbsp; 17727636 |
|  | HB Fuller Co. | 242736 | &nbsp;&nbsp; 13641763 |
|  | Hecla Mining Co. | 2742754 | &nbsp;&nbsp; 15743408 |
|  | Huntsman Corp. | 627338 | &nbsp;&nbsp; 6085179 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Idaho Strategic <br> Resources, Inc.<br>| 6181 | &nbsp;&nbsp; 101368 |
| \* | Ingevity Corp. | 148796 | &nbsp;&nbsp; 6218185 |
|  | Innospec, Inc. | 113109 | &nbsp;&nbsp; 9037409 |
| \* | Intrepid Potash, Inc. | 59927 | &nbsp;&nbsp; 1994371 |
| \* | Ivanhoe Electric, Inc. | 65632 | &nbsp;&nbsp; 627442 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; James Hardie <br> Industries PLC<br>| 86686 | &nbsp;&nbsp; 2248635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaiser Aluminum <br> Corp.<br>| 72571 | &nbsp;&nbsp; 5610464 |
| #\* | Knife River Corp. | 229153 | &nbsp;&nbsp; 18900539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koppers Holdings, <br> Inc.<br>| 94934 | &nbsp;&nbsp; 3119531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kronos Worldwide, <br> Inc.<br>| 247811 | &nbsp;&nbsp; 1325789 |
| \* | Lifezone Metals Ltd. | 17185 | &nbsp;&nbsp; 75786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Louisiana-Pacific <br> Corp.<br>| 311982 | &nbsp;&nbsp; 28206293 |
| \* | LSB Industries, Inc. | 323316 | &nbsp;&nbsp; 2499233 |
| #\* | Magnera Corp. | 46039 | &nbsp;&nbsp; 573186 |
|  | Materion Corp. | 101601 | &nbsp;&nbsp; 10698585 |
|  | Mativ Holdings, Inc. | 160347 | &nbsp;&nbsp; 1061497 |
| \* | McEwen, Inc. | 99891 | &nbsp;&nbsp; 1014893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercer International, <br> Inc.<br>| 226643 | &nbsp;&nbsp; 840846 |
| \* | Metallus, Inc. | 239705 | &nbsp;&nbsp; 3787339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Minerals <br> Technologies, Inc.<br>| 142735 | &nbsp;&nbsp; 8300040 |
|  | Mosaic Co. | 829790 | &nbsp;&nbsp; 29880738 |
| #\* | MP Materials Corp. | 430645 | &nbsp;&nbsp; 26484667 |
|  | Myers Industries, Inc. | 168150 | &nbsp;&nbsp; 2463397 |
|  | NewMarket Corp. | 31625 | &nbsp;&nbsp; 21726375 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Nexa Resources SA | 13494 | &nbsp;&nbsp; $65311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northern Technologies <br> International Corp.<br>| 41625 | &nbsp;&nbsp; 320513 |
| \* | O-I Glass, Inc. | 667459 | &nbsp;&nbsp; 8683642 |
|  | Olin Corp. | 297767 | &nbsp;&nbsp; 5639707 |
|  | Olympic Steel, Inc. | 65653 | &nbsp;&nbsp; 2041808 |
|  | Orion SA | 240917 | &nbsp;&nbsp; 2336895 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perimeter Solutions, <br> Inc.<br>| 171003 | &nbsp;&nbsp; 2758278 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Quaker Chemical <br> Corp.<br>| 66938 | &nbsp;&nbsp; 7659046 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ramaco Resources, <br> Inc. (METC US), <br> Class A<br>| 134982 | &nbsp;&nbsp; 2746884 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ramaco Resources, <br> Inc. (METCB US), <br> Class B<br>| 10493 | &nbsp;&nbsp; 142495 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ranpak Holdings <br> Corp.<br>| 169287 | &nbsp;&nbsp; 617898 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rayonier Advanced <br> Materials, Inc.<br>| 248892 | &nbsp;&nbsp; 955745 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Resolute Forest <br> Products, Inc.<br>| 595780 | &nbsp;&nbsp; 158656 |
|  | Royal Gold, Inc. | 128135 | &nbsp;&nbsp; 19402202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ryerson Holding <br> Corp.<br>| 177886 | &nbsp;&nbsp; 3664452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Scotts Miracle-Gro <br> Co.<br>| 130226 | &nbsp;&nbsp; 8159961 |
|  | Sealed Air Corp. | 479256 | &nbsp;&nbsp; 14027823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sensient Technologies <br> Corp.<br>| 190352 | &nbsp;&nbsp; 21374626 |
|  | Silgan Holdings, Inc. | 547559 | &nbsp;&nbsp; 25477920 |
| \* | Smith-Midland Corp. | 11245 | &nbsp;&nbsp; 390989 |
|  | Sonoco Products Co. | 335106 | &nbsp;&nbsp; 15103227 |
|  | Stepan Co. | 113248 | &nbsp;&nbsp; 5749601 |
|  | SunCoke Energy, Inc. | 382843 | &nbsp;&nbsp; 2829210 |
|  | Sylvamo Corp. | 177859 | &nbsp;&nbsp; 8193964 |
| \* | Tredegar Corp. | 116775 | &nbsp;&nbsp; 1017110 |
|  | TriMas Corp. | 182856 | &nbsp;&nbsp; 6533445 |
|  | Trinseo PLC | 31598 | &nbsp;&nbsp; 84367 |
|  | Tronox Holdings PLC | 554012 | &nbsp;&nbsp; 1767298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Lime & Minerals, <br> Inc.<br>| 142537 | &nbsp;&nbsp; 14193834 |
| # | Warrior Met Coal, Inc. | 177608 | &nbsp;&nbsp; 9125499 |
|  | Westlake Corp. | 9658 | &nbsp;&nbsp; 765879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Worthington Steel, <br> Inc.<br>| 228237 | &nbsp;&nbsp; 6965793 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | &nbsp;&nbsp; 862983243 |
| REAL ESTATE — (0.5%) | REAL ESTATE — (0.5%) | REAL ESTATE — (0.5%) | REAL ESTATE — (0.5%) |
| \* | AMREP Corp. | 11546 | &nbsp;&nbsp; 256899 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anywhere Real <br> Estate, Inc.<br>| 436750 | &nbsp;&nbsp; 2017785 |
| \* | CKX Lands, Inc. | 5107 | &nbsp;&nbsp; 61310 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Compass, Inc., <br> Class A<br>| 1579310 | &nbsp;&nbsp; 12539721 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Comstock Holding <br> Cos., Inc.<br>| 22045 | &nbsp;&nbsp; $273799 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cushman & Wakefield <br> PLC<br>| 910581 | &nbsp;&nbsp; 11099982 |
| \* | Douglas Elliman, Inc. | 15123 | &nbsp;&nbsp; 41588 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; eXp World Holdings, <br> Inc.<br>| 320381 | &nbsp;&nbsp; 3453707 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Five Point <br> Holdings LLC, <br> Class A<br>| 27501 | &nbsp;&nbsp; 146580 |
| \* | Forestar Group, Inc. | 211666 | &nbsp;&nbsp; 5249317 |
| \* | FRP Holdings, Inc. | 163020 | &nbsp;&nbsp; 4303728 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Howard Hughes <br> Holdings, Inc.<br>| 200043 | &nbsp;&nbsp; 13748955 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jones Lang LaSalle, <br> Inc.<br>| 7314 | &nbsp;&nbsp; 1977413 |
| \*» | JW Mays, Inc. | 200 | &nbsp;&nbsp; 7994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kennedy-Wilson <br> Holdings, Inc.<br>| 471240 | &nbsp;&nbsp; 3449477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marcus & Millichap, <br> Inc.<br>| 175323 | &nbsp;&nbsp; 5463065 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Maui Land & <br> Pineapple Co., Inc.<br>| 88134 | &nbsp;&nbsp; 1499159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Newmark Group, Inc., <br> Class A<br>| 635013 | &nbsp;&nbsp; 9633147 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RE/MAX Holdings, <br> Inc., Class A<br>| 77161 | &nbsp;&nbsp; 593368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RMR Group, Inc., <br> Class A<br>| 63995 | &nbsp;&nbsp; 1027760 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seaport Entertainment <br> Group, Inc.<br>| 50403 | &nbsp;&nbsp; 1162797 |
|  | St. Joe Co. | 261891 | &nbsp;&nbsp; 13225495 |
| \* | Star Holdings | 6852 | &nbsp;&nbsp; 49266 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Stratus Properties, <br> Inc.<br>| 34606 | &nbsp;&nbsp; 551447 |
| \* | Tejon Ranch Co. | 114730 | &nbsp;&nbsp; 2060551 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | &nbsp;&nbsp; 93894310 |
| UTILITIES — (3.0%) | UTILITIES — (3.0%) | UTILITIES — (3.0%) | UTILITIES — (3.0%) |
|  | AES Corp. | 1866492 | &nbsp;&nbsp; 24544370 |
|  | ALLETE, Inc. | 287291 | &nbsp;&nbsp; 18941096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American States <br> Water Co.<br>| 172913 | &nbsp;&nbsp; 12724668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Artesian Resources <br> Corp., Class A<br>| 65554 | &nbsp;&nbsp; 2140338 |
|  | Avista Corp. | 367536 | &nbsp;&nbsp; 13709093 |
|  | Black Hills Corp. | 288167 | &nbsp;&nbsp; 16650289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; California Water <br> Service Group<br>| 269582 | &nbsp;&nbsp; 12257893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chesapeake Utilities <br> Corp.<br>| 104283 | &nbsp;&nbsp; 12501446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clearway Energy, Inc. <br> (CWEN US), <br> Class C<br>| 326673 | &nbsp;&nbsp; 10659340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clearway Energy, Inc. <br> (CWENA US), <br> Class A<br>| 132629 | &nbsp;&nbsp; 4082321 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Consolidated Water <br> Co. Ltd.<br>| 83330 | &nbsp;&nbsp; $2424070 |
|  | Essential Utilities, Inc. | 312372 | &nbsp;&nbsp; 11495289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genie Energy Ltd., <br> Class B<br>| 165724 | &nbsp;&nbsp; 3367512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Water <br> Resources, Inc.<br>| 36122 | &nbsp;&nbsp; 344965 |
|  | H2O America | 151392 | &nbsp;&nbsp; 7310720 |
| \* | Hallador Energy Co. | 173070 | &nbsp;&nbsp; 3052955 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Hawaiian Electric <br> Industries, Inc.<br>| 467580 | &nbsp;&nbsp; 5012457 |
| # | IDACORP, Inc. | 179133 | &nbsp;&nbsp; 22450739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MDU Resources <br> Group, Inc.<br>| 738124 | &nbsp;&nbsp; 12732639 |
| # | MGE Energy, Inc. | 181066 | &nbsp;&nbsp; 15379746 |
|  | Middlesex Water Co. | 81060 | &nbsp;&nbsp; 4182696 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Montauk Renewables, <br> Inc.<br>| 208759 | &nbsp;&nbsp; 453007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Fuel Gas <br> Co.<br>| 299354 | &nbsp;&nbsp; 25980934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Jersey <br> Resources Corp.<br>| 451484 | &nbsp;&nbsp; 20727630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northwest Natural <br> Holding Co.<br>| 163048 | &nbsp;&nbsp; 6508876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northwestern Energy <br> Group, Inc.<br>| 279970 | &nbsp;&nbsp; 15034389 |
|  | OGE Energy Corp. | 635979 | &nbsp;&nbsp; 28886166 |
|  | ONE Gas, Inc. | 248975 | &nbsp;&nbsp; 18100482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ormat Technologies, <br> Inc.<br>| 266023 | &nbsp;&nbsp; 23785116 |
| # | Otter Tail Corp. | 227261 | &nbsp;&nbsp; 17540004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pinnacle West Capital <br> Corp.<br>| 273755 | &nbsp;&nbsp; 24807678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Portland General <br> Electric Co.<br>| 436179 | &nbsp;&nbsp; 17935680 |
| \* | Pure Cycle Corp. | 102327 | &nbsp;&nbsp; 1002805 |
|  | RGC Resources, Inc. | 32127 | &nbsp;&nbsp; 647038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southwest Gas <br> Holdings, Inc.<br>| 284733 | &nbsp;&nbsp; 22249037 |
|  | Spire, Inc. | 264404 | &nbsp;&nbsp; 19690166 |
|  | TXNM Energy, Inc. | 419901 | &nbsp;&nbsp; 23846178 |
|  | UGI Corp. | 663694 | &nbsp;&nbsp; 24012449 |
|  | Unitil Corp. | 98840 | &nbsp;&nbsp; 5098167 |
|  | York Water Co. | 105403 | &nbsp;&nbsp; 3189495 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | &nbsp;&nbsp; 515459939 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS |  | &nbsp;&nbsp; 15913714908 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| INDUSTRIALS — (0.0%) | INDUSTRIALS — (0.0%) | INDUSTRIALS — (0.0%) | INDUSTRIALS — (0.0%) |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; TurnOnGreen, Inc. <br> Warrants <br> 07/14/2028<br>| 90960 | &nbsp;&nbsp; 118 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (0.0%) | INFORMATION TECHNOLOGY — (0.0%) | INFORMATION TECHNOLOGY — (0.0%) | INFORMATION TECHNOLOGY — (0.0%) |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; M-Tron Industries, Inc. <br> Warrants <br> 03/11/2028<br>| 7875 | &nbsp;&nbsp; $14175 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS |  | &nbsp;&nbsp; 14293 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $10,598,276,046) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $10,598,276,046) |  | &nbsp;&nbsp; 15913729201 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (0.9%) | TEMPORARY CASH INVESTMENTS — (0.9%) | TEMPORARY CASH INVESTMENTS — (0.9%) | TEMPORARY CASH INVESTMENTS — (0.9%) |
| Ɏ | &nbsp;&nbsp;&nbsp;&nbsp; State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.250%<br>| 163636814 | &nbsp;&nbsp; 163636814 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (7.2%) | SECURITIES LENDING COLLATERAL — (7.2%) | SECURITIES LENDING COLLATERAL — (7.2%) | SECURITIES LENDING COLLATERAL — (7.2%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund <br>| 107423605 | &nbsp;&nbsp; $1242568837 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (Cost <br> $12,004,399,833)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (Cost <br> $12,004,399,833)^^ |  | &nbsp;&nbsp; $17319934852 |

---

As of July 31, 2025, U.S. Small Cap Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp; 513 | 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; $158616297 | &nbsp;&nbsp;&nbsp;&nbsp; $163499513 | &nbsp;&nbsp;&nbsp;&nbsp; $4883216 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$158616297** | &nbsp;&nbsp; **$163499513** | &nbsp;&nbsp; **$4883216** |

---

As of July 31, 2025, the value of Rule 144A securities amounted to $2,584,896 or 0.0% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Communication Services | &nbsp;&nbsp;&nbsp; $412078800 | &nbsp;&nbsp;&nbsp; $27137 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $412105937 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | &nbsp;&nbsp;&nbsp; 2290937942 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2290937942 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | &nbsp;&nbsp;&nbsp; 712174042 | &nbsp;&nbsp;&nbsp; 298333 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 712472375 |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy | &nbsp;&nbsp;&nbsp; 718148485 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 718148485 |
| &nbsp;&nbsp;&nbsp;&nbsp; Financials | &nbsp;&nbsp;&nbsp; 3363098149 | &nbsp;&nbsp;&nbsp; 118985 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3363217134 |
| &nbsp;&nbsp;&nbsp;&nbsp; Health Care | &nbsp;&nbsp;&nbsp; 1541247733 | &nbsp;&nbsp;&nbsp; 792077 | &nbsp;&nbsp;&nbsp; $925197 | &nbsp;&nbsp;&nbsp; 1542965007 |
| &nbsp;&nbsp;&nbsp;&nbsp; Industrials | &nbsp;&nbsp;&nbsp; 3476371908 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 714 | &nbsp;&nbsp;&nbsp; 3476372622 |
| &nbsp;&nbsp;&nbsp;&nbsp; Information Technology | &nbsp;&nbsp;&nbsp; 1925150849 | &nbsp;&nbsp;&nbsp; 7065 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1925157914 |
| &nbsp;&nbsp;&nbsp;&nbsp; Materials | &nbsp;&nbsp;&nbsp; 862824587 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 158656 | &nbsp;&nbsp;&nbsp; 862983243 |
| &nbsp;&nbsp;&nbsp;&nbsp; Real Estate | &nbsp;&nbsp;&nbsp; 93886316 | &nbsp;&nbsp;&nbsp; 7994 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 93894310 |
| &nbsp;&nbsp;&nbsp;&nbsp; Utilities | &nbsp;&nbsp;&nbsp; 515459939 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 515459939 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Industrials | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 118 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 118 |
| &nbsp;&nbsp;&nbsp;&nbsp; Information Technology | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14175 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14175 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; $163636814 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $163636814 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1242568837 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1242568837 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $16075015564 | &nbsp;&nbsp;&nbsp; $1243834721 | &nbsp;&nbsp;&nbsp; $1,084,567˂˃ | &nbsp;&nbsp;&nbsp; $17319934852 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | &nbsp;&nbsp;&nbsp; 4883216 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4883216 |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; $4883216 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $4883216 |
| &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

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

---

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

---

------

**U.S. Micro Cap Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (91.7%) | COMMON STOCKS — (91.7%) | COMMON STOCKS — (91.7%) | COMMON STOCKS — (91.7%) |
| COMMUNICATION SERVICES — (3.4%) | COMMUNICATION SERVICES — (3.4%) | COMMUNICATION SERVICES — (3.4%) | COMMUNICATION SERVICES — (3.4%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Advantage Solutions, <br> Inc.<br>| 378186 | &nbsp;&nbsp; $518115 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Altice USA, Inc., <br> Class A<br>| 652445 | &nbsp;&nbsp; 1696357 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AMC Networks, Inc., <br> Class A<br>| 114087 | &nbsp;&nbsp; 683381 |
| \* | Angi, Inc. | 114679 | &nbsp;&nbsp; 1860093 |
| \* | Anterix, Inc. | 58754 | &nbsp;&nbsp; 1304926 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Atlanta Braves <br> Holdings, Inc. <br> (2291915D US), <br> Class A<br>| 60407 | &nbsp;&nbsp; 2845170 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atlanta Braves <br> Holdings, Inc. <br> (2292098D US), <br> Class C<br>| 179618 | &nbsp;&nbsp; 8003778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ATN International, <br> Inc.<br>| 62785 | &nbsp;&nbsp; 1076763 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bandwidth, Inc., <br> Class A<br>| 101504 | &nbsp;&nbsp; 1411921 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Boston Omaha Corp., <br> Class A<br>| 107467 | &nbsp;&nbsp; 1445431 |
| \* | Bumble, Inc., Class A | 366875 | &nbsp;&nbsp; 2854288 |
| \* | BuzzFeed, Inc. | 23783 | &nbsp;&nbsp; 51609 |
| # | Cable One, Inc. | 18175 | &nbsp;&nbsp; 2326037 |
| \* | Cargurus, Inc. | 322909 | &nbsp;&nbsp; 10597873 |
| \* | Cars.com, Inc. | 230352 | &nbsp;&nbsp; 2964630 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cinemark Holdings, <br> Inc.<br>| 481703 | &nbsp;&nbsp; 12943360 |
| \* | Cineverse Corp. | 7098 | &nbsp;&nbsp; 35774 |
|  | CuriosityStream, Inc. | 4062 | &nbsp;&nbsp; 19701 |
| \* | DHI Group, Inc. | 91327 | &nbsp;&nbsp; 242930 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DoubleVerify Holdings, <br> Inc.<br>| 349160 | &nbsp;&nbsp; 5349131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Entravision <br> Communications <br> Corp., Class A<br>| 742285 | &nbsp;&nbsp; 1640450 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eventbrite, Inc., <br> Class A<br>| 181781 | &nbsp;&nbsp; 443546 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EverQuote, Inc., <br> Class A<br>| 68108 | &nbsp;&nbsp; 1674776 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EW Scripps Co., <br> Class A<br>| 269865 | &nbsp;&nbsp; 806896 |
| \* | fuboTV, Inc. | 583002 | &nbsp;&nbsp; 2320348 |
| \* | Gaia, Inc. | 50148 | &nbsp;&nbsp; 210622 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gambling.com Group <br> Ltd.<br>| 86356 | &nbsp;&nbsp; 912783 |
| #\* | Gannett Co., Inc. | 537714 | &nbsp;&nbsp; 2048690 |
| \* | Globalstar, Inc. | 104703 | &nbsp;&nbsp; 2459473 |
| \* | Gogo, Inc. | 299852 | &nbsp;&nbsp; 4755653 |
|  | Gray Media, Inc. | 315825 | &nbsp;&nbsp; 1424371 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gray Media, Inc., <br> Class A<br>| 3666 | &nbsp;&nbsp; $39043 |
|  | IDT Corp., Class B | 172046 | &nbsp;&nbsp; 10135230 |
| #\* | IMAX Corp. | 213810 | &nbsp;&nbsp; 5514160 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Integral Ad Science <br> Holding Corp.<br>| 322770 | &nbsp;&nbsp; 2646714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iridium <br> Communications, <br> Inc.<br>| 224814 | &nbsp;&nbsp; 5498950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; John Wiley & Sons, <br> Inc. (WLY US), <br> Class A<br>| 156867 | &nbsp;&nbsp; 6055066 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Global Ltd. <br> (LBTYA US), <br> Class A<br>| 317300 | &nbsp;&nbsp; 3179346 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Global Ltd. <br> (LBTYK US), <br> Class C<br>| 263708 | &nbsp;&nbsp; 2697733 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Latin America <br> Ltd. (LILA US), <br> Class A<br>| 126483 | &nbsp;&nbsp; 891705 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Latin America <br> Ltd. (LILAK US), <br> Class C<br>| 665774 | &nbsp;&nbsp; 4753626 |
| \* | LICT Corp. | 0 | &nbsp;&nbsp; 7524 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lionsgate Studios <br> Corp.<br>| 67497 | &nbsp;&nbsp; 399582 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lumen Technologies, <br> Inc.<br>| 2604725 | &nbsp;&nbsp; 11591026 |
| \*» | Machten, Inc. | 97 | &nbsp;&nbsp; 776 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Madison Square <br> Garden <br> Entertainment <br> Corp.<br>| 127715 | &nbsp;&nbsp; 4826350 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Madison Square <br> Garden Sports <br> Corp.<br>| 31873 | &nbsp;&nbsp; 6441533 |
| \* | Magnite, Inc. | 365060 | &nbsp;&nbsp; 8400031 |
|  | Marcus Corp. | 92767 | &nbsp;&nbsp; 1518596 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MediaAlpha, Inc., <br> Class A<br>| 18984 | &nbsp;&nbsp; 190220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National CineMedia, <br> Inc.<br>| 78955 | &nbsp;&nbsp; 379774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nexstar Media Group, <br> Inc.<br>| 22747 | &nbsp;&nbsp; 4256191 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nextdoor Holdings, <br> Inc.<br>| 105300 | &nbsp;&nbsp; 184275 |
| \*» | Pegasus Cos., Inc. | 41 | &nbsp;&nbsp; 1189 |
| \* | PSQ Holdings, Inc. | 25086 | &nbsp;&nbsp; 51175 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PubMatic, Inc., <br> Class A<br>| 143821 | &nbsp;&nbsp; 1727290 |
| \* | QuinStreet, Inc. | 209713 | &nbsp;&nbsp; 3441390 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Reading International, <br> Inc. (RDI US), <br> Class A<br>| 71453 | &nbsp;&nbsp; $95033 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; Reading International, <br> Inc. (RDIB US), <br> Class B<br>| 11620 | &nbsp;&nbsp; 112133 |
| \* | Reservoir Media, Inc. | 66709 | &nbsp;&nbsp; 529669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saga <br> Communications, <br> Inc., Class A<br>| 22689 | &nbsp;&nbsp; 285881 |
|  | Scholastic Corp. | 92170 | &nbsp;&nbsp; 2273834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenandoah <br> Telecommunications <br> Co.<br>| 218924 | &nbsp;&nbsp; 3213804 |
| # | Shutterstock, Inc. | 133369 | &nbsp;&nbsp; 2555350 |
|  | Sinclair, Inc. | 139528 | &nbsp;&nbsp; 2017575 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sphere Entertainment <br> Co.<br>| 107319 | &nbsp;&nbsp; 4620083 |
|  | Spok Holdings, Inc. | 74636 | &nbsp;&nbsp; 1368824 |
| \* | Stagwell, Inc. | 370504 | &nbsp;&nbsp; 2122988 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Starz Entertainment <br> Corp.<br>| 4499 | &nbsp;&nbsp; 65460 |
| \* | Teads Holding Co. | 108398 | &nbsp;&nbsp; 274247 |
| \* | TechTarget, Inc. | 180160 | &nbsp;&nbsp; 1304358 |
|  | TEGNA, Inc. | 662007 | &nbsp;&nbsp; 11055517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telephone & Data <br> Systems, Inc.<br>| 323776 | &nbsp;&nbsp; 12640215 |
| \* | Thryv Holdings, Inc. | 93494 | &nbsp;&nbsp; 1230381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Townsquare Media, <br> Inc., Class A<br>| 14233 | &nbsp;&nbsp; 98065 |
| \* | Travelzoo | 48348 | &nbsp;&nbsp; 482997 |
| \* | TripAdvisor, Inc. | 445802 | &nbsp;&nbsp; 7797077 |
| \* | TrueCar, Inc. | 486422 | &nbsp;&nbsp; 890152 |
| \* | U.S. Cellular Corp. | 54274 | &nbsp;&nbsp; 3958203 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Urban One, Inc. <br> (UONEK US)<br>| 57956 | &nbsp;&nbsp; 37816 |
| \* | Vimeo, Inc. | 543190 | &nbsp;&nbsp; 2058690 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Vivid Seats, Inc., <br> Class A<br>| 20876 | &nbsp;&nbsp; 32358 |
| \* | WideOpenWest, Inc. | 26083 | &nbsp;&nbsp; 87900 |
| \* | Yelp, Inc. | 235883 | &nbsp;&nbsp; 8121452 |
| \* | Zedge, Inc., Class B | 24863 | &nbsp;&nbsp; 99949 |
| \* | Ziff Davis, Inc. | 125764 | &nbsp;&nbsp; 3913776 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ZoomInfo <br> Technologies, Inc.<br>| 499676 | &nbsp;&nbsp; 5411491 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMUNICATION <br> SERVICES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMUNICATION <br> SERVICES |  | &nbsp;&nbsp; 240512649 |
| CONSUMER DISCRETIONARY — (12.7%) | CONSUMER DISCRETIONARY — (12.7%) | CONSUMER DISCRETIONARY — (12.7%) | CONSUMER DISCRETIONARY — (12.7%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; 1-800-Flowers.com, <br> Inc., Class A<br>| 160710 | &nbsp;&nbsp; 949796 |
| \* | 1stdibs.com, Inc. | 15412 | &nbsp;&nbsp; 42537 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Abercrombie & Fitch <br> Co., Class A<br>| 118570 | &nbsp;&nbsp; 11385091 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Academy Sports & <br> Outdoors, Inc.<br>| 198928 | &nbsp;&nbsp; 10103553 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Accel Entertainment, <br> Inc.<br>| 225559 | &nbsp;&nbsp; $2900689 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Acushnet Holdings <br> Corp.<br>| 173998 | &nbsp;&nbsp; 13853721 |
| \* | Adient PLC | 324437 | &nbsp;&nbsp; 6955929 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adtalem Global <br> Education, Inc.<br>| 268742 | &nbsp;&nbsp; 30709148 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Advance Auto Parts, <br> Inc.<br>| 209071 | &nbsp;&nbsp; 11095398 |
| #\* | Allbirds, Inc., Class A | 3641 | &nbsp;&nbsp; 36701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; A-Mark Precious <br> Metals, Inc.<br>| 90666 | &nbsp;&nbsp; 1929372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AMCON Distributing <br> Co.<br>| 5890 | &nbsp;&nbsp; 647841 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Axle & <br> Manufacturing <br> Holdings, Inc.<br>| 413482 | &nbsp;&nbsp; 1839995 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; American Eagle <br> Outfitters, Inc.<br>| 641983 | &nbsp;&nbsp; 6933416 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Outdoor <br> Brands, Inc.<br>| 51578 | &nbsp;&nbsp; 485349 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Public <br> Education, Inc.<br>| 68159 | &nbsp;&nbsp; 2012054 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; America's Car-Mart, <br> Inc.<br>| 30423 | &nbsp;&nbsp; 1370252 |
| \* | Arhaus, Inc. | 94926 | &nbsp;&nbsp; 831552 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ark Restaurants <br> Corp.<br>| 33977 | &nbsp;&nbsp; 292202 |
|  | Arko Corp. | 166089 | &nbsp;&nbsp; 692591 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asbury Automotive <br> Group, Inc.<br>| 35385 | &nbsp;&nbsp; 7859716 |
| #\* | Bally's Corp. | 7282 | &nbsp;&nbsp; 67577 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Barnes & Noble <br> Education, Inc.<br>| 8555 | &nbsp;&nbsp; 75541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bassett Furniture <br> Industries, Inc.<br>| 77182 | &nbsp;&nbsp; 1221019 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beazer Homes USA, <br> Inc.<br>| 81581 | &nbsp;&nbsp; 1917154 |
| #\* | Beyond, Inc. | 182536 | &nbsp;&nbsp; 1633697 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Biglari Holdings, Inc. <br> (BH US), Class B<br>| 7406 | &nbsp;&nbsp; 2283418 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Biglari Holdings, Inc. <br> (BH/A US), Class A<br>| 621 | &nbsp;&nbsp; 922806 |
| \* | BJ's Restaurants, Inc. | 98449 | &nbsp;&nbsp; 3488048 |
|  | Bloomin' Brands, Inc. | 355313 | &nbsp;&nbsp; 3236901 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Boot Barn Holdings, <br> Inc.<br>| 82009 | &nbsp;&nbsp; 14097347 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Brinker International, <br> Inc.<br>| 92740 | &nbsp;&nbsp; 14615824 |
|  | Brunswick Corp. | 114657 | &nbsp;&nbsp; 6683357 |
|  | Buckle, Inc. | 198584 | &nbsp;&nbsp; 9804092 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Build-A-Bear <br> Workshop, Inc.<br>| 48628 | &nbsp;&nbsp; 2465926 |
|  | Caleres, Inc. | 166991 | &nbsp;&nbsp; 2292786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Camping World <br> Holdings, Inc., <br> Class A<br>| 185169 | &nbsp;&nbsp; 2562739 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canterbury Park <br> Holding Corp.<br>| 10905 | &nbsp;&nbsp; $203051 |
| \* | Capri Holdings Ltd. | 234084 | &nbsp;&nbsp; 4257988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carriage Services, <br> Inc.<br>| 147014 | &nbsp;&nbsp; 6603869 |
|  | Carter's, Inc. | 141409 | &nbsp;&nbsp; 3427754 |
|  | Cato Corp., Class A | 96752 | &nbsp;&nbsp; 272841 |
| \* | Cavco Industries, Inc. | 32957 | &nbsp;&nbsp; 13303752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Century Communities, <br> Inc.<br>| 144153 | &nbsp;&nbsp; 8114372 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Champion Homes, <br> Inc.<br>| 99824 | &nbsp;&nbsp; 6079282 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cheesecake Factory, <br> Inc.<br>| 141078 | &nbsp;&nbsp; 9016295 |
| \* | Citi Trends, Inc. | 66895 | &nbsp;&nbsp; 2041635 |
|  | Clarus Corp. | 6400 | &nbsp;&nbsp; 23040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Columbia Sportswear <br> Co.<br>| 97794 | &nbsp;&nbsp; 5532207 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ContextLogic, Inc., <br> Class A<br>| 10328 | &nbsp;&nbsp; 77357 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cooper-Standard <br> Holdings, Inc.<br>| 66302 | &nbsp;&nbsp; 1597878 |
| \* | Coursera, Inc. | 371047 | &nbsp;&nbsp; 4690034 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cracker Barrel Old <br> Country Store, Inc.<br>| 66597 | &nbsp;&nbsp; 4129014 |
|  | Cricut, Inc., Class A | 60791 | &nbsp;&nbsp; 297876 |
|  | Crown Crafts, Inc. | 12250 | &nbsp;&nbsp; 34178 |
| \* | Culp, Inc. | 149674 | &nbsp;&nbsp; 636115 |
|  | Dana, Inc. | 511292 | &nbsp;&nbsp; 8139769 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Dave & Buster's <br> Entertainment, Inc.<br>| 153701 | &nbsp;&nbsp; 4494217 |
| \* | Denny's Corp. | 198773 | &nbsp;&nbsp; 739436 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Designer Brands, Inc., <br> Class A<br>| 145795 | &nbsp;&nbsp; 411142 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Destination XL Group, <br> Inc.<br>| 168234 | &nbsp;&nbsp; 218704 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dine Brands Global, <br> Inc.<br>| 53700 | &nbsp;&nbsp; 1214157 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dorman Products, <br> Inc.<br>| 106859 | &nbsp;&nbsp; 12889333 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Dream Finders <br> Homes, Inc., <br> Class A<br>| 62543 | &nbsp;&nbsp; 1583589 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Duluth Holdings, Inc., <br> Class B<br>| 20013 | &nbsp;&nbsp; 42027 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Educational <br> Development Corp.<br>| 3317 | &nbsp;&nbsp; 4478 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; El Pollo Loco <br> Holdings, Inc.<br>| 159414 | &nbsp;&nbsp; 1641964 |
|  | Escalade, Inc. | 64621 | &nbsp;&nbsp; 794192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ethan Allen Interiors, <br> Inc.<br>| 211034 | &nbsp;&nbsp; 6282482 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; European Wax <br> Center, Inc., <br> Class A<br>| 93666 | &nbsp;&nbsp; 438357 |
| \* | Figs, Inc., Class A | 521601 | &nbsp;&nbsp; 3390407 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; First Watch <br> Restaurant Group, <br> Inc.<br>| 149074 | &nbsp;&nbsp; $2577489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flanigan's <br> Enterprises, Inc.<br>| 21539 | &nbsp;&nbsp; 689248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flexsteel Industries, <br> Inc.<br>| 21164 | &nbsp;&nbsp; 719788 |
| \* | Foot Locker, Inc. | 331562 | &nbsp;&nbsp; 8302313 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fox Factory Holding <br> Corp.<br>| 75433 | &nbsp;&nbsp; 2290900 |
| \* | Frontdoor, Inc. | 190409 | &nbsp;&nbsp; 11138927 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Full House Resorts, <br> Inc.<br>| 29198 | &nbsp;&nbsp; 133727 |
| \* | Funko, Inc., Class A | 188296 | &nbsp;&nbsp; 723057 |
|  | Garrett Motion, Inc. | 534959 | &nbsp;&nbsp; 6975865 |
| \* | Genesco, Inc. | 40011 | &nbsp;&nbsp; 962665 |
|  | Gentex Corp. | 193652 | &nbsp;&nbsp; 5116286 |
| \* | Gentherm, Inc. | 115561 | &nbsp;&nbsp; 3702574 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; G-III Apparel Group <br> Ltd.<br>| 295525 | &nbsp;&nbsp; 6974390 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Global Business <br> Travel Group I<br>| 280463 | &nbsp;&nbsp; 1803377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Golden Entertainment, <br> Inc.<br>| 7760 | &nbsp;&nbsp; 218211 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Goodyear Tire & <br> Rubber Co.<br>| 996254 | &nbsp;&nbsp; 10241491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Graham Holdings Co., <br> Class B<br>| 12505 | &nbsp;&nbsp; 11932021 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grand Canyon <br> Education, Inc.<br>| 43701 | &nbsp;&nbsp; 7369300 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Green Brick Partners, <br> Inc.<br>| 161749 | &nbsp;&nbsp; 10018733 |
| #\* | Groupon, Inc. | 57243 | &nbsp;&nbsp; 1765374 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GrowGeneration <br> Corp.<br>| 42857 | &nbsp;&nbsp; 42214 |
|  | Guess?, Inc. | 317970 | &nbsp;&nbsp; 4133610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hamilton Beach <br> Brands Holding Co., <br> Class A<br>| 49346 | &nbsp;&nbsp; 768317 |
| \* | Hanesbrands, Inc. | 913064 | &nbsp;&nbsp; 3734432 |
|  | Harley-Davidson, Inc. | 309113 | &nbsp;&nbsp; 7520719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haverty Furniture <br> Cos., Inc. (HVT <br> US)<br>| 95559 | &nbsp;&nbsp; 1971382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haverty Furniture <br> Cos., Inc. (HVT/A <br> US), Class A<br>| 18389 | &nbsp;&nbsp; 380101 |
| \* | Helen of Troy Ltd. | 79864 | &nbsp;&nbsp; 1755411 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hilton Grand <br> Vacations, Inc.<br>| 179691 | &nbsp;&nbsp; 8053751 |
| \* | Holley, Inc. | 52405 | &nbsp;&nbsp; 109002 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hooker Furnishings <br> Corp.<br>| 40052 | &nbsp;&nbsp; 378491 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hovnanian <br> Enterprises, Inc., <br> Class A<br>| 18665 | &nbsp;&nbsp; 2229908 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Inspired <br> Entertainment, Inc.<br>| 29576 | &nbsp;&nbsp; $266480 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Installed Building <br> Products, Inc.<br>| 46046 | &nbsp;&nbsp; 9314645 |
| # | J Jill, Inc. | 53605 | &nbsp;&nbsp; 840526 |
| # | Jack in the Box, Inc. | 29850 | &nbsp;&nbsp; 588045 |
|  | JAKKS Pacific, Inc. | 24384 | &nbsp;&nbsp; 431841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jerash Holdings U.S., <br> Inc.<br>| 7541 | &nbsp;&nbsp; 25413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Outdoors, <br> Inc., Class A<br>| 63311 | &nbsp;&nbsp; 2101925 |
| # | Kohl's Corp. | 388992 | &nbsp;&nbsp; 4216673 |
|  | Kontoor Brands, Inc. | 205389 | &nbsp;&nbsp; 11431952 |
| \* | Koss Corp. | 4843 | &nbsp;&nbsp; 25571 |
| # | Krispy Kreme, Inc. | 302670 | &nbsp;&nbsp; 1095665 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Kura Sushi USA, Inc., <br> Class A<br>| 30634 | &nbsp;&nbsp; 2687827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lakeland Industries, <br> Inc.<br>| 35035 | &nbsp;&nbsp; 487337 |
| #\* | Lands' End, Inc. | 116131 | &nbsp;&nbsp; 1362217 |
| \* | Latham Group, Inc. | 96771 | &nbsp;&nbsp; 656107 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Laureate Education, <br> Inc.<br>| 774687 | &nbsp;&nbsp; 17507926 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Lazare Kaplan <br> International, Inc.<br>| 81643 | &nbsp;&nbsp; 0 |
|  | La-Z-Boy, Inc. | 165186 | &nbsp;&nbsp; 5941740 |
|  | LCI Industries | 80932 | &nbsp;&nbsp; 7688540 |
|  | Lear Corp. | 46307 | &nbsp;&nbsp; 4366287 |
| #\*†† | Lear Corp. | 498411 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Legacy Housing <br> Corp.<br>| 47186 | &nbsp;&nbsp; 1056023 |
|  | Leggett & Platt, Inc. | 303117 | &nbsp;&nbsp; 2894767 |
| \* | LGI Homes, Inc. | 91195 | &nbsp;&nbsp; 4857958 |
|  | Lifetime Brands, Inc. | 90396 | &nbsp;&nbsp; 397742 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lincoln Educational <br> Services Corp.<br>| 92730 | &nbsp;&nbsp; 2120735 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lindblad Expeditions <br> Holdings, Inc.<br>| 48865 | &nbsp;&nbsp; 583937 |
| \* | Live Ventures, Inc. | 6057 | &nbsp;&nbsp; 92793 |
| \* | Lovesac Co. | 52794 | &nbsp;&nbsp; 950820 |
| \* | M/I Homes, Inc. | 98626 | &nbsp;&nbsp; 11853859 |
| # | Macy's, Inc. | 932323 | &nbsp;&nbsp; 11775240 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Malibu Boats, Inc., <br> Class A<br>| 70666 | &nbsp;&nbsp; 2353884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marine Products <br> Corp.<br>| 158707 | &nbsp;&nbsp; 1363293 |
| \* | MarineMax, Inc. | 81932 | &nbsp;&nbsp; 1858218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marriott Vacations <br> Worldwide Corp.<br>| 106162 | &nbsp;&nbsp; 7905884 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; MasterCraft Boat <br> Holdings, Inc.<br>| 59196 | &nbsp;&nbsp; 1144851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matthews International <br> Corp., Class A<br>| 71934 | &nbsp;&nbsp; 1689730 |
| \* | Mister Car Wash, Inc. | 441705 | &nbsp;&nbsp; 2550846 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Modine Manufacturing <br> Co.<br>| 81253 | &nbsp;&nbsp; 10933404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Monarch Casino & <br> Resort, Inc.<br>| 27353 | &nbsp;&nbsp; 2816265 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| # | Monro, Inc. | 104652 | &nbsp;&nbsp; $1475070 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Motorcar Parts of <br> America, Inc.<br>| 76249 | &nbsp;&nbsp; 790702 |
|  | Movado Group, Inc. | 58101 | &nbsp;&nbsp; 901147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nathan's Famous, <br> Inc.<br>| 40149 | &nbsp;&nbsp; 3814155 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; National Vision <br> Holdings, Inc.<br>| 287861 | &nbsp;&nbsp; 6983508 |
|  | Newell Brands, Inc. | 1335283 | &nbsp;&nbsp; 7490938 |
| » | Nobility Homes, Inc. | 2100 | &nbsp;&nbsp; 54810 |
| \* | ODP Corp. | 221626 | &nbsp;&nbsp; 3953808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OneSpaWorld <br> Holdings Ltd.<br>| 379420 | &nbsp;&nbsp; 8392770 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; OneWater Marine, <br> Inc., Class A<br>| 46404 | &nbsp;&nbsp; 711837 |
| #\* | Outdoor Holding Co. | 32934 | &nbsp;&nbsp; 38862 |
| # | Oxford Industries, Inc. | 54773 | &nbsp;&nbsp; 2091233 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Papa John's <br> International, Inc.<br>| 83498 | &nbsp;&nbsp; 3541150 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Patrick Industries, <br> Inc.<br>| 123089 | &nbsp;&nbsp; 11969174 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Penn Entertainment, <br> Inc.<br>| 51671 | &nbsp;&nbsp; 933178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Perdoceo Education <br> Corp.<br>| 410255 | &nbsp;&nbsp; 11807139 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Petco Health & <br> Wellness Co., Inc.<br>| 489273 | &nbsp;&nbsp; 1472712 |
| \* | PetMed Express, Inc. | 8499 | &nbsp;&nbsp; 26517 |
|  | Phinia, Inc. | 93811 | &nbsp;&nbsp; 4756218 |
| # | Polaris, Inc. | 97408 | &nbsp;&nbsp; 5153857 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Portillo's, Inc., <br> Class A<br>| 189677 | &nbsp;&nbsp; 1889183 |
| \* | Potbelly Corp. | 112376 | &nbsp;&nbsp; 1351883 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pursuit Attractions & <br> Hospitality, Inc.<br>| 50350 | &nbsp;&nbsp; 1522584 |
|  | PVH Corp. | 100717 | &nbsp;&nbsp; 7394642 |
| \* | QuantumScape Corp. | 1213742 | &nbsp;&nbsp; 10438181 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rave Restaurant <br> Group, Inc.<br>| 23757 | &nbsp;&nbsp; 71509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RCI Hospitality <br> Holdings, Inc.<br>| 32826 | &nbsp;&nbsp; 1176156 |
| \* | Revolve Group, Inc. | 120739 | &nbsp;&nbsp; 2505334 |
| #\* | RH | 37899 | &nbsp;&nbsp; 7792792 |
|  | Rocky Brands, Inc. | 33594 | &nbsp;&nbsp; 878819 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rush Street <br> Interactive, Inc.<br>| 148350 | &nbsp;&nbsp; 2990736 |
| \* | Sabre Corp. | 877767 | &nbsp;&nbsp; 2659634 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sally Beauty Holdings, <br> Inc.<br>| 307138 | &nbsp;&nbsp; 2991524 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Savers Value Village, <br> Inc.<br>| 83549 | &nbsp;&nbsp; 869745 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shake Shack, Inc., <br> Class A<br>| 62894 | &nbsp;&nbsp; 7568664 |
|  | Shoe Carnival, Inc. | 99083 | &nbsp;&nbsp; 2027238 |
| # | Signet Jewelers Ltd. | 151527 | &nbsp;&nbsp; 11985786 |
| #\* | Sleep Number Corp. | 32481 | &nbsp;&nbsp; 238086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Smith & Wesson <br> Brands, Inc.<br>| 247837 | &nbsp;&nbsp; 1970304 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Soho House & Co., <br> Inc.<br>| 23519 | &nbsp;&nbsp; $149346 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sonic Automotive, <br> Inc., Class A<br>| 121640 | &nbsp;&nbsp; 8800654 |
| \* | Sonos, Inc. | 368755 | &nbsp;&nbsp; 3986242 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sportsman's <br> Warehouse <br> Holdings, Inc.<br>| 17747 | &nbsp;&nbsp; 59807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standard Motor <br> Products, Inc.<br>| 110392 | &nbsp;&nbsp; 3351501 |
|  | Steven Madden Ltd. | 193779 | &nbsp;&nbsp; 4651665 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Stitch Fix, Inc., <br> Class A<br>| 328346 | &nbsp;&nbsp; 1553077 |
| \* | Stoneridge, Inc. | 188193 | &nbsp;&nbsp; 1449086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Strategic Education, <br> Inc.<br>| 92195 | &nbsp;&nbsp; 6835798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Strattec Security <br> Corp.<br>| 15348 | &nbsp;&nbsp; 973984 |
| \* | Stride, Inc. | 76116 | &nbsp;&nbsp; 9760355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sturm Ruger & Co., <br> Inc.<br>| 23260 | &nbsp;&nbsp; 794562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Superior Group of <br> Cos., Inc.<br>| 80997 | &nbsp;&nbsp; 781621 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sweetgreen, Inc., <br> Class A<br>| 220857 | &nbsp;&nbsp; 2844638 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Target Hospitality <br> Corp.<br>| 114036 | &nbsp;&nbsp; 865533 |
| # | Thor Industries, Inc. | 95589 | &nbsp;&nbsp; 8697643 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tile Shop Holdings, <br> Inc.<br>| 170353 | &nbsp;&nbsp; 1074927 |
| #\* | Tilly's, Inc., Class A | 92704 | &nbsp;&nbsp; 165940 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Topgolf Callaway <br> Brands Corp.<br>| 686136 | &nbsp;&nbsp; 6346758 |
|  | Travel & Leisure Co. | 262595 | &nbsp;&nbsp; 15558754 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tri Pointe Homes, <br> Inc.<br>| 528036 | &nbsp;&nbsp; 16263509 |
| \* | Udemy, Inc. | 10169 | &nbsp;&nbsp; 77386 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Under Armour, Inc. <br> (UA US), Class C<br>| 593097 | &nbsp;&nbsp; 3736511 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Under Armour, Inc. <br> (UAA US), Class A<br>| 526459 | &nbsp;&nbsp; 3495688 |
| \* | Unifi, Inc. | 69120 | &nbsp;&nbsp; 313805 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; United Parks & <br> Resorts, Inc.<br>| 145146 | &nbsp;&nbsp; 6869760 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Universal Electronics, <br> Inc.<br>| 50250 | &nbsp;&nbsp; 305018 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Universal Technical <br> Institute, Inc.<br>| 196423 | &nbsp;&nbsp; 6328749 |
|  | Upbound Group, Inc. | 220634 | &nbsp;&nbsp; 4552783 |
| \* | Valvoline, Inc. | 274745 | &nbsp;&nbsp; 9684761 |
| \* | Vera Bradley, Inc. | 115625 | &nbsp;&nbsp; 223156 |
|  | VF Corp. | 156271 | &nbsp;&nbsp; 1831496 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Victoria's Secret & <br> Co.<br>| 242096 | &nbsp;&nbsp; 4551405 |
| \* | Visteon Corp. | 65123 | &nbsp;&nbsp; 7238421 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Warby Parker, Inc., <br> Class A<br>| 268895 | &nbsp;&nbsp; 6440035 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| # | Wendy's Co. | 491932 | &nbsp;&nbsp; $4845530 |
|  | Weyco Group, Inc. | 55992 | &nbsp;&nbsp; 1628247 |
| # | Whirlpool Corp. | 87052 | &nbsp;&nbsp; 7228798 |
| # | Winmark Corp. | 29230 | &nbsp;&nbsp; 11031987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Winnebago Industries, <br> Inc.<br>| 102293 | &nbsp;&nbsp; 3040148 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Wolverine World <br> Wide, Inc.<br>| 85784 | &nbsp;&nbsp; 1937003 |
| #\*Ω | XPEL, Inc. | 55579 | &nbsp;&nbsp; 1816878 |
| \* | YETI Holdings, Inc. | 247680 | &nbsp;&nbsp; 9099763 |
| \* | Zumiez, Inc. | 68996 | &nbsp;&nbsp; 945935 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> DISCRETIONARY |  | &nbsp;&nbsp; 894758215 |
| CONSUMER STAPLES — (3.5%) | CONSUMER STAPLES — (3.5%) | CONSUMER STAPLES — (3.5%) | CONSUMER STAPLES — (3.5%) |
|  | Alico, Inc. | 54009 | &nbsp;&nbsp; 1743411 |
|  | Andersons, Inc. | 125889 | &nbsp;&nbsp; 4521933 |
| # | B&G Foods, Inc. | 238627 | &nbsp;&nbsp; 978371 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Boston Beer Co., Inc. <br> , Class A<br>| 25076 | &nbsp;&nbsp; 5192738 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bridgford Foods <br> Corp.<br>| 72953 | &nbsp;&nbsp; 555172 |
|  | Calavo Growers, Inc. | 66899 | &nbsp;&nbsp; 1759444 |
|  | Cal-Maine Foods, Inc. | 74170 | &nbsp;&nbsp; 8243254 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Central Garden & Pet <br> Co. (CENT US)<br>| 44514 | &nbsp;&nbsp; 1736936 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Central Garden & Pet <br> Co. (CENTA US), <br> Class A<br>| 266190 | &nbsp;&nbsp; 9455069 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Chefs' Warehouse, <br> Inc.<br>| 149808 | &nbsp;&nbsp; 10270836 |
| \* | Coty, Inc., Class A | 1349825 | &nbsp;&nbsp; 6546651 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Darling Ingredients, <br> Inc.<br>| 17236 | &nbsp;&nbsp; 558102 |
|  | Dole PLC | 95363 | &nbsp;&nbsp; 1357969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Edgewell Personal <br> Care Co.<br>| 248427 | &nbsp;&nbsp; 6267813 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Energizer Holdings, <br> Inc.<br>| 159495 | &nbsp;&nbsp; 3591827 |
| \* | FitLife Brands, Inc. | 1711 | &nbsp;&nbsp; 21388 |
|  | Flowers Foods, Inc. | 501868 | &nbsp;&nbsp; 7954608 |
| #\* | Forafric Global PLC | 5000 | &nbsp;&nbsp; 38950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fresh Del Monte <br> Produce, Inc.<br>| 177968 | &nbsp;&nbsp; 6689817 |
| \* | Freshpet, Inc. | 72802 | &nbsp;&nbsp; 4973833 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grocery Outlet <br> Holding Corp.<br>| 240093 | &nbsp;&nbsp; 3162025 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hain Celestial Group, <br> Inc.<br>| 97465 | &nbsp;&nbsp; 153020 |
| \* | Herbalife Ltd. | 224279 | &nbsp;&nbsp; 2063367 |
| \* | Honest Co., Inc. | 323310 | &nbsp;&nbsp; 1490459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ingles Markets, Inc., <br> Class A<br>| 55221 | &nbsp;&nbsp; 3475058 |
| # | Interparfums, Inc. | 78552 | &nbsp;&nbsp; 9473371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J&J Snack Foods <br> Corp.<br>| 52850 | &nbsp;&nbsp; 5966237 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; John B Sanfilippo & <br> Son, Inc.<br>| 33735 | &nbsp;&nbsp; $2135763 |
| \* | Laird Superfood, Inc. | 1657 | &nbsp;&nbsp; 11516 |
| # | Lifevantage Corp. | 42829 | &nbsp;&nbsp; 537504 |
| \* | Lifeway Foods, Inc. | 37966 | &nbsp;&nbsp; 957503 |
|  | Limoneira Co. | 63056 | &nbsp;&nbsp; 925662 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Mama's Creations, <br> Inc.<br>| 102941 | &nbsp;&nbsp; 850293 |
|  | Marzetti Co. | 25027 | &nbsp;&nbsp; 4448800 |
| \* | Medifast, Inc. | 38498 | &nbsp;&nbsp; 530117 |
|  | MGP Ingredients, Inc. | 80396 | &nbsp;&nbsp; 2273599 |
| \* | Mission Produce, Inc. | 203749 | &nbsp;&nbsp; 2514263 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Beverage <br> Corp.<br>| 106595 | &nbsp;&nbsp; 4884183 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Natural Alternatives <br> International, Inc.<br>| 67137 | &nbsp;&nbsp; 245050 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Natural Grocers by <br> Vitamin Cottage, <br> Inc.<br>| 93669 | &nbsp;&nbsp; 3549118 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nature's Sunshine <br> Products, Inc.<br>| 140395 | &nbsp;&nbsp; 1966934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nu Skin Enterprises, <br> Inc., Class A<br>| 77588 | &nbsp;&nbsp; 650187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oil-Dri Corp. of <br> America<br>| 108175 | &nbsp;&nbsp; 6101070 |
| #\* | Olaplex Holdings, Inc. | 72254 | &nbsp;&nbsp; 100433 |
|  | PriceSmart, Inc. | 117343 | &nbsp;&nbsp; 12614372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reynolds Consumer <br> Products, Inc.<br>| 123449 | &nbsp;&nbsp; 2776368 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rocky Mountain <br> Chocolate Factory, <br> Inc.<br>| 65289 | &nbsp;&nbsp; 108380 |
|  | Seaboard Corp. | 1615 | &nbsp;&nbsp; 5114996 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seneca Foods Corp. <br> (SENEA US), <br> Class A<br>| 40165 | &nbsp;&nbsp; 4206480 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; Seneca Foods Corp. <br> (SENEB US), <br> Class B<br>| 11120 | &nbsp;&nbsp; 1186504 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Simply Good Foods <br> Co.<br>| 247398 | &nbsp;&nbsp; 7535743 |
|  | SpartanNash Co. | 44015 | &nbsp;&nbsp; 1168158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Spectrum Brands <br> Holdings, Inc.<br>| 10611 | &nbsp;&nbsp; 567795 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tootsie Roll Industries, <br> Inc.<br>| 159834 | &nbsp;&nbsp; 6062504 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TreeHouse Foods, <br> Inc.<br>| 189004 | &nbsp;&nbsp; 3632657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Turning Point Brands, <br> Inc.<br>| 88044 | &nbsp;&nbsp; 7302369 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Natural Foods, <br> Inc.<br>| 180305 | &nbsp;&nbsp; 4983630 |
|  | United-Guardian, Inc. | 32274 | &nbsp;&nbsp; 256578 |
|  | Universal Corp. | 106477 | &nbsp;&nbsp; 5799802 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; USANA Health <br> Sciences, Inc.<br>| 47159 | &nbsp;&nbsp; 1386003 |
|  | Utz Brands, Inc. | 182382 | &nbsp;&nbsp; 2376437 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Village Super Market, <br> Inc., Class A<br>| 60778 | &nbsp;&nbsp; $2090763 |
| \* | Vita Coco Co., Inc. | 128748 | &nbsp;&nbsp; 4539654 |
| \* | Vital Farms, Inc. | 168689 | &nbsp;&nbsp; 6275231 |
|  | WD-40 Co. | 47334 | &nbsp;&nbsp; 10148410 |
|  | Weis Markets, Inc. | 189601 | &nbsp;&nbsp; 13729008 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Willamette Valley <br> Vineyards, Inc.<br>| 3868 | &nbsp;&nbsp; 18721 |
| # | WK Kellogg Co. | 176606 | &nbsp;&nbsp; 4070768 |
| #\* | Zevia PBC, Class A | 88931 | &nbsp;&nbsp; 275686 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> STAPLES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> STAPLES |  | &nbsp;&nbsp; 249150671 |
| ENERGY — (5.0%) | ENERGY — (5.0%) | ENERGY — (5.0%) | ENERGY — (5.0%) |
| \* | Amplify Energy Corp. | 148876 | &nbsp;&nbsp; 565729 |
|  | Archrock, Inc. | 672069 | &nbsp;&nbsp; 15699532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ardmore Shipping <br> Corp.<br>| 149589 | &nbsp;&nbsp; 1627528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aris Water Solutions, <br> Inc., Class A<br>| 42231 | &nbsp;&nbsp; 898253 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Atlas Energy <br> Solutions, Inc.<br>| 67691 | &nbsp;&nbsp; 879983 |
|  | Berry Corp. | 289552 | &nbsp;&nbsp; 874447 |
| \* | Bristow Group, Inc. | 110221 | &nbsp;&nbsp; 3810340 |
|  | Cactus, Inc., Class A | 129805 | &nbsp;&nbsp; 5492050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; California Resources <br> Corp.<br>| 167400 | &nbsp;&nbsp; 8065332 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Centrus Energy Corp., <br> Class A<br>| 64228 | &nbsp;&nbsp; 13834711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Civitas Resources, <br> Inc.<br>| 127593 | &nbsp;&nbsp; 3873723 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Clean Energy Fuels <br> Corp.<br>| 769816 | &nbsp;&nbsp; 1562726 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CNX Resources <br> Corp.<br>| 310935 | &nbsp;&nbsp; 9424440 |
| \* | Comstock, Inc. | 8699 | &nbsp;&nbsp; 28533 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Core Laboratories, <br> Inc.<br>| 101432 | &nbsp;&nbsp; 1109666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Core Natural <br> Resources, Inc.<br>| 176910 | &nbsp;&nbsp; 13057727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crescent Energy Co., <br> Class A<br>| 614874 | &nbsp;&nbsp; 5681436 |
| # | CVR Energy, Inc. | 318123 | &nbsp;&nbsp; 8519334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delek U.S. Holdings, <br> Inc.<br>| 92199 | &nbsp;&nbsp; 2062492 |
|  | DHT Holdings, Inc. | 609411 | &nbsp;&nbsp; 6758368 |
| \* | DMC Global, Inc. | 77653 | &nbsp;&nbsp; 628213 |
|  | Dorian LPG Ltd. | 157041 | &nbsp;&nbsp; 4521210 |
| #\* | Encore Energy Corp. | 90770 | &nbsp;&nbsp; 239633 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Energy Services of <br> America Corp.<br>| 56923 | &nbsp;&nbsp; 622168 |
|  | Epsilon Energy Ltd. | 42044 | &nbsp;&nbsp; 262775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evolution Petroleum <br> Corp.<br>| 126331 | &nbsp;&nbsp; 610179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Excelerate Energy, <br> Inc., Class A<br>| 74396 | &nbsp;&nbsp; 1909001 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Expro Group Holdings <br> NV<br>| 335644 | &nbsp;&nbsp; $3618242 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forum Energy <br> Technologies, Inc.<br>| 25820 | &nbsp;&nbsp; 508912 |
|  | FutureFuel Corp. | 98304 | &nbsp;&nbsp; 398131 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Geospace <br> Technologies Corp.<br>| 106860 | &nbsp;&nbsp; 1732201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Granite Ridge <br> Resources, Inc.<br>| 76474 | &nbsp;&nbsp; 396900 |
| \* | Green Plains, Inc. | 178169 | &nbsp;&nbsp; 1473458 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Island <br> Fabrication, Inc.<br>| 64942 | &nbsp;&nbsp; 436410 |
| \* | Gulfport Energy Corp. | 67786 | &nbsp;&nbsp; 11803576 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Helix Energy Solutions <br> Group, Inc.<br>| 647249 | &nbsp;&nbsp; 3838187 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Helmerich & Payne, <br> Inc.<br>| 233292 | &nbsp;&nbsp; 3781663 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Innovex International, <br> Inc.<br>| 218822 | &nbsp;&nbsp; 3593057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Seaways, <br> Inc.<br>| 181677 | &nbsp;&nbsp; 7248912 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; KLX Energy Services <br> Holdings, Inc.<br>| 3190 | &nbsp;&nbsp; 5710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kodiak Gas Services, <br> Inc.<br>| 206963 | &nbsp;&nbsp; 6691114 |
| #\* | Kosmos Energy Ltd. | 753617 | &nbsp;&nbsp; 1620277 |
|  | Liberty Energy, Inc. | 656221 | &nbsp;&nbsp; 8097767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magnolia Oil & Gas <br> Corp., Class A<br>| 364653 | &nbsp;&nbsp; 8686034 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mammoth Energy <br> Services, Inc.<br>| 113681 | &nbsp;&nbsp; 295571 |
|  | Mexco Energy Corp. | 1906 | &nbsp;&nbsp; 15725 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MIND Technology, <br> Inc.<br>| 4943 | &nbsp;&nbsp; 46711 |
|  | Murphy Oil Corp. | 316347 | &nbsp;&nbsp; 7848569 |
| \* | Nabors Industries Ltd. | 24344 | &nbsp;&nbsp; 846684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NACCO Industries, <br> Inc., Class A<br>| 39573 | &nbsp;&nbsp; 1500608 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Energy <br> Services Reunited <br> Corp.<br>| 1503 | &nbsp;&nbsp; 10025 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Natural Gas Services <br> Group, Inc.<br>| 75130 | &nbsp;&nbsp; 1809882 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp; Next Bridge <br> Hydrocarbons, Inc.<br>| 18077 | &nbsp;&nbsp; 0 |
| # | Noble Corp. PLC | 267750 | &nbsp;&nbsp; 7178377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nordic American <br> Tankers Ltd.<br>| 748030 | &nbsp;&nbsp; 2087004 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Northern Oil & Gas, <br> Inc.<br>| 238874 | &nbsp;&nbsp; 6726692 |
|  | NOV, Inc. | 190966 | &nbsp;&nbsp; 2402352 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oceaneering <br> International, Inc.<br>| 370418 | &nbsp;&nbsp; 8038071 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oil States <br> International, Inc.<br>| 229579 | &nbsp;&nbsp; 1145599 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Par Pacific Holdings, <br> Inc.<br>| 227036 | &nbsp;&nbsp; 7124390 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Patterson-UTI Energy, <br> Inc.<br>| 934119 | &nbsp;&nbsp; $5520643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PBF Energy, Inc., <br> Class A<br>| 226463 | &nbsp;&nbsp; 5118064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peabody Energy <br> Corp.<br>| 370352 | &nbsp;&nbsp; 5981185 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PrimeEnergy <br> Resources Corp.<br>| 3307 | &nbsp;&nbsp; 557461 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ProPetro Holding <br> Corp.<br>| 362455 | &nbsp;&nbsp; 1942759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ranger Energy <br> Services, Inc., <br> Class A<br>| 54402 | &nbsp;&nbsp; 728443 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; REX American <br> Resources Corp.<br>| 87520 | &nbsp;&nbsp; 4575546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riley Exploration <br> Permian, Inc.<br>| 24991 | &nbsp;&nbsp; 655764 |
| # | RPC, Inc. | 819490 | &nbsp;&nbsp; 3810629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SandRidge Energy, <br> Inc.<br>| 51951 | &nbsp;&nbsp; 539771 |
|  | Scorpio Tankers, Inc. | 181045 | &nbsp;&nbsp; 8185044 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SEACOR Marine <br> Holdings, Inc.<br>| 100599 | &nbsp;&nbsp; 502995 |
| \* | Seadrill Ltd. | 217211 | &nbsp;&nbsp; 6333873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Select Water <br> Solutions, Inc.<br>| 392922 | &nbsp;&nbsp; 3783839 |
|  | SFL Corp. Ltd. | 662419 | &nbsp;&nbsp; 6081006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sitio Royalties Corp., <br> Class A<br>| 234924 | &nbsp;&nbsp; 4268569 |
|  | SM Energy Co. | 255910 | &nbsp;&nbsp; 7060557 |
|  | Smart Sand, Inc. | 128306 | &nbsp;&nbsp; 261744 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Solaris Energy <br> Infrastructure, Inc.<br>| 110953 | &nbsp;&nbsp; 3624835 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Strongbridge <br> Biopharma<br>| 9014 | &nbsp;&nbsp; 0 |
| \* | Talos Energy, Inc. | 570591 | &nbsp;&nbsp; 4878553 |
|  | Teekay Corp. Ltd. | 307694 | &nbsp;&nbsp; 2215397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teekay Tankers Ltd., <br> Class A<br>| 109972 | &nbsp;&nbsp; 4657314 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TETRA Technologies, <br> Inc.<br>| 462608 | &nbsp;&nbsp; 1896693 |
| \* | Tidewater, Inc. | 182186 | &nbsp;&nbsp; 9111122 |
| \* | TOP Ships, Inc. | 4756 | &nbsp;&nbsp; 27442 |
| #\* | Transocean Ltd. | 1337582 | &nbsp;&nbsp; 3905739 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Uranium Energy <br> Corp.<br>| 927715 | &nbsp;&nbsp; 8043289 |
|  | VAALCO Energy, Inc. | 75120 | &nbsp;&nbsp; 279446 |
| \* | Valaris Ltd. | 116824 | &nbsp;&nbsp; 5681151 |
| #\* | Vital Energy, Inc. | 93530 | &nbsp;&nbsp; 1748076 |
| # | Vitesse Energy, Inc. | 70515 | &nbsp;&nbsp; 1687424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weatherford <br> International PLC<br>| 118052 | &nbsp;&nbsp; 6675841 |
|  | World Kinect Corp. | 355527 | &nbsp;&nbsp; 9695221 |
| TOTAL ENERGY | TOTAL ENERGY |  | &nbsp;&nbsp; 353661775 |
| FINANCIALS — (21.2%) | FINANCIALS — (21.2%) | FINANCIALS — (21.2%) | FINANCIALS — (21.2%) |
|  | 1st Source Corp. | 151558 | &nbsp;&nbsp; 9066200 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Acacia Research <br> Corp.<br>| 139341 | &nbsp;&nbsp; $493267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Acadian Asset <br> Management, Inc.<br>| 191279 | &nbsp;&nbsp; 7993549 |
|  | ACNB Corp. | 31959 | &nbsp;&nbsp; 1345474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Affinity Bancshares, <br> Inc.<br>| 1853 | &nbsp;&nbsp; 35207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alerus Financial <br> Corp.<br>| 86759 | &nbsp;&nbsp; 1834085 |
| \* | AlTi Global, Inc. | 15941 | &nbsp;&nbsp; 65199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amalgamated <br> Financial Corp.<br>| 116716 | &nbsp;&nbsp; 3383597 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ambac Financial <br> Group, Inc.<br>| 174221 | &nbsp;&nbsp; 1463456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amerant Bancorp, <br> Inc.<br>| 83511 | &nbsp;&nbsp; 1611762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Coastal <br> Insurance Corp.<br>| 58473 | &nbsp;&nbsp; 608704 |
|  | Ameris Bancorp | 221925 | &nbsp;&nbsp; 15168574 |
|  | AMERISAFE, Inc. | 114282 | &nbsp;&nbsp; 5117548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AmeriServ Financial, <br> Inc.<br>| 111291 | &nbsp;&nbsp; 312728 |
|  | Ames National Corp. | 33107 | &nbsp;&nbsp; 597581 |
|  | Arrow Financial Corp. | 130297 | &nbsp;&nbsp; 3491960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Artisan Partners Asset <br> Management, Inc., <br> Class A<br>| 297594 | &nbsp;&nbsp; 13466128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Associated <br> Banc-Corp.<br>| 495112 | &nbsp;&nbsp; 12249071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Associated Capital <br> Group, Inc., <br> Class A<br>| 10258 | &nbsp;&nbsp; 379751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Assured Guaranty <br> Ltd.<br>| 76934 | &nbsp;&nbsp; 6507078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atlantic American <br> Corp.<br>| 7131 | &nbsp;&nbsp; 16330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atlantic Union <br> Bankshares Corp.<br>| 531156 | &nbsp;&nbsp; 16837645 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atlanticus Holdings <br> Corp.<br>| 99980 | &nbsp;&nbsp; 4962007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Auburn National <br> BanCorp, Inc.<br>| 12735 | &nbsp;&nbsp; 356071 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AvidXchange <br> Holdings, Inc.<br>| 769133 | &nbsp;&nbsp; 7583651 |
| \* | Axos Financial, Inc. | 207582 | &nbsp;&nbsp; 17924706 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Baldwin Insurance <br> Group, Inc.<br>| 145669 | &nbsp;&nbsp; 5366446 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Banc of California, <br> Inc.<br>| 236422 | &nbsp;&nbsp; 3432847 |
|  | BancFirst Corp. | 197464 | &nbsp;&nbsp; 24588217 |
| \* | Bancorp, Inc. | 296459 | &nbsp;&nbsp; 18724350 |
|  | Bank First Corp. | 11570 | &nbsp;&nbsp; 1374747 |
|  | Bank of Hawaii Corp. | 93210 | &nbsp;&nbsp; 5767835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Marin <br> Bancorp<br>| 61270 | &nbsp;&nbsp; 1387766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of NT Butterfield <br> & Son Ltd.<br>| 205162 | &nbsp;&nbsp; 9336923 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Bank7 Corp. | 13854 | &nbsp;&nbsp; $613594 |
|  | BankFinancial Corp. | 49535 | &nbsp;&nbsp; 550829 |
|  | BankUnited, Inc. | 258267 | &nbsp;&nbsp; 9418997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bankwell Financial <br> Group, Inc.<br>| 29823 | &nbsp;&nbsp; 1189938 |
|  | Banner Corp. | 169519 | &nbsp;&nbsp; 10522892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bar Harbor <br> Bankshares<br>| 66147 | &nbsp;&nbsp; 1920909 |
|  | BayCom Corp. | 48814 | &nbsp;&nbsp; 1318466 |
|  | BCB Bancorp, Inc. | 102817 | &nbsp;&nbsp; 859550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hills <br> Bancorp, Inc.<br>| 162789 | &nbsp;&nbsp; 4011121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BGC Group, Inc., <br> Class A<br>| 1011255 | &nbsp;&nbsp; 9374334 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blue Foundry <br> Bancorp<br>| 82442 | &nbsp;&nbsp; 704879 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blue Ridge <br> Bankshares, Inc.<br>| 24627 | &nbsp;&nbsp; 90381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bread Financial <br> Holdings, Inc.<br>| 193285 | &nbsp;&nbsp; 11848370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bridge Investment <br> Group Holdings, <br> Inc., Class A<br>| 19981 | &nbsp;&nbsp; 204605 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bridgewater <br> Bancshares, Inc.<br>| 48264 | &nbsp;&nbsp; 750988 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Brighthouse Financial, <br> Inc.<br>| 158784 | &nbsp;&nbsp; 7597814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brookline Bancorp, <br> Inc.<br>| 305972 | &nbsp;&nbsp; 3157631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Burke & Herbert <br> Financial Services <br> Corp.<br>| 30244 | &nbsp;&nbsp; 1753850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Business First <br> Bancshares, Inc.<br>| 77722 | &nbsp;&nbsp; 1845898 |
| \* | BV Financial, Inc. | 7875 | &nbsp;&nbsp; 123165 |
|  | Byline Bancorp, Inc. | 174822 | &nbsp;&nbsp; 4597819 |
|  | C&F Financial Corp. | 13400 | &nbsp;&nbsp; 855590 |
| \* | California BanCorp | 12528 | &nbsp;&nbsp; 187795 |
| » | &nbsp;&nbsp;&nbsp;&nbsp; California First <br> Leasing Corp.<br>| 5329 | &nbsp;&nbsp; 103383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Camden National <br> Corp.<br>| 86832 | &nbsp;&nbsp; 3274435 |
| \* | Cantaloupe, Inc. | 239437 | &nbsp;&nbsp; 2650568 |
|  | Capital Bancorp, Inc. | 27364 | &nbsp;&nbsp; 861419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capital City Bank <br> Group, Inc.<br>| 96546 | &nbsp;&nbsp; 3822256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capitol Federal <br> Financial, Inc.<br>| 517943 | &nbsp;&nbsp; 3118017 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Carter Bankshares, <br> Inc.<br>| 78996 | &nbsp;&nbsp; 1372950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cass Information <br> Systems, Inc.<br>| 74931 | &nbsp;&nbsp; 2997989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay General <br> Bancorp<br>| 202660 | &nbsp;&nbsp; 9164285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CB Financial Services, <br> Inc.<br>| 2538 | &nbsp;&nbsp; 80340 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Pacific <br> Financial Corp.<br>| 99333 | &nbsp;&nbsp; $2648218 |
|  | CF Bankshares, Inc. | 2073 | &nbsp;&nbsp; 48923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chemung Financial <br> Corp.<br>| 12938 | &nbsp;&nbsp; 654663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ChoiceOne Financial <br> Services, Inc.<br>| 11693 | &nbsp;&nbsp; 343774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens & Northern <br> Corp.<br>| 42511 | &nbsp;&nbsp; 808559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens Community <br> Bancorp, Inc.<br>| 13176 | &nbsp;&nbsp; 194214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens Financial <br> Services, Inc.<br>| 484 | &nbsp;&nbsp; 25986 |
| #\* | Citizens, Inc. | 84504 | &nbsp;&nbsp; 322805 |
|  | City Holding Co. | 77870 | &nbsp;&nbsp; 9507927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Civista Bancshares, <br> Inc.<br>| 53449 | &nbsp;&nbsp; 1040652 |
|  | CNB Financial Corp. | 127603 | &nbsp;&nbsp; 2928489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CNO Financial Group, <br> Inc.<br>| 95064 | &nbsp;&nbsp; 3502158 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Coastal Financial <br> Corp.<br>| 56774 | &nbsp;&nbsp; 5461659 |
|  | Cohen & Steers, Inc. | 107799 | &nbsp;&nbsp; 7929694 |
|  | Colony Bankcorp, Inc. | 32655 | &nbsp;&nbsp; 535215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking <br> System, Inc.<br>| 19785 | &nbsp;&nbsp; 470883 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Columbia Financial, <br> Inc.<br>| 199834 | &nbsp;&nbsp; 2875611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community Financial <br> System, Inc.<br>| 119194 | &nbsp;&nbsp; 6281524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community Trust <br> Bancorp, Inc.<br>| 124853 | &nbsp;&nbsp; 6739565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community West <br> Bancshares<br>| 70189 | &nbsp;&nbsp; 1351138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ConnectOne Bancorp, <br> Inc.<br>| 184875 | &nbsp;&nbsp; 4257671 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Consumer Portfolio <br> Services, Inc.<br>| 122735 | &nbsp;&nbsp; 969607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crawford & Co. <br> (CRD/A US), <br> Class A<br>| 222450 | &nbsp;&nbsp; 2128847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crawford & Co. <br> (CRD/B US), <br> Class B<br>| 25338 | &nbsp;&nbsp; 233363 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Customers Bancorp, <br> Inc.<br>| 116315 | &nbsp;&nbsp; 7415081 |
|  | CVB Financial Corp. | 319880 | &nbsp;&nbsp; 5978557 |
| \* | Dave, Inc. | 29298 | &nbsp;&nbsp; 6908468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diamond Hill <br> Investment Group, <br> Inc.<br>| 9475 | &nbsp;&nbsp; 1284526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DigitalBridge Group, <br> Inc.<br>| 446476 | &nbsp;&nbsp; 4795152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dime Community <br> Bancshares, Inc.<br>| 165560 | &nbsp;&nbsp; 4587668 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Donegal Group, Inc. <br> (DGICA US), <br> Class A<br>| 90740 | &nbsp;&nbsp; $1556191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Donegal Group, Inc. <br> (DGICB US), <br> Class B<br>| 34951 | &nbsp;&nbsp; 541741 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Donnelley Financial <br> Solutions, Inc.<br>| 101774 | &nbsp;&nbsp; 5389951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagle Bancorp <br> Montana, Inc.<br>| 8220 | &nbsp;&nbsp; 132506 |
|  | Eagle Bancorp, Inc. | 106503 | &nbsp;&nbsp; 1713633 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Eastern Bankshares, <br> Inc.<br>| 280150 | &nbsp;&nbsp; 4328317 |
| \* | eHealth, Inc. | 83231 | &nbsp;&nbsp; 282985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Employers Holdings, <br> Inc.<br>| 142704 | &nbsp;&nbsp; 5890821 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Encore Capital Group, <br> Inc.<br>| 179737 | &nbsp;&nbsp; 6628701 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enova International, <br> Inc.<br>| 212755 | &nbsp;&nbsp; 22245663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enterprise Financial <br> Services Corp.<br>| 155839 | &nbsp;&nbsp; 8600754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Equity Bancshares, <br> Inc., Class A<br>| 64039 | &nbsp;&nbsp; 2406586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Esquire Financial <br> Holdings, Inc.<br>| 29823 | &nbsp;&nbsp; 2859429 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Euronet Worldwide, <br> Inc.<br>| 37074 | &nbsp;&nbsp; 3602851 |
|  | EVERTEC, Inc. | 234245 | &nbsp;&nbsp; 8467957 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; EZCORP, Inc., <br> Class A<br>| 199511 | &nbsp;&nbsp; 2856998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; F&G Annuities & Life, <br> Inc.<br>| 14849 | &nbsp;&nbsp; 473832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Farmers & Merchants <br> Bancorp, Inc.<br>| 12020 | &nbsp;&nbsp; 288600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Farmers National <br> Banc Corp.<br>| 142217 | &nbsp;&nbsp; 1925618 |
|  | FB Financial Corp. | 164733 | &nbsp;&nbsp; 8032381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Federal Agricultural <br> Mortgage Corp. <br> (AGM US), Class C<br>| 49011 | &nbsp;&nbsp; 8443125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Federal Agricultural <br> Mortgage Corp. <br> (AGM/A US), <br> Class A<br>| 4200 | &nbsp;&nbsp; 537600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Federated Hermes, <br> Inc.<br>| 236300 | &nbsp;&nbsp; 11713391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelis Insurance <br> Holdings Ltd.<br>| 97219 | &nbsp;&nbsp; 1468979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelity D&D Bancorp, <br> Inc.<br>| 657 | &nbsp;&nbsp; 26569 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Finance of America <br> Cos., Inc., Class A<br>| 3052 | &nbsp;&nbsp; 65710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Financial Institutions, <br> Inc.<br>| 73038 | &nbsp;&nbsp; 1861739 |
|  | Finward Bancorp | 340 | &nbsp;&nbsp; 9428 |
| \* | Finwise Bancorp | 9592 | &nbsp;&nbsp; 171409 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | First BanCorp | 1346667 | &nbsp;&nbsp; $28051074 |
|  | First Bancorp, Inc. | 70138 | &nbsp;&nbsp; 1768179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First <br> Bancorp/Southern <br> Pines NC<br>| 152903 | &nbsp;&nbsp; 7658911 |
|  | First Bank | 74565 | &nbsp;&nbsp; 1111019 |
|  | First Busey Corp. | 329531 | &nbsp;&nbsp; 7355132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Business <br> Financial Services, <br> Inc.<br>| 40065 | &nbsp;&nbsp; 1907895 |
|  | First Capital, Inc. | 977 | &nbsp;&nbsp; 34703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Commonwealth <br> Financial Corp.<br>| 570127 | &nbsp;&nbsp; 9412797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Community <br> Bankshares, Inc.<br>| 99265 | &nbsp;&nbsp; 3623172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Community <br> Corp.<br>| 16919 | &nbsp;&nbsp; 419168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Financial <br> Bancorp<br>| 435419 | &nbsp;&nbsp; 10554557 |
|  | First Financial Corp. | 75401 | &nbsp;&nbsp; 4037724 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; First Financial <br> Northwest, Inc.<br>| 56022 | &nbsp;&nbsp; 67226 |
| \* | First Foundation, Inc. | 244058 | &nbsp;&nbsp; 1188562 |
|  | First Hawaiian, Inc. | 293895 | &nbsp;&nbsp; 7126954 |
|  | First Internet Bancorp | 39654 | &nbsp;&nbsp; 869612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Interstate <br> BancSystem, Inc., <br> Class A<br>| 260977 | &nbsp;&nbsp; 7513528 |
|  | First Merchants Corp. | 233899 | &nbsp;&nbsp; 8916230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Mid Bancshares, <br> Inc.<br>| 76117 | &nbsp;&nbsp; 2890162 |
| # | First National Corp. | 2861 | &nbsp;&nbsp; 61798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Northwest <br> Bancorp<br>| 21093 | &nbsp;&nbsp; 161361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Savings Financial <br> Group, Inc.<br>| 2484 | &nbsp;&nbsp; 63541 |
|  | First United Corp. | 25156 | &nbsp;&nbsp; 826878 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Western <br> Financial, Inc.<br>| 13211 | &nbsp;&nbsp; 285952 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Firstsun Capital <br> Bancorp<br>| 12058 | &nbsp;&nbsp; 428662 |
|  | Five Star Bancorp | 35494 | &nbsp;&nbsp; 1068014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flagstar Financial, <br> Inc.<br>| 582797 | &nbsp;&nbsp; 6579778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flushing Financial <br> Corp.<br>| 128877 | &nbsp;&nbsp; 1545235 |
| \* | Flywire Corp. | 325872 | &nbsp;&nbsp; 3548746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Financial <br> Services Corp.<br>| 1419 | &nbsp;&nbsp; 57044 |
|  | FS Bancorp, Inc. | 41320 | &nbsp;&nbsp; 1615199 |
|  | Fulton Financial Corp. | 677461 | &nbsp;&nbsp; 12160425 |
| \* | FVCBankcorp, Inc. | 9563 | &nbsp;&nbsp; 122502 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GBank Financial <br> Holdings, Inc.<br>| 2958 | &nbsp;&nbsp; 111029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GCM Grosvenor, Inc., <br> Class A<br>| 106494 | &nbsp;&nbsp; 1255564 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Genworth Financial, <br> Inc.<br>| 1730073 | &nbsp;&nbsp; $13598374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; German American <br> Bancorp, Inc.<br>| 132569 | &nbsp;&nbsp; 5093301 |
|  | Glacier Bancorp, Inc. | 68705 | &nbsp;&nbsp; 3011340 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GoHealth, Inc., <br> Class A<br>| 4265 | &nbsp;&nbsp; 26144 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Goosehead Insurance, <br> Inc., Class A<br>| 92270 | &nbsp;&nbsp; 8388266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Southern <br> Bancorp, Inc.<br>| 91758 | &nbsp;&nbsp; 5224701 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Green Dot Corp., <br> Class A<br>| 242513 | &nbsp;&nbsp; 2454232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greene County <br> Bancorp, Inc.<br>| 2096 | &nbsp;&nbsp; 49654 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Greenlight Capital Re <br> Ltd., Class A<br>| 145483 | &nbsp;&nbsp; 1891279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guaranty Bancshares, <br> Inc.<br>| 40838 | &nbsp;&nbsp; 1780945 |
| \* | Hagerty, Inc., Class A | 6806 | &nbsp;&nbsp; 69149 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hamilton Insurance <br> Group Ltd., <br> Class B<br>| 67537 | &nbsp;&nbsp; 1451370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hancock Whitney <br> Corp.<br>| 101917 | &nbsp;&nbsp; 6086483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanmi Financial <br> Corp.<br>| 111250 | &nbsp;&nbsp; 2537613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanover Bancorp, <br> Inc.<br>| 1750 | &nbsp;&nbsp; 36418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HarborOne Bancorp, <br> Inc.<br>| 250648 | &nbsp;&nbsp; 2965166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hawthorn Bancshares, <br> Inc.<br>| 19768 | &nbsp;&nbsp; 563783 |
|  | HBT Financial, Inc. | 98742 | &nbsp;&nbsp; 2455714 |
|  | HCI Group, Inc. | 42522 | &nbsp;&nbsp; 5954781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Commerce <br> Corp.<br>| 229285 | &nbsp;&nbsp; 2120886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Financial <br> Corp.<br>| 167560 | &nbsp;&nbsp; 3776802 |
| \* | Heritage Global, Inc. | 68103 | &nbsp;&nbsp; 146421 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Insurance <br> Holdings, Inc.<br>| 125423 | &nbsp;&nbsp; 2645171 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hingham Institution <br> For Savings<br>| 13974 | &nbsp;&nbsp; 3421953 |
| \* | Hippo Holdings, Inc. | 27637 | &nbsp;&nbsp; 714140 |
|  | Home Bancorp, Inc. | 29476 | &nbsp;&nbsp; 1541300 |
| \* | HomeStreet, Inc. | 67640 | &nbsp;&nbsp; 884731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HomeTrust <br> Bancshares, Inc.<br>| 64619 | &nbsp;&nbsp; 2511094 |
|  | Hope Bancorp, Inc. | 379451 | &nbsp;&nbsp; 3790715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Horace Mann <br> Educators Corp.<br>| 274563 | &nbsp;&nbsp; 11677164 |
|  | Horizon Bancorp, Inc. | 162379 | &nbsp;&nbsp; 2515251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Independent Bank <br> Corp. (IBCP US)<br>| 78546 | &nbsp;&nbsp; 2399580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Independent Bank <br> Corp. (INDB US)<br>| 121977 | &nbsp;&nbsp; 7751638 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Bancshares Corp.<br>| 222482 | &nbsp;&nbsp; $15168823 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; International Money <br> Express, Inc.<br>| 110755 | &nbsp;&nbsp; 995687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Investar Holding <br> Corp.<br>| 13816 | &nbsp;&nbsp; 299807 |
|  | Investors Title Co. | 8962 | &nbsp;&nbsp; 1892954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; James River Group <br> Holdings Ltd.<br>| 37695 | &nbsp;&nbsp; 214862 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Katapult Holdings, <br> Inc.<br>| 1007 | &nbsp;&nbsp; 11852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kearny Financial <br> Corp.<br>| 238170 | &nbsp;&nbsp; 1412348 |
|  | Kemper Corp. | 183796 | &nbsp;&nbsp; 11319996 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kentucky First Federal <br> Bancorp<br>| 40640 | &nbsp;&nbsp; 130048 |
| \* | Kestrel Group Ltd. | 11877 | &nbsp;&nbsp; 322817 |
| \* | Kingstone Cos., Inc. | 30753 | &nbsp;&nbsp; 504042 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lake Shore Bancorp, <br> Inc.<br>| 5707 | &nbsp;&nbsp; 70251 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lakeland Financial <br> Corp.<br>| 130748 | &nbsp;&nbsp; 8285501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Landmark Bancorp, <br> Inc.<br>| 23760 | &nbsp;&nbsp; 577130 |
|  | Lazard, Inc. | 45886 | &nbsp;&nbsp; 2385154 |
|  | LCNB Corp. | 36095 | &nbsp;&nbsp; 532762 |
| #\* | Lemonade, Inc. | 155303 | &nbsp;&nbsp; 5851817 |
| \* | LendingClub Corp. | 419536 | &nbsp;&nbsp; 6540566 |
| \* | LendingTree, Inc. | 46307 | &nbsp;&nbsp; 2161611 |
|  | LINKBANCORP, Inc. | 5439 | &nbsp;&nbsp; 37420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Live Oak Bancshares, <br> Inc.<br>| 164930 | &nbsp;&nbsp; 5213437 |
|  | Magyar Bancorp, Inc. | 25049 | &nbsp;&nbsp; 422827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MainStreet <br> Bancshares, Inc.<br>| 5583 | &nbsp;&nbsp; 112777 |
|  | MarketWise, Inc. | 500 | &nbsp;&nbsp; 9200 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Marqeta, Inc., <br> Class A<br>| 1292293 | &nbsp;&nbsp; 7366070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercantile Bank <br> Corp.<br>| 74349 | &nbsp;&nbsp; 3397006 |
|  | Merchants Bancorp | 136710 | &nbsp;&nbsp; 4005603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercury General <br> Corp.<br>| 203957 | &nbsp;&nbsp; 14124022 |
|  | Meridian Corp. | 15535 | &nbsp;&nbsp; 228831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metrocity Bankshares, <br> Inc.<br>| 59752 | &nbsp;&nbsp; 1649155 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Bank <br> Holding Corp.<br>| 21016 | &nbsp;&nbsp; 1482469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mid Penn Bancorp, <br> Inc.<br>| 42030 | &nbsp;&nbsp; 1153724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Middlefield Banc <br> Corp.<br>| 2976 | &nbsp;&nbsp; 82882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Midland States <br> Bancorp, Inc.<br>| 79402 | &nbsp;&nbsp; 1346658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MidWestOne Financial <br> Group, Inc.<br>| 47363 | &nbsp;&nbsp; 1304377 |
|  | Moelis & Co., Class A | 80338 | &nbsp;&nbsp; 5634907 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | MVB Financial Corp. | 43884 | &nbsp;&nbsp; $997922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bank <br> Holdings Corp., <br> Class A<br>| 192203 | &nbsp;&nbsp; 7123043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bankshares, <br> Inc.<br>| 8289 | &nbsp;&nbsp; 230103 |
|  | Navient Corp. | 402680 | &nbsp;&nbsp; 5210679 |
|  | NBT Bancorp, Inc. | 237467 | &nbsp;&nbsp; 9826384 |
| \* | NCR Atleos Corp. | 135422 | &nbsp;&nbsp; 4143913 |
|  | Nelnet, Inc., Class A | 62678 | &nbsp;&nbsp; 7820334 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NerdWallet, Inc., <br> Class A<br>| 128888 | &nbsp;&nbsp; 1364924 |
| \* | NI Holdings, Inc. | 41255 | &nbsp;&nbsp; 525589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nicolet Bankshares, <br> Inc.<br>| 55526 | &nbsp;&nbsp; 7162854 |
| \* | NMI Holdings, Inc. | 339350 | &nbsp;&nbsp; 12664542 |
|  | Northeast Bank | 35105 | &nbsp;&nbsp; 3481363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northeast Community <br> Bancorp, Inc.<br>| 22564 | &nbsp;&nbsp; 466172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northfield Bancorp, <br> Inc.<br>| 193553 | &nbsp;&nbsp; 2061339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northrim BanCorp, <br> Inc.<br>| 50162 | &nbsp;&nbsp; 4190032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northwest <br> Bancshares, Inc.<br>| 757631 | &nbsp;&nbsp; 8864283 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Norwood Financial <br> Corp.<br>| 24019 | &nbsp;&nbsp; 582221 |
|  | Oak Valley Bancorp | 9798 | &nbsp;&nbsp; 261117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OceanFirst Financial <br> Corp.<br>| 216068 | &nbsp;&nbsp; 3625621 |
|  | OFG Bancorp | 398699 | &nbsp;&nbsp; 16992551 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ohio Valley Banc <br> Corp.<br>| 18090 | &nbsp;&nbsp; 583222 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Old Market Capital <br> Corp.<br>| 52807 | &nbsp;&nbsp; 304168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Second Bancorp, <br> Inc.<br>| 161662 | &nbsp;&nbsp; 2743404 |
| \* | Onity Group, Inc. | 30259 | &nbsp;&nbsp; 1141369 |
|  | OP Bancorp | 23882 | &nbsp;&nbsp; 305690 |
| \* | Open Lending Corp. | 35624 | &nbsp;&nbsp; 78017 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oportun Financial <br> Corp.<br>| 21210 | &nbsp;&nbsp; 130017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oppenheimer <br> Holdings, Inc., <br> Class A<br>| 44325 | &nbsp;&nbsp; 3360278 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OptimumBank <br> Holdings, Inc.<br>| 3264 | &nbsp;&nbsp; 14688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orange County <br> Bancorp, Inc.<br>| 6864 | &nbsp;&nbsp; 171531 |
|  | Origin Bancorp, Inc. | 70491 | &nbsp;&nbsp; 2576446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orrstown Financial <br> Services, Inc.<br>| 61514 | &nbsp;&nbsp; 2021350 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Oscar Health, Inc., <br> Class A<br>| 552514 | &nbsp;&nbsp; 7762822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Premier <br> Bancorp, Inc.<br>| 418388 | &nbsp;&nbsp; 9066468 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Palomar Holdings, <br> Inc.<br>| 89620 | &nbsp;&nbsp; $11873754 |
|  | Park National Corp. | 59621 | &nbsp;&nbsp; 9650851 |
|  | Parke Bancorp, Inc. | 25370 | &nbsp;&nbsp; 523891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pathfinder Bancorp, <br> Inc.<br>| 100 | &nbsp;&nbsp; 1463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pathward Financial, <br> Inc.<br>| 225189 | &nbsp;&nbsp; 17029918 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Paymentus Holdings, <br> Inc., Class A<br>| 122250 | &nbsp;&nbsp; 3408330 |
| \* | Payoneer Global, Inc. | 945842 | &nbsp;&nbsp; 6214182 |
| \* | Paysafe Ltd. | 156602 | &nbsp;&nbsp; 1902714 |
| \* | Paysign, Inc. | 16283 | &nbsp;&nbsp; 121146 |
|  | PCB Bancorp | 34611 | &nbsp;&nbsp; 707449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peapack-Gladstone <br> Financial Corp.<br>| 101734 | &nbsp;&nbsp; 2592182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PennyMac Financial <br> Services, Inc.<br>| 80625 | &nbsp;&nbsp; 7509412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peoples Bancorp of <br> North Carolina, Inc.<br>| 21119 | &nbsp;&nbsp; 606326 |
|  | Peoples Bancorp, Inc. | 182828 | &nbsp;&nbsp; 5236194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peoples Financial <br> Services Corp.<br>| 22232 | &nbsp;&nbsp; 1082921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Perella Weinberg <br> Partners<br>| 69875 | &nbsp;&nbsp; 1393308 |
| \* | Pioneer Bancorp, Inc. | 23737 | &nbsp;&nbsp; 291253 |
|  | Piper Sandler Cos. | 66115 | &nbsp;&nbsp; 20847382 |
|  | Plumas Bancorp | 10426 | &nbsp;&nbsp; 430177 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ponce Financial <br> Group, Inc.<br>| 54081 | &nbsp;&nbsp; 759838 |
| \* | PRA Group, Inc. | 96600 | &nbsp;&nbsp; 1468320 |
|  | Preferred Bank | 70910 | &nbsp;&nbsp; 6440046 |
|  | Primis Financial Corp. | 55031 | &nbsp;&nbsp; 615797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Princeton Bancorp, <br> Inc.<br>| 3377 | &nbsp;&nbsp; 101952 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Priority Technology <br> Holdings, Inc.<br>| 53914 | &nbsp;&nbsp; 369311 |
| \* | ProAssurance Corp. | 197934 | &nbsp;&nbsp; 4702912 |
| # | PROG Holdings, Inc. | 160702 | &nbsp;&nbsp; 5116752 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Provident Bancorp, <br> Inc.<br>| 39124 | &nbsp;&nbsp; 477704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Provident Financial <br> Holdings, Inc.<br>| 64625 | &nbsp;&nbsp; 990378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Provident Financial <br> Services, Inc.<br>| 493673 | &nbsp;&nbsp; 8994722 |
|  | QCR Holdings, Inc. | 81015 | &nbsp;&nbsp; 5752065 |
|  | RBB Bancorp | 46879 | &nbsp;&nbsp; 848979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Red River <br> Bancshares, Inc.<br>| 7927 | &nbsp;&nbsp; 476968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Regional Management <br> Corp.<br>| 58090 | &nbsp;&nbsp; 1930912 |
| \* | Remitly Global, Inc. | 285628 | &nbsp;&nbsp; 4712862 |
|  | Renasant Corp. | 297729 | &nbsp;&nbsp; 10908791 |
| \* | Repay Holdings Corp. | 334959 | &nbsp;&nbsp; 1647998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Republic Bancorp, <br> Inc., Class A<br>| 158791 | &nbsp;&nbsp; 10934348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Richmond Mutual <br> BanCorp, Inc.<br>| 9121 | &nbsp;&nbsp; 126235 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riverview Bancorp, <br> Inc.<br>| 65826 | &nbsp;&nbsp; $324522 |
| \* | Root, Inc., Class A | 32315 | &nbsp;&nbsp; 3911084 |
| \*» | Rubico, Inc. | 2378 | &nbsp;&nbsp; 4566 |
|  | S&T Bancorp, Inc. | 184365 | &nbsp;&nbsp; 6755134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Safety Insurance <br> Group, Inc.<br>| 101626 | &nbsp;&nbsp; 7149389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SB Financial Group, <br> Inc.<br>| 12825 | &nbsp;&nbsp; 241238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seacoast Banking <br> Corp. of Florida<br>| 316624 | &nbsp;&nbsp; 8925631 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Security National <br> Financial Corp., <br> Class A<br>| 80688 | &nbsp;&nbsp; 684234 |
| \* | Selectquote, Inc. | 151689 | &nbsp;&nbsp; 266973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ServisFirst <br> Bancshares, Inc.<br>| 36271 | &nbsp;&nbsp; 2852714 |
| #\* | Sezzle, Inc. | 5985 | &nbsp;&nbsp; 926717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shore Bancshares, <br> Inc.<br>| 75545 | &nbsp;&nbsp; 1171703 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Siebert Financial <br> Corp.<br>| 11146 | &nbsp;&nbsp; 45364 |
|  | Sierra Bancorp | 80030 | &nbsp;&nbsp; 2346480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Silvercrest Asset <br> Management <br> Group, Inc., <br> Class A<br>| 34585 | &nbsp;&nbsp; 565811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Simmons First <br> National Corp., <br> Class A<br>| 633197 | &nbsp;&nbsp; 12138386 |
| \* | SiriusPoint Ltd. | 538469 | &nbsp;&nbsp; 10559377 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Skyward Specialty <br> Insurance Group, <br> Inc.<br>| 88098 | &nbsp;&nbsp; 4455997 |
|  | SmartFinancial, Inc. | 61721 | &nbsp;&nbsp; 2114561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sound Financial <br> Bancorp, Inc.<br>| 705 | &nbsp;&nbsp; 32465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; South Plains <br> Financial, Inc.<br>| 57703 | &nbsp;&nbsp; 2141358 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Southern First <br> Bancshares, Inc.<br>| 57740 | &nbsp;&nbsp; 2399674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Missouri <br> Bancorp, Inc.<br>| 42231 | &nbsp;&nbsp; 2284275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southside <br> Bancshares, Inc.<br>| 142367 | &nbsp;&nbsp; 4191284 |
|  | SR Bancorp, Inc. | 6965 | &nbsp;&nbsp; 96953 |
|  | Stellar Bancorp, Inc. | 125097 | &nbsp;&nbsp; 3694114 |
| \*†† | Sterling Bancorp, Inc. | 108433 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stewart Information <br> Services Corp.<br>| 165191 | &nbsp;&nbsp; 10725852 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Stock Yards Bancorp, <br> Inc.<br>| 166825 | &nbsp;&nbsp; 12471837 |
| \* | StoneX Group, Inc. | 262689 | &nbsp;&nbsp; 25543878 |
|  | Summit State Bank | 3397 | &nbsp;&nbsp; 41579 |
|  | SWK Holdings Corp. | 1450 | &nbsp;&nbsp; 21591 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Texas Capital <br> Bancshares, Inc.<br>| 181601 | &nbsp;&nbsp; 15249036 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | TFS Financial Corp. | 27803 | &nbsp;&nbsp; $364497 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Third Coast <br> Bancshares, Inc.<br>| 25521 | &nbsp;&nbsp; 960866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Timberland Bancorp, <br> Inc.<br>| 69760 | &nbsp;&nbsp; 2182790 |
|  | Tiptree, Inc. | 258075 | &nbsp;&nbsp; 5362798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tompkins Financial <br> Corp.<br>| 73361 | &nbsp;&nbsp; 4744989 |
|  | Towne Bank | 275295 | &nbsp;&nbsp; 9643584 |
|  | TriCo Bancshares | 147155 | &nbsp;&nbsp; 6051014 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Triumph Financial, <br> Inc.<br>| 133547 | &nbsp;&nbsp; 7574786 |
| \* | Trupanion, Inc. | 76892 | &nbsp;&nbsp; 3645450 |
|  | TrustCo Bank Corp. | 66848 | &nbsp;&nbsp; 2243419 |
|  | Trustmark Corp. | 207671 | &nbsp;&nbsp; 7735745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Global Investors, <br> Inc., Class A<br>| 10779 | &nbsp;&nbsp; 25762 |
| \*†† | Unico American Corp. | 95372 | &nbsp;&nbsp; 4769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Union Bankshares, <br> Inc.<br>| 15310 | &nbsp;&nbsp; 416585 |
|  | United Bancorp, Inc. | 2991 | &nbsp;&nbsp; 42053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Bancshares, <br> Inc.<br>| 5483 | &nbsp;&nbsp; 160926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Bankshares, <br> Inc.<br>| 11877 | &nbsp;&nbsp; 421871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Community <br> Banks, Inc.<br>| 210585 | &nbsp;&nbsp; 6422842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Fire Group, <br> Inc.<br>| 160422 | &nbsp;&nbsp; 4259204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Security <br> Bancshares<br>| 59720 | &nbsp;&nbsp; 510606 |
|  | Unity Bancorp, Inc. | 45890 | &nbsp;&nbsp; 2253658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Insurance <br> Holdings, Inc.<br>| 219143 | &nbsp;&nbsp; 5180541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Univest Financial <br> Corp.<br>| 111315 | &nbsp;&nbsp; 3210325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; USCB Financial <br> Holdings, Inc.<br>| 20250 | &nbsp;&nbsp; 336960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valley National <br> Bancorp<br>| 1971937 | &nbsp;&nbsp; 18279856 |
|  | Value Line, Inc. | 19567 | &nbsp;&nbsp; 726718 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Velocity Financial, <br> Inc.<br>| 42613 | &nbsp;&nbsp; 707376 |
|  | Veritex Holdings, Inc. | 208265 | &nbsp;&nbsp; 6606166 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Victory Capital <br> Holdings, Inc., <br> Class A<br>| 247583 | &nbsp;&nbsp; 17060945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Virginia National <br> Bankshares Corp.<br>| 5368 | &nbsp;&nbsp; 197918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Virtus Investment <br> Partners, Inc.<br>| 34290 | &nbsp;&nbsp; 6628600 |
|  | WaFd, Inc. | 331500 | &nbsp;&nbsp; 9648307 |
|  | Walker & Dunlop, Inc. | 125130 | &nbsp;&nbsp; 9386001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Washington Trust <br> Bancorp, Inc.<br>| 85558 | &nbsp;&nbsp; 2304933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Waterstone Financial, <br> Inc.<br>| 133468 | &nbsp;&nbsp; 1776459 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | WesBanco, Inc. | 352292 | &nbsp;&nbsp; $10614558 |
|  | West BanCorp, Inc. | 96563 | &nbsp;&nbsp; 1737168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westamerica <br> BanCorp<br>| 104902 | &nbsp;&nbsp; 5024806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western New England <br> Bancorp, Inc.<br>| 118215 | &nbsp;&nbsp; 1258990 |
| # | Western Union Co. | 461594 | &nbsp;&nbsp; 3715832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westwood Holdings <br> Group, Inc.<br>| 27093 | &nbsp;&nbsp; 473586 |
| \* | WEX, Inc. | 8700 | &nbsp;&nbsp; 1476216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; White Mountains <br> Insurance Group <br> Ltd.<br>| 4672 | &nbsp;&nbsp; 8352602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wintrust Financial <br> Corp.<br>| 1 | &nbsp;&nbsp; 128 |
| # | WisdomTree, Inc. | 644705 | &nbsp;&nbsp; 8555235 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; World Acceptance <br> Corp.<br>| 45060 | &nbsp;&nbsp; 7088839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WSFS Financial <br> Corp.<br>| 256737 | &nbsp;&nbsp; 14079457 |
|  | WVS Financial Corp. | 3497 | &nbsp;&nbsp; 42524 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | &nbsp;&nbsp; 1499220100 |
| HEALTH CARE — (10.1%) | HEALTH CARE — (10.1%) | HEALTH CARE — (10.1%) | HEALTH CARE — (10.1%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; 10X Genomics, Inc., <br> Class A<br>| 69499 | &nbsp;&nbsp; 934762 |
| \* | 89bio, Inc. | 293562 | &nbsp;&nbsp; 2788839 |
| #\* | Absci Corp. | 107197 | &nbsp;&nbsp; 303368 |
| \* | AC Immune SA | 10530 | &nbsp;&nbsp; 22745 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Acadia Healthcare <br> Co., Inc.<br>| 72393 | &nbsp;&nbsp; 1575996 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ACADIA <br> Pharmaceuticals, <br> Inc.<br>| 387667 | &nbsp;&nbsp; 9238105 |
| \* | Accuray, Inc. | 8175 | &nbsp;&nbsp; 10709 |
| \* | AdaptHealth Corp. | 267447 | &nbsp;&nbsp; 2399000 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Adaptive <br> Biotechnologies <br> Corp.<br>| 252513 | &nbsp;&nbsp; 2585733 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Addus HomeCare <br> Corp.<br>| 67751 | &nbsp;&nbsp; 7234452 |
| \* | ADMA Biologics, Inc. | 835609 | &nbsp;&nbsp; 15625888 |
| #†† | Aduro Biotech, Inc. | 3260 | &nbsp;&nbsp; 1239 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adverum <br> Biotechnologies, <br> Inc.<br>| 31623 | &nbsp;&nbsp; 75579 |
| \* | agilon health, Inc. | 265230 | &nbsp;&nbsp; 474762 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Agios <br> Pharmaceuticals, <br> Inc.<br>| 242523 | &nbsp;&nbsp; 9026706 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; AirSculpt <br> Technologies, Inc.<br>| 41002 | &nbsp;&nbsp; 271023 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Akebia Therapeutics, <br> Inc.<br>| 98865 | &nbsp;&nbsp; 364318 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Akero Therapeutics, <br> Inc.<br>| 105871 | &nbsp;&nbsp; 5171798 |
| †† | Albireo Pharma, Inc. | 44018 | &nbsp;&nbsp; 270711 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aldeyra Therapeutics, <br> Inc.<br>| 168426 | &nbsp;&nbsp; $840446 |
| \* | Alkermes PLC | 114855 | &nbsp;&nbsp; 3042509 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Allogene <br> Therapeutics, Inc.<br>| 314556 | &nbsp;&nbsp; 386904 |
| \* | Amedisys, Inc. | 28208 | &nbsp;&nbsp; 2781309 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Shared <br> Hospital Services<br>| 5689 | &nbsp;&nbsp; 14336 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Well Corp., <br> Class A<br>| 7734 | &nbsp;&nbsp; 56845 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AMN Healthcare <br> Services, Inc.<br>| 133483 | &nbsp;&nbsp; 2448078 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amneal <br> Pharmaceuticals, <br> Inc.<br>| 921795 | &nbsp;&nbsp; 7208437 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amphastar <br> Pharmaceuticals, <br> Inc.<br>| 189883 | &nbsp;&nbsp; 3978049 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amylyx <br> Pharmaceuticals, <br> Inc.<br>| 137921 | &nbsp;&nbsp; 1107506 |
| \* | AngioDynamics, Inc. | 149527 | &nbsp;&nbsp; 1324809 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ANI Pharmaceuticals, <br> Inc.<br>| 79725 | &nbsp;&nbsp; 5050579 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anika Therapeutics, <br> Inc.<br>| 70816 | &nbsp;&nbsp; 584586 |
| \* | Annexon, Inc. | 18819 | &nbsp;&nbsp; 45166 |
| #\* | Arcellx, Inc. | 29962 | &nbsp;&nbsp; 2138987 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Arcturus Therapeutics <br> Holdings, Inc.<br>| 114515 | &nbsp;&nbsp; 1398228 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arcus Biosciences, <br> Inc.<br>| 340472 | &nbsp;&nbsp; 3108509 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arrowhead <br> Pharmaceuticals, <br> Inc.<br>| 216566 | &nbsp;&nbsp; 3421743 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; ARS Pharmaceuticals, <br> Inc.<br>| 45737 | &nbsp;&nbsp; 808630 |
| \* | Artivion, Inc. | 162933 | &nbsp;&nbsp; 5036259 |
| \* | Arvinas, Inc. | 124156 | &nbsp;&nbsp; 923721 |
| \* | Astrana Health, Inc. | 182591 | &nbsp;&nbsp; 4356621 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Astria Therapeutics, <br> Inc.<br>| 1621 | &nbsp;&nbsp; 11217 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atea Pharmaceuticals, <br> Inc.<br>| 146038 | &nbsp;&nbsp; 531578 |
| \* | AtriCure, Inc. | 144396 | &nbsp;&nbsp; 5068300 |
| \* | aTyr Pharma, Inc. | 22452 | &nbsp;&nbsp; 105973 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aura Biosciences, <br> Inc.<br>| 83268 | &nbsp;&nbsp; 573717 |
| \* | Avanos Medical, Inc. | 161467 | &nbsp;&nbsp; 1803586 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aveanna Healthcare <br> Holdings, Inc.<br>| 23839 | &nbsp;&nbsp; 94641 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Avidity Biosciences, <br> Inc.<br>| 60099 | &nbsp;&nbsp; 2206234 |
| \* | Axogen, Inc. | 114957 | &nbsp;&nbsp; 1504787 |
| \* | Azenta, Inc. | 166523 | &nbsp;&nbsp; 5445302 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Beam Therapeutics, <br> Inc.<br>| 281830 | &nbsp;&nbsp; 5554869 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| #\* | BioLife Solutions, Inc. | 145628 | &nbsp;&nbsp; $3096051 |
| \* | Biote Corp., Class A | 169739 | &nbsp;&nbsp; 690838 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bioventus, Inc., <br> Class A<br>| 115120 | &nbsp;&nbsp; 750582 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Black Diamond <br> Therapeutics, Inc.<br>| 43607 | &nbsp;&nbsp; 115995 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; BrightSpring Health <br> Services, Inc.<br>| 246634 | &nbsp;&nbsp; 5092992 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Brookdale Senior <br> Living, Inc.<br>| 788180 | &nbsp;&nbsp; 6108395 |
| \* | Butterfly Network, Inc. | 400522 | &nbsp;&nbsp; 684893 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cadrenal <br> Therapeutics, Inc.<br>| 300 | &nbsp;&nbsp; 3126 |
| \* | CareCloud, Inc. | 23463 | &nbsp;&nbsp; 55842 |
| \* | CareDx, Inc. | 126527 | &nbsp;&nbsp; 1554384 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Caribou Biosciences, <br> Inc.<br>| 14303 | &nbsp;&nbsp; 29035 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Castle Biosciences, <br> Inc.<br>| 93558 | &nbsp;&nbsp; 1417404 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Catalyst <br> Pharmaceuticals, <br> Inc.<br>| 232811 | &nbsp;&nbsp; 4965859 |
| #\* | Celcuity, Inc. | 12550 | &nbsp;&nbsp; 491521 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Celldex Therapeutics, <br> Inc.<br>| 97786 | &nbsp;&nbsp; 2149336 |
| \* | Certara, Inc. | 652003 | &nbsp;&nbsp; 6415710 |
| #\* | CG oncology, Inc. | 114154 | &nbsp;&nbsp; 3046770 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Champions Oncology, <br> Inc.<br>| 1381 | &nbsp;&nbsp; 8728 |
| \* | Check Cap Ltd. | 8958 | &nbsp;&nbsp; 6450 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Chinook Therapeutics, <br> Inc.<br>| 384400 | &nbsp;&nbsp; 0 |
| \* | Codexis, Inc. | 68578 | &nbsp;&nbsp; 183789 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Collegium <br> Pharmaceutical, <br> Inc.<br>| 121443 | &nbsp;&nbsp; 3626288 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Community Health <br> Systems, Inc.<br>| 402192 | &nbsp;&nbsp; 1045699 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Compass <br> Therapeutics, Inc.<br>| 5778 | &nbsp;&nbsp; 17161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concentra Group <br> Holdings Parent, <br> Inc.<br>| 159315 | &nbsp;&nbsp; 3181521 |
|  | CONMED Corp. | 77568 | &nbsp;&nbsp; 3967603 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Corcept Therapeutics, <br> Inc.<br>| 181548 | &nbsp;&nbsp; 12194579 |
| \* | CorVel Corp. | 184358 | &nbsp;&nbsp; 16334119 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Coya Therapeutics, <br> Inc.<br>| 3512 | &nbsp;&nbsp; 20896 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Crinetics <br> Pharmaceuticals, <br> Inc.<br>| 69724 | &nbsp;&nbsp; 1993409 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; CRISPR Therapeutics <br> AG<br>| 156991 | &nbsp;&nbsp; 8832314 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cross Country <br> Healthcare, Inc.<br>| 293291 | &nbsp;&nbsp; 3944764 |
| \* | CryoPort, Inc. | 161547 | &nbsp;&nbsp; 1184140 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cullinan Therapeutics, <br> Inc.<br>| 159881 | &nbsp;&nbsp; $1242275 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cumberland <br> Pharmaceuticals, <br> Inc.<br>| 47772 | &nbsp;&nbsp; 164813 |
| \* | CVRx, Inc. | 453 | &nbsp;&nbsp; 3606 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cytek Biosciences, <br> Inc.<br>| 426967 | &nbsp;&nbsp; 1537081 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CytomX Therapeutics, <br> Inc.<br>| 126521 | &nbsp;&nbsp; 277081 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Day One <br> Biopharmaceuticals, <br> Inc.<br>| 285375 | &nbsp;&nbsp; 1914866 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Definitive Healthcare <br> Corp.<br>| 298638 | &nbsp;&nbsp; 1164688 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Denali Therapeutics, <br> Inc.<br>| 374328 | &nbsp;&nbsp; 5176956 |
|  | Dentsply Sirona, Inc. | 444443 | &nbsp;&nbsp; 6359979 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Design Therapeutics, <br> Inc.<br>| 14517 | &nbsp;&nbsp; 56181 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dianthus <br> Therapeutics, Inc.<br>| 3602 | &nbsp;&nbsp; 74453 |
| \* | Disc Medicine, Inc. | 59750 | &nbsp;&nbsp; 3570660 |
| \* | DocGo, Inc. | 9255 | &nbsp;&nbsp; 12587 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dynavax Technologies <br> Corp.<br>| 488489 | &nbsp;&nbsp; 5363609 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Edgewise <br> Therapeutics, Inc.<br>| 233548 | &nbsp;&nbsp; 3330395 |
| \* | Editas Medicine, Inc. | 42686 | &nbsp;&nbsp; 107142 |
| \* | Electromed, Inc. | 39228 | &nbsp;&nbsp; 714342 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eledon <br> Pharmaceuticals, <br> Inc.<br>| 7923 | &nbsp;&nbsp; 24957 |
|  | Embecta Corp. | 122169 | &nbsp;&nbsp; 1241237 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Emergent <br> BioSolutions, Inc.<br>| 140132 | &nbsp;&nbsp; 823976 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enanta <br> Pharmaceuticals, <br> Inc.<br>| 12585 | &nbsp;&nbsp; 95394 |
| \* | Enhabit, Inc. | 176391 | &nbsp;&nbsp; 1185348 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enliven Therapeutics, <br> Inc.<br>| 3468 | &nbsp;&nbsp; 65233 |
| \* | Enovis Corp. | 202855 | &nbsp;&nbsp; 5436514 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Entrada Therapeutics, <br> Inc.<br>| 41357 | &nbsp;&nbsp; 243179 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Envista Holdings <br> Corp.<br>| 638663 | &nbsp;&nbsp; 12064344 |
| \* | Erasca, Inc. | 88682 | &nbsp;&nbsp; 125485 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Evolent Health, Inc., <br> Class A<br>| 409492 | &nbsp;&nbsp; 4115395 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EyePoint <br> Pharmaceuticals, <br> Inc.<br>| 33870 | &nbsp;&nbsp; 332603 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fate Therapeutics, <br> Inc.<br>| 137058 | &nbsp;&nbsp; 150764 |
| \* | FONAR Corp. | 50833 | &nbsp;&nbsp; 793503 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forte Biosciences, <br> Inc.<br>| 1003 | &nbsp;&nbsp; $10010 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fulcrum Therapeutics, <br> Inc.<br>| 203697 | &nbsp;&nbsp; 1370881 |
| \* | Fulgent Genetics, Inc. | 107854 | &nbsp;&nbsp; 1852932 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GeneDx Holdings <br> Corp.<br>| 61714 | &nbsp;&nbsp; 6291742 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GoodRx Holdings, <br> Inc., Class A<br>| 251399 | &nbsp;&nbsp; 1204201 |
| \* | Haemonetics Corp. | 113065 | &nbsp;&nbsp; 8371333 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Harmony Biosciences <br> Holdings, Inc.<br>| 172846 | &nbsp;&nbsp; 6080722 |
| #\* | Harrow, Inc. | 67570 | &nbsp;&nbsp; 2146023 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Harvard Bioscience, <br> Inc.<br>| 53677 | &nbsp;&nbsp; 24997 |
| \* | Health Catalyst, Inc. | 247541 | &nbsp;&nbsp; 903525 |
|  | HealthStream, Inc. | 175887 | &nbsp;&nbsp; 4601204 |
| #\* | ICU Medical, Inc. | 72234 | &nbsp;&nbsp; 9275568 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ideaya Biosciences, <br> Inc.<br>| 125018 | &nbsp;&nbsp; 3044188 |
| \* | ImmuCell Corp. | 1763 | &nbsp;&nbsp; 11001 |
| \* | Immunome, Inc. | 96893 | &nbsp;&nbsp; 1019314 |
| #\* | Immunovant, Inc. | 115022 | &nbsp;&nbsp; 1849554 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; InfuSystem Holdings, <br> Inc.<br>| 56168 | &nbsp;&nbsp; 314541 |
| #\* | Inmune Bio, Inc. | 7498 | &nbsp;&nbsp; 20470 |
| \* | Innoviva, Inc. | 271592 | &nbsp;&nbsp; 4934827 |
| \* | Inogen, Inc. | 84989 | &nbsp;&nbsp; 536281 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Inspire Medical <br> Systems, Inc.<br>| 61142 | &nbsp;&nbsp; 7614625 |
| #\* | Instil Bio, Inc. | 7602 | &nbsp;&nbsp; 182448 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Integer Holdings <br> Corp.<br>| 128482 | &nbsp;&nbsp; 13941582 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Integra LifeSciences <br> Holdings Corp.<br>| 113821 | &nbsp;&nbsp; 1495608 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Intellia Therapeutics, <br> Inc.<br>| 308988 | &nbsp;&nbsp; 3596620 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Iovance <br> Biotherapeutics, <br> Inc.<br>| 340914 | &nbsp;&nbsp; 876149 |
|  | iRadimed Corp. | 46821 | &nbsp;&nbsp; 2731537 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; iTeos Therapeutics, <br> Inc.<br>| 37453 | &nbsp;&nbsp; 379773 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Janux Therapeutics, <br> Inc.<br>| 86208 | &nbsp;&nbsp; 2070285 |
| \* | Joint Corp. | 14591 | &nbsp;&nbsp; 161085 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; KalVista <br> Pharmaceuticals, <br> Inc.<br>| 33268 | &nbsp;&nbsp; 453443 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kewaunee Scientific <br> Corp.<br>| 22995 | &nbsp;&nbsp; 1272543 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kezar Life Sciences, <br> Inc.<br>| 3935 | &nbsp;&nbsp; 16802 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kiniksa <br> Pharmaceuticals <br> International PLC<br>| 102192 | &nbsp;&nbsp; 3092330 |
| \* | Kodiak Sciences, Inc. | 44390 | &nbsp;&nbsp; 291864 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Krystal Biotech, Inc. | 68514 | &nbsp;&nbsp; $10542249 |
| \* | Kura Oncology, Inc. | 282176 | &nbsp;&nbsp; 1707165 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kymera Therapeutics, <br> Inc.<br>| 56500 | &nbsp;&nbsp; 2471875 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lantheus Holdings, <br> Inc.<br>| 7042 | &nbsp;&nbsp; 501320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LeMaitre Vascular, <br> Inc.<br>| 83199 | &nbsp;&nbsp; 6759087 |
| \* | LENSAR, Inc. | 33344 | &nbsp;&nbsp; 429804 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LENZ Therapeutics, <br> Inc.<br>| 1113 | &nbsp;&nbsp; 33134 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lexeo Therapeutics, <br> Inc.<br>| 14523 | &nbsp;&nbsp; 68694 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LifeStance Health <br> Group, Inc.<br>| 694345 | &nbsp;&nbsp; 2763493 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ligand <br> Pharmaceuticals, <br> Inc.<br>| 77487 | &nbsp;&nbsp; 10195739 |
| \* | LivaNova PLC | 176881 | &nbsp;&nbsp; 7462609 |
| \* | MacroGenics, Inc. | 58087 | &nbsp;&nbsp; 90616 |
| \* | MannKind Corp. | 542874 | &nbsp;&nbsp; 2052064 |
| \* | MaxCyte, Inc. | 259613 | &nbsp;&nbsp; 534803 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Merit Medical <br> Systems, Inc.<br>| 28478 | &nbsp;&nbsp; 2416643 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Merrimack <br> Pharmaceuticals, <br> Inc.<br>| 145158 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mesa Laboratories, <br> Inc.<br>| 21145 | &nbsp;&nbsp; 1617170 |
| \* | MiMedx Group, Inc. | 346609 | &nbsp;&nbsp; 2492119 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mineralys <br> Therapeutics, Inc.<br>| 75422 | &nbsp;&nbsp; 1067221 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Mirati Therapeutics, <br> Inc.<br>| 65800 | &nbsp;&nbsp; 202006 |
| #\* | ModivCare, Inc. | 23751 | &nbsp;&nbsp; 68640 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Monte Rosa <br> Therapeutics, Inc.<br>| 65919 | &nbsp;&nbsp; 326299 |
| \* | Mural Oncology PLC | 12755 | &nbsp;&nbsp; 28699 |
| \* | Myriad Genetics, Inc. | 365792 | &nbsp;&nbsp; 1404641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National HealthCare <br> Corp.<br>| 101213 | &nbsp;&nbsp; 9719484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Research <br> Corp.<br>| 163514 | &nbsp;&nbsp; 2043925 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nautilus <br> Biotechnology, Inc.<br>| 78645 | &nbsp;&nbsp; 59770 |
| \* | Neogen Corp. | 238098 | &nbsp;&nbsp; 1107156 |
| \* | NeoGenomics, Inc. | 457651 | &nbsp;&nbsp; 2215031 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Neoleukin <br> Therapeutics, Inc.<br>| 2887 | &nbsp;&nbsp; 0 |
| \* | Neurogene, Inc. | 721 | &nbsp;&nbsp; 15696 |
| \* | Nexgel, Inc. | 198 | &nbsp;&nbsp; 449 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Niagen Bioscience, <br> Inc.<br>| 98289 | &nbsp;&nbsp; 919002 |
| \* | Nkarta, Inc. | 13264 | &nbsp;&nbsp; 28783 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Nurix Therapeutics, <br> Inc.<br>| 119848 | &nbsp;&nbsp; 1349488 |
| \* | Nutex Health, Inc. | 3409 | &nbsp;&nbsp; 289117 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| #\* | Nuvation Bio, Inc. | 575544 | &nbsp;&nbsp; $1358284 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Olema <br> Pharmaceuticals, <br> Inc.<br>| 255760 | &nbsp;&nbsp; 1314606 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; OmniAb, Inc. <br> (2200963D US)<br>| 35754 | &nbsp;&nbsp; 0 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; OmniAb, Inc. <br> (2200964D US)<br>| 35754 | &nbsp;&nbsp; 0 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; OmniAb, Inc. (OABI <br> UQ)<br>| 397806 | &nbsp;&nbsp; 759809 |
| \* | Omnicell, Inc. | 137234 | &nbsp;&nbsp; 4255626 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp; Opiant <br> Pharmaceuticals, <br> Inc.<br>| 15320 | &nbsp;&nbsp; 0 |
| \* | OptimizeRx Corp. | 64609 | &nbsp;&nbsp; 815366 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Option Care Health, <br> Inc.<br>| 224852 | &nbsp;&nbsp; 6599406 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OraSure <br> Technologies, Inc.<br>| 270169 | &nbsp;&nbsp; 859137 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Organogenesis <br> Holdings, Inc.<br>| 299019 | &nbsp;&nbsp; 1381468 |
|  | Organon & Co. | 731500 | &nbsp;&nbsp; 7095550 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; ORIC <br> Pharmaceuticals, <br> Inc.<br>| 147993 | &nbsp;&nbsp; 1475490 |
| \* | Orthofix Medical, Inc. | 94600 | &nbsp;&nbsp; 1044384 |
| \* | OrthoPediatrics Corp. | 66045 | &nbsp;&nbsp; 1368452 |
| \* | Owens & Minor, Inc. | 276514 | &nbsp;&nbsp; 1916242 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pacira BioSciences, <br> Inc.<br>| 128878 | &nbsp;&nbsp; 2718037 |
| #\*†† | PDL BioPharma, Inc. | 616320 | &nbsp;&nbsp; 258854 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pediatrix Medical <br> Group, Inc.<br>| 327775 | &nbsp;&nbsp; 4015244 |
| \* | Pennant Group, Inc. | 154609 | &nbsp;&nbsp; 3427682 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Performant <br> Healthcare, Inc.<br>| 117099 | &nbsp;&nbsp; 415701 |
|  | Perrigo Co. PLC | 476817 | &nbsp;&nbsp; 12716709 |
| #\* | Personalis, Inc. | 113597 | &nbsp;&nbsp; 622512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phibro Animal Health <br> Corp., Class A<br>| 75692 | &nbsp;&nbsp; 2005838 |
| #\* | Phreesia, Inc. | 42494 | &nbsp;&nbsp; 1145638 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pliant Therapeutics, <br> Inc.<br>| 5719 | &nbsp;&nbsp; 8350 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Poseida Therapeutics, <br> Inc.<br>| 65427 | &nbsp;&nbsp; 32714 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Precision <br> BioSciences, Inc.<br>| 11857 | &nbsp;&nbsp; 56321 |
| # | Premier, Inc., Class A | 450563 | &nbsp;&nbsp; 9678093 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Prestige Consumer <br> Healthcare, Inc.<br>| 285192 | &nbsp;&nbsp; 21089948 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Privia Health Group, <br> Inc.<br>| 267068 | &nbsp;&nbsp; 5213167 |
| \* | Pro-Dex, Inc. | 3580 | &nbsp;&nbsp; 179179 |
| \* | Progyny, Inc. | 242360 | &nbsp;&nbsp; 5697884 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Protagonist <br> Therapeutics, Inc.<br>| 117992 | &nbsp;&nbsp; 6355049 |
| \* | Prothena Corp. PLC | 188084 | &nbsp;&nbsp; 1292137 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PTC Therapeutics, <br> Inc.<br>| 121170 | &nbsp;&nbsp; $6314169 |
| \* | Pulmonx Corp. | 66721 | &nbsp;&nbsp; 122767 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Puma Biotechnology, <br> Inc.<br>| 118081 | &nbsp;&nbsp; 367232 |
| #\* | Quanterix Corp. | 139673 | &nbsp;&nbsp; 829658 |
| \* | QuidelOrtho Corp. | 215418 | &nbsp;&nbsp; 4958922 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Quipt Home Medical <br> Corp.<br>| 42904 | &nbsp;&nbsp; 94818 |
| \* | RadNet, Inc. | 178419 | &nbsp;&nbsp; 9764872 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rafael Holdings, Inc., <br> Class B<br>| 114197 | &nbsp;&nbsp; 192993 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rapid Micro <br> Biosystems, Inc., <br> Class A<br>| 8451 | &nbsp;&nbsp; 28142 |
| \* | REGENXBIO, Inc. | 133217 | &nbsp;&nbsp; 1133677 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Relay Therapeutics, <br> Inc.<br>| 680256 | &nbsp;&nbsp; 2394501 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Replimune Group, <br> Inc.<br>| 184376 | &nbsp;&nbsp; 1296163 |
| \* | Rezolute, Inc. | 16327 | &nbsp;&nbsp; 97146 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rigel <br> Pharmaceuticals, <br> Inc.<br>| 44454 | &nbsp;&nbsp; 936201 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rocket <br> Pharmaceuticals, <br> Inc.<br>| 225748 | &nbsp;&nbsp; 688531 |
| \* | RxSight, Inc. | 64831 | &nbsp;&nbsp; 504385 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; Sage Therapeutics, <br> Inc.<br>| 87430 | &nbsp;&nbsp; 758892 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sagimet Biosciences, <br> Inc., Class A<br>| 1024 | &nbsp;&nbsp; 8899 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sana Biotechnology, <br> Inc.<br>| 215833 | &nbsp;&nbsp; 876282 |
| #\* | Sanara Medtech, Inc. | 4175 | &nbsp;&nbsp; 100910 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sarepta Therapeutics, <br> Inc.<br>| 89840 | &nbsp;&nbsp; 1475173 |
| \* | Savara, Inc. | 199854 | &nbsp;&nbsp; 517622 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Scholar Rock Holding <br> Corp.<br>| 6548 | &nbsp;&nbsp; 242603 |
| \* | Schrodinger, Inc. | 179887 | &nbsp;&nbsp; 3657103 |
| \* | Seer, Inc. | 37826 | &nbsp;&nbsp; 80191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Select Medical <br> Holdings Corp.<br>| 350011 | &nbsp;&nbsp; 5176663 |
| #\* | Semler Scientific, Inc. | 20600 | &nbsp;&nbsp; 738510 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sensus Healthcare, <br> Inc.<br>| 30581 | &nbsp;&nbsp; 170948 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Seres Therapeutics, <br> Inc.<br>| 6090 | &nbsp;&nbsp; 86843 |
| #\* | SI-BONE, Inc. | 34193 | &nbsp;&nbsp; 582307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SIGA Technologies, <br> Inc.<br>| 269926 | &nbsp;&nbsp; 1784211 |
| \* | Sight Sciences, Inc. | 37494 | &nbsp;&nbsp; 124855 |
| # | Simulations Plus, Inc. | 73626 | &nbsp;&nbsp; 958611 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Solid Biosciences, <br> Inc.<br>| 21765 | &nbsp;&nbsp; 148873 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sonida Senior Living, <br> Inc.<br>| 570 | &nbsp;&nbsp; $13919 |
| \* | Sotera Health Co. | 485897 | &nbsp;&nbsp; 5582957 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Spyre Therapeutics, <br> Inc.<br>| 2967 | &nbsp;&nbsp; 50350 |
| #\* | STAAR Surgical Co. | 105826 | &nbsp;&nbsp; 1895873 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Stoke Therapeutics, <br> Inc.<br>| 86573 | &nbsp;&nbsp; 1112463 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Supernus <br> Pharmaceuticals, <br> Inc.<br>| 209614 | &nbsp;&nbsp; 7357451 |
| \* | Surgery Partners, Inc. | 232446 | &nbsp;&nbsp; 5102190 |
| \* | Surmodics, Inc. | 74836 | &nbsp;&nbsp; 2686612 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Syndax <br> Pharmaceuticals, <br> Inc.<br>| 55803 | &nbsp;&nbsp; 553566 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tactile Systems <br> Technology, Inc.<br>| 82411 | &nbsp;&nbsp; 822462 |
| \* | Talkspace, Inc. | 171448 | &nbsp;&nbsp; 416619 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tango Therapeutics, <br> Inc.<br>| 62798 | &nbsp;&nbsp; 379300 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tarsus <br> Pharmaceuticals, <br> Inc.<br>| 34344 | &nbsp;&nbsp; 1333234 |
| \* | Teladoc Health, Inc. | 590901 | &nbsp;&nbsp; 4260396 |
|  | Teleflex, Inc. | 40361 | &nbsp;&nbsp; 4823140 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Terns <br> Pharmaceuticals, <br> Inc.<br>| 203613 | &nbsp;&nbsp; 1187064 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Theravance <br> Biopharma, Inc.<br>| 98486 | &nbsp;&nbsp; 1099104 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; Third Harmonic Bio, <br> Inc.<br>| 11106 | &nbsp;&nbsp; 59695 |
| \* | Tourmaline Bio, Inc. | 20280 | &nbsp;&nbsp; 448796 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; TransMedics Group, <br> Inc.<br>| 69753 | &nbsp;&nbsp; 8298514 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Treace Medical <br> Concepts, Inc.<br>| 66243 | &nbsp;&nbsp; 355725 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Trevi Therapeutics, <br> Inc.<br>| 25016 | &nbsp;&nbsp; 185243 |
| \* | TruBridge, Inc. | 43563 | &nbsp;&nbsp; 906982 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TScan Therapeutics, <br> Inc.<br>| 3360 | &nbsp;&nbsp; 5846 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Twist Bioscience <br> Corp.<br>| 153831 | &nbsp;&nbsp; 5164107 |
| \* | Tyra Biosciences, Inc. | 4756 | &nbsp;&nbsp; 51983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Physical <br> Therapy, Inc.<br>| 55940 | &nbsp;&nbsp; 4092011 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; UFP Technologies, <br> Inc.<br>| 28379 | &nbsp;&nbsp; 6424722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Utah Medical <br> Products, Inc.<br>| 36114 | &nbsp;&nbsp; 2007938 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vanda <br> Pharmaceuticals, <br> Inc.<br>| 150243 | &nbsp;&nbsp; 640035 |
| \* | Varex Imaging Corp. | 150512 | &nbsp;&nbsp; 1095727 |
| \* | Vaxcyte, Inc. | 11717 | &nbsp;&nbsp; 397792 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vera Therapeutics, <br> Inc.<br>| 148918 | &nbsp;&nbsp; $3096005 |
| \* | Veracyte, Inc. | 284848 | &nbsp;&nbsp; 6696777 |
| \* | Vericel Corp. | 185377 | &nbsp;&nbsp; 6477072 |
| #†† | &nbsp;&nbsp;&nbsp;&nbsp; Verve Therapeutics, <br> Inc.<br>| 75441 | &nbsp;&nbsp; 47528 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Viking Therapeutics, <br> Inc.<br>| 210967 | &nbsp;&nbsp; 6871195 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vir Biotechnology, <br> Inc.<br>| 211096 | &nbsp;&nbsp; 1070257 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Viridian Therapeutics, <br> Inc.<br>| 133042 | &nbsp;&nbsp; 2330896 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vistagen <br> Therapeutics, Inc.<br>| 15169 | &nbsp;&nbsp; 43535 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Voyager Therapeutics, <br> Inc.<br>| 117107 | &nbsp;&nbsp; 373571 |
| \* | XBiotech, Inc. | 15235 | &nbsp;&nbsp; 44182 |
| \* | Xencor, Inc. | 251460 | &nbsp;&nbsp; 2092147 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Xenon <br> Pharmaceuticals, <br> Inc.<br>| 179478 | &nbsp;&nbsp; 5481258 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xeris Biopharma <br> Holdings, Inc.<br>| 912 | &nbsp;&nbsp; 4642 |
| \* | XOMA Royalty Corp. | 6408 | &nbsp;&nbsp; 159431 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Y-mAbs Therapeutics, <br> Inc.<br>| 136671 | &nbsp;&nbsp; 610919 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zentalis <br> Pharmaceuticals, <br> Inc.<br>| 44988 | &nbsp;&nbsp; 62083 |
| \* | Zimvie, Inc. | 81155 | &nbsp;&nbsp; 1524902 |
| \* | Zymeworks, Inc. | 152528 | &nbsp;&nbsp; 1915752 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | &nbsp;&nbsp; 709441550 |
| INDUSTRIALS — (16.8%) | INDUSTRIALS — (16.8%) | INDUSTRIALS — (16.8%) | INDUSTRIALS — (16.8%) |
| \* | AAR Corp. | 264917 | &nbsp;&nbsp; 19791949 |
|  | ABM Industries, Inc. | 235277 | &nbsp;&nbsp; 10853328 |
|  | ACCO Brands Corp. | 334486 | &nbsp;&nbsp; 1254323 |
|  | Acme United Corp. | 28961 | &nbsp;&nbsp; 1163653 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ACV Auctions, Inc., <br> Class A<br>| 271452 | &nbsp;&nbsp; 3857333 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aebi Schmidt Holding <br> AG<br>| 134094 | &nbsp;&nbsp; 1381168 |
| \* | AerSale Corp. | 32806 | &nbsp;&nbsp; 198148 |
|  | Alamo Group, Inc. | 46179 | &nbsp;&nbsp; 10278522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Albany International <br> Corp., Class A<br>| 111205 | &nbsp;&nbsp; 6026199 |
|  | Alight, Inc., Class A | 1084136 | &nbsp;&nbsp; 5810969 |
| #\* | Allegiant Travel Co. | 39248 | &nbsp;&nbsp; 2026767 |
|  | Allient, Inc. | 62337 | &nbsp;&nbsp; 2512804 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Alta Equipment <br> Group, Inc.<br>| 53424 | &nbsp;&nbsp; 414570 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ameresco, Inc., <br> Class A<br>| 120697 | &nbsp;&nbsp; 2042193 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American <br> Superconductor <br> Corp.<br>| 92780 | &nbsp;&nbsp; 5274543 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Woodmark <br> Corp.<br>| 54625 | &nbsp;&nbsp; $2873821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apogee Enterprises, <br> Inc.<br>| 82680 | &nbsp;&nbsp; 3471733 |
|  | ArcBest Corp. | 84445 | &nbsp;&nbsp; 6175463 |
|  | Arcosa, Inc. | 83143 | &nbsp;&nbsp; 7140321 |
|  | Argan, Inc. | 120680 | &nbsp;&nbsp; 29564186 |
|  | Astec Industries, Inc. | 89491 | &nbsp;&nbsp; 3549213 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Astronics Corp. <br> (ATRO US)<br>| 129619 | &nbsp;&nbsp; 4681838 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Astronics Corp. <br> (ATROB US), <br> Class B<br>| 36203 | &nbsp;&nbsp; 1308738 |
| \* | Asure Software, Inc. | 5721 | &nbsp;&nbsp; 55494 |
|  | Atkore, Inc. | 40441 | &nbsp;&nbsp; 3114766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atmus Filtration <br> Technologies, Inc.<br>| 136726 | &nbsp;&nbsp; 5320009 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Avis Budget Group, <br> Inc.<br>| 60699 | &nbsp;&nbsp; 10333398 |
|  | AZZ, Inc. | 64977 | &nbsp;&nbsp; 7114982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barrett Business <br> Services, Inc.<br>| 104661 | &nbsp;&nbsp; 4811266 |
| \* | BGSF, Inc. | 22580 | &nbsp;&nbsp; 138415 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; BlackSky Technology, <br> Inc.<br>| 66092 | &nbsp;&nbsp; 1271610 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blade Air Mobility, <br> Inc.<br>| 23919 | &nbsp;&nbsp; 95437 |
| #\* | Blue Bird Corp. | 65269 | &nbsp;&nbsp; 2923399 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BlueLinx Holdings, <br> Inc.<br>| 30852 | &nbsp;&nbsp; 2260526 |
|  | Boise Cascade Co. | 207152 | &nbsp;&nbsp; 17361409 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bowman Consulting <br> Group Ltd.<br>| 17543 | &nbsp;&nbsp; 608391 |
|  | Brady Corp., Class A | 118543 | &nbsp;&nbsp; 8365580 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BrightView Holdings, <br> Inc.<br>| 150491 | &nbsp;&nbsp; 2400331 |
|  | Brink's Co. | 94545 | &nbsp;&nbsp; 8257560 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Byrna Technologies, <br> Inc.<br>| 35202 | &nbsp;&nbsp; 781836 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cadeler AS (CDLR <br> US), ADR<br>| 28979 | &nbsp;&nbsp; 607400 |
| # | Cadre Holdings, Inc. | 57609 | &nbsp;&nbsp; 1905130 |
| #\* | CBIZ, Inc. | 83720 | &nbsp;&nbsp; 5116966 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CECO Environmental <br> Corp.<br>| 228469 | &nbsp;&nbsp; 10269682 |
| \* | Centuri Holdings, Inc. | 5278 | &nbsp;&nbsp; 115060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chicago Rivet & <br> Machine Co.<br>| 17700 | &nbsp;&nbsp; 224613 |
| \* | Cimpress PLC | 87544 | &nbsp;&nbsp; 4842059 |
|  | Civeo Corp. | 47710 | &nbsp;&nbsp; 1192273 |
| \* | Clarivate PLC | 791696 | &nbsp;&nbsp; 3048030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Columbus McKinnon <br> Corp.<br>| 102643 | &nbsp;&nbsp; 1503720 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Vehicle <br> Group, Inc.<br>| 77980 | &nbsp;&nbsp; 131786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CompX International, <br> Inc.<br>| 21197 | &nbsp;&nbsp; 493890 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| # | Concentrix Corp. | 68985 | &nbsp;&nbsp; $3585150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concrete Pumping <br> Holdings, Inc.<br>| 123180 | &nbsp;&nbsp; 841319 |
| \* | Conduent, Inc. | 588339 | &nbsp;&nbsp; 1564982 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Construction Partners, <br> Inc., Class A<br>| 72542 | &nbsp;&nbsp; 7315861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Copa Holdings SA, <br> Class A<br>| 46457 | &nbsp;&nbsp; 5140932 |
| #†† | &nbsp;&nbsp;&nbsp;&nbsp; Costa <br> Communications, <br> Inc.<br>| 22311 | &nbsp;&nbsp; 2677 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Costamare Bulkers <br> Holdings Ltd.<br>| 129539 | &nbsp;&nbsp; 1165851 |
|  | Costamare, Inc. | 523029 | &nbsp;&nbsp; 5277363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Covenant Logistics <br> Group, Inc.<br>| 90574 | &nbsp;&nbsp; 2187362 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; CPI Aerostructures, <br> Inc.<br>| 2670 | &nbsp;&nbsp; 9131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CRA International, <br> Inc.<br>| 48048 | &nbsp;&nbsp; 8488160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSG Systems <br> International, Inc.<br>| 122207 | &nbsp;&nbsp; 7633049 |
|  | CSW Industrials, Inc. | 8298 | &nbsp;&nbsp; 2153165 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Custom Truck One <br> Source, Inc.<br>| 58433 | &nbsp;&nbsp; 361700 |
|  | Deluxe Corp. | 157545 | &nbsp;&nbsp; 2536475 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Distribution Solutions <br> Group, Inc.<br>| 129648 | &nbsp;&nbsp; 3885551 |
| \* | DLH Holdings Corp. | 14417 | &nbsp;&nbsp; 80879 |
| \* | DNOW, Inc. | 402797 | &nbsp;&nbsp; 6267521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Douglas Dynamics, <br> Inc.<br>| 137914 | &nbsp;&nbsp; 3944340 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Driven Brands <br> Holdings, Inc.<br>| 74587 | &nbsp;&nbsp; 1260520 |
| \* | Ducommun, Inc. | 54784 | &nbsp;&nbsp; 4984248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dun & Bradstreet <br> Holdings, Inc.<br>| 510511 | &nbsp;&nbsp; 4645650 |
| \* | DXP Enterprises, Inc. | 106385 | &nbsp;&nbsp; 12049165 |
|  | Eastern Co. | 49596 | &nbsp;&nbsp; 1143188 |
| \* | Energy Recovery, Inc. | 122809 | &nbsp;&nbsp; 1651781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enerpac Tool Group <br> Corp.<br>| 199156 | &nbsp;&nbsp; 7669498 |
|  | EnerSys | 63392 | &nbsp;&nbsp; 5855519 |
|  | Ennis, Inc. | 147852 | &nbsp;&nbsp; 2631766 |
|  | Enpro, Inc. | 117498 | &nbsp;&nbsp; 24957750 |
| \* | Enviri Corp. | 287812 | &nbsp;&nbsp; 2590308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ESCO Technologies, <br> Inc.<br>| 167084 | &nbsp;&nbsp; 32364171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Espey Mfg. & <br> Electronics Corp.<br>| 24673 | &nbsp;&nbsp; 1085612 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Everus Construction <br> Group, Inc.<br>| 153221 | &nbsp;&nbsp; 11378191 |
|  | EVI Industries, Inc. | 36137 | &nbsp;&nbsp; 805494 |
|  | Exponent, Inc. | 74917 | &nbsp;&nbsp; 5166276 |
|  | Federal Signal Corp. | 26543 | &nbsp;&nbsp; 3359548 |
| #\* | First Advantage Corp. | 203725 | &nbsp;&nbsp; 3522405 |
| #\* | Fluence Energy, Inc. | 239687 | &nbsp;&nbsp; 1946258 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forrester Research, <br> Inc.<br>| 69989 | &nbsp;&nbsp; $681693 |
| #\* | Franklin Covey Co. | 102910 | &nbsp;&nbsp; 2028356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Electric Co., <br> Inc.<br>| 33464 | &nbsp;&nbsp; 3143943 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; FreightCar America, <br> Inc.<br>| 11467 | &nbsp;&nbsp; 116505 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Frontier Group <br> Holdings, Inc.<br>| 210189 | &nbsp;&nbsp; 920628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FTAI Infrastructure, <br> Inc.<br>| 138645 | &nbsp;&nbsp; 869304 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gates Industrial Corp. <br> PLC<br>| 44788 | &nbsp;&nbsp; 1110742 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Genco Shipping & <br> Trading Ltd.<br>| 149407 | &nbsp;&nbsp; 2380054 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gencor Industries, <br> Inc.<br>| 49441 | &nbsp;&nbsp; 720850 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gibraltar Industries, <br> Inc.<br>| 141196 | &nbsp;&nbsp; 9323172 |
|  | Global Industrial Co. | 235295 | &nbsp;&nbsp; 8014148 |
| \* | GMS, Inc. | 94800 | &nbsp;&nbsp; 10393872 |
|  | Gorman-Rupp Co. | 195558 | &nbsp;&nbsp; 8049167 |
| \* | Graham Corp. | 55243 | &nbsp;&nbsp; 3157137 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Granite Construction, <br> Inc.<br>| 161055 | &nbsp;&nbsp; 15214866 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Great Lakes Dredge & <br> Dock Corp.<br>| 250124 | &nbsp;&nbsp; 2771374 |
|  | Greenbrier Cos., Inc. | 115585 | &nbsp;&nbsp; 5259118 |
|  | Griffon Corp. | 198039 | &nbsp;&nbsp; 16094630 |
| \* | GXO Logistics, Inc. | 64284 | &nbsp;&nbsp; 3195558 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hayward Holdings, <br> Inc.<br>| 267415 | &nbsp;&nbsp; 4112843 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Healthcare Services <br> Group, Inc.<br>| 103196 | &nbsp;&nbsp; 1342580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heartland Express, <br> Inc.<br>| 108475 | &nbsp;&nbsp; 848275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heidrick & Struggles <br> International, Inc.<br>| 91011 | &nbsp;&nbsp; 4052720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Helios Technologies, <br> Inc.<br>| 122737 | &nbsp;&nbsp; 4503221 |
|  | Herc Holdings, Inc. | 20554 | &nbsp;&nbsp; 2400913 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Hertz Global Holdings, <br> Inc.<br>| 391300 | &nbsp;&nbsp; 2508233 |
|  | Hexcel Corp. | 35750 | &nbsp;&nbsp; 2141783 |
|  | Hillenbrand, Inc. | 102117 | &nbsp;&nbsp; 2114843 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hillman Solutions <br> Corp.<br>| 229561 | &nbsp;&nbsp; 1811236 |
|  | HireQuest, Inc. | 878 | &nbsp;&nbsp; 8982 |
|  | HNI Corp. | 170593 | &nbsp;&nbsp; 8775304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hub Group, Inc., <br> Class A<br>| 353341 | &nbsp;&nbsp; 12374002 |
| \* | Hudson Global, Inc. | 2393 | &nbsp;&nbsp; 21417 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hudson Technologies, <br> Inc.<br>| 162061 | &nbsp;&nbsp; 1521753 |
| \* | Hurco Cos., Inc. | 45536 | &nbsp;&nbsp; 875202 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Huron Consulting <br> Group, Inc.<br>| 160189 | &nbsp;&nbsp; 21157763 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Hyster-Yale, Inc. | 66193 | &nbsp;&nbsp; $2780768 |
| \* | IBEX Holdings Ltd. | 20298 | &nbsp;&nbsp; 600212 |
|  | ICF International, Inc. | 67795 | &nbsp;&nbsp; 5687323 |
| #\* | IES Holdings, Inc. | 85149 | &nbsp;&nbsp; 30063557 |
| #\* | Innodata, Inc. | 71629 | &nbsp;&nbsp; 3932432 |
| \* | INNOVATE Corp. | 1994 | &nbsp;&nbsp; 11286 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Innovative Solutions & <br> Support, Inc.<br>| 78495 | &nbsp;&nbsp; 1219812 |
|  | Insperity, Inc. | 84948 | &nbsp;&nbsp; 5061202 |
|  | Insteel Industries, Inc. | 106330 | &nbsp;&nbsp; 3838513 |
|  | Interface, Inc. | 215821 | &nbsp;&nbsp; 4450229 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Janus International <br> Group, Inc.<br>| 295605 | &nbsp;&nbsp; 2533335 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; JELD-WEN Holding, <br> Inc.<br>| 299646 | &nbsp;&nbsp; 1348407 |
| #\* | JetBlue Airways Corp. | 1233465 | &nbsp;&nbsp; 5476585 |
| # | Kadant, Inc. | 43362 | &nbsp;&nbsp; 14429573 |
|  | Karat Packaging, Inc. | 13036 | &nbsp;&nbsp; 354970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kelly Services, Inc., <br> Class A<br>| 253843 | &nbsp;&nbsp; 3109577 |
|  | Kennametal, Inc. | 311648 | &nbsp;&nbsp; 7716404 |
|  | Kforce, Inc. | 85557 | &nbsp;&nbsp; 2981661 |
|  | Korn Ferry | 132336 | &nbsp;&nbsp; 9378652 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kratos Defense & <br> Security Solutions, <br> Inc.<br>| 30000 | &nbsp;&nbsp; 1761000 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; L.B. Foster Co., <br> Class A<br>| 75245 | &nbsp;&nbsp; 1768258 |
| # | Landstar System, Inc. | 20666 | &nbsp;&nbsp; 2756224 |
| \* | Legalzoom.com, Inc. | 364503 | &nbsp;&nbsp; 3276882 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Limbach Holdings, <br> Inc.<br>| 65317 | &nbsp;&nbsp; 8948429 |
|  | Lindsay Corp. | 47443 | &nbsp;&nbsp; 6476444 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liquidity Services, <br> Inc.<br>| 114964 | &nbsp;&nbsp; 2745340 |
|  | LSI Industries, Inc. | 176317 | &nbsp;&nbsp; 3226601 |
|  | Luxfer Holdings PLC | 4138 | &nbsp;&nbsp; 49739 |
| \* | Manitowoc Co., Inc. | 83904 | &nbsp;&nbsp; 1069776 |
|  | ManpowerGroup, Inc. | 102020 | &nbsp;&nbsp; 4208325 |
|  | Marten Transport Ltd. | 383637 | &nbsp;&nbsp; 4665026 |
| \* | Mastech Digital, Inc. | 50832 | &nbsp;&nbsp; 367007 |
| \* | Masterbrand, Inc. | 138983 | &nbsp;&nbsp; 1532982 |
| \* | Matrix Service Co. | 101670 | &nbsp;&nbsp; 1553518 |
|  | Matson, Inc. | 145000 | &nbsp;&nbsp; 15483100 |
|  | Maximus, Inc. | 107469 | &nbsp;&nbsp; 7937660 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mayville Engineering <br> Co., Inc.<br>| 42224 | &nbsp;&nbsp; 708096 |
|  | McGrath RentCorp | 90626 | &nbsp;&nbsp; 11309219 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mercury Systems, <br> Inc.<br>| 90011 | &nbsp;&nbsp; 4733678 |
|  | Miller Industries, Inc. | 54590 | &nbsp;&nbsp; 2224543 |
|  | MillerKnoll, Inc. | 174835 | &nbsp;&nbsp; 3318368 |
| \* | Mistras Group, Inc. | 104430 | &nbsp;&nbsp; 829174 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Montrose <br> Environmental <br> Group, Inc.<br>| 59788 | &nbsp;&nbsp; 1356590 |
|  | Moog, Inc., Class A | 14913 | &nbsp;&nbsp; 2886859 |
| \* | MRC Global, Inc. | 325186 | &nbsp;&nbsp; 4773730 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MSC Industrial Direct <br> Co., Inc., Class A<br>| 86175 | &nbsp;&nbsp; $7464479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mueller Water <br> Products, Inc., <br> Class A<br>| 576931 | &nbsp;&nbsp; 14284812 |
| \* | MYR Group, Inc. | 59211 | &nbsp;&nbsp; 11457328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Presto <br> Industries, Inc.<br>| 36592 | &nbsp;&nbsp; 3529298 |
| \* | Net Power, Inc. | 18133 | &nbsp;&nbsp; 52223 |
|  | NL Industries, Inc. | 96157 | &nbsp;&nbsp; 593289 |
| \* | NN, Inc. | 20668 | &nbsp;&nbsp; 40303 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NPK International, <br> Inc.<br>| 547600 | &nbsp;&nbsp; 4939352 |
| \* | NV5 Global, Inc. | 227920 | &nbsp;&nbsp; 5116804 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NWPX Infrastructure, <br> Inc.<br>| 72424 | &nbsp;&nbsp; 3025875 |
|  | Omega Flex, Inc. | 77251 | &nbsp;&nbsp; 2464307 |
| \* | OPENLANE, Inc. | 501425 | &nbsp;&nbsp; 12355112 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orion Group Holdings, <br> Inc.<br>| 145649 | &nbsp;&nbsp; 1079259 |
| \* | PAMT Corp. | 161461 | &nbsp;&nbsp; 1829353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pangaea Logistics <br> Solutions Ltd.<br>| 70185 | &nbsp;&nbsp; 341801 |
|  | Park Aerospace Corp. | 120073 | &nbsp;&nbsp; 2163715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Park-Ohio Holdings <br> Corp.<br>| 105220 | &nbsp;&nbsp; 1725608 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perma-Fix <br> Environmental <br> Services, Inc.<br>| 9431 | &nbsp;&nbsp; 108645 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perma-Pipe <br> International <br> Holdings, Inc.<br>| 45826 | &nbsp;&nbsp; 1015504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pioneer Power <br> Solutions, Inc.<br>| 5774 | &nbsp;&nbsp; 18015 |
|  | Pitney Bowes, Inc. | 91389 | &nbsp;&nbsp; 1038179 |
| \* | Planet Labs PBC | 543093 | &nbsp;&nbsp; 3394331 |
| # | Powell Industries, Inc. | 105438 | &nbsp;&nbsp; 24999350 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Power Solutions <br> International, Inc.<br>| 1898 | &nbsp;&nbsp; 177938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Preformed Line <br> Products Co.<br>| 46482 | &nbsp;&nbsp; 7173567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Primoris Services <br> Corp.<br>| 269837 | &nbsp;&nbsp; 25410550 |
| \* | Proto Labs, Inc. | 58991 | &nbsp;&nbsp; 2543692 |
|  | Quad/Graphics, Inc. | 329013 | &nbsp;&nbsp; 1753639 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Quanex Building <br> Products Corp.<br>| 112321 | &nbsp;&nbsp; 2188013 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Quest Resource <br> Holding Corp.<br>| 2691 | &nbsp;&nbsp; 5409 |
| \* | Radiant Logistics, Inc. | 179827 | &nbsp;&nbsp; 1062778 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RCM Technologies, <br> Inc.<br>| 21075 | &nbsp;&nbsp; 508118 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Resideo Technologies, <br> Inc.<br>| 339993 | &nbsp;&nbsp; 9281809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Resources <br> Connection, Inc.<br>| 124210 | &nbsp;&nbsp; 628503 |
|  | REV Group, Inc. | 226511 | &nbsp;&nbsp; 11223620 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Robert Half, Inc. | 113092 | &nbsp;&nbsp; $4174226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rush Enterprises, Inc. <br> (RUSHA US), <br> Class A<br>| 235248 | &nbsp;&nbsp; 12736327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rush Enterprises, Inc. <br> (RUSHB US), <br> Class B<br>| 194295 | &nbsp;&nbsp; 10552161 |
| \* | RXO, Inc. | 161559 | &nbsp;&nbsp; 2496087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schneider National, <br> Inc., Class B<br>| 101147 | &nbsp;&nbsp; 2473044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Science Applications <br> International Corp.<br>| 5005 | &nbsp;&nbsp; 557957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sensata Technologies <br> Holding PLC<br>| 231832 | &nbsp;&nbsp; 7131152 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SIFCO Industries, <br> Inc.<br>| 45608 | &nbsp;&nbsp; 221655 |
| \* | Skillsoft Corp. | 3100 | &nbsp;&nbsp; 44206 |
| \* | SkyWest, Inc. | 185529 | &nbsp;&nbsp; 21513943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standex International <br> Corp.<br>| 67380 | &nbsp;&nbsp; 11100181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Steelcase, Inc., <br> Class A<br>| 327563 | &nbsp;&nbsp; 3383726 |
| \* | Stratasys Ltd. | 18668 | &nbsp;&nbsp; 202174 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sun Country Airlines <br> Holdings, Inc.<br>| 69289 | &nbsp;&nbsp; 803060 |
| #\* | Sunrun, Inc. | 651485 | &nbsp;&nbsp; 6684236 |
| \* | TaskUS, Inc., Class A | 20521 | &nbsp;&nbsp; 350499 |
| \* | Taylor Devices, Inc. | 2541 | &nbsp;&nbsp; 114599 |
|  | Tecnoglass, Inc. | 173025 | &nbsp;&nbsp; 13501141 |
|  | Tennant Co. | 69204 | &nbsp;&nbsp; 5712098 |
|  | Terex Corp. | 191044 | &nbsp;&nbsp; 9716498 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Thermon Group <br> Holdings, Inc.<br>| 139033 | &nbsp;&nbsp; 3931853 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Titan International, <br> Inc.<br>| 234577 | &nbsp;&nbsp; 1984521 |
| \* | Titan Machinery, Inc. | 83317 | &nbsp;&nbsp; 1609684 |
| \* | Transcat, Inc. | 35736 | &nbsp;&nbsp; 2731302 |
|  | TriNet Group, Inc. | 95177 | &nbsp;&nbsp; 6453952 |
|  | Trinity Industries, Inc. | 340831 | &nbsp;&nbsp; 7941362 |
| \* | TrueBlue, Inc. | 112205 | &nbsp;&nbsp; 810120 |
| \* | TTEC Holdings, Inc. | 63955 | &nbsp;&nbsp; 318496 |
| \* | Tutor Perini Corp. | 225294 | &nbsp;&nbsp; 10847906 |
|  | Twin Disc, Inc. | 76961 | &nbsp;&nbsp; 665713 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Airways Group, <br> Inc.<br>| 5375 | &nbsp;&nbsp; 0 |
| \* | Ultralife Corp. | 62844 | &nbsp;&nbsp; 500867 |
|  | UniFirst Corp. | 14328 | &nbsp;&nbsp; 2450518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Logistics <br> Holdings, Inc.<br>| 90041 | &nbsp;&nbsp; 2154681 |
| \* | Upwork, Inc. | 424629 | &nbsp;&nbsp; 5078563 |
| \* | V2X, Inc. | 50506 | &nbsp;&nbsp; 2392974 |
| \* | Verra Mobility Corp. | 395338 | &nbsp;&nbsp; 9986238 |
|  | Vestis Corp. | 173810 | &nbsp;&nbsp; 1053289 |
| \* | Vicor Corp. | 45030 | &nbsp;&nbsp; 2001133 |
|  | Virco Mfg. Corp. | 78805 | &nbsp;&nbsp; 609951 |
| \* | VirTra, Inc. | 2018 | &nbsp;&nbsp; 14308 |
| # | VSE Corp. | 75217 | &nbsp;&nbsp; 11774469 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wabash National <br> Corp.<br>| 402905 | &nbsp;&nbsp; $4012934 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Werner Enterprises, <br> Inc.<br>| 179692 | &nbsp;&nbsp; 4981062 |
| \* | Willdan Group, Inc. | 47861 | &nbsp;&nbsp; 4082543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Willis Lease Finance <br> Corp.<br>| 74923 | &nbsp;&nbsp; 10607598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WillScot Holdings <br> Corp.<br>| 29298 | &nbsp;&nbsp; 859896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Worthington <br> Enterprises, Inc.<br>| 191103 | &nbsp;&nbsp; 11842653 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Xometry, Inc., <br> Class A<br>| 62210 | &nbsp;&nbsp; 2011871 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp; 1188956874 |
| INFORMATION TECHNOLOGY — (10.4%) | INFORMATION TECHNOLOGY — (10.4%) | INFORMATION TECHNOLOGY — (10.4%) | INFORMATION TECHNOLOGY — (10.4%) |
| \* | 8x8, Inc. | 33670 | &nbsp;&nbsp; 65320 |
| \* | 908 Devices, Inc. | 6110 | &nbsp;&nbsp; 40021 |
|  | A10 Networks, Inc. | 265422 | &nbsp;&nbsp; 4889073 |
| \* | ACI Worldwide, Inc. | 125873 | &nbsp;&nbsp; 5357155 |
|  | Adeia, Inc. | 413983 | &nbsp;&nbsp; 5361080 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ADTRAN Holdings, <br> Inc.<br>| 59272 | &nbsp;&nbsp; 550637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Energy <br> Industries, Inc.<br>| 59549 | &nbsp;&nbsp; 8272547 |
| \* | Agilysys, Inc. | 43397 | &nbsp;&nbsp; 4950730 |
| \* | Airgain, Inc. | 26952 | &nbsp;&nbsp; 120206 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alarm.com Holdings, <br> Inc.<br>| 182870 | &nbsp;&nbsp; 9990188 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Alithya Group, Inc., <br> Class A<br>| 49462 | &nbsp;&nbsp; 85569 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Alkami Technology, <br> Inc.<br>| 118 | &nbsp;&nbsp; 2630 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Allegro MicroSystems, <br> Inc.<br>| 92559 | &nbsp;&nbsp; 2907278 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alpha & Omega <br> Semiconductor Ltd.<br>| 109585 | &nbsp;&nbsp; 2791130 |
| \* | Ambarella, Inc. | 65764 | &nbsp;&nbsp; 4346343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amkor Technology, <br> Inc.<br>| 238199 | &nbsp;&nbsp; 5373769 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AmpliTech Group, <br> Inc.<br>| 14793 | &nbsp;&nbsp; 43639 |
| \* | Amtech Systems, Inc. | 44592 | &nbsp;&nbsp; 209805 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Applied <br> Optoelectronics, <br> Inc.<br>| 33517 | &nbsp;&nbsp; 766534 |
| \* | ASGN, Inc. | 81801 | &nbsp;&nbsp; 4101502 |
| \* | AstroNova, Inc. | 59126 | &nbsp;&nbsp; 668124 |
| #\* | AvePoint, Inc. | 312470 | &nbsp;&nbsp; 5961928 |
| \* | Aviat Networks, Inc. | 36139 | &nbsp;&nbsp; 780602 |
|  | Avnet, Inc. | 171148 | &nbsp;&nbsp; 9060575 |
| \* | Aware, Inc. | 83027 | &nbsp;&nbsp; 176017 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Axcelis Technologies, <br> Inc.<br>| 92647 | &nbsp;&nbsp; 6271275 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Backblaze, Inc., <br> Class A<br>| 8424 | &nbsp;&nbsp; 42036 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bel Fuse, Inc. (BELFA <br> US), Class A<br>| 29469 | &nbsp;&nbsp; $3375085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bel Fuse, Inc. (BELFB <br> US), Class B<br>| 54265 | &nbsp;&nbsp; 7056621 |
|  | Belden, Inc. | 148909 | &nbsp;&nbsp; 18412598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Benchmark <br> Electronics, Inc.<br>| 280720 | &nbsp;&nbsp; 10807720 |
| \* | Bill Holdings, Inc. | 177831 | &nbsp;&nbsp; 7620058 |
| \* | Bit Digital, Inc. | 372396 | &nbsp;&nbsp; 1083672 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BK Technologies <br> Corp.<br>| 9350 | &nbsp;&nbsp; 363154 |
| \* | Blackbaud, Inc. | 97573 | &nbsp;&nbsp; 6578372 |
| \* | BlackLine, Inc. | 155627 | &nbsp;&nbsp; 8369620 |
| \* | Box, Inc., Class A | 232661 | &nbsp;&nbsp; 7468418 |
| \* | C3.ai, Inc., Class A | 322709 | &nbsp;&nbsp; 7603024 |
| \* | Calix, Inc. | 149836 | &nbsp;&nbsp; 8494203 |
| #\* | Cerence, Inc. | 117132 | &nbsp;&nbsp; 1007335 |
| \* | CEVA, Inc. | 88067 | &nbsp;&nbsp; 1881992 |
| #\* | Cipher Mining, Inc. | 668254 | &nbsp;&nbsp; 3648667 |
| #\* | Cleanspark, Inc. | 801489 | &nbsp;&nbsp; 9112930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clear Secure, Inc., <br> Class A<br>| 192284 | &nbsp;&nbsp; 5655072 |
| \* | Clearfield, Inc. | 38305 | &nbsp;&nbsp; 1678142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Climb Global <br> Solutions, Inc.<br>| 20036 | &nbsp;&nbsp; 2364248 |
|  | Cognex Corp. | 99863 | &nbsp;&nbsp; 4071415 |
| \* | Cohu, Inc. | 198781 | &nbsp;&nbsp; 3550229 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CommScope Holding <br> Co., Inc.<br>| 634043 | &nbsp;&nbsp; 5199153 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Comtech <br> Telecommunications <br> Corp.<br>| 7400 | &nbsp;&nbsp; 16058 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Consensus Cloud <br> Solutions, Inc.<br>| 25221 | &nbsp;&nbsp; 508960 |
| #\* | Core Scientific, Inc. | 519389 | &nbsp;&nbsp; 7032527 |
| \* | CoreCard Corp. | 10350 | &nbsp;&nbsp; 299633 |
| \* | Corsair Gaming, Inc. | 335273 | &nbsp;&nbsp; 3037573 |
| \* | CPI Card Group, Inc. | 2628 | &nbsp;&nbsp; 51009 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CPS Technologies <br> Corp.<br>| 7817 | &nbsp;&nbsp; 22669 |
| # | Crane NXT Co. | 119989 | &nbsp;&nbsp; 7120147 |
| \* | Crexendo, Inc. | 20517 | &nbsp;&nbsp; 114280 |
| \* | CS Disco, Inc. | 143828 | &nbsp;&nbsp; 570997 |
|  | CSP, Inc. | 97739 | &nbsp;&nbsp; 1002802 |
|  | CTS Corp. | 197527 | &nbsp;&nbsp; 7741083 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CVD Equipment <br> Corp.<br>| 28652 | &nbsp;&nbsp; 110597 |
| \* | Daily Journal Corp. | 5102 | &nbsp;&nbsp; 2038657 |
| \* | Daktronics, Inc. | 185479 | &nbsp;&nbsp; 3008469 |
| \* | Data I/O Corp. | 49450 | &nbsp;&nbsp; 160218 |
| \* | Data Storage Corp. | 9283 | &nbsp;&nbsp; 43816 |
| \* | Diebold Nixdorf, Inc. | 52370 | &nbsp;&nbsp; 2947907 |
| \* | Digi International, Inc. | 231060 | &nbsp;&nbsp; 7534867 |
| \* | Digital Turbine, Inc. | 106382 | &nbsp;&nbsp; 579782 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DigitalOcean <br> Holdings, Inc.<br>| 185573 | &nbsp;&nbsp; 5170064 |
| \* | Diodes, Inc. | 88602 | &nbsp;&nbsp; 4374281 |
| \* | DXC Technology Co. | 616391 | &nbsp;&nbsp; 8389082 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; E2open Parent <br> Holdings, Inc.<br>| 362845 | &nbsp;&nbsp; $1197389 |
| \* | Eastman Kodak Co. | 227859 | &nbsp;&nbsp; 1526655 |
| \* | eGain Corp. | 68392 | &nbsp;&nbsp; 422663 |
| \* | Electro-Sensors, Inc. | 4550 | &nbsp;&nbsp; 20179 |
| \* | ePlus, Inc. | 97679 | &nbsp;&nbsp; 6327646 |
| \* | EverCommerce, Inc. | 244 | &nbsp;&nbsp; 2618 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Everspin <br> Technologies, Inc.<br>| 52393 | &nbsp;&nbsp; 317502 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Evolv Technologies <br> Holdings, Inc.<br>| 97171 | &nbsp;&nbsp; 636956 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Expensify, Inc., <br> Class A<br>| 85479 | &nbsp;&nbsp; 173522 |
| #\* | Fastly, Inc., Class A | 296301 | &nbsp;&nbsp; 2011884 |
| \* | Five9, Inc. | 148212 | &nbsp;&nbsp; 3828316 |
| \* | FormFactor, Inc. | 283818 | &nbsp;&nbsp; 8063269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Frequency <br> Electronics, Inc.<br>| 67479 | &nbsp;&nbsp; 1794941 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Freshworks, Inc., <br> Class A<br>| 284757 | &nbsp;&nbsp; 3698993 |
| \* | Globant SA | 68161 | &nbsp;&nbsp; 5743246 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grid Dynamics <br> Holdings, Inc.<br>| 237888 | &nbsp;&nbsp; 2257557 |
| \* | GSI Technology, Inc. | 54160 | &nbsp;&nbsp; 235596 |
|  | Hackett Group, Inc. | 272646 | &nbsp;&nbsp; 6377190 |
| \* | Harmonic, Inc. | 496806 | &nbsp;&nbsp; 4227819 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; I3 Verticals, Inc., <br> Class A<br>| 83902 | &nbsp;&nbsp; 2347578 |
| \* | Ichor Holdings Ltd. | 125080 | &nbsp;&nbsp; 2475333 |
| \* | Identiv, Inc. | 33314 | &nbsp;&nbsp; 120930 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; indie Semiconductor, <br> Inc., Class A<br>| 378309 | &nbsp;&nbsp; 1479188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Information Services <br> Group, Inc.<br>| 145438 | &nbsp;&nbsp; 626838 |
| \* | Inseego Corp. | 21488 | &nbsp;&nbsp; 142251 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Insight Enterprises, <br> Inc.<br>| 52888 | &nbsp;&nbsp; 6271459 |
| \* | Intapp, Inc. | 51718 | &nbsp;&nbsp; 2071306 |
| # | InterDigital, Inc. | 40446 | &nbsp;&nbsp; 10443157 |
| \* | inTEST Corp. | 66255 | &nbsp;&nbsp; 463122 |
| \* | IPG Photonics Corp. | 66698 | &nbsp;&nbsp; 4995013 |
| \* | Itron, Inc. | 69037 | &nbsp;&nbsp; 8597868 |
| \* | Jamf Holding Corp. | 390557 | &nbsp;&nbsp; 3101023 |
| \* | JFrog Ltd. | 123171 | &nbsp;&nbsp; 5346853 |
| \* | Key Tronic Corp. | 62233 | &nbsp;&nbsp; 182965 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kimball Electronics, <br> Inc.<br>| 179364 | &nbsp;&nbsp; 3364869 |
| \* | Knowles Corp. | 428309 | &nbsp;&nbsp; 8698956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kulicke & Soffa <br> Industries, Inc.<br>| 194312 | &nbsp;&nbsp; 6365661 |
| \* | KVH Industries, Inc. | 84966 | &nbsp;&nbsp; 449470 |
| \* | Lantronix, Inc. | 118543 | &nbsp;&nbsp; 380523 |
| \* | LGL Group, Inc. | 51187 | &nbsp;&nbsp; 372401 |
| #\* | Life360, Inc. | 15333 | &nbsp;&nbsp; 1174354 |
|  | Littelfuse, Inc. | 7625 | &nbsp;&nbsp; 1962141 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LiveRamp Holdings, <br> Inc.<br>| 261337 | &nbsp;&nbsp; 8577080 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Magnachip <br> Semiconductor <br> Corp.<br>| 78504 | &nbsp;&nbsp; $321866 |
| \* | MaxLinear, Inc. | 277832 | &nbsp;&nbsp; 4395302 |
| \* | Meridianlink, Inc. | 125491 | &nbsp;&nbsp; 2005346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Methode Electronics, <br> Inc.<br>| 126443 | &nbsp;&nbsp; 829466 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mirion Technologies, <br> Inc.<br>| 493506 | &nbsp;&nbsp; 11029859 |
| \* | Mitek Systems, Inc. | 167515 | &nbsp;&nbsp; 1510985 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; M-Tron Industries, <br> Inc.<br>| 10563 | &nbsp;&nbsp; 464561 |
| \* | N-able, Inc. | 660235 | &nbsp;&nbsp; 5334699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Napco Security <br> Technologies, Inc.<br>| 134721 | &nbsp;&nbsp; 4113032 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Navitas <br> Semiconductor <br> Corp.<br>| 266290 | &nbsp;&nbsp; 1951906 |
| #\* | nCino, Inc. | 262993 | &nbsp;&nbsp; 7344080 |
| #\* | NCR Voyix Corp. | 520479 | &nbsp;&nbsp; 7088924 |
| \* | NETGEAR, Inc. | 85242 | &nbsp;&nbsp; 1981877 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NetScout Systems, <br> Inc.<br>| 347340 | &nbsp;&nbsp; 7440023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Network-1 <br> Technologies, Inc.<br>| 41388 | &nbsp;&nbsp; 57943 |
| \* | nLight, Inc. | 127459 | &nbsp;&nbsp; 2677914 |
| \* | Novanta, Inc. | 30622 | &nbsp;&nbsp; 3767118 |
| # | NVE Corp. | 18276 | &nbsp;&nbsp; 1157419 |
| \* | Olo, Inc., Class A | 123457 | &nbsp;&nbsp; 1293829 |
| \* | ON24, Inc. | 121835 | &nbsp;&nbsp; 604302 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; One Stop Systems, <br> Inc.<br>| 5148 | &nbsp;&nbsp; 27748 |
|  | OneSpan, Inc. | 76523 | &nbsp;&nbsp; 1128714 |
| \* | Onto Innovation, Inc. | 61224 | &nbsp;&nbsp; 5800974 |
| \* | Ooma, Inc. | 41146 | &nbsp;&nbsp; 468241 |
| \* | Optical Cable Corp. | 27967 | &nbsp;&nbsp; 125292 |
| #\* | OSI Systems, Inc. | 63433 | &nbsp;&nbsp; 14019327 |
| \* | Ouster, Inc. | 40090 | &nbsp;&nbsp; 937304 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; PAR Technology <br> Corp.<br>| 130374 | &nbsp;&nbsp; 7924132 |
|  | PC Connection, Inc. | 152870 | &nbsp;&nbsp; 9415263 |
| \* | PDF Solutions, Inc. | 146386 | &nbsp;&nbsp; 3254161 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Penguin Solutions, <br> Inc.<br>| 260800 | &nbsp;&nbsp; 6147056 |
| \* | Photronics, Inc. | 266467 | &nbsp;&nbsp; 5425268 |
| \* | Plexus Corp. | 178667 | &nbsp;&nbsp; 22780042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Integrations, <br> Inc.<br>| 88935 | &nbsp;&nbsp; 4315126 |
| \* | Powerfleet, Inc. NJ | 332810 | &nbsp;&nbsp; 1351209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Progress Software <br> Corp.<br>| 158434 | &nbsp;&nbsp; 7617507 |
| \* | Qualys, Inc. | 36041 | &nbsp;&nbsp; 4795976 |
| \* | Rapid7, Inc. | 146129 | &nbsp;&nbsp; 3086244 |
|  | Red Violet, Inc. | 29884 | &nbsp;&nbsp; 1324758 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Research Solutions, <br> Inc.<br>| 4781 | &nbsp;&nbsp; 12741 |
| \* | RF Industries Ltd. | 41417 | &nbsp;&nbsp; 341276 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ribbon <br> Communications, <br> Inc.<br>| 419795 | &nbsp;&nbsp; $1578429 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Richardson <br> Electronics Ltd.<br>| 99509 | &nbsp;&nbsp; 1003051 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RingCentral, Inc., <br> Class A<br>| 235148 | &nbsp;&nbsp; 5993923 |
| #\* | Riot Platforms, Inc. | 613663 | &nbsp;&nbsp; 8229221 |
| \* | Rogers Corp. | 69899 | &nbsp;&nbsp; 4583976 |
| \* | Sanmina Corp. | 275638 | &nbsp;&nbsp; 31985034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sapiens International <br> Corp. NV<br>| 211159 | &nbsp;&nbsp; 5787868 |
| \* | ScanSource, Inc. | 154727 | &nbsp;&nbsp; 6009597 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SEMrush Holdings, <br> Inc., Class A<br>| 192628 | &nbsp;&nbsp; 1725947 |
| \* | Semtech Corp. | 94182 | &nbsp;&nbsp; 4812700 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Silicon Laboratories, <br> Inc.<br>| 49382 | &nbsp;&nbsp; 6507066 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; SkyWater Technology, <br> Inc.<br>| 113796 | &nbsp;&nbsp; 1018474 |
| \* | SmartRent, Inc. | 113310 | &nbsp;&nbsp; 114443 |
| \* | SoundThinking, Inc. | 15277 | &nbsp;&nbsp; 174311 |
| \* | Sprinklr, Inc., Class A | 234520 | &nbsp;&nbsp; 2113025 |
| » | SRAX, Inc. | 29242 | &nbsp;&nbsp; 2924 |
| \* | Synaptics, Inc. | 110721 | &nbsp;&nbsp; 6942207 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Synchronoss <br> Technologies, Inc.<br>| 4646 | &nbsp;&nbsp; 34009 |
| \* | Telos Corp. | 232558 | &nbsp;&nbsp; 597674 |
| \* | Teradata Corp. | 245350 | &nbsp;&nbsp; 5135175 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TransAct <br> Technologies, Inc.<br>| 39743 | &nbsp;&nbsp; 149831 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Trio-Tech <br> International<br>| 14028 | &nbsp;&nbsp; 76312 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TTM Technologies, <br> Inc.<br>| 633202 | &nbsp;&nbsp; 29918794 |
| \* | Turtle Beach Corp. | 54381 | &nbsp;&nbsp; 790700 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ultra Clean Holdings, <br> Inc.<br>| 166252 | &nbsp;&nbsp; 3743995 |
| \* | Unisys Corp. | 264085 | &nbsp;&nbsp; 1090671 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Veeco Instruments, <br> Inc.<br>| 212679 | &nbsp;&nbsp; 4419470 |
| \* | Verint Systems, Inc. | 171149 | &nbsp;&nbsp; 3642051 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Viant Technology, Inc., <br> Class A<br>| 31785 | &nbsp;&nbsp; 460883 |
| \* | Viasat, Inc. | 233567 | &nbsp;&nbsp; 3837506 |
| \* | Viavi Solutions, Inc. | 611800 | &nbsp;&nbsp; 6148590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vishay <br> Intertechnology, <br> Inc.<br>| 431432 | &nbsp;&nbsp; 7071170 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vishay Precision <br> Group, Inc.<br>| 90206 | &nbsp;&nbsp; 2392263 |
| \* | WidePoint Corp. | 3168 | &nbsp;&nbsp; 9536 |
| # | Xerox Holdings Corp. | 480492 | &nbsp;&nbsp; 1945993 |
| \* | Xperi, Inc. | 162446 | &nbsp;&nbsp; 977925 |
| \* | Yext, Inc. | 118717 | &nbsp;&nbsp; 963982 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zeta Global Holdings <br> Corp., Class A<br>| 370090 | &nbsp;&nbsp; $5791908 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY |  | &nbsp;&nbsp; 732786643 |
| MATERIALS — (4.8%) | MATERIALS — (4.8%) | MATERIALS — (4.8%) | MATERIALS — (4.8%) |
|  | AdvanSix, Inc. | 98107 | &nbsp;&nbsp; 1973913 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alpha Metallurgical <br> Resources, Inc.<br>| 51391 | &nbsp;&nbsp; 6067735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Vanguard <br> Corp.<br>| 110702 | &nbsp;&nbsp; 427310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ardagh Metal <br> Packaging SA<br>| 370432 | &nbsp;&nbsp; 1466911 |
| \* | Arq, Inc. | 48508 | &nbsp;&nbsp; 259518 |
| \* | Ascent Industries Co. | 37820 | &nbsp;&nbsp; 485231 |
|  | Ashland, Inc. | 134555 | &nbsp;&nbsp; 6937656 |
| \* | Aspen Aerogels, Inc. | 293890 | &nbsp;&nbsp; 2251197 |
|  | Avient Corp. | 175495 | &nbsp;&nbsp; 5540377 |
|  | Balchem Corp. | 3646 | &nbsp;&nbsp; 555906 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bioceres Crop <br> Solutions Corp.<br>| 15939 | &nbsp;&nbsp; 54511 |
|  | Cabot Corp. | 85732 | &nbsp;&nbsp; 6188136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caledonia Mining <br> Corp. PLC<br>| 31431 | &nbsp;&nbsp; 618876 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Century Aluminum <br> Co.<br>| 343569 | &nbsp;&nbsp; 7276791 |
|  | Chemours Co. | 395018 | &nbsp;&nbsp; 4732316 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Clearwater Paper <br> Corp.<br>| 91424 | &nbsp;&nbsp; 2062525 |
| \* | Cleveland-Cliffs, Inc. | 669678 | &nbsp;&nbsp; 7045013 |
| \* | Coeur Mining, Inc. | 991018 | &nbsp;&nbsp; 8611946 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Compass Minerals <br> International, Inc.<br>| 125533 | &nbsp;&nbsp; 2501873 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Core Molding <br> Technologies, Inc.<br>| 33111 | &nbsp;&nbsp; 550967 |
| \* | Dakota Gold Corp. | 115997 | &nbsp;&nbsp; 417589 |
| \* | Ecovyst, Inc. | 428568 | &nbsp;&nbsp; 3689971 |
|  | Ferroglobe PLC | 203346 | &nbsp;&nbsp; 860154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flexible Solutions <br> International, Inc.<br>| 1551 | &nbsp;&nbsp; 8270 |
| \* | Flotek Industries, Inc. | 49503 | &nbsp;&nbsp; 596511 |
|  | FMC Corp. | 184251 | &nbsp;&nbsp; 7193159 |
|  | Fortitude Gold Corp. | 56138 | &nbsp;&nbsp; 197606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Friedman Industries, <br> Inc.<br>| 66609 | &nbsp;&nbsp; 1009792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greif, Inc. (GEF US), <br> Class A<br>| 95064 | &nbsp;&nbsp; 6029910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greif, Inc. (GEF/B <br> US), Class B<br>| 20094 | &nbsp;&nbsp; 1319171 |
|  | Hawkins, Inc. | 132205 | &nbsp;&nbsp; 21586432 |
|  | HB Fuller Co. | 113758 | &nbsp;&nbsp; 6393200 |
|  | Hecla Mining Co. | 2207764 | &nbsp;&nbsp; 12672565 |
|  | Huntsman Corp. | 607114 | &nbsp;&nbsp; 5889006 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Idaho Strategic <br> Resources, Inc.<br>| 7745 | &nbsp;&nbsp; 127018 |
| \* | Ingevity Corp. | 87069 | &nbsp;&nbsp; 3638614 |
|  | Innospec, Inc. | 97757 | &nbsp;&nbsp; 7810784 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
| \* | Intrepid Potash, Inc. | 50315 | &nbsp;&nbsp; $1674483 |
| \* | Ivanhoe Electric, Inc. | 189464 | &nbsp;&nbsp; 1811276 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kaiser Aluminum <br> Corp.<br>| 59485 | &nbsp;&nbsp; 4598785 |
| \* | Knife River Corp. | 48809 | &nbsp;&nbsp; 4025766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koppers Holdings, <br> Inc.<br>| 86690 | &nbsp;&nbsp; 2848633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kronos Worldwide, <br> Inc.<br>| 241175 | &nbsp;&nbsp; 1290286 |
| \* | Lifezone Metals Ltd. | 4002 | &nbsp;&nbsp; 17649 |
| \* | LSB Industries, Inc. | 71554 | &nbsp;&nbsp; 553112 |
| \* | Magnera Corp. | 21187 | &nbsp;&nbsp; 263778 |
|  | Materion Corp. | 112014 | &nbsp;&nbsp; 11795074 |
|  | Mativ Holdings, Inc. | 190494 | &nbsp;&nbsp; 1261070 |
| \* | McEwen, Inc. | 135219 | &nbsp;&nbsp; 1373825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercer International, <br> Inc.<br>| 248188 | &nbsp;&nbsp; 920777 |
| \* | Metallus, Inc. | 253437 | &nbsp;&nbsp; 4004305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Minerals <br> Technologies, Inc.<br>| 162479 | &nbsp;&nbsp; 9448154 |
| #\* | MP Materials Corp. | 214397 | &nbsp;&nbsp; 13185416 |
|  | Myers Industries, Inc. | 150509 | &nbsp;&nbsp; 2204957 |
|  | Nexa Resources SA | 68509 | &nbsp;&nbsp; 331584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northern Technologies <br> International Corp.<br>| 62762 | &nbsp;&nbsp; 483267 |
| \* | O-I Glass, Inc. | 577269 | &nbsp;&nbsp; 7510270 |
|  | Olin Corp. | 180305 | &nbsp;&nbsp; 3414977 |
|  | Olympic Steel, Inc. | 48410 | &nbsp;&nbsp; 1505551 |
|  | Orion SA | 197961 | &nbsp;&nbsp; 1920222 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perimeter Solutions, <br> Inc.<br>| 285861 | &nbsp;&nbsp; 4610938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quaker Chemical <br> Corp.<br>| 43735 | &nbsp;&nbsp; 5004159 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ramaco Resources, <br> Inc. (METC US), <br> Class A<br>| 155677 | &nbsp;&nbsp; 3168027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ramaco Resources, <br> Inc. (METCB US), <br> Class B<br>| 7517 | &nbsp;&nbsp; 102081 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ranpak Holdings <br> Corp.<br>| 252193 | &nbsp;&nbsp; 920504 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rayonier Advanced <br> Materials, Inc.<br>| 247507 | &nbsp;&nbsp; 950427 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Resolute Forest <br> Products, Inc.<br>| 332327 | &nbsp;&nbsp; 88499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ryerson Holding <br> Corp.<br>| 118555 | &nbsp;&nbsp; 2442233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Scotts Miracle-Gro <br> Co.<br>| 113047 | &nbsp;&nbsp; 7083525 |
|  | Sealed Air Corp. | 304574 | &nbsp;&nbsp; 8914881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sensient Technologies <br> Corp.<br>| 113565 | &nbsp;&nbsp; 12752214 |
| \* | Smith-Midland Corp. | 1828 | &nbsp;&nbsp; 63560 |
|  | Sonoco Products Co. | 117179 | &nbsp;&nbsp; 5281258 |
|  | Stepan Co. | 88617 | &nbsp;&nbsp; 4499085 |
|  | SunCoke Energy, Inc. | 324614 | &nbsp;&nbsp; 2398897 |
|  | Sylvamo Corp. | 155378 | &nbsp;&nbsp; 7158264 |
| \* | Tredegar Corp. | 122421 | &nbsp;&nbsp; 1066287 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | TriMas Corp. | 149691 | &nbsp;&nbsp; $5348459 |
|  | Trinseo PLC | 21387 | &nbsp;&nbsp; 57103 |
|  | Tronox Holdings PLC | 587332 | &nbsp;&nbsp; 1873589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Lime & Minerals, <br> Inc.<br>| 272304 | &nbsp;&nbsp; 27116032 |
|  | Warrior Met Coal, Inc. | 193538 | &nbsp;&nbsp; 9943982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Worthington Steel, <br> Inc.<br>| 148857 | &nbsp;&nbsp; 4543116 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | &nbsp;&nbsp; 336878797 |
| REAL ESTATE — (1.2%) | REAL ESTATE — (1.2%) | REAL ESTATE — (1.2%) | REAL ESTATE — (1.2%) |
| \* | AMREP Corp. | 54383 | &nbsp;&nbsp; 1210022 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anywhere Real <br> Estate, Inc.<br>| 390639 | &nbsp;&nbsp; 1804752 |
| \* | CKX Lands, Inc. | 11773 | &nbsp;&nbsp; 141335 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Compass, Inc., <br> Class A<br>| 1153576 | &nbsp;&nbsp; 9159393 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cushman & Wakefield <br> PLC<br>| 595785 | &nbsp;&nbsp; 7262619 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; eXp World Holdings, <br> Inc.<br>| 298243 | &nbsp;&nbsp; 3215060 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Five Point <br> Holdings LLC, <br> Class A<br>| 24172 | &nbsp;&nbsp; 128837 |
| \* | Forestar Group, Inc. | 169753 | &nbsp;&nbsp; 4209874 |
| \* | FRP Holdings, Inc. | 159764 | &nbsp;&nbsp; 4217770 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Howard Hughes <br> Holdings, Inc.<br>| 234720 | &nbsp;&nbsp; 16132306 |
| \*» | JW Mays, Inc. | 2700 | &nbsp;&nbsp; 107919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kennedy-Wilson <br> Holdings, Inc.<br>| 506085 | &nbsp;&nbsp; 3704542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marcus & Millichap, <br> Inc.<br>| 204712 | &nbsp;&nbsp; 6378826 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Maui Land & <br> Pineapple Co., Inc.<br>| 67296 | &nbsp;&nbsp; 1144705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Newmark Group, Inc., <br> Class A<br>| 497297 | &nbsp;&nbsp; 7543996 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RE/MAX Holdings, <br> Inc., Class A<br>| 66331 | &nbsp;&nbsp; 510085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RMR Group, Inc., <br> Class A<br>| 56617 | &nbsp;&nbsp; 909269 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seaport Entertainment <br> Group, Inc.<br>| 53376 | &nbsp;&nbsp; 1231384 |
|  | St. Joe Co. | 295676 | &nbsp;&nbsp; 14931638 |
| \* | Star Holdings | 11397 | &nbsp;&nbsp; 81944 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Stratus Properties, <br> Inc.<br>| 52202 | &nbsp;&nbsp; 831839 |
| \* | Tejon Ranch Co. | 127690 | &nbsp;&nbsp; 2293312 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | &nbsp;&nbsp; 87151427 |
| UTILITIES — (2.6%) | UTILITIES — (2.6%) | UTILITIES — (2.6%) | UTILITIES — (2.6%) |
|  | ALLETE, Inc. | 104755 | &nbsp;&nbsp; 6906497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American States <br> Water Co.<br>| 147063 | &nbsp;&nbsp; 10822366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Artesian Resources <br> Corp., Class A<br>| 38013 | &nbsp;&nbsp; 1241124 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
|  | Avista Corp. | 266241 | &nbsp;&nbsp; $9930789 |
|  | Black Hills Corp. | 135715 | &nbsp;&nbsp; 7841613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; California Water <br> Service Group<br>| 219354 | &nbsp;&nbsp; 9974026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chesapeake Utilities <br> Corp.<br>| 85898 | &nbsp;&nbsp; 10297452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Consolidated Water <br> Co. Ltd.<br>| 59603 | &nbsp;&nbsp; 1733851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genie Energy Ltd., <br> Class B<br>| 178967 | &nbsp;&nbsp; 3636609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Water <br> Resources, Inc.<br>| 39894 | &nbsp;&nbsp; 380988 |
|  | H2O America | 125871 | &nbsp;&nbsp; 6078311 |
| \* | Hallador Energy Co. | 125340 | &nbsp;&nbsp; 2210998 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hawaiian Electric <br> Industries, Inc.<br>| 393505 | &nbsp;&nbsp; 4218374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MDU Resources <br> Group, Inc.<br>| 341634 | &nbsp;&nbsp; 5893187 |
|  | MGE Energy, Inc. | 131963 | &nbsp;&nbsp; 11208937 |
|  | Middlesex Water Co. | 66267 | &nbsp;&nbsp; 3419377 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Montauk Renewables, <br> Inc.<br>| 77227 | &nbsp;&nbsp; 167583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Jersey <br> Resources Corp.<br>| 185489 | &nbsp;&nbsp; 8515800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northwest Natural <br> Holding Co.<br>| 146473 | &nbsp;&nbsp; 5847202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northwestern Energy <br> Group, Inc.<br>| 148396 | &nbsp;&nbsp; 7968865 |
|  | ONE Gas, Inc. | 101097 | &nbsp;&nbsp; 7349752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ormat Technologies, <br> Inc.<br>| 102003 | &nbsp;&nbsp; 9120088 |
| # | Otter Tail Corp. | 176267 | &nbsp;&nbsp; 13604287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Portland General <br> Electric Co.<br>| 195743 | &nbsp;&nbsp; 8048952 |
| \* | Pure Cycle Corp. | 96891 | &nbsp;&nbsp; 949532 |
|  | RGC Resources, Inc. | 24690 | &nbsp;&nbsp; 497257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southwest Gas <br> Holdings, Inc.<br>| 11540 | &nbsp;&nbsp; 901736 |
|  | Spire, Inc. | 108997 | &nbsp;&nbsp; 8117007 |
|  | TXNM Energy, Inc. | 151814 | &nbsp;&nbsp; 8621517 |
|  | Unitil Corp. | 75330 | &nbsp;&nbsp; 3885521 |
|  | York Water Co. | 69838 | &nbsp;&nbsp; 2113298 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | &nbsp;&nbsp; 181502896 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS |  | &nbsp;&nbsp; 6474021597 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| INFORMATION TECHNOLOGY — (0.0%) | INFORMATION TECHNOLOGY — (0.0%) | INFORMATION TECHNOLOGY — (0.0%) | INFORMATION TECHNOLOGY — (0.0%) |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; M-Tron Industries, Inc. <br> Warrants <br> 03/11/2028<br>| 16700 | &nbsp;&nbsp; $30060 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS |  | &nbsp;&nbsp; 30060 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $4,447,555,639) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $4,447,555,639) |  | &nbsp;&nbsp; 6474051657 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (0.7%) | TEMPORARY CASH INVESTMENTS — (0.7%) | TEMPORARY CASH INVESTMENTS — (0.7%) | TEMPORARY CASH INVESTMENTS — (0.7%) |
| Ɏ | &nbsp;&nbsp;&nbsp;&nbsp; State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.250%<br>| 51578797 | &nbsp;&nbsp; 51578797 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (7.6%) | SECURITIES LENDING COLLATERAL — (7.6%) | SECURITIES LENDING COLLATERAL — (7.6%) | SECURITIES LENDING COLLATERAL — (7.6%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund <br>| 46352144 | &nbsp;&nbsp; $536155248 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $5,035,264,203)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $5,035,264,203)^^ |  | &nbsp;&nbsp; $7061785702 |

---

As of July 31, 2025, U.S. Micro Cap Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp; 162 | 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; $50804606 | &nbsp;&nbsp;&nbsp;&nbsp; $51631425 | &nbsp;&nbsp;&nbsp;&nbsp; $826819 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$50804606** | &nbsp;&nbsp; **$51631425** | &nbsp;&nbsp; **$826819** |

---

As of July 31, 2025, the value of Rule 144A securities amounted to $1,816,878 or 0.0% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Communication Services | &nbsp;&nbsp;&nbsp; $240398551 | &nbsp;&nbsp;&nbsp; $114098 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $240512649 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | &nbsp;&nbsp;&nbsp; 894703405 | &nbsp;&nbsp;&nbsp; 54810 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 894758215 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | &nbsp;&nbsp;&nbsp; 247964167 | &nbsp;&nbsp;&nbsp; 1186504 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 249150671 |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy | &nbsp;&nbsp;&nbsp; 353661775 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 353661775 |
| &nbsp;&nbsp;&nbsp;&nbsp; Financials | &nbsp;&nbsp;&nbsp; 1499040156 | &nbsp;&nbsp;&nbsp; 175175 | &nbsp;&nbsp;&nbsp; $4769 | &nbsp;&nbsp;&nbsp; 1499220100 |
| &nbsp;&nbsp;&nbsp;&nbsp; Health Care | &nbsp;&nbsp;&nbsp; 707809911 | &nbsp;&nbsp;&nbsp; 818587 | &nbsp;&nbsp;&nbsp; 813052 | &nbsp;&nbsp;&nbsp; 709441550 |
| &nbsp;&nbsp;&nbsp;&nbsp; Industrials | &nbsp;&nbsp;&nbsp; 1188945066 | &nbsp;&nbsp;&nbsp; 9131 | &nbsp;&nbsp;&nbsp; 2677 | &nbsp;&nbsp;&nbsp; 1188956874 |
| &nbsp;&nbsp;&nbsp;&nbsp; Information Technology | &nbsp;&nbsp;&nbsp; 732783719 | &nbsp;&nbsp;&nbsp; 2924 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 732786643 |
| &nbsp;&nbsp;&nbsp;&nbsp; Materials | &nbsp;&nbsp;&nbsp; 336790298 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 88499 | &nbsp;&nbsp;&nbsp; 336878797 |
| &nbsp;&nbsp;&nbsp;&nbsp; Real Estate | &nbsp;&nbsp;&nbsp; 87043508 | &nbsp;&nbsp;&nbsp; 107919 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 87151427 |
| &nbsp;&nbsp;&nbsp;&nbsp; Utilities | &nbsp;&nbsp;&nbsp; 181502896 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 181502896 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Information Technology | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $30060 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $30060 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; $51578797 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 51578797 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 536155248 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 536155248 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $6522222249 | &nbsp;&nbsp;&nbsp; $538654456 | &nbsp;&nbsp;&nbsp; $908,997˂˃ | &nbsp;&nbsp;&nbsp; $7061785702 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | &nbsp;&nbsp;&nbsp; 826819 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 826819 |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; $826819 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $826819 |
| &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

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

---

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

---

------

**DFA Real Estate Securities Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (96.0%) | COMMON STOCKS — (96.0%) | COMMON STOCKS — (96.0%) | COMMON STOCKS — (96.0%) |
| REAL ESTATE — (96.0%) | REAL ESTATE — (96.0%) | REAL ESTATE — (96.0%) | REAL ESTATE — (96.0%) |
|  | Acadia Realty Trust | 657912 | &nbsp;&nbsp; $12316113 |
| # | Agree Realty Corp. | 571741 | &nbsp;&nbsp; 40993830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alexander & Baldwin, <br> Inc.<br>| 220176 | &nbsp;&nbsp; 3958764 |
|  | Alexander's, Inc. | 11410 | &nbsp;&nbsp; 2866078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alexandria Real Estate <br> Equities, Inc.<br>| 815440 | &nbsp;&nbsp; 62324079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alpine Income Property <br> Trust, Inc.<br>| 38524 | &nbsp;&nbsp; 541262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Assets Trust, <br> Inc.<br>| 234254 | &nbsp;&nbsp; 4457854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Healthcare <br> REIT, Inc.<br>| 264860 | &nbsp;&nbsp; 10234190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Homes 4 <br> Rent, Class A<br>| 1826936 | &nbsp;&nbsp; 63376410 |
|  | American Tower Corp. | 2573649 | &nbsp;&nbsp; 536322715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Americold Realty Trust, <br> Inc.<br>| 1351927 | &nbsp;&nbsp; 21738986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apartment Investment <br> & Management Co., <br> Class A<br>| 642154 | &nbsp;&nbsp; 5400515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apple Hospitality REIT, <br> Inc.<br>| 1103913 | &nbsp;&nbsp; 12970978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AvalonBay <br> Communities, Inc.<br>| 770168 | &nbsp;&nbsp; 143466895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bluerock Homes Trust, <br> Inc.<br>| 21940 | &nbsp;&nbsp; 308257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Braemar Hotels & <br> Resorts, Inc.<br>| 239983 | &nbsp;&nbsp; 527963 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Brandywine Realty <br> Trust<br>| 814724 | &nbsp;&nbsp; 3258896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brixmor Property <br> Group, Inc.<br>| 1669103 | &nbsp;&nbsp; 43613661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Broadstone Net Lease, <br> Inc.<br>| 943170 | &nbsp;&nbsp; 15317081 |
| # | BRT Apartments Corp. | 59313 | &nbsp;&nbsp; 863004 |
|  | BXP, Inc. | 819906 | &nbsp;&nbsp; 53646450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Camden Property <br> Trust<br>| 561289 | &nbsp;&nbsp; 61292759 |
|  | CareTrust REIT, Inc. | 998066 | &nbsp;&nbsp; 31738499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CBL & Associates <br> Properties, Inc.<br>| 60562 | &nbsp;&nbsp; 1638808 |
| # | Centerspace | 81464 | &nbsp;&nbsp; 4434086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chatham Lodging <br> Trust<br>| 223862 | &nbsp;&nbsp; 1526739 |
|  | City Office REIT, Inc. | 191254 | &nbsp;&nbsp; 1327303 |
|  | Clipper Realty, Inc. | 76438 | &nbsp;&nbsp; 266004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community Healthcare <br> Trust, Inc.<br>| 137965 | &nbsp;&nbsp; 2120522 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; COPT Defense <br> Properties<br>| 614497 | &nbsp;&nbsp; 16763478 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cousins Properties, <br> Inc.<br>| 859546 | &nbsp;&nbsp; $23293697 |
|  | Crown Castle, Inc. | 2373505 | &nbsp;&nbsp; 249431640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTO Realty Growth, <br> Inc.<br>| 169394 | &nbsp;&nbsp; 2796695 |
|  | CubeSmart | 1254095 | &nbsp;&nbsp; 48796836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Curbline Properties <br> Corp.<br>| 500970 | &nbsp;&nbsp; 11071437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DiamondRock <br> Hospitality Co.<br>| 980802 | &nbsp;&nbsp; 7571791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Digital Realty Trust, <br> Inc.<br>| 1797416 | &nbsp;&nbsp; 317136079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diversified Healthcare <br> Trust<br>| 648738 | &nbsp;&nbsp; 2121373 |
| # | Douglas Emmett, Inc. | 808860 | &nbsp;&nbsp; 12262318 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Easterly Government <br> Properties, Inc.<br>| 203307 | &nbsp;&nbsp; 4472754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EastGroup Properties, <br> Inc.<br>| 275880 | &nbsp;&nbsp; 45034651 |
|  | Elme Communities | 419692 | &nbsp;&nbsp; 6328955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Empire State Realty <br> Trust, Inc., Class A<br>| 677041 | &nbsp;&nbsp; 4901777 |
| # | EPR Properties | 417807 | &nbsp;&nbsp; 22996097 |
|  | Equinix, Inc. | 522843 | &nbsp;&nbsp; 410520638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Equity LifeStyle <br> Properties, Inc.<br>| 970904 | &nbsp;&nbsp; 58176568 |
|  | Equity Residential | 1898338 | &nbsp;&nbsp; 119974962 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Essential Properties <br> Realty Trust, Inc.<br>| 1030445 | &nbsp;&nbsp; 31418268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Essex Property Trust, <br> Inc.<br>| 334249 | &nbsp;&nbsp; 86964905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Extra Space Storage, <br> Inc.<br>| 1125982 | &nbsp;&nbsp; 151286942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Federal Realty <br> Investment Trust<br>| 446104 | &nbsp;&nbsp; 41112945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Industrial Realty <br> Trust, Inc.<br>| 694624 | &nbsp;&nbsp; 33842081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Four Corners Property <br> Trust, Inc.<br>| 510787 | &nbsp;&nbsp; 12892264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Street <br> Properties Corp.<br>| 35899 | &nbsp;&nbsp; 59233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gaming & Leisure <br> Properties, Inc.<br>| 1540630 | &nbsp;&nbsp; 70221915 |
| # | Getty Realty Corp. | 279443 | &nbsp;&nbsp; 7765721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gladstone Commercial <br> Corp.<br>| 251953 | &nbsp;&nbsp; 3313182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Medical REIT, <br> Inc.<br>| 307376 | &nbsp;&nbsp; 2053272 |
|  | Global Net Lease, Inc. | 900793 | &nbsp;&nbsp; 6296543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Self Storage, <br> Inc.<br>| 43975 | &nbsp;&nbsp; 228230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Healthcare Realty <br> Trust, Inc.<br>| 1645518 | &nbsp;&nbsp; 25275156 |

---

------

**DFA Real Estate Securities Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Healthpeak Properties, <br> Inc.<br>| 3584556 | &nbsp;&nbsp; $60722379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Highwoods Properties, <br> Inc.<br>| 574877 | &nbsp;&nbsp; 16677182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Host Hotels & Resorts, <br> Inc.<br>| 3607331 | &nbsp;&nbsp; 56707243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hudson Pacific <br> Properties, Inc.<br>| 1030369 | &nbsp;&nbsp; 2524404 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Independence Realty <br> Trust, Inc.<br>| 1180290 | &nbsp;&nbsp; 19793463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industrial Logistics <br> Properties Trust<br>| 264038 | &nbsp;&nbsp; 1404682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Innovative Industrial <br> Properties, Inc.<br>| 148938 | &nbsp;&nbsp; 7700095 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; InvenTrust Properties <br> Corp.<br>| 389975 | &nbsp;&nbsp; 10751611 |
|  | Invitation Homes, Inc. | 3399547 | &nbsp;&nbsp; 104196116 |
|  | Iron Mountain, Inc. | 1627545 | &nbsp;&nbsp; 158457781 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; JBG SMITH <br> Properties<br>| 385970 | &nbsp;&nbsp; 8174845 |
| # | Kilroy Realty Corp. | 564195 | &nbsp;&nbsp; 20796228 |
|  | Kimco Realty Corp. | 3695039 | &nbsp;&nbsp; 78445678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kite Realty Group <br> Trust<br>| 1092569 | &nbsp;&nbsp; 24014667 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lamar Advertising Co., <br> Class A<br>| 485023 | &nbsp;&nbsp; 59294062 |
|  | LTC Properties, Inc. | 220041 | &nbsp;&nbsp; 7490196 |
|  | LXP Industrial Trust | 1418473 | &nbsp;&nbsp; 11007350 |
|  | Macerich Co. | 1237164 | &nbsp;&nbsp; 20673010 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Medical Properties <br> Trust, Inc.<br>| 2516677 | &nbsp;&nbsp; 10368709 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mid-America Apartment <br> Communities, Inc.<br>| 627007 | &nbsp;&nbsp; 89304607 |
|  | Modiv Industrial, Inc. | 13466 | &nbsp;&nbsp; 193237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Health <br> Investors, Inc.<br>| 238168 | &nbsp;&nbsp; 16638416 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; National Storage <br> Affiliates Trust<br>| 395569 | &nbsp;&nbsp; 11653463 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; NET Lease Office <br> Properties<br>| 84119 | &nbsp;&nbsp; 2791910 |
| # | NETSTREIT Corp. | 385895 | &nbsp;&nbsp; 7034866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NexPoint Residential <br> Trust, Inc.<br>| 126391 | &nbsp;&nbsp; 3940871 |
|  | NNN REIT, Inc. | 1022166 | &nbsp;&nbsp; 42174569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Omega Healthcare <br> Investors, Inc.<br>| 1523659 | &nbsp;&nbsp; 59270335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; One Liberty Properties, <br> Inc.<br>| 95825 | &nbsp;&nbsp; 2144563 |
|  | Orion Properties, Inc. | 158580 | &nbsp;&nbsp; 415480 |
| # | Outfront Media, Inc. | 679156 | &nbsp;&nbsp; 11905605 |
|  | Paramount Group, Inc. | 978558 | &nbsp;&nbsp; 5988775 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Park Hotels & Resorts, <br> Inc.<br>| 961522 | &nbsp;&nbsp; 10249825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peakstone Realty <br> Trust<br>| 14136 | &nbsp;&nbsp; 192250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pebblebrook Hotel <br> Trust<br>| 645490 | &nbsp;&nbsp; 6474265 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phillips Edison & Co., <br> Inc.<br>| 641775 | &nbsp;&nbsp; $21685577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Piedmont Realty Trust, <br> Inc.<br>| 647316 | &nbsp;&nbsp; 4893709 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Plymouth Industrial <br> REIT, Inc.<br>| 219574 | &nbsp;&nbsp; 3188214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Postal Realty Trust, <br> Inc., Class A<br>| 78333 | &nbsp;&nbsp; 1073945 |
|  | Prologis, Inc. | 4860063 | &nbsp;&nbsp; 518957527 |
|  | Public Storage | 835711 | &nbsp;&nbsp; 227263249 |
|  | Realty Income Corp. | 4740345 | &nbsp;&nbsp; 266075565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Regency Centers <br> Corp.<br>| 957643 | &nbsp;&nbsp; 68375710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rexford Industrial <br> Realty, Inc.<br>| 1237329 | &nbsp;&nbsp; 45199628 |
|  | RLJ Lodging Trust | 762515 | &nbsp;&nbsp; 5642611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ryman Hospitality <br> Properties, Inc.<br>| 325409 | &nbsp;&nbsp; 30933380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sabra Health Care <br> REIT, Inc.<br>| 1199539 | &nbsp;&nbsp; 21627688 |
|  | Saul Centers, Inc. | 74829 | &nbsp;&nbsp; 2410990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SBA Communications <br> Corp.<br>| 580963 | &nbsp;&nbsp; 130554005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Service Properties <br> Trust<br>| 767157 | &nbsp;&nbsp; 2017623 |
|  | Sila Realty Trust, Inc. | 199963 | &nbsp;&nbsp; 4887096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Simon Property Group, <br> Inc.<br>| 1719171 | &nbsp;&nbsp; 281583018 |
| # | SITE Centers Corp. | 249479 | &nbsp;&nbsp; 2686889 |
| # | SL Green Realty Corp. | 386598 | &nbsp;&nbsp; 22132735 |
|  | STAG Industrial, Inc. | 1016333 | &nbsp;&nbsp; 34890712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Strawberry Fields <br> REIT, Inc.<br>| 1291 | &nbsp;&nbsp; 13246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Summit Hotel <br> Properties, Inc.<br>| 565104 | &nbsp;&nbsp; 2949843 |
|  | Sun Communities, Inc. | 670915 | &nbsp;&nbsp; 83213587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunstone Hotel <br> Investors, Inc.<br>| 1011909 | &nbsp;&nbsp; 8854204 |
|  | Tanger, Inc. | 614466 | &nbsp;&nbsp; 18446269 |
|  | Terreno Realty Corp. | 530897 | &nbsp;&nbsp; 29459475 |
|  | UDR, Inc. | 1737653 | &nbsp;&nbsp; 68272386 |
|  | UMH Properties, Inc. | 398634 | &nbsp;&nbsp; 6489762 |
|  | Uniti Group, Inc. | 1163411 | &nbsp;&nbsp; 6189347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Health <br> Realty Income Trust<br>| 73588 | &nbsp;&nbsp; 2854479 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Urban Edge <br> Properties<br>| 673563 | &nbsp;&nbsp; 13282662 |
|  | Ventas, Inc. | 2413878 | &nbsp;&nbsp; 162164324 |
|  | Veris Residential, Inc. | 414919 | &nbsp;&nbsp; 5842060 |
|  | VICI Properties, Inc. | 5713027 | &nbsp;&nbsp; 186244680 |
|  | Vornado Realty Trust | 839708 | &nbsp;&nbsp; 32261581 |
|  | Welltower, Inc. | 1999826 | &nbsp;&nbsp; 330111278 |
|  | Whitestone REIT | 208803 | &nbsp;&nbsp; 2545309 |
|  | WP Carey, Inc. | 1141345 | &nbsp;&nbsp; 73228695 |

---

------

**DFA Real Estate Securities Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Xenia Hotels & <br> Resorts, Inc.<br>| 469020 | &nbsp;&nbsp; $5961244 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | &nbsp;&nbsp; 6663268144 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS <br>Cost ($4087762324) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS <br>Cost ($4087762324) |  | &nbsp;&nbsp; 6663268144 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (1.0%) | TEMPORARY CASH INVESTMENTS — (1.0%) | TEMPORARY CASH INVESTMENTS — (1.0%) | TEMPORARY CASH INVESTMENTS — (1.0%) |
| Ɏ | &nbsp;&nbsp;&nbsp;&nbsp; State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.250%<br>| 71808294 | &nbsp;&nbsp; 71808294 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (3.0%) | SECURITIES LENDING COLLATERAL — (3.0%) | SECURITIES LENDING COLLATERAL — (3.0%) | SECURITIES LENDING COLLATERAL — (3.0%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund <br>| 17865885 | &nbsp;&nbsp; $206654686 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $4,366,218,819)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $4,366,218,819)^^ |  | &nbsp;&nbsp; $6941731124 |

---

As of July 31, 2025, DFA Real Estate Securities Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp; 173 | 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; $52752973 | &nbsp;&nbsp;&nbsp;&nbsp; $55137263 | &nbsp;&nbsp;&nbsp;&nbsp; $2384290 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$52752973** | &nbsp;&nbsp; **$55137263** | &nbsp;&nbsp; **$2384290** |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Real Estate | &nbsp;&nbsp;&nbsp; $6663254898 | &nbsp;&nbsp;&nbsp; $13246 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $6663268144 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; 71808294 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 71808294 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 206654686 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 206654686 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $6735063192 | &nbsp;&nbsp;&nbsp; $206667932 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $6941731124 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | &nbsp;&nbsp;&nbsp; 2384290 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2384290 |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; $2384290 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $2384290 |
| &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**Large Cap International Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (96.6%) | COMMON STOCKS — (96.6%) | COMMON STOCKS — (96.6%) | COMMON STOCKS — (96.6%) |
| AUSTRALIA — (6.4%) | AUSTRALIA — (6.4%) | AUSTRALIA — (6.4%) | AUSTRALIA — (6.4%) |
|  | AGL Energy Ltd. | 306099 | &nbsp;&nbsp; $1907639 |
|  | ALS Ltd. | 254328 | &nbsp;&nbsp; 2956684 |
| # | Ampol Ltd. | 106039 | &nbsp;&nbsp; 1853970 |
|  | Ansell Ltd. | 1372 | &nbsp;&nbsp; 26266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ANZ Group Holdings <br> Ltd.<br>| 668376 | &nbsp;&nbsp; 13115874 |
| # | APA Group | 500287 | &nbsp;&nbsp; 2690737 |
|  | Aristocrat Leisure Ltd. | 158366 | &nbsp;&nbsp; 7091135 |
|  | ASX Ltd. | 41528 | &nbsp;&nbsp; 1861455 |
|  | Atlas Arteria Ltd. | 365025 | &nbsp;&nbsp; 1205743 |
|  | Aurizon Holdings Ltd. | 842974 | &nbsp;&nbsp; 1749868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Queensland <br> Ltd.<br>| 142627 | &nbsp;&nbsp; 694855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bendigo & Adelaide <br> Bank Ltd.<br>| 291242 | &nbsp;&nbsp; 2281665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BHP Group Ltd. (BHP <br> AU)<br>| 1212466 | &nbsp;&nbsp; 30621088 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; BHP Group Ltd. (BHP <br> LN), Class DI<br>| 242396 | &nbsp;&nbsp; 6082252 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; BHP Group Ltd. (BHP <br> US), Sponsored <br> ADR<br>| 300265 | &nbsp;&nbsp; 15214428 |
|  | BlueScope Steel Ltd. | 232410 | &nbsp;&nbsp; 3523403 |
|  | Brambles Ltd. | 571987 | &nbsp;&nbsp; 8751082 |
|  | CAR Group Ltd. | 73718 | &nbsp;&nbsp; 1794261 |
|  | Challenger Ltd. | 107200 | &nbsp;&nbsp; 563401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cleanaway Waste <br> Management Ltd.<br>| 1014244 | &nbsp;&nbsp; 1869170 |
|  | Cochlear Ltd. | 22578 | &nbsp;&nbsp; 4609366 |
|  | Coles Group Ltd. | 502968 | &nbsp;&nbsp; 6696499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank <br> of Australia<br>| 389227 | &nbsp;&nbsp; 44188754 |
|  | Computershare Ltd. | 179161 | &nbsp;&nbsp; 4822907 |
|  | CSL Ltd. | 89102 | &nbsp;&nbsp; 15413239 |
|  | Dyno Nobel Ltd. | 351699 | &nbsp;&nbsp; 661357 |
|  | Endeavour Group Ltd. | 708932 | &nbsp;&nbsp; 1856469 |
|  | Evolution Mining Ltd. | 1217835 | &nbsp;&nbsp; 5511579 |
|  | Fortescue Ltd. | 638579 | &nbsp;&nbsp; 7225046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harvey Norman <br> Holdings Ltd.<br>| 414306 | &nbsp;&nbsp; 1536180 |
|  | HUB24 Ltd. | 37812 | &nbsp;&nbsp; 2566496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Insurance Australia <br> Group Ltd.<br>| 1347639 | &nbsp;&nbsp; 7564861 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; James Hardie <br> Industries PLC (JHX <br> AU), CDI<br>| 157942 | &nbsp;&nbsp; 4145571 |
|  | JB Hi-Fi Ltd. | 79749 | &nbsp;&nbsp; 5679884 |
|  | Lottery Corp. Ltd.  | 827246 | &nbsp;&nbsp; 2869203 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Lynas Rare Earths <br> Ltd.<br>| 298029 | &nbsp;&nbsp; 2002576 |
|  | Macquarie Group Ltd. | 70544 | &nbsp;&nbsp; 9769373 |
|  | Medibank Pvt Ltd. | 873230 | &nbsp;&nbsp; 2854068 |
|  | Myer Holdings Ltd. | 60476 | &nbsp;&nbsp; 23345 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd.<br>| 761920 | &nbsp;&nbsp; $18908297 |
|  | Netwealth Group Ltd. | 75388 | &nbsp;&nbsp; 1799091 |
| #\* | NEXTDC Ltd. | 202074 | &nbsp;&nbsp; 1860717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northern Star <br> Resources Ltd.<br>| 562018 | &nbsp;&nbsp; 5583833 |
|  | Orica Ltd. | 258059 | &nbsp;&nbsp; 3524068 |
|  | Origin Energy Ltd. | 639687 | &nbsp;&nbsp; 4783458 |
| \* | Pilbara Minerals Ltd. | 379134 | &nbsp;&nbsp; 384710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pinnacle Investment <br> Management Group <br> Ltd.<br>| 5717 | &nbsp;&nbsp; 81125 |
|  | Pro Medicus Ltd. | 23723 | &nbsp;&nbsp; 4871627 |
|  | Qantas Airways Ltd. | 311858 | &nbsp;&nbsp; 2162839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; QBE Insurance Group <br> Ltd.<br>| 609659 | &nbsp;&nbsp; 9043813 |
|  | Qube Holdings Ltd. | 798076 | &nbsp;&nbsp; 2225515 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ramsay Health Care <br> Ltd.<br>| 68368 | &nbsp;&nbsp; 1692428 |
|  | REA Group Ltd. | 15885 | &nbsp;&nbsp; 2419777 |
| # | Reece Ltd. | 79223 | &nbsp;&nbsp; 685957 |
|  | Rio Tinto Ltd. | 133373 | &nbsp;&nbsp; 9485209 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sandfire Resources <br> Ltd.<br>| 79154 | &nbsp;&nbsp; 532514 |
|  | Santos Ltd. | 2230872 | &nbsp;&nbsp; 11225494 |
|  | SEEK Ltd. | 117034 | &nbsp;&nbsp; 1805328 |
|  | SGH Ltd. | 107212 | &nbsp;&nbsp; 3506603 |
| # | Sigma Healthcare Ltd. | 659469 | &nbsp;&nbsp; 1218115 |
|  | Sonic Healthcare Ltd. | 199908 | &nbsp;&nbsp; 3530143 |
|  | South32 Ltd. (S32 AU) | 2155314 | &nbsp;&nbsp; 4030522 |
|  | Steadfast Group Ltd. | 427900 | &nbsp;&nbsp; 1628536 |
|  | Suncorp Group Ltd. | 411418 | &nbsp;&nbsp; 5514960 |
|  | Technology One Ltd. | 173263 | &nbsp;&nbsp; 4532305 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Telix Pharmaceuticals <br> Ltd.<br>| 70294 | &nbsp;&nbsp; 941742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telstra Group Ltd. <br> (TLS AU)<br>| 1417464 | &nbsp;&nbsp; 4517572 |
|  | TPG Telecom Ltd. | 196822 | &nbsp;&nbsp; 698125 |
|  | Transurban Group | 991946 | &nbsp;&nbsp; 8778546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Treasury Wine Estates <br> Ltd.<br>| 295168 | &nbsp;&nbsp; 1427322 |
|  | Wesfarmers Ltd. | 328349 | &nbsp;&nbsp; 17960525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking <br> Corp.<br>| 748445 | &nbsp;&nbsp; 16159022 |
| # | Whitehaven Coal Ltd. | 5978 | &nbsp;&nbsp; 24518 |
|  | WiseTech Global Ltd. | 48021 | &nbsp;&nbsp; 3637118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Woodside Energy <br> Group Ltd. (WDS <br> AU)<br>| 656980 | &nbsp;&nbsp; 11117663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Woodside Energy <br> Group Ltd. (WDS <br> LN)<br>| 43801 | &nbsp;&nbsp; 748474 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Woodside Energy <br> Group Ltd. (WDS <br> US), ADR<br>| 68532 | &nbsp;&nbsp; $1160247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Woolworths Group <br> Ltd.<br>| 355661 | &nbsp;&nbsp; 7180119 |
|  | Worley Ltd. | 184151 | &nbsp;&nbsp; 1567140 |
| \* | Xero Ltd. | 52534 | &nbsp;&nbsp; 6049845 |
| # | Yancoal Australia Ltd. | 297444 | &nbsp;&nbsp; 1201301 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp; 426058012 |
| AUSTRIA — (0.3%) | AUSTRIA — (0.3%) | AUSTRIA — (0.3%) | AUSTRIA — (0.3%) |
|  | Erste Group Bank AG | 129852 | &nbsp;&nbsp; 11874169 |
|  | OMV AG | 82151 | &nbsp;&nbsp; 4183817 |
|  | Verbund AG | 21683 | &nbsp;&nbsp; 1614505 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | &nbsp;&nbsp; 17672491 |
| BELGIUM — (0.8%) | BELGIUM — (0.8%) | BELGIUM — (0.8%) | BELGIUM — (0.8%) |
|  | Ageas SA | 100830 | &nbsp;&nbsp; 6855633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anheuser-Busch InBev <br> SA (ABI BB)<br>| 319960 | &nbsp;&nbsp; 18395349 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Argenx SE (ARGX <br> BB)<br>| 4901 | &nbsp;&nbsp; 3291654 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Argenx SE (ARGX <br> US), ADR<br>| 2482 | &nbsp;&nbsp; 1663759 |
|  | D'ieteren Group | 1056 | &nbsp;&nbsp; 208595 |
|  | Elia Group SA | 265 | &nbsp;&nbsp; 30574 |
|  | KBC Group NV | 169695 | &nbsp;&nbsp; 17699847 |
|  | UCB SA | 40527 | &nbsp;&nbsp; 8707421 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | &nbsp;&nbsp; 56852832 |
| CANADA — (10.2%) | CANADA — (10.2%) | CANADA — (10.2%) | CANADA — (10.2%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agnico Eagle Mines <br> Ltd. (AEM CN)<br>| 834 | &nbsp;&nbsp; 103593 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Agnico Eagle Mines <br> Ltd. (AEM US)<br>| 182318 | &nbsp;&nbsp; 22673066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alamos Gold, Inc. (AGI <br> US), Class A<br>| 175419 | &nbsp;&nbsp; 4262682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alimentation <br> Couche-Tard, Inc.<br>| 260232 | &nbsp;&nbsp; 13522448 |
|  | AltaGas Ltd. | 156204 | &nbsp;&nbsp; 4611941 |
|  | ARC Resources Ltd. | 301057 | &nbsp;&nbsp; 5877304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AtkinsRealis Group, <br> Inc.<br>| 73331 | &nbsp;&nbsp; 5192339 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Montreal <br> (BMO CN)<br>| 21007 | &nbsp;&nbsp; 2318714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Montreal <br> (BMO US)<br>| 158839 | &nbsp;&nbsp; 17542179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Nova Scotia <br> (BNS CN)<br>| 153045 | &nbsp;&nbsp; 8514895 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Nova Scotia <br> (BNS US)<br>| 194153 | &nbsp;&nbsp; 10796848 |
|  | Barrick Mining Corp. | 141262 | &nbsp;&nbsp; 2983453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barrick Mining Corp. (B <br> US)<br>| 569896 | &nbsp;&nbsp; 12036204 |
|  | BCE, Inc. (BCE US) | 17800 | &nbsp;&nbsp; 415274 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bombardier, Inc. <br> (BBD/A CN), <br> Class A<br>| 600 | &nbsp;&nbsp; $69869 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bombardier, Inc. <br> (BBD/B CN), <br> Class B<br>| 6400 | &nbsp;&nbsp; 746282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brookfield Corp. (BN <br> CN)<br>| 77509 | &nbsp;&nbsp; 5191725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brookfield Corp. (BN <br> US)<br>| 56121 | &nbsp;&nbsp; 3762913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brookfield <br> Infrastructure Corp., <br> Class A<br>| 1120 | &nbsp;&nbsp; 43705 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Brookfield Renewable <br> Corp.<br>| 66670 | &nbsp;&nbsp; 2442122 |
| \* | CAE, Inc. (CAE CN) | 27144 | &nbsp;&nbsp; 774004 |
| \* | CAE, Inc. (CAE US) | 70300 | &nbsp;&nbsp; 2005659 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cameco Corp. (CCJ <br> US)<br>| 59290 | &nbsp;&nbsp; 4442600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial <br> Bank of Commerce <br> (CM CN)<br>| 169585 | &nbsp;&nbsp; 12120383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial <br> Bank of Commerce <br> (CM US)<br>| 129198 | &nbsp;&nbsp; 9229905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian National <br> Railway Co. (CNI <br> US)<br>| 80434 | &nbsp;&nbsp; 7516557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian National <br> Railway Co. (CNR <br> CN)<br>| 79808 | &nbsp;&nbsp; 7452049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Natural <br> Resources Ltd. <br> (CNQ CN)<br>| 20072 | &nbsp;&nbsp; 635362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Natural <br> Resources Ltd. <br> (CNQ US)<br>| 788913 | &nbsp;&nbsp; 25008542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Pacific <br> Kansas City Ltd. (CP <br> CN)<br>| 61565 | &nbsp;&nbsp; 4527622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Pacific <br> Kansas City Ltd. (CP <br> US)<br>| 122314 | &nbsp;&nbsp; 8996195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Tire Corp. <br> Ltd., Class A<br>| 2056 | &nbsp;&nbsp; 275370 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Utilities Ltd., <br> Class A<br>| 15024 | &nbsp;&nbsp; 418321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CCL Industries, Inc., <br> Class B<br>| 73386 | &nbsp;&nbsp; 4102010 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Celestica, Inc. (CLS <br> US)<br>| 50359 | &nbsp;&nbsp; 10064750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cenovus Energy, Inc. <br> (CVE CN)<br>| 69958 | &nbsp;&nbsp; 1064820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cenovus Energy, Inc. <br> (CVE US)<br>| 514815 | &nbsp;&nbsp; 7840632 |
|  | CGI, Inc. (GIB US) | 82960 | &nbsp;&nbsp; 7999833 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | CGI, Inc. (GIBA CN) | 199 | &nbsp;&nbsp; $19185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Colliers International <br> Group, Inc. (CIGI <br> US)<br>| 503 | &nbsp;&nbsp; 75807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Constellation Software, <br> Inc.<br>| 5232 | &nbsp;&nbsp; 18050249 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Descartes Systems <br> Group, Inc. (DSG <br> CN)<br>| 15836 | &nbsp;&nbsp; 1673089 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Descartes Systems <br> Group, Inc. (DSGX <br> US)<br>| 7933 | &nbsp;&nbsp; 838994 |
|  | Dollarama, Inc. | 83186 | &nbsp;&nbsp; 11369634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Element Fleet <br> Management Corp.<br>| 268036 | &nbsp;&nbsp; 6971722 |
| # | Emera, Inc. | 133662 | &nbsp;&nbsp; 6276017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Empire Co. Ltd., <br> Class A<br>| 77942 | &nbsp;&nbsp; 3103955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enbridge, Inc. (ENB <br> CN)<br>| 34288 | &nbsp;&nbsp; 1552788 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Enbridge, Inc. (ENB <br> US)<br>| 486747 | &nbsp;&nbsp; 22044772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Endeavour Mining <br> PLC<br>| 8560 | &nbsp;&nbsp; 256998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fairfax Financial <br> Holdings Ltd.<br>| 5567 | &nbsp;&nbsp; 9846551 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Quantum Minerals <br> Ltd.<br>| 157443 | &nbsp;&nbsp; 2646393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FirstService Corp. <br> (FSV CN)<br>| 2265 | &nbsp;&nbsp; 446461 |
|  | Fortis, Inc. (FTS CN) | 146619 | &nbsp;&nbsp; 7174342 |
|  | Fortis, Inc. (FTS US) | 27287 | &nbsp;&nbsp; 1336244 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Franco-Nevada Corp. <br> (FNV US)<br>| 46016 | &nbsp;&nbsp; 7331729 |
|  | George Weston Ltd. | 22248 | &nbsp;&nbsp; 4227537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GFL Environmental, <br> Inc.<br>| 66142 | &nbsp;&nbsp; 3329588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gildan Activewear, Inc. <br> (GIL US)<br>| 3453 | &nbsp;&nbsp; 174411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great-West Lifeco, <br> Inc.<br>| 45469 | &nbsp;&nbsp; 1707385 |
| Ω | Hydro One Ltd. | 115325 | &nbsp;&nbsp; 4078323 |
|  | iA Financial Corp., Inc. | 71974 | &nbsp;&nbsp; 7045203 |
|  | IGM Financial, Inc. | 8590 | &nbsp;&nbsp; 284432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Imperial Oil Ltd. (IMO <br> US)<br>| 69102 | &nbsp;&nbsp; 5767944 |
|  | Intact Financial Corp. | 45388 | &nbsp;&nbsp; 9381584 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ivanhoe Mines Ltd., <br> Class A<br>| 134750 | &nbsp;&nbsp; 1051276 |
|  | Keyera Corp. | 21473 | &nbsp;&nbsp; 674131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinross Gold Corp. (K <br> CN)<br>| 729955 | &nbsp;&nbsp; 11679491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinross Gold Corp. <br> (KGC US)<br>| 375679 | &nbsp;&nbsp; 6010864 |
|  | Loblaw Cos. Ltd. | 38691 | &nbsp;&nbsp; 6256888 |
|  | Lundin Gold, Inc. | 822 | &nbsp;&nbsp; 38045 |
|  | Lundin Mining Corp. | 441451 | &nbsp;&nbsp; 4508178 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magna International, <br> Inc. (MGA US)<br>| 138531 | &nbsp;&nbsp; $5679771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Manulife Financial <br> Corp. (MFC CN)<br>| 215608 | &nbsp;&nbsp; 6670839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Manulife Financial <br> Corp. (MFC US)<br>| 197813 | &nbsp;&nbsp; 6124290 |
|  | Metro, Inc. | 86618 | &nbsp;&nbsp; 6623269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bank of <br> Canada<br>| 104399 | &nbsp;&nbsp; 10859576 |
|  | Nutrien Ltd. (NTR CN) | 12443 | &nbsp;&nbsp; 738264 |
|  | Nutrien Ltd. (NTR US) | 204402 | &nbsp;&nbsp; 12125103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Open Text Corp. <br> (OTEX US)<br>| 17364 | &nbsp;&nbsp; 511023 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pan American Silver <br> Corp. (PAAS US)<br>| 173732 | &nbsp;&nbsp; 4694239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pembina Pipeline <br> Corp. (PBA US)<br>| 192253 | &nbsp;&nbsp; 7149889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pembina Pipeline <br> Corp. (PPL CN)<br>| 2200 | &nbsp;&nbsp; 81770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quebecor, Inc., <br> Class B<br>| 7 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RB Global, Inc. (RBA <br> CN)<br>| 15049 | &nbsp;&nbsp; 1629476 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; RB Global, Inc. (RBA <br> US)<br>| 52280 | &nbsp;&nbsp; 5659833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Restaurant Brands <br> International, Inc. <br> (QSR CN)<br>| 58971 | &nbsp;&nbsp; 4001482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Restaurant Brands <br> International, Inc. <br> (QSR US)<br>| 41074 | &nbsp;&nbsp; 2787282 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Rogers <br> Communications, <br> Inc. (RCI US), <br> Class B<br>| 63944 | &nbsp;&nbsp; 2135730 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Rogers <br> Communications, <br> Inc. (RCIB CN), <br> Class B<br>| 80132 | &nbsp;&nbsp; 2676464 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Royal Bank of Canada <br> (RY CN)<br>| 296511 | &nbsp;&nbsp; 38046110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Royal Bank of Canada <br> (RY US)<br>| 215072 | &nbsp;&nbsp; 27628149 |
|  | Saputo, Inc. | 19078 | &nbsp;&nbsp; 400120 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shopify, Inc. (SHOP <br> CN), Class A<br>| 9260 | &nbsp;&nbsp; 1131904 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shopify, Inc. (SHOP <br> US), Class A<br>| 52496 | &nbsp;&nbsp; 6415536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stantec, Inc. (STN <br> CN)<br>| 43878 | &nbsp;&nbsp; 4796306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stantec, Inc. (STN <br> US)<br>| 2600 | &nbsp;&nbsp; 284336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Life Financial, Inc. <br> (SLF CN)<br>| 86813 | &nbsp;&nbsp; 5292987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Life Financial, Inc. <br> (SLF US)<br>| 118355 | &nbsp;&nbsp; 7219655 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suncor Energy, Inc. <br> (SU US)<br>| 561710 | &nbsp;&nbsp; $22165077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TC Energy Corp. (TRP <br> US)<br>| 195287 | &nbsp;&nbsp; 9350342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teck Resources Ltd. <br> (TECK US), Class B<br>| 201224 | &nbsp;&nbsp; 6531731 |
|  | TELUS Corp. | 81584 | &nbsp;&nbsp; 1314200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TFI International, Inc. <br> (TFII US)<br>| 6250 | &nbsp;&nbsp; 544812 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Thomson Reuters <br> Corp. (TRI US)<br>| 26392 | &nbsp;&nbsp; 5302417 |
|  | TMX Group Ltd. | 89105 | &nbsp;&nbsp; 3623106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toromont Industries <br> Ltd.<br>| 3116 | &nbsp;&nbsp; 315940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion Bank <br> (TD CN)<br>| 95463 | &nbsp;&nbsp; 6953035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion Bank <br> (TD US)<br>| 269229 | &nbsp;&nbsp; 19621410 |
|  | Tourmaline Oil Corp. | 198086 | &nbsp;&nbsp; 8430378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Waste Connections, <br> Inc. (WCN CN)<br>| 22131 | &nbsp;&nbsp; 4132667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Waste Connections, <br> Inc. (WCN US)<br>| 25756 | &nbsp;&nbsp; 4807838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; West Fraser Timber <br> Co. Ltd. (WFG CN)<br>| 26343 | &nbsp;&nbsp; 1826291 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Wheaton Precious <br> Metals Corp. (WPM <br> US)<br>| 24884 | &nbsp;&nbsp; 2277135 |
|  | WSP Global, Inc. | 39837 | &nbsp;&nbsp; 8202581 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp; 681574940 |
| DENMARK — (1.9%) | DENMARK — (1.9%) | DENMARK — (1.9%) | DENMARK — (1.9%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AP Moller - Maersk AS <br> (MAERSKA DC), <br> Class A<br>| 971 | &nbsp;&nbsp; 1905266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AP Moller - Maersk AS <br> (MAERSKB DC), <br> Class B<br>| 1472 | &nbsp;&nbsp; 2906848 |
|  | Carlsberg AS, Class B | 49267 | &nbsp;&nbsp; 6141979 |
| # | Coloplast AS, Class B | 44703 | &nbsp;&nbsp; 4082815 |
|  | Danske Bank AS | 264432 | &nbsp;&nbsp; 10490407 |
| \* | Demant AS | 4070 | &nbsp;&nbsp; 154203 |
|  | DSV AS | 71219 | &nbsp;&nbsp; 15959103 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Genmab AS (GMAB <br> DC)<br>| 25489 | &nbsp;&nbsp; 5487716 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Genmab AS (GMAB <br> US), Sponsored <br> ADR<br>| 1009 | &nbsp;&nbsp; 21865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Novo Nordisk AS <br> (NOVOB DC), <br> Class B<br>| 923030 | &nbsp;&nbsp; 42928248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Novonesis Novozymes <br> B, Class B<br>| 195607 | &nbsp;&nbsp; 12655286 |
| #\*Ω | Orsted AS | 65306 | &nbsp;&nbsp; 3077970 |
|  | Pandora AS | 59716 | &nbsp;&nbsp; 9858847 |
|  | Rockwool AS, Class A | 430 | &nbsp;&nbsp; 18929 |
|  | Rockwool AS, Class B | 30549 | &nbsp;&nbsp; 1338676 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |
| # | Tryg AS | 201083 | &nbsp;&nbsp; $4850507 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Vestas Wind Systems <br> AS<br>| 306882 | &nbsp;&nbsp; 5603079 |
| \* | Zealand Pharma AS | 3356 | &nbsp;&nbsp; 173632 |
| TOTAL DENMARK | TOTAL DENMARK |  | &nbsp;&nbsp; 127655376 |
| FINLAND — (0.9%) | FINLAND — (0.9%) | FINLAND — (0.9%) | FINLAND — (0.9%) |
|  | Fortum OYJ | 211567 | &nbsp;&nbsp; 3881349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kesko OYJ (KESKOA <br> FH), Class A<br>| 40100 | &nbsp;&nbsp; 872892 |
|  | Kone OYJ, Class B | 101404 | &nbsp;&nbsp; 6227061 |
|  | Metso OYJ | 51952 | &nbsp;&nbsp; 652480 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nokia OYJ (NOK US), <br> Sponsored ADR<br>| 224074 | &nbsp;&nbsp; 914222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nokia OYJ (NOKIA <br> FH)<br>| 1564193 | &nbsp;&nbsp; 6374627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nokia OYJ (NOKIA <br> FP)<br>| 268823 | &nbsp;&nbsp; 1101540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nordea Bank Abp <br> (NDA FH)<br>| 816647 | &nbsp;&nbsp; 11916335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nordea Bank Abp <br> (NDA SS)<br>| 598154 | &nbsp;&nbsp; 8733469 |
|  | Sampo OYJ, Class A | 724237 | &nbsp;&nbsp; 7773721 |
|  | UPM-Kymmene OYJ | 157021 | &nbsp;&nbsp; 4069633 |
|  | Wartsila OYJ Abp | 283201 | &nbsp;&nbsp; 7824390 |
| TOTAL FINLAND | TOTAL FINLAND |  | &nbsp;&nbsp; 60341719 |
| FRANCE — (8.8%) | FRANCE — (8.8%) | FRANCE — (8.8%) | FRANCE — (8.8%) |
|  | Accor SA | 63770 | &nbsp;&nbsp; 3232110 |
|  | Aeroports de Paris SA | 14111 | &nbsp;&nbsp; 1712715 |
|  | Air Liquide SA | 110773 | &nbsp;&nbsp; 21793086 |
|  | Airbus SE | 134972 | &nbsp;&nbsp; 27136804 |
| \* | Alstom SA | 112775 | &nbsp;&nbsp; 2645287 |
| Ω | Amundi SA | 28160 | &nbsp;&nbsp; 2081037 |
|  | AXA SA | 402621 | &nbsp;&nbsp; 19554955 |
|  | BioMerieux | 19678 | &nbsp;&nbsp; 2815612 |
|  | BNP Paribas SA | 230011 | &nbsp;&nbsp; 20971995 |
|  | Bollore SE | 356077 | &nbsp;&nbsp; 2053873 |
|  | Bouygues SA | 126311 | &nbsp;&nbsp; 5201047 |
|  | Bureau Veritas SA | 168692 | &nbsp;&nbsp; 5195056 |
| \* | Canal & SA | 340073 | &nbsp;&nbsp; 1082373 |
|  | Capgemini SE | 56464 | &nbsp;&nbsp; 8406152 |
|  | Carrefour SA | 57895 | &nbsp;&nbsp; 829694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie de Saint-Gobain <br> SA<br>| 167824 | &nbsp;&nbsp; 19252282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie Generale des <br> Etablissements <br> Michelin SCA<br>| 390422 | &nbsp;&nbsp; 13889834 |
|  | Credit Agricole SA | 260750 | &nbsp;&nbsp; 4798977 |
|  | Danone SA | 150202 | &nbsp;&nbsp; 12292053 |
|  | Dassault Aviation SA | 8931 | &nbsp;&nbsp; 2780729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dassault Systemes <br> SE<br>| 70721 | &nbsp;&nbsp; 2323271 |
|  | Eiffage SA | 10954 | &nbsp;&nbsp; 1470415 |
|  | Engie SA | 810835 | &nbsp;&nbsp; 18226123 |
|  | EssilorLuxottica SA | 55442 | &nbsp;&nbsp; 16485920 |
|  | Eurofins Scientific SE | 64008 | &nbsp;&nbsp; 4901950 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| Ω | Euronext NV | 37614 | &nbsp;&nbsp; $6062959 |
|  | Getlink SE | 98388 | &nbsp;&nbsp; 1784356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hermes International <br> SCA<br>| 9337 | &nbsp;&nbsp; 22833520 |
|  | Ipsen SA | 9676 | &nbsp;&nbsp; 1140143 |
|  | Kering SA | 22325 | &nbsp;&nbsp; 5481798 |
|  | Legrand SA | 91595 | &nbsp;&nbsp; 13529196 |
|  | L'Oreal SA | 48037 | &nbsp;&nbsp; 21255553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy <br> Louis Vuitton SE<br>| 85031 | &nbsp;&nbsp; 45645641 |
|  | Orange SA (ORA FP) | 1251477 | &nbsp;&nbsp; 19036293 |
|  | Pernod Ricard SA | 41027 | &nbsp;&nbsp; 4216290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Publicis Groupe SA <br> (PUB FP)<br>| 104028 | &nbsp;&nbsp; 9506255 |
|  | Renault SA | 82943 | &nbsp;&nbsp; 3068955 |
|  | Safran SA | 106656 | &nbsp;&nbsp; 35169942 |
|  | Sanofi SA (SAN FP) | 216767 | &nbsp;&nbsp; 19459310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sartorius Stedim <br> Biotech<br>| 4152 | &nbsp;&nbsp; 829696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schneider Electric SE <br> (0NWV LI)<br>| 935 | &nbsp;&nbsp; 242812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schneider Electric SE <br> (SU FP)<br>| 100339 | &nbsp;&nbsp; 25967053 |
|  | Societe Generale SA | 324830 | &nbsp;&nbsp; 20733413 |
|  | Sodexo SA | 16069 | &nbsp;&nbsp; 955679 |
|  | Sodexo, Inc. | 16625 | &nbsp;&nbsp; 992259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STMicroelectronics NV <br> (STM FP)<br>| 178896 | &nbsp;&nbsp; 4546452 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; STMicroelectronics NV <br> (STM US)<br>| 187899 | &nbsp;&nbsp; 4778272 |
|  | Thales SA | 22965 | &nbsp;&nbsp; 6177439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TotalEnergies SE (TTE <br> FP)<br>| 937065 | &nbsp;&nbsp; 55723004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TotalEnergies SE (TTE <br> US), Sponsored <br> ADR<br>| 18895 | &nbsp;&nbsp; 1125197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Veolia Environnement <br> SA (VEOEY US), <br> ADR<br>| 34172 | &nbsp;&nbsp; 580070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Veolia Environnement <br> SA (VIE FP)<br>| 229655 | &nbsp;&nbsp; 7782789 |
|  | Vinci SA | 184373 | &nbsp;&nbsp; 25611025 |
|  | Vivendi SE | 340073 | &nbsp;&nbsp; 1289147 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp; 586657868 |
| GERMANY — (8.4%) | GERMANY — (8.4%) | GERMANY — (8.4%) | GERMANY — (8.4%) |
|  | adidas AG | 69786 | &nbsp;&nbsp; 13338116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Allianz SE (ALIZY US), <br> ADR<br>| 69394 | &nbsp;&nbsp; 2742451 |
|  | Allianz SE (ALV GR) | 73809 | &nbsp;&nbsp; 29167666 |
|  | BASF SE | 436229 | &nbsp;&nbsp; 21379311 |
|  | Bayer AG | 486282 | &nbsp;&nbsp; 15124207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bayerische Motoren <br> Werke AG<br>| 130059 | &nbsp;&nbsp; 12375294 |
| # | Beiersdorf AG | 18394 | &nbsp;&nbsp; 2285677 |
|  | Brenntag SE | 6178 | &nbsp;&nbsp; 383278 |
|  | Commerzbank AG | 484764 | &nbsp;&nbsp; 17677315 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | Continental AG | 57566 | &nbsp;&nbsp; $4916744 |
| \* | Covestro AG | 101939 | &nbsp;&nbsp; 6908520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTS Eventim AG & <br> Co. KGaA<br>| 3065 | &nbsp;&nbsp; 346113 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck Holding <br> AG<br>| 260984 | &nbsp;&nbsp; 12695634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Bank AG <br> (DB US)<br>| 409543 | &nbsp;&nbsp; 13506728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Bank AG <br> (DBK GR)<br>| 18657 | &nbsp;&nbsp; 614497 |
|  | Deutsche Boerse AG | 76165 | &nbsp;&nbsp; 22041178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Lufthansa <br> AG<br>| 346934 | &nbsp;&nbsp; 2974900 |
|  | Deutsche Post AG | 429180 | &nbsp;&nbsp; 19229713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Telekom AG <br> (DTE GR)<br>| 1452446 | &nbsp;&nbsp; 52093280 |
|  | Deutsche Wohnen SE | 5324 | &nbsp;&nbsp; 135048 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; DWS Group GmbH & <br> Co. KGaA<br>| 3206 | &nbsp;&nbsp; 191988 |
|  | E.ON SE | 977295 | &nbsp;&nbsp; 17829020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fresenius Medical <br> Care AG (FME GR)<br>| 97884 | &nbsp;&nbsp; 4964815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fresenius SE & Co. <br> KGaA<br>| 186413 | &nbsp;&nbsp; 8897610 |
|  | GEA Group AG | 7510 | &nbsp;&nbsp; 539445 |
|  | Hannover Rueck SE | 23545 | &nbsp;&nbsp; 7142219 |
| #Ω | Hapag-Lloyd AG | 11070 | &nbsp;&nbsp; 1597866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heidelberg Materials <br> AG<br>| 77789 | &nbsp;&nbsp; 17945494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hella GmbH & Co. <br> KGaA<br>| 1871 | &nbsp;&nbsp; 185438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henkel AG & Co. <br> KGaA<br>| 41920 | &nbsp;&nbsp; 2980944 |
|  | HOCHTIEF AG | 8769 | &nbsp;&nbsp; 1910706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Infineon Technologies <br> AG (IFX GR)<br>| 539375 | &nbsp;&nbsp; 21188329 |
|  | Knorr-Bremse AG | 33897 | &nbsp;&nbsp; 3383105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Group <br> AG<br>| 273739 | &nbsp;&nbsp; 15499170 |
|  | Merck KGaA | 17732 | &nbsp;&nbsp; 2216223 |
|  | MTU Aero Engines AG | 19977 | &nbsp;&nbsp; 8617243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Muenchener <br> Rueckversicherungs-Gesellschaft <br> AG in Muenchen<br>| 46347 | &nbsp;&nbsp; 30342018 |
|  | Nemetschek SE | 37203 | &nbsp;&nbsp; 5542989 |
|  | Qiagen NV | 11089 | &nbsp;&nbsp; 549840 |
|  | Rheinmetall AG | 17893 | &nbsp;&nbsp; 35419123 |
|  | RWE AG | 241954 | &nbsp;&nbsp; 9926207 |
|  | SAP SE (SAP GR) | 127747 | &nbsp;&nbsp; 36529960 |
|  | Siemens AG (SIE GR) | 131209 | &nbsp;&nbsp; 33419342 |
| \* | Siemens Energy AG | 178818 | &nbsp;&nbsp; 20703309 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Siemens Healthineers <br> AG<br>| 58295 | &nbsp;&nbsp; 3139922 |
|  | Symrise AG | 50107 | &nbsp;&nbsp; 4542061 |
| \* | Talanx AG | 39645 | &nbsp;&nbsp; 5254827 |
|  | Volkswagen AG | 11232 | &nbsp;&nbsp; 1197826 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | Vonovia SE | 251595 | &nbsp;&nbsp; $7808394 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 559401103 |
| HONG KONG — (1.7%) | HONG KONG — (1.7%) | HONG KONG — (1.7%) | HONG KONG — (1.7%) |
|  | AIA Group Ltd. | 3249000 | &nbsp;&nbsp; 30294214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BOC Hong Kong <br> Holdings Ltd.<br>| 1008000 | &nbsp;&nbsp; 4526176 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Budweiser Brewing Co. <br> APAC Ltd.<br>| 477900 | &nbsp;&nbsp; 501672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Pacific Airways <br> Ltd.<br>| 1108000 | &nbsp;&nbsp; 1646838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CK Asset Holdings <br> Ltd.<br>| 718486 | &nbsp;&nbsp; 3292245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CK Hutchison Holdings <br> Ltd.<br>| 829962 | &nbsp;&nbsp; 5402224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CK Infrastructure <br> Holdings Ltd.<br>| 197000 | &nbsp;&nbsp; 1387469 |
|  | CLP Holdings Ltd. | 455400 | &nbsp;&nbsp; 3952770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galaxy Entertainment <br> Group Ltd.<br>| 722000 | &nbsp;&nbsp; 3520951 |
| # | Hang Seng Bank Ltd. | 184300 | &nbsp;&nbsp; 2684642 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Henderson Land <br> Development Co. <br> Ltd.<br>| 572571 | &nbsp;&nbsp; 2003583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HK Electric <br> Investments & HK <br> Electric Investments <br> Ltd.<br>| 903500 | &nbsp;&nbsp; 704318 |
|  | HKT Trust & HKT Ltd. | 2862000 | &nbsp;&nbsp; 4506440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong & China <br> Gas Co. Ltd.<br>| 1910661 | &nbsp;&nbsp; 1705386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong Exchanges <br> & Clearing Ltd.<br>| 349451 | &nbsp;&nbsp; 18911867 |
|  | MTR Corp. Ltd. | 278314 | &nbsp;&nbsp; 1001170 |
|  | PCCW Ltd. | 599000 | &nbsp;&nbsp; 429152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Assets Holdings <br> Ltd.<br>| 365207 | &nbsp;&nbsp; 2404558 |
|  | PRADA SpA | 167500 | &nbsp;&nbsp; 911680 |
|  | Sands China Ltd. | 692800 | &nbsp;&nbsp; 1677108 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Hi-Speed <br> Holdings Group Ltd.<br>| 123000 | &nbsp;&nbsp; 274247 |
|  | Sino Land Co. Ltd. | 1739584 | &nbsp;&nbsp; 2005217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SITC International <br> Holdings Co. Ltd.<br>| 595000 | &nbsp;&nbsp; 1923791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Hung Kai <br> Properties Ltd.<br>| 274108 | &nbsp;&nbsp; 3255708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swire Pacific Ltd. (19 <br> HK), Class A<br>| 195000 | &nbsp;&nbsp; 1762670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swire Pacific Ltd. (87 <br> HK), Class B<br>| 262500 | &nbsp;&nbsp; 412402 |
|  | Swire Properties Ltd. | 339000 | &nbsp;&nbsp; 908591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Techtronic Industries <br> Co. Ltd.<br>| 458000 | &nbsp;&nbsp; 5476603 |
| Ω | WH Group Ltd. | 5480735 | &nbsp;&nbsp; 5486972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wharf Real Estate <br> Investment Co. Ltd.<br>| 633609 | &nbsp;&nbsp; 2011590 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Xinyi Glass Holdings <br> Ltd.<br>| 221980 | &nbsp;&nbsp; $228815 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | &nbsp;&nbsp; 115211069 |
| IRELAND — (0.4%) | IRELAND — (0.4%) | IRELAND — (0.4%) | IRELAND — (0.4%) |
|  | AIB Group PLC | 891345 | &nbsp;&nbsp; 7031508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Ireland Group <br> PLC<br>| 702580 | &nbsp;&nbsp; 9421576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kerry Group PLC <br> (KYGA ID), Class A<br>| 29556 | &nbsp;&nbsp; 2730087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kerry Group PLC <br> (KYGA LN), Class A<br>| 18318 | &nbsp;&nbsp; 1735001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingspan Group PLC <br> (KSP ID)<br>| 66776 | &nbsp;&nbsp; 5541866 |
| TOTAL IRELAND | TOTAL IRELAND |  | &nbsp;&nbsp; 26460038 |
| ISRAEL — (1.0%) | ISRAEL — (1.0%) | ISRAEL — (1.0%) | ISRAEL — (1.0%) |
| \* | Airport City Ltd. | 27194 | &nbsp;&nbsp; 484869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alony Hetz Properties <br> & Investments Ltd.<br>| 49249 | &nbsp;&nbsp; 513377 |
|  | Amot Investments Ltd. | 66234 | &nbsp;&nbsp; 451604 |
|  | Ashtrom Group Ltd. | 20618 | &nbsp;&nbsp; 429663 |
| # | Aura Investments Ltd. | 9074 | &nbsp;&nbsp; 60588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Azorim-Investment <br> Development & <br> Construction Co. <br> Ltd.<br>| 15399 | &nbsp;&nbsp; 99622 |
|  | Azrieli Group Ltd. | 9244 | &nbsp;&nbsp; 908215 |
|  | Bank Hapoalim BM | 406787 | &nbsp;&nbsp; 7628505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Leumi Le-Israel <br> BM<br>| 544991 | &nbsp;&nbsp; 10081666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bezeq The Israeli <br> Telecommunication <br> Corp. Ltd.<br>| 747201 | &nbsp;&nbsp; 1389944 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Big Shopping Centers <br> Ltd.<br>| 3720 | &nbsp;&nbsp; 708542 |
| #\* | Camtek Ltd. | 4738 | &nbsp;&nbsp; 458532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clal Insurance <br> Enterprises Holdings <br> Ltd.<br>| 34262 | &nbsp;&nbsp; 1642661 |
|  | Delek Group Ltd. | 6339 | &nbsp;&nbsp; 1287366 |
|  | Delta Galil Ltd. | 2441 | &nbsp;&nbsp; 129527 |
| \* | El Al Israel Airlines | 37233 | &nbsp;&nbsp; 150309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elbit Systems Ltd. <br> (ESLT IT)<br>| 1836 | &nbsp;&nbsp; 847006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elbit Systems Ltd. <br> (ESLT US)<br>| 2 | &nbsp;&nbsp; 933 |
|  | Electra Ltd. | 961 | &nbsp;&nbsp; 582246 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Energix-Renewable <br> Energies Ltd.<br>| 93195 | &nbsp;&nbsp; 363025 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enlight Renewable <br> Energy Ltd. (ENLT <br> IT)<br>| 17327 | &nbsp;&nbsp; 425451 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enlight Renewable <br> Energy Ltd. (ENLT <br> US)<br>| 5349 | &nbsp;&nbsp; 131746 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
| \* | Equital Ltd. | 467 | &nbsp;&nbsp; $20264 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fattal Holdings 1998 <br> Ltd.<br>| 3434 | &nbsp;&nbsp; 618075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First International Bank <br> of Israel Ltd.<br>| 30269 | &nbsp;&nbsp; 2102412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formula Systems 1985 <br> Ltd. (FORTY IT)<br>| 4348 | &nbsp;&nbsp; 523398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gav-Yam Lands Corp. <br> Ltd.<br>| 14388 | &nbsp;&nbsp; 160596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harel Insurance <br> Investments & <br> Financial Services <br> Ltd.<br>| 76379 | &nbsp;&nbsp; 2302503 |
|  | Hilan Ltd. | 7611 | &nbsp;&nbsp; 621792 |
|  | ICL Group Ltd. | 146860 | &nbsp;&nbsp; 914924 |
|  | Israel Canada TR Ltd. | 21739 | &nbsp;&nbsp; 108002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Israel Discount Bank <br> Ltd., Class A<br>| 621182 | &nbsp;&nbsp; 5940692 |
|  | Kenon Holdings Ltd. | 7366 | &nbsp;&nbsp; 350364 |
|  | Matrix IT Ltd. | 21993 | &nbsp;&nbsp; 808380 |
|  | Melisron Ltd. | 8604 | &nbsp;&nbsp; 990642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Menora Mivtachim <br> Holdings Ltd.<br>| 11343 | &nbsp;&nbsp; 986046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Migdal Insurance & <br> Financial Holdings <br> Ltd.<br>| 235484 | &nbsp;&nbsp; 718663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mivne Real Estate KD <br> Ltd.<br>| 218369 | &nbsp;&nbsp; 823125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mizrahi Tefahot Bank <br> Ltd.<br>| 57619 | &nbsp;&nbsp; 3559346 |
| \* | Nayax Ltd. | 560 | &nbsp;&nbsp; 24693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Next Vision Stabilized <br> Systems Ltd.<br>| 25973 | &nbsp;&nbsp; 1064543 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Nice Ltd. (NICE US), <br> Sponsored ADR<br>| 4996 | &nbsp;&nbsp; 779626 |
| \* | Nova Ltd. (NVMI IT) | 4380 | &nbsp;&nbsp; 1168017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; One Software <br> Technologies Ltd.<br>| 17883 | &nbsp;&nbsp; 462033 |
| \* | OPC Energy Ltd. | 43681 | &nbsp;&nbsp; 656163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Partner <br> Communications Co. <br> Ltd.<br>| 3393 | &nbsp;&nbsp; 31248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paz Retail & Energy <br> Ltd.<br>| 4153 | &nbsp;&nbsp; 767892 |
|  | Phoenix Financial Ltd. | 125395 | &nbsp;&nbsp; 4272595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shapir Engineering & <br> Industry Ltd.<br>| 28049 | &nbsp;&nbsp; 231945 |
| \* | Shikun & Binui Ltd. | 128304 | &nbsp;&nbsp; 610737 |
|  | Shufersal Ltd. | 101896 | &nbsp;&nbsp; 1231900 |
|  | Strauss Group Ltd. | 14893 | &nbsp;&nbsp; 399910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tel Aviv Stock <br> Exchange Ltd.<br>| 38412 | &nbsp;&nbsp; 725146 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Teva Pharmaceutical <br> Industries Ltd. <br> (TEVA IT)<br>| 37898 | &nbsp;&nbsp; 593897 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Teva Pharmaceutical <br> Industries Ltd. <br> (TEVA US), <br> Sponsored ADR<br>| 271359 | &nbsp;&nbsp; $4192497 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tower Semiconductor <br> Ltd. (TSEM IT)<br>| 34410 | &nbsp;&nbsp; 1596686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YH Dimri Construction <br> & Development Ltd.<br>| 2938 | &nbsp;&nbsp; 319093 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | &nbsp;&nbsp; 69453242 |
| ITALY — (2.8%) | ITALY — (2.8%) | ITALY — (2.8%) | ITALY — (2.8%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banca Mediolanum <br> SpA<br>| 99896 | &nbsp;&nbsp; 1762044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banca Monte dei <br> Paschi di Siena <br> SpA<br>| 51166 | &nbsp;&nbsp; 435598 |
|  | Banco BPM SpA | 655081 | &nbsp;&nbsp; 8354345 |
| # | BPER Banca SpA | 506168 | &nbsp;&nbsp; 4980954 |
|  | Enel SpA | 2618188 | &nbsp;&nbsp; 23087927 |
|  | Eni SpA (ENI IM) | 968032 | &nbsp;&nbsp; 16521725 |
|  | Ferrari NV (RACE IM) | 35703 | &nbsp;&nbsp; 15656201 |
|  | Ferrari NV (RACE US) | 65 | &nbsp;&nbsp; 28820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FinecoBank Banca <br> Fineco SpA<br>| 277025 | &nbsp;&nbsp; 5898975 |
|  | Generali | 131581 | &nbsp;&nbsp; 4908730 |
|  | Intesa Sanpaolo SpA | 3534898 | &nbsp;&nbsp; 21298677 |
|  | Leonardo SpA | 132436 | &nbsp;&nbsp; 7138714 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mediobanca Banca di <br> Credito Finanziario <br> SpA<br>| 236095 | &nbsp;&nbsp; 5197950 |
|  | Moncler SpA | 88254 | &nbsp;&nbsp; 4706813 |
| Ω | Poste Italiane SpA | 154290 | &nbsp;&nbsp; 3333421 |
|  | Prysmian SpA | 75797 | &nbsp;&nbsp; 6053408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Recordati Industria <br> Chimica e <br> Farmaceutica SpA<br>| 50467 | &nbsp;&nbsp; 2894468 |
|  | Snam SpA | 516930 | &nbsp;&nbsp; 2995745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stellantis NV (STLA <br> UX)<br>| 26989 | &nbsp;&nbsp; 239932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stellantis NV (STLAM <br> IM)<br>| 852765 | &nbsp;&nbsp; 7525739 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Telecom Italia SpA <br> (TIIAY US), <br> Sponsored ADR<br>| 29746 | &nbsp;&nbsp; 135047 |
|  | Tenaris SA (TEN IM) | 101644 | &nbsp;&nbsp; 1775229 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tenaris SA (TS US), <br> ADR<br>| 13804 | &nbsp;&nbsp; 482312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Terna - Rete Elettrica <br> Nazionale<br>| 480460 | &nbsp;&nbsp; 4648905 |
|  | UniCredit SpA | 494070 | &nbsp;&nbsp; 36350583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unipol Assicurazioni <br> SpA<br>| 5185 | &nbsp;&nbsp; 103999 |
| TOTAL ITALY | TOTAL ITALY |  | &nbsp;&nbsp; 186516261 |
| JAPAN — (20.9%) | JAPAN — (20.9%) | JAPAN — (20.9%) | JAPAN — (20.9%) |
|  | ABC-Mart, Inc. | 35500 | &nbsp;&nbsp; 664324 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Acom Co. Ltd. | 211300 | &nbsp;&nbsp; $611064 |
|  | Advantest Corp. | 232400 | &nbsp;&nbsp; 15454389 |
| # | Aeon Co. Ltd. | 216811 | &nbsp;&nbsp; 6925563 |
|  | AGC, Inc. | 105400 | &nbsp;&nbsp; 3171978 |
|  | Air Water, Inc. | 136100 | &nbsp;&nbsp; 2010564 |
|  | Aisin Corp. | 248400 | &nbsp;&nbsp; 3432890 |
|  | Ajinomoto Co., Inc. | 248800 | &nbsp;&nbsp; 6582358 |
|  | ALSOK Co. Ltd. | 219600 | &nbsp;&nbsp; 1529645 |
|  | Amada Co. Ltd. | 164800 | &nbsp;&nbsp; 1858272 |
|  | ANA Holdings, Inc. | 54100 | &nbsp;&nbsp; 1003152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asahi Group Holdings <br> Ltd.<br>| 551800 | &nbsp;&nbsp; 7000178 |
|  | Asahi Intecc Co. Ltd. | 73900 | &nbsp;&nbsp; 1150038 |
|  | Asahi Kasei Corp. | 656912 | &nbsp;&nbsp; 4570632 |
|  | Asics Corp. | 249300 | &nbsp;&nbsp; 5860865 |
|  | Astellas Pharma, Inc. | 734975 | &nbsp;&nbsp; 7620677 |
|  | Azbil Corp. | 160300 | &nbsp;&nbsp; 1497908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bandai Namco <br> Holdings, Inc.<br>| 197700 | &nbsp;&nbsp; 6393009 |
|  | BayCurrent, Inc. | 61700 | &nbsp;&nbsp; 3542817 |
|  | BIPROGY, Inc. | 49200 | &nbsp;&nbsp; 1983996 |
|  | Bridgestone Corp. | 225113 | &nbsp;&nbsp; 9105858 |
|  | Brother Industries Ltd. | 148000 | &nbsp;&nbsp; 2518345 |
|  | Calbee, Inc. | 20501 | &nbsp;&nbsp; 376248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canon Marketing <br> Japan, Inc.<br>| 28600 | &nbsp;&nbsp; 1033269 |
| # | Canon, Inc. (7751 JP) | 259100 | &nbsp;&nbsp; 7359124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canon, Inc. (CAJ US), <br> Sponsored ADR<br>| 19755 | &nbsp;&nbsp; 562820 |
|  | Capcom Co. Ltd. | 118700 | &nbsp;&nbsp; 3021595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Japan Railway <br> Co.<br>| 181465 | &nbsp;&nbsp; 4230344 |
|  | Chiba Bank Ltd.  | 198137 | &nbsp;&nbsp; 1846776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chubu Electric Power <br> Co., Inc.<br>| 231799 | &nbsp;&nbsp; 2835075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chugai Pharmaceutical <br> Co. Ltd.<br>| 183900 | &nbsp;&nbsp; 8815601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Bottlers <br> Japan Holdings, Inc.<br>| 9722 | &nbsp;&nbsp; 148653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COMSYS Holdings <br> Corp.<br>| 60800 | &nbsp;&nbsp; 1393831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concordia Financial <br> Group Ltd.<br>| 460464 | &nbsp;&nbsp; 3053442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cosmo Energy <br> Holdings Co. Ltd.<br>| 48094 | &nbsp;&nbsp; 2134536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cosmos <br> Pharmaceutical <br> Corp.<br>| 15800 | &nbsp;&nbsp; 981519 |
|  | Credit Saison Co. Ltd. | 112400 | &nbsp;&nbsp; 2965508 |
|  | CyberAgent, Inc. | 165800 | &nbsp;&nbsp; 1660543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dai Nippon Printing <br> Co. Ltd.<br>| 161200 | &nbsp;&nbsp; 2482393 |
|  | Daicel Corp. | 5700 | &nbsp;&nbsp; 49032 |
|  | Daifuku Co. Ltd. | 103284 | &nbsp;&nbsp; 2614758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dai-ichi Life Holdings, <br> Inc.<br>| 1198600 | &nbsp;&nbsp; 9483542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiichi Sankyo Co. <br> Ltd.<br>| 218838 | &nbsp;&nbsp; 5368516 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| Daikin Industries Ltd. | 88600 | &nbsp;&nbsp; $10893880 |
| &nbsp;&nbsp;&nbsp;&nbsp; Daito Trust <br> Construction Co. <br> Ltd.<br>| 26300 | &nbsp;&nbsp; 2692532 |
| &nbsp;&nbsp;&nbsp;&nbsp; Daiwa House Industry <br> Co. Ltd.<br>| 228500 | &nbsp;&nbsp; 7554418 |
| &nbsp;&nbsp;&nbsp;&nbsp; Daiwa Securities <br> Group, Inc.<br>| 513300 | &nbsp;&nbsp; 3573519 |
| Denso Corp. | 438100 | &nbsp;&nbsp; 5943886 |
| Dentsu Group, Inc. | 81182 | &nbsp;&nbsp; 1600957 |
| Dentsu Soken, Inc. | 200 | &nbsp;&nbsp; 8785 |
| Disco Corp. | 28200 | &nbsp;&nbsp; 8333846 |
| DMG Mori Co. Ltd. | 61100 | &nbsp;&nbsp; 1411851 |
| &nbsp;&nbsp;&nbsp;&nbsp; East Japan Railway <br> Co.<br>| 218100 | &nbsp;&nbsp; 4674791 |
| Ebara Corp. | 200000 | &nbsp;&nbsp; 3652166 |
| Eisai Co. Ltd. | 67300 | &nbsp;&nbsp; 1887453 |
| &nbsp;&nbsp;&nbsp;&nbsp; Electric Power <br> Development Co. <br> Ltd.<br>| 20400 | &nbsp;&nbsp; 353035 |
| ENEOS Holdings, Inc. | 1399470 | &nbsp;&nbsp; 7345304 |
| EXEO Group, Inc. | 28300 | &nbsp;&nbsp; 371723 |
| FANUC Corp. | 107400 | &nbsp;&nbsp; 2989688 |
| Fast Retailing Co. Ltd. | 52500 | &nbsp;&nbsp; 16014059 |
| Food & Life Cos. Ltd. | 49400 | &nbsp;&nbsp; 2488101 |
| Fuji Electric Co. Ltd. | 57400 | &nbsp;&nbsp; 2853824 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fuji Media Holdings, <br> Inc.<br>| 23019 | &nbsp;&nbsp; 542639 |
| &nbsp;&nbsp;&nbsp;&nbsp; FUJIFILM Holdings <br> Corp.<br>| 245000 | &nbsp;&nbsp; 5081845 |
| Fujikura Ltd. | 138700 | &nbsp;&nbsp; 9415293 |
| Fujitec Co. Ltd. | 1900 | &nbsp;&nbsp; 70330 |
| Fujitsu Ltd. | 463640 | &nbsp;&nbsp; 10099895 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fukuoka Financial <br> Group, Inc.<br>| 79500 | &nbsp;&nbsp; 2167729 |
| &nbsp;&nbsp;&nbsp;&nbsp; Furukawa Electric Co. <br> Ltd.<br>| 6800 | &nbsp;&nbsp; 410732 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fuyo General Lease <br> Co. Ltd.<br>| 4200 | &nbsp;&nbsp; 113453 |
| &nbsp;&nbsp;&nbsp;&nbsp; GMO Payment <br> Gateway, Inc.<br>| 17502 | &nbsp;&nbsp; 975436 |
| Gunma Bank Ltd. | 118391 | &nbsp;&nbsp; 1108605 |
| Hachijuni Bank Ltd. | 190571 | &nbsp;&nbsp; 1714501 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hakuhodo DY <br> Holdings, Inc.<br>| 135600 | &nbsp;&nbsp; 1067095 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hamamatsu Photonics <br> KK<br>| 107700 | &nbsp;&nbsp; 1314489 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hankyu Hanshin <br> Holdings, Inc.<br>| 89948 | &nbsp;&nbsp; 2344193 |
| Haseko Corp. | 179500 | &nbsp;&nbsp; 2670391 |
| Hikari Tsushin, Inc. | 5600 | &nbsp;&nbsp; 1505608 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hirose Electric Co. <br> Ltd.<br>| 14700 | &nbsp;&nbsp; 1845807 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hitachi Construction <br> Machinery Co. Ltd.<br>| 64600 | &nbsp;&nbsp; 1870946 |
| Hitachi Ltd. (6501 JP) | 1333175 | &nbsp;&nbsp; 40796013 |
| &nbsp;&nbsp;&nbsp;&nbsp; Honda Motor Co. Ltd. <br> (7267 JP)<br>| 1288507 | &nbsp;&nbsp; 13339788 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Honda Motor Co. Ltd. <br> (HMC US), <br> Sponsored ADR<br>| 13282 | &nbsp;&nbsp; $414930 |
|  | Horiba Ltd. | 4900 | &nbsp;&nbsp; 360362 |
|  | Hoshizaki Corp. | 27700 | &nbsp;&nbsp; 948525 |
|  | Hoya Corp. | 107200 | &nbsp;&nbsp; 13524640 |
| # | Hulic Co. Ltd. | 183200 | &nbsp;&nbsp; 1747307 |
|  | Ibiden Co. Ltd. | 51358 | &nbsp;&nbsp; 2171987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Idemitsu Kosan Co. <br> Ltd.<br>| 545795 | &nbsp;&nbsp; 3508704 |
|  | IHI Corp. | 45100 | &nbsp;&nbsp; 5022188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iida Group Holdings <br> Co. Ltd.<br>| 73650 | &nbsp;&nbsp; 1033003 |
|  | Inpex Corp. | 501917 | &nbsp;&nbsp; 7146671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Internet Initiative <br> Japan, Inc.<br>| 49200 | &nbsp;&nbsp; 906093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Isetan Mitsukoshi <br> Holdings Ltd.<br>| 137580 | &nbsp;&nbsp; 1944346 |
|  | Isuzu Motors Ltd. | 424293 | &nbsp;&nbsp; 5437743 |
|  | ITOCHU Corp. | 244000 | &nbsp;&nbsp; 12798433 |
|  | Iyogin Holdings, Inc. | 69100 | &nbsp;&nbsp; 802971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J Front Retailing Co. <br> Ltd.<br>| 161300 | &nbsp;&nbsp; 2174285 |
|  | Japan Airlines Co. Ltd. | 85800 | &nbsp;&nbsp; 1703772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Airport Terminal <br> Co. Ltd.<br>| 13300 | &nbsp;&nbsp; 403916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Exchange <br> Group, Inc.<br>| 361100 | &nbsp;&nbsp; 3528805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Post Bank Co. <br> Ltd.<br>| 199800 | &nbsp;&nbsp; 2230027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Post Holdings <br> Co. Ltd.<br>| 490590 | &nbsp;&nbsp; 4543190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Post Insurance <br> Co. Ltd.<br>| 65500 | &nbsp;&nbsp; 1677102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Steel Works <br> Ltd.<br>| 14300 | &nbsp;&nbsp; 881989 |
|  | Japan Tobacco, Inc. | 218100 | &nbsp;&nbsp; 6228853 |
|  | JFE Holdings, Inc. | 310596 | &nbsp;&nbsp; 3594546 |
|  | JTEKT Corp. | 45664 | &nbsp;&nbsp; 394622 |
|  | Kadokawa Corp. | 30600 | &nbsp;&nbsp; 743197 |
|  | Kajima Corp. | 166500 | &nbsp;&nbsp; 4170934 |
|  | Kakaku.com, Inc. | 52699 | &nbsp;&nbsp; 895697 |
|  | Kamigumi Co. Ltd. | 300 | &nbsp;&nbsp; 8431 |
|  | Kandenko Co. Ltd. | 38500 | &nbsp;&nbsp; 912027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kansai Electric Power <br> Co., Inc. <br>| 280300 | &nbsp;&nbsp; 3365405 |
|  | Kansai Paint Co. Ltd. | 13500 | &nbsp;&nbsp; 191159 |
|  | Kao Corp. | 102400 | &nbsp;&nbsp; 4607636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kawasaki Heavy <br> Industries Ltd.<br>| 73100 | &nbsp;&nbsp; 5338715 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kawasaki Kisen Kaisha <br> Ltd.<br>| 171600 | &nbsp;&nbsp; 2424174 |
|  | KDDI Corp. | 1079400 | &nbsp;&nbsp; 17714683 |
|  | Keikyu Corp. | 17195 | &nbsp;&nbsp; 176727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keisei Electric Railway <br> Co. Ltd.<br>| 152373 | &nbsp;&nbsp; 1278309 |
|  | Kewpie Corp. | 53000 | &nbsp;&nbsp; 1448380 |
|  | Keyence Corp. | 26304 | &nbsp;&nbsp; 9514980 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Kikkoman Corp. | 221600 | &nbsp;&nbsp; $1946747 |
|  | Kinden Corp. | 65500 | &nbsp;&nbsp; 2062379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kintetsu Group <br> Holdings Co. Ltd.<br>| 77028 | &nbsp;&nbsp; 1478205 |
|  | Kirin Holdings Co. Ltd. | 257100 | &nbsp;&nbsp; 3387978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kobayashi <br> Pharmaceutical Co. <br> Ltd.<br>| 5100 | &nbsp;&nbsp; 179354 |
|  | Kobe Bussan Co. Ltd. | 55100 | &nbsp;&nbsp; 1467275 |
|  | Kobe Steel Ltd. | 260200 | &nbsp;&nbsp; 2858843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koei Tecmo Holdings <br> Co. Ltd.<br>| 23424 | &nbsp;&nbsp; 306714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koito Manufacturing <br> Co. Ltd.<br>| 98500 | &nbsp;&nbsp; 1259503 |
| # | Kokusai Electric Corp. | 11900 | &nbsp;&nbsp; 262649 |
|  | Komatsu Ltd. | 298500 | &nbsp;&nbsp; 9617038 |
|  | Konami Group Corp. | 35400 | &nbsp;&nbsp; 4805858 |
|  | Kose Corp. | 2430 | &nbsp;&nbsp; 93256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kotobuki Spirits Co. <br> Ltd.<br>| 5800 | &nbsp;&nbsp; 77393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kubota Corp. (6326 <br> JP)<br>| 391845 | &nbsp;&nbsp; 4394246 |
|  | Kuraray Co. Ltd. | 222000 | &nbsp;&nbsp; 2744690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kurita Water Industries <br> Ltd.<br>| 50400 | &nbsp;&nbsp; 1942782 |
|  | Kyocera Corp. | 440060 | &nbsp;&nbsp; 5194630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyoto Financial Group, <br> Inc.<br>| 111152 | &nbsp;&nbsp; 2010822 |
|  | Kyowa Kirin Co. Ltd. | 91400 | &nbsp;&nbsp; 1560162 |
|  | Kyudenko Corp. | 600 | &nbsp;&nbsp; 25635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyushu Electric Power <br> Co., Inc.<br>| 186400 | &nbsp;&nbsp; 1652454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyushu Financial <br> Group, Inc.<br>| 33300 | &nbsp;&nbsp; 170058 |
|  | Kyushu Railway Co. | 65500 | &nbsp;&nbsp; 1583968 |
|  | Lasertec Corp. | 28500 | &nbsp;&nbsp; 2871337 |
|  | Lion Corp. | 14600 | &nbsp;&nbsp; 142244 |
|  | Lixil Corp. | 164140 | &nbsp;&nbsp; 1901581 |
|  | LY Corp. | 608800 | &nbsp;&nbsp; 2225264 |
| # | M3, Inc. | 149500 | &nbsp;&nbsp; 1838670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Makita Corp. (6586 <br> JP)<br>| 79100 | &nbsp;&nbsp; 2448787 |
|  | Marubeni Corp. | 272100 | &nbsp;&nbsp; 5570903 |
|  | Marui Group Co. Ltd. | 91200 | &nbsp;&nbsp; 1857378 |
|  | Maruwa Co. Ltd. | 1700 | &nbsp;&nbsp; 512410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MatsukiyoCocokara & <br> Co.<br>| 120440 | &nbsp;&nbsp; 2473197 |
|  | Mazda Motor Corp. | 345772 | &nbsp;&nbsp; 2073422 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; McDonald's Holdings <br> Co. Japan Ltd.<br>| 26100 | &nbsp;&nbsp; 1042258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mebuki Financial <br> Group, Inc.<br>| 513249 | &nbsp;&nbsp; 2782867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medipal Holdings <br> Corp.<br>| 89050 | &nbsp;&nbsp; 1474452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MEIJI Holdings Co. <br> Ltd.<br>| 104568 | &nbsp;&nbsp; 2114467 |
| \* | Mercari, Inc. | 8600 | &nbsp;&nbsp; 131209 |
|  | Minebea Mitsumi, Inc. | 165900 | &nbsp;&nbsp; 2610996 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | MISUMI Group, Inc. | 120300 | &nbsp;&nbsp; $1732324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Chemical <br> Group Corp.<br>| 806713 | &nbsp;&nbsp; 4393982 |
|  | Mitsubishi Corp. | 740400 | &nbsp;&nbsp; 14603187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Electric <br> Corp.<br>| 419700 | &nbsp;&nbsp; 9439992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Estate Co. <br> Ltd.<br>| 254253 | &nbsp;&nbsp; 4760230 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Gas <br> Chemical Co., Inc.<br>| 87700 | &nbsp;&nbsp; 1515029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi HC Capital, <br> Inc.<br>| 613970 | &nbsp;&nbsp; 4538238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Heavy <br> Industries Ltd.<br>| 570900 | &nbsp;&nbsp; 13631035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Logistics <br> Corp.<br>| 48200 | &nbsp;&nbsp; 412032 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Motors <br> Corp.<br>| 429799 | &nbsp;&nbsp; 1129373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ <br> Financial Group, Inc. <br> (8306 JP)<br>| 1737372 | &nbsp;&nbsp; 23945796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ <br> Financial Group, Inc. <br> (MUFG US), <br> Sponsored ADR<br>| 527597 | &nbsp;&nbsp; 7333598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui & Co. Ltd. (8031 <br> JP)<br>| 543510 | &nbsp;&nbsp; 11064037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui & Co. Ltd. <br> (MITSY US), <br> Sponsored ADR<br>| 1616 | &nbsp;&nbsp; 668782 |
|  | Mitsui Chemicals, Inc. | 110600 | &nbsp;&nbsp; 2468943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui Fudosan Co. <br> Ltd.<br>| 532800 | &nbsp;&nbsp; 4762326 |
| # | Mitsui OSK Lines Ltd. | 117900 | &nbsp;&nbsp; 3962889 |
|  | Miura Co. Ltd. | 19400 | &nbsp;&nbsp; 386823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mizuho Financial <br> Group, Inc. (8411 <br> JP)<br>| 501612 | &nbsp;&nbsp; 14713112 |
|  | MonotaRO Co. Ltd. | 79687 | &nbsp;&nbsp; 1418980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MS&AD Insurance <br> Group Holdings, <br> Inc.<br>| 421385 | &nbsp;&nbsp; 9003339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Murata Manufacturing <br> Co. Ltd.<br>| 419700 | &nbsp;&nbsp; 6246847 |
|  | NEC Corp. | 272770 | &nbsp;&nbsp; 7832829 |
|  | Nexon Co. Ltd. | 106800 | &nbsp;&nbsp; 1954231 |
|  | NGK Insulators Ltd. | 134012 | &nbsp;&nbsp; 1696623 |
|  | NH Foods Ltd. | 49000 | &nbsp;&nbsp; 1646222 |
|  | NHK Spring Co. Ltd. | 17800 | &nbsp;&nbsp; 200422 |
|  | Nichirei Corp. | 140200 | &nbsp;&nbsp; 1687315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NIDEC Corp. (6594 <br> JP)<br>| 174344 | &nbsp;&nbsp; 3345012 |
|  | Nifco, Inc. | 6700 | &nbsp;&nbsp; 163480 |
|  | Nikon Corp. | 137200 | &nbsp;&nbsp; 1332444 |
|  | Nintendo Co. Ltd. | 87700 | &nbsp;&nbsp; 7329868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Express <br> Holdings, Inc.<br>| 162000 | &nbsp;&nbsp; 3558644 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Paint Holdings <br> Co. Ltd.<br>| 307800 | &nbsp;&nbsp; $2609386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Sanso <br> Holdings Corp.<br>| 83000 | &nbsp;&nbsp; 2937663 |
|  | Nippon Steel Corp. | 310942 | &nbsp;&nbsp; 5988125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Television <br> Holdings, Inc.<br>| 9700 | &nbsp;&nbsp; 209791 |
|  | Nippon Yusen KK | 142800 | &nbsp;&nbsp; 5007963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nissan Chemical <br> Corp.<br>| 58167 | &nbsp;&nbsp; 1896171 |
| #\* | Nissan Motor Co. Ltd. | 915900 | &nbsp;&nbsp; 1941982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nisshin Seifun Group, <br> Inc.<br>| 81370 | &nbsp;&nbsp; 943226 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nissin Foods Holdings <br> Co. Ltd.<br>| 49600 | &nbsp;&nbsp; 940818 |
|  | Niterra Co. Ltd. | 94800 | &nbsp;&nbsp; 3268106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nitori Holdings Co. <br> Ltd.<br>| 24300 | &nbsp;&nbsp; 2057888 |
|  | Nitto Denko Corp. | 342200 | &nbsp;&nbsp; 7081452 |
|  | NOF Corp. | 101400 | &nbsp;&nbsp; 2018358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Holdings, Inc. <br> (8604 JP)<br>| 619100 | &nbsp;&nbsp; 4089958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Holdings, Inc. <br> (NMR US), <br> Sponsored ADR<br>| 247991 | &nbsp;&nbsp; 1649140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Real Estate <br> Holdings, Inc.<br>| 320500 | &nbsp;&nbsp; 1776087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Research <br> Institute Ltd.<br>| 134834 | &nbsp;&nbsp; 5335437 |
| # | NS Solutions Corp. | 33800 | &nbsp;&nbsp; 792758 |
|  | NTT, Inc. | 7319800 | &nbsp;&nbsp; 7391983 |
|  | Obayashi Corp. | 292800 | &nbsp;&nbsp; 4311555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OBIC Business <br> Consultants Co. Ltd.<br>| 9700 | &nbsp;&nbsp; 559447 |
|  | Obic Co. Ltd. | 92500 | &nbsp;&nbsp; 3293238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Odakyu Electric <br> Railway Co. Ltd.<br>| 126300 | &nbsp;&nbsp; 1361114 |
|  | Oji Holdings Corp. | 472500 | &nbsp;&nbsp; 2302898 |
|  | Olympus Corp. | 428600 | &nbsp;&nbsp; 5120504 |
|  | Omron Corp. | 53900 | &nbsp;&nbsp; 1389259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ono Pharmaceutical <br> Co. Ltd.<br>| 142695 | &nbsp;&nbsp; 1595725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Open House Group <br> Co. Ltd.<br>| 60100 | &nbsp;&nbsp; 2657647 |
|  | Oracle Corp. Japan | 12652 | &nbsp;&nbsp; 1368243 |
|  | Oriental Land Co. Ltd. | 202700 | &nbsp;&nbsp; 4173699 |
|  | ORIX Corp. (8591 JP) | 343700 | &nbsp;&nbsp; 7720548 |
|  | Osaka Gas Co. Ltd. | 131100 | &nbsp;&nbsp; 3317004 |
|  | Otsuka Corp. | 68100 | &nbsp;&nbsp; 1290301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Otsuka Holdings Co. <br> Ltd.<br>| 124900 | &nbsp;&nbsp; 5946452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan Pacific <br> International <br> Holdings Corp.<br>| 140592 | &nbsp;&nbsp; 4703680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Panasonic Holdings <br> Corp.<br>| 685740 | &nbsp;&nbsp; 6486633 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Persol Holdings Co. <br> Ltd.<br>| 1105565 | &nbsp;&nbsp; $2113230 |
| \* | Rakuten Bank Ltd. | 34300 | &nbsp;&nbsp; 1597754 |
| \* | Rakuten Group, Inc. | 445113 | &nbsp;&nbsp; 2252144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Recruit Holdings Co. <br> Ltd.<br>| 381000 | &nbsp;&nbsp; 22605156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Renesas Electronics <br> Corp.<br>| 573100 | &nbsp;&nbsp; 6970646 |
|  | Resona Holdings, Inc. | 552231 | &nbsp;&nbsp; 5027512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Resonac Holdings <br> Corp.<br>| 118700 | &nbsp;&nbsp; 2854514 |
|  | Ricoh Co. Ltd. | 270100 | &nbsp;&nbsp; 2368369 |
|  | Rinnai Corp. | 43500 | &nbsp;&nbsp; 1073664 |
|  | Rohm Co. Ltd. | 138248 | &nbsp;&nbsp; 1739694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rohto Pharmaceutical <br> Co. Ltd.<br>| 60052 | &nbsp;&nbsp; 857187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ryohin Keikaku Co. <br> Ltd.<br>| 119200 | &nbsp;&nbsp; 5580678 |
|  | Sankyo Co. Ltd. | 133100 | &nbsp;&nbsp; 2483686 |
|  | Sankyu, Inc. | 9000 | &nbsp;&nbsp; 529807 |
| # | Sanrio Co. Ltd. | 71400 | &nbsp;&nbsp; 2929695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Santen Pharmaceutical <br> Co. Ltd.<br>| 148192 | &nbsp;&nbsp; 1637360 |
|  | Sanwa Holdings Corp. | 119500 | &nbsp;&nbsp; 3260178 |
|  | Sapporo Holdings Ltd. | 22100 | &nbsp;&nbsp; 1022615 |
|  | SBI Holdings, Inc. | 112450 | &nbsp;&nbsp; 4177277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SCREEN Holdings Co. <br> Ltd.<br>| 34900 | &nbsp;&nbsp; 2722545 |
|  | SCSK Corp. | 55699 | &nbsp;&nbsp; 1733069 |
|  | Secom Co. Ltd. | 114200 | &nbsp;&nbsp; 4101289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sega Sammy <br> Holdings, Inc.<br>| 93448 | &nbsp;&nbsp; 1910287 |
|  | Seibu Holdings, Inc. | 109000 | &nbsp;&nbsp; 3045972 |
|  | Seiko Epson Corp. | 163400 | &nbsp;&nbsp; 2073269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seino Holdings Co. <br> Ltd.<br>| 24500 | &nbsp;&nbsp; 372640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sekisui Chemical Co. <br> Ltd.<br>| 188700 | &nbsp;&nbsp; 3273024 |
| # | Sekisui House Ltd. | 207760 | &nbsp;&nbsp; 4358144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seven & i Holdings Co. <br> Ltd.<br>| 890228 | &nbsp;&nbsp; 11736047 |
|  | SG Holdings Co. Ltd. | 170100 | &nbsp;&nbsp; 1887159 |
| #\* | Sharp Corp. | 90600 | &nbsp;&nbsp; 428318 |
|  | Shimadzu Corp. | 77300 | &nbsp;&nbsp; 1711165 |
|  | Shimamura Co. Ltd. | 23708 | &nbsp;&nbsp; 1716614 |
|  | Shimano, Inc. | 18300 | &nbsp;&nbsp; 2001945 |
|  | Shimizu Corp. | 237600 | &nbsp;&nbsp; 2632123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin-Etsu Chemical <br> Co. Ltd.<br>| 442700 | &nbsp;&nbsp; 12739535 |
|  | Shionogi & Co. Ltd. | 256200 | &nbsp;&nbsp; 4284770 |
|  | Shiseido Co. Ltd. | 102191 | &nbsp;&nbsp; 1661168 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shizuoka Financial <br> Group, Inc.<br>| 202870 | &nbsp;&nbsp; 2399583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skylark Holdings Co. <br> Ltd.<br>| 139100 | &nbsp;&nbsp; 2643991 |
|  | SMC Corp. | 7500 | &nbsp;&nbsp; 2609801 |
| # | Socionext, Inc. | 17900 | &nbsp;&nbsp; 337322 |
|  | SoftBank Corp. | 7901000 | &nbsp;&nbsp; 11415648 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | SoftBank Group Corp. | 385476 | &nbsp;&nbsp; $29434536 |
|  | Sojitz Corp. | 107299 | &nbsp;&nbsp; 2553701 |
|  | Sompo Holdings, Inc. | 309182 | &nbsp;&nbsp; 9116858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sony Group Corp. <br> (6758 JP)<br>| 2161700 | &nbsp;&nbsp; 51996018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Square Enix Holdings <br> Co. Ltd.<br>| 24300 | &nbsp;&nbsp; 1642830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stanley Electric Co. <br> Ltd.<br>| 36200 | &nbsp;&nbsp; 682714 |
|  | Subaru Corp. | 332586 | &nbsp;&nbsp; 6118189 |
|  | Sugi Holdings Co. Ltd. | 63300 | &nbsp;&nbsp; 1531931 |
|  | SUMCO Corp. | 17200 | &nbsp;&nbsp; 134518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Chemical <br> Co. Ltd.<br>| 675649 | &nbsp;&nbsp; 1689859 |
|  | Sumitomo Corp. | 240000 | &nbsp;&nbsp; 6134341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Electric <br> Industries Ltd.<br>| 353200 | &nbsp;&nbsp; 8764547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Forestry Co. <br> Ltd.<br>| 291000 | &nbsp;&nbsp; 2923282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Heavy <br> Industries Ltd.<br>| 9310 | &nbsp;&nbsp; 206184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Metal <br> Mining Co. Ltd.<br>| 110236 | &nbsp;&nbsp; 2424673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui <br> Financial Group, Inc. <br> (8316 JP)<br>| 814620 | &nbsp;&nbsp; 20550096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust <br> Group, Inc.<br>| 195080 | &nbsp;&nbsp; 5113983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Realty & <br> Development Co. <br> Ltd.<br>| 127000 | &nbsp;&nbsp; 4639204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Rubber <br> Industries Ltd.<br>| 114512 | &nbsp;&nbsp; 1308811 |
|  | Sundrug Co. Ltd. | 43000 | &nbsp;&nbsp; 1274479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suntory Beverage & <br> Food Ltd.<br>| 71700 | &nbsp;&nbsp; 2165033 |
|  | Suzuken Co. Ltd. | 10200 | &nbsp;&nbsp; 385531 |
|  | Suzuki Motor Corp. | 601200 | &nbsp;&nbsp; 6605729 |
|  | Sysmex Corp. | 204764 | &nbsp;&nbsp; 3326565 |
|  | T&D Holdings, Inc. | 172600 | &nbsp;&nbsp; 4214671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiheiyo Cement <br> Corp.<br>| 7501 | &nbsp;&nbsp; 183301 |
|  | Taisei Corp. | 61700 | &nbsp;&nbsp; 3689282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takasago Thermal <br> Engineering Co. <br> Ltd.<br>| 5900 | &nbsp;&nbsp; 286271 |
| # | Takashimaya Co. Ltd. | 22800 | &nbsp;&nbsp; 176203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takeda Pharmaceutical <br> Co. Ltd. (4502 JP)<br>| 468997 | &nbsp;&nbsp; 12883246 |
|  | TBS Holdings, Inc. | 17600 | &nbsp;&nbsp; 578937 |
|  | TDK Corp. (6762 JP) | 709010 | &nbsp;&nbsp; 8637819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TechnoPro Holdings, <br> Inc.<br>| 500 | &nbsp;&nbsp; 15835 |
|  | Terumo Corp. | 188400 | &nbsp;&nbsp; 3194749 |
|  | THK Co. Ltd. | 39800 | &nbsp;&nbsp; 1118737 |
|  | TIS, Inc. | 90799 | &nbsp;&nbsp; 2896662 |
|  | Tobu Railway Co. Ltd. | 73599 | &nbsp;&nbsp; 1252788 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toei Animation Co. <br> Ltd.<br>| 18500 | &nbsp;&nbsp; $404738 |
|  | Toei Co. Ltd. | 9200 | &nbsp;&nbsp; 317758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toho Co. Ltd. (9602 <br> JP)<br>| 29400 | &nbsp;&nbsp; 1854940 |
|  | Toho Gas Co. Ltd. | 200 | &nbsp;&nbsp; 5585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tohoku Electric Power <br> Co., Inc.<br>| 206000 | &nbsp;&nbsp; 1445233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokio Marine Holdings, <br> Inc. (8766 JP)<br>| 655243 | &nbsp;&nbsp; 26309901 |
|  | Tokyo Century Corp. | 122900 | &nbsp;&nbsp; 1406559 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Electric Power <br> Co. Holdings, Inc.<br>| 642472 | &nbsp;&nbsp; 2432748 |
|  | Tokyo Electron Ltd. | 131100 | &nbsp;&nbsp; 20842105 |
|  | Tokyo Gas Co. Ltd. | 126400 | &nbsp;&nbsp; 4232959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Ohka Kogyo Co. <br> Ltd.<br>| 47200 | &nbsp;&nbsp; 1292789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Tatemono Co. <br> Ltd.<br>| 122419 | &nbsp;&nbsp; 2048665 |
|  | Tokyu Corp. | 193118 | &nbsp;&nbsp; 2173869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyu Fudosan <br> Holdings Corp.<br>| 454800 | &nbsp;&nbsp; 3207092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOPPAN Holdings, <br> Inc.<br>| 100000 | &nbsp;&nbsp; 2694822 |
|  | Toray Industries, Inc. | 571293 | &nbsp;&nbsp; 3907562 |
|  | Tosoh Corp. | 133800 | &nbsp;&nbsp; 2014283 |
|  | TOTO Ltd. | 52800 | &nbsp;&nbsp; 1344087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Seikan Group <br> Holdings Ltd.<br>| 72000 | &nbsp;&nbsp; 1491177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Suisan Kaisha <br> Ltd.<br>| 26600 | &nbsp;&nbsp; 1699437 |
|  | Toyo Tire Corp. | 36512 | &nbsp;&nbsp; 773363 |
|  | Toyoda Gosei Co. Ltd. | 4800 | &nbsp;&nbsp; 101299 |
|  | Toyota Boshoku Corp. | 2619 | &nbsp;&nbsp; 37217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyota Industries <br> Corp.<br>| 30100 | &nbsp;&nbsp; 3218671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyota Motor Corp. <br> (7203 JP)<br>| 2968515 | &nbsp;&nbsp; 52802763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyota Motor Corp. <br> (TM US), Sponsored <br> ADR<br>| 15100 | &nbsp;&nbsp; 2702447 |
|  | Toyota Tsusho Corp. | 247980 | &nbsp;&nbsp; 5683289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trend Micro, Inc. (4704 <br> JP)<br>| 47000 | &nbsp;&nbsp; 2865986 |
|  | Tsuruha Holdings, Inc. | 23900 | &nbsp;&nbsp; 1759150 |
|  | Unicharm Corp. | 386297 | &nbsp;&nbsp; 2672073 |
|  | USS Co. Ltd. | 181300 | &nbsp;&nbsp; 1970529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Welcia Holdings Co. <br> Ltd.<br>| 37199 | &nbsp;&nbsp; 624187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; West Japan Railway <br> Co.<br>| 161700 | &nbsp;&nbsp; 3540296 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yakult Honsha Co. <br> Ltd.<br>| 83100 | &nbsp;&nbsp; 1336874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamada Holdings Co. <br> Ltd.<br>| 49900 | &nbsp;&nbsp; 152081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamaguchi Financial <br> Group, Inc.<br>| 32400 | &nbsp;&nbsp; 366729 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Yamaha Corp. | 156600 | &nbsp;&nbsp; $1128634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamaha Motor Co. <br> Ltd.<br>| 567900 | &nbsp;&nbsp; 4107519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamato Holdings Co. <br> Ltd.<br>| 95800 | &nbsp;&nbsp; 1385190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamato Kogyo Co. <br> Ltd.<br>| 21200 | &nbsp;&nbsp; 1189607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamazaki Baking Co. <br> Ltd.<br>| 54200 | &nbsp;&nbsp; 1157838 |
|  | Yaoko Co. Ltd. | 6100 | &nbsp;&nbsp; 394776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yaskawa Electric <br> Corp.<br>| 81100 | &nbsp;&nbsp; 1696270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yokogawa Electric <br> Corp.<br>| 76200 | &nbsp;&nbsp; 2031041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yokohama Rubber Co. <br> Ltd. <br>| 91300 | &nbsp;&nbsp; 2610441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zenkoku Hosho Co. <br> Ltd.<br>| 11193 | &nbsp;&nbsp; 238804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zensho Holdings Co. <br> Ltd.<br>| 30700 | &nbsp;&nbsp; 1615539 |
|  | ZOZO, Inc. | 138300 | &nbsp;&nbsp; 1369083 |
| TOTAL JAPAN | TOTAL JAPAN |  | &nbsp;&nbsp; 1396876733 |
| NETHERLANDS — (3.4%) | NETHERLANDS — (3.4%) | NETHERLANDS — (3.4%) | NETHERLANDS — (3.4%) |
| Ω | ABN AMRO Bank NV | 210945 | &nbsp;&nbsp; 6098090 |
| \*Ω | Adyen NV | 3385 | &nbsp;&nbsp; 5805785 |
|  | Aegon Ltd. (AGN NA) | 186432 | &nbsp;&nbsp; 1332342 |
|  | Akzo Nobel NV | 8086 | &nbsp;&nbsp; 507805 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ArcelorMittal SA (MT <br> US)<br>| 191470 | &nbsp;&nbsp; 6056215 |
|  | ASM International NV | 19135 | &nbsp;&nbsp; 9262430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASML Holding NV <br> (ASML NA)<br>| 30871 | &nbsp;&nbsp; 21395676 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ASML Holding NV <br> (ASML US)<br>| 67386 | &nbsp;&nbsp; 46813728 |
|  | ASR Nederland NV | 106539 | &nbsp;&nbsp; 7076737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Europacific <br> Partners PLC<br>| 102049 | &nbsp;&nbsp; 10015574 |
|  | HAL Trust | 3624 | &nbsp;&nbsp; 514238 |
|  | Havas NV | 340073 | &nbsp;&nbsp; 546268 |
|  | Heineken NV | 72335 | &nbsp;&nbsp; 5677693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ING Groep NV (INGA <br> NA)<br>| 811477 | &nbsp;&nbsp; 18911818 |
|  | JDE Peet's NV | 19661 | &nbsp;&nbsp; 583048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Ahold <br> Delhaize NV (AD <br> NA)<br>| 477963 | &nbsp;&nbsp; 18877817 |
|  | Koninklijke KPN NV | 2098613 | &nbsp;&nbsp; 9375550 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Philips NV <br> (PHG US)<br>| 175457 | &nbsp;&nbsp; 4596973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Philips NV <br> (PHIA NA)<br>| 142434 | &nbsp;&nbsp; 3719711 |
|  | NN Group NV | 162562 | &nbsp;&nbsp; 10946209 |
|  | Prosus NV (PRX NA) | 247466 | &nbsp;&nbsp; 14136678 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Universal Music Group <br> NV<br>| 313880 | &nbsp;&nbsp; 9029352 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
|  | Wolters Kluwer NV | 112269 | &nbsp;&nbsp; $17486898 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | &nbsp;&nbsp; 228766635 |
| NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) |
|  | a2 Milk Co. Ltd.  | 250340 | &nbsp;&nbsp; 1295952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Auckland International <br> Airport Ltd.<br>| 326312 | &nbsp;&nbsp; 1447665 |
| # | Chorus Ltd. (CNU NZ) | 377181 | &nbsp;&nbsp; 1935409 |
|  | Contact Energy Ltd. | 332894 | &nbsp;&nbsp; 1784098 |
|  | EBOS Group Ltd. | 59242 | &nbsp;&nbsp; 1427566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fisher & Paykel <br> Healthcare Corp. <br> Ltd.<br>| 139336 | &nbsp;&nbsp; 3019038 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fletcher Building Ltd. <br> (FBU NZ)<br>| 358567 | &nbsp;&nbsp; 639653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fonterra Co-Operative <br> Group Ltd.<br>| 22286 | &nbsp;&nbsp; 91703 |
| # | Infratil Ltd. | 232307 | &nbsp;&nbsp; 1586216 |
|  | Mainfreight Ltd. | 29044 | &nbsp;&nbsp; 1012421 |
|  | Mercury NZ Ltd. | 200803 | &nbsp;&nbsp; 731685 |
|  | Meridian Energy Ltd. | 293126 | &nbsp;&nbsp; 985454 |
| # | Port of Tauranga Ltd. | 117196 | &nbsp;&nbsp; 480337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Spark New Zealand <br> Ltd.<br>| 663722 | &nbsp;&nbsp; 949038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Summerset Group <br> Holdings Ltd.<br>| 22395 | &nbsp;&nbsp; 150791 |
|  | Vector Ltd. | 65942 | &nbsp;&nbsp; 170813 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | &nbsp;&nbsp; 17707839 |
| NORWAY — (0.7%) | NORWAY — (0.7%) | NORWAY — (0.7%) | NORWAY — (0.7%) |
|  | Aker ASA, Class A | 6538 | &nbsp;&nbsp; 450125 |
|  | Aker BP ASA | 131797 | &nbsp;&nbsp; 3170589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Austevoll Seafood <br> ASA<br>| 53414 | &nbsp;&nbsp; 491521 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; AutoStore Holdings <br> Ltd.<br>| 67198 | &nbsp;&nbsp; 47209 |
|  | Bakkafrost P | 10429 | &nbsp;&nbsp; 416578 |
|  | Borregaard ASA | 38026 | &nbsp;&nbsp; 733536 |
| #Ω | BW LPG Ltd. | 74997 | &nbsp;&nbsp; 996988 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cadeler AS (CADLR <br> NO)<br>| 32799 | &nbsp;&nbsp; 172662 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cadeler AS (CDLR <br> US), ADR<br>| 8063 | &nbsp;&nbsp; 169001 |
|  | DNB Bank ASA | 220050 | &nbsp;&nbsp; 5567206 |
| \*Ω | Entra ASA | 18738 | &nbsp;&nbsp; 230096 |
|  | Equinor ASA | 343106 | &nbsp;&nbsp; 8813559 |
| # | Frontline PLC | 61270 | &nbsp;&nbsp; 1128243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gjensidige Forsikring <br> ASA<br>| 31239 | &nbsp;&nbsp; 821699 |
| # | Golar LNG Ltd. | 6906 | &nbsp;&nbsp; 284251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Golden Ocean Group <br> Ltd.<br>| 32696 | &nbsp;&nbsp; 269809 |
|  | Hafnia Ltd. | 151063 | &nbsp;&nbsp; 830180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kongsberg Gruppen <br> ASA<br>| 88595 | &nbsp;&nbsp; 2647496 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Leroy Seafood Group <br> ASA<br>| 99660 | &nbsp;&nbsp; 453360 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
|  | Mowi ASA | 83404 | &nbsp;&nbsp; $1553609 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nordic Semiconductor <br> ASA<br>| 15453 | &nbsp;&nbsp; 210085 |
|  | Norsk Hydro ASA | 341534 | &nbsp;&nbsp; 2024269 |
| # | Orkla ASA | 93852 | &nbsp;&nbsp; 986950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Protector Forsikring <br> ASA<br>| 20382 | &nbsp;&nbsp; 995121 |
| # | Salmar ASA | 12699 | &nbsp;&nbsp; 514318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SpareBank 1 <br> Sor-Norge ASA<br>| 79319 | &nbsp;&nbsp; 1389228 |
|  | Storebrand ASA | 257410 | &nbsp;&nbsp; 3655294 |
|  | Subsea 7 SA | 98067 | &nbsp;&nbsp; 1900437 |
|  | Telenor ASA | 127673 | &nbsp;&nbsp; 1958618 |
|  | TGS ASA | 34128 | &nbsp;&nbsp; 250733 |
| # | TOMRA Systems ASA | 45197 | &nbsp;&nbsp; 627790 |
|  | Var Energi ASA | 189869 | &nbsp;&nbsp; 650369 |
|  | Veidekke ASA | 54374 | &nbsp;&nbsp; 864195 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Vend Marketplaces <br> ASA<br>| 10518 | &nbsp;&nbsp; 415166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vend Marketplaces <br> ASA, Class B<br>| 15214 | &nbsp;&nbsp; 571647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wallenius Wilhelmsen <br> ASA<br>| 75368 | &nbsp;&nbsp; 674256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wilh Wilhelmsen <br> Holding ASA, <br> Class A<br>| 3312 | &nbsp;&nbsp; 152836 |
|  | Yara International ASA | 43860 | &nbsp;&nbsp; 1621379 |
| TOTAL NORWAY | TOTAL NORWAY |  | &nbsp;&nbsp; 48710408 |
| PORTUGAL — (0.2%) | PORTUGAL — (0.2%) | PORTUGAL — (0.2%) | PORTUGAL — (0.2%) |
| # | EDP Renovaveis SA | 20462 | &nbsp;&nbsp; 240238 |
|  | EDP SA (EDP PL) | 1302139 | &nbsp;&nbsp; 5628314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galp Energia SGPS <br> SA<br>| 333437 | &nbsp;&nbsp; 6367058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jeronimo Martins <br> SGPS SA<br>| 117292 | &nbsp;&nbsp; 2859305 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | &nbsp;&nbsp; 15094915 |
| SINGAPORE — (1.1%) | SINGAPORE — (1.1%) | SINGAPORE — (1.1%) | SINGAPORE — (1.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CapitaLand Investment <br> Ltd.<br>| 773550 | &nbsp;&nbsp; 1647508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; City Developments <br> Ltd.<br>| 113500 | &nbsp;&nbsp; 537328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DBS Group Holdings <br> Ltd.<br>| 548748 | &nbsp;&nbsp; 20141504 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Genting Singapore <br> Ltd.<br>| 2058500 | &nbsp;&nbsp; 1161166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hongkong Land <br> Holdings Ltd.<br>| 443000 | &nbsp;&nbsp; 2676044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jardine Cycle & <br> Carriage Ltd.<br>| 75310 | &nbsp;&nbsp; 1525013 |
|  | Keppel Ltd. | 497900 | &nbsp;&nbsp; 3234775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oversea-Chinese <br> Banking Corp. Ltd.<br>| 863257 | &nbsp;&nbsp; 11187084 |
|  | SATS Ltd. | 251200 | &nbsp;&nbsp; 612939 |
|  | Seatrium Ltd. | 509148 | &nbsp;&nbsp; 884879 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sembcorp Industries <br> Ltd.<br>| 511720 | &nbsp;&nbsp; $3042732 |
| # | Singapore Airlines Ltd. | 733700 | &nbsp;&nbsp; 3832235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singapore Exchange <br> Ltd.<br>| 307800 | &nbsp;&nbsp; 3774121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singapore <br> Technologies <br> Engineering Ltd.<br>| 564800 | &nbsp;&nbsp; 3799568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singapore <br> Telecommunications <br> Ltd.<br>| 599650 | &nbsp;&nbsp; 1787045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Overseas Bank <br> Ltd.<br>| 419865 | &nbsp;&nbsp; 11664999 |
|  | UOL Group Ltd. | 81687 | &nbsp;&nbsp; 431813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wilmar International <br> Ltd.<br>| 903900 | &nbsp;&nbsp; 2045848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yangzijiang <br> Shipbuilding <br> Holdings Ltd.<br>| 1504200 | &nbsp;&nbsp; 2950380 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp; 76936981 |
| SOUTH AFRICA — (0.0%) | SOUTH AFRICA — (0.0%) | SOUTH AFRICA — (0.0%) | SOUTH AFRICA — (0.0%) |
| \* | Valterra Platinum Ltd. | 32515 | &nbsp;&nbsp; 1451403 |
| SPAIN — (2.9%) | SPAIN — (2.9%) | SPAIN — (2.9%) | SPAIN — (2.9%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ACS Actividades de <br> Construccion y <br> Servicios SA<br>| 126217 | &nbsp;&nbsp; 8710836 |
| Ω | Aena SME SA | 252570 | &nbsp;&nbsp; 6801232 |
|  | Amadeus IT Group SA | 160860 | &nbsp;&nbsp; 12916053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya <br> Argentaria SA <br> (BBVA SM)<br>| 1401013 | &nbsp;&nbsp; 23366457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya <br> Argentaria SA <br> (BBVA US), <br> Sponsored ADR<br>| 729514 | &nbsp;&nbsp; 12204769 |
|  | Banco de Sabadell SA | 2511975 | &nbsp;&nbsp; 9271450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Santander SA <br> (SAN SM)<br>| 4087130 | &nbsp;&nbsp; 35111640 |
|  | Bankinter SA | 8765 | &nbsp;&nbsp; 125114 |
|  | CaixaBank SA | 1480865 | &nbsp;&nbsp; 13932423 |
| Ω | Cellnex Telecom SA | 130992 | &nbsp;&nbsp; 4622645 |
|  | Endesa SA | 108730 | &nbsp;&nbsp; 3151021 |
|  | Ferrovial SE | 108688 | &nbsp;&nbsp; 5571664 |
|  | Iberdrola SA | 1051463 | &nbsp;&nbsp; 18480850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industria de Diseno <br> Textil SA<br>| 322128 | &nbsp;&nbsp; 15387096 |
|  | Mapfre SA | 41985 | &nbsp;&nbsp; 170987 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Naturgy Energy Group <br> SA<br>| 23376 | &nbsp;&nbsp; 733140 |
|  | Redeia Corp. SA | 84510 | &nbsp;&nbsp; 1638309 |
|  | Repsol SA (REP SM) | 482574 | &nbsp;&nbsp; 7316671 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Telefonica SA (TEF <br> SM)<br>| 2057219 | &nbsp;&nbsp; 10616881 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telefonica SA (TEF <br> US), Sponsored <br> ADR<br>| 163106 | &nbsp;&nbsp; $838365 |
| TOTAL SPAIN | TOTAL SPAIN |  | &nbsp;&nbsp; 190967603 |
| SWEDEN — (2.7%) | SWEDEN — (2.7%) | SWEDEN — (2.7%) | SWEDEN — (2.7%) |
|  | AAK AB | 54219 | &nbsp;&nbsp; 1394752 |
|  | AddTech AB, Class B | 86646 | &nbsp;&nbsp; 2912881 |
|  | Alfa Laval AB | 60529 | &nbsp;&nbsp; 2629840 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asmodee Group AB, <br> Class B<br>| 26150 | &nbsp;&nbsp; 329322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Assa Abloy AB, <br> Class B<br>| 199102 | &nbsp;&nbsp; 6588331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atlas Copco AB <br> (ATCOA SS), <br> Class A<br>| 671935 | &nbsp;&nbsp; 10232484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atlas Copco AB <br> (ATCOB SS), <br> Class B<br>| 412967 | &nbsp;&nbsp; 5588745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atrium Ljungberg AB, <br> Class B<br>| 49796 | &nbsp;&nbsp; 161059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avanza Bank Holding <br> AB<br>| 71879 | &nbsp;&nbsp; 2647991 |
|  | Axfood AB | 40005 | &nbsp;&nbsp; 1192081 |
|  | Beijer Ref AB | 86928 | &nbsp;&nbsp; 1459251 |
|  | Betsson AB, Class B | 72629 | &nbsp;&nbsp; 1229781 |
|  | Billerud Aktiebolag | 55861 | &nbsp;&nbsp; 474300 |
| \* | Boliden AB | 143974 | &nbsp;&nbsp; 4406932 |
|  | Bure Equity AB | 20638 | &nbsp;&nbsp; 609261 |
| \* | Camurus AB | 11372 | &nbsp;&nbsp; 789032 |
| # | Castellum AB | 127644 | &nbsp;&nbsp; 1453043 |
|  | Catena AB | 13056 | &nbsp;&nbsp; 589795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Epiroc AB (EPIA SS), <br> Class A<br>| 177442 | &nbsp;&nbsp; 3611504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Epiroc AB (EPIB SS), <br> Class B<br>| 99521 | &nbsp;&nbsp; 1784012 |
|  | EQT AB | 29688 | &nbsp;&nbsp; 992295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Essity AB (ESSITYA <br> SS), Class A<br>| 8605 | &nbsp;&nbsp; 212211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Essity AB (ESSITYB <br> SS), Class B<br>| 156516 | &nbsp;&nbsp; 3859295 |
| Ω | Evolution AB | 41375 | &nbsp;&nbsp; 3680764 |
| # | Fabege AB | 92014 | &nbsp;&nbsp; 770649 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fastighets AB Balder, <br> Class B<br>| 219988 | &nbsp;&nbsp; 1485379 |
|  | Getinge AB, Class B | 79031 | &nbsp;&nbsp; 1559935 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; H & M Hennes & <br> Mauritz AB, Class B<br>| 192384 | &nbsp;&nbsp; 2591728 |
|  | Hemnet Group AB | 45149 | &nbsp;&nbsp; 1300222 |
|  | Hexagon AB, Class B | 359770 | &nbsp;&nbsp; 3953181 |
|  | Hexpol AB | 116699 | &nbsp;&nbsp; 1004894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Holmen AB (HOLMB <br> SS), Class B<br>| 30769 | &nbsp;&nbsp; 1143580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hufvudstaden AB, <br> Class A<br>| 9910 | &nbsp;&nbsp; 119917 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Husqvarna AB <br> (HUSQA SS), <br> Class A<br>| 12600 | &nbsp;&nbsp; $68149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Husqvarna AB <br> (HUSQB SS), <br> Class B<br>| 142561 | &nbsp;&nbsp; 772125 |
|  | Indutrade AB | 83885 | &nbsp;&nbsp; 2037097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lagercrantz Group AB, <br> Class B<br>| 111522 | &nbsp;&nbsp; 2589221 |
|  | Lifco AB, Class B | 50995 | &nbsp;&nbsp; 1816497 |
|  | Loomis AB | 38043 | &nbsp;&nbsp; 1504194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medicover AB, <br> Class B<br>| 35267 | &nbsp;&nbsp; 987953 |
| Ω | Munters Group AB | 59686 | &nbsp;&nbsp; 839977 |
|  | Mycronic AB | 85274 | &nbsp;&nbsp; 1850350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nibe Industrier AB, <br> Class B<br>| 239824 | &nbsp;&nbsp; 1106646 |
|  | Nordnet AB publ | 59465 | &nbsp;&nbsp; 1605917 |
|  | Pandox AB | 52404 | &nbsp;&nbsp; 932700 |
|  | Peab AB, Class B | 37153 | &nbsp;&nbsp; 279412 |
|  | Saab AB, Class B | 46916 | &nbsp;&nbsp; 2551948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sagax AB (SAGAB <br> SS), Class B<br>| 72944 | &nbsp;&nbsp; 1543905 |
|  | Sandvik AB | 245661 | &nbsp;&nbsp; 5994045 |
|  | Sectra AB, Class B | 52754 | &nbsp;&nbsp; 1955906 |
|  | Securitas AB, Class B | 225286 | &nbsp;&nbsp; 3343545 |
| \*Ω | Sinch AB | 9412 | &nbsp;&nbsp; 32311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska <br> Enskilda Banken AB <br> (SEBA SS), Class A<br>| 442167 | &nbsp;&nbsp; 7734618 |
|  | Skanska AB, Class B | 148452 | &nbsp;&nbsp; 3462864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SKF AB (SKFA SS), <br> Class A<br>| 5065 | &nbsp;&nbsp; 119169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SKF AB (SKFB SS), <br> Class B<br>| 161381 | &nbsp;&nbsp; 3758957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SSAB AB (SSABA SS), <br> Class A<br>| 135094 | &nbsp;&nbsp; 779039 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SSAB AB (SSABB <br> SS), Class B<br>| 307719 | &nbsp;&nbsp; 1739127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Svenska Cellulosa AB <br> SCA (SCAA SS), <br> Class A<br>| 8605 | &nbsp;&nbsp; 108195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Svenska Cellulosa AB <br> SCA (SCAB SS), <br> Class B<br>| 195223 | &nbsp;&nbsp; 2448320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Svenska <br> Handelsbanken AB <br> (SHBA SS), Class A<br>| 292444 | &nbsp;&nbsp; 3563248 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Svenska <br> Handelsbanken AB <br> (SHBB SS), Class B<br>| 3612 | &nbsp;&nbsp; 70580 |
|  | Sweco AB, Class B | 73964 | &nbsp;&nbsp; 1166747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swedbank AB, <br> Class A<br>| 196031 | &nbsp;&nbsp; 5219919 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Swedish Orphan <br> Biovitrum AB<br>| 46038 | &nbsp;&nbsp; 1265883 |
|  | Tele2 AB, Class B | 284401 | &nbsp;&nbsp; 4395449 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telefonaktiebolaget LM <br> Ericsson (ERICA <br> SS), Class A<br>| 17870 | &nbsp;&nbsp; $130015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telefonaktiebolaget LM <br> Ericsson (ERICB <br> SS), Class B<br>| 1161673 | &nbsp;&nbsp; 8437905 |
| # | Telia Co. AB | 1256555 | &nbsp;&nbsp; 4437788 |
| Ω | Thule Group AB | 28096 | &nbsp;&nbsp; 794604 |
|  | Trelleborg AB, Class B | 97629 | &nbsp;&nbsp; 3547329 |
|  | Vitrolife AB | 1584 | &nbsp;&nbsp; 23277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Volvo AB (VOLVA SS), <br> Class A<br>| 82123 | &nbsp;&nbsp; 2354468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Volvo AB (VOLVB SS), <br> Class B<br>| 647552 | &nbsp;&nbsp; 18597555 |
| #\* | Volvo Car AB, Class B | 344095 | &nbsp;&nbsp; 658052 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Wallenstam AB, <br> Class B<br>| 162936 | &nbsp;&nbsp; 738463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wihlborgs Fastigheter <br> AB<br>| 108561 | &nbsp;&nbsp; 1066836 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | &nbsp;&nbsp; 181188752 |
| SWITZERLAND — (7.7%) | SWITZERLAND — (7.7%) | SWITZERLAND — (7.7%) | SWITZERLAND — (7.7%) |
|  | ABB Ltd. | 293918 | &nbsp;&nbsp; 19192284 |
| # | Alcon AG | 192210 | &nbsp;&nbsp; 16830258 |
|  | Baloise Holding AG | 3771 | &nbsp;&nbsp; 903776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banque Cantonale <br> Vaudoise<br>| 3172 | &nbsp;&nbsp; 367077 |
|  | BKW AG | 3719 | &nbsp;&nbsp; 830351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chocoladefabriken <br> Lindt & Spruengli <br> AG<br>| 35 | &nbsp;&nbsp; 5117779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie Financiere <br> Richemont SA, <br> Class A<br>| 144014 | &nbsp;&nbsp; 23514056 |
|  | DSM-Firmenich AG | 28398 | &nbsp;&nbsp; 2728464 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; EMS-Chemie Holding <br> AG<br>| 2147 | &nbsp;&nbsp; 1689240 |
|  | Geberit AG | 14480 | &nbsp;&nbsp; 11093105 |
|  | Givaudan SA | 2013 | &nbsp;&nbsp; 8415038 |
|  | Helvetia Holding AG | 3853 | &nbsp;&nbsp; 926575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Holcim AG (HOLN <br> SW)<br>| 188609 | &nbsp;&nbsp; 15041553 |
|  | Julius Baer Group Ltd. | 92739 | &nbsp;&nbsp; 6275116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuehne & Nagel <br> International AG<br>| 17809 | &nbsp;&nbsp; 3630879 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Logitech International <br> SA (LOGI US)<br>| 35716 | &nbsp;&nbsp; 3317302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Logitech International <br> SA (LOGN SW)<br>| 13924 | &nbsp;&nbsp; 1291129 |
|  | Lonza Group AG | 24189 | &nbsp;&nbsp; 16858980 |
|  | Nestle SA | 754616 | &nbsp;&nbsp; 65936130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Novartis AG (NOVN <br> SW)<br>| 340245 | &nbsp;&nbsp; 38749497 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Novartis AG (NVS US), <br> Sponsored ADR<br>| 311015 | &nbsp;&nbsp; 35374846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Partners Group <br> Holding AG<br>| 8371 | &nbsp;&nbsp; 11253106 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Roche Holding AG (RO <br> SW)<br>| 10773 | &nbsp;&nbsp; $3580246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Roche Holding AG <br> (ROG SW)<br>| 238936 | &nbsp;&nbsp; 74565175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandoz Group AG <br> (SDZ SW)<br>| 192877 | &nbsp;&nbsp; 11030422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandoz Group AG <br> (SDZNY US), ADR<br>| 39055 | &nbsp;&nbsp; 2226560 |
|  | Schindler Holding AG | 9697 | &nbsp;&nbsp; 3401022 |
|  | SGS SA | 67443 | &nbsp;&nbsp; 6853110 |
|  | Sika AG | 48315 | &nbsp;&nbsp; 11401350 |
|  | Sonova Holding AG | 17883 | &nbsp;&nbsp; 4867895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Straumann Holding <br> AG<br>| 24044 | &nbsp;&nbsp; 2929517 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Swatch Group AG <br> (UHRN SW)<br>| 5610 | &nbsp;&nbsp; 204335 |
|  | Swiss Life Holding AG | 11467 | &nbsp;&nbsp; 11877491 |
|  | Swiss Prime Site AG | 12033 | &nbsp;&nbsp; 1664269 |
|  | Swiss Re AG | 147397 | &nbsp;&nbsp; 26384263 |
|  | Swisscom AG | 17356 | &nbsp;&nbsp; 12059544 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG (UBS <br> US)<br>| 255910 | &nbsp;&nbsp; 9553134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG (UBSG <br> SW)<br>| 411734 | &nbsp;&nbsp; 15301685 |
| Ω | VAT Group AG | 8385 | &nbsp;&nbsp; 2936332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zurich Insurance <br> Group AG<br>| 41362 | &nbsp;&nbsp; 28213276 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | &nbsp;&nbsp; 518386167 |
| UNITED KINGDOM — (12.7%) | UNITED KINGDOM — (12.7%) | UNITED KINGDOM — (12.7%) | UNITED KINGDOM — (12.7%) |
|  | 3i Group PLC | 253076 | &nbsp;&nbsp; 13828608 |
|  | Admiral Group PLC | 92548 | &nbsp;&nbsp; 4171738 |
| Ω | Airtel Africa PLC | 417916 | &nbsp;&nbsp; 1125017 |
|  | Anglo American PLC | 384014 | &nbsp;&nbsp; 10805422 |
|  | Antofagasta PLC | 108642 | &nbsp;&nbsp; 2679286 |
|  | Ashtead Group PLC | 190595 | &nbsp;&nbsp; 12733902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Associated British <br> Foods PLC<br>| 142156 | &nbsp;&nbsp; 4116196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AstraZeneca PLC <br> (AZN LN)<br>| 128443 | &nbsp;&nbsp; 18738759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AstraZeneca PLC <br> (AZN US), <br> Sponsored ADR<br>| 573284 | &nbsp;&nbsp; 41901328 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Auto Trader Group <br> PLC<br>| 474580 | &nbsp;&nbsp; 5239263 |
|  | Aviva PLC | 959090 | &nbsp;&nbsp; 8194472 |
|  | BAE Systems PLC | 589279 | &nbsp;&nbsp; 14060560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barclays PLC (BARC <br> LN)<br>| 1697316 | &nbsp;&nbsp; 8296511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barclays PLC (BCS <br> US), Sponsored <br> ADR<br>| 322425 | &nbsp;&nbsp; 6325978 |
|  | Barratt Redrow PLC | 585678 | &nbsp;&nbsp; 2884142 |
|  | Beazley PLC | 46456 | &nbsp;&nbsp; 547378 |
|  | BP PLC (BP LN) | 2286869 | &nbsp;&nbsp; 12258258 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; BP PLC (BP US), <br> Sponsored ADR<br>| 748670 | &nbsp;&nbsp; 24069757 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; British American <br> Tobacco PLC (BATS <br> LN)<br>| 442204 | &nbsp;&nbsp; $23692108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; British American <br> Tobacco PLC (BTI <br> US), Sponsored <br> ADR<br>| 22867 | &nbsp;&nbsp; 1227501 |
|  | BT Group PLC | 4335302 | &nbsp;&nbsp; 11839868 |
|  | Bunzl PLC | 94984 | &nbsp;&nbsp; 2818884 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Carnival PLC (CCL <br> LN)<br>| 20899 | &nbsp;&nbsp; 568682 |
|  | Centrica PLC | 2668294 | &nbsp;&nbsp; 5800211 |
|  | Coca-Cola HBC AG | 77054 | &nbsp;&nbsp; 4004665 |
|  | Compass Group PLC | 437966 | &nbsp;&nbsp; 15389889 |
| Ω | ConvaTec Group PLC | 259953 | &nbsp;&nbsp; 800922 |
|  | DCC PLC | 27022 | &nbsp;&nbsp; 1692416 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Diageo PLC (DEO <br> US), Sponsored <br> ADR<br>| 51045 | &nbsp;&nbsp; 4999858 |
|  | Diageo PLC (DGE LN) | 169923 | &nbsp;&nbsp; 4118516 |
|  | Diploma PLC | 56315 | &nbsp;&nbsp; 3986534 |
|  | easyJet PLC | 41783 | &nbsp;&nbsp; 270932 |
|  | Entain PLC | 25047 | &nbsp;&nbsp; 336349 |
|  | Experian PLC | 333209 | &nbsp;&nbsp; 17557024 |
|  | Fresnillo PLC | 115106 | &nbsp;&nbsp; 2122402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Games Workshop <br> Group PLC<br>| 2318 | &nbsp;&nbsp; 496660 |
|  | Glencore PLC | 3172321 | &nbsp;&nbsp; 12731542 |
|  | GSK PLC (GSK LN) | 714113 | &nbsp;&nbsp; 13135385 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; GSK PLC (GSK US), <br> Sponsored ADR<br>| 363226 | &nbsp;&nbsp; 13493831 |
|  | Haleon PLC (HLN LN) | 1772030 | &nbsp;&nbsp; 8312005 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Haleon PLC (HLN US), <br> ADR<br>| 201265 | &nbsp;&nbsp; 1897929 |
|  | Halma PLC | 94722 | &nbsp;&nbsp; 4053012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HSBC Holdings PLC <br> (HSBA LN)<br>| 2540701 | &nbsp;&nbsp; 30953286 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; HSBC Holdings PLC <br> (HSBC US), <br> Sponsored ADR<br>| 489951 | &nbsp;&nbsp; 30033996 |
|  | ICG PLC | 131593 | &nbsp;&nbsp; 3767845 |
|  | IMI PLC | 17244 | &nbsp;&nbsp; 503782 |
|  | Imperial Brands PLC | 378415 | &nbsp;&nbsp; 14750382 |
|  | Informa PLC | 432233 | &nbsp;&nbsp; 4942601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; InterContinental Hotels <br> Group PLC (IHG <br> LN)<br>| 56200 | &nbsp;&nbsp; 6465255 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; InterContinental Hotels <br> Group PLC (IHG <br> US), ADR<br>| 1227 | &nbsp;&nbsp; 142575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Consolidated Airlines <br> Group SA<br>| 119677 | &nbsp;&nbsp; 597977 |
|  | Intertek Group PLC | 72170 | &nbsp;&nbsp; 4692492 |
|  | Investec PLC | 30816 | &nbsp;&nbsp; 227942 |
|  | J Sainsbury PLC | 923337 | &nbsp;&nbsp; 3692048 |
|  | Kingfisher PLC | 99334 | &nbsp;&nbsp; 353212 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Legal & General Group <br> PLC<br>| 2136040 | &nbsp;&nbsp; $7226362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group <br> PLC (LLOY LN)<br>| 19674684 | &nbsp;&nbsp; 20175357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; London Stock <br> Exchange Group <br> PLC<br>| 62942 | &nbsp;&nbsp; 7672291 |
|  | M&G PLC | 776502 | &nbsp;&nbsp; 2672638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marks & Spencer <br> Group PLC<br>| 1446215 | &nbsp;&nbsp; 6641871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Melrose Industries <br> PLC<br>| 580887 | &nbsp;&nbsp; 3921935 |
|  | Mondi PLC | 13551 | &nbsp;&nbsp; 183186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Grid PLC (NG <br> LN)<br>| 659259 | &nbsp;&nbsp; 9263953 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; National Grid PLC <br> (NGG US), <br> Sponsored ADR<br>| 96760 | &nbsp;&nbsp; 6810936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NatWest Group PLC <br> (NWG LN)<br>| 2249764 | &nbsp;&nbsp; 15616907 |
|  | Next PLC | 43637 | &nbsp;&nbsp; 7083201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pearson PLC (PSON <br> LN)<br>| 188098 | &nbsp;&nbsp; 2659885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phoenix Group <br> Holdings PLC<br>| 320847 | &nbsp;&nbsp; 2805829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prudential PLC (PRU <br> LN)<br>| 538464 | &nbsp;&nbsp; 6831049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prudential PLC (PUK <br> US), ADR<br>| 47310 | &nbsp;&nbsp; 1207351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reckitt Benckiser <br> Group PLC<br>| 305461 | &nbsp;&nbsp; 22893007 |
|  | RELX PLC (REL LN) | 170011 | &nbsp;&nbsp; 8833954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RELX PLC (RELX US), <br> Sponsored ADR<br>| 104741 | &nbsp;&nbsp; 5435013 |
|  | RELX PLC (REN NA) | 200352 | &nbsp;&nbsp; 10404567 |
|  | Rentokil Initial PLC | 720911 | &nbsp;&nbsp; 3596224 |
|  | Rightmove PLC | 73110 | &nbsp;&nbsp; 788966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rio Tinto PLC (RIO <br> LN)<br>| 154229 | &nbsp;&nbsp; 9185784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rio Tinto PLC (RIO <br> US), Sponsored <br> ADR<br>| 226623 | &nbsp;&nbsp; 13545257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rolls-Royce Holdings <br> PLC<br>| 2436202 | &nbsp;&nbsp; 34576943 |
|  | Sage Group PLC | 281990 | &nbsp;&nbsp; 4527814 |
|  | Schroders PLC | 46692 | &nbsp;&nbsp; 240004 |
|  | Severn Trent PLC | 109787 | &nbsp;&nbsp; 3849935 |
|  | Shell PLC (SHEL LN) | 77031 | &nbsp;&nbsp; 2767946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shell PLC (SHEL US), <br> ADR<br>| 1033864 | &nbsp;&nbsp; 74655191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Smith & Nephew PLC <br> (SN LN)<br>| 206252 | &nbsp;&nbsp; 3152138 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Smith & Nephew PLC <br> (SNN US), <br> Sponsored ADR<br>| 13121 | &nbsp;&nbsp; 400978 |
|  | Smiths Group PLC | 131756 | &nbsp;&nbsp; 4081296 |
|  | SSE PLC | 380284 | &nbsp;&nbsp; 9321608 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; St. James's Place <br> PLC<br>| 157790 | &nbsp;&nbsp; $2715703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standard Chartered <br> PLC<br>| 1001127 | &nbsp;&nbsp; 17947162 |
|  | Tesco PLC | 2917617 | &nbsp;&nbsp; 16392402 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Unilever PLC (UL US), <br> Sponsored ADR<br>| 201405 | &nbsp;&nbsp; 11768094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unilever PLC (ULVR <br> LN)<br>| 89128 | &nbsp;&nbsp; 5171246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unilever PLC (UNA <br> NA)<br>| 248265 | &nbsp;&nbsp; 14512230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Utilities Group <br> PLC<br>| 283252 | &nbsp;&nbsp; 4228343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vodafone Group PLC <br> (VOD LN)<br>| 8569747 | &nbsp;&nbsp; 9291291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vodafone Group PLC <br> (VOD US), <br> Sponsored ADR<br>| 21712 | &nbsp;&nbsp; 234711 |
|  | Weir Group PLC  | 112716 | &nbsp;&nbsp; 3959813 |
|  | Whitbread PLC | 9379 | &nbsp;&nbsp; 376762 |
| \* | Wise PLC, Class A | 111056 | &nbsp;&nbsp; 1483595 |
|  | WPP PLC (WPP LN) | 68592 | &nbsp;&nbsp; 371384 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; WPP PLC (WPP US), <br> Sponsored ADR<br>| 13587 | &nbsp;&nbsp; 367936 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM |  | &nbsp;&nbsp; 850297141 |
| UNITED STATES — (0.4%) | UNITED STATES — (0.4%) | UNITED STATES — (0.4%) | UNITED STATES — (0.4%) |
| \* | Amrize Ltd. | 188609 | &nbsp;&nbsp; 9534362 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Flutter Entertainment <br> PLC<br>| 35142 | &nbsp;&nbsp; 10643252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Paper <br> Co.<br>| 106683 | &nbsp;&nbsp; 5293882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Smurfit WestRock <br> PLC<br>| 7205 | &nbsp;&nbsp; 319758 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp; 25791254 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS |  | &nbsp;&nbsp; 6466030782 |
| PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) |
| GERMANY — (0.3%) | GERMANY — (0.3%) | GERMANY — (0.3%) | GERMANY — (0.3%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bayerische Motoren <br> Werke AG, 5.636%<br>| 24220 | &nbsp;&nbsp; 2117443 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Dr. Ing hc F Porsche <br> AG, 5.184%<br>| 27451 | &nbsp;&nbsp; 1391943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henkel AG & Co. <br> KGaA, 3.029%<br>| 69345 | &nbsp;&nbsp; 5343663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Porsche Automobil <br> Holding SE, 5.422%<br>| 17968 | &nbsp;&nbsp; 721129 |
| # | Sartorius AG, 0.398% | 3717 | &nbsp;&nbsp; 791542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen AG, <br> 6.912%<br>| 83376 | &nbsp;&nbsp; 8718270 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 19083990 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Constellation Software, <br> Inc. Warrants <br> 03/31/2040<br>| 6143 | &nbsp;&nbsp; $0 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $3,730,515,592) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $3,730,515,592) |  | &nbsp;&nbsp; 6485114772 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (3.1%) | SECURITIES LENDING COLLATERAL — (3.1%) | SECURITIES LENDING COLLATERAL — (3.1%) | SECURITIES LENDING COLLATERAL — (3.1%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund<br>| 17729518 | &nbsp;&nbsp; $205077331 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $3,935,590,895)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $3,935,590,895)^^ |  | &nbsp;&nbsp; $6690192103 |

---

As of July 31, 2025, Large Cap International Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp; 217 | 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; $67685699 | &nbsp;&nbsp;&nbsp;&nbsp; $69160612 | &nbsp;&nbsp;&nbsp;&nbsp; $1474913 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$67685699** | &nbsp;&nbsp; **$69160612** | &nbsp;&nbsp; **$1474913** |

---

As of July 31, 2025, the value of Rule 144A securities amounted to $70,995,308 or 1.1% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp;&nbsp; $16374675 | &nbsp;&nbsp;&nbsp; $409683337 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $426058012 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austria | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 17672491 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 17672491 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium | &nbsp;&nbsp;&nbsp; 1663759 | &nbsp;&nbsp;&nbsp; 55189073 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 56852832 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp; 678591487 | &nbsp;&nbsp;&nbsp; 2983453 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 681574940 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark | &nbsp;&nbsp;&nbsp; 21865 | &nbsp;&nbsp;&nbsp; 127633511 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 127655376 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland | &nbsp;&nbsp;&nbsp; 914222 | &nbsp;&nbsp;&nbsp; 59427497 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 60341719 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; 6483539 | &nbsp;&nbsp;&nbsp; 580174329 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 586657868 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; 16249179 | &nbsp;&nbsp;&nbsp; 543151924 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 559401103 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 115211069 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 115211069 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ireland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 26460038 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 26460038 |
| &nbsp;&nbsp;&nbsp;&nbsp; Israel | &nbsp;&nbsp;&nbsp; 5104802 | &nbsp;&nbsp;&nbsp; 64348440 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 69453242 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy | &nbsp;&nbsp;&nbsp; 886111 | &nbsp;&nbsp;&nbsp; 185630150 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 186516261 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp;&nbsp; 13331717 | &nbsp;&nbsp;&nbsp; 1383545016 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1396876733 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp;&nbsp; 57466916 | &nbsp;&nbsp;&nbsp; 171299719 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 228766635 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 17707839 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 17707839 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway | &nbsp;&nbsp;&nbsp; 453252 | &nbsp;&nbsp;&nbsp; 48257156 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 48710408 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portugal | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15094915 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15094915 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 76936981 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 76936981 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Africa | &nbsp;&nbsp;&nbsp; 1451403 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1451403 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain | &nbsp;&nbsp;&nbsp; 13043134 | &nbsp;&nbsp;&nbsp; 177924469 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 190967603 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 181188752 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 181188752 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland | &nbsp;&nbsp;&nbsp; 65600412 | &nbsp;&nbsp;&nbsp; 452785755 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 518386167 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; 238518220 | &nbsp;&nbsp;&nbsp; 611778921 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 850297141 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; 9854120 | &nbsp;&nbsp;&nbsp; 15937134 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 25791254 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $19083990 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $19083990 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 205077331 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 205077331 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $1126008813 | &nbsp;&nbsp;&nbsp; $5564183290 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $6690192103 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | &nbsp;&nbsp;&nbsp; $1474913 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1474913 |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; $1474913 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1474913 |
| &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**International Core Equity 2 Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (96.3%) | COMMON STOCKS — (96.3%) | COMMON STOCKS — (96.3%) | COMMON STOCKS — (96.3%) |
| AUSTRALIA — (5.9%) | AUSTRALIA — (5.9%) | AUSTRALIA — (5.9%) | AUSTRALIA — (5.9%) |
| \* | 3P Learning Ltd. | 94768 | &nbsp;&nbsp; $39487 |
| # | Accent Group Ltd. | 1556816 | &nbsp;&nbsp; 1482980 |
|  | Acrow Ltd. | 840587 | &nbsp;&nbsp; 576922 |
| # | Adairs Ltd. | 533420 | &nbsp;&nbsp; 700718 |
|  | AGL Energy Ltd. | 791371 | &nbsp;&nbsp; 4931901 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ainsworth Game <br> Technology Ltd.<br>| 387271 | &nbsp;&nbsp; 248320 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Alkane Resources <br> Ltd.<br>| 1394142 | &nbsp;&nbsp; 636197 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Alliance Aviation <br> Services Ltd.<br>| 99829 | &nbsp;&nbsp; 165307 |
|  | ALS Ltd. | 1199746 | &nbsp;&nbsp; 13947618 |
| #\* | AMA Group Ltd. | 8310665 | &nbsp;&nbsp; 490749 |
|  | Amotiv Ltd. | 482405 | &nbsp;&nbsp; 2715110 |
|  | AMP Ltd. | 8386595 | &nbsp;&nbsp; 8580444 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amplitude Energy <br> Ltd.<br>| 9207254 | &nbsp;&nbsp; 1506745 |
| # | Ampol Ltd. | 664927 | &nbsp;&nbsp; 11625483 |
|  | Ansell Ltd. | 524986 | &nbsp;&nbsp; 10050680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ANZ Group Holdings <br> Ltd.<br>| 2163379 | &nbsp;&nbsp; 42453061 |
| # | APA Group | 1421098 | &nbsp;&nbsp; 7643213 |
| #\* | Appen Ltd. | 938081 | &nbsp;&nbsp; 530923 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Arafura Rare Earths <br> Ltd. (ARU AU)<br>| 2826738 | &nbsp;&nbsp; 315003 |
| # | ARB Corp. Ltd. | 261022 | &nbsp;&nbsp; 5597553 |
|  | Aristocrat Leisure Ltd. | 632117 | &nbsp;&nbsp; 28304224 |
| # | ARN Media Ltd. | 1718897 | &nbsp;&nbsp; 519131 |
| \* | Articore Group Ltd. | 321992 | &nbsp;&nbsp; 41413 |
|  | ASX Ltd. | 93407 | &nbsp;&nbsp; 4186885 |
|  | Atlas Arteria Ltd. | 1996188 | &nbsp;&nbsp; 6593769 |
|  | AUB Group Ltd. | 252163 | &nbsp;&nbsp; 5477301 |
| \* | Audinate Group Ltd. | 5096 | &nbsp;&nbsp; 19955 |
| \* | Aura Energy Ltd. | 120455 | &nbsp;&nbsp; 12181 |
| \* | Aurelia Metals Ltd. | 4123799 | &nbsp;&nbsp; 462026 |
|  | Aurizon Holdings Ltd. | 6453773 | &nbsp;&nbsp; 13396916 |
| \* | Ausgold Ltd. | 34023 | &nbsp;&nbsp; 11843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aussie Broadband <br> Ltd.<br>| 565690 | &nbsp;&nbsp; 1631024 |
| \* | Austal Ltd. | 1838923 | &nbsp;&nbsp; 7717150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Austin Engineering <br> Ltd.<br>| 36772 | &nbsp;&nbsp; 8376 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Australian Agricultural <br> Co. Ltd.<br>| 1258308 | &nbsp;&nbsp; 1114833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Australian Clinical <br> Labs Ltd.<br>| 577447 | &nbsp;&nbsp; 1022129 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Australian Ethical <br> Investment Ltd.<br>| 249165 | &nbsp;&nbsp; 1249351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Australian Finance <br> Group Ltd.<br>| 810904 | &nbsp;&nbsp; 1154244 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Australian Strategic <br> Materials Ltd.<br>| 436024 | &nbsp;&nbsp; 152127 |
| # | Autosports Group Ltd. | 10383 | &nbsp;&nbsp; 16779 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Baby Bunting Group <br> Ltd.<br>| 443635 | &nbsp;&nbsp; $511841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Queensland <br> Ltd.<br>| 2698076 | &nbsp;&nbsp; 13144581 |
|  | Bapcor Ltd. | 1302749 | &nbsp;&nbsp; 3214732 |
|  | Beach Energy Ltd. | 8712124 | &nbsp;&nbsp; 6530360 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Beacon Lighting <br> Group Ltd.<br>| 7221 | &nbsp;&nbsp; 16802 |
|  | Bega Cheese Ltd. | 1804540 | &nbsp;&nbsp; 6008512 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bell Financial Group <br> Ltd.<br>| 286368 | &nbsp;&nbsp; 231392 |
| \* | Bellevue Gold Ltd. | 3619339 | &nbsp;&nbsp; 1865717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bendigo & Adelaide <br> Bank Ltd.<br>| 1880756 | &nbsp;&nbsp; 14734325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BHP Group Ltd. (BHP <br> AU)<br>| 3946270 | &nbsp;&nbsp; 99663892 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; BHP Group Ltd. (BHP <br> LN), Class DI<br>| 338292 | &nbsp;&nbsp; 8488494 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; BHP Group Ltd. (BHP <br> US), Sponsored <br> ADR<br>| 1162926 | &nbsp;&nbsp; 58925460 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bisalloy Steel Group <br> Ltd.<br>| 5274 | &nbsp;&nbsp; 13486 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Black Cat Syndicate <br> Ltd. (BC8 AU)<br>| 219610 | &nbsp;&nbsp; 112671 |
|  | BlueScope Steel Ltd. | 1024289 | &nbsp;&nbsp; 15528513 |
| #\* | Boss Energy Ltd. | 759953 | &nbsp;&nbsp; 836642 |
|  | Brambles Ltd. | 2189246 | &nbsp;&nbsp; 33494242 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bravura Solutions <br> Ltd.<br>| 988288 | &nbsp;&nbsp; 1356343 |
| # | Breville Group Ltd. | 342840 | &nbsp;&nbsp; 7169995 |
| # | Brickworks Ltd. | 372034 | &nbsp;&nbsp; 7807764 |
|  | Capral Ltd. | 14656 | &nbsp;&nbsp; 105083 |
| \* | Capricorn Metals Ltd. | 1539431 | &nbsp;&nbsp; 8817630 |
|  | CAR Group Ltd. | 150186 | &nbsp;&nbsp; 3655455 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Carnarvon Energy <br> Ltd.<br>| 5805016 | &nbsp;&nbsp; 370664 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cash Converters <br> International Ltd.<br>| 668888 | &nbsp;&nbsp; 137463 |
| #\* | Catalyst Metals Ltd. | 34208 | &nbsp;&nbsp; 110874 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Catapult Group <br> International Ltd.<br>| 192104 | &nbsp;&nbsp; 813230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cedar Woods <br> Properties Ltd.<br>| 298918 | &nbsp;&nbsp; 1423317 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Centrebet <br> International Ltd.<br>| 22005 | &nbsp;&nbsp; 0 |
| #\* | Cettire Ltd. | 602468 | &nbsp;&nbsp; 99616 |
|  | Challenger Ltd. | 1905719 | &nbsp;&nbsp; 10015714 |
| # | Champion Iron Ltd. | 1315758 | &nbsp;&nbsp; 3476568 |
| #\* | Chrysos Corp. Ltd. | 13677 | &nbsp;&nbsp; 44358 |
| # | Civmec Australia Ltd. | 327100 | &nbsp;&nbsp; 241041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cleanaway Waste <br> Management Ltd.<br>| 6149747 | &nbsp;&nbsp; 11333489 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Clinuvel <br> Pharmaceuticals <br> Ltd.<br>| 79086 | &nbsp;&nbsp; $655574 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Coast Entertainment <br> Holdings Ltd.<br>| 1561575 | &nbsp;&nbsp; 376342 |
|  | Cochlear Ltd. | 71657 | &nbsp;&nbsp; 14628991 |
|  | Codan Ltd. | 531345 | &nbsp;&nbsp; 7104189 |
| \* | Cogstate Ltd. | 34463 | &nbsp;&nbsp; 38215 |
|  | Coles Group Ltd. | 1798408 | &nbsp;&nbsp; 23943942 |
|  | Collins Foods Ltd. | 571168 | &nbsp;&nbsp; 3392419 |
| \* | Comet Ridge Ltd. | 551430 | &nbsp;&nbsp; 51486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank <br> of Australia<br>| 660983 | &nbsp;&nbsp; 75041080 |
|  | Computershare Ltd. | 703248 | &nbsp;&nbsp; 18931015 |
| #\* | Core Lithium Ltd. | 493674 | &nbsp;&nbsp; 30581 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Coronado Global <br> Resources, Inc., <br> CDI<br>| 102026 | &nbsp;&nbsp; 12629 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Corporate Travel <br> Management Ltd.<br>| 298936 | &nbsp;&nbsp; 2987950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Credit Corp. Group <br> Ltd.<br>| 214285 | &nbsp;&nbsp; 2111766 |
|  | CSL Ltd. | 189511 | &nbsp;&nbsp; 32782410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dalrymple Bay <br> Infrastructure Ltd.<br>| 33729 | &nbsp;&nbsp; 96943 |
|  | Data#3 Ltd. | 806304 | &nbsp;&nbsp; 3879427 |
| #\* | Deep Yellow Ltd. | 1832042 | &nbsp;&nbsp; 1745542 |
|  | Deterra Royalties Ltd. | 929088 | &nbsp;&nbsp; 2460195 |
| \* | Develop Global Ltd. | 23536 | &nbsp;&nbsp; 64459 |
|  | Dicker Data Ltd. | 304732 | &nbsp;&nbsp; 1699368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Domain Holdings <br> Australia Ltd.<br>| 727314 | &nbsp;&nbsp; 2056882 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Domino's Pizza <br> Enterprises Ltd.<br>| 194495 | &nbsp;&nbsp; 2270025 |
|  | Downer EDI Ltd. | 3019034 | &nbsp;&nbsp; 13312798 |
| #\* | DUG Technology Ltd. | 13704 | &nbsp;&nbsp; 11738 |
| # | Duratec Ltd. | 254341 | &nbsp;&nbsp; 238100 |
|  | Dyno Nobel Ltd. | 6153675 | &nbsp;&nbsp; 11571760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagers Automotive <br> Ltd.<br>| 625153 | &nbsp;&nbsp; 7829227 |
| # | Elders Ltd. | 914642 | &nbsp;&nbsp; 4237475 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Electro Optic Systems <br> Holdings Ltd.<br>| 27306 | &nbsp;&nbsp; 56160 |
| \* | Emeco Holdings Ltd. | 1284105 | &nbsp;&nbsp; 731697 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Emerald Resources <br> NL<br>| 2111858 | &nbsp;&nbsp; 4635284 |
| #\* | EML Payments Ltd. | 725235 | &nbsp;&nbsp; 521803 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Endeavour Group <br> Ltd.<br>| 4355035 | &nbsp;&nbsp; 11404462 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Energy World Corp. <br> Ltd.<br>| 249328 | &nbsp;&nbsp; 7617 |
|  | Enero Group Ltd. | 111101 | &nbsp;&nbsp; 71488 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Environmental Group <br> Ltd.<br>| 176104 | &nbsp;&nbsp; 30485 |
|  | EQT Holdings Ltd. | 77433 | &nbsp;&nbsp; 1614682 |
|  | ESG Minerals | 4224 | &nbsp;&nbsp; 434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Euroz Hartleys Group <br> Ltd.<br>| 129142 | &nbsp;&nbsp; 77111 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| # | Evolution Mining Ltd. | 6791671 | &nbsp;&nbsp; $30737196 |
|  | EVT Ltd. | 433730 | &nbsp;&nbsp; 4704651 |
| #\* | Fenix Resources Ltd. | 127590 | &nbsp;&nbsp; 24484 |
|  | Fiducian Group Ltd. | 7459 | &nbsp;&nbsp; 53656 |
|  | Finbar Group Ltd. | 5532 | &nbsp;&nbsp; 2341 |
| #\* | Findi Ltd. | 2941 | &nbsp;&nbsp; 6981 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; FleetPartners Group <br> Ltd.<br>| 1062096 | &nbsp;&nbsp; 1868187 |
| # | Fleetwood Ltd. | 329397 | &nbsp;&nbsp; 557549 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Flight Centre Travel <br> Group Ltd.<br>| 542371 | &nbsp;&nbsp; 4136544 |
|  | Fortescue Ltd. | 2338084 | &nbsp;&nbsp; 26453681 |
|  | G8 Education Ltd. | 2685139 | &nbsp;&nbsp; 1547978 |
| \* | Genesis Minerals Ltd. | 146104 | &nbsp;&nbsp; 343163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GenusPlus Group <br> Ltd.<br>| 13453 | &nbsp;&nbsp; 38905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gold Road Resources <br> Ltd.<br>| 4867776 | &nbsp;&nbsp; 9751609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GR Engineering <br> Services Ltd.<br>| 185799 | &nbsp;&nbsp; 442259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GrainCorp Ltd., <br> Class A<br>| 1099366 | &nbsp;&nbsp; 5334934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grange Resources <br> Ltd.<br>| 2176046 | &nbsp;&nbsp; 271731 |
|  | GWA Group Ltd. | 962251 | &nbsp;&nbsp; 1561172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hansen Technologies <br> Ltd.<br>| 705627 | &nbsp;&nbsp; 2710585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harvey Norman <br> Holdings Ltd.<br>| 2353566 | &nbsp;&nbsp; 8726643 |
|  | Healius Ltd. | 4421142 | &nbsp;&nbsp; 2168820 |
|  | Helia Group Ltd. | 2111355 | &nbsp;&nbsp; 6835520 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Highfield Resources <br> Ltd.<br>| 176577 | &nbsp;&nbsp; 22105 |
| \* | Horizon Minerals Ltd. | 393886 | &nbsp;&nbsp; 11097 |
|  | Horizon Oil Ltd. | 237477 | &nbsp;&nbsp; 31151 |
|  | HUB24 Ltd. | 124786 | &nbsp;&nbsp; 8469871 |
| # | Humm Group Ltd. | 1696710 | &nbsp;&nbsp; 625040 |
| # | IDP Education Ltd. | 216089 | &nbsp;&nbsp; 488893 |
| # | IGO Ltd. | 733814 | &nbsp;&nbsp; 2064343 |
|  | Iluka Resources Ltd. | 1090325 | &nbsp;&nbsp; 3571935 |
|  | Imdex Ltd. | 1592388 | &nbsp;&nbsp; 3092097 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Immutep Ltd. (IMM <br> AU)<br>| 539360 | &nbsp;&nbsp; 93384 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Immutep Ltd. (IMMP <br> US), Sponsored <br> ADR<br>| 5613 | &nbsp;&nbsp; 9767 |
| \* | Imugene Ltd. | 107723 | &nbsp;&nbsp; 18600 |
|  | Infomedia Ltd. | 1519727 | &nbsp;&nbsp; 1263725 |
|  | Inghams Group Ltd. | 1583063 | &nbsp;&nbsp; 3506445 |
| \* | Insignia Financial Ltd. | 2618831 | &nbsp;&nbsp; 7544276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Insurance Australia <br> Group Ltd.<br>| 5989377 | &nbsp;&nbsp; 33620873 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Integral Diagnostics <br> Ltd.<br>| 945831 | &nbsp;&nbsp; 1620175 |
| #\* | ioneer Ltd. | 1836389 | &nbsp;&nbsp; 134489 |
| # | IPD Group Ltd. | 21113 | &nbsp;&nbsp; 47831 |
|  | IPH Ltd. | 758643 | &nbsp;&nbsp; 2545732 |
|  | IRESS Ltd. | 516266 | &nbsp;&nbsp; 2619317 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | IVE Group Ltd. | 423738 | &nbsp;&nbsp; $803027 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; James Hardie <br> Industries PLC <br> (JHX AU), CDI<br>| 513476 | &nbsp;&nbsp; 13477424 |
|  | JB Hi-Fi Ltd. | 432315 | &nbsp;&nbsp; 30790341 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Johns Lyng Group <br> Ltd.<br>| 847441 | &nbsp;&nbsp; 2108812 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Judo Capital Holdings <br> Ltd.<br>| 1291714 | &nbsp;&nbsp; 1245774 |
|  | Jupiter Mines Ltd. | 3457698 | &nbsp;&nbsp; 466228 |
| # | Karoon Energy Ltd. | 3163888 | &nbsp;&nbsp; 3783991 |
| # | Kelsian Group Ltd. | 347540 | &nbsp;&nbsp; 829733 |
| # | Kogan.com Ltd. | 171167 | &nbsp;&nbsp; 423682 |
|  | Lendlease Corp. Ltd. | 2172752 | &nbsp;&nbsp; 7302631 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lifestyle Communities <br> Ltd.<br>| 334182 | &nbsp;&nbsp; 945282 |
| # | Lindsay Australia Ltd. | 315534 | &nbsp;&nbsp; 148618 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Liontown Resources <br> Ltd.<br>| 918176 | &nbsp;&nbsp; 453358 |
|  | Lottery Corp. Ltd.  | 3159237 | &nbsp;&nbsp; 10957434 |
|  | Lovisa Holdings Ltd. | 287828 | &nbsp;&nbsp; 6252139 |
| # | Lycopodium Ltd. | 97952 | &nbsp;&nbsp; 716660 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lynas Rare Earths <br> Ltd.<br>| 1285098 | &nbsp;&nbsp; 8635089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MA Financial Group <br> Ltd.<br>| 229293 | &nbsp;&nbsp; 1199240 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Maas Group Holdings <br> Ltd.<br>| 29327 | &nbsp;&nbsp; 77419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Macmahon Holdings <br> Ltd.<br>| 4944481 | &nbsp;&nbsp; 950882 |
|  | Macquarie Group Ltd. | 184518 | &nbsp;&nbsp; 25553050 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Macquarie Technology <br> Group Ltd.<br>| 22558 | &nbsp;&nbsp; 1004732 |
| # | Mader Group Ltd. | 24395 | &nbsp;&nbsp; 115389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magellan Financial <br> Group Ltd.<br>| 608724 | &nbsp;&nbsp; 4139360 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mayne Pharma Group <br> Ltd.<br>| 280148 | &nbsp;&nbsp; 890860 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; McMillan Shakespeare <br> Ltd.<br>| 290019 | &nbsp;&nbsp; 3317328 |
| \* | McPherson's Ltd. | 297484 | &nbsp;&nbsp; 58444 |
|  | Medibank Pvt Ltd. | 3885523 | &nbsp;&nbsp; 12699457 |
| \* | Megaport Ltd. | 388330 | &nbsp;&nbsp; 3709195 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mesoblast Ltd. (MESO <br> US), Sponsored <br> ADR<br>| 796 | &nbsp;&nbsp; 12147 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Mesoblast Ltd. (MSB <br> AU)<br>| 510234 | &nbsp;&nbsp; 771275 |
| \* | Metals X Ltd. | 2911876 | &nbsp;&nbsp; 1078506 |
|  | Metcash Ltd. | 4197178 | &nbsp;&nbsp; 10478276 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Michael Hill <br> International Ltd. <br> (MHJ NZ)<br>| 61279 | &nbsp;&nbsp; 15666 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mineral Resources <br> Ltd.<br>| 363574 | &nbsp;&nbsp; 6566943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Monadelphous Group <br> Ltd.<br>| 342296 | &nbsp;&nbsp; 4267637 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Monash IVF Group <br> Ltd.<br>| 1096913 | &nbsp;&nbsp; $560856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MotorCycle Holdings <br> Ltd.<br>| 5178 | &nbsp;&nbsp; 11949 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Mount Gibson Iron <br> Ltd.<br>| 2562797 | &nbsp;&nbsp; 640916 |
|  | Myer Holdings Ltd. | 9202242 | &nbsp;&nbsp; 3552195 |
|  | MyState Ltd. | 652893 | &nbsp;&nbsp; 1803521 |
| \* | Nanosonics Ltd. | 174411 | &nbsp;&nbsp; 451735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Australia <br> Bank Ltd.<br>| 2515057 | &nbsp;&nbsp; 62415273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Navigator Global <br> Investments Ltd.<br>| 1298512 | &nbsp;&nbsp; 1594087 |
|  | Netwealth Group Ltd. | 530104 | &nbsp;&nbsp; 12650624 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Neuren <br> Pharmaceuticals <br> Ltd.<br>| 30941 | &nbsp;&nbsp; 339284 |
| # | New Hope Corp. Ltd. | 2337069 | &nbsp;&nbsp; 6241733 |
| #\* | NEXTDC Ltd. | 649477 | &nbsp;&nbsp; 5980446 |
|  | nib holdings Ltd. | 1983875 | &nbsp;&nbsp; 9418961 |
| # | Nick Scali Ltd. | 393426 | &nbsp;&nbsp; 4832708 |
|  | Nickel Industries Ltd. | 4467272 | &nbsp;&nbsp; 2098671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nine Entertainment <br> Co. Holdings Ltd.<br>| 4512525 | &nbsp;&nbsp; 4902056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northern Star <br> Resources Ltd.<br>| 2777658 | &nbsp;&nbsp; 27596940 |
| #\* | Novonix Ltd. | 172214 | &nbsp;&nbsp; 49373 |
|  | NRW Holdings Ltd. | 2713669 | &nbsp;&nbsp; 5603301 |
| \* | Nufarm Ltd. | 1356045 | &nbsp;&nbsp; 2239289 |
| \* | Nuix Ltd. | 356322 | &nbsp;&nbsp; 536107 |
|  | Objective Corp. Ltd. | 55180 | &nbsp;&nbsp; 674111 |
| #\* | OFX Group Ltd. | 768962 | &nbsp;&nbsp; 409112 |
|  | OM Holdings Ltd. | 418603 | &nbsp;&nbsp; 84095 |
| \* | Omni Bridgeway Ltd. | 831931 | &nbsp;&nbsp; 761684 |
|  | oOh!media Ltd. | 1838713 | &nbsp;&nbsp; 2122282 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ora Banda Mining <br> Ltd.<br>| 92151 | &nbsp;&nbsp; 38196 |
|  | Orica Ltd. | 1426838 | &nbsp;&nbsp; 19484981 |
|  | Origin Energy Ltd. | 2632725 | &nbsp;&nbsp; 19687020 |
|  | Orora Ltd. | 4290219 | &nbsp;&nbsp; 5694045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Current Group <br> Ltd.<br>| 236569 | &nbsp;&nbsp; 1675177 |
| #\* | Paladin Energy Ltd. | 545773 | &nbsp;&nbsp; 2133524 |
| \* | Pantoro Gold Ltd. | 82971 | &nbsp;&nbsp; 193587 |
|  | Peet Ltd. | 1092350 | &nbsp;&nbsp; 1184986 |
| #\* | Peninsula Energy Ltd. | 24055 | &nbsp;&nbsp; 9585 |
| #\* | PeopleIN Ltd. | 68789 | &nbsp;&nbsp; 30919 |
| # | Pepper Money Ltd. | 77310 | &nbsp;&nbsp; 95485 |
|  | Perenti Ltd. | 3782322 | &nbsp;&nbsp; 4243447 |
|  | Perpetual Ltd. | 394249 | &nbsp;&nbsp; 5294446 |
|  | Perseus Mining Ltd. | 6318689 | &nbsp;&nbsp; 13191571 |
| \* | PEXA Group Ltd. | 388686 | &nbsp;&nbsp; 3946948 |
| #\* | Pilbara Minerals Ltd. | 4457990 | &nbsp;&nbsp; 4523560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pinnacle Investment <br> Management Group <br> Ltd.<br>| 41401 | &nbsp;&nbsp; 587488 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Platinum Asset <br> Management Ltd.<br>| 1228861 | &nbsp;&nbsp; 523996 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PointsBet Holdings <br> Ltd.<br>| 49262 | &nbsp;&nbsp; $38668 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PPK Mining <br> Equipment Group <br> Pty. Ltd.<br>| 3734 | &nbsp;&nbsp; 0 |
| # | Praemium Ltd. | 694612 | &nbsp;&nbsp; 312194 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Premier Investments <br> Ltd.<br>| 413932 | &nbsp;&nbsp; 5597310 |
|  | Pro Medicus Ltd. | 129219 | &nbsp;&nbsp; 26535713 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Propel Funeral <br> Partners Ltd.<br>| 114444 | &nbsp;&nbsp; 341750 |
| # | PWR Holdings Ltd. | 243862 | &nbsp;&nbsp; 1222058 |
|  | Qantas Airways Ltd. | 833452 | &nbsp;&nbsp; 5780271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; QBE Insurance Group <br> Ltd.<br>| 2992159 | &nbsp;&nbsp; 44386333 |
|  | Qube Holdings Ltd. | 3861608 | &nbsp;&nbsp; 10768484 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ramelius Resources <br> Ltd.<br>| 5316353 | &nbsp;&nbsp; 8553374 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ramsay Health Care <br> Ltd.<br>| 407509 | &nbsp;&nbsp; 10087757 |
| # | REA Group Ltd. | 72139 | &nbsp;&nbsp; 10989002 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; ReadyTech Holdings <br> Ltd.<br>| 19841 | &nbsp;&nbsp; 28867 |
| # | Reece Ltd. | 307194 | &nbsp;&nbsp; 2659859 |
|  | Regis Healthcare Ltd. | 600786 | &nbsp;&nbsp; 3209799 |
| \* | Regis Resources Ltd. | 3257662 | &nbsp;&nbsp; 8494748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reliance Worldwide <br> Corp. Ltd.<br>| 2383272 | &nbsp;&nbsp; 6551609 |
| # | Resimac Group Ltd. | 61700 | &nbsp;&nbsp; 35034 |
| \* | Resolute Mining Ltd. | 10185848 | &nbsp;&nbsp; 4015466 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Retail Food Group <br> Ltd.<br>| 25031 | &nbsp;&nbsp; 31761 |
| # | Ridley Corp. Ltd. | 1542660 | &nbsp;&nbsp; 2874367 |
|  | Rio Tinto Ltd. | 683883 | &nbsp;&nbsp; 48636335 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RPMGlobal Holdings <br> Ltd.<br>| 589917 | &nbsp;&nbsp; 1272098 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sandfire Resources <br> Ltd.<br>| 2243286 | &nbsp;&nbsp; 15091864 |
|  | Santos Ltd. | 10353005 | &nbsp;&nbsp; 52095145 |
|  | SEEK Ltd. | 462081 | &nbsp;&nbsp; 7127909 |
| \* | Select Harvests Ltd. | 790774 | &nbsp;&nbsp; 1743422 |
| # | Servcorp Ltd. | 216940 | &nbsp;&nbsp; 822702 |
|  | Service Stream Ltd. | 2922631 | &nbsp;&nbsp; 3715608 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Seven West Media <br> Ltd.<br>| 3271750 | &nbsp;&nbsp; 293990 |
|  | SGH Ltd. | 498897 | &nbsp;&nbsp; 16317587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shaver Shop Group <br> Ltd.<br>| 416027 | &nbsp;&nbsp; 394854 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sigma Healthcare <br> Ltd.<br>| 7513131 | &nbsp;&nbsp; 13877621 |
| \* | Silver Mines Ltd. | 669087 | &nbsp;&nbsp; 55245 |
|  | Sims Ltd. (SGM AU) | 664743 | &nbsp;&nbsp; 6450268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SmartGroup Corp. <br> Ltd.<br>| 418613 | &nbsp;&nbsp; 2118289 |
|  | Solvar Ltd. | 740816 | &nbsp;&nbsp; 760013 |
|  | Sonic Healthcare Ltd. | 582995 | &nbsp;&nbsp; 10295016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; South32 Ltd. (S32 <br> AU)<br>| 7811984 | &nbsp;&nbsp; 14608718 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; South32 Ltd. (SOUHY <br> US), ADR<br>| 402590 | &nbsp;&nbsp; $3760191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Cross <br> Electrical <br> Engineering Ltd.<br>| 440780 | &nbsp;&nbsp; 499948 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Southern Cross Media <br> Group Ltd.<br>| 789338 | &nbsp;&nbsp; 302257 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; SpeedCast <br> International Ltd.<br>| 1370682 | &nbsp;&nbsp; 0 |
|  | SRG Global Ltd. | 1262527 | &nbsp;&nbsp; 1343185 |
| #\* | St Barbara Ltd. | 3351461 | &nbsp;&nbsp; 577031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stanmore Resources <br> Ltd.<br>| 871097 | &nbsp;&nbsp; 1179808 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Star Entertainment <br> Group Ltd.<br>| 5735430 | &nbsp;&nbsp; 401646 |
|  | Steadfast Group Ltd. | 2097992 | &nbsp;&nbsp; 7984704 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Strandline Resources <br> Ltd.<br>| 1026220 | &nbsp;&nbsp; 11871 |
| #\* | Strike Energy Ltd. | 1284331 | &nbsp;&nbsp; 94155 |
|  | Suncorp Group Ltd. | 1829071 | &nbsp;&nbsp; 24518262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Super Retail Group <br> Ltd.<br>| 1047902 | &nbsp;&nbsp; 10250095 |
| \* | Superloop Ltd. | 1345064 | &nbsp;&nbsp; 2882093 |
| #\* | Syrah Resources Ltd. | 2816556 | &nbsp;&nbsp; 687823 |
|  | Tabcorp Holdings Ltd. | 10149476 | &nbsp;&nbsp; 5013918 |
|  | Technology One Ltd. | 1011227 | &nbsp;&nbsp; 26452209 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Telix Pharmaceuticals <br> Ltd.<br>| 67404 | &nbsp;&nbsp; 903024 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Telstra Group Ltd. <br> (TLGPY US), ADR<br>| 31198 | &nbsp;&nbsp; 499636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telstra Group Ltd. <br> (TLS AU)<br>| 5234712 | &nbsp;&nbsp; 16683449 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Temple & Webster <br> Group Ltd.<br>| 50076 | &nbsp;&nbsp; 780469 |
| # | Ten Sixty Four Ltd. | 1871019 | &nbsp;&nbsp; 132265 |
| # | Terracom Ltd. | 1191100 | &nbsp;&nbsp; 59482 |
|  | TPG Telecom Ltd. | 1060088 | &nbsp;&nbsp; 3760118 |
|  | Transurban Group | 1336306 | &nbsp;&nbsp; 11826071 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Treasury Wine <br> Estates Ltd.<br>| 1521502 | &nbsp;&nbsp; 7357416 |
| \* | Tuas Ltd. | 766765 | &nbsp;&nbsp; 2628326 |
| #\* | Tyro Payments Ltd. | 793621 | &nbsp;&nbsp; 483686 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Universal Store <br> Holdings Ltd.<br>| 8603 | &nbsp;&nbsp; 46573 |
| \* | Vault Minerals Ltd. | 22165909 | &nbsp;&nbsp; 5131391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ventia Services Group <br> Pty. Ltd.<br>| 3687213 | &nbsp;&nbsp; 12277635 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Viva Energy Group <br> Ltd.<br>| 3612568 | &nbsp;&nbsp; 4834426 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Vulcan Energy <br> Resources Ltd.<br>| 4031 | &nbsp;&nbsp; 9368 |
| # | Vulcan Steel Ltd. | 2180 | &nbsp;&nbsp; 8413 |
| \* | Vysarn Ltd. | 7706 | &nbsp;&nbsp; 2515 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; WEB Travel Group <br> Ltd.<br>| 708501 | &nbsp;&nbsp; 2022911 |
| #\* | Webjet Group Ltd. | 795425 | &nbsp;&nbsp; 454087 |
|  | Wesfarmers Ltd. | 867784 | &nbsp;&nbsp; 47467328 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; West African <br> Resources Ltd.<br>| 5302512 | &nbsp;&nbsp; $7938919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westgold Resources <br> Ltd.<br>| 2819516 | &nbsp;&nbsp; 4605138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking <br> Corp.<br>| 2426921 | &nbsp;&nbsp; 52397533 |
|  | Whitehaven Coal Ltd. | 2456702 | &nbsp;&nbsp; 10075668 |
|  | WiseTech Global Ltd. | 141909 | &nbsp;&nbsp; 10748209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Woodside Energy <br> Group Ltd. (WDS <br> AU)<br>| 2739232 | &nbsp;&nbsp; 46354316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Woodside Energy <br> Group Ltd. (WDS <br> LN)<br>| 299211 | &nbsp;&nbsp; 5112937 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Woodside Energy <br> Group Ltd. (WDS <br> US), ADR<br>| 460399 | &nbsp;&nbsp; 7794555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Woolworths Group <br> Ltd.<br>| 893313 | &nbsp;&nbsp; 18034290 |
|  | Worley Ltd. | 1143324 | &nbsp;&nbsp; 9729780 |
| #\* | Xanadu Mines Ltd. | 147601 | &nbsp;&nbsp; 7584 |
| \* | Xero Ltd. | 125144 | &nbsp;&nbsp; 14411653 |
|  | XRF Scientific Ltd. | 331977 | &nbsp;&nbsp; 411706 |
| # | Yancoal Australia Ltd. | 1330882 | &nbsp;&nbsp; 5375094 |
| #\* | Zip Co. Ltd. | 1032376 | &nbsp;&nbsp; 2093624 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp; 2092990021 |
| AUSTRIA — (0.6%) | AUSTRIA — (0.6%) | AUSTRIA — (0.6%) | AUSTRIA — (0.6%) |
| \* | Addiko Bank AG | 10150 | &nbsp;&nbsp; 253225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agrana Beteiligungs <br> AG<br>| 44126 | &nbsp;&nbsp; 588505 |
| # | ANDRITZ AG | 335732 | &nbsp;&nbsp; 23363897 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AT&S Austria <br> Technologie & <br> Systemtechnik AG<br>| 45056 | &nbsp;&nbsp; 905852 |
| Ω | BAWAG Group AG | 250872 | &nbsp;&nbsp; 31661912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CA Immobilien <br> Anlagen AG<br>| 101816 | &nbsp;&nbsp; 2711606 |
| #\* | CPI Europe AG | 93741 | &nbsp;&nbsp; 1947202 |
| \* | DO & Co. AG | 34540 | &nbsp;&nbsp; 7792237 |
|  | Erste Group Bank AG | 374745 | &nbsp;&nbsp; 34268132 |
| \* | Eurotelesites AG | 148219 | &nbsp;&nbsp; 869092 |
|  | EVN AG | 167785 | &nbsp;&nbsp; 4534096 |
| \* | FACC AG | 26628 | &nbsp;&nbsp; 218369 |
|  | Frequentis AG | 407 | &nbsp;&nbsp; 29152 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Immofinanz AG (IIA <br> AV)<br>| 223231 | &nbsp;&nbsp; 0 |
| #\* | Lenzing AG | 50020 | &nbsp;&nbsp; 1399189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mayr Melnhof Karton <br> AG<br>| 19515 | &nbsp;&nbsp; 1663012 |
|  | Oberbank AG | 5628 | &nbsp;&nbsp; 468879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oesterreichische Post <br> AG<br>| 120710 | &nbsp;&nbsp; 4210449 |
|  | OMV AG | 527444 | &nbsp;&nbsp; 26861863 |
|  | Palfinger AG | 46816 | &nbsp;&nbsp; 1947109 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; POLYTEC Holding <br> AG<br>| 63853 | &nbsp;&nbsp; 243805 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) |
|  | Porr AG | 69238 | &nbsp;&nbsp; $2327763 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Raiffeisen Bank <br> International AG<br>| 367971 | &nbsp;&nbsp; 10624946 |
|  | SBO AG | 22339 | &nbsp;&nbsp; 739263 |
|  | Semperit AG Holding | 25048 | &nbsp;&nbsp; 375851 |
|  | Strabag SE (STR AV) | 17369 | &nbsp;&nbsp; 1632882 |
|  | Telekom Austria AG | 532431 | &nbsp;&nbsp; 5642579 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; UBM Development <br> AG<br>| 5647 | &nbsp;&nbsp; 131908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UNIQA Insurance <br> Group AG<br>| 256146 | &nbsp;&nbsp; 3690218 |
|  | Verbund AG | 82944 | &nbsp;&nbsp; 6175967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vienna Insurance <br> Group AG Wiener <br> Versicherung <br> Gruppe<br>| 182465 | &nbsp;&nbsp; 9627699 |
|  | voestalpine AG | 321142 | &nbsp;&nbsp; 8841202 |
|  | Wienerberger AG | 305412 | &nbsp;&nbsp; 10238141 |
|  | Zumtobel Group AG | 101344 | &nbsp;&nbsp; 525131 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | &nbsp;&nbsp; 206511133 |
| BELGIUM — (1.1%) | BELGIUM — (1.1%) | BELGIUM — (1.1%) | BELGIUM — (1.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ackermans & van <br> Haaren NV<br>| 113643 | &nbsp;&nbsp; 27876195 |
|  | Ageas SA | 666438 | &nbsp;&nbsp; 45312629 |
| \* | AGFA-Gevaert NV | 559657 | &nbsp;&nbsp; 719088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anheuser-Busch <br> InBev SA (ABI BB)<br>| 1047879 | &nbsp;&nbsp; 60245343 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Anheuser-Busch <br> InBev SA (BUD <br> US), Sponsored <br> ADR<br>| 59509 | &nbsp;&nbsp; 3431884 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Argenx SE (ARGX <br> BB)<br>| 8301 | &nbsp;&nbsp; 5575194 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Argenx SE (ARGX <br> US), ADR<br>| 4370 | &nbsp;&nbsp; 2929342 |
| \* | Atenor | 11318 | &nbsp;&nbsp; 40027 |
| # | Azelis Group NV | 181217 | &nbsp;&nbsp; 2815495 |
|  | Barco NV | 94956 | &nbsp;&nbsp; 1479972 |
|  | Bekaert SA | 174233 | &nbsp;&nbsp; 7176192 |
| \* | bpost SA | 303942 | &nbsp;&nbsp; 760866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie <br> d'Entreprises CFE<br>| 55505 | &nbsp;&nbsp; 620783 |
| # | CMB Tech NV | 24625 | &nbsp;&nbsp; 216946 |
|  | Colruyt Group NV | 240255 | &nbsp;&nbsp; 10262937 |
|  | Deceuninck NV | 292565 | &nbsp;&nbsp; 725354 |
|  | Deme Group NV | 44003 | &nbsp;&nbsp; 6585886 |
|  | D'ieteren Group | 27925 | &nbsp;&nbsp; 5516110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Econocom Group SA <br> NV<br>| 329215 | &nbsp;&nbsp; 692200 |
|  | Elia Group SA | 75325 | &nbsp;&nbsp; 8690486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EVS Broadcast <br> Equipment SA<br>| 56905 | &nbsp;&nbsp; 2458477 |
|  | Fagron | 310754 | &nbsp;&nbsp; 7683973 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Galapagos NV (GLPG <br> BB)<br>| 152486 | &nbsp;&nbsp; 4989957 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Galapagos NV (GLPG <br> NA)<br>| 7404 | &nbsp;&nbsp; $242289 |
|  | Gimv NV | 129816 | &nbsp;&nbsp; 6220516 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hyloris <br> Pharmaceuticals <br> SA<br>| 739 | &nbsp;&nbsp; 5692 |
| #\* | Immobel SA | 12649 | &nbsp;&nbsp; 360146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ion Beam <br> Applications<br>| 15980 | &nbsp;&nbsp; 220018 |
|  | Jensen-Group NV | 9952 | &nbsp;&nbsp; 657358 |
|  | KBC Group NV | 745010 | &nbsp;&nbsp; 77707433 |
| # | Kinepolis Group NV | 52332 | &nbsp;&nbsp; 2165536 |
|  | Lotus Bakeries NV | 1423 | &nbsp;&nbsp; 12030631 |
| # | Melexis NV | 73001 | &nbsp;&nbsp; 5583462 |
| \* | Nyxoah SA | 1315 | &nbsp;&nbsp; 9810 |
| #\* | Ontex Group NV | 312803 | &nbsp;&nbsp; 2425257 |
| \* | Onward Medical NV | 4822 | &nbsp;&nbsp; 23178 |
| \* | Orange Belgium SA | 143087 | &nbsp;&nbsp; 2938391 |
|  | Proximus SADP | 410966 | &nbsp;&nbsp; 3414605 |
|  | Recticel SA | 168419 | &nbsp;&nbsp; 2049419 |
|  | Sipef NV | 18768 | &nbsp;&nbsp; 1329836 |
| # | Solvay SA | 311505 | &nbsp;&nbsp; 9760266 |
|  | Syensqo SA | 255227 | &nbsp;&nbsp; 20228223 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tessenderlo Group <br> SA<br>| 104395 | &nbsp;&nbsp; 3105609 |
|  | UCB SA | 150177 | &nbsp;&nbsp; 32266254 |
|  | Umicore SA | 199717 | &nbsp;&nbsp; 3156282 |
| # | Van de Velde NV | 25804 | &nbsp;&nbsp; 984715 |
|  | VGP NV | 41478 | &nbsp;&nbsp; 4361814 |
|  | Viohalco SA | 173711 | &nbsp;&nbsp; 1216719 |
|  | What's Cooking BV | 2086 | &nbsp;&nbsp; 252000 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | &nbsp;&nbsp; 399520795 |
| CANADA — (11.1%) | CANADA — (11.1%) | CANADA — (11.1%) | CANADA — (11.1%) |
| \* | 5N Plus, Inc. | 227024 | &nbsp;&nbsp; 2026766 |
|  | Acadian Timber Corp. | 48264 | &nbsp;&nbsp; 625593 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ACT Energy <br> Technologies Ltd.<br>| 11543 | &nbsp;&nbsp; 40903 |
|  | ADENTRA, Inc. | 51593 | &nbsp;&nbsp; 1095085 |
|  | ADF Group, Inc. | 48177 | &nbsp;&nbsp; 308756 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Advantage Energy <br> Ltd.<br>| 1243333 | &nbsp;&nbsp; 9915437 |
|  | Aecon Group, Inc. | 304780 | &nbsp;&nbsp; 4124296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ag Growth <br> International, Inc.<br>| 71830 | &nbsp;&nbsp; 2169001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AGF Management <br> Ltd., Class B<br>| 361684 | &nbsp;&nbsp; 3205456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agnico Eagle Mines <br> Ltd. (AEM CN)<br>| 231476 | &nbsp;&nbsp; 28735701 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Agnico Eagle Mines <br> Ltd. (AEM US)<br>| 415090 | &nbsp;&nbsp; 51620597 |
| #\* | Aimia, Inc. | 195436 | &nbsp;&nbsp; 428786 |
| \* | Air Canada | 478277 | &nbsp;&nbsp; 6661913 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AirBoss of America <br> Corp.<br>| 80783 | &nbsp;&nbsp; 285679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alamos Gold, Inc. <br> (AGI CN), Class A<br>| 822689 | &nbsp;&nbsp; 19991306 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alamos Gold, Inc. <br> (AGI US), Class A<br>| 337692 | &nbsp;&nbsp; $8205914 |
|  | Algoma Central Corp. | 18060 | &nbsp;&nbsp; 206199 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Algonquin Power & <br> Utilities Corp. (AQN <br> CN)<br>| 747141 | &nbsp;&nbsp; 4405414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Algonquin Power & <br> Utilities Corp. (AQN <br> US)<br>| 865661 | &nbsp;&nbsp; 5107400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alimentation <br> Couche-Tard, Inc.<br>| 723830 | &nbsp;&nbsp; 37612413 |
| \* | Allied Gold Corp. | 17042 | &nbsp;&nbsp; 218437 |
|  | AltaGas Ltd. | 878006 | &nbsp;&nbsp; 25923229 |
|  | Altius Minerals Corp. | 78601 | &nbsp;&nbsp; 1650190 |
|  | Altus Group Ltd. | 63019 | &nbsp;&nbsp; 2631553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amerigo Resources <br> Ltd.<br>| 459874 | &nbsp;&nbsp; 713575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Andlauer Healthcare <br> Group, Inc.<br>| 57562 | &nbsp;&nbsp; 2201780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Andrew Peller Ltd., <br> Class A<br>| 92869 | &nbsp;&nbsp; 361932 |
|  | ARC Resources Ltd. | 2180847 | &nbsp;&nbsp; 42575004 |
| \* | Aritzia, Inc. | 392273 | &nbsp;&nbsp; 21054664 |
|  | Atco Ltd., Class I | 171385 | &nbsp;&nbsp; 6206769 |
| \* | Athabasca Oil Corp. | 2060195 | &nbsp;&nbsp; 8713007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AtkinsRealis Group, <br> Inc.<br>| 331030 | &nbsp;&nbsp; 23439198 |
| #\* | ATS Corp. (ATS CN) | 176730 | &nbsp;&nbsp; 5363378 |
| \* | ATS Corp. (ATS US) | 3364 | &nbsp;&nbsp; 102097 |
| # | Aura Minerals, Inc. | 12233 | &nbsp;&nbsp; 297438 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aurora Cannabis, Inc. <br> (ACB CN)<br>| 1289 | &nbsp;&nbsp; 5713 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Aurora Cannabis, Inc. <br> (ACB US)<br>| 13112 | &nbsp;&nbsp; 58085 |
| #\* | AutoCanada, Inc. | 161032 | &nbsp;&nbsp; 3080946 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Avino Silver & Gold <br> Mines Ltd. (ASM <br> CN)<br>| 19541 | &nbsp;&nbsp; 62617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; B2Gold Corp. (BTG <br> US)<br>| 2296754 | &nbsp;&nbsp; 7740061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; B2Gold Corp. (BTO <br> CN)<br>| 5547754 | &nbsp;&nbsp; 18658006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Badger Infrastructure <br> Solutions Ltd.<br>| 161647 | &nbsp;&nbsp; 6100261 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Ballard Power <br> Systems, Inc. <br> (BLDP CN)<br>| 231472 | &nbsp;&nbsp; 424321 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Ballard Power <br> Systems, Inc. <br> (BLDP US)<br>| 381989 | &nbsp;&nbsp; 699040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Montreal <br> (BMO US)<br>| 739051 | &nbsp;&nbsp; 81620792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Nova Scotia <br> (BNS CN)<br>| 156246 | &nbsp;&nbsp; 8692986 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Nova Scotia <br> (BNS US)<br>| 933185 | &nbsp;&nbsp; 51894418 |
|  | Barrick Mining Corp. | 412954 | &nbsp;&nbsp; 8721588 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barrick Mining Corp. <br> (B US)<br>| 1668708 | &nbsp;&nbsp; $35243113 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Bausch & Lomb <br> Corp.<br>| 14194 | &nbsp;&nbsp; 193464 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Bausch Health Cos., <br> Inc. (BHC US)<br>| 513684 | &nbsp;&nbsp; 3025599 |
|  | Baytex Energy Corp. | 1114192 | &nbsp;&nbsp; 2364120 |
| # | BCE, Inc. (BCE CN) | 6541 | &nbsp;&nbsp; 152573 |
| # | BCE, Inc. (BCE US) | 150109 | &nbsp;&nbsp; 3502043 |
|  | Birchcliff Energy Ltd. | 848754 | &nbsp;&nbsp; 4134735 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bird Construction, <br> Inc.<br>| 208373 | &nbsp;&nbsp; 4338598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Black Diamond Group <br> Ltd.<br>| 290513 | &nbsp;&nbsp; 2482444 |
| #\* | BlackBerry Ltd. | 670436 | &nbsp;&nbsp; 2473909 |
|  | BMTC Group, Inc. | 7200 | &nbsp;&nbsp; 71008 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bombardier, Inc. <br> (BBD/A CN), <br> Class A<br>| 6184 | &nbsp;&nbsp; 720113 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bombardier, Inc. <br> (BBD/B CN), <br> Class B<br>| 199955 | &nbsp;&nbsp; 23316058 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Bonterra Energy <br> Corp.<br>| 119052 | &nbsp;&nbsp; 322203 |
|  | Boralex, Inc., Class A | 265755 | &nbsp;&nbsp; 6014778 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Boyd Group Services, <br> Inc.<br>| 66786 | &nbsp;&nbsp; 9256821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brookfield Corp. (BN <br> US)<br>| 263211 | &nbsp;&nbsp; 17648298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brookfield <br> Infrastructure Corp., <br> Class A<br>| 236917 | &nbsp;&nbsp; 9248775 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Brookfield Renewable <br> Corp.<br>| 43000 | &nbsp;&nbsp; 1575090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brookfield Wealth <br> Solutions Ltd.<br>| 676 | &nbsp;&nbsp; 45245 |
| # | BRP, Inc. (DOO CN) | 74840 | &nbsp;&nbsp; 3784130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BRP, Inc. (DOOO <br> US)<br>| 9048 | &nbsp;&nbsp; 457014 |
| \* | CAE, Inc. (CAE US) | 473964 | &nbsp;&nbsp; 13522193 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Calfrac Well Services <br> Ltd.<br>| 67258 | &nbsp;&nbsp; 192221 |
|  | Calian Group Ltd. | 28624 | &nbsp;&nbsp; 1043239 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cameco Corp. (CCJ <br> US)<br>| 104370 | &nbsp;&nbsp; 7820444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canaccord Genuity <br> Group, Inc.<br>| 379185 | &nbsp;&nbsp; 2944592 |
| \* | Canacol Energy Ltd. | 72274 | &nbsp;&nbsp; 109537 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Canada Goose <br> Holdings, Inc. <br> (GOOS CN)<br>| 47682 | &nbsp;&nbsp; 521350 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Canada Goose <br> Holdings, Inc. <br> (GOOS US)<br>| 13667 | &nbsp;&nbsp; 149654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial <br> Bank of Commerce <br> (CM US)<br>| 751848 | &nbsp;&nbsp; 53712021 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian National <br> Railway Co. (CNI <br> US)<br>| 352208 | &nbsp;&nbsp; $32913838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian National <br> Railway Co. (CNR <br> CN)<br>| 32594 | &nbsp;&nbsp; 3043455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Natural <br> Resources Ltd. <br> (CNQ US)<br>| 3056441 | &nbsp;&nbsp; 96889180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Pacific <br> Kansas City Ltd. <br> (CP CN)<br>| 65632 | &nbsp;&nbsp; 4826718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Pacific <br> Kansas City Ltd. <br> (CP US)<br>| 318736 | &nbsp;&nbsp; 23443033 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Tire Corp. <br> Ltd., Class A<br>| 213331 | &nbsp;&nbsp; 28572436 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Utilities Ltd., <br> Class A<br>| 286381 | &nbsp;&nbsp; 7973859 |
| \* | Canfor Corp. | 370356 | &nbsp;&nbsp; 3629788 |
| # | Capital Power Corp. | 337169 | &nbsp;&nbsp; 14133065 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Capstone Copper <br> Corp.<br>| 2816417 | &nbsp;&nbsp; 15793562 |
| # | Cardinal Energy Ltd. | 603543 | &nbsp;&nbsp; 3131836 |
| # | Cargojet, Inc. | 7533 | &nbsp;&nbsp; 537846 |
|  | Cascades, Inc. | 247790 | &nbsp;&nbsp; 1614855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CCL Industries, Inc., <br> Class B<br>| 425261 | &nbsp;&nbsp; 23770543 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Celestica, Inc. (CLS <br> CN)<br>| 180887 | &nbsp;&nbsp; 36163040 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Celestica, Inc. (CLS <br> US)<br>| 430580 | &nbsp;&nbsp; 86055719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cenovus Energy, Inc. <br> (CVE CN)<br>| 665241 | &nbsp;&nbsp; 10125529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cenovus Energy, Inc. <br> (CVE US)<br>| 2560078 | &nbsp;&nbsp; 38989988 |
|  | Centerra Gold, Inc. | 1062702 | &nbsp;&nbsp; 7232448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CES Energy Solutions <br> Corp.<br>| 1165479 | &nbsp;&nbsp; 6098241 |
|  | CGI, Inc. (GIB US) | 132544 | &nbsp;&nbsp; 12781218 |
|  | CGI, Inc. (GIBA CN) | 174898 | &nbsp;&nbsp; 16861197 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Chesswood Group <br> Ltd.<br>| 24123 | &nbsp;&nbsp; 5919 |
|  | CI Financial Corp. | 646107 | &nbsp;&nbsp; 14888999 |
| \* | Cineplex, Inc. | 2825 | &nbsp;&nbsp; 22672 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cipher <br> Pharmaceuticals, <br> Inc.<br>| 5529 | &nbsp;&nbsp; 48083 |
|  | Clairvest Group, Inc. | 516 | &nbsp;&nbsp; 27930 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cogeco <br> Communications, <br> Inc.<br>| 78957 | &nbsp;&nbsp; 3555230 |
|  | Cogeco, Inc. | 23757 | &nbsp;&nbsp; 1003534 |
| \* | Colabor Group, Inc. | 27100 | &nbsp;&nbsp; 15255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Colliers International <br> Group, Inc. (CIGI <br> CN)<br>| 10720 | &nbsp;&nbsp; 1616588 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Colliers International <br> Group, Inc. (CIGI <br> US)<br>| 84644 | &nbsp;&nbsp; $12756697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Computer Modelling <br> Group Ltd.<br>| 311302 | &nbsp;&nbsp; 1777135 |
| \* | Conifex Timber, Inc. | 26428 | &nbsp;&nbsp; 6580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Constellation <br> Software, Inc.<br>| 18501 | &nbsp;&nbsp; 63827916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corby Spirit & Wine <br> Ltd.<br>| 38585 | &nbsp;&nbsp; 407961 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Cronos Group, Inc. <br> (CRON CN)<br>| 8403 | &nbsp;&nbsp; 16617 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Cronos Group, Inc. <br> (CRON US)<br>| 654734 | &nbsp;&nbsp; 1296373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Definity Financial <br> Corp.<br>| 312526 | &nbsp;&nbsp; 16837519 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Denison Mines Corp. <br> (DML CN)<br>| 1668715 | &nbsp;&nbsp; 3432331 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; dentalcorp Holdings <br> Ltd.<br>| 26849 | &nbsp;&nbsp; 156374 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Descartes Systems <br> Group, Inc. (DSG <br> CN)<br>| 34366 | &nbsp;&nbsp; 3630802 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Descartes Systems <br> Group, Inc. (DSGX <br> US)<br>| 31478 | &nbsp;&nbsp; 3329113 |
|  | Dexterra Group, Inc. | 127986 | &nbsp;&nbsp; 882119 |
| \* | Docebo, Inc. | 36146 | &nbsp;&nbsp; 1095910 |
|  | Dollarama, Inc. | 431147 | &nbsp;&nbsp; 58927987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Doman Building <br> Materials Group <br> Ltd.<br>| 344477 | &nbsp;&nbsp; 2125634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dominion Lending <br> Centres, Inc.<br>| 14300 | &nbsp;&nbsp; 90717 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Dorel Industries, Inc., <br> Class B<br>| 154248 | &nbsp;&nbsp; 164757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DREAM Unlimited <br> Corp., Class A<br>| 126393 | &nbsp;&nbsp; 1904652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dundee Precious <br> Metals, Inc.<br>| 872687 | &nbsp;&nbsp; 14108104 |
| # | Dye & Durham Ltd. | 62293 | &nbsp;&nbsp; 503074 |
|  | Dynacor Group, Inc. | 7600 | &nbsp;&nbsp; 26054 |
|  | ECN Capital Corp. | 11800 | &nbsp;&nbsp; 25889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; E-L Financial Corp. <br> Ltd.<br>| 55400 | &nbsp;&nbsp; 587346 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eldorado Gold Corp. <br> (EGO US)<br>| 91679 | &nbsp;&nbsp; 1879419 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eldorado Gold Corp. <br> (ELD CN)<br>| 721955 | &nbsp;&nbsp; 14792362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Element Fleet <br> Management Corp.<br>| 1666595 | &nbsp;&nbsp; 43348790 |
| # | Emera, Inc. | 432011 | &nbsp;&nbsp; 20284812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Empire Co. Ltd., <br> Class A<br>| 569865 | &nbsp;&nbsp; 22694248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enbridge, Inc. (ENB <br> CN)<br>| 22 | &nbsp;&nbsp; 998 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enbridge, Inc. (ENB <br> US)<br>| 936844 | &nbsp;&nbsp; $42429665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Endeavour Mining <br> PLC<br>| 701008 | &nbsp;&nbsp; 21046435 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Endeavour Silver <br> Corp. (EDR CN)<br>| 157495 | &nbsp;&nbsp; 797932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enerflex Ltd. (EFX <br> CN)<br>| 543967 | &nbsp;&nbsp; 4338074 |
| #\* | Energy Fuels, Inc. | 205896 | &nbsp;&nbsp; 1867867 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Enghouse Systems <br> Ltd.<br>| 137562 | &nbsp;&nbsp; 2278470 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ensign Energy <br> Services, Inc.<br>| 585561 | &nbsp;&nbsp; 955086 |
| # | EQB, Inc. | 151456 | &nbsp;&nbsp; 11258637 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Equinox Gold Corp. <br> (EQX CN)<br>| 203196 | &nbsp;&nbsp; 1237712 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Equinox Gold Corp. <br> (EQX US)<br>| 1160255 | &nbsp;&nbsp; 7077555 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; ERO Copper Corp. <br> (ERO CN)<br>| 67234 | &nbsp;&nbsp; 909813 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ERO Copper Corp. <br> (ERO US)<br>| 238678 | &nbsp;&nbsp; 3226927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evertz Technologies <br> Ltd.<br>| 112736 | &nbsp;&nbsp; 980419 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Exchange Income <br> Corp.<br>| 114785 | &nbsp;&nbsp; 5432737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Exco Technologies <br> Ltd.<br>| 114408 | &nbsp;&nbsp; 557343 |
|  | Extendicare, Inc. | 323583 | &nbsp;&nbsp; 2879459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fairfax Financial <br> Holdings Ltd.<br>| 25882 | &nbsp;&nbsp; 45778414 |
| # | Fiera Capital Corp. | 152989 | &nbsp;&nbsp; 723209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Finning International, <br> Inc.<br>| 668984 | &nbsp;&nbsp; 29152175 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Firan Technology <br> Group Corp.<br>| 14949 | &nbsp;&nbsp; 123640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Firm Capital Mortgage <br> Investment Corp.<br>| 150718 | &nbsp;&nbsp; 1294417 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; First Majestic Silver <br> Corp. (AG US)<br>| 225809 | &nbsp;&nbsp; 1795182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Majestic Silver <br> Corp. (FR CN)<br>| 82658 | &nbsp;&nbsp; 657398 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; First National <br> Financial Corp.<br>| 78535 | &nbsp;&nbsp; 2733648 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Quantum <br> Minerals Ltd.<br>| 1004206 | &nbsp;&nbsp; 16879301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FirstService Corp. <br> (FSV CN)<br>| 5407 | &nbsp;&nbsp; 1065791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FirstService Corp. <br> (FSV US)<br>| 79104 | &nbsp;&nbsp; 15600891 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Foraco International <br> SA<br>| 237750 | &nbsp;&nbsp; 274538 |
|  | Fortis, Inc. (FTS CN) | 205753 | &nbsp;&nbsp; 10067879 |
|  | Fortis, Inc. (FTS US) | 209270 | &nbsp;&nbsp; 10247952 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fortuna Mining Corp. <br> (FSM US)<br>| 267189 | &nbsp;&nbsp; 1723369 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fortuna Mining Corp. <br> (FVI CN)<br>| 1253300 | &nbsp;&nbsp; $8086391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Franco-Nevada Corp. <br> (FNV US)<br>| 79087 | &nbsp;&nbsp; 12600932 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Freehold Royalties <br> Ltd.<br>| 619539 | &nbsp;&nbsp; 5964673 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Frontera Energy <br> Corp.<br>| 98527 | &nbsp;&nbsp; 452246 |
| \* | Galiano Gold, Inc. | 644746 | &nbsp;&nbsp; 856187 |
|  | Gamehost, Inc. | 75942 | &nbsp;&nbsp; 675235 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GDI Integrated Facility <br> Services, Inc.<br>| 21121 | &nbsp;&nbsp; 492356 |
|  | George Weston Ltd. | 114877 | &nbsp;&nbsp; 21828786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GFL Environmental, <br> Inc.<br>| 150752 | &nbsp;&nbsp; 7588856 |
|  | Gibson Energy, Inc. | 650300 | &nbsp;&nbsp; 11723798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gildan Activewear, <br> Inc. (GIL CN)<br>| 131307 | &nbsp;&nbsp; 6632633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gildan Activewear, <br> Inc. (GIL US)<br>| 359798 | &nbsp;&nbsp; 18173397 |
|  | goeasy Ltd. | 73651 | &nbsp;&nbsp; 9727290 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GoGold Resources, <br> Inc.<br>| 65798 | &nbsp;&nbsp; 95924 |
| \* | GoldMoney, Inc. | 7739 | &nbsp;&nbsp; 46975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great-West Lifeco, <br> Inc.<br>| 202673 | &nbsp;&nbsp; 7610476 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Greenfire Resources <br> Ltd.<br>| 4694 | &nbsp;&nbsp; 21639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital <br> Group Ltd., Class A<br>| 23906 | &nbsp;&nbsp; 711348 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Haivision Systems, <br> Inc.<br>| 51300 | &nbsp;&nbsp; 184378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hammond <br> Manufacturing Co. <br> Ltd., Class A<br>| 1600 | &nbsp;&nbsp; 11905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hammond Power <br> Solutions, Inc.<br>| 34395 | &nbsp;&nbsp; 3076585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Headwater <br> Exploration, Inc.<br>| 878608 | &nbsp;&nbsp; 4597220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; High Liner Foods, <br> Inc.<br>| 92721 | &nbsp;&nbsp; 1133584 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HLS Therapeutics, <br> Inc.<br>| 1000 | &nbsp;&nbsp; 3630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hudbay Minerals, Inc. <br> (HBM CN)<br>| 2516716 | &nbsp;&nbsp; 23358086 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Hut 8 Corp. (HUT <br> US)<br>| 222825 | &nbsp;&nbsp; 4730575 |
| Ω | Hydro One Ltd. | 274288 | &nbsp;&nbsp; 9699850 |
| \* | i-80 Gold Corp. | 413213 | &nbsp;&nbsp; 226647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; iA Financial Corp., <br> Inc.<br>| 410077 | &nbsp;&nbsp; 40140548 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IAMGOLD Corp. (IAG <br> US)<br>| 15714 | &nbsp;&nbsp; 106227 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; IAMGOLD Corp. (IMG <br> CN)<br>| 2715226 | &nbsp;&nbsp; 18341885 |
|  | IGM Financial, Inc. | 251399 | &nbsp;&nbsp; 8324326 |
| \* | Imperial Metals Corp. | 164385 | &nbsp;&nbsp; 478112 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Imperial Oil Ltd. (IMO <br> US)<br>| 245159 | &nbsp;&nbsp; $20463422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Information Services <br> Corp.<br>| 34909 | &nbsp;&nbsp; 806212 |
|  | InPlay Oil Corp. | 2882 | &nbsp;&nbsp; 22152 |
|  | Intact Financial Corp. | 141040 | &nbsp;&nbsp; 29152610 |
| \* | Interfor Corp. | 265657 | &nbsp;&nbsp; 2388919 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Ivanhoe Mines Ltd., <br> Class A<br>| 241559 | &nbsp;&nbsp; 1884565 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Jamieson Wellness, <br> Inc.<br>| 69440 | &nbsp;&nbsp; 1685885 |
| \* | K92 Mining, Inc. | 579223 | &nbsp;&nbsp; 6015458 |
|  | K-Bro Linen, Inc. | 34831 | &nbsp;&nbsp; 860971 |
| \* | Kelt Exploration Ltd. | 835753 | &nbsp;&nbsp; 4439335 |
|  | Keyera Corp. | 724971 | &nbsp;&nbsp; 22759987 |
| \* | Kinaxis, Inc. | 11615 | &nbsp;&nbsp; 1723808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinross Gold Corp. (K <br> CN)<br>| 5951051 | &nbsp;&nbsp; 95218534 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Knight Therapeutics, <br> Inc.<br>| 313404 | &nbsp;&nbsp; 1377476 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kolibri Global Energy, <br> Inc.<br>| 26102 | &nbsp;&nbsp; 159935 |
|  | KP Tissue, Inc. | 33640 | &nbsp;&nbsp; 218019 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Labrador Iron Ore <br> Royalty Corp.<br>| 264024 | &nbsp;&nbsp; 5078117 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Laramide Resources <br> Ltd.<br>| 26500 | &nbsp;&nbsp; 9945 |
| #\* | Largo, Inc. (LGO CN) | 59040 | &nbsp;&nbsp; 79254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lassonde Industries, <br> Inc., Class A<br>| 9485 | &nbsp;&nbsp; 1470052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Laurentian Bank of <br> Canada<br>| 137860 | &nbsp;&nbsp; 3065435 |
|  | Leon's Furniture Ltd. | 151048 | &nbsp;&nbsp; 2970596 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Lightspeed <br> Commerce, Inc. <br> (LSPD CN)<br>| 1400 | &nbsp;&nbsp; 17449 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Lightspeed <br> Commerce, Inc. <br> (LSPD US)<br>| 528015 | &nbsp;&nbsp; 6568507 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Lightstream <br> Resources Ltd.<br>| 696278 | &nbsp;&nbsp; 0 |
|  | Linamar Corp. | 255417 | &nbsp;&nbsp; 12350562 |
|  | Loblaw Cos. Ltd. | 147370 | &nbsp;&nbsp; 23831636 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lucara Diamond <br> Corp.<br>| 1820013 | &nbsp;&nbsp; 308677 |
|  | Lundin Gold, Inc. | 442016 | &nbsp;&nbsp; 20457914 |
| # | Lundin Mining Corp. | 2957041 | &nbsp;&nbsp; 30197842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magellan Aerospace <br> Corp.<br>| 73732 | &nbsp;&nbsp; 908879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magna International, <br> Inc. (MG CN)<br>| 308444 | &nbsp;&nbsp; 12648519 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Magna International, <br> Inc. (MGA US)<br>| 593254 | &nbsp;&nbsp; 24323414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mainstreet Equity <br> Corp.<br>| 17173 | &nbsp;&nbsp; 2292873 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Major Drilling Group <br> International, Inc.<br>| 403554 | &nbsp;&nbsp; 2560075 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mandalay Resources <br> Corp.<br>| 42348 | &nbsp;&nbsp; $147925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Manulife Financial <br> Corp. (MFC CN)<br>| 47 | &nbsp;&nbsp; 1454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Manulife Financial <br> Corp. (MFC US)<br>| 994039 | &nbsp;&nbsp; 30775447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maple Leaf Foods, <br> Inc.<br>| 244832 | &nbsp;&nbsp; 5166634 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Martinrea <br> International, Inc.<br>| 289540 | &nbsp;&nbsp; 1738577 |
| #\* | Mattr Corp. | 254857 | &nbsp;&nbsp; 2260532 |
|  | Maxim Power Corp. | 20837 | &nbsp;&nbsp; 69928 |
|  | McCoy Global, Inc. | 4500 | &nbsp;&nbsp; 11627 |
| \* | MDA Space Ltd. | 135249 | &nbsp;&nbsp; 3787284 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Medexus <br> Pharmaceuticals, <br> Inc.<br>| 39700 | &nbsp;&nbsp; 78506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medical Facilities <br> Corp.<br>| 139805 | &nbsp;&nbsp; 1477154 |
| # | MEG Energy Corp. | 1254914 | &nbsp;&nbsp; 24734196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Melcor Developments <br> Ltd.<br>| 32460 | &nbsp;&nbsp; 335704 |
| # | Meren Energy, Inc. | 547911 | &nbsp;&nbsp; 703869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Methanex Corp. <br> (MEOH US)<br>| 182101 | &nbsp;&nbsp; 6089457 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Methanex Corp. (MX <br> CN)<br>| 122100 | &nbsp;&nbsp; 4081749 |
|  | Metro, Inc. | 313098 | &nbsp;&nbsp; 23941064 |
|  | Morguard Corp. | 9668 | &nbsp;&nbsp; 824808 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; MTY Food Group, <br> Inc.<br>| 73103 | &nbsp;&nbsp; 2037028 |
| # | Mullen Group Ltd. | 290709 | &nbsp;&nbsp; 2763162 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; National Bank of <br> Canada<br>| 1015926 | &nbsp;&nbsp; 105676535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neo Performance <br> Materials, Inc.<br>| 42009 | &nbsp;&nbsp; 470236 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; New Gold, Inc. (NGD <br> CN)<br>| 4727443 | &nbsp;&nbsp; 19788662 |
| \* | NFI Group, Inc. | 121143 | &nbsp;&nbsp; 1669913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North American <br> Construction Group <br> Ltd. (NOA CN)<br>| 84700 | &nbsp;&nbsp; 1274534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North American <br> Construction Group <br> Ltd. (NOA US)<br>| 36817 | &nbsp;&nbsp; 553359 |
|  | North West Co., Inc. | 226559 | &nbsp;&nbsp; 7776520 |
| # | Northland Power, Inc. | 910023 | &nbsp;&nbsp; 14869313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nutrien Ltd. (NTR <br> CN)<br>| 36595 | &nbsp;&nbsp; 2171253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nutrien Ltd. (NTR <br> US)<br>| 920125 | &nbsp;&nbsp; 54581839 |
| \* | NuVista Energy Ltd. | 977858 | &nbsp;&nbsp; 10331871 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Obsidian Energy Ltd. <br> (OBE CN)<br>| 86800 | &nbsp;&nbsp; 531224 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Obsidian Energy Ltd. <br> (OBE US)<br>| 113169 | &nbsp;&nbsp; 692594 |
|  | OceanaGold Corp. | 1193393 | &nbsp;&nbsp; 16235170 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Onex Corp. | 278378 | &nbsp;&nbsp; $22646340 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Open Text Corp. <br> (OTEX CN)<br>| 62886 | &nbsp;&nbsp; 1850816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Open Text Corp. <br> (OTEX US)<br>| 591550 | &nbsp;&nbsp; 17409316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OR Royalties, Inc. <br> (OR CN)<br>| 372904 | &nbsp;&nbsp; 10329139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OR Royalties, Inc. <br> (OR US)<br>| 5625 | &nbsp;&nbsp; 155869 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Orbite Technologies, <br> Inc.<br>| 174500 | &nbsp;&nbsp; 0 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Organigram Global, <br> Inc.<br>| 34983 | &nbsp;&nbsp; 46877 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orla Mining Ltd. <br> (ORLA US)<br>| 81263 | &nbsp;&nbsp; 757371 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pan American Silver <br> Corp. (PAAS CN)<br>| 311644 | &nbsp;&nbsp; 8418619 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pan American Silver <br> Corp. (PAAS US)<br>| 803760 | &nbsp;&nbsp; 21717593 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Resources <br> Ltd., Class A<br>| 380813 | &nbsp;&nbsp; 5856753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Parex Resources, <br> Inc.<br>| 353446 | &nbsp;&nbsp; 4193600 |
|  | Parkland Corp. | 553381 | &nbsp;&nbsp; 15619754 |
|  | Pason Systems, Inc. | 274113 | &nbsp;&nbsp; 2312631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pembina Pipeline <br> Corp. (PBA US)<br>| 502437 | &nbsp;&nbsp; 18685632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pembina Pipeline <br> Corp. (PPL CN)<br>| 56600 | &nbsp;&nbsp; 2103710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pet Valu Holdings <br> Ltd.<br>| 35423 | &nbsp;&nbsp; 857198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Petrus Resources <br> Ltd.<br>| 11521 | &nbsp;&nbsp; 11973 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Peyto Exploration & <br> Development Corp.<br>| 867840 | &nbsp;&nbsp; 12175812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PHX Energy Services <br> Corp.<br>| 149046 | &nbsp;&nbsp; 894964 |
| # | Pine Cliff Energy Ltd. | 408078 | &nbsp;&nbsp; 209105 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pizza Pizza Royalty <br> Corp.<br>| 132141 | &nbsp;&nbsp; 1519202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Polaris Renewable <br> Energy, Inc.<br>| 78449 | &nbsp;&nbsp; 704320 |
|  | Pollard Banknote Ltd. | 32696 | &nbsp;&nbsp; 525033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PrairieSky Royalty <br> Ltd.<br>| 490107 | &nbsp;&nbsp; 8429020 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Precision Drilling <br> Corp. (PD CN)<br>| 41912 | &nbsp;&nbsp; 2360267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premium Brands <br> Holdings Corp.<br>| 127373 | &nbsp;&nbsp; 8074801 |
| # | Propel Holdings, Inc. | 10200 | &nbsp;&nbsp; 264864 |
| #\* | Quarterhill, Inc. | 532981 | &nbsp;&nbsp; 511594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quebecor, Inc., <br> Class B<br>| 580130 | &nbsp;&nbsp; 16320343 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Questerre Energy <br> Corp., Class A<br>| 145025 | &nbsp;&nbsp; 33755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RB Global, Inc. (RBA <br> CN)<br>| 6709 | &nbsp;&nbsp; 726437 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RB Global, Inc. (RBA <br> US)<br>| 147125 | &nbsp;&nbsp; $15927752 |
| \* | Real Matters, Inc. | 18705 | &nbsp;&nbsp; 68713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Restaurant Brands <br> International, Inc. <br> (QSR CN)<br>| 40764 | &nbsp;&nbsp; 2766045 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Restaurant Brands <br> International, Inc. <br> (QSR US)<br>| 230284 | &nbsp;&nbsp; 15627072 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RF Capital Group, <br> Inc.<br>| 11366 | &nbsp;&nbsp; 161840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Richelieu Hardware <br> Ltd.<br>| 192286 | &nbsp;&nbsp; 4811313 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Rogers <br> Communications, <br> Inc. (RCI US), <br> Class B<br>| 151950 | &nbsp;&nbsp; 5075130 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Rogers <br> Communications, <br> Inc. (RCIB CN), <br> Class B<br>| 472361 | &nbsp;&nbsp; 15777185 |
| # | Rogers Sugar, Inc. | 375272 | &nbsp;&nbsp; 1527522 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Royal Bank of Canada <br> (RY CN)<br>| 467930 | &nbsp;&nbsp; 60041336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Royal Bank of Canada <br> (RY US)<br>| 1198667 | &nbsp;&nbsp; 153980763 |
|  | Russel Metals, Inc. | 329978 | &nbsp;&nbsp; 10569012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandstorm Gold Ltd. <br> (SAND US)<br>| 751583 | &nbsp;&nbsp; 7034817 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sangoma <br> Technologies Corp.<br>| 20967 | &nbsp;&nbsp; 118787 |
|  | Saputo, Inc. | 487649 | &nbsp;&nbsp; 10227396 |
| \* | Saturn Oil & Gas, Inc. | 14900 | &nbsp;&nbsp; 27959 |
| # | Savaria Corp. | 109314 | &nbsp;&nbsp; 1568391 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Seabridge Gold, Inc. <br> (SA US)<br>| 170780 | &nbsp;&nbsp; 2616350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Secure Waste <br> Infrastructure Corp.<br>| 1105344 | &nbsp;&nbsp; 12077734 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shopify, Inc. (SHOP <br> US), Class A<br>| 119367 | &nbsp;&nbsp; 14587841 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sienna Senior Living, <br> Inc.<br>| 241785 | &nbsp;&nbsp; 3123522 |
| \* | SNDL, Inc. | 107315 | &nbsp;&nbsp; 184582 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Source Energy <br> Services Ltd.<br>| 8200 | &nbsp;&nbsp; 81669 |
|  | South Bow Corp. | 445413 | &nbsp;&nbsp; 11696551 |
| \* | Spartan Delta Corp. | 43473 | &nbsp;&nbsp; 146834 |
| Ω | Spin Master Corp. | 90829 | &nbsp;&nbsp; 1494588 |
|  | Sprott, Inc. (SII CN) | 29477 | &nbsp;&nbsp; 1984874 |
|  | Sprott, Inc. (SII US) | 28318 | &nbsp;&nbsp; 1907500 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SSR Mining, Inc. <br> (SSRM CN)<br>| 672353 | &nbsp;&nbsp; 8030779 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SSR Mining, Inc. <br> (SSRM US)<br>| 6434 | &nbsp;&nbsp; 76886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stantec, Inc. (STN <br> CN)<br>| 139694 | &nbsp;&nbsp; 15269958 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stantec, Inc. (STN <br> US)<br>| 71176 | &nbsp;&nbsp; $7783807 |
|  | Stella-Jones, Inc. | 249792 | &nbsp;&nbsp; 14240091 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; STEP Energy <br> Services Ltd.<br>| 43194 | &nbsp;&nbsp; 137163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; StorageVault Canada, <br> Inc.<br>| 482743 | &nbsp;&nbsp; 1616576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Strathcona Resources <br> Ltd.<br>| 4454 | &nbsp;&nbsp; 109357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Life Financial, <br> Inc. (SLF CN)<br>| 276928 | &nbsp;&nbsp; 16884294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Life Financial, <br> Inc. (SLF US)<br>| 594158 | &nbsp;&nbsp; 36243638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suncor Energy, Inc. <br> (SU CN)<br>| 8 | &nbsp;&nbsp; 333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suncor Energy, Inc. <br> (SU US)<br>| 2627914 | &nbsp;&nbsp; 103697486 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; SunOpta, Inc. (SOY <br> CN)<br>| 83538 | &nbsp;&nbsp; 485938 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SunOpta, Inc. (STKL <br> US)<br>| 6269 | &nbsp;&nbsp; 36548 |
|  | Superior Plus Corp. | 733511 | &nbsp;&nbsp; 3663320 |
|  | Supremex, Inc. | 20200 | &nbsp;&nbsp; 60355 |
| # | Surge Energy, Inc. | 309889 | &nbsp;&nbsp; 1646060 |
|  | Sylogist Ltd. | 15100 | &nbsp;&nbsp; 100805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiga Building <br> Products Ltd.<br>| 19400 | &nbsp;&nbsp; 44104 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tamarack Valley <br> Energy Ltd.<br>| 1815047 | &nbsp;&nbsp; 7126051 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Taseko Mines Ltd. <br> (TGB US)<br>| 110319 | &nbsp;&nbsp; 338679 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taseko Mines Ltd. <br> (TKO CN)<br>| 849603 | &nbsp;&nbsp; 2605956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TC Energy Corp. <br> (TRP US)<br>| 1022079 | &nbsp;&nbsp; 48937143 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Teck Resources Ltd. <br> (TECK US), <br> Class B<br>| 831559 | &nbsp;&nbsp; 26992405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teck Resources Ltd. <br> (TECK/A CN), <br> Class A<br>| 4700 | &nbsp;&nbsp; 158578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teck Resources Ltd. <br> (TECKB CN), <br> Class B<br>| 70 | &nbsp;&nbsp; 2270 |
| \* | Telesat Corp. | 4308 | &nbsp;&nbsp; 103285 |
|  | TELUS Corp. | 281803 | &nbsp;&nbsp; 4539436 |
| \* | Tenaz Energy Corp. | 7000 | &nbsp;&nbsp; 93007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TerraVest Industries, <br> Inc.<br>| 22464 | &nbsp;&nbsp; 2767793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TFI International, Inc. <br> (TFII CN)<br>| 149590 | &nbsp;&nbsp; 13009234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TFI International, Inc. <br> (TFII US)<br>| 10128 | &nbsp;&nbsp; 882858 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Theratechnologies, <br> Inc.<br>| 42315 | &nbsp;&nbsp; 133292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thomson Reuters <br> Corp. (TRI CN)<br>| 8396 | &nbsp;&nbsp; 1685017 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Thomson Reuters <br> Corp. (TRI US)<br>| 42184 | &nbsp;&nbsp; $8475187 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tidewater Midstream <br> & Infrastructure <br> Ltd.<br>| 147630 | &nbsp;&nbsp; 23973 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Timbercreek Financial <br> Corp.<br>| 233537 | &nbsp;&nbsp; 1302859 |
|  | TMX Group Ltd. | 304422 | &nbsp;&nbsp; 12378129 |
|  | Topaz Energy Corp. | 279553 | &nbsp;&nbsp; 5195215 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Torex Gold <br> Resources, Inc.<br>| 398956 | &nbsp;&nbsp; 11237913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toromont Industries <br> Ltd.<br>| 237426 | &nbsp;&nbsp; 24073310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion <br> Bank (TD CN)<br>| 607466 | &nbsp;&nbsp; 44244709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion <br> Bank (TD US)<br>| 744456 | &nbsp;&nbsp; 54255953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Total Energy Services, <br> Inc.<br>| 153816 | &nbsp;&nbsp; 1292159 |
|  | Tourmaline Oil Corp. | 1203340 | &nbsp;&nbsp; 51213156 |
| # | TransAlta Corp. | 405415 | &nbsp;&nbsp; 4885251 |
|  | TransAlta Corp.  | 701890 | &nbsp;&nbsp; 8444361 |
| \* | Transat AT, Inc. | 25400 | &nbsp;&nbsp; 45829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transcontinental, Inc., <br> Class A<br>| 355104 | &nbsp;&nbsp; 4938549 |
| \*†† | Trevali Mining Corp. | 258153 | &nbsp;&nbsp; 0 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Trican Well Service <br> Ltd.<br>| 1376313 | &nbsp;&nbsp; 5651861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triple Flag Precious <br> Metals Corp. (TFPM <br> CN)<br>| 2987 | &nbsp;&nbsp; 68165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triple Flag Precious <br> Metals Corp. (TFPM <br> US)<br>| 94976 | &nbsp;&nbsp; 2167343 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Trisura Group Ltd. <br> (TRRSF US)<br>| 231 | &nbsp;&nbsp; 7063 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Trisura Group Ltd. <br> (TSU CN)<br>| 101025 | &nbsp;&nbsp; 3083388 |
| \* | Valeura Energy, Inc. | 13508 | &nbsp;&nbsp; 90957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vecima Networks, <br> Inc.<br>| 4100 | &nbsp;&nbsp; 31070 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Vermilion Energy, Inc. <br> (VET CN)<br>| 145189 | &nbsp;&nbsp; 1191395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vermilion Energy, Inc. <br> (VET US)<br>| 513148 | &nbsp;&nbsp; 4218077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VersaBank (VBNK <br> CN)<br>| 21290 | &nbsp;&nbsp; 252604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VersaBank (VBNK <br> US)<br>| 3669 | &nbsp;&nbsp; 43368 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; VerticalScope <br> Holdings, Inc.<br>| 19089 | &nbsp;&nbsp; 52351 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Victoria Gold <br> Corp./Vancouver<br>| 1949 | &nbsp;&nbsp; 253 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Viemed Healthcare, <br> Inc.<br>| 73746 | &nbsp;&nbsp; 449113 |
|  | Wajax Corp. | 101651 | &nbsp;&nbsp; 1731354 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Waste Connections, <br> Inc. (WCN CN)<br>| 43109 | &nbsp;&nbsp; $8049965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Waste Connections, <br> Inc. (WCN US)<br>| 88436 | &nbsp;&nbsp; 16508435 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Well Health <br> Technologies Corp.<br>| 408072 | &nbsp;&nbsp; 1345907 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wesdome Gold Mines <br> Ltd.<br>| 693859 | &nbsp;&nbsp; 8262611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; West Fraser Timber <br> Co. Ltd. (WFG CN)<br>| 190292 | &nbsp;&nbsp; 13192439 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; West Fraser Timber <br> Co. Ltd. (WFG US)<br>| 19314 | &nbsp;&nbsp; 1338657 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Western Forest <br> Products, Inc.<br>| 42188 | &nbsp;&nbsp; 405564 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Westshore Terminals <br> Investment Corp.<br>| 126556 | &nbsp;&nbsp; 2576606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wheaton Precious <br> Metals Corp. (WPM <br> US)<br>| 73549 | &nbsp;&nbsp; 6730469 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Whitecap Resources, <br> Inc.<br>| 5427504 | &nbsp;&nbsp; 40967239 |
| \* | WildBrain Ltd. | 269421 | &nbsp;&nbsp; 394720 |
|  | Winpak Ltd. | 108456 | &nbsp;&nbsp; 3204524 |
|  | WSP Global, Inc. | 133461 | &nbsp;&nbsp; 27480098 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Yangarra Resources <br> Ltd.<br>| 278894 | &nbsp;&nbsp; 207319 |
|  | Yellow Pages Ltd. | 49061 | &nbsp;&nbsp; 389131 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp; 3914650660 |
| CHINA — (0.1%) | CHINA — (0.1%) | CHINA — (0.1%) | CHINA — (0.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Gold <br> International <br> Resources Corp. <br> Ltd. (CGG CN)<br>| 2627562 | &nbsp;&nbsp; 22718095 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Hanfeng Evergreen, <br> Inc.<br>| 42625 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Neo-Neon Holdings <br> Ltd.<br>| 1815000 | &nbsp;&nbsp; 84951 |
| TOTAL CHINA | TOTAL CHINA |  | &nbsp;&nbsp; 22803046 |
| DENMARK — (2.2%) | DENMARK — (2.2%) | DENMARK — (2.2%) | DENMARK — (2.2%) |
| \* | ALK-Abello AS | 525386 | &nbsp;&nbsp; 15243453 |
|  | Alm Brand AS | 4542002 | &nbsp;&nbsp; 12528224 |
|  | Ambu AS, Class B | 745983 | &nbsp;&nbsp; 10889779 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AP Moller - Maersk <br> AS (MAERSKA <br> DC), Class A<br>| 3745 | &nbsp;&nbsp; 7348323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AP Moller - Maersk <br> AS (MAERSKB <br> DC), Class B<br>| 4950 | &nbsp;&nbsp; 9775068 |
| \* | Bang & Olufsen AS | 503792 | &nbsp;&nbsp; 1007252 |
| #\* | Bavarian Nordic AS | 272382 | &nbsp;&nbsp; 9859170 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Carlsberg AS, <br> Class B<br>| 223163 | &nbsp;&nbsp; 27821104 |
| # | cBrain AS | 16470 | &nbsp;&nbsp; 537126 |
|  | Chemometec AS | 18092 | &nbsp;&nbsp; 1396363 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |
| # | Coloplast AS, Class B | 130153 | &nbsp;&nbsp; $11887136 |
|  | Columbus AS | 314193 | &nbsp;&nbsp; 476490 |
|  | D/S Norden AS | 100294 | &nbsp;&nbsp; 3487907 |
|  | Danske Bank AS | 1144970 | &nbsp;&nbsp; 45422646 |
| #\* | Demant AS | 336454 | &nbsp;&nbsp; 12747432 |
| \* | Dfds AS | 95730 | &nbsp;&nbsp; 1718641 |
|  | Djurslands Bank AS | 1040 | &nbsp;&nbsp; 111533 |
|  | DSV AS | 214644 | &nbsp;&nbsp; 48098535 |
|  | FLSmidth & Co. AS | 246550 | &nbsp;&nbsp; 14503633 |
|  | Foroya Banki P | 2818 | &nbsp;&nbsp; 81460 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Genmab AS (GMAB <br> DC)<br>| 133637 | &nbsp;&nbsp; 28771702 |
| #\* | GN Store Nord AS | 422431 | &nbsp;&nbsp; 6051553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GronlandsBANKEN <br> AS<br>| 33 | &nbsp;&nbsp; 4309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; H Lundbeck AS <br> (HLUNA DC), <br> Class A<br>| 164384 | &nbsp;&nbsp; 735412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; H Lundbeck AS <br> (HLUNB DC)<br>| 1099556 | &nbsp;&nbsp; 5728421 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; H&H International AS, <br> Class B<br>| 75228 | &nbsp;&nbsp; 1199471 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Harboes Bryggeri AS, <br> Class B<br>| 2462 | &nbsp;&nbsp; 49872 |
| \* | Huscompagniet AS | 3907 | &nbsp;&nbsp; 27788 |
|  | ISS AS | 553736 | &nbsp;&nbsp; 15917884 |
| # | Jeudan AS | 19857 | &nbsp;&nbsp; 644331 |
|  | Jyske Bank AS | 247254 | &nbsp;&nbsp; 24822409 |
|  | Matas AS | 204660 | &nbsp;&nbsp; 4198011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MT Hoejgaard Holding <br> AS<br>| 725 | &nbsp;&nbsp; 45671 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Netcompany Group <br> AS<br>| 132349 | &nbsp;&nbsp; 4853207 |
| \* | Nilfisk Holding AS | 49998 | &nbsp;&nbsp; 711725 |
| \* | NKT AS | 286799 | &nbsp;&nbsp; 25230493 |
| #\*Ω | NNIT AS | 36488 | &nbsp;&nbsp; 368375 |
| #\* | North Media AS | 10716 | &nbsp;&nbsp; 79378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Novo Nordisk AS <br> (NOVOB DC), <br> Class B<br>| 1773052 | &nbsp;&nbsp; 82461042 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Novo Nordisk AS <br> (NVO US), <br> Sponsored ADR<br>| 928818 | &nbsp;&nbsp; 43719463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Novonesis <br> Novozymes B, <br> Class B<br>| 763750 | &nbsp;&nbsp; 49412726 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; NTG Nordic Transport <br> Group AS<br>| 19888 | &nbsp;&nbsp; 596043 |
| #\*Ω | Orsted AS | 111057 | &nbsp;&nbsp; 5234283 |
|  | Pandora AS | 390292 | &nbsp;&nbsp; 64435482 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Parken Sport & <br> Entertainment AS<br>| 9927 | &nbsp;&nbsp; 255696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Per Aarsleff Holding <br> AS<br>| 98509 | &nbsp;&nbsp; 10609125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ringkjoebing <br> Landbobank AS<br>| 146741 | &nbsp;&nbsp; 32349265 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rockwool AS, <br> Class A<br>| 79010 | &nbsp;&nbsp; $3478146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rockwool AS, <br> Class B<br>| 502070 | &nbsp;&nbsp; 22001015 |
|  | Royal Unibrew AS | 238392 | &nbsp;&nbsp; 17831308 |
| \* | RTX AS | 27082 | &nbsp;&nbsp; 339428 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Scandinavian Tobacco <br> Group AS<br>| 223816 | &nbsp;&nbsp; 2929241 |
|  | Schouw & Co. AS | 69765 | &nbsp;&nbsp; 6570798 |
| # | Solar AS, Class B | 20029 | &nbsp;&nbsp; 864230 |
|  | SP Group AS | 11063 | &nbsp;&nbsp; 452259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sparekassen <br> Sjaelland-Fyn AS<br>| 10605 | &nbsp;&nbsp; 539462 |
|  | Sydbank AS | 333715 | &nbsp;&nbsp; 24724017 |
|  | TCM Group AS | 8463 | &nbsp;&nbsp; 97541 |
| # | Tivoli AS | 1741 | &nbsp;&nbsp; 164423 |
| # | TORM PLC, Class A | 181962 | &nbsp;&nbsp; 3354045 |
| # | Tryg AS | 817510 | &nbsp;&nbsp; 19719907 |
|  | UIE PLC | 43770 | &nbsp;&nbsp; 1953488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vestas Wind Systems <br> AS<br>| 1042152 | &nbsp;&nbsp; 19027705 |
| \* | Zealand Pharma AS | 120529 | &nbsp;&nbsp; 6235910 |
| TOTAL DENMARK | TOTAL DENMARK |  | &nbsp;&nbsp; 773737335 |
| FINLAND — (1.6%) | FINLAND — (1.6%) | FINLAND — (1.6%) | FINLAND — (1.6%) |
|  | Aktia Bank OYJ | 215201 | &nbsp;&nbsp; 2477571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alandsbanken Abp, <br> Class B<br>| 1250 | &nbsp;&nbsp; 55598 |
|  | Alma Media OYJ | 67280 | &nbsp;&nbsp; 1015216 |
| # | Anora Group OYJ | 60019 | &nbsp;&nbsp; 218519 |
|  | Apetit OYJ | 3389 | &nbsp;&nbsp; 55141 |
|  | Aspo OYJ | 32663 | &nbsp;&nbsp; 196708 |
|  | Atria OYJ | 72002 | &nbsp;&nbsp; 1096960 |
| # | Bittium OYJ | 75464 | &nbsp;&nbsp; 896151 |
| # | Citycon OYJ | 149832 | &nbsp;&nbsp; 644511 |
|  | Digia OYJ | 31793 | &nbsp;&nbsp; 266051 |
|  | Elisa OYJ | 473046 | &nbsp;&nbsp; 24339478 |
| Ω | Enento Group OYJ | 27350 | &nbsp;&nbsp; 484986 |
| # | eQ OYJ | 7039 | &nbsp;&nbsp; 103902 |
| # | Evli OYJ, Class B | 1367 | &nbsp;&nbsp; 29947 |
|  | Finnair OYJ | 572020 | &nbsp;&nbsp; 1875077 |
| # | Fiskars OYJ Abp | 90529 | &nbsp;&nbsp; 1484096 |
| # | Fortum OYJ | 1497803 | &nbsp;&nbsp; 27478277 |
|  | F-Secure OYJ | 276617 | &nbsp;&nbsp; 519111 |
| \* | Glaston OYJ Abp | 5708 | &nbsp;&nbsp; 8139 |
|  | Gofore OYJ | 7011 | &nbsp;&nbsp; 143535 |
|  | Harvia OYJ | 50346 | &nbsp;&nbsp; 2915010 |
|  | Hiab OYJ | 197332 | &nbsp;&nbsp; 13466779 |
| # | HKFoods OYJ | 149801 | &nbsp;&nbsp; 271601 |
|  | Huhtamaki OYJ | 460971 | &nbsp;&nbsp; 15866339 |
|  | Ilkka OYJ | 6838 | &nbsp;&nbsp; 26375 |
| \* | Incap OYJ | 30277 | &nbsp;&nbsp; 350761 |
|  | Kalmar OYJ, Class B | 197492 | &nbsp;&nbsp; 8912417 |
| # | Kamux Corp. | 41665 | &nbsp;&nbsp; 93505 |
|  | Kemira OYJ | 532975 | &nbsp;&nbsp; 11342436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kesko OYJ (KESKOA <br> FH), Class A<br>| 179939 | &nbsp;&nbsp; 3916891 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kesko OYJ (KESKOB <br> FH), Class B<br>| 1296571 | &nbsp;&nbsp; $28199661 |
| \* | Kojamo OYJ | 246282 | &nbsp;&nbsp; 3125695 |
|  | Kone OYJ, Class B | 443209 | &nbsp;&nbsp; 27216774 |
|  | Konecranes OYJ | 363496 | &nbsp;&nbsp; 30290867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lassila & Tikanoja <br> OYJ<br>| 130431 | &nbsp;&nbsp; 1406262 |
| #\* | Lindex Group OYJ | 121509 | &nbsp;&nbsp; 393400 |
|  | Mandatum OYJ | 642083 | &nbsp;&nbsp; 4355320 |
|  | Marimekko OYJ | 111933 | &nbsp;&nbsp; 1665642 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Metsa Board OYJ <br> (METSB FH), <br> Class B<br>| 486958 | &nbsp;&nbsp; 1791471 |
|  | Metso OYJ | 1935338 | &nbsp;&nbsp; 24306461 |
|  | Neste OYJ | 483805 | &nbsp;&nbsp; 7635711 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nokia OYJ (NOK US), <br> Sponsored ADR<br>| 2495826 | &nbsp;&nbsp; 10182970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nokia OYJ (NOKIA <br> FH)<br>| 3375434 | &nbsp;&nbsp; 13756059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nokia OYJ (NOKIA <br> FP)<br>| 1186596 | &nbsp;&nbsp; 4862243 |
| # | Nokian Renkaat OYJ | 377309 | &nbsp;&nbsp; 3387373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nordea Bank Abp <br> (NDA FH)<br>| 3434642 | &nbsp;&nbsp; 50117546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nordea Bank Abp <br> (NDA SS)<br>| 2414342 | &nbsp;&nbsp; 35251090 |
|  | Olvi OYJ, Class A | 47734 | &nbsp;&nbsp; 1817747 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Oma Saastopankki <br> OYJ<br>| 24666 | &nbsp;&nbsp; 255954 |
| \* | Optomed OYJ | 11306 | &nbsp;&nbsp; 57935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriola OYJ (OKDBV <br> FH), Class B<br>| 552067 | &nbsp;&nbsp; 688506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orion OYJ (ORNAV <br> FH), Class A<br>| 26367 | &nbsp;&nbsp; 2092743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orion OYJ (ORNBV <br> FH), Class B<br>| 470780 | &nbsp;&nbsp; 37690049 |
| # | Outokumpu OYJ | 1142010 | &nbsp;&nbsp; 4297050 |
|  | Pihlajalinna OYJ | 47860 | &nbsp;&nbsp; 891134 |
|  | Ponsse OYJ | 47190 | &nbsp;&nbsp; 1718619 |
|  | Puuilo OYJ | 168606 | &nbsp;&nbsp; 2630563 |
| \* | QT Group OYJ | 62055 | &nbsp;&nbsp; 4270165 |
|  | Raisio OYJ, Class V | 314116 | &nbsp;&nbsp; 898462 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Remedy <br> Entertainment OYJ<br>| 2352 | &nbsp;&nbsp; 43107 |
| # | Revenio Group OYJ | 58703 | &nbsp;&nbsp; 1757858 |
|  | Sampo OYJ, Class A | 3860794 | &nbsp;&nbsp; 41403354 |
|  | Sanoma OYJ | 426907 | &nbsp;&nbsp; 4936732 |
|  | Scanfil OYJ | 21825 | &nbsp;&nbsp; 279233 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Stora Enso OYJ, <br> Class R<br>| 1740912 | &nbsp;&nbsp; 17913081 |
| #\* | Suominen OYJ | 10369 | &nbsp;&nbsp; 22748 |
|  | Taaleri PLC | 19235 | &nbsp;&nbsp; 155104 |
| # | Talenom OYJ | 21268 | &nbsp;&nbsp; 84847 |
|  | Teleste OYJ | 20343 | &nbsp;&nbsp; 74092 |
| Ω | Terveystalo OYJ | 320444 | &nbsp;&nbsp; 3925630 |
| # | TietoEVRY OYJ | 322232 | &nbsp;&nbsp; 5546874 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tokmanni Group <br> Corp.<br>| 156541 | &nbsp;&nbsp; 1532909 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |
|  | UPM-Kymmene OYJ | 971598 | &nbsp;&nbsp; $25181645 |
|  | Vaisala OYJ, Class A | 60863 | &nbsp;&nbsp; 3282782 |
| # | Valmet OYJ | 585054 | &nbsp;&nbsp; 21109803 |
|  | Wartsila OYJ Abp | 953764 | &nbsp;&nbsp; 26350990 |
| #\* | WithSecure OYJ | 88143 | &nbsp;&nbsp; 99517 |
| \* | YIT OYJ | 562719 | &nbsp;&nbsp; 1949598 |
| TOTAL FINLAND | TOTAL FINLAND |  | &nbsp;&nbsp; 581454464 |
| FRANCE — (7.4%) | FRANCE — (7.4%) | FRANCE — (7.4%) | FRANCE — (7.4%) |
| \* | 74Software SA | 38165 | &nbsp;&nbsp; 1625581 |
|  | ABC arbitrage | 82766 | &nbsp;&nbsp; 588785 |
|  | Accor SA | 436148 | &nbsp;&nbsp; 22105669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aeroports de Paris <br> SA<br>| 102660 | &nbsp;&nbsp; 12460301 |
|  | Air Liquide SA | 186338 | &nbsp;&nbsp; 36659475 |
|  | Airbus SE | 335774 | &nbsp;&nbsp; 67509062 |
|  | AKWEL SADIR | 46477 | &nbsp;&nbsp; 456779 |
| \* | Alstom SA | 1113453 | &nbsp;&nbsp; 26117514 |
| \* | Altamir | 46348 | &nbsp;&nbsp; 1513505 |
|  | Alten SA | 108218 | &nbsp;&nbsp; 8795439 |
| Ω | Amundi SA | 161801 | &nbsp;&nbsp; 11957166 |
| \*Ω | Aramis Group SAS | 2892 | &nbsp;&nbsp; 17678 |
|  | Arkema SA | 234102 | &nbsp;&nbsp; 15919255 |
| # | Assystem SA | 31540 | &nbsp;&nbsp; 1742628 |
|  | Aubay | 27927 | &nbsp;&nbsp; 1598589 |
|  | AXA SA | 929826 | &nbsp;&nbsp; 45160847 |
| Ω | Ayvens SA | 64653 | &nbsp;&nbsp; 694729 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bastide le Confort <br> Medical<br>| 10919 | &nbsp;&nbsp; 378675 |
| # | Beneteau SACA | 115869 | &nbsp;&nbsp; 1075673 |
|  | BioMerieux | 60838 | &nbsp;&nbsp; 8704960 |
|  | BNP Paribas SA | 765928 | &nbsp;&nbsp; 69835953 |
|  | Boiron SA | 27994 | &nbsp;&nbsp; 668311 |
|  | Bollore SE | 1453058 | &nbsp;&nbsp; 8381322 |
|  | Bonduelle SCA | 53933 | &nbsp;&nbsp; 491887 |
|  | Bouygues SA | 801598 | &nbsp;&nbsp; 33007010 |
|  | Bureau Veritas SA | 789401 | &nbsp;&nbsp; 24310473 |
| \* | Canal & SA | 1944279 | &nbsp;&nbsp; 6188186 |
|  | Capgemini SE | 170259 | &nbsp;&nbsp; 25347530 |
|  | Carrefour SA | 2027838 | &nbsp;&nbsp; 29060956 |
| # | Catana Group | 84768 | &nbsp;&nbsp; 367722 |
|  | CBo Territoria | 2301 | &nbsp;&nbsp; 9611 |
| \* | Cegedim SA | 27614 | &nbsp;&nbsp; 343117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie de Saint-Gobain <br> SA<br>| 609899 | &nbsp;&nbsp; 69965844 |
|  | Cie des Alpes | 102140 | &nbsp;&nbsp; 2680905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie Generale des <br> Etablissements <br> Michelin SCA<br>| 2060119 | &nbsp;&nbsp; 73291760 |
| \* | Claranova SE | 54070 | &nbsp;&nbsp; 154008 |
| \* | Clariane SE | 716639 | &nbsp;&nbsp; 3715547 |
|  | Coface SA | 656019 | &nbsp;&nbsp; 12197149 |
|  | Credit Agricole SA | 892367 | &nbsp;&nbsp; 16423580 |
|  | Danone SA | 542142 | &nbsp;&nbsp; 44367173 |
| # | Dassault Aviation SA | 22343 | &nbsp;&nbsp; 6956650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dassault Systemes <br> SE<br>| 188202 | &nbsp;&nbsp; 6182666 |
|  | Derichebourg SA | 587211 | &nbsp;&nbsp; 3861440 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | Edenred SE | 360864 | &nbsp;&nbsp; $10305584 |
|  | Eiffage SA | 402573 | &nbsp;&nbsp; 54039547 |
| #\* | Ekinops SAS | 20239 | &nbsp;&nbsp; 79557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electricite de <br> Strasbourg SA<br>| 1484 | &nbsp;&nbsp; 249775 |
| \*Ω | Elior Group SA | 354954 | &nbsp;&nbsp; 1054089 |
|  | Elis SA | 1003894 | &nbsp;&nbsp; 27677418 |
|  | Engie SA | 4529701 | &nbsp;&nbsp; 101819593 |
|  | Equasens | 4361 | &nbsp;&nbsp; 239232 |
| # | Eramet SA | 26831 | &nbsp;&nbsp; 1483699 |
|  | EssilorLuxottica SA | 105700 | &nbsp;&nbsp; 31430355 |
|  | Esso SA Francaise | 11456 | &nbsp;&nbsp; 1259907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Etablissements Maurel <br> et Prom SA<br>| 364634 | &nbsp;&nbsp; 2239315 |
|  | Eurazeo SE | 158681 | &nbsp;&nbsp; 9311365 |
| #\* | Euroapi SA | 43972 | &nbsp;&nbsp; 144263 |
|  | Eurofins Scientific SE | 413234 | &nbsp;&nbsp; 31646862 |
| Ω | Euronext NV | 190501 | &nbsp;&nbsp; 30706645 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Eutelsat <br> Communications <br> SACA<br>| 880640 | &nbsp;&nbsp; 3151482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Exel Industries SA, <br> Class A<br>| 4918 | &nbsp;&nbsp; 224139 |
|  | FDJ UNITED | 337907 | &nbsp;&nbsp; 10539937 |
|  | Fnac Darty SA | 3099 | &nbsp;&nbsp; 105200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fnac Darty SA (0QSH <br> LI)<br>| 12150 | &nbsp;&nbsp; 412801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fnac Darty SA (FNAC <br> FP)<br>| 49601 | &nbsp;&nbsp; 1679089 |
| \* | Forvia SE (1EO IM) | 64858 | &nbsp;&nbsp; 836267 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forvia SE (FRVIA <br> FP)<br>| 456120 | &nbsp;&nbsp; 5798764 |
| \* | Gaumont SA | 768 | &nbsp;&nbsp; 70045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gaztransport Et <br> Technigaz SA<br>| 149223 | &nbsp;&nbsp; 28066656 |
|  | GEA | 181 | &nbsp;&nbsp; 18057 |
|  | Getlink SE | 994887 | &nbsp;&nbsp; 18043179 |
|  | GL Events SACA | 43779 | &nbsp;&nbsp; 1509695 |
|  | Groupe Crit SA | 22390 | &nbsp;&nbsp; 1593953 |
|  | Groupe SFPI | 7834 | &nbsp;&nbsp; 21162 |
| #\* | Guerbet | 23842 | &nbsp;&nbsp; 569694 |
| \* | Haulotte Group SA | 16557 | &nbsp;&nbsp; 49509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hermes International <br> SCA<br>| 23367 | &nbsp;&nbsp; 57143715 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ID Logistics Group <br> SACA<br>| 13312 | &nbsp;&nbsp; 6682559 |
|  | Imerys SA | 139998 | &nbsp;&nbsp; 3446536 |
|  | Infotel SA | 2750 | &nbsp;&nbsp; 125760 |
|  | Interparfums SA | 44273 | &nbsp;&nbsp; 1625732 |
|  | Ipsen SA | 135115 | &nbsp;&nbsp; 15920883 |
|  | IPSOS SA | 196901 | &nbsp;&nbsp; 8841316 |
|  | Jacquet Metals SACA | 62057 | &nbsp;&nbsp; 1591270 |
|  | JCDecaux SE | 237329 | &nbsp;&nbsp; 3901846 |
|  | Kaufman & Broad SA | 71601 | &nbsp;&nbsp; 2551031 |
|  | Kering SA | 75210 | &nbsp;&nbsp; 18467459 |
|  | Laurent-Perrier | 7300 | &nbsp;&nbsp; 789369 |
| # | Lectra | 10157 | &nbsp;&nbsp; 282531 |
|  | Legrand SA | 195817 | &nbsp;&nbsp; 28923485 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | Linedata Services | 3879 | &nbsp;&nbsp; $300570 |
|  | LISI SA | 40903 | &nbsp;&nbsp; 2210801 |
|  | LNA Sante SA | 25813 | &nbsp;&nbsp; 839242 |
|  | L'Oreal SA | 121996 | &nbsp;&nbsp; 53981150 |
|  | Louis Hachette Group | 35957 | &nbsp;&nbsp; 66999 |
| \* | Lumibird | 1432 | &nbsp;&nbsp; 29986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy <br> Louis Vuitton SE<br>| 247349 | &nbsp;&nbsp; 132779853 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Maisons du Monde <br> SA<br>| 115407 | &nbsp;&nbsp; 290951 |
|  | Manitou BF SA | 37434 | &nbsp;&nbsp; 825851 |
|  | Mersen SA | 83969 | &nbsp;&nbsp; 2299549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metropole Television <br> SA<br>| 123905 | &nbsp;&nbsp; 1809937 |
|  | Nexans SA | 117200 | &nbsp;&nbsp; 16844023 |
| #\* | Nexity SA | 130575 | &nbsp;&nbsp; 1701414 |
| # | NRJ Group | 87380 | &nbsp;&nbsp; 725480 |
|  | Oeneo SA | 138265 | &nbsp;&nbsp; 1504862 |
|  | Opmobility | 219796 | &nbsp;&nbsp; 3365470 |
| # | Orange SA (ORA FP) | 6978148 | &nbsp;&nbsp; 106145038 |
| #\* | OSE Immuno | 6923 | &nbsp;&nbsp; 50617 |
| \* | OVH Groupe SA | 13932 | &nbsp;&nbsp; 167657 |
|  | Pernod Ricard SA | 145956 | &nbsp;&nbsp; 14999708 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pierre Et Vacances <br> SA<br>| 311118 | &nbsp;&nbsp; 602801 |
|  | Pluxee NV | 129872 | &nbsp;&nbsp; 2633584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Publicis Groupe SA <br> (PUB FP)<br>| 440260 | &nbsp;&nbsp; 40231704 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Publicis Groupe SA <br> (PUBGY US), ADR<br>| 28265 | &nbsp;&nbsp; 643311 |
|  | Quadient SA | 117961 | &nbsp;&nbsp; 2168378 |
|  | Renault SA | 492514 | &nbsp;&nbsp; 18223401 |
|  | Rexel SA | 1147692 | &nbsp;&nbsp; 34688334 |
|  | Robertet SA | 1542 | &nbsp;&nbsp; 1452522 |
|  | Rubis SCA | 189205 | &nbsp;&nbsp; 5991343 |
|  | Safran SA | 250617 | &nbsp;&nbsp; 82641252 |
|  | Samse SACA | 989 | &nbsp;&nbsp; 168660 |
|  | Sanofi SA (SAN FP) | 552673 | &nbsp;&nbsp; 49613802 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sanofi SA (SNY US), <br> ADR<br>| 68537 | &nbsp;&nbsp; 3128029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sartorius Stedim <br> Biotech<br>| 9917 | &nbsp;&nbsp; 1981718 |
|  | Savencia SA | 20889 | &nbsp;&nbsp; 1549001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schneider Electric SE <br> (0NWV LI)<br>| 19869 | &nbsp;&nbsp; 5159313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schneider Electric SE <br> (SU FP)<br>| 154363 | &nbsp;&nbsp; 39948098 |
|  | SCOR SE | 589300 | &nbsp;&nbsp; 19197654 |
|  | SEB SA | 90229 | &nbsp;&nbsp; 6590984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seche Environnement <br> SACA<br>| 12569 | &nbsp;&nbsp; 1460229 |
|  | SES SA | 1846294 | &nbsp;&nbsp; 12696402 |
| #\*Ω | SMCP SA | 136049 | &nbsp;&nbsp; 784318 |
|  | Societe BIC SA | 102073 | &nbsp;&nbsp; 6206357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Societe des Bains de <br> Mer et du Cercle <br> des Etrangers a <br> Monaco<br>| 755 | &nbsp;&nbsp; 89452 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | Societe Generale SA | 1071889 | &nbsp;&nbsp; $68417073 |
|  | Societe LDC SADIR | 5415 | &nbsp;&nbsp; 571738 |
|  | Sodexo SA | 260138 | &nbsp;&nbsp; 15471304 |
|  | Sodexo, Inc. | 8908 | &nbsp;&nbsp; 531672 |
| \* | SOITEC | 43863 | &nbsp;&nbsp; 1899902 |
|  | Sopra Steria Group | 71039 | &nbsp;&nbsp; 15306674 |
|  | SPIE SA | 542648 | &nbsp;&nbsp; 31935575 |
|  | Stef SA | 22312 | &nbsp;&nbsp; 3366636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STMicroelectronics <br> NV (STM FP)<br>| 876681 | &nbsp;&nbsp; 22279919 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; STMicroelectronics <br> NV (STM US)<br>| 138844 | &nbsp;&nbsp; 3530803 |
|  | Sword Group | 25719 | &nbsp;&nbsp; 1065191 |
|  | Synergie SE | 43437 | &nbsp;&nbsp; 1704322 |
|  | Technip Energies NV | 626610 | &nbsp;&nbsp; 27057862 |
|  | Teleperformance SE | 188918 | &nbsp;&nbsp; 18417826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Television Francaise 1 <br> SA<br>| 206730 | &nbsp;&nbsp; 1976642 |
| # | TFF Group | 795 | &nbsp;&nbsp; 16250 |
|  | Thales SA | 142400 | &nbsp;&nbsp; 38304696 |
|  | Thermador Groupe | 12068 | &nbsp;&nbsp; 1126416 |
| # | Tikehau Capital SCA | 25541 | &nbsp;&nbsp; 569916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TotalEnergies SE <br> (TTE FP)<br>| 4093591 | &nbsp;&nbsp; 243427227 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; TotalEnergies SE <br> (TTE US), <br> Sponsored ADR<br>| 215223 | &nbsp;&nbsp; 12816530 |
|  | Trigano SA | 43525 | &nbsp;&nbsp; 7422529 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ubisoft Entertainment <br> SA<br>| 309960 | &nbsp;&nbsp; 3268991 |
|  | Valeo SE | 813706 | &nbsp;&nbsp; 8852685 |
|  | Vallourec SACA | 802756 | &nbsp;&nbsp; 15002765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Veolia Environnement <br> SA (VIE FP)<br>| 620139 | &nbsp;&nbsp; 21015920 |
| Ω | Verallia SA | 292010 | &nbsp;&nbsp; 9395118 |
|  | Vetoquinol SA | 2429 | &nbsp;&nbsp; 213632 |
|  | Vicat SACA | 79455 | &nbsp;&nbsp; 5145803 |
|  | VIEL & Cie SA | 80059 | &nbsp;&nbsp; 1433526 |
|  | Vinci SA | 701249 | &nbsp;&nbsp; 97409631 |
|  | Virbac SACA | 13467 | &nbsp;&nbsp; 5333227 |
| #\* | Viridien | 21506 | &nbsp;&nbsp; 1430276 |
|  | Vivendi SE | 1944278 | &nbsp;&nbsp; 7370369 |
| #\* | Voltalia SA | 51820 | &nbsp;&nbsp; 438108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vranken-Pommery <br> Monopole SA<br>| 4920 | &nbsp;&nbsp; 70922 |
|  | VusionGroup | 5772 | &nbsp;&nbsp; 1483714 |
| # | Wavestone | 20958 | &nbsp;&nbsp; 1386652 |
| #\*Ω | Worldline SA | 414872 | &nbsp;&nbsp; 1511366 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; X-Fab Silicon <br> Foundries SE<br>| 220636 | &nbsp;&nbsp; 1605082 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp; 2607935732 |
| GERMANY — (7.9%) | GERMANY — (7.9%) | GERMANY — (7.9%) | GERMANY — (7.9%) |
| # | 1&1 AG | 166280 | &nbsp;&nbsp; 3495609 |
|  | 7C Solarparken AG | 207839 | &nbsp;&nbsp; 435425 |
|  | Adesso SE | 13681 | &nbsp;&nbsp; 1264063 |
|  | adidas AG | 224005 | &nbsp;&nbsp; 42813812 |
|  | Adtran Networks SE | 25248 | &nbsp;&nbsp; 596400 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | All for One Group SE | 6241 | &nbsp;&nbsp; $348177 |
|  | Allgeier SE | 19880 | &nbsp;&nbsp; 423591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Allianz SE (ALIZY <br> US), ADR<br>| 50320 | &nbsp;&nbsp; 1988646 |
|  | Allianz SE (ALV GR) | 195310 | &nbsp;&nbsp; 77182143 |
|  | AlzChem Group AG | 14979 | &nbsp;&nbsp; 2535531 |
| # | Amadeus Fire AG | 17147 | &nbsp;&nbsp; 1309150 |
| \* | Aroundtown SA | 1525117 | &nbsp;&nbsp; 5499713 |
|  | Atoss Software SE | 32850 | &nbsp;&nbsp; 4406228 |
| Ω | Aumann AG | 5308 | &nbsp;&nbsp; 72221 |
| # | Aurubis AG | 152294 | &nbsp;&nbsp; 15190498 |
| \*Ω | Auto1 Group SE | 13573 | &nbsp;&nbsp; 406890 |
|  | BASF SE | 2092860 | &nbsp;&nbsp; 102569760 |
| \* | Basler AG | 13664 | &nbsp;&nbsp; 179754 |
|  | Bayer AG | 2453298 | &nbsp;&nbsp; 76301789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bayerische Motoren <br> Werke AG<br>| 530909 | &nbsp;&nbsp; 50516725 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; BayWa AG (BYW6 <br> GR)<br>| 63318 | &nbsp;&nbsp; 702401 |
|  | Bechtle AG | 350338 | &nbsp;&nbsp; 15206014 |
| Ω | Befesa SA | 105725 | &nbsp;&nbsp; 3170256 |
|  | Beiersdorf AG | 94463 | &nbsp;&nbsp; 11738173 |
|  | Bertrandt AG | 19461 | &nbsp;&nbsp; 429094 |
|  | Bijou Brigitte AG | 16048 | &nbsp;&nbsp; 703244 |
|  | Bilfinger SE | 112125 | &nbsp;&nbsp; 12062998 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Borussia Dortmund <br> GmbH & Co. KGaA<br>| 328949 | &nbsp;&nbsp; 1370890 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; BRANICKS Group <br> AG<br>| 105407 | &nbsp;&nbsp; 244060 |
|  | Brenntag SE | 488802 | &nbsp;&nbsp; 30324841 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Brockhaus <br> Technologies AG<br>| 900 | &nbsp;&nbsp; 13457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CANCOM SE (COK <br> GR)<br>| 46580 | &nbsp;&nbsp; 1364551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carl Zeiss Meditec <br> AG<br>| 63189 | &nbsp;&nbsp; 3484359 |
| \* | Ceconomy AG | 503707 | &nbsp;&nbsp; 2545094 |
|  | CENIT AG | 26633 | &nbsp;&nbsp; 231101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cewe Stiftung & Co. <br> KGaA<br>| 34614 | &nbsp;&nbsp; 3964013 |
|  | Commerzbank AG | 1576057 | &nbsp;&nbsp; 57472202 |
|  | Continental AG | 405867 | &nbsp;&nbsp; 34665329 |
| \* | Covestro AG | 516166 | &nbsp;&nbsp; 34981145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTS Eventim AG & <br> Co. KGaA<br>| 211308 | &nbsp;&nbsp; 23861822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck Holding <br> AG<br>| 1531261 | &nbsp;&nbsp; 74488587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Data Modul AG <br> Produktion Und <br> Vertrieb Von <br> Elektronischen <br> Systemen<br>| 2656 | &nbsp;&nbsp; 70948 |
| \*Ω | Delivery Hero SE | 53243 | &nbsp;&nbsp; 1589008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dermapharm Holding <br> SE<br>| 61470 | &nbsp;&nbsp; 2354178 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Bank AG <br> (DB US)<br>| 932025 | &nbsp;&nbsp; 30738185 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Bank AG <br> (DBK GR)<br>| 1854208 | &nbsp;&nbsp; $61071167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Beteiligungs <br> AG<br>| 61661 | &nbsp;&nbsp; 1713851 |
|  | Deutsche Boerse AG | 259172 | &nbsp;&nbsp; 75001067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche EuroShop <br> AG<br>| 17860 | &nbsp;&nbsp; 383600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Lufthansa <br> AG<br>| 1409207 | &nbsp;&nbsp; 12083712 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche <br> Pfandbriefbank AG<br>| 422560 | &nbsp;&nbsp; 2630752 |
|  | Deutsche Post AG | 2262064 | &nbsp;&nbsp; 101353375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Telekom AG <br> (DTE GR)<br>| 5657728 | &nbsp;&nbsp; 202919493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Telekom AG <br> (DTEGY US), <br> Sponsored ADR<br>| 4026 | &nbsp;&nbsp; 144211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Wohnen <br> SE<br>| 66493 | &nbsp;&nbsp; 1686649 |
|  | Deutz AG | 225216 | &nbsp;&nbsp; 1975019 |
| \* | Dr. Hoenle AG | 7908 | &nbsp;&nbsp; 86616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Draegerwerk AG & <br> Co. KGaA<br>| 12747 | &nbsp;&nbsp; 857632 |
|  | Duerr AG | 177631 | &nbsp;&nbsp; 4565591 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; DWS Group GmbH & <br> Co. KGaA<br>| 132280 | &nbsp;&nbsp; 7921452 |
|  | E.ON SE | 5742369 | &nbsp;&nbsp; 104759375 |
|  | Eckert & Ziegler SE | 50374 | &nbsp;&nbsp; 3832106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EDAG Engineering <br> Group AG<br>| 20949 | &nbsp;&nbsp; 150699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elmos Semiconductor <br> SE<br>| 32846 | &nbsp;&nbsp; 3278338 |
|  | ElringKlinger AG | 146281 | &nbsp;&nbsp; 724993 |
|  | Energiekontor AG | 18365 | &nbsp;&nbsp; 1032078 |
|  | Evonik Industries AG | 951882 | &nbsp;&nbsp; 18902533 |
| #\* | Evotec SE | 348821 | &nbsp;&nbsp; 2786886 |
|  | Fabasoft AG | 8103 | &nbsp;&nbsp; 152080 |
|  | Fielmann Group AG | 103613 | &nbsp;&nbsp; 6565158 |
|  | flatexDEGIRO AG | 333265 | &nbsp;&nbsp; 10072352 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Fraport AG Frankfurt <br> Airport Services <br> Worldwide<br>| 157528 | &nbsp;&nbsp; 11722592 |
|  | Freenet AG | 753145 | &nbsp;&nbsp; 24426630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fresenius Medical <br> Care AG (FME GR)<br>| 544294 | &nbsp;&nbsp; 27607362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fresenius Medical <br> Care AG (FMS US), <br> ADR<br>| 1074 | &nbsp;&nbsp; 27215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fresenius SE & Co. <br> KGaA<br>| 703880 | &nbsp;&nbsp; 33596636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Friedrich Vorwerk <br> Group SE<br>| 24182 | &nbsp;&nbsp; 2350322 |
|  | FUCHS SE | 124570 | &nbsp;&nbsp; 4381300 |
|  | GEA Group AG | 629633 | &nbsp;&nbsp; 45226688 |
| # | Gerresheimer AG | 134141 | &nbsp;&nbsp; 6613680 |
|  | Gesco SE | 29514 | &nbsp;&nbsp; 608451 |
| # | GFT Technologies SE | 80626 | &nbsp;&nbsp; 1670282 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grand City Properties <br> SA<br>| 130529 | &nbsp;&nbsp; $1645714 |
| # | Grenke AG | 74412 | &nbsp;&nbsp; 1515481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; H&R GmbH & Co. <br> KGaA<br>| 57019 | &nbsp;&nbsp; 324839 |
|  | Hannover Rueck SE | 88984 | &nbsp;&nbsp; 26992706 |
| #Ω | Hapag-Lloyd AG | 53309 | &nbsp;&nbsp; 7694730 |
|  | Hawesko Holding SE | 1974 | &nbsp;&nbsp; 52080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heidelberg Materials <br> AG<br>| 367659 | &nbsp;&nbsp; 84816905 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Heidelberger <br> Druckmaschinen <br> AG<br>| 851226 | &nbsp;&nbsp; 2202247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hella GmbH & Co. <br> KGaA<br>| 10682 | &nbsp;&nbsp; 1058712 |
| #\* | HelloFresh SE | 586133 | &nbsp;&nbsp; 6167682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henkel AG & Co. <br> KGaA<br>| 139179 | &nbsp;&nbsp; 9897061 |
|  | Hensoldt AG | 233324 | &nbsp;&nbsp; 25572966 |
|  | HOCHTIEF AG | 78040 | &nbsp;&nbsp; 17004393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hornbach Holding AG <br> & Co. KGaA<br>| 44857 | &nbsp;&nbsp; 5274453 |
|  | HUGO BOSS AG | 143141 | &nbsp;&nbsp; 6666515 |
|  | Indus Holding AG | 49401 | &nbsp;&nbsp; 1334598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Infineon Technologies <br> AG (IFNNY US), <br> ADR<br>| 173010 | &nbsp;&nbsp; 6802753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Infineon Technologies <br> AG (IFX GR)<br>| 1809236 | &nbsp;&nbsp; 71072421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Init Innovation in <br> Traffic Systems SE<br>| 13895 | &nbsp;&nbsp; 655120 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Instone Real Estate <br> Group SE<br>| 113727 | &nbsp;&nbsp; 1211327 |
| \* | IONOS Group SE | 11430 | &nbsp;&nbsp; 542085 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; IVU Traffic <br> Technologies AG<br>| 28696 | &nbsp;&nbsp; 689599 |
|  | Jenoptik AG | 161142 | &nbsp;&nbsp; 3414929 |
| Ω | JOST Werke SE | 32847 | &nbsp;&nbsp; 1933617 |
|  | K&S AG | 348460 | &nbsp;&nbsp; 5271419 |
|  | KION Group AG | 353395 | &nbsp;&nbsp; 21724902 |
|  | Kloeckner & Co. SE | 29616 | &nbsp;&nbsp; 215962 |
| # | Knaus Tabbert AG | 9810 | &nbsp;&nbsp; 147410 |
|  | Knorr-Bremse AG | 212851 | &nbsp;&nbsp; 21243686 |
| \* | Koenig & Bauer AG | 35675 | &nbsp;&nbsp; 577378 |
| # | Kontron AG | 168742 | &nbsp;&nbsp; 5443634 |
|  | Krones AG | 57689 | &nbsp;&nbsp; 8542338 |
|  | KSB SE & Co. KGaA | 267 | &nbsp;&nbsp; 297271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KWS Saat SE & Co. <br> KGaA<br>| 36418 | &nbsp;&nbsp; 2593837 |
|  | Lanxess AG | 408612 | &nbsp;&nbsp; 11221274 |
|  | LEG Immobilien SE | 185270 | &nbsp;&nbsp; 14705524 |
| # | Leifheit AG | 27316 | &nbsp;&nbsp; 476028 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LPKF Laser & <br> Electronics SE<br>| 13810 | &nbsp;&nbsp; 124616 |
|  | Mediclin AG | 12692 | &nbsp;&nbsp; 45601 |
| \* | Medios AG | 3246 | &nbsp;&nbsp; 47521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Group <br> AG<br>| 1227404 | &nbsp;&nbsp; 69495918 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | Merck KGaA | 26178 | &nbsp;&nbsp; $3271841 |
|  | MLP SE | 323179 | &nbsp;&nbsp; 3113995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MTU Aero Engines <br> AG<br>| 65379 | &nbsp;&nbsp; 28201769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Muenchener <br> Rueckversicherungs-Gesellschaft <br> AG in Muenchen<br>| 122464 | &nbsp;&nbsp; 80173580 |
|  | Multitude PLC | 3785 | &nbsp;&nbsp; 28299 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mutares SE & Co. <br> KGaA<br>| 52436 | &nbsp;&nbsp; 1806464 |
| \* | Nagarro SE | 22049 | &nbsp;&nbsp; 1394443 |
|  | Nemetschek SE | 195375 | &nbsp;&nbsp; 29109518 |
| #\* | Nordex SE | 346411 | &nbsp;&nbsp; 8502965 |
| # | Norma Group SE | 106112 | &nbsp;&nbsp; 1888776 |
| # | Patrizia SE | 151868 | &nbsp;&nbsp; 1355149 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pentixapharm Holding <br> AG<br>| 36307 | &nbsp;&nbsp; 83460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pfeiffer Vacuum <br> Technology AG<br>| 17825 | &nbsp;&nbsp; 3162842 |
| # | PNE AG | 8777 | &nbsp;&nbsp; 151344 |
|  | ProCredit Holding AG | 45925 | &nbsp;&nbsp; 476343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ProSiebenSat.1 Media <br> SE<br>| 625927 | &nbsp;&nbsp; 5705377 |
| # | Puma SE (PUM GR) | 327064 | &nbsp;&nbsp; 6913631 |
| #\* | PVA TePla AG | 63885 | &nbsp;&nbsp; 1544510 |
|  | PWO AG | 5972 | &nbsp;&nbsp; 197439 |
| \* | q.beyond AG | 558981 | &nbsp;&nbsp; 602585 |
| # | Qiagen NV | 403702 | &nbsp;&nbsp; 19956921 |
| \* | R Stahl AG | 4599 | &nbsp;&nbsp; 97060 |
|  | Rational AG | 15700 | &nbsp;&nbsp; 12119568 |
|  | Rheinmetall AG | 84035 | &nbsp;&nbsp; 166346950 |
| # | RTL Group SA | 121007 | &nbsp;&nbsp; 4769737 |
|  | RWE AG | 868514 | &nbsp;&nbsp; 35630945 |
|  | SAF-Holland SE | 82602 | &nbsp;&nbsp; 1490069 |
|  | Salzgitter AG | 108896 | &nbsp;&nbsp; 2823467 |
|  | SAP SE (SAP GR) | 230346 | &nbsp;&nbsp; 65868710 |
|  | Schaeffler AG | 80535 | &nbsp;&nbsp; 465619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schott Pharma AG & <br> Co. KGaA<br>| 8904 | &nbsp;&nbsp; 240312 |
| Ω | Scout24 SE | 6075 | &nbsp;&nbsp; 811873 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Secunet Security <br> Networks AG<br>| 4526 | &nbsp;&nbsp; 1125157 |
| #\* | SFC Energy AG | 2564 | &nbsp;&nbsp; 64166 |
| \* | SGL Carbon SE | 174965 | &nbsp;&nbsp; 685142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siemens AG (SIE <br> GR)<br>| 235038 | &nbsp;&nbsp; 59864913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siemens AG (SIEGY <br> US), Sponsored <br> ADR<br>| 5196 | &nbsp;&nbsp; 664309 |
| \* | Siemens Energy AG | 534674 | &nbsp;&nbsp; 61903840 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Siemens Healthineers <br> AG<br>| 223519 | &nbsp;&nbsp; 12039320 |
| # | Siltronic AG | 42232 | &nbsp;&nbsp; 1825951 |
|  | Sixt SE | 38792 | &nbsp;&nbsp; 4022396 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; SMA Solar Technology <br> AG<br>| 30939 | &nbsp;&nbsp; 708217 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Softwareone Holding <br> AG<br>| 86308 | &nbsp;&nbsp; 705245 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | Stabilus SE | 93866 | &nbsp;&nbsp; $2690838 |
|  | STRATEC SE | 8076 | &nbsp;&nbsp; 255318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stroeer SE & Co. <br> KGaA<br>| 135665 | &nbsp;&nbsp; 7289596 |
| # | Suedzucker AG | 246604 | &nbsp;&nbsp; 2824010 |
|  | Surteco Group SE | 32698 | &nbsp;&nbsp; 544496 |
|  | SUSS MicroTec SE | 61566 | &nbsp;&nbsp; 2231743 |
|  | Symrise AG | 290745 | &nbsp;&nbsp; 26355233 |
| # | TAG Immobilien AG | 628263 | &nbsp;&nbsp; 10101242 |
| # | Takkt AG | 99811 | &nbsp;&nbsp; 612693 |
| \* | Talanx AG | 198352 | &nbsp;&nbsp; 26290970 |
| \*Ω | TeamViewer SE | 197210 | &nbsp;&nbsp; 2016855 |
|  | Technotrans SE | 24647 | &nbsp;&nbsp; 685545 |
|  | thyssenkrupp AG | 1954009 | &nbsp;&nbsp; 22617953 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Thyssenkrupp Nucera <br> AG & Co. KGaA<br>| 15120 | &nbsp;&nbsp; 180325 |
| \* | TUI AG | 1690872 | &nbsp;&nbsp; 15255130 |
|  | United Internet AG | 240228 | &nbsp;&nbsp; 6885650 |
| # | Verbio SE | 36978 | &nbsp;&nbsp; 479144 |
|  | Volkswagen AG | 65006 | &nbsp;&nbsp; 6932505 |
|  | Vonovia SE | 501861 | &nbsp;&nbsp; 15575548 |
|  | Vossloh AG | 42621 | &nbsp;&nbsp; 4180169 |
| # | Wacker Chemie AG | 56488 | &nbsp;&nbsp; 4204457 |
|  | Wacker Neuson SE | 105064 | &nbsp;&nbsp; 2748454 |
|  | Washtec AG | 52755 | &nbsp;&nbsp; 2414711 |
| \* | Westwing Group SE | 13408 | &nbsp;&nbsp; 140272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuestenrot & <br> Wuerttembergische <br> AG<br>| 96569 | &nbsp;&nbsp; 1545459 |
| \*Ω | Zalando SE | 663068 | &nbsp;&nbsp; 19333767 |
|  | Zeal Network SE | 21221 | &nbsp;&nbsp; 1166699 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 2784384269 |
| HONG KONG — (1.6%) | HONG KONG — (1.6%) | HONG KONG — (1.6%) | HONG KONG — (1.6%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aceso Life Science <br> Group Ltd.<br>| 168900 | &nbsp;&nbsp; 426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aeon Credit Service <br> Asia Co. Ltd.<br>| 52000 | &nbsp;&nbsp; 48680 |
|  | AIA Group Ltd. | 8361000 | &nbsp;&nbsp; 77959349 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Aidigong Maternal & <br> Child Health Ltd.<br>| 67466 | &nbsp;&nbsp; 8423 |
| \* | Allied Group Ltd. | 1676000 | &nbsp;&nbsp; 355473 |
|  | APAC Resources Ltd. | 361197 | &nbsp;&nbsp; 60500 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Apollo Future Mobility <br> Group Ltd.<br>| 66400 | &nbsp;&nbsp; 6813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Financial <br> Holdings Ltd.<br>| 400000 | &nbsp;&nbsp; 249163 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asia Standard <br> International Group <br> Ltd.<br>| 2185561 | &nbsp;&nbsp; 89636 |
|  | ASMPT Ltd. | 729900 | &nbsp;&nbsp; 6174745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Associated <br> International Hotels <br> Ltd.<br>| 79000 | &nbsp;&nbsp; 51794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of East Asia <br> Ltd.<br>| 3860137 | &nbsp;&nbsp; 5966561 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Best Mart 360 <br> Holdings Ltd.<br>| 206000 | &nbsp;&nbsp; $60078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BOC Hong Kong <br> Holdings Ltd.<br>| 3312000 | &nbsp;&nbsp; 14871723 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bright Smart <br> Securities & <br> Commodities Group <br> Ltd.<br>| 3018000 | &nbsp;&nbsp; 5663827 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Budweiser Brewing <br> Co. APAC Ltd.<br>| 1753000 | &nbsp;&nbsp; 1840199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Build King Holdings <br> Ltd.<br>| 960000 | &nbsp;&nbsp; 154789 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cafe de Coral <br> Holdings Ltd.<br>| 1228000 | &nbsp;&nbsp; 1131373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Pacific <br> Airways Ltd.<br>| 6407180 | &nbsp;&nbsp; 9523093 |
|  | Chen Hsong Holdings | 364000 | &nbsp;&nbsp; 76966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cheuk Nang Holdings <br> Ltd.<br>| 124488 | &nbsp;&nbsp; 23544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chevalier International <br> Holdings Ltd.<br>| 130276 | &nbsp;&nbsp; 66657 |
| \* | Chi Kan Holdings Ltd. | 88000 | &nbsp;&nbsp; 28627 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Energy <br> Development <br> Holdings Ltd.<br>| 33840000 | &nbsp;&nbsp; 220184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Motor Bus Co. <br> Ltd.<br>| 6800 | &nbsp;&nbsp; 51215 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; China Star <br> Entertainment Ltd.<br>| 8256000 | &nbsp;&nbsp; 2536712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chinese Estates <br> Holdings Ltd.<br>| 1984000 | &nbsp;&nbsp; 329780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chow Sang Sang <br> Holdings <br> International Ltd.<br>| 1307000 | &nbsp;&nbsp; 1380567 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chuang's Consortium <br> International Ltd.<br>| 3475553 | &nbsp;&nbsp; 157964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CITIC Telecom <br> International <br> Holdings Ltd.<br>| 8815000 | &nbsp;&nbsp; 2857890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CK Asset Holdings <br> Ltd.<br>| 2115624 | &nbsp;&nbsp; 9694209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CK Hutchison <br> Holdings Ltd.<br>| 2034408 | &nbsp;&nbsp; 13241964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CK Infrastructure <br> Holdings Ltd.<br>| 714545 | &nbsp;&nbsp; 5032532 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CK Life Sciences <br> International <br> Holdings, Inc.<br>| 7186000 | &nbsp;&nbsp; 911193 |
|  | CLP Holdings Ltd. | 895000 | &nbsp;&nbsp; 7768399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C-Mer Medical <br> Holdings Ltd.<br>| 1342000 | &nbsp;&nbsp; 310329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CN Logistics <br> International <br> Holdings Ltd.<br>| 47000 | &nbsp;&nbsp; 19891 |
| #†† | Convoy, Inc. | 23823171 | &nbsp;&nbsp; 94989 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Cowell e Holdings, <br> Inc.<br>| 739000 | &nbsp;&nbsp; $2486293 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Crystal International <br> Group Ltd.<br>| 1186000 | &nbsp;&nbsp; 852104 |
| \* | CSC Holdings Ltd. | 98175000 | &nbsp;&nbsp; 384909 |
| \* | CSI Properties Ltd. | 40033880 | &nbsp;&nbsp; 940031 |
|  | CTF Services Ltd. | 4820221 | &nbsp;&nbsp; 4725538 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; CW Group Holdings <br> Ltd.<br>| 1730500 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dah Sing Banking <br> Group Ltd.<br>| 2036902 | &nbsp;&nbsp; 2381260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dah Sing Financial <br> Holdings Ltd.<br>| 881644 | &nbsp;&nbsp; 3270682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dickson Concepts <br> International Ltd.<br>| 427000 | &nbsp;&nbsp; 290125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dream International <br> Ltd.<br>| 82000 | &nbsp;&nbsp; 142221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dynamic Holdings <br> Ltd.<br>| 74000 | &nbsp;&nbsp; 124015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagle Nice <br> International <br> Holdings Ltd.<br>| 1394000 | &nbsp;&nbsp; 721524 |
| # | EC Healthcare | 1041000 | &nbsp;&nbsp; 87581 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; EcoGreen <br> International Group <br> Ltd.<br>| 468240 | &nbsp;&nbsp; 21253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emperor International <br> Holdings Ltd.<br>| 2814416 | &nbsp;&nbsp; 67493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emperor Watch & <br> Jewellery Ltd.<br>| 15710000 | &nbsp;&nbsp; 809363 |
| \* | ENM Holdings Ltd. | 2644000 | &nbsp;&nbsp; 90838 |
| \* | Esprit Holdings Ltd. | 11430969 | &nbsp;&nbsp; 140889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fairwood Holdings <br> Ltd.<br>| 199500 | &nbsp;&nbsp; 140822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far East Consortium <br> International Ltd.<br>| 6538465 | &nbsp;&nbsp; 655125 |
|  | First Pacific Co. Ltd. | 8711756 | &nbsp;&nbsp; 6854632 |
| #\*Ω | FIT Hon Teng Ltd. | 9411000 | &nbsp;&nbsp; 3167793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Four Seas Mercantile <br> Holdings Ltd.<br>| 36000 | &nbsp;&nbsp; 12028 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Frontage Holdings <br> Corp.<br>| 1238000 | &nbsp;&nbsp; 230798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FSE Lifestyle Services <br> Ltd.<br>| 445000 | &nbsp;&nbsp; 331318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galaxy Entertainment <br> Group Ltd.<br>| 2121000 | &nbsp;&nbsp; 10343402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Get Nice Holdings <br> Ltd.<br>| 3195296 | &nbsp;&nbsp; 62739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Giordano International <br> Ltd.<br>| 4412000 | &nbsp;&nbsp; 836693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Glorious Sun <br> Enterprises Ltd.<br>| 1763000 | &nbsp;&nbsp; 298354 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp; Gold Financial <br> Holdings Ltd.<br>| 2104000 | &nbsp;&nbsp; 0 |
| \* | GR Life Style Co. Ltd. | 2932000 | &nbsp;&nbsp; 384212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Eagle Holdings <br> Ltd.<br>| 609652 | &nbsp;&nbsp; 1141004 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; G-Resources Group <br> Ltd.<br>| 6292820 | &nbsp;&nbsp; $8648933 |
|  | Guoco Group Ltd. | 27000 | &nbsp;&nbsp; 254604 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Guotai Junan <br> International <br> Holdings Ltd.<br>| 11609000 | &nbsp;&nbsp; 9462286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hang Lung Group <br> Ltd.<br>| 2986000 | &nbsp;&nbsp; 5394619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hang Lung Properties <br> Ltd.<br>| 7044514 | &nbsp;&nbsp; 7254851 |
|  | Hang Seng Bank Ltd. | 466400 | &nbsp;&nbsp; 6793907 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanison Construction <br> Holdings Ltd.<br>| 269496 | &nbsp;&nbsp; 8509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harbour Centre <br> Development Ltd.<br>| 158000 | &nbsp;&nbsp; 89727 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Henderson Land <br> Development Co. <br> Ltd.<br>| 1532104 | &nbsp;&nbsp; 5361253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HK Electric <br> Investments & HK <br> Electric Investments <br> Ltd.<br>| 4238000 | &nbsp;&nbsp; 3303706 |
|  | HKBN Ltd. | 803500 | &nbsp;&nbsp; 510409 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HKR International <br> Ltd.<br>| 4036438 | &nbsp;&nbsp; 479237 |
|  | HKT Trust & HKT Ltd. | 9979000 | &nbsp;&nbsp; 15712707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong & China <br> Gas Co. Ltd.<br>| 9514586 | &nbsp;&nbsp; 8492369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong <br> Exchanges & <br> Clearing Ltd.<br>| 812318 | &nbsp;&nbsp; 43961672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong Ferry <br> Holdings Co. Ltd.<br>| 489000 | &nbsp;&nbsp; 298187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong <br> Technology Venture <br> Co. Ltd.<br>| 1242535 | &nbsp;&nbsp; 258383 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hongkong & Shanghai <br> Hotels Ltd.<br>| 2243226 | &nbsp;&nbsp; 1669338 |
| Ω | Honma Golf Ltd. | 558000 | &nbsp;&nbsp; 249341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hung Hing Printing <br> Group Ltd.<br>| 632524 | &nbsp;&nbsp; 78141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hutchison <br> Telecommunications <br> Hong Kong <br> Holdings Ltd.<br>| 5438000 | &nbsp;&nbsp; 747501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hysan Development <br> Co. Ltd.<br>| 1459215 | &nbsp;&nbsp; 2903624 |
|  | IGG, Inc. | 2932000 | &nbsp;&nbsp; 1535551 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Impro Precision <br> Industries Ltd.<br>| 434000 | &nbsp;&nbsp; 167368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Housewares Retail <br> Co. Ltd.<br>| 1167000 | &nbsp;&nbsp; 127793 |
| \* | IPE Group Ltd. | 945000 | &nbsp;&nbsp; 51988 |
|  | JBM Healthcare Ltd. | 210000 | &nbsp;&nbsp; 79094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Electric <br> Holdings Ltd.<br>| 1515318 | &nbsp;&nbsp; 4466193 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; K Wah International <br> Holdings Ltd.<br>| 3316000 | &nbsp;&nbsp; $913809 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kader Holdings Co. <br> Ltd.<br>| 100000 | &nbsp;&nbsp; 3575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Karrie International <br> Holdings Ltd.<br>| 2114000 | &nbsp;&nbsp; 247678 |
|  | Kerry Properties Ltd. | 2022083 | &nbsp;&nbsp; 5399170 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kingkey Financial <br> International <br> Holdings Ltd.<br>| 350000 | &nbsp;&nbsp; 11420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KLN Logistics Group <br> Ltd.<br>| 1251291 | &nbsp;&nbsp; 1315858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kowloon Development <br> Co. Ltd.<br>| 1776984 | &nbsp;&nbsp; 723718 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lai Sun Development <br> Co. Ltd.<br>| 1641880 | &nbsp;&nbsp; 152111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lam Soon Hong Kong <br> Ltd.<br>| 12000 | &nbsp;&nbsp; 16116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Langham Hospitality <br> Investments & <br> Langham Hospitality <br> Investments Ltd.<br>| 363750 | &nbsp;&nbsp; 26818 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lerado Financial <br> Group Co. Ltd.<br>| 74000 | &nbsp;&nbsp; 2303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liu Chong Hing <br> Investment Ltd.<br>| 838000 | &nbsp;&nbsp; 477105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luk Fook Holdings <br> International Ltd.<br>| 1546000 | &nbsp;&nbsp; 4034079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Man Wah Holdings <br> Ltd.<br>| 8041200 | &nbsp;&nbsp; 4536093 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MECOM Power & <br> Construction Ltd.<br>| 1197500 | &nbsp;&nbsp; 28866 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Melco International <br> Development Ltd.<br>| 618000 | &nbsp;&nbsp; 427332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MGM China Holdings <br> Ltd.<br>| 1381200 | &nbsp;&nbsp; 2916052 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; MH Development <br> NPV<br>| 314080 | &nbsp;&nbsp; 0 |
| \* | Midland Holdings Ltd. | 1342364 | &nbsp;&nbsp; 302079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miramar Hotel & <br> Investment<br>| 581000 | &nbsp;&nbsp; 733476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Modern Dental Group <br> Ltd.<br>| 1402000 | &nbsp;&nbsp; 775382 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Mongolian Mining <br> Corp.<br>| 1605000 | &nbsp;&nbsp; 1607082 |
|  | MTR Corp. Ltd. | 767632 | &nbsp;&nbsp; 2761378 |
| \* | NagaCorp Ltd. | 4898192 | &nbsp;&nbsp; 2579933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nameson Holdings <br> Ltd.<br>| 1670000 | &nbsp;&nbsp; 169904 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National United <br> Resources Holdings <br> Ltd.<br>| 332000 | &nbsp;&nbsp; 1516 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; New Focus Auto Tech <br> Holdings Ltd.<br>| 5064000 | &nbsp;&nbsp; 34847 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; New World <br> Development Co. <br> Ltd.<br>| 4262284 | &nbsp;&nbsp; 3490320 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; NewOcean Energy <br> Holdings Ltd.<br>| 4088000 | &nbsp;&nbsp; $0 |
| # | Nissin Foods Co. Ltd. | 834000 | &nbsp;&nbsp; 722798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Watch <br> Holdings<br>| 2165793 | &nbsp;&nbsp; 933430 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Oshidori International <br> Holdings Ltd.<br>| 17547000 | &nbsp;&nbsp; 1036614 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Basin Shipping <br> Ltd.<br>| 23407000 | &nbsp;&nbsp; 6763585 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Textiles <br> Holdings Ltd.<br>| 3064000 | &nbsp;&nbsp; 573665 |
| \* | Paliburg Holdings Ltd. | 422790 | &nbsp;&nbsp; 15329 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; PAX Global <br> Technology Ltd.<br>| 2058000 | &nbsp;&nbsp; 1782793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PC Partner Group <br> Ltd.<br>| 1024000 | &nbsp;&nbsp; 964820 |
|  | PCCW Ltd. | 16086308 | &nbsp;&nbsp; 11524991 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp; Peace Mark Holdings <br> Ltd.<br>| 232000 | &nbsp;&nbsp; 0 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Perfect Medical Health <br> Management Ltd.<br>| 1409000 | &nbsp;&nbsp; 294340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pico Far East <br> Holdings Ltd.<br>| 3564000 | &nbsp;&nbsp; 1161286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Playmates Holdings <br> Ltd.<br>| 1444000 | &nbsp;&nbsp; 99374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Plover Bay <br> Technologies Ltd.<br>| 1048000 | &nbsp;&nbsp; 884806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Assets <br> Holdings Ltd.<br>| 1360500 | &nbsp;&nbsp; 8957664 |
|  | PRADA SpA | 786600 | &nbsp;&nbsp; 4281360 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Public Financial <br> Holdings Ltd.<br>| 1636000 | &nbsp;&nbsp; 283532 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Regal Hotels <br> International <br> Holdings Ltd.<br>| 1641400 | &nbsp;&nbsp; 110512 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Regina Miracle <br> International <br> Holdings Ltd.<br>| 1148000 | &nbsp;&nbsp; 266203 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sa Sa International <br> Holdings Ltd.<br>| 2658000 | &nbsp;&nbsp; 209320 |
| Ω | Samsonite Group SA | 3967500 | &nbsp;&nbsp; 8092541 |
|  | Sands China Ltd. | 1773600 | &nbsp;&nbsp; 4293473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SAS Dragon Holdings <br> Ltd.<br>| 1326000 | &nbsp;&nbsp; 792479 |
|  | SEA Holdings Ltd. | 1057918 | &nbsp;&nbsp; 166662 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Hi-Speed <br> Holdings Group <br> Ltd.<br>| 215000 | &nbsp;&nbsp; 479374 |
|  | Shangri-La Asia Ltd. | 4714166 | &nbsp;&nbsp; 2730936 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenwan Hongyuan <br> HK Ltd.<br>| 555000 | &nbsp;&nbsp; 149055 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shun Tak Holdings <br> Ltd.<br>| 8548250 | &nbsp;&nbsp; 719468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singamas Container <br> Holdings Ltd.<br>| 5650000 | &nbsp;&nbsp; 495203 |
|  | Sino Land Co. Ltd. | 7199156 | &nbsp;&nbsp; 8298460 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sinohope Technology <br> Holdings Ltd.<br>| 123500 | &nbsp;&nbsp; $73707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SITC International <br> Holdings Co. Ltd.<br>| 4284000 | &nbsp;&nbsp; 13851294 |
| #\* | SJM Holdings Ltd. | 3164125 | &nbsp;&nbsp; 1251577 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Smart Fish Wealthlink <br> Holdings Ltd.<br>| 18858000 | &nbsp;&nbsp; 45432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SmarTone <br> Telecommunications <br> Holdings Ltd.<br>| 1317930 | &nbsp;&nbsp; 771211 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Solomon Systech <br> International Ltd.<br>| 1806000 | &nbsp;&nbsp; 105005 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Soundwill Holdings <br> Ltd.<br>| 466500 | &nbsp;&nbsp; 366995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stella International <br> Holdings Ltd.<br>| 2077500 | &nbsp;&nbsp; 4126000 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sun Hung Kai & Co. <br> Ltd.<br>| 2813787 | &nbsp;&nbsp; 1267498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Hung Kai <br> Properties Ltd.<br>| 838511 | &nbsp;&nbsp; 9959386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SUNeVision Holdings <br> Ltd.<br>| 2563000 | &nbsp;&nbsp; 2529785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swire Pacific Ltd. (19 <br> HK), Class A<br>| 839000 | &nbsp;&nbsp; 7584001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swire Pacific Ltd. (87 <br> HK), Class B<br>| 1570000 | &nbsp;&nbsp; 2466559 |
|  | Swire Properties Ltd. | 821850 | &nbsp;&nbsp; 2202731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TAI Cheung Holdings <br> Ltd.<br>| 1125000 | &nbsp;&nbsp; 478556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tai Hing Group <br> Holdings Ltd.<br>| 1034000 | &nbsp;&nbsp; 124850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tai Sang Land <br> Development Ltd.<br>| 84523 | &nbsp;&nbsp; 21884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tan Chong <br> International Ltd.<br>| 372000 | &nbsp;&nbsp; 68782 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taung Gold <br> International Ltd.<br>| 7650000 | &nbsp;&nbsp; 51338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Techtronic Industries <br> Co. Ltd.<br>| 1513500 | &nbsp;&nbsp; 18097901 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Television Broadcasts <br> Ltd.<br>| 1087300 | &nbsp;&nbsp; 577462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texhong International <br> Group Ltd.<br>| 1158500 | &nbsp;&nbsp; 701545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texwinca Holdings <br> Ltd.<br>| 2716000 | &nbsp;&nbsp; 300701 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Theme International <br> Holdings Ltd.<br>| 15390000 | &nbsp;&nbsp; 1647012 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Tongda Group <br> Holdings Ltd.<br>| 5730000 | &nbsp;&nbsp; 85165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Town Health <br> International <br> Medical Group Ltd.<br>| 2602000 | &nbsp;&nbsp; 91199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tradelink Electronic <br> Commerce Ltd.<br>| 2326000 | &nbsp;&nbsp; 283949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transport International <br> Holdings Ltd.<br>| 1172297 | &nbsp;&nbsp; 1343603 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; United Laboratories <br> International <br> Holdings Ltd.<br>| 5269500 | &nbsp;&nbsp; $9877952 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Unity Group Holdings <br> International Ltd.<br>| 908000 | &nbsp;&nbsp; 43294 |
| \*†† | Untrade.Genting | 1416000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Value Partners Group <br> Ltd.<br>| 3846000 | &nbsp;&nbsp; 1046138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vedan International <br> Holdings Ltd.<br>| 1188000 | &nbsp;&nbsp; 98888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vitasoy International <br> Holdings Ltd.<br>| 2154000 | &nbsp;&nbsp; 2514693 |
|  | Viva Goods Co. Ltd. | 192000 | &nbsp;&nbsp; 12921 |
| \* | Vobile Group Ltd. | 488000 | &nbsp;&nbsp; 215989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VSTECS Holdings <br> Ltd.<br>| 3775200 | &nbsp;&nbsp; 4369088 |
| # | VTech Holdings Ltd. | 554000 | &nbsp;&nbsp; 4105118 |
| \* | Wang On Group Ltd. | 32180000 | &nbsp;&nbsp; 94552 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wealthink <br> AI-Innovation <br> Capital Ltd.<br>| 2060000 | &nbsp;&nbsp; 24518 |
| Ω | WH Group Ltd. | 26649234 | &nbsp;&nbsp; 26679560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wharf Real Estate <br> Investment Co. Ltd.<br>| 2256750 | &nbsp;&nbsp; 7164759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wing On Co. <br> International Ltd.<br>| 123137 | &nbsp;&nbsp; 199011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wing Tai Properties <br> Ltd.<br>| 462000 | &nbsp;&nbsp; 99437 |
|  | Wynn Macau Ltd. | 3384400 | &nbsp;&nbsp; 2805025 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xingye Alloy Materials <br> Group Ltd.<br>| 279000 | &nbsp;&nbsp; 35872 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Xinyi Glass Holdings <br> Ltd.<br>| 7502925 | &nbsp;&nbsp; 7733936 |
|  | YesAsia Holdings Ltd. | 136000 | &nbsp;&nbsp; 80459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yue Yuen Industrial <br> Holdings Ltd.<br>| 2587000 | &nbsp;&nbsp; 4046247 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhaobangji Lifestyle <br> Holdings Ltd.<br>| 3712000 | &nbsp;&nbsp; 56183 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | &nbsp;&nbsp; 581927448 |
| IRELAND — (0.5%) | IRELAND — (0.5%) | IRELAND — (0.5%) | IRELAND — (0.5%) |
|  | AIB Group PLC | 6160295 | &nbsp;&nbsp; 48596410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Ireland Group <br> PLC<br>| 4521858 | &nbsp;&nbsp; 60637977 |
|  | Cairn Homes PLC | 2901465 | &nbsp;&nbsp; 7201298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dalata Hotel Group <br> PLC<br>| 640820 | &nbsp;&nbsp; 4659202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FBD Holdings PLC <br> (FBD ID)<br>| 66078 | &nbsp;&nbsp; 1053287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FBD Holdings PLC <br> (FBH LN)<br>| 18709 | &nbsp;&nbsp; 297842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Glanbia PLC (GLB <br> ID)<br>| 717800 | &nbsp;&nbsp; 10429547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Glanbia PLC (GLB <br> LN)<br>| 74909 | &nbsp;&nbsp; 1125057 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Glenveagh Properties <br> PLC<br>| 2219683 | &nbsp;&nbsp; 4734285 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| IRELAND — (Continued) | IRELAND — (Continued) | IRELAND — (Continued) | IRELAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Irish Continental <br> Group PLC (IR5B <br> ID)<br>| 492900 | &nbsp;&nbsp; $3108811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kerry Group PLC <br> (KYGA ID), Class A<br>| 42583 | &nbsp;&nbsp; 3933390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kerry Group PLC <br> (KYGA LN), <br> Class A<br>| 76886 | &nbsp;&nbsp; 7282307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingspan Group PLC <br> (KGP LN)<br>| 19320 | &nbsp;&nbsp; 1605059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingspan Group PLC <br> (KSP ID)<br>| 300950 | &nbsp;&nbsp; 24976406 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Permanent TSB <br> Group Holdings <br> PLC<br>| 66622 | &nbsp;&nbsp; 158156 |
| TOTAL IRELAND | TOTAL IRELAND |  | &nbsp;&nbsp; 179799034 |
| ISRAEL — (1.2%) | ISRAEL — (1.2%) | ISRAEL — (1.2%) | ISRAEL — (1.2%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Accel Solutions Group <br> Ltd.<br>| 71956 | &nbsp;&nbsp; 43730 |
| # | Ackerstein Group Ltd. | 28881 | &nbsp;&nbsp; 73357 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adgar Investment & <br> Development Ltd.<br>| 170632 | &nbsp;&nbsp; 261209 |
|  | Afcon Holdings Ltd. | 2339 | &nbsp;&nbsp; 143595 |
| \* | AFI Properties Ltd. | 50056 | &nbsp;&nbsp; 3029568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Africa Israel <br> Residences Ltd.<br>| 12846 | &nbsp;&nbsp; 1034949 |
| \* | Airport City Ltd. | 134264 | &nbsp;&nbsp; 2393925 |
| #\* | Allot Ltd. | 48893 | &nbsp;&nbsp; 381996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alony Hetz Properties <br> & Investments Ltd.<br>| 200902 | &nbsp;&nbsp; 2094225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alrov Properties & <br> Lodgings Ltd.<br>| 27535 | &nbsp;&nbsp; 2049198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Altshuler Shaham <br> Finance Ltd.<br>| 54956 | &nbsp;&nbsp; 99712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amot Investments <br> Ltd.<br>| 284975 | &nbsp;&nbsp; 1943049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Analyst IMS <br> Investment <br> Management <br> Services Ltd.<br>| 1261 | &nbsp;&nbsp; 45060 |
|  | Arad Ltd. | 20786 | &nbsp;&nbsp; 317102 |
| \* | Argo Properties NV | 14590 | &nbsp;&nbsp; 476806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ari Real Estate Arena <br> Investment Ltd.<br>| 44787 | &nbsp;&nbsp; 39904 |
|  | Aryt Industries Ltd. | 9314 | &nbsp;&nbsp; 91624 |
| \* | Ashdod Refinery Ltd. | 31716 | &nbsp;&nbsp; 545405 |
| # | Ashtrom Group Ltd. | 88131 | &nbsp;&nbsp; 1836571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AudioCodes Ltd. <br> (AUDC IT)<br>| 9004 | &nbsp;&nbsp; 90688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AudioCodes Ltd. <br> (AUDC US)<br>| 54079 | &nbsp;&nbsp; 541872 |
| # | Aura Investments Ltd. | 183463 | &nbsp;&nbsp; 1225005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Automatic Bank <br> Services Ltd.<br>| 42896 | &nbsp;&nbsp; 272365 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Avgol Industries 1953 <br> Ltd.<br>| 189621 | &nbsp;&nbsp; $82940 |
|  | Ayalon Holdings Ltd. | 1071 | &nbsp;&nbsp; 18291 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Azorim-Investment <br> Development & <br> Construction Co. <br> Ltd.<br>| 196484 | &nbsp;&nbsp; 1271132 |
|  | Azrieli Group Ltd. | 23130 | &nbsp;&nbsp; 2272503 |
|  | Bank Hapoalim BM | 1400697 | &nbsp;&nbsp; 26267369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Leumi Le-Israel <br> BM<br>| 2382401 | &nbsp;&nbsp; 44071502 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bet Shemesh Engines <br> Holdings 1997 Ltd.<br>| 17612 | &nbsp;&nbsp; 3340151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bezeq The Israeli <br> Telecommunication <br> Corp. Ltd.<br>| 3178137 | &nbsp;&nbsp; 5911973 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Big Shopping Centers <br> Ltd.<br>| 18371 | &nbsp;&nbsp; 3499094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Blue Square Real <br> Estate Ltd.<br>| 17920 | &nbsp;&nbsp; 2049235 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Brainsway Ltd. (BWAY <br> IT)<br>| 17826 | &nbsp;&nbsp; 104649 |
| #\* | Camtek Ltd. | 10598 | &nbsp;&nbsp; 1025648 |
|  | Carasso Motors Ltd. | 116434 | &nbsp;&nbsp; 1373877 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Carasso Real Estate <br> Ltd.<br>| 8883 | &nbsp;&nbsp; 91918 |
|  | Castro Model Ltd. | 249 | &nbsp;&nbsp; 10779 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Cellcom Israel Ltd. <br> (CEL IT)<br>| 479698 | &nbsp;&nbsp; 4335838 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cellcom Israel Ltd. <br> (CELJF US)<br>| 48866 | &nbsp;&nbsp; 435396 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ceragon Networks <br> Ltd.<br>| 46102 | &nbsp;&nbsp; 101885 |
| \* | Cielo-Blu Group Ltd. | 57803 | &nbsp;&nbsp; 69728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clal Insurance <br> Enterprises <br> Holdings Ltd.<br>| 259218 | &nbsp;&nbsp; 12427972 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cohen Development <br> Gas & Oil Ltd.<br>| 199 | &nbsp;&nbsp; 12315 |
| \* | Compugen Ltd. | 75383 | &nbsp;&nbsp; 109146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Danel Adir Yeoshua <br> Ltd.<br>| 17776 | &nbsp;&nbsp; 2436445 |
|  | Danya Cebus Ltd. | 12837 | &nbsp;&nbsp; 468312 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Delek Automotive <br> Systems Ltd.<br>| 78348 | &nbsp;&nbsp; 612577 |
|  | Delek Group Ltd. | 33781 | &nbsp;&nbsp; 6860475 |
|  | Delta Galil Ltd. | 50740 | &nbsp;&nbsp; 2692418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delta Israel Brands <br> Ltd.<br>| 823 | &nbsp;&nbsp; 21294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diplomat Holdings <br> Ltd.<br>| 12827 | &nbsp;&nbsp; 199903 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Direct Finance of <br> Direct Group 2006 <br> Ltd.<br>| 1355 | &nbsp;&nbsp; 210844 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dor Alon Energy in <br> Israel 1988 Ltd.<br>| 1634 | &nbsp;&nbsp; 64582 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Doral Group <br> Renewable Energy <br> Resources Ltd.<br>| 163293 | &nbsp;&nbsp; $772750 |
| # | Duniec Brothers Ltd. | 2984 | &nbsp;&nbsp; 201511 |
| \* | El Al Israel Airlines | 622586 | &nbsp;&nbsp; 2513366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elbit Systems Ltd. <br> (ESLT IT)<br>| 1279 | &nbsp;&nbsp; 590044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elbit Systems Ltd. <br> (ESLT US)<br>| 1864 | &nbsp;&nbsp; 869947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electra Consumer <br> Products 1970 Ltd.<br>| 32374 | &nbsp;&nbsp; 1284656 |
|  | Electra Ltd. | 7139 | &nbsp;&nbsp; 4325346 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Electra Real Estate <br> Ltd.<br>| 18968 | &nbsp;&nbsp; 255347 |
| #\* | Ellomay Capital Ltd. | 2636 | &nbsp;&nbsp; 48067 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Energix-Renewable <br> Energies Ltd.<br>| 185882 | &nbsp;&nbsp; 724071 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Enlight Renewable <br> Energy Ltd. (ENLT <br> IT)<br>| 27899 | &nbsp;&nbsp; 685039 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enlight Renewable <br> Energy Ltd. (ENLT <br> US)<br>| 26470 | &nbsp;&nbsp; 651956 |
| \* | Equital Ltd. | 110684 | &nbsp;&nbsp; 4802809 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fattal Holdings 1998 <br> Ltd.<br>| 21983 | &nbsp;&nbsp; 3956653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First International <br> Bank of Israel Ltd.<br>| 163656 | &nbsp;&nbsp; 11367152 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; FMS Enterprises <br> Migun Ltd.<br>| 12696 | &nbsp;&nbsp; 544462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formula Systems <br> 1985 Ltd. (FORTY <br> IT)<br>| 49097 | &nbsp;&nbsp; 5910139 |
|  | Fox Wizel Ltd. | 45474 | &nbsp;&nbsp; 4715705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gav-Yam Lands Corp. <br> Ltd.<br>| 77372 | &nbsp;&nbsp; 863593 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gilat Satellite <br> Networks Ltd.<br>| 92616 | &nbsp;&nbsp; 693778 |
| # | Globrands Ltd. | 140 | &nbsp;&nbsp; 23182 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hagag Group Real <br> Estate <br> Development<br>| 60225 | &nbsp;&nbsp; 377263 |
|  | Hamat Group Ltd. | 13365 | &nbsp;&nbsp; 63639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harel Insurance <br> Investments & <br> Financial Services <br> Ltd.<br>| 463049 | &nbsp;&nbsp; 13958962 |
|  | Hilan Ltd. | 69162 | &nbsp;&nbsp; 5650296 |
|  | ICL Group Ltd. | 527561 | &nbsp;&nbsp; 3286656 |
|  | IDI Insurance Co. Ltd. | 37414 | &nbsp;&nbsp; 2155299 |
| \* | IES Holdings Ltd. | 5601 | &nbsp;&nbsp; 487810 |
|  | Ilex Medical Ltd. | 11771 | &nbsp;&nbsp; 209570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inrom Construction <br> Industries Ltd.<br>| 310841 | &nbsp;&nbsp; 1812292 |
|  | Isracard Ltd. | 629287 | &nbsp;&nbsp; 2577590 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Israel Canada TR <br> Ltd.<br>| 181820 | &nbsp;&nbsp; 903305 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Israel Discount Bank <br> Ltd., Class A<br>| 1850248 | &nbsp;&nbsp; $17694902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Israel Shipyards <br> Industries Ltd.<br>| 7736 | &nbsp;&nbsp; 293803 |
| \* | Israir Group Ltd. | 90729 | &nbsp;&nbsp; 58715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Isras Investment Co. <br> Ltd.<br>| 5558 | &nbsp;&nbsp; 1508096 |
|  | Issta Ltd. | 28048 | &nbsp;&nbsp; 871766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kamada Ltd. (KMDA <br> IT)<br>| 38092 | &nbsp;&nbsp; 284178 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kamada Ltd. (KMDA <br> US)<br>| 44261 | &nbsp;&nbsp; 327089 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kardan Real Estate <br> Enterprise & <br> Development Ltd.<br>| 236728 | &nbsp;&nbsp; 427854 |
| # | Kenon Holdings Ltd. | 57414 | &nbsp;&nbsp; 2730897 |
|  | Kerur Holdings Ltd. | 23328 | &nbsp;&nbsp; 576751 |
|  | Klil Industries Ltd. | 4647 | &nbsp;&nbsp; 307488 |
| # | Kvutzat Acro Ltd. | 35451 | &nbsp;&nbsp; 515537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lahav L.R. Real <br> Estate Ltd.<br>| 33961 | &nbsp;&nbsp; 62274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Land Development <br> Nimrodi Group Ltd.<br>| 72286 | &nbsp;&nbsp; 767022 |
|  | Lapidoth Capital Ltd. | 21264 | &nbsp;&nbsp; 483792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Libra Insurance Co. <br> Ltd.<br>| 11831 | &nbsp;&nbsp; 49641 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; M Yochananof & Sons <br> Ltd.<br>| 18750 | &nbsp;&nbsp; 1729441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magic Software <br> Enterprises Ltd. <br> (MGIC IT)<br>| 23624 | &nbsp;&nbsp; 495712 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Magic Software <br> Enterprises Ltd. <br> (MGIC US)<br>| 60835 | &nbsp;&nbsp; 1259893 |
| \* | Malam - Team Ltd. | 4882 | &nbsp;&nbsp; 164855 |
|  | Matrix IT Ltd. | 159053 | &nbsp;&nbsp; 5846194 |
|  | Max Stock Ltd. | 224100 | &nbsp;&nbsp; 1193481 |
| # | Maytronics Ltd. | 105870 | &nbsp;&nbsp; 136442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mediterranean Towers <br> Ltd.<br>| 314007 | &nbsp;&nbsp; 1134580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mega Or Holdings <br> Ltd.<br>| 65529 | &nbsp;&nbsp; 3074456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meitav Investment <br> House Ltd.<br>| 163940 | &nbsp;&nbsp; 4090588 |
|  | Melisron Ltd. | 31412 | &nbsp;&nbsp; 3616640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MENIF - Financial <br> Services Ltd.<br>| 15705 | &nbsp;&nbsp; 102601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Menora Mivtachim <br> Holdings Ltd.<br>| 101172 | &nbsp;&nbsp; 8794873 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Meshek Energy <br> Renewable <br> Energies Ltd.<br>| 62058 | &nbsp;&nbsp; 81081 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Meshulam Levinstein <br> Contracting & <br> Engineering Ltd.<br>| 6119 | &nbsp;&nbsp; 896934 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Migdal Insurance & <br> Financial Holdings <br> Ltd.<br>| 1716318 | &nbsp;&nbsp; $5237953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mivne Real Estate KD <br> Ltd.<br>| 839510 | &nbsp;&nbsp; 3164466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mivtach Shamir <br> Holdings Ltd.<br>| 19553 | &nbsp;&nbsp; 1590290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mizrahi Tefahot Bank <br> Ltd.<br>| 271604 | &nbsp;&nbsp; 16778018 |
|  | Nawi Group Ltd. | 59172 | &nbsp;&nbsp; 1033709 |
| \* | Nayax Ltd. | 8950 | &nbsp;&nbsp; 394641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neto Malinda Trading <br> Ltd.<br>| 17419 | &nbsp;&nbsp; 729141 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Neto ME Holdings <br> Ltd.<br>| 3560 | &nbsp;&nbsp; 217527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Next Vision Stabilized <br> Systems Ltd.<br>| 166916 | &nbsp;&nbsp; 6841308 |
| #\*,\* | &nbsp;&nbsp;&nbsp;&nbsp; Nexxen International <br> Ltd.<br>| 21798 | &nbsp;&nbsp; 224879 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Nice Ltd. (NICE US), <br> Sponsored ADR<br>| 12419 | &nbsp;&nbsp; 1937985 |
| \* | Nova Ltd. (NVMI IT) | 19068 | &nbsp;&nbsp; 5084873 |
|  | Novolog Ltd. | 378574 | &nbsp;&nbsp; 154759 |
|  | Oil Refineries Ltd. | 9128863 | &nbsp;&nbsp; 2388122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; One Software <br> Technologies Ltd.<br>| 92305 | &nbsp;&nbsp; 2384831 |
| \* | OPC Energy Ltd. | 126781 | &nbsp;&nbsp; 1904460 |
| \* | OY Nofar Energy Ltd. | 3691 | &nbsp;&nbsp; 110508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Palram Industries <br> 1990 Ltd.<br>| 31384 | &nbsp;&nbsp; 683966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Partner <br> Communications <br> Co. Ltd.<br>| 543882 | &nbsp;&nbsp; 5008879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paz Retail & Energy <br> Ltd.<br>| 41742 | &nbsp;&nbsp; 7718141 |
| # | Peninsula Group Ltd. | 90236 | &nbsp;&nbsp; 95002 |
| \* | Perion Network Ltd. | 85830 | &nbsp;&nbsp; 930617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phoenix Financial <br> Ltd.<br>| 485234 | &nbsp;&nbsp; 16533420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Plasson Industries <br> Ltd.<br>| 11611 | &nbsp;&nbsp; 698974 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Polyram Plastic <br> Industries Ltd.<br>| 33733 | &nbsp;&nbsp; 109330 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Prashkovsky <br> Investments & <br> Construction Ltd.<br>| 24941 | &nbsp;&nbsp; 956354 |
| #\* | Priortech Ltd. | 17231 | &nbsp;&nbsp; 978136 |
|  | Qualitau Ltd. | 4369 | &nbsp;&nbsp; 548862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rami Levy Chain <br> Stores Hashikma <br> Marketing 2006 <br> Ltd.<br>| 37873 | &nbsp;&nbsp; 3532549 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Rani Zim Shopping <br> Centers Ltd.<br>| 71393 | &nbsp;&nbsp; 105838 |
| # | Retailors Ltd. | 37539 | &nbsp;&nbsp; 780982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sano-Brunos <br> Enterprises Ltd.<br>| 139 | &nbsp;&nbsp; 14520 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Scope Metals Group <br> Ltd.<br>| 30968 | &nbsp;&nbsp; $1382258 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shapir Engineering & <br> Industry Ltd.<br>| 68815 | &nbsp;&nbsp; 569049 |
| #\* | Shikun & Binui Ltd. | 797633 | &nbsp;&nbsp; 3796800 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shikun & Binui Soltec <br> Renewable Energy<br>| 81860 | &nbsp;&nbsp; 75459 |
|  | Shufersal Ltd. | 297688 | &nbsp;&nbsp; 3598982 |
|  | Strauss Group Ltd. | 33371 | &nbsp;&nbsp; 896084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Summit Real Estate <br> Holdings Ltd.<br>| 169086 | &nbsp;&nbsp; 3209490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suny Cellular <br> Communication <br> Ltd.<br>| 79718 | &nbsp;&nbsp; 34681 |
| # | Tadiran Group Ltd. | 11528 | &nbsp;&nbsp; 612315 |
| Ω | Tamar Petroleum Ltd. | 110142 | &nbsp;&nbsp; 1315900 |
| \* | TAT Technologies Ltd. | 7244 | &nbsp;&nbsp; 260840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tel Aviv Stock <br> Exchange Ltd.<br>| 188178 | &nbsp;&nbsp; 3552445 |
|  | Telsys Ltd. | 8579 | &nbsp;&nbsp; 539510 |
| \* | Tera Light Ltd. | 1738 | &nbsp;&nbsp; 5815 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Teva Pharmaceutical <br> Industries Ltd. <br> (TEVA IT)<br>| 314182 | &nbsp;&nbsp; 4923522 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Teva Pharmaceutical <br> Industries Ltd. <br> (TEVA US), <br> Sponsored ADR<br>| 646959 | &nbsp;&nbsp; 9995517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tiv Taam Holdings 1 <br> Ltd.<br>| 184133 | &nbsp;&nbsp; 445710 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tower Semiconductor <br> Ltd. (TSEM US)<br>| 90958 | &nbsp;&nbsp; 4161329 |
|  | Turpaz Industries Ltd. | 14761 | &nbsp;&nbsp; 223358 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Veridis Environment <br> Ltd.<br>| 10350 | &nbsp;&nbsp; 71991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Victory Supermarket <br> Chain Ltd.<br>| 102 | &nbsp;&nbsp; 1498 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Villar International <br> Ltd.<br>| 1234 | &nbsp;&nbsp; 68864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YD More Investments <br> Ltd.<br>| 53863 | &nbsp;&nbsp; 554797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YH Dimri Construction <br> & Development <br> Ltd.<br>| 14071 | &nbsp;&nbsp; 1528237 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | &nbsp;&nbsp; 409038428 |
| ITALY — (3.3%) | ITALY — (3.3%) | ITALY — (3.3%) | ITALY — (3.3%) |
|  | A2A SpA | 6174034 | &nbsp;&nbsp; 15044582 |
| \* | Abitare In SpA | 11287 | &nbsp;&nbsp; 38111 |
|  | ACEA SpA | 221961 | &nbsp;&nbsp; 4925822 |
| #\* | Aeffe SpA | 103687 | &nbsp;&nbsp; 54067 |
|  | Amplifon SpA | 408465 | &nbsp;&nbsp; 6876060 |
|  | Ariston Holding NV | 16994 | &nbsp;&nbsp; 88471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arnoldo Mondadori <br> Editore SpA<br>| 796298 | &nbsp;&nbsp; 1833166 |
|  | Ascopiave SpA | 302866 | &nbsp;&nbsp; 1046134 |
|  | Avio SpA | 35879 | &nbsp;&nbsp; 1226110 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
|  | Azimut Holding SpA | 502932 | &nbsp;&nbsp; $17095910 |
|  | Banca Generali SpA | 294523 | &nbsp;&nbsp; 16449778 |
|  | Banca IFIS SpA | 139436 | &nbsp;&nbsp; 3861606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banca Mediolanum <br> SpA<br>| 636988 | &nbsp;&nbsp; 11235692 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Banca Monte dei <br> Paschi di Siena <br> SpA<br>| 3480693 | &nbsp;&nbsp; 29632605 |
| # | Banca Profilo SpA | 908974 | &nbsp;&nbsp; 172026 |
| \*Ω | Banca Sistema SpA | 150366 | &nbsp;&nbsp; 322351 |
|  | Banco BPM SpA | 4773661 | &nbsp;&nbsp; 60879207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco di Desio e della <br> Brianza SpA<br>| 100099 | &nbsp;&nbsp; 856439 |
|  | BasicNet SpA | 4285 | &nbsp;&nbsp; 34823 |
| \*Ω | BFF Bank SpA | 616198 | &nbsp;&nbsp; 7315621 |
| # | Biesse SpA | 16733 | &nbsp;&nbsp; 136410 |
| # | BPER Banca SpA | 8255460 | &nbsp;&nbsp; 81237985 |
| # | Brembo NV | 258854 | &nbsp;&nbsp; 2481569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brunello Cucinelli <br> SpA<br>| 136585 | &nbsp;&nbsp; 15317010 |
|  | Buzzi SpA | 277817 | &nbsp;&nbsp; 14507485 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cairo Communication <br> SpA<br>| 242252 | &nbsp;&nbsp; 753191 |
| Ω | Carel Industries SpA | 47234 | &nbsp;&nbsp; 1283093 |
|  | Cembre SpA | 6702 | &nbsp;&nbsp; 455446 |
|  | Cementir Holding NV | 193185 | &nbsp;&nbsp; 2869954 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CIR SpA-Compagnie <br> Industriali<br>| 2238490 | &nbsp;&nbsp; 1724954 |
|  | Comer Industries SpA | 993 | &nbsp;&nbsp; 37012 |
|  | Credito Emiliano SpA | 406582 | &nbsp;&nbsp; 6163171 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; d'Amico International <br> Shipping SA<br>| 228606 | &nbsp;&nbsp; 942103 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Danieli & C Officine <br> Meccaniche SpA <br> (DAN IM)<br>| 55127 | &nbsp;&nbsp; 2368911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Danieli & C Officine <br> Meccaniche SpA <br> (DANR IM)<br>| 163712 | &nbsp;&nbsp; 5322587 |
|  | Datalogic SpA | 44649 | &nbsp;&nbsp; 240999 |
|  | De' Longhi SpA | 9721 | &nbsp;&nbsp; 318834 |
| \*Ω | doValue SpA | 101127 | &nbsp;&nbsp; 300653 |
|  | Emak SpA | 264991 | &nbsp;&nbsp; 263319 |
| Ω | Enav SpA | 107033 | &nbsp;&nbsp; 469557 |
|  | Enel SpA | 7879569 | &nbsp;&nbsp; 69484280 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Eni SpA (E US), <br> Sponsored ADR<br>| 35842 | &nbsp;&nbsp; 1220062 |
|  | Eni SpA (ENI IM) | 4988504 | &nbsp;&nbsp; 85140459 |
| # | ERG SpA | 51115 | &nbsp;&nbsp; 1107377 |
| # | Esprinet SpA | 94341 | &nbsp;&nbsp; 448209 |
|  | Ferrari NV (RACE IM) | 106547 | &nbsp;&nbsp; 46721723 |
|  | Fiera Milano SpA | 13338 | &nbsp;&nbsp; 95712 |
|  | Fila SpA | 51466 | &nbsp;&nbsp; 507336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FinecoBank Banca <br> Fineco SpA<br>| 1740117 | &nbsp;&nbsp; 37054078 |
|  | FNM SpA | 563054 | &nbsp;&nbsp; 262130 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Garofalo Health Care <br> SpA<br>| 21341 | &nbsp;&nbsp; 122075 |
|  | Gefran SpA | 21471 | &nbsp;&nbsp; 256656 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
|  | Generali | 174768 | &nbsp;&nbsp; $6519854 |
|  | GPI SpA | 4446 | &nbsp;&nbsp; 78866 |
|  | Hera SpA | 2932168 | &nbsp;&nbsp; 12546628 |
|  | IMMSI SpA | 455316 | &nbsp;&nbsp; 262871 |
|  | Intercos SpA | 24995 | &nbsp;&nbsp; 334363 |
|  | Interpump Group SpA | 38033 | &nbsp;&nbsp; 1560426 |
|  | Intesa Sanpaolo SpA | 8812451 | &nbsp;&nbsp; 53097302 |
|  | Iren SpA | 1706523 | &nbsp;&nbsp; 4886915 |
|  | Italgas SpA | 1801331 | &nbsp;&nbsp; 14946304 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Italian Sea Group <br> SpA<br>| 47208 | &nbsp;&nbsp; 294944 |
|  | Italmobiliare SpA | 38903 | &nbsp;&nbsp; 1252674 |
|  | Iveco Group NV | 824488 | &nbsp;&nbsp; 17042018 |
|  | Leonardo SpA | 226762 | &nbsp;&nbsp; 12223180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lottomatica Group <br> SpA<br>| 10140 | &nbsp;&nbsp; 273322 |
|  | LU-VE SpA | 14085 | &nbsp;&nbsp; 520982 |
|  | Maire SpA | 626222 | &nbsp;&nbsp; 8698530 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp; Mariella Burani <br> Fashion Group <br> SpA<br>| 2868 | &nbsp;&nbsp; 0 |
| # | MARR SpA | 32221 | &nbsp;&nbsp; 377433 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mediobanca Banca di <br> Credito Finanziario <br> SpA<br>| 1381175 | &nbsp;&nbsp; 30408430 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; MFE-MediaForEurope <br> NV (MFEA IM), <br> Class A<br>| 589399 | &nbsp;&nbsp; 1867923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MFE-MediaForEurope <br> NV (MFEB IM), <br> Class B<br>| 142234 | &nbsp;&nbsp; 639183 |
|  | Moltiply Group SpA | 61269 | &nbsp;&nbsp; 3026092 |
|  | Moncler SpA | 482396 | &nbsp;&nbsp; 25727423 |
| \* | NewPrinces SpA | 37066 | &nbsp;&nbsp; 965958 |
| Ω | Nexi SpA | 1515343 | &nbsp;&nbsp; 8652962 |
|  | Orsero SpA | 27544 | &nbsp;&nbsp; 443177 |
| Ω | OVS SpA | 1268772 | &nbsp;&nbsp; 5252295 |
|  | Pharmanutra SpA | 12212 | &nbsp;&nbsp; 639432 |
| # | Piaggio & C SpA | 527512 | &nbsp;&nbsp; 1138745 |
| Ω | Pirelli & C SpA | 1385360 | &nbsp;&nbsp; 9339223 |
| Ω | Poste Italiane SpA | 532813 | &nbsp;&nbsp; 11511376 |
|  | Prysmian SpA | 518000 | &nbsp;&nbsp; 41369252 |
| Ω | RAI Way SpA | 443480 | &nbsp;&nbsp; 2960626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Recordati Industria <br> Chimica e <br> Farmaceutica SpA<br>| 200976 | &nbsp;&nbsp; 11526714 |
|  | Reply SpA | 69907 | &nbsp;&nbsp; 10949799 |
| \* | Revo SpA | 1451 | &nbsp;&nbsp; 25583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rizzoli Corriere Della <br> Sera Mediagroup <br> SpA<br>| 670863 | &nbsp;&nbsp; 784213 |
|  | Sabaf SpA | 33802 | &nbsp;&nbsp; 527456 |
| #\* | Safilo Group SpA | 145732 | &nbsp;&nbsp; 180852 |
|  | Saipem SpA | 4706149 | &nbsp;&nbsp; 12579674 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Salvatore Ferragamo <br> SpA<br>| 92525 | &nbsp;&nbsp; 523256 |
| # | Sanlorenzo SpA | 48956 | &nbsp;&nbsp; 1649967 |
| # | Sesa SpA | 23255 | &nbsp;&nbsp; 1751146 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
|  | Snam SpA | 2079886 | &nbsp;&nbsp; $12053487 |
| # | Sogefi SpA | 258428 | &nbsp;&nbsp; 805380 |
|  | SOL SpA | 145703 | &nbsp;&nbsp; 7774512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stellantis NV (STLA <br> UX)<br>| 11429 | &nbsp;&nbsp; 101604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stellantis NV (STLAM <br> IM)<br>| 4387305 | &nbsp;&nbsp; 38718419 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tamburi Investment <br> Partners SpA<br>| 234130 | &nbsp;&nbsp; 2061763 |
| Ω | Technogym SpA | 468672 | &nbsp;&nbsp; 7231257 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Telecom Italia SpA <br> (TIIAY US), <br> Sponsored ADR<br>| 179044 | &nbsp;&nbsp; 812860 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Telecom Italia SpA <br> (TIT IM)<br>| 50814284 | &nbsp;&nbsp; 23350815 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Telecom Italia SpA <br> (TITR IM)<br>| 6511424 | &nbsp;&nbsp; 3353231 |
|  | Tenaris SA (TEN IM) | 417015 | &nbsp;&nbsp; 7283237 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tenaris SA (TS US), <br> ADR<br>| 169329 | &nbsp;&nbsp; 5916355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Terna - Rete Elettrica <br> Nazionale<br>| 1704344 | &nbsp;&nbsp; 16491139 |
|  | TXT e-solutions SpA | 10450 | &nbsp;&nbsp; 401258 |
|  | UniCredit SpA | 1613223 | &nbsp;&nbsp; 118690891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unipol Assicurazioni <br> SpA<br>| 2005427 | &nbsp;&nbsp; 40224256 |
|  | Webuild SpA | 1506169 | &nbsp;&nbsp; 6778743 |
|  | Wiit SpA | 32289 | &nbsp;&nbsp; 574761 |
| # | Zignago Vetro SpA | 22251 | &nbsp;&nbsp; 199005 |
| TOTAL ITALY | TOTAL ITALY |  | &nbsp;&nbsp; 1170783263 |
| JAPAN — (21.0%) | JAPAN — (21.0%) | JAPAN — (21.0%) | JAPAN — (21.0%) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; &Do Holdings Co. <br> Ltd.<br>| 24700 | &nbsp;&nbsp; 177917 |
|  | 77 Bank Ltd. | 289674 | &nbsp;&nbsp; 10005844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; A&D HOLON Holdings <br> Co. Ltd.<br>| 110400 | &nbsp;&nbsp; 1467162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AB & Company Co. <br> Ltd.<br>| 13700 | &nbsp;&nbsp; 87046 |
|  | Abalance Corp. | 7500 | &nbsp;&nbsp; 39738 |
|  | ABC-Mart, Inc. | 113800 | &nbsp;&nbsp; 2129581 |
| #\* | Access Co. Ltd. | 15800 | &nbsp;&nbsp; 74468 |
| # | Achilles Corp. | 59500 | &nbsp;&nbsp; 436762 |
|  | Acom Co. Ltd. | 920200 | &nbsp;&nbsp; 2661150 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AD Works Group Co. <br> Ltd.<br>| 138099 | &nbsp;&nbsp; 323114 |
| # | Adastria Co. Ltd. | 155500 | &nbsp;&nbsp; 3088134 |
|  | ADEKA Corp. | 369800 | &nbsp;&nbsp; 7298110 |
|  | Ad-sol Nissin Corp. | 60600 | &nbsp;&nbsp; 538537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Adtec Plasma <br> Technology Co. <br> Ltd.<br>| 2100 | &nbsp;&nbsp; 18173 |
| # | Advan Group Co. Ltd. | 46000 | &nbsp;&nbsp; 264267 |
|  | Advanced Media, Inc. | 34100 | &nbsp;&nbsp; 268353 |
|  | Advantest Corp. | 654100 | &nbsp;&nbsp; 43497057 |
| #\* | Adventure, Inc. | 1700 | &nbsp;&nbsp; 37522 |
|  | Adways, Inc. | 9700 | &nbsp;&nbsp; 22529 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Aeon Co. Ltd. | 685820 | &nbsp;&nbsp; $21907031 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Aeon Fantasy Co. <br> Ltd.<br>| 29100 | &nbsp;&nbsp; 691883 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AEON Financial <br> Service Co. Ltd.<br>| 401500 | &nbsp;&nbsp; 3610498 |
| # | Aeon Hokkaido Corp. | 114100 | &nbsp;&nbsp; 678095 |
|  | Aeon Kyushu Co. Ltd. | 7100 | &nbsp;&nbsp; 141539 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AFC-HD AMS Life <br> Science Co. Ltd.<br>| 19871 | &nbsp;&nbsp; 116729 |
|  | AGC, Inc. | 400800 | &nbsp;&nbsp; 12061944 |
| # | Ahresty Corp. | 62600 | &nbsp;&nbsp; 330417 |
|  | Ai Holdings Corp. | 68400 | &nbsp;&nbsp; 1094802 |
|  | Aica Kogyo Co. Ltd. | 146500 | &nbsp;&nbsp; 3607239 |
|  | Aichi Corp. | 141700 | &nbsp;&nbsp; 1208814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aichi Financial Group, <br> Inc.<br>| 91551 | &nbsp;&nbsp; 1640100 |
| # | Aichi Steel Corp. | 236800 | &nbsp;&nbsp; 3604078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aichi Tokei Denki Co. <br> Ltd.<br>| 34800 | &nbsp;&nbsp; 552127 |
|  | Aida Engineering Ltd. | 145200 | &nbsp;&nbsp; 876631 |
| # | Aidma Holdings, Inc. | 4300 | &nbsp;&nbsp; 69188 |
|  | Aiful Corp. | 1088100 | &nbsp;&nbsp; 3215144 |
|  | Ain Holdings, Inc. | 91098 | &nbsp;&nbsp; 3506342 |
|  | Aiphone Co. Ltd. | 47500 | &nbsp;&nbsp; 894362 |
|  | Air Water, Inc. | 661800 | &nbsp;&nbsp; 9776572 |
| # | Airman Corp. | 91200 | &nbsp;&nbsp; 1242283 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Airport Facilities Co. <br> Ltd.<br>| 123000 | &nbsp;&nbsp; 768137 |
| # | Airtech Japan Ltd. | 27100 | &nbsp;&nbsp; 195379 |
| # | Airtrip Corp. | 22100 | &nbsp;&nbsp; 133680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aisan Industry Co. <br> Ltd.<br>| 198800 | &nbsp;&nbsp; 2197807 |
|  | Aisin Corp. | 915546 | &nbsp;&nbsp; 12652853 |
| # | AIT Corp. | 35800 | &nbsp;&nbsp; 443346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aizawa Securities <br> Group Co. Ltd.<br>| 2500 | &nbsp;&nbsp; 21493 |
|  | Ajinomoto Co., Inc. | 659000 | &nbsp;&nbsp; 17434784 |
|  | Ajis Co. Ltd. | 17700 | &nbsp;&nbsp; 350403 |
|  | Akatsuki Corp. | 91000 | &nbsp;&nbsp; 318540 |
|  | Akatsuki, Inc. | 21600 | &nbsp;&nbsp; 426196 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Akebono Brake <br> Industry Co. Ltd.<br>| 298324 | &nbsp;&nbsp; 208612 |
|  | Akita Bank Ltd. | 65000 | &nbsp;&nbsp; 1409437 |
|  | Albis Co. Ltd. | 24000 | &nbsp;&nbsp; 528193 |
|  | Alconix Corp. | 116235 | &nbsp;&nbsp; 1626233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alfresa Holdings <br> Corp.<br>| 501500 | &nbsp;&nbsp; 7279770 |
|  | Alinco, Inc. | 83700 | &nbsp;&nbsp; 578112 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Alleanza Holdings Co. <br> Ltd.<br>| 54000 | &nbsp;&nbsp; 377961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Allied Telesis Holdings <br> KK<br>| 36900 | &nbsp;&nbsp; 45447 |
|  | Alpen Co. Ltd. | 75974 | &nbsp;&nbsp; 1213182 |
|  | Alpha Corp. | 28109 | &nbsp;&nbsp; 223465 |
| # | Alpha Systems, Inc. | 13920 | &nbsp;&nbsp; 330241 |
|  | AlphaPolis Co. Ltd. | 14200 | &nbsp;&nbsp; 131827 |
|  | Alps Alpine Co. Ltd. | 655404 | &nbsp;&nbsp; 6943541 |
|  | ALSOK Co. Ltd. | 975800 | &nbsp;&nbsp; 6797031 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Altech Corp. | 90210 | &nbsp;&nbsp; $1639667 |
|  | Amada Co. Ltd. | 1035300 | &nbsp;&nbsp; 11673965 |
|  | Amano Corp. | 196700 | &nbsp;&nbsp; 5488663 |
| # | Amiyaki Tei Co. Ltd. | 39900 | &nbsp;&nbsp; 402718 |
| # | Amuse, Inc. | 37500 | &nbsp;&nbsp; 405536 |
|  | Amvis Holdings, Inc. | 121200 | &nbsp;&nbsp; 414151 |
|  | ANA Holdings, Inc. | 128000 | &nbsp;&nbsp; 2373447 |
| # | Anabuki Kosan, Inc. | 12300 | &nbsp;&nbsp; 163463 |
|  | Anest Iwata Corp. | 140700 | &nbsp;&nbsp; 1462594 |
|  | Anicom Holdings, Inc. | 243700 | &nbsp;&nbsp; 1258463 |
|  | Anrakutei Co. Ltd. | 2200 | &nbsp;&nbsp; 107125 |
|  | Anycolor, Inc. | 86100 | &nbsp;&nbsp; 2683121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AOI Electronics Co. <br> Ltd.<br>| 6700 | &nbsp;&nbsp; 88162 |
|  | AOKI Holdings, Inc. | 172600 | &nbsp;&nbsp; 1961850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aoyama Trading Co. <br> Ltd.<br>| 127900 | &nbsp;&nbsp; 1940170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aoyama Zaisan <br> Networks Co. Ltd.<br>| 91800 | &nbsp;&nbsp; 1099539 |
| # | Aozora Bank Ltd. | 324200 | &nbsp;&nbsp; 4756461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arakawa Chemical <br> Industries Ltd.<br>| 70604 | &nbsp;&nbsp; 527106 |
|  | Arata Corp. | 131700 | &nbsp;&nbsp; 2808275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Araya Industrial Co. <br> Ltd.<br>| 17000 | &nbsp;&nbsp; 563121 |
| # | ARCLANDS Corp. | 154386 | &nbsp;&nbsp; 1782580 |
|  | Arcs Co. Ltd. | 178373 | &nbsp;&nbsp; 3589155 |
|  | ARE Holdings, Inc. | 263800 | &nbsp;&nbsp; 3109535 |
|  | Arealink Co. Ltd. | 70300 | &nbsp;&nbsp; 1180810 |
| #\* | Arent, Inc. | 4000 | &nbsp;&nbsp; 129522 |
|  | Argo Graphics, Inc. | 48200 | &nbsp;&nbsp; 1685313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arisawa <br> Manufacturing Co. <br> Ltd.<br>| 132200 | &nbsp;&nbsp; 1352326 |
|  | Artience Co. Ltd. | 173500 | &nbsp;&nbsp; 3674049 |
| # | Artnature, Inc. | 80200 | &nbsp;&nbsp; 425899 |
| # | Artner Co. Ltd. | 15800 | &nbsp;&nbsp; 197411 |
|  | As One Corp. | 138760 | &nbsp;&nbsp; 2180578 |
| # | Asahi Co. Ltd. | 59700 | &nbsp;&nbsp; 531371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asahi Diamond <br> Industrial Co. Ltd.<br>| 189427 | &nbsp;&nbsp; 935150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asahi Group Holdings <br> Ltd.<br>| 1440400 | &nbsp;&nbsp; 18273028 |
|  | Asahi Intecc Co. Ltd. | 361700 | &nbsp;&nbsp; 5628804 |
|  | Asahi Kasei Corp. | 2505200 | &nbsp;&nbsp; 17430565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asahi Kogyosha Co. <br> Ltd.<br>| 72600 | &nbsp;&nbsp; 1232084 |
| # | Asahi Net, Inc. | 69200 | &nbsp;&nbsp; 313433 |
| # | Asahi Yukizai Corp. | 70100 | &nbsp;&nbsp; 2007023 |
|  | Asanuma Corp. | 315600 | &nbsp;&nbsp; 1671782 |
|  | Asax Co. Ltd. | 6600 | &nbsp;&nbsp; 31453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ashimori Industry Co. <br> Ltd.<br>| 18800 | &nbsp;&nbsp; 352265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Pile Holdings <br> Corp.<br>| 175800 | &nbsp;&nbsp; 1167603 |
|  | Asics Corp. | 894500 | &nbsp;&nbsp; 21029057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASKA Pharmaceutical <br> Holdings Co. Ltd.<br>| 78800 | &nbsp;&nbsp; 1287419 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | ASKUL Corp. | 118900 | &nbsp;&nbsp; $1187551 |
|  | Astellas Pharma, Inc. | 2185000 | &nbsp;&nbsp; 22655435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astena Holdings Co. <br> Ltd.<br>| 162500 | &nbsp;&nbsp; 529542 |
| # | Asti Corp. | 14099 | &nbsp;&nbsp; 179639 |
|  | Atrae, Inc. | 30400 | &nbsp;&nbsp; 154349 |
| #\* | Atsugi Co. Ltd. | 67800 | &nbsp;&nbsp; 519330 |
|  | Aucnet, Inc. | 86000 | &nbsp;&nbsp; 960377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Autobacs Seven Co. <br> Ltd.<br>| 257400 | &nbsp;&nbsp; 2511219 |
| # | Aval Data Corp. | 6000 | &nbsp;&nbsp; 91489 |
|  | Avant Group Corp. | 83700 | &nbsp;&nbsp; 838076 |
|  | Avex, Inc. | 62715 | &nbsp;&nbsp; 530604 |
|  | Awa Bank Ltd. | 247522 | &nbsp;&nbsp; 5247124 |
| # | Axell Corp. | 28100 | &nbsp;&nbsp; 180412 |
|  | Axial Retailing, Inc. | 285956 | &nbsp;&nbsp; 2163957 |
|  | Azbil Corp. | 930120 | &nbsp;&nbsp; 8691415 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AZ-COM MARUWA <br> Holdings, Inc.<br>| 229600 | &nbsp;&nbsp; 1771146 |
|  | AZOOM Co. Ltd. | 6400 | &nbsp;&nbsp; 356694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bandai Namco <br> Holdings, Inc.<br>| 570500 | &nbsp;&nbsp; 18448212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bando Chemical <br> Industries Ltd.<br>| 150900 | &nbsp;&nbsp; 1796592 |
|  | Bank of Iwate Ltd. | 48900 | &nbsp;&nbsp; 1140022 |
|  | Bank of Kochi Ltd. | 6300 | &nbsp;&nbsp; 34170 |
|  | Bank of Nagoya Ltd. | 54699 | &nbsp;&nbsp; 3183387 |
|  | Bank of Saga Ltd. | 53580 | &nbsp;&nbsp; 970608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of the Ryukyus <br> Ltd.<br>| 277500 | &nbsp;&nbsp; 2263954 |
|  | Base Co. Ltd. | 27600 | &nbsp;&nbsp; 640857 |
| \* | baudroie, Inc. | 15600 | &nbsp;&nbsp; 295606 |
|  | BayCurrent, Inc. | 265000 | &nbsp;&nbsp; 15216312 |
| # | Beauty Garage, Inc. | 25900 | &nbsp;&nbsp; 292114 |
| # | Belc Co. Ltd. | 52938 | &nbsp;&nbsp; 2532587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bell System24 <br> Holdings, Inc.<br>| 133800 | &nbsp;&nbsp; 1202563 |
|  | Belluna Co. Ltd. | 219708 | &nbsp;&nbsp; 1394382 |
| # | Bewith, Inc. | 17600 | &nbsp;&nbsp; 174308 |
|  | Bic Camera, Inc. | 291200 | &nbsp;&nbsp; 3040512 |
|  | BIPROGY, Inc. | 247200 | &nbsp;&nbsp; 9968368 |
|  | B-Lot Co. Ltd. | 41200 | &nbsp;&nbsp; 400233 |
|  | BML, Inc. | 108400 | &nbsp;&nbsp; 2517414 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bookoff Group <br> Holdings Ltd.<br>| 42000 | &nbsp;&nbsp; 398323 |
|  | Bourbon Corp. | 2800 | &nbsp;&nbsp; 48748 |
| \*†† | Bourbon Corp. SA | 56660 | &nbsp;&nbsp; 0 |
|  | Br Holdings Corp. | 112700 | &nbsp;&nbsp; 259365 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; B-R31 Ice Cream Co. <br> Ltd.<br>| 700 | &nbsp;&nbsp; 19114 |
| # | BrainPad, Inc. | 59900 | &nbsp;&nbsp; 531949 |
|  | Bridgestone Corp. | 863500 | &nbsp;&nbsp; 34928719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Broadband Tower, <br> Inc.<br>| 50100 | &nbsp;&nbsp; 49193 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; BRONCO BILLY Co. <br> Ltd.<br>| 6800 | &nbsp;&nbsp; 182493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brother Industries <br> Ltd.<br>| 537600 | &nbsp;&nbsp; 9147716 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Buffalo, Inc. | 22500 | &nbsp;&nbsp; $354678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bunka Shutter Co. <br> Ltd.<br>| 243600 | &nbsp;&nbsp; 4123172 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Business Brain <br> Showa-Ota, Inc.<br>| 19900 | &nbsp;&nbsp; 362109 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Business Engineering <br> Corp.<br>| 15800 | &nbsp;&nbsp; 535034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C Uyemura & Co. <br> Ltd.<br>| 19400 | &nbsp;&nbsp; 1242543 |
|  | CAC Holdings Corp. | 42200 | &nbsp;&nbsp; 568484 |
|  | Calbee, Inc. | 209000 | &nbsp;&nbsp; 3835707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canon Electronics, <br> Inc.<br>| 80801 | &nbsp;&nbsp; 1365199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canon Marketing <br> Japan, Inc.<br>| 150000 | &nbsp;&nbsp; 5419241 |
|  | Canon, Inc. (7751 JP) | 611934 | &nbsp;&nbsp; 17380541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canon, Inc. (CAJ US), <br> Sponsored ADR<br>| 29783 | &nbsp;&nbsp; 848518 |
|  | Capcom Co. Ltd. | 622300 | &nbsp;&nbsp; 15841103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Career Design Center <br> Co. Ltd.<br>| 16300 | &nbsp;&nbsp; 211005 |
| # | Careerlink Co. Ltd. | 23600 | &nbsp;&nbsp; 351350 |
| # | Carenet, Inc. | 33700 | &nbsp;&nbsp; 171063 |
| # | Carlit Co. Ltd. | 57600 | &nbsp;&nbsp; 495692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Casio Computer Co. <br> Ltd.<br>| 292700 | &nbsp;&nbsp; 2318873 |
|  | Cawachi Ltd. | 72600 | &nbsp;&nbsp; 1327365 |
| # | CDS Co. Ltd. | 5900 | &nbsp;&nbsp; 68296 |
|  | Celsys, Inc. | 170800 | &nbsp;&nbsp; 1867998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Automotive <br> Products Ltd.<br>| 111900 | &nbsp;&nbsp; 1428812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Glass Co. <br> Ltd.<br>| 124100 | &nbsp;&nbsp; 2680638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Japan Railway <br> Co.<br>| 267700 | &nbsp;&nbsp; 6240670 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Central Security <br> Patrols Co. Ltd.<br>| 28900 | &nbsp;&nbsp; 455043 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Central Sports Co. <br> Ltd.<br>| 20506 | &nbsp;&nbsp; 341099 |
| # | Ceres, Inc. | 19200 | &nbsp;&nbsp; 303768 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Change Holdings, <br> Inc.<br>| 167600 | &nbsp;&nbsp; 1282117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Charm Care Corp. <br> KK<br>| 67600 | &nbsp;&nbsp; 592451 |
|  | Chiba Bank Ltd.  | 893763 | &nbsp;&nbsp; 8330501 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chiba Kogyo Bank <br> Ltd.<br>| 204900 | &nbsp;&nbsp; 2023103 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chikaranomoto <br> Holdings Co. Ltd.<br>| 36400 | &nbsp;&nbsp; 346054 |
|  | CHIMNEY Co. Ltd. | 7500 | &nbsp;&nbsp; 63210 |
| # | Chino Corp. | 30600 | &nbsp;&nbsp; 485681 |
| # | Chiyoda Co. Ltd. | 51400 | &nbsp;&nbsp; 410466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chiyoda Integre Co. <br> Ltd.<br>| 54000 | &nbsp;&nbsp; 1101142 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chofu Seisakusho Co. <br> Ltd.<br>| 56700 | &nbsp;&nbsp; 751322 |
|  | Chori Co. Ltd. | 47000 | &nbsp;&nbsp; 1188796 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Choushimaru Co. Ltd. | 6100 | &nbsp;&nbsp; $63462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chubu Electric Power <br> Co., Inc.<br>| 542000 | &nbsp;&nbsp; 6629064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chubu Shiryo Co. <br> Ltd.<br>| 112498 | &nbsp;&nbsp; 1249519 |
|  | Chudenko Corp. | 153300 | &nbsp;&nbsp; 3720467 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chuetsu Pulp & Paper <br> Co. Ltd.<br>| 33011 | &nbsp;&nbsp; 371459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chugai <br> Pharmaceutical Co. <br> Ltd.<br>| 439200 | &nbsp;&nbsp; 21053899 |
|  | Chugai Ro Co. Ltd. | 24100 | &nbsp;&nbsp; 583483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chugin Financial <br> Group, Inc.<br>| 483200 | &nbsp;&nbsp; 6273270 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chugoku Electric <br> Power Co., Inc.<br>| 652900 | &nbsp;&nbsp; 3554909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chugoku Marine <br> Paints Ltd.<br>| 139900 | &nbsp;&nbsp; 2873595 |
|  | Chuo Gyorui Co. Ltd. | 3800 | &nbsp;&nbsp; 96636 |
| # | Chuo Spring Co. Ltd. | 85869 | &nbsp;&nbsp; 1727158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizen Watch Co. <br> Ltd.<br>| 956150 | &nbsp;&nbsp; 5739202 |
|  | CKD Corp. | 147900 | &nbsp;&nbsp; 2640494 |
| # | CK-San-Etsu Co. Ltd. | 15400 | &nbsp;&nbsp; 402858 |
| # | Cleanup Corp. | 135600 | &nbsp;&nbsp; 650313 |
| # | CMK Corp. | 193800 | &nbsp;&nbsp; 471791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Bottlers <br> Japan Holdings, <br> Inc.<br>| 414152 | &nbsp;&nbsp; 6332531 |
|  | COLOPL, Inc. | 186400 | &nbsp;&nbsp; 645974 |
| # | Colowide Co. Ltd. | 278200 | &nbsp;&nbsp; 3591607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Computer Engineering <br> & Consulting Ltd.<br>| 85900 | &nbsp;&nbsp; 1271195 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Computer Institute of <br> Japan Ltd.<br>| 143970 | &nbsp;&nbsp; 471412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COMSYS Holdings <br> Corp.<br>| 265094 | &nbsp;&nbsp; 6077240 |
|  | Comture Corp. | 75300 | &nbsp;&nbsp; 873716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concordia Financial <br> Group Ltd.<br>| 1891211 | &nbsp;&nbsp; 12541052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Copro-Holdings Co. <br> Ltd.<br>| 16700 | &nbsp;&nbsp; 237737 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Core Concept <br> Technologies, Inc.<br>| 5700 | &nbsp;&nbsp; 48336 |
| # | Core Corp. | 17200 | &nbsp;&nbsp; 219337 |
| # | Corona Corp. | 57200 | &nbsp;&nbsp; 358215 |
|  | Cosel Co. Ltd. | 80100 | &nbsp;&nbsp; 619092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cosmo Energy <br> Holdings Co. Ltd.<br>| 265800 | &nbsp;&nbsp; 11796889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cosmos Initia Co. <br> Ltd.<br>| 43100 | &nbsp;&nbsp; 405728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cosmos <br> Pharmaceutical <br> Corp.<br>| 108200 | &nbsp;&nbsp; 6721540 |
| # | Cota Co. Ltd. | 63881 | &nbsp;&nbsp; 601301 |
|  | Create Medic Co. Ltd. | 3300 | &nbsp;&nbsp; 21196 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Create Restaurants <br> Holdings, Inc.<br>| 475400 | &nbsp;&nbsp; $4836937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Create SD Holdings <br> Co. Ltd.<br>| 100800 | &nbsp;&nbsp; 2298577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Credit Saison Co. <br> Ltd.<br>| 591900 | &nbsp;&nbsp; 15616407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Creek & River Co. <br> Ltd.<br>| 39300 | &nbsp;&nbsp; 389306 |
|  | Cresco Ltd. | 134600 | &nbsp;&nbsp; 1527299 |
| # | Cross Cat Co. Ltd. | 13100 | &nbsp;&nbsp; 94827 |
|  | CrowdWorks, Inc. | 13200 | &nbsp;&nbsp; 97415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTI Engineering Co. <br> Ltd.<br>| 107200 | &nbsp;&nbsp; 2148278 |
| # | CTS Co. Ltd. | 79000 | &nbsp;&nbsp; 457429 |
|  | Cube System, Inc. | 7400 | &nbsp;&nbsp; 57418 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Curves Holdings Co. <br> Ltd.<br>| 181000 | &nbsp;&nbsp; 893917 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Cyber Security Cloud, <br> Inc.<br>| 7000 | &nbsp;&nbsp; 78391 |
|  | CyberAgent, Inc. | 791100 | &nbsp;&nbsp; 7923134 |
|  | Cybozu, Inc. | 112900 | &nbsp;&nbsp; 2977312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dai Nippon Printing <br> Co. Ltd.<br>| 568800 | &nbsp;&nbsp; 8759212 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dai Nippon Toryo Co. <br> Ltd.<br>| 107600 | &nbsp;&nbsp; 885170 |
|  | Daicel Corp. | 1057400 | &nbsp;&nbsp; 9095830 |
|  | Dai-Dan Co. Ltd. | 110600 | &nbsp;&nbsp; 3363413 |
|  | Daido Metal Co. Ltd. | 171824 | &nbsp;&nbsp; 784572 |
|  | Daido Steel Co. Ltd. | 457000 | &nbsp;&nbsp; 3519097 |
| # | Daiei Kankyo Co. Ltd. | 3600 | &nbsp;&nbsp; 74179 |
|  | Daifuku Co. Ltd. | 323200 | &nbsp;&nbsp; 8182193 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Daihatsu Infinearth <br> Mfg Co. Ltd.<br>| 76100 | &nbsp;&nbsp; 1327395 |
|  | Daihen Corp. | 4300 | &nbsp;&nbsp; 203038 |
|  | Daiho Corp. | 143000 | &nbsp;&nbsp; 789145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dai-Ichi Cutter Kogyo <br> KK<br>| 29400 | &nbsp;&nbsp; 261009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiichi Jitsugyo Co. <br> Ltd.<br>| 78000 | &nbsp;&nbsp; 1319687 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Daiichi Kigenso <br> Kagaku-Kogyo Co. <br> Ltd.<br>| 80600 | &nbsp;&nbsp; 365630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dai-ichi Life Holdings, <br> Inc.<br>| 3266552 | &nbsp;&nbsp; 25845556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiichi Sankyo Co. <br> Ltd.<br>| 237700 | &nbsp;&nbsp; 5831237 |
|  | Daiichikosho Co. Ltd. | 224554 | &nbsp;&nbsp; 2410841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiken Medical Co. <br> Ltd.<br>| 62100 | &nbsp;&nbsp; 180470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiki Aluminium <br> Industry Co. Ltd.<br>| 158400 | &nbsp;&nbsp; 1094598 |
|  | Daiki Axis Co. Ltd. | 11800 | &nbsp;&nbsp; 54060 |
|  | Daikin Industries Ltd. | 200800 | &nbsp;&nbsp; 24689515 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Daikoku Denki Co. <br> Ltd.<br>| 20300 | &nbsp;&nbsp; 297816 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Daikokutenbussan Co. <br> Ltd.<br>| 20400 | &nbsp;&nbsp; 968984 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daikyonishikawa <br> Corp.<br>| 138900 | &nbsp;&nbsp; $655698 |
|  | Dainichi Co. Ltd. | 20800 | &nbsp;&nbsp; 107212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dainichiseika Color & <br> Chemicals <br> Manufacturing Co. <br> Ltd.<br>| 60659 | &nbsp;&nbsp; 1362662 |
| # | Daio Paper Corp. | 314400 | &nbsp;&nbsp; 1751538 |
| # | Daiseki Co. Ltd. | 136790 | &nbsp;&nbsp; 3184592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiseki Eco. Solution <br> Co. Ltd.<br>| 15200 | &nbsp;&nbsp; 124718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daishi Hokuetsu <br> Financial Group, <br> Inc.<br>| 368048 | &nbsp;&nbsp; 9007606 |
| # | Daishinku Corp. | 162200 | &nbsp;&nbsp; 629049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daisue Construction <br> Co. Ltd.<br>| 42100 | &nbsp;&nbsp; 651141 |
| # | Daisyo Corp. | 12400 | &nbsp;&nbsp; 97454 |
| # | Daito Bank Ltd. | 5100 | &nbsp;&nbsp; 24760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daito Pharmaceutical <br> Co. Ltd.<br>| 100768 | &nbsp;&nbsp; 805356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daito Trust <br> Construction Co. <br> Ltd.<br>| 102600 | &nbsp;&nbsp; 10503948 |
|  | Daitron Co. Ltd. | 44100 | &nbsp;&nbsp; 1074962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiwa House Industry <br> Co. Ltd.<br>| 1163900 | &nbsp;&nbsp; 38479594 |
|  | Daiwa Industries Ltd. | 108100 | &nbsp;&nbsp; 1201615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiwa Securities <br> Group, Inc.<br>| 1774500 | &nbsp;&nbsp; 12353806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiwabo Holdings Co. <br> Ltd.<br>| 442200 | &nbsp;&nbsp; 8131884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DCM Holdings Co. <br> Ltd.<br>| 532280 | &nbsp;&nbsp; 5060465 |
| #\* | DD GROUP Co. Ltd. | 45300 | &nbsp;&nbsp; 506068 |
|  | Dear Life Co. Ltd. | 135400 | &nbsp;&nbsp; 1146866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delica Foods Holdings <br> Co. Ltd.<br>| 6900 | &nbsp;&nbsp; 27417 |
| #\* | Demae-Can Co. Ltd. | 95600 | &nbsp;&nbsp; 112209 |
|  | DeNA Co. Ltd. | 11900 | &nbsp;&nbsp; 185455 |
|  | Denka Co. Ltd. | 482800 | &nbsp;&nbsp; 6807635 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Densan System <br> Holdings Co. Ltd.<br>| 26800 | &nbsp;&nbsp; 462319 |
|  | Denso Corp. | 861100 | &nbsp;&nbsp; 11682904 |
|  | Dentsu Group, Inc. | 289300 | &nbsp;&nbsp; 5705167 |
|  | Dentsu Soken, Inc. | 99700 | &nbsp;&nbsp; 4379132 |
| # | Denyo Co. Ltd. | 75900 | &nbsp;&nbsp; 1505589 |
| # | Dexerials Corp. | 547200 | &nbsp;&nbsp; 7911221 |
|  | DIC Corp. | 292484 | &nbsp;&nbsp; 5773218 |
| # | Digital Arts, Inc. | 42700 | &nbsp;&nbsp; 2257353 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Digital Hearts <br> Holdings Co. Ltd.<br>| 37300 | &nbsp;&nbsp; 236952 |
| # | Digital Holdings, Inc. | 43600 | &nbsp;&nbsp; 352952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Digital Information <br> Technologies Corp.<br>| 39900 | &nbsp;&nbsp; 676251 |
| # | Dip Corp. | 95300 | &nbsp;&nbsp; 1542576 |
|  | Disco Corp. | 80600 | &nbsp;&nbsp; 23819433 |
|  | DKK Co. Ltd. | 24000 | &nbsp;&nbsp; 346297 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | DKS Co. Ltd. | 33353 | &nbsp;&nbsp; $1141125 |
|  | DMG Mori Co. Ltd. | 444700 | &nbsp;&nbsp; 10275781 |
|  | DMS, Inc. | 1300 | &nbsp;&nbsp; 25655 |
|  | DMW Corp. | 900 | &nbsp;&nbsp; 27773 |
|  | Doshisha Co. Ltd. | 89300 | &nbsp;&nbsp; 1489599 |
| # | Double Standard, Inc. | 19100 | &nbsp;&nbsp; 201004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Doutor Nichires <br> Holdings Co. Ltd.<br>| 122323 | &nbsp;&nbsp; 2031819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dowa Holdings Co. <br> Ltd.<br>| 211200 | &nbsp;&nbsp; 6897202 |
|  | DTS Corp. | 172400 | &nbsp;&nbsp; 5719877 |
|  | Duskin Co. Ltd. | 171500 | &nbsp;&nbsp; 4527782 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; DyDo Group Holdings, <br> Inc.<br>| 52200 | &nbsp;&nbsp; 921862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagle Industry Co. <br> Ltd.<br>| 93500 | &nbsp;&nbsp; 1495173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; East Japan Railway <br> Co.<br>| 315300 | &nbsp;&nbsp; 6758192 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; EAT&HOLDINGS Co. <br> Ltd.<br>| 24100 | &nbsp;&nbsp; 333895 |
|  | Ebara Corp. | 926000 | &nbsp;&nbsp; 16909526 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ebara Foods Industry, <br> Inc.<br>| 11300 | &nbsp;&nbsp; 189701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ebara Jitsugyo Co. <br> Ltd.<br>| 25300 | &nbsp;&nbsp; 654174 |
| # | Ebase Co. Ltd. | 58662 | &nbsp;&nbsp; 196855 |
| # | Eco's Co. Ltd. | 40700 | &nbsp;&nbsp; 665985 |
|  | EDION Corp. | 436100 | &nbsp;&nbsp; 5798758 |
|  | EF-ON, Inc. | 57139 | &nbsp;&nbsp; 131399 |
|  | eGuarantee, Inc. | 102400 | &nbsp;&nbsp; 1013746 |
|  | E-Guardian, Inc. | 4854 | &nbsp;&nbsp; 71536 |
| # | Ehime Bank Ltd. | 143798 | &nbsp;&nbsp; 1030082 |
|  | Eidai Co. Ltd. | 78000 | &nbsp;&nbsp; 121456 |
|  | Eisai Co. Ltd. | 225687 | &nbsp;&nbsp; 6329473 |
|  | Eizo Corp. | 179100 | &nbsp;&nbsp; 2548258 |
|  | EJ Holdings, Inc. | 40500 | &nbsp;&nbsp; 481072 |
|  | Elan Corp. | 62300 | &nbsp;&nbsp; 351897 |
|  | Elecom Co. Ltd. | 138900 | &nbsp;&nbsp; 1796541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electric Power <br> Development Co. <br> Ltd.<br>| 192500 | &nbsp;&nbsp; 3331331 |
| # | EM Systems Co. Ltd. | 101200 | &nbsp;&nbsp; 513493 |
|  | en Japan, Inc. | 102176 | &nbsp;&nbsp; 1186254 |
|  | Endo Lighting Corp. | 54000 | &nbsp;&nbsp; 853334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ENEOS Holdings, <br> Inc.<br>| 6605020 | &nbsp;&nbsp; 34667323 |
|  | Enomoto Co. Ltd. | 32800 | &nbsp;&nbsp; 314307 |
| # | Enplas Corp. | 22300 | &nbsp;&nbsp; 777305 |
|  | Entrust, Inc. | 18200 | &nbsp;&nbsp; 113163 |
| # | Envipro Holdings, Inc. | 22700 | &nbsp;&nbsp; 75511 |
| # | eRex Co. Ltd. | 36500 | &nbsp;&nbsp; 180376 |
|  | ERI Holdings Co. Ltd. | 9100 | &nbsp;&nbsp; 184811 |
|  | ES-Con Japan Ltd. | 122300 | &nbsp;&nbsp; 787134 |
|  | Eslead Corp. | 38800 | &nbsp;&nbsp; 1195502 |
|  | ESPEC Corp. | 68000 | &nbsp;&nbsp; 1439419 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Eternal Hospitality <br> Group Co. Ltd.<br>| 22400 | &nbsp;&nbsp; 452171 |
|  | eWeLL Co. Ltd. | 7200 | &nbsp;&nbsp; 111975 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Exedy Corp. | 149100 | &nbsp;&nbsp; $4680558 |
|  | EXEO Group, Inc. | 640295 | &nbsp;&nbsp; 8410327 |
|  | Ezaki Glico Co. Ltd. | 98800 | &nbsp;&nbsp; 3050771 |
|  | F&M Co. Ltd. | 23100 | &nbsp;&nbsp; 419060 |
|  | FaithNetwork Co. Ltd. | 1900 | &nbsp;&nbsp; 29147 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; FALCO HOLDINGS <br> Co. Ltd.<br>| 39300 | &nbsp;&nbsp; 624509 |
|  | FANUC Corp. | 149066 | &nbsp;&nbsp; 4149543 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fast Fitness Japan, <br> Inc.<br>| 24500 | &nbsp;&nbsp; 247331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fast Retailing Co. <br> Ltd.<br>| 125800 | &nbsp;&nbsp; 38372736 |
|  | FCC Co. Ltd. | 169500 | &nbsp;&nbsp; 3402214 |
| \* | FDK Corp. | 3200 | &nbsp;&nbsp; 8491 |
|  | Feed One Co. Ltd. | 93816 | &nbsp;&nbsp; 673165 |
|  | Ferrotec Corp. | 305100 | &nbsp;&nbsp; 7317647 |
| # | FFRI Security, Inc. | 13600 | &nbsp;&nbsp; 555516 |
| # | Fibergate, Inc. | 30800 | &nbsp;&nbsp; 143742 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; FIDEA Holdings Co. <br> Ltd.<br>| 119140 | &nbsp;&nbsp; 1201374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Financial Partners <br> Group Co. Ltd.<br>| 232500 | &nbsp;&nbsp; 3732945 |
| # | FINDEX, Inc. | 41700 | &nbsp;&nbsp; 211615 |
| # | Fintech Global, Inc. | 632200 | &nbsp;&nbsp; 462853 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; First Bank of Toyama <br> Ltd.<br>| 42200 | &nbsp;&nbsp; 302497 |
|  | First-Corp., Inc. | 7100 | &nbsp;&nbsp; 42136 |
| # | Fixstars Corp. | 80800 | &nbsp;&nbsp; 1087165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FJ Next Holdings Co. <br> Ltd.<br>| 90900 | &nbsp;&nbsp; 732107 |
| # | Focus Systems Corp. | 27600 | &nbsp;&nbsp; 261848 |
|  | Food & Life Cos. Ltd. | 407300 | &nbsp;&nbsp; 20514238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Forum Engineering, <br> Inc.<br>| 55200 | &nbsp;&nbsp; 445450 |
| # | Forval Corp. | 4000 | &nbsp;&nbsp; 39594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foster Electric Co. <br> Ltd.<br>| 92510 | &nbsp;&nbsp; 1154589 |
|  | FP Corp. | 175800 | &nbsp;&nbsp; 3133996 |
| # | FP Partner, Inc. | 13000 | &nbsp;&nbsp; 177004 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; France Bed Holdings <br> Co. Ltd.<br>| 125500 | &nbsp;&nbsp; 1076625 |
| # | Freebit Co. Ltd. | 55800 | &nbsp;&nbsp; 556163 |
| # | Freund Corp. | 10900 | &nbsp;&nbsp; 79042 |
| #\* | Fronteo, Inc. | 17100 | &nbsp;&nbsp; 112277 |
|  | F-Tech, Inc. | 69700 | &nbsp;&nbsp; 334040 |
|  | FTGroup Co. Ltd. | 45100 | &nbsp;&nbsp; 360209 |
|  | Fudo Tetra Corp. | 67920 | &nbsp;&nbsp; 1062064 |
| # | Fuji Corp. (6134 JP) | 278700 | &nbsp;&nbsp; 5230081 |
|  | Fuji Corp. Ltd. | 154155 | &nbsp;&nbsp; 706883 |
|  | Fuji Electric Co. Ltd. | 284760 | &nbsp;&nbsp; 14157750 |
|  | Fuji Kosan Co. Ltd. | 10900 | &nbsp;&nbsp; 88577 |
|  | Fuji Kyuko Co. Ltd. | 69600 | &nbsp;&nbsp; 978842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuji Media Holdings, <br> Inc.<br>| 160200 | &nbsp;&nbsp; 3776478 |
|  | Fuji Nihon Corp. | 5400 | &nbsp;&nbsp; 39326 |
| # | Fuji Oil Co. Ltd. | 333000 | &nbsp;&nbsp; 4034336 |
| # | Fuji Pharma Co. Ltd. | 48900 | &nbsp;&nbsp; 451628 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuji Seal International, <br> Inc.<br>| 184207 | &nbsp;&nbsp; $3384197 |
| # | Fujibo Holdings, Inc. | 47400 | &nbsp;&nbsp; 1867514 |
| # | Fujicco Co. Ltd. | 72600 | &nbsp;&nbsp; 780812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FUJIFILM Holdings <br> Corp.<br>| 569025 | &nbsp;&nbsp; 11802844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujikura Composites, <br> Inc.<br>| 101100 | &nbsp;&nbsp; 1066733 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fujikura Kasei Co. <br> Ltd.<br>| 105200 | &nbsp;&nbsp; 392193 |
|  | Fujikura Ltd. | 428900 | &nbsp;&nbsp; 29114773 |
|  | Fujimi, Inc. | 84600 | &nbsp;&nbsp; 1261526 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fujio Food Group, <br> Inc.<br>| 18100 | &nbsp;&nbsp; 135731 |
|  | Fujisash Co. Ltd. | 8640 | &nbsp;&nbsp; 41073 |
|  | Fujishoji Co. Ltd. | 30500 | &nbsp;&nbsp; 213787 |
|  | Fujita Kanko, Inc. | 24900 | &nbsp;&nbsp; 1732580 |
|  | Fujitec Co. Ltd. | 4000 | &nbsp;&nbsp; 148062 |
|  | Fujitsu Ltd. | 1360790 | &nbsp;&nbsp; 29643336 |
| # | Fujiya Co. Ltd. | 45000 | &nbsp;&nbsp; 736920 |
| # | FuKoKu Co. Ltd. | 43300 | &nbsp;&nbsp; 502495 |
|  | Fukuda Corp. | 26500 | &nbsp;&nbsp; 934611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fukuda Denshi Co. <br> Ltd.<br>| 84000 | &nbsp;&nbsp; 3909572 |
|  | Fukui Bank Ltd. | 69042 | &nbsp;&nbsp; 867427 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fukui Computer <br> Holdings, Inc.<br>| 35500 | &nbsp;&nbsp; 716946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fukuoka Financial <br> Group, Inc.<br>| 312656 | &nbsp;&nbsp; 8525202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fukuyama <br> Transporting Co. <br> Ltd.<br>| 98400 | &nbsp;&nbsp; 2342799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FULLCAST Holdings <br> Co. Ltd.<br>| 54900 | &nbsp;&nbsp; 605545 |
|  | Fumakilla Ltd. | 16801 | &nbsp;&nbsp; 123402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Funai Soken Holdings, <br> Inc.<br>| 130120 | &nbsp;&nbsp; 2048114 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Furukawa Battery Co. <br> Ltd.<br>| 11700 | &nbsp;&nbsp; 107400 |
|  | Furukawa Co. Ltd. | 133164 | &nbsp;&nbsp; 2118364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Furukawa Electric Co. <br> Ltd.<br>| 217688 | &nbsp;&nbsp; 13148707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Furuno Electric Co. <br> Ltd.<br>| 108000 | &nbsp;&nbsp; 3115075 |
| # | Furuya Metal Co. Ltd. | 51700 | &nbsp;&nbsp; 880519 |
|  | Furyu Corp. | 54500 | &nbsp;&nbsp; 380096 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fuso Chemical Co. <br> Ltd.<br>| 108200 | &nbsp;&nbsp; 3065799 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fuso Pharmaceutical <br> Industries Ltd.<br>| 32598 | &nbsp;&nbsp; 477663 |
| # | Futaba Corp. | 117700 | &nbsp;&nbsp; 483266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Futaba Industrial Co. <br> Ltd.<br>| 256800 | &nbsp;&nbsp; 1380743 |
|  | Future Corp. | 213800 | &nbsp;&nbsp; 3341568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuyo General Lease <br> Co. Ltd.<br>| 283500 | &nbsp;&nbsp; 7658064 |
|  | G-7 Holdings, Inc. | 126400 | &nbsp;&nbsp; 1095606 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; GA Technologies Co. <br> Ltd.<br>| 41500 | &nbsp;&nbsp; $552346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gakken Holdings Co. <br> Ltd.<br>| 108900 | &nbsp;&nbsp; 691294 |
|  | Gakkyusha Co. Ltd. | 30700 | &nbsp;&nbsp; 475402 |
|  | Gakujo Co. Ltd. | 32900 | &nbsp;&nbsp; 405260 |
|  | Galilei Co. Ltd. | 113600 | &nbsp;&nbsp; 2491882 |
|  | Gecoss Corp. | 60749 | &nbsp;&nbsp; 523658 |
| \* | Geniee, Inc. | 13400 | &nbsp;&nbsp; 134593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genki Global Dining <br> Concepts Corp.<br>| 55800 | &nbsp;&nbsp; 1282508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genky DrugStores Co. <br> Ltd.<br>| 81600 | &nbsp;&nbsp; 2409281 |
|  | Geo Holdings Corp. | 122600 | &nbsp;&nbsp; 1332831 |
| # | Gift Holdings, Inc. | 28100 | &nbsp;&nbsp; 647108 |
|  | giftee, Inc. | 38300 | &nbsp;&nbsp; 355409 |
| # | Giken Ltd. | 27000 | &nbsp;&nbsp; 257713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Link <br> Management KK<br>| 4000 | &nbsp;&nbsp; 58553 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Global Security <br> Experts, Inc.<br>| 3400 | &nbsp;&nbsp; 71091 |
|  | GLOBERIDE, Inc. | 91298 | &nbsp;&nbsp; 1366062 |
|  | Glory Ltd. | 179245 | &nbsp;&nbsp; 4609092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GLtechno Holdings, <br> Inc.<br>| 24400 | &nbsp;&nbsp; 488808 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; GMO Financial Gate, <br> Inc.<br>| 10600 | &nbsp;&nbsp; 337446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GMO Financial <br> Holdings, Inc.<br>| 174200 | &nbsp;&nbsp; 964167 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; GMO GlobalSign <br> Holdings KK<br>| 17300 | &nbsp;&nbsp; 262412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GMO internet group, <br> Inc.<br>| 262700 | &nbsp;&nbsp; 6729679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GMO Payment <br> Gateway, Inc.<br>| 92400 | &nbsp;&nbsp; 5149711 |
|  | Godo Steel Ltd. | 53900 | &nbsp;&nbsp; 1360057 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gokurakuyu Holdings <br> Co. Ltd.<br>| 39100 | &nbsp;&nbsp; 125869 |
| # | Goldcrest Co. Ltd. | 79030 | &nbsp;&nbsp; 1729349 |
|  | Goldwin, Inc. | 56000 | &nbsp;&nbsp; 2883480 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Good Com Asset Co. <br> Ltd.<br>| 7700 | &nbsp;&nbsp; 63017 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gourmet Kineya Co. <br> Ltd.<br>| 6500 | &nbsp;&nbsp; 42062 |
| # | Grandy House Corp. | 75200 | &nbsp;&nbsp; 273672 |
|  | GREE Holdings, Inc. | 230800 | &nbsp;&nbsp; 754575 |
| # | Greens Co. Ltd. | 30000 | &nbsp;&nbsp; 407790 |
|  | grems, Inc. | 34300 | &nbsp;&nbsp; 571096 |
|  | GS Yuasa Corp. | 314399 | &nbsp;&nbsp; 5642291 |
| # | GSI Creos Corp. | 41400 | &nbsp;&nbsp; 581099 |
|  | G-Tekt Corp. | 73489 | &nbsp;&nbsp; 905567 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gun-Ei Chemical <br> Industry Co. Ltd.<br>| 19000 | &nbsp;&nbsp; 362239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GungHo Online <br> Entertainment, Inc.<br>| 48618 | &nbsp;&nbsp; 930734 |
|  | Gunma Bank Ltd. | 1197801 | &nbsp;&nbsp; 11216125 |
|  | Gunze Ltd. | 147600 | &nbsp;&nbsp; 3739812 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; H.U. Group Holdings, <br> Inc.<br>| 98300 | &nbsp;&nbsp; $2112191 |
|  | H2O Retailing Corp. | 416960 | &nbsp;&nbsp; 5509725 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; HABA Laboratories, <br> Inc.<br>| 2800 | &nbsp;&nbsp; 30630 |
|  | Hachijuni Bank Ltd. | 1450673 | &nbsp;&nbsp; 13051198 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hagihara Industries, <br> Inc.<br>| 45500 | &nbsp;&nbsp; 474712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hagiwara Electric <br> Holdings Co. Ltd.<br>| 27800 | &nbsp;&nbsp; 633218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hagoromo Foods <br> Corp.<br>| 1500 | &nbsp;&nbsp; 32704 |
| # | Hakudo Co. Ltd. | 22100 | &nbsp;&nbsp; 355057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hakuhodo DY <br> Holdings, Inc.<br>| 686400 | &nbsp;&nbsp; 5401580 |
|  | Halows Co. Ltd. | 50800 | &nbsp;&nbsp; 1667911 |
|  | Hamakyorex Co. Ltd. | 356400 | &nbsp;&nbsp; 3448597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hamamatsu Photonics <br> KK<br>| 462498 | &nbsp;&nbsp; 5644831 |
| # | Hamee Corp. | 20200 | &nbsp;&nbsp; 169692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hankyu Hanshin <br> Holdings, Inc.<br>| 337400 | &nbsp;&nbsp; 8793199 |
|  | Hanwa Co. Ltd. | 163800 | &nbsp;&nbsp; 6598590 |
| # | Happinet Corp. | 78800 | &nbsp;&nbsp; 2961147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hard Off Corp. Co. <br> Ltd.<br>| 44600 | &nbsp;&nbsp; 515218 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Harima Chemicals <br> Group, Inc.<br>| 67600 | &nbsp;&nbsp; 377563 |
|  | Haseko Corp. | 1089900 | &nbsp;&nbsp; 16214259 |
|  | Hazama Ando Corp. | 644280 | &nbsp;&nbsp; 6832126 |
|  | Heiwa Corp. | 257500 | &nbsp;&nbsp; 3567544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heiwa Real Estate <br> Co. Ltd.<br>| 142100 | &nbsp;&nbsp; 2080490 |
| # | Heiwado Co. Ltd. | 161796 | &nbsp;&nbsp; 3121833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Helios Techno Holding <br> Co. Ltd.<br>| 4600 | &nbsp;&nbsp; 25547 |
| # | Hennge KK | 49500 | &nbsp;&nbsp; 545845 |
|  | Hibino Corp. | 4400 | &nbsp;&nbsp; 68644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hibiya Engineering <br> Ltd.<br>| 87900 | &nbsp;&nbsp; 2391750 |
|  | Hiday Hidaka Corp. | 34800 | &nbsp;&nbsp; 782697 |
|  | Hikari Tsushin, Inc. | 10300 | &nbsp;&nbsp; 2769244 |
|  | HI-LEX Corp. | 70900 | &nbsp;&nbsp; 1164678 |
|  | Himacs Ltd. | 2700 | &nbsp;&nbsp; 21504 |
|  | Himaraya Co. Ltd. | 14300 | &nbsp;&nbsp; 82873 |
| #\* | Hino Motors Ltd. | 1109696 | &nbsp;&nbsp; 2697013 |
|  | Hioki EE Corp. | 31300 | &nbsp;&nbsp; 1156019 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hirakawa Hewtech <br> Corp.<br>| 52710 | &nbsp;&nbsp; 570200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hirano Tecseed Co. <br> Ltd.<br>| 28700 | &nbsp;&nbsp; 296105 |
|  | Hirata Corp. | 80200 | &nbsp;&nbsp; 1134211 |
|  | Hirogin Holdings, Inc. | 1015800 | &nbsp;&nbsp; 8860621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hirose Electric Co. <br> Ltd.<br>| 57425 | &nbsp;&nbsp; 7210576 |
|  | Hirose Tusyo, Inc. | 5200 | &nbsp;&nbsp; 143037 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hiroshima Gas Co. <br> Ltd.<br>| 104300 | &nbsp;&nbsp; 251677 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | HIS Co. Ltd. | 161100 | &nbsp;&nbsp; $1516891 |
|  | Hisaka Works Ltd. | 80000 | &nbsp;&nbsp; 771694 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hisamitsu <br> Pharmaceutical Co., <br> Inc.<br>| 101108 | &nbsp;&nbsp; 2721832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hitachi Construction <br> Machinery Co. Ltd.<br>| 361200 | &nbsp;&nbsp; 10461077 |
|  | Hitachi Ltd. (6501 JP) | 3959625 | &nbsp;&nbsp; 121167073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hitachi Ltd. (HTHIY <br> US), ADR<br>| 516300 | &nbsp;&nbsp; 15576771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hito Communications <br> Holdings, Inc.<br>| 14400 | &nbsp;&nbsp; 108484 |
|  | Hochiki Corp. | 62800 | &nbsp;&nbsp; 1316918 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hodogaya Chemical <br> Co. Ltd.<br>| 39100 | &nbsp;&nbsp; 389567 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hogy Medical Co. <br> Ltd.<br>| 77800 | &nbsp;&nbsp; 2456588 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hokkaido Electric <br> Power Co., Inc.<br>| 309300 | &nbsp;&nbsp; 1852838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokkaido Gas Co. <br> Ltd.<br>| 234400 | &nbsp;&nbsp; 944974 |
|  | Hokkan Holdings Ltd. | 63400 | &nbsp;&nbsp; 840697 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hokko Chemical <br> Industry Co. Ltd.<br>| 94000 | &nbsp;&nbsp; 929000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokkoku Financial <br> Holdings, Inc.<br>| 100500 | &nbsp;&nbsp; 3718514 |
| # | Hokuetsu Corp. | 491895 | &nbsp;&nbsp; 3310113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokuhoku Financial <br> Group, Inc.<br>| 604310 | &nbsp;&nbsp; 12764496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokuriku Electric <br> Industry Co. Ltd.<br>| 27993 | &nbsp;&nbsp; 386091 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hokuriku Electric <br> Power Co.<br>| 312500 | &nbsp;&nbsp; 1620612 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hokuriku Electrical <br> Construction Co. <br> Ltd.<br>| 27820 | &nbsp;&nbsp; 248588 |
|  | Hokuto Corp. | 63776 | &nbsp;&nbsp; 779607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Honda Motor Co. Ltd. <br> (7267 JP)<br>| 3092769 | &nbsp;&nbsp; 32019137 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Honda Motor Co. Ltd. <br> (HMC US), <br> Sponsored ADR<br>| 460628 | &nbsp;&nbsp; 14390019 |
| # | H-One Co. Ltd. | 115705 | &nbsp;&nbsp; 1081051 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Honeys Holdings Co. <br> Ltd.<br>| 82030 | &nbsp;&nbsp; 804727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hoosiers Holdings Co. <br> Ltd.<br>| 138500 | &nbsp;&nbsp; 1239642 |
|  | Horiba Ltd. | 113400 | &nbsp;&nbsp; 8339801 |
|  | Hoshizaki Corp. | 85900 | &nbsp;&nbsp; 2941454 |
|  | Hosiden Corp. | 235100 | &nbsp;&nbsp; 3654853 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hosokawa Micron <br> Corp.<br>| 63100 | &nbsp;&nbsp; 2253257 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hotland Holdings Co. <br> Ltd.<br>| 45000 | &nbsp;&nbsp; 593570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; House Foods Group, <br> Inc.<br>| 185900 | &nbsp;&nbsp; 3437761 |
| # | Howa Machinery Ltd. | 66800 | &nbsp;&nbsp; 460674 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Hoya Corp. | 298900 | &nbsp;&nbsp; $37710026 |
|  | HS Holdings Co. Ltd. | 84558 | &nbsp;&nbsp; 597449 |
| # | Hulic Co. Ltd. | 950217 | &nbsp;&nbsp; 9062887 |
|  | Hyakugo Bank Ltd. | 1067698 | &nbsp;&nbsp; 5280942 |
|  | Hyakujushi Bank Ltd. | 128400 | &nbsp;&nbsp; 4223142 |
|  | Ibiden Co. Ltd. | 215405 | &nbsp;&nbsp; 9109716 |
| # | IBJ, Inc. | 72200 | &nbsp;&nbsp; 413627 |
| # | Ichibanya Co. Ltd. | 156160 | &nbsp;&nbsp; 1008626 |
|  | Ichiken Co. Ltd. | 18300 | &nbsp;&nbsp; 378684 |
| # | Ichikoh Industries Ltd. | 204000 | &nbsp;&nbsp; 515231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ichimasa Kamaboko <br> Co. Ltd.<br>| 1700 | &nbsp;&nbsp; 8367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ichinen Holdings Co. <br> Ltd.<br>| 113472 | &nbsp;&nbsp; 1292596 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ichiyoshi Securities <br> Co. Ltd.<br>| 70000 | &nbsp;&nbsp; 349933 |
|  | Icom, Inc. | 33400 | &nbsp;&nbsp; 641459 |
| # | ID Holdings Corp. | 51225 | &nbsp;&nbsp; 860106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IDEA Consultants, <br> Inc.<br>| 2900 | &nbsp;&nbsp; 62147 |
|  | Idec Corp. | 113800 | &nbsp;&nbsp; 1715493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Idemitsu Kosan Co. <br> Ltd.<br>| 1913555 | &nbsp;&nbsp; 12301501 |
|  | IDOM, Inc. | 387300 | &nbsp;&nbsp; 2501700 |
| # | IG Port, Inc. | 20700 | &nbsp;&nbsp; 229029 |
|  | IHI Corp. | 53900 | &nbsp;&nbsp; 6002127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iida Group Holdings <br> Co. Ltd.<br>| 433295 | &nbsp;&nbsp; 6077324 |
| # | Iino Kaiun Kaisha Ltd. | 388500 | &nbsp;&nbsp; 2663618 |
| # | IKK Holdings, Inc. | 45500 | &nbsp;&nbsp; 239192 |
| # | I'll, Inc. | 29700 | &nbsp;&nbsp; 551781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Imasen Electric <br> Industrial<br>| 9300 | &nbsp;&nbsp; 44175 |
| # | i-mobile Co. Ltd. | 101000 | &nbsp;&nbsp; 412613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Imuraya Group Co. <br> Ltd.<br>| 21800 | &nbsp;&nbsp; 356774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inaba Denki Sangyo <br> Co. Ltd.<br>| 169400 | &nbsp;&nbsp; 4442426 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Inaba Seisakusho Co. <br> Ltd.<br>| 49800 | &nbsp;&nbsp; 588716 |
| # | Inabata & Co. Ltd. | 212200 | &nbsp;&nbsp; 4604004 |
|  | I-NE Co. Ltd. | 7000 | &nbsp;&nbsp; 78351 |
|  | Ines Corp. | 95800 | &nbsp;&nbsp; 1119913 |
| # | I-Net Corp. | 54410 | &nbsp;&nbsp; 712046 |
|  | Infomart Corp. | 65000 | &nbsp;&nbsp; 178362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; INFRONEER <br> Holdings, Inc.<br>| 669008 | &nbsp;&nbsp; 5653829 |
|  | Innotech Corp. | 64600 | &nbsp;&nbsp; 631408 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Innovation Holdings <br> Co. Ltd.<br>| 4000 | &nbsp;&nbsp; 26391 |
|  | Inpex Corp. | 3030900 | &nbsp;&nbsp; 43156230 |
|  | Insource Co. Ltd. | 192996 | &nbsp;&nbsp; 1164879 |
| # | Intage Holdings, Inc. | 32000 | &nbsp;&nbsp; 413893 |
| # | Intelligent Wave, Inc. | 29200 | &nbsp;&nbsp; 207040 |
| # | Inter Action Corp. | 25900 | &nbsp;&nbsp; 230702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Internet Initiative <br> Japan, Inc.<br>| 360800 | &nbsp;&nbsp; 6644679 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Inui Global Logistics <br> Co. Ltd.<br>| 40500 | &nbsp;&nbsp; $338003 |
| # | IPS, Inc. | 23001 | &nbsp;&nbsp; 419404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iriso Electronics Co. <br> Ltd.<br>| 61914 | &nbsp;&nbsp; 1189417 |
|  | ISB Corp. | 38300 | &nbsp;&nbsp; 381363 |
| # | Ise Chemicals Corp. | 7800 | &nbsp;&nbsp; 1411036 |
| # | Iseki & Co. Ltd. | 65600 | &nbsp;&nbsp; 609083 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Isetan Mitsukoshi <br> Holdings Ltd.<br>| 528540 | &nbsp;&nbsp; 7469579 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ishihara Chemical Co. <br> Ltd.<br>| 8100 | &nbsp;&nbsp; 105955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ishihara Sangyo <br> Kaisha Ltd.<br>| 154500 | &nbsp;&nbsp; 2232382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ishizuka Glass Co. <br> Ltd.<br>| 6499 | &nbsp;&nbsp; 116140 |
| # | Istyle, Inc. | 277600 | &nbsp;&nbsp; 1051262 |
|  | Isuzu Motors Ltd. | 2009907 | &nbsp;&nbsp; 25758987 |
|  | Itfor, Inc. | 97200 | &nbsp;&nbsp; 978684 |
| # | ITmedia, Inc. | 19900 | &nbsp;&nbsp; 218045 |
|  | Ito En Ltd. | 145296 | &nbsp;&nbsp; 3155647 |
|  | ITOCHU Corp. | 383700 | &nbsp;&nbsp; 20126061 |
|  | Itochu Enex Co. Ltd. | 288100 | &nbsp;&nbsp; 3868006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Itochu-Shokuhin Co. <br> Ltd.<br>| 24300 | &nbsp;&nbsp; 1631738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Itoham Yonekyu <br> Holdings, Inc.<br>| 156029 | &nbsp;&nbsp; 5263341 |
|  | Itoki Corp. | 211500 | &nbsp;&nbsp; 3236898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IwaiCosmo Holdings, <br> Inc.<br>| 94800 | &nbsp;&nbsp; 1527254 |
| # | Iwaki Co. Ltd. | 23700 | &nbsp;&nbsp; 413688 |
|  | Iwatani Corp. | 862000 | &nbsp;&nbsp; 9066847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iwatsuka <br> Confectionery Co. <br> Ltd.<br>| 1000 | &nbsp;&nbsp; 19588 |
|  | Iyogin Holdings, Inc. | 915257 | &nbsp;&nbsp; 10635676 |
|  | Izumi Co. Ltd. | 116900 | &nbsp;&nbsp; 2460932 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; J Front Retailing Co. <br> Ltd.<br>| 994301 | &nbsp;&nbsp; 13402939 |
|  | J Trust Co. Ltd. | 132019 | &nbsp;&nbsp; 387931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JAC Recruitment Co. <br> Ltd.<br>| 288800 | &nbsp;&nbsp; 2021205 |
|  | Jaccs Co. Ltd. | 121500 | &nbsp;&nbsp; 3294229 |
| \* | Jade Group, Inc. | 25900 | &nbsp;&nbsp; 237126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JAFCO Group Co. <br> Ltd.<br>| 282300 | &nbsp;&nbsp; 4638902 |
| # | JALCO Holdings, Inc. | 23600 | &nbsp;&nbsp; 50183 |
|  | JANOME Corp. | 79199 | &nbsp;&nbsp; 601274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Airlines Co. <br> Ltd.<br>| 449700 | &nbsp;&nbsp; 8929911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Airport Terminal <br> Co. Ltd.<br>| 200299 | &nbsp;&nbsp; 6083005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Aviation <br> Electronics Industry <br> Ltd.<br>| 238700 | &nbsp;&nbsp; 3825697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Business <br> Systems, Inc.<br>| 10100 | &nbsp;&nbsp; 96557 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Japan Cash Machine <br> Co. Ltd.<br>| 63400 | &nbsp;&nbsp; $399122 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Japan <br> Communications, <br> Inc.<br>| 396000 | &nbsp;&nbsp; 421019 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Japan Electronic <br> Materials Corp.<br>| 10300 | &nbsp;&nbsp; 165154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Elevator <br> Service Holdings <br> Co. Ltd.<br>| 252400 | &nbsp;&nbsp; 6737947 |
| # | Japan Engine Corp. | 900 | &nbsp;&nbsp; 45035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Exchange <br> Group, Inc.<br>| 1469400 | &nbsp;&nbsp; 14359531 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Japan Foundation <br> Engineering Co. <br> Ltd.<br>| 67200 | &nbsp;&nbsp; 309657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Investment <br> Adviser Co. Ltd.<br>| 68400 | &nbsp;&nbsp; 832525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Lifeline Co. <br> Ltd.<br>| 164900 | &nbsp;&nbsp; 1575568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Material Co. <br> Ltd.<br>| 176400 | &nbsp;&nbsp; 1607759 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Japan Medical <br> Dynamic Marketing, <br> Inc.<br>| 67641 | &nbsp;&nbsp; 235124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Oil <br> Transportation Co. <br> Ltd.<br>| 8079 | &nbsp;&nbsp; 167998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Petroleum <br> Exploration Co. <br> Ltd.<br>| 429000 | &nbsp;&nbsp; 3115684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Post Bank Co. <br> Ltd.<br>| 681300 | &nbsp;&nbsp; 7604190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Post Holdings <br> Co. Ltd.<br>| 832400 | &nbsp;&nbsp; 7708579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Post Insurance <br> Co. Ltd.<br>| 231300 | &nbsp;&nbsp; 5922345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Property <br> Management <br> Center Co. Ltd.<br>| 39200 | &nbsp;&nbsp; 304133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Pulp & Paper <br> Co. Ltd.<br>| 581100 | &nbsp;&nbsp; 2520302 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Japan Pure Chemical <br> Co. Ltd.<br>| 2200 | &nbsp;&nbsp; 45602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Securities <br> Finance Co. Ltd.<br>| 397500 | &nbsp;&nbsp; 4810671 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Japan Steel Works <br> Ltd.<br>| 124400 | &nbsp;&nbsp; 7672689 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Japan System <br> Techniques Co. <br> Ltd.<br>| 44400 | &nbsp;&nbsp; 548083 |
|  | Japan Tobacco, Inc. | 985800 | &nbsp;&nbsp; 28154072 |
|  | Japan Transcity Corp. | 157600 | &nbsp;&nbsp; 1209902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Wool Textile <br> Co. Ltd.<br>| 225700 | &nbsp;&nbsp; 2084542 |
|  | JBCC Holdings, Inc. | 216400 | &nbsp;&nbsp; 1859832 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | JCU Corp. | 105600 | &nbsp;&nbsp; $2483848 |
|  | JDC Corp. | 140500 | &nbsp;&nbsp; 435263 |
|  | Jeol Ltd. | 152800 | &nbsp;&nbsp; 4371497 |
|  | JFE Holdings, Inc. | 1111008 | &nbsp;&nbsp; 12857761 |
|  | JFE Systems, Inc. | 23400 | &nbsp;&nbsp; 309331 |
|  | JGC Holdings Corp. | 689400 | &nbsp;&nbsp; 6163545 |
|  | Jichodo Co. Ltd. | 100 | &nbsp;&nbsp; 6368 |
| #\* | JIG-SAW, Inc. | 10400 | &nbsp;&nbsp; 187519 |
|  | Jimoto Holdings, Inc. | 22510 | &nbsp;&nbsp; 51687 |
|  | JINS Holdings, Inc. | 53600 | &nbsp;&nbsp; 2841954 |
|  | JINUSHI Co. Ltd. | 62900 | &nbsp;&nbsp; 987222 |
|  | JK Holdings Co. Ltd. | 69700 | &nbsp;&nbsp; 558903 |
|  | J-Lease Co. Ltd. | 55200 | &nbsp;&nbsp; 526250 |
| # | JM Holdings Co. Ltd. | 71100 | &nbsp;&nbsp; 1357924 |
| # | JMS Co. Ltd. | 115440 | &nbsp;&nbsp; 338351 |
|  | J-Oil Mills, Inc. | 87000 | &nbsp;&nbsp; 1195065 |
|  | Joshin Denki Co. Ltd. | 61617 | &nbsp;&nbsp; 1005704 |
|  | Joyful Honda Co. Ltd. | 90000 | &nbsp;&nbsp; 1242140 |
| # | JP-Holdings, Inc. | 276500 | &nbsp;&nbsp; 990927 |
| # | JSB Co. Ltd. | 29400 | &nbsp;&nbsp; 760741 |
|  | JSP Corp. | 50700 | &nbsp;&nbsp; 636897 |
|  | JTEKT Corp. | 589299 | &nbsp;&nbsp; 5092640 |
| \* | Juki Corp. | 101099 | &nbsp;&nbsp; 267425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Juroku Financial <br> Group, Inc.<br>| 141900 | &nbsp;&nbsp; 4893807 |
|  | Justsystems Corp. | 105499 | &nbsp;&nbsp; 2656791 |
|  | JVCKenwood Corp. | 847570 | &nbsp;&nbsp; 6702514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; K&O Energy Group, <br> Inc.<br>| 59600 | &nbsp;&nbsp; 1140009 |
|  | Kadokawa Corp. | 136605 | &nbsp;&nbsp; 3317787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kadoya Sesame Mills, <br> Inc.<br>| 8500 | &nbsp;&nbsp; 218967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaga Electronics Co. <br> Ltd.<br>| 172200 | &nbsp;&nbsp; 3305276 |
|  | Kagome Co. Ltd. | 157400 | &nbsp;&nbsp; 3007759 |
|  | Kajima Corp. | 516000 | &nbsp;&nbsp; 12926137 |
|  | Kakaku.com, Inc. | 389200 | &nbsp;&nbsp; 6615030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaken Pharmaceutical <br> Co. Ltd.<br>| 60100 | &nbsp;&nbsp; 1566149 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kakiyasu Honten Co. <br> Ltd.<br>| 18500 | &nbsp;&nbsp; 334020 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kamakura Shinsho <br> Ltd.<br>| 67500 | &nbsp;&nbsp; 248038 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kameda Seika Co. <br> Ltd.<br>| 27000 | &nbsp;&nbsp; 722087 |
|  | Kamei Corp. | 112500 | &nbsp;&nbsp; 1905434 |
|  | Kamigumi Co. Ltd. | 289900 | &nbsp;&nbsp; 8147192 |
|  | Kanaden Corp. | 81200 | &nbsp;&nbsp; 1016039 |
|  | Kanadevia Corp. | 820700 | &nbsp;&nbsp; 5539014 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kanagawa Chuo <br> Kotsu Co. Ltd.<br>| 20000 | &nbsp;&nbsp; 485183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kanamic Network Co. <br> Ltd.<br>| 72500 | &nbsp;&nbsp; 211295 |
|  | Kanamoto Co. Ltd. | 124559 | &nbsp;&nbsp; 2793616 |
|  | Kandenko Co. Ltd. | 341600 | &nbsp;&nbsp; 8092165 |
|  | Kaneka Corp. | 145200 | &nbsp;&nbsp; 4110131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaneko Seeds Co. <br> Ltd.<br>| 18700 | &nbsp;&nbsp; 170480 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Kanematsu Corp. | 420400 | &nbsp;&nbsp; $7898534 |
| # | Kanemi Co. Ltd. | 3400 | &nbsp;&nbsp; 73856 |
| # | Kanro, Inc. | 52200 | &nbsp;&nbsp; 652036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kansai Electric Power <br> Co., Inc. <br>| 715300 | &nbsp;&nbsp; 8588206 |
|  | Kansai Paint Co. Ltd. | 442000 | &nbsp;&nbsp; 6258674 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kanto Denka Kogyo <br> Co. Ltd.<br>| 170218 | &nbsp;&nbsp; 961961 |
|  | Kao Corp. | 304000 | &nbsp;&nbsp; 13678919 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kappa Create Co. <br> Ltd.<br>| 19500 | &nbsp;&nbsp; 195694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Katakura Industries <br> Co. Ltd.<br>| 108400 | &nbsp;&nbsp; 1878190 |
|  | Katitas Co. Ltd. | 157677 | &nbsp;&nbsp; 2643961 |
|  | Kato Sangyo Co. Ltd. | 83300 | &nbsp;&nbsp; 3161840 |
|  | Kato Works Co. Ltd. | 31526 | &nbsp;&nbsp; 282732 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kawada Technologies, <br> Inc.<br>| 76400 | &nbsp;&nbsp; 1989205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kawagishi Bridge <br> Works Co. Ltd.<br>| 3800 | &nbsp;&nbsp; 109675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kawai Musical <br> Instruments <br> Manufacturing Co. <br> Ltd.<br>| 24400 | &nbsp;&nbsp; 422357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kawasaki Heavy <br> Industries Ltd.<br>| 184700 | &nbsp;&nbsp; 13489201 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kawasaki Kisen <br> Kaisha Ltd.<br>| 555798 | &nbsp;&nbsp; 7851697 |
|  | KDDI Corp. | 3424200 | &nbsp;&nbsp; 56196606 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; KeePer Technical <br> Laboratory Co. Ltd.<br>| 61300 | &nbsp;&nbsp; 1323746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keihan Holdings Co. <br> Ltd.<br>| 252377 | &nbsp;&nbsp; 5176827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keihanshin Building <br> Co. Ltd.<br>| 109800 | &nbsp;&nbsp; 1133385 |
|  | Keihin Co. Ltd. | 9500 | &nbsp;&nbsp; 170686 |
|  | Keikyu Corp. | 372000 | &nbsp;&nbsp; 3823350 |
|  | Keio Corp. | 167100 | &nbsp;&nbsp; 3901506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keisei Electric Railway <br> Co. Ltd.<br>| 536340 | &nbsp;&nbsp; 4499538 |
|  | KEIWA, Inc. | 36700 | &nbsp;&nbsp; 302507 |
|  | Keiyo Bank Ltd. | 588355 | &nbsp;&nbsp; 4420890 |
|  | Keiyo Gas Co. Ltd. | 1300 | &nbsp;&nbsp; 9922 |
|  | KEL Corp. | 9400 | &nbsp;&nbsp; 86590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kenko Mayonnaise <br> Co. Ltd.<br>| 36730 | &nbsp;&nbsp; 454670 |
|  | Kewpie Corp. | 230400 | &nbsp;&nbsp; 6296353 |
|  | Keyence Corp. | 42520 | &nbsp;&nbsp; 15380815 |
|  | KH Neochem Co. Ltd. | 98099 | &nbsp;&nbsp; 1856697 |
| # | Kibun Foods, Inc. | 28800 | &nbsp;&nbsp; 210450 |
|  | Kikkoman Corp. | 776950 | &nbsp;&nbsp; 6825474 |
|  | Kimoto Co. Ltd. | 53500 | &nbsp;&nbsp; 82654 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kimura Chemical <br> Plants Co. Ltd.<br>| 73400 | &nbsp;&nbsp; 494261 |
|  | Kimura Unity Co. Ltd. | 34000 | &nbsp;&nbsp; 186271 |
|  | Kinden Corp. | 321500 | &nbsp;&nbsp; 10122973 |
| # | King Jim Co. Ltd. | 9300 | &nbsp;&nbsp; 51845 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kintetsu Department <br> Store Co. Ltd.<br>| 33500 | &nbsp;&nbsp; $407389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kintetsu Group <br> Holdings Co. Ltd.<br>| 231298 | &nbsp;&nbsp; 4438721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kirin Holdings Co. <br> Ltd.<br>| 751980 | &nbsp;&nbsp; 9909341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kissei Pharmaceutical <br> Co. Ltd.<br>| 147200 | &nbsp;&nbsp; 4336752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ki-Star Real Estate <br> Co. Ltd.<br>| 46800 | &nbsp;&nbsp; 1497647 |
|  | Kitagawa Corp. | 33481 | &nbsp;&nbsp; 315788 |
| # | Kita-Nippon Bank Ltd. | 38400 | &nbsp;&nbsp; 860312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kitano Construction <br> Corp.<br>| 15100 | &nbsp;&nbsp; 410574 |
|  | Kitz Corp. | 374100 | &nbsp;&nbsp; 3137858 |
|  | Kiyo Bank Ltd. | 464500 | &nbsp;&nbsp; 8450256 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; KNT-CT Holdings Co. <br> Ltd.<br>| 35700 | &nbsp;&nbsp; 245269 |
|  | Koa Corp. | 93721 | &nbsp;&nbsp; 656263 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Koa Shoji Holdings <br> Co. Ltd.<br>| 29400 | &nbsp;&nbsp; 139918 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Koatsu Gas Kogyo <br> Co. Ltd.<br>| 149686 | &nbsp;&nbsp; 1082486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kobayashi <br> Pharmaceutical Co. <br> Ltd.<br>| 19800 | &nbsp;&nbsp; 696317 |
|  | Kobe Bussan Co. Ltd. | 209899 | &nbsp;&nbsp; 5589465 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kobe Electric Railway <br> Co. Ltd.<br>| 12400 | &nbsp;&nbsp; 199413 |
|  | Kobe Steel Ltd. | 1273682 | &nbsp;&nbsp; 13994070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koei Tecmo Holdings <br> Co. Ltd.<br>| 42700 | &nbsp;&nbsp; 559114 |
|  | Kohnan Shoji Co. Ltd. | 121800 | &nbsp;&nbsp; 3145136 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kohoku Kogyo Co. <br> Ltd.<br>| 8700 | &nbsp;&nbsp; 150913 |
|  | Kohsoku Corp. | 39800 | &nbsp;&nbsp; 764401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koike Sanso Kogyo <br> Co. Ltd.<br>| 16500 | &nbsp;&nbsp; 151256 |
|  | Koike-ya, Inc. | 4500 | &nbsp;&nbsp; 143672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koito Manufacturing <br> Co. Ltd.<br>| 583899 | &nbsp;&nbsp; 7466219 |
|  | Kojima Co. Ltd. | 160400 | &nbsp;&nbsp; 1280883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kokusai Electric <br> Corp.<br>| 245200 | &nbsp;&nbsp; 5411885 |
|  | Kokuyo Co. Ltd. | 1279056 | &nbsp;&nbsp; 7535890 |
|  | Komatsu Ltd. | 1366800 | &nbsp;&nbsp; 44035401 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Komatsu Matere Co. <br> Ltd.<br>| 114600 | &nbsp;&nbsp; 583973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Komatsu Wall Industry <br> Co. Ltd.<br>| 74700 | &nbsp;&nbsp; 1224026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KOMEDA Holdings <br> Co. Ltd.<br>| 209200 | &nbsp;&nbsp; 4172378 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Komehyo Holdings <br> Co. Ltd.<br>| 34900 | &nbsp;&nbsp; 675112 |
|  | Komeri Co. Ltd. | 135300 | &nbsp;&nbsp; 2787223 |
|  | Komori Corp. | 199113 | &nbsp;&nbsp; 1916989 |
|  | Konaka Co. Ltd. | 78480 | &nbsp;&nbsp; 127435 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Konami Group Corp. | 120262 | &nbsp;&nbsp; $16326614 |
| # | Kondotec, Inc. | 69800 | &nbsp;&nbsp; 735901 |
| \* | Konica Minolta, Inc. | 1476700 | &nbsp;&nbsp; 4800889 |
|  | Konishi Co. Ltd. | 221000 | &nbsp;&nbsp; 1779012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Konoike Transport Co. <br> Ltd.<br>| 117400 | &nbsp;&nbsp; 2512470 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Konoshima Chemical <br> Co. Ltd.<br>| 20200 | &nbsp;&nbsp; 173206 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kosaido Holdings Co. <br> Ltd.<br>| 268500 | &nbsp;&nbsp; 813809 |
|  | Kose Corp. | 2800 | &nbsp;&nbsp; 107455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koshidaka Holdings <br> Co. Ltd.<br>| 243724 | &nbsp;&nbsp; 2202050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kotobuki Spirits Co. <br> Ltd.<br>| 386299 | &nbsp;&nbsp; 5154637 |
| #\* | Kourakuen Corp. | 6800 | &nbsp;&nbsp; 46037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kozo Keikaku <br> Engineering <br> Holdings, Inc.<br>| 19000 | &nbsp;&nbsp; 311660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KPP Group Holdings <br> Co. Ltd.<br>| 132600 | &nbsp;&nbsp; 681453 |
|  | Krosaki Harima Corp. | 111000 | &nbsp;&nbsp; 2542123 |
| # | KRS Corp. | 58467 | &nbsp;&nbsp; 1314736 |
|  | K's Holdings Corp. | 702680 | &nbsp;&nbsp; 7029117 |
|  | KU Holdings Co. Ltd. | 48100 | &nbsp;&nbsp; 370939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kubota Corp. (6326 <br> JP)<br>| 972300 | &nbsp;&nbsp; 10903612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kubota Corp. (KUBTY <br> US), Sponsored <br> ADR<br>| 39134 | &nbsp;&nbsp; 2193852 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kumagai Gumi Co. <br> Ltd.<br>| 194700 | &nbsp;&nbsp; 5792131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kumiai Chemical <br> Industry Co. Ltd.<br>| 262565 | &nbsp;&nbsp; 1415198 |
|  | Kura Sushi, Inc. | 74299 | &nbsp;&nbsp; 2040798 |
|  | Kurabo Industries Ltd. | 66814 | &nbsp;&nbsp; 3546027 |
|  | Kuraray Co. Ltd. | 1336000 | &nbsp;&nbsp; 16517596 |
|  | Kureha Corp. | 216200 | &nbsp;&nbsp; 4930491 |
|  | Kurimoto Ltd. | 50000 | &nbsp;&nbsp; 2600896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kurita Water <br> Industries Ltd.<br>| 232900 | &nbsp;&nbsp; 8977657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuriyama Holdings <br> Corp.<br>| 65700 | &nbsp;&nbsp; 667036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kushikatsu Tanaka <br> Holdings Co.<br>| 15700 | &nbsp;&nbsp; 202029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kusuri No. Aoki <br> Holdings Co. Ltd.<br>| 206300 | &nbsp;&nbsp; 5491293 |
|  | KYB Corp. | 194400 | &nbsp;&nbsp; 4178489 |
|  | Kyocera Corp. | 1536620 | &nbsp;&nbsp; 18138826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyodo Printing Co. <br> Ltd.<br>| 145700 | &nbsp;&nbsp; 1338278 |
|  | Kyoei Steel Ltd. | 100376 | &nbsp;&nbsp; 1442391 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kyokuto Boeki Kaisha <br> Ltd.<br>| 45618 | &nbsp;&nbsp; 461665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyokuto Kaihatsu <br> Kogyo Co. Ltd.<br>| 152200 | &nbsp;&nbsp; 2637247 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kyokuto Securities <br> Co. Ltd.<br>| 89643 | &nbsp;&nbsp; $870707 |
|  | Kyokuyo Co. Ltd. | 44100 | &nbsp;&nbsp; 1364942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyorin Pharmaceutical <br> Co. Ltd.<br>| 152500 | &nbsp;&nbsp; 1532434 |
|  | KYORITSU Co. Ltd. | 83900 | &nbsp;&nbsp; 102685 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kyoritsu Maintenance <br> Co. Ltd.<br>| 248199 | &nbsp;&nbsp; 5975688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyosan Electric <br> Manufacturing Co. <br> Ltd.<br>| 139100 | &nbsp;&nbsp; 463835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyoto Financial <br> Group, Inc.<br>| 480644 | &nbsp;&nbsp; 8695206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyowa Electronic <br> Instruments Co. <br> Ltd.<br>| 37700 | &nbsp;&nbsp; 134888 |
|  | Kyowa Kirin Co. Ltd. | 299563 | &nbsp;&nbsp; 5113423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyowa Leather Cloth <br> Co. Ltd.<br>| 36424 | &nbsp;&nbsp; 194919 |
|  | Kyudenko Corp. | 176800 | &nbsp;&nbsp; 7553818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyushu Electric Power <br> Co., Inc.<br>| 605900 | &nbsp;&nbsp; 5371361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyushu Financial <br> Group, Inc.<br>| 1202748 | &nbsp;&nbsp; 6142240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyushu Leasing <br> Service Co. Ltd.<br>| 3300 | &nbsp;&nbsp; 27201 |
|  | Kyushu Railway Co. | 191300 | &nbsp;&nbsp; 4626155 |
| # | LA Holdings Co. Ltd. | 16200 | &nbsp;&nbsp; 657810 |
|  | Lacto Japan Co. Ltd. | 40900 | &nbsp;&nbsp; 1082368 |
|  | Lasertec Corp. | 97500 | &nbsp;&nbsp; 9822996 |
| # | LEC, Inc. | 85800 | &nbsp;&nbsp; 640339 |
|  | Leopalace21 Corp. | 701200 | &nbsp;&nbsp; 3304143 |
|  | Life Corp. | 218800 | &nbsp;&nbsp; 3496942 |
|  | Lifedrink Co., Inc. | 114200 | &nbsp;&nbsp; 1705705 |
|  | LIFULL Co. Ltd. | 198300 | &nbsp;&nbsp; 261783 |
| # | LIKE, Inc. | 29700 | &nbsp;&nbsp; 281793 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Link & Motivation, <br> Inc.<br>| 188400 | &nbsp;&nbsp; 623103 |
|  | Lintec Corp. | 174200 | &nbsp;&nbsp; 3492838 |
| # | Lion Corp. | 581801 | &nbsp;&nbsp; 5668348 |
| # | LITALICO, Inc. | 68400 | &nbsp;&nbsp; 640975 |
|  | Lixil Corp. | 766419 | &nbsp;&nbsp; 8879054 |
|  | Loadstar Capital KK | 22100 | &nbsp;&nbsp; 423240 |
|  | Look Holdings, Inc. | 31700 | &nbsp;&nbsp; 508917 |
| \* | Luckland Co. Ltd. | 3500 | &nbsp;&nbsp; 24744 |
|  | LY Corp. | 1622283 | &nbsp;&nbsp; 5929711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; M&A Capital Partners <br> Co. Ltd.<br>| 11600 | &nbsp;&nbsp; 226074 |
| # | M3, Inc. | 304859 | &nbsp;&nbsp; 3749398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mabuchi Motor Co. <br> Ltd.<br>| 251500 | &nbsp;&nbsp; 3636281 |
| # | Macbee Planet, Inc. | 8900 | &nbsp;&nbsp; 154744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Macnica Holdings, <br> Inc.<br>| 616650 | &nbsp;&nbsp; 8053658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maeda Kosen Co. <br> Ltd.<br>| 203200 | &nbsp;&nbsp; 2563192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maezawa Industries, <br> Inc.<br>| 51900 | &nbsp;&nbsp; 597487 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maezawa Kasei <br> Industries Co. Ltd.<br>| 55800 | &nbsp;&nbsp; $732483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maezawa Kyuso <br> Industries Co. Ltd.<br>| 82500 | &nbsp;&nbsp; 691969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Makino Milling <br> Machine Co. Ltd.<br>| 113188 | &nbsp;&nbsp; 8656434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Makita Corp. (6586 <br> JP)<br>| 296491 | &nbsp;&nbsp; 9178803 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Makita Corp. (MKTAY <br> US), Sponsored <br> ADR<br>| 800 | &nbsp;&nbsp; 24789 |
| # | Mamiya-Op Co. Ltd. | 800 | &nbsp;&nbsp; 8017 |
| # | Mammy Mart Corp. | 2400 | &nbsp;&nbsp; 87986 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Management <br> Solutions Co. Ltd.<br>| 34500 | &nbsp;&nbsp; 382694 |
|  | Mandom Corp. | 163500 | &nbsp;&nbsp; 1558883 |
| # | Mani, Inc. | 226900 | &nbsp;&nbsp; 1910730 |
|  | MarkLines Co. Ltd. | 32900 | &nbsp;&nbsp; 430528 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mars Group Holdings <br> Corp.<br>| 34500 | &nbsp;&nbsp; 678267 |
|  | Marubeni Corp. | 759159 | &nbsp;&nbsp; 15542820 |
|  | Marubun Corp. | 77200 | &nbsp;&nbsp; 562500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marudai Food Co. <br> Ltd.<br>| 100114 | &nbsp;&nbsp; 1261027 |
|  | Maruha Nichiro Corp. | 181397 | &nbsp;&nbsp; 3767389 |
| # | Marui Group Co. Ltd. | 465900 | &nbsp;&nbsp; 9488511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maruichi Steel Tube <br> Ltd.<br>| 178400 | &nbsp;&nbsp; 4312889 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; MARUKA FURUSATO <br> Corp.<br>| 75776 | &nbsp;&nbsp; 1192281 |
| # | Marumae Co. Ltd. | 2300 | &nbsp;&nbsp; 24406 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Marusan Securities <br> Co. Ltd.<br>| 196300 | &nbsp;&nbsp; 1194891 |
|  | Maruwa Co. Ltd. | 20700 | &nbsp;&nbsp; 6239344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maruyama <br> Manufacturing Co., <br> Inc.<br>| 7900 | &nbsp;&nbsp; 108672 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Maruzen CHI Holdings <br> Co. Ltd.<br>| 80600 | &nbsp;&nbsp; 171872 |
|  | Maruzen Co. Ltd. | 26400 | &nbsp;&nbsp; 604398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maruzen Showa Unyu <br> Co. Ltd.<br>| 57400 | &nbsp;&nbsp; 2735822 |
| # | Marvelous, Inc. | 19400 | &nbsp;&nbsp; 69643 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Matching Service <br> Japan Co. Ltd.<br>| 29900 | &nbsp;&nbsp; 190360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matsuda Sangyo Co. <br> Ltd.<br>| 63362 | &nbsp;&nbsp; 1508926 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Matsui Construction <br> Co. Ltd.<br>| 75900 | &nbsp;&nbsp; 638122 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Matsui Securities Co. <br> Ltd.<br>| 320600 | &nbsp;&nbsp; 1567050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MatsukiyoCocokara & <br> Co.<br>| 671155 | &nbsp;&nbsp; 13781952 |
|  | Matsuoka Corp. | 10400 | &nbsp;&nbsp; 125557 |
| # | Matsuya Co. Ltd. | 49200 | &nbsp;&nbsp; 363782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matsuyafoods <br> Holdings Co. Ltd.<br>| 18200 | &nbsp;&nbsp; 757558 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Max Co. Ltd. | 82700 | &nbsp;&nbsp; $2770649 |
|  | Maxell Ltd. | 247542 | &nbsp;&nbsp; 3289680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maxvalu Tokai Co. <br> Ltd.<br>| 29700 | &nbsp;&nbsp; 623939 |
|  | Mazda Motor Corp. | 1614341 | &nbsp;&nbsp; 9680395 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; McDonald's Holdings <br> Co. Japan Ltd.<br>| 112700 | &nbsp;&nbsp; 4500477 |
|  | MCJ Co. Ltd. | 369300 | &nbsp;&nbsp; 3433297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mebuki Financial <br> Group, Inc.<br>| 3021591 | &nbsp;&nbsp; 16383247 |
|  | MEC Co. Ltd. | 49700 | &nbsp;&nbsp; 919969 |
|  | Media Do Co. Ltd. | 20017 | &nbsp;&nbsp; 232040 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Medical System <br> Network Co. Ltd.<br>| 87200 | &nbsp;&nbsp; 283193 |
|  | Medikit Co. Ltd. | 1200 | &nbsp;&nbsp; 20352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medipal Holdings <br> Corp.<br>| 478700 | &nbsp;&nbsp; 7926113 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Medius Holdings Co. <br> Ltd.<br>| 14000 | &nbsp;&nbsp; 79684 |
| #\* | Medley, Inc. | 28900 | &nbsp;&nbsp; 591222 |
|  | MedPeer, Inc. | 16100 | &nbsp;&nbsp; 74182 |
|  | Megachips Corp. | 2700 | &nbsp;&nbsp; 97464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Megmilk Snow Brand <br> Co. Ltd.<br>| 169100 | &nbsp;&nbsp; 3195689 |
|  | Meidensha Corp. | 165300 | &nbsp;&nbsp; 6225449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meiho Facility Works <br> Ltd.<br>| 18000 | &nbsp;&nbsp; 123120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meiji Electric <br> Industries Co. Ltd.<br>| 24300 | &nbsp;&nbsp; 312725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MEIJI Holdings Co. <br> Ltd.<br>| 298740 | &nbsp;&nbsp; 6040815 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Meiji Shipping Group <br> Co. Ltd.<br>| 65900 | &nbsp;&nbsp; 306570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meiko Electronics Co. <br> Ltd.<br>| 126300 | &nbsp;&nbsp; 6189148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meisei Industrial Co. <br> Ltd.<br>| 139200 | &nbsp;&nbsp; 1441712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MEITEC Group <br> Holdings, Inc.<br>| 334900 | &nbsp;&nbsp; 7005305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meito Sangyo Co. <br> Ltd.<br>| 39000 | &nbsp;&nbsp; 547727 |
| # | Meiwa Corp. | 106000 | &nbsp;&nbsp; 532933 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Meiwa Estate Co. <br> Ltd.<br>| 36400 | &nbsp;&nbsp; 250843 |
| # | Menicon Co. Ltd. | 216299 | &nbsp;&nbsp; 1673032 |
| \* | Mercari, Inc. | 292900 | &nbsp;&nbsp; 4468740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercuria Holdings Co. <br> Ltd.<br>| 15400 | &nbsp;&nbsp; 81733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; METAWATER Co. <br> Ltd.<br>| 60400 | &nbsp;&nbsp; 1097994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Micronics Japan Co. <br> Ltd.<br>| 97900 | &nbsp;&nbsp; 3566796 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Midac Holdings Co. <br> Ltd.<br>| 35400 | &nbsp;&nbsp; 506455 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mie Kotsu Group <br> Holdings, Inc.<br>| 214961 | &nbsp;&nbsp; 717750 |
| # | Migalo Holdings, Inc. | 32800 | &nbsp;&nbsp; 209240 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Mikuni Corp. | 70678 | &nbsp;&nbsp; $140872 |
|  | Milbon Co. Ltd. | 46272 | &nbsp;&nbsp; 780336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MIMAKI <br> ENGINEERING Co. <br> Ltd.<br>| 87300 | &nbsp;&nbsp; 1258943 |
|  | Minebea Mitsumi, Inc. | 746725 | &nbsp;&nbsp; 11752235 |
| # | Ministop Co. Ltd. | 47400 | &nbsp;&nbsp; 631265 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mirai Industry Co. <br> Ltd.<br>| 10100 | &nbsp;&nbsp; 253882 |
|  | Miraial Co. Ltd. | 28600 | &nbsp;&nbsp; 206600 |
|  | Mirait One Corp. | 359210 | &nbsp;&nbsp; 6427283 |
| # | Mirarth Holdings, Inc. | 262000 | &nbsp;&nbsp; 670308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miroku Jyoho Service <br> Co. Ltd.<br>| 66300 | &nbsp;&nbsp; 827187 |
|  | MISUMI Group, Inc. | 357500 | &nbsp;&nbsp; 5148011 |
|  | Mitani Corp. | 141600 | &nbsp;&nbsp; 2074433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitani Sekisan Co. <br> Ltd.<br>| 10800 | &nbsp;&nbsp; 617814 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mito Securities Co. <br> Ltd.<br>| 286700 | &nbsp;&nbsp; 989936 |
|  | Mitsuba Corp. | 125900 | &nbsp;&nbsp; 713162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Chemical <br> Group Corp.<br>| 4587760 | &nbsp;&nbsp; 24988482 |
|  | Mitsubishi Corp. | 1678800 | &nbsp;&nbsp; 33111603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Electric <br> Corp.<br>| 771600 | &nbsp;&nbsp; 17355009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Estate Co. <br> Ltd.<br>| 594720 | &nbsp;&nbsp; 11134594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Gas <br> Chemical Co., Inc.<br>| 519700 | &nbsp;&nbsp; 8977889 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi HC Capital, <br> Inc.<br>| 3511270 | &nbsp;&nbsp; 25954005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Heavy <br> Industries Ltd.<br>| 853000 | &nbsp;&nbsp; 20366567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Kakoki <br> Kaisha Ltd.<br>| 89100 | &nbsp;&nbsp; 1312571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Logisnext <br> Co. Ltd.<br>| 194000 | &nbsp;&nbsp; 2495640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Logistics <br> Corp.<br>| 665495 | &nbsp;&nbsp; 5688911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Materials <br> Corp.<br>| 385920 | &nbsp;&nbsp; 5894404 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Motors <br> Corp.<br>| 1919299 | &nbsp;&nbsp; 5043299 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Paper Mills <br> Ltd.<br>| 80200 | &nbsp;&nbsp; 354470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Pencil Co. <br> Ltd.<br>| 72500 | &nbsp;&nbsp; 993957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Research <br> Institute, Inc.<br>| 37100 | &nbsp;&nbsp; 1161608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Steel <br> Manufacturing Co. <br> Ltd.<br>| 39200 | &nbsp;&nbsp; 431303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ <br> Financial Group, <br> Inc. (8306 JP)<br>| 6195400 | &nbsp;&nbsp; 85389765 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ <br> Financial Group, <br> Inc. (MUFG US), <br> Sponsored ADR<br>| 563089 | &nbsp;&nbsp; $7826937 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsuboshi Belting <br> Ltd.<br>| 95200 | &nbsp;&nbsp; 2267693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui & Co. Ltd. <br> (8031 JP)<br>| 1170590 | &nbsp;&nbsp; 23829278 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui & Co. Ltd. <br> (MITSY US), <br> Sponsored ADR<br>| 18547 | &nbsp;&nbsp; 7675676 |
| # | Mitsui Chemicals, Inc. | 362689 | &nbsp;&nbsp; 8096363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui DM Sugar Co. <br> Ltd.<br>| 83900 | &nbsp;&nbsp; 1719086 |
|  | Mitsui E&S Co. Ltd. | 386519 | &nbsp;&nbsp; 8052900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui Fudosan Co. <br> Ltd.<br>| 1418500 | &nbsp;&nbsp; 12678978 |
| # | Mitsui High-Tec, Inc. | 378000 | &nbsp;&nbsp; 1899155 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui Matsushima <br> Holdings Co. Ltd.<br>| 49700 | &nbsp;&nbsp; 1906844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui Mining & <br> Smelting Co. Ltd.<br>| 237400 | &nbsp;&nbsp; 10040990 |
| # | Mitsui OSK Lines Ltd. | 562700 | &nbsp;&nbsp; 18913635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui-Soko Holdings <br> Co. Ltd.<br>| 362400 | &nbsp;&nbsp; 9416656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsuuroko Group <br> Holdings Co. Ltd.<br>| 128700 | &nbsp;&nbsp; 1820403 |
|  | Miura Co. Ltd. | 69300 | &nbsp;&nbsp; 1381796 |
|  | MIXI, Inc. | 164100 | &nbsp;&nbsp; 3755386 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Miyaji Engineering <br> Group, Inc.<br>| 108000 | &nbsp;&nbsp; 1402417 |
| # | Miyazaki Bank Ltd. | 101900 | &nbsp;&nbsp; 2696295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miyoshi Oil & Fat Co. <br> Ltd.<br>| 31045 | &nbsp;&nbsp; 397540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mizuho Financial <br> Group, Inc. (8411 <br> JP)<br>| 1707696 | &nbsp;&nbsp; 50089556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mizuho Leasing Co. <br> Ltd.<br>| 803600 | &nbsp;&nbsp; 6172501 |
|  | Mizuho Medy Co. Ltd. | 27300 | &nbsp;&nbsp; 256581 |
|  | Mizuno Corp. | 276963 | &nbsp;&nbsp; 5045193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mochida <br> Pharmaceutical Co. <br> Ltd.<br>| 54098 | &nbsp;&nbsp; 1104899 |
|  | Monogatari Corp. | 126000 | &nbsp;&nbsp; 3270305 |
|  | MonotaRO Co. Ltd. | 364300 | &nbsp;&nbsp; 6487059 |
| # | MORESCO Corp. | 5000 | &nbsp;&nbsp; 42906 |
|  | Mori-Gumi Co. Ltd. | 28200 | &nbsp;&nbsp; 58308 |
|  | Morinaga & Co. Ltd. | 314800 | &nbsp;&nbsp; 5025127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Morinaga Milk Industry <br> Co. Ltd.<br>| 358800 | &nbsp;&nbsp; 7802879 |
|  | Moriroku Co. Ltd. | 23362 | &nbsp;&nbsp; 374593 |
|  | Morita Holdings Corp. | 149900 | &nbsp;&nbsp; 2277559 |
|  | Morito Co. Ltd. | 74100 | &nbsp;&nbsp; 755679 |
| # | Morozoff Ltd. | 58194 | &nbsp;&nbsp; 590294 |
|  | Mory Industries, Inc. | 120500 | &nbsp;&nbsp; 718809 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MOS Food Services, <br> Inc.<br>| 20500 | &nbsp;&nbsp; $519412 |
| # | MrMax Holdings Ltd. | 121200 | &nbsp;&nbsp; 686929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MS&AD Insurance <br> Group Holdings, <br> Inc.<br>| 1195522 | &nbsp;&nbsp; 25543599 |
| # | MTI Ltd. | 7200 | &nbsp;&nbsp; 44194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mugen Estate Co. <br> Ltd.<br>| 57251 | &nbsp;&nbsp; 741705 |
|  | m-up Holdings, Inc. | 111700 | &nbsp;&nbsp; 1556733 |
|  | Murakami Corp. | 2100 | &nbsp;&nbsp; 91280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Murata Manufacturing <br> Co. Ltd.<br>| 652560 | &nbsp;&nbsp; 9712754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Musashi Seimitsu <br> Industry Co. Ltd.<br>| 227200 | &nbsp;&nbsp; 4891468 |
|  | Musashino Bank Ltd. | 143301 | &nbsp;&nbsp; 3533601 |
|  | Muto Seiko Co. | 5000 | &nbsp;&nbsp; 53610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mutoh Holdings Co. <br> Ltd.<br>| 7100 | &nbsp;&nbsp; 124798 |
|  | Nabtesco Corp. | 201500 | &nbsp;&nbsp; 3706887 |
| # | NAC Co. Ltd. | 78800 | &nbsp;&nbsp; 292820 |
|  | Nachi-Fujikoshi Corp. | 66564 | &nbsp;&nbsp; 1423773 |
|  | Nadex Co. Ltd. | 2100 | &nbsp;&nbsp; 13085 |
| # | Nafco Co. Ltd. | 36700 | &nbsp;&nbsp; 455355 |
| # | Nagano Keiki Co. Ltd. | 61000 | &nbsp;&nbsp; 843241 |
|  | Nagase & Co. Ltd. | 454400 | &nbsp;&nbsp; 8955164 |
|  | Nagase Brothers, Inc. | 21400 | &nbsp;&nbsp; 272512 |
|  | Nagawa Co. Ltd. | 5800 | &nbsp;&nbsp; 248216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nagoya Railroad Co. <br> Ltd.<br>| 344099 | &nbsp;&nbsp; 3752515 |
| # | Nakabayashi Co. Ltd. | 135300 | &nbsp;&nbsp; 464075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nakamoto Packs Co. <br> Ltd.<br>| 18300 | &nbsp;&nbsp; 241506 |
| # | Nakamuraya Co. Ltd. | 15500 | &nbsp;&nbsp; 319148 |
|  | Nakanishi, Inc. | 158600 | &nbsp;&nbsp; 2041553 |
|  | Nakano Corp. | 8100 | &nbsp;&nbsp; 41186 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nakayama Steel <br> Works Ltd.<br>| 120500 | &nbsp;&nbsp; 509854 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Namura Shipbuilding <br> Co. Ltd.<br>| 162548 | &nbsp;&nbsp; 3318794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nankai Electric <br> Railway Co. Ltd.<br>| 189200 | &nbsp;&nbsp; 3039067 |
|  | Nanto Bank Ltd. | 151101 | &nbsp;&nbsp; 4531737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Narasaki Sangyo Co. <br> Ltd.<br>| 13400 | &nbsp;&nbsp; 320044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nasu Denki Tekko Co. <br> Ltd.<br>| 1000 | &nbsp;&nbsp; 89270 |
|  | Natori Co. Ltd. | 28300 | &nbsp;&nbsp; 377175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NCD Co. <br> Ltd./Shinagawa<br>| 8600 | &nbsp;&nbsp; 168313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NEC Capital Solutions <br> Ltd.<br>| 53100 | &nbsp;&nbsp; 1349750 |
|  | NEC Corp. | 799400 | &nbsp;&nbsp; 22955469 |
|  | NEOJAPAN, Inc. | 3100 | &nbsp;&nbsp; 35987 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Net Protections <br> Holdings, Inc.<br>| 9200 | &nbsp;&nbsp; 44761 |
|  | Neturen Co. Ltd. | 143000 | &nbsp;&nbsp; 1128494 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; New Art Holdings Co. <br> Ltd.<br>| 20459 | &nbsp;&nbsp; $188561 |
|  | Nexon Co. Ltd. | 180200 | &nbsp;&nbsp; 3297307 |
| # | Nextage Co. Ltd. | 159500 | &nbsp;&nbsp; 1979837 |
| #\* | NexTone, Inc. | 13000 | &nbsp;&nbsp; 157991 |
| # | NF Holdings Corp. | 3700 | &nbsp;&nbsp; 33193 |
|  | NGK Insulators Ltd. | 672688 | &nbsp;&nbsp; 8516388 |
|  | NH Foods Ltd. | 266699 | &nbsp;&nbsp; 8960116 |
|  | NHK Spring Co. Ltd. | 824637 | &nbsp;&nbsp; 9285124 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nicca Chemical Co. <br> Ltd.<br>| 43101 | &nbsp;&nbsp; 360951 |
|  | Nice Corp. | 27761 | &nbsp;&nbsp; 338559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nichia Steel Works <br> Ltd.<br>| 133401 | &nbsp;&nbsp; 282615 |
|  | Nichias Corp. | 321500 | &nbsp;&nbsp; 12300725 |
| # | Nichiban Co. Ltd. | 47100 | &nbsp;&nbsp; 627961 |
|  | Nichicon Corp. | 234700 | &nbsp;&nbsp; 2010109 |
|  | Nichiden Corp. | 52600 | &nbsp;&nbsp; 993706 |
|  | Nichiha Corp. | 105500 | &nbsp;&nbsp; 2197169 |
|  | Nichimo Co. Ltd. | 16259 | &nbsp;&nbsp; 252567 |
|  | Nichirei Corp. | 778398 | &nbsp;&nbsp; 9368064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nichireki Group Co. <br> Ltd.<br>| 108000 | &nbsp;&nbsp; 2115178 |
|  | Nichirin Co. Ltd. | 55030 | &nbsp;&nbsp; 1293216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NIDEC Corp. (6594 <br> JP)<br>| 598487 | &nbsp;&nbsp; 11482734 |
|  | Nifco, Inc. | 297300 | &nbsp;&nbsp; 7254121 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Chouzai Co. <br> Ltd.<br>| 56527 | &nbsp;&nbsp; 1313125 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Dempa Kogyo <br> Co. Ltd.<br>| 67600 | &nbsp;&nbsp; 374371 |
|  | Nihon Dengi Co. Ltd. | 14400 | &nbsp;&nbsp; 475279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Denkei Co. <br> Ltd.<br>| 30300 | &nbsp;&nbsp; 429503 |
|  | Nihon Flush Co. Ltd. | 70700 | &nbsp;&nbsp; 374430 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nihon House Holdings <br> Co. Ltd.<br>| 107477 | &nbsp;&nbsp; 219648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Kagaku Sangyo <br> Co. Ltd.<br>| 54300 | &nbsp;&nbsp; 812137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon M&A Center <br> Holdings, Inc.<br>| 998399 | &nbsp;&nbsp; 4991214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Nohyaku Co. <br> Ltd.<br>| 191500 | &nbsp;&nbsp; 1125269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Parkerizing Co. <br> Ltd.<br>| 271300 | &nbsp;&nbsp; 2474828 |
|  | Nihon Plast Co. Ltd. | 46171 | &nbsp;&nbsp; 117235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Tokushu Toryo <br> Co. Ltd.<br>| 76300 | &nbsp;&nbsp; 1032672 |
| # | Nihon Trim Co. Ltd. | 10500 | &nbsp;&nbsp; 316263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Yamamura <br> Glass Co. Ltd.<br>| 14500 | &nbsp;&nbsp; 256686 |
|  | Niitaka Co. Ltd. | 9400 | &nbsp;&nbsp; 127577 |
|  | Nikkiso Co. Ltd. | 192700 | &nbsp;&nbsp; 1723139 |
|  | Nikko Co. Ltd. | 113400 | &nbsp;&nbsp; 567927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nikkon Holdings Co. <br> Ltd.<br>| 483800 | &nbsp;&nbsp; 10896967 |
| # | Nikon Corp. | 621700 | &nbsp;&nbsp; 6037760 |
|  | Nintendo Co. Ltd. | 151711 | &nbsp;&nbsp; 12679836 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Nippi, Inc. | 8500 | &nbsp;&nbsp; $607050 |
|  | Nippn Corp. | 250900 | &nbsp;&nbsp; 3618024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Air <br> Conditioning <br> Services Co. Ltd.<br>| 91700 | &nbsp;&nbsp; 713023 |
|  | Nippon Aqua Co. Ltd. | 49400 | &nbsp;&nbsp; 264948 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Avionics Co. <br> Ltd.<br>| 26000 | &nbsp;&nbsp; 757309 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Beet Sugar <br> Manufacturing Co. <br> Ltd.<br>| 51541 | &nbsp;&nbsp; 821756 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Carbide <br> Industries Co., Inc.<br>| 29300 | &nbsp;&nbsp; 367979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Carbon Co. <br> Ltd.<br>| 29600 | &nbsp;&nbsp; 809097 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Chemical <br> Industrial Co. Ltd.<br>| 28600 | &nbsp;&nbsp; 401586 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Chemi-Con <br> Corp.<br>| 59800 | &nbsp;&nbsp; 493490 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Coke & <br> Engineering Co. <br> Ltd.<br>| 659355 | &nbsp;&nbsp; 408535 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Concept <br> Corp.<br>| 32900 | &nbsp;&nbsp; 664681 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Concrete <br> Industries Co. Ltd.<br>| 172401 | &nbsp;&nbsp; 345715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Denko Co. <br> Ltd.<br>| 448350 | &nbsp;&nbsp; 836163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Densetsu <br> Kogyo Co. Ltd.<br>| 163600 | &nbsp;&nbsp; 3106325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Dry-Chemical <br> Co. Ltd.<br>| 6200 | &nbsp;&nbsp; 210040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Electric Glass <br> Co. Ltd.<br>| 325401 | &nbsp;&nbsp; 8709792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Express <br> Holdings, Inc.<br>| 825228 | &nbsp;&nbsp; 18127737 |
| # | Nippon Felt Co. Ltd. | 15100 | &nbsp;&nbsp; 51412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Fine Chemical <br> Co. Ltd.<br>| 43300 | &nbsp;&nbsp; 781596 |
|  | Nippon Gas Co. Ltd. | 544500 | &nbsp;&nbsp; 9905290 |
|  | Nippon Hume Corp. | 100600 | &nbsp;&nbsp; 1742537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Kayaku Co. <br> Ltd.<br>| 473900 | &nbsp;&nbsp; 4425254 |
|  | Nippon Kodoshi Corp. | 33500 | &nbsp;&nbsp; 419376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Light Metal <br> Holdings Co. Ltd.<br>| 190428 | &nbsp;&nbsp; 2209715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Paint Holdings <br> Co. Ltd.<br>| 905100 | &nbsp;&nbsp; 7673019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Paper <br> Industries Co. Ltd.<br>| 301196 | &nbsp;&nbsp; 2215979 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Parking <br> Development Co. <br> Ltd.<br>| 932000 | &nbsp;&nbsp; 1635013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Rietec Co. <br> Ltd.<br>| 17500 | &nbsp;&nbsp; 229356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Sanso <br> Holdings Corp.<br>| 348000 | &nbsp;&nbsp; 12316948 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Nippon Seiki Co. Ltd. | 250400 | &nbsp;&nbsp; $2565550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Seisen Co. <br> Ltd.<br>| 41500 | &nbsp;&nbsp; 299851 |
|  | Nippon Sharyo Ltd. | 27699 | &nbsp;&nbsp; 440472 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Sheet Glass <br> Co. Ltd.<br>| 377660 | &nbsp;&nbsp; 1250657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Shinyaku Co. <br> Ltd.<br>| 162094 | &nbsp;&nbsp; 3490053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Shokubai Co. <br> Ltd.<br>| 348700 | &nbsp;&nbsp; 3964359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Signal Co. <br> Ltd.<br>| 253050 | &nbsp;&nbsp; 1876772 |
|  | Nippon Soda Co. Ltd. | 216600 | &nbsp;&nbsp; 4910594 |
| # | Nippon Steel Corp. | 1059379 | &nbsp;&nbsp; 20401526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Television <br> Holdings, Inc.<br>| 34900 | &nbsp;&nbsp; 754817 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Thompson Co. <br> Ltd.<br>| 323800 | &nbsp;&nbsp; 1289164 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Yakin Kogyo <br> Co. Ltd.<br>| 59660 | &nbsp;&nbsp; 1648674 |
|  | Nippon Yusen KK | 721690 | &nbsp;&nbsp; 25309503 |
|  | Nipro Corp. | 662201 | &nbsp;&nbsp; 6097367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishikawa Rubber Co. <br> Ltd.<br>| 6800 | &nbsp;&nbsp; 128562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishimatsu <br> Construction Co. <br> Ltd.<br>| 150000 | &nbsp;&nbsp; 4988209 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nishimatsuya Chain <br> Co. Ltd.<br>| 134100 | &nbsp;&nbsp; 1975549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishi-Nippon Financial <br> Holdings, Inc.<br>| 635014 | &nbsp;&nbsp; 10030466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishi-Nippon Railroad <br> Co. Ltd.<br>| 109500 | &nbsp;&nbsp; 1557642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishio Holdings Co. <br> Ltd.<br>| 95200 | &nbsp;&nbsp; 2657147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nissan Chemical <br> Corp.<br>| 304230 | &nbsp;&nbsp; 9917518 |
| #\* | Nissan Motor Co. Ltd. | 2299413 | &nbsp;&nbsp; 4875444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nissan Shatai Co. <br> Ltd.<br>| 216400 | &nbsp;&nbsp; 1493040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nissan Tokyo Sales <br> Holdings Co. Ltd.<br>| 123500 | &nbsp;&nbsp; 406313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nissei ASB Machine <br> Co. Ltd.<br>| 27200 | &nbsp;&nbsp; 1173633 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nissei Plastic <br> Industrial Co. Ltd.<br>| 45368 | &nbsp;&nbsp; 267907 |
|  | Nissha Co. Ltd. | 130883 | &nbsp;&nbsp; 1162168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nisshin Group <br> Holdings Co. Ltd.<br>| 129400 | &nbsp;&nbsp; 450239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nisshin Oillio Group <br> Ltd.<br>| 136600 | &nbsp;&nbsp; 4644597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nisshin Seifun Group, <br> Inc.<br>| 442745 | &nbsp;&nbsp; 5132219 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nisshinbo Holdings, <br> Inc.<br>| 512341 | &nbsp;&nbsp; 3255430 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nissin Foods Holdings <br> Co. Ltd.<br>| 101625 | &nbsp;&nbsp; 1927635 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nisso Holdings Co. <br> Ltd.<br>| 55700 | &nbsp;&nbsp; $244536 |
|  | Nissui Corp. | 1451900 | &nbsp;&nbsp; 8476578 |
|  | Niterra Co. Ltd. | 505400 | &nbsp;&nbsp; 17423002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nitori Holdings Co. <br> Ltd.<br>| 62600 | &nbsp;&nbsp; 5301390 |
|  | Nitta Corp. | 75200 | &nbsp;&nbsp; 2055011 |
|  | Nitta Gelatin, Inc. | 56263 | &nbsp;&nbsp; 341758 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nittetsu Mining Co. <br> Ltd.<br>| 64402 | &nbsp;&nbsp; 3163569 |
|  | Nitto Denko Corp. | 1604600 | &nbsp;&nbsp; 33205431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nitto Fuji Flour Milling <br> Co. Ltd.<br>| 3600 | &nbsp;&nbsp; 174659 |
|  | Nitto Kogyo Corp. | 118100 | &nbsp;&nbsp; 2609609 |
|  | Nitto Kohki Co. Ltd. | 46100 | &nbsp;&nbsp; 588122 |
|  | Nitto Seiko Co. Ltd. | 120405 | &nbsp;&nbsp; 500472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nittoc Construction <br> Co. Ltd.<br>| 84949 | &nbsp;&nbsp; 668351 |
| # | Nittoku Co. Ltd. | 29600 | &nbsp;&nbsp; 400752 |
|  | NJS Co. Ltd. | 2200 | &nbsp;&nbsp; 83959 |
|  | Noda Corp. | 21952 | &nbsp;&nbsp; 97667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Noevir Holdings Co. <br> Ltd.<br>| 39900 | &nbsp;&nbsp; 1216488 |
|  | NOF Corp. | 415700 | &nbsp;&nbsp; 8274472 |
|  | Nohmi Bosai Ltd. | 51400 | &nbsp;&nbsp; 1334574 |
|  | Nojima Corp. | 392000 | &nbsp;&nbsp; 8961153 |
|  | NOK Corp. | 343200 | &nbsp;&nbsp; 5207418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Holdings, Inc. <br> (8604 JP)<br>| 2202698 | &nbsp;&nbsp; 14551674 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Holdings, Inc. <br> (NMR US), <br> Sponsored ADR<br>| 122223 | &nbsp;&nbsp; 812783 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Micro <br> Science Co. Ltd.<br>| 13600 | &nbsp;&nbsp; 245300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Real Estate <br> Holdings, Inc.<br>| 1623100 | &nbsp;&nbsp; 8994593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Research <br> Institute Ltd.<br>| 328585 | &nbsp;&nbsp; 13002245 |
|  | Noritake Co. Ltd. | 96000 | &nbsp;&nbsp; 2731413 |
|  | Noritsu Koki Co. Ltd. | 289800 | &nbsp;&nbsp; 3030057 |
| # | Noritz Corp. | 146500 | &nbsp;&nbsp; 1858829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North Pacific Bank <br> Ltd.<br>| 1264600 | &nbsp;&nbsp; 5441352 |
|  | Nozawa Corp. | 3100 | &nbsp;&nbsp; 20437 |
| # | NPC, Inc. | 27000 | &nbsp;&nbsp; 112020 |
|  | NPR-RIKEN Corp. | 115180 | &nbsp;&nbsp; 1937743 |
| # | NS Solutions Corp. | 138200 | &nbsp;&nbsp; 3241397 |
| # | NS Tool Co. Ltd. | 49000 | &nbsp;&nbsp; 251797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NS United Kaiun <br> Kaisha Ltd.<br>| 60800 | &nbsp;&nbsp; 1687322 |
|  | NSD Co. Ltd. | 206978 | &nbsp;&nbsp; 4950520 |
|  | NSK Ltd. | 1162446 | &nbsp;&nbsp; 5562936 |
|  | NSW, Inc. | 34700 | &nbsp;&nbsp; 594521 |
| # | NTN Corp. | 1393500 | &nbsp;&nbsp; 2377515 |
|  | NTT, Inc. | 14775000 | &nbsp;&nbsp; 14920702 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nxera Pharma Co. <br> Ltd.<br>| 109500 | &nbsp;&nbsp; 659753 |
| # | Oat Agrio Co. Ltd. | 27500 | &nbsp;&nbsp; 438286 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Obara Group, Inc. | 31300 | &nbsp;&nbsp; $801216 |
|  | Obayashi Corp. | 884000 | &nbsp;&nbsp; 13017127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OBIC Business <br> Consultants Co. <br> Ltd.<br>| 15400 | &nbsp;&nbsp; 888194 |
|  | Obic Co. Ltd. | 194900 | &nbsp;&nbsp; 6938941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Odakyu Electric <br> Railway Co. Ltd.<br>| 445599 | &nbsp;&nbsp; 4802146 |
| # | Oenon Holdings, Inc. | 183600 | &nbsp;&nbsp; 715148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ogaki Kyoritsu Bank <br> Ltd.<br>| 207846 | &nbsp;&nbsp; 3914527 |
| # | Ohara, Inc. | 25600 | &nbsp;&nbsp; 199190 |
| # | Ohashi Technica, Inc. | 47100 | &nbsp;&nbsp; 670156 |
| # | Ohba Co. Ltd. | 19400 | &nbsp;&nbsp; 133626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ohsho Food Service <br> Corp.<br>| 84100 | &nbsp;&nbsp; 2080713 |
|  | OIE Sangyo Co. Ltd. | 11800 | &nbsp;&nbsp; 167935 |
|  | Oiles Corp. | 82201 | &nbsp;&nbsp; 1168663 |
|  | Oita Bank Ltd. | 62100 | &nbsp;&nbsp; 1944390 |
|  | Oji Holdings Corp. | 2263100 | &nbsp;&nbsp; 11030027 |
|  | Okabe Co. Ltd. | 147900 | &nbsp;&nbsp; 852886 |
|  | Okada Aiyon Corp. | 21000 | &nbsp;&nbsp; 267276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okamoto Industries, <br> Inc.<br>| 33400 | &nbsp;&nbsp; 1131123 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Okamoto Machine <br> Tool Works Ltd.<br>| 21561 | &nbsp;&nbsp; 700310 |
|  | Okamura Corp. | 260400 | &nbsp;&nbsp; 4104536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okasan Securities <br> Group, Inc.<br>| 604178 | &nbsp;&nbsp; 2613832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oki Electric Industry <br> Co. Ltd.<br>| 365878 | &nbsp;&nbsp; 3807149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okinawa Cellular <br> Telephone Co.<br>| 81700 | &nbsp;&nbsp; 2773889 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Okinawa Electric <br> Power Co., Inc.<br>| 83458 | &nbsp;&nbsp; 532946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okinawa Financial <br> Group, Inc.<br>| 84432 | &nbsp;&nbsp; 1912569 |
|  | OKUMA Corp. | 229600 | &nbsp;&nbsp; 6246558 |
|  | Okumura Corp. | 130400 | &nbsp;&nbsp; 3851781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okura Industrial Co. <br> Ltd.<br>| 37051 | &nbsp;&nbsp; 1070287 |
| # | Okuwa Co. Ltd. | 86873 | &nbsp;&nbsp; 536675 |
|  | Olympus Corp. | 1482800 | &nbsp;&nbsp; 17715081 |
|  | Omron Corp. | 425100 | &nbsp;&nbsp; 10956848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ono Pharmaceutical <br> Co. Ltd.<br>| 896959 | &nbsp;&nbsp; 10030486 |
| # | Onoken Co. Ltd. | 123300 | &nbsp;&nbsp; 1177272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Onward Holdings Co. <br> Ltd.<br>| 278296 | &nbsp;&nbsp; 1132483 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ootoya Holdings Co. <br> Ltd.<br>| 8300 | &nbsp;&nbsp; 291796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Open House Group <br> Co. Ltd.<br>| 298598 | &nbsp;&nbsp; 13204128 |
|  | Open Up Group, Inc. | 107400 | &nbsp;&nbsp; 1316096 |
|  | Optex Group Co. Ltd. | 84460 | &nbsp;&nbsp; 952456 |
| #\* | Optim Corp. | 20800 | &nbsp;&nbsp; 72709 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Optimus Group Co. <br> Ltd.<br>| 16300 | &nbsp;&nbsp; 39370 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Optorun Co. Ltd. | 59500 | &nbsp;&nbsp; $641334 |
|  | Oracle Corp. Japan | 52973 | &nbsp;&nbsp; 5728734 |
|  | Organo Corp. | 97500 | &nbsp;&nbsp; 6007508 |
| # | Orient Corp. | 185544 | &nbsp;&nbsp; 1227391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Land Co. <br> Ltd.<br>| 359100 | &nbsp;&nbsp; 7394056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Shiraishi <br> Corp.<br>| 571300 | &nbsp;&nbsp; 1461801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ORIX Corp. (8591 <br> JP)<br>| 1170800 | &nbsp;&nbsp; 26299730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ORIX Corp. (IX US), <br> Sponsored ADR<br>| 25055 | &nbsp;&nbsp; 564990 |
| # | Oro Co. Ltd. | 23300 | &nbsp;&nbsp; 487745 |
|  | Osaka Gas Co. Ltd. | 346400 | &nbsp;&nbsp; 8764381 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Osaka Organic <br> Chemical Industry <br> Ltd.<br>| 70000 | &nbsp;&nbsp; 1351821 |
| # | Osaka Steel Co. Ltd. | 14000 | &nbsp;&nbsp; 236968 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; OSAKA Titanium <br> Technologies Co. <br> Ltd.<br>| 94500 | &nbsp;&nbsp; 1033164 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Osaki Electric Co. <br> Ltd.<br>| 191300 | &nbsp;&nbsp; 1327035 |
|  | OSG Corp. | 222400 | &nbsp;&nbsp; 2877707 |
|  | Otsuka Corp. | 258800 | &nbsp;&nbsp; 4903525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Otsuka Holdings Co. <br> Ltd.<br>| 170800 | &nbsp;&nbsp; 8131737 |
|  | OUG Holdings, Inc. | 3900 | &nbsp;&nbsp; 102636 |
|  | Oyo Corp. | 96600 | &nbsp;&nbsp; 2004560 |
| # | Ozu Corp. | 7200 | &nbsp;&nbsp; 78499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Industrial Co. <br> Ltd.<br>| 158500 | &nbsp;&nbsp; 2162341 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Metals Co. <br> Ltd.<br>| 54658 | &nbsp;&nbsp; 670597 |
| # | Pack Corp. | 149600 | &nbsp;&nbsp; 1124292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PAL GROUP Holdings <br> Co. Ltd.<br>| 210600 | &nbsp;&nbsp; 6890810 |
|  | PALTAC Corp. | 93158 | &nbsp;&nbsp; 2665902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan Pacific <br> International <br> Holdings Corp.<br>| 407500 | &nbsp;&nbsp; 13633418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Panasonic Holdings <br> Corp.<br>| 2188742 | &nbsp;&nbsp; 20704007 |
|  | Paraca, Inc. | 21222 | &nbsp;&nbsp; 266615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Bed <br> Holdings Co. Ltd.<br>| 132800 | &nbsp;&nbsp; 2178931 |
|  | Park24 Co. Ltd. | 370301 | &nbsp;&nbsp; 4676308 |
|  | Parker Corp. | 6000 | &nbsp;&nbsp; 39107 |
|  | Pasona Group, Inc. | 101600 | &nbsp;&nbsp; 1391611 |
| # | Pegasus Co. Ltd. | 115156 | &nbsp;&nbsp; 437613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Penta-Ocean <br> Construction Co. <br> Ltd.<br>| 1444700 | &nbsp;&nbsp; 9349212 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; People Dreams & <br> Technologies Group <br> Co. Ltd.<br>| 17800 | &nbsp;&nbsp; 212585 |
| \* | PeptiDream, Inc. | 266700 | &nbsp;&nbsp; 2955423 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Persol Holdings Co. <br> Ltd.<br>| 5812601 | &nbsp;&nbsp; $11110485 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pharma Foods <br> International Co. <br> Ltd.<br>| 55400 | &nbsp;&nbsp; 323856 |
|  | PHC Holdings Corp. | 76500 | &nbsp;&nbsp; 468827 |
| #\* | PIA Corp. | 14000 | &nbsp;&nbsp; 276273 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pickles Holdings Co. <br> Ltd.<br>| 40682 | &nbsp;&nbsp; 266623 |
|  | Pigeon Corp. | 192100 | &nbsp;&nbsp; 2123627 |
|  | PILLAR Corp. | 97200 | &nbsp;&nbsp; 2489555 |
|  | Pilot Corp. | 85300 | &nbsp;&nbsp; 2483437 |
|  | Piolax, Inc. | 121300 | &nbsp;&nbsp; 1405987 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Plus Alpha Consulting <br> Co. Ltd.<br>| 72100 | &nbsp;&nbsp; 1084487 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pole To Win Holdings, <br> Inc.<br>| 45300 | &nbsp;&nbsp; 108533 |
| # | Port, Inc. | 28400 | &nbsp;&nbsp; 356626 |
|  | PR Times Corp. | 18226 | &nbsp;&nbsp; 346915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premium Group Co. <br> Ltd.<br>| 150000 | &nbsp;&nbsp; 2257505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premium Water <br> Holdings, Inc.<br>| 6100 | &nbsp;&nbsp; 132474 |
|  | Press Kogyo Co. Ltd. | 397300 | &nbsp;&nbsp; 1571211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prestige International, <br> Inc.<br>| 278500 | &nbsp;&nbsp; 1211659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prima Meat Packers <br> Ltd.<br>| 124499 | &nbsp;&nbsp; 1965544 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Procrea Holdings, <br> Inc.<br>| 104727 | &nbsp;&nbsp; 1060973 |
| # | Pronexus, Inc. | 40700 | &nbsp;&nbsp; 305578 |
| # | Pro-Ship, Inc. | 29800 | &nbsp;&nbsp; 578192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PS Construction Co. <br> Ltd.<br>| 45817 | &nbsp;&nbsp; 553757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Punch Industry Co. <br> Ltd.<br>| 11600 | &nbsp;&nbsp; 30893 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; QB Net Holdings Co. <br> Ltd.<br>| 9721 | &nbsp;&nbsp; 76874 |
| # | Qol Holdings Co. Ltd. | 117100 | &nbsp;&nbsp; 1567245 |
|  | Quick Co. Ltd. | 45900 | &nbsp;&nbsp; 710756 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Raccoon Holdings, <br> Inc.<br>| 37700 | &nbsp;&nbsp; 167119 |
|  | Raito Kogyo Co. Ltd. | 201800 | &nbsp;&nbsp; 4169606 |
|  | Raiznext Corp. | 123700 | &nbsp;&nbsp; 1532310 |
| # | Raksul, Inc. | 122600 | &nbsp;&nbsp; 1006401 |
|  | Rakumachi, Inc. | 2800 | &nbsp;&nbsp; 18479 |
|  | Rakus Co. Ltd. | 275499 | &nbsp;&nbsp; 4225484 |
| \* | Rakuten Bank Ltd. | 151300 | &nbsp;&nbsp; 7047819 |
| \* | Rakuten Group, Inc. | 249400 | &nbsp;&nbsp; 1261892 |
|  | Rasa Corp. | 34900 | &nbsp;&nbsp; 355577 |
|  | Rasa Industries Ltd. | 37799 | &nbsp;&nbsp; 1062466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Recruit Holdings Co. <br> Ltd.<br>| 1047700 | &nbsp;&nbsp; 62161212 |
|  | Relo Group, Inc. | 338499 | &nbsp;&nbsp; 3887053 |
| # | Renaissance, Inc. | 16900 | &nbsp;&nbsp; 128186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Renesas Electronics <br> Corp.<br>| 1651799 | &nbsp;&nbsp; 20090919 |
|  | Rengo Co. Ltd. | 1298610 | &nbsp;&nbsp; 7531898 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| \* | RENOVA, Inc. | 172000 | &nbsp;&nbsp; $805748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Resol Holdings Co. <br> Ltd.<br>| 4100 | &nbsp;&nbsp; 140397 |
|  | Resona Holdings, Inc. | 1500590 | &nbsp;&nbsp; 13661376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Resonac Holdings <br> Corp.<br>| 640200 | &nbsp;&nbsp; 15395616 |
|  | Resorttrust, Inc. | 583200 | &nbsp;&nbsp; 7224372 |
|  | Restar Corp. | 99000 | &nbsp;&nbsp; 1777898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Retail Partners Co. <br> Ltd.<br>| 54900 | &nbsp;&nbsp; 524251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rheon Automatic <br> Machinery Co. Ltd.<br>| 64200 | &nbsp;&nbsp; 587501 |
| # | Rhythm Co. Ltd. | 40300 | &nbsp;&nbsp; 806084 |
|  | Ricoh Co. Ltd. | 1274719 | &nbsp;&nbsp; 11177360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ricoh Leasing Co. <br> Ltd.<br>| 77500 | &nbsp;&nbsp; 2820113 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ride On Express <br> Holdings Co. Ltd.<br>| 37200 | &nbsp;&nbsp; 245751 |
|  | Riken Keiki Co. Ltd. | 88900 | &nbsp;&nbsp; 1871659 |
| # | Riken Technos Corp. | 190900 | &nbsp;&nbsp; 1470379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riken Vitamin Co. <br> Ltd.<br>| 65400 | &nbsp;&nbsp; 1248027 |
| # | Ringer Hut Co. Ltd. | 22900 | &nbsp;&nbsp; 343569 |
|  | Rinnai Corp. | 204200 | &nbsp;&nbsp; 5040052 |
|  | Rion Co. Ltd. | 27200 | &nbsp;&nbsp; 464191 |
|  | Riso Kagaku Corp. | 23516 | &nbsp;&nbsp; 181424 |
| # | Riso Kyoiku Co. Ltd. | 192293 | &nbsp;&nbsp; 275032 |
| # | Rix Corp. | 7400 | &nbsp;&nbsp; 161732 |
| # | Rock Field Co. Ltd. | 47900 | &nbsp;&nbsp; 486730 |
| # | Rohm Co. Ltd. | 715200 | &nbsp;&nbsp; 8999982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rohto Pharmaceutical <br> Co. Ltd.<br>| 251600 | &nbsp;&nbsp; 3591359 |
| # | Rokko Butter Co. Ltd. | 40212 | &nbsp;&nbsp; 327115 |
|  | Roland Corp. | 41400 | &nbsp;&nbsp; 865327 |
|  | Rorze Corp. | 346000 | &nbsp;&nbsp; 4652506 |
|  | Round One Corp. | 770641 | &nbsp;&nbsp; 7913822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Royal Holdings Co. <br> Ltd.<br>| 107300 | &nbsp;&nbsp; 1894176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RS Technologies Co. <br> Ltd.<br>| 28100 | &nbsp;&nbsp; 578302 |
|  | Ryobi Ltd. | 86667 | &nbsp;&nbsp; 1309643 |
|  | RYODEN Corp. | 68800 | &nbsp;&nbsp; 1317336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ryohin Keikaku Co. <br> Ltd.<br>| 498050 | &nbsp;&nbsp; 23317590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ryoyo Ryosan <br> Holdings, Inc.<br>| 75660 | &nbsp;&nbsp; 1389741 |
|  | S Foods, Inc. | 55600 | &nbsp;&nbsp; 978901 |
|  | S&B Foods, Inc. | 10600 | &nbsp;&nbsp; 210932 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sac's Bar Holdings, <br> Inc.<br>| 58200 | &nbsp;&nbsp; 313538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sagami Rubber <br> Industries Co. Ltd.<br>| 25600 | &nbsp;&nbsp; 156107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saibu Gas Holdings <br> Co. Ltd.<br>| 45000 | &nbsp;&nbsp; 551988 |
| # | Saizeriya Co. Ltd. | 121800 | &nbsp;&nbsp; 4272987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sakai Chemical <br> Industry Co. Ltd.<br>| 76000 | &nbsp;&nbsp; 1438518 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sakai Heavy <br> Industries Ltd.<br>| 38300 | &nbsp;&nbsp; $529521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sakai Moving Service <br> Co. Ltd.<br>| 79700 | &nbsp;&nbsp; 1410572 |
|  | Sakata INX Corp. | 191000 | &nbsp;&nbsp; 2716827 |
|  | Sakata Seed Corp. | 45800 | &nbsp;&nbsp; 1029829 |
|  | Sala Corp. | 233360 | &nbsp;&nbsp; 1492187 |
| # | Samco, Inc. | 4300 | &nbsp;&nbsp; 80629 |
|  | San Holdings, Inc. | 96200 | &nbsp;&nbsp; 1016206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; San ju San Financial <br> Group, Inc.<br>| 86717 | &nbsp;&nbsp; 1950204 |
|  | San-A Co. Ltd. | 151400 | &nbsp;&nbsp; 3016621 |
|  | San-Ai Obbli Co. Ltd. | 259200 | &nbsp;&nbsp; 3493966 |
|  | Sangetsu Corp. | 183100 | &nbsp;&nbsp; 3644065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; San-In Godo Bank <br> Ltd.<br>| 692197 | &nbsp;&nbsp; 5828728 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; SANIX HOLDINGS, <br> Inc.<br>| 35600 | &nbsp;&nbsp; 59131 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sanken Electric Co. <br> Ltd.<br>| 92900 | &nbsp;&nbsp; 5269759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanki Engineering Co. <br> Ltd.<br>| 161700 | &nbsp;&nbsp; 4757649 |
|  | Sanko Gosei Ltd. | 87952 | &nbsp;&nbsp; 471349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanko Metal Industrial <br> Co. Ltd.<br>| 11300 | &nbsp;&nbsp; 535406 |
|  | Sankyo Co. Ltd. | 808850 | &nbsp;&nbsp; 15093382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sankyo Frontier Co. <br> Ltd.<br>| 28200 | &nbsp;&nbsp; 378520 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sankyo Seiko Co. <br> Ltd.<br>| 113400 | &nbsp;&nbsp; 463722 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sankyo Tateyama, <br> Inc.<br>| 133035 | &nbsp;&nbsp; 536692 |
|  | Sankyu, Inc. | 252000 | &nbsp;&nbsp; 14834589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanoh Industrial Co. <br> Ltd.<br>| 88700 | &nbsp;&nbsp; 409810 |
|  | Sanrio Co. Ltd. | 277100 | &nbsp;&nbsp; 11370007 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sansei Landic Co. <br> Ltd.<br>| 15900 | &nbsp;&nbsp; 127048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sansei Technologies, <br> Inc.<br>| 44700 | &nbsp;&nbsp; 522686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sansha Electric <br> Manufacturing Co. <br> Ltd.<br>| 32400 | &nbsp;&nbsp; 183286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanshin Electronics <br> Co. Ltd.<br>| 35000 | &nbsp;&nbsp; 574312 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Santec Holdings <br> Corp.<br>| 18100 | &nbsp;&nbsp; 708161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Santen <br> Pharmaceutical Co. <br> Ltd.<br>| 797199 | &nbsp;&nbsp; 8808182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanwa Holdings <br> Corp.<br>| 415200 | &nbsp;&nbsp; 11327413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanyo Chemical <br> Industries Ltd.<br>| 66300 | &nbsp;&nbsp; 1737510 |
|  | Sanyo Denki Co. Ltd. | 43800 | &nbsp;&nbsp; 2715856 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sanyo Electric <br> Railway Co. Ltd.<br>| 38200 | &nbsp;&nbsp; 504617 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanyo Engineering & <br> Construction, Inc.<br>| 32400 | &nbsp;&nbsp; $205115 |
|  | Sanyo Industries Ltd. | 1500 | &nbsp;&nbsp; 40004 |
| # | Sanyo Shokai Ltd. | 43099 | &nbsp;&nbsp; 851288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanyo Trading Co. <br> Ltd.<br>| 111300 | &nbsp;&nbsp; 1110635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sapporo Holdings <br> Ltd.<br>| 102400 | &nbsp;&nbsp; 4738271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sata Construction Co. <br> Ltd.<br>| 46000 | &nbsp;&nbsp; 359291 |
|  | Sato Corp. | 87082 | &nbsp;&nbsp; 1231581 |
| # | Sato Shoji Corp. | 49800 | &nbsp;&nbsp; 553097 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Satori Electric Co. <br> Ltd.<br>| 47500 | &nbsp;&nbsp; 546232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sawai Group Holdings <br> Co. Ltd.<br>| 399000 | &nbsp;&nbsp; 5121754 |
|  | SAXA, Inc. | 22700 | &nbsp;&nbsp; 691211 |
| #\* | SBI ARUHI Corp. | 48270 | &nbsp;&nbsp; 265329 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SBI Global Asset <br> Management Co. <br> Ltd.<br>| 59000 | &nbsp;&nbsp; 242124 |
|  | SBI Holdings, Inc. | 431380 | &nbsp;&nbsp; 16024846 |
|  | SBS Holdings, Inc. | 102800 | &nbsp;&nbsp; 2188762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SCREEN Holdings <br> Co. Ltd.<br>| 145400 | &nbsp;&nbsp; 11342639 |
|  | Scroll Corp. | 141300 | &nbsp;&nbsp; 1020747 |
|  | SCSK Corp. | 219677 | &nbsp;&nbsp; 6835228 |
|  | SEC Carbon Ltd. | 14000 | &nbsp;&nbsp; 194709 |
|  | Secom Co. Ltd. | 182800 | &nbsp;&nbsp; 6564936 |
|  | Seed Co. Ltd. | 9400 | &nbsp;&nbsp; 29940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sega Sammy <br> Holdings, Inc.<br>| 251412 | &nbsp;&nbsp; 5139426 |
| # | Segue Group Co. Ltd. | 21300 | &nbsp;&nbsp; 70442 |
|  | Seibu Holdings, Inc. | 378200 | &nbsp;&nbsp; 10568685 |
|  | Seika Corp. | 36134 | &nbsp;&nbsp; 1237986 |
| # | Seikagaku Corp. | 131400 | &nbsp;&nbsp; 561137 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Seikitokyu Kogyo Co. <br> Ltd.<br>| 95399 | &nbsp;&nbsp; 929337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seiko Electric Co. <br> Ltd.<br>| 12500 | &nbsp;&nbsp; 129222 |
|  | Seiko Epson Corp. | 703832 | &nbsp;&nbsp; 8930435 |
|  | Seiko Group Corp. | 132500 | &nbsp;&nbsp; 3683343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seino Holdings Co. <br> Ltd.<br>| 321000 | &nbsp;&nbsp; 4882339 |
| # | Seiren Co. Ltd. | 182200 | &nbsp;&nbsp; 2976482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sekisui Chemical Co. <br> Ltd.<br>| 740500 | &nbsp;&nbsp; 12844061 |
| # | Sekisui House Ltd. | 526700 | &nbsp;&nbsp; 11048492 |
|  | Sekisui Jushi Corp. | 84100 | &nbsp;&nbsp; 1204202 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sekisui Kasei Co. <br> Ltd.<br>| 118521 | &nbsp;&nbsp; 273514 |
|  | SEMITEC Corp. | 30000 | &nbsp;&nbsp; 469210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Senko Group Holdings <br> Co. Ltd.<br>| 605000 | &nbsp;&nbsp; 8142817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Senshu Electric Co. <br> Ltd.<br>| 39100 | &nbsp;&nbsp; 1104400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Senshu Ikeda <br> Holdings, Inc.<br>| 1055460 | &nbsp;&nbsp; 4492572 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| #\* | Senshukai Co. Ltd. | 105100 | &nbsp;&nbsp; $168677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Septeni Holdings Co. <br> Ltd.<br>| 12600 | &nbsp;&nbsp; 36956 |
|  | Seria Co. Ltd. | 138000 | &nbsp;&nbsp; 2541487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seven & i Holdings <br> Co. Ltd.<br>| 4047856 | &nbsp;&nbsp; 53363666 |
|  | Seven Bank Ltd. | 1838300 | &nbsp;&nbsp; 3301961 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SFP Holdings Co. <br> Ltd.<br>| 6500 | &nbsp;&nbsp; 95249 |
|  | SG Holdings Co. Ltd. | 340930 | &nbsp;&nbsp; 3782417 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sharingtechnology, <br> Inc.<br>| 36800 | &nbsp;&nbsp; 294935 |
| #\* | Sharp Corp. | 337898 | &nbsp;&nbsp; 1597438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shibaura Electronics <br> Co. Ltd.<br>| 70200 | &nbsp;&nbsp; 2813494 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shibaura Machine Co. <br> Ltd.<br>| 97000 | &nbsp;&nbsp; 2496568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shibaura <br> Mechatronics Corp.<br>| 47700 | &nbsp;&nbsp; 3356866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shibusawa Logistics <br> Corp.<br>| 37500 | &nbsp;&nbsp; 1085407 |
|  | Shibuya Corp. | 74500 | &nbsp;&nbsp; 1791484 |
| \* | SHIFT, Inc. | 623985 | &nbsp;&nbsp; 6548380 |
|  | Shiga Bank Ltd. | 195336 | &nbsp;&nbsp; 7844757 |
| # | Shikibo Ltd. | 78600 | &nbsp;&nbsp; 517785 |
|  | Shikoku Bank Ltd. | 225500 | &nbsp;&nbsp; 1865122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shikoku Electric <br> Power Co., Inc.<br>| 308200 | &nbsp;&nbsp; 2564614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shikoku Kasei <br> Holdings Corp.<br>| 117600 | &nbsp;&nbsp; 1627529 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shima Seiki <br> Manufacturing Ltd.<br>| 84300 | &nbsp;&nbsp; 592005 |
|  | Shimadaya Corp. | 25400 | &nbsp;&nbsp; 321431 |
|  | Shimadzu Corp. | 148300 | &nbsp;&nbsp; 3282869 |
|  | Shimamura Co. Ltd. | 138892 | &nbsp;&nbsp; 10056689 |
|  | Shimano, Inc. | 42807 | &nbsp;&nbsp; 4682909 |
| # | Shimizu Bank Ltd. | 51400 | &nbsp;&nbsp; 562087 |
|  | Shimizu Corp. | 838000 | &nbsp;&nbsp; 9283331 |
|  | Shimojima Co. Ltd. | 13800 | &nbsp;&nbsp; 114708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin Maint Holdings <br> Co. Ltd.<br>| 12200 | &nbsp;&nbsp; 90644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin Nippon Air <br> Technologies Co. <br> Ltd.<br>| 89600 | &nbsp;&nbsp; 1571808 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shin Nippon <br> Biomedical <br> Laboratories Ltd.<br>| 103700 | &nbsp;&nbsp; 954743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinagawa <br> Refractories Co. <br> Ltd.<br>| 141400 | &nbsp;&nbsp; 1615425 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shindengen Electric <br> Manufacturing Co. <br> Ltd.<br>| 20600 | &nbsp;&nbsp; 353719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin-Etsu Chemical <br> Co. Ltd.<br>| 1151000 | &nbsp;&nbsp; 33122216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin-Etsu Polymer <br> Co. Ltd.<br>| 185300 | &nbsp;&nbsp; 2187920 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Shinko Shoji Co. Ltd. | 147900 | &nbsp;&nbsp; $971613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinmaywa Industries <br> Ltd.<br>| 287100 | &nbsp;&nbsp; 3465139 |
|  | Shinnihon Corp. | 141400 | &nbsp;&nbsp; 1642178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinnihonseiyaku Co. <br> Ltd.<br>| 26900 | &nbsp;&nbsp; 401891 |
|  | Shinsho Corp. | 76500 | &nbsp;&nbsp; 1069799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinwa Co. Ltd. (3447 <br> JP)<br>| 50900 | &nbsp;&nbsp; 262694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinwa Co. Ltd. (7607 <br> JP)<br>| 33700 | &nbsp;&nbsp; 761499 |
|  | Shionogi & Co. Ltd. | 715100 | &nbsp;&nbsp; 11959558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ship Healthcare <br> Holdings, Inc.<br>| 407400 | &nbsp;&nbsp; 5684928 |
| # | Shiseido Co. Ltd. | 404604 | &nbsp;&nbsp; 6577050 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shizuoka Financial <br> Group, Inc.<br>| 823630 | &nbsp;&nbsp; 9742046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shizuoka Gas Co. <br> Ltd.<br>| 222200 | &nbsp;&nbsp; 1670078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SHO-BOND Holdings <br> Co. Ltd.<br>| 89000 | &nbsp;&nbsp; 2841763 |
| # | Shoei Co. Ltd. | 199500 | &nbsp;&nbsp; 2388804 |
| # | Shoei Foods Corp. | 28100 | &nbsp;&nbsp; 765980 |
|  | Shofu, Inc. | 21000 | &nbsp;&nbsp; 282508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Showa Sangyo Co. <br> Ltd.<br>| 84228 | &nbsp;&nbsp; 1691592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Showa Shinku Co. <br> Ltd.<br>| 14900 | &nbsp;&nbsp; 136048 |
|  | Sigma Koki Co. Ltd. | 6600 | &nbsp;&nbsp; 58224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SIGMAXYZ Holdings, <br> Inc.<br>| 284400 | &nbsp;&nbsp; 2264501 |
|  | Siix Corp. | 117980 | &nbsp;&nbsp; 961661 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Simplex Holdings, <br> Inc.<br>| 115500 | &nbsp;&nbsp; 3135452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinanen Holdings Co. <br> Ltd.<br>| 26400 | &nbsp;&nbsp; 1148047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinfonia Technology <br> Co. Ltd.<br>| 111500 | &nbsp;&nbsp; 7002727 |
|  | Sinko Industries Ltd. | 172500 | &nbsp;&nbsp; 1459302 |
|  | Sintokogio Ltd. | 139300 | &nbsp;&nbsp; 839612 |
|  | SK Kaken Co. Ltd. | 2500 | &nbsp;&nbsp; 150227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SK-Electronics Co. <br> Ltd.<br>| 34722 | &nbsp;&nbsp; 649283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SKY Perfect JSAT <br> Holdings, Inc.<br>| 770500 | &nbsp;&nbsp; 7296827 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Skylark Holdings Co. <br> Ltd.<br>| 712400 | &nbsp;&nbsp; 13541186 |
|  | Skymark Airlines, Inc. | 40500 | &nbsp;&nbsp; 131944 |
| # | Smaregi, Inc. | 22100 | &nbsp;&nbsp; 486923 |
|  | SMC Corp. | 17000 | &nbsp;&nbsp; 5915548 |
| # | SMK Corp. | 21499 | &nbsp;&nbsp; 312522 |
|  | SMS Co. Ltd. | 184800 | &nbsp;&nbsp; 1850015 |
| # | Socionext, Inc. | 338500 | &nbsp;&nbsp; 6378971 |
| # | Soda Nikka Co. Ltd. | 70300 | &nbsp;&nbsp; 516259 |
|  | Sodick Co. Ltd. | 262334 | &nbsp;&nbsp; 1547940 |
|  | Soft99 Corp. | 11800 | &nbsp;&nbsp; 125652 |
|  | SoftBank Corp. | 19213000 | &nbsp;&nbsp; 27759631 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SoftBank Group <br> Corp.<br>| 1193063 | &nbsp;&nbsp; $91100989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Softcreate Holdings <br> Corp.<br>| 63000 | &nbsp;&nbsp; 934124 |
|  | Software Service, Inc. | 9300 | &nbsp;&nbsp; 837017 |
|  | Sojitz Corp. | 379219 | &nbsp;&nbsp; 9025360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Soken Chemical & <br> Engineering Co. <br> Ltd.<br>| 53700 | &nbsp;&nbsp; 589245 |
|  | Solasto Corp. | 168400 | &nbsp;&nbsp; 477764 |
| # | Soliton Systems KK | 28800 | &nbsp;&nbsp; 261923 |
|  | Sompo Holdings, Inc. | 1298800 | &nbsp;&nbsp; 38297751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sony Group Corp. <br> (6758 JP)<br>| 5644000 | &nbsp;&nbsp; 135756824 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sony Group Corp. <br> (SONY US), <br> Sponsored ADR<br>| 1703445 | &nbsp;&nbsp; 41427782 |
|  | Sotetsu Holdings, Inc. | 145900 | &nbsp;&nbsp; 2303919 |
| # | Space Co. Ltd. | 53560 | &nbsp;&nbsp; 424045 |
|  | Sparx Group Co. Ltd. | 106539 | &nbsp;&nbsp; 1055236 |
|  | SPK Corp. | 30800 | &nbsp;&nbsp; 486767 |
|  | S-Pool, Inc. | 48100 | &nbsp;&nbsp; 102279 |
| # | Sprix, Inc. | 3700 | &nbsp;&nbsp; 26995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Square Enix Holdings <br> Co. Ltd.<br>| 26400 | &nbsp;&nbsp; 1784803 |
|  | SRA Holdings | 51500 | &nbsp;&nbsp; 1571485 |
|  | SRE Holdings Corp. | 23500 | &nbsp;&nbsp; 491053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SRS Holdings Co. <br> Ltd.<br>| 20900 | &nbsp;&nbsp; 177353 |
|  | ST Corp. | 19100 | &nbsp;&nbsp; 204963 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; St. Care Holding <br> Corp.<br>| 45700 | &nbsp;&nbsp; 233998 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; St. Marc Holdings Co. <br> Ltd.<br>| 19300 | &nbsp;&nbsp; 306895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stanley Electric Co. <br> Ltd.<br>| 411600 | &nbsp;&nbsp; 7762571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Star Mica Holdings <br> Co. Ltd.<br>| 82800 | &nbsp;&nbsp; 546967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Star Micronics Co. <br> Ltd.<br>| 112700 | &nbsp;&nbsp; 1296034 |
|  | Startia Holdings, Inc. | 9700 | &nbsp;&nbsp; 169277 |
|  | Starts Corp., Inc. | 199700 | &nbsp;&nbsp; 6038405 |
|  | Starzen Co. Ltd. | 205494 | &nbsp;&nbsp; 1597406 |
|  | Stella Chemifa Corp. | 42300 | &nbsp;&nbsp; 1199882 |
|  | Step Co. Ltd. | 29100 | &nbsp;&nbsp; 447657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STI Foods Holdings, <br> Inc.<br>| 28800 | &nbsp;&nbsp; 250151 |
|  | Strike Co. Ltd. | 29200 | &nbsp;&nbsp; 757743 |
| # | Studio Alice Co. Ltd. | 41800 | &nbsp;&nbsp; 595581 |
|  | Subaru Corp. | 1757600 | &nbsp;&nbsp; 32332478 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Subaru Enterprise Co. <br> Ltd.<br>| 32000 | &nbsp;&nbsp; 656288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sugi Holdings Co. <br> Ltd.<br>| 341400 | &nbsp;&nbsp; 8262261 |
| # | Sugimoto & Co. Ltd. | 88700 | &nbsp;&nbsp; 1052535 |
| # | SUMCO Corp. | 1040660 | &nbsp;&nbsp; 8138793 |
|  | Sumida Corp. | 121300 | &nbsp;&nbsp; 826752 |
| # | Suminoe Co. Ltd. | 15600 | &nbsp;&nbsp; 115890 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sumiseki Holdings, <br> Inc.<br>| 124200 | &nbsp;&nbsp; $512860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Bakelite <br> Co. Ltd.<br>| 251400 | &nbsp;&nbsp; 7290348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Chemical <br> Co. Ltd.<br>| 3088952 | &nbsp;&nbsp; 7725747 |
|  | Sumitomo Corp. | 627700 | &nbsp;&nbsp; 16043857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Densetsu <br> Co. Ltd.<br>| 73400 | &nbsp;&nbsp; 3189732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Electric <br> Industries Ltd.<br>| 1367900 | &nbsp;&nbsp; 33944010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Forestry <br> Co. Ltd.<br>| 1469400 | &nbsp;&nbsp; 14761069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Heavy <br> Industries Ltd.<br>| 338963 | &nbsp;&nbsp; 7506857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Metal <br> Mining Co. Ltd.<br>| 459700 | &nbsp;&nbsp; 10111237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui <br> Construction Co. <br> Ltd.<br>| 196880 | &nbsp;&nbsp; 776267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui <br> Financial Group, <br> Inc. (8316 JP)<br>| 2617410 | &nbsp;&nbsp; 66028365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust <br> Group, Inc.<br>| 638646 | &nbsp;&nbsp; 16741951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Osaka <br> Cement Co. Ltd.<br>| 98299 | &nbsp;&nbsp; 2558547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Realty & <br> Development Co. <br> Ltd.<br>| 427700 | &nbsp;&nbsp; 15623525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Riko Co. <br> Ltd.<br>| 243800 | &nbsp;&nbsp; 3087371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Rubber <br> Industries Ltd.<br>| 747563 | &nbsp;&nbsp; 8544251 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Seika <br> Chemicals Co. Ltd.<br>| 42101 | &nbsp;&nbsp; 1259717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Warehouse <br> Co. Ltd.<br>| 276100 | &nbsp;&nbsp; 5726643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Frontier <br> Fudousan Co. Ltd.<br>| 163500 | &nbsp;&nbsp; 2289064 |
| #\* | Suncall Corp. | 91500 | &nbsp;&nbsp; 232318 |
|  | Sundrug Co. Ltd. | 257800 | &nbsp;&nbsp; 7640944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suntory Beverage & <br> Food Ltd.<br>| 248900 | &nbsp;&nbsp; 7515715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun-Wa Technos <br> Corp.<br>| 44900 | &nbsp;&nbsp; 717191 |
| #\* | SUNWELS Co. Ltd. | 3500 | &nbsp;&nbsp; 17884 |
| # | Suruga Bank Ltd. | 473700 | &nbsp;&nbsp; 4361688 |
| # | Suzuden Corp. | 20700 | &nbsp;&nbsp; 233589 |
|  | Suzuken Co. Ltd. | 196899 | &nbsp;&nbsp; 7442226 |
|  | Suzuki Co. Ltd. | 53000 | &nbsp;&nbsp; 649817 |
|  | Suzuki Motor Corp. | 2121500 | &nbsp;&nbsp; 23310135 |
|  | SWCC Corp. | 184800 | &nbsp;&nbsp; 11063050 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Synchro Food Co. <br> Ltd.<br>| 13200 | &nbsp;&nbsp; 51964 |
|  | Sysmex Corp. | 618900 | &nbsp;&nbsp; 10054557 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; System Research Co. <br> Ltd.<br>| 15000 | &nbsp;&nbsp; $216801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; System Support <br> Holdings, Inc.<br>| 18700 | &nbsp;&nbsp; 332319 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Systems Engineering <br> Consultants Co. <br> Ltd.<br>| 7600 | &nbsp;&nbsp; 261854 |
|  | Systena Corp. | 1023900 | &nbsp;&nbsp; 2712287 |
|  | Syuppin Co. Ltd. | 58800 | &nbsp;&nbsp; 490955 |
|  | T Hasegawa Co. Ltd. | 126192 | &nbsp;&nbsp; 2603683 |
|  | T RAD Co. Ltd. | 21100 | &nbsp;&nbsp; 688876 |
|  | T&D Holdings, Inc. | 654210 | &nbsp;&nbsp; 15974970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tachibana Eletech Co. <br> Ltd.<br>| 78580 | &nbsp;&nbsp; 1487597 |
| # | Tachikawa Corp. | 47139 | &nbsp;&nbsp; 526738 |
| # | Tachi-S Co. Ltd. | 101000 | &nbsp;&nbsp; 1196059 |
|  | Tadano Ltd. | 330045 | &nbsp;&nbsp; 2374617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taihei Dengyo Kaisha <br> Ltd.<br>| 55300 | &nbsp;&nbsp; 2377556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiheiyo Cement <br> Corp.<br>| 415491 | &nbsp;&nbsp; 10153293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiheiyo Kouhatsu, <br> Inc.<br>| 30699 | &nbsp;&nbsp; 146825 |
| # | Taiho Kogyo Co. Ltd. | 79200 | &nbsp;&nbsp; 332553 |
|  | Taikisha Ltd. | 176400 | &nbsp;&nbsp; 3160454 |
|  | Taiko Bank Ltd. | 23900 | &nbsp;&nbsp; 259377 |
|  | Taisei Corp. | 120480 | &nbsp;&nbsp; 7203954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taisei Lamick Group <br> Head Quarter & <br> Innovation Co. Ltd.<br>| 21400 | &nbsp;&nbsp; 358825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiyo Holdings Co. <br> Ltd.<br>| 128900 | &nbsp;&nbsp; 5597761 |
| # | Taiyo Yuden Co. Ltd. | 406099 | &nbsp;&nbsp; 7587216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takamatsu <br> Construction Group <br> Co. Ltd.<br>| 66700 | &nbsp;&nbsp; 1359868 |
| # | Takamiya Co. Ltd. | 87543 | &nbsp;&nbsp; 193833 |
|  | Takano Co. Ltd. | 18900 | &nbsp;&nbsp; 92033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takaoka Toko Co. <br> Ltd.<br>| 49974 | &nbsp;&nbsp; 955518 |
|  | Takara & Co. Ltd. | 25600 | &nbsp;&nbsp; 601449 |
|  | Takara Bio, Inc. | 136300 | &nbsp;&nbsp; 796606 |
|  | Takara Holdings, Inc. | 477800 | &nbsp;&nbsp; 4022212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takara Standard Co. <br> Ltd.<br>| 189444 | &nbsp;&nbsp; 3239111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takasago International <br> Corp.<br>| 69300 | &nbsp;&nbsp; 3322374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takasago Thermal <br> Engineering Co. <br> Ltd.<br>| 100600 | &nbsp;&nbsp; 4881165 |
|  | Takashima & Co. Ltd. | 68400 | &nbsp;&nbsp; 727701 |
| # | Takashimaya Co. Ltd. | 1059800 | &nbsp;&nbsp; 8190356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Take & Give Needs <br> Co. Ltd.<br>| 32400 | &nbsp;&nbsp; 192952 |
| # | TAKEBISHI Corp. | 31500 | &nbsp;&nbsp; 395781 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takeda <br> Pharmaceutical Co. <br> Ltd. (4502 JP)<br>| 1487707 | &nbsp;&nbsp; $40866988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takemoto Yohki Co. <br> Ltd.<br>| 38100 | &nbsp;&nbsp; 208240 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Takeuchi <br> Manufacturing Co. <br> Ltd.<br>| 173000 | &nbsp;&nbsp; 6184073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taki Chemical Co. <br> Ltd.<br>| 6300 | &nbsp;&nbsp; 122155 |
|  | Takuma Co. Ltd. | 123500 | &nbsp;&nbsp; 1786396 |
| # | Tama Home Co. Ltd. | 92800 | &nbsp;&nbsp; 2188573 |
|  | Tamron Co. Ltd. | 626000 | &nbsp;&nbsp; 3761833 |
| # | Tamura Corp. | 290400 | &nbsp;&nbsp; 927682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tanabe Engineering <br> Corp.<br>| 22500 | &nbsp;&nbsp; 382736 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tanaka Chemical <br> Corp.<br>| 13900 | &nbsp;&nbsp; 37230 |
| # | Tanseisha Co. Ltd. | 108949 | &nbsp;&nbsp; 947915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tauns Laboratories, <br> Inc.<br>| 6000 | &nbsp;&nbsp; 21247 |
| # | Tayca Corp. | 62800 | &nbsp;&nbsp; 515204 |
| # | Tazmo Co. Ltd. | 33600 | &nbsp;&nbsp; 495997 |
| # | Tbk Co. Ltd. | 100301 | &nbsp;&nbsp; 209798 |
|  | TBS Holdings, Inc. | 118700 | &nbsp;&nbsp; 3904533 |
|  | TDC Soft, Inc. | 97400 | &nbsp;&nbsp; 846358 |
|  | TDK Corp. (6762 JP) | 2302500 | &nbsp;&nbsp; 28051196 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; TDK Corp. (TTDKY <br> US), Sponsored <br> ADR<br>| 597870 | &nbsp;&nbsp; 7341844 |
|  | Tear Corp. | 15300 | &nbsp;&nbsp; 60534 |
|  | TechMatrix Corp. | 128000 | &nbsp;&nbsp; 1820986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Techno Horizon Co. <br> Ltd.<br>| 11700 | &nbsp;&nbsp; 29956 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Techno Medica Co. <br> Ltd.<br>| 12200 | &nbsp;&nbsp; 151326 |
|  | Techno Ryowa Ltd. | 23570 | &nbsp;&nbsp; 640527 |
|  | Techno Smart Corp. | 28200 | &nbsp;&nbsp; 315149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TechnoPro Holdings, <br> Inc.<br>| 417599 | &nbsp;&nbsp; 13225436 |
|  | Teijin Ltd. | 548168 | &nbsp;&nbsp; 4659270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teikoku Electric <br> Manufacturing Co. <br> Ltd.<br>| 47300 | &nbsp;&nbsp; 1059844 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Teikoku Sen-I Co. <br> Ltd.<br>| 75200 | &nbsp;&nbsp; 1490585 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Teikoku Tsushin <br> Kogyo Co. Ltd.<br>| 37600 | &nbsp;&nbsp; 603064 |
|  | Tekken Corp. | 51899 | &nbsp;&nbsp; 1076969 |
| # | Temairazu, Inc. | 3400 | &nbsp;&nbsp; 67412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tenpos Holdings Co. <br> Ltd.<br>| 2000 | &nbsp;&nbsp; 44876 |
| # | Tera Probe, Inc. | 11900 | &nbsp;&nbsp; 264691 |
|  | Terumo Corp. | 290900 | &nbsp;&nbsp; 4932869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tess Holdings Co. <br> Ltd.<br>| 176688 | &nbsp;&nbsp; 511834 |
|  | THK Co. Ltd. | 301700 | &nbsp;&nbsp; 8480476 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Tigers Polymer Corp. | 6600 | &nbsp;&nbsp; $38226 |
|  | TIS, Inc. | 412201 | &nbsp;&nbsp; 13150003 |
|  | TKC Corp. | 82100 | &nbsp;&nbsp; 2466125 |
|  | Toa Corp. (1885 JP) | 278400 | &nbsp;&nbsp; 3477908 |
|  | Toa Corp. (6809 JP) | 153216 | &nbsp;&nbsp; 1059593 |
|  | TOA ROAD Corp. | 151100 | &nbsp;&nbsp; 1617032 |
|  | Toagosei Co. Ltd. | 465650 | &nbsp;&nbsp; 4564593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOBISHIMA <br> HOLDINGS, Inc.<br>| 87240 | &nbsp;&nbsp; 1132165 |
|  | Tobu Railway Co. Ltd. | 233000 | &nbsp;&nbsp; 3966082 |
|  | TOC Co. Ltd. | 127700 | &nbsp;&nbsp; 618656 |
|  | Tocalo Co. Ltd. | 303700 | &nbsp;&nbsp; 4063873 |
|  | Tochigi Bank Ltd. | 548501 | &nbsp;&nbsp; 1611526 |
|  | Toda Corp. | 878600 | &nbsp;&nbsp; 5602972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toei Animation Co. <br> Ltd.<br>| 94000 | &nbsp;&nbsp; 2056507 |
|  | Toei Co. Ltd. | 55300 | &nbsp;&nbsp; 1910000 |
|  | Toell Co. Ltd. | 25400 | &nbsp;&nbsp; 133518 |
|  | Toenec Corp. | 194800 | &nbsp;&nbsp; 1717197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Togami Electric <br> Manufacturing Co. <br> Ltd.<br>| 11600 | &nbsp;&nbsp; 303109 |
| # | Toho Bank Ltd. | 830855 | &nbsp;&nbsp; 2022918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toho Chemical <br> Industry Co. Ltd.<br>| 23000 | &nbsp;&nbsp; 123316 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toho Co. Ltd. (8142 <br> JP)<br>| 40400 | &nbsp;&nbsp; 871423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toho Co. Ltd. (9602 <br> JP)<br>| 60000 | &nbsp;&nbsp; 3785592 |
|  | Toho Gas Co. Ltd. | 148955 | &nbsp;&nbsp; 4159447 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toho Holdings Co. <br> Ltd.<br>| 212000 | &nbsp;&nbsp; 7154468 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toho Titanium Co. <br> Ltd.<br>| 173600 | &nbsp;&nbsp; 1572109 |
| #\* | Toho Zinc Co. Ltd. | 40499 | &nbsp;&nbsp; 189670 |
| # | Tohoku Bank Ltd. | 60500 | &nbsp;&nbsp; 469090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tohoku Electric Power <br> Co., Inc.<br>| 677400 | &nbsp;&nbsp; 4752430 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tohokushinsha Film <br> Corp.<br>| 36600 | &nbsp;&nbsp; 165227 |
|  | Tokai Carbon Co. Ltd. | 718200 | &nbsp;&nbsp; 4904316 |
|  | Tokai Corp. | 74602 | &nbsp;&nbsp; 1040991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOKAI Holdings <br> Corp.<br>| 422300 | &nbsp;&nbsp; 2990198 |
|  | Tokai Rika Co. Ltd. | 256167 | &nbsp;&nbsp; 4101453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokai Tokyo Financial <br> Holdings, Inc.<br>| 714017 | &nbsp;&nbsp; 2574006 |
|  | Token Corp. | 25470 | &nbsp;&nbsp; 2352960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokio Marine <br> Holdings, Inc. (8766 <br> JP)<br>| 1440936 | &nbsp;&nbsp; 57857747 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tokio Marine <br> Holdings, Inc. <br> (TKOMY US), ADR<br>| 167916 | &nbsp;&nbsp; 6792202 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tokushu Tokai Paper <br> Co. Ltd.<br>| 36138 | &nbsp;&nbsp; 940914 |
|  | Tokuyama Corp. | 308112 | &nbsp;&nbsp; 6598118 |
|  | Tokyo Century Corp. | 671720 | &nbsp;&nbsp; 7687664 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Electric Power <br> Co. Holdings, Inc.<br>| 1843312 | &nbsp;&nbsp; $6979780 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Electron Device <br> Ltd.<br>| 107400 | &nbsp;&nbsp; 1868300 |
|  | Tokyo Electron Ltd. | 393800 | &nbsp;&nbsp; 62605805 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Energy & <br> Systems, Inc.<br>| 88900 | &nbsp;&nbsp; 978889 |
|  | Tokyo Gas Co. Ltd. | 343500 | &nbsp;&nbsp; 11503333 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Individualized <br> Educational <br> Institute, Inc.<br>| 33155 | &nbsp;&nbsp; 79872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Kiraboshi <br> Financial Group, <br> Inc.<br>| 134674 | &nbsp;&nbsp; 5806548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Ohka Kogyo <br> Co. Ltd.<br>| 174200 | &nbsp;&nbsp; 4771269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Printing Ink <br> Manufacturing Co. <br> Ltd.<br>| 1600 | &nbsp;&nbsp; 49448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Rope <br> Manufacturing Co. <br> Ltd.<br>| 38299 | &nbsp;&nbsp; 342375 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Sangyo Co. <br> Ltd.<br>| 78400 | &nbsp;&nbsp; 421063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Seimitsu Co. <br> Ltd.<br>| 109000 | &nbsp;&nbsp; 6780857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Steel <br> Manufacturing Co. <br> Ltd.<br>| 260800 | &nbsp;&nbsp; 2713581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Tatemono Co. <br> Ltd.<br>| 708600 | &nbsp;&nbsp; 11858325 |
| # | Tokyo Tekko Co. Ltd. | 41000 | &nbsp;&nbsp; 1493491 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Theatres Co., <br> Inc.<br>| 26400 | &nbsp;&nbsp; 209936 |
|  | Tokyotokeiba Co. Ltd. | 58000 | &nbsp;&nbsp; 1998796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyu Construction <br> Co. Ltd.<br>| 392780 | &nbsp;&nbsp; 2698442 |
|  | Tokyu Corp. | 453506 | &nbsp;&nbsp; 5104988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyu Fudosan <br> Holdings Corp.<br>| 2108594 | &nbsp;&nbsp; 14869076 |
|  | Toli Corp. | 183400 | &nbsp;&nbsp; 683261 |
|  | Tomato Bank Ltd. | 31000 | &nbsp;&nbsp; 271319 |
|  | Tomen Devices Corp. | 12600 | &nbsp;&nbsp; 489609 |
| # | Tomoe Corp. | 119600 | &nbsp;&nbsp; 1210871 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tomoe Engineering <br> Co. Ltd.<br>| 86400 | &nbsp;&nbsp; 910100 |
|  | Tomoku Co. Ltd. | 52600 | &nbsp;&nbsp; 1145291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOMONY Holdings, <br> Inc.<br>| 1084760 | &nbsp;&nbsp; 4384990 |
|  | Tomy Co. Ltd. | 305000 | &nbsp;&nbsp; 6445507 |
|  | Topcon Corp. | 417300 | &nbsp;&nbsp; 9085609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOPPAN Holdings, <br> Inc.<br>| 398120 | &nbsp;&nbsp; 10728627 |
|  | Topre Corp. | 132436 | &nbsp;&nbsp; 1814346 |
|  | Topy Industries Ltd. | 77300 | &nbsp;&nbsp; 1336777 |
|  | Toray Industries, Inc. | 2548000 | &nbsp;&nbsp; 17427952 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Torex Semiconductor <br> Ltd.<br>| 28400 | &nbsp;&nbsp; $288755 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toridoll Holdings <br> Corp.<br>| 181300 | &nbsp;&nbsp; 5333233 |
|  | Torigoe Co. Ltd. | 54900 | &nbsp;&nbsp; 331918 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Torishima Pump <br> Manufacturing Co. <br> Ltd.<br>| 83600 | &nbsp;&nbsp; 1199013 |
|  | Tosei Corp. | 169600 | &nbsp;&nbsp; 3270311 |
|  | Toshiba TEC Corp. | 91100 | &nbsp;&nbsp; 1821238 |
| # | Tosho Co. Ltd. | 16700 | &nbsp;&nbsp; 75226 |
|  | Tosoh Corp. | 718813 | &nbsp;&nbsp; 10821320 |
|  | Totech Corp. | 89600 | &nbsp;&nbsp; 1683835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Totetsu Kogyo Co. <br> Ltd.<br>| 93800 | &nbsp;&nbsp; 2595744 |
|  | TOTO Ltd. | 191898 | &nbsp;&nbsp; 4884993 |
| # | Tottori Bank Ltd. | 35400 | &nbsp;&nbsp; 307606 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toukei Computer Co. <br> Ltd.<br>| 14200 | &nbsp;&nbsp; 374020 |
|  | Toumei Co. Ltd. | 3900 | &nbsp;&nbsp; 46461 |
| # | Tow Co. Ltd. | 94800 | &nbsp;&nbsp; 199069 |
|  | Towa Bank Ltd. | 104400 | &nbsp;&nbsp; 530119 |
| # | Towa Corp. | 150000 | &nbsp;&nbsp; 1862750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Towa Pharmaceutical <br> Co. Ltd.<br>| 138700 | &nbsp;&nbsp; 3009112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Construction Co. <br> Ltd.<br>| 377700 | &nbsp;&nbsp; 4127860 |
|  | Toyo Corp. | 103200 | &nbsp;&nbsp; 1043220 |
|  | Toyo Denki Seizo KK | 17000 | &nbsp;&nbsp; 218692 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Engineering <br> Corp.<br>| 101705 | &nbsp;&nbsp; 914990 |
| # | Toyo Gosei Co. Ltd. | 27500 | &nbsp;&nbsp; 925367 |
| # | Toyo Innovex Co. Ltd. | 68300 | &nbsp;&nbsp; 290861 |
|  | Toyo Kanetsu KK | 34100 | &nbsp;&nbsp; 921047 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Securities Co. <br> Ltd.<br>| 219300 | &nbsp;&nbsp; 737472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Seikan Group <br> Holdings Ltd.<br>| 429600 | &nbsp;&nbsp; 8897357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Suisan Kaisha <br> Ltd.<br>| 59500 | &nbsp;&nbsp; 3801372 |
| # | Toyo Tanso Co. Ltd. | 59800 | &nbsp;&nbsp; 1919633 |
|  | Toyo Tire Corp. | 606300 | &nbsp;&nbsp; 12842073 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Wharf & <br> Warehouse Co. <br> Ltd.<br>| 9700 | &nbsp;&nbsp; 93842 |
|  | Toyobo Co. Ltd. | 326578 | &nbsp;&nbsp; 2114707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyoda Gosei Co. <br> Ltd.<br>| 274000 | &nbsp;&nbsp; 5782503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyota Boshoku <br> Corp.<br>| 264000 | &nbsp;&nbsp; 3751574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyota Industries <br> Corp.<br>| 97700 | &nbsp;&nbsp; 10447313 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toyota Motor Corp. <br> (7203 JP)<br>| 12585491 | &nbsp;&nbsp; 223865701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyota Motor Corp. <br> (TM US), <br> Sponsored ADR<br>| 124418 | &nbsp;&nbsp; 22267089 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Toyota Tsusho Corp. | 1237638 | &nbsp;&nbsp; $28364604 |
|  | TPR Co. Ltd. | 69267 | &nbsp;&nbsp; 968701 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Traders Holdings Co. <br> Ltd.<br>| 84219 | &nbsp;&nbsp; 663099 |
| # | Transaction Co. Ltd. | 52300 | &nbsp;&nbsp; 907167 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Transaction Media <br> Networks, Inc.<br>| 21400 | &nbsp;&nbsp; 69395 |
|  | Transcosmos, Inc. | 74400 | &nbsp;&nbsp; 1772099 |
|  | TRE Holdings Corp. | 158412 | &nbsp;&nbsp; 1420475 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Treasure Factory Co. <br> Ltd.<br>| 49000 | &nbsp;&nbsp; 563366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trend Micro, Inc. <br> (4704 JP)<br>| 192500 | &nbsp;&nbsp; 11738345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trend Micro, Inc. <br> (TMICY US), <br> Sponsored ADR<br>| 3140 | &nbsp;&nbsp; 191760 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tri Chemical <br> Laboratories, Inc.<br>| 35000 | &nbsp;&nbsp; 795047 |
|  | Trinity Industrial Corp. | 7900 | &nbsp;&nbsp; 59725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trusco Nakayama <br> Corp.<br>| 142122 | &nbsp;&nbsp; 2069884 |
|  | TS Tech Co. Ltd. | 404200 | &nbsp;&nbsp; 4853309 |
|  | TSI Holdings Co. Ltd. | 271990 | &nbsp;&nbsp; 1902464 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tsubaki Nakashima <br> Co. Ltd.<br>| 132800 | &nbsp;&nbsp; 307561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsubakimoto Chain <br> Co.<br>| 393000 | &nbsp;&nbsp; 5516079 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tsubakimoto Kogyo <br> Co. Ltd.<br>| 52200 | &nbsp;&nbsp; 925946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsuburaya Fields <br> Holdings, Inc.<br>| 117200 | &nbsp;&nbsp; 1783920 |
|  | Tsugami Corp. | 191300 | &nbsp;&nbsp; 2634631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsukada Global <br> Holdings, Inc.<br>| 59300 | &nbsp;&nbsp; 236342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsukishima Holdings <br> Co. Ltd.<br>| 117600 | &nbsp;&nbsp; 1787744 |
| # | Tsukuba Bank Ltd. | 243300 | &nbsp;&nbsp; 413343 |
|  | Tsumura & Co. | 188678 | &nbsp;&nbsp; 4654279 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tsuruha Holdings, <br> Inc.<br>| 139600 | &nbsp;&nbsp; 10275201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsurumi Manufacturing <br> Co. Ltd.<br>| 65100 | &nbsp;&nbsp; 1690148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsutsumi Jewelry Co. <br> Ltd.<br>| 23500 | &nbsp;&nbsp; 348590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsuzuki Denki Co. <br> Ltd.<br>| 23900 | &nbsp;&nbsp; 482991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TV Asahi Holdings <br> Corp.<br>| 138200 | &nbsp;&nbsp; 2596722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tv Tokyo Holdings <br> Corp.<br>| 28100 | &nbsp;&nbsp; 681086 |
| # | TWOSTONE&Sons | 26300 | &nbsp;&nbsp; 153496 |
|  | TYK Corp. | 55000 | &nbsp;&nbsp; 216207 |
|  | UACJ Corp. | 164214 | &nbsp;&nbsp; 6462147 |
|  | UBE Corp. | 456965 | &nbsp;&nbsp; 6995152 |
|  | Ubicom Holdings, Inc. | 12426 | &nbsp;&nbsp; 84300 |
|  | Uchida Yoko Co. Ltd. | 40200 | &nbsp;&nbsp; 2751047 |
|  | Ukai Co. Ltd. | 1000 | &nbsp;&nbsp; 23593 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | ULS Group, Inc. | 9400 | &nbsp;&nbsp; $451776 |
|  | Ulvac, Inc. | 115695 | &nbsp;&nbsp; 4249703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Umenohana Group <br> Co. Ltd.<br>| 2100 | &nbsp;&nbsp; 11446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U-Next Holdings Co. <br> Ltd.<br>| 227700 | &nbsp;&nbsp; 3062132 |
|  | Unicharm Corp. | 1163999 | &nbsp;&nbsp; 8051552 |
|  | Unipres Corp. | 113941 | &nbsp;&nbsp; 807145 |
|  | United Arrows Ltd. | 84000 | &nbsp;&nbsp; 1219040 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; United Super Markets <br> Holdings, Inc.<br>| 250323 | &nbsp;&nbsp; 1560565 |
| # | UNITED, Inc. | 33000 | &nbsp;&nbsp; 125306 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Universal <br> Entertainment <br> Corp.<br>| 63600 | &nbsp;&nbsp; 424818 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Urbanet Corp. Co. <br> Ltd.<br>| 126000 | &nbsp;&nbsp; 419343 |
|  | User Local, Inc. | 12800 | &nbsp;&nbsp; 161620 |
|  | Ushio, Inc. | 449800 | &nbsp;&nbsp; 5517231 |
|  | USS Co. Ltd. | 827000 | &nbsp;&nbsp; 8988570 |
|  | UT Group Co. Ltd. | 94100 | &nbsp;&nbsp; 1588600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; V Technology Co. <br> Ltd.<br>| 26900 | &nbsp;&nbsp; 527578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valor Holdings Co. <br> Ltd.<br>| 172613 | &nbsp;&nbsp; 3048495 |
|  | Valqua Ltd. | 78700 | &nbsp;&nbsp; 1839325 |
| # | Value HR Co. Ltd. | 63000 | &nbsp;&nbsp; 699240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ValueCommerce Co. <br> Ltd.<br>| 86500 | &nbsp;&nbsp; 461924 |
|  | Vector, Inc. | 90200 | &nbsp;&nbsp; 660712 |
|  | Vertex Corp. | 106680 | &nbsp;&nbsp; 1979380 |
|  | Vision, Inc. | 112900 | &nbsp;&nbsp; 829148 |
| \* | Visional, Inc. | 75900 | &nbsp;&nbsp; 5932758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vital KSK Holdings, <br> Inc.<br>| 206185 | &nbsp;&nbsp; 1734664 |
| #\* | VRAIN Solution, Inc. | 4600 | &nbsp;&nbsp; 68411 |
|  | VT Holdings Co. Ltd. | 318000 | &nbsp;&nbsp; 980911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wacoal Holdings <br> Corp.<br>| 166100 | &nbsp;&nbsp; 6002996 |
|  | Wacom Co. Ltd. | 221900 | &nbsp;&nbsp; 955454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wakachiku <br> Construction Co. <br> Ltd.<br>| 33200 | &nbsp;&nbsp; 1113180 |
|  | Wakita & Co. Ltd. | 190600 | &nbsp;&nbsp; 2222212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Warabeya Nichiyo <br> Holdings Co. Ltd.<br>| 56332 | &nbsp;&nbsp; 1007567 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Waseda Academy Co. <br> Ltd.<br>| 22100 | &nbsp;&nbsp; 377626 |
| # | Watahan & Co. Ltd. | 78100 | &nbsp;&nbsp; 814879 |
|  | WATAMI Co. Ltd. | 49200 | &nbsp;&nbsp; 330525 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; WDB Holdings Co. <br> Ltd.<br>| 31300 | &nbsp;&nbsp; 355094 |
|  | WDI Corp. | 2100 | &nbsp;&nbsp; 41787 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Wealth Management, <br> Inc.<br>| 5800 | &nbsp;&nbsp; 38767 |
|  | Weathernews, Inc. | 33400 | &nbsp;&nbsp; 982151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Welcia Holdings Co. <br> Ltd.<br>| 266687 | &nbsp;&nbsp; 4474919 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wellneo Sugar Co. <br> Ltd.<br>| 54200 | &nbsp;&nbsp; $825595 |
|  | Wellnet Corp. | 50400 | &nbsp;&nbsp; 241885 |
|  | West Holdings Corp. | 130506 | &nbsp;&nbsp; 1300604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; West Japan Railway <br> Co.<br>| 373600 | &nbsp;&nbsp; 8179681 |
| # | Will Group, Inc. | 68200 | &nbsp;&nbsp; 434611 |
| #\* | WingArc1st, Inc. | 59400 | &nbsp;&nbsp; 1420731 |
|  | Wood One Co. Ltd. | 24374 | &nbsp;&nbsp; 134938 |
|  | Workman Co. Ltd. | 42500 | &nbsp;&nbsp; 1819138 |
|  | World Co. Ltd. | 86100 | &nbsp;&nbsp; 1581607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; World Holdings Co. <br> Ltd.<br>| 40200 | &nbsp;&nbsp; 634736 |
| #\* | W-Scope Corp. | 86200 | &nbsp;&nbsp; 136202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xebio Holdings Co. <br> Ltd.<br>| 86557 | &nbsp;&nbsp; 639861 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; YAC Holdings Co. <br> Ltd.<br>| 36924 | &nbsp;&nbsp; 196847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yahagi Construction <br> Co. Ltd.<br>| 110900 | &nbsp;&nbsp; 1457325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yakult Honsha Co. <br> Ltd.<br>| 185300 | &nbsp;&nbsp; 2981020 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; YAKUODO Holdings <br> Co. Ltd.<br>| 35300 | &nbsp;&nbsp; 538786 |
|  | YAMABIKO Corp. | 168640 | &nbsp;&nbsp; 2449704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YAMADA Consulting <br> Group Co. Ltd.<br>| 21700 | &nbsp;&nbsp; 239568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamada Holdings Co. <br> Ltd.<br>| 1391933 | &nbsp;&nbsp; 4242224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamae Group <br> Holdings Co. Ltd.<br>| 35500 | &nbsp;&nbsp; 609798 |
| # | Yamagata Bank Ltd. | 74799 | &nbsp;&nbsp; 753874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamaguchi Financial <br> Group, Inc.<br>| 651900 | &nbsp;&nbsp; 7378715 |
|  | Yamaha Corp. | 721997 | &nbsp;&nbsp; 5203512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamaha Motor Co. <br> Ltd.<br>| 2797400 | &nbsp;&nbsp; 20233093 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yamaichi Electronics <br> Co. Ltd.<br>| 126500 | &nbsp;&nbsp; 2409725 |
| # | Yamami Co. | 11800 | &nbsp;&nbsp; 361007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamanashi Chuo <br> Bank Ltd.<br>| 121900 | &nbsp;&nbsp; 2259536 |
| # | Yamatane Corp. | 90200 | &nbsp;&nbsp; 1537458 |
| # | Yamato Corp. | 80400 | &nbsp;&nbsp; 963170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamato Holdings Co. <br> Ltd.<br>| 422200 | &nbsp;&nbsp; 6104668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamato Kogyo Co. <br> Ltd.<br>| 112100 | &nbsp;&nbsp; 6290330 |
|  | Yamaura Corp. | 24100 | &nbsp;&nbsp; 212788 |
|  | Yamaya Corp. | 14210 | &nbsp;&nbsp; 247766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamazaki Baking Co. <br> Ltd.<br>| 383100 | &nbsp;&nbsp; 8183907 |
| # | Yamazen Corp. | 225800 | &nbsp;&nbsp; 2001425 |
|  | Yaoko Co. Ltd. | 89500 | &nbsp;&nbsp; 5792205 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yashima Denki Co. <br> Ltd.<br>| 42800 | &nbsp;&nbsp; 502110 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yaskawa Electric <br> Corp.<br>| 227700 | &nbsp;&nbsp; $4762524 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yasuda Logistics <br> Corp.<br>| 75700 | &nbsp;&nbsp; 991727 |
| # | YE DIGITAL Corp. | 43600 | &nbsp;&nbsp; 188035 |
|  | Yellow Hat Ltd. | 300400 | &nbsp;&nbsp; 3179935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yodogawa Steel <br> Works Ltd.<br>| 526000 | &nbsp;&nbsp; 4048828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yokogawa Bridge <br> Holdings Corp.<br>| 140100 | &nbsp;&nbsp; 2483364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yokogawa Electric <br> Corp.<br>| 284100 | &nbsp;&nbsp; 7572424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yokohama Rubber <br> Co. Ltd. <br>| 532300 | &nbsp;&nbsp; 15219470 |
| # | Yokorei Co. Ltd. | 199000 | &nbsp;&nbsp; 1385813 |
|  | Yokowo Co. Ltd. | 62700 | &nbsp;&nbsp; 650489 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yomeishu Seizo Co. <br> Ltd.<br>| 22000 | &nbsp;&nbsp; 467445 |
|  | Yondenko Corp. | 118380 | &nbsp;&nbsp; 1040465 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yondoshi Holdings, <br> Inc.<br>| 50600 | &nbsp;&nbsp; 581564 |
|  | Yonex Co. Ltd. | 204100 | &nbsp;&nbsp; 4007594 |
| # | Yorozu Corp. | 100910 | &nbsp;&nbsp; 632479 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Yoshimura Food <br> Holdings KK<br>| 33200 | &nbsp;&nbsp; 187357 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yoshinoya Holdings <br> Co. Ltd.<br>| 180000 | &nbsp;&nbsp; 3901242 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yossix Holdings Co. <br> Ltd.<br>| 8500 | &nbsp;&nbsp; 146650 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yotai Refractories Co. <br> Ltd.<br>| 3400 | &nbsp;&nbsp; 38584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuasa Funashoku Co. <br> Ltd.<br>| 2900 | &nbsp;&nbsp; 92198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuasa Trading Co. <br> Ltd.<br>| 74100 | &nbsp;&nbsp; 2302209 |
|  | Yuken Kogyo Co. Ltd. | 4500 | &nbsp;&nbsp; 86249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yukiguni Factory Co. <br> Ltd.<br>| 67618 | &nbsp;&nbsp; 504834 |
|  | Yurtec Corp. | 196400 | &nbsp;&nbsp; 3215053 |
|  | Yushin Co. | 50000 | &nbsp;&nbsp; 208396 |
|  | Yushiro, Inc. | 41200 | &nbsp;&nbsp; 590551 |
| # | Yutaka Foods Corp. | 4000 | &nbsp;&nbsp; 53522 |
|  | Yutaka Giken Co. Ltd. | 2200 | &nbsp;&nbsp; 39565 |
|  | Zacros Corp. | 72800 | &nbsp;&nbsp; 1897133 |
|  | Zaoh Co. Ltd. | 18400 | &nbsp;&nbsp; 292530 |
| # | Zenitaka Corp. | 10937 | &nbsp;&nbsp; 333310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zenkoku Hosho Co. <br> Ltd.<br>| 285000 | &nbsp;&nbsp; 6080517 |
|  | Zenrin Co. Ltd. | 92050 | &nbsp;&nbsp; 672806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zensho Holdings Co. <br> Ltd.<br>| 172797 | &nbsp;&nbsp; 9093172 |
|  | Zeon Corp. | 576100 | &nbsp;&nbsp; 6114437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZERIA Pharmaceutical <br> Co. Ltd.<br>| 72700 | &nbsp;&nbsp; 1003102 |
| # | ZIGExN Co. Ltd. | 233100 | &nbsp;&nbsp; 781684 |
|  | Zojirushi Corp. | 21500 | &nbsp;&nbsp; 256494 |
|  | ZOZO, Inc. | 740700 | &nbsp;&nbsp; 7332462 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Zuiko Corp. | 61135 | &nbsp;&nbsp; $407410 |
| TOTAL JAPAN | TOTAL JAPAN |  | &nbsp;&nbsp; 7444342424 |
| NETHERLANDS — (3.2%) | NETHERLANDS — (3.2%) | NETHERLANDS — (3.2%) | NETHERLANDS — (3.2%) |
|  | Aalberts NV | 464798 | &nbsp;&nbsp; 14855993 |
| Ω | ABN AMRO Bank NV | 1010931 | &nbsp;&nbsp; 29224432 |
|  | Acomo NV | 86252 | &nbsp;&nbsp; 2188030 |
| \*Ω | Adyen NV | 9183 | &nbsp;&nbsp; 15750228 |
|  | Aegon Ltd. (AEG US) | 532037 | &nbsp;&nbsp; 3777463 |
|  | Aegon Ltd. (AGN NA) | 4417781 | &nbsp;&nbsp; 31571794 |
|  | Akzo Nobel NV | 448487 | &nbsp;&nbsp; 28165591 |
| #\*Ω | Alfen NV | 12665 | &nbsp;&nbsp; 156280 |
|  | Allfunds Group PLC | 422500 | &nbsp;&nbsp; 2925477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AMG Critical Materials <br> NV<br>| 102504 | &nbsp;&nbsp; 2886195 |
|  | Aperam SA | 237788 | &nbsp;&nbsp; 6994297 |
|  | Arcadis NV | 312262 | &nbsp;&nbsp; 15584271 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ArcelorMittal SA (MT <br> US)<br>| 803577 | &nbsp;&nbsp; 25417147 |
|  | ASM International NV | 78367 | &nbsp;&nbsp; 37934091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASML Holding NV <br> (ASML NA)<br>| 126227 | &nbsp;&nbsp; 87484512 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ASML Holding NV <br> (ASML US)<br>| 180734 | &nbsp;&nbsp; 125557717 |
|  | ASR Nederland NV | 600547 | &nbsp;&nbsp; 39890680 |
| #\* | Avantium NV | 3322 | &nbsp;&nbsp; 53001 |
| Ω | B&S Group SARL | 114363 | &nbsp;&nbsp; 767043 |
| #\*Ω | Basic-Fit NV | 156697 | &nbsp;&nbsp; 4423640 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; BE Semiconductor <br> Industries NV<br>| 139645 | &nbsp;&nbsp; 18867671 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Brunel International <br> NV<br>| 62559 | &nbsp;&nbsp; 649947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Europacific <br> Partners PLC<br>| 270395 | &nbsp;&nbsp; 26537851 |
|  | Corbion NV | 307895 | &nbsp;&nbsp; 5843174 |
| Ω | CTP NV | 219013 | &nbsp;&nbsp; 4644961 |
| \* | Fastned BV | 733 | &nbsp;&nbsp; 17582 |
|  | Flow Traders Ltd. | 162291 | &nbsp;&nbsp; 4860919 |
|  | ForFarmers NV | 112199 | &nbsp;&nbsp; 482325 |
| # | Fugro NV | 390953 | &nbsp;&nbsp; 5604272 |
|  | HAL Trust | 2269 | &nbsp;&nbsp; 321966 |
|  | Havas NV | 1944279 | &nbsp;&nbsp; 3123146 |
|  | Heineken NV | 248667 | &nbsp;&nbsp; 19518284 |
|  | IMCD NV | 149097 | &nbsp;&nbsp; 16342625 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ING Groep NV (ING <br> US), Sponsored <br> ADR<br>| 17787 | &nbsp;&nbsp; 415504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ING Groep NV (INGA <br> NA)<br>| 2231490 | &nbsp;&nbsp; 52005828 |
| \* | InPost SA | 788930 | &nbsp;&nbsp; 11331158 |
|  | JDE Peet's NV | 270485 | &nbsp;&nbsp; 8021251 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Just Eat <br> Takeaway.com NV <br> (JET LN)<br>| 119982 | &nbsp;&nbsp; 2743946 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Just Eat <br> Takeaway.com NV <br> (TKWY NA)<br>| 6519 | &nbsp;&nbsp; 148910 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
|  | Kendrion NV | 57640 | &nbsp;&nbsp; $706277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Ahold <br> Delhaize NV (AD <br> NA)<br>| 1861947 | &nbsp;&nbsp; 73540202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke BAM <br> Groep NV<br>| 1590527 | &nbsp;&nbsp; 13885680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Heijmans <br> NV<br>| 143047 | &nbsp;&nbsp; 9117348 |
|  | Koninklijke KPN NV | 14717370 | &nbsp;&nbsp; 65749822 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Philips NV <br> (PHG US)<br>| 1083984 | &nbsp;&nbsp; 28400381 |
|  | Koninklijke Vopak NV | 327100 | &nbsp;&nbsp; 15625884 |
|  | Nedap NV | 22758 | &nbsp;&nbsp; 2278567 |
|  | NN Group NV | 881283 | &nbsp;&nbsp; 59341717 |
| #\* | NX Filtration NV | 3533 | &nbsp;&nbsp; 13254 |
|  | OCI NV | 347967 | &nbsp;&nbsp; 2898358 |
| #\* | Pharming Group NV | 1538543 | &nbsp;&nbsp; 1690901 |
| # | PostNL NV | 658503 | &nbsp;&nbsp; 718040 |
|  | Prosus NV (PRX NA) | 778407 | &nbsp;&nbsp; 44467075 |
|  | Randstad NV | 371669 | &nbsp;&nbsp; 17665217 |
|  | SBM Offshore NV | 886185 | &nbsp;&nbsp; 23111028 |
| \* | SIF Holding NV | 9744 | &nbsp;&nbsp; 94325 |
| Ω | Signify NV | 426479 | &nbsp;&nbsp; 10202476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sligro Food Group <br> NV<br>| 68114 | &nbsp;&nbsp; 860953 |
|  | TKH Group NV | 205954 | &nbsp;&nbsp; 8471553 |
| \* | TomTom NV | 112518 | &nbsp;&nbsp; 677430 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Universal Music <br> Group NV<br>| 725237 | &nbsp;&nbsp; 20862814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Van Lanschot Kempen <br> NV<br>| 105539 | &nbsp;&nbsp; 6874323 |
|  | Wolters Kluwer NV | 456840 | &nbsp;&nbsp; 71156903 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | &nbsp;&nbsp; 1135499730 |
| NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) |
|  | a2 Milk Co. Ltd.  | 539823 | &nbsp;&nbsp; 2794538 |
|  | Air New Zealand Ltd. | 6641673 | &nbsp;&nbsp; 2267678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Auckland International <br> Airport Ltd.<br>| 795409 | &nbsp;&nbsp; 3528790 |
|  | Briscoe Group Ltd. | 3458 | &nbsp;&nbsp; 12402 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Channel Infrastructure <br> NZ Ltd.<br>| 1163546 | &nbsp;&nbsp; 1445574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chorus Ltd. (CHRYY <br> US), ADR<br>| 10086 | &nbsp;&nbsp; 257243 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chorus Ltd. (CNU <br> NZ)<br>| 2046206 | &nbsp;&nbsp; 10499591 |
| # | Contact Energy Ltd. | 1281998 | &nbsp;&nbsp; 6870684 |
|  | EBOS Group Ltd. | 184581 | &nbsp;&nbsp; 4447885 |
| \* | Eroad Ltd. | 50575 | &nbsp;&nbsp; 45927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fisher & Paykel <br> Healthcare Corp. <br> Ltd.<br>| 349622 | &nbsp;&nbsp; 7575372 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Fletcher Building Ltd. <br> (FBU AU)<br>| 46679 | &nbsp;&nbsp; 83052 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fletcher Building Ltd. <br> (FBU NZ)<br>| 2939911 | &nbsp;&nbsp; 5244550 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fonterra Co-Operative <br> Group Ltd.<br>| 193658 | &nbsp;&nbsp; $796866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Freightways Group <br> Ltd.<br>| 666237 | &nbsp;&nbsp; 4370941 |
|  | Genesis Energy Ltd. | 1916845 | &nbsp;&nbsp; 2686979 |
| \* | Gentrack Group Ltd. | 111983 | &nbsp;&nbsp; 702081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hallenstein Glasson <br> Holdings Ltd.<br>| 167059 | &nbsp;&nbsp; 855516 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Heartland Group <br> Holdings Ltd.<br>| 3027241 | &nbsp;&nbsp; 1442104 |
| # | Infratil Ltd. | 530312 | &nbsp;&nbsp; 3621024 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Investore Property <br> Ltd.<br>| 569795 | &nbsp;&nbsp; 392344 |
| #\* | KMD Brands Ltd. | 3035664 | &nbsp;&nbsp; 453982 |
|  | Mainfreight Ltd. | 100600 | &nbsp;&nbsp; 3506733 |
|  | Mercury NZ Ltd. | 446849 | &nbsp;&nbsp; 1628226 |
|  | Meridian Energy Ltd. | 199933 | &nbsp;&nbsp; 672150 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Napier Port Holdings <br> Ltd.<br>| 15243 | &nbsp;&nbsp; 28116 |
| # | NZME Ltd. (NZM AU) | 961500 | &nbsp;&nbsp; 653747 |
|  | NZX Ltd. | 1171204 | &nbsp;&nbsp; 1055072 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oceania Healthcare <br> Ltd.<br>| 2481434 | &nbsp;&nbsp; 1005994 |
| # | Port of Tauranga Ltd. | 394422 | &nbsp;&nbsp; 1616569 |
| \* | Rakon Ltd. | 153337 | &nbsp;&nbsp; 72448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Restaurant Brands <br> New Zealand Ltd.<br>| 111871 | &nbsp;&nbsp; 190932 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ryman Healthcare <br> Ltd.<br>| 1709524 | &nbsp;&nbsp; 2512862 |
|  | Sanford Ltd. | 268979 | &nbsp;&nbsp; 904559 |
|  | Scales Corp. Ltd. | 419975 | &nbsp;&nbsp; 1167579 |
| \* | Serko Ltd. | 66043 | &nbsp;&nbsp; 111066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skellerup Holdings <br> Ltd.<br>| 711918 | &nbsp;&nbsp; 1997502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SKY Network <br> Television Ltd.<br>| 795781 | &nbsp;&nbsp; 1448702 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SKYCITY <br> Entertainment <br> Group Ltd.<br>| 2755514 | &nbsp;&nbsp; 1655044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Spark New Zealand <br> Ltd.<br>| 2194754 | &nbsp;&nbsp; 3138220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Steel & Tube Holdings <br> Ltd.<br>| 731601 | &nbsp;&nbsp; 315702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Summerset Group <br> Holdings Ltd.<br>| 1065886 | &nbsp;&nbsp; 7176870 |
| # | Tourism Holdings Ltd. | 671768 | &nbsp;&nbsp; 833324 |
| # | TOWER Ltd. | 911821 | &nbsp;&nbsp; 933629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Turners Automotive <br> Group Ltd.<br>| 18565 | &nbsp;&nbsp; 74790 |
|  | Vector Ltd. | 284783 | &nbsp;&nbsp; 737686 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Vista Group <br> International Ltd.<br>| 335878 | &nbsp;&nbsp; 694934 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Warehouse Group <br> Ltd.<br>| 455162 | &nbsp;&nbsp; 220023 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | &nbsp;&nbsp; 94747602 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (0.7%) | NORWAY — (0.7%) | NORWAY — (0.7%) | NORWAY — (0.7%) |
|  | 2020 Bulkers Ltd. | 63205 | &nbsp;&nbsp; $780581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ABG Sundal Collier <br> Holding ASA<br>| 1577802 | &nbsp;&nbsp; 1068586 |
|  | AF Gruppen ASA | 94521 | &nbsp;&nbsp; 1438820 |
| \* | Akastor ASA | 501896 | &nbsp;&nbsp; 589783 |
|  | Aker ASA, Class A | 14573 | &nbsp;&nbsp; 1003315 |
|  | Aker BioMarine ASA | 2119 | &nbsp;&nbsp; 16295 |
|  | Aker BP ASA | 567338 | &nbsp;&nbsp; 13648220 |
|  | Aker Solutions ASA | 731663 | &nbsp;&nbsp; 2164041 |
|  | Archer Ltd. | 107802 | &nbsp;&nbsp; 246028 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; ArcticZymes <br> Technologies ASA<br>| 45019 | &nbsp;&nbsp; 83805 |
|  | Atea ASA | 305892 | &nbsp;&nbsp; 4215901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Austevoll Seafood <br> ASA<br>| 306909 | &nbsp;&nbsp; 2824208 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; AutoStore Holdings <br> Ltd.<br>| 160654 | &nbsp;&nbsp; 112865 |
| \* | Axactor ASA | 417196 | &nbsp;&nbsp; 361990 |
|  | B2 Impact ASA | 892479 | &nbsp;&nbsp; 1371192 |
|  | Bakkafrost P | 44947 | &nbsp;&nbsp; 1795372 |
|  | Bluenord ASA | 43604 | &nbsp;&nbsp; 2081843 |
|  | Bonheur ASA | 106404 | &nbsp;&nbsp; 2460743 |
|  | Borregaard ASA | 307322 | &nbsp;&nbsp; 5928361 |
|  | Bouvet ASA | 222202 | &nbsp;&nbsp; 1616701 |
| #Ω | BW LPG Ltd. | 471056 | &nbsp;&nbsp; 6262078 |
|  | BW Offshore Ltd. | 502070 | &nbsp;&nbsp; 1690764 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Cadeler AS (CADLR <br> NO)<br>| 128116 | &nbsp;&nbsp; 674436 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cadeler AS (CDLR <br> US), ADR<br>| 6566 | &nbsp;&nbsp; 137623 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cloudberry Clean <br> Energy ASA<br>| 472588 | &nbsp;&nbsp; 626518 |
|  | DNB Bank ASA | 682028 | &nbsp;&nbsp; 17255126 |
|  | DNO ASA | 2226670 | &nbsp;&nbsp; 3040738 |
| # | DOF Group ASA | 279933 | &nbsp;&nbsp; 2563154 |
| Ω | Elkem ASA | 862660 | &nbsp;&nbsp; 2004363 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Elliptic Laboratories <br> ASA<br>| 49251 | &nbsp;&nbsp; 58504 |
| Ω | Elmera Group ASA | 273296 | &nbsp;&nbsp; 899391 |
|  | Elopak ASA | 260005 | &nbsp;&nbsp; 1260637 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ensurge Micropower <br> ASA<br>| 285732 | &nbsp;&nbsp; 37678 |
| \*Ω | Entra ASA | 52679 | &nbsp;&nbsp; 646879 |
|  | Equinor ASA | 1320048 | &nbsp;&nbsp; 33908824 |
| Ω | Europris ASA | 626923 | &nbsp;&nbsp; 5872552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FLEX LNG Ltd. <br> (FLNG NO)<br>| 68867 | &nbsp;&nbsp; 1712696 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; FLEX LNG Ltd. <br> (FLNG US)<br>| 4783 | &nbsp;&nbsp; 119910 |
| # | Frontline PLC | 271218 | &nbsp;&nbsp; 4994276 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gjensidige Forsikring <br> ASA<br>| 36956 | &nbsp;&nbsp; 972077 |
| # | Golar LNG Ltd. | 19800 | &nbsp;&nbsp; 814968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Golden Ocean Group <br> Ltd.<br>| 299018 | &nbsp;&nbsp; 2467514 |
| #\* | Grieg Seafood ASA | 251982 | &nbsp;&nbsp; 1677024 |
|  | Hafnia Ltd. | 612542 | &nbsp;&nbsp; 3366277 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Hexagon Composites <br> ASA<br>| 318507 | &nbsp;&nbsp; $526263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hoegh Autoliners <br> ASA<br>| 400551 | &nbsp;&nbsp; 4025181 |
| Ω | Kid ASA | 112190 | &nbsp;&nbsp; 1584385 |
|  | Kitron ASA | 557120 | &nbsp;&nbsp; 3388504 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Klaveness <br> Combination <br> Carriers ASA<br>| 65421 | &nbsp;&nbsp; 442993 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kongsberg Automotive <br> ASA<br>| 3417073 | &nbsp;&nbsp; 490673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kongsberg Gruppen <br> ASA<br>| 214860 | &nbsp;&nbsp; 6420689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leroy Seafood Group <br> ASA<br>| 245196 | &nbsp;&nbsp; 1115413 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LINK Mobility Group <br> Holding ASA<br>| 797615 | &nbsp;&nbsp; 2544808 |
| # | Magnora ASA | 113322 | &nbsp;&nbsp; 260177 |
|  | Medistim ASA | 10286 | &nbsp;&nbsp; 216072 |
|  | Morrow Bank ASA | 109423 | &nbsp;&nbsp; 128689 |
|  | Mowi ASA | 150940 | &nbsp;&nbsp; 2811627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MPC Container Ships <br> ASA<br>| 1142682 | &nbsp;&nbsp; 2101157 |
| Ω | Multiconsult ASA | 35873 | &nbsp;&nbsp; 741062 |
| \* | Nekkar ASA | 104908 | &nbsp;&nbsp; 101062 |
| #\* | NEL ASA | 1897209 | &nbsp;&nbsp; 482978 |
|  | Norbit ASA | 53940 | &nbsp;&nbsp; 1071913 |
|  | Norconsult Norge AS | 7853 | &nbsp;&nbsp; 32965 |
| \* | Nordic Mining ASA | 36265 | &nbsp;&nbsp; 82062 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nordic Semiconductor <br> ASA<br>| 53268 | &nbsp;&nbsp; 724182 |
|  | Norsk Hydro ASA | 817996 | &nbsp;&nbsp; 4848255 |
| \*Ω | Norske Skog ASA | 167386 | &nbsp;&nbsp; 377911 |
| \* | Northern Ocean Ltd. | 39056 | &nbsp;&nbsp; 23022 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Norwegian Air Shuttle <br> ASA<br>| 150444 | &nbsp;&nbsp; 246077 |
| \* | NRC Group ASA | 13302 | &nbsp;&nbsp; 9698 |
|  | Odfjell Drilling Ltd. | 499918 | &nbsp;&nbsp; 3552165 |
|  | Odfjell SE, Class A | 57461 | &nbsp;&nbsp; 704836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Odfjell Technology <br> Ltd.<br>| 85243 | &nbsp;&nbsp; 410380 |
| \* | OKEA ASA | 140904 | &nbsp;&nbsp; 237635 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Okeanis Eco Tankers <br> Corp.<br>| 63287 | &nbsp;&nbsp; 1518182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Olav Thon <br> Eiendomsselskap <br> ASA<br>| 23024 | &nbsp;&nbsp; 655604 |
| # | Orkla ASA | 151121 | &nbsp;&nbsp; 1589193 |
| \* | Otello Corp. ASA | 132212 | &nbsp;&nbsp; 174020 |
|  | Panoro Energy ASA | 255645 | &nbsp;&nbsp; 596006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paratus Energy <br> Services Ltd.<br>| 35750 | &nbsp;&nbsp; 135696 |
|  | Pareto Bank ASA | 55950 | &nbsp;&nbsp; 503632 |
|  | Pexip Holding ASA | 120836 | &nbsp;&nbsp; 749818 |
| \* | PhotoCure ASA | 16885 | &nbsp;&nbsp; 106001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Protector Forsikring <br> ASA<br>| 144955 | &nbsp;&nbsp; 7077216 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Public Property Invest <br> AS<br>| 18416 | &nbsp;&nbsp; $44023 |
|  | Rana Gruber ASA | 114198 | &nbsp;&nbsp; 792773 |
| # | Salmar ASA | 17953 | &nbsp;&nbsp; 727127 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Salmon Evolution <br> ASA<br>| 421019 | &nbsp;&nbsp; 236194 |
| \* | SATS ASA | 228630 | &nbsp;&nbsp; 868442 |
| \*Ω | Scatec ASA | 433204 | &nbsp;&nbsp; 4298152 |
|  | Sea1 offshore, Inc. | 51334 | &nbsp;&nbsp; 134409 |
| # | Selvaag Bolig ASA | 112142 | &nbsp;&nbsp; 400243 |
| #\*Ω | Shelf Drilling Ltd. | 567337 | &nbsp;&nbsp; 495333 |
| #\* | SmartCraft ASA | 26715 | &nbsp;&nbsp; 67901 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Solstad Maritime <br> Holding AS<br>| 291014 | &nbsp;&nbsp; 703701 |
| \* | Solstad Offshore ASA | 65463 | &nbsp;&nbsp; 317951 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SpareBank 1 <br> Helgeland<br>| 808 | &nbsp;&nbsp; 14770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sparebank 1 <br> Oestlandet<br>| 24428 | &nbsp;&nbsp; 455220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SpareBank 1 <br> Sor-Norge ASA<br>| 354103 | &nbsp;&nbsp; 6201911 |
|  | Sparebanken More | 13664 | &nbsp;&nbsp; 139957 |
|  | Sparebanken Norge | 1063 | &nbsp;&nbsp; 16641 |
|  | Stolt-Nielsen Ltd. | 114201 | &nbsp;&nbsp; 3341785 |
|  | Storebrand ASA | 940744 | &nbsp;&nbsp; 13358828 |
|  | Subsea 7 SA | 403951 | &nbsp;&nbsp; 7828152 |
|  | Telenor ASA | 397455 | &nbsp;&nbsp; 6097316 |
|  | TGS ASA | 510380 | &nbsp;&nbsp; 3749680 |
| \* | Thor Medical ASA | 229480 | &nbsp;&nbsp; 54623 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; TOMRA Systems <br> ASA<br>| 96069 | &nbsp;&nbsp; 1334406 |
|  | Var Energi ASA | 593287 | &nbsp;&nbsp; 2032219 |
|  | Veidekke ASA | 379003 | &nbsp;&nbsp; 6023700 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Vend Marketplaces <br> ASA<br>| 15308 | &nbsp;&nbsp; 604237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vend Marketplaces <br> ASA, Class B<br>| 26608 | &nbsp;&nbsp; 999762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wallenius Wilhelmsen <br> ASA<br>| 297461 | &nbsp;&nbsp; 2661140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wilh Wilhelmsen <br> Holding ASA, <br> Class A<br>| 51941 | &nbsp;&nbsp; 2396878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yara International <br> ASA<br>| 137167 | &nbsp;&nbsp; 5070672 |
| # | Zalaris ASA | 8590 | &nbsp;&nbsp; 62426 |
| \* | Zaptec ASA | 39092 | &nbsp;&nbsp; 91073 |
| TOTAL NORWAY | TOTAL NORWAY |  | &nbsp;&nbsp; 261302504 |
| PORTUGAL — (0.4%) | PORTUGAL — (0.4%) | PORTUGAL — (0.4%) | PORTUGAL — (0.4%) |
| # | Altri SGPS SA | 345107 | &nbsp;&nbsp; 1878170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Comercial <br> Portugues SA, <br> Class R<br>| 43547651 | &nbsp;&nbsp; 35758908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corticeira Amorim <br> SGPS SA<br>| 45927 | &nbsp;&nbsp; 408207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTT-Correios de <br> Portugal SA<br>| 261986 | &nbsp;&nbsp; 2207879 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PORTUGAL — (Continued) | PORTUGAL — (Continued) | PORTUGAL — (Continued) | PORTUGAL — (Continued) |
| # | EDP Renovaveis SA | 615036 | &nbsp;&nbsp; $7220957 |
|  | EDP SA (EDP PL) | 3736416 | &nbsp;&nbsp; 16150136 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; EDP SA (EDPFY US), <br> Sponsored ADR<br>| 7202 | &nbsp;&nbsp; 310856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galp Energia SGPS <br> SA<br>| 1755858 | &nbsp;&nbsp; 33528520 |
|  | Ibersol SGPS SA | 28374 | &nbsp;&nbsp; 303079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jeronimo Martins <br> SGPS SA<br>| 360889 | &nbsp;&nbsp; 8797630 |
| # | Mota-Engil SGPS SA | 266220 | &nbsp;&nbsp; 1360312 |
| # | Navigator Co. SA | 1046366 | &nbsp;&nbsp; 3695619 |
|  | NOS SGPS SA | 887932 | &nbsp;&nbsp; 3660166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; REN - Redes <br> Energeticas <br> Nacionais SGPS <br> SA<br>| 1159548 | &nbsp;&nbsp; 3934933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Semapa-Sociedade <br> de Investimento e <br> Gestao<br>| 9521 | &nbsp;&nbsp; 186371 |
|  | Sonae SGPS SA | 4568937 | &nbsp;&nbsp; 6592585 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | &nbsp;&nbsp; 125994328 |
| SINGAPORE — (1.1%) | SINGAPORE — (1.1%) | SINGAPORE — (1.1%) | SINGAPORE — (1.1%) |
| \*†† | Abterra Ltd. | 189000 | &nbsp;&nbsp; 0 |
| \* | AEM Holdings Ltd. | 1060312 | &nbsp;&nbsp; 1306336 |
|  | Aztech Global Ltd. | 716200 | &nbsp;&nbsp; 365831 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Banyan Tree Holdings <br> Ltd.<br>| 733700 | &nbsp;&nbsp; 360485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bonvests Holdings <br> Ltd.<br>| 51600 | &nbsp;&nbsp; 39570 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Boustead Singapore <br> Ltd.<br>| 1326646 | &nbsp;&nbsp; 1582048 |
|  | BRC Asia Ltd. | 28600 | &nbsp;&nbsp; 78876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bukit Sembawang <br> Estates Ltd.<br>| 641900 | &nbsp;&nbsp; 2113662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bund Center <br> Investment Ltd.<br>| 316000 | &nbsp;&nbsp; 92402 |
| # | Capitaland India Trust | 2793421 | &nbsp;&nbsp; 2556056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CapitaLand <br> Investment Ltd.<br>| 3088600 | &nbsp;&nbsp; 6578107 |
|  | Centurion Corp. Ltd. | 909800 | &nbsp;&nbsp; 1194479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Aviation Oil <br> Singapore Corp. <br> Ltd.<br>| 940100 | &nbsp;&nbsp; 809749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Sunsine <br> Chemical Holdings <br> Ltd.<br>| 3113200 | &nbsp;&nbsp; 1674532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; City Developments <br> Ltd.<br>| 1471300 | &nbsp;&nbsp; 6965386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ComfortDelGro Corp. <br> Ltd.<br>| 3914669 | &nbsp;&nbsp; 4602187 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; COSCO Shipping <br> International <br> Singapore Co. Ltd.<br>| 3734600 | &nbsp;&nbsp; 355762 |
|  | CSE Global Ltd. | 1934076 | &nbsp;&nbsp; 965271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DBS Group Holdings <br> Ltd.<br>| 1692847 | &nbsp;&nbsp; 62135050 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
| \* | Del Monte Pacific Ltd. | 489582 | &nbsp;&nbsp; $33457 |
| # | Delfi Ltd. | 899500 | &nbsp;&nbsp; 580236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DFI Retail Group <br> Holdings Ltd.<br>| 953900 | &nbsp;&nbsp; 3288523 |
| #\*†† | Ezion Holdings Ltd. | 4315348 | &nbsp;&nbsp; 0 |
| #\*†† | Ezra Holdings Ltd. | 3719565 | &nbsp;&nbsp; 0 |
|  | Far East Orchard Ltd. | 923873 | &nbsp;&nbsp; 818480 |
|  | First Resources Ltd. | 2145100 | &nbsp;&nbsp; 2502711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Food Empire Holdings <br> Ltd.<br>| 1029400 | &nbsp;&nbsp; 1860431 |
|  | Fraser & Neave Ltd. | 13300 | &nbsp;&nbsp; 14618 |
|  | Frasers Property Ltd. | 1192200 | &nbsp;&nbsp; 861302 |
| # | Frencken Group Ltd. | 1501400 | &nbsp;&nbsp; 1905026 |
| \* | Fu Yu Corp. Ltd. | 1787400 | &nbsp;&nbsp; 147747 |
| \* | Gallant Venture Ltd. | 2485000 | &nbsp;&nbsp; 160602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genting Singapore <br> Ltd.<br>| 14546500 | &nbsp;&nbsp; 8205440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Geo Energy <br> Resources Ltd.<br>| 3320700 | &nbsp;&nbsp; 865686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Golden <br> Agri-Resources <br> Ltd.<br>| 29624669 | &nbsp;&nbsp; 5799148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grand Venture <br> Technology Ltd.<br>| 25000 | &nbsp;&nbsp; 17713 |
|  | GSH Corp. Ltd. | 52560 | &nbsp;&nbsp; 6963 |
|  | GuocoLand Ltd. | 1056121 | &nbsp;&nbsp; 1372671 |
| # | Haw Par Corp. Ltd. | 369600 | &nbsp;&nbsp; 3942185 |
|  | Hiap Hoe Ltd. | 128000 | &nbsp;&nbsp; 53132 |
|  | Ho Bee Land Ltd. | 950000 | &nbsp;&nbsp; 1483672 |
| # | Hong Fok Corp. Ltd. | 1647888 | &nbsp;&nbsp; 1025535 |
|  | Hong Leong Asia Ltd. | 2480200 | &nbsp;&nbsp; 3125549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Leong Finance <br> Ltd.<br>| 162800 | &nbsp;&nbsp; 339718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hongkong Land <br> Holdings Ltd.<br>| 1660400 | &nbsp;&nbsp; 10030030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hotel Grand Central <br> Ltd.<br>| 183373 | &nbsp;&nbsp; 102933 |
| # | Hour Glass Ltd. | 717000 | &nbsp;&nbsp; 1109514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hutchison Port <br> Holdings Trust<br>| 19241400 | &nbsp;&nbsp; 3835561 |
| #\*†† | Hyflux Ltd. | 2064700 | &nbsp;&nbsp; 0 |
| # | iFAST Corp. Ltd. | 461000 | &nbsp;&nbsp; 3207513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indofood Agri <br> Resources Ltd.<br>| 10388800 | &nbsp;&nbsp; 2722635 |
|  | InnoTek Ltd. | 433700 | &nbsp;&nbsp; 143436 |
|  | ISDN Holdings Ltd. | 564878 | &nbsp;&nbsp; 160843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jardine Cycle & <br> Carriage Ltd.<br>| 303797 | &nbsp;&nbsp; 6151830 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Jurong Technologies <br> Industrial Corp. Ltd.<br>| 213200 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keppel Infrastructure <br> Trust<br>| 8857357 | &nbsp;&nbsp; 2995000 |
|  | Keppel Ltd. | 2450200 | &nbsp;&nbsp; 15918550 |
|  | LHN Ltd. | 179300 | &nbsp;&nbsp; 108491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Low Keng Huat <br> Singapore Ltd.<br>| 293000 | &nbsp;&nbsp; 98883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mandarin Oriental <br> International Ltd.<br>| 201600 | &nbsp;&nbsp; 398391 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Marco Polo Marine <br> Ltd.<br>| 7705400 | &nbsp;&nbsp; $344132 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mermaid Maritime <br> PCL<br>| 134500 | &nbsp;&nbsp; 12618 |
|  | Metro Holdings Ltd. | 1879500 | &nbsp;&nbsp; 629839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mewah International, <br> Inc.<br>| 47900 | &nbsp;&nbsp; 9800 |
| #\*†† | Midas Holdings Ltd. | 4664147 | &nbsp;&nbsp; 0 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nanofilm Technologies <br> International Ltd.<br>| 435700 | &nbsp;&nbsp; 245099 |
|  | Netlink NBN Trust | 4130800 | &nbsp;&nbsp; 2845808 |
| \* | Oceanus Group Ltd. | 1015400 | &nbsp;&nbsp; 4630 |
|  | OKP Holdings Ltd. | 77700 | &nbsp;&nbsp; 56296 |
|  | Olam Group Ltd. | 2281075 | &nbsp;&nbsp; 1824127 |
|  | OUE Ltd. | 1147100 | &nbsp;&nbsp; 987927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oversea-Chinese <br> Banking Corp. Ltd.<br>| 2122568 | &nbsp;&nbsp; 27506694 |
| \* | Oxley Holdings Ltd. | 5294296 | &nbsp;&nbsp; 459361 |
|  | Pan-United Corp. Ltd. | 410700 | &nbsp;&nbsp; 312366 |
|  | Propnex Ltd. | 599800 | &nbsp;&nbsp; 636376 |
|  | PSC Corp. Ltd. | 215900 | &nbsp;&nbsp; 65582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Q&M Dental Group <br> Singapore Ltd.<br>| 1331040 | &nbsp;&nbsp; 404481 |
|  | QAF Ltd. | 1042065 | &nbsp;&nbsp; 709408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Raffles Medical Group <br> Ltd.<br>| 2200863 | &nbsp;&nbsp; 1673103 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Rex International <br> Holding Ltd.<br>| 2177600 | &nbsp;&nbsp; 328673 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Riverstone Holdings <br> Ltd.<br>| 1440300 | &nbsp;&nbsp; 781197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samudera Shipping <br> Line Ltd.<br>| 815900 | &nbsp;&nbsp; 651691 |
|  | SATS Ltd. | 761021 | &nbsp;&nbsp; 1856925 |
|  | SBS Transit Ltd. | 96100 | &nbsp;&nbsp; 232066 |
|  | Seatrium Ltd. | 6103791 | &nbsp;&nbsp; 10608148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sembcorp Industries <br> Ltd.<br>| 2002300 | &nbsp;&nbsp; 11905851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sheng Siong Group <br> Ltd.<br>| 2739200 | &nbsp;&nbsp; 4421846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SIA Engineering Co. <br> Ltd.<br>| 281200 | &nbsp;&nbsp; 664470 |
|  | Sing Holdings Ltd. | 392300 | &nbsp;&nbsp; 126716 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Singapore Airlines <br> Ltd.<br>| 3851900 | &nbsp;&nbsp; 20119102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singapore Exchange <br> Ltd.<br>| 1399400 | &nbsp;&nbsp; 17158886 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Singapore Land <br> Group Ltd.<br>| 560723 | &nbsp;&nbsp; 1150271 |
| # | Singapore Post Ltd. | 5712616 | &nbsp;&nbsp; 2146288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singapore <br> Technologies <br> Engineering Ltd.<br>| 2257000 | &nbsp;&nbsp; 15183470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singapore <br> Telecommunications <br> Ltd.<br>| 801350 | &nbsp;&nbsp; 2388141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stamford Land Corp. <br> Ltd.<br>| 2191276 | &nbsp;&nbsp; 734385 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | StarHub Ltd. | 2183310 | &nbsp;&nbsp; $2068289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Straits Trading Co. <br> Ltd.<br>| 604023 | &nbsp;&nbsp; 748497 |
| #\*†† | Swiber Holdings Ltd. | 1301500 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Thomson Medical <br> Group Ltd.<br>| 5667600 | &nbsp;&nbsp; 226983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tiong Woon Corp. <br> Holding Ltd.<br>| 160750 | &nbsp;&nbsp; 96937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tuan Sing Holdings <br> Ltd.<br>| 3292717 | &nbsp;&nbsp; 718717 |
|  | UMS Integration Ltd. | 2202908 | &nbsp;&nbsp; 2565200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Overseas Bank <br> Ltd.<br>| 1510989 | &nbsp;&nbsp; 41979410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Overseas <br> Insurance Ltd.<br>| 1900 | &nbsp;&nbsp; 11715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UOB-Kay Hian <br> Holdings Ltd.<br>| 1509537 | &nbsp;&nbsp; 2724933 |
|  | UOL Group Ltd. | 1280888 | &nbsp;&nbsp; 6771019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valuetronics Holdings <br> Ltd.<br>| 2445960 | &nbsp;&nbsp; 1457558 |
|  | Venture Corp. Ltd. | 780400 | &nbsp;&nbsp; 7740971 |
|  | Vicom Ltd. | 9600 | &nbsp;&nbsp; 11822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wee Hur Holdings <br> Ltd.<br>| 1189200 | &nbsp;&nbsp; 585663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wilmar International <br> Ltd.<br>| 2693500 | &nbsp;&nbsp; 6096351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wing Tai Holdings <br> Ltd.<br>| 2023924 | &nbsp;&nbsp; 2119177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yangzijiang <br> Shipbuilding <br> Holdings Ltd.<br>| 7940900 | &nbsp;&nbsp; 15575503 |
|  | Yeo Hiap Seng Ltd. | 64554 | &nbsp;&nbsp; 30344 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp; 399884806 |
| SOUTH AFRICA — (0.0%) | SOUTH AFRICA — (0.0%) | SOUTH AFRICA — (0.0%) | SOUTH AFRICA — (0.0%) |
| \* | Valterra Platinum Ltd. | 119353 | &nbsp;&nbsp; 5327675 |
| SPAIN — (2.8%) | SPAIN — (2.8%) | SPAIN — (2.8%) | SPAIN — (2.8%) |
|  | Acciona SA | 88160 | &nbsp;&nbsp; 16908634 |
| # | Acerinox SA | 738861 | &nbsp;&nbsp; 8526087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ACS Actividades de <br> Construccion y <br> Servicios SA<br>| 798264 | &nbsp;&nbsp; 55091987 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Adveo Group <br> International SA<br>| 60568 | &nbsp;&nbsp; 0 |
| Ω | Aedas Homes SA | 36395 | &nbsp;&nbsp; 875802 |
| Ω | Aena SME SA | 897990 | &nbsp;&nbsp; 24181173 |
|  | Alantra Partners SA | 4656 | &nbsp;&nbsp; 44214 |
|  | Almirall SA | 242734 | &nbsp;&nbsp; 2921822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amadeus IT Group <br> SA<br>| 603233 | &nbsp;&nbsp; 48435841 |
| #\* | Amper SA | 3249774 | &nbsp;&nbsp; 528548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atresmedia Corp. de <br> Medios de <br> Comunicacion SA<br>| 290217 | &nbsp;&nbsp; 1640059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Audax Renovables <br> SA<br>| 75792 | &nbsp;&nbsp; 125036 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
|  | Azkoyen SA | 55415 | &nbsp;&nbsp; $550372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya <br> Argentaria SA <br> (BBVA SM)<br>| 6497154 | &nbsp;&nbsp; 108361204 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya <br> Argentaria SA <br> (BBVA US), <br> Sponsored ADR<br>| 1921501 | &nbsp;&nbsp; 32146712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco de Sabadell <br> SA<br>| 20339535 | &nbsp;&nbsp; 75071199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Santander SA <br> (SAN SM)<br>| 11550342 | &nbsp;&nbsp; 99226468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Santander SA <br> (SAN US), <br> Sponsored ADR<br>| 93721 | &nbsp;&nbsp; 806938 |
|  | Bankinter SA | 3101692 | &nbsp;&nbsp; 44274241 |
|  | CaixaBank SA | 6287220 | &nbsp;&nbsp; 59152083 |
| Ω | Cellnex Telecom SA | 343195 | &nbsp;&nbsp; 12111187 |
| # | CIE Automotive SA | 228491 | &nbsp;&nbsp; 6860179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Construcciones y <br> Auxiliar de <br> Ferrocarriles SA<br>| 85510 | &nbsp;&nbsp; 5178170 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Corp. ACCIONA <br> Energias <br> Renovables SA<br>| 92358 | &nbsp;&nbsp; 2486531 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Distribuidora <br> Internacional de <br> Alimentacion SA<br>| 36148 | &nbsp;&nbsp; 1183845 |
| # | Ebro Foods SA | 177872 | &nbsp;&nbsp; 3472518 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; eDreams ODIGEO <br> SA<br>| 102679 | &nbsp;&nbsp; 971835 |
| # | Elecnor SA | 103773 | &nbsp;&nbsp; 2821812 |
| # | Enagas SA | 491493 | &nbsp;&nbsp; 7361330 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ence Energia y <br> Celulosa SA<br>| 475928 | &nbsp;&nbsp; 1497670 |
|  | Endesa SA | 621334 | &nbsp;&nbsp; 18006405 |
|  | Ercros SA | 552483 | &nbsp;&nbsp; 1962369 |
|  | Faes Farma SA | 1086181 | &nbsp;&nbsp; 5380409 |
| # | Ferrovial SE | 336585 | &nbsp;&nbsp; 17254328 |
|  | Fluidra SA | 150763 | &nbsp;&nbsp; 3760123 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Gestamp Automocion <br> SA<br>| 554927 | &nbsp;&nbsp; 2085973 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Global Dominion <br> Access SA<br>| 281849 | &nbsp;&nbsp; 1083247 |
| \* | Grifols SA | 148821 | &nbsp;&nbsp; 2217452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana <br> Occidente SA<br>| 140839 | &nbsp;&nbsp; 7853970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Empresarial <br> San Jose SA<br>| 73112 | &nbsp;&nbsp; 510566 |
|  | Iberdrola SA | 1772937 | &nbsp;&nbsp; 31161695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iberpapel Gestion SA <br> (IBG SM)<br>| 7706 | &nbsp;&nbsp; 174801 |
| # | Indra Sistemas SA | 469803 | &nbsp;&nbsp; 19461125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industria de Diseno <br> Textil SA<br>| 873477 | &nbsp;&nbsp; 41723397 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Laboratorios <br> Farmaceuticos Rovi <br> SA<br>| 108111 | &nbsp;&nbsp; $6673363 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Linea Directa <br> Aseguradora SA <br> Cia de Seguros y <br> Reaseguros<br>| 666372 | &nbsp;&nbsp; 1026648 |
|  | Logista Integral SA | 315807 | &nbsp;&nbsp; 9995456 |
|  | Mapfre SA | 3959364 | &nbsp;&nbsp; 16124814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Melia Hotels <br> International SA<br>| 355210 | &nbsp;&nbsp; 3153990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miquel y Costas & <br> Miquel SA<br>| 136441 | &nbsp;&nbsp; 2210721 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Naturgy Energy Group <br> SA<br>| 203307 | &nbsp;&nbsp; 6376301 |
| Ω | Neinor Homes SA | 85069 | &nbsp;&nbsp; 1653464 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nueva Expresion <br> Textil SA<br>| 93237 | &nbsp;&nbsp; 49663 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Obrascon Huarte Lain <br> SA<br>| 2055981 | &nbsp;&nbsp; 772233 |
| #\* | Oryzon Genomics SA | 17553 | &nbsp;&nbsp; 52684 |
|  | Pharma Mar SA | 11766 | &nbsp;&nbsp; 1072524 |
|  | Prim SA | 7030 | &nbsp;&nbsp; 97806 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Promotora de <br> Informaciones SA, <br> Class A<br>| 715854 | &nbsp;&nbsp; 285101 |
| Ω | Prosegur Cash SA | 530415 | &nbsp;&nbsp; 454266 |
|  | Realia Business SA | 620075 | &nbsp;&nbsp; 664450 |
|  | Redeia Corp. SA | 769817 | &nbsp;&nbsp; 14923659 |
|  | Repsol SA (REP SM) | 3125645 | &nbsp;&nbsp; 47390252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Repsol SA (REPYY <br> US), Sponsored <br> ADR<br>| 74825 | &nbsp;&nbsp; 1141088 |
|  | Sacyr SA | 1721676 | &nbsp;&nbsp; 7049847 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Solaria Energia y <br> Medio Ambiente <br> SA<br>| 206526 | &nbsp;&nbsp; 2655532 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp; Soltec Power Holdings <br> SA<br>| 5663 | &nbsp;&nbsp; 1939 |
| #\*Ω | Talgo SA | 106591 | &nbsp;&nbsp; 368680 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tecnicas Reunidas <br> SA<br>| 115492 | &nbsp;&nbsp; 2844203 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Telefonica SA (TEF <br> SM)<br>| 10842264 | &nbsp;&nbsp; 55954677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telefonica SA (TEF <br> US), Sponsored <br> ADR<br>| 70329 | &nbsp;&nbsp; 361491 |
| # | Tubacex SA | 456505 | &nbsp;&nbsp; 1901462 |
| \* | Tubos Reunidos SA | 28836 | &nbsp;&nbsp; 17434 |
| Ω | Unicaja Banco SA | 3920205 | &nbsp;&nbsp; 10299936 |
|  | Vidrala SA | 76793 | &nbsp;&nbsp; 8266500 |
|  | Viscofan SA | 183585 | &nbsp;&nbsp; 12562293 |
| TOTAL SPAIN | TOTAL SPAIN |  | &nbsp;&nbsp; 991851834 |
| SWEDEN — (2.7%) | SWEDEN — (2.7%) | SWEDEN — (2.7%) | SWEDEN — (2.7%) |
|  | AAK AB | 166713 | &nbsp;&nbsp; 4288595 |
| Ω | AcadeMedia AB | 407980 | &nbsp;&nbsp; 3735787 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | AddLife AB, Class B | 240899 | &nbsp;&nbsp; $4242266 |
|  | Addnode Group AB | 323648 | &nbsp;&nbsp; 3702977 |
|  | AddTech AB, Class B | 358034 | &nbsp;&nbsp; 12036452 |
|  | AFRY AB | 309610 | &nbsp;&nbsp; 4792319 |
|  | Alfa Laval AB | 191992 | &nbsp;&nbsp; 8341592 |
| Ω | Alimak Group AB | 154649 | &nbsp;&nbsp; 2650551 |
|  | Alleima AB | 542742 | &nbsp;&nbsp; 3835540 |
|  | Alligo AB, Class B | 110109 | &nbsp;&nbsp; 1182374 |
| Ω | Ambea AB | 385415 | &nbsp;&nbsp; 4848719 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Annehem Fastigheter <br> AB, Class B<br>| 317169 | &nbsp;&nbsp; 543567 |
|  | AQ Group AB | 156164 | &nbsp;&nbsp; 3182694 |
|  | Arise AB | 118277 | &nbsp;&nbsp; 415140 |
|  | Arjo AB, Class B | 818308 | &nbsp;&nbsp; 2851616 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asmodee Group AB, <br> Class B<br>| 173189 | &nbsp;&nbsp; 2181072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Assa Abloy AB, <br> Class B<br>| 349304 | &nbsp;&nbsp; 11558550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atlas Copco AB <br> (ATCOA SS), <br> Class A<br>| 2042559 | &nbsp;&nbsp; 31104873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atlas Copco AB <br> (ATCOB SS), <br> Class B<br>| 1164748 | &nbsp;&nbsp; 15762712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atrium Ljungberg AB, <br> Class B<br>| 577670 | &nbsp;&nbsp; 1868400 |
| Ω | Attendo AB | 466337 | &nbsp;&nbsp; 3258478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avanza Bank Holding <br> AB<br>| 331218 | &nbsp;&nbsp; 12201928 |
|  | Axfood AB | 223360 | &nbsp;&nbsp; 6655749 |
|  | Beijer Alma AB | 148925 | &nbsp;&nbsp; 4006728 |
| # | Beijer Ref AB | 210000 | &nbsp;&nbsp; 3525248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bergman & Beving <br> AB<br>| 131120 | &nbsp;&nbsp; 4215850 |
|  | Betsson AB, Class B | 689732 | &nbsp;&nbsp; 11678796 |
| #\* | Better Collective AS | 100558 | &nbsp;&nbsp; 1416937 |
| \* | BHG Group AB | 271601 | &nbsp;&nbsp; 645164 |
| \* | BICO Group AB | 12201 | &nbsp;&nbsp; 45444 |
|  | Bilia AB, Class A | 368992 | &nbsp;&nbsp; 4335400 |
|  | Billerud Aktiebolag | 633643 | &nbsp;&nbsp; 5380086 |
|  | BioGaia AB, Class B | 203523 | &nbsp;&nbsp; 2036407 |
|  | Bjorn Borg AB | 94604 | &nbsp;&nbsp; 559030 |
| \* | Boliden AB | 530095 | &nbsp;&nbsp; 16225796 |
| \* | Bonava AB, Class B | 1086742 | &nbsp;&nbsp; 1273192 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; BoneSupport Holding <br> AB<br>| 5101 | &nbsp;&nbsp; 172059 |
| \*Ω | Boozt AB | 31308 | &nbsp;&nbsp; 278729 |
| Ω | Bravida Holding AB | 311457 | &nbsp;&nbsp; 2922695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BTS Group AB, <br> Class B<br>| 400 | &nbsp;&nbsp; 8454 |
|  | Bufab AB | 552281 | &nbsp;&nbsp; 5477057 |
|  | Bulten AB | 53704 | &nbsp;&nbsp; 323043 |
|  | Bure Equity AB | 287877 | &nbsp;&nbsp; 8498505 |
|  | Byggmax Group AB | 288306 | &nbsp;&nbsp; 1712402 |
| \* | Camurus AB | 46160 | &nbsp;&nbsp; 3202755 |
| \* | Carasent AB | 2705 | &nbsp;&nbsp; 8185 |
| # | Castellum AB | 361326 | &nbsp;&nbsp; 4113176 |
|  | Catella AB | 107213 | &nbsp;&nbsp; 324770 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | Catena AB | 83708 | &nbsp;&nbsp; $3781443 |
| \* | Cavotec Group AB | 3925 | &nbsp;&nbsp; 7057 |
|  | Cellavision AB | 27597 | &nbsp;&nbsp; 493755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cibus Nordic Real <br> Estate AB publ<br>| 110167 | &nbsp;&nbsp; 1951928 |
| \* | Cint Group AB | 467181 | &nbsp;&nbsp; 340510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clas Ohlson AB, <br> Class B<br>| 233515 | &nbsp;&nbsp; 8125043 |
|  | Cloetta AB, Class B | 1079119 | &nbsp;&nbsp; 3470490 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Coor Service <br> Management <br> Holding AB<br>| 260518 | &nbsp;&nbsp; 1224489 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Corem Property <br> Group AB (COREB <br> SS), Class B<br>| 1241335 | &nbsp;&nbsp; 553674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corem Property <br> Group AB (CORED <br> SS), Class D<br>| 6348 | &nbsp;&nbsp; 153570 |
|  | CTT Systems AB | 8413 | &nbsp;&nbsp; 188843 |
|  | Dios Fastigheter AB | 292589 | &nbsp;&nbsp; 1922248 |
| Ω | Dometic Group AB | 916537 | &nbsp;&nbsp; 4629820 |
|  | Duni AB | 4507 | &nbsp;&nbsp; 42007 |
| \*Ω | Dustin Group AB | 3088422 | &nbsp;&nbsp; 505256 |
| \* | Dynavox Group AB | 63945 | &nbsp;&nbsp; 826575 |
|  | Eastnine AB | 379021 | &nbsp;&nbsp; 1828226 |
|  | Elanders AB, Class B | 22532 | &nbsp;&nbsp; 132257 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Electrolux AB, <br> Class B<br>| 325439 | &nbsp;&nbsp; 1982119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electrolux <br> Professional AB, <br> Class B<br>| 678724 | &nbsp;&nbsp; 4611735 |
|  | Elekta AB, Class B | 959447 | &nbsp;&nbsp; 4731144 |
| \* | Embracer Group AB | 254948 | &nbsp;&nbsp; 2637333 |
| \* | Enad Global 7 AB | 12910 | &nbsp;&nbsp; 16689 |
| \* | Enea AB | 50256 | &nbsp;&nbsp; 378937 |
|  | Engcon AB | 53735 | &nbsp;&nbsp; 421058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eolus Vind AB, <br> Class B<br>| 5761 | &nbsp;&nbsp; 31751 |
|  | Ependion AB | 18222 | &nbsp;&nbsp; 219937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Epiroc AB (EPIA SS), <br> Class A<br>| 489587 | &nbsp;&nbsp; 9964639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Epiroc AB (EPIB SS), <br> Class B<br>| 292831 | &nbsp;&nbsp; 5249285 |
| # | EQT AB | 38171 | &nbsp;&nbsp; 1275831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Essity AB (ESSITYA <br> SS), Class A<br>| 28265 | &nbsp;&nbsp; 697055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Essity AB (ESSITYB <br> SS), Class B<br>| 645520 | &nbsp;&nbsp; 15916916 |
| Ω | Evolution AB | 92122 | &nbsp;&nbsp; 8195270 |
|  | Ework Group AB | 36243 | &nbsp;&nbsp; 392167 |
| # | Fabege AB | 276784 | &nbsp;&nbsp; 2318162 |
|  | Fagerhult Group AB | 166053 | &nbsp;&nbsp; 641284 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fastighets AB Balder, <br> Class B<br>| 678942 | &nbsp;&nbsp; 4584279 |
| \* | Fastighets AB Trianon | 28485 | &nbsp;&nbsp; 54855 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fastighetsbolaget <br> Emilshus AB, <br> Class B<br>| 9174 | &nbsp;&nbsp; 46990 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FastPartner AB <br> (FPARA SS), <br> Class A<br>| 82138 | &nbsp;&nbsp; $419147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FastPartner AB <br> (FPARD SS), <br> Class D<br>| 6110 | &nbsp;&nbsp; 47704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fenix Outdoor <br> International AG<br>| 9035 | &nbsp;&nbsp; 462368 |
| \* | Ferronordic AB | 4364 | &nbsp;&nbsp; 21153 |
|  | G5 Entertainment AB | 18474 | &nbsp;&nbsp; 198992 |
|  | Getinge AB, Class B | 532132 | &nbsp;&nbsp; 10503362 |
|  | Granges AB | 538929 | &nbsp;&nbsp; 7226570 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Green Landscaping <br> Group AB<br>| 9902 | &nbsp;&nbsp; 56712 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; H & M Hennes & <br> Mauritz AB, <br> Class B<br>| 551754 | &nbsp;&nbsp; 7433031 |
|  | Hanza AB | 97222 | &nbsp;&nbsp; 1106767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heba Fastighets AB, <br> Class B<br>| 141719 | &nbsp;&nbsp; 447285 |
|  | Hemnet Group AB | 198863 | &nbsp;&nbsp; 5726950 |
|  | Hexagon AB, Class B | 747009 | &nbsp;&nbsp; 8208194 |
| #\* | Hexatronic Group AB | 448144 | &nbsp;&nbsp; 951842 |
|  | Hexpol AB | 711767 | &nbsp;&nbsp; 6129017 |
| \* | HMS Networks AB | 100558 | &nbsp;&nbsp; 4225421 |
| Ω | Hoist Finance AB | 252896 | &nbsp;&nbsp; 2491730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Holmen AB (HOLMB <br> SS), Class B<br>| 141050 | &nbsp;&nbsp; 5242351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hufvudstaden AB, <br> Class A<br>| 156396 | &nbsp;&nbsp; 1892489 |
|  | Humana AB | 116368 | &nbsp;&nbsp; 439846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Husqvarna AB <br> (HUSQA SS), <br> Class A<br>| 60179 | &nbsp;&nbsp; 325488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Husqvarna AB <br> (HUSQB SS), <br> Class B<br>| 708309 | &nbsp;&nbsp; 3836274 |
|  | Indutrade AB | 370294 | &nbsp;&nbsp; 8992367 |
|  | Instalco AB | 754498 | &nbsp;&nbsp; 1975633 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Petroleum Corp. <br> (IPCO CN)<br>| 23432 | &nbsp;&nbsp; 390645 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Petroleum Corp. <br> (IPCO SS)<br>| 414659 | &nbsp;&nbsp; 6944612 |
|  | INVISIO AB | 60346 | &nbsp;&nbsp; 1955275 |
|  | Inwido AB | 373195 | &nbsp;&nbsp; 6938833 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ITAB Shop Concept <br> AB<br>| 13055 | &nbsp;&nbsp; 23125 |
|  | JM AB | 214473 | &nbsp;&nbsp; 3073396 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; John Mattson <br> Fastighetsforetagen <br> AB<br>| 40729 | &nbsp;&nbsp; 255477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kabe Group AB, <br> Class B<br>| 1643 | &nbsp;&nbsp; 43066 |
| \* | Karnov Group AB | 155881 | &nbsp;&nbsp; 1847339 |
| #\* | K-fast Holding AB | 143336 | &nbsp;&nbsp; 241512 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Klarabo Sverige AB, <br> Class B<br>| 26335 | &nbsp;&nbsp; $41163 |
|  | KNOW IT AB | 114953 | &nbsp;&nbsp; 1373005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lagercrantz Group <br> AB, Class B<br>| 631476 | &nbsp;&nbsp; 14661064 |
|  | Lifco AB, Class B | 132131 | &nbsp;&nbsp; 4706649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lime Technologies <br> AB<br>| 22454 | &nbsp;&nbsp; 872518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lindab International <br> AB<br>| 315548 | &nbsp;&nbsp; 6632370 |
|  | Loomis AB | 367201 | &nbsp;&nbsp; 14518870 |
| \* | Medcap AB | 23770 | &nbsp;&nbsp; 1580325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medicover AB, <br> Class B<br>| 168744 | &nbsp;&nbsp; 4727114 |
|  | MEKO AB | 162965 | &nbsp;&nbsp; 1425194 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Micro Systemation AB, <br> Class B<br>| 45756 | &nbsp;&nbsp; 263003 |
|  | MIPS AB | 2725 | &nbsp;&nbsp; 115489 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Modern Times Group <br> MTG AB, Class B<br>| 387383 | &nbsp;&nbsp; 3982524 |
|  | Momentum Group AB | 128227 | &nbsp;&nbsp; 2032058 |
| Ω | Munters Group AB | 264149 | &nbsp;&nbsp; 3717441 |
|  | Mycronic AB | 367408 | &nbsp;&nbsp; 7972341 |
| #\* | NCAB Group AB | 525193 | &nbsp;&nbsp; 2838142 |
|  | NCC AB, Class B | 413256 | &nbsp;&nbsp; 7825121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nederman Holding <br> AB<br>| 21329 | &nbsp;&nbsp; 370016 |
| \* | Neobo Fastigheter AB | 112533 | &nbsp;&nbsp; 195159 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Net Insight AB, <br> Class B<br>| 808180 | &nbsp;&nbsp; 334080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Wave Group AB, <br> Class B<br>| 471376 | &nbsp;&nbsp; 5645181 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nibe Industrier AB, <br> Class B<br>| 445753 | &nbsp;&nbsp; 2056887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nilorngruppen AB, <br> Class B<br>| 9012 | &nbsp;&nbsp; 51561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nivika Fastigheter AB, <br> Class B<br>| 26650 | &nbsp;&nbsp; 118523 |
| #\* | Nobia AB | 1904807 | &nbsp;&nbsp; 878225 |
|  | Nolato AB, Class B | 813243 | &nbsp;&nbsp; 4810685 |
|  | Nordnet AB publ | 273288 | &nbsp;&nbsp; 7380438 |
| \* | Norion Bank AB | 260502 | &nbsp;&nbsp; 1664494 |
|  | Note AB | 11284 | &nbsp;&nbsp; 220517 |
| # | NP3 Fastigheter AB | 67570 | &nbsp;&nbsp; 1787137 |
|  | Nyfosa AB | 472982 | &nbsp;&nbsp; 4100428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OEM International AB, <br> Class B<br>| 242971 | &nbsp;&nbsp; 3347901 |
| #\* | Orron Energy AB | 483124 | &nbsp;&nbsp; 248935 |
| \* | Ovzon AB | 115382 | &nbsp;&nbsp; 490976 |
|  | Pandox AB | 307735 | &nbsp;&nbsp; 5477145 |
|  | Peab AB, Class B | 849010 | &nbsp;&nbsp; 6385036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Platzer Fastigheter <br> Holding AB, <br> Class B<br>| 88025 | &nbsp;&nbsp; 627258 |
|  | Prevas AB, Class B | 22403 | &nbsp;&nbsp; 169257 |
| \* | Pricer AB, Class B | 519834 | &nbsp;&nbsp; 240126 |
|  | Proact IT Group AB | 132829 | &nbsp;&nbsp; 1322164 |
|  | Ratos AB, Class B | 886539 | &nbsp;&nbsp; 3138424 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RaySearch <br> Laboratories AB<br>| 131837 | &nbsp;&nbsp; $4518459 |
|  | Rejlers AB | 9832 | &nbsp;&nbsp; 199815 |
| #\* | Rottneros AB | 658016 | &nbsp;&nbsp; 201873 |
|  | Rusta AB | 18356 | &nbsp;&nbsp; 143550 |
|  | Rvrc Holding AB | 198307 | &nbsp;&nbsp; 899506 |
|  | Saab AB, Class B | 64958 | &nbsp;&nbsp; 3533324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sagax AB (SAGAA <br> SS), Class A<br>| 758 | &nbsp;&nbsp; 16248 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sagax AB (SAGAB <br> SS), Class B<br>| 164479 | &nbsp;&nbsp; 3481301 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Samhallsbyggnadsbolaget <br> i Norden AB<br>| 2474514 | &nbsp;&nbsp; 1240683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samhallsbyggnadsbolaget <br> i Norden AB, <br> Class D<br>| 100907 | &nbsp;&nbsp; 80871 |
|  | Sandvik AB | 916907 | &nbsp;&nbsp; 22372217 |
|  | Scandi Standard AB | 247184 | &nbsp;&nbsp; 2388503 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Scandic Hotels Group <br> AB<br>| 724329 | &nbsp;&nbsp; 6006397 |
| #\* | Sdiptech AB, Class B | 76173 | &nbsp;&nbsp; 1531211 |
|  | Sectra AB, Class B | 303136 | &nbsp;&nbsp; 11239060 |
|  | Securitas AB, Class B | 846191 | &nbsp;&nbsp; 12558604 |
| \* | Sedana Medical AB | 108158 | &nbsp;&nbsp; 174990 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sensys Gatso Group <br> AB<br>| 14363 | &nbsp;&nbsp; 61195 |
| \*Ω | Sinch AB | 2497509 | &nbsp;&nbsp; 8573834 |
|  | SinterCast AB | 725 | &nbsp;&nbsp; 8471 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sivers <br> Semiconductors AB<br>| 509056 | &nbsp;&nbsp; 187289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska <br> Enskilda Banken AB <br> (SEBA SS), <br> Class A<br>| 1517986 | &nbsp;&nbsp; 26553410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska <br> Enskilda Banken AB <br> (SEBC SS), <br> Class C<br>| 14509 | &nbsp;&nbsp; 257150 |
|  | Skanska AB, Class B | 581598 | &nbsp;&nbsp; 13566641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SKF AB (SKFA SS), <br> Class A<br>| 44341 | &nbsp;&nbsp; 1043254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SKF AB (SKFB SS), <br> Class B<br>| 557621 | &nbsp;&nbsp; 12988353 |
|  | SkiStar AB | 206381 | &nbsp;&nbsp; 3255752 |
|  | Softronic AB, Class B | 46450 | &nbsp;&nbsp; 112569 |
|  | Solid Forsakring AB | 58918 | &nbsp;&nbsp; 446588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SSAB AB (SSABA <br> SS), Class A<br>| 232754 | &nbsp;&nbsp; 1342210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SSAB AB (SSABAH <br> FH), Class A<br>| 89315 | &nbsp;&nbsp; 513998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SSAB AB (SSABB <br> SS), Class B<br>| 631043 | &nbsp;&nbsp; 3566447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SSAB AB (SSABBH <br> FH), Class B<br>| 505629 | &nbsp;&nbsp; 2851569 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Stendorren <br> Fastigheter AB<br>| 25670 | &nbsp;&nbsp; 536849 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stenhus Fastigheter I <br> Norden AB<br>| 47082 | &nbsp;&nbsp; $51995 |
| \* | Stillfront Group AB | 1442951 | &nbsp;&nbsp; 747849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Storskogen Group AB, <br> Class B<br>| 1791566 | &nbsp;&nbsp; 2079342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Svenska Cellulosa AB <br> SCA (SCAA SS), <br> Class A<br>| 36564 | &nbsp;&nbsp; 459737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Svenska Cellulosa AB <br> SCA (SCAB SS), <br> Class B<br>| 762362 | &nbsp;&nbsp; 9560894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Svenska <br> Handelsbanken AB <br> (SHBA SS), <br> Class A<br>| 1037400 | &nbsp;&nbsp; 12640072 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Svenska <br> Handelsbanken AB <br> (SHBB SS), <br> Class B<br>| 28441 | &nbsp;&nbsp; 555746 |
|  | Sweco AB, Class B | 426371 | &nbsp;&nbsp; 6725802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swedbank AB, <br> Class A<br>| 692195 | &nbsp;&nbsp; 18431786 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Swedish Logistic <br> Property AB, <br> Class B<br>| 61935 | &nbsp;&nbsp; 250616 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Swedish Orphan <br> Biovitrum AB<br>| 165240 | &nbsp;&nbsp; 4543520 |
|  | Synsam AB | 167219 | &nbsp;&nbsp; 912245 |
|  | Systemair AB | 226796 | &nbsp;&nbsp; 2193457 |
|  | Tele2 AB, Class B | 1097324 | &nbsp;&nbsp; 16959265 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Telefonaktiebolaget <br> LM Ericsson <br> (ERICA SS), <br> Class A<br>| 68725 | &nbsp;&nbsp; 500017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telefonaktiebolaget <br> LM Ericsson <br> (ERICB SS), <br> Class B<br>| 4304444 | &nbsp;&nbsp; 31265676 |
| # | Telia Co. AB | 5401056 | &nbsp;&nbsp; 19074965 |
|  | TF Bank AB | 63987 | &nbsp;&nbsp; 880600 |
| #Ω | Thule Group AB | 149348 | &nbsp;&nbsp; 4223823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trelleborg AB, <br> Class B<br>| 288337 | &nbsp;&nbsp; 10476662 |
|  | Troax Group AB | 110996 | &nbsp;&nbsp; 1550772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Truecaller AB, <br> Class B<br>| 694935 | &nbsp;&nbsp; 3471395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VBG Group AB, <br> Class B<br>| 47056 | &nbsp;&nbsp; 1352004 |
| #\* | Viaplay Group AB | 170328 | &nbsp;&nbsp; 15560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vitec Software Group <br> AB, Class B<br>| 79319 | &nbsp;&nbsp; 3075001 |
|  | Vitrolife AB | 194187 | &nbsp;&nbsp; 2853566 |
|  | Volati AB | 55458 | &nbsp;&nbsp; 611684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Volvo AB (VOLVA SS), <br> Class A<br>| 313529 | &nbsp;&nbsp; 8988884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Volvo AB (VOLVB <br> SS), Class B<br>| 2249266 | &nbsp;&nbsp; 64598438 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Volvo Car AB, <br> Class B<br>| 1223400 | &nbsp;&nbsp; $2339648 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Wallenstam AB, <br> Class B<br>| 551705 | &nbsp;&nbsp; 2500453 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Wihlborgs Fastigheter <br> AB<br>| 637411 | &nbsp;&nbsp; 6263877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; XANO Industri AB, <br> Class B<br>| 19406 | &nbsp;&nbsp; 121199 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | &nbsp;&nbsp; 939320144 |
| SWITZERLAND — (7.5%) | SWITZERLAND — (7.5%) | SWITZERLAND — (7.5%) | SWITZERLAND — (7.5%) |
|  | ABB Ltd. | 1085279 | &nbsp;&nbsp; 70866645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Accelleron Industries <br> AG (ACLN SW)<br>| 362880 | &nbsp;&nbsp; 33051751 |
|  | Adecco Group AG | 502380 | &nbsp;&nbsp; 15819012 |
| # | Alcon AG | 742255 | &nbsp;&nbsp; 65032759 |
|  | Allreal Holding AG | 86380 | &nbsp;&nbsp; 19537810 |
|  | ALSO Holding AG | 30812 | &nbsp;&nbsp; 9306123 |
| \* | ams-OSRAM AG | 311386 | &nbsp;&nbsp; 4104317 |
|  | APG SGA SA | 4094 | &nbsp;&nbsp; 1142392 |
|  | Arbonia AG | 250748 | &nbsp;&nbsp; 1698269 |
| \* | Aryzta AG | 79037 | &nbsp;&nbsp; 7417836 |
|  | Ascom Holding AG | 114173 | &nbsp;&nbsp; 576585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Autoneum Holding <br> AG<br>| 14565 | &nbsp;&nbsp; 2583979 |
|  | Avolta AG | 338055 | &nbsp;&nbsp; 17573297 |
|  | Baloise Holding AG | 199991 | &nbsp;&nbsp; 47930822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banque Cantonale de <br> Geneve<br>| 5095 | &nbsp;&nbsp; 1508705 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Banque Cantonale <br> Vaudoise<br>| 148708 | &nbsp;&nbsp; 17209124 |
| # | Barry Callebaut AG | 5933 | &nbsp;&nbsp; 7225198 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Basilea <br> Pharmaceutica Ag <br> Allschwil<br>| 4760 | &nbsp;&nbsp; 337565 |
|  | Belimo Holding AG | 16687 | &nbsp;&nbsp; 19419126 |
|  | Bell Food Group AG | 10033 | &nbsp;&nbsp; 3176480 |
|  | Bellevue Group AG | 28309 | &nbsp;&nbsp; 272634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Berner Kantonalbank <br> AG<br>| 13673 | &nbsp;&nbsp; 4273944 |
|  | BKW AG | 51778 | &nbsp;&nbsp; 11560606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bossard Holding AG, <br> Class A<br>| 34927 | &nbsp;&nbsp; 7402277 |
|  | Bucher Industries AG | 37549 | &nbsp;&nbsp; 17732465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Burckhardt <br> Compression <br> Holding AG<br>| 11872 | &nbsp;&nbsp; 10573110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Burkhalter Holding <br> AG<br>| 20144 | &nbsp;&nbsp; 3622478 |
|  | Bystronic AG | 5566 | &nbsp;&nbsp; 2755172 |
| # | Calida Holding AG | 1925 | &nbsp;&nbsp; 33960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carlo Gavazzi Holding <br> AG<br>| 1409 | &nbsp;&nbsp; 321046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cembra Money Bank <br> AG<br>| 141182 | &nbsp;&nbsp; 15844885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cham Swiss <br> Properties AG<br>| 10654 | &nbsp;&nbsp; 300169 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chocoladefabriken <br> Lindt & Spruengli <br> AG<br>| 98 | &nbsp;&nbsp; $14329780 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cicor Technologies <br> Ltd.<br>| 10061 | &nbsp;&nbsp; 2493847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie Financiere <br> Richemont SA, <br> Class A<br>| 366231 | &nbsp;&nbsp; 59796799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie Financiere <br> Tradition SA<br>| 6037 | &nbsp;&nbsp; 1747694 |
| # | Clariant AG | 830307 | &nbsp;&nbsp; 8521402 |
| # | Coltene Holding AG | 11040 | &nbsp;&nbsp; 709298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COSMO <br> Pharmaceuticals <br> NV<br>| 17002 | &nbsp;&nbsp; 1219652 |
|  | CPH Group AG | 211 | &nbsp;&nbsp; 19600 |
|  | Daetwyler Holding AG | 21591 | &nbsp;&nbsp; 3845230 |
|  | DKSH Holding AG | 158783 | &nbsp;&nbsp; 10979885 |
| #\* | DocMorris AG | 11876 | &nbsp;&nbsp; 111206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; dormakaba Holding <br> AG<br>| 13958 | &nbsp;&nbsp; 13474002 |
|  | DSM-Firmenich AG | 186419 | &nbsp;&nbsp; 17911036 |
|  | EFG International AG | 562030 | &nbsp;&nbsp; 11139814 |
|  | Emmi AG | 9210 | &nbsp;&nbsp; 8383427 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; EMS-Chemie Holding <br> AG<br>| 4284 | &nbsp;&nbsp; 3370613 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Feintool International <br> Holding AG<br>| 25285 | &nbsp;&nbsp; 381684 |
|  | Flughafen Zurich AG | 106450 | &nbsp;&nbsp; 30001504 |
|  | Forbo Holding AG | 4291 | &nbsp;&nbsp; 4070078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fundamenta Real <br> Estate AG<br>| 4346 | &nbsp;&nbsp; 95193 |
|  | Galderma Group AG | 39664 | &nbsp;&nbsp; 6112941 |
| Ω | Galenica AG | 236556 | &nbsp;&nbsp; 25105599 |
|  | Geberit AG | 72553 | &nbsp;&nbsp; 55582736 |
| # | Georg Fischer AG | 374190 | &nbsp;&nbsp; 29272383 |
|  | Givaudan SA | 4713 | &nbsp;&nbsp; 19701975 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Gurit Holding AG, <br> Class BR<br>| 13895 | &nbsp;&nbsp; 257471 |
|  | Helvetia Holding AG | 205277 | &nbsp;&nbsp; 49365312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hiag Immobilien <br> Holding AG<br>| 6354 | &nbsp;&nbsp; 845036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Holcim AG (HOLN <br> SW)<br>| 798920 | &nbsp;&nbsp; 63713806 |
|  | Huber & Suhner AG | 84965 | &nbsp;&nbsp; 11345029 |
|  | Implenia AG | 51747 | &nbsp;&nbsp; 3483058 |
|  | Inficon Holding AG | 79750 | &nbsp;&nbsp; 9596001 |
|  | Interroll Holding AG | 2119 | &nbsp;&nbsp; 5967037 |
|  | Intershop Holding AG | 18712 | &nbsp;&nbsp; 3463816 |
|  | Investis Holding SA | 6553 | &nbsp;&nbsp; 1012827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Julius Baer Group <br> Ltd.<br>| 481122 | &nbsp;&nbsp; 32554767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jungfraubahn Holding <br> AG<br>| 11063 | &nbsp;&nbsp; 2760182 |
|  | Kardex Holding AG | 21021 | &nbsp;&nbsp; 8094494 |
| #\* | Komax Holding AG | 12653 | &nbsp;&nbsp; 1731917 |
| \* | Kudelski SA | 172373 | &nbsp;&nbsp; 318016 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuehne & Nagel <br> International AG<br>| 76515 | &nbsp;&nbsp; $15599793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Landis & Gyr Group <br> AG<br>| 103355 | &nbsp;&nbsp; 8439382 |
|  | Lastminute.com NV | 497 | &nbsp;&nbsp; 9901 |
| \* | LEM Holding SA | 2269 | &nbsp;&nbsp; 1844389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liechtensteinische <br> Landesbank AG<br>| 46137 | &nbsp;&nbsp; 4931922 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Logitech International <br> SA (LOGI US)<br>| 46827 | &nbsp;&nbsp; 4349292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Logitech International <br> SA (LOGN SW)<br>| 123141 | &nbsp;&nbsp; 11418477 |
|  | Lonza Group AG | 75578 | &nbsp;&nbsp; 52675514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luzerner <br> Kantonalbank AG<br>| 55160 | &nbsp;&nbsp; 4976030 |
| Ω | Medacta Group SA | 15959 | &nbsp;&nbsp; 2894633 |
| Ω | Medmix AG | 77842 | &nbsp;&nbsp; 1137730 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Meier Tobler Group <br> AG<br>| 19650 | &nbsp;&nbsp; 879593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metall Zug AG, <br> Class B<br>| 871 | &nbsp;&nbsp; 1069796 |
|  | Mikron Holding AG | 51620 | &nbsp;&nbsp; 1162725 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mobilezone Holding <br> AG<br>| 167487 | &nbsp;&nbsp; 2336326 |
|  | Mobimo Holding AG | 43511 | &nbsp;&nbsp; 17041224 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Montana Aerospace <br> AG<br>| 4163 | &nbsp;&nbsp; 144997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Naturenergie Holding <br> AG<br>| 17137 | &nbsp;&nbsp; 697214 |
|  | Nestle SA | 2330257 | &nbsp;&nbsp; 203611014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Novartis AG (NOVN <br> SW)<br>| 119002 | &nbsp;&nbsp; 13552786 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Novartis AG (NVS <br> US), Sponsored <br> ADR<br>| 2448400 | &nbsp;&nbsp; 278481016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Novavest Real Estate <br> AG<br>| 1797 | &nbsp;&nbsp; 87570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OC Oerlikon Corp. AG <br> Pfaffikon<br>| 716018 | &nbsp;&nbsp; 3498151 |
|  | Orell Fuessli AG | 613 | &nbsp;&nbsp; 79143 |
| #\* | Orior AG | 20964 | &nbsp;&nbsp; 315744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Partners Group <br> Holding AG<br>| 40872 | &nbsp;&nbsp; 54944087 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Peach Property Group <br> AG<br>| 2672 | &nbsp;&nbsp; 19220 |
|  | Phoenix Mecano AG | 1820 | &nbsp;&nbsp; 1028775 |
|  | Plazza AG, Class A | 2787 | &nbsp;&nbsp; 1366564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PSP Swiss Property <br> AG<br>| 143815 | &nbsp;&nbsp; 24400275 |
| # | Rieter Holding AG | 9683 | &nbsp;&nbsp; 738362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Roche Holding AG <br> (RO SW)<br>| 29069 | &nbsp;&nbsp; 9660648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Roche Holding AG <br> (ROG SW)<br>| 607318 | &nbsp;&nbsp; 189527567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Romande Energie <br> Holding SA<br>| 15686 | &nbsp;&nbsp; 801843 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandoz Group AG <br> (SDZ SW)<br>| 771685 | &nbsp;&nbsp; $44131786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandoz Group AG <br> (SDZNY US), ADR<br>| 324425 | &nbsp;&nbsp; 18495481 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Santhera <br> Pharmaceuticals <br> Holding AG<br>| 6025 | &nbsp;&nbsp; 109736 |
|  | Schindler Holding AG | 29498 | &nbsp;&nbsp; 10345812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schweiter <br> Technologies AG<br>| 4064 | &nbsp;&nbsp; 1876098 |
|  | SFS Group AG | 83309 | &nbsp;&nbsp; 10765683 |
|  | SGS SA | 353954 | &nbsp;&nbsp; 35966456 |
|  | Siegfried Holding AG | 219180 | &nbsp;&nbsp; 24505679 |
| # | SIG Group AG | 1027434 | &nbsp;&nbsp; 16622620 |
|  | Sika AG | 109912 | &nbsp;&nbsp; 25936981 |
|  | SKAN Group AG | 13714 | &nbsp;&nbsp; 1257696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Softwareone Holding <br> AG<br>| 232082 | &nbsp;&nbsp; 1894120 |
|  | Sonova Holding AG | 67226 | &nbsp;&nbsp; 18299452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; St. Galler <br> Kantonalbank AG<br>| 11578 | &nbsp;&nbsp; 7064452 |
| # | Stadler Rail AG | 96927 | &nbsp;&nbsp; 2561458 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; StarragTornos Group <br> AG<br>| 2262 | &nbsp;&nbsp; 95131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Straumann Holding <br> AG<br>| 67656 | &nbsp;&nbsp; 8243197 |
|  | Sulzer AG | 108989 | &nbsp;&nbsp; 20970668 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Swatch Group AG <br> (UHR SW)<br>| 61152 | &nbsp;&nbsp; 10815172 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Swatch Group AG <br> (UHRN SW)<br>| 120865 | &nbsp;&nbsp; 4402306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swiss Life Holding <br> AG<br>| 51237 | &nbsp;&nbsp; 53071159 |
|  | Swiss Prime Site AG | 374950 | &nbsp;&nbsp; 51858849 |
|  | Swiss Re AG | 526787 | &nbsp;&nbsp; 94295588 |
| # | Swisscom AG | 56873 | &nbsp;&nbsp; 39517312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swissquote Group <br> Holding SA<br>| 55101 | &nbsp;&nbsp; 36611613 |
|  | Tecan Group AG | 986 | &nbsp;&nbsp; 195220 |
|  | Temenos AG | 155288 | &nbsp;&nbsp; 13889679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thurgauer <br> Kantonalbank<br>| 1440 | &nbsp;&nbsp; 274337 |
|  | TX Group AG | 11555 | &nbsp;&nbsp; 3141525 |
| \* | u-blox Holding AG | 24187 | &nbsp;&nbsp; 3011817 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG (UBS <br> US)<br>| 757484 | &nbsp;&nbsp; 28276897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG <br> (UBSG SW)<br>| 1737119 | &nbsp;&nbsp; 64558310 |
|  | Valiant Holding AG | 84566 | &nbsp;&nbsp; 13310495 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Varia U.S. Properties <br> AG<br>| 3801 | &nbsp;&nbsp; 93821 |
| Ω | VAT Group AG | 23753 | &nbsp;&nbsp; 8318030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vaudoise Assurances <br> Holding SA<br>| 4301 | &nbsp;&nbsp; 3319496 |
|  | Vetropack Holding AG | 41291 | &nbsp;&nbsp; 1523039 |
|  | Vontobel Holding AG | 153475 | &nbsp;&nbsp; 11190468 |
|  | VP Bank AG, Class A | 14982 | &nbsp;&nbsp; 1430574 |
|  | VZ Holding AG | 43161 | &nbsp;&nbsp; 9134989 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | V-ZUG Holding AG | 7088 | &nbsp;&nbsp; $454342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Walliser <br> Kantonalbank<br>| 3138 | &nbsp;&nbsp; 486815 |
|  | Warteck Invest AG | 347 | &nbsp;&nbsp; 848142 |
|  | Ypsomed Holding AG | 9812 | &nbsp;&nbsp; 4694621 |
|  | Zehnder Group AG | 47747 | &nbsp;&nbsp; 4206811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zug Estates Holding <br> AG, Class B<br>| 466 | &nbsp;&nbsp; 1228078 |
|  | Zuger Kantonalbank | 230 | &nbsp;&nbsp; 2421470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zurich Insurance <br> Group AG<br>| 107485 | &nbsp;&nbsp; 73316184 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | &nbsp;&nbsp; 2645858056 |
| UNITED KINGDOM — (11.8%) | UNITED KINGDOM — (11.8%) | UNITED KINGDOM — (11.8%) | UNITED KINGDOM — (11.8%) |
|  | 3i Group PLC | 1001955 | &nbsp;&nbsp; 54748942 |
|  | 4imprint Group PLC | 97916 | &nbsp;&nbsp; 4637952 |
|  | Aberdeen Group PLC | 6458378 | &nbsp;&nbsp; 17041949 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Accesso Technology <br> Group PLC<br>| 9570 | &nbsp;&nbsp; 56566 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Accsys Technologies <br> PLC<br>| 6992 | &nbsp;&nbsp; 5685 |
|  | Admiral Group PLC | 505921 | &nbsp;&nbsp; 22805137 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Medical <br> Solutions Group <br> PLC<br>| 138403 | &nbsp;&nbsp; 371367 |
|  | AG Barr PLC | 294964 | &nbsp;&nbsp; 2679533 |
| Ω | Airtel Africa PLC | 3878871 | &nbsp;&nbsp; 10441800 |
|  | AJ Bell PLC | 1112158 | &nbsp;&nbsp; 7876928 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Alfa Financial <br> Software Holdings <br> PLC<br>| 416528 | &nbsp;&nbsp; 1257223 |
|  | Anglo American PLC | 1170502 | &nbsp;&nbsp; 32935693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anglo-Eastern <br> Plantations PLC<br>| 46081 | &nbsp;&nbsp; 540830 |
|  | Antofagasta PLC | 262634 | &nbsp;&nbsp; 6476976 |
| \* | AO World PLC | 363568 | &nbsp;&nbsp; 445987 |
|  | Ashmore Group PLC | 1102300 | &nbsp;&nbsp; 2540537 |
|  | Ashtead Group PLC | 726910 | &nbsp;&nbsp; 48565812 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ashtead Technology <br> Holdings PLC<br>| 23057 | &nbsp;&nbsp; 101915 |
| #\* | ASOS PLC | 121670 | &nbsp;&nbsp; 497845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Associated British <br> Foods PLC<br>| 484861 | &nbsp;&nbsp; 14039386 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Aston Martin Lagonda <br> Global Holdings <br> PLC<br>| 190346 | &nbsp;&nbsp; 175083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AstraZeneca PLC <br> (AZN LN)<br>| 241813 | &nbsp;&nbsp; 35278494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AstraZeneca PLC <br> (AZN US), <br> Sponsored ADR<br>| 1820892 | &nbsp;&nbsp; 133088996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atalaya Mining <br> Copper SA<br>| 164093 | &nbsp;&nbsp; 989018 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Auction Technology <br> Group PLC<br>| 62083 | &nbsp;&nbsp; 403090 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Auto Trader Group <br> PLC<br>| 1779825 | &nbsp;&nbsp; 19648894 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Aviva PLC | 4654765 | &nbsp;&nbsp; $39770328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avon Technologies <br> PLC<br>| 60103 | &nbsp;&nbsp; 1676589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; B&M European Value <br> Retail SA<br>| 3177684 | &nbsp;&nbsp; 9392822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Babcock International <br> Group PLC<br>| 2465972 | &nbsp;&nbsp; 33809280 |
|  | BAE Systems PLC | 893626 | &nbsp;&nbsp; 21322467 |
| Ω | Bakkavor Group PLC | 792402 | &nbsp;&nbsp; 2453130 |
|  | Balfour Beatty PLC | 2021799 | &nbsp;&nbsp; 14448775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barclays PLC (BARC <br> LN)<br>| 8137027 | &nbsp;&nbsp; 39773936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barclays PLC (BCS <br> US), Sponsored <br> ADR<br>| 896402 | &nbsp;&nbsp; 17587407 |
|  | Barratt Redrow PLC | 5074457 | &nbsp;&nbsp; 24988910 |
|  | Beazley PLC | 2551786 | &nbsp;&nbsp; 30066984 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Begbies Traynor <br> Group PLC<br>| 60562 | &nbsp;&nbsp; 95859 |
|  | Bellway PLC | 540371 | &nbsp;&nbsp; 17685252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Berkeley Group <br> Holdings PLC<br>| 286809 | &nbsp;&nbsp; 13793157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bloomsbury <br> Publishing PLC<br>| 233399 | &nbsp;&nbsp; 1472302 |
|  | Bodycote PLC | 659871 | &nbsp;&nbsp; 5538613 |
| #\* | boohoo Group PLC | 1788396 | &nbsp;&nbsp; 409657 |
|  | BP PLC (BP LN) | 10974429 | &nbsp;&nbsp; 58826011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BP PLC (BP US), <br> Sponsored ADR<br>| 2852967 | &nbsp;&nbsp; 91722889 |
| # | Braemar PLC | 71897 | &nbsp;&nbsp; 237793 |
|  | Breedon Group PLC | 529883 | &nbsp;&nbsp; 2525985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brickability Group <br> PLC<br>| 41082 | &nbsp;&nbsp; 33797 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Bridgepoint Group <br> PLC<br>| 68260 | &nbsp;&nbsp; 294285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; British American <br> Tobacco PLC <br> (BATS LN)<br>| 1241472 | &nbsp;&nbsp; 66514750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; British American <br> Tobacco PLC (BTI <br> US), Sponsored <br> ADR<br>| 47984 | &nbsp;&nbsp; 2575781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brooks Macdonald <br> Group PLC<br>| 4885 | &nbsp;&nbsp; 116452 |
|  | BT Group PLC | 24133724 | &nbsp;&nbsp; 65910080 |
|  | Bunzl PLC | 390599 | &nbsp;&nbsp; 11591986 |
| \* | Burberry Group PLC | 325920 | &nbsp;&nbsp; 5528543 |
|  | Burford Capital Ltd. | 586291 | &nbsp;&nbsp; 7437805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bytes Technology <br> Group PLC (BYIT <br> LN)<br>| 747809 | &nbsp;&nbsp; 3608253 |
|  | C&C Group PLC | 1292976 | &nbsp;&nbsp; 3021011 |
| \* | Capita PLC | 62462 | &nbsp;&nbsp; 249297 |
|  | Capital Ltd. | 157962 | &nbsp;&nbsp; 196446 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Capricorn Energy <br> PLC<br>| 500617 | &nbsp;&nbsp; 1498441 |
|  | Card Factory PLC | 1163065 | &nbsp;&nbsp; 1565530 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Carnival PLC (CCL <br> LN)<br>| 47585 | &nbsp;&nbsp; $1294833 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Carnival PLC (CUK <br> US), ADR<br>| 144902 | &nbsp;&nbsp; 3941334 |
|  | Carr's Group PLC | 28408 | &nbsp;&nbsp; 54194 |
|  | Castings PLC | 62771 | &nbsp;&nbsp; 237168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Asia Metals <br> PLC<br>| 551192 | &nbsp;&nbsp; 1065453 |
|  | Centrica PLC | 17440200 | &nbsp;&nbsp; 37910680 |
|  | Chemring Group PLC | 807172 | &nbsp;&nbsp; 5845616 |
| # | Chesnara PLC | 835439 | &nbsp;&nbsp; 2907687 |
|  | Clarkson PLC | 86620 | &nbsp;&nbsp; 3944179 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Close Brothers Group <br> PLC<br>| 799371 | &nbsp;&nbsp; 4248302 |
| Ω | CMC Markets PLC | 479654 | &nbsp;&nbsp; 1437710 |
|  | Coats Group PLC | 4744436 | &nbsp;&nbsp; 4627517 |
|  | Coca-Cola HBC AG | 235914 | &nbsp;&nbsp; 12260967 |
|  | Cohort PLC | 7325 | &nbsp;&nbsp; 140795 |
|  | Compass Group PLC | 1127082 | &nbsp;&nbsp; 39605050 |
|  | Computacenter PLC | 316441 | &nbsp;&nbsp; 9563876 |
|  | Conduit Holdings Ltd. | 24435 | &nbsp;&nbsp; 98279 |
| Ω | ConvaTec Group PLC | 2642380 | &nbsp;&nbsp; 8141238 |
|  | Costain Group PLC | 529355 | &nbsp;&nbsp; 1145600 |
|  | Cranswick PLC | 172790 | &nbsp;&nbsp; 12101007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crest Nicholson <br> Holdings PLC<br>| 1230629 | &nbsp;&nbsp; 2962022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Croda International <br> PLC<br>| 43840 | &nbsp;&nbsp; 1508862 |
| \* | Currys PLC | 8430378 | &nbsp;&nbsp; 12545070 |
|  | CVS Group PLC | 213331 | &nbsp;&nbsp; 3453499 |
|  | DCC PLC | 255727 | &nbsp;&nbsp; 16016445 |
| \* | DFS Furniture PLC | 670672 | &nbsp;&nbsp; 1414053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diageo PLC (DEO <br> US), Sponsored <br> ADR<br>| 164254 | &nbsp;&nbsp; 16088679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diageo PLC (DGE <br> LN)<br>| 319548 | &nbsp;&nbsp; 7745059 |
| #\* | Dialight PLC | 9411 | &nbsp;&nbsp; 25643 |
|  | Diploma PLC | 150850 | &nbsp;&nbsp; 10678659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DiscoverIE Group <br> PLC<br>| 188017 | &nbsp;&nbsp; 1713227 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Diversified Energy Co. <br> PLC (DEC LN)<br>| 36210 | &nbsp;&nbsp; 543123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Domino's Pizza Group <br> PLC<br>| 1100657 | &nbsp;&nbsp; 3484019 |
| # | dotdigital group PLC | 452142 | &nbsp;&nbsp; 431372 |
|  | Dowlais Group PLC | 3540183 | &nbsp;&nbsp; 3270972 |
|  | Dr. Martens PLC | 423733 | &nbsp;&nbsp; 451998 |
|  | Drax Group PLC | 1827637 | &nbsp;&nbsp; 17069292 |
|  | Dunelm Group PLC | 559440 | &nbsp;&nbsp; 8974194 |
| †† | Dyson Group PLC | 3999 | &nbsp;&nbsp; 116 |
|  | easyJet PLC | 866636 | &nbsp;&nbsp; 5619494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ecora Resources <br> PLC<br>| 1342836 | &nbsp;&nbsp; 1207929 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EKF Diagnostics <br> Holdings PLC<br>| 38270 | &nbsp;&nbsp; 15590 |
|  | Elementis PLC | 1731873 | &nbsp;&nbsp; 3962964 |
| # | Energean PLC | 536586 | &nbsp;&nbsp; 6475643 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | EnQuest PLC | 8063485 | &nbsp;&nbsp; $1476010 |
|  | Entain PLC | 629385 | &nbsp;&nbsp; 8451830 |
|  | Epwin Group PLC | 9451 | &nbsp;&nbsp; 11862 |
|  | Essentra PLC | 903893 | &nbsp;&nbsp; 1247424 |
| \* | Evoke PLC | 28693 | &nbsp;&nbsp; 26699 |
|  | Experian PLC | 1019556 | &nbsp;&nbsp; 53721147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FDM Group Holdings <br> PLC<br>| 252322 | &nbsp;&nbsp; 404716 |
|  | Firstgroup PLC | 3204141 | &nbsp;&nbsp; 9533234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foresight Group <br> Holdings Ltd.<br>| 130502 | &nbsp;&nbsp; 796144 |
| Ω | Forterra PLC | 481021 | &nbsp;&nbsp; 1275434 |
|  | Foxtons Group PLC | 778154 | &nbsp;&nbsp; 600997 |
| \* | Frasers Group PLC | 418277 | &nbsp;&nbsp; 3787081 |
|  | Fresnillo PLC | 651839 | &nbsp;&nbsp; 12019049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuller Smith & Turner <br> PLC, Class A<br>| 109252 | &nbsp;&nbsp; 850671 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Funding Circle <br> Holdings PLC<br>| 65068 | &nbsp;&nbsp; 115867 |
|  | Future PLC | 140310 | &nbsp;&nbsp; 1312263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galliford Try Holdings <br> PLC<br>| 477687 | &nbsp;&nbsp; 2755529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Games Workshop <br> Group PLC<br>| 121804 | &nbsp;&nbsp; 26097985 |
| \* | Gaming Realms PLC | 208628 | &nbsp;&nbsp; 148307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gamma <br> Communications <br> PLC<br>| 214267 | &nbsp;&nbsp; 3075099 |
|  | GB Group PLC | 274911 | &nbsp;&nbsp; 846973 |
| \* | Genel Energy PLC | 780232 | &nbsp;&nbsp; 626424 |
|  | Genuit Group PLC | 1001006 | &nbsp;&nbsp; 5141676 |
| \* | Georgia Capital PLC | 189316 | &nbsp;&nbsp; 5309000 |
|  | Glencore PLC | 7357053 | &nbsp;&nbsp; 29526220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gooch & Housego <br> PLC<br>| 23082 | &nbsp;&nbsp; 184349 |
|  | Goodwin PLC | 896 | &nbsp;&nbsp; 100244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grafton Group PLC, <br> CDI<br>| 690190 | &nbsp;&nbsp; 8091333 |
|  | Grainger PLC | 2541539 | &nbsp;&nbsp; 6871238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group <br> PLC<br>| 1957577 | &nbsp;&nbsp; 6646404 |
|  | Greggs PLC | 503661 | &nbsp;&nbsp; 10473372 |
| \* | Griffin Mining Ltd. | 21704 | &nbsp;&nbsp; 52765 |
|  | GSK PLC (GSK LN) | 2490547 | &nbsp;&nbsp; 45811076 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; GSK PLC (GSK US), <br> Sponsored ADR<br>| 665109 | &nbsp;&nbsp; 24708814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Keystone <br> Petroleum Ltd.<br>| 1348240 | &nbsp;&nbsp; 2921551 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Marine Services <br> PLC<br>| 321392 | &nbsp;&nbsp; 87121 |
| \*Ω | Gym Group PLC | 478207 | &nbsp;&nbsp; 927746 |
|  | H&T Group PLC | 17925 | &nbsp;&nbsp; 152960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haleon PLC (HLN <br> LN)<br>| 7756915 | &nbsp;&nbsp; 36385114 |
|  | Halfords Group PLC | 837098 | &nbsp;&nbsp; 1587163 |
|  | Halma PLC | 201658 | &nbsp;&nbsp; 8628643 |
|  | Harbour Energy PLC | 1659757 | &nbsp;&nbsp; 4365056 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hargreaves Services <br> PLC<br>| 29274 | &nbsp;&nbsp; $287538 |
|  | Harworth Group PLC | 157367 | &nbsp;&nbsp; 391916 |
|  | Hays PLC | 4729927 | &nbsp;&nbsp; 3975965 |
| \* | Headlam Group PLC | 227984 | &nbsp;&nbsp; 247074 |
|  | Helical PLC | 1385487 | &nbsp;&nbsp; 4138019 |
| \* | Helios Towers PLC | 1829728 | &nbsp;&nbsp; 2868068 |
|  | Henry Boot PLC | 347452 | &nbsp;&nbsp; 1053063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hikma <br> Pharmaceuticals <br> PLC<br>| 321852 | &nbsp;&nbsp; 8318988 |
|  | Hill & Smith PLC | 268141 | &nbsp;&nbsp; 7216944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hilton Food Group <br> PLC<br>| 220102 | &nbsp;&nbsp; 2467719 |
|  | Hiscox Ltd. | 1226594 | &nbsp;&nbsp; 20883101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hochschild Mining <br> PLC<br>| 1498227 | &nbsp;&nbsp; 5506091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hollywood Bowl <br> Group PLC<br>| 539969 | &nbsp;&nbsp; 1752887 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hostelworld Group <br> PLC<br>| 135705 | &nbsp;&nbsp; 210446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Howden Joinery <br> Group PLC<br>| 2111292 | &nbsp;&nbsp; 24441515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HSBC Holdings PLC <br> (HSBA LN)<br>| 1656655 | &nbsp;&nbsp; 20182979 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; HSBC Holdings PLC <br> (HSBC US), <br> Sponsored ADR<br>| 2346362 | &nbsp;&nbsp; 143831991 |
|  | Hunting PLC | 667675 | &nbsp;&nbsp; 2771227 |
| Ω | Ibstock PLC | 811067 | &nbsp;&nbsp; 1605569 |
|  | ICG PLC | 463427 | &nbsp;&nbsp; 13269092 |
| # | IDOX PLC | 178554 | &nbsp;&nbsp; 146080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IG Group Holdings <br> PLC<br>| 1429024 | &nbsp;&nbsp; 21279325 |
|  | IMI PLC | 1060808 | &nbsp;&nbsp; 30991423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Impax Asset <br> Management Group <br> PLC<br>| 156932 | &nbsp;&nbsp; 409939 |
|  | Imperial Brands PLC | 1665881 | &nbsp;&nbsp; 64935010 |
|  | Inchcape PLC | 1874167 | &nbsp;&nbsp; 17345149 |
| \* | Indivior PLC | 243730 | &nbsp;&nbsp; 4923346 |
|  | Informa PLC | 1982747 | &nbsp;&nbsp; 22672787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IntegraFin Holdings <br> PLC<br>| 556589 | &nbsp;&nbsp; 2635172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; InterContinental <br> Hotels Group PLC <br> (IHG LN)<br>| 102390 | &nbsp;&nbsp; 11778902 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; InterContinental <br> Hotels Group PLC <br> (IHG US), ADR<br>| 70112 | &nbsp;&nbsp; 8144222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Consolidated <br> Airlines Group SA<br>| 937841 | &nbsp;&nbsp; 4686007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Personal <br> Finance PLC<br>| 1369001 | &nbsp;&nbsp; 3812971 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Workplace Group <br> PLC<br>| 2858328 | &nbsp;&nbsp; $8339807 |
|  | Intertek Group PLC | 319681 | &nbsp;&nbsp; 20785652 |
|  | Investec PLC | 1993381 | &nbsp;&nbsp; 14744753 |
| # | iomart Group PLC | 74425 | &nbsp;&nbsp; 22601 |
| \* | IP Group PLC | 2903548 | &nbsp;&nbsp; 2143743 |
| #\* | IQE PLC | 1127628 | &nbsp;&nbsp; 142540 |
|  | Ithaca Energy PLC | 12299 | &nbsp;&nbsp; 28246 |
|  | ITV PLC | 8748113 | &nbsp;&nbsp; 9488996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J D Wetherspoon <br> PLC<br>| 440969 | &nbsp;&nbsp; 4370584 |
|  | J Sainsbury PLC | 5959262 | &nbsp;&nbsp; 23828658 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; James Fisher & Sons <br> PLC<br>| 181811 | &nbsp;&nbsp; 887506 |
| # | James Halstead PLC | 99511 | &nbsp;&nbsp; 193091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JD Sports Fashion <br> PLC<br>| 5790094 | &nbsp;&nbsp; 6499301 |
|  | JET2 PLC | 172775 | &nbsp;&nbsp; 3700725 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; John Wood Group <br> PLC<br>| 3147101 | &nbsp;&nbsp; 766407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Matthey <br> PLC<br>| 398136 | &nbsp;&nbsp; 9276880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Service <br> Group PLC<br>| 757933 | &nbsp;&nbsp; 1411026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jupiter Fund <br> Management PLC<br>| 1871904 | &nbsp;&nbsp; 3182261 |
|  | Just Group PLC | 5066110 | &nbsp;&nbsp; 14089343 |
|  | Kainos Group PLC | 179341 | &nbsp;&nbsp; 1749893 |
|  | Keller Group PLC | 550033 | &nbsp;&nbsp; 9607137 |
|  | Kier Group PLC | 1152737 | &nbsp;&nbsp; 3013374 |
|  | Kingfisher PLC | 6359558 | &nbsp;&nbsp; 22613338 |
|  | Kitwave Group PLC | 101030 | &nbsp;&nbsp; 326601 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Knights Group <br> Holdings PLC<br>| 59372 | &nbsp;&nbsp; 134613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lancashire Holdings <br> Ltd.<br>| 981933 | &nbsp;&nbsp; 8108421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Legal & General <br> Group PLC<br>| 7877170 | &nbsp;&nbsp; 26648978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lion Finance Group <br> PLC<br>| 237307 | &nbsp;&nbsp; 23791027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liontrust Asset <br> Management PLC<br>| 85264 | &nbsp;&nbsp; 400171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group <br> PLC (LLOY LN)<br>| 65713474 | &nbsp;&nbsp; 67385724 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; London Investment <br> Group PLC<br>| 17231 | &nbsp;&nbsp; 80848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; London Stock <br> Exchange Group <br> PLC<br>| 77078 | &nbsp;&nbsp; 9395465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LSL Property Services <br> PLC<br>| 143526 | &nbsp;&nbsp; 562249 |
| Ω | Luceco PLC | 168005 | &nbsp;&nbsp; 283876 |
| # | M&C Saatchi PLC | 41806 | &nbsp;&nbsp; 101267 |
|  | M&G PLC | 5775534 | &nbsp;&nbsp; 19878780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Macfarlane Group <br> PLC<br>| 248152 | &nbsp;&nbsp; 324998 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Man Group PLC | 4665938 | &nbsp;&nbsp; $10133216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marks & Spencer <br> Group PLC<br>| 9032965 | &nbsp;&nbsp; 41484694 |
|  | Marshalls PLC | 755861 | &nbsp;&nbsp; 2062429 |
| \* | Marston's PLC | 3117144 | &nbsp;&nbsp; 1762110 |
| \* | McBride PLC | 868504 | &nbsp;&nbsp; 1424835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Me Group <br> International PLC<br>| 1190095 | &nbsp;&nbsp; 3487227 |
|  | Mears Group PLC | 813187 | &nbsp;&nbsp; 4183413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Melrose Industries <br> PLC<br>| 1345700 | &nbsp;&nbsp; 9085667 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Metro Bank Holdings <br> PLC<br>| 38908 | &nbsp;&nbsp; 66209 |
| # | Midwich Group PLC | 33747 | &nbsp;&nbsp; 101824 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mitchells & Butlers <br> PLC<br>| 1846163 | &nbsp;&nbsp; 6728167 |
|  | Mitie Group PLC | 5748755 | &nbsp;&nbsp; 10659783 |
|  | MJ Gleeson PLC | 127277 | &nbsp;&nbsp; 606962 |
| \* | Mobico Group PLC | 2220990 | &nbsp;&nbsp; 1062648 |
|  | Mondi PLC | 1109696 | &nbsp;&nbsp; 15001133 |
|  | MONY Group PLC | 2055600 | &nbsp;&nbsp; 5438677 |
|  | Moonpig Group PLC | 413960 | &nbsp;&nbsp; 1170144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Morgan Advanced <br> Materials PLC<br>| 1102872 | &nbsp;&nbsp; 3374207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Morgan Sindall Group <br> PLC<br>| 204478 | &nbsp;&nbsp; 12405510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mortgage Advice <br> Bureau Holdings <br> Ltd.<br>| 20894 | &nbsp;&nbsp; 222769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MP Evans Group <br> PLC<br>| 28366 | &nbsp;&nbsp; 497636 |
| \* | Naked Wines PLC | 97535 | &nbsp;&nbsp; 99281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Grid PLC <br> (NG LN)<br>| 924810 | &nbsp;&nbsp; 12995494 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; National Grid PLC <br> (NGG US), <br> Sponsored ADR<br>| 273261 | &nbsp;&nbsp; 19234842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NatWest Group PLC <br> (NWG LN)<br>| 8042886 | &nbsp;&nbsp; 55830303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NatWest Group PLC <br> (NWG US), <br> Sponsored ADR<br>| 386878 | &nbsp;&nbsp; 5408554 |
|  | NCC Group PLC | 468191 | &nbsp;&nbsp; 928806 |
|  | Next 15 Group PLC | 163792 | &nbsp;&nbsp; 606732 |
|  | Next PLC | 204305 | &nbsp;&nbsp; 33162988 |
|  | Ninety One PLC | 1396394 | &nbsp;&nbsp; 3460576 |
|  | Norcros PLC | 142393 | &nbsp;&nbsp; 549865 |
| \* | Ocado Group PLC | 632341 | &nbsp;&nbsp; 2620781 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; On the Beach Group <br> PLC<br>| 293916 | &nbsp;&nbsp; 1046251 |
|  | OSB Group PLC | 1837819 | &nbsp;&nbsp; 13443170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oxford Instruments <br> PLC<br>| 182304 | &nbsp;&nbsp; 4357839 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oxford Nanopore <br> Technologies PLC<br>| 19238 | &nbsp;&nbsp; 51567 |
|  | Pagegroup PLC | 1441666 | &nbsp;&nbsp; 5042590 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan African <br> Resources PLC<br>| 6504004 | &nbsp;&nbsp; $4565987 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pantheon Resources <br> PLC<br>| 121086 | &nbsp;&nbsp; 36160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paragon Banking <br> Group PLC<br>| 1246947 | &nbsp;&nbsp; 14870440 |
|  | PayPoint PLC | 235215 | &nbsp;&nbsp; 2249548 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pearson PLC (PSO <br> US), Sponsored <br> ADR<br>| 349430 | &nbsp;&nbsp; 4972389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pearson PLC (PSON <br> LN)<br>| 619045 | &nbsp;&nbsp; 8753885 |
|  | Pennon Group PLC | 1175782 | &nbsp;&nbsp; 7767706 |
|  | Persimmon PLC | 1073066 | &nbsp;&nbsp; 16180480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pets at Home Group <br> PLC<br>| 1450256 | &nbsp;&nbsp; 4368505 |
|  | Pharos Energy PLC | 1698141 | &nbsp;&nbsp; 487844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phoenix Group <br> Holdings PLC<br>| 1046607 | &nbsp;&nbsp; 9152651 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Phoenix Spree <br> Deutschland Ltd.<br>| 41692 | &nbsp;&nbsp; 89362 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pinewood <br> Technologies Group <br> PLC<br>| 289073 | &nbsp;&nbsp; 1841683 |
|  | Playtech PLC | 805012 | &nbsp;&nbsp; 4225483 |
|  | Plus500 Ltd. | 368194 | &nbsp;&nbsp; 16341036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Polar Capital Holdings <br> PLC<br>| 272759 | &nbsp;&nbsp; 1707402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pollen Street Group <br> Ltd.<br>| 1657 | &nbsp;&nbsp; 18470 |
|  | Porvair PLC | 11959 | &nbsp;&nbsp; 116598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PPHE Hotel Group <br> Ltd.<br>| 32501 | &nbsp;&nbsp; 699231 |
|  | Premier Foods PLC | 4477015 | &nbsp;&nbsp; 11378285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prudential PLC (PRU <br> LN)<br>| 1203112 | &nbsp;&nbsp; 15262891 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Prudential PLC (PUK <br> US), ADR<br>| 344958 | &nbsp;&nbsp; 8803328 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; PureTech Health PLC <br> (PRTC LN)<br>| 245633 | &nbsp;&nbsp; 463482 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PureTech Health PLC <br> (PRTC US), ADR<br>| 137 | &nbsp;&nbsp; 2643 |
|  | PZ Cussons PLC | 499999 | &nbsp;&nbsp; 463030 |
|  | QinetiQ Group PLC | 1754089 | &nbsp;&nbsp; 11499972 |
| Ω | Quilter PLC | 4481342 | &nbsp;&nbsp; 10013422 |
|  | Rank Group PLC | 497052 | &nbsp;&nbsp; 1027377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rathbones Group <br> PLC<br>| 149224 | &nbsp;&nbsp; 3761952 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Raven Property Group <br> Ltd.<br>| 96453 | &nbsp;&nbsp; 0 |
|  | Reach PLC | 2389226 | &nbsp;&nbsp; 2192964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reckitt Benckiser <br> Group PLC<br>| 841578 | &nbsp;&nbsp; 63072702 |
| # | Record PLC | 193593 | &nbsp;&nbsp; 142764 |
|  | RELX PLC (REL LN) | 596581 | &nbsp;&nbsp; 30998990 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RELX PLC (RELX <br> US), Sponsored <br> ADR<br>| 366786 | &nbsp;&nbsp; $19032522 |
|  | RELX PLC (REN NA) | 437454 | &nbsp;&nbsp; 22717614 |
|  | Renew Holdings PLC | 113340 | &nbsp;&nbsp; 1265658 |
|  | Renold PLC | 105020 | &nbsp;&nbsp; 111239 |
|  | Rentokil Initial PLC | 1779367 | &nbsp;&nbsp; 8876273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rentokil Initial PLC, <br> Sponsored ADR<br>| 49587 | &nbsp;&nbsp; 1228270 |
|  | RHI Magnesita NV | 9135 | &nbsp;&nbsp; 287612 |
|  | Ricardo PLC | 130371 | &nbsp;&nbsp; 738033 |
|  | Rightmove PLC | 2559240 | &nbsp;&nbsp; 27618007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rio Tinto PLC (RIO <br> LN)<br>| 584468 | &nbsp;&nbsp; 34810554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rio Tinto PLC (RIO <br> US), Sponsored <br> ADR<br>| 733757 | &nbsp;&nbsp; 43856656 |
|  | Robert Walters PLC | 191734 | &nbsp;&nbsp; 362665 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rockhopper <br> Exploration PLC<br>| 174882 | &nbsp;&nbsp; 178829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rolls-Royce Holdings <br> PLC<br>| 6048245 | &nbsp;&nbsp; 85842564 |
|  | Rotork PLC | 2452946 | &nbsp;&nbsp; 10521195 |
|  | RS Group PLC | 1026735 | &nbsp;&nbsp; 7555697 |
|  | RWS Holdings PLC | 723800 | &nbsp;&nbsp; 855681 |
|  | S&U PLC | 7432 | &nbsp;&nbsp; 177930 |
| # | S4 Capital PLC | 442489 | &nbsp;&nbsp; 139680 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Sabre Insurance <br> Group PLC<br>| 337168 | &nbsp;&nbsp; 679156 |
| \* | Saga PLC | 671225 | &nbsp;&nbsp; 1584271 |
|  | Sage Group PLC | 1091186 | &nbsp;&nbsp; 17520788 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Savannah Energy <br> PLC<br>| 547478 | &nbsp;&nbsp; 52058 |
|  | Savills PLC | 614348 | &nbsp;&nbsp; 7926991 |
|  | Schroders PLC | 1417232 | &nbsp;&nbsp; 7284779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Secure Trust Bank <br> PLC<br>| 12403 | &nbsp;&nbsp; 163675 |
|  | Senior PLC | 1066848 | &nbsp;&nbsp; 2842956 |
|  | Serco Group PLC | 4676711 | &nbsp;&nbsp; 12886499 |
|  | Serica Energy PLC | 311614 | &nbsp;&nbsp; 692617 |
|  | Severfield PLC | 923662 | &nbsp;&nbsp; 389086 |
|  | Severn Trent PLC | 399245 | &nbsp;&nbsp; 14000448 |
|  | Shell PLC (SHEL LN) | 1472115 | &nbsp;&nbsp; 52897659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shell PLC (SHEL US), <br> ADR<br>| 4241505 | &nbsp;&nbsp; 306279014 |
| \* | SIG PLC | 2670486 | &nbsp;&nbsp; 499279 |
| \* | Sigmaroc PLC | 58938 | &nbsp;&nbsp; 89533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Smith & Nephew PLC <br> (SN LN)<br>| 593708 | &nbsp;&nbsp; 9073607 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Smith & Nephew PLC <br> (SNN US), <br> Sponsored ADR<br>| 38117 | &nbsp;&nbsp; 1164856 |
|  | Smiths Group PLC | 411883 | &nbsp;&nbsp; 12758558 |
|  | Smiths News PLC | 531912 | &nbsp;&nbsp; 388247 |
|  | Softcat PLC | 570660 | &nbsp;&nbsp; 12273696 |
| #\* | SolGold PLC | 1562673 | &nbsp;&nbsp; 205508 |
|  | Spectris PLC | 150709 | &nbsp;&nbsp; 7913686 |
|  | Speedy Hire PLC | 2107284 | &nbsp;&nbsp; 880536 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Spirax Group PLC | 62656 | &nbsp;&nbsp; $5236061 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Spire Healthcare <br> Group PLC<br>| 1328805 | &nbsp;&nbsp; 3804651 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Spirent <br> Communications <br> PLC<br>| 1731946 | &nbsp;&nbsp; 4453229 |
|  | SSE PLC | 1521701 | &nbsp;&nbsp; 37300283 |
|  | SSP Group PLC | 2256670 | &nbsp;&nbsp; 5071453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; St. James's Place <br> PLC<br>| 1363039 | &nbsp;&nbsp; 23459088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standard Chartered <br> PLC<br>| 3584275 | &nbsp;&nbsp; 64255150 |
|  | SThree PLC | 379325 | &nbsp;&nbsp; 1057964 |
| \* | Strix Group PLC | 234787 | &nbsp;&nbsp; 130439 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Studio Retail Group <br> PLC<br>| 86255 | &nbsp;&nbsp; 0 |
|  | STV Group PLC | 69518 | &nbsp;&nbsp; 115681 |
| \* | Synthomer PLC | 531665 | &nbsp;&nbsp; 574303 |
|  | Tate & Lyle PLC | 955229 | &nbsp;&nbsp; 6744631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tatton Asset <br> Management PLC<br>| 4130 | &nbsp;&nbsp; 39778 |
|  | Taylor Wimpey PLC | 10905090 | &nbsp;&nbsp; 14672631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TBC Bank Group <br> PLC<br>| 89366 | &nbsp;&nbsp; 5712173 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Team Internet Group <br> PLC<br>| 376051 | &nbsp;&nbsp; 295560 |
|  | Telecom Plus PLC | 271797 | &nbsp;&nbsp; 6621809 |
|  | Tesco PLC | 13419289 | &nbsp;&nbsp; 75395211 |
| #\* | THG PLC | 2092250 | &nbsp;&nbsp; 834158 |
|  | Topps Tiles PLC | 715882 | &nbsp;&nbsp; 342691 |
|  | TP ICAP Group PLC | 5587570 | &nbsp;&nbsp; 22555843 |
| \*Ω | Trainline PLC | 701224 | &nbsp;&nbsp; 2518019 |
|  | Travis Perkins PLC | 770209 | &nbsp;&nbsp; 5518171 |
|  | Treatt PLC | 19168 | &nbsp;&nbsp; 51037 |
|  | Trifast PLC | 589200 | &nbsp;&nbsp; 646255 |
|  | TT Electronics PLC | 903503 | &nbsp;&nbsp; 1158726 |
| #\* | Tullow Oil PLC | 2592931 | &nbsp;&nbsp; 489111 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Unilever PLC (UL <br> US), Sponsored <br> ADR<br>| 551057 | &nbsp;&nbsp; 32198261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unilever PLC (ULVR <br> LN)<br>| 253281 | &nbsp;&nbsp; 14695477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unilever PLC (UNA <br> NA)<br>| 796683 | &nbsp;&nbsp; 46569783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Utilities Group <br> PLC<br>| 1001218 | &nbsp;&nbsp; 14946032 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vanquis Banking <br> Group PLC<br>| 810275 | &nbsp;&nbsp; 1052453 |
|  | Vertu Motors PLC | 1018006 | &nbsp;&nbsp; 814695 |
|  | Vesuvius PLC | 1215302 | &nbsp;&nbsp; 5702365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Victorian Plumbing <br> Group PLC<br>| 21312 | &nbsp;&nbsp; 20927 |
|  | Victrex PLC | 145967 | &nbsp;&nbsp; 1321446 |
| \* | Videndum PLC | 77752 | &nbsp;&nbsp; 113427 |
| \* | Vistry Group PLC | 1148029 | &nbsp;&nbsp; 8798526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vodafone Group PLC <br> (VOD LN)<br>| 22638251 | &nbsp;&nbsp; 24544317 |
| # | Volex PLC | 213565 | &nbsp;&nbsp; 1047882 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Volution Group PLC | 405026 | &nbsp;&nbsp; $3590339 |
|  | Vp PLC | 17348 | &nbsp;&nbsp; 137159 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Watches of <br> Switzerland Group <br> PLC<br>| 560231 | &nbsp;&nbsp; 2576559 |
| \* | Watkin Jones PLC | 462728 | &nbsp;&nbsp; 158116 |
|  | Weir Group PLC  | 346643 | &nbsp;&nbsp; 12177877 |
|  | WH Smith PLC | 476538 | &nbsp;&nbsp; 6432477 |
|  | Whitbread PLC | 485000 | &nbsp;&nbsp; 19482828 |
|  | Wickes Group PLC | 1232180 | &nbsp;&nbsp; 3597730 |
|  | Wilmington PLC | 153206 | &nbsp;&nbsp; 686462 |
| \* | Wise PLC, Class A | 219013 | &nbsp;&nbsp; 2925790 |
|  | WPP PLC (WPP LN) | 430273 | &nbsp;&nbsp; 2329665 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; WPP PLC (WPP US), <br> Sponsored ADR<br>| 171226 | &nbsp;&nbsp; 4636800 |
| \* | Xaar PLC | 211992 | &nbsp;&nbsp; 346914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; XPS Pensions Group <br> PLC<br>| 140532 | &nbsp;&nbsp; 686897 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Young & Co.'s <br> Brewery PLC <br> (YNGA LN), <br> Class A<br>| 60173 | &nbsp;&nbsp; 717177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Young & Co.'s <br> Brewery PLC <br> (YNGN LN)<br>| 13419 | &nbsp;&nbsp; 109785 |
|  | Zigup PLC | 1168713 | &nbsp;&nbsp; 5172776 |
|  | Zotefoams PLC | 30144 | &nbsp;&nbsp; 110416 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM |  | &nbsp;&nbsp; 4186970852 |
| UNITED STATES — (0.3%) | UNITED STATES — (0.3%) | UNITED STATES — (0.3%) | UNITED STATES — (0.3%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ADTRAN Holdings, <br> Inc.<br>| 116863 | &nbsp;&nbsp; 1088801 |
| \* | Amrize Ltd. | 798920 | &nbsp;&nbsp; 40386156 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Flutter Entertainment <br> PLC<br>| 62268 | &nbsp;&nbsp; 18858744 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gran Tierra Energy, <br> Inc. (GTE CN)<br>| 168240 | &nbsp;&nbsp; 754019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Paper <br> Co.<br>| 675572 | &nbsp;&nbsp; 33523606 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; James Hardie <br> Industries PLC<br>| 38440 | &nbsp;&nbsp; 997134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Smurfit WestRock <br> PLC<br>| 38073 | &nbsp;&nbsp; 1689680 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp; 97298140 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS |  | &nbsp;&nbsp; 34053933723 |
| PREFERRED STOCKS — (0.4%) | PREFERRED STOCKS — (0.4%) | PREFERRED STOCKS — (0.4%) | PREFERRED STOCKS — (0.4%) |
| GERMANY — (0.4%) | GERMANY — (0.4%) | GERMANY — (0.4%) | GERMANY — (0.4%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bayerische Motoren <br> Werke AG, 5.636%<br>| 100683 | &nbsp;&nbsp; 8802251 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Dr. Ing hc F Porsche <br> AG, 5.184%<br>| 111824 | &nbsp;&nbsp; 5670199 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Draegerwerk AG & <br> Co. KGaA, 2.896%<br>| 41380 | &nbsp;&nbsp; $3301623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Einhell Germany AG, <br> 2.038%<br>| 9919 | &nbsp;&nbsp; 841987 |
|  | FUCHS SE, 2.921% | 267030 | &nbsp;&nbsp; 12219364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henkel AG & Co. <br> KGaA, 3.029%<br>| 255824 | &nbsp;&nbsp; 19713566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jungheinrich AG, <br> 2.380%<br>| 250846 | &nbsp;&nbsp; 9616959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Porsche Automobil <br> Holding SE, <br> 5.422%<br>| 370147 | &nbsp;&nbsp; 14855509 |
| # | Sartorius AG, 0.398% | 17957 | &nbsp;&nbsp; 3823974 |
|  | Sixt SE, 4.466% | 89513 | &nbsp;&nbsp; 6242509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STO SE & Co. KGaA, <br> 2.674%<br>| 8387 | &nbsp;&nbsp; 1194110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Villeroy & Boch AG, <br> 5.263%<br>| 60312 | &nbsp;&nbsp; 1171725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen AG, <br> 6.912%<br>| 477294 | &nbsp;&nbsp; 49908583 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 137362359 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Galan Lithium Ltd. <br> Warrants<br>| 10752 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Silver Mines Ltd. <br> Warrants 06/17/26<br>| 28100 | &nbsp;&nbsp; 188 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp; 188 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Constellation <br> Software, Inc. <br> Warrants <br> 03/31/2040<br>| 20401 | &nbsp;&nbsp; $0 |
| HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CSI Properties Ltd. <br> Warrants <br> 04/07/2027<br>| 1451210 | &nbsp;&nbsp; 3789 |
| ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Webuild SpA Warrants <br> 08/02/2030<br>| 66474 | &nbsp;&nbsp; 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS |  | &nbsp;&nbsp; 3977 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $22,051,697,206) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $22,051,697,206) |  | &nbsp;&nbsp; 34191300059 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (3.3%) | SECURITIES LENDING COLLATERAL — (3.3%) | SECURITIES LENDING COLLATERAL — (3.3%) | SECURITIES LENDING COLLATERAL — (3.3%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund<br>| 101999370 | &nbsp;&nbsp; 1179826716 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (Cost <br> $23,231,449,723)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (Cost <br> $23,231,449,723)^^ |  | &nbsp;&nbsp; $35371126775 |

---

As of July 31, 2025, International Core Equity 2 Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp; 959 | 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; $295554850 | &nbsp;&nbsp;&nbsp;&nbsp; $305645288 | &nbsp;&nbsp;&nbsp;&nbsp; $10090438 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$295554850** | &nbsp;&nbsp; **$305645288** | &nbsp;&nbsp; **$10090438** |

---

As of July 31, 2025, the value of Rule 144A securities amounted to $604,701,400 or 1.7% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp;&nbsp; $72237847 | &nbsp;&nbsp;&nbsp; $2020740303 | &nbsp;&nbsp;&nbsp; $11871 | &nbsp;&nbsp;&nbsp; $2092990021 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austria | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 206511133 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 206511133 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium | &nbsp;&nbsp;&nbsp; $6587982 | &nbsp;&nbsp;&nbsp; $392932813 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $399520795 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp; 3905639380 | &nbsp;&nbsp;&nbsp; 9005108 | &nbsp;&nbsp;&nbsp; $6172 | &nbsp;&nbsp;&nbsp; 3914650660 |
| &nbsp;&nbsp;&nbsp;&nbsp; China | &nbsp;&nbsp;&nbsp; 22718095 | &nbsp;&nbsp;&nbsp; 84951 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 22803046 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark | &nbsp;&nbsp;&nbsp; 43719463 | &nbsp;&nbsp;&nbsp; 730017872 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 773737335 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland | &nbsp;&nbsp;&nbsp; 10182970 | &nbsp;&nbsp;&nbsp; 571271494 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 581454464 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; 20118673 | &nbsp;&nbsp;&nbsp; 2587817059 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2607935732 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; 53301113 | &nbsp;&nbsp;&nbsp; 2731083156 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2784384269 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 581802783 | &nbsp;&nbsp;&nbsp; 124665 | &nbsp;&nbsp;&nbsp; 581927448 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ireland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 179799034 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 179799034 |
| &nbsp;&nbsp;&nbsp;&nbsp; Israel | &nbsp;&nbsp;&nbsp; 20484532 | &nbsp;&nbsp;&nbsp; 388553896 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 409038428 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy | &nbsp;&nbsp;&nbsp; 8050881 | &nbsp;&nbsp;&nbsp; 1162732382 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1170783263 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp;&nbsp; 127995997 | &nbsp;&nbsp;&nbsp; 7316346427 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7444342424 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp;&nbsp; 183568212 | &nbsp;&nbsp;&nbsp; 951931518 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1135499730 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand | &nbsp;&nbsp;&nbsp; 257243 | &nbsp;&nbsp;&nbsp; 94490359 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 94747602 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway | &nbsp;&nbsp;&nbsp; 1105466 | &nbsp;&nbsp;&nbsp; 259493337 | &nbsp;&nbsp;&nbsp; 703701 | &nbsp;&nbsp;&nbsp; 261302504 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portugal | &nbsp;&nbsp;&nbsp; 310856 | &nbsp;&nbsp;&nbsp; 125683472 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 125994328 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore | &nbsp;&nbsp;&nbsp; 233946 | &nbsp;&nbsp;&nbsp; 399650860 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 399884806 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Africa | &nbsp;&nbsp;&nbsp; 5327675 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5327675 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain | &nbsp;&nbsp;&nbsp; 34456229 | &nbsp;&nbsp;&nbsp; 957393666 | &nbsp;&nbsp;&nbsp; 1939 | &nbsp;&nbsp;&nbsp; 991851834 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden | &nbsp;&nbsp;&nbsp; 397702 | &nbsp;&nbsp;&nbsp; 938922442 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 939320144 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland | &nbsp;&nbsp;&nbsp; 358691226 | &nbsp;&nbsp;&nbsp; 2287166830 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2645858056 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; 888508248 | &nbsp;&nbsp;&nbsp; 3298462488 | &nbsp;&nbsp;&nbsp; 116 | &nbsp;&nbsp;&nbsp; 4186970852 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; 43826989 | &nbsp;&nbsp;&nbsp; 53471151 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 97298140 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 137362359 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 137362359 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 188 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 188 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3789 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3789 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1179826716 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1179826716 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $5807720725 | &nbsp;&nbsp;&nbsp; $29562557586 | &nbsp;&nbsp;&nbsp; $848,464˂˃ | &nbsp;&nbsp;&nbsp; $35371126775 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | &nbsp;&nbsp;&nbsp; 10090438 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10090438 |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; $10090438 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $10090438 |
| &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

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

---

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

---

------

**International Small Company Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)** 

---

| | |
|:---|:---|
|  | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (98.4%) | AFFILIATED INVESTMENT COMPANIES — (98.4%) |
| The Continental Small Company Series | $5715362819 |
| The Japanese Small Company Series | 2894919127 |
| The United Kingdom Small Company Series | 1677027519 |
| The Canadian Small Company Series | 1588948738 |
| The Asia Pacific Small Company Series | 1255639758 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES | $13131897961 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| TEMPORARY CASH INVESTMENTS — (1.6%) | TEMPORARY CASH INVESTMENTS — (1.6%) | TEMPORARY CASH INVESTMENTS — (1.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp; ɎState Street Institutional U.S. Government Money Market Fund, 4.250% <br>(Cost $214,435,194) | &nbsp;&nbsp;&nbsp;&nbsp; 214435194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 214435194 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS — (100.0%) <br>(Cost $9,935,661,457)^^ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $13346333155 |

---

As of July 31, 2025, International Small Company Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp; 657 | 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; $208410793 | &nbsp;&nbsp;&nbsp;&nbsp; $209394113 | &nbsp;&nbsp;&nbsp;&nbsp; $983320 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$208410793** | &nbsp;&nbsp; **$209394113** | &nbsp;&nbsp; **$983320** |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp;&nbsp; $13131897961 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $13131897961 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; 214435194 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 214435194 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $13346333155 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $13346333155 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | &nbsp;&nbsp;&nbsp; 983320 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 983320 |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; $983320 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $983320 |
| &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**Global Small Company Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (63.1%) | DOMESTIC EQUITIES — (63.1%) | DOMESTIC EQUITIES — (63.1%) |
| U.S. Small Cap Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 1388228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $67565072 |
| INTERNATIONAL EQUITIES — (36.9%) | INTERNATIONAL EQUITIES — (36.9%) | INTERNATIONAL EQUITIES — (36.9%) |
| The Emerging Markets Small Cap Series |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12365980 |
| The Continental Small Company Series |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11693308 |
| The Japanese Small Company Series |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6012193 |
| The United Kingdom Small Company Series |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3574146 |
| The Canadian Small Company Series |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3335132 |
| The Asia Pacific Small Company Series |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2598118 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39578877 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $79,075,847)^^ | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $79,075,847)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $107143949 |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp;&nbsp; $107143949 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $107143949 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $107143949 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $107143949 |

---

------

**Japanese Small Company Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)** 

---

| | |
|:---|:---|
|  | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| The Japanese Small Company Series | $223961168 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^ | $223961168 |

---

Summary of the Portfolio's Master Fund's investments as of July 31, 2025, based on their valuation inputs, is located within this report (see Security Valuation Note).

------

**Asia Pacific Small Company Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)** 

---

| | |
|:---|:---|
|  | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| The Asia Pacific Small Company Series | $161955594 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^ | $161955594 |

---

Summary of the Portfolio's Master Fund's investments as of July 31, 2025, based on their valuation inputs, is located within this report (see Security Valuation Note).

------

**United Kingdom Small Company Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)** 

---

| | |
|:---|:---|
|  | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| The United Kingdom Small Company Series | $22889047 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^ | $22889047 |

---

Summary of the Portfolio's Master Fund's investments as of July 31, 2025, based on their valuation inputs, is located within this report (see Security Valuation Note).

------

**Continental Small Company Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)** 

---

| | |
|:---|:---|
|  | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| The Continental Small Company Series | $115457992 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^ | $115457992 |

---

Summary of the Portfolio's Master Fund's investments as of July 31, 2025, based on their valuation inputs, is located within this report (see Security Valuation Note).

------

**DFA International Real Estate Securities Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (96.4%) | COMMON STOCKS — (96.4%) | COMMON STOCKS — (96.4%) | COMMON STOCKS — (96.4%) |
| AUSTRALIA — (23.8%) | AUSTRALIA — (23.8%) | AUSTRALIA — (23.8%) | AUSTRALIA — (23.8%) |
|  | Abacus Group | 3249765 | &nbsp;&nbsp; $2510228 |
|  | Abacus Storage King | 4129868 | &nbsp;&nbsp; 4233992 |
|  | Arena REIT | 3078779 | &nbsp;&nbsp; 7244400 |
|  | Aspen Group Ltd. | 1420251 | &nbsp;&nbsp; 3596060 |
|  | BWP Trust | 4003921 | &nbsp;&nbsp; 9211768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carindale Property <br> Trust<br>| 259419 | &nbsp;&nbsp; 844670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Centuria Capital <br> Group<br>| 4491239 | &nbsp;&nbsp; 5313795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Centuria Industrial <br> REIT<br>| 3922280 | &nbsp;&nbsp; 7982780 |
| # | Centuria Office REIT | 2882256 | &nbsp;&nbsp; 2346361 |
|  | Charter Hall Group | 3365356 | &nbsp;&nbsp; 43357103 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Charter Hall Long <br> Wale REIT<br>| 4530490 | &nbsp;&nbsp; 12020301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Charter Hall Retail <br> REIT<br>| 3737180 | &nbsp;&nbsp; 9288565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Charter Hall Social <br> Infrastructure REIT<br>| 2396939 | &nbsp;&nbsp; 4554003 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cromwell Property <br> Group<br>| 12211596 | &nbsp;&nbsp; 3247020 |
|  | Dexus | 7125847 | &nbsp;&nbsp; 32170395 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dexus Convenience <br> Retail REIT<br>| 662789 | &nbsp;&nbsp; 1264271 |
|  | Dexus Industria REIT | 2211485 | &nbsp;&nbsp; 3983023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elanor Commercial <br> Property Fund<br>| 54174 | &nbsp;&nbsp; 22968 |
| \*†† | Elanor Investor Group | 67755 | &nbsp;&nbsp; 6706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Garda Property <br> Group<br>| 323917 | &nbsp;&nbsp; 266289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GDI Property Group <br> Partnership<br>| 5726672 | &nbsp;&nbsp; 2476934 |
|  | Goodman Group | 13483179 | &nbsp;&nbsp; 301463212 |
|  | GPT Group | 12981540 | &nbsp;&nbsp; 42288754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Growthpoint <br> Properties Australia <br> Ltd.<br>| 1947528 | &nbsp;&nbsp; 3056696 |
| # | HealthCo REIT | 1618897 | &nbsp;&nbsp; 812509 |
|  | HMC Capital Ltd. | 686631 | &nbsp;&nbsp; 1563600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HomeCo Daily Needs <br> REIT<br>| 12868503 | &nbsp;&nbsp; 10578266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ingenia Communities <br> Group<br>| 2784753 | &nbsp;&nbsp; 9359987 |
|  | Mirvac Group | 26740524 | &nbsp;&nbsp; 38367019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Storage <br> REIT<br>| 9081719 | &nbsp;&nbsp; 13925547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RAM Essential <br> Services Property <br> Fund<br>| 256488 | &nbsp;&nbsp; 97113 |
|  | Region Group | 8410510 | &nbsp;&nbsp; 12586905 |
|  | Scentre Group | 37292332 | &nbsp;&nbsp; 89249456 |
|  | Stockland | 17261131 | &nbsp;&nbsp; 61195634 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| # | Vicinity Ltd. | 27257778 | &nbsp;&nbsp; $42917341 |
|  | Waypoint REIT Ltd. | 4388238 | &nbsp;&nbsp; 7076564 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp; 790480235 |
| BELGIUM — (3.7%) | BELGIUM — (3.7%) | BELGIUM — (3.7%) | BELGIUM — (3.7%) |
|  | Aedifica SA | 336288 | &nbsp;&nbsp; 24746748 |
|  | Ascencio | 37135 | &nbsp;&nbsp; 2095293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Care Property Invest <br> NV<br>| 271410 | &nbsp;&nbsp; 3831730 |
|  | Cofinimmo SA | 269646 | &nbsp;&nbsp; 23405909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Home Invest Belgium <br> SA<br>| 47758 | &nbsp;&nbsp; 1063479 |
|  | Montea NV | 130015 | &nbsp;&nbsp; 9679551 |
| #\* | Nextensa SA | 29939 | &nbsp;&nbsp; 1420899 |
|  | Retail Estates NV | 110858 | &nbsp;&nbsp; 8236315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shurgard Self Storage <br> Ltd.<br>| 68323 | &nbsp;&nbsp; 2711212 |
|  | Vastned NV | 112194 | &nbsp;&nbsp; 3793223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Warehouses De Pauw <br> CVA<br>| 1325720 | &nbsp;&nbsp; 30937206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wereldhave Belgium <br> Comm VA<br>| 40706 | &nbsp;&nbsp; 2496911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xior Student Housing <br> NV<br>| 256456 | &nbsp;&nbsp; 9050363 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | &nbsp;&nbsp; 123468839 |
| CANADA — (4.1%) | CANADA — (4.1%) | CANADA — (4.1%) | CANADA — (4.1%) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Allied Properties Real <br> Estate Investment <br> Trust<br>| 392630 | &nbsp;&nbsp; 4902208 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Artis Real Estate <br> Investment Trust<br>| 344916 | &nbsp;&nbsp; 1854521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Automotive Properties <br> Real Estate <br> Investment Trust<br>| 132420 | &nbsp;&nbsp; 1075148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Boardwalk Real <br> Estate Investment <br> Trust<br>| 163076 | &nbsp;&nbsp; 8409195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BSR Real Estate <br> Investment Trust<br>| 187682 | &nbsp;&nbsp; 2346025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BTB Real Estate <br> Investment Trust<br>| 304909 | &nbsp;&nbsp; 801002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Apartment <br> Properties REIT<br>| 544101 | &nbsp;&nbsp; 17376205 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Choice Properties <br> Real Estate <br> Investment Trust<br>| 1086985 | &nbsp;&nbsp; 11131872 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Crombie Real Estate <br> Investment Trust<br>| 360697 | &nbsp;&nbsp; 3743377 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; CT Real Estate <br> Investment Trust<br>| 338976 | &nbsp;&nbsp; 3772380 |

---

------

**DFA International Real Estate Securities Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dream Industrial Real <br> Estate Investment <br> Trust<br>| 898794 | &nbsp;&nbsp; $7472652 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dream Office Real <br> Estate Investment <br> Trust<br>| 58515 | &nbsp;&nbsp; 704826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; European Residential <br> Real Estate <br> Investment Trust<br>| 288742 | &nbsp;&nbsp; 533472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Firm Capital Property <br> Trust<br>| 56600 | &nbsp;&nbsp; 246318 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; First Capital Real <br> Estate Investment <br> Trust<br>| 714488 | &nbsp;&nbsp; 9585979 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Granite Real Estate <br> Investment Trust<br>| 212301 | &nbsp;&nbsp; 11198816 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; H&R Real Estate <br> Investment Trust<br>| 865297 | &nbsp;&nbsp; 7237872 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; InterRent Real Estate <br> Investment Trust<br>| 266811 | &nbsp;&nbsp; 2551419 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Killam Apartment Real <br> Estate Investment <br> Trust<br>| 366453 | &nbsp;&nbsp; 4845135 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Minto Apartment Real <br> Estate Investment <br> Trust<br>| 117250 | &nbsp;&nbsp; 1184685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Morguard North <br> American <br> Residential Real <br> Estate Investment <br> Trust<br>| 136598 | &nbsp;&nbsp; 1785356 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Morguard Real Estate <br> Investment Trust<br>| 337356 | &nbsp;&nbsp; 1375622 |
|  | Nexus Industrial REIT | 194665 | &nbsp;&nbsp; 1066330 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Northwest Healthcare <br> Properties Real <br> Estate Investment <br> Trust<br>| 740767 | &nbsp;&nbsp; 2534090 |
|  | Plaza Retail REIT | 416723 | &nbsp;&nbsp; 1251131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Primaris Real Estate <br> Investment Trust<br>| 321680 | &nbsp;&nbsp; 3424346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PRO Real Estate <br> Investment Trust<br>| 202782 | &nbsp;&nbsp; 841510 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; RioCan Real Estate <br> Investment Trust<br>| 1015131 | &nbsp;&nbsp; 12930905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Slate Grocery REIT, <br> Class U<br>| 183158 | &nbsp;&nbsp; 1883662 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SmartCentres Real <br> Estate Investment <br> Trust<br>| 479070 | &nbsp;&nbsp; 8782028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; True North <br> Commercial Real <br> Estate Investment <br> Trust<br>| 56423 | &nbsp;&nbsp; 381148 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp; 137229235 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (0.1%) | CHINA — (0.1%) | CHINA — (0.1%) | CHINA — (0.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants <br> Commercial Real <br> Estate Investment <br> Trust<br>| 310000 | &nbsp;&nbsp; $53434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Spring Real Estate <br> Investment Trust<br>| 5882000 | &nbsp;&nbsp; 1272794 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yuexiu Real Estate <br> Investment Trust<br>| 15619250 | &nbsp;&nbsp; 1769701 |
| TOTAL CHINA | TOTAL CHINA |  | &nbsp;&nbsp; 3095929 |
| FRANCE — (6.5%) | FRANCE — (6.5%) | FRANCE — (6.5%) | FRANCE — (6.5%) |
| # | Altarea SCA | 41104 | &nbsp;&nbsp; 5073234 |
|  | ARGAN SA | 73764 | &nbsp;&nbsp; 5536269 |
|  | Carmila SA | 406548 | &nbsp;&nbsp; 7987542 |
|  | Covivio Hotels SACA | 6721 | &nbsp;&nbsp; 183842 |
|  | Covivio SA | 382357 | &nbsp;&nbsp; 24754483 |
|  | Gecina SA | 276374 | &nbsp;&nbsp; 27160000 |
|  | ICADE | 202975 | &nbsp;&nbsp; 4823832 |
| # | Klepierre SA | 1328818 | &nbsp;&nbsp; 50723538 |
|  | Mercialys SA | 576320 | &nbsp;&nbsp; 7125458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unibail-Rodamco-Westfield <br> (URW FP)<br>| 841955 | &nbsp;&nbsp; 81618501 |
| \* | Vitura SA | 7978 | &nbsp;&nbsp; 51955 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp; 215038654 |
| GERMANY — (0.1%) | GERMANY — (0.1%) | GERMANY — (0.1%) | GERMANY — (0.1%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Konsum <br> REIT-AG<br>| 11682 | &nbsp;&nbsp; 28048 |
|  | Hamborner REIT AG | 640308 | &nbsp;&nbsp; 4149780 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 4177828 |
| HONG KONG — (3.5%) | HONG KONG — (3.5%) | HONG KONG — (3.5%) | HONG KONG — (3.5%) |
|  | Champion REIT | 18937012 | &nbsp;&nbsp; 5273364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fortune Real Estate <br> Investment Trust<br>| 10752000 | &nbsp;&nbsp; 6910347 |
|  | Link REIT | 17989820 | &nbsp;&nbsp; 100234859 |
|  | Prosperity REIT | 12422000 | &nbsp;&nbsp; 2165664 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Regal Real Estate <br> Investment Trust<br>| 9834000 | &nbsp;&nbsp; 564533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SF Real Estate <br> Investment Trust<br>| 697000 | &nbsp;&nbsp; 266395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunlight Real Estate <br> Investment Trust<br>| 9305000 | &nbsp;&nbsp; 2686284 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | &nbsp;&nbsp; 118101446 |
| INDIA — (0.2%) | INDIA — (0.2%) | INDIA — (0.2%) | INDIA — (0.2%) |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Brookfield India Real <br> Estate Trust<br>| 399644 | &nbsp;&nbsp; 1433218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Embassy Office Parks <br> REIT<br>| 842128 | &nbsp;&nbsp; 3799803 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Mindspace Business <br> Parks REIT<br>| 279147 | &nbsp;&nbsp; 1317294 |
|  | Nexus Select Trust | 77442 | &nbsp;&nbsp; 129680 |
| TOTAL INDIA | TOTAL INDIA |  | &nbsp;&nbsp; 6679995 |

---

------

**DFA International Real Estate Securities Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| IRELAND — (0.1%) | IRELAND — (0.1%) | IRELAND — (0.1%) | IRELAND — (0.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Irish Residential <br> Properties REIT <br> PLC<br>| 3931673 | &nbsp;&nbsp; $4375483 |
| ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Immobiliare Grande <br> Distribuzione SIIQ <br> SpA<br>| 366559 | &nbsp;&nbsp; 1375985 |
| JAPAN — (20.3%) | JAPAN — (20.3%) | JAPAN — (20.3%) | JAPAN — (20.3%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Activia Properties, <br> Inc.<br>| 13173 | &nbsp;&nbsp; 11254327 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Advance Residence <br> Investment Corp.<br>| 20309 | &nbsp;&nbsp; 20945835 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AEON REIT <br> Investment Corp.<br>| 11783 | &nbsp;&nbsp; 10045773 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Comforia Residential <br> REIT, Inc.<br>| 4761 | &nbsp;&nbsp; 9351781 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; CRE Logistics REIT, <br> Inc.<br>| 4009 | &nbsp;&nbsp; 3969518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiwa House REIT <br> Investment Corp.<br>| 16360 | &nbsp;&nbsp; 27359204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiwa Office <br> Investment Corp.<br>| 3781 | &nbsp;&nbsp; 8784314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiwa Securities <br> Living Investments <br> Corp.<br>| 13928 | &nbsp;&nbsp; 9436753 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ESCON Japan REIT <br> Investment Corp.<br>| 2180 | &nbsp;&nbsp; 1796317 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Frontier Real Estate <br> Investment Corp.<br>| 18437 | &nbsp;&nbsp; 10516264 |
| # | Fukuoka REIT Corp. | 5010 | &nbsp;&nbsp; 5997776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global One Real <br> Estate Investment <br> Corp.<br>| 7117 | &nbsp;&nbsp; 6729109 |
| # | GLP J-Reit | 32741 | &nbsp;&nbsp; 28691114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hankyu Hanshin REIT, <br> Inc.<br>| 4412 | &nbsp;&nbsp; 4669439 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Health Care & Medical <br> Investment Corp.<br>| 2596 | &nbsp;&nbsp; 1980694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heiwa Real Estate <br> REIT, Inc.<br>| 7180 | &nbsp;&nbsp; 6731789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hoshino Resorts <br> REIT, Inc.<br>| 4095 | &nbsp;&nbsp; 7104739 |
| # | Hulic Reit, Inc. | 9140 | &nbsp;&nbsp; 9965741 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ichigo Hotel REIT <br> Investment Corp.<br>| 1455 | &nbsp;&nbsp; 1268714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ichigo Office REIT <br> Investment Corp.<br>| 7059 | &nbsp;&nbsp; 4470852 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Industrial & <br> Infrastructure Fund <br> Investment Corp.<br>| 14754 | &nbsp;&nbsp; 12072086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Invincible Investment <br> Corp.<br>| 53766 | &nbsp;&nbsp; 23913455 |
|  | Japan Excellent, Inc. | 8343 | &nbsp;&nbsp; 7718583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Hotel REIT <br> Investment Corp.<br>| 35626 | &nbsp;&nbsp; 19579112 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Japan Logistics Fund, <br> Inc.<br>| 17556 | &nbsp;&nbsp; $10897518 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Japan Metropolitan <br> Fund Invest<br>| 50353 | &nbsp;&nbsp; 36622892 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Japan Prime Realty <br> Investment Corp.<br>| 24138 | &nbsp;&nbsp; 15857169 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Japan Real Estate <br> Investment Corp.<br>| 44489 | &nbsp;&nbsp; 36085248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KDX Realty <br> Investment Corp.<br>| 28822 | &nbsp;&nbsp; 30974466 |
|  | LaSalle Logiport REIT | 12977 | &nbsp;&nbsp; 12351363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marimo Regional <br> Revitalization REIT, <br> Inc.<br>| 1622 | &nbsp;&nbsp; 1183154 |
|  | Mirai Corp. | 13106 | &nbsp;&nbsp; 3985882 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Estate <br> Logistics REIT <br> Investment Corp.<br>| 10077 | &nbsp;&nbsp; 8030195 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui Fudosan <br> Logistics Park, Inc.<br>| 21724 | &nbsp;&nbsp; 14563178 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mori Hills REIT <br> Investment Corp.<br>| 10297 | &nbsp;&nbsp; 9305777 |
| # | Mori Trust Reit, Inc. | 18885 | &nbsp;&nbsp; 9189243 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon <br> Accommodations <br> Fund, Inc.<br>| 16069 | &nbsp;&nbsp; 12589270 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Building Fund, <br> Inc.<br>| 54938 | &nbsp;&nbsp; 50396143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Hotel & <br> Residential <br> Investment Corp.<br>| 1804 | &nbsp;&nbsp; 910926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Prologis REIT, <br> Inc.<br>| 48018 | &nbsp;&nbsp; 25913494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NIPPON REIT <br> Investment Corp.<br>| 12165 | &nbsp;&nbsp; 7615356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Real Estate <br> Master Fund, Inc.<br>| 28029 | &nbsp;&nbsp; 29519745 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; NTT UD REIT <br> Investment Corp.<br>| 10597 | &nbsp;&nbsp; 9128850 |
| # | One REIT, Inc. | 1665 | &nbsp;&nbsp; 2952635 |
|  | Orix JREIT, Inc. | 18880 | &nbsp;&nbsp; 24680523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samty Residential <br> Investment Corp.<br>| 2825 | &nbsp;&nbsp; 1849877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sankei Real Estate, <br> Inc.<br>| 3233 | &nbsp;&nbsp; 2047399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sekisui House Reit, <br> Inc.<br>| 28785 | &nbsp;&nbsp; 14953636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SOSiLA Logistics <br> REIT, Inc.<br>| 4908 | &nbsp;&nbsp; 3817019 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Star Asia Investment <br> Corp.<br>| 17715 | &nbsp;&nbsp; 6880136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Starts Proceed <br> Investment Corp.<br>| 1599 | &nbsp;&nbsp; 1992362 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Takara Leben Real <br> Estate Investment <br> Corp.<br>| 5302 | &nbsp;&nbsp; 3312505 |
| # | Tokyu REIT, Inc. | 5911 | &nbsp;&nbsp; 7686081 |

---

------

**DFA International Real Estate Securities Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tosei REIT Investment <br> Corp.<br>| 2216 | &nbsp;&nbsp; $2090906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Urban <br> Investment Corp.<br>| 20899 | &nbsp;&nbsp; 22946632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; XYMAX REIT <br> Investment Corp.<br>| 1778 | &nbsp;&nbsp; 1374905 |
| TOTAL JAPAN | TOTAL JAPAN |  | &nbsp;&nbsp; 676057774 |
| MALAYSIA — (0.8%) | MALAYSIA — (0.8%) | MALAYSIA — (0.8%) | MALAYSIA — (0.8%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al-'Aqar Healthcare <br> REIT<br>| 295700 | &nbsp;&nbsp; 86684 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Axis Real Estate <br> Investment Trust<br>| 9086720 | &nbsp;&nbsp; 4236655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capitaland Malaysia <br> Trust<br>| 13221515 | &nbsp;&nbsp; 2012745 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; IGB Real Estate <br> Investment Trust<br>| 10346700 | &nbsp;&nbsp; 6738133 |
|  | KIP REIT | 225000 | &nbsp;&nbsp; 45849 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; KLCCP Stapled <br> Group<br>| 2308900 | &nbsp;&nbsp; 4641310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pavilion Real Estate <br> Investment Trust<br>| 4853800 | &nbsp;&nbsp; 2020602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunway Real Estate <br> Investment Trust<br>| 11421000 | &nbsp;&nbsp; 5988350 |
| # | YTL Hospitality REIT | 4793600 | &nbsp;&nbsp; 1268916 |
| TOTAL MALAYSIA | TOTAL MALAYSIA |  | &nbsp;&nbsp; 27039244 |
| MEXICO — (2.6%) | MEXICO — (2.6%) | MEXICO — (2.6%) | MEXICO — (2.6%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asesor de Activos <br> Prisma SAPI de <br> CV<br>| 8188318 | &nbsp;&nbsp; 2118155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concentradora Fibra <br> Danhos SA de CV<br>| 2339196 | &nbsp;&nbsp; 3119755 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Concentradora Fibra <br> Hotelera Mexicana <br> SA de CV<br>| 4227043 | &nbsp;&nbsp; 2000927 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; FIBRA Macquarie <br> Mexico<br>| 11119090 | &nbsp;&nbsp; 18177192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fibra Shop Portafolios <br> Inmobiliarios SAPI <br> de CV<br>| 1492850 | &nbsp;&nbsp; 693208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fibra Uno <br> Administracion SA <br> de CV<br>| 19187043 | &nbsp;&nbsp; 27267671 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Prologis Property <br> Mexico SA de CV<br>| 8621391 | &nbsp;&nbsp; 32675827 |
| TOTAL MEXICO | TOTAL MEXICO |  | &nbsp;&nbsp; 86052735 |
| NETHERLANDS — (0.7%) | NETHERLANDS — (0.7%) | NETHERLANDS — (0.7%) | NETHERLANDS — (0.7%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eurocommercial <br> Properties NV<br>| 428665 | &nbsp;&nbsp; 13084151 |
|  | NSI NV | 157346 | &nbsp;&nbsp; 3863256 |
|  | Wereldhave NV | 254678 | &nbsp;&nbsp; 5212807 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | &nbsp;&nbsp; 22160214 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NEW ZEALAND — (1.5%) | NEW ZEALAND — (1.5%) | NEW ZEALAND — (1.5%) | NEW ZEALAND — (1.5%) |
|  | Argosy Property Ltd. | 8665890 | &nbsp;&nbsp; $5867283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goodman Property <br> Trust<br>| 10426848 | &nbsp;&nbsp; 12338527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kiwi Property Group <br> Ltd.<br>| 16544284 | &nbsp;&nbsp; 9485641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Precinct Properties <br> Group<br>| 12285355 | &nbsp;&nbsp; 9117190 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Property for Industry <br> Ltd.<br>| 3374328 | &nbsp;&nbsp; 4623826 |
| # | Stride Property Group | 4173196 | &nbsp;&nbsp; 3044927 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Vital Healthcare <br> Property Trust<br>| 4505220 | &nbsp;&nbsp; 5362470 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | &nbsp;&nbsp; 49839864 |
| PHILIPPINES — (0.1%) | PHILIPPINES — (0.1%) | PHILIPPINES — (0.1%) | PHILIPPINES — (0.1%) |
|  | AREIT, Inc. | 2218200 | &nbsp;&nbsp; 1596622 |
|  | DDMP Reit, Inc. | 7381000 | &nbsp;&nbsp; 135397 |
|  | MREIT, Inc. | 2910000 | &nbsp;&nbsp; 717175 |
| TOTAL PHILIPPINES | TOTAL PHILIPPINES |  | &nbsp;&nbsp; 2449194 |
| SAUDI ARABIA — (0.1%) | SAUDI ARABIA — (0.1%) | SAUDI ARABIA — (0.1%) | SAUDI ARABIA — (0.1%) |
|  | Al Rajhi REIT | 775713 | &nbsp;&nbsp; 1741413 |
|  | Derayah REIT | 124460 | &nbsp;&nbsp; 180841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jadwa REIT Saudi <br> Fund<br>| 394730 | &nbsp;&nbsp; 1082283 |
|  | Riyad REIT Fund | 468851 | &nbsp;&nbsp; 661443 |
| TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA |  | &nbsp;&nbsp; 3665980 |
| SINGAPORE — (10.6%) | SINGAPORE — (10.6%) | SINGAPORE — (10.6%) | SINGAPORE — (10.6%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Acrophyte Hospitality <br> Trust<br>| 143100 | &nbsp;&nbsp; 41345 |
|  | AIMS APAC REIT | 5312554 | &nbsp;&nbsp; 5678852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CapitaLand Ascendas <br> REIT<br>| 27062980 | &nbsp;&nbsp; 57945271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CapitaLand Ascott <br> Trust<br>| 18734021 | &nbsp;&nbsp; 12895266 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; CapitaLand China <br> Trust<br>| 8904900 | &nbsp;&nbsp; 5200060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CapitaLand Integrated <br> Commercial Trust<br>| 41434491 | &nbsp;&nbsp; 69960498 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; CDL Hospitality <br> Trusts<br>| 7379780 | &nbsp;&nbsp; 4531568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiwa House <br> Logistics Trust<br>| 386500 | &nbsp;&nbsp; 169299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Digital Core REIT <br> Management Pte. <br> Ltd.<br>| 1012400 | &nbsp;&nbsp; 529463 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp; EC World Real Estate <br> Investment Trust<br>| 2427600 | &nbsp;&nbsp; 93484 |
|  | ESR-REIT | 5120854 | &nbsp;&nbsp; 10844564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far East Hospitality <br> Trust<br>| 8981521 | &nbsp;&nbsp; 4142132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Real Estate <br> Investment Trust<br>| 16109603 | &nbsp;&nbsp; 3408600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Frasers Centrepoint <br> Trust<br>| 9723316 | &nbsp;&nbsp; 16581182 |

---

------

**DFA International Real Estate Securities Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Frasers Hospitality <br> Trust<br>| 282900 | &nbsp;&nbsp; $152132 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Frasers Logistics & <br> Commercial Trust<br>| 19311832 | &nbsp;&nbsp; 13042462 |
| # | IREIT Global | 2752634 | &nbsp;&nbsp; 623352 |
|  | Keppel DC REIT | 11968573 | &nbsp;&nbsp; 21780664 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Keppel Pacific Oak <br> U.S. REIT<br>| 6793000 | &nbsp;&nbsp; 1417787 |
|  | Keppel REIT | 17933726 | &nbsp;&nbsp; 13089106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lendlease Global <br> Commercial REIT<br>| 12254603 | &nbsp;&nbsp; 5173794 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lippo Malls Indonesia <br> Retail Trust<br>| 55201179 | &nbsp;&nbsp; 759654 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Manulife U.S. Real <br> Estate Investment <br> Trust<br>| 13384486 | &nbsp;&nbsp; 876751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mapletree Industrial <br> Trust<br>| 15185758 | &nbsp;&nbsp; 23673058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mapletree Logistics <br> Trust<br>| 25139447 | &nbsp;&nbsp; 22355637 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mapletree Pan Asia <br> Commercial Trust<br>| 16490206 | &nbsp;&nbsp; 16340214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OUE Real Estate <br> Investment Trust<br>| 14560954 | &nbsp;&nbsp; 3306225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Parkway Life Real <br> Estate Investment <br> Trust<br>| 3131700 | &nbsp;&nbsp; 9700957 |
| # | Prime U.S. REIT | 4794400 | &nbsp;&nbsp; 866290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sabana Industrial <br> Real Estate <br> Investment Trust<br>| 7626097 | &nbsp;&nbsp; 2289045 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sasseur Real Estate <br> Investment Trust<br>| 4177500 | &nbsp;&nbsp; 2167442 |
|  | Starhill Global REIT | 20704626 | &nbsp;&nbsp; 8588943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suntec Real Estate <br> Investment Trust<br>| 15419200 | &nbsp;&nbsp; 13723907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Hampshire <br> U.S. REIT<br>| 218477 | &nbsp;&nbsp; 103499 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp; 352052503 |
| SOUTH AFRICA — (2.2%) | SOUTH AFRICA — (2.2%) | SOUTH AFRICA — (2.2%) | SOUTH AFRICA — (2.2%) |
|  | Attacq Ltd. | 4188196 | &nbsp;&nbsp; 3323312 |
|  | Burstone Group Ltd. | 5083326 | &nbsp;&nbsp; 2288377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emira Property Fund <br> Ltd.<br>| 372693 | &nbsp;&nbsp; 248172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Equites Property Fund <br> Ltd.<br>| 6145130 | &nbsp;&nbsp; 5384231 |
|  | Fairvest Ltd., Class B | 7724056 | &nbsp;&nbsp; 2355660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Growthpoint <br> Properties Ltd.<br>| 24654035 | &nbsp;&nbsp; 19288559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyprop Investments <br> Ltd.<br>| 2648796 | &nbsp;&nbsp; 6666901 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Octodec Investments <br> Ltd.<br>| 555360 | &nbsp;&nbsp; 319011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Redefine Properties <br> Ltd.<br>| 48670950 | &nbsp;&nbsp; 12880503 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |
|  | Resilient REIT Ltd. | 2193090 | &nbsp;&nbsp; $7868767 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SA Corporate Real <br> Estate Ltd.<br>| 21404013 | &nbsp;&nbsp; 3626876 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Stor-Age Property <br> REIT Ltd.<br>| 793837 | &nbsp;&nbsp; 694620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vukile Property Fund <br> Ltd.<br>| 8247425 | &nbsp;&nbsp; 9259723 |
| TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA |  | &nbsp;&nbsp; 74204712 |
| SOUTH KOREA — (0.5%) | SOUTH KOREA — (0.5%) | SOUTH KOREA — (0.5%) | SOUTH KOREA — (0.5%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; D&D Platform REIT <br> Co. Ltd.<br>| 97895 | &nbsp;&nbsp; 230465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; E KOCREF CR-REIT <br> Co. Ltd.<br>| 271396 | &nbsp;&nbsp; 882200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ESR Kendall Square <br> REIT Co. Ltd.<br>| 446214 | &nbsp;&nbsp; 1365079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IGIS Residence REIT <br> Co. Ltd.<br>| 188260 | &nbsp;&nbsp; 548256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IGIS Value Plus REIT <br> Co. Ltd.<br>| 289949 | &nbsp;&nbsp; 923751 |
|  | JR Global Reit | 1230187 | &nbsp;&nbsp; 2188060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KB Star Real Estate <br> Investment Trust, <br> Inc.<br>| 171197 | &nbsp;&nbsp; 469983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koramco Life Infra <br> Reit Co. Ltd.<br>| 531241 | &nbsp;&nbsp; 1692239 |
|  | LOTTE REIT Co. Ltd. | 660931 | &nbsp;&nbsp; 1827673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mirae Asset Global <br> REIT Co. Ltd.<br>| 179123 | &nbsp;&nbsp; 345570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miraeasset Maps <br> Reit1 Co. Ltd.<br>| 69520 | &nbsp;&nbsp; 133725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NH All-One REIT Co. <br> Ltd.<br>| 165643 | &nbsp;&nbsp; 383219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinhan Alpha REIT <br> Co. Ltd.<br>| 701130 | &nbsp;&nbsp; 2779431 |
|  | SK REITs Co. Ltd. | 742756 | &nbsp;&nbsp; 2578618 |
| TOTAL SOUTH KOREA | TOTAL SOUTH KOREA |  | &nbsp;&nbsp; 16348269 |
| SPAIN — (1.5%) | SPAIN — (1.5%) | SPAIN — (1.5%) | SPAIN — (1.5%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inmobiliaria Colonial <br> Socimi SA<br>| 2208839 | &nbsp;&nbsp; 14627901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Merlin Properties <br> Socimi SA<br>| 2521395 | &nbsp;&nbsp; 34911347 |
| TOTAL SPAIN | TOTAL SPAIN |  | &nbsp;&nbsp; 49539248 |
| TAIWAN — (0.3%) | TAIWAN — (0.3%) | TAIWAN — (0.3%) | TAIWAN — (0.3%) |
|  | Cathay No. 1 REIT | 10846000 | &nbsp;&nbsp; 5357027 |
|  | Cathay No. 2 REIT | 4142000 | &nbsp;&nbsp; 2027448 |
|  | Fubon No. 1 REIT | 1308000 | &nbsp;&nbsp; 547762 |
|  | Fubon No. 2 REIT | 4032000 | &nbsp;&nbsp; 1557288 |
| TOTAL TAIWAN | TOTAL TAIWAN |  | &nbsp;&nbsp; 9489525 |

---

------

**DFA International Real Estate Securities Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (0.1%) | THAILAND — (0.1%) | THAILAND — (0.1%) | THAILAND — (0.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Frasers Property <br> Thailand Industrial <br> Freehold & <br> Leasehold REIT<br>| 3607700 | &nbsp;&nbsp; $1032191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IMPACT Growth Real <br> Estate Investment <br> Trust<br>| 1847600 | &nbsp;&nbsp; 545573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WHA Premium Growth <br> Freehold & <br> Leasehold Real <br> Estate <br> InvestmentTrust, <br> Class F<br>| 3699200 | &nbsp;&nbsp; 1030071 |
| TOTAL THAILAND | TOTAL THAILAND |  | &nbsp;&nbsp; 2607835 |
| TURKEY — (0.8%) | TURKEY — (0.8%) | TURKEY — (0.8%) | TURKEY — (0.8%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adra Gayrimenkul <br> Yatirim Ortakligi AS<br>| 23468 | &nbsp;&nbsp; 20232 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Akfen Gayrimenkul <br> Yatirim Ortakligi AS<br>| 4623948 | &nbsp;&nbsp; 332029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AKIS Gayrimenkul <br> Yatirimi AS<br>| 8062003 | &nbsp;&nbsp; 1392528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Akmerkez <br> Gayrimenkul Yatirim <br> Ortakligi AS<br>| 54504 | &nbsp;&nbsp; 281720 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alarko Gayrimenkul <br> Yatirim Ortakligi AS<br>| 660893 | &nbsp;&nbsp; 349935 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Emlak Konut <br> Gayrimenkul Yatirim <br> Ortakligi AS<br>| 14643631 | &nbsp;&nbsp; 7139641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Halk Gayrimenkul <br> Yatirim Ortakligi AS<br>| 5084964 | &nbsp;&nbsp; 494499 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Is Gayrimenkul Yatirim <br> Ortakligi AS<br>| 2838436 | &nbsp;&nbsp; 1276469 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kiler Gayrimenkul <br> Yatirim Ortakligi AS<br>| 3064534 | &nbsp;&nbsp; 456109 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kuyumcukent <br> Gayrimenkul <br> Yatirimlari AS<br>| 2428286 | &nbsp;&nbsp; 3404858 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ozak Gayrimenkul <br> Yatirim Ortakligi<br>| 2242908 | &nbsp;&nbsp; 739390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Panora Gayrimenkul <br> Yatirim Ortakligi<br>| 433154 | &nbsp;&nbsp; 789680 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Reysas Gayrimenkul <br> Yatirim Ortakligi AS<br>| 3703643 | &nbsp;&nbsp; 2088965 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Servet Gayrimenkul <br> Yatirim Ortakligi AS<br>| 5218669 | &nbsp;&nbsp; 414507 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tera Yatirim Teknoloji <br> Holding AS<br>| 4080816 | &nbsp;&nbsp; 1791863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Torunlar Gayrimenkul <br> Yatirim Ortakligi AS<br>| 1254756 | &nbsp;&nbsp; 2253145 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Vakif Gayrimenkul <br> Yatirim Ortakligi AS<br>| 7878067 | &nbsp;&nbsp; 538709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yeni Gimat <br> Gayrimenkul <br> Ortakligi AS<br>| 1007774 | &nbsp;&nbsp; 2171271 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yesil Gayrimenkul <br> Yatirim Ortakligi AS<br>| 241979 | &nbsp;&nbsp; $37814 |
| TOTAL TURKEY | TOTAL TURKEY |  | &nbsp;&nbsp; 25973364 |
| UNITED KINGDOM — (12.2%) | UNITED KINGDOM — (12.2%) | UNITED KINGDOM — (12.2%) | UNITED KINGDOM — (12.2%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; abrdn Property <br> Income Trust Ltd.<br>| 3627036 | &nbsp;&nbsp; 259549 |
|  | AEW U.K. REIT PLC | 192870 | &nbsp;&nbsp; 268567 |
|  | Assura PLC | 22717253 | &nbsp;&nbsp; 14959486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Big Yellow Group <br> PLC<br>| 1350747 | &nbsp;&nbsp; 16654204 |
|  | British Land Co. PLC | 6941649 | &nbsp;&nbsp; 31903351 |
|  | CLS Holdings PLC | 1066338 | &nbsp;&nbsp; 937799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Custodian Property <br> Income REIT PLC<br>| 3242713 | &nbsp;&nbsp; 3383046 |
|  | Derwent London PLC | 730268 | &nbsp;&nbsp; 18560585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Empiric Student <br> Property PLC<br>| 4645446 | &nbsp;&nbsp; 5903632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Portland <br> Estates PLC<br>| 2433294 | &nbsp;&nbsp; 10886433 |
|  | Hammerson PLC | 3141427 | &nbsp;&nbsp; 12275763 |
|  | Helical PLC | 137787 | &nbsp;&nbsp; 411527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Land Securities Group <br> PLC<br>| 4604958 | &nbsp;&nbsp; 35020427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LondonMetric Property <br> PLC<br>| 16085744 | &nbsp;&nbsp; 40482464 |
|  | NewRiver REIT PLC | 3420026 | &nbsp;&nbsp; 3202476 |
|  | Palace Capital PLC | 29488 | &nbsp;&nbsp; 88177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Picton Property <br> Income Ltd.<br>| 1604357 | &nbsp;&nbsp; 1662382 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Primary Health <br> Properties PLC<br>| 8834808 | &nbsp;&nbsp; 11189721 |
|  | PRS REIT PLC | 2215507 | &nbsp;&nbsp; 3089573 |
| #Ω | Regional REIT Ltd. | 1205584 | &nbsp;&nbsp; 1967080 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Residential Secure <br> Income PLC<br>| 234096 | &nbsp;&nbsp; 178811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Safestore Holdings <br> PLC<br>| 1551011 | &nbsp;&nbsp; 13753439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schroder European <br> Real Estate <br> Investment Trust <br> PLC<br>| 105100 | &nbsp;&nbsp; 91749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schroder Real Estate <br> Investment Trust <br> Ltd.<br>| 4533322 | &nbsp;&nbsp; 3122065 |
|  | Segro PLC | 8847372 | &nbsp;&nbsp; 75403778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shaftesbury Capital <br> PLC<br>| 9642213 | &nbsp;&nbsp; 20093225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sirius Real Estate <br> Ltd.<br>| 3852250 | &nbsp;&nbsp; 5288484 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Social Housing Reit <br> PLC<br>| 970906 | &nbsp;&nbsp; 882322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Supermarket Income <br> REIT PLC<br>| 2401527 | &nbsp;&nbsp; 2527864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Target Healthcare <br> REIT PLC<br>| 4581747 | &nbsp;&nbsp; 6003160 |

---

------

**DFA International Real Estate Securities Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Town Centre <br> Securities PLC<br>| 222 | &nbsp;&nbsp; $402 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tritax Big Box REIT <br> PLC<br>| 16010228 | &nbsp;&nbsp; 29780957 |
| UNITE Group PLC | 2706710 | &nbsp;&nbsp; 26686514 |
| &nbsp;&nbsp;&nbsp;&nbsp; Warehouse REIT <br> PLC<br>| 1161572 | &nbsp;&nbsp; 1750584 |
| &nbsp;&nbsp;&nbsp;&nbsp; Workspace Group <br> PLC<br>| 1042012 | &nbsp;&nbsp; 5464332 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM |  | &nbsp;&nbsp; 404133928 |
| UNITED STATES — (0.0%) | UNITED STATES — (0.0%) | UNITED STATES — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Shinhan Seobu T&D <br> REIT Co. Ltd.<br>| 121081 | &nbsp;&nbsp; 312720 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS |  | &nbsp;&nbsp; 3205950738 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NH All-One REIT Co. <br> Ltd. Rights <br> 09/02/2025<br>| 42241 | &nbsp;&nbsp; $2893 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $2,946,193,643) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $2,946,193,643) |  | &nbsp;&nbsp; 3205953631 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (3.6%) | SECURITIES LENDING COLLATERAL — (3.6%) | SECURITIES LENDING COLLATERAL — (3.6%) | SECURITIES LENDING COLLATERAL — (3.6%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund<br>| 10255525 | &nbsp;&nbsp; 118625662 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $3,064,818,023)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $3,064,818,023)^^ |  | &nbsp;&nbsp; $3324579293 |

---

As of July 31, 2025, DFA International Real Estate Securities Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp; 77 | 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; $24669346 | &nbsp;&nbsp;&nbsp;&nbsp; $24540863 | &nbsp;&nbsp;&nbsp;&nbsp; $(128483)<br>|
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$24669346** | &nbsp;&nbsp; **$24540863** | &nbsp;&nbsp; **$(128483)**<br>|

---

As of July 31, 2025, the value of Rule 144A securities amounted to $27,141,529 or 0.8% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp;&nbsp; $9211768 | &nbsp;&nbsp;&nbsp; $781261761 | &nbsp;&nbsp;&nbsp; $6706 | &nbsp;&nbsp;&nbsp; $790480235 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 123468839 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 123468839 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp; 137229235 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 137229235 |
| &nbsp;&nbsp;&nbsp;&nbsp; China | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3095929 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3095929 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 215038654 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 215038654 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4177828 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4177828 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 118101446 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 118101446 |
| &nbsp;&nbsp;&nbsp;&nbsp; India | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6679995 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6679995 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ireland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4375483 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4375483 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1375985 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1375985 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 676057774 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 676057774 |
| &nbsp;&nbsp;&nbsp;&nbsp; Malaysia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 27039244 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 27039244 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mexico | &nbsp;&nbsp;&nbsp; 86052735 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 86052735 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 22160214 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 22160214 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 49839864 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 49839864 |

---

------

**DFA International Real Estate Securities Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| &nbsp;&nbsp;&nbsp;&nbsp; Philippines | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $2449194 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $2449194 |
| &nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3665980 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3665980 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 351959019 | &nbsp;&nbsp;&nbsp; $93484 | &nbsp;&nbsp;&nbsp; 352052503 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Africa | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 74204712 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 74204712 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Korea | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 16348269 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 16348269 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 49539248 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 49539248 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9489525 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9489525 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thailand | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2607835 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2607835 |
| &nbsp;&nbsp;&nbsp;&nbsp; Turkey | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 25973364 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 25973364 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 404133928 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 404133928 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 312720 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 312720 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; South Korea | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2893 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2893 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 118625662 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 118625662 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $232493738 | &nbsp;&nbsp;&nbsp; $3091985365 | &nbsp;&nbsp;&nbsp; $100,190˂˃ | &nbsp;&nbsp;&nbsp; $3324579293 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | &nbsp;&nbsp;&nbsp; $(128483) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (128483) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; $(128483) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $(128483) |
| &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

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

---

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

---

------

**DFA Global Real Estate Securities Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (70.3%) | COMMON STOCKS — (70.3%) | COMMON STOCKS — (70.3%) | COMMON STOCKS — (70.3%) |
| UNITED STATES — (70.3%) | UNITED STATES — (70.3%) | UNITED STATES — (70.3%) | UNITED STATES — (70.3%) |
| # | Acadia Realty Trust | 522373 | &nbsp;&nbsp; $9778823 |
| # | Agree Realty Corp. | 424001 | &nbsp;&nbsp; 30400872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alexander & Baldwin, <br> Inc.<br>| 34347 | &nbsp;&nbsp; 617559 |
|  | Alexander's, Inc. | 9308 | &nbsp;&nbsp; 2338077 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Alexandria Real Estate <br> Equities, Inc.<br>| 602272 | &nbsp;&nbsp; 46031649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alpine Income Property <br> Trust, Inc.<br>| 53058 | &nbsp;&nbsp; 745465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Assets Trust, <br> Inc.<br>| 200787 | &nbsp;&nbsp; 3820977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Healthcare <br> REIT, Inc.<br>| 35322 | &nbsp;&nbsp; 1364842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Homes 4 <br> Rent, Class A<br>| 1283888 | &nbsp;&nbsp; 44538075 |
|  | American Tower Corp. | 1820175 | &nbsp;&nbsp; 379306268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Americold Realty Trust, <br> Inc.<br>| 1052203 | &nbsp;&nbsp; 16919424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apartment Investment <br> & Management Co., <br> Class A<br>| 540817 | &nbsp;&nbsp; 4548271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apple Hospitality REIT, <br> Inc.<br>| 848226 | &nbsp;&nbsp; 9966656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AvalonBay <br> Communities, Inc.<br>| 549485 | &nbsp;&nbsp; 102358066 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bluerock Homes Trust, <br> Inc.<br>| 14660 | &nbsp;&nbsp; 205978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Braemar Hotels & <br> Resorts, Inc.<br>| 258414 | &nbsp;&nbsp; 568511 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Brandywine Realty <br> Trust<br>| 644284 | &nbsp;&nbsp; 2577136 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Brixmor Property <br> Group, Inc.<br>| 1179423 | &nbsp;&nbsp; 30818323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Broadstone Net Lease, <br> Inc.<br>| 764519 | &nbsp;&nbsp; 12415789 |
|  | BRT Apartments Corp. | 46308 | &nbsp;&nbsp; 673781 |
| # | BXP, Inc. | 580142 | &nbsp;&nbsp; 37958691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Camden Property <br> Trust<br>| 412536 | &nbsp;&nbsp; 45048931 |
|  | CareTrust REIT, Inc. | 767061 | &nbsp;&nbsp; 24392540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CBL & Associates <br> Properties, Inc.<br>| 17357 | &nbsp;&nbsp; 469680 |
|  | Centerspace | 66638 | &nbsp;&nbsp; 3627106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chatham Lodging <br> Trust<br>| 187379 | &nbsp;&nbsp; 1277925 |
|  | City Office REIT, Inc. | 176231 | &nbsp;&nbsp; 1223043 |
|  | Clipper Realty, Inc. | 24998 | &nbsp;&nbsp; 86993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community Healthcare <br> Trust, Inc.<br>| 115433 | &nbsp;&nbsp; 1774205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COPT Defense <br> Properties<br>| 449651 | &nbsp;&nbsp; 12266479 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cousins Properties, <br> Inc.<br>| 643175 | &nbsp;&nbsp; $17430042 |
|  | Crown Castle, Inc. | 1680693 | &nbsp;&nbsp; 176624027 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; CTO Realty Growth, <br> Inc.<br>| 112178 | &nbsp;&nbsp; 1852059 |
|  | CubeSmart | 879457 | &nbsp;&nbsp; 34219672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Curbline Properties <br> Corp.<br>| 376550 | &nbsp;&nbsp; 8321755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DiamondRock <br> Hospitality Co.<br>| 776000 | &nbsp;&nbsp; 5990720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Digital Realty Trust, <br> Inc.<br>| 1299350 | &nbsp;&nbsp; 229257314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diversified Healthcare <br> Trust<br>| 669439 | &nbsp;&nbsp; 2189066 |
| # | Douglas Emmett, Inc. | 645342 | &nbsp;&nbsp; 9783385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Easterly Government <br> Properties, Inc.<br>| 169245 | &nbsp;&nbsp; 3723390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EastGroup Properties, <br> Inc.<br>| 205666 | &nbsp;&nbsp; 33572918 |
|  | Elme Communities | 355561 | &nbsp;&nbsp; 5361860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Empire State Realty <br> Trust, Inc., Class A<br>| 575481 | &nbsp;&nbsp; 4166482 |
| # | EPR Properties | 272861 | &nbsp;&nbsp; 15018269 |
|  | Equinix, Inc. | 378196 | &nbsp;&nbsp; 296948153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Equity LifeStyle <br> Properties, Inc.<br>| 701425 | &nbsp;&nbsp; 42029386 |
| # | Equity Residential | 1333042 | &nbsp;&nbsp; 84248254 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Essential Properties <br> Realty Trust, Inc.<br>| 828732 | &nbsp;&nbsp; 25268039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Essex Property Trust, <br> Inc.<br>| 248343 | &nbsp;&nbsp; 64613882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Extra Space Storage, <br> Inc.<br>| 818949 | &nbsp;&nbsp; 110034016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Federal Realty <br> Investment Trust<br>| 316002 | &nbsp;&nbsp; 29122744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Industrial Realty <br> Trust, Inc.<br>| 526943 | &nbsp;&nbsp; 25672663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Four Corners Property <br> Trust, Inc.<br>| 404090 | &nbsp;&nbsp; 10199232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Street <br> Properties Corp.<br>| 370808 | &nbsp;&nbsp; 611833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gaming & Leisure <br> Properties, Inc.<br>| 1081081 | &nbsp;&nbsp; 49275672 |
| # | Getty Realty Corp. | 206287 | &nbsp;&nbsp; 5732716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gladstone Commercial <br> Corp.<br>| 184161 | &nbsp;&nbsp; 2421717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Medical REIT, <br> Inc.<br>| 250093 | &nbsp;&nbsp; 1670621 |
| # | Global Net Lease, Inc. | 760564 | &nbsp;&nbsp; 5316339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Healthcare Realty <br> Trust, Inc.<br>| 1400791 | &nbsp;&nbsp; 21516150 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Healthpeak Properties, <br> Inc.<br>| 2680547 | &nbsp;&nbsp; 45408470 |

---

------

**DFA Global Real Estate Securities Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Highwoods Properties, <br> Inc.<br>| 403977 | &nbsp;&nbsp; $11719373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Host Hotels & Resorts, <br> Inc.<br>| 2669653 | &nbsp;&nbsp; 41966945 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hudson Pacific <br> Properties, Inc.<br>| 576544 | &nbsp;&nbsp; 1412533 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Independence Realty <br> Trust, Inc.<br>| 940560 | &nbsp;&nbsp; 15773191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industrial Logistics <br> Properties Trust<br>| 238172 | &nbsp;&nbsp; 1267075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Innovative Industrial <br> Properties, Inc.<br>| 102146 | &nbsp;&nbsp; 5280948 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; InvenTrust Properties <br> Corp.<br>| 230092 | &nbsp;&nbsp; 6343636 |
|  | Invitation Homes, Inc. | 2245994 | &nbsp;&nbsp; 68839716 |
|  | Iron Mountain, Inc. | 1138492 | &nbsp;&nbsp; 110843581 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; JBG SMITH <br> Properties<br>| 259572 | &nbsp;&nbsp; 5497735 |
| # | Kilroy Realty Corp. | 456317 | &nbsp;&nbsp; 16819845 |
|  | Kimco Realty Corp. | 2622714 | &nbsp;&nbsp; 55680221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kite Realty Group <br> Trust<br>| 846295 | &nbsp;&nbsp; 18601564 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lamar Advertising Co., <br> Class A<br>| 339716 | &nbsp;&nbsp; 41530281 |
|  | LTC Properties, Inc. | 185356 | &nbsp;&nbsp; 6309518 |
|  | LXP Industrial Trust | 1182303 | &nbsp;&nbsp; 9174671 |
| # | Macerich Co. | 998389 | &nbsp;&nbsp; 16683080 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Medical Properties <br> Trust, Inc.<br>| 2153409 | &nbsp;&nbsp; 8872045 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mid-America Apartment <br> Communities, Inc.<br>| 451843 | &nbsp;&nbsp; 64355998 |
| # | Modiv Industrial, Inc. | 5722 | &nbsp;&nbsp; 82111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Health <br> Investors, Inc.<br>| 174933 | &nbsp;&nbsp; 12220819 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; National Storage <br> Affiliates Trust<br>| 293429 | &nbsp;&nbsp; 8644418 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NET Lease Office <br> Properties<br>| 59511 | &nbsp;&nbsp; 1975170 |
| # | NETSTREIT Corp. | 320550 | &nbsp;&nbsp; 5843627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NexPoint Residential <br> Trust, Inc.<br>| 85335 | &nbsp;&nbsp; 2660745 |
|  | NNN REIT, Inc. | 724343 | &nbsp;&nbsp; 29886392 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Omega Healthcare <br> Investors, Inc.<br>| 1116226 | &nbsp;&nbsp; 43421191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; One Liberty Properties, <br> Inc.<br>| 71262 | &nbsp;&nbsp; 1594844 |
| # | Orion Properties, Inc. | 243170 | &nbsp;&nbsp; 637105 |
| # | Outfront Media, Inc. | 542875 | &nbsp;&nbsp; 9516597 |
|  | Paramount Group, Inc. | 741186 | &nbsp;&nbsp; 4536058 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Park Hotels & Resorts, <br> Inc.<br>| 770304 | &nbsp;&nbsp; 8211441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peakstone Realty <br> Trust<br>| 7891 | &nbsp;&nbsp; 107318 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pebblebrook Hotel <br> Trust<br>| 453684 | &nbsp;&nbsp; 4550451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phillips Edison & Co., <br> Inc.<br>| 411676 | &nbsp;&nbsp; 13910532 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Piedmont Realty Trust, <br> Inc.<br>| 492993 | &nbsp;&nbsp; $3727027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Plymouth Industrial <br> REIT, Inc.<br>| 168667 | &nbsp;&nbsp; 2449045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Postal Realty Trust, <br> Inc., Class A<br>| 90633 | &nbsp;&nbsp; 1242578 |
|  | Prologis, Inc. | 3574653 | &nbsp;&nbsp; 381701447 |
| # | Public Storage | 609193 | &nbsp;&nbsp; 165663944 |
| # | Realty Income Corp. | 3485517 | &nbsp;&nbsp; 195642060 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Regency Centers <br> Corp.<br>| 665169 | &nbsp;&nbsp; 47493067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rexford Industrial <br> Realty, Inc.<br>| 912157 | &nbsp;&nbsp; 33321095 |
| # | RLJ Lodging Trust | 587292 | &nbsp;&nbsp; 4345961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ryman Hospitality <br> Properties, Inc.<br>| 233527 | &nbsp;&nbsp; 22199077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sabra Health Care <br> REIT, Inc.<br>| 986945 | &nbsp;&nbsp; 17794618 |
|  | Saul Centers, Inc. | 53099 | &nbsp;&nbsp; 1710850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SBA Communications <br> Corp.<br>| 414723 | &nbsp;&nbsp; 93196553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Service Properties <br> Trust<br>| 653806 | &nbsp;&nbsp; 1719510 |
| # | Sila Realty Trust, Inc. | 36850 | &nbsp;&nbsp; 900614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Simon Property Group, <br> Inc.<br>| 1259837 | &nbsp;&nbsp; 206348702 |
|  | SITE Centers Corp. | 187357 | &nbsp;&nbsp; 2017835 |
| # | SL Green Realty Corp. | 297979 | &nbsp;&nbsp; 17059298 |
| # | STAG Industrial, Inc. | 719204 | &nbsp;&nbsp; 24690273 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Summit Hotel <br> Properties, Inc.<br>| 441389 | &nbsp;&nbsp; 2304051 |
|  | Sun Communities, Inc. | 490403 | &nbsp;&nbsp; 60824684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunstone Hotel <br> Investors, Inc.<br>| 839557 | &nbsp;&nbsp; 7346124 |
| # | Tanger, Inc. | 440383 | &nbsp;&nbsp; 13220298 |
|  | Terreno Realty Corp. | 420481 | &nbsp;&nbsp; 23332491 |
| # | UDR, Inc. | 1213949 | &nbsp;&nbsp; 47696056 |
|  | UMH Properties, Inc. | 320550 | &nbsp;&nbsp; 5218554 |
|  | Uniti Group, Inc. | 937248 | &nbsp;&nbsp; 4986159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Health <br> Realty Income Trust<br>| 52464 | &nbsp;&nbsp; 2035079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Urban Edge <br> Properties<br>| 497616 | &nbsp;&nbsp; 9812988 |
|  | Ventas, Inc. | 1741527 | &nbsp;&nbsp; 116995784 |
|  | Veris Residential, Inc. | 331855 | &nbsp;&nbsp; 4672518 |
|  | VICI Properties, Inc. | 4083657 | &nbsp;&nbsp; 133127218 |
|  | Vornado Realty Trust | 633735 | &nbsp;&nbsp; 24348099 |
| # | Welltower, Inc. | 2417610 | &nbsp;&nbsp; 399074883 |
|  | Whitestone REIT | 171201 | &nbsp;&nbsp; 2086940 |
|  | WP Carey, Inc. | 844614 | &nbsp;&nbsp; 54190434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xenia Hotels & <br> Resorts, Inc.<br>| 367728 | &nbsp;&nbsp; 4673823 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp; 4989661493 |

---

------

**DFA Global Real Estate Securities Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (26.9%) | AFFILIATED INVESTMENT COMPANIES — (26.9%) | AFFILIATED INVESTMENT COMPANIES — (26.9%) |
| UNITED STATES — (26.9%) | UNITED STATES — (26.9%) | UNITED STATES — (26.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment in DFA <br> International Real <br> Estate Securities <br> Portfolio <br>| 499746400 | &nbsp;&nbsp; $1909031247 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $6,230,921,897) |  | &nbsp;&nbsp; 6898692740 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (2.8%) | SECURITIES LENDING COLLATERAL — (2.8%) | SECURITIES LENDING COLLATERAL — (2.8%) | SECURITIES LENDING COLLATERAL — (2.8%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund<br>| 17343944 | &nbsp;&nbsp; $200617399 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $6,431,539,218)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $6,431,539,218)^^ |  | &nbsp;&nbsp; $7099310139 |

---

As of July 31, 2025, DFA Global Real Estate Securities Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp; 178 | 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; $56187804 | &nbsp;&nbsp;&nbsp;&nbsp; $56730825 | &nbsp;&nbsp;&nbsp;&nbsp; $543021 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$56187804** | &nbsp;&nbsp; **$56730825** | &nbsp;&nbsp; **$543021** |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; $4989661493 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $4989661493 |
| Affiliated Investment Company | &nbsp;&nbsp;&nbsp; 1909031247 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1909031247 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $200617399 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 200617399 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $6898692740 | &nbsp;&nbsp;&nbsp; $200617399 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $7099310139 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | &nbsp;&nbsp;&nbsp; 543021 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 543021 |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; $543021 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $543021 |
| &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**DFA International Small Cap Value Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (96.1%) | COMMON STOCKS — (96.1%) | COMMON STOCKS — (96.1%) | COMMON STOCKS — (96.1%) |
| AUSTRALIA — (6.6%) | AUSTRALIA — (6.6%) | AUSTRALIA — (6.6%) | AUSTRALIA — (6.6%) |
| \* | 29Metals Ltd. | 370672 | &nbsp;&nbsp; $67305 |
|  | Acrow Ltd. | 122 | &nbsp;&nbsp; 84 |
| # | Adairs Ltd. | 1201824 | &nbsp;&nbsp; 1578755 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ainsworth Game <br> Technology Ltd.<br>| 814002 | &nbsp;&nbsp; 521942 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Alkane Resources <br> Ltd.<br>| 4824532 | &nbsp;&nbsp; 2201608 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Alliance Aviation <br> Services Ltd.<br>| 74296 | &nbsp;&nbsp; 123027 |
| \* | Amotiv Ltd. | 1807930 | &nbsp;&nbsp; 10175536 |
|  | AMP Ltd. | 12812082 | &nbsp;&nbsp; 13108223 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amplitude Energy <br> Ltd.<br>| 19072590 | &nbsp;&nbsp; 3121184 |
|  | Ansell Ltd. | 1390338 | &nbsp;&nbsp; 26617552 |
| #\* | Appen Ltd. | 850929 | &nbsp;&nbsp; 481598 |
| # | ARN Media Ltd. | 1105243 | &nbsp;&nbsp; 333799 |
| \* | Aurelia Metals Ltd. | 3911023 | &nbsp;&nbsp; 438187 |
|  | Aurizon Holdings Ltd. | 1559918 | &nbsp;&nbsp; 3238120 |
| \* | Austal Ltd. | 5842051 | &nbsp;&nbsp; 24516515 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Australian Agricultural <br> Co. Ltd.<br>| 1317772 | &nbsp;&nbsp; 1167517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Queensland <br> Ltd.<br>| 8158009 | &nbsp;&nbsp; 39744474 |
|  | Bapcor Ltd. | 875969 | &nbsp;&nbsp; 2161587 |
| \* | BCI Minerals Ltd. | 1442150 | &nbsp;&nbsp; 320198 |
|  | Beach Energy Ltd. | 18319748 | &nbsp;&nbsp; 13731961 |
|  | Bega Cheese Ltd. | 492036 | &nbsp;&nbsp; 1638315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bell Financial Group <br> Ltd.<br>| 49868 | &nbsp;&nbsp; 40295 |
| # | Brickworks Ltd. | 1111814 | &nbsp;&nbsp; 23333301 |
|  | Capral Ltd. | 28874 | &nbsp;&nbsp; 207026 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cedar Woods <br> Properties Ltd.<br>| 884268 | &nbsp;&nbsp; 4210498 |
|  | Challenger Ltd. | 3691163 | &nbsp;&nbsp; 19399309 |
| # | Champion Iron Ltd. | 1524747 | &nbsp;&nbsp; 4028770 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Coronado Global <br> Resources, Inc., <br> CDI<br>| 696043 | &nbsp;&nbsp; 86155 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Corporate Travel <br> Management Ltd.<br>| 617157 | &nbsp;&nbsp; 6168659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Credit Corp. Group <br> Ltd.<br>| 578620 | &nbsp;&nbsp; 5702267 |
| \* | Develop Global Ltd. | 152290 | &nbsp;&nbsp; 417081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Domain Holdings <br> Australia Ltd.<br>| 493270 | &nbsp;&nbsp; 1394994 |
|  | Downer EDI Ltd. | 10491339 | &nbsp;&nbsp; 46262838 |
|  | Dyno Nobel Ltd. | 7373287 | &nbsp;&nbsp; 13865195 |
| \*†† | Elanor Investor Group | 68066 | &nbsp;&nbsp; 6736 |
| # | Elders Ltd. | 2163759 | &nbsp;&nbsp; 10024554 |
| #\* | Emeco Holdings Ltd. | 4045242 | &nbsp;&nbsp; 2305022 |
|  | EQT Holdings Ltd. | 26105 | &nbsp;&nbsp; 544358 |
|  | EVT Ltd. | 551193 | &nbsp;&nbsp; 5978766 |
| #\* | Fenix Resources Ltd. | 543160 | &nbsp;&nbsp; 104228 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | Finbar Group Ltd. | 11796 | &nbsp;&nbsp; $4992 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; FleetPartners Group <br> Ltd.<br>| 3369504 | &nbsp;&nbsp; 5926831 |
|  | Fleetwood Ltd. | 1025477 | &nbsp;&nbsp; 1735757 |
|  | G8 Education Ltd. | 10993279 | &nbsp;&nbsp; 6337605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gold Road Resources <br> Ltd.<br>| 325295 | &nbsp;&nbsp; 651663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GrainCorp Ltd., <br> Class A<br>| 4649634 | &nbsp;&nbsp; 22563450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grange Resources <br> Ltd.<br>| 4190864 | &nbsp;&nbsp; 523330 |
|  | GWA Group Ltd. | 1193988 | &nbsp;&nbsp; 1937146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harvey Norman <br> Holdings Ltd.<br>| 3447299 | &nbsp;&nbsp; 12782028 |
|  | Healius Ltd. | 11314570 | &nbsp;&nbsp; 5550437 |
|  | Helia Group Ltd. | 6335205 | &nbsp;&nbsp; 20510253 |
| # | Humm Group Ltd. | 2266594 | &nbsp;&nbsp; 834976 |
| # | IGO Ltd. | 3137312 | &nbsp;&nbsp; 8825788 |
|  | Iluka Resources Ltd. | 3019035 | &nbsp;&nbsp; 9890443 |
|  | Imdex Ltd. | 549482 | &nbsp;&nbsp; 1066984 |
| \* | Insignia Financial Ltd. | 7324101 | &nbsp;&nbsp; 21099124 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Integral Diagnostics <br> Ltd.<br>| 432839 | &nbsp;&nbsp; 741438 |
| #\* | ioneer Ltd. | 754293 | &nbsp;&nbsp; 55241 |
|  | IPH Ltd. | 154998 | &nbsp;&nbsp; 520117 |
|  | IVE Group Ltd. | 1517990 | &nbsp;&nbsp; 2876746 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Judo Capital Holdings <br> Ltd.<br>| 3600809 | &nbsp;&nbsp; 3472747 |
| # | Jupiter Mines Ltd. | 7251653 | &nbsp;&nbsp; 977796 |
| # | Karoon Energy Ltd. | 6379230 | &nbsp;&nbsp; 7629521 |
| # | Kelsian Group Ltd. | 1177965 | &nbsp;&nbsp; 2812327 |
|  | Lendlease Corp. Ltd. | 1344029 | &nbsp;&nbsp; 4517289 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lifestyle Communities <br> Ltd.<br>| 155388 | &nbsp;&nbsp; 439537 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Maas Group Holdings <br> Ltd.<br>| 18080 | &nbsp;&nbsp; 47729 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Macmahon Holdings <br> Ltd.<br>| 9345075 | &nbsp;&nbsp; 1797167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magellan Financial <br> Group Ltd.<br>| 2301777 | &nbsp;&nbsp; 15652223 |
| \* | McPherson's Ltd. | 283657 | &nbsp;&nbsp; 55728 |
| #\* | Metals X Ltd. | 2767572 | &nbsp;&nbsp; 1025058 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Michael Hill <br> International Ltd. <br> (MHJ AU)<br>| 340566 | &nbsp;&nbsp; 89984 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Monash IVF Group <br> Ltd.<br>| 3571487 | &nbsp;&nbsp; 1826115 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Mount Gibson Iron <br> Ltd.<br>| 4338365 | &nbsp;&nbsp; 1084959 |
|  | Myer Holdings Ltd. | 9269185 | &nbsp;&nbsp; 3578036 |
| \* | MyState Ltd. | 1130424 | &nbsp;&nbsp; 3122631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Navigator Global <br> Investments Ltd.<br>| 1977712 | &nbsp;&nbsp; 2427891 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| # | New Hope Corp. Ltd. | 4017531 | &nbsp;&nbsp; $10729831 |
| # | Nickel Industries Ltd. | 25608267 | &nbsp;&nbsp; 12030458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nine Entertainment <br> Co. Holdings Ltd.<br>| 8894613 | &nbsp;&nbsp; 9662414 |
|  | NRW Holdings Ltd. | 6437012 | &nbsp;&nbsp; 13291422 |
| \* | Nufarm Ltd. | 2452592 | &nbsp;&nbsp; 4050060 |
| \* | OFX Group Ltd. | 42259 | &nbsp;&nbsp; 22483 |
|  | OM Holdings Ltd. | 97211 | &nbsp;&nbsp; 19529 |
|  | oOh!media Ltd. | 3948984 | &nbsp;&nbsp; 4558001 |
|  | Orora Ltd. | 4673564 | &nbsp;&nbsp; 6202827 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Current Group <br> Ltd.<br>| 70198 | &nbsp;&nbsp; 497082 |
| #\* | Pantoro Gold Ltd. | 40161 | &nbsp;&nbsp; 93703 |
| # | Peet Ltd. | 3002765 | &nbsp;&nbsp; 3257414 |
|  | Perenti Ltd. | 6542178 | &nbsp;&nbsp; 7339774 |
|  | Perpetual Ltd. | 157814 | &nbsp;&nbsp; 2119311 |
|  | Perseus Mining Ltd. | 20936943 | &nbsp;&nbsp; 43710201 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Peter Warren <br> Automotive <br> Holdings Ltd.<br>| 196341 | &nbsp;&nbsp; 218760 |
| \* | PEXA Group Ltd. | 587906 | &nbsp;&nbsp; 5969946 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Platinum Asset <br> Management Ltd.<br>| 251351 | &nbsp;&nbsp; 107178 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ramelius Resources <br> Ltd.<br>| 10472649 | &nbsp;&nbsp; 16849236 |
| \* | Regis Resources Ltd. | 11870980 | &nbsp;&nbsp; 30955017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reliance Worldwide <br> Corp. Ltd.<br>| 6889051 | &nbsp;&nbsp; 18937985 |
| \* | Resolute Mining Ltd. | 38389103 | &nbsp;&nbsp; 15133757 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Retail Food Group <br> Ltd.<br>| 11013 | &nbsp;&nbsp; 13974 |
| # | Ridley Corp. Ltd. | 4339099 | &nbsp;&nbsp; 8084842 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sandfire Resources <br> Ltd.<br>| 7717862 | &nbsp;&nbsp; 51922460 |
| \* | Select Harvests Ltd. | 533923 | &nbsp;&nbsp; 1177141 |
| # | Servcorp Ltd. | 197482 | &nbsp;&nbsp; 748912 |
|  | Service Stream Ltd. | 6502857 | &nbsp;&nbsp; 8267231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seven West Media <br> Ltd.<br>| 166755 | &nbsp;&nbsp; 14984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shaver Shop Group <br> Ltd.<br>| 1334931 | &nbsp;&nbsp; 1266991 |
|  | Sims Ltd. (SGM AU) | 2897689 | &nbsp;&nbsp; 28117438 |
| \* | Solvar Ltd. | 2102607 | &nbsp;&nbsp; 2157093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Cross <br> Electrical <br> Engineering Ltd.<br>| 19065 | &nbsp;&nbsp; 21624 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Southern Cross Media <br> Group Ltd.<br>| 179704 | &nbsp;&nbsp; 68813 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; SpeedCast <br> International Ltd.<br>| 59723 | &nbsp;&nbsp; 0 |
|  | SRG Global Ltd. | 985005 | &nbsp;&nbsp; 1047933 |
| #\* | St Barbara Ltd. | 1263970 | &nbsp;&nbsp; 217622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stanmore Resources <br> Ltd.<br>| 1370940 | &nbsp;&nbsp; 1856792 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Star Entertainment <br> Group Ltd.<br>| 3880902 | &nbsp;&nbsp; 271775 |
| #\* | Strike Energy Ltd. | 1202833 | &nbsp;&nbsp; 88180 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Super Retail Group <br> Ltd.<br>| 854907 | &nbsp;&nbsp; $8362307 |
| \* | Superloop Ltd. | 2521151 | &nbsp;&nbsp; 5402115 |
|  | Tabcorp Holdings Ltd. | 15440365 | &nbsp;&nbsp; 7627658 |
|  | Ten Sixty Four Ltd. | 500279 | &nbsp;&nbsp; 35365 |
| \* | Vault Minerals Ltd. | 31398019 | &nbsp;&nbsp; 7268617 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Viva Energy Group <br> Ltd.<br>| 1991943 | &nbsp;&nbsp; 2665666 |
| \* | Webjet Group Ltd. | 175935 | &nbsp;&nbsp; 100437 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; West African <br> Resources Ltd.<br>| 6881484 | &nbsp;&nbsp; 10302955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westgold Resources <br> Ltd.<br>| 5901076 | &nbsp;&nbsp; 9635202 |
| # | Whitehaven Coal Ltd. | 7469306 | &nbsp;&nbsp; 30633848 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp; 857492990 |
| AUSTRIA — (0.8%) | AUSTRIA — (0.8%) | AUSTRIA — (0.8%) | AUSTRIA — (0.8%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agrana Beteiligungs <br> AG<br>| 212809 | &nbsp;&nbsp; 2838219 |
| Ω | BAWAG Group AG | 218830 | &nbsp;&nbsp; 27617974 |
|  | EVN AG | 24732 | &nbsp;&nbsp; 668339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mayr Melnhof Karton <br> AG<br>| 564 | &nbsp;&nbsp; 48063 |
|  | Oberbank AG | 17472 | &nbsp;&nbsp; 1455625 |
|  | Palfinger AG | 1225 | &nbsp;&nbsp; 50949 |
|  | Porr AG | 79232 | &nbsp;&nbsp; 2663758 |
| # | SBO AG | 34318 | &nbsp;&nbsp; 1135683 |
|  | Semperit AG Holding | 39369 | &nbsp;&nbsp; 590741 |
|  | Telekom Austria AG | 31736 | &nbsp;&nbsp; 336331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UNIQA Insurance <br> Group AG<br>| 309466 | &nbsp;&nbsp; 4458383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vienna Insurance <br> Group AG Wiener <br> Versicherung <br> Gruppe<br>| 466221 | &nbsp;&nbsp; 24599980 |
|  | voestalpine AG | 1058589 | &nbsp;&nbsp; 29143492 |
|  | Wienerberger AG | 286825 | &nbsp;&nbsp; 9615061 |
|  | Zumtobel Group AG | 196745 | &nbsp;&nbsp; 1019467 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | &nbsp;&nbsp; 106242065 |
| BELGIUM — (1.5%) | BELGIUM — (1.5%) | BELGIUM — (1.5%) | BELGIUM — (1.5%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ackermans & van <br> Haaren NV<br>| 307188 | &nbsp;&nbsp; 75352045 |
|  | AGFA-Gevaert NV | 109149 | &nbsp;&nbsp; 140242 |
|  | Azelis Group NV | 67979 | &nbsp;&nbsp; 1056162 |
|  | Bekaert SA | 882197 | &nbsp;&nbsp; 36335337 |
| #\* | bpost SA | 655770 | &nbsp;&nbsp; 1641607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie <br> d'Entreprises CFE<br>| 51978 | &nbsp;&nbsp; 581336 |
|  | Deceuninck NV | 1533886 | &nbsp;&nbsp; 3802950 |
|  | Deme Group NV | 2874 | &nbsp;&nbsp; 430149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Econocom Group SA <br> NV<br>| 23550 | &nbsp;&nbsp; 49516 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Galapagos NV (GLPG <br> BB)<br>| 129461 | &nbsp;&nbsp; 4236486 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Galapagos NV (GLPG <br> NA)<br>| 33766 | &nbsp;&nbsp; 1104960 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) |
|  | Gimv NV | 253418 | &nbsp;&nbsp; $12143271 |
| #\* | Ontex Group NV | 308717 | &nbsp;&nbsp; 2393577 |
|  | Proximus SADP | 1733409 | &nbsp;&nbsp; 14402425 |
| # | Recticel SA | 303819 | &nbsp;&nbsp; 3697044 |
|  | Sipef NV | 88920 | &nbsp;&nbsp; 6300564 |
|  | Syensqo SA | 200904 | &nbsp;&nbsp; 15922810 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tessenderlo Group <br> SA<br>| 190354 | &nbsp;&nbsp; 5662764 |
| \* | VGP NV | 43430 | &nbsp;&nbsp; 4567085 |
|  | Viohalco SA | 35319 | &nbsp;&nbsp; 247384 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | &nbsp;&nbsp; 190067714 |
| CANADA — (9.6%) | CANADA — (9.6%) | CANADA — (9.6%) | CANADA — (9.6%) |
|  | Acadian Timber Corp. | 113277 | &nbsp;&nbsp; 1468284 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ACT Energy <br> Technologies Ltd.<br>| 4600 | &nbsp;&nbsp; 16301 |
|  | ADENTRA, Inc. | 151782 | &nbsp;&nbsp; 3221643 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Advantage Energy <br> Ltd.<br>| 2432698 | &nbsp;&nbsp; 19400486 |
|  | Aecon Group, Inc. | 616011 | &nbsp;&nbsp; 8335888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AGF Management <br> Ltd., Class B<br>| 1189932 | &nbsp;&nbsp; 10545896 |
| #\* | Aimia, Inc. | 25469 | &nbsp;&nbsp; 55879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alamos Gold, Inc. <br> (AGI US), Class A<br>| 1045784 | &nbsp;&nbsp; 25412551 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Alaris Equity Partners <br> Income<br>| 244219 | &nbsp;&nbsp; 3297732 |
|  | Algoma Central Corp. | 307731 | &nbsp;&nbsp; 3513499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Andrew Peller Ltd., <br> Class A<br>| 24665 | &nbsp;&nbsp; 96125 |
| \* | Athabasca Oil Corp. | 456483 | &nbsp;&nbsp; 1930565 |
| #\* | AutoCanada, Inc. | 4900 | &nbsp;&nbsp; 93749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; B2Gold Corp. (BTG <br> US)<br>| 12579028 | &nbsp;&nbsp; 42391324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; B2Gold Corp. (BTO <br> CN)<br>| 2133941 | &nbsp;&nbsp; 7176793 |
| # | Baytex Energy Corp. | 4482340 | &nbsp;&nbsp; 9510739 |
| # | Birchcliff Energy Ltd. | 6164109 | &nbsp;&nbsp; 30028678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Black Diamond Group <br> Ltd.<br>| 788746 | &nbsp;&nbsp; 6739862 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Bonterra Energy <br> Corp.<br>| 226998 | &nbsp;&nbsp; 614349 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Calfrac Well Services <br> Ltd.<br>| 8902 | &nbsp;&nbsp; 25442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canaccord Genuity <br> Group, Inc.<br>| 1147757 | &nbsp;&nbsp; 8913009 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Tire Corp. <br> Ltd., Class A<br>| 53715 | &nbsp;&nbsp; 7194306 |
|  | Canfor Corp. | 9949 | &nbsp;&nbsp; 97508 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Capstone Copper <br> Corp.<br>| 1940915 | &nbsp;&nbsp; 10884028 |
| # | Cardinal Energy Ltd. | 1170632 | &nbsp;&nbsp; 6074512 |
|  | Cascades, Inc. | 1248579 | &nbsp;&nbsp; 8137030 |
| # | Centerra Gold, Inc. | 4671546 | &nbsp;&nbsp; 31793215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CES Energy Solutions <br> Corp.<br>| 1017333 | &nbsp;&nbsp; 5323083 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Chesswood Group <br> Ltd.<br>| 30800 | &nbsp;&nbsp; $7558 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cogeco <br> Communications, <br> Inc.<br>| 163456 | &nbsp;&nbsp; 7360003 |
|  | Cogeco, Inc. | 63118 | &nbsp;&nbsp; 2666207 |
| \* | Conifex Timber, Inc. | 20950 | &nbsp;&nbsp; 5216 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; dentalcorp Holdings <br> Ltd.<br>| 189465 | &nbsp;&nbsp; 1103480 |
|  | Dexterra Group, Inc. | 174988 | &nbsp;&nbsp; 1206075 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Doman Building <br> Materials Group <br> Ltd.<br>| 798529 | &nbsp;&nbsp; 4927413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DREAM Unlimited <br> Corp., Class A<br>| 221464 | &nbsp;&nbsp; 3337296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dundee Precious <br> Metals, Inc.<br>| 2303698 | &nbsp;&nbsp; 37242231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; E-L Financial Corp. <br> Ltd.<br>| 625900 | &nbsp;&nbsp; 6635733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eldorado Gold Corp. <br> (EGO US)<br>| 2251228 | &nbsp;&nbsp; 46150174 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eldorado Gold Corp. <br> (ELD CN)<br>| 639670 | &nbsp;&nbsp; 13106403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enerflex Ltd. (EFX <br> CN)<br>| 261539 | &nbsp;&nbsp; 2085743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enerflex Ltd. (EFXT <br> US)<br>| 137437 | &nbsp;&nbsp; 1096747 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ensign Energy <br> Services, Inc.<br>| 993880 | &nbsp;&nbsp; 1621080 |
| #\* | Enterprise Group, Inc. | 32142 | &nbsp;&nbsp; 36884 |
| # | EQB, Inc. | 401381 | &nbsp;&nbsp; 29837069 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Equinox Gold Corp. <br> (EQX CN)<br>| 1074159 | &nbsp;&nbsp; 6542943 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Equinox Gold Corp. <br> (EQX US)<br>| 5079050 | &nbsp;&nbsp; 30982205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Exco Technologies <br> Ltd.<br>| 378566 | &nbsp;&nbsp; 1844198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Firm Capital Mortgage <br> Investment Corp.<br>| 184532 | &nbsp;&nbsp; 1584823 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; First Majestic Silver <br> Corp. (AG US)<br>| 98347 | &nbsp;&nbsp; 781859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Majestic Silver <br> Corp. (FR CN)<br>| 37 | &nbsp;&nbsp; 294 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Fortuna Mining Corp. <br> (FSM US)<br>| 2738141 | &nbsp;&nbsp; 17661009 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fortuna Mining Corp. <br> (FVI CN)<br>| 1630613 | &nbsp;&nbsp; 10520843 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Frontera Energy <br> Corp.<br>| 280837 | &nbsp;&nbsp; 1289061 |
| \* | GoldMoney, Inc. | 1640 | &nbsp;&nbsp; 9954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital <br> Group Ltd., Class A<br>| 94821 | &nbsp;&nbsp; 2821500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; High Liner Foods, <br> Inc.<br>| 263196 | &nbsp;&nbsp; 3217769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hudbay Minerals, Inc. <br> (HBM US)<br>| 5653758 | &nbsp;&nbsp; 52410337 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IAMGOLD Corp. (IAG <br> US)<br>| 2819348 | &nbsp;&nbsp; $19058793 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; IAMGOLD Corp. (IMG <br> CN)<br>| 5120173 | &nbsp;&nbsp; 34587774 |
| # | IGM Financial, Inc. | 91164 | &nbsp;&nbsp; 3018623 |
| \* | Interfor Corp. | 452006 | &nbsp;&nbsp; 4064661 |
| \* | Kelt Exploration Ltd. | 1607113 | &nbsp;&nbsp; 8536625 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Knight Therapeutics, <br> Inc.<br>| 900263 | &nbsp;&nbsp; 3956843 |
| #\*,\* | &nbsp;&nbsp;&nbsp;&nbsp; Kolibri Global Energy, <br> Inc.<br>| 7063 | &nbsp;&nbsp; 43298 |
|  | KP Tissue, Inc. | 7820 | &nbsp;&nbsp; 50681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lassonde Industries, <br> Inc., Class A<br>| 15370 | &nbsp;&nbsp; 2382150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Laurentian Bank of <br> Canada<br>| 448918 | &nbsp;&nbsp; 9982075 |
|  | Leon's Furniture Ltd. | 8358 | &nbsp;&nbsp; 164373 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp; Lightstream <br> Resources Ltd.<br>| 2048004 | &nbsp;&nbsp; 0 |
|  | Linamar Corp. | 925104 | &nbsp;&nbsp; 44732945 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lucara Diamond <br> Corp.<br>| 42000 | &nbsp;&nbsp; 7123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magellan Aerospace <br> Corp.<br>| 118094 | &nbsp;&nbsp; 1455720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Major Drilling Group <br> International, Inc.<br>| 242859 | &nbsp;&nbsp; 1540654 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mandalay Resources <br> Corp.<br>| 14698 | &nbsp;&nbsp; 51341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Martinrea <br> International, Inc.<br>| 1755583 | &nbsp;&nbsp; 10541607 |
|  | Mattr Corp. | 380670 | &nbsp;&nbsp; 3376468 |
| \* | MDA Space Ltd. | 13 | &nbsp;&nbsp; 364 |
| # | MEG Energy Corp. | 2972022 | &nbsp;&nbsp; 58578176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Melcor Developments <br> Ltd.<br>| 131125 | &nbsp;&nbsp; 1356107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Methanex Corp. <br> (MEOH US)<br>| 316854 | &nbsp;&nbsp; 10595598 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Methanex Corp. (MX <br> CN)<br>| 71170 | &nbsp;&nbsp; 2379182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MTY Food Group, <br> Inc.<br>| 121622 | &nbsp;&nbsp; 3389020 |
| # | Mullen Group Ltd. | 1263416 | &nbsp;&nbsp; 12008652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neo Performance <br> Materials, Inc.<br>| 37026 | &nbsp;&nbsp; 414458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North American <br> Construction Group <br> Ltd. (NOA CN)<br>| 4784 | &nbsp;&nbsp; 71988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North American <br> Construction Group <br> Ltd. (NOA US)<br>| 3500 | &nbsp;&nbsp; 52605 |
| # | Northland Power, Inc. | 2101040 | &nbsp;&nbsp; 34329926 |
| \* | NuVista Energy Ltd. | 2239439 | &nbsp;&nbsp; 23661509 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Obsidian Energy Ltd. <br> (OBE CN)<br>| 94713 | &nbsp;&nbsp; 579652 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Obsidian Energy Ltd. <br> (OBE US)<br>| 420874 | &nbsp;&nbsp; 2575749 |
|  | OceanaGold Corp. | 3468941 | &nbsp;&nbsp; 47192223 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Onex Corp. | 358516 | &nbsp;&nbsp; $29165649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Open Text Corp. <br> (OTEX CN)<br>| 57800 | &nbsp;&nbsp; 1701129 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Open Text Corp. <br> (OTEX US)<br>| 10676 | &nbsp;&nbsp; 314195 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Resources <br> Ltd., Class A<br>| 677109 | &nbsp;&nbsp; 10413675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Parex Resources, <br> Inc.<br>| 688920 | &nbsp;&nbsp; 8173964 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Peyto Exploration & <br> Development Corp.<br>| 2727459 | &nbsp;&nbsp; 38266313 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pizza Pizza Royalty <br> Corp.<br>| 524374 | &nbsp;&nbsp; 6028636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Polaris Renewable <br> Energy, Inc.<br>| 271635 | &nbsp;&nbsp; 2438755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Precision Drilling <br> Corp. (PD CN)<br>| 86943 | &nbsp;&nbsp; 4896216 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Precision Drilling <br> Corp. (PDS US)<br>| 73039 | &nbsp;&nbsp; 4113556 |
|  | Quarterhill, Inc. | 256459 | &nbsp;&nbsp; 246168 |
|  | Russel Metals, Inc. | 677203 | &nbsp;&nbsp; 21690437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandstorm Gold Ltd. <br> (SSL CN)<br>| 40 | &nbsp;&nbsp; 374 |
| \* | Saturn Oil & Gas, Inc. | 54000 | &nbsp;&nbsp; 101328 |
| \* | SNDL, Inc. | 172438 | &nbsp;&nbsp; 296593 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Source Energy <br> Services Ltd.<br>| 10200 | &nbsp;&nbsp; 101588 |
| \* | Spartan Delta Corp. | 62731 | &nbsp;&nbsp; 211880 |
| Ω | Spin Master Corp. | 55001 | &nbsp;&nbsp; 905040 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SSR Mining, Inc. <br> (SSRM CN)<br>| 651735 | &nbsp;&nbsp; 7784513 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; STEP Energy <br> Services Ltd.<br>| 81021 | &nbsp;&nbsp; 257284 |
|  | Superior Plus Corp. | 433495 | &nbsp;&nbsp; 2164972 |
|  | Supremex, Inc. | 16500 | &nbsp;&nbsp; 49300 |
| # | Surge Energy, Inc. | 156390 | &nbsp;&nbsp; 830709 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tamarack Valley <br> Energy Ltd.<br>| 5266698 | &nbsp;&nbsp; 20677567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tidewater Midstream <br> & Infrastructure <br> Ltd.<br>| 404451 | &nbsp;&nbsp; 65677 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Timbercreek Financial <br> Corp.<br>| 707340 | &nbsp;&nbsp; 3946116 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Torex Gold <br> Resources, Inc.<br>| 1123127 | &nbsp;&nbsp; 31636581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Total Energy Services, <br> Inc.<br>| 492363 | &nbsp;&nbsp; 4136191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transcontinental, Inc., <br> Class A<br>| 1099370 | &nbsp;&nbsp; 15289304 |
| \* | Valeura Energy, Inc. | 82005 | &nbsp;&nbsp; 552184 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Vermilion Energy, Inc. <br> (VET CN)<br>| 104311 | &nbsp;&nbsp; 855958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vermilion Energy, Inc. <br> (VET US)<br>| 937948 | &nbsp;&nbsp; 7709933 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; VersaBank (VBNK <br> CN)<br>| 20329 | &nbsp;&nbsp; 241201 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VersaBank (VBNK <br> US)<br>| 4819 | &nbsp;&nbsp; $56961 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Victoria Gold <br> Corp./Vancouver<br>| 1811 | &nbsp;&nbsp; 235 |
|  | Wajax Corp. | 221508 | &nbsp;&nbsp; 3772798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Well Health <br> Technologies Corp.<br>| 280606 | &nbsp;&nbsp; 925498 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; West Fraser Timber <br> Co. Ltd. (WFG US)<br>| 50732 | &nbsp;&nbsp; 3516235 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Whitecap Resources, <br> Inc.<br>| 17367441 | &nbsp;&nbsp; 131074410 |
|  | Winpak Ltd. | 1500 | &nbsp;&nbsp; 44320 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yangarra Resources <br> Ltd.<br>| 297149 | &nbsp;&nbsp; 220889 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp; 1249995878 |
| CHINA — (0.2%) | CHINA — (0.2%) | CHINA — (0.2%) | CHINA — (0.2%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Gold <br> International <br> Resources Corp. <br> Ltd. (CGG CN)<br>| 2929933 | &nbsp;&nbsp; 25332417 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanfeng Evergreen, <br> Inc.<br>| 707267 | &nbsp;&nbsp; 0 |
| TOTAL CHINA | TOTAL CHINA |  | &nbsp;&nbsp; 25332417 |
| DENMARK — (3.3%) | DENMARK — (3.3%) | DENMARK — (3.3%) | DENMARK — (3.3%) |
|  | Alm Brand AS | 1565278 | &nbsp;&nbsp; 4317513 |
| \* | Bavarian Nordic AS | 342538 | &nbsp;&nbsp; 12398545 |
|  | D/S Norden AS | 425024 | &nbsp;&nbsp; 14780984 |
| #\* | Dfds AS | 241284 | &nbsp;&nbsp; 4331773 |
|  | FLSmidth & Co. AS | 272902 | &nbsp;&nbsp; 16053824 |
|  | Foroya Banki P | 1339 | &nbsp;&nbsp; 38706 |
| #\* | GN Store Nord AS | 518444 | &nbsp;&nbsp; 7426991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GronlandsBANKEN <br> AS<br>| 831 | &nbsp;&nbsp; 108499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; H Lundbeck AS <br> (HLUNA DC), <br> Class A<br>| 329924 | &nbsp;&nbsp; 1475995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; H Lundbeck AS <br> (HLUNB DC)<br>| 3229986 | &nbsp;&nbsp; 16827447 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; H&H International AS, <br> Class B<br>| 2836 | &nbsp;&nbsp; 45219 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Harboes Bryggeri AS, <br> Class B<br>| 3226 | &nbsp;&nbsp; 65348 |
|  | Jyske Bank AS | 1071483 | &nbsp;&nbsp; 107568691 |
|  | Matas AS | 703200 | &nbsp;&nbsp; 14424125 |
| \*Ω | Nilfisk Holding AS | 71693 | &nbsp;&nbsp; 1020556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Per Aarsleff Holding <br> AS<br>| 445276 | &nbsp;&nbsp; 47954897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rockwool AS, <br> Class A<br>| 20700 | &nbsp;&nbsp; 911247 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Scandinavian Tobacco <br> Group AS<br>| 1097297 | &nbsp;&nbsp; 14361115 |
|  | Schouw & Co. AS | 349915 | &nbsp;&nbsp; 32956652 |
|  | Solar AS, Class B | 47238 | &nbsp;&nbsp; 2038270 |
|  | SP Group AS | 623 | &nbsp;&nbsp; 25468 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sparekassen <br> Sjaelland-Fyn AS<br>| 89118 | &nbsp;&nbsp; $4533310 |
|  | Sydbank AS | 1514553 | &nbsp;&nbsp; 112209022 |
|  | TORM PLC, Class A | 386446 | &nbsp;&nbsp; 7123232 |
|  | UIE PLC | 129761 | &nbsp;&nbsp; 5791330 |
|  | Vestjysk Bank AS | 137396 | &nbsp;&nbsp; 99988 |
| TOTAL DENMARK | TOTAL DENMARK |  | &nbsp;&nbsp; 428888747 |
| FINLAND — (2.4%) | FINLAND — (2.4%) | FINLAND — (2.4%) | FINLAND — (2.4%) |
|  | Aktia Bank OYJ | 522843 | &nbsp;&nbsp; 6019400 |
|  | Aspo OYJ | 18087 | &nbsp;&nbsp; 108926 |
|  | Atria OYJ | 271974 | &nbsp;&nbsp; 4143560 |
| Ω | Enento Group OYJ | 11069 | &nbsp;&nbsp; 196282 |
| # | Fiskars OYJ Abp | 234124 | &nbsp;&nbsp; 3838134 |
|  | Hiab OYJ | 593503 | &nbsp;&nbsp; 40503181 |
|  | HKFoods OYJ | 357895 | &nbsp;&nbsp; 648892 |
|  | Huhtamaki OYJ | 348137 | &nbsp;&nbsp; 11982662 |
|  | Kalmar OYJ, Class B | 597338 | &nbsp;&nbsp; 26956665 |
|  | Kemira OYJ | 2858140 | &nbsp;&nbsp; 60825124 |
|  | Konecranes OYJ | 136759 | &nbsp;&nbsp; 11396408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lassila & Tikanoja <br> OYJ<br>| 5811 | &nbsp;&nbsp; 62652 |
| \* | Lindex Group OYJ | 148847 | &nbsp;&nbsp; 481911 |
| Ω | Mandatum OYJ | 2051890 | &nbsp;&nbsp; 13918197 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Metsa Board OYJ <br> (METSB FH), <br> Class B<br>| 3628663 | &nbsp;&nbsp; 13349495 |
| # | Nokian Renkaat OYJ | 1081888 | &nbsp;&nbsp; 9712882 |
|  | Olvi OYJ, Class A | 794 | &nbsp;&nbsp; 30236 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Oma Saastopankki <br> OYJ<br>| 42282 | &nbsp;&nbsp; 438751 |
| # | Raisio OYJ, Class V | 1101435 | &nbsp;&nbsp; 3150422 |
|  | Sanoma OYJ | 81385 | &nbsp;&nbsp; 941132 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Stora Enso OYJ, <br> Class R<br>| 4632509 | &nbsp;&nbsp; 47666114 |
| Ω | Terveystalo OYJ | 94486 | &nbsp;&nbsp; 1157510 |
| # | TietoEVRY OYJ | 1290959 | &nbsp;&nbsp; 22222458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokmanni Group <br> Corp.<br>| 30120 | &nbsp;&nbsp; 294946 |
| # | Valmet OYJ | 987367 | &nbsp;&nbsp; 35625982 |
| \* | YIT OYJ | 199300 | &nbsp;&nbsp; 690495 |
| TOTAL FINLAND | TOTAL FINLAND |  | &nbsp;&nbsp; 316362417 |
| FRANCE — (3.9%) | FRANCE — (3.9%) | FRANCE — (3.9%) | FRANCE — (3.9%) |
| #\* | 74Software SA | 4204 | &nbsp;&nbsp; 179063 |
|  | AKWEL SADIR | 132554 | &nbsp;&nbsp; 1302750 |
| \* | Alstom SA | 1026797 | &nbsp;&nbsp; 24084883 |
| #\* | Altamir | 311054 | &nbsp;&nbsp; 10157544 |
|  | Alten SA | 8978 | &nbsp;&nbsp; 729689 |
|  | Arkema SA | 558869 | &nbsp;&nbsp; 38003853 |
| # | Assystem SA | 15256 | &nbsp;&nbsp; 842915 |
| Ω | Ayvens SA | 213184 | &nbsp;&nbsp; 2290768 |
| # | Beneteau SACA | 232219 | &nbsp;&nbsp; 2155812 |
|  | Bonduelle SCA | 126313 | &nbsp;&nbsp; 1152016 |
| \* | Canal & SA | 12742 | &nbsp;&nbsp; 40307 |
|  | Carrefour SA | 948087 | &nbsp;&nbsp; 13587039 |
|  | Cie des Alpes | 379315 | &nbsp;&nbsp; 9956016 |
| \* | Clariane SE | 499692 | &nbsp;&nbsp; 2590745 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | Coface SA | 1585175 | &nbsp;&nbsp; $29472646 |
|  | Derichebourg SA | 1436686 | &nbsp;&nbsp; 9447503 |
| \*Ω | Elior Group SA | 700703 | &nbsp;&nbsp; 2080843 |
|  | Elis SA | 1478530 | &nbsp;&nbsp; 40763161 |
|  | Esso SA Francaise | 12895 | &nbsp;&nbsp; 1418166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Etablissements Maurel <br> et Prom SA<br>| 819214 | &nbsp;&nbsp; 5031012 |
|  | Eurazeo SE | 300862 | &nbsp;&nbsp; 17654513 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Eutelsat <br> Communications <br> SACA<br>| 521935 | &nbsp;&nbsp; 1867811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Exel Industries SA, <br> Class A<br>| 525 | &nbsp;&nbsp; 23927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fnac Darty SA (FNAC <br> FP)<br>| 112403 | &nbsp;&nbsp; 3805058 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forvia SE (FRVIA <br> FP)<br>| 763037 | &nbsp;&nbsp; 9700674 |
| \* | Gaumont SA | 11739 | &nbsp;&nbsp; 1070647 |
|  | GL Events SACA | 169320 | &nbsp;&nbsp; 5838907 |
|  | Groupe Crit SA | 11545 | &nbsp;&nbsp; 821893 |
|  | Groupe SFPI | 140840 | &nbsp;&nbsp; 380446 |
| #\* | Guerbet | 26129 | &nbsp;&nbsp; 624340 |
| \* | Haulotte Group SA | 3462 | &nbsp;&nbsp; 10352 |
|  | Imerys SA | 220337 | &nbsp;&nbsp; 5424359 |
|  | IPSOS SA | 134926 | &nbsp;&nbsp; 6058494 |
| # | Jacquet Metals SACA | 302909 | &nbsp;&nbsp; 7767213 |
|  | LISI SA | 24185 | &nbsp;&nbsp; 1307196 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Maisons du Monde <br> SA<br>| 101379 | &nbsp;&nbsp; 255585 |
|  | Manitou BF SA | 43418 | &nbsp;&nbsp; 957867 |
|  | Mersen SA | 208136 | &nbsp;&nbsp; 5699948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metropole Television <br> SA<br>| 91216 | &nbsp;&nbsp; 1332434 |
| #\* | Nexity SA | 131238 | &nbsp;&nbsp; 1710053 |
|  | Opmobility | 320446 | &nbsp;&nbsp; 4906602 |
|  | Quadient SA | 309692 | &nbsp;&nbsp; 5692807 |
|  | Renault SA | 43904 | &nbsp;&nbsp; 1624482 |
|  | Rexel SA | 2119321 | &nbsp;&nbsp; 64055266 |
|  | Samse SACA | 990 | &nbsp;&nbsp; 168830 |
|  | Savencia SA | 114234 | &nbsp;&nbsp; 8470900 |
|  | SCOR SE | 1862728 | &nbsp;&nbsp; 60682179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seche Environnement <br> SACA<br>| 15608 | &nbsp;&nbsp; 1813290 |
|  | SES SA | 5100607 | &nbsp;&nbsp; 35075322 |
| #\*Ω | SMCP SA | 117869 | &nbsp;&nbsp; 679511 |
|  | Societe BIC SA | 16376 | &nbsp;&nbsp; 995712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Societe des Bains de <br> Mer et du Cercle <br> des Etrangers a <br> Monaco<br>| 1285 | &nbsp;&nbsp; 152246 |
|  | Societe LDC SADIR | 1015 | &nbsp;&nbsp; 107168 |
|  | Teleperformance SE | 20473 | &nbsp;&nbsp; 1995936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Television Francaise 1 <br> SA<br>| 686060 | &nbsp;&nbsp; 6559741 |
|  | Trigano SA | 25900 | &nbsp;&nbsp; 4416852 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ubisoft Entertainment <br> SA<br>| 318248 | &nbsp;&nbsp; 3356401 |
|  | Valeo SE | 1564517 | &nbsp;&nbsp; 17021107 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | Vicat SACA | 265206 | &nbsp;&nbsp; $17175731 |
|  | VIEL & Cie SA | 16500 | &nbsp;&nbsp; 295447 |
| #\* | Viridien | 79955 | &nbsp;&nbsp; 5317478 |
| #\* | Voltalia SA | 16369 | &nbsp;&nbsp; 138390 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; X-Fab Silicon <br> Foundries SE<br>| 107742 | &nbsp;&nbsp; 783801 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp; 509083647 |
| GERMANY — (4.2%) | GERMANY — (4.2%) | GERMANY — (4.2%) | GERMANY — (4.2%) |
|  | 1&1 AG | 466027 | &nbsp;&nbsp; 9797019 |
|  | 7C Solarparken AG | 318066 | &nbsp;&nbsp; 666351 |
| Ω | Aumann AG | 1677 | &nbsp;&nbsp; 22817 |
|  | Aurubis AG | 388748 | &nbsp;&nbsp; 38775498 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; BayWa AG (BYW6 <br> GR)<br>| 140829 | &nbsp;&nbsp; 1562249 |
| Ω | Befesa SA | 291542 | &nbsp;&nbsp; 8742140 |
|  | Bijou Brigitte AG | 40027 | &nbsp;&nbsp; 1754034 |
|  | Bilfinger SE | 326658 | &nbsp;&nbsp; 35143588 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Borussia Dortmund <br> GmbH & Co. KGaA<br>| 1010734 | &nbsp;&nbsp; 4212217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CANCOM SE (COK <br> GR)<br>| 126216 | &nbsp;&nbsp; 3697471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cewe Stiftung & Co. <br> KGaA<br>| 300 | &nbsp;&nbsp; 34356 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Beteiligungs <br> AG<br>| 172992 | &nbsp;&nbsp; 4808266 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche <br> Pfandbriefbank AG<br>| 391401 | &nbsp;&nbsp; 2436764 |
|  | Deutz AG | 1903378 | &nbsp;&nbsp; 16691568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Draegerwerk AG & <br> Co. KGaA<br>| 43756 | &nbsp;&nbsp; 2943951 |
| # | Duerr AG | 464482 | &nbsp;&nbsp; 11938427 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; DWS Group GmbH & <br> Co. KGaA<br>| 15984 | &nbsp;&nbsp; 957186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elmos Semiconductor <br> SE<br>| 4744 | &nbsp;&nbsp; 473496 |
|  | ElringKlinger AG | 270232 | &nbsp;&nbsp; 1339314 |
|  | Evonik Industries AG | 807800 | &nbsp;&nbsp; 16041344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FORTEC Elektronik <br> AG<br>| 1354 | &nbsp;&nbsp; 23143 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Fraport AG Frankfurt <br> Airport Services <br> Worldwide<br>| 541200 | &nbsp;&nbsp; 40273899 |
|  | Freenet AG | 33262 | &nbsp;&nbsp; 1078781 |
| # | Gerresheimer AG | 142305 | &nbsp;&nbsp; 7016198 |
|  | Gesco SE | 121055 | &nbsp;&nbsp; 2495629 |
| # | Grenke AG | 239365 | &nbsp;&nbsp; 4874928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; H&R GmbH & Co. <br> KGaA<br>| 84561 | &nbsp;&nbsp; 481745 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Heidelberger <br> Druckmaschinen <br> AG<br>| 1591528 | &nbsp;&nbsp; 4117517 |
| #\* | HelloFresh SE | 357454 | &nbsp;&nbsp; 3761369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hornbach Holding AG <br> & Co. KGaA<br>| 146874 | &nbsp;&nbsp; 17269991 |
| # | HUGO BOSS AG | 14632 | &nbsp;&nbsp; 681457 |
| # | Indus Holding AG | 205909 | &nbsp;&nbsp; 5562755 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Instone Real Estate <br> Group SE<br>| 5685 | &nbsp;&nbsp; $60552 |
|  | Jenoptik AG | 259210 | &nbsp;&nbsp; 5493191 |
| Ω | JOST Werke SE | 29094 | &nbsp;&nbsp; 1712688 |
|  | K&S AG | 1351439 | &nbsp;&nbsp; 20444243 |
| # | KION Group AG | 1005110 | &nbsp;&nbsp; 61788979 |
|  | Kloeckner & Co. SE | 143761 | &nbsp;&nbsp; 1048316 |
| #\* | Koenig & Bauer AG | 23388 | &nbsp;&nbsp; 378520 |
| # | Kontron AG | 10262 | &nbsp;&nbsp; 331053 |
|  | Krones AG | 31934 | &nbsp;&nbsp; 4728649 |
|  | KSB SE & Co. KGaA | 5653 | &nbsp;&nbsp; 6293910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KWS Saat SE & Co. <br> KGaA<br>| 53037 | &nbsp;&nbsp; 3777510 |
|  | Lanxess AG | 211933 | &nbsp;&nbsp; 5820089 |
|  | Mediclin AG | 250477 | &nbsp;&nbsp; 899942 |
| #\* | Medios AG | 5873 | &nbsp;&nbsp; 85979 |
|  | MLP SE | 1292363 | &nbsp;&nbsp; 12452578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mutares SE & Co. <br> KGaA<br>| 81069 | &nbsp;&nbsp; 2792894 |
| # | Norma Group SE | 104927 | &nbsp;&nbsp; 1867683 |
| # | Patrizia SE | 59206 | &nbsp;&nbsp; 528309 |
|  | ProCredit Holding AG | 16429 | &nbsp;&nbsp; 170405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ProSiebenSat.1 Media <br> SE<br>| 1448530 | &nbsp;&nbsp; 13203473 |
| # | Puma SE (PUM GR) | 345635 | &nbsp;&nbsp; 7306193 |
|  | PWO AG | 5898 | &nbsp;&nbsp; 194992 |
| \* | q.beyond AG | 789499 | &nbsp;&nbsp; 851085 |
| # | RTL Group SA | 229010 | &nbsp;&nbsp; 9026895 |
|  | SAF-Holland SE | 750702 | &nbsp;&nbsp; 13542017 |
|  | Salzgitter AG | 241298 | &nbsp;&nbsp; 6256399 |
|  | Schaeffler AG | 455494 | &nbsp;&nbsp; 2633474 |
| # | Siltronic AG | 96040 | &nbsp;&nbsp; 4152404 |
|  | Sixt SE | 77873 | &nbsp;&nbsp; 8074760 |
|  | Stabilus SE | 48054 | &nbsp;&nbsp; 1377554 |
|  | STRATEC SE | 7847 | &nbsp;&nbsp; 248078 |
| # | Suedzucker AG | 1074070 | &nbsp;&nbsp; 12299818 |
|  | Surteco Group SE | 90892 | &nbsp;&nbsp; 1513558 |
|  | Takkt AG | 332054 | &nbsp;&nbsp; 2038325 |
|  | Technotrans SE | 1248 | &nbsp;&nbsp; 34713 |
|  | thyssenkrupp AG | 1488500 | &nbsp;&nbsp; 17229615 |
|  | United Internet AG | 1042606 | &nbsp;&nbsp; 29884194 |
|  | Vossloh AG | 88307 | &nbsp;&nbsp; 8660946 |
| # | Wacker Chemie AG | 121868 | &nbsp;&nbsp; 9070754 |
|  | Wacker Neuson SE | 679071 | &nbsp;&nbsp; 17764365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuestenrot & <br> Wuerttembergische <br> AG<br>| 138902 | &nbsp;&nbsp; 2222943 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 547937513 |
| GREECE — (0.0%) | GREECE — (0.0%) | GREECE — (0.0%) | GREECE — (0.0%) |
| \*†† | Michaniki SA | 986718 | &nbsp;&nbsp; 0 |
| \*†† | Tropea Holding SA | 4581 | &nbsp;&nbsp; 0 |
| HONG KONG — (1.7%) | HONG KONG — (1.7%) | HONG KONG — (1.7%) | HONG KONG — (1.7%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aeon Credit Service <br> Asia Co. Ltd.<br>| 1292000 | &nbsp;&nbsp; 1209523 |
| \* | Allied Group Ltd. | 31060000 | &nbsp;&nbsp; 6587699 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Financial <br> Holdings Ltd.<br>| 3250106 | &nbsp;&nbsp; $2024514 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asia Standard <br> International Group <br> Ltd.<br>| 9693503 | &nbsp;&nbsp; 397557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Associated <br> International Hotels <br> Ltd.<br>| 23000 | &nbsp;&nbsp; 15079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of East Asia <br> Ltd.<br>| 6656573 | &nbsp;&nbsp; 10288974 |
|  | Chen Hsong Holdings | 1450000 | &nbsp;&nbsp; 306596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cheuk Nang Holdings <br> Ltd.<br>| 4152016 | &nbsp;&nbsp; 785255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chevalier International <br> Holdings Ltd.<br>| 1672858 | &nbsp;&nbsp; 855932 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Energy <br> Development <br> Holdings Ltd.<br>| 4910000 | &nbsp;&nbsp; 31948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chow Sang Sang <br> Holdings <br> International Ltd.<br>| 2326000 | &nbsp;&nbsp; 2456923 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chuang's Consortium <br> International Ltd.<br>| 12381520 | &nbsp;&nbsp; 562741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CITIC Telecom <br> International <br> Holdings Ltd.<br>| 9290000 | &nbsp;&nbsp; 3011889 |
| \* | CSI Properties Ltd. | 114223666 | &nbsp;&nbsp; 2682074 |
|  | CTF Services Ltd. | 9727000 | &nbsp;&nbsp; 9535933 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; CW Group Holdings <br> Ltd.<br>| 1696500 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dah Sing Banking <br> Group Ltd.<br>| 2816688 | &nbsp;&nbsp; 3292876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dah Sing Financial <br> Holdings Ltd.<br>| 1868556 | &nbsp;&nbsp; 6931883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dickson Concepts <br> International Ltd.<br>| 2031500 | &nbsp;&nbsp; 1380303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagle Nice <br> International <br> Holdings Ltd.<br>| 738000 | &nbsp;&nbsp; 381983 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; EcoGreen <br> International Group <br> Ltd.<br>| 3623840 | &nbsp;&nbsp; 164481 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Emperor Capital <br> Group Ltd.<br>| 4014000 | &nbsp;&nbsp; 46757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emperor International <br> Holdings Ltd.<br>| 2902333 | &nbsp;&nbsp; 69601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emperor Watch & <br> Jewellery Ltd.<br>| 50850000 | &nbsp;&nbsp; 2619740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far East Consortium <br> International Ltd.<br>| 27478680 | &nbsp;&nbsp; 2753241 |
|  | First Pacific Co. Ltd. | 25376000 | &nbsp;&nbsp; 19966483 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Shanghai <br> Investments Ltd.<br>| 1288000 | &nbsp;&nbsp; 67914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Get Nice Holdings <br> Ltd.<br>| 20997296 | &nbsp;&nbsp; 412275 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Glorious Sun <br> Enterprises Ltd.<br>| 2726000 | &nbsp;&nbsp; $461323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gold Peak Technology <br> Group Ltd.<br>| 6887907 | &nbsp;&nbsp; 572341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Golden Resources <br> Development <br> International Ltd.<br>| 5959000 | &nbsp;&nbsp; 269604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Eagle Holdings <br> Ltd.<br>| 2496240 | &nbsp;&nbsp; 4671879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; G-Resources Group <br> Ltd.<br>| 75000 | &nbsp;&nbsp; 103081 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Guotai Junan <br> International <br> Holdings Ltd.<br>| 18763000 | &nbsp;&nbsp; 15293382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hang Lung Group <br> Ltd.<br>| 5002000 | &nbsp;&nbsp; 9036800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hang Lung Properties <br> Ltd.<br>| 9852315 | &nbsp;&nbsp; 10146488 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanison Construction <br> Holdings Ltd.<br>| 3318724 | &nbsp;&nbsp; 104787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harbour Centre <br> Development Ltd.<br>| 1856000 | &nbsp;&nbsp; 1054014 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HKR International <br> Ltd.<br>| 12257357 | &nbsp;&nbsp; 1455289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hon Kwok Land <br> Investment Co. Ltd.<br>| 4840935 | &nbsp;&nbsp; 646167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong Ferry <br> Holdings Co. Ltd.<br>| 1607000 | &nbsp;&nbsp; 979933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong <br> Technology Venture <br> Co. Ltd.<br>| 521000 | &nbsp;&nbsp; 108341 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hongkong & Shanghai <br> Hotels Ltd.<br>| 6780841 | &nbsp;&nbsp; 5046088 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hongkong Chinese <br> Ltd.<br>| 11589090 | &nbsp;&nbsp; 443037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hung Hing Printing <br> Group Ltd.<br>| 6999275 | &nbsp;&nbsp; 864682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hutchison <br> Telecommunications <br> Hong Kong <br> Holdings Ltd.<br>| 11540000 | &nbsp;&nbsp; 1586275 |
| \* | IPE Group Ltd. | 8135000 | &nbsp;&nbsp; 447536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Electric <br> Holdings Ltd.<br>| 4209614 | &nbsp;&nbsp; 12407264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; K Wah International <br> Holdings Ltd.<br>| 4832000 | &nbsp;&nbsp; 1331582 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kader Holdings Co. <br> Ltd.<br>| 104000 | &nbsp;&nbsp; 3718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keck Seng <br> Investments Hong <br> Kong Ltd.<br>| 724000 | &nbsp;&nbsp; 255456 |
|  | Kerry Properties Ltd. | 4609000 | &nbsp;&nbsp; 12306506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KLN Logistics Group <br> Ltd.<br>| 44000 | &nbsp;&nbsp; 46270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kowloon Development <br> Co. Ltd.<br>| 7627128 | &nbsp;&nbsp; 3106324 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lai Sun Development <br> Co. Ltd.<br>| 7344996 | &nbsp;&nbsp; $680473 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lai Sun Garment <br> International Ltd.<br>| 13166359 | &nbsp;&nbsp; 939048 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lerado Financial <br> Group Co. Ltd.<br>| 65840 | &nbsp;&nbsp; 2049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liu Chong Hing <br> Investment Ltd.<br>| 2600000 | &nbsp;&nbsp; 1480277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luk Fook Holdings <br> International Ltd.<br>| 728000 | &nbsp;&nbsp; 1899618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miramar Hotel & <br> Investment<br>| 2089000 | &nbsp;&nbsp; 2637233 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Mongolian Mining <br> Corp.<br>| 840000 | &nbsp;&nbsp; 841089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanyang Holdings <br> Ltd.<br>| 98350 | &nbsp;&nbsp; 318757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Electronics <br> Holdings<br>| 1803648 | &nbsp;&nbsp; 87064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Enterprise <br> Holdings Ltd.<br>| 118000 | &nbsp;&nbsp; 5636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Watch <br> Holdings<br>| 5326587 | &nbsp;&nbsp; 2295693 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Basin Shipping <br> Ltd.<br>| 23698000 | &nbsp;&nbsp; 6847671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Textiles <br> Holdings Ltd.<br>| 252000 | &nbsp;&nbsp; 47181 |
| \* | Paliburg Holdings Ltd. | 3391041 | &nbsp;&nbsp; 122946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PAX Global <br> Technology Ltd.<br>| 1966000 | &nbsp;&nbsp; 1703095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PC Partner Group <br> Ltd.<br>| 168000 | &nbsp;&nbsp; 158291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pico Far East <br> Holdings Ltd.<br>| 492000 | &nbsp;&nbsp; 160312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Playmates Holdings <br> Ltd.<br>| 20929000 | &nbsp;&nbsp; 1440304 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Public Financial <br> Holdings Ltd.<br>| 718444 | &nbsp;&nbsp; 124512 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Regal Hotels <br> International <br> Holdings Ltd.<br>| 6456623 | &nbsp;&nbsp; 434710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Safety Godown Co. <br> Ltd.<br>| 304000 | &nbsp;&nbsp; 81291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SAS Dragon Holdings <br> Ltd.<br>| 36000 | &nbsp;&nbsp; 21515 |
|  | SEA Holdings Ltd. | 2213368 | &nbsp;&nbsp; 348688 |
|  | Shangri-La Asia Ltd. | 1138000 | &nbsp;&nbsp; 659248 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shun Tak Holdings <br> Ltd.<br>| 7392546 | &nbsp;&nbsp; 622197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singamas Container <br> Holdings Ltd.<br>| 10986000 | &nbsp;&nbsp; 962886 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SmarTone <br> Telecommunications <br> Holdings Ltd.<br>| 1515500 | &nbsp;&nbsp; 886823 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Soundwill Holdings <br> Ltd.<br>| 1232500 | &nbsp;&nbsp; 969606 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; South China Holdings <br> Co. Ltd.<br>| 14385751 | &nbsp;&nbsp; 62143 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Hung Kai & Co. <br> Ltd.<br>| 3617688 | &nbsp;&nbsp; $1629623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TAI Cheung Holdings <br> Ltd.<br>| 2977000 | &nbsp;&nbsp; 1266366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tan Chong <br> International Ltd.<br>| 3879000 | &nbsp;&nbsp; 717222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tern Properties Co. <br> Ltd.<br>| 146000 | &nbsp;&nbsp; 33849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texhong International <br> Group Ltd.<br>| 84500 | &nbsp;&nbsp; 51170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texwinca Holdings <br> Ltd.<br>| 6290000 | &nbsp;&nbsp; 696395 |
|  | Tian Teck Land Ltd. | 432000 | &nbsp;&nbsp; 117579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transport International <br> Holdings Ltd.<br>| 1323029 | &nbsp;&nbsp; 1516362 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; United Laboratories <br> International <br> Holdings Ltd.<br>| 4282000 | &nbsp;&nbsp; 8026832 |
|  | Upbest Group Ltd. | 4476000 | &nbsp;&nbsp; 389980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vedan International <br> Holdings Ltd.<br>| 5500000 | &nbsp;&nbsp; 457816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VSTECS Holdings <br> Ltd.<br>| 2288000 | &nbsp;&nbsp; 2647932 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wai Kee Holdings <br> Ltd.<br>| 22000 | &nbsp;&nbsp; 2031 |
| \* | Wang On Group Ltd. | 28000000 | &nbsp;&nbsp; 82270 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Wing On Co. <br> International Ltd.<br>| 2095500 | &nbsp;&nbsp; 3386703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wing Tai Properties <br> Ltd.<br>| 172749 | &nbsp;&nbsp; 37181 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xingye Alloy Materials <br> Group Ltd.<br>| 1406000 | &nbsp;&nbsp; 180776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yue Yuen Industrial <br> Holdings Ltd.<br>| 7232500 | &nbsp;&nbsp; 11312129 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | &nbsp;&nbsp; 220980913 |
| IRELAND — (0.1%) | IRELAND — (0.1%) | IRELAND — (0.1%) | IRELAND — (0.1%) |
|  | Cairn Homes PLC | 1131595 | &nbsp;&nbsp; 2808565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dalata Hotel Group <br> PLC<br>| 1134261 | &nbsp;&nbsp; 8246858 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Glenveagh Properties <br> PLC<br>| 1907276 | &nbsp;&nbsp; 4067963 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Permanent TSB <br> Group Holdings <br> PLC<br>| 47231 | &nbsp;&nbsp; 112123 |
| TOTAL IRELAND | TOTAL IRELAND |  | &nbsp;&nbsp; 15235509 |
| ISRAEL — (1.1%) | ISRAEL — (1.1%) | ISRAEL — (1.1%) | ISRAEL — (1.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alrov Properties & <br> Lodgings Ltd.<br>| 13259 | &nbsp;&nbsp; 986753 |
| \* | Ashdod Refinery Ltd. | 7587 | &nbsp;&nbsp; 130469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AudioCodes Ltd. <br> (AUDC US)<br>| 1954 | &nbsp;&nbsp; 19579 |
|  | Ayalon Holdings Ltd. | 4944 | &nbsp;&nbsp; 84436 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Azorim-Investment <br> Development & <br> Construction Co. <br> Ltd.<br>| 805226 | &nbsp;&nbsp; $5209322 |
|  | Carasso Motors Ltd. | 322285 | &nbsp;&nbsp; 3802841 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cellcom Israel Ltd. <br> (CEL IT)<br>| 444775 | &nbsp;&nbsp; 4020180 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cellcom Israel Ltd. <br> (CELJF US)<br>| 29907 | &nbsp;&nbsp; 266471 |
| \* | Cielo-Blu Group Ltd. | 27416 | &nbsp;&nbsp; 33072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clal Insurance <br> Enterprises <br> Holdings Ltd.<br>| 182909 | &nbsp;&nbsp; 8769406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delek Automotive <br> Systems Ltd.<br>| 15822 | &nbsp;&nbsp; 123707 |
|  | Delta Galil Ltd. | 8866 | &nbsp;&nbsp; 470457 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Direct Finance of <br> Direct Group 2006 <br> Ltd.<br>| 1984 | &nbsp;&nbsp; 308719 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dor Alon Energy in <br> Israel 1988 Ltd.<br>| 22296 | &nbsp;&nbsp; 881219 |
| \* | Equital Ltd. | 394618 | &nbsp;&nbsp; 17123307 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gilat Satellite <br> Networks Ltd.<br>| 82400 | &nbsp;&nbsp; 617248 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hagag Group Real <br> Estate <br> Development<br>| 28991 | &nbsp;&nbsp; 181606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harel Insurance <br> Investments & <br> Financial Services <br> Ltd.<br>| 177072 | &nbsp;&nbsp; 5337969 |
| #\* | IES Holdings Ltd. | 8596 | &nbsp;&nbsp; 748655 |
|  | Isracard Ltd. | 1233352 | &nbsp;&nbsp; 5051868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Isras Investment Co. <br> Ltd.<br>| 13744 | &nbsp;&nbsp; 3729268 |
|  | Issta Ltd. | 2889 | &nbsp;&nbsp; 89794 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kamada Ltd. (KMDA <br> US)<br>| 4138 | &nbsp;&nbsp; 30580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kardan Real Estate <br> Enterprise & <br> Development Ltd.<br>| 10908 | &nbsp;&nbsp; 19715 |
|  | Kerur Holdings Ltd. | 11372 | &nbsp;&nbsp; 281156 |
|  | Klil Industries Ltd. | 477 | &nbsp;&nbsp; 31563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Land Development <br> Nimrodi Group Ltd.<br>| 4945 | &nbsp;&nbsp; 52471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mediterranean Towers <br> Ltd.<br>| 400161 | &nbsp;&nbsp; 1445874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Menora Mivtachim <br> Holdings Ltd.<br>| 412105 | &nbsp;&nbsp; 35824252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meshulam Levinstein <br> Contracting & <br> Engineering Ltd.<br>| 3382 | &nbsp;&nbsp; 495723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Migdal Insurance & <br> Financial Holdings <br> Ltd.<br>| 749834 | &nbsp;&nbsp; 2288384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mivtach Shamir <br> Holdings Ltd.<br>| 13037 | &nbsp;&nbsp; 1060329 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | Nawi Group Ltd. | 81868 | &nbsp;&nbsp; $1430201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neto Malinda Trading <br> Ltd.<br>| 5098 | &nbsp;&nbsp; 213397 |
|  | Oil Refineries Ltd. | 23534944 | &nbsp;&nbsp; 6156770 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Palram Industries <br> 1990 Ltd.<br>| 56555 | &nbsp;&nbsp; 1232530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paz Retail & Energy <br> Ltd.<br>| 85385 | &nbsp;&nbsp; 15787737 |
| \* | Perion Network Ltd. | 5976 | &nbsp;&nbsp; 64795 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Plasson Industries <br> Ltd.<br>| 10355 | &nbsp;&nbsp; 623364 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Prashkovsky <br> Investments & <br> Construction Ltd.<br>| 48826 | &nbsp;&nbsp; 1872215 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Scope Metals Group <br> Ltd.<br>| 18398 | &nbsp;&nbsp; 821195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Summit Real Estate <br> Holdings Ltd.<br>| 545146 | &nbsp;&nbsp; 10347639 |
| Ω | Tamar Petroleum Ltd. | 219905 | &nbsp;&nbsp; 2627272 |
| \* | Tera Light Ltd. | 129675 | &nbsp;&nbsp; 433842 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | &nbsp;&nbsp; 141127350 |
| ITALY — (7.2%) | ITALY — (7.2%) | ITALY — (7.2%) | ITALY — (7.2%) |
|  | A2A SpA | 7241573 | &nbsp;&nbsp; 17645908 |
|  | ACEA SpA | 43978 | &nbsp;&nbsp; 975972 |
|  | Ariston Holding NV | 246135 | &nbsp;&nbsp; 1281386 |
|  | Banca IFIS SpA | 311359 | &nbsp;&nbsp; 8622947 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Banca Monte dei <br> Paschi di Siena <br> SpA<br>| 12949302 | &nbsp;&nbsp; 110242861 |
| \*Ω | Banca Sistema SpA | 499240 | &nbsp;&nbsp; 1070258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco di Desio e della <br> Brianza SpA<br>| 505352 | &nbsp;&nbsp; 4323751 |
| # | Biesse SpA | 72478 | &nbsp;&nbsp; 590850 |
| # | BPER Banca SpA | 28067457 | &nbsp;&nbsp; 276198271 |
| # | Brembo NV | 120096 | &nbsp;&nbsp; 1151331 |
|  | Buzzi SpA | 1563705 | &nbsp;&nbsp; 81656005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cairo Communication <br> SpA<br>| 786092 | &nbsp;&nbsp; 2444056 |
|  | Cementir Holding NV | 1264274 | &nbsp;&nbsp; 18782039 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CIR SpA-Compagnie <br> Industriali<br>| 7962973 | &nbsp;&nbsp; 6136172 |
|  | Credito Emiliano SpA | 1477196 | &nbsp;&nbsp; 22392067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; d'Amico International <br> Shipping SA<br>| 707426 | &nbsp;&nbsp; 2915358 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Danieli & C Officine <br> Meccaniche SpA <br> (DAN IM)<br>| 291919 | &nbsp;&nbsp; 12544312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Danieli & C Officine <br> Meccaniche SpA <br> (DANR IM)<br>| 398888 | &nbsp;&nbsp; 12968604 |
| # | Emak SpA | 853540 | &nbsp;&nbsp; 848154 |
| Ω | Enav SpA | 45028 | &nbsp;&nbsp; 197539 |
|  | ERG SpA | 276607 | &nbsp;&nbsp; 5992532 |
| # | Esprinet SpA | 229086 | &nbsp;&nbsp; 1088375 |
| # | Ferretti SpA | 421310 | &nbsp;&nbsp; 1271082 |
|  | Fila SpA | 291350 | &nbsp;&nbsp; 2872036 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
| # | FNM SpA | 2463226 | &nbsp;&nbsp; $1146755 |
|  | GPI SpA | 11826 | &nbsp;&nbsp; 209778 |
|  | Hera SpA | 1397225 | &nbsp;&nbsp; 5978669 |
| # | IMMSI SpA | 2171429 | &nbsp;&nbsp; 1253647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industrie De Nora <br> SpA<br>| 6955 | &nbsp;&nbsp; 52242 |
| Ω | Italmobiliare SpA | 114256 | &nbsp;&nbsp; 3679036 |
|  | Iveco Group NV | 2625170 | &nbsp;&nbsp; 54261816 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; MFE-MediaForEurope <br> NV (MFEA IM), <br> Class A<br>| 2052489 | &nbsp;&nbsp; 6504748 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; MFE-MediaForEurope <br> NV (MFEB IM), <br> Class B<br>| 620055 | &nbsp;&nbsp; 2786455 |
|  | Nexi SpA | 3852805 | &nbsp;&nbsp; 22000416 |
|  | Orsero SpA | 88196 | &nbsp;&nbsp; 1419056 |
| Ω | OVS SpA | 5039445 | &nbsp;&nbsp; 20861629 |
| Ω | Pirelli & C SpA | 4985116 | &nbsp;&nbsp; 33606506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rizzoli Corriere Della <br> Sera Mediagroup <br> SpA<br>| 1578533 | &nbsp;&nbsp; 1845244 |
| #\* | Safilo Group SpA | 838780 | &nbsp;&nbsp; 1040917 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Salvatore Ferragamo <br> SpA<br>| 177246 | &nbsp;&nbsp; 1002378 |
| # | Sogefi SpA | 254519 | &nbsp;&nbsp; 793198 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Telecom Italia SpA <br> (TIT IM)<br>| 158226578 | &nbsp;&nbsp; 72710254 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Telecom Italia SpA <br> (TITR IM)<br>| 10685986 | &nbsp;&nbsp; 5503032 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TREVI - Finanziaria <br> Industriale SpA<br>| 208743 | &nbsp;&nbsp; 80166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unipol Assicurazioni <br> SpA<br>| 5421824 | &nbsp;&nbsp; 108749325 |
| TOTAL ITALY | TOTAL ITALY |  | &nbsp;&nbsp; 939697133 |
| JAPAN — (24.9%) | JAPAN — (24.9%) | JAPAN — (24.9%) | JAPAN — (24.9%) |
|  | 77 Bank Ltd. | 898100 | &nbsp;&nbsp; 31021894 |
| # | Achilles Corp. | 171500 | &nbsp;&nbsp; 1258901 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AD Works Group Co. <br> Ltd.<br>| 384599 | &nbsp;&nbsp; 899856 |
|  | ADEKA Corp. | 92100 | &nbsp;&nbsp; 1817620 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AEON Financial <br> Service Co. Ltd.<br>| 1100014 | &nbsp;&nbsp; 9891900 |
| # | Ahresty Corp. | 71400 | &nbsp;&nbsp; 376866 |
|  | Aichi Corp. | 239400 | &nbsp;&nbsp; 2042273 |
| # | Aichi Steel Corp. | 323336 | &nbsp;&nbsp; 4921149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aichi Tokei Denki Co. <br> Ltd.<br>| 112363 | &nbsp;&nbsp; 1782721 |
|  | Aida Engineering Ltd. | 206822 | &nbsp;&nbsp; 1248667 |
|  | Aiful Corp. | 464000 | &nbsp;&nbsp; 1371039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ainavo Holdings Co. <br> Ltd.<br>| 39200 | &nbsp;&nbsp; 186101 |
|  | Aiphone Co. Ltd. | 214300 | &nbsp;&nbsp; 4034985 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Airport Facilities Co. <br> Ltd.<br>| 400400 | &nbsp;&nbsp; 2500505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aisan Industry Co. <br> Ltd.<br>| 766630 | &nbsp;&nbsp; 8475376 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Akatsuki Corp. | 30400 | &nbsp;&nbsp; $106413 |
|  | Akatsuki, Inc. | 27600 | &nbsp;&nbsp; 544584 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Akebono Brake <br> Industry Co. Ltd.<br>| 186799 | &nbsp;&nbsp; 130625 |
| # | Albis Co. Ltd. | 71788 | &nbsp;&nbsp; 1579915 |
|  | Alconix Corp. | 415925 | &nbsp;&nbsp; 5819167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alfresa Holdings <br> Corp.<br>| 131200 | &nbsp;&nbsp; 1904498 |
| # | Alinco, Inc. | 63100 | &nbsp;&nbsp; 435829 |
| # | Alpen Co. Ltd. | 318612 | &nbsp;&nbsp; 5087719 |
|  | Alpha Corp. | 12100 | &nbsp;&nbsp; 96194 |
|  | Alps Alpine Co. Ltd. | 2945480 | &nbsp;&nbsp; 31205275 |
| # | Anabuki Kosan, Inc. | 28700 | &nbsp;&nbsp; 381414 |
|  | AOKI Holdings, Inc. | 467200 | &nbsp;&nbsp; 5310408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aoyama Trading Co. <br> Ltd.<br>| 400119 | &nbsp;&nbsp; 6069576 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Arakawa Chemical <br> Industries Ltd.<br>| 113353 | &nbsp;&nbsp; 846256 |
|  | Arata Corp. | 195500 | &nbsp;&nbsp; 4168699 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Araya Industrial Co. <br> Ltd.<br>| 25100 | &nbsp;&nbsp; 831432 |
| # | ARCLANDS Corp. | 279600 | &nbsp;&nbsp; 3228332 |
|  | Arcs Co. Ltd. | 433400 | &nbsp;&nbsp; 8720713 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Arisawa <br> Manufacturing Co. <br> Ltd.<br>| 421782 | &nbsp;&nbsp; 4314574 |
|  | Artience Co. Ltd. | 529000 | &nbsp;&nbsp; 11202145 |
| # | Artnature, Inc. | 31100 | &nbsp;&nbsp; 165155 |
|  | Asahi Co. Ltd. | 15700 | &nbsp;&nbsp; 139741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asahi Diamond <br> Industrial Co. Ltd.<br>| 479636 | &nbsp;&nbsp; 2367834 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Asahi Kogyosha Co. <br> Ltd.<br>| 353396 | &nbsp;&nbsp; 5997430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asahi Printing Co. <br> Ltd.<br>| 11900 | &nbsp;&nbsp; 71554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ashimori Industry Co. <br> Ltd.<br>| 82299 | &nbsp;&nbsp; 1542077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Pile Holdings <br> Corp.<br>| 544800 | &nbsp;&nbsp; 3618373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASKA Pharmaceutical <br> Holdings Co. Ltd.<br>| 332000 | &nbsp;&nbsp; 5424153 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Astena Holdings Co. <br> Ltd.<br>| 611900 | &nbsp;&nbsp; 1994010 |
|  | Asti Corp. | 12200 | &nbsp;&nbsp; 155443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Autobacs Seven Co. <br> Ltd.<br>| 70900 | &nbsp;&nbsp; 691707 |
|  | Awa Bank Ltd. | 261901 | &nbsp;&nbsp; 5551939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bando Chemical <br> Industries Ltd.<br>| 554600 | &nbsp;&nbsp; 6602980 |
|  | Bank of Nagoya Ltd. | 157504 | &nbsp;&nbsp; 9166461 |
|  | Bank of Saga Ltd. | 162134 | &nbsp;&nbsp; 2937076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of the Ryukyus <br> Ltd.<br>| 115513 | &nbsp;&nbsp; 942400 |
|  | Belluna Co. Ltd. | 781952 | &nbsp;&nbsp; 4962676 |
|  | BML, Inc. | 17900 | &nbsp;&nbsp; 415698 |
|  | Buffalo, Inc. | 1600 | &nbsp;&nbsp; 25222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bunka Shutter Co. <br> Ltd.<br>| 257600 | &nbsp;&nbsp; 4360136 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Business Brain <br> Showa-Ota, Inc.<br>| 800 | &nbsp;&nbsp; $14557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canon Electronics, <br> Inc.<br>| 294199 | &nbsp;&nbsp; 4970731 |
| # | Carlit Co. Ltd. | 430600 | &nbsp;&nbsp; 3705639 |
|  | Cawachi Ltd. | 292400 | &nbsp;&nbsp; 5346026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Glass Co. <br> Ltd.<br>| 539000 | &nbsp;&nbsp; 11642738 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chiba Kogyo Bank <br> Ltd.<br>| 878442 | &nbsp;&nbsp; 8673394 |
| # | Chino Corp. | 5400 | &nbsp;&nbsp; 85708 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chiyoda Integre Co. <br> Ltd.<br>| 154500 | &nbsp;&nbsp; 3150490 |
| # | Chori Co. Ltd. | 119300 | &nbsp;&nbsp; 3017518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chubu Shiryo Co. <br> Ltd.<br>| 489284 | &nbsp;&nbsp; 5434492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chubu Steel Plate Co. <br> Ltd.<br>| 19400 | &nbsp;&nbsp; 279838 |
|  | Chudenko Corp. | 235560 | &nbsp;&nbsp; 5716850 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chuetsu Pulp & Paper <br> Co. Ltd.<br>| 81800 | &nbsp;&nbsp; 920460 |
| # | Chugai Ro Co. Ltd. | 16100 | &nbsp;&nbsp; 389795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chugin Financial <br> Group, Inc.<br>| 1022200 | &nbsp;&nbsp; 13270978 |
|  | Chuo Gyorui Co. Ltd. | 48800 | &nbsp;&nbsp; 1241013 |
| # | Chuo Spring Co. Ltd. | 117431 | &nbsp;&nbsp; 2361992 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chuo Warehouse Co. <br> Ltd.<br>| 49100 | &nbsp;&nbsp; 468351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizen Watch Co. <br> Ltd.<br>| 2823200 | &nbsp;&nbsp; 16945998 |
| # | CK-San-Etsu Co. Ltd. | 9900 | &nbsp;&nbsp; 258980 |
|  | Cleanup Corp. | 149300 | &nbsp;&nbsp; 716016 |
| # | CMK Corp. | 673500 | &nbsp;&nbsp; 1639584 |
| # | Cosel Co. Ltd. | 130100 | &nbsp;&nbsp; 1005542 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cosmos Initia Co. <br> Ltd.<br>| 3000 | &nbsp;&nbsp; 28241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTI Engineering Co. <br> Ltd.<br>| 150300 | &nbsp;&nbsp; 3011998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dai Nippon Toryo Co. <br> Ltd.<br>| 202750 | &nbsp;&nbsp; 1667920 |
|  | Dai-Dan Co. Ltd. | 8000 | &nbsp;&nbsp; 243285 |
| # | Daido Kogyo Co. Ltd. | 8689 | &nbsp;&nbsp; 75147 |
| # | Daido Metal Co. Ltd. | 233370 | &nbsp;&nbsp; 1065600 |
|  | Daido Steel Co. Ltd. | 1835500 | &nbsp;&nbsp; 14134141 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Daihatsu Infinearth <br> Mfg Co. Ltd.<br>| 367700 | &nbsp;&nbsp; 6413708 |
|  | Daiho Corp. | 544800 | &nbsp;&nbsp; 3006477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiichi Jitsugyo Co. <br> Ltd.<br>| 391000 | &nbsp;&nbsp; 6615353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiichi Kensetsu <br> Corp.<br>| 12800 | &nbsp;&nbsp; 261870 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Daiichi Kigenso <br> Kagaku-Kogyo Co. <br> Ltd.<br>| 49400 | &nbsp;&nbsp; 224096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiki Aluminium <br> Industry Co. Ltd.<br>| 49399 | &nbsp;&nbsp; 341364 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daikyonishikawa <br> Corp.<br>| 280849 | &nbsp;&nbsp; $1325788 |
|  | Dainichi Co. Ltd. | 209100 | &nbsp;&nbsp; 1077794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dainichiseika Color & <br> Chemicals <br> Manufacturing Co. <br> Ltd.<br>| 145707 | &nbsp;&nbsp; 3273207 |
|  | Daio Paper Corp. | 128299 | &nbsp;&nbsp; 714760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daishi Hokuetsu <br> Financial Group, <br> Inc.<br>| 1153886 | &nbsp;&nbsp; 28240209 |
| # | Daishinku Corp. | 167325 | &nbsp;&nbsp; 648925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daisue Construction <br> Co. Ltd.<br>| 167300 | &nbsp;&nbsp; 2587552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daito Pharmaceutical <br> Co. Ltd.<br>| 250064 | &nbsp;&nbsp; 1998556 |
|  | Daiwa Industries Ltd. | 17700 | &nbsp;&nbsp; 196749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DCM Holdings Co. <br> Ltd.<br>| 1772510 | &nbsp;&nbsp; 16851516 |
| # | Denka Co. Ltd. | 177550 | &nbsp;&nbsp; 2503512 |
| # | Denyo Co. Ltd. | 327400 | &nbsp;&nbsp; 6494464 |
|  | DIC Corp. | 1092182 | &nbsp;&nbsp; 21558118 |
| # | DKS Co. Ltd. | 94679 | &nbsp;&nbsp; 3239306 |
|  | DMW Corp. | 45400 | &nbsp;&nbsp; 1401003 |
|  | Doshisha Co. Ltd. | 136200 | &nbsp;&nbsp; 2271931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dowa Holdings Co. <br> Ltd.<br>| 359500 | &nbsp;&nbsp; 11740266 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; DyDo Group Holdings, <br> Inc.<br>| 8600 | &nbsp;&nbsp; 151878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagle Industry Co. <br> Ltd.<br>| 407899 | &nbsp;&nbsp; 6522776 |
| # | EDION Corp. | 2078900 | &nbsp;&nbsp; 27642829 |
|  | EF-ON, Inc. | 34239 | &nbsp;&nbsp; 78737 |
| # | Ehime Bank Ltd. | 204870 | &nbsp;&nbsp; 1467565 |
|  | Eizo Corp. | 109000 | &nbsp;&nbsp; 1550866 |
|  | EJ Holdings, Inc. | 68300 | &nbsp;&nbsp; 811289 |
|  | Endo Lighting Corp. | 187200 | &nbsp;&nbsp; 2958224 |
|  | Enomoto Co. Ltd. | 46417 | &nbsp;&nbsp; 444792 |
| # | Enplas Corp. | 700 | &nbsp;&nbsp; 24400 |
| # | Eslead Corp. | 182700 | &nbsp;&nbsp; 5629335 |
|  | Exedy Corp. | 480136 | &nbsp;&nbsp; 15072464 |
|  | EXEO Group, Inc. | 252500 | &nbsp;&nbsp; 3316609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FALCO HOLDINGS <br> Co. Ltd.<br>| 11900 | &nbsp;&nbsp; 189101 |
|  | FCC Co. Ltd. | 519945 | &nbsp;&nbsp; 10436366 |
|  | Feed One Co. Ltd. | 358280 | &nbsp;&nbsp; 2570793 |
|  | Ferrotec Corp. | 466114 | &nbsp;&nbsp; 11179474 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; FIDEA Holdings Co. <br> Ltd.<br>| 30896 | &nbsp;&nbsp; 311547 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; First Bank of Toyama <br> Ltd.<br>| 612100 | &nbsp;&nbsp; 4387639 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; FJ Next Holdings Co. <br> Ltd.<br>| 434760 | &nbsp;&nbsp; 3501550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foster Electric Co. <br> Ltd.<br>| 112190 | &nbsp;&nbsp; 1400209 |
|  | F-Tech, Inc. | 8300 | &nbsp;&nbsp; 39778 |
| # | Fuji Co. Ltd. | 12300 | &nbsp;&nbsp; 165496 |
|  | Fuji Corp. Ltd. | 165246 | &nbsp;&nbsp; 757741 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Fuji Die Co. Ltd. | 10200 | &nbsp;&nbsp; $51650 |
| # | Fuji Oil Co. Ltd. | 221799 | &nbsp;&nbsp; 490553 |
| # | Fuji Pharma Co. Ltd. | 147500 | &nbsp;&nbsp; 1362273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuji Seal International, <br> Inc.<br>| 203270 | &nbsp;&nbsp; 3734416 |
| # | Fujicco Co. Ltd. | 58300 | &nbsp;&nbsp; 627016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujikura Composites, <br> Inc.<br>| 400700 | &nbsp;&nbsp; 4227893 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fujikura Kasei Co. <br> Ltd.<br>| 83500 | &nbsp;&nbsp; 311294 |
| # | Fujisash Co. Ltd. | 28400 | &nbsp;&nbsp; 135007 |
|  | Fujishoji Co. Ltd. | 25900 | &nbsp;&nbsp; 181544 |
| # | FuKoKu Co. Ltd. | 188600 | &nbsp;&nbsp; 2188695 |
|  | Fukuda Corp. | 104800 | &nbsp;&nbsp; 3696122 |
| # | Fukui Bank Ltd. | 33600 | &nbsp;&nbsp; 422142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fukuyama <br> Transporting Co. <br> Ltd.<br>| 285162 | &nbsp;&nbsp; 6789404 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Furukawa Battery Co. <br> Ltd.<br>| 4700 | &nbsp;&nbsp; 43144 |
|  | Furukawa Co. Ltd. | 436056 | &nbsp;&nbsp; 6936749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Furukawa Electric Co. <br> Ltd.<br>| 954102 | &nbsp;&nbsp; 57629382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Furuno Electric Co. <br> Ltd.<br>| 390400 | &nbsp;&nbsp; 11260419 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fuso Pharmaceutical <br> Industries Ltd.<br>| 42001 | &nbsp;&nbsp; 615446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Futaba Industrial Co. <br> Ltd.<br>| 1140900 | &nbsp;&nbsp; 6134308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuyo General Lease <br> Co. Ltd.<br>| 618600 | &nbsp;&nbsp; 16709977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gakken Holdings Co. <br> Ltd.<br>| 204000 | &nbsp;&nbsp; 1294987 |
|  | Gecoss Corp. | 282700 | &nbsp;&nbsp; 2436883 |
|  | Geo Holdings Corp. | 370300 | &nbsp;&nbsp; 4025672 |
|  | GLOBERIDE, Inc. | 38300 | &nbsp;&nbsp; 573070 |
|  | Glory Ltd. | 380752 | &nbsp;&nbsp; 9790627 |
|  | Godo Steel Ltd. | 121100 | &nbsp;&nbsp; 3055713 |
| # | Goldcrest Co. Ltd. | 157930 | &nbsp;&nbsp; 3455854 |
|  | Grandy House Corp. | 199500 | &nbsp;&nbsp; 726032 |
|  | GS Yuasa Corp. | 640100 | &nbsp;&nbsp; 11487410 |
| # | GSI Creos Corp. | 179414 | &nbsp;&nbsp; 2518293 |
|  | G-Tekt Corp. | 453549 | &nbsp;&nbsp; 5588849 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gun-Ei Chemical <br> Industry Co. Ltd.<br>| 34000 | &nbsp;&nbsp; 648216 |
|  | Gunma Bank Ltd. | 5461696 | &nbsp;&nbsp; 51142940 |
|  | Gunze Ltd. | 622992 | &nbsp;&nbsp; 15785048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; H.U. Group Holdings, <br> Inc.<br>| 2971 | &nbsp;&nbsp; 63838 |
|  | H2O Retailing Corp. | 1135939 | &nbsp;&nbsp; 15010339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hagihara Industries, <br> Inc.<br>| 64105 | &nbsp;&nbsp; 668822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hagiwara Electric <br> Holdings Co. Ltd.<br>| 126498 | &nbsp;&nbsp; 2881326 |
|  | Hamakyorex Co. Ltd. | 325100 | &nbsp;&nbsp; 3145732 |
|  | Hanwa Co. Ltd. | 631000 | &nbsp;&nbsp; 25419477 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Harima Chemicals <br> Group, Inc.<br>| 68000 | &nbsp;&nbsp; 379797 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hashimoto Sogyo <br> Holdings Co. Ltd.<br>| 7800 | &nbsp;&nbsp; $66299 |
|  | Heiwa Corp. | 234700 | &nbsp;&nbsp; 3251660 |
|  | Heiwado Co. Ltd. | 441010 | &nbsp;&nbsp; 8509232 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hibiya Engineering <br> Ltd.<br>| 110500 | &nbsp;&nbsp; 3006693 |
| #\* | Hino Motors Ltd. | 970787 | &nbsp;&nbsp; 2359408 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hirakawa Hewtech <br> Corp.<br>| 94733 | &nbsp;&nbsp; 1024792 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hirano Tecseed Co. <br> Ltd.<br>| 17600 | &nbsp;&nbsp; 181584 |
|  | Hirata Corp. | 114496 | &nbsp;&nbsp; 1619235 |
|  | Hirogin Holdings, Inc. | 3637581 | &nbsp;&nbsp; 31729895 |
| # | Hisaka Works Ltd. | 139800 | &nbsp;&nbsp; 1348535 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hodogaya Chemical <br> Co. Ltd.<br>| 98448 | &nbsp;&nbsp; 980873 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hokkaido Coca-Cola <br> Bottling Co. Ltd.<br>| 130098 | &nbsp;&nbsp; 2959218 |
|  | Hokkan Holdings Ltd. | 79500 | &nbsp;&nbsp; 1054187 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hokko Chemical <br> Industry Co. Ltd.<br>| 361100 | &nbsp;&nbsp; 3568742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokkoku Financial <br> Holdings, Inc.<br>| 435916 | &nbsp;&nbsp; 16128951 |
| # | Hokuetsu Corp. | 2414074 | &nbsp;&nbsp; 16245046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokuhoku Financial <br> Group, Inc.<br>| 1279210 | &nbsp;&nbsp; 27020025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokuriku Electric <br> Industry Co. Ltd.<br>| 112268 | &nbsp;&nbsp; 1548445 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hokuriku Electrical <br> Construction Co. <br> Ltd.<br>| 184720 | &nbsp;&nbsp; 1650584 |
| # | H-One Co. Ltd. | 5100 | &nbsp;&nbsp; 47650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hoosiers Holdings Co. <br> Ltd.<br>| 257600 | &nbsp;&nbsp; 2305644 |
|  | Hosiden Corp. | 944500 | &nbsp;&nbsp; 14683152 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hosokawa Micron <br> Corp.<br>| 2300 | &nbsp;&nbsp; 82131 |
| # | Howa Machinery Ltd. | 67620 | &nbsp;&nbsp; 466329 |
|  | Hyakugo Bank Ltd. | 2616190 | &nbsp;&nbsp; 12939939 |
|  | Hyakujushi Bank Ltd. | 112099 | &nbsp;&nbsp; 3686994 |
|  | Ichikawa Co. Ltd. | 3800 | &nbsp;&nbsp; 45475 |
| # | Ichiken Co. Ltd. | 52203 | &nbsp;&nbsp; 1080242 |
|  | Ichikoh Industries Ltd. | 287700 | &nbsp;&nbsp; 726628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ichinen Holdings Co. <br> Ltd.<br>| 185800 | &nbsp;&nbsp; 2116508 |
|  | Icom, Inc. | 4300 | &nbsp;&nbsp; 82583 |
| # | Iino Kaiun Kaisha Ltd. | 574600 | &nbsp;&nbsp; 3939549 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Inaba Seisakusho Co. <br> Ltd.<br>| 115800 | &nbsp;&nbsp; 1368942 |
|  | Inabata & Co. Ltd. | 611100 | &nbsp;&nbsp; 13258751 |
|  | Ines Corp. | 427100 | &nbsp;&nbsp; 4992846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; INFRONEER <br> Holdings, Inc.<br>| 755900 | &nbsp;&nbsp; 6388158 |
|  | Innotech Corp. | 320700 | &nbsp;&nbsp; 3134562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iriso Electronics Co. <br> Ltd.<br>| 101499 | &nbsp;&nbsp; 1949877 |
| # | Iseki & Co. Ltd. | 112113 | &nbsp;&nbsp; 1040946 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ishihara Sangyo <br> Kaisha Ltd.<br>| 760400 | &nbsp;&nbsp; $10987079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ishizuka Glass Co. <br> Ltd.<br>| 16199 | &nbsp;&nbsp; 289483 |
|  | Itochu Enex Co. Ltd. | 507700 | &nbsp;&nbsp; 6816337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Itochu-Shokuhin Co. <br> Ltd.<br>| 82200 | &nbsp;&nbsp; 5519707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Itoham Yonekyu <br> Holdings, Inc.<br>| 289940 | &nbsp;&nbsp; 9780561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IwaiCosmo Holdings, <br> Inc.<br>| 426000 | &nbsp;&nbsp; 6862976 |
|  | Iwatani Corp. | 320100 | &nbsp;&nbsp; 3366935 |
|  | Iyogin Holdings, Inc. | 1532200 | &nbsp;&nbsp; 17804817 |
|  | Izumi Co. Ltd. | 116700 | &nbsp;&nbsp; 2456722 |
|  | J Trust Co. Ltd. | 10000 | &nbsp;&nbsp; 29384 |
| # | Jaccs Co. Ltd. | 437900 | &nbsp;&nbsp; 11872782 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; JAFCO Group Co. <br> Ltd.<br>| 447500 | &nbsp;&nbsp; 7353556 |
| # | JANOME Corp. | 261100 | &nbsp;&nbsp; 1982255 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Japan Cash Machine <br> Co. Ltd.<br>| 10000 | &nbsp;&nbsp; 62953 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Japan Electronic <br> Materials Corp.<br>| 3000 | &nbsp;&nbsp; 48103 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Japan Foundation <br> Engineering Co. <br> Ltd.<br>| 225300 | &nbsp;&nbsp; 1038181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Medical <br> Dynamic Marketing, <br> Inc.<br>| 39000 | &nbsp;&nbsp; 135566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Oil <br> Transportation Co. <br> Ltd.<br>| 36321 | &nbsp;&nbsp; 755272 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Japan Pulp & Paper <br> Co. Ltd.<br>| 2185500 | &nbsp;&nbsp; 9478783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Securities <br> Finance Co. Ltd.<br>| 342100 | &nbsp;&nbsp; 4140202 |
|  | Japan Transcity Corp. | 844100 | &nbsp;&nbsp; 6480192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Wool Textile <br> Co. Ltd.<br>| 781900 | &nbsp;&nbsp; 7221547 |
|  | Jichodo Co. Ltd. | 300 | &nbsp;&nbsp; 19103 |
| # | JK Holdings Co. Ltd. | 260000 | &nbsp;&nbsp; 2084860 |
| # | JMS Co. Ltd. | 130661 | &nbsp;&nbsp; 382963 |
|  | J-Oil Mills, Inc. | 313700 | &nbsp;&nbsp; 4309102 |
|  | Joshin Denki Co. Ltd. | 140639 | &nbsp;&nbsp; 2295489 |
|  | JSP Corp. | 157999 | &nbsp;&nbsp; 1984794 |
|  | JTEKT Corp. | 614079 | &nbsp;&nbsp; 5306785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Juroku Financial <br> Group, Inc.<br>| 424900 | &nbsp;&nbsp; 14653829 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; K&O Energy Group, <br> Inc.<br>| 253000 | &nbsp;&nbsp; 4839299 |
|  | Kamei Corp. | 564500 | &nbsp;&nbsp; 9561043 |
| # | Kanaden Corp. | 340900 | &nbsp;&nbsp; 4265610 |
|  | Kanadevia Corp. | 18400 | &nbsp;&nbsp; 124184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kanagawa Chuo <br> Kotsu Co. Ltd.<br>| 1600 | &nbsp;&nbsp; 38815 |
|  | Kanamoto Co. Ltd. | 374941 | &nbsp;&nbsp; 8409197 |
|  | Kandenko Co. Ltd. | 909977 | &nbsp;&nbsp; 21556452 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Kaneka Corp. | 680600 | &nbsp;&nbsp; $19265530 |
|  | Kanematsu Corp. | 333630 | &nbsp;&nbsp; 6268287 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kanto Denka Kogyo <br> Co. Ltd.<br>| 198529 | &nbsp;&nbsp; 1121956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Katakura Industries <br> Co. Ltd.<br>| 133500 | &nbsp;&nbsp; 2313084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kawada Technologies, <br> Inc.<br>| 284500 | &nbsp;&nbsp; 7407447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kawai Musical <br> Instruments <br> Manufacturing Co. <br> Ltd.<br>| 9508 | &nbsp;&nbsp; 164581 |
|  | Keihin Co. Ltd. | 31700 | &nbsp;&nbsp; 569554 |
|  | KEIWA, Inc. | 14100 | &nbsp;&nbsp; 116222 |
|  | Keiyo Bank Ltd. | 1178570 | &nbsp;&nbsp; 8855757 |
|  | KEL Corp. | 5200 | &nbsp;&nbsp; 47901 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kenko Mayonnaise <br> Co. Ltd.<br>| 139730 | &nbsp;&nbsp; 1729679 |
| # | Kimoto Co. Ltd. | 38200 | &nbsp;&nbsp; 59017 |
|  | Kimura Unity Co. Ltd. | 193200 | &nbsp;&nbsp; 1058458 |
| # | Kitagawa Corp. | 50119 | &nbsp;&nbsp; 472716 |
| # | Kita-Nippon Bank Ltd. | 10643 | &nbsp;&nbsp; 238445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kitano Construction <br> Corp.<br>| 86527 | &nbsp;&nbsp; 2352700 |
|  | Kitz Corp. | 491900 | &nbsp;&nbsp; 4125935 |
|  | Kiyo Bank Ltd. | 323800 | &nbsp;&nbsp; 5890620 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; KNT-CT Holdings Co. <br> Ltd.<br>| 2848 | &nbsp;&nbsp; 19567 |
|  | Koa Corp. | 175578 | &nbsp;&nbsp; 1229451 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Koatsu Gas Kogyo <br> Co. Ltd.<br>| 211400 | &nbsp;&nbsp; 1528784 |
|  | Kohnan Shoji Co. Ltd. | 189376 | &nbsp;&nbsp; 4890093 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Koike Sanso Kogyo <br> Co. Ltd.<br>| 19500 | &nbsp;&nbsp; 178757 |
|  | Kojima Co. Ltd. | 112200 | &nbsp;&nbsp; 895979 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Komatsu Matere Co. <br> Ltd.<br>| 5035 | &nbsp;&nbsp; 25657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Komatsu Wall Industry <br> Co. Ltd.<br>| 308800 | &nbsp;&nbsp; 5059962 |
|  | Komeri Co. Ltd. | 479000 | &nbsp;&nbsp; 9867553 |
|  | Komori Corp. | 200671 | &nbsp;&nbsp; 1931989 |
| \* | Konica Minolta, Inc. | 890290 | &nbsp;&nbsp; 2894415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Konoike Transport Co. <br> Ltd.<br>| 395200 | &nbsp;&nbsp; 8457649 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Konoshima Chemical <br> Co. Ltd.<br>| 5388 | &nbsp;&nbsp; 46200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KPP Group Holdings <br> Co. Ltd.<br>| 494812 | &nbsp;&nbsp; 2542919 |
|  | Krosaki Harima Corp. | 5800 | &nbsp;&nbsp; 132832 |
| # | KRS Corp. | 213300 | &nbsp;&nbsp; 4796435 |
|  | K's Holdings Corp. | 556700 | &nbsp;&nbsp; 5568836 |
|  | KU Holdings Co. Ltd. | 213600 | &nbsp;&nbsp; 1647248 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kumagai Gumi Co. <br> Ltd.<br>| 234685 | &nbsp;&nbsp; 6981645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kumiai Chemical <br> Industry Co. Ltd.<br>| 505100 | &nbsp;&nbsp; 2722436 |
| # | Kurabo Industries Ltd. | 271400 | &nbsp;&nbsp; 14404044 |
|  | Kureha Corp. | 283700 | &nbsp;&nbsp; 6469844 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Kurimoto Ltd. | 178600 | &nbsp;&nbsp; $9290399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuriyama Holdings <br> Corp.<br>| 109370 | &nbsp;&nbsp; 1110407 |
|  | KVK Corp. | 2500 | &nbsp;&nbsp; 32515 |
|  | KYB Corp. | 605600 | &nbsp;&nbsp; 13016940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyodo Printing Co. <br> Ltd.<br>| 313200 | &nbsp;&nbsp; 2876793 |
|  | Kyoei Steel Ltd. | 292843 | &nbsp;&nbsp; 4208120 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kyokuto Boeki Kaisha <br> Ltd.<br>| 6600 | &nbsp;&nbsp; 66793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyokuto Kaihatsu <br> Kogyo Co. Ltd.<br>| 586750 | &nbsp;&nbsp; 10166917 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kyokuto Securities <br> Co. Ltd.<br>| 87957 | &nbsp;&nbsp; 854331 |
|  | Kyokuyo Co. Ltd. | 62799 | &nbsp;&nbsp; 1943696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyorin Pharmaceutical <br> Co. Ltd.<br>| 182499 | &nbsp;&nbsp; 1833887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyosan Electric <br> Manufacturing Co. <br> Ltd.<br>| 853900 | &nbsp;&nbsp; 2847364 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kyowa Electronic <br> Instruments Co. <br> Ltd.<br>| 232900 | &nbsp;&nbsp; 833298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyowa Leather Cloth <br> Co. Ltd.<br>| 122300 | &nbsp;&nbsp; 654474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyushu Financial <br> Group, Inc.<br>| 223780 | &nbsp;&nbsp; 1142808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyushu Leasing <br> Service Co. Ltd.<br>| 82000 | &nbsp;&nbsp; 675908 |
|  | Lintec Corp. | 156600 | &nbsp;&nbsp; 3139945 |
| # | Look Holdings, Inc. | 127599 | &nbsp;&nbsp; 2048495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mabuchi Motor Co. <br> Ltd.<br>| 110500 | &nbsp;&nbsp; 1597650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maezawa Industries, <br> Inc.<br>| 86200 | &nbsp;&nbsp; 992358 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Maezawa Kasei <br> Industries Co. Ltd.<br>| 224500 | &nbsp;&nbsp; 2946998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maezawa Kyuso <br> Industries Co. Ltd.<br>| 317000 | &nbsp;&nbsp; 2658839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Makino Milling <br> Machine Co. Ltd.<br>| 341012 | &nbsp;&nbsp; 26080042 |
| # | Mamiya-Op Co. Ltd. | 15800 | &nbsp;&nbsp; 158329 |
|  | Mandom Corp. | 80338 | &nbsp;&nbsp; 765979 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mars Group Holdings <br> Corp.<br>| 20000 | &nbsp;&nbsp; 393198 |
|  | Marubun Corp. | 360600 | &nbsp;&nbsp; 2627430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marudai Food Co. <br> Ltd.<br>| 348774 | &nbsp;&nbsp; 4393125 |
|  | Maruha Nichiro Corp. | 608204 | &nbsp;&nbsp; 12631673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maruichi Steel Tube <br> Ltd.<br>| 215500 | &nbsp;&nbsp; 5209796 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; MARUKA FURUSATO <br> Corp.<br>| 122514 | &nbsp;&nbsp; 1927669 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Maruyama <br> Manufacturing Co., <br> Inc.<br>| 14300 | &nbsp;&nbsp; 196710 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maruzen CHI Holdings <br> Co. Ltd.<br>| 38000 | &nbsp;&nbsp; $81032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maruzen Showa Unyu <br> Co. Ltd.<br>| 291200 | &nbsp;&nbsp; 13879292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matsuda Sangyo Co. <br> Ltd.<br>| 215700 | &nbsp;&nbsp; 5136758 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Matsui Construction <br> Co. Ltd.<br>| 272400 | &nbsp;&nbsp; 2290176 |
|  | Maxell Ltd. | 276958 | &nbsp;&nbsp; 3680600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Megmilk Snow Brand <br> Co. Ltd.<br>| 638069 | &nbsp;&nbsp; 12058369 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Meiji Electric <br> Industries Co. Ltd.<br>| 67300 | &nbsp;&nbsp; 866107 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Meiji Shipping Group <br> Co. Ltd.<br>| 15400 | &nbsp;&nbsp; 71642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meisei Industrial Co. <br> Ltd.<br>| 484900 | &nbsp;&nbsp; 5022171 |
|  | Meiwa Corp. | 105000 | &nbsp;&nbsp; 527905 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Meiwa Estate Co. <br> Ltd.<br>| 194500 | &nbsp;&nbsp; 1340354 |
|  | Menicon Co. Ltd. | 33190 | &nbsp;&nbsp; 256718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mie Kotsu Group <br> Holdings, Inc.<br>| 75646 | &nbsp;&nbsp; 252580 |
|  | Mikuni Corp. | 21352 | &nbsp;&nbsp; 42558 |
| # | Miraial Co. Ltd. | 84362 | &nbsp;&nbsp; 609412 |
|  | Mirait One Corp. | 902609 | &nbsp;&nbsp; 16150228 |
| # | Mirarth Holdings, Inc. | 716146 | &nbsp;&nbsp; 1832208 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitani Sangyo Co. <br> Ltd.<br>| 146500 | &nbsp;&nbsp; 383292 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mito Securities Co. <br> Ltd.<br>| 214771 | &nbsp;&nbsp; 741575 |
|  | Mitsuba Corp. | 339641 | &nbsp;&nbsp; 1923901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Kakoki <br> Kaisha Ltd.<br>| 312000 | &nbsp;&nbsp; 4596210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Materials <br> Corp.<br>| 1758976 | &nbsp;&nbsp; 26865968 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Paper Mills <br> Ltd.<br>| 100035 | &nbsp;&nbsp; 442137 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Steel <br> Manufacturing Co. <br> Ltd.<br>| 169116 | &nbsp;&nbsp; 1860721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui DM Sugar Co. <br> Ltd.<br>| 207506 | &nbsp;&nbsp; 4251737 |
| # | Mitsui E&S Co. Ltd. | 13500 | &nbsp;&nbsp; 281265 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui Matsushima <br> Holdings Co. Ltd.<br>| 11800 | &nbsp;&nbsp; 452732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui Mining & <br> Smelting Co. Ltd.<br>| 841685 | &nbsp;&nbsp; 35599624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsuuroko Group <br> Holdings Co. Ltd.<br>| 443400 | &nbsp;&nbsp; 6271691 |
|  | Miyazaki Bank Ltd. | 64826 | &nbsp;&nbsp; 1715310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miyoshi Oil & Fat Co. <br> Ltd.<br>| 22600 | &nbsp;&nbsp; 289399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mizuho Leasing Co. <br> Ltd.<br>| 1902300 | &nbsp;&nbsp; 14611683 |
|  | Mizuno Corp. | 92937 | &nbsp;&nbsp; 1692952 |
| # | MORESCO Corp. | 7300 | &nbsp;&nbsp; 62643 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Morinaga Milk Industry <br> Co. Ltd.<br>| 9200 | &nbsp;&nbsp; $200074 |
| \* | Moriroku Co. Ltd. | 79499 | &nbsp;&nbsp; 1274709 |
|  | Morita Holdings Corp. | 140100 | &nbsp;&nbsp; 2128659 |
|  | Morito Co. Ltd. | 156500 | &nbsp;&nbsp; 1596003 |
| # | Mory Industries, Inc. | 599500 | &nbsp;&nbsp; 3576151 |
| # | MrMax Holdings Ltd. | 133475 | &nbsp;&nbsp; 756500 |
| # | Murakami Corp. | 58700 | &nbsp;&nbsp; 2551501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Musashi Seimitsu <br> Industry Co. Ltd.<br>| 109500 | &nbsp;&nbsp; 2357464 |
|  | Musashino Bank Ltd. | 331378 | &nbsp;&nbsp; 8171314 |
|  | Muto Seiko Co. | 5100 | &nbsp;&nbsp; 54683 |
|  | Nachi-Fujikoshi Corp. | 89888 | &nbsp;&nbsp; 1922662 |
|  | Nadex Co. Ltd. | 4300 | &nbsp;&nbsp; 26793 |
|  | Nafco Co. Ltd. | 94700 | &nbsp;&nbsp; 1174990 |
|  | Nagano Keiki Co. Ltd. | 36900 | &nbsp;&nbsp; 510092 |
|  | Nagase & Co. Ltd. | 1468200 | &nbsp;&nbsp; 28934796 |
|  | Nakabayashi Co. Ltd. | 232200 | &nbsp;&nbsp; 796439 |
|  | Nakano Corp. | 24800 | &nbsp;&nbsp; 126101 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nakayama Steel <br> Works Ltd.<br>| 464300 | &nbsp;&nbsp; 1964523 |
|  | Nanto Bank Ltd. | 111346 | &nbsp;&nbsp; 3339427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Narasaki Sangyo Co. <br> Ltd.<br>| 34900 | &nbsp;&nbsp; 833547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nasu Denki Tekko Co. <br> Ltd.<br>| 6600 | &nbsp;&nbsp; 589182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NEC Capital Solutions <br> Ltd.<br>| 222900 | &nbsp;&nbsp; 5665900 |
|  | Neturen Co. Ltd. | 742200 | &nbsp;&nbsp; 5857121 |
|  | NHK Spring Co. Ltd. | 2597100 | &nbsp;&nbsp; 29242437 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nicca Chemical Co. <br> Ltd.<br>| 37899 | &nbsp;&nbsp; 317386 |
|  | Nice Corp. | 28100 | &nbsp;&nbsp; 342694 |
|  | Nichicon Corp. | 103300 | &nbsp;&nbsp; 884722 |
|  | Nichiden Corp. | 44800 | &nbsp;&nbsp; 846351 |
|  | Nichiha Corp. | 40000 | &nbsp;&nbsp; 833050 |
|  | Nichimo Co. Ltd. | 115100 | &nbsp;&nbsp; 1787959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nichireki Group Co. <br> Ltd.<br>| 461800 | &nbsp;&nbsp; 9044343 |
|  | Nichirin Co. Ltd. | 113560 | &nbsp;&nbsp; 2668683 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Chouzai Co. <br> Ltd.<br>| 121823 | &nbsp;&nbsp; 2829954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Denkei Co. <br> Ltd.<br>| 75950 | &nbsp;&nbsp; 1076591 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nihon House Holdings <br> Co. Ltd.<br>| 114497 | &nbsp;&nbsp; 233995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Kagaku Sangyo <br> Co. Ltd.<br>| 86300 | &nbsp;&nbsp; 1290745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Nohyaku Co. <br> Ltd.<br>| 595900 | &nbsp;&nbsp; 3501557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Parkerizing Co. <br> Ltd.<br>| 78800 | &nbsp;&nbsp; 718822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Tokushu Toryo <br> Co. Ltd.<br>| 146300 | &nbsp;&nbsp; 1980078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Yamamura <br> Glass Co. Ltd.<br>| 31599 | &nbsp;&nbsp; 559382 |
|  | Nikkiso Co. Ltd. | 814204 | &nbsp;&nbsp; 7280680 |
| # | Nikko Co. Ltd. | 479200 | &nbsp;&nbsp; 2399916 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nikkon Holdings Co. <br> Ltd.<br>| 1391800 | &nbsp;&nbsp; $31348489 |
|  | Nippi, Inc. | 14300 | &nbsp;&nbsp; 1021273 |
|  | Nippn Corp. | 588900 | &nbsp;&nbsp; 8492046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Beet Sugar <br> Manufacturing Co. <br> Ltd.<br>| 79799 | &nbsp;&nbsp; 1272294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Carbide <br> Industries Co., Inc.<br>| 66406 | &nbsp;&nbsp; 833994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Carbon Co. <br> Ltd.<br>| 4100 | &nbsp;&nbsp; 112071 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Chemical <br> Industrial Co. Ltd.<br>| 52083 | &nbsp;&nbsp; 731321 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Chemi-Con <br> Corp.<br>| 147784 | &nbsp;&nbsp; 1219563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Coke & <br> Engineering Co. <br> Ltd.<br>| 110552 | &nbsp;&nbsp; 68498 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Concrete <br> Industries Co. Ltd.<br>| 568099 | &nbsp;&nbsp; 1139205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Denko Co. <br> Ltd.<br>| 736100 | &nbsp;&nbsp; 1372810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Densetsu <br> Kogyo Co. Ltd.<br>| 396999 | &nbsp;&nbsp; 7537945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Electric Glass <br> Co. Ltd.<br>| 1185900 | &nbsp;&nbsp; 31742196 |
|  | Nippon Hume Corp. | 430700 | &nbsp;&nbsp; 7460346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Kayaku Co. <br> Ltd.<br>| 994000 | &nbsp;&nbsp; 9281921 |
|  | Nippon Kodoshi Corp. | 1000 | &nbsp;&nbsp; 12519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Light Metal <br> Holdings Co. Ltd.<br>| 446517 | &nbsp;&nbsp; 5181356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Paper <br> Industries Co. Ltd.<br>| 723057 | &nbsp;&nbsp; 5319723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Rietec Co. <br> Ltd.<br>| 24940 | &nbsp;&nbsp; 326865 |
|  | Nippon Seiki Co. Ltd. | 497000 | &nbsp;&nbsp; 5092166 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Seisen Co. <br> Ltd.<br>| 238400 | &nbsp;&nbsp; 1722518 |
|  | Nippon Sharyo Ltd. | 36399 | &nbsp;&nbsp; 578820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Sheet Glass <br> Co. Ltd.<br>| 739307 | &nbsp;&nbsp; 2448285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Shinyaku Co. <br> Ltd.<br>| 10000 | &nbsp;&nbsp; 215310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Shokubai Co. <br> Ltd.<br>| 1220300 | &nbsp;&nbsp; 13873551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Signal Co. <br> Ltd.<br>| 473609 | &nbsp;&nbsp; 3512570 |
|  | Nippon Soda Co. Ltd. | 881800 | &nbsp;&nbsp; 19991511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Thompson Co. <br> Ltd.<br>| 672263 | &nbsp;&nbsp; 2676521 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Yakin Kogyo <br> Co. Ltd.<br>| 261546 | &nbsp;&nbsp; 7227692 |
|  | Nipro Corp. | 804996 | &nbsp;&nbsp; 7412185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishikawa Rubber Co. <br> Ltd.<br>| 37800 | &nbsp;&nbsp; 714653 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishi-Nippon Financial <br> Holdings, Inc.<br>| 1992400 | &nbsp;&nbsp; $31471286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishio Holdings Co. <br> Ltd.<br>| 196700 | &nbsp;&nbsp; 5490134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nissan Shatai Co. <br> Ltd.<br>| 36900 | &nbsp;&nbsp; 254590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nissan Tokyo Sales <br> Holdings Co. Ltd.<br>| 510600 | &nbsp;&nbsp; 1679866 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nissei Plastic <br> Industrial Co. Ltd.<br>| 237300 | &nbsp;&nbsp; 1401305 |
|  | Nissha Co. Ltd. | 421815 | &nbsp;&nbsp; 3745481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nisshin Group <br> Holdings Co. Ltd.<br>| 756000 | &nbsp;&nbsp; 2630452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nisshin Oillio Group <br> Ltd.<br>| 619200 | &nbsp;&nbsp; 21053692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nisshinbo Holdings, <br> Inc.<br>| 1850374 | &nbsp;&nbsp; 11757330 |
|  | Nissui Corp. | 1329700 | &nbsp;&nbsp; 7763142 |
|  | Nitta Corp. | 150696 | &nbsp;&nbsp; 4118111 |
|  | Nitta Gelatin, Inc. | 99437 | &nbsp;&nbsp; 604010 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nittetsu Mining Co. <br> Ltd.<br>| 287598 | &nbsp;&nbsp; 14127452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nitto Fuji Flour Milling <br> Co. Ltd.<br>| 62500 | &nbsp;&nbsp; 3032280 |
| # | Nitto Kohki Co. Ltd. | 45700 | &nbsp;&nbsp; 583019 |
| # | Nitto Seiko Co. Ltd. | 483147 | &nbsp;&nbsp; 2008236 |
| # | Nittoku Co. Ltd. | 45000 | &nbsp;&nbsp; 609252 |
|  | Nojima Corp. | 8700 | &nbsp;&nbsp; 198883 |
|  | NOK Corp. | 894320 | &nbsp;&nbsp; 13569634 |
|  | Noritake Co. Ltd. | 417100 | &nbsp;&nbsp; 11867420 |
|  | Noritsu Koki Co. Ltd. | 580200 | &nbsp;&nbsp; 6066387 |
|  | Noritz Corp. | 279762 | &nbsp;&nbsp; 3549692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North Pacific Bank <br> Ltd.<br>| 4002800 | &nbsp;&nbsp; 17223348 |
|  | NPR-RIKEN Corp. | 315445 | &nbsp;&nbsp; 5306921 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; NS United Kaiun <br> Kaisha Ltd.<br>| 224700 | &nbsp;&nbsp; 6235875 |
|  | NSK Ltd. | 506200 | &nbsp;&nbsp; 2422442 |
| # | NTN Corp. | 6022348 | &nbsp;&nbsp; 10275008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ogaki Kyoritsu Bank <br> Ltd.<br>| 42030 | &nbsp;&nbsp; 791584 |
| # | Ohara, Inc. | 52300 | &nbsp;&nbsp; 406940 |
| # | Ohashi Technica, Inc. | 183800 | &nbsp;&nbsp; 2615172 |
|  | Oiles Corp. | 36400 | &nbsp;&nbsp; 517504 |
|  | Oita Bank Ltd. | 1200 | &nbsp;&nbsp; 37573 |
|  | Okabe Co. Ltd. | 212359 | &nbsp;&nbsp; 1224597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okamoto Industries, <br> Inc.<br>| 400 | &nbsp;&nbsp; 13546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okamoto Machine <br> Tool Works Ltd.<br>| 14900 | &nbsp;&nbsp; 483958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okasan Securities <br> Group, Inc.<br>| 1185900 | &nbsp;&nbsp; 5130514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oki Electric Industry <br> Co. Ltd.<br>| 1120485 | &nbsp;&nbsp; 11659224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okinawa Financial <br> Group, Inc.<br>| 167228 | &nbsp;&nbsp; 3788080 |
|  | OKUMA Corp. | 70900 | &nbsp;&nbsp; 1928924 |
|  | Okumura Corp. | 306400 | &nbsp;&nbsp; 9050503 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okura Industrial Co. <br> Ltd.<br>| 141749 | &nbsp;&nbsp; $4094684 |
| # | Okuwa Co. Ltd. | 175592 | &nbsp;&nbsp; 1084754 |
|  | Onamba Co. Ltd. | 6800 | &nbsp;&nbsp; 45268 |
| # | Onoken Co. Ltd. | 243649 | &nbsp;&nbsp; 2326368 |
| # | Orient Corp. | 207052 | &nbsp;&nbsp; 1369668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Shiraishi <br> Corp.<br>| 791600 | &nbsp;&nbsp; 2025488 |
| # | Osaka Steel Co. Ltd. | 372200 | &nbsp;&nbsp; 6299954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Osaki Electric Co. <br> Ltd.<br>| 500360 | &nbsp;&nbsp; 3470964 |
| # | OUG Holdings, Inc. | 24500 | &nbsp;&nbsp; 644763 |
|  | Oyo Corp. | 26400 | &nbsp;&nbsp; 547830 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Industrial Co. <br> Ltd.<br>| 891024 | &nbsp;&nbsp; 12155821 |
| # | Pack Corp. | 78900 | &nbsp;&nbsp; 592959 |
|  | PALTAC Corp. | 17200 | &nbsp;&nbsp; 492212 |
|  | Parker Corp. | 31800 | &nbsp;&nbsp; 207269 |
|  | Pegasus Co. Ltd. | 77379 | &nbsp;&nbsp; 294054 |
|  | PHC Holdings Corp. | 17500 | &nbsp;&nbsp; 107248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pickles Holdings Co. <br> Ltd.<br>| 4595 | &nbsp;&nbsp; 30115 |
| # | Piolax, Inc. | 465587 | &nbsp;&nbsp; 5396612 |
|  | Press Kogyo Co. Ltd. | 1813900 | &nbsp;&nbsp; 7173472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prima Meat Packers <br> Ltd.<br>| 12400 | &nbsp;&nbsp; 195767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Procrea Holdings, <br> Inc.<br>| 83346 | &nbsp;&nbsp; 844366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PS Construction Co. <br> Ltd.<br>| 162129 | &nbsp;&nbsp; 1959536 |
|  | Raiznext Corp. | 11000 | &nbsp;&nbsp; 136260 |
|  | Rasa Corp. | 105200 | &nbsp;&nbsp; 1071826 |
|  | Rasa Industries Ltd. | 102000 | &nbsp;&nbsp; 2867048 |
| # | Rengo Co. Ltd. | 1471700 | &nbsp;&nbsp; 8535815 |
| #\* | RENOVA, Inc. | 315545 | &nbsp;&nbsp; 1478196 |
|  | Restar Corp. | 127700 | &nbsp;&nbsp; 2293309 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Retail Partners Co. <br> Ltd.<br>| 156400 | &nbsp;&nbsp; 1493496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rheon Automatic <br> Machinery Co. Ltd.<br>| 6499 | &nbsp;&nbsp; 59473 |
| # | Rhythm Co. Ltd. | 124300 | &nbsp;&nbsp; 2486260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ricoh Leasing Co. <br> Ltd.<br>| 358800 | &nbsp;&nbsp; 13056213 |
|  | Riken Technos Corp. | 926300 | &nbsp;&nbsp; 7134690 |
|  | Rion Co. Ltd. | 7900 | &nbsp;&nbsp; 134820 |
|  | Ryobi Ltd. | 378132 | &nbsp;&nbsp; 5714032 |
|  | RYODEN Corp. | 367300 | &nbsp;&nbsp; 7032813 |
|  | S Foods, Inc. | 39500 | &nbsp;&nbsp; 695442 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sac's Bar Holdings, <br> Inc.<br>| 5800 | &nbsp;&nbsp; 31246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sakai Chemical <br> Industry Co. Ltd.<br>| 248584 | &nbsp;&nbsp; 4705165 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sakai Heavy <br> Industries Ltd.<br>| 141200 | &nbsp;&nbsp; 1952178 |
|  | Sakata INX Corp. | 367030 | &nbsp;&nbsp; 5220717 |
|  | Sala Corp. | 661540 | &nbsp;&nbsp; 4230123 |
|  | San Holdings, Inc. | 380500 | &nbsp;&nbsp; 4019399 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; San ju San Financial <br> Group, Inc.<br>| 102300 | &nbsp;&nbsp; $2300654 |
|  | San-Ai Obbli Co. Ltd. | 688300 | &nbsp;&nbsp; 9278151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; San-In Godo Bank <br> Ltd.<br>| 2961500 | &nbsp;&nbsp; 24937668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanki Engineering Co. <br> Ltd.<br>| 139100 | &nbsp;&nbsp; 4092696 |
|  | Sanko Gosei Ltd. | 363747 | &nbsp;&nbsp; 1949379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanko Metal Industrial <br> Co. Ltd.<br>| 41100 | &nbsp;&nbsp; 1947360 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sankyo Seiko Co. <br> Ltd.<br>| 299500 | &nbsp;&nbsp; 1224734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sankyo Tateyama, <br> Inc.<br>| 227777 | &nbsp;&nbsp; 918902 |
|  | Sankyu, Inc. | 13800 | &nbsp;&nbsp; 812370 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sanoh Industrial Co. <br> Ltd.<br>| 242200 | &nbsp;&nbsp; 1119007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sansei Technologies, <br> Inc.<br>| 94723 | &nbsp;&nbsp; 1107615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sansha Electric <br> Manufacturing Co. <br> Ltd.<br>| 147900 | &nbsp;&nbsp; 836666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanshin Electronics <br> Co. Ltd.<br>| 7400 | &nbsp;&nbsp; 121426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanyo Chemical <br> Industries Ltd.<br>| 85000 | &nbsp;&nbsp; 2227577 |
| # | Sanyo Denki Co. Ltd. | 78700 | &nbsp;&nbsp; 4879860 |
| # | Sanyo Industries Ltd. | 42000 | &nbsp;&nbsp; 1120098 |
| # | Sanyo Shokai Ltd. | 25900 | &nbsp;&nbsp; 511574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanyo Trading Co. <br> Ltd.<br>| 150900 | &nbsp;&nbsp; 1505794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sata Construction Co. <br> Ltd.<br>| 8900 | &nbsp;&nbsp; 69515 |
|  | Sato Corp. | 14800 | &nbsp;&nbsp; 209313 |
| # | Sato Shoji Corp. | 236800 | &nbsp;&nbsp; 2629989 |
|  | SAXA, Inc. | 64599 | &nbsp;&nbsp; 1967027 |
| #\* | SBI ARUHI Corp. | 1900 | &nbsp;&nbsp; 10444 |
|  | Scroll Corp. | 4900 | &nbsp;&nbsp; 35397 |
|  | SEC Carbon Ltd. | 19700 | &nbsp;&nbsp; 273984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seibu Electric & <br> Machinery Co. Ltd.<br>| 5500 | &nbsp;&nbsp; 74338 |
|  | Seika Corp. | 82166 | &nbsp;&nbsp; 2815086 |
|  | Seiko Group Corp. | 243264 | &nbsp;&nbsp; 6762451 |
|  | Sekisui Jushi Corp. | 241513 | &nbsp;&nbsp; 3458151 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sekisui Kasei Co. <br> Ltd.<br>| 23397 | &nbsp;&nbsp; 53994 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Senshu Ikeda <br> Holdings, Inc.<br>| 4018444 | &nbsp;&nbsp; 17104531 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shibaura Machine Co. <br> Ltd.<br>| 215400 | &nbsp;&nbsp; 5543925 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shibusawa Logistics <br> Corp.<br>| 163600 | &nbsp;&nbsp; 4735268 |
|  | Shibuya Corp. | 42400 | &nbsp;&nbsp; 1019583 |
|  | Shiga Bank Ltd. | 163000 | &nbsp;&nbsp; 6546133 |
|  | Shikibo Ltd. | 6370 | &nbsp;&nbsp; 41963 |
|  | Shikoku Bank Ltd. | 267099 | &nbsp;&nbsp; 2209190 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinagawa <br> Refractories Co. <br> Ltd.<br>| 527900 | &nbsp;&nbsp; $6030997 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shindengen Electric <br> Manufacturing Co. <br> Ltd.<br>| 45499 | &nbsp;&nbsp; 781255 |
|  | Shinko Shoji Co. Ltd. | 89900 | &nbsp;&nbsp; 590588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinmaywa Industries <br> Ltd.<br>| 337100 | &nbsp;&nbsp; 4068611 |
|  | Shinnihon Corp. | 492000 | &nbsp;&nbsp; 5713944 |
|  | Shinsho Corp. | 342197 | &nbsp;&nbsp; 4785386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinwa Co. Ltd. (3447 <br> JP)<br>| 43400 | &nbsp;&nbsp; 223986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinwa Co. Ltd. (7607 <br> JP)<br>| 2700 | &nbsp;&nbsp; 61010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shizuoka Gas Co. <br> Ltd.<br>| 729000 | &nbsp;&nbsp; 5479239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Showa Sangyo Co. <br> Ltd.<br>| 113663 | &nbsp;&nbsp; 2282750 |
|  | Sigma Koki Co. Ltd. | 4200 | &nbsp;&nbsp; 37052 |
|  | Siix Corp. | 242920 | &nbsp;&nbsp; 1980053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinanen Holdings Co. <br> Ltd.<br>| 119700 | &nbsp;&nbsp; 5205352 |
|  | Sintokogio Ltd. | 276362 | &nbsp;&nbsp; 1665735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SK-Electronics Co. <br> Ltd.<br>| 18563 | &nbsp;&nbsp; 347118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SKY Perfect JSAT <br> Holdings, Inc.<br>| 2834700 | &nbsp;&nbsp; 26845316 |
|  | SMK Corp. | 21249 | &nbsp;&nbsp; 308887 |
| # | Soda Nikka Co. Ltd. | 155200 | &nbsp;&nbsp; 1139736 |
|  | Sodick Co. Ltd. | 161566 | &nbsp;&nbsp; 953344 |
|  | Soft99 Corp. | 88100 | &nbsp;&nbsp; 938133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Soken Chemical & <br> Engineering Co. <br> Ltd.<br>| 172000 | &nbsp;&nbsp; 1887338 |
| # | Space Co. Ltd. | 7400 | &nbsp;&nbsp; 58587 |
| # | SPK Corp. | 110236 | &nbsp;&nbsp; 1742183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stanley Electric Co. <br> Ltd.<br>| 9300 | &nbsp;&nbsp; 175393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Star Mica Holdings <br> Co. Ltd.<br>| 72229 | &nbsp;&nbsp; 477136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Star Micronics Co. <br> Ltd.<br>| 53000 | &nbsp;&nbsp; 609493 |
|  | Starzen Co. Ltd. | 544270 | &nbsp;&nbsp; 4230879 |
|  | Stella Chemifa Corp. | 43200 | &nbsp;&nbsp; 1225412 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Subaru Enterprise Co. <br> Ltd.<br>| 54200 | &nbsp;&nbsp; 1111589 |
| # | Sugimoto & Co. Ltd. | 267838 | &nbsp;&nbsp; 3178229 |
| # | SUMCO Corp. | 1281554 | &nbsp;&nbsp; 10022777 |
|  | Sumida Corp. | 296216 | &nbsp;&nbsp; 2018937 |
| # | Suminoe Co. Ltd. | 115500 | &nbsp;&nbsp; 858033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Heavy <br> Industries Ltd.<br>| 132300 | &nbsp;&nbsp; 2929987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui <br> Construction Co. <br> Ltd.<br>| 111100 | &nbsp;&nbsp; 438050 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Osaka <br> Cement Co. Ltd.<br>| 429824 | &nbsp;&nbsp; $11187548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Riko Co. <br> Ltd.<br>| 707924 | &nbsp;&nbsp; 8964823 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Seika <br> Chemicals Co. Ltd.<br>| 133114 | &nbsp;&nbsp; 3982945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Warehouse <br> Co. Ltd.<br>| 1109800 | &nbsp;&nbsp; 23018573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Frontier <br> Fudousan Co. Ltd.<br>| 489000 | &nbsp;&nbsp; 6846191 |
| #\* | Suncall Corp. | 40800 | &nbsp;&nbsp; 103591 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sun-Wa Technos <br> Corp.<br>| 257700 | &nbsp;&nbsp; 4116263 |
| # | Suruga Bank Ltd. | 2652300 | &nbsp;&nbsp; 24421587 |
|  | Suzuken Co. Ltd. | 14738 | &nbsp;&nbsp; 557055 |
|  | Suzuki Co. Ltd. | 203923 | &nbsp;&nbsp; 2500236 |
|  | T RAD Co. Ltd. | 64900 | &nbsp;&nbsp; 2118866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tachibana Eletech Co. <br> Ltd.<br>| 368520 | &nbsp;&nbsp; 6976449 |
|  | Tachikawa Corp. | 207261 | &nbsp;&nbsp; 2315962 |
|  | Tachi-S Co. Ltd. | 219100 | &nbsp;&nbsp; 2594620 |
|  | Tadano Ltd. | 228000 | &nbsp;&nbsp; 1640421 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taihei Dengyo Kaisha <br> Ltd.<br>| 242100 | &nbsp;&nbsp; 10408794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiheiyo Cement <br> Corp.<br>| 1120921 | &nbsp;&nbsp; 27391766 |
| # | Taiho Kogyo Co. Ltd. | 100499 | &nbsp;&nbsp; 421985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taisei Lamick Group <br> Head Quarter & <br> Innovation Co. Ltd.<br>| 6900 | &nbsp;&nbsp; 115696 |
|  | Taiyo Yuden Co. Ltd. | 761215 | &nbsp;&nbsp; 14221909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takamatsu <br> Construction Group <br> Co. Ltd.<br>| 166800 | &nbsp;&nbsp; 3400689 |
|  | Takano Co. Ltd. | 9400 | &nbsp;&nbsp; 45773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takaoka Toko Co. <br> Ltd.<br>| 221344 | &nbsp;&nbsp; 4232165 |
|  | Takara Holdings, Inc. | 50400 | &nbsp;&nbsp; 424277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takara Standard Co. <br> Ltd.<br>| 549853 | &nbsp;&nbsp; 9401347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takasago International <br> Corp.<br>| 167510 | &nbsp;&nbsp; 8030748 |
|  | Takashima & Co. Ltd. | 200600 | &nbsp;&nbsp; 2134163 |
| # | Takashimaya Co. Ltd. | 1745934 | &nbsp;&nbsp; 13492944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Take & Give Needs <br> Co. Ltd.<br>| 9500 | &nbsp;&nbsp; 56575 |
| # | TAKEBISHI Corp. | 70500 | &nbsp;&nbsp; 885796 |
| # | Tamura Corp. | 507938 | &nbsp;&nbsp; 1622606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tanabe Engineering <br> Corp.<br>| 26400 | &nbsp;&nbsp; 449077 |
| # | Tayca Corp. | 113183 | &nbsp;&nbsp; 928541 |
|  | Tbk Co. Ltd. | 129700 | &nbsp;&nbsp; 271291 |
|  | Techno Ryowa Ltd. | 220770 | &nbsp;&nbsp; 5999543 |
|  | Teijin Ltd. | 1283626 | &nbsp;&nbsp; 10910450 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Teikoku Tsushin <br> Kogyo Co. Ltd.<br>| 158200 | &nbsp;&nbsp; 2537360 |
| # | Tera Probe, Inc. | 24596 | &nbsp;&nbsp; 547088 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Terasaki Electric Co. <br> Ltd.<br>| 19800 | &nbsp;&nbsp; $502389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tess Holdings Co. <br> Ltd.<br>| 222400 | &nbsp;&nbsp; 644253 |
|  | THK Co. Ltd. | 139992 | &nbsp;&nbsp; 3935031 |
|  | Tigers Polymer Corp. | 212200 | &nbsp;&nbsp; 1229023 |
|  | Toa Corp. (1885 JP) | 1057400 | &nbsp;&nbsp; 13209555 |
| # | Toa Corp. (6809 JP) | 151167 | &nbsp;&nbsp; 1045422 |
|  | TOA ROAD Corp. | 430700 | &nbsp;&nbsp; 4609236 |
|  | Toagosei Co. Ltd. | 1621400 | &nbsp;&nbsp; 15893979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOBISHIMA <br> HOLDINGS, Inc.<br>| 232576 | &nbsp;&nbsp; 3018276 |
|  | Toda Corp. | 1960100 | &nbsp;&nbsp; 12499870 |
|  | Toenec Corp. | 1078900 | &nbsp;&nbsp; 9510699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Togami Electric <br> Manufacturing Co. <br> Ltd.<br>| 13600 | &nbsp;&nbsp; 355369 |
| # | Toho Bank Ltd. | 942545 | &nbsp;&nbsp; 2294854 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toho Holdings Co. <br> Ltd.<br>| 36600 | &nbsp;&nbsp; 1235158 |
| # | Tohoku Bank Ltd. | 45014 | &nbsp;&nbsp; 349019 |
| # | Tokai Carbon Co. Ltd. | 699771 | &nbsp;&nbsp; 4778471 |
|  | Tokai Corp. | 88663 | &nbsp;&nbsp; 1237198 |
|  | Tokai Rika Co. Ltd. | 809900 | &nbsp;&nbsp; 12967192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokai Tokyo Financial <br> Holdings, Inc.<br>| 2601065 | &nbsp;&nbsp; 9376746 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tokushu Tokai Paper <br> Co. Ltd.<br>| 161381 | &nbsp;&nbsp; 4201828 |
|  | Tokuyama Corp. | 966667 | &nbsp;&nbsp; 20700860 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Energy & <br> Systems, Inc.<br>| 439210 | &nbsp;&nbsp; 4836197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Kiraboshi <br> Financial Group, <br> Inc.<br>| 337888 | &nbsp;&nbsp; 14568238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Rope <br> Manufacturing Co. <br> Ltd.<br>| 161100 | &nbsp;&nbsp; 1440158 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Sangyo Co. <br> Ltd.<br>| 298700 | &nbsp;&nbsp; 1604230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Steel <br> Manufacturing Co. <br> Ltd.<br>| 48800 | &nbsp;&nbsp; 507756 |
| # | Tokyo Tekko Co. Ltd. | 121500 | &nbsp;&nbsp; 4425834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyu Construction <br> Co. Ltd.<br>| 235500 | &nbsp;&nbsp; 1617911 |
|  | Toli Corp. | 929700 | &nbsp;&nbsp; 3463621 |
|  | Tomato Bank Ltd. | 35600 | &nbsp;&nbsp; 311579 |
| # | Tomen Devices Corp. | 17800 | &nbsp;&nbsp; 691670 |
| # | Tomoe Corp. | 634100 | &nbsp;&nbsp; 6419846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tomoe Engineering <br> Co. Ltd.<br>| 284700 | &nbsp;&nbsp; 2998908 |
| # | Tomoku Co. Ltd. | 233164 | &nbsp;&nbsp; 5076818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOMONY Holdings, <br> Inc.<br>| 617786 | &nbsp;&nbsp; 2497313 |
|  | Topre Corp. | 357299 | &nbsp;&nbsp; 4894924 |
|  | Topy Industries Ltd. | 94899 | &nbsp;&nbsp; 1641123 |
|  | Tosho Co. Ltd. | 53299 | &nbsp;&nbsp; 240089 |
|  | Towa Bank Ltd. | 250602 | &nbsp;&nbsp; 1272498 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Towa Pharmaceutical <br> Co. Ltd.<br>| 142840 | &nbsp;&nbsp; $3098930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Construction Co. <br> Ltd.<br>| 263900 | &nbsp;&nbsp; 2884147 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Engineering <br> Corp.<br>| 187774 | &nbsp;&nbsp; 1689310 |
|  | Toyo Innovex Co. Ltd. | 86200 | &nbsp;&nbsp; 367089 |
|  | Toyo Kanetsu KK | 89500 | &nbsp;&nbsp; 2417410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Logistics Co. <br> Ltd.<br>| 1499 | &nbsp;&nbsp; 16325 |
|  | Toyo Tanso Co. Ltd. | 31175 | &nbsp;&nbsp; 1000745 |
|  | Toyo Tire Corp. | 1301392 | &nbsp;&nbsp; 27564853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Wharf & <br> Warehouse Co. <br> Ltd.<br>| 33199 | &nbsp;&nbsp; 321182 |
|  | Toyobo Co. Ltd. | 579973 | &nbsp;&nbsp; 3755524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyoda Gosei Co. <br> Ltd.<br>| 318601 | &nbsp;&nbsp; 6723764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyota Boshoku <br> Corp.<br>| 172700 | &nbsp;&nbsp; 2454154 |
|  | TPR Co. Ltd. | 226471 | &nbsp;&nbsp; 3167203 |
|  | Trinity Industrial Corp. | 12100 | &nbsp;&nbsp; 91478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trusco Nakayama <br> Corp.<br>| 21300 | &nbsp;&nbsp; 310216 |
|  | TS Tech Co. Ltd. | 1125800 | &nbsp;&nbsp; 13517703 |
| # | TSI Holdings Co. Ltd. | 639005 | &nbsp;&nbsp; 4469591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsubakimoto Chain <br> Co.<br>| 1213916 | &nbsp;&nbsp; 17038313 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tsubakimoto Kogyo <br> Co. Ltd.<br>| 62100 | &nbsp;&nbsp; 1101556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsukishima Holdings <br> Co. Ltd.<br>| 462530 | &nbsp;&nbsp; 7031336 |
|  | Tsukuba Bank Ltd. | 297767 | &nbsp;&nbsp; 505878 |
|  | Tsumura & Co. | 108038 | &nbsp;&nbsp; 2665064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsurumi Manufacturing <br> Co. Ltd.<br>| 191300 | &nbsp;&nbsp; 4966596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TV Asahi Holdings <br> Corp.<br>| 168700 | &nbsp;&nbsp; 3169805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tv Tokyo Holdings <br> Corp.<br>| 128400 | &nbsp;&nbsp; 3112152 |
|  | TYK Corp. | 467200 | &nbsp;&nbsp; 1836576 |
|  | UACJ Corp. | 649269 | &nbsp;&nbsp; 25549962 |
|  | UBE Corp. | 1325055 | &nbsp;&nbsp; 20283743 |
|  | Ueki Corp. | 28500 | &nbsp;&nbsp; 414511 |
|  | Unipres Corp. | 269639 | &nbsp;&nbsp; 1910091 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; United Super Markets <br> Holdings, Inc.<br>| 266800 | &nbsp;&nbsp; 1663285 |
|  | Ushio, Inc. | 19400 | &nbsp;&nbsp; 237960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; V Technology Co. <br> Ltd.<br>| 7800 | &nbsp;&nbsp; 152978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valor Holdings Co. <br> Ltd.<br>| 325830 | &nbsp;&nbsp; 5754439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vital KSK Holdings, <br> Inc.<br>| 124700 | &nbsp;&nbsp; 1049119 |
|  | VT Holdings Co. Ltd. | 197564 | &nbsp;&nbsp; 609411 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Wakachiku <br> Construction Co. <br> Ltd.<br>| 155900 | &nbsp;&nbsp; $5227253 |
|  | Wakita & Co. Ltd. | 832300 | &nbsp;&nbsp; 9703813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Warabeya Nichiyo <br> Holdings Co. Ltd.<br>| 162768 | &nbsp;&nbsp; 2911306 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Wellneo Sugar Co. <br> Ltd.<br>| 177200 | &nbsp;&nbsp; 2699178 |
|  | World Co. Ltd. | 278500 | &nbsp;&nbsp; 5115885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; World Holdings Co. <br> Ltd.<br>| 1100 | &nbsp;&nbsp; 17368 |
|  | Wowow, Inc. | 6700 | &nbsp;&nbsp; 64311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xebio Holdings Co. <br> Ltd.<br>| 167846 | &nbsp;&nbsp; 1240779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yahagi Construction <br> Co. Ltd.<br>| 226300 | &nbsp;&nbsp; 2973784 |
|  | YAMABIKO Corp. | 387345 | &nbsp;&nbsp; 5626664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamae Group <br> Holdings Co. Ltd.<br>| 20736 | &nbsp;&nbsp; 356191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamaguchi Financial <br> Group, Inc.<br>| 230247 | &nbsp;&nbsp; 2606116 |
|  | Yamatane Corp. | 406198 | &nbsp;&nbsp; 6923639 |
| # | Yamato Corp. | 337500 | &nbsp;&nbsp; 4043159 |
|  | Yamaya Corp. | 51100 | &nbsp;&nbsp; 890981 |
|  | Yamazen Corp. | 219500 | &nbsp;&nbsp; 1945584 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yasuda Logistics <br> Corp.<br>| 316700 | &nbsp;&nbsp; 4149007 |
|  | Yellow Hat Ltd. | 503600 | &nbsp;&nbsp; 5330943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yodogawa Steel <br> Works Ltd.<br>| 2169300 | &nbsp;&nbsp; 16697953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yokogawa Bridge <br> Holdings Corp.<br>| 214000 | &nbsp;&nbsp; 3793290 |
| # | Yokorei Co. Ltd. | 883400 | &nbsp;&nbsp; 6151897 |
|  | Yokowo Co. Ltd. | 87775 | &nbsp;&nbsp; 910633 |
|  | Yondenko Corp. | 465500 | &nbsp;&nbsp; 4091371 |
| # | Yorozu Corp. | 96407 | &nbsp;&nbsp; 604255 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yotai Refractories Co. <br> Ltd.<br>| 7800 | &nbsp;&nbsp; 88516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuasa Funashoku Co. <br> Ltd.<br>| 39299 | &nbsp;&nbsp; 1249406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuasa Trading Co. <br> Ltd.<br>| 47000 | &nbsp;&nbsp; 1460240 |
|  | Yuken Kogyo Co. Ltd. | 6900 | &nbsp;&nbsp; 132249 |
|  | Yurtec Corp. | 1000000 | &nbsp;&nbsp; 16369923 |
|  | Yushiro, Inc. | 154200 | &nbsp;&nbsp; 2210267 |
|  | Yutaka Giken Co. Ltd. | 15500 | &nbsp;&nbsp; 278755 |
|  | Zacros Corp. | 66600 | &nbsp;&nbsp; 1735564 |
|  | Zeon Corp. | 590900 | &nbsp;&nbsp; 6271517 |
| TOTAL JAPAN | TOTAL JAPAN |  | &nbsp;&nbsp; 3251988928 |
| NETHERLANDS — (2.4%) | NETHERLANDS — (2.4%) | NETHERLANDS — (2.4%) | NETHERLANDS — (2.4%) |
|  | Aalberts NV | 205784 | &nbsp;&nbsp; 6577321 |
|  | Acomo NV | 45113 | &nbsp;&nbsp; 1144421 |
|  | Aegon Ltd. (AEG US) | 1011928 | &nbsp;&nbsp; 7184689 |
|  | Aegon Ltd. (AGN NA) | 900095 | &nbsp;&nbsp; 6432554 |
|  | Allfunds Group PLC | 267008 | &nbsp;&nbsp; 1848818 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AMG Critical Materials <br> NV<br>| 91534 | &nbsp;&nbsp; $2577313 |
|  | Aperam SA | 780246 | &nbsp;&nbsp; 22950162 |
| Ω | B&S Group SARL | 9819 | &nbsp;&nbsp; 65857 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Brunel International <br> NV<br>| 55466 | &nbsp;&nbsp; 576256 |
|  | Corbion NV | 95922 | &nbsp;&nbsp; 1820390 |
|  | Flow Traders Ltd. | 153096 | &nbsp;&nbsp; 4585511 |
|  | ForFarmers NV | 420235 | &nbsp;&nbsp; 1806522 |
| # | Fugro NV | 715921 | &nbsp;&nbsp; 10262656 |
|  | Havas NV | 400499 | &nbsp;&nbsp; 643332 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Just Eat <br> Takeaway.com NV <br> (TKWY NA)<br>| 144987 | &nbsp;&nbsp; 3311851 |
| # | Kendrion NV | 18105 | &nbsp;&nbsp; 221845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke BAM <br> Groep NV<br>| 5445668 | &nbsp;&nbsp; 47541982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Heijmans <br> NV<br>| 587961 | &nbsp;&nbsp; 37474710 |
|  | Koninklijke Vopak NV | 623560 | &nbsp;&nbsp; 29788066 |
|  | Randstad NV | 219178 | &nbsp;&nbsp; 10417406 |
|  | SBM Offshore NV | 3105767 | &nbsp;&nbsp; 80996033 |
| Ω | Signify NV | 927002 | &nbsp;&nbsp; 22176276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sligro Food Group <br> NV<br>| 95256 | &nbsp;&nbsp; 1204024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Van Lanschot Kempen <br> NV<br>| 172348 | &nbsp;&nbsp; 11225952 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | &nbsp;&nbsp; 312833947 |
| NEW ZEALAND — (0.1%) | NEW ZEALAND — (0.1%) | NEW ZEALAND — (0.1%) | NEW ZEALAND — (0.1%) |
|  | Air New Zealand Ltd. | 88403 | &nbsp;&nbsp; 30184 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chorus Ltd. (CNU <br> NZ)<br>| 475234 | &nbsp;&nbsp; 2438544 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Colonial Motor Co. <br> Ltd.<br>| 239270 | &nbsp;&nbsp; 1005460 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fletcher Building Ltd. <br> (FBU NZ)<br>| 544782 | &nbsp;&nbsp; 971844 |
|  | Genesis Energy Ltd. | 73617 | &nbsp;&nbsp; 103194 |
| \* | KMD Brands Ltd. | 1707717 | &nbsp;&nbsp; 255388 |
| # | NZME Ltd. (NZM AU) | 1012279 | &nbsp;&nbsp; 688273 |
|  | PGG Wrightson Ltd. | 121001 | &nbsp;&nbsp; 162770 |
| \*†† | RPNZ Ltd. | 832183 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ryman Healthcare <br> Ltd.<br>| 255399 | &nbsp;&nbsp; 375416 |
|  | Sanford Ltd. | 824750 | &nbsp;&nbsp; 2773582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SKY Network <br> Television Ltd.<br>| 901061 | &nbsp;&nbsp; 1640362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Summerset Group <br> Holdings Ltd.<br>| 98347 | &nbsp;&nbsp; 662194 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | &nbsp;&nbsp; 11107211 |
| NORWAY — (0.7%) | NORWAY — (0.7%) | NORWAY — (0.7%) | NORWAY — (0.7%) |
| \* | Akastor ASA | 432617 | &nbsp;&nbsp; 508373 |
|  | Archer Ltd. | 24324 | &nbsp;&nbsp; 55513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Austevoll Seafood <br> ASA<br>| 55907 | &nbsp;&nbsp; 514462 |
|  | B2 Impact ASA | 1883499 | &nbsp;&nbsp; 2893780 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
|  | Bonheur ASA | 168337 | &nbsp;&nbsp; $3893026 |
| \* | BW Energy Ltd. | 11549 | &nbsp;&nbsp; 39625 |
| #Ω | BW LPG Ltd. | 460061 | &nbsp;&nbsp; 6115914 |
|  | BW Offshore Ltd. | 1230878 | &nbsp;&nbsp; 4145087 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cloudberry Clean <br> Energy ASA<br>| 12999 | &nbsp;&nbsp; 17233 |
|  | DNO ASA | 6922102 | &nbsp;&nbsp; 9452814 |
| #Ω | Elkem ASA | 1967926 | &nbsp;&nbsp; 4572413 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; FLEX LNG Ltd. <br> (FLNG NO)<br>| 2529 | &nbsp;&nbsp; 62895 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Golden Ocean Group <br> Ltd.<br>| 209564 | &nbsp;&nbsp; 1729334 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Hexagon Composites <br> ASA<br>| 25904 | &nbsp;&nbsp; 42801 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hoegh Autoliners <br> ASA<br>| 134286 | &nbsp;&nbsp; 1349455 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Klaveness <br> Combination <br> Carriers ASA<br>| 44763 | &nbsp;&nbsp; 303109 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Kongsberg Automotive <br> ASA<br>| 2330915 | &nbsp;&nbsp; 334706 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LINK Mobility Group <br> Holding ASA<br>| 444448 | &nbsp;&nbsp; 1418021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MPC Container Ships <br> ASA<br>| 4384662 | &nbsp;&nbsp; 8062490 |
| #\*Ω | Norske Skog ASA | 357060 | &nbsp;&nbsp; 806142 |
| \* | Northern Ocean Ltd. | 31297 | &nbsp;&nbsp; 18448 |
| \* | NRC Group ASA | 53462 | &nbsp;&nbsp; 38976 |
|  | Odfjell Drilling Ltd. | 1919859 | &nbsp;&nbsp; 13641548 |
|  | Odfjell SE, Class A | 319298 | &nbsp;&nbsp; 3916620 |
|  | Panoro Energy ASA | 486674 | &nbsp;&nbsp; 1134623 |
|  | Pareto Bank ASA | 93962 | &nbsp;&nbsp; 845795 |
| \*Ω | Scatec ASA | 275485 | &nbsp;&nbsp; 2733300 |
|  | Sea1 offshore, Inc. | 436722 | &nbsp;&nbsp; 1143482 |
| #\*Ω | Shelf Drilling Ltd. | 688212 | &nbsp;&nbsp; 600868 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Solstad Maritime <br> Holding AS<br>| 684370 | &nbsp;&nbsp; 1654874 |
| \* | Solstad Offshore ASA | 38898 | &nbsp;&nbsp; 188926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sparebank 1 <br> Oestlandet<br>| 81030 | &nbsp;&nbsp; 1510008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SpareBank 1 <br> Sor-Norge ASA<br>| 2322 | &nbsp;&nbsp; 40669 |
|  | Sparebanken More | 32032 | &nbsp;&nbsp; 328096 |
|  | Sparebanken Norge | 2031 | &nbsp;&nbsp; 31776 |
|  | Stolt-Nielsen Ltd. | 177687 | &nbsp;&nbsp; 5199532 |
|  | TGS ASA | 745166 | &nbsp;&nbsp; 5474616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wilh Wilhelmsen <br> Holding ASA, <br> Class A<br>| 188086 | &nbsp;&nbsp; 8679447 |
| TOTAL NORWAY | TOTAL NORWAY |  | &nbsp;&nbsp; 93498797 |
| PORTUGAL — (0.8%) | PORTUGAL — (0.8%) | PORTUGAL — (0.8%) | PORTUGAL — (0.8%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Comercial <br> Portugues SA, <br> Class R<br>| 104650714 | &nbsp;&nbsp; 85933345 |
| # | EDP Renovaveis SA | 768576 | &nbsp;&nbsp; 9023625 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PORTUGAL — (Continued) | PORTUGAL — (Continued) | PORTUGAL — (Continued) | PORTUGAL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Semapa-Sociedade <br> de Investimento e <br> Gestao<br>| 33067 | &nbsp;&nbsp; $647276 |
|  | Sonae SGPS SA | 10400396 | &nbsp;&nbsp; 15006881 |
| \* | Teixeira Duarte SA | 637337 | &nbsp;&nbsp; 289976 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | &nbsp;&nbsp; 110901103 |
| SINGAPORE — (0.6%) | SINGAPORE — (0.6%) | SINGAPORE — (0.6%) | SINGAPORE — (0.6%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banyan Tree Holdings <br> Ltd.<br>| 2331000 | &nbsp;&nbsp; 1145278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bonvests Holdings <br> Ltd.<br>| 949780 | &nbsp;&nbsp; 728344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bukit Sembawang <br> Estates Ltd.<br>| 99500 | &nbsp;&nbsp; 327636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Aviation Oil <br> Singapore Corp. <br> Ltd.<br>| 1716100 | &nbsp;&nbsp; 1478151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chuan Hup Holdings <br> Ltd.<br>| 1840700 | &nbsp;&nbsp; 233735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; City Developments <br> Ltd.<br>| 130800 | &nbsp;&nbsp; 619230 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; COSCO Shipping <br> International <br> Singapore Co. Ltd.<br>| 2871500 | &nbsp;&nbsp; 273542 |
| \* | Del Monte Pacific Ltd. | 552400 | &nbsp;&nbsp; 37750 |
| #\* | Ezra Holdings Ltd. | 12978893 | &nbsp;&nbsp; 0 |
|  | Far East Orchard Ltd. | 3066807 | &nbsp;&nbsp; 2716954 |
|  | First Resources Ltd. | 168900 | &nbsp;&nbsp; 197057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Sponsor Group <br> Ltd.<br>| 1045655 | &nbsp;&nbsp; 836209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Geo Energy <br> Resources Ltd.<br>| 3068800 | &nbsp;&nbsp; 800017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Golden <br> Agri-Resources <br> Ltd.<br>| 53177200 | &nbsp;&nbsp; 10409650 |
|  | GuocoLand Ltd. | 2392900 | &nbsp;&nbsp; 3110121 |
|  | Haw Par Corp. Ltd. | 333600 | &nbsp;&nbsp; 3558205 |
| # | Ho Bee Land Ltd. | 5392300 | &nbsp;&nbsp; 8421478 |
|  | Hong Fok Corp. Ltd. | 5107660 | &nbsp;&nbsp; 3178665 |
|  | Hong Leong Asia Ltd. | 3070800 | &nbsp;&nbsp; 3869823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Leong Finance <br> Ltd.<br>| 1163500 | &nbsp;&nbsp; 2427902 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hotel Grand Central <br> Ltd.<br>| 2379449 | &nbsp;&nbsp; 1335664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hutchison Port <br> Holdings Trust<br>| 30072800 | &nbsp;&nbsp; 5994682 |
| #\* | Hyflux Ltd. | 5949038 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indofood Agri <br> Resources Ltd.<br>| 423200 | &nbsp;&nbsp; 110910 |
|  | InnoTek Ltd. | 62100 | &nbsp;&nbsp; 20538 |
|  | ISDN Holdings Ltd. | 108155 | &nbsp;&nbsp; 30796 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Jurong Technologies <br> Industrial Corp. Ltd.<br>| 3391000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Low Keng Huat <br> Singapore Ltd.<br>| 275800 | &nbsp;&nbsp; 93078 |
|  | Metro Holdings Ltd. | 3371860 | &nbsp;&nbsp; 1129944 |
| \*†† | Midas Holdings Ltd. | 29676800 | &nbsp;&nbsp; 0 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | Netlink NBN Trust | 414000 | &nbsp;&nbsp; $285215 |
| \* | Olam Group Ltd. | 361200 | &nbsp;&nbsp; 288844 |
|  | OUE Ltd. | 2042900 | &nbsp;&nbsp; 1759424 |
|  | PSC Corp. Ltd. | 3464343 | &nbsp;&nbsp; 1052331 |
|  | QAF Ltd. | 3152608 | &nbsp;&nbsp; 2146206 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rex International <br> Holding Ltd.<br>| 773300 | &nbsp;&nbsp; 116717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samudera Shipping <br> Line Ltd.<br>| 581500 | &nbsp;&nbsp; 464467 |
|  | Sing Holdings Ltd. | 1127100 | &nbsp;&nbsp; 364062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sing Investments & <br> Finance Ltd.<br>| 264900 | &nbsp;&nbsp; 258739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singapore Land <br> Group Ltd.<br>| 1944021 | &nbsp;&nbsp; 3987977 |
|  | Singapore Post Ltd. | 2972400 | &nbsp;&nbsp; 1116761 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Stamford Land Corp. <br> Ltd.<br>| 6012967 | &nbsp;&nbsp; 2015187 |
| \*†† | Swiber Holdings Ltd. | 10173200 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tiong Woon Corp. <br> Holding Ltd.<br>| 2088950 | &nbsp;&nbsp; 1259704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tuan Sing Holdings <br> Ltd.<br>| 8790456 | &nbsp;&nbsp; 1918735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UOB-Kay Hian <br> Holdings Ltd.<br>| 598690 | &nbsp;&nbsp; 1080722 |
|  | UOL Group Ltd. | 184400 | &nbsp;&nbsp; 974774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valuetronics Holdings <br> Ltd.<br>| 132200 | &nbsp;&nbsp; 78779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wee Hur Holdings <br> Ltd.<br>| 1268400 | &nbsp;&nbsp; 624667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wing Tai Holdings <br> Ltd.<br>| 5194454 | &nbsp;&nbsp; 5438922 |
|  | Yeo Hiap Seng Ltd. | 323363 | &nbsp;&nbsp; 152002 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp; 78469594 |
| SPAIN — (4.1%) | SPAIN — (4.1%) | SPAIN — (4.1%) | SPAIN — (4.1%) |
|  | Acciona SA | 5955 | &nbsp;&nbsp; 1142138 |
| # | Acerinox SA | 2991438 | &nbsp;&nbsp; 34519684 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Adveo Group <br> International SA<br>| 15262 | &nbsp;&nbsp; 0 |
| Ω | Aedas Homes SA | 87322 | &nbsp;&nbsp; 2101298 |
|  | Almirall SA | 83183 | &nbsp;&nbsp; 1001285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atresmedia Corp. de <br> Medios de <br> Comunicacion SA<br>| 263561 | &nbsp;&nbsp; 1489422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco de Sabadell <br> SA<br>| 45845181 | &nbsp;&nbsp; 169209998 |
| # | Bankinter SA | 8510790 | &nbsp;&nbsp; 121484908 |
|  | CIE Automotive SA | 3798 | &nbsp;&nbsp; 114031 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Corp. ACCIONA <br> Energias <br> Renovables SA<br>| 179971 | &nbsp;&nbsp; 4845314 |
| # | Ebro Foods SA | 1347027 | &nbsp;&nbsp; 26297447 |
| \* | Elecnor SA | 23703 | &nbsp;&nbsp; 644536 |
|  | Enagas SA | 415882 | &nbsp;&nbsp; 6228867 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ence Energia y <br> Celulosa SA<br>| 437703 | &nbsp;&nbsp; 1377382 |
|  | Ercros SA | 2572637 | &nbsp;&nbsp; 9137773 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Gestamp Automocion <br> SA<br>| 1183166 | &nbsp;&nbsp; $4447525 |
| #\* | Grifols SA | 1457379 | &nbsp;&nbsp; 21715135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana <br> Occidente SA<br>| 680367 | &nbsp;&nbsp; 37941068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iberpapel Gestion SA <br> (IBG SM)<br>| 65151 | &nbsp;&nbsp; 1477937 |
|  | Mapfre SA | 12150138 | &nbsp;&nbsp; 49482371 |
| \* | Neinor Homes SA | 229357 | &nbsp;&nbsp; 4457952 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Solaria Energia y <br> Medio Ambiente <br> SA<br>| 62859 | &nbsp;&nbsp; 808247 |
| # | Tubacex SA | 1149209 | &nbsp;&nbsp; 4786754 |
| \* | Unicaja Banco SA | 9148720 | &nbsp;&nbsp; 24037322 |
| \* | Vocento SA | 460772 | &nbsp;&nbsp; 327674 |
| TOTAL SPAIN | TOTAL SPAIN |  | &nbsp;&nbsp; 529076068 |
| SWEDEN — (2.9%) | SWEDEN — (2.9%) | SWEDEN — (2.9%) | SWEDEN — (2.9%) |
| Ω | AcadeMedia AB | 1008928 | &nbsp;&nbsp; 9238542 |
|  | AFRY AB | 732467 | &nbsp;&nbsp; 11337540 |
| Ω | Alimak Group AB | 536764 | &nbsp;&nbsp; 9199675 |
|  | Alleima AB | 1195942 | &nbsp;&nbsp; 8451673 |
|  | Alligo AB, Class B | 299027 | &nbsp;&nbsp; 3211016 |
| Ω | Ambea AB | 713417 | &nbsp;&nbsp; 8975152 |
|  | Arise AB | 7554 | &nbsp;&nbsp; 26514 |
| # | Arjo AB, Class B | 2407060 | &nbsp;&nbsp; 8388054 |
| Ω | Attendo AB | 1279622 | &nbsp;&nbsp; 8941216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bergman & Beving <br> AB<br>| 357549 | &nbsp;&nbsp; 11496132 |
|  | Betsson AB, Class B | 1100884 | &nbsp;&nbsp; 18640572 |
| #\* | Better Collective AS | 5559 | &nbsp;&nbsp; 78330 |
|  | Billerud Aktiebolag | 405110 | &nbsp;&nbsp; 3439676 |
| Ω | Bravida Holding AB | 13230 | &nbsp;&nbsp; 124150 |
|  | Bulten AB | 125941 | &nbsp;&nbsp; 757566 |
|  | Bure Equity AB | 396464 | &nbsp;&nbsp; 11704135 |
|  | Byggmax Group AB | 880413 | &nbsp;&nbsp; 5229237 |
| \* | Cint Group AB | 818988 | &nbsp;&nbsp; 596929 |
|  | Cloetta AB, Class B | 2476876 | &nbsp;&nbsp; 7965732 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Coor Service <br> Management <br> Holding AB<br>| 27662 | &nbsp;&nbsp; 130017 |
| Ω | Dometic Group AB | 1002302 | &nbsp;&nbsp; 5063056 |
|  | Eastnine AB | 12289 | &nbsp;&nbsp; 59277 |
|  | Elanders AB, Class B | 141174 | &nbsp;&nbsp; 828652 |
|  | Elekta AB, Class B | 485166 | &nbsp;&nbsp; 2392410 |
| \* | Enea AB | 3988 | &nbsp;&nbsp; 30070 |
|  | Fagerhult Group AB | 202378 | &nbsp;&nbsp; 781569 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fasadgruppen Group <br> AB<br>| 14279 | &nbsp;&nbsp; 42568 |
|  | G5 Entertainment AB | 6470 | &nbsp;&nbsp; 69691 |
|  | Granges AB | 2206299 | &nbsp;&nbsp; 29584554 |
|  | Hanza AB | 2529 | &nbsp;&nbsp; 28790 |
| #\* | Hexatronic Group AB | 767823 | &nbsp;&nbsp; 1630829 |
| #Ω | Hoist Finance AB | 942228 | &nbsp;&nbsp; 9283571 |
|  | Humana AB | 222040 | &nbsp;&nbsp; 839264 |
| \* | Humble Group AB | 51449 | &nbsp;&nbsp; 39824 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Petroleum Corp. <br> (IPCO CN)<br>| 37012 | &nbsp;&nbsp; $617048 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Petroleum Corp. <br> (IPCO SS)<br>| 1498526 | &nbsp;&nbsp; 25096964 |
|  | Inwido AB | 1052133 | &nbsp;&nbsp; 19562359 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ITAB Shop Concept <br> AB<br>| 177414 | &nbsp;&nbsp; 314261 |
|  | JM AB | 947488 | &nbsp;&nbsp; 13577493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kabe Group AB, <br> Class B<br>| 1549 | &nbsp;&nbsp; 40602 |
| \* | K-fast Holding AB | 23086 | &nbsp;&nbsp; 38899 |
|  | KNOW IT AB | 115070 | &nbsp;&nbsp; 1374403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lindab International <br> AB<br>| 820616 | &nbsp;&nbsp; 17248180 |
|  | Loomis AB | 541445 | &nbsp;&nbsp; 21408355 |
|  | MEKO AB | 651473 | &nbsp;&nbsp; 5697390 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Modern Times Group <br> MTG AB, Class B<br>| 523280 | &nbsp;&nbsp; 5379625 |
|  | Momentum Group AB | 92180 | &nbsp;&nbsp; 1460809 |
|  | NCC AB, Class B | 609877 | &nbsp;&nbsp; 11548196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Wave Group AB, <br> Class B<br>| 1145913 | &nbsp;&nbsp; 13723409 |
| \* | Nobia AB | 454937 | &nbsp;&nbsp; 209752 |
| \* | Norion Bank AB | 572300 | &nbsp;&nbsp; 3656746 |
|  | Peab AB, Class B | 2112913 | &nbsp;&nbsp; 15890301 |
|  | Ratos AB, Class B | 2820309 | &nbsp;&nbsp; 9984135 |
|  | Rejlers AB | 10104 | &nbsp;&nbsp; 205343 |
| \* | Rottneros AB | 2573885 | &nbsp;&nbsp; 789643 |
|  | Scandi Standard AB | 89097 | &nbsp;&nbsp; 860931 |
| #\* | Sdiptech AB, Class B | 76535 | &nbsp;&nbsp; 1538488 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sensys Gatso Group <br> AB<br>| 15937 | &nbsp;&nbsp; 67902 |
| \*Ω | Sinch AB | 5259522 | &nbsp;&nbsp; 18055698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Storskogen Group AB, <br> Class B<br>| 6613167 | &nbsp;&nbsp; 7675427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VBG Group AB, <br> Class B<br>| 71398 | &nbsp;&nbsp; 2051394 |
|  | Vitrolife AB | 86158 | &nbsp;&nbsp; 1266086 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | &nbsp;&nbsp; 377945822 |
| SWITZERLAND — (5.8%) | SWITZERLAND — (5.8%) | SWITZERLAND — (5.8%) | SWITZERLAND — (5.8%) |
|  | Adecco Group AG | 1128870 | &nbsp;&nbsp; 35546017 |
|  | Allreal Holding AG | 209199 | &nbsp;&nbsp; 47317555 |
| \* | ams-OSRAM AG | 428512 | &nbsp;&nbsp; 5648131 |
|  | Arbonia AG | 498930 | &nbsp;&nbsp; 3379158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Autoneum Holding <br> AG<br>| 55686 | &nbsp;&nbsp; 9879261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banque Cantonale de <br> Geneve<br>| 35446 | &nbsp;&nbsp; 10496083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banque Cantonale du <br> Jura SA<br>| 3334 | &nbsp;&nbsp; 252477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banque Cantonale <br> Vaudoise<br>| 15243 | &nbsp;&nbsp; 1763985 |
| # | Barry Callebaut AG | 1524 | &nbsp;&nbsp; 1855925 |
|  | Bell Food Group AG | 32156 | &nbsp;&nbsp; 10180694 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | Bellevue Group AG | 6424 | &nbsp;&nbsp; $61867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Berner Kantonalbank <br> AG<br>| 53139 | &nbsp;&nbsp; 16610336 |
|  | Bucher Industries AG | 13139 | &nbsp;&nbsp; 6204875 |
|  | Bystronic AG | 5283 | &nbsp;&nbsp; 2615087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carlo Gavazzi Holding <br> AG<br>| 8432 | &nbsp;&nbsp; 1921265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cembra Money Bank <br> AG<br>| 184921 | &nbsp;&nbsp; 20753722 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cicor Technologies <br> Ltd.<br>| 21958 | &nbsp;&nbsp; 5442789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie Financiere <br> Tradition SA<br>| 16344 | &nbsp;&nbsp; 4731541 |
| # | Clariant AG | 1982387 | &nbsp;&nbsp; 20345146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COSMO <br> Pharmaceuticals <br> NV<br>| 9782 | &nbsp;&nbsp; 701720 |
|  | EFG International AG | 1971950 | &nbsp;&nbsp; 39085379 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Feintool International <br> Holding AG<br>| 33820 | &nbsp;&nbsp; 510523 |
|  | Flughafen Zurich AG | 20622 | &nbsp;&nbsp; 5812034 |
|  | Forbo Holding AG | 1707 | &nbsp;&nbsp; 1619115 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Gurit Holding AG, <br> Class BR<br>| 1556 | &nbsp;&nbsp; 28832 |
|  | Helvetia Holding AG | 307135 | &nbsp;&nbsp; 73860272 |
|  | Huber & Suhner AG | 14817 | &nbsp;&nbsp; 1978453 |
|  | Implenia AG | 306846 | &nbsp;&nbsp; 20653611 |
|  | Investis Holding SA | 19175 | &nbsp;&nbsp; 2963674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jungfraubahn Holding <br> AG<br>| 31636 | &nbsp;&nbsp; 7893077 |
| #\* | Komax Holding AG | 5228 | &nbsp;&nbsp; 715598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Landis & Gyr Group <br> AG<br>| 299211 | &nbsp;&nbsp; 24431871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liechtensteinische <br> Landesbank AG<br>| 203389 | &nbsp;&nbsp; 21741740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luzerner <br> Kantonalbank AG<br>| 179161 | &nbsp;&nbsp; 16162264 |
|  | Medmix AG | 43986 | &nbsp;&nbsp; 642895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meier Tobler Group <br> AG<br>| 583 | &nbsp;&nbsp; 26097 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Metall Zug AG, <br> Class B<br>| 1443 | &nbsp;&nbsp; 1772349 |
|  | Mikron Holding AG | 3236 | &nbsp;&nbsp; 72890 |
|  | Mobimo Holding AG | 110728 | &nbsp;&nbsp; 43366980 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Montana Aerospace <br> AG<br>| 74598 | &nbsp;&nbsp; 2598237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Naturenergie Holding <br> AG<br>| 33225 | &nbsp;&nbsp; 1351750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OC Oerlikon Corp. AG <br> Pfaffikon<br>| 1592895 | &nbsp;&nbsp; 7782190 |
|  | Orell Fuessli AG | 244 | &nbsp;&nbsp; 31502 |
|  | Phoenix Mecano AG | 7855 | &nbsp;&nbsp; 4440126 |
| # | Rieter Holding AG | 20098 | &nbsp;&nbsp; 1532541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schweiter <br> Technologies AG<br>| 6263 | &nbsp;&nbsp; 2890858 |
|  | Siegfried Holding AG | 571713 | &nbsp;&nbsp; 63921049 |
|  | SIG Group AG | 30128 | &nbsp;&nbsp; 487434 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Softwareone Holding <br> AG<br>| 35876 | &nbsp;&nbsp; $292799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; St. Galler <br> Kantonalbank AG<br>| 51311 | &nbsp;&nbsp; 31308005 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Swatch Group AG <br> (UHR SW)<br>| 102037 | &nbsp;&nbsp; 18045979 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Swatch Group AG <br> (UHRN SW)<br>| 51339 | &nbsp;&nbsp; 1869937 |
|  | Swiss Prime Site AG | 478685 | &nbsp;&nbsp; 66206302 |
|  | Tecan Group AG | 7220 | &nbsp;&nbsp; 1429500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thurgauer <br> Kantonalbank<br>| 11153 | &nbsp;&nbsp; 2124782 |
|  | TX Group AG | 13258 | &nbsp;&nbsp; 3604530 |
|  | Valiant Holding AG | 61949 | &nbsp;&nbsp; 9750631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vaudoise Assurances <br> Holding SA<br>| 22526 | &nbsp;&nbsp; 17385484 |
|  | Vetropack Holding AG | 130586 | &nbsp;&nbsp; 4816730 |
|  | Vontobel Holding AG | 339957 | &nbsp;&nbsp; 24787607 |
|  | VP Bank AG, Class A | 52194 | &nbsp;&nbsp; 4983805 |
|  | V-ZUG Holding AG | 19164 | &nbsp;&nbsp; 1228416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Walliser <br> Kantonalbank<br>| 19364 | &nbsp;&nbsp; 3004041 |
|  | Zehnder Group AG | 117782 | &nbsp;&nbsp; 10377334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zug Estates Holding <br> AG, Class B<br>| 828 | &nbsp;&nbsp; 2182078 |
|  | Zuger Kantonalbank | 426 | &nbsp;&nbsp; 4484984 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | &nbsp;&nbsp; 761963919 |
| UNITED KINGDOM — (11.2%) | UNITED KINGDOM — (11.2%) | UNITED KINGDOM — (11.2%) | UNITED KINGDOM — (11.2%) |
| \* | Aberdeen Group PLC | 5391362 | &nbsp;&nbsp; 14226375 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Accesso Technology <br> Group PLC<br>| 1925 | &nbsp;&nbsp; 11378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anglo-Eastern <br> Plantations PLC<br>| 358882 | &nbsp;&nbsp; 4212020 |
|  | Ashmore Group PLC | 1454317 | &nbsp;&nbsp; 3351851 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Aston Martin Lagonda <br> Global Holdings <br> PLC<br>| 8065 | &nbsp;&nbsp; 7418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atalaya Mining <br> Copper SA<br>| 299066 | &nbsp;&nbsp; 1802525 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Auction Technology <br> Group PLC<br>| 461465 | &nbsp;&nbsp; 2996178 |
|  | Aviva PLC | 1647403 | &nbsp;&nbsp; 14075416 |
| Ω | Bakkavor Group PLC | 2597844 | &nbsp;&nbsp; 8042443 |
|  | Balfour Beatty PLC | 8413998 | &nbsp;&nbsp; 60130590 |
|  | Barratt Redrow PLC | 26738 | &nbsp;&nbsp; 131670 |
|  | Beazley PLC | 61632 | &nbsp;&nbsp; 726193 |
|  | Bellway PLC | 2237413 | &nbsp;&nbsp; 73226009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Berkeley Group <br> Holdings PLC<br>| 456788 | &nbsp;&nbsp; 21967752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bloomsbury <br> Publishing PLC<br>| 449494 | &nbsp;&nbsp; 2835448 |
|  | Bodycote PLC | 2576437 | &nbsp;&nbsp; 21625268 |
|  | Breedon Group PLC | 2013203 | &nbsp;&nbsp; 9597070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brickability Group <br> PLC<br>| 57146 | &nbsp;&nbsp; 47012 |
|  | Burford Capital Ltd. | 668194 | &nbsp;&nbsp; 8476843 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | C&C Group PLC | 1867651 | &nbsp;&nbsp; $4363728 |
| \* | Camellia PLC | 434 | &nbsp;&nbsp; 32515 |
| \* | Capita PLC | 125253 | &nbsp;&nbsp; 499904 |
|  | Capital Ltd. | 127318 | &nbsp;&nbsp; 158336 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Capricorn Energy <br> PLC<br>| 1038756 | &nbsp;&nbsp; 3109192 |
|  | Card Factory PLC | 3953128 | &nbsp;&nbsp; 5321060 |
| # | Carr's Group PLC | 254928 | &nbsp;&nbsp; 486328 |
|  | Castings PLC | 482004 | &nbsp;&nbsp; 1821159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Asia Metals <br> PLC<br>| 1257715 | &nbsp;&nbsp; 2431161 |
|  | Chemring Group PLC | 628689 | &nbsp;&nbsp; 4553025 |
|  | Chesnara PLC | 1757891 | &nbsp;&nbsp; 6118216 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Close Brothers Group <br> PLC<br>| 258786 | &nbsp;&nbsp; 1375333 |
|  | Conduit Holdings Ltd. | 368403 | &nbsp;&nbsp; 1481743 |
|  | Costain Group PLC | 616753 | &nbsp;&nbsp; 1334742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crest Nicholson <br> Holdings PLC<br>| 1566706 | &nbsp;&nbsp; 3770932 |
| \* | Currys PLC | 6547427 | &nbsp;&nbsp; 9743090 |
|  | DCC PLC | 7591 | &nbsp;&nbsp; 475432 |
| \* | DFS Furniture PLC | 610134 | &nbsp;&nbsp; 1286414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diversified Energy Co. <br> PLC (DEC LN)<br>| 1537 | &nbsp;&nbsp; 23048 |
|  | Drax Group PLC | 4360712 | &nbsp;&nbsp; 40727052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ecora Resources <br> PLC<br>| 1435289 | &nbsp;&nbsp; 1291093 |
|  | Elementis PLC | 6066576 | &nbsp;&nbsp; 13881860 |
|  | EnQuest PLC | 15729796 | &nbsp;&nbsp; 2879318 |
|  | Epwin Group PLC | 229279 | &nbsp;&nbsp; 287768 |
|  | Essentra PLC | 1001509 | &nbsp;&nbsp; 1382139 |
|  | Firstgroup PLC | 11082003 | &nbsp;&nbsp; 32972121 |
|  | Foxtons Group PLC | 2818546 | &nbsp;&nbsp; 2176868 |
| \* | Frasers Group PLC | 2381049 | &nbsp;&nbsp; 21558024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuller Smith & Turner <br> PLC, Class A<br>| 15269 | &nbsp;&nbsp; 118889 |
|  | Future PLC | 753738 | &nbsp;&nbsp; 7049408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galliford Try Holdings <br> PLC<br>| 552315 | &nbsp;&nbsp; 3186021 |
|  | GB Group PLC | 171846 | &nbsp;&nbsp; 529440 |
|  | Genuit Group PLC | 385396 | &nbsp;&nbsp; 1979590 |
| \* | Georgia Capital PLC | 215419 | &nbsp;&nbsp; 6041008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grafton Group PLC, <br> CDI<br>| 5219892 | &nbsp;&nbsp; 61194574 |
|  | Grainger PLC | 6379613 | &nbsp;&nbsp; 17247753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group <br> PLC<br>| 3777249 | &nbsp;&nbsp; 12824592 |
| \* | Griffin Mining Ltd. | 11516 | &nbsp;&nbsp; 27997 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Keystone <br> Petroleum Ltd.<br>| 1937066 | &nbsp;&nbsp; 4197499 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Marine Services <br> PLC<br>| 644968 | &nbsp;&nbsp; 174833 |
|  | H&T Group PLC | 84898 | &nbsp;&nbsp; 724462 |
|  | Halfords Group PLC | 2225639 | &nbsp;&nbsp; 4219879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hargreaves Services <br> PLC<br>| 18548 | &nbsp;&nbsp; 182184 |
|  | Harworth Group PLC | 477700 | &nbsp;&nbsp; 1189694 |
| \* | Headlam Group PLC | 267691 | &nbsp;&nbsp; 290106 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Helical PLC | 415921 | &nbsp;&nbsp; $1242227 |
|  | Henry Boot PLC | 1248715 | &nbsp;&nbsp; 3784624 |
|  | Hiscox Ltd. | 866202 | &nbsp;&nbsp; 14747326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hochschild Mining <br> PLC<br>| 1809691 | &nbsp;&nbsp; 6650743 |
|  | Hunting PLC | 716848 | &nbsp;&nbsp; 2975322 |
| Ω | Ibstock PLC | 2646095 | &nbsp;&nbsp; 5238147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IG Group Holdings <br> PLC<br>| 1074142 | &nbsp;&nbsp; 15994844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Personal <br> Finance PLC<br>| 1886968 | &nbsp;&nbsp; 5255624 |
|  | Investec PLC | 539074 | &nbsp;&nbsp; 3987454 |
| # | iomart Group PLC | 43211 | &nbsp;&nbsp; 13122 |
|  | Ithaca Energy PLC | 72399 | &nbsp;&nbsp; 166274 |
|  | ITV PLC | 4726683 | &nbsp;&nbsp; 5126989 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; James Fisher & Sons <br> PLC<br>| 43951 | &nbsp;&nbsp; 214546 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; John Wood Group <br> PLC<br>| 2015895 | &nbsp;&nbsp; 490927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Matthey <br> PLC<br>| 1316612 | &nbsp;&nbsp; 30678115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jupiter Fund <br> Management PLC<br>| 3291824 | &nbsp;&nbsp; 5596144 |
|  | Just Group PLC | 1906779 | &nbsp;&nbsp; 5302937 |
|  | Keller Group PLC | 1423361 | &nbsp;&nbsp; 24861099 |
|  | Kier Group PLC | 3665412 | &nbsp;&nbsp; 9581766 |
|  | Kingfisher PLC | 3839543 | &nbsp;&nbsp; 13652660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lancashire Holdings <br> Ltd.<br>| 1294017 | &nbsp;&nbsp; 10685489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lion Finance Group <br> PLC<br>| 848550 | &nbsp;&nbsp; 85070714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LSL Property Services <br> PLC<br>| 6233 | &nbsp;&nbsp; 24417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Macfarlane Group <br> PLC<br>| 160216 | &nbsp;&nbsp; 209830 |
|  | Man Group PLC | 713000 | &nbsp;&nbsp; 1548452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marks & Spencer <br> Group PLC<br>| 15740689 | &nbsp;&nbsp; 72290512 |
|  | Marshalls PLC | 948505 | &nbsp;&nbsp; 2588074 |
| \* | Marston's PLC | 5729993 | &nbsp;&nbsp; 3239143 |
|  | Mears Group PLC | 1679351 | &nbsp;&nbsp; 8639364 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mitchells & Butlers <br> PLC<br>| 5114671 | &nbsp;&nbsp; 18639937 |
|  | MJ Gleeson PLC | 587767 | &nbsp;&nbsp; 2802958 |
| \* | Mobico Group PLC | 666521 | &nbsp;&nbsp; 318902 |
|  | Mondi PLC | 785757 | &nbsp;&nbsp; 10622047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Morgan Advanced <br> Materials PLC<br>| 152444 | &nbsp;&nbsp; 466398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Morgan Sindall Group <br> PLC<br>| 61103 | &nbsp;&nbsp; 3707068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MP Evans Group <br> PLC<br>| 102253 | &nbsp;&nbsp; 1793864 |
|  | Norcros PLC | 247924 | &nbsp;&nbsp; 957384 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; On the Beach Group <br> PLC<br>| 399757 | &nbsp;&nbsp; 1423013 |
|  | OSB Group PLC | 6692006 | &nbsp;&nbsp; 48950292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan African <br> Resources PLC<br>| 3447514 | &nbsp;&nbsp; 2420248 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paragon Banking <br> Group PLC<br>| 6508032 | &nbsp;&nbsp; $77611395 |
|  | Persimmon PLC | 2812773 | &nbsp;&nbsp; 42413065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pets at Home Group <br> PLC<br>| 7487295 | &nbsp;&nbsp; 22553459 |
|  | Pharos Energy PLC | 997016 | &nbsp;&nbsp; 286424 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pinewood <br> Technologies Group <br> PLC<br>| 207993 | &nbsp;&nbsp; 1325123 |
|  | Playtech PLC | 2430793 | &nbsp;&nbsp; 12759157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pollen Street Group <br> Ltd.<br>| 34488 | &nbsp;&nbsp; 384427 |
|  | Premier Foods PLC | 16958900 | &nbsp;&nbsp; 43100856 |
|  | PZ Cussons PLC | 90249 | &nbsp;&nbsp; 83576 |
| Ω | Quilter PLC | 12883079 | &nbsp;&nbsp; 28786848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rathbones Group <br> PLC<br>| 60579 | &nbsp;&nbsp; 1527203 |
|  | Reach PLC | 4685774 | &nbsp;&nbsp; 4300864 |
|  | RHI Magnesita NV | 19239 | &nbsp;&nbsp; 605732 |
|  | Ricardo PLC | 134609 | &nbsp;&nbsp; 762025 |
|  | RWS Holdings PLC | 514570 | &nbsp;&nbsp; 608328 |
|  | S&U PLC | 7969 | &nbsp;&nbsp; 190786 |
| # | S4 Capital PLC | 111943 | &nbsp;&nbsp; 35337 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Sabre Insurance <br> Group PLC<br>| 284401 | &nbsp;&nbsp; 572867 |
| \* | Saga PLC | 416335 | &nbsp;&nbsp; 982662 |
|  | Schroders PLC | 487362 | &nbsp;&nbsp; 2505113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Secure Trust Bank <br> PLC<br>| 48737 | &nbsp;&nbsp; 643152 |
|  | Senior PLC | 3121552 | &nbsp;&nbsp; 8318367 |
|  | Serco Group PLC | 191728 | &nbsp;&nbsp; 528299 |
|  | Serica Energy PLC | 818821 | &nbsp;&nbsp; 1819974 |
|  | Severfield PLC | 1920552 | &nbsp;&nbsp; 809018 |
| \* | SIG PLC | 4946831 | &nbsp;&nbsp; 924868 |
| \* | Sigmaroc PLC | 18641 | &nbsp;&nbsp; 28318 |
|  | Speedy Hire PLC | 7317149 | &nbsp;&nbsp; 3057558 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Spire Healthcare <br> Group PLC<br>| 4563416 | &nbsp;&nbsp; 13066029 |
|  | SThree PLC | 153328 | &nbsp;&nbsp; 427643 |
|  | Taylor Wimpey PLC | 23149486 | &nbsp;&nbsp; 31147278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TBC Bank Group <br> PLC<br>| 400294 | &nbsp;&nbsp; 25586338 |
|  | TP ICAP Group PLC | 7959203 | &nbsp;&nbsp; 32129626 |
|  | Travis Perkins PLC | 1672469 | &nbsp;&nbsp; 11982421 |
|  | Trifast PLC | 262834 | &nbsp;&nbsp; 288286 |
|  | TT Electronics PLC | 1127147 | &nbsp;&nbsp; 1445545 |
|  | Vertu Motors PLC | 3938068 | &nbsp;&nbsp; 3151576 |
|  | Vesuvius PLC | 6118594 | &nbsp;&nbsp; 28709288 |
|  | Victrex PLC | 39293 | &nbsp;&nbsp; 355721 |
| \* | Vistry Group PLC | 6404404 | &nbsp;&nbsp; 49083532 |
|  | Vp PLC | 275589 | &nbsp;&nbsp; 2178898 |
|  | Whitbread PLC | 299223 | &nbsp;&nbsp; 12020021 |
|  | WPP PLC (WPP LN) | 343983 | &nbsp;&nbsp; 1862457 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Young & Co.'s <br> Brewery PLC <br> (YNGA LN), <br> Class A<br>| 79574 | &nbsp;&nbsp; 948410 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Zigup PLC | 4511764 | &nbsp;&nbsp; $19969261 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM |  | &nbsp;&nbsp; 1458045116 |
| UNITED STATES — (0.0%) | UNITED STATES — (0.0%) | UNITED STATES — (0.0%) | UNITED STATES — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ADTRAN Holdings, <br> Inc.<br>| 284153 | &nbsp;&nbsp; 2647429 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gran Tierra Energy, <br> Inc. (GTE CN)<br>| 165403 | &nbsp;&nbsp; 741303 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp; 3388732 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS |  | &nbsp;&nbsp; 12537663530 |
| PREFERRED STOCKS — (0.1%) | PREFERRED STOCKS — (0.1%) | PREFERRED STOCKS — (0.1%) | PREFERRED STOCKS — (0.1%) |
| GERMANY — (0.1%) | GERMANY — (0.1%) | GERMANY — (0.1%) | GERMANY — (0.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Draegerwerk AG & <br> Co. KGaA, 2.896%<br>| 26622 | &nbsp;&nbsp; 2124113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jungheinrich AG, <br> 2.380%<br>| 235400 | &nbsp;&nbsp; 9024788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Porsche Automobil <br> Holding SE, <br> 5.422%<br>| 3879 | &nbsp;&nbsp; 155680 |
|  | Sixt SE, 4.466% | 33081 | &nbsp;&nbsp; 2307022 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; STO SE & Co. KGaA, <br> 2.674%<br>| 25064 | &nbsp;&nbsp; 3568520 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 17180123 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CSI Properties Ltd. <br> Warrants <br> 04/07/2027<br>| 4527273 | &nbsp;&nbsp; $11823 |
| ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Webuild SpA Warrants <br> 08/02/2030<br>| 347241 | &nbsp;&nbsp; 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS |  | &nbsp;&nbsp; 11823 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $8,185,543,781) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $8,185,543,781) |  | &nbsp;&nbsp; 12554855476 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (3.8%) | SECURITIES LENDING COLLATERAL — (3.8%) | SECURITIES LENDING COLLATERAL — (3.8%) | SECURITIES LENDING COLLATERAL — (3.8%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund<br>| 42906602 | &nbsp;&nbsp; 496300666 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $8,681,831,591)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $8,681,831,591)^^ |  | &nbsp;&nbsp; $13051156142 |

---

As of July 31, 2025, DFA International Small Cap Value Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp; 437 | 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; $138437266 | &nbsp;&nbsp;&nbsp;&nbsp; $139277362 | &nbsp;&nbsp;&nbsp;&nbsp; $840096 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$138437266** | &nbsp;&nbsp; **$139277362** | &nbsp;&nbsp; **$840096** |

---

As of July 31, 2025, the value of Rule 144A securities amounted to $356,820,065 or 2.8% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $857486254 | &nbsp;&nbsp;&nbsp; $6736 | &nbsp;&nbsp;&nbsp; $857492990 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austria | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 106242065 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 106242065 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 190067714 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 190067714 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp; $1249691492 | &nbsp;&nbsp;&nbsp; 296593 | &nbsp;&nbsp;&nbsp; 7793 | &nbsp;&nbsp;&nbsp; 1249995878 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| &nbsp;&nbsp;&nbsp;&nbsp; China | &nbsp;&nbsp;&nbsp; $25332417 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $25332417 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $428888747 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 428888747 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 316362417 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 316362417 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 509083647 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 509083647 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 547937513 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 547937513 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 220816432 | &nbsp;&nbsp;&nbsp; $164481 | &nbsp;&nbsp;&nbsp; 220980913 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ireland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15235509 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15235509 |
| &nbsp;&nbsp;&nbsp;&nbsp; Israel | &nbsp;&nbsp;&nbsp; 316630 | &nbsp;&nbsp;&nbsp; 140810720 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 141127350 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 939697133 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 939697133 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3251988928 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3251988928 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp;&nbsp; 7184689 | &nbsp;&nbsp;&nbsp; 305649258 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 312833947 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11107211 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11107211 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 91843923 | &nbsp;&nbsp;&nbsp; 1654874 | &nbsp;&nbsp;&nbsp; 93498797 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portugal | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 110901103 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 110901103 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 78469594 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 78469594 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 529076068 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 529076068 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden | &nbsp;&nbsp;&nbsp; 617048 | &nbsp;&nbsp;&nbsp; 377328774 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 377945822 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 761963919 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 761963919 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1458045116 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1458045116 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; 741303 | &nbsp;&nbsp;&nbsp; 2647429 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3388732 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 17180123 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 17180123 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11823 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11823 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 496300666 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 496300666 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $1283883579 | &nbsp;&nbsp;&nbsp; $11765438679 | &nbsp;&nbsp;&nbsp; $1,833,884˂˃ | &nbsp;&nbsp;&nbsp; $13051156142 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | &nbsp;&nbsp;&nbsp; 840096 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 840096 |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; $840096 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $840096 |
| &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

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

---

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

---

------

**International Vector Equity Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (95.1%) | COMMON STOCKS — (95.1%) | COMMON STOCKS — (95.1%) | COMMON STOCKS — (95.1%) |
| AUSTRALIA — (5.8%) | AUSTRALIA — (5.8%) | AUSTRALIA — (5.8%) | AUSTRALIA — (5.8%) |
| # | Accent Group Ltd. | 377506 | &nbsp;&nbsp; $359602 |
|  | Acrow Ltd. | 298316 | &nbsp;&nbsp; 204744 |
| # | Adairs Ltd. | 123109 | &nbsp;&nbsp; 161720 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ainsworth Game <br> Technology Ltd.<br>| 31523 | &nbsp;&nbsp; 20213 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Alkane Resources <br> Ltd.<br>| 374997 | &nbsp;&nbsp; 171125 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Alliance Aviation <br> Services Ltd.<br>| 44215 | &nbsp;&nbsp; 73216 |
|  | ALS Ltd. | 22122 | &nbsp;&nbsp; 257179 |
| \* | AMA Group Ltd. | 1631466 | &nbsp;&nbsp; 96339 |
|  | Amotiv Ltd. | 138052 | &nbsp;&nbsp; 776995 |
|  | AMP Ltd. | 1395553 | &nbsp;&nbsp; 1427810 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amplitude Energy <br> Ltd.<br>| 1697314 | &nbsp;&nbsp; 277761 |
| # | Ampol Ltd. | 77639 | &nbsp;&nbsp; 1357428 |
|  | Ansell Ltd. | 60760 | &nbsp;&nbsp; 1163230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ANZ Group Holdings <br> Ltd.<br>| 120660 | &nbsp;&nbsp; 2367771 |
| #\* | Appen Ltd. | 193159 | &nbsp;&nbsp; 109322 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Arafura Rare Earths <br> Ltd. (ARU AU)<br>| 281678 | &nbsp;&nbsp; 31389 |
|  | ARB Corp. Ltd. | 31410 | &nbsp;&nbsp; 673580 |
|  | Aristocrat Leisure Ltd. | 69331 | &nbsp;&nbsp; 3104426 |
|  | ARN Media Ltd. | 200589 | &nbsp;&nbsp; 60581 |
|  | ASX Ltd. | 1336 | &nbsp;&nbsp; 59885 |
|  | AUB Group Ltd. | 17803 | &nbsp;&nbsp; 386704 |
| \* | Aurelia Metals Ltd. | 1541009 | &nbsp;&nbsp; 172653 |
|  | Aurizon Holdings Ltd. | 886621 | &nbsp;&nbsp; 1840472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aussie Broadband <br> Ltd.<br>| 105298 | &nbsp;&nbsp; 303601 |
| \* | Austal Ltd. | 314822 | &nbsp;&nbsp; 1321169 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Austin Engineering <br> Ltd.<br>| 207907 | &nbsp;&nbsp; 47358 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Australian Agricultural <br> Co. Ltd.<br>| 164160 | &nbsp;&nbsp; 145442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Australian Clinical <br> Labs Ltd.<br>| 145644 | &nbsp;&nbsp; 257802 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Australian Ethical <br> Investment Ltd.<br>| 58005 | &nbsp;&nbsp; 290846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Australian Finance <br> Group Ltd.<br>| 201786 | &nbsp;&nbsp; 287223 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Australian Strategic <br> Materials Ltd.<br>| 85552 | &nbsp;&nbsp; 29849 |
| # | Autosports Group Ltd. | 17198 | &nbsp;&nbsp; 27792 |
| †† | AVZ Minerals Ltd. | 100493 | &nbsp;&nbsp; 10537 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Baby Bunting Group <br> Ltd.<br>| 93158 | &nbsp;&nbsp; 107480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Queensland <br> Ltd.<br>| 275368 | &nbsp;&nbsp; 1341547 |
|  | Bapcor Ltd. | 216195 | &nbsp;&nbsp; 533494 |
|  | Beach Energy Ltd. | 1248635 | &nbsp;&nbsp; 935941 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Beacon Lighting <br> Group Ltd.<br>| 75025 | &nbsp;&nbsp; $174567 |
|  | Bega Cheese Ltd. | 264917 | &nbsp;&nbsp; 882085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bell Financial Group <br> Ltd.<br>| 78973 | &nbsp;&nbsp; 63812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bendigo & Adelaide <br> Bank Ltd.<br>| 146622 | &nbsp;&nbsp; 1148674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BHP Group Ltd. (BHP <br> AU)<br>| 731639 | &nbsp;&nbsp; 18477635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BHP Group Ltd. (BHP <br> US), Sponsored <br> ADR<br>| 13221 | &nbsp;&nbsp; 669908 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bisalloy Steel Group <br> Ltd.<br>| 14762 | &nbsp;&nbsp; 37746 |
|  | BlueScope Steel Ltd. | 226025 | &nbsp;&nbsp; 3426597 |
| #\* | Boss Energy Ltd. | 59669 | &nbsp;&nbsp; 65690 |
|  | Brambles Ltd. | 435330 | &nbsp;&nbsp; 6660306 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bravura Solutions <br> Ltd.<br>| 268444 | &nbsp;&nbsp; 368417 |
| # | Breville Group Ltd. | 20925 | &nbsp;&nbsp; 437616 |
| # | Brickworks Ltd. | 57878 | &nbsp;&nbsp; 1214668 |
|  | Capral Ltd. | 20818 | &nbsp;&nbsp; 149265 |
| \* | Capricorn Metals Ltd. | 187647 | &nbsp;&nbsp; 1074814 |
|  | CAR Group Ltd. | 1367 | &nbsp;&nbsp; 33272 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Carnarvon Energy <br> Ltd.<br>| 618101 | &nbsp;&nbsp; 39467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cedar Woods <br> Properties Ltd.<br>| 45049 | &nbsp;&nbsp; 214504 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Centrebet <br> International Ltd.<br>| 6648 | &nbsp;&nbsp; 0 |
|  | Challenger Ltd. | 441287 | &nbsp;&nbsp; 2319232 |
|  | Champion Iron Ltd. | 100950 | &nbsp;&nbsp; 266736 |
| # | Civmec Australia Ltd. | 180389 | &nbsp;&nbsp; 133339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cleanaway Waste <br> Management Ltd.<br>| 652951 | &nbsp;&nbsp; 1203336 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Coast Entertainment <br> Holdings Ltd.<br>| 300454 | &nbsp;&nbsp; 72410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cobram Estate Olives <br> Ltd.<br>| 44506 | &nbsp;&nbsp; 74139 |
|  | Cochlear Ltd. | 3417 | &nbsp;&nbsp; 697591 |
|  | Codan Ltd. | 41367 | &nbsp;&nbsp; 553085 |
|  | Coles Group Ltd. | 309984 | &nbsp;&nbsp; 4127116 |
|  | Collins Foods Ltd. | 167927 | &nbsp;&nbsp; 997393 |
| \* | Comet Ridge Ltd. | 271316 | &nbsp;&nbsp; 25332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank <br> of Australia<br>| 65683 | &nbsp;&nbsp; 7456959 |
|  | Computershare Ltd. | 98078 | &nbsp;&nbsp; 2640201 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Corporate Travel <br> Management Ltd.<br>| 18446 | &nbsp;&nbsp; 184373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Credit Corp. Group <br> Ltd.<br>| 43121 | &nbsp;&nbsp; 424955 |
|  | CSL Ltd. | 5123 | &nbsp;&nbsp; 886198 |
|  | Data#3 Ltd. | 128978 | &nbsp;&nbsp; 620561 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| #\* | Deep Yellow Ltd. | 18066 | &nbsp;&nbsp; $17213 |
|  | Deterra Royalties Ltd. | 98966 | &nbsp;&nbsp; 262059 |
| \* | Develop Global Ltd. | 12805 | &nbsp;&nbsp; 35069 |
|  | Dicker Data Ltd. | 30384 | &nbsp;&nbsp; 169439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Domain Holdings <br> Australia Ltd.<br>| 76695 | &nbsp;&nbsp; 216897 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Domino's Pizza <br> Enterprises Ltd.<br>| 7108 | &nbsp;&nbsp; 82960 |
|  | Downer EDI Ltd. | 464048 | &nbsp;&nbsp; 2046276 |
|  | Duratec Ltd. | 84835 | &nbsp;&nbsp; 79418 |
|  | Dyno Nobel Ltd. | 449190 | &nbsp;&nbsp; 844685 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Eagers Automotive <br> Ltd.<br>| 66570 | &nbsp;&nbsp; 833707 |
| \*†† | Elanor Investor Group | 45594 | &nbsp;&nbsp; 4512 |
|  | Elders Ltd. | 166628 | &nbsp;&nbsp; 771977 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Electro Optic Systems <br> Holdings Ltd.<br>| 19461 | &nbsp;&nbsp; 40025 |
| \* | Emeco Holdings Ltd. | 364605 | &nbsp;&nbsp; 207756 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Emerald Resources <br> NL<br>| 195959 | &nbsp;&nbsp; 430107 |
| #\* | EML Payments Ltd. | 88850 | &nbsp;&nbsp; 63927 |
|  | Enero Group Ltd. | 57599 | &nbsp;&nbsp; 37062 |
|  | EQT Holdings Ltd. | 12304 | &nbsp;&nbsp; 256571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Euroz Hartleys Group <br> Ltd.<br>| 3066 | &nbsp;&nbsp; 1831 |
|  | Evolution Mining Ltd. | 602050 | &nbsp;&nbsp; 2724709 |
|  | EVT Ltd. | 84757 | &nbsp;&nbsp; 919356 |
| #\* | Fenix Resources Ltd. | 576517 | &nbsp;&nbsp; 110629 |
|  | Fiducian Group Ltd. | 1933 | &nbsp;&nbsp; 13905 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; FleetPartners Group <br> Ltd.<br>| 258856 | &nbsp;&nbsp; 455318 |
|  | Fleetwood Ltd. | 80117 | &nbsp;&nbsp; 135609 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Flight Centre Travel <br> Group Ltd.<br>| 19132 | &nbsp;&nbsp; 145916 |
|  | Fortescue Ltd. | 161413 | &nbsp;&nbsp; 1826268 |
|  | G8 Education Ltd. | 946251 | &nbsp;&nbsp; 545512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Generation <br> Development Group <br> Ltd.<br>| 35355 | &nbsp;&nbsp; 136772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gold Road Resources <br> Ltd.<br>| 986462 | &nbsp;&nbsp; 1976178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GR Engineering <br> Services Ltd.<br>| 56753 | &nbsp;&nbsp; 135090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GrainCorp Ltd., <br> Class A<br>| 218250 | &nbsp;&nbsp; 1059110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grange Resources <br> Ltd.<br>| 367733 | &nbsp;&nbsp; 45920 |
|  | GWA Group Ltd. | 214451 | &nbsp;&nbsp; 347929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hansen Technologies <br> Ltd.<br>| 132575 | &nbsp;&nbsp; 509271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harvey Norman <br> Holdings Ltd.<br>| 251673 | &nbsp;&nbsp; 933163 |
|  | Healius Ltd. | 709320 | &nbsp;&nbsp; 347962 |
|  | Helia Group Ltd. | 399142 | &nbsp;&nbsp; 1292225 |
|  | Helloworld Travel Ltd. | 19262 | &nbsp;&nbsp; 20677 |
|  | Horizon Oil Ltd. | 293270 | &nbsp;&nbsp; 38470 |
|  | HUB24 Ltd. | 14305 | &nbsp;&nbsp; 970954 |
|  | Humm Group Ltd. | 250731 | &nbsp;&nbsp; 92365 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| # | IDP Education Ltd. | 25504 | &nbsp;&nbsp; $57702 |
|  | IGO Ltd. | 81051 | &nbsp;&nbsp; 228010 |
|  | Iluka Resources Ltd. | 109884 | &nbsp;&nbsp; 359983 |
|  | Imdex Ltd. | 336475 | &nbsp;&nbsp; 653367 |
|  | Infomedia Ltd. | 256994 | &nbsp;&nbsp; 213703 |
|  | Inghams Group Ltd. | 281688 | &nbsp;&nbsp; 623932 |
| \* | Insignia Financial Ltd. | 260215 | &nbsp;&nbsp; 749622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Insurance Australia <br> Group Ltd.<br>| 511133 | &nbsp;&nbsp; 2869204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Integral Diagnostics <br> Ltd.<br>| 157520 | &nbsp;&nbsp; 269826 |
| # | IPD Group Ltd. | 15353 | &nbsp;&nbsp; 34782 |
|  | IPH Ltd. | 29579 | &nbsp;&nbsp; 99256 |
|  | IRESS Ltd. | 22272 | &nbsp;&nbsp; 112999 |
|  | IVE Group Ltd. | 130143 | &nbsp;&nbsp; 246634 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; James Hardie <br> Industries PLC <br> (JHX AU), CDI<br>| 26284 | &nbsp;&nbsp; 689887 |
|  | JB Hi-Fi Ltd. | 53059 | &nbsp;&nbsp; 3778968 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Johns Lyng Group <br> Ltd.<br>| 21704 | &nbsp;&nbsp; 54009 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Judo Capital Holdings <br> Ltd.<br>| 150633 | &nbsp;&nbsp; 145276 |
| # | Jupiter Mines Ltd. | 724120 | &nbsp;&nbsp; 97639 |
| # | Karoon Energy Ltd. | 560073 | &nbsp;&nbsp; 669844 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kelly Partners Group <br> Holdings Ltd.<br>| 11361 | &nbsp;&nbsp; 80457 |
|  | Kelsian Group Ltd. | 20164 | &nbsp;&nbsp; 48140 |
| # | Kogan.com Ltd. | 25375 | &nbsp;&nbsp; 62810 |
|  | Lendlease Corp. Ltd. | 53990 | &nbsp;&nbsp; 181461 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lifestyle Communities <br> Ltd.<br>| 31680 | &nbsp;&nbsp; 89611 |
|  | Lindsay Australia Ltd. | 136999 | &nbsp;&nbsp; 64527 |
|  | Lottery Corp. Ltd.  | 547387 | &nbsp;&nbsp; 1898546 |
|  | Lovisa Holdings Ltd. | 28462 | &nbsp;&nbsp; 618246 |
| # | Lycopodium Ltd. | 17864 | &nbsp;&nbsp; 130701 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lynas Rare Earths <br> Ltd.<br>| 18326 | &nbsp;&nbsp; 123140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MA Financial Group <br> Ltd.<br>| 10560 | &nbsp;&nbsp; 55230 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Maas Group Holdings <br> Ltd.<br>| 4010 | &nbsp;&nbsp; 10586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Macmahon Holdings <br> Ltd.<br>| 1350407 | &nbsp;&nbsp; 259699 |
|  | Macquarie Group Ltd. | 10507 | &nbsp;&nbsp; 1455076 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Macquarie Technology <br> Group Ltd.<br>| 5943 | &nbsp;&nbsp; 264701 |
| # | Mader Group Ltd. | 8058 | &nbsp;&nbsp; 38115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magellan Financial <br> Group Ltd.<br>| 177229 | &nbsp;&nbsp; 1205168 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mayne Pharma Group <br> Ltd.<br>| 35426 | &nbsp;&nbsp; 112653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; McMillan Shakespeare <br> Ltd.<br>| 37447 | &nbsp;&nbsp; 428330 |
|  | Medibank Pvt Ltd. | 415793 | &nbsp;&nbsp; 1358979 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Mesoblast Ltd. (MSB <br> AU)<br>| 230073 | &nbsp;&nbsp; 347781 |
| \* | Metals X Ltd. | 449738 | &nbsp;&nbsp; 166575 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | Metcash Ltd. | 848244 | &nbsp;&nbsp; $2117645 |
| #\* | Metro Mining Ltd. | 1754911 | &nbsp;&nbsp; 79702 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mineral Resources <br> Ltd.<br>| 30552 | &nbsp;&nbsp; 551836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Monadelphous Group <br> Ltd.<br>| 109966 | &nbsp;&nbsp; 1371021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Monash IVF Group <br> Ltd.<br>| 103475 | &nbsp;&nbsp; 52907 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mount Gibson Iron <br> Ltd.<br>| 409076 | &nbsp;&nbsp; 102304 |
|  | Myer Holdings Ltd. | 1560261 | &nbsp;&nbsp; 602283 |
|  | MyState Ltd. | 126270 | &nbsp;&nbsp; 348802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Australia <br> Bank Ltd.<br>| 213086 | &nbsp;&nbsp; 5288079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Navigator Global <br> Investments Ltd.<br>| 226462 | &nbsp;&nbsp; 278011 |
|  | Netwealth Group Ltd. | 68493 | &nbsp;&nbsp; 1634546 |
| # | New Hope Corp. Ltd. | 392961 | &nbsp;&nbsp; 1049502 |
| #\* | NEXTDC Ltd. | 21939 | &nbsp;&nbsp; 202016 |
|  | nib holdings Ltd. | 229822 | &nbsp;&nbsp; 1091139 |
| # | Nick Scali Ltd. | 64145 | &nbsp;&nbsp; 787935 |
|  | Nickel Industries Ltd. | 189754 | &nbsp;&nbsp; 89144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nine Entertainment <br> Co. Holdings Ltd.<br>| 709775 | &nbsp;&nbsp; 771044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northern Star <br> Resources Ltd.<br>| 269589 | &nbsp;&nbsp; 2678455 |
|  | NRW Holdings Ltd. | 502936 | &nbsp;&nbsp; 1038484 |
| \* | Nufarm Ltd. | 236165 | &nbsp;&nbsp; 389988 |
|  | Objective Corp. Ltd. | 1566 | &nbsp;&nbsp; 19131 |
| \* | OFX Group Ltd. | 126950 | &nbsp;&nbsp; 67541 |
| \* | Omni Bridgeway Ltd. | 76746 | &nbsp;&nbsp; 70266 |
|  | oOh!media Ltd. | 441679 | &nbsp;&nbsp; 509795 |
|  | Orica Ltd. | 175440 | &nbsp;&nbsp; 2395819 |
|  | Origin Energy Ltd. | 78122 | &nbsp;&nbsp; 584182 |
|  | Orora Ltd. | 256159 | &nbsp;&nbsp; 339978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Current Group <br> Ltd.<br>| 51154 | &nbsp;&nbsp; 362228 |
| #\* | Paladin Energy Ltd. | 13600 | &nbsp;&nbsp; 53001 |
| \* | Pantoro Gold Ltd. | 59178 | &nbsp;&nbsp; 138074 |
|  | Peet Ltd. | 288046 | &nbsp;&nbsp; 312474 |
| \* | Peninsula Energy Ltd. | 18689 | &nbsp;&nbsp; 7446 |
| # | Pepper Money Ltd. | 100354 | &nbsp;&nbsp; 123947 |
|  | Perenti Ltd. | 1146997 | &nbsp;&nbsp; 1286834 |
|  | Perpetual Ltd. | 37914 | &nbsp;&nbsp; 509150 |
|  | Perseus Mining Ltd. | 1502020 | &nbsp;&nbsp; 3135778 |
| \* | PEXA Group Ltd. | 8059 | &nbsp;&nbsp; 81836 |
| \* | Pilbara Minerals Ltd. | 173979 | &nbsp;&nbsp; 176538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pinnacle Investment <br> Management Group <br> Ltd.<br>| 5020 | &nbsp;&nbsp; 71235 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Platinum Asset <br> Management Ltd.<br>| 61800 | &nbsp;&nbsp; 26352 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Premier Investments <br> Ltd.<br>| 65461 | &nbsp;&nbsp; 885183 |
|  | Pro Medicus Ltd. | 19738 | &nbsp;&nbsp; 4053289 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Propel Funeral <br> Partners Ltd.<br>| 27169 | &nbsp;&nbsp; 81131 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; QBE Insurance Group <br> Ltd.<br>| 269671 | &nbsp;&nbsp; $4000358 |
|  | Qube Holdings Ltd. | 154964 | &nbsp;&nbsp; 432133 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ramelius Resources <br> Ltd.<br>| 1288200 | &nbsp;&nbsp; 2072559 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ramsay Health Care <br> Ltd.<br>| 6116 | &nbsp;&nbsp; 151400 |
|  | REA Group Ltd. | 4700 | &nbsp;&nbsp; 715955 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; ReadyTech Holdings <br> Ltd.<br>| 22182 | &nbsp;&nbsp; 32273 |
|  | Reece Ltd. | 20461 | &nbsp;&nbsp; 177163 |
| \* | Regis Resources Ltd. | 1107573 | &nbsp;&nbsp; 2888131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reliance Worldwide <br> Corp. Ltd.<br>| 359173 | &nbsp;&nbsp; 987366 |
| \* | Resolute Mining Ltd. | 2578369 | &nbsp;&nbsp; 1016445 |
|  | Ridley Corp. Ltd. | 269883 | &nbsp;&nbsp; 502860 |
|  | Rio Tinto Ltd. | 46130 | &nbsp;&nbsp; 3280670 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RPMGlobal Holdings <br> Ltd.<br>| 81932 | &nbsp;&nbsp; 176678 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sandfire Resources <br> Ltd.<br>| 393692 | &nbsp;&nbsp; 2648591 |
|  | Santos Ltd. | 1275580 | &nbsp;&nbsp; 6418574 |
|  | SEEK Ltd. | 9124 | &nbsp;&nbsp; 140744 |
| \* | Select Harvests Ltd. | 88431 | &nbsp;&nbsp; 194964 |
| # | Servcorp Ltd. | 44491 | &nbsp;&nbsp; 168723 |
|  | Service Stream Ltd. | 626740 | &nbsp;&nbsp; 796789 |
|  | SGH Ltd. | 49193 | &nbsp;&nbsp; 1608982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shaver Shop Group <br> Ltd.<br>| 136824 | &nbsp;&nbsp; 129860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sigma Healthcare <br> Ltd.<br>| 1004811 | &nbsp;&nbsp; 1856002 |
| #\* | Silver Mines Ltd. | 23162 | &nbsp;&nbsp; 1912 |
|  | Sims Ltd. (SGM AU) | 99760 | &nbsp;&nbsp; 968011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SmartGroup Corp. <br> Ltd.<br>| 81385 | &nbsp;&nbsp; 411829 |
|  | Solvar Ltd. | 186497 | &nbsp;&nbsp; 191330 |
|  | Sonic Healthcare Ltd. | 51564 | &nbsp;&nbsp; 910560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; South32 Ltd. (S32 <br> AU)<br>| 652522 | &nbsp;&nbsp; 1220242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Cross <br> Electrical <br> Engineering Ltd.<br>| 255305 | &nbsp;&nbsp; 289576 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Southern Cross Media <br> Group Ltd.<br>| 120295 | &nbsp;&nbsp; 46064 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; SpeedCast <br> International Ltd.<br>| 198889 | &nbsp;&nbsp; 0 |
| # | SRG Global Ltd. | 584627 | &nbsp;&nbsp; 621976 |
| #\* | St Barbara Ltd. | 362501 | &nbsp;&nbsp; 62413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stanmore Resources <br> Ltd.<br>| 79023 | &nbsp;&nbsp; 107028 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Star Entertainment <br> Group Ltd.<br>| 1112732 | &nbsp;&nbsp; 77923 |
|  | Steadfast Group Ltd. | 136229 | &nbsp;&nbsp; 518471 |
|  | Suncorp Group Ltd. | 229899 | &nbsp;&nbsp; 3081741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Super Retail Group <br> Ltd.<br>| 160643 | &nbsp;&nbsp; 1571336 |
| \* | Superloop Ltd. | 199793 | &nbsp;&nbsp; 428100 |
| #\* | Syrah Resources Ltd. | 346476 | &nbsp;&nbsp; 84612 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | Tabcorp Holdings Ltd. | 901360 | &nbsp;&nbsp; $445279 |
|  | Technology One Ltd. | 95715 | &nbsp;&nbsp; 2503763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telstra Group Ltd. <br> (TLS AU)<br>| 373408 | &nbsp;&nbsp; 1190081 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Temple & Webster <br> Group Ltd.<br>| 1595 | &nbsp;&nbsp; 24859 |
|  | Ten Sixty Four Ltd. | 189882 | &nbsp;&nbsp; 13423 |
|  | TPG Telecom Ltd. | 62307 | &nbsp;&nbsp; 221002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Treasury Wine <br> Estates Ltd.<br>| 42114 | &nbsp;&nbsp; 203648 |
| \* | Tuas Ltd. | 42224 | &nbsp;&nbsp; 144736 |
| #\* | Tyro Payments Ltd. | 142349 | &nbsp;&nbsp; 86757 |
| \* | Vault Minerals Ltd. | 3893060 | &nbsp;&nbsp; 901240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ventia Services Group <br> Pty. Ltd.<br>| 450729 | &nbsp;&nbsp; 1500832 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Viva Energy Group <br> Ltd.<br>| 641352 | &nbsp;&nbsp; 858273 |
| # | Vulcan Steel Ltd. | 16025 | &nbsp;&nbsp; 61840 |
| \* | Vysarn Ltd. | 40546 | &nbsp;&nbsp; 13232 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; WEB Travel Group <br> Ltd.<br>| 51791 | &nbsp;&nbsp; 147874 |
|  | Wesfarmers Ltd. | 116165 | &nbsp;&nbsp; 6354181 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; West African <br> Resources Ltd.<br>| 1368888 | &nbsp;&nbsp; 2049499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westgold Resources <br> Ltd.<br>| 655222 | &nbsp;&nbsp; 1070410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking <br> Corp.<br>| 144961 | &nbsp;&nbsp; 3129726 |
| # | Whitehaven Coal Ltd. | 572267 | &nbsp;&nbsp; 2347037 |
|  | WiseTech Global Ltd. | 1620 | &nbsp;&nbsp; 122699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Woodside Energy <br> Group Ltd. (WDS <br> AU)<br>| 290782 | &nbsp;&nbsp; 4920723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Woolworths Group <br> Ltd.<br>| 115465 | &nbsp;&nbsp; 2331019 |
|  | Worley Ltd. | 120186 | &nbsp;&nbsp; 1022793 |
| \* | Xero Ltd. | 3422 | &nbsp;&nbsp; 394079 |
|  | XRF Scientific Ltd. | 63134 | &nbsp;&nbsp; 78297 |
| # | Yancoal Australia Ltd. | 229976 | &nbsp;&nbsp; 928815 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp; 230628711 |
| AUSTRIA — (0.6%) | AUSTRIA — (0.6%) | AUSTRIA — (0.6%) | AUSTRIA — (0.6%) |
| \* | Addiko Bank AG | 8740 | &nbsp;&nbsp; 218048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agrana Beteiligungs <br> AG<br>| 8215 | &nbsp;&nbsp; 109563 |
|  | ANDRITZ AG | 32599 | &nbsp;&nbsp; 2268594 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AT&S Austria <br> Technologie & <br> Systemtechnik AG<br>| 18600 | &nbsp;&nbsp; 373954 |
| Ω | BAWAG Group AG | 23691 | &nbsp;&nbsp; 2989980 |
| \* | DO & Co. AG | 5776 | &nbsp;&nbsp; 1303068 |
|  | Erste Group Bank AG | 34137 | &nbsp;&nbsp; 3121619 |
| \* | Eurotelesites AG | 23962 | &nbsp;&nbsp; 140503 |
|  | EVN AG | 24912 | &nbsp;&nbsp; 673203 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Immofinanz AG (IIA <br> AV)<br>| 7951 | &nbsp;&nbsp; 0 |
| #\* | Lenzing AG | 13004 | &nbsp;&nbsp; 363755 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mayr Melnhof Karton <br> AG<br>| 1052 | &nbsp;&nbsp; $89648 |
|  | Oberbank AG | 1137 | &nbsp;&nbsp; 94726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oesterreichische Post <br> AG<br>| 9879 | &nbsp;&nbsp; 344586 |
|  | OMV AG | 60881 | &nbsp;&nbsp; 3100570 |
|  | Palfinger AG | 11034 | &nbsp;&nbsp; 458912 |
|  | Porr AG | 23162 | &nbsp;&nbsp; 778700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Raiffeisen Bank <br> International AG<br>| 83542 | &nbsp;&nbsp; 2412226 |
|  | SBO AG | 6434 | &nbsp;&nbsp; 212920 |
|  | Semperit AG Holding | 3072 | &nbsp;&nbsp; 46096 |
|  | Strabag SE (STR AV) | 2516 | &nbsp;&nbsp; 236529 |
|  | Telekom Austria AG | 83736 | &nbsp;&nbsp; 887415 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; UBM Development <br> AG<br>| 653 | &nbsp;&nbsp; 15253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UNIQA Insurance <br> Group AG<br>| 71312 | &nbsp;&nbsp; 1027371 |
|  | Verbund AG | 4040 | &nbsp;&nbsp; 300816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vienna Insurance <br> Group AG Wiener <br> Versicherung <br> Gruppe<br>| 23493 | &nbsp;&nbsp; 1239600 |
|  | voestalpine AG | 45346 | &nbsp;&nbsp; 1248398 |
|  | Wienerberger AG | 20986 | &nbsp;&nbsp; 703501 |
|  | Zumtobel Group AG | 30255 | &nbsp;&nbsp; 156771 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | &nbsp;&nbsp; 24916325 |
| BELGIUM — (1.5%) | BELGIUM — (1.5%) | BELGIUM — (1.5%) | BELGIUM — (1.5%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ackermans & van <br> Haaren NV<br>| 15891 | &nbsp;&nbsp; 3898002 |
|  | Ageas SA | 110156 | &nbsp;&nbsp; 7489743 |
| \* | AGFA-Gevaert NV | 106368 | &nbsp;&nbsp; 136669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anheuser-Busch <br> InBev SA (ABI BB)<br>| 87471 | &nbsp;&nbsp; 5028940 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Anheuser-Busch <br> InBev SA (BUD <br> US), Sponsored <br> ADR<br>| 3763 | &nbsp;&nbsp; 217012 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Argenx SE (ARGX <br> BB)<br>| 66 | &nbsp;&nbsp; 44328 |
| \* | Atenor | 3530 | &nbsp;&nbsp; 12484 |
| # | Azelis Group NV | 1570 | &nbsp;&nbsp; 24392 |
|  | Barco NV | 15092 | &nbsp;&nbsp; 235222 |
|  | Bekaert SA | 38457 | &nbsp;&nbsp; 1583941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie <br> d'Entreprises CFE<br>| 8983 | &nbsp;&nbsp; 100468 |
| # | CMB Tech NV | 32867 | &nbsp;&nbsp; 289558 |
|  | Colruyt Group NV | 31360 | &nbsp;&nbsp; 1339600 |
|  | Deceuninck NV | 95050 | &nbsp;&nbsp; 235657 |
|  | Deme Group NV | 6977 | &nbsp;&nbsp; 1044241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Econocom Group SA <br> NV<br>| 109184 | &nbsp;&nbsp; 229568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EVS Broadcast <br> Equipment SA<br>| 9610 | &nbsp;&nbsp; 415182 |
|  | Fagron | 45161 | &nbsp;&nbsp; 1116690 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Galapagos NV (GLPG <br> BB)<br>| 31943 | &nbsp;&nbsp; $1045304 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Galapagos NV (GLPG <br> NA)<br>| 11491 | &nbsp;&nbsp; 376032 |
|  | Gimv NV | 21053 | &nbsp;&nbsp; 1008817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ion Beam <br> Applications<br>| 1638 | &nbsp;&nbsp; 22552 |
|  | KBC Group NV | 137693 | &nbsp;&nbsp; 14361914 |
|  | Kinepolis Group NV | 7494 | &nbsp;&nbsp; 310107 |
|  | Lotus Bakeries NV | 205 | &nbsp;&nbsp; 1733155 |
|  | Melexis NV | 8008 | &nbsp;&nbsp; 612490 |
| #\* | Ontex Group NV | 62857 | &nbsp;&nbsp; 487349 |
| \* | Orange Belgium SA | 6344 | &nbsp;&nbsp; 130278 |
|  | Proximus SADP | 287200 | &nbsp;&nbsp; 2386267 |
|  | Recticel SA | 27025 | &nbsp;&nbsp; 328856 |
|  | Sipef NV | 4879 | &nbsp;&nbsp; 345709 |
|  | Solvay SA | 72824 | &nbsp;&nbsp; 2281766 |
|  | Syensqo SA | 62197 | &nbsp;&nbsp; 4929474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tessenderlo Group <br> SA<br>| 22863 | &nbsp;&nbsp; 680132 |
|  | UCB SA | 18616 | &nbsp;&nbsp; 3999738 |
|  | Umicore SA | 10808 | &nbsp;&nbsp; 170807 |
| # | Van de Velde NV | 4118 | &nbsp;&nbsp; 157148 |
|  | VGP NV | 8044 | &nbsp;&nbsp; 845905 |
|  | Viohalco SA | 29708 | &nbsp;&nbsp; 208083 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | &nbsp;&nbsp; 59863580 |
| CANADA — (11.2%) | CANADA — (11.2%) | CANADA — (11.2%) | CANADA — (11.2%) |
| \* | 5N Plus, Inc. | 66274 | &nbsp;&nbsp; 591664 |
|  | Acadian Timber Corp. | 8376 | &nbsp;&nbsp; 108569 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ACT Energy <br> Technologies Ltd.<br>| 15200 | &nbsp;&nbsp; 53863 |
|  | ADENTRA, Inc. | 21978 | &nbsp;&nbsp; 466493 |
|  | ADF Group, Inc. | 23943 | &nbsp;&nbsp; 153445 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Advantage Energy <br> Ltd.<br>| 151103 | &nbsp;&nbsp; 1205029 |
|  | Aecon Group, Inc. | 73109 | &nbsp;&nbsp; 989314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ag Growth <br> International, Inc.<br>| 12418 | &nbsp;&nbsp; 374978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AGF Management <br> Ltd., Class B<br>| 71437 | &nbsp;&nbsp; 633117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agnico Eagle Mines <br> Ltd. (AEM CN)<br>| 22099 | &nbsp;&nbsp; 2743443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agnico Eagle Mines <br> Ltd. (AEM US)<br>| 15606 | &nbsp;&nbsp; 1940767 |
| #\* | Aimia, Inc. | 62327 | &nbsp;&nbsp; 136745 |
| #\* | Air Canada | 72400 | &nbsp;&nbsp; 1008458 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AirBoss of America <br> Corp.<br>| 8831 | &nbsp;&nbsp; 31230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alamos Gold, Inc. <br> (AGI CN), Class A<br>| 86763 | &nbsp;&nbsp; 2108336 |
|  | Algoma Central Corp. | 4796 | &nbsp;&nbsp; 54758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alimentation <br> Couche-Tard, Inc.<br>| 79022 | &nbsp;&nbsp; 4106224 |
| \* | Allied Gold Corp. | 2590 | &nbsp;&nbsp; 33197 |
|  | AltaGas Ltd. | 90505 | &nbsp;&nbsp; 2672171 |
|  | Altius Minerals Corp. | 13807 | &nbsp;&nbsp; 289871 |
|  | Altus Group Ltd. | 1466 | &nbsp;&nbsp; 61217 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amerigo Resources <br> Ltd.<br>| 110614 | &nbsp;&nbsp; $171637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Andlauer Healthcare <br> Group, Inc.<br>| 13055 | &nbsp;&nbsp; 499361 |
|  | ARC Resources Ltd. | 333794 | &nbsp;&nbsp; 6516397 |
| \* | Aritzia, Inc. | 53652 | &nbsp;&nbsp; 2879691 |
| \* | Athabasca Oil Corp. | 514519 | &nbsp;&nbsp; 2176011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AtkinsRealis Group, <br> Inc.<br>| 16401 | &nbsp;&nbsp; 1161304 |
| \* | ATS Corp. (ATS CN) | 22058 | &nbsp;&nbsp; 669413 |
|  | Aura Minerals, Inc. | 4600 | &nbsp;&nbsp; 111846 |
| #\* | AutoCanada, Inc. | 22525 | &nbsp;&nbsp; 430960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; B2Gold Corp. (BTG <br> US)<br>| 452536 | &nbsp;&nbsp; 1525046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; B2Gold Corp. (BTO <br> CN)<br>| 539008 | &nbsp;&nbsp; 1812772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Badger Infrastructure <br> Solutions Ltd.<br>| 27487 | &nbsp;&nbsp; 1037309 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Montreal <br> (BMO CN)<br>| 4685 | &nbsp;&nbsp; 517122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Montreal <br> (BMO US)<br>| 58550 | &nbsp;&nbsp; 6466262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Nova Scotia <br> (BNS CN)<br>| 1321 | &nbsp;&nbsp; 73496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Nova Scotia <br> (BNS US)<br>| 43518 | &nbsp;&nbsp; 2420036 |
|  | Barrick Mining Corp. | 45774 | &nbsp;&nbsp; 966747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barrick Mining Corp. <br> (B US)<br>| 268460 | &nbsp;&nbsp; 5669875 |
|  | Birchcliff Energy Ltd. | 249829 | &nbsp;&nbsp; 1217051 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bird Construction, <br> Inc.<br>| 62574 | &nbsp;&nbsp; 1302872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Black Diamond Group <br> Ltd.<br>| 53397 | &nbsp;&nbsp; 456279 |
|  | Boralex, Inc., Class A | 27623 | &nbsp;&nbsp; 625186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Boyd Group Services, <br> Inc.<br>| 8422 | &nbsp;&nbsp; 1167325 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bragg Gaming Group, <br> Inc.<br>| 4572 | &nbsp;&nbsp; 18197 |
| # | BRP, Inc. (DOO CN) | 4900 | &nbsp;&nbsp; 247758 |
| \* | CAE, Inc. (CAE CN) | 4375 | &nbsp;&nbsp; 124752 |
| \* | CAE, Inc. (CAE US) | 11892 | &nbsp;&nbsp; 339279 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Calfrac Well Services <br> Ltd.<br>| 34974 | &nbsp;&nbsp; 99955 |
|  | Calian Group Ltd. | 6388 | &nbsp;&nbsp; 232819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canaccord Genuity <br> Group, Inc.<br>| 97193 | &nbsp;&nbsp; 754765 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Canada Goose <br> Holdings, Inc. <br> (GOOS US)<br>| 28406 | &nbsp;&nbsp; 311046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial <br> Bank of Commerce <br> (CM CN)<br>| 36572 | &nbsp;&nbsp; 2613832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial <br> Bank of Commerce <br> (CM US)<br>| 53924 | &nbsp;&nbsp; 3852331 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Canadian National <br> Railway Co. (CNI <br> US)<br>| 54198 | &nbsp;&nbsp; $5064803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Natural <br> Resources Ltd. <br> (CNQ US)<br>| 340291 | &nbsp;&nbsp; 10787225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Pacific <br> Kansas City Ltd. <br> (CP CN)<br>| 5103 | &nbsp;&nbsp; 375286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Pacific <br> Kansas City Ltd. <br> (CP US)<br>| 3549 | &nbsp;&nbsp; 261029 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Tire Corp. <br> Ltd., Class A<br>| 21023 | &nbsp;&nbsp; 2815710 |
| #\* | Canfor Corp. | 37513 | &nbsp;&nbsp; 367658 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Capstone Copper <br> Corp.<br>| 195092 | &nbsp;&nbsp; 1094013 |
| # | Cardinal Energy Ltd. | 230353 | &nbsp;&nbsp; 1195320 |
| # | Cargojet, Inc. | 1500 | &nbsp;&nbsp; 107098 |
|  | Cascades, Inc. | 86006 | &nbsp;&nbsp; 560504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CCL Industries, Inc., <br> Class B<br>| 26567 | &nbsp;&nbsp; 1484999 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Celestica, Inc. (CLS <br> CN)<br>| 21177 | &nbsp;&nbsp; 4233719 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Celestica, Inc. (CLS <br> US)<br>| 40104 | &nbsp;&nbsp; 8015185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cenovus Energy, Inc. <br> (CVE CN)<br>| 851 | &nbsp;&nbsp; 12953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cenovus Energy, Inc. <br> (CVE US)<br>| 452224 | &nbsp;&nbsp; 6887372 |
|  | Centerra Gold, Inc. | 373962 | &nbsp;&nbsp; 2545077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CES Energy Solutions <br> Corp.<br>| 277595 | &nbsp;&nbsp; 1452485 |
|  | CGI, Inc. (GIB US) | 10175 | &nbsp;&nbsp; 981175 |
|  | CGI, Inc. (GIBA CN) | 14980 | &nbsp;&nbsp; 1444160 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Chesswood Group <br> Ltd.<br>| 4397 | &nbsp;&nbsp; 1079 |
| # | CI Financial Corp. | 88652 | &nbsp;&nbsp; 2042912 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cipher <br> Pharmaceuticals, <br> Inc.<br>| 6200 | &nbsp;&nbsp; 53919 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cogeco <br> Communications, <br> Inc.<br>| 16838 | &nbsp;&nbsp; 758172 |
|  | Cogeco, Inc. | 16402 | &nbsp;&nbsp; 692847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Colliers International <br> Group, Inc. (CIGI <br> CN)<br>| 34 | &nbsp;&nbsp; 5127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Computer Modelling <br> Group Ltd.<br>| 42770 | &nbsp;&nbsp; 244162 |
| \* | Conifex Timber, Inc. | 13656 | &nbsp;&nbsp; 3400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Constellation <br> Software, Inc.<br>| 1992 | &nbsp;&nbsp; 6872343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corby Spirit & Wine <br> Ltd.<br>| 3550 | &nbsp;&nbsp; 37534 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Cronos Group, Inc. <br> (CRON US)<br>| 192240 | &nbsp;&nbsp; 380635 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DATA <br> Communications <br> Management Corp.<br>| 6700 | &nbsp;&nbsp; $7398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Definity Financial <br> Corp.<br>| 37708 | &nbsp;&nbsp; 2031540 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Denison Mines Corp. <br> (DML CN)<br>| 174739 | &nbsp;&nbsp; 359416 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; dentalcorp Holdings <br> Ltd.<br>| 35697 | &nbsp;&nbsp; 207906 |
|  | Dexterra Group, Inc. | 21771 | &nbsp;&nbsp; 150050 |
| \* | Docebo, Inc. | 2415 | &nbsp;&nbsp; 73220 |
|  | Dollarama, Inc. | 66512 | &nbsp;&nbsp; 9090677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Doman Building <br> Materials Group <br> Ltd.<br>| 86605 | &nbsp;&nbsp; 534406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dominion Lending <br> Centres, Inc.<br>| 6600 | &nbsp;&nbsp; 41869 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dorel Industries, Inc., <br> Class B<br>| 8818 | &nbsp;&nbsp; 9419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DREAM Unlimited <br> Corp., Class A<br>| 24324 | &nbsp;&nbsp; 366545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dundee Precious <br> Metals, Inc.<br>| 248103 | &nbsp;&nbsp; 4010903 |
|  | Dynacor Group, Inc. | 39406 | &nbsp;&nbsp; 135088 |
| # | ECN Capital Corp. | 7000 | &nbsp;&nbsp; 15358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; E-L Financial Corp. <br> Ltd.<br>| 97700 | &nbsp;&nbsp; 1035806 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eldorado Gold Corp. <br> (EGO US)<br>| 64527 | &nbsp;&nbsp; 1322804 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eldorado Gold Corp. <br> (ELD CN)<br>| 67605 | &nbsp;&nbsp; 1385172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Element Fleet <br> Management Corp.<br>| 140093 | &nbsp;&nbsp; 3643874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Empire Co. Ltd., <br> Class A<br>| 88526 | &nbsp;&nbsp; 3525451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Endeavour Mining <br> PLC<br>| 122990 | &nbsp;&nbsp; 3692549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enerflex Ltd. (EFX <br> CN)<br>| 90863 | &nbsp;&nbsp; 724622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enerflex Ltd. (EFXT <br> US)<br>| 27196 | &nbsp;&nbsp; 217024 |
| \* | Energy Fuels, Inc. | 615 | &nbsp;&nbsp; 5583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enghouse Systems <br> Ltd.<br>| 19197 | &nbsp;&nbsp; 317964 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ensign Energy <br> Services, Inc.<br>| 214118 | &nbsp;&nbsp; 349240 |
|  | EQB, Inc. | 27013 | &nbsp;&nbsp; 2008039 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Equinox Gold Corp. <br> (EQX CN)<br>| 51129 | &nbsp;&nbsp; 311437 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Equinox Gold Corp. <br> (EQX US)<br>| 78755 | &nbsp;&nbsp; 480406 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; ERO Copper Corp. <br> (ERO CN)<br>| 23172 | &nbsp;&nbsp; 313565 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ERO Copper Corp. <br> (ERO US)<br>| 24942 | &nbsp;&nbsp; 337216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evertz Technologies <br> Ltd.<br>| 10956 | &nbsp;&nbsp; 95280 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Exchange Income <br> Corp.<br>| 17134 | &nbsp;&nbsp; $810947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Exco Technologies <br> Ltd.<br>| 23017 | &nbsp;&nbsp; 112128 |
|  | Extendicare, Inc. | 50936 | &nbsp;&nbsp; 453263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fairfax Financial <br> Holdings Ltd.<br>| 7030 | &nbsp;&nbsp; 12434211 |
| # | Fiera Capital Corp. | 13807 | &nbsp;&nbsp; 65268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Finning International, <br> Inc.<br>| 106909 | &nbsp;&nbsp; 4658751 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Firan Technology <br> Group Corp.<br>| 15800 | &nbsp;&nbsp; 130678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Firm Capital Mortgage <br> Investment Corp.<br>| 20900 | &nbsp;&nbsp; 179496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Majestic Silver <br> Corp. (AG US)<br>| 14613 | &nbsp;&nbsp; 116173 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; First National <br> Financial Corp.<br>| 11200 | &nbsp;&nbsp; 389850 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Quantum <br> Minerals Ltd.<br>| 90032 | &nbsp;&nbsp; 1513313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FirstService Corp. <br> (FSV CN)<br>| 3019 | &nbsp;&nbsp; 595085 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Foraco International <br> SA<br>| 56346 | &nbsp;&nbsp; 65065 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Fortuna Mining Corp. <br> (FSM US)<br>| 394491 | &nbsp;&nbsp; 2544467 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fortuna Mining Corp. <br> (FVI CN)<br>| 170249 | &nbsp;&nbsp; 1098461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Franco-Nevada Corp. <br> (FNV CN)<br>| 58 | &nbsp;&nbsp; 9239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Franco-Nevada Corp. <br> (FNV US)<br>| 2083 | &nbsp;&nbsp; 331884 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Freehold Royalties <br> Ltd.<br>| 117742 | &nbsp;&nbsp; 1133573 |
| \* | Galiano Gold, Inc. | 36893 | &nbsp;&nbsp; 48992 |
|  | Gamehost, Inc. | 7582 | &nbsp;&nbsp; 67415 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GDI Integrated Facility <br> Services, Inc.<br>| 2440 | &nbsp;&nbsp; 56879 |
|  | George Weston Ltd. | 14030 | &nbsp;&nbsp; 2665963 |
|  | Gibson Energy, Inc. | 78274 | &nbsp;&nbsp; 1411146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gildan Activewear, <br> Inc. (GIL CN)<br>| 4746 | &nbsp;&nbsp; 239732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gildan Activewear, <br> Inc. (GIL US)<br>| 57447 | &nbsp;&nbsp; 2901648 |
|  | goeasy Ltd. | 9293 | &nbsp;&nbsp; 1227352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great-West Lifeco, <br> Inc.<br>| 5328 | &nbsp;&nbsp; 200069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital <br> Group Ltd., Class A<br>| 11233 | &nbsp;&nbsp; 334250 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Haivision Systems, <br> Inc.<br>| 16200 | &nbsp;&nbsp; 58225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hammond <br> Manufacturing Co. <br> Ltd., Class A<br>| 2800 | &nbsp;&nbsp; 20834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hammond Power <br> Solutions, Inc.<br>| 14679 | &nbsp;&nbsp; 1313016 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Headwater <br> Exploration, Inc.<br>| 196799 | &nbsp;&nbsp; $1029729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; High Liner Foods, <br> Inc.<br>| 18697 | &nbsp;&nbsp; 228585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hudbay Minerals, Inc. <br> (HBM CN)<br>| 321439 | &nbsp;&nbsp; 2983332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hudbay Minerals, Inc. <br> (HBM US)<br>| 162231 | &nbsp;&nbsp; 1503881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; iA Financial Corp., <br> Inc.<br>| 76148 | &nbsp;&nbsp; 7453777 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IAMGOLD Corp. (IAG <br> US)<br>| 233600 | &nbsp;&nbsp; 1579136 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; IAMGOLD Corp. (IMG <br> CN)<br>| 471051 | &nbsp;&nbsp; 3182042 |
|  | IGM Financial, Inc. | 18591 | &nbsp;&nbsp; 615585 |
| \* | Imperial Metals Corp. | 29762 | &nbsp;&nbsp; 86562 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Imperial Oil Ltd. (IMO <br> CN)<br>| 894 | &nbsp;&nbsp; 74541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Imperial Oil Ltd. (IMO <br> US)<br>| 31444 | &nbsp;&nbsp; 2624631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Information Services <br> Corp.<br>| 7900 | &nbsp;&nbsp; 182448 |
|  | InPlay Oil Corp. | 1350 | &nbsp;&nbsp; 10376 |
|  | Intact Financial Corp. | 11756 | &nbsp;&nbsp; 2429935 |
| \* | Interfor Corp. | 49047 | &nbsp;&nbsp; 441055 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ivanhoe Mines Ltd., <br> Class A<br>| 2903 | &nbsp;&nbsp; 22648 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Jamieson Wellness, <br> Inc.<br>| 8509 | &nbsp;&nbsp; 206584 |
| \* | K92 Mining, Inc. | 78083 | &nbsp;&nbsp; 810923 |
|  | K-Bro Linen, Inc. | 6218 | &nbsp;&nbsp; 153700 |
| \* | Kelt Exploration Ltd. | 169312 | &nbsp;&nbsp; 899346 |
|  | Keyera Corp. | 70498 | &nbsp;&nbsp; 2213238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinross Gold Corp. (K <br> CN)<br>| 607485 | &nbsp;&nbsp; 9719935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinross Gold Corp. <br> (KGC US)<br>| 249533 | &nbsp;&nbsp; 3992528 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kiwetinohk Energy <br> Corp.<br>| 1200 | &nbsp;&nbsp; 19833 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Knight Therapeutics, <br> Inc.<br>| 51768 | &nbsp;&nbsp; 227531 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kolibri Global Energy, <br> Inc.<br>| 20937 | &nbsp;&nbsp; 128287 |
|  | KP Tissue, Inc. | 4000 | &nbsp;&nbsp; 25924 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Labrador Iron Ore <br> Royalty Corp.<br>| 46651 | &nbsp;&nbsp; 897264 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Laramide Resources <br> Ltd.<br>| 27500 | &nbsp;&nbsp; 10320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lassonde Industries, <br> Inc., Class A<br>| 2803 | &nbsp;&nbsp; 434429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Laurentian Bank of <br> Canada<br>| 22759 | &nbsp;&nbsp; 506066 |
|  | Leon's Furniture Ltd. | 26174 | &nbsp;&nbsp; 514753 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Lightspeed <br> Commerce, Inc. <br> (LSPD US)<br>| 3913 | &nbsp;&nbsp; 48678 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Lightstream <br> Resources Ltd.<br>| 116588 | &nbsp;&nbsp; $0 |
|  | Linamar Corp. | 42622 | &nbsp;&nbsp; 2060966 |
|  | Loblaw Cos. Ltd. | 6774 | &nbsp;&nbsp; 1095385 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Lucara Diamond <br> Corp.<br>| 281721 | &nbsp;&nbsp; 47780 |
|  | Lundin Gold, Inc. | 58414 | &nbsp;&nbsp; 2703587 |
|  | Lundin Mining Corp. | 412816 | &nbsp;&nbsp; 4215752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magellan Aerospace <br> Corp.<br>| 13593 | &nbsp;&nbsp; 167558 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Magna International, <br> Inc. (MG CN)<br>| 7174 | &nbsp;&nbsp; 294188 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Magna International, <br> Inc. (MGA US)<br>| 82627 | &nbsp;&nbsp; 3387707 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Major Drilling Group <br> International, Inc.<br>| 78468 | &nbsp;&nbsp; 497787 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mandalay Resources <br> Corp.<br>| 38325 | &nbsp;&nbsp; 133872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Manulife Financial <br> Corp. (MFC US)<br>| 2156 | &nbsp;&nbsp; 66750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maple Leaf Foods, <br> Inc.<br>| 37185 | &nbsp;&nbsp; 784707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Martinrea <br> International, Inc.<br>| 84970 | &nbsp;&nbsp; 510212 |
| \* | Mattr Corp. | 26440 | &nbsp;&nbsp; 234518 |
|  | McCoy Global, Inc. | 12200 | &nbsp;&nbsp; 31521 |
| \* | MDA Space Ltd. | 59866 | &nbsp;&nbsp; 1676386 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Medexus <br> Pharmaceuticals, <br> Inc.<br>| 5900 | &nbsp;&nbsp; 11667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medical Facilities <br> Corp.<br>| 17182 | &nbsp;&nbsp; 181542 |
|  | MEG Energy Corp. | 208727 | &nbsp;&nbsp; 4113983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Melcor Developments <br> Ltd.<br>| 7653 | &nbsp;&nbsp; 79148 |
|  | Meren Energy, Inc. | 288677 | &nbsp;&nbsp; 370847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Methanex Corp. <br> (MEOH US)<br>| 20048 | &nbsp;&nbsp; 670405 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Methanex Corp. (MX <br> CN)<br>| 29109 | &nbsp;&nbsp; 973101 |
|  | Metro, Inc. | 27751 | &nbsp;&nbsp; 2122009 |
|  | Morguard Corp. | 74 | &nbsp;&nbsp; 6313 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; MTY Food Group, <br> Inc.<br>| 21051 | &nbsp;&nbsp; 586605 |
| # | Mullen Group Ltd. | 100193 | &nbsp;&nbsp; 952325 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; National Bank of <br> Canada<br>| 113847 | &nbsp;&nbsp; 11842330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neo Performance <br> Materials, Inc.<br>| 2200 | &nbsp;&nbsp; 24626 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; New Gold, Inc. (NGD <br> CN)<br>| 1055127 | &nbsp;&nbsp; 4416669 |
| \* | NFI Group, Inc. | 3945 | &nbsp;&nbsp; 54380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North American <br> Construction Group <br> Ltd. (NOA CN)<br>| 13146 | &nbsp;&nbsp; 197816 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North American <br> Construction Group <br> Ltd. (NOA US)<br>| 15786 | &nbsp;&nbsp; $237264 |
|  | North West Co., Inc. | 48708 | &nbsp;&nbsp; 1671877 |
|  | Northland Power, Inc. | 134532 | &nbsp;&nbsp; 2198185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nutrien Ltd. (NTR <br> US)<br>| 111978 | &nbsp;&nbsp; 6642551 |
| \* | NuVista Energy Ltd. | 212874 | &nbsp;&nbsp; 2249188 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Obsidian Energy Ltd. <br> (OBE CN)<br>| 23700 | &nbsp;&nbsp; 145046 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Obsidian Energy Ltd. <br> (OBE US)<br>| 31479 | &nbsp;&nbsp; 192651 |
|  | OceanaGold Corp. | 233095 | &nbsp;&nbsp; 3171070 |
|  | Onex Corp. | 29369 | &nbsp;&nbsp; 2389199 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Open Text Corp. <br> (OTEX CN)<br>| 4642 | &nbsp;&nbsp; 136620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Open Text Corp. <br> (OTEX US)<br>| 62206 | &nbsp;&nbsp; 1830723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OR Royalties, Inc. <br> (OR CN)<br>| 4239 | &nbsp;&nbsp; 117417 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; OR Royalties, Inc. <br> (OR US)<br>| 32063 | &nbsp;&nbsp; 888466 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Orbite Technologies, <br> Inc.<br>| 121500 | &nbsp;&nbsp; 0 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Organigram Global, <br> Inc.<br>| 27175 | &nbsp;&nbsp; 36675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan American Silver <br> Corp. (PAAS CN)<br>| 50331 | &nbsp;&nbsp; 1359625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Resources <br> Ltd., Class A<br>| 84333 | &nbsp;&nbsp; 1297006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Parex Resources, <br> Inc.<br>| 103577 | &nbsp;&nbsp; 1228930 |
|  | Parkland Corp. | 75641 | &nbsp;&nbsp; 2135046 |
|  | Pason Systems, Inc. | 58529 | &nbsp;&nbsp; 493796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pembina Pipeline <br> Corp. (PPL CN)<br>| 1774 | &nbsp;&nbsp; 65936 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perpetua Resources <br> Corp.<br>| 6110 | &nbsp;&nbsp; 92261 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Peyto Exploration & <br> Development Corp.<br>| 198548 | &nbsp;&nbsp; 2785633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PHX Energy Services <br> Corp.<br>| 36391 | &nbsp;&nbsp; 218514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pizza Pizza Royalty <br> Corp.<br>| 13880 | &nbsp;&nbsp; 159576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Polaris Renewable <br> Energy, Inc.<br>| 24451 | &nbsp;&nbsp; 219523 |
| # | Pollard Banknote Ltd. | 2752 | &nbsp;&nbsp; 44192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PrairieSky Royalty <br> Ltd.<br>| 17631 | &nbsp;&nbsp; 303224 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Precision Drilling <br> Corp. (PD CN)<br>| 3015 | &nbsp;&nbsp; 169767 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Precision Drilling <br> Corp. (PDS US)<br>| 9527 | &nbsp;&nbsp; 536583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premium Brands <br> Holdings Corp.<br>| 11573 | &nbsp;&nbsp; 733669 |
| # | Propel Holdings, Inc. | 10900 | &nbsp;&nbsp; 283041 |
| \* | Quarterhill, Inc. | 96378 | &nbsp;&nbsp; 92511 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quebecor, Inc., <br> Class B<br>| 89600 | &nbsp;&nbsp; $2520647 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Questerre Energy <br> Corp., Class A<br>| 25060 | &nbsp;&nbsp; 5833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RB Global, Inc. (RBA <br> CN)<br>| 1000 | &nbsp;&nbsp; 108278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RB Global, Inc. (RBA <br> US)<br>| 19696 | &nbsp;&nbsp; 2132289 |
| \* | Real Matters, Inc. | 3329 | &nbsp;&nbsp; 12229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Restaurant Brands <br> International, Inc. <br> (QSR US)<br>| 30600 | &nbsp;&nbsp; 2076516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Richelieu Hardware <br> Ltd.<br>| 28311 | &nbsp;&nbsp; 708388 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Rogers <br> Communications, <br> Inc. (RCI US), <br> Class B<br>| 70616 | &nbsp;&nbsp; 2358574 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Rogers <br> Communications, <br> Inc. (RCIB CN), <br> Class B<br>| 1176 | &nbsp;&nbsp; 39279 |
|  | Rogers Sugar, Inc. | 82390 | &nbsp;&nbsp; 335363 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Royal Bank of Canada <br> (RY CN)<br>| 63580 | &nbsp;&nbsp; 8158118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Royal Bank of Canada <br> (RY US)<br>| 32014 | &nbsp;&nbsp; 4112518 |
|  | Russel Metals, Inc. | 64020 | &nbsp;&nbsp; 2050525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandstorm Gold Ltd. <br> (SAND US)<br>| 157320 | &nbsp;&nbsp; 1472515 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sangoma <br> Technologies Corp.<br>| 15903 | &nbsp;&nbsp; 90097 |
|  | Saputo, Inc. | 4600 | &nbsp;&nbsp; 96475 |
|  | Savaria Corp. | 24571 | &nbsp;&nbsp; 352534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Secure Waste <br> Infrastructure Corp.<br>| 175502 | &nbsp;&nbsp; 1917651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sienna Senior Living, <br> Inc.<br>| 47699 | &nbsp;&nbsp; 616204 |
| \* | SNDL, Inc. | 23678 | &nbsp;&nbsp; 40726 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Source Energy <br> Services Ltd.<br>| 8800 | &nbsp;&nbsp; 87644 |
|  | South Bow Corp. | 36307 | &nbsp;&nbsp; 953418 |
| \* | Spartan Delta Corp. | 40148 | &nbsp;&nbsp; 135604 |
| Ω | Spin Master Corp. | 2984 | &nbsp;&nbsp; 49102 |
|  | Sprott, Inc. (SII CN) | 5586 | &nbsp;&nbsp; 376126 |
|  | Sprott, Inc. (SII US) | 7400 | &nbsp;&nbsp; 498464 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SSR Mining, Inc. <br> (SSRM CN)<br>| 63335 | &nbsp;&nbsp; 756494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stantec, Inc. (STN <br> CN)<br>| 16717 | &nbsp;&nbsp; 1827336 |
|  | Stella-Jones, Inc. | 50198 | &nbsp;&nbsp; 2861677 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; STEP Energy <br> Services Ltd.<br>| 11760 | &nbsp;&nbsp; 37344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Strathcona Resources <br> Ltd.<br>| 1162 | &nbsp;&nbsp; 28536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Life Financial, <br> Inc. (SLF CN)<br>| 80322 | &nbsp;&nbsp; 4897230 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Life Financial, <br> Inc. (SLF US)<br>| 29319 | &nbsp;&nbsp; $1788459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suncor Energy, Inc. <br> (SU US)<br>| 336590 | &nbsp;&nbsp; 13281841 |
|  | Superior Plus Corp. | 228713 | &nbsp;&nbsp; 1142245 |
|  | Supremex, Inc. | 17058 | &nbsp;&nbsp; 50967 |
| # | Surge Energy, Inc. | 39934 | &nbsp;&nbsp; 212118 |
|  | Sylogist Ltd. | 12984 | &nbsp;&nbsp; 86679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tamarack Valley <br> Energy Ltd.<br>| 733262 | &nbsp;&nbsp; 2878858 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taseko Mines Ltd. <br> (TKO CN)<br>| 199876 | &nbsp;&nbsp; 613072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TC Energy Corp. <br> (TRP CN)<br>| 3461 | &nbsp;&nbsp; 165257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TC Energy Corp. <br> (TRP US)<br>| 52844 | &nbsp;&nbsp; 2530171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teck Resources Ltd. <br> (TECK US), <br> Class B<br>| 102972 | &nbsp;&nbsp; 3342471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teck Resources Ltd. <br> (TECK/A CN), <br> Class A<br>| 1200 | &nbsp;&nbsp; 40488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teck Resources Ltd. <br> (TECKB CN), <br> Class B<br>| 6596 | &nbsp;&nbsp; 213884 |
|  | TELUS Corp. | 30874 | &nbsp;&nbsp; 497335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TerraVest Industries, <br> Inc.<br>| 7833 | &nbsp;&nbsp; 965105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TFI International, Inc. <br> (TFII CN)<br>| 11970 | &nbsp;&nbsp; 1040982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TFI International, Inc. <br> (TFII US)<br>| 2101 | &nbsp;&nbsp; 183144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thomson Reuters <br> Corp. (TRI CN)<br>| 2324 | &nbsp;&nbsp; 466410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Timbercreek Financial <br> Corp.<br>| 38200 | &nbsp;&nbsp; 213111 |
|  | TMX Group Ltd. | 205 | &nbsp;&nbsp; 8336 |
| # | Topaz Energy Corp. | 21164 | &nbsp;&nbsp; 393312 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Torex Gold <br> Resources, Inc.<br>| 99013 | &nbsp;&nbsp; 2789039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toromont Industries <br> Ltd.<br>| 14333 | &nbsp;&nbsp; 1453264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion <br> Bank (TD CN)<br>| 58533 | &nbsp;&nbsp; 4263244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion <br> Bank (TD US)<br>| 45361 | &nbsp;&nbsp; 3305910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Total Energy Services, <br> Inc.<br>| 43526 | &nbsp;&nbsp; 365649 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Touchstone <br> Exploration, Inc.<br>| 34400 | &nbsp;&nbsp; 6083 |
|  | Tourmaline Oil Corp. | 138658 | &nbsp;&nbsp; 5901183 |
| # | TransAlta Corp. | 68543 | &nbsp;&nbsp; 825943 |
|  | TransAlta Corp.  | 66278 | &nbsp;&nbsp; 797383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transcontinental, Inc., <br> Class A<br>| 84102 | &nbsp;&nbsp; 1169634 |
| \*†† | Trevali Mining Corp. | 33236 | &nbsp;&nbsp; 0 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trican Well Service <br> Ltd.<br>| 353067 | &nbsp;&nbsp; $1449879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triple Flag Precious <br> Metals Corp. (TFPM <br> CN)<br>| 4733 | &nbsp;&nbsp; 108009 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Trisura Group Ltd. <br> (TSU CN)<br>| 2884 | &nbsp;&nbsp; 88023 |
| \* | Valeura Energy, Inc. | 21230 | &nbsp;&nbsp; 142953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vermilion Energy, Inc. <br> (VET CN)<br>| 58 | &nbsp;&nbsp; 476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vermilion Energy, Inc. <br> (VET US)<br>| 56684 | &nbsp;&nbsp; 465942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VersaBank (VBNK <br> CN)<br>| 3600 | &nbsp;&nbsp; 42714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VersaBank (VBNK <br> US)<br>| 2787 | &nbsp;&nbsp; 32942 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Victoria Gold <br> Corp./Vancouver<br>| 2102 | &nbsp;&nbsp; 273 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Viemed Healthcare, <br> Inc.<br>| 23412 | &nbsp;&nbsp; 142579 |
|  | Wajax Corp. | 25359 | &nbsp;&nbsp; 431923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Waste Connections, <br> Inc. (WCN US)<br>| 6883 | &nbsp;&nbsp; 1284850 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Well Health <br> Technologies Corp.<br>| 119539 | &nbsp;&nbsp; 394265 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wesdome Gold Mines <br> Ltd.<br>| 95760 | &nbsp;&nbsp; 1140329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; West Fraser Timber <br> Co. Ltd. (WFG CN)<br>| 49726 | &nbsp;&nbsp; 3447394 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Western Forest <br> Products, Inc.<br>| 6836 | &nbsp;&nbsp; 65717 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Westshore Terminals <br> Investment Corp.<br>| 35352 | &nbsp;&nbsp; 719746 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Whitecap Resources, <br> Inc.<br>| 1038616 | &nbsp;&nbsp; 7835742 |
|  | Winpak Ltd. | 15756 | &nbsp;&nbsp; 465539 |
|  | WSP Global, Inc. | 14639 | &nbsp;&nbsp; 3014223 |
|  | Yellow Pages Ltd. | 3734 | &nbsp;&nbsp; 29617 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp; 440900977 |
| CHINA — (0.0%) | CHINA — (0.0%) | CHINA — (0.0%) | CHINA — (0.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Gold <br> International <br> Resources Corp. <br> Ltd. (CGG CN)<br>| 243398 | &nbsp;&nbsp; 2104437 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Hanfeng Evergreen, <br> Inc.<br>| 5700 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Neo-Neon Holdings <br> Ltd.<br>| 545000 | &nbsp;&nbsp; 25509 |
| TOTAL CHINA | TOTAL CHINA |  | &nbsp;&nbsp; 2129946 |
| DENMARK — (2.3%) | DENMARK — (2.3%) | DENMARK — (2.3%) | DENMARK — (2.3%) |
| \* | ALK-Abello AS | 50594 | &nbsp;&nbsp; 1467925 |
|  | Alm Brand AS | 742648 | &nbsp;&nbsp; 2048449 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AP Moller - Maersk <br> AS (MAERSKA <br> DC), Class A<br>| 382 | &nbsp;&nbsp; $749549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AP Moller - Maersk <br> AS (MAERSKB <br> DC), Class B<br>| 327 | &nbsp;&nbsp; 645747 |
| \* | Bang & Olufsen AS | 44234 | &nbsp;&nbsp; 88439 |
| \* | Bavarian Nordic AS | 51710 | &nbsp;&nbsp; 1871701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carlsberg AS, <br> Class B<br>| 29024 | &nbsp;&nbsp; 3618341 |
|  | Chemometec AS | 3212 | &nbsp;&nbsp; 247906 |
| # | Coloplast AS, Class B | 9211 | &nbsp;&nbsp; 841259 |
|  | Columbus AS | 42729 | &nbsp;&nbsp; 64801 |
|  | D/S Norden AS | 32817 | &nbsp;&nbsp; 1141271 |
|  | Danske Bank AS | 128707 | &nbsp;&nbsp; 5105996 |
| #\* | Demant AS | 57210 | &nbsp;&nbsp; 2167549 |
| \* | Dfds AS | 11140 | &nbsp;&nbsp; 199996 |
|  | DSV AS | 11415 | &nbsp;&nbsp; 2557845 |
|  | FLSmidth & Co. AS | 45813 | &nbsp;&nbsp; 2695011 |
|  | Foroya Banki P | 3338 | &nbsp;&nbsp; 96491 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Genmab AS (GMAB <br> DC)<br>| 3044 | &nbsp;&nbsp; 655365 |
| #\* | GN Store Nord AS | 84919 | &nbsp;&nbsp; 1216511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; H Lundbeck AS <br> (HLUNA DC), <br> Class A<br>| 33531 | &nbsp;&nbsp; 150009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; H Lundbeck AS <br> (HLUNB DC)<br>| 168361 | &nbsp;&nbsp; 877120 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; H&H International AS, <br> Class B<br>| 16762 | &nbsp;&nbsp; 267261 |
| \* | Huscompagniet AS | 9014 | &nbsp;&nbsp; 64112 |
|  | ISS AS | 100266 | &nbsp;&nbsp; 2882281 |
|  | Jyske Bank AS | 40764 | &nbsp;&nbsp; 4092394 |
|  | Matas AS | 32265 | &nbsp;&nbsp; 661824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MT Hoejgaard Holding <br> AS<br>| 1507 | &nbsp;&nbsp; 94932 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Netcompany Group <br> AS<br>| 31620 | &nbsp;&nbsp; 1159498 |
| \* | Nilfisk Holding AS | 12167 | &nbsp;&nbsp; 173198 |
| \* | NKT AS | 53220 | &nbsp;&nbsp; 4681909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Novo Nordisk AS <br> (NOVOB DC), <br> Class B<br>| 95182 | &nbsp;&nbsp; 4426721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Novonesis <br> Novozymes B, <br> Class B<br>| 88871 | &nbsp;&nbsp; 5749733 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; NTG Nordic Transport <br> Group AS<br>| 3694 | &nbsp;&nbsp; 110709 |
|  | Pandora AS | 48744 | &nbsp;&nbsp; 8047419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Parken Sport & <br> Entertainment AS<br>| 3314 | &nbsp;&nbsp; 85361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Per Aarsleff Holding <br> AS<br>| 19250 | &nbsp;&nbsp; 2073168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ringkjoebing <br> Landbobank AS<br>| 29027 | &nbsp;&nbsp; 6399044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rockwool AS, <br> Class A<br>| 28420 | &nbsp;&nbsp; 1251094 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rockwool AS, <br> Class B<br>| 85150 | &nbsp;&nbsp; $3731325 |
|  | Royal Unibrew AS | 23622 | &nbsp;&nbsp; 1766885 |
| #\* | RTX AS | 5266 | &nbsp;&nbsp; 66001 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Scandinavian Tobacco <br> Group AS<br>| 50447 | &nbsp;&nbsp; 660236 |
|  | Schouw & Co. AS | 11084 | &nbsp;&nbsp; 1043944 |
| # | Solar AS, Class B | 6220 | &nbsp;&nbsp; 268387 |
|  | SP Group AS | 5488 | &nbsp;&nbsp; 224351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sparekassen <br> Sjaelland-Fyn AS<br>| 12275 | &nbsp;&nbsp; 624412 |
|  | Sydbank AS | 54360 | &nbsp;&nbsp; 4027381 |
|  | Tivoli AS | 881 | &nbsp;&nbsp; 83203 |
|  | TORM PLC, Class A | 52874 | &nbsp;&nbsp; 974609 |
| \* | Trifork Group AG | 3327 | &nbsp;&nbsp; 47695 |
|  | Tryg AS | 116659 | &nbsp;&nbsp; 2814038 |
|  | UIE PLC | 12391 | &nbsp;&nbsp; 553020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vestas Wind Systems <br> AS<br>| 26513 | &nbsp;&nbsp; 484077 |
|  | Vestjysk Bank AS | 122141 | &nbsp;&nbsp; 88886 |
| #\* | Zealand Pharma AS | 22238 | &nbsp;&nbsp; 1150546 |
| TOTAL DENMARK | TOTAL DENMARK |  | &nbsp;&nbsp; 89336935 |
| FINLAND — (1.7%) | FINLAND — (1.7%) | FINLAND — (1.7%) | FINLAND — (1.7%) |
|  | Aktia Bank OYJ | 45889 | &nbsp;&nbsp; 528312 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Alandsbanken Abp, <br> Class B<br>| 1791 | &nbsp;&nbsp; 79661 |
|  | Alma Media OYJ | 17628 | &nbsp;&nbsp; 265996 |
| # | Anora Group OYJ | 25666 | &nbsp;&nbsp; 93445 |
|  | Apetit OYJ | 2895 | &nbsp;&nbsp; 47104 |
|  | Aspo OYJ | 11569 | &nbsp;&nbsp; 69673 |
|  | Atria OYJ | 10371 | &nbsp;&nbsp; 158004 |
|  | Bittium OYJ | 6294 | &nbsp;&nbsp; 74743 |
|  | Digia OYJ | 6411 | &nbsp;&nbsp; 53649 |
|  | Elisa OYJ | 48367 | &nbsp;&nbsp; 2488611 |
| # | eQ OYJ | 1826 | &nbsp;&nbsp; 26953 |
| # | Evli OYJ, Class B | 1283 | &nbsp;&nbsp; 28107 |
| # | Finnair OYJ | 26021 | &nbsp;&nbsp; 85297 |
| # | Fiskars OYJ Abp | 32534 | &nbsp;&nbsp; 533349 |
|  | Fortum OYJ | 151462 | &nbsp;&nbsp; 2778680 |
|  | F-Secure OYJ | 27403 | &nbsp;&nbsp; 51426 |
|  | Gofore OYJ | 1159 | &nbsp;&nbsp; 23728 |
|  | Harvia OYJ | 9212 | &nbsp;&nbsp; 533371 |
|  | Hiab OYJ | 22436 | &nbsp;&nbsp; 1531128 |
|  | HKFoods OYJ | 32204 | &nbsp;&nbsp; 58388 |
|  | Huhtamaki OYJ | 45829 | &nbsp;&nbsp; 1577406 |
|  | Kalmar OYJ, Class B | 31343 | &nbsp;&nbsp; 1414447 |
|  | Kemira OYJ | 77984 | &nbsp;&nbsp; 1659606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kesko OYJ (KESKOA <br> FH), Class A<br>| 29734 | &nbsp;&nbsp; 647246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kesko OYJ (KESKOB <br> FH), Class B<br>| 152063 | &nbsp;&nbsp; 3307281 |
|  | Kone OYJ, Class B | 71787 | &nbsp;&nbsp; 4408328 |
|  | Konecranes OYJ | 46376 | &nbsp;&nbsp; 3864607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lassila & Tikanoja <br> OYJ<br>| 22066 | &nbsp;&nbsp; 237908 |
| \* | Lindex Group OYJ | 82888 | &nbsp;&nbsp; 268360 |
|  | Mandatum OYJ | 220354 | &nbsp;&nbsp; 1494685 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |
|  | Marimekko OYJ | 14474 | &nbsp;&nbsp; $215383 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Metsa Board OYJ <br> (METSB FH), <br> Class B<br>| 51427 | &nbsp;&nbsp; 189195 |
|  | Metso OYJ | 286680 | &nbsp;&nbsp; 3600496 |
| # | NoHo Partners OYJ | 1954 | &nbsp;&nbsp; 20455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nokia OYJ (NOKIA <br> FH)<br>| 473305 | &nbsp;&nbsp; 1928881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nokia OYJ (NOKIA <br> FP)<br>| 143713 | &nbsp;&nbsp; 588884 |
| # | Nokian Renkaat OYJ | 44735 | &nbsp;&nbsp; 401618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nordea Bank Abp <br> (NDA FH)<br>| 605343 | &nbsp;&nbsp; 8833033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nordea Bank Abp <br> (NDA SS)<br>| 212648 | &nbsp;&nbsp; 3104810 |
|  | Olvi OYJ, Class A | 10348 | &nbsp;&nbsp; 394060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriola OYJ (OKDBV <br> FH), Class B<br>| 60233 | &nbsp;&nbsp; 75119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orion OYJ (ORNAV <br> FH), Class A<br>| 11860 | &nbsp;&nbsp; 941326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orion OYJ (ORNBV <br> FH), Class B<br>| 44894 | &nbsp;&nbsp; 3594157 |
|  | Outokumpu OYJ | 169821 | &nbsp;&nbsp; 638987 |
|  | Pihlajalinna OYJ | 15927 | &nbsp;&nbsp; 296554 |
|  | Ponsse OYJ | 3591 | &nbsp;&nbsp; 130781 |
|  | Puuilo OYJ | 34014 | &nbsp;&nbsp; 530681 |
| #\* | QT Group OYJ | 12557 | &nbsp;&nbsp; 864080 |
|  | Raisio OYJ, Class V | 60384 | &nbsp;&nbsp; 172716 |
|  | Revenio Group OYJ | 5435 | &nbsp;&nbsp; 162751 |
|  | Sampo OYJ, Class A | 389693 | &nbsp;&nbsp; 4178506 |
|  | Sanoma OYJ | 79944 | &nbsp;&nbsp; 924468 |
|  | Scanfil OYJ | 11458 | &nbsp;&nbsp; 146596 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Stora Enso OYJ, <br> Class R<br>| 134936 | &nbsp;&nbsp; 1388421 |
|  | Taaleri PLC | 4643 | &nbsp;&nbsp; 37439 |
| Ω | Terveystalo OYJ | 99505 | &nbsp;&nbsp; 1218996 |
|  | TietoEVRY OYJ | 51025 | &nbsp;&nbsp; 878340 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tokmanni Group <br> Corp.<br>| 37657 | &nbsp;&nbsp; 368751 |
|  | UPM-Kymmene OYJ | 26349 | &nbsp;&nbsp; 682907 |
|  | Vaisala OYJ, Class A | 9903 | &nbsp;&nbsp; 534140 |
| # | Valmet OYJ | 57181 | &nbsp;&nbsp; 2063194 |
|  | Wartsila OYJ Abp | 19117 | &nbsp;&nbsp; 528172 |
| \* | YIT OYJ | 43123 | &nbsp;&nbsp; 149404 |
| TOTAL FINLAND | TOTAL FINLAND |  | &nbsp;&nbsp; 68172800 |
| FRANCE — (6.4%) | FRANCE — (6.4%) | FRANCE — (6.4%) | FRANCE — (6.4%) |
| \* | 74Software SA | 7304 | &nbsp;&nbsp; 311103 |
|  | ABC arbitrage | 10785 | &nbsp;&nbsp; 76723 |
|  | Accor SA | 14605 | &nbsp;&nbsp; 740238 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Aeroports de Paris <br> SA<br>| 371 | &nbsp;&nbsp; 45030 |
|  | Air Liquide SA | 17550 | &nbsp;&nbsp; 3452725 |
|  | Airbus SE | 10855 | &nbsp;&nbsp; 2182453 |
|  | AKWEL SADIR | 8051 | &nbsp;&nbsp; 79126 |
| \* | Alstom SA | 61954 | &nbsp;&nbsp; 1453213 |
| \* | Altamir | 17275 | &nbsp;&nbsp; 564119 |
|  | Alten SA | 9761 | &nbsp;&nbsp; 793327 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| Ω | Amundi SA | 17468 | &nbsp;&nbsp; $1290893 |
| \*Ω | Aramis Group SAS | 9742 | &nbsp;&nbsp; 59551 |
|  | Arkema SA | 46135 | &nbsp;&nbsp; 3137243 |
|  | Assystem SA | 1977 | &nbsp;&nbsp; 109232 |
|  | Aubay | 2886 | &nbsp;&nbsp; 165200 |
|  | AXA SA | 28216 | &nbsp;&nbsp; 1370427 |
| Ω | Ayvens SA | 17052 | &nbsp;&nbsp; 183232 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bastide le Confort <br> Medical<br>| 2079 | &nbsp;&nbsp; 72100 |
| # | Beneteau SACA | 42115 | &nbsp;&nbsp; 390976 |
|  | BioMerieux | 1920 | &nbsp;&nbsp; 274722 |
|  | BNP Paribas SA | 55287 | &nbsp;&nbsp; 5040970 |
|  | Boiron SA | 3024 | &nbsp;&nbsp; 72193 |
|  | Bollore SE | 104584 | &nbsp;&nbsp; 603244 |
|  | Bonduelle SCA | 11564 | &nbsp;&nbsp; 105467 |
|  | Bouygues SA | 122374 | &nbsp;&nbsp; 5038935 |
|  | Bureau Veritas SA | 79293 | &nbsp;&nbsp; 2441915 |
| \* | Canal & SA | 161833 | &nbsp;&nbsp; 515077 |
|  | Capgemini SE | 21438 | &nbsp;&nbsp; 3191610 |
|  | Carrefour SA | 299511 | &nbsp;&nbsp; 4292294 |
|  | CBo Territoria | 13564 | &nbsp;&nbsp; 56658 |
| \* | Cegedim SA | 6647 | &nbsp;&nbsp; 82592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie de Saint-Gobain <br> SA<br>| 93595 | &nbsp;&nbsp; 10736947 |
|  | Cie des Alpes | 18568 | &nbsp;&nbsp; 487361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie Generale des <br> Etablissements <br> Michelin SCA<br>| 301482 | &nbsp;&nbsp; 10725665 |
| \* | Clariane SE | 84498 | &nbsp;&nbsp; 438095 |
|  | Coface SA | 84462 | &nbsp;&nbsp; 1570375 |
|  | Credit Agricole SA | 82436 | &nbsp;&nbsp; 1517194 |
|  | Danone SA | 45098 | &nbsp;&nbsp; 3690677 |
|  | Dassault Aviation SA | 435 | &nbsp;&nbsp; 135440 |
|  | Derichebourg SA | 108712 | &nbsp;&nbsp; 714879 |
|  | Eiffage SA | 49878 | &nbsp;&nbsp; 6695393 |
| #\* | Ekinops SAS | 2290 | &nbsp;&nbsp; 9002 |
| \*Ω | Elior Group SA | 89183 | &nbsp;&nbsp; 264842 |
|  | Elis SA | 172867 | &nbsp;&nbsp; 4765954 |
|  | Engie SA | 760357 | &nbsp;&nbsp; 17091468 |
| # | Eramet SA | 3227 | &nbsp;&nbsp; 178446 |
|  | EssilorLuxottica SA | 2135 | &nbsp;&nbsp; 634852 |
|  | Esso SA Francaise | 2536 | &nbsp;&nbsp; 278904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Etablissements Maurel <br> et Prom SA<br>| 68376 | &nbsp;&nbsp; 419915 |
|  | Eurazeo SE | 26130 | &nbsp;&nbsp; 1533302 |
| \* | Euroapi SA | 3106 | &nbsp;&nbsp; 10190 |
|  | Eurofins Scientific SE | 24572 | &nbsp;&nbsp; 1881807 |
| Ω | Euronext NV | 9721 | &nbsp;&nbsp; 1566917 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Eutelsat <br> Communications <br> SACA<br>| 30998 | &nbsp;&nbsp; 110930 |
|  | FDJ UNITED | 40542 | &nbsp;&nbsp; 1264579 |
| \* | Figeac Aero | 1504 | &nbsp;&nbsp; 17648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fnac Darty SA (0QSH <br> LI)<br>| 2700 | &nbsp;&nbsp; 91730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fnac Darty SA (FNAC <br> FP)<br>| 8241 | &nbsp;&nbsp; 278974 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gaztransport Et <br> Technigaz SA<br>| 16426 | &nbsp;&nbsp; $3089490 |
|  | Getlink SE | 8518 | &nbsp;&nbsp; 154482 |
|  | GL Events SACA | 9927 | &nbsp;&nbsp; 342327 |
|  | Groupe Crit SA | 2527 | &nbsp;&nbsp; 179898 |
| \* | Guerbet | 5789 | &nbsp;&nbsp; 138325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hermes International <br> SCA<br>| 2821 | &nbsp;&nbsp; 6898721 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ID Logistics Group <br> SACA<br>| 2241 | &nbsp;&nbsp; 1124971 |
|  | Imerys SA | 14166 | &nbsp;&nbsp; 348745 |
| # | Infotel SA | 2228 | &nbsp;&nbsp; 101888 |
|  | Interparfums SA | 3347 | &nbsp;&nbsp; 122904 |
|  | Ipsen SA | 13284 | &nbsp;&nbsp; 1565282 |
|  | IPSOS SA | 38098 | &nbsp;&nbsp; 1710689 |
| # | Jacquet Metals SACA | 5412 | &nbsp;&nbsp; 138775 |
|  | JCDecaux SE | 48441 | &nbsp;&nbsp; 796402 |
|  | Kaufman & Broad SA | 12179 | &nbsp;&nbsp; 433919 |
|  | Laurent-Perrier | 1921 | &nbsp;&nbsp; 207723 |
|  | Lectra | 1098 | &nbsp;&nbsp; 30542 |
|  | Legrand SA | 10936 | &nbsp;&nbsp; 1615321 |
| # | Linedata Services | 862 | &nbsp;&nbsp; 66793 |
|  | LISI SA | 9353 | &nbsp;&nbsp; 505528 |
|  | LNA Sante SA | 5091 | &nbsp;&nbsp; 165521 |
|  | L'Oreal SA | 3263 | &nbsp;&nbsp; 1443822 |
|  | Louis Hachette Group | 7100 | &nbsp;&nbsp; 13230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy <br> Louis Vuitton SE<br>| 1185 | &nbsp;&nbsp; 636122 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Maisons du Monde <br> SA<br>| 9594 | &nbsp;&nbsp; 24187 |
| # | Manitou BF SA | 11191 | &nbsp;&nbsp; 246891 |
| # | Mersen SA | 18638 | &nbsp;&nbsp; 510414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metropole Television <br> SA<br>| 26704 | &nbsp;&nbsp; 390077 |
|  | Nexans SA | 13265 | &nbsp;&nbsp; 1906450 |
| \* | Nexity SA | 15443 | &nbsp;&nbsp; 201225 |
|  | NRJ Group | 18897 | &nbsp;&nbsp; 156894 |
|  | Oeneo SA | 12484 | &nbsp;&nbsp; 135875 |
|  | Opmobility | 62816 | &nbsp;&nbsp; 961825 |
|  | Orange SA (ORA FP) | 1286762 | &nbsp;&nbsp; 19573016 |
| \* | OVH Groupe SA | 4023 | &nbsp;&nbsp; 48413 |
|  | Pluxee NV | 17797 | &nbsp;&nbsp; 360893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Publicis Groupe SA <br> (PUB FP)<br>| 27802 | &nbsp;&nbsp; 2540594 |
|  | Quadient SA | 18572 | &nbsp;&nbsp; 341393 |
|  | Renault SA | 66581 | &nbsp;&nbsp; 2463549 |
|  | Rexel SA | 244826 | &nbsp;&nbsp; 7399726 |
|  | Robertet SA | 158 | &nbsp;&nbsp; 148832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SA d'Explosifs et de <br> Produits Chimiques<br>| 82 | &nbsp;&nbsp; 18337 |
|  | Safran SA | 20936 | &nbsp;&nbsp; 6903671 |
|  | Samse SACA | 314 | &nbsp;&nbsp; 53548 |
|  | Sanofi SA (SAN FP) | 27247 | &nbsp;&nbsp; 2445980 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sartorius Stedim <br> Biotech<br>| 436 | &nbsp;&nbsp; 87126 |
|  | Savencia SA | 3513 | &nbsp;&nbsp; 260503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schneider Electric SE <br> (0NWV LI)<br>| 1883 | &nbsp;&nbsp; 488952 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schneider Electric SE <br> (SU FP)<br>| 11379 | &nbsp;&nbsp; $2944808 |
|  | SCOR SE | 88897 | &nbsp;&nbsp; 2896002 |
|  | SEB SA | 11656 | &nbsp;&nbsp; 851439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seche Environnement <br> SACA<br>| 4299 | &nbsp;&nbsp; 499445 |
|  | SES SA | 294899 | &nbsp;&nbsp; 2027931 |
| #\*Ω | SMCP SA | 12452 | &nbsp;&nbsp; 71785 |
|  | Societe BIC SA | 20291 | &nbsp;&nbsp; 1233756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Societe des Bains de <br> Mer et du Cercle <br> des Etrangers a <br> Monaco<br>| 536 | &nbsp;&nbsp; 63505 |
|  | Societe Generale SA | 86638 | &nbsp;&nbsp; 5529974 |
|  | Societe LDC SADIR | 3690 | &nbsp;&nbsp; 389605 |
|  | Sodexo SA | 26406 | &nbsp;&nbsp; 1570456 |
| \* | SOITEC | 401 | &nbsp;&nbsp; 17358 |
|  | Sopra Steria Group | 11331 | &nbsp;&nbsp; 2441565 |
|  | SPIE SA | 81284 | &nbsp;&nbsp; 4783674 |
| # | Stef SA | 4178 | &nbsp;&nbsp; 630414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STMicroelectronics <br> NV (STM FP)<br>| 33324 | &nbsp;&nbsp; 846894 |
|  | Sword Group | 4261 | &nbsp;&nbsp; 176476 |
|  | Synergie SE | 7052 | &nbsp;&nbsp; 276697 |
|  | Technip Energies NV | 112128 | &nbsp;&nbsp; 4841838 |
|  | Teleperformance SE | 37301 | &nbsp;&nbsp; 3636516 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Television Francaise 1 <br> SA<br>| 56283 | &nbsp;&nbsp; 538148 |
|  | Thales SA | 10190 | &nbsp;&nbsp; 2741045 |
|  | Thermador Groupe | 3866 | &nbsp;&nbsp; 360849 |
| # | Tikehau Capital SCA | 11998 | &nbsp;&nbsp; 267721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TotalEnergies SE <br> (TTE FP)<br>| 378407 | &nbsp;&nbsp; 22502148 |
| # | Trigano SA | 10716 | &nbsp;&nbsp; 1827451 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ubisoft Entertainment <br> SA<br>| 18626 | &nbsp;&nbsp; 196439 |
|  | Valeo SE | 147948 | &nbsp;&nbsp; 1609595 |
| # | Vallourec SACA | 192412 | &nbsp;&nbsp; 3596002 |
| Ω | Verallia SA | 41833 | &nbsp;&nbsp; 1345933 |
|  | Vetoquinol SA | 2062 | &nbsp;&nbsp; 181354 |
|  | Vicat SACA | 12948 | &nbsp;&nbsp; 838561 |
|  | VIEL & Cie SA | 16841 | &nbsp;&nbsp; 301553 |
|  | Vinci SA | 41979 | &nbsp;&nbsp; 5831251 |
|  | Virbac SACA | 1818 | &nbsp;&nbsp; 719968 |
| #\* | Viridien | 8923 | &nbsp;&nbsp; 593432 |
|  | Vivendi SE | 161833 | &nbsp;&nbsp; 613478 |
| # | Wavestone | 2176 | &nbsp;&nbsp; 143972 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; X-Fab Silicon <br> Foundries SE<br>| 16404 | &nbsp;&nbsp; 119336 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp; 254862239 |
| GERMANY — (8.6%) | GERMANY — (8.6%) | GERMANY — (8.6%) | GERMANY — (8.6%) |
|  | 1&1 AG | 33655 | &nbsp;&nbsp; 707510 |
|  | Adesso SE | 892 | &nbsp;&nbsp; 82417 |
|  | adidas AG | 40742 | &nbsp;&nbsp; 7786971 |
|  | All for One Group SE | 1327 | &nbsp;&nbsp; 74032 |
|  | Allgeier SE | 6635 | &nbsp;&nbsp; 141374 |
|  | Allianz SE (ALV GR) | 9813 | &nbsp;&nbsp; 3877878 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | AlzChem Group AG | 5513 | &nbsp;&nbsp; $933198 |
| # | Amadeus Fire AG | 2182 | &nbsp;&nbsp; 166593 |
|  | Atoss Software SE | 5327 | &nbsp;&nbsp; 714520 |
| Ω | Aumann AG | 4755 | &nbsp;&nbsp; 64697 |
| # | Aurubis AG | 25680 | &nbsp;&nbsp; 2561440 |
|  | BASF SE | 325719 | &nbsp;&nbsp; 15963285 |
| \* | Basler AG | 4706 | &nbsp;&nbsp; 61909 |
|  | Bayer AG | 491636 | &nbsp;&nbsp; 15290726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bayerische Motoren <br> Werke AG<br>| 34821 | &nbsp;&nbsp; 3313266 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; BayWa AG (BYW6 <br> GR)<br>| 7493 | &nbsp;&nbsp; 83122 |
|  | Bechtle AG | 41971 | &nbsp;&nbsp; 1821702 |
| Ω | Befesa SA | 14107 | &nbsp;&nbsp; 423011 |
|  | Beiersdorf AG | 5054 | &nbsp;&nbsp; 628021 |
|  | Bertrandt AG | 2782 | &nbsp;&nbsp; 61340 |
|  | Bijou Brigitte AG | 5189 | &nbsp;&nbsp; 227389 |
| \* | Bike24 Holding AG | 2531 | &nbsp;&nbsp; 8350 |
|  | Bilfinger SE | 19633 | &nbsp;&nbsp; 2112222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Borussia Dortmund <br> GmbH & Co. KGaA<br>| 92191 | &nbsp;&nbsp; 384204 |
|  | Brenntag SE | 83398 | &nbsp;&nbsp; 5173938 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Brockhaus <br> Technologies AG<br>| 2050 | &nbsp;&nbsp; 30651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CANCOM SE (COK <br> GR)<br>| 20513 | &nbsp;&nbsp; 600924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carl Zeiss Meditec <br> AG<br>| 309 | &nbsp;&nbsp; 17039 |
| \* | Ceconomy AG | 104282 | &nbsp;&nbsp; 526909 |
|  | CENIT AG | 5167 | &nbsp;&nbsp; 44835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cewe Stiftung & Co. <br> KGaA<br>| 6588 | &nbsp;&nbsp; 754461 |
|  | Commerzbank AG | 306138 | &nbsp;&nbsp; 11163565 |
|  | Continental AG | 43559 | &nbsp;&nbsp; 3720399 |
| \* | Covestro AG | 12695 | &nbsp;&nbsp; 860354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTS Eventim AG & <br> Co. KGaA<br>| 27901 | &nbsp;&nbsp; 3150703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck Holding <br> AG<br>| 218320 | &nbsp;&nbsp; 10620233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dermapharm Holding <br> SE<br>| 9637 | &nbsp;&nbsp; 369078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Bank AG <br> (DB US)<br>| 251120 | &nbsp;&nbsp; 8281938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Bank AG <br> (DBK GR)<br>| 18884 | &nbsp;&nbsp; 621973 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Beteiligungs <br> AG<br>| 9791 | &nbsp;&nbsp; 272138 |
|  | Deutsche Boerse AG | 65241 | &nbsp;&nbsp; 18879912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Lufthansa <br> AG<br>| 366551 | &nbsp;&nbsp; 3143113 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche <br> Pfandbriefbank AG<br>| 26208 | &nbsp;&nbsp; 163164 |
|  | Deutsche Post AG | 339804 | &nbsp;&nbsp; 15225158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Telekom AG <br> (DTE GR)<br>| 713773 | &nbsp;&nbsp; 25600109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Telekom AG <br> (DTEGY US), <br> Sponsored ADR<br>| 5867 | &nbsp;&nbsp; 210156 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | Deutz AG | 81056 | &nbsp;&nbsp; $710816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Draegerwerk AG & <br> Co. KGaA<br>| 2155 | &nbsp;&nbsp; 144991 |
|  | Duerr AG | 71144 | &nbsp;&nbsp; 1828591 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; DWS Group GmbH & <br> Co. KGaA<br>| 26592 | &nbsp;&nbsp; 1592435 |
|  | E.ON SE | 482173 | &nbsp;&nbsp; 8796394 |
|  | Eckert & Ziegler SE | 7930 | &nbsp;&nbsp; 603260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elmos Semiconductor <br> SE<br>| 7963 | &nbsp;&nbsp; 794782 |
|  | ElringKlinger AG | 31526 | &nbsp;&nbsp; 156248 |
|  | Energiekontor AG | 2492 | &nbsp;&nbsp; 140046 |
|  | Evonik Industries AG | 74680 | &nbsp;&nbsp; 1483000 |
|  | Fabasoft AG | 1147 | &nbsp;&nbsp; 21527 |
|  | Fielmann Group AG | 10288 | &nbsp;&nbsp; 651871 |
|  | flatexDEGIRO AG | 117214 | &nbsp;&nbsp; 3542588 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Fraport AG Frankfurt <br> Airport Services <br> Worldwide<br>| 26991 | &nbsp;&nbsp; 2008560 |
|  | Freenet AG | 117942 | &nbsp;&nbsp; 3825194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fresenius Medical <br> Care AG (FME GR)<br>| 50967 | &nbsp;&nbsp; 2585118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fresenius SE & Co. <br> KGaA<br>| 41103 | &nbsp;&nbsp; 1961872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Friedrich Vorwerk <br> Group SE<br>| 6850 | &nbsp;&nbsp; 665772 |
|  | FUCHS SE | 12719 | &nbsp;&nbsp; 447345 |
|  | GEA Group AG | 75384 | &nbsp;&nbsp; 5414851 |
|  | Gerresheimer AG | 23815 | &nbsp;&nbsp; 1174173 |
|  | Gesco SE | 6186 | &nbsp;&nbsp; 127528 |
|  | GFT Technologies SE | 20390 | &nbsp;&nbsp; 422408 |
| # | Grenke AG | 922 | &nbsp;&nbsp; 18778 |
|  | Hannover Rueck SE | 11492 | &nbsp;&nbsp; 3486022 |
| #Ω | Hapag-Lloyd AG | 3509 | &nbsp;&nbsp; 506496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heidelberg Materials <br> AG<br>| 72839 | &nbsp;&nbsp; 16803556 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Heidelberger <br> Druckmaschinen <br> AG<br>| 189311 | &nbsp;&nbsp; 489775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hella GmbH & Co. <br> KGaA<br>| 1154 | &nbsp;&nbsp; 114375 |
| #\* | HelloFresh SE | 102933 | &nbsp;&nbsp; 1083130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henkel AG & Co. <br> KGaA<br>| 10898 | &nbsp;&nbsp; 774960 |
| # | Hensoldt AG | 21100 | &nbsp;&nbsp; 2312619 |
|  | HOCHTIEF AG | 10531 | &nbsp;&nbsp; 2294634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hornbach Holding AG <br> & Co. KGaA<br>| 14561 | &nbsp;&nbsp; 1712137 |
|  | HUGO BOSS AG | 45036 | &nbsp;&nbsp; 2097465 |
|  | Indus Holding AG | 15032 | &nbsp;&nbsp; 406098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Infineon Technologies <br> AG (IFNNY US), <br> ADR<br>| 25149 | &nbsp;&nbsp; 988859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Infineon Technologies <br> AG (IFX GR)<br>| 238824 | &nbsp;&nbsp; 9381750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Init Innovation in <br> Traffic Systems SE<br>| 4242 | &nbsp;&nbsp; 200001 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Instone Real Estate <br> Group SE<br>| 13203 | &nbsp;&nbsp; $140628 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; IVU Traffic <br> Technologies AG<br>| 6118 | &nbsp;&nbsp; 147023 |
|  | Jenoptik AG | 60670 | &nbsp;&nbsp; 1285722 |
| Ω | JOST Werke SE | 14956 | &nbsp;&nbsp; 880421 |
|  | K&S AG | 87825 | &nbsp;&nbsp; 1328595 |
|  | KION Group AG | 56418 | &nbsp;&nbsp; 3468288 |
|  | Kloeckner & Co. SE | 10732 | &nbsp;&nbsp; 78259 |
|  | Knorr-Bremse AG | 24318 | &nbsp;&nbsp; 2427069 |
| \* | Koenig & Bauer AG | 9008 | &nbsp;&nbsp; 145789 |
| # | Kontron AG | 38571 | &nbsp;&nbsp; 1244304 |
|  | Krones AG | 12389 | &nbsp;&nbsp; 1834510 |
|  | KSB SE & Co. KGaA | 83 | &nbsp;&nbsp; 92410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KWS Saat SE & Co. <br> KGaA<br>| 11399 | &nbsp;&nbsp; 811883 |
|  | Lanxess AG | 13226 | &nbsp;&nbsp; 363211 |
|  | Leifheit AG | 5800 | &nbsp;&nbsp; 101075 |
| #\* | MAX Automation SE | 1669 | &nbsp;&nbsp; 11018 |
| \* | Medios AG | 753 | &nbsp;&nbsp; 11024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Group <br> AG<br>| 73853 | &nbsp;&nbsp; 4181575 |
|  | Merck KGaA | 1336 | &nbsp;&nbsp; 166979 |
|  | MLP SE | 69864 | &nbsp;&nbsp; 673175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MTU Aero Engines <br> AG<br>| 10646 | &nbsp;&nbsp; 4592240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Muenchener <br> Rueckversicherungs-Gesellschaft <br> AG in Muenchen<br>| 11913 | &nbsp;&nbsp; 7799091 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mutares SE & Co. <br> KGaA<br>| 16342 | &nbsp;&nbsp; 562995 |
| \* | Nagarro SE | 3616 | &nbsp;&nbsp; 228686 |
|  | Nemetschek SE | 17287 | &nbsp;&nbsp; 2575643 |
| # | Norma Group SE | 10564 | &nbsp;&nbsp; 188037 |
| # | Patrizia SE | 20053 | &nbsp;&nbsp; 178937 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pentixapharm Holding <br> AG<br>| 7772 | &nbsp;&nbsp; 17866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pfeiffer Vacuum <br> Technology AG<br>| 1855 | &nbsp;&nbsp; 329148 |
| # | PNE AG | 1022 | &nbsp;&nbsp; 17623 |
|  | ProCredit Holding AG | 23774 | &nbsp;&nbsp; 246588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ProSiebenSat.1 Media <br> SE<br>| 70381 | &nbsp;&nbsp; 641529 |
|  | Puma SE (PUM GR) | 1990 | &nbsp;&nbsp; 42066 |
| #\* | PVA TePla AG | 13054 | &nbsp;&nbsp; 315599 |
|  | PWO AG | 1001 | &nbsp;&nbsp; 33094 |
| \* | q.beyond AG | 40000 | &nbsp;&nbsp; 43120 |
| # | Qiagen NV | 36664 | &nbsp;&nbsp; 1813126 |
| \* | R Stahl AG | 1041 | &nbsp;&nbsp; 21970 |
|  | Rational AG | 1798 | &nbsp;&nbsp; 1387961 |
|  | Rheinmetall AG | 10704 | &nbsp;&nbsp; 21188526 |
| # | RTL Group SA | 6588 | &nbsp;&nbsp; 259679 |
|  | RWE AG | 48169 | &nbsp;&nbsp; 1976142 |
|  | SAF-Holland SE | 27426 | &nbsp;&nbsp; 494741 |
|  | Salzgitter AG | 6973 | &nbsp;&nbsp; 180797 |
|  | Schaeffler AG | 47886 | &nbsp;&nbsp; 276857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schott Pharma AG & <br> Co. KGaA<br>| 2383 | &nbsp;&nbsp; 64315 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| Ω | Scout24 SE | 4867 | &nbsp;&nbsp; $650434 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Secunet Security <br> Networks AG<br>| 917 | &nbsp;&nbsp; 227965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siemens AG (SIE <br> GR)<br>| 18472 | &nbsp;&nbsp; 4704876 |
| \* | Siemens Energy AG | 12852 | &nbsp;&nbsp; 1487987 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Siemens Healthineers <br> AG<br>| 11955 | &nbsp;&nbsp; 643928 |
| # | Siltronic AG | 4539 | &nbsp;&nbsp; 196249 |
|  | Sixt SE | 6786 | &nbsp;&nbsp; 703650 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; SMA Solar Technology <br> AG<br>| 15233 | &nbsp;&nbsp; 348695 |
|  | Stabilus SE | 10024 | &nbsp;&nbsp; 287356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stroeer SE & Co. <br> KGaA<br>| 14983 | &nbsp;&nbsp; 805071 |
| # | Suedzucker AG | 59754 | &nbsp;&nbsp; 684279 |
|  | SUSS MicroTec SE | 18932 | &nbsp;&nbsp; 686278 |
|  | Symrise AG | 10273 | &nbsp;&nbsp; 931219 |
|  | Takkt AG | 18769 | &nbsp;&nbsp; 115214 |
| \* | Talanx AG | 24927 | &nbsp;&nbsp; 3304000 |
| \*Ω | TeamViewer SE | 96732 | &nbsp;&nbsp; 989272 |
|  | Technotrans SE | 3475 | &nbsp;&nbsp; 96655 |
|  | thyssenkrupp AG | 280860 | &nbsp;&nbsp; 3250997 |
| \* | TUI AG | 134400 | &nbsp;&nbsp; 1212563 |
|  | United Internet AG | 61043 | &nbsp;&nbsp; 1749674 |
| # | Verbio SE | 15266 | &nbsp;&nbsp; 197810 |
|  | Volkswagen AG | 7991 | &nbsp;&nbsp; 852193 |
|  | Vossloh AG | 15168 | &nbsp;&nbsp; 1487642 |
| # | Wacker Chemie AG | 6672 | &nbsp;&nbsp; 496603 |
|  | Wacker Neuson SE | 18945 | &nbsp;&nbsp; 495598 |
|  | Washtec AG | 5838 | &nbsp;&nbsp; 267218 |
| \* | Westwing Group SE | 1744 | &nbsp;&nbsp; 18245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuestenrot & <br> Wuerttembergische <br> AG<br>| 14659 | &nbsp;&nbsp; 234598 |
| \*Ω | Zalando SE | 11238 | &nbsp;&nbsp; 327678 |
|  | Zeal Network SE | 1813 | &nbsp;&nbsp; 99676 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 341112909 |
| HONG KONG — (1.4%) | HONG KONG — (1.4%) | HONG KONG — (1.4%) | HONG KONG — (1.4%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aceso Life Science <br> Group Ltd.<br>| 473933 | &nbsp;&nbsp; 1196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aeon Credit Service <br> Asia Co. Ltd.<br>| 74000 | &nbsp;&nbsp; 69276 |
|  | AIA Group Ltd. | 483800 | &nbsp;&nbsp; 4511031 |
| \* | Allied Group Ltd. | 236000 | &nbsp;&nbsp; 50055 |
|  | APAC Resources Ltd. | 230903 | &nbsp;&nbsp; 38676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Financial <br> Holdings Ltd.<br>| 136000 | &nbsp;&nbsp; 84715 |
|  | ASMPT Ltd. | 29000 | &nbsp;&nbsp; 245332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of East Asia <br> Ltd.<br>| 346700 | &nbsp;&nbsp; 535889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BOC Hong Kong <br> Holdings Ltd.<br>| 238000 | &nbsp;&nbsp; 1068681 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bright Smart <br> Securities & <br> Commodities Group <br> Ltd.<br>| 650000 | &nbsp;&nbsp; $1219844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Build King Holdings <br> Ltd.<br>| 240000 | &nbsp;&nbsp; 38697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cafe de Coral <br> Holdings Ltd.<br>| 276000 | &nbsp;&nbsp; 254283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Pacific <br> Airways Ltd.<br>| 814000 | &nbsp;&nbsp; 1209861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chevalier International <br> Holdings Ltd.<br>| 30055 | &nbsp;&nbsp; 15378 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Star <br> Entertainment Ltd.<br>| 1552000 | &nbsp;&nbsp; 476863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chinese Estates <br> Holdings Ltd.<br>| 100500 | &nbsp;&nbsp; 16705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chow Sang Sang <br> Holdings <br> International Ltd.<br>| 325000 | &nbsp;&nbsp; 343293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CITIC Telecom <br> International <br> Holdings Ltd.<br>| 1637000 | &nbsp;&nbsp; 530728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CK Asset Holdings <br> Ltd.<br>| 41152 | &nbsp;&nbsp; 188567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CK Hutchison <br> Holdings Ltd.<br>| 76460 | &nbsp;&nbsp; 497678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CK Infrastructure <br> Holdings Ltd.<br>| 17500 | &nbsp;&nbsp; 123252 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CK Life Sciences <br> International <br> Holdings, Inc.<br>| 258000 | &nbsp;&nbsp; 32715 |
| #†† | Convoy, Inc. | 5166000 | &nbsp;&nbsp; 20598 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Crystal International <br> Group Ltd.<br>| 519000 | &nbsp;&nbsp; 372885 |
| \* | CSC Holdings Ltd. | 4600000 | &nbsp;&nbsp; 18035 |
|  | CTF Services Ltd. | 741830 | &nbsp;&nbsp; 727258 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; CW Group Holdings <br> Ltd.<br>| 443000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dah Sing Banking <br> Group Ltd.<br>| 258595 | &nbsp;&nbsp; 302313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dah Sing Financial <br> Holdings Ltd.<br>| 111066 | &nbsp;&nbsp; 412028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dickson Concepts <br> International Ltd.<br>| 83500 | &nbsp;&nbsp; 56734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dream International <br> Ltd.<br>| 48000 | &nbsp;&nbsp; 83251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagle Nice <br> International <br> Holdings Ltd.<br>| 242000 | &nbsp;&nbsp; 125257 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; EcoGreen <br> International Group <br> Ltd.<br>| 234000 | &nbsp;&nbsp; 10621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emperor Watch & <br> Jewellery Ltd.<br>| 1020000 | &nbsp;&nbsp; 52549 |
| \* | ENM Holdings Ltd. | 324000 | &nbsp;&nbsp; 11131 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fairwood Holdings <br> Ltd.<br>| 55500 | &nbsp;&nbsp; $39176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far East Consortium <br> International Ltd.<br>| 915938 | &nbsp;&nbsp; 91773 |
|  | First Pacific Co. Ltd. | 1837200 | &nbsp;&nbsp; 1445556 |
| #\*Ω | FIT Hon Teng Ltd. | 1215000 | &nbsp;&nbsp; 408976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FSE Lifestyle Services <br> Ltd.<br>| 90000 | &nbsp;&nbsp; 67008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galaxy Entertainment <br> Group Ltd.<br>| 77000 | &nbsp;&nbsp; 375503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Get Nice Holdings <br> Ltd.<br>| 608600 | &nbsp;&nbsp; 11950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Giordano International <br> Ltd.<br>| 1158000 | &nbsp;&nbsp; 219603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Glorious Sun <br> Enterprises Ltd.<br>| 447000 | &nbsp;&nbsp; 75646 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Gold Financial <br> Holdings Ltd.<br>| 204000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Eagle Holdings <br> Ltd.<br>| 125003 | &nbsp;&nbsp; 233951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; G-Resources Group <br> Ltd.<br>| 229930 | &nbsp;&nbsp; 316019 |
|  | Guoco Group Ltd. | 2000 | &nbsp;&nbsp; 18860 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Guotai Junan <br> International <br> Holdings Ltd.<br>| 2101000 | &nbsp;&nbsp; 1712487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hang Lung Group <br> Ltd.<br>| 362000 | &nbsp;&nbsp; 654003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hang Lung Properties <br> Ltd.<br>| 88254 | &nbsp;&nbsp; 90889 |
|  | Hang Seng Bank Ltd. | 28900 | &nbsp;&nbsp; 420978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harbour Centre <br> Development Ltd.<br>| 53000 | &nbsp;&nbsp; 30098 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Henderson Land <br> Development Co. <br> Ltd.<br>| 88575 | &nbsp;&nbsp; 309948 |
|  | HKBN Ltd. | 322500 | &nbsp;&nbsp; 204863 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HKR International <br> Ltd.<br>| 265188 | &nbsp;&nbsp; 31485 |
|  | HKT Trust & HKT Ltd. | 1262000 | &nbsp;&nbsp; 1987117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong & China <br> Gas Co. Ltd.<br>| 158735 | &nbsp;&nbsp; 141681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong <br> Exchanges & <br> Clearing Ltd.<br>| 74500 | &nbsp;&nbsp; 4031850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong Ferry <br> Holdings Co. Ltd.<br>| 16000 | &nbsp;&nbsp; 9757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong <br> Technology Venture <br> Co. Ltd.<br>| 263659 | &nbsp;&nbsp; 54828 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hongkong & Shanghai <br> Hotels Ltd.<br>| 413220 | &nbsp;&nbsp; 307505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hutchison <br> Telecommunications <br> Hong Kong <br> Holdings Ltd.<br>| 988000 | &nbsp;&nbsp; 135809 |
|  | IGG, Inc. | 553000 | &nbsp;&nbsp; 289618 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Impro Precision <br> Industries Ltd.<br>| 285000 | &nbsp;&nbsp; $109908 |
| \* | IPE Group Ltd. | 305000 | &nbsp;&nbsp; 16779 |
|  | JBM Healthcare Ltd. | 46000 | &nbsp;&nbsp; 17325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Electric <br> Holdings Ltd.<br>| 464085 | &nbsp;&nbsp; 1367827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; K Wah International <br> Holdings Ltd.<br>| 450000 | &nbsp;&nbsp; 124009 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kader Holdings Co. <br> Ltd.<br>| 4000 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Karrie International <br> Holdings Ltd.<br>| 78000 | &nbsp;&nbsp; 9139 |
|  | Kerry Properties Ltd. | 270500 | &nbsp;&nbsp; 722263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KLN Logistics Group <br> Ltd.<br>| 350250 | &nbsp;&nbsp; 368323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kowloon Development <br> Co. Ltd.<br>| 204504 | &nbsp;&nbsp; 83289 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lai Sun Garment <br> International Ltd.<br>| 45334 | &nbsp;&nbsp; 3233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liu Chong Hing <br> Investment Ltd.<br>| 106000 | &nbsp;&nbsp; 60350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luk Fook Holdings <br> International Ltd.<br>| 198000 | &nbsp;&nbsp; 516654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Man Wah Holdings <br> Ltd.<br>| 932000 | &nbsp;&nbsp; 525747 |
| \* | Midland Holdings Ltd. | 86000 | &nbsp;&nbsp; 19353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miramar Hotel & <br> Investment<br>| 144000 | &nbsp;&nbsp; 181791 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Modern Dental Group <br> Ltd.<br>| 345000 | &nbsp;&nbsp; 190804 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mongolian Mining <br> Corp.<br>| 810000 | &nbsp;&nbsp; 811051 |
|  | MTR Corp. Ltd. | 12216 | &nbsp;&nbsp; 43944 |
| \* | NagaCorp Ltd. | 407784 | &nbsp;&nbsp; 214784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nameson Holdings <br> Ltd.<br>| 596000 | &nbsp;&nbsp; 60636 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National United <br> Resources Holdings <br> Ltd.<br>| 35000 | &nbsp;&nbsp; 160 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; New Focus Auto Tech <br> Holdings Ltd.<br>| 1452000 | &nbsp;&nbsp; 9992 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; NewOcean Energy <br> Holdings Ltd.<br>| 788000 | &nbsp;&nbsp; 0 |
| # | Nissin Foods Co. Ltd. | 135000 | &nbsp;&nbsp; 117000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orbusneich Medical <br> Group Holdings <br> Ltd.<br>| 23000 | &nbsp;&nbsp; 15270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Watch <br> Holdings<br>| 432368 | &nbsp;&nbsp; 186345 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oshidori International <br> Holdings Ltd.<br>| 2508000 | &nbsp;&nbsp; 148164 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Basin Shipping <br> Ltd.<br>| 4309000 | &nbsp;&nbsp; 1245110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Textiles <br> Holdings Ltd.<br>| 361000 | &nbsp;&nbsp; 67589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PAX Global <br> Technology Ltd.<br>| 271000 | &nbsp;&nbsp; 234760 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PC Partner Group <br> Ltd.<br>| 160000 | &nbsp;&nbsp; $150753 |
|  | PCCW Ltd. | 281415 | &nbsp;&nbsp; 201619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Perfect Medical Health <br> Management Ltd.<br>| 120000 | &nbsp;&nbsp; 25068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pico Far East <br> Holdings Ltd.<br>| 798000 | &nbsp;&nbsp; 260019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Plover Bay <br> Technologies Ltd.<br>| 144000 | &nbsp;&nbsp; 121576 |
|  | PRADA SpA | 78000 | &nbsp;&nbsp; 424544 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Public Financial <br> Holdings Ltd.<br>| 166000 | &nbsp;&nbsp; 28769 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Regal Hotels <br> International <br> Holdings Ltd.<br>| 164000 | &nbsp;&nbsp; 11042 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Regina Miracle <br> International <br> Holdings Ltd.<br>| 210000 | &nbsp;&nbsp; 48696 |
| Ω | Samsonite Group SA | 595500 | &nbsp;&nbsp; 1214646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SAS Dragon Holdings <br> Ltd.<br>| 294000 | &nbsp;&nbsp; 175708 |
| # | Shangri-La Asia Ltd. | 633666 | &nbsp;&nbsp; 367085 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shun Tak Holdings <br> Ltd.<br>| 813249 | &nbsp;&nbsp; 68447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singamas Container <br> Holdings Ltd.<br>| 944000 | &nbsp;&nbsp; 82738 |
|  | Sino Land Co. Ltd. | 384451 | &nbsp;&nbsp; 443156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SITC International <br> Holdings Co. Ltd.<br>| 793000 | &nbsp;&nbsp; 2563977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SmarTone <br> Telecommunications <br> Holdings Ltd.<br>| 349166 | &nbsp;&nbsp; 204321 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Solomon Systech <br> International Ltd.<br>| 604000 | &nbsp;&nbsp; 35118 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Soundwill Holdings <br> Ltd.<br>| 69000 | &nbsp;&nbsp; 54282 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; South China Holdings <br> Co. Ltd.<br>| 880000 | &nbsp;&nbsp; 3801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stella International <br> Holdings Ltd.<br>| 465500 | &nbsp;&nbsp; 924502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Hung Kai & Co. <br> Ltd.<br>| 472341 | &nbsp;&nbsp; 212771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Hung Kai <br> Properties Ltd.<br>| 31282 | &nbsp;&nbsp; 371551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SUNeVision Holdings <br> Ltd.<br>| 581000 | &nbsp;&nbsp; 573471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swire Pacific Ltd. (19 <br> HK), Class A<br>| 120000 | &nbsp;&nbsp; 1084720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swire Pacific Ltd. (87 <br> HK), Class B<br>| 157500 | &nbsp;&nbsp; 247441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TAI Cheung Holdings <br> Ltd.<br>| 47000 | &nbsp;&nbsp; 19993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tai Hing Group <br> Holdings Ltd.<br>| 194000 | &nbsp;&nbsp; 23424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Techtronic Industries <br> Co. Ltd.<br>| 111000 | &nbsp;&nbsp; 1327299 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texhong International <br> Group Ltd.<br>| 279000 | &nbsp;&nbsp; $168952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texwinca Holdings <br> Ltd.<br>| 378000 | &nbsp;&nbsp; 41850 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Theme International <br> Holdings Ltd.<br>| 870000 | &nbsp;&nbsp; 93106 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tongda Group <br> Holdings Ltd.<br>| 2870000 | &nbsp;&nbsp; 42657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Town Health <br> International <br> Medical Group Ltd.<br>| 1171899 | &nbsp;&nbsp; 41075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tradelink Electronic <br> Commerce Ltd.<br>| 162000 | &nbsp;&nbsp; 19776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transport International <br> Holdings Ltd.<br>| 61878 | &nbsp;&nbsp; 70920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Laboratories <br> International <br> Holdings Ltd.<br>| 1027000 | &nbsp;&nbsp; 1925165 |
| \*†† | Untrade.Genting | 436000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Value Partners Group <br> Ltd.<br>| 250000 | &nbsp;&nbsp; 68002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vitasoy International <br> Holdings Ltd.<br>| 390000 | &nbsp;&nbsp; 455307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VSTECS Holdings <br> Ltd.<br>| 745200 | &nbsp;&nbsp; 862430 |
|  | VTech Holdings Ltd. | 83000 | &nbsp;&nbsp; 615027 |
| Ω | WH Group Ltd. | 2112568 | &nbsp;&nbsp; 2114972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wing On Co. <br> International Ltd.<br>| 30000 | &nbsp;&nbsp; 48485 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xingye Alloy Materials <br> Group Ltd.<br>| 121000 | &nbsp;&nbsp; 15558 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Xinyi Glass Holdings <br> Ltd.<br>| 1118219 | &nbsp;&nbsp; 1152648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yue Yuen Industrial <br> Holdings Ltd.<br>| 522000 | &nbsp;&nbsp; 816444 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | &nbsp;&nbsp; 54756965 |
| IRELAND — (0.6%) | IRELAND — (0.6%) | IRELAND — (0.6%) | IRELAND — (0.6%) |
|  | AIB Group PLC | 702702 | &nbsp;&nbsp; 5543370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Ireland Group <br> PLC<br>| 586082 | &nbsp;&nbsp; 7859337 |
|  | Cairn Homes PLC | 503745 | &nbsp;&nbsp; 1250271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dalata Hotel Group <br> PLC<br>| 164527 | &nbsp;&nbsp; 1196224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FBD Holdings PLC <br> (FBD ID)<br>| 18953 | &nbsp;&nbsp; 302112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Glanbia PLC (GLB <br> ID)<br>| 122937 | &nbsp;&nbsp; 1786260 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Glenveagh Properties <br> PLC<br>| 406308 | &nbsp;&nbsp; 866600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Irish Continental <br> Group PLC (IR5B <br> ID)<br>| 94874 | &nbsp;&nbsp; 598388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kerry Group PLC <br> (KYGA ID), Class A<br>| 1235 | &nbsp;&nbsp; 114077 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| IRELAND — (Continued) | IRELAND — (Continued) | IRELAND — (Continued) | IRELAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingspan Group PLC <br> (KSP ID)<br>| 31657 | &nbsp;&nbsp; $2627274 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Permanent TSB <br> Group Holdings <br> PLC<br>| 44764 | &nbsp;&nbsp; 106266 |
| TOTAL IRELAND | TOTAL IRELAND |  | &nbsp;&nbsp; 22250179 |
| ISRAEL — (1.1%) | ISRAEL — (1.1%) | ISRAEL — (1.1%) | ISRAEL — (1.1%) |
| \* | AFI Properties Ltd. | 2858 | &nbsp;&nbsp; 172996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alrov Properties & <br> Lodgings Ltd.<br>| 3510 | &nbsp;&nbsp; 261244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Altshuler Shaham <br> Finance Ltd.<br>| 26346 | &nbsp;&nbsp; 47802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amos Luzon <br> Development & <br> Energy Group Ltd.<br>| 28031 | &nbsp;&nbsp; 25290 |
|  | Arad Ltd. | 8947 | &nbsp;&nbsp; 136491 |
| \* | Ashdod Refinery Ltd. | 2855 | &nbsp;&nbsp; 49096 |
|  | Ashtrom Group Ltd. | 6397 | &nbsp;&nbsp; 133311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AudioCodes Ltd. <br> (AUDC US)<br>| 5277 | &nbsp;&nbsp; 52876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Automatic Bank <br> Services Ltd.<br>| 11018 | &nbsp;&nbsp; 69958 |
|  | Ayalon Holdings Ltd. | 5103 | &nbsp;&nbsp; 87151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Azorim-Investment <br> Development & <br> Construction Co. <br> Ltd.<br>| 22180 | &nbsp;&nbsp; 143491 |
|  | Azrieli Group Ltd. | 201 | &nbsp;&nbsp; 19748 |
|  | Bank Hapoalim BM | 99621 | &nbsp;&nbsp; 1868200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Leumi Le-Israel <br> BM<br>| 199102 | &nbsp;&nbsp; 3683143 |
| # | Baran Group Ltd. | 3482 | &nbsp;&nbsp; 16692 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bet Shemesh Engines <br> Holdings 1997 Ltd.<br>| 3699 | &nbsp;&nbsp; 701523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bezeq The Israeli <br> Telecommunication <br> Corp. Ltd.<br>| 347782 | &nbsp;&nbsp; 646944 |
|  | Carasso Motors Ltd. | 31251 | &nbsp;&nbsp; 368750 |
|  | Castro Model Ltd. | 588 | &nbsp;&nbsp; 25454 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cellcom Israel Ltd. <br> (CEL IT)<br>| 31987 | &nbsp;&nbsp; 289120 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cellcom Israel Ltd. <br> (CELJF US)<br>| 44794 | &nbsp;&nbsp; 399115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clal Insurance <br> Enterprises <br> Holdings Ltd.<br>| 46879 | &nbsp;&nbsp; 2247571 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cohen Development <br> Gas & Oil Ltd.<br>| 216 | &nbsp;&nbsp; 13367 |
| \* | Compugen Ltd. | 11330 | &nbsp;&nbsp; 16405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Danel Adir Yeoshua <br> Ltd.<br>| 2820 | &nbsp;&nbsp; 386520 |
|  | Danya Cebus Ltd. | 1721 | &nbsp;&nbsp; 62785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delek Automotive <br> Systems Ltd.<br>| 3815 | &nbsp;&nbsp; 29828 |
|  | Delek Group Ltd. | 5388 | &nbsp;&nbsp; 1094194 |
|  | Delta Galil Ltd. | 7154 | &nbsp;&nbsp; 379613 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Delta Israel Brands <br> Ltd.<br>| 1791 | &nbsp;&nbsp; $46340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diplomat Holdings <br> Ltd.<br>| 7551 | &nbsp;&nbsp; 117679 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Direct Finance of <br> Direct Group 2006 <br> Ltd.<br>| 1414 | &nbsp;&nbsp; 220024 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dor Alon Energy in <br> Israel 1988 Ltd.<br>| 3031 | &nbsp;&nbsp; 119796 |
| # | Duniec Brothers Ltd. | 1023 | &nbsp;&nbsp; 69084 |
| \* | El Al Israel Airlines | 62182 | &nbsp;&nbsp; 251027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electra Consumer <br> Products 1970 Ltd.<br>| 3998 | &nbsp;&nbsp; 158648 |
| # | Electra Ltd. | 512 | &nbsp;&nbsp; 310208 |
| \* | Ellomay Capital Ltd. | 2696 | &nbsp;&nbsp; 49161 |
| \* | Equital Ltd. | 17929 | &nbsp;&nbsp; 777974 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fattal Holdings 1998 <br> Ltd.<br>| 2508 | &nbsp;&nbsp; 451407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First International <br> Bank of Israel Ltd.<br>| 11171 | &nbsp;&nbsp; 775883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FMS Enterprises <br> Migun Ltd.<br>| 2031 | &nbsp;&nbsp; 87098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formula Systems <br> 1985 Ltd. (FORTY <br> IT)<br>| 4452 | &nbsp;&nbsp; 535917 |
|  | Fox Wizel Ltd. | 4361 | &nbsp;&nbsp; 452241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gav-Yam Lands Corp. <br> Ltd.<br>| 8131 | &nbsp;&nbsp; 90754 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gilat Satellite <br> Networks Ltd.<br>| 8091 | &nbsp;&nbsp; 60612 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hagag Group Real <br> Estate <br> Development<br>| 9170 | &nbsp;&nbsp; 57443 |
|  | Hamat Group Ltd. | 5120 | &nbsp;&nbsp; 24380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harel Insurance <br> Investments & <br> Financial Services <br> Ltd.<br>| 90237 | &nbsp;&nbsp; 2720263 |
|  | Hilan Ltd. | 8281 | &nbsp;&nbsp; 676529 |
|  | ICL Group Ltd. | 1654 | &nbsp;&nbsp; 10304 |
|  | IDI Insurance Co. Ltd. | 6733 | &nbsp;&nbsp; 387866 |
| \* | IES Holdings Ltd. | 1407 | &nbsp;&nbsp; 122540 |
|  | Ilex Medical Ltd. | 3223 | &nbsp;&nbsp; 57382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inrom Construction <br> Industries Ltd.<br>| 91982 | &nbsp;&nbsp; 536281 |
|  | Isracard Ltd. | 145660 | &nbsp;&nbsp; 596629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Israel Discount Bank <br> Ltd., Class A<br>| 230839 | &nbsp;&nbsp; 2207636 |
| \* | Israir Group Ltd. | 77586 | &nbsp;&nbsp; 50210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Isras Investment Co. <br> Ltd.<br>| 966 | &nbsp;&nbsp; 262112 |
|  | Issta Ltd. | 5494 | &nbsp;&nbsp; 170760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kamada Ltd. (KMDA <br> IT)<br>| 8369 | &nbsp;&nbsp; 62435 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kamada Ltd. (KMDA <br> US)<br>| 5031 | &nbsp;&nbsp; 37179 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kardan Real Estate <br> Enterprise & <br> Development Ltd.<br>| 24161 | &nbsp;&nbsp; $43668 |
|  | Kenon Holdings Ltd. | 1132 | &nbsp;&nbsp; 53844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Land Development <br> Nimrodi Group Ltd.<br>| 4982 | &nbsp;&nbsp; 52864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; M Yochananof & Sons <br> Ltd.<br>| 2321 | &nbsp;&nbsp; 214082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magic Software <br> Enterprises Ltd. <br> (MGIC IT)<br>| 15105 | &nbsp;&nbsp; 316954 |
| \* | Malam - Team Ltd. | 4820 | &nbsp;&nbsp; 162761 |
|  | Matrix IT Ltd. | 9607 | &nbsp;&nbsp; 353117 |
|  | Max Stock Ltd. | 45083 | &nbsp;&nbsp; 240097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mediterranean Towers <br> Ltd.<br>| 69153 | &nbsp;&nbsp; 249866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meitav Investment <br> House Ltd.<br>| 36615 | &nbsp;&nbsp; 913608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MENIF - Financial <br> Services Ltd.<br>| 17757 | &nbsp;&nbsp; 116006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Menora Mivtachim <br> Holdings Ltd.<br>| 20160 | &nbsp;&nbsp; 1752507 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Meshek Energy <br> Renewable <br> Energies Ltd.<br>| 71331 | &nbsp;&nbsp; 93197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meshulam Levinstein <br> Contracting & <br> Engineering Ltd.<br>| 1121 | &nbsp;&nbsp; 164313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Migdal Insurance & <br> Financial Holdings <br> Ltd.<br>| 202108 | &nbsp;&nbsp; 616804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mivtach Shamir <br> Holdings Ltd.<br>| 1785 | &nbsp;&nbsp; 145178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mizrahi Tefahot Bank <br> Ltd.<br>| 11602 | &nbsp;&nbsp; 716707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Naphtha Israel <br> Petroleum Corp. <br> Ltd.<br>| 10721 | &nbsp;&nbsp; 82808 |
|  | Nawi Group Ltd. | 13598 | &nbsp;&nbsp; 237557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neto Malinda Trading <br> Ltd.<br>| 2521 | &nbsp;&nbsp; 105526 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Neto ME Holdings <br> Ltd.<br>| 867 | &nbsp;&nbsp; 52976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Next Vision Stabilized <br> Systems Ltd.<br>| 23238 | &nbsp;&nbsp; 952445 |
| \* | Nova Ltd. (NVMI IT) | 194 | &nbsp;&nbsp; 51734 |
|  | Novolog Ltd. | 64919 | &nbsp;&nbsp; 26539 |
|  | Oil Refineries Ltd. | 1793500 | &nbsp;&nbsp; 469182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; One Software <br> Technologies Ltd.<br>| 15311 | &nbsp;&nbsp; 395582 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Palram Industries <br> 1990 Ltd.<br>| 11175 | &nbsp;&nbsp; 243542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Partner <br> Communications <br> Co. Ltd.<br>| 97735 | &nbsp;&nbsp; 900090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paz Retail & Energy <br> Ltd.<br>| 7318 | &nbsp;&nbsp; 1353102 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
| \* | Perion Network Ltd. | 11175 | &nbsp;&nbsp; $121166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phoenix Financial <br> Ltd.<br>| 52640 | &nbsp;&nbsp; 1793607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Plasson Industries <br> Ltd.<br>| 1085 | &nbsp;&nbsp; 65316 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Polyram Plastic <br> Industries Ltd.<br>| 24917 | &nbsp;&nbsp; 80757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prashkovsky <br> Investments & <br> Construction Ltd.<br>| 178 | &nbsp;&nbsp; 6825 |
| \* | Priortech Ltd. | 264 | &nbsp;&nbsp; 14986 |
|  | Qualitau Ltd. | 1674 | &nbsp;&nbsp; 210299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rami Levy Chain <br> Stores Hashikma <br> Marketing 2006 <br> Ltd.<br>| 4030 | &nbsp;&nbsp; 375892 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rani Zim Shopping <br> Centers Ltd.<br>| 41874 | &nbsp;&nbsp; 62077 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Rapac Communication <br> & Infrastructure <br> Ltd.<br>| 788 | &nbsp;&nbsp; 11587 |
|  | Retailors Ltd. | 4258 | &nbsp;&nbsp; 88586 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Scope Metals Group <br> Ltd.<br>| 5426 | &nbsp;&nbsp; 242190 |
|  | Shufersal Ltd. | 67433 | &nbsp;&nbsp; 815250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Summit Real Estate <br> Holdings Ltd.<br>| 27308 | &nbsp;&nbsp; 518344 |
|  | Tadiran Group Ltd. | 2028 | &nbsp;&nbsp; 107718 |
| Ω | Tamar Petroleum Ltd. | 12970 | &nbsp;&nbsp; 154957 |
| \* | TAT Technologies Ltd. | 1157 | &nbsp;&nbsp; 41661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tel Aviv Stock <br> Exchange Ltd.<br>| 679 | &nbsp;&nbsp; 12818 |
|  | Telsys Ltd. | 1595 | &nbsp;&nbsp; 100283 |
| \* | Tera Light Ltd. | 18659 | &nbsp;&nbsp; 62426 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Teva Pharmaceutical <br> Industries Ltd. <br> (TEVA US), <br> Sponsored ADR<br>| 114334 | &nbsp;&nbsp; 1766460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tiv Taam Holdings 1 <br> Ltd.<br>| 45138 | &nbsp;&nbsp; 109261 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tower Semiconductor <br> Ltd. (TSEM IT)<br>| 377 | &nbsp;&nbsp; 17493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Victory Supermarket <br> Chain Ltd.<br>| 3715 | &nbsp;&nbsp; 54552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YD More Investments <br> Ltd.<br>| 11785 | &nbsp;&nbsp; 121387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YH Dimri Construction <br> & Development <br> Ltd.<br>| 233 | &nbsp;&nbsp; 25306 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | &nbsp;&nbsp; 44040340 |
| ITALY — (2.8%) | ITALY — (2.8%) | ITALY — (2.8%) | ITALY — (2.8%) |
|  | A2A SpA | 1108978 | &nbsp;&nbsp; 2702303 |
|  | ACEA SpA | 23610 | &nbsp;&nbsp; 523960 |
|  | Amplifon SpA | 41858 | &nbsp;&nbsp; 704634 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arnoldo Mondadori <br> Editore SpA<br>| 109582 | &nbsp;&nbsp; $252270 |
|  | Ascopiave SpA | 28986 | &nbsp;&nbsp; 100121 |
|  | Azimut Holding SpA | 55894 | &nbsp;&nbsp; 1899976 |
|  | Banca Generali SpA | 25451 | &nbsp;&nbsp; 1421496 |
|  | Banca IFIS SpA | 21001 | &nbsp;&nbsp; 581613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banca Mediolanum <br> SpA<br>| 64894 | &nbsp;&nbsp; 1144651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banca Monte dei <br> Paschi di Siena <br> SpA<br>| 459257 | &nbsp;&nbsp; 3909848 |
| \*Ω | Banca Sistema SpA | 21210 | &nbsp;&nbsp; 45470 |
|  | Banco BPM SpA | 508021 | &nbsp;&nbsp; 6478867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco di Desio e della <br> Brianza SpA<br>| 26638 | &nbsp;&nbsp; 227913 |
| \*Ω | BFF Bank SpA | 83739 | &nbsp;&nbsp; 994166 |
| # | Biesse SpA | 1204 | &nbsp;&nbsp; 9815 |
| # | BPER Banca SpA | 1125069 | &nbsp;&nbsp; 11071259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brunello Cucinelli <br> SpA<br>| 17481 | &nbsp;&nbsp; 1960367 |
|  | Buzzi SpA | 17777 | &nbsp;&nbsp; 928337 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cairo Communication <br> SpA<br>| 52260 | &nbsp;&nbsp; 162483 |
| Ω | Carel Industries SpA | 537 | &nbsp;&nbsp; 14587 |
|  | Cembre SpA | 1846 | &nbsp;&nbsp; 125448 |
|  | Cementir Holding NV | 19171 | &nbsp;&nbsp; 284804 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CIR SpA-Compagnie <br> Industriali<br>| 671264 | &nbsp;&nbsp; 517268 |
|  | Credito Emiliano SpA | 87133 | &nbsp;&nbsp; 1320805 |
| #\* | Cy4gate SpA | 1980 | &nbsp;&nbsp; 10903 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; d'Amico International <br> Shipping SA<br>| 58379 | &nbsp;&nbsp; 240584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Danieli & C Officine <br> Meccaniche SpA <br> (DAN IM)<br>| 1271 | &nbsp;&nbsp; 54617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Danieli & C Officine <br> Meccaniche SpA <br> (DANR IM)<br>| 17479 | &nbsp;&nbsp; 568275 |
| \*Ω | doValue SpA | 38588 | &nbsp;&nbsp; 114723 |
| Ω | Enav SpA | 94202 | &nbsp;&nbsp; 413267 |
|  | Enel SpA | 1243802 | &nbsp;&nbsp; 10968198 |
|  | Eni SpA (ENI IM) | 358819 | &nbsp;&nbsp; 6124083 |
| # | Esprinet SpA | 22669 | &nbsp;&nbsp; 107699 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ferrari NV (RACE <br> US)<br>| 2880 | &nbsp;&nbsp; 1276963 |
|  | Fiera Milano SpA | 17420 | &nbsp;&nbsp; 125005 |
|  | Fila SpA | 20287 | &nbsp;&nbsp; 199983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FinecoBank Banca <br> Fineco SpA<br>| 36826 | &nbsp;&nbsp; 784173 |
|  | FNM SpA | 108788 | &nbsp;&nbsp; 50646 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Garofalo Health Care <br> SpA<br>| 8404 | &nbsp;&nbsp; 48073 |
|  | Gefran SpA | 1088 | &nbsp;&nbsp; 13006 |
|  | Generali | 2406 | &nbsp;&nbsp; 89758 |
|  | GPI SpA | 1425 | &nbsp;&nbsp; 25278 |
|  | Hera SpA | 368470 | &nbsp;&nbsp; 1576668 |
| # | IMMSI SpA | 149021 | &nbsp;&nbsp; 86035 |
|  | Intercos SpA | 1239 | &nbsp;&nbsp; 16574 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
|  | Intesa Sanpaolo SpA | 573095 | &nbsp;&nbsp; $3453050 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Italian Sea Group <br> SpA<br>| 4840 | &nbsp;&nbsp; 30239 |
|  | Italmobiliare SpA | 13132 | &nbsp;&nbsp; 422850 |
|  | Iveco Group NV | 188079 | &nbsp;&nbsp; 3887561 |
|  | Maire SpA | 127750 | &nbsp;&nbsp; 1774510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mediobanca Banca di <br> Credito Finanziario <br> SpA<br>| 38559 | &nbsp;&nbsp; 848928 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; MFE-MediaForEurope <br> NV (MFEA IM), <br> Class A<br>| 188127 | &nbsp;&nbsp; 596212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MFE-MediaForEurope <br> NV (MFEB IM), <br> Class B<br>| 61439 | &nbsp;&nbsp; 276100 |
|  | Moltiply Group SpA | 11449 | &nbsp;&nbsp; 565469 |
|  | Moncler SpA | 22835 | &nbsp;&nbsp; 1217850 |
| \* | NewPrinces SpA | 10349 | &nbsp;&nbsp; 269700 |
| Ω | Nexi SpA | 132007 | &nbsp;&nbsp; 753791 |
|  | Orsero SpA | 7084 | &nbsp;&nbsp; 113980 |
| Ω | OVS SpA | 334159 | &nbsp;&nbsp; 1383307 |
|  | Pharmanutra SpA | 1886 | &nbsp;&nbsp; 98753 |
| # | Piaggio & C SpA | 150340 | &nbsp;&nbsp; 324540 |
| Ω | Pirelli & C SpA | 220920 | &nbsp;&nbsp; 1489303 |
| Ω | Poste Italiane SpA | 107568 | &nbsp;&nbsp; 2323997 |
|  | Prysmian SpA | 17495 | &nbsp;&nbsp; 1397210 |
| Ω | RAI Way SpA | 81110 | &nbsp;&nbsp; 541482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Recordati Industria <br> Chimica e <br> Farmaceutica SpA<br>| 15925 | &nbsp;&nbsp; 913357 |
|  | Reply SpA | 5989 | &nbsp;&nbsp; 938080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rizzoli Corriere Della <br> Sera Mediagroup <br> SpA<br>| 134179 | &nbsp;&nbsp; 156850 |
|  | Sabaf SpA | 3230 | &nbsp;&nbsp; 50402 |
| #\* | Safilo Group SpA | 14771 | &nbsp;&nbsp; 18331 |
|  | Saipem SpA | 508900 | &nbsp;&nbsp; 1360305 |
| # | Sanlorenzo SpA | 8992 | &nbsp;&nbsp; 303058 |
|  | Sesa SpA | 4663 | &nbsp;&nbsp; 351133 |
| # | Sogefi SpA | 53791 | &nbsp;&nbsp; 167637 |
|  | SOL SpA | 26480 | &nbsp;&nbsp; 1412936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stellantis NV (STLAM <br> IM)<br>| 247465 | &nbsp;&nbsp; 2183904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tamburi Investment <br> Partners SpA<br>| 41568 | &nbsp;&nbsp; 366050 |
| Ω | Technogym SpA | 59339 | &nbsp;&nbsp; 915556 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Telecom Italia SpA <br> (TIT IM)<br>| 5859160 | &nbsp;&nbsp; 2692474 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Telecom Italia SpA <br> (TITR IM)<br>| 2282854 | &nbsp;&nbsp; 1175616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tenaris SA (TS US), <br> ADR<br>| 3352 | &nbsp;&nbsp; 117119 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TREVI - Finanziaria <br> Industriale SpA<br>| 139449 | &nbsp;&nbsp; 53554 |
|  | TXT e-solutions SpA | 1739 | &nbsp;&nbsp; 66774 |
|  | UniCredit SpA | 147245 | &nbsp;&nbsp; 10833347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unipol Assicurazioni <br> SpA<br>| 171964 | &nbsp;&nbsp; 3449203 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
|  | Webuild SpA | 110227 | &nbsp;&nbsp; $496093 |
|  | Wiit SpA | 3370 | &nbsp;&nbsp; 59988 |
| # | Zignago Vetro SpA | 7004 | &nbsp;&nbsp; 62638 |
| TOTAL ITALY | TOTAL ITALY |  | &nbsp;&nbsp; 110190209 |
| JAPAN — (22.0%) | JAPAN — (22.0%) | JAPAN — (22.0%) | JAPAN — (22.0%) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; &Do Holdings Co. <br> Ltd.<br>| 9100 | &nbsp;&nbsp; 65548 |
|  | 77 Bank Ltd. | 44800 | &nbsp;&nbsp; 1547468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; A&D HOLON Holdings <br> Co. Ltd.<br>| 22300 | &nbsp;&nbsp; 296356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AB & Company Co. <br> Ltd.<br>| 7300 | &nbsp;&nbsp; 46382 |
|  | ABC-Mart, Inc. | 8600 | &nbsp;&nbsp; 160935 |
| # | Achilles Corp. | 9100 | &nbsp;&nbsp; 66799 |
|  | Acom Co. Ltd. | 127800 | &nbsp;&nbsp; 369588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AD Works Group Co. <br> Ltd.<br>| 36760 | &nbsp;&nbsp; 86008 |
| # | Adastria Co. Ltd. | 15460 | &nbsp;&nbsp; 307026 |
|  | ADEKA Corp. | 71300 | &nbsp;&nbsp; 1407126 |
|  | Ad-sol Nissin Corp. | 10200 | &nbsp;&nbsp; 90645 |
|  | Advan Group Co. Ltd. | 13700 | &nbsp;&nbsp; 78706 |
|  | Advantest Corp. | 27500 | &nbsp;&nbsp; 1828725 |
| # | Aeon Co. Ltd. | 147414 | &nbsp;&nbsp; 4708820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aeon Fantasy Co. <br> Ltd.<br>| 5700 | &nbsp;&nbsp; 135523 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AEON Financial <br> Service Co. Ltd.<br>| 38986 | &nbsp;&nbsp; 350582 |
| # | Aeon Hokkaido Corp. | 20200 | &nbsp;&nbsp; 120048 |
|  | Aeon Kyushu Co. Ltd. | 2200 | &nbsp;&nbsp; 43857 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AFC-HD AMS Life <br> Science Co. Ltd.<br>| 10300 | &nbsp;&nbsp; 60506 |
|  | AGC, Inc. | 52100 | &nbsp;&nbsp; 1567932 |
|  | Ahresty Corp. | 32200 | &nbsp;&nbsp; 169959 |
|  | Ai Holdings Corp. | 1500 | &nbsp;&nbsp; 24009 |
|  | Aica Kogyo Co. Ltd. | 17300 | &nbsp;&nbsp; 425974 |
|  | Aichi Corp. | 23700 | &nbsp;&nbsp; 202180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aichi Financial Group, <br> Inc.<br>| 9639 | &nbsp;&nbsp; 172679 |
| # | Aichi Steel Corp. | 59600 | &nbsp;&nbsp; 907107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aichi Tokei Denki Co. <br> Ltd.<br>| 7400 | &nbsp;&nbsp; 117406 |
|  | Aida Engineering Ltd. | 27578 | &nbsp;&nbsp; 166499 |
| # | Aidma Holdings, Inc. | 2900 | &nbsp;&nbsp; 46661 |
|  | Aiful Corp. | 232800 | &nbsp;&nbsp; 687883 |
|  | Ain Holdings, Inc. | 9471 | &nbsp;&nbsp; 364537 |
|  | Aiphone Co. Ltd. | 8300 | &nbsp;&nbsp; 156278 |
|  | Air Water, Inc. | 99200 | &nbsp;&nbsp; 1465452 |
| # | Airman Corp. | 18500 | &nbsp;&nbsp; 251998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Airport Facilities Co. <br> Ltd.<br>| 15000 | &nbsp;&nbsp; 93675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aisan Industry Co. <br> Ltd.<br>| 39500 | &nbsp;&nbsp; 436687 |
|  | Aisin Corp. | 161118 | &nbsp;&nbsp; 2226652 |
| # | AIT Corp. | 5900 | &nbsp;&nbsp; 73065 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Aizawa Securities <br> Group Co. Ltd.<br>| 1900 | &nbsp;&nbsp; 16334 |
|  | Ajinomoto Co., Inc. | 94600 | &nbsp;&nbsp; 2502778 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Akatsuki Corp. | 33600 | &nbsp;&nbsp; $117615 |
|  | Akatsuki, Inc. | 1200 | &nbsp;&nbsp; 23678 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Akebono Brake <br> Industry Co. Ltd.<br>| 107940 | &nbsp;&nbsp; 75480 |
|  | Akita Bank Ltd. | 6400 | &nbsp;&nbsp; 138775 |
|  | Albis Co. Ltd. | 5800 | &nbsp;&nbsp; 127647 |
|  | Alconix Corp. | 20500 | &nbsp;&nbsp; 286814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alfresa Holdings <br> Corp.<br>| 35700 | &nbsp;&nbsp; 518221 |
|  | Alinco, Inc. | 8900 | &nbsp;&nbsp; 61472 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Alleanza Holdings Co. <br> Ltd.<br>| 10700 | &nbsp;&nbsp; 74892 |
|  | Alpen Co. Ltd. | 8400 | &nbsp;&nbsp; 134134 |
| # | Alpha Systems, Inc. | 5400 | &nbsp;&nbsp; 128111 |
|  | Alps Alpine Co. Ltd. | 154915 | &nbsp;&nbsp; 1641215 |
|  | ALSOK Co. Ltd. | 85000 | &nbsp;&nbsp; 592076 |
|  | Altech Corp. | 10820 | &nbsp;&nbsp; 196665 |
|  | Amada Co. Ltd. | 122700 | &nbsp;&nbsp; 1383556 |
|  | Amano Corp. | 19000 | &nbsp;&nbsp; 530171 |
| # | Amuse, Inc. | 3700 | &nbsp;&nbsp; 40013 |
|  | Anabuki Kosan, Inc. | 4600 | &nbsp;&nbsp; 61133 |
|  | Anest Iwata Corp. | 27400 | &nbsp;&nbsp; 284826 |
|  | Anicom Holdings, Inc. | 33600 | &nbsp;&nbsp; 173510 |
|  | Anrakutei Co. Ltd. | 300 | &nbsp;&nbsp; 14608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AOI Electronics Co. <br> Ltd.<br>| 900 | &nbsp;&nbsp; 11843 |
|  | AOKI Holdings, Inc. | 29378 | &nbsp;&nbsp; 333924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aoyama Trading Co. <br> Ltd.<br>| 25281 | &nbsp;&nbsp; 383498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aoyama Zaisan <br> Networks Co. Ltd.<br>| 21200 | &nbsp;&nbsp; 253924 |
|  | Aozora Bank Ltd. | 23616 | &nbsp;&nbsp; 346479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arakawa Chemical <br> Industries Ltd.<br>| 7900 | &nbsp;&nbsp; 58979 |
|  | Arata Corp. | 19766 | &nbsp;&nbsp; 421476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Araya Industrial Co. <br> Ltd.<br>| 3200 | &nbsp;&nbsp; 105999 |
|  | ARCLANDS Corp. | 56048 | &nbsp;&nbsp; 647144 |
|  | Arcs Co. Ltd. | 29696 | &nbsp;&nbsp; 597532 |
|  | ARE Holdings, Inc. | 38900 | &nbsp;&nbsp; 458533 |
|  | Arealink Co. Ltd. | 14854 | &nbsp;&nbsp; 249499 |
| #\* | Arent, Inc. | 1100 | &nbsp;&nbsp; 35618 |
|  | Argo Graphics, Inc. | 12600 | &nbsp;&nbsp; 440559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arisawa <br> Manufacturing Co. <br> Ltd.<br>| 14000 | &nbsp;&nbsp; 143212 |
|  | Art Vivant Co. Ltd. | 1600 | &nbsp;&nbsp; 11103 |
|  | Artience Co. Ltd. | 17400 | &nbsp;&nbsp; 368464 |
|  | Artnature, Inc. | 9400 | &nbsp;&nbsp; 49918 |
|  | As One Corp. | 3800 | &nbsp;&nbsp; 59716 |
| # | Asahi Co. Ltd. | 11244 | &nbsp;&nbsp; 100079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asahi Diamond <br> Industrial Co. Ltd.<br>| 44843 | &nbsp;&nbsp; 221378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asahi Group Holdings <br> Ltd.<br>| 142500 | &nbsp;&nbsp; 1807766 |
|  | Asahi Intecc Co. Ltd. | 12400 | &nbsp;&nbsp; 192970 |
|  | Asahi Kasei Corp. | 362900 | &nbsp;&nbsp; 2524969 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asahi Kogyosha Co. <br> Ltd.<br>| 15600 | &nbsp;&nbsp; $264745 |
|  | Asahi Net, Inc. | 16100 | &nbsp;&nbsp; 72923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asahi Printing Co. <br> Ltd.<br>| 3400 | &nbsp;&nbsp; 20444 |
|  | Asahi Yukizai Corp. | 12400 | &nbsp;&nbsp; 355023 |
|  | Asanuma Corp. | 80000 | &nbsp;&nbsp; 423772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ashimori Industry Co. <br> Ltd.<br>| 5900 | &nbsp;&nbsp; 110551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Pile Holdings <br> Corp.<br>| 32100 | &nbsp;&nbsp; 213197 |
|  | Asics Corp. | 151000 | &nbsp;&nbsp; 3549902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASKA Pharmaceutical <br> Holdings Co. Ltd.<br>| 19500 | &nbsp;&nbsp; 318587 |
|  | ASKUL Corp. | 4800 | &nbsp;&nbsp; 47942 |
|  | Astellas Pharma, Inc. | 417946 | &nbsp;&nbsp; 4333523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astena Holdings Co. <br> Ltd.<br>| 36400 | &nbsp;&nbsp; 118617 |
|  | Aucnet, Inc. | 21600 | &nbsp;&nbsp; 241211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Autobacs Seven Co. <br> Ltd.<br>| 23400 | &nbsp;&nbsp; 228293 |
|  | Avant Group Corp. | 10600 | &nbsp;&nbsp; 106136 |
|  | Avex, Inc. | 13400 | &nbsp;&nbsp; 113372 |
|  | Awa Bank Ltd. | 32497 | &nbsp;&nbsp; 688891 |
|  | Axial Retailing, Inc. | 66144 | &nbsp;&nbsp; 500541 |
|  | Azbil Corp. | 52300 | &nbsp;&nbsp; 488712 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AZ-COM MARUWA <br> Holdings, Inc.<br>| 22101 | &nbsp;&nbsp; 170488 |
|  | AZOOM Co. Ltd. | 800 | &nbsp;&nbsp; 44587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bandai Namco <br> Holdings, Inc.<br>| 36600 | &nbsp;&nbsp; 1183531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bando Chemical <br> Industries Ltd.<br>| 27700 | &nbsp;&nbsp; 329792 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Innovation, <br> Inc.<br>| 600 | &nbsp;&nbsp; 47175 |
|  | Bank of Iwate Ltd. | 4000 | &nbsp;&nbsp; 93253 |
|  | Bank of Nagoya Ltd. | 7801 | &nbsp;&nbsp; 454005 |
|  | Bank of Saga Ltd. | 5571 | &nbsp;&nbsp; 100919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of the Ryukyus <br> Ltd.<br>| 37600 | &nbsp;&nbsp; 306756 |
|  | Base Co. Ltd. | 4800 | &nbsp;&nbsp; 111453 |
| \* | baudroie, Inc. | 2600 | &nbsp;&nbsp; 49268 |
|  | BayCurrent, Inc. | 39200 | &nbsp;&nbsp; 2250866 |
|  | Beauty Garage, Inc. | 4600 | &nbsp;&nbsp; 51881 |
|  | Belc Co. Ltd. | 7400 | &nbsp;&nbsp; 354021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bell System24 <br> Holdings, Inc.<br>| 29500 | &nbsp;&nbsp; 265139 |
|  | Belluna Co. Ltd. | 34579 | &nbsp;&nbsp; 219456 |
|  | Bic Camera, Inc. | 1200 | &nbsp;&nbsp; 12530 |
|  | BIPROGY, Inc. | 20000 | &nbsp;&nbsp; 806502 |
|  | B-Lot Co. Ltd. | 8200 | &nbsp;&nbsp; 79658 |
|  | BML, Inc. | 8492 | &nbsp;&nbsp; 197213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bookoff Group <br> Holdings Ltd.<br>| 9200 | &nbsp;&nbsp; 87252 |
|  | Bourbon Corp. | 5200 | &nbsp;&nbsp; 90533 |
| \*†† | Bourbon Corp. SA | 9346 | &nbsp;&nbsp; 0 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; B-R31 Ice Cream Co. <br> Ltd.<br>| 900 | &nbsp;&nbsp; 24576 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | BrainPad, Inc. | 6300 | &nbsp;&nbsp; $55948 |
|  | Bridgestone Corp. | 48700 | &nbsp;&nbsp; 1969923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brother Industries <br> Ltd.<br>| 121500 | &nbsp;&nbsp; 2067425 |
|  | Buffalo, Inc. | 5900 | &nbsp;&nbsp; 93004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bull-Dog Sauce Co. <br> Ltd.<br>| 1300 | &nbsp;&nbsp; 17579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bunka Shutter Co. <br> Ltd.<br>| 59800 | &nbsp;&nbsp; 1012174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Business Brain <br> Showa-Ota, Inc.<br>| 4900 | &nbsp;&nbsp; 89162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Business Engineering <br> Corp.<br>| 2400 | &nbsp;&nbsp; 81271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C Uyemura & Co. <br> Ltd.<br>| 3400 | &nbsp;&nbsp; 217765 |
|  | CAC Holdings Corp. | 4200 | &nbsp;&nbsp; 56579 |
|  | Calbee, Inc. | 20300 | &nbsp;&nbsp; 372559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canon Electronics, <br> Inc.<br>| 13300 | &nbsp;&nbsp; 224714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canon Marketing <br> Japan, Inc.<br>| 16400 | &nbsp;&nbsp; 592504 |
|  | Canon, Inc. (7751 JP) | 5400 | &nbsp;&nbsp; 153374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canon, Inc. (CAJ US), <br> Sponsored ADR<br>| 19564 | &nbsp;&nbsp; 557378 |
|  | Capcom Co. Ltd. | 40800 | &nbsp;&nbsp; 1038594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Career Design Center <br> Co. Ltd.<br>| 1300 | &nbsp;&nbsp; 16829 |
|  | Careerlink Co. Ltd. | 4300 | &nbsp;&nbsp; 64017 |
| # | Carenet, Inc. | 5500 | &nbsp;&nbsp; 27918 |
| # | Carlit Co. Ltd. | 14100 | &nbsp;&nbsp; 121341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Casio Computer Co. <br> Ltd.<br>| 7600 | &nbsp;&nbsp; 60210 |
|  | Cawachi Ltd. | 9500 | &nbsp;&nbsp; 173691 |
| # | CDS Co. Ltd. | 2600 | &nbsp;&nbsp; 30097 |
|  | Celsys, Inc. | 16443 | &nbsp;&nbsp; 179833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Automotive <br> Products Ltd.<br>| 31800 | &nbsp;&nbsp; 406043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Glass Co. <br> Ltd.<br>| 34000 | &nbsp;&nbsp; 734421 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Central Security <br> Patrols Co. Ltd.<br>| 3000 | &nbsp;&nbsp; 47236 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Central Sports Co. <br> Ltd.<br>| 3000 | &nbsp;&nbsp; 49902 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Change Holdings, <br> Inc.<br>| 22800 | &nbsp;&nbsp; 174417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Charm Care Corp. <br> KK<br>| 14100 | &nbsp;&nbsp; 123573 |
|  | Chiba Bank Ltd.  | 90500 | &nbsp;&nbsp; 843524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chiba Kogyo Bank <br> Ltd.<br>| 35000 | &nbsp;&nbsp; 345576 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chikaranomoto <br> Holdings Co. Ltd.<br>| 6800 | &nbsp;&nbsp; 64647 |
|  | Chino Corp. | 5900 | &nbsp;&nbsp; 93644 |
|  | Chiyoda Co. Ltd. | 16282 | &nbsp;&nbsp; 130024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chiyoda Integre Co. <br> Ltd.<br>| 7600 | &nbsp;&nbsp; 154976 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chofu Seisakusho Co. <br> Ltd.<br>| 9055 | &nbsp;&nbsp; $119986 |
| # | Chori Co. Ltd. | 9300 | &nbsp;&nbsp; 235230 |
| # | Choushimaru Co. Ltd. | 1400 | &nbsp;&nbsp; 14565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chubu Shiryo Co. <br> Ltd.<br>| 16800 | &nbsp;&nbsp; 186598 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chubu Steel Plate Co. <br> Ltd.<br>| 13200 | &nbsp;&nbsp; 190405 |
|  | Chudenko Corp. | 14800 | &nbsp;&nbsp; 359184 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chuetsu Pulp & Paper <br> Co. Ltd.<br>| 13289 | &nbsp;&nbsp; 149535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chugai <br> Pharmaceutical Co. <br> Ltd.<br>| 68900 | &nbsp;&nbsp; 3302854 |
|  | Chugai Ro Co. Ltd. | 4000 | &nbsp;&nbsp; 96844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chugin Financial <br> Group, Inc.<br>| 69500 | &nbsp;&nbsp; 902302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chugoku Marine <br> Paints Ltd.<br>| 39000 | &nbsp;&nbsp; 801074 |
| # | Chuo Spring Co. Ltd. | 11000 | &nbsp;&nbsp; 221253 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chuo Warehouse Co. <br> Ltd.<br>| 6000 | &nbsp;&nbsp; 57232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizen Watch Co. <br> Ltd.<br>| 158100 | &nbsp;&nbsp; 948981 |
|  | CKD Corp. | 25900 | &nbsp;&nbsp; 462399 |
|  | CK-San-Etsu Co. Ltd. | 3500 | &nbsp;&nbsp; 91559 |
|  | Cleanup Corp. | 8300 | &nbsp;&nbsp; 39805 |
|  | CMK Corp. | 33800 | &nbsp;&nbsp; 82284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Bottlers <br> Japan Holdings, <br> Inc.<br>| 27685 | &nbsp;&nbsp; 423313 |
|  | COLOPL, Inc. | 9700 | &nbsp;&nbsp; 33616 |
|  | Colowide Co. Ltd. | 29800 | &nbsp;&nbsp; 384723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Computer Engineering <br> & Consulting Ltd.<br>| 1100 | &nbsp;&nbsp; 16278 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Computer Institute of <br> Japan Ltd.<br>| 12520 | &nbsp;&nbsp; 40995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COMSYS Holdings <br> Corp.<br>| 28459 | &nbsp;&nbsp; 652418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concordia Financial <br> Group Ltd.<br>| 231738 | &nbsp;&nbsp; 1536708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Copro-Holdings Co. <br> Ltd.<br>| 2800 | &nbsp;&nbsp; 39860 |
|  | Core Corp. | 900 | &nbsp;&nbsp; 11477 |
| # | Corona Corp. | 10600 | &nbsp;&nbsp; 66383 |
|  | Cosel Co. Ltd. | 19363 | &nbsp;&nbsp; 149656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cosmo Energy <br> Holdings Co. Ltd.<br>| 76100 | &nbsp;&nbsp; 3377514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cosmos Initia Co. <br> Ltd.<br>| 9500 | &nbsp;&nbsp; 89430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cosmos <br> Pharmaceutical <br> Corp.<br>| 13400 | &nbsp;&nbsp; 832427 |
| # | Cota Co. Ltd. | 989 | &nbsp;&nbsp; 9309 |
| #\* | Cover Corp. | 13700 | &nbsp;&nbsp; 193578 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Create Restaurants <br> Holdings, Inc.<br>| 59800 | &nbsp;&nbsp; 608433 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Create SD Holdings <br> Co. Ltd.<br>| 10200 | &nbsp;&nbsp; $232594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Credit Saison Co. <br> Ltd.<br>| 113500 | &nbsp;&nbsp; 2994530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Creek & River Co. <br> Ltd.<br>| 7800 | &nbsp;&nbsp; 77267 |
|  | Cresco Ltd. | 19800 | &nbsp;&nbsp; 224670 |
|  | CrowdWorks, Inc. | 6400 | &nbsp;&nbsp; 47232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTI Engineering Co. <br> Ltd.<br>| 26000 | &nbsp;&nbsp; 521038 |
|  | CTS Co. Ltd. | 17700 | &nbsp;&nbsp; 102487 |
| \* | CUC, Inc. | 8600 | &nbsp;&nbsp; 66177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Curves Holdings Co. <br> Ltd.<br>| 26700 | &nbsp;&nbsp; 131865 |
|  | CyberAgent, Inc. | 25370 | &nbsp;&nbsp; 254089 |
| #\* | CYBERDYNE, Inc. | 35600 | &nbsp;&nbsp; 43415 |
|  | Cybozu, Inc. | 13800 | &nbsp;&nbsp; 363923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dai Nippon Printing <br> Co. Ltd.<br>| 18000 | &nbsp;&nbsp; 277190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dai Nippon Toryo Co. <br> Ltd.<br>| 16150 | &nbsp;&nbsp; 132858 |
|  | Daicel Corp. | 163800 | &nbsp;&nbsp; 1409019 |
|  | Daido Metal Co. Ltd. | 42806 | &nbsp;&nbsp; 195458 |
|  | Daido Steel Co. Ltd. | 92800 | &nbsp;&nbsp; 714600 |
|  | Daifuku Co. Ltd. | 32000 | &nbsp;&nbsp; 810118 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Daihatsu Infinearth <br> Mfg Co. Ltd.<br>| 29100 | &nbsp;&nbsp; 507585 |
|  | Daiho Corp. | 36500 | &nbsp;&nbsp; 201425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dai-Ichi Cutter Kogyo <br> KK<br>| 5900 | &nbsp;&nbsp; 52379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiichi Jitsugyo Co. <br> Ltd.<br>| 19700 | &nbsp;&nbsp; 333305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiichi Kensetsu <br> Corp.<br>| 1000 | &nbsp;&nbsp; 20459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiichi Kigenso <br> Kagaku-Kogyo Co. <br> Ltd.<br>| 11630 | &nbsp;&nbsp; 52758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dai-ichi Life Holdings, <br> Inc.<br>| 348700 | &nbsp;&nbsp; 2758978 |
|  | Daiichikosho Co. Ltd. | 49600 | &nbsp;&nbsp; 532512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiken Medical Co. <br> Ltd.<br>| 14800 | &nbsp;&nbsp; 43011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiki Aluminium <br> Industry Co. Ltd.<br>| 25600 | &nbsp;&nbsp; 176905 |
|  | Daikin Industries Ltd. | 12100 | &nbsp;&nbsp; 1487765 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Daikoku Denki Co. <br> Ltd.<br>| 7900 | &nbsp;&nbsp; 115899 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Daikokutenbussan Co. <br> Ltd.<br>| 3600 | &nbsp;&nbsp; 170997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daikyonishikawa <br> Corp.<br>| 44516 | &nbsp;&nbsp; 210144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dainichiseika Color & <br> Chemicals <br> Manufacturing Co. <br> Ltd.<br>| 6409 | &nbsp;&nbsp; 143974 |
|  | Daio Paper Corp. | 40700 | &nbsp;&nbsp; 226742 |
|  | Daiseki Co. Ltd. | 17900 | &nbsp;&nbsp; 416728 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daishi Hokuetsu <br> Financial Group, <br> Inc.<br>| 49400 | &nbsp;&nbsp; $1209016 |
|  | Daishinku Corp. | 26100 | &nbsp;&nbsp; 101222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daisue Construction <br> Co. Ltd.<br>| 5500 | &nbsp;&nbsp; 85066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daito Pharmaceutical <br> Co. Ltd.<br>| 19158 | &nbsp;&nbsp; 153114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daito Trust <br> Construction Co. <br> Ltd.<br>| 16900 | &nbsp;&nbsp; 1730182 |
|  | Daitron Co. Ltd. | 10400 | &nbsp;&nbsp; 253506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiwa House Industry <br> Co. Ltd.<br>| 202600 | &nbsp;&nbsp; 6698140 |
|  | Daiwa Industries Ltd. | 30600 | &nbsp;&nbsp; 340143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiwa Securities <br> Group, Inc.<br>| 136500 | &nbsp;&nbsp; 950293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiwabo Holdings Co. <br> Ltd.<br>| 64800 | &nbsp;&nbsp; 1191646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DCM Holdings Co. <br> Ltd.<br>| 95290 | &nbsp;&nbsp; 905936 |
| \* | DD GROUP Co. Ltd. | 7300 | &nbsp;&nbsp; 81552 |
|  | Dear Life Co. Ltd. | 24400 | &nbsp;&nbsp; 206673 |
|  | DeNA Co. Ltd. | 19300 | &nbsp;&nbsp; 300780 |
|  | Denka Co. Ltd. | 33200 | &nbsp;&nbsp; 468131 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Densan System <br> Holdings Co. Ltd.<br>| 6400 | &nbsp;&nbsp; 110405 |
|  | Denso Corp. | 77400 | &nbsp;&nbsp; 1050118 |
|  | Dentsu Group, Inc. | 3800 | &nbsp;&nbsp; 74938 |
|  | Dentsu Soken, Inc. | 8300 | &nbsp;&nbsp; 364562 |
| # | Denyo Co. Ltd. | 11700 | &nbsp;&nbsp; 232087 |
|  | Dexerials Corp. | 93000 | &nbsp;&nbsp; 1344561 |
|  | DIC Corp. | 48569 | &nbsp;&nbsp; 958683 |
|  | Digital Arts, Inc. | 7300 | &nbsp;&nbsp; 385917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Digital Hearts <br> Holdings Co. Ltd.<br>| 3900 | &nbsp;&nbsp; 24775 |
| # | Digital Holdings, Inc. | 7500 | &nbsp;&nbsp; 60714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Digital Information <br> Technologies Corp.<br>| 6700 | &nbsp;&nbsp; 113556 |
| # | Dip Corp. | 5500 | &nbsp;&nbsp; 89026 |
|  | Disco Corp. | 3200 | &nbsp;&nbsp; 945685 |
|  | DKK Co. Ltd. | 5800 | &nbsp;&nbsp; 83689 |
|  | DKS Co. Ltd. | 7153 | &nbsp;&nbsp; 244730 |
|  | DMG Mori Co. Ltd. | 70500 | &nbsp;&nbsp; 1629059 |
|  | Doshisha Co. Ltd. | 19900 | &nbsp;&nbsp; 331949 |
|  | Double Standard, Inc. | 2500 | &nbsp;&nbsp; 26309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Doutor Nichires <br> Holdings Co. Ltd.<br>| 19500 | &nbsp;&nbsp; 323900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dowa Holdings Co. <br> Ltd.<br>| 41400 | &nbsp;&nbsp; 1352008 |
|  | DTS Corp. | 20600 | &nbsp;&nbsp; 683466 |
|  | Duskin Co. Ltd. | 13087 | &nbsp;&nbsp; 345511 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; DyDo Group Holdings, <br> Inc.<br>| 15600 | &nbsp;&nbsp; 275499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagle Industry Co. <br> Ltd.<br>| 21001 | &nbsp;&nbsp; 335830 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; EAT&HOLDINGS Co. <br> Ltd.<br>| 5700 | &nbsp;&nbsp; 78971 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Ebara Corp. | 133000 | &nbsp;&nbsp; $2428690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ebara Foods Industry, <br> Inc.<br>| 5100 | &nbsp;&nbsp; 85617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ebara Jitsugyo Co. <br> Ltd.<br>| 9200 | &nbsp;&nbsp; 237881 |
|  | Ebase Co. Ltd. | 4800 | &nbsp;&nbsp; 16108 |
|  | Eco's Co. Ltd. | 9700 | &nbsp;&nbsp; 158724 |
|  | EDION Corp. | 31000 | &nbsp;&nbsp; 412202 |
|  | eGuarantee, Inc. | 11401 | &nbsp;&nbsp; 112868 |
| # | Ehime Bank Ltd. | 26429 | &nbsp;&nbsp; 189321 |
|  | Eizo Corp. | 22200 | &nbsp;&nbsp; 315865 |
|  | EJ Holdings, Inc. | 11100 | &nbsp;&nbsp; 131849 |
|  | Elan Corp. | 5401 | &nbsp;&nbsp; 30507 |
|  | Elecom Co. Ltd. | 10600 | &nbsp;&nbsp; 137101 |
|  | EM Systems Co. Ltd. | 15300 | &nbsp;&nbsp; 77633 |
|  | en Japan, Inc. | 17800 | &nbsp;&nbsp; 206656 |
|  | Endo Lighting Corp. | 13000 | &nbsp;&nbsp; 205432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ENEOS Holdings, <br> Inc.<br>| 1351570 | &nbsp;&nbsp; 7093894 |
| # | Enplas Corp. | 8400 | &nbsp;&nbsp; 292796 |
|  | ERI Holdings Co. Ltd. | 3400 | &nbsp;&nbsp; 69050 |
|  | ES-Con Japan Ltd. | 30100 | &nbsp;&nbsp; 193726 |
|  | Eslead Corp. | 8700 | &nbsp;&nbsp; 268064 |
|  | ESPEC Corp. | 13900 | &nbsp;&nbsp; 294234 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Eternal Hospitality <br> Group Co. Ltd.<br>| 4500 | &nbsp;&nbsp; 90838 |
|  | eWeLL Co. Ltd. | 900 | &nbsp;&nbsp; 13997 |
|  | Exedy Corp. | 26864 | &nbsp;&nbsp; 843317 |
|  | EXEO Group, Inc. | 115708 | &nbsp;&nbsp; 1519835 |
|  | Ezaki Glico Co. Ltd. | 18200 | &nbsp;&nbsp; 561984 |
|  | F&M Co. Ltd. | 3700 | &nbsp;&nbsp; 67122 |
|  | FaithNetwork Co. Ltd. | 900 | &nbsp;&nbsp; 13807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FALCO HOLDINGS <br> Co. Ltd.<br>| 5000 | &nbsp;&nbsp; 79454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fast Fitness Japan, <br> Inc.<br>| 2500 | &nbsp;&nbsp; 25238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fast Retailing Co. <br> Ltd.<br>| 17800 | &nbsp;&nbsp; 5429529 |
|  | FCC Co. Ltd. | 33055 | &nbsp;&nbsp; 663482 |
|  | Feed One Co. Ltd. | 30848 | &nbsp;&nbsp; 221346 |
|  | Ferrotec Corp. | 41000 | &nbsp;&nbsp; 983361 |
| # | FFRI Security, Inc. | 2500 | &nbsp;&nbsp; 102117 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; FIDEA Holdings Co. <br> Ltd.<br>| 11420 | &nbsp;&nbsp; 115156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Financial Partners <br> Group Co. Ltd.<br>| 27500 | &nbsp;&nbsp; 441531 |
| # | Fintech Global, Inc. | 118000 | &nbsp;&nbsp; 86391 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; First Bank of Toyama <br> Ltd.<br>| 39200 | &nbsp;&nbsp; 280992 |
|  | Fixstars Corp. | 13800 | &nbsp;&nbsp; 185679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FJ Next Holdings Co. <br> Ltd.<br>| 17200 | &nbsp;&nbsp; 138529 |
|  | Focus Systems Corp. | 5600 | &nbsp;&nbsp; 53129 |
|  | Food & Life Cos. Ltd. | 43800 | &nbsp;&nbsp; 2206049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Forum Engineering, <br> Inc.<br>| 14200 | &nbsp;&nbsp; 114591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foster Electric Co. <br> Ltd.<br>| 18240 | &nbsp;&nbsp; 227648 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | FP Corp. | 24703 | &nbsp;&nbsp; $440382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; France Bed Holdings <br> Co. Ltd.<br>| 24800 | &nbsp;&nbsp; 212751 |
| # | Freebit Co. Ltd. | 10200 | &nbsp;&nbsp; 101664 |
|  | FTGroup Co. Ltd. | 6300 | &nbsp;&nbsp; 50317 |
|  | Fudo Tetra Corp. | 11376 | &nbsp;&nbsp; 177886 |
| # | Fuji Co. Ltd. | 28200 | &nbsp;&nbsp; 379430 |
|  | Fuji Corp. (6134 JP) | 32100 | &nbsp;&nbsp; 602388 |
|  | Fuji Corp. Ltd. | 19399 | &nbsp;&nbsp; 88955 |
|  | Fuji Electric Co. Ltd. | 21602 | &nbsp;&nbsp; 1074012 |
|  | Fuji Kosan Co. Ltd. | 4500 | &nbsp;&nbsp; 36568 |
|  | Fuji Kyuko Co. Ltd. | 11700 | &nbsp;&nbsp; 164547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuji Media Holdings, <br> Inc.<br>| 12100 | &nbsp;&nbsp; 285240 |
|  | Fuji Nihon Corp. | 3400 | &nbsp;&nbsp; 24761 |
|  | Fuji Oil Co. Ltd. | 69438 | &nbsp;&nbsp; 620820 |
|  | Fuji Pharma Co. Ltd. | 13500 | &nbsp;&nbsp; 124683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuji Seal International, <br> Inc.<br>| 30172 | &nbsp;&nbsp; 554311 |
|  | Fujibo Holdings, Inc. | 8200 | &nbsp;&nbsp; 323072 |
|  | Fujicco Co. Ltd. | 9285 | &nbsp;&nbsp; 99860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FUJIFILM Holdings <br> Corp.<br>| 36000 | &nbsp;&nbsp; 746720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujikura Composites, <br> Inc.<br>| 18600 | &nbsp;&nbsp; 196254 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fujikura Kasei Co. <br> Ltd.<br>| 14900 | &nbsp;&nbsp; 55548 |
|  | Fujikura Ltd. | 130300 | &nbsp;&nbsp; 8845080 |
|  | Fujishoji Co. Ltd. | 8600 | &nbsp;&nbsp; 60281 |
|  | Fujita Kanko, Inc. | 3600 | &nbsp;&nbsp; 250494 |
|  | Fujitsu Ltd. | 68500 | &nbsp;&nbsp; 1492198 |
|  | Fujiya Co. Ltd. | 3900 | &nbsp;&nbsp; 63866 |
| # | FuKoKu Co. Ltd. | 13100 | &nbsp;&nbsp; 152025 |
|  | Fukuda Corp. | 3700 | &nbsp;&nbsp; 130493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fukuda Denshi Co. <br> Ltd.<br>| 13000 | &nbsp;&nbsp; 605053 |
|  | Fukui Bank Ltd. | 1500 | &nbsp;&nbsp; 18846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fukui Computer <br> Holdings, Inc.<br>| 7500 | &nbsp;&nbsp; 151467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fukuoka Financial <br> Group, Inc.<br>| 36308 | &nbsp;&nbsp; 990011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fukuyama <br> Transporting Co. <br> Ltd.<br>| 8261 | &nbsp;&nbsp; 196686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FULLCAST Holdings <br> Co. Ltd.<br>| 6100 | &nbsp;&nbsp; 67283 |
|  | Fumakilla Ltd. | 1300 | &nbsp;&nbsp; 9548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Funai Soken Holdings, <br> Inc.<br>| 19960 | &nbsp;&nbsp; 314174 |
|  | Furukawa Co. Ltd. | 27100 | &nbsp;&nbsp; 431105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Furukawa Electric Co. <br> Ltd.<br>| 17600 | &nbsp;&nbsp; 1063070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Furuno Electric Co. <br> Ltd.<br>| 24800 | &nbsp;&nbsp; 715314 |
|  | Furuya Metal Co. Ltd. | 9899 | &nbsp;&nbsp; 168593 |
|  | Furyu Corp. | 18300 | &nbsp;&nbsp; 127628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuso Chemical Co. <br> Ltd.<br>| 14800 | &nbsp;&nbsp; 419351 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuso Pharmaceutical <br> Industries Ltd.<br>| 3600 | &nbsp;&nbsp; $52751 |
| # | Futaba Corp. | 12000 | &nbsp;&nbsp; 49271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Futaba Industrial Co. <br> Ltd.<br>| 82800 | &nbsp;&nbsp; 445193 |
|  | Future Corp. | 26200 | &nbsp;&nbsp; 409491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuyo General Lease <br> Co. Ltd.<br>| 68400 | &nbsp;&nbsp; 1847660 |
|  | G-7 Holdings, Inc. | 18000 | &nbsp;&nbsp; 156020 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GA Technologies Co. <br> Ltd.<br>| 6700 | &nbsp;&nbsp; 89174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gakken Holdings Co. <br> Ltd.<br>| 19800 | &nbsp;&nbsp; 125690 |
|  | Gakkyusha Co. Ltd. | 3300 | &nbsp;&nbsp; 51102 |
|  | Gakujo Co. Ltd. | 7000 | &nbsp;&nbsp; 86225 |
|  | Galilei Co. Ltd. | 14600 | &nbsp;&nbsp; 320259 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gamecard-Joyco <br> Holdings, Inc.<br>| 4300 | &nbsp;&nbsp; 71416 |
|  | Gecoss Corp. | 8859 | &nbsp;&nbsp; 76365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genki Global Dining <br> Concepts Corp.<br>| 9800 | &nbsp;&nbsp; 225243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genky DrugStores Co. <br> Ltd.<br>| 16800 | &nbsp;&nbsp; 496028 |
|  | Geo Holdings Corp. | 31200 | &nbsp;&nbsp; 339187 |
|  | Gift Holdings, Inc. | 6400 | &nbsp;&nbsp; 147384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Link <br> Management KK<br>| 1200 | &nbsp;&nbsp; 17566 |
|  | GLOBERIDE, Inc. | 17500 | &nbsp;&nbsp; 261847 |
|  | Glory Ltd. | 21973 | &nbsp;&nbsp; 565012 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; GMO Financial <br> Holdings, Inc.<br>| 33800 | &nbsp;&nbsp; 187077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GMO internet group, <br> Inc.<br>| 37700 | &nbsp;&nbsp; 965774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GMO Payment <br> Gateway, Inc.<br>| 12500 | &nbsp;&nbsp; 696660 |
|  | Godo Steel Ltd. | 10300 | &nbsp;&nbsp; 259900 |
| # | Goldcrest Co. Ltd. | 11690 | &nbsp;&nbsp; 255803 |
|  | Goldwin, Inc. | 800 | &nbsp;&nbsp; 41193 |
| # | Grandy House Corp. | 13500 | &nbsp;&nbsp; 49130 |
|  | GREE Holdings, Inc. | 36800 | &nbsp;&nbsp; 120314 |
| # | Greens Co. Ltd. | 4400 | &nbsp;&nbsp; 59809 |
|  | grems, Inc. | 3900 | &nbsp;&nbsp; 64935 |
|  | GS Yuasa Corp. | 54700 | &nbsp;&nbsp; 981661 |
|  | GSI Creos Corp. | 9200 | &nbsp;&nbsp; 129133 |
|  | G-Tekt Corp. | 21132 | &nbsp;&nbsp; 260399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gun-Ei Chemical <br> Industry Co. Ltd.<br>| 2600 | &nbsp;&nbsp; 49570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GungHo Online <br> Entertainment, Inc.<br>| 1970 | &nbsp;&nbsp; 37713 |
|  | Gunma Bank Ltd. | 200100 | &nbsp;&nbsp; 1873722 |
|  | Gunze Ltd. | 22408 | &nbsp;&nbsp; 567762 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; H.U. Group Holdings, <br> Inc.<br>| 18300 | &nbsp;&nbsp; 393216 |
|  | H2O Retailing Corp. | 88499 | &nbsp;&nbsp; 1169436 |
|  | Hachijuni Bank Ltd. | 124250 | &nbsp;&nbsp; 1117834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hagihara Industries, <br> Inc.<br>| 11195 | &nbsp;&nbsp; 116800 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hagiwara Electric <br> Holdings Co. Ltd.<br>| 6900 | &nbsp;&nbsp; $157166 |
| # | Hakudo Co. Ltd. | 4700 | &nbsp;&nbsp; 75510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hakuhodo DY <br> Holdings, Inc.<br>| 52600 | &nbsp;&nbsp; 413932 |
|  | Halows Co. Ltd. | 8300 | &nbsp;&nbsp; 272513 |
|  | Hamakyorex Co. Ltd. | 69200 | &nbsp;&nbsp; 669593 |
|  | Hamee Corp. | 3500 | &nbsp;&nbsp; 29402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hankyu Hanshin <br> Holdings, Inc.<br>| 50452 | &nbsp;&nbsp; 1314862 |
|  | Hanwa Co. Ltd. | 34400 | &nbsp;&nbsp; 1385784 |
|  | Happinet Corp. | 19600 | &nbsp;&nbsp; 736529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hard Off Corp. Co. <br> Ltd.<br>| 8200 | &nbsp;&nbsp; 94726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harima Chemicals <br> Group, Inc.<br>| 12200 | &nbsp;&nbsp; 68140 |
|  | Haseko Corp. | 166400 | &nbsp;&nbsp; 2475505 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hashimoto Sogyo <br> Holdings Co. Ltd.<br>| 5200 | &nbsp;&nbsp; 44199 |
|  | Hazama Ando Corp. | 69550 | &nbsp;&nbsp; 737528 |
|  | Heiwa Corp. | 20700 | &nbsp;&nbsp; 286789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heiwa Real Estate <br> Co. Ltd.<br>| 7434 | &nbsp;&nbsp; 108841 |
| # | Heiwado Co. Ltd. | 24167 | &nbsp;&nbsp; 466299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Helios Techno Holding <br> Co. Ltd.<br>| 19300 | &nbsp;&nbsp; 107188 |
| # | Hennge KK | 3200 | &nbsp;&nbsp; 35287 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hibiya Engineering <br> Ltd.<br>| 7600 | &nbsp;&nbsp; 206795 |
|  | Hiday Hidaka Corp. | 11900 | &nbsp;&nbsp; 267646 |
|  | Hikari Tsushin, Inc. | 600 | &nbsp;&nbsp; 161315 |
|  | HI-LEX Corp. | 15600 | &nbsp;&nbsp; 256262 |
|  | Himacs Ltd. | 1000 | &nbsp;&nbsp; 7965 |
| #\* | Hino Motors Ltd. | 79700 | &nbsp;&nbsp; 193703 |
|  | Hioki EE Corp. | 6700 | &nbsp;&nbsp; 247455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hirakawa Hewtech <br> Corp.<br>| 7560 | &nbsp;&nbsp; 81782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hirano Tecseed Co. <br> Ltd.<br>| 6700 | &nbsp;&nbsp; 69126 |
|  | Hirata Corp. | 13800 | &nbsp;&nbsp; 195163 |
|  | Hirogin Holdings, Inc. | 151500 | &nbsp;&nbsp; 1321504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hirose Electric Co. <br> Ltd.<br>| 1200 | &nbsp;&nbsp; 150678 |
|  | Hirose Tusyo, Inc. | 2900 | &nbsp;&nbsp; 79771 |
| # | HIS Co. Ltd. | 11700 | &nbsp;&nbsp; 110165 |
|  | Hisaka Works Ltd. | 12100 | &nbsp;&nbsp; 116719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hisamitsu <br> Pharmaceutical Co., <br> Inc.<br>| 4500 | &nbsp;&nbsp; 121140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hitachi Construction <br> Machinery Co. Ltd.<br>| 60000 | &nbsp;&nbsp; 1737720 |
|  | Hitachi Ltd. (6501 JP) | 161100 | &nbsp;&nbsp; 4929764 |
|  | Hochiki Corp. | 11400 | &nbsp;&nbsp; 239058 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hodogaya Chemical <br> Co. Ltd.<br>| 10450 | &nbsp;&nbsp; 104117 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hogy Medical Co. <br> Ltd.<br>| 14000 | &nbsp;&nbsp; 442059 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokkaido Coca-Cola <br> Bottling Co. Ltd.<br>| 3700 | &nbsp;&nbsp; $84160 |
|  | Hokkan Holdings Ltd. | 11600 | &nbsp;&nbsp; 153818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokko Chemical <br> Industry Co. Ltd.<br>| 17500 | &nbsp;&nbsp; 172952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokkoku Financial <br> Holdings, Inc.<br>| 11500 | &nbsp;&nbsp; 425502 |
| # | Hokuetsu Corp. | 61200 | &nbsp;&nbsp; 411834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokuhoku Financial <br> Group, Inc.<br>| 95437 | &nbsp;&nbsp; 2015861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokuriku Electric <br> Industry Co. Ltd.<br>| 6200 | &nbsp;&nbsp; 85513 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hokuriku Electrical <br> Construction Co. <br> Ltd.<br>| 7199 | &nbsp;&nbsp; 64327 |
|  | Hokuto Corp. | 5300 | &nbsp;&nbsp; 64788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Honda Motor Co. Ltd. <br> (7267 JP)<br>| 357405 | &nbsp;&nbsp; 3700179 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Honda Motor Co. Ltd. <br> (HMC US), <br> Sponsored ADR<br>| 16859 | &nbsp;&nbsp; 526675 |
|  | H-One Co. Ltd. | 16800 | &nbsp;&nbsp; 156965 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Honeys Holdings Co. <br> Ltd.<br>| 19270 | &nbsp;&nbsp; 189042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hoosiers Holdings Co. <br> Ltd.<br>| 38300 | &nbsp;&nbsp; 342803 |
|  | Horiba Ltd. | 20900 | &nbsp;&nbsp; 1537053 |
|  | Hoshizaki Corp. | 1000 | &nbsp;&nbsp; 34243 |
|  | Hosiden Corp. | 39700 | &nbsp;&nbsp; 617174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hosokawa Micron <br> Corp.<br>| 13300 | &nbsp;&nbsp; 474934 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hotland Holdings Co. <br> Ltd.<br>| 6400 | &nbsp;&nbsp; 84419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; House Foods Group, <br> Inc.<br>| 8800 | &nbsp;&nbsp; 162734 |
| # | Howa Machinery Ltd. | 9000 | &nbsp;&nbsp; 62067 |
|  | Hoya Corp. | 32800 | &nbsp;&nbsp; 4138136 |
|  | HS Holdings Co. Ltd. | 13900 | &nbsp;&nbsp; 98211 |
| # | Hulic Co. Ltd. | 58667 | &nbsp;&nbsp; 559548 |
|  | Hyakugo Bank Ltd. | 100467 | &nbsp;&nbsp; 496920 |
|  | Hyakujushi Bank Ltd. | 18801 | &nbsp;&nbsp; 618375 |
|  | Ibiden Co. Ltd. | 25900 | &nbsp;&nbsp; 1095340 |
| # | IBJ, Inc. | 14100 | &nbsp;&nbsp; 80778 |
|  | Ichiken Co. Ltd. | 3300 | &nbsp;&nbsp; 68287 |
|  | Ichikoh Industries Ltd. | 36800 | &nbsp;&nbsp; 92944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ichinen Holdings Co. <br> Ltd.<br>| 19800 | &nbsp;&nbsp; 225548 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ichiyoshi Securities <br> Co. Ltd.<br>| 23600 | &nbsp;&nbsp; 117977 |
|  | Icom, Inc. | 6700 | &nbsp;&nbsp; 128676 |
|  | ID Holdings Corp. | 4200 | &nbsp;&nbsp; 70521 |
|  | Idec Corp. | 25400 | &nbsp;&nbsp; 382896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Idemitsu Kosan Co. <br> Ltd.<br>| 529835 | &nbsp;&nbsp; 3406103 |
|  | IDOM, Inc. | 52300 | &nbsp;&nbsp; 337823 |
|  | IHI Corp. | 13400 | &nbsp;&nbsp; 1492180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iida Group Holdings <br> Co. Ltd.<br>| 27765 | &nbsp;&nbsp; 389427 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Iino Kaiun Kaisha Ltd. | 95700 | &nbsp;&nbsp; $656134 |
| # | IKK Holdings, Inc. | 8200 | &nbsp;&nbsp; 43107 |
| # | I'll, Inc. | 3700 | &nbsp;&nbsp; 68740 |
| # | i-mobile Co. Ltd. | 21100 | &nbsp;&nbsp; 86199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Imuraya Group Co. <br> Ltd.<br>| 7500 | &nbsp;&nbsp; 122743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inaba Denki Sangyo <br> Co. Ltd.<br>| 27300 | &nbsp;&nbsp; 715928 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Inaba Seisakusho Co. <br> Ltd.<br>| 5600 | &nbsp;&nbsp; 66201 |
|  | Inabata & Co. Ltd. | 45600 | &nbsp;&nbsp; 989362 |
| # | I-NE Co. Ltd. | 3700 | &nbsp;&nbsp; 41414 |
|  | Ines Corp. | 18500 | &nbsp;&nbsp; 216267 |
| # | I-Net Corp. | 10100 | &nbsp;&nbsp; 132175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; INFRONEER <br> Holdings, Inc.<br>| 193468 | &nbsp;&nbsp; 1635010 |
|  | Innotech Corp. | 12900 | &nbsp;&nbsp; 126086 |
|  | Inpex Corp. | 435200 | &nbsp;&nbsp; 6196704 |
|  | Insource Co. Ltd. | 30600 | &nbsp;&nbsp; 184694 |
|  | Intage Holdings, Inc. | 4800 | &nbsp;&nbsp; 62084 |
|  | Intelligent Wave, Inc. | 4100 | &nbsp;&nbsp; 29071 |
| # | Inter Action Corp. | 1600 | &nbsp;&nbsp; 14252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Internet Initiative <br> Japan, Inc.<br>| 32900 | &nbsp;&nbsp; 605903 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Inui Global Logistics <br> Co. Ltd.<br>| 3800 | &nbsp;&nbsp; 31714 |
| # | IPS, Inc. | 4000 | &nbsp;&nbsp; 72937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iriso Electronics Co. <br> Ltd.<br>| 5323 | &nbsp;&nbsp; 102259 |
|  | ISB Corp. | 6700 | &nbsp;&nbsp; 66714 |
| # | Ise Chemicals Corp. | 1600 | &nbsp;&nbsp; 289443 |
| # | Iseki & Co. Ltd. | 10608 | &nbsp;&nbsp; 98493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Isetan Mitsukoshi <br> Holdings Ltd.<br>| 35500 | &nbsp;&nbsp; 501703 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ishihara Chemical Co. <br> Ltd.<br>| 3300 | &nbsp;&nbsp; 43167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ishihara Sangyo <br> Kaisha Ltd.<br>| 21500 | &nbsp;&nbsp; 310655 |
|  | Istyle, Inc. | 38700 | &nbsp;&nbsp; 146556 |
|  | Isuzu Motors Ltd. | 209500 | &nbsp;&nbsp; 2684954 |
|  | Itfor, Inc. | 19000 | &nbsp;&nbsp; 191307 |
| # | ITmedia, Inc. | 9300 | &nbsp;&nbsp; 101900 |
|  | Ito En Ltd. | 25781 | &nbsp;&nbsp; 559931 |
|  | ITOCHU Corp. | 59400 | &nbsp;&nbsp; 3115684 |
|  | Itochu Enex Co. Ltd. | 66100 | &nbsp;&nbsp; 887453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Itochu-Shokuhin Co. <br> Ltd.<br>| 4200 | &nbsp;&nbsp; 282029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Itoham Yonekyu <br> Holdings, Inc.<br>| 14085 | &nbsp;&nbsp; 475130 |
|  | Itoki Corp. | 29353 | &nbsp;&nbsp; 449232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IwaiCosmo Holdings, <br> Inc.<br>| 15200 | &nbsp;&nbsp; 244876 |
|  | Iwaki Co. Ltd. | 9600 | &nbsp;&nbsp; 167570 |
|  | Iwatani Corp. | 114000 | &nbsp;&nbsp; 1199096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iwatsuka <br> Confectionery Co. <br> Ltd.<br>| 2800 | &nbsp;&nbsp; 54848 |
|  | Iyogin Holdings, Inc. | 73982 | &nbsp;&nbsp; 859702 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Izumi Co. Ltd. | 20200 | &nbsp;&nbsp; $425242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J Front Retailing Co. <br> Ltd.<br>| 92969 | &nbsp;&nbsp; 1253200 |
|  | J Trust Co. Ltd. | 43500 | &nbsp;&nbsp; 127822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JAC Recruitment Co. <br> Ltd.<br>| 48800 | &nbsp;&nbsp; 341533 |
|  | Jaccs Co. Ltd. | 23600 | &nbsp;&nbsp; 639867 |
| #\* | Jade Group, Inc. | 6300 | &nbsp;&nbsp; 57679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JAFCO Group Co. <br> Ltd.<br>| 39400 | &nbsp;&nbsp; 647442 |
|  | JANOME Corp. | 8800 | &nbsp;&nbsp; 66809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Airlines Co. <br> Ltd.<br>| 48400 | &nbsp;&nbsp; 961102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Airport Terminal <br> Co. Ltd.<br>| 22200 | &nbsp;&nbsp; 674206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Aviation <br> Electronics Industry <br> Ltd.<br>| 38200 | &nbsp;&nbsp; 612240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Business <br> Systems, Inc.<br>| 8100 | &nbsp;&nbsp; 77437 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Japan Cash Machine <br> Co. Ltd.<br>| 13800 | &nbsp;&nbsp; 86875 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Japan <br> Communications, <br> Inc.<br>| 51900 | &nbsp;&nbsp; 55179 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Japan Electronic <br> Materials Corp.<br>| 3500 | &nbsp;&nbsp; 56120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Elevator <br> Service Holdings <br> Co. Ltd.<br>| 28600 | &nbsp;&nbsp; 763492 |
| # | Japan Engine Corp. | 1800 | &nbsp;&nbsp; 90070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Exchange <br> Group, Inc.<br>| 157000 | &nbsp;&nbsp; 1534263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Investment <br> Adviser Co. Ltd.<br>| 1100 | &nbsp;&nbsp; 13389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Lifeline Co. <br> Ltd.<br>| 37400 | &nbsp;&nbsp; 357345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Material Co. <br> Ltd.<br>| 9700 | &nbsp;&nbsp; 88409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Medical <br> Dynamic Marketing, <br> Inc.<br>| 11200 | &nbsp;&nbsp; 38932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Post Holdings <br> Co. Ltd.<br>| 62000 | &nbsp;&nbsp; 574161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Post Insurance <br> Co. Ltd.<br>| 18100 | &nbsp;&nbsp; 463443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Property <br> Management <br> Center Co. Ltd.<br>| 4400 | &nbsp;&nbsp; 34137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Pulp & Paper <br> Co. Ltd.<br>| 97600 | &nbsp;&nbsp; 423303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Securities <br> Finance Co. Ltd.<br>| 47900 | &nbsp;&nbsp; 579701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Steel Works <br> Ltd.<br>| 5400 | &nbsp;&nbsp; 333059 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan System <br> Techniques Co. <br> Ltd.<br>| 6800 | &nbsp;&nbsp; $83941 |
|  | Japan Tobacco, Inc. | 56200 | &nbsp;&nbsp; 1605051 |
|  | Japan Transcity Corp. | 33400 | &nbsp;&nbsp; 256413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Wool Textile <br> Co. Ltd.<br>| 46500 | &nbsp;&nbsp; 429469 |
|  | JBCC Holdings, Inc. | 60400 | &nbsp;&nbsp; 519103 |
|  | JCU Corp. | 16700 | &nbsp;&nbsp; 392805 |
|  | JDC Corp. | 13200 | &nbsp;&nbsp; 40893 |
|  | Jeol Ltd. | 26600 | &nbsp;&nbsp; 761007 |
|  | JFE Holdings, Inc. | 152060 | &nbsp;&nbsp; 1759799 |
|  | JFE Systems, Inc. | 5000 | &nbsp;&nbsp; 66096 |
|  | JGC Holdings Corp. | 83000 | &nbsp;&nbsp; 742057 |
|  | Jichodo Co. Ltd. | 700 | &nbsp;&nbsp; 44574 |
|  | JINS Holdings, Inc. | 5300 | &nbsp;&nbsp; 281014 |
|  | JINUSHI Co. Ltd. | 10000 | &nbsp;&nbsp; 156951 |
|  | JK Holdings Co. Ltd. | 14300 | &nbsp;&nbsp; 114667 |
|  | J-Lease Co. Ltd. | 4200 | &nbsp;&nbsp; 40041 |
| # | JM Holdings Co. Ltd. | 11600 | &nbsp;&nbsp; 221546 |
|  | JMS Co. Ltd. | 20300 | &nbsp;&nbsp; 59499 |
|  | J-Oil Mills, Inc. | 11582 | &nbsp;&nbsp; 159095 |
|  | Joshin Denki Co. Ltd. | 15901 | &nbsp;&nbsp; 259534 |
|  | JP-Holdings, Inc. | 44900 | &nbsp;&nbsp; 160914 |
|  | JSP Corp. | 12401 | &nbsp;&nbsp; 155782 |
|  | JTEKT Corp. | 97400 | &nbsp;&nbsp; 841717 |
| \* | Juki Corp. | 22400 | &nbsp;&nbsp; 59252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Juroku Financial <br> Group, Inc.<br>| 12800 | &nbsp;&nbsp; 441443 |
|  | Justsystems Corp. | 13000 | &nbsp;&nbsp; 327380 |
|  | JVCKenwood Corp. | 146001 | &nbsp;&nbsp; 1154564 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; K&O Energy Group, <br> Inc.<br>| 11358 | &nbsp;&nbsp; 217252 |
|  | Kadokawa Corp. | 3153 | &nbsp;&nbsp; 76574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kadoya Sesame Mills, <br> Inc.<br>| 1700 | &nbsp;&nbsp; 43793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaga Electronics Co. <br> Ltd.<br>| 37400 | &nbsp;&nbsp; 717871 |
|  | Kagome Co. Ltd. | 17100 | &nbsp;&nbsp; 326764 |
|  | Kajima Corp. | 22922 | &nbsp;&nbsp; 574199 |
|  | Kakaku.com, Inc. | 37800 | &nbsp;&nbsp; 642467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaken Pharmaceutical <br> Co. Ltd.<br>| 5000 | &nbsp;&nbsp; 130295 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kakiyasu Honten Co. <br> Ltd.<br>| 4400 | &nbsp;&nbsp; 79443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kamakura Shinsho <br> Ltd.<br>| 6500 | &nbsp;&nbsp; 23885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kameda Seika Co. <br> Ltd.<br>| 1800 | &nbsp;&nbsp; 48139 |
|  | Kamei Corp. | 19600 | &nbsp;&nbsp; 331969 |
|  | Kamigumi Co. Ltd. | 46500 | &nbsp;&nbsp; 1306811 |
| # | Kanaden Corp. | 14900 | &nbsp;&nbsp; 186441 |
|  | Kanadevia Corp. | 190240 | &nbsp;&nbsp; 1283955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kanagawa Chuo <br> Kotsu Co. Ltd.<br>| 5000 | &nbsp;&nbsp; 121296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kanamic Network Co. <br> Ltd.<br>| 11800 | &nbsp;&nbsp; 34390 |
|  | Kanamoto Co. Ltd. | 32275 | &nbsp;&nbsp; 723865 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Kandenko Co. Ltd. | 75400 | &nbsp;&nbsp; $1786151 |
|  | Kaneka Corp. | 33100 | &nbsp;&nbsp; 936951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaneko Seeds Co. <br> Ltd.<br>| 5700 | &nbsp;&nbsp; 51965 |
|  | Kanematsu Corp. | 80300 | &nbsp;&nbsp; 1508688 |
| # | Kanemi Co. Ltd. | 1400 | &nbsp;&nbsp; 30411 |
| # | Kanro, Inc. | 12000 | &nbsp;&nbsp; 149893 |
|  | Kansai Paint Co. Ltd. | 41600 | &nbsp;&nbsp; 589052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kanto Denka Kogyo <br> Co. Ltd.<br>| 36605 | &nbsp;&nbsp; 206868 |
|  | Kao Corp. | 21800 | &nbsp;&nbsp; 980922 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kappa Create Co. <br> Ltd.<br>| 6400 | &nbsp;&nbsp; 64228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Katakura Industries <br> Co. Ltd.<br>| 22400 | &nbsp;&nbsp; 388113 |
|  | Katitas Co. Ltd. | 21523 | &nbsp;&nbsp; 360902 |
|  | Kato Sangyo Co. Ltd. | 19100 | &nbsp;&nbsp; 724984 |
|  | Kato Works Co. Ltd. | 8400 | &nbsp;&nbsp; 75334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kawada Technologies, <br> Inc.<br>| 11400 | &nbsp;&nbsp; 296819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kawai Musical <br> Instruments <br> Manufacturing Co. <br> Ltd.<br>| 5892 | &nbsp;&nbsp; 101989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kawasaki Heavy <br> Industries Ltd.<br>| 11200 | &nbsp;&nbsp; 817970 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kawasaki Kisen <br> Kaisha Ltd.<br>| 45291 | &nbsp;&nbsp; 639821 |
|  | KDDI Corp. | 448600 | &nbsp;&nbsp; 7362244 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; KeePer Technical <br> Laboratory Co. Ltd.<br>| 8300 | &nbsp;&nbsp; 179235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keihan Holdings Co. <br> Ltd.<br>| 16300 | &nbsp;&nbsp; 334350 |
|  | KEIWA, Inc. | 16000 | &nbsp;&nbsp; 131883 |
|  | Keiyo Bank Ltd. | 98900 | &nbsp;&nbsp; 743133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kenko Mayonnaise <br> Co. Ltd.<br>| 8996 | &nbsp;&nbsp; 111359 |
|  | Kewpie Corp. | 22377 | &nbsp;&nbsp; 611517 |
|  | KH Neochem Co. Ltd. | 28900 | &nbsp;&nbsp; 546984 |
| # | Kibun Foods, Inc. | 12000 | &nbsp;&nbsp; 87688 |
|  | Kikkoman Corp. | 42900 | &nbsp;&nbsp; 376875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kimura Chemical <br> Plants Co. Ltd.<br>| 18500 | &nbsp;&nbsp; 124575 |
|  | Kimura Unity Co. Ltd. | 11200 | &nbsp;&nbsp; 61360 |
|  | Kinden Corp. | 19400 | &nbsp;&nbsp; 610842 |
| # | King Jim Co. Ltd. | 3300 | &nbsp;&nbsp; 18397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kintetsu Department <br> Store Co. Ltd.<br>| 6000 | &nbsp;&nbsp; 72965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kirin Holdings Co. <br> Ltd.<br>| 16780 | &nbsp;&nbsp; 221121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kissei Pharmaceutical <br> Co. Ltd.<br>| 17800 | &nbsp;&nbsp; 524417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ki-Star Real Estate <br> Co. Ltd.<br>| 11300 | &nbsp;&nbsp; 361611 |
|  | Kitagawa Corp. | 6800 | &nbsp;&nbsp; 64137 |
| # | Kita-Nippon Bank Ltd. | 6400 | &nbsp;&nbsp; 143385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kitano Construction <br> Corp.<br>| 3200 | &nbsp;&nbsp; 87009 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Kitz Corp. | 126100 | &nbsp;&nbsp; $1057696 |
|  | Kiyo Bank Ltd. | 64133 | &nbsp;&nbsp; 1166717 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; KNT-CT Holdings Co. <br> Ltd.<br>| 5552 | &nbsp;&nbsp; 38144 |
|  | Koa Corp. | 15800 | &nbsp;&nbsp; 110636 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Koa Shoji Holdings <br> Co. Ltd.<br>| 7200 | &nbsp;&nbsp; 34266 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Koatsu Gas Kogyo <br> Co. Ltd.<br>| 18800 | &nbsp;&nbsp; 135956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kobayashi <br> Pharmaceutical Co. <br> Ltd.<br>| 1400 | &nbsp;&nbsp; 49235 |
|  | Kobe Bussan Co. Ltd. | 35400 | &nbsp;&nbsp; 942678 |
|  | Kobe Steel Ltd. | 272680 | &nbsp;&nbsp; 2995962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koei Tecmo Holdings <br> Co. Ltd.<br>| 19800 | &nbsp;&nbsp; 259261 |
|  | Kohnan Shoji Co. Ltd. | 31900 | &nbsp;&nbsp; 823726 |
|  | Kohsoku Corp. | 6400 | &nbsp;&nbsp; 122919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koito Manufacturing <br> Co. Ltd.<br>| 16900 | &nbsp;&nbsp; 216097 |
|  | Kojima Co. Ltd. | 1300 | &nbsp;&nbsp; 10381 |
|  | Kokuyo Co. Ltd. | 23600 | &nbsp;&nbsp; 139046 |
|  | Komatsu Ltd. | 57900 | &nbsp;&nbsp; 1865415 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Komatsu Matere Co. <br> Ltd.<br>| 21700 | &nbsp;&nbsp; 110578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Komatsu Wall Industry <br> Co. Ltd.<br>| 14700 | &nbsp;&nbsp; 240873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KOMEDA Holdings <br> Co. Ltd.<br>| 30500 | &nbsp;&nbsp; 608306 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Komehyo Holdings <br> Co. Ltd.<br>| 7000 | &nbsp;&nbsp; 135409 |
|  | Komeri Co. Ltd. | 21427 | &nbsp;&nbsp; 441403 |
|  | Komori Corp. | 21311 | &nbsp;&nbsp; 205175 |
|  | Konami Group Corp. | 9800 | &nbsp;&nbsp; 1330435 |
|  | Kondotec, Inc. | 16300 | &nbsp;&nbsp; 171851 |
| \* | Konica Minolta, Inc. | 115100 | &nbsp;&nbsp; 374201 |
|  | Konishi Co. Ltd. | 51400 | &nbsp;&nbsp; 413761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Konoike Transport Co. <br> Ltd.<br>| 24700 | &nbsp;&nbsp; 528603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Konoshima Chemical <br> Co. Ltd.<br>| 2000 | &nbsp;&nbsp; 17149 |
|  | Kose Corp. | 600 | &nbsp;&nbsp; 23026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koshidaka Holdings <br> Co. Ltd.<br>| 29600 | &nbsp;&nbsp; 267436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kotobuki Spirits Co. <br> Ltd.<br>| 45400 | &nbsp;&nbsp; 605802 |
| #\* | Kourakuen Corp. | 3300 | &nbsp;&nbsp; 22342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kozo Keikaku <br> Engineering <br> Holdings, Inc.<br>| 6400 | &nbsp;&nbsp; 104980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KPP Group Holdings <br> Co. Ltd.<br>| 67200 | &nbsp;&nbsp; 345352 |
|  | Krosaki Harima Corp. | 34700 | &nbsp;&nbsp; 794700 |
| # | KRS Corp. | 10500 | &nbsp;&nbsp; 236111 |
|  | K's Holdings Corp. | 92020 | &nbsp;&nbsp; 920503 |
|  | KU Holdings Co. Ltd. | 17700 | &nbsp;&nbsp; 136500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kubota Corp. (6326 <br> JP)<br>| 44800 | &nbsp;&nbsp; 502398 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kumagai Gumi Co. <br> Ltd.<br>| 15632 | &nbsp;&nbsp; $465036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kumiai Chemical <br> Industry Co. Ltd.<br>| 41074 | &nbsp;&nbsp; 221385 |
|  | Kurabo Industries Ltd. | 11400 | &nbsp;&nbsp; 605034 |
|  | Kuraray Co. Ltd. | 203600 | &nbsp;&nbsp; 2517202 |
|  | Kureha Corp. | 18900 | &nbsp;&nbsp; 431019 |
|  | Kurimoto Ltd. | 8300 | &nbsp;&nbsp; 431749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kurita Water <br> Industries Ltd.<br>| 17400 | &nbsp;&nbsp; 670722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuriyama Holdings <br> Corp.<br>| 9500 | &nbsp;&nbsp; 96451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kusuri No. Aoki <br> Holdings Co. Ltd.<br>| 24900 | &nbsp;&nbsp; 662788 |
|  | KYB Corp. | 30200 | &nbsp;&nbsp; 649127 |
|  | Kyocera Corp. | 140840 | &nbsp;&nbsp; 1662527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyodo Printing Co. <br> Ltd.<br>| 12400 | &nbsp;&nbsp; 113896 |
|  | Kyoei Steel Ltd. | 19200 | &nbsp;&nbsp; 275902 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kyokuto Boeki Kaisha <br> Ltd.<br>| 9200 | &nbsp;&nbsp; 93106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyokuto Kaihatsu <br> Kogyo Co. Ltd.<br>| 25300 | &nbsp;&nbsp; 438386 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kyokuto Securities <br> Co. Ltd.<br>| 13401 | &nbsp;&nbsp; 130165 |
|  | Kyokuyo Co. Ltd. | 13800 | &nbsp;&nbsp; 427125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyorin Pharmaceutical <br> Co. Ltd.<br>| 17200 | &nbsp;&nbsp; 172839 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kyoritsu Maintenance <br> Co. Ltd.<br>| 29400 | &nbsp;&nbsp; 707840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyosan Electric <br> Manufacturing Co. <br> Ltd.<br>| 35700 | &nbsp;&nbsp; 119043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyoto Financial <br> Group, Inc.<br>| 41100 | &nbsp;&nbsp; 743529 |
|  | Kyowa Kirin Co. Ltd. | 12000 | &nbsp;&nbsp; 204835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyowa Leather Cloth <br> Co. Ltd.<br>| 5100 | &nbsp;&nbsp; 27292 |
|  | Kyudenko Corp. | 24000 | &nbsp;&nbsp; 1025405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyushu Financial <br> Group, Inc.<br>| 161580 | &nbsp;&nbsp; 825163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyushu Leasing <br> Service Co. Ltd.<br>| 1900 | &nbsp;&nbsp; 15661 |
|  | LA Holdings Co. Ltd. | 2600 | &nbsp;&nbsp; 105574 |
|  | Lacto Japan Co. Ltd. | 7300 | &nbsp;&nbsp; 193185 |
|  | Lasertec Corp. | 3600 | &nbsp;&nbsp; 362695 |
| # | LEC, Inc. | 17600 | &nbsp;&nbsp; 131352 |
|  | Leopalace21 Corp. | 105700 | &nbsp;&nbsp; 498072 |
|  | Life Corp. | 33600 | &nbsp;&nbsp; 537008 |
|  | Lifedrink Co., Inc. | 23600 | &nbsp;&nbsp; 352492 |
|  | LIFULL Co. Ltd. | 31000 | &nbsp;&nbsp; 40924 |
| # | LIKE, Inc. | 8500 | &nbsp;&nbsp; 80648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Link & Motivation, <br> Inc.<br>| 20000 | &nbsp;&nbsp; 66147 |
|  | Lintec Corp. | 13500 | &nbsp;&nbsp; 270685 |
|  | Lion Corp. | 23900 | &nbsp;&nbsp; 232852 |
| # | LITALICO, Inc. | 11200 | &nbsp;&nbsp; 104955 |
|  | Lixil Corp. | 85500 | &nbsp;&nbsp; 990528 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Look Holdings, Inc. | 5800 | &nbsp;&nbsp; $93114 |
|  | LY Corp. | 130800 | &nbsp;&nbsp; 478096 |
|  | M3, Inc. | 31200 | &nbsp;&nbsp; 383722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mabuchi Motor Co. <br> Ltd.<br>| 41600 | &nbsp;&nbsp; 601468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Macnica Holdings, <br> Inc.<br>| 79950 | &nbsp;&nbsp; 1044174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maeda Kosen Co. <br> Ltd.<br>| 25800 | &nbsp;&nbsp; 325445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maezawa Industries, <br> Inc.<br>| 16500 | &nbsp;&nbsp; 189952 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Maezawa Kasei <br> Industries Co. Ltd.<br>| 11300 | &nbsp;&nbsp; 148334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maezawa Kyuso <br> Industries Co. Ltd.<br>| 13500 | &nbsp;&nbsp; 113231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Makino Milling <br> Machine Co. Ltd.<br>| 13489 | &nbsp;&nbsp; 1031617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Makita Corp. (6586 <br> JP)<br>| 3343 | &nbsp;&nbsp; 103493 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Makita Corp. (MKTAY <br> US), Sponsored <br> ADR<br>| 2776 | &nbsp;&nbsp; 86019 |
| # | Mamiya-Op Co. Ltd. | 4600 | &nbsp;&nbsp; 46096 |
| # | Mammy Mart Corp. | 1200 | &nbsp;&nbsp; 43993 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Management <br> Solutions Co. Ltd.<br>| 2400 | &nbsp;&nbsp; 26622 |
|  | Mandom Corp. | 19707 | &nbsp;&nbsp; 187895 |
|  | Mani, Inc. | 17200 | &nbsp;&nbsp; 144842 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mars Group Holdings <br> Corp.<br>| 11780 | &nbsp;&nbsp; 231594 |
|  | Marubeni Corp. | 41200 | &nbsp;&nbsp; 843518 |
|  | Marubun Corp. | 17900 | &nbsp;&nbsp; 130424 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Maruchiyo Yamaokaya <br> Corp.<br>| 2800 | &nbsp;&nbsp; 114511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marudai Food Co. <br> Ltd.<br>| 11300 | &nbsp;&nbsp; 142334 |
|  | Maruha Nichiro Corp. | 31068 | &nbsp;&nbsp; 645245 |
|  | Marui Group Co. Ltd. | 31300 | &nbsp;&nbsp; 637455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maruichi Steel Tube <br> Ltd.<br>| 25700 | &nbsp;&nbsp; 621307 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; MARUKA FURUSATO <br> Corp.<br>| 9869 | &nbsp;&nbsp; 155282 |
| # | Marumae Co. Ltd. | 3100 | &nbsp;&nbsp; 32896 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Marusan Securities <br> Co. Ltd.<br>| 24510 | &nbsp;&nbsp; 149194 |
|  | Maruwa Co. Ltd. | 4300 | &nbsp;&nbsp; 1296096 |
|  | Maruzen Co. Ltd. | 5586 | &nbsp;&nbsp; 127885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maruzen Showa Unyu <br> Co. Ltd.<br>| 13300 | &nbsp;&nbsp; 633910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matsuda Sangyo Co. <br> Ltd.<br>| 10500 | &nbsp;&nbsp; 250051 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Matsui Construction <br> Co. Ltd.<br>| 13500 | &nbsp;&nbsp; 113500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MatsukiyoCocokara & <br> Co.<br>| 40780 | &nbsp;&nbsp; 837404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matsuyafoods <br> Holdings Co. Ltd.<br>| 4600 | &nbsp;&nbsp; 191471 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Max Co. Ltd. | 5200 | &nbsp;&nbsp; $174212 |
|  | Maxell Ltd. | 39000 | &nbsp;&nbsp; 518286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maxvalu Tokai Co. <br> Ltd.<br>| 7400 | &nbsp;&nbsp; 155460 |
|  | Mazda Motor Corp. | 119400 | &nbsp;&nbsp; 715982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; McDonald's Holdings <br> Co. Japan Ltd.<br>| 16600 | &nbsp;&nbsp; 662892 |
|  | MCJ Co. Ltd. | 52900 | &nbsp;&nbsp; 491799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mebuki Financial <br> Group, Inc.<br>| 385923 | &nbsp;&nbsp; 2092499 |
|  | MEC Co. Ltd. | 6600 | &nbsp;&nbsp; 122169 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Medical System <br> Network Co. Ltd.<br>| 25155 | &nbsp;&nbsp; 81694 |
|  | Medikit Co. Ltd. | 2800 | &nbsp;&nbsp; 47487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medipal Holdings <br> Corp.<br>| 39800 | &nbsp;&nbsp; 658992 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Medius Holdings Co. <br> Ltd.<br>| 13100 | &nbsp;&nbsp; 74562 |
|  | Megachips Corp. | 900 | &nbsp;&nbsp; 32488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Megmilk Snow Brand <br> Co. Ltd.<br>| 38757 | &nbsp;&nbsp; 732438 |
|  | Meidensha Corp. | 32100 | &nbsp;&nbsp; 1208935 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Meiji Electric <br> Industries Co. Ltd.<br>| 6100 | &nbsp;&nbsp; 78503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MEIJI Holdings Co. <br> Ltd.<br>| 6400 | &nbsp;&nbsp; 129414 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Meiji Shipping Group <br> Co. Ltd.<br>| 10600 | &nbsp;&nbsp; 49312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meiko Electronics Co. <br> Ltd.<br>| 21000 | &nbsp;&nbsp; 1029074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meisei Industrial Co. <br> Ltd.<br>| 33800 | &nbsp;&nbsp; 350071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MEITEC Group <br> Holdings, Inc.<br>| 38700 | &nbsp;&nbsp; 809511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meito Sangyo Co. <br> Ltd.<br>| 7200 | &nbsp;&nbsp; 101119 |
|  | Meiwa Corp. | 19700 | &nbsp;&nbsp; 99045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meiwa Estate Co. <br> Ltd.<br>| 12900 | &nbsp;&nbsp; 88898 |
| # | Menicon Co. Ltd. | 40300 | &nbsp;&nbsp; 311713 |
| \* | Mercari, Inc. | 11300 | &nbsp;&nbsp; 172403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; METAWATER Co. <br> Ltd.<br>| 13400 | &nbsp;&nbsp; 243595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Micronics Japan Co. <br> Ltd.<br>| 12100 | &nbsp;&nbsp; 440840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Midac Holdings Co. <br> Ltd.<br>| 5600 | &nbsp;&nbsp; 80117 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mie Kotsu Group <br> Holdings, Inc.<br>| 47335 | &nbsp;&nbsp; 158051 |
| # | Mikuni Corp. | 16700 | &nbsp;&nbsp; 33286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MIMAKI <br> ENGINEERING Co. <br> Ltd.<br>| 14700 | &nbsp;&nbsp; 211987 |
|  | Minebea Mitsumi, Inc. | 56439 | &nbsp;&nbsp; 888258 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mirai Industry Co. <br> Ltd.<br>| 6700 | &nbsp;&nbsp; 168417 |
|  | Miraial Co. Ltd. | 5200 | &nbsp;&nbsp; 37564 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Mirait One Corp. | 39610 | &nbsp;&nbsp; $708735 |
| # | Mirarth Holdings, Inc. | 57900 | &nbsp;&nbsp; 148133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miroku Jyoho Service <br> Co. Ltd.<br>| 6900 | &nbsp;&nbsp; 86087 |
|  | MISUMI Group, Inc. | 11300 | &nbsp;&nbsp; 162720 |
|  | Mitani Corp. | 32000 | &nbsp;&nbsp; 468798 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitani Sangyo Co. <br> Ltd.<br>| 17700 | &nbsp;&nbsp; 46309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitani Sekisan Co. <br> Ltd.<br>| 5300 | &nbsp;&nbsp; 303186 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mito Securities Co. <br> Ltd.<br>| 48000 | &nbsp;&nbsp; 165737 |
|  | Mitsuba Corp. | 38159 | &nbsp;&nbsp; 216152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Chemical <br> Group Corp.<br>| 527880 | &nbsp;&nbsp; 2875242 |
|  | Mitsubishi Corp. | 160000 | &nbsp;&nbsp; 3155740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Electric <br> Corp.<br>| 76200 | &nbsp;&nbsp; 1713908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Estate Co. <br> Ltd.<br>| 27800 | &nbsp;&nbsp; 520483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Gas <br> Chemical Co., Inc.<br>| 50891 | &nbsp;&nbsp; 879140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi HC Capital, <br> Inc.<br>| 561770 | &nbsp;&nbsp; 4152395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Heavy <br> Industries Ltd.<br>| 32500 | &nbsp;&nbsp; 775983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Kakoki <br> Kaisha Ltd.<br>| 17700 | &nbsp;&nbsp; 260747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Logisnext <br> Co. Ltd.<br>| 40900 | &nbsp;&nbsp; 526143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Logistics <br> Corp.<br>| 91495 | &nbsp;&nbsp; 782135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Materials <br> Corp.<br>| 49380 | &nbsp;&nbsp; 754212 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Motors <br> Corp.<br>| 318200 | &nbsp;&nbsp; 836127 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Paper Mills <br> Ltd.<br>| 5500 | &nbsp;&nbsp; 24309 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Pencil Co. <br> Ltd.<br>| 8750 | &nbsp;&nbsp; 119960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Research <br> Institute, Inc.<br>| 7800 | &nbsp;&nbsp; 244219 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Steel <br> Manufacturing Co. <br> Ltd.<br>| 6700 | &nbsp;&nbsp; 73718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ <br> Financial Group, <br> Inc. (8306 JP)<br>| 468400 | &nbsp;&nbsp; 6455849 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsuboshi Belting <br> Ltd.<br>| 6900 | &nbsp;&nbsp; 164360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui & Co. Ltd. <br> (8031 JP)<br>| 58400 | &nbsp;&nbsp; 1188828 |
|  | Mitsui Chemicals, Inc. | 67600 | &nbsp;&nbsp; 1509046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui DM Sugar Co. <br> Ltd.<br>| 11999 | &nbsp;&nbsp; 245856 |
|  | Mitsui E&S Co. Ltd. | 87000 | &nbsp;&nbsp; 1812595 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui Fudosan Co. <br> Ltd.<br>| 32400 | &nbsp;&nbsp; $289601 |
| # | Mitsui High-Tec, Inc. | 57500 | &nbsp;&nbsp; 288893 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui Matsushima <br> Holdings Co. Ltd.<br>| 15400 | &nbsp;&nbsp; 590853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui Mining & <br> Smelting Co. Ltd.<br>| 55200 | &nbsp;&nbsp; 2334720 |
| # | Mitsui OSK Lines Ltd. | 36600 | &nbsp;&nbsp; 1230210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui-Soko Holdings <br> Co. Ltd.<br>| 84900 | &nbsp;&nbsp; 2206054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsuuroko Group <br> Holdings Co. Ltd.<br>| 30400 | &nbsp;&nbsp; 429994 |
|  | MIXI, Inc. | 7400 | &nbsp;&nbsp; 169347 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Miyaji Engineering <br> Group, Inc.<br>| 23200 | &nbsp;&nbsp; 301260 |
|  | Miyazaki Bank Ltd. | 15300 | &nbsp;&nbsp; 404841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miyoshi Oil & Fat Co. <br> Ltd.<br>| 11155 | &nbsp;&nbsp; 142843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mizuho Financial <br> Group, Inc. (8411 <br> JP)<br>| 168905 | &nbsp;&nbsp; 4954264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mizuho Leasing Co. <br> Ltd.<br>| 129000 | &nbsp;&nbsp; 990857 |
|  | Mizuho Medy Co. Ltd. | 9300 | &nbsp;&nbsp; 87407 |
|  | Mizuno Corp. | 46800 | &nbsp;&nbsp; 852515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mochida <br> Pharmaceutical Co. <br> Ltd.<br>| 8994 | &nbsp;&nbsp; 183694 |
|  | Monogatari Corp. | 15300 | &nbsp;&nbsp; 397108 |
|  | MonotaRO Co. Ltd. | 37600 | &nbsp;&nbsp; 669540 |
|  | Morinaga & Co. Ltd. | 48600 | &nbsp;&nbsp; 775798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Morinaga Milk Industry <br> Co. Ltd.<br>| 63600 | &nbsp;&nbsp; 1383119 |
|  | Moriroku Co. Ltd. | 11700 | &nbsp;&nbsp; 187601 |
|  | Morita Holdings Corp. | 19400 | &nbsp;&nbsp; 294761 |
|  | Morito Co. Ltd. | 6900 | &nbsp;&nbsp; 70367 |
|  | Morozoff Ltd. | 13800 | &nbsp;&nbsp; 139981 |
| # | Mory Industries, Inc. | 24000 | &nbsp;&nbsp; 143165 |
| # | MrMax Holdings Ltd. | 21200 | &nbsp;&nbsp; 120156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MS&AD Insurance <br> Group Holdings, <br> Inc.<br>| 118246 | &nbsp;&nbsp; 2526452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mugen Estate Co. <br> Ltd.<br>| 10200 | &nbsp;&nbsp; 132144 |
|  | m-up Holdings, Inc. | 14700 | &nbsp;&nbsp; 204870 |
|  | Murakami Corp. | 4500 | &nbsp;&nbsp; 195601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Murata Manufacturing <br> Co. Ltd.<br>| 57900 | &nbsp;&nbsp; 861788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Musashi Seimitsu <br> Industry Co. Ltd.<br>| 44200 | &nbsp;&nbsp; 951597 |
|  | Musashino Bank Ltd. | 23200 | &nbsp;&nbsp; 572079 |
|  | Muto Seiko Co. | 4800 | &nbsp;&nbsp; 51466 |
|  | Nachi-Fujikoshi Corp. | 8426 | &nbsp;&nbsp; 180228 |
|  | Nafco Co. Ltd. | 6400 | &nbsp;&nbsp; 79408 |
|  | Nagano Keiki Co. Ltd. | 13900 | &nbsp;&nbsp; 192148 |
|  | Nagase & Co. Ltd. | 52400 | &nbsp;&nbsp; 1032682 |
|  | Nagase Brothers, Inc. | 6100 | &nbsp;&nbsp; 77679 |
|  | Nagawa Co. Ltd. | 400 | &nbsp;&nbsp; 17118 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Nakabayashi Co. Ltd. | 16400 | &nbsp;&nbsp; $56252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nakamoto Packs Co. <br> Ltd.<br>| 3100 | &nbsp;&nbsp; 40911 |
| # | Nakamuraya Co. Ltd. | 2008 | &nbsp;&nbsp; 41351 |
|  | Nakanishi, Inc. | 6000 | &nbsp;&nbsp; 77234 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nakayama Steel <br> Works Ltd.<br>| 29300 | &nbsp;&nbsp; 123973 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Namura Shipbuilding <br> Co. Ltd.<br>| 34900 | &nbsp;&nbsp; 712564 |
|  | Nanto Bank Ltd. | 16653 | &nbsp;&nbsp; 499447 |
|  | Nanyo Corp. | 11000 | &nbsp;&nbsp; 96699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Narasaki Sangyo Co. <br> Ltd.<br>| 2400 | &nbsp;&nbsp; 57321 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; NCD Co. <br> Ltd./Shinagawa<br>| 2900 | &nbsp;&nbsp; 56757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NEC Capital Solutions <br> Ltd.<br>| 15100 | &nbsp;&nbsp; 383827 |
|  | NEC Corp. | 46000 | &nbsp;&nbsp; 1320930 |
|  | Neturen Co. Ltd. | 17300 | &nbsp;&nbsp; 136524 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; New Art Holdings Co. <br> Ltd.<br>| 7369 | &nbsp;&nbsp; 67917 |
|  | Nextage Co. Ltd. | 37600 | &nbsp;&nbsp; 466720 |
|  | NGK Insulators Ltd. | 85100 | &nbsp;&nbsp; 1077386 |
|  | NH Foods Ltd. | 25000 | &nbsp;&nbsp; 839909 |
|  | NHK Spring Co. Ltd. | 122769 | &nbsp;&nbsp; 1382336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nicca Chemical Co. <br> Ltd.<br>| 6100 | &nbsp;&nbsp; 51085 |
|  | Nichias Corp. | 42039 | &nbsp;&nbsp; 1608430 |
| # | Nichiban Co. Ltd. | 10100 | &nbsp;&nbsp; 134658 |
|  | Nichicon Corp. | 33300 | &nbsp;&nbsp; 285201 |
|  | Nichiden Corp. | 6000 | &nbsp;&nbsp; 113351 |
|  | Nichiha Corp. | 21900 | &nbsp;&nbsp; 456095 |
|  | Nichimo Co. Ltd. | 4200 | &nbsp;&nbsp; 65243 |
|  | Nichirei Corp. | 76000 | &nbsp;&nbsp; 914664 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nichireki Group Co. <br> Ltd.<br>| 25300 | &nbsp;&nbsp; 495500 |
|  | Nichirin Co. Ltd. | 12120 | &nbsp;&nbsp; 284822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NIDEC Corp. (6594 <br> JP)<br>| 21200 | &nbsp;&nbsp; 406749 |
|  | Nifco, Inc. | 26000 | &nbsp;&nbsp; 634400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Chouzai Co. <br> Ltd.<br>| 11581 | &nbsp;&nbsp; 269027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Dempa Kogyo <br> Co. Ltd.<br>| 20101 | &nbsp;&nbsp; 111320 |
|  | Nihon Dengi Co. Ltd. | 4400 | &nbsp;&nbsp; 145224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Denkei Co. <br> Ltd.<br>| 6600 | &nbsp;&nbsp; 93555 |
| # | Nihon Flush Co. Ltd. | 15100 | &nbsp;&nbsp; 79970 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nihon House Holdings <br> Co. Ltd.<br>| 25326 | &nbsp;&nbsp; 51758 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Kagaku Sangyo <br> Co. Ltd.<br>| 10600 | &nbsp;&nbsp; 158539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon M&A Center <br> Holdings, Inc.<br>| 128800 | &nbsp;&nbsp; 643899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Nohyaku Co. <br> Ltd.<br>| 24000 | &nbsp;&nbsp; 141026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Parkerizing Co. <br> Ltd.<br>| 33406 | &nbsp;&nbsp; 304733 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Tokushu Toryo <br> Co. Ltd.<br>| 11600 | &nbsp;&nbsp; $156999 |
| # | Nihon Trim Co. Ltd. | 2200 | &nbsp;&nbsp; 66265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Yamamura <br> Glass Co. Ltd.<br>| 3000 | &nbsp;&nbsp; 53108 |
|  | Nikkiso Co. Ltd. | 41734 | &nbsp;&nbsp; 373189 |
|  | Nikko Co. Ltd. | 23800 | &nbsp;&nbsp; 119195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nikkon Holdings Co. <br> Ltd.<br>| 94000 | &nbsp;&nbsp; 2117228 |
|  | Nikon Corp. | 96000 | &nbsp;&nbsp; 932323 |
|  | Nippi, Inc. | 1599 | &nbsp;&nbsp; 114197 |
|  | Nippn Corp. | 40900 | &nbsp;&nbsp; 589785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Air <br> Conditioning <br> Services Co. Ltd.<br>| 16100 | &nbsp;&nbsp; 125187 |
|  | Nippon Aqua Co. Ltd. | 9500 | &nbsp;&nbsp; 50951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Beet Sugar <br> Manufacturing Co. <br> Ltd.<br>| 6300 | &nbsp;&nbsp; 100445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Carbide <br> Industries Co., Inc.<br>| 6900 | &nbsp;&nbsp; 86657 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Carbon Co. <br> Ltd.<br>| 5454 | &nbsp;&nbsp; 149082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Care Supply <br> Co. Ltd.<br>| 100 | &nbsp;&nbsp; 1390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Chemical <br> Industrial Co. Ltd.<br>| 6100 | &nbsp;&nbsp; 85653 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Chemi-Con <br> Corp.<br>| 20618 | &nbsp;&nbsp; 170147 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Coke & <br> Engineering Co. <br> Ltd.<br>| 171900 | &nbsp;&nbsp; 106509 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Concept <br> Corp.<br>| 6800 | &nbsp;&nbsp; 137381 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Concrete <br> Industries Co. Ltd.<br>| 31100 | &nbsp;&nbsp; 62365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Denko Co. <br> Ltd.<br>| 85873 | &nbsp;&nbsp; 160151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Densetsu <br> Kogyo Co. Ltd.<br>| 20000 | &nbsp;&nbsp; 379746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Dry-Chemical <br> Co. Ltd.<br>| 5400 | &nbsp;&nbsp; 182938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Electric Glass <br> Co. Ltd.<br>| 38500 | &nbsp;&nbsp; 1030504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Express <br> Holdings, Inc.<br>| 108000 | &nbsp;&nbsp; 2372429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Fine Chemical <br> Co. Ltd.<br>| 9700 | &nbsp;&nbsp; 175092 |
|  | Nippon Gas Co. Ltd. | 68400 | &nbsp;&nbsp; 1244301 |
|  | Nippon Hume Corp. | 16100 | &nbsp;&nbsp; 278875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Kayaku Co. <br> Ltd.<br>| 59900 | &nbsp;&nbsp; 559343 |
|  | Nippon Kodoshi Corp. | 4200 | &nbsp;&nbsp; 52578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Light Metal <br> Holdings Co. Ltd.<br>| 60530 | &nbsp;&nbsp; 702386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Paint Holdings <br> Co. Ltd.<br>| 62700 | &nbsp;&nbsp; 531542 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Paper <br> Industries Co. Ltd.<br>| 73119 | &nbsp;&nbsp; $537956 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Parking <br> Development Co. <br> Ltd.<br>| 127800 | &nbsp;&nbsp; 224200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Rietec Co. <br> Ltd.<br>| 11303 | &nbsp;&nbsp; 148138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Sanso <br> Holdings Corp.<br>| 44100 | &nbsp;&nbsp; 1560855 |
|  | Nippon Seiki Co. Ltd. | 46100 | &nbsp;&nbsp; 472332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Seisen Co. <br> Ltd.<br>| 11000 | &nbsp;&nbsp; 79479 |
|  | Nippon Sharyo Ltd. | 4100 | &nbsp;&nbsp; 65199 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Sheet Glass <br> Co. Ltd.<br>| 108500 | &nbsp;&nbsp; 359308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Shinyaku Co. <br> Ltd.<br>| 11300 | &nbsp;&nbsp; 243301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Shokubai Co. <br> Ltd.<br>| 42000 | &nbsp;&nbsp; 477497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Signal Co. <br> Ltd.<br>| 28976 | &nbsp;&nbsp; 214904 |
|  | Nippon Soda Co. Ltd. | 32400 | &nbsp;&nbsp; 734549 |
|  | Nippon Steel Corp. | 126750 | &nbsp;&nbsp; 2440961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Television <br> Holdings, Inc.<br>| 1200 | &nbsp;&nbsp; 25954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Thompson Co. <br> Ltd.<br>| 40800 | &nbsp;&nbsp; 162439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Yakin Kogyo <br> Co. Ltd.<br>| 19100 | &nbsp;&nbsp; 527819 |
|  | Nippon Yusen KK | 55663 | &nbsp;&nbsp; 1952089 |
|  | Nipro Corp. | 112700 | &nbsp;&nbsp; 1037711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishikawa Rubber Co. <br> Ltd.<br>| 20400 | &nbsp;&nbsp; 385686 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nishimatsuya Chain <br> Co. Ltd.<br>| 12800 | &nbsp;&nbsp; 188568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishi-Nippon Financial <br> Holdings, Inc.<br>| 81600 | &nbsp;&nbsp; 1288926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishio Holdings Co. <br> Ltd.<br>| 23316 | &nbsp;&nbsp; 650778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nissan Chemical <br> Corp.<br>| 42600 | &nbsp;&nbsp; 1388707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nissan Shatai Co. <br> Ltd.<br>| 34200 | &nbsp;&nbsp; 235961 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nissan Tokyo Sales <br> Holdings Co. Ltd.<br>| 44600 | &nbsp;&nbsp; 146733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nissei ASB Machine <br> Co. Ltd.<br>| 6200 | &nbsp;&nbsp; 267519 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nissei Plastic <br> Industrial Co. Ltd.<br>| 5700 | &nbsp;&nbsp; 33660 |
|  | Nissha Co. Ltd. | 32400 | &nbsp;&nbsp; 287694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nisshin Group <br> Holdings Co. Ltd.<br>| 25100 | &nbsp;&nbsp; 87334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nisshin Oillio Group <br> Ltd.<br>| 23200 | &nbsp;&nbsp; 788833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nisshin Seifun Group, <br> Inc.<br>| 21300 | &nbsp;&nbsp; 246906 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nisshinbo Holdings, <br> Inc.<br>| 68808 | &nbsp;&nbsp; $437208 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nisso Holdings Co. <br> Ltd.<br>| 10600 | &nbsp;&nbsp; 46536 |
|  | Nissui Corp. | 226400 | &nbsp;&nbsp; 1321783 |
|  | Niterra Co. Ltd. | 69100 | &nbsp;&nbsp; 2382132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nitori Holdings Co. <br> Ltd.<br>| 1500 | &nbsp;&nbsp; 127030 |
|  | Nitta Corp. | 12904 | &nbsp;&nbsp; 352631 |
|  | Nitta Gelatin, Inc. | 7200 | &nbsp;&nbsp; 43735 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nittetsu Mining Co. <br> Ltd.<br>| 11400 | &nbsp;&nbsp; 559993 |
|  | Nitto Denko Corp. | 132400 | &nbsp;&nbsp; 2739872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nitto Fuji Flour Milling <br> Co. Ltd.<br>| 2600 | &nbsp;&nbsp; 126143 |
|  | Nitto Kogyo Corp. | 19800 | &nbsp;&nbsp; 437513 |
|  | Nitto Kohki Co. Ltd. | 6100 | &nbsp;&nbsp; 77821 |
|  | Nitto Seiko Co. Ltd. | 21400 | &nbsp;&nbsp; 88951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nittoc Construction <br> Co. Ltd.<br>| 27600 | &nbsp;&nbsp; 217148 |
| # | Nittoku Co. Ltd. | 6600 | &nbsp;&nbsp; 89357 |
|  | NJS Co. Ltd. | 500 | &nbsp;&nbsp; 19082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Noevir Holdings Co. <br> Ltd.<br>| 2485 | &nbsp;&nbsp; 75764 |
|  | NOF Corp. | 16000 | &nbsp;&nbsp; 318479 |
|  | Nohmi Bosai Ltd. | 5100 | &nbsp;&nbsp; 132419 |
|  | Nojima Corp. | 62300 | &nbsp;&nbsp; 1424183 |
|  | NOK Corp. | 45500 | &nbsp;&nbsp; 690377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Holdings, Inc. <br> (8604 JP)<br>| 120000 | &nbsp;&nbsp; 792755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Holdings, Inc. <br> (NMR US), <br> Sponsored ADR<br>| 8048 | &nbsp;&nbsp; 53519 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Micro <br> Science Co. Ltd.<br>| 900 | &nbsp;&nbsp; 16233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Real Estate <br> Holdings, Inc.<br>| 157500 | &nbsp;&nbsp; 872804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Research <br> Institute Ltd.<br>| 82500 | &nbsp;&nbsp; 3264559 |
|  | Noritake Co. Ltd. | 18800 | &nbsp;&nbsp; 534902 |
|  | Noritsu Koki Co. Ltd. | 48600 | &nbsp;&nbsp; 508146 |
|  | Noritz Corp. | 17538 | &nbsp;&nbsp; 222527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North Pacific Bank <br> Ltd.<br>| 127900 | &nbsp;&nbsp; 550331 |
|  | NPR-RIKEN Corp. | 21624 | &nbsp;&nbsp; 363794 |
| # | NS Solutions Corp. | 10400 | &nbsp;&nbsp; 243926 |
| # | NS Tool Co. Ltd. | 6600 | &nbsp;&nbsp; 33916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NS United Kaiun <br> Kaisha Ltd.<br>| 12600 | &nbsp;&nbsp; 349675 |
|  | NSD Co. Ltd. | 28480 | &nbsp;&nbsp; 681187 |
|  | NSK Ltd. | 82093 | &nbsp;&nbsp; 392860 |
|  | NSW, Inc. | 8700 | &nbsp;&nbsp; 149059 |
|  | NTN Corp. | 469231 | &nbsp;&nbsp; 800577 |
|  | Oat Agrio Co. Ltd. | 4300 | &nbsp;&nbsp; 68532 |
| # | Obara Group, Inc. | 6600 | &nbsp;&nbsp; 168947 |
|  | Obayashi Corp. | 35600 | &nbsp;&nbsp; 524219 |
| # | Oenon Holdings, Inc. | 42300 | &nbsp;&nbsp; 164764 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ogaki Kyoritsu Bank <br> Ltd.<br>| 24000 | &nbsp;&nbsp; $452011 |
|  | Ohashi Technica, Inc. | 9700 | &nbsp;&nbsp; 138015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ohmoto Gumi Co. <br> Ltd.<br>| 4200 | &nbsp;&nbsp; 35843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ohsho Food Service <br> Corp.<br>| 3000 | &nbsp;&nbsp; 74223 |
| # | OIE Sangyo Co. Ltd. | 4100 | &nbsp;&nbsp; 58350 |
|  | Oiles Corp. | 19216 | &nbsp;&nbsp; 273197 |
|  | Oita Bank Ltd. | 10200 | &nbsp;&nbsp; 319368 |
|  | Oji Holdings Corp. | 238900 | &nbsp;&nbsp; 1164365 |
|  | Okabe Co. Ltd. | 32741 | &nbsp;&nbsp; 188806 |
|  | Okada Aiyon Corp. | 1400 | &nbsp;&nbsp; 17818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okamoto Industries, <br> Inc.<br>| 6200 | &nbsp;&nbsp; 209969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okamoto Machine <br> Tool Works Ltd.<br>| 5237 | &nbsp;&nbsp; 170100 |
|  | Okamura Corp. | 35100 | &nbsp;&nbsp; 553261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okasan Securities <br> Group, Inc.<br>| 66400 | &nbsp;&nbsp; 287264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oki Electric Industry <br> Co. Ltd.<br>| 133558 | &nbsp;&nbsp; 1389740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okinawa Cellular <br> Telephone Co.<br>| 16200 | &nbsp;&nbsp; 550024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okinawa Financial <br> Group, Inc.<br>| 16100 | &nbsp;&nbsp; 364700 |
|  | OKUMA Corp. | 35000 | &nbsp;&nbsp; 952219 |
|  | Okumura Corp. | 18900 | &nbsp;&nbsp; 558272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okura Industrial Co. <br> Ltd.<br>| 7900 | &nbsp;&nbsp; 228206 |
| # | Okuwa Co. Ltd. | 21000 | &nbsp;&nbsp; 129732 |
|  | Olympus Corp. | 167200 | &nbsp;&nbsp; 1997546 |
|  | Omron Corp. | 8700 | &nbsp;&nbsp; 224240 |
|  | One Career, Inc. | 3600 | &nbsp;&nbsp; 51792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ono Pharmaceutical <br> Co. Ltd.<br>| 6000 | &nbsp;&nbsp; 67097 |
| # | Onoken Co. Ltd. | 12500 | &nbsp;&nbsp; 119350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Onward Holdings Co. <br> Ltd.<br>| 139700 | &nbsp;&nbsp; 568488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ootoya Holdings Co. <br> Ltd.<br>| 2100 | &nbsp;&nbsp; 73828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Open House Group <br> Co. Ltd.<br>| 27500 | &nbsp;&nbsp; 1216061 |
|  | Open Up Group, Inc. | 1700 | &nbsp;&nbsp; 20832 |
|  | Optex Group Co. Ltd. | 24600 | &nbsp;&nbsp; 277414 |
| \* | Optim Corp. | 2100 | &nbsp;&nbsp; 7341 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Optimus Group Co. <br> Ltd.<br>| 8300 | &nbsp;&nbsp; 20048 |
|  | Oracle Corp. Japan | 8400 | &nbsp;&nbsp; 908413 |
|  | Organo Corp. | 10100 | &nbsp;&nbsp; 622316 |
| # | Orient Corp. | 16384 | &nbsp;&nbsp; 108382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Shiraishi <br> Corp.<br>| 105700 | &nbsp;&nbsp; 270457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ORIX Corp. (8591 <br> JP)<br>| 108300 | &nbsp;&nbsp; 2432747 |
|  | Oro Co. Ltd. | 3000 | &nbsp;&nbsp; 62800 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Osaka Organic <br> Chemical Industry <br> Ltd.<br>| 9200 | &nbsp;&nbsp; $177668 |
| # | Osaka Steel Co. Ltd. | 8600 | &nbsp;&nbsp; 145566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Osaki Electric Co. <br> Ltd.<br>| 33900 | &nbsp;&nbsp; 235162 |
|  | OSG Corp. | 45400 | &nbsp;&nbsp; 587446 |
|  | Otsuka Corp. | 22600 | &nbsp;&nbsp; 428206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Otsuka Holdings Co. <br> Ltd.<br>| 20400 | &nbsp;&nbsp; 971238 |
|  | OUG Holdings, Inc. | 3000 | &nbsp;&nbsp; 78951 |
|  | Oval Corp. | 8600 | &nbsp;&nbsp; 26986 |
|  | Oyo Corp. | 13600 | &nbsp;&nbsp; 282216 |
| # | Ozu Corp. | 3900 | &nbsp;&nbsp; 42520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Industrial Co. <br> Ltd.<br>| 44600 | &nbsp;&nbsp; 608457 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Metals Co. <br> Ltd.<br>| 11455 | &nbsp;&nbsp; 140541 |
|  | Pack Corp. | 32400 | &nbsp;&nbsp; 243496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PAL GROUP Holdings <br> Co. Ltd.<br>| 39600 | &nbsp;&nbsp; 1295708 |
|  | PALTAC Corp. | 11650 | &nbsp;&nbsp; 333388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan Pacific <br> International <br> Holdings Corp.<br>| 88600 | &nbsp;&nbsp; 2964223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Panasonic Holdings <br> Corp.<br>| 207181 | &nbsp;&nbsp; 1959791 |
|  | Paraca, Inc. | 2700 | &nbsp;&nbsp; 33920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Bed <br> Holdings Co. Ltd.<br>| 25286 | &nbsp;&nbsp; 414883 |
|  | Park24 Co. Ltd. | 54300 | &nbsp;&nbsp; 685722 |
|  | Parker Corp. | 8500 | &nbsp;&nbsp; 55402 |
|  | Pasona Group, Inc. | 13400 | &nbsp;&nbsp; 183539 |
|  | Pegasus Co. Ltd. | 23800 | &nbsp;&nbsp; 90444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Penta-Ocean <br> Construction Co. <br> Ltd.<br>| 188600 | &nbsp;&nbsp; 1220503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; People Dreams & <br> Technologies Group <br> Co. Ltd.<br>| 5600 | &nbsp;&nbsp; 66881 |
| \* | PeptiDream, Inc. | 12100 | &nbsp;&nbsp; 134086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Persol Holdings Co. <br> Ltd.<br>| 614500 | &nbsp;&nbsp; 1174585 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pharma Foods <br> International Co. <br> Ltd.<br>| 8700 | &nbsp;&nbsp; 50858 |
| \* | PIA Corp. | 2900 | &nbsp;&nbsp; 57228 |
|  | Pigeon Corp. | 8400 | &nbsp;&nbsp; 92860 |
|  | PILLAR Corp. | 21300 | &nbsp;&nbsp; 545551 |
|  | Pilot Corp. | 17100 | &nbsp;&nbsp; 497852 |
| # | Piolax, Inc. | 22813 | &nbsp;&nbsp; 264425 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Plus Alpha Consulting <br> Co. Ltd.<br>| 12200 | &nbsp;&nbsp; 183505 |
|  | Port, Inc. | 5300 | &nbsp;&nbsp; 66553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premium Group Co. <br> Ltd.<br>| 27600 | &nbsp;&nbsp; 415381 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premium Water <br> Holdings, Inc.<br>| 2000 | &nbsp;&nbsp; $43434 |
| # | Press Kogyo Co. Ltd. | 97100 | &nbsp;&nbsp; 384004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prestige International, <br> Inc.<br>| 60400 | &nbsp;&nbsp; 262780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prima Meat Packers <br> Ltd.<br>| 20900 | &nbsp;&nbsp; 329961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Procrea Holdings, <br> Inc.<br>| 15134 | &nbsp;&nbsp; 153318 |
| # | Pronexus, Inc. | 11500 | &nbsp;&nbsp; 86343 |
| # | Pro-Ship, Inc. | 5100 | &nbsp;&nbsp; 98952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PS Construction Co. <br> Ltd.<br>| 25700 | &nbsp;&nbsp; 310617 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; QB Net Holdings Co. <br> Ltd.<br>| 17508 | &nbsp;&nbsp; 138454 |
|  | Qol Holdings Co. Ltd. | 27800 | &nbsp;&nbsp; 372070 |
|  | Quick Co. Ltd. | 6500 | &nbsp;&nbsp; 100652 |
|  | Raito Kogyo Co. Ltd. | 26400 | &nbsp;&nbsp; 545479 |
|  | Raiznext Corp. | 22600 | &nbsp;&nbsp; 279953 |
| # | Raksul, Inc. | 32600 | &nbsp;&nbsp; 267607 |
|  | Rakumachi, Inc. | 2200 | &nbsp;&nbsp; 14520 |
|  | Rakus Co. Ltd. | 26700 | &nbsp;&nbsp; 409513 |
| \* | Rakuten Bank Ltd. | 8600 | &nbsp;&nbsp; 400603 |
| \* | Rakuten Group, Inc. | 3300 | &nbsp;&nbsp; 16697 |
|  | Rasa Corp. | 5700 | &nbsp;&nbsp; 58074 |
|  | Rasa Industries Ltd. | 12500 | &nbsp;&nbsp; 351354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Recruit Holdings Co. <br> Ltd.<br>| 90500 | &nbsp;&nbsp; 5369466 |
|  | Relo Group, Inc. | 42000 | &nbsp;&nbsp; 482295 |
| # | Renaissance, Inc. | 7800 | &nbsp;&nbsp; 59163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Renesas Electronics <br> Corp.<br>| 63800 | &nbsp;&nbsp; 776003 |
|  | Rengo Co. Ltd. | 138100 | &nbsp;&nbsp; 800976 |
| \* | RENOVA, Inc. | 6400 | &nbsp;&nbsp; 29981 |
|  | Resona Holdings, Inc. | 210889 | &nbsp;&nbsp; 1919938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Resonac Holdings <br> Corp.<br>| 85317 | &nbsp;&nbsp; 2051715 |
|  | Resorttrust, Inc. | 55800 | &nbsp;&nbsp; 691221 |
|  | Restar Corp. | 15600 | &nbsp;&nbsp; 280154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Retail Partners Co. <br> Ltd.<br>| 20000 | &nbsp;&nbsp; 190984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rheon Automatic <br> Machinery Co. Ltd.<br>| 13100 | &nbsp;&nbsp; 119880 |
| # | Rhythm Co. Ltd. | 4800 | &nbsp;&nbsp; 96010 |
|  | Ricoh Co. Ltd. | 174700 | &nbsp;&nbsp; 1531855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ricoh Leasing Co. <br> Ltd.<br>| 17300 | &nbsp;&nbsp; 629522 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ride On Express <br> Holdings Co. Ltd.<br>| 3200 | &nbsp;&nbsp; 21140 |
|  | Riken Keiki Co. Ltd. | 4799 | &nbsp;&nbsp; 101036 |
|  | Riken Technos Corp. | 35100 | &nbsp;&nbsp; 270353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riken Vitamin Co. <br> Ltd.<br>| 17400 | &nbsp;&nbsp; 332044 |
|  | Rinnai Corp. | 20700 | &nbsp;&nbsp; 510916 |
|  | Rion Co. Ltd. | 6500 | &nbsp;&nbsp; 110928 |
|  | Riso Kagaku Corp. | 2716 | &nbsp;&nbsp; 20954 |
|  | Rix Corp. | 800 | &nbsp;&nbsp; 17485 |
| # | Rock Field Co. Ltd. | 5500 | &nbsp;&nbsp; 55888 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Rohm Co. Ltd. | 18800 | &nbsp;&nbsp; $236577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rohto Pharmaceutical <br> Co. Ltd.<br>| 14200 | &nbsp;&nbsp; 202692 |
|  | Rokko Butter Co. Ltd. | 5941 | &nbsp;&nbsp; 48329 |
|  | Roland Corp. | 6500 | &nbsp;&nbsp; 135861 |
|  | Rorze Corp. | 76000 | &nbsp;&nbsp; 1021938 |
|  | Round One Corp. | 111300 | &nbsp;&nbsp; 1142955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Royal Holdings Co. <br> Ltd.<br>| 18800 | &nbsp;&nbsp; 331878 |
|  | Ryobi Ltd. | 22700 | &nbsp;&nbsp; 343024 |
|  | RYODEN Corp. | 11500 | &nbsp;&nbsp; 220194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ryohin Keikaku Co. <br> Ltd.<br>| 94800 | &nbsp;&nbsp; 4438325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ryoyo Ryosan <br> Holdings, Inc.<br>| 8724 | &nbsp;&nbsp; 160245 |
|  | S Foods, Inc. | 14400 | &nbsp;&nbsp; 253528 |
|  | S&B Foods, Inc. | 11600 | &nbsp;&nbsp; 230831 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sac's Bar Holdings, <br> Inc.<br>| 11676 | &nbsp;&nbsp; 62902 |
| # | Saizeriya Co. Ltd. | 13800 | &nbsp;&nbsp; 484132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sakai Chemical <br> Industry Co. Ltd.<br>| 11500 | &nbsp;&nbsp; 217670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sakai Heavy <br> Industries Ltd.<br>| 6000 | &nbsp;&nbsp; 82954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sakai Moving Service <br> Co. Ltd.<br>| 12100 | &nbsp;&nbsp; 214152 |
|  | Sakata INX Corp. | 37400 | &nbsp;&nbsp; 531986 |
|  | Sakata Seed Corp. | 7500 | &nbsp;&nbsp; 168640 |
|  | Sala Corp. | 50200 | &nbsp;&nbsp; 320997 |
| # | Samco, Inc. | 1600 | &nbsp;&nbsp; 30001 |
|  | San Holdings, Inc. | 16800 | &nbsp;&nbsp; 177466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; San ju San Financial <br> Group, Inc.<br>| 6560 | &nbsp;&nbsp; 147530 |
|  | San-A Co. Ltd. | 19000 | &nbsp;&nbsp; 378572 |
|  | San-Ai Obbli Co. Ltd. | 56500 | &nbsp;&nbsp; 761609 |
|  | Sangetsu Corp. | 31100 | &nbsp;&nbsp; 618954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; San-In Godo Bank <br> Ltd.<br>| 80177 | &nbsp;&nbsp; 675140 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sanken Electric Co. <br> Ltd.<br>| 11300 | &nbsp;&nbsp; 640993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanki Engineering Co. <br> Ltd.<br>| 39400 | &nbsp;&nbsp; 1159254 |
|  | Sanko Gosei Ltd. | 39301 | &nbsp;&nbsp; 210620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanko Metal Industrial <br> Co. Ltd.<br>| 3300 | &nbsp;&nbsp; 156357 |
|  | Sankyo Co. Ltd. | 94500 | &nbsp;&nbsp; 1763398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sankyo Frontier Co. <br> Ltd.<br>| 6400 | &nbsp;&nbsp; 85905 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sankyo Seiko Co. <br> Ltd.<br>| 29700 | &nbsp;&nbsp; 121451 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sankyo Tateyama, <br> Inc.<br>| 20200 | &nbsp;&nbsp; 81491 |
|  | Sankyu, Inc. | 33500 | &nbsp;&nbsp; 1972058 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sanoh Industrial Co. <br> Ltd.<br>| 30600 | &nbsp;&nbsp; 141377 |
|  | Sanrio Co. Ltd. | 31900 | &nbsp;&nbsp; 1308925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sansei Technologies, <br> Inc.<br>| 8000 | &nbsp;&nbsp; 93546 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanshin Electronics <br> Co. Ltd.<br>| 9400 | &nbsp;&nbsp; $154244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Santec Holdings <br> Corp.<br>| 4100 | &nbsp;&nbsp; 160412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Santen <br> Pharmaceutical Co. <br> Ltd.<br>| 35800 | &nbsp;&nbsp; 395551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanwa Holdings <br> Corp.<br>| 112300 | &nbsp;&nbsp; 3063749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanyo Chemical <br> Industries Ltd.<br>| 5608 | &nbsp;&nbsp; 146968 |
|  | Sanyo Denki Co. Ltd. | 8000 | &nbsp;&nbsp; 496047 |
| # | Sanyo Shokai Ltd. | 7137 | &nbsp;&nbsp; 140973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanyo Trading Co. <br> Ltd.<br>| 21700 | &nbsp;&nbsp; 216539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sapporo Holdings <br> Ltd.<br>| 15700 | &nbsp;&nbsp; 726473 |
|  | Sato Corp. | 29700 | &nbsp;&nbsp; 420040 |
|  | Sato Foods Co. Ltd. | 800 | &nbsp;&nbsp; 38240 |
|  | Sato Shoji Corp. | 9500 | &nbsp;&nbsp; 105511 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Satori Electric Co. <br> Ltd.<br>| 4500 | &nbsp;&nbsp; 51748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sawai Group Holdings <br> Co. Ltd.<br>| 67883 | &nbsp;&nbsp; 871378 |
|  | SAXA, Inc. | 1900 | &nbsp;&nbsp; 57855 |
| #\* | SBI ARUHI Corp. | 5090 | &nbsp;&nbsp; 27979 |
|  | SBI Holdings, Inc. | 41051 | &nbsp;&nbsp; 1524957 |
|  | SBS Holdings, Inc. | 17900 | &nbsp;&nbsp; 381117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SCREEN Holdings <br> Co. Ltd.<br>| 17800 | &nbsp;&nbsp; 1388576 |
|  | Scroll Corp. | 38300 | &nbsp;&nbsp; 276678 |
|  | SCSK Corp. | 38265 | &nbsp;&nbsp; 1190612 |
|  | SEC Carbon Ltd. | 7500 | &nbsp;&nbsp; 104309 |
|  | Secom Co. Ltd. | 7110 | &nbsp;&nbsp; 255343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sega Sammy <br> Holdings, Inc.<br>| 8100 | &nbsp;&nbsp; 165582 |
|  | Seibu Holdings, Inc. | 56900 | &nbsp;&nbsp; 1590053 |
|  | Seika Corp. | 7000 | &nbsp;&nbsp; 239827 |
| # | Seikagaku Corp. | 18700 | &nbsp;&nbsp; 79857 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Seikitokyu Kogyo Co. <br> Ltd.<br>| 10700 | &nbsp;&nbsp; 104235 |
|  | Seiko Epson Corp. | 62900 | &nbsp;&nbsp; 798094 |
|  | Seiko Group Corp. | 23236 | &nbsp;&nbsp; 645933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seino Holdings Co. <br> Ltd.<br>| 30000 | &nbsp;&nbsp; 456293 |
| # | Seiren Co. Ltd. | 20900 | &nbsp;&nbsp; 341430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sekisui Chemical Co. <br> Ltd.<br>| 42500 | &nbsp;&nbsp; 737168 |
| # | Sekisui House Ltd. | 39140 | &nbsp;&nbsp; 821033 |
|  | Sekisui Jushi Corp. | 15486 | &nbsp;&nbsp; 221739 |
|  | SEMITEC Corp. | 5800 | &nbsp;&nbsp; 90714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Senko Group Holdings <br> Co. Ltd.<br>| 99500 | &nbsp;&nbsp; 1339191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Senshu Electric Co. <br> Ltd.<br>| 12500 | &nbsp;&nbsp; 353069 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Senshu Ikeda <br> Holdings, Inc.<br>| 133600 | &nbsp;&nbsp; 568669 |
|  | Seria Co. Ltd. | 16800 | &nbsp;&nbsp; 309398 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seven & i Holdings <br> Co. Ltd.<br>| 495500 | &nbsp;&nbsp; $6532272 |
|  | Seven Bank Ltd. | 334400 | &nbsp;&nbsp; 600650 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SFP Holdings Co. <br> Ltd.<br>| 4100 | &nbsp;&nbsp; 60080 |
|  | SG Holdings Co. Ltd. | 107600 | &nbsp;&nbsp; 1193758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sharingtechnology, <br> Inc.<br>| 12100 | &nbsp;&nbsp; 96976 |
| #\* | Sharp Corp. | 8433 | &nbsp;&nbsp; 39868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shibaura Electronics <br> Co. Ltd.<br>| 12000 | &nbsp;&nbsp; 480939 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shibaura Machine Co. <br> Ltd.<br>| 21200 | &nbsp;&nbsp; 545642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shibaura <br> Mechatronics Corp.<br>| 14100 | &nbsp;&nbsp; 992281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shibusawa Logistics <br> Corp.<br>| 6800 | &nbsp;&nbsp; 196820 |
|  | Shibuya Corp. | 14400 | &nbsp;&nbsp; 346273 |
| \* | SHIFT, Inc. | 75200 | &nbsp;&nbsp; 789183 |
|  | Shiga Bank Ltd. | 20467 | &nbsp;&nbsp; 821945 |
|  | Shikibo Ltd. | 8402 | &nbsp;&nbsp; 55349 |
|  | Shikoku Bank Ltd. | 31901 | &nbsp;&nbsp; 263855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shikoku Kasei <br> Holdings Corp.<br>| 26400 | &nbsp;&nbsp; 365364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shima Seiki <br> Manufacturing Ltd.<br>| 2400 | &nbsp;&nbsp; 16854 |
|  | Shimadaya Corp. | 7100 | &nbsp;&nbsp; 89849 |
|  | Shimadzu Corp. | 10800 | &nbsp;&nbsp; 239076 |
|  | Shimamura Co. Ltd. | 3800 | &nbsp;&nbsp; 275145 |
|  | Shimizu Corp. | 38900 | &nbsp;&nbsp; 430933 |
|  | Shimojima Co. Ltd. | 10700 | &nbsp;&nbsp; 88941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin Nippon Air <br> Technologies Co. <br> Ltd.<br>| 19600 | &nbsp;&nbsp; 343833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin Nippon <br> Biomedical <br> Laboratories Ltd.<br>| 13200 | &nbsp;&nbsp; 121529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinagawa <br> Refractories Co. <br> Ltd.<br>| 35900 | &nbsp;&nbsp; 410140 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shindengen Electric <br> Manufacturing Co. <br> Ltd.<br>| 3700 | &nbsp;&nbsp; 63532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin-Etsu Chemical <br> Co. Ltd.<br>| 59800 | &nbsp;&nbsp; 1720859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin-Etsu Polymer <br> Co. Ltd.<br>| 30100 | &nbsp;&nbsp; 355404 |
| # | Shinko Shoji Co. Ltd. | 30300 | &nbsp;&nbsp; 199053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinmaywa Industries <br> Ltd.<br>| 50000 | &nbsp;&nbsp; 603472 |
|  | Shinnihon Corp. | 22300 | &nbsp;&nbsp; 258986 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shinnihonseiyaku Co. <br> Ltd.<br>| 6800 | &nbsp;&nbsp; 101593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinobu Foods <br> Products Co. Ltd.<br>| 7000 | &nbsp;&nbsp; 72436 |
|  | Shinsho Corp. | 14400 | &nbsp;&nbsp; 201374 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinwa Co. Ltd. (3447 <br> JP)<br>| 9800 | &nbsp;&nbsp; $50578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinwa Co. Ltd. (7607 <br> JP)<br>| 6400 | &nbsp;&nbsp; 144617 |
|  | Shionogi & Co. Ltd. | 28900 | &nbsp;&nbsp; 483333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ship Healthcare <br> Holdings, Inc.<br>| 38200 | &nbsp;&nbsp; 533049 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shizuoka Financial <br> Group, Inc.<br>| 83400 | &nbsp;&nbsp; 986470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shizuoka Gas Co. <br> Ltd.<br>| 42600 | &nbsp;&nbsp; 320186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SHO-BOND Holdings <br> Co. Ltd.<br>| 800 | &nbsp;&nbsp; 25544 |
|  | Shoei Co. Ltd. | 31200 | &nbsp;&nbsp; 373587 |
| # | Shoei Foods Corp. | 3300 | &nbsp;&nbsp; 89955 |
|  | Shofu, Inc. | 2200 | &nbsp;&nbsp; 29596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Showa Sangyo Co. <br> Ltd.<br>| 20209 | &nbsp;&nbsp; 405867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SIGMAXYZ Holdings, <br> Inc.<br>| 43600 | &nbsp;&nbsp; 347160 |
|  | Siix Corp. | 37200 | &nbsp;&nbsp; 303219 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Simplex Holdings, <br> Inc.<br>| 9100 | &nbsp;&nbsp; 247036 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sinanen Holdings Co. <br> Ltd.<br>| 7300 | &nbsp;&nbsp; 317453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinfonia Technology <br> Co. Ltd.<br>| 26300 | &nbsp;&nbsp; 1651764 |
|  | Sinko Industries Ltd. | 24900 | &nbsp;&nbsp; 210647 |
|  | Sintokogio Ltd. | 24000 | &nbsp;&nbsp; 144657 |
|  | SK Kaken Co. Ltd. | 3900 | &nbsp;&nbsp; 234354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SK-Electronics Co. <br> Ltd.<br>| 9300 | &nbsp;&nbsp; 173905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SKY Perfect JSAT <br> Holdings, Inc.<br>| 128700 | &nbsp;&nbsp; 1218821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skylark Holdings Co. <br> Ltd.<br>| 86000 | &nbsp;&nbsp; 1634674 |
|  | Skymark Airlines, Inc. | 8300 | &nbsp;&nbsp; 27040 |
| # | Smaregi, Inc. | 3100 | &nbsp;&nbsp; 68301 |
|  | SMK Corp. | 1000 | &nbsp;&nbsp; 14537 |
|  | SMS Co. Ltd. | 14400 | &nbsp;&nbsp; 144157 |
|  | Soda Nikka Co. Ltd. | 14300 | &nbsp;&nbsp; 105014 |
|  | Sodick Co. Ltd. | 29000 | &nbsp;&nbsp; 171119 |
|  | Soft99 Corp. | 7600 | &nbsp;&nbsp; 80929 |
|  | SoftBank Corp. | 2895000 | &nbsp;&nbsp; 4182800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SoftBank Group <br> Corp.<br>| 134400 | &nbsp;&nbsp; 10262641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Softcreate Holdings <br> Corp.<br>| 7400 | &nbsp;&nbsp; 109722 |
|  | Software Service, Inc. | 2500 | &nbsp;&nbsp; 225005 |
|  | Sojitz Corp. | 102540 | &nbsp;&nbsp; 2440438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Soken Chemical & <br> Engineering Co. <br> Ltd.<br>| 18800 | &nbsp;&nbsp; 206290 |
|  | Solasto Corp. | 19499 | &nbsp;&nbsp; 55320 |
| # | Soliton Systems KK | 5800 | &nbsp;&nbsp; 52748 |
|  | Sompo Holdings, Inc. | 74650 | &nbsp;&nbsp; 2201207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sony Group Corp. <br> (6758 JP)<br>| 835000 | &nbsp;&nbsp; 20084505 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sony Group Corp. <br> (SONY US), <br> Sponsored ADR<br>| 192300 | &nbsp;&nbsp; $4676736 |
| # | Space Co. Ltd. | 12400 | &nbsp;&nbsp; 98173 |
|  | Sparx Group Co. Ltd. | 13779 | &nbsp;&nbsp; 136477 |
|  | SPK Corp. | 7564 | &nbsp;&nbsp; 119542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Square Enix Holdings <br> Co. Ltd.<br>| 500 | &nbsp;&nbsp; 33803 |
|  | SRA Holdings | 7200 | &nbsp;&nbsp; 219703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SRS Holdings Co. <br> Ltd.<br>| 9100 | &nbsp;&nbsp; 77221 |
|  | ST Corp. | 3400 | &nbsp;&nbsp; 36485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; St. Care Holding <br> Corp.<br>| 7000 | &nbsp;&nbsp; 35842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stanley Electric Co. <br> Ltd.<br>| 67000 | &nbsp;&nbsp; 1263587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Star Mica Holdings <br> Co. Ltd.<br>| 23400 | &nbsp;&nbsp; 154578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Star Micronics Co. <br> Ltd.<br>| 20800 | &nbsp;&nbsp; 239197 |
|  | Startia Holdings, Inc. | 4900 | &nbsp;&nbsp; 85511 |
|  | Starts Corp., Inc. | 22400 | &nbsp;&nbsp; 677317 |
|  | Starzen Co. Ltd. | 36600 | &nbsp;&nbsp; 284510 |
|  | Stella Chemifa Corp. | 3400 | &nbsp;&nbsp; 96444 |
|  | Step Co. Ltd. | 7500 | &nbsp;&nbsp; 115375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STI Foods Holdings, <br> Inc.<br>| 4500 | &nbsp;&nbsp; 39086 |
|  | Strike Co. Ltd. | 5400 | &nbsp;&nbsp; 140131 |
| # | Studio Alice Co. Ltd. | 8000 | &nbsp;&nbsp; 113987 |
|  | Subaru Corp. | 230800 | &nbsp;&nbsp; 4245753 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Subaru Enterprise Co. <br> Ltd.<br>| 7900 | &nbsp;&nbsp; 162021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sugi Holdings Co. <br> Ltd.<br>| 29418 | &nbsp;&nbsp; 711948 |
|  | Sugimoto & Co. Ltd. | 15000 | &nbsp;&nbsp; 177994 |
| # | SUMCO Corp. | 139300 | &nbsp;&nbsp; 1089437 |
|  | Sumida Corp. | 35613 | &nbsp;&nbsp; 242730 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sumiseki Holdings, <br> Inc.<br>| 28100 | &nbsp;&nbsp; 116034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Bakelite <br> Co. Ltd.<br>| 33700 | &nbsp;&nbsp; 977266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Chemical <br> Co. Ltd.<br>| 358300 | &nbsp;&nbsp; 896141 |
|  | Sumitomo Corp. | 90000 | &nbsp;&nbsp; 2300378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Densetsu <br> Co. Ltd.<br>| 9152 | &nbsp;&nbsp; 397717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Electric <br> Industries Ltd.<br>| 221583 | &nbsp;&nbsp; 5498513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Forestry <br> Co. Ltd.<br>| 179100 | &nbsp;&nbsp; 1799175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Heavy <br> Industries Ltd.<br>| 43600 | &nbsp;&nbsp; 965589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Metal <br> Mining Co. Ltd.<br>| 35100 | &nbsp;&nbsp; 772035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui <br> Financial Group, <br> Inc. (8316 JP)<br>| 296823 | &nbsp;&nbsp; 7487836 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust <br> Group, Inc.<br>| 88700 | &nbsp;&nbsp; $2325249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Osaka <br> Cement Co. Ltd.<br>| 22700 | &nbsp;&nbsp; 590840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Realty & <br> Development Co. <br> Ltd.<br>| 62700 | &nbsp;&nbsp; 2290379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Riko Co. <br> Ltd.<br>| 32788 | &nbsp;&nbsp; 415212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Rubber <br> Industries Ltd.<br>| 98153 | &nbsp;&nbsp; 1121834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Seika <br> Chemicals Co. Ltd.<br>| 8300 | &nbsp;&nbsp; 248347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Warehouse <br> Co. Ltd.<br>| 41300 | &nbsp;&nbsp; 856611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Frontier <br> Fudousan Co. Ltd.<br>| 52700 | &nbsp;&nbsp; 737821 |
| \* | Suncall Corp. | 10400 | &nbsp;&nbsp; 26406 |
|  | Sundrug Co. Ltd. | 19200 | &nbsp;&nbsp; 569070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suntory Beverage & <br> Food Ltd.<br>| 14200 | &nbsp;&nbsp; 428779 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sun-Wa Technos <br> Corp.<br>| 11800 | &nbsp;&nbsp; 188482 |
| # | Suruga Bank Ltd. | 117700 | &nbsp;&nbsp; 1083746 |
|  | Suzuken Co. Ltd. | 20346 | &nbsp;&nbsp; 769021 |
|  | Suzuki Co. Ltd. | 12200 | &nbsp;&nbsp; 149580 |
|  | Suzuki Motor Corp. | 168300 | &nbsp;&nbsp; 1849208 |
|  | SWCC Corp. | 28700 | &nbsp;&nbsp; 1718125 |
|  | Sysmex Corp. | 119300 | &nbsp;&nbsp; 1938130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; System Research Co. <br> Ltd.<br>| 4500 | &nbsp;&nbsp; 65040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; System Support <br> Holdings, Inc.<br>| 2400 | &nbsp;&nbsp; 42651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Systems Engineering <br> Consultants Co. <br> Ltd.<br>| 900 | &nbsp;&nbsp; 31009 |
|  | Systena Corp. | 124000 | &nbsp;&nbsp; 328473 |
|  | Syuppin Co. Ltd. | 15300 | &nbsp;&nbsp; 127749 |
|  | T Hasegawa Co. Ltd. | 9300 | &nbsp;&nbsp; 191884 |
|  | T RAD Co. Ltd. | 6300 | &nbsp;&nbsp; 205683 |
|  | T&D Holdings, Inc. | 34500 | &nbsp;&nbsp; 842446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tachibana Eletech Co. <br> Ltd.<br>| 16820 | &nbsp;&nbsp; 318419 |
| # | Tachikawa Corp. | 8800 | &nbsp;&nbsp; 98332 |
|  | Tachi-S Co. Ltd. | 29100 | &nbsp;&nbsp; 344607 |
|  | Tadano Ltd. | 69000 | &nbsp;&nbsp; 496443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taihei Dengyo Kaisha <br> Ltd.<br>| 7500 | &nbsp;&nbsp; 322453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiheiyo Cement <br> Corp.<br>| 55188 | &nbsp;&nbsp; 1348633 |
|  | Taikisha Ltd. | 16200 | &nbsp;&nbsp; 290246 |
|  | Taisei Corp. | 6800 | &nbsp;&nbsp; 406598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taisei Lamick Group <br> Head Quarter & <br> Innovation Co. Ltd.<br>| 1500 | &nbsp;&nbsp; 25151 |
|  | Taisei Oncho Co. Ltd. | 400 | &nbsp;&nbsp; 10643 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiyo Holdings Co. <br> Ltd.<br>| 21804 | &nbsp;&nbsp; $946886 |
| # | Taiyo Yuden Co. Ltd. | 38900 | &nbsp;&nbsp; 726775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takamatsu <br> Construction Group <br> Co. Ltd.<br>| 9400 | &nbsp;&nbsp; 191646 |
| # | Takamiya Co. Ltd. | 27600 | &nbsp;&nbsp; 61110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takaoka Toko Co. <br> Ltd.<br>| 8364 | &nbsp;&nbsp; 159922 |
|  | Takara & Co. Ltd. | 8500 | &nbsp;&nbsp; 199700 |
|  | Takara Bio, Inc. | 16900 | &nbsp;&nbsp; 98772 |
|  | Takara Holdings, Inc. | 24700 | &nbsp;&nbsp; 207929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takara Standard Co. <br> Ltd.<br>| 18900 | &nbsp;&nbsp; 323151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takasago International <br> Corp.<br>| 8200 | &nbsp;&nbsp; 393124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takasago Thermal <br> Engineering Co. <br> Ltd.<br>| 6000 | &nbsp;&nbsp; 291123 |
|  | Takashima & Co. Ltd. | 10000 | &nbsp;&nbsp; 106389 |
| # | Takashimaya Co. Ltd. | 189200 | &nbsp;&nbsp; 1462177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Take & Give Needs <br> Co. Ltd.<br>| 4300 | &nbsp;&nbsp; 25608 |
| # | TAKEBISHI Corp. | 5800 | &nbsp;&nbsp; 72874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takeda <br> Pharmaceutical Co. <br> Ltd. (4502 JP)<br>| 112052 | &nbsp;&nbsp; 3078044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takeuchi <br> Manufacturing Co. <br> Ltd.<br>| 20700 | &nbsp;&nbsp; 739944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taki Chemical Co. <br> Ltd.<br>| 2500 | &nbsp;&nbsp; 48474 |
|  | Takuma Co. Ltd. | 6000 | &nbsp;&nbsp; 86788 |
| # | Tama Home Co. Ltd. | 10100 | &nbsp;&nbsp; 238196 |
|  | Tamron Co. Ltd. | 115200 | &nbsp;&nbsp; 692273 |
| # | Tamura Corp. | 69000 | &nbsp;&nbsp; 220420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tanabe Engineering <br> Corp.<br>| 3100 | &nbsp;&nbsp; 52733 |
| # | Tanseisha Co. Ltd. | 26250 | &nbsp;&nbsp; 228389 |
| # | Tayca Corp. | 10200 | &nbsp;&nbsp; 83680 |
| # | Tazmo Co. Ltd. | 7000 | &nbsp;&nbsp; 103333 |
|  | TBS Holdings, Inc. | 14600 | &nbsp;&nbsp; 480254 |
|  | TDC Soft, Inc. | 11100 | &nbsp;&nbsp; 96454 |
|  | TDK Corp. (6762 JP) | 252500 | &nbsp;&nbsp; 3076190 |
|  | TechMatrix Corp. | 20800 | &nbsp;&nbsp; 295910 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Techno Medica Co. <br> Ltd.<br>| 4000 | &nbsp;&nbsp; 49615 |
|  | Techno Ryowa Ltd. | 7000 | &nbsp;&nbsp; 190229 |
|  | Techno Smart Corp. | 8600 | &nbsp;&nbsp; 96109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TechnoPro Holdings, <br> Inc.<br>| 43400 | &nbsp;&nbsp; 1374486 |
|  | Teijin Ltd. | 57136 | &nbsp;&nbsp; 485639 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Teikoku Sen-I Co. <br> Ltd.<br>| 9600 | &nbsp;&nbsp; 190287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teikoku Tsushin <br> Kogyo Co. Ltd.<br>| 5200 | &nbsp;&nbsp; 83402 |
|  | Tekken Corp. | 7300 | &nbsp;&nbsp; 151484 |
| # | Temairazu, Inc. | 800 | &nbsp;&nbsp; 15862 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Tera Probe, Inc. | 2800 | &nbsp;&nbsp; $62280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Terasaki Electric Co. <br> Ltd.<br>| 2300 | &nbsp;&nbsp; 58358 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tess Holdings Co. <br> Ltd.<br>| 28900 | &nbsp;&nbsp; 83718 |
|  | THK Co. Ltd. | 11400 | &nbsp;&nbsp; 320442 |
|  | Tigers Polymer Corp. | 8200 | &nbsp;&nbsp; 47493 |
|  | TIS, Inc. | 62100 | &nbsp;&nbsp; 1981109 |
|  | TKC Corp. | 4500 | &nbsp;&nbsp; 135171 |
|  | Toa Corp. (1885 JP) | 82300 | &nbsp;&nbsp; 1028132 |
|  | Toa Corp. (6809 JP) | 14200 | &nbsp;&nbsp; 98203 |
|  | TOA ROAD Corp. | 44000 | &nbsp;&nbsp; 470876 |
|  | Toagosei Co. Ltd. | 65600 | &nbsp;&nbsp; 643052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOBISHIMA <br> HOLDINGS, Inc.<br>| 9873 | &nbsp;&nbsp; 128128 |
|  | TOC Co. Ltd. | 32400 | &nbsp;&nbsp; 156965 |
|  | Tocalo Co. Ltd. | 51600 | &nbsp;&nbsp; 690470 |
|  | Tochigi Bank Ltd. | 35400 | &nbsp;&nbsp; 104007 |
|  | Toda Corp. | 132200 | &nbsp;&nbsp; 843060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toei Animation Co. <br> Ltd.<br>| 3000 | &nbsp;&nbsp; 65633 |
|  | Toenec Corp. | 54600 | &nbsp;&nbsp; 481309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Togami Electric <br> Manufacturing Co. <br> Ltd.<br>| 700 | &nbsp;&nbsp; 18291 |
|  | Toho Bank Ltd. | 71700 | &nbsp;&nbsp; 174571 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toho Co. Ltd. (8142 <br> JP)<br>| 12000 | &nbsp;&nbsp; 258839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toho Co. Ltd. (9602 <br> JP)<br>| 2100 | &nbsp;&nbsp; 132496 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toho Holdings Co. <br> Ltd.<br>| 18900 | &nbsp;&nbsp; 637828 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toho Titanium Co. <br> Ltd.<br>| 29600 | &nbsp;&nbsp; 268056 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tohokushinsha Film <br> Corp.<br>| 35700 | &nbsp;&nbsp; 161164 |
| # | Tokai Carbon Co. Ltd. | 147302 | &nbsp;&nbsp; 1005870 |
|  | Tokai Corp. | 16067 | &nbsp;&nbsp; 224198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOKAI Holdings <br> Corp.<br>| 65100 | &nbsp;&nbsp; 460956 |
|  | Tokai Rika Co. Ltd. | 32300 | &nbsp;&nbsp; 517151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokai Tokyo Financial <br> Holdings, Inc.<br>| 118052 | &nbsp;&nbsp; 425573 |
|  | Token Corp. | 2120 | &nbsp;&nbsp; 195849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokio Marine <br> Holdings, Inc. (8766 <br> JP)<br>| 116048 | &nbsp;&nbsp; 4659663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokushu Tokai Paper <br> Co. Ltd.<br>| 4841 | &nbsp;&nbsp; 126044 |
|  | Tokuyama Corp. | 42425 | &nbsp;&nbsp; 908518 |
|  | Tokyo Century Corp. | 144000 | &nbsp;&nbsp; 1648043 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Electron Device <br> Ltd.<br>| 15900 | &nbsp;&nbsp; 276592 |
|  | Tokyo Electron Ltd. | 41900 | &nbsp;&nbsp; 6661207 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Energy & <br> Systems, Inc.<br>| 11500 | &nbsp;&nbsp; 126628 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Kiraboshi <br> Financial Group, <br> Inc.<br>| 20499 | &nbsp;&nbsp; $883826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Ohka Kogyo <br> Co. Ltd.<br>| 3400 | &nbsp;&nbsp; 93125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Radiator <br> Manufacturing Co. <br> Ltd.<br>| 1100 | &nbsp;&nbsp; 6921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Rope <br> Manufacturing Co. <br> Ltd.<br>| 10700 | &nbsp;&nbsp; 95653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Sangyo Co. <br> Ltd.<br>| 11100 | &nbsp;&nbsp; 59615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Seimitsu Co. <br> Ltd.<br>| 3400 | &nbsp;&nbsp; 211513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Steel <br> Manufacturing Co. <br> Ltd.<br>| 36500 | &nbsp;&nbsp; 379776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Tatemono Co. <br> Ltd.<br>| 124700 | &nbsp;&nbsp; 2086838 |
| # | Tokyo Tekko Co. Ltd. | 10700 | &nbsp;&nbsp; 389765 |
|  | Tokyotokeiba Co. Ltd. | 10347 | &nbsp;&nbsp; 356578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyu Construction <br> Co. Ltd.<br>| 40530 | &nbsp;&nbsp; 278446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyu Fudosan <br> Holdings Corp.<br>| 457982 | &nbsp;&nbsp; 3229531 |
|  | Toli Corp. | 35000 | &nbsp;&nbsp; 130393 |
|  | Tomen Devices Corp. | 2800 | &nbsp;&nbsp; 108802 |
| # | Tomoe Corp. | 20300 | &nbsp;&nbsp; 205524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tomoe Engineering <br> Co. Ltd.<br>| 18600 | &nbsp;&nbsp; 195924 |
|  | Tomoku Co. Ltd. | 12436 | &nbsp;&nbsp; 270776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOMONY Holdings, <br> Inc.<br>| 147800 | &nbsp;&nbsp; 597461 |
|  | Tomy Co. Ltd. | 61000 | &nbsp;&nbsp; 1289101 |
|  | Topcon Corp. | 58300 | &nbsp;&nbsp; 1269329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOPPAN Holdings, <br> Inc.<br>| 40700 | &nbsp;&nbsp; 1096793 |
|  | Topre Corp. | 50301 | &nbsp;&nbsp; 689114 |
|  | Topy Industries Ltd. | 13800 | &nbsp;&nbsp; 238648 |
|  | Toray Industries, Inc. | 175600 | &nbsp;&nbsp; 1201079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toridoll Holdings <br> Corp.<br>| 15600 | &nbsp;&nbsp; 458899 |
|  | Torigoe Co. Ltd. | 13900 | &nbsp;&nbsp; 84038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Torishima Pump <br> Manufacturing Co. <br> Ltd.<br>| 14500 | &nbsp;&nbsp; 207963 |
|  | Tosei Corp. | 28900 | &nbsp;&nbsp; 557264 |
|  | Toshiba TEC Corp. | 17700 | &nbsp;&nbsp; 353852 |
|  | Tosho Co. Ltd. | 3100 | &nbsp;&nbsp; 13964 |
|  | Tosoh Corp. | 133600 | &nbsp;&nbsp; 2011272 |
|  | Totech Corp. | 10200 | &nbsp;&nbsp; 191687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Totetsu Kogyo Co. <br> Ltd.<br>| 15466 | &nbsp;&nbsp; 427993 |
|  | TOTO Ltd. | 32299 | &nbsp;&nbsp; 822210 |
| # | Tottori Bank Ltd. | 2500 | &nbsp;&nbsp; 21724 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toukei Computer Co. <br> Ltd.<br>| 2800 | &nbsp;&nbsp; $73750 |
| # | Tow Co. Ltd. | 31100 | &nbsp;&nbsp; 65307 |
| # | Towa Corp. | 14700 | &nbsp;&nbsp; 182550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Towa Pharmaceutical <br> Co. Ltd.<br>| 23600 | &nbsp;&nbsp; 512005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Construction Co. <br> Ltd.<br>| 47100 | &nbsp;&nbsp; 514753 |
| # | Toyo Corp. | 22900 | &nbsp;&nbsp; 231490 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Engineering <br> Corp.<br>| 25899 | &nbsp;&nbsp; 233000 |
| # | Toyo Gosei Co. Ltd. | 3500 | &nbsp;&nbsp; 117774 |
| # | Toyo Innovex Co. Ltd. | 12000 | &nbsp;&nbsp; 51103 |
|  | Toyo Kanetsu KK | 5600 | &nbsp;&nbsp; 151257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Securities Co. <br> Ltd.<br>| 47300 | &nbsp;&nbsp; 159063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Seikan Group <br> Holdings Ltd.<br>| 34000 | &nbsp;&nbsp; 704167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Suisan Kaisha <br> Ltd.<br>| 7000 | &nbsp;&nbsp; 447220 |
| # | Toyo Tanso Co. Ltd. | 13800 | &nbsp;&nbsp; 442992 |
|  | Toyo Tire Corp. | 95700 | &nbsp;&nbsp; 2027027 |
|  | Toyobo Co. Ltd. | 69402 | &nbsp;&nbsp; 449402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyoda Gosei Co. <br> Ltd.<br>| 41800 | &nbsp;&nbsp; 882148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyota Boshoku <br> Corp.<br>| 56100 | &nbsp;&nbsp; 797209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyota Industries <br> Corp.<br>| 7100 | &nbsp;&nbsp; 759221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyota Motor Corp. <br> (7203 JP)<br>| 564890 | &nbsp;&nbsp; 10048038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyota Motor Corp. <br> (TM US), <br> Sponsored ADR<br>| 22210 | &nbsp;&nbsp; 3974924 |
|  | Toyota Tsusho Corp. | 147200 | &nbsp;&nbsp; 3373579 |
|  | TPR Co. Ltd. | 19500 | &nbsp;&nbsp; 272708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Traders Holdings Co. <br> Ltd.<br>| 20039 | &nbsp;&nbsp; 157777 |
| # | Transaction Co. Ltd. | 13100 | &nbsp;&nbsp; 227225 |
|  | Transcosmos, Inc. | 13900 | &nbsp;&nbsp; 331078 |
|  | TRE Holdings Corp. | 42851 | &nbsp;&nbsp; 384244 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Treasure Factory Co. <br> Ltd.<br>| 8100 | &nbsp;&nbsp; 93128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trend Micro, Inc. <br> (4704 JP)<br>| 29300 | &nbsp;&nbsp; 1786668 |
|  | Trinity Industrial Corp. | 1400 | &nbsp;&nbsp; 10584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trusco Nakayama <br> Corp.<br>| 29800 | &nbsp;&nbsp; 434011 |
|  | TS Tech Co. Ltd. | 41200 | &nbsp;&nbsp; 494697 |
|  | TSI Holdings Co. Ltd. | 29300 | &nbsp;&nbsp; 204942 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tsubaki Nakashima <br> Co. Ltd.<br>| 18900 | &nbsp;&nbsp; 43772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsubakimoto Chain <br> Co.<br>| 60900 | &nbsp;&nbsp; 854782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsubakimoto Kogyo <br> Co. Ltd.<br>| 8700 | &nbsp;&nbsp; 154324 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsuburaya Fields <br> Holdings, Inc.<br>| 27700 | &nbsp;&nbsp; $421626 |
|  | Tsugami Corp. | 36200 | &nbsp;&nbsp; 498555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsukishima Holdings <br> Co. Ltd.<br>| 17070 | &nbsp;&nbsp; 259496 |
|  | Tsumura & Co. | 6600 | &nbsp;&nbsp; 162808 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tsuruha Holdings, <br> Inc.<br>| 12600 | &nbsp;&nbsp; 927418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsurumi Manufacturing <br> Co. Ltd.<br>| 11300 | &nbsp;&nbsp; 293374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsutsumi Jewelry Co. <br> Ltd.<br>| 4600 | &nbsp;&nbsp; 68235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsuzuki Denki Co. <br> Ltd.<br>| 4100 | &nbsp;&nbsp; 82856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TV Asahi Holdings <br> Corp.<br>| 11100 | &nbsp;&nbsp; 208565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tv Tokyo Holdings <br> Corp.<br>| 4400 | &nbsp;&nbsp; 106647 |
|  | UACJ Corp. | 30107 | &nbsp;&nbsp; 1184756 |
|  | UBE Corp. | 52220 | &nbsp;&nbsp; 799376 |
|  | Uchida Yoko Co. Ltd. | 8200 | &nbsp;&nbsp; 561159 |
|  | Ulvac, Inc. | 14400 | &nbsp;&nbsp; 528940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U-Next Holdings Co. <br> Ltd.<br>| 26400 | &nbsp;&nbsp; 355030 |
| # | Unicharm Corp. | 78300 | &nbsp;&nbsp; 541613 |
|  | Unipres Corp. | 39238 | &nbsp;&nbsp; 277957 |
|  | United Arrows Ltd. | 19100 | &nbsp;&nbsp; 277186 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; United Super Markets <br> Holdings, Inc.<br>| 22255 | &nbsp;&nbsp; 138742 |
| # | UNITED, Inc. | 17800 | &nbsp;&nbsp; 67589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Urbanet Corp. Co. <br> Ltd.<br>| 39300 | &nbsp;&nbsp; 130795 |
|  | Ushio, Inc. | 36900 | &nbsp;&nbsp; 452614 |
|  | USS Co. Ltd. | 125800 | &nbsp;&nbsp; 1367306 |
|  | UT Group Co. Ltd. | 26600 | &nbsp;&nbsp; 449062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; V Technology Co. <br> Ltd.<br>| 2400 | &nbsp;&nbsp; 47070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valor Holdings Co. <br> Ltd.<br>| 51405 | &nbsp;&nbsp; 907857 |
|  | Valqua Ltd. | 12400 | &nbsp;&nbsp; 289805 |
| # | Value HR Co. Ltd. | 8100 | &nbsp;&nbsp; 89902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ValueCommerce Co. <br> Ltd.<br>| 9000 | &nbsp;&nbsp; 48061 |
|  | Vector, Inc. | 17700 | &nbsp;&nbsp; 129652 |
|  | Vertex Corp. | 21480 | &nbsp;&nbsp; 398548 |
|  | Vision, Inc. | 5300 | &nbsp;&nbsp; 38924 |
| \* | Visional, Inc. | 10400 | &nbsp;&nbsp; 812921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vital KSK Holdings, <br> Inc.<br>| 28154 | &nbsp;&nbsp; 236864 |
|  | VT Holdings Co. Ltd. | 94801 | &nbsp;&nbsp; 292426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wacoal Holdings <br> Corp.<br>| 9000 | &nbsp;&nbsp; 325268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wakachiku <br> Construction Co. <br> Ltd.<br>| 10000 | &nbsp;&nbsp; 335295 |
|  | Wakita & Co. Ltd. | 32400 | &nbsp;&nbsp; 377753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Warabeya Nichiyo <br> Holdings Co. Ltd.<br>| 18400 | &nbsp;&nbsp; 329107 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Waseda Academy Co. <br> Ltd.<br>| 6100 | &nbsp;&nbsp; $104232 |
| # | Watahan & Co. Ltd. | 14000 | &nbsp;&nbsp; 146073 |
|  | WATAMI Co. Ltd. | 9000 | &nbsp;&nbsp; 60462 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; WDB Holdings Co. <br> Ltd.<br>| 6800 | &nbsp;&nbsp; 77145 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Wealth Management, <br> Inc.<br>| 1900 | &nbsp;&nbsp; 12700 |
|  | Weathernews, Inc. | 4200 | &nbsp;&nbsp; 123504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Welcia Holdings Co. <br> Ltd.<br>| 70800 | &nbsp;&nbsp; 1188000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wellneo Sugar Co. <br> Ltd.<br>| 13300 | &nbsp;&nbsp; 202591 |
|  | Wellnet Corp. | 5800 | &nbsp;&nbsp; 27836 |
| # | West Holdings Corp. | 12881 | &nbsp;&nbsp; 128370 |
|  | Will Group, Inc. | 13000 | &nbsp;&nbsp; 82844 |
| \* | WingArc1st, Inc. | 12667 | &nbsp;&nbsp; 302970 |
|  | Workman Co. Ltd. | 3234 | &nbsp;&nbsp; 138426 |
|  | World Co. Ltd. | 35900 | &nbsp;&nbsp; 659462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; World Holdings Co. <br> Ltd.<br>| 12500 | &nbsp;&nbsp; 197368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xebio Holdings Co. <br> Ltd.<br>| 19201 | &nbsp;&nbsp; 141941 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; YAC Holdings Co. <br> Ltd.<br>| 7800 | &nbsp;&nbsp; 41583 |
|  | Yagi & Co. Ltd. | 300 | &nbsp;&nbsp; 5944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yahagi Construction <br> Co. Ltd.<br>| 24500 | &nbsp;&nbsp; 321952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YAKUODO Holdings <br> Co. Ltd.<br>| 4859 | &nbsp;&nbsp; 74163 |
|  | YAMABIKO Corp. | 33151 | &nbsp;&nbsp; 481559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YAMADA Consulting <br> Group Co. Ltd.<br>| 2300 | &nbsp;&nbsp; 25392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamada Holdings Co. <br> Ltd.<br>| 96300 | &nbsp;&nbsp; 293496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamae Group <br> Holdings Co. Ltd.<br>| 20400 | &nbsp;&nbsp; 350419 |
|  | Yamagata Bank Ltd. | 10699 | &nbsp;&nbsp; 107832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamaguchi Financial <br> Group, Inc.<br>| 62801 | &nbsp;&nbsp; 710831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamaha Motor Co. <br> Ltd.<br>| 233200 | &nbsp;&nbsp; 1686694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamaichi Electronics <br> Co. Ltd.<br>| 19900 | &nbsp;&nbsp; 379079 |
| # | Yamami Co. | 1400 | &nbsp;&nbsp; 42831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamanashi Chuo <br> Bank Ltd.<br>| 10900 | &nbsp;&nbsp; 202042 |
| # | Yamatane Corp. | 14800 | &nbsp;&nbsp; 252266 |
|  | Yamato Corp. | 15800 | &nbsp;&nbsp; 189280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamato Holdings Co. <br> Ltd.<br>| 21600 | &nbsp;&nbsp; 312318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamato Kogyo Co. <br> Ltd.<br>| 19000 | &nbsp;&nbsp; 1066158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamau Holdings Co. <br> Ltd.<br>| 2100 | &nbsp;&nbsp; 29828 |
|  | Yamaya Corp. | 3900 | &nbsp;&nbsp; 68000 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamazaki Baking Co. <br> Ltd.<br>| 54800 | &nbsp;&nbsp; $1170655 |
| # | Yamazen Corp. | 41800 | &nbsp;&nbsp; 370503 |
|  | Yaoko Co. Ltd. | 8900 | &nbsp;&nbsp; 575985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yashima Denki Co. <br> Ltd.<br>| 12500 | &nbsp;&nbsp; 146644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yaskawa Electric <br> Corp.<br>| 3200 | &nbsp;&nbsp; 66931 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yasuda Logistics <br> Corp.<br>| 11300 | &nbsp;&nbsp; 148038 |
|  | Yellow Hat Ltd. | 61400 | &nbsp;&nbsp; 649960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yodogawa Steel <br> Works Ltd.<br>| 85000 | &nbsp;&nbsp; 654278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yokogawa Bridge <br> Holdings Corp.<br>| 22900 | &nbsp;&nbsp; 405917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yokogawa Electric <br> Corp.<br>| 33500 | &nbsp;&nbsp; 892912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yokohama Rubber <br> Co. Ltd. <br>| 86099 | &nbsp;&nbsp; 2461734 |
| # | Yokorei Co. Ltd. | 41323 | &nbsp;&nbsp; 287769 |
|  | Yokowo Co. Ltd. | 9800 | &nbsp;&nbsp; 101671 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yomeishu Seizo Co. <br> Ltd.<br>| 4500 | &nbsp;&nbsp; 95614 |
|  | Yondenko Corp. | 24000 | &nbsp;&nbsp; 210941 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yondoshi Holdings, <br> Inc.<br>| 5800 | &nbsp;&nbsp; 66661 |
|  | Yonex Co. Ltd. | 12100 | &nbsp;&nbsp; 237589 |
| # | Yorozu Corp. | 13700 | &nbsp;&nbsp; 85868 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yoshinoya Holdings <br> Co. Ltd.<br>| 24300 | &nbsp;&nbsp; 526668 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yossix Holdings Co. <br> Ltd.<br>| 3600 | &nbsp;&nbsp; 62111 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yotai Refractories Co. <br> Ltd.<br>| 1000 | &nbsp;&nbsp; 11348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuasa Trading Co. <br> Ltd.<br>| 17400 | &nbsp;&nbsp; 540600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yukiguni Factory Co. <br> Ltd.<br>| 4700 | &nbsp;&nbsp; 35090 |
|  | Yurtec Corp. | 29700 | &nbsp;&nbsp; 486187 |
|  | Yushiro, Inc. | 9100 | &nbsp;&nbsp; 130437 |
|  | Yutaka Giken Co. Ltd. | 2500 | &nbsp;&nbsp; 44960 |
|  | Zacros Corp. | 13200 | &nbsp;&nbsp; 343986 |
|  | Zaoh Co. Ltd. | 2800 | &nbsp;&nbsp; 44515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zenkoku Hosho Co. <br> Ltd.<br>| 7400 | &nbsp;&nbsp; 157880 |
|  | Zenrin Co. Ltd. | 18600 | &nbsp;&nbsp; 135950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zensho Holdings Co. <br> Ltd.<br>| 22650 | &nbsp;&nbsp; 1191921 |
|  | Zeon Corp. | 66200 | &nbsp;&nbsp; 702614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZERIA Pharmaceutical <br> Co. Ltd.<br>| 16300 | &nbsp;&nbsp; 224905 |
|  | ZIGExN Co. Ltd. | 40700 | &nbsp;&nbsp; 136484 |
|  | ZOZO, Inc. | 95100 | &nbsp;&nbsp; 941430 |
| # | Zuiko Corp. | 10200 | &nbsp;&nbsp; 67974 |
| TOTAL JAPAN | TOTAL JAPAN |  | &nbsp;&nbsp; 867978867 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (3.4%) | NETHERLANDS — (3.4%) | NETHERLANDS — (3.4%) | NETHERLANDS — (3.4%) |
|  | Aalberts NV | 66922 | &nbsp;&nbsp; $2138978 |
| Ω | ABN AMRO Bank NV | 116605 | &nbsp;&nbsp; 3370868 |
|  | Acomo NV | 14524 | &nbsp;&nbsp; 368443 |
| \*Ω | Adyen NV | 196 | &nbsp;&nbsp; 336170 |
|  | Aegon Ltd. (AEG US) | 1405 | &nbsp;&nbsp; 9974 |
|  | Aegon Ltd. (AGN NA) | 431223 | &nbsp;&nbsp; 3081747 |
| \* | AFC Ajax NV | 70 | &nbsp;&nbsp; 773 |
|  | Akzo Nobel NV | 24264 | &nbsp;&nbsp; 1523841 |
|  | Allfunds Group PLC | 184663 | &nbsp;&nbsp; 1278644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AMG Critical Materials <br> NV<br>| 19117 | &nbsp;&nbsp; 538275 |
|  | Aperam SA | 30700 | &nbsp;&nbsp; 903010 |
|  | Arcadis NV | 54043 | &nbsp;&nbsp; 2697161 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ArcelorMittal SA (MT <br> US)<br>| 55154 | &nbsp;&nbsp; 1744540 |
|  | ASM International NV | 4555 | &nbsp;&nbsp; 2204879 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ASML Holding NV <br> (ASML US)<br>| 27689 | &nbsp;&nbsp; 19235596 |
|  | ASR Nederland NV | 123220 | &nbsp;&nbsp; 8184754 |
| Ω | B&S Group SARL | 21653 | &nbsp;&nbsp; 145229 |
| \*Ω | Basic-Fit NV | 51294 | &nbsp;&nbsp; 1448057 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; BE Semiconductor <br> Industries NV<br>| 4610 | &nbsp;&nbsp; 622865 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Brunel International <br> NV<br>| 14497 | &nbsp;&nbsp; 150614 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Europacific <br> Partners PLC<br>| 21542 | &nbsp;&nbsp; 2114234 |
|  | Corbion NV | 33660 | &nbsp;&nbsp; 638793 |
|  | Flow Traders Ltd. | 12948 | &nbsp;&nbsp; 387817 |
|  | ForFarmers NV | 33518 | &nbsp;&nbsp; 144088 |
| # | Fugro NV | 106397 | &nbsp;&nbsp; 1525190 |
|  | HAL Trust | 799 | &nbsp;&nbsp; 113376 |
|  | Havas NV | 161833 | &nbsp;&nbsp; 259957 |
|  | Heineken NV | 13745 | &nbsp;&nbsp; 1078868 |
|  | IMCD NV | 21790 | &nbsp;&nbsp; 2388417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ING Groep NV (INGA <br> NA)<br>| 269172 | &nbsp;&nbsp; 6273168 |
| \* | InPost SA | 55346 | &nbsp;&nbsp; 794918 |
|  | JDE Peet's NV | 20703 | &nbsp;&nbsp; 613949 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Just Eat <br> Takeaway.com NV <br> (JET LN)<br>| 40316 | &nbsp;&nbsp; 922012 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Just Eat <br> Takeaway.com NV <br> (TKWY NA)<br>| 1432 | &nbsp;&nbsp; 32710 |
| # | Kendrion NV | 1747 | &nbsp;&nbsp; 21406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Ahold <br> Delhaize NV (AD <br> NA)<br>| 320272 | &nbsp;&nbsp; 12649591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Ahold <br> Delhaize NV <br> (ADRNY US), <br> Sponsored ADR<br>| 2505 | &nbsp;&nbsp; 98812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke BAM <br> Groep NV<br>| 344750 | &nbsp;&nbsp; 3009750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Heijmans <br> NV<br>| 34266 | &nbsp;&nbsp; 2184003 |
|  | Koninklijke KPN NV | 1328152 | &nbsp;&nbsp; 5933517 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Philips NV <br> (PHG US)<br>| 46095 | &nbsp;&nbsp; $1207692 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Philips NV <br> (PHIA NA)<br>| 65477 | &nbsp;&nbsp; 1709954 |
|  | Koninklijke Vopak NV | 35338 | &nbsp;&nbsp; 1688131 |
|  | Nedap NV | 4008 | &nbsp;&nbsp; 401287 |
|  | NN Group NV | 127886 | &nbsp;&nbsp; 8611280 |
|  | OCI NV | 1388 | &nbsp;&nbsp; 11561 |
| # | PostNL NV | 28345 | &nbsp;&nbsp; 30908 |
|  | Prosus NV (PRX NA) | 20259 | &nbsp;&nbsp; 1157310 |
|  | Randstad NV | 60802 | &nbsp;&nbsp; 2889885 |
|  | SBM Offshore NV | 119842 | &nbsp;&nbsp; 3125388 |
| \* | SIF Holding NV | 4260 | &nbsp;&nbsp; 41238 |
| Ω | Signify NV | 72112 | &nbsp;&nbsp; 1725105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sligro Food Group <br> NV<br>| 19044 | &nbsp;&nbsp; 240714 |
|  | TKH Group NV | 31500 | &nbsp;&nbsp; 1295697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Music <br> Group NV<br>| 123589 | &nbsp;&nbsp; 3555271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Van Lanschot Kempen <br> NV<br>| 27463 | &nbsp;&nbsp; 1788813 |
|  | Wolters Kluwer NV | 77499 | &nbsp;&nbsp; 12071160 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | &nbsp;&nbsp; 132720388 |
| NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) |
|  | a2 Milk Co. Ltd.  | 22425 | &nbsp;&nbsp; 116089 |
|  | Air New Zealand Ltd. | 1353283 | &nbsp;&nbsp; 462054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Auckland International <br> Airport Ltd.<br>| 58239 | &nbsp;&nbsp; 258376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Channel Infrastructure <br> NZ Ltd.<br>| 385257 | &nbsp;&nbsp; 478638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chorus Ltd. (CHRYY <br> US), ADR<br>| 462 | &nbsp;&nbsp; 11783 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chorus Ltd. (CNU <br> NZ)<br>| 296781 | &nbsp;&nbsp; 1522857 |
|  | Contact Energy Ltd. | 148667 | &nbsp;&nbsp; 796758 |
|  | EBOS Group Ltd. | 27573 | &nbsp;&nbsp; 664432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fisher & Paykel <br> Healthcare Corp. <br> Ltd.<br>| 16673 | &nbsp;&nbsp; 361259 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fletcher Building Ltd. <br> (FBU NZ)<br>| 63991 | &nbsp;&nbsp; 114154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fonterra Co-Operative <br> Group Ltd.<br>| 51432 | &nbsp;&nbsp; 211633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Freightways Group <br> Ltd.<br>| 105874 | &nbsp;&nbsp; 694601 |
|  | Genesis Energy Ltd. | 333378 | &nbsp;&nbsp; 467320 |
| \* | Gentrack Group Ltd. | 12020 | &nbsp;&nbsp; 75360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hallenstein Glasson <br> Holdings Ltd.<br>| 43112 | &nbsp;&nbsp; 220778 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Heartland Group <br> Holdings Ltd.<br>| 556468 | &nbsp;&nbsp; 265088 |
|  | Infratil Ltd. | 26627 | &nbsp;&nbsp; 181812 |
| \* | KMD Brands Ltd. | 264315 | &nbsp;&nbsp; 39528 |
|  | Mainfreight Ltd. | 13057 | &nbsp;&nbsp; 455143 |
|  | Mercury NZ Ltd. | 17168 | &nbsp;&nbsp; 62557 |
|  | Meridian Energy Ltd. | 41807 | &nbsp;&nbsp; 140550 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Napier Port Holdings <br> Ltd.<br>| 31850 | &nbsp;&nbsp; $58748 |
|  | NZME Ltd. (NZM AU) | 54625 | &nbsp;&nbsp; 37141 |
| # | NZX Ltd. | 225171 | &nbsp;&nbsp; 202844 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oceania Healthcare <br> Ltd.<br>| 361394 | &nbsp;&nbsp; 146512 |
| # | Port of Tauranga Ltd. | 11458 | &nbsp;&nbsp; 46962 |
| \* | Rakon Ltd. | 14114 | &nbsp;&nbsp; 6669 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ryman Healthcare <br> Ltd.<br>| 47997 | &nbsp;&nbsp; 70552 |
|  | Sanford Ltd. | 26296 | &nbsp;&nbsp; 88432 |
|  | Scales Corp. Ltd. | 112003 | &nbsp;&nbsp; 311381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skellerup Holdings <br> Ltd.<br>| 138511 | &nbsp;&nbsp; 388635 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SKY Network <br> Television Ltd.<br>| 205982 | &nbsp;&nbsp; 374986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Spark New Zealand <br> Ltd.<br>| 14233 | &nbsp;&nbsp; 20351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Steel & Tube Holdings <br> Ltd.<br>| 100047 | &nbsp;&nbsp; 43173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Summerset Group <br> Holdings Ltd.<br>| 174125 | &nbsp;&nbsp; 1172426 |
| # | Tourism Holdings Ltd. | 41587 | &nbsp;&nbsp; 51588 |
|  | TOWER Ltd. | 192742 | &nbsp;&nbsp; 197352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Turners Automotive <br> Group Ltd.<br>| 36549 | &nbsp;&nbsp; 147239 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vista Group <br> International Ltd.<br>| 53405 | &nbsp;&nbsp; 110495 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | &nbsp;&nbsp; 11076256 |
| NORWAY — (0.8%) | NORWAY — (0.8%) | NORWAY — (0.8%) | NORWAY — (0.8%) |
|  | 2020 Bulkers Ltd. | 24539 | &nbsp;&nbsp; 303056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ABG Sundal Collier <br> Holding ASA<br>| 110906 | &nbsp;&nbsp; 75113 |
|  | AF Gruppen ASA | 3992 | &nbsp;&nbsp; 60767 |
| \* | Akastor ASA | 92173 | &nbsp;&nbsp; 108313 |
|  | Aker BioMarine ASA | 6059 | &nbsp;&nbsp; 46594 |
|  | Aker BP ASA | 84240 | &nbsp;&nbsp; 2026529 |
|  | Aker Solutions ASA | 66378 | &nbsp;&nbsp; 196326 |
|  | Archer Ltd. | 58073 | &nbsp;&nbsp; 132536 |
|  | Atea ASA | 7000 | &nbsp;&nbsp; 96476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Austevoll Seafood <br> ASA<br>| 42169 | &nbsp;&nbsp; 388043 |
|  | B2 Impact ASA | 154866 | &nbsp;&nbsp; 237934 |
|  | Bluenord ASA | 11545 | &nbsp;&nbsp; 551208 |
|  | Bonheur ASA | 15677 | &nbsp;&nbsp; 362548 |
|  | Borregaard ASA | 13213 | &nbsp;&nbsp; 254884 |
|  | Bouvet ASA | 38048 | &nbsp;&nbsp; 276830 |
| Ω | BW LPG Ltd. | 65805 | &nbsp;&nbsp; 874792 |
|  | BW Offshore Ltd. | 58386 | &nbsp;&nbsp; 196620 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cadeler AS (CADLR <br> NO)<br>| 6861 | &nbsp;&nbsp; 36118 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cloudberry Clean <br> Energy ASA<br>| 136617 | &nbsp;&nbsp; 181115 |
|  | DNB Bank ASA | 72761 | &nbsp;&nbsp; 1840834 |
|  | DNO ASA | 441180 | &nbsp;&nbsp; 602475 |
| #Ω | Elkem ASA | 19198 | &nbsp;&nbsp; 44606 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
| Ω | Elmera Group ASA | 31350 | &nbsp;&nbsp; $103170 |
|  | Elopak ASA | 5465 | &nbsp;&nbsp; 26497 |
|  | Equinor ASA | 174483 | &nbsp;&nbsp; 4482044 |
| Ω | Europris ASA | 48152 | &nbsp;&nbsp; 451052 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; FLEX LNG Ltd. <br> (FLNG NO)<br>| 8683 | &nbsp;&nbsp; 215946 |
| # | Frontline PLC | 17269 | &nbsp;&nbsp; 317989 |
| #\* | Grieg Seafood ASA | 47153 | &nbsp;&nbsp; 313819 |
|  | Hafnia Ltd. | 98686 | &nbsp;&nbsp; 542337 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Hexagon Composites <br> ASA<br>| 5653 | &nbsp;&nbsp; 9340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hoegh Autoliners <br> ASA<br>| 48205 | &nbsp;&nbsp; 484417 |
| Ω | Kid ASA | 18840 | &nbsp;&nbsp; 266065 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Klaveness <br> Combination <br> Carriers ASA<br>| 21372 | &nbsp;&nbsp; 144719 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kongsberg Automotive <br> ASA<br>| 359282 | &nbsp;&nbsp; 51591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kongsberg Gruppen <br> ASA<br>| 12485 | &nbsp;&nbsp; 373091 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LINK Mobility Group <br> Holding ASA<br>| 177824 | &nbsp;&nbsp; 567351 |
| # | Magnora ASA | 9121 | &nbsp;&nbsp; 20941 |
|  | Mowi ASA | 9964 | &nbsp;&nbsp; 185612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MPC Container Ships <br> ASA<br>| 364002 | &nbsp;&nbsp; 669325 |
| Ω | Multiconsult ASA | 4663 | &nbsp;&nbsp; 96328 |
|  | Norsk Hydro ASA | 68832 | &nbsp;&nbsp; 407967 |
| \* | Northern Ocean Ltd. | 24753 | &nbsp;&nbsp; 14591 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Norwegian Air Shuttle <br> ASA<br>| 23557 | &nbsp;&nbsp; 38532 |
|  | Odfjell Drilling Ltd. | 130474 | &nbsp;&nbsp; 927082 |
|  | Odfjell SE, Class A | 16596 | &nbsp;&nbsp; 203572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Odfjell Technology <br> Ltd.<br>| 18940 | &nbsp;&nbsp; 91179 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Okeanis Eco Tankers <br> Corp.<br>| 8821 | &nbsp;&nbsp; 211606 |
| \* | Otello Corp. ASA | 22646 | &nbsp;&nbsp; 29807 |
|  | Panoro Energy ASA | 95677 | &nbsp;&nbsp; 223060 |
|  | Pareto Bank ASA | 34738 | &nbsp;&nbsp; 312693 |
|  | Pexip Holding ASA | 11294 | &nbsp;&nbsp; 70082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Protector Forsikring <br> ASA<br>| 3303 | &nbsp;&nbsp; 161264 |
|  | Rana Gruber ASA | 19455 | &nbsp;&nbsp; 135058 |
|  | Reach Subsea ASA | 16768 | &nbsp;&nbsp; 12760 |
| # | Salmar ASA | 2144 | &nbsp;&nbsp; 86846 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Salmon Evolution <br> ASA<br>| 25427 | &nbsp;&nbsp; 14265 |
| \* | SATS ASA | 54883 | &nbsp;&nbsp; 208471 |
| \*Ω | Scatec ASA | 69753 | &nbsp;&nbsp; 692073 |
|  | Sea1 offshore, Inc. | 73603 | &nbsp;&nbsp; 192717 |
|  | Selvaag Bolig ASA | 4712 | &nbsp;&nbsp; 16818 |
| \*Ω | Shelf Drilling Ltd. | 101192 | &nbsp;&nbsp; 88349 |
| \* | SmartCraft ASA | 2025 | &nbsp;&nbsp; 5147 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Solstad Maritime <br> Holding AS<br>| 80173 | &nbsp;&nbsp; 193866 |
| \* | Solstad Offshore ASA | 49454 | &nbsp;&nbsp; 240196 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SpareBank 1 <br> Helgeland<br>| 1689 | &nbsp;&nbsp; $30874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sparebank 1 <br> Oestlandet<br>| 19094 | &nbsp;&nbsp; 355820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SpareBank 1 <br> Sor-Norge ASA<br>| 58908 | &nbsp;&nbsp; 1031748 |
|  | Sparebanken More | 15146 | &nbsp;&nbsp; 155137 |
|  | Sparebanken Norge | 9734 | &nbsp;&nbsp; 152330 |
|  | Stolt-Nielsen Ltd. | 26310 | &nbsp;&nbsp; 769891 |
|  | Storebrand ASA | 145754 | &nbsp;&nbsp; 2069748 |
|  | Subsea 7 SA | 41782 | &nbsp;&nbsp; 809692 |
|  | Telenor ASA | 27833 | &nbsp;&nbsp; 426983 |
|  | TGS ASA | 35628 | &nbsp;&nbsp; 261753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOMRA Systems <br> ASA<br>| 15468 | &nbsp;&nbsp; 214852 |
|  | Var Energi ASA | 69151 | &nbsp;&nbsp; 236867 |
|  | Veidekke ASA | 40659 | &nbsp;&nbsp; 646216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wallenius Wilhelmsen <br> ASA<br>| 55034 | &nbsp;&nbsp; 492344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wilh Wilhelmsen <br> Holding ASA, <br> Class A<br>| 10620 | &nbsp;&nbsp; 490072 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yara International <br> ASA<br>| 5472 | &nbsp;&nbsp; 202284 |
|  | Zalaris ASA | 1767 | &nbsp;&nbsp; 12841 |
| TOTAL NORWAY | TOTAL NORWAY |  | &nbsp;&nbsp; 31152804 |
| PORTUGAL — (0.4%) | PORTUGAL — (0.4%) | PORTUGAL — (0.4%) | PORTUGAL — (0.4%) |
| # | Altri SGPS SA | 72816 | &nbsp;&nbsp; 396285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Comercial <br> Portugues SA, <br> Class R<br>| 7922217 | &nbsp;&nbsp; 6505284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corticeira Amorim <br> SGPS SA<br>| 17267 | &nbsp;&nbsp; 153472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTT-Correios de <br> Portugal SA<br>| 77262 | &nbsp;&nbsp; 651123 |
|  | EDP Renovaveis SA | 26363 | &nbsp;&nbsp; 309520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galp Energia SGPS <br> SA<br>| 169190 | &nbsp;&nbsp; 3230723 |
|  | Ibersol SGPS SA | 18452 | &nbsp;&nbsp; 197096 |
| # | Mota-Engil SGPS SA | 62031 | &nbsp;&nbsp; 316962 |
| # | Navigator Co. SA | 221246 | &nbsp;&nbsp; 781410 |
|  | NOS SGPS SA | 258127 | &nbsp;&nbsp; 1064033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Semapa-Sociedade <br> de Investimento e <br> Gestao<br>| 11536 | &nbsp;&nbsp; 225813 |
|  | Sonae SGPS SA | 579628 | &nbsp;&nbsp; 836354 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | &nbsp;&nbsp; 14668075 |
| SINGAPORE — (1.0%) | SINGAPORE — (1.0%) | SINGAPORE — (1.0%) | SINGAPORE — (1.0%) |
|  | Aztech Global Ltd. | 155900 | &nbsp;&nbsp; 79633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banyan Tree Holdings <br> Ltd.<br>| 154900 | &nbsp;&nbsp; 76106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Boustead Singapore <br> Ltd.<br>| 291105 | &nbsp;&nbsp; 347148 |
|  | BRC Asia Ltd. | 22000 | &nbsp;&nbsp; 60674 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bukit Sembawang <br> Estates Ltd.<br>| 99900 | &nbsp;&nbsp; $328953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bund Center <br> Investment Ltd.<br>| 22000 | &nbsp;&nbsp; 6433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CapitaLand <br> Investment Ltd.<br>| 197501 | &nbsp;&nbsp; 420638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Aviation Oil <br> Singapore Corp. <br> Ltd.<br>| 191200 | &nbsp;&nbsp; 164689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Sunsine <br> Chemical Holdings <br> Ltd.<br>| 284600 | &nbsp;&nbsp; 153081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; City Developments <br> Ltd.<br>| 72500 | &nbsp;&nbsp; 343227 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; COSCO Shipping <br> International <br> Singapore Co. Ltd.<br>| 497600 | &nbsp;&nbsp; 47402 |
|  | CSE Global Ltd. | 677682 | &nbsp;&nbsp; 338222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DBS Group Holdings <br> Ltd.<br>| 101027 | &nbsp;&nbsp; 3708142 |
|  | Delfi Ltd. | 369700 | &nbsp;&nbsp; 238481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DFI Retail Group <br> Holdings Ltd.<br>| 81700 | &nbsp;&nbsp; 281657 |
| \*†† | Ezion Holdings Ltd. | 70344 | &nbsp;&nbsp; 0 |
| #\*†† | Ezra Holdings Ltd. | 730927 | &nbsp;&nbsp; 0 |
|  | Far East Orchard Ltd. | 160720 | &nbsp;&nbsp; 142386 |
|  | First Resources Ltd. | 529400 | &nbsp;&nbsp; 617657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Food Empire Holdings <br> Ltd.<br>| 172500 | &nbsp;&nbsp; 311759 |
|  | Fraser & Neave Ltd. | 10400 | &nbsp;&nbsp; 11430 |
|  | Frasers Property Ltd. | 129700 | &nbsp;&nbsp; 93701 |
| # | Frencken Group Ltd. | 416100 | &nbsp;&nbsp; 527961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genting Singapore <br> Ltd.<br>| 452100 | &nbsp;&nbsp; 255022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Geo Energy <br> Resources Ltd.<br>| 537300 | &nbsp;&nbsp; 140071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Golden <br> Agri-Resources <br> Ltd.<br>| 4084400 | &nbsp;&nbsp; 799538 |
|  | GuocoLand Ltd. | 157833 | &nbsp;&nbsp; 205140 |
|  | Haw Par Corp. Ltd. | 59500 | &nbsp;&nbsp; 634632 |
|  | Ho Bee Land Ltd. | 133000 | &nbsp;&nbsp; 207714 |
|  | Hong Fok Corp. Ltd. | 293080 | &nbsp;&nbsp; 182393 |
|  | Hong Leong Asia Ltd. | 224400 | &nbsp;&nbsp; 282789 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hong Leong Finance <br> Ltd.<br>| 177800 | &nbsp;&nbsp; 371019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hongkong Land <br> Holdings Ltd.<br>| 138100 | &nbsp;&nbsp; 834225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hotel Grand Central <br> Ltd.<br>| 32847 | &nbsp;&nbsp; 18438 |
|  | Hour Glass Ltd. | 208200 | &nbsp;&nbsp; 322177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hutchison Port <br> Holdings Trust<br>| 3365000 | &nbsp;&nbsp; 670776 |
| \*†† | Hyflux Ltd. | 455600 | &nbsp;&nbsp; 0 |
|  | iFAST Corp. Ltd. | 45100 | &nbsp;&nbsp; 313794 |
|  | ISDN Holdings Ltd. | 72591 | &nbsp;&nbsp; 20669 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jardine Cycle & <br> Carriage Ltd.<br>| 46444 | &nbsp;&nbsp; $940482 |
|  | Keppel Ltd. | 38300 | &nbsp;&nbsp; 248829 |
|  | LHN Ltd. | 29300 | &nbsp;&nbsp; 17729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mandarin Oriental <br> International Ltd.<br>| 80500 | &nbsp;&nbsp; 159080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marco Polo Marine <br> Ltd.<br>| 2024500 | &nbsp;&nbsp; 90416 |
| #\*†† | Midas Holdings Ltd. | 1120000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanofilm Technologies <br> International Ltd.<br>| 11500 | &nbsp;&nbsp; 6469 |
|  | Netlink NBN Trust | 125100 | &nbsp;&nbsp; 86184 |
| \* | Oceanus Group Ltd. | 2050000 | &nbsp;&nbsp; 9347 |
|  | Olam Group Ltd. | 252235 | &nbsp;&nbsp; 201707 |
| # | OUE Ltd. | 141000 | &nbsp;&nbsp; 121435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oversea-Chinese <br> Banking Corp. Ltd.<br>| 188346 | &nbsp;&nbsp; 2440806 |
|  | Pan-United Corp. Ltd. | 84950 | &nbsp;&nbsp; 64610 |
|  | Propnex Ltd. | 72000 | &nbsp;&nbsp; 76391 |
|  | QAF Ltd. | 135353 | &nbsp;&nbsp; 92144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Raffles Medical Group <br> Ltd.<br>| 184698 | &nbsp;&nbsp; 140408 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rex International <br> Holding Ltd.<br>| 921400 | &nbsp;&nbsp; 139070 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Riverstone Holdings <br> Ltd.<br>| 46100 | &nbsp;&nbsp; 25004 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Samudera Shipping <br> Line Ltd.<br>| 235100 | &nbsp;&nbsp; 187784 |
|  | SATS Ltd. | 35792 | &nbsp;&nbsp; 87334 |
|  | Seatrium Ltd. | 284222 | &nbsp;&nbsp; 493967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sembcorp Industries <br> Ltd.<br>| 330100 | &nbsp;&nbsp; 1962803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sheng Siong Group <br> Ltd.<br>| 408200 | &nbsp;&nbsp; 658951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sing Investments & <br> Finance Ltd.<br>| 20250 | &nbsp;&nbsp; 19779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singapore Airlines <br> Ltd.<br>| 573250 | &nbsp;&nbsp; 2994178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singapore Exchange <br> Ltd.<br>| 175700 | &nbsp;&nbsp; 2154363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singapore Land <br> Group Ltd.<br>| 104584 | &nbsp;&nbsp; 214544 |
|  | Singapore Post Ltd. | 1109000 | &nbsp;&nbsp; 416663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singapore <br> Technologies <br> Engineering Ltd.<br>| 220100 | &nbsp;&nbsp; 1480674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singapore <br> Telecommunications <br> Ltd.<br>| 23200 | &nbsp;&nbsp; 69139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stamford Land Corp. <br> Ltd.<br>| 442011 | &nbsp;&nbsp; 148136 |
|  | StarHub Ltd. | 57000 | &nbsp;&nbsp; 53997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Straits Trading Co. <br> Ltd.<br>| 112340 | &nbsp;&nbsp; 139210 |
| \*†† | Swiber Holdings Ltd. | 189500 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tuan Sing Holdings <br> Ltd.<br>| 259361 | &nbsp;&nbsp; 56612 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | UMS Integration Ltd. | 305827 | &nbsp;&nbsp; $356124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Overseas Bank <br> Ltd.<br>| 142582 | &nbsp;&nbsp; 3961318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UOB-Kay Hian <br> Holdings Ltd.<br>| 310004 | &nbsp;&nbsp; 559602 |
|  | UOL Group Ltd. | 94587 | &nbsp;&nbsp; 500005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valuetronics Holdings <br> Ltd.<br>| 270700 | &nbsp;&nbsp; 161311 |
|  | Venture Corp. Ltd. | 74100 | &nbsp;&nbsp; 735015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wee Hur Holdings <br> Ltd.<br>| 147900 | &nbsp;&nbsp; 72838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wilmar International <br> Ltd.<br>| 155100 | &nbsp;&nbsp; 351047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wing Tai Holdings <br> Ltd.<br>| 281768 | &nbsp;&nbsp; 295029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yangzijiang <br> Shipbuilding <br> Holdings Ltd.<br>| 1009700 | &nbsp;&nbsp; 1980454 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp; 38528765 |
| SOUTH AFRICA — (0.0%) | SOUTH AFRICA — (0.0%) | SOUTH AFRICA — (0.0%) | SOUTH AFRICA — (0.0%) |
| \* | Valterra Platinum Ltd. | 9219 | &nbsp;&nbsp; 411517 |
| SPAIN — (2.9%) | SPAIN — (2.9%) | SPAIN — (2.9%) | SPAIN — (2.9%) |
|  | Acciona SA | 9885 | &nbsp;&nbsp; 1895892 |
|  | Acerinox SA | 97104 | &nbsp;&nbsp; 1120531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ACS Actividades de <br> Construccion y <br> Servicios SA<br>| 55302 | &nbsp;&nbsp; 3816666 |
| Ω | Aedas Homes SA | 3698 | &nbsp;&nbsp; 88988 |
| Ω | Aena SME SA | 145600 | &nbsp;&nbsp; 3920733 |
|  | Almirall SA | 26738 | &nbsp;&nbsp; 321849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amadeus IT Group <br> SA<br>| 99529 | &nbsp;&nbsp; 7991557 |
| #\* | Amper SA | 257385 | &nbsp;&nbsp; 41861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atresmedia Corp. de <br> Medios de <br> Comunicacion SA<br>| 59052 | &nbsp;&nbsp; 333711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Audax Renovables <br> SA<br>| 102926 | &nbsp;&nbsp; 169800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya <br> Argentaria SA <br> (BBVA SM)<br>| 638886 | &nbsp;&nbsp; 10655503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco de Sabadell <br> SA<br>| 4364413 | &nbsp;&nbsp; 16108614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Santander SA <br> (SAN SM)<br>| 589465 | &nbsp;&nbsp; 5063965 |
|  | Bankinter SA | 579148 | &nbsp;&nbsp; 8266887 |
|  | CaixaBank SA | 621280 | &nbsp;&nbsp; 5845192 |
| Ω | Cellnex Telecom SA | 4358 | &nbsp;&nbsp; 153792 |
|  | CIE Automotive SA | 26019 | &nbsp;&nbsp; 781190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Construcciones y <br> Auxiliar de <br> Ferrocarriles SA<br>| 15777 | &nbsp;&nbsp; 955397 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Corp. ACCIONA <br> Energias <br> Renovables SA<br>| 6003 | &nbsp;&nbsp; 161617 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
|  | Ebro Foods SA | 21275 | &nbsp;&nbsp; $415350 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; eDreams ODIGEO <br> SA<br>| 21506 | &nbsp;&nbsp; 203550 |
|  | Elecnor SA | 21392 | &nbsp;&nbsp; 581695 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ence Energia y <br> Celulosa SA<br>| 74969 | &nbsp;&nbsp; 235914 |
|  | Endesa SA | 103428 | &nbsp;&nbsp; 2997368 |
|  | Ercros SA | 80582 | &nbsp;&nbsp; 286220 |
|  | Faes Farma SA | 178154 | &nbsp;&nbsp; 882487 |
|  | Ferrovial SE | 6514 | &nbsp;&nbsp; 333927 |
|  | Fluidra SA | 5471 | &nbsp;&nbsp; 136450 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Gestamp Automocion <br> SA<br>| 73287 | &nbsp;&nbsp; 275486 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Global Dominion <br> Access SA<br>| 30769 | &nbsp;&nbsp; 118256 |
| \* | Grifols SA | 28653 | &nbsp;&nbsp; 426933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana <br> Occidente SA<br>| 21163 | &nbsp;&nbsp; 1180167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Empresarial <br> San Jose SA<br>| 8089 | &nbsp;&nbsp; 56488 |
|  | Iberdrola SA | 38730 | &nbsp;&nbsp; 680734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iberpapel Gestion SA <br> (IBG SM)<br>| 7699 | &nbsp;&nbsp; 174657 |
| # | Indra Sistemas SA | 80889 | &nbsp;&nbsp; 3350729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industria de Diseno <br> Textil SA<br>| 104163 | &nbsp;&nbsp; 4975556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Laboratorio Reig Jofre <br> SA<br>| 5918 | &nbsp;&nbsp; 20009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Laboratorios <br> Farmaceuticos Rovi <br> SA<br>| 2623 | &nbsp;&nbsp; 161910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Linea Directa <br> Aseguradora SA <br> Cia de Seguros y <br> Reaseguros<br>| 19991 | &nbsp;&nbsp; 30799 |
|  | Logista Integral SA | 33132 | &nbsp;&nbsp; 1048645 |
|  | Mapfre SA | 384648 | &nbsp;&nbsp; 1566509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Melia Hotels <br> International SA<br>| 71366 | &nbsp;&nbsp; 633675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miquel y Costas & <br> Miquel SA<br>| 12334 | &nbsp;&nbsp; 199845 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Naturgy Energy Group <br> SA<br>| 8341 | &nbsp;&nbsp; 261598 |
| Ω | Neinor Homes SA | 21949 | &nbsp;&nbsp; 426617 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Obrascon Huarte Lain <br> SA<br>| 143384 | &nbsp;&nbsp; 53855 |
| Ω | Prosegur Cash SA | 184092 | &nbsp;&nbsp; 157663 |
|  | Repsol SA (REP SM) | 392409 | &nbsp;&nbsp; 5949608 |
|  | Sacyr SA | 396624 | &nbsp;&nbsp; 1624079 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Solaria Energia y <br> Medio Ambiente <br> SA<br>| 8776 | &nbsp;&nbsp; 112843 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tecnicas Reunidas <br> SA<br>| 40468 | &nbsp;&nbsp; 996599 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Telefonica SA (TEF <br> SM)<br>| 1766333 | &nbsp;&nbsp; 9115680 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telefonica SA (TEF <br> US), Sponsored <br> ADR<br>| 22622 | &nbsp;&nbsp; $116277 |
| # | Tubacex SA | 103423 | &nbsp;&nbsp; 430784 |
| \* | Tubos Reunidos SA | 36929 | &nbsp;&nbsp; 22327 |
| Ω | Unicaja Banco SA | 915509 | &nbsp;&nbsp; 2405407 |
|  | Vidrala SA | 11819 | &nbsp;&nbsp; 1272273 |
|  | Viscofan SA | 22726 | &nbsp;&nbsp; 1555087 |
| TOTAL SPAIN | TOTAL SPAIN |  | &nbsp;&nbsp; 113167801 |
| SWEDEN — (2.5%) | SWEDEN — (2.5%) | SWEDEN — (2.5%) | SWEDEN — (2.5%) |
|  | AAK AB | 6365 | &nbsp;&nbsp; 163736 |
| Ω | AcadeMedia AB | 130049 | &nbsp;&nbsp; 1190831 |
|  | AddLife AB, Class B | 4638 | &nbsp;&nbsp; 81676 |
|  | Addnode Group AB | 35044 | &nbsp;&nbsp; 400951 |
|  | AddTech AB, Class B | 24659 | &nbsp;&nbsp; 828991 |
|  | AFRY AB | 70644 | &nbsp;&nbsp; 1093468 |
|  | Alfa Laval AB | 13370 | &nbsp;&nbsp; 580894 |
| Ω | Alimak Group AB | 3407 | &nbsp;&nbsp; 58393 |
|  | Alleima AB | 102120 | &nbsp;&nbsp; 721676 |
|  | Alligo AB, Class B | 23010 | &nbsp;&nbsp; 247086 |
| Ω | Ambea AB | 149513 | &nbsp;&nbsp; 1880950 |
|  | AQ Group AB | 36184 | &nbsp;&nbsp; 737446 |
|  | Arise AB | 19767 | &nbsp;&nbsp; 69380 |
|  | Arjo AB, Class B | 115879 | &nbsp;&nbsp; 403812 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asmodee Group AB, <br> Class B<br>| 6759 | &nbsp;&nbsp; 85120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Assa Abloy AB, <br> Class B<br>| 17058 | &nbsp;&nbsp; 564453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atlas Copco AB <br> (ATCOA SS), <br> Class A<br>| 60953 | &nbsp;&nbsp; 928216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atlas Copco AB <br> (ATCOB SS), <br> Class B<br>| 39847 | &nbsp;&nbsp; 539256 |
| Ω | Attendo AB | 217152 | &nbsp;&nbsp; 1517325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avanza Bank Holding <br> AB<br>| 19515 | &nbsp;&nbsp; 718924 |
| # | Axfood AB | 25059 | &nbsp;&nbsp; 746716 |
|  | Beijer Alma AB | 23618 | &nbsp;&nbsp; 635427 |
|  | Beijer Ref AB | 1784 | &nbsp;&nbsp; 29948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bergman & Beving <br> AB<br>| 26014 | &nbsp;&nbsp; 836418 |
|  | Betsson AB, Class B | 111000 | &nbsp;&nbsp; 1879493 |
| #\* | Better Collective AS | 11437 | &nbsp;&nbsp; 161156 |
| \* | BHG Group AB | 121452 | &nbsp;&nbsp; 288498 |
| \* | BICO Group AB | 13719 | &nbsp;&nbsp; 51098 |
|  | Bilia AB, Class A | 73360 | &nbsp;&nbsp; 861929 |
|  | Billerud Aktiebolag | 97388 | &nbsp;&nbsp; 826894 |
|  | Bjorn Borg AB | 12770 | &nbsp;&nbsp; 75460 |
| \* | Boliden AB | 34676 | &nbsp;&nbsp; 1061405 |
| \* | Bonava AB, Class B | 152005 | &nbsp;&nbsp; 178084 |
| Ω | Bravida Holding AB | 63022 | &nbsp;&nbsp; 591395 |
|  | Bufab AB | 31115 | &nbsp;&nbsp; 308572 |
|  | Bulten AB | 10568 | &nbsp;&nbsp; 63569 |
|  | Bure Equity AB | 46583 | &nbsp;&nbsp; 1375191 |
|  | Byggmax Group AB | 79341 | &nbsp;&nbsp; 471248 |
|  | Catella AB | 23125 | &nbsp;&nbsp; 70050 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | Cellavision AB | 1475 | &nbsp;&nbsp; $26390 |
| \* | Cint Group AB | 198490 | &nbsp;&nbsp; 144672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clas Ohlson AB, <br> Class B<br>| 53721 | &nbsp;&nbsp; 1869197 |
|  | Cloetta AB, Class B | 172079 | &nbsp;&nbsp; 553413 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Coor Service <br> Management <br> Holding AB<br>| 40152 | &nbsp;&nbsp; 188723 |
| Ω | Dometic Group AB | 14166 | &nbsp;&nbsp; 71559 |
|  | Duni AB | 2346 | &nbsp;&nbsp; 21866 |
| \* | Dynavox Group AB | 36809 | &nbsp;&nbsp; 475806 |
|  | Eastnine AB | 50738 | &nbsp;&nbsp; 244737 |
|  | Elanders AB, Class B | 6503 | &nbsp;&nbsp; 38171 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Electrolux AB, <br> Class B<br>| 98247 | &nbsp;&nbsp; 598383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electrolux <br> Professional AB, <br> Class B<br>| 24801 | &nbsp;&nbsp; 168516 |
|  | Elekta AB, Class B | 43502 | &nbsp;&nbsp; 214513 |
| \* | Embracer Group AB | 2087 | &nbsp;&nbsp; 21589 |
| \* | Enad Global 7 AB | 12767 | &nbsp;&nbsp; 16504 |
| \* | Enea AB | 3981 | &nbsp;&nbsp; 30017 |
|  | Engcon AB | 5725 | &nbsp;&nbsp; 44860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eolus Vind AB, <br> Class B<br>| 4351 | &nbsp;&nbsp; 23980 |
|  | Ependion AB | 18185 | &nbsp;&nbsp; 219490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Epiroc AB (EPIA SS), <br> Class A<br>| 18178 | &nbsp;&nbsp; 369980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Epiroc AB (EPIB SS), <br> Class B<br>| 10758 | &nbsp;&nbsp; 192848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Essity AB (ESSITYA <br> SS), Class A<br>| 1404 | &nbsp;&nbsp; 34625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Essity AB (ESSITYB <br> SS), Class B<br>| 23376 | &nbsp;&nbsp; 576394 |
| Ω | Evolution AB | 4719 | &nbsp;&nbsp; 419807 |
|  | Ework Group AB | 3688 | &nbsp;&nbsp; 39906 |
|  | Fagerhult Group AB | 17242 | &nbsp;&nbsp; 66587 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fastighetsbolaget <br> Emilshus AB, <br> Class B<br>| 817 | &nbsp;&nbsp; 4185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fenix Outdoor <br> International AG<br>| 935 | &nbsp;&nbsp; 47849 |
|  | G5 Entertainment AB | 6398 | &nbsp;&nbsp; 68916 |
|  | Getinge AB, Class B | 20594 | &nbsp;&nbsp; 406490 |
|  | Granges AB | 85123 | &nbsp;&nbsp; 1141425 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Green Landscaping <br> Group AB<br>| 10414 | &nbsp;&nbsp; 59644 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gruvaktiebolaget <br> Viscaria<br>| 13483 | &nbsp;&nbsp; 22218 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; H & M Hennes & <br> Mauritz AB, <br> Class B<br>| 81909 | &nbsp;&nbsp; 1103448 |
|  | Hanza AB | 20067 | &nbsp;&nbsp; 228441 |
|  | Hemnet Group AB | 25283 | &nbsp;&nbsp; 728112 |
|  | Hexagon AB, Class B | 2693 | &nbsp;&nbsp; 29591 |
| #\* | Hexatronic Group AB | 51254 | &nbsp;&nbsp; 108862 |
|  | Hexpol AB | 49640 | &nbsp;&nbsp; 427449 |
| \* | HMS Networks AB | 5349 | &nbsp;&nbsp; 224764 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| Ω | Hoist Finance AB | 40302 | &nbsp;&nbsp; $397087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Holmen AB (HOLMB <br> SS), Class B<br>| 11216 | &nbsp;&nbsp; 416861 |
|  | Humana AB | 41648 | &nbsp;&nbsp; 157420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Husqvarna AB <br> (HUSQA SS), <br> Class A<br>| 5896 | &nbsp;&nbsp; 31889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Husqvarna AB <br> (HUSQB SS), <br> Class B<br>| 57812 | &nbsp;&nbsp; 313116 |
|  | Indutrade AB | 10461 | &nbsp;&nbsp; 254039 |
|  | Instalco AB | 42245 | &nbsp;&nbsp; 110617 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Petroleum Corp. <br> (IPCO CN)<br>| 4171 | &nbsp;&nbsp; 69536 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Petroleum Corp. <br> (IPCO SS)<br>| 100721 | &nbsp;&nbsp; 1686852 |
|  | INVISIO AB | 2805 | &nbsp;&nbsp; 90885 |
|  | Inwido AB | 64392 | &nbsp;&nbsp; 1197244 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ITAB Shop Concept <br> AB<br>| 14564 | &nbsp;&nbsp; 25798 |
|  | JM AB | 38104 | &nbsp;&nbsp; 546030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kabe Group AB, <br> Class B<br>| 3063 | &nbsp;&nbsp; 80286 |
| \* | Karnov Group AB | 43128 | &nbsp;&nbsp; 511108 |
| #\* | K-fast Holding AB | 53543 | &nbsp;&nbsp; 90217 |
|  | KNOW IT AB | 15428 | &nbsp;&nbsp; 184273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lagercrantz Group <br> AB, Class B<br>| 52614 | &nbsp;&nbsp; 1221546 |
|  | Lifco AB, Class B | 7820 | &nbsp;&nbsp; 278557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lime Technologies <br> AB<br>| 5673 | &nbsp;&nbsp; 220441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lindab International <br> AB<br>| 30973 | &nbsp;&nbsp; 651008 |
|  | Loomis AB | 49045 | &nbsp;&nbsp; 1939205 |
| \* | Medcap AB | 4609 | &nbsp;&nbsp; 306425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medicover AB, <br> Class B<br>| 12360 | &nbsp;&nbsp; 346247 |
|  | MEKO AB | 41275 | &nbsp;&nbsp; 360966 |
|  | Midsona AB, Class B | 14941 | &nbsp;&nbsp; 12199 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Modern Times Group <br> MTG AB, Class B<br>| 48652 | &nbsp;&nbsp; 500171 |
|  | Momentum Group AB | 21198 | &nbsp;&nbsp; 335932 |
| Ω | Munters Group AB | 39397 | &nbsp;&nbsp; 554445 |
|  | Mycronic AB | 29374 | &nbsp;&nbsp; 637383 |
| #\* | NCAB Group AB | 9640 | &nbsp;&nbsp; 52095 |
|  | NCC AB, Class B | 86929 | &nbsp;&nbsp; 1646026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nederman Holding <br> AB<br>| 8246 | &nbsp;&nbsp; 143052 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Net Insight AB, <br> Class B<br>| 87004 | &nbsp;&nbsp; 35965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Wave Group AB, <br> Class B<br>| 60213 | &nbsp;&nbsp; 721109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nibe Industrier AB, <br> Class B<br>| 9620 | &nbsp;&nbsp; 44391 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nilorngruppen AB, <br> Class B<br>| 7451 | &nbsp;&nbsp; $42630 |
|  | Nolato AB, Class B | 72214 | &nbsp;&nbsp; 427177 |
|  | Nordnet AB publ | 31491 | &nbsp;&nbsp; 850449 |
| \* | Norion Bank AB | 34174 | &nbsp;&nbsp; 218357 |
|  | Note AB | 9400 | &nbsp;&nbsp; 183699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OEM International AB, <br> Class B<br>| 10320 | &nbsp;&nbsp; 142199 |
| #\* | Orron Energy AB | 7830 | &nbsp;&nbsp; 4034 |
|  | Pandox AB | 20998 | &nbsp;&nbsp; 373728 |
|  | Peab AB, Class B | 140435 | &nbsp;&nbsp; 1056151 |
|  | Prevas AB, Class B | 3363 | &nbsp;&nbsp; 25408 |
| \* | Pricer AB, Class B | 53362 | &nbsp;&nbsp; 24649 |
|  | Proact IT Group AB | 22638 | &nbsp;&nbsp; 225336 |
|  | Ratos AB, Class B | 256424 | &nbsp;&nbsp; 907763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RaySearch <br> Laboratories AB<br>| 25344 | &nbsp;&nbsp; 868617 |
|  | Rejlers AB | 9352 | &nbsp;&nbsp; 190060 |
| \* | Rottneros AB | 115839 | &nbsp;&nbsp; 35538 |
|  | Rvrc Holding AB | 35929 | &nbsp;&nbsp; 162971 |
|  | Saab AB, Class B | 1715 | &nbsp;&nbsp; 93286 |
|  | Sandvik AB | 58321 | &nbsp;&nbsp; 1423012 |
|  | Scandi Standard AB | 50561 | &nbsp;&nbsp; 488564 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Scandic Hotels Group <br> AB<br>| 139436 | &nbsp;&nbsp; 1156254 |
| #\* | Sdiptech AB, Class B | 22239 | &nbsp;&nbsp; 447043 |
|  | Sectra AB, Class B | 29396 | &nbsp;&nbsp; 1089885 |
|  | Securitas AB, Class B | 86558 | &nbsp;&nbsp; 1284636 |
| \* | Sedana Medical AB | 27416 | &nbsp;&nbsp; 44357 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sensys Gatso Group <br> AB<br>| 13439 | &nbsp;&nbsp; 57258 |
| \*Ω | Sinch AB | 386738 | &nbsp;&nbsp; 1327654 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sivers <br> Semiconductors AB<br>| 167753 | &nbsp;&nbsp; 61719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska <br> Enskilda Banken AB <br> (SEBA SS), <br> Class A<br>| 163787 | &nbsp;&nbsp; 2865048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska <br> Enskilda Banken AB <br> (SEBC SS), <br> Class C<br>| 2134 | &nbsp;&nbsp; 37822 |
|  | Skanska AB, Class B | 32847 | &nbsp;&nbsp; 766205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SKF AB (SKFA SS), <br> Class A<br>| 6538 | &nbsp;&nbsp; 153826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SKF AB (SKFB SS), <br> Class B<br>| 75257 | &nbsp;&nbsp; 1752919 |
|  | SkiStar AB | 28609 | &nbsp;&nbsp; 451320 |
|  | Softronic AB, Class B | 12877 | &nbsp;&nbsp; 31207 |
|  | Solid Forsakring AB | 14851 | &nbsp;&nbsp; 112567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SSAB AB (SSABA <br> SS), Class A<br>| 91373 | &nbsp;&nbsp; 526916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SSAB AB (SSABAH <br> FH), Class A<br>| 19797 | &nbsp;&nbsp; 113929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SSAB AB (SSABB <br> SS), Class B<br>| 189962 | &nbsp;&nbsp; 1073603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SSAB AB (SSABBH <br> FH), Class B<br>| 112074 | &nbsp;&nbsp; 632057 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| \* | Stillfront Group AB | 63420 | &nbsp;&nbsp; $32869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Storskogen Group AB, <br> Class B<br>| 556612 | &nbsp;&nbsp; 646019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Svenska Cellulosa AB <br> SCA (SCAA SS), <br> Class A<br>| 4829 | &nbsp;&nbsp; 60717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Svenska Cellulosa AB <br> SCA (SCAB SS), <br> Class B<br>| 77203 | &nbsp;&nbsp; 968214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Svenska <br> Handelsbanken AB <br> (SHBA SS), <br> Class A<br>| 49338 | &nbsp;&nbsp; 601153 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Svenska <br> Handelsbanken AB <br> (SHBB SS), <br> Class B<br>| 1033 | &nbsp;&nbsp; 20185 |
|  | Sweco AB, Class B | 41777 | &nbsp;&nbsp; 659021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swedbank AB, <br> Class A<br>| 70453 | &nbsp;&nbsp; 1876024 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Swedish Orphan <br> Biovitrum AB<br>| 2644 | &nbsp;&nbsp; 72701 |
|  | Synsam AB | 76643 | &nbsp;&nbsp; 418117 |
|  | Systemair AB | 52762 | &nbsp;&nbsp; 510288 |
|  | Tele2 AB, Class B | 246030 | &nbsp;&nbsp; 3802423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telefonaktiebolaget <br> LM Ericsson <br> (ERICA SS), <br> Class A<br>| 6776 | &nbsp;&nbsp; 49300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telefonaktiebolaget <br> LM Ericsson <br> (ERICB SS), <br> Class B<br>| 647254 | &nbsp;&nbsp; 4701382 |
| # | Telia Co. AB | 775558 | &nbsp;&nbsp; 2739046 |
|  | TF Bank AB | 16170 | &nbsp;&nbsp; 222534 |
| Ω | Thule Group AB | 4392 | &nbsp;&nbsp; 124213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trelleborg AB, <br> Class B<br>| 5210 | &nbsp;&nbsp; 189304 |
|  | Troax Group AB | 15129 | &nbsp;&nbsp; 211374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VBG Group AB, <br> Class B<br>| 15984 | &nbsp;&nbsp; 459249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vitec Software Group <br> AB, Class B<br>| 1784 | &nbsp;&nbsp; 69161 |
|  | Vitrolife AB | 5298 | &nbsp;&nbsp; 77854 |
|  | Volati AB | 9981 | &nbsp;&nbsp; 110087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Volvo AB (VOLVA SS), <br> Class A<br>| 39312 | &nbsp;&nbsp; 1127076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Volvo AB (VOLVB <br> SS), Class B<br>| 276710 | &nbsp;&nbsp; 7947052 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Volvo Car AB, <br> Class B<br>| 67085 | &nbsp;&nbsp; 128294 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | &nbsp;&nbsp; 100322993 |
| SWITZERLAND — (7.2%) | SWITZERLAND — (7.2%) | SWITZERLAND — (7.2%) | SWITZERLAND — (7.2%) |
|  | ABB Ltd. | 82312 | &nbsp;&nbsp; 5374816 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Accelleron Industries <br> AG (ACLN SW)<br>| 43933 | &nbsp;&nbsp; $4001530 |
|  | Adecco Group AG | 31838 | &nbsp;&nbsp; 1002519 |
| # | Alcon AG | 92803 | &nbsp;&nbsp; 8128823 |
|  | Allreal Holding AG | 11150 | &nbsp;&nbsp; 2521956 |
|  | ALSO Holding AG | 5361 | &nbsp;&nbsp; 1619178 |
|  | APG SGA SA | 844 | &nbsp;&nbsp; 235510 |
|  | Arbonia AG | 33321 | &nbsp;&nbsp; 225677 |
| \* | Aryzta AG | 24464 | &nbsp;&nbsp; 2296009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Autoneum Holding <br> AG<br>| 4512 | &nbsp;&nbsp; 800475 |
|  | Avolta AG | 67527 | &nbsp;&nbsp; 3510293 |
|  | Baloise Holding AG | 27155 | &nbsp;&nbsp; 6508100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banque Cantonale de <br> Geneve<br>| 1851 | &nbsp;&nbsp; 548108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banque Cantonale <br> Vaudoise<br>| 12534 | &nbsp;&nbsp; 1450488 |
| # | Barry Callebaut AG | 146 | &nbsp;&nbsp; 177799 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Basilea <br> Pharmaceutica Ag <br> Allschwil<br>| 853 | &nbsp;&nbsp; 60492 |
|  | Belimo Holding AG | 555 | &nbsp;&nbsp; 645869 |
|  | Bell Food Group AG | 1891 | &nbsp;&nbsp; 598697 |
|  | Bellevue Group AG | 7289 | &nbsp;&nbsp; 70198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Berner Kantonalbank <br> AG<br>| 4969 | &nbsp;&nbsp; 1553224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bossard Holding AG, <br> Class A<br>| 6265 | &nbsp;&nbsp; 1327777 |
|  | Bucher Industries AG | 7246 | &nbsp;&nbsp; 3421914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Burckhardt <br> Compression <br> Holding AG<br>| 2497 | &nbsp;&nbsp; 2223809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Burkhalter Holding <br> AG<br>| 2829 | &nbsp;&nbsp; 508737 |
|  | Bystronic AG | 670 | &nbsp;&nbsp; 331650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carlo Gavazzi Holding <br> AG<br>| 425 | &nbsp;&nbsp; 96838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cembra Money Bank <br> AG<br>| 27467 | &nbsp;&nbsp; 3082627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chocoladefabriken <br> Lindt & Spruengli <br> AG<br>| 6 | &nbsp;&nbsp; 877334 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cicor Technologies <br> Ltd.<br>| 2328 | &nbsp;&nbsp; 577048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie Financiere <br> Richemont SA, <br> Class A<br>| 23249 | &nbsp;&nbsp; 3796008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie Financiere <br> Tradition SA<br>| 1519 | &nbsp;&nbsp; 439746 |
|  | Clariant AG | 40621 | &nbsp;&nbsp; 416891 |
|  | Coltene Holding AG | 2682 | &nbsp;&nbsp; 172313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COSMO <br> Pharmaceuticals <br> NV<br>| 4269 | &nbsp;&nbsp; 306240 |
|  | CPH Group AG | 566 | &nbsp;&nbsp; 52576 |
|  | Daetwyler Holding AG | 2074 | &nbsp;&nbsp; 369367 |
|  | DKSH Holding AG | 25623 | &nbsp;&nbsp; 1771837 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; dormakaba Holding <br> AG<br>| 2167 | &nbsp;&nbsp; $2091859 |
|  | DSM-Firmenich AG | 6231 | &nbsp;&nbsp; 598671 |
|  | EFG International AG | 90269 | &nbsp;&nbsp; 1789192 |
|  | Emmi AG | 1461 | &nbsp;&nbsp; 1329879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EMS-Chemie Holding <br> AG<br>| 172 | &nbsp;&nbsp; 135328 |
|  | Flughafen Zurich AG | 15555 | &nbsp;&nbsp; 4383968 |
|  | Forbo Holding AG | 698 | &nbsp;&nbsp; 662064 |
| Ω | Galenica AG | 42842 | &nbsp;&nbsp; 4546805 |
|  | Geberit AG | 8236 | &nbsp;&nbsp; 6309586 |
| # | Georg Fischer AG | 58377 | &nbsp;&nbsp; 4566755 |
|  | Glarner Kantonalbank | 2221 | &nbsp;&nbsp; 58198 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Gurit Holding AG, <br> Class BR<br>| 637 | &nbsp;&nbsp; 11803 |
|  | Helvetia Holding AG | 25170 | &nbsp;&nbsp; 6052918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Holcim AG (HOLN <br> SW)<br>| 114677 | &nbsp;&nbsp; 9145482 |
|  | Huber & Suhner AG | 16328 | &nbsp;&nbsp; 2180211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hypothekarbank <br> Lenzburg AG<br>| 6 | &nbsp;&nbsp; 30107 |
|  | Implenia AG | 11625 | &nbsp;&nbsp; 782471 |
|  | Inficon Holding AG | 4890 | &nbsp;&nbsp; 588394 |
|  | Interroll Holding AG | 430 | &nbsp;&nbsp; 1210866 |
|  | Investis Holding SA | 2127 | &nbsp;&nbsp; 328748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Julius Baer Group <br> Ltd.<br>| 66248 | &nbsp;&nbsp; 4482622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jungfraubahn Holding <br> AG<br>| 3807 | &nbsp;&nbsp; 949834 |
|  | Kardex Holding AG | 4164 | &nbsp;&nbsp; 1603419 |
| #\* | Komax Holding AG | 2369 | &nbsp;&nbsp; 324264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuehne & Nagel <br> International AG<br>| 6334 | &nbsp;&nbsp; 1291369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Landis & Gyr Group <br> AG<br>| 23146 | &nbsp;&nbsp; 1889971 |
|  | Lastminute.com NV | 905 | &nbsp;&nbsp; 18029 |
| \* | LEM Holding SA | 221 | &nbsp;&nbsp; 179643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liechtensteinische <br> Landesbank AG<br>| 13091 | &nbsp;&nbsp; 1399393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Logitech International <br> SA (LOGN SW)<br>| 4072 | &nbsp;&nbsp; 377584 |
|  | Lonza Group AG | 1341 | &nbsp;&nbsp; 934635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luzerner <br> Kantonalbank AG<br>| 13887 | &nbsp;&nbsp; 1252758 |
| Ω | Medacta Group SA | 1480 | &nbsp;&nbsp; 268441 |
| Ω | Medmix AG | 3660 | &nbsp;&nbsp; 53494 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Meier Tobler Group <br> AG<br>| 4847 | &nbsp;&nbsp; 216966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metall Zug AG, <br> Class B<br>| 171 | &nbsp;&nbsp; 210029 |
|  | Mikron Holding AG | 6796 | &nbsp;&nbsp; 153078 |
|  | Mobimo Holding AG | 8741 | &nbsp;&nbsp; 3423441 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Montana Aerospace <br> AG<br>| 4007 | &nbsp;&nbsp; 139563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Naturenergie Holding <br> AG<br>| 4468 | &nbsp;&nbsp; 181779 |
|  | Nestle SA | 162887 | &nbsp;&nbsp; 14232588 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Novartis AG (NOVN <br> SW)<br>| 23271 | &nbsp;&nbsp; $2650265 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Novartis AG (NVS <br> US), Sponsored <br> ADR<br>| 231252 | &nbsp;&nbsp; 26302499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OC Oerlikon Corp. AG <br> Pfaffikon<br>| 37069 | &nbsp;&nbsp; 181103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Partners Group <br> Holding AG<br>| 2076 | &nbsp;&nbsp; 2790760 |
|  | Phoenix Mecano AG | 604 | &nbsp;&nbsp; 341418 |
|  | Plazza AG, Class A | 178 | &nbsp;&nbsp; 87280 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; PolyPeptide Group <br> AG<br>| 13862 | &nbsp;&nbsp; 385562 |
| # | Rieter Holding AG | 1682 | &nbsp;&nbsp; 128258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Roche Holding AG <br> (RO SW)<br>| 2541 | &nbsp;&nbsp; 844463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Roche Holding AG <br> (ROG SW)<br>| 52136 | &nbsp;&nbsp; 16270239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandoz Group AG <br> (SDZ SW)<br>| 65204 | &nbsp;&nbsp; 3728956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandoz Group AG <br> (SDZNY US), ADR<br>| 22234 | &nbsp;&nbsp; 1267538 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Santhera <br> Pharmaceuticals <br> Holding AG<br>| 1273 | &nbsp;&nbsp; 23186 |
|  | Schindler Holding AG | 1913 | &nbsp;&nbsp; 670945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schweiter <br> Technologies AG<br>| 328 | &nbsp;&nbsp; 151163 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Schweizerische <br> Nationalbank<br>| 5 | &nbsp;&nbsp; 19490 |
|  | SFS Group AG | 15315 | &nbsp;&nbsp; 1979095 |
|  | SGS SA | 27718 | &nbsp;&nbsp; 2816519 |
|  | Siegfried Holding AG | 29730 | &nbsp;&nbsp; 3323998 |
| # | SIG Group AG | 174482 | &nbsp;&nbsp; 2822904 |
|  | Sika AG | 1591 | &nbsp;&nbsp; 375443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Softwareone Holding <br> AG<br>| 2343 | &nbsp;&nbsp; 19122 |
|  | Sonova Holding AG | 1793 | &nbsp;&nbsp; 488069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; St. Galler <br> Kantonalbank AG<br>| 2464 | &nbsp;&nbsp; 1503438 |
| # | Stadler Rail AG | 15189 | &nbsp;&nbsp; 401395 |
|  | Sulzer AG | 19275 | &nbsp;&nbsp; 3708719 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Swatch Group AG <br> (UHR SW)<br>| 1329 | &nbsp;&nbsp; 235043 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Swatch Group AG <br> (UHRN SW)<br>| 13872 | &nbsp;&nbsp; 505264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swiss Life Holding <br> AG<br>| 7783 | &nbsp;&nbsp; 8061612 |
|  | Swiss Prime Site AG | 49392 | &nbsp;&nbsp; 6831344 |
|  | Swiss Re AG | 60123 | &nbsp;&nbsp; 10762099 |
|  | Swisscom AG | 10284 | &nbsp;&nbsp; 7145676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swissquote Group <br> Holding SA<br>| 10916 | &nbsp;&nbsp; 7253087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thurgauer <br> Kantonalbank<br>| 163 | &nbsp;&nbsp; 31053 |
|  | TX Group AG | 2435 | &nbsp;&nbsp; 662018 |
| \* | u-blox Holding AG | 4935 | &nbsp;&nbsp; 614517 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG (UBS <br> US)<br>| 94324 | &nbsp;&nbsp; $3521127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG <br> (UBSG SW)<br>| 194963 | &nbsp;&nbsp; 7245606 |
|  | Valiant Holding AG | 12691 | &nbsp;&nbsp; 1997534 |
| Ω | VAT Group AG | 852 | &nbsp;&nbsp; 298361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vaudoise Assurances <br> Holding SA<br>| 586 | &nbsp;&nbsp; 452273 |
|  | Vetropack Holding AG | 7423 | &nbsp;&nbsp; 273801 |
|  | Vontobel Holding AG | 27971 | &nbsp;&nbsp; 2039476 |
|  | VP Bank AG, Class A | 2158 | &nbsp;&nbsp; 206059 |
|  | VZ Holding AG | 8536 | &nbsp;&nbsp; 1806637 |
|  | V-ZUG Holding AG | 1464 | &nbsp;&nbsp; 93843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Walliser <br> Kantonalbank<br>| 1792 | &nbsp;&nbsp; 278003 |
|  | Ypsomed Holding AG | 126 | &nbsp;&nbsp; 60286 |
|  | Zehnder Group AG | 8624 | &nbsp;&nbsp; 759829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zug Estates Holding <br> AG, Class B<br>| 260 | &nbsp;&nbsp; 685194 |
|  | Zuger Kantonalbank | 94 | &nbsp;&nbsp; 989644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zurich Insurance <br> Group AG<br>| 8171 | &nbsp;&nbsp; 5573490 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | &nbsp;&nbsp; 283153381 |
| UNITED KINGDOM — (10.3%) | UNITED KINGDOM — (10.3%) | UNITED KINGDOM — (10.3%) | UNITED KINGDOM — (10.3%) |
|  | 3i Group PLC | 32200 | &nbsp;&nbsp; 1759476 |
|  | 4imprint Group PLC | 13580 | &nbsp;&nbsp; 643239 |
|  | Aberdeen Group PLC | 708486 | &nbsp;&nbsp; 1869508 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Accesso Technology <br> Group PLC<br>| 8593 | &nbsp;&nbsp; 50791 |
|  | Admiral Group PLC | 36363 | &nbsp;&nbsp; 1639116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Medical <br> Solutions Group <br> PLC<br>| 59728 | &nbsp;&nbsp; 160264 |
|  | AG Barr PLC | 27916 | &nbsp;&nbsp; 253597 |
| Ω | Airtel Africa PLC | 454430 | &nbsp;&nbsp; 1223311 |
|  | AJ Bell PLC | 138023 | &nbsp;&nbsp; 977556 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Alfa Financial <br> Software Holdings <br> PLC<br>| 62803 | &nbsp;&nbsp; 189561 |
|  | Anglo American PLC | 53044 | &nbsp;&nbsp; 1492557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anglo-Eastern <br> Plantations PLC<br>| 16732 | &nbsp;&nbsp; 196375 |
|  | Antofagasta PLC | 16978 | &nbsp;&nbsp; 418705 |
| \* | AO World PLC | 151274 | &nbsp;&nbsp; 185567 |
|  | Ashmore Group PLC | 10809 | &nbsp;&nbsp; 24912 |
|  | Ashtead Group PLC | 127317 | &nbsp;&nbsp; 8506216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ashtead Technology <br> Holdings PLC<br>| 4539 | &nbsp;&nbsp; 20063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Associated British <br> Foods PLC<br>| 34468 | &nbsp;&nbsp; 998038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AstraZeneca PLC <br> (AZN US), <br> Sponsored ADR<br>| 178300 | &nbsp;&nbsp; 13031947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atalaya Mining <br> Copper SA<br>| 2664 | &nbsp;&nbsp; 16056 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Auction Technology <br> Group PLC<br>| 5733 | &nbsp;&nbsp; $37223 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Auto Trader Group <br> PLC<br>| 223252 | &nbsp;&nbsp; 2464655 |
|  | Aviva PLC | 204514 | &nbsp;&nbsp; 1747369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avon Technologies <br> PLC<br>| 2059 | &nbsp;&nbsp; 57436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; B&M European Value <br> Retail SA<br>| 273821 | &nbsp;&nbsp; 809379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Babcock International <br> Group PLC<br>| 295445 | &nbsp;&nbsp; 4050647 |
|  | BAE Systems PLC | 91186 | &nbsp;&nbsp; 2175754 |
| Ω | Bakkavor Group PLC | 154207 | &nbsp;&nbsp; 477396 |
|  | Balfour Beatty PLC | 168944 | &nbsp;&nbsp; 1207357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barclays PLC (BARC <br> LN)<br>| 674450 | &nbsp;&nbsp; 3296724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barclays PLC (BCS <br> US), Sponsored <br> ADR<br>| 373929 | &nbsp;&nbsp; 7336487 |
|  | Barratt Redrow PLC | 651663 | &nbsp;&nbsp; 3209082 |
|  | Beazley PLC | 168553 | &nbsp;&nbsp; 1986013 |
|  | Bellway PLC | 51846 | &nbsp;&nbsp; 1696815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Berkeley Group <br> Holdings PLC<br>| 22346 | &nbsp;&nbsp; 1074666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bloomsbury <br> Publishing PLC<br>| 50401 | &nbsp;&nbsp; 317934 |
|  | Bodycote PLC | 143576 | &nbsp;&nbsp; 1205102 |
|  | BP PLC (BP LN) | 1487940 | &nbsp;&nbsp; 7975775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BP PLC (BP US), <br> Sponsored ADR<br>| 4950 | &nbsp;&nbsp; 159142 |
|  | Braemar PLC | 12401 | &nbsp;&nbsp; 41015 |
|  | Breedon Group PLC | 68559 | &nbsp;&nbsp; 326823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brickability Group <br> PLC<br>| 13623 | &nbsp;&nbsp; 11207 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Bridgepoint Group <br> PLC<br>| 42729 | &nbsp;&nbsp; 184215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; British American <br> Tobacco PLC <br> (BATS LN)<br>| 144281 | &nbsp;&nbsp; 7730190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; British American <br> Tobacco PLC (BTI <br> US), Sponsored <br> ADR<br>| 1755 | &nbsp;&nbsp; 94208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brooks Macdonald <br> Group PLC<br>| 2498 | &nbsp;&nbsp; 59549 |
|  | BT Group PLC | 3828974 | &nbsp;&nbsp; 10457068 |
|  | Bunzl PLC | 15944 | &nbsp;&nbsp; 473177 |
| \* | Burberry Group PLC | 150677 | &nbsp;&nbsp; 2555916 |
|  | Burford Capital Ltd. | 15427 | &nbsp;&nbsp; 195710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bytes Technology <br> Group PLC (BYIT <br> LN)<br>| 60547 | &nbsp;&nbsp; 292145 |
|  | C&C Group PLC | 111617 | &nbsp;&nbsp; 260791 |
|  | Capital Ltd. | 117538 | &nbsp;&nbsp; 146174 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Capricorn Energy <br> PLC<br>| 7667 | &nbsp;&nbsp; 22949 |
|  | Card Factory PLC | 353587 | &nbsp;&nbsp; 475942 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Carnival PLC (CCL <br> LN)<br>| 314 | &nbsp;&nbsp; $8544 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Carnival PLC (CUK <br> US), ADR<br>| 17224 | &nbsp;&nbsp; 468493 |
|  | Carr's Group PLC | 4207 | &nbsp;&nbsp; 8026 |
|  | Castings PLC | 5144 | &nbsp;&nbsp; 19436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Asia Metals <br> PLC<br>| 131861 | &nbsp;&nbsp; 254887 |
|  | Centrica PLC | 3022229 | &nbsp;&nbsp; 6569578 |
|  | Chemring Group PLC | 44535 | &nbsp;&nbsp; 322527 |
|  | Chesnara PLC | 145725 | &nbsp;&nbsp; 507186 |
|  | Clarkson PLC | 13279 | &nbsp;&nbsp; 604650 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Close Brothers Group <br> PLC<br>| 132896 | &nbsp;&nbsp; 706283 |
| Ω | CMC Markets PLC | 101905 | &nbsp;&nbsp; 305449 |
|  | Coats Group PLC | 1046043 | &nbsp;&nbsp; 1020265 |
|  | Coca-Cola HBC AG | 37278 | &nbsp;&nbsp; 1937419 |
|  | Compass Group PLC | 65028 | &nbsp;&nbsp; 2285049 |
|  | Computacenter PLC | 25723 | &nbsp;&nbsp; 777424 |
|  | Conduit Holdings Ltd. | 4943 | &nbsp;&nbsp; 19881 |
| Ω | ConvaTec Group PLC | 41872 | &nbsp;&nbsp; 129009 |
|  | Costain Group PLC | 145816 | &nbsp;&nbsp; 315567 |
|  | Cranswick PLC | 8131 | &nbsp;&nbsp; 569439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crest Nicholson <br> Holdings PLC<br>| 340903 | &nbsp;&nbsp; 820525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Croda International <br> PLC<br>| 3011 | &nbsp;&nbsp; 103615 |
| \* | Currys PLC | 907534 | &nbsp;&nbsp; 1350482 |
|  | CVS Group PLC | 21077 | &nbsp;&nbsp; 341204 |
|  | DCC PLC | 21288 | &nbsp;&nbsp; 1333289 |
| \* | DFS Furniture PLC | 221267 | &nbsp;&nbsp; 466522 |
|  | Diploma PLC | 2859 | &nbsp;&nbsp; 202388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DiscoverIE Group <br> PLC<br>| 49130 | &nbsp;&nbsp; 447677 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Diversified Energy Co. <br> PLC (DEC LN)<br>| 29190 | &nbsp;&nbsp; 437816 |
|  | Dowlais Group PLC | 414070 | &nbsp;&nbsp; 382582 |
|  | Dr. Martens PLC | 103885 | &nbsp;&nbsp; 110815 |
|  | Drax Group PLC | 378778 | &nbsp;&nbsp; 3537613 |
|  | Dunelm Group PLC | 58420 | &nbsp;&nbsp; 937138 |
|  | easyJet PLC | 83048 | &nbsp;&nbsp; 538505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ecora Resources <br> PLC<br>| 28774 | &nbsp;&nbsp; 25883 |
|  | Elementis PLC | 223558 | &nbsp;&nbsp; 511557 |
|  | Energean PLC | 82241 | &nbsp;&nbsp; 992503 |
|  | EnQuest PLC | 1977102 | &nbsp;&nbsp; 361906 |
|  | Entain PLC | 52436 | &nbsp;&nbsp; 704147 |
|  | Epwin Group PLC | 15000 | &nbsp;&nbsp; 18826 |
|  | Essentra PLC | 113779 | &nbsp;&nbsp; 157021 |
|  | Eurocell PLC | 26301 | &nbsp;&nbsp; 52465 |
|  | Experian PLC | 82899 | &nbsp;&nbsp; 4368009 |
|  | Firstgroup PLC | 858875 | &nbsp;&nbsp; 2555398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foresight Group <br> Holdings Ltd.<br>| 17500 | &nbsp;&nbsp; 106761 |
| Ω | Forterra PLC | 15878 | &nbsp;&nbsp; 42101 |
|  | Foxtons Group PLC | 162472 | &nbsp;&nbsp; 125483 |
| \* | Frasers Group PLC | 57024 | &nbsp;&nbsp; 516295 |
|  | Fresnillo PLC | 55053 | &nbsp;&nbsp; 1015105 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Frontier Developments <br> PLC<br>| 8719 | &nbsp;&nbsp; $42475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuller Smith & Turner <br> PLC, Class A<br>| 27208 | &nbsp;&nbsp; 211850 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Funding Circle <br> Holdings PLC<br>| 22235 | &nbsp;&nbsp; 39594 |
|  | Future PLC | 40135 | &nbsp;&nbsp; 375366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galliford Try Holdings <br> PLC<br>| 106890 | &nbsp;&nbsp; 616592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Games Workshop <br> Group PLC<br>| 14940 | &nbsp;&nbsp; 3201076 |
| \* | Gaming Realms PLC | 141719 | &nbsp;&nbsp; 100744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gamma <br> Communications <br> PLC<br>| 2192 | &nbsp;&nbsp; 31459 |
|  | GB Group PLC | 94721 | &nbsp;&nbsp; 291826 |
| \* | Genel Energy PLC | 159000 | &nbsp;&nbsp; 127656 |
|  | Genuit Group PLC | 130697 | &nbsp;&nbsp; 671326 |
| \* | Georgia Capital PLC | 21476 | &nbsp;&nbsp; 602253 |
|  | Glencore PLC | 764042 | &nbsp;&nbsp; 3066347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gooch & Housego <br> PLC<br>| 12228 | &nbsp;&nbsp; 97661 |
|  | Goodwin PLC | 286 | &nbsp;&nbsp; 31998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grafton Group PLC, <br> CDI<br>| 112665 | &nbsp;&nbsp; 1320810 |
|  | Grainger PLC | 361144 | &nbsp;&nbsp; 976379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group <br> PLC<br>| 408487 | &nbsp;&nbsp; 1386902 |
|  | Greggs PLC | 68837 | &nbsp;&nbsp; 1431430 |
| \* | Griffin Mining Ltd. | 37665 | &nbsp;&nbsp; 91569 |
|  | GSK PLC (GSK LN) | 71764 | &nbsp;&nbsp; 1320033 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; GSK PLC (GSK US), <br> Sponsored ADR<br>| 201719 | &nbsp;&nbsp; 7493861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Keystone <br> Petroleum Ltd.<br>| 221870 | &nbsp;&nbsp; 480778 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Marine Services <br> PLC<br>| 411137 | &nbsp;&nbsp; 111448 |
| \*Ω | Gym Group PLC | 159842 | &nbsp;&nbsp; 310102 |
|  | H&T Group PLC | 19362 | &nbsp;&nbsp; 165222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haleon PLC (HLN <br> LN)<br>| 16968 | &nbsp;&nbsp; 79591 |
|  | Halfords Group PLC | 180004 | &nbsp;&nbsp; 341293 |
|  | Harbour Energy PLC | 97984 | &nbsp;&nbsp; 257690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hargreaves Services <br> PLC<br>| 18198 | &nbsp;&nbsp; 178746 |
|  | Harworth Group PLC | 91262 | &nbsp;&nbsp; 227284 |
|  | Hays PLC | 80152 | &nbsp;&nbsp; 67376 |
| \* | Headlam Group PLC | 28093 | &nbsp;&nbsp; 30445 |
|  | Helical PLC | 109132 | &nbsp;&nbsp; 325943 |
| \* | Helios Towers PLC | 21116 | &nbsp;&nbsp; 33099 |
|  | Henry Boot PLC | 62720 | &nbsp;&nbsp; 190093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hikma <br> Pharmaceuticals <br> PLC<br>| 8723 | &nbsp;&nbsp; 225466 |
|  | Hill & Smith PLC | 27752 | &nbsp;&nbsp; 746938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hilton Food Group <br> PLC<br>| 54790 | &nbsp;&nbsp; 614289 |
|  | Hiscox Ltd. | 171383 | &nbsp;&nbsp; 2917847 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hochschild Mining <br> PLC<br>| 452943 | &nbsp;&nbsp; $1664598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hollywood Bowl <br> Group PLC<br>| 149621 | &nbsp;&nbsp; 485711 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hostelworld Group <br> PLC<br>| 38772 | &nbsp;&nbsp; 60126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Howden Joinery <br> Group PLC<br>| 263686 | &nbsp;&nbsp; 3052579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HSBC Holdings PLC <br> (HSBA LN)<br>| 259243 | &nbsp;&nbsp; 3158350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HSBC Holdings PLC <br> (HSBC US), <br> Sponsored ADR<br>| 111006 | &nbsp;&nbsp; 6804668 |
|  | Hunting PLC | 130129 | &nbsp;&nbsp; 540108 |
| Ω | Ibstock PLC | 18912 | &nbsp;&nbsp; 37438 |
|  | ICG PLC | 23269 | &nbsp;&nbsp; 666248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IG Group Holdings <br> PLC<br>| 227840 | &nbsp;&nbsp; 3392722 |
|  | IMI PLC | 116217 | &nbsp;&nbsp; 3395275 |
|  | Imperial Brands PLC | 238012 | &nbsp;&nbsp; 9277560 |
|  | Inchcape PLC | 294056 | &nbsp;&nbsp; 2721446 |
|  | Informa PLC | 24371 | &nbsp;&nbsp; 278683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IntegraFin Holdings <br> PLC<br>| 78153 | &nbsp;&nbsp; 370016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Personal <br> Finance PLC<br>| 218647 | &nbsp;&nbsp; 608980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Workplace Group <br> PLC<br>| 273964 | &nbsp;&nbsp; 799351 |
|  | Intertek Group PLC | 27712 | &nbsp;&nbsp; 1801834 |
|  | Investec PLC | 86771 | &nbsp;&nbsp; 641832 |
| \* | IP Group PLC | 505006 | &nbsp;&nbsp; 372855 |
|  | Ithaca Energy PLC | 16690 | &nbsp;&nbsp; 38331 |
|  | ITV PLC | 674708 | &nbsp;&nbsp; 731849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J D Wetherspoon <br> PLC<br>| 84531 | &nbsp;&nbsp; 837814 |
|  | J Sainsbury PLC | 367069 | &nbsp;&nbsp; 1467759 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; James Fisher & Sons <br> PLC<br>| 38773 | &nbsp;&nbsp; 189270 |
|  | James Halstead PLC | 15419 | &nbsp;&nbsp; 29919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JD Sports Fashion <br> PLC<br>| 540948 | &nbsp;&nbsp; 607207 |
|  | JET2 PLC | 32832 | &nbsp;&nbsp; 703239 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; John Wood Group <br> PLC<br>| 475730 | &nbsp;&nbsp; 115854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Matthey <br> PLC<br>| 29651 | &nbsp;&nbsp; 690892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Service <br> Group PLC<br>| 366429 | &nbsp;&nbsp; 682172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jupiter Fund <br> Management PLC<br>| 30645 | &nbsp;&nbsp; 52097 |
|  | Just Group PLC | 767492 | &nbsp;&nbsp; 2134470 |
|  | Kainos Group PLC | 13116 | &nbsp;&nbsp; 127977 |
|  | Keller Group PLC | 102134 | &nbsp;&nbsp; 1783921 |
|  | Kier Group PLC | 305232 | &nbsp;&nbsp; 797908 |
|  | Kingfisher PLC | 457234 | &nbsp;&nbsp; 1625834 |
|  | Kitwave Group PLC | 8510 | &nbsp;&nbsp; 27510 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Knights Group <br> Holdings PLC<br>| 24312 | &nbsp;&nbsp; $55122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lancashire Holdings <br> Ltd.<br>| 158278 | &nbsp;&nbsp; 1306998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Legal & General <br> Group PLC<br>| 686237 | &nbsp;&nbsp; 2321584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lion Finance Group <br> PLC<br>| 39753 | &nbsp;&nbsp; 3985406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group <br> PLC (LLOY LN)<br>| 8411858 | &nbsp;&nbsp; 8625920 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group <br> PLC (LYG US), <br> ADR<br>| 43332 | &nbsp;&nbsp; 182861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; London Stock <br> Exchange Group <br> PLC<br>| 3945 | &nbsp;&nbsp; 480898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LSL Property Services <br> PLC<br>| 28265 | &nbsp;&nbsp; 110725 |
| Ω | Luceco PLC | 13306 | &nbsp;&nbsp; 22483 |
|  | M&C Saatchi PLC | 16863 | &nbsp;&nbsp; 40847 |
|  | M&G PLC | 185587 | &nbsp;&nbsp; 638771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Macfarlane Group <br> PLC<br>| 112976 | &nbsp;&nbsp; 147962 |
|  | Man Group PLC | 639449 | &nbsp;&nbsp; 1388719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marks & Spencer <br> Group PLC<br>| 1182464 | &nbsp;&nbsp; 5430572 |
|  | Marshalls PLC | 74326 | &nbsp;&nbsp; 202805 |
| \* | Marston's PLC | 722235 | &nbsp;&nbsp; 408277 |
| \* | McBride PLC | 127107 | &nbsp;&nbsp; 208527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Me Group <br> International PLC<br>| 200583 | &nbsp;&nbsp; 587750 |
|  | Mears Group PLC | 152156 | &nbsp;&nbsp; 782761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Melrose Industries <br> PLC<br>| 29821 | &nbsp;&nbsp; 201340 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Metro Bank Holdings <br> PLC<br>| 101058 | &nbsp;&nbsp; 171969 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mitchells & Butlers <br> PLC<br>| 291273 | &nbsp;&nbsp; 1061517 |
|  | Mitie Group PLC | 727166 | &nbsp;&nbsp; 1348367 |
|  | MJ Gleeson PLC | 26961 | &nbsp;&nbsp; 128572 |
|  | Mondi PLC | 15503 | &nbsp;&nbsp; 209567 |
|  | MONY Group PLC | 332159 | &nbsp;&nbsp; 878822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Morgan Advanced <br> Materials PLC<br>| 228176 | &nbsp;&nbsp; 698098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Morgan Sindall Group <br> PLC<br>| 24284 | &nbsp;&nbsp; 1473290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MP Evans Group <br> PLC<br>| 6851 | &nbsp;&nbsp; 120190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NatWest Group PLC <br> (NWG LN)<br>| 1485378 | &nbsp;&nbsp; 10310864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NatWest Group PLC <br> (NWG US), <br> Sponsored ADR<br>| 4319 | &nbsp;&nbsp; 60380 |
|  | NCC Group PLC | 57681 | &nbsp;&nbsp; 114429 |
|  | Next PLC | 23716 | &nbsp;&nbsp; 3849604 |
|  | Ninety One PLC | 211047 | &nbsp;&nbsp; 523022 |
|  | Norcros PLC | 69950 | &nbsp;&nbsp; 270119 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; On the Beach Group <br> PLC<br>| 21849 | &nbsp;&nbsp; $77776 |
|  | OSB Group PLC | 156755 | &nbsp;&nbsp; 1146622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oxford Instruments <br> PLC<br>| 19262 | &nbsp;&nbsp; 460443 |
|  | Pagegroup PLC | 201689 | &nbsp;&nbsp; 705458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan African <br> Resources PLC<br>| 2059019 | &nbsp;&nbsp; 1445487 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pantheon Resources <br> PLC<br>| 490849 | &nbsp;&nbsp; 146582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paragon Banking <br> Group PLC<br>| 215007 | &nbsp;&nbsp; 2564061 |
|  | PayPoint PLC | 47802 | &nbsp;&nbsp; 457168 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pearson PLC (PSO <br> US), Sponsored <br> ADR<br>| 6300 | &nbsp;&nbsp; 89649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pearson PLC (PSON <br> LN)<br>| 8619 | &nbsp;&nbsp; 121881 |
|  | Persimmon PLC | 30384 | &nbsp;&nbsp; 458152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pets at Home Group <br> PLC<br>| 342483 | &nbsp;&nbsp; 1031638 |
|  | Pharos Energy PLC | 268214 | &nbsp;&nbsp; 77053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phoenix Group <br> Holdings PLC<br>| 41823 | &nbsp;&nbsp; 365745 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pinewood <br> Technologies Group <br> PLC<br>| 50578 | &nbsp;&nbsp; 322235 |
|  | Playtech PLC | 21033 | &nbsp;&nbsp; 110402 |
|  | Plus500 Ltd. | 68343 | &nbsp;&nbsp; 3033171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Polar Capital Holdings <br> PLC<br>| 58592 | &nbsp;&nbsp; 366771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pollen Street Group <br> Ltd.<br>| 2817 | &nbsp;&nbsp; 31400 |
|  | Porvair PLC | 5705 | &nbsp;&nbsp; 55623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PPHE Hotel Group <br> Ltd.<br>| 7220 | &nbsp;&nbsp; 155332 |
|  | Premier Foods PLC | 561362 | &nbsp;&nbsp; 1426696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prudential PLC (PRU <br> LN)<br>| 17135 | &nbsp;&nbsp; 217378 |
|  | QinetiQ Group PLC | 86454 | &nbsp;&nbsp; 566801 |
| Ω | Quilter PLC | 245353 | &nbsp;&nbsp; 548234 |
|  | Rank Group PLC | 58841 | &nbsp;&nbsp; 121621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rathbones Group <br> PLC<br>| 743 | &nbsp;&nbsp; 18731 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Raven Property Group <br> Ltd.<br>| 76713 | &nbsp;&nbsp; 0 |
|  | Reach PLC | 389182 | &nbsp;&nbsp; 357213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reckitt Benckiser <br> Group PLC<br>| 194710 | &nbsp;&nbsp; 14592689 |
|  | Record PLC | 67198 | &nbsp;&nbsp; 49555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RELX PLC (RELX <br> US), Sponsored <br> ADR<br>| 71103 | &nbsp;&nbsp; 3689535 |
|  | RELX PLC (REN NA) | 1141 | &nbsp;&nbsp; 59254 |
|  | Renew Holdings PLC | 50132 | &nbsp;&nbsp; 559820 |
|  | Renold PLC | 112786 | &nbsp;&nbsp; 119464 |
|  | Rentokil Initial PLC | 90463 | &nbsp;&nbsp; 451270 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | RHI Magnesita NV | 6771 | &nbsp;&nbsp; $213182 |
|  | Ricardo PLC | 26864 | &nbsp;&nbsp; 152078 |
|  | Rightmove PLC | 345183 | &nbsp;&nbsp; 3725038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rio Tinto PLC (RIO <br> LN)<br>| 7021 | &nbsp;&nbsp; 418166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rio Tinto PLC (RIO <br> US), Sponsored <br> ADR<br>| 88380 | &nbsp;&nbsp; 5282473 |
|  | Robert Walters PLC | 28483 | &nbsp;&nbsp; 53876 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rockhopper <br> Exploration PLC<br>| 470244 | &nbsp;&nbsp; 480857 |
|  | Rotork PLC | 65437 | &nbsp;&nbsp; 280673 |
|  | RS Group PLC | 17075 | &nbsp;&nbsp; 125654 |
|  | S&U PLC | 1891 | &nbsp;&nbsp; 45273 |
| \* | Saga PLC | 93661 | &nbsp;&nbsp; 221065 |
|  | Sage Group PLC | 98770 | &nbsp;&nbsp; 1585915 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Savannah Energy <br> PLC<br>| 427262 | &nbsp;&nbsp; 40627 |
|  | Savills PLC | 63846 | &nbsp;&nbsp; 823811 |
|  | Schroders PLC | 15211 | &nbsp;&nbsp; 78189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Secure Trust Bank <br> PLC<br>| 13910 | &nbsp;&nbsp; 183562 |
|  | Senior PLC | 112837 | &nbsp;&nbsp; 300690 |
|  | Serco Group PLC | 812170 | &nbsp;&nbsp; 2237903 |
|  | Serica Energy PLC | 206644 | &nbsp;&nbsp; 459303 |
|  | Shell PLC (SHEL LN) | 153886 | &nbsp;&nbsp; 5529601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shell PLC (SHEL US), <br> ADR<br>| 370573 | &nbsp;&nbsp; 26759076 |
| \* | Sigmaroc PLC | 228265 | &nbsp;&nbsp; 346759 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Smith & Nephew PLC <br> (SNN US), <br> Sponsored ADR<br>| 15300 | &nbsp;&nbsp; 467568 |
|  | Smiths Group PLC | 9885 | &nbsp;&nbsp; 306199 |
|  | Softcat PLC | 58457 | &nbsp;&nbsp; 1257287 |
|  | Spectris PLC | 15731 | &nbsp;&nbsp; 826030 |
|  | Speedy Hire PLC | 439362 | &nbsp;&nbsp; 183589 |
|  | Spirax Group PLC | 2073 | &nbsp;&nbsp; 173238 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Spire Healthcare <br> Group PLC<br>| 283006 | &nbsp;&nbsp; 810306 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Spirent <br> Communications <br> PLC<br>| 234685 | &nbsp;&nbsp; 603429 |
|  | SSE PLC | 83541 | &nbsp;&nbsp; 2047776 |
|  | SSP Group PLC | 196958 | &nbsp;&nbsp; 442627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; St. James's Place <br> PLC<br>| 106820 | &nbsp;&nbsp; 1838465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standard Chartered <br> PLC<br>| 235313 | &nbsp;&nbsp; 4218446 |
|  | SThree PLC | 75929 | &nbsp;&nbsp; 211771 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Studio Retail Group <br> PLC<br>| 41980 | &nbsp;&nbsp; 0 |
|  | Tate & Lyle PLC | 20070 | &nbsp;&nbsp; 141711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tatton Asset <br> Management PLC<br>| 1745 | &nbsp;&nbsp; 16807 |
|  | Taylor Wimpey PLC | 553900 | &nbsp;&nbsp; 745264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TBC Bank Group <br> PLC<br>| 39463 | &nbsp;&nbsp; 2522430 |
|  | Telecom Plus PLC | 43906 | &nbsp;&nbsp; 1069685 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Tesco PLC | 1524768 | &nbsp;&nbsp; $8566788 |
| #\* | THG PLC | 42101 | &nbsp;&nbsp; 16785 |
|  | Topps Tiles PLC | 77798 | &nbsp;&nbsp; 37242 |
|  | TP ICAP Group PLC | 662927 | &nbsp;&nbsp; 2676097 |
|  | Travis Perkins PLC | 70883 | &nbsp;&nbsp; 507842 |
|  | Trifast PLC | 43487 | &nbsp;&nbsp; 47698 |
|  | TT Electronics PLC | 116066 | &nbsp;&nbsp; 148853 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Unilever PLC (UL <br> US), Sponsored <br> ADR<br>| 215138 | &nbsp;&nbsp; 12570513 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vanquis Banking <br> Group PLC<br>| 44665 | &nbsp;&nbsp; 58015 |
|  | Vertu Motors PLC | 320253 | &nbsp;&nbsp; 256294 |
|  | Vesuvius PLC | 229186 | &nbsp;&nbsp; 1075372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Victorian Plumbing <br> Group PLC<br>| 23017 | &nbsp;&nbsp; 22601 |
|  | Victrex PLC | 1019 | &nbsp;&nbsp; 9225 |
| \* | Vistry Group PLC | 118775 | &nbsp;&nbsp; 910295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vodafone Group PLC <br> (VOD LN)<br>| 2093048 | &nbsp;&nbsp; 2269276 |
| # | Volex PLC | 38790 | &nbsp;&nbsp; 190328 |
|  | Volution Group PLC | 64022 | &nbsp;&nbsp; 567521 |
|  | Vp PLC | 2603 | &nbsp;&nbsp; 20580 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Watches of <br> Switzerland Group <br> PLC<br>| 134493 | &nbsp;&nbsp; 618547 |
|  | Weir Group PLC  | 10343 | &nbsp;&nbsp; 363359 |
|  | WH Smith PLC | 58228 | &nbsp;&nbsp; 785982 |
|  | Whitbread PLC | 25852 | &nbsp;&nbsp; 1038495 |
|  | Wickes Group PLC | 284546 | &nbsp;&nbsp; 830820 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; WPP PLC (WPP US), <br> Sponsored ADR<br>| 759 | &nbsp;&nbsp; 20554 |
| \* | Xaar PLC | 48398 | &nbsp;&nbsp; 79201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; XPS Pensions Group <br> PLC<br>| 84014 | &nbsp;&nbsp; 410646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Young & Co.'s <br> Brewery PLC <br> (YNGA LN), <br> Class A<br>| 11385 | &nbsp;&nbsp; 135693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Young & Co.'s <br> Brewery PLC <br> (YNGN LN)<br>| 2478 | &nbsp;&nbsp; 20273 |
|  | Zigup PLC | 255243 | &nbsp;&nbsp; 1129717 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM |  | &nbsp;&nbsp; 408229952 |
| UNITED STATES — (0.3%) | UNITED STATES — (0.3%) | UNITED STATES — (0.3%) | UNITED STATES — (0.3%) |
| \* | Amrize Ltd. | 114677 | &nbsp;&nbsp; 5797030 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Flutter Entertainment <br> PLC<br>| 795 | &nbsp;&nbsp; 240779 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gran Tierra Energy, <br> Inc. (GTE CN)<br>| 6863 | &nbsp;&nbsp; 30760 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; International Paper <br> Co.<br>| 145092 | &nbsp;&nbsp; 7199835 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Smurfit WestRock <br> PLC<br>| 4245 | &nbsp;&nbsp; $188393 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp; 13456797 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS |  | &nbsp;&nbsp; 3758029711 |
| PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) |
| GERMANY — (0.3%) | GERMANY — (0.3%) | GERMANY — (0.3%) | GERMANY — (0.3%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bayerische Motoren <br> Werke AG, 5.636%<br>| 9078 | &nbsp;&nbsp; 793648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Draegerwerk AG & <br> Co. KGaA, 2.896%<br>| 5950 | &nbsp;&nbsp; 474738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Einhell Germany AG, <br> 2.038%<br>| 5751 | &nbsp;&nbsp; 488181 |
| # | FUCHS SE, 2.921% | 40107 | &nbsp;&nbsp; 1835307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henkel AG & Co. <br> KGaA, 3.029%<br>| 17915 | &nbsp;&nbsp; 1380514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jungheinrich AG, <br> 2.380%<br>| 33552 | &nbsp;&nbsp; 1286320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Porsche Automobil <br> Holding SE, <br> 5.422%<br>| 8254 | &nbsp;&nbsp; 331267 |
|  | Sixt SE, 4.466% | 12394 | &nbsp;&nbsp; 864340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STO SE & Co. KGaA, <br> 2.674%<br>| 2255 | &nbsp;&nbsp; 321058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Villeroy & Boch AG, <br> 5.263%<br>| 5840 | &nbsp;&nbsp; 113458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen AG, <br> 6.912%<br>| 28797 | &nbsp;&nbsp; 3011178 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 10900009 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Galan Lithium Ltd. <br> Warrants<br>| 852 | &nbsp;&nbsp; $0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Silver Mines Ltd. <br> Warrants 06/17/26<br>| 972 | &nbsp;&nbsp; 6 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp; 6 |
| CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Constellation <br> Software, Inc. <br> Warrants <br> 03/31/2040<br>| 1092 | &nbsp;&nbsp; 0 |
| ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Webuild SpA Warrants <br> 08/02/2030<br>| 10221 | &nbsp;&nbsp; 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS |  | &nbsp;&nbsp; 6 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $2,313,311,012) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $2,313,311,012) |  | &nbsp;&nbsp; 3768929726 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (4.6%) | SECURITIES LENDING COLLATERAL — (4.6%) | SECURITIES LENDING COLLATERAL — (4.6%) | SECURITIES LENDING COLLATERAL — (4.6%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund<br>| 15619068 | &nbsp;&nbsp; 180665755 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $2,493,971,157)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $2,493,971,157)^^ |  | &nbsp;&nbsp; $3949595481 |

---

As of July 31, 2025, International Vector Equity Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp; 93 | 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; $29484889 | &nbsp;&nbsp;&nbsp;&nbsp; $29640263 | &nbsp;&nbsp;&nbsp;&nbsp; $155374 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$29484889** | &nbsp;&nbsp; **$29640263** | &nbsp;&nbsp; **$155374** |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

As of July 31, 2025, the value of Rule 144A securities amounted to $74,071,455 or 1.9% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp;&nbsp; $893359 | &nbsp;&nbsp;&nbsp; $229720303 | &nbsp;&nbsp;&nbsp; $15049 | &nbsp;&nbsp;&nbsp; $230628711 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austria | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 24916325 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 24916325 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium | &nbsp;&nbsp;&nbsp; 506570 | &nbsp;&nbsp;&nbsp; 59357010 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 59863580 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp; 439892152 | &nbsp;&nbsp;&nbsp; 1007473 | &nbsp;&nbsp;&nbsp; 1352 | &nbsp;&nbsp;&nbsp; 440900977 |
| &nbsp;&nbsp;&nbsp;&nbsp; China | &nbsp;&nbsp;&nbsp; 2104437 | &nbsp;&nbsp;&nbsp; 25509 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2129946 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 89336935 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 89336935 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 68172800 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 68172800 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 254862239 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 254862239 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; 10461536 | &nbsp;&nbsp;&nbsp; 330651373 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 341112909 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 54725746 | &nbsp;&nbsp;&nbsp; 31219 | &nbsp;&nbsp;&nbsp; 54756965 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ireland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 22250179 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 22250179 |
| &nbsp;&nbsp;&nbsp;&nbsp; Israel | &nbsp;&nbsp;&nbsp; 2255630 | &nbsp;&nbsp;&nbsp; 41784710 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 44040340 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy | &nbsp;&nbsp;&nbsp; 1394082 | &nbsp;&nbsp;&nbsp; 108796127 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 110190209 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp;&nbsp; 9875251 | &nbsp;&nbsp;&nbsp; 858103616 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 867978867 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp;&nbsp; 22296614 | &nbsp;&nbsp;&nbsp; 110423774 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 132720388 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand | &nbsp;&nbsp;&nbsp; 11783 | &nbsp;&nbsp;&nbsp; 11064473 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11076256 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 30958938 | &nbsp;&nbsp;&nbsp; 193866 | &nbsp;&nbsp;&nbsp; 31152804 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portugal | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14668075 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14668075 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 38528765 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 38528765 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Africa | &nbsp;&nbsp;&nbsp; 411517 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 411517 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain | &nbsp;&nbsp;&nbsp; 116277 | &nbsp;&nbsp;&nbsp; 113051524 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 113167801 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden | &nbsp;&nbsp;&nbsp; 69536 | &nbsp;&nbsp;&nbsp; 100253457 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 100322993 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland | &nbsp;&nbsp;&nbsp; 36306780 | &nbsp;&nbsp;&nbsp; 246846601 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 283153381 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; 84511415 | &nbsp;&nbsp;&nbsp; 323718537 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 408229952 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; 6016183 | &nbsp;&nbsp;&nbsp; 7440614 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 13456797 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10900009 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10900009 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 180665755 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 180665755 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $617123122 | &nbsp;&nbsp;&nbsp; $3332230873 | &nbsp;&nbsp;&nbsp; $241,486˂˃ | &nbsp;&nbsp;&nbsp; $3949595481 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | &nbsp;&nbsp;&nbsp; 155374 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 155374 |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; $155374 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $155374 |
| &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

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

---

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

---

------

**World ex U.S. Value Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| INTERNATIONAL EQUITIES — (100.0%) | INTERNATIONAL EQUITIES — (100.0%) | INTERNATIONAL EQUITIES — (100.0%) |
| The DFA International Value Series |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $204718348 |
| Dimensional Emerging Markets Value Fund |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113530314 |
| DFA International Small Cap Value Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 1172587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32375129 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 350623791 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $244,873,231)^^ | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $244,873,231)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $350623791 |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp;&nbsp; $350623791 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $350623791 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $350623791 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $350623791 |

---

------

**World ex U.S. Targeted Value Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (97.0%) | COMMON STOCKS — (97.0%) | COMMON STOCKS — (97.0%) | COMMON STOCKS — (97.0%) |
| AUSTRALIA — (3.9%) | AUSTRALIA — (3.9%) | AUSTRALIA — (3.9%) | AUSTRALIA — (3.9%) |
| \* | 29Metals Ltd. | 75580 | &nbsp;&nbsp; $13724 |
|  | Accent Group Ltd. | 50887 | &nbsp;&nbsp; 48474 |
|  | Adairs Ltd. | 39033 | &nbsp;&nbsp; 51275 |
| \* | AIC Mines Ltd. | 66335 | &nbsp;&nbsp; 12917 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ainsworth Game <br> Technology Ltd.<br>| 37289 | &nbsp;&nbsp; 23910 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alkane Resources <br> Ltd.<br>| 107105 | &nbsp;&nbsp; 48876 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Alliance Aviation <br> Services Ltd.<br>| 17216 | &nbsp;&nbsp; 28508 |
| \* | AMA Group Ltd. | 648392 | &nbsp;&nbsp; 38288 |
|  | Amotiv Ltd. | 33947 | &nbsp;&nbsp; 191063 |
|  | AMP Ltd. | 657343 | &nbsp;&nbsp; 672537 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amplitude Energy <br> Ltd.<br>| 1021643 | &nbsp;&nbsp; 167189 |
|  | Ampol Ltd. | 1903 | &nbsp;&nbsp; 33272 |
|  | Ansell Ltd. | 37962 | &nbsp;&nbsp; 726770 |
| #\* | Appen Ltd. | 5840 | &nbsp;&nbsp; 3305 |
|  | ARN Media Ltd. | 46336 | &nbsp;&nbsp; 13994 |
|  | AUB Group Ltd. | 3544 | &nbsp;&nbsp; 76980 |
| \* | Aurelia Metals Ltd. | 386915 | &nbsp;&nbsp; 43350 |
|  | Aurizon Holdings Ltd. | 330127 | &nbsp;&nbsp; 685287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aussie Broadband <br> Ltd.<br>| 46808 | &nbsp;&nbsp; 134959 |
| \* | Austal Ltd. | 116886 | &nbsp;&nbsp; 490519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Austin Engineering <br> Ltd.<br>| 125433 | &nbsp;&nbsp; 28572 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Australian Agricultural <br> Co. Ltd.<br>| 93256 | &nbsp;&nbsp; 82623 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Baby Bunting Group <br> Ltd.<br>| 10539 | &nbsp;&nbsp; 12159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Queensland <br> Ltd.<br>| 128317 | &nbsp;&nbsp; 625139 |
|  | Bapcor Ltd. | 50383 | &nbsp;&nbsp; 124328 |
| \* | BCI Minerals Ltd. | 375416 | &nbsp;&nbsp; 83353 |
|  | Beach Energy Ltd. | 429175 | &nbsp;&nbsp; 321697 |
| \* | Beacon Minerals Ltd. | 14099 | &nbsp;&nbsp; 11540 |
|  | Bega Cheese Ltd. | 86735 | &nbsp;&nbsp; 288798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bell Financial Group <br> Ltd.<br>| 35130 | &nbsp;&nbsp; 28386 |
| \* | Bellevue Gold Ltd. | 131076 | &nbsp;&nbsp; 67568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bendigo & Adelaide <br> Bank Ltd.<br>| 148235 | &nbsp;&nbsp; 1161311 |
|  | BlueScope Steel Ltd. | 105930 | &nbsp;&nbsp; 1605930 |
|  | Brickworks Ltd. | 21859 | &nbsp;&nbsp; 458748 |
|  | Capral Ltd. | 4333 | &nbsp;&nbsp; 31068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cedar Woods <br> Properties Ltd.<br>| 19289 | &nbsp;&nbsp; 91846 |
|  | Challenger Ltd. | 95914 | &nbsp;&nbsp; 504086 |
|  | Champion Iron Ltd. | 58880 | &nbsp;&nbsp; 155576 |
|  | Civmec Australia Ltd. | 27600 | &nbsp;&nbsp; 20339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cleanaway Waste <br> Management Ltd.<br>| 12233 | &nbsp;&nbsp; 22544 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Coast Entertainment <br> Holdings Ltd.<br>| 97301 | &nbsp;&nbsp; $23450 |
|  | Collins Foods Ltd. | 1573 | &nbsp;&nbsp; 9343 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Corporate Travel <br> Management Ltd.<br>| 23832 | &nbsp;&nbsp; 238208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Domain Holdings <br> Australia Ltd.<br>| 56973 | &nbsp;&nbsp; 161123 |
|  | Downer EDI Ltd. | 182509 | &nbsp;&nbsp; 804796 |
|  | Dyno Nobel Ltd. | 353436 | &nbsp;&nbsp; 664623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagers Automotive <br> Ltd.<br>| 4887 | &nbsp;&nbsp; 61203 |
| \*†† | Elanor Investor Group | 28014 | &nbsp;&nbsp; 2773 |
|  | Elders Ltd. | 59855 | &nbsp;&nbsp; 277304 |
| \* | Emeco Holdings Ltd. | 52156 | &nbsp;&nbsp; 29719 |
| \* | EML Payments Ltd. | 49860 | &nbsp;&nbsp; 35874 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Endeavour Group <br> Ltd.<br>| 223940 | &nbsp;&nbsp; 586428 |
|  | EQT Holdings Ltd. | 6533 | &nbsp;&nbsp; 136230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eureka Group <br> Holdings Ltd. (EGH <br> AU)<br>| 59005 | &nbsp;&nbsp; 21230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Euroz Hartleys Group <br> Ltd.<br>| 33893 | &nbsp;&nbsp; 20237 |
|  | Evolution Mining Ltd. | 26097 | &nbsp;&nbsp; 118108 |
| \* | Fenix Resources Ltd. | 55372 | &nbsp;&nbsp; 10626 |
|  | Finbar Group Ltd. | 36407 | &nbsp;&nbsp; 15408 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; FleetPartners Group <br> Ltd.<br>| 87968 | &nbsp;&nbsp; 154732 |
|  | Fleetwood Ltd. | 26550 | &nbsp;&nbsp; 44939 |
|  | G8 Education Ltd. | 259945 | &nbsp;&nbsp; 149858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gold Road Resources <br> Ltd.<br>| 8725 | &nbsp;&nbsp; 17479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GrainCorp Ltd., <br> Class A<br>| 64503 | &nbsp;&nbsp; 313016 |
| # | GWA Group Ltd. | 51348 | &nbsp;&nbsp; 83308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harvey Norman <br> Holdings Ltd.<br>| 166956 | &nbsp;&nbsp; 619046 |
|  | Healius Ltd. | 319717 | &nbsp;&nbsp; 156839 |
|  | Helia Group Ltd. | 111378 | &nbsp;&nbsp; 360587 |
|  | Horizon Oil Ltd. | 246669 | &nbsp;&nbsp; 32357 |
| # | IGO Ltd. | 120347 | &nbsp;&nbsp; 338556 |
|  | Iluka Resources Ltd. | 39245 | &nbsp;&nbsp; 128568 |
| \* | Insignia Financial Ltd. | 214014 | &nbsp;&nbsp; 616527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Integral Diagnostics <br> Ltd.<br>| 21927 | &nbsp;&nbsp; 37560 |
|  | IPH Ltd. | 39302 | &nbsp;&nbsp; 131883 |
|  | IVE Group Ltd. | 53279 | &nbsp;&nbsp; 100969 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Judo Capital Holdings <br> Ltd.<br>| 112230 | &nbsp;&nbsp; 108239 |
|  | Jupiter Mines Ltd. | 345508 | &nbsp;&nbsp; 46587 |
| # | Karoon Energy Ltd. | 145688 | &nbsp;&nbsp; 174242 |
|  | Kelsian Group Ltd. | 18581 | &nbsp;&nbsp; 44361 |
|  | Lendlease Corp. Ltd. | 114149 | &nbsp;&nbsp; 383655 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lifestyle Communities <br> Ltd.<br>| 10302 | &nbsp;&nbsp; $29141 |
|  | Lindsay Australia Ltd. | 45124 | &nbsp;&nbsp; 21254 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Maas Group Holdings <br> Ltd.<br>| 22369 | &nbsp;&nbsp; 59051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Macmahon Holdings <br> Ltd.<br>| 268775 | &nbsp;&nbsp; 51689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magellan Financial <br> Group Ltd.<br>| 31742 | &nbsp;&nbsp; 215848 |
|  | Maxiparts Ltd. | 15650 | &nbsp;&nbsp; 23155 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mayne Pharma Group <br> Ltd.<br>| 14881 | &nbsp;&nbsp; 47321 |
| \* | McPherson's Ltd. | 30963 | &nbsp;&nbsp; 6083 |
|  | Metcash Ltd. | 161382 | &nbsp;&nbsp; 402891 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Michael Hill <br> International Ltd. <br> (MHJ AU)<br>| 48154 | &nbsp;&nbsp; 12723 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Michael Hill <br> International Ltd. <br> (MHJ NZ)<br>| 12726 | &nbsp;&nbsp; 3253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Monash IVF Group <br> Ltd.<br>| 78095 | &nbsp;&nbsp; 39930 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Mount Gibson Iron <br> Ltd.<br>| 222928 | &nbsp;&nbsp; 55751 |
|  | Myer Holdings Ltd. | 186448 | &nbsp;&nbsp; 71972 |
|  | MyState Ltd. | 25393 | &nbsp;&nbsp; 70144 |
|  | New Hope Corp. Ltd. | 117511 | &nbsp;&nbsp; 313843 |
|  | Nickel Industries Ltd. | 301789 | &nbsp;&nbsp; 141777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nine Entertainment <br> Co. Holdings Ltd.<br>| 267113 | &nbsp;&nbsp; 290171 |
|  | NRW Holdings Ltd. | 97031 | &nbsp;&nbsp; 200354 |
| \* | OFX Group Ltd. | 33221 | &nbsp;&nbsp; 17675 |
|  | OM Holdings Ltd. | 28351 | &nbsp;&nbsp; 5696 |
| \* | Omni Bridgeway Ltd. | 49632 | &nbsp;&nbsp; 45441 |
|  | oOh!media Ltd. | 128698 | &nbsp;&nbsp; 148546 |
|  | Orora Ltd. | 226349 | &nbsp;&nbsp; 300414 |
| \* | Paragon Care Ltd. | 97452 | &nbsp;&nbsp; 24853 |
|  | Peet Ltd. | 121341 | &nbsp;&nbsp; 131631 |
|  | Perenti Ltd. | 256008 | &nbsp;&nbsp; 287219 |
|  | Perpetual Ltd. | 19496 | &nbsp;&nbsp; 261825 |
|  | Perseus Mining Ltd. | 369302 | &nbsp;&nbsp; 770994 |
| \* | PEXA Group Ltd. | 32626 | &nbsp;&nbsp; 331304 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Platinum Asset <br> Management Ltd.<br>| 65609 | &nbsp;&nbsp; 27976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premier Investments <br> Ltd.<br>| 360 | &nbsp;&nbsp; 4868 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Propel Funeral <br> Partners Ltd.<br>| 4931 | &nbsp;&nbsp; 14725 |
|  | Qube Holdings Ltd. | 68598 | &nbsp;&nbsp; 191292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ramelius Resources <br> Ltd.<br>| 403878 | &nbsp;&nbsp; 649791 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ramsay Health Care <br> Ltd.<br>| 23623 | &nbsp;&nbsp; 584780 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Regional Express <br> Holdings Ltd.<br>| 9110 | &nbsp;&nbsp; 644 |
| \* | Regis Resources Ltd. | 123246 | &nbsp;&nbsp; 321379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reliance Worldwide <br> Corp. Ltd.<br>| 169433 | &nbsp;&nbsp; 465771 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| \* | Resolute Mining Ltd. | 673288 | &nbsp;&nbsp; $265424 |
|  | Ridley Corp. Ltd. | 28024 | &nbsp;&nbsp; 52216 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sandfire Resources <br> Ltd.<br>| 141178 | &nbsp;&nbsp; 949785 |
| \* | Select Harvests Ltd. | 30514 | &nbsp;&nbsp; 67274 |
|  | Service Stream Ltd. | 186607 | &nbsp;&nbsp; 237238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shaver Shop Group <br> Ltd.<br>| 17609 | &nbsp;&nbsp; 16713 |
|  | Sims Ltd. (SGM AU) | 29519 | &nbsp;&nbsp; 286435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Cross <br> Electrical <br> Engineering Ltd.<br>| 38384 | &nbsp;&nbsp; 43536 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; SpeedCast <br> International Ltd.<br>| 40831 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stanmore Resources <br> Ltd.<br>| 60978 | &nbsp;&nbsp; 82588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Super Retail Group <br> Ltd.<br>| 12069 | &nbsp;&nbsp; 118053 |
| \* | Superloop Ltd. | 136042 | &nbsp;&nbsp; 291500 |
|  | Tabcorp Holdings Ltd. | 712684 | &nbsp;&nbsp; 352071 |
|  | Ten Sixty Four Ltd. | 76973 | &nbsp;&nbsp; 5441 |
|  | TPG Telecom Ltd. | 88578 | &nbsp;&nbsp; 314185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Treasury Wine <br> Estates Ltd.<br>| 133718 | &nbsp;&nbsp; 646610 |
| #\* | Tyro Payments Ltd. | 113726 | &nbsp;&nbsp; 69312 |
| \* | Vault Minerals Ltd. | 899872 | &nbsp;&nbsp; 208320 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Viva Energy Group <br> Ltd.<br>| 151911 | &nbsp;&nbsp; 203291 |
| \* | Webjet Group Ltd. | 82773 | &nbsp;&nbsp; 47253 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; West African <br> Resources Ltd.<br>| 311032 | &nbsp;&nbsp; 465677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westgold Resources <br> Ltd.<br>| 148073 | &nbsp;&nbsp; 241772 |
|  | Whitehaven Coal Ltd. | 210315 | &nbsp;&nbsp; 862564 |
|  | Worley Ltd. | 95634 | &nbsp;&nbsp; 813853 |
|  | Yancoal Australia Ltd. | 89948 | &nbsp;&nbsp; 363277 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp; 30138362 |
| AUSTRIA — (0.7%) | AUSTRIA — (0.7%) | AUSTRIA — (0.7%) | AUSTRIA — (0.7%) |
| \* | Addiko Bank AG | 2488 | &nbsp;&nbsp; 62071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agrana Beteiligungs <br> AG<br>| 3562 | &nbsp;&nbsp; 47506 |
| Ω | BAWAG Group AG | 6756 | &nbsp;&nbsp; 852657 |
|  | Erste Group Bank AG | 3600 | &nbsp;&nbsp; 329198 |
|  | EVN AG | 3436 | &nbsp;&nbsp; 92852 |
| \* | FACC AG | 1289 | &nbsp;&nbsp; 10571 |
| \* | Lenzing AG | 1150 | &nbsp;&nbsp; 32168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mayr Melnhof Karton <br> AG<br>| 919 | &nbsp;&nbsp; 78315 |
|  | OMV AG | 18402 | &nbsp;&nbsp; 937184 |
|  | Palfinger AG | 1142 | &nbsp;&nbsp; 47497 |
|  | Porr AG | 4003 | &nbsp;&nbsp; 134580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Raiffeisen Bank <br> International AG<br>| 30433 | &nbsp;&nbsp; 878735 |
|  | SBO AG | 662 | &nbsp;&nbsp; 21908 |
|  | Strabag SE (STR AV) | 1617 | &nbsp;&nbsp; 151991 |
|  | Telekom Austria AG | 13178 | &nbsp;&nbsp; 139657 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UNIQA Insurance <br> Group AG<br>| 24307 | &nbsp;&nbsp; $350184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vienna Insurance <br> Group AG Wiener <br> Versicherung <br> Gruppe<br>| 8713 | &nbsp;&nbsp; 459738 |
|  | voestalpine AG | 22402 | &nbsp;&nbsp; 616738 |
|  | Wienerberger AG | 3674 | &nbsp;&nbsp; 123161 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | &nbsp;&nbsp; 5366711 |
| BELGIUM — (1.1%) | BELGIUM — (1.1%) | BELGIUM — (1.1%) | BELGIUM — (1.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ackermans & van <br> Haaren NV<br>| 6826 | &nbsp;&nbsp; 1674392 |
|  | Ageas SA | 46466 | &nbsp;&nbsp; 3159329 |
|  | Azelis Group NV | 4883 | &nbsp;&nbsp; 75865 |
|  | Barco NV | 9848 | &nbsp;&nbsp; 153490 |
|  | Bekaert SA | 10897 | &nbsp;&nbsp; 448818 |
| \* | bpost SA | 4688 | &nbsp;&nbsp; 11736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie <br> d'Entreprises CFE<br>| 2176 | &nbsp;&nbsp; 24337 |
|  | Colruyt Group NV | 9850 | &nbsp;&nbsp; 420761 |
|  | Deceuninck NV | 17296 | &nbsp;&nbsp; 42882 |
|  | Deme Group NV | 1450 | &nbsp;&nbsp; 217020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Econocom Group SA <br> NV<br>| 19313 | &nbsp;&nbsp; 40607 |
|  | Jensen-Group NV | 248 | &nbsp;&nbsp; 16381 |
| \* | Ontex Group NV | 29953 | &nbsp;&nbsp; 232235 |
|  | Proximus SADP | 25992 | &nbsp;&nbsp; 215960 |
|  | Recticel SA | 3148 | &nbsp;&nbsp; 38307 |
|  | Sipef NV | 1661 | &nbsp;&nbsp; 117693 |
|  | Solvay SA | 8361 | &nbsp;&nbsp; 261972 |
|  | Syensqo SA | 10559 | &nbsp;&nbsp; 836862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tessenderlo Group <br> SA<br>| 3696 | &nbsp;&nbsp; 109945 |
|  | VGP NV | 2846 | &nbsp;&nbsp; 299284 |
|  | Viohalco SA | 1948 | &nbsp;&nbsp; 13644 |
|  | What's Cooking BV | 159 | &nbsp;&nbsp; 19208 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | &nbsp;&nbsp; 8430728 |
| BRAZIL — (0.7%) | BRAZIL — (0.7%) | BRAZIL — (0.7%) | BRAZIL — (0.7%) |
|  | Anima Holding SA | 78300 | &nbsp;&nbsp; 50899 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Automob <br> Participacoes SA<br>| 1655 | &nbsp;&nbsp; 3281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bemobi Mobile Tech <br> SA<br>| 9900 | &nbsp;&nbsp; 36050 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blau Farmaceutica <br> SA<br>| 4000 | &nbsp;&nbsp; 8822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Boa Safra Sementes <br> SA<br>| 9500 | &nbsp;&nbsp; 17576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BrasilAgro - Co. <br> Brasileira de <br> Propriedades <br> Agricolas<br>| 9721 | &nbsp;&nbsp; 35710 |
| \* | Brava Energia | 21223 | &nbsp;&nbsp; 74817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brisanet Servicos de <br> Telecomunicacoes <br> SA<br>| 14200 | &nbsp;&nbsp; 6669 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | C&A Modas SA | 27200 | &nbsp;&nbsp; $80004 |
|  | Camil Alimentos SA | 26300 | &nbsp;&nbsp; 21324 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cia Brasileira de <br> Aluminio<br>| 46700 | &nbsp;&nbsp; 39031 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cia Brasileira de <br> Distribuicao<br>| 43863 | &nbsp;&nbsp; 27573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Siderurgica <br> Nacional SA <br> (CSNA3 BZ)<br>| 75831 | &nbsp;&nbsp; 108610 |
|  | Cogna Educacao SA | 328500 | &nbsp;&nbsp; 161917 |
| \* | Cosan SA | 160700 | &nbsp;&nbsp; 170184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cruzeiro do Sul <br> Educacional SA<br>| 40965 | &nbsp;&nbsp; 37091 |
|  | CSU Digital SA | 11000 | &nbsp;&nbsp; 34751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cyrela Brazil Realty <br> SA <br> Empreendimentos e <br> Participacoes<br>| 61218 | &nbsp;&nbsp; 268069 |
| Ω | Desktop SA | 21000 | &nbsp;&nbsp; 30828 |
|  | Dexco SA | 65759 | &nbsp;&nbsp; 66351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dimed SA <br> Distribuidora da <br> Medicamentos<br>| 13100 | &nbsp;&nbsp; 21289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Embraer SA (EMBR3 <br> BZ)<br>| 40126 | &nbsp;&nbsp; 578004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Empreendimentos <br> Pague Menos SA<br>| 42953 | &nbsp;&nbsp; 30146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Even Construtora e <br> Incorporadora SA<br>| 18597 | &nbsp;&nbsp; 23082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ez Tec <br> Empreendimentos e <br> Participacoes SA<br>| 16235 | &nbsp;&nbsp; 39808 |
|  | Fleury SA | 20500 | &nbsp;&nbsp; 52535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gerdau SA, <br> Sponsored ADR<br>| 120683 | &nbsp;&nbsp; 357221 |
|  | Grendene SA | 36629 | &nbsp;&nbsp; 32969 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Casas Bahia <br> SA<br>| 2799 | &nbsp;&nbsp; 1550 |
|  | Grupo Mateus SA | 23800 | &nbsp;&nbsp; 31155 |
|  | Grupo SBF SA | 30100 | &nbsp;&nbsp; 59076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guararapes <br> Confeccoes SA<br>| 17200 | &nbsp;&nbsp; 23744 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hapvida Participacoes <br> e Investimentos SA<br>| 40206 | &nbsp;&nbsp; 237450 |
|  | Hypera SA | 55100 | &nbsp;&nbsp; 252988 |
|  | Iochpe Maxion SA | 15800 | &nbsp;&nbsp; 41140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Irani Papel e <br> Embalagem SA<br>| 9300 | &nbsp;&nbsp; 12390 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IRB-Brasil Resseguros <br> SA<br>| 16589 | &nbsp;&nbsp; 134795 |
|  | Jalles Machado SA | 14200 | &nbsp;&nbsp; 8622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JHSF Participacoes <br> SA<br>| 58376 | &nbsp;&nbsp; 53689 |
|  | JSL SA | 17000 | &nbsp;&nbsp; 15878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lavvi <br> Empreendimentos <br> Imobiliarios SA<br>| 19500 | &nbsp;&nbsp; 42729 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lojas Quero-Quero <br> SA<br>| 43745 | &nbsp;&nbsp; $18906 |
|  | Lojas Renner SA | 122186 | &nbsp;&nbsp; 355023 |
| Ω | LWSA SA | 45825 | &nbsp;&nbsp; 30934 |
|  | M Dias Branco SA | 8800 | &nbsp;&nbsp; 38205 |
|  | Magazine Luiza SA | 36800 | &nbsp;&nbsp; 46398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Melnick Even <br> Desenvolvimento <br> Imobiliario SA<br>| 13300 | &nbsp;&nbsp; 7814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mills Locacao <br> Servicos e Logistica <br> SA<br>| 12800 | &nbsp;&nbsp; 25716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Moura Dubeux <br> Engenharia SA<br>| 11800 | &nbsp;&nbsp; 47646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Movida Participacoes <br> SA<br>| 3876 | &nbsp;&nbsp; 4292 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MRV Engenharia e <br> Participacoes SA<br>| 74300 | &nbsp;&nbsp; 78950 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Natura Cosmeticos <br> SA<br>| 101278 | &nbsp;&nbsp; 163324 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oceanpact Servicos <br> Maritimos SA<br>| 15100 | &nbsp;&nbsp; 16423 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oncoclinicas do Brasil <br> Servicos Medicos <br> SA<br>| 30200 | &nbsp;&nbsp; 29393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pet Center Comercio <br> e Participacoes SA<br>| 36500 | &nbsp;&nbsp; 25813 |
|  | Petroreconcavo SA | 21266 | &nbsp;&nbsp; 50967 |
| \* | PRIO SA | 23300 | &nbsp;&nbsp; 175555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qualicorp Consultoria <br> e Corretora de <br> Seguros SA<br>| 41500 | &nbsp;&nbsp; 12080 |
|  | Romi SA | 9887 | &nbsp;&nbsp; 14090 |
|  | Sao Martinho SA | 32600 | &nbsp;&nbsp; 100952 |
| Ω | Ser Educacional SA | 32700 | &nbsp;&nbsp; 46192 |
|  | Simpar SA | 14900 | &nbsp;&nbsp; 11415 |
|  | Trisul SA | 16000 | &nbsp;&nbsp; 17744 |
|  | Tupy SA | 13596 | &nbsp;&nbsp; 39116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ultrapar Participacoes <br> SA (UGPA3 BZ)<br>| 77238 | &nbsp;&nbsp; 236836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unifique <br> Telecomunicacoes <br> SA<br>| 14500 | &nbsp;&nbsp; 9711 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Usinas Siderurgicas <br> de Minas Gerais SA <br> Usiminas<br>| 9900 | &nbsp;&nbsp; 8150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valid Solucoes e <br> Servicos de <br> Seguranca em <br> Meios de <br> Pagamento e <br> Identificacao SA<br>| 9600 | &nbsp;&nbsp; 37752 |
|  | Vibra Energia SA | 126430 | &nbsp;&nbsp; 478892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YDUQS Participacoes <br> SA<br>| 36471 | &nbsp;&nbsp; 84281 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
| \* | Zamp SA | 24900 | &nbsp;&nbsp; $15519 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | &nbsp;&nbsp; 5557906 |
| CANADA — (8.5%) | CANADA — (8.5%) | CANADA — (8.5%) | CANADA — (8.5%) |
|  | Acadian Timber Corp. | 3300 | &nbsp;&nbsp; 42774 |
|  | ADENTRA, Inc. | 5060 | &nbsp;&nbsp; 107401 |
|  | ADF Group, Inc. | 1385 | &nbsp;&nbsp; 8876 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Advantage Energy <br> Ltd.<br>| 78100 | &nbsp;&nbsp; 622838 |
|  | Aecon Group, Inc. | 17009 | &nbsp;&nbsp; 230167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ag Growth <br> International, Inc.<br>| 1700 | &nbsp;&nbsp; 51334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AGF Management <br> Ltd., Class B<br>| 22400 | &nbsp;&nbsp; 198522 |
| \* | Air Canada | 7800 | &nbsp;&nbsp; 108646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alamos Gold, Inc. <br> (AGI CN), Class A<br>| 14753 | &nbsp;&nbsp; 358497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alaris Equity Partners <br> Income<br>| 10400 | &nbsp;&nbsp; 140433 |
|  | Algoma Central Corp. | 3700 | &nbsp;&nbsp; 42245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Algoma Steel Group, <br> Inc. (ASTL CN)<br>| 4000 | &nbsp;&nbsp; 21363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Algoma Steel Group, <br> Inc. (ASTL US)<br>| 6900 | &nbsp;&nbsp; 36915 |
|  | AltaGas Ltd. | 73262 | &nbsp;&nbsp; 2163118 |
|  | Altius Minerals Corp. | 10549 | &nbsp;&nbsp; 221471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amerigo Resources <br> Ltd.<br>| 35600 | &nbsp;&nbsp; 55240 |
|  | ARC Resources Ltd. | 155102 | &nbsp;&nbsp; 3027935 |
| \* | Athabasca Oil Corp. | 108571 | &nbsp;&nbsp; 459170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AtkinsRealis Group, <br> Inc.<br>| 3728 | &nbsp;&nbsp; 263968 |
| #\* | ATS Corp. (ATS US) | 5090 | &nbsp;&nbsp; 154482 |
| \* | AutoCanada, Inc. | 3000 | &nbsp;&nbsp; 57398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; B2Gold Corp. (BTG <br> US)<br>| 253374 | &nbsp;&nbsp; 853870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; B2Gold Corp. (BTO <br> CN)<br>| 24417 | &nbsp;&nbsp; 82118 |
|  | Baytex Energy Corp. | 20259 | &nbsp;&nbsp; 42986 |
|  | Birchcliff Energy Ltd. | 44387 | &nbsp;&nbsp; 216233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bird Construction, <br> Inc.<br>| 159 | &nbsp;&nbsp; 3311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Black Diamond Group <br> Ltd.<br>| 11000 | &nbsp;&nbsp; 93995 |
|  | Boralex, Inc., Class A | 17614 | &nbsp;&nbsp; 398654 |
|  | Calian Group Ltd. | 1707 | &nbsp;&nbsp; 62214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canaccord Genuity <br> Group, Inc.<br>| 22000 | &nbsp;&nbsp; 170843 |
| \* | Canacol Energy Ltd. | 6190 | &nbsp;&nbsp; 9381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Tire Corp. <br> Ltd., Class A<br>| 9731 | &nbsp;&nbsp; 1303319 |
| #\* | Canfor Corp. | 22924 | &nbsp;&nbsp; 224674 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Capstone Copper <br> Corp.<br>| 63218 | &nbsp;&nbsp; 354506 |
|  | Cardinal Energy Ltd. | 36370 | &nbsp;&nbsp; 188727 |
|  | Cascades, Inc. | 39306 | &nbsp;&nbsp; 256158 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Celestica, Inc. (CLS <br> CN)<br>| 1064 | &nbsp;&nbsp; $212716 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Celestica, Inc. (CLS <br> US)<br>| 3365 | &nbsp;&nbsp; 672529 |
|  | Centerra Gold, Inc. | 67900 | &nbsp;&nbsp; 462108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CES Energy Solutions <br> Corp.<br>| 67935 | &nbsp;&nbsp; 355462 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cipher <br> Pharmaceuticals, <br> Inc.<br>| 2347 | &nbsp;&nbsp; 20411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cogeco <br> Communications, <br> Inc.<br>| 3001 | &nbsp;&nbsp; 135127 |
|  | Cogeco, Inc. | 14077 | &nbsp;&nbsp; 594635 |
| \* | Conifex Timber, Inc. | 8294 | &nbsp;&nbsp; 2065 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Cronos Group, Inc. <br> (CRON CN)<br>| 21600 | &nbsp;&nbsp; 42714 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Cronos Group, Inc. <br> (CRON US)<br>| 34844 | &nbsp;&nbsp; 68991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Definity Financial <br> Corp.<br>| 18390 | &nbsp;&nbsp; 990772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; dentalcorp Holdings <br> Ltd.<br>| 14423 | &nbsp;&nbsp; 84002 |
|  | Dexterra Group, Inc. | 4400 | &nbsp;&nbsp; 30326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Doman Building <br> Materials Group <br> Ltd.<br>| 18957 | &nbsp;&nbsp; 116976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DREAM Unlimited <br> Corp., Class A<br>| 10000 | &nbsp;&nbsp; 150693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dundee Precious <br> Metals, Inc.<br>| 59238 | &nbsp;&nbsp; 957658 |
|  | Dye & Durham Ltd. | 7073 | &nbsp;&nbsp; 57121 |
|  | Dynacor Group, Inc. | 10400 | &nbsp;&nbsp; 35652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; E-L Financial Corp. <br> Ltd.<br>| 50000 | &nbsp;&nbsp; 530095 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eldorado Gold Corp. <br> (EGO US)<br>| 19507 | &nbsp;&nbsp; 399893 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eldorado Gold Corp. <br> (ELD CN)<br>| 40242 | &nbsp;&nbsp; 824539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Empire Co. Ltd., <br> Class A<br>| 29278 | &nbsp;&nbsp; 1165964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Endeavour Mining <br> PLC<br>| 43136 | &nbsp;&nbsp; 1295085 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Endeavour Silver <br> Corp. (EXK US)<br>| 22869 | &nbsp;&nbsp; 115946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enerflex Ltd. (EFX <br> CN)<br>| 40826 | &nbsp;&nbsp; 325583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enghouse Systems <br> Ltd.<br>| 3931 | &nbsp;&nbsp; 65110 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ensign Energy <br> Services, Inc.<br>| 69588 | &nbsp;&nbsp; 113502 |
|  | EQB, Inc. | 7765 | &nbsp;&nbsp; 577219 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Equinox Gold Corp. <br> (EQX CN)<br>| 19913 | &nbsp;&nbsp; 121298 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Equinox Gold Corp. <br> (EQX US)<br>| 47407 | &nbsp;&nbsp; 289183 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ERO Copper Corp. <br> (ERO US)<br>| 20077 | &nbsp;&nbsp; $271441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Exchange Income <br> Corp.<br>| 3833 | &nbsp;&nbsp; 181415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Exco Technologies <br> Ltd.<br>| 7000 | &nbsp;&nbsp; 34101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Finning International, <br> Inc.<br>| 32289 | &nbsp;&nbsp; 1407051 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; First Majestic Silver <br> Corp. (AG US)<br>| 41840 | &nbsp;&nbsp; 332628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Majestic Silver <br> Corp. (FR CN)<br>| 14361 | &nbsp;&nbsp; 114216 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Quantum <br> Minerals Ltd.<br>| 71020 | &nbsp;&nbsp; 1193747 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fortuna Mining Corp. <br> (FSM US)<br>| 85224 | &nbsp;&nbsp; 549695 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fortuna Mining Corp. <br> (FVI CN)<br>| 80 | &nbsp;&nbsp; 516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Frontera Energy <br> Corp.<br>| 7501 | &nbsp;&nbsp; 34430 |
| \* | Galiano Gold, Inc. | 46170 | &nbsp;&nbsp; 61311 |
|  | Gamehost, Inc. | 1600 | &nbsp;&nbsp; 14226 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GDI Integrated Facility <br> Services, Inc.<br>| 2229 | &nbsp;&nbsp; 51961 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GoGold Resources, <br> Inc.<br>| 37647 | &nbsp;&nbsp; 54884 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Haivision Systems, <br> Inc.<br>| 6400 | &nbsp;&nbsp; 23002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Headwater <br> Exploration, Inc.<br>| 29100 | &nbsp;&nbsp; 152263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; High Liner Foods, <br> Inc.<br>| 6800 | &nbsp;&nbsp; 83135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hudbay Minerals, Inc. <br> (HBM CN)<br>| 80845 | &nbsp;&nbsp; 750334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hudbay Minerals, Inc. <br> (HBM US)<br>| 2760 | &nbsp;&nbsp; 25585 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hut 8 Corp. (HUT <br> CN)<br>| 2503 | &nbsp;&nbsp; 53163 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hut 8 Corp. (HUT <br> US)<br>| 3356 | &nbsp;&nbsp; 71248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; iA Financial Corp., <br> Inc.<br>| 24244 | &nbsp;&nbsp; 2373133 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IAMGOLD Corp. (IAG <br> US)<br>| 63068 | &nbsp;&nbsp; 426340 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IAMGOLD Corp. (IMG <br> CN)<br>| 62872 | &nbsp;&nbsp; 424713 |
|  | IGM Financial, Inc. | 485 | &nbsp;&nbsp; 16059 |
| \* | Interfor Corp. | 12544 | &nbsp;&nbsp; 112802 |
|  | K-Bro Linen, Inc. | 1900 | &nbsp;&nbsp; 46965 |
| \* | Kelt Exploration Ltd. | 39690 | &nbsp;&nbsp; 210824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinross Gold Corp. (K <br> CN)<br>| 162271 | &nbsp;&nbsp; 2596383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinross Gold Corp. <br> (KGC US)<br>| 155750 | &nbsp;&nbsp; 2492000 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Knight Therapeutics, <br> Inc.<br>| 18099 | &nbsp;&nbsp; 79549 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kolibri Global Energy, <br> Inc.<br>| 2926 | &nbsp;&nbsp; $17929 |
|  | KP Tissue, Inc. | 3200 | &nbsp;&nbsp; 20739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lassonde Industries, <br> Inc., Class A<br>| 1100 | &nbsp;&nbsp; 170486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Laurentian Bank of <br> Canada<br>| 12596 | &nbsp;&nbsp; 280083 |
|  | Leon's Furniture Ltd. | 8521 | &nbsp;&nbsp; 167579 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Lightspeed <br> Commerce, Inc. <br> (LSPD US)<br>| 15584 | &nbsp;&nbsp; 193865 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Lightstream <br> Resources Ltd.<br>| 32000 | &nbsp;&nbsp; 0 |
|  | Linamar Corp. | 11084 | &nbsp;&nbsp; 535961 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lucara Diamond <br> Corp.<br>| 96116 | &nbsp;&nbsp; 16301 |
|  | Lundin Mining Corp. | 177526 | &nbsp;&nbsp; 1812928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magellan Aerospace <br> Corp.<br>| 4379 | &nbsp;&nbsp; 53979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magna International, <br> Inc. (MGA US)<br>| 39766 | &nbsp;&nbsp; 1630406 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Major Drilling Group <br> International, Inc.<br>| 14091 | &nbsp;&nbsp; 89391 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mandalay Resources <br> Corp.<br>| 16200 | &nbsp;&nbsp; 56588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maple Leaf Foods, <br> Inc.<br>| 13493 | &nbsp;&nbsp; 284740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Martinrea <br> International, Inc.<br>| 21784 | &nbsp;&nbsp; 130805 |
| \* | Mattr Corp. | 14076 | &nbsp;&nbsp; 124851 |
|  | McCoy Global, Inc. | 4100 | &nbsp;&nbsp; 10593 |
| \* | MDA Space Ltd. | 22285 | &nbsp;&nbsp; 624031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medical Facilities <br> Corp.<br>| 1700 | &nbsp;&nbsp; 17962 |
|  | MEG Energy Corp. | 77945 | &nbsp;&nbsp; 1536286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Melcor Developments <br> Ltd.<br>| 4500 | &nbsp;&nbsp; 46539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Methanex Corp. <br> (MEOH US)<br>| 7013 | &nbsp;&nbsp; 234515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Methanex Corp. (MX <br> CN)<br>| 6800 | &nbsp;&nbsp; 227321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MTY Food Group, <br> Inc.<br>| 2444 | &nbsp;&nbsp; 68103 |
|  | Mullen Group Ltd. | 11901 | &nbsp;&nbsp; 113118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neo Performance <br> Materials, Inc.<br>| 5581 | &nbsp;&nbsp; 62472 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; New Gold, Inc. (NGD <br> CN)<br>| 171422 | &nbsp;&nbsp; 717557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North American <br> Construction Group <br> Ltd. (NOA CN)<br>| 3100 | &nbsp;&nbsp; 46648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North American <br> Construction Group <br> Ltd. (NOA US)<br>| 1700 | &nbsp;&nbsp; 25551 |
|  | Northland Power, Inc. | 53838 | &nbsp;&nbsp; 879686 |
| \* | NuVista Energy Ltd. | 51100 | &nbsp;&nbsp; 539913 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Obsidian Energy Ltd. <br> (OBE US)<br>| 6575 | &nbsp;&nbsp; $40239 |
|  | OceanaGold Corp. | 93677 | &nbsp;&nbsp; 1274398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Open Text Corp. <br> (OTEX CN)<br>| 800 | &nbsp;&nbsp; 23545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Open Text Corp. <br> (OTEX US)<br>| 24606 | &nbsp;&nbsp; 724155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OR Royalties, Inc. <br> (OR CN)<br>| 5966 | &nbsp;&nbsp; 165253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan American Silver <br> Corp. (PAAS CN)<br>| 52992 | &nbsp;&nbsp; 1431503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Resources <br> Ltd., Class A<br>| 18572 | &nbsp;&nbsp; 285625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Parex Resources, <br> Inc.<br>| 29536 | &nbsp;&nbsp; 350442 |
|  | Parkland Corp. | 33200 | &nbsp;&nbsp; 937104 |
|  | Pason Systems, Inc. | 6100 | &nbsp;&nbsp; 51464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Petrus Resources <br> Ltd.<br>| 7000 | &nbsp;&nbsp; 7275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peyto Exploration & <br> Development Corp.<br>| 52912 | &nbsp;&nbsp; 742357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PHX Energy Services <br> Corp.<br>| 11400 | &nbsp;&nbsp; 68453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pizza Pizza Royalty <br> Corp.<br>| 8600 | &nbsp;&nbsp; 98873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Polaris Renewable <br> Energy, Inc.<br>| 7900 | &nbsp;&nbsp; 70927 |
|  | Pollard Banknote Ltd. | 1700 | &nbsp;&nbsp; 27299 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Precision Drilling <br> Corp. (PDS US)<br>| 935 | &nbsp;&nbsp; 52659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premium Brands <br> Holdings Corp.<br>| 7720 | &nbsp;&nbsp; 489409 |
| \* | Quarterhill, Inc. | 33599 | &nbsp;&nbsp; 32251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Richelieu Hardware <br> Ltd.<br>| 9200 | &nbsp;&nbsp; 230199 |
|  | Rogers Sugar, Inc. | 23630 | &nbsp;&nbsp; 96184 |
|  | Russel Metals, Inc. | 16034 | &nbsp;&nbsp; 513560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandstorm Gold Ltd. <br> (SAND US)<br>| 12649 | &nbsp;&nbsp; 118395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandstorm Gold Ltd. <br> (SSL CN)<br>| 10010 | &nbsp;&nbsp; 93699 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sangoma <br> Technologies Corp.<br>| 2812 | &nbsp;&nbsp; 15931 |
|  | Saputo, Inc. | 45538 | &nbsp;&nbsp; 955062 |
|  | Savaria Corp. | 7394 | &nbsp;&nbsp; 106086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Secure Waste <br> Infrastructure Corp.<br>| 74611 | &nbsp;&nbsp; 815250 |
|  | South Bow Corp. | 20509 | &nbsp;&nbsp; 538569 |
| \* | Spartan Delta Corp. | 9800 | &nbsp;&nbsp; 33100 |
| Ω | Spin Master Corp. | 2870 | &nbsp;&nbsp; 47226 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SSR Mining, Inc. <br> (SSRM CN)<br>| 43130 | &nbsp;&nbsp; 515152 |
|  | Stella-Jones, Inc. | 3600 | &nbsp;&nbsp; 205228 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; STEP Energy <br> Services Ltd.<br>| 9547 | &nbsp;&nbsp; 30317 |
|  | Superior Plus Corp. | 29800 | &nbsp;&nbsp; 148828 |
|  | Supremex, Inc. | 4400 | &nbsp;&nbsp; 13147 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Surge Energy, Inc. | 9700 | &nbsp;&nbsp; $51524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiga Building <br> Products Ltd.<br>| 11800 | &nbsp;&nbsp; 26826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tamarack Valley <br> Energy Ltd.<br>| 134499 | &nbsp;&nbsp; 528056 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taseko Mines Ltd. <br> (TKO CN)<br>| 74112 | &nbsp;&nbsp; 227321 |
|  | TELUS Corp. | 416 | &nbsp;&nbsp; 6701 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Torex Gold <br> Resources, Inc.<br>| 25846 | &nbsp;&nbsp; 728038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Total Energy Services, <br> Inc.<br>| 6901 | &nbsp;&nbsp; 57973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transcontinental, Inc., <br> Class A<br>| 22793 | &nbsp;&nbsp; 316990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trican Well Service <br> Ltd.<br>| 53175 | &nbsp;&nbsp; 218366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triple Flag Precious <br> Metals Corp. (TFPM <br> CN)<br>| 3500 | &nbsp;&nbsp; 79872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triple Flag Precious <br> Metals Corp. (TFPM <br> US)<br>| 854 | &nbsp;&nbsp; 19488 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Trisura Group Ltd. <br> (TSU CN)<br>| 8006 | &nbsp;&nbsp; 244352 |
| \* | Valeura Energy, Inc. | 2110 | &nbsp;&nbsp; 14208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vermilion Energy, Inc. <br> (VET US)<br>| 36800 | &nbsp;&nbsp; 302496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VersaBank (VBNK <br> CN)<br>| 3835 | &nbsp;&nbsp; 45502 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Victoria Gold <br> Corp./Vancouver<br>| 259 | &nbsp;&nbsp; 34 |
|  | Wajax Corp. | 4107 | &nbsp;&nbsp; 69952 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Well Health <br> Technologies Corp.<br>| 42331 | &nbsp;&nbsp; 139617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; West Fraser Timber <br> Co. Ltd. (WFG CN)<br>| 8807 | &nbsp;&nbsp; 610566 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; West Fraser Timber <br> Co. Ltd. (WFG US)<br>| 1556 | &nbsp;&nbsp; 107846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westshore Terminals <br> Investment Corp.<br>| 6600 | &nbsp;&nbsp; 134372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Whitecap Resources, <br> Inc.<br>| 308255 | &nbsp;&nbsp; 2326315 |
|  | Winpak Ltd. | 7914 | &nbsp;&nbsp; 233833 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Xebec Adsorption, <br> Inc.<br>| 18924 | &nbsp;&nbsp; 0 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp; 66262615 |
| CHILE — (0.1%) | CHILE — (0.1%) | CHILE — (0.1%) | CHILE — (0.1%) |
| \* | CAP SA | 10189 | &nbsp;&nbsp; 48504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Empresa Nacional de <br> Telecomunicaciones <br> SA<br>| 47111 | &nbsp;&nbsp; 154797 |
|  | Empresas CMPC SA | 83976 | &nbsp;&nbsp; 118296 |
|  | Ripley Corp. SA | 323786 | &nbsp;&nbsp; 137157 |
|  | Salfacorp SA | 145634 | &nbsp;&nbsp; 107360 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHILE — (Continued) | CHILE — (Continued) | CHILE — (Continued) | CHILE — (Continued) |
|  | SONDA SA | 106548 | &nbsp;&nbsp; $35491 |
| TOTAL CHILE | TOTAL CHILE |  | &nbsp;&nbsp; 601605 |
| CHINA — (7.9%) | CHINA — (7.9%) | CHINA — (7.9%) | CHINA — (7.9%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 361 Degrees <br> International Ltd.<br>| 29000 | &nbsp;&nbsp; 22950 |
| Ω | 3SBio, Inc. | 233000 | &nbsp;&nbsp; 941943 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; 5I5J Holding Group <br> Co. Ltd., Class A<br>| 60500 | &nbsp;&nbsp; 25018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AAC Technologies <br> Holdings, Inc.<br>| 144000 | &nbsp;&nbsp; 728089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Accelink Technologies <br> Co. Ltd., Class A<br>| 4000 | &nbsp;&nbsp; 28751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Technology <br> & Materials Co. <br> Ltd., Class A<br>| 23600 | &nbsp;&nbsp; 43545 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aerospace Hi-Tech <br> Holdings Group <br> Ltd., Class A<br>| 15800 | &nbsp;&nbsp; 28839 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Agile Group Holdings <br> Ltd.<br>| 116000 | &nbsp;&nbsp; 7002 |
|  | Aisino Corp., Class A | 19500 | &nbsp;&nbsp; 24920 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; A-Living Smart City <br> Services Co. Ltd.<br>| 164000 | &nbsp;&nbsp; 61638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Allmed Medical <br> Products Co. Ltd., <br> Class A<br>| 8900 | &nbsp;&nbsp; 11463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aluminum Corp. of <br> China Ltd., Class H<br>| 284000 | &nbsp;&nbsp; 224464 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Angang Steel Co. <br> Ltd., Class H<br>| 184000 | &nbsp;&nbsp; 52607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Construction <br> Engineering Group <br> Co. Ltd., Class A<br>| 36100 | &nbsp;&nbsp; 24391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Guangxin <br> Agrochemical Co. <br> Ltd., Class A<br>| 12400 | &nbsp;&nbsp; 20613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Heli Co. Ltd., <br> Class A<br>| 14100 | &nbsp;&nbsp; 34808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Hengyuan Coal <br> Industry & <br> Electricity Power <br> Co. Ltd., Class A<br>| 19500 | &nbsp;&nbsp; 18534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Honglu Steel <br> Construction Group <br> Co. Ltd., Class A<br>| 11700 | &nbsp;&nbsp; 29148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Huilong <br> Agricultural Means <br> of Production Co. <br> Ltd., Class A<br>| 13100 | &nbsp;&nbsp; 10631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Jiangnan <br> Chemical Industry <br> Co. Ltd., Class A<br>| 30600 | &nbsp;&nbsp; 25854 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Transport <br> Consulting & <br> Design Institute Co. <br> Ltd., Class A<br>| 15800 | &nbsp;&nbsp; $18930 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Truchum <br> Advanced Materials <br> & Technology Co. <br> Ltd., Class A<br>| 26100 | &nbsp;&nbsp; 32109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Zhongding <br> Sealing Parts Co. <br> Ltd., Class A<br>| 17400 | &nbsp;&nbsp; 42415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anton Oilfield Services <br> Group<br>| 504000 | &nbsp;&nbsp; 90440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aoshikang Technology <br> Co. Ltd., Class A<br>| 4500 | &nbsp;&nbsp; 24737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aotecar New Energy <br> Technology Co. <br> Ltd., Class A<br>| 56400 | &nbsp;&nbsp; 22465 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; AsiaInfo Technologies <br> Ltd.<br>| 74000 | &nbsp;&nbsp; 106811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asian Star Anchor <br> Chain Co. Ltd. <br> Jiangsu, Class A<br>| 19400 | &nbsp;&nbsp; 28076 |
| \* | AustAsia Group Ltd. | 45248 | &nbsp;&nbsp; 8061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AviChina Industry & <br> Technology Co. <br> Ltd., Class H<br>| 481000 | &nbsp;&nbsp; 284316 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; BAIC Motor Corp. <br> Ltd., Class H<br>| 364000 | &nbsp;&nbsp; 99429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Changsha <br> Co. Ltd., Class A<br>| 21500 | &nbsp;&nbsp; 29508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Chongqing <br> Co. Ltd., Class H<br>| 132500 | &nbsp;&nbsp; 130735 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Qingdao Co. <br> Ltd., Class H<br>| 84000 | &nbsp;&nbsp; 43084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Suzhou Co. <br> Ltd., Class A<br>| 25840 | &nbsp;&nbsp; 30654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Xi'an Co. Ltd., <br> Class A<br>| 48800 | &nbsp;&nbsp; 26030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baoxiniao Holding Co. <br> Ltd., Class A<br>| 38600 | &nbsp;&nbsp; 20299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baoye Group Co. Ltd., <br> Class H<br>| 46000 | &nbsp;&nbsp; 25407 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Baozun, Inc. (9991 <br> HK), Class A<br>| 28500 | &nbsp;&nbsp; 28621 |
|  | BBMG Corp., Class H | 274000 | &nbsp;&nbsp; 28191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beibuwan Port Co. <br> Ltd., Class A<br>| 16200 | &nbsp;&nbsp; 18371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Capital <br> Eco-Environment <br> Protection Group <br> Co. Ltd., Class A<br>| 93900 | &nbsp;&nbsp; 40160 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Capital <br> International Airport <br> Co. Ltd., Class H<br>| 332000 | &nbsp;&nbsp; 128899 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Easpring <br> Material Technology <br> Co. Ltd., Class A<br>| 5300 | &nbsp;&nbsp; $30244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Enterprises <br> Holdings Ltd.<br>| 97500 | &nbsp;&nbsp; 407946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Enterprises <br> Urban Resources <br> Group Ltd.<br>| 36000 | &nbsp;&nbsp; 1653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Enterprises <br> Water Group Ltd.<br>| 860000 | &nbsp;&nbsp; 294314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Fengjing <br> Automotive Parts <br> Co. Ltd.<br>| 40600 | &nbsp;&nbsp; 19661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing GeoEnviron <br> Engineering & <br> Technology, Inc., <br> Class A<br>| 32100 | &nbsp;&nbsp; 27875 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Haixin Energy <br> Technology Co. <br> Ltd., Class A<br>| 46600 | &nbsp;&nbsp; 21915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Haohua <br> Energy Resource <br> Co. Ltd., Class A<br>| 19000 | &nbsp;&nbsp; 19208 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Jetsen <br> Technology Co. <br> Ltd., Class A<br>| 40700 | &nbsp;&nbsp; 32354 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Jingyuntong <br> Technology Co. <br> Ltd., Class A<br>| 39200 | &nbsp;&nbsp; 20059 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Leike Defense <br> Technology Co. <br> Ltd., Class A<br>| 37100 | &nbsp;&nbsp; 30650 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing North Star Co. <br> Ltd., Class H<br>| 130000 | &nbsp;&nbsp; 14415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Originwater <br> Technology Co. <br> Ltd., Class A<br>| 43954 | &nbsp;&nbsp; 28222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Sanyuan <br> Foods Co. Ltd., <br> Class A<br>| 38300 | &nbsp;&nbsp; 24656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Sinnet <br> Technology Co. <br> Ltd., Class A<br>| 17200 | &nbsp;&nbsp; 34690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing SL <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 20800 | &nbsp;&nbsp; 24372 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing SPC <br> Environment <br> Protection Tech Co. <br> Ltd., Class A<br>| 14500 | &nbsp;&nbsp; 8092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Strong <br> Biotechnologies, <br> Inc., Class A<br>| 11400 | &nbsp;&nbsp; 23198 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Teamsun <br> Technology Co. <br> Ltd., Class A<br>| 26500 | &nbsp;&nbsp; 40165 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Thunisoft <br> Corp. Ltd., Class A<br>| 21500 | &nbsp;&nbsp; $25490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Tong Ren Tang <br> Chinese Medicine <br> Co. Ltd.<br>| 10000 | &nbsp;&nbsp; 11622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing United <br> Information <br> Technology Co. <br> Ltd., Class A<br>| 7000 | &nbsp;&nbsp; 23079 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Urban <br> Construction Design <br> & Development <br> Group Co. Ltd., <br> Class H<br>| 49000 | &nbsp;&nbsp; 8588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Wandong <br> Medical Technology <br> Co. Ltd., Class A<br>| 3200 | &nbsp;&nbsp; 7765 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Watertek <br> Information <br> Technology Co. <br> Ltd., Class A<br>| 38400 | &nbsp;&nbsp; 25587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Yuanliu <br> Hongyuan <br> Electronic <br> Technology Co. <br> Ltd., Class A<br>| 5200 | &nbsp;&nbsp; 39595 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beiqi Foton Motor Co. <br> Ltd., Class A<br>| 104398 | &nbsp;&nbsp; 38958 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bengang Steel Plates <br> Co. Ltd., Class A<br>| 44600 | &nbsp;&nbsp; 23501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Best Pacific <br> International <br> Holdings Ltd.<br>| 34000 | &nbsp;&nbsp; 12471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Biem.L.Fdlkk Garment <br> Co. Ltd., Class A<br>| 8600 | &nbsp;&nbsp; 19268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Binhai Investment Co. <br> Ltd.<br>| 55136 | &nbsp;&nbsp; 7408 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Blue Moon Group <br> Holdings Ltd.<br>| 118000 | &nbsp;&nbsp; 56864 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blue Sail Medical Co. <br> Ltd., Class A<br>| 29200 | &nbsp;&nbsp; 25830 |
| Ω | BOC Aviation Ltd. | 44800 | &nbsp;&nbsp; 407006 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BOE HC SemiTek <br> Corp.<br>| 33600 | &nbsp;&nbsp; 34650 |
|  | BOE Varitronix Ltd. | 61000 | &nbsp;&nbsp; 45982 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bohai Leasing Co. <br> Ltd., Class A<br>| 97100 | &nbsp;&nbsp; 46954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bright Dairy & Food <br> Co. Ltd., Class A<br>| 18300 | &nbsp;&nbsp; 21690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bros Eastern Co. Ltd., <br> Class A<br>| 31500 | &nbsp;&nbsp; 23089 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; B-Soft Co. Ltd., <br> Class A<br>| 46800 | &nbsp;&nbsp; 37563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BTG Hotels Group <br> Co. Ltd., Class A<br>| 22100 | &nbsp;&nbsp; 42683 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Business-intelligence <br> of Oriental Nations <br> Corp. Ltd., Class A<br>| 26500 | &nbsp;&nbsp; $37260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C&D International <br> Investment Group <br> Ltd.<br>| 115972 | &nbsp;&nbsp; 233968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C&D Property <br> Management Group <br> Co. Ltd.<br>| 31000 | &nbsp;&nbsp; 11243 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; C&S Paper Co. Ltd., <br> Class A<br>| 24800 | &nbsp;&nbsp; 26042 |
| \*Ω | CALB Group Co. Ltd. | 20500 | &nbsp;&nbsp; 51256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cangzhou Mingzhu <br> Plastic Co. Ltd., <br> Class A<br>| 51600 | &nbsp;&nbsp; 26212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canmax Technologies <br> Co. Ltd., Class A<br>| 9400 | &nbsp;&nbsp; 25984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canny Elevator Co. <br> Ltd., Class A<br>| 12200 | &nbsp;&nbsp; 12398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CECEP Solar Energy <br> Co. Ltd., Class A<br>| 76900 | &nbsp;&nbsp; 48263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CECEP Wind-Power <br> Corp., Class A<br>| 68250 | &nbsp;&nbsp; 28443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central China New <br> Life Ltd.<br>| 13000 | &nbsp;&nbsp; 1927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central China <br> Securities Co. Ltd., <br> Class H<br>| 158000 | &nbsp;&nbsp; 55131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CGN New Energy <br> Holdings Co. Ltd.<br>| 340000 | &nbsp;&nbsp; 105708 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CGN Nuclear <br> Technology <br> Development Co. <br> Ltd., Class A<br>| 25400 | &nbsp;&nbsp; 27509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changchun Faway <br> Automobile <br> Components Co. <br> Ltd., Class A<br>| 19700 | &nbsp;&nbsp; 27943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changjiang & <br> Jinggong Steel <br> Building Group Co. <br> Ltd., Class A<br>| 48200 | &nbsp;&nbsp; 21887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changshu Fengfan <br> Power Equipment <br> Co. Ltd., Class A<br>| 31500 | &nbsp;&nbsp; 20294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Fusen <br> Noble-House <br> Industrial Co. Ltd., <br> Class A<br>| 10900 | &nbsp;&nbsp; 18080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Hongqi <br> Chain Co. Ltd., <br> Class A<br>| 27900 | &nbsp;&nbsp; 23602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Kanghong <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 8400 | &nbsp;&nbsp; 47780 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Kanghua <br> Biological Products <br> Co. Ltd., Class A<br>| 2900 | &nbsp;&nbsp; $31187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Wintrue <br> Holding Co. Ltd., <br> Class A<br>| 22900 | &nbsp;&nbsp; 33478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengtun Mining <br> Group Co. Ltd., <br> Class A<br>| 38000 | &nbsp;&nbsp; 39721 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chengxin Lithium <br> Group Co. Ltd., <br> Class A<br>| 14200 | &nbsp;&nbsp; 30590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengzhi Co. Ltd., <br> Class A<br>| 20900 | &nbsp;&nbsp; 22513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chervon Holdings <br> Ltd.<br>| 21200 | &nbsp;&nbsp; 48566 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Aerospace <br> International <br> Holdings Ltd.<br>| 540000 | &nbsp;&nbsp; 32894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Aircraft Leasing <br> Group Holdings <br> Ltd.<br>| 25500 | &nbsp;&nbsp; 14722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Animal <br> Husbandry Industry <br> Co. Ltd., Class A<br>| 24000 | &nbsp;&nbsp; 25435 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Bohai Bank Co. <br> Ltd., Class H<br>| 550500 | &nbsp;&nbsp; 72244 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Boton Group <br> Co. Ltd.<br>| 52000 | &nbsp;&nbsp; 12734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China CAMC <br> Engineering Co. <br> Ltd., Class A<br>| 29200 | &nbsp;&nbsp; 34446 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Chunlai <br> Education Group <br> Co. Ltd.<br>| 40000 | &nbsp;&nbsp; 22725 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Cinda Asset <br> Management Co. <br> Ltd., Class H<br>| 1471000 | &nbsp;&nbsp; 265676 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Coal Energy <br> Co. Ltd., Class H<br>| 284000 | &nbsp;&nbsp; 348953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Coal Xinji <br> Energy Co. Ltd., <br> Class A<br>| 42500 | &nbsp;&nbsp; 38072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China <br> Communications <br> Services Corp. Ltd., <br> Class H<br>| 476000 | &nbsp;&nbsp; 277241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Conch Venture <br> Holdings Ltd.<br>| 288500 | &nbsp;&nbsp; 352521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China CYTS Tours <br> Holding Co. Ltd., <br> Class A<br>| 12000 | &nbsp;&nbsp; 16418 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China East Education <br> Holdings Ltd.<br>| 107000 | &nbsp;&nbsp; 110790 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Eastern Airlines <br> Corp. Ltd., Class H<br>| 166000 | &nbsp;&nbsp; 59810 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Education <br> Group Holdings <br> Ltd.<br>| 173169 | &nbsp;&nbsp; $61074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Electronics <br> Huada Technology <br> Co. Ltd.<br>| 126000 | &nbsp;&nbsp; 23188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Energy <br> Engineering Corp. <br> Ltd. (3996 HK), <br> Class H<br>| 942000 | &nbsp;&nbsp; 155604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Energy <br> Engineering Corp. <br> Ltd. (601868 C1), <br> Class A<br>| 142303 | &nbsp;&nbsp; 51184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Everbright Bank <br> Co. Ltd., Class H<br>| 307000 | &nbsp;&nbsp; 144264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Everbright <br> Water Ltd.<br>| 62444 | &nbsp;&nbsp; 11764 |
| Ω | China Feihe Ltd. | 585000 | &nbsp;&nbsp; 347783 |
|  | China Foods Ltd. | 162000 | &nbsp;&nbsp; 67457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Galaxy <br> Securities Co. Ltd., <br> Class H<br>| 569500 | &nbsp;&nbsp; 769628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Gas Holdings <br> Ltd.<br>| 434966 | &nbsp;&nbsp; 456888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Gold <br> International <br> Resources Corp. <br> Ltd. (2099 HK)<br>| 48900 | &nbsp;&nbsp; 420392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Gold <br> International <br> Resources Corp. <br> Ltd. (CGG CN)<br>| 61049 | &nbsp;&nbsp; 527834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Green <br> Electricity <br> Investment of <br> Tianjin Co. Ltd., <br> Class A<br>| 34100 | &nbsp;&nbsp; 40878 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China High Speed <br> Railway Technology <br> Co. Ltd., Class A<br>| 61400 | &nbsp;&nbsp; 23575 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; China High Speed <br> Transmission <br> Equipment Group <br> Co. Ltd.<br>| 73000 | &nbsp;&nbsp; 12903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Hongqiao <br> Group Ltd.<br>| 432000 | &nbsp;&nbsp; 1139571 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; China Huiyuan Juice <br> Group Ltd.<br>| 110500 | &nbsp;&nbsp; 4935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China International <br> Marine Containers <br> Group Co. Ltd., <br> Class H<br>| 156020 | &nbsp;&nbsp; 167567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Isotope & <br> Radiation Corp.<br>| 7600 | &nbsp;&nbsp; 15840 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Jinmao <br> Holdings Group <br> Ltd.<br>| 1157846 | &nbsp;&nbsp; $210677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Kepei <br> Education Group <br> Ltd.<br>| 70000 | &nbsp;&nbsp; 13735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Lesso Group <br> Holdings Ltd.<br>| 236000 | &nbsp;&nbsp; 140418 |
|  | China Lilang Ltd. | 89000 | &nbsp;&nbsp; 42020 |
| \*Ω | China Literature Ltd. | 73400 | &nbsp;&nbsp; 288453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Medical System <br> Holdings Ltd.<br>| 204000 | &nbsp;&nbsp; 346373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Meheco Group <br> Co. Ltd., Class A<br>| 15100 | &nbsp;&nbsp; 23134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Meidong Auto <br> Holdings Ltd.<br>| 146000 | &nbsp;&nbsp; 38617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Mengniu Dairy <br> Co. Ltd.<br>| 428000 | &nbsp;&nbsp; 890675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants Port <br> Holdings Co. Ltd.<br>| 306664 | &nbsp;&nbsp; 602958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants <br> Property Operation <br> & Service Co. Ltd., <br> Class A<br>| 12900 | &nbsp;&nbsp; 22145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Minsheng <br> Banking Corp. Ltd., <br> Class H<br>| 856500 | &nbsp;&nbsp; 515518 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Modern Dairy <br> Holdings Ltd.<br>| 540000 | &nbsp;&nbsp; 81550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China National Accord <br> Medicines Corp. <br> Ltd., Class A<br>| 5600 | &nbsp;&nbsp; 19804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China National <br> Building Material <br> Co. Ltd., Class H<br>| 331749 | &nbsp;&nbsp; 197372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China National Gold <br> Group Gold <br> Jewellery Co. Ltd., <br> Class A<br>| 18100 | &nbsp;&nbsp; 20535 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China New Higher <br> Education Group <br> Ltd.<br>| 176144 | &nbsp;&nbsp; 24421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Nonferrous <br> Metal Industry's <br> Foreign Engineering <br> & Construction Co. <br> Ltd., Class A<br>| 25200 | &nbsp;&nbsp; 20655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Nonferrous <br> Mining Corp. Ltd.<br>| 195000 | &nbsp;&nbsp; 189460 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Oil & Gas <br> Group Ltd.<br>| 920000 | &nbsp;&nbsp; 18623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Oilfield Services <br> Ltd., Class H<br>| 220000 | &nbsp;&nbsp; 195388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Overseas <br> Grand Oceans <br> Group Ltd.<br>| 256646 | &nbsp;&nbsp; 63341 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Overseas Land <br> & Investment Ltd.<br>| 605000 | &nbsp;&nbsp; $1046347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Petroleum <br> Engineering Corp., <br> Class A<br>| 89200 | &nbsp;&nbsp; 42552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Publishing & <br> Media Co. Ltd., <br> Class A<br>| 24600 | &nbsp;&nbsp; 23013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Railway Group <br> Ltd., Class H<br>| 546000 | &nbsp;&nbsp; 274710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Railway Hi-tech <br> Industry Co. Ltd., <br> Class A<br>| 30100 | &nbsp;&nbsp; 37953 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Railway Signal <br> & Communication <br> Corp. Ltd., Class H<br>| 250000 | &nbsp;&nbsp; 109292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Railway Tielong <br> Container Logistics <br> Co. Ltd., Class A<br>| 29200 | &nbsp;&nbsp; 23156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Reinsurance <br> Group Corp., <br> Class H<br>| 1202000 | &nbsp;&nbsp; 208647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resource & <br> Environment Co. <br> Ltd., Class A<br>| 33900 | &nbsp;&nbsp; 20925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Boya <br> Bio-pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 5700 | &nbsp;&nbsp; 21352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Building Materials <br> Technology <br> Holdings Ltd.<br>| 358000 | &nbsp;&nbsp; 87317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Double Crane <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 16200 | &nbsp;&nbsp; 47577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources Gas <br> Group Ltd.<br>| 118800 | &nbsp;&nbsp; 300719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Land Ltd.<br>| 462500 | &nbsp;&nbsp; 1695972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Medical Holdings <br> Co. Ltd.<br>| 143500 | &nbsp;&nbsp; 81170 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Pharmaceutical <br> Group Ltd.<br>| 349000 | &nbsp;&nbsp; 243715 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Risun Group <br> Ltd.<br>| 252000 | &nbsp;&nbsp; 75897 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Sanjiang Fine <br> Chemicals Co. Ltd.<br>| 118000 | &nbsp;&nbsp; 26438 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Shanshui <br> Cement Group Ltd.<br>| 270000 | &nbsp;&nbsp; 23678 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Shengmu <br> Organic Milk Ltd.<br>| 623000 | &nbsp;&nbsp; 24221 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China State <br> Construction <br> Development <br> Holdings Ltd.<br>| 38000 | &nbsp;&nbsp; $7361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China State <br> Construction <br> International <br> Holdings Ltd.<br>| 368000 | &nbsp;&nbsp; 563773 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Sunshine Paper <br> Holdings Co. Ltd.<br>| 134000 | &nbsp;&nbsp; 32904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Taiping <br> Insurance Holdings <br> Co. Ltd.<br>| 293000 | &nbsp;&nbsp; 651047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Tianying, Inc., <br> Class A<br>| 27400 | &nbsp;&nbsp; 16317 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Tower Corp. <br> Ltd., Class H<br>| 644000 | &nbsp;&nbsp; 901159 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; China Traditional <br> Chinese Medicine <br> Holdings Co. Ltd.<br>| 582000 | &nbsp;&nbsp; 166155 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China TransInfo <br> Technology Co. <br> Ltd., Class A<br>| 23600 | &nbsp;&nbsp; 34942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Travel <br> International <br> Investment Hong <br> Kong Ltd.<br>| 356000 | &nbsp;&nbsp; 83710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Tungsten & <br> Hightech Materials <br> Co. Ltd., Class A<br>| 7670 | &nbsp;&nbsp; 17143 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Vanke Co. Ltd., <br> Class H<br>| 388200 | &nbsp;&nbsp; 246307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China West <br> Construction Group <br> Co. Ltd., Class A<br>| 30500 | &nbsp;&nbsp; 27258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China XLX Fertiliser <br> Ltd.<br>| 112000 | &nbsp;&nbsp; 93404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Yongda <br> Automobiles <br> Services Holdings <br> Ltd.<br>| 217500 | &nbsp;&nbsp; 61958 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Youran Dairy <br> Group Ltd.<br>| 466000 | &nbsp;&nbsp; 219173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Zheshang Bank <br> Co. Ltd., Class H<br>| 444599 | &nbsp;&nbsp; 156236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chinasoft International <br> Ltd.<br>| 394000 | &nbsp;&nbsp; 284616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing <br> Department Store <br> Co. Ltd., Class A<br>| 6200 | &nbsp;&nbsp; 25149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Fuling <br> Zhacai Group Co. <br> Ltd., Class A<br>| 11300 | &nbsp;&nbsp; 20547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Gas Group <br> Corp. Ltd., Class A<br>| 24249 | &nbsp;&nbsp; 19133 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Machinery <br> & Electric Co. Ltd., <br> Class H<br>| 106000 | &nbsp;&nbsp; $18907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Road & <br> Bridge Co. Ltd., <br> Class A<br>| 23300 | &nbsp;&nbsp; 20830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Rural <br> Commercial Bank <br> Co. Ltd., Class H<br>| 468000 | &nbsp;&nbsp; 371190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Sanfeng <br> Environment Group <br> Corp. Ltd., Class A<br>| 18200 | &nbsp;&nbsp; 21425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Zongshen <br> Power Machinery <br> Co. Ltd., Class A<br>| 18200 | &nbsp;&nbsp; 59129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chow Tai Seng <br> Jewellery Co. Ltd., <br> Class A<br>| 15400 | &nbsp;&nbsp; 27711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CIMC Enric Holdings <br> Ltd.<br>| 108000 | &nbsp;&nbsp; 92144 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cinda Real Estate Co. <br> Ltd., Class A<br>| 18201 | &nbsp;&nbsp; 9739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cisen Pharmaceutical <br> Co. Ltd., Class A<br>| 10900 | &nbsp;&nbsp; 45396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; City Development <br> Environment Co. <br> Ltd., Class A<br>| 13200 | &nbsp;&nbsp; 25369 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Citychamp Watch & <br> Jewellery Group <br> Ltd.<br>| 340000 | &nbsp;&nbsp; 16376 |
| \* | ClouDr Group Ltd. | 31200 | &nbsp;&nbsp; 5931 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CMGE Technology <br> Group Ltd.<br>| 282000 | &nbsp;&nbsp; 18283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CMST Development <br> Co. Ltd., Class A<br>| 24300 | &nbsp;&nbsp; 19860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CNNC Hua Yuan <br> Titanium Dioxide <br> Co. Ltd., Class A<br>| 61200 | &nbsp;&nbsp; 35566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CNSIG Inner Mongolia <br> Chemical Industry <br> Co. Ltd., Class A<br>| 17800 | &nbsp;&nbsp; 19401 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; COFCO <br> Biotechnology Co. <br> Ltd., Class A<br>| 25600 | &nbsp;&nbsp; 20810 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; COFCO Joycome <br> Foods Ltd.<br>| 516000 | &nbsp;&nbsp; 114604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COFCO Sugar <br> Holding Co. Ltd., <br> Class A<br>| 31100 | &nbsp;&nbsp; 42291 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Comba Telecom <br> Systems Holdings <br> Ltd.<br>| 182000 | &nbsp;&nbsp; 42743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concord New Energy <br> Group Ltd.<br>| 1310000 | &nbsp;&nbsp; 69369 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Continental Aerospace <br> Technologies <br> Holding Ltd.<br>| 570000 | &nbsp;&nbsp; $10416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> Energy <br> Transportation Co. <br> Ltd., Class H<br>| 164000 | &nbsp;&nbsp; 133216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> Specialized Carriers <br> Co. Ltd., Class A<br>| 28300 | &nbsp;&nbsp; 26266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CQ Pharmaceutical <br> Holding Co. Ltd., <br> Class A<br>| 29600 | &nbsp;&nbsp; 21717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSPC Pharmaceutical <br> Group Ltd.<br>| 104000 | &nbsp;&nbsp; 130707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTS International <br> Logistics Corp. Ltd., <br> Class A<br>| 29200 | &nbsp;&nbsp; 25467 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Daan Gene Co. Ltd., <br> Class A<br>| 32400 | &nbsp;&nbsp; 31296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dalian Huarui Heavy <br> Industry Group Co. <br> Ltd., Class A<br>| 30200 | &nbsp;&nbsp; 25998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dashang Co. Ltd., <br> Class A<br>| 15266 | &nbsp;&nbsp; 41423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dawnrays <br> Pharmaceutical <br> Holdings Ltd.<br>| 128000 | &nbsp;&nbsp; 22471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deppon Logistics Co. <br> Ltd., Class A<br>| 15800 | &nbsp;&nbsp; 34130 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dezhan Healthcare <br> Co. Ltd., Class A<br>| 60500 | &nbsp;&nbsp; 40747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dian Diagnostics <br> Group Co. Ltd., <br> Class A<br>| 13600 | &nbsp;&nbsp; 30355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Digital China Group <br> Co. Ltd., Class A<br>| 6400 | &nbsp;&nbsp; 36693 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Digital China <br> Information Service <br> Group Co. Ltd., <br> Class A<br>| 17900 | &nbsp;&nbsp; 31896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongfang Electric <br> Corp. Ltd., Class H<br>| 42800 | &nbsp;&nbsp; 100445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongguan Aohai <br> Technology Co. <br> Ltd., Class A<br>| 2400 | &nbsp;&nbsp; 13115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongguan <br> Development <br> Holdings Co. Ltd., <br> Class A<br>| 12900 | &nbsp;&nbsp; 19722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongxing Securities <br> Co. Ltd., Class A<br>| 23800 | &nbsp;&nbsp; 36793 |
|  | Dongyue Group Ltd. | 306000 | &nbsp;&nbsp; 404453 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dynagreen <br> Environmental <br> Protection Group <br> Co. Ltd., Class H<br>| 62000 | &nbsp;&nbsp; $40039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eaglerise Electric & <br> Electronic China <br> Co. Ltd., Class A<br>| 9500 | &nbsp;&nbsp; 21329 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Easyhome New Retail <br> Group Co. Ltd., <br> Class A<br>| 62200 | &nbsp;&nbsp; 25640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; E-Commodities <br> Holdings Ltd.<br>| 368000 | &nbsp;&nbsp; 44966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Edvantage Group <br> Holdings Ltd.<br>| 80000 | &nbsp;&nbsp; 16826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EEKA Fashion <br> Holdings Ltd.<br>| 46000 | &nbsp;&nbsp; 39795 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Elion Energy Co. Ltd., <br> Class A<br>| 29100 | &nbsp;&nbsp; 283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Essex Bio-technology <br> Ltd.<br>| 22000 | &nbsp;&nbsp; 14419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eternal Asia Supply <br> Chain Management <br> Ltd., Class A<br>| 53500 | &nbsp;&nbsp; 33256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ever Sunshine <br> Services Group <br> Ltd.<br>| 126000 | &nbsp;&nbsp; 33259 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Everbright Securities <br> Co. Ltd., Class H<br>| 38400 | &nbsp;&nbsp; 51150 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Everest Medicines <br> Ltd.<br>| 9000 | &nbsp;&nbsp; 72877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fangda Carbon New <br> Material Co. Ltd., <br> Class A<br>| 30961 | &nbsp;&nbsp; 20584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fangda Special Steel <br> Technology Co. <br> Ltd., Class A<br>| 37300 | &nbsp;&nbsp; 30299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far East Smarter <br> Energy Co. Ltd., <br> Class A<br>| 35300 | &nbsp;&nbsp; 27120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FAWER Automotive <br> Parts Co. Ltd., <br> Class A<br>| 15600 | &nbsp;&nbsp; 12858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FESCO Group Co. <br> Ltd., Class A<br>| 4400 | &nbsp;&nbsp; 12825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fiberhome <br> Telecommunication <br> Technologies Co. <br> Ltd., Class A<br>| 10320 | &nbsp;&nbsp; 32137 |
| \* | FIH Mobile Ltd. | 74700 | &nbsp;&nbsp; 133158 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Financial Street <br> Holdings Co. Ltd., <br> Class A<br>| 71300 | &nbsp;&nbsp; 29017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flat Glass Group Co. <br> Ltd., Class H<br>| 54000 | &nbsp;&nbsp; 70035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fosun International <br> Ltd.<br>| 23500 | &nbsp;&nbsp; 16218 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fu Shou Yuan <br> International Group <br> Ltd.<br>| 221000 | &nbsp;&nbsp; $101565 |
|  | Fufeng Group Ltd. | 298000 | &nbsp;&nbsp; 329012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Star-net <br> Communication Co. <br> Ltd., Class A<br>| 13300 | &nbsp;&nbsp; 48987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Sunner <br> Development Co. <br> Ltd., Class A<br>| 21500 | &nbsp;&nbsp; 47608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fushun Special Steel <br> Co. Ltd., Class A<br>| 31300 | &nbsp;&nbsp; 24467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gansu Energy <br> Chemical Co. Ltd., <br> Class A<br>| 83500 | &nbsp;&nbsp; 28739 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gansu Jiu Steel <br> Group Hongxing <br> Iron & Steel Co. <br> Ltd., Class A<br>| 67400 | &nbsp;&nbsp; 16481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gansu Shangfeng <br> Cement Co. Ltd., <br> Class A<br>| 19300 | &nbsp;&nbsp; 23414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gansu Yasheng <br> Industrial Group Co. <br> Ltd., Class A<br>| 51300 | &nbsp;&nbsp; 21288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GCL Energy <br> Technology Co. <br> Ltd., Class A<br>| 18300 | &nbsp;&nbsp; 30840 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GDS Holdings Ltd. <br> (9698 HK), Class A<br>| 49400 | &nbsp;&nbsp; 222633 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gemdale Corp., <br> Class A<br>| 52200 | &nbsp;&nbsp; 27237 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gemdale Properties & <br> Investment Corp. <br> Ltd.<br>| 1408000 | &nbsp;&nbsp; 51150 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Genimous Technology <br> Co. Ltd., Class A<br>| 28400 | &nbsp;&nbsp; 34844 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Genscript Biotech <br> Corp.<br>| 126000 | &nbsp;&nbsp; 273282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GF Securities Co. <br> Ltd., Class H<br>| 140600 | &nbsp;&nbsp; 306986 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Global New Material <br> International <br> Holdings Ltd.<br>| 74000 | &nbsp;&nbsp; 48554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldenmax <br> International Group <br> Ltd., Class A<br>| 17200 | &nbsp;&nbsp; 28610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldwind Science & <br> Technology Co. <br> Ltd., Class H<br>| 94000 | &nbsp;&nbsp; 83442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goodbaby <br> International <br> Holdings Ltd.<br>| 168000 | &nbsp;&nbsp; 23419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grand Pharmaceutical <br> Group Ltd.<br>| 167000 | &nbsp;&nbsp; 184695 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Wall Motor Co. <br> Ltd., Class H<br>| 77500 | &nbsp;&nbsp; $126474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greentown China <br> Holdings Ltd.<br>| 213500 | &nbsp;&nbsp; 268547 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Greentown <br> Management <br> Holdings Co. Ltd.<br>| 102000 | &nbsp;&nbsp; 37030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greentown Service <br> Group Co. Ltd.<br>| 254000 | &nbsp;&nbsp; 154655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong <br> Advertising Group <br> Co. Ltd., Class A<br>| 27400 | &nbsp;&nbsp; 29936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong <br> Construction <br> Engineering Group <br> Co. Ltd., Class A<br>| 45100 | &nbsp;&nbsp; 22968 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Create <br> Century Intelligent <br> Equipment Group <br> Corp. Ltd., Class A<br>| 19900 | &nbsp;&nbsp; 22909 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong DFP New <br> Material Group Co. <br> Ltd.<br>| 47100 | &nbsp;&nbsp; 27090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Dongfang <br> Precision Science & <br> Technology Co. <br> Ltd., Class A<br>| 11900 | &nbsp;&nbsp; 23346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Dongpeng <br> Holdings Co. Ltd., <br> Class A<br>| 10200 | &nbsp;&nbsp; 8413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Dowstone <br> Technology Co. <br> Ltd., Class A<br>| 15500 | &nbsp;&nbsp; 36663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Fenghua <br> Advanced <br> Technology Holding <br> Co. Ltd., Class A<br>| 7000 | &nbsp;&nbsp; 13515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Guanhao <br> High-Tech Co. Ltd., <br> Class A<br>| 30200 | &nbsp;&nbsp; 13076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Kinlong <br> Hardware Products <br> Co. Ltd., Class A<br>| 6900 | &nbsp;&nbsp; 21196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Provincial <br> Expressway <br> Development Co. <br> Ltd., Class A<br>| 15200 | &nbsp;&nbsp; 26086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Vanward <br> New Electric Co. <br> Ltd., Class A<br>| 16800 | &nbsp;&nbsp; 27267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Xinbao <br> Electrical <br> Appliances Holdings <br> Co. Ltd., Class A<br>| 16100 | &nbsp;&nbsp; 32962 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Zhongnan <br> Iron & Steel Co. <br> Ltd., Class A<br>| 61700 | &nbsp;&nbsp; $25538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong <br> Zhongsheng <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 14400 | &nbsp;&nbsp; 39991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangshen Railway <br> Co. Ltd., Class H<br>| 282000 | &nbsp;&nbsp; 70314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangxi Liugong <br> Machinery Co. Ltd., <br> Class A<br>| 27400 | &nbsp;&nbsp; 40736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangxi LiuYao <br> Group Co. Ltd., <br> Class A<br>| 7200 | &nbsp;&nbsp; 18040 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangxi Wuzhou <br> Zhongheng Group <br> Co. Ltd., Class A<br>| 62000 | &nbsp;&nbsp; 23407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou <br> Baiyunshan <br> Pharmaceutical <br> Holdings Co. Ltd., <br> Class H<br>| 28000 | &nbsp;&nbsp; 64462 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Great <br> Power Energy & <br> Technology Co. <br> Ltd., Class A<br>| 7700 | &nbsp;&nbsp; 27478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Wondfo <br> Biotech Co. Ltd., <br> Class A<br>| 6400 | &nbsp;&nbsp; 21228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Zhujiang <br> Brewery Co. Ltd., <br> Class A<br>| 14900 | &nbsp;&nbsp; 21225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guilin Layn Natural <br> Ingredients Corp., <br> Class A<br>| 17200 | &nbsp;&nbsp; 19713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Chanhen <br> Chemical Corp., <br> Class A<br>| 6900 | &nbsp;&nbsp; 23567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Panjiang <br> Refined Coal Co. <br> Ltd., Class A<br>| 34800 | &nbsp;&nbsp; 24124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Tyre Co. Ltd., <br> Class A<br>| 34100 | &nbsp;&nbsp; 21421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Xinbang <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 48100 | &nbsp;&nbsp; 25068 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Zhenhua <br> E-chem, Inc., <br> Class A<br>| 13700 | &nbsp;&nbsp; 26115 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guoguang Electric Co. <br> Ltd., Class A<br>| 13500 | &nbsp;&nbsp; 28821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guomai Technologies, <br> Inc., Class A<br>| 10500 | &nbsp;&nbsp; 17659 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Guotai Haitong <br> Securities Co. Ltd., <br> Class H<br>| 47120 | &nbsp;&nbsp; $101719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haier Smart Home <br> Co. Ltd. (6690 HK), <br> Class H<br>| 154800 | &nbsp;&nbsp; 487678 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hainan Drinda New <br> Energy Technology <br> Co. Ltd., Class A<br>| 4600 | &nbsp;&nbsp; 27603 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hainan Haide Capital <br> Management Co. <br> Ltd., Class A<br>| 20500 | &nbsp;&nbsp; 18543 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hainan Meilan <br> International Airport <br> Co. Ltd., Class H<br>| 31000 | &nbsp;&nbsp; 42523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haitian International <br> Holdings Ltd.<br>| 72000 | &nbsp;&nbsp; 195174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hand Enterprise <br> Solutions Co. Ltd., <br> Class A<br>| 17400 | &nbsp;&nbsp; 45492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou GreatStar <br> Industrial Co. Ltd.<br>| 6900 | &nbsp;&nbsp; 29715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Haoyue <br> Personal Care Co. <br> Ltd., Class A<br>| 6160 | &nbsp;&nbsp; 33459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Huawang <br> New Material <br> Technology Co. <br> Ltd., Class A<br>| 14520 | &nbsp;&nbsp; 18189 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Iron & <br> Steel Co., Class A<br>| 18500 | &nbsp;&nbsp; 22801 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Lion <br> Microelectronics Co. <br> Ltd., Class A<br>| 7200 | &nbsp;&nbsp; 24581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Onechance <br> Tech Corp., <br> Class A<br>| 7200 | &nbsp;&nbsp; 25229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Oxygen <br> Plant Group Co. <br> Ltd., Class A<br>| 14900 | &nbsp;&nbsp; 45323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Robam <br> Appliances Co. Ltd., <br> Class A<br>| 14000 | &nbsp;&nbsp; 37070 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Tigermed <br> Consulting Co. Ltd. <br> (3347 HK), Class H<br>| 3100 | &nbsp;&nbsp; 22005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Han's Laser <br> Technology Industry <br> Group Co. Ltd., <br> Class A<br>| 8000 | &nbsp;&nbsp; 29932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanwei Electronics <br> Group Corp., <br> Class A<br>| 9600 | &nbsp;&nbsp; 57469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harbin Electric Co. <br> Ltd., Class H<br>| 158000 | &nbsp;&nbsp; 150622 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harbin Electric Corp. <br> Jiamusi Electric <br> Machine Co. Ltd., <br> Class A<br>| 16900 | &nbsp;&nbsp; $27082 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Harbin Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 25900 | &nbsp;&nbsp; 14548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HBIS Resources Co. <br> Ltd., Class A<br>| 10900 | &nbsp;&nbsp; 20939 |
| \*Ω | HBM Holdings Ltd. | 44000 | &nbsp;&nbsp; 52392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Health & Happiness <br> H&H International <br> Holdings Ltd.<br>| 54500 | &nbsp;&nbsp; 79449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hefei Urban <br> Construction <br> Development Co. <br> Ltd., Class A<br>| 3000 | &nbsp;&nbsp; 2866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HeiLongJiang ZBD <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 13800 | &nbsp;&nbsp; 24973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Helens International <br> Holdings Co. Ltd.<br>| 52000 | &nbsp;&nbsp; 8432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Liliang <br> Diamond Co. Ltd., <br> Class A<br>| 6400 | &nbsp;&nbsp; 26228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Mingtai Al <br> Industrial Co. Ltd., <br> Class A<br>| 20200 | &nbsp;&nbsp; 34606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Thinker <br> Automatic <br> Equipment Co. Ltd., <br> Class A<br>| 7840 | &nbsp;&nbsp; 31464 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Henan Yicheng New <br> Energy Co. Ltd., <br> Class A<br>| 13900 | &nbsp;&nbsp; 8418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Yuguang Gold <br> & Lead Co. Ltd., <br> Class A<br>| 23900 | &nbsp;&nbsp; 27063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Zhongyuan <br> Expressway Co. <br> Ltd., Class A<br>| 43100 | &nbsp;&nbsp; 27123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hengan International <br> Group Co. Ltd.<br>| 75500 | &nbsp;&nbsp; 225549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hengtong Logistics <br> Co. Ltd., Class A<br>| 8100 | &nbsp;&nbsp; 10978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hengyi Petrochemical <br> Co. Ltd., Class A<br>| 35500 | &nbsp;&nbsp; 29519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hexing Electrical Co. <br> Ltd., Class A<br>| 4200 | &nbsp;&nbsp; 15594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hitevision Co. Ltd., <br> Class A<br>| 7600 | &nbsp;&nbsp; 26158 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hongyuan Green <br> Energy Co. Ltd., <br> Class A<br>| 12600 | &nbsp;&nbsp; 33859 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hopson Development <br> Holdings Ltd.<br>| 228293 | &nbsp;&nbsp; 109913 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Horizon Construction <br> Development Ltd.<br>| 101000 | &nbsp;&nbsp; $14703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huadian Heavy <br> Industries Co. Ltd., <br> Class A<br>| 10800 | &nbsp;&nbsp; 9651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huafu Fashion Co. <br> Ltd., Class A<br>| 36000 | &nbsp;&nbsp; 23296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaihe Energy Group <br> Co. Ltd., Class A<br>| 68100 | &nbsp;&nbsp; 33319 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Huapont Life Sciences <br> Co. Ltd., Class A<br>| 24200 | &nbsp;&nbsp; 14710 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Huatai Securities Co. <br> Ltd., Class H<br>| 167600 | &nbsp;&nbsp; 385743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaxin Cement Co. <br> Ltd. (6655 HK), <br> Class H<br>| 47800 | &nbsp;&nbsp; 78335 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Broadcasting & <br> Television <br> Information Network <br> Co. Ltd., Class A<br>| 35500 | &nbsp;&nbsp; 26855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Chutian Smart <br> Communication Co. <br> Ltd., Class A<br>| 20700 | &nbsp;&nbsp; 12271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Yihua Chemical <br> Industry Co. Ltd., <br> Class A<br>| 11300 | &nbsp;&nbsp; 21298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Zhenhua <br> Chemical Co. Ltd., <br> Class A<br>| 16100 | &nbsp;&nbsp; 31883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huishang Bank Corp. <br> Ltd., Class H<br>| 135800 | &nbsp;&nbsp; 57019 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Er-Kang <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 53300 | &nbsp;&nbsp; 34581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Gold Corp. <br> Ltd., Class A<br>| 17160 | &nbsp;&nbsp; 42317 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hygeia Healthcare <br> Holdings Co. Ltd.<br>| 68200 | &nbsp;&nbsp; 148202 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HyUnion Holding Co. <br> Ltd., Class A<br>| 23200 | &nbsp;&nbsp; 31554 |
|  | IKD Co. Ltd., Class A | 17400 | &nbsp;&nbsp; 41800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Infore Environment <br> Technology Group <br> Co. Ltd., Class A<br>| 39700 | &nbsp;&nbsp; 36577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inmyshow Digital <br> Technology Group <br> Co. Ltd., Class A<br>| 30000 | &nbsp;&nbsp; 21174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inner Mongolia Berun <br> Chemical Co. Ltd., <br> Class A<br>| 32500 | &nbsp;&nbsp; 26017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inner Mongolia Dian <br> Tou Energy Corp. <br> Ltd., Class A<br>| 7900 | &nbsp;&nbsp; 22090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inspur Digital <br> Enterprise <br> Technology Ltd.<br>| 56000 | &nbsp;&nbsp; 74258 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intron Technology <br> Holdings Ltd.<br>| 46000 | &nbsp;&nbsp; $8604 |
| \* | iQIYI, Inc., ADR | 38927 | &nbsp;&nbsp; 71626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jade Bird Fire Co. <br> Ltd., Class A<br>| 19920 | &nbsp;&nbsp; 28810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jangho Group Co. <br> Ltd., Class A<br>| 27400 | &nbsp;&nbsp; 29883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jason Furniture <br> Hangzhou Co. Ltd., <br> Class A<br>| 6300 | &nbsp;&nbsp; 22197 |
| \*Ω | JD Logistics, Inc. | 266400 | &nbsp;&nbsp; 461676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiang Su Suyan <br> Jingshen Co. Ltd., <br> Class A<br>| 17200 | &nbsp;&nbsp; 25044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangling Motors Corp. <br> Ltd., Class A<br>| 9400 | &nbsp;&nbsp; 27580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Asia-Pacific <br> Light Alloy <br> Technology Co. <br> Ltd., Class A<br>| 31400 | &nbsp;&nbsp; 25741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Azure Corp., <br> Class A<br>| 17900 | &nbsp;&nbsp; 35796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Broadcasting <br> Cable Information <br> Network Corp. Ltd., <br> Class A<br>| 56000 | &nbsp;&nbsp; 27688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Changshu <br> Automotive Trim <br> Group Co. Ltd., <br> Class A<br>| 8600 | &nbsp;&nbsp; 15917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Dingsheng <br> New Energy <br> Materials Co. Ltd., <br> Class A<br>| 28900 | &nbsp;&nbsp; 36959 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu General <br> Science Technology <br> Co. Ltd., Class A<br>| 27500 | &nbsp;&nbsp; 17738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Guomao <br> Reducer Co. Ltd., <br> Class A<br>| 17300 | &nbsp;&nbsp; 35512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Haili Wind <br> Power Equipment <br> Technology Co. <br> Ltd., Class A<br>| 1700 | &nbsp;&nbsp; 15705 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu High Hope <br> International Group <br> Corp., Class A<br>| 56400 | &nbsp;&nbsp; 23257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Huachang <br> Chemical Co. Ltd., <br> Class A<br>| 23300 | &nbsp;&nbsp; 22057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Jiangyin Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 33300 | &nbsp;&nbsp; 21558 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Kanion <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 8500 | &nbsp;&nbsp; 20820 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Lihua Foods <br> Group Co. Ltd.<br>| 7900 | &nbsp;&nbsp; $21219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Pacific Quartz <br> Co. Ltd., Class A<br>| 6800 | &nbsp;&nbsp; 33004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Provincial <br> Agricultural <br> Reclamation & <br> Development Corp., <br> Class A<br>| 11400 | &nbsp;&nbsp; 15369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Shentong <br> Valve Co. Ltd., <br> Class A<br>| 12800 | &nbsp;&nbsp; 24190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Shuangxing <br> Color Plastic New <br> Materials Co. Ltd., <br> Class A<br>| 34900 | &nbsp;&nbsp; 27409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Suzhou Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 35860 | &nbsp;&nbsp; 26590 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Yinhe <br> Electronics Co. Ltd., <br> Class A<br>| 36400 | &nbsp;&nbsp; 25201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Zhangjiagang <br> Rural Commercial <br> Bank Co. Ltd., <br> Class A<br>| 34600 | &nbsp;&nbsp; 21526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Zijin Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 90600 | &nbsp;&nbsp; 37742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi Bank Co. Ltd., <br> Class H<br>| 71500 | &nbsp;&nbsp; 6280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi Ganyue <br> Expressway Co. <br> Ltd., Class A<br>| 32800 | &nbsp;&nbsp; 23081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi Guotai Group <br> Co. Ltd., Class A<br>| 13300 | &nbsp;&nbsp; 23855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiaozuo Wanfang <br> Aluminum <br> Manufacturing Co. <br> Ltd., Class A<br>| 13200 | &nbsp;&nbsp; 15238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jihua Group Corp. <br> Ltd., Class A<br>| 67000 | &nbsp;&nbsp; 37682 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jilin Chemical Fibre, <br> Class A<br>| 39400 | &nbsp;&nbsp; 22107 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Jilin Jiutai Rural <br> Commercial Bank <br> Corp. Ltd., Class H<br>| 35652 | &nbsp;&nbsp; 1408 |
| #†† | &nbsp;&nbsp;&nbsp;&nbsp; Jinchuan Group <br> International <br> Resources Co. Ltd.<br>| 425000 | &nbsp;&nbsp; 25987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jingjin Equipment, <br> Inc., Class A<br>| 7900 | &nbsp;&nbsp; 17130 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jinke Smart Services <br> Group Co. Ltd., <br> Class H<br>| 29900 | &nbsp;&nbsp; 25767 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JinkoSolar Holding <br> Co. Ltd., ADR<br>| 8667 | &nbsp;&nbsp; $190154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinlei Technology Co. <br> Ltd., Class A<br>| 10000 | &nbsp;&nbsp; 29531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinmao Property <br> Services Co. Ltd.<br>| 15891 | &nbsp;&nbsp; 6337 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Jinxin Fertility Group <br> Ltd.<br>| 449000 | &nbsp;&nbsp; 190727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinyu Bio-Technology <br> Co. Ltd., Class A<br>| 23800 | &nbsp;&nbsp; 28339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jizhong Energy <br> Resources Co. Ltd., <br> Class A<br>| 31400 | &nbsp;&nbsp; 26031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Joincare <br> Pharmaceutical <br> Group Industry Co. <br> Ltd., Class A<br>| 19800 | &nbsp;&nbsp; 34887 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jolywood Suzhou <br> Sunwatt Co. Ltd., <br> Class A<br>| 28100 | &nbsp;&nbsp; 23653 |
| \* | Joy City Property Ltd. | 738000 | &nbsp;&nbsp; 34785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JS Corrugating <br> Machinery Co. Ltd., <br> Class A<br>| 15100 | &nbsp;&nbsp; 24137 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; JS Global Lifestyle <br> Co. Ltd.<br>| 189500 | &nbsp;&nbsp; 42468 |
|  | JSTI Group, Class A | 22800 | &nbsp;&nbsp; 30385 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ju Teng International <br> Holdings Ltd.<br>| 116000 | &nbsp;&nbsp; 18433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Juewei Food Co. Ltd., <br> Class A<br>| 8600 | &nbsp;&nbsp; 18125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jutal Offshore Oil <br> Services Ltd.<br>| 94000 | &nbsp;&nbsp; 7770 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; JY Grandmark <br> Holdings Ltd.<br>| 50000 | &nbsp;&nbsp; 1891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kailuan Energy <br> Chemical Co. Ltd., <br> Class A<br>| 9400 | &nbsp;&nbsp; 7884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaishan Group Co. <br> Ltd., Class A<br>| 16700 | &nbsp;&nbsp; 31469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kangji Medical <br> Holdings Ltd.<br>| 59000 | &nbsp;&nbsp; 63284 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; KBC Corp. Ltd., <br> Class A<br>| 4419 | &nbsp;&nbsp; 16235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keda Industrial Group <br> Co. Ltd., Class A<br>| 10800 | &nbsp;&nbsp; 15926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keshun Waterproof <br> Technologies Co. <br> Ltd., Class A<br>| 33700 | &nbsp;&nbsp; 24743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinetic Development <br> Group Ltd.<br>| 442000 | &nbsp;&nbsp; 72737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingboard Holdings <br> Ltd.<br>| 115000 | &nbsp;&nbsp; 411945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingboard Laminates <br> Holdings Ltd.<br>| 110500 | &nbsp;&nbsp; 141876 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingfa Sci & Tech Co. <br> Ltd., Class A<br>| 15600 | &nbsp;&nbsp; $27317 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kingsoft Cloud <br> Holdings Ltd.<br>| 64000 | &nbsp;&nbsp; 62456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuangda Technology <br> Group Co. Ltd., <br> Class A<br>| 42400 | &nbsp;&nbsp; 29844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kunlun Energy Co. <br> Ltd.<br>| 756000 | &nbsp;&nbsp; 728293 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lanzhou LS Heavy <br> Equipment Co. Ltd., <br> Class A<br>| 26900 | &nbsp;&nbsp; 28761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lao Feng Xiang Co. <br> Ltd., Class A<br>| 5000 | &nbsp;&nbsp; 32683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Laobaixing Pharmacy <br> Chain JSC, <br> Class A<br>| 9100 | &nbsp;&nbsp; 24666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Launch Tech Co. Ltd., <br> Class H<br>| 33500 | &nbsp;&nbsp; 50156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lee & Man Chemical <br> Co. Ltd.<br>| 38000 | &nbsp;&nbsp; 20033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lee & Man Paper <br> Manufacturing Ltd.<br>| 299000 | &nbsp;&nbsp; 99072 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Legend Holdings <br> Corp., Class H<br>| 84000 | &nbsp;&nbsp; 106565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leo Group Co. Ltd., <br> Class A<br>| 52500 | &nbsp;&nbsp; 27930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leoch International <br> Technology Ltd.<br>| 116000 | &nbsp;&nbsp; 28581 |
|  | Li Ning Co. Ltd. | 352500 | &nbsp;&nbsp; 746838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lianhe Chemical <br> Technology Co. <br> Ltd., Class A<br>| 24900 | &nbsp;&nbsp; 35735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liaoning Port Co. Ltd., <br> Class H<br>| 284000 | &nbsp;&nbsp; 29632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lier Chemical Co. <br> Ltd., Class A<br>| 13600 | &nbsp;&nbsp; 24127 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Lifetech Scientific <br> Corp.<br>| 370000 | &nbsp;&nbsp; 95847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lingbao Gold Group <br> Co. Ltd., Class H<br>| 46000 | &nbsp;&nbsp; 59368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Livzon Pharmaceutical <br> Group, Inc., <br> Class H<br>| 6400 | &nbsp;&nbsp; 30635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lizhong Sitong Light <br> Alloys Group Co. <br> Ltd., Class A<br>| 8100 | &nbsp;&nbsp; 20183 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; LK Technology <br> Holdings Ltd.<br>| 22500 | &nbsp;&nbsp; 9060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Loncin Motor Co. Ltd., <br> Class A<br>| 26700 | &nbsp;&nbsp; 44584 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Longfor Group <br> Holdings Ltd.<br>| 198500 | &nbsp;&nbsp; 247065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Longhua Technology <br> Group Luoyang Co. <br> Ltd., Class A<br>| 28700 | &nbsp;&nbsp; 35125 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Longshine Technology <br> Group Co. Ltd., <br> Class A<br>| 8900 | &nbsp;&nbsp; $25109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lucky Harvest Co. <br> Ltd., Class A<br>| 8580 | &nbsp;&nbsp; 48692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luenmei Quantum Co. <br> Ltd., Class A<br>| 29100 | &nbsp;&nbsp; 24263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luoniushan Co. Ltd., <br> Class A<br>| 25900 | &nbsp;&nbsp; 22719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luoyang Xinqianglian <br> Slewing Bearing <br> Co. Ltd., Class A<br>| 8700 | &nbsp;&nbsp; 39996 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Luye Pharma Group <br> Ltd.<br>| 231000 | &nbsp;&nbsp; 126395 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Maanshan Iron & <br> Steel Co. Ltd., <br> Class H<br>| 68000 | &nbsp;&nbsp; 18862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maccura <br> Biotechnology Co. <br> Ltd., Class A<br>| 14000 | &nbsp;&nbsp; 24895 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Maoyan <br> Entertainment<br>| 99400 | &nbsp;&nbsp; 98554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meilleure Health <br> International <br> Industry Group Ltd.<br>| 432000 | &nbsp;&nbsp; 13638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meinian Onehealth <br> Healthcare Holdings <br> Co. Ltd., Class A<br>| 66600 | &nbsp;&nbsp; 47247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mesnac Co. Ltd., <br> Class A<br>| 22100 | &nbsp;&nbsp; 26462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metallurgical Corp. of <br> China Ltd., Class H<br>| 528000 | &nbsp;&nbsp; 114306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; M-Grass Ecology & <br> Environment Group <br> Co. Ltd., Class A<br>| 29600 | &nbsp;&nbsp; 17392 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Microport Cardioflow <br> Medtech Corp.<br>| 112000 | &nbsp;&nbsp; 19880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Milkyway Intelligent <br> Supply Chain <br> Service Group Co. <br> Ltd., Class A<br>| 1600 | &nbsp;&nbsp; 11896 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Minmetals <br> Development Co. <br> Ltd., Class A<br>| 21300 | &nbsp;&nbsp; 23565 |
| \* | Minmetals Land Ltd. | 340000 | &nbsp;&nbsp; 17693 |
|  | Minth Group Ltd. | 142000 | &nbsp;&nbsp; 468747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MLS Co. Ltd., <br> Class A<br>| 24900 | &nbsp;&nbsp; 29190 |
| \* | MMG Ltd. | 487199 | &nbsp;&nbsp; 236886 |
| \*Ω | Mobvista, Inc. | 49000 | &nbsp;&nbsp; 55775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Moon Environment <br> Technology Co. <br> Ltd., Class A<br>| 19760 | &nbsp;&nbsp; 34954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Morimatsu <br> International <br> Holdings Co. Ltd.<br>| 56000 | &nbsp;&nbsp; 64714 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanhua Futures Co. <br> Ltd., Class A<br>| 12200 | &nbsp;&nbsp; $38583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NanJi E-Commerce <br> Co. Ltd., Class A<br>| 28700 | &nbsp;&nbsp; 14768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing Hanrui Cobalt <br> Co. Ltd., Class A<br>| 6400 | &nbsp;&nbsp; 32548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing Iron & Steel <br> Co. Ltd., Class A<br>| 75000 | &nbsp;&nbsp; 47351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 31500 | &nbsp;&nbsp; 22713 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing Tanker Corp., <br> Class A<br>| 66500 | &nbsp;&nbsp; 26307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing Xinjiekou <br> Department Store <br> Co. Ltd., Class A<br>| 33700 | &nbsp;&nbsp; 34918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nantong Jiangshan <br> Agrochemical & <br> Chemical LLC, <br> Class A<br>| 9900 | &nbsp;&nbsp; 30882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NetDragon Websoft <br> Holdings Ltd.<br>| 13500 | &nbsp;&nbsp; 18646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neusoft Corp., <br> Class A<br>| 20400 | &nbsp;&nbsp; 27798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New China Life <br> Insurance Co. Ltd., <br> Class H<br>| 153600 | &nbsp;&nbsp; 982873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Newland Digital <br> Technology Co. <br> Ltd., Class A<br>| 4000 | &nbsp;&nbsp; 16547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nexteer Automotive <br> Group Ltd.<br>| 193000 | &nbsp;&nbsp; 144026 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nine Dragons Paper <br> Holdings Ltd.<br>| 280000 | &nbsp;&nbsp; 153549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Boway Alloy <br> Material Co. Ltd., <br> Class A<br>| 8400 | &nbsp;&nbsp; 20735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Huaxiang <br> Electronic Co. Ltd., <br> Class A<br>| 10600 | &nbsp;&nbsp; 29434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Jintian Copper <br> Group Co. Ltd., <br> Class A<br>| 30400 | &nbsp;&nbsp; 32976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Joyson <br> Electronic Corp., <br> Class A<br>| 11500 | &nbsp;&nbsp; 29168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Peacebird <br> Fashion Co. Ltd., <br> Class A<br>| 11800 | &nbsp;&nbsp; 23546 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Shanshan Co. <br> Ltd., Class A<br>| 38300 | &nbsp;&nbsp; 53429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Xusheng <br> Group Co. Ltd., <br> Class A<br>| 12600 | &nbsp;&nbsp; 23204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Yunsheng Co. <br> Ltd., Class A<br>| 10700 | &nbsp;&nbsp; 17632 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NKY Medical Holdings <br> Ltd., Class A<br>| 13700 | &nbsp;&nbsp; $31568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Norinco International <br> Cooperation Ltd., <br> Class A<br>| 22300 | &nbsp;&nbsp; 34064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North Chemical <br> Industries Co. Ltd., <br> Class A<br>| 15200 | &nbsp;&nbsp; 35700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North China <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 34500 | &nbsp;&nbsp; 33001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North Huajin Chemical <br> Industries Co. Ltd., <br> Class A<br>| 38800 | &nbsp;&nbsp; 28195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northeast <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 35500 | &nbsp;&nbsp; 30776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northeast Securities <br> Co. Ltd., Class A<br>| 28400 | &nbsp;&nbsp; 32434 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nuode New Materials <br> Co. Ltd., Class A<br>| 10200 | &nbsp;&nbsp; 8859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Offshore Oil <br> Engineering Co. <br> Ltd., Class A<br>| 33800 | &nbsp;&nbsp; 25890 |
|  | Onewo, Inc., Class H | 31900 | &nbsp;&nbsp; 91074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Opple Lighting Co. <br> Ltd., Class A<br>| 7800 | &nbsp;&nbsp; 20028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ORG Technology Co. <br> Ltd., Class A<br>| 58200 | &nbsp;&nbsp; 43543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orient International <br> Enterprise Ltd., <br> Class A<br>| 9500 | &nbsp;&nbsp; 9773 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Orient Securities Co. <br> Ltd., Class H<br>| 164400 | &nbsp;&nbsp; 158049 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Energy Co. <br> Ltd., Class A<br>| 17600 | &nbsp;&nbsp; 25098 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PCI Technology Group <br> Co. Ltd., Class A<br>| 40700 | &nbsp;&nbsp; 32322 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Pengdu Agriculture & <br> Animal Husbandry <br> Co. Ltd., Class A<br>| 164500 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PharmaBlock <br> Sciences Nanjing, <br> Inc., Class A<br>| 5300 | &nbsp;&nbsp; 36167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PhiChem Corp., <br> Class A<br>| 13700 | &nbsp;&nbsp; 37330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pingdingshan Tianan <br> Coal Mining Co. <br> Ltd., Class A<br>| 21000 | &nbsp;&nbsp; 23112 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Polaris Bay Group Co. <br> Ltd., Class A<br>| 19700 | &nbsp;&nbsp; 19936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Poly Property Group <br> Co. Ltd.<br>| 201637 | &nbsp;&nbsp; 39751 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Poly Property <br> Services Co. Ltd., <br> Class H<br>| 16000 | &nbsp;&nbsp; $71015 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Porton Pharma <br> Solutions Ltd., <br> Class A<br>| 6900 | &nbsp;&nbsp; 22677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prinx Chengshan <br> Holdings Ltd.<br>| 20000 | &nbsp;&nbsp; 19873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pylon Technologies <br> Co. Ltd., Class A<br>| 3881 | &nbsp;&nbsp; 23062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Q Technology Group <br> Co. Ltd.<br>| 123000 | &nbsp;&nbsp; 185397 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Qinchuan Machine <br> Tool & Tool Group <br> Share Co. Ltd., <br> Class A<br>| 21100 | &nbsp;&nbsp; 35289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao East Steel <br> Tower Stock Co. <br> Ltd., Class A<br>| 38100 | &nbsp;&nbsp; 51826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Eastsoft <br> Communication <br> Technology Co. <br> Ltd., Class A<br>| 7100 | &nbsp;&nbsp; 16817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Gon <br> Technology Co. <br> Ltd., Class A<br>| 3600 | &nbsp;&nbsp; 17996 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Port <br> International Co. <br> Ltd., Class H<br>| 87000 | &nbsp;&nbsp; 72328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Rural <br> Commercial Bank <br> Corp., Class A<br>| 127700 | &nbsp;&nbsp; 62070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Sentury Tire <br> Co. Ltd., Class A<br>| 8600 | &nbsp;&nbsp; 22861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qinghai Huzhu <br> TianYouDe <br> Highland Barley <br> Spirit Co. Ltd., <br> Class A<br>| 13100 | &nbsp;&nbsp; 17944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qinhuangdao Port Co. <br> Ltd., Class H<br>| 74500 | &nbsp;&nbsp; 20882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rainbow Digital <br> Commercial Co. <br> Ltd., Class A<br>| 38250 | &nbsp;&nbsp; 30041 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Red Star Macalline <br> Group Corp. Ltd., <br> Class H<br>| 122000 | &nbsp;&nbsp; 24356 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Redco Properties <br> Group Ltd.<br>| 156000 | &nbsp;&nbsp; 2108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Renhe Pharmacy Co. <br> Ltd., Class A<br>| 26500 | &nbsp;&nbsp; 21639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rianlon Corp., <br> Class A<br>| 6700 | &nbsp;&nbsp; 29284 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Risen Energy Co. <br> Ltd., Class A<br>| 14900 | &nbsp;&nbsp; 20954 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riyue Heavy Industry <br> Co. Ltd., Class A<br>| 12300 | &nbsp;&nbsp; $20673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rizhao Port Co. Ltd., <br> Class A<br>| 56400 | &nbsp;&nbsp; 25068 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RongFa Nuclear <br> Equipment Co. Ltd., <br> Class A<br>| 49300 | &nbsp;&nbsp; 53110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Runjian Co. Ltd., <br> Class A<br>| 3100 | &nbsp;&nbsp; 18815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanjiang Shopping <br> Club Co. Ltd., <br> Class A<br>| 12600 | &nbsp;&nbsp; 19821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanquan Food Co. <br> Ltd., Class A<br>| 7110 | &nbsp;&nbsp; 10905 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sansteel Minguang <br> Co. Ltd. Fujian, <br> Class A<br>| 54900 | &nbsp;&nbsp; 37690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sansure Biotech, Inc., <br> Class A<br>| 9291 | &nbsp;&nbsp; 28381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sany Heavy <br> Equipment <br> International <br> Holdings Co. Ltd.<br>| 209000 | &nbsp;&nbsp; 196019 |
| \* | Seazen Group Ltd. | 568000 | &nbsp;&nbsp; 181059 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seazen Holdings Co. <br> Ltd., Class A<br>| 16700 | &nbsp;&nbsp; 33819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; S-Enjoy Service <br> Group Co. Ltd.<br>| 63000 | &nbsp;&nbsp; 22471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shaanxi Construction <br> Engineering Group <br> Corp. Ltd., Class A<br>| 44500 | &nbsp;&nbsp; 24035 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shaanxi Heimao <br> Coking Co. Ltd., <br> Class A<br>| 58400 | &nbsp;&nbsp; 29244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Bohui <br> Paper Industrial Co. <br> Ltd., Class A<br>| 30100 | &nbsp;&nbsp; 20398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Dongyue <br> Silicone Material <br> Co. Ltd., Class A<br>| 23500 | &nbsp;&nbsp; 31803 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Haihua Co. <br> Ltd., Class A<br>| 23600 | &nbsp;&nbsp; 19447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Hi-Speed <br> Road & Bridge <br> Group Co. Ltd., <br> Class A<br>| 14900 | &nbsp;&nbsp; 12102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Huatai <br> Paper Industry <br> Shareholding Co. <br> Ltd., Class A<br>| 46100 | &nbsp;&nbsp; 22401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Humon <br> Smelting Co. Ltd., <br> Class A<br>| 11000 | &nbsp;&nbsp; 17732 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Jincheng <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 10900 | &nbsp;&nbsp; $28146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Jinjing <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 31900 | &nbsp;&nbsp; 22482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Lukang <br> Pharma, Class A<br>| 17900 | &nbsp;&nbsp; 26089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong <br> Pharmaceutical <br> Glass Co. Ltd., <br> Class A<br>| 6300 | &nbsp;&nbsp; 19877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Publishing <br> & Media Co. Ltd., <br> Class A<br>| 16300 | &nbsp;&nbsp; 20390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Weifang <br> Rainbow Chemical <br> Co. Ltd., Class A<br>| 2000 | &nbsp;&nbsp; 17603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Weigao <br> Group Medical <br> Polymer Co. Ltd., <br> Class H<br>| 284000 | &nbsp;&nbsp; 249752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong WIT Dyne <br> Health Co. Ltd., <br> Class A<br>| 6000 | &nbsp;&nbsp; 27538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Xiantan Co. <br> Ltd., Class A<br>| 11300 | &nbsp;&nbsp; 9591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Xinhua <br> Pharmaceutical Co. <br> Ltd., Class H<br>| 32000 | &nbsp;&nbsp; 32952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Yisheng <br> Livestock & Poultry <br> Breeding Co. Ltd., <br> Class A<br>| 10300 | &nbsp;&nbsp; 12677 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Aerospace <br> Automobile <br> Electromechanical <br> Co. Ltd., Class A<br>| 15500 | &nbsp;&nbsp; 15497 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Aiko Solar <br> Energy Co. Ltd., <br> Class A<br>| 10800 | &nbsp;&nbsp; 20968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Bailian <br> Group Co. Ltd., <br> Class A<br>| 25800 | &nbsp;&nbsp; 35229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Bright Meat <br> Group Co. Ltd., <br> Class A<br>| 27000 | &nbsp;&nbsp; 28511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Datun <br> Energy Resources <br> Co. Ltd., Class A<br>| 13300 | &nbsp;&nbsp; 22095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Environment <br> Group Co. Ltd., <br> Class A<br>| 21400 | &nbsp;&nbsp; 23925 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Fosun <br> Pharmaceutical <br> Group Co. Ltd., <br> Class H<br>| 11500 | &nbsp;&nbsp; $28065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Gench <br> Education Group <br> Ltd.<br>| 16500 | &nbsp;&nbsp; 6041 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Haohai <br> Biological <br> Technology Co. <br> Ltd., Class H<br>| 6400 | &nbsp;&nbsp; 22896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Huayi <br> Group Co. Ltd., <br> Class A<br>| 22900 | &nbsp;&nbsp; 26401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Industrial <br> Holdings Ltd.<br>| 81000 | &nbsp;&nbsp; 151000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Kaibao <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 24600 | &nbsp;&nbsp; 23197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Mechanical <br> & Electrical Industry <br> Co. Ltd., Class A<br>| 17300 | &nbsp;&nbsp; 60912 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Milkground <br> Food Tech Co. Ltd., <br> Class A<br>| 8700 | &nbsp;&nbsp; 32183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai <br> Pharmaceuticals <br> Holding Co. Ltd., <br> Class H<br>| 135800 | &nbsp;&nbsp; 216582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Pret <br> Composites Co. <br> Ltd., Class A<br>| 17300 | &nbsp;&nbsp; 28790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai QiFan <br> Cable Co. Ltd., <br> Class A<br>| 9600 | &nbsp;&nbsp; 20663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Runda <br> Medical Technology <br> Co. Ltd., Class A<br>| 10500 | &nbsp;&nbsp; 26760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Shyndec <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 12100 | &nbsp;&nbsp; 19257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Tongji <br> Science & <br> Technology <br> Industrial Co. Ltd., <br> Class A<br>| 17400 | &nbsp;&nbsp; 25110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Tunnel <br> Engineering Co. <br> Ltd., Class A<br>| 53000 | &nbsp;&nbsp; 48677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Waigaoqiao <br> Free Trade Zone <br> Group Co. Ltd., <br> Class A<br>| 11000 | &nbsp;&nbsp; 17049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Zhenhua <br> Heavy Industries <br> Co. Ltd., Class A<br>| 45100 | &nbsp;&nbsp; 28579 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Zhonggu <br> Logistics Co. Ltd., <br> Class A<br>| 26300 | &nbsp;&nbsp; $36098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Zijiang <br> Enterprise Group <br> Co. Ltd., Class A<br>| 15300 | &nbsp;&nbsp; 13347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shantui Construction <br> Machinery Co. Ltd., <br> Class A<br>| 17600 | &nbsp;&nbsp; 24342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Blue Flame <br> Holding Co. Ltd., <br> Class A<br>| 27000 | &nbsp;&nbsp; 26316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Coal <br> International Energy <br> Group Co. Ltd., <br> Class A<br>| 14800 | &nbsp;&nbsp; 19711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Coking Co. <br> Ltd., Class A<br>| 36800 | &nbsp;&nbsp; 19929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Hi-speed <br> Group Co. Ltd., <br> Class A<br>| 32600 | &nbsp;&nbsp; 22274 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Lanhua <br> Sci-Tech Venture <br> Co. Ltd., Class A<br>| 25480 | &nbsp;&nbsp; 23739 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Meijin Energy <br> Co. Ltd., Class A<br>| 37100 | &nbsp;&nbsp; 23488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Securities Co. <br> Ltd., Class A<br>| 33600 | &nbsp;&nbsp; 28678 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Shengjing Bank Co. <br> Ltd., Class H<br>| 95000 | &nbsp;&nbsp; 14423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenma Industry Co. <br> Ltd., Class A<br>| 26406 | &nbsp;&nbsp; 32508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Agricultural <br> Power Group Co. <br> Ltd., Class A<br>| 12300 | &nbsp;&nbsp; 11100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Airport Co. <br> Ltd., Class A<br>| 36800 | &nbsp;&nbsp; 36044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Aisidi Co. <br> Ltd., Class A<br>| 14000 | &nbsp;&nbsp; 24348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Center <br> Power Tech Co. <br> Ltd., Class A<br>| 10500 | &nbsp;&nbsp; 23638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Cereals <br> Holdings Co. Ltd., <br> Class A<br>| 20900 | &nbsp;&nbsp; 19756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Colibri <br> Technologies Co. <br> Ltd., Class A<br>| 11800 | &nbsp;&nbsp; 27365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Das <br> Intellitech Co. Ltd., <br> Class A<br>| 65900 | &nbsp;&nbsp; 30358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Desay <br> Battery Technology <br> Co., Class A<br>| 5980 | &nbsp;&nbsp; 18875 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Dynanonic <br> Co. Ltd., Class A<br>| 5800 | &nbsp;&nbsp; 26529 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Everwin <br> Precision <br> Technology Co. <br> Ltd., Class A<br>| 8300 | &nbsp;&nbsp; $26074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Fuanna <br> Bedding & <br> Furnishing Co. Ltd., <br> Class A<br>| 18500 | &nbsp;&nbsp; 18551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Gas Corp. <br> Ltd., Class A<br>| 31800 | &nbsp;&nbsp; 28469 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Gongjin <br> Electronics Co. Ltd., <br> Class A<br>| 18500 | &nbsp;&nbsp; 28448 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Hepalink <br> Pharmaceutical <br> Group Co. Ltd., <br> Class H<br>| 23500 | &nbsp;&nbsp; 19191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Hopewind <br> Electric Co. Ltd., <br> Class A<br>| 11200 | &nbsp;&nbsp; 58965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen <br> International <br> Holdings Ltd.<br>| 306021 | &nbsp;&nbsp; 306005 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Investment <br> Ltd.<br>| 186000 | &nbsp;&nbsp; 21264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Invt Electric <br> Co. Ltd., Class A<br>| 20200 | &nbsp;&nbsp; 22827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Jinjia <br> Group Co. Ltd., <br> Class A<br>| 40200 | &nbsp;&nbsp; 22150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Jufei <br> Optoelectronics Co. <br> Ltd., Class A<br>| 22000 | &nbsp;&nbsp; 19037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Kedali <br> Industry Co. Ltd., <br> Class A<br>| 2100 | &nbsp;&nbsp; 31839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Kingkey <br> Smart Agriculture <br> Times Co. Ltd., <br> Class A<br>| 9100 | &nbsp;&nbsp; 19802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Kinwong <br> Electronic Co. Ltd., <br> Class A<br>| 8200 | &nbsp;&nbsp; 75423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Laibao <br> Hi-tech Co. Ltd., <br> Class A<br>| 13600 | &nbsp;&nbsp; 19626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Leaguer <br> Co. Ltd., Class A<br>| 19200 | &nbsp;&nbsp; 21638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Microgate <br> Technology Co. <br> Ltd., Class A<br>| 16900 | &nbsp;&nbsp; 26775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen MTC Co. <br> Ltd., Class A<br>| 47100 | &nbsp;&nbsp; 29389 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Neptunus <br> Bioengineering Co. <br> Ltd., Class A<br>| 69600 | &nbsp;&nbsp; 26595 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen New <br> Nanshan Holding <br> Group Co. Ltd., <br> Class A<br>| 67000 | &nbsp;&nbsp; $26238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Noposin <br> Crop Science Co. <br> Ltd., Class A<br>| 11900 | &nbsp;&nbsp; 18676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Pagoda <br> Industrial Group <br> Corp. Ltd.<br>| 104000 | &nbsp;&nbsp; 21866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen SC New <br> Energy Technology <br> Corp., Class A<br>| 4900 | &nbsp;&nbsp; 37475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Senior <br> Technology Material <br> Co. Ltd., Class A<br>| 20700 | &nbsp;&nbsp; 33363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Tagen <br> Group Co. Ltd., <br> Class A<br>| 43000 | &nbsp;&nbsp; 21182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Topband <br> Co. Ltd., Class A<br>| 16700 | &nbsp;&nbsp; 32067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Woer <br> Heat-Shrinkable <br> Material Co. Ltd., <br> Class A<br>| 17300 | &nbsp;&nbsp; 55836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Yinghe <br> Technology Co. <br> Ltd., Class A<br>| 7600 | &nbsp;&nbsp; 21708 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Zhenye <br> Group Co. Ltd., <br> Class A<br>| 14700 | &nbsp;&nbsp; 12592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Zhongjin <br> Lingnan Nonfemet <br> Co. Ltd., Class A<br>| 59400 | &nbsp;&nbsp; 38921 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shijiazhuang <br> Changshan BeiMing <br> Technology Co. <br> Ltd., Class A<br>| 16300 | &nbsp;&nbsp; 52486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinva Medical <br> Instrument Co. Ltd., <br> Class A<br>| 13920 | &nbsp;&nbsp; 32108 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Shouhang High-Tech <br> Energy Co. Ltd., <br> Class A<br>| 26100 | &nbsp;&nbsp; 254 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shuangliang <br> Eco-Energy <br> Systems Co. Ltd., <br> Class A<br>| 38900 | &nbsp;&nbsp; 30177 |
|  | Shui On Land Ltd. | 685000 | &nbsp;&nbsp; 66925 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Chengfei <br> Integration <br> Technology Corp., <br> Class A<br>| 7000 | &nbsp;&nbsp; 33520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan EM <br> Technology Co. <br> Ltd., Class A<br>| 18700 | &nbsp;&nbsp; 45436 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Haite <br> High-tech Co. Ltd., <br> Class A<br>| 9300 | &nbsp;&nbsp; $14194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Hebang <br> Biotechnology Co. <br> Ltd., Class A<br>| 93900 | &nbsp;&nbsp; 24384 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Lutianhua <br> Co. Ltd., Class A<br>| 21500 | &nbsp;&nbsp; 13455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Yahua <br> Industrial Group Co. <br> Ltd., Class A<br>| 16200 | &nbsp;&nbsp; 31300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sihuan <br> Pharmaceutical <br> Holdings Group <br> Ltd.<br>| 885000 | &nbsp;&nbsp; 146410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SIIC Environment <br> Holdings Ltd. (807 <br> HK)<br>| 64000 | &nbsp;&nbsp; 8948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SIIC Environment <br> Holdings Ltd. (SIIC <br> SP)<br>| 349300 | &nbsp;&nbsp; 45016 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Simcere <br> Pharmaceutical <br> Group Ltd.<br>| 55000 | &nbsp;&nbsp; 92228 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sinochem <br> International Corp., <br> Class A<br>| 36300 | &nbsp;&nbsp; 20463 |
|  | Sinofert Holdings Ltd. | 518000 | &nbsp;&nbsp; 93548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinoma Science & <br> Technology Co. <br> Ltd., Class A<br>| 10200 | &nbsp;&nbsp; 39895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinomach Automobile <br> Co. Ltd., Class A<br>| 21100 | &nbsp;&nbsp; 18640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinomach Precision <br> Industry Group Co. <br> Ltd., Class A<br>| 7100 | &nbsp;&nbsp; 19076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinopec Engineering <br> Group Co. Ltd., <br> Class H<br>| 269000 | &nbsp;&nbsp; 208868 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sinopec Oilfield <br> Equipment Corp., <br> Class A<br>| 28700 | &nbsp;&nbsp; 27480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinopec Shanghai <br> Petrochemical Co. <br> Ltd., Class H<br>| 358000 | &nbsp;&nbsp; 63297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinopharm Group Co. <br> Ltd., Class H<br>| 186000 | &nbsp;&nbsp; 447075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sino-Platinum Metals <br> Co. Ltd., Class A<br>| 10790 | &nbsp;&nbsp; 22625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinosteel Engineering <br> & Technology Co. <br> Ltd., Class A<br>| 25100 | &nbsp;&nbsp; 22024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinosteel New <br> Materials Co. Ltd., <br> Class A<br>| 20200 | &nbsp;&nbsp; 27335 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinotrans Ltd., <br> Class H<br>| 409000 | &nbsp;&nbsp; $226816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinotruk Jinan Truck <br> Co. Ltd., Class A<br>| 19900 | &nbsp;&nbsp; 50537 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Smoore International <br> Holdings Ltd.<br>| 29000 | &nbsp;&nbsp; 78196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Snowsky Salt Industry <br> Group Co. Ltd., <br> Class A<br>| 29900 | &nbsp;&nbsp; 21422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sobute New Materials <br> Co. Ltd., Class A<br>| 6400 | &nbsp;&nbsp; 10158 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SPIC Yuanda <br> Environmental-Protection <br> Co. Ltd., Class A<br>| 13000 | &nbsp;&nbsp; 21644 |
|  | SSY Group Ltd. | 88000 | &nbsp;&nbsp; 34926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stanley Agricultural <br> Group Co. Ltd., <br> Class A<br>| 24600 | &nbsp;&nbsp; 30128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Star Lake Bioscience <br> Co., Inc. Zhaoqing <br> Guangdong, <br> Class A<br>| 29900 | &nbsp;&nbsp; 33616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STO Express Co. Ltd., <br> Class A<br>| 17500 | &nbsp;&nbsp; 37041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumec Corp. Ltd., <br> Class A<br>| 11800 | &nbsp;&nbsp; 17198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Art Retail Group <br> Ltd.<br>| 397500 | &nbsp;&nbsp; 104774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun King Technology <br> Group Ltd.<br>| 130000 | &nbsp;&nbsp; 24967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunflower <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 10100 | &nbsp;&nbsp; 23058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suning Universal Co. <br> Ltd., Class A<br>| 98300 | &nbsp;&nbsp; 29751 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sunstone <br> Development Co. <br> Ltd., Class A<br>| 10700 | &nbsp;&nbsp; 33762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suntak Technology <br> Co. Ltd., Class A<br>| 16600 | &nbsp;&nbsp; 30528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunward Intelligent <br> Equipment Co. Ltd., <br> Class A<br>| 27200 | &nbsp;&nbsp; 50028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunwoda Electronic <br> Co. Ltd., Class A<br>| 11500 | &nbsp;&nbsp; 34298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suofeiya Home <br> Collection Co. Ltd., <br> Class A<br>| 10900 | &nbsp;&nbsp; 20672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Anjie <br> Technology Co. <br> Ltd., Class A<br>| 11300 | &nbsp;&nbsp; 21123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Dongshan <br> Precision <br> Manufacturing Co. <br> Ltd., Class A<br>| 5900 | &nbsp;&nbsp; 47582 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou New District <br> Hi-Tech Industrial <br> Co. Ltd., Class A<br>| 28600 | &nbsp;&nbsp; $21616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Symphony Holdings <br> Ltd.<br>| 280000 | &nbsp;&nbsp; 37087 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tangrenshen Group <br> Co. Ltd., Class A<br>| 26800 | &nbsp;&nbsp; 18000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tangshan Jidong <br> Cement Co. Ltd., <br> Class A<br>| 38400 | &nbsp;&nbsp; 25922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TangShan Port Group <br> Co. Ltd., Class A<br>| 58200 | &nbsp;&nbsp; 32752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tangshan Sanyou <br> Chemical Industries <br> Co. Ltd., Class A<br>| 25500 | &nbsp;&nbsp; 19390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tayho Advanced <br> Materials Group Co. <br> Ltd., Class A<br>| 24900 | &nbsp;&nbsp; 36728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TCL Electronics <br> Holdings Ltd.<br>| 176000 | &nbsp;&nbsp; 227939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TDG Holdings Co. <br> Ltd., Class A<br>| 25500 | &nbsp;&nbsp; 28492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Three's Co. Media <br> Group Co. Ltd., <br> Class A<br>| 6200 | &nbsp;&nbsp; 28206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tian An China <br> Investment Co. Ltd.<br>| 115000 | &nbsp;&nbsp; 66730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tian Di Science & <br> Technology Co. <br> Ltd., Class A<br>| 50500 | &nbsp;&nbsp; 43252 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Tian Shan <br> Development <br> Holding Ltd.<br>| 62000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tiande Chemical <br> Holdings Ltd.<br>| 56000 | &nbsp;&nbsp; 8567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tiangong International <br> Co. Ltd.<br>| 254000 | &nbsp;&nbsp; 65330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin Capital <br> Environmental <br> Protection Group <br> Co. Ltd., Class H<br>| 66000 | &nbsp;&nbsp; 31768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin Chase Sun <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 75500 | &nbsp;&nbsp; 44855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin Port Co. Ltd., <br> Class A<br>| 34400 | &nbsp;&nbsp; 22065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin Ringpu <br> Bio-Technology Co. <br> Ltd., Class A<br>| 8400 | &nbsp;&nbsp; 24568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin TEDA <br> Resources <br> Recycling Group <br> Co. Ltd., Class A<br>| 33800 | &nbsp;&nbsp; 20524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin You Fa Steel <br> Pipe Group Stock <br> Co. Ltd., Class A<br>| 32500 | &nbsp;&nbsp; 27561 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tianma <br> Microelectronics Co. <br> Ltd., Class A<br>| 33800 | &nbsp;&nbsp; $43329 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tianqi Lithium Corp., <br> Class H<br>| 25400 | &nbsp;&nbsp; 114181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianrun Industry <br> Technology Co. <br> Ltd., Class A<br>| 30100 | &nbsp;&nbsp; 25782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianshan Aluminum <br> Group Co. Ltd., <br> Class A<br>| 25900 | &nbsp;&nbsp; 32744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Titan Wind Energy <br> Suzhou Co. Ltd., <br> Class A<br>| 20900 | &nbsp;&nbsp; 18859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tofflon Science & <br> Technology Group <br> Co. Ltd., Class A<br>| 15300 | &nbsp;&nbsp; 32492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toly Bread Co. Ltd., <br> Class A<br>| 25900 | &nbsp;&nbsp; 19729 |
|  | Tomson Group Ltd. | 66900 | &nbsp;&nbsp; 27356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tong Ren Tang <br> Technologies Co. <br> Ltd., Class H<br>| 110000 | &nbsp;&nbsp; 73768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tongcheng Travel <br> Holdings Ltd.<br>| 25600 | &nbsp;&nbsp; 64144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tongguan Gold Group <br> Ltd.<br>| 82000 | &nbsp;&nbsp; 18851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tongyu Heavy <br> Industry Co. Ltd., <br> Class A<br>| 63900 | &nbsp;&nbsp; 24645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Topsec Technologies <br> Group, Inc., <br> Class A<br>| 35600 | &nbsp;&nbsp; 39679 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Topsports International <br> Holdings Ltd.<br>| 326000 | &nbsp;&nbsp; 131524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TravelSky Technology <br> Ltd., Class H<br>| 131000 | &nbsp;&nbsp; 208274 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Triumph New Energy <br> Co. Ltd., Class H<br>| 22000 | &nbsp;&nbsp; 13059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Truly International <br> Holdings Ltd.<br>| 408000 | &nbsp;&nbsp; 61169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TSP Wind Power <br> Group Co. Ltd.<br>| 12900 | &nbsp;&nbsp; 12875 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Tunghsu <br> Optoelectronic <br> Technology Co. <br> Ltd., Class A<br>| 82400 | &nbsp;&nbsp; 802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unilumin Group Co. <br> Ltd., Class A<br>| 32500 | &nbsp;&nbsp; 31996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Uni-President China <br> Holdings Ltd.<br>| 33000 | &nbsp;&nbsp; 41691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Scientific <br> Industrial Shanghai <br> Co. Ltd., Class A<br>| 16000 | &nbsp;&nbsp; 35237 |
| †† | Untrade.China Dili | 516800 | &nbsp;&nbsp; 8150 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valiant Co. Ltd., <br> Class A<br>| 18300 | &nbsp;&nbsp; $32128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vats Liquor Chain <br> Store Management <br> JSC Ltd. (300755 <br> C2), Class A<br>| 8300 | &nbsp;&nbsp; 20950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vatti Corp. Ltd., <br> Class A<br>| 9200 | &nbsp;&nbsp; 8179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vipshop Holdings Ltd., <br> ADR<br>| 49285 | &nbsp;&nbsp; 743711 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Visionox Technology, <br> Inc., Class A<br>| 27100 | &nbsp;&nbsp; 35380 |
| \*Ω | Viva Biotech Holdings | 265500 | &nbsp;&nbsp; 56157 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Vnet Group, Inc., <br> ADR<br>| 13987 | &nbsp;&nbsp; 116232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wangneng <br> Environment Co. <br> Ltd., Class A<br>| 8300 | &nbsp;&nbsp; 19424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wanxiang Qianchao <br> Co. Ltd., Class A<br>| 44640 | &nbsp;&nbsp; 46736 |
|  | Wasion Holdings Ltd. | 98000 | &nbsp;&nbsp; 106463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wasu Media Holding <br> Co. Ltd., Class A<br>| 36300 | &nbsp;&nbsp; 41472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weichai Power Co. <br> Ltd., Class H<br>| 259000 | &nbsp;&nbsp; 549045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weifu <br> High-Technology <br> Group Co. Ltd., <br> Class A<br>| 9600 | &nbsp;&nbsp; 25691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weihai Guangtai <br> Airport Equipment <br> Co. Ltd., Class A<br>| 13600 | &nbsp;&nbsp; 20263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wellhope Foods Co. <br> Ltd., Class A<br>| 18100 | &nbsp;&nbsp; 21456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wencan Group Co. <br> Ltd., Class A<br>| 6200 | &nbsp;&nbsp; 17834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; West China Cement <br> Ltd.<br>| 528000 | &nbsp;&nbsp; 134673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Windey Energy <br> Technology Group <br> Co. Ltd., Class A<br>| 11000 | &nbsp;&nbsp; 19330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuchan Zhongda <br> Group Co. Ltd., <br> Class A<br>| 36423 | &nbsp;&nbsp; 27262 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wuhan P&S <br> Information <br> Technology Co. <br> Ltd., Class A<br>| 29800 | &nbsp;&nbsp; 39915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuhu Token Science <br> Co. Ltd., Class A<br>| 27900 | &nbsp;&nbsp; 23329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wushang Group Co. <br> Ltd., Class A<br>| 20400 | &nbsp;&nbsp; 26566 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Biologics <br> Cayman, Inc.<br>| 14000 | &nbsp;&nbsp; 56924 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Boton <br> Technology Co. <br> Ltd., Class A<br>| 10500 | &nbsp;&nbsp; $35245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Huaguang <br> Environment & <br> Energy Group Co. <br> Ltd., Class A<br>| 17800 | &nbsp;&nbsp; 34879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Paike New <br> Materials <br> Technology Co. <br> Ltd., Class A<br>| 3200 | &nbsp;&nbsp; 32484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 30400 | &nbsp;&nbsp; 25424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Taiji Industry Ltd. <br> Co., Class A<br>| 21300 | &nbsp;&nbsp; 19453 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Xiabuxiabu Catering <br> Management China <br> Holdings Co. Ltd.<br>| 91500 | &nbsp;&nbsp; 9060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Bank Co. Ltd., <br> Class A<br>| 57200 | &nbsp;&nbsp; 54455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen C & D, Inc., <br> Class A<br>| 15100 | &nbsp;&nbsp; 21279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Changelight <br> Co. Ltd., Class A<br>| 14500 | &nbsp;&nbsp; 23687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen ITG Group <br> Corp. Ltd., Class A<br>| 19700 | &nbsp;&nbsp; 17230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Kingdomway <br> Group Co., Class A<br>| 8500 | &nbsp;&nbsp; 23326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Tungsten Co. <br> Ltd., Class A<br>| 6600 | &nbsp;&nbsp; 21265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Xiangyu Co. <br> Ltd., Class A<br>| 31700 | &nbsp;&nbsp; 31400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiandai Investment <br> Co. Ltd., Class A<br>| 19900 | &nbsp;&nbsp; 11868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xianhe Co. Ltd., <br> Class A<br>| 7900 | &nbsp;&nbsp; 23346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xilinmen Furniture Co. <br> Ltd., Class A<br>| 7900 | &nbsp;&nbsp; 17187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinfengming Group <br> Co. Ltd., Class A<br>| 25400 | &nbsp;&nbsp; 43489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xingfa Aluminium <br> Holdings Ltd.<br>| 46000 | &nbsp;&nbsp; 49797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinjiang <br> Communications <br> Construction Group <br> Co. Ltd., Class A<br>| 13200 | &nbsp;&nbsp; 21917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinjiang Joinworld Co. <br> Ltd., Class A<br>| 10900 | &nbsp;&nbsp; 10688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinjiang Qingsong <br> Building Materials & <br> Chemicals Group <br> Co. Ltd., Class A<br>| 41700 | &nbsp;&nbsp; 23384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinjiang Xuefeng <br> Sci-Tech Group Co. <br> Ltd., Class A<br>| 23700 | &nbsp;&nbsp; 27794 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinxiang Chemical <br> Fiber Co. Ltd., <br> Class A<br>| 42300 | &nbsp;&nbsp; $22881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinxing Ductile Iron <br> Pipes Co. Ltd., <br> Class A<br>| 78600 | &nbsp;&nbsp; 41121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinyi Energy Holdings <br> Ltd.<br>| 744010 | &nbsp;&nbsp; 117763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinyi Solar Holdings <br> Ltd.<br>| 748000 | &nbsp;&nbsp; 289569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinyu Iron & Steel Co. <br> Ltd., Class A<br>| 80000 | &nbsp;&nbsp; 48224 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xinzhi Group Co. Ltd., <br> Class A<br>| 12200 | &nbsp;&nbsp; 36326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xizi Clean Energy <br> Equipment <br> Manufacturing Co. <br> Ltd., Class A<br>| 14900 | &nbsp;&nbsp; 26040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xtep International <br> Holdings Ltd.<br>| 275817 | &nbsp;&nbsp; 197474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yangling Metron New <br> Material, Inc., <br> Class A<br>| 8680 | &nbsp;&nbsp; 17269 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yangmei Chemical <br> Co. Ltd., Class A<br>| 30500 | &nbsp;&nbsp; 10390 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Yangtze Optical Fibre <br> & Cable Joint Stock <br> Co. Ltd., Class H<br>| 19500 | &nbsp;&nbsp; 66748 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yankuang Energy <br> Group Co. Ltd., <br> Class H<br>| 390400 | &nbsp;&nbsp; 445108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yantai Changyu <br> Pioneer Wine Co. <br> Ltd., Class A<br>| 6300 | &nbsp;&nbsp; 18775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yantai Zhenghai <br> Magnetic Material <br> Co. Ltd., Class A<br>| 9300 | &nbsp;&nbsp; 20450 |
| #\* | Yeahka Ltd. | 31200 | &nbsp;&nbsp; 55669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yechiu Metal <br> Recycling China <br> Ltd., Class A<br>| 67200 | &nbsp;&nbsp; 24343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yeebo International <br> Holdings Ltd.<br>| 102000 | &nbsp;&nbsp; 28617 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; YiChang HEC <br> ChangJiang <br> Pharmaceutical Co. <br> Ltd., Class H<br>| 89600 | &nbsp;&nbsp; 164134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yifan Pharmaceutical <br> Co. Ltd., Class A<br>| 13300 | &nbsp;&nbsp; 27143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yixintang <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 12000 | &nbsp;&nbsp; 24965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yonfer Agricultural <br> Technology Co. <br> Ltd., Class A<br>| 13200 | &nbsp;&nbsp; 26066 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yongjin Technology <br> Group Co. Ltd.<br>| 9000 | &nbsp;&nbsp; $22243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YongXing Special <br> Materials <br> Technology Co. <br> Ltd., Class A<br>| 5500 | &nbsp;&nbsp; 26737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yotrio Group Co. Ltd., <br> Class A<br>| 60200 | &nbsp;&nbsp; 31334 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Youcare <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 9628 | &nbsp;&nbsp; 41767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Youngy Co. Ltd., <br> Class A<br>| 6000 | &nbsp;&nbsp; 28718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Youzu Interactive Co. <br> Ltd., Class A<br>| 19500 | &nbsp;&nbsp; 39989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuexiu Property Co. <br> Ltd.<br>| 242000 | &nbsp;&nbsp; 142308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yueyang Forest & <br> Paper Co. Ltd., <br> Class A<br>| 45200 | &nbsp;&nbsp; 29836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YUNDA Holding <br> Group Co. Ltd., <br> Class A<br>| 31300 | &nbsp;&nbsp; 33016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yunnan Energy <br> Investment Co. Ltd., <br> Class A<br>| 7600 | &nbsp;&nbsp; 11221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yunnan Tin Co. Ltd., <br> Class A<br>| 12900 | &nbsp;&nbsp; 31880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yusys Technologies <br> Co. Ltd., Class A<br>| 14600 | &nbsp;&nbsp; 54012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZBOM Home <br> Collection Co. Ltd., <br> Class A<br>| 11500 | &nbsp;&nbsp; 15851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Asia-Pacific <br> Mechanical & <br> Electronic Co. Ltd., <br> Class A<br>| 16600 | &nbsp;&nbsp; 25216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang <br> Communications <br> Technology Co. <br> Ltd., Class A<br>| 36540 | &nbsp;&nbsp; 20445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Conba <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 29300 | &nbsp;&nbsp; 18918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang <br> Crystal-Optech Co. <br> Ltd., Class A<br>| 7400 | &nbsp;&nbsp; 21386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Daily Digital <br> Culture Group Co. <br> Ltd., Class A<br>| 19300 | &nbsp;&nbsp; 37097 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Dun'An <br> Artificial <br> Environment Co. <br> Ltd., Class A<br>| 14100 | &nbsp;&nbsp; 22318 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Garden <br> Biopharmaceutical <br> Co. Ltd., Class A<br>| 7600 | &nbsp;&nbsp; $16926 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang <br> Guyuelongshan <br> Shaoxing Wine Co. <br> Ltd., Class A<br>| 15800 | &nbsp;&nbsp; 21496 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Haikong <br> Nanke Huatie <br> Digital Intelligence <br> & Technology Co. <br> Ltd.<br>| 16200 | &nbsp;&nbsp; 25130 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Hailiang Co. <br> Ltd., Class A<br>| 37200 | &nbsp;&nbsp; 56552 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang HangKe <br> Technology, Inc. <br> Co., Class A<br>| 5930 | &nbsp;&nbsp; 16431 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Hangmin Co. <br> Ltd., Class A<br>| 13800 | &nbsp;&nbsp; 13630 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Hisun <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 11500 | &nbsp;&nbsp; 18193 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Huace Film <br> & Television Co. <br> Ltd., Class A<br>| 22700 | &nbsp;&nbsp; 24088 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Huangma <br> Technology Co. <br> Ltd., Class A<br>| 13600 | &nbsp;&nbsp; 24200 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jiahua <br> Energy Chemical <br> Industry Co. Ltd., <br> Class A<br>| 27100 | &nbsp;&nbsp; 33414 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jiecang <br> Linear Motion <br> Technology Co. <br> Ltd., Class A<br>| 9600 | &nbsp;&nbsp; 50150 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jingu Co. <br> Ltd., Class A<br>| 17100 | &nbsp;&nbsp; 31197 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jingxin <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 15400 | &nbsp;&nbsp; 35276 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jiuzhou <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 10500 | &nbsp;&nbsp; 27596 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Longsheng <br> Group Co. Ltd., <br> Class A<br>| 24500 | &nbsp;&nbsp; 36015 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Medicine Co. <br> Ltd., Class A<br>| 10500 | &nbsp;&nbsp; 23219 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Narada <br> Power Source Co. <br> Ltd., Class A<br>| 19200 | &nbsp;&nbsp; 38877 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Qianjiang <br> Motorcycle Co. Ltd., <br> Class A<br>| 8700 | &nbsp;&nbsp; 19414 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Runtu Co. <br> Ltd., Class A<br>| 22300 | &nbsp;&nbsp; $23572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Semir <br> Garment Co. Ltd., <br> Class A<br>| 32200 | &nbsp;&nbsp; 23766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Shaoxing <br> RuiFeng Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 27080 | &nbsp;&nbsp; 21253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Southeast <br> Space Frame Co. <br> Ltd., Class A<br>| 16800 | &nbsp;&nbsp; 10143 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Sunriver <br> Culture Tourism Co. <br> Ltd., Class A<br>| 28400 | &nbsp;&nbsp; 30461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Taihua New <br> Material Group Co. <br> Ltd., Class A<br>| 9200 | &nbsp;&nbsp; 12331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Tianyu <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 5500 | &nbsp;&nbsp; 20022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Wanfeng <br> Auto Wheel Co. <br> Ltd., Class A<br>| 22300 | &nbsp;&nbsp; 51122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Wanliyang <br> Co. Ltd., Class A<br>| 23600 | &nbsp;&nbsp; 24622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Wanma Co. <br> Ltd., Class A<br>| 20500 | &nbsp;&nbsp; 40588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Wansheng <br> Co. Ltd., Class A<br>| 7900 | &nbsp;&nbsp; 11020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Xianju <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 11600 | &nbsp;&nbsp; 17413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Xinan <br> Chemical Industrial <br> Group Co. Ltd., <br> Class A<br>| 13160 | &nbsp;&nbsp; 18518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Yasha <br> Decoration Co. Ltd., <br> Class A<br>| 30000 | &nbsp;&nbsp; 16410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhende Medical Co. <br> Ltd., Class A<br>| 2900 | &nbsp;&nbsp; 8910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhenjiang Dongfang <br> Electric Heating <br> Technology Co. <br> Ltd., Class A<br>| 43800 | &nbsp;&nbsp; 30593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhewen Interactive <br> Group Co. Ltd., <br> Class A<br>| 17700 | &nbsp;&nbsp; 21044 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; ZhongAn Online P&C <br> Insurance Co. Ltd., <br> Class H<br>| 139000 | &nbsp;&nbsp; 355717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZhongMan Petroleum <br> & Natural Gas <br> Group Corp. Ltd., <br> Class A<br>| 8700 | &nbsp;&nbsp; 23623 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongshan Broad <br> Ocean Motor Co. <br> Ltd., Class A<br>| 28500 | &nbsp;&nbsp; $25920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongsheng Group <br> Holdings Ltd.<br>| 159500 | &nbsp;&nbsp; 268297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongtong Bus <br> Holding Co. Ltd., <br> Class A<br>| 14200 | &nbsp;&nbsp; 21545 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Zhongyuan Bank Co. <br> Ltd., Class H<br>| 145000 | &nbsp;&nbsp; 6821 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Zhou Hei Ya <br> International <br> Holdings Co. Ltd.<br>| 213500 | &nbsp;&nbsp; 74859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhuhai Huafa <br> Properties Co. Ltd., <br> Class A<br>| 46300 | &nbsp;&nbsp; 30781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhuzhou CRRC Times <br> Electric Co. Ltd., <br> Class H<br>| 45800 | &nbsp;&nbsp; 185782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhuzhou Kibing Group <br> Co. Ltd., Class A<br>| 51400 | &nbsp;&nbsp; 44393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zibo Qixiang Tengda <br> Chemical Co. Ltd., <br> Class A<br>| 26900 | &nbsp;&nbsp; 18817 |
| Ω | ZJLD Group, Inc. | 57400 | &nbsp;&nbsp; 48947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZMJ Group Co. Ltd., <br> Class H<br>| 53400 | &nbsp;&nbsp; 101668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zoomlion Heavy <br> Industry Science & <br> Technology Co. <br> Ltd., Class H<br>| 269800 | &nbsp;&nbsp; 210550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZTO Express <br> Cayman, Inc. (2057 <br> HK)<br>| 45950 | &nbsp;&nbsp; 895778 |
| TOTAL CHINA | TOTAL CHINA |  | &nbsp;&nbsp; 62162276 |
| COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Corp. Financiera <br> Colombiana SA<br>| 40546 | &nbsp;&nbsp; 169905 |
| DENMARK — (2.0%) | DENMARK — (2.0%) | DENMARK — (2.0%) | DENMARK — (2.0%) |
|  | Alm Brand AS | 271061 | &nbsp;&nbsp; 747669 |
| \* | Bavarian Nordic AS | 15364 | &nbsp;&nbsp; 556117 |
|  | Columbus AS | 23788 | &nbsp;&nbsp; 36076 |
|  | D/S Norden AS | 8097 | &nbsp;&nbsp; 281588 |
| \* | Dfds AS | 4732 | &nbsp;&nbsp; 84954 |
|  | FLSmidth & Co. AS | 17023 | &nbsp;&nbsp; 1001401 |
|  | Foroya Banki P | 1321 | &nbsp;&nbsp; 38186 |
| #\* | GN Store Nord AS | 18073 | &nbsp;&nbsp; 258905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GronlandsBANKEN <br> AS<br>| 210 | &nbsp;&nbsp; 27419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; H Lundbeck AS <br> (HLUNA DC), <br> Class A<br>| 9961 | &nbsp;&nbsp; 44563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; H Lundbeck AS <br> (HLUNB DC)<br>| 75924 | &nbsp;&nbsp; 395546 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; H&H International AS, <br> Class B<br>| 5056 | &nbsp;&nbsp; $80615 |
|  | ISS AS | 44132 | &nbsp;&nbsp; 1268633 |
|  | Jyske Bank AS | 17037 | &nbsp;&nbsp; 1710384 |
|  | Matas AS | 11962 | &nbsp;&nbsp; 245366 |
| \* | Nilfisk Holding AS | 3486 | &nbsp;&nbsp; 49623 |
| \* | NKT AS | 18419 | &nbsp;&nbsp; 1620370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Per Aarsleff Holding <br> AS<br>| 6619 | &nbsp;&nbsp; 712847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ringkjoebing <br> Landbobank AS<br>| 7047 | &nbsp;&nbsp; 1553631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rockwool AS, <br> Class A<br>| 14160 | &nbsp;&nbsp; 623346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rockwool AS, <br> Class B<br>| 26200 | &nbsp;&nbsp; 1148100 |
|  | Royal Unibrew AS | 46 | &nbsp;&nbsp; 3441 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Scandinavian Tobacco <br> Group AS<br>| 17267 | &nbsp;&nbsp; 225986 |
|  | Schouw & Co. AS | 4385 | &nbsp;&nbsp; 413000 |
|  | Solar AS, Class B | 556 | &nbsp;&nbsp; 23991 |
|  | SP Group AS | 2842 | &nbsp;&nbsp; 116182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sparekassen <br> Sjaelland-Fyn AS<br>| 4899 | &nbsp;&nbsp; 249205 |
|  | Sydbank AS | 19199 | &nbsp;&nbsp; 1422400 |
|  | TORM PLC, Class A | 9843 | &nbsp;&nbsp; 181433 |
| \* | Trifork Group AG | 781 | &nbsp;&nbsp; 11196 |
|  | Tryg AS | 7888 | &nbsp;&nbsp; 190274 |
|  | Vestjysk Bank AS | 80172 | &nbsp;&nbsp; 58344 |
| TOTAL DENMARK | TOTAL DENMARK |  | &nbsp;&nbsp; 15380791 |
| FINLAND — (1.7%) | FINLAND — (1.7%) | FINLAND — (1.7%) | FINLAND — (1.7%) |
|  | Aktia Bank OYJ | 11821 | &nbsp;&nbsp; 136093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alandsbanken Abp, <br> Class B<br>| 2284 | &nbsp;&nbsp; 101589 |
|  | Anora Group OYJ | 7486 | &nbsp;&nbsp; 27255 |
|  | Apetit OYJ | 1113 | &nbsp;&nbsp; 18109 |
|  | Atria OYJ | 3506 | &nbsp;&nbsp; 53414 |
|  | Bittium OYJ | 5009 | &nbsp;&nbsp; 59483 |
|  | Digia OYJ | 4078 | &nbsp;&nbsp; 34126 |
|  | Fiskars OYJ Abp | 10410 | &nbsp;&nbsp; 170657 |
|  | Fortum OYJ | 89128 | &nbsp;&nbsp; 1635118 |
| \* | Glaston OYJ Abp | 4426 | &nbsp;&nbsp; 6311 |
|  | Hiab OYJ | 9901 | &nbsp;&nbsp; 675687 |
|  | Huhtamaki OYJ | 25055 | &nbsp;&nbsp; 862378 |
|  | Kalmar OYJ, Class B | 10303 | &nbsp;&nbsp; 464954 |
|  | Kemira OYJ | 28847 | &nbsp;&nbsp; 613904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kesko OYJ (KESKOA <br> FH), Class A<br>| 770 | &nbsp;&nbsp; 16761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kesko OYJ (KESKOB <br> FH), Class B<br>| 7458 | &nbsp;&nbsp; 162207 |
|  | Konecranes OYJ | 13010 | &nbsp;&nbsp; 1084150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lassila & Tikanoja <br> OYJ<br>| 2081 | &nbsp;&nbsp; 22437 |
| \* | Lindex Group OYJ | 15071 | &nbsp;&nbsp; 48794 |
|  | Mandatum OYJ | 91786 | &nbsp;&nbsp; 622595 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Metsa Board OYJ <br> (METSA FH), <br> Class A<br>| 2149 | &nbsp;&nbsp; 13765 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metsa Board OYJ <br> (METSB FH), <br> Class B<br>| 15747 | &nbsp;&nbsp; $57932 |
|  | Neste OYJ | 2556 | &nbsp;&nbsp; 40340 |
|  | NoHo Partners OYJ | 1625 | &nbsp;&nbsp; 17011 |
|  | Nokian Renkaat OYJ | 21021 | &nbsp;&nbsp; 188721 |
|  | Olvi OYJ, Class A | 1250 | &nbsp;&nbsp; 47601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oma Saastopankki <br> OYJ<br>| 1150 | &nbsp;&nbsp; 11933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriola OYJ (OKDBV <br> FH), Class B<br>| 11313 | &nbsp;&nbsp; 14109 |
|  | Outokumpu OYJ | 82658 | &nbsp;&nbsp; 311018 |
|  | Pihlajalinna OYJ | 6174 | &nbsp;&nbsp; 114957 |
|  | Ponsse OYJ | 730 | &nbsp;&nbsp; 26586 |
|  | Raisio OYJ, Class V | 23694 | &nbsp;&nbsp; 67772 |
|  | Sanoma OYJ | 19907 | &nbsp;&nbsp; 230204 |
|  | Scanfil OYJ | 3530 | &nbsp;&nbsp; 45163 |
| \* | SRV Group OYJ | 786 | &nbsp;&nbsp; 4774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stora Enso OYJ, <br> Class R<br>| 83526 | &nbsp;&nbsp; 859439 |
|  | Teleste OYJ | 3463 | &nbsp;&nbsp; 12613 |
| Ω | Terveystalo OYJ | 22008 | &nbsp;&nbsp; 269611 |
|  | TietoEVRY OYJ | 11880 | &nbsp;&nbsp; 204501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokmanni Group <br> Corp.<br>| 725 | &nbsp;&nbsp; 7099 |
|  | UPM-Kymmene OYJ | 79119 | &nbsp;&nbsp; 2050587 |
| # | Valmet OYJ | 34864 | &nbsp;&nbsp; 1257956 |
|  | Wartsila OYJ Abp | 11335 | &nbsp;&nbsp; 313179 |
| \* | YIT OYJ | 27688 | &nbsp;&nbsp; 95928 |
| TOTAL FINLAND | TOTAL FINLAND |  | &nbsp;&nbsp; 13078821 |
| FRANCE — (3.5%) | FRANCE — (3.5%) | FRANCE — (3.5%) | FRANCE — (3.5%) |
| \* | 74Software SA | 2602 | &nbsp;&nbsp; 110828 |
|  | ABC arbitrage | 953 | &nbsp;&nbsp; 6780 |
|  | Accor SA | 4281 | &nbsp;&nbsp; 216978 |
| \* | Alstom SA | 81487 | &nbsp;&nbsp; 1911385 |
|  | Alten SA | 4632 | &nbsp;&nbsp; 376467 |
| Ω | Amundi SA | 10773 | &nbsp;&nbsp; 796130 |
|  | Arkema SA | 12790 | &nbsp;&nbsp; 869737 |
|  | Assystem SA | 360 | &nbsp;&nbsp; 19890 |
|  | Aubay | 1145 | &nbsp;&nbsp; 65542 |
| Ω | Ayvens SA | 28527 | &nbsp;&nbsp; 306537 |
|  | Beneteau SACA | 6175 | &nbsp;&nbsp; 57326 |
|  | Boiron SA | 1406 | &nbsp;&nbsp; 33566 |
|  | Bonduelle SCA | 2599 | &nbsp;&nbsp; 23704 |
|  | Bouygues SA | 43820 | &nbsp;&nbsp; 1804355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caisse Regionale de <br> Credit Agricole <br> Mutuel du <br> Languedoc SCCV<br>| 448 | &nbsp;&nbsp; 34232 |
| \* | Canal & SA | 175700 | &nbsp;&nbsp; 559212 |
|  | Carrefour SA | 100055 | &nbsp;&nbsp; 1433889 |
|  | Carrefour SA, BDR | 8231 | &nbsp;&nbsp; 123419 |
|  | CBo Territoria | 11180 | &nbsp;&nbsp; 46700 |
|  | Cie des Alpes | 6017 | &nbsp;&nbsp; 157930 |
| \* | Clariane SE | 6132 | &nbsp;&nbsp; 31792 |
|  | Coface SA | 31317 | &nbsp;&nbsp; 582267 |
|  | Derichebourg SA | 27304 | &nbsp;&nbsp; 179548 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | Eiffage SA | 17229 | &nbsp;&nbsp; $2312742 |
| \*Ω | Elior Group SA | 26887 | &nbsp;&nbsp; 79845 |
|  | Elis SA | 49928 | &nbsp;&nbsp; 1376518 |
| # | Eramet SA | 694 | &nbsp;&nbsp; 38377 |
|  | Esso SA Francaise | 757 | &nbsp;&nbsp; 83253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Etablissements Maurel <br> et Prom SA<br>| 19827 | &nbsp;&nbsp; 121763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Exel Industries SA, <br> Class A<br>| 396 | &nbsp;&nbsp; 18048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fnac Darty SA (FNAC <br> FP)<br>| 2442 | &nbsp;&nbsp; 82666 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forvia SE (FRVIA <br> FP)<br>| 8314 | &nbsp;&nbsp; 105698 |
| #\* | Genfit SA | 2917 | &nbsp;&nbsp; 11556 |
|  | GL Events SACA | 2198 | &nbsp;&nbsp; 75797 |
|  | Groupe Crit SA | 1048 | &nbsp;&nbsp; 74608 |
|  | Groupe SFPI | 8334 | &nbsp;&nbsp; 22512 |
| #\* | Guerbet | 1473 | &nbsp;&nbsp; 35197 |
|  | Imerys SA | 5123 | &nbsp;&nbsp; 126120 |
|  | IPSOS SA | 10696 | &nbsp;&nbsp; 480275 |
|  | Jacquet Metals SACA | 2639 | &nbsp;&nbsp; 67669 |
|  | JCDecaux SE | 7476 | &nbsp;&nbsp; 122910 |
|  | Laurent-Perrier | 749 | &nbsp;&nbsp; 80991 |
|  | LISI SA | 3548 | &nbsp;&nbsp; 191769 |
|  | LNA Sante SA | 1202 | &nbsp;&nbsp; 39080 |
|  | Louis Hachette Group | 28465 | &nbsp;&nbsp; 53039 |
|  | Manitou BF SA | 2169 | &nbsp;&nbsp; 47851 |
|  | Mersen SA | 4415 | &nbsp;&nbsp; 120908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metropole Television <br> SA<br>| 6128 | &nbsp;&nbsp; 89514 |
| #\* | Nexity SA | 9935 | &nbsp;&nbsp; 129455 |
|  | NRJ Group | 5008 | &nbsp;&nbsp; 41579 |
|  | Opmobility | 8759 | &nbsp;&nbsp; 134116 |
|  | Quadient SA | 4315 | &nbsp;&nbsp; 79319 |
|  | Remy Cointreau SA | 4004 | &nbsp;&nbsp; 237712 |
|  | Renault SA | 51931 | &nbsp;&nbsp; 1921487 |
|  | Rexel SA | 53173 | &nbsp;&nbsp; 1607124 |
|  | Samse SACA | 262 | &nbsp;&nbsp; 44680 |
|  | Savencia SA | 1752 | &nbsp;&nbsp; 129918 |
|  | SCOR SE | 26497 | &nbsp;&nbsp; 863194 |
|  | SEB SA | 5149 | &nbsp;&nbsp; 376120 |
|  | SES SA | 68341 | &nbsp;&nbsp; 469960 |
| \*Ω | SMCP SA | 4654 | &nbsp;&nbsp; 26830 |
|  | Societe BIC SA | 4616 | &nbsp;&nbsp; 280667 |
|  | Societe LDC SADIR | 1650 | &nbsp;&nbsp; 174214 |
| \* | SOITEC | 979 | &nbsp;&nbsp; 42405 |
|  | Sopra Steria Group | 2889 | &nbsp;&nbsp; 622484 |
|  | Stef SA | 1010 | &nbsp;&nbsp; 152398 |
|  | Synergie SE | 2390 | &nbsp;&nbsp; 93776 |
|  | Technip Energies NV | 25377 | &nbsp;&nbsp; 1095813 |
|  | Teleperformance SE | 6515 | &nbsp;&nbsp; 635155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Television Francaise 1 <br> SA<br>| 11443 | &nbsp;&nbsp; 109412 |
|  | Thermador Groupe | 289 | &nbsp;&nbsp; 26975 |
|  | Trigano SA | 2049 | &nbsp;&nbsp; 349426 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ubisoft Entertainment <br> SA<br>| 2364 | &nbsp;&nbsp; 24932 |
|  | Valeo SE | 29256 | &nbsp;&nbsp; 318290 |
|  | Vallourec SACA | 42188 | &nbsp;&nbsp; 788448 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | Vetoquinol SA | 520 | &nbsp;&nbsp; $45734 |
|  | Vicat SACA | 5082 | &nbsp;&nbsp; 329129 |
|  | VIEL & Cie SA | 3477 | &nbsp;&nbsp; 62259 |
| \* | Viridien | 1415 | &nbsp;&nbsp; 94106 |
|  | Vivendi SE | 175700 | &nbsp;&nbsp; 666044 |
| #\* | Voltalia SA | 8487 | &nbsp;&nbsp; 71753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vranken-Pommery <br> Monopole SA<br>| 1043 | &nbsp;&nbsp; 15035 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; X-Fab Silicon <br> Foundries SE<br>| 4159 | &nbsp;&nbsp; 30256 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp; 27697125 |
| GERMANY — (3.9%) | GERMANY — (3.9%) | GERMANY — (3.9%) | GERMANY — (3.9%) |
|  | 1&1 AG | 10207 | &nbsp;&nbsp; 214576 |
|  | 7C Solarparken AG | 11382 | &nbsp;&nbsp; 23845 |
|  | Adtran Networks SE | 551 | &nbsp;&nbsp; 13016 |
|  | All for One Group SE | 212 | &nbsp;&nbsp; 11827 |
|  | Amadeus Fire AG | 296 | &nbsp;&nbsp; 22599 |
| Ω | Aumann AG | 1586 | &nbsp;&nbsp; 21579 |
|  | Aurubis AG | 9174 | &nbsp;&nbsp; 915057 |
|  | Bechtle AG | 12277 | &nbsp;&nbsp; 532869 |
| Ω | Befesa SA | 4810 | &nbsp;&nbsp; 144232 |
|  | Bijou Brigitte AG | 952 | &nbsp;&nbsp; 41718 |
|  | Bilfinger SE | 9612 | &nbsp;&nbsp; 1034110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Borussia Dortmund <br> GmbH & Co. KGaA<br>| 16120 | &nbsp;&nbsp; 67180 |
|  | Brenntag SE | 14213 | &nbsp;&nbsp; 881762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CANCOM SE (COK <br> GR)<br>| 4175 | &nbsp;&nbsp; 122306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carl Zeiss Meditec <br> AG<br>| 2881 | &nbsp;&nbsp; 158864 |
| \* | Ceconomy AG | 19048 | &nbsp;&nbsp; 96244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cewe Stiftung & Co. <br> KGaA<br>| 895 | &nbsp;&nbsp; 102496 |
|  | Commerzbank AG | 30295 | &nbsp;&nbsp; 1104732 |
|  | Continental AG | 21040 | &nbsp;&nbsp; 1797038 |
| \* | Covestro AG | 52882 | &nbsp;&nbsp; 3583872 |
|  | Deutz AG | 33116 | &nbsp;&nbsp; 290409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Draegerwerk AG & <br> Co. KGaA<br>| 638 | &nbsp;&nbsp; 42925 |
|  | Duerr AG | 4267 | &nbsp;&nbsp; 109673 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; DWS Group GmbH & <br> Co. KGaA<br>| 10302 | &nbsp;&nbsp; 616925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EDAG Engineering <br> Group AG<br>| 1985 | &nbsp;&nbsp; 14279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elmos Semiconductor <br> SE<br>| 1514 | &nbsp;&nbsp; 151111 |
|  | ElringKlinger AG | 5891 | &nbsp;&nbsp; 29197 |
|  | Evonik Industries AG | 57398 | &nbsp;&nbsp; 1139813 |
|  | flatexDEGIRO AG | 19433 | &nbsp;&nbsp; 587328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FORTEC Elektronik <br> AG<br>| 585 | &nbsp;&nbsp; 9999 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fraport AG Frankfurt <br> Airport Services <br> Worldwide<br>| 8850 | &nbsp;&nbsp; 658581 |
|  | Freenet AG | 29909 | &nbsp;&nbsp; 970034 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fresenius Medical <br> Care AG (FME GR)<br>| 47923 | &nbsp;&nbsp; $2430722 |
|  | FUCHS SE | 1941 | &nbsp;&nbsp; 68268 |
|  | Gerresheimer AG | 7245 | &nbsp;&nbsp; 357207 |
|  | Gesco SE | 2252 | &nbsp;&nbsp; 46426 |
|  | GFT Technologies SE | 2002 | &nbsp;&nbsp; 41474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; H&R GmbH & Co. <br> KGaA<br>| 4152 | &nbsp;&nbsp; 23654 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Heidelberger <br> Druckmaschinen <br> AG<br>| 23114 | &nbsp;&nbsp; 59799 |
| \* | HelloFresh SE | 22167 | &nbsp;&nbsp; 233256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hornbach Holding AG <br> & Co. KGaA<br>| 2266 | &nbsp;&nbsp; 266445 |
|  | HUGO BOSS AG | 6904 | &nbsp;&nbsp; 321540 |
|  | Indus Holding AG | 2509 | &nbsp;&nbsp; 67782 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Instone Real Estate <br> Group SE<br>| 17183 | &nbsp;&nbsp; 183019 |
|  | Jenoptik AG | 4861 | &nbsp;&nbsp; 103015 |
| Ω | JOST Werke SE | 2494 | &nbsp;&nbsp; 146815 |
|  | K&S AG | 37031 | &nbsp;&nbsp; 560196 |
|  | KION Group AG | 16902 | &nbsp;&nbsp; 1039048 |
|  | Kloeckner & Co. SE | 7966 | &nbsp;&nbsp; 58089 |
| \* | Koenig & Bauer AG | 2637 | &nbsp;&nbsp; 42678 |
|  | Kontron AG | 8109 | &nbsp;&nbsp; 261597 |
|  | Krones AG | 3273 | &nbsp;&nbsp; 484652 |
|  | KSB SE & Co. KGaA | 62 | &nbsp;&nbsp; 69029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KWS Saat SE & Co. <br> KGaA<br>| 2335 | &nbsp;&nbsp; 166308 |
|  | Lanxess AG | 19546 | &nbsp;&nbsp; 536771 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LPKF Laser & <br> Electronics SE<br>| 3178 | &nbsp;&nbsp; 28677 |
|  | Mediclin AG | 5270 | &nbsp;&nbsp; 18935 |
| \* | Medios AG | 226 | &nbsp;&nbsp; 3309 |
|  | MLP SE | 21361 | &nbsp;&nbsp; 205824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mutares SE & Co. <br> KGaA<br>| 2865 | &nbsp;&nbsp; 98702 |
|  | Norma Group SE | 4441 | &nbsp;&nbsp; 79049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pfeiffer Vacuum <br> Technology AG<br>| 218 | &nbsp;&nbsp; 38682 |
|  | ProCredit Holding AG | 2170 | &nbsp;&nbsp; 22508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ProSiebenSat.1 Media <br> SE<br>| 25777 | &nbsp;&nbsp; 234959 |
|  | Puma SE (PUM GR) | 15283 | &nbsp;&nbsp; 323059 |
| #\* | PVA TePla AG | 2714 | &nbsp;&nbsp; 65615 |
| \* | q.beyond AG | 32252 | &nbsp;&nbsp; 34768 |
|  | Qiagen NV | 23881 | &nbsp;&nbsp; 1178289 |
|  | RTL Group SA | 5153 | &nbsp;&nbsp; 203116 |
|  | SAF-Holland SE | 5757 | &nbsp;&nbsp; 103851 |
|  | Salzgitter AG | 617 | &nbsp;&nbsp; 15998 |
|  | Schaeffler AG | 27583 | &nbsp;&nbsp; 159473 |
| \* | SGL Carbon SE | 2900 | &nbsp;&nbsp; 11356 |
| \* | Siemens Energy AG | 11044 | &nbsp;&nbsp; 1278660 |
|  | Sixt SE | 1931 | &nbsp;&nbsp; 200228 |
|  | Suedzucker AG | 11249 | &nbsp;&nbsp; 128819 |
|  | Surteco Group SE | 1940 | &nbsp;&nbsp; 32305 |
|  | SUSS MicroTec SE | 1410 | &nbsp;&nbsp; 51112 |
|  | Takkt AG | 4870 | &nbsp;&nbsp; 29895 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | Technotrans SE | 1385 | &nbsp;&nbsp; $38523 |
|  | thyssenkrupp AG | 83319 | &nbsp;&nbsp; 964430 |
| \* | TUI AG | 45956 | &nbsp;&nbsp; 414617 |
|  | United Internet AG | 13184 | &nbsp;&nbsp; 377893 |
|  | Vossloh AG | 2379 | &nbsp;&nbsp; 233327 |
|  | Wacker Chemie AG | 2083 | &nbsp;&nbsp; 155040 |
|  | Wacker Neuson SE | 10588 | &nbsp;&nbsp; 276980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuestenrot & <br> Wuerttembergische <br> AG<br>| 6054 | &nbsp;&nbsp; 96886 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 30182871 |
| GREECE — (0.1%) | GREECE — (0.1%) | GREECE — (0.1%) | GREECE — (0.1%) |
|  | Aegean Airlines SA | 775 | &nbsp;&nbsp; 11144 |
|  | Alpha Bank SA | 31801 | &nbsp;&nbsp; 119035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Autohellas Tourist & <br> Trading SA<br>| 819 | &nbsp;&nbsp; 9940 |
|  | Bank of Greece | 3495 | &nbsp;&nbsp; 60138 |
|  | Ellaktor SA | 3816 | &nbsp;&nbsp; 5773 |
|  | ElvalHalcor SA | 7892 | &nbsp;&nbsp; 22608 |
|  | GEK Terna SA | 2732 | &nbsp;&nbsp; 67431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Helleniq Energy <br> Holdings SA<br>| 9333 | &nbsp;&nbsp; 81935 |
|  | Jumbo SA | 666 | &nbsp;&nbsp; 22464 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LAMDA Development <br> SA<br>| 7221 | &nbsp;&nbsp; 54826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motor Oil Hellas <br> Corinth Refineries <br> SA<br>| 6837 | &nbsp;&nbsp; 195863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Piraeus Financial <br> Holdings SA<br>| 6261 | &nbsp;&nbsp; 48143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Piraeus Port Authority <br> SA<br>| 428 | &nbsp;&nbsp; 23493 |
|  | Sarantis SA | 2655 | &nbsp;&nbsp; 40582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thrace Plastics <br> Holding & Co.<br>| 2463 | &nbsp;&nbsp; 11088 |
|  | Titan SA (TITC GA) | 5589 | &nbsp;&nbsp; 230405 |
| TOTAL GREECE | TOTAL GREECE |  | &nbsp;&nbsp; 1004868 |
| HONG KONG — (1.0%) | HONG KONG — (1.0%) | HONG KONG — (1.0%) | HONG KONG — (1.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of East Asia <br> Ltd.<br>| 172424 | &nbsp;&nbsp; 266514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Build King Holdings <br> Ltd.<br>| 120000 | &nbsp;&nbsp; 19349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Pacific <br> Airways Ltd.<br>| 143000 | &nbsp;&nbsp; 212543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cheuk Nang Holdings <br> Ltd.<br>| 37997 | &nbsp;&nbsp; 7186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chevalier International <br> Holdings Ltd.<br>| 20000 | &nbsp;&nbsp; 10233 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Energy <br> Development <br> Holdings Ltd.<br>| 2198000 | &nbsp;&nbsp; 14302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chow Sang Sang <br> Holdings <br> International Ltd.<br>| 60000 | &nbsp;&nbsp; 63377 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CITIC Telecom <br> International <br> Holdings Ltd.<br>| 397000 | &nbsp;&nbsp; $128710 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Crystal International <br> Group Ltd.<br>| 78500 | &nbsp;&nbsp; 56400 |
|  | CTF Services Ltd. | 123000 | &nbsp;&nbsp; 120584 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; CW Group Holdings <br> Ltd.<br>| 183500 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dah Sing Banking <br> Group Ltd.<br>| 85600 | &nbsp;&nbsp; 100072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dah Sing Financial <br> Holdings Ltd.<br>| 41200 | &nbsp;&nbsp; 152842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dream International <br> Ltd.<br>| 32000 | &nbsp;&nbsp; 55501 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; EcoGreen <br> International Group <br> Ltd.<br>| 84000 | &nbsp;&nbsp; 3813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emperor International <br> Holdings Ltd.<br>| 160000 | &nbsp;&nbsp; 3837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emperor Watch & <br> Jewellery Ltd.<br>| 790000 | &nbsp;&nbsp; 40700 |
|  | First Pacific Co. Ltd. | 560000 | &nbsp;&nbsp; 440622 |
| #\*Ω | FIT Hon Teng Ltd. | 386000 | &nbsp;&nbsp; 129930 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Frontage Holdings <br> Corp.<br>| 64000 | &nbsp;&nbsp; 11931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Giordano International <br> Ltd.<br>| 58000 | &nbsp;&nbsp; 10999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guotai Junan <br> International <br> Holdings Ltd.<br>| 796000 | &nbsp;&nbsp; 648805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hang Lung Group <br> Ltd.<br>| 137000 | &nbsp;&nbsp; 247509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hang Lung Properties <br> Ltd.<br>| 303968 | &nbsp;&nbsp; 313044 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanison Construction <br> Holdings Ltd.<br>| 105877 | &nbsp;&nbsp; 3343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harbour Centre <br> Development Ltd.<br>| 17000 | &nbsp;&nbsp; 9654 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HKR International <br> Ltd.<br>| 251040 | &nbsp;&nbsp; 29805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hon Kwok Land <br> Investment Co. Ltd.<br>| 54000 | &nbsp;&nbsp; 7208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong <br> Technology Venture <br> Co. Ltd.<br>| 33774 | &nbsp;&nbsp; 7023 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hongkong & Shanghai <br> Hotels Ltd.<br>| 121716 | &nbsp;&nbsp; 90577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hutchison <br> Telecommunications <br> Hong Kong <br> Holdings Ltd.<br>| 244000 | &nbsp;&nbsp; 33540 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Impro Precision <br> Industries Ltd.<br>| 75000 | &nbsp;&nbsp; 28923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jacobson Pharma <br> Corp. Ltd.<br>| 24000 | &nbsp;&nbsp; 5108 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Electric <br> Holdings Ltd.<br>| 77555 | &nbsp;&nbsp; $228583 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kader Holdings Co. <br> Ltd.<br>| 98000 | &nbsp;&nbsp; 3503 |
|  | Kerry Properties Ltd. | 87000 | &nbsp;&nbsp; 232299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KLN Logistics Group <br> Ltd.<br>| 39000 | &nbsp;&nbsp; 41012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kowloon Development <br> Co. Ltd.<br>| 116562 | &nbsp;&nbsp; 47473 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lai Sun Development <br> Co. Ltd.<br>| 88200 | &nbsp;&nbsp; 8171 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lai Sun Garment <br> International Ltd.<br>| 59459 | &nbsp;&nbsp; 4241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liu Chong Hing <br> Investment Ltd.<br>| 40000 | &nbsp;&nbsp; 22774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luk Fook Holdings <br> International Ltd.<br>| 44000 | &nbsp;&nbsp; 114812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Man Wah Holdings <br> Ltd.<br>| 20800 | &nbsp;&nbsp; 11733 |
| \* | Midland Holdings Ltd. | 93517 | &nbsp;&nbsp; 21045 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mongolian Mining <br> Corp.<br>| 162000 | &nbsp;&nbsp; 162210 |
| \* | NagaCorp Ltd. | 260000 | &nbsp;&nbsp; 136945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Watch <br> Holdings<br>| 26000 | &nbsp;&nbsp; 11206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Basin Shipping <br> Ltd.<br>| 653000 | &nbsp;&nbsp; 188688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Textiles <br> Holdings Ltd.<br>| 97000 | &nbsp;&nbsp; 18161 |
| \* | Paliburg Holdings Ltd. | 86000 | &nbsp;&nbsp; 3118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PAX Global <br> Technology Ltd.<br>| 92000 | &nbsp;&nbsp; 79697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pico Far East <br> Holdings Ltd.<br>| 278000 | &nbsp;&nbsp; 90583 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Public Financial <br> Holdings Ltd.<br>| 116000 | &nbsp;&nbsp; 20104 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Regal Hotels <br> International <br> Holdings Ltd.<br>| 68000 | &nbsp;&nbsp; 4578 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Regina Miracle <br> International <br> Holdings Ltd.<br>| 29000 | &nbsp;&nbsp; 6725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SAS Dragon Holdings <br> Ltd.<br>| 64000 | &nbsp;&nbsp; 38249 |
|  | Shangri-La Asia Ltd. | 194000 | &nbsp;&nbsp; 112385 |
| \* | SJM Holdings Ltd. | 77000 | &nbsp;&nbsp; 30458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SmarTone <br> Telecommunications <br> Holdings Ltd.<br>| 97500 | &nbsp;&nbsp; 57054 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Soundwill Holdings <br> Ltd.<br>| 23500 | &nbsp;&nbsp; 18487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stella International <br> Holdings Ltd.<br>| 30500 | &nbsp;&nbsp; 60574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swire Pacific Ltd. (19 <br> HK), Class A<br>| 56500 | &nbsp;&nbsp; 510722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swire Pacific Ltd. (87 <br> HK), Class B<br>| 130000 | &nbsp;&nbsp; 204237 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Television Broadcasts <br> Ltd.<br>| 78600 | &nbsp;&nbsp; $41744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texhong International <br> Group Ltd.<br>| 20500 | &nbsp;&nbsp; 12414 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Theme International <br> Holdings Ltd.<br>| 660000 | &nbsp;&nbsp; 70632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Town Health <br> International <br> Medical Group Ltd.<br>| 650000 | &nbsp;&nbsp; 22782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transport International <br> Holdings Ltd.<br>| 31994 | &nbsp;&nbsp; 36669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Laboratories <br> International <br> Holdings Ltd.<br>| 98000 | &nbsp;&nbsp; 183706 |
| \*†† | Untrade.Genting | 331000 | &nbsp;&nbsp; 0 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Value Partners Group <br> Ltd.<br>| 206000 | &nbsp;&nbsp; 56033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vedan International <br> Holdings Ltd.<br>| 80000 | &nbsp;&nbsp; 6659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VSTECS Holdings <br> Ltd.<br>| 192000 | &nbsp;&nbsp; 222204 |
| \* | Wang On Group Ltd. | 1400000 | &nbsp;&nbsp; 4114 |
| Ω | WH Group Ltd. | 923660 | &nbsp;&nbsp; 924711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wing Tai Properties <br> Ltd.<br>| 72000 | &nbsp;&nbsp; 15497 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xingye Alloy Materials <br> Group Ltd.<br>| 84000 | &nbsp;&nbsp; 10800 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Xinyi Glass Holdings <br> Ltd.<br>| 261896 | &nbsp;&nbsp; 269960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yue Yuen Industrial <br> Holdings Ltd.<br>| 141000 | &nbsp;&nbsp; 220534 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | &nbsp;&nbsp; 7862270 |
| HUNGARY — (0.0%) | HUNGARY — (0.0%) | HUNGARY — (0.0%) | HUNGARY — (0.0%) |
|  | Opus Global Nyrt | 19066 | &nbsp;&nbsp; 31188 |
|  | Richter Gedeon Nyrt | 10907 | &nbsp;&nbsp; 327080 |
| TOTAL HUNGARY | TOTAL HUNGARY |  | &nbsp;&nbsp; 358268 |
| INDIA — (5.8%) | INDIA — (5.8%) | INDIA — (5.8%) | INDIA — (5.8%) |
|  | 360 ONE WAM Ltd. | 3793 | &nbsp;&nbsp; 45413 |
| \* | 5Paisa Capital Ltd. | 1165 | &nbsp;&nbsp; 5076 |
|  | Aarti Drugs Ltd. | 8586 | &nbsp;&nbsp; 49494 |
|  | Aarti Industries Ltd. | 9264 | &nbsp;&nbsp; 43925 |
|  | Aarti Pharmalabs Ltd. | 6106 | &nbsp;&nbsp; 63009 |
|  | ACC Ltd. | 6854 | &nbsp;&nbsp; 139612 |
|  | ADF Foods Ltd. | 15440 | &nbsp;&nbsp; 42883 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aditya Birla Fashion & <br> Retail Ltd.<br>| 2501 | &nbsp;&nbsp; 2072 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aditya Birla Lifestyle <br> Brands Ltd.<br>| 2501 | &nbsp;&nbsp; 4068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aditya Birla Real <br> Estate Ltd.<br>| 6141 | &nbsp;&nbsp; 131952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Enzyme <br> Technologies Ltd.<br>| 6791 | &nbsp;&nbsp; 27005 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advent Hotels <br> International Pvt <br> Ltd.<br>| 1970 | &nbsp;&nbsp; $7032 |
|  | Aegis Logistics Ltd. | 24003 | &nbsp;&nbsp; 196121 |
| \* | Aether Industries Ltd. | 2879 | &nbsp;&nbsp; 25146 |
|  | AGI Greenpac Ltd. | 5757 | &nbsp;&nbsp; 62802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ahluwalia Contracts <br> India Ltd.<br>| 6104 | &nbsp;&nbsp; 71125 |
|  | AIA Engineering Ltd. | 2956 | &nbsp;&nbsp; 105601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ajmera Realty & Infra <br> India Ltd.<br>| 1289 | &nbsp;&nbsp; 13080 |
|  | Alembic Ltd. | 15848 | &nbsp;&nbsp; 20102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alembic <br> Pharmaceuticals <br> Ltd.<br>| 10543 | &nbsp;&nbsp; 117203 |
|  | Allcargo Logistics Ltd. | 56988 | &nbsp;&nbsp; 22610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amara Raja Energy & <br> Mobility Ltd.<br>| 14426 | &nbsp;&nbsp; 158245 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amber Enterprises <br> India Ltd.<br>| 896 | &nbsp;&nbsp; 80855 |
|  | Anant Raj Ltd. | 21895 | &nbsp;&nbsp; 139040 |
|  | Angel One Ltd. | 6353 | &nbsp;&nbsp; 186913 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Antony Waste <br> Handling Cell Ltd.<br>| 1399 | &nbsp;&nbsp; 9718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anupam Rasayan <br> India Ltd.<br>| 1499 | &nbsp;&nbsp; 19274 |
|  | Apar Industries Ltd. | 1306 | &nbsp;&nbsp; 131388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apollo Micro Systems <br> Ltd.<br>| 14253 | &nbsp;&nbsp; 27962 |
|  | Apollo Pipes Ltd. | 1403 | &nbsp;&nbsp; 6442 |
|  | Apollo Tyres Ltd. | 71196 | &nbsp;&nbsp; 366631 |
|  | Arvind Fashions Ltd. | 10674 | &nbsp;&nbsp; 67290 |
|  | Arvind Ltd. | 42016 | &nbsp;&nbsp; 150859 |
|  | Asahi India Glass Ltd. | 4079 | &nbsp;&nbsp; 38951 |
|  | Ashiana Housing Ltd. | 6346 | &nbsp;&nbsp; 22975 |
|  | Ashok Leyland Ltd. | 358126 | &nbsp;&nbsp; 492972 |
| \* | Ashoka Buildcon Ltd. | 23322 | &nbsp;&nbsp; 53435 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Aster DM Healthcare <br> Ltd.<br>| 15091 | &nbsp;&nbsp; 103816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astra Microwave <br> Products Ltd.<br>| 5327 | &nbsp;&nbsp; 58108 |
|  | Atul Ltd. | 1576 | &nbsp;&nbsp; 118666 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; AU Small Finance <br> Bank Ltd.<br>| 43937 | &nbsp;&nbsp; 370438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AurionPro Solutions <br> Ltd.<br>| 2844 | &nbsp;&nbsp; 43766 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aurobindo Pharma <br> Ltd.<br>| 62489 | &nbsp;&nbsp; 806517 |
|  | Automotive Axles Ltd. | 1036 | &nbsp;&nbsp; 21928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avadh Sugar & <br> Energy Ltd.<br>| 1685 | &nbsp;&nbsp; 8804 |
|  | Avanti Feeds Ltd. | 5833 | &nbsp;&nbsp; 44903 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bajaj Consumer Care <br> Ltd.<br>| 15791 | &nbsp;&nbsp; 40201 |
|  | Bajaj Electricals Ltd. | 1194 | &nbsp;&nbsp; 8391 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bajaj Hindusthan <br> Sugar Ltd.<br>| 166818 | &nbsp;&nbsp; 44139 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Balkrishna Industries <br> Ltd.<br>| 7189 | &nbsp;&nbsp; $218832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Balmer Lawrie & Co. <br> Ltd.<br>| 19246 | &nbsp;&nbsp; 45984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Balrampur Chini Mills <br> Ltd.<br>| 29626 | &nbsp;&nbsp; 197516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Products India <br> Ltd.<br>| 15542 | &nbsp;&nbsp; 104794 |
| Ω | Bandhan Bank Ltd. | 86066 | &nbsp;&nbsp; 164140 |
|  | Bank of India | 114507 | &nbsp;&nbsp; 144737 |
|  | Bank of Maharashtra | 144375 | &nbsp;&nbsp; 91793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bannari Amman <br> Sugars Ltd.<br>| 902 | &nbsp;&nbsp; 38561 |
|  | BASF India Ltd. | 743 | &nbsp;&nbsp; 42397 |
|  | BEML Ltd. | 3201 | &nbsp;&nbsp; 143443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bhansali Engineering <br> Polymers Ltd.<br>| 18456 | &nbsp;&nbsp; 24399 |
|  | Bharat Bijlee Ltd. | 954 | &nbsp;&nbsp; 31975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bharat Heavy <br> Electricals Ltd.<br>| 11788 | &nbsp;&nbsp; 31911 |
|  | Bharat Rasayan Ltd. | 78 | &nbsp;&nbsp; 9668 |
|  | Biocon Ltd. | 48199 | &nbsp;&nbsp; 213950 |
|  | Birla Corp. Ltd. | 5252 | &nbsp;&nbsp; 81810 |
|  | BirlaNu Ltd. | 1013 | &nbsp;&nbsp; 26533 |
|  | Birlasoft Ltd. | 29082 | &nbsp;&nbsp; 128636 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bluspring Enterprises <br> Ltd.<br>| 5911 | &nbsp;&nbsp; 5938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bombay Burmah <br> Trading Co.<br>| 4849 | &nbsp;&nbsp; 104355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bombay Dyeing & <br> Manufacturing Co. <br> Ltd.<br>| 8453 | &nbsp;&nbsp; 16301 |
| \* | Borosil Ltd. | 2401 | &nbsp;&nbsp; 8927 |
| \* | Borosil Scientific Ltd. | 1800 | &nbsp;&nbsp; 3360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brigade Enterprises <br> Ltd.<br>| 18201 | &nbsp;&nbsp; 206796 |
| \* | Brightcom Group Ltd. | 163944 | &nbsp;&nbsp; 25659 |
|  | BSE Ltd. | 1788 | &nbsp;&nbsp; 49227 |
|  | Canara Bank | 473855 | &nbsp;&nbsp; 575595 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Capacit'e Infraprojects <br> Ltd.<br>| 6332 | &nbsp;&nbsp; 21998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caplin Point <br> Laboratories Ltd.<br>| 2431 | &nbsp;&nbsp; 57052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carborundum <br> Universal Ltd.<br>| 11320 | &nbsp;&nbsp; 120256 |
|  | Care Ratings Ltd. | 4579 | &nbsp;&nbsp; 88233 |
| \* | Cartrade Tech Ltd. | 3719 | &nbsp;&nbsp; 92242 |
|  | Carysil Ltd. | 2666 | &nbsp;&nbsp; 26732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CCL Products India <br> Ltd.<br>| 15057 | &nbsp;&nbsp; 146621 |
|  | Ceat Ltd. | 6015 | &nbsp;&nbsp; 226561 |
|  | Century Enka Ltd. | 3444 | &nbsp;&nbsp; 20186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cera Sanitaryware <br> Ltd.<br>| 639 | &nbsp;&nbsp; 47403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chambal Fertilisers & <br> Chemicals Ltd.<br>| 35567 | &nbsp;&nbsp; 209016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CIE Automotive India <br> Ltd.<br>| 29639 | &nbsp;&nbsp; 135520 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cigniti Technologies <br> Ltd.<br>| 987 | &nbsp;&nbsp; $18628 |
|  | City Union Bank Ltd. | 65981 | &nbsp;&nbsp; 160059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CMS Info Systems <br> Ltd.<br>| 16925 | &nbsp;&nbsp; 88363 |
| Ω | Cochin Shipyard Ltd. | 2647 | &nbsp;&nbsp; 53063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Confidence Petroleum <br> India Ltd.<br>| 10109 | &nbsp;&nbsp; 5937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Container Corp. of <br> India Ltd.<br>| 27877 | &nbsp;&nbsp; 182932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coromandel <br> International Ltd.<br>| 10751 | &nbsp;&nbsp; 326136 |
|  | Cosmo First Ltd. | 3064 | &nbsp;&nbsp; 35087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Craftsman Automation <br> Ltd.<br>| 803 | &nbsp;&nbsp; 60956 |
| \* | CSB Bank Ltd. | 12622 | &nbsp;&nbsp; 60339 |
|  | Cyient Ltd. | 10755 | &nbsp;&nbsp; 146805 |
|  | Dalmia Bharat Ltd. | 16133 | &nbsp;&nbsp; 408215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Datamatics Global <br> Services Ltd.<br>| 1756 | &nbsp;&nbsp; 19659 |
|  | DB Corp. Ltd. | 16814 | &nbsp;&nbsp; 51518 |
|  | DCB Bank Ltd. | 58753 | &nbsp;&nbsp; 89716 |
|  | DCM Shriram Ltd. | 7541 | &nbsp;&nbsp; 122429 |
| \* | DCW Ltd. | 37568 | &nbsp;&nbsp; 32771 |
|  | Deep Industries Ltd. | 3225 | &nbsp;&nbsp; 17562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deepak Fertilisers & <br> Petrochemicals <br> Corp. Ltd.<br>| 14127 | &nbsp;&nbsp; 257500 |
|  | Deepak Nitrite Ltd. | 7169 | &nbsp;&nbsp; 150676 |
| \* | Delhivery Ltd. | 63856 | &nbsp;&nbsp; 309896 |
|  | Delta Corp. Ltd. | 20079 | &nbsp;&nbsp; 19391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dhanuka Agritech <br> Ltd.<br>| 3371 | &nbsp;&nbsp; 73224 |
| \* | Digitide Solutions Ltd. | 5911 | &nbsp;&nbsp; 15618 |
| Ω | Dilip Buildcon Ltd. | 7058 | &nbsp;&nbsp; 38488 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dishman Carbogen <br> Amcis Ltd.<br>| 7907 | &nbsp;&nbsp; 22682 |
|  | D-Link India Ltd. | 3902 | &nbsp;&nbsp; 22671 |
|  | Dodla Dairy Ltd. | 1918 | &nbsp;&nbsp; 27865 |
|  | Dollar Industries Ltd. | 4294 | &nbsp;&nbsp; 18623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dr. Reddy's <br> Laboratories Ltd. <br> (DRRD IN)<br>| 1730 | &nbsp;&nbsp; 24897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dynamatic <br> Technologies Ltd.<br>| 486 | &nbsp;&nbsp; 36595 |
|  | eClerx Services Ltd. | 4806 | &nbsp;&nbsp; 206007 |
| \* | EID Parry India Ltd. | 19753 | &nbsp;&nbsp; 275717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EIH Associated <br> Hotels<br>| 3616 | &nbsp;&nbsp; 15878 |
|  | EIH Ltd. | 35168 | &nbsp;&nbsp; 150586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electrosteel Castings <br> Ltd.<br>| 83544 | &nbsp;&nbsp; 105484 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Embassy <br> Developments Ltd.<br>| 60883 | &nbsp;&nbsp; 72919 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Endurance <br> Technologies Ltd.<br>| 4145 | &nbsp;&nbsp; 120063 |
|  | Engineers India Ltd. | 58317 | &nbsp;&nbsp; 141133 |
|  | Epigral Ltd. | 1774 | &nbsp;&nbsp; 40778 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | EPL Ltd. | 15818 | &nbsp;&nbsp; $40102 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Equitas Small Finance <br> Bank Ltd.<br>| 83230 | &nbsp;&nbsp; 55910 |
| Ω | Eris Lifesciences Ltd. | 7443 | &nbsp;&nbsp; 153537 |
|  | Escorts Kubota Ltd. | 7740 | &nbsp;&nbsp; 297290 |
| \* | Eureka Forbes Ltd. | 9641 | &nbsp;&nbsp; 61322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Everest Industries <br> Ltd.<br>| 1612 | &nbsp;&nbsp; 9954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Everest Kanto <br> Cylinder Ltd.<br>| 6320 | &nbsp;&nbsp; 9254 |
|  | Exide Industries Ltd. | 88153 | &nbsp;&nbsp; 384391 |
|  | Expleo Solutions Ltd. | 381 | &nbsp;&nbsp; 5218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fairchem Organics <br> Ltd.<br>| 633 | &nbsp;&nbsp; 6350 |
|  | FDC Ltd. | 11996 | &nbsp;&nbsp; 65073 |
|  | Federal Bank Ltd. | 390779 | &nbsp;&nbsp; 903444 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Federal-Mogul Goetze <br> India Ltd.<br>| 4153 | &nbsp;&nbsp; 27160 |
|  | FIEM Industries Ltd. | 1386 | &nbsp;&nbsp; 30239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fineotex Chemical <br> Ltd.<br>| 3370 | &nbsp;&nbsp; 9998 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fino Payments Bank <br> Ltd.<br>| 1795 | &nbsp;&nbsp; 5444 |
|  | Finolex Cables Ltd. | 14139 | &nbsp;&nbsp; 142030 |
|  | Finolex Industries Ltd. | 48381 | &nbsp;&nbsp; 111987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Firstsource Solutions <br> Ltd.<br>| 58361 | &nbsp;&nbsp; 226565 |
|  | Force Motors Ltd. | 1050 | &nbsp;&nbsp; 202834 |
|  | Fortis Healthcare Ltd. | 6650 | &nbsp;&nbsp; 64801 |
|  | G R Infraprojects Ltd. | 2106 | &nbsp;&nbsp; 29412 |
|  | Gabriel India Ltd. | 7677 | &nbsp;&nbsp; 90233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GAIL India Ltd. (GAIL <br> IN)<br>| 14437 | &nbsp;&nbsp; 29063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galaxy Surfactants <br> Ltd.<br>| 1586 | &nbsp;&nbsp; 48045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ganesh Housing <br> Corp. Ltd.<br>| 2638 | &nbsp;&nbsp; 26988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ganesha Ecosphere <br> Ltd.<br>| 2120 | &nbsp;&nbsp; 35733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Garware Hi-Tech <br> Films Ltd.<br>| 970 | &nbsp;&nbsp; 37849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Garware Technical <br> Fibres Ltd.<br>| 2745 | &nbsp;&nbsp; 28354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gateway Distriparks <br> Ltd.<br>| 56436 | &nbsp;&nbsp; 45455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GE Vernova T&D <br> India Ltd.<br>| 1853 | &nbsp;&nbsp; 57423 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Genesys International <br> Corp. Ltd.<br>| 1641 | &nbsp;&nbsp; 11276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Geojit Financial <br> Services Ltd.<br>| 15370 | &nbsp;&nbsp; 12695 |
|  | GHCL Ltd. | 16967 | &nbsp;&nbsp; 115216 |
| Ω | Gland Pharma Ltd. | 5676 | &nbsp;&nbsp; 132600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Glenmark <br> Pharmaceuticals <br> Ltd.<br>| 33446 | &nbsp;&nbsp; 804314 |
|  | Globus Spirits Ltd. | 1633 | &nbsp;&nbsp; 23683 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | GMM Pfaudler Ltd. | 3384 | &nbsp;&nbsp; $53799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Godawari Power & <br> Ispat Ltd.<br>| 61950 | &nbsp;&nbsp; 136219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Godfrey Phillips India <br> Ltd.<br>| 658 | &nbsp;&nbsp; 68307 |
| Ω | Godrej Agrovet Ltd. | 7864 | &nbsp;&nbsp; 75713 |
| \* | Godrej Industries Ltd. | 3413 | &nbsp;&nbsp; 43920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldiam International <br> Ltd.<br>| 4691 | &nbsp;&nbsp; 18163 |
|  | Goodyear India Ltd. | 1451 | &nbsp;&nbsp; 16210 |
|  | Granules India Ltd. | 32878 | &nbsp;&nbsp; 177236 |
|  | Graphite India Ltd. | 11951 | &nbsp;&nbsp; 77782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grauer & Weil India <br> Ltd.<br>| 20434 | &nbsp;&nbsp; 23406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Eastern <br> Shipping Co. Ltd. <br>| 27406 | &nbsp;&nbsp; 292257 |
|  | Greaves Cotton Ltd. | 24203 | &nbsp;&nbsp; 62023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greenpanel Industries <br> Ltd.<br>| 9316 | &nbsp;&nbsp; 31052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greenply Industries <br> Ltd.<br>| 10082 | &nbsp;&nbsp; 36913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat Alkalies & <br> Chemicals Ltd.<br>| 7842 | &nbsp;&nbsp; 51892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat Ambuja <br> Exports Ltd.<br>| 24560 | &nbsp;&nbsp; 30610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat <br> Fluorochemicals <br> Ltd.<br>| 598 | &nbsp;&nbsp; 24302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat Mineral <br> Development Corp. <br> Ltd.<br>| 10076 | &nbsp;&nbsp; 45057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat Narmada <br> Valley Fertilizers & <br> Chemicals Ltd.<br>| 17891 | &nbsp;&nbsp; 109775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat Pipavav Port <br> Ltd.<br>| 32651 | &nbsp;&nbsp; 58571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat State Petronet <br> Ltd.<br>| 61353 | &nbsp;&nbsp; 219284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Oil Lubricants <br> India Ltd.<br>| 1725 | &nbsp;&nbsp; 23620 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Harsha Engineers <br> Ltd.<br>| 1758 | &nbsp;&nbsp; 8294 |
|  | HBL Engineering Ltd. | 5859 | &nbsp;&nbsp; 39158 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HealthCare Global <br> Enterprises Ltd.<br>| 7493 | &nbsp;&nbsp; 53088 |
|  | HEG Ltd. | 11285 | &nbsp;&nbsp; 73168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HeidelbergCement <br> India Ltd.<br>| 10024 | &nbsp;&nbsp; 24269 |
|  | Heritage Foods Ltd. | 8870 | &nbsp;&nbsp; 47926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hero MotoCorp Ltd. <br> (HMCL IN)<br>| 16381 | &nbsp;&nbsp; 791901 |
|  | HFCL Ltd. | 147411 | &nbsp;&nbsp; 127039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HG Infra Engineering <br> Ltd.<br>| 2873 | &nbsp;&nbsp; 33937 |
|  | Hikal Ltd. | 9005 | &nbsp;&nbsp; 33110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Himadri Speciality <br> Chemical Ltd.<br>| 6884 | &nbsp;&nbsp; 36969 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Himatsingka Seide <br> Ltd.<br>| 11567 | &nbsp;&nbsp; $18316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hindustan Copper <br> Ltd.<br>| 9107 | &nbsp;&nbsp; 25129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hindware Home <br> Innovation Ltd.<br>| 4100 | &nbsp;&nbsp; 12377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Honda India Power <br> Products Ltd.<br>| 598 | &nbsp;&nbsp; 19592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HPL Electric & Power <br> Ltd.<br>| 1673 | &nbsp;&nbsp; 10861 |
|  | Huhtamaki India Ltd. | 2798 | &nbsp;&nbsp; 7004 |
|  | ICRA Ltd. | 909 | &nbsp;&nbsp; 68466 |
| \* | IDFC First Bank Ltd. | 1200526 | &nbsp;&nbsp; 938119 |
| \* | IFB Industries Ltd. | 1844 | &nbsp;&nbsp; 27575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Igarashi Motors India <br> Ltd.<br>| 1465 | &nbsp;&nbsp; 9582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IIFL Capital Services <br> Ltd.<br>| 26423 | &nbsp;&nbsp; 95386 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Imagicaaworld <br> Entertainment Ltd.<br>| 18907 | &nbsp;&nbsp; 13616 |
| \* | India Cements Ltd. | 20705 | &nbsp;&nbsp; 85990 |
|  | India Glycols Ltd. | 3432 | &nbsp;&nbsp; 66526 |
|  | Indian Bank | 62818 | &nbsp;&nbsp; 444344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indian Metals & Ferro <br> Alloys Ltd.<br>| 4203 | &nbsp;&nbsp; 34995 |
|  | Indigo Paints Ltd. | 3085 | &nbsp;&nbsp; 42096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indo Count Industries <br> Ltd.<br>| 12207 | &nbsp;&nbsp; 37574 |
| \* | Indus Towers Ltd. | 10104 | &nbsp;&nbsp; 41486 |
|  | IndusInd Bank Ltd. | 5803 | &nbsp;&nbsp; 52589 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Infibeam Avenues <br> Ltd.<br>| 217178 | &nbsp;&nbsp; 35471 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Inox Green Energy <br> Services Ltd.<br>| 7814 | &nbsp;&nbsp; 14496 |
| \* | Inox Wind Ltd. | 67074 | &nbsp;&nbsp; 114384 |
|  | Insecticides India Ltd. | 407 | &nbsp;&nbsp; 4973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intellect Design Arena <br> Ltd.<br>| 12705 | &nbsp;&nbsp; 147166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IOL Chemicals & <br> Pharmaceuticals <br> Ltd.<br>| 29995 | &nbsp;&nbsp; 35077 |
|  | Ipca Laboratories Ltd. | 18285 | &nbsp;&nbsp; 306837 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; IRCON International <br> Ltd.<br>| 51030 | &nbsp;&nbsp; 102178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ISGEC Heavy <br> Engineering Ltd.<br>| 3339 | &nbsp;&nbsp; 41640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ITD Cementation India <br> Ltd.<br>| 8815 | &nbsp;&nbsp; 77984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J Kumar Infraprojects <br> Ltd.<br>| 9206 | &nbsp;&nbsp; 73921 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jai Balaji Industries <br> Ltd.<br>| 7814 | &nbsp;&nbsp; 10065 |
|  | Jai Corp. Ltd. | 7863 | &nbsp;&nbsp; 9860 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jain Irrigation <br> Systems Ltd.<br>| 38893 | &nbsp;&nbsp; 22491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jammu & Kashmir <br> Bank Ltd. <br>| 63698 | &nbsp;&nbsp; 75394 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jamna Auto Industries <br> Ltd.<br>| 20611 | &nbsp;&nbsp; $21651 |
|  | Jindal Saw Ltd. | 87881 | &nbsp;&nbsp; 210990 |
|  | Jindal Stainless Ltd. | 106897 | &nbsp;&nbsp; 841289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jindal Steel & Power <br> Ltd.<br>| 6259 | &nbsp;&nbsp; 68619 |
|  | JK Cement Ltd. | 4986 | &nbsp;&nbsp; 377595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JK Lakshmi Cement <br> Ltd.<br>| 14023 | &nbsp;&nbsp; 155334 |
|  | JK Paper Ltd. | 21843 | &nbsp;&nbsp; 88468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JK Tyre & Industries <br> Ltd.<br>| 17886 | &nbsp;&nbsp; 68105 |
|  | JSW Energy Ltd. | 4638 | &nbsp;&nbsp; 27281 |
|  | JTEKT India Ltd. | 11906 | &nbsp;&nbsp; 17472 |
|  | Jubilant Ingrevia Ltd. | 13841 | &nbsp;&nbsp; 121968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jubilant Pharmova <br> Ltd.<br>| 14481 | &nbsp;&nbsp; 196668 |
|  | Jyothy Labs Ltd. | 6514 | &nbsp;&nbsp; 24878 |
|  | Kajaria Ceramics Ltd. | 7874 | &nbsp;&nbsp; 105643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kalpataru Projects <br> International Ltd.<br>| 17626 | &nbsp;&nbsp; 229712 |
|  | Kalyani Steels Ltd. | 7765 | &nbsp;&nbsp; 78458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kansai Nerolac Paints <br> Ltd.<br>| 24754 | &nbsp;&nbsp; 69145 |
|  | Karnataka Bank Ltd.  | 57840 | &nbsp;&nbsp; 118847 |
|  | Karur Vysya Bank Ltd. <br>| 100489 | &nbsp;&nbsp; 303877 |
|  | Kaveri Seed Co. Ltd. | 4405 | &nbsp;&nbsp; 55595 |
|  | KCP Ltd.  | 19493 | &nbsp;&nbsp; 44968 |
|  | KDDL Ltd. | 906 | &nbsp;&nbsp; 27694 |
|  | KEC International Ltd. | 21838 | &nbsp;&nbsp; 213397 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kellton Tech Solutions <br> Ltd.<br>| 67465 | &nbsp;&nbsp; 21891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kewal Kiran Clothing <br> Ltd.<br>| 1257 | &nbsp;&nbsp; 7932 |
| \* | Kiri Industries Ltd. | 3036 | &nbsp;&nbsp; 18879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kirloskar Brothers <br> Ltd.<br>| 2320 | &nbsp;&nbsp; 51761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kirloskar Ferrous <br> Industries Ltd.<br>| 9588 | &nbsp;&nbsp; 65829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kirloskar Oil Engines <br> Ltd.<br>| 10569 | &nbsp;&nbsp; 107982 |
|  | Kitex Garments Ltd. | 15081 | &nbsp;&nbsp; 38670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KNR Constructions <br> Ltd.<br>| 21233 | &nbsp;&nbsp; 51523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kolte-Patil Developers <br> Ltd.<br>| 5519 | &nbsp;&nbsp; 25892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kovai Medical Center <br> & Hospital Ltd.<br>| 843 | &nbsp;&nbsp; 60233 |
|  | KPR Mill Ltd. | 2215 | &nbsp;&nbsp; 28680 |
|  | KRBL Ltd. | 13877 | &nbsp;&nbsp; 60771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Krsnaa Diagnostics <br> Ltd.<br>| 4079 | &nbsp;&nbsp; 39873 |
|  | LA Opala RG Ltd. | 3700 | &nbsp;&nbsp; 11615 |
| Ω | Laurus Labs Ltd. | 15766 | &nbsp;&nbsp; 156700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Laxmi Organic <br> Industries Ltd.<br>| 5571 | &nbsp;&nbsp; 12921 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LG Balakrishnan & <br> Bros Ltd.<br>| 7187 | &nbsp;&nbsp; $103427 |
|  | LMW Ltd. | 568 | &nbsp;&nbsp; 97720 |
|  | LT Foods Ltd. | 40174 | &nbsp;&nbsp; 221893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lumax Auto <br> Technologies Ltd.<br>| 4253 | &nbsp;&nbsp; 52574 |
|  | Lupin Ltd. | 16814 | &nbsp;&nbsp; 366725 |
|  | LUX Industries Ltd. | 1652 | &nbsp;&nbsp; 25826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maharashtra <br> Seamless Ltd.<br>| 13036 | &nbsp;&nbsp; 104493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra Lifespace <br> Developers Ltd.<br>| 20814 | &nbsp;&nbsp; 88588 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Man Industries India <br> Ltd.<br>| 2236 | &nbsp;&nbsp; 11341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Man Infraconstruction <br> Ltd.<br>| 15353 | &nbsp;&nbsp; 30416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marksans Pharma <br> Ltd.<br>| 59055 | &nbsp;&nbsp; 151983 |
|  | Mastek Ltd. | 2731 | &nbsp;&nbsp; 75324 |
| \* | Max Estates Ltd. | 9610 | &nbsp;&nbsp; 52992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mayur Uniquoters <br> Ltd.<br>| 2063 | &nbsp;&nbsp; 13005 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Medplus Health <br> Services Ltd.<br>| 6712 | &nbsp;&nbsp; 71275 |
|  | Minda Corp. Ltd. | 16296 | &nbsp;&nbsp; 92036 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Mishra Dhatu Nigam <br> Ltd.<br>| 8726 | &nbsp;&nbsp; 39171 |
|  | MM Forgings Ltd. | 5056 | &nbsp;&nbsp; 19725 |
|  | MOIL Ltd. | 3217 | &nbsp;&nbsp; 12535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Monte Carlo Fashions <br> Ltd.<br>| 1211 | &nbsp;&nbsp; 7999 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Morepen Laboratories <br> Ltd.<br>| 60453 | &nbsp;&nbsp; 40124 |
|  | Mphasis Ltd. | 13460 | &nbsp;&nbsp; 425556 |
|  | MRF Ltd. | 454 | &nbsp;&nbsp; 764701 |
|  | Natco Pharma Ltd. | 11527 | &nbsp;&nbsp; 125048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Aluminium <br> Co. Ltd.<br>| 201774 | &nbsp;&nbsp; 423104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Fertilizers <br> Ltd.<br>| 13589 | &nbsp;&nbsp; 15022 |
|  | Nava Ltd. | 27486 | &nbsp;&nbsp; 196645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Navneet Education <br> Ltd.<br>| 18140 | &nbsp;&nbsp; 30641 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nazara Technologies <br> Ltd.<br>| 4311 | &nbsp;&nbsp; 66133 |
|  | NCC Ltd. | 97963 | &nbsp;&nbsp; 241619 |
|  | NCL Industries Ltd. | 5315 | &nbsp;&nbsp; 13246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neogen Chemicals <br> Ltd.<br>| 997 | &nbsp;&nbsp; 17430 |
|  | NESCO Ltd. | 3968 | &nbsp;&nbsp; 62368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neuland Laboratories <br> Ltd.<br>| 281 | &nbsp;&nbsp; 42643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Newgen Software <br> Technologies Ltd.<br>| 3569 | &nbsp;&nbsp; 34500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NIIT Learning <br> Systems Ltd.<br>| 10780 | &nbsp;&nbsp; 39046 |
|  | NIIT Ltd. | 10780 | &nbsp;&nbsp; 14088 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Nilkamal Ltd. | 1432 | &nbsp;&nbsp; $27482 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Life India <br> Asset Management <br> Ltd.<br>| 4729 | &nbsp;&nbsp; 43568 |
|  | Nitin Spinners Ltd. | 3133 | &nbsp;&nbsp; 13043 |
|  | NMDC Ltd. | 497718 | &nbsp;&nbsp; 399530 |
| \* | NMDC Steel Ltd. | 153931 | &nbsp;&nbsp; 64142 |
|  | NOCIL Ltd. | 15905 | &nbsp;&nbsp; 33596 |
|  | Novartis India Ltd. | 1209 | &nbsp;&nbsp; 13488 |
|  | NRB Bearings Ltd. | 7863 | &nbsp;&nbsp; 25611 |
|  | Oberoi Realty Ltd. | 18539 | &nbsp;&nbsp; 342527 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Onesource Specialty <br> Pharma Ltd.<br>| 5884 | &nbsp;&nbsp; 131983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oracle Financial <br> Services Software <br> Ltd.<br>| 263 | &nbsp;&nbsp; 25186 |
| \* | Orchid Pharma Ltd. | 2260 | &nbsp;&nbsp; 18906 |
|  | Orient Cement Ltd. | 17026 | &nbsp;&nbsp; 47927 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orient Green Power <br> Co. Ltd.<br>| 169101 | &nbsp;&nbsp; 26919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orient Paper & <br> Industries Ltd.<br>| 25398 | &nbsp;&nbsp; 8120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Panama Petrochem <br> Ltd.<br>| 2894 | &nbsp;&nbsp; 11983 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Parag Milk Foods Ltd., <br> Class F<br>| 6480 | &nbsp;&nbsp; 18105 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Paramount <br> Communications <br> Ltd.<br>| 19967 | &nbsp;&nbsp; 12668 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Patel Engineering <br> Ltd.<br>| 80785 | &nbsp;&nbsp; 34237 |
| \* | PC Jeweller Ltd. | 626910 | &nbsp;&nbsp; 110475 |
|  | PCBL Chemical Ltd. | 10782 | &nbsp;&nbsp; 47895 |
|  | PDS Ltd. | 2497 | &nbsp;&nbsp; 10140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pearl Global <br> Industries Ltd.<br>| 2201 | &nbsp;&nbsp; 37764 |
| \* | Pennar Industries Ltd. | 9782 | &nbsp;&nbsp; 26532 |
|  | Petronet LNG Ltd. | 172886 | &nbsp;&nbsp; 566110 |
|  | PG Electroplast Ltd. | 5271 | &nbsp;&nbsp; 48765 |
|  | Phoenix Mills Ltd.  | 13226 | &nbsp;&nbsp; 223351 |
|  | Piramal Pharma Ltd. | 80418 | &nbsp;&nbsp; 179614 |
|  | Pitti Engineering Ltd. | 994 | &nbsp;&nbsp; 10633 |
|  | PNC Infratech Ltd. | 10659 | &nbsp;&nbsp; 37626 |
|  | Pokarna Ltd. | 824 | &nbsp;&nbsp; 8713 |
|  | Polyplex Corp. Ltd. | 3454 | &nbsp;&nbsp; 43785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Mech Projects <br> Ltd.<br>| 2568 | &nbsp;&nbsp; 91317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prakash Industries <br> Ltd.<br>| 25349 | &nbsp;&nbsp; 50686 |
|  | Prakash Pipes Ltd. | 2981 | &nbsp;&nbsp; 12240 |
| Ω | Prataap Snacks Ltd. | 1310 | &nbsp;&nbsp; 14520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Precision Wires India <br> Ltd.<br>| 3694 | &nbsp;&nbsp; 7422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prestige Estates <br> Projects Ltd.<br>| 6423 | &nbsp;&nbsp; 118562 |
| \* | Pricol Ltd. | 10026 | &nbsp;&nbsp; 49168 |
| \* | Prism Johnson Ltd. | 29365 | &nbsp;&nbsp; 51011 |
| \* | PSP Projects Ltd. | 1511 | &nbsp;&nbsp; 12909 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Punjab National Bank | 35137 | &nbsp;&nbsp; $41902 |
| \* | Puravankara Ltd. | 13056 | &nbsp;&nbsp; 42801 |
| \* | PVR Inox Ltd. | 7219 | &nbsp;&nbsp; 82144 |
| Ω | Quess Corp. Ltd. | 5911 | &nbsp;&nbsp; 19969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; R Systems <br> International Ltd.<br>| 2964 | &nbsp;&nbsp; 14072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Railtel Corp. of India <br> Ltd.<br>| 13873 | &nbsp;&nbsp; 57643 |
|  | Rain Industries Ltd. | 29680 | &nbsp;&nbsp; 52851 |
|  | Rallis India Ltd. | 11726 | &nbsp;&nbsp; 49961 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rama Steel Tubes <br> Ltd.<br>| 113836 | &nbsp;&nbsp; 14191 |
|  | Ramco Cements Ltd. | 16989 | &nbsp;&nbsp; 225905 |
| \* | Ramco Systems Ltd. | 3976 | &nbsp;&nbsp; 17327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ramkrishna Forgings <br> Ltd.<br>| 7311 | &nbsp;&nbsp; 48409 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ramky Infrastructure <br> Ltd.<br>| 995 | &nbsp;&nbsp; 6624 |
|  | Rane Holdings Ltd. | 375 | &nbsp;&nbsp; 6484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rashtriya Chemicals <br> & Fertilizers Ltd.<br>| 39338 | &nbsp;&nbsp; 67953 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rategain Travel <br> Technologies Ltd.<br>| 8402 | &nbsp;&nbsp; 41805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ratnamani Metals & <br> Tubes Ltd.<br>| 1863 | &nbsp;&nbsp; 56014 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RattanIndia Power <br> Ltd.<br>| 558890 | &nbsp;&nbsp; 81047 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Raymond Lifestyle <br> Ltd.<br>| 7948 | &nbsp;&nbsp; 103490 |
| \* | Raymond Ltd. | 9936 | &nbsp;&nbsp; 75602 |
| \* | Raymond Realty Ltd. | 9936 | &nbsp;&nbsp; 78264 |
| Ω | RBL Bank Ltd. | 66068 | &nbsp;&nbsp; 200170 |
|  | Redington Ltd. | 131696 | &nbsp;&nbsp; 375103 |
|  | Redtape Ltd. | 18116 | &nbsp;&nbsp; 26524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reliance Industrial <br> Infrastructure Ltd.<br>| 1813 | &nbsp;&nbsp; 17863 |
| \* | Reliance Power Ltd. | 583182 | &nbsp;&nbsp; 348017 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Religare Enterprises <br> Ltd.<br>| 10268 | &nbsp;&nbsp; 31244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rhi Magnesita India <br> Ltd.<br>| 4370 | &nbsp;&nbsp; 25077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rico Auto Industries <br> Ltd.<br>| 16938 | &nbsp;&nbsp; 13757 |
|  | RITES Ltd. | 22156 | &nbsp;&nbsp; 64596 |
|  | Rossari Biotech Ltd. | 1724 | &nbsp;&nbsp; 13928 |
| \* | RPSG Ventures Ltd. | 1941 | &nbsp;&nbsp; 22081 |
|  | Rupa & Co. Ltd. | 3253 | &nbsp;&nbsp; 7836 |
|  | Sagar Cements Ltd. | 4091 | &nbsp;&nbsp; 11405 |
|  | Saksoft Ltd. | 4201 | &nbsp;&nbsp; 10005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandhar Technologies <br> Ltd.<br>| 2664 | &nbsp;&nbsp; 14760 |
|  | Sanghvi Movers Ltd. | 5982 | &nbsp;&nbsp; 18328 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Sansera Engineering <br> Ltd.<br>| 5079 | &nbsp;&nbsp; 76471 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sapphire Foods India <br> Ltd.<br>| 2930 | &nbsp;&nbsp; 10558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sarda Energy & <br> Minerals Ltd.<br>| 27610 | &nbsp;&nbsp; 140051 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Saregama India Ltd. | 8686 | &nbsp;&nbsp; $47739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sasken Technologies <br> Ltd.<br>| 712 | &nbsp;&nbsp; 11995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Savita Oil <br> Technologies Ltd.<br>| 5680 | &nbsp;&nbsp; 25844 |
| \* | SEAMEC Ltd. | 1481 | &nbsp;&nbsp; 13293 |
|  | Senco Gold Ltd. | 5587 | &nbsp;&nbsp; 19914 |
| \* | SEPC Ltd. | 103569 | &nbsp;&nbsp; 12452 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sequent Scientific <br> Ltd.<br>| 8389 | &nbsp;&nbsp; 16343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seshasayee Paper & <br> Boards Ltd.<br>| 7419 | &nbsp;&nbsp; 23096 |
| \*Ω | SH Kelkar & Co. Ltd. | 11863 | &nbsp;&nbsp; 34643 |
|  | Shalby Ltd. | 4342 | &nbsp;&nbsp; 10349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shankara Building <br> Products Ltd.<br>| 2556 | &nbsp;&nbsp; 34269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sharda Cropchem <br> Ltd.<br>| 4998 | &nbsp;&nbsp; 64298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sharda Motor <br> Industries Ltd.<br>| 3666 | &nbsp;&nbsp; 43480 |
| \* | Sheela Foam Ltd. | 6849 | &nbsp;&nbsp; 52067 |
| \* | Shilpa Medicare Ltd. | 5720 | &nbsp;&nbsp; 56787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shipping Corp. of <br> India Ltd.<br>| 32265 | &nbsp;&nbsp; 79128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shriram Pistons & <br> Rings Ltd.<br>| 1777 | &nbsp;&nbsp; 48534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shyam Metalics & <br> Energy Ltd.<br>| 2033 | &nbsp;&nbsp; 22709 |
| \* | SIS Ltd. | 5084 | &nbsp;&nbsp; 22422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siyaram Silk Mills <br> Ltd.<br>| 2895 | &nbsp;&nbsp; 20624 |
|  | SJS Enterprises Ltd. | 4186 | &nbsp;&nbsp; 58272 |
|  | Skipper Ltd. | 4131 | &nbsp;&nbsp; 22934 |
|  | Sobha Ltd. | 2224 | &nbsp;&nbsp; 40411 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Solara Active Pharma <br> Sciences Ltd.<br>| 2901 | &nbsp;&nbsp; 21187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Somany Ceramics <br> Ltd.<br>| 2168 | &nbsp;&nbsp; 13321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; South Indian Bank <br> Ltd.<br>| 466277 | &nbsp;&nbsp; 157258 |
| \* | SP Apparels Ltd. | 1244 | &nbsp;&nbsp; 11812 |
|  | SRF Ltd. | 1612 | &nbsp;&nbsp; 55683 |
| \* | Star Cement Ltd. | 16744 | &nbsp;&nbsp; 45671 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Star Health & Allied <br> Insurance Co. Ltd.<br>| 24427 | &nbsp;&nbsp; 122985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Steel Authority of India <br> Ltd.<br>| 210166 | &nbsp;&nbsp; 296277 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sterlite Technologies <br> Ltd.<br>| 17996 | &nbsp;&nbsp; 24435 |
|  | Stove Kraft Ltd. | 1082 | &nbsp;&nbsp; 7286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Strides Pharma <br> Science Ltd.<br>| 11768 | &nbsp;&nbsp; 116604 |
| \* | Stylam Industries Ltd. | 626 | &nbsp;&nbsp; 12374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Styrenix Performance <br> Materials Ltd.<br>| 1107 | &nbsp;&nbsp; 36611 |
|  | Subros Ltd. | 5228 | &nbsp;&nbsp; 50790 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sudarshan Chemical <br> Industries Ltd.<br>| 6005 | &nbsp;&nbsp; $97569 |
|  | Sun TV Network Ltd. | 19125 | &nbsp;&nbsp; 122536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sundram Fasteners <br> Ltd.<br>| 8266 | &nbsp;&nbsp; 93316 |
|  | Sunteck Realty Ltd. | 12856 | &nbsp;&nbsp; 57548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suprajit Engineering <br> Ltd.<br>| 16483 | &nbsp;&nbsp; 86041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Supreme Petrochem <br> Ltd.<br>| 12254 | &nbsp;&nbsp; 109402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Supriya Lifescience <br> Ltd.<br>| 2326 | &nbsp;&nbsp; 17471 |
|  | Surya Roshni Ltd. | 19276 | &nbsp;&nbsp; 71978 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Suryoday Small <br> Finance Bank Ltd.<br>| 4794 | &nbsp;&nbsp; 6876 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Syncom Formulations <br> India Ltd.<br>| 104785 | &nbsp;&nbsp; 21717 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Syngene International <br> Ltd.<br>| 22882 | &nbsp;&nbsp; 184751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Talbros Automotive <br> Components Ltd.<br>| 2713 | &nbsp;&nbsp; 8833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tamilnad Mercantile <br> Bank Ltd.<br>| 7104 | &nbsp;&nbsp; 37048 |
|  | Tata Chemicals Ltd. | 29709 | &nbsp;&nbsp; 332014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tata Consumer <br> Products Ltd.<br>| 5181 | &nbsp;&nbsp; 63245 |
|  | Tata Steel Ltd. | 15585 | &nbsp;&nbsp; 27875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TD Power Systems <br> Ltd.<br>| 10919 | &nbsp;&nbsp; 63165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Techno Electric & <br> Engineering Co. <br> Ltd.<br>| 12283 | &nbsp;&nbsp; 201880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Technocraft Industries <br> India Ltd.<br>| 456 | &nbsp;&nbsp; 16241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texmaco Rail & <br> Engineering Ltd.<br>| 63696 | &nbsp;&nbsp; 106110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thirumalai Chemicals <br> Ltd.<br>| 11355 | &nbsp;&nbsp; 38457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thomas Cook India <br> Ltd.<br>| 36783 | &nbsp;&nbsp; 70471 |
|  | Time Technoplast Ltd. | 29889 | &nbsp;&nbsp; 158465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Titagarh Rail System <br> Ltd.<br>| 9168 | &nbsp;&nbsp; 89557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TransIndia Real <br> Estate Ltd.<br>| 14247 | &nbsp;&nbsp; 5338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transport Corp. of <br> India Ltd.<br>| 6289 | &nbsp;&nbsp; 83792 |
|  | Trident Ltd. | 241317 | &nbsp;&nbsp; 82622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triveni Engineering & <br> Industries Ltd.<br>| 13982 | &nbsp;&nbsp; 54394 |
|  | TTK Prestige Ltd. | 5500 | &nbsp;&nbsp; 39551 |
|  | TVS Holdings Ltd. | 158 | &nbsp;&nbsp; 20865 |
|  | TVS Srichakra Ltd. | 1006 | &nbsp;&nbsp; 34402 |
|  | Uflex Ltd. | 9820 | &nbsp;&nbsp; 66157 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Ujjivan Small Finance <br> Bank Ltd.<br>| 173816 | &nbsp;&nbsp; 87716 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Unichem Laboratories <br> Ltd.<br>| 7286 | &nbsp;&nbsp; $52122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Union Bank of India <br> Ltd.<br>| 214347 | &nbsp;&nbsp; 318670 |
| \* | UPL Ltd. | 102160 | &nbsp;&nbsp; 791263 |
|  | Usha Martin Ltd. | 39122 | &nbsp;&nbsp; 167166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UTI Asset <br> Management Co. <br> Ltd.<br>| 7033 | &nbsp;&nbsp; 106016 |
| \* | VA Tech Wabag Ltd. | 10705 | &nbsp;&nbsp; 192325 |
|  | Vadilal Industries Ltd. | 126 | &nbsp;&nbsp; 7487 |
|  | Vaibhav Global Ltd. | 4105 | &nbsp;&nbsp; 10552 |
| \* | Valor Estate Ltd. | 19709 | &nbsp;&nbsp; 41339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vardhman Textiles <br> Ltd.<br>| 26060 | &nbsp;&nbsp; 128970 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Varroc Engineering <br> Ltd.<br>| 8500 | &nbsp;&nbsp; 51700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Veedol Corporation <br> Ltd.<br>| 438 | &nbsp;&nbsp; 8264 |
|  | Venky's India Ltd. | 591 | &nbsp;&nbsp; 10179 |
|  | Vesuvius India Ltd. | 8210 | &nbsp;&nbsp; 48307 |
|  | Vimta Labs Ltd. | 3740 | &nbsp;&nbsp; 29779 |
|  | Vindhya Telelinks Ltd. | 1643 | &nbsp;&nbsp; 29457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vintage Coffee & <br> Beverages Ltd.<br>| 8973 | &nbsp;&nbsp; 15874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vishnu Chemicals <br> Ltd.<br>| 3034 | &nbsp;&nbsp; 19628 |
| \* | Vodafone Idea Ltd. | 408926 | &nbsp;&nbsp; 32106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Voltamp Transformers <br> Ltd.<br>| 739 | &nbsp;&nbsp; 73801 |
|  | Voltas Ltd. | 1720 | &nbsp;&nbsp; 25814 |
|  | VRL Logistics Ltd. | 3113 | &nbsp;&nbsp; 21889 |
|  | VST Industries Ltd. | 10021 | &nbsp;&nbsp; 32212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VST Tillers Tractors <br> Ltd.<br>| 936 | &nbsp;&nbsp; 48559 |
|  | Welspun Corp. Ltd. | 29234 | &nbsp;&nbsp; 309790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Welspun Enterprises <br> Ltd.<br>| 16081 | &nbsp;&nbsp; 89943 |
|  | Welspun Living Ltd. | 48336 | &nbsp;&nbsp; 69951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; West Coast Paper <br> Mills Ltd.<br>| 10379 | &nbsp;&nbsp; 62842 |
|  | Whirlpool of India Ltd. | 5300 | &nbsp;&nbsp; 80323 |
| \* | Wockhardt Ltd. | 10071 | &nbsp;&nbsp; 190729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wonderla Holidays <br> Ltd.<br>| 2335 | &nbsp;&nbsp; 16838 |
| \* | Yes Bank Ltd. | 1685230 | &nbsp;&nbsp; 362230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zee Entertainment <br> Enterprises Ltd.<br>| 121377 | &nbsp;&nbsp; 163448 |
| \* | Zee Media Corp. Ltd. | 66484 | &nbsp;&nbsp; 10069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zensar Technologies <br> Ltd.<br>| 21007 | &nbsp;&nbsp; 193225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zydus Lifesciences <br> Ltd.<br>| 3477 | &nbsp;&nbsp; 38062 |
|  | Zydus Wellness Ltd. | 2300 | &nbsp;&nbsp; 52999 |
| TOTAL INDIA | TOTAL INDIA |  | &nbsp;&nbsp; 45489140 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (0.4%) | INDONESIA — (0.4%) | INDONESIA — (0.4%) | INDONESIA — (0.4%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ABM Investama Tbk. <br> PT<br>| 132000 | &nbsp;&nbsp; $23564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Adi Sarana Armada <br> Tbk. PT<br>| 319400 | &nbsp;&nbsp; 16443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alamtri Minerals <br> Indonesia Tbk. PT<br>| 577100 | &nbsp;&nbsp; 38847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aneka Tambang Tbk. <br> PT<br>| 495000 | &nbsp;&nbsp; 85652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astra Agro Lestari <br> Tbk. PT<br>| 50800 | &nbsp;&nbsp; 20999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astra Otoparts Tbk. <br> PT<br>| 172500 | &nbsp;&nbsp; 22528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank BTPN Syariah <br> Tbk. PT<br>| 206200 | &nbsp;&nbsp; 17624 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Capital <br> Indonesia Tbk. PT<br>| 991200 | &nbsp;&nbsp; 7828 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank China <br> Construction Bank <br> Indonesia Tbk. PT<br>| 2929400 | &nbsp;&nbsp; 11925 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Mayapada <br> International Tbk. <br> PT<br>| 4551286 | &nbsp;&nbsp; 50800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Maybank <br> Indonesia Tbk. PT<br>| 2873800 | &nbsp;&nbsp; 36005 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Nationalnobu <br> Tbk. PT<br>| 114513 | &nbsp;&nbsp; 3610 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Neo Commerce <br> Tbk. PT<br>| 742900 | &nbsp;&nbsp; 10917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank OCBC Nisp Tbk. <br> PT<br>| 566200 | &nbsp;&nbsp; 45705 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Pan Indonesia <br> Tbk. PT<br>| 802200 | &nbsp;&nbsp; 54541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Pembangunan <br> Daerah Jawa Barat <br> Dan Banten Tbk. <br> PT<br>| 454300 | &nbsp;&nbsp; 21665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Pembangunan <br> Daerah Jawa Timur <br> Tbk. PT<br>| 853700 | &nbsp;&nbsp; 26186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Tabungan <br> Negara Persero <br> Tbk. PT<br>| 475600 | &nbsp;&nbsp; 32051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BISI International Tbk. <br> PT<br>| 236900 | &nbsp;&nbsp; 13301 |
|  | Blue Bird Tbk. PT | 151800 | &nbsp;&nbsp; 17962 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Buana Lintas Lautan <br> Tbk. PT<br>| 4051500 | &nbsp;&nbsp; 33231 |
|  | Bukit Asam Tbk. PT | 610900 | &nbsp;&nbsp; 89693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Buma Internasional <br> Grup Tbk. PT<br>| 888000 | &nbsp;&nbsp; 19603 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bumi Resources <br> Minerals Tbk. PT<br>| 2052700 | &nbsp;&nbsp; 53449 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bumi Resources Tbk. <br> PT<br>| 1597100 | &nbsp;&nbsp; 10750 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bumi Serpong Damai <br> Tbk. PT<br>| 712300 | &nbsp;&nbsp; 34121 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ciputra Development <br> Tbk. PT<br>| 1588386 | &nbsp;&nbsp; $88470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dharma Satya <br> Nusantara Tbk. PT<br>| 494300 | &nbsp;&nbsp; 41238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elang Mahkota <br> Teknologi Tbk. PT<br>| 2485700 | &nbsp;&nbsp; 93954 |
|  | Elnusa Tbk. PT | 1110000 | &nbsp;&nbsp; 32903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Erajaya Swasembada <br> Tbk. PT<br>| 1768000 | &nbsp;&nbsp; 52197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ESSA Industries <br> Indonesia Tbk. PT<br>| 990700 | &nbsp;&nbsp; 37830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gajah Tunggal Tbk. <br> PT<br>| 310300 | &nbsp;&nbsp; 19763 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gudang Garam Tbk. <br> PT<br>| 41100 | &nbsp;&nbsp; 22055 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Harum Energy Tbk. <br> PT<br>| 433500 | &nbsp;&nbsp; 20765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indah Kiat Pulp & <br> Paper Tbk. PT<br>| 327400 | &nbsp;&nbsp; 134866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indika Energy Tbk. <br> PT<br>| 467500 | &nbsp;&nbsp; 38038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indo Tambangraya <br> Megah Tbk. PT<br>| 62200 | &nbsp;&nbsp; 86788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indocement Tunggal <br> Prakarsa Tbk. PT<br>| 42300 | &nbsp;&nbsp; 13459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indofood Sukses <br> Makmur Tbk. PT<br>| 628200 | &nbsp;&nbsp; 324375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indomobil Sukses <br> Internasional Tbk. <br> PT<br>| 319500 | &nbsp;&nbsp; 20141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japfa Comfeed <br> Indonesia Tbk. PT<br>| 814200 | &nbsp;&nbsp; 78848 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kawasan Industri <br> Jababeka Tbk. PT<br>| 2730400 | &nbsp;&nbsp; 31350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medco Energi <br> Internasional Tbk. <br> PT<br>| 1528372 | &nbsp;&nbsp; 119148 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Merdeka Battery <br> Materials Tbk. PT<br>| 514500 | &nbsp;&nbsp; 14919 |
| \* | MNC Land Tbk. PT | 16540500 | &nbsp;&nbsp; 169641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pabrik Kertas Tjiwi <br> Kimia Tbk. PT<br>| 147100 | &nbsp;&nbsp; 54757 |
|  | Pakuwon Jati Tbk. PT | 2336700 | &nbsp;&nbsp; 49940 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Panin Financial Tbk. <br> PT<br>| 1914300 | &nbsp;&nbsp; 29479 |
| \* | Paninvest Tbk. PT | 264900 | &nbsp;&nbsp; 14466 |
| \* | PP Persero Tbk. PT | 558300 | &nbsp;&nbsp; 13086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Puradelta Lestari Tbk. <br> PT<br>| 1465600 | &nbsp;&nbsp; 12278 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Rimo International <br> Lestari Tbk. PT<br>| 4191900 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Salim Ivomas Pratama <br> Tbk. PT<br>| 511500 | &nbsp;&nbsp; 20822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sampoerna Agro Tbk. <br> PT<br>| 68700 | &nbsp;&nbsp; 12511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samudera Indonesia <br> Tbk. PT<br>| 1503000 | &nbsp;&nbsp; 29922 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sarana Menara <br> Nusantara Tbk. PT<br>| 637400 | &nbsp;&nbsp; $23592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sawit Sumbermas <br> Sarana Tbk. PT<br>| 366600 | &nbsp;&nbsp; 31048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Semen Indonesia <br> Persero Tbk. PT<br>| 337447 | &nbsp;&nbsp; 50260 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Sri Rejeki Isman Tbk. <br> PT<br>| 1787400 | &nbsp;&nbsp; 2974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Steel Pipe Industry of <br> Indonesia PT<br>| 497300 | &nbsp;&nbsp; 10440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Summarecon Agung <br> Tbk. PT<br>| 1756804 | &nbsp;&nbsp; 43920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Surya Citra Media <br> Tbk. PT<br>| 3621200 | &nbsp;&nbsp; 40524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Surya Semesta <br> Internusa Tbk. PT<br>| 851700 | &nbsp;&nbsp; 134215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tempo Scan Pacific <br> Tbk. PT<br>| 117300 | &nbsp;&nbsp; 15652 |
|  | Timah Tbk. PT | 437900 | &nbsp;&nbsp; 26800 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Trada Alam Minera <br> Tbk. PT<br>| 3776600 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Trimegah Sekuritas <br> Indonesia Tbk. PT<br>| 1532700 | &nbsp;&nbsp; 34411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triputra Agro Persada <br> PT<br>| 743600 | &nbsp;&nbsp; 65450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tunas Baru Lampung <br> Tbk. PT<br>| 438185 | &nbsp;&nbsp; 21291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Tractors Tbk. <br> PT<br>| 182500 | &nbsp;&nbsp; 267421 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Waskita Karya <br> Persero Tbk. PT<br>| 697000 | &nbsp;&nbsp; 1605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; XLSMART Telecom <br> Sejahtera Tbk. PT<br>| 671193 | &nbsp;&nbsp; 102718 |
| TOTAL INDONESIA | TOTAL INDONESIA |  | &nbsp;&nbsp; 3349330 |
| IRELAND — (1.1%) | IRELAND — (1.1%) | IRELAND — (1.1%) | IRELAND — (1.1%) |
|  | AIB Group PLC | 372778 | &nbsp;&nbsp; 2940715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Ireland Group <br> PLC<br>| 330642 | &nbsp;&nbsp; 4433895 |
|  | Cairn Homes PLC | 192687 | &nbsp;&nbsp; 478240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dalata Hotel Group <br> PLC<br>| 75889 | &nbsp;&nbsp; 551765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FBD Holdings PLC <br> (FBD ID)<br>| 9012 | &nbsp;&nbsp; 143652 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Glenveagh Properties <br> PLC<br>| 7270 | &nbsp;&nbsp; 15506 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Permanent TSB <br> Group Holdings <br> PLC<br>| 12453 | &nbsp;&nbsp; 29562 |
| TOTAL IRELAND | TOTAL IRELAND |  | &nbsp;&nbsp; 8593335 |
| ISRAEL — (1.0%) | ISRAEL — (1.0%) | ISRAEL — (1.0%) | ISRAEL — (1.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Accel Solutions Group <br> Ltd.<br>| 21177 | &nbsp;&nbsp; 12870 |
|  | Afcon Holdings Ltd. | 760 | &nbsp;&nbsp; 46658 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Africa Israel <br> Residences Ltd.<br>| 912 | &nbsp;&nbsp; $73476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alrov Properties & <br> Lodgings Ltd.<br>| 1983 | &nbsp;&nbsp; 147578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Altshuler Shaham <br> Finance Ltd.<br>| 9407 | &nbsp;&nbsp; 17068 |
|  | Ashtrom Group Ltd. | 7012 | &nbsp;&nbsp; 146114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AudioCodes Ltd. <br> (AUDC US)<br>| 10881 | &nbsp;&nbsp; 109028 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Avgol Industries 1953 <br> Ltd.<br>| 17326 | &nbsp;&nbsp; 7578 |
|  | Ayalon Holdings Ltd. | 568 | &nbsp;&nbsp; 9700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Azorim-Investment <br> Development & <br> Construction Co. <br> Ltd.<br>| 25215 | &nbsp;&nbsp; 163126 |
|  | Carasso Motors Ltd. | 6480 | &nbsp;&nbsp; 76461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carasso Real Estate <br> Ltd.<br>| 994 | &nbsp;&nbsp; 10286 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cellcom Israel Ltd. <br> (CEL IT)<br>| 25746 | &nbsp;&nbsp; 232710 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cellcom Israel Ltd. <br> (CELJF US)<br>| 11396 | &nbsp;&nbsp; 101538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clal Insurance <br> Enterprises <br> Holdings Ltd.<br>| 21193 | &nbsp;&nbsp; 1016079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delek Automotive <br> Systems Ltd.<br>| 8705 | &nbsp;&nbsp; 68061 |
|  | Delta Galil Ltd. | 2465 | &nbsp;&nbsp; 130800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diplomat Holdings <br> Ltd.<br>| 576 | &nbsp;&nbsp; 8977 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dor Alon Energy in <br> Israel 1988 Ltd.<br>| 1112 | &nbsp;&nbsp; 43950 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Doral Group <br> Renewable Energy <br> Resources Ltd.<br>| 24919 | &nbsp;&nbsp; 117924 |
|  | Duniec Brothers Ltd. | 260 | &nbsp;&nbsp; 17558 |
| \* | Equital Ltd. | 6649 | &nbsp;&nbsp; 288525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formula Systems <br> 1985 Ltd. (FORTY <br> IT)<br>| 621 | &nbsp;&nbsp; 74754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formula Systems <br> 1985 Ltd. (FORTY <br> US), Sponsored <br> ADR<br>| 229 | &nbsp;&nbsp; 25190 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gilat Satellite <br> Networks Ltd.<br>| 10051 | &nbsp;&nbsp; 75291 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hagag Group Real <br> Estate <br> Development<br>| 8333 | &nbsp;&nbsp; 52200 |
|  | Hamat Group Ltd. | 5206 | &nbsp;&nbsp; 24789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harel Insurance <br> Investments & <br> Financial Services <br> Ltd.<br>| 28874 | &nbsp;&nbsp; 870429 |
|  | IDI Insurance Co. Ltd. | 642 | &nbsp;&nbsp; 36983 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inrom Construction <br> Industries Ltd.<br>| 11808 | &nbsp;&nbsp; $68844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Israel Canada TR <br> Ltd.<br>| 27022 | &nbsp;&nbsp; 134249 |
| \* | Israir Group Ltd. | 37360 | &nbsp;&nbsp; 24177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Isras Investment Co. <br> Ltd.<br>| 419 | &nbsp;&nbsp; 113691 |
|  | Issta Ltd. | 2925 | &nbsp;&nbsp; 90913 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kamada Ltd. (KMDA <br> US)<br>| 7363 | &nbsp;&nbsp; 54413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kardan Real Estate <br> Enterprise & <br> Development Ltd.<br>| 19587 | &nbsp;&nbsp; 35401 |
|  | Kenon Holdings Ltd. | 3347 | &nbsp;&nbsp; 159200 |
|  | Kerur Holdings Ltd. | 1355 | &nbsp;&nbsp; 33500 |
|  | Klil Industries Ltd. | 356 | &nbsp;&nbsp; 23556 |
|  | Kvutzat Acro Ltd. | 5300 | &nbsp;&nbsp; 77074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Land Development <br> Nimrodi Group Ltd.<br>| 4140 | &nbsp;&nbsp; 43929 |
|  | Lapidoth Capital Ltd. | 3541 | &nbsp;&nbsp; 80564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; M Yochananof & Sons <br> Ltd.<br>| 51 | &nbsp;&nbsp; 4704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mediterranean Towers <br> Ltd.<br>| 24745 | &nbsp;&nbsp; 89409 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Meshek Energy <br> Renewable <br> Energies Ltd.<br>| 71740 | &nbsp;&nbsp; 93731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meshulam Levinstein <br> Contracting & <br> Engineering Ltd.<br>| 258 | &nbsp;&nbsp; 37817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Migdal Insurance & <br> Financial Holdings <br> Ltd.<br>| 161691 | &nbsp;&nbsp; 493457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Naphtha Israel <br> Petroleum Corp. <br> Ltd.<br>| 1591 | &nbsp;&nbsp; 12289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neto Malinda Trading <br> Ltd.<br>| 3324 | &nbsp;&nbsp; 139139 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nexxen International <br> Ltd.<br>| 9959 | &nbsp;&nbsp; 104988 |
|  | Oil Refineries Ltd. | 468867 | &nbsp;&nbsp; 122656 |
| \* | OY Nofar Energy Ltd. | 2438 | &nbsp;&nbsp; 72994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Palram Industries <br> 1990 Ltd.<br>| 1933 | &nbsp;&nbsp; 42127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Partner <br> Communications <br> Co. Ltd.<br>| 8292 | &nbsp;&nbsp; 76365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paz Retail & Energy <br> Ltd.<br>| 2383 | &nbsp;&nbsp; 440618 |
| \* | Perion Network Ltd. | 3659 | &nbsp;&nbsp; 39673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Plasson Industries <br> Ltd.<br>| 1011 | &nbsp;&nbsp; 60861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Polyram Plastic <br> Industries Ltd.<br>| 4429 | &nbsp;&nbsp; 14354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prashkovsky <br> Investments & <br> Construction Ltd.<br>| 2213 | &nbsp;&nbsp; 84857 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
| \* | Priortech Ltd. | 617 | &nbsp;&nbsp; $35025 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rapac Communication <br> & Infrastructure <br> Ltd.<br>| 1204 | &nbsp;&nbsp; 17704 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Scope Metals Group <br> Ltd.<br>| 2448 | &nbsp;&nbsp; 109267 |
| \* | Shikun & Binui Ltd. | 54158 | &nbsp;&nbsp; 257796 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shikun & Binui Soltec <br> Renewable Energy<br>| 12651 | &nbsp;&nbsp; 11662 |
|  | Shufersal Ltd. | 338 | &nbsp;&nbsp; 4086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suny Cellular <br> Communication <br> Ltd.<br>| 38993 | &nbsp;&nbsp; 16964 |
| Ω | Tamar Petroleum Ltd. | 13932 | &nbsp;&nbsp; 166450 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Veridis Environment <br> Ltd.<br>| 8348 | &nbsp;&nbsp; 58066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Villar International <br> Ltd.<br>| 242 | &nbsp;&nbsp; 13505 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | &nbsp;&nbsp; 7565776 |
| ITALY — (3.7%) | ITALY — (3.7%) | ITALY — (3.7%) | ITALY — (3.7%) |
|  | A2A SpA | 431852 | &nbsp;&nbsp; 1052316 |
| \* | Abitare In SpA | 2221 | &nbsp;&nbsp; 7499 |
|  | ACEA SpA | 11629 | &nbsp;&nbsp; 258074 |
|  | Ariston Holding NV | 5498 | &nbsp;&nbsp; 28623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arnoldo Mondadori <br> Editore SpA<br>| 25955 | &nbsp;&nbsp; 59751 |
|  | Ascopiave SpA | 14577 | &nbsp;&nbsp; 50351 |
|  | Avio SpA | 4608 | &nbsp;&nbsp; 157471 |
|  | Azimut Holding SpA | 23175 | &nbsp;&nbsp; 787776 |
|  | Banca IFIS SpA | 7189 | &nbsp;&nbsp; 199096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banca Mediolanum <br> SpA<br>| 22275 | &nbsp;&nbsp; 392904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banca Monte dei <br> Paschi di Siena <br> SpA<br>| 164780 | &nbsp;&nbsp; 1402842 |
|  | Banca Profilo SpA | 9146 | &nbsp;&nbsp; 1731 |
|  | Banco BPM SpA | 394306 | &nbsp;&nbsp; 5028648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco di Desio e della <br> Brianza SpA<br>| 12049 | &nbsp;&nbsp; 103090 |
| # | Biesse SpA | 3229 | &nbsp;&nbsp; 26323 |
|  | BPER Banca SpA | 476868 | &nbsp;&nbsp; 4692626 |
|  | Brembo NV | 12046 | &nbsp;&nbsp; 115482 |
|  | Buzzi SpA | 28433 | &nbsp;&nbsp; 1484743 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cairo Communication <br> SpA<br>| 17210 | &nbsp;&nbsp; 53508 |
|  | Cementir Holding NV | 12612 | &nbsp;&nbsp; 187364 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CIR SpA-Compagnie <br> Industriali<br>| 239509 | &nbsp;&nbsp; 184563 |
|  | Credito Emiliano SpA | 26852 | &nbsp;&nbsp; 407036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; d'Amico International <br> Shipping SA<br>| 11577 | &nbsp;&nbsp; 47710 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Danieli & C Officine <br> Meccaniche SpA <br> (DAN IM)<br>| 3236 | &nbsp;&nbsp; 139057 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Danieli & C Officine <br> Meccaniche SpA <br> (DANR IM)<br>| 12070 | &nbsp;&nbsp; $392419 |
|  | Datalogic SpA | 3990 | &nbsp;&nbsp; 21537 |
| Ω | Enav SpA | 22442 | &nbsp;&nbsp; 98454 |
|  | ERG SpA | 4267 | &nbsp;&nbsp; 92442 |
|  | Esprinet SpA | 7745 | &nbsp;&nbsp; 36796 |
| # | Ferretti SpA | 19393 | &nbsp;&nbsp; 58508 |
|  | Fila SpA | 7328 | &nbsp;&nbsp; 72237 |
| \* | Fincantieri SpA | 17542 | &nbsp;&nbsp; 339479 |
|  | FNM SpA | 40686 | &nbsp;&nbsp; 18941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Garofalo Health Care <br> SpA<br>| 4490 | &nbsp;&nbsp; 25684 |
|  | Gefran SpA | 2084 | &nbsp;&nbsp; 24911 |
|  | GPI SpA | 1862 | &nbsp;&nbsp; 33029 |
|  | Hera SpA | 182333 | &nbsp;&nbsp; 780196 |
|  | IMMSI SpA | 62616 | &nbsp;&nbsp; 36151 |
|  | Indel B SpA | 373 | &nbsp;&nbsp; 7984 |
|  | Interpump Group SpA | 4420 | &nbsp;&nbsp; 181345 |
|  | Italmobiliare SpA | 2574 | &nbsp;&nbsp; 82883 |
|  | Iveco Group NV | 53448 | &nbsp;&nbsp; 1104753 |
|  | Leonardo SpA | 16188 | &nbsp;&nbsp; 872584 |
|  | MARR SpA | 1371 | &nbsp;&nbsp; 16060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MFE-MediaForEurope <br> NV (MFEA IM), <br> Class A<br>| 53594 | &nbsp;&nbsp; 169850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MFE-MediaForEurope <br> NV (MFEB IM), <br> Class B<br>| 17260 | &nbsp;&nbsp; 77564 |
| \* | NewPrinces SpA | 4322 | &nbsp;&nbsp; 112633 |
| Ω | Nexi SpA | 80839 | &nbsp;&nbsp; 461610 |
|  | Orsero SpA | 2608 | &nbsp;&nbsp; 41962 |
| Ω | OVS SpA | 54182 | &nbsp;&nbsp; 224296 |
|  | Piaggio & C SpA | 17349 | &nbsp;&nbsp; 37451 |
| Ω | Pirelli & C SpA | 91793 | &nbsp;&nbsp; 618810 |
| Ω | Poste Italiane SpA | 28348 | &nbsp;&nbsp; 612456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rizzoli Corriere Della <br> Sera Mediagroup <br> SpA<br>| 42643 | &nbsp;&nbsp; 49848 |
|  | Sabaf SpA | 2439 | &nbsp;&nbsp; 38059 |
| \* | Safilo Group SpA | 23535 | &nbsp;&nbsp; 29207 |
|  | Saipem SpA | 129592 | &nbsp;&nbsp; 346403 |
|  | Snam SpA | 119199 | &nbsp;&nbsp; 690790 |
|  | Sogefi SpA | 9662 | &nbsp;&nbsp; 30111 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Telecom Italia SpA <br> (TIT IM)<br>| 1798324 | &nbsp;&nbsp; 826388 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Telecom Italia SpA <br> (TITR IM)<br>| 1059301 | &nbsp;&nbsp; 545515 |
|  | Tenaris SA (TEN IM) | 1944 | &nbsp;&nbsp; 33952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tenaris SA (TS US), <br> ADR<br>| 23793 | &nbsp;&nbsp; 831327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unipol Assicurazioni <br> SpA<br>| 85516 | &nbsp;&nbsp; 1715254 |
|  | Webuild SpA | 53359 | &nbsp;&nbsp; 240150 |
| TOTAL ITALY | TOTAL ITALY |  | &nbsp;&nbsp; 28898613 |
| JAPAN — (15.1%) | JAPAN — (15.1%) | JAPAN — (15.1%) | JAPAN — (15.1%) |
|  | 77 Bank Ltd. | 15900 | &nbsp;&nbsp; 549213 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; A&D HOLON Holdings <br> Co. Ltd.<br>| 1100 | &nbsp;&nbsp; $14618 |
|  | Achilles Corp. | 4600 | &nbsp;&nbsp; 33766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AD Works Group Co. <br> Ltd.<br>| 20400 | &nbsp;&nbsp; 47730 |
|  | ADEKA Corp. | 22700 | &nbsp;&nbsp; 447991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AFC-HD AMS Life <br> Science Co. Ltd.<br>| 1800 | &nbsp;&nbsp; 10574 |
|  | Ahresty Corp. | 7900 | &nbsp;&nbsp; 41698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aichi Financial Group, <br> Inc.<br>| 1390 | &nbsp;&nbsp; 24901 |
|  | Aichi Steel Corp. | 20000 | &nbsp;&nbsp; 304398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aichi Tokei Denki Co. <br> Ltd.<br>| 2700 | &nbsp;&nbsp; 42837 |
|  | Aida Engineering Ltd. | 14000 | &nbsp;&nbsp; 84524 |
|  | Ain Holdings, Inc. | 5800 | &nbsp;&nbsp; 223241 |
|  | Air Water, Inc. | 47100 | &nbsp;&nbsp; 695794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Airport Facilities Co. <br> Ltd.<br>| 9300 | &nbsp;&nbsp; 58079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aisan Industry Co. <br> Ltd.<br>| 11700 | &nbsp;&nbsp; 129348 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Akebono Brake <br> Industry Co. Ltd.<br>| 33000 | &nbsp;&nbsp; 23076 |
|  | Akita Bank Ltd. | 4800 | &nbsp;&nbsp; 104082 |
|  | Alconix Corp. | 7600 | &nbsp;&nbsp; 106331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alfresa Holdings <br> Corp.<br>| 44000 | &nbsp;&nbsp; 638704 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Alleanza Holdings Co. <br> Ltd.<br>| 3200 | &nbsp;&nbsp; 22398 |
|  | Alpen Co. Ltd. | 5100 | &nbsp;&nbsp; 81439 |
|  | Alps Alpine Co. Ltd. | 47181 | &nbsp;&nbsp; 499849 |
|  | Amada Co. Ltd. | 12008 | &nbsp;&nbsp; 135401 |
|  | Anabuki Kosan, Inc. | 1200 | &nbsp;&nbsp; 15948 |
|  | Anest Iwata Corp. | 8600 | &nbsp;&nbsp; 89398 |
|  | AOKI Holdings, Inc. | 9900 | &nbsp;&nbsp; 112528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aoyama Trading Co. <br> Ltd.<br>| 15700 | &nbsp;&nbsp; 238160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arakawa Chemical <br> Industries Ltd.<br>| 3100 | &nbsp;&nbsp; 23144 |
|  | Arata Corp. | 9400 | &nbsp;&nbsp; 200439 |
|  | ARCLANDS Corp. | 8600 | &nbsp;&nbsp; 99298 |
|  | Arcs Co. Ltd. | 9400 | &nbsp;&nbsp; 189143 |
|  | Artience Co. Ltd. | 9600 | &nbsp;&nbsp; 203290 |
|  | Asahi Co. Ltd. | 3000 | &nbsp;&nbsp; 26702 |
|  | Asahi Yukizai Corp. | 3600 | &nbsp;&nbsp; 103071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ashimori Industry Co. <br> Ltd.<br>| 800 | &nbsp;&nbsp; 14990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Pile Holdings <br> Corp.<br>| 10700 | &nbsp;&nbsp; 71066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASKA Pharmaceutical <br> Holdings Co. Ltd.<br>| 2600 | &nbsp;&nbsp; 42478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astena Holdings Co. <br> Ltd.<br>| 8100 | &nbsp;&nbsp; 26396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Autobacs Seven Co. <br> Ltd.<br>| 8500 | &nbsp;&nbsp; 82927 |
|  | Awa Bank Ltd. | 13400 | &nbsp;&nbsp; 284061 |
|  | Axell Corp. | 2400 | &nbsp;&nbsp; 15409 |
|  | Axyz Co. Ltd. | 800 | &nbsp;&nbsp; 15985 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bando Chemical <br> Industries Ltd.<br>| 10800 | &nbsp;&nbsp; $128583 |
|  | Bank of Iwate Ltd. | 3800 | &nbsp;&nbsp; 88591 |
|  | Bank of Nagoya Ltd. | 3600 | &nbsp;&nbsp; 209514 |
|  | Bank of Saga Ltd. | 3301 | &nbsp;&nbsp; 59798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of the Ryukyus <br> Ltd.<br>| 15700 | &nbsp;&nbsp; 128087 |
|  | Belluna Co. Ltd. | 12600 | &nbsp;&nbsp; 79966 |
|  | Bourbon Corp. | 3000 | &nbsp;&nbsp; 52230 |
|  | Br Holdings Corp. | 4400 | &nbsp;&nbsp; 10126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brother Industries <br> Ltd.<br>| 4500 | &nbsp;&nbsp; 76571 |
|  | Buffalo, Inc. | 2000 | &nbsp;&nbsp; 31527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bunka Shutter Co. <br> Ltd.<br>| 17100 | &nbsp;&nbsp; 289435 |
|  | Carlit Co. Ltd. | 5500 | &nbsp;&nbsp; 47332 |
|  | Cawachi Ltd. | 4800 | &nbsp;&nbsp; 87760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Glass Co. <br> Ltd.<br>| 7400 | &nbsp;&nbsp; 159845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Security <br> Patrols Co. Ltd.<br>| 2300 | &nbsp;&nbsp; 36215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chiba Kogyo Bank <br> Ltd.<br>| 15900 | &nbsp;&nbsp; 156990 |
|  | Chino Corp. | 2600 | &nbsp;&nbsp; 41267 |
|  | Chori Co. Ltd. | 4500 | &nbsp;&nbsp; 113821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chubu Shiryo Co. <br> Ltd.<br>| 7421 | &nbsp;&nbsp; 82425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chuetsu Pulp & Paper <br> Co. Ltd.<br>| 3600 | &nbsp;&nbsp; 40509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chugin Financial <br> Group, Inc.<br>| 44800 | &nbsp;&nbsp; 581628 |
|  | Chuo Gyorui Co. Ltd. | 500 | &nbsp;&nbsp; 12715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizen Watch Co. <br> Ltd.<br>| 66600 | &nbsp;&nbsp; 399760 |
|  | CKD Corp. | 7400 | &nbsp;&nbsp; 132114 |
|  | CK-San-Etsu Co. Ltd. | 1300 | &nbsp;&nbsp; 34008 |
|  | CMK Corp. | 13300 | &nbsp;&nbsp; 32378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Bottlers <br> Japan Holdings, <br> Inc.<br>| 37849 | &nbsp;&nbsp; 578724 |
|  | Cosel Co. Ltd. | 2500 | &nbsp;&nbsp; 19322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cosmo Energy <br> Holdings Co. Ltd.<br>| 18600 | &nbsp;&nbsp; 825516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cosmos Initia Co. <br> Ltd.<br>| 2400 | &nbsp;&nbsp; 22593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTI Engineering Co. <br> Ltd.<br>| 6600 | &nbsp;&nbsp; 132263 |
| \* | CUC, Inc. | 3100 | &nbsp;&nbsp; 23854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dai Nippon Toryo Co. <br> Ltd.<br>| 5100 | &nbsp;&nbsp; 41955 |
|  | Daicel Corp. | 58200 | &nbsp;&nbsp; 500641 |
|  | Dai-Dan Co. Ltd. | 4100 | &nbsp;&nbsp; 124683 |
|  | Daido Metal Co. Ltd. | 8900 | &nbsp;&nbsp; 40639 |
|  | Daido Steel Co. Ltd. | 35200 | &nbsp;&nbsp; 271055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daihatsu Infinearth <br> Mfg Co. Ltd.<br>| 5500 | &nbsp;&nbsp; 95935 |
|  | Daihen Corp. | 2300 | &nbsp;&nbsp; 108602 |
|  | Daiho Corp. | 17000 | &nbsp;&nbsp; 93814 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiichi Jitsugyo Co. <br> Ltd.<br>| 7800 | &nbsp;&nbsp; $131969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiichi Kigenso <br> Kagaku-Kogyo Co. <br> Ltd.<br>| 1400 | &nbsp;&nbsp; 6351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiki Aluminium <br> Industry Co. Ltd.<br>| 7600 | &nbsp;&nbsp; 52519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daikyonishikawa <br> Corp.<br>| 13400 | &nbsp;&nbsp; 63257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dainichiseika Color & <br> Chemicals <br> Manufacturing Co. <br> Ltd.<br>| 3700 | &nbsp;&nbsp; 83118 |
|  | Daio Paper Corp. | 17100 | &nbsp;&nbsp; 95265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daishi Hokuetsu <br> Financial Group, <br> Inc.<br>| 15700 | &nbsp;&nbsp; 384242 |
|  | Daishinku Corp. | 3100 | &nbsp;&nbsp; 12023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daisue Construction <br> Co. Ltd.<br>| 2500 | &nbsp;&nbsp; 38666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daito Pharmaceutical <br> Co. Ltd.<br>| 10200 | &nbsp;&nbsp; 81520 |
|  | Daitron Co. Ltd. | 2900 | &nbsp;&nbsp; 70689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DCM Holdings Co. <br> Ltd.<br>| 32300 | &nbsp;&nbsp; 307081 |
|  | Denka Co. Ltd. | 18000 | &nbsp;&nbsp; 253806 |
|  | Dentsu Group, Inc. | 2100 | &nbsp;&nbsp; 41413 |
|  | DIC Corp. | 19700 | &nbsp;&nbsp; 388850 |
|  | DKK-Toa Corp. | 3400 | &nbsp;&nbsp; 18220 |
|  | DKS Co. Ltd. | 2400 | &nbsp;&nbsp; 82113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Doutor Nichires <br> Holdings Co. Ltd.<br>| 8800 | &nbsp;&nbsp; 146170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dowa Holdings Co. <br> Ltd.<br>| 9700 | &nbsp;&nbsp; 316775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DyDo Group Holdings, <br> Inc.<br>| 3500 | &nbsp;&nbsp; 61811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagle Industry Co. <br> Ltd.<br>| 9400 | &nbsp;&nbsp; 150317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ebara Foods Industry, <br> Inc.<br>| 1400 | &nbsp;&nbsp; 23503 |
|  | Eco's Co. Ltd. | 3000 | &nbsp;&nbsp; 49090 |
|  | EDION Corp. | 25600 | &nbsp;&nbsp; 340399 |
|  | Ehime Bank Ltd. | 14701 | &nbsp;&nbsp; 105309 |
|  | Endo Lighting Corp. | 4100 | &nbsp;&nbsp; 64790 |
|  | Enomoto Co. Ltd. | 2300 | &nbsp;&nbsp; 22040 |
| # | Envipro Holdings, Inc. | 3600 | &nbsp;&nbsp; 11975 |
|  | ES-Con Japan Ltd. | 11300 | &nbsp;&nbsp; 72728 |
|  | Eslead Corp. | 2900 | &nbsp;&nbsp; 89355 |
|  | ESPEC Corp. | 4800 | &nbsp;&nbsp; 101606 |
|  | Exedy Corp. | 6600 | &nbsp;&nbsp; 207188 |
|  | EXEO Group, Inc. | 19600 | &nbsp;&nbsp; 257448 |
|  | Ezaki Glico Co. Ltd. | 13000 | &nbsp;&nbsp; 401417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FALCO HOLDINGS <br> Co. Ltd.<br>| 2300 | &nbsp;&nbsp; 36549 |
|  | Feed One Co. Ltd. | 4700 | &nbsp;&nbsp; 33724 |
|  | Ferrotec Corp. | 10900 | &nbsp;&nbsp; 261430 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FIDEA Holdings Co. <br> Ltd.<br>| 3610 | &nbsp;&nbsp; $36402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Bank of Toyama <br> Ltd.<br>| 19100 | &nbsp;&nbsp; 136912 |
|  | Focus Systems Corp. | 1300 | &nbsp;&nbsp; 12333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foster Electric Co. <br> Ltd.<br>| 5860 | &nbsp;&nbsp; 73137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; France Bed Holdings <br> Co. Ltd.<br>| 7200 | &nbsp;&nbsp; 61767 |
|  | F-Tech, Inc. | 5800 | &nbsp;&nbsp; 27797 |
|  | Fudo Tetra Corp. | 4400 | &nbsp;&nbsp; 68803 |
|  | Fuji Co. Ltd. | 2700 | &nbsp;&nbsp; 36328 |
|  | Fuji Corp. (6134 JP) | 4200 | &nbsp;&nbsp; 78817 |
|  | Fuji Corp. Ltd. | 7200 | &nbsp;&nbsp; 33016 |
|  | Fuji Die Co. Ltd. | 1700 | &nbsp;&nbsp; 8608 |
|  | Fuji Oil Co. Ltd. | 25701 | &nbsp;&nbsp; 138226 |
|  | Fuji Pharma Co. Ltd. | 2700 | &nbsp;&nbsp; 24937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuji Seal International, <br> Inc.<br>| 13100 | &nbsp;&nbsp; 240669 |
|  | Fujibo Holdings, Inc. | 2800 | &nbsp;&nbsp; 110317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujikura Composites, <br> Inc.<br>| 6200 | &nbsp;&nbsp; 65418 |
|  | Fujikura Ltd. | 4300 | &nbsp;&nbsp; 291894 |
| # | Fujisash Co. Ltd. | 1650 | &nbsp;&nbsp; 7844 |
|  | Fujiya Co. Ltd. | 3900 | &nbsp;&nbsp; 63866 |
|  | FuKoKu Co. Ltd. | 3700 | &nbsp;&nbsp; 42938 |
|  | Fukuda Corp. | 1600 | &nbsp;&nbsp; 56429 |
|  | Fukui Bank Ltd. | 6500 | &nbsp;&nbsp; 81664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fukuoka Financial <br> Group, Inc.<br>| 32060 | &nbsp;&nbsp; 874181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fukuyama <br> Transporting Co. <br> Ltd.<br>| 2701 | &nbsp;&nbsp; 64308 |
|  | Fumakilla Ltd. | 1200 | &nbsp;&nbsp; 8814 |
|  | Furukawa Co. Ltd. | 11100 | &nbsp;&nbsp; 176578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Furukawa Electric Co. <br> Ltd.<br>| 4400 | &nbsp;&nbsp; 265767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Furuno Electric Co. <br> Ltd.<br>| 8700 | &nbsp;&nbsp; 250937 |
|  | Furuya Metal Co. Ltd. | 2500 | &nbsp;&nbsp; 42578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuso Pharmaceutical <br> Industries Ltd.<br>| 800 | &nbsp;&nbsp; 11723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Futaba Industrial Co. <br> Ltd.<br>| 19300 | &nbsp;&nbsp; 103771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gakken Holdings Co. <br> Ltd.<br>| 9300 | &nbsp;&nbsp; 59036 |
|  | Galilei Co. Ltd. | 6000 | &nbsp;&nbsp; 131613 |
|  | Geo Holdings Corp. | 6900 | &nbsp;&nbsp; 75013 |
|  | Giken Ltd. | 2299 | &nbsp;&nbsp; 21944 |
|  | GLOBERIDE, Inc. | 5000 | &nbsp;&nbsp; 74813 |
|  | Glory Ltd. | 12075 | &nbsp;&nbsp; 310496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GLtechno Holdings, <br> Inc.<br>| 4490 | &nbsp;&nbsp; 89949 |
|  | Godo Steel Ltd. | 3100 | &nbsp;&nbsp; 78222 |
|  | Grandy House Corp. | 4100 | &nbsp;&nbsp; 14921 |
|  | GS Yuasa Corp. | 12800 | &nbsp;&nbsp; 229712 |
|  | GSI Creos Corp. | 3400 | &nbsp;&nbsp; 47723 |
|  | G-Tekt Corp. | 5100 | &nbsp;&nbsp; 62845 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Gunma Bank Ltd. | 95800 | &nbsp;&nbsp; $897064 |
|  | Gunze Ltd. | 9700 | &nbsp;&nbsp; 245774 |
|  | H2O Retailing Corp. | 27900 | &nbsp;&nbsp; 368672 |
|  | Hachijuni Bank Ltd. | 123212 | &nbsp;&nbsp; 1108495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hagiwara Electric <br> Holdings Co. Ltd.<br>| 3300 | &nbsp;&nbsp; 75166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hagoromo Foods <br> Corp.<br>| 500 | &nbsp;&nbsp; 10901 |
|  | Hamakyorex Co. Ltd. | 18000 | &nbsp;&nbsp; 174172 |
|  | Handsman Co. Ltd. | 1900 | &nbsp;&nbsp; 10092 |
|  | Hanwa Co. Ltd. | 11300 | &nbsp;&nbsp; 455214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harima Chemicals <br> Group, Inc.<br>| 4400 | &nbsp;&nbsp; 24575 |
|  | Haseko Corp. | 16700 | &nbsp;&nbsp; 248443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hashimoto Sogyo <br> Holdings Co. Ltd.<br>| 3200 | &nbsp;&nbsp; 27199 |
|  | Heiwa Corp. | 15900 | &nbsp;&nbsp; 220287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heiwa Real Estate <br> Co. Ltd.<br>| 2900 | &nbsp;&nbsp; 42459 |
|  | Heiwado Co. Ltd. | 4687 | &nbsp;&nbsp; 90435 |
| \* | Hino Motors Ltd. | 25300 | &nbsp;&nbsp; 61489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hirakawa Hewtech <br> Corp.<br>| 4305 | &nbsp;&nbsp; 46570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hirano Tecseed Co. <br> Ltd.<br>| 2400 | &nbsp;&nbsp; 24761 |
|  | Hirata Corp. | 2401 | &nbsp;&nbsp; 33956 |
|  | Hirogin Holdings, Inc. | 77919 | &nbsp;&nbsp; 679672 |
|  | Hochiki Corp. | 3900 | &nbsp;&nbsp; 81783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hodogaya Chemical <br> Co. Ltd.<br>| 4200 | &nbsp;&nbsp; 41846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hogy Medical Co. <br> Ltd.<br>| 5500 | &nbsp;&nbsp; 173666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokkaido Coca-Cola <br> Bottling Co. Ltd.<br>| 1800 | &nbsp;&nbsp; 40943 |
|  | Hokkan Holdings Ltd. | 3400 | &nbsp;&nbsp; 45085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokko Chemical <br> Industry Co. Ltd.<br>| 5700 | &nbsp;&nbsp; 56333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokkoku Financial <br> Holdings, Inc.<br>| 6000 | &nbsp;&nbsp; 222001 |
| # | Hokuetsu Corp. | 37800 | &nbsp;&nbsp; 254368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokuhoku Financial <br> Group, Inc.<br>| 44000 | &nbsp;&nbsp; 929387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokuriku Electric <br> Industry Co. Ltd.<br>| 2500 | &nbsp;&nbsp; 34481 |
|  | Hokuto Corp. | 2869 | &nbsp;&nbsp; 35071 |
|  | H-One Co. Ltd. | 8500 | &nbsp;&nbsp; 79417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Honeys Holdings Co. <br> Ltd.<br>| 4700 | &nbsp;&nbsp; 46108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hoosiers Holdings Co. <br> Ltd.<br>| 9300 | &nbsp;&nbsp; 83239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hosokawa Micron <br> Corp.<br>| 3700 | &nbsp;&nbsp; 132124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; House Foods Group, <br> Inc.<br>| 9500 | &nbsp;&nbsp; 175679 |
| # | Howa Machinery Ltd. | 4600 | &nbsp;&nbsp; 31723 |
|  | Hyakugo Bank Ltd. | 68900 | &nbsp;&nbsp; 340786 |
|  | Hyakujushi Bank Ltd. | 7500 | &nbsp;&nbsp; 246679 |
|  | Ibiden Co. Ltd. | 5900 | &nbsp;&nbsp; 249518 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Ichiken Co. Ltd. | 1200 | &nbsp;&nbsp; $24832 |
|  | Ichikoh Industries Ltd. | 9600 | &nbsp;&nbsp; 24246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ichinen Holdings Co. <br> Ltd.<br>| 6400 | &nbsp;&nbsp; 72904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ichiyoshi Securities <br> Co. Ltd.<br>| 8000 | &nbsp;&nbsp; 39992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IDEA Consultants, <br> Inc.<br>| 1600 | &nbsp;&nbsp; 34288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iida Group Holdings <br> Co. Ltd.<br>| 35900 | &nbsp;&nbsp; 503527 |
|  | Iino Kaiun Kaisha Ltd. | 25600 | &nbsp;&nbsp; 175518 |
|  | Imura & Co. Ltd. | 2800 | &nbsp;&nbsp; 17776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inaba Denki Sangyo <br> Co. Ltd.<br>| 12600 | &nbsp;&nbsp; 330428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inaba Seisakusho Co. <br> Ltd.<br>| 3600 | &nbsp;&nbsp; 42558 |
|  | Inabata & Co. Ltd. | 14900 | &nbsp;&nbsp; 323278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; INFRONEER <br> Holdings, Inc.<br>| 56352 | &nbsp;&nbsp; 476234 |
|  | Innotech Corp. | 1200 | &nbsp;&nbsp; 11729 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Inui Global Logistics <br> Co. Ltd.<br>| 1500 | &nbsp;&nbsp; 12519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iriso Electronics Co. <br> Ltd.<br>| 4963 | &nbsp;&nbsp; 95343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ishihara Sangyo <br> Kaisha Ltd.<br>| 12100 | &nbsp;&nbsp; 174834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ishizuka Glass Co. <br> Ltd.<br>| 800 | &nbsp;&nbsp; 14296 |
|  | Itochu Enex Co. Ltd. | 14100 | &nbsp;&nbsp; 189305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Itochu-Shokuhin Co. <br> Ltd.<br>| 1900 | &nbsp;&nbsp; 127584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Itoham Yonekyu <br> Holdings, Inc.<br>| 5840 | &nbsp;&nbsp; 197001 |
|  | Itoki Corp. | 9500 | &nbsp;&nbsp; 145393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IwaiCosmo Holdings, <br> Inc.<br>| 6600 | &nbsp;&nbsp; 106328 |
|  | Iwatani Corp. | 22700 | &nbsp;&nbsp; 238767 |
|  | Iyogin Holdings, Inc. | 78300 | &nbsp;&nbsp; 909879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J Front Retailing Co. <br> Ltd.<br>| 33813 | &nbsp;&nbsp; 455791 |
|  | J Trust Co. Ltd. | 2500 | &nbsp;&nbsp; 7346 |
|  | JANOME Corp. | 6900 | &nbsp;&nbsp; 52384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Cash Machine <br> Co. Ltd.<br>| 1500 | &nbsp;&nbsp; 9443 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Japan Electronic <br> Materials Corp.<br>| 4200 | &nbsp;&nbsp; 67344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Medical <br> Dynamic Marketing, <br> Inc.<br>| 3799 | &nbsp;&nbsp; 13206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Pulp & Paper <br> Co. Ltd.<br>| 32500 | &nbsp;&nbsp; 140956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Securities <br> Finance Co. Ltd.<br>| 21100 | &nbsp;&nbsp; 255359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Steel Works <br> Ltd.<br>| 500 | &nbsp;&nbsp; 30839 |
|  | Japan Transcity Corp. | 10000 | &nbsp;&nbsp; 76770 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Wool Textile <br> Co. Ltd.<br>| 14100 | &nbsp;&nbsp; $130226 |
|  | JDC Corp. | 13600 | &nbsp;&nbsp; 42132 |
|  | Jichodo Co. Ltd. | 200 | &nbsp;&nbsp; 12735 |
|  | JINUSHI Co. Ltd. | 2900 | &nbsp;&nbsp; 45516 |
|  | JK Holdings Co. Ltd. | 5500 | &nbsp;&nbsp; 44103 |
|  | J-Oil Mills, Inc. | 5800 | &nbsp;&nbsp; 79671 |
|  | Joshin Denki Co. Ltd. | 3843 | &nbsp;&nbsp; 62725 |
|  | Joyful Honda Co. Ltd. | 14200 | &nbsp;&nbsp; 195982 |
|  | JSP Corp. | 4300 | &nbsp;&nbsp; 54017 |
|  | JTEKT Corp. | 42425 | &nbsp;&nbsp; 366631 |
| \* | Juki Corp. | 4100 | &nbsp;&nbsp; 10845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Juroku Financial <br> Group, Inc.<br>| 11100 | &nbsp;&nbsp; 382814 |
|  | JVCKenwood Corp. | 14500 | &nbsp;&nbsp; 114665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kadoya Sesame Mills, <br> Inc.<br>| 1100 | &nbsp;&nbsp; 28337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaga Electronics Co. <br> Ltd.<br>| 9800 | &nbsp;&nbsp; 188105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kameda Seika Co. <br> Ltd.<br>| 200 | &nbsp;&nbsp; 5349 |
|  | Kamei Corp. | 7600 | &nbsp;&nbsp; 128723 |
|  | Kamigumi Co. Ltd. | 13100 | &nbsp;&nbsp; 368155 |
|  | Kanaden Corp. | 6000 | &nbsp;&nbsp; 75077 |
|  | Kanadevia Corp. | 39600 | &nbsp;&nbsp; 267266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kanagawa Chuo <br> Kotsu Co. Ltd.<br>| 1500 | &nbsp;&nbsp; 36389 |
|  | Kanamoto Co. Ltd. | 7969 | &nbsp;&nbsp; 178729 |
|  | Kandenko Co. Ltd. | 9200 | &nbsp;&nbsp; 217939 |
|  | Kaneka Corp. | 11900 | &nbsp;&nbsp; 336850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaneko Seeds Co. <br> Ltd.<br>| 4400 | &nbsp;&nbsp; 40113 |
|  | Kanematsu Corp. | 22900 | &nbsp;&nbsp; 430248 |
|  | Kanemi Co. Ltd. | 1200 | &nbsp;&nbsp; 26067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kanto Denka Kogyo <br> Co. Ltd.<br>| 12700 | &nbsp;&nbsp; 71772 |
|  | Kato Sangyo Co. Ltd. | 6100 | &nbsp;&nbsp; 231539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kawada Technologies, <br> Inc.<br>| 4400 | &nbsp;&nbsp; 114562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kawai Musical <br> Instruments <br> Manufacturing Co. <br> Ltd.<br>| 600 | &nbsp;&nbsp; 10386 |
|  | KEIWA, Inc. | 3000 | &nbsp;&nbsp; 24728 |
|  | Keiyo Bank Ltd. | 38500 | &nbsp;&nbsp; 289288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kenko Mayonnaise <br> Co. Ltd.<br>| 3934 | &nbsp;&nbsp; 48698 |
|  | KH Neochem Co. Ltd. | 4800 | &nbsp;&nbsp; 90848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kimura Chemical <br> Plants Co. Ltd.<br>| 5800 | &nbsp;&nbsp; 39056 |
|  | Kimura Unity Co. Ltd. | 9800 | &nbsp;&nbsp; 53690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ki-Star Real Estate <br> Co. Ltd.<br>| 2600 | &nbsp;&nbsp; 83203 |
|  | Kitagawa Corp. | 2400 | &nbsp;&nbsp; 22636 |
|  | Kita-Nippon Bank Ltd. | 3600 | &nbsp;&nbsp; 80654 |
|  | Kitz Corp. | 17700 | &nbsp;&nbsp; 148463 |
|  | Kiyo Bank Ltd. | 18800 | &nbsp;&nbsp; 342012 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; KNT-CT Holdings Co. <br> Ltd.<br>| 2200 | &nbsp;&nbsp; $15115 |
|  | Koa Corp. | 3700 | &nbsp;&nbsp; 25909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koa Shoji Holdings <br> Co. Ltd.<br>| 2900 | &nbsp;&nbsp; 13801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koatsu Gas Kogyo <br> Co. Ltd.<br>| 9700 | &nbsp;&nbsp; 70148 |
|  | Kobe Steel Ltd. | 66700 | &nbsp;&nbsp; 732839 |
|  | Kohnan Shoji Co. Ltd. | 7000 | &nbsp;&nbsp; 180755 |
|  | Kohsoku Corp. | 1000 | &nbsp;&nbsp; 19206 |
|  | Kojima Co. Ltd. | 13300 | &nbsp;&nbsp; 106208 |
|  | Kokuyo Co. Ltd. | 86800 | &nbsp;&nbsp; 511405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Komehyo Holdings <br> Co. Ltd.<br>| 1400 | &nbsp;&nbsp; 27082 |
|  | Komeri Co. Ltd. | 7400 | &nbsp;&nbsp; 152442 |
|  | Kondotec, Inc. | 5400 | &nbsp;&nbsp; 56932 |
| \* | Konica Minolta, Inc. | 103400 | &nbsp;&nbsp; 336163 |
|  | Konishi Co. Ltd. | 16600 | &nbsp;&nbsp; 133627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Konoike Transport Co. <br> Ltd.<br>| 9000 | &nbsp;&nbsp; 192608 |
|  | Kose Corp. | 1200 | &nbsp;&nbsp; 46052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KPP Group Holdings <br> Co. Ltd.<br>| 12100 | &nbsp;&nbsp; 62184 |
|  | Krosaki Harima Corp. | 6100 | &nbsp;&nbsp; 139702 |
|  | KRS Corp. | 3600 | &nbsp;&nbsp; 80952 |
|  | K's Holdings Corp. | 36100 | &nbsp;&nbsp; 361119 |
|  | KU Holdings Co. Ltd. | 3700 | &nbsp;&nbsp; 28534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kumagai Gumi Co. <br> Ltd.<br>| 8706 | &nbsp;&nbsp; 258995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kumiai Chemical <br> Industry Co. Ltd.<br>| 18300 | &nbsp;&nbsp; 98635 |
|  | Kurabo Industries Ltd. | 4600 | &nbsp;&nbsp; 244136 |
|  | Kuraray Co. Ltd. | 93700 | &nbsp;&nbsp; 1158457 |
|  | Kureha Corp. | 14700 | &nbsp;&nbsp; 335237 |
|  | Kurimoto Ltd. | 3200 | &nbsp;&nbsp; 166457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuriyama Holdings <br> Corp.<br>| 5000 | &nbsp;&nbsp; 50764 |
|  | KYB Corp. | 12400 | &nbsp;&nbsp; 266529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyodo Printing Co. <br> Ltd.<br>| 7600 | &nbsp;&nbsp; 69807 |
|  | Kyoei Steel Ltd. | 6608 | &nbsp;&nbsp; 94956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyokuto Boeki Kaisha <br> Ltd.<br>| 4800 | &nbsp;&nbsp; 48577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyokuto Kaihatsu <br> Kogyo Co. Ltd.<br>| 10400 | &nbsp;&nbsp; 180206 |
|  | Kyokuyo Co. Ltd. | 2800 | &nbsp;&nbsp; 86663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyorin Pharmaceutical <br> Co. Ltd.<br>| 8300 | &nbsp;&nbsp; 83405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyosan Electric <br> Manufacturing Co. <br> Ltd.<br>| 12300 | &nbsp;&nbsp; 41015 |
|  | Kyudenko Corp. | 1200 | &nbsp;&nbsp; 51270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyushu Financial <br> Group, Inc.<br>| 99900 | &nbsp;&nbsp; 510173 |
|  | Lacto Japan Co. Ltd. | 2600 | &nbsp;&nbsp; 68806 |
|  | LEC, Inc. | 7500 | &nbsp;&nbsp; 55974 |
|  | Life Corp. | 9400 | &nbsp;&nbsp; 150234 |
|  | LIFULL Co. Ltd. | 26000 | &nbsp;&nbsp; 34323 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Lintec Corp. | 10100 | &nbsp;&nbsp; $202512 |
|  | Lixil Corp. | 72900 | &nbsp;&nbsp; 844555 |
|  | Look Holdings, Inc. | 1800 | &nbsp;&nbsp; 28897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mabuchi Motor Co. <br> Ltd.<br>| 18900 | &nbsp;&nbsp; 273263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Macnica Holdings, <br> Inc.<br>| 8200 | &nbsp;&nbsp; 107095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maezawa Industries, <br> Inc.<br>| 3900 | &nbsp;&nbsp; 44898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Makino Milling <br> Machine Co. Ltd.<br>| 6900 | &nbsp;&nbsp; 527701 |
|  | Mandom Corp. | 10593 | &nbsp;&nbsp; 100998 |
|  | Marubun Corp. | 5500 | &nbsp;&nbsp; 40075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marudai Food Co. <br> Ltd.<br>| 5400 | &nbsp;&nbsp; 68018 |
|  | Maruha Nichiro Corp. | 13400 | &nbsp;&nbsp; 278302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MARUKA FURUSATO <br> Corp.<br>| 5038 | &nbsp;&nbsp; 79269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maruyama <br> Manufacturing Co., <br> Inc.<br>| 1100 | &nbsp;&nbsp; 15132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maruzen CHI Holdings <br> Co. Ltd.<br>| 3000 | &nbsp;&nbsp; 6397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maruzen Showa Unyu <br> Co. Ltd.<br>| 3700 | &nbsp;&nbsp; 176351 |
| # | Marvelous, Inc. | 3700 | &nbsp;&nbsp; 13282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matsuda Sangyo Co. <br> Ltd.<br>| 4300 | &nbsp;&nbsp; 102402 |
|  | Matsuoka Corp. | 1100 | &nbsp;&nbsp; 13280 |
|  | Maxell Ltd. | 9900 | &nbsp;&nbsp; 131565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maxvalu Tokai Co. <br> Ltd.<br>| 2200 | &nbsp;&nbsp; 46218 |
|  | Mazda Motor Corp. | 118000 | &nbsp;&nbsp; 707587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mebuki Financial <br> Group, Inc.<br>| 163600 | &nbsp;&nbsp; 887049 |
|  | Media Do Co. Ltd. | 2000 | &nbsp;&nbsp; 23184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medical System <br> Network Co. Ltd.<br>| 10600 | &nbsp;&nbsp; 34425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medipal Holdings <br> Corp.<br>| 43700 | &nbsp;&nbsp; 723566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Megmilk Snow Brand <br> Co. Ltd.<br>| 12000 | &nbsp;&nbsp; 226779 |
|  | Meidensha Corp. | 5700 | &nbsp;&nbsp; 214671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meiji Electric <br> Industries Co. Ltd.<br>| 3800 | &nbsp;&nbsp; 48904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meiji Shipping Group <br> Co. Ltd.<br>| 4300 | &nbsp;&nbsp; 20004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meiko Electronics Co. <br> Ltd.<br>| 3000 | &nbsp;&nbsp; 147011 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Meiwa Estate Co. <br> Ltd.<br>| 4900 | &nbsp;&nbsp; 33767 |
|  | Menicon Co. Ltd. | 10685 | &nbsp;&nbsp; 82646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mie Kotsu Group <br> Holdings, Inc.<br>| 16800 | &nbsp;&nbsp; 56095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MIMAKI <br> ENGINEERING Co. <br> Ltd.<br>| 700 | &nbsp;&nbsp; 10095 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Mirait One Corp. | 23310 | &nbsp;&nbsp; $417082 |
|  | Mirarth Holdings, Inc. | 22700 | &nbsp;&nbsp; 58076 |
|  | Mitsuba Corp. | 15300 | &nbsp;&nbsp; 86667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Gas <br> Chemical Co., Inc.<br>| 40800 | &nbsp;&nbsp; 704826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Logisnext <br> Co. Ltd.<br>| 5100 | &nbsp;&nbsp; 65607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Logistics <br> Corp.<br>| 69500 | &nbsp;&nbsp; 594113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Materials <br> Corp.<br>| 30200 | &nbsp;&nbsp; 461264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Motors <br> Corp.<br>| 142100 | &nbsp;&nbsp; 373393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Paper Mills <br> Ltd.<br>| 9464 | &nbsp;&nbsp; 41829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Research <br> Institute, Inc.<br>| 2400 | &nbsp;&nbsp; 75144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Steel <br> Manufacturing Co. <br> Ltd.<br>| 2100 | &nbsp;&nbsp; 23106 |
|  | Mitsui Chemicals, Inc. | 32100 | &nbsp;&nbsp; 716574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui DM Sugar Co. <br> Ltd.<br>| 5495 | &nbsp;&nbsp; 112591 |
|  | Mitsui E&S Co. Ltd. | 14000 | &nbsp;&nbsp; 291682 |
|  | Mitsui High-Tec, Inc. | 6400 | &nbsp;&nbsp; 32155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui Mining & <br> Smelting Co. Ltd.<br>| 16016 | &nbsp;&nbsp; 677407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui-Soko Holdings <br> Co. Ltd.<br>| 9900 | &nbsp;&nbsp; 257243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsuuroko Group <br> Holdings Co. Ltd.<br>| 5200 | &nbsp;&nbsp; 73552 |
|  | Miyazaki Bank Ltd. | 7000 | &nbsp;&nbsp; 185221 |
|  | Mizuno Corp. | 8700 | &nbsp;&nbsp; 158480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mochida <br> Pharmaceutical Co. <br> Ltd.<br>| 2600 | &nbsp;&nbsp; 53102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Morinaga Milk Industry <br> Co. Ltd.<br>| 19900 | &nbsp;&nbsp; 432768 |
|  | Moriroku Co. Ltd. | 2601 | &nbsp;&nbsp; 41705 |
|  | Morita Holdings Corp. | 8400 | &nbsp;&nbsp; 127628 |
|  | Mory Industries, Inc. | 9000 | &nbsp;&nbsp; 53687 |
|  | MrMax Holdings Ltd. | 8500 | &nbsp;&nbsp; 48176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mugen Estate Co. <br> Ltd.<br>| 2800 | &nbsp;&nbsp; 36275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Musashi Seimitsu <br> Industry Co. Ltd.<br>| 7700 | &nbsp;&nbsp; 165776 |
|  | Musashino Bank Ltd. | 10000 | &nbsp;&nbsp; 246586 |
|  | Nabtesco Corp. | 20700 | &nbsp;&nbsp; 380807 |
|  | NAC Co. Ltd. | 6000 | &nbsp;&nbsp; 22296 |
|  | Nachi-Fujikoshi Corp. | 2587 | &nbsp;&nbsp; 55335 |
| # | Nafco Co. Ltd. | 2600 | &nbsp;&nbsp; 32260 |
| # | Nagano Keiki Co. Ltd. | 1500 | &nbsp;&nbsp; 20735 |
|  | Nagase & Co. Ltd. | 28200 | &nbsp;&nbsp; 555756 |
|  | Naigai Tec Corp. | 900 | &nbsp;&nbsp; 12121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nakamoto Packs Co. <br> Ltd.<br>| 800 | &nbsp;&nbsp; 10558 |
|  | Nakamuraya Co. Ltd. | 1100 | &nbsp;&nbsp; 22649 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nakayama Steel <br> Works Ltd.<br>| 8500 | &nbsp;&nbsp; $35965 |
|  | Nanto Bank Ltd. | 8900 | &nbsp;&nbsp; 266924 |
|  | Nanyo Corp. | 2600 | &nbsp;&nbsp; 22856 |
|  | Natori Co. Ltd. | 2300 | &nbsp;&nbsp; 30654 |
|  | NGK Insulators Ltd. | 59400 | &nbsp;&nbsp; 752018 |
|  | NH Foods Ltd. | 8600 | &nbsp;&nbsp; 288929 |
|  | NHK Spring Co. Ltd. | 54544 | &nbsp;&nbsp; 614146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nicca Chemical Co. <br> Ltd.<br>| 1800 | &nbsp;&nbsp; 15074 |
|  | Nice Corp. | 2600 | &nbsp;&nbsp; 31708 |
|  | Nichiban Co. Ltd. | 3400 | &nbsp;&nbsp; 45331 |
|  | Nichicon Corp. | 13400 | &nbsp;&nbsp; 114765 |
|  | Nichiden Corp. | 4700 | &nbsp;&nbsp; 88791 |
|  | Nichiha Corp. | 6100 | &nbsp;&nbsp; 127040 |
|  | Nichimo Co. Ltd. | 1600 | &nbsp;&nbsp; 24854 |
|  | Nichirin Co. Ltd. | 3750 | &nbsp;&nbsp; 88126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Chouzai Co. <br> Ltd.<br>| 2500 | &nbsp;&nbsp; 58075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Denkei Co. <br> Ltd.<br>| 2100 | &nbsp;&nbsp; 29768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Nohyaku Co. <br> Ltd.<br>| 13700 | &nbsp;&nbsp; 80502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Yamamura <br> Glass Co. Ltd.<br>| 1100 | &nbsp;&nbsp; 19473 |
|  | Nikkiso Co. Ltd. | 11500 | &nbsp;&nbsp; 102834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nikkon Holdings Co. <br> Ltd.<br>| 24600 | &nbsp;&nbsp; 554083 |
|  | Nikon Corp. | 75300 | &nbsp;&nbsp; 731291 |
|  | Nippi, Inc. | 900 | &nbsp;&nbsp; 64276 |
|  | Nippn Corp. | 14900 | &nbsp;&nbsp; 214861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Carbide <br> Industries Co., Inc.<br>| 2300 | &nbsp;&nbsp; 28886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Chemical <br> Industrial Co. Ltd.<br>| 2900 | &nbsp;&nbsp; 40720 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Chemi-Con <br> Corp.<br>| 2100 | &nbsp;&nbsp; 17330 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Coke & <br> Engineering Co. <br> Ltd.<br>| 51900 | &nbsp;&nbsp; 32157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Concrete <br> Industries Co. Ltd.<br>| 17600 | &nbsp;&nbsp; 35293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Denko Co. <br> Ltd.<br>| 34300 | &nbsp;&nbsp; 63969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Dry-Chemical <br> Co. Ltd.<br>| 1400 | &nbsp;&nbsp; 47428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Electric Glass <br> Co. Ltd.<br>| 21400 | &nbsp;&nbsp; 572800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Express <br> Holdings, Inc.<br>| 32700 | &nbsp;&nbsp; 718319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Kayaku Co. <br> Ltd.<br>| 27900 | &nbsp;&nbsp; 260529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Light Metal <br> Holdings Co. Ltd.<br>| 6403 | &nbsp;&nbsp; 74300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Paper <br> Industries Co. Ltd.<br>| 31400 | &nbsp;&nbsp; 231018 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Rietec Co. <br> Ltd.<br>| 3460 | &nbsp;&nbsp; $45347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Seisen Co. <br> Ltd.<br>| 3500 | &nbsp;&nbsp; 25289 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Sheet Glass <br> Co. Ltd.<br>| 24000 | &nbsp;&nbsp; 79478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Shinyaku Co. <br> Ltd.<br>| 9400 | &nbsp;&nbsp; 202392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Shokubai Co. <br> Ltd.<br>| 28200 | &nbsp;&nbsp; 320605 |
|  | Nippon Soda Co. Ltd. | 13200 | &nbsp;&nbsp; 299261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Thompson Co. <br> Ltd.<br>| 23600 | &nbsp;&nbsp; 93960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Yakin Kogyo <br> Co. Ltd.<br>| 4300 | &nbsp;&nbsp; 118828 |
|  | Nipro Corp. | 37500 | &nbsp;&nbsp; 345290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishi-Nippon Financial <br> Holdings, Inc.<br>| 29200 | &nbsp;&nbsp; 461233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishio Holdings Co. <br> Ltd.<br>| 5400 | &nbsp;&nbsp; 150721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nissan Tokyo Sales <br> Holdings Co. Ltd.<br>| 14900 | &nbsp;&nbsp; 49021 |
|  | Nissha Co. Ltd. | 8186 | &nbsp;&nbsp; 72687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nisshin Oillio Group <br> Ltd.<br>| 7900 | &nbsp;&nbsp; 268611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nisshinbo Holdings, <br> Inc.<br>| 33453 | &nbsp;&nbsp; 212561 |
|  | Nissui Corp. | 80200 | &nbsp;&nbsp; 468229 |
|  | Nitta Gelatin, Inc. | 3800 | &nbsp;&nbsp; 23082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nitto Fuji Flour Milling <br> Co. Ltd.<br>| 800 | &nbsp;&nbsp; 38813 |
|  | Nitto Kogyo Corp. | 4500 | &nbsp;&nbsp; 99435 |
|  | Nitto Seiko Co. Ltd. | 12100 | &nbsp;&nbsp; 50295 |
|  | Nittoku Co. Ltd. | 2801 | &nbsp;&nbsp; 37923 |
|  | Nojima Corp. | 12500 | &nbsp;&nbsp; 285751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Real Estate <br> Holdings, Inc.<br>| 68000 | &nbsp;&nbsp; 376830 |
|  | Noritake Co. Ltd. | 5400 | &nbsp;&nbsp; 153642 |
|  | Noritz Corp. | 6200 | &nbsp;&nbsp; 78667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North Pacific Bank <br> Ltd.<br>| 82400 | &nbsp;&nbsp; 354553 |
|  | NPR-RIKEN Corp. | 3660 | &nbsp;&nbsp; 61574 |
|  | NS Tool Co. Ltd. | 2500 | &nbsp;&nbsp; 12847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NS United Kaiun <br> Kaisha Ltd.<br>| 3800 | &nbsp;&nbsp; 105458 |
|  | NSK Ltd. | 36811 | &nbsp;&nbsp; 176161 |
|  | NSW, Inc. | 2600 | &nbsp;&nbsp; 44546 |
|  | NTN Corp. | 86100 | &nbsp;&nbsp; 146899 |
|  | Obara Group, Inc. | 2900 | &nbsp;&nbsp; 74234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ochi Holdings Co. <br> Ltd.<br>| 900 | &nbsp;&nbsp; 8355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ogaki Kyoritsu Bank <br> Ltd.<br>| 5700 | &nbsp;&nbsp; 107353 |
| # | Ohara, Inc. | 2300 | &nbsp;&nbsp; 17896 |
|  | Oiles Corp. | 5700 | &nbsp;&nbsp; 81038 |
|  | Oita Bank Ltd. | 4300 | &nbsp;&nbsp; 134636 |
|  | Oji Holdings Corp. | 246400 | &nbsp;&nbsp; 1200918 |
|  | Okabe Co. Ltd. | 15300 | &nbsp;&nbsp; 88230 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| Okada Aiyon Corp. | 300 | &nbsp;&nbsp; $3818 |
| &nbsp;&nbsp;&nbsp;&nbsp; Okamoto Industries, <br> Inc.<br>| 2600 | &nbsp;&nbsp; 88051 |
| &nbsp;&nbsp;&nbsp;&nbsp; Okamoto Machine <br> Tool Works Ltd.<br>| 1300 | &nbsp;&nbsp; 42225 |
| Okamura Corp. | 13900 | &nbsp;&nbsp; 219098 |
| &nbsp;&nbsp;&nbsp;&nbsp; Okasan Securities <br> Group, Inc.<br>| 48700 | &nbsp;&nbsp; 210689 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oki Electric Industry <br> Co. Ltd.<br>| 14500 | &nbsp;&nbsp; 150880 |
| &nbsp;&nbsp;&nbsp;&nbsp; Okinawa Financial <br> Group, Inc.<br>| 8880 | &nbsp;&nbsp; 201151 |
| OKUMA Corp. | 12100 | &nbsp;&nbsp; 329196 |
| Okumura Corp. | 8700 | &nbsp;&nbsp; 256982 |
| &nbsp;&nbsp;&nbsp;&nbsp; Okura Industrial Co. <br> Ltd.<br>| 2800 | &nbsp;&nbsp; 80883 |
| Okuwa Co. Ltd. | 12382 | &nbsp;&nbsp; 76492 |
| &nbsp;&nbsp;&nbsp;&nbsp; Olba Healthcare <br> Holdings, Inc.<br>| 1600 | &nbsp;&nbsp; 21761 |
| Onoken Co. Ltd. | 5000 | &nbsp;&nbsp; 47740 |
| &nbsp;&nbsp;&nbsp;&nbsp; Onward Holdings Co. <br> Ltd.<br>| 37900 | &nbsp;&nbsp; 154228 |
| &nbsp;&nbsp;&nbsp;&nbsp; Open House Group <br> Co. Ltd.<br>| 2900 | &nbsp;&nbsp; 128239 |
| &nbsp;&nbsp;&nbsp;&nbsp; Optimus Group Co. <br> Ltd.<br>| 4000 | &nbsp;&nbsp; 9661 |
| Optorun Co. Ltd. | 2900 | &nbsp;&nbsp; 31258 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oriental Consultants <br> Holdings Co. Ltd.<br>| 500 | &nbsp;&nbsp; 17240 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oriental Shiraishi <br> Corp.<br>| 32000 | &nbsp;&nbsp; 81879 |
| &nbsp;&nbsp;&nbsp;&nbsp; Osaka Organic <br> Chemical Industry <br> Ltd.<br>| 1000 | &nbsp;&nbsp; 19312 |
| &nbsp;&nbsp;&nbsp;&nbsp; Osaki Electric Co. <br> Ltd.<br>| 8300 | &nbsp;&nbsp; 57577 |
| OSG Corp. | 16700 | &nbsp;&nbsp; 216087 |
| OUG Holdings, Inc. | 1100 | &nbsp;&nbsp; 28949 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pacific Industrial Co. <br> Ltd.<br>| 10400 | &nbsp;&nbsp; 141882 |
| Pack Corp. | 3300 | &nbsp;&nbsp; 24801 |
| PALTAC Corp. | 6300 | &nbsp;&nbsp; 180287 |
| Paraca, Inc. | 1600 | &nbsp;&nbsp; 20101 |
| &nbsp;&nbsp;&nbsp;&nbsp; Paramount Bed <br> Holdings Co. Ltd.<br>| 9500 | &nbsp;&nbsp; 155872 |
| &nbsp;&nbsp;&nbsp;&nbsp; Penta-Ocean <br> Construction Co. <br> Ltd.<br>| 37400 | &nbsp;&nbsp; 242030 |
| PHC Holdings Corp. | 4000 | &nbsp;&nbsp; 24514 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pickles Holdings Co. <br> Ltd.<br>| 4900 | &nbsp;&nbsp; 32114 |
| PILLAR Corp. | 2600 | &nbsp;&nbsp; 66593 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pole To Win Holdings, <br> Inc.<br>| 10603 | &nbsp;&nbsp; 25403 |
| Press Kogyo Co. Ltd. | 25900 | &nbsp;&nbsp; 102427 |
| &nbsp;&nbsp;&nbsp;&nbsp; Prima Meat Packers <br> Ltd.<br>| 2100 | &nbsp;&nbsp; 33154 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Procrea Holdings, <br> Inc.<br>| 2200 | &nbsp;&nbsp; $22288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PS Construction Co. <br> Ltd.<br>| 3450 | &nbsp;&nbsp; 41698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; QB Net Holdings Co. <br> Ltd.<br>| 3000 | &nbsp;&nbsp; 23724 |
|  | Qol Holdings Co. Ltd. | 6200 | &nbsp;&nbsp; 82980 |
|  | Raiznext Corp. | 8600 | &nbsp;&nbsp; 106531 |
|  | Rasa Corp. | 1900 | &nbsp;&nbsp; 19358 |
|  | Rasa Industries Ltd. | 2000 | &nbsp;&nbsp; 56217 |
|  | Rengo Co. Ltd. | 36900 | &nbsp;&nbsp; 214019 |
| #\* | RENOVA, Inc. | 14500 | &nbsp;&nbsp; 67926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Resonac Holdings <br> Corp.<br>| 44500 | &nbsp;&nbsp; 1070142 |
|  | Restar Corp. | 4500 | &nbsp;&nbsp; 80814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Retail Partners Co. <br> Ltd.<br>| 5900 | &nbsp;&nbsp; 56340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rheon Automatic <br> Machinery Co. Ltd.<br>| 4400 | &nbsp;&nbsp; 40265 |
|  | Ricoh Co. Ltd. | 52900 | &nbsp;&nbsp; 463853 |
|  | Riken Technos Corp. | 11500 | &nbsp;&nbsp; 88577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riken Vitamin Co. <br> Ltd.<br>| 5400 | &nbsp;&nbsp; 103048 |
|  | Rion Co. Ltd. | 2100 | &nbsp;&nbsp; 35838 |
|  | Rix Corp. | 600 | &nbsp;&nbsp; 13113 |
|  | Rohm Co. Ltd. | 71000 | &nbsp;&nbsp; 893455 |
|  | Rokko Butter Co. Ltd. | 1300 | &nbsp;&nbsp; 10575 |
|  | Ryobi Ltd. | 7900 | &nbsp;&nbsp; 119379 |
|  | RYODEN Corp. | 5800 | &nbsp;&nbsp; 111054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ryoyo Ryosan <br> Holdings, Inc.<br>| 4148 | &nbsp;&nbsp; 76191 |
|  | S Foods, Inc. | 2200 | &nbsp;&nbsp; 38733 |
|  | S&B Foods, Inc. | 5000 | &nbsp;&nbsp; 99496 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sac's Bar Holdings, <br> Inc.<br>| 7900 | &nbsp;&nbsp; 42559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sakai Chemical <br> Industry Co. Ltd.<br>| 5400 | &nbsp;&nbsp; 102210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sakai Heavy <br> Industries Ltd.<br>| 3200 | &nbsp;&nbsp; 44242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sakai Moving Service <br> Co. Ltd.<br>| 2000 | &nbsp;&nbsp; 35397 |
|  | Sakata INX Corp. | 10570 | &nbsp;&nbsp; 150350 |
|  | Sakata Seed Corp. | 4800 | &nbsp;&nbsp; 107930 |
|  | Sala Corp. | 18200 | &nbsp;&nbsp; 116377 |
|  | San Holdings, Inc. | 6600 | &nbsp;&nbsp; 69719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; San ju San Financial <br> Group, Inc.<br>| 7530 | &nbsp;&nbsp; 169344 |
|  | San-A Co. Ltd. | 8800 | &nbsp;&nbsp; 175339 |
|  | San-Ai Obbli Co. Ltd. | 16400 | &nbsp;&nbsp; 221069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; San-In Godo Bank <br> Ltd.<br>| 43200 | &nbsp;&nbsp; 363771 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sanken Electric Co. <br> Ltd.<br>| 3500 | &nbsp;&nbsp; 198538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanki Engineering Co. <br> Ltd.<br>| 6900 | &nbsp;&nbsp; 203017 |
|  | Sanko Gosei Ltd. | 13300 | &nbsp;&nbsp; 71277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanko Metal Industrial <br> Co. Ltd.<br>| 1000 | &nbsp;&nbsp; 47381 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sankyo Frontier Co. <br> Ltd.<br>| 2800 | &nbsp;&nbsp; $37584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sankyo Tateyama, <br> Inc.<br>| 8700 | &nbsp;&nbsp; 35098 |
|  | Sankyu, Inc. | 6000 | &nbsp;&nbsp; 353204 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sanoh Industrial Co. <br> Ltd.<br>| 3700 | &nbsp;&nbsp; 17095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sansei Technologies, <br> Inc.<br>| 4600 | &nbsp;&nbsp; 53789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sansha Electric <br> Manufacturing Co. <br> Ltd.<br>| 2600 | &nbsp;&nbsp; 14708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanyo Chemical <br> Industries Ltd.<br>| 2800 | &nbsp;&nbsp; 73379 |
|  | Sanyo Denki Co. Ltd. | 2700 | &nbsp;&nbsp; 167416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanyo Trading Co. <br> Ltd.<br>| 6600 | &nbsp;&nbsp; 65860 |
|  | Sato Corp. | 6500 | &nbsp;&nbsp; 91928 |
|  | Sato Shoji Corp. | 5000 | &nbsp;&nbsp; 55532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Satori Electric Co. <br> Ltd.<br>| 4200 | &nbsp;&nbsp; 48298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Satudora Holdings Co. <br> Ltd.<br>| 1800 | &nbsp;&nbsp; 9872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sawai Group Holdings <br> Co. Ltd.<br>| 28200 | &nbsp;&nbsp; 361989 |
|  | SBS Holdings, Inc. | 3100 | &nbsp;&nbsp; 66004 |
|  | Scroll Corp. | 8200 | &nbsp;&nbsp; 59237 |
|  | Seika Corp. | 2600 | &nbsp;&nbsp; 89079 |
|  | Seiko Epson Corp. | 24100 | &nbsp;&nbsp; 305788 |
|  | Seiko Group Corp. | 8200 | &nbsp;&nbsp; 227950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seino Holdings Co. <br> Ltd.<br>| 23400 | &nbsp;&nbsp; 355909 |
|  | Seiren Co. Ltd. | 1500 | &nbsp;&nbsp; 24505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sekisui Kasei Co. <br> Ltd.<br>| 11200 | &nbsp;&nbsp; 25847 |
|  | SEMITEC Corp. | 1700 | &nbsp;&nbsp; 26589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Senko Group Holdings <br> Co. Ltd.<br>| 23700 | &nbsp;&nbsp; 318983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Senshu Ikeda <br> Holdings, Inc.<br>| 55800 | &nbsp;&nbsp; 237513 |
|  | Seven Bank Ltd. | 37900 | &nbsp;&nbsp; 68076 |
| \* | Sharp Corp. | 1400 | &nbsp;&nbsp; 6619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shibaura Machine Co. <br> Ltd.<br>| 3500 | &nbsp;&nbsp; 90082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shibusawa Logistics <br> Corp.<br>| 3100 | &nbsp;&nbsp; 89727 |
|  | Shibuya Corp. | 1200 | &nbsp;&nbsp; 28856 |
|  | Shiga Bank Ltd. | 12400 | &nbsp;&nbsp; 497988 |
|  | Shikibo Ltd. | 4000 | &nbsp;&nbsp; 26350 |
|  | Shikoku Bank Ltd. | 8100 | &nbsp;&nbsp; 66996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shima Seiki <br> Manufacturing Ltd.<br>| 5680 | &nbsp;&nbsp; 39888 |
|  | Shimizu Corp. | 900 | &nbsp;&nbsp; 9970 |
|  | Shimojima Co. Ltd. | 5000 | &nbsp;&nbsp; 41561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin Nippon Air <br> Technologies Co. <br> Ltd.<br>| 3400 | &nbsp;&nbsp; 59645 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinagawa <br> Refractories Co. <br> Ltd.<br>| 8500 | &nbsp;&nbsp; $97108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin-Etsu Polymer <br> Co. Ltd.<br>| 11300 | &nbsp;&nbsp; 133424 |
|  | Shinko Shoji Co. Ltd. | 8100 | &nbsp;&nbsp; 53212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinmaywa Industries <br> Ltd.<br>| 14600 | &nbsp;&nbsp; 176214 |
|  | Shinsho Corp. | 4500 | &nbsp;&nbsp; 62929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinwa Co. Ltd. (7607 <br> JP)<br>| 3600 | &nbsp;&nbsp; 81347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shizuoka Financial <br> Group, Inc.<br>| 16600 | &nbsp;&nbsp; 196348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shizuoka Gas Co. <br> Ltd.<br>| 16700 | &nbsp;&nbsp; 125519 |
|  | Shofu, Inc. | 1000 | &nbsp;&nbsp; 13453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Showa Sangyo Co. <br> Ltd.<br>| 600 | &nbsp;&nbsp; 12050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Showa Shinku Co. <br> Ltd.<br>| 700 | &nbsp;&nbsp; 6392 |
|  | Siix Corp. | 10100 | &nbsp;&nbsp; 82326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinanen Holdings Co. <br> Ltd.<br>| 2300 | &nbsp;&nbsp; 100019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinfonia Technology <br> Co. Ltd.<br>| 3900 | &nbsp;&nbsp; 244938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SKY Perfect JSAT <br> Holdings, Inc.<br>| 56500 | &nbsp;&nbsp; 535069 |
|  | Skymark Airlines, Inc. | 4700 | &nbsp;&nbsp; 15312 |
|  | Soda Nikka Co. Ltd. | 6400 | &nbsp;&nbsp; 46999 |
|  | Sodick Co. Ltd. | 15100 | &nbsp;&nbsp; 89100 |
|  | Sojitz Corp. | 28600 | &nbsp;&nbsp; 680676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Soken Chemical & <br> Engineering Co. <br> Ltd.<br>| 5600 | &nbsp;&nbsp; 61448 |
|  | SPK Corp. | 3200 | &nbsp;&nbsp; 50573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Star Mica Holdings <br> Co. Ltd.<br>| 7500 | &nbsp;&nbsp; 49544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Star Micronics Co. <br> Ltd.<br>| 6200 | &nbsp;&nbsp; 71299 |
|  | Starts Corp., Inc. | 8200 | &nbsp;&nbsp; 247947 |
|  | Starzen Co. Ltd. | 14700 | &nbsp;&nbsp; 114270 |
|  | Stella Chemifa Corp. | 2500 | &nbsp;&nbsp; 70915 |
|  | Step Co. Ltd. | 1700 | &nbsp;&nbsp; 26152 |
|  | Sugimoto & Co. Ltd. | 5600 | &nbsp;&nbsp; 66451 |
|  | SUMCO Corp. | 56772 | &nbsp;&nbsp; 444002 |
|  | Sumida Corp. | 4001 | &nbsp;&nbsp; 27270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Bakelite <br> Co. Ltd.<br>| 4400 | &nbsp;&nbsp; 127596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Heavy <br> Industries Ltd.<br>| 19249 | &nbsp;&nbsp; 426299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui <br> Construction Co. <br> Ltd.<br>| 22300 | &nbsp;&nbsp; 87925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Osaka <br> Cement Co. Ltd.<br>| 9475 | &nbsp;&nbsp; 246617 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Pharma <br> Co. Ltd.<br>| 33100 | &nbsp;&nbsp; 284777 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Riko Co. <br> Ltd.<br>| 12100 | &nbsp;&nbsp; $153229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Rubber <br> Industries Ltd.<br>| 51154 | &nbsp;&nbsp; 584668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Seika <br> Chemicals Co. Ltd.<br>| 2400 | &nbsp;&nbsp; 71811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Frontier <br> Fudousan Co. Ltd.<br>| 9500 | &nbsp;&nbsp; 133004 |
| \* | Suncall Corp. | 1000 | &nbsp;&nbsp; 2539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun-Wa Technos <br> Corp.<br>| 3300 | &nbsp;&nbsp; 52711 |
|  | Suruga Bank Ltd. | 53500 | &nbsp;&nbsp; 492612 |
|  | Suzuken Co. Ltd. | 17500 | &nbsp;&nbsp; 661451 |
|  | Suzuki Co. Ltd. | 4300 | &nbsp;&nbsp; 52721 |
|  | SWCC Corp. | 200 | &nbsp;&nbsp; 11973 |
|  | T Hasegawa Co. Ltd. | 8400 | &nbsp;&nbsp; 173315 |
|  | T RAD Co. Ltd. | 2300 | &nbsp;&nbsp; 75091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tachibana Eletech Co. <br> Ltd.<br>| 4500 | &nbsp;&nbsp; 85189 |
|  | Tachi-S Co. Ltd. | 8200 | &nbsp;&nbsp; 97106 |
|  | Tadano Ltd. | 21200 | &nbsp;&nbsp; 152530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taihei Dengyo Kaisha <br> Ltd.<br>| 4000 | &nbsp;&nbsp; 171975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiheiyo Cement <br> Corp.<br>| 29400 | &nbsp;&nbsp; 718443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiheiyo Kouhatsu, <br> Inc.<br>| 1500 | &nbsp;&nbsp; 7174 |
|  | Taiho Kogyo Co. Ltd. | 6400 | &nbsp;&nbsp; 26873 |
|  | Taikisha Ltd. | 14000 | &nbsp;&nbsp; 250830 |
|  | Taiko Bank Ltd. | 1500 | &nbsp;&nbsp; 16279 |
|  | Taiyo Yuden Co. Ltd. | 21369 | &nbsp;&nbsp; 399241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takamatsu <br> Construction Group <br> Co. Ltd.<br>| 4700 | &nbsp;&nbsp; 95823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takaoka Toko Co. <br> Ltd.<br>| 3700 | &nbsp;&nbsp; 70745 |
|  | Takara & Co. Ltd. | 3300 | &nbsp;&nbsp; 77530 |
|  | Takara Holdings, Inc. | 26100 | &nbsp;&nbsp; 219715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takara Standard Co. <br> Ltd.<br>| 7800 | &nbsp;&nbsp; 133364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takasago International <br> Corp.<br>| 4300 | &nbsp;&nbsp; 206150 |
|  | Takashima & Co. Ltd. | 6000 | &nbsp;&nbsp; 63833 |
|  | Takashimaya Co. Ltd. | 62200 | &nbsp;&nbsp; 480695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Take & Give Needs <br> Co. Ltd.<br>| 2200 | &nbsp;&nbsp; 13102 |
| # | TAKEBISHI Corp. | 2800 | &nbsp;&nbsp; 35181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taki Chemical Co. <br> Ltd.<br>| 1000 | &nbsp;&nbsp; 19390 |
|  | Takuma Co. Ltd. | 2300 | &nbsp;&nbsp; 33269 |
|  | Tamura Corp. | 15901 | &nbsp;&nbsp; 50796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tanabe Engineering <br> Corp.<br>| 1300 | &nbsp;&nbsp; 22114 |
|  | Tayca Corp. | 5500 | &nbsp;&nbsp; 45121 |
|  | Technoflex Corp. | 1200 | &nbsp;&nbsp; 11192 |
|  | Teijin Ltd. | 6500 | &nbsp;&nbsp; 55248 |
|  | Tekken Corp. | 3000 | &nbsp;&nbsp; 62254 |
|  | Tera Probe, Inc. | 1100 | &nbsp;&nbsp; 24467 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Terasaki Electric Co. <br> Ltd.<br>| 900 | &nbsp;&nbsp; $22836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tess Holdings Co. <br> Ltd.<br>| 10500 | &nbsp;&nbsp; 30417 |
|  | Toa Corp. (1885 JP) | 17200 | &nbsp;&nbsp; 214871 |
|  | TOA ROAD Corp. | 12400 | &nbsp;&nbsp; 132701 |
|  | Toagosei Co. Ltd. | 14300 | &nbsp;&nbsp; 140178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOBISHIMA <br> HOLDINGS, Inc.<br>| 3740 | &nbsp;&nbsp; 48536 |
|  | Tochigi Bank Ltd. | 24700 | &nbsp;&nbsp; 72570 |
|  | Toda Corp. | 39400 | &nbsp;&nbsp; 251260 |
|  | Toenec Corp. | 13000 | &nbsp;&nbsp; 114597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Togami Electric <br> Manufacturing Co. <br> Ltd.<br>| 700 | &nbsp;&nbsp; 18291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toho Acetylene Co. <br> Ltd.<br>| 6000 | &nbsp;&nbsp; 13894 |
| # | Toho Bank Ltd. | 53600 | &nbsp;&nbsp; 130502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toho Holdings Co. <br> Ltd.<br>| 8600 | &nbsp;&nbsp; 290228 |
|  | Tohoku Bank Ltd. | 4728 | &nbsp;&nbsp; 36659 |
|  | Tokai Carbon Co. Ltd. | 16800 | &nbsp;&nbsp; 114721 |
|  | Tokai Corp. | 2268 | &nbsp;&nbsp; 31648 |
|  | Tokai Rika Co. Ltd. | 13500 | &nbsp;&nbsp; 216147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokai Tokyo Financial <br> Holdings, Inc.<br>| 39676 | &nbsp;&nbsp; 143031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokushu Tokai Paper <br> Co. Ltd.<br>| 2300 | &nbsp;&nbsp; 59884 |
|  | Tokuyama Corp. | 16000 | &nbsp;&nbsp; 342635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Energy & <br> Systems, Inc.<br>| 3090 | &nbsp;&nbsp; 34024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Kiraboshi <br> Financial Group, <br> Inc.<br>| 8300 | &nbsp;&nbsp; 357859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Rope <br> Manufacturing Co. <br> Ltd.<br>| 4600 | &nbsp;&nbsp; 41122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Sangyo Co. <br> Ltd.<br>| 4000 | &nbsp;&nbsp; 21483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Steel <br> Manufacturing Co. <br> Ltd.<br>| 2000 | &nbsp;&nbsp; 20810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Tatemono Co. <br> Ltd.<br>| 43000 | &nbsp;&nbsp; 719599 |
|  | Tokyo Tekko Co. Ltd. | 700 | &nbsp;&nbsp; 25499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyu Construction <br> Co. Ltd.<br>| 8800 | &nbsp;&nbsp; 60457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyu Fudosan <br> Holdings Corp.<br>| 103300 | &nbsp;&nbsp; 728436 |
|  | Toli Corp. | 12400 | &nbsp;&nbsp; 46197 |
|  | Tomen Devices Corp. | 1400 | &nbsp;&nbsp; 54401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tomoe Engineering <br> Co. Ltd.<br>| 6900 | &nbsp;&nbsp; 72682 |
|  | Tomoku Co. Ltd. | 3200 | &nbsp;&nbsp; 69675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOMONY Holdings, <br> Inc.<br>| 53500 | &nbsp;&nbsp; 216266 |
|  | Topre Corp. | 9601 | &nbsp;&nbsp; 131532 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Topy Industries Ltd. | 1800 | &nbsp;&nbsp; $31128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Torex Semiconductor <br> Ltd.<br>| 5099 | &nbsp;&nbsp; 51844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Torishima Pump <br> Manufacturing Co. <br> Ltd.<br>| 3700 | &nbsp;&nbsp; 53066 |
|  | Tosei Corp. | 9200 | &nbsp;&nbsp; 177399 |
|  | Tosho Co. Ltd. | 4000 | &nbsp;&nbsp; 18018 |
|  | Tosoh Corp. | 61200 | &nbsp;&nbsp; 921331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Totetsu Kogyo Co. <br> Ltd.<br>| 5700 | &nbsp;&nbsp; 157737 |
|  | Towa Bank Ltd. | 11200 | &nbsp;&nbsp; 56871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Towa Pharmaceutical <br> Co. Ltd.<br>| 8500 | &nbsp;&nbsp; 184408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Construction Co. <br> Ltd.<br>| 15400 | &nbsp;&nbsp; 168306 |
|  | Toyo Corp. | 1200 | &nbsp;&nbsp; 12130 |
|  | Toyo Innovex Co. Ltd. | 5300 | &nbsp;&nbsp; 22570 |
|  | Toyo Kanetsu KK | 2400 | &nbsp;&nbsp; 64824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Seikan Group <br> Holdings Ltd.<br>| 38700 | &nbsp;&nbsp; 801508 |
|  | Toyo Tanso Co. Ltd. | 2200 | &nbsp;&nbsp; 70622 |
|  | Toyo Tire Corp. | 30000 | &nbsp;&nbsp; 635432 |
|  | Toyobo Co. Ltd. | 30923 | &nbsp;&nbsp; 200237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyoda Gosei Co. <br> Ltd.<br>| 16500 | &nbsp;&nbsp; 348216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyota Boshoku <br> Corp.<br>| 19600 | &nbsp;&nbsp; 278526 |
|  | TRE Holdings Corp. | 12600 | &nbsp;&nbsp; 112984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trusco Nakayama <br> Corp.<br>| 10600 | &nbsp;&nbsp; 154380 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tsubaki Nakashima <br> Co. Ltd.<br>| 7100 | &nbsp;&nbsp; 16443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsubakimoto Chain <br> Co.<br>| 21500 | &nbsp;&nbsp; 301770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsubakimoto Kogyo <br> Co. Ltd.<br>| 3000 | &nbsp;&nbsp; 53215 |
|  | Tsugami Corp. | 12900 | &nbsp;&nbsp; 177662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsukishima Holdings <br> Co. Ltd.<br>| 5300 | &nbsp;&nbsp; 80570 |
|  | Tsukuba Bank Ltd. | 25000 | &nbsp;&nbsp; 42473 |
|  | Tsumura & Co. | 6400 | &nbsp;&nbsp; 157874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsuzuki Denki Co. <br> Ltd.<br>| 1800 | &nbsp;&nbsp; 36376 |
|  | UACJ Corp. | 10800 | &nbsp;&nbsp; 425000 |
|  | UBE Corp. | 20400 | &nbsp;&nbsp; 312280 |
|  | Uchida Yoko Co. Ltd. | 2000 | &nbsp;&nbsp; 136868 |
|  | Ueki Corp. | 1000 | &nbsp;&nbsp; 14544 |
|  | Ulvac, Inc. | 6800 | &nbsp;&nbsp; 249777 |
|  | Union Tool Co. | 600 | &nbsp;&nbsp; 25058 |
|  | Unipres Corp. | 9700 | &nbsp;&nbsp; 68714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Super Markets <br> Holdings, Inc.<br>| 15557 | &nbsp;&nbsp; 96985 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Universal <br> Entertainment <br> Corp.<br>| 4200 | &nbsp;&nbsp; 28054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Urbanet Corp. Co. <br> Ltd.<br>| 7300 | &nbsp;&nbsp; 24295 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| Ushio, Inc. | 20900 | &nbsp;&nbsp; $256359 |
| &nbsp;&nbsp;&nbsp;&nbsp; V Technology Co. <br> Ltd.<br>| 3300 | &nbsp;&nbsp; 64721 |
| &nbsp;&nbsp;&nbsp;&nbsp; Valor Holdings Co. <br> Ltd.<br>| 16000 | &nbsp;&nbsp; 282574 |
| Valqua Ltd. | 2487 | &nbsp;&nbsp; 58125 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vital KSK Holdings, <br> Inc.<br>| 14400 | &nbsp;&nbsp; 121149 |
| VT Holdings Co. Ltd. | 24900 | &nbsp;&nbsp; 76807 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wacoal Holdings <br> Corp.<br>| 6800 | &nbsp;&nbsp; 245758 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wakachiku <br> Construction Co. <br> Ltd.<br>| 3700 | &nbsp;&nbsp; 124059 |
| Wakita & Co. Ltd. | 12600 | &nbsp;&nbsp; 146904 |
| &nbsp;&nbsp;&nbsp;&nbsp; Warabeya Nichiyo <br> Holdings Co. Ltd.<br>| 2300 | &nbsp;&nbsp; 41138 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wise Holdings Co. <br> Ltd.<br>| 27600 | &nbsp;&nbsp; 15073 |
| World Co. Ltd. | 7600 | &nbsp;&nbsp; 139608 |
| &nbsp;&nbsp;&nbsp;&nbsp; World Holdings Co. <br> Ltd.<br>| 2400 | &nbsp;&nbsp; 37895 |
| &nbsp;&nbsp;&nbsp;&nbsp; Xebio Holdings Co. <br> Ltd.<br>| 9902 | &nbsp;&nbsp; 73199 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yahagi Construction <br> Co. Ltd.<br>| 7300 | &nbsp;&nbsp; 95929 |
| &nbsp;&nbsp;&nbsp;&nbsp; YAKUODO Holdings <br> Co. Ltd.<br>| 2000 | &nbsp;&nbsp; 30526 |
| YAMABIKO Corp. | 9400 | &nbsp;&nbsp; 136547 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yamada Holdings Co. <br> Ltd.<br>| 87400 | &nbsp;&nbsp; 266371 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yamae Group <br> Holdings Co. Ltd.<br>| 5000 | &nbsp;&nbsp; 85887 |
| Yamagata Bank Ltd. | 4900 | &nbsp;&nbsp; 49385 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yamaguchi Financial <br> Group, Inc.<br>| 54528 | &nbsp;&nbsp; 617191 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yamaichi Electronics <br> Co. Ltd.<br>| 5600 | &nbsp;&nbsp; 106676 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yamanashi Chuo <br> Bank Ltd.<br>| 8400 | &nbsp;&nbsp; 155702 |
| Yamatane Corp. | 4600 | &nbsp;&nbsp; 78407 |
| Yamaya Corp. | 1800 | &nbsp;&nbsp; 31385 |
| Yamazen Corp. | 14700 | &nbsp;&nbsp; 130296 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yashima Denki Co. <br> Ltd.<br>| 2600 | &nbsp;&nbsp; 30502 |
| Yellow Hat Ltd. | 19200 | &nbsp;&nbsp; 203245 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yokogawa Bridge <br> Holdings Corp.<br>| 9000 | &nbsp;&nbsp; 159531 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yokohama Rubber <br> Co. Ltd. <br>| 39300 | &nbsp;&nbsp; 1123662 |
| Yokorei Co. Ltd. | 8800 | &nbsp;&nbsp; 61282 |
| Yokowo Co. Ltd. | 3099 | &nbsp;&nbsp; 32151 |
| Yondenko Corp. | 9000 | &nbsp;&nbsp; 79103 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yondoshi Holdings, <br> Inc.<br>| 1600 | &nbsp;&nbsp; 18389 |
| Yorozu Corp. | 5700 | &nbsp;&nbsp; 35726 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yotai Refractories Co. <br> Ltd.<br>| 400 | &nbsp;&nbsp; $4539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuasa Trading Co. <br> Ltd.<br>| 4900 | &nbsp;&nbsp; 152238 |
|  | Yurtec Corp. | 11800 | &nbsp;&nbsp; 193165 |
|  | Zacros Corp. | 4700 | &nbsp;&nbsp; 122480 |
|  | Zenrin Co. Ltd. | 7800 | &nbsp;&nbsp; 57011 |
|  | Zeon Corp. | 28500 | &nbsp;&nbsp; 302485 |
|  | Zojirushi Corp. | 2000 | &nbsp;&nbsp; 23860 |
| TOTAL JAPAN | TOTAL JAPAN |  | &nbsp;&nbsp; 118529030 |
| KUWAIT — (0.2%) | KUWAIT — (0.2%) | KUWAIT — (0.2%) | KUWAIT — (0.2%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; A'ayan Leasing & <br> Investment Co. <br> KSCP<br>| 146389 | &nbsp;&nbsp; 86115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agility Public <br> Warehousing Co. <br> KSC<br>| 179396 | &nbsp;&nbsp; 83637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Ahli Bank of Kuwait <br> KSCP<br>| 36979 | &nbsp;&nbsp; 36309 |
|  | Al-Eid Food KSC | 16383 | &nbsp;&nbsp; 11809 |
|  | Burgan Bank SAK | 162253 | &nbsp;&nbsp; 132287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Combined Group <br> Contracting Co. <br> SAK<br>| 8633 | &nbsp;&nbsp; 20367 |
|  | Gulf Bank KSCP | 22252 | &nbsp;&nbsp; 24582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Cables & <br> Electrical Industries <br> Group Co. KSCP<br>| 6109 | &nbsp;&nbsp; 41839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait International <br> Bank KSCP<br>| 248467 | &nbsp;&nbsp; 224360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mezzan Holding Co. <br> KSCC<br>| 9575 | &nbsp;&nbsp; 38865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mobile <br> Telecommunications <br> Co. KSCP<br>| 18082 | &nbsp;&nbsp; 31391 |
| \* | Warba Bank KSCP | 571722 | &nbsp;&nbsp; 517101 |
| TOTAL KUWAIT | TOTAL KUWAIT |  | &nbsp;&nbsp; 1248662 |
| MALAYSIA — (0.4%) | MALAYSIA — (0.4%) | MALAYSIA — (0.4%) | MALAYSIA — (0.4%) |
|  | Able Global Bhd. | 27200 | &nbsp;&nbsp; 9535 |
|  | Aeon Co. M Bhd. | 42400 | &nbsp;&nbsp; 12805 |
| #\* | AFFIN Bank Bhd. | 99265 | &nbsp;&nbsp; 55274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ajinomoto Malaysia <br> Bhd.<br>| 3900 | &nbsp;&nbsp; 11740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alliance Bank <br> Malaysia Bhd.<br>| 158146 | &nbsp;&nbsp; 166195 |
|  | Allianz Malaysia Bhd. | 10200 | &nbsp;&nbsp; 41612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AME Elite Consortium <br> Bhd.<br>| 23900 | &nbsp;&nbsp; 8438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AMMB Holdings Bhd. <br> (AMM MK)<br>| 50500 | &nbsp;&nbsp; 59670 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bank Islam Malaysia <br> Bhd.<br>| 109299 | &nbsp;&nbsp; 57310 |
|  | Batu Kawan Bhd. | 15700 | &nbsp;&nbsp; 69282 |
| \* | Berjaya Corp. Bhd. | 559724 | &nbsp;&nbsp; 36683 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beshom Holdings <br> Bhd.<br>| 16303 | &nbsp;&nbsp; $2279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CB Industrial Product <br> Holding Bhd.<br>| 30900 | &nbsp;&nbsp; 7605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coastal Contracts <br> Bhd.<br>| 24400 | &nbsp;&nbsp; 7218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dayang Enterprise <br> Holdings Bhd.<br>| 131640 | &nbsp;&nbsp; 56619 |
|  | DRB-Hicom Bhd. | 90500 | &nbsp;&nbsp; 17879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Duopharma Biotech <br> Bhd.<br>| 74277 | &nbsp;&nbsp; 22962 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Eastern & Oriental <br> Bhd.<br>| 157000 | &nbsp;&nbsp; 30614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eco World <br> Development Group <br> Bhd.<br>| 128100 | &nbsp;&nbsp; 60949 |
|  | Gamuda Bhd. | 40251 | &nbsp;&nbsp; 48583 |
| # | Genting Bhd. | 276400 | &nbsp;&nbsp; 202240 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Genting Malaysia <br> Bhd.<br>| 300400 | &nbsp;&nbsp; 137418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genting Plantations <br> Bhd.<br>| 40500 | &nbsp;&nbsp; 46536 |
|  | Guan Chong Bhd. | 38266 | &nbsp;&nbsp; 10188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hap Seng Plantations <br> Holdings Bhd.<br>| 23700 | &nbsp;&nbsp; 10705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hiap Teck Venture <br> Bhd.<br>| 111300 | &nbsp;&nbsp; 7785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hibiscus Petroleum <br> Bhd.<br>| 92680 | &nbsp;&nbsp; 33824 |
|  | IGB Bhd. | 77974 | &nbsp;&nbsp; 57069 |
|  | IJM Corp. Bhd. | 323800 | &nbsp;&nbsp; 215658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IOI Properties Group <br> Bhd.<br>| 206749 | &nbsp;&nbsp; 102424 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; JAKS Resources <br> Bhd.<br>| 146300 | &nbsp;&nbsp; 3412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jaya Tiasa Holdings <br> Bhd.<br>| 64000 | &nbsp;&nbsp; 18067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kenanga Investment <br> Bank Bhd.<br>| 109500 | &nbsp;&nbsp; 23175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kerjaya Prospek <br> Group Bhd.<br>| 39895 | &nbsp;&nbsp; 18999 |
|  | Kretam Holdings Bhd. | 95800 | &nbsp;&nbsp; 15771 |
| #\* | KSL Holdings Bhd. | 31100 | &nbsp;&nbsp; 11771 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lagenda Properties <br> Bhd.<br>| 36600 | &nbsp;&nbsp; 10350 |
|  | LBS Bina Group Bhd. | 94400 | &nbsp;&nbsp; 10248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leong Hup <br> International Bhd.<br>| 162900 | &nbsp;&nbsp; 23030 |
|  | LPI Capital Bhd. | 4500 | &nbsp;&nbsp; 15293 |
| # | Magnum Bhd. | 93230 | &nbsp;&nbsp; 29474 |
|  | Mah Sing Group Bhd. | 269500 | &nbsp;&nbsp; 73305 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Malayan Flour Mills <br> Bhd.<br>| 156450 | &nbsp;&nbsp; 21234 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Malaysia Smelting <br> Corp. Bhd.<br>| 80000 | &nbsp;&nbsp; 21639 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Malaysian Pacific <br> Industries Bhd.<br>| 3900 | &nbsp;&nbsp; 18265 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Malaysian Resources <br> Corp. Bhd.<br>| 243277 | &nbsp;&nbsp; $30299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matrix Concepts <br> Holdings Bhd.<br>| 150187 | &nbsp;&nbsp; 47029 |
|  | MBSB Bhd. | 394884 | &nbsp;&nbsp; 63260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mega First Corp. <br> Bhd.<br>| 82000 | &nbsp;&nbsp; 69570 |
|  | Mi Technovation Bhd. | 28300 | &nbsp;&nbsp; 13348 |
| # | MKH Bhd. | 42400 | &nbsp;&nbsp; 10498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MKH Oil Palm East <br> Kalimantan Bhd.<br>| 6057 | &nbsp;&nbsp; 893 |
|  | MNRB Holdings Bhd. | 102843 | &nbsp;&nbsp; 44474 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Muhibbah Engineering <br> M Bhd.<br>| 82700 | &nbsp;&nbsp; 11120 |
| †† | Nylex Malaysia Bhd. | 1285 | &nbsp;&nbsp; 14 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pantech Group <br> Holdings Bhd.<br>| 54900 | &nbsp;&nbsp; 8719 |
| # | Perak Transit Bhd. | 88200 | &nbsp;&nbsp; 14257 |
| \* | Sapura Energy Bhd. | 1048700 | &nbsp;&nbsp; 9797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sarawak Oil Palms <br> Bhd.<br>| 68077 | &nbsp;&nbsp; 53342 |
|  | Scientex Bhd. | 103400 | &nbsp;&nbsp; 78906 |
|  | Sime Darby Bhd. | 258400 | &nbsp;&nbsp; 98504 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sime Darby Property <br> Bhd.<br>| 422900 | &nbsp;&nbsp; 146563 |
|  | SKP Resources Bhd. | 173700 | &nbsp;&nbsp; 38302 |
|  | SP Setia Bhd. Group | 277400 | &nbsp;&nbsp; 72512 |
| # | Sports Toto Bhd. | 35496 | &nbsp;&nbsp; 11385 |
|  | Sunway Bhd. | 43500 | &nbsp;&nbsp; 48072 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Syarikat Takaful <br> Malaysia Keluarga <br> Bhd.<br>| 43444 | &nbsp;&nbsp; 32515 |
| # | Ta Ann Holdings Bhd. | 39440 | &nbsp;&nbsp; 35533 |
| \* | Tropicana Corp. Bhd. | 116928 | &nbsp;&nbsp; 32555 |
|  | TSH Resources Bhd. | 130600 | &nbsp;&nbsp; 35688 |
|  | UEM Sunrise Bhd. | 335500 | &nbsp;&nbsp; 58483 |
|  | Unisem M Bhd. | 32200 | &nbsp;&nbsp; 17481 |
|  | United Malacca Bhd. | 15200 | &nbsp;&nbsp; 19039 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; UOA Development <br> Bhd.<br>| 200000 | &nbsp;&nbsp; 82432 |
|  | Velesto Energy Bhd. | 447600 | &nbsp;&nbsp; 18858 |
|  | VS Industry Bhd. | 375479 | &nbsp;&nbsp; 70320 |
| \* | WCT Holdings Bhd. | 205400 | &nbsp;&nbsp; 37611 |
|  | Yinson Holdings Bhd. | 103978 | &nbsp;&nbsp; 56933 |
|  | YTL Corp. Bhd. | 68800 | &nbsp;&nbsp; 39827 |
| TOTAL MALAYSIA | TOTAL MALAYSIA |  | &nbsp;&nbsp; 3329271 |
| MEXICO — (0.5%) | MEXICO — (0.5%) | MEXICO — (0.5%) | MEXICO — (0.5%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alfa SAB de CV, <br> Class A<br>| 400171 | &nbsp;&nbsp; 291882 |
| # | Alpek SAB de CV | 39241 | &nbsp;&nbsp; 18783 |
| Ω | Banco del Bajio SA | 79104 | &nbsp;&nbsp; 177790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cemex SAB de CV <br> (CEMEXCPO MM)<br>| 33134 | &nbsp;&nbsp; 28910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cemex SAB de CV <br> (CX US), <br> Sponsored ADR<br>| 161967 | &nbsp;&nbsp; 1409113 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Controladora Alpek <br> SAB de CV<br>| 400171 | &nbsp;&nbsp; $57273 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Controladora AXTEL <br> SAB de CV<br>| 346918 | &nbsp;&nbsp; 13314 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Controladora Vuela <br> Cia de Aviacion <br> SAB de CV <br> (VOLARA MM), <br> Class A<br>| 18600 | &nbsp;&nbsp; 10875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; El Puerto de Liverpool <br> SAB de CV, <br> Class C1<br>| 13092 | &nbsp;&nbsp; 63902 |
|  | GCC SAB de CV | 12102 | &nbsp;&nbsp; 113149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genomma Lab <br> Internacional SAB <br> de CV, Class B<br>| 78280 | &nbsp;&nbsp; 90376 |
|  | Gentera SAB de CV | 133929 | &nbsp;&nbsp; 303710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Industrial <br> Saltillo SAB de CV<br>| 37531 | &nbsp;&nbsp; 29643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Televisa SAB <br> (TLEVICPO MM)<br>| 209858 | &nbsp;&nbsp; 115692 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Traxion SAB de <br> CV<br>| 28600 | &nbsp;&nbsp; 25060 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Industrias CH SAB de <br> CV<br>| 34322 | &nbsp;&nbsp; 309289 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Industrias Penoles <br> SAB de CV<br>| 1904 | &nbsp;&nbsp; 50005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; La Comer SAB de <br> CV<br>| 67095 | &nbsp;&nbsp; 144148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Megacable Holdings <br> SAB de CV<br>| 63266 | &nbsp;&nbsp; 174522 |
| \*Ω | Nemak SAB de CV | 144062 | &nbsp;&nbsp; 25811 |
| \* | Ollamani SAB | 7281 | &nbsp;&nbsp; 18147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Operadora De Sites <br> Mexicanos SAB de <br> CV, Class A-1<br>| 47307 | &nbsp;&nbsp; 40900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orbia Advance Corp. <br> SAB de CV<br>| 51626 | &nbsp;&nbsp; 35111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Organizacion Cultiba <br> SAB de CV<br>| 58298 | &nbsp;&nbsp; 33189 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Organizacion Soriana <br> SAB de CV, <br> Class B<br>| 12168 | &nbsp;&nbsp; 16764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Promotora y <br> Operadora de <br> Infraestructura SAB <br> de CV (PINFRA <br> MM)<br>| 18174 | &nbsp;&nbsp; 214822 |
|  | Regional SAB de CV | 22096 | &nbsp;&nbsp; 170841 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vista Energy SAB de <br> CV (VIST US), <br> ADR<br>| 5814 | &nbsp;&nbsp; 259886 |
| \* | Vitro SAB de CV | 19893 | &nbsp;&nbsp; 5747 |
| TOTAL MEXICO | TOTAL MEXICO |  | &nbsp;&nbsp; 4248654 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (2.4%) | NETHERLANDS — (2.4%) | NETHERLANDS — (2.4%) | NETHERLANDS — (2.4%) |
|  | Aalberts NV | 15005 | &nbsp;&nbsp; $479594 |
| Ω | ABN AMRO Bank NV | 115473 | &nbsp;&nbsp; 3338144 |
|  | Acomo NV | 5335 | &nbsp;&nbsp; 135338 |
|  | Aegon Ltd. (AGN NA) | 17511 | &nbsp;&nbsp; 125143 |
| \* | AFC Ajax NV | 763 | &nbsp;&nbsp; 8431 |
|  | Allfunds Group PLC | 46506 | &nbsp;&nbsp; 322017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AMG Critical Materials <br> NV<br>| 3391 | &nbsp;&nbsp; 95480 |
|  | Aperam SA | 10961 | &nbsp;&nbsp; 322407 |
|  | ASR Nederland NV | 37548 | &nbsp;&nbsp; 2494085 |
| Ω | B&S Group SARL | 5237 | &nbsp;&nbsp; 35125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brunel International <br> NV<br>| 3954 | &nbsp;&nbsp; 41079 |
|  | Corbion NV | 7342 | &nbsp;&nbsp; 139335 |
|  | Flow Traders Ltd. | 5735 | &nbsp;&nbsp; 171774 |
|  | ForFarmers NV | 14165 | &nbsp;&nbsp; 60893 |
|  | Fugro NV | 26871 | &nbsp;&nbsp; 385193 |
|  | HAL Trust | 6760 | &nbsp;&nbsp; 959229 |
|  | Havas NV | 175700 | &nbsp;&nbsp; 282231 |
|  | JDE Peet's NV | 23344 | &nbsp;&nbsp; 692268 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Just Eat <br> Takeaway.com NV <br> (JET LN)<br>| 9105 | &nbsp;&nbsp; 208228 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Just Eat <br> Takeaway.com NV <br> (TKWY NA)<br>| 15651 | &nbsp;&nbsp; 357506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke BAM <br> Groep NV<br>| 82068 | &nbsp;&nbsp; 716473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Heijmans <br> NV<br>| 8210 | &nbsp;&nbsp; 523279 |
|  | Koninklijke Vopak NV | 15272 | &nbsp;&nbsp; 729558 |
|  | NN Group NV | 53635 | &nbsp;&nbsp; 3611545 |
|  | Randstad NV | 10988 | &nbsp;&nbsp; 522253 |
|  | SBM Offshore NV | 36233 | &nbsp;&nbsp; 944929 |
| Ω | Signify NV | 22356 | &nbsp;&nbsp; 534813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sligro Food Group <br> NV<br>| 2681 | &nbsp;&nbsp; 33888 |
|  | TKH Group NV | 4294 | &nbsp;&nbsp; 176626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Van Lanschot Kempen <br> NV<br>| 10130 | &nbsp;&nbsp; 659821 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | &nbsp;&nbsp; 19106685 |
| NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) |
|  | Air New Zealand Ltd. | 465056 | &nbsp;&nbsp; 158785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Channel Infrastructure <br> NZ Ltd.<br>| 11138 | &nbsp;&nbsp; 13838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chorus Ltd. (CNU <br> NZ)<br>| 17563 | &nbsp;&nbsp; 90120 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fletcher Building Ltd. <br> (FBU NZ)<br>| 125787 | &nbsp;&nbsp; 224393 |
|  | Genesis Energy Ltd. | 102364 | &nbsp;&nbsp; 143491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heartland Group <br> Holdings Ltd.<br>| 63304 | &nbsp;&nbsp; 30157 |
| # | NZME Ltd. (NZM AU) | 28793 | &nbsp;&nbsp; 19577 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oceania Healthcare <br> Ltd.<br>| 154673 | &nbsp;&nbsp; 62706 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ryman Healthcare <br> Ltd.<br>| 59956 | &nbsp;&nbsp; $88130 |
|  | Sanford Ltd. | 17604 | &nbsp;&nbsp; 59201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SKY Network <br> Television Ltd.<br>| 32394 | &nbsp;&nbsp; 58973 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SKYCITY <br> Entertainment <br> Group Ltd.<br>| 90382 | &nbsp;&nbsp; 54286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Steel & Tube Holdings <br> Ltd.<br>| 30627 | &nbsp;&nbsp; 13216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Summerset Group <br> Holdings Ltd.<br>| 33711 | &nbsp;&nbsp; 226984 |
|  | TOWER Ltd. | 19158 | &nbsp;&nbsp; 19616 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | &nbsp;&nbsp; 1263473 |
| NORWAY — (0.5%) | NORWAY — (0.5%) | NORWAY — (0.5%) | NORWAY — (0.5%) |
|  | 2020 Bulkers Ltd. | 2841 | &nbsp;&nbsp; 35086 |
| \* | Akastor ASA | 37863 | &nbsp;&nbsp; 44493 |
|  | Archer Ltd. | 6078 | &nbsp;&nbsp; 13872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Austevoll Seafood <br> ASA<br>| 6807 | &nbsp;&nbsp; 62639 |
|  | Bluenord ASA | 579 | &nbsp;&nbsp; 27644 |
|  | Bonheur ASA | 3074 | &nbsp;&nbsp; 71090 |
| \* | BW Energy Ltd. | 12313 | &nbsp;&nbsp; 42247 |
| Ω | BW LPG Ltd. | 25951 | &nbsp;&nbsp; 344985 |
|  | BW Offshore Ltd. | 27830 | &nbsp;&nbsp; 93720 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cadeler AS (CADLR <br> NO)<br>| 611 | &nbsp;&nbsp; 3216 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cloudberry Clean <br> Energy ASA<br>| 50244 | &nbsp;&nbsp; 66609 |
|  | DNO ASA | 122377 | &nbsp;&nbsp; 167118 |
|  | DOF Group ASA | 1324 | &nbsp;&nbsp; 12123 |
| Ω | Elkem ASA | 50635 | &nbsp;&nbsp; 117649 |
| \* | Endur ASA | 3678 | &nbsp;&nbsp; 32061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FLEX LNG Ltd. <br> (FLNG NO)<br>| 4605 | &nbsp;&nbsp; 114525 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; FLEX LNG Ltd. <br> (FLNG US)<br>| 1128 | &nbsp;&nbsp; 28279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Golden Ocean Group <br> Ltd.<br>| 10966 | &nbsp;&nbsp; 90492 |
| #\* | Grieg Seafood ASA | 9174 | &nbsp;&nbsp; 61056 |
|  | Hafnia Ltd. | 60809 | &nbsp;&nbsp; 334181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hoegh Autoliners <br> ASA<br>| 19525 | &nbsp;&nbsp; 196209 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Klaveness <br> Combination <br> Carriers ASA<br>| 5622 | &nbsp;&nbsp; 38069 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Kongsberg Automotive <br> ASA<br>| 156129 | &nbsp;&nbsp; 22419 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LINK Mobility Group <br> Holding ASA<br>| 58508 | &nbsp;&nbsp; 186671 |
|  | Morrow Bank ASA | 17065 | &nbsp;&nbsp; 20070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MPC Container Ships <br> ASA<br>| 67168 | &nbsp;&nbsp; 123508 |
|  | Odfjell Drilling Ltd. | 30393 | &nbsp;&nbsp; 215957 |
|  | Odfjell SE, Class A | 6984 | &nbsp;&nbsp; 85668 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Odfjell Technology <br> Ltd.<br>| 4141 | &nbsp;&nbsp; $19937 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Okeanis Eco Tankers <br> Corp.<br>| 1057 | &nbsp;&nbsp; 25356 |
|  | Panoro Energy ASA | 18567 | &nbsp;&nbsp; 43287 |
|  | Pareto Bank ASA | 11899 | &nbsp;&nbsp; 107108 |
|  | Pexip Holding ASA | 15497 | &nbsp;&nbsp; 96163 |
|  | Rogaland Sparebank | 3712 | &nbsp;&nbsp; 51088 |
| \*Ω | Scatec ASA | 15949 | &nbsp;&nbsp; 158242 |
|  | Sea1 offshore, Inc. | 8429 | &nbsp;&nbsp; 22070 |
|  | Selvaag Bolig ASA | 10789 | &nbsp;&nbsp; 38507 |
| \*Ω | Shelf Drilling Ltd. | 18087 | &nbsp;&nbsp; 15791 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Solstad Maritime <br> Holding AS<br>| 24572 | &nbsp;&nbsp; 59418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sparebank 1 <br> Oestlandet<br>| 4128 | &nbsp;&nbsp; 76926 |
|  | Sparebanken More | 9555 | &nbsp;&nbsp; 97869 |
|  | Stolt-Nielsen Ltd. | 5274 | &nbsp;&nbsp; 154329 |
|  | TGS ASA | 24260 | &nbsp;&nbsp; 178231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wilh Wilhelmsen <br> Holding ASA, <br> Class A<br>| 2782 | &nbsp;&nbsp; 128379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wilh Wilhelmsen <br> Holding ASA, <br> Class B<br>| 1108 | &nbsp;&nbsp; 47479 |
| TOTAL NORWAY | TOTAL NORWAY |  | &nbsp;&nbsp; 3971836 |
| PHILIPPINES — (0.1%) | PHILIPPINES — (0.1%) | PHILIPPINES — (0.1%) | PHILIPPINES — (0.1%) |
| \* | 8990 Holdings, Inc. | 158000 | &nbsp;&nbsp; 27581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alliance Global Group, <br> Inc.<br>| 143900 | &nbsp;&nbsp; 19006 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atlas Consolidated <br> Mining & <br> Development Corp.<br>| 95100 | &nbsp;&nbsp; 6094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bloomberry Resorts <br> Corp.<br>| 579000 | &nbsp;&nbsp; 40233 |
|  | China Banking Corp. | 111750 | &nbsp;&nbsp; 125533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Converge Information <br> & Communications <br> Technology <br> Solutions, Inc.<br>| 98600 | &nbsp;&nbsp; 30172 |
|  | DMCI Holdings, Inc. | 178300 | &nbsp;&nbsp; 31327 |
|  | DoubleDragon Corp. | 56800 | &nbsp;&nbsp; 9439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Philippine <br> Holdings Corp.<br>| 35390 | &nbsp;&nbsp; 47741 |
|  | Globe Telecom, Inc. | 1075 | &nbsp;&nbsp; 30735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GT Capital Holdings, <br> Inc.<br>| 7355 | &nbsp;&nbsp; 75485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JG Summit Holdings, <br> Inc.<br>| 50200 | &nbsp;&nbsp; 18039 |
|  | LT Group, Inc. | 216500 | &nbsp;&nbsp; 48476 |
|  | Megaworld Corp. | 1007000 | &nbsp;&nbsp; 34294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Bank & <br> Trust Co.<br>| 25710 | &nbsp;&nbsp; 32648 |
|  | Petron Corp. | 425100 | &nbsp;&nbsp; 17874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Philcomsat Holdings <br> Corp.<br>| 10942 | &nbsp;&nbsp; 20065 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Philippine National <br> Bank<br>| 15800 | &nbsp;&nbsp; $17071 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Phoenix Petroleum <br> Philippines, Inc.<br>| 68700 | &nbsp;&nbsp; 919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Puregold Price Club, <br> Inc.<br>| 114200 | &nbsp;&nbsp; 78279 |
|  | RFM Corp. | 131000 | &nbsp;&nbsp; 9304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rizal Commercial <br> Banking Corp.<br>| 59520 | &nbsp;&nbsp; 25471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Robinsons Land <br> Corp.<br>| 155731 | &nbsp;&nbsp; 38663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Robinsons Retail <br> Holdings, Inc.<br>| 16900 | &nbsp;&nbsp; 11013 |
|  | San Miguel Corp. | 22540 | &nbsp;&nbsp; 27771 |
|  | Security Bank Corp. | 19090 | &nbsp;&nbsp; 24838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Semirara Mining & <br> Power Corp.<br>| 49100 | &nbsp;&nbsp; 27764 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Top Frontier <br> Investment <br> Holdings, Inc.<br>| 3550 | &nbsp;&nbsp; 3348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Robina <br> Corp.<br>| 47920 | &nbsp;&nbsp; 72579 |
|  | Wilcon Depot, Inc. | 91500 | &nbsp;&nbsp; 15689 |
| TOTAL PHILIPPINES | TOTAL PHILIPPINES |  | &nbsp;&nbsp; 967451 |
| POLAND — (0.4%) | POLAND — (0.4%) | POLAND — (0.4%) | POLAND — (0.4%) |
|  | AB SA | 2231 | &nbsp;&nbsp; 55985 |
|  | Alior Bank SA | 16093 | &nbsp;&nbsp; 433591 |
|  | Amica SA | 1011 | &nbsp;&nbsp; 15531 |
|  | Arctic Paper SA | 3286 | &nbsp;&nbsp; 9999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASBISc Enterprises <br> PLC<br>| 6848 | &nbsp;&nbsp; 49671 |
|  | Asseco Poland SA | 767 | &nbsp;&nbsp; 41380 |
|  | Auto Partner SA | 3957 | &nbsp;&nbsp; 21103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Handlowy w <br> Warszawie SA<br>| 4848 | &nbsp;&nbsp; 141363 |
| \* | Bank Millennium SA | 30021 | &nbsp;&nbsp; 116758 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Ochrony <br> Srodowiska SA<br>| 9806 | &nbsp;&nbsp; 26881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BNPP Bank Polska <br> SA<br>| 380 | &nbsp;&nbsp; 10475 |
| \* | Cognor Holding SA | 27036 | &nbsp;&nbsp; 50395 |
| \* | Cyfrowy Polsat SA | 25886 | &nbsp;&nbsp; 103916 |
|  | Develia SA | 100947 | &nbsp;&nbsp; 224956 |
| \* | Echo Investment SA | 21847 | &nbsp;&nbsp; 31009 |
| \* | Enea SA | 47976 | &nbsp;&nbsp; 242371 |
|  | Eurocash SA | 4494 | &nbsp;&nbsp; 9689 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fabryki Mebli Forte <br> SA<br>| 2722 | &nbsp;&nbsp; 20522 |
| \* | Grupa Azoty SA | 6016 | &nbsp;&nbsp; 29900 |
|  | Inter Cars SA | 983 | &nbsp;&nbsp; 149960 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lubelski Wegiel <br> Bogdanka SA<br>| 3428 | &nbsp;&nbsp; 22158 |
|  | Mirbud SA | 6182 | &nbsp;&nbsp; 24575 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PGE Polska Grupa <br> Energetyczna SA<br>| 120794 | &nbsp;&nbsp; 388927 |
| \* | PKP Cargo SA | 7789 | &nbsp;&nbsp; 32104 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tauron Polska Energia <br> SA<br>| 191826 | &nbsp;&nbsp; $425524 |
|  | Torpol SA | 2282 | &nbsp;&nbsp; 23823 |
|  | VRG SA | 30608 | &nbsp;&nbsp; 33463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Warsaw Stock <br> Exchange<br>| 2325 | &nbsp;&nbsp; 32862 |
|  | Wawel SA | 24 | &nbsp;&nbsp; 4158 |
| TOTAL POLAND | TOTAL POLAND |  | &nbsp;&nbsp; 2773049 |
| PORTUGAL — (0.5%) | PORTUGAL — (0.5%) | PORTUGAL — (0.5%) | PORTUGAL — (0.5%) |
| # | Altri SGPS SA | 21181 | &nbsp;&nbsp; 115273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Comercial <br> Portugues SA, <br> Class R<br>| 2391538 | &nbsp;&nbsp; 1963799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corticeira Amorim <br> SGPS SA<br>| 8409 | &nbsp;&nbsp; 74741 |
|  | EDP Renovaveis SA | 33174 | &nbsp;&nbsp; 389486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galp Energia SGPS <br> SA<br>| 16728 | &nbsp;&nbsp; 319425 |
|  | Ibersol SGPS SA | 4207 | &nbsp;&nbsp; 44937 |
| # | Navigator Co. SA | 54753 | &nbsp;&nbsp; 193380 |
|  | NOS SGPS SA | 45734 | &nbsp;&nbsp; 188521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Semapa-Sociedade <br> de Investimento e <br> Gestao<br>| 3214 | &nbsp;&nbsp; 62913 |
|  | Sonae SGPS SA | 254402 | &nbsp;&nbsp; 367080 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | &nbsp;&nbsp; 3719555 |
| QATAR — (0.2%) | QATAR — (0.2%) | QATAR — (0.2%) | QATAR — (0.2%) |
|  | Aamal Co. | 303573 | &nbsp;&nbsp; 68586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Khaleej Takaful <br> Group QSC<br>| 19241 | &nbsp;&nbsp; 12786 |
| \* | Baladna | 122538 | &nbsp;&nbsp; 45061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barwa Real Estate <br> Co.<br>| 448891 | &nbsp;&nbsp; 345870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Bank <br> PSQC <br>| 139112 | &nbsp;&nbsp; 186837 |
|  | Doha Bank QPSC | 508944 | &nbsp;&nbsp; 341987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Doha Insurance Co. <br> QSC<br>| 77894 | &nbsp;&nbsp; 56765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulf International <br> Services QSC<br>| 37959 | &nbsp;&nbsp; 34458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Warehousing <br> Co.<br>| 88650 | &nbsp;&nbsp; 67294 |
|  | Lesha Bank LLC | 44914 | &nbsp;&nbsp; 22924 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mazaya Real Estate <br> Development <br> QPSC<br>| 132516 | &nbsp;&nbsp; 22392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Industrial <br> Manufacturing Co. <br> QSC<br>| 45582 | &nbsp;&nbsp; 32185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Insurance Co. <br> SAQ<br>| 256388 | &nbsp;&nbsp; 147617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar National <br> Cement Co. QSC<br>| 53035 | &nbsp;&nbsp; 50284 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| QATAR — (Continued) | QATAR — (Continued) | QATAR — (Continued) | QATAR — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Salam International <br> Investment Ltd. <br> QSC<br>| 308205 | &nbsp;&nbsp; $61161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Development <br> Co. QSC<br>| 532664 | &nbsp;&nbsp; 150956 |
| TOTAL QATAR | TOTAL QATAR |  | &nbsp;&nbsp; 1647163 |
| RUSSIA — (0.0%) | RUSSIA — (0.0%) | RUSSIA — (0.0%) | RUSSIA — (0.0%) |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Lenta International <br> Co. PJSC, GDR<br>| 3874 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Magnitogorsk Iron & <br> Steel Works PJSC <br> (MMK LI), <br> Sponsored GDR<br>| 22423 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; RusHydro PJSC <br> (RSHYY US), ADR<br>| 154685 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; VTB Bank PJSC <br> (VTBR LI), GDR<br>| 176858 | &nbsp;&nbsp; 0 |
| SAUDI ARABIA — (0.7%) | SAUDI ARABIA — (0.7%) | SAUDI ARABIA — (0.7%) | SAUDI ARABIA — (0.7%) |
|  | Ades Holding Co. | 9718 | &nbsp;&nbsp; 32598 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Advanced <br> Petrochemical Co.<br>| 15624 | &nbsp;&nbsp; 129077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Babtain Power & <br> Telecommunication <br> Co.<br>| 9321 | &nbsp;&nbsp; 139302 |
|  | Al Hammadi Holding | 7000 | &nbsp;&nbsp; 67610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Hassan Ghazi <br> Ibrahim Shaker Co.<br>| 6222 | &nbsp;&nbsp; 44455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Jouf Agricultural <br> Development Co.<br>| 1477 | &nbsp;&nbsp; 16760 |
| \* | Al Jouf Cement Co. | 19081 | &nbsp;&nbsp; 35041 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Al Khaleej Training & <br> Education Co.<br>| 6855 | &nbsp;&nbsp; 44695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Yamamah Steel <br> Industries Co.<br>| 2314 | &nbsp;&nbsp; 21238 |
|  | Alaseel Co. | 16438 | &nbsp;&nbsp; 16705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al-Etihad Cooperative <br> Insurance Co.<br>| 6087 | &nbsp;&nbsp; 20416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AlJazira Takaful <br> Ta'awuni Co.<br>| 10659 | &nbsp;&nbsp; 36197 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Allianz Saudi Fransi <br> Cooperative <br> Insurance Co.<br>| 5158 | &nbsp;&nbsp; 19489 |
|  | Alujain Corp. | 3985 | &nbsp;&nbsp; 38899 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anaam International <br> Holding Group Co.<br>| 2278 | &nbsp;&nbsp; 9101 |
|  | Arab National Bank | 71464 | &nbsp;&nbsp; 413408 |
|  | Arabian Cement Co. | 8754 | &nbsp;&nbsp; 48091 |
|  | Arabian Drilling Co. | 357 | &nbsp;&nbsp; 7126 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arabian Shield <br> Cooperative <br> Insurance Co.<br>| 4080 | &nbsp;&nbsp; 16060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arriyadh Development <br> Co.<br>| 13704 | &nbsp;&nbsp; 116806 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ARTEX Industrial <br> Investment Co.<br>| 8897 | &nbsp;&nbsp; $30489 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BAAN Holding Group <br> Co.<br>| 40855 | &nbsp;&nbsp; 27086 |
|  | Baazeem Trading Co. | 12747 | &nbsp;&nbsp; 19370 |
| \* | Bank Al-Jazira | 116971 | &nbsp;&nbsp; 390713 |
|  | Banque Saudi Fransi | 13823 | &nbsp;&nbsp; 63153 |
|  | Bawan Co. | 2144 | &nbsp;&nbsp; 29880 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chubb Arabia <br> Cooperative <br> Insurance Co.<br>| 1651 | &nbsp;&nbsp; 14537 |
|  | City Cement Co. | 4659 | &nbsp;&nbsp; 20760 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dar Al Arkan Real <br> Estate Development <br> Co.<br>| 143471 | &nbsp;&nbsp; 729814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastern Province <br> Cement Co.<br>| 6417 | &nbsp;&nbsp; 47179 |
| \* | Emaar Economic City | 9983 | &nbsp;&nbsp; 33376 |
|  | Etihad Etisalat Co. | 2405 | &nbsp;&nbsp; 39213 |
| \* | Fitaihi Holding Group | 15542 | &nbsp;&nbsp; 13577 |
|  | Gulf Insurance Group | 4790 | &nbsp;&nbsp; 31476 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Herfy Food Services <br> Co.<br>| 3347 | &nbsp;&nbsp; 22368 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; L'Azurde Co. for <br> Jewelry<br>| 8557 | &nbsp;&nbsp; 29053 |
| \* | Liva Insurance Co. | 3105 | &nbsp;&nbsp; 10653 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Malath Cooperative <br> Insurance Co.<br>| 2553 | &nbsp;&nbsp; 8737 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mediterranean & Gulf <br> Cooperative <br> Insurance & <br> Reinsurance Co.<br>| 10737 | &nbsp;&nbsp; 48374 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Methanol Chemicals <br> Co.<br>| 3881 | &nbsp;&nbsp; 12962 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Middle East <br> Healthcare Co.<br>| 1322 | &nbsp;&nbsp; 19817 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Middle East Paper <br> Co.<br>| 3374 | &nbsp;&nbsp; 25024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Middle East <br> Specialized Cables <br> Co.<br>| 6218 | &nbsp;&nbsp; 55255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mobile <br> Telecommunications <br> Co. Saudi Arabia<br>| 61075 | &nbsp;&nbsp; 169192 |
| \* | Najran Cement Co. | 13728 | &nbsp;&nbsp; 29730 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Agriculture <br> Development Co. <br>| 15118 | &nbsp;&nbsp; 82766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Co. for Glass <br> Industries <br>| 3337 | &nbsp;&nbsp; 36001 |
| \* | National Gypsum | 2077 | &nbsp;&nbsp; 11787 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National <br> Industrialization Co.<br>| 4675 | &nbsp;&nbsp; 11977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northern Region <br> Cement Co.<br>| 21521 | &nbsp;&nbsp; 46361 |
|  | Qassim Cement Co. | 5254 | &nbsp;&nbsp; 64506 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rabigh Refining & <br> Petrochemical Co.<br>| 28151 | &nbsp;&nbsp; 53302 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  | Riyadh Cement Co. | 5140 | &nbsp;&nbsp; $43473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sahara International <br> Petrochemical Co.<br>| 30647 | &nbsp;&nbsp; 146068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Automotive <br> Services Co.<br>| 2062 | &nbsp;&nbsp; 28268 |
|  | Saudi Cement Co. | 7552 | &nbsp;&nbsp; 76995 |
| \* | Saudi Ceramic Co. | 7838 | &nbsp;&nbsp; 63737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Chemical Co. <br> Holding<br>| 136990 | &nbsp;&nbsp; 277513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Industrial <br> Investment Group<br>| 7215 | &nbsp;&nbsp; 34525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Investment <br> Bank <br>| 59760 | &nbsp;&nbsp; 228985 |
| \* | Saudi Marketing Co. | 7095 | &nbsp;&nbsp; 31701 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Pharmaceutical <br> Industries & Medical <br> Appliances Corp.<br>| 8469 | &nbsp;&nbsp; 54346 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Printing & <br> Packaging Co.<br>| 7870 | &nbsp;&nbsp; 24203 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Public Transport <br> Co.<br>| 12940 | &nbsp;&nbsp; 46051 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Reinsurance <br> Co.<br>| 14082 | &nbsp;&nbsp; 170431 |
|  | Saudi Steel Pipe Co. | 2289 | &nbsp;&nbsp; 31226 |
| \* | Savola Group  | 14657 | &nbsp;&nbsp; 96649 |
| \* | Seera Group Holding | 40211 | &nbsp;&nbsp; 276695 |
| \* | Sinad Holding Co. | 11569 | &nbsp;&nbsp; 33192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Province <br> Cement Co.<br>| 5204 | &nbsp;&nbsp; 36452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sustained <br> Infrastructure <br> Holding Co.<br>| 10203 | &nbsp;&nbsp; 90381 |
|  | Tabuk Cement Co. | 16107 | &nbsp;&nbsp; 44771 |
|  | Tanmiah Food Co. | 688 | &nbsp;&nbsp; 16428 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Umm Al-Qura Cement <br> Co.<br>| 8146 | &nbsp;&nbsp; 33874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United International <br> Transportation Co.<br>| 7431 | &nbsp;&nbsp; 138497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Wire Factories <br> Co.<br>| 1607 | &nbsp;&nbsp; 9684 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Walaa Cooperative <br> Insurance Co.<br>| 11896 | &nbsp;&nbsp; 44239 |
|  | Yamama Cement Co. | 23998 | &nbsp;&nbsp; 210145 |
|  | Yanbu Cement Co. | 16565 | &nbsp;&nbsp; 75154 |
| TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA |  | &nbsp;&nbsp; 5865245 |
| SINGAPORE — (0.7%) | SINGAPORE — (0.7%) | SINGAPORE — (0.7%) | SINGAPORE — (0.7%) |
| \* | AEM Holdings Ltd. | 49600 | &nbsp;&nbsp; 61109 |
|  | BRC Asia Ltd. | 17700 | &nbsp;&nbsp; 48815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bukit Sembawang <br> Estates Ltd.<br>| 32900 | &nbsp;&nbsp; 108334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Aviation Oil <br> Singapore Corp. <br> Ltd.<br>| 94800 | &nbsp;&nbsp; 81655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; City Developments <br> Ltd.<br>| 76500 | &nbsp;&nbsp; 362164 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; COSCO Shipping <br> International <br> Singapore Co. Ltd.<br>| 195200 | &nbsp;&nbsp; $18595 |
|  | CSE Global Ltd. | 151327 | &nbsp;&nbsp; 75525 |
|  | Delfi Ltd. | 26800 | &nbsp;&nbsp; 17288 |
| \*†† | Ezion Holdings Ltd. | 1083800 | &nbsp;&nbsp; 0 |
| #\*†† | Ezra Holdings Ltd. | 468200 | &nbsp;&nbsp; 0 |
|  | Far East Orchard Ltd. | 64355 | &nbsp;&nbsp; 57014 |
|  | First Resources Ltd. | 123200 | &nbsp;&nbsp; 143739 |
|  | Frasers Property Ltd. | 71200 | &nbsp;&nbsp; 51438 |
|  | Frencken Group Ltd. | 48000 | &nbsp;&nbsp; 60904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genting Singapore <br> Ltd.<br>| 331800 | &nbsp;&nbsp; 187163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Geo Energy <br> Resources Ltd.<br>| 59900 | &nbsp;&nbsp; 15616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Golden <br> Agri-Resources <br> Ltd.<br>| 1767100 | &nbsp;&nbsp; 345917 |
|  | GuocoLand Ltd. | 68600 | &nbsp;&nbsp; 89161 |
|  | Ho Bee Land Ltd. | 50700 | &nbsp;&nbsp; 79181 |
|  | Hong Fok Corp. Ltd. | 106790 | &nbsp;&nbsp; 66459 |
|  | Hong Leong Asia Ltd. | 61800 | &nbsp;&nbsp; 77880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hongkong Land <br> Holdings Ltd.<br>| 34000 | &nbsp;&nbsp; 205385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hotel Grand Central <br> Ltd.<br>| 35281 | &nbsp;&nbsp; 19804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hutchison Port <br> Holdings Trust<br>| 1140600 | &nbsp;&nbsp; 227366 |
| \*†† | Hyflux Ltd. | 124600 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indofood Agri <br> Resources Ltd.<br>| 57000 | &nbsp;&nbsp; 14938 |
|  | ISDN Holdings Ltd. | 969 | &nbsp;&nbsp; 276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mandarin Oriental <br> International Ltd.<br>| 67600 | &nbsp;&nbsp; 133588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marco Polo Marine <br> Ltd.<br>| 1031800 | &nbsp;&nbsp; 46081 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mermaid Maritime <br> PCL<br>| 51800 | &nbsp;&nbsp; 4859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mewah International, <br> Inc.<br>| 86100 | &nbsp;&nbsp; 17615 |
| \*†† | Midas Holdings Ltd. | 343400 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanofilm Technologies <br> International Ltd.<br>| 51300 | &nbsp;&nbsp; 28858 |
|  | Netlink NBN Trust | 312900 | &nbsp;&nbsp; 215564 |
|  | Olam Group Ltd. | 163420 | &nbsp;&nbsp; 130683 |
|  | OUE Ltd. | 54100 | &nbsp;&nbsp; 46593 |
| \* | Oxley Holdings Ltd. | 261197 | &nbsp;&nbsp; 22663 |
|  | QAF Ltd. | 53800 | &nbsp;&nbsp; 36626 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rex International <br> Holding Ltd.<br>| 130100 | &nbsp;&nbsp; 19636 |
|  | Seatrium Ltd. | 309400 | &nbsp;&nbsp; 537725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SIA Engineering Co. <br> Ltd.<br>| 7300 | &nbsp;&nbsp; 17250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singapore Land <br> Group Ltd.<br>| 50200 | &nbsp;&nbsp; 102981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Straits Trading Co. <br> Ltd.<br>| 22746 | &nbsp;&nbsp; 28187 |
| \*†† | Swiber Holdings Ltd. | 92600 | &nbsp;&nbsp; 0 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | Tai Sin Electric Ltd. | 34116 | &nbsp;&nbsp; $14562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tiong Woon Corp. <br> Holding Ltd.<br>| 30600 | &nbsp;&nbsp; 18453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tuan Sing Holdings <br> Ltd.<br>| 224995 | &nbsp;&nbsp; 49111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UOB-Kay Hian <br> Holdings Ltd.<br>| 112608 | &nbsp;&nbsp; 203274 |
|  | UOL Group Ltd. | 99200 | &nbsp;&nbsp; 524390 |
|  | Venture Corp. Ltd. | 41700 | &nbsp;&nbsp; 413632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wee Hur Holdings <br> Ltd.<br>| 122400 | &nbsp;&nbsp; 60280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wing Tai Holdings <br> Ltd.<br>| 85200 | &nbsp;&nbsp; 89210 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp; 5177547 |
| SOUTH AFRICA — (1.1%) | SOUTH AFRICA — (1.1%) | SOUTH AFRICA — (1.1%) | SOUTH AFRICA — (1.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Adcock Ingram <br> Holdings Ltd.<br>| 5338 | &nbsp;&nbsp; 20193 |
|  | AECI Ltd. | 7257 | &nbsp;&nbsp; 43568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; African Rainbow <br> Minerals Ltd.<br>| 17035 | &nbsp;&nbsp; 172746 |
|  | Afrimat Ltd. | 7772 | &nbsp;&nbsp; 17814 |
|  | Altron Ltd., Class A | 34495 | &nbsp;&nbsp; 39878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anglogold Ashanti <br> PLC (AU US)<br>| 40851 | &nbsp;&nbsp; 1889359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aspen Pharmacare <br> Holdings Ltd.<br>| 28196 | &nbsp;&nbsp; 180969 |
|  | Astral Foods Ltd. | 2971 | &nbsp;&nbsp; 28295 |
|  | Barloworld Ltd. | 25589 | &nbsp;&nbsp; 163379 |
|  | Curro Holdings Ltd. | 38676 | &nbsp;&nbsp; 18575 |
|  | DataTec Ltd. | 73277 | &nbsp;&nbsp; 240111 |
|  | Foschini Group Ltd. | 47220 | &nbsp;&nbsp; 318840 |
|  | Grindrod Ltd. | 132590 | &nbsp;&nbsp; 84232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harmony Gold Mining <br> Co. Ltd. (HMY US), <br> Sponsored ADR<br>| 33836 | &nbsp;&nbsp; 455432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hudaco Industries <br> Ltd.<br>| 3075 | &nbsp;&nbsp; 32755 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Impala Platinum <br> Holdings Ltd.<br>| 83121 | &nbsp;&nbsp; 785611 |
|  | Invicta Holdings Ltd. | 8097 | &nbsp;&nbsp; 14959 |
| \* | KAP Ltd. | 422815 | &nbsp;&nbsp; 43155 |
|  | Kumba Iron Ore Ltd. | 2008 | &nbsp;&nbsp; 33117 |
|  | Lewis Group Ltd. | 12017 | &nbsp;&nbsp; 51664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Life Healthcare Group <br> Holdings Ltd.<br>| 152126 | &nbsp;&nbsp; 111743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Momentum Group <br> Ltd.<br>| 199943 | &nbsp;&nbsp; 378879 |
|  | Motus Holdings Ltd. | 21794 | &nbsp;&nbsp; 111432 |
|  | Mpact Ltd. | 23171 | &nbsp;&nbsp; 31678 |
|  | Nedbank Group Ltd. | 34341 | &nbsp;&nbsp; 468632 |
|  | Netcare Ltd. | 133954 | &nbsp;&nbsp; 100785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northam Platinum <br> Holdings Ltd.<br>| 22676 | &nbsp;&nbsp; 260474 |
|  | Oceana Group Ltd. | 15360 | &nbsp;&nbsp; 44055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Mutual Ltd. (OMU <br> SJ)<br>| 751257 | &nbsp;&nbsp; 526883 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |
|  | Omnia Holdings Ltd. | 29209 | &nbsp;&nbsp; $126587 |
| Ω | Pepkor Holdings Ltd. | 80263 | &nbsp;&nbsp; 120535 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pick n Pay Stores <br> Ltd.<br>| 38117 | &nbsp;&nbsp; 59330 |
|  | PPC Ltd. | 380330 | &nbsp;&nbsp; 106373 |
|  | Raubex Group Ltd. | 15486 | &nbsp;&nbsp; 38298 |
|  | RCL Foods Ltd. | 33526 | &nbsp;&nbsp; 18366 |
|  | Reunert Ltd. | 18590 | &nbsp;&nbsp; 57028 |
|  | Sappi Ltd. | 65581 | &nbsp;&nbsp; 99389 |
| \* | Sasol Ltd. (SOL SJ) | 70569 | &nbsp;&nbsp; 363014 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sibanye Stillwater Ltd. <br> (SBSW US), ADR<br>| 33192 | &nbsp;&nbsp; 277485 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sibanye Stillwater Ltd. <br> (SSW SJ)<br>| 19643 | &nbsp;&nbsp; 41315 |
|  | Southern Sun Ltd. | 161714 | &nbsp;&nbsp; 83988 |
| \* | Telkom SA SOC Ltd. | 62873 | &nbsp;&nbsp; 204321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thungela Resources <br> Ltd. (TGA SJ)<br>| 11762 | &nbsp;&nbsp; 59886 |
|  | Tsogo Sun Ltd. | 70589 | &nbsp;&nbsp; 26797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; We Buy Cars <br> Holdings Ltd.<br>| 34389 | &nbsp;&nbsp; 108932 |
| TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA |  | &nbsp;&nbsp; 8460857 |
| SOUTH KOREA — (3.3%) | SOUTH KOREA — (3.3%) | SOUTH KOREA — (3.3%) | SOUTH KOREA — (3.3%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ABOV Semiconductor <br> Co. Ltd.<br>| 1770 | &nbsp;&nbsp; 14800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Process <br> Systems Corp.<br>| 1767 | &nbsp;&nbsp; 22894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aekyung Chemical <br> Co. Ltd.<br>| 2784 | &nbsp;&nbsp; 23841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aekyung Industrial Co. <br> Ltd.<br>| 869 | &nbsp;&nbsp; 10332 |
| \* | Air Busan Co. Ltd. | 7825 | &nbsp;&nbsp; 11571 |
|  | AJ Networks Co. Ltd. | 5387 | &nbsp;&nbsp; 16511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ajin Industrial Co. <br> Ltd.<br>| 10506 | &nbsp;&nbsp; 20960 |
|  | AK Holdings, Inc. | 849 | &nbsp;&nbsp; 7046 |
| \* | ALUKO Co. Ltd. | 7369 | &nbsp;&nbsp; 12641 |
| \* | Ananti, Inc. | 9044 | &nbsp;&nbsp; 64605 |
|  | Asia Cement Co. Ltd. | 3780 | &nbsp;&nbsp; 38827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASIA Holdings Co. <br> Ltd.<br>| 243 | &nbsp;&nbsp; 58858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Paper <br> Manufacturing Co. <br> Ltd.<br>| 5170 | &nbsp;&nbsp; 29751 |
|  | Avaco Co. Ltd. | 2188 | &nbsp;&nbsp; 20917 |
|  | Avatec Co. Ltd. | 1523 | &nbsp;&nbsp; 9150 |
|  | Baiksan Co. Ltd. | 1801 | &nbsp;&nbsp; 19674 |
|  | BGF retail Co. Ltd. | 1089 | &nbsp;&nbsp; 88213 |
|  | BH Co. Ltd. | 3588 | &nbsp;&nbsp; 37592 |
| \* | Binex Co. Ltd. | 2177 | &nbsp;&nbsp; 25950 |
|  | Binggrae Co. Ltd. | 782 | &nbsp;&nbsp; 45679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BIT Computer Co. <br> Ltd.<br>| 4816 | &nbsp;&nbsp; 18409 |
| \* | BNC Korea Co. Ltd. | 11690 | &nbsp;&nbsp; 43558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BNK Financial Group, <br> Inc.<br>| 48165 | &nbsp;&nbsp; 504431 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bookook Securities <br> Co. Ltd.<br>| 475 | &nbsp;&nbsp; $18081 |
|  | Boryung | 6086 | &nbsp;&nbsp; 36955 |
|  | BYC Co. Ltd. | 480 | &nbsp;&nbsp; 13604 |
|  | Byucksan Corp. | 5851 | &nbsp;&nbsp; 9397 |
|  | C&G Hi Tech Co. Ltd. | 996 | &nbsp;&nbsp; 8890 |
| \* | Cafe24 Corp. | 1506 | &nbsp;&nbsp; 46516 |
|  | Cheil Worldwide, Inc. | 8716 | &nbsp;&nbsp; 124517 |
|  | Chemtronics Co. Ltd. | 1536 | &nbsp;&nbsp; 23927 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ChinHung <br> International, Inc.<br>| 10381 | &nbsp;&nbsp; 5626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chong Kun Dang <br> Pharmaceutical <br> Corp.<br>| 1081 | &nbsp;&nbsp; 65683 |
| \* | CJ CGV Co. Ltd. | 7678 | &nbsp;&nbsp; 28347 |
|  | CJ CheilJedang Corp. | 1075 | &nbsp;&nbsp; 193570 |
|  | CJ Corp. | 2180 | &nbsp;&nbsp; 242332 |
| \* | CJ ENM Co. Ltd. | 2415 | &nbsp;&nbsp; 113830 |
|  | CJ Logistics Corp. | 1398 | &nbsp;&nbsp; 89170 |
| \* | CJ Seafood Corp. | 2153 | &nbsp;&nbsp; 4520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CLIO Cosmetics Co. <br> Ltd.<br>| 1640 | &nbsp;&nbsp; 17679 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Com2uS Holdings <br> Corp.<br>| 1084 | &nbsp;&nbsp; 17944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cosmecca Korea Co. <br> Ltd.<br>| 429 | &nbsp;&nbsp; 20710 |
|  | Coway Co. Ltd. | 8915 | &nbsp;&nbsp; 695331 |
|  | Cowintech Co. Ltd. | 1119 | &nbsp;&nbsp; 10029 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Creative & Innovative <br> System<br>| 2502 | &nbsp;&nbsp; 13542 |
|  | CS Wind Corp. | 2920 | &nbsp;&nbsp; 96105 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cube Entertainment, <br> Inc.<br>| 941 | &nbsp;&nbsp; 11060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cuckoo Homesys Co. <br> Ltd.<br>| 1161 | &nbsp;&nbsp; 23260 |
|  | D.I Corp. | 2380 | &nbsp;&nbsp; 23289 |
| \* | Daea TI Co. Ltd. | 5763 | &nbsp;&nbsp; 21195 |
| \* | Daechang Co. Ltd. | 18702 | &nbsp;&nbsp; 19350 |
|  | Daedong Corp. | 2582 | &nbsp;&nbsp; 18553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daeduck Electronics <br> Co. Ltd.<br>| 5657 | &nbsp;&nbsp; 96342 |
| \* | Dae-Il Corp. | 6373 | &nbsp;&nbsp; 19566 |
|  | Daesang Corp. | 3347 | &nbsp;&nbsp; 56518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daesang Holdings Co. <br> Ltd.<br>| 3109 | &nbsp;&nbsp; 22427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daewon <br> Pharmaceutical Co. <br> Ltd.<br>| 3345 | &nbsp;&nbsp; 31790 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Daewoo Engineering <br> & Construction Co. <br> Ltd.<br>| 28171 | &nbsp;&nbsp; 75789 |
|  | Daewoong Co. Ltd. | 2067 | &nbsp;&nbsp; 34570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daewoong <br> Pharmaceutical Co. <br> Ltd.<br>| 285 | &nbsp;&nbsp; 30028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daishin Securities Co. <br> Ltd.<br>| 6759 | &nbsp;&nbsp; 124123 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daol Investment & <br> Securities Co. Ltd.<br>| 7941 | &nbsp;&nbsp; $19602 |
| \* | Dawonsys Co. Ltd. | 6006 | &nbsp;&nbsp; 35421 |
|  | DB HiTek Co. Ltd. | 4535 | &nbsp;&nbsp; 147911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DB Insurance Co. <br> Ltd.<br>| 8867 | &nbsp;&nbsp; 815006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DB Securities Co. <br> Ltd.<br>| 6876 | &nbsp;&nbsp; 44345 |
|  | Dentium Co. Ltd. | 1251 | &nbsp;&nbsp; 57879 |
|  | DI Dong Il Corp. | 2657 | &nbsp;&nbsp; 81701 |
| \* | DIO Corp. | 1572 | &nbsp;&nbsp; 20861 |
| \* | DK Tech Co. Ltd. | 3048 | &nbsp;&nbsp; 15299 |
|  | DL Holdings Co. Ltd. | 2393 | &nbsp;&nbsp; 86422 |
| †† | DMS Co. Ltd. | 2630 | &nbsp;&nbsp; 9004 |
|  | DN Automotive Corp. | 3206 | &nbsp;&nbsp; 66639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dong-A Socio <br> Holdings Co. Ltd.<br>| 538 | &nbsp;&nbsp; 43207 |
|  | Dong-A ST Co. Ltd. | 640 | &nbsp;&nbsp; 21714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongbang Transport <br> Logistics Co. Ltd.<br>| 12138 | &nbsp;&nbsp; 26998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongjin Semichem <br> Co. Ltd.<br>| 5245 | &nbsp;&nbsp; 118210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongkoo Bio & <br> Pharma Co. Ltd.<br>| 3053 | &nbsp;&nbsp; 11059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DongKook <br> Pharmaceutical Co. <br> Ltd.<br>| 5523 | &nbsp;&nbsp; 74807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongkuk Industries <br> Co. Ltd.<br>| 6108 | &nbsp;&nbsp; 17016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongkuk Steel Mill <br> Co. Ltd.<br>| 7529 | &nbsp;&nbsp; 58049 |
|  | Dongsuh Cos., Inc. | 1607 | &nbsp;&nbsp; 34289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongsung Chemical <br> Co. Ltd.<br>| 6423 | &nbsp;&nbsp; 20152 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dongwha Enterprise <br> Co. Ltd.<br>| 1649 | &nbsp;&nbsp; 10858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongwha Pharm Co. <br> Ltd.<br>| 2421 | &nbsp;&nbsp; 11680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongwon Industries <br> Co. Ltd.<br>| 1269 | &nbsp;&nbsp; 41836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongwon Systems <br> Corp.<br>| 342 | &nbsp;&nbsp; 7572 |
|  | Doosan Bobcat, Inc. | 8043 | &nbsp;&nbsp; 318850 |
|  | Doosan Co. Ltd. | 179 | &nbsp;&nbsp; 76488 |
|  | Doosan Tesna, Inc. | 1849 | &nbsp;&nbsp; 42798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Duksan Techopia Co. <br> Ltd.<br>| 716 | &nbsp;&nbsp; 8614 |
|  | Duksung Co. Ltd. | 3494 | &nbsp;&nbsp; 14748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Easy Holdings Co. <br> Ltd.<br>| 12035 | &nbsp;&nbsp; 32381 |
|  | Echo Marketing, Inc. | 4758 | &nbsp;&nbsp; 39492 |
|  | Ecoplastic Corp. | 7240 | &nbsp;&nbsp; 18547 |
|  | E-MART, Inc. | 3621 | &nbsp;&nbsp; 232180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ENF Technology Co. <br> Ltd.<br>| 1609 | &nbsp;&nbsp; 48683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eugene Investment & <br> Securities Co. Ltd.<br>| 6140 | &nbsp;&nbsp; 14857 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EV Advanced Material <br> Co. Ltd.<br>| 8014 | &nbsp;&nbsp; $12762 |
| \* | Exem Co. Ltd. | 7324 | &nbsp;&nbsp; 12149 |
|  | F&F Co. Ltd. | 1043 | &nbsp;&nbsp; 52268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; F&F Holdings Co. <br> Ltd.<br>| 817 | &nbsp;&nbsp; 11174 |
| \* | Fine M-Tec Co. Ltd. | 2436 | &nbsp;&nbsp; 19812 |
| \* | Fine Semitech Corp. | 574 | &nbsp;&nbsp; 9579 |
| \* | Foosung Co. Ltd. | 7356 | &nbsp;&nbsp; 25464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galaxia Moneytree <br> Co. Ltd.<br>| 2769 | &nbsp;&nbsp; 20572 |
| \* | GC Cell Corp. | 1925 | &nbsp;&nbsp; 27805 |
| \* | Genexine, Inc. | 1018 | &nbsp;&nbsp; 3782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Standard <br> Technology Co. <br> Ltd.<br>| 1282 | &nbsp;&nbsp; 17702 |
| \* | GnBS eco Co. Ltd. | 4039 | &nbsp;&nbsp; 10450 |
|  | GnCenergy Co. Ltd. | 2757 | &nbsp;&nbsp; 67031 |
|  | GOLFZON Co. Ltd. | 834 | &nbsp;&nbsp; 39918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Green Chemical Co. <br> Ltd.<br>| 1815 | &nbsp;&nbsp; 10158 |
|  | Green Cross Corp. | 662 | &nbsp;&nbsp; 68898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Green Cross Holdings <br> Corp.<br>| 3265 | &nbsp;&nbsp; 37475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GS Engineering & <br> Construction Corp.<br>| 13682 | &nbsp;&nbsp; 189758 |
|  | GS Global Corp. | 6794 | &nbsp;&nbsp; 13092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GS Holdings Corp. <br> (078930 KS)<br>| 5217 | &nbsp;&nbsp; 184596 |
| \* | GS P&L Co. Ltd. | 1151 | &nbsp;&nbsp; 31800 |
|  | GS Retail Co. Ltd. | 4854 | &nbsp;&nbsp; 56784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HAESUNG DS Co. <br> Ltd.<br>| 1626 | &nbsp;&nbsp; 28361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Han Kuk Carbon Co. <br> Ltd.<br>| 4338 | &nbsp;&nbsp; 93450 |
|  | Hancom, Inc. | 2875 | &nbsp;&nbsp; 56588 |
|  | Handsome Co. Ltd. | 912 | &nbsp;&nbsp; 10715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanil Cement Co. <br> Ltd.<br>| 3382 | &nbsp;&nbsp; 50427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanil Holdings Co. <br> Ltd.<br>| 1102 | &nbsp;&nbsp; 14857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanil Hyundai Cement <br> Co. Ltd.<br>| 847 | &nbsp;&nbsp; 12279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanjin Transportation <br> Co. Ltd.<br>| 1377 | &nbsp;&nbsp; 20746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hankook Tire & <br> Technology Co. <br> Ltd.<br>| 9738 | &nbsp;&nbsp; 310615 |
|  | HanmiGlobal Co. Ltd. | 1348 | &nbsp;&nbsp; 19011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hannong Chemicals, <br> Inc.<br>| 950 | &nbsp;&nbsp; 10304 |
| \* | Hanon Systems | 21138 | &nbsp;&nbsp; 49684 |
|  | Hansae Co. Ltd. | 1624 | &nbsp;&nbsp; 12283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hansol Chemical Co. <br> Ltd.<br>| 1224 | &nbsp;&nbsp; 158804 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hansol IONES Co. <br> Ltd.<br>| 1526 | &nbsp;&nbsp; 9818 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hansol Paper Co. <br> Ltd.<br>| 2076 | &nbsp;&nbsp; $12770 |
|  | Hanwha Corp. | 6434 | &nbsp;&nbsp; 459523 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Galleria <br> Corp.<br>| 17598 | &nbsp;&nbsp; 14478 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha General <br> Insurance Co. Ltd.<br>| 12669 | &nbsp;&nbsp; 54715 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Investment & <br> Securities Co. Ltd.<br>| 30496 | &nbsp;&nbsp; 127538 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Life <br> Insurance Co. Ltd.<br>| 35312 | &nbsp;&nbsp; 88153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Solutions <br> Corp.<br>| 3891 | &nbsp;&nbsp; 85182 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanyang Digitech Co. <br> Ltd.<br>| 960 | &nbsp;&nbsp; 6368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanyang Securities <br> Co. Ltd.<br>| 2469 | &nbsp;&nbsp; 31174 |
| \* | Harim Co. Ltd. | 8073 | &nbsp;&nbsp; 17740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harim Holdings Co. <br> Ltd.<br>| 7644 | &nbsp;&nbsp; 51508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HB SOLUTION Co. <br> Ltd.<br>| 14867 | &nbsp;&nbsp; 24564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HC HomeCenter Co. <br> Ltd.<br>| 14297 | &nbsp;&nbsp; 8063 |
|  | HD Hyundai Co. Ltd. | 6975 | &nbsp;&nbsp; 713707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai <br> Construction <br> Equipment Co. Ltd.<br>| 2387 | &nbsp;&nbsp; 158815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai Infracore <br> Co. Ltd.<br>| 23557 | &nbsp;&nbsp; 259995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HDC Holdings Co. <br> Ltd.<br>| 3891 | &nbsp;&nbsp; 64592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HDC Hyundai <br> Development <br> Co-Engineering & <br> Construction<br>| 7070 | &nbsp;&nbsp; 119271 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HD-Hyundai Marine <br> Engine<br>| 1486 | &nbsp;&nbsp; 69854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; High Tech Pharm Co. <br> Ltd.<br>| 1055 | &nbsp;&nbsp; 9475 |
|  | Hite Jinro Co. Ltd. | 5909 | &nbsp;&nbsp; 85960 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HJ Shipbuilding & <br> Construction Co. <br> Ltd.<br>| 2272 | &nbsp;&nbsp; 14542 |
|  | HK inno N Corp. | 1970 | &nbsp;&nbsp; 63483 |
|  | HL Holdings Corp. | 1220 | &nbsp;&nbsp; 34296 |
|  | HL Mando Co. Ltd. | 1677 | &nbsp;&nbsp; 41684 |
| \* | Hotel Shilla Co. Ltd. | 1513 | &nbsp;&nbsp; 50865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HS Hyosung <br> Advanced Materials <br> Corp.<br>| 394 | &nbsp;&nbsp; 55761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HS Industries Co. <br> Ltd.<br>| 7829 | &nbsp;&nbsp; 25218 |
|  | Huons Co. Ltd. | 603 | &nbsp;&nbsp; 12364 |
|  | Huvitz Co. Ltd. | 1199 | &nbsp;&nbsp; 7631 |
|  | Hwa Shin Co. Ltd. | 3952 | &nbsp;&nbsp; 24775 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hwaseung Enterprise <br> Co. Ltd.<br>| 3601 | &nbsp;&nbsp; $19409 |
|  | Hyosung Corp. | 1079 | &nbsp;&nbsp; 67382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyosung Heavy <br> Industries Corp.<br>| 105 | &nbsp;&nbsp; 91531 |
|  | Hyosung TNC Corp. | 314 | &nbsp;&nbsp; 53044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Bioland Co. <br> Ltd.<br>| 2562 | &nbsp;&nbsp; 9126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai BNG Steel <br> Co. Ltd.<br>| 2003 | &nbsp;&nbsp; 18264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Department <br> Store Co. Ltd.<br>| 2152 | &nbsp;&nbsp; 109215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Elevator Co. <br> Ltd.<br>| 1020 | &nbsp;&nbsp; 62257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HYUNDAI EVERDIGM <br> Corp.<br>| 3603 | &nbsp;&nbsp; 20809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Ezwel Co. <br> Ltd.<br>| 2072 | &nbsp;&nbsp; 10152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Glovis Co. <br> Ltd.<br>| 5334 | &nbsp;&nbsp; 563447 |
|  | Hyundai Green Food | 3218 | &nbsp;&nbsp; 40427 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Marine & Fire <br> Insurance Co. Ltd.<br>| 1920 | &nbsp;&nbsp; 36238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Motor <br> Securities Co. Ltd.<br>| 3548 | &nbsp;&nbsp; 21594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai <br> Pharmaceutical Co. <br> Ltd.<br>| 3392 | &nbsp;&nbsp; 9371 |
|  | Hyundai Steel Co. | 13805 | &nbsp;&nbsp; 351362 |
|  | Hyundai Wia Corp. | 2807 | &nbsp;&nbsp; 100172 |
|  | HyVision System, Inc. | 2537 | &nbsp;&nbsp; 27731 |
|  | Iljin Electric Co. Ltd. | 2479 | &nbsp;&nbsp; 74997 |
|  | Iljin Holdings Co. Ltd. | 6410 | &nbsp;&nbsp; 27754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; iM Financial Group <br> Co. Ltd.<br>| 19752 | &nbsp;&nbsp; 196522 |
|  | InBody Co. Ltd. | 1459 | &nbsp;&nbsp; 25060 |
|  | Incross Co. Ltd. | 1224 | &nbsp;&nbsp; 7199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Innocean Worldwide, <br> Inc.<br>| 3148 | &nbsp;&nbsp; 44604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Innox Advanced <br> Materials Co. Ltd.<br>| 1715 | &nbsp;&nbsp; 33232 |
| \* | Interflex Co. Ltd. | 3002 | &nbsp;&nbsp; 19630 |
|  | Inzi Controls Co. Ltd. | 1401 | &nbsp;&nbsp; 6017 |
|  | IS Dongseo Co. Ltd. | 2758 | &nbsp;&nbsp; 40339 |
|  | i-SENS, Inc. | 2742 | &nbsp;&nbsp; 35653 |
| \* | ITEK, Inc. | 2437 | &nbsp;&nbsp; 10824 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jahwa Electronics Co. <br> Ltd.<br>| 1599 | &nbsp;&nbsp; 20982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JB Financial Group <br> Co. Ltd.<br>| 21369 | &nbsp;&nbsp; 354664 |
| \* | Jeju Air Co. Ltd. | 2131 | &nbsp;&nbsp; 10376 |
|  | Jinsung T.E.C. | 2323 | &nbsp;&nbsp; 20144 |
|  | JLS Co. Ltd. | 1761 | &nbsp;&nbsp; 8120 |
| \* | JoyCity Corp. | 6422 | &nbsp;&nbsp; 8784 |
|  | JVM Co. Ltd. | 697 | &nbsp;&nbsp; 14363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JW Life Science <br> Corp.<br>| 891 | &nbsp;&nbsp; 8026 |
|  | K Ensol Co. Ltd. | 1551 | &nbsp;&nbsp; 13605 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | Kakao Games Corp. | 7606 | &nbsp;&nbsp; $93573 |
| \*†† | Kanglim Co. Ltd. | 3180 | &nbsp;&nbsp; 2600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kangnam Jevisco Co. <br> Ltd.<br>| 2086 | &nbsp;&nbsp; 19014 |
|  | KC Tech Co. Ltd. | 1618 | &nbsp;&nbsp; 34900 |
|  | KCC Glass Corp. | 1820 | &nbsp;&nbsp; 42368 |
|  | KCTC | 3235 | &nbsp;&nbsp; 12899 |
| \* | KEC Corp. | 17780 | &nbsp;&nbsp; 9793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KEPCO Plant Service <br> & Engineering Co. <br> Ltd.<br>| 2257 | &nbsp;&nbsp; 84459 |
|  | KG Dongbusteel | 4741 | &nbsp;&nbsp; 20170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KG Eco Solution Co. <br> Ltd.<br>| 2758 | &nbsp;&nbsp; 12434 |
| \* | KG Mobility Co. | 10255 | &nbsp;&nbsp; 25960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KIWOOM Securities <br> Co. Ltd.<br>| 2898 | &nbsp;&nbsp; 446884 |
| \* | KNJ Co. Ltd. | 1623 | &nbsp;&nbsp; 20684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kolmar Korea Co. <br> Ltd.<br>| 384 | &nbsp;&nbsp; 26802 |
|  | Kolon Corp. | 1033 | &nbsp;&nbsp; 36504 |
|  | Kolon Industries, Inc. | 2354 | &nbsp;&nbsp; 69483 |
| \* | Korea Circuit Co. Ltd. | 2209 | &nbsp;&nbsp; 18935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Export <br> Packaging Industrial <br> Co. Ltd.<br>| 6450 | &nbsp;&nbsp; 13649 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Korea Information & <br> Communications <br> Co. Ltd.<br>| 4185 | &nbsp;&nbsp; 27549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Information <br> Certificate Authority, <br> Inc.<br>| 4422 | &nbsp;&nbsp; 23197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Investment <br> Holdings Co. Ltd.<br>| 6779 | &nbsp;&nbsp; 693993 |
| \* | Korea Line Corp. | 23329 | &nbsp;&nbsp; 31029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Movenex Co. <br> Ltd.<br>| 7905 | &nbsp;&nbsp; 23735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Parts & <br> Fasteners Co. Ltd.<br>| 2367 | &nbsp;&nbsp; 8280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Petrochemical <br> Ind Co. Ltd.<br>| 588 | &nbsp;&nbsp; 43046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Petroleum <br> Industries Co.<br>| 1527 | &nbsp;&nbsp; 15597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korean Air Lines Co. <br> Ltd.<br>| 26184 | &nbsp;&nbsp; 443305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korean Reinsurance <br> Co.<br>| 24325 | &nbsp;&nbsp; 186719 |
|  | KSS LINE Ltd. | 1531 | &nbsp;&nbsp; 11631 |
|  | KT Skylife Co. Ltd. | 3139 | &nbsp;&nbsp; 11435 |
|  | KTCS Corp. | 8880 | &nbsp;&nbsp; 17243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kukdong Oil & <br> Chemicals Co. Ltd.<br>| 7243 | &nbsp;&nbsp; 18449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kumho Petrochemical <br> Co. Ltd.<br>| 2834 | &nbsp;&nbsp; 248077 |
| \* | Kumho Tire Co., Inc. | 21150 | &nbsp;&nbsp; 70528 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kwang Dong <br> Pharmaceutical Co. <br> Ltd.<br>| 5932 | &nbsp;&nbsp; $26404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyung Dong Navien <br> Co. Ltd.<br>| 642 | &nbsp;&nbsp; 39626 |
| \* | LB Semicon, Inc. | 7710 | &nbsp;&nbsp; 22218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lee Ku Industrial Co. <br> Ltd.<br>| 5991 | &nbsp;&nbsp; 21040 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LG Display Co. Ltd. <br> (034220 KS)<br>| 48814 | &nbsp;&nbsp; 377948 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LG HelloVision Co. <br> Ltd.<br>| 5198 | &nbsp;&nbsp; 11045 |
|  | LG Innotek Co. Ltd. | 1533 | &nbsp;&nbsp; 171045 |
|  | LG Uplus Corp. | 36370 | &nbsp;&nbsp; 382852 |
| \* | LOT Vacuum Co. Ltd. | 1800 | &nbsp;&nbsp; 13495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Chilsung <br> Beverage Co. Ltd.<br>| 287 | &nbsp;&nbsp; 26781 |
|  | Lotte Corp. | 4691 | &nbsp;&nbsp; 94587 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Data <br> Communication Co.<br>| 525 | &nbsp;&nbsp; 8182 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Energy Materials <br> Corp.<br>| 1950 | &nbsp;&nbsp; 34757 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Non-Life <br> Insurance Co. Ltd.<br>| 17130 | &nbsp;&nbsp; 21526 |
|  | Lotte Rental Co. Ltd. | 1787 | &nbsp;&nbsp; 40413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Shopping Co. <br> Ltd.<br>| 1992 | &nbsp;&nbsp; 102516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Wellfood Co. <br> Ltd.<br>| 414 | &nbsp;&nbsp; 36682 |
|  | LS Corp. | 3658 | &nbsp;&nbsp; 451175 |
|  | LS Electric Co. Ltd. | 281 | &nbsp;&nbsp; 62020 |
| \* | LVMC Holdings | 16746 | &nbsp;&nbsp; 23685 |
|  | LX Hausys Ltd. | 1029 | &nbsp;&nbsp; 22814 |
|  | LX International Corp. | 6246 | &nbsp;&nbsp; 143957 |
|  | LX Semicon Co. Ltd. | 1264 | &nbsp;&nbsp; 49822 |
|  | Maeil Dairies Co. Ltd. | 326 | &nbsp;&nbsp; 8786 |
|  | Mcnex Co. Ltd. | 1098 | &nbsp;&nbsp; 23211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MegaStudyEdu Co. <br> Ltd.<br>| 783 | &nbsp;&nbsp; 28199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; META BIOMED Co. <br> Ltd.<br>| 6382 | &nbsp;&nbsp; 27643 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mirae Asset Life <br> Insurance Co. Ltd.<br>| 13834 | &nbsp;&nbsp; 74073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mirae Asset Securities <br> Co. Ltd.<br>| 14906 | &nbsp;&nbsp; 203454 |
|  | Misto Holdings Corp. | 4425 | &nbsp;&nbsp; 113921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miwon Holdings Co. <br> Ltd.<br>| 98 | &nbsp;&nbsp; 5269 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mobase Electronics <br> Co. Ltd.<br>| 5612 | &nbsp;&nbsp; 5810 |
| \* | MONAYONGPYONG | 3397 | &nbsp;&nbsp; 10624 |
|  | Motrex Co. Ltd. | 2198 | &nbsp;&nbsp; 14484 |
|  | Multicampus Co. Ltd. | 168 | &nbsp;&nbsp; 4154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Myoung Shin <br> Industrial Co. Ltd.<br>| 4313 | &nbsp;&nbsp; 26112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Namhae Chemical <br> Corp.<br>| 2446 | &nbsp;&nbsp; 13259 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Namuga Co. Ltd. | 1187 | &nbsp;&nbsp; $12587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Namyang Dairy <br> Products Co. Ltd.<br>| 660 | &nbsp;&nbsp; 29621 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nature & Environment <br> Co. Ltd.<br>| 33861 | &nbsp;&nbsp; 17461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nature Holdings Co. <br> Ltd.<br>| 1365 | &nbsp;&nbsp; 11322 |
| \* | Nepes Ark Corp. | 1076 | &nbsp;&nbsp; 11881 |
| \* | Neptune Co. | 5292 | &nbsp;&nbsp; 26946 |
| Ω | Netmarble Corp. | 5008 | &nbsp;&nbsp; 213874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Power Plasma <br> Co. Ltd.<br>| 7873 | &nbsp;&nbsp; 31363 |
|  | Nexen Tire Corp. | 4155 | &nbsp;&nbsp; 17792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NH Investment & <br> Securities Co. Ltd.<br>| 19257 | &nbsp;&nbsp; 279169 |
|  | NHN KCP Corp. | 2820 | &nbsp;&nbsp; 32595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NICE Holdings Co. <br> Ltd.<br>| 1259 | &nbsp;&nbsp; 12054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nong Shim Holdings <br> Co. Ltd.<br>| 222 | &nbsp;&nbsp; 13162 |
|  | NongShim Co. Ltd. | 551 | &nbsp;&nbsp; 152898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NOROO Paint & <br> Coatings Co. Ltd.<br>| 1641 | &nbsp;&nbsp; 10444 |
|  | NOVAREX Co. Ltd. | 2404 | &nbsp;&nbsp; 32690 |
|  | Novatech Co. Ltd. | 993 | &nbsp;&nbsp; 13526 |
|  | OCI Holdings Co. Ltd. | 2440 | &nbsp;&nbsp; 163594 |
|  | ONEJOON Co. Ltd. | 1256 | &nbsp;&nbsp; 8828 |
|  | Openbase, Inc. | 3762 | &nbsp;&nbsp; 6894 |
|  | Orion Corp. | 3391 | &nbsp;&nbsp; 270754 |
|  | Otoki Corp. | 230 | &nbsp;&nbsp; 65863 |
|  | Pan Ocean Co. Ltd. | 36466 | &nbsp;&nbsp; 110202 |
|  | Paradise Co. Ltd. | 6294 | &nbsp;&nbsp; 81835 |
|  | Partron Co. Ltd. | 7264 | &nbsp;&nbsp; 34577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; People & Technology, <br> Inc.<br>| 1748 | &nbsp;&nbsp; 43620 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PharmGen Science, <br> Inc.<br>| 3111 | &nbsp;&nbsp; 10434 |
| \* | Philoptics Co. Ltd. | 1672 | &nbsp;&nbsp; 39576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PI Advanced Materials <br> Co. Ltd.<br>| 1653 | &nbsp;&nbsp; 21260 |
| \* | PKC Co. Ltd. | 5088 | &nbsp;&nbsp; 21580 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Polaris AI Pharma <br> Corp.<br>| 2011 | &nbsp;&nbsp; 10306 |
|  | Pond Group Co. Ltd. | 1568 | &nbsp;&nbsp; 12188 |
|  | Poongsan Corp. | 3189 | &nbsp;&nbsp; 367818 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Power Logics Co. <br> Ltd.<br>| 2279 | &nbsp;&nbsp; 7552 |
|  | Protec Co. Ltd. | 1088 | &nbsp;&nbsp; 20795 |
|  | PSK, Inc. | 2678 | &nbsp;&nbsp; 39556 |
|  | RFHIC Corp. | 2007 | &nbsp;&nbsp; 40006 |
| \* | RFTech Co. Ltd. | 4136 | &nbsp;&nbsp; 7613 |
|  | Rorze Systems Corp. | 2569 | &nbsp;&nbsp; 24199 |
|  | S-1 Corp. | 2716 | &nbsp;&nbsp; 144742 |
|  | Sajodaerim Corp. | 742 | &nbsp;&nbsp; 21978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sajodongaone Co. <br> Ltd.<br>| 25293 | &nbsp;&nbsp; 20012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sam-A Aluminum Co. <br> Ltd.<br>| 844 | &nbsp;&nbsp; 16258 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sambo Motors Co. <br> Ltd.<br>| 2461 | &nbsp;&nbsp; $7678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SAMHWA Paints <br> Industrial Co. Ltd.<br>| 1739 | &nbsp;&nbsp; 7748 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Samil Pharmaceutical <br> Co. Ltd.<br>| 2119 | &nbsp;&nbsp; 15613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samji Electronics Co. <br> Ltd.<br>| 2577 | &nbsp;&nbsp; 21949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sammok S-Form Co. <br> Ltd.<br>| 803 | &nbsp;&nbsp; 12033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SAMPYO Cement Co. <br> Ltd.<br>| 5200 | &nbsp;&nbsp; 12904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Engineering <br> Co. Ltd.<br>| 14287 | &nbsp;&nbsp; 270912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Securities <br> Co. Ltd.<br>| 11474 | &nbsp;&nbsp; 581668 |
|  | SAMT Co. Ltd. | 8621 | &nbsp;&nbsp; 18972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samwha Capacitor <br> Co. Ltd.<br>| 696 | &nbsp;&nbsp; 13736 |
|  | Samyang Corp. | 813 | &nbsp;&nbsp; 30891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samyang Packaging <br> Corp.<br>| 765 | &nbsp;&nbsp; 7635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sang-A Frontec Co. <br> Ltd.<br>| 964 | &nbsp;&nbsp; 12089 |
| \* | Sangbo Corp. | 4435 | &nbsp;&nbsp; 3110 |
|  | Saramin Co. Ltd. | 864 | &nbsp;&nbsp; 9057 |
|  | SD Biosensor, Inc. | 7049 | &nbsp;&nbsp; 50655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SeAH Besteel <br> Holdings Corp.<br>| 2372 | &nbsp;&nbsp; 53246 |
|  | SeAH Holdings Corp. | 197 | &nbsp;&nbsp; 18452 |
|  | SeAH Steel Corp. | 204 | &nbsp;&nbsp; 22120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SeAH Steel Holdings <br> Corp.<br>| 440 | &nbsp;&nbsp; 63661 |
|  | Seegene, Inc. | 5115 | &nbsp;&nbsp; 108880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Segyung Hitech Co. <br> Ltd.<br>| 3961 | &nbsp;&nbsp; 19167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sejong Industrial Co. <br> Ltd.<br>| 2272 | &nbsp;&nbsp; 7357 |
|  | Seobu T&D | 6740 | &nbsp;&nbsp; 42329 |
|  | Seohan Co. Ltd. | 5527 | &nbsp;&nbsp; 3595 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seojin System Co. <br> Ltd.<br>| 3180 | &nbsp;&nbsp; 49847 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seoul Semiconductor <br> Co. Ltd.<br>| 6278 | &nbsp;&nbsp; 32069 |
|  | Seoyon Co. Ltd. | 4111 | &nbsp;&nbsp; 29621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seoyon E-Hwa Co. <br> Ltd.<br>| 2282 | &nbsp;&nbsp; 20245 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SFA Engineering <br> Corp.<br>| 2362 | &nbsp;&nbsp; 41658 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SFA Semicon Co. <br> Ltd.<br>| 7791 | &nbsp;&nbsp; 18207 |
|  | SGC Energy Co. Ltd. | 1511 | &nbsp;&nbsp; 26619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin Heung Energy & <br> Electronics Co. Ltd.<br>| 3055 | &nbsp;&nbsp; 9265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shindaeyang Paper <br> Co. Ltd.<br>| 4092 | &nbsp;&nbsp; 32109 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinsegae <br> International, Inc.<br>| 3582 | &nbsp;&nbsp; $29921 |
|  | Shinsegae, Inc. | 1278 | &nbsp;&nbsp; 157898 |
|  | Showbox Corp. | 6629 | &nbsp;&nbsp; 13112 |
|  | SIMMTECH Co. Ltd. | 4409 | &nbsp;&nbsp; 72144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SK Discovery Co. <br> Ltd.<br>| 1664 | &nbsp;&nbsp; 65390 |
| \* | SK Eternix Co. Ltd. | 2737 | &nbsp;&nbsp; 47218 |
|  | SK Gas Ltd. | 499 | &nbsp;&nbsp; 95099 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; SK IE Technology Co. <br> Ltd.<br>| 3422 | &nbsp;&nbsp; 67835 |
|  | SK Networks Co. Ltd. | 5652 | &nbsp;&nbsp; 18540 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SK oceanplant Co. <br> Ltd.<br>| 4477 | &nbsp;&nbsp; 63696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SK Securities Co. <br> Ltd.<br>| 39074 | &nbsp;&nbsp; 18904 |
|  | SL Corp. | 3258 | &nbsp;&nbsp; 77653 |
| \* | SMEC Co. Ltd. | 13544 | &nbsp;&nbsp; 35560 |
| # | S-Oil Corp. | 5682 | &nbsp;&nbsp; 256298 |
|  | Solid, Inc. | 12020 | &nbsp;&nbsp; 54099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Solus Advanced <br> Materials Co. Ltd.<br>| 4200 | &nbsp;&nbsp; 25821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Songwon Industrial <br> Co. Ltd.<br>| 2765 | &nbsp;&nbsp; 21774 |
|  | Soulbrain Co. Ltd. | 520 | &nbsp;&nbsp; 88184 |
|  | Straffic Co. Ltd. | 4344 | &nbsp;&nbsp; 12098 |
| \* | Studio Dragon Corp. | 667 | &nbsp;&nbsp; 22183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sung Kwang Bend <br> Co. Ltd.<br>| 4963 | &nbsp;&nbsp; 113673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sungshin Cement Co. <br> Ltd.<br>| 3983 | &nbsp;&nbsp; 30143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sungwoo Hitech Co. <br> Ltd.<br>| 6297 | &nbsp;&nbsp; 26823 |
| \* | SY Co. Ltd. | 6965 | &nbsp;&nbsp; 17103 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Synergy Innovation <br> Co. Ltd.<br>| 10808 | &nbsp;&nbsp; 22164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Systems Technology, <br> Inc.<br>| 1416 | &nbsp;&nbsp; 19250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tae Kyung Industrial <br> Co. Ltd.<br>| 2320 | &nbsp;&nbsp; 8920 |
| \* | Taewoong Co. Ltd. | 1335 | &nbsp;&nbsp; 38779 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taihan Electric Wire <br> Co. Ltd.<br>| 2639 | &nbsp;&nbsp; 29618 |
|  | TechWing, Inc. | 698 | &nbsp;&nbsp; 13813 |
|  | Telechips, Inc. | 1342 | &nbsp;&nbsp; 12949 |
|  | TES Co. Ltd. | 967 | &nbsp;&nbsp; 17938 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Theragen Etex Co. <br> Ltd.<br>| 4269 | &nbsp;&nbsp; 9195 |
|  | TK Corp. | 2713 | &nbsp;&nbsp; 44696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TKG Huchems Co. <br> Ltd.<br>| 3216 | &nbsp;&nbsp; 40788 |
|  | TLB Co. Ltd. | 1452 | &nbsp;&nbsp; 28098 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tongyang Life <br> Insurance Co. Ltd.<br>| 9522 | &nbsp;&nbsp; 57766 |
|  | Toptec Co. Ltd. | 2617 | &nbsp;&nbsp; 9259 |
|  | Tovis Co. Ltd. | 3257 | &nbsp;&nbsp; 37237 |
|  | Tplex Co. Ltd. | 3294 | &nbsp;&nbsp; 7724 |
|  | TS Corp. | 13340 | &nbsp;&nbsp; 29560 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | TSE Co. Ltd. | 725 | &nbsp;&nbsp; $20134 |
|  | TYM Corp. | 5010 | &nbsp;&nbsp; 18216 |
| \* | Uni-Chem Co. Ltd. | 17518 | &nbsp;&nbsp; 21934 |
|  | Unick Corp. | 2540 | &nbsp;&nbsp; 7080 |
|  | Unid Co. Ltd. | 823 | &nbsp;&nbsp; 49753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Union Semiconductor <br> Equipment & <br> Materials Co. Ltd.<br>| 3748 | &nbsp;&nbsp; 19182 |
|  | Uniquest Corp. | 2472 | &nbsp;&nbsp; 10986 |
|  | Unitrontech Co. Ltd. | 2852 | &nbsp;&nbsp; 13075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Value Added <br> Technology Co. <br> Ltd.<br>| 727 | &nbsp;&nbsp; 12340 |
| \*†† | Vidente Co. Ltd. | 7159 | &nbsp;&nbsp; 3216 |
|  | Vieworks Co. Ltd. | 347 | &nbsp;&nbsp; 5215 |
|  | Vitzro Tech Co. Ltd. | 3438 | &nbsp;&nbsp; 21114 |
|  | WiSoL Co. Ltd. | 2664 | &nbsp;&nbsp; 12819 |
|  | WONIK IPS Co. Ltd. | 4011 | &nbsp;&nbsp; 93669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wonik Materials Co. <br> Ltd.<br>| 1628 | &nbsp;&nbsp; 27722 |
|  | Wonik QnC Corp. | 2576 | &nbsp;&nbsp; 33825 |
|  | Woojin, Inc. | 3122 | &nbsp;&nbsp; 24901 |
| \* | Wooree Bio Co. Ltd. | 4791 | &nbsp;&nbsp; 7913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wooshin Systems Co. <br> Ltd.<br>| 1863 | &nbsp;&nbsp; 10295 |
| \* | Woosu AMS Co. Ltd. | 4857 | &nbsp;&nbsp; 10767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Worldex Industry & <br> Trading Co. Ltd.<br>| 1407 | &nbsp;&nbsp; 24453 |
| \* | YC Corp. | 4316 | &nbsp;&nbsp; 34299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YG Entertainment, <br> Inc.<br>| 940 | &nbsp;&nbsp; 57429 |
| \* | YMT Co. Ltd. | 1177 | &nbsp;&nbsp; 7780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Youngone Holdings <br> Co. Ltd.<br>| 1016 | &nbsp;&nbsp; 102963 |
|  | Zeus Co. Ltd. | 3837 | &nbsp;&nbsp; 33997 |
|  | Zinus, Inc. | 2480 | &nbsp;&nbsp; 38448 |
| TOTAL SOUTH KOREA | TOTAL SOUTH KOREA |  | &nbsp;&nbsp; 25960494 |
| SPAIN — (2.2%) | SPAIN — (2.2%) | SPAIN — (2.2%) | SPAIN — (2.2%) |
|  | Acciona SA | 3382 | &nbsp;&nbsp; 648650 |
|  | Acerinox SA | 37659 | &nbsp;&nbsp; 434566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ACS Actividades de <br> Construccion y <br> Servicios SA<br>| 3571 | &nbsp;&nbsp; 246466 |
| Ω | Aedas Homes SA | 2127 | &nbsp;&nbsp; 51184 |
|  | Almirall SA | 13056 | &nbsp;&nbsp; 157157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atresmedia Corp. de <br> Medios de <br> Comunicacion SA<br>| 32384 | &nbsp;&nbsp; 183007 |
|  | Azkoyen SA | 2368 | &nbsp;&nbsp; 23518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco de Sabadell <br> SA<br>| 1583992 | &nbsp;&nbsp; 5846357 |
|  | Bankinter SA | 170507 | &nbsp;&nbsp; 2433855 |
|  | CIE Automotive SA | 3062 | &nbsp;&nbsp; 91933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Construcciones y <br> Auxiliar de <br> Ferrocarriles SA<br>| 2481 | &nbsp;&nbsp; 150240 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corp. ACCIONA <br> Energias <br> Renovables SA<br>| 7829 | &nbsp;&nbsp; $210778 |
|  | Ebro Foods SA | 16869 | &nbsp;&nbsp; 329326 |
|  | Elecnor SA | 1606 | &nbsp;&nbsp; 43671 |
|  | Enagas SA | 26934 | &nbsp;&nbsp; 403404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ence Energia y <br> Celulosa SA<br>| 13197 | &nbsp;&nbsp; 41529 |
|  | Ercros SA | 34553 | &nbsp;&nbsp; 122729 |
|  | Faes Farma SA | 34991 | &nbsp;&nbsp; 173328 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Gestamp Automocion <br> SA<br>| 25814 | &nbsp;&nbsp; 97035 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Global Dominion <br> Access SA<br>| 12230 | &nbsp;&nbsp; 47004 |
| \* | Grifols SA | 55033 | &nbsp;&nbsp; 819999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana <br> Occidente SA<br>| 12282 | &nbsp;&nbsp; 684913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iberpapel Gestion SA <br> (IBG SM)<br>| 3031 | &nbsp;&nbsp; 68762 |
|  | Mapfre SA | 194247 | &nbsp;&nbsp; 791086 |
| Ω | Neinor Homes SA | 4591 | &nbsp;&nbsp; 89234 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Obrascon Huarte Lain <br> SA<br>| 11425 | &nbsp;&nbsp; 4291 |
|  | Repsol SA (REP SM) | 149030 | &nbsp;&nbsp; 2259556 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Solaria Energia y <br> Medio Ambiente <br> SA<br>| 6432 | &nbsp;&nbsp; 82703 |
| \*Ω | Talgo SA | 188 | &nbsp;&nbsp; 650 |
|  | Tubacex SA | 19616 | &nbsp;&nbsp; 81706 |
| Ω | Unicaja Banco SA | 308390 | &nbsp;&nbsp; 810262 |
| TOTAL SPAIN | TOTAL SPAIN |  | &nbsp;&nbsp; 17428899 |
| SWEDEN — (1.9%) | SWEDEN — (1.9%) | SWEDEN — (1.9%) | SWEDEN — (1.9%) |
| Ω | AcadeMedia AB | 25979 | &nbsp;&nbsp; 237884 |
|  | AddLife AB, Class B | 3936 | &nbsp;&nbsp; 69314 |
|  | AFRY AB | 21068 | &nbsp;&nbsp; 326102 |
| Ω | Alimak Group AB | 8408 | &nbsp;&nbsp; 144106 |
|  | Alleima AB | 47686 | &nbsp;&nbsp; 336995 |
|  | Alligo AB, Class B | 6978 | &nbsp;&nbsp; 74931 |
| Ω | Ambea AB | 22319 | &nbsp;&nbsp; 280784 |
|  | AQ Group AB | 16260 | &nbsp;&nbsp; 331386 |
|  | Arise AB | 8680 | &nbsp;&nbsp; 30466 |
|  | Arjo AB, Class B | 47018 | &nbsp;&nbsp; 163847 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asmodee Group AB, <br> Class B<br>| 33734 | &nbsp;&nbsp; 424832 |
| Ω | Attendo AB | 34072 | &nbsp;&nbsp; 238074 |
|  | Beijer Alma AB | 4542 | &nbsp;&nbsp; 122199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bergman & Beving <br> AB<br>| 3715 | &nbsp;&nbsp; 119447 |
|  | Betsson AB, Class B | 31487 | &nbsp;&nbsp; 533149 |
| #\* | Better Collective AS | 5026 | &nbsp;&nbsp; 70820 |
| \* | BHG Group AB | 51774 | &nbsp;&nbsp; 122985 |
| \* | BICO Group AB | 5101 | &nbsp;&nbsp; 18999 |
|  | Bilia AB, Class A | 16951 | &nbsp;&nbsp; 199162 |
|  | Billerud Aktiebolag | 44659 | &nbsp;&nbsp; 379187 |
| \*Ω | Boozt AB | 8782 | &nbsp;&nbsp; 78184 |
| Ω | Bravida Holding AB | 37595 | &nbsp;&nbsp; 352789 |
|  | Bulten AB | 2101 | &nbsp;&nbsp; 12638 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | Byggmax Group AB | 16014 | &nbsp;&nbsp; $95116 |
|  | Catella AB | 9935 | &nbsp;&nbsp; 30095 |
| \* | Cint Group AB | 90131 | &nbsp;&nbsp; 65693 |
|  | Cloetta AB, Class B | 101902 | &nbsp;&nbsp; 327721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coinshares <br> International Ltd.<br>| 1605 | &nbsp;&nbsp; 17636 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Coor Service <br> Management <br> Holding AB<br>| 12142 | &nbsp;&nbsp; 57070 |
|  | Eastnine AB | 12454 | &nbsp;&nbsp; 60072 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Electrolux AB, <br> Class B<br>| 28182 | &nbsp;&nbsp; 171645 |
|  | Elekta AB, Class B | 52511 | &nbsp;&nbsp; 258938 |
| \* | Embracer Group AB | 23885 | &nbsp;&nbsp; 247081 |
| \* | Enea AB | 3692 | &nbsp;&nbsp; 27838 |
|  | Fagerhult Group AB | 8823 | &nbsp;&nbsp; 34074 |
|  | G5 Entertainment AB | 1578 | &nbsp;&nbsp; 16997 |
|  | Getinge AB, Class B | 1130 | &nbsp;&nbsp; 22304 |
|  | Granges AB | 50903 | &nbsp;&nbsp; 682565 |
|  | Hanza AB | 7820 | &nbsp;&nbsp; 89022 |
| \* | Hexatronic Group AB | 24995 | &nbsp;&nbsp; 53089 |
|  | Humana AB | 10660 | &nbsp;&nbsp; 40293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Husqvarna AB <br> (HUSQB SS), <br> Class B<br>| 47278 | &nbsp;&nbsp; 256063 |
|  | Instalco AB | 31430 | &nbsp;&nbsp; 82299 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Petroleum Corp. <br> (IPCO CN)<br>| 952 | &nbsp;&nbsp; 15871 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Petroleum Corp. <br> (IPCO SS)<br>| 23523 | &nbsp;&nbsp; 393958 |
|  | Inwido AB | 16464 | &nbsp;&nbsp; 306116 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ITAB Shop Concept <br> AB<br>| 7249 | &nbsp;&nbsp; 12840 |
|  | JM AB | 10038 | &nbsp;&nbsp; 143844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kabe Group AB, <br> Class B<br>| 1056 | &nbsp;&nbsp; 27679 |
| \* | Karnov Group AB | 14750 | &nbsp;&nbsp; 174802 |
| \* | K-fast Holding AB | 18363 | &nbsp;&nbsp; 30941 |
|  | KNOW IT AB | 5006 | &nbsp;&nbsp; 59792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lindab International <br> AB<br>| 24204 | &nbsp;&nbsp; 508734 |
|  | Loomis AB | 18184 | &nbsp;&nbsp; 718983 |
|  | MEKO AB | 13313 | &nbsp;&nbsp; 116427 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Modern Times Group <br> MTG AB, Class B<br>| 19566 | &nbsp;&nbsp; 201150 |
|  | NCC AB, Class B | 22628 | &nbsp;&nbsp; 428468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nederman Holding <br> AB<br>| 1482 | &nbsp;&nbsp; 25710 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Net Insight AB, <br> Class B<br>| 90172 | &nbsp;&nbsp; 37275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Wave Group AB, <br> Class B<br>| 30204 | &nbsp;&nbsp; 361722 |
|  | Nolato AB, Class B | 45704 | &nbsp;&nbsp; 270359 |
| \* | Norion Bank AB | 15589 | &nbsp;&nbsp; 99607 |
|  | Note AB | 2568 | &nbsp;&nbsp; 50185 |
| \* | Ovzon AB | 13228 | &nbsp;&nbsp; 56288 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | Peab AB, Class B | 48837 | &nbsp;&nbsp; $367282 |
|  | Prevas AB, Class B | 2525 | &nbsp;&nbsp; 19077 |
| \* | Pricer AB, Class B | 39613 | &nbsp;&nbsp; 18298 |
|  | Proact IT Group AB | 6249 | &nbsp;&nbsp; 62202 |
|  | Ratos AB, Class B | 51154 | &nbsp;&nbsp; 181090 |
|  | Rejlers AB | 4772 | &nbsp;&nbsp; 96981 |
|  | Scandi Standard AB | 13354 | &nbsp;&nbsp; 129038 |
| \* | Sdiptech AB, Class B | 5442 | &nbsp;&nbsp; 109394 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sensys Gatso Group <br> AB<br>| 2295 | &nbsp;&nbsp; 9778 |
| \*Ω | Sinch AB | 139329 | &nbsp;&nbsp; 478310 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sivers <br> Semiconductors AB<br>| 35338 | &nbsp;&nbsp; 13001 |
|  | SkiStar AB | 8658 | &nbsp;&nbsp; 136584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SSAB AB (SSABA <br> SS), Class A<br>| 33166 | &nbsp;&nbsp; 191257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SSAB AB (SSABB <br> SS), Class B<br>| 116329 | &nbsp;&nbsp; 657453 |
| \* | Stillfront Group AB | 104492 | &nbsp;&nbsp; 54156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Storskogen Group AB, <br> Class B<br>| 339933 | &nbsp;&nbsp; 394536 |
|  | Systemair AB | 4846 | &nbsp;&nbsp; 46868 |
|  | TF Bank AB | 4086 | &nbsp;&nbsp; 56232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VBG Group AB, <br> Class B<br>| 5465 | &nbsp;&nbsp; 157019 |
| \* | Vestum AB | 17354 | &nbsp;&nbsp; 17049 |
|  | Vitrolife AB | 2056 | &nbsp;&nbsp; 30213 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Volvo Car AB, <br> Class B<br>| 76233 | &nbsp;&nbsp; 145789 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | &nbsp;&nbsp; 14716249 |
| SWITZERLAND — (5.0%) | SWITZERLAND — (5.0%) | SWITZERLAND — (5.0%) | SWITZERLAND — (5.0%) |
|  | Adecco Group AG | 33852 | &nbsp;&nbsp; 1065937 |
|  | Allreal Holding AG | 4110 | &nbsp;&nbsp; 929618 |
|  | ALSO Holding AG | 1088 | &nbsp;&nbsp; 328608 |
| \* | ams-OSRAM AG | 1068 | &nbsp;&nbsp; 14077 |
|  | Arbonia AG | 14421 | &nbsp;&nbsp; 97671 |
| \* | Aryzta AG | 4022 | &nbsp;&nbsp; 377441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Autoneum Holding <br> AG<br>| 1237 | &nbsp;&nbsp; 219456 |
|  | Avolta AG | 19397 | &nbsp;&nbsp; 1008325 |
|  | Baloise Holding AG | 13750 | &nbsp;&nbsp; 3295392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banque Cantonale de <br> Geneve<br>| 625 | &nbsp;&nbsp; 185072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banque Cantonale <br> Vaudoise<br>| 6965 | &nbsp;&nbsp; 806019 |
|  | Barry Callebaut AG | 445 | &nbsp;&nbsp; 541920 |
|  | Bell Food Group AG | 708 | &nbsp;&nbsp; 224155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Berner Kantonalbank <br> AG<br>| 1473 | &nbsp;&nbsp; 460434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bossard Holding AG, <br> Class A<br>| 325 | &nbsp;&nbsp; 68879 |
|  | Bucher Industries AG | 1630 | &nbsp;&nbsp; 769765 |
|  | Bystronic AG | 62 | &nbsp;&nbsp; 30690 |
|  | Calida Holding AG | 95 | &nbsp;&nbsp; 1676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carlo Gavazzi Holding <br> AG<br>| 128 | &nbsp;&nbsp; 29165 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cembra Money Bank <br> AG<br>| 7891 | &nbsp;&nbsp; $885609 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cicor Technologies <br> Ltd.<br>| 570 | &nbsp;&nbsp; 141287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie Financiere <br> Tradition SA<br>| 719 | &nbsp;&nbsp; 208148 |
|  | Clariant AG | 34869 | &nbsp;&nbsp; 357859 |
|  | Coltene Holding AG | 645 | &nbsp;&nbsp; 41440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COSMO <br> Pharmaceuticals <br> NV<br>| 1366 | &nbsp;&nbsp; 97991 |
|  | CPH Group AG | 125 | &nbsp;&nbsp; 11611 |
|  | DKSH Holding AG | 8596 | &nbsp;&nbsp; 594416 |
| #\* | DocMorris AG | 1196 | &nbsp;&nbsp; 11199 |
|  | EFG International AG | 30301 | &nbsp;&nbsp; 600586 |
|  | Emmi AG | 145 | &nbsp;&nbsp; 131987 |
|  | Flughafen Zurich AG | 4933 | &nbsp;&nbsp; 1390300 |
|  | Forbo Holding AG | 220 | &nbsp;&nbsp; 208673 |
| Ω | Galenica AG | 11811 | &nbsp;&nbsp; 1253497 |
|  | Helvetia Holding AG | 9919 | &nbsp;&nbsp; 2385336 |
|  | Huber & Suhner AG | 4114 | &nbsp;&nbsp; 549326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hypothekarbank <br> Lenzburg AG<br>| 21 | &nbsp;&nbsp; 105375 |
|  | Implenia AG | 3965 | &nbsp;&nbsp; 266882 |
|  | Interroll Holding AG | 18 | &nbsp;&nbsp; 50687 |
|  | Investis Holding SA | 877 | &nbsp;&nbsp; 135549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IVF Hartmann Holding <br> AG<br>| 80 | &nbsp;&nbsp; 13772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Julius Baer Group <br> Ltd.<br>| 47004 | &nbsp;&nbsp; 3180491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jungfraubahn Holding <br> AG<br>| 1508 | &nbsp;&nbsp; 376241 |
| \* | Komax Holding AG | 459 | &nbsp;&nbsp; 62827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Landis & Gyr Group <br> AG<br>| 5296 | &nbsp;&nbsp; 432441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liechtensteinische <br> Landesbank AG<br>| 3370 | &nbsp;&nbsp; 360244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luzerner <br> Kantonalbank AG<br>| 4501 | &nbsp;&nbsp; 406039 |
| Ω | Medmix AG | 5303 | &nbsp;&nbsp; 77508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meier Tobler Group <br> AG<br>| 1437 | &nbsp;&nbsp; 64324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metall Zug AG, <br> Class B<br>| 47 | &nbsp;&nbsp; 57727 |
|  | Mikron Holding AG | 2269 | &nbsp;&nbsp; 51109 |
|  | Mobimo Holding AG | 2212 | &nbsp;&nbsp; 866337 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Montana Aerospace <br> AG<br>| 6067 | &nbsp;&nbsp; 211313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Naturenergie Holding <br> AG<br>| 4333 | &nbsp;&nbsp; 176287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OC Oerlikon Corp. AG <br> Pfaffikon<br>| 36629 | &nbsp;&nbsp; 178953 |
|  | Orell Fuessli AG | 25 | &nbsp;&nbsp; 3228 |
|  | Phoenix Mecano AG | 199 | &nbsp;&nbsp; 112487 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; PolyPeptide Group <br> AG<br>| 2356 | &nbsp;&nbsp; 65530 |
|  | Rieter Holding AG | 376 | &nbsp;&nbsp; 28671 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandoz Group AG <br> (SDZ SW)<br>| 51632 | &nbsp;&nbsp; $2952777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schweiter <br> Technologies AG<br>| 142 | &nbsp;&nbsp; 65544 |
|  | SFS Group AG | 1096 | &nbsp;&nbsp; 141632 |
|  | Siegfried Holding AG | 499 | &nbsp;&nbsp; 55791 |
|  | SIG Group AG | 56125 | &nbsp;&nbsp; 908034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; St. Galler <br> Kantonalbank AG<br>| 851 | &nbsp;&nbsp; 519248 |
|  | Stadler Rail AG | 8814 | &nbsp;&nbsp; 232925 |
|  | Sulzer AG | 2788 | &nbsp;&nbsp; 536441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swatch Group AG <br> (UHR SW)<br>| 4948 | &nbsp;&nbsp; 875089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swatch Group AG <br> (UHRN SW)<br>| 9196 | &nbsp;&nbsp; 334949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swiss Life Holding <br> AG<br>| 122 | &nbsp;&nbsp; 126367 |
|  | Swiss Prime Site AG | 17654 | &nbsp;&nbsp; 2441702 |
|  | Tecan Group AG | 1206 | &nbsp;&nbsp; 238778 |
|  | TX Group AG | 895 | &nbsp;&nbsp; 243329 |
| \* | u-blox Holding AG | 1589 | &nbsp;&nbsp; 197866 |
|  | Valiant Holding AG | 4972 | &nbsp;&nbsp; 782581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vaudoise Assurances <br> Holding SA<br>| 279 | &nbsp;&nbsp; 215331 |
|  | Vetropack Holding AG | 3488 | &nbsp;&nbsp; 128657 |
|  | Vontobel Holding AG | 7402 | &nbsp;&nbsp; 539709 |
|  | VP Bank AG, Class A | 966 | &nbsp;&nbsp; 92240 |
|  | V-ZUG Holding AG | 335 | &nbsp;&nbsp; 21474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Walliser <br> Kantonalbank<br>| 1138 | &nbsp;&nbsp; 176544 |
|  | Zehnder Group AG | 1362 | &nbsp;&nbsp; 120001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zug Estates Holding <br> AG, Class B<br>| 79 | &nbsp;&nbsp; 208193 |
|  | Zuger Kantonalbank | 35 | &nbsp;&nbsp; 368485 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | &nbsp;&nbsp; 39131274 |
| TAIWAN — (4.9%) | TAIWAN — (4.9%) | TAIWAN — (4.9%) | TAIWAN — (4.9%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aaeon Technology, <br> Inc.<br>| 4000 | &nbsp;&nbsp; 16109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ability Enterprise Co. <br> Ltd.<br>| 35000 | &nbsp;&nbsp; 69552 |
|  | AcBel Polytech, Inc. | 69687 | &nbsp;&nbsp; 64012 |
|  | Acer, Inc. | 554000 | &nbsp;&nbsp; 591872 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ACES Electronic Co. <br> Ltd.<br>| 19323 | &nbsp;&nbsp; 36688 |
| \* | Acon Holding, Inc. | 57415 | &nbsp;&nbsp; 15444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Action Electronics Co. <br> Ltd.<br>| 34000 | &nbsp;&nbsp; 14414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ADATA Technology <br> Co. Ltd.<br>| 37384 | &nbsp;&nbsp; 113364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced <br> International <br> Multitech Co. Ltd.<br>| 24000 | &nbsp;&nbsp; 51544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Power <br> Electronics Corp.<br>| 4000 | &nbsp;&nbsp; 10739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advancetek Enterprise <br> Co. Ltd.<br>| 13000 | &nbsp;&nbsp; 30335 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Allmind Holdings <br> Corp.<br>| 7000 | &nbsp;&nbsp; $11399 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alltek Technology <br> Corp.<br>| 32000 | &nbsp;&nbsp; 38338 |
| Alpha Networks, Inc. | 37000 | &nbsp;&nbsp; 32649 |
| Altek Corp. | 52824 | &nbsp;&nbsp; 70794 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amazing <br> Microelectronic <br> Corp.<br>| 13000 | &nbsp;&nbsp; 27673 |
| AMPACS Corp. | 8000 | &nbsp;&nbsp; 8270 |
| Ampire Co. Ltd. | 9000 | &nbsp;&nbsp; 8155 |
| &nbsp;&nbsp;&nbsp;&nbsp; AmTRAN Technology <br> Co. Ltd.<br>| 36000 | &nbsp;&nbsp; 15873 |
| &nbsp;&nbsp;&nbsp;&nbsp; Anji Technology Co. <br> Ltd.<br>| 8000 | &nbsp;&nbsp; 8581 |
| &nbsp;&nbsp;&nbsp;&nbsp; Apacer Technology, <br> Inc.<br>| 19000 | &nbsp;&nbsp; 36645 |
| &nbsp;&nbsp;&nbsp;&nbsp; APAQ Technology Co. <br> Ltd.<br>| 6000 | &nbsp;&nbsp; 20805 |
| &nbsp;&nbsp;&nbsp;&nbsp; Apex Biotechnology <br> Corp.<br>| 14000 | &nbsp;&nbsp; 13448 |
| &nbsp;&nbsp;&nbsp;&nbsp; Apex Science & <br> Engineering<br>| 23929 | &nbsp;&nbsp; 9657 |
| &nbsp;&nbsp;&nbsp;&nbsp; ARBOR Technology <br> Corp.<br>| 9000 | &nbsp;&nbsp; 12318 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arcadyan Technology <br> Corp.<br>| 5000 | &nbsp;&nbsp; 36950 |
| Ardentec Corp. | 68430 | &nbsp;&nbsp; 171962 |
| &nbsp;&nbsp;&nbsp;&nbsp; Asia Electronic <br> Material Co. Ltd.<br>| 19000 | &nbsp;&nbsp; 12284 |
| Asia Optical Co., Inc. | 9000 | &nbsp;&nbsp; 38844 |
| Asia Tech Image, Inc. | 13000 | &nbsp;&nbsp; 33482 |
| &nbsp;&nbsp;&nbsp;&nbsp; ATE Energy <br> International Co. <br> Ltd.<br>| 11000 | &nbsp;&nbsp; 10283 |
| AUO Corp. (2409 TT) | 755200 | &nbsp;&nbsp; 301077 |
| Axiomtek Co. Ltd. | 4000 | &nbsp;&nbsp; 11255 |
| &nbsp;&nbsp;&nbsp;&nbsp; Azurewave <br> Technologies, Inc.<br>| 18000 | &nbsp;&nbsp; 35119 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank of Kaohsiung <br> Co. Ltd.<br>| 213393 | &nbsp;&nbsp; 83441 |
| &nbsp;&nbsp;&nbsp;&nbsp; BES Engineering <br> Corp.<br>| 293000 | &nbsp;&nbsp; 108485 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bin Chuan Enterprise <br> Co. Ltd.<br>| 17000 | &nbsp;&nbsp; 27142 |
| Bizlink Holding, Inc. | 2038 | &nbsp;&nbsp; 61296 |
| Bon Fame Co. Ltd. | 5000 | &nbsp;&nbsp; 10156 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brave C&H Supply <br> Co. Ltd.<br>| 4000 | &nbsp;&nbsp; 11318 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brightek <br> Optoelectronic Co. <br> Ltd.<br>| 14000 | &nbsp;&nbsp; 22091 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brighton-Best <br> International <br> Taiwan, Inc.<br>| 54000 | &nbsp;&nbsp; 62991 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cameo <br> Communications, <br> Inc.<br>| 38531 | &nbsp;&nbsp; $11538 |
|  | Capital Futures Corp. | 21902 | &nbsp;&nbsp; 35553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capital Securities <br> Corp.<br>| 211000 | &nbsp;&nbsp; 142678 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Career Technology <br> MFG. Co. Ltd.<br>| 78906 | &nbsp;&nbsp; 37487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Castles Technology <br> Co. Ltd.<br>| 11000 | &nbsp;&nbsp; 25852 |
|  | Caswell, Inc. | 4000 | &nbsp;&nbsp; 11120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Real Estate <br> Development Co. <br> Ltd.<br>| 93600 | &nbsp;&nbsp; 58208 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CCP Contact Probes <br> Co. Ltd.<br>| 17455 | &nbsp;&nbsp; 17833 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Celxpert Energy <br> Corp.<br>| 22569 | &nbsp;&nbsp; 25966 |
|  | Cenra, Inc. | 30500 | &nbsp;&nbsp; 34316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Reinsurance <br> Co. Ltd.<br>| 90556 | &nbsp;&nbsp; 70011 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Champion Building <br> Materials Co. Ltd.<br>| 69300 | &nbsp;&nbsp; 23067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chang Hwa <br> Commercial Bank <br> Ltd.<br>| 867145 | &nbsp;&nbsp; 535608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Channel Well <br> Technology Co. <br> Ltd.<br>| 12000 | &nbsp;&nbsp; 35610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chant Sincere Co. <br> Ltd.<br>| 6000 | &nbsp;&nbsp; 8456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CHC Healthcare <br> Group<br>| 20000 | &nbsp;&nbsp; 30682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chen Full International <br> Co. Ltd.<br>| 14000 | &nbsp;&nbsp; 18923 |
|  | Cheng Loong Corp. | 159000 | &nbsp;&nbsp; 96933 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cheng Mei Materials <br> Technology Corp.<br>| 93476 | &nbsp;&nbsp; 43285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cheng Shin Rubber <br> Industry Co. Ltd.<br>| 278000 | &nbsp;&nbsp; 371876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cheng Uei Precision <br> Industry Co. Ltd.<br>| 77000 | &nbsp;&nbsp; 145344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chien Shing Harbour <br> Service Co. Ltd.<br>| 8000 | &nbsp;&nbsp; 12371 |
|  | China Airlines Ltd. | 410000 | &nbsp;&nbsp; 280947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Bills Finance <br> Corp.<br>| 142000 | &nbsp;&nbsp; 71985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China General <br> Plastics Corp.<br>| 64516 | &nbsp;&nbsp; 25672 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Man-Made <br> Fiber Corp.<br>| 197000 | &nbsp;&nbsp; 41810 |
|  | China Metal Products | 53000 | &nbsp;&nbsp; 44062 |
| # | China Motor Corp. | 52000 | &nbsp;&nbsp; 95910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Steel Structure <br> Co. Ltd.<br>| 7000 | &nbsp;&nbsp; 9991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Wire & Cable <br> Co. Ltd.<br>| 26000 | &nbsp;&nbsp; 32954 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chinese Maritime <br> Transport Ltd.<br>| 16710 | &nbsp;&nbsp; $26921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ching Feng Home <br> Fashions Co. Ltd.<br>| 29196 | &nbsp;&nbsp; 19782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chin-Poon Industrial <br> Co. Ltd.<br>| 54000 | &nbsp;&nbsp; 63268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chipbond Technology <br> Corp.<br>| 114000 | &nbsp;&nbsp; 213121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ChipMOS <br> Technologies, Inc. <br> (8150 TT)<br>| 92344 | &nbsp;&nbsp; 79902 |
|  | Chlitina Holding Ltd. | 11000 | &nbsp;&nbsp; 37470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chong Hong <br> Construction Co. <br> Ltd.<br>| 40000 | &nbsp;&nbsp; 109291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chun Yuan Steel <br> Industry Co. Ltd.<br>| 95000 | &nbsp;&nbsp; 62924 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chung Hwa Pulp <br> Corp.<br>| 70015 | &nbsp;&nbsp; 28574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chunghwa Precision <br> Test Tech Co. Ltd.<br>| 2000 | &nbsp;&nbsp; 56510 |
|  | Collins Co. Ltd. | 19000 | &nbsp;&nbsp; 9647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Compal Electronics, <br> Inc.<br>| 871000 | &nbsp;&nbsp; 852363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Compeq <br> Manufacturing Co. <br> Ltd.<br>| 170000 | &nbsp;&nbsp; 369482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Complex Micro <br> Interconnection Co. <br> Ltd.<br>| 8000 | &nbsp;&nbsp; 10812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concord International <br> Securities Co. Ltd.<br>| 50022 | &nbsp;&nbsp; 20012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concord Securities <br> Co. Ltd.<br>| 111449 | &nbsp;&nbsp; 43676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Continental Holdings <br> Corp.<br>| 90000 | &nbsp;&nbsp; 66276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Contrel Technology <br> Co. Ltd.<br>| 15000 | &nbsp;&nbsp; 18677 |
|  | Coretronic Corp. | 54000 | &nbsp;&nbsp; 146199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Co-Tech Development <br> Corp.<br>| 14000 | &nbsp;&nbsp; 54972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coxon Precise <br> Industrial Co. Ltd.<br>| 16000 | &nbsp;&nbsp; 7262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cryomax Cooling <br> System Corp.<br>| 14154 | &nbsp;&nbsp; 13746 |
|  | CTCI Corp. | 67000 | &nbsp;&nbsp; 65324 |
|  | CviLux Corp. | 17000 | &nbsp;&nbsp; 23976 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CX Technology Co. <br> Ltd.<br>| 11000 | &nbsp;&nbsp; 8835 |
|  | Cyberlink Corp. | 5000 | &nbsp;&nbsp; 15606 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CyberTAN Technology, <br> Inc.<br>| 32000 | &nbsp;&nbsp; 27968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DA CIN Construction <br> Co. Ltd.<br>| 44000 | &nbsp;&nbsp; 87851 |
|  | Dafeng TV Ltd. | 12000 | &nbsp;&nbsp; 20382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Da-Li Development <br> Co. Ltd.<br>| 64934 | &nbsp;&nbsp; 98508 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Darfon Electronics <br> Corp.<br>| 37000 | &nbsp;&nbsp; $43232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Darwin Precisions <br> Corp.<br>| 76000 | &nbsp;&nbsp; 27299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; De Licacy Industrial <br> Co. Ltd.<br>| 45000 | &nbsp;&nbsp; 19952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delpha Construction <br> Co. Ltd.<br>| 31000 | &nbsp;&nbsp; 29489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Depo Auto Parts Ind <br> Co. Ltd.<br>| 20000 | &nbsp;&nbsp; 114419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dimerco Express <br> Corp.<br>| 17850 | &nbsp;&nbsp; 45226 |
|  | D-Link Corp. | 67400 | &nbsp;&nbsp; 36971 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Donpon Precision, <br> Inc.<br>| 14000 | &nbsp;&nbsp; 13339 |
|  | Draytek Corp. | 12000 | &nbsp;&nbsp; 12772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dyaco International, <br> Inc.<br>| 21129 | &nbsp;&nbsp; 15026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dynapack <br> International <br> Technology Corp.<br>| 8000 | &nbsp;&nbsp; 61230 |
|  | Eastech Holding Ltd. | 6000 | &nbsp;&nbsp; 18151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; eCloudvalley Digital <br> Technology Co. <br> Ltd.<br>| 12000 | &nbsp;&nbsp; 32017 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Edimax Technology <br> Co. Ltd.<br>| 32000 | &nbsp;&nbsp; 18718 |
|  | Edison Opto Corp. | 28000 | &nbsp;&nbsp; 16255 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Edom Technology Co. <br> Ltd.<br>| 38000 | &nbsp;&nbsp; 32079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elite Semiconductor <br> Microelectronics <br> Technology, Inc.<br>| 18000 | &nbsp;&nbsp; 29920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elitegroup Computer <br> Systems Co. Ltd.<br>| 67000 | &nbsp;&nbsp; 38834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emerging Display <br> Technologies Corp.<br>| 13000 | &nbsp;&nbsp; 9666 |
|  | Ennoconn Corp. | 11000 | &nbsp;&nbsp; 111830 |
|  | Ennostar, Inc. | 73400 | &nbsp;&nbsp; 85881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EnTie Commercial <br> Bank Co. Ltd.<br>| 110000 | &nbsp;&nbsp; 48782 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Epileds Technologies, <br> Inc.<br>| 24000 | &nbsp;&nbsp; 17660 |
|  | Episil-Precision, Inc. | 13000 | &nbsp;&nbsp; 14073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eson Precision Ind <br> Co. Ltd.<br>| 16000 | &nbsp;&nbsp; 34590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eternal Materials Co. <br> Ltd.<br>| 50950 | &nbsp;&nbsp; 47215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eurocharm Holdings <br> Co. Ltd.<br>| 2000 | &nbsp;&nbsp; 8999 |
|  | Eva Airways Corp. | 229648 | &nbsp;&nbsp; 289563 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Everest Textile Co. <br> Ltd.<br>| 77000 | &nbsp;&nbsp; 16315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evergreen <br> International <br> Storage & Transport <br> Corp.<br>| 93000 | &nbsp;&nbsp; 106464 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EVERGREEN Steel <br> Corp.<br>| 28000 | &nbsp;&nbsp; $75378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Everlight Chemical <br> Industrial Corp.<br>| 81450 | &nbsp;&nbsp; 44227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Everlight Electronics <br> Co. Ltd.<br>| 86000 | &nbsp;&nbsp; 198565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Excel Cell Electronic <br> Co. Ltd.<br>| 28000 | &nbsp;&nbsp; 16350 |
|  | Excellence Opto, Inc. | 16000 | &nbsp;&nbsp; 11224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Excelsior Medical Co. <br> Ltd.<br>| 27402 | &nbsp;&nbsp; 76774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far Eastern <br> Department Stores <br> Ltd.<br>| 193000 | &nbsp;&nbsp; 136649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far Eastern <br> International Bank<br>| 482682 | &nbsp;&nbsp; 216504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far Eastern New <br> Century Corp.<br>| 553000 | &nbsp;&nbsp; 530019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Farglory F T Z <br> Investment Holding <br> Co. Ltd.<br>| 9630 | &nbsp;&nbsp; 14414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Farglory Land <br> Development Co. <br> Ltd.<br>| 52000 | &nbsp;&nbsp; 107441 |
| \* | Federal Corp. | 24000 | &nbsp;&nbsp; 16756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Feedback Technology <br> Corp.<br>| 9072 | &nbsp;&nbsp; 30494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Feng Hsin Steel Co. <br> Ltd.<br>| 57000 | &nbsp;&nbsp; 128799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Firich Enterprises Co. <br> Ltd.<br>| 36000 | &nbsp;&nbsp; 30329 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Copper <br> Technology Co. <br> Ltd.<br>| 27000 | &nbsp;&nbsp; 29518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Insurance Co. <br> Ltd. <br>| 37000 | &nbsp;&nbsp; 30436 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Steamship Co. <br> Ltd.<br>| 84806 | &nbsp;&nbsp; 16484 |
| \* | Fittech Co. Ltd. | 5254 | &nbsp;&nbsp; 10472 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; FLEXium <br> Interconnect, Inc.<br>| 35000 | &nbsp;&nbsp; 76313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Advanced <br> Technologies Co. <br> Ltd.<br>| 12000 | &nbsp;&nbsp; 10729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Laboratories, <br> Inc.<br>| 21322 | &nbsp;&nbsp; 47388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Optical <br> Technology Co. <br> Ltd.<br>| 7000 | &nbsp;&nbsp; 30479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Sumco <br> Technology Corp.<br>| 12000 | &nbsp;&nbsp; 35423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosan Union <br> Chemical Corp.<br>| 58179 | &nbsp;&nbsp; 34323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Founding Construction <br> & Development Co. <br> Ltd.<br>| 24000 | &nbsp;&nbsp; 13319 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foxsemicon <br> Integrated <br> Technology, Inc.<br>| 3000 | &nbsp;&nbsp; $30376 |
|  | Franbo Lines Corp. | 22000 | &nbsp;&nbsp; 13622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Froch Enterprise Co. <br> Ltd.<br>| 18000 | &nbsp;&nbsp; 8750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fu Chun Shin <br> Machinery <br> Manufacture Co. <br> Ltd.<br>| 41177 | &nbsp;&nbsp; 21276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fu Hua Innovation Co. <br> Ltd.<br>| 44379 | &nbsp;&nbsp; 49363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fulgent Sun <br> International <br> Holding Co. Ltd.<br>| 24945 | &nbsp;&nbsp; 85189 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fulltech Fiber Glass <br> Corp.<br>| 82958 | &nbsp;&nbsp; 149729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; G Shank Enterprise <br> Co. Ltd.<br>| 16296 | &nbsp;&nbsp; 43439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gamania Digital <br> Entertainment Co. <br> Ltd.<br>| 19000 | &nbsp;&nbsp; 40619 |
|  | GEM Services, Inc. | 11000 | &nbsp;&nbsp; 24879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gemtek Technology <br> Corp.<br>| 73000 | &nbsp;&nbsp; 58316 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; General Interface <br> Solution GIS <br> Holding Ltd.<br>| 18000 | &nbsp;&nbsp; 27511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; General Plastic <br> Industrial Co. Ltd.<br>| 13000 | &nbsp;&nbsp; 13150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genius Electronic <br> Optical Co. Ltd.<br>| 6000 | &nbsp;&nbsp; 86411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genmont Biotech, <br> Inc.<br>| 14000 | &nbsp;&nbsp; 9437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genovate <br> Biotechnology Co. <br> Ltd.<br>| 12360 | &nbsp;&nbsp; 7526 |
|  | GeoVision, Inc. | 8900 | &nbsp;&nbsp; 14437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Giant Manufacturing <br> Co. Ltd.<br>| 34000 | &nbsp;&nbsp; 130226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Giantplus Technology <br> Co. Ltd.<br>| 73000 | &nbsp;&nbsp; 32649 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gigasolar Materials <br> Corp.<br>| 5000 | &nbsp;&nbsp; 12087 |
| \* | Gigastorage Corp. | 46000 | &nbsp;&nbsp; 18793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Brands <br> Manufacture Ltd.<br>| 71240 | &nbsp;&nbsp; 272625 |
|  | Global PMX Co. Ltd. | 8000 | &nbsp;&nbsp; 31167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Globaltek Fabrication <br> Co. Ltd.<br>| 6000 | &nbsp;&nbsp; 10988 |
|  | Globalwafers Co. Ltd. | 32000 | &nbsp;&nbsp; 363232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Globe Union Industrial <br> Corp.<br>| 48910 | &nbsp;&nbsp; 16207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gloria Material <br> Technology Corp.<br>| 47000 | &nbsp;&nbsp; 58180 |
|  | GMI Technology, Inc. | 16247 | &nbsp;&nbsp; 24116 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldsun Building <br> Materials Co. Ltd.<br>| 77520 | &nbsp;&nbsp; $95643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Good Will Instrument <br> Co. Ltd.<br>| 16000 | &nbsp;&nbsp; 24166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gordon Auto Body <br> Parts<br>| 33000 | &nbsp;&nbsp; 30499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gourmet Master Co. <br> Ltd.<br>| 14000 | &nbsp;&nbsp; 37533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grand Fortune <br> Securities Co. Ltd.<br>| 45139 | &nbsp;&nbsp; 16715 |
|  | Grape King Bio Ltd. | 18000 | &nbsp;&nbsp; 77793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great China Metal <br> Industry<br>| 26000 | &nbsp;&nbsp; 18662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Wall Enterprise <br> Co. Ltd.<br>| 83000 | &nbsp;&nbsp; 169246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greatek Electronics, <br> Inc.<br>| 22000 | &nbsp;&nbsp; 45187 |
|  | GTM Holdings Corp. | 21000 | &nbsp;&nbsp; 21662 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hai Kwang Enterprise <br> Corp.<br>| 16800 | &nbsp;&nbsp; 9012 |
|  | Harvatek Corp. | 29000 | &nbsp;&nbsp; 16701 |
|  | Hey Song Corp. | 61000 | &nbsp;&nbsp; 81385 |
|  | Highlight Tech Corp. | 6400 | &nbsp;&nbsp; 9264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Highwealth <br> Construction Corp.<br>| 45100 | &nbsp;&nbsp; 61625 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hitron Technology, <br> Inc.<br>| 14000 | &nbsp;&nbsp; 10447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hiyes International <br> Co. Ltd.<br>| 7136 | &nbsp;&nbsp; 20779 |
|  | Hocheng Corp. | 45920 | &nbsp;&nbsp; 25163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Pu Real Estate <br> Development Co. <br> Ltd.<br>| 47000 | &nbsp;&nbsp; 42824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong TAI Electric <br> Industrial<br>| 39000 | &nbsp;&nbsp; 47627 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hota Industrial <br> Manufacturing Co. <br> Ltd.<br>| 39000 | &nbsp;&nbsp; 70928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hsin Kuang Steel Co. <br> Ltd.<br>| 18000 | &nbsp;&nbsp; 24378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hu Lane Associate, <br> Inc.<br>| 3075 | &nbsp;&nbsp; 13685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HUA ENG Wire & <br> Cable Co. Ltd.<br>| 75000 | &nbsp;&nbsp; 65986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaku Development <br> Co. Ltd.<br>| 48510 | &nbsp;&nbsp; 154315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huang Hsiang <br> Construction Corp.<br>| 34934 | &nbsp;&nbsp; 45560 |
|  | Huikwang Corp. | 9000 | &nbsp;&nbsp; 7987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hung Ching <br> Development & <br> Construction Co. <br> Ltd.<br>| 33000 | &nbsp;&nbsp; 29532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hung Sheng <br> Construction Ltd.<br>| 88352 | &nbsp;&nbsp; 67922 |
|  | Huxen Corp. | 7000 | &nbsp;&nbsp; 11543 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hwa Fong Rubber <br> Industrial Co. Ltd.<br>| 72117 | &nbsp;&nbsp; $39032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hwacom Systems, <br> Inc.<br>| 18000 | &nbsp;&nbsp; 13259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ibase Technology, <br> Inc.<br>| 5000 | &nbsp;&nbsp; 8961 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; IBF Financial Holdings <br> Co. Ltd.<br>| 543536 | &nbsp;&nbsp; 263884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ichia Technologies, <br> Inc.<br>| 56000 | &nbsp;&nbsp; 76318 |
|  | Innolux Corp. | 1312663 | &nbsp;&nbsp; 503446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inpaq Technology Co. <br> Ltd.<br>| 17000 | &nbsp;&nbsp; 38644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Integrated Service <br> Technology, Inc.<br>| 8000 | &nbsp;&nbsp; 32460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iron Force Industrial <br> Co. Ltd.<br>| 8148 | &nbsp;&nbsp; 22789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; I-Sheng Electric Wire <br> & Cable Co. Ltd.<br>| 16000 | &nbsp;&nbsp; 26534 |
|  | ITEQ Corp. | 34000 | &nbsp;&nbsp; 114224 |
|  | Jean Co. Ltd. | 48940 | &nbsp;&nbsp; 43108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jetway Information <br> Co. Ltd.<br>| 6750 | &nbsp;&nbsp; 9064 |
|  | Jia Wei Lifestyle, Inc. | 7350 | &nbsp;&nbsp; 11079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiin Yeeh Ding <br> Enterprise Co. Ltd.<br>| 8800 | &nbsp;&nbsp; 17951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Health Tech <br> Co. Ltd.<br>| 8000 | &nbsp;&nbsp; 40477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; K Laser Technology, <br> Inc.<br>| 43000 | &nbsp;&nbsp; 23635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kedge Construction <br> Co. Ltd.<br>| 10450 | &nbsp;&nbsp; 29544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KEE TAI Properties <br> Co. Ltd.<br>| 82215 | &nbsp;&nbsp; 34565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kenda Rubber <br> Industrial Co. Ltd.<br>| 83111 | &nbsp;&nbsp; 62803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kerry TJ Logistics Co. <br> Ltd.<br>| 32000 | &nbsp;&nbsp; 35946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kindom Development <br> Co. Ltd.<br>| 64300 | &nbsp;&nbsp; 107183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; King Chou Marine <br> Technology Co. <br> Ltd.<br>| 10200 | &nbsp;&nbsp; 14625 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; King's Town Bank Co. <br> Ltd.<br>| 148000 | &nbsp;&nbsp; 266866 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; King's Town <br> Construction Co. <br> Ltd.<br>| 27000 | &nbsp;&nbsp; 37246 |
|  | Kinko Optical Co. Ltd. | 36769 | &nbsp;&nbsp; 31358 |
|  | Kinpo Electronics | 221000 | &nbsp;&nbsp; 131799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinsus Interconnect <br> Technology Corp.<br>| 48000 | &nbsp;&nbsp; 163101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KMC Kuei Meng <br> International, Inc.<br>| 6000 | &nbsp;&nbsp; 18827 |
|  | KS Terminals, Inc. | 6000 | &nbsp;&nbsp; 10216 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kung Sing <br> Engineering Corp.<br>| 74426 | &nbsp;&nbsp; 27937 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuo Toong <br> International Co. <br> Ltd.<br>| 19551 | &nbsp;&nbsp; $33001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kwong Lung <br> Enterprise Co. Ltd.<br>| 21000 | &nbsp;&nbsp; 33259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lanner Electronics, <br> Inc.<br>| 4000 | &nbsp;&nbsp; 10625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leadtrend Technology <br> Corp.<br>| 7501 | &nbsp;&nbsp; 10591 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lealea Enterprise Co. <br> Ltd.<br>| 159120 | &nbsp;&nbsp; 35006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LEE CHI Enterprises <br> Co. Ltd.<br>| 37000 | &nbsp;&nbsp; 13012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lelon Electronics <br> Corp.<br>| 18508 | &nbsp;&nbsp; 47238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lemtech Holdings Co. <br> Ltd.<br>| 5000 | &nbsp;&nbsp; 13236 |
|  | Leo Systems, Inc. | 10000 | &nbsp;&nbsp; 9030 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Leofoo Development <br> Co. Ltd.<br>| 17000 | &nbsp;&nbsp; 9591 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Li Peng Enterprise <br> Co. Ltd.<br>| 113000 | &nbsp;&nbsp; 22521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lingsen Precision <br> Industries Ltd.<br>| 69000 | &nbsp;&nbsp; 33793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liton Technology <br> Corp.<br>| 9000 | &nbsp;&nbsp; 10006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Long Da Construction <br> & Development <br> Corp.<br>| 42000 | &nbsp;&nbsp; 39177 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Longchen Paper & <br> Packaging Co. Ltd.<br>| 88485 | &nbsp;&nbsp; 30352 |
|  | Longwell Co. | 11000 | &nbsp;&nbsp; 39056 |
|  | Lucky Cement Corp. | 46000 | &nbsp;&nbsp; 21616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lumax International <br> Corp. Ltd.<br>| 13500 | &nbsp;&nbsp; 43745 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lung Yen Life Service <br> Corp.<br>| 30000 | &nbsp;&nbsp; 58805 |
|  | Macroblock, Inc. | 3000 | &nbsp;&nbsp; 6310 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Macronix International <br> Co. Ltd.<br>| 306000 | &nbsp;&nbsp; 192413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mayer Steel Pipe <br> Corp.<br>| 32400 | &nbsp;&nbsp; 24946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercuries & <br> Associates Holding <br> Ltd.<br>| 76680 | &nbsp;&nbsp; 30979 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mercuries Life <br> Insurance Co. Ltd.<br>| 662351 | &nbsp;&nbsp; 115847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Merida Industry Co. <br> Ltd.<br>| 25000 | &nbsp;&nbsp; 96585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Merry Electronics Co. <br> Ltd.<br>| 23046 | &nbsp;&nbsp; 87403 |
|  | METAAGE Corp. | 8000 | &nbsp;&nbsp; 14023 |
|  | Mildef Crete, Inc. | 10000 | &nbsp;&nbsp; 37119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MIN AIK Technology <br> Co. Ltd.<br>| 44000 | &nbsp;&nbsp; 29489 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MOSA Industrial <br> Corp.<br>| 19307 | &nbsp;&nbsp; 9510 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | Mosel Vitelic, Inc. | 13000 | &nbsp;&nbsp; $8996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motech Industries, <br> Inc.<br>| 29000 | &nbsp;&nbsp; 17402 |
|  | MSSCORPS Co. Ltd. | 4320 | &nbsp;&nbsp; 19477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nak Sealing <br> Technologies Corp.<br>| 10000 | &nbsp;&nbsp; 37161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Namchow Holdings <br> Co. Ltd.<br>| 32000 | &nbsp;&nbsp; 43229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nan Liu Enterprise <br> Co. Ltd.<br>| 4000 | &nbsp;&nbsp; 7837 |
|  | Nan Ya Plastics Corp. | 492000 | &nbsp;&nbsp; 671037 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nanya Technology <br> Corp.<br>| 186000 | &nbsp;&nbsp; 273824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Best Wire <br> Industrial Co. Ltd.<br>| 19000 | &nbsp;&nbsp; 18439 |
|  | Nichidenbo Corp. | 14000 | &nbsp;&nbsp; 35372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Niko Semiconductor <br> Co. Ltd.<br>| 18513 | &nbsp;&nbsp; 25732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nuvoton Technology <br> Corp.<br>| 31000 | &nbsp;&nbsp; 70791 |
|  | O-Bank Co. Ltd. | 224375 | &nbsp;&nbsp; 67959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ocean Plastics Co. <br> Ltd.<br>| 35000 | &nbsp;&nbsp; 43129 |
|  | OK Biotech Co. Ltd. | 20036 | &nbsp;&nbsp; 10590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Optimax Technology <br> Corp.<br>| 35000 | &nbsp;&nbsp; 29135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orient Europharma <br> Co. Ltd.<br>| 7000 | &nbsp;&nbsp; 11949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orient Semiconductor <br> Electronics Ltd.<br>| 54000 | &nbsp;&nbsp; 69607 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Union <br> Chemical Corp.<br>| 66000 | &nbsp;&nbsp; 27553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; O-TA Precision <br> Industry Co. Ltd.<br>| 8000 | &nbsp;&nbsp; 13996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Hospital <br> Supply Co. Ltd.<br>| 6000 | &nbsp;&nbsp; 17863 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Paiho Shih Holdings <br> Corp.<br>| 16800 | &nbsp;&nbsp; 11227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan German <br> Universal Motors <br> Ltd.<br>| 4000 | &nbsp;&nbsp; 44597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan Jit International, <br> Inc.<br>| 43000 | &nbsp;&nbsp; 67767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan-International <br> Industrial Corp.<br>| 67000 | &nbsp;&nbsp; 95990 |
|  | Parpro Corp. | 17000 | &nbsp;&nbsp; 31075 |
| \* | PChome Online, Inc. | 17000 | &nbsp;&nbsp; 18513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PCL Technologies, <br> Inc.<br>| 9000 | &nbsp;&nbsp; 26789 |
|  | Pegatron Corp. | 188000 | &nbsp;&nbsp; 500488 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Phihong Technology <br> Co. Ltd.<br>| 42000 | &nbsp;&nbsp; 30669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phoenix Silicon <br> International Corp.<br>| 11000 | &nbsp;&nbsp; 46440 |
|  | Pixart Imaging, Inc. | 4000 | &nbsp;&nbsp; 25932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Posiflex Technology, <br> Inc.<br>| 4000 | &nbsp;&nbsp; 33172 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Powerchip <br> Semiconductor <br> Manufacturing <br> Corp.<br>| 362000 | &nbsp;&nbsp; $180332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Powertech <br> Technology, Inc.<br>| 123000 | &nbsp;&nbsp; 513763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; President Securities <br> Corp.<br>| 183098 | &nbsp;&nbsp; 115397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Primax Electronics <br> Ltd.<br>| 69000 | &nbsp;&nbsp; 167229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prince Housing & <br> Development Corp.<br>| 185000 | &nbsp;&nbsp; 56278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Promate Electronic <br> Co. Ltd.<br>| 13199 | &nbsp;&nbsp; 26281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prosperity Dielectrics <br> Co. Ltd.<br>| 20000 | &nbsp;&nbsp; 25337 |
|  | Qisda Corp. | 38000 | &nbsp;&nbsp; 32770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; QST International <br> Corp.<br>| 13024 | &nbsp;&nbsp; 22785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qualipoly Chemical <br> Corp.<br>| 18900 | &nbsp;&nbsp; 44003 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Quintain Steel Co. <br> Ltd.<br>| 62532 | &nbsp;&nbsp; 20153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Radiant <br> Opto-Electronics <br> Corp.<br>| 5000 | &nbsp;&nbsp; 22983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Radium Life Tech Co. <br> Ltd.<br>| 168209 | &nbsp;&nbsp; 63327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Raydium <br> Semiconductor <br> Corp.<br>| 5000 | &nbsp;&nbsp; 58027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rechi Precision Co. <br> Ltd.<br>| 59000 | &nbsp;&nbsp; 47022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rexon Industrial Corp. <br> Ltd.<br>| 20000 | &nbsp;&nbsp; 20041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rich Development Co. <br> Ltd.<br>| 136990 | &nbsp;&nbsp; 40284 |
| \* | Ritek Corp. | 110724 | &nbsp;&nbsp; 37625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ruentex Development <br> Co. Ltd.<br>| 263000 | &nbsp;&nbsp; 262534 |
|  | Sampo Corp. | 58800 | &nbsp;&nbsp; 48947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; San Fang Chemical <br> Industry Co. Ltd.<br>| 15000 | &nbsp;&nbsp; 17099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanyang Motor Co. <br> Ltd.<br>| 30000 | &nbsp;&nbsp; 62061 |
|  | Savior Lifetec Corp. | 58000 | &nbsp;&nbsp; 36145 |
|  | Scan-D Corp. | 6000 | &nbsp;&nbsp; 5789 |
|  | SCI Pharmtech, Inc. | 8000 | &nbsp;&nbsp; 15409 |
|  | SDI Corp. | 14000 | &nbsp;&nbsp; 34364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sea Sonic Electronics <br> Co. Ltd.<br>| 1000 | &nbsp;&nbsp; 2468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Senao International <br> Co. Ltd.<br>| 22000 | &nbsp;&nbsp; 22129 |
|  | Senao Networks, Inc. | 5815 | &nbsp;&nbsp; 31392 |
|  | Sercomm Corp. | 26000 | &nbsp;&nbsp; 86725 |
|  | Sesoda Corp. | 29000 | &nbsp;&nbsp; 30294 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Commercial <br> & Savings Bank <br> Ltd.<br>| 405000 | &nbsp;&nbsp; $581436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sharehope Medicine <br> Co. Ltd.<br>| 12038 | &nbsp;&nbsp; 10893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ShenMao Technology, <br> Inc.<br>| 22000 | &nbsp;&nbsp; 57396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shih Her <br> Technologies, Inc.<br>| 10000 | &nbsp;&nbsp; 51466 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shih Wei Navigation <br> Co. Ltd.<br>| 61790 | &nbsp;&nbsp; 31969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shihlin Electric & <br> Engineering Corp.<br>| 5000 | &nbsp;&nbsp; 29567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin Zu Shing Co. <br> Ltd.<br>| 6926 | &nbsp;&nbsp; 53854 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shining Building <br> Business Co. Ltd.<br>| 102444 | &nbsp;&nbsp; 31918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinkong Insurance <br> Co. Ltd.<br>| 36000 | &nbsp;&nbsp; 114076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinkong Synthetic <br> Fibers Corp.<br>| 160000 | &nbsp;&nbsp; 68700 |
|  | Shuttle, Inc. | 85000 | &nbsp;&nbsp; 45611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sigurd <br> Microelectronics <br> Corp.<br>| 76046 | &nbsp;&nbsp; 196703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Simplo Technology <br> Co. Ltd.<br>| 26000 | &nbsp;&nbsp; 354990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sincere Navigation <br> Corp.<br>| 62830 | &nbsp;&nbsp; 46140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sino-American Silicon <br> Products, Inc.<br>| 61000 | &nbsp;&nbsp; 204505 |
|  | Sinon Corp. | 64000 | &nbsp;&nbsp; 88144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinphar <br> Pharmaceutical Co. <br> Ltd.<br>| 25920 | &nbsp;&nbsp; 27157 |
|  | Sinyi Realty, Inc. | 46000 | &nbsp;&nbsp; 39012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siward Crystal <br> Technology Co. <br> Ltd.<br>| 33000 | &nbsp;&nbsp; 23890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Solar Applied <br> Materials <br> Technology Corp.<br>| 16000 | &nbsp;&nbsp; 26468 |
|  | Solteam, Inc. | 19197 | &nbsp;&nbsp; 29685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sonix Technology Co. <br> Ltd.<br>| 16000 | &nbsp;&nbsp; 17098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southeast Cement <br> Co. Ltd.<br>| 19000 | &nbsp;&nbsp; 11410 |
|  | Speed Tech Corp. | 7000 | &nbsp;&nbsp; 9691 |
| # | Sports Gear Co. Ltd. | 24000 | &nbsp;&nbsp; 80491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; St. Shine Optical Co. <br> Ltd.<br>| 6000 | &nbsp;&nbsp; 31956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standard Foods <br> Corp.<br>| 61000 | &nbsp;&nbsp; 65116 |
|  | S-Tech Corp. | 12000 | &nbsp;&nbsp; 9447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STL Technology Co. <br> Ltd.<br>| 12000 | &nbsp;&nbsp; 46736 |
|  | Sun Max Tech Ltd. | 7000 | &nbsp;&nbsp; 14664 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sun Yad Construction <br> Co. Ltd.<br>| 69377 | &nbsp;&nbsp; $32004 |
| \* | Sunko INK Co. Ltd. | 43000 | &nbsp;&nbsp; 17282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunny Friend <br> Environmental <br> Technology Co. <br> Ltd.<br>| 10000 | &nbsp;&nbsp; 25115 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sunplus Technology <br> Co. Ltd.<br>| 68000 | &nbsp;&nbsp; 42979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunrex Technology <br> Corp.<br>| 31685 | &nbsp;&nbsp; 46061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunspring Metal <br> Corp.<br>| 22807 | &nbsp;&nbsp; 18293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Superalloy Industrial <br> Co. Ltd.<br>| 15000 | &nbsp;&nbsp; 27157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Supreme Electronics <br> Co. Ltd.<br>| 78340 | &nbsp;&nbsp; 110245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sweeten Real Estate <br> Development Co. <br> Ltd.<br>| 48054 | &nbsp;&nbsp; 50551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Symtek Automation <br> Asia Co. Ltd.<br>| 7269 | &nbsp;&nbsp; 36847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Syncmold Enterprise <br> Corp.<br>| 13000 | &nbsp;&nbsp; 29743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Synmosa Biopharma <br> Corp.<br>| 24410 | &nbsp;&nbsp; 30111 |
|  | Systex Corp. | 32000 | &nbsp;&nbsp; 116630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TA Chen Stainless <br> Pipe<br>| 307916 | &nbsp;&nbsp; 403626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ta Ya Electric Wire & <br> Cable<br>| 76090 | &nbsp;&nbsp; 88215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tai Tung <br> Communication Co. <br> Ltd.<br>| 18689 | &nbsp;&nbsp; 12416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taichung Commercial <br> Bank Co. Ltd.<br>| 710983 | &nbsp;&nbsp; 528302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiflex Scientific Co. <br> Ltd.<br>| 38136 | &nbsp;&nbsp; 57534 |
|  | Taimide Tech, Inc. | 15000 | &nbsp;&nbsp; 31130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tainan Enterprises <br> Co. Ltd.<br>| 14000 | &nbsp;&nbsp; 12695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tainan Spinning Co. <br> Ltd.<br>| 234000 | &nbsp;&nbsp; 100499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taishin Financial <br> Holding Co. Ltd.<br>| 3303413 | &nbsp;&nbsp; 1802954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TaiSol Electronics Co. <br> Ltd.<br>| 10000 | &nbsp;&nbsp; 17488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taita Chemical Co. <br> Ltd.<br>| 52132 | &nbsp;&nbsp; 20316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TAI-TECH Advanced <br> Electronics Co. Ltd.<br>| 10000 | &nbsp;&nbsp; 31533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Business <br> Bank<br>| 1370380 | &nbsp;&nbsp; 736298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Cogeneration <br> Corp.<br>| 81000 | &nbsp;&nbsp; 117406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Fertilizer Co. <br> Ltd.<br>| 119000 | &nbsp;&nbsp; 206688 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Fire & Marine <br> Insurance Co. Ltd.<br>| 48000 | &nbsp;&nbsp; $48488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan FU Hsing <br> Industrial Co. Ltd.<br>| 39000 | &nbsp;&nbsp; 58069 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Glass Industry <br> Corp.<br>| 173000 | &nbsp;&nbsp; 137551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Hon Chuan <br> Enterprise Co. Ltd.<br>| 9311 | &nbsp;&nbsp; 45394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Hopax <br> Chemicals <br> Manufacturing Co. <br> Ltd.<br>| 31147 | &nbsp;&nbsp; 33174 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Land <br> Development Corp.<br>| 129466 | &nbsp;&nbsp; 2180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Line Tek <br> Electronic<br>| 10300 | &nbsp;&nbsp; 8299 |
|  | Taiwan Mask Corp. | 10000 | &nbsp;&nbsp; 10292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Navigation Co. <br> Ltd.<br>| 52000 | &nbsp;&nbsp; 46667 |
|  | Taiwan Paiho Ltd. | 41000 | &nbsp;&nbsp; 70639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan PCB Techvest <br> Co. Ltd.<br>| 48000 | &nbsp;&nbsp; 52085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Sanyo Electric <br> Co. Ltd.<br>| 27000 | &nbsp;&nbsp; 34110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Semiconductor <br> Co. Ltd.<br>| 10000 | &nbsp;&nbsp; 15124 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Styrene <br> Monomer<br>| 33000 | &nbsp;&nbsp; 10463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Surface <br> Mounting <br> Technology Corp.<br>| 44000 | &nbsp;&nbsp; 155095 |
| \* | Taiwan TEA Corp. | 77000 | &nbsp;&nbsp; 37623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiyen Biotech Co. <br> Ltd.<br>| 28000 | &nbsp;&nbsp; 30868 |
|  | Tatung Co. Ltd. | 57000 | &nbsp;&nbsp; 67855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TCC Group Holdings <br> Co. Ltd.<br>| 900000 | &nbsp;&nbsp; 730055 |
|  | TCI Co. Ltd. | 18000 | &nbsp;&nbsp; 78208 |
|  | Team Group, Inc. | 5000 | &nbsp;&nbsp; 12201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teco Electric & <br> Machinery Co. Ltd.<br>| 158000 | &nbsp;&nbsp; 268223 |
|  | Test Research, Inc. | 6000 | &nbsp;&nbsp; 28895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Test Rite International <br> Co. Ltd.<br>| 44000 | &nbsp;&nbsp; 29356 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Thermaltake <br> Technology Co. <br> Ltd.<br>| 13000 | &nbsp;&nbsp; 13539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thinking Electronic <br> Industrial Co. Ltd.<br>| 5000 | &nbsp;&nbsp; 22533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thye Ming Industrial <br> Co. Ltd.<br>| 20000 | &nbsp;&nbsp; 45570 |
| \*†† | Ting Sin Co. Ltd. | 385 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ton Yi Industrial <br> Corp.<br>| 170000 | &nbsp;&nbsp; 103066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tong Hsing Electronic <br> Industries Ltd.<br>| 27460 | &nbsp;&nbsp; 92823 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tong Yang Industry <br> Co. Ltd.<br>| 10000 | &nbsp;&nbsp; $34926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tong-Tai Machine & <br> Tool Co. Ltd.<br>| 27000 | &nbsp;&nbsp; 29429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Top Union Electronics <br> Corp.<br>| 20326 | &nbsp;&nbsp; 20273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Topco Technologies <br> Corp.<br>| 8999 | &nbsp;&nbsp; 18741 |
|  | Topkey Corp. | 12000 | &nbsp;&nbsp; 72597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Topoint Technology <br> Co. Ltd.<br>| 23000 | &nbsp;&nbsp; 48283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toung Loong Textile <br> Manufacturing<br>| 27540 | &nbsp;&nbsp; 14331 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Transcend <br> Information, Inc.<br>| 38000 | &nbsp;&nbsp; 119645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tripod Technology <br> Corp.<br>| 45000 | &nbsp;&nbsp; 418829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsann Kuen <br> Enterprise Co. Ltd.<br>| 14032 | &nbsp;&nbsp; 11513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TSC Auto ID <br> Technology Co. <br> Ltd.<br>| 4399 | &nbsp;&nbsp; 26968 |
|  | TSEC Corp. | 57000 | &nbsp;&nbsp; 30369 |
|  | TSRC Corp. | 50000 | &nbsp;&nbsp; 30358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tung Ho Steel <br> Enterprise Corp.<br>| 84190 | &nbsp;&nbsp; 180501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tung Ho Textile Co. <br> Ltd.<br>| 29000 | &nbsp;&nbsp; 17497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TURVO International <br> Co. Ltd.<br>| 5000 | &nbsp;&nbsp; 29804 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; TYC Brother Industrial <br> Co. Ltd.<br>| 42000 | &nbsp;&nbsp; 56956 |
|  | Tyntek Corp. | 44000 | &nbsp;&nbsp; 22071 |
|  | UDE Corp. | 10000 | &nbsp;&nbsp; 32554 |
|  | Ultra Chip, Inc. | 8000 | &nbsp;&nbsp; 14192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U-Ming Marine <br> Transport Corp.<br>| 84000 | &nbsp;&nbsp; 146052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unic Technology <br> Corp.<br>| 29000 | &nbsp;&nbsp; 22361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unimicron Technology <br> Corp.<br>| 134000 | &nbsp;&nbsp; 608265 |
|  | Union Bank of Taiwan | 325568 | &nbsp;&nbsp; 180948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Union Insurance Co. <br> Ltd.<br>| 12000 | &nbsp;&nbsp; 10375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unitech Computer Co. <br> Ltd.<br>| 20000 | &nbsp;&nbsp; 27765 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Unitech Printed Circuit <br> Board Corp.<br>| 126047 | &nbsp;&nbsp; 116949 |
| \* | United Alloy-Tech Co. | 11000 | &nbsp;&nbsp; 15223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Orthopedic <br> Corp.<br>| 10000 | &nbsp;&nbsp; 33277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Radiant <br> Technology<br>| 21000 | &nbsp;&nbsp; 14544 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Renewable <br> Energy Co. Ltd.<br>| 144000 | &nbsp;&nbsp; 34077 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Unity Opto Technology <br> Co. Ltd.<br>| 91000 | &nbsp;&nbsp; 0 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Univacco Technology, <br> Inc.<br>| 11000 | &nbsp;&nbsp; $16227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Cement <br> Corp.<br>| 80136 | &nbsp;&nbsp; 71565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UPC Technology <br> Corp.<br>| 147664 | &nbsp;&nbsp; 51202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UPI Semiconductor <br> Corp.<br>| 9000 | &nbsp;&nbsp; 58385 |
|  | USI Corp. | 129091 | &nbsp;&nbsp; 46693 |
|  | Utechzone Co. Ltd. | 5000 | &nbsp;&nbsp; 14954 |
|  | Value Valves Co. Ltd. | 4000 | &nbsp;&nbsp; 10299 |
|  | Ve Wong Corp. | 16000 | &nbsp;&nbsp; 21457 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ventec International <br> Group Co. Ltd.<br>| 10000 | &nbsp;&nbsp; 27811 |
| \* | Wafer Works Corp. | 98068 | &nbsp;&nbsp; 75354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wah Hong Industrial <br> Corp.<br>| 15000 | &nbsp;&nbsp; 19158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wah Lee Industrial <br> Corp.<br>| 34680 | &nbsp;&nbsp; 108544 |
|  | Walsin Lihwa Corp. | 554800 | &nbsp;&nbsp; 414619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Walsin Technology <br> Corp.<br>| 18000 | &nbsp;&nbsp; 50640 |
|  | Wan Hai Lines Ltd. | 29000 | &nbsp;&nbsp; 85765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WEI Chih Steel <br> Industrial Co. Ltd.<br>| 31000 | &nbsp;&nbsp; 19111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weikeng Industrial Co. <br> Ltd.<br>| 71661 | &nbsp;&nbsp; 81029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Well Shin Technology <br> Co. Ltd.<br>| 18000 | &nbsp;&nbsp; 32873 |
|  | WELLELL, Inc. | 9000 | &nbsp;&nbsp; 6567 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wha Yu Industrial Co. <br> Ltd.<br>| 18000 | &nbsp;&nbsp; 7726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Win Semiconductors <br> Corp.<br>| 27000 | &nbsp;&nbsp; 76566 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Winbond Electronics <br> Corp.<br>| 581250 | &nbsp;&nbsp; 333592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Winstek <br> Semiconductor Co. <br> Ltd.<br>| 9000 | &nbsp;&nbsp; 28789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wisdom Marine Lines <br> Co. Ltd.<br>| 86000 | &nbsp;&nbsp; 167255 |
|  | WITS Corp. | 5000 | &nbsp;&nbsp; 15873 |
|  | WNC Corp. | 12000 | &nbsp;&nbsp; 47040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wonderful Hi-Tech Co. <br> Ltd.<br>| 11000 | &nbsp;&nbsp; 13976 |
|  | WPG Holdings Ltd. | 280000 | &nbsp;&nbsp; 620414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WT Microelectronics <br> Co. Ltd.<br>| 98000 | &nbsp;&nbsp; 449425 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; XAC Automation <br> Corp.<br>| 19000 | &nbsp;&nbsp; 16048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xxentria Technology <br> Materials Corp.<br>| 12000 | &nbsp;&nbsp; 17931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ya Horng Electronic <br> Co. Ltd.<br>| 9000 | &nbsp;&nbsp; 18892 |
|  | Yageo Corp. | 3001 | &nbsp;&nbsp; 52732 |
|  | YC INOX Co. Ltd. | 79249 | &nbsp;&nbsp; 56666 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YCC Parts <br> Manufacturing Co. <br> Ltd.<br>| 9000 | &nbsp;&nbsp; $14879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yea Shin International <br> Development Co. <br> Ltd.<br>| 41047 | &nbsp;&nbsp; 36499 |
|  | Yem Chio Co. Ltd. | 92350 | &nbsp;&nbsp; 47973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YFC-Boneagle Electric <br> Co. Ltd.<br>| 15639 | &nbsp;&nbsp; 10448 |
|  | YFY, Inc. | 234000 | &nbsp;&nbsp; 190108 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yieh Phui Enterprise <br> Co. Ltd.<br>| 104186 | &nbsp;&nbsp; 52206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Youngtek Electronics <br> Corp.<br>| 24000 | &nbsp;&nbsp; 49333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuanta Futures Co. <br> Ltd.<br>| 12213 | &nbsp;&nbsp; 33604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuen Foong Yu <br> Consumer Products <br> Co. Ltd.<br>| 9000 | &nbsp;&nbsp; 12003 |
|  | Yulon Motor Co. Ltd. | 99264 | &nbsp;&nbsp; 108276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yung Chi Paint & <br> Varnish <br> Manufacturing Co. <br> Ltd.<br>| 13000 | &nbsp;&nbsp; 32677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YungShin Global <br> Holding Corp.<br>| 29000 | &nbsp;&nbsp; 60705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zeng Hsing Industrial <br> Co. Ltd.<br>| 9669 | &nbsp;&nbsp; 31602 |
|  | Zenitron Corp. | 27000 | &nbsp;&nbsp; 29743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhen Ding Technology <br> Holding Ltd.<br>| 119000 | &nbsp;&nbsp; 496309 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zig Sheng Industrial <br> Co. Ltd.<br>| 111000 | &nbsp;&nbsp; 32951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zippy Technology <br> Corp.<br>| 9000 | &nbsp;&nbsp; 16290 |
|  | Zyxel Group Corp. | 57488 | &nbsp;&nbsp; 52317 |
| TOTAL TAIWAN | TOTAL TAIWAN |  | &nbsp;&nbsp; 38134503 |
| THAILAND — (0.3%) | THAILAND — (0.3%) | THAILAND — (0.3%) | THAILAND — (0.3%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Information <br> Technology PCL, <br> Class F<br>| 85600 | &nbsp;&nbsp; 13752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Allianz Ayudhya <br> Capital PCL<br>| 11000 | &nbsp;&nbsp; 10939 |
|  | AP Thailand PCL | 357200 | &nbsp;&nbsp; 79244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Plus Group <br> Holdings PCL<br>| 364300 | &nbsp;&nbsp; 27869 |
|  | Asian Insulators PCL | 77450 | &nbsp;&nbsp; 8342 |
|  | Asian Sea Corp. PCL | 38500 | &nbsp;&nbsp; 8541 |
|  | Bangchak Corp. PCL | 194900 | &nbsp;&nbsp; 202772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bangchak Sriracha <br> PCL<br>| 40300 | &nbsp;&nbsp; 6166 |
|  | Bangkok Land PCL | 1885500 | &nbsp;&nbsp; 28848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Life <br> Assurance PCL, <br> NVDR<br>| 19800 | &nbsp;&nbsp; 10724 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | Bangkok Ranch PCL | 119400 | &nbsp;&nbsp; $5809 |
|  | Banpu PCL | 1265532 | &nbsp;&nbsp; 195561 |
|  | BEC World PCL | 128200 | &nbsp;&nbsp; 10200 |
|  | Berli Jucker PCL | 150600 | &nbsp;&nbsp; 88480 |
|  | BKI Holdings PCL | 16100 | &nbsp;&nbsp; 141885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cal-Comp Electronics <br> Thailand PCL, <br> Class F<br>| 234044 | &nbsp;&nbsp; 47625 |
|  | Cotto F | 308500 | &nbsp;&nbsp; 1794 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Country Group <br> Development PCL<br>| 992900 | &nbsp;&nbsp; 3646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dhipaya Group <br> Holdings PCL<br>| 70400 | &nbsp;&nbsp; 40930 |
|  | Dohome PCL | 194100 | &nbsp;&nbsp; 23876 |
| \* | Energy Absolute PCL | 735400 | &nbsp;&nbsp; 65259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Frasers Property <br> Thailand PCL<br>| 48300 | &nbsp;&nbsp; 9016 |
|  | GFPT PCL | 114300 | &nbsp;&nbsp; 33926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Green <br> Chemicals PCL<br>| 37300 | &nbsp;&nbsp; 4565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gunkul Engineering <br> PCL<br>| 455300 | &nbsp;&nbsp; 24102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hana Microelectronics <br> PCL<br>| 88700 | &nbsp;&nbsp; 62698 |
|  | IRPC PCL | 1388500 | &nbsp;&nbsp; 43762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KGI Securities <br> Thailand PCL<br>| 250300 | &nbsp;&nbsp; 29871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kiatnakin Phatra Bank <br> PCL<br>| 38600 | &nbsp;&nbsp; 65259 |
|  | Lalin Property PCL | 107600 | &nbsp;&nbsp; 16068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lam Soon Thailand <br> PCL<br>| 56200 | &nbsp;&nbsp; 8014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MK Restaurants <br> Group PCL<br>| 68600 | &nbsp;&nbsp; 48700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northeast Rubber <br> PCL<br>| 180000 | &nbsp;&nbsp; 24345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Polyplex Thailand <br> PCL<br>| 85200 | &nbsp;&nbsp; 27635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Precious Shipping <br> PCL<br>| 122800 | &nbsp;&nbsp; 24800 |
|  | Prima Marine PCL | 195700 | &nbsp;&nbsp; 38924 |
| \* | Property Perfect PCL | 2489056 | &nbsp;&nbsp; 6855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PTT Global Chemical <br> PCL<br>| 166200 | &nbsp;&nbsp; 120531 |
|  | Quality Houses PCL | 813000 | &nbsp;&nbsp; 35575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ramkhamhaeng <br> Hospital PCL<br>| 6900 | &nbsp;&nbsp; 3758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rojana Industrial Park <br> PCL<br>| 220300 | &nbsp;&nbsp; 31683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; S Hotels & Resorts <br> PCL<br>| 142900 | &nbsp;&nbsp; 6647 |
| \* | Samart Corp. PCL | 50300 | &nbsp;&nbsp; 9620 |
|  | Sansiri PCL | 2197100 | &nbsp;&nbsp; 99501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siamgas & <br> Petrochemicals <br> PCL<br>| 83800 | &nbsp;&nbsp; 17181 |
| \* | SNC Former PCL | 53600 | &nbsp;&nbsp; 9759 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | SPCG PCL | 88600 | &nbsp;&nbsp; $22231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sri Trang <br> Agro-Industry PCL<br>| 94500 | &nbsp;&nbsp; 40773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sri Trang Gloves <br> Thailand PCL<br>| 179000 | &nbsp;&nbsp; 38615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Srithai Superware <br> PCL<br>| 235400 | &nbsp;&nbsp; 8068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Star Petroleum <br> Refining PCL<br>| 181300 | &nbsp;&nbsp; 31622 |
| \* | Stella X PCL | 2167200 | &nbsp;&nbsp; 10611 |
|  | Supalai PCL | 197025 | &nbsp;&nbsp; 94051 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Super Energy Corp. <br> PCL<br>| 5131000 | &nbsp;&nbsp; 21981 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tata Steel Thailand <br> PCL<br>| 749600 | &nbsp;&nbsp; 18350 |
|  | Thai Oil PCL | 203910 | &nbsp;&nbsp; 215266 |
| #\* | Thaicom PCL | 123400 | &nbsp;&nbsp; 32662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thoresen Thai <br> Agencies PCL<br>| 96300 | &nbsp;&nbsp; 12848 |
|  | TPI Polene PCL | 654800 | &nbsp;&nbsp; 18434 |
|  | Triple i Logistics PCL | 97600 | &nbsp;&nbsp; 14216 |
|  | Vanachai Group PCL | 89800 | &nbsp;&nbsp; 5331 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Workpoint <br> Entertainment PCL<br>| 20800 | &nbsp;&nbsp; 2648 |
| TOTAL THAILAND | TOTAL THAILAND |  | &nbsp;&nbsp; 2412764 |
| TURKEY — (0.1%) | TURKEY — (0.1%) | TURKEY — (0.1%) | TURKEY — (0.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aksa Akrilik Kimya <br> Sanayii AS<br>| 49968 | &nbsp;&nbsp; 11695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Albaraka Turk Katilim <br> Bankasi AS<br>| 310912 | &nbsp;&nbsp; 69500 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alcatel-Lucent Teletas <br> Telekomunikasyon <br> AS<br>| 2850 | &nbsp;&nbsp; 8442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anadolu Anonim Turk <br> Sigorta Sirketi<br>| 13186 | &nbsp;&nbsp; 32270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anadolu Hayat <br> Emeklilik AS<br>| 11468 | &nbsp;&nbsp; 25027 |
|  | Aygaz AS | 6107 | &nbsp;&nbsp; 24556 |
| \* | Bera Holding AS | 140066 | &nbsp;&nbsp; 57629 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Borusan Birlesik Boru <br> Fabrikalari Sanayi <br> ve Ticaret AS<br>| 2327 | &nbsp;&nbsp; 20632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bursa Cimento <br> Fabrikasi AS<br>| 156049 | &nbsp;&nbsp; 28856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cemtas Celik Makina <br> Sanayi Ve Ticaret <br> AS<br>| 69120 | &nbsp;&nbsp; 18988 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Esenboga Elektrik <br> Uretim AS<br>| 14153 | &nbsp;&nbsp; 33198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Yatirim Holding <br> AS<br>| 225200 | &nbsp;&nbsp; 49448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Is Yatirim Menkul <br> Degerler AS<br>| 30125 | &nbsp;&nbsp; 31017 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kardemir Karabuk <br> Demir Celik Sanayi <br> ve Ticaret AS <br> (KRDMA TI), <br> Class A<br>| 64988 | &nbsp;&nbsp; $63247 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kardemir Karabuk <br> Demir Celik Sanayi <br> ve Ticaret AS <br> (KRDMD TI), <br> Class D<br>| 170857 | &nbsp;&nbsp; 116116 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kordsa Teknik Tekstil <br> AS<br>| 15368 | &nbsp;&nbsp; 23251 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Petkim Petrokimya <br> Holding AS<br>| 85208 | &nbsp;&nbsp; 35837 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Reysas Tasimacilik ve <br> Lojistik Ticaret AS<br>| 60744 | &nbsp;&nbsp; 25448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sarkuysan Elektrolitik <br> Bakir Sanayi ve <br> Ticaret AS<br>| 11877 | &nbsp;&nbsp; 5812 |
|  | Sekerbank Turk AS | 257072 | &nbsp;&nbsp; 36985 |
| \* | Tekfen Holding AS | 12587 | &nbsp;&nbsp; 33427 |
|  | Turkiye Sigorta AS | 172306 | &nbsp;&nbsp; 41957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ulker Biskuvi Sanayi <br> AS<br>| 4899 | &nbsp;&nbsp; 13205 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zorlu Enerji Elektrik <br> Uretim AS<br>| 195804 | &nbsp;&nbsp; 16180 |
| TOTAL TURKEY | TOTAL TURKEY |  | &nbsp;&nbsp; 822723 |
| UNITED ARAB EMIRATES — (0.4%) | UNITED ARAB EMIRATES — (0.4%) | UNITED ARAB EMIRATES — (0.4%) | UNITED ARAB EMIRATES — (0.4%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi <br> Commercial Bank <br> PJSC<br>| 8172 | &nbsp;&nbsp; 36162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi National <br> Hotels<br>| 1272008 | &nbsp;&nbsp; 172780 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi Ports Co. <br> PJSC<br>| 136205 | &nbsp;&nbsp; 154249 |
|  | Agility Global PLC | 147105 | &nbsp;&nbsp; 47204 |
|  | Agthia Group PJSC | 28620 | &nbsp;&nbsp; 33214 |
|  | Ajman Bank PJSC | 68627 | &nbsp;&nbsp; 27598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amanat Holdings <br> PJSC<br>| 220573 | &nbsp;&nbsp; 70762 |
| \* | Bank of Sharjah | 73344 | &nbsp;&nbsp; 33725 |
|  | Dana Gas PJSC | 894562 | &nbsp;&nbsp; 186505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deyaar Development <br> PJSC<br>| 379056 | &nbsp;&nbsp; 107108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dubai Financial <br> Market PJSC<br>| 214538 | &nbsp;&nbsp; 102064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dubai Investments <br> PJSC<br>| 448790 | &nbsp;&nbsp; 360702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dubai Islamic Bank <br> PJSC<br>| 340966 | &nbsp;&nbsp; 924721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emaar Development <br> PJSC<br>| 112658 | &nbsp;&nbsp; 459751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emaar Properties <br> PJSC<br>| 9451 | &nbsp;&nbsp; 39139 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EMSTEEL Building <br> Materials PJSC<br>| 221878 | &nbsp;&nbsp; $79533 |
| \* | Manazel PJSC | 339566 | &nbsp;&nbsp; 32024 |
| \* | Modon Holding PSC | 27507 | &nbsp;&nbsp; 28380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Central <br> Cooling Co. PJSC<br>| 58193 | &nbsp;&nbsp; 46018 |
| \* | RAK Properties PJSC | 242210 | &nbsp;&nbsp; 101245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ras Al Khaimah <br> Ceramics PJSC<br>| 90792 | &nbsp;&nbsp; 63749 |
|  | Sharjah Islamic Bank | 56246 | &nbsp;&nbsp; 46207 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Union Properties <br> PJSC<br>| 403416 | &nbsp;&nbsp; 95802 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED ARAB <br> EMIRATES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED ARAB <br> EMIRATES |  | &nbsp;&nbsp; 3248642 |
| UNITED KINGDOM — (8.6%) | UNITED KINGDOM — (8.6%) | UNITED KINGDOM — (8.6%) | UNITED KINGDOM — (8.6%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Accesso Technology <br> Group PLC<br>| 12899 | &nbsp;&nbsp; 76243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Medical <br> Solutions Group <br> PLC<br>| 46372 | &nbsp;&nbsp; 124427 |
|  | AG Barr PLC | 20258 | &nbsp;&nbsp; 184029 |
|  | Ashmore Group PLC | 58171 | &nbsp;&nbsp; 134070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atalaya Mining <br> Copper SA<br>| 17837 | &nbsp;&nbsp; 107507 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Auction Technology <br> Group PLC<br>| 6402 | &nbsp;&nbsp; 41567 |
|  | Aviva PLC | 79393 | &nbsp;&nbsp; 678331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avon Technologies <br> PLC<br>| 1784 | &nbsp;&nbsp; 49765 |
| Ω | Bakkavor Group PLC | 66402 | &nbsp;&nbsp; 205568 |
|  | Balfour Beatty PLC | 184807 | &nbsp;&nbsp; 1320722 |
|  | Barratt Redrow PLC | 387148 | &nbsp;&nbsp; 1906491 |
|  | Beazley PLC | 157760 | &nbsp;&nbsp; 1858842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Begbies Traynor <br> Group PLC<br>| 22710 | &nbsp;&nbsp; 35946 |
|  | Bellway PLC | 37803 | &nbsp;&nbsp; 1237216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Berkeley Group <br> Holdings PLC<br>| 13004 | &nbsp;&nbsp; 625386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bloomsbury <br> Publishing PLC<br>| 23004 | &nbsp;&nbsp; 145111 |
|  | Bodycote PLC | 3811 | &nbsp;&nbsp; 31988 |
| #\* | boohoo Group PLC | 179212 | &nbsp;&nbsp; 41051 |
|  | Breedon Group PLC | 89848 | &nbsp;&nbsp; 428310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brooks Macdonald <br> Group PLC<br>| 4090 | &nbsp;&nbsp; 97500 |
|  | C&C Group PLC | 98194 | &nbsp;&nbsp; 229428 |
| \* | Capita PLC | 4614 | &nbsp;&nbsp; 18417 |
|  | Capital Ltd. | 44660 | &nbsp;&nbsp; 55540 |
|  | Card Factory PLC | 91534 | &nbsp;&nbsp; 123208 |
|  | Carr's Group PLC | 8557 | &nbsp;&nbsp; 16324 |
|  | Castings PLC | 4281 | &nbsp;&nbsp; 16175 |
|  | Centaur Media PLC | 16082 | &nbsp;&nbsp; 7001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Asia Metals <br> PLC<br>| 34290 | &nbsp;&nbsp; 66283 |
|  | Centrica PLC | 1652534 | &nbsp;&nbsp; 3592200 |
|  | Chemring Group PLC | 72138 | &nbsp;&nbsp; 522430 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Chesnara PLC | 45670 | &nbsp;&nbsp; $158951 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Close Brothers Group <br> PLC<br>| 11462 | &nbsp;&nbsp; 60915 |
| Ω | CMC Markets PLC | 23524 | &nbsp;&nbsp; 70511 |
|  | Conduit Holdings Ltd. | 10442 | &nbsp;&nbsp; 41998 |
|  | Costain Group PLC | 73135 | &nbsp;&nbsp; 158275 |
|  | Cranswick PLC | 4955 | &nbsp;&nbsp; 347014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crest Nicholson <br> Holdings PLC<br>| 45246 | &nbsp;&nbsp; 108903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Croda International <br> PLC<br>| 13357 | &nbsp;&nbsp; 459717 |
| \* | Currys PLC | 665142 | &nbsp;&nbsp; 989784 |
|  | DCC PLC | 14757 | &nbsp;&nbsp; 924246 |
| \* | DFS Furniture PLC | 52954 | &nbsp;&nbsp; 111649 |
| \* | Dialight PLC | 7087 | &nbsp;&nbsp; 19311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DiscoverIE Group <br> PLC<br>| 24510 | &nbsp;&nbsp; 223337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diversified Energy Co. <br> PLC (DEC LN)<br>| 2073 | &nbsp;&nbsp; 31097 |
|  | dotdigital group PLC | 18632 | &nbsp;&nbsp; 17776 |
|  | Dowlais Group PLC | 46616 | &nbsp;&nbsp; 43071 |
|  | Dr. Martens PLC | 88180 | &nbsp;&nbsp; 94062 |
|  | Drax Group PLC | 112465 | &nbsp;&nbsp; 1050372 |
|  | easyJet PLC | 72083 | &nbsp;&nbsp; 467405 |
|  | Elementis PLC | 170296 | &nbsp;&nbsp; 389680 |
|  | EnQuest PLC | 477212 | &nbsp;&nbsp; 87353 |
|  | Entain PLC | 33377 | &nbsp;&nbsp; 448210 |
|  | Epwin Group PLC | 13108 | &nbsp;&nbsp; 16452 |
|  | Firstgroup PLC | 245111 | &nbsp;&nbsp; 729275 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Flowtech Fluidpower <br> PLC<br>| 7489 | &nbsp;&nbsp; 6125 |
| Ω | Forterra PLC | 44010 | &nbsp;&nbsp; 116693 |
|  | Foxtons Group PLC | 108086 | &nbsp;&nbsp; 83479 |
| \* | Frasers Group PLC | 10215 | &nbsp;&nbsp; 92487 |
|  | Fresnillo PLC | 51284 | &nbsp;&nbsp; 945609 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Frontier Developments <br> PLC<br>| 3815 | &nbsp;&nbsp; 18585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuller Smith & Turner <br> PLC, Class A<br>| 11027 | &nbsp;&nbsp; 85860 |
|  | Future PLC | 15073 | &nbsp;&nbsp; 140972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galliford Try Holdings <br> PLC<br>| 22071 | &nbsp;&nbsp; 127318 |
|  | GB Group PLC | 58126 | &nbsp;&nbsp; 179080 |
|  | Genuit Group PLC | 80123 | &nbsp;&nbsp; 411553 |
|  | Genus PLC | 6977 | &nbsp;&nbsp; 228503 |
| \* | Georgia Capital PLC | 13296 | &nbsp;&nbsp; 372861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gooch & Housego <br> PLC<br>| 4041 | &nbsp;&nbsp; 32274 |
|  | Goodwin PLC | 372 | &nbsp;&nbsp; 41619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grafton Group PLC, <br> CDI<br>| 62324 | &nbsp;&nbsp; 730646 |
|  | Grainger PLC | 133497 | &nbsp;&nbsp; 360919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group <br> PLC<br>| 148586 | &nbsp;&nbsp; 504482 |
| \* | Griffin Mining Ltd. | 5698 | &nbsp;&nbsp; 13853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Keystone <br> Petroleum Ltd.<br>| 119124 | &nbsp;&nbsp; 258134 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Marine Services <br> PLC<br>| 55013 | &nbsp;&nbsp; $14913 |
| \*Ω | Gym Group PLC | 57218 | &nbsp;&nbsp; 111006 |
|  | H&T Group PLC | 9974 | &nbsp;&nbsp; 85111 |
|  | Halfords Group PLC | 42184 | &nbsp;&nbsp; 79982 |
|  | Harbour Energy PLC | 51480 | &nbsp;&nbsp; 135389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hargreaves Services <br> PLC<br>| 7040 | &nbsp;&nbsp; 69149 |
|  | Harworth Group PLC | 35731 | &nbsp;&nbsp; 88987 |
|  | Hays PLC | 63109 | &nbsp;&nbsp; 53049 |
|  | Helical PLC | 20917 | &nbsp;&nbsp; 62473 |
|  | Henry Boot PLC | 24425 | &nbsp;&nbsp; 74028 |
|  | Hill & Smith PLC | 39 | &nbsp;&nbsp; 1050 |
|  | Hiscox Ltd. | 87828 | &nbsp;&nbsp; 1495296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hochschild Mining <br> PLC<br>| 102345 | &nbsp;&nbsp; 376125 |
|  | Hunting PLC | 44485 | &nbsp;&nbsp; 184638 |
| Ω | Ibstock PLC | 92007 | &nbsp;&nbsp; 182135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IG Group Holdings <br> PLC<br>| 16605 | &nbsp;&nbsp; 247262 |
|  | Inchcape PLC | 83863 | &nbsp;&nbsp; 776140 |
|  | Investec PLC | 196592 | &nbsp;&nbsp; 1454163 |
|  | ITV PLC | 958370 | &nbsp;&nbsp; 1039535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J D Wetherspoon <br> PLC<br>| 11979 | &nbsp;&nbsp; 118728 |
|  | J Sainsbury PLC | 531830 | &nbsp;&nbsp; 2126571 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; James Fisher & Sons <br> PLC<br>| 12277 | &nbsp;&nbsp; 59930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JD Sports Fashion <br> PLC<br>| 252137 | &nbsp;&nbsp; 283020 |
|  | JET2 PLC | 2505 | &nbsp;&nbsp; 53655 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; John Wood Group <br> PLC<br>| 194974 | &nbsp;&nbsp; 47482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Matthey <br> PLC<br>| 31836 | &nbsp;&nbsp; 741804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Service <br> Group PLC<br>| 111790 | &nbsp;&nbsp; 208117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jupiter Fund <br> Management PLC<br>| 120501 | &nbsp;&nbsp; 204853 |
|  | Just Group PLC | 337292 | &nbsp;&nbsp; 938042 |
|  | Keller Group PLC | 36172 | &nbsp;&nbsp; 631797 |
|  | Kier Group PLC | 121707 | &nbsp;&nbsp; 318155 |
|  | Kingfisher PLC | 563532 | &nbsp;&nbsp; 2003809 |
|  | Kitwave Group PLC | 6746 | &nbsp;&nbsp; 21808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Knights Group <br> Holdings PLC<br>| 8419 | &nbsp;&nbsp; 19088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lancashire Holdings <br> Ltd.<br>| 70702 | &nbsp;&nbsp; 583830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lion Finance Group <br> PLC<br>| 13268 | &nbsp;&nbsp; 1330173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liontrust Asset <br> Management PLC<br>| 8024 | &nbsp;&nbsp; 37659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; London Investment <br> Group PLC<br>| 9126 | &nbsp;&nbsp; 42819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Macfarlane Group <br> PLC<br>| 49928 | &nbsp;&nbsp; 65389 |
|  | Man Group PLC | 249859 | &nbsp;&nbsp; 542629 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marks & Spencer <br> Group PLC<br>| 447168 | &nbsp;&nbsp; $2053659 |
|  | Marshalls PLC | 45572 | &nbsp;&nbsp; 124347 |
| \* | Marston's PLC | 333418 | &nbsp;&nbsp; 188480 |
|  | Mears Group PLC | 33511 | &nbsp;&nbsp; 172396 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mitchells & Butlers <br> PLC<br>| 157866 | &nbsp;&nbsp; 575329 |
|  | MJ Gleeson PLC | 13829 | &nbsp;&nbsp; 65948 |
| \* | Mobico Group PLC | 101804 | &nbsp;&nbsp; 48709 |
|  | Mondi PLC | 117586 | &nbsp;&nbsp; 1589555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Morgan Advanced <br> Materials PLC<br>| 55448 | &nbsp;&nbsp; 169642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Morgan Sindall Group <br> PLC<br>| 13469 | &nbsp;&nbsp; 817153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MP Evans Group <br> PLC<br>| 11582 | &nbsp;&nbsp; 203188 |
|  | NCC Group PLC | 80607 | &nbsp;&nbsp; 159910 |
|  | Norcros PLC | 25348 | &nbsp;&nbsp; 97884 |
| \* | Ocado Group PLC | 62336 | &nbsp;&nbsp; 258356 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; On the Beach Group <br> PLC<br>| 12243 | &nbsp;&nbsp; 43581 |
|  | OSB Group PLC | 116554 | &nbsp;&nbsp; 852562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan African <br> Resources PLC<br>| 465482 | &nbsp;&nbsp; 326781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paragon Banking <br> Group PLC<br>| 13134 | &nbsp;&nbsp; 156629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pearson PLC (PSO <br> US), Sponsored <br> ADR<br>| 18663 | &nbsp;&nbsp; 265575 |
|  | Persimmon PLC | 88805 | &nbsp;&nbsp; 1339067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pets at Home Group <br> PLC<br>| 141097 | &nbsp;&nbsp; 425017 |
|  | Pharos Energy PLC | 110849 | &nbsp;&nbsp; 31845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phoenix Group <br> Holdings PLC<br>| 29135 | &nbsp;&nbsp; 254788 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pinewood <br> Technologies Group <br> PLC<br>| 1201 | &nbsp;&nbsp; 7651 |
|  | Playtech PLC | 74007 | &nbsp;&nbsp; 388460 |
|  | Porvair PLC | 6976 | &nbsp;&nbsp; 68015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PPHE Hotel Group <br> Ltd.<br>| 3492 | &nbsp;&nbsp; 75127 |
|  | Premier Foods PLC | 232062 | &nbsp;&nbsp; 589783 |
|  | QinetiQ Group PLC | 74640 | &nbsp;&nbsp; 489347 |
|  | Rank Group PLC | 84921 | &nbsp;&nbsp; 175527 |
|  | Reach PLC | 172635 | &nbsp;&nbsp; 158454 |
|  | RHI Magnesita NV | 1599 | &nbsp;&nbsp; 50344 |
|  | RS Group PLC | 57717 | &nbsp;&nbsp; 424737 |
|  | RWS Holdings PLC | 41079 | &nbsp;&nbsp; 48564 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Sabre Insurance <br> Group PLC<br>| 57957 | &nbsp;&nbsp; 116742 |
| \* | Saga PLC | 20357 | &nbsp;&nbsp; 48047 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Savannah Energy <br> PLC<br>| 281630 | &nbsp;&nbsp; 26779 |
|  | Savills PLC | 42347 | &nbsp;&nbsp; 546407 |
|  | Schroders PLC | 122972 | &nbsp;&nbsp; 632094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Secure Trust Bank <br> PLC<br>| 1288 | &nbsp;&nbsp; 16997 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Senior PLC | 117044 | &nbsp;&nbsp; $311901 |
|  | Serco Group PLC | 270573 | &nbsp;&nbsp; 745554 |
|  | Serica Energy PLC | 37385 | &nbsp;&nbsp; 83095 |
| \* | Sigmaroc PLC | 60287 | &nbsp;&nbsp; 91582 |
|  | Spectris PLC | 13685 | &nbsp;&nbsp; 718595 |
|  | Speedy Hire PLC | 77932 | &nbsp;&nbsp; 32564 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Spire Healthcare <br> Group PLC<br>| 63258 | &nbsp;&nbsp; 181121 |
|  | SThree PLC | 13000 | &nbsp;&nbsp; 36258 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Studio Retail Group <br> PLC<br>| 11240 | &nbsp;&nbsp; 0 |
| \* | Synthomer PLC | 27645 | &nbsp;&nbsp; 29862 |
|  | Tate & Lyle PLC | 54495 | &nbsp;&nbsp; 384774 |
|  | Taylor Wimpey PLC | 789847 | &nbsp;&nbsp; 1062727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TBC Bank Group <br> PLC<br>| 13433 | &nbsp;&nbsp; 858622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Team Internet Group <br> PLC<br>| 26312 | &nbsp;&nbsp; 20680 |
| \* | THG PLC | 218910 | &nbsp;&nbsp; 87277 |
|  | TP ICAP Group PLC | 321882 | &nbsp;&nbsp; 1299370 |
|  | Travis Perkins PLC | 51488 | &nbsp;&nbsp; 368883 |
|  | TT Electronics PLC | 42312 | &nbsp;&nbsp; 54264 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vanquis Banking <br> Group PLC<br>| 12468 | &nbsp;&nbsp; 16194 |
|  | Vertu Motors PLC | 110788 | &nbsp;&nbsp; 88662 |
|  | Vesuvius PLC | 58685 | &nbsp;&nbsp; 275358 |
|  | Victrex PLC | 2289 | &nbsp;&nbsp; 20722 |
| \* | Vistry Group PLC | 118116 | &nbsp;&nbsp; 905244 |
|  | Volex PLC | 6662 | &nbsp;&nbsp; 32688 |
|  | Vp PLC | 3924 | &nbsp;&nbsp; 31024 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Watches of <br> Switzerland Group <br> PLC<br>| 37764 | &nbsp;&nbsp; 173680 |
| \* | Watkin Jones PLC | 35474 | &nbsp;&nbsp; 12122 |
|  | Whitbread PLC | 23029 | &nbsp;&nbsp; 925093 |
|  | WPP PLC (WPP LN) | 3043 | &nbsp;&nbsp; 16476 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; WPP PLC (WPP US), <br> Sponsored ADR<br>| 32483 | &nbsp;&nbsp; 879640 |
| \* | Xaar PLC | 20729 | &nbsp;&nbsp; 33922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Young & Co.'s <br> Brewery PLC <br> (YNGA LN), <br> Class A<br>| 5710 | &nbsp;&nbsp; 68055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Young & Co.'s <br> Brewery PLC <br> (YNGN LN)<br>| 3006 | &nbsp;&nbsp; 24593 |
|  | Zigup PLC | 74561 | &nbsp;&nbsp; 330010 |
|  | Zotefoams PLC | 8589 | &nbsp;&nbsp; 31461 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM |  | &nbsp;&nbsp; 67002830 |
| UNITED STATES — (0.2%) | UNITED STATES — (0.2%) | UNITED STATES — (0.2%) | UNITED STATES — (0.2%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ADTRAN Holdings, <br> Inc.<br>| 9022 | &nbsp;&nbsp; 84057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Paper <br> Co.<br>| 28968 | &nbsp;&nbsp; 1437466 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Smurfit WestRock <br> PLC<br>| 1486 | &nbsp;&nbsp; $65949 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp; 1587472 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS |  | &nbsp;&nbsp; 758905644 |
| PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) |
| BRAZIL — (0.1%) | BRAZIL — (0.1%) | BRAZIL — (0.1%) | BRAZIL — (0.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alpargatas SA, <br> 1.243%<br>| 8400 | &nbsp;&nbsp; 12841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco ABC Brasil SA, <br> 9.013%<br>| 27390 | &nbsp;&nbsp; 105607 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Banco BMG SA, <br> 11.606%<br>| 30400 | &nbsp;&nbsp; 18730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco do Estado do <br> Rio Grande do Sul <br> SA, 9.977%<br>| 67206 | &nbsp;&nbsp; 131662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Pan SA, <br> 3.100%<br>| 25165 | &nbsp;&nbsp; 35009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Pine SA, <br> 8.636%<br>| 12348 | &nbsp;&nbsp; 13341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia de Ferro Ligas da <br> Bahia FERBASA, <br> 7.560%<br>| 31600 | &nbsp;&nbsp; 37359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eucatex SA Industria <br> e Comercio, <br> 4.174%<br>| 14000 | &nbsp;&nbsp; 44054 |
|  | Raizen SA, 0.705% | 220100 | &nbsp;&nbsp; 55816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Randon SA <br> Implementos e <br> Participacoes, <br> 3.602%<br>| 39954 | &nbsp;&nbsp; 50731 |
|  | Schulz SA, 7.630% | 9400 | &nbsp;&nbsp; 8461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taurus Armas SA, <br> 3.791%<br>| 9680 | &nbsp;&nbsp; 8401 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Usinas Siderurgicas <br> de Minas Gerais SA <br> Usiminas<br>| 76300 | &nbsp;&nbsp; 59682 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | &nbsp;&nbsp; 581694 |
| COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Argos SA, <br> 5.658%<br>| 18029 | &nbsp;&nbsp; 50395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aval Acciones y <br> Valores SA, <br> 4.066%<br>| 122690 | &nbsp;&nbsp; 16942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo de Inversiones <br> Suramericana SA, <br> 3.840%<br>| 24923 | &nbsp;&nbsp; 224833 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | &nbsp;&nbsp; 292170 |
| GERMANY — (0.2%) | GERMANY — (0.2%) | GERMANY — (0.2%) | GERMANY — (0.2%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Draegerwerk AG & <br> Co. KGaA, 2.896%<br>| 1767 | &nbsp;&nbsp; 140985 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Einhell Germany AG, <br> 2.038%<br>| 999 | &nbsp;&nbsp; $84802 |
|  | FUCHS SE, 2.921% | 4245 | &nbsp;&nbsp; 194252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jungheinrich AG, <br> 2.380%<br>| 10257 | &nbsp;&nbsp; 393234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Porsche Automobil <br> Holding SE, <br> 5.422%<br>| 13209 | &nbsp;&nbsp; 530131 |
|  | Sixt SE, 4.466% | 3785 | &nbsp;&nbsp; 263961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STO SE & Co. KGaA, <br> 2.674%<br>| 583 | &nbsp;&nbsp; 83005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Villeroy & Boch AG, <br> 5.263%<br>| 889 | &nbsp;&nbsp; 17271 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 1707641 |
| PHILIPPINES — (0.0%) | PHILIPPINES — (0.0%) | PHILIPPINES — (0.0%) | PHILIPPINES — (0.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cebu Air, Inc., <br> 6.000%<br>| 22520 | &nbsp;&nbsp; 15894 |
| TAIWAN — (0.0%) | TAIWAN — (0.0%) | TAIWAN — (0.0%) | TAIWAN — (0.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taishin Financial <br> Holding Co. Ltd.<br>| 481879 | &nbsp;&nbsp; 144172 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL PREFERRED <br> STOCKS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL PREFERRED <br> STOCKS |  | &nbsp;&nbsp; 2741571 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Wiluna Mining Corp. <br> Ltd. Warrants<br>| 13267 | &nbsp;&nbsp; 324 |
| BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Banco BMG SA <br> Rights 08/25/2025<br>| 827 | &nbsp;&nbsp; 139 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Randon SA <br> Implementos e <br> Participacoes <br> Rights 08/19/2025<br>| 3198 | &nbsp;&nbsp; 46 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | &nbsp;&nbsp; 185 |
| INDIA — (0.0%) | INDIA — (0.0%) | INDIA — (0.0%) | INDIA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Inox Wind Ltd. Rights <br> 08/20/2025<br>| 4299 | &nbsp;&nbsp; 1502 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; JTEKT India Ltd. <br> Rights 08/12/2025<br>| 1082 | &nbsp;&nbsp; 258 |
| TOTAL INDIA | TOTAL INDIA |  | &nbsp;&nbsp; 1760 |
| ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Webuild SpA Warrants <br> 08/02/2030<br>| 2669 | &nbsp;&nbsp; 0 |
| MALAYSIA — (0.0%) | MALAYSIA — (0.0%) | MALAYSIA — (0.0%) | MALAYSIA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guan Chong Bhd. <br> Warrants <br> 06/19/2028<br>| 4100 | &nbsp;&nbsp; 187 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; YTL Corp. Bhd. <br> Warrants <br> 06/02/2028<br>| 13760 | &nbsp;&nbsp; $3194 |
| TOTAL MALAYSIA | TOTAL MALAYSIA |  | &nbsp;&nbsp; 3381 |
| THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Better World Green <br> PCL Warrants<br>| 172166 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Better World Green <br> PCL Warrants <br> 08/13/2025<br>| 172166 | &nbsp;&nbsp; 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS |  | &nbsp;&nbsp; 5650 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $544,253,214) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $544,253,214) |  | &nbsp;&nbsp; 761652865 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (2.7%) | SECURITIES LENDING COLLATERAL — (2.7%) | SECURITIES LENDING COLLATERAL — (2.7%) | SECURITIES LENDING COLLATERAL — (2.7%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund<br>| 1816092 | &nbsp;&nbsp; $21006739 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $565,259,730)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $565,259,730)^^ |  | &nbsp;&nbsp; $782659604 |

---

As of July 31, 2025, the value of Rule 144A securities amounted to $29,386,061 or 3.8% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $30134945 | &nbsp;&nbsp;&nbsp; $3417 | &nbsp;&nbsp;&nbsp; $30138362 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austria | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5366711 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5366711 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8430728 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8430728 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | &nbsp;&nbsp;&nbsp; $5557906 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5557906 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp; 66262581 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 34 | &nbsp;&nbsp;&nbsp; 66262615 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chile | &nbsp;&nbsp;&nbsp; 601605 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 601605 |
| &nbsp;&nbsp;&nbsp;&nbsp; China | &nbsp;&nbsp;&nbsp; 1649557 | &nbsp;&nbsp;&nbsp; 60470900 | &nbsp;&nbsp;&nbsp; 41819 | &nbsp;&nbsp;&nbsp; 62162276 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colombia | &nbsp;&nbsp;&nbsp; 169905 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 169905 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15380791 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15380791 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 13078821 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 13078821 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; 123419 | &nbsp;&nbsp;&nbsp; 27573706 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 27697125 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; 1178289 | &nbsp;&nbsp;&nbsp; 29004582 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 30182871 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greece | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1004868 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1004868 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7858457 | &nbsp;&nbsp;&nbsp; 3813 | &nbsp;&nbsp;&nbsp; 7862270 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hungary | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 358268 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 358268 |
| &nbsp;&nbsp;&nbsp;&nbsp; India | &nbsp;&nbsp;&nbsp; 135295 | &nbsp;&nbsp;&nbsp; 45353845 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 45489140 |
| &nbsp;&nbsp;&nbsp;&nbsp; Indonesia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3344751 | &nbsp;&nbsp;&nbsp; 4579 | &nbsp;&nbsp;&nbsp; 3349330 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ireland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8593335 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8593335 |
| &nbsp;&nbsp;&nbsp;&nbsp; Israel | &nbsp;&nbsp;&nbsp; 319097 | &nbsp;&nbsp;&nbsp; 7246679 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7565776 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy | &nbsp;&nbsp;&nbsp; 831327 | &nbsp;&nbsp;&nbsp; 28067286 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 28898613 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 118529030 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 118529030 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kuwait | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1248662 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1248662 |
| &nbsp;&nbsp;&nbsp;&nbsp; Malaysia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3329257 | &nbsp;&nbsp;&nbsp; 14 | &nbsp;&nbsp;&nbsp; 3329271 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mexico | &nbsp;&nbsp;&nbsp; 4242907 | &nbsp;&nbsp;&nbsp; 5747 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4248654 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 19106685 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 19106685 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1263473 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1263473 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway | &nbsp;&nbsp;&nbsp; $28279 | &nbsp;&nbsp;&nbsp; $3884139 | &nbsp;&nbsp;&nbsp; $59418 | &nbsp;&nbsp;&nbsp; $3971836 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philippines | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 966532 | &nbsp;&nbsp;&nbsp; 919 | &nbsp;&nbsp;&nbsp; 967451 |
| &nbsp;&nbsp;&nbsp;&nbsp; Poland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2773049 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2773049 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portugal | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3719555 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3719555 |
| &nbsp;&nbsp;&nbsp;&nbsp; Qatar | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1647163 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1647163 |
| &nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia | &nbsp;&nbsp;&nbsp; 31701 | &nbsp;&nbsp;&nbsp; 5833544 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5865245 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5177547 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5177547 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Africa | &nbsp;&nbsp;&nbsp; 2622276 | &nbsp;&nbsp;&nbsp; 5838581 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8460857 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Korea | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 25945674 | &nbsp;&nbsp;&nbsp; 14820 | &nbsp;&nbsp;&nbsp; 25960494 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 17428899 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 17428899 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden | &nbsp;&nbsp;&nbsp; 15871 | &nbsp;&nbsp;&nbsp; 14700378 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14716249 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 39131274 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 39131274 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 38132323 | &nbsp;&nbsp;&nbsp; 2180 | &nbsp;&nbsp;&nbsp; 38134503 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thailand | &nbsp;&nbsp;&nbsp; 10724 | &nbsp;&nbsp;&nbsp; 2402040 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2412764 |
| &nbsp;&nbsp;&nbsp;&nbsp; Turkey | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 822723 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 822723 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Arab Emirates | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3248642 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3248642 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; 1145215 | &nbsp;&nbsp;&nbsp; 65857615 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 67002830 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; 65949 | &nbsp;&nbsp;&nbsp; 1521523 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1587472 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | &nbsp;&nbsp;&nbsp; 581694 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 581694 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colombia | &nbsp;&nbsp;&nbsp; 292170 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 292170 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1707641 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1707641 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philippines | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15894 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15894 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan | &nbsp;&nbsp;&nbsp; 144172 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 144172 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 324 | &nbsp;&nbsp;&nbsp; 324 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 185 |
| &nbsp;&nbsp;&nbsp;&nbsp; India | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1760 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1760 |
| &nbsp;&nbsp;&nbsp;&nbsp; Malaysia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3381 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3381 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 21006739 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 21006739 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $86009939 | &nbsp;&nbsp;&nbsp; $696518328 | &nbsp;&nbsp;&nbsp; $131,337˂˃ | &nbsp;&nbsp;&nbsp; $782659604 |

---

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

---

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

---

------

**World ex U.S. Core Equity Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (97.1%) | COMMON STOCKS — (97.1%) | COMMON STOCKS — (97.1%) | COMMON STOCKS — (97.1%) |
| AUSTRALIA — (4.1%) | AUSTRALIA — (4.1%) | AUSTRALIA — (4.1%) | AUSTRALIA — (4.1%) |
|  | Accent Group Ltd. | 139081 | &nbsp;&nbsp; $132485 |
| # | Acrow Ltd. | 86318 | &nbsp;&nbsp; 59243 |
| # | Adairs Ltd. | 78973 | &nbsp;&nbsp; 103741 |
| #\* | Aeris Resources Ltd. | 134146 | &nbsp;&nbsp; 16268 |
|  | AGL Energy Ltd. | 72279 | &nbsp;&nbsp; 450450 |
| \* | AIC Mines Ltd. | 217295 | &nbsp;&nbsp; 42312 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ainsworth Game <br> Technology Ltd.<br>| 68629 | &nbsp;&nbsp; 44005 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Alkane Resources <br> Ltd.<br>| 156660 | &nbsp;&nbsp; 71490 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alliance Aviation <br> Services Ltd.<br>| 24946 | &nbsp;&nbsp; 41308 |
| #\* | Alligator Energy Ltd. | 469718 | &nbsp;&nbsp; 6861 |
|  | ALS Ltd. | 101685 | &nbsp;&nbsp; 1182137 |
|  | Amotiv Ltd. | 41515 | &nbsp;&nbsp; 233658 |
|  | AMP Ltd. | 732798 | &nbsp;&nbsp; 749736 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amplitude Energy <br> Ltd.<br>| 784644 | &nbsp;&nbsp; 128405 |
| # | Ampol Ltd. | 52261 | &nbsp;&nbsp; 913723 |
|  | Ansell Ltd. | 47501 | &nbsp;&nbsp; 909391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ANZ Group Holdings <br> Ltd.<br>| 158717 | &nbsp;&nbsp; 3114583 |
| # | APA Group | 174620 | &nbsp;&nbsp; 939174 |
| #\* | Appen Ltd. | 37273 | &nbsp;&nbsp; 21095 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Arafura Rare Earths <br> Ltd. (ARU AU)<br>| 236819 | &nbsp;&nbsp; 26390 |
| # | ARB Corp. Ltd. | 23430 | &nbsp;&nbsp; 502451 |
|  | Aristocrat Leisure Ltd. | 33567 | &nbsp;&nbsp; 1503025 |
| # | ARN Media Ltd. | 85589 | &nbsp;&nbsp; 25849 |
|  | ASX Ltd. | 8387 | &nbsp;&nbsp; 375940 |
|  | Atlas Arteria Ltd. | 154170 | &nbsp;&nbsp; 509251 |
|  | AUB Group Ltd. | 26795 | &nbsp;&nbsp; 582022 |
| \* | Aurelia Metals Ltd. | 437900 | &nbsp;&nbsp; 49062 |
|  | Aurizon Holdings Ltd. | 415607 | &nbsp;&nbsp; 862728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aussie Broadband <br> Ltd.<br>| 60547 | &nbsp;&nbsp; 174572 |
| \* | Austal Ltd. | 145296 | &nbsp;&nbsp; 609743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Austin Engineering <br> Ltd.<br>| 131962 | &nbsp;&nbsp; 30059 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Australian Agricultural <br> Co. Ltd.<br>| 61815 | &nbsp;&nbsp; 54767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Australian Clinical <br> Labs Ltd.<br>| 56850 | &nbsp;&nbsp; 100629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Australian Ethical <br> Investment Ltd.<br>| 36512 | &nbsp;&nbsp; 183077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Australian Finance <br> Group Ltd.<br>| 60542 | &nbsp;&nbsp; 86176 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Australian Strategic <br> Materials Ltd.<br>| 27243 | &nbsp;&nbsp; 9505 |
| # | Autosports Group Ltd. | 9783 | &nbsp;&nbsp; 15809 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Baby Bunting Group <br> Ltd.<br>| 37265 | &nbsp;&nbsp; 42994 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Queensland <br> Ltd.<br>| 193106 | &nbsp;&nbsp; $940781 |
|  | Bapcor Ltd. | 114656 | &nbsp;&nbsp; 282931 |
| \* | BCI Minerals Ltd. | 209203 | &nbsp;&nbsp; 46449 |
|  | Beach Energy Ltd. | 658989 | &nbsp;&nbsp; 493959 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Beacon Lighting <br> Group Ltd.<br>| 27388 | &nbsp;&nbsp; 63726 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beetaloo Energy <br> Australia Ltd.<br>| 55441 | &nbsp;&nbsp; 8554 |
|  | Bega Cheese Ltd. | 103747 | &nbsp;&nbsp; 345443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bell Financial Group <br> Ltd.<br>| 47306 | &nbsp;&nbsp; 38224 |
| \* | Bellevue Gold Ltd. | 335185 | &nbsp;&nbsp; 172783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bendigo & Adelaide <br> Bank Ltd.<br>| 131673 | &nbsp;&nbsp; 1031560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BHP Group Ltd. (BHP <br> AU)<br>| 437849 | &nbsp;&nbsp; 11057970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BHP Group Ltd. (BHP <br> LN), Class DI<br>| 36303 | &nbsp;&nbsp; 910923 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; BHP Group Ltd. (BHP <br> US), Sponsored <br> ADR<br>| 52042 | &nbsp;&nbsp; 2636968 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Black Cat Syndicate <br> Ltd. (BC8 AU)<br>| 39271 | &nbsp;&nbsp; 20148 |
|  | BlueScope Steel Ltd. | 91602 | &nbsp;&nbsp; 1388713 |
| #\* | Boss Energy Ltd. | 84834 | &nbsp;&nbsp; 93395 |
|  | Brambles Ltd. | 208343 | &nbsp;&nbsp; 3187532 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bravura Solutions <br> Ltd.<br>| 115951 | &nbsp;&nbsp; 159133 |
|  | Breville Group Ltd. | 31644 | &nbsp;&nbsp; 661788 |
| # | Brickworks Ltd. | 30946 | &nbsp;&nbsp; 649454 |
|  | Capral Ltd. | 5742 | &nbsp;&nbsp; 41170 |
| \* | Capricorn Metals Ltd. | 132193 | &nbsp;&nbsp; 757182 |
|  | CAR Group Ltd. | 16786 | &nbsp;&nbsp; 408563 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Carnarvon Energy <br> Ltd.<br>| 648669 | &nbsp;&nbsp; 41419 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Catapult Group <br> International Ltd.<br>| 31045 | &nbsp;&nbsp; 131422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cedar Woods <br> Properties Ltd.<br>| 24019 | &nbsp;&nbsp; 114368 |
| \* | Chalice Mining Ltd. | 18659 | &nbsp;&nbsp; 18836 |
|  | Challenger Ltd. | 142574 | &nbsp;&nbsp; 749313 |
|  | Champion Iron Ltd. | 59808 | &nbsp;&nbsp; 158028 |
| #\* | Chrysos Corp. Ltd. | 9367 | &nbsp;&nbsp; 30380 |
|  | Civmec Australia Ltd. | 80600 | &nbsp;&nbsp; 59394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cleanaway Waste <br> Management Ltd.<br>| 587712 | &nbsp;&nbsp; 1083106 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Clinuvel <br> Pharmaceuticals <br> Ltd.<br>| 10177 | &nbsp;&nbsp; 84361 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Coast Entertainment <br> Holdings Ltd.<br>| 124691 | &nbsp;&nbsp; 30051 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cobram Estate Olives <br> Ltd.<br>| 29536 | &nbsp;&nbsp; $49202 |
|  | Cochlear Ltd. | 5480 | &nbsp;&nbsp; 1118758 |
|  | Codan Ltd. | 50884 | &nbsp;&nbsp; 680329 |
| #\* | Cogstate Ltd. | 19223 | &nbsp;&nbsp; 21316 |
|  | Coles Group Ltd. | 177481 | &nbsp;&nbsp; 2362976 |
|  | Collins Foods Ltd. | 56133 | &nbsp;&nbsp; 333399 |
| \* | Comet Ridge Ltd. | 142861 | &nbsp;&nbsp; 13339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank <br> of Australia<br>| 55690 | &nbsp;&nbsp; 6322459 |
|  | Computershare Ltd. | 66614 | &nbsp;&nbsp; 1793209 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Coronado Global <br> Resources, Inc., <br> CDI<br>| 114480 | &nbsp;&nbsp; 14170 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Corporate Travel <br> Management Ltd.<br>| 31005 | &nbsp;&nbsp; 309904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Credit Corp. Group <br> Ltd.<br>| 20130 | &nbsp;&nbsp; 198380 |
|  | CSL Ltd. | 14855 | &nbsp;&nbsp; 2569680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dalrymple Bay <br> Infrastructure Ltd.<br>| 42474 | &nbsp;&nbsp; 122078 |
|  | Data#3 Ltd. | 52371 | &nbsp;&nbsp; 251976 |
| #\* | Deep Yellow Ltd. | 250673 | &nbsp;&nbsp; 238838 |
|  | Deterra Royalties Ltd. | 118638 | &nbsp;&nbsp; 314150 |
| \* | Develop Global Ltd. | 50294 | &nbsp;&nbsp; 137742 |
|  | Dicker Data Ltd. | 24656 | &nbsp;&nbsp; 137497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Domain Holdings <br> Australia Ltd.<br>| 32876 | &nbsp;&nbsp; 92975 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Domino's Pizza <br> Enterprises Ltd.<br>| 16767 | &nbsp;&nbsp; 195694 |
|  | Downer EDI Ltd. | 189319 | &nbsp;&nbsp; 834825 |
| #\* | DUG Technology Ltd. | 22647 | &nbsp;&nbsp; 19397 |
|  | Duratec Ltd. | 37912 | &nbsp;&nbsp; 35491 |
|  | Dyno Nobel Ltd. | 547998 | &nbsp;&nbsp; 1030490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagers Automotive <br> Ltd.<br>| 52417 | &nbsp;&nbsp; 656450 |
| \*†† | Elanor Investor Group | 19470 | &nbsp;&nbsp; 1927 |
|  | Elders Ltd. | 62291 | &nbsp;&nbsp; 288590 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Electro Optic Systems <br> Holdings Ltd.<br>| 60028 | &nbsp;&nbsp; 123459 |
| \* | Emeco Holdings Ltd. | 87420 | &nbsp;&nbsp; 49813 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Emerald Resources <br> NL<br>| 204363 | &nbsp;&nbsp; 448553 |
| #\* | EML Payments Ltd. | 97511 | &nbsp;&nbsp; 70159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Endeavour Group <br> Ltd.<br>| 404682 | &nbsp;&nbsp; 1059734 |
|  | EQT Holdings Ltd. | 6372 | &nbsp;&nbsp; 132873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Euroz Hartleys Group <br> Ltd.<br>| 18894 | &nbsp;&nbsp; 11282 |
|  | Evolution Mining Ltd. | 609302 | &nbsp;&nbsp; 2757530 |
|  | EVT Ltd. | 31852 | &nbsp;&nbsp; 345497 |
|  | Fiducian Group Ltd. | 1992 | &nbsp;&nbsp; 14329 |
| #†† | Firefinch Ltd. | 50216 | &nbsp;&nbsp; 1210 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; FleetPartners Group <br> Ltd.<br>| 73519 | &nbsp;&nbsp; 129317 |
|  | Fleetwood Ltd. | 28254 | &nbsp;&nbsp; 47824 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Flight Centre Travel <br> Group Ltd.<br>| 34635 | &nbsp;&nbsp; 264153 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | Fortescue Ltd. | 221560 | &nbsp;&nbsp; $2506787 |
|  | G8 Education Ltd. | 397771 | &nbsp;&nbsp; 229314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Generation <br> Development Group <br> Ltd.<br>| 10263 | &nbsp;&nbsp; 39703 |
| \* | Genesis Minerals Ltd. | 20590 | &nbsp;&nbsp; 48361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gold Road Resources <br> Ltd.<br>| 484203 | &nbsp;&nbsp; 970003 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; GR Engineering <br> Services Ltd.<br>| 28507 | &nbsp;&nbsp; 67855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GrainCorp Ltd., <br> Class A<br>| 75363 | &nbsp;&nbsp; 365717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grange Resources <br> Ltd.<br>| 238429 | &nbsp;&nbsp; 29774 |
|  | GWA Group Ltd. | 72185 | &nbsp;&nbsp; 117114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hansen Technologies <br> Ltd.<br>| 47570 | &nbsp;&nbsp; 182735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harvey Norman <br> Holdings Ltd.<br>| 168766 | &nbsp;&nbsp; 625757 |
|  | Healius Ltd. | 115502 | &nbsp;&nbsp; 56660 |
|  | Helia Group Ltd. | 140658 | &nbsp;&nbsp; 455380 |
|  | Helloworld Travel Ltd. | 20873 | &nbsp;&nbsp; 22406 |
|  | Horizon Oil Ltd. | 202365 | &nbsp;&nbsp; 26545 |
|  | HUB24 Ltd. | 9731 | &nbsp;&nbsp; 660512 |
| # | Humm Group Ltd. | 182369 | &nbsp;&nbsp; 67182 |
| # | IDP Education Ltd. | 32070 | &nbsp;&nbsp; 72557 |
| # | IGO Ltd. | 60470 | &nbsp;&nbsp; 170112 |
|  | Iluka Resources Ltd. | 98948 | &nbsp;&nbsp; 324156 |
|  | Imdex Ltd. | 181352 | &nbsp;&nbsp; 352149 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Immutep Ltd. (IMM <br> AU)<br>| 202283 | &nbsp;&nbsp; 35023 |
| \* | Imugene Ltd. | 11035 | &nbsp;&nbsp; 1905 |
|  | Infomedia Ltd. | 111980 | &nbsp;&nbsp; 93117 |
|  | Inghams Group Ltd. | 101402 | &nbsp;&nbsp; 224603 |
| \* | Insignia Financial Ltd. | 198430 | &nbsp;&nbsp; 571633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Insurance Australia <br> Group Ltd.<br>| 461627 | &nbsp;&nbsp; 2591305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Integral Diagnostics <br> Ltd.<br>| 71767 | &nbsp;&nbsp; 122934 |
| #\* | ioneer Ltd. | 109921 | &nbsp;&nbsp; 8050 |
| # | IPD Group Ltd. | 13727 | &nbsp;&nbsp; 31098 |
|  | IPH Ltd. | 52918 | &nbsp;&nbsp; 177574 |
|  | IRESS Ltd. | 39904 | &nbsp;&nbsp; 202456 |
|  | IVE Group Ltd. | 41608 | &nbsp;&nbsp; 78851 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; James Hardie <br> Industries PLC <br> (JHX AU), CDI<br>| 43669 | &nbsp;&nbsp; 1146199 |
|  | JB Hi-Fi Ltd. | 37018 | &nbsp;&nbsp; 2636496 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Johns Lyng Group <br> Ltd.<br>| 73610 | &nbsp;&nbsp; 183175 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Judo Capital Holdings <br> Ltd.<br>| 176968 | &nbsp;&nbsp; 170674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jumbo Interactive <br> Ltd.<br>| 12500 | &nbsp;&nbsp; 84072 |
| # | Jupiter Mines Ltd. | 375027 | &nbsp;&nbsp; 50568 |
| # | Karoon Energy Ltd. | 161254 | &nbsp;&nbsp; 192859 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kelly Partners Group <br> Holdings Ltd.<br>| 6429 | &nbsp;&nbsp; 45529 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| # | Kelsian Group Ltd. | 51735 | &nbsp;&nbsp; $123514 |
| # | Kogan.com Ltd. | 17812 | &nbsp;&nbsp; 44089 |
|  | Lendlease Corp. Ltd. | 197127 | &nbsp;&nbsp; 662545 |
| #†† | Leo Lithium Ltd. | 35869 | &nbsp;&nbsp; 0 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lifestyle Communities <br> Ltd.<br>| 22525 | &nbsp;&nbsp; 63715 |
|  | Lindsay Australia Ltd. | 114956 | &nbsp;&nbsp; 54145 |
|  | Lottery Corp. Ltd.  | 340266 | &nbsp;&nbsp; 1180172 |
| \* | Lotus Resources Ltd. | 208764 | &nbsp;&nbsp; 21709 |
|  | Lovisa Holdings Ltd. | 19939 | &nbsp;&nbsp; 433111 |
|  | Lycopodium Ltd. | 11283 | &nbsp;&nbsp; 82551 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lynas Rare Earths <br> Ltd.<br>| 87569 | &nbsp;&nbsp; 588411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MA Financial Group <br> Ltd.<br>| 19168 | &nbsp;&nbsp; 100252 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Maas Group Holdings <br> Ltd.<br>| 12196 | &nbsp;&nbsp; 32196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Macmahon Holdings <br> Ltd.<br>| 525240 | &nbsp;&nbsp; 101010 |
|  | Macquarie Group Ltd. | 15513 | &nbsp;&nbsp; 2148324 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Macquarie Technology <br> Group Ltd.<br>| 2696 | &nbsp;&nbsp; 120080 |
| # | Mader Group Ltd. | 14929 | &nbsp;&nbsp; 70615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magellan Financial <br> Group Ltd.<br>| 55938 | &nbsp;&nbsp; 380382 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mayne Pharma Group <br> Ltd.<br>| 20385 | &nbsp;&nbsp; 64824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; McMillan Shakespeare <br> Ltd.<br>| 21795 | &nbsp;&nbsp; 249298 |
|  | Medibank Pvt Ltd. | 357450 | &nbsp;&nbsp; 1168291 |
| \* | Megaport Ltd. | 23381 | &nbsp;&nbsp; 223327 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Mesoblast Ltd. (MSB <br> AU)<br>| 379344 | &nbsp;&nbsp; 573420 |
| \* | Metals X Ltd. | 204438 | &nbsp;&nbsp; 75720 |
|  | Metcash Ltd. | 380940 | &nbsp;&nbsp; 951019 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mineral Resources <br> Ltd.<br>| 24487 | &nbsp;&nbsp; 442289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Monadelphous Group <br> Ltd.<br>| 37594 | &nbsp;&nbsp; 468710 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Monash IVF Group <br> Ltd.<br>| 105786 | &nbsp;&nbsp; 54089 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mount Gibson Iron <br> Ltd.<br>| 260860 | &nbsp;&nbsp; 65237 |
|  | Myer Holdings Ltd. | 428063 | &nbsp;&nbsp; 165238 |
|  | MyState Ltd. | 50580 | &nbsp;&nbsp; 139720 |
| \* | Nanosonics Ltd. | 5619 | &nbsp;&nbsp; 14554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Australia <br> Bank Ltd.<br>| 211468 | &nbsp;&nbsp; 5247926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Navigator Global <br> Investments Ltd.<br>| 126878 | &nbsp;&nbsp; 155759 |
|  | Netwealth Group Ltd. | 44623 | &nbsp;&nbsp; 1064902 |
|  | New Hope Corp. Ltd. | 161692 | &nbsp;&nbsp; 431839 |
| #\* | NEXTDC Ltd. | 85608 | &nbsp;&nbsp; 788287 |
|  | nib holdings Ltd. | 143169 | &nbsp;&nbsp; 679732 |
| # | Nick Scali Ltd. | 27296 | &nbsp;&nbsp; 335295 |
|  | Nickel Industries Ltd. | 525142 | &nbsp;&nbsp; 246705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nine Entertainment <br> Co. Holdings Ltd.<br>| 435013 | &nbsp;&nbsp; 472564 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northern Star <br> Resources Ltd.<br>| 258418 | &nbsp;&nbsp; $2567467 |
| #\* | Novonix Ltd. | 20376 | &nbsp;&nbsp; 5842 |
|  | NRW Holdings Ltd. | 213519 | &nbsp;&nbsp; 440883 |
| \* | Nufarm Ltd. | 37589 | &nbsp;&nbsp; 62072 |
| \* | Nuix Ltd. | 41496 | &nbsp;&nbsp; 62433 |
|  | Objective Corp. Ltd. | 6963 | &nbsp;&nbsp; 85064 |
| \* | OFX Group Ltd. | 34591 | &nbsp;&nbsp; 18403 |
|  | OM Holdings Ltd. | 46008 | &nbsp;&nbsp; 9243 |
| #\* | Omni Bridgeway Ltd. | 56330 | &nbsp;&nbsp; 51574 |
|  | oOh!media Ltd. | 170729 | &nbsp;&nbsp; 197059 |
|  | Orica Ltd. | 102947 | &nbsp;&nbsp; 1405850 |
|  | Origin Energy Ltd. | 241189 | &nbsp;&nbsp; 1803566 |
|  | Orora Ltd. | 413645 | &nbsp;&nbsp; 548996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Current Group <br> Ltd.<br>| 15421 | &nbsp;&nbsp; 109198 |
| #\* | Paladin Energy Ltd. | 53824 | &nbsp;&nbsp; 210533 |
| \* | Pantoro Gold Ltd. | 38120 | &nbsp;&nbsp; 88941 |
| #\* | Paragon Care Ltd. | 38285 | &nbsp;&nbsp; 9764 |
|  | Peet Ltd. | 131518 | &nbsp;&nbsp; 142671 |
| #\* | Peninsula Energy Ltd. | 35455 | &nbsp;&nbsp; 14127 |
|  | Pepper Money Ltd. | 14192 | &nbsp;&nbsp; 17528 |
|  | Perenti Ltd. | 285645 | &nbsp;&nbsp; 320470 |
|  | Perpetual Ltd. | 33651 | &nbsp;&nbsp; 451911 |
|  | Perseus Mining Ltd. | 649534 | &nbsp;&nbsp; 1356037 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Peter Warren <br> Automotive <br> Holdings Ltd.<br>| 20551 | &nbsp;&nbsp; 22898 |
| \* | PEXA Group Ltd. | 41157 | &nbsp;&nbsp; 417933 |
| \* | Pilbara Minerals Ltd. | 35578 | &nbsp;&nbsp; 36101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pinnacle Investment <br> Management Group <br> Ltd.<br>| 5822 | &nbsp;&nbsp; 82615 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Platinum Asset <br> Management Ltd.<br>| 144495 | &nbsp;&nbsp; 61614 |
|  | Praemium Ltd. | 17729 | &nbsp;&nbsp; 7968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premier Investments <br> Ltd.<br>| 28936 | &nbsp;&nbsp; 391281 |
|  | Pro Medicus Ltd. | 13699 | &nbsp;&nbsp; 2813152 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Propel Funeral <br> Partners Ltd.<br>| 17155 | &nbsp;&nbsp; 51228 |
| # | PWR Holdings Ltd. | 23772 | &nbsp;&nbsp; 119128 |
|  | Qantas Airways Ltd. | 74582 | &nbsp;&nbsp; 517250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; QBE Insurance Group <br> Ltd.<br>| 405890 | &nbsp;&nbsp; 6021060 |
| \* | Qoria Ltd. | 150918 | &nbsp;&nbsp; 57923 |
|  | Qube Holdings Ltd. | 310211 | &nbsp;&nbsp; 865055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ramelius Resources <br> Ltd.<br>| 592969 | &nbsp;&nbsp; 954016 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ramsay Health Care <br> Ltd.<br>| 18504 | &nbsp;&nbsp; 458061 |
|  | REA Group Ltd. | 7988 | &nbsp;&nbsp; 1216820 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; ReadyTech Holdings <br> Ltd.<br>| 4593 | &nbsp;&nbsp; 6682 |
|  | Reece Ltd. | 21676 | &nbsp;&nbsp; 187683 |
| # | Regal Partners Ltd. | 20857 | &nbsp;&nbsp; 38886 |
|  | Regis Healthcare Ltd. | 64338 | &nbsp;&nbsp; 343736 |
| \* | Regis Resources Ltd. | 250904 | &nbsp;&nbsp; 654263 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reliance Worldwide <br> Corp. Ltd.<br>| 227602 | &nbsp;&nbsp; $625677 |
| \* | Resolute Mining Ltd. | 708061 | &nbsp;&nbsp; 279132 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Retail Food Group <br> Ltd.<br>| 19779 | &nbsp;&nbsp; 25097 |
|  | Ridley Corp. Ltd. | 129096 | &nbsp;&nbsp; 240539 |
|  | Rio Tinto Ltd. | 47943 | &nbsp;&nbsp; 3409606 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RPMGlobal Holdings <br> Ltd.<br>| 57648 | &nbsp;&nbsp; 124312 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sandfire Resources <br> Ltd.<br>| 206290 | &nbsp;&nbsp; 1387830 |
|  | Santos Ltd. | 928732 | &nbsp;&nbsp; 4673274 |
|  | SEEK Ltd. | 52818 | &nbsp;&nbsp; 814753 |
| #\* | Select Harvests Ltd. | 43556 | &nbsp;&nbsp; 96028 |
|  | Servcorp Ltd. | 17474 | &nbsp;&nbsp; 66267 |
|  | Service Stream Ltd. | 247108 | &nbsp;&nbsp; 314154 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seven West Media <br> Ltd.<br>| 350264 | &nbsp;&nbsp; 31474 |
|  | SGH Ltd. | 33336 | &nbsp;&nbsp; 1090331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shaver Shop Group <br> Ltd.<br>| 37320 | &nbsp;&nbsp; 35421 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sigma Healthcare <br> Ltd.<br>| 468793 | &nbsp;&nbsp; 865915 |
| \* | Silver Mines Ltd. | 226605 | &nbsp;&nbsp; 18710 |
|  | Sims Ltd. (SGM AU) | 49151 | &nbsp;&nbsp; 476932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SmartGroup Corp. <br> Ltd.<br>| 36433 | &nbsp;&nbsp; 184360 |
|  | Solvar Ltd. | 55550 | &nbsp;&nbsp; 56989 |
|  | Sonic Healthcare Ltd. | 56634 | &nbsp;&nbsp; 1000091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; South32 Ltd. (S32 <br> AU)<br>| 503373 | &nbsp;&nbsp; 941327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Cross <br> Electrical <br> Engineering Ltd.<br>| 60055 | &nbsp;&nbsp; 68116 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Southern Cross Media <br> Group Ltd.<br>| 54067 | &nbsp;&nbsp; 20704 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; SpeedCast <br> International Ltd.<br>| 165938 | &nbsp;&nbsp; 0 |
|  | SRG Global Ltd. | 198496 | &nbsp;&nbsp; 211177 |
| #\* | St Barbara Ltd. | 310903 | &nbsp;&nbsp; 53529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stanmore Resources <br> Ltd.<br>| 107303 | &nbsp;&nbsp; 145330 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Star Entertainment <br> Group Ltd.<br>| 467009 | &nbsp;&nbsp; 32704 |
|  | Steadfast Group Ltd. | 222164 | &nbsp;&nbsp; 845529 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Strandline Resources <br> Ltd.<br>| 48114 | &nbsp;&nbsp; 557 |
|  | Suncorp Group Ltd. | 147715 | &nbsp;&nbsp; 1980084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Super Retail Group <br> Ltd.<br>| 81947 | &nbsp;&nbsp; 801568 |
| \* | Superloop Ltd. | 120069 | &nbsp;&nbsp; 257274 |
| #\* | Syrah Resources Ltd. | 97278 | &nbsp;&nbsp; 23756 |
|  | Tabcorp Holdings Ltd. | 643743 | &nbsp;&nbsp; 318014 |
|  | Technology One Ltd. | 81650 | &nbsp;&nbsp; 2135844 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Telix Pharmaceuticals <br> Ltd.<br>| 8707 | &nbsp;&nbsp; 116649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telstra Group Ltd. <br> (TLS AU)<br>| 455524 | &nbsp;&nbsp; 1451792 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Temple & Webster <br> Group Ltd.<br>| 6889 | &nbsp;&nbsp; $107370 |
| # | Ten Sixty Four Ltd. | 85990 | &nbsp;&nbsp; 6079 |
|  | TPG Telecom Ltd. | 81760 | &nbsp;&nbsp; 290002 |
|  | Transurban Group | 142785 | &nbsp;&nbsp; 1263622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Treasury Wine <br> Estates Ltd.<br>| 97931 | &nbsp;&nbsp; 473558 |
| \* | Tuas Ltd. | 60998 | &nbsp;&nbsp; 209090 |
| #\* | Tyro Payments Ltd. | 93153 | &nbsp;&nbsp; 56774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Store <br> Holdings Ltd.<br>| 2706 | &nbsp;&nbsp; 14649 |
| \* | Vault Minerals Ltd. | 2305866 | &nbsp;&nbsp; 533806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ventia Services Group <br> Pty. Ltd.<br>| 320736 | &nbsp;&nbsp; 1067983 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Viva Energy Group <br> Ltd.<br>| 241590 | &nbsp;&nbsp; 323302 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Vulcan Energy <br> Resources Ltd.<br>| 45082 | &nbsp;&nbsp; 104772 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; WEB Travel Group <br> Ltd.<br>| 39553 | &nbsp;&nbsp; 112932 |
| #\* | Webjet Group Ltd. | 88207 | &nbsp;&nbsp; 50355 |
|  | Wesfarmers Ltd. | 85628 | &nbsp;&nbsp; 4683834 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; West African <br> Resources Ltd.<br>| 453612 | &nbsp;&nbsp; 679148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westgold Resources <br> Ltd.<br>| 277928 | &nbsp;&nbsp; 453857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking <br> Corp.<br>| 185464 | &nbsp;&nbsp; 4004191 |
| # | Whitehaven Coal Ltd. | 216094 | &nbsp;&nbsp; 886266 |
|  | WiseTech Global Ltd. | 8765 | &nbsp;&nbsp; 663862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Woodside Energy <br> Group Ltd. (WDS <br> AU)<br>| 85172 | &nbsp;&nbsp; 1441313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Woodside Energy <br> Group Ltd. (WDS <br> LN)<br>| 19303 | &nbsp;&nbsp; 329851 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Woodside Energy <br> Group Ltd. (WDS <br> US), ADR<br>| 26346 | &nbsp;&nbsp; 446035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Woolworths Group <br> Ltd.<br>| 74891 | &nbsp;&nbsp; 1511907 |
|  | Worley Ltd. | 99349 | &nbsp;&nbsp; 845468 |
| \* | Xero Ltd. | 13958 | &nbsp;&nbsp; 1607411 |
|  | XRF Scientific Ltd. | 28028 | &nbsp;&nbsp; 34759 |
| # | Yancoal Australia Ltd. | 114661 | &nbsp;&nbsp; 463087 |
| #\* | Zip Co. Ltd. | 104780 | &nbsp;&nbsp; 212490 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp; 178131185 |
| AUSTRIA — (0.4%) | AUSTRIA — (0.4%) | AUSTRIA — (0.4%) | AUSTRIA — (0.4%) |
| \* | Addiko Bank AG | 4609 | &nbsp;&nbsp; 114987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agrana Beteiligungs <br> AG<br>| 3069 | &nbsp;&nbsp; 40931 |
|  | ANDRITZ AG | 21497 | &nbsp;&nbsp; 1495996 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AT&S Austria <br> Technologie & <br> Systemtechnik AG<br>| 3866 | &nbsp;&nbsp; 77726 |
| Ω | BAWAG Group AG | 25816 | &nbsp;&nbsp; 3258171 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CA Immobilien <br> Anlagen AG<br>| 4920 | &nbsp;&nbsp; $131031 |
| \* | CPI Europe AG | 6245 | &nbsp;&nbsp; 129722 |
| \* | DO & Co. AG | 3370 | &nbsp;&nbsp; 760273 |
|  | Erste Group Bank AG | 33760 | &nbsp;&nbsp; 3087145 |
| \* | Eurotelesites AG | 17409 | &nbsp;&nbsp; 102079 |
|  | EVN AG | 13989 | &nbsp;&nbsp; 378028 |
| \* | FACC AG | 1947 | &nbsp;&nbsp; 15967 |
|  | Frequentis AG | 473 | &nbsp;&nbsp; 33879 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Immofinanz AG (IIA <br> AV)<br>| 12053 | &nbsp;&nbsp; 0 |
| #\* | Lenzing AG | 2954 | &nbsp;&nbsp; 82631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mayr Melnhof Karton <br> AG<br>| 1140 | &nbsp;&nbsp; 97148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oesterreichische Post <br> AG<br>| 9276 | &nbsp;&nbsp; 323553 |
|  | OMV AG | 48840 | &nbsp;&nbsp; 2487342 |
|  | Palfinger AG | 3950 | &nbsp;&nbsp; 164283 |
|  | Porr AG | 5510 | &nbsp;&nbsp; 185245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Raiffeisen Bank <br> International AG<br>| 26575 | &nbsp;&nbsp; 767338 |
|  | SBO AG | 2329 | &nbsp;&nbsp; 77073 |
|  | Semperit AG Holding | 1666 | &nbsp;&nbsp; 24999 |
|  | Strabag SE (STR AV) | 5446 | &nbsp;&nbsp; 511978 |
|  | Telekom Austria AG | 49868 | &nbsp;&nbsp; 528489 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; UBM Development <br> AG<br>| 1357 | &nbsp;&nbsp; 31698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UNIQA Insurance <br> Group AG<br>| 36734 | &nbsp;&nbsp; 529216 |
|  | Verbund AG | 4926 | &nbsp;&nbsp; 366787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vienna Insurance <br> Group AG Wiener <br> Versicherung <br> Gruppe<br>| 15545 | &nbsp;&nbsp; 820226 |
|  | voestalpine AG | 30687 | &nbsp;&nbsp; 844829 |
|  | Wienerberger AG | 31530 | &nbsp;&nbsp; 1056961 |
|  | Zumtobel Group AG | 7184 | &nbsp;&nbsp; 37225 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | &nbsp;&nbsp; 18562956 |
| BELGIUM — (0.7%) | BELGIUM — (0.7%) | BELGIUM — (0.7%) | BELGIUM — (0.7%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ackermans & van <br> Haaren NV<br>| 9235 | &nbsp;&nbsp; 2265310 |
|  | Ageas SA | 62536 | &nbsp;&nbsp; 4251964 |
| \* | AGFA-Gevaert NV | 61134 | &nbsp;&nbsp; 78549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anheuser-Busch <br> InBev SA (ABI BB)<br>| 83257 | &nbsp;&nbsp; 4786666 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Argenx SE (ARGX <br> BB)<br>| 353 | &nbsp;&nbsp; 237085 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Argenx SE (ARGX <br> US), ADR<br>| 721 | &nbsp;&nbsp; 483308 |
| \* | Atenor | 4770 | &nbsp;&nbsp; 16869 |
|  | Azelis Group NV | 25006 | &nbsp;&nbsp; 388508 |
|  | Barco NV | 4748 | &nbsp;&nbsp; 74002 |
|  | Bekaert SA | 14584 | &nbsp;&nbsp; 600676 |
| #\* | bpost SA | 21271 | &nbsp;&nbsp; 53248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie <br> d'Entreprises CFE<br>| 5331 | &nbsp;&nbsp; 59623 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) |
| # | CMB Tech NV | 13753 | &nbsp;&nbsp; $121164 |
|  | Colruyt Group NV | 11361 | &nbsp;&nbsp; 485306 |
|  | Deceuninck NV | 28652 | &nbsp;&nbsp; 71037 |
|  | Deme Group NV | 2932 | &nbsp;&nbsp; 438830 |
|  | D'ieteren Group | 1932 | &nbsp;&nbsp; 381634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Econocom Group SA <br> NV<br>| 33625 | &nbsp;&nbsp; 70699 |
|  | Elia Group SA | 5960 | &nbsp;&nbsp; 687624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EVS Broadcast <br> Equipment SA<br>| 4646 | &nbsp;&nbsp; 200722 |
|  | Fagron | 23221 | &nbsp;&nbsp; 574183 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Galapagos NV (GLPG <br> BB)<br>| 11025 | &nbsp;&nbsp; 360783 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Galapagos NV (GLPG <br> NA)<br>| 5777 | &nbsp;&nbsp; 189047 |
|  | Gimv NV | 9015 | &nbsp;&nbsp; 431980 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hyloris <br> Pharmaceuticals <br> SA<br>| 480 | &nbsp;&nbsp; 3697 |
| \* | Immobel SA | 1567 | &nbsp;&nbsp; 44616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ion Beam <br> Applications<br>| 1418 | &nbsp;&nbsp; 19523 |
|  | Jensen-Group NV | 1808 | &nbsp;&nbsp; 119424 |
|  | KBC Group NV | 58128 | &nbsp;&nbsp; 6062976 |
|  | Kinepolis Group NV | 3839 | &nbsp;&nbsp; 158861 |
|  | Lotus Bakeries NV | 137 | &nbsp;&nbsp; 1158255 |
|  | Melexis NV | 4678 | &nbsp;&nbsp; 357796 |
| #\* | Ontex Group NV | 16997 | &nbsp;&nbsp; 131783 |
| \* | Orange Belgium SA | 8117 | &nbsp;&nbsp; 166688 |
|  | Proximus SADP | 40263 | &nbsp;&nbsp; 334534 |
| # | Recticel SA | 16564 | &nbsp;&nbsp; 201560 |
|  | Sipef NV | 2093 | &nbsp;&nbsp; 148303 |
|  | Solvay SA | 27594 | &nbsp;&nbsp; 864592 |
|  | Syensqo SA | 14814 | &nbsp;&nbsp; 1174096 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tessenderlo Group <br> SA<br>| 6360 | &nbsp;&nbsp; 189188 |
|  | UCB SA | 11754 | &nbsp;&nbsp; 2525404 |
|  | Umicore SA | 17076 | &nbsp;&nbsp; 269865 |
| # | Van de Velde NV | 2114 | &nbsp;&nbsp; 80673 |
|  | VGP NV | 3612 | &nbsp;&nbsp; 379837 |
|  | Viohalco SA | 4480 | &nbsp;&nbsp; 31379 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | &nbsp;&nbsp; 31731867 |
| BRAZIL — (0.9%) | BRAZIL — (0.9%) | BRAZIL — (0.9%) | BRAZIL — (0.9%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Allianca Saude e <br> Participacoes SA<br>| 3604 | &nbsp;&nbsp; 3154 |
|  | Allied Tecnologia SA | 30900 | &nbsp;&nbsp; 38131 |
|  | Allos SA | 81236 | &nbsp;&nbsp; 309155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alupar Investimento <br> SA<br>| 47889 | &nbsp;&nbsp; 252293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ambev SA (ABEV <br> US), ADR<br>| 117295 | &nbsp;&nbsp; 255703 |
|  | Anima Holding SA | 94515 | &nbsp;&nbsp; 61440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Armac Locacao <br> Logistica E Servicos <br> SA<br>| 6800 | &nbsp;&nbsp; 4299 |
|  | Auren Energia SA | 9752 | &nbsp;&nbsp; 16145 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Automob <br> Participacoes SA<br>| 2062 | &nbsp;&nbsp; $4088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; B3 SA - Brasil Bolsa <br> Balcao<br>| 330195 | &nbsp;&nbsp; 741819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Bradesco SA <br> (BBDC3 BZ)<br>| 90192 | &nbsp;&nbsp; 215834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco BTG Pactual <br> SA<br>| 22065 | &nbsp;&nbsp; 154192 |
|  | Banco do Brasil SA | 128624 | &nbsp;&nbsp; 452517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Santander <br> Brasil SA<br>| 166939 | &nbsp;&nbsp; 787956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BB Seguridade <br> Participacoes SA<br>| 72955 | &nbsp;&nbsp; 439068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bemobi Mobile Tech <br> SA<br>| 21514 | &nbsp;&nbsp; 78340 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blau Farmaceutica <br> SA<br>| 16500 | &nbsp;&nbsp; 36391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Boa Safra Sementes <br> SA<br>| 28190 | &nbsp;&nbsp; 52156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BR Advisory Partners <br> Participacoes SA<br>| 16368 | &nbsp;&nbsp; 45454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BrasilAgro - Co. <br> Brasileira de <br> Propriedades <br> Agricolas<br>| 22841 | &nbsp;&nbsp; 83907 |
| \* | Brava Energia | 11391 | &nbsp;&nbsp; 40155 |
|  | BRF SA | 67158 | &nbsp;&nbsp; 240469 |
|  | C&A Modas SA | 69733 | &nbsp;&nbsp; 205106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caixa Seguridade <br> Participacoes SA<br>| 23666 | &nbsp;&nbsp; 58240 |
|  | Camil Alimentos SA | 9357 | &nbsp;&nbsp; 7586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Centrais Eletricas <br> Brasileiras SA<br>| 74531 | &nbsp;&nbsp; 503258 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cia Brasileira de <br> Aluminio<br>| 86745 | &nbsp;&nbsp; 72500 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cia Brasileira de <br> Distribuicao<br>| 20712 | &nbsp;&nbsp; 13020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia de Saneamento <br> Basico do Estado <br> de Sao Paulo <br> SABESP (SBS US), <br> ADR<br>| 2100 | &nbsp;&nbsp; 40488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia de Saneamento <br> Basico do Estado <br> de Sao Paulo <br> SABESP (SBSP3 <br> BZ)<br>| 30824 | &nbsp;&nbsp; 596217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia de Saneamento <br> de Minas Gerais <br> Copasa MG<br>| 66502 | &nbsp;&nbsp; 307121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia De Sanena Do <br> Parana (SAPR11 <br> BZ)<br>| 85475 | &nbsp;&nbsp; 520524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia De Sanena Do <br> Parana (SAPR3 <br> BZ)<br>| 35300 | &nbsp;&nbsp; 48100 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Energetica de <br> Minas Gerais (CIG <br> US), Sponsored <br> ADR<br>| 12653 | &nbsp;&nbsp; $22901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Energetica de <br> Minas Gerais <br> (CMIG3 BZ)<br>| 55020 | &nbsp;&nbsp; 144636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Paranaense de <br> Energia - Copel<br>| 120963 | &nbsp;&nbsp; 238489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Paranaense de <br> Energia - Copel, <br> ADR<br>| 1200 | &nbsp;&nbsp; 9360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Siderurgica <br> Nacional SA <br> (CSNA3 BZ)<br>| 118960 | &nbsp;&nbsp; 170381 |
|  | Cogna Educacao SA | 691382 | &nbsp;&nbsp; 340780 |
| \* | Cosan SA | 41315 | &nbsp;&nbsp; 43753 |
|  | CPFL Energia SA | 23416 | &nbsp;&nbsp; 158531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cruzeiro do Sul <br> Educacional SA<br>| 89202 | &nbsp;&nbsp; 80766 |
|  | CSU Digital SA | 8100 | &nbsp;&nbsp; 25589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cury Construtora e <br> Incorporadora SA<br>| 48100 | &nbsp;&nbsp; 252889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cyrela Brazil Realty <br> SA <br> Empreendimentos e <br> Participacoes<br>| 96487 | &nbsp;&nbsp; 422509 |
| Ω | Desktop SA | 36610 | &nbsp;&nbsp; 53743 |
|  | Dexco SA | 122906 | &nbsp;&nbsp; 124013 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Diagnosticos da <br> America SA<br>| 39480 | &nbsp;&nbsp; 8743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dimed SA <br> Distribuidora da <br> Medicamentos<br>| 29900 | &nbsp;&nbsp; 48591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Direcional Engenharia <br> SA<br>| 32225 | &nbsp;&nbsp; 224385 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EcoRodovias <br> Infraestrutura e <br> Logistica SA<br>| 57169 | &nbsp;&nbsp; 68812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Embraer SA (EMBR3 <br> BZ)<br>| 89895 | &nbsp;&nbsp; 1294913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Empreendimentos <br> Pague Menos SA<br>| 129519 | &nbsp;&nbsp; 90902 |
|  | Energisa SA | 57320 | &nbsp;&nbsp; 467400 |
| \* | Eneva SA | 83675 | &nbsp;&nbsp; 200986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Engie Brasil Energia <br> SA<br>| 27586 | &nbsp;&nbsp; 196714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Equatorial Energia <br> SA<br>| 115031 | &nbsp;&nbsp; 699897 |
|  | Eternit SA | 11000 | &nbsp;&nbsp; 7347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Even Construtora e <br> Incorporadora SA<br>| 52473 | &nbsp;&nbsp; 65128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ez Tec <br> Empreendimentos e <br> Participacoes SA<br>| 36019 | &nbsp;&nbsp; 88318 |
|  | Fleury SA | 62825 | &nbsp;&nbsp; 161002 |
|  | Fras-Le SA | 20106 | &nbsp;&nbsp; 84775 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gerdau SA, <br> Sponsored ADR<br>| 211221 | &nbsp;&nbsp; $625214 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; GPS Participacoes e <br> Empreendimentos <br> SA<br>| 44674 | &nbsp;&nbsp; 112970 |
|  | Grendene SA | 55350 | &nbsp;&nbsp; 49819 |
|  | Grupo Mateus SA | 104653 | &nbsp;&nbsp; 136994 |
|  | Grupo SBF SA | 52317 | &nbsp;&nbsp; 102680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guararapes <br> Confeccoes SA<br>| 33400 | &nbsp;&nbsp; 46108 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hapvida Participacoes <br> e Investimentos SA<br>| 30355 | &nbsp;&nbsp; 179272 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hidrovias do Brasil <br> SA<br>| 44109 | &nbsp;&nbsp; 27885 |
|  | Hypera SA | 93355 | &nbsp;&nbsp; 428634 |
|  | Iochpe Maxion SA | 41160 | &nbsp;&nbsp; 107172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Irani Papel e <br> Embalagem SA<br>| 35169 | &nbsp;&nbsp; 46854 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IRB-Brasil Resseguros <br> SA<br>| 23527 | &nbsp;&nbsp; 191173 |
|  | Jalles Machado SA | 59829 | &nbsp;&nbsp; 36328 |
| \* | JBS NV, BDR | 58404 | &nbsp;&nbsp; 801972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JHSF Participacoes <br> SA<br>| 130759 | &nbsp;&nbsp; 120261 |
|  | JSL SA | 40755 | &nbsp;&nbsp; 38065 |
|  | Kepler Weber SA | 46800 | &nbsp;&nbsp; 58672 |
|  | Klabin SA | 204804 | &nbsp;&nbsp; 680297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lavvi <br> Empreendimentos <br> Imobiliarios SA<br>| 28200 | &nbsp;&nbsp; 61793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Localiza Rent a Car <br> SA<br>| 72752 | &nbsp;&nbsp; 449929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LOG Commercial <br> Properties e <br> Participacoes SA<br>| 12594 | &nbsp;&nbsp; 47300 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Log-in Logistica <br> Intermodal SA<br>| 10894 | &nbsp;&nbsp; 49630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lojas Quero-Quero <br> SA<br>| 54141 | &nbsp;&nbsp; 23399 |
|  | Lojas Renner SA | 292988 | &nbsp;&nbsp; 851303 |
| Ω | LWSA SA | 115435 | &nbsp;&nbsp; 77925 |
|  | M Dias Branco SA | 14158 | &nbsp;&nbsp; 61466 |
|  | Magazine Luiza SA | 27 | &nbsp;&nbsp; 34 |
|  | Mahle Metal Leve SA | 16900 | &nbsp;&nbsp; 86287 |
|  | Marcopolo SA | 50800 | &nbsp;&nbsp; 60330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marfrig Global Foods <br> SA<br>| 88781 | &nbsp;&nbsp; 337712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Melnick Even <br> Desenvolvimento <br> Imobiliario SA<br>| 25547 | &nbsp;&nbsp; 15010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mills Locacao <br> Servicos e Logistica <br> SA<br>| 45673 | &nbsp;&nbsp; 91761 |
| \* | Minerva SA | 25386 | &nbsp;&nbsp; 22396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motiva Infraestrutura <br> de Mobilidade SA<br>| 226133 | &nbsp;&nbsp; 497129 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Moura Dubeux <br> Engenharia SA<br>| 25187 | &nbsp;&nbsp; $101701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Movida Participacoes <br> SA<br>| 27007 | &nbsp;&nbsp; 29903 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MRV Engenharia e <br> Participacoes SA<br>| 62588 | &nbsp;&nbsp; 66505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Multiplan <br> Empreendimentos <br> Imobiliarios SA<br>| 46991 | &nbsp;&nbsp; 212316 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Natura Cosmeticos <br> SA<br>| 203694 | &nbsp;&nbsp; 328483 |
|  | Neoenergia SA | 35776 | &nbsp;&nbsp; 156596 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oceanpact Servicos <br> Maritimos SA<br>| 27300 | &nbsp;&nbsp; 29691 |
|  | Odontoprev SA | 84793 | &nbsp;&nbsp; 181865 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orizon Valorizacao de <br> Residuos SA<br>| 4128 | &nbsp;&nbsp; 35364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pet Center Comercio <br> e Participacoes SA<br>| 59500 | &nbsp;&nbsp; 42078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Petroleo Brasileiro SA <br> - Petrobras<br>| 603315 | &nbsp;&nbsp; 3856139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Petroleo Brasileiro SA <br> - Petrobras (PBRA <br> US), Sponsored <br> ADR<br>| 24230 | &nbsp;&nbsp; 281553 |
|  | Petroreconcavo SA | 45407 | &nbsp;&nbsp; 108823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Plano & Plano <br> Desenvolvimento <br> Imobiliario SA<br>| 19900 | &nbsp;&nbsp; 46200 |
|  | Porto Seguro SA | 92486 | &nbsp;&nbsp; 857051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Positivo Tecnologia <br> SA<br>| 23500 | &nbsp;&nbsp; 16661 |
| \* | PRIO SA | 196674 | &nbsp;&nbsp; 1481851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Profarma Distribuidora <br> de Produtos <br> Farmaceuticos SA<br>| 7632 | &nbsp;&nbsp; 10100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qualicorp Consultoria <br> e Corretora de <br> Seguros SA<br>| 43800 | &nbsp;&nbsp; 12750 |
|  | Raia Drogasil SA | 145600 | &nbsp;&nbsp; 350248 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Rede D'Or Sao Luiz <br> SA<br>| 15563 | &nbsp;&nbsp; 90329 |
|  | Romi SA | 26826 | &nbsp;&nbsp; 38230 |
|  | Rumo SA | 63328 | &nbsp;&nbsp; 187059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Santos Brasil <br> Participacoes SA<br>| 151049 | &nbsp;&nbsp; 376304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sao Carlos <br> Empreendimentos e <br> Participacoes SA<br>| 9300 | &nbsp;&nbsp; 30726 |
|  | Sao Martinho SA | 42800 | &nbsp;&nbsp; 132538 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sendas Distribuidora <br> SA (ASAI US), <br> ADR<br>| 3578 | &nbsp;&nbsp; 30055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sendas Distribuidora <br> SA (ASAI3 BZ)<br>| 300023 | &nbsp;&nbsp; 504186 |
| Ω | Ser Educacional SA | 45190 | &nbsp;&nbsp; 63836 |
| \* | Serena Energia SA | 68844 | &nbsp;&nbsp; 145692 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | Simpar SA | 64799 | &nbsp;&nbsp; $49645 |
|  | SLC Agricola SA | 37092 | &nbsp;&nbsp; 121419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Smartfit Escola de <br> Ginastica e Danca <br> SA<br>| 60395 | &nbsp;&nbsp; 223479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzano SA (SUZB3 <br> BZ)<br>| 117293 | &nbsp;&nbsp; 1092379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tegma Gestao <br> Logistica SA<br>| 10018 | &nbsp;&nbsp; 65194 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Telefonica Brasil SA <br> (VIV US), ADR<br>| 1013 | &nbsp;&nbsp; 11366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telefonica Brasil SA <br> (VIVT3 BZ)<br>| 53240 | &nbsp;&nbsp; 299310 |
|  | TIM SA | 197300 | &nbsp;&nbsp; 729716 |
|  | TOTVS SA | 29773 | &nbsp;&nbsp; 231876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transmissora Alianca <br> de Energia Eletrica <br> SA<br>| 75150 | &nbsp;&nbsp; 447715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tres Tentos <br> Agroindustrial SA<br>| 27032 | &nbsp;&nbsp; 65799 |
|  | Trisul SA | 36232 | &nbsp;&nbsp; 40182 |
|  | Tupy SA | 25871 | &nbsp;&nbsp; 74431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ultrapar Participacoes <br> SA (UGPA3 BZ)<br>| 115877 | &nbsp;&nbsp; 355316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unifique <br> Telecomunicacoes <br> SA<br>| 64180 | &nbsp;&nbsp; 42981 |
|  | Unipar Carbocloro SA | 8239 | &nbsp;&nbsp; 73568 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Usinas Siderurgicas <br> de Minas Gerais SA <br> Usiminas<br>| 29569 | &nbsp;&nbsp; 24344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vale SA (VALE US), <br> Sponsored ADR<br>| 75500 | &nbsp;&nbsp; 719515 |
|  | Vale SA (VALE3 BZ) | 397700 | &nbsp;&nbsp; 3796919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valid Solucoes e <br> Servicos de <br> Seguranca em <br> Meios de <br> Pagamento e <br> Identificacao SA<br>| 26281 | &nbsp;&nbsp; 103349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vamos Locacao de <br> Caminhoes <br> Maquinas e <br> Equipamentos SA<br>| 89553 | &nbsp;&nbsp; 61413 |
|  | Veste SA Estilo | 1700 | &nbsp;&nbsp; 1724 |
|  | Vibra Energia SA | 257510 | &nbsp;&nbsp; 975397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vivara Participacoes <br> SA<br>| 28310 | &nbsp;&nbsp; 128517 |
|  | Vulcabras SA | 47216 | &nbsp;&nbsp; 158692 |
|  | WEG SA | 61968 | &nbsp;&nbsp; 410682 |
|  | Wilson Sons SA | 60127 | &nbsp;&nbsp; 190060 |
|  | Wiz Co. | 25600 | &nbsp;&nbsp; 34380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YDUQS Participacoes <br> SA<br>| 72742 | &nbsp;&nbsp; 168099 |
| \* | Zamp SA | 36410 | &nbsp;&nbsp; 22693 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | &nbsp;&nbsp; 39529846 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (7.6%) | CANADA — (7.6%) | CANADA — (7.6%) | CANADA — (7.6%) |
| \* | 5N Plus, Inc. | 22100 | &nbsp;&nbsp; $197299 |
|  | Acadian Timber Corp. | 4133 | &nbsp;&nbsp; 53572 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ACT Energy <br> Technologies Ltd.<br>| 7700 | &nbsp;&nbsp; 27286 |
|  | ADENTRA, Inc. | 4145 | &nbsp;&nbsp; 87980 |
|  | ADF Group, Inc. | 6902 | &nbsp;&nbsp; 44230 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Advantage Energy <br> Ltd.<br>| 61829 | &nbsp;&nbsp; 493079 |
|  | Aecon Group, Inc. | 25549 | &nbsp;&nbsp; 345730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ag Growth <br> International, Inc.<br>| 3837 | &nbsp;&nbsp; 115863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AGF Management <br> Ltd., Class B<br>| 30300 | &nbsp;&nbsp; 268536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agnico Eagle Mines <br> Ltd. (AEM CN)<br>| 23068 | &nbsp;&nbsp; 2863688 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Agnico Eagle Mines <br> Ltd. (AEM US)<br>| 31200 | &nbsp;&nbsp; 3880047 |
| #\* | Aimia, Inc. | 23772 | &nbsp;&nbsp; 52156 |
| #\* | Air Canada | 48395 | &nbsp;&nbsp; 674093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alamos Gold, Inc. <br> (AGI CN), Class A<br>| 33219 | &nbsp;&nbsp; 807220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alamos Gold, Inc. <br> (AGI US), Class A<br>| 66737 | &nbsp;&nbsp; 1621709 |
|  | Algoma Central Corp. | 4600 | &nbsp;&nbsp; 52520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Algoma Steel Group, <br> Inc. (ASTL US)<br>| 18583 | &nbsp;&nbsp; 99419 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Algonquin Power & <br> Utilities Corp. (AQN <br> CN)<br>| 23300 | &nbsp;&nbsp; 137385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Algonquin Power & <br> Utilities Corp. (AQN <br> US)<br>| 91020 | &nbsp;&nbsp; 537018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alimentation <br> Couche-Tard, Inc.<br>| 57848 | &nbsp;&nbsp; 3005958 |
|  | AltaGas Ltd. | 81960 | &nbsp;&nbsp; 2419878 |
|  | Altius Minerals Corp. | 8140 | &nbsp;&nbsp; 170895 |
|  | Altus Group Ltd. | 4925 | &nbsp;&nbsp; 205659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amerigo Resources <br> Ltd.<br>| 65100 | &nbsp;&nbsp; 101014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Andlauer Healthcare <br> Group, Inc.<br>| 7033 | &nbsp;&nbsp; 269016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Andrew Peller Ltd., <br> Class A<br>| 10400 | &nbsp;&nbsp; 40531 |
|  | ARC Resources Ltd. | 223661 | &nbsp;&nbsp; 4366371 |
| \* | Aritzia, Inc. | 39144 | &nbsp;&nbsp; 2100995 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arizona Sonoran <br> Copper Co., Inc.<br>| 9300 | &nbsp;&nbsp; 14900 |
|  | Atco Ltd., Class I | 16401 | &nbsp;&nbsp; 593968 |
| \* | Athabasca Oil Corp. | 187300 | &nbsp;&nbsp; 792132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AtkinsRealis Group, <br> Inc.<br>| 26330 | &nbsp;&nbsp; 1864345 |
| \* | ATS Corp. (ATS CN) | 9128 | &nbsp;&nbsp; 277015 |
|  | Aura Minerals, Inc. | 2500 | &nbsp;&nbsp; 60786 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aurora Cannabis, Inc. <br> (ACB CN)<br>| 552 | &nbsp;&nbsp; 2448 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Aurora Cannabis, Inc. <br> (ACB US)<br>| 471 | &nbsp;&nbsp; 2086 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| \* | AutoCanada, Inc. | 8401 | &nbsp;&nbsp; $160732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; B2Gold Corp. (BTG <br> US)<br>| 259700 | &nbsp;&nbsp; 875189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; B2Gold Corp. (BTO <br> CN)<br>| 337844 | &nbsp;&nbsp; 1136225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Badger Infrastructure <br> Solutions Ltd.<br>| 13920 | &nbsp;&nbsp; 525315 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ballard Power <br> Systems, Inc. <br> (BLDP CN)<br>| 4900 | &nbsp;&nbsp; 8982 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Ballard Power <br> Systems, Inc. <br> (BLDP US)<br>| 51268 | &nbsp;&nbsp; 93820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Montreal <br> (BMO US)<br>| 67310 | &nbsp;&nbsp; 7433716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Nova Scotia <br> (BNS CN)<br>| 3916 | &nbsp;&nbsp; 217873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Nova Scotia <br> (BNS US)<br>| 73748 | &nbsp;&nbsp; 4101126 |
|  | Barrick Mining Corp. | 32190 | &nbsp;&nbsp; 679853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barrick Mining Corp. <br> (ABX CN)<br>| 3391 | &nbsp;&nbsp; 71584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barrick Mining Corp. <br> (B US)<br>| 200729 | &nbsp;&nbsp; 4239397 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Bausch & Lomb <br> Corp.<br>| 9857 | &nbsp;&nbsp; 134351 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Bausch Health Cos., <br> Inc. (BHC CN)<br>| 29319 | &nbsp;&nbsp; 172875 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bausch Health Cos., <br> Inc. (BHC US)<br>| 3886 | &nbsp;&nbsp; 22889 |
|  | Baytex Energy Corp. | 216939 | &nbsp;&nbsp; 460307 |
| # | BCE, Inc. (BCE CN) | 156 | &nbsp;&nbsp; 3639 |
| # | BCE, Inc. (BCE US) | 12628 | &nbsp;&nbsp; 294611 |
|  | Birchcliff Energy Ltd. | 76815 | &nbsp;&nbsp; 374207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bird Construction, <br> Inc.<br>| 19843 | &nbsp;&nbsp; 413166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Black Diamond Group <br> Ltd.<br>| 16027 | &nbsp;&nbsp; 136951 |
| #\* | BlackBerry Ltd. | 37090 | &nbsp;&nbsp; 136862 |
|  | BMTC Group, Inc. | 1900 | &nbsp;&nbsp; 18738 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bombardier, Inc. <br> (BBD/A CN), <br> Class A<br>| 504 | &nbsp;&nbsp; 58690 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bombardier, Inc. <br> (BBD/B CN), <br> Class B<br>| 15738 | &nbsp;&nbsp; 1835149 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Bonterra Energy <br> Corp.<br>| 12185 | &nbsp;&nbsp; 32978 |
|  | Boralex, Inc., Class A | 22043 | &nbsp;&nbsp; 498895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Boyd Group Services, <br> Inc.<br>| 5229 | &nbsp;&nbsp; 724761 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bragg Gaming Group, <br> Inc.<br>| 2600 | &nbsp;&nbsp; 10348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brookfield Corp. (BN <br> US)<br>| 23760 | &nbsp;&nbsp; 1593075 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brookfield <br> Infrastructure Corp., <br> Class A<br>| 23900 | &nbsp;&nbsp; $933056 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Brookfield Renewable <br> Corp.<br>| 4500 | &nbsp;&nbsp; 164835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brookfield Wealth <br> Solutions Ltd.<br>| 568 | &nbsp;&nbsp; 38016 |
| # | BRP, Inc. (DOO CN) | 18 | &nbsp;&nbsp; 910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BRP, Inc. (DOOO <br> US)<br>| 3234 | &nbsp;&nbsp; 163349 |
| \* | CAE, Inc. (CAE CN) | 5583 | &nbsp;&nbsp; 159198 |
| \* | CAE, Inc. (CAE US) | 36662 | &nbsp;&nbsp; 1045967 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Calfrac Well Services <br> Ltd.<br>| 8000 | &nbsp;&nbsp; 22864 |
|  | Calian Group Ltd. | 3900 | &nbsp;&nbsp; 142141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cameco Corp. (CCJ <br> US)<br>| 9765 | &nbsp;&nbsp; 731691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canaccord Genuity <br> Group, Inc.<br>| 29551 | &nbsp;&nbsp; 229481 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Canada Goose <br> Holdings, Inc. <br> (GOOS CN)<br>| 3400 | &nbsp;&nbsp; 37175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial <br> Bank of Commerce <br> (CM US)<br>| 73320 | &nbsp;&nbsp; 5237981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian National <br> Railway Co. (CNI <br> US)<br>| 35088 | &nbsp;&nbsp; 3278974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian National <br> Railway Co. (CNR <br> CN)<br>| 60 | &nbsp;&nbsp; 5602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Natural <br> Resources Ltd. <br> (CNQ CN)<br>| 568 | &nbsp;&nbsp; 17980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Natural <br> Resources Ltd. <br> (CNQ US)<br>| 254516 | &nbsp;&nbsp; 8068157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Pacific <br> Kansas City Ltd. <br> (CP US)<br>| 20575 | &nbsp;&nbsp; 1513291 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Tire Corp. <br> Ltd., Class A<br>| 19795 | &nbsp;&nbsp; 2651239 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Utilities Ltd., <br> Class A<br>| 19541 | &nbsp;&nbsp; 544091 |
| \* | Canfor Corp. | 16248 | &nbsp;&nbsp; 159244 |
| # | Capital Power Corp. | 32001 | &nbsp;&nbsp; 1341381 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Capstone Copper <br> Corp.<br>| 147815 | &nbsp;&nbsp; 828899 |
| # | Cardinal Energy Ltd. | 45786 | &nbsp;&nbsp; 237588 |
| # | Cargojet, Inc. | 1100 | &nbsp;&nbsp; 78539 |
|  | Cascades, Inc. | 40855 | &nbsp;&nbsp; 266253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CCL Industries, Inc., <br> Class B<br>| 38688 | &nbsp;&nbsp; 2162519 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Celestica, Inc. (CLS <br> CN)<br>| 21675 | &nbsp;&nbsp; 4333279 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Celestica, Inc. (CLS <br> US)<br>| 21881 | &nbsp;&nbsp; 4373137 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cenovus Energy, Inc. <br> (CVE CN)<br>| 50104 | &nbsp;&nbsp; $762625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cenovus Energy, Inc. <br> (CVE US)<br>| 304185 | &nbsp;&nbsp; 4632738 |
|  | Centerra Gold, Inc. | 75250 | &nbsp;&nbsp; 512130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CES Energy Solutions <br> Corp.<br>| 98206 | &nbsp;&nbsp; 513852 |
|  | CGI, Inc. (GIB US) | 14481 | &nbsp;&nbsp; 1396403 |
|  | CGI, Inc. (GIBA CN) | 12368 | &nbsp;&nbsp; 1192348 |
|  | CI Financial Corp. | 45671 | &nbsp;&nbsp; 1052450 |
| \* | Cineplex, Inc. | 20543 | &nbsp;&nbsp; 164866 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cipher <br> Pharmaceuticals, <br> Inc.<br>| 4757 | &nbsp;&nbsp; 41370 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cogeco <br> Communications, <br> Inc.<br>| 5105 | &nbsp;&nbsp; 229865 |
|  | Cogeco, Inc. | 1507 | &nbsp;&nbsp; 63658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Colliers International <br> Group, Inc. (CIGI <br> CN)<br>| 1500 | &nbsp;&nbsp; 226202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Colliers International <br> Group, Inc. (CIGI <br> US)<br>| 6864 | &nbsp;&nbsp; 1034473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Computer Modelling <br> Group Ltd.<br>| 20884 | &nbsp;&nbsp; 119221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Constellation <br> Software, Inc.<br>| 1541 | &nbsp;&nbsp; 5316406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corby Spirit & Wine <br> Ltd.<br>| 3900 | &nbsp;&nbsp; 41235 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Cronos Group, Inc. <br> (CRON CN)<br>| 7100 | &nbsp;&nbsp; 14040 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Cronos Group, Inc. <br> (CRON US)<br>| 57534 | &nbsp;&nbsp; 113917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Definity Financial <br> Corp.<br>| 30208 | &nbsp;&nbsp; 1627473 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Denison Mines Corp. <br> (DML CN)<br>| 90674 | &nbsp;&nbsp; 186505 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; dentalcorp Holdings <br> Ltd.<br>| 17249 | &nbsp;&nbsp; 100461 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Descartes Systems <br> Group, Inc. (DSGX <br> US)<br>| 6343 | &nbsp;&nbsp; 670836 |
|  | Dexterra Group, Inc. | 11616 | &nbsp;&nbsp; 80060 |
| \* | Docebo, Inc. | 2175 | &nbsp;&nbsp; 65944 |
|  | Dollarama, Inc. | 42500 | &nbsp;&nbsp; 5808783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Doman Building <br> Materials Group <br> Ltd.<br>| 26592 | &nbsp;&nbsp; 164089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dominion Lending <br> Centres, Inc.<br>| 2400 | &nbsp;&nbsp; 15225 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Dorel Industries, Inc., <br> Class B<br>| 11212 | &nbsp;&nbsp; 11976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DREAM Unlimited <br> Corp., Class A<br>| 13700 | &nbsp;&nbsp; 206449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dundee Precious <br> Metals, Inc.<br>| 81044 | &nbsp;&nbsp; 1310180 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| # | Dye & Durham Ltd. | 3536 | &nbsp;&nbsp; $28556 |
|  | Dynacor Group, Inc. | 9700 | &nbsp;&nbsp; 33253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; E-L Financial Corp. <br> Ltd.<br>| 40000 | &nbsp;&nbsp; 424076 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eldorado Gold Corp. <br> (EGO US)<br>| 3557 | &nbsp;&nbsp; 72919 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eldorado Gold Corp. <br> (ELD CN)<br>| 62139 | &nbsp;&nbsp; 1273178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Element Fleet <br> Management Corp.<br>| 136349 | &nbsp;&nbsp; 3546491 |
| # | Emera, Inc. | 28900 | &nbsp;&nbsp; 1356982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Empire Co. Ltd., <br> Class A<br>| 50247 | &nbsp;&nbsp; 2001032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enbridge, Inc. (ENB <br> CN)<br>| 31909 | &nbsp;&nbsp; 1445055 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Enbridge, Inc. (ENB <br> US)<br>| 60256 | &nbsp;&nbsp; 2728994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Endeavour Mining <br> PLC<br>| 78484 | &nbsp;&nbsp; 2356330 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Endeavour Silver <br> Corp. (EDR CN)<br>| 14200 | &nbsp;&nbsp; 71943 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Endeavour Silver <br> Corp. (EXK US)<br>| 14486 | &nbsp;&nbsp; 73444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enerflex Ltd. (EFX <br> CN)<br>| 27412 | &nbsp;&nbsp; 218608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enerflex Ltd. (EFXT <br> US)<br>| 9894 | &nbsp;&nbsp; 78954 |
| #\* | Energy Fuels, Inc. | 27818 | &nbsp;&nbsp; 252362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enghouse Systems <br> Ltd.<br>| 11709 | &nbsp;&nbsp; 193939 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ensign Energy <br> Services, Inc.<br>| 46169 | &nbsp;&nbsp; 75305 |
|  | EQB, Inc. | 11580 | &nbsp;&nbsp; 860811 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Equinox Gold Corp. <br> (EQX CN)<br>| 20147 | &nbsp;&nbsp; 122719 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Equinox Gold Corp. <br> (EQX US)<br>| 96823 | &nbsp;&nbsp; 590620 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ERO Copper Corp. <br> (ERO CN)<br>| 5978 | &nbsp;&nbsp; 80895 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ERO Copper Corp. <br> (ERO US)<br>| 18292 | &nbsp;&nbsp; 247308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evertz Technologies <br> Ltd.<br>| 10300 | &nbsp;&nbsp; 89575 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Exchange Income <br> Corp.<br>| 9600 | &nbsp;&nbsp; 454365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Exco Technologies <br> Ltd.<br>| 9498 | &nbsp;&nbsp; 46270 |
|  | Extendicare, Inc. | 25174 | &nbsp;&nbsp; 224015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fairfax Financial <br> Holdings Ltd.<br>| 1853 | &nbsp;&nbsp; 3277467 |
| # | Fiera Capital Corp. | 18773 | &nbsp;&nbsp; 88744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Finning International, <br> Inc.<br>| 56844 | &nbsp;&nbsp; 2477079 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Firan Technology <br> Group Corp.<br>| 6200 | &nbsp;&nbsp; 51279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Firm Capital Mortgage <br> Investment Corp.<br>| 12744 | &nbsp;&nbsp; 109450 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; First Majestic Silver <br> Corp. (AG US)<br>| 93854 | &nbsp;&nbsp; $746139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Majestic Silver <br> Corp. (FR CN)<br>| 10702 | &nbsp;&nbsp; 85116 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; First National <br> Financial Corp.<br>| 6600 | &nbsp;&nbsp; 229733 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Quantum <br> Minerals Ltd.<br>| 134780 | &nbsp;&nbsp; 2265464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FirstService Corp. <br> (FSV US)<br>| 6756 | &nbsp;&nbsp; 1332418 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Foraco International <br> SA<br>| 25652 | &nbsp;&nbsp; 29621 |
|  | Fortis, Inc. (FTS CN) | 26021 | &nbsp;&nbsp; 1273256 |
|  | Fortis, Inc. (FTS US) | 15999 | &nbsp;&nbsp; 783471 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Fortuna Mining Corp. <br> (FSM US)<br>| 55338 | &nbsp;&nbsp; 356930 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fortuna Mining Corp. <br> (FVI CN)<br>| 83472 | &nbsp;&nbsp; 538568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Franco-Nevada Corp. <br> (FNV US)<br>| 7320 | &nbsp;&nbsp; 1166296 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Freehold Royalties <br> Ltd.<br>| 41798 | &nbsp;&nbsp; 402414 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Frontera Energy <br> Corp.<br>| 9309 | &nbsp;&nbsp; 42729 |
|  | Gamehost, Inc. | 8187 | &nbsp;&nbsp; 72794 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GDI Integrated Facility <br> Services, Inc.<br>| 3443 | &nbsp;&nbsp; 80260 |
|  | George Weston Ltd. | 8724 | &nbsp;&nbsp; 1657724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GFL Environmental, <br> Inc.<br>| 11575 | &nbsp;&nbsp; 582686 |
|  | Gibson Energy, Inc. | 58333 | &nbsp;&nbsp; 1051644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gildan Activewear, <br> Inc. (GIL CN)<br>| 389 | &nbsp;&nbsp; 19649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gildan Activewear, <br> Inc. (GIL US)<br>| 42626 | &nbsp;&nbsp; 2153039 |
| #\* | Global Atomic Corp. | 46400 | &nbsp;&nbsp; 21767 |
|  | goeasy Ltd. | 5100 | &nbsp;&nbsp; 673571 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GoGold Resources, <br> Inc.<br>| 57700 | &nbsp;&nbsp; 84118 |
| \* | GoldMoney, Inc. | 20 | &nbsp;&nbsp; 121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great-West Lifeco, <br> Inc.<br>| 36571 | &nbsp;&nbsp; 1373260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital <br> Group Ltd., Class A<br>| 8800 | &nbsp;&nbsp; 261853 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Haivision Systems, <br> Inc.<br>| 8928 | &nbsp;&nbsp; 32088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hammond Power <br> Solutions, Inc.<br>| 3227 | &nbsp;&nbsp; 288651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Headwater <br> Exploration, Inc.<br>| 85184 | &nbsp;&nbsp; 445716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; High Liner Foods, <br> Inc.<br>| 7375 | &nbsp;&nbsp; 90165 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HLS Therapeutics, <br> Inc.<br>| 2000 | &nbsp;&nbsp; 7260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hudbay Minerals, Inc. <br> (HBM CN)<br>| 121585 | &nbsp;&nbsp; 1128456 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hudbay Minerals, Inc. <br> (HBM US)<br>| 55600 | &nbsp;&nbsp; $515412 |
| Ω | Hydro One Ltd. | 28071 | &nbsp;&nbsp; 992696 |
| \* | i-80 Gold Corp. | 17870 | &nbsp;&nbsp; 9802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; iA Financial Corp., <br> Inc.<br>| 36578 | &nbsp;&nbsp; 3580452 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IAMGOLD Corp. (IAG <br> US)<br>| 12000 | &nbsp;&nbsp; 81120 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; IAMGOLD Corp. (IMG <br> CN)<br>| 244187 | &nbsp;&nbsp; 1649531 |
|  | IGM Financial, Inc. | 24077 | &nbsp;&nbsp; 797238 |
| \* | Imperial Metals Corp. | 21384 | &nbsp;&nbsp; 62195 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Imperial Oil Ltd. (IMO <br> CN)<br>| 6378 | &nbsp;&nbsp; 531792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Imperial Oil Ltd. (IMO <br> US)<br>| 18005 | &nbsp;&nbsp; 1502877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Information Services <br> Corp.<br>| 4900 | &nbsp;&nbsp; 113164 |
|  | InPlay Oil Corp. | 783 | &nbsp;&nbsp; 6021 |
|  | Intact Financial Corp. | 11349 | &nbsp;&nbsp; 2345809 |
| \* | Interfor Corp. | 14670 | &nbsp;&nbsp; 131920 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ivanhoe Mines Ltd., <br> Class A<br>| 15341 | &nbsp;&nbsp; 119686 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Jamieson Wellness, <br> Inc.<br>| 5611 | &nbsp;&nbsp; 136226 |
| \* | K92 Mining, Inc. | 82662 | &nbsp;&nbsp; 858477 |
|  | K-Bro Linen, Inc. | 2800 | &nbsp;&nbsp; 69212 |
| \* | Kelt Exploration Ltd. | 59923 | &nbsp;&nbsp; 318298 |
|  | Keyera Corp. | 67121 | &nbsp;&nbsp; 2107220 |
| \* | Kinaxis, Inc. | 138 | &nbsp;&nbsp; 20481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinross Gold Corp. (K <br> CN)<br>| 445385 | &nbsp;&nbsp; 7126289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinross Gold Corp. <br> (KGC US)<br>| 188400 | &nbsp;&nbsp; 3014400 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Knight Therapeutics, <br> Inc.<br>| 28578 | &nbsp;&nbsp; 125606 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kolibri Global Energy, <br> Inc.<br>| 5000 | &nbsp;&nbsp; 30637 |
|  | KP Tissue, Inc. | 2889 | &nbsp;&nbsp; 18723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Labrador Iron Ore <br> Royalty Corp.<br>| 20388 | &nbsp;&nbsp; 392134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lassonde Industries, <br> Inc., Class A<br>| 1012 | &nbsp;&nbsp; 156847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Laurentian Bank of <br> Canada<br>| 11572 | &nbsp;&nbsp; 257313 |
|  | Leon's Furniture Ltd. | 10815 | &nbsp;&nbsp; 212694 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Lightspeed <br> Commerce, Inc. <br> (LSPD US)<br>| 33554 | &nbsp;&nbsp; 417412 |
|  | Linamar Corp. | 15966 | &nbsp;&nbsp; 772028 |
|  | Loblaw Cos. Ltd. | 11809 | &nbsp;&nbsp; 1909673 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Lucara Diamond <br> Corp.<br>| 157133 | &nbsp;&nbsp; 26650 |
|  | Lundin Gold, Inc. | 41117 | &nbsp;&nbsp; 1903026 |
| # | Lundin Mining Corp. | 116588 | &nbsp;&nbsp; 1190618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magellan Aerospace <br> Corp.<br>| 6028 | &nbsp;&nbsp; 74306 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Magna International, <br> Inc. (MG CN)<br>| 5037 | &nbsp;&nbsp; $206555 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Magna International, <br> Inc. (MGA US)<br>| 69663 | &nbsp;&nbsp; 2856183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mainstreet Equity <br> Corp.<br>| 1200 | &nbsp;&nbsp; 160219 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Major Drilling Group <br> International, Inc.<br>| 26820 | &nbsp;&nbsp; 170141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Manulife Financial <br> Corp. (MFC CN)<br>| 20608 | &nbsp;&nbsp; 637605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Manulife Financial <br> Corp. (MFC US)<br>| 65433 | &nbsp;&nbsp; 2025806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maple Leaf Foods, <br> Inc.<br>| 25909 | &nbsp;&nbsp; 546752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Martinrea <br> International, Inc.<br>| 16685 | &nbsp;&nbsp; 100187 |
| \* | Mattr Corp. | 10364 | &nbsp;&nbsp; 91927 |
| \* | MDA Space Ltd. | 27244 | &nbsp;&nbsp; 762895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medical Facilities <br> Corp.<br>| 10522 | &nbsp;&nbsp; 111174 |
|  | MEG Energy Corp. | 98801 | &nbsp;&nbsp; 1947355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Melcor Developments <br> Ltd.<br>| 4200 | &nbsp;&nbsp; 43437 |
| # | Meren Energy, Inc. | 107632 | &nbsp;&nbsp; 138269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Methanex Corp. <br> (MEOH US)<br>| 14711 | &nbsp;&nbsp; 491936 |
|  | Metro, Inc. | 29325 | &nbsp;&nbsp; 2242323 |
|  | Morguard Corp. | 800 | &nbsp;&nbsp; 68251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MTY Food Group, <br> Inc.<br>| 6265 | &nbsp;&nbsp; 174570 |
| # | Mullen Group Ltd. | 26503 | &nbsp;&nbsp; 251909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bank of <br> Canada<br>| 44286 | &nbsp;&nbsp; 4606605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neo Performance <br> Materials, Inc.<br>| 5700 | &nbsp;&nbsp; 63804 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; New Gold, Inc. (NGD <br> CN)<br>| 191984 | &nbsp;&nbsp; 803628 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; New Gold, Inc. (NGD <br> US)<br>| 121100 | &nbsp;&nbsp; 507409 |
| \* | NFI Group, Inc. | 9211 | &nbsp;&nbsp; 126970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North American <br> Construction Group <br> Ltd. (NOA CN)<br>| 5210 | &nbsp;&nbsp; 78398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North American <br> Construction Group <br> Ltd. (NOA US)<br>| 3020 | &nbsp;&nbsp; 45391 |
|  | North West Co., Inc. | 19336 | &nbsp;&nbsp; 663698 |
| # | Northland Power, Inc. | 78698 | &nbsp;&nbsp; 1285885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nutrien Ltd. (NTR <br> CN)<br>| 29041 | &nbsp;&nbsp; 1723052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nutrien Ltd. (NTR <br> US)<br>| 40814 | &nbsp;&nbsp; 2421070 |
| \* | NuVista Energy Ltd. | 58390 | &nbsp;&nbsp; 616938 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Obsidian Energy Ltd. <br> (OBE US)<br>| 17022 | &nbsp;&nbsp; 104175 |
|  | OceanaGold Corp. | 96261 | &nbsp;&nbsp; 1309551 |
|  | Onex Corp. | 26115 | &nbsp;&nbsp; 2124482 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Open Text Corp. <br> (OTEX US)<br>| 70831 | &nbsp;&nbsp; $2084556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OR Royalties, Inc. <br> (OR CN)<br>| 22146 | &nbsp;&nbsp; 613426 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; OR Royalties, Inc. <br> (OR US)<br>| 12357 | &nbsp;&nbsp; 342412 |
| \* | Orezone Gold Corp. | 26000 | &nbsp;&nbsp; 20266 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Organigram Global, <br> Inc.<br>| 5451 | &nbsp;&nbsp; 7330 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orla Mining Ltd. <br> (ORLA US)<br>| 11449 | &nbsp;&nbsp; 106705 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pan American Silver <br> Corp. (PAAS CN)<br>| 87196 | &nbsp;&nbsp; 2355486 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pan American Silver <br> Corp. (PAAS US)<br>| 18699 | &nbsp;&nbsp; 505247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Resources <br> Ltd., Class A<br>| 25232 | &nbsp;&nbsp; 388054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Parex Resources, <br> Inc.<br>| 21796 | &nbsp;&nbsp; 258607 |
|  | Parkland Corp. | 46223 | &nbsp;&nbsp; 1304692 |
|  | Pason Systems, Inc. | 20693 | &nbsp;&nbsp; 174582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pembina Pipeline <br> Corp. (PBA US)<br>| 37393 | &nbsp;&nbsp; 1390646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pembina Pipeline <br> Corp. (PPL CN)<br>| 1809 | &nbsp;&nbsp; 67231 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perpetua Resources <br> Corp.<br>| 5688 | &nbsp;&nbsp; 85889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pet Valu Holdings <br> Ltd.<br>| 6425 | &nbsp;&nbsp; 155478 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Peyto Exploration & <br> Development Corp.<br>| 68858 | &nbsp;&nbsp; 966079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PHX Energy Services <br> Corp.<br>| 16900 | &nbsp;&nbsp; 101478 |
| # | Pine Cliff Energy Ltd. | 37500 | &nbsp;&nbsp; 19216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pizza Pizza Royalty <br> Corp.<br>| 8700 | &nbsp;&nbsp; 100022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Polaris Renewable <br> Energy, Inc.<br>| 8314 | &nbsp;&nbsp; 74644 |
|  | Pollard Banknote Ltd. | 3483 | &nbsp;&nbsp; 55930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PrairieSky Royalty <br> Ltd.<br>| 34686 | &nbsp;&nbsp; 596541 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Precision Drilling <br> Corp. (PD CN)<br>| 3312 | &nbsp;&nbsp; 186512 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Precision Drilling <br> Corp. (PDS US)<br>| 600 | &nbsp;&nbsp; 33792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premium Brands <br> Holdings Corp.<br>| 9946 | &nbsp;&nbsp; 630526 |
| # | Propel Holdings, Inc. | 8500 | &nbsp;&nbsp; 220720 |
| \* | Quarterhill, Inc. | 41182 | &nbsp;&nbsp; 39530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quebecor, Inc., <br> Class B<br>| 63577 | &nbsp;&nbsp; 1788562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RB Global, Inc. (RBA <br> CN)<br>| 2500 | &nbsp;&nbsp; 270695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RB Global, Inc. (RBA <br> US)<br>| 13472 | &nbsp;&nbsp; 1458479 |
| \* | Real Matters, Inc. | 3718 | &nbsp;&nbsp; 13658 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Restaurant Brands <br> International, Inc. <br> (QSR CN)<br>| 11748 | &nbsp;&nbsp; $797162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Restaurant Brands <br> International, Inc. <br> (QSR US)<br>| 16446 | &nbsp;&nbsp; 1116026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Richelieu Hardware <br> Ltd.<br>| 14200 | &nbsp;&nbsp; 355307 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Rogers <br> Communications, <br> Inc. (RCI US), <br> Class B<br>| 12603 | &nbsp;&nbsp; 420940 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Rogers <br> Communications, <br> Inc. (RCIB CN), <br> Class B<br>| 13065 | &nbsp;&nbsp; 436380 |
|  | Rogers Sugar, Inc. | 41478 | &nbsp;&nbsp; 168834 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Royal Bank of Canada <br> (RY CN)<br>| 72395 | &nbsp;&nbsp; 9289194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Royal Bank of Canada <br> (RY US)<br>| 63446 | &nbsp;&nbsp; 8150273 |
|  | Russel Metals, Inc. | 21780 | &nbsp;&nbsp; 697601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandstorm Gold Ltd. <br> (SAND US)<br>| 113595 | &nbsp;&nbsp; 1063249 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sangoma <br> Technologies Corp.<br>| 3800 | &nbsp;&nbsp; 21529 |
|  | Saputo, Inc. | 23795 | &nbsp;&nbsp; 499049 |
| \* | Saturn Oil & Gas, Inc. | 13800 | &nbsp;&nbsp; 25895 |
|  | Savaria Corp. | 11749 | &nbsp;&nbsp; 168570 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seabridge Gold, Inc. <br> (SA US)<br>| 10332 | &nbsp;&nbsp; 158286 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Seabridge Gold, Inc. <br> (SEA CN)<br>| 4791 | &nbsp;&nbsp; 73303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Secure Waste <br> Infrastructure Corp.<br>| 95708 | &nbsp;&nbsp; 1045770 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shopify, Inc. (SHOP <br> US), Class A<br>| 11068 | &nbsp;&nbsp; 1352620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sienna Senior Living, <br> Inc.<br>| 21062 | &nbsp;&nbsp; 272091 |
| \* | SNDL, Inc. | 5618 | &nbsp;&nbsp; 9663 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Source Energy <br> Services Ltd.<br>| 6300 | &nbsp;&nbsp; 62745 |
|  | South Bow Corp. | 34909 | &nbsp;&nbsp; 916718 |
| \* | Spartan Delta Corp. | 13557 | &nbsp;&nbsp; 45790 |
| Ω | Spin Master Corp. | 4302 | &nbsp;&nbsp; 70789 |
|  | Sprott, Inc. (SII CN) | 1989 | &nbsp;&nbsp; 133930 |
|  | Sprott, Inc. (SII US) | 2253 | &nbsp;&nbsp; 151762 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SSR Mining, Inc. <br> (SSRM CN)<br>| 64155 | &nbsp;&nbsp; 766286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stantec, Inc. (STN <br> CN)<br>| 8643 | &nbsp;&nbsp; 944767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stantec, Inc. (STN <br> US)<br>| 11731 | &nbsp;&nbsp; 1282902 |
|  | Stella-Jones, Inc. | 15113 | &nbsp;&nbsp; 861559 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; STEP Energy <br> Services Ltd.<br>| 10300 | &nbsp;&nbsp; 32708 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; StorageVault Canada, <br> Inc.<br>| 40254 | &nbsp;&nbsp; $134800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Strathcona Resources <br> Ltd.<br>| 251 | &nbsp;&nbsp; 6174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Life Financial, <br> Inc. (SLF CN)<br>| 65933 | &nbsp;&nbsp; 4019934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Life Financial, <br> Inc. (SLF US)<br>| 28725 | &nbsp;&nbsp; 1752225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suncor Energy, Inc. <br> (SU CN)<br>| 29216 | &nbsp;&nbsp; 1152314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suncor Energy, Inc. <br> (SU US)<br>| 169953 | &nbsp;&nbsp; 6706345 |
|  | Superior Plus Corp. | 71704 | &nbsp;&nbsp; 358106 |
| # | Surge Energy, Inc. | 15488 | &nbsp;&nbsp; 82271 |
|  | Sylogist Ltd. | 6800 | &nbsp;&nbsp; 45396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tamarack Valley <br> Energy Ltd.<br>| 186431 | &nbsp;&nbsp; 731946 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taseko Mines Ltd. <br> (TKO CN)<br>| 90127 | &nbsp;&nbsp; 276443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TC Energy Corp. <br> (TRP CN)<br>| 61 | &nbsp;&nbsp; 2913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TC Energy Corp. <br> (TRP US)<br>| 73031 | &nbsp;&nbsp; 3496724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teck Resources Ltd. <br> (TECK US), <br> Class B<br>| 67059 | &nbsp;&nbsp; 2176735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teck Resources Ltd. <br> (TECKB CN), <br> Class B<br>| 61 | &nbsp;&nbsp; 1978 |
|  | TELUS Corp. | 14671 | &nbsp;&nbsp; 236328 |
| \* | Tenaz Energy Corp. | 10400 | &nbsp;&nbsp; 138181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TerraVest Industries, <br> Inc.<br>| 6094 | &nbsp;&nbsp; 750843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TFI International, Inc. <br> (TFII CN)<br>| 6534 | &nbsp;&nbsp; 568235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TFI International, Inc. <br> (TFII US)<br>| 5857 | &nbsp;&nbsp; 510555 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Thomson Reuters <br> Corp. (TRI US)<br>| 4133 | &nbsp;&nbsp; 830361 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Timbercreek Financial <br> Corp.<br>| 24858 | &nbsp;&nbsp; 138678 |
|  | TMX Group Ltd. | 29375 | &nbsp;&nbsp; 1194419 |
| # | Topaz Energy Corp. | 29771 | &nbsp;&nbsp; 553264 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Torex Gold <br> Resources, Inc.<br>| 38727 | &nbsp;&nbsp; 1090874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toromont Industries <br> Ltd.<br>| 20937 | &nbsp;&nbsp; 2122863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion <br> Bank (TD CN)<br>| 41945 | &nbsp;&nbsp; 3055059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion <br> Bank (TD US)<br>| 89326 | &nbsp;&nbsp; 6510079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Total Energy Services, <br> Inc.<br>| 11698 | &nbsp;&nbsp; 98271 |
|  | Tourmaline Oil Corp. | 91889 | &nbsp;&nbsp; 3910727 |
| # | TransAlta Corp. | 36699 | &nbsp;&nbsp; 442223 |
|  | TransAlta Corp.  | 57990 | &nbsp;&nbsp; 697671 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transcontinental, Inc., <br> Class A<br>| 23347 | &nbsp;&nbsp; $324695 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Trican Well Service <br> Ltd.<br>| 98126 | &nbsp;&nbsp; 402957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triple Flag Precious <br> Metals Corp. (TFPM <br> US)<br>| 11476 | &nbsp;&nbsp; 261893 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Trisura Group Ltd. <br> (TRRSF US)<br>| 242 | &nbsp;&nbsp; 7399 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Trisura Group Ltd. <br> (TSU CN)<br>| 10447 | &nbsp;&nbsp; 318843 |
| \* | Valeura Energy, Inc. | 7695 | &nbsp;&nbsp; 51815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vecima Networks, <br> Inc.<br>| 3700 | &nbsp;&nbsp; 28038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vermilion Energy, Inc. <br> (VET CN)<br>| 17774 | &nbsp;&nbsp; 145850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vermilion Energy, Inc. <br> (VET US)<br>| 13300 | &nbsp;&nbsp; 109326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VersaBank (VBNK <br> CN)<br>| 2000 | &nbsp;&nbsp; 23730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VersaBank (VBNK <br> US)<br>| 2582 | &nbsp;&nbsp; 30519 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; VerticalScope <br> Holdings, Inc.<br>| 53 | &nbsp;&nbsp; 145 |
| \* | Vitalhub Corp. | 6390 | &nbsp;&nbsp; 63457 |
|  | Wajax Corp. | 9255 | &nbsp;&nbsp; 157634 |
| \* | Wall Financial Corp. | 200 | &nbsp;&nbsp; 2288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Waste Connections, <br> Inc. (WCN CN)<br>| 2961 | &nbsp;&nbsp; 552964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Waste Connections, <br> Inc. (WCN US)<br>| 7735 | &nbsp;&nbsp; 1443831 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Well Health <br> Technologies Corp.<br>| 53760 | &nbsp;&nbsp; 177312 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wesdome Gold Mines <br> Ltd.<br>| 58768 | &nbsp;&nbsp; 699821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; West Fraser Timber <br> Co. Ltd. (WFG CN)<br>| 8795 | &nbsp;&nbsp; 609734 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; West Fraser Timber <br> Co. Ltd. (WFG US)<br>| 7824 | &nbsp;&nbsp; 542276 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Western Forest <br> Products, Inc.<br>| 1552 | &nbsp;&nbsp; 14919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westshore Terminals <br> Investment Corp.<br>| 12032 | &nbsp;&nbsp; 244964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wheaton Precious <br> Metals Corp. (WPM <br> US)<br>| 7423 | &nbsp;&nbsp; 679279 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Whitecap Resources, <br> Inc.<br>| 416733 | &nbsp;&nbsp; 3145160 |
|  | Winpak Ltd. | 10127 | &nbsp;&nbsp; 299220 |
|  | WSP Global, Inc. | 12651 | &nbsp;&nbsp; 2604886 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yangarra Resources <br> Ltd.<br>| 39182 | &nbsp;&nbsp; 29126 |
|  | Yellow Pages Ltd. | 3896 | &nbsp;&nbsp; 30901 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp; 333475884 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHILE — (0.1%) | CHILE — (0.1%) | CHILE — (0.1%) | CHILE — (0.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aguas Andinas SA, <br> Class A<br>| 415945 | &nbsp;&nbsp; $136894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco de Chile (BCH <br> US), ADR<br>| 4478 | &nbsp;&nbsp; 122334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco de Chile <br> (CHILE CI)<br>| 1442844 | &nbsp;&nbsp; 198756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco de Credito e <br> Inversiones SA<br>| 8540 | &nbsp;&nbsp; 338927 |
|  | Banco Itau Chile SA | 1384 | &nbsp;&nbsp; 18288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Santander <br> Chile (BSAC US), <br> ADR<br>| 600 | &nbsp;&nbsp; 13806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Santander <br> Chile (BSAN CI)<br>| 2316770 | &nbsp;&nbsp; 133822 |
|  | Besalco SA | 135131 | &nbsp;&nbsp; 113928 |
|  | Bicecorp SA | 464913 | &nbsp;&nbsp; 127747 |
| \* | CAP SA | 23985 | &nbsp;&nbsp; 114178 |
|  | Cencosud SA | 155536 | &nbsp;&nbsp; 468554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cencosud Shopping <br> SA<br>| 77297 | &nbsp;&nbsp; 151000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Cervecerias <br> Unidas SA (CCU <br> CI)<br>| 21510 | &nbsp;&nbsp; 127214 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cia Cervecerias <br> Unidas SA (CCU <br> US), Sponsored <br> ADR<br>| 5319 | &nbsp;&nbsp; 62392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Sud Americana de <br> Vapores SA<br>| 3353894 | &nbsp;&nbsp; 169486 |
|  | Colbun SA | 1198418 | &nbsp;&nbsp; 177407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Embotelladora Andina <br> SA, ADR, Class B<br>| 5464 | &nbsp;&nbsp; 125235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Empresa Nacional de <br> Telecomunicaciones <br> SA<br>| 41265 | &nbsp;&nbsp; 135588 |
|  | Empresas CMPC SA | 183584 | &nbsp;&nbsp; 258612 |
|  | Empresas Copec SA | 39974 | &nbsp;&nbsp; 264641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enel Americas SA <br> (ENELAM CI)<br>| 702655 | &nbsp;&nbsp; 70077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enel Chile SA <br> (ENELCHIL CI)<br>| 2708750 | &nbsp;&nbsp; 173508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enel Chile SA (ENIC <br> US), ADR<br>| 18524 | &nbsp;&nbsp; 58906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Engie Energia Chile <br> SA<br>| 123296 | &nbsp;&nbsp; 150727 |
|  | Falabella SA | 29246 | &nbsp;&nbsp; 145838 |
|  | Forus SA | 13373 | &nbsp;&nbsp; 28398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inversiones Aguas <br> Metropolitanas SA<br>| 126242 | &nbsp;&nbsp; 107729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inversiones La <br> Construccion SA<br>| 10623 | &nbsp;&nbsp; 117610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Latam Airlines Group <br> SA<br>| 13714446 | &nbsp;&nbsp; 299921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Latam Airlines Group <br> SA, ADR<br>| 1022 | &nbsp;&nbsp; 44345 |
| \* | Multiexport Foods SA | 25298 | &nbsp;&nbsp; 6318 |
|  | Parque Arauco SA | 131716 | &nbsp;&nbsp; 268684 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHILE — (Continued) | CHILE — (Continued) | CHILE — (Continued) | CHILE — (Continued) |
|  | PAZ Corp. SA | 29524 | &nbsp;&nbsp; $16567 |
|  | Plaza SA | 56571 | &nbsp;&nbsp; 119516 |
|  | Ripley Corp. SA | 327169 | &nbsp;&nbsp; 138590 |
|  | Salfacorp SA | 209346 | &nbsp;&nbsp; 154328 |
|  | Sigdo Koppers SA | 12552 | &nbsp;&nbsp; 16562 |
|  | SMU SA | 799445 | &nbsp;&nbsp; 126499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sociedad Matriz <br> SAAM SA<br>| 1592635 | &nbsp;&nbsp; 193223 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sociedad Quimica y <br> Minera de Chile SA, <br> Sponsored ADR<br>| 5556 | &nbsp;&nbsp; 204183 |
|  | SONDA SA | 190611 | &nbsp;&nbsp; 63493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vina Concha y Toro <br> SA<br>| 114274 | &nbsp;&nbsp; 122180 |
| TOTAL CHILE | TOTAL CHILE |  | &nbsp;&nbsp; 5886011 |
| CHINA — (8.6%) | CHINA — (8.6%) | CHINA — (8.6%) | CHINA — (8.6%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 360 Security <br> Technology, Inc., <br> Class A<br>| 23200 | &nbsp;&nbsp; 36370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 361 Degrees <br> International Ltd.<br>| 364000 | &nbsp;&nbsp; 288067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 37 Interactive <br> Entertainment <br> Network Technology <br> Group Co. Ltd., <br> Class A<br>| 35400 | &nbsp;&nbsp; 81495 |
| Ω | 3SBio, Inc. | 508000 | &nbsp;&nbsp; 2053678 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; 5I5J Holding Group <br> Co. Ltd., Class A<br>| 67400 | &nbsp;&nbsp; 27872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AAC Technologies <br> Holdings, Inc.<br>| 237500 | &nbsp;&nbsp; 1200841 |
| \* | ADAMA Ltd., Class A | 18100 | &nbsp;&nbsp; 17909 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Addsino Co. Ltd., <br> Class A<br>| 21000 | &nbsp;&nbsp; 23739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced <br> Micro-Fabrication <br> Equipment, Inc. <br> China, Class A<br>| 797 | &nbsp;&nbsp; 21841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Technology <br> & Materials Co. <br> Ltd., Class A<br>| 24500 | &nbsp;&nbsp; 45205 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AECC Aero Science & <br> Technology Co. <br> Ltd., Class A<br>| 8300 | &nbsp;&nbsp; 36241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AECC Aero-Engine <br> Control Co. Ltd., <br> Class A<br>| 14700 | &nbsp;&nbsp; 43051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AECC Aviation Power <br> Co. Ltd., Class A<br>| 4100 | &nbsp;&nbsp; 24129 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aerospace Hi-Tech <br> Holdings Group <br> Ltd., Class A<br>| 17000 | &nbsp;&nbsp; 31029 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aerospace Intelligent <br> Manufacturing <br> Technology Co. <br> Ltd., Class A<br>| 11900 | &nbsp;&nbsp; $28627 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Agile Group Holdings <br> Ltd.<br>| 518000 | &nbsp;&nbsp; 31269 |
| \* | Agora, Inc., ADR | 25710 | &nbsp;&nbsp; 98983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agricultural Bank of <br> China Ltd., Class H<br>| 1878000 | &nbsp;&nbsp; 1230308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aier Eye Hospital <br> Group Co. Ltd., <br> Class A<br>| 37127 | &nbsp;&nbsp; 66127 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; AInnovation <br> Technology Group <br> Co. Ltd.<br>| 40500 | &nbsp;&nbsp; 31579 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Air China Ltd., <br> Class H<br>| 442000 | &nbsp;&nbsp; 294464 |
|  | Aisino Corp., Class A | 25500 | &nbsp;&nbsp; 32588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ajisen China Holdings <br> Ltd.<br>| 255000 | &nbsp;&nbsp; 28858 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; AK Medical Holdings <br> Ltd.<br>| 130000 | &nbsp;&nbsp; 113353 |
| \*Ω | Akeso, Inc. | 4000 | &nbsp;&nbsp; 77996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alibaba Group Holding <br> Ltd. (9988 HK)<br>| 1117600 | &nbsp;&nbsp; 16802854 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; A-Living Smart City <br> Services Co. Ltd.<br>| 88250 | &nbsp;&nbsp; 33168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Allmed Medical <br> Products Co. Ltd., <br> Class A<br>| 16300 | &nbsp;&nbsp; 20994 |
| \*Ω | Alphamab Oncology | 62000 | &nbsp;&nbsp; 78563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aluminum Corp. of <br> China Ltd., Class H<br>| 1384000 | &nbsp;&nbsp; 1093867 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amlogic Shanghai Co. <br> Ltd., Class A<br>| 2403 | &nbsp;&nbsp; 24049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amoy Diagnostics Co. <br> Ltd., Class A<br>| 13520 | &nbsp;&nbsp; 43999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amrita Global <br> Development Ltd.<br>| 138000 | &nbsp;&nbsp; 10548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; An Hui Wenergy Co. <br> Ltd., Class A<br>| 26300 | &nbsp;&nbsp; 25981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Andon Health Co. <br> Ltd., Class A<br>| 5000 | &nbsp;&nbsp; 26936 |
| \* | ANE Cayman, Inc. | 229000 | &nbsp;&nbsp; 237675 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Angang Steel Co. <br> Ltd., Class H<br>| 322800 | &nbsp;&nbsp; 92292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Angel Yeast Co. Ltd., <br> Class A<br>| 8472 | &nbsp;&nbsp; 40393 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Angelalign <br> Technology, Inc.<br>| 7000 | &nbsp;&nbsp; 52372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Anfu Battery <br> Technology Co. <br> Ltd., Class A<br>| 6345 | &nbsp;&nbsp; 24373 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Anke <br> Biotechnology <br> Group Co. Ltd., <br> Class A<br>| 34916 | &nbsp;&nbsp; $58794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Conch Cement <br> Co. Ltd., Class H<br>| 266500 | &nbsp;&nbsp; 771552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Construction <br> Engineering Group <br> Co. Ltd., Class A<br>| 62100 | &nbsp;&nbsp; 41958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Expressway Co. <br> Ltd., Class H<br>| 114000 | &nbsp;&nbsp; 177888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Guangxin <br> Agrochemical Co. <br> Ltd., Class A<br>| 27636 | &nbsp;&nbsp; 45941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Gujing Distillery <br> Co. Ltd., Class A<br>| 2900 | &nbsp;&nbsp; 55485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Heli Co. Ltd., <br> Class A<br>| 19700 | &nbsp;&nbsp; 48633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Hengyuan Coal <br> Industry & <br> Electricity Power <br> Co. Ltd., Class A<br>| 29900 | &nbsp;&nbsp; 28419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Honglu Steel <br> Construction Group <br> Co. Ltd., Class A<br>| 23240 | &nbsp;&nbsp; 57897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Huilong <br> Agricultural Means <br> of Production Co. <br> Ltd., Class A<br>| 15300 | &nbsp;&nbsp; 12416 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Jianghuai <br> Automobile Group <br> Corp. Ltd., Class A<br>| 3700 | &nbsp;&nbsp; 25405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Jiangnan <br> Chemical Industry <br> Co. Ltd., Class A<br>| 53200 | &nbsp;&nbsp; 44949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Jinhe Industrial <br> Co. Ltd., Class A<br>| 13800 | &nbsp;&nbsp; 43017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Kouzi Distillery <br> Co. Ltd., Class A<br>| 9700 | &nbsp;&nbsp; 44801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Sierte Fertilizer <br> Industry Ltd. Co., <br> Class A<br>| 26900 | &nbsp;&nbsp; 20380 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Tatfook <br> Technology Co. <br> Ltd., Class A<br>| 11800 | &nbsp;&nbsp; 19940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Transport <br> Consulting & <br> Design Institute Co. <br> Ltd., Class A<br>| 12000 | &nbsp;&nbsp; 14377 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Truchum <br> Advanced Materials <br> & Technology Co. <br> Ltd., Class A<br>| 34600 | &nbsp;&nbsp; 42566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Xinhua Media <br> Co. Ltd., Class A<br>| 42300 | &nbsp;&nbsp; 39832 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Yingjia Distillery <br> Co. Ltd., Class A<br>| 7000 | &nbsp;&nbsp; $39868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Yingliu <br> Electromechanical <br> Co. Ltd., Class A<br>| 13200 | &nbsp;&nbsp; 47916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Zhongding <br> Sealing Parts Co. <br> Ltd., Class A<br>| 28500 | &nbsp;&nbsp; 69473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anji Microelectronics <br> Technology <br> Shanghai Co. Ltd., <br> Class A<br>| 1604 | &nbsp;&nbsp; 33308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anjoy Foods Group <br> Co. Ltd., Class A<br>| 5100 | &nbsp;&nbsp; 52264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anker Innovations <br> Technology Co. <br> Ltd., Class A<br>| 5200 | &nbsp;&nbsp; 89279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ANTA Sports Products <br> Ltd.<br>| 242600 | &nbsp;&nbsp; 2784583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anton Oilfield Services <br> Group<br>| 806000 | &nbsp;&nbsp; 144632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aoshikang Technology <br> Co. Ltd., Class A<br>| 9200 | &nbsp;&nbsp; 50574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aotecar New Energy <br> Technology Co. <br> Ltd., Class A<br>| 74400 | &nbsp;&nbsp; 29634 |
| \* | Aowei Holdings Ltd. | 114000 | &nbsp;&nbsp; 4493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apeloa <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 24700 | &nbsp;&nbsp; 55059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Appotronics Corp. <br> Ltd., Class A<br>| 10613 | &nbsp;&nbsp; 22464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; APT Medical, Inc., <br> Class A<br>| 974 | &nbsp;&nbsp; 38449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; APT Satellite Holdings <br> Ltd.<br>| 134750 | &nbsp;&nbsp; 34474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arctech Solar Holding <br> Co. Ltd., Class A<br>| 4879 | &nbsp;&nbsp; 33482 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asia - Potash <br> International <br> Investment <br> Guangzhou Co. <br> Ltd., Class A<br>| 9200 | &nbsp;&nbsp; 40970 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asia Cement China <br> Holdings Corp.<br>| 200500 | &nbsp;&nbsp; 66859 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; AsiaInfo Technologies <br> Ltd.<br>| 111200 | &nbsp;&nbsp; 160505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asian Star Anchor <br> Chain Co. Ltd. <br> Jiangsu, Class A<br>| 22200 | &nbsp;&nbsp; 32128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asymchem <br> Laboratories Tianjin <br> Co. Ltd., Class A<br>| 2920 | &nbsp;&nbsp; 46330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aurisco <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 3800 | &nbsp;&nbsp; 12686 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | AustAsia Group Ltd. | 81172 | &nbsp;&nbsp; $14460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Autel Intelligent <br> Technology Corp. <br> Ltd., Class A<br>| 13173 | &nbsp;&nbsp; 63526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Autobio Diagnostics <br> Co. Ltd., Class A<br>| 6700 | &nbsp;&nbsp; 37015 |
|  | Autohome, Inc., ADR | 5445 | &nbsp;&nbsp; 147505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avary Holding <br> Shenzhen Co. Ltd., <br> Class A<br>| 15900 | &nbsp;&nbsp; 116533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AviChina Industry & <br> Technology Co. <br> Ltd., Class H<br>| 988000 | &nbsp;&nbsp; 584000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avicopter PLC, <br> Class A<br>| 3800 | &nbsp;&nbsp; 20883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bafang Electric <br> Suzhou Co. Ltd., <br> Class A<br>| 6300 | &nbsp;&nbsp; 23486 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; BAIC Motor Corp. <br> Ltd., Class H<br>| 313500 | &nbsp;&nbsp; 85634 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Baidu, Inc. (9888 HK), <br> Class A<br>| 365900 | &nbsp;&nbsp; 4003434 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Baidu, Inc. (BIDU US), <br> Sponsored ADR<br>| 9754 | &nbsp;&nbsp; 857084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baimtec Material Co. <br> Ltd., Class A<br>| 2755 | &nbsp;&nbsp; 21904 |
| \*Ω | Bairong, Inc. | 89500 | &nbsp;&nbsp; 99737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baiyin Nonferrous <br> Group Co. Ltd., <br> Class A<br>| 127300 | &nbsp;&nbsp; 55966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Beijing Co. <br> Ltd., Class A<br>| 130000 | &nbsp;&nbsp; 116539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Changsha <br> Co. Ltd., Class A<br>| 100100 | &nbsp;&nbsp; 137383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Chengdu Co. <br> Ltd., Class A<br>| 68000 | &nbsp;&nbsp; 174477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of China Ltd., <br> Class H<br>| 5292000 | &nbsp;&nbsp; 3054612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Chongqing <br> Co. Ltd., Class H<br>| 268500 | &nbsp;&nbsp; 264924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of <br> Communications <br> Co. Ltd., Class H<br>| 709000 | &nbsp;&nbsp; 638715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Guiyang Co. <br> Ltd., Class A<br>| 27800 | &nbsp;&nbsp; 24670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Hangzhou <br> Co. Ltd., Class A<br>| 78200 | &nbsp;&nbsp; 174320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Jiangsu Co. <br> Ltd., Class A<br>| 192400 | &nbsp;&nbsp; 302068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Nanjing Co. <br> Ltd., Class A<br>| 100600 | &nbsp;&nbsp; 160461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Ningbo Co. <br> Ltd., Class A<br>| 74470 | &nbsp;&nbsp; 288129 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Qingdao Co. <br> Ltd., Class H<br>| 186500 | &nbsp;&nbsp; 95658 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Shanghai Co. <br> Ltd., Class A<br>| 89793 | &nbsp;&nbsp; $127651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Suzhou Co. <br> Ltd., Class A<br>| 71194 | &nbsp;&nbsp; 84457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Tianjin Co. <br> Ltd., Class H<br>| 44500 | &nbsp;&nbsp; 13832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Xi'an Co. Ltd., <br> Class A<br>| 107700 | &nbsp;&nbsp; 57447 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Zhengzhou <br> Co. Ltd., Class H<br>| 361966 | &nbsp;&nbsp; 60818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baoji Titanium <br> Industry Co. Ltd., <br> Class A<br>| 10300 | &nbsp;&nbsp; 44204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baoshan Iron & Steel <br> Co. Ltd., Class A<br>| 164400 | &nbsp;&nbsp; 167606 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Baosheng Science & <br> Technology <br> Innovation Co. Ltd., <br> Class A<br>| 38000 | &nbsp;&nbsp; 27200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baowu Magnesium <br> Technology Co. <br> Ltd., Class A<br>| 13160 | &nbsp;&nbsp; 22318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baoxiniao Holding Co. <br> Ltd., Class A<br>| 26100 | &nbsp;&nbsp; 13726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baoye Group Co. Ltd., <br> Class H<br>| 78000 | &nbsp;&nbsp; 43082 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Baozun, Inc. (9991 <br> HK), Class A<br>| 21700 | &nbsp;&nbsp; 21792 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Baozun, Inc. (BZUN <br> US), Sponsored <br> ADR<br>| 10967 | &nbsp;&nbsp; 29721 |
|  | BBMG Corp., Class H | 440000 | &nbsp;&nbsp; 45271 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Be Friends Holding <br> Ltd.<br>| 204000 | &nbsp;&nbsp; 26496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bear Electric <br> Appliance Co. Ltd., <br> Class A<br>| 5300 | &nbsp;&nbsp; 35389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Befar Group Co. Ltd., <br> Class A<br>| 48200 | &nbsp;&nbsp; 29352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beibuwan Port Co. <br> Ltd., Class A<br>| 41700 | &nbsp;&nbsp; 47288 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing BDStar <br> Navigation Co. Ltd., <br> Class A<br>| 6400 | &nbsp;&nbsp; 26793 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Capital <br> Development Co. <br> Ltd., Class A<br>| 68727 | &nbsp;&nbsp; 25013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Capital <br> Eco-Environment <br> Protection Group <br> Co. Ltd., Class A<br>| 167830 | &nbsp;&nbsp; 71779 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Capital <br> International Airport <br> Co. Ltd., Class H<br>| 464000 | &nbsp;&nbsp; 180147 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Chunlizhengda <br> Medical Instruments <br> Co. Ltd., Class H<br>| 26250 | &nbsp;&nbsp; $53099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Dabeinong <br> Technology Group <br> Co. Ltd., Class A<br>| 43900 | &nbsp;&nbsp; 25198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Dahao <br> Technology Corp. <br> Ltd., Class A<br>| 11040 | &nbsp;&nbsp; 21101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Easpring <br> Material Technology <br> Co. Ltd., Class A<br>| 6900 | &nbsp;&nbsp; 39375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Energy <br> International <br> Holding Co. Ltd.<br>| 196000 | &nbsp;&nbsp; 37395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Enlight Media <br> Co. Ltd., Class A<br>| 21398 | &nbsp;&nbsp; 58664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Enterprises <br> Holdings Ltd.<br>| 159500 | &nbsp;&nbsp; 667358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Enterprises <br> Water Group Ltd.<br>| 1058000 | &nbsp;&nbsp; 362075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Fengjing <br> Automotive Parts <br> Co. Ltd.<br>| 40800 | &nbsp;&nbsp; 19758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Gehua CATV <br> Network Co. Ltd., <br> Class A<br>| 48800 | &nbsp;&nbsp; 58489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing GeoEnviron <br> Engineering & <br> Technology, Inc., <br> Class A<br>| 31468 | &nbsp;&nbsp; 27326 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Haixin Energy <br> Technology Co. <br> Ltd., Class A<br>| 58600 | &nbsp;&nbsp; 27559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Haohua <br> Energy Resource <br> Co. Ltd., Class A<br>| 35600 | &nbsp;&nbsp; 35989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Huafeng Test <br> & Control <br> Technology Co. <br> Ltd., Class A<br>| 1129 | &nbsp;&nbsp; 22304 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Jetsen <br> Technology Co. <br> Ltd., Class A<br>| 70230 | &nbsp;&nbsp; 55828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Jingneng <br> Clean Energy Co. <br> Ltd., Class H<br>| 328000 | &nbsp;&nbsp; 99268 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Jingyuntong <br> Technology Co. <br> Ltd., Class A<br>| 77600 | &nbsp;&nbsp; 39708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Kingsoft Office <br> Software, Inc., <br> Class A<br>| 641 | &nbsp;&nbsp; 27831 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Leike Defense <br> Technology Co. <br> Ltd., Class A<br>| 26000 | &nbsp;&nbsp; 21480 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing New Building <br> Materials PLC, <br> Class A<br>| 17175 | &nbsp;&nbsp; $62210 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing North Star Co. <br> Ltd., Class H<br>| 286000 | &nbsp;&nbsp; 31713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Originwater <br> Technology Co. <br> Ltd., Class A<br>| 57219 | &nbsp;&nbsp; 36739 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Philisense <br> Technology Co. <br> Ltd., Class A<br>| 26700 | &nbsp;&nbsp; 20159 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Relpow <br> Technology Co. <br> Ltd., Class A<br>| 15800 | &nbsp;&nbsp; 37720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Roborock <br> Technology Co. <br> Ltd., Class A<br>| 1911 | &nbsp;&nbsp; 45857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Sanlian Hope <br> Shin-Gosen <br> Technical Service <br> Co. Ltd., Class A<br>| 9900 | &nbsp;&nbsp; 25171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Sanyuan <br> Foods Co. Ltd., <br> Class A<br>| 62200 | &nbsp;&nbsp; 40042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Shougang Co. <br> Ltd., Class A<br>| 79700 | &nbsp;&nbsp; 46272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Shunxin <br> Agriculture Co. Ltd., <br> Class A<br>| 11700 | &nbsp;&nbsp; 25554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Sifang <br> Automation Co. <br> Ltd., Class A<br>| 9100 | &nbsp;&nbsp; 21405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Sinnet <br> Technology Co. <br> Ltd., Class A<br>| 23200 | &nbsp;&nbsp; 46792 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Sinohytec Co. <br> Ltd., Class H<br>| 3700 | &nbsp;&nbsp; 11618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing SL <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 24950 | &nbsp;&nbsp; 29234 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Sojo Electric <br> Co. Ltd., Class A<br>| 22300 | &nbsp;&nbsp; 22398 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing SPC <br> Environment <br> Protection Tech Co. <br> Ltd., Class A<br>| 23273 | &nbsp;&nbsp; 12989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Strong <br> Biotechnologies, <br> Inc., Class A<br>| 13300 | &nbsp;&nbsp; 27064 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Thunisoft <br> Corp. Ltd., Class A<br>| 18700 | &nbsp;&nbsp; 22171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Tiantan <br> Biological Products <br> Corp. Ltd., Class A<br>| 10660 | &nbsp;&nbsp; 29658 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Tong Ren Tang <br> Chinese Medicine <br> Co. Ltd.<br>| 63000 | &nbsp;&nbsp; $73218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Tong Ren Tang <br> Co. Ltd., Class A<br>| 7000 | &nbsp;&nbsp; 35007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Tricolor <br> Technology Co. <br> Ltd., Class A<br>| 4200 | &nbsp;&nbsp; 35150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Ultrapower <br> Software Co. Ltd., <br> Class A<br>| 22000 | &nbsp;&nbsp; 38463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing United <br> Information <br> Technology Co. <br> Ltd., Class A<br>| 18809 | &nbsp;&nbsp; 62013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Wandong <br> Medical Technology <br> Co. Ltd., Class A<br>| 12800 | &nbsp;&nbsp; 31061 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Watertek <br> Information <br> Technology Co. <br> Ltd., Class A<br>| 36800 | &nbsp;&nbsp; 24521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Yanjing <br> Brewery Co. Ltd., <br> Class A<br>| 42400 | &nbsp;&nbsp; 73180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Yuanliu <br> Hongyuan <br> Electronic <br> Technology Co. <br> Ltd., Class A<br>| 4600 | &nbsp;&nbsp; 35026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Zhong Ke San <br> Huan High-Tech Co. <br> Ltd., Class A<br>| 18975 | &nbsp;&nbsp; 34815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing-Shanghai High <br> Speed Railway Co. <br> Ltd., Class A<br>| 230800 | &nbsp;&nbsp; 173006 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beiqi Foton Motor Co. <br> Ltd., Class A<br>| 197100 | &nbsp;&nbsp; 73551 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bengang Steel Plates <br> Co. Ltd., Class A<br>| 59800 | &nbsp;&nbsp; 31511 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BeOne Medicines <br> Ltd.<br>| 14800 | &nbsp;&nbsp; 336469 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; BeOne Medicines Ltd. <br> (BGNE US), ADR<br>| 101 | &nbsp;&nbsp; 30414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Best Pacific <br> International <br> Holdings Ltd.<br>| 62000 | &nbsp;&nbsp; 22741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bestore Co. Ltd., <br> Class A<br>| 11700 | &nbsp;&nbsp; 20769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bethel Automotive <br> Safety Systems Co. <br> Ltd., Class A<br>| 5280 | &nbsp;&nbsp; 34467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Betta Pharmaceuticals <br> Co. Ltd., Class A<br>| 3400 | &nbsp;&nbsp; 30352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Biem.L.Fdlkk Garment <br> Co. Ltd., Class A<br>| 19300 | &nbsp;&nbsp; 43240 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Bilibili, Inc., <br> Sponsored ADR<br>| 13504 | &nbsp;&nbsp; $308161 |
| \* | Bilibili, Inc., Class Z | 1400 | &nbsp;&nbsp; 32031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Binjiang Service <br> Group Co. Ltd.<br>| 34000 | &nbsp;&nbsp; 103366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Black Peony Group <br> Co. Ltd., Class A<br>| 20300 | &nbsp;&nbsp; 15150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bloomage <br> Biotechnology Corp. <br> Ltd. (688363 C1), <br> Class A<br>| 2780 | &nbsp;&nbsp; 20015 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Blue Moon Group <br> Holdings Ltd.<br>| 191000 | &nbsp;&nbsp; 92043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bluestar Adisseo Co., <br> Class A<br>| 14700 | &nbsp;&nbsp; 20233 |
| Ω | BOC Aviation Ltd. | 83000 | &nbsp;&nbsp; 754052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BOC International <br> China Co. Ltd., <br> Class A<br>| 17500 | &nbsp;&nbsp; 36983 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BOE HC SemiTek <br> Corp.<br>| 50100 | &nbsp;&nbsp; 51666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BOE Technology <br> Group Co. Ltd., <br> Class A<br>| 342100 | &nbsp;&nbsp; 191848 |
|  | BOE Varitronix Ltd. | 128000 | &nbsp;&nbsp; 96486 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bohai Leasing Co. <br> Ltd., Class A<br>| 144400 | &nbsp;&nbsp; 69826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bosideng International <br> Holdings Ltd.<br>| 1726000 | &nbsp;&nbsp; 985021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BOTH Engineering <br> Technology Co. <br> Ltd., Class A<br>| 13200 | &nbsp;&nbsp; 22360 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Boyaa Interactive <br> International Ltd.<br>| 45000 | &nbsp;&nbsp; 43058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bright Dairy & Food <br> Co. Ltd., Class A<br>| 39100 | &nbsp;&nbsp; 46343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brilliance China <br> Automotive <br> Holdings Ltd.<br>| 940000 | &nbsp;&nbsp; 374961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bros Eastern Co. Ltd., <br> Class A<br>| 26700 | &nbsp;&nbsp; 19571 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; B-Soft Co. Ltd., <br> Class A<br>| 67555 | &nbsp;&nbsp; 54222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BTG Hotels Group <br> Co. Ltd., Class A<br>| 33900 | &nbsp;&nbsp; 65473 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Business-intelligence <br> of Oriental Nations <br> Corp. Ltd., Class A<br>| 15900 | &nbsp;&nbsp; 22356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BYD Co. Ltd., <br> Class H<br>| 202500 | &nbsp;&nbsp; 2956672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BYD Electronic <br> International Co. <br> Ltd.<br>| 222500 | &nbsp;&nbsp; 925821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; By-health Co. Ltd., <br> Class A<br>| 26600 | &nbsp;&nbsp; 43399 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; C C Land Holdings <br> Ltd.<br>| 665499 | &nbsp;&nbsp; $101448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C&D International <br> Investment Group <br> Ltd.<br>| 178815 | &nbsp;&nbsp; 360751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C&D Property <br> Management Group <br> Co. Ltd.<br>| 76000 | &nbsp;&nbsp; 27563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caitong Securities Co. <br> Ltd., Class A<br>| 46670 | &nbsp;&nbsp; 52413 |
| \*Ω | CALB Group Co. Ltd. | 35900 | &nbsp;&nbsp; 89760 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cambricon <br> Technologies Corp. <br> Ltd., Class A<br>| 256 | &nbsp;&nbsp; 25137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Camel Group Co. Ltd., <br> Class A<br>| 41308 | &nbsp;&nbsp; 52117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cangzhou Mingzhu <br> Plastic Co. Ltd., <br> Class A<br>| 67400 | &nbsp;&nbsp; 34239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canmax Technologies <br> Co. Ltd., Class A<br>| 16650 | &nbsp;&nbsp; 46026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canny Elevator Co. <br> Ltd., Class A<br>| 15300 | &nbsp;&nbsp; 15549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Castech, Inc., <br> Class A<br>| 8250 | &nbsp;&nbsp; 44802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Biotech, Inc., <br> Class A<br>| 4185 | &nbsp;&nbsp; 27923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CCCC Design & <br> Consulting Group <br> Co. Ltd., Class A<br>| 20800 | &nbsp;&nbsp; 23380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CCS Supply Chain <br> Management Co. <br> Ltd., Class A<br>| 35100 | &nbsp;&nbsp; 21914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CECEP Solar Energy <br> Co. Ltd., Class A<br>| 68300 | &nbsp;&nbsp; 42865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CECEP Wind-Power <br> Corp., Class A<br>| 164120 | &nbsp;&nbsp; 68398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central China Land <br> Media Co. Ltd., <br> Class A<br>| 25200 | &nbsp;&nbsp; 44925 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Central China <br> Securities Co. Ltd., <br> Class H<br>| 316000 | &nbsp;&nbsp; 110261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CETC Cyberspace <br> Security Technology <br> Co. Ltd., Class A<br>| 12200 | &nbsp;&nbsp; 30884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CETC Digital <br> Technology Co. <br> Ltd., Class A<br>| 6780 | &nbsp;&nbsp; 23991 |
| # | CGN Mining Co. Ltd. | 185000 | &nbsp;&nbsp; 47470 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; CGN New Energy <br> Holdings Co. Ltd.<br>| 800000 | &nbsp;&nbsp; 248724 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CGN Nuclear <br> Technology <br> Development Co. <br> Ltd., Class A<br>| 22700 | &nbsp;&nbsp; 24585 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; CGN Power Co. Ltd., <br> Class H<br>| 1307000 | &nbsp;&nbsp; $491003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changbai Mountain <br> Tourism Co. Ltd., <br> Class A<br>| 8500 | &nbsp;&nbsp; 43458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changchun Faway <br> Automobile <br> Components Co. <br> Ltd., Class A<br>| 14500 | &nbsp;&nbsp; 20567 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Changchun High-Tech <br> Industry Group Co. <br> Ltd., Class A<br>| 2500 | &nbsp;&nbsp; 36564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changhong Meiling <br> Co. Ltd., Class A<br>| 19400 | &nbsp;&nbsp; 19557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changjiang & <br> Jinggong Steel <br> Building Group Co. <br> Ltd., Class A<br>| 64200 | &nbsp;&nbsp; 29152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changjiang Publishing <br> & Media Co. Ltd., <br> Class A<br>| 44400 | &nbsp;&nbsp; 58125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changjiang Securities <br> Co. Ltd., Class A<br>| 53700 | &nbsp;&nbsp; 54880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changzheng <br> Engineering <br> Technology Co. <br> Ltd., Class A<br>| 8600 | &nbsp;&nbsp; 20391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changzhou Qianhong <br> Biopharma Co. Ltd., <br> Class A<br>| 23800 | &nbsp;&nbsp; 36796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changzhou Xingyu <br> Automotive Lighting <br> Systems Co. Ltd., <br> Class A<br>| 2400 | &nbsp;&nbsp; 39490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chaowei Power <br> Holdings Ltd.<br>| 249000 | &nbsp;&nbsp; 43371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chaozhou <br> Three-Circle Group <br> Co. Ltd., Class A<br>| 6000 | &nbsp;&nbsp; 27546 |
| Ω | Cheerwin Group Ltd. | 84000 | &nbsp;&nbsp; 29259 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chen Lin Education <br> Group Holdings <br> Ltd.<br>| 34000 | &nbsp;&nbsp; 6025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cheng De Lolo Co. <br> Ltd., Class A<br>| 35400 | &nbsp;&nbsp; 42995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Fusen <br> Noble-House <br> Industrial Co. Ltd., <br> Class A<br>| 16900 | &nbsp;&nbsp; 28032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Galaxy <br> Magnets Co. Ltd., <br> Class A<br>| 7100 | &nbsp;&nbsp; 28810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Guibao <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 9100 | &nbsp;&nbsp; 26472 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Hi-tech <br> Development Co. <br> Ltd., Class A<br>| 2900 | &nbsp;&nbsp; $18349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Hongqi <br> Chain Co. Ltd., <br> Class A<br>| 29400 | &nbsp;&nbsp; 24871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Kanghong <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 13552 | &nbsp;&nbsp; 77085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Kanghua <br> Biological Products <br> Co. Ltd., Class A<br>| 2350 | &nbsp;&nbsp; 25272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Leejun <br> Industrial Co. Ltd., <br> Class A<br>| 21700 | &nbsp;&nbsp; 36747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Wintrue <br> Holding Co. Ltd., <br> Class A<br>| 28200 | &nbsp;&nbsp; 41226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Xingrong <br> Environment Co. <br> Ltd., Class A<br>| 33500 | &nbsp;&nbsp; 33071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chenguang Biotech <br> Group Co. Ltd., <br> Class A<br>| 14900 | &nbsp;&nbsp; 27229 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chengxin Lithium <br> Group Co. Ltd., <br> Class A<br>| 10400 | &nbsp;&nbsp; 22404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengzhi Co. Ltd., <br> Class A<br>| 20300 | &nbsp;&nbsp; 21867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chervon Holdings <br> Ltd.<br>| 28800 | &nbsp;&nbsp; 65976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chifeng Jilong Gold <br> Mining Co. Ltd., <br> Class A<br>| 13200 | &nbsp;&nbsp; 41982 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Aerospace <br> International <br> Holdings Ltd.<br>| 690000 | &nbsp;&nbsp; 42031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Aircraft Leasing <br> Group Holdings <br> Ltd.<br>| 85000 | &nbsp;&nbsp; 49075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Animal <br> Husbandry Industry <br> Co. Ltd., Class A<br>| 31700 | &nbsp;&nbsp; 33596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Automotive <br> Engineering <br> Research Institute <br> Co. Ltd., Class A<br>| 16300 | &nbsp;&nbsp; 43957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Baoan Group <br> Co. Ltd., Class A<br>| 17600 | &nbsp;&nbsp; 22208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China BlueChemical <br> Ltd., Class H<br>| 498000 | &nbsp;&nbsp; 137360 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Bohai Bank Co. <br> Ltd., Class H<br>| 696500 | &nbsp;&nbsp; 91404 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Boton Group <br> Co. Ltd.<br>| 118000 | &nbsp;&nbsp; 28895 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China CAMC <br> Engineering Co. <br> Ltd., Class A<br>| 30400 | &nbsp;&nbsp; $35861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Chunlai <br> Education Group <br> Co. Ltd.<br>| 44000 | &nbsp;&nbsp; 24998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Cinda Asset <br> Management Co. <br> Ltd., Class H<br>| 3009000 | &nbsp;&nbsp; 543453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China CITIC Bank <br> Corp. Ltd., Class H<br>| 1222000 | &nbsp;&nbsp; 1135386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Coal Energy <br> Co. Ltd., Class H<br>| 726000 | &nbsp;&nbsp; 892042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Coal Xinji <br> Energy Co. Ltd., <br> Class A<br>| 69700 | &nbsp;&nbsp; 62439 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; China Common Rich <br> Renewable Energy <br> Investments Ltd.<br>| 190000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China <br> Communications <br> Services Corp. Ltd., <br> Class H<br>| 846000 | &nbsp;&nbsp; 492743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Conch <br> Environment <br> Protection Holdings <br> Ltd.<br>| 434000 | &nbsp;&nbsp; 36783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Conch Venture <br> Holdings Ltd.<br>| 447500 | &nbsp;&nbsp; 546805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Construction <br> Bank Corp., <br> Class H<br>| 7661000 | &nbsp;&nbsp; 7835695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China CSSC Holdings <br> Ltd., Class A<br>| 4300 | &nbsp;&nbsp; 20493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China CYTS Tours <br> Holding Co. Ltd., <br> Class A<br>| 20900 | &nbsp;&nbsp; 28596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Datang Corp. <br> Renewable Power <br> Co. Ltd., Class H<br>| 608000 | &nbsp;&nbsp; 178104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Design Group <br> Co. Ltd., Class A<br>| 19400 | &nbsp;&nbsp; 22624 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Development <br> Bank Financial <br> Leasing Co. Ltd., <br> Class H<br>| 718000 | &nbsp;&nbsp; 153137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Dongxiang <br> Group Co. Ltd.<br>| 1100000 | &nbsp;&nbsp; 63831 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China East Education <br> Holdings Ltd.<br>| 205000 | &nbsp;&nbsp; 212260 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Eastern Airlines <br> Corp. Ltd., Class H<br>| 434000 | &nbsp;&nbsp; 156370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Education <br> Group Holdings <br> Ltd.<br>| 279009 | &nbsp;&nbsp; 98402 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Electronics <br> Huada Technology <br> Co. Ltd.<br>| 340000 | &nbsp;&nbsp; $62570 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Electronics <br> Optics Valley Union <br> Holding Co. Ltd.<br>| 824000 | &nbsp;&nbsp; 27211 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Energy <br> Engineering Corp. <br> Ltd. (3996 HK), <br> Class H<br>| 612000 | &nbsp;&nbsp; 101093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Energy <br> Engineering Corp. <br> Ltd. (601868 C1), <br> Class A<br>| 439823 | &nbsp;&nbsp; 158196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Everbright Bank <br> Co. Ltd., Class H<br>| 406000 | &nbsp;&nbsp; 190785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Everbright <br> Environment Group <br> Ltd.<br>| 692111 | &nbsp;&nbsp; 370411 |
| # | China Everbright Ltd. | 280000 | &nbsp;&nbsp; 285884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Everbright <br> Water Ltd.<br>| 52712 | &nbsp;&nbsp; 9930 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Express Airlines <br> Co. Ltd., Class A<br>| 18000 | &nbsp;&nbsp; 20790 |
| Ω | China Feihe Ltd. | 987000 | &nbsp;&nbsp; 586772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Film Group Co. <br> Ltd., Class A<br>| 18541 | &nbsp;&nbsp; 34190 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China First Heavy <br> Industries Co. Ltd., <br> Class A<br>| 56700 | &nbsp;&nbsp; 22654 |
|  | China Foods Ltd. | 344000 | &nbsp;&nbsp; 143242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Galaxy <br> Securities Co. Ltd., <br> Class H<br>| 729500 | &nbsp;&nbsp; 985854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Gas Holdings <br> Ltd.<br>| 802261 | &nbsp;&nbsp; 842694 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Glass Holdings <br> Ltd.<br>| 312000 | &nbsp;&nbsp; 13709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Gold <br> International <br> Resources Corp. <br> Ltd. (2099 HK)<br>| 17900 | &nbsp;&nbsp; 153886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Gold <br> International <br> Resources Corp. <br> Ltd. (CGG CN)<br>| 94140 | &nbsp;&nbsp; 813941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Great Wall <br> Securities Co. Ltd., <br> Class A<br>| 32700 | &nbsp;&nbsp; 39994 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Greatwall <br> Technology Group <br> Co. Ltd., Class A<br>| 4500 | &nbsp;&nbsp; 9420 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Green <br> Electricity <br> Investment of <br> Tianjin Co. Ltd., <br> Class A<br>| 32600 | &nbsp;&nbsp; $39080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Hainan Rubber <br> Industry Group Co. <br> Ltd., Class A<br>| 36100 | &nbsp;&nbsp; 24568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Hanking <br> Holdings Ltd.<br>| 202000 | &nbsp;&nbsp; 58697 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China High Speed <br> Railway Technology <br> Co. Ltd., Class A<br>| 90100 | &nbsp;&nbsp; 34594 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China High Speed <br> Transmission <br> Equipment Group <br> Co. Ltd.<br>| 52000 | &nbsp;&nbsp; 9191 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Hongqiao <br> Group Ltd.<br>| 965000 | &nbsp;&nbsp; 2545569 |
| #†† | &nbsp;&nbsp;&nbsp;&nbsp; China Huiyuan Juice <br> Group Ltd.<br>| 269535 | &nbsp;&nbsp; 12038 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China International <br> Capital Corp. Ltd., <br> Class H<br>| 246000 | &nbsp;&nbsp; 624652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China International <br> Marine Containers <br> Group Co. Ltd., <br> Class H<br>| 298200 | &nbsp;&nbsp; 320270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Isotope & <br> Radiation Corp.<br>| 7600 | &nbsp;&nbsp; 15840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Jinmao <br> Holdings Group <br> Ltd.<br>| 1697485 | &nbsp;&nbsp; 308867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Kepei <br> Education Group <br> Ltd.<br>| 178000 | &nbsp;&nbsp; 34925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Kings <br> Resources Group <br> Co. Ltd., Class A<br>| 19496 | &nbsp;&nbsp; 42601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Leadshine <br> Technology Co. <br> Ltd., Class A<br>| 8300 | &nbsp;&nbsp; 51550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Lesso Group <br> Holdings Ltd.<br>| 343000 | &nbsp;&nbsp; 204082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Life Insurance <br> Co. Ltd., Class H<br>| 308000 | &nbsp;&nbsp; 889692 |
|  | China Lilang Ltd. | 157000 | &nbsp;&nbsp; 74125 |
| \*Ω | China Literature Ltd. | 81400 | &nbsp;&nbsp; 319892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Longyuan <br> Power Group Corp. <br> Ltd., Class H<br>| 446000 | &nbsp;&nbsp; 402177 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Medical System <br> Holdings Ltd.<br>| 473000 | &nbsp;&nbsp; 803109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Meheco Group <br> Co. Ltd., Class A<br>| 34840 | &nbsp;&nbsp; 53376 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Meidong Auto <br> Holdings Ltd.<br>| 278000 | &nbsp;&nbsp; $73532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Mengniu Dairy <br> Co. Ltd.<br>| 701000 | &nbsp;&nbsp; 1458792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants <br> Bank Co. Ltd., <br> Class H<br>| 593500 | &nbsp;&nbsp; 3851306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants <br> Energy Shipping <br> Co. Ltd., Class A<br>| 109220 | &nbsp;&nbsp; 91814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants <br> Expressway <br> Network & <br> Technology <br> Holdings Co. Ltd., <br> Class A<br>| 11700 | &nbsp;&nbsp; 18237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants Port <br> Holdings Co. Ltd.<br>| 403993 | &nbsp;&nbsp; 794325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants <br> Property Operation <br> & Service Co. Ltd., <br> Class A<br>| 23100 | &nbsp;&nbsp; 39655 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants <br> Securities Co. Ltd., <br> Class H<br>| 66220 | &nbsp;&nbsp; 136892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants <br> Shekou Industrial <br> Zone Holdings Co. <br> Ltd., Class A<br>| 49400 | &nbsp;&nbsp; 59680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Minsheng <br> Banking Corp. Ltd., <br> Class H<br>| 830400 | &nbsp;&nbsp; 499808 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Modern Dairy <br> Holdings Ltd.<br>| 1105000 | &nbsp;&nbsp; 166875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China National Accord <br> Medicines Corp. <br> Ltd., Class A<br>| 13130 | &nbsp;&nbsp; 46434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China National <br> Building Material <br> Co. Ltd., Class H<br>| 837141 | &nbsp;&nbsp; 498052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China National <br> Chemical <br> Engineering Co. <br> Ltd., Class A<br>| 55700 | &nbsp;&nbsp; 61775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China National <br> Electric Apparatus <br> Research Institute <br> Co. Ltd., Class A<br>| 6835 | &nbsp;&nbsp; 23938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China National Gold <br> Group Gold <br> Jewellery Co. Ltd., <br> Class A<br>| 37300 | &nbsp;&nbsp; 42317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China National <br> Medicines Corp. <br> Ltd., Class A<br>| 10000 | &nbsp;&nbsp; 40877 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China National <br> Nuclear Power Co. <br> Ltd., Class A<br>| 285772 | &nbsp;&nbsp; $364958 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China New Higher <br> Education Group <br> Ltd.<br>| 354064 | &nbsp;&nbsp; 49089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Nonferrous <br> Metal Industry's <br> Foreign Engineering <br> & Construction Co. <br> Ltd., Class A<br>| 57900 | &nbsp;&nbsp; 47457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Nonferrous <br> Mining Corp. Ltd.<br>| 524000 | &nbsp;&nbsp; 509114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Northern Rare <br> Earth Group <br> High-Tech Co. Ltd., <br> Class A<br>| 8900 | &nbsp;&nbsp; 46366 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Oil & Gas <br> Group Ltd.<br>| 1408000 | &nbsp;&nbsp; 28502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Oilfield Services <br> Ltd., Class H<br>| 562000 | &nbsp;&nbsp; 499128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Oriental Group <br> Co. Ltd.<br>| 366000 | &nbsp;&nbsp; 87904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Overseas <br> Grand Oceans <br> Group Ltd.<br>| 472283 | &nbsp;&nbsp; 116560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Overseas Land <br> & Investment Ltd.<br>| 791500 | &nbsp;&nbsp; 1368898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Overseas <br> Property Holdings <br> Ltd.<br>| 560000 | &nbsp;&nbsp; 384357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Pacific <br> Insurance Group <br> Co. Ltd., Class H<br>| 721000 | &nbsp;&nbsp; 2903767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Petroleum & <br> Chemical Corp., <br> Class H<br>| 3004000 | &nbsp;&nbsp; 1762814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Petroleum <br> Engineering Corp., <br> Class A<br>| 86700 | &nbsp;&nbsp; 41360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Power <br> International <br> Development Ltd.<br>| 905999 | &nbsp;&nbsp; 355147 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; China Properties <br> Investment Holdings <br> Ltd.<br>| 81000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Publishing & <br> Media Co. Ltd., <br> Class A<br>| 24900 | &nbsp;&nbsp; 23294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Railway Group <br> Ltd., Class H<br>| 829000 | &nbsp;&nbsp; 417096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Railway Hi-tech <br> Industry Co. Ltd., <br> Class A<br>| 53100 | &nbsp;&nbsp; 66954 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Railway <br> Materials Co. Ltd., <br> Class A<br>| 100200 | &nbsp;&nbsp; $37125 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Railway Signal <br> & Communication <br> Corp. Ltd., Class H<br>| 359000 | &nbsp;&nbsp; 156943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Railway Tielong <br> Container Logistics <br> Co. Ltd., Class A<br>| 36500 | &nbsp;&nbsp; 28945 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Rare Earth <br> Holdings Ltd.<br>| 768399 | &nbsp;&nbsp; 68520 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Rare Earth <br> Resources & <br> Technology Co. <br> Ltd., Class A<br>| 2900 | &nbsp;&nbsp; 17052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Reinsurance <br> Group Corp., <br> Class H<br>| 2078000 | &nbsp;&nbsp; 360705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resource & <br> Environment Co. <br> Ltd., Class A<br>| 33600 | &nbsp;&nbsp; 20740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources Beer <br> Holdings Co. Ltd.<br>| 475807 | &nbsp;&nbsp; 1582006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Boya <br> Bio-pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 5200 | &nbsp;&nbsp; 19479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Building Materials <br> Technology <br> Holdings Ltd.<br>| 572000 | &nbsp;&nbsp; 139512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Double Crane <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 24200 | &nbsp;&nbsp; 71071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources Gas <br> Group Ltd.<br>| 288100 | &nbsp;&nbsp; 729269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Land Ltd.<br>| 643000 | &nbsp;&nbsp; 2357860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Medical Holdings <br> Co. Ltd.<br>| 267500 | &nbsp;&nbsp; 151311 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Resources Mixc <br> Lifestyle Services <br> Ltd.<br>| 192800 | &nbsp;&nbsp; 895337 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Pharmaceutical <br> Group Ltd.<br>| 584500 | &nbsp;&nbsp; 408170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Power Holdings Co. <br> Ltd.<br>| 312690 | &nbsp;&nbsp; 774873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Sanjiu Medical & <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 14019 | &nbsp;&nbsp; 60981 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Risun Group <br> Ltd.<br>| 380000 | &nbsp;&nbsp; $114448 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Ruyi Holdings <br> Ltd.<br>| 1336000 | &nbsp;&nbsp; 534105 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Sanjiang Fine <br> Chemicals Co. Ltd.<br>| 207000 | &nbsp;&nbsp; 46378 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; China Shanshui <br> Cement Group Ltd.<br>| 204000 | &nbsp;&nbsp; 17890 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Shengmu <br> Organic Milk Ltd.<br>| 1189000 | &nbsp;&nbsp; 46226 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Shenhua <br> Energy Co. Ltd., <br> Class H<br>| 648500 | &nbsp;&nbsp; 2810695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Shineway <br> Pharmaceutical <br> Group Ltd.<br>| 137000 | &nbsp;&nbsp; 145926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China South <br> Publishing & Media <br> Group Co. Ltd., <br> Class A<br>| 45700 | &nbsp;&nbsp; 81565 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Southern <br> Airlines Co. Ltd., <br> Class H<br>| 432000 | &nbsp;&nbsp; 198809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Southern Power <br> Grid Energy <br> Efficiency&Clean <br> Energy Co. Ltd. <br> (003035 C2), <br> Class A<br>| 64500 | &nbsp;&nbsp; 41377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Southern Power <br> Grid Technology <br> Co. Ltd., Class A<br>| 4818 | &nbsp;&nbsp; 22108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Starch Holdings <br> Ltd.<br>| 415000 | &nbsp;&nbsp; 11224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China State <br> Construction <br> Development <br> Holdings Ltd.<br>| 224000 | &nbsp;&nbsp; 43389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China State <br> Construction <br> Engineering Corp. <br> Ltd., Class A<br>| 270029 | &nbsp;&nbsp; 212212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China State <br> Construction <br> International <br> Holdings Ltd.<br>| 778000 | &nbsp;&nbsp; 1191889 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Sunshine Paper <br> Holdings Co. Ltd.<br>| 260000 | &nbsp;&nbsp; 63843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Suntien Green <br> Energy Corp. Ltd., <br> Class H<br>| 450000 | &nbsp;&nbsp; 240396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Taiping <br> Insurance Holdings <br> Co. Ltd.<br>| 441200 | &nbsp;&nbsp; 980348 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Testing & <br> Certification <br> International Group <br> Co. Ltd., Class A<br>| 15338 | &nbsp;&nbsp; $14925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Tianying, Inc., <br> Class A<br>| 79700 | &nbsp;&nbsp; 47464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Tobacco <br> International HK Co. <br> Ltd.<br>| 82000 | &nbsp;&nbsp; 343458 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Tourism Group <br> Duty Free Corp. <br> Ltd. (1880 HK), <br> Class H<br>| 13700 | &nbsp;&nbsp; 98995 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Tower Corp. <br> Ltd., Class H<br>| 1475800 | &nbsp;&nbsp; 2065109 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; China Traditional <br> Chinese Medicine <br> Holdings Co. Ltd.<br>| 914000 | &nbsp;&nbsp; 260937 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China TransInfo <br> Technology Co. <br> Ltd., Class A<br>| 30900 | &nbsp;&nbsp; 45751 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Travel <br> International <br> Investment Hong <br> Kong Ltd.<br>| 744000 | &nbsp;&nbsp; 174945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Tungsten & <br> Hightech Materials <br> Co. Ltd., Class A<br>| 30150 | &nbsp;&nbsp; 67386 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Vanke Co. Ltd., <br> Class H<br>| 360284 | &nbsp;&nbsp; 228595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Vered Financial <br> Holding Corp. Ltd.<br>| 219000 | &nbsp;&nbsp; 29224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Water Affairs <br> Group Ltd.<br>| 196000 | &nbsp;&nbsp; 153793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China West <br> Construction Group <br> Co. Ltd., Class A<br>| 32100 | &nbsp;&nbsp; 28688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China XD Electric Co. <br> Ltd., Class A<br>| 64800 | &nbsp;&nbsp; 58948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China XLX Fertiliser <br> Ltd.<br>| 218000 | &nbsp;&nbsp; 181804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Yangtze Power <br> Co. Ltd., Class A<br>| 74800 | &nbsp;&nbsp; 289613 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Yongda <br> Automobiles <br> Services Holdings <br> Ltd.<br>| 354500 | &nbsp;&nbsp; 100984 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Youran Dairy <br> Group Ltd.<br>| 598000 | &nbsp;&nbsp; 281256 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Yuhua <br> Education Corp. <br> Ltd.<br>| 554000 | &nbsp;&nbsp; 37209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Zhenhua Group <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 8500 | &nbsp;&nbsp; 56074 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Zheshang Bank <br> Co. Ltd., Class H<br>| 654000 | &nbsp;&nbsp; $229821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China-Singapore <br> Suzhou Industrial <br> Park Development <br> Group Co. Ltd., <br> Class A<br>| 14800 | &nbsp;&nbsp; 15822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chinasoft International <br> Ltd.<br>| 954000 | &nbsp;&nbsp; 689146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chinese Universe <br> Publishing & Media <br> Group Co. Ltd., <br> Class A<br>| 13900 | &nbsp;&nbsp; 19279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Brewery <br> Co. Ltd., Class A<br>| 4200 | &nbsp;&nbsp; 32230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Changan <br> Automobile Co. <br> Ltd., Class A<br>| 32594 | &nbsp;&nbsp; 58157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Chuanyi <br> Automation Co. <br> Ltd., Class A<br>| 13260 | &nbsp;&nbsp; 37062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing <br> Department Store <br> Co. Ltd., Class A<br>| 11000 | &nbsp;&nbsp; 44619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Fuling <br> Electric Power <br> Industrial Co. Ltd., <br> Class A<br>| 49455 | &nbsp;&nbsp; 62628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Fuling <br> Zhacai Group Co. <br> Ltd., Class A<br>| 20760 | &nbsp;&nbsp; 37748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Gas Group <br> Corp. Ltd., Class A<br>| 23600 | &nbsp;&nbsp; 18621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Machinery <br> & Electric Co. Ltd., <br> Class H<br>| 482000 | &nbsp;&nbsp; 85975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Port Co. <br> Ltd., Class A<br>| 29300 | &nbsp;&nbsp; 22709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Road & <br> Bridge Co. Ltd., <br> Class A<br>| 39700 | &nbsp;&nbsp; 35492 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Rural <br> Commercial Bank <br> Co. Ltd., Class H<br>| 587000 | &nbsp;&nbsp; 465574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Sanfeng <br> Environment Group <br> Corp. Ltd., Class A<br>| 54700 | &nbsp;&nbsp; 64392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Taiji <br> Industry Group Co. <br> Ltd., Class A<br>| 12500 | &nbsp;&nbsp; 41943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Zhifei <br> Biological Products <br> Co. Ltd., Class A<br>| 12250 | &nbsp;&nbsp; 40777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongyi Zhangyuan <br> Tungsten Industry <br> Co. Ltd., Class A<br>| 26700 | &nbsp;&nbsp; 34023 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chow Tai Fook <br> Jewellery Group <br> Ltd.<br>| 560600 | &nbsp;&nbsp; $936253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chow Tai Seng <br> Jewellery Co. Ltd., <br> Class A<br>| 24400 | &nbsp;&nbsp; 43906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CIG Shanghai Co. <br> Ltd., Class A<br>| 5800 | &nbsp;&nbsp; 43610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CIMC Enric Holdings <br> Ltd.<br>| 266000 | &nbsp;&nbsp; 226947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cisen Pharmaceutical <br> Co. Ltd., Class A<br>| 20900 | &nbsp;&nbsp; 87043 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CITIC Heavy <br> Industries Co. Ltd., <br> Class A<br>| 43000 | &nbsp;&nbsp; 27759 |
|  | CITIC Ltd. | 737000 | &nbsp;&nbsp; 1105628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CITIC Resources <br> Holdings Ltd.<br>| 1012000 | &nbsp;&nbsp; 52077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CITIC Securities Co. <br> Ltd., Class H<br>| 135475 | &nbsp;&nbsp; 476004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; City Development <br> Environment Co. <br> Ltd., Class A<br>| 24900 | &nbsp;&nbsp; 47855 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Citychamp Watch & <br> Jewellery Group <br> Ltd.<br>| 440000 | &nbsp;&nbsp; 21192 |
| \* | ClouDr Group Ltd. | 207100 | &nbsp;&nbsp; 39367 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; CMGE Technology <br> Group Ltd.<br>| 538000 | &nbsp;&nbsp; 34881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CMOC Group Ltd., <br> Class H<br>| 882000 | &nbsp;&nbsp; 1001187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CMST Development <br> Co. Ltd., Class A<br>| 63900 | &nbsp;&nbsp; 52224 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CNFinance Holdings <br> Ltd., ADR<br>| 6181 | &nbsp;&nbsp; 4480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CNGR Advanced <br> Material Co. Ltd., <br> Class A<br>| 7810 | &nbsp;&nbsp; 36519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CNNC Hua Yuan <br> Titanium Dioxide <br> Co. Ltd., Class A<br>| 65975 | &nbsp;&nbsp; 38341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CNOOC Energy <br> Technology & <br> Services Ltd., <br> Class A<br>| 105600 | &nbsp;&nbsp; 59472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CNSIG Inner Mongolia <br> Chemical Industry <br> Co. Ltd., Class A<br>| 32500 | &nbsp;&nbsp; 35423 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; COFCO <br> Biotechnology Co. <br> Ltd., Class A<br>| 32100 | &nbsp;&nbsp; 26094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COFCO Capital <br> Holdings Co. Ltd., <br> Class A<br>| 20600 | &nbsp;&nbsp; 34979 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; COFCO Joycome <br> Foods Ltd.<br>| 892000 | &nbsp;&nbsp; 198114 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COFCO Sugar <br> Holding Co. Ltd., <br> Class A<br>| 41100 | &nbsp;&nbsp; $55890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cofoe Medical <br> Technology Co. <br> Ltd., Class A<br>| 6200 | &nbsp;&nbsp; 31757 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Comba Telecom <br> Systems Holdings <br> Ltd.<br>| 482000 | &nbsp;&nbsp; 113198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concord New Energy <br> Group Ltd.<br>| 2470000 | &nbsp;&nbsp; 130795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Consun <br> Pharmaceutical <br> Group Ltd.<br>| 165000 | &nbsp;&nbsp; 289412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Contemporary <br> Amperex <br> Technology Co. <br> Ltd., Class A<br>| 25160 | &nbsp;&nbsp; 921152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Continental Aerospace <br> Technologies <br> Holding Ltd.<br>| 1578866 | &nbsp;&nbsp; 28852 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> Development Co. <br> Ltd., Class H<br>| 1119000 | &nbsp;&nbsp; 166625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> Energy <br> Transportation Co. <br> Ltd., Class H<br>| 418000 | &nbsp;&nbsp; 339538 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> Holdings Co. Ltd., <br> Class H<br>| 790300 | &nbsp;&nbsp; 1444621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> International Hong <br> Kong Co. Ltd.<br>| 224000 | &nbsp;&nbsp; 164260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> Ports Ltd.<br>| 427733 | &nbsp;&nbsp; 299526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> Specialized Carriers <br> Co. Ltd., Class A<br>| 79500 | &nbsp;&nbsp; 73787 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> Technology Co. <br> Ltd., Class A<br>| 11500 | &nbsp;&nbsp; 36118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CQ Pharmaceutical <br> Holding Co. Ltd., <br> Class A<br>| 54100 | &nbsp;&nbsp; 39692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CRRC Corp. Ltd., <br> Class H<br>| 518000 | &nbsp;&nbsp; 358952 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; CSC Financial Co. <br> Ltd., Class H<br>| 35500 | &nbsp;&nbsp; 56741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSG Holding Co. Ltd., <br> Class A<br>| 62295 | &nbsp;&nbsp; 41347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSPC Pharmaceutical <br> Group Ltd.<br>| 3058800 | &nbsp;&nbsp; 3844283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSSC Hong Kong <br> Shipping Co. Ltd.<br>| 478000 | &nbsp;&nbsp; 132021 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSSC Science & <br> Technology Co. <br> Ltd., Class A<br>| 9800 | &nbsp;&nbsp; $17157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTS International <br> Logistics Corp. Ltd., <br> Class A<br>| 45970 | &nbsp;&nbsp; 40093 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CWT International <br> Ltd.<br>| 1480000 | &nbsp;&nbsp; 36983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dajin Heavy Industry <br> Co. Ltd., Class A<br>| 7900 | &nbsp;&nbsp; 35011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dalian Huarui Heavy <br> Industry Group Co. <br> Ltd., Class A<br>| 45400 | &nbsp;&nbsp; 39083 |
| #\* | Dalipal Holdings Ltd. | 118000 | &nbsp;&nbsp; 81327 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Damai Entertainment <br> Holdings Ltd.<br>| 3770000 | &nbsp;&nbsp; 531068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daqin Railway Co. <br> Ltd., Class A<br>| 135065 | &nbsp;&nbsp; 122682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dashang Co. Ltd., <br> Class A<br>| 6292 | &nbsp;&nbsp; 17073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DaShenLin <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 24436 | &nbsp;&nbsp; 58721 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Datang International <br> Power Generation <br> Co. Ltd., Class H<br>| 586000 | &nbsp;&nbsp; 147725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dawnrays <br> Pharmaceutical <br> Holdings Ltd.<br>| 141000 | &nbsp;&nbsp; 24753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DBG Technology Co. <br> Ltd., Class A<br>| 8800 | &nbsp;&nbsp; 33564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DeHua TB New <br> Decoration <br> Materials Co. Ltd., <br> Class A<br>| 15800 | &nbsp;&nbsp; 21912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deppon Logistics Co. <br> Ltd., Class A<br>| 15200 | &nbsp;&nbsp; 32834 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dezhan Healthcare <br> Co. Ltd., Class A<br>| 66100 | &nbsp;&nbsp; 44519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DHC Software Co. <br> Ltd., Class A<br>| 37500 | &nbsp;&nbsp; 48185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dian Diagnostics <br> Group Co. Ltd., <br> Class A<br>| 15300 | &nbsp;&nbsp; 34149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Digital China Group <br> Co. Ltd., Class A<br>| 11400 | &nbsp;&nbsp; 65360 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Digital China Holdings <br> Ltd.<br>| 163000 | &nbsp;&nbsp; 63137 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Digital China <br> Information Service <br> Group Co. Ltd., <br> Class A<br>| 17600 | &nbsp;&nbsp; 31361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Do-Fluoride New <br> Materials Co. Ltd., <br> Class A<br>| 15920 | &nbsp;&nbsp; 27434 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dong-E-E-Jiao Co. <br> Ltd., Class A<br>| 2700 | &nbsp;&nbsp; $19373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongfang Electric <br> Corp. Ltd., Class H<br>| 84200 | &nbsp;&nbsp; 197604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongfang Electronics <br> Co. Ltd., Class A<br>| 43300 | &nbsp;&nbsp; 61557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DongFeng Automobile <br> Co. Ltd., Class A<br>| 24900 | &nbsp;&nbsp; 24702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongfeng Electronic <br> Technology Co. <br> Ltd., Class A<br>| 11900 | &nbsp;&nbsp; 21043 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dongfeng Motor <br> Group Co. Ltd., <br> Class H<br>| 674000 | &nbsp;&nbsp; 405551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongguan Aohai <br> Technology Co. <br> Ltd., Class A<br>| 1900 | &nbsp;&nbsp; 10382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongguan <br> Development <br> Holdings Co. Ltd., <br> Class A<br>| 26300 | &nbsp;&nbsp; 40208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongguan Rural <br> Commercial Bank <br> Co. Ltd., Class H<br>| 22000 | &nbsp;&nbsp; 10491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongguan Yutong <br> Optical Technology <br> Co. Ltd., Class A<br>| 6500 | &nbsp;&nbsp; 20316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Donghua Testing <br> Technology Co. <br> Ltd., Class A<br>| 4000 | &nbsp;&nbsp; 21499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongxing Securities <br> Co. Ltd., Class A<br>| 45600 | &nbsp;&nbsp; 70494 |
|  | Dongyue Group Ltd. | 532000 | &nbsp;&nbsp; 703167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DouYu International <br> Holdings Ltd., ADR<br>| 11065 | &nbsp;&nbsp; 95821 |
| \* | DPC Dash Ltd. | 3400 | &nbsp;&nbsp; 36697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dynagreen <br> Environmental <br> Protection Group <br> Co. Ltd., Class H<br>| 127000 | &nbsp;&nbsp; 82015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eaglerise Electric & <br> Electronic China <br> Co. Ltd., Class A<br>| 9700 | &nbsp;&nbsp; 21778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; East Money <br> Information Co. <br> Ltd., Class A<br>| 25927 | &nbsp;&nbsp; 83432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastcompeace <br> Technology Co. <br> Ltd., Class A<br>| 15200 | &nbsp;&nbsp; 52292 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Easyhome New Retail <br> Group Co. Ltd., <br> Class A<br>| 87800 | &nbsp;&nbsp; 36193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; E-Commodities <br> Holdings Ltd.<br>| 660000 | &nbsp;&nbsp; 80645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ecovacs Robotics Co. <br> Ltd., Class A<br>| 4100 | &nbsp;&nbsp; 45301 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Edifier Technology Co. <br> Ltd., Class A<br>| 17400 | &nbsp;&nbsp; $31700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Edvantage Group <br> Holdings Ltd.<br>| 109630 | &nbsp;&nbsp; 23058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EEKA Fashion <br> Holdings Ltd.<br>| 92000 | &nbsp;&nbsp; 79590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electric Connector <br> Technology Co. <br> Ltd., Class A<br>| 5100 | &nbsp;&nbsp; 34403 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Elion Energy Co. Ltd., <br> Class A<br>| 92870 | &nbsp;&nbsp; 904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ENN Energy Holdings <br> Ltd.<br>| 160200 | &nbsp;&nbsp; 1305632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ENN Natural Gas Co. <br> Ltd., Class A<br>| 28500 | &nbsp;&nbsp; 73005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eoptolink Technology, <br> Inc. Ltd., Class A<br>| 6720 | &nbsp;&nbsp; 174954 |
|  | Era Co. Ltd., Class A | 31300 | &nbsp;&nbsp; 18216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Essex Bio-technology <br> Ltd.<br>| 122000 | &nbsp;&nbsp; 79957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eternal Asia Supply <br> Chain Management <br> Ltd., Class A<br>| 75600 | &nbsp;&nbsp; 46994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EVA Precision <br> Industrial Holdings <br> Ltd.<br>| 414000 | &nbsp;&nbsp; 40219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eve Energy Co. Ltd., <br> Class A<br>| 9800 | &nbsp;&nbsp; 60094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ever Sunshine <br> Services Group <br> Ltd.<br>| 240000 | &nbsp;&nbsp; 63350 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Everbright Securities <br> Co. Ltd., Class H<br>| 50600 | &nbsp;&nbsp; 67401 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EverChina <br> International <br> Holdings Co. Ltd.<br>| 100000 | &nbsp;&nbsp; 789 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Everest Medicines <br> Ltd.<br>| 5000 | &nbsp;&nbsp; 40487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Excellence <br> Commercial <br> Property & Facilities <br> Management Group <br> Ltd.<br>| 65000 | &nbsp;&nbsp; 12036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Explosive Co. Ltd., <br> Class A<br>| 17800 | &nbsp;&nbsp; 34537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eyebright Medical <br> Technology Beijing <br> Co. Ltd., Class A<br>| 3546 | &nbsp;&nbsp; 38024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fangda Carbon New <br> Material Co. Ltd., <br> Class A<br>| 52700 | &nbsp;&nbsp; 35037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fangda Special Steel <br> Technology Co. <br> Ltd., Class A<br>| 69640 | &nbsp;&nbsp; 56570 |
|  | Far East Horizon Ltd. | 650000 | &nbsp;&nbsp; 661621 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far East Smarter <br> Energy Co. Ltd., <br> Class A<br>| 43800 | &nbsp;&nbsp; $33651 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Farasis Energy Gan <br> Zhou Co. Ltd., <br> Class A<br>| 10465 | &nbsp;&nbsp; 23243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FAW Jiefang Group <br> Co. Ltd., Class A<br>| 26900 | &nbsp;&nbsp; 25990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FAWER Automotive <br> Parts Co. Ltd., <br> Class A<br>| 37700 | &nbsp;&nbsp; 31075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Feilong Auto <br> Components Co. <br> Ltd., Class A<br>| 18000 | &nbsp;&nbsp; 42740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ferrotec Anhui <br> Technology <br> Development Co. <br> Ltd., Class A<br>| 3600 | &nbsp;&nbsp; 20000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FESCO Group Co. <br> Ltd., Class A<br>| 9600 | &nbsp;&nbsp; 27982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fiberhome <br> Telecommunication <br> Technologies Co. <br> Ltd., Class A<br>| 16700 | &nbsp;&nbsp; 52005 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fibocom Wireless, <br> Inc., Class A<br>| 800 | &nbsp;&nbsp; 2913 |
| \* | FIH Mobile Ltd. | 83300 | &nbsp;&nbsp; 148488 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Financial Street <br> Holdings Co. Ltd., <br> Class A<br>| 69000 | &nbsp;&nbsp; 28080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FinVolution Group, <br> ADR<br>| 49916 | &nbsp;&nbsp; 428778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Capital Securities <br> Co. Ltd., Class A<br>| 37100 | &nbsp;&nbsp; 38070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Tractor Co. Ltd., <br> Class H<br>| 102000 | &nbsp;&nbsp; 92071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flat Glass Group Co. <br> Ltd., Class H<br>| 116000 | &nbsp;&nbsp; 150445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Focus Lightings Tech <br> Co. Ltd., Class A<br>| 17600 | &nbsp;&nbsp; 30657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Focus Media <br> Information <br> Technology Co. <br> Ltd., Class A<br>| 88900 | &nbsp;&nbsp; 92501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Focused Photonics <br> Hangzhou, Inc., <br> Class A<br>| 13500 | &nbsp;&nbsp; 35791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Focuslight <br> Technologies, Inc., <br> Class A<br>| 2061 | &nbsp;&nbsp; 24412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foryou Corp., <br> Class A<br>| 12800 | &nbsp;&nbsp; 52625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foshan Electrical & <br> Lighting Co. Ltd., <br> Class A<br>| 26700 | &nbsp;&nbsp; 23838 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foshan Haitian <br> Flavouring & Food <br> Co. Ltd., Class A<br>| 14518 | &nbsp;&nbsp; $77258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foshan Nationstar <br> Optoelectronics Co. <br> Ltd., Class A<br>| 17400 | &nbsp;&nbsp; 22257 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Foshan Yowant <br> Technology Co. <br> Ltd., Class A<br>| 27500 | &nbsp;&nbsp; 26077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fosun International <br> Ltd.<br>| 648572 | &nbsp;&nbsp; 447590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Founder Securities <br> Co. Ltd., Class A<br>| 54100 | &nbsp;&nbsp; 60887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foxconn Industrial <br> Internet Co. Ltd., <br> Class A<br>| 113700 | &nbsp;&nbsp; 543092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Friend Co. Ltd., <br> Class A<br>| 14500 | &nbsp;&nbsp; 34602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fu Shou Yuan <br> International Group <br> Ltd.<br>| 373000 | &nbsp;&nbsp; 171420 |
|  | Fufeng Group Ltd. | 650000 | &nbsp;&nbsp; 717644 |
| #\*†† | Fuguiniao Co. Ltd. | 37999 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Boss Software <br> Development Co. <br> Ltd., Class A<br>| 10320 | &nbsp;&nbsp; 21807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Funeng Co. <br> Ltd., Class A<br>| 58470 | &nbsp;&nbsp; 76765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Kuncai Material <br> Technology Co. <br> Ltd., Class A<br>| 7700 | &nbsp;&nbsp; 20700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Longking Co. <br> Ltd., Class A<br>| 33901 | &nbsp;&nbsp; 56503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Qingshan <br> Paper Industry Co. <br> Ltd., Class A<br>| 66400 | &nbsp;&nbsp; 20918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Star-net <br> Communication Co. <br> Ltd., Class A<br>| 13600 | &nbsp;&nbsp; 50092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Sunner <br> Development Co. <br> Ltd., Class A<br>| 20000 | &nbsp;&nbsp; 44287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Tianma <br> Science & <br> Technology Group <br> Co. Ltd., Class A<br>| 6900 | &nbsp;&nbsp; 12711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Yuanli Active <br> Carbon Co. Ltd., <br> Class A<br>| 9700 | &nbsp;&nbsp; 20259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fushun Special Steel <br> Co. Ltd., Class A<br>| 44200 | &nbsp;&nbsp; 34552 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Fuyao Glass Industry <br> Group Co. Ltd., <br> Class H<br>| 134800 | &nbsp;&nbsp; 971850 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gan & Lee <br> Pharmaceuticals <br> Co. Ltd., Class A<br>| 3500 | &nbsp;&nbsp; $28149 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Ganfeng Lithium <br> Group Co. Ltd., <br> Class H<br>| 78280 | &nbsp;&nbsp; 259839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gansu Energy <br> Chemical Co. Ltd., <br> Class A<br>| 128700 | &nbsp;&nbsp; 44295 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gansu Jiu Steel <br> Group Hongxing <br> Iron & Steel Co. <br> Ltd., Class A<br>| 120900 | &nbsp;&nbsp; 29563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gansu Shangfeng <br> Cement Co. Ltd., <br> Class A<br>| 23880 | &nbsp;&nbsp; 28970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gansu Yasheng <br> Industrial Group Co. <br> Ltd., Class A<br>| 53000 | &nbsp;&nbsp; 21994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; G-bits Network <br> Technology Xiamen <br> Co. Ltd., Class A<br>| 800 | &nbsp;&nbsp; 37695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GCL Energy <br> Technology Co. <br> Ltd., Class A<br>| 27800 | &nbsp;&nbsp; 46850 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; GCL New Energy <br> Holdings Ltd.<br>| 250000 | &nbsp;&nbsp; 13806 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; GCL Technology <br> Holdings Ltd.<br>| 3085000 | &nbsp;&nbsp; 457094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GD Power <br> Development Co. <br> Ltd., Class A<br>| 67800 | &nbsp;&nbsp; 43149 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; GDS Holdings Ltd. <br> (9698 HK), Class A<br>| 278700 | &nbsp;&nbsp; 1256029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Geely Automobile <br> Holdings Ltd.<br>| 1296000 | &nbsp;&nbsp; 2906951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GEM Co. Ltd., <br> Class A<br>| 65800 | &nbsp;&nbsp; 58869 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gemdale Corp., <br> Class A<br>| 52100 | &nbsp;&nbsp; 27184 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Gemdale Properties & <br> Investment Corp. <br> Ltd.<br>| 1964000 | &nbsp;&nbsp; 71349 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Genertec Universal <br> Medical Group Co. <br> Ltd.<br>| 314500 | &nbsp;&nbsp; 257458 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Genscript Biotech <br> Corp.<br>| 84000 | &nbsp;&nbsp; 182188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GEPIC Energy <br> Development Co. <br> Ltd., Class A<br>| 30000 | &nbsp;&nbsp; 27252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Getein Biotech, Inc., <br> Class A<br>| 8036 | &nbsp;&nbsp; 9644 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; GF Securities Co. <br> Ltd., Class H<br>| 260600 | &nbsp;&nbsp; 568994 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Giant Biogene Holding <br> Co. Ltd.<br>| 113200 | &nbsp;&nbsp; $807200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ginlong Technologies <br> Co. Ltd., Class A<br>| 7350 | &nbsp;&nbsp; 57850 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Global New Material <br> International <br> Holdings Ltd.<br>| 136000 | &nbsp;&nbsp; 89235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GoerTek, Inc., <br> Class A<br>| 14900 | &nbsp;&nbsp; 47349 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Golden Throat <br> Holdings Group Co. <br> Ltd.<br>| 79000 | &nbsp;&nbsp; 47365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldenmax <br> International Group <br> Ltd., Class A<br>| 21100 | &nbsp;&nbsp; 35098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldwind Science & <br> Technology Co. <br> Ltd., Class H<br>| 235947 | &nbsp;&nbsp; 209445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goneo Group Co. <br> Ltd., Class A<br>| 3248 | &nbsp;&nbsp; 21265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goodbaby <br> International <br> Holdings Ltd.<br>| 294000 | &nbsp;&nbsp; 40984 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GoodWe Technologies <br> Co. Ltd. (688390 <br> C1), Class A<br>| 2478 | &nbsp;&nbsp; 14342 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GoodWe Technologies <br> Co. Ltd. (688390 <br> CH), Class A<br>| 1181 | &nbsp;&nbsp; 6835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gotion High-tech Co. <br> Ltd., Class A<br>| 6460 | &nbsp;&nbsp; 26190 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Grand Pharmaceutical <br> Group Ltd.<br>| 387500 | &nbsp;&nbsp; 428560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grandblue <br> Environment Co. <br> Ltd., Class A<br>| 13500 | &nbsp;&nbsp; 50160 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grandjoy Holdings <br> Group Co. Ltd., <br> Class A<br>| 95900 | &nbsp;&nbsp; 40145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Wall Motor Co. <br> Ltd., Class H<br>| 592500 | &nbsp;&nbsp; 966917 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Greatoo Intelligent <br> Equipment, Inc., <br> Class A<br>| 49700 | &nbsp;&nbsp; 54476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gree Electric <br> Appliances, Inc. of <br> Zhuhai, Class A<br>| 27479 | &nbsp;&nbsp; 174100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greentown China <br> Holdings Ltd.<br>| 443500 | &nbsp;&nbsp; 557849 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Greentown <br> Management <br> Holdings Co. Ltd.<br>| 174000 | &nbsp;&nbsp; 63169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greentown Service <br> Group Co. Ltd.<br>| 426000 | &nbsp;&nbsp; 259382 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GRG Banking <br> Equipment Co. Ltd., <br> Class A<br>| 25300 | &nbsp;&nbsp; $46436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GRG Metrology & Test <br> Group Co. Ltd., <br> Class A<br>| 11500 | &nbsp;&nbsp; 27349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grinm Advanced <br> Materials Co. Ltd., <br> Class A<br>| 10300 | &nbsp;&nbsp; 26804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Aofei <br> Data Technology <br> Co. Ltd., Class A<br>| 14255 | &nbsp;&nbsp; 41117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Baolihua <br> New Energy Stock <br> Co. Ltd., Class A<br>| 22700 | &nbsp;&nbsp; 14695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong <br> Construction <br> Engineering Group <br> Co. Ltd., Class A<br>| 82400 | &nbsp;&nbsp; 41964 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Create <br> Century Intelligent <br> Equipment Group <br> Corp. Ltd., Class A<br>| 24800 | &nbsp;&nbsp; 28550 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong DFP New <br> Material Group Co. <br> Ltd.<br>| 35900 | &nbsp;&nbsp; 20648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Dongfang <br> Precision Science & <br> Technology Co. <br> Ltd., Class A<br>| 30000 | &nbsp;&nbsp; 58854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Dongpeng <br> Holdings Co. Ltd., <br> Class A<br>| 44500 | &nbsp;&nbsp; 36705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Dowstone <br> Technology Co. <br> Ltd., Class A<br>| 8500 | &nbsp;&nbsp; 20105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Ellington <br> Electronics <br> Technology Co. <br> Ltd., Class A<br>| 22900 | &nbsp;&nbsp; 33847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Fenghua <br> Advanced <br> Technology Holding <br> Co. Ltd., Class A<br>| 23900 | &nbsp;&nbsp; 46144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Goworld <br> Co. Ltd., Class A<br>| 13300 | &nbsp;&nbsp; 23928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Great <br> River Smarter <br> Logistics Co. Ltd., <br> Class A<br>| 6100 | &nbsp;&nbsp; 9452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Guanhao <br> High-Tech Co. Ltd., <br> Class A<br>| 47300 | &nbsp;&nbsp; 20480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Haid <br> Group Co. Ltd., <br> Class A<br>| 11600 | &nbsp;&nbsp; 90992 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong HEC <br> Technology Holding <br> Co. Ltd., Class A<br>| 24000 | &nbsp;&nbsp; $49336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Hongda <br> Holdings Group Co. <br> Ltd., Class A<br>| 10300 | &nbsp;&nbsp; 52259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Hongtu <br> Technology <br> Holdings Co. Ltd., <br> Class A<br>| 20400 | &nbsp;&nbsp; 34524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Huate <br> Gas Co. Ltd., <br> Class A<br>| 3235 | &nbsp;&nbsp; 23234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong <br> Investment Ltd.<br>| 516000 | &nbsp;&nbsp; 459286 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Jia Yuan <br> Technology Shares <br> Co. Ltd., Class A<br>| 10200 | &nbsp;&nbsp; 31268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Kinlong <br> Hardware Products <br> Co. Ltd., Class A<br>| 13700 | &nbsp;&nbsp; 42085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Lingxiao <br> Pump Industry Co. <br> Ltd., Class A<br>| 6500 | &nbsp;&nbsp; 14546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Provincial <br> Expressway <br> Development Co. <br> Ltd., Class A<br>| 41400 | &nbsp;&nbsp; 71049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Sirio <br> Pharma Co. Ltd., <br> Class A<br>| 7713 | &nbsp;&nbsp; 24524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong South <br> New Media Co. <br> Ltd., Class A<br>| 10400 | &nbsp;&nbsp; 59250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Tapai <br> Group Co. Ltd., <br> Class A<br>| 34600 | &nbsp;&nbsp; 38818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Vanward <br> New Electric Co. <br> Ltd., Class A<br>| 19800 | &nbsp;&nbsp; 32136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Xinbao <br> Electrical <br> Appliances Holdings <br> Co. Ltd., Class A<br>| 16800 | &nbsp;&nbsp; 34395 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Zhongnan <br> Iron & Steel Co. <br> Ltd., Class A<br>| 57100 | &nbsp;&nbsp; 23634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong <br> Zhongsheng <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 11700 | &nbsp;&nbsp; 32493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guanghui Energy Co. <br> Ltd., Class A<br>| 106800 | &nbsp;&nbsp; 80323 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guanghui Logistics <br> Co. Ltd., Class A<br>| 38800 | &nbsp;&nbsp; 41024 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangshen Railway <br> Co. Ltd., Class H<br>| 510000 | &nbsp;&nbsp; $127164 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangxi Huaxi <br> Nonferrous Metal <br> Co. Ltd., Class A<br>| 12400 | &nbsp;&nbsp; 37715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangxi Liugong <br> Machinery Co. Ltd., <br> Class A<br>| 43100 | &nbsp;&nbsp; 64077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangxi LiuYao <br> Group Co. Ltd., <br> Class A<br>| 7500 | &nbsp;&nbsp; 18792 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangxi Wuzhou <br> Zhongheng Group <br> Co. Ltd., Class A<br>| 101100 | &nbsp;&nbsp; 38169 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GuangYuYuan <br> Chinese Herbal <br> Medicine Co. Ltd., <br> Class A<br>| 8500 | &nbsp;&nbsp; 25143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou <br> Automobile Group <br> Co. Ltd., Class H<br>| 577200 | &nbsp;&nbsp; 233240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Baiyun <br> International Airport <br> Co. Ltd., Class A<br>| 22300 | &nbsp;&nbsp; 28897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou <br> Baiyunshan <br> Pharmaceutical <br> Holdings Co. Ltd., <br> Class H<br>| 58000 | &nbsp;&nbsp; 133529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou <br> Development <br> Group, Inc., <br> Class A<br>| 66500 | &nbsp;&nbsp; 58637 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Great <br> Power Energy & <br> Technology Co. <br> Ltd., Class A<br>| 6100 | &nbsp;&nbsp; 21768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Haige <br> Communications <br> Group, Inc. Co., <br> Class A<br>| 14900 | &nbsp;&nbsp; 27361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Haoyang <br> Electronic Co. Ltd., <br> Class A<br>| 2850 | &nbsp;&nbsp; 14116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou KDT <br> Machinery Co. Ltd., <br> Class A<br>| 13860 | &nbsp;&nbsp; 31000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Kingmed <br> Diagnostics Group <br> Co. Ltd., Class A<br>| 9600 | &nbsp;&nbsp; 41095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Lingnan <br> Group Holdings Co. <br> Ltd., Class A<br>| 13400 | &nbsp;&nbsp; 22842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Port Co. <br> Ltd., Class A<br>| 49400 | &nbsp;&nbsp; 22631 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou <br> Restaurant Group <br> Co. Ltd., Class A<br>| 13220 | &nbsp;&nbsp; $29037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Shiyuan <br> Electronic <br> Technology Co. <br> Ltd., Class A<br>| 6900 | &nbsp;&nbsp; 33529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Sie <br> Consulting Co. Ltd., <br> Class A<br>| 12800 | &nbsp;&nbsp; 54016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Tinci <br> Materials <br> Technology Co. <br> Ltd., Class A<br>| 8200 | &nbsp;&nbsp; 21467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Wondfo <br> Biotech Co. Ltd., <br> Class A<br>| 4940 | &nbsp;&nbsp; 16385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Yuexiu <br> Capital Holdings <br> Group Co. Ltd., <br> Class A<br>| 42268 | &nbsp;&nbsp; 43050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Zhujiang <br> Brewery Co. Ltd., <br> Class A<br>| 18200 | &nbsp;&nbsp; 25926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guilin Layn Natural <br> Ingredients Corp., <br> Class A<br>| 22500 | &nbsp;&nbsp; 25788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guilin Sanjin <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 14700 | &nbsp;&nbsp; 30769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Chanhen <br> Chemical Corp., <br> Class A<br>| 16600 | &nbsp;&nbsp; 56697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Gas Group <br> Corp. Ltd., Class A<br>| 25200 | &nbsp;&nbsp; 23982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Panjiang <br> Refined Coal Co. <br> Ltd., Class A<br>| 65071 | &nbsp;&nbsp; 45109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Qianyuan <br> Power Co. Ltd., <br> Class A<br>| 10400 | &nbsp;&nbsp; 22793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Sanli <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 11700 | &nbsp;&nbsp; 21915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Tyre Co. Ltd., <br> Class A<br>| 53700 | &nbsp;&nbsp; 33733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Xinbang <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 72400 | &nbsp;&nbsp; 37732 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Zhenhua <br> E-chem, Inc., <br> Class A<br>| 12348 | &nbsp;&nbsp; 23538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guocheng Mining Co. <br> Ltd., Class A<br>| 10900 | &nbsp;&nbsp; 21005 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guoguang Electric Co. <br> Ltd., Class A<br>| 14500 | &nbsp;&nbsp; 30956 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Guoquan Food <br> Shanghai Co. Ltd.<br>| 195200 | &nbsp;&nbsp; $90942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guosen Securities Co. <br> Ltd., Class A<br>| 24600 | &nbsp;&nbsp; 45275 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Guotai Haitong <br> Securities Co. Ltd., <br> Class H<br>| 438472 | &nbsp;&nbsp; 946542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guoyuan Securities <br> Co. Ltd., Class A<br>| 42430 | &nbsp;&nbsp; 50029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gushengtang <br> Holdings Ltd.<br>| 33600 | &nbsp;&nbsp; 153090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; H World Group Ltd. <br> (1179 HK)<br>| 290100 | &nbsp;&nbsp; 905460 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; H World Group Ltd. <br> (HTHT US), ADR<br>| 10128 | &nbsp;&nbsp; 316196 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Haichang Ocean Park <br> Holdings Ltd.<br>| 667000 | &nbsp;&nbsp; 66454 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Haidilao International <br> Holding Ltd.<br>| 315000 | &nbsp;&nbsp; 558399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haier Smart Home <br> Co. Ltd. (600690 <br> C1), Class A<br>| 47100 | &nbsp;&nbsp; 162221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haier Smart Home <br> Co. Ltd. (6690 HK), <br> Class H<br>| 519799 | &nbsp;&nbsp; 1637563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hailir Pesticides & <br> Chemicals Group <br> Co. Ltd., Class A<br>| 5740 | &nbsp;&nbsp; 11603 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hainan Drinda New <br> Energy Technology <br> Co. Ltd., Class A<br>| 1500 | &nbsp;&nbsp; 9001 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hainan Haide Capital <br> Management Co. <br> Ltd., Class A<br>| 44660 | &nbsp;&nbsp; 40396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hainan Jinpan Smart <br> Technology Co. <br> Ltd., Class A<br>| 7047 | &nbsp;&nbsp; 36963 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hainan Meilan <br> International Airport <br> Co. Ltd., Class H<br>| 91000 | &nbsp;&nbsp; 124824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hainan Mining Co. <br> Ltd., Class A<br>| 36600 | &nbsp;&nbsp; 40252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hainan Strait Shipping <br> Co. Ltd., Class A<br>| 25000 | &nbsp;&nbsp; 28228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haisco <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 5700 | &nbsp;&nbsp; 44003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haitian International <br> Holdings Ltd.<br>| 270000 | &nbsp;&nbsp; 731903 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Haitong UniTrust <br> International <br> Leasing Co. Ltd., <br> Class H<br>| 492000 | &nbsp;&nbsp; 52592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangcha Group Co. <br> Ltd., Class A<br>| 16296 | &nbsp;&nbsp; 47844 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hangjin Technology <br> Co. Ltd., Class A<br>| 8600 | &nbsp;&nbsp; $25985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangxiao Steel <br> Structure Co. Ltd., <br> Class A<br>| 78900 | &nbsp;&nbsp; 29010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Binjiang <br> Real Estate Group <br> Co. Ltd., Class A<br>| 27600 | &nbsp;&nbsp; 38230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Chang <br> Chuan Technology <br> Co. Ltd., Class A<br>| 3200 | &nbsp;&nbsp; 19245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Electronic <br> Soul Network <br> Technology Co. <br> Ltd., Class A<br>| 6100 | &nbsp;&nbsp; 19090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou First <br> Applied Material Co. <br> Ltd., Class A<br>| 19708 | &nbsp;&nbsp; 39991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou GreatStar <br> Industrial Co. Ltd.<br>| 12800 | &nbsp;&nbsp; 55123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Haoyue <br> Personal Care Co. <br> Ltd., Class A<br>| 5320 | &nbsp;&nbsp; 28896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Honghua <br> Digital Technology <br> Stock Co. Ltd., <br> Class A<br>| 2838 | &nbsp;&nbsp; 27929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Huawang <br> New Material <br> Technology Co. <br> Ltd., Class A<br>| 16320 | &nbsp;&nbsp; 20444 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Iron & <br> Steel Co., Class A<br>| 52900 | &nbsp;&nbsp; 65198 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Lion <br> Microelectronics Co. <br> Ltd., Class A<br>| 6312 | &nbsp;&nbsp; 21550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Onechance <br> Tech Corp., <br> Class A<br>| 5700 | &nbsp;&nbsp; 19973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Oxygen <br> Plant Group Co. <br> Ltd., Class A<br>| 17800 | &nbsp;&nbsp; 54144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Robam <br> Appliances Co. Ltd., <br> Class A<br>| 14300 | &nbsp;&nbsp; 37864 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou SF <br> Intra-City Industrial <br> Co. Ltd., Class H<br>| 9400 | &nbsp;&nbsp; 20364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Shunwang <br> Technology Co. <br> Ltd., Class A<br>| 15800 | &nbsp;&nbsp; 42804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Sunrise <br> Technology Co. <br> Ltd., Class A<br>| 10100 | &nbsp;&nbsp; 22011 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Tigermed <br> Consulting Co. Ltd. <br> (3347 HK), Class H<br>| 16900 | &nbsp;&nbsp; $119961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Zhongtai <br> Cryogenic <br> Technology Corp., <br> Class A<br>| 12700 | &nbsp;&nbsp; 27340 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hansoh <br> Pharmaceutical <br> Group Co. Ltd.<br>| 84000 | &nbsp;&nbsp; 377384 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Harbin Bank Co. Ltd., <br> Class H<br>| 702000 | &nbsp;&nbsp; 38492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harbin Boshi <br> Automation Co. <br> Ltd., Class A<br>| 13300 | &nbsp;&nbsp; 29923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harbin Electric Co. <br> Ltd., Class H<br>| 254000 | &nbsp;&nbsp; 242139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harbin Electric Corp. <br> Jiamusi Electric <br> Machine Co. Ltd., <br> Class A<br>| 14020 | &nbsp;&nbsp; 22467 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Harbin Gloria <br> Pharmaceuticals <br> Co. Ltd., Class A<br>| 58300 | &nbsp;&nbsp; 29968 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Harbin Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 50900 | &nbsp;&nbsp; 28590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HBIS Resources Co. <br> Ltd., Class A<br>| 21000 | &nbsp;&nbsp; 40342 |
| #\*Ω | HBM Holdings Ltd. | 85000 | &nbsp;&nbsp; 101212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Health & Happiness <br> H&H International <br> Holdings Ltd.<br>| 46500 | &nbsp;&nbsp; 67787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hebei Hengshui <br> Laobaigan Liquor <br> Co. Ltd., Class A<br>| 15700 | &nbsp;&nbsp; 36574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hebei Sinopack <br> Electronic <br> Technology Co. <br> Ltd., Class A<br>| 3080 | &nbsp;&nbsp; 22824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hebei Yangyuan <br> Zhihui Beverage <br> Co. Ltd., Class A<br>| 19500 | &nbsp;&nbsp; 57587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hefei Jianghang <br> Aircraft Equipment <br> Co. Ltd., Class A<br>| 16818 | &nbsp;&nbsp; 28862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hefei Meiya <br> Optoelectronic <br> Technology, Inc., <br> Class A<br>| 18240 | &nbsp;&nbsp; 42757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hefei Urban <br> Construction <br> Development Co. <br> Ltd., Class A<br>| 42600 | &nbsp;&nbsp; 40697 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heilongjiang <br> Agriculture Co. Ltd., <br> Class A<br>| 24900 | &nbsp;&nbsp; $51815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HeiLongJiang ZBD <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 14400 | &nbsp;&nbsp; 26059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Helens International <br> Holdings Co. Ltd.<br>| 102000 | &nbsp;&nbsp; 16540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hello Group, Inc., <br> Sponsored ADR<br>| 48779 | &nbsp;&nbsp; 401451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Liliang <br> Diamond Co. Ltd., <br> Class A<br>| 9100 | &nbsp;&nbsp; 37293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Lingrui <br> Pharmaceutical Co., <br> Class A<br>| 16300 | &nbsp;&nbsp; 51484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Mingtai Al <br> Industrial Co. Ltd., <br> Class A<br>| 25800 | &nbsp;&nbsp; 44199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Pinggao <br> Electric Co. Ltd., <br> Class A<br>| 28200 | &nbsp;&nbsp; 61352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Shenhuo Coal <br> Industry & <br> Electricity Power <br> Co. Ltd., Class A<br>| 53200 | &nbsp;&nbsp; 130478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Shuanghui <br> Investment & <br> Development Co. <br> Ltd., Class A<br>| 18900 | &nbsp;&nbsp; 64827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Thinker <br> Automatic <br> Equipment Co. Ltd., <br> Class A<br>| 9240 | &nbsp;&nbsp; 37082 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Henan Yicheng New <br> Energy Co. Ltd., <br> Class A<br>| 38000 | &nbsp;&nbsp; 23014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Yuguang Gold <br> & Lead Co. Ltd., <br> Class A<br>| 20400 | &nbsp;&nbsp; 23100 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Henan Yuneng <br> Holdings Co. Ltd., <br> Class A<br>| 27500 | &nbsp;&nbsp; 20729 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Henan Zhongfu <br> Industry Co. Ltd., <br> Class A<br>| 112200 | &nbsp;&nbsp; 71436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hengan International <br> Group Co. Ltd.<br>| 124000 | &nbsp;&nbsp; 370438 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hengdeli Holdings <br> Ltd.<br>| 570289 | &nbsp;&nbsp; 9089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hengdian Group <br> DMEGC Magnetics <br> Co. Ltd., Class A<br>| 41600 | &nbsp;&nbsp; 88872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hengli Petrochemical <br> Co. Ltd., Class A<br>| 48100 | &nbsp;&nbsp; 103167 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hengtong Logistics <br> Co. Ltd., Class A<br>| 9400 | &nbsp;&nbsp; $12740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hengtong <br> Optic-electric Co. <br> Ltd., Class A<br>| 21600 | &nbsp;&nbsp; 47732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hengyi Petrochemical <br> Co. Ltd., Class A<br>| 54250 | &nbsp;&nbsp; 45109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hesteel Co. Ltd., <br> Class A<br>| 207600 | &nbsp;&nbsp; 69142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hexing Electrical Co. <br> Ltd., Class A<br>| 8600 | &nbsp;&nbsp; 31931 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hi Sun Technology <br> China Ltd.<br>| 819000 | &nbsp;&nbsp; 55170 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hisense Home <br> Appliances Group <br> Co. Ltd., Class H<br>| 137000 | &nbsp;&nbsp; 392877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hisense Visual <br> Technology Co. <br> Ltd., Class A<br>| 18300 | &nbsp;&nbsp; 57756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hithink RoyalFlush <br> Information Network <br> Co. Ltd., Class A<br>| 1900 | &nbsp;&nbsp; 74564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HLA Group Corp. Ltd., <br> Class A<br>| 84200 | &nbsp;&nbsp; 79690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HMT Xiamen New <br> Technical Materials <br> Co. Ltd., Class A<br>| 8900 | &nbsp;&nbsp; 55785 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HNA Technology Co. <br> Ltd., Class A<br>| 65200 | &nbsp;&nbsp; 34717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hongfa Technology <br> Co. Ltd., Class A<br>| 16884 | &nbsp;&nbsp; 57473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hongli Zhihui Group <br> Co. Ltd., Class A<br>| 18300 | &nbsp;&nbsp; 17163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hongrun Construction <br> Group Co. Ltd., <br> Class A<br>| 36200 | &nbsp;&nbsp; 25805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hongta Securities Co. <br> Ltd., Class A<br>| 18450 | &nbsp;&nbsp; 22182 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hopson Development <br> Holdings Ltd.<br>| 413086 | &nbsp;&nbsp; 198883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Horizon Construction <br> Development Ltd.<br>| 139554 | &nbsp;&nbsp; 20315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hoshine Silicon <br> Industry Co. Ltd., <br> Class A<br>| 3400 | &nbsp;&nbsp; 24854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hoymiles Power <br> Electronics, Inc., <br> Class A<br>| 1463 | &nbsp;&nbsp; 20735 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hua Hong <br> Semiconductor Ltd.<br>| 239000 | &nbsp;&nbsp; 1230527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaan Securities Co. <br> Ltd., Class A<br>| 67020 | &nbsp;&nbsp; 56324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huabao Flavours & <br> Fragrances Co. <br> Ltd., Class A<br>| 10500 | &nbsp;&nbsp; 27604 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huada Automotive <br> Technology Corp. <br> Ltd., Class A<br>| 5000 | &nbsp;&nbsp; $25027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huadian Heavy <br> Industries Co. Ltd., <br> Class A<br>| 33400 | &nbsp;&nbsp; 29846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huadian Power <br> International Corp. <br> Ltd., Class H<br>| 364000 | &nbsp;&nbsp; 195962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huadong Medicine <br> Co. Ltd., Class A<br>| 8200 | &nbsp;&nbsp; 50535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huafon Chemical Co. <br> Ltd., Class A<br>| 88800 | &nbsp;&nbsp; 92526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huafu Fashion Co. <br> Ltd., Class A<br>| 75800 | &nbsp;&nbsp; 49052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaibei Mining <br> Holdings Co. Ltd., <br> Class A<br>| 50600 | &nbsp;&nbsp; 86330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaihe Energy Group <br> Co. Ltd., Class A<br>| 88000 | &nbsp;&nbsp; 43055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hualan Biological <br> Engineering, Inc., <br> Class A<br>| 10669 | &nbsp;&nbsp; 24572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaming Power <br> Equipment Co. Ltd., <br> Class A<br>| 18400 | &nbsp;&nbsp; 44944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaneng Power <br> International, Inc., <br> Class H<br>| 676000 | &nbsp;&nbsp; 458886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huangshan Novel Co. <br> Ltd., Class A<br>| 15300 | &nbsp;&nbsp; 24686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huangshan Tourism <br> Development Co. <br> Ltd., Class A<br>| 15500 | &nbsp;&nbsp; 24968 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Huapont Life Sciences <br> Co. Ltd., Class A<br>| 52000 | &nbsp;&nbsp; 31609 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Huatai Securities Co. <br> Ltd., Class H<br>| 284200 | &nbsp;&nbsp; 654106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huatu Cendes Co. <br> Ltd., Class A<br>| 2940 | &nbsp;&nbsp; 27054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaxi Securities Co. <br> Ltd., Class A<br>| 37200 | &nbsp;&nbsp; 51731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaxia Bank Co. Ltd., <br> Class A<br>| 75900 | &nbsp;&nbsp; 83827 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Huaxin Cement Co. <br> Ltd. (6655 HK), <br> Class H<br>| 102300 | &nbsp;&nbsp; 167650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huayu Automotive <br> Systems Co. Ltd., <br> Class A<br>| 32551 | &nbsp;&nbsp; 79363 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Biocause <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 50100 | &nbsp;&nbsp; 10631 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Broadcasting & <br> Television <br> Information Network <br> Co. Ltd., Class A<br>| 17600 | &nbsp;&nbsp; $13314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Chutian Smart <br> Communication Co. <br> Ltd., Class A<br>| 32600 | &nbsp;&nbsp; 19325 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Dinglong Co. <br> Ltd., Class A<br>| 6400 | &nbsp;&nbsp; 25168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Energy Group <br> Co. Ltd., Class A<br>| 31500 | &nbsp;&nbsp; 20003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Huitian New <br> Materials Co. Ltd., <br> Class A<br>| 16800 | &nbsp;&nbsp; 23361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Jumpcan <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 22800 | &nbsp;&nbsp; 84984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Xingfa <br> Chemicals Group <br> Co. Ltd., Class A<br>| 28300 | &nbsp;&nbsp; 97228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Yihua Chemical <br> Industry Co. Ltd., <br> Class A<br>| 26300 | &nbsp;&nbsp; 49569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Zhenhua <br> Chemical Co. Ltd., <br> Class A<br>| 20860 | &nbsp;&nbsp; 41310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huishang Bank Corp. <br> Ltd., Class H<br>| 170400 | &nbsp;&nbsp; 71547 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Huitongda Network <br> Co. Ltd., Class H<br>| 6200 | &nbsp;&nbsp; 10900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huizhou Desay Sv <br> Automotive Co. <br> Ltd., Class A<br>| 3800 | &nbsp;&nbsp; 53494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Humanwell Healthcare <br> Group Co. Ltd., <br> Class A<br>| 27600 | &nbsp;&nbsp; 83531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Aihua Group <br> Co. Ltd., Class A<br>| 11300 | &nbsp;&nbsp; 24955 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Er-Kang <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 51000 | &nbsp;&nbsp; 33089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Gold Corp. <br> Ltd., Class A<br>| 14560 | &nbsp;&nbsp; 35906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Jiudian <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 15500 | &nbsp;&nbsp; 39662 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hunan New Wellful <br> Co. Ltd., Class A<br>| 26000 | &nbsp;&nbsp; 22462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hunan TV & <br> Broadcast <br> Intermediary Co. <br> Ltd., Class A<br>| 44800 | &nbsp;&nbsp; 47933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Valin Steel Co. <br> Ltd., Class A<br>| 83640 | &nbsp;&nbsp; 65717 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Zhongke <br> Electric Co. Ltd., <br> Class A<br>| 26900 | &nbsp;&nbsp; $60641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hundsun <br> Technologies, Inc., <br> Class A<br>| 4976 | &nbsp;&nbsp; 24921 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HUTCHMED China <br> Ltd., ADR<br>| 883 | &nbsp;&nbsp; 15700 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HUTCHMED China <br> Ltd.<br>| 24500 | &nbsp;&nbsp; 87565 |
|  | HUYA, Inc., ADR | 27296 | &nbsp;&nbsp; 91715 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hygeia Healthcare <br> Holdings Co. Ltd.<br>| 91400 | &nbsp;&nbsp; 198617 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hymson Laser <br> Technology Group <br> Co. Ltd., Class A<br>| 5109 | &nbsp;&nbsp; 21972 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hytera <br> Communications <br> Corp. Ltd., Class A<br>| 35200 | &nbsp;&nbsp; 57457 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HyUnion Holding Co. <br> Ltd., Class A<br>| 21900 | &nbsp;&nbsp; 29786 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IAT Automobile <br> Technology Co. <br> Ltd., Class A<br>| 16000 | &nbsp;&nbsp; 25625 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; iDreamSky <br> Technology <br> Holdings Ltd.<br>| 94800 | &nbsp;&nbsp; 15293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IEIT Systems Co. Ltd., <br> Class A<br>| 3800 | &nbsp;&nbsp; 29333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iflytek Co. Ltd., <br> Class A<br>| 4200 | &nbsp;&nbsp; 28404 |
|  | IKD Co. Ltd., Class A | 28200 | &nbsp;&nbsp; 67746 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; I-Mab, Sponsored <br> ADR<br>| 4515 | &nbsp;&nbsp; 9075 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; IMAX China Holding, <br> Inc.<br>| 24000 | &nbsp;&nbsp; 25867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Imeik Technology <br> Development Co. <br> Ltd., Class A<br>| 1482 | &nbsp;&nbsp; 38103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industrial & <br> Commercial Bank of <br> China Ltd., Class H<br>| 4006000 | &nbsp;&nbsp; 3069496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industrial Bank Co. <br> Ltd., Class A<br>| 147900 | &nbsp;&nbsp; 464841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industrial Securities <br> Co. Ltd., Class A<br>| 56320 | &nbsp;&nbsp; 50829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Infore Environment <br> Technology Group <br> Co. Ltd., Class A<br>| 52000 | &nbsp;&nbsp; 47910 |
| #\*Ω | Ingdan, Inc. | 206000 | &nbsp;&nbsp; 51579 |
|  | Inkeverse Group Ltd. | 387000 | &nbsp;&nbsp; 62327 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; INKON Life <br> Technology Co. <br> Ltd., Class A<br>| 18300 | &nbsp;&nbsp; 25811 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inmyshow Digital <br> Technology Group <br> Co. Ltd., Class A<br>| 58200 | &nbsp;&nbsp; $41078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inner Mongolia <br> BaoTou Steel Union <br> Co. Ltd., Class A<br>| 306400 | &nbsp;&nbsp; 114447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inner Mongolia Berun <br> Chemical Co. Ltd., <br> Class A<br>| 78600 | &nbsp;&nbsp; 62921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inner Mongolia Dian <br> Tou Energy Corp. <br> Ltd., Class A<br>| 31100 | &nbsp;&nbsp; 86961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inner Mongolia <br> ERDOS Resources <br> Co. Ltd., Class A<br>| 39788 | &nbsp;&nbsp; 56105 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Inner Mongolia Furui <br> Medical Science <br> Co. Ltd., Class A<br>| 3600 | &nbsp;&nbsp; 22417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inner Mongolia <br> Junzheng Energy & <br> Chemical Industry <br> Group Co. Ltd., <br> Class A<br>| 87300 | &nbsp;&nbsp; 64656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inner Mongolia <br> MengDian HuaNeng <br> Thermal Power <br> Corp. Ltd., Class A<br>| 61600 | &nbsp;&nbsp; 34475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inner Mongolia Xingye <br> Silver&Tin Mining <br> Co. Ltd., Class A<br>| 16900 | &nbsp;&nbsp; 41038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inner Mongolia Yili <br> Industrial Group Co. <br> Ltd., Class A<br>| 37900 | &nbsp;&nbsp; 144276 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; InnoCare Pharma <br> Ltd.<br>| 72000 | &nbsp;&nbsp; 164961 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Innovent Biologics, <br> Inc.<br>| 37000 | &nbsp;&nbsp; 457990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Innuovo Technology <br> Co. Ltd., Class A<br>| 19000 | &nbsp;&nbsp; 29203 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Insigma Technology <br> Co. Ltd., Class A<br>| 21100 | &nbsp;&nbsp; 27446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inspur Digital <br> Enterprise <br> Technology Ltd.<br>| 132000 | &nbsp;&nbsp; 175038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intco Medical <br> Technology Co. <br> Ltd., Class A<br>| 13300 | &nbsp;&nbsp; 63335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intron Technology <br> Holdings Ltd.<br>| 53000 | &nbsp;&nbsp; 9913 |
| #\* | iQIYI, Inc., ADR | 111901 | &nbsp;&nbsp; 205898 |
|  | iRay Group, Class A | 2066 | &nbsp;&nbsp; 24477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IReader Technology <br> Co. Ltd., Class A<br>| 7700 | &nbsp;&nbsp; 22186 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IRICO Display <br> Devices Co. Ltd., <br> Class A<br>| 60400 | &nbsp;&nbsp; 51515 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; J&T Global Express <br> Ltd.<br>| 511400 | &nbsp;&nbsp; $672723 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; JA Solar Technology <br> Co. Ltd., Class A<br>| 23760 | &nbsp;&nbsp; 36441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jade Bird Fire Co. <br> Ltd., Class A<br>| 30084 | &nbsp;&nbsp; 43509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jangho Group Co. <br> Ltd., Class A<br>| 34800 | &nbsp;&nbsp; 37954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jason Furniture <br> Hangzhou Co. Ltd., <br> Class A<br>| 17100 | &nbsp;&nbsp; 60248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JCET Group Co. Ltd., <br> Class A<br>| 16300 | &nbsp;&nbsp; 79154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JCHX Mining <br> Management Co. <br> Ltd., Class A<br>| 6900 | &nbsp;&nbsp; 45252 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; JD Health <br> International, Inc.<br>| 167650 | &nbsp;&nbsp; 1072027 |
| \*Ω | JD Logistics, Inc. | 650900 | &nbsp;&nbsp; 1128021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JD.com, Inc. (9618 <br> HK), Class A<br>| 415157 | &nbsp;&nbsp; 6543677 |
|  | Jia Yao Holdings Ltd. | 20000 | &nbsp;&nbsp; 6905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiajiayue Group Co. <br> Ltd., Class A<br>| 26300 | &nbsp;&nbsp; 38939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiang Su Suyan <br> Jingshen Co. Ltd., <br> Class A<br>| 29900 | &nbsp;&nbsp; 43536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangling Motors Corp. <br> Ltd., Class A<br>| 9800 | &nbsp;&nbsp; 28754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Asia-Pacific <br> Light Alloy <br> Technology Co. <br> Ltd., Class A<br>| 32000 | &nbsp;&nbsp; 26233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Azure Corp., <br> Class A<br>| 20400 | &nbsp;&nbsp; 40796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Bojun <br> Industrial <br> Technology Co. <br> Ltd., Class A<br>| 9250 | &nbsp;&nbsp; 33247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Broadcasting <br> Cable Information <br> Network Corp. Ltd., <br> Class A<br>| 102300 | &nbsp;&nbsp; 50580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Changshu <br> Automotive Trim <br> Group Co. Ltd., <br> Class A<br>| 8000 | &nbsp;&nbsp; 14807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Changshu <br> Rural Commercial <br> Bank Co. Ltd., <br> Class A<br>| 79618 | &nbsp;&nbsp; 81736 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Dagang Co. <br> Ltd., Class A<br>| 10800 | &nbsp;&nbsp; 20919 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Dingsheng <br> New Energy <br> Materials Co. Ltd., <br> Class A<br>| 29060 | &nbsp;&nbsp; $37163 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Eastern <br> Shenghong Co. <br> Ltd., Class A<br>| 6600 | &nbsp;&nbsp; 8181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Expressway <br> Co. Ltd., Class H<br>| 202000 | &nbsp;&nbsp; 247692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Financial <br> Leasing Co. Ltd., <br> Class A<br>| 143900 | &nbsp;&nbsp; 115609 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu General <br> Science Technology <br> Co. Ltd., Class A<br>| 48800 | &nbsp;&nbsp; 31476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Gian <br> Technology Co. <br> Ltd., Class A<br>| 5500 | &nbsp;&nbsp; 32693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Guomao <br> Reducer Co. Ltd., <br> Class A<br>| 15220 | &nbsp;&nbsp; 31242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Guotai <br> International Group <br> Co. Ltd., Class A<br>| 47900 | &nbsp;&nbsp; 48402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Guoxin Corp. <br> Ltd., Class A<br>| 22900 | &nbsp;&nbsp; 23588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Haili Wind <br> Power Equipment <br> Technology Co. <br> Ltd., Class A<br>| 4200 | &nbsp;&nbsp; 38801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Hengli <br> Hydraulic Co. Ltd., <br> Class A<br>| 5717 | &nbsp;&nbsp; 58413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Hengrui <br> Pharmaceuticals <br> Co. Ltd., Class A<br>| 8533 | &nbsp;&nbsp; 74581 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu High Hope <br> International Group <br> Corp., Class A<br>| 59400 | &nbsp;&nbsp; 24494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Hongdou <br> Industrial Co. Ltd., <br> Class A<br>| 74100 | &nbsp;&nbsp; 22492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Hongtian <br> Technology Co. <br> Ltd., Class A<br>| 5700 | &nbsp;&nbsp; 23599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Huachang <br> Chemical Co. Ltd., <br> Class A<br>| 17700 | &nbsp;&nbsp; 16756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Jiangyin Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 72583 | &nbsp;&nbsp; 46989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Jiejie <br> Microelectronics Co. <br> Ltd., Class A<br>| 7400 | &nbsp;&nbsp; 30558 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Kanion <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 14200 | &nbsp;&nbsp; $34782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu King's Luck <br> Brewery JSC Ltd., <br> Class A<br>| 7987 | &nbsp;&nbsp; 43607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Leili Motor <br> Co. Ltd., Class A<br>| 9520 | &nbsp;&nbsp; 60821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Lianyungang <br> Port Co. Ltd., <br> Class A<br>| 19500 | &nbsp;&nbsp; 16046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Lihua Foods <br> Group Co. Ltd.<br>| 22875 | &nbsp;&nbsp; 61441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Linyang <br> Energy Co. Ltd., <br> Class A<br>| 45100 | &nbsp;&nbsp; 36157 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Lopal Tech <br> Co. Ltd., Class A<br>| 13900 | &nbsp;&nbsp; 26864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Nata <br> Opto-electronic <br> Material Co. Ltd., <br> Class A<br>| 9840 | &nbsp;&nbsp; 43039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Nhwa <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 18500 | &nbsp;&nbsp; 56665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Pacific Quartz <br> Co. Ltd., Class A<br>| 8850 | &nbsp;&nbsp; 42954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Phoenix <br> Publishing & Media <br> Corp. Ltd., Class A<br>| 34800 | &nbsp;&nbsp; 52775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Provincial <br> Agricultural <br> Reclamation & <br> Development Corp., <br> Class A<br>| 30300 | &nbsp;&nbsp; 40849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Shagang Co. <br> Ltd., Class A<br>| 28700 | &nbsp;&nbsp; 23688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Shemar <br> Electric Co. Ltd., <br> Class A<br>| 7300 | &nbsp;&nbsp; 28776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Shentong <br> Valve Co. Ltd., <br> Class A<br>| 12900 | &nbsp;&nbsp; 24379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Sidike New <br> Material Science & <br> Technology Co. Ltd. <br> (300806 C2), <br> Class A<br>| 12600 | &nbsp;&nbsp; 32031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Sidike New <br> Material Science & <br> Technology Co. Ltd. <br> (300806 CH), <br> Class A<br>| 4480 | &nbsp;&nbsp; 11389 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Sopo <br> Chemical Co., <br> Class A<br>| 19000 | &nbsp;&nbsp; 21366 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Suzhou Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 40040 | &nbsp;&nbsp; $29690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu ToLand Alloy <br> Co. Ltd., Class A<br>| 7760 | &nbsp;&nbsp; 26509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Tongrun <br> Equipment <br> Technology Co. <br> Ltd., Class A<br>| 11200 | &nbsp;&nbsp; 18631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Xinquan <br> Automotive Trim <br> Co. Ltd., Class A<br>| 7600 | &nbsp;&nbsp; 43054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Yanghe <br> Distillery Co. Ltd., <br> Class A<br>| 5400 | &nbsp;&nbsp; 50582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Yangnong <br> Chemical Co. Ltd., <br> Class A<br>| 5690 | &nbsp;&nbsp; 52108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Yoke <br> Technology Co. <br> Ltd., Class A<br>| 2400 | &nbsp;&nbsp; 18360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Yuyue <br> Medical Equipment <br> & Supply Co. Ltd., <br> Class A<br>| 10900 | &nbsp;&nbsp; 52765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Zhangjiagang <br> Rural Commercial <br> Bank Co. Ltd., <br> Class A<br>| 85720 | &nbsp;&nbsp; 53329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Zhongtian <br> Technology Co. <br> Ltd., Class A<br>| 20900 | &nbsp;&nbsp; 40160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Zijin Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 118800 | &nbsp;&nbsp; 49490 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi Black Cat <br> Carbon Black Co. <br> Ltd., Class A<br>| 13200 | &nbsp;&nbsp; 20043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi Copper Co. <br> Ltd., Class H<br>| 345000 | &nbsp;&nbsp; 689561 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi Fushine <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 12700 | &nbsp;&nbsp; 17690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi Ganneng Co. <br> Ltd., Class A<br>| 19600 | &nbsp;&nbsp; 24742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi Ganyue <br> Expressway Co. <br> Ltd., Class A<br>| 52900 | &nbsp;&nbsp; 37225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi Guotai Group <br> Co. Ltd., Class A<br>| 15500 | &nbsp;&nbsp; 27801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi <br> Huangshanghuang <br> Group Food Co. <br> Ltd., Class A<br>| 13500 | &nbsp;&nbsp; 24656 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi Xinyu Guoke <br> Technology Co. <br> Ltd., Class A<br>| 7200 | &nbsp;&nbsp; $39150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangyin Haida <br> Rubber & Plastic <br> Co. Ltd., Class A<br>| 13700 | &nbsp;&nbsp; 18671 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangyin Hengrun <br> Heavy Industries <br> Co. Ltd., Class A<br>| 8600 | &nbsp;&nbsp; 19991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangyin Jianghua <br> Microelectronics <br> Materials Co. Ltd., <br> Class A<br>| 5800 | &nbsp;&nbsp; 14759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangzhong <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 16900 | &nbsp;&nbsp; 51332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jianmin <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 3400 | &nbsp;&nbsp; 19651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiaozuo Wanfang <br> Aluminum <br> Manufacturing Co. <br> Ltd., Class A<br>| 36500 | &nbsp;&nbsp; 42136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiayou International <br> Logistics Co. Ltd., <br> Class A<br>| 25200 | &nbsp;&nbsp; 38835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jihua Group Corp. <br> Ltd., Class A<br>| 82900 | &nbsp;&nbsp; 46624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jilin Aodong <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 14400 | &nbsp;&nbsp; 37876 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jilin Chemical Fibre, <br> Class A<br>| 45300 | &nbsp;&nbsp; 25417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jilin Electric Power <br> Co. Ltd., Class A<br>| 44000 | &nbsp;&nbsp; 31508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jilin OLED Material <br> Tech Co. Ltd., <br> Class A<br>| 7018 | &nbsp;&nbsp; 17453 |
| #†† | &nbsp;&nbsp;&nbsp;&nbsp; Jinchuan Group <br> International <br> Resources Co. Ltd.<br>| 653000 | &nbsp;&nbsp; 39929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinduicheng <br> Molybdenum Co. <br> Ltd., Class A<br>| 77100 | &nbsp;&nbsp; 137749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinghua <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 20700 | &nbsp;&nbsp; 22429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jingjin Equipment, <br> Inc., Class A<br>| 15800 | &nbsp;&nbsp; 34261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinhong Gas Co. Ltd., <br> Class A<br>| 6719 | &nbsp;&nbsp; 16419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinhui Liquor Co. Ltd., <br> Class A<br>| 8000 | &nbsp;&nbsp; 20164 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jinke Smart Services <br> Group Co. Ltd., <br> Class H<br>| 49900 | &nbsp;&nbsp; $43002 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; JinkoSolar Holding <br> Co. Ltd., ADR<br>| 12176 | &nbsp;&nbsp; 267141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinlei Technology Co. <br> Ltd., Class A<br>| 8500 | &nbsp;&nbsp; 25102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinlongyu Group Co. <br> Ltd., Class A<br>| 11300 | &nbsp;&nbsp; 50456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinmao Property <br> Services Co. Ltd.<br>| 30120 | &nbsp;&nbsp; 12012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinneng Holding <br> Shanxi Coal <br> Industry Co. Ltd., <br> Class A<br>| 41400 | &nbsp;&nbsp; 75010 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jinneng Holding <br> Shanxi Electric <br> Power Co. Ltd., <br> Class A<br>| 33900 | &nbsp;&nbsp; 14075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinneng <br> Science&Technology <br> Co. Ltd., Class A<br>| 32000 | &nbsp;&nbsp; 31742 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Jinxin Fertility Group <br> Ltd.<br>| 858000 | &nbsp;&nbsp; 364463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinyu Bio-Technology <br> Co. Ltd., Class A<br>| 24900 | &nbsp;&nbsp; 29649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JiuGui Liquor Co. Ltd., <br> Class A<br>| 3900 | &nbsp;&nbsp; 25443 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Jiumaojiu International <br> Holdings Ltd.<br>| 154000 | &nbsp;&nbsp; 55529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jizhong Energy <br> Resources Co. Ltd., <br> Class A<br>| 110900 | &nbsp;&nbsp; 91939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JL Mag Rare-Earth <br> Co. Ltd. (6680 HK), <br> Class H<br>| 16000 | &nbsp;&nbsp; 37572 |
|  | JNBY Design Ltd. | 88500 | &nbsp;&nbsp; 209573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Joincare <br> Pharmaceutical <br> Group Industry Co. <br> Ltd., Class A<br>| 40200 | &nbsp;&nbsp; 70832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Joinn Laboratories <br> China Co. Ltd., <br> Class A<br>| 14624 | &nbsp;&nbsp; 64572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jointo Energy <br> Investment Co. Ltd. <br> Hebei, Class A<br>| 23500 | &nbsp;&nbsp; 23354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jointown <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 46480 | &nbsp;&nbsp; 34591 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jolywood Suzhou <br> Sunwatt Co. Ltd., <br> Class A<br>| 28200 | &nbsp;&nbsp; 23737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jones Tech PLC, <br> Class A<br>| 7400 | &nbsp;&nbsp; 30738 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jonjee Hi-Tech <br> Industrial & <br> Commercial Holding <br> Co. Ltd., Class A<br>| 14900 | &nbsp;&nbsp; $38906 |
| \* | Joy City Property Ltd. | 1858000 | &nbsp;&nbsp; 87575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JS Corrugating <br> Machinery Co. Ltd., <br> Class A<br>| 14500 | &nbsp;&nbsp; 23178 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; JS Global Lifestyle <br> Co. Ltd.<br>| 174000 | &nbsp;&nbsp; 38995 |
|  | JSTI Group, Class A | 30744 | &nbsp;&nbsp; 40972 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ju Teng International <br> Holdings Ltd.<br>| 328000 | &nbsp;&nbsp; 52120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Juewei Food Co. Ltd., <br> Class A<br>| 14600 | &nbsp;&nbsp; 30770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Juneyao Airlines Co. <br> Ltd., Class A<br>| 23700 | &nbsp;&nbsp; 40254 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; JW Cayman <br> Therapeutics Co. <br> Ltd.<br>| 66000 | &nbsp;&nbsp; 43477 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; JY Grandmark <br> Holdings Ltd.<br>| 98000 | &nbsp;&nbsp; 3707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kailuan Energy <br> Chemical Co. Ltd., <br> Class A<br>| 35000 | &nbsp;&nbsp; 29354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaishan Group Co. <br> Ltd., Class A<br>| 28700 | &nbsp;&nbsp; 54082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kangji Medical <br> Holdings Ltd.<br>| 125000 | &nbsp;&nbsp; 134076 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; KBC Corp. Ltd., <br> Class A<br>| 2693 | &nbsp;&nbsp; 9894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keboda Technology <br> Co. Ltd., Class A<br>| 4500 | &nbsp;&nbsp; 32418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keda Industrial Group <br> Co. Ltd., Class A<br>| 43500 | &nbsp;&nbsp; 64148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KEDE Numerical <br> Control Co. Ltd., <br> Class A<br>| 3006 | &nbsp;&nbsp; 23980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kehua Data Co. Ltd., <br> Class A<br>| 5700 | &nbsp;&nbsp; 33353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keshun Waterproof <br> Technologies Co. <br> Ltd., Class A<br>| 47500 | &nbsp;&nbsp; 34875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kidswant Children <br> Products Co. Ltd., <br> Class A<br>| 34500 | &nbsp;&nbsp; 64245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinetic Development <br> Group Ltd.<br>| 826000 | &nbsp;&nbsp; 135929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingboard Holdings <br> Ltd.<br>| 269500 | &nbsp;&nbsp; 965383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingboard Laminates <br> Holdings Ltd.<br>| 322000 | &nbsp;&nbsp; 413430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KingClean Electric Co. <br> Ltd., Class A<br>| 9180 | &nbsp;&nbsp; 29328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingfa Sci & Tech Co. <br> Ltd., Class A<br>| 15000 | &nbsp;&nbsp; 26267 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingnet Network Co. <br> Ltd., Class A<br>| 25800 | &nbsp;&nbsp; $65651 |
|  | Kingsoft Corp. Ltd. | 200600 | &nbsp;&nbsp; 912179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Konfoong Materials <br> International Co. <br> Ltd., Class A<br>| 3000 | &nbsp;&nbsp; 28799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KPC Pharmaceuticals, <br> Inc., Class A<br>| 12100 | &nbsp;&nbsp; 24592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuaijishan Shaoxing <br> Wine Co. Ltd., <br> Class A<br>| 15700 | &nbsp;&nbsp; 40496 |
| \*Ω | Kuaishou Technology | 553500 | &nbsp;&nbsp; 5404402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuangda Technology <br> Group Co. Ltd., <br> Class A<br>| 43400 | &nbsp;&nbsp; 30548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kunlun Energy Co. <br> Ltd.<br>| 1426000 | &nbsp;&nbsp; 1373738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kunshan Huguang <br> Auto Harness Co. <br> Ltd., Class A<br>| 7100 | &nbsp;&nbsp; 32422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kunshan Kinglai <br> Hygienic Materials <br> Co. Ltd., Class A<br>| 7920 | &nbsp;&nbsp; 35393 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kunwu Jiuding <br> Investment Holdings <br> Co. Ltd., Class A<br>| 11200 | &nbsp;&nbsp; 24832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kweichow Moutai Co. <br> Ltd., Class A<br>| 6038 | &nbsp;&nbsp; 1191234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lakala Payment Co. <br> Ltd., Class A<br>| 13300 | &nbsp;&nbsp; 49484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lancy Co. Ltd., <br> Class A<br>| 9300 | &nbsp;&nbsp; 22736 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lanzhou LS Heavy <br> Equipment Co. Ltd., <br> Class A<br>| 35900 | &nbsp;&nbsp; 38384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lao Feng Xiang Co. <br> Ltd., Class A<br>| 6800 | &nbsp;&nbsp; 44448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Laobaixing Pharmacy <br> Chain JSC, <br> Class A<br>| 23663 | &nbsp;&nbsp; 64139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Launch Tech Co. Ltd., <br> Class H<br>| 40500 | &nbsp;&nbsp; 60636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LB Group Co. Ltd., <br> Class A<br>| 36700 | &nbsp;&nbsp; 86808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lee & Man Chemical <br> Co. Ltd.<br>| 62000 | &nbsp;&nbsp; 32686 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lee & Man Paper <br> Manufacturing Ltd.<br>| 325000 | &nbsp;&nbsp; 107687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lee's Pharmaceutical <br> Holdings Ltd.<br>| 149500 | &nbsp;&nbsp; 37810 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Legend Holdings <br> Corp., Class H<br>| 177600 | &nbsp;&nbsp; 225308 |
|  | Lenovo Group Ltd. | 2338000 | &nbsp;&nbsp; 2997898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lens Technology Co. <br> Ltd., Class A<br>| 60400 | &nbsp;&nbsp; 190444 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leoch International <br> Technology Ltd.<br>| 62000 | &nbsp;&nbsp; $15276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lepu Medical <br> Technology Beijing <br> Co. Ltd., Class A<br>| 14800 | &nbsp;&nbsp; 31975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leshan Giantstar <br> Farming & <br> Husbandry Corp. <br> Ltd., Class A<br>| 9200 | &nbsp;&nbsp; 26426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Levima Advanced <br> Materials Corp., <br> Class A<br>| 15700 | &nbsp;&nbsp; 34651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LexinFintech Holdings <br> Ltd., ADR<br>| 38480 | &nbsp;&nbsp; 245118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leyard Optoelectronic <br> Co. Ltd., Class A<br>| 43500 | &nbsp;&nbsp; 36373 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Li Auto, Inc. (2015 <br> HK), Class A<br>| 81300 | &nbsp;&nbsp; 1064356 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Li Auto, Inc. (LI US), <br> ADR<br>| 857 | &nbsp;&nbsp; 22368 |
|  | Li Ning Co. Ltd. | 740000 | &nbsp;&nbsp; 1567830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lianhe Chemical <br> Technology Co. <br> Ltd., Class A<br>| 30100 | &nbsp;&nbsp; 43198 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liao Ning <br> Oxiranchem, Inc. <br> (300082 CH), <br> Class A<br>| 9800 | &nbsp;&nbsp; 10144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liaoning Cheng Da <br> Co. Ltd., Class A<br>| 34800 | &nbsp;&nbsp; 57034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liaoning Port Co. Ltd., <br> Class H<br>| 134000 | &nbsp;&nbsp; 13981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lier Chemical Co. <br> Ltd., Class A<br>| 27380 | &nbsp;&nbsp; 48574 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lifetech Scientific <br> Corp.<br>| 552000 | &nbsp;&nbsp; 142994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lijiang Yulong Tourism <br> Co. Ltd., Class A<br>| 18100 | &nbsp;&nbsp; 22049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lingbao Gold Group <br> Co. Ltd., Class H<br>| 140000 | &nbsp;&nbsp; 180686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lingyi iTech <br> Guangdong Co., <br> Class A<br>| 42100 | &nbsp;&nbsp; 52349 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Linklogis, Inc., <br> Class B<br>| 315000 | &nbsp;&nbsp; 88241 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liuzhou Iron & Steel <br> Co. Ltd., Class A<br>| 44400 | &nbsp;&nbsp; 39087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Livzon Pharmaceutical <br> Group, Inc., <br> Class H<br>| 50471 | &nbsp;&nbsp; 241589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lizhong Sitong Light <br> Alloys Group Co. <br> Ltd., Class A<br>| 11700 | &nbsp;&nbsp; 29153 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; LK Technology <br> Holdings Ltd.<br>| 44750 | &nbsp;&nbsp; 18019 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Loncin Motor Co. Ltd., <br> Class A<br>| 22197 | &nbsp;&nbsp; $37064 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Longfor Group <br> Holdings Ltd.<br>| 518500 | &nbsp;&nbsp; 645355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Longhua Technology <br> Group Luoyang Co. <br> Ltd., Class A<br>| 10400 | &nbsp;&nbsp; 12728 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LONGi Green Energy <br> Technology Co. <br> Ltd., Class A<br>| 33744 | &nbsp;&nbsp; 73785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Longshine Technology <br> Group Co. Ltd., <br> Class A<br>| 7600 | &nbsp;&nbsp; 21441 |
|  | Lonking Holdings Ltd. | 809000 | &nbsp;&nbsp; 273037 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lotus Holdings Co. <br> Ltd.<br>| 47900 | &nbsp;&nbsp; 40964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lucky Harvest Co. <br> Ltd., Class A<br>| 7410 | &nbsp;&nbsp; 42053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luenmei Quantum Co. <br> Ltd., Class A<br>| 47808 | &nbsp;&nbsp; 39862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luoniushan Co. Ltd., <br> Class A<br>| 26700 | &nbsp;&nbsp; 23420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luoyang Xinqianglian <br> Slewing Bearing <br> Co. Ltd., Class A<br>| 14300 | &nbsp;&nbsp; 65741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lushang Freda <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 22600 | &nbsp;&nbsp; 26222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luxi Chemical Group <br> Co. Ltd., Class A<br>| 47000 | &nbsp;&nbsp; 75804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luxin Venture Capital <br> Group Co. Ltd., <br> Class A<br>| 12200 | &nbsp;&nbsp; 21113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luxshare Precision <br> Industry Co. Ltd., <br> Class A<br>| 37949 | &nbsp;&nbsp; 192040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luyang Energy-Saving <br> Materials Co. Ltd.<br>| 21000 | &nbsp;&nbsp; 31300 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Luye Pharma Group <br> Ltd.<br>| 588500 | &nbsp;&nbsp; 322006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luzhou Laojiao Co. <br> Ltd., Class A<br>| 9000 | &nbsp;&nbsp; 153561 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Maanshan Iron & <br> Steel Co. Ltd., <br> Class H<br>| 452000 | &nbsp;&nbsp; 125377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maccura <br> Biotechnology Co. <br> Ltd., Class A<br>| 16300 | &nbsp;&nbsp; 28985 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Malion New Materials <br> Co. Ltd., Class A<br>| 19800 | &nbsp;&nbsp; 34378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mango Excellent <br> Media Co. Ltd., <br> Class A<br>| 20602 | &nbsp;&nbsp; 62943 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Maoyan <br> Entertainment<br>| 148600 | &nbsp;&nbsp; 147335 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maxscend <br> Microelectronics Co. <br> Ltd., Class A<br>| 1700 | &nbsp;&nbsp; $17505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maxvision Technology <br> Corp., Class A<br>| 6800 | &nbsp;&nbsp; 29985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mayinglong <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 6400 | &nbsp;&nbsp; 25294 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Medlive Technology <br> Co. Ltd.<br>| 50500 | &nbsp;&nbsp; 102948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mehow Innovative <br> Ltd., Class A<br>| 7000 | &nbsp;&nbsp; 17962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meihua Holdings <br> Group Co. Ltd., <br> Class A<br>| 65600 | &nbsp;&nbsp; 102527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meinian Onehealth <br> Healthcare Holdings <br> Co. Ltd., Class A<br>| 76900 | &nbsp;&nbsp; 54554 |
| Ω | Meitu, Inc. | 301500 | &nbsp;&nbsp; 461066 |
| \*Ω | Meituan, Class B | 237220 | &nbsp;&nbsp; 3659721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mesnac Co. Ltd., <br> Class A<br>| 30300 | &nbsp;&nbsp; 36281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metallurgical Corp. of <br> China Ltd., Class H<br>| 785000 | &nbsp;&nbsp; 169944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; M-Grass Ecology & <br> Environment Group <br> Co. Ltd., Class A<br>| 42200 | &nbsp;&nbsp; 24796 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Microport Cardioflow <br> Medtech Corp.<br>| 196000 | &nbsp;&nbsp; 34790 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; MicroPort <br> NeuroScientific <br> Corp.<br>| 44000 | &nbsp;&nbsp; 80352 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Microport Scientific <br> Corp.<br>| 153200 | &nbsp;&nbsp; 276915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Micro-Tech Nanjing <br> Co. Ltd., Class A<br>| 2291 | &nbsp;&nbsp; 26317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Midea Group Co. Ltd., <br> Class A<br>| 27500 | &nbsp;&nbsp; 267749 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Midea Real Estate <br> Holding Ltd.<br>| 92800 | &nbsp;&nbsp; 51158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Milkyway Intelligent <br> Supply Chain <br> Service Group Co. <br> Ltd., Class A<br>| 5800 | &nbsp;&nbsp; 43125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ming Yang Smart <br> Energy Group Ltd., <br> Class A<br>| 21700 | &nbsp;&nbsp; 33429 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ming Yuan Cloud <br> Group Holdings <br> Ltd.<br>| 262000 | &nbsp;&nbsp; 107162 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mingfa Group <br> International Co. <br> Ltd.<br>| 299000 | &nbsp;&nbsp; 6097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MINISO Group <br> Holding Ltd.<br>| 139600 | &nbsp;&nbsp; 664506 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Minmetals Capital Co. <br> Ltd., Class A<br>| 38000 | &nbsp;&nbsp; $31544 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Minmetals <br> Development Co. <br> Ltd., Class A<br>| 25100 | &nbsp;&nbsp; 27769 |
|  | Minth Group Ltd. | 242000 | &nbsp;&nbsp; 798851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MLS Co. Ltd., <br> Class A<br>| 42600 | &nbsp;&nbsp; 49940 |
| #\* | MMG Ltd. | 1775200 | &nbsp;&nbsp; 863139 |
| \*Ω | Mobvista, Inc. | 213000 | &nbsp;&nbsp; 242453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Montage Technology <br> Co. Ltd., Class A<br>| 2343 | &nbsp;&nbsp; 27585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Moon Environment <br> Technology Co. <br> Ltd., Class A<br>| 30420 | &nbsp;&nbsp; 53811 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Morimatsu <br> International <br> Holdings Co. Ltd.<br>| 77000 | &nbsp;&nbsp; 88982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motic Xiamen Electric <br> Group Co. Ltd., <br> Class A<br>| 9400 | &nbsp;&nbsp; 21188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Muyuan Foods Co. <br> Ltd., Class A<br>| 14967 | &nbsp;&nbsp; 96296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MYS Group Co. Ltd., <br> Class A<br>| 22300 | &nbsp;&nbsp; 11456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nancal Technology <br> Co. Ltd., Class A<br>| 3800 | &nbsp;&nbsp; 19267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing Cosmos <br> Chemical Co. Ltd., <br> Class A<br>| 12180 | &nbsp;&nbsp; 25163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing Hanrui Cobalt <br> Co. Ltd., Class A<br>| 7300 | &nbsp;&nbsp; 37125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing Iron & Steel <br> Co. Ltd., Class A<br>| 119200 | &nbsp;&nbsp; 75256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 38500 | &nbsp;&nbsp; 27760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing Securities Co. <br> Ltd., Class A<br>| 25800 | &nbsp;&nbsp; 29467 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing Tanker Corp., <br> Class A<br>| 126900 | &nbsp;&nbsp; 50202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing Xinjiekou <br> Department Store <br> Co. Ltd., Class A<br>| 30600 | &nbsp;&nbsp; 31706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nantong Jianghai <br> Capacitor Co. Ltd., <br> Class A<br>| 18900 | &nbsp;&nbsp; 62489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nantong Jiangshan <br> Agrochemical & <br> Chemical LLC, <br> Class A<br>| 9000 | &nbsp;&nbsp; 28074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NARI Technology Co. <br> Ltd., Class A<br>| 46532 | &nbsp;&nbsp; 141455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NAURA Technology <br> Group Co. Ltd., <br> Class A<br>| 1755 | &nbsp;&nbsp; 81511 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NavInfo Co. Ltd., <br> Class A<br>| 31400 | &nbsp;&nbsp; $36564 |
| \* | Nayuki Holdings Ltd. | 237000 | &nbsp;&nbsp; 46172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NBTM New Materials <br> Group Co. Ltd., <br> Class A<br>| 12900 | &nbsp;&nbsp; 42799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NetDragon Websoft <br> Holdings Ltd.<br>| 84000 | &nbsp;&nbsp; 116017 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; NetEase Cloud Music, <br> Inc.<br>| 8000 | &nbsp;&nbsp; 259206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NetEase, Inc. (NTES <br> US), ADR<br>| 43586 | &nbsp;&nbsp; 5679256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neusoft Corp., <br> Class A<br>| 18600 | &nbsp;&nbsp; 25345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New China Life <br> Insurance Co. Ltd., <br> Class H<br>| 322000 | &nbsp;&nbsp; 2060449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Guomai Digital <br> Culture Co. Ltd., <br> Class A<br>| 13200 | &nbsp;&nbsp; 23177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Hope Dairy Co. <br> Ltd., Class A<br>| 8800 | &nbsp;&nbsp; 19904 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; New Hope Liuhe Co. <br> Ltd., Class A<br>| 13100 | &nbsp;&nbsp; 17484 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; New Journey Health <br> Technology Group <br> Co. Ltd., Class A<br>| 59000 | &nbsp;&nbsp; 18176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Trend <br> International <br> Logis-Tech Co. Ltd., <br> Class A<br>| 12200 | &nbsp;&nbsp; 20628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neway Valve Suzhou <br> Co. Ltd., Class A<br>| 16500 | &nbsp;&nbsp; 66015 |
| \* | Newborn Town, Inc. | 138000 | &nbsp;&nbsp; 186200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Newland Digital <br> Technology Co. <br> Ltd., Class A<br>| 17900 | &nbsp;&nbsp; 74048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nexteer Automotive <br> Group Ltd.<br>| 276000 | &nbsp;&nbsp; 205964 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nine Dragons Paper <br> Holdings Ltd.<br>| 422000 | &nbsp;&nbsp; 231421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Boway Alloy <br> Material Co. Ltd., <br> Class A<br>| 20600 | &nbsp;&nbsp; 50850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Changhong <br> Polymer Scientific & <br> Technical, Inc., <br> Class A<br>| 12700 | &nbsp;&nbsp; 25083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Haitian <br> Precision Machinery <br> Co. Ltd., Class A<br>| 12700 | &nbsp;&nbsp; 33873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Huaxiang <br> Electronic Co. Ltd., <br> Class A<br>| 21900 | &nbsp;&nbsp; 60811 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Jifeng Auto <br> Parts Co. Ltd., <br> Class A<br>| 28300 | &nbsp;&nbsp; $45598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Jintian Copper <br> Group Co. Ltd., <br> Class A<br>| 37300 | &nbsp;&nbsp; 40461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Joyson <br> Electronic Corp., <br> Class A<br>| 27600 | &nbsp;&nbsp; 70002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Orient Wires & <br> Cables Co. Ltd., <br> Class A<br>| 11200 | &nbsp;&nbsp; 73676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Peacebird <br> Fashion Co. Ltd., <br> Class A<br>| 11900 | &nbsp;&nbsp; 23745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Ronbay New <br> Energy Technology <br> Co. Ltd., Class A<br>| 13117 | &nbsp;&nbsp; 40594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Sanxing <br> Medical Electric Co. <br> Ltd., Class A<br>| 8700 | &nbsp;&nbsp; 27154 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Shanshan Co. <br> Ltd., Class A<br>| 42500 | &nbsp;&nbsp; 59288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Sunrise Elc <br> Technology Co. <br> Ltd., Class A<br>| 9000 | &nbsp;&nbsp; 20967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Tuopu Group <br> Co. Ltd., Class A<br>| 10140 | &nbsp;&nbsp; 64483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Xusheng <br> Group Co. Ltd., <br> Class A<br>| 20388 | &nbsp;&nbsp; 37546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Yunsheng Co. <br> Ltd., Class A<br>| 34900 | &nbsp;&nbsp; 57510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Zhoushan Port <br> Co. Ltd., Class A<br>| 42100 | &nbsp;&nbsp; 21212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningxia Baofeng <br> Energy Group Co. <br> Ltd., Class A<br>| 49600 | &nbsp;&nbsp; 106999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningxia Building <br> Materials Group Co. <br> Ltd., Class A<br>| 10300 | &nbsp;&nbsp; 19523 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ningxia Western <br> Venture Industrial <br> Co. Ltd., Class A<br>| 34700 | &nbsp;&nbsp; 25690 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Niu Technologies, <br> Sponsored ADR<br>| 5614 | &nbsp;&nbsp; 20210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NKY Medical Holdings <br> Ltd., Class A<br>| 10200 | &nbsp;&nbsp; 23503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Noah Holdings Ltd., <br> Sponsored ADR<br>| 14753 | &nbsp;&nbsp; 179249 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Nongfu Spring Co. <br> Ltd., Class H<br>| 258400 | &nbsp;&nbsp; 1492943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Norinco International <br> Cooperation Ltd., <br> Class A<br>| 25280 | &nbsp;&nbsp; 38616 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North China <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 51500 | &nbsp;&nbsp; $49262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North Copper Co. <br> Ltd., Class A<br>| 34500 | &nbsp;&nbsp; 50809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North Huajin Chemical <br> Industries Co. Ltd., <br> Class A<br>| 47400 | &nbsp;&nbsp; 34444 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; North Industries <br> Group Red Arrow <br> Co. Ltd., Class A<br>| 6900 | &nbsp;&nbsp; 20882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northeast <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 65374 | &nbsp;&nbsp; 56675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northeast Securities <br> Co. Ltd., Class A<br>| 36500 | &nbsp;&nbsp; 41685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northking Information <br> Technology Co. <br> Ltd., Class A<br>| 16133 | &nbsp;&nbsp; 46176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Novoray Corp., <br> Class A<br>| 4244 | &nbsp;&nbsp; 34205 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NSFOCUS <br> Technologies Group <br> Co. Ltd., Class A<br>| 16100 | &nbsp;&nbsp; 17775 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nuode New Materials <br> Co. Ltd., Class A<br>| 36100 | &nbsp;&nbsp; 31354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NYOCOR Co. Ltd., <br> Class A<br>| 31100 | &nbsp;&nbsp; 23785 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Ocumension <br> Therapeutics<br>| 68000 | &nbsp;&nbsp; 88928 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Offcn Education <br> Technology Co. <br> Ltd., Class A<br>| 121700 | &nbsp;&nbsp; 49979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Offshore Oil <br> Engineering Co. <br> Ltd., Class A<br>| 83400 | &nbsp;&nbsp; 63881 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OFILM Group Co. <br> Ltd., Class A<br>| 25500 | &nbsp;&nbsp; 39893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Olympic Circuit <br> Technology Co. <br> Ltd., Class A<br>| 6400 | &nbsp;&nbsp; 30080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OmniVision Integrated <br> Circuits Group, Inc.<br>| 3000 | &nbsp;&nbsp; 50315 |
|  | Onewo, Inc., Class H | 63100 | &nbsp;&nbsp; 180149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oppein Home Group, <br> Inc., Class A<br>| 8400 | &nbsp;&nbsp; 60126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Opple Lighting Co. <br> Ltd., Class A<br>| 10400 | &nbsp;&nbsp; 26704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ORG Technology Co. <br> Ltd., Class A<br>| 22184 | &nbsp;&nbsp; 16597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orient International <br> Enterprise Ltd., <br> Class A<br>| 27900 | &nbsp;&nbsp; 28703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orient Overseas <br> International Ltd.<br>| 35000 | &nbsp;&nbsp; 629730 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Orient Securities Co. <br> Ltd., Class H<br>| 206800 | &nbsp;&nbsp; $198810 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Energy Co. <br> Ltd., Class A<br>| 38900 | &nbsp;&nbsp; 55472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Pearl Group <br> Co. Ltd., Class A<br>| 31900 | &nbsp;&nbsp; 34110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ovctek China, Inc., <br> Class A<br>| 18180 | &nbsp;&nbsp; 45133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Shuanglin <br> Bio-pharmacy Co. <br> Ltd., Class A<br>| 18460 | &nbsp;&nbsp; 46408 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pangang Group <br> Vanadium Titanium <br> & Resources Co. <br> Ltd., Class A<br>| 91500 | &nbsp;&nbsp; 34307 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PCI Technology Group <br> Co. Ltd., Class A<br>| 48840 | &nbsp;&nbsp; 38786 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PDD Holdings, Inc., <br> ADR<br>| 40382 | &nbsp;&nbsp; 4581338 |
| \*Ω | Peijia Medical Ltd. | 89000 | &nbsp;&nbsp; 97397 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Pengdu Agriculture & <br> Animal Husbandry <br> Co. Ltd., Class A<br>| 113300 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pengxin International <br> Mining Co. Ltd., <br> Class A<br>| 42800 | &nbsp;&nbsp; 25602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; People.cn Co. Ltd., <br> Class A<br>| 6800 | &nbsp;&nbsp; 19219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; People's Insurance <br> Co. Group of China <br> Ltd. , Class H<br>| 1284000 | &nbsp;&nbsp; 986456 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perennial Energy <br> Holdings Ltd.<br>| 80000 | &nbsp;&nbsp; 8841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PetroChina Co. Ltd., <br> Class H<br>| 3558000 | &nbsp;&nbsp; 3476989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PharmaBlock <br> Sciences Nanjing, <br> Inc., Class A<br>| 6200 | &nbsp;&nbsp; 42309 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Pharmaron Beijing Co. <br> Ltd., Class H<br>| 63975 | &nbsp;&nbsp; 184373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PhiChem Corp., <br> Class A<br>| 7100 | &nbsp;&nbsp; 19346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PICC Property & <br> Casualty Co. Ltd., <br> Class H<br>| 912000 | &nbsp;&nbsp; 1892930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ping An Bank Co. <br> Ltd., Class A<br>| 138100 | &nbsp;&nbsp; 234628 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Ping An Healthcare & <br> Technology Co. <br> Ltd.<br>| 412818 | &nbsp;&nbsp; 647311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ping An Insurance <br> Group Co. of China <br> Ltd., Class H<br>| 774500 | &nbsp;&nbsp; 5317222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pingdingshan Tianan <br> Coal Mining Co. <br> Ltd., Class A<br>| 70500 | &nbsp;&nbsp; 77591 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PNC Process <br> Systems Co. Ltd., <br> Class A<br>| 9640 | &nbsp;&nbsp; $33312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; POCO Holding Co. <br> Ltd., Class A<br>| 4400 | &nbsp;&nbsp; 36364 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Polaris Bay Group Co. <br> Ltd., Class A<br>| 43000 | &nbsp;&nbsp; 43516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Poly Developments & <br> Holdings Group Co. <br> Ltd., Class A<br>| 31800 | &nbsp;&nbsp; 35227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Poly Property Group <br> Co. Ltd.<br>| 734189 | &nbsp;&nbsp; 144740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Poly Property <br> Services Co. Ltd., <br> Class H<br>| 42600 | &nbsp;&nbsp; 189078 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pony Testing <br> International Group <br> Co. Ltd., Class A<br>| 8800 | &nbsp;&nbsp; 10550 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Pop Mart International <br> Group Ltd.<br>| 114200 | &nbsp;&nbsp; 3562339 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Porton Pharma <br> Solutions Ltd., <br> Class A<br>| 8800 | &nbsp;&nbsp; 28921 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Postal Savings Bank <br> of China Co. Ltd., <br> Class H<br>| 954000 | &nbsp;&nbsp; 673915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pou Sheng <br> International <br> Holdings Ltd.<br>| 768000 | &nbsp;&nbsp; 48800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Construction <br> Corp. of China Ltd., <br> Class A<br>| 119400 | &nbsp;&nbsp; 113193 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Powerwin Tech Group <br> Ltd.<br>| 36000 | &nbsp;&nbsp; 12723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prinx Chengshan <br> Holdings Ltd.<br>| 56500 | &nbsp;&nbsp; 56140 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Productive <br> Technologies Co. <br> Ltd.<br>| 818000 | &nbsp;&nbsp; 22222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PW Medtech Group <br> Ltd.<br>| 171000 | &nbsp;&nbsp; 30832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pylon Technologies <br> Co. Ltd., Class A<br>| 7722 | &nbsp;&nbsp; 45887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Q Technology Group <br> Co. Ltd.<br>| 123000 | &nbsp;&nbsp; 185397 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Qi An Xin Technology <br> Group, Inc., <br> Class A<br>| 8255 | &nbsp;&nbsp; 41217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qianhe Condiment & <br> Food Co. Ltd., <br> Class A<br>| 15292 | &nbsp;&nbsp; 25207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qifu Technology, Inc., <br> ADR<br>| 48609 | &nbsp;&nbsp; 1668747 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Qinchuan Machine <br> Tool & Tool Group <br> Share Co. Ltd., <br> Class A<br>| 21100 | &nbsp;&nbsp; $35289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Citymedia <br> Co. Ltd., Class A<br>| 21600 | &nbsp;&nbsp; 20824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao East Steel <br> Tower Stock Co. <br> Ltd., Class A<br>| 49100 | &nbsp;&nbsp; 66789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Eastsoft <br> Communication <br> Technology Co. <br> Ltd., Class A<br>| 8600 | &nbsp;&nbsp; 20370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Gaoce <br> Technology Co. <br> Ltd., Class A<br>| 19472 | &nbsp;&nbsp; 28248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Gon <br> Technology Co. <br> Ltd., Class A<br>| 8700 | &nbsp;&nbsp; 43491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Haier <br> Biomedical Co. Ltd., <br> Class A<br>| 7763 | &nbsp;&nbsp; 35616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Hanhe Cable <br> Co. Ltd., Class A<br>| 53333 | &nbsp;&nbsp; 25681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Hiron <br> Commercial Cold <br> Chain Co. Ltd., <br> Class A<br>| 13540 | &nbsp;&nbsp; 22575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Huicheng <br> Environmental <br> Technology Group <br> Co. Ltd., Class A<br>| 4000 | &nbsp;&nbsp; 94756 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Port <br> International Co. <br> Ltd., Class H<br>| 302000 | &nbsp;&nbsp; 251070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Rural <br> Commercial Bank <br> Corp., Class A<br>| 127700 | &nbsp;&nbsp; 62070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Sentury Tire <br> Co. Ltd., Class A<br>| 20720 | &nbsp;&nbsp; 55078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao TGOOD <br> Electric Co. Ltd., <br> Class A<br>| 11600 | &nbsp;&nbsp; 36302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qinghai Huzhu <br> TianYouDe <br> Highland Barley <br> Spirit Co. Ltd., <br> Class A<br>| 15500 | &nbsp;&nbsp; 21231 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Qinghai Salt Lake <br> Industry Co. Ltd., <br> Class A<br>| 29300 | &nbsp;&nbsp; 73344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qinhuangdao Port Co. <br> Ltd., Class H<br>| 257000 | &nbsp;&nbsp; 72036 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Qudian, Inc., <br> Sponsored ADR<br>| 61155 | &nbsp;&nbsp; 247066 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Queclink Wireless <br> Solutions Co. Ltd., <br> Class A<br>| 14300 | &nbsp;&nbsp; $25296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quectel Wireless <br> Solutions Co. Ltd., <br> Class A<br>| 3140 | &nbsp;&nbsp; 35395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quick Intelligent <br> Equipment Co. Ltd., <br> Class A<br>| 6600 | &nbsp;&nbsp; 23975 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Radiance Holdings <br> Group Co. Ltd.<br>| 65000 | &nbsp;&nbsp; 23177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rainbow Digital <br> Commercial Co. <br> Ltd., Class A<br>| 31800 | &nbsp;&nbsp; 24975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Range Intelligent <br> Computing <br> Technology Group <br> Co. Ltd., Class A<br>| 7600 | &nbsp;&nbsp; 52364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rayhoo Motor Dies <br> Co. Ltd., Class A<br>| 5800 | &nbsp;&nbsp; 31466 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Red Star Macalline <br> Group Corp. Ltd., <br> Class H<br>| 176268 | &nbsp;&nbsp; 35191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Renhe Pharmacy Co. <br> Ltd., Class A<br>| 37500 | &nbsp;&nbsp; 30621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rianlon Corp., <br> Class A<br>| 9300 | &nbsp;&nbsp; 40648 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Risen Energy Co. <br> Ltd., Class A<br>| 29600 | &nbsp;&nbsp; 41627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riyue Heavy Industry <br> Co. Ltd., Class A<br>| 16500 | &nbsp;&nbsp; 27732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rizhao Port Co. Ltd., <br> Class A<br>| 88600 | &nbsp;&nbsp; 39380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rockchip Electronics <br> Co. Ltd., Class A<br>| 1900 | &nbsp;&nbsp; 42608 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RongFa Nuclear <br> Equipment Co. Ltd., <br> Class A<br>| 26400 | &nbsp;&nbsp; 28440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rongsheng <br> Petrochemical Co. <br> Ltd., Class A<br>| 64050 | &nbsp;&nbsp; 81255 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Roshow Technology <br> Co. Ltd., Class A<br>| 36600 | &nbsp;&nbsp; 37993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ruida Futures Co. <br> Ltd., Class A<br>| 9100 | &nbsp;&nbsp; 27190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Runjian Co. Ltd., <br> Class A<br>| 11000 | &nbsp;&nbsp; 66764 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sai Micro Electronics, <br> Inc., Class A<br>| 10600 | &nbsp;&nbsp; 27376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SAIC Motor Corp. <br> Ltd., Class A<br>| 38465 | &nbsp;&nbsp; 91623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sailun Group Co. Ltd., <br> Class A<br>| 24800 | &nbsp;&nbsp; 44337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanan Optoelectronics <br> Co. Ltd., Class A<br>| 13000 | &nbsp;&nbsp; 22541 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sangfor Technologies, <br> Inc., Class A<br>| 900 | &nbsp;&nbsp; $13448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanjiang Shopping <br> Club Co. Ltd., <br> Class A<br>| 13400 | &nbsp;&nbsp; 21080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanquan Food Co. <br> Ltd., Class A<br>| 22960 | &nbsp;&nbsp; 35215 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sansteel Minguang <br> Co. Ltd. Fujian, <br> Class A<br>| 71500 | &nbsp;&nbsp; 49086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sansure Biotech, Inc., <br> Class A<br>| 14206 | &nbsp;&nbsp; 43394 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sanwei Holding Group <br> Co. Ltd., Class A<br>| 15469 | &nbsp;&nbsp; 22795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sany Heavy <br> Equipment <br> International <br> Holdings Co. Ltd.<br>| 455000 | &nbsp;&nbsp; 426741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sany Heavy Industry <br> Co. Ltd., Class A<br>| 33700 | &nbsp;&nbsp; 93285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Satellite Chemical Co. <br> Ltd., Class A<br>| 67527 | &nbsp;&nbsp; 182528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SDIC Capital Co. Ltd., <br> Class A<br>| 45800 | &nbsp;&nbsp; 48036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SDIC Power Holdings <br> Co. Ltd., Class A<br>| 35400 | &nbsp;&nbsp; 77492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sealand Securities <br> Co. Ltd., Class A<br>| 69219 | &nbsp;&nbsp; 40329 |
| \* | Seazen Group Ltd. | 770761 | &nbsp;&nbsp; 245693 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seazen Holdings Co. <br> Ltd., Class A<br>| 19500 | &nbsp;&nbsp; 39489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; S-Enjoy Service <br> Group Co. Ltd.<br>| 103000 | &nbsp;&nbsp; 36739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seres Group Co. Ltd., <br> Class A<br>| 5400 | &nbsp;&nbsp; 94920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SF Holding Co. Ltd., <br> Class A<br>| 48300 | &nbsp;&nbsp; 308323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shaanxi Beiyuan <br> Chemical Industry <br> Group Co. Ltd., <br> Class A<br>| 34670 | &nbsp;&nbsp; 20171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shaanxi Coal Industry <br> Co. Ltd., Class A<br>| 67300 | &nbsp;&nbsp; 188143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shaanxi Construction <br> Engineering Group <br> Corp. Ltd., Class A<br>| 99600 | &nbsp;&nbsp; 53796 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shaanxi Heimao <br> Coking Co. Ltd., <br> Class A<br>| 42000 | &nbsp;&nbsp; 21032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shan Xi Hua Yang <br> Group New Energy <br> Co. Ltd., Class A<br>| 134550 | &nbsp;&nbsp; 127699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Bohui <br> Paper Industrial Co. <br> Ltd., Class A<br>| 35500 | &nbsp;&nbsp; 24058 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Dawn <br> Polymer Co. Ltd., <br> Class A<br>| 8200 | &nbsp;&nbsp; $27934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Denghai <br> Seeds Co. Ltd., <br> Class A<br>| 13700 | &nbsp;&nbsp; 18982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Dongyue <br> Silicone Material <br> Co. Ltd., Class A<br>| 27500 | &nbsp;&nbsp; 37216 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Gold <br> Mining Co. Ltd., <br> Class H<br>| 161500 | &nbsp;&nbsp; 499425 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Haihua Co. <br> Ltd., Class A<br>| 23000 | &nbsp;&nbsp; 18953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Head <br> Group Co. Ltd., <br> Class A<br>| 6900 | &nbsp;&nbsp; 12631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Himile <br> Mechanical Science <br> & Technology Co. <br> Ltd., Class A<br>| 10600 | &nbsp;&nbsp; 82388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Hi-speed <br> Co. Ltd., Class A<br>| 12100 | &nbsp;&nbsp; 16945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Hi-Speed <br> Road & Bridge <br> Group Co. Ltd., <br> Class A<br>| 58400 | &nbsp;&nbsp; 47433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Hualu <br> Hengsheng <br> Chemical Co. Ltd., <br> Class A<br>| 33930 | &nbsp;&nbsp; 112928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Huatai <br> Paper Industry <br> Shareholding Co. <br> Ltd., Class A<br>| 48700 | &nbsp;&nbsp; 23664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Humon <br> Smelting Co. Ltd., <br> Class A<br>| 22300 | &nbsp;&nbsp; 35947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Jincheng <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 17000 | &nbsp;&nbsp; 43898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Jinjing <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 48400 | &nbsp;&nbsp; 34110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Linglong <br> Tyre Co. Ltd., <br> Class A<br>| 19395 | &nbsp;&nbsp; 40988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Lukang <br> Pharma, Class A<br>| 17700 | &nbsp;&nbsp; 25798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong <br> Pharmaceutical <br> Glass Co. Ltd., <br> Class A<br>| 16900 | &nbsp;&nbsp; 53321 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Publishing <br> & Media Co. Ltd., <br> Class A<br>| 29800 | &nbsp;&nbsp; $37277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Sun Paper <br> Industry JSC Ltd., <br> Class A<br>| 42700 | &nbsp;&nbsp; 82570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Weifang <br> Rainbow Chemical <br> Co. Ltd., Class A<br>| 5400 | &nbsp;&nbsp; 47528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Weigao <br> Group Medical <br> Polymer Co. Ltd., <br> Class H<br>| 803600 | &nbsp;&nbsp; 706693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong WIT Dyne <br> Health Co. Ltd., <br> Class A<br>| 4300 | &nbsp;&nbsp; 19735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Xiantan Co. <br> Ltd., Class A<br>| 21200 | &nbsp;&nbsp; 17993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Xinhua <br> Pharmaceutical Co. <br> Ltd., Class H<br>| 92200 | &nbsp;&nbsp; 94942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Yisheng <br> Livestock & Poultry <br> Breeding Co. Ltd., <br> Class A<br>| 24800 | &nbsp;&nbsp; 30524 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Aerospace <br> Automobile <br> Electromechanical <br> Co. Ltd., Class A<br>| 28900 | &nbsp;&nbsp; 28894 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Aiko Solar <br> Energy Co. Ltd., <br> Class A<br>| 651 | &nbsp;&nbsp; 1264 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai AJ Group <br> Co. Ltd., Class A<br>| 48900 | &nbsp;&nbsp; 40983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Allist <br> Pharmaceuticals <br> Co. Ltd., Class A<br>| 3092 | &nbsp;&nbsp; 41644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai AtHub Co. <br> Ltd., Class A<br>| 15139 | &nbsp;&nbsp; 55423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Bailian <br> Group Co. Ltd., <br> Class A<br>| 42400 | &nbsp;&nbsp; 57896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Bairun <br> Investment Holding <br> Group Co. Ltd., <br> Class A<br>| 7100 | &nbsp;&nbsp; 23721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Baolong <br> Automotive Corp., <br> Class A<br>| 5500 | &nbsp;&nbsp; 29509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Baosight <br> Software Co. Ltd., <br> Class A<br>| 7404 | &nbsp;&nbsp; 25393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Baosteel <br> Packaging Co. Ltd., <br> Class A<br>| 53700 | &nbsp;&nbsp; 37143 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai BOCHU <br> Electronic <br> Technology Corp. <br> Ltd., Class A<br>| 1660 | &nbsp;&nbsp; $30227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Bright Meat <br> Group Co. Ltd., <br> Class A<br>| 21800 | &nbsp;&nbsp; 23020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Chicmax <br> Cosmetic Co. Ltd.<br>| 5000 | &nbsp;&nbsp; 47969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai <br> Chinafortune Co. <br> Ltd., Class A<br>| 20100 | &nbsp;&nbsp; 43121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Chlor-Alkali <br> Chemical Co. Ltd., <br> Class A<br>| 19400 | &nbsp;&nbsp; 27153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Construction <br> Group Co. Ltd., <br> Class A<br>| 167228 | &nbsp;&nbsp; 56198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Daimay <br> Automotive Interior <br> Co. Ltd., Class A<br>| 32117 | &nbsp;&nbsp; 25113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Datun <br> Energy Resources <br> Co. Ltd., Class A<br>| 25600 | &nbsp;&nbsp; 42530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Dazhong <br> Public Utilities <br> Group Co. Ltd., <br> Class H<br>| 1000 | &nbsp;&nbsp; 301 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Electric <br> Group Co. Ltd., <br> Class H<br>| 396000 | &nbsp;&nbsp; 161522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Electric <br> Power Co. Ltd., <br> Class A<br>| 34100 | &nbsp;&nbsp; 44864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Environment <br> Group Co. Ltd., <br> Class A<br>| 34800 | &nbsp;&nbsp; 38906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Fengyuzhu <br> Culture & <br> Technology Co. <br> Ltd., Class A<br>| 12600 | &nbsp;&nbsp; 18658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Fosun <br> Pharmaceutical <br> Group Co. Ltd., <br> Class H<br>| 80000 | &nbsp;&nbsp; 195233 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Ganglian <br> E-Commerce <br> Holdings Co. Ltd., <br> Class A<br>| 5712 | &nbsp;&nbsp; 21046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Gentech <br> Co. Ltd., Class A<br>| 4575 | &nbsp;&nbsp; 22823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Hanbell <br> Precise Machinery <br> Co. Ltd., Class A<br>| 17000 | &nbsp;&nbsp; 40253 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Haohai <br> Biological <br> Technology Co. <br> Ltd., Class H<br>| 10640 | &nbsp;&nbsp; $38065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Huace <br> Navigation <br> Technology Ltd., <br> Class A<br>| 7840 | &nbsp;&nbsp; 38362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Huafon <br> Aluminium Corp., <br> Class A<br>| 17300 | &nbsp;&nbsp; 37592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Huayi <br> Group Co. Ltd., <br> Class A<br>| 47600 | &nbsp;&nbsp; 54876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Industrial <br> Holdings Ltd.<br>| 136000 | &nbsp;&nbsp; 253531 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Industrial <br> Urban Development <br> Group Ltd.<br>| 569600 | &nbsp;&nbsp; 24599 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai INT Medical <br> Instruments Co. <br> Ltd.<br>| 18200 | &nbsp;&nbsp; 65069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai International <br> Airport Co. Ltd., <br> Class A<br>| 4100 | &nbsp;&nbsp; 18317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Jahwa <br> United Co. Ltd., <br> Class A<br>| 11300 | &nbsp;&nbsp; 34533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Jinjiang <br> International Hotels <br> Co. Ltd., Class A<br>| 18300 | &nbsp;&nbsp; 57353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Jinqiao <br> Export Processing <br> Zone Development <br> Co. Ltd., Class A<br>| 10600 | &nbsp;&nbsp; 15872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Kaibao <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 23200 | &nbsp;&nbsp; 21877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Kelai <br> Mechatronics <br> Engineering Co. <br> Ltd., Class A<br>| 6400 | &nbsp;&nbsp; 16881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Liangxin <br> Electrical Co. Ltd., <br> Class A<br>| 16600 | &nbsp;&nbsp; 22217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Lingang <br> Holdings Corp. Ltd., <br> Class A<br>| 32000 | &nbsp;&nbsp; 41055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai M&G <br> Stationery, Inc., <br> Class A<br>| 7700 | &nbsp;&nbsp; 32926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Mechanical <br> & Electrical Industry <br> Co. Ltd., Class A<br>| 19900 | &nbsp;&nbsp; 70066 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai MicroPort <br> Endovascular <br> MedTech Group Co. <br> Ltd., Class A<br>| 1791 | &nbsp;&nbsp; $27385 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Milkground <br> Food Tech Co. Ltd., <br> Class A<br>| 11600 | &nbsp;&nbsp; 42910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Moons' <br> Electric Co. Ltd., <br> Class A<br>| 2400 | &nbsp;&nbsp; 19592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai <br> Pharmaceuticals <br> Holding Co. Ltd., <br> Class H<br>| 197600 | &nbsp;&nbsp; 315145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Pioneer <br> Holding Ltd.<br>| 237000 | &nbsp;&nbsp; 66968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Pret <br> Composites Co. <br> Ltd., Class A<br>| 26600 | &nbsp;&nbsp; 44267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Pudong <br> Construction Co. <br> Ltd., Class A<br>| 21500 | &nbsp;&nbsp; 20422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Pudong <br> Development Bank <br> Co. Ltd., Class A<br>| 132034 | &nbsp;&nbsp; 234812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Putailai New <br> Energy Technology <br> Co. Ltd., Class A<br>| 23977 | &nbsp;&nbsp; 58277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai QiFan <br> Cable Co. Ltd., <br> Class A<br>| 12300 | &nbsp;&nbsp; 26474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai RAAS Blood <br> Products Co. Ltd., <br> Class A<br>| 48000 | &nbsp;&nbsp; 45966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Runda <br> Medical Technology <br> Co. Ltd., Class A<br>| 12100 | &nbsp;&nbsp; 30838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 43700 | &nbsp;&nbsp; 55194 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Shibei <br> Hi-Tech Co. Ltd., <br> Class A<br>| 22600 | &nbsp;&nbsp; 17781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Shyndec <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 42600 | &nbsp;&nbsp; 67796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Sinyang <br> Semiconductor <br> Materials Co. Ltd., <br> Class A<br>| 4800 | &nbsp;&nbsp; 27749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Tongji <br> Science & <br> Technology <br> Industrial Co. Ltd., <br> Class A<br>| 17300 | &nbsp;&nbsp; 24966 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Tunnel <br> Engineering Co. <br> Ltd., Class A<br>| 43900 | &nbsp;&nbsp; $40319 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Waigaoqiao <br> Free Trade Zone <br> Group Co. Ltd., <br> Class A<br>| 19200 | &nbsp;&nbsp; 29759 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Wanye <br> Enterprises Co. <br> Ltd., Class A<br>| 14160 | &nbsp;&nbsp; 28702 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Yaoji <br> Technology Co. <br> Ltd., Class A<br>| 9800 | &nbsp;&nbsp; 35726 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Yuyuan <br> Tourist Mart Group <br> Co. Ltd., Class A<br>| 33570 | &nbsp;&nbsp; 26847 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Zhangjiang <br> High-Tech Park <br> Development Co. <br> Ltd., Class A<br>| 8300 | &nbsp;&nbsp; 37086 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Zhenhua <br> Heavy Industries <br> Co. Ltd., Class A<br>| 62700 | &nbsp;&nbsp; 39731 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Zhonggu <br> Logistics Co. Ltd., <br> Class A<br>| 51000 | &nbsp;&nbsp; 70000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Zijiang <br> Enterprise Group <br> Co. Ltd., Class A<br>| 28700 | &nbsp;&nbsp; 25036 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shanjin International <br> Gold Co. Ltd., <br> Class A<br>| 22360 | &nbsp;&nbsp; 55945 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shannon <br> Semiconductor <br> Technology Co. <br> Ltd., Class A<br>| 4900 | &nbsp;&nbsp; 22860 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shantui Construction <br> Machinery Co. Ltd., <br> Class A<br>| 33200 | &nbsp;&nbsp; 45918 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Blue Flame <br> Holding Co. Ltd., <br> Class A<br>| 30100 | &nbsp;&nbsp; 29338 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Coal <br> International Energy <br> Group Co. Ltd., <br> Class A<br>| 41500 | &nbsp;&nbsp; 55270 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Coking Co. <br> Ltd., Class A<br>| 78560 | &nbsp;&nbsp; 42544 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Coking Coal <br> Energy Group Co. <br> Ltd., Class A<br>| 109400 | &nbsp;&nbsp; 107105 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Hi-speed <br> Group Co. Ltd., <br> Class A<br>| 37900 | &nbsp;&nbsp; 25895 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Lanhua <br> Sci-Tech Venture <br> Co. Ltd., Class A<br>| 42510 | &nbsp;&nbsp; $39605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Lu'an <br> Environmental <br> Energy <br> Development Co. <br> Ltd., Class A<br>| 47300 | &nbsp;&nbsp; 90104 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Meijin Energy <br> Co. Ltd., Class A<br>| 72600 | &nbsp;&nbsp; 45963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Securities Co. <br> Ltd., Class A<br>| 36060 | &nbsp;&nbsp; 30778 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Taigang <br> Stainless Steel Co. <br> Ltd., Class A<br>| 52400 | &nbsp;&nbsp; 30468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Xinghuacun <br> Fen Wine Factory <br> Co. Ltd., Class A<br>| 5040 | &nbsp;&nbsp; 125246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sharetronic Data <br> Technology Co. <br> Ltd., Class A<br>| 4200 | &nbsp;&nbsp; 44786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shede Spirits Co. Ltd., <br> Class A<br>| 4000 | &nbsp;&nbsp; 28768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenergy Co. Ltd., <br> Class A<br>| 31800 | &nbsp;&nbsp; 36092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shengda Resources <br> Co. Ltd., Class A<br>| 12200 | &nbsp;&nbsp; 25821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenghe Resources <br> Holding Co. Ltd., <br> Class A<br>| 9800 | &nbsp;&nbsp; 29583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shengyi Technology <br> Co. Ltd., Class A<br>| 10200 | &nbsp;&nbsp; 60497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenma Industry Co. <br> Ltd., Class A<br>| 20400 | &nbsp;&nbsp; 25114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shennan Circuits Co. <br> Ltd., Class A<br>| 4920 | &nbsp;&nbsp; 96746 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Shenwan Hongyuan <br> Group Co. Ltd., <br> Class H<br>| 277600 | &nbsp;&nbsp; 115938 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenyang Jinbei <br> Automotive Co. <br> Ltd., Class A<br>| 24900 | &nbsp;&nbsp; 17278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenyang Xingqi <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 4508 | &nbsp;&nbsp; 40305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Agricultural <br> Power Group Co. <br> Ltd., Class A<br>| 41200 | &nbsp;&nbsp; 37179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Airport Co. <br> Ltd., Class A<br>| 46800 | &nbsp;&nbsp; 45838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Aisidi Co. <br> Ltd., Class A<br>| 36600 | &nbsp;&nbsp; 63652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Batian <br> Ecotypic <br> Engineering Co. <br> Ltd., Class A<br>| 14800 | &nbsp;&nbsp; 20776 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen BSC <br> Technology Co. <br> Ltd., Class A<br>| 4900 | &nbsp;&nbsp; $22570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Capchem <br> Technology Co. <br> Ltd., Class A<br>| 5760 | &nbsp;&nbsp; 26928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Center <br> Power Tech Co. <br> Ltd., Class A<br>| 5700 | &nbsp;&nbsp; 12832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Cereals <br> Holdings Co. Ltd., <br> Class A<br>| 21100 | &nbsp;&nbsp; 19945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Click <br> Technology Co. <br> Ltd., Class A<br>| 12000 | &nbsp;&nbsp; 22767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Colibri <br> Technologies Co. <br> Ltd., Class A<br>| 7300 | &nbsp;&nbsp; 16929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Comix <br> Group Co. Ltd., <br> Class A<br>| 13300 | &nbsp;&nbsp; 12835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Das <br> Intellitech Co. Ltd., <br> Class A<br>| 35900 | &nbsp;&nbsp; 16538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Desay <br> Battery Technology <br> Co., Class A<br>| 12728 | &nbsp;&nbsp; 40172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Energy <br> Group Co. Ltd., <br> Class A<br>| 33500 | &nbsp;&nbsp; 30281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Envicool <br> Technology Co. <br> Ltd., Class A<br>| 7424 | &nbsp;&nbsp; 41359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Everwin <br> Precision <br> Technology Co. <br> Ltd., Class A<br>| 20580 | &nbsp;&nbsp; 64651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen <br> Expressway Corp. <br> Ltd., Class H<br>| 178000 | &nbsp;&nbsp; 153171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Fastprint <br> Circuit Tech Co. <br> Ltd., Class A<br>| 17800 | &nbsp;&nbsp; 46790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen FRD <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 8400 | &nbsp;&nbsp; 27385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Fuanna <br> Bedding & <br> Furnishing Co. Ltd., <br> Class A<br>| 13900 | &nbsp;&nbsp; 13938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Gas Corp. <br> Ltd., Class A<br>| 58300 | &nbsp;&nbsp; 52194 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Gongjin <br> Electronics Co. Ltd., <br> Class A<br>| 24700 | &nbsp;&nbsp; 37982 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Goodix <br> Technology Co. <br> Ltd., Class A<br>| 2700 | &nbsp;&nbsp; $27713 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Hepalink <br> Pharmaceutical <br> Group Co. Ltd., <br> Class H<br>| 69000 | &nbsp;&nbsp; 56348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Hopewind <br> Electric Co. Ltd., <br> Class A<br>| 11900 | &nbsp;&nbsp; 62650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Inovance <br> Technology Co. <br> Ltd., Class A<br>| 6600 | &nbsp;&nbsp; 57883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen <br> International <br> Holdings Ltd.<br>| 495834 | &nbsp;&nbsp; 495808 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Investment <br> Ltd.<br>| 915262 | &nbsp;&nbsp; 104635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Invt Electric <br> Co. Ltd., Class A<br>| 26700 | &nbsp;&nbsp; 30173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Jinjia <br> Group Co. Ltd., <br> Class A<br>| 35900 | &nbsp;&nbsp; 19781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Jufei <br> Optoelectronics Co. <br> Ltd., Class A<br>| 26500 | &nbsp;&nbsp; 22931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Kaifa <br> Technology Co. <br> Ltd., Class A<br>| 16300 | &nbsp;&nbsp; 41921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Kangtai <br> Biological Products <br> Co. Ltd., Class A<br>| 14900 | &nbsp;&nbsp; 35967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Kedali <br> Industry Co. Ltd., <br> Class A<br>| 4600 | &nbsp;&nbsp; 69743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Kingkey <br> Smart Agriculture <br> Times Co. Ltd., <br> Class A<br>| 13000 | &nbsp;&nbsp; 28288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Kinwong <br> Electronic Co. Ltd., <br> Class A<br>| 13800 | &nbsp;&nbsp; 126932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Kstar <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 6700 | &nbsp;&nbsp; 21514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Laibao <br> Hi-tech Co. Ltd., <br> Class A<br>| 28200 | &nbsp;&nbsp; 40695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Leaguer <br> Co. Ltd., Class A<br>| 45100 | &nbsp;&nbsp; 50827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Lifotronic <br> Technology Co. <br> Ltd., Class A<br>| 10268 | &nbsp;&nbsp; 19384 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Microgate <br> Technology Co. <br> Ltd., Class A<br>| 11900 | &nbsp;&nbsp; $18854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Mindray <br> Bio-Medical <br> Electronics Co. Ltd., <br> Class A<br>| 5221 | &nbsp;&nbsp; 167472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen MTC Co. <br> Ltd., Class A<br>| 55700 | &nbsp;&nbsp; 34755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen New <br> Industries <br> Biomedical <br> Engineering Co. <br> Ltd., Class A<br>| 4600 | &nbsp;&nbsp; 35461 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen New <br> Nanshan Holding <br> Group Co. Ltd., <br> Class A<br>| 50400 | &nbsp;&nbsp; 19737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Noposin <br> Crop Science Co. <br> Ltd., Class A<br>| 24100 | &nbsp;&nbsp; 37823 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Overseas <br> Chinese Town Co. <br> Ltd., Class A<br>| 42406 | &nbsp;&nbsp; 13468 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Pagoda <br> Industrial Group <br> Corp. Ltd.<br>| 48000 | &nbsp;&nbsp; 10092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Qingyi <br> Photomask Ltd., <br> Class A<br>| 5756 | &nbsp;&nbsp; 23388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Salubris <br> Pharmaceuticals <br> Co. Ltd., Class A<br>| 5500 | &nbsp;&nbsp; 38121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen SC New <br> Energy Technology <br> Corp., Class A<br>| 8300 | &nbsp;&nbsp; 63479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen SED <br> Industry Co. Ltd., <br> Class A<br>| 11400 | &nbsp;&nbsp; 35643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen SEG Co. <br> Ltd., Class A<br>| 23000 | &nbsp;&nbsp; 25914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Senior <br> Technology Material <br> Co. Ltd., Class A<br>| 28132 | &nbsp;&nbsp; 45342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Sinexcel <br> Electric Co. Ltd., <br> Class A<br>| 11100 | &nbsp;&nbsp; 49365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Sunlord <br> Electronics Co. Ltd., <br> Class A<br>| 14100 | &nbsp;&nbsp; 56688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Sunnypol <br> Optoelectronics Co. <br> Ltd., Class A<br>| 4400 | &nbsp;&nbsp; 16387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Sunway <br> Communication Co. <br> Ltd., Class A<br>| 11500 | &nbsp;&nbsp; 37993 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Tagen <br> Group Co. Ltd., <br> Class A<br>| 50500 | &nbsp;&nbsp; $24877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Topband <br> Co. Ltd., Class A<br>| 20900 | &nbsp;&nbsp; 40132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Topway <br> Video <br> Communication Co. <br> Ltd., Class A<br>| 17500 | &nbsp;&nbsp; 21265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Transsion <br> Holdings Co. Ltd., <br> Class A<br>| 5115 | &nbsp;&nbsp; 54036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Weiguang <br> Biological Products <br> Co. Ltd., Class A<br>| 8000 | &nbsp;&nbsp; 32651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Woer <br> Heat-Shrinkable <br> Material Co. Ltd., <br> Class A<br>| 28383 | &nbsp;&nbsp; 91606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Yan Tian <br> Port Holding Co. <br> Ltd., Class A<br>| 34300 | &nbsp;&nbsp; 21611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Yinghe <br> Technology Co. <br> Ltd., Class A<br>| 12800 | &nbsp;&nbsp; 36562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen YUTO <br> Packaging <br> Technology Co. <br> Ltd., Class A<br>| 14100 | &nbsp;&nbsp; 46326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Zhongjin <br> Lingnan Nonfemet <br> Co. Ltd., Class A<br>| 78200 | &nbsp;&nbsp; 51239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhou <br> International Group <br> Holdings Ltd.<br>| 217400 | &nbsp;&nbsp; 1564576 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shida Shinghwa <br> Advanced Material <br> Group Co. Ltd., <br> Class A<br>| 5300 | &nbsp;&nbsp; 27776 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shijiazhuang Yiling <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 9800 | &nbsp;&nbsp; 22053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinva Medical <br> Instrument Co. Ltd., <br> Class A<br>| 13260 | &nbsp;&nbsp; 30585 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shoucheng Holdings <br> Ltd.<br>| 634800 | &nbsp;&nbsp; 149648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shougang Fushan <br> Resources Group <br> Ltd.<br>| 956375 | &nbsp;&nbsp; 351122 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Shouhang High-Tech <br> Energy Co. Ltd., <br> Class A<br>| 58700 | &nbsp;&nbsp; 571 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shuangliang <br> Eco-Energy <br> Systems Co. Ltd., <br> Class A<br>| 61400 | &nbsp;&nbsp; $47632 |
|  | Shui On Land Ltd. | 1050500 | &nbsp;&nbsp; 102635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Changhong <br> Electric Co. Ltd., <br> Class A<br>| 41000 | &nbsp;&nbsp; 56175 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Chengfei <br> Integration <br> Technology Corp., <br> Class A<br>| 7200 | &nbsp;&nbsp; 34478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Chuantou <br> Energy Co. Ltd., <br> Class A<br>| 13700 | &nbsp;&nbsp; 29688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Development <br> Lomon Co. Ltd., <br> Class A<br>| 12200 | &nbsp;&nbsp; 19016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan EM <br> Technology Co. <br> Ltd., Class A<br>| 25000 | &nbsp;&nbsp; 60744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Expressway <br> Co. Ltd., Class H<br>| 138000 | &nbsp;&nbsp; 82913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Furong <br> Technology Co. <br> Ltd., Class A<br>| 16016 | &nbsp;&nbsp; 20981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Haite <br> High-tech Co. Ltd., <br> Class A<br>| 23100 | &nbsp;&nbsp; 35256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Hebang <br> Biotechnology Co. <br> Ltd., Class A<br>| 207700 | &nbsp;&nbsp; 53936 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Hexie <br> Shuangma Co. Ltd., <br> Class A<br>| 19600 | &nbsp;&nbsp; 53057 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Hongda Co. <br> Ltd., Class A<br>| 21100 | &nbsp;&nbsp; 27611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Injet Electric <br> Co. Ltd., Class A<br>| 3900 | &nbsp;&nbsp; 26298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Jiuyuan <br> Yinhai Software Co. <br> Ltd., Class A<br>| 3510 | &nbsp;&nbsp; 9243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Kelun <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 18819 | &nbsp;&nbsp; 98696 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Kelun-Biotech <br> Biopharmaceutical <br> Co. Ltd.<br>| 300 | &nbsp;&nbsp; 15831 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Lutianhua <br> Co. Ltd., Class A<br>| 47700 | &nbsp;&nbsp; 29851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan New Energy <br> Power Co. Ltd., <br> Class A<br>| 29900 | &nbsp;&nbsp; 41622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Road & <br> Bridge Group Co. <br> Ltd., Class A<br>| 72600 | &nbsp;&nbsp; 83791 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Swellfun Co. <br> Ltd., Class A<br>| 7100 | &nbsp;&nbsp; $40790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Teway Food <br> Group Co. Ltd., <br> Class A<br>| 15600 | &nbsp;&nbsp; 24469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Yahua <br> Industrial Group Co. <br> Ltd., Class A<br>| 19900 | &nbsp;&nbsp; 38448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sieyuan Electric Co. <br> Ltd., Class A<br>| 6700 | &nbsp;&nbsp; 72546 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sihuan <br> Pharmaceutical <br> Holdings Group <br> Ltd.<br>| 589000 | &nbsp;&nbsp; 97441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SIIC Environment <br> Holdings Ltd. (SIIC <br> SP)<br>| 402300 | &nbsp;&nbsp; 51846 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Simcere <br> Pharmaceutical <br> Group Ltd.<br>| 163000 | &nbsp;&nbsp; 273329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sineng Electric Co. <br> Ltd., Class A<br>| 4200 | &nbsp;&nbsp; 13281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sino <br> Biopharmaceutical <br> Ltd.<br>| 1359250 | &nbsp;&nbsp; 1301755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinocare, Inc., <br> Class A<br>| 5900 | &nbsp;&nbsp; 17144 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sinochem <br> International Corp., <br> Class A<br>| 74300 | &nbsp;&nbsp; 41884 |
|  | Sinofert Holdings Ltd. | 910000 | &nbsp;&nbsp; 164341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinofibers Technology <br> Co. Ltd., Class A<br>| 6000 | &nbsp;&nbsp; 29145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinolink Securities Co. <br> Ltd., Class A<br>| 26600 | &nbsp;&nbsp; 34276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinoma International <br> Engineering Co., <br> Class A<br>| 56100 | &nbsp;&nbsp; 70716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinoma Science & <br> Technology Co. <br> Ltd., Class A<br>| 22750 | &nbsp;&nbsp; 88982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinomach Automobile <br> Co. Ltd., Class A<br>| 35400 | &nbsp;&nbsp; 31272 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sinomach Heavy <br> Equipment Group <br> Co. Ltd., Class A<br>| 59800 | &nbsp;&nbsp; 27647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinomach Precision <br> Industry Group Co. <br> Ltd., Class A<br>| 9500 | &nbsp;&nbsp; 25524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinomine Resource <br> Group Co. Ltd., <br> Class A<br>| 8520 | &nbsp;&nbsp; 42757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinopec Engineering <br> Group Co. Ltd., <br> Class H<br>| 563500 | &nbsp;&nbsp; 437536 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinopec Kantons <br> Holdings Ltd.<br>| 388000 | &nbsp;&nbsp; $222929 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sinopec Oilfield <br> Equipment Corp., <br> Class A<br>| 29400 | &nbsp;&nbsp; 28150 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sinopec Oilfield <br> Service Corp., <br> Class H<br>| 696000 | &nbsp;&nbsp; 70140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinopec Shanghai <br> Petrochemical Co. <br> Ltd., Class H<br>| 998000 | &nbsp;&nbsp; 176452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinopep-Allsino Bio <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 4159 | &nbsp;&nbsp; 28375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinopharm Group Co. <br> Ltd., Class H<br>| 416800 | &nbsp;&nbsp; 1001832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sino-Platinum Metals <br> Co. Ltd., Class A<br>| 20919 | &nbsp;&nbsp; 43863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinoseal Holding Co. <br> Ltd., Class A<br>| 2800 | &nbsp;&nbsp; 14459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinosteel Engineering <br> & Technology Co. <br> Ltd., Class A<br>| 37900 | &nbsp;&nbsp; 33256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinosteel New <br> Materials Co. Ltd., <br> Class A<br>| 24200 | &nbsp;&nbsp; 32748 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sino-Synergy <br> Hydrogen Energy <br> Technology Jiaxing <br> Co. Ltd.<br>| 2500 | &nbsp;&nbsp; 2673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinotrans Ltd., <br> Class H<br>| 730000 | &nbsp;&nbsp; 404830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinotruk Hong Kong <br> Ltd.<br>| 254500 | &nbsp;&nbsp; 775602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinotruk Jinan Truck <br> Co. Ltd., Class A<br>| 13400 | &nbsp;&nbsp; 34030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skshu Paint Co. Ltd., <br> Class A<br>| 1960 | &nbsp;&nbsp; 10426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skyworth Digital Co. <br> Ltd., Class A<br>| 21087 | &nbsp;&nbsp; 33394 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Smoore International <br> Holdings Ltd.<br>| 140000 | &nbsp;&nbsp; 377496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Snowsky Salt Industry <br> Group Co. Ltd., <br> Class A<br>| 42600 | &nbsp;&nbsp; 30521 |
| \* | SOHO China Ltd. | 884500 | &nbsp;&nbsp; 65420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sokan New Materials <br> Group Co. Ltd., <br> Class A<br>| 4492 | &nbsp;&nbsp; 23602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Solareast Holdings <br> Co. Ltd., Class A<br>| 15000 | &nbsp;&nbsp; 19829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Songcheng <br> Performance <br> Development Co. <br> Ltd., Class A<br>| 16000 | &nbsp;&nbsp; 18975 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sonoscape Medical <br> Corp., Class A<br>| 4600 | &nbsp;&nbsp; $20441 |
| &nbsp;&nbsp;&nbsp;&nbsp; SooChow Securities <br> Co. Ltd., Class A<br>| 38420 | &nbsp;&nbsp; 50948 |
| &nbsp;&nbsp;&nbsp;&nbsp; Southern Publishing & <br> Media Co. Ltd., <br> Class A<br>| 25700 | &nbsp;&nbsp; 50876 |
| &nbsp;&nbsp;&nbsp;&nbsp; Southwest Securities <br> Co. Ltd., Class A<br>| 71900 | &nbsp;&nbsp; 45257 |
| &nbsp;&nbsp;&nbsp;&nbsp; SPIC Industry-Finance <br> Holdings Co. Ltd., <br> Class A<br>| 33200 | &nbsp;&nbsp; 30889 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spring Airlines Co. <br> Ltd., Class A<br>| 7600 | &nbsp;&nbsp; 55137 |
| SSY Group Ltd. | 685026 | &nbsp;&nbsp; 271874 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stanley Agricultural <br> Group Co. Ltd., <br> Class A<br>| 26700 | &nbsp;&nbsp; 32700 |
| &nbsp;&nbsp;&nbsp;&nbsp; Star Lake Bioscience <br> Co., Inc. Zhaoqing <br> Guangdong, <br> Class A<br>| 47400 | &nbsp;&nbsp; 53291 |
| &nbsp;&nbsp;&nbsp;&nbsp; StarPower <br> Semiconductor Ltd., <br> Class A<br>| 1800 | &nbsp;&nbsp; 21393 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Grid Information <br> & Communication <br> Co. Ltd., Class A<br>| 10100 | &nbsp;&nbsp; 24867 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Grid Yingda Co. <br> Ltd., Class A<br>| 43200 | &nbsp;&nbsp; 31910 |
| &nbsp;&nbsp;&nbsp;&nbsp; STO Express Co. Ltd., <br> Class A<br>| 36200 | &nbsp;&nbsp; 76621 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumavision <br> Technologies Co. <br> Ltd., Class A<br>| 15900 | &nbsp;&nbsp; 12638 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumec Corp. Ltd., <br> Class A<br>| 38000 | &nbsp;&nbsp; 55384 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sun Art Retail Group <br> Ltd.<br>| 703000 | &nbsp;&nbsp; 185298 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sun King Technology <br> Group Ltd.<br>| 370000 | &nbsp;&nbsp; 71060 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sunflower <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 16400 | &nbsp;&nbsp; 37441 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sungrow Power <br> Supply Co. Ltd., <br> Class A<br>| 8260 | &nbsp;&nbsp; 82450 |
| &nbsp;&nbsp;&nbsp;&nbsp; Suning Universal Co. <br> Ltd., Class A<br>| 97900 | &nbsp;&nbsp; 29630 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sunny Optical <br> Technology Group <br> Co. Ltd.<br>| 138500 | &nbsp;&nbsp; 1283248 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sunresin New <br> Materials Co. Ltd., <br> Class A<br>| 5064 | &nbsp;&nbsp; 36360 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunrise Group Co. <br> Ltd., Class A<br>| 25800 | &nbsp;&nbsp; $19972 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sunstone <br> Development Co. <br> Ltd., Class A<br>| 24000 | &nbsp;&nbsp; 75727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suntak Technology <br> Co. Ltd., Class A<br>| 16000 | &nbsp;&nbsp; 29425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunward Intelligent <br> Equipment Co. Ltd., <br> Class A<br>| 35600 | &nbsp;&nbsp; 65477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunwoda Electronic <br> Co. Ltd., Class A<br>| 14382 | &nbsp;&nbsp; 42894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suofeiya Home <br> Collection Co. Ltd., <br> Class A<br>| 11900 | &nbsp;&nbsp; 22568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SUPCON Technology <br> Co. Ltd., Class A<br>| 4279 | &nbsp;&nbsp; 28345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Anjie <br> Technology Co. <br> Ltd., Class A<br>| 14500 | &nbsp;&nbsp; 27105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Dongshan <br> Precision <br> Manufacturing Co. <br> Ltd., Class A<br>| 16200 | &nbsp;&nbsp; 130649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Gold Mantis <br> Construction <br> Decoration Co. Ltd., <br> Class A<br>| 62300 | &nbsp;&nbsp; 31286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Good-Ark <br> Electronics Co. Ltd., <br> Class A<br>| 12600 | &nbsp;&nbsp; 17317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Maxwell <br> Technologies Co. <br> Ltd., Class A<br>| 2300 | &nbsp;&nbsp; 22603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Secote <br> Precision Electronic <br> Co. Ltd., Class A<br>| 7840 | &nbsp;&nbsp; 37740 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou SLAC <br> Precision <br> Equipment Co. Ltd., <br> Class A<br>| 10000 | &nbsp;&nbsp; 21848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Sushi Testing <br> Group Co. Ltd., <br> Class A<br>| 11600 | &nbsp;&nbsp; 26268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou TFC Optical <br> Communication Co. <br> Ltd., Class A<br>| 4860 | &nbsp;&nbsp; 70727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SY Holdings Group <br> Ltd.<br>| 83500 | &nbsp;&nbsp; 149498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Symphony Holdings <br> Ltd.<br>| 450000 | &nbsp;&nbsp; 59605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SYoung Group Co. <br> Ltd., Class A<br>| 8100 | &nbsp;&nbsp; 18935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiji Computer Corp. <br> Ltd., Class A<br>| 15519 | &nbsp;&nbsp; 53385 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taiyuan Heavy <br> Industry Co. Ltd., <br> Class A<br>| 71100 | &nbsp;&nbsp; $23212 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tangrenshen Group <br> Co. Ltd., Class A<br>| 38200 | &nbsp;&nbsp; 25656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tangshan Jidong <br> Cement Co. Ltd., <br> Class A<br>| 29908 | &nbsp;&nbsp; 20189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TangShan Port Group <br> Co. Ltd., Class A<br>| 100337 | &nbsp;&nbsp; 56465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tangshan Sanyou <br> Chemical Industries <br> Co. Ltd., Class A<br>| 53000 | &nbsp;&nbsp; 40300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tasly Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 14300 | &nbsp;&nbsp; 32534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tayho Advanced <br> Materials Group Co. <br> Ltd., Class A<br>| 20300 | &nbsp;&nbsp; 29943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TBEA Co. Ltd., <br> Class A<br>| 43150 | &nbsp;&nbsp; 80972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TCL Electronics <br> Holdings Ltd.<br>| 364666 | &nbsp;&nbsp; 472283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TCL Technology <br> Group Corp., <br> Class A<br>| 167500 | &nbsp;&nbsp; 102284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TCL Zhonghuan <br> Renewable Energy <br> Technology Co. <br> Ltd., Class A<br>| 45175 | &nbsp;&nbsp; 51089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TDG Holdings Co. <br> Ltd., Class A<br>| 44400 | &nbsp;&nbsp; 49610 |
| \*†† | Tech-Pro, Inc. | 1538000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telling <br> Telecommunication <br> Holding Co. Ltd., <br> Class A<br>| 9300 | &nbsp;&nbsp; 13167 |
|  | Tencent Holdings Ltd. | 420100 | &nbsp;&nbsp; 29412124 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tencent Music <br> Entertainment <br> Group, ADR<br>| 105403 | &nbsp;&nbsp; 2212409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Three Squirrels, Inc., <br> Class A<br>| 13400 | &nbsp;&nbsp; 48249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thunder Software <br> Technology Co. <br> Ltd., Class A<br>| 1190 | &nbsp;&nbsp; 9655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tian An China <br> Investment Co. Ltd.<br>| 148000 | &nbsp;&nbsp; 85879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tian Di Science & <br> Technology Co. <br> Ltd., Class A<br>| 67200 | &nbsp;&nbsp; 57556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tian Lun Gas <br> Holdings Ltd.<br>| 35500 | &nbsp;&nbsp; 15342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tiande Chemical <br> Holdings Ltd.<br>| 68000 | &nbsp;&nbsp; 10402 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tianfeng Securities <br> Co. Ltd., Class A<br>| 38200 | &nbsp;&nbsp; $28131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tiangong International <br> Co. Ltd.<br>| 390000 | &nbsp;&nbsp; 100310 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin 712 <br> Communication & <br> Broadcasting Co. <br> Ltd., Class A<br>| 9000 | &nbsp;&nbsp; 26447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin Capital <br> Environmental <br> Protection Group <br> Co. Ltd., Class H<br>| 94000 | &nbsp;&nbsp; 45246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin Chase Sun <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 78900 | &nbsp;&nbsp; 46875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin Development <br> Holdings Ltd.<br>| 46000 | &nbsp;&nbsp; 15207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin Port Co. Ltd., <br> Class A<br>| 65600 | &nbsp;&nbsp; 42078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin Port <br> Development <br> Holdings Ltd.<br>| 682000 | &nbsp;&nbsp; 62560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin Ringpu <br> Bio-Technology Co. <br> Ltd., Class A<br>| 17400 | &nbsp;&nbsp; 50890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin TEDA <br> Resources <br> Recycling Group <br> Co. Ltd., Class A<br>| 34500 | &nbsp;&nbsp; 20949 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tianma <br> Microelectronics Co. <br> Ltd., Class A<br>| 52000 | &nbsp;&nbsp; 66661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianneng Battery <br> Group Co. Ltd., <br> Class A<br>| 7253 | &nbsp;&nbsp; 27709 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tianneng Power <br> International Ltd.<br>| 262000 | &nbsp;&nbsp; 226331 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Tianqi Lithium Corp., <br> Class H<br>| 37000 | &nbsp;&nbsp; 166326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianrun Industry <br> Technology Co. <br> Ltd., Class A<br>| 31800 | &nbsp;&nbsp; 27238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianshan Aluminum <br> Group Co. Ltd., <br> Class A<br>| 91100 | &nbsp;&nbsp; 115173 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TianShan Material Co. <br> Ltd., Class A<br>| 27200 | &nbsp;&nbsp; 19976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianshui Huatian <br> Technology Co. <br> Ltd., Class A<br>| 31900 | &nbsp;&nbsp; 44298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tibet Cheezheng <br> Tibetan Medicine <br> Co. Ltd., Class A<br>| 5300 | &nbsp;&nbsp; 23234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tibet Mineral <br> Development Co. <br> Ltd., Class A<br>| 7100 | &nbsp;&nbsp; 21462 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tibet Rhodiola <br> Pharmaceutical <br> Holding Co., <br> Class A<br>| 8580 | &nbsp;&nbsp; $50686 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tibet Water <br> Resources Ltd.<br>| 405000 | &nbsp;&nbsp; 22087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Time Interconnect <br> Technology Ltd.<br>| 224000 | &nbsp;&nbsp; 266592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tingyi Cayman <br> Islands Holding <br> Corp.<br>| 608000 | &nbsp;&nbsp; 898784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Titan Wind Energy <br> Suzhou Co. Ltd., <br> Class A<br>| 41700 | &nbsp;&nbsp; 37628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TKD Science & <br> Technology Co. <br> Ltd., Class A<br>| 12400 | &nbsp;&nbsp; 25999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tofflon Science & <br> Technology Group <br> Co. Ltd., Class A<br>| 17300 | &nbsp;&nbsp; 36740 |
|  | Tomson Group Ltd. | 12541 | &nbsp;&nbsp; 5128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tong Ren Tang <br> Technologies Co. <br> Ltd., Class H<br>| 160000 | &nbsp;&nbsp; 107299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tongcheng Travel <br> Holdings Ltd.<br>| 410000 | &nbsp;&nbsp; 1027308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tongdao Liepin <br> Group<br>| 33400 | &nbsp;&nbsp; 17719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TongFu <br> Microelectronics Co. <br> Ltd., Class A<br>| 15500 | &nbsp;&nbsp; 60384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tonghua Dongbao <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 39500 | &nbsp;&nbsp; 45525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tongkun Group Co. <br> Ltd., Class A<br>| 23600 | &nbsp;&nbsp; 40563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tongling Jingda <br> Special Magnet <br> Wire Co. Ltd., <br> Class A<br>| 43400 | &nbsp;&nbsp; 45800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tongling Nonferrous <br> Metals Group Co. <br> Ltd., Class A<br>| 153150 | &nbsp;&nbsp; 73843 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tongwei Co. Ltd., <br> Class A<br>| 31488 | &nbsp;&nbsp; 89261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tongyu Heavy <br> Industry Co. Ltd., <br> Class A<br>| 80400 | &nbsp;&nbsp; 31009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Topchoice Medical <br> Corp., Class A<br>| 5462 | &nbsp;&nbsp; 34859 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Topsports International <br> Holdings Ltd.<br>| 497000 | &nbsp;&nbsp; 200514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Towngas Smart <br> Energy Co. Ltd.<br>| 205827 | &nbsp;&nbsp; 104528 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TPV Technology Co. <br> Ltd., Class A<br>| 145100 | &nbsp;&nbsp; 47930 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transfar Zhilian Co. <br> Ltd., Class A<br>| 55900 | &nbsp;&nbsp; $47381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TravelSky Technology <br> Ltd., Class H<br>| 234000 | &nbsp;&nbsp; 372032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triangle Tyre Co. Ltd., <br> Class A<br>| 20900 | &nbsp;&nbsp; 40139 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Trina Solar Co. Ltd., <br> Class A<br>| 17183 | &nbsp;&nbsp; 36947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trip.com Group Ltd. <br> (9961 HK)<br>| 48950 | &nbsp;&nbsp; 3038935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trip.com Group Ltd. <br> (TCOM US), ADR<br>| 4100 | &nbsp;&nbsp; 253995 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Triumph New Energy <br> Co. Ltd., Class H<br>| 62000 | &nbsp;&nbsp; 36803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triumph Science & <br> Technology Co. <br> Ltd., Class A<br>| 17500 | &nbsp;&nbsp; 29080 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Truking Technology <br> Ltd., Class A<br>| 19000 | &nbsp;&nbsp; 22592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Truly International <br> Holdings Ltd.<br>| 596000 | &nbsp;&nbsp; 89355 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tsinghua Tongfang <br> Co. Ltd., Class A<br>| 33600 | &nbsp;&nbsp; 34397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsingtao Brewery Co. <br> Ltd., Class H<br>| 158000 | &nbsp;&nbsp; 1003766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TSP Wind Power <br> Group Co. Ltd.<br>| 23500 | &nbsp;&nbsp; 23455 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Tunghsu <br> Optoelectronic <br> Technology Co. <br> Ltd., Class A<br>| 114400 | &nbsp;&nbsp; 1113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tuniu Corp., <br> Sponsored ADR<br>| 18660 | &nbsp;&nbsp; 14741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unilumin Group Co. <br> Ltd., Class A<br>| 33796 | &nbsp;&nbsp; 33272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Uni-President China <br> Holdings Ltd.<br>| 474000 | &nbsp;&nbsp; 598837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unisplendour Corp. <br> Ltd., Class A<br>| 13200 | &nbsp;&nbsp; 45140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Scientific <br> Industrial Shanghai <br> Co. Ltd., Class A<br>| 23800 | &nbsp;&nbsp; 52416 |
| #†† | Untrade.China Dili | 715599 | &nbsp;&nbsp; 11285 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; UTour Group Co. Ltd., <br> Class A<br>| 26900 | &nbsp;&nbsp; 28368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; V V Food & Beverage <br> Co. Ltd., Class A<br>| 43600 | &nbsp;&nbsp; 20813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valiant Co. Ltd., <br> Class A<br>| 20600 | &nbsp;&nbsp; 36166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vats Liquor Chain <br> Store Management <br> JSC Ltd. (300755 <br> C2), Class A<br>| 2900 | &nbsp;&nbsp; 7320 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vats Liquor Chain <br> Store Management <br> JSC Ltd. (300755 <br> CH), Class A<br>| 5100 | &nbsp;&nbsp; $12873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vatti Corp. Ltd., <br> Class A<br>| 23800 | &nbsp;&nbsp; 21160 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Venustech Group, <br> Inc., Class A<br>| 9800 | &nbsp;&nbsp; 21652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Victory Giant <br> Technology Huizhou <br> Co. Ltd., Class A<br>| 8600 | &nbsp;&nbsp; 227909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vipshop Holdings Ltd., <br> ADR<br>| 133611 | &nbsp;&nbsp; 2016190 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Visionox Technology, <br> Inc., Class A<br>| 33500 | &nbsp;&nbsp; 43735 |
| \*Ω | Viva Biotech Holdings | 484000 | &nbsp;&nbsp; 102373 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Vnet Group, Inc., <br> ADR<br>| 14288 | &nbsp;&nbsp; 118733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Walvax Biotechnology <br> Co. Ltd., Class A<br>| 13300 | &nbsp;&nbsp; 23130 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wanda Film Holding <br> Co. Ltd., Class A<br>| 17800 | &nbsp;&nbsp; 28891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wangneng <br> Environment Co. <br> Ltd., Class A<br>| 12800 | &nbsp;&nbsp; 29955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wangsu Science & <br> Technology Co. <br> Ltd., Class A<br>| 22500 | &nbsp;&nbsp; 34020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wanguo Gold Group <br> Ltd.<br>| 82000 | &nbsp;&nbsp; 316378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wanhua Chemical <br> Group Co. Ltd., <br> Class A<br>| 31100 | &nbsp;&nbsp; 268782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Want Want China <br> Holdings Ltd.<br>| 1696000 | &nbsp;&nbsp; 1225825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wanxiang Qianchao <br> Co. Ltd., Class A<br>| 35900 | &nbsp;&nbsp; 37585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Warom Technology, <br> Inc. Co., Class A<br>| 7100 | &nbsp;&nbsp; 20799 |
|  | Wasion Holdings Ltd. | 212000 | &nbsp;&nbsp; 230309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wasu Media Holding <br> Co. Ltd., Class A<br>| 28700 | &nbsp;&nbsp; 32789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weibo Corp. (9898 <br> HK), Class A<br>| 2800 | &nbsp;&nbsp; 27340 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Weibo Corp. (WB <br> US), Sponsored <br> ADR<br>| 15807 | &nbsp;&nbsp; 152379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weichai Power Co. <br> Ltd., Class H<br>| 583000 | &nbsp;&nbsp; 1235882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weifu <br> High-Technology <br> Group Co. Ltd., <br> Class A<br>| 15900 | &nbsp;&nbsp; 42550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weihai Guangtai <br> Airport Equipment <br> Co. Ltd., Class A<br>| 14900 | &nbsp;&nbsp; 22200 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weihai Guangwei <br> Composites Co. <br> Ltd., Class A<br>| 6960 | &nbsp;&nbsp; $29299 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Weilong Delicious <br> Global Holdings <br> Ltd.<br>| 104200 | &nbsp;&nbsp; 155455 |
| \*Ω | Weimob, Inc. | 50000 | &nbsp;&nbsp; 13934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wellhope Foods Co. <br> Ltd., Class A<br>| 19600 | &nbsp;&nbsp; 23235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wencan Group Co. <br> Ltd., Class A<br>| 9300 | &nbsp;&nbsp; 26750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wens Foodstuff Group <br> Co. Ltd., Class A<br>| 28200 | &nbsp;&nbsp; 67749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wenzhou Yihua <br> Connector Co. Ltd., <br> Class A<br>| 4700 | &nbsp;&nbsp; 25356 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; West China Cement <br> Ltd.<br>| 784000 | &nbsp;&nbsp; 199968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western Metal <br> Materials Co. Ltd., <br> Class A<br>| 12100 | &nbsp;&nbsp; 35852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western Mining Co. <br> Ltd., Class A<br>| 45700 | &nbsp;&nbsp; 105867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western Region Gold <br> Co. Ltd., Class A<br>| 15600 | &nbsp;&nbsp; 41319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western Securities <br> Co. Ltd., Class A<br>| 46800 | &nbsp;&nbsp; 54383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western <br> Superconducting <br> Technologies Co. <br> Ltd., Class A<br>| 4368 | &nbsp;&nbsp; 33052 |
|  | Wharf Holdings Ltd. | 332000 | &nbsp;&nbsp; 944206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Willfar Information <br> Technology Co. <br> Ltd., Class A<br>| 3260 | &nbsp;&nbsp; 15434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Winall Hi-Tech Seed <br> Co. Ltd., Class A<br>| 16600 | &nbsp;&nbsp; 20918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Windey Energy <br> Technology Group <br> Co. Ltd., Class A<br>| 24290 | &nbsp;&nbsp; 42683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wingtech Technology <br> Co. Ltd., Class A<br>| 7700 | &nbsp;&nbsp; 39482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Winner Medical Co. <br> Ltd., Class A<br>| 9300 | &nbsp;&nbsp; 51612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wolong Electric Group <br> Co. Ltd., Class A<br>| 4460 | &nbsp;&nbsp; 14108 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; World Union Group, <br> Inc., Class A<br>| 62600 | &nbsp;&nbsp; 20641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuchan Zhongda <br> Group Co. Ltd., <br> Class A<br>| 70600 | &nbsp;&nbsp; 52842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuhan Dr. Laser <br> Technology Corp. <br> Ltd., Class A<br>| 2600 | &nbsp;&nbsp; 22291 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuhan East Lake <br> High Technology <br> Group Co. Ltd., <br> Class A<br>| 8600 | &nbsp;&nbsp; $11017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuhan Fingu <br> Electronic <br> Technology Co. <br> Ltd., Class A<br>| 12800 | &nbsp;&nbsp; 23587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuhan Raycus Fiber <br> Laser Technologies <br> Co. Ltd., Class A<br>| 6000 | &nbsp;&nbsp; 24691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuhu Token Science <br> Co. Ltd., Class A<br>| 56700 | &nbsp;&nbsp; 47411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuliangye Yibin Co. <br> Ltd., Class A<br>| 21400 | &nbsp;&nbsp; 359950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuling Motors <br> Holdings Ltd.<br>| 130000 | &nbsp;&nbsp; 7953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WUS Printed Circuit <br> Kunshan Co. Ltd., <br> Class A<br>| 5300 | &nbsp;&nbsp; 41184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wushang Group Co. <br> Ltd., Class A<br>| 15200 | &nbsp;&nbsp; 19795 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; WuXi AppTec Co. Ltd., <br> Class H<br>| 47139 | &nbsp;&nbsp; 628797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Autowell <br> Technology Co. <br> Ltd., Class A<br>| 5999 | &nbsp;&nbsp; 27433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Best Precision <br> Machinery Co. Ltd., <br> Class A<br>| 12500 | &nbsp;&nbsp; 42796 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Biologics <br> Cayman, Inc.<br>| 743000 | &nbsp;&nbsp; 3021061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Boton <br> Technology Co. <br> Ltd., Class A<br>| 6600 | &nbsp;&nbsp; 22154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi DK Electronic <br> Materials Co. Ltd., <br> Class A<br>| 2700 | &nbsp;&nbsp; 16051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Huaguang <br> Environment & <br> Energy Group Co. <br> Ltd., Class A<br>| 28200 | &nbsp;&nbsp; 55258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi NCE Power Co. <br> Ltd., Class A<br>| 6440 | &nbsp;&nbsp; 28532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Paike New <br> Materials <br> Technology Co. <br> Ltd., Class A<br>| 3200 | &nbsp;&nbsp; 32484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 43600 | &nbsp;&nbsp; 36463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Taiji Industry Ltd. <br> Co., Class A<br>| 34100 | &nbsp;&nbsp; 31144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Xinje Electric <br> Co. Ltd., Class A<br>| 3000 | &nbsp;&nbsp; 22934 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; XCMG Construction <br> Machinery Co. Ltd., <br> Class A<br>| 97300 | &nbsp;&nbsp; $113310 |
|  | XGD, Inc., Class A | 13300 | &nbsp;&nbsp; 54880 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Xiabuxiabu Catering <br> Management China <br> Holdings Co. Ltd.<br>| 395000 | &nbsp;&nbsp; 39112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Amoytop <br> Biotech Co. Ltd., <br> Class A<br>| 3449 | &nbsp;&nbsp; 43728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Bank Co. Ltd., <br> Class A<br>| 73700 | &nbsp;&nbsp; 70163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen C & D, Inc., <br> Class A<br>| 29400 | &nbsp;&nbsp; 41430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Changelight <br> Co. Ltd., Class A<br>| 23300 | &nbsp;&nbsp; 38063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Faratronic Co. <br> Ltd., Class A<br>| 2600 | &nbsp;&nbsp; 39686 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Hongxin <br> Electronics <br> Technology Group, <br> Inc., Class A<br>| 4200 | &nbsp;&nbsp; 17213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen ITG Group <br> Corp. Ltd., Class A<br>| 48620 | &nbsp;&nbsp; 42524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Jihong <br> Technology Co. <br> Ltd., Class A<br>| 16700 | &nbsp;&nbsp; 39107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Kingdomway <br> Group Co., Class A<br>| 12523 | &nbsp;&nbsp; 34367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Tungsten Co. <br> Ltd., Class A<br>| 33400 | &nbsp;&nbsp; 107612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Xiangyu Co. <br> Ltd., Class A<br>| 73200 | &nbsp;&nbsp; 72506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xi'an Bright Laser <br> Technologies Co. <br> Ltd., Class A<br>| 3157 | &nbsp;&nbsp; 25875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xi'an Manareco New <br> Materials Co. Ltd., <br> Class A<br>| 4416 | &nbsp;&nbsp; 25159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xi'An Shaangu Power <br> Co. Ltd., Class A<br>| 34300 | &nbsp;&nbsp; 41937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xi'an Triangle Defense <br> Co. Ltd., Class A<br>| 9400 | &nbsp;&nbsp; 34800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiandai Investment <br> Co. Ltd., Class A<br>| 58000 | &nbsp;&nbsp; 34590 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xiangcai Co. Ltd., <br> Class A<br>| 34400 | &nbsp;&nbsp; 51936 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xiangtan Electric <br> Manufacturing Co. <br> Ltd., Class A<br>| 12400 | &nbsp;&nbsp; 24020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiangtan <br> Electrochemical <br> Scientific Co. Ltd., <br> Class A<br>| 18500 | &nbsp;&nbsp; 34226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xianhe Co. Ltd., <br> Class A<br>| 15000 | &nbsp;&nbsp; 44328 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Xiaomi Corp., <br> Class B<br>| 359400 | &nbsp;&nbsp; $2418025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xilinmen Furniture Co. <br> Ltd., Class A<br>| 8700 | &nbsp;&nbsp; 18928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinfengming Group <br> Co. Ltd., Class A<br>| 40600 | &nbsp;&nbsp; 69514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xingfa Aluminium <br> Holdings Ltd.<br>| 55000 | &nbsp;&nbsp; 59539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinhua Winshare <br> Publishing & Media <br> Co. Ltd., Class H<br>| 129000 | &nbsp;&nbsp; 193011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinhuanet Co. Ltd., <br> Class A<br>| 10790 | &nbsp;&nbsp; 28565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinjiang <br> Communications <br> Construction Group <br> Co. Ltd., Class A<br>| 26300 | &nbsp;&nbsp; 43667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinjiang Joinworld Co. <br> Ltd., Class A<br>| 30300 | &nbsp;&nbsp; 29710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinjiang Qingsong <br> Building Materials & <br> Chemicals Group <br> Co. Ltd., Class A<br>| 50900 | &nbsp;&nbsp; 28544 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xinjiang Xintai Natural <br> Gas Co. Ltd., <br> Class A<br>| 5280 | &nbsp;&nbsp; 21057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinjiang Xinxin Mining <br> Industry Co. Ltd., <br> Class H<br>| 288000 | &nbsp;&nbsp; 40374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinjiang Xuefeng <br> Sci-Tech Group Co. <br> Ltd., Class A<br>| 20300 | &nbsp;&nbsp; 23807 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xinte Energy Co. Ltd., <br> Class H<br>| 103200 | &nbsp;&nbsp; 87263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinxiang Chemical <br> Fiber Co. Ltd., <br> Class A<br>| 39900 | &nbsp;&nbsp; 21583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinxiang Richful Lube <br> Additive Co. Ltd., <br> Class A<br>| 4940 | &nbsp;&nbsp; 38126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinxing Ductile Iron <br> Pipes Co. Ltd., <br> Class A<br>| 64700 | &nbsp;&nbsp; 33849 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Xinyi Energy Holdings <br> Ltd.<br>| 754510 | &nbsp;&nbsp; 119425 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Xinyi Solar Holdings <br> Ltd.<br>| 1312273 | &nbsp;&nbsp; 508012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinyu Iron & Steel Co. <br> Ltd., Class A<br>| 95802 | &nbsp;&nbsp; 57750 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xinzhi Group Co. Ltd., <br> Class A<br>| 7900 | &nbsp;&nbsp; 23522 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xizang Zhufeng <br> Resources Co. Ltd., <br> Class A<br>| 13500 | &nbsp;&nbsp; 22016 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xizi Clean Energy <br> Equipment <br> Manufacturing Co. <br> Ltd., Class A<br>| 12100 | &nbsp;&nbsp; $21147 |
| \* | XPeng, Inc., Class A | 138700 | &nbsp;&nbsp; 1262169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xtep International <br> Holdings Ltd.<br>| 542275 | &nbsp;&nbsp; 388247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xuji Electric Co. Ltd., <br> Class A<br>| 11600 | &nbsp;&nbsp; 36553 |
| \* | Xunlei Ltd., ADR | 27524 | &nbsp;&nbsp; 127161 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Yadea Group Holdings <br> Ltd.<br>| 413501 | &nbsp;&nbsp; 650678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yangling Metron New <br> Material, Inc., <br> Class A<br>| 18088 | &nbsp;&nbsp; 35987 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Yangtze Optical Fibre <br> & Cable Joint Stock <br> Co. Ltd., Class H<br>| 36500 | &nbsp;&nbsp; 124939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yangzhou Yangjie <br> Electronic <br> Technology Co. <br> Ltd., Class A<br>| 5300 | &nbsp;&nbsp; 39266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yankershop Food Co. <br> Ltd., Class A<br>| 5560 | &nbsp;&nbsp; 52534 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yankuang Energy <br> Group Co. Ltd., <br> Class H<br>| 954900 | &nbsp;&nbsp; 1088713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yantai Changyu <br> Pioneer Wine Co. <br> Ltd., Class A<br>| 9500 | &nbsp;&nbsp; 28312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yantai China Pet <br> Foods Co. Ltd., <br> Class A<br>| 6800 | &nbsp;&nbsp; 53576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yantai Dongcheng <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 12900 | &nbsp;&nbsp; 30250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yantai Eddie Precision <br> Machinery Co. Ltd., <br> Class A<br>| 17300 | &nbsp;&nbsp; 43485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yantai Jereh Oilfield <br> Services Group Co. <br> Ltd., Class A<br>| 17900 | &nbsp;&nbsp; 96716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YanTai Shuangta <br> Food Co. Ltd., <br> Class A<br>| 35700 | &nbsp;&nbsp; 26326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yantai Zhenghai <br> Magnetic Material <br> Co. Ltd., Class A<br>| 12800 | &nbsp;&nbsp; 28146 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yatsen Holding Ltd., <br> ADR<br>| 18246 | &nbsp;&nbsp; 162572 |
| #\* | Yeahka Ltd. | 35600 | &nbsp;&nbsp; 63519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yealink Network <br> Technology Corp. <br> Ltd., Class A<br>| 5980 | &nbsp;&nbsp; 27801 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yechiu Metal <br> Recycling China <br> Ltd., Class A<br>| 72100 | &nbsp;&nbsp; $26118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YGSOFT, Inc., <br> Class A<br>| 22752 | &nbsp;&nbsp; 19723 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yibin Tianyuan Group <br> Co. Ltd., Class A<br>| 18531 | &nbsp;&nbsp; 13278 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; YiChang HEC <br> ChangJiang <br> Pharmaceutical Co. <br> Ltd., Class H<br>| 121200 | &nbsp;&nbsp; 222020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yifan Pharmaceutical <br> Co. Ltd., Class A<br>| 14700 | &nbsp;&nbsp; 30000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yifeng Pharmacy <br> Chain Co. Ltd., <br> Class A<br>| 14396 | &nbsp;&nbsp; 47346 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yihai International <br> Holding Ltd.<br>| 166000 | &nbsp;&nbsp; 285817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yindu Kitchen <br> Equipment Co. Ltd., <br> Class A<br>| 9715 | &nbsp;&nbsp; 22215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yiren Digital Ltd., <br> Sponsored ADR<br>| 26711 | &nbsp;&nbsp; 158129 |
| Ω | Yixin Group Ltd. | 685500 | &nbsp;&nbsp; 219582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yixintang <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 12900 | &nbsp;&nbsp; 26838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yizumi Holdings Co. <br> Ltd., Class A<br>| 15200 | &nbsp;&nbsp; 43538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yonfer Agricultural <br> Technology Co. <br> Ltd., Class A<br>| 33700 | &nbsp;&nbsp; 66547 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yonghui Superstores <br> Co. Ltd., Class A<br>| 71500 | &nbsp;&nbsp; 46666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yongjin Technology <br> Group Co. Ltd.<br>| 7800 | &nbsp;&nbsp; 19277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YongXing Special <br> Materials <br> Technology Co. <br> Ltd., Class A<br>| 12550 | &nbsp;&nbsp; 61008 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yonyou Network <br> Technology Co. <br> Ltd., Class A<br>| 4300 | &nbsp;&nbsp; 9431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yotrio Group Co. Ltd., <br> Class A<br>| 69200 | &nbsp;&nbsp; 36019 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Youcare <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 8600 | &nbsp;&nbsp; 37307 |
| #\* | Youdao, Inc., ADR | 4363 | &nbsp;&nbsp; 37958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Youngor Fashion Co. <br> Ltd., Class A<br>| 66020 | &nbsp;&nbsp; 67368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Youngy Co. Ltd., <br> Class A<br>| 2300 | &nbsp;&nbsp; 11009 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Youzu Interactive Co. <br> Ltd., Class A<br>| 21200 | &nbsp;&nbsp; $43475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YTO Express Group <br> Co. Ltd., Class A<br>| 35300 | &nbsp;&nbsp; 72179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuan Longping <br> High-tech <br> Agriculture Co. Ltd., <br> Class A<br>| 12000 | &nbsp;&nbsp; 16604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuexiu Property Co. <br> Ltd.<br>| 442800 | &nbsp;&nbsp; 260389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuexiu Services <br> Group Ltd.<br>| 142500 | &nbsp;&nbsp; 53611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuexiu Transport <br> Infrastructure Ltd.<br>| 154000 | &nbsp;&nbsp; 74779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yueyang Forest & <br> Paper Co. Ltd., <br> Class A<br>| 32100 | &nbsp;&nbsp; 21189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yum China Holdings, <br> Inc. (9987 HK)<br>| 24050 | &nbsp;&nbsp; 1116642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yum China Holdings, <br> Inc. (YUMC US)<br>| 63724 | &nbsp;&nbsp; 2974636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YUNDA Holding <br> Group Co. Ltd., <br> Class A<br>| 52010 | &nbsp;&nbsp; 54862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yunnan Aluminium <br> Co. Ltd., Class A<br>| 53300 | &nbsp;&nbsp; 114811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yunnan Baiyao Group <br> Co. Ltd., Class A<br>| 4900 | &nbsp;&nbsp; 38166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yunnan Chihong <br> Zinc&Germanium <br> Co. Ltd., Class A<br>| 85300 | &nbsp;&nbsp; 64677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yunnan Copper Co. <br> Ltd., Class A<br>| 30100 | &nbsp;&nbsp; 54025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yunnan Energy <br> Investment Co. Ltd., <br> Class A<br>| 32600 | &nbsp;&nbsp; 48132 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yunnan Energy New <br> Material Co. Ltd., <br> Class A<br>| 5400 | &nbsp;&nbsp; 22144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yunnan Tin Co. Ltd., <br> Class A<br>| 46900 | &nbsp;&nbsp; 115904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yunnan Yuntianhua <br> Co. Ltd., Class A<br>| 14000 | &nbsp;&nbsp; 47906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yusys Technologies <br> Co. Ltd., Class A<br>| 12200 | &nbsp;&nbsp; 45133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yutong Bus Co. Ltd., <br> Class A<br>| 21740 | &nbsp;&nbsp; 75236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZBOM Home <br> Collection Co. Ltd., <br> Class A<br>| 15356 | &nbsp;&nbsp; 21166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zengame Technology <br> Holding Ltd.<br>| 116000 | &nbsp;&nbsp; 34630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhangzhou <br> Pientzehuang <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 2800 | &nbsp;&nbsp; 77472 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhaojin Mining <br> Industry Co. Ltd., <br> Class H<br>| 412500 | &nbsp;&nbsp; $1024331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhefu Holding Group <br> Co. Ltd., Class A<br>| 129500 | &nbsp;&nbsp; 65271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Asia-Pacific <br> Mechanical & <br> Electronic Co. Ltd., <br> Class A<br>| 22500 | &nbsp;&nbsp; 34179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Ausun <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 21500 | &nbsp;&nbsp; 34580 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Century <br> Huatong Group Co. <br> Ltd., Class A<br>| 31680 | &nbsp;&nbsp; 55878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Cfmoto <br> Power Co. Ltd., <br> Class A<br>| 1600 | &nbsp;&nbsp; 49653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Changsheng <br> Sliding Bearings <br> Co. Ltd., Class A<br>| 1600 | &nbsp;&nbsp; 19510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang China <br> Commodities City <br> Group Co. Ltd., <br> Class A<br>| 20000 | &nbsp;&nbsp; 59106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Chint <br> Electrics Co. Ltd., <br> Class A<br>| 20002 | &nbsp;&nbsp; 63110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang <br> Communications <br> Technology Co. <br> Ltd., Class A<br>| 82620 | &nbsp;&nbsp; 46227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Conba <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 47500 | &nbsp;&nbsp; 30669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang <br> Crystal-Optech Co. <br> Ltd., Class A<br>| 9400 | &nbsp;&nbsp; 27166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Dahua <br> Technology Co. <br> Ltd., Class A<br>| 21744 | &nbsp;&nbsp; 49037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Daily Digital <br> Culture Group Co. <br> Ltd., Class A<br>| 25100 | &nbsp;&nbsp; 48246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Dingli <br> Machinery Co. Ltd., <br> Class A<br>| 5880 | &nbsp;&nbsp; 40265 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Dun'An <br> Artificial <br> Environment Co. <br> Ltd., Class A<br>| 24700 | &nbsp;&nbsp; 39097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Expressway <br> Co. Ltd., Class H<br>| 291240 | &nbsp;&nbsp; 277496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Garden <br> Biopharmaceutical <br> Co. Ltd., Class A<br>| 8900 | &nbsp;&nbsp; 19822 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang <br> Guyuelongshan <br> Shaoxing Wine Co. <br> Ltd., Class A<br>| 19500 | &nbsp;&nbsp; $26530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Haikong <br> Nanke Huatie <br> Digital Intelligence <br> & Technology Co. <br> Ltd.<br>| 37996 | &nbsp;&nbsp; 58942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Hailiang Co. <br> Ltd., Class A<br>| 40100 | &nbsp;&nbsp; 60961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Hailide New <br> Material Co. Ltd., <br> Class A<br>| 35500 | &nbsp;&nbsp; 27354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang HangKe <br> Technology, Inc. <br> Co., Class A<br>| 13537 | &nbsp;&nbsp; 37510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Hangmin Co. <br> Ltd., Class A<br>| 41300 | &nbsp;&nbsp; 40791 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Hisoar <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 35400 | &nbsp;&nbsp; 30715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Hisun <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 38500 | &nbsp;&nbsp; 60908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Huace Film <br> & Television Co. <br> Ltd., Class A<br>| 30900 | &nbsp;&nbsp; 32790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Huahai <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 23500 | &nbsp;&nbsp; 72561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Huangma <br> Technology Co. <br> Ltd., Class A<br>| 14500 | &nbsp;&nbsp; 25802 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Huatong <br> Meat Products Co. <br> Ltd., Class A<br>| 13500 | &nbsp;&nbsp; 19502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Huayou <br> Cobalt Co. Ltd., <br> Class A<br>| 16980 | &nbsp;&nbsp; 103940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jiahua <br> Energy Chemical <br> Industry Co. Ltd., <br> Class A<br>| 38900 | &nbsp;&nbsp; 47963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jiemei <br> Electronic & <br> Technology Co. <br> Ltd., Class A<br>| 14600 | &nbsp;&nbsp; 51235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jinggong <br> Integration <br> Technology Co. <br> Ltd., Class A<br>| 5800 | &nbsp;&nbsp; 13191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jingsheng <br> Mechanical & <br> Electrical Co. Ltd., <br> Class A<br>| 19300 | &nbsp;&nbsp; 74607 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jingxin <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 25160 | &nbsp;&nbsp; $57632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang JIULI Hi-tech <br> Metals Co. Ltd., <br> Class A<br>| 18400 | &nbsp;&nbsp; 57124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jiuzhou <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 21000 | &nbsp;&nbsp; 55191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jolly <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 20500 | &nbsp;&nbsp; 53282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Juhua Co. <br> Ltd., Class A<br>| 6300 | &nbsp;&nbsp; 23371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Lante Optics <br> Co. Ltd., Class A<br>| 9195 | &nbsp;&nbsp; 34772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Longsheng <br> Group Co. Ltd., <br> Class A<br>| 34600 | &nbsp;&nbsp; 50862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Medicine Co. <br> Ltd., Class A<br>| 26043 | &nbsp;&nbsp; 57589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Narada <br> Power Source Co. <br> Ltd., Class A<br>| 10300 | &nbsp;&nbsp; 20856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang NHU Co. <br> Ltd., Class A<br>| 22076 | &nbsp;&nbsp; 68660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Orient <br> Financial Holdings <br> Group Co. Ltd., <br> Class A<br>| 44490 | &nbsp;&nbsp; 37352 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Orient Gene <br> Biotech Co. Ltd., <br> Class A<br>| 5296 | &nbsp;&nbsp; 20836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Qianjiang <br> Motorcycle Co. Ltd., <br> Class A<br>| 21900 | &nbsp;&nbsp; 48869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Runtu Co. <br> Ltd., Class A<br>| 37200 | &nbsp;&nbsp; 39323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Sanhua <br> Intelligent Controls <br> Co. Ltd., Class A<br>| 11500 | &nbsp;&nbsp; 42138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Semir <br> Garment Co. Ltd., <br> Class A<br>| 67100 | &nbsp;&nbsp; 49525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Shaoxing <br> RuiFeng Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 38980 | &nbsp;&nbsp; 30592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Songyuan <br> Automotive Safety <br> Systems Co. Ltd., <br> Class A<br>| 8400 | &nbsp;&nbsp; 28214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Southeast <br> Space Frame Co. <br> Ltd., Class A<br>| 20100 | &nbsp;&nbsp; 12136 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Sunriver <br> Culture Tourism Co. <br> Ltd., Class A<br>| 16700 | &nbsp;&nbsp; $17912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Supor Co. <br> Ltd., Class A<br>| 4250 | &nbsp;&nbsp; 30625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Taihua New <br> Material Group Co. <br> Ltd., Class A<br>| 26900 | &nbsp;&nbsp; 36054 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Tiantie <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 17409 | &nbsp;&nbsp; 17200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Tianyu <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 7380 | &nbsp;&nbsp; 26866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Wanfeng <br> Auto Wheel Co. <br> Ltd., Class A<br>| 20700 | &nbsp;&nbsp; 47454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Wanliyang <br> Co. Ltd., Class A<br>| 40300 | &nbsp;&nbsp; 42045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Wanma Co. <br> Ltd., Class A<br>| 31700 | &nbsp;&nbsp; 62763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Wansheng <br> Co. Ltd., Class A<br>| 14800 | &nbsp;&nbsp; 20644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Weiming <br> Environment <br> Protection Co. Ltd., <br> Class A<br>| 32377 | &nbsp;&nbsp; 85615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Weixing <br> Industrial <br> Development Co. <br> Ltd., Class A<br>| 24400 | &nbsp;&nbsp; 36247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Weixing New <br> Building Materials <br> Co. Ltd., Class A<br>| 23500 | &nbsp;&nbsp; 34825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Wolwo <br> Bio-Pharmaceutical <br> Co. Ltd., Class A<br>| 7200 | &nbsp;&nbsp; 25376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Xianju <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 31100 | &nbsp;&nbsp; 46686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Xinan <br> Chemical Industrial <br> Group Co. Ltd., <br> Class A<br>| 40420 | &nbsp;&nbsp; 56878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Yasha <br> Decoration Co. Ltd., <br> Class A<br>| 25400 | &nbsp;&nbsp; 13894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Yinlun <br> Machinery Co. Ltd., <br> Class A<br>| 23500 | &nbsp;&nbsp; 94352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Yonghe <br> Refrigerant Co. Ltd., <br> Class A<br>| 11200 | &nbsp;&nbsp; 38471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhende Medical Co. <br> Ltd., Class A<br>| 9000 | &nbsp;&nbsp; 27652 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhenjiang Dongfang <br> Electric Heating <br> Technology Co. <br> Ltd., Class A<br>| 45400 | &nbsp;&nbsp; $31710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zheshang Securities <br> Co. Ltd., Class A<br>| 22000 | &nbsp;&nbsp; 34681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhewen Interactive <br> Group Co. Ltd., <br> Class A<br>| 31700 | &nbsp;&nbsp; 37688 |
| #\* | Zhihu, Inc. | 25800 | &nbsp;&nbsp; 37034 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; ZhongAn Online P&C <br> Insurance Co. Ltd., <br> Class H<br>| 189800 | &nbsp;&nbsp; 485720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongji Innolight Co. <br> Ltd., Class A<br>| 2240 | &nbsp;&nbsp; 67175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongjin Gold Corp. <br> Ltd., Class A<br>| 38900 | &nbsp;&nbsp; 77393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZhongMan Petroleum <br> & Natural Gas <br> Group Corp. Ltd., <br> Class A<br>| 12800 | &nbsp;&nbsp; 34756 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhongnongfa Seed <br> Industry Group Co. <br> Ltd., Class A<br>| 28400 | &nbsp;&nbsp; 25141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongshan Broad <br> Ocean Motor Co. <br> Ltd., Class A<br>| 52500 | &nbsp;&nbsp; 47748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongshan Public <br> Utilities Group Co. <br> Ltd., Class A<br>| 20300 | &nbsp;&nbsp; 26409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongsheng Group <br> Holdings Ltd.<br>| 253000 | &nbsp;&nbsp; 425574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongtai Securities <br> Co. Ltd., Class A<br>| 43500 | &nbsp;&nbsp; 40293 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Zhongtian Financial <br> Group Co. Ltd., <br> Class A<br>| 187255 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongtong Bus <br> Holding Co. Ltd., <br> Class A<br>| 13500 | &nbsp;&nbsp; 20483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongyu Energy <br> Holdings Ltd.<br>| 167477 | &nbsp;&nbsp; 82159 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Zhongyuan Bank Co. <br> Ltd., Class H<br>| 250000 | &nbsp;&nbsp; 11760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongyuan <br> Environment-Protection <br> Co. Ltd., Class A<br>| 40400 | &nbsp;&nbsp; 46305 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Zhou Hei Ya <br> International <br> Holdings Co. Ltd.<br>| 194000 | &nbsp;&nbsp; 68021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhuhai Huafa <br> Properties Co. Ltd., <br> Class A<br>| 55300 | &nbsp;&nbsp; 36764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhuzhou CRRC Times <br> Electric Co. Ltd., <br> Class H<br>| 86400 | &nbsp;&nbsp; 350472 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhuzhou Hongda <br> Electronics Corp. <br> Ltd., Class A<br>| 2900 | &nbsp;&nbsp; $14248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhuzhou Kibing Group <br> Co. Ltd., Class A<br>| 50200 | &nbsp;&nbsp; 43357 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhuzhou Smelter <br> Group Co. Ltd., <br> Class A<br>| 29300 | &nbsp;&nbsp; 45857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhuzhou Times New <br> Material Technology <br> Co. Ltd., Class A<br>| 24200 | &nbsp;&nbsp; 42929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zibo Qixiang Tengda <br> Chemical Co. Ltd., <br> Class A<br>| 62500 | &nbsp;&nbsp; 43719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zijin Mining Group Co. <br> Ltd., Class H<br>| 760000 | &nbsp;&nbsp; 2015261 |
| #Ω | ZJLD Group, Inc. | 16600 | &nbsp;&nbsp; 14155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZJMI Environmental <br> Energy Co. Ltd., <br> Class A<br>| 19700 | &nbsp;&nbsp; 36050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZMJ Group Co. Ltd., <br> Class H<br>| 99800 | &nbsp;&nbsp; 190009 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Zoomlion Heavy <br> Industry Science & <br> Technology Co. <br> Ltd., Class H<br>| 406800 | &nbsp;&nbsp; 317463 |
|  | ZTE Corp., Class H | 61360 | &nbsp;&nbsp; 193604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZTO Express <br> Cayman, Inc. (2057 <br> HK)<br>| 87350 | &nbsp;&nbsp; 1702854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZTO Express <br> Cayman, Inc. (ZTO <br> US), ADR<br>| 28315 | &nbsp;&nbsp; 557522 |
| #\* | Zx, Inc. | 23800 | &nbsp;&nbsp; 41220 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Zylox-Tonbridge <br> Medical Technology <br> Co. Ltd.<br>| 24000 | &nbsp;&nbsp; 72389 |
| TOTAL CHINA | TOTAL CHINA |  | &nbsp;&nbsp; 376596498 |
| COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) |
|  | Celsia SA | 79751 | &nbsp;&nbsp; 89549 |
|  | Cementos Argos SA | 44014 | &nbsp;&nbsp; 115457 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Corp. Financiera <br> Colombiana SA<br>| 36451 | &nbsp;&nbsp; 152746 |
|  | Grupo Argos SA | 44231 | &nbsp;&nbsp; 179643 |
|  | Grupo Cibest SA | 12889 | &nbsp;&nbsp; 167820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Cibest SA, <br> ADR<br>| 7094 | &nbsp;&nbsp; 308022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo de Inversiones <br> Suramericana SA<br>| 11237 | &nbsp;&nbsp; 124024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Energia Bogota <br> SA ESP<br>| 88951 | &nbsp;&nbsp; 62690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Interconexion Electrica <br> SA ESP<br>| 24653 | &nbsp;&nbsp; 123685 |
|  | Mineros SA | 44303 | &nbsp;&nbsp; 80017 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COLOMBIA — (Continued) | COLOMBIA — (Continued) | COLOMBIA — (Continued) | COLOMBIA — (Continued) |
|  | Promigas SA ESP | 11599 | &nbsp;&nbsp; $18566 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | &nbsp;&nbsp; 1422219 |
| CZECH REPUBLIC — (0.0%) | CZECH REPUBLIC — (0.0%) | CZECH REPUBLIC — (0.0%) | CZECH REPUBLIC — (0.0%) |
|  | CEZ AS | 12725 | &nbsp;&nbsp; 737278 |
|  | Komercni Banka AS | 9798 | &nbsp;&nbsp; 466733 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Moneta Money Bank <br> AS<br>| 96987 | &nbsp;&nbsp; 674606 |
|  | Philip Morris CR AS | 132 | &nbsp;&nbsp; 106497 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CZECH <br> REPUBLIC | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CZECH <br> REPUBLIC |  | &nbsp;&nbsp; 1985114 |
| DENMARK — (1.5%) | DENMARK — (1.5%) | DENMARK — (1.5%) | DENMARK — (1.5%) |
| \* | ALK-Abello AS | 43956 | &nbsp;&nbsp; 1275331 |
|  | Alm Brand AS | 345580 | &nbsp;&nbsp; 953215 |
| # | Ambu AS, Class B | 59585 | &nbsp;&nbsp; 869815 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AP Moller - Maersk <br> AS (MAERSKA <br> DC), Class A<br>| 328 | &nbsp;&nbsp; 643591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AP Moller - Maersk <br> AS (MAERSKB <br> DC), Class B<br>| 476 | &nbsp;&nbsp; 939986 |
| \* | Bang & Olufsen AS | 38004 | &nbsp;&nbsp; 75983 |
| \* | Bavarian Nordic AS | 29195 | &nbsp;&nbsp; 1056746 |
| #\* | Bioporto AS | 51729 | &nbsp;&nbsp; 10400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carlsberg AS, <br> Class B<br>| 16394 | &nbsp;&nbsp; 2043794 |
| # | cBrain AS | 2762 | &nbsp;&nbsp; 90075 |
|  | Chemometec AS | 4476 | &nbsp;&nbsp; 345463 |
| # | Coloplast AS, Class B | 12555 | &nbsp;&nbsp; 1146673 |
|  | Columbus AS | 22994 | &nbsp;&nbsp; 34872 |
|  | D/S Norden AS | 11411 | &nbsp;&nbsp; 396838 |
|  | Danske Bank AS | 88541 | &nbsp;&nbsp; 3512552 |
| \* | Demant AS | 25927 | &nbsp;&nbsp; 982312 |
| \* | Dfds AS | 9651 | &nbsp;&nbsp; 173264 |
|  | DSV AS | 13984 | &nbsp;&nbsp; 3133631 |
|  | FLSmidth & Co. AS | 15154 | &nbsp;&nbsp; 891454 |
|  | Foroya Banki P | 1557 | &nbsp;&nbsp; 45008 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Genmab AS (GMAB <br> DC)<br>| 11337 | &nbsp;&nbsp; 2440827 |
| #\* | GN Store Nord AS | 42577 | &nbsp;&nbsp; 609939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; H Lundbeck AS <br> (HLUNA DC), <br> Class A<br>| 15876 | &nbsp;&nbsp; 71025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; H Lundbeck AS <br> (HLUNB DC)<br>| 85585 | &nbsp;&nbsp; 445877 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; H&H International AS, <br> Class B<br>| 7342 | &nbsp;&nbsp; 117064 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Harboes Bryggeri AS, <br> Class B<br>| 361 | &nbsp;&nbsp; 7313 |
| #\* | Huscompagniet AS | 5429 | &nbsp;&nbsp; 38614 |
|  | ISS AS | 49193 | &nbsp;&nbsp; 1414119 |
| # | Jeudan AS | 1549 | &nbsp;&nbsp; 50263 |
|  | Jyske Bank AS | 23137 | &nbsp;&nbsp; 2322778 |
|  | Matas AS | 14399 | &nbsp;&nbsp; 295354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MT Hoejgaard Holding <br> AS<br>| 809 | &nbsp;&nbsp; 50962 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Netcompany Group <br> AS<br>| 13978 | &nbsp;&nbsp; $512570 |
| \* | Nilfisk Holding AS | 5306 | &nbsp;&nbsp; 75531 |
| \* | NKT AS | 21035 | &nbsp;&nbsp; 1850507 |
| #\*Ω | NNIT AS | 3224 | &nbsp;&nbsp; 32549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Novo Nordisk AS <br> (NOVOB DC), <br> Class B<br>| 260349 | &nbsp;&nbsp; 12108303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Novonesis <br> Novozymes B, <br> Class B<br>| 47182 | &nbsp;&nbsp; 3052558 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; NTG Nordic Transport <br> Group AS<br>| 2304 | &nbsp;&nbsp; 69051 |
| #\*Ω | Orsted AS | 10714 | &nbsp;&nbsp; 504967 |
|  | Pandora AS | 25412 | &nbsp;&nbsp; 4195409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Parken Sport & <br> Entertainment AS<br>| 2257 | &nbsp;&nbsp; 58135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Per Aarsleff Holding <br> AS<br>| 8213 | &nbsp;&nbsp; 884516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ringkjoebing <br> Landbobank AS<br>| 10234 | &nbsp;&nbsp; 2256100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rockwool AS, <br> Class A<br>| 18180 | &nbsp;&nbsp; 800313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rockwool AS, <br> Class B<br>| 37950 | &nbsp;&nbsp; 1662992 |
|  | Royal Unibrew AS | 19787 | &nbsp;&nbsp; 1480033 |
| \* | RTX AS | 3370 | &nbsp;&nbsp; 42237 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Scandinavian Tobacco <br> Group AS<br>| 22732 | &nbsp;&nbsp; 297510 |
|  | Schouw & Co. AS | 5347 | &nbsp;&nbsp; 503606 |
| # | Solar AS, Class B | 1720 | &nbsp;&nbsp; 74216 |
|  | SP Group AS | 2778 | &nbsp;&nbsp; 113566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sparekassen <br> Sjaelland-Fyn AS<br>| 3119 | &nbsp;&nbsp; 158659 |
|  | Sydbank AS | 27804 | &nbsp;&nbsp; 2059921 |
| # | Tivoli AS | 821 | &nbsp;&nbsp; 77537 |
|  | TORM PLC, Class A | 18342 | &nbsp;&nbsp; 338092 |
| \* | Trifork Group AG | 809 | &nbsp;&nbsp; 11598 |
|  | Tryg AS | 81964 | &nbsp;&nbsp; 1977129 |
|  | UIE PLC | 5984 | &nbsp;&nbsp; 267070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vestas Wind Systems <br> AS<br>| 102883 | &nbsp;&nbsp; 1878447 |
|  | Vestjysk Bank AS | 40592 | &nbsp;&nbsp; 29540 |
| \* | Zealand Pharma AS | 11773 | &nbsp;&nbsp; 609110 |
| TOTAL DENMARK | TOTAL DENMARK |  | &nbsp;&nbsp; 64466910 |
| EGYPT — (0.0%) | EGYPT — (0.0%) | EGYPT — (0.0%) | EGYPT — (0.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commercial <br> International Bank - <br> Egypt (CIB) (CBKD <br> LI), GDR<br>| 95981 | &nbsp;&nbsp; 183468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commercial <br> International Bank - <br> Egypt (CIB) <br> (CMGGF US), <br> GDR<br>| 53550 | &nbsp;&nbsp; 102494 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| EGYPT — (Continued) | EGYPT — (Continued) | EGYPT — (Continued) | EGYPT — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EFG Holding SAE <br> (EFGZF US), GDR<br>| 10327 | &nbsp;&nbsp; $11566 |
| TOTAL EGYPT | TOTAL EGYPT |  | &nbsp;&nbsp; 297528 |
| FINLAND — (1.2%) | FINLAND — (1.2%) | FINLAND — (1.2%) | FINLAND — (1.2%) |
|  | Aktia Bank OYJ | 20181 | &nbsp;&nbsp; 232340 |
|  | Alma Media OYJ | 9053 | &nbsp;&nbsp; 136604 |
| # | Anora Group OYJ | 12222 | &nbsp;&nbsp; 44498 |
|  | Aspo OYJ | 1832 | &nbsp;&nbsp; 11033 |
|  | Atria OYJ | 5381 | &nbsp;&nbsp; 81980 |
|  | Bittium OYJ | 6855 | &nbsp;&nbsp; 81405 |
|  | Citycon OYJ | 10124 | &nbsp;&nbsp; 43549 |
|  | Digia OYJ | 4257 | &nbsp;&nbsp; 35624 |
|  | Elisa OYJ | 44784 | &nbsp;&nbsp; 2304256 |
| Ω | Enento Group OYJ | 3284 | &nbsp;&nbsp; 58234 |
| # | eQ OYJ | 496 | &nbsp;&nbsp; 7321 |
| # | Evli OYJ, Class B | 487 | &nbsp;&nbsp; 10669 |
| # | Finnair OYJ | 8706 | &nbsp;&nbsp; 28539 |
| # | Fiskars OYJ Abp | 7723 | &nbsp;&nbsp; 126608 |
|  | Fortum OYJ | 97445 | &nbsp;&nbsp; 1787699 |
|  | F-Secure OYJ | 31078 | &nbsp;&nbsp; 58322 |
|  | Gofore OYJ | 2086 | &nbsp;&nbsp; 42706 |
|  | Harvia OYJ | 5540 | &nbsp;&nbsp; 320763 |
|  | Hiab OYJ | 15100 | &nbsp;&nbsp; 1030489 |
|  | Huhtamaki OYJ | 35060 | &nbsp;&nbsp; 1206744 |
| \* | Incap OYJ | 4186 | &nbsp;&nbsp; 48495 |
|  | Kalmar OYJ, Class B | 15100 | &nbsp;&nbsp; 681433 |
| # | Kamux Corp. | 6742 | &nbsp;&nbsp; 15131 |
|  | Kemira OYJ | 29393 | &nbsp;&nbsp; 625523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kesko OYJ (KESKOA <br> FH), Class A<br>| 26904 | &nbsp;&nbsp; 585643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kesko OYJ (KESKOB <br> FH), Class B<br>| 108737 | &nbsp;&nbsp; 2364966 |
| \* | Kojamo OYJ | 24486 | &nbsp;&nbsp; 310765 |
|  | Kone OYJ, Class B | 43747 | &nbsp;&nbsp; 2686435 |
|  | Konecranes OYJ | 25881 | &nbsp;&nbsp; 2156717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lassila & Tikanoja <br> OYJ<br>| 10839 | &nbsp;&nbsp; 116862 |
| \* | Lindex Group OYJ | 23214 | &nbsp;&nbsp; 75158 |
|  | Mandatum OYJ | 102038 | &nbsp;&nbsp; 692135 |
|  | Marimekko OYJ | 15377 | &nbsp;&nbsp; 228821 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Metsa Board OYJ <br> (METSB FH), <br> Class B<br>| 37011 | &nbsp;&nbsp; 136160 |
|  | Metso OYJ | 211132 | &nbsp;&nbsp; 2651667 |
|  | Neste OYJ | 25732 | &nbsp;&nbsp; 406118 |
|  | NoHo Partners OYJ | 1855 | &nbsp;&nbsp; 19419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nokia OYJ (NOK US), <br> Sponsored ADR<br>| 76351 | &nbsp;&nbsp; 311512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nokia OYJ (NOKIA <br> FH)<br>| 457505 | &nbsp;&nbsp; 1864491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nokia OYJ (NOKIA <br> FP)<br>| 66112 | &nbsp;&nbsp; 270903 |
| # | Nokian Renkaat OYJ | 11812 | &nbsp;&nbsp; 106045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nordea Bank Abp <br> (NDA FH)<br>| 368309 | &nbsp;&nbsp; 5374284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nordea Bank Abp <br> (NDA SS)<br>| 201732 | &nbsp;&nbsp; 2945429 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |
|  | Olvi OYJ, Class A | 5575 | &nbsp;&nbsp; $212300 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Oma Saastopankki <br> OYJ<br>| 3577 | &nbsp;&nbsp; 37118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriola OYJ (OKDBV <br> FH), Class B<br>| 42960 | &nbsp;&nbsp; 53577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orion OYJ (ORNAV <br> FH), Class A<br>| 8695 | &nbsp;&nbsp; 690120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orion OYJ (ORNBV <br> FH), Class B<br>| 43783 | &nbsp;&nbsp; 3505211 |
|  | Outokumpu OYJ | 88822 | &nbsp;&nbsp; 334211 |
|  | Pihlajalinna OYJ | 4982 | &nbsp;&nbsp; 92763 |
|  | Ponsse OYJ | 2075 | &nbsp;&nbsp; 75570 |
|  | Puuilo OYJ | 27624 | &nbsp;&nbsp; 430985 |
| #\* | QT Group OYJ | 5995 | &nbsp;&nbsp; 412531 |
|  | Raisio OYJ, Class V | 27644 | &nbsp;&nbsp; 79070 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Remedy <br> Entertainment OYJ<br>| 412 | &nbsp;&nbsp; 7551 |
|  | Revenio Group OYJ | 6686 | &nbsp;&nbsp; 200212 |
|  | Sampo OYJ, Class A | 322327 | &nbsp;&nbsp; 3457154 |
|  | Sanoma OYJ | 29308 | &nbsp;&nbsp; 338916 |
|  | Scanfil OYJ | 3590 | &nbsp;&nbsp; 45931 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Stora Enso OYJ, <br> Class R<br>| 155237 | &nbsp;&nbsp; 1597308 |
|  | Taaleri PLC | 5530 | &nbsp;&nbsp; 44592 |
|  | Talenom OYJ | 3546 | &nbsp;&nbsp; 14147 |
| Ω | Terveystalo OYJ | 45645 | &nbsp;&nbsp; 559179 |
|  | TietoEVRY OYJ | 28422 | &nbsp;&nbsp; 489254 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tokmanni Group <br> Corp.<br>| 24258 | &nbsp;&nbsp; 237544 |
|  | UPM-Kymmene OYJ | 101986 | &nbsp;&nbsp; 2643249 |
|  | Vaisala OYJ, Class A | 6965 | &nbsp;&nbsp; 375673 |
| # | Valmet OYJ | 40170 | &nbsp;&nbsp; 1449406 |
|  | Wartsila OYJ Abp | 90607 | &nbsp;&nbsp; 2503326 |
| #\* | WithSecure OYJ | 26041 | &nbsp;&nbsp; 29401 |
| #\* | YIT OYJ | 42451 | &nbsp;&nbsp; 147076 |
| TOTAL FINLAND | TOTAL FINLAND |  | &nbsp;&nbsp; 52386870 |
| FRANCE — (5.2%) | FRANCE — (5.2%) | FRANCE — (5.2%) | FRANCE — (5.2%) |
| \* | 74Software SA | 4569 | &nbsp;&nbsp; 194610 |
|  | ABC arbitrage | 4142 | &nbsp;&nbsp; 29466 |
|  | Accor SA | 41040 | &nbsp;&nbsp; 2080066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aeroports de Paris <br> SA<br>| 8753 | &nbsp;&nbsp; 1062391 |
| \* | Air France-KLM | 15284 | &nbsp;&nbsp; 200595 |
|  | Air Liquide SA | 17825 | &nbsp;&nbsp; 3506827 |
|  | Airbus SE | 29200 | &nbsp;&nbsp; 5870808 |
|  | AKWEL SADIR | 4438 | &nbsp;&nbsp; 43617 |
| \* | Alstom SA | 107355 | &nbsp;&nbsp; 2518154 |
| \* | Altamir | 4354 | &nbsp;&nbsp; 142181 |
|  | Alten SA | 9742 | &nbsp;&nbsp; 791783 |
| Ω | Amundi SA | 16864 | &nbsp;&nbsp; 1246257 |
|  | Arkema SA | 17775 | &nbsp;&nbsp; 1208724 |
|  | Assystem SA | 2173 | &nbsp;&nbsp; 120061 |
|  | Aubay | 2806 | &nbsp;&nbsp; 160620 |
|  | AXA SA | 89591 | &nbsp;&nbsp; 4351358 |
| Ω | Ayvens SA | 1744 | &nbsp;&nbsp; 18740 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bastide le Confort <br> Medical<br>| 1570 | &nbsp;&nbsp; 54448 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | Beneteau SACA | 12120 | &nbsp;&nbsp; $112516 |
|  | BioMerieux | 5625 | &nbsp;&nbsp; 804849 |
|  | BNP Paribas SA | 71751 | &nbsp;&nbsp; 6542129 |
|  | Boiron SA | 2514 | &nbsp;&nbsp; 60018 |
|  | Bollore SE | 98892 | &nbsp;&nbsp; 570415 |
|  | Bonduelle SCA | 4529 | &nbsp;&nbsp; 41306 |
|  | Bouygues SA | 73956 | &nbsp;&nbsp; 3045250 |
|  | Bureau Veritas SA | 77376 | &nbsp;&nbsp; 2382879 |
| \* | Canal & SA | 167101 | &nbsp;&nbsp; 531843 |
|  | Capgemini SE | 23187 | &nbsp;&nbsp; 3451995 |
|  | Carrefour SA | 187481 | &nbsp;&nbsp; 2686791 |
|  | Carrefour SA, BDR | 18865 | &nbsp;&nbsp; 282863 |
|  | Catana Group | 7299 | &nbsp;&nbsp; 31663 |
|  | CBo Territoria | 9164 | &nbsp;&nbsp; 38279 |
| \* | Cegedim SA | 2736 | &nbsp;&nbsp; 33996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie de Saint-Gobain <br> SA<br>| 70887 | &nbsp;&nbsp; 8131951 |
|  | Cie des Alpes | 7009 | &nbsp;&nbsp; 183968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie Generale des <br> Etablissements <br> Michelin SCA<br>| 181642 | &nbsp;&nbsp; 6462181 |
| \* | Claranova SE | 4482 | &nbsp;&nbsp; 12766 |
| \* | Clariane SE | 33278 | &nbsp;&nbsp; 172536 |
|  | Coface SA | 44297 | &nbsp;&nbsp; 823600 |
|  | Credit Agricole SA | 85531 | &nbsp;&nbsp; 1574156 |
|  | Danone SA | 37515 | &nbsp;&nbsp; 3070108 |
|  | Dassault Aviation SA | 2251 | &nbsp;&nbsp; 700865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dassault Systemes <br> SE<br>| 11504 | &nbsp;&nbsp; 377920 |
|  | Derichebourg SA | 50289 | &nbsp;&nbsp; 330695 |
|  | Edenred SE | 21091 | &nbsp;&nbsp; 602318 |
|  | Eiffage SA | 31274 | &nbsp;&nbsp; 4198078 |
| \* | Ekinops SAS | 1330 | &nbsp;&nbsp; 5228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electricite de <br> Strasbourg SA<br>| 236 | &nbsp;&nbsp; 39722 |
| \*Ω | Elior Group SA | 27249 | &nbsp;&nbsp; 80920 |
|  | Elis SA | 73732 | &nbsp;&nbsp; 2032796 |
|  | Engie SA | 391712 | &nbsp;&nbsp; 8804987 |
|  | Equasens | 140 | &nbsp;&nbsp; 7680 |
|  | Eramet SA | 2307 | &nbsp;&nbsp; 127572 |
|  | EssilorLuxottica SA | 9442 | &nbsp;&nbsp; 2807620 |
|  | Esso SA Francaise | 1013 | &nbsp;&nbsp; 111408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Etablissements Maurel <br> et Prom SA<br>| 28084 | &nbsp;&nbsp; 172471 |
|  | Eurazeo SE | 15983 | &nbsp;&nbsp; 937879 |
|  | Eurofins Scientific SE | 35523 | &nbsp;&nbsp; 2720472 |
| Ω | Euronext NV | 15958 | &nbsp;&nbsp; 2572252 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eutelsat <br> Communications <br> SACA<br>| 3030 | &nbsp;&nbsp; 10843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Exel Industries SA, <br> Class A<br>| 410 | &nbsp;&nbsp; 18686 |
|  | FDJ UNITED | 34186 | &nbsp;&nbsp; 1066324 |
| \* | Figeac Aero | 2158 | &nbsp;&nbsp; 25322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fnac Darty SA (FNAC <br> FP)<br>| 3260 | &nbsp;&nbsp; 110357 |
| \* | Forvia SE (1EO IM) | 5777 | &nbsp;&nbsp; 74488 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forvia SE (FRVIA <br> FP)<br>| 22779 | &nbsp;&nbsp; $289595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gaztransport Et <br> Technigaz SA<br>| 14585 | &nbsp;&nbsp; 2743224 |
|  | Getlink SE | 72125 | &nbsp;&nbsp; 1308052 |
|  | GL Events SACA | 2338 | &nbsp;&nbsp; 80625 |
|  | Groupe Crit SA | 1179 | &nbsp;&nbsp; 83933 |
| \* | Guerbet | 2270 | &nbsp;&nbsp; 54241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hermes International <br> SCA<br>| 2123 | &nbsp;&nbsp; 5191771 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ID Logistics Group <br> SACA<br>| 1122 | &nbsp;&nbsp; 563238 |
|  | Imerys SA | 10735 | &nbsp;&nbsp; 264279 |
|  | Infotel SA | 1378 | &nbsp;&nbsp; 63017 |
|  | Interparfums SA | 2125 | &nbsp;&nbsp; 78031 |
|  | Ipsen SA | 11663 | &nbsp;&nbsp; 1374276 |
|  | IPSOS SA | 18653 | &nbsp;&nbsp; 837563 |
|  | Jacquet Metals SACA | 4441 | &nbsp;&nbsp; 113876 |
|  | JCDecaux SE | 22209 | &nbsp;&nbsp; 365131 |
|  | Kaufman & Broad SA | 3835 | &nbsp;&nbsp; 136635 |
|  | Kering SA | 3080 | &nbsp;&nbsp; 756279 |
|  | Laurent-Perrier | 647 | &nbsp;&nbsp; 69962 |
|  | Lectra | 2125 | &nbsp;&nbsp; 59110 |
|  | Legrand SA | 18897 | &nbsp;&nbsp; 2791214 |
|  | Linedata Services | 520 | &nbsp;&nbsp; 40293 |
|  | LISI SA | 3575 | &nbsp;&nbsp; 193228 |
|  | LNA Sante SA | 2281 | &nbsp;&nbsp; 74161 |
|  | L'Oreal SA | 10642 | &nbsp;&nbsp; 4708904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy <br> Louis Vuitton SE<br>| 21810 | &nbsp;&nbsp; 11707865 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Maisons du Monde <br> SA<br>| 8797 | &nbsp;&nbsp; 22178 |
|  | Manitou BF SA | 3915 | &nbsp;&nbsp; 86371 |
|  | Mersen SA | 5275 | &nbsp;&nbsp; 144459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metropole Television <br> SA<br>| 7877 | &nbsp;&nbsp; 115063 |
|  | Nexans SA | 11535 | &nbsp;&nbsp; 1657814 |
| \* | Nexity SA | 4626 | &nbsp;&nbsp; 60278 |
|  | NRJ Group | 7637 | &nbsp;&nbsp; 63407 |
|  | Oeneo SA | 5165 | &nbsp;&nbsp; 56215 |
|  | Opmobility | 15798 | &nbsp;&nbsp; 241896 |
|  | Orange SA (ORA FP) | 612316 | &nbsp;&nbsp; 9313976 |
|  | Pernod Ricard SA | 12551 | &nbsp;&nbsp; 1289850 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pierre Et Vacances <br> SA<br>| 36881 | &nbsp;&nbsp; 71458 |
|  | Pluxee NV | 21987 | &nbsp;&nbsp; 445859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Publicis Groupe SA <br> (PUB FP)<br>| 39525 | &nbsp;&nbsp; 3611861 |
|  | Quadient SA | 9244 | &nbsp;&nbsp; 169925 |
|  | Renault SA | 44715 | &nbsp;&nbsp; 1654490 |
|  | Rexel SA | 77184 | &nbsp;&nbsp; 2332842 |
|  | Robertet SA | 148 | &nbsp;&nbsp; 139412 |
|  | Rubis SCA | 15277 | &nbsp;&nbsp; 483760 |
|  | Safran SA | 19874 | &nbsp;&nbsp; 6553475 |
|  | Sanofi SA (SAN FP) | 55079 | &nbsp;&nbsp; 4944476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sartorius Stedim <br> Biotech<br>| 1038 | &nbsp;&nbsp; 207424 |
|  | Savencia SA | 1762 | &nbsp;&nbsp; 130659 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schneider Electric SE <br> (0NWV LI)<br>| 523 | &nbsp;&nbsp; $135806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schneider Electric SE <br> (SU FP)<br>| 16920 | &nbsp;&nbsp; 4378781 |
|  | SCOR SE | 51307 | &nbsp;&nbsp; 1671431 |
|  | SEB SA | 7970 | &nbsp;&nbsp; 582187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seche Environnement <br> SACA<br>| 1125 | &nbsp;&nbsp; 130699 |
|  | SES SA | 134276 | &nbsp;&nbsp; 923375 |
| \*Ω | SMCP SA | 11700 | &nbsp;&nbsp; 67450 |
|  | Societe BIC SA | 6485 | &nbsp;&nbsp; 394308 |
|  | Societe Generale SA | 92987 | &nbsp;&nbsp; 5935221 |
|  | Societe LDC SADIR | 2226 | &nbsp;&nbsp; 235030 |
|  | Sodexo SA | 25211 | &nbsp;&nbsp; 1499385 |
| \* | SOITEC | 3311 | &nbsp;&nbsp; 143409 |
|  | Sopra Steria Group | 6271 | &nbsp;&nbsp; 1351194 |
|  | SPIE SA | 48709 | &nbsp;&nbsp; 2866591 |
|  | Stef SA | 1976 | &nbsp;&nbsp; 298157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STMicroelectronics <br> NV (STM FP)<br>| 35182 | &nbsp;&nbsp; 894113 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; STMicroelectronics <br> NV (STM US)<br>| 49414 | &nbsp;&nbsp; 1256598 |
|  | Sword Group | 2456 | &nbsp;&nbsp; 101719 |
|  | Synergie SE | 3061 | &nbsp;&nbsp; 120103 |
|  | Technip Energies NV | 57052 | &nbsp;&nbsp; 2463582 |
|  | Teleperformance SE | 16728 | &nbsp;&nbsp; 1630831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Television Francaise 1 <br> SA<br>| 13867 | &nbsp;&nbsp; 132589 |
|  | TFF Group | 687 | &nbsp;&nbsp; 14042 |
|  | Thales SA | 11933 | &nbsp;&nbsp; 3209901 |
|  | Thermador Groupe | 1429 | &nbsp;&nbsp; 133382 |
|  | Tikehau Capital SCA | 9093 | &nbsp;&nbsp; 202899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TotalEnergies SE <br> (TTE FP)<br>| 358432 | &nbsp;&nbsp; 21314325 |
|  | Trigano SA | 3519 | &nbsp;&nbsp; 600112 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ubisoft Entertainment <br> SA<br>| 15868 | &nbsp;&nbsp; 167352 |
|  | Valeo SE | 38117 | &nbsp;&nbsp; 414693 |
|  | Vallourec SACA | 74061 | &nbsp;&nbsp; 1384138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Veolia Environnement <br> SA (VEOEY US), <br> ADR<br>| 2434 | &nbsp;&nbsp; 41317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Veolia Environnement <br> SA (VIE FP)<br>| 59845 | &nbsp;&nbsp; 2028090 |
| Ω | Verallia SA | 22799 | &nbsp;&nbsp; 733534 |
|  | Vetoquinol SA | 997 | &nbsp;&nbsp; 87687 |
|  | Vicat SACA | 6500 | &nbsp;&nbsp; 420964 |
|  | Vinci SA | 71180 | &nbsp;&nbsp; 9887526 |
|  | Virbac SACA | 759 | &nbsp;&nbsp; 300581 |
| \* | Viridien | 1577 | &nbsp;&nbsp; 104880 |
|  | Vivendi SE | 104526 | &nbsp;&nbsp; 396237 |
| \* | Voltalia SA | 10199 | &nbsp;&nbsp; 86227 |
|  | Wavestone | 2002 | &nbsp;&nbsp; 132459 |
| \*Ω | Worldline SA | 3859 | &nbsp;&nbsp; 14057 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; X-Fab Silicon <br> Foundries SE<br>| 17637 | &nbsp;&nbsp; 128306 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp; 229346586 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (5.4%) | GERMANY — (5.4%) | GERMANY — (5.4%) | GERMANY — (5.4%) |
|  | 1&1 AG | 12950 | &nbsp;&nbsp; $272240 |
|  | 7C Solarparken AG | 19921 | &nbsp;&nbsp; 41735 |
|  | Adesso SE | 970 | &nbsp;&nbsp; 89624 |
|  | adidas AG | 18670 | &nbsp;&nbsp; 3568375 |
|  | Adtran Networks SE | 1667 | &nbsp;&nbsp; 39377 |
|  | All for One Group SE | 816 | &nbsp;&nbsp; 45524 |
|  | Allgeier SE | 1536 | &nbsp;&nbsp; 32728 |
|  | Allianz SE (ALV GR) | 20399 | &nbsp;&nbsp; 8061228 |
|  | AlzChem Group AG | 1800 | &nbsp;&nbsp; 304690 |
|  | Amadeus Fire AG | 1367 | &nbsp;&nbsp; 104369 |
| \* | Aroundtown SA | 126486 | &nbsp;&nbsp; 456119 |
|  | Atoss Software SE | 3038 | &nbsp;&nbsp; 407492 |
| Ω | Aumann AG | 1873 | &nbsp;&nbsp; 25484 |
|  | Aurubis AG | 14817 | &nbsp;&nbsp; 1477915 |
| \*Ω | Auto1 Group SE | 3080 | &nbsp;&nbsp; 92332 |
|  | BASF SE | 165308 | &nbsp;&nbsp; 8101642 |
|  | Bayer AG | 204097 | &nbsp;&nbsp; 6347768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bayerische Motoren <br> Werke AG<br>| 27477 | &nbsp;&nbsp; 2614475 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; BayWa AG (BYW6 <br> GR)<br>| 3491 | &nbsp;&nbsp; 38726 |
|  | Bechtle AG | 29170 | &nbsp;&nbsp; 1266090 |
| Ω | Befesa SA | 10694 | &nbsp;&nbsp; 320669 |
|  | Beiersdorf AG | 7217 | &nbsp;&nbsp; 896800 |
|  | Bertrandt AG | 1589 | &nbsp;&nbsp; 35036 |
|  | Bijou Brigitte AG | 1462 | &nbsp;&nbsp; 64067 |
|  | Bilfinger SE | 8279 | &nbsp;&nbsp; 890698 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Borussia Dortmund <br> GmbH & Co. KGaA<br>| 29896 | &nbsp;&nbsp; 124591 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; BRANICKS Group <br> AG<br>| 13392 | &nbsp;&nbsp; 31008 |
|  | Brenntag SE | 39795 | &nbsp;&nbsp; 2468846 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Brockhaus <br> Technologies AG<br>| 1041 | &nbsp;&nbsp; 15565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CANCOM SE (COK <br> GR)<br>| 7275 | &nbsp;&nbsp; 213120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carl Zeiss Meditec <br> AG<br>| 3667 | &nbsp;&nbsp; 202205 |
| \* | Ceconomy AG | 22310 | &nbsp;&nbsp; 112726 |
|  | CENIT AG | 2780 | &nbsp;&nbsp; 24123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cewe Stiftung & Co. <br> KGaA<br>| 3436 | &nbsp;&nbsp; 393493 |
|  | Commerzbank AG | 167433 | &nbsp;&nbsp; 6105582 |
|  | Continental AG | 34548 | &nbsp;&nbsp; 2950764 |
| \* | Covestro AG | 46546 | &nbsp;&nbsp; 3154474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTS Eventim AG & <br> Co. KGaA<br>| 19710 | &nbsp;&nbsp; 2225739 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck Holding <br> AG<br>| 99250 | &nbsp;&nbsp; 4828042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dermapharm Holding <br> SE<br>| 5013 | &nbsp;&nbsp; 191988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Bank AG <br> (DBK GR)<br>| 163012 | &nbsp;&nbsp; 5369049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Beteiligungs <br> AG<br>| 4089 | &nbsp;&nbsp; 113653 |
|  | Deutsche Boerse AG | 20517 | &nbsp;&nbsp; 5937358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche EuroShop <br> AG<br>| 3358 | &nbsp;&nbsp; 72124 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Lufthansa <br> AG<br>| 125694 | &nbsp;&nbsp; $1077805 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche <br> Pfandbriefbank AG<br>| 36107 | &nbsp;&nbsp; 224793 |
|  | Deutsche Post AG | 198622 | &nbsp;&nbsp; 8899399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Telekom AG <br> (DTE GR)<br>| 555726 | &nbsp;&nbsp; 19931612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Wohnen <br> SE<br>| 10013 | &nbsp;&nbsp; 253988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Draegerwerk AG & <br> Co. KGaA<br>| 1349 | &nbsp;&nbsp; 90762 |
|  | Duerr AG | 17076 | &nbsp;&nbsp; 438899 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; DWS Group GmbH & <br> Co. KGaA<br>| 17869 | &nbsp;&nbsp; 1070067 |
|  | E.ON SE | 432000 | &nbsp;&nbsp; 7881077 |
|  | Eckert & Ziegler SE | 3524 | &nbsp;&nbsp; 268082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elmos Semiconductor <br> SE<br>| 2766 | &nbsp;&nbsp; 276073 |
|  | ElringKlinger AG | 10977 | &nbsp;&nbsp; 54404 |
|  | Energiekontor AG | 2490 | &nbsp;&nbsp; 139933 |
|  | Evonik Industries AG | 77343 | &nbsp;&nbsp; 1535882 |
| #\* | Evotec SE | 10944 | &nbsp;&nbsp; 87436 |
|  | Fabasoft AG | 2009 | &nbsp;&nbsp; 37706 |
|  | Fielmann Group AG | 8763 | &nbsp;&nbsp; 555244 |
|  | flatexDEGIRO AG | 29434 | &nbsp;&nbsp; 889591 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fraport AG Frankfurt <br> Airport Services <br> Worldwide<br>| 12032 | &nbsp;&nbsp; 895372 |
|  | Freenet AG | 53644 | &nbsp;&nbsp; 1739827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fresenius Medical <br> Care AG (FME GR)<br>| 49703 | &nbsp;&nbsp; 2521007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fresenius SE & Co. <br> KGaA<br>| 48965 | &nbsp;&nbsp; 2337130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Friedrich Vorwerk <br> Group SE<br>| 3434 | &nbsp;&nbsp; 333761 |
|  | FUCHS SE | 10078 | &nbsp;&nbsp; 354457 |
|  | GEA Group AG | 59438 | &nbsp;&nbsp; 4269446 |
| # | Gerresheimer AG | 8059 | &nbsp;&nbsp; 397340 |
|  | Gesco SE | 3358 | &nbsp;&nbsp; 69227 |
|  | GFT Technologies SE | 9166 | &nbsp;&nbsp; 189887 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grand City Properties <br> SA<br>| 14474 | &nbsp;&nbsp; 182489 |
|  | Grenke AG | 4686 | &nbsp;&nbsp; 95435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; H&R GmbH & Co. <br> KGaA<br>| 2595 | &nbsp;&nbsp; 14783 |
|  | Hannover Rueck SE | 11514 | &nbsp;&nbsp; 3492695 |
| #Ω | Hapag-Lloyd AG | 4299 | &nbsp;&nbsp; 620526 |
|  | Hawesko Holding SE | 778 | &nbsp;&nbsp; 20526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heidelberg Materials <br> AG<br>| 32490 | &nbsp;&nbsp; 7495264 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Heidelberger <br> Druckmaschinen <br> AG<br>| 91674 | &nbsp;&nbsp; 237174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hella GmbH & Co. <br> KGaA<br>| 1207 | &nbsp;&nbsp; 119628 |
| #\* | HelloFresh SE | 43929 | &nbsp;&nbsp; 462250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henkel AG & Co. <br> KGaA<br>| 12889 | &nbsp;&nbsp; 916541 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | Hensoldt AG | 17547 | &nbsp;&nbsp; $1923200 |
|  | HOCHTIEF AG | 5257 | &nbsp;&nbsp; 1145465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hornbach Holding AG <br> & Co. KGaA<br>| 3806 | &nbsp;&nbsp; 447524 |
|  | HUGO BOSS AG | 13959 | &nbsp;&nbsp; 650113 |
|  | Indus Holding AG | 3917 | &nbsp;&nbsp; 105820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Infineon Technologies <br> AG (IFX GR)<br>| 219558 | &nbsp;&nbsp; 8624922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Init Innovation in <br> Traffic Systems SE<br>| 1931 | &nbsp;&nbsp; 91043 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Instone Real Estate <br> Group SE<br>| 10303 | &nbsp;&nbsp; 109739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IVU Traffic <br> Technologies AG<br>| 3219 | &nbsp;&nbsp; 77356 |
|  | Jenoptik AG | 12788 | &nbsp;&nbsp; 271004 |
| Ω | JOST Werke SE | 4249 | &nbsp;&nbsp; 250127 |
|  | K&S AG | 59181 | &nbsp;&nbsp; 895276 |
|  | KION Group AG | 22697 | &nbsp;&nbsp; 1395295 |
|  | Kloeckner & Co. SE | 10042 | &nbsp;&nbsp; 73227 |
|  | Knorr-Bremse AG | 19436 | &nbsp;&nbsp; 1939818 |
| \* | Koenig & Bauer AG | 4757 | &nbsp;&nbsp; 76989 |
| # | Kontron AG | 13947 | &nbsp;&nbsp; 449924 |
|  | Krones AG | 6122 | &nbsp;&nbsp; 906519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KWS Saat SE & Co. <br> KGaA<br>| 3782 | &nbsp;&nbsp; 269369 |
|  | Lanxess AG | 19459 | &nbsp;&nbsp; 534382 |
|  | LEG Immobilien SE | 15125 | &nbsp;&nbsp; 1200524 |
|  | Leifheit AG | 2142 | &nbsp;&nbsp; 37328 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LPKF Laser & <br> Electronics SE<br>| 1380 | &nbsp;&nbsp; 12453 |
| \* | Medios AG | 319 | &nbsp;&nbsp; 4670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Group <br> AG<br>| 55701 | &nbsp;&nbsp; 3153804 |
|  | Merck KGaA | 3786 | &nbsp;&nbsp; 473191 |
|  | MLP SE | 29957 | &nbsp;&nbsp; 288651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MTU Aero Engines <br> AG<br>| 5503 | &nbsp;&nbsp; 2373764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Muenchener <br> Rueckversicherungs-Gesellschaft <br> AG in Muenchen<br>| 8654 | &nbsp;&nbsp; 5665519 |
|  | Multitude PLC | 915 | &nbsp;&nbsp; 6841 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mutares SE & Co. <br> KGaA<br>| 5859 | &nbsp;&nbsp; 201847 |
| \* | Nagarro SE | 1536 | &nbsp;&nbsp; 97141 |
|  | Nemetschek SE | 16704 | &nbsp;&nbsp; 2488780 |
| #\* | Nordex SE | 33573 | &nbsp;&nbsp; 824079 |
| # | Norma Group SE | 7392 | &nbsp;&nbsp; 131576 |
|  | Patrizia SE | 11045 | &nbsp;&nbsp; 98561 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pentixapharm Holding <br> AG<br>| 3524 | &nbsp;&nbsp; 8101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pfeiffer Vacuum <br> Technology AG<br>| 1648 | &nbsp;&nbsp; 292419 |
| # | PNE AG | 1479 | &nbsp;&nbsp; 25503 |
|  | ProCredit Holding AG | 6800 | &nbsp;&nbsp; 70531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ProSiebenSat.1 Media <br> SE<br>| 48292 | &nbsp;&nbsp; 440186 |
| # | Puma SE (PUM GR) | 15305 | &nbsp;&nbsp; 323524 |
| #\* | PVA TePla AG | 7215 | &nbsp;&nbsp; 174433 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | PWO AG | 638 | &nbsp;&nbsp; $21093 |
| \* | q.beyond AG | 24466 | &nbsp;&nbsp; 26375 |
| # | Qiagen NV | 49042 | &nbsp;&nbsp; 2423011 |
|  | Rational AG | 1534 | &nbsp;&nbsp; 1184167 |
|  | Rheinmetall AG | 7903 | &nbsp;&nbsp; 15643957 |
| # | RTL Group SA | 12174 | &nbsp;&nbsp; 479863 |
|  | RWE AG | 75013 | &nbsp;&nbsp; 3077422 |
|  | Salzgitter AG | 7562 | &nbsp;&nbsp; 196068 |
|  | SAP SE (SAP GR) | 18493 | &nbsp;&nbsp; 5288175 |
|  | Schaeffler AG | 43525 | &nbsp;&nbsp; 251643 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Secunet Security <br> Networks AG<br>| 327 | &nbsp;&nbsp; 81292 |
| \* | SFC Energy AG | 1242 | &nbsp;&nbsp; 31082 |
| #\* | SGL Carbon SE | 8070 | &nbsp;&nbsp; 31601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siemens AG (SIE <br> GR)<br>| 18211 | &nbsp;&nbsp; 4638399 |
| \* | Siemens Energy AG | 46535 | &nbsp;&nbsp; 5387760 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Siemens Healthineers <br> AG<br>| 10407 | &nbsp;&nbsp; 560548 |
|  | Siltronic AG | 2705 | &nbsp;&nbsp; 116954 |
|  | Sixt SE | 4885 | &nbsp;&nbsp; 506532 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SMA Solar Technology <br> AG<br>| 1431 | &nbsp;&nbsp; 32757 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Softwareone Holding <br> AG<br>| 8225 | &nbsp;&nbsp; 67213 |
|  | Stabilus SE | 5944 | &nbsp;&nbsp; 170395 |
|  | STRATEC SE | 1131 | &nbsp;&nbsp; 35756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stroeer SE & Co. <br> KGaA<br>| 9378 | &nbsp;&nbsp; 503902 |
|  | Suedzucker AG | 16215 | &nbsp;&nbsp; 185688 |
|  | SUSS MicroTec SE | 5570 | &nbsp;&nbsp; 201910 |
|  | Symrise AG | 28049 | &nbsp;&nbsp; 2542565 |
|  | TAG Immobilien AG | 46284 | &nbsp;&nbsp; 744156 |
| # | Takkt AG | 9190 | &nbsp;&nbsp; 56413 |
| \* | Talanx AG | 17751 | &nbsp;&nbsp; 2352842 |
| \*Ω | TeamViewer SE | 46273 | &nbsp;&nbsp; 473231 |
|  | Technotrans SE | 1819 | &nbsp;&nbsp; 50595 |
|  | thyssenkrupp AG | 150287 | &nbsp;&nbsp; 1739595 |
| \* | TUI AG | 186434 | &nbsp;&nbsp; 1682017 |
|  | United Internet AG | 22484 | &nbsp;&nbsp; 644458 |
| # | Verbio SE | 3836 | &nbsp;&nbsp; 49705 |
|  | Volkswagen AG | 3684 | &nbsp;&nbsp; 392877 |
|  | Vonovia SE | 49695 | &nbsp;&nbsp; 1542306 |
|  | Vossloh AG | 3762 | &nbsp;&nbsp; 368968 |
| # | Wacker Chemie AG | 3425 | &nbsp;&nbsp; 254926 |
|  | Wacker Neuson SE | 12005 | &nbsp;&nbsp; 314048 |
|  | Washtec AG | 3925 | &nbsp;&nbsp; 179656 |
| \* | Westwing Group SE | 457 | &nbsp;&nbsp; 4781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuestenrot & <br> Wuerttembergische <br> AG<br>| 7377 | &nbsp;&nbsp; 118059 |
| \*Ω | Zalando SE | 48200 | &nbsp;&nbsp; 1405418 |
|  | Zeal Network SE | 1112 | &nbsp;&nbsp; 61136 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 235359024 |
| GREECE — (0.2%) | GREECE — (0.2%) | GREECE — (0.2%) | GREECE — (0.2%) |
|  | Aegean Airlines SA | 12199 | &nbsp;&nbsp; 175414 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GREECE — (Continued) | GREECE — (Continued) | GREECE — (Continued) | GREECE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aktor SA Holding Co. <br> Technical & Energy <br> Projects<br>| 8800 | &nbsp;&nbsp; $62589 |
|  | Alpha Bank SA | 283602 | &nbsp;&nbsp; 1061558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Athens Water Supply <br> & Sewage Co. SA<br>| 5285 | &nbsp;&nbsp; 44221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Autohellas Tourist & <br> Trading SA<br>| 5110 | &nbsp;&nbsp; 62019 |
|  | Avax SA | 6223 | &nbsp;&nbsp; 16153 |
|  | Bank of Greece | 5652 | &nbsp;&nbsp; 97253 |
|  | Ellaktor SA | 28588 | &nbsp;&nbsp; 43248 |
|  | ElvalHalcor SA | 16469 | &nbsp;&nbsp; 47179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eurobank Ergasias <br> Services & Holdings <br> SA<br>| 167181 | &nbsp;&nbsp; 613614 |
| \*†† | FF Group | 1384 | &nbsp;&nbsp; 0 |
|  | Fourlis Holdings SA | 10258 | &nbsp;&nbsp; 52003 |
|  | GEK Terna SA | 12840 | &nbsp;&nbsp; 316916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hellenic Exchanges - <br> Athens Stock <br> Exchange SA<br>| 7855 | &nbsp;&nbsp; 62454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hellenic <br> Telecommunications <br> Organization SA<br>| 14364 | &nbsp;&nbsp; 260324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Helleniq Energy <br> Holdings SA<br>| 31775 | &nbsp;&nbsp; 278957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Holding Co. ADMIE <br> IPTO SA<br>| 19838 | &nbsp;&nbsp; 74711 |
| # | Intracom Holdings SA | 21319 | &nbsp;&nbsp; 80345 |
|  | Jumbo SA | 18366 | &nbsp;&nbsp; 619480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kri-Kri Milk Industry <br> SA<br>| 4410 | &nbsp;&nbsp; 94237 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LAMDA Development <br> SA<br>| 12603 | &nbsp;&nbsp; 95688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metlen Energy & <br> Metals SA<br>| 12414 | &nbsp;&nbsp; 682911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motor Oil Hellas <br> Corinth Refineries <br> SA<br>| 18487 | &nbsp;&nbsp; 529605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bank of <br> Greece SA<br>| 48124 | &nbsp;&nbsp; 671268 |
|  | OPAP SA | 9527 | &nbsp;&nbsp; 213374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Piraeus Financial <br> Holdings SA<br>| 99191 | &nbsp;&nbsp; 762721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Piraeus Port Authority <br> SA<br>| 1557 | &nbsp;&nbsp; 85463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Public Power Corp. <br> SA<br>| 13772 | &nbsp;&nbsp; 223375 |
|  | Quest Holdings SA | 7220 | &nbsp;&nbsp; 60231 |
|  | Sarantis SA | 4363 | &nbsp;&nbsp; 66689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thrace Plastics <br> Holding & Co.<br>| 5555 | &nbsp;&nbsp; 25008 |
|  | Titan SA (TITC BB) | 2126 | &nbsp;&nbsp; 84931 |
|  | Titan SA (TITC GA) | 11123 | &nbsp;&nbsp; 458543 |
| TOTAL GREECE | TOTAL GREECE |  | &nbsp;&nbsp; 8022482 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (1.1%) | HONG KONG — (1.1%) | HONG KONG — (1.1%) | HONG KONG — (1.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aeon Credit Service <br> Asia Co. Ltd.<br>| 80000 | &nbsp;&nbsp; $74893 |
|  | AIA Group Ltd. | 689600 | &nbsp;&nbsp; 6429945 |
| \* | Allied Group Ltd. | 26000 | &nbsp;&nbsp; 5515 |
|  | APAC Resources Ltd. | 194095 | &nbsp;&nbsp; 32511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Financial <br> Holdings Ltd.<br>| 72000 | &nbsp;&nbsp; 44849 |
|  | ASMPT Ltd. | 48000 | &nbsp;&nbsp; 406066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of East Asia <br> Ltd.<br>| 307917 | &nbsp;&nbsp; 475943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BOC Hong Kong <br> Holdings Ltd.<br>| 285000 | &nbsp;&nbsp; 1279723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bright Smart <br> Securities & <br> Commodities Group <br> Ltd.<br>| 374000 | &nbsp;&nbsp; 701879 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Budweiser Brewing <br> Co. APAC Ltd.<br>| 115200 | &nbsp;&nbsp; 120930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Build King Holdings <br> Ltd.<br>| 90000 | &nbsp;&nbsp; 14511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cafe de Coral <br> Holdings Ltd.<br>| 114000 | &nbsp;&nbsp; 105030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Pacific <br> Airways Ltd.<br>| 439454 | &nbsp;&nbsp; 653167 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Central New Energy <br> Holding Group Ltd.<br>| 50000 | &nbsp;&nbsp; 51482 |
| \* | Chi Kan Holdings Ltd. | 28000 | &nbsp;&nbsp; 9109 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Energy <br> Development <br> Holdings Ltd.<br>| 2788000 | &nbsp;&nbsp; 18141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Motor Bus Co. <br> Ltd.<br>| 2400 | &nbsp;&nbsp; 18076 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Star <br> Entertainment Ltd.<br>| 900000 | &nbsp;&nbsp; 276531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chinese Estates <br> Holdings Ltd.<br>| 189000 | &nbsp;&nbsp; 31416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chow Sang Sang <br> Holdings <br> International Ltd.<br>| 100000 | &nbsp;&nbsp; 105629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CITIC Telecom <br> International <br> Holdings Ltd.<br>| 633000 | &nbsp;&nbsp; 205223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CK Asset Holdings <br> Ltd.<br>| 193677 | &nbsp;&nbsp; 887466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CK Hutchison <br> Holdings Ltd.<br>| 136700 | &nbsp;&nbsp; 889781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CK Infrastructure <br> Holdings Ltd.<br>| 45500 | &nbsp;&nbsp; 320456 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CK Life Sciences <br> International <br> Holdings, Inc.<br>| 760000 | &nbsp;&nbsp; 96369 |
|  | CLP Holdings Ltd. | 74000 | &nbsp;&nbsp; 642303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C-Mer Medical <br> Holdings Ltd.<br>| 166000 | &nbsp;&nbsp; 38387 |
| #†† | Convoy, Inc. | 1758000 | &nbsp;&nbsp; 7010 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Cowell e Holdings, <br> Inc.<br>| 38000 | &nbsp;&nbsp; 127847 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Crystal International <br> Group Ltd.<br>| 117000 | &nbsp;&nbsp; $84061 |
| \* | CSI Properties Ltd. | 2184000 | &nbsp;&nbsp; 51282 |
|  | CTF Services Ltd. | 341116 | &nbsp;&nbsp; 334416 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; CW Group Holdings <br> Ltd.<br>| 193500 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dah Sing Banking <br> Group Ltd.<br>| 127200 | &nbsp;&nbsp; 148704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dah Sing Financial <br> Holdings Ltd.<br>| 59600 | &nbsp;&nbsp; 221101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dickson Concepts <br> International Ltd.<br>| 75000 | &nbsp;&nbsp; 50959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagle Nice <br> International <br> Holdings Ltd.<br>| 128000 | &nbsp;&nbsp; 66252 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; EcoGreen <br> International Group <br> Ltd.<br>| 50000 | &nbsp;&nbsp; 2269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emperor Watch & <br> Jewellery Ltd.<br>| 1340000 | &nbsp;&nbsp; 69035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fairwood Holdings <br> Ltd.<br>| 31500 | &nbsp;&nbsp; 22235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far East Consortium <br> International Ltd.<br>| 542901 | &nbsp;&nbsp; 54396 |
|  | First Pacific Co. Ltd. | 778000 | &nbsp;&nbsp; 612150 |
| #\*Ω | FIT Hon Teng Ltd. | 476000 | &nbsp;&nbsp; 160224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FSE Lifestyle Services <br> Ltd.<br>| 28000 | &nbsp;&nbsp; 20847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galaxy Entertainment <br> Group Ltd.<br>| 225000 | &nbsp;&nbsp; 1097249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Giordano International <br> Ltd.<br>| 430000 | &nbsp;&nbsp; 81545 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp; Gold Financial <br> Holdings Ltd.<br>| 184000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Eagle Holdings <br> Ltd.<br>| 64925 | &nbsp;&nbsp; 121511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; G-Resources Group <br> Ltd.<br>| 103950 | &nbsp;&nbsp; 142870 |
|  | Guoco Group Ltd. | 2000 | &nbsp;&nbsp; 18860 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Guotai Junan <br> International <br> Holdings Ltd.<br>| 931000 | &nbsp;&nbsp; 758841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hang Lung Group <br> Ltd.<br>| 252000 | &nbsp;&nbsp; 455273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hang Lung Properties <br> Ltd.<br>| 565588 | &nbsp;&nbsp; 582475 |
|  | Hang Seng Bank Ltd. | 47300 | &nbsp;&nbsp; 689005 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Henderson Land <br> Development Co. <br> Ltd.<br>| 144909 | &nbsp;&nbsp; 507077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HK Electric <br> Investments & HK <br> Electric Investments <br> Ltd.<br>| 394000 | &nbsp;&nbsp; 307140 |
|  | HKBN Ltd. | 42500 | &nbsp;&nbsp; 26997 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HKR International <br> Ltd.<br>| 302560 | &nbsp;&nbsp; 35922 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | HKT Trust & HKT Ltd. | 760000 | &nbsp;&nbsp; $1196679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong & China <br> Gas Co. Ltd.<br>| 710168 | &nbsp;&nbsp; 633870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong <br> Exchanges & <br> Clearing Ltd.<br>| 68746 | &nbsp;&nbsp; 3720451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong Ferry <br> Holdings Co. Ltd.<br>| 18000 | &nbsp;&nbsp; 10976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong <br> Technology Venture <br> Co. Ltd.<br>| 144055 | &nbsp;&nbsp; 29956 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hongkong & Shanghai <br> Hotels Ltd.<br>| 173683 | &nbsp;&nbsp; 129249 |
| Ω | Honma Golf Ltd. | 53500 | &nbsp;&nbsp; 23906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hutchison <br> Telecommunications <br> Hong Kong <br> Holdings Ltd.<br>| 548000 | &nbsp;&nbsp; 75327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hysan Development <br> Co. Ltd.<br>| 80000 | &nbsp;&nbsp; 159188 |
|  | IGG, Inc. | 228000 | &nbsp;&nbsp; 119408 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Impro Precision <br> Industries Ltd.<br>| 27000 | &nbsp;&nbsp; 10412 |
| \* | IPE Group Ltd. | 180000 | &nbsp;&nbsp; 9902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jacobson Pharma <br> Corp. Ltd.<br>| 70000 | &nbsp;&nbsp; 14897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Electric <br> Holdings Ltd.<br>| 117755 | &nbsp;&nbsp; 347067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; K Wah International <br> Holdings Ltd.<br>| 367072 | &nbsp;&nbsp; 101156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Karrie International <br> Holdings Ltd.<br>| 112000 | &nbsp;&nbsp; 13122 |
|  | Kerry Properties Ltd. | 177500 | &nbsp;&nbsp; 473943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KLN Logistics Group <br> Ltd.<br>| 110500 | &nbsp;&nbsp; 116202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kowloon Development <br> Co. Ltd.<br>| 154307 | &nbsp;&nbsp; 62845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Langham Hospitality <br> Investments & <br> Langham Hospitality <br> Investments Ltd.<br>| 505500 | &nbsp;&nbsp; 37269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liu Chong Hing <br> Investment Ltd.<br>| 84000 | &nbsp;&nbsp; 47824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luk Fook Holdings <br> International Ltd.<br>| 104000 | &nbsp;&nbsp; 271374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Man Wah Holdings <br> Ltd.<br>| 603600 | &nbsp;&nbsp; 340495 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Melco International <br> Development Ltd.<br>| 25500 | &nbsp;&nbsp; 17633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MGM China Holdings <br> Ltd.<br>| 138400 | &nbsp;&nbsp; 292196 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; MH Development <br> NPV<br>| 24000 | &nbsp;&nbsp; 0 |
| \* | Midland Holdings Ltd. | 140000 | &nbsp;&nbsp; 31505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miramar Hotel & <br> Investment<br>| 88000 | &nbsp;&nbsp; 111095 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Modern Dental Group <br> Ltd.<br>| 140000 | &nbsp;&nbsp; $77428 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Mongolian Mining <br> Corp.<br>| 183000 | &nbsp;&nbsp; 183237 |
|  | MTR Corp. Ltd. | 55833 | &nbsp;&nbsp; 200846 |
| \* | NagaCorp Ltd. | 302811 | &nbsp;&nbsp; 159494 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; New Focus Auto Tech <br> Holdings Ltd.<br>| 1596000 | &nbsp;&nbsp; 10983 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; New World <br> Development Co. <br> Ltd.<br>| 401952 | &nbsp;&nbsp; 329152 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; NewOcean Energy <br> Holdings Ltd.<br>| 370000 | &nbsp;&nbsp; 0 |
| # | Nissin Foods Co. Ltd. | 65000 | &nbsp;&nbsp; 56333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Watch <br> Holdings<br>| 155596 | &nbsp;&nbsp; 67060 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oshidori International <br> Holdings Ltd.<br>| 1594198 | &nbsp;&nbsp; 94180 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Basin Shipping <br> Ltd.<br>| 2087000 | &nbsp;&nbsp; 603051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Textiles <br> Holdings Ltd.<br>| 295000 | &nbsp;&nbsp; 55232 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; PAX Global <br> Technology Ltd.<br>| 292000 | &nbsp;&nbsp; 252952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PC Partner Group <br> Ltd.<br>| 102000 | &nbsp;&nbsp; 96105 |
|  | PCCW Ltd. | 1216658 | &nbsp;&nbsp; 871671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Perfect Medical Health <br> Management Ltd.<br>| 124000 | &nbsp;&nbsp; 25904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pico Far East <br> Holdings Ltd.<br>| 286000 | &nbsp;&nbsp; 93190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Plover Bay <br> Technologies Ltd.<br>| 104000 | &nbsp;&nbsp; 87805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Assets <br> Holdings Ltd.<br>| 58000 | &nbsp;&nbsp; 381878 |
|  | PRADA SpA | 46500 | &nbsp;&nbsp; 253093 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Public Financial <br> Holdings Ltd.<br>| 144000 | &nbsp;&nbsp; 24956 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Regal Hotels <br> International <br> Holdings Ltd.<br>| 120000 | &nbsp;&nbsp; 8079 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Regina Miracle <br> International <br> Holdings Ltd.<br>| 81000 | &nbsp;&nbsp; 18783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sa Sa International <br> Holdings Ltd.<br>| 480000 | &nbsp;&nbsp; 37800 |
| Ω | Samsonite Group SA | 347400 | &nbsp;&nbsp; 708595 |
|  | Sands China Ltd. | 145600 | &nbsp;&nbsp; 352464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SAS Dragon Holdings <br> Ltd.<br>| 88000 | &nbsp;&nbsp; 52593 |
|  | SEA Holdings Ltd. | 36582 | &nbsp;&nbsp; 5763 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Hi-Speed <br> Holdings Group <br> Ltd.<br>| 153000 | &nbsp;&nbsp; 341136 |
|  | Shangri-La Asia Ltd. | 396000 | &nbsp;&nbsp; 229404 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenwan Hongyuan <br> HK Ltd.<br>| 65000 | &nbsp;&nbsp; 17457 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shun Tak Holdings <br> Ltd.<br>| 546000 | &nbsp;&nbsp; $45954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singamas Container <br> Holdings Ltd.<br>| 570000 | &nbsp;&nbsp; 49959 |
|  | Sino Land Co. Ltd. | 699955 | &nbsp;&nbsp; 806837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SITC International <br> Holdings Co. Ltd.<br>| 410000 | &nbsp;&nbsp; 1325637 |
| \* | SJM Holdings Ltd. | 210499 | &nbsp;&nbsp; 83263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SmarTone <br> Telecommunications <br> Holdings Ltd.<br>| 119000 | &nbsp;&nbsp; 69635 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Solomon Systech <br> International Ltd.<br>| 524000 | &nbsp;&nbsp; 30467 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Soundwill Holdings <br> Ltd.<br>| 41000 | &nbsp;&nbsp; 32255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stella International <br> Holdings Ltd.<br>| 173500 | &nbsp;&nbsp; 344578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Hung Kai & Co. <br> Ltd.<br>| 187000 | &nbsp;&nbsp; 84236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Hung Kai <br> Properties Ltd.<br>| 65500 | &nbsp;&nbsp; 777974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SUNeVision Holdings <br> Ltd.<br>| 246000 | &nbsp;&nbsp; 242812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swire Pacific Ltd. (19 <br> HK), Class A<br>| 73000 | &nbsp;&nbsp; 659871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swire Pacific Ltd. (87 <br> HK), Class B<br>| 57500 | &nbsp;&nbsp; 90336 |
|  | Swire Properties Ltd. | 71600 | &nbsp;&nbsp; 191903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TAI Cheung Holdings <br> Ltd.<br>| 108000 | &nbsp;&nbsp; 45941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Techtronic Industries <br> Co. Ltd.<br>| 128500 | &nbsp;&nbsp; 1536558 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Television Broadcasts <br> Ltd.<br>| 110900 | &nbsp;&nbsp; 58899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texhong International <br> Group Ltd.<br>| 122000 | &nbsp;&nbsp; 73879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texwinca Holdings <br> Ltd.<br>| 332000 | &nbsp;&nbsp; 36757 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Theme International <br> Holdings Ltd.<br>| 1000000 | &nbsp;&nbsp; 107018 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tongda Group <br> Holdings Ltd.<br>| 2489999 | &nbsp;&nbsp; 37009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Town Health <br> International <br> Medical Group Ltd.<br>| 254000 | &nbsp;&nbsp; 8903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tradelink Electronic <br> Commerce Ltd.<br>| 290000 | &nbsp;&nbsp; 35402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transport International <br> Holdings Ltd.<br>| 82790 | &nbsp;&nbsp; 94888 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; United Laboratories <br> International <br> Holdings Ltd.<br>| 452000 | &nbsp;&nbsp; 847298 |
| \*†† | Untrade.Genting | 188000 | &nbsp;&nbsp; 0 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Value Partners Group <br> Ltd.<br>| 303000 | &nbsp;&nbsp; 82418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vitasoy International <br> Holdings Ltd.<br>| 172000 | &nbsp;&nbsp; 200802 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | Viva Goods Co. Ltd. | 344000 | &nbsp;&nbsp; $23150 |
| \* | Vobile Group Ltd. | 236000 | &nbsp;&nbsp; 104454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VSTECS Holdings <br> Ltd.<br>| 326000 | &nbsp;&nbsp; 377284 |
|  | VTech Holdings Ltd. | 49200 | &nbsp;&nbsp; 364570 |
| Ω | WH Group Ltd. | 2130632 | &nbsp;&nbsp; 2133057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wharf Real Estate <br> Investment Co. Ltd.<br>| 201000 | &nbsp;&nbsp; 638137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wing Tai Properties <br> Ltd.<br>| 52000 | &nbsp;&nbsp; 11192 |
|  | Wynn Macau Ltd. | 292400 | &nbsp;&nbsp; 242344 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xingye Alloy Materials <br> Group Ltd.<br>| 86000 | &nbsp;&nbsp; 11057 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Xinyi Glass Holdings <br> Ltd.<br>| 671061 | &nbsp;&nbsp; 691723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yue Yuen Industrial <br> Holdings Ltd.<br>| 229000 | &nbsp;&nbsp; 358172 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | &nbsp;&nbsp; 47844084 |
| HUNGARY — (0.1%) | HUNGARY — (0.1%) | HUNGARY — (0.1%) | HUNGARY — (0.1%) |
| \* | 4iG Nyrt | 16803 | &nbsp;&nbsp; 87818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ANY Security Printing <br> Co.<br>| 806 | &nbsp;&nbsp; 18469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magyar Telekom <br> Telecommunications <br> PLC<br>| 100745 | &nbsp;&nbsp; 500238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MOL Hungarian Oil & <br> Gas PLC<br>| 69463 | &nbsp;&nbsp; 603531 |
|  | Opus Global Nyrt | 27448 | &nbsp;&nbsp; 44899 |
|  | OTP Bank Nyrt | 21980 | &nbsp;&nbsp; 1783586 |
|  | Richter Gedeon Nyrt | 6597 | &nbsp;&nbsp; 197831 |
| TOTAL HUNGARY | TOTAL HUNGARY |  | &nbsp;&nbsp; 3236372 |
| INDIA — (5.5%) | INDIA — (5.5%) | INDIA — (5.5%) | INDIA — (5.5%) |
|  | 360 ONE WAM Ltd. | 36444 | &nbsp;&nbsp; 436336 |
|  | 3M India Ltd. | 64 | &nbsp;&nbsp; 22588 |
|  | Aarti Drugs Ltd. | 15323 | &nbsp;&nbsp; 88329 |
|  | Aarti Industries Ltd. | 36607 | &nbsp;&nbsp; 173573 |
|  | Aarti Pharmalabs Ltd. | 11960 | &nbsp;&nbsp; 123428 |
| \* | Aavas Financiers Ltd. | 4162 | &nbsp;&nbsp; 81892 |
|  | ABB India Ltd. | 3063 | &nbsp;&nbsp; 191939 |
|  | Abbott India Ltd. | 863 | &nbsp;&nbsp; 338276 |
|  | ACC Ltd. | 10913 | &nbsp;&nbsp; 222292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Accelya Solutions <br> India Ltd.<br>| 740 | &nbsp;&nbsp; 11672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Action Construction <br> Equipment Ltd.<br>| 11951 | &nbsp;&nbsp; 153982 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adani Energy <br> Solutions Ltd.<br>| 18111 | &nbsp;&nbsp; 165631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Adani Enterprises <br> Ltd.<br>| 2174 | &nbsp;&nbsp; 60009 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adani Green Energy <br> Ltd.<br>| 6163 | &nbsp;&nbsp; 68889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Adani Ports & Special <br> Economic Zone <br> Ltd.<br>| 44017 | &nbsp;&nbsp; 686981 |
| \* | Adani Power Ltd. | 77143 | &nbsp;&nbsp; 513428 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Adani Total Gas Ltd. | 15559 | &nbsp;&nbsp; $106565 |
|  | ADF Foods Ltd. | 11330 | &nbsp;&nbsp; 31468 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aditya Birla Capital <br> Ltd.<br>| 190334 | &nbsp;&nbsp; 554232 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aditya Birla Fashion & <br> Retail Ltd.<br>| 37022 | &nbsp;&nbsp; 30677 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aditya Birla Lifestyle <br> Brands Ltd.<br>| 37022 | &nbsp;&nbsp; 60225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aditya Birla Real <br> Estate Ltd.<br>| 10267 | &nbsp;&nbsp; 220607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Enzyme <br> Technologies Ltd.<br>| 14719 | &nbsp;&nbsp; 58531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advent Hotels <br> International Pvt <br> Ltd.<br>| 2447 | &nbsp;&nbsp; 8735 |
|  | Aegis Logistics Ltd. | 45524 | &nbsp;&nbsp; 371962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agarwal Industrial <br> Corp. Ltd.<br>| 1662 | &nbsp;&nbsp; 18550 |
|  | AGI Greenpac Ltd. | 11207 | &nbsp;&nbsp; 122255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ahluwalia Contracts <br> India Ltd.<br>| 9019 | &nbsp;&nbsp; 105091 |
|  | AIA Engineering Ltd. | 10045 | &nbsp;&nbsp; 358850 |
|  | Ajanta Pharma Ltd. | 17411 | &nbsp;&nbsp; 542957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ajmera Realty & Infra <br> India Ltd.<br>| 1123 | &nbsp;&nbsp; 11395 |
|  | Akzo Nobel India Ltd. | 2300 | &nbsp;&nbsp; 98882 |
|  | Alembic Ltd. | 28091 | &nbsp;&nbsp; 35632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alembic <br> Pharmaceuticals <br> Ltd.<br>| 24680 | &nbsp;&nbsp; 274359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alkem Laboratories <br> Ltd.<br>| 6176 | &nbsp;&nbsp; 353600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alkyl Amines <br> Chemicals<br>| 3302 | &nbsp;&nbsp; 88243 |
|  | Allcargo Logistics Ltd. | 78973 | &nbsp;&nbsp; 31333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Allied Digital Services <br> Ltd.<br>| 4502 | &nbsp;&nbsp; 8099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amara Raja Energy & <br> Mobility Ltd.<br>| 20590 | &nbsp;&nbsp; 225860 |
|  | Ambuja Cements Ltd. | 59988 | &nbsp;&nbsp; 402058 |
|  | Anant Raj Ltd. | 34045 | &nbsp;&nbsp; 216196 |
|  | Andhra Sugars Ltd.  | 28073 | &nbsp;&nbsp; 24655 |
|  | Angel One Ltd. | 5945 | &nbsp;&nbsp; 174909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anup Engineering <br> Ltd.<br>| 1045 | &nbsp;&nbsp; 31697 |
|  | Apar Industries Ltd. | 4455 | &nbsp;&nbsp; 448190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apcotex Industries <br> Ltd.<br>| 3910 | &nbsp;&nbsp; 19046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; APL Apollo Tubes <br> Ltd.<br>| 38497 | &nbsp;&nbsp; 700046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apollo Hospitals <br> Enterprise Ltd.<br>| 13609 | &nbsp;&nbsp; 1161639 |
|  | Apollo Tyres Ltd. | 127582 | &nbsp;&nbsp; 656997 |
|  | Arvind Fashions Ltd. | 19213 | &nbsp;&nbsp; 121121 |
|  | Arvind Ltd. | 61309 | &nbsp;&nbsp; 220130 |
|  | Asahi India Glass Ltd. | 21844 | &nbsp;&nbsp; 208591 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ashapura Minechem <br> Ltd.<br>| 7479 | &nbsp;&nbsp; $46967 |
|  | Ashiana Housing Ltd. | 8633 | &nbsp;&nbsp; 31254 |
|  | Ashok Leyland Ltd. | 762665 | &nbsp;&nbsp; 1049833 |
| \* | Ashoka Buildcon Ltd. | 45156 | &nbsp;&nbsp; 103461 |
|  | Asian Paints Ltd. | 22765 | &nbsp;&nbsp; 620062 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Aster DM Healthcare <br> Ltd.<br>| 42764 | &nbsp;&nbsp; 294187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astra Microwave <br> Products Ltd.<br>| 16150 | &nbsp;&nbsp; 176169 |
|  | Astral Ltd. | 15673 | &nbsp;&nbsp; 249406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AstraZeneca Pharma <br> India Ltd.<br>| 1165 | &nbsp;&nbsp; 121641 |
|  | Atul Ltd. | 3410 | &nbsp;&nbsp; 256759 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; AU Small Finance <br> Bank Ltd.<br>| 27468 | &nbsp;&nbsp; 231586 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aurobindo Pharma <br> Ltd.<br>| 93734 | &nbsp;&nbsp; 1209783 |
|  | Automotive Axles Ltd. | 1309 | &nbsp;&nbsp; 27706 |
|  | Avanti Feeds Ltd. | 11662 | &nbsp;&nbsp; 89775 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Avenue Supermarts <br> Ltd.<br>| 1757 | &nbsp;&nbsp; 85013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Axis Bank Ltd. (AXSB <br> IN)<br>| 231314 | &nbsp;&nbsp; 2809095 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AXISCADES <br> Technologies Ltd.<br>| 4798 | &nbsp;&nbsp; 71953 |
|  | Bajaj Auto Ltd. | 5840 | &nbsp;&nbsp; 531384 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bajaj Consumer Care <br> Ltd.<br>| 7230 | &nbsp;&nbsp; 18406 |
|  | Bajaj Finance Ltd. | 284946 | &nbsp;&nbsp; 2847676 |
|  | Bajaj Finserv Ltd. | 24550 | &nbsp;&nbsp; 544347 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bajaj Hindusthan <br> Sugar Ltd.<br>| 308050 | &nbsp;&nbsp; 81508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bajaj Holdings & <br> Investment Ltd.<br>| 5386 | &nbsp;&nbsp; 861023 |
|  | Balaji Amines Ltd. | 2692 | &nbsp;&nbsp; 54703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Balkrishna Industries <br> Ltd.<br>| 18116 | &nbsp;&nbsp; 551448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Balmer Lawrie & Co. <br> Ltd.<br>| 31202 | &nbsp;&nbsp; 74549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Balrampur Chini Mills <br> Ltd.<br>| 63257 | &nbsp;&nbsp; 421734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Products India <br> Ltd.<br>| 13958 | &nbsp;&nbsp; 94113 |
| Ω | Bandhan Bank Ltd. | 81388 | &nbsp;&nbsp; 155218 |
|  | Bank of Baroda | 192236 | &nbsp;&nbsp; 519152 |
|  | Bank of India | 99928 | &nbsp;&nbsp; 126309 |
|  | Bank of Maharashtra | 340405 | &nbsp;&nbsp; 216428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bannari Amman <br> Sugars Ltd.<br>| 790 | &nbsp;&nbsp; 33773 |
|  | BASF India Ltd. | 3176 | &nbsp;&nbsp; 181231 |
|  | Bata India Ltd. | 11145 | &nbsp;&nbsp; 152132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bayer CropScience <br> Ltd.<br>| 2238 | &nbsp;&nbsp; 161125 |
|  | BCL Industries Ltd. | 25237 | &nbsp;&nbsp; 12663 |
|  | BEML Ltd. | 2685 | &nbsp;&nbsp; 120320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Berger Paints India <br> Ltd.<br>| 41751 | &nbsp;&nbsp; 266906 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | BF Utilities Ltd. | 4868 | &nbsp;&nbsp; $41212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bhansali Engineering <br> Polymers Ltd.<br>| 21684 | &nbsp;&nbsp; 28666 |
|  | Bharat Bijlee Ltd. | 2736 | &nbsp;&nbsp; 91703 |
|  | Bharat Dynamics Ltd. | 2585 | &nbsp;&nbsp; 47457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bharat Electronics <br> Ltd.<br>| 289753 | &nbsp;&nbsp; 1258445 |
|  | Bharat Forge Ltd. | 56042 | &nbsp;&nbsp; 741323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bharat Heavy <br> Electricals Ltd.<br>| 171255 | &nbsp;&nbsp; 463599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bharat Petroleum <br> Corp. Ltd.<br>| 154900 | &nbsp;&nbsp; 575072 |
|  | Bharat Rasayan Ltd. | 275 | &nbsp;&nbsp; 34085 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bharat Wire Ropes <br> Ltd.<br>| 6995 | &nbsp;&nbsp; 14826 |
|  | Bharti Airtel Ltd. | 234504 | &nbsp;&nbsp; 5098816 |
|  | Biocon Ltd. | 14258 | &nbsp;&nbsp; 63290 |
|  | Birla Corp. Ltd. | 9881 | &nbsp;&nbsp; 153916 |
|  | BirlaNu Ltd. | 1370 | &nbsp;&nbsp; 35884 |
|  | Birlasoft Ltd. | 56177 | &nbsp;&nbsp; 248483 |
| \* | Black Box Ltd. | 6786 | &nbsp;&nbsp; 39176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Blue Dart Express <br> Ltd.<br>| 1828 | &nbsp;&nbsp; 124590 |
|  | Blue Star Ltd. | 18366 | &nbsp;&nbsp; 362175 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bluspring Enterprises <br> Ltd.<br>| 19671 | &nbsp;&nbsp; 19761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bombay Burmah <br> Trading Co.<br>| 5642 | &nbsp;&nbsp; 121421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bombay Dyeing & <br> Manufacturing Co. <br> Ltd.<br>| 28403 | &nbsp;&nbsp; 54773 |
| \* | Borosil Ltd. | 2074 | &nbsp;&nbsp; 7712 |
| \* | Borosil Scientific Ltd. | 1555 | &nbsp;&nbsp; 2903 |
|  | Bosch Ltd. | 334 | &nbsp;&nbsp; 153283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brigade Enterprises <br> Ltd.<br>| 28660 | &nbsp;&nbsp; 325626 |
| \* | Brightcom Group Ltd. | 2124 | &nbsp;&nbsp; 332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Britannia Industries <br> Ltd.<br>| 12482 | &nbsp;&nbsp; 820401 |
|  | BSE Ltd. | 30483 | &nbsp;&nbsp; 839251 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Camlin Fine Sciences <br> Ltd.<br>| 5254 | &nbsp;&nbsp; 15922 |
|  | Can Fin Homes Ltd. | 29945 | &nbsp;&nbsp; 255591 |
|  | Canara Bank | 392098 | &nbsp;&nbsp; 476284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cantabil Retail India <br> Ltd.<br>| 4199 | &nbsp;&nbsp; 12654 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Capacit'e Infraprojects <br> Ltd.<br>| 8742 | &nbsp;&nbsp; 30370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caplin Point <br> Laboratories Ltd.<br>| 7151 | &nbsp;&nbsp; 167822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carborundum <br> Universal Ltd.<br>| 20508 | &nbsp;&nbsp; 217863 |
|  | Care Ratings Ltd. | 5502 | &nbsp;&nbsp; 106018 |
| \* | Cartrade Tech Ltd. | 2615 | &nbsp;&nbsp; 64859 |
|  | Carysil Ltd. | 1277 | &nbsp;&nbsp; 12805 |
|  | Castrol India Ltd. | 122027 | &nbsp;&nbsp; 302055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CCL Products India <br> Ltd.<br>| 29206 | &nbsp;&nbsp; 284400 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | CE Info Systems Ltd. | 2255 | &nbsp;&nbsp; $45933 |
|  | Ceat Ltd. | 9078 | &nbsp;&nbsp; 341932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Depository <br> Services India Ltd.<br>| 36509 | &nbsp;&nbsp; 612551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Centum Electronics <br> Ltd.<br>| 361 | &nbsp;&nbsp; 9082 |
|  | Century Enka Ltd. | 5766 | &nbsp;&nbsp; 33795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Century Plyboards <br> India Ltd.<br>| 21503 | &nbsp;&nbsp; 179899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cera Sanitaryware <br> Ltd.<br>| 1968 | &nbsp;&nbsp; 145994 |
|  | CESC Ltd. | 157900 | &nbsp;&nbsp; 301860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CG Power & Industrial <br> Solutions Ltd.<br>| 87042 | &nbsp;&nbsp; 655223 |
| \* | Chalet Hotels Ltd. | 7284 | &nbsp;&nbsp; 76022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chambal Fertilisers & <br> Chemicals Ltd.<br>| 65205 | &nbsp;&nbsp; 383189 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chemplast Sanmar <br> Ltd.<br>| 7729 | &nbsp;&nbsp; 36592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chennai Petroleum <br> Corp. Ltd.<br>| 12277 | &nbsp;&nbsp; 95131 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Choice International <br> Ltd.<br>| 10011 | &nbsp;&nbsp; 86507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cholamandalam <br> Financial Holdings <br> Ltd.<br>| 31559 | &nbsp;&nbsp; 673846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cholamandalam <br> Investment & <br> Finance Co. Ltd.<br>| 88373 | &nbsp;&nbsp; 1441123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CIE Automotive India <br> Ltd.<br>| 39842 | &nbsp;&nbsp; 182172 |
|  | Cipla Ltd. | 103155 | &nbsp;&nbsp; 1818692 |
|  | City Union Bank Ltd. | 137091 | &nbsp;&nbsp; 332559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CMS Info Systems <br> Ltd.<br>| 2724 | &nbsp;&nbsp; 14222 |
|  | Coal India Ltd. | 102625 | &nbsp;&nbsp; 438404 |
| Ω | Cochin Shipyard Ltd. | 4869 | &nbsp;&nbsp; 97605 |
|  | Coforge Ltd. | 40225 | &nbsp;&nbsp; 796733 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cohance Lifesciences <br> Ltd.<br>| 47775 | &nbsp;&nbsp; 540454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Colgate-Palmolive <br> India Ltd.<br>| 23255 | &nbsp;&nbsp; 593556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Computer Age <br> Management <br> Services Ltd.<br>| 15653 | &nbsp;&nbsp; 659164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Confidence Petroleum <br> India Ltd.<br>| 13575 | &nbsp;&nbsp; 7973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Container Corp. of <br> India Ltd.<br>| 61632 | &nbsp;&nbsp; 404433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coromandel <br> International Ltd.<br>| 36743 | &nbsp;&nbsp; 1114614 |
|  | Cosmo First Ltd. | 5608 | &nbsp;&nbsp; 64225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CreditAccess <br> Grameen Ltd.<br>| 8631 | &nbsp;&nbsp; 121597 |
|  | CRISIL Ltd. | 6494 | &nbsp;&nbsp; 392174 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crompton Greaves <br> Consumer <br> Electricals Ltd.<br>| 134422 | &nbsp;&nbsp; $492830 |
| \* | CSB Bank Ltd. | 12954 | &nbsp;&nbsp; 61926 |
|  | Cummins India Ltd. | 10803 | &nbsp;&nbsp; 437062 |
|  | Cyient Ltd. | 19478 | &nbsp;&nbsp; 265873 |
| \*Ω | D.P. Abhushan Ltd. | 235 | &nbsp;&nbsp; 4412 |
|  | Dabur India Ltd. | 29050 | &nbsp;&nbsp; 175095 |
|  | Dalmia Bharat Ltd. | 15075 | &nbsp;&nbsp; 381445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dalmia Bharat Sugar <br> & Industries Ltd.<br>| 7147 | &nbsp;&nbsp; 29992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Datamatics Global <br> Services Ltd.<br>| 3343 | &nbsp;&nbsp; 37426 |
|  | DB Corp. Ltd. | 17516 | &nbsp;&nbsp; 53669 |
|  | DCB Bank Ltd. | 64869 | &nbsp;&nbsp; 99055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DCM Shriram <br> Industries Ltd.<br>| 4675 | &nbsp;&nbsp; 8940 |
|  | DCM Shriram Ltd. | 19345 | &nbsp;&nbsp; 314069 |
| \* | DCW Ltd. | 49031 | &nbsp;&nbsp; 42770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deepak Fertilisers & <br> Petrochemicals <br> Corp. Ltd.<br>| 19971 | &nbsp;&nbsp; 364021 |
|  | Deepak Nitrite Ltd. | 12191 | &nbsp;&nbsp; 256226 |
|  | Delta Corp. Ltd. | 32285 | &nbsp;&nbsp; 31179 |
| \* | Dhani Services Ltd. | 19494 | &nbsp;&nbsp; 13580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dhanuka Agritech <br> Ltd.<br>| 5532 | &nbsp;&nbsp; 120165 |
| \* | Digitide Solutions Ltd. | 19671 | &nbsp;&nbsp; 51973 |
| Ω | Dilip Buildcon Ltd. | 9515 | &nbsp;&nbsp; 51886 |
| \* | Dish TV India Ltd. | 343258 | &nbsp;&nbsp; 20969 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dishman Carbogen <br> Amcis Ltd.<br>| 23993 | &nbsp;&nbsp; 68828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Divi's Laboratories <br> Ltd.<br>| 6321 | &nbsp;&nbsp; 473165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dixon Technologies <br> India Ltd.<br>| 9427 | &nbsp;&nbsp; 1799129 |
|  | DLF Ltd. | 58375 | &nbsp;&nbsp; 519598 |
|  | Dollar Industries Ltd. | 2788 | &nbsp;&nbsp; 12092 |
| Ω | Dr. Lal PathLabs Ltd. | 10564 | &nbsp;&nbsp; 377966 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dr. Reddy's <br> Laboratories Ltd., <br> ADR<br>| 75557 | &nbsp;&nbsp; 1074421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dr. Reddy's <br> Laboratories Ltd. <br> (DRRD IN)<br>| 76660 | &nbsp;&nbsp; 1103241 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dwarikesh Sugar <br> Industries Ltd.<br>| 22415 | &nbsp;&nbsp; 10746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dynamatic <br> Technologies Ltd.<br>| 928 | &nbsp;&nbsp; 69877 |
|  | eClerx Services Ltd. | 13635 | &nbsp;&nbsp; 584436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Edelweiss Financial <br> Services Ltd.<br>| 141455 | &nbsp;&nbsp; 164820 |
|  | Eicher Motors Ltd. | 14278 | &nbsp;&nbsp; 887603 |
| \* | EID Parry India Ltd. | 27575 | &nbsp;&nbsp; 384898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EIH Associated <br> Hotels<br>| 7004 | &nbsp;&nbsp; 30755 |
|  | EIH Ltd. | 48193 | &nbsp;&nbsp; 206358 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eimco Elecon India <br> Ltd.<br>| 301 | &nbsp;&nbsp; $7708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elecon Engineering <br> Co. Ltd.<br>| 18744 | &nbsp;&nbsp; 121800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electrosteel Castings <br> Ltd.<br>| 126163 | &nbsp;&nbsp; 159296 |
|  | Elgi Equipments Ltd. | 36135 | &nbsp;&nbsp; 233076 |
|  | Emami Ltd. | 64593 | &nbsp;&nbsp; 439958 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Embassy <br> Developments Ltd.<br>| 108361 | &nbsp;&nbsp; 129783 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Endurance <br> Technologies Ltd.<br>| 6331 | &nbsp;&nbsp; 183383 |
|  | Engineers India Ltd. | 88087 | &nbsp;&nbsp; 213179 |
|  | Epigral Ltd. | 4041 | &nbsp;&nbsp; 92898 |
|  | EPL Ltd. | 35420 | &nbsp;&nbsp; 89797 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Equitas Small Finance <br> Bank Ltd.<br>| 103405 | &nbsp;&nbsp; 69463 |
| Ω | Eris Lifesciences Ltd. | 11309 | &nbsp;&nbsp; 233286 |
|  | ESAB India Ltd. | 1538 | &nbsp;&nbsp; 93352 |
|  | Escorts Kubota Ltd. | 7522 | &nbsp;&nbsp; 288917 |
| \* | Eternal Ltd. | 99545 | &nbsp;&nbsp; 348608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eveready Industries <br> India Ltd.<br>| 747 | &nbsp;&nbsp; 3581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Everest Industries <br> Ltd.<br>| 1905 | &nbsp;&nbsp; 11764 |
|  | Excel Industries Ltd. | 1267 | &nbsp;&nbsp; 19514 |
|  | Exide Industries Ltd. | 132617 | &nbsp;&nbsp; 578276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fairchem Organics <br> Ltd.<br>| 494 | &nbsp;&nbsp; 4959 |
|  | FDC Ltd. | 17971 | &nbsp;&nbsp; 97484 |
|  | Federal Bank Ltd. | 595372 | &nbsp;&nbsp; 1376444 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Federal-Mogul Goetze <br> India Ltd.<br>| 2733 | &nbsp;&nbsp; 17873 |
|  | FIEM Industries Ltd. | 3998 | &nbsp;&nbsp; 87227 |
|  | Filatex India Ltd. | 59200 | &nbsp;&nbsp; 37366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fine Organic <br> Industries Ltd.<br>| 1971 | &nbsp;&nbsp; 119149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fineotex Chemical <br> Ltd.<br>| 4855 | &nbsp;&nbsp; 14404 |
|  | Finolex Cables Ltd. | 22825 | &nbsp;&nbsp; 229282 |
|  | Finolex Industries Ltd. | 77237 | &nbsp;&nbsp; 178780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Firstsource Solutions <br> Ltd.<br>| 78315 | &nbsp;&nbsp; 304029 |
|  | Force Motors Ltd. | 3168 | &nbsp;&nbsp; 611980 |
|  | Fortis Healthcare Ltd. | 67018 | &nbsp;&nbsp; 653061 |
|  | Gabriel India Ltd. | 27470 | &nbsp;&nbsp; 322874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GAIL India Ltd. (GAIL <br> IN)<br>| 498685 | &nbsp;&nbsp; 1003878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galaxy Surfactants <br> Ltd.<br>| 2459 | &nbsp;&nbsp; 74492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ganesh Housing <br> Corp. Ltd.<br>| 5906 | &nbsp;&nbsp; 60421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ganesha Ecosphere <br> Ltd.<br>| 592 | &nbsp;&nbsp; 9978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Garware Technical <br> Fibres Ltd.<br>| 20415 | &nbsp;&nbsp; 210874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gateway Distriparks <br> Ltd.<br>| 110836 | &nbsp;&nbsp; 89270 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GE Vernova T&D <br> India Ltd.<br>| 16366 | &nbsp;&nbsp; $507167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Geojit Financial <br> Services Ltd.<br>| 22705 | &nbsp;&nbsp; 18754 |
|  | GHCL Ltd. | 23955 | &nbsp;&nbsp; 162668 |
|  | GHCL Textiles Ltd. | 23955 | &nbsp;&nbsp; 23927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GIC Housing Finance <br> Ltd.<br>| 18109 | &nbsp;&nbsp; 38485 |
|  | Gillette India Ltd. | 2294 | &nbsp;&nbsp; 281271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GlaxoSmithKline <br> Pharmaceuticals <br> Ltd.<br>| 8551 | &nbsp;&nbsp; 304521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Glenmark <br> Pharmaceuticals <br> Ltd.<br>| 17558 | &nbsp;&nbsp; 422237 |
| \* | Global Health Ltd. | 4856 | &nbsp;&nbsp; 72403 |
|  | GM Breweries Ltd. | 1738 | &nbsp;&nbsp; 13524 |
|  | GMM Pfaudler Ltd. | 1759 | &nbsp;&nbsp; 27965 |
| \* | GMR Airports Ltd. | 254718 | &nbsp;&nbsp; 259816 |
|  | GOCL Corp. Ltd. | 2447 | &nbsp;&nbsp; 10007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Godawari Power & <br> Ispat Ltd.<br>| 75403 | &nbsp;&nbsp; 165801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Godfrey Phillips India <br> Ltd.<br>| 5565 | &nbsp;&nbsp; 577704 |
| Ω | Godrej Agrovet Ltd. | 5445 | &nbsp;&nbsp; 52423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Godrej Consumer <br> Products Ltd.<br>| 35807 | &nbsp;&nbsp; 513048 |
| \* | Godrej Industries Ltd. | 20703 | &nbsp;&nbsp; 266415 |
| \* | Godrej Properties Ltd. | 7841 | &nbsp;&nbsp; 186889 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gokaldas Exports <br> Ltd.<br>| 1867 | &nbsp;&nbsp; 17999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldiam International <br> Ltd.<br>| 61 | &nbsp;&nbsp; 236 |
|  | Granules India Ltd. | 56623 | &nbsp;&nbsp; 305238 |
|  | Graphite India Ltd. | 29629 | &nbsp;&nbsp; 192838 |
|  | Grasim Industries Ltd. | 47552 | &nbsp;&nbsp; 1493061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grauer & Weil India <br> Ltd.<br>| 25612 | &nbsp;&nbsp; 29337 |
|  | Gravita India Ltd. | 5903 | &nbsp;&nbsp; 125658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Eastern <br> Shipping Co. Ltd. <br>| 37226 | &nbsp;&nbsp; 396978 |
|  | Greaves Cotton Ltd. | 36228 | &nbsp;&nbsp; 92838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greenlam Industries <br> Ltd.<br>| 14666 | &nbsp;&nbsp; 39247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greenpanel Industries <br> Ltd.<br>| 16581 | &nbsp;&nbsp; 55267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greenply Industries <br> Ltd.<br>| 16548 | &nbsp;&nbsp; 60586 |
|  | Grindwell Norton Ltd. | 8987 | &nbsp;&nbsp; 157732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gufic Biosciences <br> Ltd.<br>| 1603 | &nbsp;&nbsp; 7222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat Alkalies & <br> Chemicals Ltd.<br>| 11750 | &nbsp;&nbsp; 77753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat Ambuja <br> Exports Ltd.<br>| 72824 | &nbsp;&nbsp; 90763 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat <br> Fluorochemicals <br> Ltd.<br>| 6700 | &nbsp;&nbsp; $272284 |
|  | Gujarat Gas Ltd. | 24930 | &nbsp;&nbsp; 125238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat Industries <br> Power Co. Ltd.<br>| 12468 | &nbsp;&nbsp; 28301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat Mineral <br> Development Corp. <br> Ltd.<br>| 43682 | &nbsp;&nbsp; 195332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat Narmada <br> Valley Fertilizers & <br> Chemicals Ltd.<br>| 24079 | &nbsp;&nbsp; 147743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat Pipavav Port <br> Ltd.<br>| 71936 | &nbsp;&nbsp; 129041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat State <br> Fertilizers & <br> Chemicals Ltd.<br>| 65661 | &nbsp;&nbsp; 152128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat State Petronet <br> Ltd.<br>| 109563 | &nbsp;&nbsp; 391593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Oil Lubricants <br> India Ltd.<br>| 4483 | &nbsp;&nbsp; 61386 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Harsha Engineers <br> Ltd.<br>| 3373 | &nbsp;&nbsp; 15914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hatsun Agro Product <br> Ltd.<br>| 16439 | &nbsp;&nbsp; 172204 |
|  | Havells India Ltd. | 35679 | &nbsp;&nbsp; 608697 |
|  | HBL Engineering Ltd. | 65276 | &nbsp;&nbsp; 436270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HCL Technologies <br> Ltd.<br>| 125194 | &nbsp;&nbsp; 2083153 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; HDFC Asset <br> Management Co. <br> Ltd.<br>| 12817 | &nbsp;&nbsp; 821090 |
|  | HDFC Bank Ltd. | 284137 | &nbsp;&nbsp; 6519814 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; HDFC Life Insurance <br> Co. Ltd.<br>| 22041 | &nbsp;&nbsp; 189756 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HealthCare Global <br> Enterprises Ltd.<br>| 9266 | &nbsp;&nbsp; 65650 |
|  | HEG Ltd. | 29265 | &nbsp;&nbsp; 189744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HeidelbergCement <br> India Ltd.<br>| 24203 | &nbsp;&nbsp; 58597 |
|  | Heritage Foods Ltd. | 15124 | &nbsp;&nbsp; 81718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hero MotoCorp Ltd. <br> (HMCL IN)<br>| 29861 | &nbsp;&nbsp; 1443560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hester Biosciences <br> Ltd.<br>| 1115 | &nbsp;&nbsp; 24510 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Heubach Colorants <br> India Ltd.<br>| 1829 | &nbsp;&nbsp; 12320 |
|  | HFCL Ltd. | 235479 | &nbsp;&nbsp; 202936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HG Infra Engineering <br> Ltd.<br>| 5215 | &nbsp;&nbsp; 61601 |
|  | Hikal Ltd. | 13133 | &nbsp;&nbsp; 48290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Himadri Speciality <br> Chemical Ltd.<br>| 61530 | &nbsp;&nbsp; 330433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Himatsingka Seide <br> Ltd.<br>| 8151 | &nbsp;&nbsp; 12907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hindalco Industries <br> Ltd.<br>| 279844 | &nbsp;&nbsp; 2168507 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hinduja Global <br> Solutions Ltd.<br>| 6335 | &nbsp;&nbsp; $41467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hindustan Aeronautics <br> Ltd.<br>| 25408 | &nbsp;&nbsp; 1307303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hindustan Copper <br> Ltd.<br>| 65061 | &nbsp;&nbsp; 179522 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hindustan Oil <br> Exploration Co. <br> Ltd.<br>| 11080 | &nbsp;&nbsp; 20967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hindustan Petroleum <br> Corp. Ltd.<br>| 141325 | &nbsp;&nbsp; 669145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hindustan Unilever <br> Ltd.<br>| 36054 | &nbsp;&nbsp; 1036597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hitachi Energy India <br> Ltd.<br>| 598 | &nbsp;&nbsp; 136577 |
|  | HI-Tech Pipes Ltd. | 12979 | &nbsp;&nbsp; 13336 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Home First Finance <br> Co. India Ltd.<br>| 2525 | &nbsp;&nbsp; 34703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Honda India Power <br> Products Ltd.<br>| 1245 | &nbsp;&nbsp; 40789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HPL Electric & Power <br> Ltd.<br>| 2975 | &nbsp;&nbsp; 19313 |
|  | Huhtamaki India Ltd. | 7123 | &nbsp;&nbsp; 17830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ICICI Bank Ltd. (IBN <br> US), Sponsored <br> ADR<br>| 255427 | &nbsp;&nbsp; 8607890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ICICI Bank Ltd. <br> (ICICIBC IN)<br>| 128348 | &nbsp;&nbsp; 2166689 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; ICICI Lombard <br> General Insurance <br> Co. Ltd.<br>| 10884 | &nbsp;&nbsp; 238854 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; ICICI Prudential Life <br> Insurance Co. Ltd.<br>| 17268 | &nbsp;&nbsp; 121146 |
|  | ICRA Ltd. | 930 | &nbsp;&nbsp; 70048 |
| \* | IDFC First Bank Ltd. | 1106981 | &nbsp;&nbsp; 865021 |
| \* | IFB Industries Ltd. | 1075 | &nbsp;&nbsp; 16075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IIFL Capital Services <br> Ltd.<br>| 40597 | &nbsp;&nbsp; 146554 |
| \* | IIFL Finance Ltd. | 61664 | &nbsp;&nbsp; 330047 |
| \* | India Cements Ltd. | 40895 | &nbsp;&nbsp; 169840 |
|  | India Glycols Ltd. | 4576 | &nbsp;&nbsp; 88702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; India Nippon <br> Electricals Ltd.<br>| 818 | &nbsp;&nbsp; 7101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; India Power Corp. <br> Ltd.<br>| 95714 | &nbsp;&nbsp; 13893 |
|  | Indian Bank | 65141 | &nbsp;&nbsp; 460778 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Indian Energy <br> Exchange Ltd.<br>| 127492 | &nbsp;&nbsp; 196662 |
|  | Indian Hotels Co. Ltd. | 59960 | &nbsp;&nbsp; 504736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indian Metals & Ferro <br> Alloys Ltd.<br>| 2769 | &nbsp;&nbsp; 23055 |
|  | Indian Oil Corp. Ltd. | 177575 | &nbsp;&nbsp; 292756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indian Railway <br> Catering & Tourism <br> Corp. Ltd.<br>| 39483 | &nbsp;&nbsp; 325824 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Indian Railway <br> Finance Corp. Ltd.<br>| 141713 | &nbsp;&nbsp; 205731 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indo Count Industries <br> Ltd.<br>| 29913 | &nbsp;&nbsp; $92075 |
|  | Indoco Remedies Ltd. | 6213 | &nbsp;&nbsp; 22387 |
|  | Indraprastha Gas Ltd. | 124532 | &nbsp;&nbsp; 290138 |
| \* | Indus Towers Ltd. | 268556 | &nbsp;&nbsp; 1102659 |
|  | IndusInd Bank Ltd. | 35507 | &nbsp;&nbsp; 321779 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Infibeam Avenues <br> Ltd.<br>| 423812 | &nbsp;&nbsp; 69220 |
|  | Info Edge India Ltd. | 49675 | &nbsp;&nbsp; 784307 |
|  | Infosys Ltd. (INFO IN) | 301896 | &nbsp;&nbsp; 5133989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ingersoll Rand India <br> Ltd.<br>| 2188 | &nbsp;&nbsp; 96290 |
| \* | Inox Wind Ltd. | 45516 | &nbsp;&nbsp; 77621 |
|  | Insecticides India Ltd. | 1658 | &nbsp;&nbsp; 20275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intellect Design Arena <br> Ltd.<br>| 19043 | &nbsp;&nbsp; 220580 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; InterGlobe Aviation <br> Ltd.<br>| 14591 | &nbsp;&nbsp; 976694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IOL Chemicals & <br> Pharmaceuticals <br> Ltd.<br>| 44275 | &nbsp;&nbsp; 51776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ION Exchange India <br> Ltd.<br>| 9414 | &nbsp;&nbsp; 49837 |
|  | Ipca Laboratories Ltd. | 27394 | &nbsp;&nbsp; 459693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IRB Infrastructure <br> Developers Ltd.<br>| 370150 | &nbsp;&nbsp; 189381 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; IRCON International <br> Ltd.<br>| 85488 | &nbsp;&nbsp; 171174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ISGEC Heavy <br> Engineering Ltd.<br>| 2547 | &nbsp;&nbsp; 31763 |
| \* | ITC Hotels Ltd. | 27884 | &nbsp;&nbsp; 73139 |
|  | ITC Ltd. | 355636 | &nbsp;&nbsp; 1666812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ITD Cementation India <br> Ltd.<br>| 28429 | &nbsp;&nbsp; 251503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J Kumar Infraprojects <br> Ltd.<br>| 13517 | &nbsp;&nbsp; 108537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jagran Prakashan <br> Ltd.<br>| 29376 | &nbsp;&nbsp; 24408 |
|  | Jai Corp. Ltd. | 15752 | &nbsp;&nbsp; 19753 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jain Irrigation <br> Systems Ltd.<br>| 105210 | &nbsp;&nbsp; 60840 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jaiprakash Power <br> Ventures Ltd.<br>| 829868 | &nbsp;&nbsp; 197040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jammu & Kashmir <br> Bank Ltd. <br>| 173236 | &nbsp;&nbsp; 205044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jamna Auto Industries <br> Ltd.<br>| 27803 | &nbsp;&nbsp; 29205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JB Chemicals & <br> Pharmaceuticals <br> Ltd.<br>| 19659 | &nbsp;&nbsp; 398347 |
|  | JBM Auto Ltd. | 4806 | &nbsp;&nbsp; 35032 |
|  | Jindal Poly Films Ltd. | 2062 | &nbsp;&nbsp; 13594 |
|  | Jindal Saw Ltd. | 136410 | &nbsp;&nbsp; 327502 |
|  | Jindal Stainless Ltd. | 171783 | &nbsp;&nbsp; 1351947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jindal Steel & Power <br> Ltd.<br>| 101206 | &nbsp;&nbsp; 1109541 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jio Financial Services <br> Ltd.<br>| 235961 | &nbsp;&nbsp; $881712 |
|  | JK Cement Ltd. | 9251 | &nbsp;&nbsp; 700588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JK Lakshmi Cement <br> Ltd.<br>| 16149 | &nbsp;&nbsp; 178884 |
|  | JK Paper Ltd. | 35115 | &nbsp;&nbsp; 142223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JK Tyre & Industries <br> Ltd.<br>| 44973 | &nbsp;&nbsp; 171245 |
|  | JM Financial Ltd. | 126883 | &nbsp;&nbsp; 227005 |
|  | JSW Energy Ltd. | 37102 | &nbsp;&nbsp; 218237 |
|  | JSW Steel Ltd. | 46635 | &nbsp;&nbsp; 561392 |
|  | JTEKT India Ltd. | 16195 | &nbsp;&nbsp; 23766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jubilant Foodworks <br> Ltd.<br>| 100705 | &nbsp;&nbsp; 744621 |
|  | Jubilant Ingrevia Ltd. | 25905 | &nbsp;&nbsp; 228278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jubilant Pharmova <br> Ltd.<br>| 24138 | &nbsp;&nbsp; 327821 |
| \* | Just Dial Ltd. | 7669 | &nbsp;&nbsp; 73081 |
|  | Jyothy Labs Ltd. | 35223 | &nbsp;&nbsp; 134520 |
|  | Kajaria Ceramics Ltd. | 31869 | &nbsp;&nbsp; 427578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kalpataru Projects <br> International Ltd.<br>| 26041 | &nbsp;&nbsp; 339378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kalyan Jewellers India <br> Ltd.<br>| 20187 | &nbsp;&nbsp; 135667 |
|  | Kalyani Steels Ltd. | 8932 | &nbsp;&nbsp; 90249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kansai Nerolac Paints <br> Ltd.<br>| 18894 | &nbsp;&nbsp; 52775 |
|  | Karnataka Bank Ltd.  | 111612 | &nbsp;&nbsp; 229336 |
|  | Karur Vysya Bank Ltd. <br>| 162946 | &nbsp;&nbsp; 492745 |
|  | Kaveri Seed Co. Ltd. | 8491 | &nbsp;&nbsp; 107164 |
|  | KCP Ltd.  | 18420 | &nbsp;&nbsp; 42492 |
|  | KDDL Ltd. | 536 | &nbsp;&nbsp; 16384 |
|  | KEC International Ltd. | 39834 | &nbsp;&nbsp; 389250 |
|  | KEI Industries Ltd. | 14956 | &nbsp;&nbsp; 652478 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kellton Tech Solutions <br> Ltd.<br>| 53725 | &nbsp;&nbsp; 17433 |
|  | Kennametal India Ltd. | 1297 | &nbsp;&nbsp; 31981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kewal Kiran Clothing <br> Ltd.<br>| 3299 | &nbsp;&nbsp; 20817 |
| \* | Kiri Industries Ltd. | 4565 | &nbsp;&nbsp; 28387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kirloskar Brothers <br> Ltd.<br>| 6585 | &nbsp;&nbsp; 146917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kirloskar Oil Engines <br> Ltd.<br>| 20099 | &nbsp;&nbsp; 205349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kirloskar Pneumatic <br> Co. Ltd.<br>| 1534 | &nbsp;&nbsp; 22989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KNR Constructions <br> Ltd.<br>| 46328 | &nbsp;&nbsp; 112417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kolte-Patil Developers <br> Ltd.<br>| 10501 | &nbsp;&nbsp; 49264 |
|  | Kopran Ltd. | 5260 | &nbsp;&nbsp; 9606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kotak Mahindra Bank <br> Ltd.<br>| 41331 | &nbsp;&nbsp; 931860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KPIT Technologies <br> Ltd.<br>| 47929 | &nbsp;&nbsp; 664514 |
|  | KPR Mill Ltd. | 43921 | &nbsp;&nbsp; 568702 |
|  | KRBL Ltd. | 12438 | &nbsp;&nbsp; 54469 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Krishna Institute of <br> Medical Sciences <br> Ltd.<br>| 14480 | &nbsp;&nbsp; $123767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Krsnaa Diagnostics <br> Ltd.<br>| 3815 | &nbsp;&nbsp; 37293 |
|  | KSB Ltd. | 19515 | &nbsp;&nbsp; 188103 |
|  | L&T Finance Ltd. | 231511 | &nbsp;&nbsp; 531029 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; L&T Technology <br> Services Ltd.<br>| 4790 | &nbsp;&nbsp; 233744 |
|  | LA Opala RG Ltd. | 1909 | &nbsp;&nbsp; 5993 |
|  | Larsen & Toubro Ltd. | 27381 | &nbsp;&nbsp; 1129868 |
| Ω | Laurus Labs Ltd. | 57587 | &nbsp;&nbsp; 572363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Laxmi Organic <br> Industries Ltd.<br>| 3180 | &nbsp;&nbsp; 7375 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Lemon Tree Hotels <br> Ltd.<br>| 47536 | &nbsp;&nbsp; 81111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LG Balakrishnan & <br> Bros Ltd.<br>| 7963 | &nbsp;&nbsp; 114594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LIC Housing Finance <br> Ltd.<br>| 110169 | &nbsp;&nbsp; 733549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lincoln <br> Pharmaceuticals <br> Ltd.<br>| 1483 | &nbsp;&nbsp; 8992 |
|  | Linde India Ltd. | 2015 | &nbsp;&nbsp; 150097 |
|  | LMW Ltd. | 716 | &nbsp;&nbsp; 123182 |
|  | LT Foods Ltd. | 41256 | &nbsp;&nbsp; 227869 |
| Ω | LTIMindtree Ltd. | 14151 | &nbsp;&nbsp; 818564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lumax Auto <br> Technologies Ltd.<br>| 10082 | &nbsp;&nbsp; 124629 |
|  | Lumax Industries Ltd. | 1052 | &nbsp;&nbsp; 47249 |
|  | Lupin Ltd. | 62163 | &nbsp;&nbsp; 1355819 |
|  | LUX Industries Ltd. | 1387 | &nbsp;&nbsp; 21683 |
|  | Mahanagar Gas Ltd. | 10030 | &nbsp;&nbsp; 154060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maharashtra Scooters <br> Ltd.<br>| 487 | &nbsp;&nbsp; 88186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maharashtra <br> Seamless Ltd.<br>| 18958 | &nbsp;&nbsp; 151962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra & Mahindra <br> Financial Services <br> Ltd.<br>| 180392 | &nbsp;&nbsp; 526669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra & Mahindra <br> Ltd.<br>| 71093 | &nbsp;&nbsp; 2585289 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra Holidays & <br> Resorts India Ltd.<br>| 34822 | &nbsp;&nbsp; 141003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra Lifespace <br> Developers Ltd.<br>| 37878 | &nbsp;&nbsp; 161216 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra Logistics <br> Ltd.<br>| 9557 | &nbsp;&nbsp; 36570 |
|  | Maithan Alloys Ltd. | 2030 | &nbsp;&nbsp; 25386 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Man Industries India <br> Ltd.<br>| 2266 | &nbsp;&nbsp; 11493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Man Infraconstruction <br> Ltd.<br>| 30854 | &nbsp;&nbsp; 61125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Manali Petrochemicals <br> Ltd.<br>| 12348 | &nbsp;&nbsp; 9569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Manappuram Finance <br> Ltd.<br>| 235523 | &nbsp;&nbsp; 678744 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mangalam Cement <br> Ltd.<br>| 2293 | &nbsp;&nbsp; $18474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mangalore Refinery & <br> Petrochemicals Ltd.<br>| 27248 | &nbsp;&nbsp; 39024 |
|  | Marico Ltd. | 102266 | &nbsp;&nbsp; 826383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marksans Pharma <br> Ltd.<br>| 74161 | &nbsp;&nbsp; 190859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maruti Suzuki India <br> Ltd.<br>| 4897 | &nbsp;&nbsp; 697573 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; MAS Financial <br> Services Ltd.<br>| 17424 | &nbsp;&nbsp; 61234 |
|  | Mastek Ltd. | 4519 | &nbsp;&nbsp; 124639 |
| \* | Max Estates Ltd. | 6858 | &nbsp;&nbsp; 37817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Max Healthcare <br> Institute Ltd.<br>| 28599 | &nbsp;&nbsp; 407055 |
| \* | Max India Ltd. | 3390 | &nbsp;&nbsp; 8363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mayur Uniquoters <br> Ltd.<br>| 8317 | &nbsp;&nbsp; 52429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mazagon Dock <br> Shipbuilders Ltd.<br>| 4176 | &nbsp;&nbsp; 131023 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Medi Assist <br> Healthcare Services <br> Ltd.<br>| 3525 | &nbsp;&nbsp; 21326 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Meghmani Organics <br> Ltd.<br>| 33015 | &nbsp;&nbsp; 37145 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Metropolis Healthcare <br> Ltd.<br>| 7189 | &nbsp;&nbsp; 162762 |
|  | Minda Corp. Ltd. | 11926 | &nbsp;&nbsp; 67355 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Mishra Dhatu Nigam <br> Ltd.<br>| 5601 | &nbsp;&nbsp; 25143 |
|  | MM Forgings Ltd. | 7250 | &nbsp;&nbsp; 28285 |
|  | MOIL Ltd. | 22181 | &nbsp;&nbsp; 86428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Monte Carlo Fashions <br> Ltd.<br>| 3649 | &nbsp;&nbsp; 24103 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Morepen Laboratories <br> Ltd.<br>| 106810 | &nbsp;&nbsp; 70892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motherson Sumi <br> Wiring India Ltd.<br>| 815505 | &nbsp;&nbsp; 345798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motilal Oswal <br> Financial Services <br> Ltd.<br>| 49532 | &nbsp;&nbsp; 512784 |
|  | Mphasis Ltd. | 33542 | &nbsp;&nbsp; 1060476 |
|  | MPS Ltd. | 256 | &nbsp;&nbsp; 6842 |
|  | MRF Ltd. | 693 | &nbsp;&nbsp; 1167264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mrs Bectors Food <br> Specialities Ltd.<br>| 6046 | &nbsp;&nbsp; 103767 |
|  | MSTC Ltd. | 7750 | &nbsp;&nbsp; 42117 |
|  | Muthoot Finance Ltd. | 53243 | &nbsp;&nbsp; 1587074 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nalwa Sons <br> Investments Ltd.<br>| 187 | &nbsp;&nbsp; 14276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Narayana <br> Hrudayalaya Ltd.<br>| 24947 | &nbsp;&nbsp; 546377 |
|  | Natco Pharma Ltd. | 20784 | &nbsp;&nbsp; 225470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Aluminium <br> Co. Ltd.<br>| 319195 | &nbsp;&nbsp; 669327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Fertilizers <br> Ltd.<br>| 35078 | &nbsp;&nbsp; 38778 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Nava Ltd. | 55260 | &nbsp;&nbsp; $395351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Navneet Education <br> Ltd.<br>| 38450 | &nbsp;&nbsp; 64948 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nazara Technologies <br> Ltd.<br>| 4090 | &nbsp;&nbsp; 62742 |
|  | NCC Ltd. | 133271 | &nbsp;&nbsp; 328704 |
|  | NCL Industries Ltd. | 8249 | &nbsp;&nbsp; 20558 |
|  | NELCO Ltd. | 3872 | &nbsp;&nbsp; 36333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neogen Chemicals <br> Ltd.<br>| 1069 | &nbsp;&nbsp; 18689 |
|  | NESCO Ltd. | 8606 | &nbsp;&nbsp; 135266 |
|  | Nestle India Ltd. | 23081 | &nbsp;&nbsp; 590426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neuland Laboratories <br> Ltd.<br>| 1127 | &nbsp;&nbsp; 171027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Newgen Software <br> Technologies Ltd.<br>| 4385 | &nbsp;&nbsp; 42388 |
|  | NHPC Ltd. | 332705 | &nbsp;&nbsp; 313489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NIIT Learning <br> Systems Ltd.<br>| 25172 | &nbsp;&nbsp; 91176 |
|  | NIIT Ltd. | 36661 | &nbsp;&nbsp; 47911 |
|  | Nilkamal Ltd. | 2650 | &nbsp;&nbsp; 50857 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Life India <br> Asset Management <br> Ltd.<br>| 24720 | &nbsp;&nbsp; 227743 |
|  | Nitin Spinners Ltd. | 8550 | &nbsp;&nbsp; 35596 |
|  | NLC India Ltd. | 66590 | &nbsp;&nbsp; 182784 |
|  | NMDC Ltd. | 788721 | &nbsp;&nbsp; 633126 |
| \* | NMDC Steel Ltd. | 262907 | &nbsp;&nbsp; 109552 |
|  | NOCIL Ltd. | 34528 | &nbsp;&nbsp; 72934 |
|  | Novartis India Ltd. | 1821 | &nbsp;&nbsp; 20315 |
|  | NRB Bearings Ltd. | 20512 | &nbsp;&nbsp; 66810 |
|  | NTPC Ltd. | 245260 | &nbsp;&nbsp; 929309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nucleus Software <br> Exports Ltd.<br>| 3058 | &nbsp;&nbsp; 36801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nuvama Wealth <br> Management Ltd.<br>| 1578 | &nbsp;&nbsp; 129762 |
|  | Oberoi Realty Ltd. | 36793 | &nbsp;&nbsp; 679788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oil & Natural Gas <br> Corp. Ltd.<br>| 110895 | &nbsp;&nbsp; 302890 |
|  | Oil India Ltd. | 85333 | &nbsp;&nbsp; 425104 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Onesource Specialty <br> Pharma Ltd.<br>| 9739 | &nbsp;&nbsp; 218453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oracle Financial <br> Services Software <br> Ltd.<br>| 5536 | &nbsp;&nbsp; 530147 |
|  | Orient Cement Ltd. | 25342 | &nbsp;&nbsp; 71336 |
|  | Orient Electric Ltd. | 25426 | &nbsp;&nbsp; 62138 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orient Green Power <br> Co. Ltd.<br>| 135608 | &nbsp;&nbsp; 21587 |
|  | Oriental Hotels Ltd. | 5689 | &nbsp;&nbsp; 9260 |
|  | Page Industries Ltd. | 938 | &nbsp;&nbsp; 521458 |
|  | Paisalo Digital Ltd. | 133713 | &nbsp;&nbsp; 47136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Panama Petrochem <br> Ltd.<br>| 5121 | &nbsp;&nbsp; 21205 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Parag Milk Foods Ltd., <br> Class F<br>| 9183 | &nbsp;&nbsp; 25656 |
|  | Patanjali Foods Ltd. | 5883 | &nbsp;&nbsp; 124576 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Patel Engineering <br> Ltd.<br>| 121503 | &nbsp;&nbsp; $51493 |
| \* | PB Fintech Ltd. | 11473 | &nbsp;&nbsp; 234905 |
| \* | PC Jeweller Ltd. | 661290 | &nbsp;&nbsp; 116534 |
|  | PCBL Chemical Ltd. | 61168 | &nbsp;&nbsp; 271715 |
| \* | Peninsula Land Ltd. | 21403 | &nbsp;&nbsp; 8744 |
| \* | Pennar Industries Ltd. | 19375 | &nbsp;&nbsp; 52552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Persistent Systems <br> Ltd.<br>| 21594 | &nbsp;&nbsp; 1260385 |
|  | Petronet LNG Ltd. | 282882 | &nbsp;&nbsp; 926288 |
|  | PG Electroplast Ltd. | 15159 | &nbsp;&nbsp; 140244 |
|  | Phoenix Mills Ltd.  | 23628 | &nbsp;&nbsp; 399013 |
|  | PI Industries Ltd. | 13700 | &nbsp;&nbsp; 661337 |
|  | Pidilite Industries Ltd. | 15447 | &nbsp;&nbsp; 504266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Piramal Enterprises <br> Ltd.<br>| 28361 | &nbsp;&nbsp; 408019 |
|  | Piramal Pharma Ltd. | 130810 | &nbsp;&nbsp; 292166 |
|  | Pitti Engineering Ltd. | 587 | &nbsp;&nbsp; 6279 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; PNB Housing Finance <br> Ltd.<br>| 40860 | &nbsp;&nbsp; 457550 |
|  | PNC Infratech Ltd. | 41157 | &nbsp;&nbsp; 145282 |
|  | Poly Medicure Ltd. | 5713 | &nbsp;&nbsp; 126567 |
|  | Polycab India Ltd. | 6068 | &nbsp;&nbsp; 470334 |
|  | Polyplex Corp. Ltd. | 6105 | &nbsp;&nbsp; 77391 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Poonawalla Fincorp <br> Ltd.<br>| 59773 | &nbsp;&nbsp; 289708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Finance Corp. <br> Ltd.<br>| 421622 | &nbsp;&nbsp; 1964503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Grid Corp. of <br> India Ltd.<br>| 289097 | &nbsp;&nbsp; 956508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Mech Projects <br> Ltd.<br>| 3950 | &nbsp;&nbsp; 140460 |
|  | Praj Industries Ltd. | 26040 | &nbsp;&nbsp; 137778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prakash Industries <br> Ltd.<br>| 57269 | &nbsp;&nbsp; 114511 |
|  | Prakash Pipes Ltd. | 1197 | &nbsp;&nbsp; 4915 |
| Ω | Prataap Snacks Ltd. | 2707 | &nbsp;&nbsp; 30005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Precision Wires India <br> Ltd.<br>| 13794 | &nbsp;&nbsp; 27716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prestige Estates <br> Projects Ltd.<br>| 37413 | &nbsp;&nbsp; 690605 |
| \* | Pricol Ltd. | 26229 | &nbsp;&nbsp; 128628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prince Pipes & <br> Fittings Ltd.<br>| 6881 | &nbsp;&nbsp; 26408 |
| \* | Prism Johnson Ltd. | 43150 | &nbsp;&nbsp; 74958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Privi Speciality <br> Chemicals Ltd.<br>| 2218 | &nbsp;&nbsp; 64797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Procter & Gamble <br> Health Ltd.<br>| 2614 | &nbsp;&nbsp; 176487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Procter & Gamble <br> Hygiene & Health <br> Care Ltd.<br>| 1703 | &nbsp;&nbsp; 266941 |
|  | PTC India Ltd. | 86024 | &nbsp;&nbsp; 187724 |
|  | Punjab National Bank | 271706 | &nbsp;&nbsp; 324018 |
| Ω | Quess Corp. Ltd. | 19671 | &nbsp;&nbsp; 66451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; R Systems <br> International Ltd.<br>| 4412 | &nbsp;&nbsp; 20947 |
|  | Radico Khaitan Ltd. | 11298 | &nbsp;&nbsp; 351197 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Rail Vikas Nigam Ltd. | 7351 | &nbsp;&nbsp; $28973 |
|  | Rain Industries Ltd. | 61259 | &nbsp;&nbsp; 109084 |
| \* | Rajesh Exports Ltd. | 14403 | &nbsp;&nbsp; 30785 |
|  | Rallis India Ltd. | 18917 | &nbsp;&nbsp; 80600 |
|  | Ramco Cements Ltd. | 27322 | &nbsp;&nbsp; 363305 |
|  | Ramco Industries Ltd. | 13704 | &nbsp;&nbsp; 45737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ramkrishna Forgings <br> Ltd.<br>| 23190 | &nbsp;&nbsp; 153550 |
|  | Rane Holdings Ltd. | 2514 | &nbsp;&nbsp; 43466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rashtriya Chemicals <br> & Fertilizers Ltd.<br>| 55235 | &nbsp;&nbsp; 95414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ratnamani Metals & <br> Tubes Ltd.<br>| 6518 | &nbsp;&nbsp; 195957 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RattanIndia Power <br> Ltd.<br>| 284216 | &nbsp;&nbsp; 41215 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Raymond Lifestyle <br> Ltd.<br>| 11795 | &nbsp;&nbsp; 153581 |
| \* | Raymond Ltd. | 14744 | &nbsp;&nbsp; 112185 |
| \* | Raymond Realty Ltd. | 14744 | &nbsp;&nbsp; 116136 |
| Ω | RBL Bank Ltd. | 141818 | &nbsp;&nbsp; 429674 |
|  | REC Ltd. | 477632 | &nbsp;&nbsp; 2140357 |
|  | Redington Ltd. | 224470 | &nbsp;&nbsp; 639346 |
|  | Redtape Ltd. | 44420 | &nbsp;&nbsp; 65035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Relaxo Footwears <br> Ltd.<br>| 10941 | &nbsp;&nbsp; 56372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reliance Industrial <br> Infrastructure Ltd.<br>| 2215 | &nbsp;&nbsp; 21824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reliance Industries <br> Ltd. (RIL IN)<br>| 471922 | &nbsp;&nbsp; 7451749 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Reliance Infrastructure <br> Ltd.<br>| 40867 | &nbsp;&nbsp; 151630 |
| \* | Reliance Power Ltd. | 916309 | &nbsp;&nbsp; 546812 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Religare Enterprises <br> Ltd.<br>| 4652 | &nbsp;&nbsp; 14155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Repco Home Finance <br> Ltd.<br>| 12674 | &nbsp;&nbsp; 58609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rico Auto Industries <br> Ltd.<br>| 31447 | &nbsp;&nbsp; 25541 |
|  | RITES Ltd. | 28740 | &nbsp;&nbsp; 83792 |
|  | Route Mobile Ltd. | 4960 | &nbsp;&nbsp; 50932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RPG Life Sciences <br> Ltd.<br>| 1466 | &nbsp;&nbsp; 40038 |
|  | Sagar Cements Ltd. | 10335 | &nbsp;&nbsp; 28811 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Salasar Techno <br> Engineering Ltd.<br>| 137948 | &nbsp;&nbsp; 11215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samvardhana <br> Motherson <br> International Ltd.<br>| 844520 | &nbsp;&nbsp; 929515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandhar Technologies <br> Ltd.<br>| 3136 | &nbsp;&nbsp; 17375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandur Manganese & <br> Iron Ores Ltd.<br>| 7163 | &nbsp;&nbsp; 36990 |
|  | Sangam India Ltd. | 553 | &nbsp;&nbsp; 2709 |
|  | Sanghvi Movers Ltd. | 6740 | &nbsp;&nbsp; 20651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanofi Consumer <br> Healthcare India <br> Ltd.<br>| 2438 | &nbsp;&nbsp; 136534 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Sanofi India Ltd. | 2438 | &nbsp;&nbsp; $162289 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Sansera Engineering <br> Ltd.<br>| 3442 | &nbsp;&nbsp; 51823 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sapphire Foods India <br> Ltd.<br>| 20690 | &nbsp;&nbsp; 74556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sarda Energy & <br> Minerals Ltd.<br>| 27550 | &nbsp;&nbsp; 139747 |
|  | Saregama India Ltd. | 7539 | &nbsp;&nbsp; 41435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sasken Technologies <br> Ltd.<br>| 899 | &nbsp;&nbsp; 15146 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Satin Creditcare <br> Network Ltd.<br>| 3262 | &nbsp;&nbsp; 5387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Savita Oil <br> Technologies Ltd.<br>| 6016 | &nbsp;&nbsp; 27373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SBI Cards & Payment <br> Services Ltd.<br>| 16690 | &nbsp;&nbsp; 153553 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; SBI Life Insurance Co. <br> Ltd.<br>| 35186 | &nbsp;&nbsp; 735827 |
|  | Schaeffler India Ltd. | 5290 | &nbsp;&nbsp; 247866 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Schneider Electric <br> Infrastructure Ltd.<br>| 15960 | &nbsp;&nbsp; 181832 |
| \* | SEAMEC Ltd. | 1720 | &nbsp;&nbsp; 15438 |
| \* | SEPC Ltd. | 382773 | &nbsp;&nbsp; 46017 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sequent Scientific <br> Ltd.<br>| 15132 | &nbsp;&nbsp; 29479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seshasayee Paper & <br> Boards Ltd.<br>| 6832 | &nbsp;&nbsp; 21269 |
| \*Ω | SH Kelkar & Co. Ltd. | 18152 | &nbsp;&nbsp; 53009 |
|  | Shalby Ltd. | 4833 | &nbsp;&nbsp; 11519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shankara Building <br> Products Ltd.<br>| 1193 | &nbsp;&nbsp; 15995 |
|  | Shanthi Gears Ltd. | 4322 | &nbsp;&nbsp; 27115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sharda Cropchem <br> Ltd.<br>| 10452 | &nbsp;&nbsp; 134462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sharda Motor <br> Industries Ltd.<br>| 2710 | &nbsp;&nbsp; 32141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Share India Securities <br> Ltd.<br>| 17297 | &nbsp;&nbsp; 34126 |
| \* | Shilpa Medicare Ltd. | 10216 | &nbsp;&nbsp; 101423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shipping Corp. of <br> India Land & Assets <br> Ltd.<br>| 59327 | &nbsp;&nbsp; 33914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shipping Corp. of <br> India Ltd.<br>| 65823 | &nbsp;&nbsp; 161427 |
| \* | Shoppers Stop Ltd. | 11621 | &nbsp;&nbsp; 68950 |
|  | Shree Cement Ltd. | 713 | &nbsp;&nbsp; 248721 |
|  | Shriram Finance Ltd. | 329700 | &nbsp;&nbsp; 2364898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shriram Pistons & <br> Rings Ltd.<br>| 2248 | &nbsp;&nbsp; 61398 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Siemens Energy India <br> Ltd.<br>| 1925 | &nbsp;&nbsp; 70782 |
|  | Siemens Ltd. | 1925 | &nbsp;&nbsp; 66315 |
| \* | SIS Ltd. | 16961 | &nbsp;&nbsp; 74804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siyaram Silk Mills <br> Ltd.<br>| 4520 | &nbsp;&nbsp; 32201 |
|  | SJS Enterprises Ltd. | 3196 | &nbsp;&nbsp; 44490 |
|  | SKF India Ltd. | 5640 | &nbsp;&nbsp; 313742 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Skipper Ltd. | 5063 | &nbsp;&nbsp; $28108 |
|  | Sobha Ltd. | 8818 | &nbsp;&nbsp; 160225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Solar Industries India <br> Ltd.<br>| 6105 | &nbsp;&nbsp; 977188 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Solara Active Pharma <br> Sciences Ltd.<br>| 4763 | &nbsp;&nbsp; 34789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Somany Ceramics <br> Ltd.<br>| 5724 | &nbsp;&nbsp; 35171 |
|  | Sonata Software Ltd. | 59569 | &nbsp;&nbsp; 265920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; South Indian Bank <br> Ltd.<br>| 648890 | &nbsp;&nbsp; 218847 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Spandana Sphoorty <br> Financial Ltd.<br>| 630 | &nbsp;&nbsp; 1930 |
|  | SRF Ltd. | 24207 | &nbsp;&nbsp; 836177 |
| \* | Star Cement Ltd. | 20987 | &nbsp;&nbsp; 57244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; State Bank of India <br> (SBID LI), GDR<br>| 490 | &nbsp;&nbsp; 44854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; State Bank of India <br> (SBIN IN)<br>| 114695 | &nbsp;&nbsp; 1038470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; State Bank of India <br> (SBKFF US), GDR<br>| 2177 | &nbsp;&nbsp; 199631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Steel Authority of India <br> Ltd.<br>| 331912 | &nbsp;&nbsp; 467906 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sterlite Technologies <br> Ltd.<br>| 52825 | &nbsp;&nbsp; 71726 |
|  | STL Networks Ltd. | 52825 | &nbsp;&nbsp; 15594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Strides Pharma <br> Science Ltd.<br>| 19479 | &nbsp;&nbsp; 193009 |
| \* | Stylam Industries Ltd. | 1806 | &nbsp;&nbsp; 35700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Styrenix Performance <br> Materials Ltd.<br>| 603 | &nbsp;&nbsp; 19943 |
| \* | Subex Ltd. | 85031 | &nbsp;&nbsp; 12670 |
|  | Subros Ltd. | 10122 | &nbsp;&nbsp; 98334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sudarshan Chemical <br> Industries Ltd.<br>| 12850 | &nbsp;&nbsp; 208785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Chemical <br> India Ltd.<br>| 18532 | &nbsp;&nbsp; 136676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Pharmaceutical <br> Industries Ltd. <br> (SUNP IN)<br>| 39264 | &nbsp;&nbsp; 759515 |
|  | Sun TV Network Ltd. | 29483 | &nbsp;&nbsp; 188900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sundaram Finance <br> Ltd.<br>| 12288 | &nbsp;&nbsp; 649403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sundaram-Clayton <br> Ltd.<br>| 1656 | &nbsp;&nbsp; 36780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sundram Fasteners <br> Ltd.<br>| 23120 | &nbsp;&nbsp; 261006 |
|  | Sundrop Brands Ltd. | 1165 | &nbsp;&nbsp; 10812 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sunflag Iron & Steel <br> Co. Ltd.<br>| 5016 | &nbsp;&nbsp; 16314 |
|  | Sunteck Realty Ltd. | 18820 | &nbsp;&nbsp; 84245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suprajit Engineering <br> Ltd.<br>| 20062 | &nbsp;&nbsp; 104724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Supreme Industries <br> Ltd.<br>| 13018 | &nbsp;&nbsp; 636976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Supreme Petrochem <br> Ltd.<br>| 22062 | &nbsp;&nbsp; 196966 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Surya Roshni Ltd. | 27536 | &nbsp;&nbsp; $102821 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Suryoday Small <br> Finance Bank Ltd.<br>| 15323 | &nbsp;&nbsp; 21979 |
| \* | Suzlon Energy Ltd. | 775346 | &nbsp;&nbsp; 539809 |
|  | Swaraj Engines Ltd. | 1425 | &nbsp;&nbsp; 68002 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Syngene International <br> Ltd.<br>| 25178 | &nbsp;&nbsp; 203290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TAJGVK Hotels & <br> Resorts Ltd.<br>| 3470 | &nbsp;&nbsp; 16164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Talbros Automotive <br> Components Ltd.<br>| 2544 | &nbsp;&nbsp; 8283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tamil Nadu Newsprint <br> & Papers Ltd.<br>| 15403 | &nbsp;&nbsp; 28064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tamilnadu <br> Petroproducts Ltd.<br>| 8299 | &nbsp;&nbsp; 9323 |
|  | Tanla Platforms Ltd. | 8789 | &nbsp;&nbsp; 62874 |
| \* | TARC Ltd. | 34062 | &nbsp;&nbsp; 71501 |
|  | Tata Chemicals Ltd. | 56836 | &nbsp;&nbsp; 635174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tata Communications <br> Ltd.<br>| 23355 | &nbsp;&nbsp; 454731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tata Consultancy <br> Services Ltd.<br>| 67519 | &nbsp;&nbsp; 2325730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tata Consumer <br> Products Ltd.<br>| 39732 | &nbsp;&nbsp; 484991 |
|  | Tata Elxsi Ltd. | 6681 | &nbsp;&nbsp; 462162 |
|  | Tata Motors Ltd. | 242466 | &nbsp;&nbsp; 1834095 |
|  | Tata Power Co. Ltd. | 176417 | &nbsp;&nbsp; 796176 |
|  | Tata Steel Ltd. | 1475346 | &nbsp;&nbsp; 2638735 |
|  | TCI Express Ltd. | 3754 | &nbsp;&nbsp; 29975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TD Power Systems <br> Ltd.<br>| 29800 | &nbsp;&nbsp; 172388 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TeamLease Services <br> Ltd.<br>| 973 | &nbsp;&nbsp; 20292 |
|  | Tech Mahindra Ltd. | 45211 | &nbsp;&nbsp; 750207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Techno Electric & <br> Engineering Co. <br> Ltd.<br>| 12589 | &nbsp;&nbsp; 206909 |
|  | Tega Industries Ltd. | 421 | &nbsp;&nbsp; 9091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texmaco Rail & <br> Engineering Ltd.<br>| 49331 | &nbsp;&nbsp; 82179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thanga Mayil <br> Jewellery Ltd.<br>| 1650 | &nbsp;&nbsp; 35425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thejo Engineering <br> Ltd.<br>| 612 | &nbsp;&nbsp; 16434 |
|  | Themis Medicare Ltd. | 3727 | &nbsp;&nbsp; 4542 |
|  | Thermax Ltd. | 2584 | &nbsp;&nbsp; 115825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thirumalai Chemicals <br> Ltd.<br>| 17134 | &nbsp;&nbsp; 58029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thomas Cook India <br> Ltd.<br>| 36462 | &nbsp;&nbsp; 69856 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Thyrocare <br> Technologies Ltd.<br>| 4402 | &nbsp;&nbsp; 66536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tilaknagar Industries <br> Ltd.<br>| 20689 | &nbsp;&nbsp; 115891 |
|  | Time Technoplast Ltd. | 52285 | &nbsp;&nbsp; 277205 |
|  | Timken India Ltd. | 5493 | &nbsp;&nbsp; 206972 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Titagarh Rail System <br> Ltd.<br>| 16029 | &nbsp;&nbsp; $156579 |
|  | Titan Co. Ltd. | 27228 | &nbsp;&nbsp; 1034212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Torrent <br> Pharmaceuticals <br> Ltd.<br>| 20591 | &nbsp;&nbsp; 879536 |
|  | Torrent Power Ltd. | 39877 | &nbsp;&nbsp; 591703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tourism Finance Corp. <br> of India Ltd.<br>| 21611 | &nbsp;&nbsp; 72663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TransIndia Real <br> Estate Ltd.<br>| 31372 | &nbsp;&nbsp; 11755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transport Corp. of <br> India Ltd.<br>| 9892 | &nbsp;&nbsp; 131796 |
|  | Trent Ltd. | 10624 | &nbsp;&nbsp; 606721 |
|  | Trident Ltd. | 309053 | &nbsp;&nbsp; 105813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triveni Engineering & <br> Industries Ltd.<br>| 37325 | &nbsp;&nbsp; 145205 |
|  | Triveni Turbine Ltd. | 9150 | &nbsp;&nbsp; 62302 |
|  | TTK Healthcare Ltd. | 475 | &nbsp;&nbsp; 6702 |
|  | TTK Prestige Ltd. | 10094 | &nbsp;&nbsp; 72587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tube Investments of <br> India Ltd.<br>| 27497 | &nbsp;&nbsp; 886562 |
|  | TVS Holdings Ltd. | 1656 | &nbsp;&nbsp; 218685 |
|  | TVS Motor Co. Ltd. | 47653 | &nbsp;&nbsp; 1521715 |
|  | TVS Srichakra Ltd. | 1447 | &nbsp;&nbsp; 49482 |
|  | Uflex Ltd. | 11771 | &nbsp;&nbsp; 79301 |
| \* | Ugro Capital Ltd. | 21291 | &nbsp;&nbsp; 41153 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Ujjivan Small Finance <br> Bank Ltd.<br>| 115379 | &nbsp;&nbsp; 58225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UltraTech Cement <br> Ltd.<br>| 4812 | &nbsp;&nbsp; 670030 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Unichem Laboratories <br> Ltd.<br>| 9550 | &nbsp;&nbsp; 68318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Union Bank of India <br> Ltd.<br>| 199983 | &nbsp;&nbsp; 297315 |
|  | United Breweries Ltd. | 3175 | &nbsp;&nbsp; 70348 |
|  | United Spirits Ltd. | 39557 | &nbsp;&nbsp; 602499 |
|  | UNO Minda Ltd. | 51988 | &nbsp;&nbsp; 615203 |
| \* | UPL Ltd. | 193634 | &nbsp;&nbsp; 1495372 |
| \* | Urja Global Ltd. | 81988 | &nbsp;&nbsp; 13010 |
|  | Usha Martin Ltd. | 48729 | &nbsp;&nbsp; 208216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UTI Asset <br> Management Co. <br> Ltd.<br>| 14793 | &nbsp;&nbsp; 222990 |
| \* | VA Tech Wabag Ltd. | 14418 | &nbsp;&nbsp; 259033 |
|  | Vadilal Industries Ltd. | 532 | &nbsp;&nbsp; 31610 |
|  | Vaibhav Global Ltd. | 17605 | &nbsp;&nbsp; 45254 |
| \* | Valor Estate Ltd. | 24477 | &nbsp;&nbsp; 51339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vardhman Special <br> Steels Ltd.<br>| 2805 | &nbsp;&nbsp; 8635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vardhman Textiles <br> Ltd.<br>| 40668 | &nbsp;&nbsp; 201265 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Varroc Engineering <br> Ltd.<br>| 13072 | &nbsp;&nbsp; 79509 |
|  | Varun Beverages Ltd. | 111631 | &nbsp;&nbsp; 661427 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vascon Engineers <br> Ltd.<br>| 4992 | &nbsp;&nbsp; 3050 |
|  | Vedanta Ltd. | 338403 | &nbsp;&nbsp; 1630430 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Veedol Corporation <br> Ltd.<br>| 1030 | &nbsp;&nbsp; $19433 |
|  | Venky's India Ltd. | 1715 | &nbsp;&nbsp; 29538 |
|  | Vesuvius India Ltd. | 31880 | &nbsp;&nbsp; 187579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; V-Guard Industries <br> Ltd.<br>| 35226 | &nbsp;&nbsp; 153476 |
|  | Vinati Organics Ltd. | 9335 | &nbsp;&nbsp; 194164 |
|  | Vindhya Telelinks Ltd. | 2575 | &nbsp;&nbsp; 46167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vishnu Chemicals <br> Ltd.<br>| 4745 | &nbsp;&nbsp; 30697 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; VL E-Governance & <br> IT Solutions Ltd.<br>| 22171 | &nbsp;&nbsp; 11166 |
| \* | Vodafone Idea Ltd. | 1722808 | &nbsp;&nbsp; 135262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Voltamp Transformers <br> Ltd.<br>| 1363 | &nbsp;&nbsp; 136117 |
|  | Voltas Ltd. | 14336 | &nbsp;&nbsp; 215155 |
|  | VRL Logistics Ltd. | 10687 | &nbsp;&nbsp; 75145 |
|  | VST Industries Ltd. | 18447 | &nbsp;&nbsp; 59297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VST Tillers Tractors <br> Ltd.<br>| 975 | &nbsp;&nbsp; 50582 |
|  | Welspun Corp. Ltd. | 50380 | &nbsp;&nbsp; 533873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Welspun Enterprises <br> Ltd.<br>| 19817 | &nbsp;&nbsp; 110839 |
|  | Welspun Living Ltd. | 110117 | &nbsp;&nbsp; 159359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; West Coast Paper <br> Mills Ltd.<br>| 12552 | &nbsp;&nbsp; 75999 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Westlife Foodworld <br> Ltd.<br>| 15854 | &nbsp;&nbsp; 130820 |
|  | Whirlpool of India Ltd. | 4402 | &nbsp;&nbsp; 66714 |
|  | Wipro Ltd. | 203012 | &nbsp;&nbsp; 570949 |
| \* | Wockhardt Ltd. | 12157 | &nbsp;&nbsp; 230235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wonderla Holidays <br> Ltd.<br>| 6827 | &nbsp;&nbsp; 49231 |
| \* | Yes Bank Ltd. | 45820 | &nbsp;&nbsp; 9849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zee Entertainment <br> Enterprises Ltd.<br>| 231835 | &nbsp;&nbsp; 312193 |
| \* | Zee Media Corp. Ltd. | 107388 | &nbsp;&nbsp; 16264 |
|  | Zen Technologies Ltd. | 1800 | &nbsp;&nbsp; 29624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zensar Technologies <br> Ltd.<br>| 38222 | &nbsp;&nbsp; 351570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zydus Lifesciences <br> Ltd.<br>| 35739 | &nbsp;&nbsp; 391230 |
|  | Zydus Wellness Ltd. | 4155 | &nbsp;&nbsp; 95744 |
| TOTAL INDIA | TOTAL INDIA |  | &nbsp;&nbsp; 243434977 |
| INDONESIA — (0.4%) | INDONESIA — (0.4%) | INDONESIA — (0.4%) | INDONESIA — (0.4%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ABM Investama Tbk. <br> PT<br>| 144100 | &nbsp;&nbsp; 25725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AKR Corporindo Tbk. <br> PT<br>| 1846900 | &nbsp;&nbsp; 150562 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alam Sutera Realty <br> Tbk. PT<br>| 4051400 | &nbsp;&nbsp; 38360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alamtri Minerals <br> Indonesia Tbk. PT<br>| 317500 | &nbsp;&nbsp; 21372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alamtri Resources <br> Indonesia Tbk. PT<br>| 4042400 | &nbsp;&nbsp; 453142 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amman Mineral <br> Internasional PT<br>| 37000 | &nbsp;&nbsp; $18860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aneka Tambang Tbk. <br> PT<br>| 2057846 | &nbsp;&nbsp; 356080 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Armidian Karyatama <br> Tbk. PT<br>| 544900 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arwana Citramulia <br> Tbk. PT<br>| 1326700 | &nbsp;&nbsp; 47107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aspirasi Hidup <br> Indonesia Tbk. PT<br>| 1894100 | &nbsp;&nbsp; 54073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astra Agro Lestari <br> Tbk. PT<br>| 162100 | &nbsp;&nbsp; 67007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astra International <br> Tbk. PT<br>| 2428700 | &nbsp;&nbsp; 750761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astra Otoparts Tbk. <br> PT<br>| 396000 | &nbsp;&nbsp; 51715 |
|  | Avia Avian Tbk. PT | 1776600 | &nbsp;&nbsp; 49095 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Aladin Syariah <br> Tbk. PT<br>| 210900 | &nbsp;&nbsp; 10244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Amar Indonesia <br> Tbk. PT<br>| 503666 | &nbsp;&nbsp; 6303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank BTPN Syariah <br> Tbk. PT<br>| 700400 | &nbsp;&nbsp; 59864 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Bukopin Tbk. <br> PT<br>| 7881856 | &nbsp;&nbsp; 30112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Central Asia <br> Tbk. PT<br>| 2994300 | &nbsp;&nbsp; 1500730 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank China <br> Construction Bank <br> Indonesia Tbk. PT<br>| 2812000 | &nbsp;&nbsp; 11447 |
| \* | Bank Jago Tbk. PT | 185400 | &nbsp;&nbsp; 21008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Mandiri Persero <br> Tbk. PT<br>| 4538500 | &nbsp;&nbsp; 1235519 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Mayapada <br> International Tbk. <br> PT<br>| 3615992 | &nbsp;&nbsp; 40360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Maybank <br> Indonesia Tbk. PT<br>| 1445900 | &nbsp;&nbsp; 18115 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Nationalnobu <br> Tbk. PT<br>| 660077 | &nbsp;&nbsp; 20810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Negara <br> Indonesia Persero <br> Tbk. PT<br>| 1781400 | &nbsp;&nbsp; 432005 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Neo Commerce <br> Tbk. PT<br>| 2633900 | &nbsp;&nbsp; 38704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank OCBC Nisp Tbk. <br> PT<br>| 796500 | &nbsp;&nbsp; 64296 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Pan Indonesia <br> Tbk. PT<br>| 1283500 | &nbsp;&nbsp; 87264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Pembangunan <br> Daerah Jawa Barat <br> Dan Banten Tbk. <br> PT<br>| 820743 | &nbsp;&nbsp; 39140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Pembangunan <br> Daerah Jawa Timur <br> Tbk. PT<br>| 1259300 | &nbsp;&nbsp; 38627 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Rakyat <br> Indonesia Persero <br> Tbk. PT<br>| 3445834 | &nbsp;&nbsp; $771627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Syariah <br> Indonesia Tbk. PT<br>| 833160 | &nbsp;&nbsp; 137543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Tabungan <br> Negara Persero <br> Tbk. PT<br>| 1737592 | &nbsp;&nbsp; 117097 |
|  | Barito Pacific Tbk. PT | 873282 | &nbsp;&nbsp; 138962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barito Renewables <br> Energy Tbk. PT<br>| 44000 | &nbsp;&nbsp; 20873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BFI Finance Indonesia <br> Tbk. PT<br>| 2437900 | &nbsp;&nbsp; 113162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BISI International Tbk. <br> PT<br>| 199000 | &nbsp;&nbsp; 11173 |
|  | Blue Bird Tbk. PT | 168500 | &nbsp;&nbsp; 19938 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Buana Lintas Lautan <br> Tbk. PT<br>| 3163100 | &nbsp;&nbsp; 25945 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bukalapak.com Tbk. <br> PT<br>| 14235700 | &nbsp;&nbsp; 130343 |
|  | Bukit Asam Tbk. PT | 1240600 | &nbsp;&nbsp; 182146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Buma Internasional <br> Grup Tbk. PT<br>| 1404500 | &nbsp;&nbsp; 31004 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bumi Resources <br> Minerals Tbk. PT<br>| 5308700 | &nbsp;&nbsp; 138230 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bumi Resources Tbk. <br> PT<br>| 21574900 | &nbsp;&nbsp; 145217 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bumi Serpong Damai <br> Tbk. PT<br>| 1288000 | &nbsp;&nbsp; 61699 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Capital Financial <br> Indonesia Tbk. PT<br>| 1344700 | &nbsp;&nbsp; 84576 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cemindo Gemilang <br> PT<br>| 689100 | &nbsp;&nbsp; 33888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Charoen Pokphand <br> Indonesia Tbk. PT<br>| 774400 | &nbsp;&nbsp; 231448 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Cikarang Listrindo <br> Tbk. PT<br>| 409000 | &nbsp;&nbsp; 17135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ciputra Development <br> Tbk. PT<br>| 2794447 | &nbsp;&nbsp; 155645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cisarua Mountain <br> Dairy Tbk. PT<br>| 127100 | &nbsp;&nbsp; 38540 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Citra Marga <br> Nusaphala Persada <br> Tbk. PT<br>| 166518 | &nbsp;&nbsp; 13267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dayamitra <br> Telekomunikasi PT<br>| 3553900 | &nbsp;&nbsp; 125285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dharma Satya <br> Nusantara Tbk. PT<br>| 1298400 | &nbsp;&nbsp; 108321 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dian Swastatika <br> Sentosa Tbk. PT<br>| 57900 | &nbsp;&nbsp; 227845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elang Mahkota <br> Teknologi Tbk. PT<br>| 3429100 | &nbsp;&nbsp; 129613 |
|  | Elnusa Tbk. PT | 1799200 | &nbsp;&nbsp; 53332 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Energi Mega Persada <br> Tbk. PT<br>| 1478800 | &nbsp;&nbsp; 52949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Erajaya Swasembada <br> Tbk. PT<br>| 3182500 | &nbsp;&nbsp; 93958 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ESSA Industries <br> Indonesia Tbk. PT<br>| 2376500 | &nbsp;&nbsp; $90748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gajah Tunggal Tbk. <br> PT<br>| 649500 | &nbsp;&nbsp; 41366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Garudafood Putra <br> Putri Jaya Tbk. PT<br>| 2647400 | &nbsp;&nbsp; 58570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Golden Energy Mines <br> Tbk. PT<br>| 31000 | &nbsp;&nbsp; 17225 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gudang Garam Tbk. <br> PT<br>| 171300 | &nbsp;&nbsp; 91923 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Harum Energy Tbk. <br> PT<br>| 282300 | &nbsp;&nbsp; 13523 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Impack Pratama <br> Industri Tbk. PT<br>| 1776300 | &nbsp;&nbsp; 53728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indah Kiat Pulp & <br> Paper Tbk. PT<br>| 759900 | &nbsp;&nbsp; 313026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indika Energy Tbk. <br> PT<br>| 446900 | &nbsp;&nbsp; 36362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indo Tambangraya <br> Megah Tbk. PT<br>| 140900 | &nbsp;&nbsp; 196598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indocement Tunggal <br> Prakarsa Tbk. PT<br>| 227200 | &nbsp;&nbsp; 72289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indofood CBP Sukses <br> Makmur Tbk. PT<br>| 142700 | &nbsp;&nbsp; 84768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indofood Sukses <br> Makmur Tbk. PT<br>| 1133000 | &nbsp;&nbsp; 585031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indomobil Sukses <br> Internasional Tbk. <br> PT<br>| 398300 | &nbsp;&nbsp; 25109 |
|  | Indosat Tbk. PT | 1060400 | &nbsp;&nbsp; 141512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industri Jamu Dan <br> Farmasi Sido <br> Muncul Tbk. PT<br>| 2078076 | &nbsp;&nbsp; 64333 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Inti Agri Resources <br> Tbk. PT<br>| 532800 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Intiland Development <br> Tbk. PT<br>| 873100 | &nbsp;&nbsp; 6683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japfa Comfeed <br> Indonesia Tbk. PT<br>| 1792100 | &nbsp;&nbsp; 173548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jasa Marga Persero <br> Tbk. PT<br>| 367604 | &nbsp;&nbsp; 79881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jaya Real Property <br> Tbk. PT<br>| 957600 | &nbsp;&nbsp; 43369 |
|  | Kalbe Farma Tbk. PT | 1747300 | &nbsp;&nbsp; 151124 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kawasan Industri <br> Jababeka Tbk. PT<br>| 5806510 | &nbsp;&nbsp; 66670 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lippo Karawaci Tbk. <br> PT<br>| 10772700 | &nbsp;&nbsp; 54260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Map Aktif Adiperkasa <br> PT<br>| 3040400 | &nbsp;&nbsp; 127425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matahari Department <br> Store Tbk. PT<br>| 289600 | &nbsp;&nbsp; 30730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mayora Indah Tbk. <br> PT<br>| 633400 | &nbsp;&nbsp; 85686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medco Energi <br> Internasional Tbk. <br> PT<br>| 3468500 | &nbsp;&nbsp; 270395 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Media Nusantara Citra <br> Tbk. PT<br>| 2673600 | &nbsp;&nbsp; $40893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medikaloka Hermina <br> Tbk. PT<br>| 2104600 | &nbsp;&nbsp; 201665 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Merdeka Battery <br> Materials Tbk. PT<br>| 1685100 | &nbsp;&nbsp; 48864 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Merdeka Copper Gold <br> Tbk. PT<br>| 539142 | &nbsp;&nbsp; 76990 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Metro Healthcare <br> Indonesia Tbk. PT<br>| 1818200 | &nbsp;&nbsp; 26278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metrodata Electronics <br> Tbk. PT<br>| 1934000 | &nbsp;&nbsp; 69849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Midi Utama Indonesia <br> Tbk. PT<br>| 405000 | &nbsp;&nbsp; 10842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitra Adiperkasa Tbk. <br> PT<br>| 3535200 | &nbsp;&nbsp; 252273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitra Keluarga <br> Karyasehat Tbk. <br> PT<br>| 457700 | &nbsp;&nbsp; 66123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitra Pinasthika <br> Mustika Tbk. PT<br>| 655500 | &nbsp;&nbsp; 38021 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MNC Digital <br> Entertainment Tbk. <br> PT<br>| 311000 | &nbsp;&nbsp; 9220 |
| \* | MNC Land Tbk. PT | 19621000 | &nbsp;&nbsp; 201235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pabrik Kertas Tjiwi <br> Kimia Tbk. PT<br>| 426900 | &nbsp;&nbsp; 158910 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Strategic <br> Financial Tbk. PT<br>| 719300 | &nbsp;&nbsp; 49166 |
|  | Pakuwon Jati Tbk. PT | 4627000 | &nbsp;&nbsp; 98889 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Panin Financial Tbk. <br> PT<br>| 3727900 | &nbsp;&nbsp; 57408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pantai Indah Kapuk <br> Dua Tbk. PT<br>| 70500 | &nbsp;&nbsp; 70424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Perusahaan Gas <br> Negara Tbk. PT<br>| 1396500 | &nbsp;&nbsp; 138058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Perusahaan <br> Perkebunan London <br> Sumatra Indonesia <br> Tbk. PT<br>| 918500 | &nbsp;&nbsp; 77456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Petrindo Jaya Kreasi <br> Tbk. PT<br>| 2642000 | &nbsp;&nbsp; 245361 |
|  | Petrosea Tbk. PT | 659800 | &nbsp;&nbsp; 151007 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Pool Advista <br> Indonesia Tbk. PT<br>| 107000 | &nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Puradelta Lestari Tbk. <br> PT<br>| 3333600 | &nbsp;&nbsp; 27927 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Rimo International <br> Lestari Tbk. PT<br>| 17222700 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rukun Raharja Tbk. <br> PT<br>| 207100 | &nbsp;&nbsp; 32777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samudera Indonesia <br> Tbk. PT<br>| 2565000 | &nbsp;&nbsp; 51065 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sarana Meditama <br> Metropolitan Tbk. <br> PT<br>| 1026800 | &nbsp;&nbsp; 17093 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sarana Menara <br> Nusantara Tbk. PT<br>| 4605100 | &nbsp;&nbsp; $170451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sariguna Primatirta <br> Tbk. PT<br>| 1578200 | &nbsp;&nbsp; 53525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sawit Sumbermas <br> Sarana Tbk. PT<br>| 939900 | &nbsp;&nbsp; 79601 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Sekawan Intipratama <br> Tbk. PT<br>| 253200 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Selamat Sempurna <br> Tbk. PT<br>| 783200 | &nbsp;&nbsp; 94330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Semen Indonesia <br> Persero Tbk. PT<br>| 664510 | &nbsp;&nbsp; 98973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siloam International <br> Hospitals Tbk. PT<br>| 323168 | &nbsp;&nbsp; 41434 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Sri Rejeki Isman Tbk. <br> PT<br>| 5584400 | &nbsp;&nbsp; 9290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumber Alfaria Trijaya <br> Tbk. PT<br>| 2295700 | &nbsp;&nbsp; 322665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumber Tani Agung <br> Resources Tbk. PT<br>| 474200 | &nbsp;&nbsp; 26920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Summarecon Agung <br> Tbk. PT<br>| 2680323 | &nbsp;&nbsp; 67008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Surya Citra Media <br> Tbk. PT<br>| 4617500 | &nbsp;&nbsp; 51674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Surya Semesta <br> Internusa Tbk. PT<br>| 1950500 | &nbsp;&nbsp; 307369 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Telkom Indonesia <br> Persero Tbk. PT <br> (TLK US), ADR<br>| 4314 | &nbsp;&nbsp; 75926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telkom Indonesia <br> Persero Tbk. PT <br> (TLKM IJ)<br>| 1045800 | &nbsp;&nbsp; 183637 |
|  | Temas Tbk. PT | 3424000 | &nbsp;&nbsp; 26606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tempo Scan Pacific <br> Tbk. PT<br>| 231900 | &nbsp;&nbsp; 30944 |
|  | Timah Tbk. PT | 691000 | &nbsp;&nbsp; 42290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tower Bersama <br> Infrastructure Tbk. <br> PT<br>| 418300 | &nbsp;&nbsp; 49704 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Trada Alam Minera <br> Tbk. PT<br>| 8033600 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transcoal Pacific Tbk. <br> PT<br>| 108100 | &nbsp;&nbsp; 41221 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Trimegah Sekuritas <br> Indonesia Tbk. PT<br>| 503900 | &nbsp;&nbsp; 11313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triputra Agro Persada <br> PT<br>| 1565000 | &nbsp;&nbsp; 137749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tunas Baru Lampung <br> Tbk. PT<br>| 935614 | &nbsp;&nbsp; 45462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ultrajaya Milk Industry <br> & Trading Co. Tbk. <br> PT<br>| 494600 | &nbsp;&nbsp; 38865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unilever Indonesia <br> Tbk. PT<br>| 549800 | &nbsp;&nbsp; 57038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Tractors Tbk. <br> PT<br>| 472500 | &nbsp;&nbsp; 692363 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vale Indonesia Tbk. <br> PT<br>| 477245 | &nbsp;&nbsp; $99796 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Waskita Karya <br> Persero Tbk. PT<br>| 3327686 | &nbsp;&nbsp; 7660 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Wijaya Karya Persero <br> Tbk. PT<br>| 2883734 | &nbsp;&nbsp; 26813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; XLSMART Telecom <br> Sejahtera Tbk. PT<br>| 1388629 | &nbsp;&nbsp; 212514 |
| TOTAL INDONESIA | TOTAL INDONESIA |  | &nbsp;&nbsp; 17446046 |
| IRELAND — (0.3%) | IRELAND — (0.3%) | IRELAND — (0.3%) | IRELAND — (0.3%) |
|  | AIB Group PLC | 560378 | &nbsp;&nbsp; 4420626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Ireland Group <br> PLC<br>| 321482 | &nbsp;&nbsp; 4311069 |
|  | Cairn Homes PLC | 192959 | &nbsp;&nbsp; 478915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dalata Hotel Group <br> PLC<br>| 79144 | &nbsp;&nbsp; 575431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FBD Holdings PLC <br> (FBD ID)<br>| 12798 | &nbsp;&nbsp; 204001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Glanbia PLC (GLB <br> ID)<br>| 50946 | &nbsp;&nbsp; 740239 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Glenveagh Properties <br> PLC<br>| 186836 | &nbsp;&nbsp; 398496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Irish Continental <br> Group PLC (IR5B <br> ID)<br>| 43924 | &nbsp;&nbsp; 277037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kerry Group PLC <br> (KYGA ID), Class A<br>| 8801 | &nbsp;&nbsp; 812948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingspan Group PLC <br> (KSP ID)<br>| 35278 | &nbsp;&nbsp; 2927787 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Permanent TSB <br> Group Holdings <br> PLC<br>| 27099 | &nbsp;&nbsp; 64331 |
| TOTAL IRELAND | TOTAL IRELAND |  | &nbsp;&nbsp; 15210880 |
| ISRAEL — (0.8%) | ISRAEL — (0.8%) | ISRAEL — (0.8%) | ISRAEL — (0.8%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Adgar Investment & <br> Development Ltd.<br>| 20210 | &nbsp;&nbsp; 30938 |
| \* | AFI Properties Ltd. | 3808 | &nbsp;&nbsp; 230481 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Africa Israel <br> Residences Ltd.<br>| 1024 | &nbsp;&nbsp; 82499 |
| \* | Airport City Ltd. | 12331 | &nbsp;&nbsp; 219865 |
| #\* | Allot Ltd. | 4114 | &nbsp;&nbsp; 32142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alony Hetz Properties <br> & Investments Ltd.<br>| 23769 | &nbsp;&nbsp; 247771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alrov Properties & <br> Lodgings Ltd.<br>| 2536 | &nbsp;&nbsp; 188733 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Amos Luzon <br> Development & <br> Energy Group Ltd.<br>| 42724 | &nbsp;&nbsp; 38546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amot Investments <br> Ltd.<br>| 14608 | &nbsp;&nbsp; 99602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Analyst IMS <br> Investment <br> Management <br> Services Ltd.<br>| 1267 | &nbsp;&nbsp; 45274 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | Arad Ltd. | 4947 | &nbsp;&nbsp; $75469 |
| \* | Argo Properties NV | 2506 | &nbsp;&nbsp; 81897 |
| \* | Ashdod Refinery Ltd. | 1690 | &nbsp;&nbsp; 29062 |
| # | Ashtrom Group Ltd. | 8814 | &nbsp;&nbsp; 183674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AudioCodes Ltd. <br> (AUDC US)<br>| 7330 | &nbsp;&nbsp; 73447 |
|  | Aura Investments Ltd. | 12697 | &nbsp;&nbsp; 84779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Automatic Bank <br> Services Ltd.<br>| 5810 | &nbsp;&nbsp; 36890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Azorim-Investment <br> Development & <br> Construction Co. <br> Ltd.<br>| 9305 | &nbsp;&nbsp; 60198 |
|  | Azrieli Group Ltd. | 1691 | &nbsp;&nbsp; 166139 |
|  | Bank Hapoalim BM | 144881 | &nbsp;&nbsp; 2716964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Leumi Le-Israel <br> BM<br>| 212296 | &nbsp;&nbsp; 3927216 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bet Shemesh Engines <br> Holdings 1997 Ltd.<br>| 1819 | &nbsp;&nbsp; 344977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bezeq The Israeli <br> Telecommunication <br> Corp. Ltd.<br>| 239336 | &nbsp;&nbsp; 445213 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Big Shopping Centers <br> Ltd.<br>| 1233 | &nbsp;&nbsp; 234848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Blue Square Real <br> Estate Ltd.<br>| 1552 | &nbsp;&nbsp; 177478 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Brainsway Ltd. (BWAY <br> IT)<br>| 1681 | &nbsp;&nbsp; 9868 |
| #\* | Camtek Ltd. | 1451 | &nbsp;&nbsp; 140424 |
|  | Carasso Motors Ltd. | 9772 | &nbsp;&nbsp; 115306 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cellcom Israel Ltd. <br> (CEL IT)<br>| 48962 | &nbsp;&nbsp; 442552 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ceragon Networks <br> Ltd.<br>| 10169 | &nbsp;&nbsp; 22474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clal Insurance <br> Enterprises <br> Holdings Ltd.<br>| 23464 | &nbsp;&nbsp; 1124960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cohen Development <br> Gas & Oil Ltd.<br>| 260 | &nbsp;&nbsp; 16090 |
| \* | Compugen Ltd. | 10412 | &nbsp;&nbsp; 15075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Danel Adir Yeoshua <br> Ltd.<br>| 2031 | &nbsp;&nbsp; 278376 |
|  | Danya Cebus Ltd. | 1918 | &nbsp;&nbsp; 69971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delek Automotive <br> Systems Ltd.<br>| 6426 | &nbsp;&nbsp; 50245 |
|  | Delek Group Ltd. | 2779 | &nbsp;&nbsp; 564416 |
|  | Delta Galil Ltd. | 5326 | &nbsp;&nbsp; 282614 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Delta Israel Brands <br> Ltd.<br>| 1199 | &nbsp;&nbsp; 31022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diplomat Holdings <br> Ltd.<br>| 1100 | &nbsp;&nbsp; 17143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Direct Finance of <br> Direct Group 2006 <br> Ltd.<br>| 165 | &nbsp;&nbsp; 25675 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dor Alon Energy in <br> Israel 1988 Ltd.<br>| 1403 | &nbsp;&nbsp; 55452 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Doral Group <br> Renewable Energy <br> Resources Ltd.<br>| 18496 | &nbsp;&nbsp; $87529 |
| # | Duniec Brothers Ltd. | 917 | &nbsp;&nbsp; 61925 |
| \* | El Al Israel Airlines | 55931 | &nbsp;&nbsp; 225792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elbit Systems Ltd. <br> (ESLT US)<br>| 311 | &nbsp;&nbsp; 145147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electra Consumer <br> Products 1970 Ltd.<br>| 1849 | &nbsp;&nbsp; 73372 |
|  | Electra Ltd. | 555 | &nbsp;&nbsp; 336261 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Electra Real Estate <br> Ltd.<br>| 2119 | &nbsp;&nbsp; 28526 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Energix-Renewable <br> Energies Ltd.<br>| 19149 | &nbsp;&nbsp; 74592 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enlight Renewable <br> Energy Ltd. (ENLT <br> IT)<br>| 3423 | &nbsp;&nbsp; 84049 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enlight Renewable <br> Energy Ltd. (ENLT <br> US)<br>| 3135 | &nbsp;&nbsp; 77215 |
| \* | Equital Ltd. | 7659 | &nbsp;&nbsp; 332322 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fattal Holdings 1998 <br> Ltd.<br>| 1780 | &nbsp;&nbsp; 320377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First International <br> Bank of Israel Ltd.<br>| 14348 | &nbsp;&nbsp; 996578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FMS Enterprises <br> Migun Ltd.<br>| 1064 | &nbsp;&nbsp; 45629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formula Systems <br> 1985 Ltd. (FORTY <br> IT)<br>| 2636 | &nbsp;&nbsp; 317313 |
|  | Fox Wizel Ltd. | 3553 | &nbsp;&nbsp; 368450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gav-Yam Lands Corp. <br> Ltd.<br>| 8208 | &nbsp;&nbsp; 91616 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gilat Satellite <br> Networks Ltd.<br>| 8621 | &nbsp;&nbsp; 64579 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hagag Group Real <br> Estate <br> Development<br>| 11912 | &nbsp;&nbsp; 74620 |
|  | Hamat Group Ltd. | 5314 | &nbsp;&nbsp; 25303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harel Insurance <br> Investments & <br> Financial Services <br> Ltd.<br>| 26685 | &nbsp;&nbsp; 804440 |
|  | Hilan Ltd. | 4993 | &nbsp;&nbsp; 407911 |
|  | Hiper Global Ltd. | 1464 | &nbsp;&nbsp; 8104 |
|  | ICL Group Ltd. | 43607 | &nbsp;&nbsp; 271668 |
|  | IDI Insurance Co. Ltd. | 3452 | &nbsp;&nbsp; 198859 |
| \* | IES Holdings Ltd. | 852 | &nbsp;&nbsp; 74204 |
|  | Ilex Medical Ltd. | 1583 | &nbsp;&nbsp; 28184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inrom Construction <br> Industries Ltd.<br>| 28910 | &nbsp;&nbsp; 168554 |
|  | Isracard Ltd. | 61649 | &nbsp;&nbsp; 252515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Israel Canada TR <br> Ltd.<br>| 12755 | &nbsp;&nbsp; 63368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Israel Discount Bank <br> Ltd., Class A<br>| 168812 | &nbsp;&nbsp; 1614439 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Israel Shipyards <br> Industries Ltd.<br>| 1705 | &nbsp;&nbsp; $64754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Isras Investment Co. <br> Ltd.<br>| 575 | &nbsp;&nbsp; 156019 |
|  | Issta Ltd. | 2735 | &nbsp;&nbsp; 85007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kamada Ltd. (KMDA <br> IT)<br>| 2220 | &nbsp;&nbsp; 16562 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kamada Ltd. (KMDA <br> US)<br>| 6695 | &nbsp;&nbsp; 49476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kardan Real Estate <br> Enterprise & <br> Development Ltd.<br>| 30989 | &nbsp;&nbsp; 56009 |
|  | Kenon Holdings Ltd. | 5202 | &nbsp;&nbsp; 247433 |
|  | Kerur Holdings Ltd. | 1856 | &nbsp;&nbsp; 45887 |
|  | Kvutzat Acro Ltd. | 4883 | &nbsp;&nbsp; 71010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lahav L.R. Real <br> Estate Ltd.<br>| 7178 | &nbsp;&nbsp; 13162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Land Development <br> Nimrodi Group Ltd.<br>| 8235 | &nbsp;&nbsp; 87381 |
|  | Lapidoth Capital Ltd. | 1405 | &nbsp;&nbsp; 31966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; M Yochananof & Sons <br> Ltd.<br>| 1596 | &nbsp;&nbsp; 147210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magic Software <br> Enterprises Ltd. <br> (MGIC IT)<br>| 1425 | &nbsp;&nbsp; 29901 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Magic Software <br> Enterprises Ltd. <br> (MGIC US)<br>| 11223 | &nbsp;&nbsp; 232428 |
| \* | Malam - Team Ltd. | 2662 | &nbsp;&nbsp; 89890 |
|  | Matrix IT Ltd. | 9410 | &nbsp;&nbsp; 345876 |
|  | Max Stock Ltd. | 23380 | &nbsp;&nbsp; 124514 |
| # | Maytronics Ltd. | 16664 | &nbsp;&nbsp; 21476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mediterranean Towers <br> Ltd.<br>| 32870 | &nbsp;&nbsp; 118767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mega Or Holdings <br> Ltd.<br>| 4762 | &nbsp;&nbsp; 223421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meitav Investment <br> House Ltd.<br>| 16138 | &nbsp;&nbsp; 402671 |
|  | Melisron Ltd. | 1840 | &nbsp;&nbsp; 211853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MENIF - Financial <br> Services Ltd.<br>| 3440 | &nbsp;&nbsp; 22474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Menora Mivtachim <br> Holdings Ltd.<br>| 5554 | &nbsp;&nbsp; 482809 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Meshek Energy <br> Renewable <br> Energies Ltd.<br>| 44062 | &nbsp;&nbsp; 57569 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Meshulam Levinstein <br> Contracting & <br> Engineering Ltd.<br>| 646 | &nbsp;&nbsp; 94759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Migdal Insurance & <br> Financial Holdings <br> Ltd.<br>| 103517 | &nbsp;&nbsp; 315919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mivne Real Estate KD <br> Ltd.<br>| 70674 | &nbsp;&nbsp; 266400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mivtach Shamir <br> Holdings Ltd.<br>| 2074 | &nbsp;&nbsp; 168683 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mizrahi Tefahot Bank <br> Ltd.<br>| 21980 | &nbsp;&nbsp; $1357762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Naphtha Israel <br> Petroleum Corp. <br> Ltd.<br>| 6012 | &nbsp;&nbsp; 46436 |
|  | Nawi Group Ltd. | 5014 | &nbsp;&nbsp; 87592 |
| \* | Nayax Ltd. | 521 | &nbsp;&nbsp; 22973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neto Malinda Trading <br> Ltd.<br>| 2036 | &nbsp;&nbsp; 85225 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Neto ME Holdings <br> Ltd.<br>| 161 | &nbsp;&nbsp; 9838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Next Vision Stabilized <br> Systems Ltd.<br>| 13571 | &nbsp;&nbsp; 556228 |
| \* | Nice Ltd. (NICE IT) | 193 | &nbsp;&nbsp; 30129 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Nice Ltd. (NICE US), <br> Sponsored ADR<br>| 702 | &nbsp;&nbsp; 109547 |
| \* | Nova Ltd. (NVMI IT) | 586 | &nbsp;&nbsp; 156269 |
|  | Novolog Ltd. | 74680 | &nbsp;&nbsp; 30529 |
|  | Oil Refineries Ltd. | 753120 | &nbsp;&nbsp; 197017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; One Software <br> Technologies Ltd.<br>| 15054 | &nbsp;&nbsp; 388942 |
| \* | OPC Energy Ltd. | 6083 | &nbsp;&nbsp; 91384 |
| \* | OY Nofar Energy Ltd. | 2215 | &nbsp;&nbsp; 66317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Palram Industries <br> 1990 Ltd.<br>| 5010 | &nbsp;&nbsp; 109185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Partner <br> Communications <br> Co. Ltd.<br>| 51349 | &nbsp;&nbsp; 472898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paz Retail & Energy <br> Ltd.<br>| 3262 | &nbsp;&nbsp; 603146 |
| \* | Perion Network Ltd. | 10726 | &nbsp;&nbsp; 116297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phoenix Financial <br> Ltd.<br>| 43541 | &nbsp;&nbsp; 1483576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Plasson Industries <br> Ltd.<br>| 1203 | &nbsp;&nbsp; 72420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Polyram Plastic <br> Industries Ltd.<br>| 4798 | &nbsp;&nbsp; 15551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prashkovsky <br> Investments & <br> Construction Ltd.<br>| 2012 | &nbsp;&nbsp; 77149 |
| \* | Priortech Ltd. | 1631 | &nbsp;&nbsp; 92585 |
|  | Qualitau Ltd. | 2085 | &nbsp;&nbsp; 261931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rami Levy Chain <br> Stores Hashikma <br> Marketing 2006 <br> Ltd.<br>| 3487 | &nbsp;&nbsp; 325245 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rani Zim Shopping <br> Centers Ltd.<br>| 14142 | &nbsp;&nbsp; 20965 |
|  | Retailors Ltd. | 5865 | &nbsp;&nbsp; 122019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sano-Brunos <br> Enterprises Ltd.<br>| 288 | &nbsp;&nbsp; 30085 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Scope Metals Group <br> Ltd.<br>| 2905 | &nbsp;&nbsp; 129665 |
| \* | Shikun & Binui Ltd. | 39778 | &nbsp;&nbsp; 189345 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shikun & Binui Soltec <br> Renewable Energy<br>| 50044 | &nbsp;&nbsp; 46131 |
|  | Shufersal Ltd. | 26366 | &nbsp;&nbsp; 318759 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | Strauss Group Ltd. | 2516 | &nbsp;&nbsp; $67560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Summit Real Estate <br> Holdings Ltd.<br>| 15262 | &nbsp;&nbsp; 289694 |
|  | Tadiran Group Ltd. | 843 | &nbsp;&nbsp; 44776 |
| Ω | Tamar Petroleum Ltd. | 20723 | &nbsp;&nbsp; 247584 |
| \* | TAT Technologies Ltd. | 930 | &nbsp;&nbsp; 33487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tel Aviv Stock <br> Exchange Ltd.<br>| 20243 | &nbsp;&nbsp; 382150 |
|  | Telsys Ltd. | 786 | &nbsp;&nbsp; 49428 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Teva Pharmaceutical <br> Industries Ltd. <br> (TEVA IT)<br>| 30689 | &nbsp;&nbsp; 480925 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Teva Pharmaceutical <br> Industries Ltd. <br> (TEVA US), <br> Sponsored ADR<br>| 66494 | &nbsp;&nbsp; 1027332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tiv Taam Holdings 1 <br> Ltd.<br>| 17262 | &nbsp;&nbsp; 41784 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tower Semiconductor <br> Ltd. (TSEM US)<br>| 6639 | &nbsp;&nbsp; 303734 |
|  | Turpaz Industries Ltd. | 5660 | &nbsp;&nbsp; 85645 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Veridis Environment <br> Ltd.<br>| 2880 | &nbsp;&nbsp; 20032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Victory Supermarket <br> Chain Ltd.<br>| 1508 | &nbsp;&nbsp; 22144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YD More Investments <br> Ltd.<br>| 9388 | &nbsp;&nbsp; 96698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YH Dimri Construction <br> & Development <br> Ltd.<br>| 879 | &nbsp;&nbsp; 95467 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | &nbsp;&nbsp; 36132072 |
| ITALY — (2.3%) | ITALY — (2.3%) | ITALY — (2.3%) | ITALY — (2.3%) |
|  | A2A SpA | 574705 | &nbsp;&nbsp; 1400413 |
|  | ACEA SpA | 17230 | &nbsp;&nbsp; 382373 |
|  | Amplifon SpA | 24895 | &nbsp;&nbsp; 419080 |
|  | Ariston Holding NV | 13708 | &nbsp;&nbsp; 71364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arnoldo Mondadori <br> Editore SpA<br>| 66336 | &nbsp;&nbsp; 152713 |
|  | Ascopiave SpA | 20805 | &nbsp;&nbsp; 71863 |
|  | Avio SpA | 4330 | &nbsp;&nbsp; 147971 |
|  | Azimut Holding SpA | 45890 | &nbsp;&nbsp; 1559915 |
|  | Banca Generali SpA | 21043 | &nbsp;&nbsp; 1175299 |
|  | Banca IFIS SpA | 8519 | &nbsp;&nbsp; 235930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banca Mediolanum <br> SpA<br>| 80142 | &nbsp;&nbsp; 1413607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banca Monte dei <br> Paschi di Siena <br> SpA<br>| 357382 | &nbsp;&nbsp; 3042543 |
| # | Banca Profilo SpA | 46925 | &nbsp;&nbsp; 8881 |
| \*Ω | Banca Sistema SpA | 18647 | &nbsp;&nbsp; 39975 |
|  | Banco BPM SpA | 403551 | &nbsp;&nbsp; 5146546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco di Desio e della <br> Brianza SpA<br>| 18839 | &nbsp;&nbsp; 161185 |
|  | BasicNet SpA | 5690 | &nbsp;&nbsp; 46242 |
| \*Ω | BFF Bank SpA | 49749 | &nbsp;&nbsp; 590630 |
| # | Biesse SpA | 2426 | &nbsp;&nbsp; 19777 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
|  | BPER Banca SpA | 739499 | &nbsp;&nbsp; $7277045 |
|  | Brembo NV | 16904 | &nbsp;&nbsp; 162054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brunello Cucinelli <br> SpA<br>| 12044 | &nbsp;&nbsp; 1350647 |
|  | Buzzi SpA | 23421 | &nbsp;&nbsp; 1223047 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cairo Communication <br> SpA<br>| 20451 | &nbsp;&nbsp; 63585 |
| Ω | Carel Industries SpA | 8963 | &nbsp;&nbsp; 243476 |
|  | Cembre SpA | 1546 | &nbsp;&nbsp; 105061 |
|  | Cementir Holding NV | 15517 | &nbsp;&nbsp; 230520 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CIR SpA-Compagnie <br> Industriali<br>| 281282 | &nbsp;&nbsp; 216753 |
|  | Comer Industries SpA | 343 | &nbsp;&nbsp; 12785 |
|  | Credito Emiliano SpA | 37931 | &nbsp;&nbsp; 574977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; d'Amico International <br> Shipping SA<br>| 18806 | &nbsp;&nbsp; 77501 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Danieli & C Officine <br> Meccaniche SpA <br> (DAN IM)<br>| 4771 | &nbsp;&nbsp; 205019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Danieli & C Officine <br> Meccaniche SpA <br> (DANR IM)<br>| 14987 | &nbsp;&nbsp; 487256 |
|  | Datalogic SpA | 7679 | &nbsp;&nbsp; 41448 |
|  | De' Longhi SpA | 324 | &nbsp;&nbsp; 10627 |
| \*Ω | doValue SpA | 14473 | &nbsp;&nbsp; 43029 |
|  | Emak SpA | 23116 | &nbsp;&nbsp; 22970 |
| Ω | Enav SpA | 24621 | &nbsp;&nbsp; 108013 |
|  | Enel SpA | 756545 | &nbsp;&nbsp; 6671431 |
|  | Eni SpA (ENI IM) | 413747 | &nbsp;&nbsp; 7061558 |
|  | ERG SpA | 13003 | &nbsp;&nbsp; 281703 |
| # | Esprinet SpA | 13585 | &nbsp;&nbsp; 64542 |
|  | Ferrari NV (RACE IM) | 9037 | &nbsp;&nbsp; 3962878 |
| # | Ferretti SpA | 32804 | &nbsp;&nbsp; 98969 |
|  | Fiera Milano SpA | 3538 | &nbsp;&nbsp; 25388 |
|  | Fila SpA | 13113 | &nbsp;&nbsp; 129264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FinecoBank Banca <br> Fineco SpA<br>| 142072 | &nbsp;&nbsp; 3025283 |
|  | FNM SpA | 63935 | &nbsp;&nbsp; 29765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Garofalo Health Care <br> SpA<br>| 4908 | &nbsp;&nbsp; 28075 |
|  | Gefran SpA | 1857 | &nbsp;&nbsp; 22198 |
|  | Generali | 14547 | &nbsp;&nbsp; 542687 |
|  | GPI SpA | 1522 | &nbsp;&nbsp; 26998 |
|  | Hera SpA | 276415 | &nbsp;&nbsp; 1182769 |
| # | IMMSI SpA | 88096 | &nbsp;&nbsp; 50861 |
|  | Intercos SpA | 2611 | &nbsp;&nbsp; 34928 |
|  | Intesa Sanpaolo SpA | 769891 | &nbsp;&nbsp; 4638794 |
|  | Iren SpA | 145146 | &nbsp;&nbsp; 415650 |
|  | Italgas SpA | 167444 | &nbsp;&nbsp; 1389344 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Italian Sea Group <br> SpA<br>| 4884 | &nbsp;&nbsp; 30514 |
|  | Italmobiliare SpA | 5539 | &nbsp;&nbsp; 178355 |
|  | Iveco Group NV | 63417 | &nbsp;&nbsp; 1310806 |
|  | Leonardo SpA | 23513 | &nbsp;&nbsp; 1267424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lottomatica Group <br> SpA<br>| 2691 | &nbsp;&nbsp; 72536 |
|  | Maire SpA | 50309 | &nbsp;&nbsp; 698817 |
|  | MARR SpA | 2014 | &nbsp;&nbsp; 23592 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mediobanca Banca di <br> Credito Finanziario <br> SpA<br>| 131099 | &nbsp;&nbsp; $2886321 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; MFE-MediaForEurope <br> NV (MFEA IM), <br> Class A<br>| 44852 | &nbsp;&nbsp; 142145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MFE-MediaForEurope <br> NV (MFEB IM), <br> Class B<br>| 12611 | &nbsp;&nbsp; 56672 |
|  | Moltiply Group SpA | 6507 | &nbsp;&nbsp; 321382 |
|  | Moncler SpA | 38488 | &nbsp;&nbsp; 2052664 |
| \* | NewPrinces SpA | 6439 | &nbsp;&nbsp; 167803 |
| Ω | Nexi SpA | 134584 | &nbsp;&nbsp; 768506 |
|  | Orsero SpA | 2438 | &nbsp;&nbsp; 39227 |
| Ω | OVS SpA | 86178 | &nbsp;&nbsp; 356748 |
|  | Pharmanutra SpA | 668 | &nbsp;&nbsp; 34977 |
| # | Piaggio & C SpA | 32470 | &nbsp;&nbsp; 70093 |
| Ω | Pirelli & C SpA | 119851 | &nbsp;&nbsp; 807960 |
| Ω | Poste Italiane SpA | 34795 | &nbsp;&nbsp; 751743 |
|  | Prysmian SpA | 43242 | &nbsp;&nbsp; 3453454 |
| Ω | RAI Way SpA | 45846 | &nbsp;&nbsp; 306063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Recordati Industria <br> Chimica e <br> Farmaceutica SpA<br>| 21981 | &nbsp;&nbsp; 1260691 |
|  | Reply SpA | 6245 | &nbsp;&nbsp; 978178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rizzoli Corriere Della <br> Sera Mediagroup <br> SpA<br>| 38378 | &nbsp;&nbsp; 44862 |
|  | Sabaf SpA | 1655 | &nbsp;&nbsp; 25825 |
| #\* | Safilo Group SpA | 47686 | &nbsp;&nbsp; 59178 |
|  | Saipem SpA | 537870 | &nbsp;&nbsp; 1437742 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Salvatore Ferragamo <br> SpA<br>| 1248 | &nbsp;&nbsp; 7058 |
| # | Sanlorenzo SpA | 3355 | &nbsp;&nbsp; 113074 |
| # | Sesa SpA | 2358 | &nbsp;&nbsp; 177562 |
|  | Snam SpA | 144354 | &nbsp;&nbsp; 836569 |
|  | Sogefi SpA | 26838 | &nbsp;&nbsp; 83639 |
|  | SOL SpA | 12728 | &nbsp;&nbsp; 679149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stellantis NV (STLAM <br> IM)<br>| 245379 | &nbsp;&nbsp; 2165495 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tamburi Investment <br> Partners SpA<br>| 29041 | &nbsp;&nbsp; 255737 |
| Ω | Technogym SpA | 36534 | &nbsp;&nbsp; 563692 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Telecom Italia SpA <br> (TIT IM)<br>| 3696209 | &nbsp;&nbsp; 1698528 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Telecom Italia SpA <br> (TITR IM)<br>| 1278036 | &nbsp;&nbsp; 658159 |
|  | Tenaris SA (TEN IM) | 46810 | &nbsp;&nbsp; 817544 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tenaris SA (TS US), <br> ADR<br>| 1964 | &nbsp;&nbsp; 68622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Terna - Rete Elettrica <br> Nazionale<br>| 161736 | &nbsp;&nbsp; 1564949 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TREVI - Finanziaria <br> Industriale SpA<br>| 52648 | &nbsp;&nbsp; 20219 |
|  | TXT e-solutions SpA | 990 | &nbsp;&nbsp; 38014 |
|  | UniCredit SpA | 141784 | &nbsp;&nbsp; 10431583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unipol Assicurazioni <br> SpA<br>| 170742 | &nbsp;&nbsp; 3424692 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
|  | Webuild SpA | 170551 | &nbsp;&nbsp; $767591 |
|  | Wiit SpA | 2903 | &nbsp;&nbsp; 51675 |
| # | Zignago Vetro SpA | 1915 | &nbsp;&nbsp; 17127 |
| TOTAL ITALY | TOTAL ITALY |  | &nbsp;&nbsp; 102270161 |
| JAPAN — (14.5%) | JAPAN — (14.5%) | JAPAN — (14.5%) | JAPAN — (14.5%) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; &Do Holdings Co. <br> Ltd.<br>| 2900 | &nbsp;&nbsp; 20889 |
|  | 77 Bank Ltd. | 20800 | &nbsp;&nbsp; 718467 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; A&D HOLON Holdings <br> Co. Ltd.<br>| 11800 | &nbsp;&nbsp; 156816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AB & Company Co. <br> Ltd.<br>| 5100 | &nbsp;&nbsp; 32404 |
|  | ABC-Mart, Inc. | 21400 | &nbsp;&nbsp; 400466 |
|  | Achilles Corp. | 4500 | &nbsp;&nbsp; 33032 |
|  | Acom Co. Ltd. | 95300 | &nbsp;&nbsp; 275601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AD Works Group Co. <br> Ltd.<br>| 22810 | &nbsp;&nbsp; 53369 |
| # | Adastria Co. Ltd. | 11700 | &nbsp;&nbsp; 232355 |
|  | ADEKA Corp. | 28200 | &nbsp;&nbsp; 556535 |
|  | Ad-sol Nissin Corp. | 3200 | &nbsp;&nbsp; 28438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Adtec Plasma <br> Technology Co. <br> Ltd.<br>| 1000 | &nbsp;&nbsp; 8654 |
|  | Advan Group Co. Ltd. | 6600 | &nbsp;&nbsp; 37917 |
|  | Advantest Corp. | 59900 | &nbsp;&nbsp; 3983296 |
| # | Aeon Co. Ltd. | 67224 | &nbsp;&nbsp; 2147325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aeon Fantasy Co. <br> Ltd.<br>| 3100 | &nbsp;&nbsp; 73706 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AEON Financial <br> Service Co. Ltd.<br>| 33900 | &nbsp;&nbsp; 304846 |
|  | Aeon Hokkaido Corp. | 15900 | &nbsp;&nbsp; 94493 |
|  | Aeon Kyushu Co. Ltd. | 1500 | &nbsp;&nbsp; 29903 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AFC-HD AMS Life <br> Science Co. Ltd.<br>| 4100 | &nbsp;&nbsp; 24085 |
|  | AGC, Inc. | 24900 | &nbsp;&nbsp; 749357 |
| # | Ahresty Corp. | 9600 | &nbsp;&nbsp; 50671 |
|  | Ai Holdings Corp. | 3700 | &nbsp;&nbsp; 59222 |
|  | Aica Kogyo Co. Ltd. | 14800 | &nbsp;&nbsp; 364417 |
|  | Aichi Corp. | 11200 | &nbsp;&nbsp; 95545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aichi Financial Group, <br> Inc.<br>| 10889 | &nbsp;&nbsp; 195072 |
| # | Aichi Steel Corp. | 16800 | &nbsp;&nbsp; 255695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aichi Tokei Denki Co. <br> Ltd.<br>| 3600 | &nbsp;&nbsp; 57117 |
|  | Aida Engineering Ltd. | 14200 | &nbsp;&nbsp; 85731 |
|  | Aiful Corp. | 112400 | &nbsp;&nbsp; 332122 |
|  | Ain Holdings, Inc. | 7800 | &nbsp;&nbsp; 300220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ainavo Holdings Co. <br> Ltd.<br>| 1600 | &nbsp;&nbsp; 7596 |
|  | Aiphone Co. Ltd. | 4500 | &nbsp;&nbsp; 84729 |
|  | Air Water, Inc. | 54400 | &nbsp;&nbsp; 803635 |
| # | Airman Corp. | 8800 | &nbsp;&nbsp; 119869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Airport Facilities Co. <br> Ltd.<br>| 10500 | &nbsp;&nbsp; 65573 |
| # | Airtech Japan Ltd. | 1600 | &nbsp;&nbsp; 11535 |
|  | Airtrip Corp. | 1700 | &nbsp;&nbsp; 10283 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aisan Industry Co. <br> Ltd.<br>| 16500 | &nbsp;&nbsp; $182414 |
|  | Aisin Corp. | 103000 | &nbsp;&nbsp; 1423461 |
| # | AIT Corp. | 3900 | &nbsp;&nbsp; 48297 |
|  | Ajinomoto Co., Inc. | 50300 | &nbsp;&nbsp; 1330758 |
|  | Akatsuki Corp. | 8500 | &nbsp;&nbsp; 29754 |
|  | Akatsuki, Inc. | 1100 | &nbsp;&nbsp; 21704 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Akebono Brake <br> Industry Co. Ltd.<br>| 56400 | &nbsp;&nbsp; 39439 |
|  | Akita Bank Ltd. | 5900 | &nbsp;&nbsp; 127934 |
|  | Albis Co. Ltd. | 2300 | &nbsp;&nbsp; 50619 |
|  | Alconix Corp. | 11500 | &nbsp;&nbsp; 160895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alfresa Holdings <br> Corp.<br>| 42100 | &nbsp;&nbsp; 611123 |
| # | Alinco, Inc. | 7300 | &nbsp;&nbsp; 50421 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Alleanza Holdings Co. <br> Ltd.<br>| 4100 | &nbsp;&nbsp; 28697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Allied Telesis Holdings <br> KK<br>| 17200 | &nbsp;&nbsp; 21184 |
|  | Alpen Co. Ltd. | 5600 | &nbsp;&nbsp; 89423 |
| # | Alpha Systems, Inc. | 1900 | &nbsp;&nbsp; 45076 |
|  | Alps Alpine Co. Ltd. | 53344 | &nbsp;&nbsp; 565142 |
|  | ALSOK Co. Ltd. | 69100 | &nbsp;&nbsp; 481323 |
|  | Altech Corp. | 6710 | &nbsp;&nbsp; 121962 |
|  | Amada Co. Ltd. | 80000 | &nbsp;&nbsp; 902074 |
|  | Amano Corp. | 21400 | &nbsp;&nbsp; 597140 |
|  | Amiyaki Tei Co. Ltd. | 3300 | &nbsp;&nbsp; 33308 |
| # | Amuse, Inc. | 4500 | &nbsp;&nbsp; 48664 |
|  | Amvis Holdings, Inc. | 17700 | &nbsp;&nbsp; 60482 |
|  | ANA Holdings, Inc. | 11800 | &nbsp;&nbsp; 218802 |
| # | Anabuki Kosan, Inc. | 1900 | &nbsp;&nbsp; 25250 |
|  | Anest Iwata Corp. | 8600 | &nbsp;&nbsp; 89398 |
|  | Anicom Holdings, Inc. | 18800 | &nbsp;&nbsp; 97083 |
|  | Anrakutei Co. Ltd. | 300 | &nbsp;&nbsp; 14608 |
|  | Anycolor, Inc. | 5700 | &nbsp;&nbsp; 177628 |
| \* | AnyMind Group, Inc. | 1600 | &nbsp;&nbsp; 6032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AOI Electronics Co. <br> Ltd.<br>| 1100 | &nbsp;&nbsp; 14474 |
|  | AOKI Holdings, Inc. | 13600 | &nbsp;&nbsp; 154584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aoyama Trading Co. <br> Ltd.<br>| 10200 | &nbsp;&nbsp; 154728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aoyama Zaisan <br> Networks Co. Ltd.<br>| 7300 | &nbsp;&nbsp; 87436 |
| # | Aozora Bank Ltd. | 31300 | &nbsp;&nbsp; 459214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arakawa Chemical <br> Industries Ltd.<br>| 6700 | &nbsp;&nbsp; 50020 |
|  | Arata Corp. | 9400 | &nbsp;&nbsp; 200439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Araya Industrial Co. <br> Ltd.<br>| 900 | &nbsp;&nbsp; 29812 |
|  | ARCLANDS Corp. | 9179 | &nbsp;&nbsp; 105983 |
|  | Arcs Co. Ltd. | 12280 | &nbsp;&nbsp; 247094 |
|  | ARE Holdings, Inc. | 23300 | &nbsp;&nbsp; 274648 |
|  | Arealink Co. Ltd. | 9200 | &nbsp;&nbsp; 154530 |
|  | Argo Graphics, Inc. | 4200 | &nbsp;&nbsp; 146853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arisawa <br> Manufacturing Co. <br> Ltd.<br>| 10600 | &nbsp;&nbsp; 108432 |
|  | Artience Co. Ltd. | 14300 | &nbsp;&nbsp; 302818 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Artnature, Inc. | 5822 | &nbsp;&nbsp; $30918 |
| # | Artner Co. Ltd. | 2000 | &nbsp;&nbsp; 24989 |
|  | As One Corp. | 11900 | &nbsp;&nbsp; 187005 |
|  | Asahi Co. Ltd. | 6500 | &nbsp;&nbsp; 57854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asahi Diamond <br> Industrial Co. Ltd.<br>| 16600 | &nbsp;&nbsp; 81950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asahi Group Holdings <br> Ltd.<br>| 176600 | &nbsp;&nbsp; 2240362 |
|  | Asahi Intecc Co. Ltd. | 32200 | &nbsp;&nbsp; 501099 |
|  | Asahi Kasei Corp. | 226718 | &nbsp;&nbsp; 1577448 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Asahi Kogyosha Co. <br> Ltd.<br>| 4400 | &nbsp;&nbsp; 74672 |
| # | Asahi Net, Inc. | 6400 | &nbsp;&nbsp; 28988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asahi Printing Co. <br> Ltd.<br>| 1800 | &nbsp;&nbsp; 10823 |
| # | Asahi Yukizai Corp. | 6800 | &nbsp;&nbsp; 194690 |
|  | Asanuma Corp. | 30000 | &nbsp;&nbsp; 158915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ashimori Industry Co. <br> Ltd.<br>| 1900 | &nbsp;&nbsp; 35601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Pile Holdings <br> Corp.<br>| 14000 | &nbsp;&nbsp; 92983 |
|  | Asics Corp. | 85600 | &nbsp;&nbsp; 2012395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASKA Pharmaceutical <br> Holdings Co. Ltd.<br>| 8300 | &nbsp;&nbsp; 135604 |
|  | ASKUL Corp. | 13300 | &nbsp;&nbsp; 132838 |
|  | Astellas Pharma, Inc. | 197400 | &nbsp;&nbsp; 2046766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astena Holdings Co. <br> Ltd.<br>| 13800 | &nbsp;&nbsp; 44970 |
|  | Atrae, Inc. | 4600 | &nbsp;&nbsp; 23355 |
|  | Aucnet, Inc. | 8000 | &nbsp;&nbsp; 89337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Autobacs Seven Co. <br> Ltd.<br>| 18600 | &nbsp;&nbsp; 181463 |
|  | Aval Data Corp. | 700 | &nbsp;&nbsp; 10674 |
|  | Avant Group Corp. | 7100 | &nbsp;&nbsp; 71091 |
|  | Avex, Inc. | 3600 | &nbsp;&nbsp; 30458 |
|  | Awa Bank Ltd. | 17600 | &nbsp;&nbsp; 373096 |
| # | Axell Corp. | 1500 | &nbsp;&nbsp; 9631 |
|  | Axial Retailing, Inc. | 20900 | &nbsp;&nbsp; 158160 |
|  | Azbil Corp. | 89600 | &nbsp;&nbsp; 837258 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AZ-COM MARUWA <br> Holdings, Inc.<br>| 22900 | &nbsp;&nbsp; 176652 |
|  | AZOOM Co. Ltd. | 900 | &nbsp;&nbsp; 50160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bandai Namco <br> Holdings, Inc.<br>| 48900 | &nbsp;&nbsp; 1581275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bando Chemical <br> Industries Ltd.<br>| 14200 | &nbsp;&nbsp; 169063 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Innovation, <br> Inc.<br>| 600 | &nbsp;&nbsp; 47175 |
|  | Bank of Iwate Ltd. | 4400 | &nbsp;&nbsp; 102579 |
|  | Bank of Nagoya Ltd. | 4165 | &nbsp;&nbsp; 242396 |
|  | Bank of Saga Ltd. | 4794 | &nbsp;&nbsp; 86844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of the Ryukyus <br> Ltd.<br>| 13100 | &nbsp;&nbsp; 106875 |
|  | Base Co. Ltd. | 2400 | &nbsp;&nbsp; 55727 |
| \* | baudroie, Inc. | 2800 | &nbsp;&nbsp; 53058 |
|  | BayCurrent, Inc. | 22800 | &nbsp;&nbsp; 1309177 |
|  | Beauty Garage, Inc. | 3100 | &nbsp;&nbsp; 34963 |
|  | Belc Co. Ltd. | 3900 | &nbsp;&nbsp; 186578 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bell System24 <br> Holdings, Inc.<br>| 14900 | &nbsp;&nbsp; $133918 |
|  | Belluna Co. Ltd. | 16900 | &nbsp;&nbsp; 107256 |
| # | Bewith, Inc. | 3400 | &nbsp;&nbsp; 33673 |
|  | Bic Camera, Inc. | 32300 | &nbsp;&nbsp; 337255 |
|  | BIPROGY, Inc. | 17300 | &nbsp;&nbsp; 697624 |
|  | B-Lot Co. Ltd. | 4000 | &nbsp;&nbsp; 38858 |
|  | BML, Inc. | 8000 | &nbsp;&nbsp; 185787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bookoff Group <br> Holdings Ltd.<br>| 5300 | &nbsp;&nbsp; 50265 |
|  | Bourbon Corp. | 700 | &nbsp;&nbsp; 12187 |
| \*†† | Bourbon Corp. SA | 4401 | &nbsp;&nbsp; 0 |
|  | Br Holdings Corp. | 10200 | &nbsp;&nbsp; 23474 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; B-R31 Ice Cream Co. <br> Ltd.<br>| 500 | &nbsp;&nbsp; 13653 |
| # | BrainPad, Inc. | 5700 | &nbsp;&nbsp; 50620 |
|  | Bridgestone Corp. | 80100 | &nbsp;&nbsp; 3240058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brother Industries <br> Ltd.<br>| 55700 | &nbsp;&nbsp; 947782 |
|  | Buffalo, Inc. | 1800 | &nbsp;&nbsp; 28374 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bull-Dog Sauce Co. <br> Ltd.<br>| 3500 | &nbsp;&nbsp; 47328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bunka Shutter Co. <br> Ltd.<br>| 16400 | &nbsp;&nbsp; 277586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Business Brain <br> Showa-Ota, Inc.<br>| 4000 | &nbsp;&nbsp; 72786 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Business Engineering <br> Corp.<br>| 1700 | &nbsp;&nbsp; 57567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C Uyemura & Co. <br> Ltd.<br>| 1800 | &nbsp;&nbsp; 115288 |
|  | CAC Holdings Corp. | 3100 | &nbsp;&nbsp; 41761 |
|  | Calbee, Inc. | 19300 | &nbsp;&nbsp; 354206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canon Electronics, <br> Inc.<br>| 7900 | &nbsp;&nbsp; 133477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canon Marketing <br> Japan, Inc.<br>| 13400 | &nbsp;&nbsp; 484119 |
|  | Canon, Inc. (7751 JP) | 32000 | &nbsp;&nbsp; 908884 |
|  | Capcom Co. Ltd. | 48200 | &nbsp;&nbsp; 1226966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Career Design Center <br> Co. Ltd.<br>| 2000 | &nbsp;&nbsp; 25890 |
|  | Careerlink Co. Ltd. | 2500 | &nbsp;&nbsp; 37219 |
| # | Carenet, Inc. | 8800 | &nbsp;&nbsp; 44669 |
|  | Carlit Co. Ltd. | 6600 | &nbsp;&nbsp; 56798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Casio Computer Co. <br> Ltd.<br>| 44300 | &nbsp;&nbsp; 350960 |
|  | Cawachi Ltd. | 6000 | &nbsp;&nbsp; 109700 |
| # | CDS Co. Ltd. | 1800 | &nbsp;&nbsp; 20836 |
|  | Celsys, Inc. | 10800 | &nbsp;&nbsp; 118117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Automotive <br> Products Ltd.<br>| 12300 | &nbsp;&nbsp; 157054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Glass Co. <br> Ltd.<br>| 9600 | &nbsp;&nbsp; 207366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Japan Railway <br> Co.<br>| 27000 | &nbsp;&nbsp; 629429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Security <br> Patrols Co. Ltd.<br>| 2100 | &nbsp;&nbsp; 33065 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Central Sports Co. <br> Ltd.<br>| 1900 | &nbsp;&nbsp; 31605 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Ceres, Inc. | 2400 | &nbsp;&nbsp; $37971 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Change Holdings, <br> Inc.<br>| 9600 | &nbsp;&nbsp; 73439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Charm Care Corp. <br> KK<br>| 7200 | &nbsp;&nbsp; 63101 |
|  | Chiba Bank Ltd.  | 66700 | &nbsp;&nbsp; 621691 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chiba Kogyo Bank <br> Ltd.<br>| 17300 | &nbsp;&nbsp; 170813 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chikaranomoto <br> Holdings Co. Ltd.<br>| 3600 | &nbsp;&nbsp; 34225 |
|  | Chino Corp. | 3100 | &nbsp;&nbsp; 49203 |
|  | Chiyoda Co. Ltd. | 4900 | &nbsp;&nbsp; 39130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chiyoda Integre Co. <br> Ltd.<br>| 5000 | &nbsp;&nbsp; 101958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chofu Seisakusho Co. <br> Ltd.<br>| 6100 | &nbsp;&nbsp; 80830 |
|  | Chori Co. Ltd. | 5000 | &nbsp;&nbsp; 126468 |
| # | Choushimaru Co. Ltd. | 1900 | &nbsp;&nbsp; 19767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chubu Electric Power <br> Co., Inc.<br>| 54600 | &nbsp;&nbsp; 667799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chubu Shiryo Co. <br> Ltd.<br>| 8400 | &nbsp;&nbsp; 93299 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chubu Steel Plate Co. <br> Ltd.<br>| 4100 | &nbsp;&nbsp; 59141 |
|  | Chudenko Corp. | 9800 | &nbsp;&nbsp; 237838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chuetsu Pulp & Paper <br> Co. Ltd.<br>| 3200 | &nbsp;&nbsp; 36008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chugai <br> Pharmaceutical Co. <br> Ltd.<br>| 40200 | &nbsp;&nbsp; 1927065 |
|  | Chugai Ro Co. Ltd. | 2300 | &nbsp;&nbsp; 55685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chugin Financial <br> Group, Inc.<br>| 50900 | &nbsp;&nbsp; 660823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chugoku Electric <br> Power Co., Inc.<br>| 50500 | &nbsp;&nbsp; 274962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chugoku Marine <br> Paints Ltd.<br>| 12500 | &nbsp;&nbsp; 256754 |
| # | Chuo Spring Co. Ltd. | 8000 | &nbsp;&nbsp; 160911 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chuo Warehouse Co. <br> Ltd.<br>| 1600 | &nbsp;&nbsp; 15262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizen Watch Co. <br> Ltd.<br>| 72700 | &nbsp;&nbsp; 436375 |
|  | CKD Corp. | 14800 | &nbsp;&nbsp; 264228 |
| # | CK-San-Etsu Co. Ltd. | 1500 | &nbsp;&nbsp; 39239 |
|  | Cleanup Corp. | 8300 | &nbsp;&nbsp; 39805 |
| # | CMK Corp. | 19100 | &nbsp;&nbsp; 46497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Bottlers <br> Japan Holdings, <br> Inc.<br>| 32456 | &nbsp;&nbsp; 496263 |
|  | COLOPL, Inc. | 22700 | &nbsp;&nbsp; 78667 |
|  | Colowide Co. Ltd. | 21900 | &nbsp;&nbsp; 282733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Computer Engineering <br> & Consulting Ltd.<br>| 6300 | &nbsp;&nbsp; 93231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COMSYS Holdings <br> Corp.<br>| 26405 | &nbsp;&nbsp; 605331 |
|  | Comture Corp. | 10100 | &nbsp;&nbsp; 117192 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concordia Financial <br> Group Ltd.<br>| 154617 | &nbsp;&nbsp; $1025301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Copro-Holdings Co. <br> Ltd.<br>| 3400 | &nbsp;&nbsp; 48402 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Core Concept <br> Technologies, Inc.<br>| 700 | &nbsp;&nbsp; 5936 |
|  | Core Corp. | 1800 | &nbsp;&nbsp; 22954 |
|  | Corona Corp. | 5700 | &nbsp;&nbsp; 35696 |
|  | Cosel Co. Ltd. | 8100 | &nbsp;&nbsp; 62605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cosmo Energy <br> Holdings Co. Ltd.<br>| 23600 | &nbsp;&nbsp; 1047429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cosmos Initia Co. <br> Ltd.<br>| 5600 | &nbsp;&nbsp; 52716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cosmos <br> Pharmaceutical <br> Corp.<br>| 8000 | &nbsp;&nbsp; 496972 |
| # | Cota Co. Ltd. | 5291 | &nbsp;&nbsp; 49803 |
| #\* | Cover Corp. | 11700 | &nbsp;&nbsp; 165319 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Create Restaurants <br> Holdings, Inc.<br>| 36100 | &nbsp;&nbsp; 367298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Create SD Holdings <br> Co. Ltd.<br>| 10600 | &nbsp;&nbsp; 241715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Credit Saison Co. <br> Ltd.<br>| 55608 | &nbsp;&nbsp; 1467135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Creek & River Co. <br> Ltd.<br>| 4300 | &nbsp;&nbsp; 42596 |
|  | Cresco Ltd. | 9200 | &nbsp;&nbsp; 104392 |
| # | Cross Cat Co. Ltd. | 3100 | &nbsp;&nbsp; 22440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTI Engineering Co. <br> Ltd.<br>| 9800 | &nbsp;&nbsp; 196391 |
| # | CTS Co. Ltd. | 8900 | &nbsp;&nbsp; 51533 |
| \* | CUC, Inc. | 2000 | &nbsp;&nbsp; 15390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Curves Holdings Co. <br> Ltd.<br>| 19500 | &nbsp;&nbsp; 96306 |
|  | CyberAgent, Inc. | 63900 | &nbsp;&nbsp; 639980 |
| #\* | CYBERDYNE, Inc. | 27800 | &nbsp;&nbsp; 33902 |
|  | Cybozu, Inc. | 10200 | &nbsp;&nbsp; 268987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dai Nippon Printing <br> Co. Ltd.<br>| 48400 | &nbsp;&nbsp; 745334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dai Nippon Toryo Co. <br> Ltd.<br>| 7000 | &nbsp;&nbsp; 57585 |
|  | Daicel Corp. | 78900 | &nbsp;&nbsp; 678703 |
|  | Dai-Dan Co. Ltd. | 11600 | &nbsp;&nbsp; 352763 |
|  | Daido Metal Co. Ltd. | 12900 | &nbsp;&nbsp; 58903 |
|  | Daido Steel Co. Ltd. | 41500 | &nbsp;&nbsp; 319568 |
| # | Daiei Kankyo Co. Ltd. | 1500 | &nbsp;&nbsp; 30908 |
|  | Daifuku Co. Ltd. | 29700 | &nbsp;&nbsp; 751891 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Daihatsu Infinearth <br> Mfg Co. Ltd.<br>| 7700 | &nbsp;&nbsp; 134309 |
|  | Daihen Corp. | 2300 | &nbsp;&nbsp; 108602 |
|  | Daiho Corp. | 12500 | &nbsp;&nbsp; 68981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dai-Ichi Cutter Kogyo <br> KK<br>| 5000 | &nbsp;&nbsp; 44389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiichi Jitsugyo Co. <br> Ltd.<br>| 8100 | &nbsp;&nbsp; 137044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiichi Kensetsu <br> Corp.<br>| 1800 | &nbsp;&nbsp; 36825 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiichi Kigenso <br> Kagaku-Kogyo Co. <br> Ltd.<br>| 5300 | &nbsp;&nbsp; $24043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dai-ichi Life Holdings, <br> Inc.<br>| 268800 | &nbsp;&nbsp; 2126795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiichi Sankyo Co. <br> Ltd.<br>| 24200 | &nbsp;&nbsp; 593672 |
|  | Daiichikosho Co. Ltd. | 23382 | &nbsp;&nbsp; 251032 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Daiki Aluminium <br> Industry Co. Ltd.<br>| 16500 | &nbsp;&nbsp; 114021 |
|  | Daikin Industries Ltd. | 18600 | &nbsp;&nbsp; 2286977 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Daikoku Denki Co. <br> Ltd.<br>| 4300 | &nbsp;&nbsp; 63084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daikokutenbussan Co. <br> Ltd.<br>| 2000 | &nbsp;&nbsp; 94998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daikyonishikawa <br> Corp.<br>| 15400 | &nbsp;&nbsp; 72698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dainichiseika Color & <br> Chemicals <br> Manufacturing Co. <br> Ltd.<br>| 4400 | &nbsp;&nbsp; 98843 |
|  | Daio Paper Corp. | 28900 | &nbsp;&nbsp; 161003 |
|  | Daiseki Co. Ltd. | 10520 | &nbsp;&nbsp; 244915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daishi Hokuetsu <br> Financial Group, <br> Inc.<br>| 30500 | &nbsp;&nbsp; 746457 |
|  | Daishinku Corp. | 10400 | &nbsp;&nbsp; 40334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daisue Construction <br> Co. Ltd.<br>| 3800 | &nbsp;&nbsp; 58773 |
| # | Daisyo Corp. | 1700 | &nbsp;&nbsp; 13361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daito Pharmaceutical <br> Co. Ltd.<br>| 7670 | &nbsp;&nbsp; 61300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daito Trust <br> Construction Co. <br> Ltd.<br>| 7600 | &nbsp;&nbsp; 778070 |
|  | Daitron Co. Ltd. | 3300 | &nbsp;&nbsp; 80439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiwa House Industry <br> Co. Ltd.<br>| 81600 | &nbsp;&nbsp; 2697770 |
|  | Daiwa Industries Ltd. | 11800 | &nbsp;&nbsp; 131166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiwa Securities <br> Group, Inc.<br>| 165800 | &nbsp;&nbsp; 1154275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiwabo Holdings Co. <br> Ltd.<br>| 39700 | &nbsp;&nbsp; 730067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DCM Holdings Co. <br> Ltd.<br>| 44100 | &nbsp;&nbsp; 419265 |
| \* | DD GROUP Co. Ltd. | 2400 | &nbsp;&nbsp; 26812 |
|  | Dear Life Co. Ltd. | 11300 | &nbsp;&nbsp; 95713 |
| #\* | Demae-Can Co. Ltd. | 4500 | &nbsp;&nbsp; 5282 |
|  | Denka Co. Ltd. | 27550 | &nbsp;&nbsp; 388464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Densan System <br> Holdings Co. Ltd.<br>| 3000 | &nbsp;&nbsp; 51752 |
|  | Denso Corp. | 76300 | &nbsp;&nbsp; 1035194 |
|  | Dentsu Group, Inc. | 23300 | &nbsp;&nbsp; 459490 |
|  | Dentsu Soken, Inc. | 7600 | &nbsp;&nbsp; 333815 |
|  | Denyo Co. Ltd. | 6100 | &nbsp;&nbsp; 121003 |
|  | Dexerials Corp. | 57900 | &nbsp;&nbsp; 837097 |
|  | DIC Corp. | 24000 | &nbsp;&nbsp; 473726 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Digital Arts, Inc. | 3400 | &nbsp;&nbsp; $179742 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Digital Hearts <br> Holdings Co. Ltd.<br>| 4100 | &nbsp;&nbsp; 26046 |
| # | Digital Holdings, Inc. | 5700 | &nbsp;&nbsp; 46143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Digital Information <br> Technologies Corp.<br>| 3100 | &nbsp;&nbsp; 52541 |
| # | Dip Corp. | 9800 | &nbsp;&nbsp; 158628 |
|  | Disco Corp. | 7400 | &nbsp;&nbsp; 2186896 |
|  | DKK Co. Ltd. | 3400 | &nbsp;&nbsp; 49059 |
|  | DKS Co. Ltd. | 2800 | &nbsp;&nbsp; 95798 |
|  | DMG Mori Co. Ltd. | 46000 | &nbsp;&nbsp; 1062932 |
|  | Doshisha Co. Ltd. | 6800 | &nbsp;&nbsp; 113430 |
|  | Double Standard, Inc. | 2600 | &nbsp;&nbsp; 27362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Doutor Nichires <br> Holdings Co. Ltd.<br>| 8700 | &nbsp;&nbsp; 144509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dowa Holdings Co. <br> Ltd.<br>| 16895 | &nbsp;&nbsp; 551744 |
|  | DTS Corp. | 12200 | &nbsp;&nbsp; 404771 |
|  | Duskin Co. Ltd. | 8400 | &nbsp;&nbsp; 221769 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; DyDo Group Holdings, <br> Inc.<br>| 5600 | &nbsp;&nbsp; 98897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagle Industry Co. <br> Ltd.<br>| 6400 | &nbsp;&nbsp; 102343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; East Japan Railway <br> Co.<br>| 31700 | &nbsp;&nbsp; 679463 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; EAT&HOLDINGS Co. <br> Ltd.<br>| 2900 | &nbsp;&nbsp; 40178 |
|  | Ebara Corp. | 83700 | &nbsp;&nbsp; 1528431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ebara Foods Industry, <br> Inc.<br>| 2300 | &nbsp;&nbsp; 38612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ebara Jitsugyo Co. <br> Ltd.<br>| 2800 | &nbsp;&nbsp; 72399 |
|  | Ebase Co. Ltd. | 6400 | &nbsp;&nbsp; 21477 |
| # | Eco's Co. Ltd. | 4000 | &nbsp;&nbsp; 65453 |
|  | EDION Corp. | 17900 | &nbsp;&nbsp; 238014 |
|  | eGuarantee, Inc. | 11100 | &nbsp;&nbsp; 109888 |
| # | Ehime Bank Ltd. | 12500 | &nbsp;&nbsp; 89542 |
|  | Eisai Co. Ltd. | 20109 | &nbsp;&nbsp; 563964 |
|  | Eizo Corp. | 9500 | &nbsp;&nbsp; 135167 |
|  | EJ Holdings, Inc. | 2600 | &nbsp;&nbsp; 30884 |
|  | Elan Corp. | 2501 | &nbsp;&nbsp; 14127 |
|  | Elecom Co. Ltd. | 10300 | &nbsp;&nbsp; 133221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electric Power <br> Development Co. <br> Ltd.<br>| 19000 | &nbsp;&nbsp; 328807 |
| # | EM Systems Co. Ltd. | 11200 | &nbsp;&nbsp; 56829 |
|  | en Japan, Inc. | 10100 | &nbsp;&nbsp; 117260 |
|  | Endo Lighting Corp. | 5800 | &nbsp;&nbsp; 91654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ENEOS Holdings, <br> Inc.<br>| 493700 | &nbsp;&nbsp; 2591250 |
| # | Enplas Corp. | 2000 | &nbsp;&nbsp; 69713 |
|  | ERI Holdings Co. Ltd. | 1700 | &nbsp;&nbsp; 34525 |
|  | ES-Con Japan Ltd. | 10700 | &nbsp;&nbsp; 68866 |
|  | Eslead Corp. | 3700 | &nbsp;&nbsp; 114004 |
|  | ESPEC Corp. | 4400 | &nbsp;&nbsp; 93139 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Eternal Hospitality <br> Group Co. Ltd.<br>| 2900 | &nbsp;&nbsp; 58540 |
|  | eWeLL Co. Ltd. | 1200 | &nbsp;&nbsp; 18663 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Exedy Corp. | 12100 | &nbsp;&nbsp; $379844 |
|  | EXEO Group, Inc. | 44290 | &nbsp;&nbsp; 581753 |
|  | Ezaki Glico Co. Ltd. | 5500 | &nbsp;&nbsp; 169830 |
|  | F&M Co. Ltd. | 3200 | &nbsp;&nbsp; 58052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FALCO HOLDINGS <br> Co. Ltd.<br>| 2100 | &nbsp;&nbsp; 33371 |
|  | FANUC Corp. | 10100 | &nbsp;&nbsp; 281153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fast Retailing Co. <br> Ltd.<br>| 11600 | &nbsp;&nbsp; 3538344 |
|  | FCC Co. Ltd. | 12300 | &nbsp;&nbsp; 246886 |
| \* | FDK Corp. | 1199 | &nbsp;&nbsp; 3181 |
|  | Feed One Co. Ltd. | 8680 | &nbsp;&nbsp; 62282 |
|  | Ferrotec Corp. | 17100 | &nbsp;&nbsp; 410134 |
| # | FFRI Security, Inc. | 1400 | &nbsp;&nbsp; 57185 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; FIDEA Holdings Co. <br> Ltd.<br>| 7220 | &nbsp;&nbsp; 72804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Financial Partners <br> Group Co. Ltd.<br>| 21500 | &nbsp;&nbsp; 345197 |
| # | FINDEX, Inc. | 5100 | &nbsp;&nbsp; 25881 |
|  | Fintech Global, Inc. | 24800 | &nbsp;&nbsp; 18157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Bank of Toyama <br> Ltd.<br>| 19500 | &nbsp;&nbsp; 139779 |
| # | Fixstars Corp. | 10200 | &nbsp;&nbsp; 137241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FJ Next Holdings Co. <br> Ltd.<br>| 7900 | &nbsp;&nbsp; 63626 |
|  | Focus Systems Corp. | 3400 | &nbsp;&nbsp; 32257 |
|  | Food & Life Cos. Ltd. | 33500 | &nbsp;&nbsp; 1687275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Forum Engineering, <br> Inc.<br>| 7100 | &nbsp;&nbsp; 57295 |
| # | Forval Corp. | 1400 | &nbsp;&nbsp; 13858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foster Electric Co. <br> Ltd.<br>| 6100 | &nbsp;&nbsp; 76132 |
|  | FP Corp. | 14000 | &nbsp;&nbsp; 249579 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; France Bed Holdings <br> Co. Ltd.<br>| 9800 | &nbsp;&nbsp; 84071 |
|  | Freebit Co. Ltd. | 6000 | &nbsp;&nbsp; 59802 |
|  | Freund Corp. | 3044 | &nbsp;&nbsp; 22074 |
| #\* | Fronteo, Inc. | 8600 | &nbsp;&nbsp; 56467 |
|  | FTGroup Co. Ltd. | 6700 | &nbsp;&nbsp; 53512 |
|  | Fudo Tetra Corp. | 4750 | &nbsp;&nbsp; 74276 |
|  | Fuji Corp. (6134 JP) | 26400 | &nbsp;&nbsp; 495422 |
|  | Fuji Corp. Ltd. | 9500 | &nbsp;&nbsp; 43563 |
| # | Fuji Die Co. Ltd. | 2300 | &nbsp;&nbsp; 11647 |
|  | Fuji Electric Co. Ltd. | 27200 | &nbsp;&nbsp; 1352335 |
|  | Fuji Kosan Co. Ltd. | 1700 | &nbsp;&nbsp; 13815 |
|  | Fuji Kyuko Co. Ltd. | 4900 | &nbsp;&nbsp; 68913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuji Media Holdings, <br> Inc.<br>| 12900 | &nbsp;&nbsp; 304098 |
|  | Fuji Oil Co. Ltd. | 27900 | &nbsp;&nbsp; 231082 |
|  | Fuji Pharma Co. Ltd. | 5100 | &nbsp;&nbsp; 47102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuji Seal International, <br> Inc.<br>| 11086 | &nbsp;&nbsp; 203669 |
|  | Fujibo Holdings, Inc. | 3100 | &nbsp;&nbsp; 122137 |
|  | Fujicco Co. Ltd. | 6000 | &nbsp;&nbsp; 64530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FUJIFILM Holdings <br> Corp.<br>| 44600 | &nbsp;&nbsp; 925103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujikura Composites, <br> Inc.<br>| 8600 | &nbsp;&nbsp; 90741 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fujikura Kasei Co. <br> Ltd.<br>| 10400 | &nbsp;&nbsp; $38772 |
|  | Fujikura Ltd. | 43400 | &nbsp;&nbsp; 2946097 |
|  | Fujimi, Inc. | 8400 | &nbsp;&nbsp; 125258 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fujio Food Group, <br> Inc.<br>| 1200 | &nbsp;&nbsp; 8999 |
|  | Fujishoji Co. Ltd. | 3200 | &nbsp;&nbsp; 22430 |
|  | Fujita Kanko, Inc. | 2300 | &nbsp;&nbsp; 160038 |
|  | Fujitsu Ltd. | 104900 | &nbsp;&nbsp; 2285133 |
|  | FuKoKu Co. Ltd. | 6200 | &nbsp;&nbsp; 71951 |
|  | Fukuda Corp. | 2600 | &nbsp;&nbsp; 91698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fukuda Denshi Co. <br> Ltd.<br>| 5800 | &nbsp;&nbsp; 269947 |
|  | Fukui Bank Ltd. | 6500 | &nbsp;&nbsp; 81664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fukui Computer <br> Holdings, Inc.<br>| 3500 | &nbsp;&nbsp; 70685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fukuoka Financial <br> Group, Inc.<br>| 28432 | &nbsp;&nbsp; 775256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fukuyama <br> Transporting Co. <br> Ltd.<br>| 6200 | &nbsp;&nbsp; 147615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FULLCAST Holdings <br> Co. Ltd.<br>| 6400 | &nbsp;&nbsp; 70592 |
|  | Fumakilla Ltd. | 3000 | &nbsp;&nbsp; 22035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Funai Soken Holdings, <br> Inc.<br>| 11470 | &nbsp;&nbsp; 180540 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Furukawa Battery Co. <br> Ltd.<br>| 1100 | &nbsp;&nbsp; 10097 |
|  | Furukawa Co. Ltd. | 9281 | &nbsp;&nbsp; 147641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Furukawa Electric Co. <br> Ltd.<br>| 24500 | &nbsp;&nbsp; 1479842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Furuno Electric Co. <br> Ltd.<br>| 10200 | &nbsp;&nbsp; 294202 |
|  | Furuya Metal Co. Ltd. | 3600 | &nbsp;&nbsp; 61313 |
|  | Furyu Corp. | 8200 | &nbsp;&nbsp; 57189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuso Chemical Co. <br> Ltd.<br>| 7400 | &nbsp;&nbsp; 209676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuso Pharmaceutical <br> Industries Ltd.<br>| 2900 | &nbsp;&nbsp; 42494 |
| # | Futaba Corp. | 3500 | &nbsp;&nbsp; 14371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Futaba Industrial Co. <br> Ltd.<br>| 22700 | &nbsp;&nbsp; 122052 |
|  | Future Corp. | 16700 | &nbsp;&nbsp; 261011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuyo General Lease <br> Co. Ltd.<br>| 25800 | &nbsp;&nbsp; 696924 |
|  | G-7 Holdings, Inc. | 8100 | &nbsp;&nbsp; 70209 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; GA Technologies Co. <br> Ltd.<br>| 7800 | &nbsp;&nbsp; 103814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gakken Holdings Co. <br> Ltd.<br>| 11000 | &nbsp;&nbsp; 69828 |
|  | Gakkyusha Co. Ltd. | 3000 | &nbsp;&nbsp; 46456 |
|  | Gakujo Co. Ltd. | 3500 | &nbsp;&nbsp; 43113 |
|  | Galilei Co. Ltd. | 8600 | &nbsp;&nbsp; 188646 |
|  | Gecoss Corp. | 5700 | &nbsp;&nbsp; 49134 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Genki Global Dining <br> Concepts Corp.<br>| 4000 | &nbsp;&nbsp; 91936 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genky DrugStores Co. <br> Ltd.<br>| 8400 | &nbsp;&nbsp; $248014 |
|  | Geo Holdings Corp. | 7600 | &nbsp;&nbsp; 82622 |
|  | Gift Holdings, Inc. | 3800 | &nbsp;&nbsp; 87509 |
| # | giftee, Inc. | 4700 | &nbsp;&nbsp; 43614 |
|  | Giken Ltd. | 1900 | &nbsp;&nbsp; 18135 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Global Security <br> Experts, Inc.<br>| 600 | &nbsp;&nbsp; 12546 |
|  | GLOBERIDE, Inc. | 8800 | &nbsp;&nbsp; 131671 |
|  | Glory Ltd. | 14000 | &nbsp;&nbsp; 359995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GLtechno Holdings, <br> Inc.<br>| 2750 | &nbsp;&nbsp; 55091 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; GMO Financial Gate, <br> Inc.<br>| 1000 | &nbsp;&nbsp; 31835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GMO Financial <br> Holdings, Inc.<br>| 11600 | &nbsp;&nbsp; 64204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GMO GlobalSign <br> Holdings KK<br>| 1200 | &nbsp;&nbsp; 18202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GMO internet group, <br> Inc.<br>| 27100 | &nbsp;&nbsp; 694230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GMO Payment <br> Gateway, Inc.<br>| 8400 | &nbsp;&nbsp; 468156 |
|  | Godo Steel Ltd. | 4200 | &nbsp;&nbsp; 105978 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gokurakuyu Holdings <br> Co. Ltd.<br>| 8600 | &nbsp;&nbsp; 27685 |
|  | Goldcrest Co. Ltd. | 7200 | &nbsp;&nbsp; 157552 |
|  | Goldwin, Inc. | 5500 | &nbsp;&nbsp; 283199 |
|  | Grandy House Corp. | 4200 | &nbsp;&nbsp; 15285 |
|  | GREE Holdings, Inc. | 18700 | &nbsp;&nbsp; 61138 |
| # | Greens Co. Ltd. | 2600 | &nbsp;&nbsp; 35342 |
|  | grems, Inc. | 3300 | &nbsp;&nbsp; 54945 |
|  | GS Yuasa Corp. | 25616 | &nbsp;&nbsp; 459712 |
|  | GSI Creos Corp. | 3600 | &nbsp;&nbsp; 50530 |
|  | G-Tekt Corp. | 7530 | &nbsp;&nbsp; 92788 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gun-Ei Chemical <br> Industry Co. Ltd.<br>| 1900 | &nbsp;&nbsp; 36224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GungHo Online <br> Entertainment, Inc.<br>| 5840 | &nbsp;&nbsp; 111800 |
|  | Gunma Bank Ltd. | 120400 | &nbsp;&nbsp; 1127417 |
|  | Gunze Ltd. | 11400 | &nbsp;&nbsp; 288847 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; H.U. Group Holdings, <br> Inc.<br>| 6360 | &nbsp;&nbsp; 136659 |
|  | H2O Retailing Corp. | 28400 | &nbsp;&nbsp; 375279 |
|  | Hachijuni Bank Ltd. | 95019 | &nbsp;&nbsp; 854853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hagihara Industries, <br> Inc.<br>| 4900 | &nbsp;&nbsp; 51123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hagiwara Electric <br> Holdings Co. Ltd.<br>| 3300 | &nbsp;&nbsp; 75166 |
| # | Hakudo Co. Ltd. | 2400 | &nbsp;&nbsp; 38558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hakuhodo DY <br> Holdings, Inc.<br>| 50100 | &nbsp;&nbsp; 394259 |
|  | Halows Co. Ltd. | 3100 | &nbsp;&nbsp; 101782 |
|  | Hamakyorex Co. Ltd. | 25600 | &nbsp;&nbsp; 247711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hamamatsu Photonics <br> KK<br>| 23300 | &nbsp;&nbsp; 284379 |
|  | Hamee Corp. | 3200 | &nbsp;&nbsp; 26882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hankyu Hanshin <br> Holdings, Inc.<br>| 28900 | &nbsp;&nbsp; 753182 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Hanwa Co. Ltd. | 12800 | &nbsp;&nbsp; $515641 |
|  | Happinet Corp. | 7100 | &nbsp;&nbsp; 266804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hard Off Corp. Co. <br> Ltd.<br>| 4500 | &nbsp;&nbsp; 51984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harima Chemicals <br> Group, Inc.<br>| 6100 | &nbsp;&nbsp; 34070 |
|  | Haseko Corp. | 80900 | &nbsp;&nbsp; 1203536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hashimoto Sogyo <br> Holdings Co. Ltd.<br>| 1400 | &nbsp;&nbsp; 11900 |
|  | Hazama Ando Corp. | 58800 | &nbsp;&nbsp; 623532 |
|  | Heiwa Corp. | 20200 | &nbsp;&nbsp; 279862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heiwa Real Estate <br> Co. Ltd.<br>| 16700 | &nbsp;&nbsp; 244505 |
| # | Heiwado Co. Ltd. | 10115 | &nbsp;&nbsp; 195168 |
| # | Hennge KK | 5300 | &nbsp;&nbsp; 58444 |
| # | Hibino Corp. | 1100 | &nbsp;&nbsp; 17161 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hibiya Engineering <br> Ltd.<br>| 6300 | &nbsp;&nbsp; 171422 |
|  | Hiday Hidaka Corp. | 7700 | &nbsp;&nbsp; 173183 |
|  | Hikari Tsushin, Inc. | 1100 | &nbsp;&nbsp; 295745 |
|  | HI-LEX Corp. | 7200 | &nbsp;&nbsp; 118275 |
| #\* | Hino Motors Ltd. | 92400 | &nbsp;&nbsp; 224570 |
|  | Hioki EE Corp. | 2700 | &nbsp;&nbsp; 99720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hirakawa Hewtech <br> Corp.<br>| 4200 | &nbsp;&nbsp; 45434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hirano Tecseed Co. <br> Ltd.<br>| 2000 | &nbsp;&nbsp; 20635 |
|  | Hirata Corp. | 8900 | &nbsp;&nbsp; 125866 |
|  | Hirogin Holdings, Inc. | 82300 | &nbsp;&nbsp; 717887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hirose Electric Co. <br> Ltd.<br>| 5255 | &nbsp;&nbsp; 659845 |
|  | Hirose Tusyo, Inc. | 1900 | &nbsp;&nbsp; 52263 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hiroshima Gas Co. <br> Ltd.<br>| 9300 | &nbsp;&nbsp; 22441 |
| # | HIS Co. Ltd. | 9700 | &nbsp;&nbsp; 91334 |
|  | Hisaka Works Ltd. | 6800 | &nbsp;&nbsp; 65594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hisamitsu <br> Pharmaceutical Co., <br> Inc.<br>| 5200 | &nbsp;&nbsp; 139984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hitachi Construction <br> Machinery Co. Ltd.<br>| 29700 | &nbsp;&nbsp; 860172 |
|  | Hitachi Ltd. (6501 JP) | 323400 | &nbsp;&nbsp; 9896248 |
|  | Hochiki Corp. | 5600 | &nbsp;&nbsp; 117432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hodogaya Chemical <br> Co. Ltd.<br>| 5000 | &nbsp;&nbsp; 49817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hogy Medical Co. <br> Ltd.<br>| 5900 | &nbsp;&nbsp; 186296 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hokkaido Coca-Cola <br> Bottling Co. Ltd.<br>| 1400 | &nbsp;&nbsp; 31844 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hokkaido Electric <br> Power Co., Inc.<br>| 31900 | &nbsp;&nbsp; 191094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokkaido Gas Co. <br> Ltd.<br>| 23500 | &nbsp;&nbsp; 94739 |
|  | Hokkan Holdings Ltd. | 4300 | &nbsp;&nbsp; 57019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokko Chemical <br> Industry Co. Ltd.<br>| 8500 | &nbsp;&nbsp; 84005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokkoku Financial <br> Holdings, Inc.<br>| 7400 | &nbsp;&nbsp; 273801 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Hokuetsu Corp. | 45100 | &nbsp;&nbsp; $303492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokuhoku Financial <br> Group, Inc.<br>| 54100 | &nbsp;&nbsp; 1142724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokuriku Electric <br> Industry Co. Ltd.<br>| 3300 | &nbsp;&nbsp; 45515 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hokuriku Electric <br> Power Co.<br>| 24900 | &nbsp;&nbsp; 129130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokuriku Electrical <br> Construction Co. <br> Ltd.<br>| 6000 | &nbsp;&nbsp; 53614 |
|  | Hokuto Corp. | 6400 | &nbsp;&nbsp; 78235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Honda Motor Co. Ltd. <br> (7267 JP)<br>| 368800 | &nbsp;&nbsp; 3818151 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Honda Motor Co. Ltd. <br> (HMC US), <br> Sponsored ADR<br>| 4900 | &nbsp;&nbsp; 153076 |
|  | H-One Co. Ltd. | 7300 | &nbsp;&nbsp; 68205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Honeys Holdings Co. <br> Ltd.<br>| 6900 | &nbsp;&nbsp; 67690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hoosiers Holdings Co. <br> Ltd.<br>| 10800 | &nbsp;&nbsp; 96665 |
|  | Horiba Ltd. | 10100 | &nbsp;&nbsp; 742786 |
|  | Hoshizaki Corp. | 5800 | &nbsp;&nbsp; 198608 |
|  | Hosiden Corp. | 22400 | &nbsp;&nbsp; 348229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hosokawa Micron <br> Corp.<br>| 3800 | &nbsp;&nbsp; 135695 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hotland Holdings Co. <br> Ltd.<br>| 4200 | &nbsp;&nbsp; 55400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; House Foods Group, <br> Inc.<br>| 17093 | &nbsp;&nbsp; 316093 |
| # | Howa Machinery Ltd. | 5400 | &nbsp;&nbsp; 37240 |
|  | Hoya Corp. | 26300 | &nbsp;&nbsp; 3318079 |
|  | HS Holdings Co. Ltd. | 7900 | &nbsp;&nbsp; 55818 |
| # | Hulic Co. Ltd. | 84895 | &nbsp;&nbsp; 809703 |
|  | Hyakugo Bank Ltd. | 81100 | &nbsp;&nbsp; 401129 |
|  | Hyakujushi Bank Ltd. | 8700 | &nbsp;&nbsp; 286147 |
|  | Ibiden Co. Ltd. | 17100 | &nbsp;&nbsp; 723178 |
| # | IBJ, Inc. | 7100 | &nbsp;&nbsp; 40675 |
| # | Ichibanya Co. Ltd. | 15500 | &nbsp;&nbsp; 100113 |
|  | Ichigo, Inc. | 20200 | &nbsp;&nbsp; 53478 |
|  | Ichiken Co. Ltd. | 2000 | &nbsp;&nbsp; 41386 |
|  | Ichikoh Industries Ltd. | 17800 | &nbsp;&nbsp; 44956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ichinen Holdings Co. <br> Ltd.<br>| 8100 | &nbsp;&nbsp; 92270 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ichiyoshi Securities <br> Co. Ltd.<br>| 7100 | &nbsp;&nbsp; 35493 |
|  | Icom, Inc. | 3300 | &nbsp;&nbsp; 63378 |
|  | ID Holdings Corp. | 5550 | &nbsp;&nbsp; 93189 |
|  | Idec Corp. | 5600 | &nbsp;&nbsp; 84418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Idemitsu Kosan Co. <br> Ltd.<br>| 144645 | &nbsp;&nbsp; 929866 |
|  | IDOM, Inc. | 26700 | &nbsp;&nbsp; 172464 |
| # | IG Port, Inc. | 3200 | &nbsp;&nbsp; 35405 |
|  | IHI Corp. | 4800 | &nbsp;&nbsp; 534512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iida Group Holdings <br> Co. Ltd.<br>| 31200 | &nbsp;&nbsp; 437606 |
| # | Iino Kaiun Kaisha Ltd. | 36600 | &nbsp;&nbsp; 250935 |
|  | IKK Holdings, Inc. | 2300 | &nbsp;&nbsp; 12091 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | I'll, Inc. | 2800 | &nbsp;&nbsp; $52020 |
| # | i-mobile Co. Ltd. | 7200 | &nbsp;&nbsp; 29414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Imuraya Group Co. <br> Ltd.<br>| 2700 | &nbsp;&nbsp; 44188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inaba Denki Sangyo <br> Co. Ltd.<br>| 10000 | &nbsp;&nbsp; 262245 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Inaba Seisakusho Co. <br> Ltd.<br>| 4800 | &nbsp;&nbsp; 56744 |
|  | Inabata & Co. Ltd. | 19800 | &nbsp;&nbsp; 429591 |
| # | I-NE Co. Ltd. | 2800 | &nbsp;&nbsp; 31340 |
|  | Ines Corp. | 5600 | &nbsp;&nbsp; 65465 |
| # | I-Net Corp. | 5310 | &nbsp;&nbsp; 69490 |
|  | Infomart Corp. | 43000 | &nbsp;&nbsp; 117993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; INFRONEER <br> Holdings, Inc.<br>| 73120 | &nbsp;&nbsp; 617942 |
|  | Innotech Corp. | 6300 | &nbsp;&nbsp; 61577 |
|  | Inpex Corp. | 291500 | &nbsp;&nbsp; 4150596 |
|  | Insource Co. Ltd. | 15600 | &nbsp;&nbsp; 94158 |
|  | Intelligent Wave, Inc. | 4800 | &nbsp;&nbsp; 34034 |
|  | Inter Action Corp. | 1300 | &nbsp;&nbsp; 11580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Internet Initiative <br> Japan, Inc.<br>| 26000 | &nbsp;&nbsp; 478829 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Inui Global Logistics <br> Co. Ltd.<br>| 3300 | &nbsp;&nbsp; 27541 |
| # | IPS, Inc. | 3900 | &nbsp;&nbsp; 71113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iriso Electronics Co. <br> Ltd.<br>| 6300 | &nbsp;&nbsp; 121028 |
|  | ISB Corp. | 2500 | &nbsp;&nbsp; 24893 |
| # | Ise Chemicals Corp. | 600 | &nbsp;&nbsp; 108541 |
|  | Iseki & Co. Ltd. | 3700 | &nbsp;&nbsp; 34354 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Isetan Mitsukoshi <br> Holdings Ltd.<br>| 59300 | &nbsp;&nbsp; 838056 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ishihara Chemical Co. <br> Ltd.<br>| 4000 | &nbsp;&nbsp; 52323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ishihara Sangyo <br> Kaisha Ltd.<br>| 13300 | &nbsp;&nbsp; 192173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ishizuka Glass Co. <br> Ltd.<br>| 1300 | &nbsp;&nbsp; 23232 |
| # | Istyle, Inc. | 22100 | &nbsp;&nbsp; 83692 |
|  | Isuzu Motors Ltd. | 163000 | &nbsp;&nbsp; 2089010 |
|  | Itfor, Inc. | 5500 | &nbsp;&nbsp; 55378 |
| # | ITmedia, Inc. | 2600 | &nbsp;&nbsp; 28488 |
|  | Ito En Ltd. | 15500 | &nbsp;&nbsp; 336641 |
|  | ITOCHU Corp. | 36000 | &nbsp;&nbsp; 1888293 |
|  | Itochu Enex Co. Ltd. | 23400 | &nbsp;&nbsp; 314166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Itochu-Shokuhin Co. <br> Ltd.<br>| 2500 | &nbsp;&nbsp; 167874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Itoham Yonekyu <br> Holdings, Inc.<br>| 9980 | &nbsp;&nbsp; 336656 |
|  | Itoki Corp. | 20600 | &nbsp;&nbsp; 315272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IwaiCosmo Holdings, <br> Inc.<br>| 7900 | &nbsp;&nbsp; 127271 |
| # | Iwaki Co. Ltd. | 2800 | &nbsp;&nbsp; 48875 |
|  | Iwatani Corp. | 74000 | &nbsp;&nbsp; 778360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iwatsuka <br> Confectionery Co. <br> Ltd.<br>| 3200 | &nbsp;&nbsp; 62683 |
|  | Iyogin Holdings, Inc. | 65700 | &nbsp;&nbsp; 763462 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Izumi Co. Ltd. | 11600 | &nbsp;&nbsp; $244199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J Front Retailing Co. <br> Ltd.<br>| 81000 | &nbsp;&nbsp; 1091861 |
|  | J Trust Co. Ltd. | 17800 | &nbsp;&nbsp; 52304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JAC Recruitment Co. <br> Ltd.<br>| 26100 | &nbsp;&nbsp; 182664 |
|  | Jaccs Co. Ltd. | 9900 | &nbsp;&nbsp; 268419 |
| \* | Jade Group, Inc. | 3300 | &nbsp;&nbsp; 30213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JAFCO Group Co. <br> Ltd.<br>| 24300 | &nbsp;&nbsp; 399310 |
| # | JALCO Holdings, Inc. | 14000 | &nbsp;&nbsp; 29770 |
| # | JANOME Corp. | 7000 | &nbsp;&nbsp; 53144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Airlines Co. <br> Ltd.<br>| 38100 | &nbsp;&nbsp; 756570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Airport Terminal <br> Co. Ltd.<br>| 17300 | &nbsp;&nbsp; 525394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Aviation <br> Electronics Industry <br> Ltd.<br>| 14800 | &nbsp;&nbsp; 237203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Business <br> Systems, Inc.<br>| 5200 | &nbsp;&nbsp; 49713 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Japan <br> Communications, <br> Inc.<br>| 42200 | &nbsp;&nbsp; 44866 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Japan Electronic <br> Materials Corp.<br>| 3700 | &nbsp;&nbsp; 59327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Elevator <br> Service Holdings <br> Co. Ltd.<br>| 26200 | &nbsp;&nbsp; 699422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Exchange <br> Group, Inc.<br>| 132200 | &nbsp;&nbsp; 1291908 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Japan Foundation <br> Engineering Co. <br> Ltd.<br>| 5100 | &nbsp;&nbsp; 23501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Investment <br> Adviser Co. Ltd.<br>| 4900 | &nbsp;&nbsp; 59640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Lifeline Co. <br> Ltd.<br>| 14800 | &nbsp;&nbsp; 141409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Material Co. <br> Ltd.<br>| 17500 | &nbsp;&nbsp; 159500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Medical <br> Dynamic Marketing, <br> Inc.<br>| 7100 | &nbsp;&nbsp; 24680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Petroleum <br> Exploration Co. <br> Ltd.<br>| 40000 | &nbsp;&nbsp; 290507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Post Bank Co. <br> Ltd.<br>| 83900 | &nbsp;&nbsp; 936433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Post Holdings <br> Co. Ltd.<br>| 81100 | &nbsp;&nbsp; 751040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Post Insurance <br> Co. Ltd.<br>| 24100 | &nbsp;&nbsp; 617071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Property <br> Management <br> Center Co. Ltd.<br>| 4600 | &nbsp;&nbsp; 35689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Pulp & Paper <br> Co. Ltd.<br>| 44000 | &nbsp;&nbsp; 190833 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Securities <br> Finance Co. Ltd.<br>| 29000 | &nbsp;&nbsp; $350967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Steel Works <br> Ltd.<br>| 11574 | &nbsp;&nbsp; 713856 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Japan System <br> Techniques Co. <br> Ltd.<br>| 5200 | &nbsp;&nbsp; 64190 |
|  | Japan Tobacco, Inc. | 20400 | &nbsp;&nbsp; 582616 |
|  | Japan Transcity Corp. | 14800 | &nbsp;&nbsp; 113620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Wool Textile <br> Co. Ltd.<br>| 18700 | &nbsp;&nbsp; 172711 |
|  | JBCC Holdings, Inc. | 16000 | &nbsp;&nbsp; 137511 |
|  | JCU Corp. | 9700 | &nbsp;&nbsp; 228156 |
|  | JDC Corp. | 16200 | &nbsp;&nbsp; 50187 |
|  | Jeol Ltd. | 13200 | &nbsp;&nbsp; 377642 |
|  | JFE Holdings, Inc. | 105600 | &nbsp;&nbsp; 1222115 |
|  | JFE Systems, Inc. | 1800 | &nbsp;&nbsp; 23795 |
|  | JGC Holdings Corp. | 69300 | &nbsp;&nbsp; 619573 |
| #\* | JIG-SAW, Inc. | 1500 | &nbsp;&nbsp; 27046 |
|  | JINS Holdings, Inc. | 3800 | &nbsp;&nbsp; 201482 |
|  | JINUSHI Co. Ltd. | 4500 | &nbsp;&nbsp; 70628 |
| # | JK Holdings Co. Ltd. | 6500 | &nbsp;&nbsp; 52122 |
|  | J-Lease Co. Ltd. | 4000 | &nbsp;&nbsp; 38134 |
| # | JM Holdings Co. Ltd. | 5400 | &nbsp;&nbsp; 103133 |
|  | JMS Co. Ltd. | 4100 | &nbsp;&nbsp; 12017 |
|  | J-Oil Mills, Inc. | 6600 | &nbsp;&nbsp; 90660 |
|  | Joshin Denki Co. Ltd. | 5000 | &nbsp;&nbsp; 81609 |
|  | Joyful Honda Co. Ltd. | 15200 | &nbsp;&nbsp; 209784 |
|  | JP-Holdings, Inc. | 21100 | &nbsp;&nbsp; 75619 |
|  | JSB Co. Ltd. | 2600 | &nbsp;&nbsp; 67276 |
|  | JSP Corp. | 4700 | &nbsp;&nbsp; 59042 |
|  | JTEKT Corp. | 55700 | &nbsp;&nbsp; 481352 |
| \* | Juki Corp. | 8500 | &nbsp;&nbsp; 22484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Juroku Financial <br> Group, Inc.<br>| 10200 | &nbsp;&nbsp; 351775 |
|  | Justsystems Corp. | 8500 | &nbsp;&nbsp; 214056 |
|  | JVCKenwood Corp. | 80300 | &nbsp;&nbsp; 635006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; K&O Energy Group, <br> Inc.<br>| 5900 | &nbsp;&nbsp; 112853 |
|  | Kadokawa Corp. | 9000 | &nbsp;&nbsp; 218587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kadoya Sesame Mills, <br> Inc.<br>| 1000 | &nbsp;&nbsp; 25761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaga Electronics Co. <br> Ltd.<br>| 16600 | &nbsp;&nbsp; 318627 |
|  | Kagome Co. Ltd. | 20600 | &nbsp;&nbsp; 393646 |
|  | Kajima Corp. | 48300 | &nbsp;&nbsp; 1209946 |
|  | Kakaku.com, Inc. | 36300 | &nbsp;&nbsp; 616972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaken Pharmaceutical <br> Co. Ltd.<br>| 2700 | &nbsp;&nbsp; 70359 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kakiyasu Honten Co. <br> Ltd.<br>| 800 | &nbsp;&nbsp; 14444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kamakura Shinsho <br> Ltd.<br>| 9100 | &nbsp;&nbsp; 33439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kameda Seika Co. <br> Ltd.<br>| 1700 | &nbsp;&nbsp; 45465 |
|  | Kamei Corp. | 8600 | &nbsp;&nbsp; 145660 |
|  | Kamigumi Co. Ltd. | 23700 | &nbsp;&nbsp; 666052 |
| # | Kanaden Corp. | 6900 | &nbsp;&nbsp; 86338 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Kanadevia Corp. | 74700 | &nbsp;&nbsp; $504160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kanagawa Chuo <br> Kotsu Co. Ltd.<br>| 2100 | &nbsp;&nbsp; 50944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kanamic Network Co. <br> Ltd.<br>| 5700 | &nbsp;&nbsp; 16612 |
|  | Kanamoto Co. Ltd. | 9700 | &nbsp;&nbsp; 217552 |
|  | Kandenko Co. Ltd. | 25600 | &nbsp;&nbsp; 606439 |
|  | Kaneka Corp. | 13900 | &nbsp;&nbsp; 393463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaneko Seeds Co. <br> Ltd.<br>| 3900 | &nbsp;&nbsp; 35555 |
|  | Kanematsu Corp. | 34500 | &nbsp;&nbsp; 648191 |
|  | Kanemi Co. Ltd. | 600 | &nbsp;&nbsp; 13033 |
| # | Kanro, Inc. | 7500 | &nbsp;&nbsp; 93683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kansai Electric Power <br> Co., Inc. <br>| 67300 | &nbsp;&nbsp; 808033 |
|  | Kansai Paint Co. Ltd. | 43000 | &nbsp;&nbsp; 608876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kanto Denka Kogyo <br> Co. Ltd.<br>| 16448 | &nbsp;&nbsp; 92953 |
|  | Kao Corp. | 25720 | &nbsp;&nbsp; 1157309 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kappa Create Co. <br> Ltd.<br>| 6900 | &nbsp;&nbsp; 69246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Katakura Industries <br> Co. Ltd.<br>| 8000 | &nbsp;&nbsp; 138612 |
|  | Katitas Co. Ltd. | 16000 | &nbsp;&nbsp; 268291 |
|  | Kato Sangyo Co. Ltd. | 5700 | &nbsp;&nbsp; 216356 |
|  | Kato Works Co. Ltd. | 5200 | &nbsp;&nbsp; 46635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kawada Technologies, <br> Inc.<br>| 5700 | &nbsp;&nbsp; 148409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kawai Musical <br> Instruments <br> Manufacturing Co. <br> Ltd.<br>| 2600 | &nbsp;&nbsp; 45005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kawasaki Heavy <br> Industries Ltd.<br>| 13300 | &nbsp;&nbsp; 971339 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kawasaki Kisen <br> Kaisha Ltd.<br>| 41466 | &nbsp;&nbsp; 585786 |
|  | KDDI Corp. | 298000 | &nbsp;&nbsp; 4890657 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; KeePer Technical <br> Laboratory Co. Ltd.<br>| 4700 | &nbsp;&nbsp; 101494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keihan Holdings Co. <br> Ltd.<br>| 26300 | &nbsp;&nbsp; 539473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keihanshin Building <br> Co. Ltd.<br>| 7700 | &nbsp;&nbsp; 79481 |
|  | Keikyu Corp. | 31500 | &nbsp;&nbsp; 323751 |
|  | Keio Corp. | 13900 | &nbsp;&nbsp; 324542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keisei Electric Railway <br> Co. Ltd.<br>| 29557 | &nbsp;&nbsp; 247964 |
| # | KEIWA, Inc. | 2400 | &nbsp;&nbsp; 19782 |
|  | Keiyo Bank Ltd. | 31000 | &nbsp;&nbsp; 232934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kenko Mayonnaise <br> Co. Ltd.<br>| 4700 | &nbsp;&nbsp; 58180 |
|  | Kewpie Corp. | 27400 | &nbsp;&nbsp; 748785 |
|  | Keyence Corp. | 3800 | &nbsp;&nbsp; 1374579 |
|  | KH Neochem Co. Ltd. | 10058 | &nbsp;&nbsp; 190365 |
| # | Kibun Foods, Inc. | 4200 | &nbsp;&nbsp; 30691 |
|  | Kikkoman Corp. | 58800 | &nbsp;&nbsp; 516556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kimura Chemical <br> Plants Co. Ltd.<br>| 5900 | &nbsp;&nbsp; 39729 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Kimura Unity Co. Ltd. | 2800 | &nbsp;&nbsp; $15340 |
|  | Kinden Corp. | 23600 | &nbsp;&nbsp; 743086 |
| # | King Jim Co. Ltd. | 4200 | &nbsp;&nbsp; 23414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kintetsu Department <br> Store Co. Ltd.<br>| 3100 | &nbsp;&nbsp; 37699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kintetsu Group <br> Holdings Co. Ltd.<br>| 23000 | &nbsp;&nbsp; 441381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kirin Holdings Co. <br> Ltd.<br>| 70200 | &nbsp;&nbsp; 925072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kissei Pharmaceutical <br> Co. Ltd.<br>| 11300 | &nbsp;&nbsp; 332916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ki-Star Real Estate <br> Co. Ltd.<br>| 4300 | &nbsp;&nbsp; 137604 |
|  | Kitagawa Corp. | 4300 | &nbsp;&nbsp; 40557 |
|  | Kita-Nippon Bank Ltd. | 3100 | &nbsp;&nbsp; 69452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kitano Construction <br> Corp.<br>| 1600 | &nbsp;&nbsp; 43505 |
| # | Kitanotatsujin Corp. | 18900 | &nbsp;&nbsp; 18085 |
|  | Kitz Corp. | 25100 | &nbsp;&nbsp; 210533 |
|  | Kiyo Bank Ltd. | 29500 | &nbsp;&nbsp; 536669 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; KNT-CT Holdings Co. <br> Ltd.<br>| 3800 | &nbsp;&nbsp; 26107 |
|  | Koa Corp. | 12400 | &nbsp;&nbsp; 86829 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Koa Shoji Holdings <br> Co. Ltd.<br>| 2400 | &nbsp;&nbsp; 11422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koatsu Gas Kogyo <br> Co. Ltd.<br>| 11200 | &nbsp;&nbsp; 80995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kobayashi <br> Pharmaceutical Co. <br> Ltd.<br>| 1900 | &nbsp;&nbsp; 66818 |
|  | Kobe Bussan Co. Ltd. | 17000 | &nbsp;&nbsp; 452698 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kobe Electric Railway <br> Co. Ltd.<br>| 1600 | &nbsp;&nbsp; 25731 |
|  | Kobe Steel Ltd. | 154000 | &nbsp;&nbsp; 1692013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koei Tecmo Holdings <br> Co. Ltd.<br>| 5620 | &nbsp;&nbsp; 73588 |
|  | Kohnan Shoji Co. Ltd. | 10700 | &nbsp;&nbsp; 276297 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kohoku Kogyo Co. <br> Ltd.<br>| 2400 | &nbsp;&nbsp; 41631 |
|  | Kohsoku Corp. | 3200 | &nbsp;&nbsp; 61459 |
| # | Koike-ya, Inc. | 1200 | &nbsp;&nbsp; 38313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koito Manufacturing <br> Co. Ltd.<br>| 52700 | &nbsp;&nbsp; 673866 |
|  | Kojima Co. Ltd. | 11600 | &nbsp;&nbsp; 92632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kokusai Electric <br> Corp.<br>| 30100 | &nbsp;&nbsp; 664346 |
|  | Kokuyo Co. Ltd. | 91600 | &nbsp;&nbsp; 539685 |
|  | Komatsu Ltd. | 125000 | &nbsp;&nbsp; 4027235 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Komatsu Matere Co. <br> Ltd.<br>| 10900 | &nbsp;&nbsp; 55544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Komatsu Wall Industry <br> Co. Ltd.<br>| 5100 | &nbsp;&nbsp; 83568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KOMEDA Holdings <br> Co. Ltd.<br>| 14900 | &nbsp;&nbsp; 297172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Komehyo Holdings <br> Co. Ltd.<br>| 3700 | &nbsp;&nbsp; 71574 |
|  | Komeri Co. Ltd. | 9700 | &nbsp;&nbsp; 199823 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Komori Corp. | 15100 | &nbsp;&nbsp; $145377 |
|  | Konami Group Corp. | 9900 | &nbsp;&nbsp; 1344011 |
|  | Kondotec, Inc. | 7700 | &nbsp;&nbsp; 81181 |
| \* | Konica Minolta, Inc. | 116700 | &nbsp;&nbsp; 379403 |
|  | Konishi Co. Ltd. | 20200 | &nbsp;&nbsp; 162607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Konoike Transport Co. <br> Ltd.<br>| 10300 | &nbsp;&nbsp; 220430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Konoshima Chemical <br> Co. Ltd.<br>| 3900 | &nbsp;&nbsp; 33441 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kosaido Holdings Co. <br> Ltd.<br>| 12700 | &nbsp;&nbsp; 38493 |
|  | Kose Corp. | 600 | &nbsp;&nbsp; 23026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koshidaka Holdings <br> Co. Ltd.<br>| 17900 | &nbsp;&nbsp; 161727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kotobuki Spirits Co. <br> Ltd.<br>| 37700 | &nbsp;&nbsp; 503055 |
| #\* | Kourakuen Corp. | 1300 | &nbsp;&nbsp; 8801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kozo Keikaku <br> Engineering <br> Holdings, Inc.<br>| 1000 | &nbsp;&nbsp; 16403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KPP Group Holdings <br> Co. Ltd.<br>| 16100 | &nbsp;&nbsp; 82740 |
|  | Krosaki Harima Corp. | 6400 | &nbsp;&nbsp; 146573 |
|  | KRS Corp. | 5400 | &nbsp;&nbsp; 121429 |
|  | K's Holdings Corp. | 57600 | &nbsp;&nbsp; 576190 |
|  | KU Holdings Co. Ltd. | 4300 | &nbsp;&nbsp; 33161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kubota Corp. (6326 <br> JP)<br>| 124300 | &nbsp;&nbsp; 1393931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kumagai Gumi Co. <br> Ltd.<br>| 12300 | &nbsp;&nbsp; 365913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kumiai Chemical <br> Industry Co. Ltd.<br>| 25263 | &nbsp;&nbsp; 136165 |
|  | Kura Sushi, Inc. | 4300 | &nbsp;&nbsp; 118110 |
| # | Kurabo Industries Ltd. | 5100 | &nbsp;&nbsp; 270673 |
|  | Kuraray Co. Ltd. | 96400 | &nbsp;&nbsp; 1191838 |
|  | Kureha Corp. | 13700 | &nbsp;&nbsp; 312432 |
|  | Kurimoto Ltd. | 3400 | &nbsp;&nbsp; 176861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kurita Water <br> Industries Ltd.<br>| 22100 | &nbsp;&nbsp; 851894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuriyama Holdings <br> Corp.<br>| 5600 | &nbsp;&nbsp; 56855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kusuri No. Aoki <br> Holdings Co. Ltd.<br>| 17400 | &nbsp;&nbsp; 463153 |
|  | KYB Corp. | 14200 | &nbsp;&nbsp; 305219 |
|  | Kyocera Corp. | 152004 | &nbsp;&nbsp; 1794311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyodo Printing Co. <br> Ltd.<br>| 10800 | &nbsp;&nbsp; 99200 |
|  | Kyoei Steel Ltd. | 6800 | &nbsp;&nbsp; 97715 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kyokuto Boeki Kaisha <br> Ltd.<br>| 6000 | &nbsp;&nbsp; 60721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyokuto Kaihatsu <br> Kogyo Co. Ltd.<br>| 13200 | &nbsp;&nbsp; 228723 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kyokuto Securities <br> Co. Ltd.<br>| 7300 | &nbsp;&nbsp; 70905 |
|  | Kyokuyo Co. Ltd. | 3700 | &nbsp;&nbsp; 114519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyorin Pharmaceutical <br> Co. Ltd.<br>| 10900 | &nbsp;&nbsp; 109531 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kyoritsu Maintenance <br> Co. Ltd.<br>| 23300 | &nbsp;&nbsp; $560975 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kyosan Electric <br> Manufacturing Co. <br> Ltd.<br>| 17000 | &nbsp;&nbsp; 56687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyoto Financial <br> Group, Inc.<br>| 53500 | &nbsp;&nbsp; 967855 |
|  | Kyowa Kirin Co. Ltd. | 23100 | &nbsp;&nbsp; 394308 |
|  | Kyudenko Corp. | 11200 | &nbsp;&nbsp; 478522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyushu Electric Power <br> Co., Inc.<br>| 58200 | &nbsp;&nbsp; 515949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyushu Financial <br> Group, Inc.<br>| 109299 | &nbsp;&nbsp; 558172 |
|  | Kyushu Railway Co. | 21100 | &nbsp;&nbsp; 510255 |
|  | LA Holdings Co. Ltd. | 2100 | &nbsp;&nbsp; 85272 |
|  | Lacto Japan Co. Ltd. | 2400 | &nbsp;&nbsp; 63513 |
|  | Lasertec Corp. | 8500 | &nbsp;&nbsp; 856364 |
| # | LEC, Inc. | 5500 | &nbsp;&nbsp; 41047 |
|  | Leopalace21 Corp. | 70800 | &nbsp;&nbsp; 333619 |
|  | Life Corp. | 12400 | &nbsp;&nbsp; 198181 |
|  | Lifedrink Co., Inc. | 13200 | &nbsp;&nbsp; 197157 |
|  | LIFULL Co. Ltd. | 17200 | &nbsp;&nbsp; 22706 |
| # | LIKE, Inc. | 3000 | &nbsp;&nbsp; 28464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Link & Motivation, <br> Inc.<br>| 12800 | &nbsp;&nbsp; 42334 |
|  | Lintec Corp. | 15338 | &nbsp;&nbsp; 307538 |
|  | Lion Corp. | 53800 | &nbsp;&nbsp; 524161 |
| # | LITALICO, Inc. | 6100 | &nbsp;&nbsp; 57163 |
|  | Lixil Corp. | 62300 | &nbsp;&nbsp; 721753 |
|  | Loadstar Capital KK | 3000 | &nbsp;&nbsp; 57453 |
|  | Look Holdings, Inc. | 2300 | &nbsp;&nbsp; 36925 |
|  | LY Corp. | 140400 | &nbsp;&nbsp; 513185 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; M&A Capital Partners <br> Co. Ltd.<br>| 900 | &nbsp;&nbsp; 17540 |
|  | M3, Inc. | 29300 | &nbsp;&nbsp; 360355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mabuchi Motor Co. <br> Ltd.<br>| 30500 | &nbsp;&nbsp; 440980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Macnica Holdings, <br> Inc.<br>| 54597 | &nbsp;&nbsp; 713055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maeda Kosen Co. <br> Ltd.<br>| 18000 | &nbsp;&nbsp; 227054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maezawa Industries, <br> Inc.<br>| 2800 | &nbsp;&nbsp; 32234 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Maezawa Kasei <br> Industries Co. Ltd.<br>| 5600 | &nbsp;&nbsp; 73511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maezawa Kyuso <br> Industries Co. Ltd.<br>| 6800 | &nbsp;&nbsp; 57035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Makino Milling <br> Machine Co. Ltd.<br>| 9300 | &nbsp;&nbsp; 711249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Makita Corp. (6586 <br> JP)<br>| 20400 | &nbsp;&nbsp; 631546 |
| # | Mamiya-Op Co. Ltd. | 1800 | &nbsp;&nbsp; 18038 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Management <br> Solutions Co. Ltd.<br>| 3500 | &nbsp;&nbsp; 38824 |
|  | Mandom Corp. | 13300 | &nbsp;&nbsp; 126808 |
|  | Mani, Inc. | 21200 | &nbsp;&nbsp; 178526 |
|  | MarkLines Co. Ltd. | 3600 | &nbsp;&nbsp; 47109 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mars Group Holdings <br> Corp.<br>| 3500 | &nbsp;&nbsp; $68810 |
|  | Marubeni Corp. | 66300 | &nbsp;&nbsp; 1357409 |
|  | Marubun Corp. | 6700 | &nbsp;&nbsp; 48818 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Maruchiyo Yamaokaya <br> Corp.<br>| 1300 | &nbsp;&nbsp; 53166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marudai Food Co. <br> Ltd.<br>| 6000 | &nbsp;&nbsp; 75575 |
|  | Maruha Nichiro Corp. | 20233 | &nbsp;&nbsp; 420215 |
|  | Marui Group Co. Ltd. | 40600 | &nbsp;&nbsp; 826859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maruichi Steel Tube <br> Ltd.<br>| 20100 | &nbsp;&nbsp; 485925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MARUKA FURUSATO <br> Corp.<br>| 7553 | &nbsp;&nbsp; 118841 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Marusan Securities <br> Co. Ltd.<br>| 17700 | &nbsp;&nbsp; 107741 |
|  | Maruwa Co. Ltd. | 1900 | &nbsp;&nbsp; 572693 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Maruyama <br> Manufacturing Co., <br> Inc.<br>| 900 | &nbsp;&nbsp; 12380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maruzen Showa Unyu <br> Co. Ltd.<br>| 4800 | &nbsp;&nbsp; 228780 |
|  | Marvelous, Inc. | 4000 | &nbsp;&nbsp; 14359 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Matching Service <br> Japan Co. Ltd.<br>| 2600 | &nbsp;&nbsp; 16553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matsuda Sangyo Co. <br> Ltd.<br>| 6500 | &nbsp;&nbsp; 154793 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Matsui Construction <br> Co. Ltd.<br>| 6600 | &nbsp;&nbsp; 55489 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Matsui Securities Co. <br> Ltd.<br>| 34200 | &nbsp;&nbsp; 167165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MatsukiyoCocokara & <br> Co.<br>| 56540 | &nbsp;&nbsp; 1161031 |
| # | Matsuya Co. Ltd. | 10300 | &nbsp;&nbsp; 76158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matsuyafoods <br> Holdings Co. Ltd.<br>| 1800 | &nbsp;&nbsp; 74923 |
|  | Max Co. Ltd. | 6000 | &nbsp;&nbsp; 201014 |
|  | Maxell Ltd. | 15600 | &nbsp;&nbsp; 207314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maxvalu Tokai Co. <br> Ltd.<br>| 2400 | &nbsp;&nbsp; 50419 |
|  | Mazda Motor Corp. | 116600 | &nbsp;&nbsp; 699192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; McDonald's Holdings <br> Co. Japan Ltd.<br>| 7700 | &nbsp;&nbsp; 307486 |
|  | MCJ Co. Ltd. | 34200 | &nbsp;&nbsp; 317949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mebuki Financial <br> Group, Inc.<br>| 234190 | &nbsp;&nbsp; 1269792 |
|  | MEC Co. Ltd. | 5100 | &nbsp;&nbsp; 94403 |
|  | Media Do Co. Ltd. | 2600 | &nbsp;&nbsp; 30140 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Medical System <br> Network Co. Ltd.<br>| 12800 | &nbsp;&nbsp; 41570 |
|  | Medikit Co. Ltd. | 600 | &nbsp;&nbsp; 10176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medipal Holdings <br> Corp.<br>| 43200 | &nbsp;&nbsp; 715287 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Medius Holdings Co. <br> Ltd.<br>| 3700 | &nbsp;&nbsp; 21059 |
| #\* | Medley, Inc. | 2400 | &nbsp;&nbsp; 49098 |
|  | Megachips Corp. | 500 | &nbsp;&nbsp; 18049 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Megmilk Snow Brand <br> Co. Ltd.<br>| 14500 | &nbsp;&nbsp; $274024 |
|  | Meidensha Corp. | 15600 | &nbsp;&nbsp; 587520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meiho Facility Works <br> Ltd.<br>| 3300 | &nbsp;&nbsp; 22572 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Meiji Electric <br> Industries Co. Ltd.<br>| 2500 | &nbsp;&nbsp; 32173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MEIJI Holdings Co. <br> Ltd.<br>| 25100 | &nbsp;&nbsp; 507547 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Meiji Shipping Group <br> Co. Ltd.<br>| 6900 | &nbsp;&nbsp; 32099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meiko Electronics Co. <br> Ltd.<br>| 8000 | &nbsp;&nbsp; 392028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meisei Industrial Co. <br> Ltd.<br>| 17000 | &nbsp;&nbsp; 176071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MEITEC Group <br> Holdings, Inc.<br>| 26000 | &nbsp;&nbsp; 543858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meito Sangyo Co. <br> Ltd.<br>| 3300 | &nbsp;&nbsp; 46346 |
|  | Meiwa Corp. | 11400 | &nbsp;&nbsp; 57315 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Meiwa Estate Co. <br> Ltd.<br>| 3900 | &nbsp;&nbsp; 26876 |
|  | Menicon Co. Ltd. | 22100 | &nbsp;&nbsp; 170939 |
| \* | Mercari, Inc. | 18273 | &nbsp;&nbsp; 278789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercuria Holdings Co. <br> Ltd.<br>| 4100 | &nbsp;&nbsp; 21760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; METAWATER Co. <br> Ltd.<br>| 3400 | &nbsp;&nbsp; 61808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Micronics Japan Co. <br> Ltd.<br>| 9600 | &nbsp;&nbsp; 349757 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Midac Holdings Co. <br> Ltd.<br>| 2700 | &nbsp;&nbsp; 38628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mie Kotsu Group <br> Holdings, Inc.<br>| 16900 | &nbsp;&nbsp; 56429 |
|  | Milbon Co. Ltd. | 4800 | &nbsp;&nbsp; 80948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MIMAKI <br> ENGINEERING Co. <br> Ltd.<br>| 7300 | &nbsp;&nbsp; 105272 |
|  | Minebea Mitsumi, Inc. | 72961 | &nbsp;&nbsp; 1148287 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mirai Industry Co. <br> Ltd.<br>| 2400 | &nbsp;&nbsp; 60328 |
|  | Miraial Co. Ltd. | 2200 | &nbsp;&nbsp; 15892 |
|  | Mirait One Corp. | 35000 | &nbsp;&nbsp; 626249 |
| # | Mirarth Holdings, Inc. | 31754 | &nbsp;&nbsp; 81240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miroku Jyoho Service <br> Co. Ltd.<br>| 5900 | &nbsp;&nbsp; 73611 |
|  | MISUMI Group, Inc. | 24600 | &nbsp;&nbsp; 354241 |
|  | Mitani Corp. | 7600 | &nbsp;&nbsp; 111340 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitani Sangyo Co. <br> Ltd.<br>| 9700 | &nbsp;&nbsp; 25378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitani Sekisan Co. <br> Ltd.<br>| 2200 | &nbsp;&nbsp; 125851 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mito Securities Co. <br> Ltd.<br>| 24400 | &nbsp;&nbsp; 84250 |
|  | Mitsuba Corp. | 11300 | &nbsp;&nbsp; 64009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Chemical <br> Group Corp.<br>| 309700 | &nbsp;&nbsp; 1686865 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Mitsubishi Corp. | 157590 | &nbsp;&nbsp; $3108207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Electric <br> Corp.<br>| 72000 | &nbsp;&nbsp; 1619441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Estate Co. <br> Ltd.<br>| 55200 | &nbsp;&nbsp; 1033477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Gas <br> Chemical Co., Inc.<br>| 40200 | &nbsp;&nbsp; 694460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi HC Capital, <br> Inc.<br>| 299200 | &nbsp;&nbsp; 2211575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Heavy <br> Industries Ltd.<br>| 77600 | &nbsp;&nbsp; 1852808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Kakoki <br> Kaisha Ltd.<br>| 9600 | &nbsp;&nbsp; 141422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Logisnext <br> Co. Ltd.<br>| 16000 | &nbsp;&nbsp; 205826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Logistics <br> Corp.<br>| 68000 | &nbsp;&nbsp; 581291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Materials <br> Corp.<br>| 40400 | &nbsp;&nbsp; 617055 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Motors <br> Corp.<br>| 195600 | &nbsp;&nbsp; 513974 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Paper Mills <br> Ltd.<br>| 8900 | &nbsp;&nbsp; 39336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Research <br> Institute, Inc.<br>| 3000 | &nbsp;&nbsp; 93931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Steel <br> Manufacturing Co. <br> Ltd.<br>| 3400 | &nbsp;&nbsp; 37409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ <br> Financial Group, <br> Inc. (8306 JP)<br>| 557200 | &nbsp;&nbsp; 7679759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsuboshi Belting <br> Ltd.<br>| 6300 | &nbsp;&nbsp; 150068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui & Co. Ltd. <br> (8031 JP)<br>| 120200 | &nbsp;&nbsp; 2446868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui & Co. Ltd. <br> (MITSY US), <br> Sponsored ADR<br>| 170 | &nbsp;&nbsp; 70354 |
|  | Mitsui Chemicals, Inc. | 37110 | &nbsp;&nbsp; 828413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui DM Sugar Co. <br> Ltd.<br>| 6200 | &nbsp;&nbsp; 127036 |
|  | Mitsui E&S Co. Ltd. | 26400 | &nbsp;&nbsp; 550029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui Fudosan Co. <br> Ltd.<br>| 124800 | &nbsp;&nbsp; 1115500 |
| # | Mitsui High-Tec, Inc. | 31300 | &nbsp;&nbsp; 157258 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui Matsushima <br> Holdings Co. Ltd.<br>| 4200 | &nbsp;&nbsp; 161142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui Mining & <br> Smelting Co. Ltd.<br>| 19400 | &nbsp;&nbsp; 820536 |
| # | Mitsui OSK Lines Ltd. | 47300 | &nbsp;&nbsp; 1589861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui-Soko Holdings <br> Co. Ltd.<br>| 22500 | &nbsp;&nbsp; 584643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsuuroko Group <br> Holdings Co. Ltd.<br>| 14700 | &nbsp;&nbsp; 207925 |
|  | Miura Co. Ltd. | 4100 | &nbsp;&nbsp; 81751 |
|  | MIXI, Inc. | 11000 | &nbsp;&nbsp; 251732 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Miyaji Engineering <br> Group, Inc.<br>| 8400 | &nbsp;&nbsp; $109077 |
|  | Miyazaki Bank Ltd. | 4900 | &nbsp;&nbsp; 129655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miyoshi Oil & Fat Co. <br> Ltd.<br>| 3800 | &nbsp;&nbsp; 48660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mizuho Financial <br> Group, Inc. (8411 <br> JP)<br>| 139800 | &nbsp;&nbsp; 4100566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mizuho Leasing Co. <br> Ltd.<br>| 75200 | &nbsp;&nbsp; 577616 |
| # | Mizuho Medy Co. Ltd. | 3600 | &nbsp;&nbsp; 33835 |
|  | Mizuno Corp. | 21300 | &nbsp;&nbsp; 388004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mochida <br> Pharmaceutical Co. <br> Ltd.<br>| 6400 | &nbsp;&nbsp; 130714 |
|  | Monogatari Corp. | 8800 | &nbsp;&nbsp; 228402 |
|  | MonotaRO Co. Ltd. | 40800 | &nbsp;&nbsp; 726522 |
|  | Morinaga & Co. Ltd. | 21500 | &nbsp;&nbsp; 343203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Morinaga Milk Industry <br> Co. Ltd.<br>| 33400 | &nbsp;&nbsp; 726355 |
|  | Moriroku Co. Ltd. | 1800 | &nbsp;&nbsp; 28862 |
|  | Morita Holdings Corp. | 9700 | &nbsp;&nbsp; 147380 |
|  | Morito Co. Ltd. | 6400 | &nbsp;&nbsp; 65268 |
|  | Morozoff Ltd. | 5400 | &nbsp;&nbsp; 54775 |
| # | Mory Industries, Inc. | 8000 | &nbsp;&nbsp; 47722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MOS Food Services, <br> Inc.<br>| 900 | &nbsp;&nbsp; 22803 |
| # | MrMax Holdings Ltd. | 10500 | &nbsp;&nbsp; 59511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MS&AD Insurance <br> Group Holdings, <br> Inc.<br>| 125700 | &nbsp;&nbsp; 2685714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mugen Estate Co. <br> Ltd.<br>| 4500 | &nbsp;&nbsp; 58299 |
|  | m-up Holdings, Inc. | 12400 | &nbsp;&nbsp; 172815 |
|  | Murakami Corp. | 2200 | &nbsp;&nbsp; 95627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Murata Manufacturing <br> Co. Ltd.<br>| 58016 | &nbsp;&nbsp; 863515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Musashi Seimitsu <br> Industry Co. Ltd.<br>| 16200 | &nbsp;&nbsp; 348775 |
|  | Musashino Bank Ltd. | 8400 | &nbsp;&nbsp; 207132 |
|  | Muto Seiko Co. | 2000 | &nbsp;&nbsp; 21444 |
|  | Nabtesco Corp. | 9900 | &nbsp;&nbsp; 182125 |
|  | Nachi-Fujikoshi Corp. | 4838 | &nbsp;&nbsp; 103483 |
|  | Nafco Co. Ltd. | 5700 | &nbsp;&nbsp; 70723 |
|  | Nagano Keiki Co. Ltd. | 5600 | &nbsp;&nbsp; 77412 |
|  | Nagase & Co. Ltd. | 40800 | &nbsp;&nbsp; 804073 |
|  | Nagase Brothers, Inc. | 4000 | &nbsp;&nbsp; 50937 |
|  | Nagawa Co. Ltd. | 500 | &nbsp;&nbsp; 21398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nagoya Railroad Co. <br> Ltd.<br>| 33700 | &nbsp;&nbsp; 367510 |
|  | Nakabayashi Co. Ltd. | 9300 | &nbsp;&nbsp; 31899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nakamoto Packs Co. <br> Ltd.<br>| 1400 | &nbsp;&nbsp; 18476 |
| # | Nakamuraya Co. Ltd. | 1900 | &nbsp;&nbsp; 39121 |
|  | Nakanishi, Inc. | 9900 | &nbsp;&nbsp; 127436 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nakayama Steel <br> Works Ltd.<br>| 13800 | &nbsp;&nbsp; 58390 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Namura Shipbuilding <br> Co. Ltd.<br>| 18000 | &nbsp;&nbsp; $367512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nankai Electric <br> Railway Co. Ltd.<br>| 19200 | &nbsp;&nbsp; 308404 |
|  | Nanto Bank Ltd. | 8800 | &nbsp;&nbsp; 263925 |
|  | Nanyo Corp. | 1600 | &nbsp;&nbsp; 14065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Narasaki Sangyo Co. <br> Ltd.<br>| 1400 | &nbsp;&nbsp; 33437 |
|  | Natori Co. Ltd. | 2500 | &nbsp;&nbsp; 33319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NCD Co. <br> Ltd./Shinagawa<br>| 1700 | &nbsp;&nbsp; 33271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NEC Capital Solutions <br> Ltd.<br>| 5300 | &nbsp;&nbsp; 134721 |
|  | NEC Corp. | 42000 | &nbsp;&nbsp; 1206067 |
|  | Neturen Co. Ltd. | 11900 | &nbsp;&nbsp; 93910 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; New Art Holdings Co. <br> Ltd.<br>| 3079 | &nbsp;&nbsp; 28378 |
|  | Nexon Co. Ltd. | 14000 | &nbsp;&nbsp; 256173 |
|  | Nextage Co. Ltd. | 12300 | &nbsp;&nbsp; 152677 |
|  | NGK Insulators Ltd. | 56900 | &nbsp;&nbsp; 720367 |
|  | NH Foods Ltd. | 17600 | &nbsp;&nbsp; 591296 |
|  | NHK Spring Co. Ltd. | 70863 | &nbsp;&nbsp; 797893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nicca Chemical Co. <br> Ltd.<br>| 2100 | &nbsp;&nbsp; 17587 |
|  | Nice Corp. | 2400 | &nbsp;&nbsp; 29269 |
|  | Nichias Corp. | 23800 | &nbsp;&nbsp; 910598 |
| # | Nichiban Co. Ltd. | 4000 | &nbsp;&nbsp; 53330 |
|  | Nichicon Corp. | 21000 | &nbsp;&nbsp; 179856 |
|  | Nichiden Corp. | 5400 | &nbsp;&nbsp; 102015 |
|  | Nichiha Corp. | 9600 | &nbsp;&nbsp; 199932 |
|  | Nichirei Corp. | 53200 | &nbsp;&nbsp; 640265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nichireki Group Co. <br> Ltd.<br>| 10800 | &nbsp;&nbsp; 211518 |
|  | Nichirin Co. Ltd. | 4500 | &nbsp;&nbsp; 105751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NIDEC Corp. (6594 <br> JP)<br>| 55100 | &nbsp;&nbsp; 1057164 |
|  | Nifco, Inc. | 26800 | &nbsp;&nbsp; 653920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Chouzai Co. <br> Ltd.<br>| 4700 | &nbsp;&nbsp; 109181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Dempa Kogyo <br> Co. Ltd.<br>| 7900 | &nbsp;&nbsp; 43750 |
|  | Nihon Dengi Co. Ltd. | 2800 | &nbsp;&nbsp; 92415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Denkei Co. <br> Ltd.<br>| 3900 | &nbsp;&nbsp; 55283 |
|  | Nihon Flush Co. Ltd. | 7095 | &nbsp;&nbsp; 37575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon House Holdings <br> Co. Ltd.<br>| 12300 | &nbsp;&nbsp; 25137 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Kagaku Sangyo <br> Co. Ltd.<br>| 5600 | &nbsp;&nbsp; 83756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon M&A Center <br> Holdings, Inc.<br>| 91600 | &nbsp;&nbsp; 457928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Nohyaku Co. <br> Ltd.<br>| 12200 | &nbsp;&nbsp; 71688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Parkerizing Co. <br> Ltd.<br>| 27200 | &nbsp;&nbsp; 248121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Tokushu Toryo <br> Co. Ltd.<br>| 5000 | &nbsp;&nbsp; 67672 |
| # | Nihon Trim Co. Ltd. | 1200 | &nbsp;&nbsp; 36144 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Nikkiso Co. Ltd. | 15200 | &nbsp;&nbsp; $135920 |
|  | Nikko Co. Ltd. | 10500 | &nbsp;&nbsp; 52586 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nikkon Holdings Co. <br> Ltd.<br>| 29694 | &nbsp;&nbsp; 668819 |
|  | Nikon Corp. | 53700 | &nbsp;&nbsp; 521518 |
|  | Nintendo Co. Ltd. | 13500 | &nbsp;&nbsp; 1128315 |
|  | Nippi, Inc. | 300 | &nbsp;&nbsp; 21425 |
|  | Nippn Corp. | 17300 | &nbsp;&nbsp; 249469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Air <br> Conditioning <br> Services Co. Ltd.<br>| 6100 | &nbsp;&nbsp; 47431 |
|  | Nippon Aqua Co. Ltd. | 5000 | &nbsp;&nbsp; 26817 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Avionics Co. <br> Ltd.<br>| 2000 | &nbsp;&nbsp; 58255 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Beet Sugar <br> Manufacturing Co. <br> Ltd.<br>| 4800 | &nbsp;&nbsp; 76530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Carbide <br> Industries Co., Inc.<br>| 3800 | &nbsp;&nbsp; 47724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Carbon Co. <br> Ltd.<br>| 1900 | &nbsp;&nbsp; 51935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Care Supply <br> Co. Ltd.<br>| 800 | &nbsp;&nbsp; 11123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Chemical <br> Industrial Co. Ltd.<br>| 3000 | &nbsp;&nbsp; 42124 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Chemi-Con <br> Corp.<br>| 5600 | &nbsp;&nbsp; 46213 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Coke & <br> Engineering Co. <br> Ltd.<br>| 76400 | &nbsp;&nbsp; 47337 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Concept <br> Corp.<br>| 3900 | &nbsp;&nbsp; 78792 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Concrete <br> Industries Co. Ltd.<br>| 16800 | &nbsp;&nbsp; 33689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Denko Co. <br> Ltd.<br>| 40192 | &nbsp;&nbsp; 74957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Densetsu <br> Kogyo Co. Ltd.<br>| 13300 | &nbsp;&nbsp; 252531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Dry-Chemical <br> Co. Ltd.<br>| 2100 | &nbsp;&nbsp; 71143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Electric Glass <br> Co. Ltd.<br>| 31400 | &nbsp;&nbsp; 840463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Express <br> Holdings, Inc.<br>| 73200 | &nbsp;&nbsp; 1607980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Fine Chemical <br> Co. Ltd.<br>| 4300 | &nbsp;&nbsp; 77618 |
|  | Nippon Gas Co. Ltd. | 38600 | &nbsp;&nbsp; 702193 |
|  | Nippon Hume Corp. | 7200 | &nbsp;&nbsp; 124714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Kayaku Co. <br> Ltd.<br>| 38700 | &nbsp;&nbsp; 361379 |
|  | Nippon Kodoshi Corp. | 3100 | &nbsp;&nbsp; 38808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Light Metal <br> Holdings Co. Ltd.<br>| 17940 | &nbsp;&nbsp; 208175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Paint Holdings <br> Co. Ltd.<br>| 104500 | &nbsp;&nbsp; 885903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Paper <br> Industries Co. Ltd.<br>| 31400 | &nbsp;&nbsp; 231018 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Parking <br> Development Co. <br> Ltd.<br>| 76500 | &nbsp;&nbsp; $134204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Rietec Co. <br> Ltd.<br>| 2400 | &nbsp;&nbsp; 31454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Sanso <br> Holdings Corp.<br>| 29200 | &nbsp;&nbsp; 1033491 |
|  | Nippon Seiki Co. Ltd. | 11300 | &nbsp;&nbsp; 115778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Seisen Co. <br> Ltd.<br>| 3500 | &nbsp;&nbsp; 25289 |
|  | Nippon Sharyo Ltd. | 3200 | &nbsp;&nbsp; 50887 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Sheet Glass <br> Co. Ltd.<br>| 34300 | &nbsp;&nbsp; 113588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Shinyaku Co. <br> Ltd.<br>| 15100 | &nbsp;&nbsp; 325119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Shokubai Co. <br> Ltd.<br>| 32000 | &nbsp;&nbsp; 363807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Signal Co. <br> Ltd.<br>| 14900 | &nbsp;&nbsp; 110507 |
|  | Nippon Soda Co. Ltd. | 18000 | &nbsp;&nbsp; 408083 |
|  | Nippon Steel Corp. | 91099 | &nbsp;&nbsp; 1754386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Television <br> Holdings, Inc.<br>| 7700 | &nbsp;&nbsp; 166535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Thompson Co. <br> Ltd.<br>| 20000 | &nbsp;&nbsp; 79627 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Yakin Kogyo <br> Co. Ltd.<br>| 3890 | &nbsp;&nbsp; 107498 |
|  | Nippon Yusen KK | 63300 | &nbsp;&nbsp; 2219916 |
|  | Nipro Corp. | 45897 | &nbsp;&nbsp; 422607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishikawa Rubber Co. <br> Ltd.<br>| 7600 | &nbsp;&nbsp; 143687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishimatsu <br> Construction Co. <br> Ltd.<br>| 11800 | &nbsp;&nbsp; 392406 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nishimatsuya Chain <br> Co. Ltd.<br>| 9500 | &nbsp;&nbsp; 139953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishi-Nippon Financial <br> Holdings, Inc.<br>| 47600 | &nbsp;&nbsp; 751874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishi-Nippon Railroad <br> Co. Ltd.<br>| 11300 | &nbsp;&nbsp; 160743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishio Holdings Co. <br> Ltd.<br>| 7100 | &nbsp;&nbsp; 198170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nissan Chemical <br> Corp.<br>| 30100 | &nbsp;&nbsp; 981222 |
| #\* | Nissan Motor Co. Ltd. | 234300 | &nbsp;&nbsp; 496786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nissan Shatai Co. <br> Ltd.<br>| 19600 | &nbsp;&nbsp; 135229 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nissan Tokyo Sales <br> Holdings Co. Ltd.<br>| 10900 | &nbsp;&nbsp; 35861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nissei ASB Machine <br> Co. Ltd.<br>| 1900 | &nbsp;&nbsp; 81982 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nissei Plastic <br> Industrial Co. Ltd.<br>| 5600 | &nbsp;&nbsp; 33069 |
|  | Nissha Co. Ltd. | 12200 | &nbsp;&nbsp; 108329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nisshin Group <br> Holdings Co. Ltd.<br>| 14000 | &nbsp;&nbsp; 48712 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nisshin Oillio Group <br> Ltd.<br>| 11500 | &nbsp;&nbsp; $391017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nisshin Seifun Group, <br> Inc.<br>| 41000 | &nbsp;&nbsp; 475264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nisshinbo Holdings, <br> Inc.<br>| 46848 | &nbsp;&nbsp; 297674 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nissin Foods Holdings <br> Co. Ltd.<br>| 8400 | &nbsp;&nbsp; 159332 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nisso Holdings Co. <br> Ltd.<br>| 3700 | &nbsp;&nbsp; 16244 |
|  | Nissui Corp. | 135500 | &nbsp;&nbsp; 791085 |
|  | Niterra Co. Ltd. | 42100 | &nbsp;&nbsp; 1451342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nitori Holdings Co. <br> Ltd.<br>| 5800 | &nbsp;&nbsp; 491183 |
|  | Nitta Corp. | 6400 | &nbsp;&nbsp; 174895 |
|  | Nitta Gelatin, Inc. | 5000 | &nbsp;&nbsp; 30371 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nittetsu Mining Co. <br> Ltd.<br>| 4400 | &nbsp;&nbsp; 216138 |
|  | Nitto Boseki Co. Ltd. | 1800 | &nbsp;&nbsp; 78749 |
|  | Nitto Denko Corp. | 118500 | &nbsp;&nbsp; 2452227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nitto Fuji Flour Milling <br> Co. Ltd.<br>| 1000 | &nbsp;&nbsp; 48516 |
|  | Nitto Kogyo Corp. | 8000 | &nbsp;&nbsp; 176773 |
| # | Nitto Kohki Co. Ltd. | 4300 | &nbsp;&nbsp; 54857 |
|  | Nitto Seiko Co. Ltd. | 9400 | &nbsp;&nbsp; 39072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nittoc Construction <br> Co. Ltd.<br>| 10600 | &nbsp;&nbsp; 83397 |
|  | Nittoku Co. Ltd. | 5500 | &nbsp;&nbsp; 74464 |
|  | NJS Co. Ltd. | 700 | &nbsp;&nbsp; 26714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Noevir Holdings Co. <br> Ltd.<br>| 4400 | &nbsp;&nbsp; 134149 |
|  | NOF Corp. | 35100 | &nbsp;&nbsp; 698662 |
|  | Nohmi Bosai Ltd. | 5500 | &nbsp;&nbsp; 142805 |
|  | Nojima Corp. | 24572 | &nbsp;&nbsp; 561718 |
|  | NOK Corp. | 20200 | &nbsp;&nbsp; 306497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Holdings, Inc. <br> (8604 JP)<br>| 247000 | &nbsp;&nbsp; 1631755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Holdings, Inc. <br> (NMR US), <br> Sponsored ADR<br>| 9532 | &nbsp;&nbsp; 63388 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Micro <br> Science Co. Ltd.<br>| 1300 | &nbsp;&nbsp; 23448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Real Estate <br> Holdings, Inc.<br>| 132700 | &nbsp;&nbsp; 735372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Research <br> Institute Ltd.<br>| 22409 | &nbsp;&nbsp; 886733 |
|  | Noritake Co. Ltd. | 8400 | &nbsp;&nbsp; 238999 |
|  | Noritsu Koki Co. Ltd. | 27300 | &nbsp;&nbsp; 285440 |
|  | Noritz Corp. | 9600 | &nbsp;&nbsp; 121807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North Pacific Bank <br> Ltd.<br>| 95800 | &nbsp;&nbsp; 412211 |
| # | NPC, Inc. | 5000 | &nbsp;&nbsp; 20744 |
|  | NPR-RIKEN Corp. | 6748 | &nbsp;&nbsp; 113526 |
| # | NS Solutions Corp. | 12100 | &nbsp;&nbsp; 283798 |
| # | NS Tool Co. Ltd. | 5600 | &nbsp;&nbsp; 28777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NS United Kaiun <br> Kaisha Ltd.<br>| 5100 | &nbsp;&nbsp; 141535 |
|  | NSD Co. Ltd. | 22540 | &nbsp;&nbsp; 539114 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | NSK Ltd. | 93100 | &nbsp;&nbsp; $445534 |
|  | NSW, Inc. | 3100 | &nbsp;&nbsp; 53113 |
| # | NTN Corp. | 89900 | &nbsp;&nbsp; 153383 |
|  | NTT, Inc. | 1415000 | &nbsp;&nbsp; 1428954 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Nxera Pharma Co. <br> Ltd.<br>| 13500 | &nbsp;&nbsp; 81339 |
|  | Oat Agrio Co. Ltd. | 4000 | &nbsp;&nbsp; 63751 |
|  | Obara Group, Inc. | 2500 | &nbsp;&nbsp; 63995 |
|  | Obayashi Corp. | 80800 | &nbsp;&nbsp; 1189801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OBIC Business <br> Consultants Co. <br> Ltd.<br>| 1200 | &nbsp;&nbsp; 69210 |
|  | Obic Co. Ltd. | 14900 | &nbsp;&nbsp; 530478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Odakyu Electric <br> Railway Co. Ltd.<br>| 41699 | &nbsp;&nbsp; 449383 |
| # | Oenon Holdings, Inc. | 16000 | &nbsp;&nbsp; 62322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ogaki Kyoritsu Bank <br> Ltd.<br>| 14300 | &nbsp;&nbsp; 269323 |
| # | Ohara, Inc. | 2000 | &nbsp;&nbsp; 15562 |
| # | Ohashi Technica, Inc. | 4000 | &nbsp;&nbsp; 56913 |
|  | Ohba Co. Ltd. | 4600 | &nbsp;&nbsp; 31685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ohsho Food Service <br> Corp.<br>| 9300 | &nbsp;&nbsp; 230091 |
|  | OIE Sangyo Co. Ltd. | 1100 | &nbsp;&nbsp; 15655 |
|  | Oiles Corp. | 7700 | &nbsp;&nbsp; 109472 |
|  | Oita Bank Ltd. | 4700 | &nbsp;&nbsp; 147160 |
|  | Oji Holdings Corp. | 248300 | &nbsp;&nbsp; 1210179 |
|  | Okabe Co. Ltd. | 12300 | &nbsp;&nbsp; 70930 |
|  | Okada Aiyon Corp. | 800 | &nbsp;&nbsp; 10182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okamoto Industries, <br> Inc.<br>| 3200 | &nbsp;&nbsp; 108371 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Okamoto Machine <br> Tool Works Ltd.<br>| 1900 | &nbsp;&nbsp; 61713 |
|  | Okamura Corp. | 24200 | &nbsp;&nbsp; 381451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okasan Securities <br> Group, Inc.<br>| 45600 | &nbsp;&nbsp; 197278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oki Electric Industry <br> Co. Ltd.<br>| 28574 | &nbsp;&nbsp; 297327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okinawa Cellular <br> Telephone Co.<br>| 8500 | &nbsp;&nbsp; 288593 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Okinawa Electric <br> Power Co., Inc.<br>| 7207 | &nbsp;&nbsp; 46022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okinawa Financial <br> Group, Inc.<br>| 5600 | &nbsp;&nbsp; 126852 |
|  | OKUMA Corp. | 13798 | &nbsp;&nbsp; 375392 |
|  | Okumura Corp. | 10100 | &nbsp;&nbsp; 298336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okura Industrial Co. <br> Ltd.<br>| 3400 | &nbsp;&nbsp; 98215 |
| # | Okuwa Co. Ltd. | 9400 | &nbsp;&nbsp; 58070 |
|  | Olympus Corp. | 123200 | &nbsp;&nbsp; 1471876 |
|  | Omron Corp. | 30000 | &nbsp;&nbsp; 773243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ono Pharmaceutical <br> Co. Ltd.<br>| 55046 | &nbsp;&nbsp; 615567 |
| # | Onoken Co. Ltd. | 6700 | &nbsp;&nbsp; 63972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Onward Holdings Co. <br> Ltd.<br>| 31700 | &nbsp;&nbsp; 128998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ootoya Holdings Co. <br> Ltd.<br>| 1300 | &nbsp;&nbsp; 45703 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Open House Group <br> Co. Ltd.<br>| 26800 | &nbsp;&nbsp; $1185107 |
|  | Open Up Group, Inc. | 14400 | &nbsp;&nbsp; 176460 |
|  | Optex Group Co. Ltd. | 8620 | &nbsp;&nbsp; 97208 |
| \* | Optim Corp. | 900 | &nbsp;&nbsp; 3146 |
|  | Oracle Corp. Japan | 3500 | &nbsp;&nbsp; 378505 |
|  | Organo Corp. | 9400 | &nbsp;&nbsp; 579185 |
| # | Orient Corp. | 18140 | &nbsp;&nbsp; 119998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Land Co. <br> Ltd.<br>| 35300 | &nbsp;&nbsp; 726845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Shiraishi <br> Corp.<br>| 55500 | &nbsp;&nbsp; 142009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ORIX Corp. (8591 <br> JP)<br>| 87900 | &nbsp;&nbsp; 1974501 |
| # | Oro Co. Ltd. | 2100 | &nbsp;&nbsp; 43960 |
|  | Osaka Gas Co. Ltd. | 31300 | &nbsp;&nbsp; 791932 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Osaka Organic <br> Chemical Industry <br> Ltd.<br>| 5000 | &nbsp;&nbsp; 96559 |
| # | Osaka Steel Co. Ltd. | 4700 | &nbsp;&nbsp; 79553 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; OSAKA Titanium <br> Technologies Co. <br> Ltd.<br>| 6900 | &nbsp;&nbsp; 75437 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Osaki Electric Co. <br> Ltd.<br>| 13700 | &nbsp;&nbsp; 95036 |
|  | OSG Corp. | 21906 | &nbsp;&nbsp; 283449 |
|  | Otsuka Corp. | 26400 | &nbsp;&nbsp; 500205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Otsuka Holdings Co. <br> Ltd.<br>| 22300 | &nbsp;&nbsp; 1061696 |
|  | OUG Holdings, Inc. | 1200 | &nbsp;&nbsp; 31580 |
|  | Oyo Corp. | 7500 | &nbsp;&nbsp; 155634 |
| # | Ozu Corp. | 2400 | &nbsp;&nbsp; 26166 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Industrial Co. <br> Ltd.<br>| 17200 | &nbsp;&nbsp; 234651 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Metals Co. <br> Ltd.<br>| 3200 | &nbsp;&nbsp; 39261 |
|  | Pack Corp. | 9600 | &nbsp;&nbsp; 72147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PAL GROUP Holdings <br> Co. Ltd.<br>| 14600 | &nbsp;&nbsp; 477710 |
|  | PALTAC Corp. | 8400 | &nbsp;&nbsp; 240383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan Pacific <br> International <br> Holdings Corp.<br>| 33700 | &nbsp;&nbsp; 1127475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Panasonic Holdings <br> Corp.<br>| 221200 | &nbsp;&nbsp; 2092401 |
|  | Paraca, Inc. | 2700 | &nbsp;&nbsp; 33920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Bed <br> Holdings Co. Ltd.<br>| 10800 | &nbsp;&nbsp; 177202 |
|  | Park24 Co. Ltd. | 35500 | &nbsp;&nbsp; 448308 |
|  | Pasona Group, Inc. | 9600 | &nbsp;&nbsp; 131491 |
|  | Pegasus Co. Ltd. | 6000 | &nbsp;&nbsp; 22801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Penta-Ocean <br> Construction Co. <br> Ltd.<br>| 101300 | &nbsp;&nbsp; 655551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; People Dreams & <br> Technologies Group <br> Co. Ltd.<br>| 3400 | &nbsp;&nbsp; 40606 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| \* | PeptiDream, Inc. | 27700 | &nbsp;&nbsp; $306956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Persol Holdings Co. <br> Ltd.<br>| 433000 | &nbsp;&nbsp; 827657 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pharma Foods <br> International Co. <br> Ltd.<br>| 8300 | &nbsp;&nbsp; 48520 |
|  | PHC Holdings Corp. | 10500 | &nbsp;&nbsp; 64349 |
| \* | PIA Corp. | 2300 | &nbsp;&nbsp; 45388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pickles Holdings Co. <br> Ltd.<br>| 4300 | &nbsp;&nbsp; 28182 |
|  | Pigeon Corp. | 26200 | &nbsp;&nbsp; 289636 |
|  | PILLAR Corp. | 7600 | &nbsp;&nbsp; 194657 |
|  | Pilot Corp. | 7600 | &nbsp;&nbsp; 221268 |
|  | Piolax, Inc. | 8500 | &nbsp;&nbsp; 98523 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; PKSHA Technology, <br> Inc.<br>| 700 | &nbsp;&nbsp; 16296 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Plus Alpha Consulting <br> Co. Ltd.<br>| 8300 | &nbsp;&nbsp; 124844 |
|  | Port, Inc. | 3300 | &nbsp;&nbsp; 41439 |
|  | PR Times Corp. | 2500 | &nbsp;&nbsp; 47585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premium Group Co. <br> Ltd.<br>| 13600 | &nbsp;&nbsp; 204680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premium Water <br> Holdings, Inc.<br>| 1800 | &nbsp;&nbsp; 39091 |
|  | Press Kogyo Co. Ltd. | 25900 | &nbsp;&nbsp; 102427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prestige International, <br> Inc.<br>| 29600 | &nbsp;&nbsp; 128780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prima Meat Packers <br> Ltd.<br>| 9000 | &nbsp;&nbsp; 142089 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Procrea Holdings, <br> Inc.<br>| 7401 | &nbsp;&nbsp; 74984 |
| # | Pronexus, Inc. | 4200 | &nbsp;&nbsp; 31534 |
| # | Pro-Ship, Inc. | 2700 | &nbsp;&nbsp; 52387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PS Construction Co. <br> Ltd.<br>| 5040 | &nbsp;&nbsp; 60915 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; QB Net Holdings Co. <br> Ltd.<br>| 3700 | &nbsp;&nbsp; 29260 |
|  | Qol Holdings Co. Ltd. | 7700 | &nbsp;&nbsp; 103055 |
|  | Quick Co. Ltd. | 4000 | &nbsp;&nbsp; 61940 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Raccoon Holdings, <br> Inc.<br>| 6000 | &nbsp;&nbsp; 26597 |
|  | Raito Kogyo Co. Ltd. | 16600 | &nbsp;&nbsp; 342990 |
|  | Raiznext Corp. | 13300 | &nbsp;&nbsp; 164751 |
|  | Raksul, Inc. | 14600 | &nbsp;&nbsp; 119849 |
|  | Rakus Co. Ltd. | 32900 | &nbsp;&nbsp; 504606 |
| \* | Rakuten Bank Ltd. | 14800 | &nbsp;&nbsp; 689410 |
| \* | Rakuten Group, Inc. | 37800 | &nbsp;&nbsp; 191257 |
|  | Rasa Corp. | 4400 | &nbsp;&nbsp; 44829 |
|  | Rasa Industries Ltd. | 2900 | &nbsp;&nbsp; 81514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Recruit Holdings Co. <br> Ltd.<br>| 98000 | &nbsp;&nbsp; 5814450 |
|  | Relo Group, Inc. | 26100 | &nbsp;&nbsp; 299712 |
|  | Renaissance, Inc. | 3700 | &nbsp;&nbsp; 28064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Renesas Electronics <br> Corp.<br>| 120400 | &nbsp;&nbsp; 1464432 |
|  | Rengo Co. Ltd. | 71900 | &nbsp;&nbsp; 417018 |
| #\* | RENOVA, Inc. | 13800 | &nbsp;&nbsp; 64647 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Resol Holdings Co. <br> Ltd.<br>| 500 | &nbsp;&nbsp; $17122 |
|  | Resona Holdings, Inc. | 111650 | &nbsp;&nbsp; 1016459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Resonac Holdings <br> Corp.<br>| 65500 | &nbsp;&nbsp; 1575153 |
|  | Resorttrust, Inc. | 67000 | &nbsp;&nbsp; 829960 |
|  | Restar Corp. | 5100 | &nbsp;&nbsp; 91589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Retail Partners Co. <br> Ltd.<br>| 8300 | &nbsp;&nbsp; 79258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rheon Automatic <br> Machinery Co. Ltd.<br>| 6000 | &nbsp;&nbsp; 54907 |
| # | Rhythm Co. Ltd. | 2400 | &nbsp;&nbsp; 48005 |
|  | Ricoh Co. Ltd. | 89200 | &nbsp;&nbsp; 782149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ricoh Leasing Co. <br> Ltd.<br>| 6700 | &nbsp;&nbsp; 243803 |
|  | Riken Keiki Co. Ltd. | 6800 | &nbsp;&nbsp; 143164 |
|  | Riken Technos Corp. | 14600 | &nbsp;&nbsp; 112454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riken Vitamin Co. <br> Ltd.<br>| 4400 | &nbsp;&nbsp; 83965 |
| # | Ringer Hut Co. Ltd. | 4300 | &nbsp;&nbsp; 64513 |
|  | Rinnai Corp. | 25100 | &nbsp;&nbsp; 619517 |
|  | Rion Co. Ltd. | 2700 | &nbsp;&nbsp; 46078 |
|  | Riso Kagaku Corp. | 2800 | &nbsp;&nbsp; 21602 |
| # | Riso Kyoiku Co. Ltd. | 14136 | &nbsp;&nbsp; 20218 |
|  | Rohm Co. Ltd. | 73600 | &nbsp;&nbsp; 926173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rohto Pharmaceutical <br> Co. Ltd.<br>| 27500 | &nbsp;&nbsp; 392537 |
| # | Rokko Butter Co. Ltd. | 5300 | &nbsp;&nbsp; 43114 |
|  | Roland Corp. | 5000 | &nbsp;&nbsp; 104508 |
| # | Rorze Corp. | 32000 | &nbsp;&nbsp; 430290 |
|  | Round One Corp. | 70700 | &nbsp;&nbsp; 726028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Royal Holdings Co. <br> Ltd.<br>| 11700 | &nbsp;&nbsp; 206541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RS Technologies Co. <br> Ltd.<br>| 2100 | &nbsp;&nbsp; 43218 |
|  | Ryobi Ltd. | 7500 | &nbsp;&nbsp; 113334 |
|  | RYODEN Corp. | 6400 | &nbsp;&nbsp; 122543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ryohin Keikaku Co. <br> Ltd.<br>| 42300 | &nbsp;&nbsp; 1980392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ryoyo Ryosan <br> Holdings, Inc.<br>| 7816 | &nbsp;&nbsp; 143566 |
|  | S Foods, Inc. | 6900 | &nbsp;&nbsp; 121482 |
|  | S&B Foods, Inc. | 5400 | &nbsp;&nbsp; 107456 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sac's Bar Holdings, <br> Inc.<br>| 5800 | &nbsp;&nbsp; 31246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saibu Gas Holdings <br> Co. Ltd.<br>| 5400 | &nbsp;&nbsp; 66239 |
|  | Saizeriya Co. Ltd. | 9200 | &nbsp;&nbsp; 322754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sakai Chemical <br> Industry Co. Ltd.<br>| 5400 | &nbsp;&nbsp; 102210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sakai Heavy <br> Industries Ltd.<br>| 2800 | &nbsp;&nbsp; 38712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sakai Moving Service <br> Co. Ltd.<br>| 5120 | &nbsp;&nbsp; 90616 |
|  | Sakata INX Corp. | 16000 | &nbsp;&nbsp; 227588 |
|  | Sakata Seed Corp. | 8900 | &nbsp;&nbsp; 200120 |
|  | Sala Corp. | 18339 | &nbsp;&nbsp; 117266 |
|  | San Holdings, Inc. | 8000 | &nbsp;&nbsp; 84508 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; San ju San Financial <br> Group, Inc.<br>| 7790 | &nbsp;&nbsp; $175192 |
|  | San-A Co. Ltd. | 9800 | &nbsp;&nbsp; 195263 |
|  | San-Ai Obbli Co. Ltd. | 26600 | &nbsp;&nbsp; 358563 |
|  | Sangetsu Corp. | 14900 | &nbsp;&nbsp; 296541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; San-In Godo Bank <br> Ltd.<br>| 51000 | &nbsp;&nbsp; 429452 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sanken Electric Co. <br> Ltd.<br>| 7800 | &nbsp;&nbsp; 442456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanki Engineering Co. <br> Ltd.<br>| 15700 | &nbsp;&nbsp; 461936 |
|  | Sanko Gosei Ltd. | 6000 | &nbsp;&nbsp; 32155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanko Metal Industrial <br> Co. Ltd.<br>| 1400 | &nbsp;&nbsp; 66333 |
|  | Sankyo Co. Ltd. | 53500 | &nbsp;&nbsp; 998326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sankyo Frontier Co. <br> Ltd.<br>| 2000 | &nbsp;&nbsp; 26845 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sankyo Seiko Co. <br> Ltd.<br>| 9600 | &nbsp;&nbsp; 39257 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sankyo Tateyama, <br> Inc.<br>| 10700 | &nbsp;&nbsp; 43166 |
|  | Sankyu, Inc. | 19500 | &nbsp;&nbsp; 1147915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanoh Industrial Co. <br> Ltd.<br>| 10000 | &nbsp;&nbsp; 46202 |
|  | Sanrio Co. Ltd. | 23900 | &nbsp;&nbsp; 980668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sansei Technologies, <br> Inc.<br>| 2300 | &nbsp;&nbsp; 26894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanshin Electronics <br> Co. Ltd.<br>| 2900 | &nbsp;&nbsp; 47586 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Santec Holdings <br> Corp.<br>| 1600 | &nbsp;&nbsp; 62600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Santen <br> Pharmaceutical Co. <br> Ltd.<br>| 75000 | &nbsp;&nbsp; 828668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanwa Holdings <br> Corp.<br>| 31600 | &nbsp;&nbsp; 862106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanyo Chemical <br> Industries Ltd.<br>| 4400 | &nbsp;&nbsp; 115310 |
|  | Sanyo Denki Co. Ltd. | 4000 | &nbsp;&nbsp; 248023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanyo Electric <br> Railway Co. Ltd.<br>| 4200 | &nbsp;&nbsp; 55482 |
| # | Sanyo Shokai Ltd. | 3400 | &nbsp;&nbsp; 67156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanyo Trading Co. <br> Ltd.<br>| 8758 | &nbsp;&nbsp; 87394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sapporo Holdings <br> Ltd.<br>| 8600 | &nbsp;&nbsp; 397941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sata Construction Co. <br> Ltd.<br>| 4100 | &nbsp;&nbsp; 32024 |
|  | Sato Corp. | 8135 | &nbsp;&nbsp; 115051 |
|  | Sato Shoji Corp. | 5200 | &nbsp;&nbsp; 57753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Satori Electric Co. <br> Ltd.<br>| 3600 | &nbsp;&nbsp; 41399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sawai Group Holdings <br> Co. Ltd.<br>| 26600 | &nbsp;&nbsp; 341450 |
|  | SAXA, Inc. | 2100 | &nbsp;&nbsp; 63945 |
| #\* | SBI ARUHI Corp. | 7200 | &nbsp;&nbsp; 39577 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SBI Global Asset <br> Management Co. <br> Ltd.<br>| 5900 | &nbsp;&nbsp; $24212 |
|  | SBI Holdings, Inc. | 34200 | &nbsp;&nbsp; 1270457 |
|  | SBS Holdings, Inc. | 5900 | &nbsp;&nbsp; 125620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SCREEN Holdings <br> Co. Ltd.<br>| 13600 | &nbsp;&nbsp; 1060935 |
|  | Scroll Corp. | 13800 | &nbsp;&nbsp; 99691 |
|  | SCSK Corp. | 19400 | &nbsp;&nbsp; 603629 |
|  | SEC Carbon Ltd. | 3600 | &nbsp;&nbsp; 50068 |
|  | Secom Co. Ltd. | 17000 | &nbsp;&nbsp; 610525 |
|  | Seed Co. Ltd. | 3100 | &nbsp;&nbsp; 9874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sega Sammy <br> Holdings, Inc.<br>| 18000 | &nbsp;&nbsp; 367960 |
| # | Segue Group Co. Ltd. | 2500 | &nbsp;&nbsp; 8268 |
|  | Seibu Holdings, Inc. | 27000 | &nbsp;&nbsp; 754507 |
|  | Seika Corp. | 3700 | &nbsp;&nbsp; 126766 |
| # | Seikagaku Corp. | 14400 | &nbsp;&nbsp; 61494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seikitokyu Kogyo Co. <br> Ltd.<br>| 7000 | &nbsp;&nbsp; 68191 |
|  | Seiko Epson Corp. | 59374 | &nbsp;&nbsp; 753355 |
|  | Seiko Group Corp. | 11400 | &nbsp;&nbsp; 316906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seino Holdings Co. <br> Ltd.<br>| 34400 | &nbsp;&nbsp; 523216 |
| # | Seiren Co. Ltd. | 12700 | &nbsp;&nbsp; 207472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sekisui Chemical Co. <br> Ltd.<br>| 64100 | &nbsp;&nbsp; 1111822 |
| # | Sekisui House Ltd. | 58300 | &nbsp;&nbsp; 1222949 |
|  | Sekisui Jushi Corp. | 9000 | &nbsp;&nbsp; 128868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sekisui Kasei Co. <br> Ltd.<br>| 9100 | &nbsp;&nbsp; 21000 |
|  | SEMITEC Corp. | 1600 | &nbsp;&nbsp; 25025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Senko Group Holdings <br> Co. Ltd.<br>| 53800 | &nbsp;&nbsp; 724105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Senshu Electric Co. <br> Ltd.<br>| 3200 | &nbsp;&nbsp; 90386 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Senshu Ikeda <br> Holdings, Inc.<br>| 83500 | &nbsp;&nbsp; 355418 |
| #\* | Senshukai Co. Ltd. | 11500 | &nbsp;&nbsp; 18457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Septeni Holdings Co. <br> Ltd.<br>| 10000 | &nbsp;&nbsp; 29330 |
|  | Seria Co. Ltd. | 12100 | &nbsp;&nbsp; 222840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seven & i Holdings <br> Co. Ltd.<br>| 355800 | &nbsp;&nbsp; 4690580 |
|  | Seven Bank Ltd. | 194700 | &nbsp;&nbsp; 349721 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SFP Holdings Co. <br> Ltd.<br>| 1700 | &nbsp;&nbsp; 24911 |
|  | SG Holdings Co. Ltd. | 35400 | &nbsp;&nbsp; 392742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sharingtechnology, <br> Inc.<br>| 8000 | &nbsp;&nbsp; 64116 |
| \* | Sharp Corp. | 40354 | &nbsp;&nbsp; 190777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shibaura Electronics <br> Co. Ltd.<br>| 7000 | &nbsp;&nbsp; 280548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shibaura Machine Co. <br> Ltd.<br>| 8700 | &nbsp;&nbsp; 223919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shibaura <br> Mechatronics Corp.<br>| 3900 | &nbsp;&nbsp; 274461 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shibusawa Logistics <br> Corp.<br>| 4200 | &nbsp;&nbsp; $121566 |
|  | Shibuya Corp. | 6000 | &nbsp;&nbsp; 144281 |
| \* | SHIFT, Inc. | 46500 | &nbsp;&nbsp; 487992 |
|  | Shiga Bank Ltd. | 14500 | &nbsp;&nbsp; 582325 |
|  | Shikibo Ltd. | 4500 | &nbsp;&nbsp; 29644 |
|  | Shikoku Bank Ltd. | 12700 | &nbsp;&nbsp; 105042 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shikoku Electric <br> Power Co., Inc.<br>| 31400 | &nbsp;&nbsp; 261288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shikoku Kasei <br> Holdings Corp.<br>| 11500 | &nbsp;&nbsp; 159155 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shima Seiki <br> Manufacturing Ltd.<br>| 4100 | &nbsp;&nbsp; 28793 |
|  | Shimadaya Corp. | 1800 | &nbsp;&nbsp; 22779 |
|  | Shimadzu Corp. | 12400 | &nbsp;&nbsp; 274495 |
|  | Shimamura Co. Ltd. | 11200 | &nbsp;&nbsp; 810953 |
|  | Shimano, Inc. | 2674 | &nbsp;&nbsp; 292525 |
|  | Shimizu Bank Ltd. | 4300 | &nbsp;&nbsp; 47023 |
|  | Shimizu Corp. | 59200 | &nbsp;&nbsp; 655815 |
|  | Shimojima Co. Ltd. | 4300 | &nbsp;&nbsp; 35742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin Nippon Air <br> Technologies Co. <br> Ltd.<br>| 5800 | &nbsp;&nbsp; 101747 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shin Nippon <br> Biomedical <br> Laboratories Ltd.<br>| 2600 | &nbsp;&nbsp; 23938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinagawa <br> Refractories Co. <br> Ltd.<br>| 13500 | &nbsp;&nbsp; 154231 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shindengen Electric <br> Manufacturing Co. <br> Ltd.<br>| 3400 | &nbsp;&nbsp; 58381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin-Etsu Chemical <br> Co. Ltd.<br>| 93800 | &nbsp;&nbsp; 2699274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin-Etsu Polymer <br> Co. Ltd.<br>| 18100 | &nbsp;&nbsp; 213715 |
| # | Shinki Bus Co. Ltd. | 500 | &nbsp;&nbsp; 12240 |
|  | Shinko Shoji Co. Ltd. | 11400 | &nbsp;&nbsp; 74891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinmaywa Industries <br> Ltd.<br>| 20300 | &nbsp;&nbsp; 245010 |
|  | Shinnihon Corp. | 13500 | &nbsp;&nbsp; 156785 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shinnihonseiyaku Co. <br> Ltd.<br>| 3100 | &nbsp;&nbsp; 46315 |
|  | Shinsho Corp. | 6600 | &nbsp;&nbsp; 92296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinwa Co. Ltd. (3447 <br> JP)<br>| 2800 | &nbsp;&nbsp; 14451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinwa Co. Ltd. (7607 <br> JP)<br>| 2500 | &nbsp;&nbsp; 56491 |
|  | Shionogi & Co. Ltd. | 92100 | &nbsp;&nbsp; 1540310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ship Healthcare <br> Holdings, Inc.<br>| 28600 | &nbsp;&nbsp; 399089 |
| # | Shiseido Co. Ltd. | 27200 | &nbsp;&nbsp; 442150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shizuoka Financial <br> Group, Inc.<br>| 75000 | &nbsp;&nbsp; 887114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shizuoka Gas Co. <br> Ltd.<br>| 14000 | &nbsp;&nbsp; 105225 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SHO-BOND Holdings <br> Co. Ltd.<br>| 9900 | &nbsp;&nbsp; $316106 |
|  | Shoei Co. Ltd. | 17600 | &nbsp;&nbsp; 210742 |
| # | Shoei Foods Corp. | 2200 | &nbsp;&nbsp; 59970 |
|  | Shofu, Inc. | 2600 | &nbsp;&nbsp; 34977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Showa Sangyo Co. <br> Ltd.<br>| 6200 | &nbsp;&nbsp; 124518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SIGMAXYZ Holdings, <br> Inc.<br>| 24000 | &nbsp;&nbsp; 191097 |
|  | Siix Corp. | 11500 | &nbsp;&nbsp; 93737 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Simplex Holdings, <br> Inc.<br>| 10000 | &nbsp;&nbsp; 271468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinanen Holdings Co. <br> Ltd.<br>| 1600 | &nbsp;&nbsp; 69579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinfonia Technology <br> Co. Ltd.<br>| 8800 | &nbsp;&nbsp; 552682 |
|  | Sinko Industries Ltd. | 17400 | &nbsp;&nbsp; 147199 |
|  | Sintokogio Ltd. | 12700 | &nbsp;&nbsp; 76548 |
|  | SK Kaken Co. Ltd. | 2000 | &nbsp;&nbsp; 120182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SK-Electronics Co. <br> Ltd.<br>| 2900 | &nbsp;&nbsp; 54228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SKY Perfect JSAT <br> Holdings, Inc.<br>| 61300 | &nbsp;&nbsp; 580526 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Skylark Holdings Co. <br> Ltd.<br>| 60800 | &nbsp;&nbsp; 1155677 |
| # | Smaregi, Inc. | 2900 | &nbsp;&nbsp; 63895 |
|  | SMC Corp. | 600 | &nbsp;&nbsp; 208784 |
| # | SMK Corp. | 1799 | &nbsp;&nbsp; 26151 |
|  | SMS Co. Ltd. | 20000 | &nbsp;&nbsp; 200218 |
| # | Socionext, Inc. | 49300 | &nbsp;&nbsp; 929050 |
|  | Soda Nikka Co. Ltd. | 8400 | &nbsp;&nbsp; 61687 |
|  | Sodick Co. Ltd. | 16900 | &nbsp;&nbsp; 99721 |
|  | SoftBank Corp. | 1669000 | &nbsp;&nbsp; 2411431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SoftBank Group <br> Corp.<br>| 128044 | &nbsp;&nbsp; 9777303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Softcreate Holdings <br> Corp.<br>| 6400 | &nbsp;&nbsp; 94895 |
|  | Software Service, Inc. | 900 | &nbsp;&nbsp; 81002 |
|  | Sojitz Corp. | 37340 | &nbsp;&nbsp; 888687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Soken Chemical & <br> Engineering Co. <br> Ltd.<br>| 6000 | &nbsp;&nbsp; 65837 |
|  | Solasto Corp. | 14200 | &nbsp;&nbsp; 40286 |
|  | Soliton Systems KK | 3100 | &nbsp;&nbsp; 28193 |
|  | Sompo Holdings, Inc. | 103500 | &nbsp;&nbsp; 3051907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sony Group Corp. <br> (6758 JP)<br>| 538000 | &nbsp;&nbsp; 12940675 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sony Group Corp. <br> (SONY US), <br> Sponsored ADR<br>| 46500 | &nbsp;&nbsp; 1130880 |
|  | Sotetsu Holdings, Inc. | 15000 | &nbsp;&nbsp; 236866 |
| # | Space Co. Ltd. | 5050 | &nbsp;&nbsp; 39982 |
|  | Sparx Group Co. Ltd. | 8580 | &nbsp;&nbsp; 84982 |
|  | SPK Corp. | 3600 | &nbsp;&nbsp; 56895 |
|  | S-Pool, Inc. | 12800 | &nbsp;&nbsp; 27218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Square Enix Holdings <br> Co. Ltd.<br>| 2300 | &nbsp;&nbsp; 155494 |
|  | SRA Holdings | 3800 | &nbsp;&nbsp; 115954 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | SRE Holdings Corp. | 2900 | &nbsp;&nbsp; $60598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SRS Holdings Co. <br> Ltd.<br>| 9600 | &nbsp;&nbsp; 81463 |
|  | ST Corp. | 3000 | &nbsp;&nbsp; 32193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; St. Care Holding <br> Corp.<br>| 8200 | &nbsp;&nbsp; 41986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stanley Electric Co. <br> Ltd.<br>| 32500 | &nbsp;&nbsp; 612934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Star Mica Holdings <br> Co. Ltd.<br>| 10200 | &nbsp;&nbsp; 67380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Star Micronics Co. <br> Ltd.<br>| 6000 | &nbsp;&nbsp; 68999 |
|  | Startia Holdings, Inc. | 2700 | &nbsp;&nbsp; 47118 |
|  | Starts Corp., Inc. | 12500 | &nbsp;&nbsp; 377967 |
|  | Starzen Co. Ltd. | 17700 | &nbsp;&nbsp; 137591 |
|  | Stella Chemifa Corp. | 2900 | &nbsp;&nbsp; 82261 |
|  | Step Co. Ltd. | 2900 | &nbsp;&nbsp; 44612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STI Foods Holdings, <br> Inc.<br>| 3300 | &nbsp;&nbsp; 28663 |
|  | Strike Co. Ltd. | 3200 | &nbsp;&nbsp; 83040 |
| # | Studio Alice Co. Ltd. | 3700 | &nbsp;&nbsp; 52719 |
|  | Subaru Corp. | 175216 | &nbsp;&nbsp; 3223240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Subaru Enterprise Co. <br> Ltd.<br>| 3000 | &nbsp;&nbsp; 61527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sugi Holdings Co. <br> Ltd.<br>| 27800 | &nbsp;&nbsp; 672791 |
|  | Sugimoto & Co. Ltd. | 7600 | &nbsp;&nbsp; 90183 |
|  | SUMCO Corp. | 100000 | &nbsp;&nbsp; 782080 |
|  | Sumida Corp. | 10500 | &nbsp;&nbsp; 71565 |
|  | Suminoe Co. Ltd. | 2400 | &nbsp;&nbsp; 17829 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sumiseki Holdings, <br> Inc.<br>| 7800 | &nbsp;&nbsp; 32209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Bakelite <br> Co. Ltd.<br>| 27800 | &nbsp;&nbsp; 806172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Chemical <br> Co. Ltd.<br>| 306800 | &nbsp;&nbsp; 767334 |
|  | Sumitomo Corp. | 72900 | &nbsp;&nbsp; 1863306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Densetsu <br> Co. Ltd.<br>| 5000 | &nbsp;&nbsp; 217284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Electric <br> Industries Ltd.<br>| 117900 | &nbsp;&nbsp; 2925652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Forestry <br> Co. Ltd.<br>| 141900 | &nbsp;&nbsp; 1425477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Heavy <br> Industries Ltd.<br>| 32900 | &nbsp;&nbsp; 728621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Metal <br> Mining Co. Ltd.<br>| 27200 | &nbsp;&nbsp; 598272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui <br> Construction Co. <br> Ltd.<br>| 7288 | &nbsp;&nbsp; 28735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui <br> Financial Group, <br> Inc. (8316 JP)<br>| 217800 | &nbsp;&nbsp; 5494354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust <br> Group, Inc.<br>| 45200 | &nbsp;&nbsp; 1184907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Osaka <br> Cement Co. Ltd.<br>| 10800 | &nbsp;&nbsp; 281105 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Realty & <br> Development Co. <br> Ltd.<br>| 35500 | &nbsp;&nbsp; $1296785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Riko Co. <br> Ltd.<br>| 14500 | &nbsp;&nbsp; 183621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Rubber <br> Industries Ltd.<br>| 59228 | &nbsp;&nbsp; 676947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Seika <br> Chemicals Co. Ltd.<br>| 3085 | &nbsp;&nbsp; 92307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Warehouse <br> Co. Ltd.<br>| 24700 | &nbsp;&nbsp; 512307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Frontier <br> Fudousan Co. Ltd.<br>| 15900 | &nbsp;&nbsp; 222606 |
|  | Sundrug Co. Ltd. | 19600 | &nbsp;&nbsp; 580925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suntory Beverage & <br> Food Ltd.<br>| 14200 | &nbsp;&nbsp; 428779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun-Wa Technos <br> Corp.<br>| 4300 | &nbsp;&nbsp; 68684 |
| #\* | SUNWELS Co. Ltd. | 2100 | &nbsp;&nbsp; 10731 |
| # | Suruga Bank Ltd. | 34500 | &nbsp;&nbsp; 317666 |
|  | Suzuden Corp. | 1000 | &nbsp;&nbsp; 11284 |
|  | Suzuken Co. Ltd. | 16470 | &nbsp;&nbsp; 622519 |
|  | Suzuki Co. Ltd. | 6500 | &nbsp;&nbsp; 79694 |
|  | Suzuki Motor Corp. | 184000 | &nbsp;&nbsp; 2021713 |
|  | SWCC Corp. | 14200 | &nbsp;&nbsp; 850083 |
|  | Sysmex Corp. | 51000 | &nbsp;&nbsp; 828538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; System Research Co. <br> Ltd.<br>| 5300 | &nbsp;&nbsp; 76603 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; System Support <br> Holdings, Inc.<br>| 2300 | &nbsp;&nbsp; 40874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Systems Engineering <br> Consultants Co. <br> Ltd.<br>| 700 | &nbsp;&nbsp; 24118 |
|  | Systena Corp. | 103500 | &nbsp;&nbsp; 274169 |
|  | Syuppin Co. Ltd. | 8000 | &nbsp;&nbsp; 66797 |
|  | T Hasegawa Co. Ltd. | 9500 | &nbsp;&nbsp; 196011 |
|  | T RAD Co. Ltd. | 2200 | &nbsp;&nbsp; 71826 |
|  | T&D Holdings, Inc. | 61900 | &nbsp;&nbsp; 1511519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tachibana Eletech Co. <br> Ltd.<br>| 6280 | &nbsp;&nbsp; 118887 |
|  | Tachikawa Corp. | 4700 | &nbsp;&nbsp; 52518 |
|  | Tachi-S Co. Ltd. | 9900 | &nbsp;&nbsp; 117238 |
|  | Tadano Ltd. | 30600 | &nbsp;&nbsp; 220162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taihei Dengyo Kaisha <br> Ltd.<br>| 3800 | &nbsp;&nbsp; 163376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiheiyo Cement <br> Corp.<br>| 33909 | &nbsp;&nbsp; 828629 |
|  | Taikisha Ltd. | 11200 | &nbsp;&nbsp; 200664 |
|  | Taiko Bank Ltd. | 3600 | &nbsp;&nbsp; 39069 |
|  | Taisei Corp. | 6800 | &nbsp;&nbsp; 406598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taisei Lamick Group <br> Head Quarter & <br> Innovation Co. Ltd.<br>| 2700 | &nbsp;&nbsp; 45272 |
|  | Taisei Oncho Co. Ltd. | 1100 | &nbsp;&nbsp; 29269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiyo Holdings Co. <br> Ltd.<br>| 13400 | &nbsp;&nbsp; 581924 |
|  | Taiyo Yuden Co. Ltd. | 38900 | &nbsp;&nbsp; 726775 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takamatsu <br> Construction Group <br> Co. Ltd.<br>| 5500 | &nbsp;&nbsp; $112133 |
| # | Takamiya Co. Ltd. | 13500 | &nbsp;&nbsp; 29891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takaoka Toko Co. <br> Ltd.<br>| 4200 | &nbsp;&nbsp; 80305 |
|  | Takara & Co. Ltd. | 2400 | &nbsp;&nbsp; 56386 |
|  | Takara Bio, Inc. | 13100 | &nbsp;&nbsp; 76563 |
|  | Takara Holdings, Inc. | 44800 | &nbsp;&nbsp; 377135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takara Standard Co. <br> Ltd.<br>| 14900 | &nbsp;&nbsp; 254759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takasago International <br> Corp.<br>| 5100 | &nbsp;&nbsp; 244504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takasago Thermal <br> Engineering Co. <br> Ltd.<br>| 8200 | &nbsp;&nbsp; 397868 |
|  | Takashima & Co. Ltd. | 6800 | &nbsp;&nbsp; 72345 |
|  | Takashimaya Co. Ltd. | 87200 | &nbsp;&nbsp; 673900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Take & Give Needs <br> Co. Ltd.<br>| 2200 | &nbsp;&nbsp; 13102 |
| # | TAKEBISHI Corp. | 3200 | &nbsp;&nbsp; 40206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takeda <br> Pharmaceutical Co. <br> Ltd. (4502 JP)<br>| 134453 | &nbsp;&nbsp; 3693395 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Takeuchi <br> Manufacturing Co. <br> Ltd.<br>| 13000 | &nbsp;&nbsp; 464699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taki Chemical Co. <br> Ltd.<br>| 1600 | &nbsp;&nbsp; 31023 |
|  | Takuma Co. Ltd. | 15000 | &nbsp;&nbsp; 216971 |
| # | Tama Home Co. Ltd. | 4400 | &nbsp;&nbsp; 103769 |
| # | Tamron Co. Ltd. | 44000 | &nbsp;&nbsp; 264410 |
| # | Tamura Corp. | 28300 | &nbsp;&nbsp; 90404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tanabe Engineering <br> Corp.<br>| 1500 | &nbsp;&nbsp; 25516 |
| # | Tayca Corp. | 6000 | &nbsp;&nbsp; 49223 |
| # | Tazmo Co. Ltd. | 2700 | &nbsp;&nbsp; 39857 |
|  | TBS Holdings, Inc. | 6300 | &nbsp;&nbsp; 207233 |
|  | TDC Soft, Inc. | 8400 | &nbsp;&nbsp; 72992 |
|  | TDK Corp. (6762 JP) | 216999 | &nbsp;&nbsp; 2643684 |
|  | TechMatrix Corp. | 14000 | &nbsp;&nbsp; 199170 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Techno Medica Co. <br> Ltd.<br>| 2700 | &nbsp;&nbsp; 33490 |
|  | Techno Ryowa Ltd. | 1900 | &nbsp;&nbsp; 51634 |
|  | Techno Smart Corp. | 800 | &nbsp;&nbsp; 8940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TechnoPro Holdings, <br> Inc.<br>| 32900 | &nbsp;&nbsp; 1041949 |
|  | Teijin Ltd. | 47063 | &nbsp;&nbsp; 400022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teikoku Electric <br> Manufacturing Co. <br> Ltd.<br>| 4300 | &nbsp;&nbsp; 96349 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Teikoku Sen-I Co. <br> Ltd.<br>| 4500 | &nbsp;&nbsp; 89197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teikoku Tsushin <br> Kogyo Co. Ltd.<br>| 3200 | &nbsp;&nbsp; 51325 |
|  | Tekken Corp. | 3800 | &nbsp;&nbsp; 78855 |
| # | Temairazu, Inc. | 1200 | &nbsp;&nbsp; 23792 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tenpos Holdings Co. <br> Ltd.<br>| 500 | &nbsp;&nbsp; $11219 |
| # | Tera Probe, Inc. | 1200 | &nbsp;&nbsp; 26692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Terasaki Electric Co. <br> Ltd.<br>| 1100 | &nbsp;&nbsp; 27911 |
|  | Terumo Corp. | 22500 | &nbsp;&nbsp; 381539 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tess Holdings Co. <br> Ltd.<br>| 14200 | &nbsp;&nbsp; 41135 |
|  | THK Co. Ltd. | 26000 | &nbsp;&nbsp; 730833 |
|  | TIS, Inc. | 39600 | &nbsp;&nbsp; 1263316 |
|  | TKC Corp. | 5900 | &nbsp;&nbsp; 177225 |
|  | Toa Corp. (1885 JP) | 27600 | &nbsp;&nbsp; 344793 |
|  | Toa Corp. (6809 JP) | 8800 | &nbsp;&nbsp; 60858 |
|  | TOA ROAD Corp. | 11500 | &nbsp;&nbsp; 123070 |
|  | Toagosei Co. Ltd. | 44700 | &nbsp;&nbsp; 438177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOBISHIMA <br> HOLDINGS, Inc.<br>| 6890 | &nbsp;&nbsp; 89416 |
|  | Tobu Railway Co. Ltd. | 24700 | &nbsp;&nbsp; 420439 |
|  | TOC Co. Ltd. | 9100 | &nbsp;&nbsp; 44086 |
|  | Tocalo Co. Ltd. | 26300 | &nbsp;&nbsp; 351926 |
|  | Tochigi Bank Ltd. | 36200 | &nbsp;&nbsp; 106358 |
|  | Toda Corp. | 76500 | &nbsp;&nbsp; 487853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toei Animation Co. <br> Ltd.<br>| 9400 | &nbsp;&nbsp; 205651 |
|  | Toei Co. Ltd. | 5400 | &nbsp;&nbsp; 186510 |
|  | Toell Co. Ltd. | 2100 | &nbsp;&nbsp; 11039 |
|  | Toenec Corp. | 18500 | &nbsp;&nbsp; 163081 |
| # | Toho Bank Ltd. | 57700 | &nbsp;&nbsp; 140485 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toho Co. Ltd. (8142 <br> JP)<br>| 2400 | &nbsp;&nbsp; 51768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toho Co. Ltd. (9602 <br> JP)<br>| 4800 | &nbsp;&nbsp; 302847 |
|  | Toho Gas Co. Ltd. | 13600 | &nbsp;&nbsp; 379769 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toho Holdings Co. <br> Ltd.<br>| 17200 | &nbsp;&nbsp; 580457 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toho Titanium Co. <br> Ltd.<br>| 11900 | &nbsp;&nbsp; 107766 |
|  | Tohoku Bank Ltd. | 4300 | &nbsp;&nbsp; 33340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tohoku Electric Power <br> Co., Inc.<br>| 60900 | &nbsp;&nbsp; 427256 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tohokushinsha Film <br> Corp.<br>| 14100 | &nbsp;&nbsp; 63653 |
| # | Tokai Carbon Co. Ltd. | 64500 | &nbsp;&nbsp; 440446 |
|  | Tokai Corp. | 6700 | &nbsp;&nbsp; 93491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOKAI Holdings <br> Corp.<br>| 35491 | &nbsp;&nbsp; 251303 |
|  | Tokai Rika Co. Ltd. | 15618 | &nbsp;&nbsp; 250058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokai Tokyo Financial <br> Holdings, Inc.<br>| 66500 | &nbsp;&nbsp; 239730 |
|  | Token Corp. | 2200 | &nbsp;&nbsp; 203240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokio Marine <br> Holdings, Inc. (8766 <br> JP)<br>| 147300 | &nbsp;&nbsp; 5914521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokushu Tokai Paper <br> Co. Ltd.<br>| 3000 | &nbsp;&nbsp; 78110 |
|  | Tokuyama Corp. | 24877 | &nbsp;&nbsp; 532733 |
|  | Tokyo Century Corp. | 56800 | &nbsp;&nbsp; 650061 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Electric Power <br> Co. Holdings, Inc.<br>| 155900 | &nbsp;&nbsp; $590322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Electron Device <br> Ltd.<br>| 9000 | &nbsp;&nbsp; 156561 |
|  | Tokyo Electron Ltd. | 30000 | &nbsp;&nbsp; 4769360 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Energy & <br> Systems, Inc.<br>| 8800 | &nbsp;&nbsp; 96898 |
|  | Tokyo Gas Co. Ltd. | 30800 | &nbsp;&nbsp; 1031449 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Individualized <br> Educational <br> Institute, Inc.<br>| 5100 | &nbsp;&nbsp; 12286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Kiraboshi <br> Financial Group, <br> Inc.<br>| 10800 | &nbsp;&nbsp; 465648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Ohka Kogyo <br> Co. Ltd.<br>| 13600 | &nbsp;&nbsp; 372499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Rope <br> Manufacturing Co. <br> Ltd.<br>| 3500 | &nbsp;&nbsp; 31288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Sangyo Co. <br> Ltd.<br>| 7700 | &nbsp;&nbsp; 41354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Seimitsu Co. <br> Ltd.<br>| 13300 | &nbsp;&nbsp; 827389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Steel <br> Manufacturing Co. <br> Ltd.<br>| 16900 | &nbsp;&nbsp; 175842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Tatemono Co. <br> Ltd.<br>| 63500 | &nbsp;&nbsp; 1062664 |
| # | Tokyo Tekko Co. Ltd. | 4000 | &nbsp;&nbsp; 145706 |
|  | Tokyotokeiba Co. Ltd. | 6100 | &nbsp;&nbsp; 210218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyu Construction <br> Co. Ltd.<br>| 22500 | &nbsp;&nbsp; 154577 |
|  | Tokyu Corp. | 35000 | &nbsp;&nbsp; 393985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyu Fudosan <br> Holdings Corp.<br>| 178000 | &nbsp;&nbsp; 1255194 |
|  | Toli Corp. | 17400 | &nbsp;&nbsp; 64824 |
|  | Tomato Bank Ltd. | 3000 | &nbsp;&nbsp; 26257 |
| # | Tomen Devices Corp. | 1300 | &nbsp;&nbsp; 50515 |
|  | Tomoe Corp. | 9200 | &nbsp;&nbsp; 93144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tomoe Engineering <br> Co. Ltd.<br>| 7800 | &nbsp;&nbsp; 82162 |
|  | Tomoku Co. Ltd. | 4500 | &nbsp;&nbsp; 97981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOMONY Holdings, <br> Inc.<br>| 67654 | &nbsp;&nbsp; 273482 |
|  | Tomy Co. Ltd. | 24921 | &nbsp;&nbsp; 526651 |
|  | Topcon Corp. | 33800 | &nbsp;&nbsp; 735906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOPPAN Holdings, <br> Inc.<br>| 24220 | &nbsp;&nbsp; 652686 |
|  | Topre Corp. | 11900 | &nbsp;&nbsp; 163028 |
|  | Topy Industries Ltd. | 4700 | &nbsp;&nbsp; 81279 |
|  | Toray Industries, Inc. | 172200 | &nbsp;&nbsp; 1177823 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Torex Semiconductor <br> Ltd.<br>| 3700 | &nbsp;&nbsp; 37619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toridoll Holdings <br> Corp.<br>| 14600 | &nbsp;&nbsp; 429483 |
|  | Torigoe Co. Ltd. | 6600 | &nbsp;&nbsp; 39903 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Torishima Pump <br> Manufacturing Co. <br> Ltd.<br>| 8500 | &nbsp;&nbsp; $121909 |
|  | Tosei Corp. | 11100 | &nbsp;&nbsp; 214036 |
|  | Toshiba TEC Corp. | 9400 | &nbsp;&nbsp; 187921 |
|  | Tosho Co. Ltd. | 5000 | &nbsp;&nbsp; 22523 |
|  | Tosoh Corp. | 84300 | &nbsp;&nbsp; 1269088 |
|  | Totech Corp. | 6200 | &nbsp;&nbsp; 116515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Totetsu Kogyo Co. <br> Ltd.<br>| 6700 | &nbsp;&nbsp; 185410 |
| # | TOTO Ltd. | 32199 | &nbsp;&nbsp; 819664 |
| # | Tottori Bank Ltd. | 4100 | &nbsp;&nbsp; 35627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toukei Computer Co. <br> Ltd.<br>| 1000 | &nbsp;&nbsp; 26339 |
|  | Tow Co. Ltd. | 15200 | &nbsp;&nbsp; 31918 |
|  | Towa Bank Ltd. | 12100 | &nbsp;&nbsp; 61441 |
| # | Towa Corp. | 10500 | &nbsp;&nbsp; 130393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Towa Pharmaceutical <br> Co. Ltd.<br>| 10260 | &nbsp;&nbsp; 222592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Construction Co. <br> Ltd.<br>| 22600 | &nbsp;&nbsp; 246994 |
| # | Toyo Corp. | 9100 | &nbsp;&nbsp; 91989 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Engineering <br> Corp.<br>| 6100 | &nbsp;&nbsp; 54879 |
|  | Toyo Gosei Co. Ltd. | 1700 | &nbsp;&nbsp; 57205 |
| # | Toyo Innovex Co. Ltd. | 6400 | &nbsp;&nbsp; 27255 |
|  | Toyo Kanetsu KK | 3400 | &nbsp;&nbsp; 91835 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Securities Co. <br> Ltd.<br>| 15900 | &nbsp;&nbsp; 53469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Seikan Group <br> Holdings Ltd.<br>| 34000 | &nbsp;&nbsp; 704167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Suisan Kaisha <br> Ltd.<br>| 7600 | &nbsp;&nbsp; 485553 |
|  | Toyo Tanso Co. Ltd. | 4900 | &nbsp;&nbsp; 157294 |
|  | Toyo Tire Corp. | 43100 | &nbsp;&nbsp; 912903 |
|  | Toyobo Co. Ltd. | 31600 | &nbsp;&nbsp; 204621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyoda Gosei Co. <br> Ltd.<br>| 22500 | &nbsp;&nbsp; 474841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyota Boshoku <br> Corp.<br>| 25700 | &nbsp;&nbsp; 365210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyota Industries <br> Corp.<br>| 8100 | &nbsp;&nbsp; 866154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyota Motor Corp. <br> (7203 JP)<br>| 1174115 | &nbsp;&nbsp; 20884690 |
|  | Toyota Tsusho Corp. | 111000 | &nbsp;&nbsp; 2543935 |
|  | TPR Co. Ltd. | 7200 | &nbsp;&nbsp; 100692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Traders Holdings Co. <br> Ltd.<br>| 4960 | &nbsp;&nbsp; 39053 |
| # | Transaction Co. Ltd. | 4900 | &nbsp;&nbsp; 84993 |
|  | Transcosmos, Inc. | 6500 | &nbsp;&nbsp; 154820 |
|  | TRE Holdings Corp. | 17352 | &nbsp;&nbsp; 155595 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Treasure Factory Co. <br> Ltd.<br>| 5100 | &nbsp;&nbsp; 58636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trend Micro, Inc. <br> (4704 JP)<br>| 17500 | &nbsp;&nbsp; 1067122 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tri Chemical <br> Laboratories, Inc.<br>| 2800 | &nbsp;&nbsp; 63604 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trusco Nakayama <br> Corp.<br>| 14200 | &nbsp;&nbsp; $206811 |
|  | TS Tech Co. Ltd. | 28014 | &nbsp;&nbsp; 336370 |
|  | TSI Holdings Co. Ltd. | 18400 | &nbsp;&nbsp; 128701 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tsubaki Nakashima <br> Co. Ltd.<br>| 16100 | &nbsp;&nbsp; 37287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsubakimoto Chain <br> Co.<br>| 31500 | &nbsp;&nbsp; 442128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsubakimoto Kogyo <br> Co. Ltd.<br>| 5100 | &nbsp;&nbsp; 90466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsuburaya Fields <br> Holdings, Inc.<br>| 10600 | &nbsp;&nbsp; 161344 |
|  | Tsugami Corp. | 15200 | &nbsp;&nbsp; 209338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsukishima Holdings <br> Co. Ltd.<br>| 11200 | &nbsp;&nbsp; 170261 |
| # | Tsukuba Bank Ltd. | 27700 | &nbsp;&nbsp; 47060 |
|  | Tsumura & Co. | 19000 | &nbsp;&nbsp; 468689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsuruha Holdings, <br> Inc.<br>| 10800 | &nbsp;&nbsp; 794930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsurumi Manufacturing <br> Co. Ltd.<br>| 4400 | &nbsp;&nbsp; 114234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsutsumi Jewelry Co. <br> Ltd.<br>| 2700 | &nbsp;&nbsp; 40051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsuzuki Denki Co. <br> Ltd.<br>| 1500 | &nbsp;&nbsp; 30313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TV Asahi Holdings <br> Corp.<br>| 8100 | &nbsp;&nbsp; 152196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tv Tokyo Holdings <br> Corp.<br>| 2500 | &nbsp;&nbsp; 60595 |
| # | TWOSTONE&Sons | 1500 | &nbsp;&nbsp; 8755 |
|  | TYK Corp. | 5300 | &nbsp;&nbsp; 20834 |
|  | UACJ Corp. | 13733 | &nbsp;&nbsp; 540419 |
|  | UBE Corp. | 25300 | &nbsp;&nbsp; 387289 |
|  | Uchida Yoko Co. Ltd. | 2500 | &nbsp;&nbsp; 171085 |
|  | Ukai Co. Ltd. | 500 | &nbsp;&nbsp; 11797 |
|  | ULS Group, Inc. | 700 | &nbsp;&nbsp; 33643 |
|  | Ulvac, Inc. | 12100 | &nbsp;&nbsp; 444457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U-Next Holdings Co. <br> Ltd.<br>| 20400 | &nbsp;&nbsp; 274341 |
|  | Unicharm Corp. | 111300 | &nbsp;&nbsp; 769878 |
|  | Unipres Corp. | 10323 | &nbsp;&nbsp; 73127 |
|  | United Arrows Ltd. | 8000 | &nbsp;&nbsp; 116099 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; United Super Markets <br> Holdings, Inc.<br>| 22173 | &nbsp;&nbsp; 138231 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Universal <br> Entertainment <br> Corp.<br>| 4600 | &nbsp;&nbsp; 30726 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Urbanet Corp. Co. <br> Ltd.<br>| 8600 | &nbsp;&nbsp; 28622 |
|  | User Local, Inc. | 2500 | &nbsp;&nbsp; 31566 |
|  | Ushio, Inc. | 32400 | &nbsp;&nbsp; 397417 |
|  | USS Co. Ltd. | 75900 | &nbsp;&nbsp; 824949 |
|  | UT Group Co. Ltd. | 10000 | &nbsp;&nbsp; 168820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; V Technology Co. <br> Ltd.<br>| 3500 | &nbsp;&nbsp; 68644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valor Holdings Co. <br> Ltd.<br>| 14201 | &nbsp;&nbsp; 250802 |
|  | Valqua Ltd. | 5600 | &nbsp;&nbsp; 130880 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Value HR Co. Ltd. | 6600 | &nbsp;&nbsp; $73254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ValueCommerce Co. <br> Ltd.<br>| 3600 | &nbsp;&nbsp; 19225 |
|  | Vector, Inc. | 6200 | &nbsp;&nbsp; 45415 |
|  | Vertex Corp. | 11820 | &nbsp;&nbsp; 219313 |
|  | Vision, Inc. | 12000 | &nbsp;&nbsp; 88129 |
| \* | Visional, Inc. | 7100 | &nbsp;&nbsp; 554975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vital KSK Holdings, <br> Inc.<br>| 10978 | &nbsp;&nbsp; 92359 |
|  | VT Holdings Co. Ltd. | 28400 | &nbsp;&nbsp; 87603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wacoal Holdings <br> Corp.<br>| 10900 | &nbsp;&nbsp; 393935 |
|  | Wacom Co. Ltd. | 52300 | &nbsp;&nbsp; 225193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wakachiku <br> Construction Co. <br> Ltd.<br>| 2700 | &nbsp;&nbsp; 90530 |
|  | Wakita & Co. Ltd. | 15800 | &nbsp;&nbsp; 184213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Warabeya Nichiyo <br> Holdings Co. Ltd.<br>| 3800 | &nbsp;&nbsp; 67968 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Waseda Academy Co. <br> Ltd.<br>| 2700 | &nbsp;&nbsp; 46135 |
| # | Watahan & Co. Ltd. | 7600 | &nbsp;&nbsp; 79297 |
|  | WATAMI Co. Ltd. | 4700 | &nbsp;&nbsp; 31575 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; WDB Holdings Co. <br> Ltd.<br>| 2700 | &nbsp;&nbsp; 30631 |
|  | Weathernews, Inc. | 3000 | &nbsp;&nbsp; 88217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Welcia Holdings Co. <br> Ltd.<br>| 22500 | &nbsp;&nbsp; 377543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wellneo Sugar Co. <br> Ltd.<br>| 2800 | &nbsp;&nbsp; 42651 |
|  | Wellnet Corp. | 7500 | &nbsp;&nbsp; 35995 |
| # | West Holdings Corp. | 9350 | &nbsp;&nbsp; 93181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; West Japan Railway <br> Co.<br>| 30200 | &nbsp;&nbsp; 661205 |
| # | Will Group, Inc. | 6900 | &nbsp;&nbsp; 43971 |
| \* | WingArc1st, Inc. | 5500 | &nbsp;&nbsp; 131549 |
|  | Workman Co. Ltd. | 2600 | &nbsp;&nbsp; 111288 |
|  | World Co. Ltd. | 9700 | &nbsp;&nbsp; 178183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; World Holdings Co. <br> Ltd.<br>| 2400 | &nbsp;&nbsp; 37895 |
| #\* | W-Scope Corp. | 8000 | &nbsp;&nbsp; 12641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xebio Holdings Co. <br> Ltd.<br>| 8500 | &nbsp;&nbsp; 62835 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; YAC Holdings Co. <br> Ltd.<br>| 3400 | &nbsp;&nbsp; 18126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yahagi Construction <br> Co. Ltd.<br>| 6500 | &nbsp;&nbsp; 85416 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yakult Honsha Co. <br> Ltd.<br>| 8100 | &nbsp;&nbsp; 130309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YAKUODO Holdings <br> Co. Ltd.<br>| 4100 | &nbsp;&nbsp; 62579 |
|  | YAMABIKO Corp. | 14000 | &nbsp;&nbsp; 203367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YAMADA Consulting <br> Group Co. Ltd.<br>| 4000 | &nbsp;&nbsp; 44160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamada Holdings Co. <br> Ltd.<br>| 114428 | &nbsp;&nbsp; 348745 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamae Group <br> Holdings Co. Ltd.<br>| 5200 | &nbsp;&nbsp; $89322 |
|  | Yamagata Bank Ltd. | 6600 | &nbsp;&nbsp; 66519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamaguchi Financial <br> Group, Inc.<br>| 47000 | &nbsp;&nbsp; 531983 |
|  | Yamaha Corp. | 69000 | &nbsp;&nbsp; 497291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamaha Motor Co. <br> Ltd.<br>| 183000 | &nbsp;&nbsp; 1323606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamaichi Electronics <br> Co. Ltd.<br>| 10400 | &nbsp;&nbsp; 198112 |
| # | Yamami Co. | 1200 | &nbsp;&nbsp; 36713 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yamanashi Chuo <br> Bank Ltd.<br>| 8700 | &nbsp;&nbsp; 161263 |
| # | Yamatane Corp. | 7600 | &nbsp;&nbsp; 129542 |
|  | Yamato Corp. | 7100 | &nbsp;&nbsp; 85056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamato Holdings Co. <br> Ltd.<br>| 46510 | &nbsp;&nbsp; 672497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamato Kogyo Co. <br> Ltd.<br>| 10700 | &nbsp;&nbsp; 600415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamau Holdings Co. <br> Ltd.<br>| 1100 | &nbsp;&nbsp; 15624 |
|  | Yamaura Corp. | 2400 | &nbsp;&nbsp; 21190 |
|  | Yamaya Corp. | 1800 | &nbsp;&nbsp; 31385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamazaki Baking Co. <br> Ltd.<br>| 35500 | &nbsp;&nbsp; 758363 |
|  | Yamazen Corp. | 14200 | &nbsp;&nbsp; 125865 |
|  | Yaoko Co. Ltd. | 6800 | &nbsp;&nbsp; 440078 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yashima Denki Co. <br> Ltd.<br>| 5500 | &nbsp;&nbsp; 64524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yaskawa Electric <br> Corp.<br>| 10300 | &nbsp;&nbsp; 215433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yasuda Logistics <br> Corp.<br>| 6700 | &nbsp;&nbsp; 87775 |
|  | Yellow Hat Ltd. | 25400 | &nbsp;&nbsp; 268876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yodogawa Steel <br> Works Ltd.<br>| 43500 | &nbsp;&nbsp; 334837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yokogawa Bridge <br> Holdings Corp.<br>| 11600 | &nbsp;&nbsp; 205618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yokogawa Electric <br> Corp.<br>| 29800 | &nbsp;&nbsp; 794292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yokohama Rubber <br> Co. Ltd. <br>| 48300 | &nbsp;&nbsp; 1380989 |
| # | Yokorei Co. Ltd. | 13200 | &nbsp;&nbsp; 91923 |
|  | Yokowo Co. Ltd. | 8200 | &nbsp;&nbsp; 85072 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yomeishu Seizo Co. <br> Ltd.<br>| 1700 | &nbsp;&nbsp; 36121 |
|  | Yondenko Corp. | 10200 | &nbsp;&nbsp; 89650 |
|  | Yonex Co. Ltd. | 22100 | &nbsp;&nbsp; 433943 |
| # | Yorozu Corp. | 7600 | &nbsp;&nbsp; 47635 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Yoshimura Food <br> Holdings KK<br>| 2900 | &nbsp;&nbsp; 16366 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yoshinoya Holdings <br> Co. Ltd.<br>| 15000 | &nbsp;&nbsp; 325103 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yossix Holdings Co. <br> Ltd.<br>| 1300 | &nbsp;&nbsp; 22429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yotai Refractories Co. <br> Ltd.<br>| 500 | &nbsp;&nbsp; 5674 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuasa Trading Co. <br> Ltd.<br>| 7100 | &nbsp;&nbsp; $220589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yukiguni Factory Co. <br> Ltd.<br>| 8900 | &nbsp;&nbsp; 66447 |
|  | Yurtec Corp. | 15000 | &nbsp;&nbsp; 245549 |
|  | Yushin Co. | 4200 | &nbsp;&nbsp; 17505 |
|  | Yushiro, Inc. | 3700 | &nbsp;&nbsp; 53035 |
|  | Yutaka Giken Co. Ltd. | 1900 | &nbsp;&nbsp; 34170 |
|  | Zacros Corp. | 5200 | &nbsp;&nbsp; 135510 |
|  | Zaoh Co. Ltd. | 1500 | &nbsp;&nbsp; 23848 |
|  | Zenitaka Corp. | 1000 | &nbsp;&nbsp; 30475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zenkoku Hosho Co. <br> Ltd.<br>| 24000 | &nbsp;&nbsp; 512044 |
|  | Zenrin Co. Ltd. | 10800 | &nbsp;&nbsp; 78939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zensho Holdings Co. <br> Ltd.<br>| 14577 | &nbsp;&nbsp; 767092 |
|  | Zeon Corp. | 52000 | &nbsp;&nbsp; 551902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZERIA Pharmaceutical <br> Co. Ltd.<br>| 7500 | &nbsp;&nbsp; 103484 |
| # | ZIGExN Co. Ltd. | 15100 | &nbsp;&nbsp; 50637 |
|  | Zojirushi Corp. | 7600 | &nbsp;&nbsp; 90668 |
|  | ZOZO, Inc. | 67000 | &nbsp;&nbsp; 663258 |
| # | Zuiko Corp. | 5900 | &nbsp;&nbsp; 39318 |
| TOTAL JAPAN | TOTAL JAPAN |  | &nbsp;&nbsp; 636537120 |
| KUWAIT — (0.3%) | KUWAIT — (0.3%) | KUWAIT — (0.3%) | KUWAIT — (0.3%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; A'ayan Leasing & <br> Investment Co. <br> KSCP<br>| 212894 | &nbsp;&nbsp; 125237 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Acico Industries Co. <br> KSC<br>| 78758 | &nbsp;&nbsp; 21981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agility Public <br> Warehousing Co. <br> KSC<br>| 341311 | &nbsp;&nbsp; 159124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Ahli Bank of Kuwait <br> KSCP<br>| 213245 | &nbsp;&nbsp; 209384 |
|  | Al-Eid Food KSC | 63719 | &nbsp;&nbsp; 45928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ali Alghanim Sons <br> Automotive Co. <br> KSCC<br>| 55081 | &nbsp;&nbsp; 201825 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alimtiaz Investment <br> Group KSC<br>| 325506 | &nbsp;&nbsp; 51698 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Arabi Group Holding <br> KSC<br>| 11040 | &nbsp;&nbsp; 10422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arzan Financial Group <br> for Financing & <br> Investment KPSC<br>| 211790 | &nbsp;&nbsp; 204423 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asiya Capital <br> Investments Co. <br> KSCP<br>| 238493 | &nbsp;&nbsp; 34586 |
|  | Boubyan Bank KSCP | 35670 | &nbsp;&nbsp; 82135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Boubyan <br> Petrochemicals Co. <br> KSCP<br>| 137857 | &nbsp;&nbsp; 291032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Boursa Kuwait <br> Securities Co. <br> KPSC<br>| 34953 | &nbsp;&nbsp; 397392 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) |
|  | Burgan Bank SAK | 207034 | &nbsp;&nbsp; $168797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Combined Group <br> Contracting Co. <br> SAK<br>| 34732 | &nbsp;&nbsp; 81939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Facilities <br> Co. SAKP<br>| 149075 | &nbsp;&nbsp; 113621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Real <br> Estate Co. KSC<br>| 326642 | &nbsp;&nbsp; 202365 |
|  | Gulf Bank KSCP | 469155 | &nbsp;&nbsp; 518274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Cables & <br> Electrical Industries <br> Group Co. KSCP<br>| 43638 | &nbsp;&nbsp; 298865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heavy Engineering & <br> Ship Building Co. <br> KSCP<br>| 33371 | &nbsp;&nbsp; 94030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Humansoft Holding <br> Co. KSC<br>| 28369 | &nbsp;&nbsp; 222297 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IFA Hotels & <br> Resorts-KPSC<br>| 13490 | &nbsp;&nbsp; 38570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Integrated Holding Co. <br> KCSC<br>| 62758 | &nbsp;&nbsp; 111141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jazeera Airways Co. <br> KSCP<br>| 24495 | &nbsp;&nbsp; 107923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JTC Logistics <br> Transportation & <br> Stevedoring Co. <br> KSCP<br>| 17152 | &nbsp;&nbsp; 24848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KAMCO Investment <br> Co. KSC<br>| 57693 | &nbsp;&nbsp; 29722 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait Business Town <br> Real Estate Co. <br> KSCP<br>| 46181 | &nbsp;&nbsp; 17174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait Cement Co. <br> KSC<br>| 128229 | &nbsp;&nbsp; 146495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait Finance House <br> KSCP<br>| 657392 | &nbsp;&nbsp; 1731061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait Financial <br> Centre SAK<br>| 121256 | &nbsp;&nbsp; 59694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait International <br> Bank KSCP<br>| 406965 | &nbsp;&nbsp; 367481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait Investment Co. <br> SAK<br>| 97197 | &nbsp;&nbsp; 65671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait Portland <br> Cement Co. KSC<br>| 13161 | &nbsp;&nbsp; 31742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait Real Estate <br> Co. KSC<br>| 189600 | &nbsp;&nbsp; 222349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait <br> Telecommunications <br> Co.<br>| 89948 | &nbsp;&nbsp; 168920 |
|  | Mabanee Co. KPSC | 101327 | &nbsp;&nbsp; 293403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mezzan Holding Co. <br> KSCC<br>| 44467 | &nbsp;&nbsp; 180495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mobile <br> Telecommunications <br> Co. KSCP<br>| 631416 | &nbsp;&nbsp; 1096148 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Munshaat Real Estate <br> Projects Co. KSCP<br>| 42428 | &nbsp;&nbsp; $26900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bank of <br> Kuwait SAKP<br>| 439901 | &nbsp;&nbsp; 1505683 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Consumer <br> Holding Co. SAK<br>| 117998 | &nbsp;&nbsp; 42348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Industries <br> Group Holding SAK<br>| 451968 | &nbsp;&nbsp; 363898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Investments <br> Co. KSCP<br>| 215412 | &nbsp;&nbsp; 172699 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oula Fuel Marketing <br> Co.<br>| 22040 | &nbsp;&nbsp; 26369 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Privatization Holding <br> Co. KSCP<br>| 218356 | &nbsp;&nbsp; 39572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Salhia Real Estate <br> Co. KSCP<br>| 100574 | &nbsp;&nbsp; 135550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Securities House <br> KSC<br>| 134324 | &nbsp;&nbsp; 35875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shamal Az-Zour <br> Al-Oula for the First <br> Phase of Az-Zour <br> Power Plant KSC<br>| 133500 | &nbsp;&nbsp; 67976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Specialities Group <br> Holding Co. KSCC<br>| 21540 | &nbsp;&nbsp; 11112 |
| \* | Warba Bank KSCP | 757380 | &nbsp;&nbsp; 685021 |
| TOTAL KUWAIT | TOTAL KUWAIT |  | &nbsp;&nbsp; 11341195 |
| MALAYSIA — (0.4%) | MALAYSIA — (0.4%) | MALAYSIA — (0.4%) | MALAYSIA — (0.4%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7-Eleven Malaysia <br> Holdings Bhd., <br> Class B<br>| 134004 | &nbsp;&nbsp; 62049 |
|  | Able Global Bhd. | 36500 | &nbsp;&nbsp; 12795 |
| # | Aeon Co. M Bhd. | 145400 | &nbsp;&nbsp; 43912 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AEON Credit Service <br> M Bhd.<br>| 60198 | &nbsp;&nbsp; 72613 |
| #\* | AFFIN Bank Bhd. | 217675 | &nbsp;&nbsp; 121209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ajinomoto Malaysia <br> Bhd.<br>| 5800 | &nbsp;&nbsp; 17459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alliance Bank <br> Malaysia Bhd.<br>| 308694 | &nbsp;&nbsp; 324404 |
|  | Allianz Malaysia Bhd. | 18500 | &nbsp;&nbsp; 75472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AME Elite Consortium <br> Bhd.<br>| 96100 | &nbsp;&nbsp; 33928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AMMB Holdings Bhd. <br> (AMM MK)<br>| 388600 | &nbsp;&nbsp; 459164 |
|  | Ancom Nylex Bhd. | 253661 | &nbsp;&nbsp; 55218 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Astro Malaysia <br> Holdings Bhd.<br>| 608000 | &nbsp;&nbsp; 20625 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Aurelius Technologies <br> Bhd.<br>| 93900 | &nbsp;&nbsp; 23888 |
| # | Axiata Group Bhd. | 657690 | &nbsp;&nbsp; 415346 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bank Islam Malaysia <br> Bhd.<br>| 199900 | &nbsp;&nbsp; 104815 |
|  | Batu Kawan Bhd. | 10900 | &nbsp;&nbsp; 48100 |
| #\* | Berjaya Corp. Bhd. | 786982 | &nbsp;&nbsp; 51577 |
| \* | Berjaya Land Bhd. | 466800 | &nbsp;&nbsp; 30465 |
| \* | Bermaz Auto Bhd. | 272800 | &nbsp;&nbsp; 47249 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; British American <br> Tobacco Malaysia <br> Bhd.<br>| 38700 | &nbsp;&nbsp; $46880 |
| #\* | Bumi Armada Bhd. | 871200 | &nbsp;&nbsp; 89680 |
| # | Bursa Malaysia Bhd. | 181450 | &nbsp;&nbsp; 320046 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cahya Mata Sarawak <br> Bhd.<br>| 110700 | &nbsp;&nbsp; 31981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carlsberg Brewery <br> Malaysia Bhd.<br>| 53000 | &nbsp;&nbsp; 224540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CCK Consolidated <br> Holdings Bhd.<br>| 32400 | &nbsp;&nbsp; 9783 |
|  | CelcomDigi Bhd. | 164300 | &nbsp;&nbsp; 147757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CIMB Group Holdings <br> Bhd.<br>| 762241 | &nbsp;&nbsp; 1165174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crescendo Corp. <br> Bhd.<br>| 22200 | &nbsp;&nbsp; 6222 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; D&O Green <br> Technologies Bhd.<br>| 135400 | &nbsp;&nbsp; 32950 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Dagang NeXchange <br> Bhd.<br>| 672000 | &nbsp;&nbsp; 45262 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dayang Enterprise <br> Holdings Bhd.<br>| 182300 | &nbsp;&nbsp; 78408 |
|  | Dialog Group Bhd. | 228300 | &nbsp;&nbsp; 93388 |
|  | DRB-Hicom Bhd. | 266700 | &nbsp;&nbsp; 52688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Duopharma Biotech <br> Bhd.<br>| 68089 | &nbsp;&nbsp; 21049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dutch Lady Milk <br> Industries Bhd.<br>| 4500 | &nbsp;&nbsp; 28727 |
|  | DXN Holdings Bhd. | 30500 | &nbsp;&nbsp; 3598 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Eastern & Oriental <br> Bhd.<br>| 373500 | &nbsp;&nbsp; 72831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eco World <br> Development Group <br> Bhd.<br>| 290100 | &nbsp;&nbsp; 138027 |
|  | EG Industries Bhd. | 75600 | &nbsp;&nbsp; 20082 |
| \* | Ekovest Bhd. | 703100 | &nbsp;&nbsp; 68095 |
|  | Farm Fresh Bhd. | 238800 | &nbsp;&nbsp; 97194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Prosonic <br> Industries Bhd.<br>| 55700 | &nbsp;&nbsp; 16555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fraser & Neave <br> Holdings Bhd.<br>| 16100 | &nbsp;&nbsp; 107947 |
| # | Frontken Corp. Bhd. | 394750 | &nbsp;&nbsp; 373694 |
|  | Gamuda Bhd. | 116715 | &nbsp;&nbsp; 140874 |
|  | Gas Malaysia Bhd. | 81500 | &nbsp;&nbsp; 79282 |
| # | Genting Bhd. | 477700 | &nbsp;&nbsp; 349530 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Genting Malaysia <br> Bhd.<br>| 664200 | &nbsp;&nbsp; 303839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genting Plantations <br> Bhd.<br>| 75700 | &nbsp;&nbsp; 86982 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Greatech Technology <br> Bhd.<br>| 187600 | &nbsp;&nbsp; 74504 |
| # | Guan Chong Bhd. | 181533 | &nbsp;&nbsp; 48331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HAP Seng <br> Consolidated Bhd.<br>| 92700 | &nbsp;&nbsp; 55545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hap Seng Plantations <br> Holdings Bhd.<br>| 48500 | &nbsp;&nbsp; 21906 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hartalega Holdings <br> Bhd.<br>| 63200 | &nbsp;&nbsp; $21580 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Heineken Malaysia <br> Bhd.<br>| 36100 | &nbsp;&nbsp; 202192 |
|  | Hextar Global Bhd. | 342000 | &nbsp;&nbsp; 72107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hiap Teck Venture <br> Bhd.<br>| 410500 | &nbsp;&nbsp; 28714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hibiscus Petroleum <br> Bhd.<br>| 182000 | &nbsp;&nbsp; 66423 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hong Leong Bank <br> Bhd.<br>| 22580 | &nbsp;&nbsp; 100381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Leong Financial <br> Group Bhd.<br>| 24978 | &nbsp;&nbsp; 94383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Leong Industries <br> Bhd.<br>| 19300 | &nbsp;&nbsp; 59065 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hume Cement <br> Industries Bhd.<br>| 23800 | &nbsp;&nbsp; 16982 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hup Seng Industries <br> Bhd.<br>| 73100 | &nbsp;&nbsp; 16242 |
| # | IHH Healthcare Bhd. | 60700 | &nbsp;&nbsp; 94607 |
|  | IJM Corp. Bhd. | 395100 | &nbsp;&nbsp; 263146 |
|  | Inari Amertron Bhd. | 144425 | &nbsp;&nbsp; 70785 |
|  | IOI Corp. Bhd. | 87900 | &nbsp;&nbsp; 77621 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; IOI Properties Group <br> Bhd.<br>| 350425 | &nbsp;&nbsp; 173601 |
| # | ITMAX SYSTEM Bhd. | 90500 | &nbsp;&nbsp; 84838 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Jaya Tiasa Holdings <br> Bhd.<br>| 174000 | &nbsp;&nbsp; 49120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keck Seng Malaysia <br> Bhd.<br>| 28200 | &nbsp;&nbsp; 35605 |
|  | Kelington Group Bhd. | 140000 | &nbsp;&nbsp; 138302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kenanga Investment <br> Bank Bhd.<br>| 38300 | &nbsp;&nbsp; 8106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kerjaya Prospek <br> Group Bhd.<br>| 105989 | &nbsp;&nbsp; 50474 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kim Loong Resources <br> Bhd.<br>| 78000 | &nbsp;&nbsp; 42932 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kossan Rubber <br> Industries Bhd.<br>| 329200 | &nbsp;&nbsp; 105421 |
|  | KPJ Healthcare Bhd. | 282100 | &nbsp;&nbsp; 170976 |
|  | Kretam Holdings Bhd. | 69600 | &nbsp;&nbsp; 11458 |
| #\* | KSL Holdings Bhd. | 98800 | &nbsp;&nbsp; 37394 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kuala Lumpur Kepong <br> Bhd.<br>| 43536 | &nbsp;&nbsp; 199566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lagenda Properties <br> Bhd.<br>| 99600 | &nbsp;&nbsp; 28166 |
|  | LBS Bina Group Bhd. | 202600 | &nbsp;&nbsp; 21995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leong Hup <br> International Bhd.<br>| 318300 | &nbsp;&nbsp; 45001 |
|  | LPI Capital Bhd. | 51940 | &nbsp;&nbsp; 176510 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Magni-Tech Industries <br> Bhd.<br>| 146900 | &nbsp;&nbsp; 72475 |
| # | Magnum Bhd. | 274315 | &nbsp;&nbsp; 86724 |
|  | Mah Sing Group Bhd. | 354775 | &nbsp;&nbsp; 96500 |
| # | Malakoff Corp. Bhd. | 364600 | &nbsp;&nbsp; 76310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Malayan Banking <br> Bhd.<br>| 201297 | &nbsp;&nbsp; 442737 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Malayan Cement <br> Bhd.<br>| 8500 | &nbsp;&nbsp; $11150 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Malayan Flour Mills <br> Bhd.<br>| 308600 | &nbsp;&nbsp; 41883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Malaysia Smelting <br> Corp. Bhd.<br>| 70800 | &nbsp;&nbsp; 19151 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Malaysian Pacific <br> Industries Bhd.<br>| 19200 | &nbsp;&nbsp; 89918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Malaysian Resources <br> Corp. Bhd.<br>| 545720 | &nbsp;&nbsp; 67967 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Matrix Concepts <br> Holdings Bhd.<br>| 460198 | &nbsp;&nbsp; 144105 |
|  | Maxis Bhd. | 150400 | &nbsp;&nbsp; 121012 |
|  | MBM Resources Bhd. | 57700 | &nbsp;&nbsp; 62144 |
| # | MBSB Bhd. | 714632 | &nbsp;&nbsp; 114484 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mega First Corp. <br> Bhd.<br>| 182800 | &nbsp;&nbsp; 155090 |
|  | Mi Technovation Bhd. | 73500 | &nbsp;&nbsp; 34667 |
|  | MISC Bhd. | 77800 | &nbsp;&nbsp; 135872 |
| # | MKH Bhd. | 100700 | &nbsp;&nbsp; 24933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MKH Oil Palm East <br> Kalimantan Bhd.<br>| 14385 | &nbsp;&nbsp; 2122 |
|  | MNRB Holdings Bhd. | 182774 | &nbsp;&nbsp; 79041 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Mr. DIY Group M <br> Bhd.<br>| 504300 | &nbsp;&nbsp; 194412 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Muhibbah Engineering <br> M Bhd.<br>| 185600 | &nbsp;&nbsp; 24955 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nationgate Holdings <br> Bhd.<br>| 96100 | &nbsp;&nbsp; 34520 |
| # | Nestle Malaysia Bhd. | 5700 | &nbsp;&nbsp; 117557 |
| # | NEXG Bhd. | 385800 | &nbsp;&nbsp; 48171 |
| †† | Nylex Malaysia Bhd. | 2335 | &nbsp;&nbsp; 25 |
| # | OCK Group Bhd. | 205000 | &nbsp;&nbsp; 19890 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Holdings <br> Bhd.<br>| 77700 | &nbsp;&nbsp; 123461 |
| # | OSK Holdings Bhd. | 616124 | &nbsp;&nbsp; 188611 |
|  | Padini Holdings Bhd. | 145450 | &nbsp;&nbsp; 67897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pantech Group <br> Holdings Bhd.<br>| 131400 | &nbsp;&nbsp; 20870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Corp. <br> Bhd.<br>| 146300 | &nbsp;&nbsp; 37022 |
|  | Pecca Group Bhd. | 44400 | &nbsp;&nbsp; 15804 |
|  | Perak Transit Bhd. | 169750 | &nbsp;&nbsp; 27440 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Petronas Chemicals <br> Group Bhd.<br>| 134800 | &nbsp;&nbsp; 121993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Petronas Dagangan <br> Bhd.<br>| 34000 | &nbsp;&nbsp; 171733 |
| # | Petronas Gas Bhd. | 27100 | &nbsp;&nbsp; 114144 |
| # | PPB Group Bhd. | 79720 | &nbsp;&nbsp; 175992 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Press Metal <br> Aluminium Holdings <br> Bhd.<br>| 291100 | &nbsp;&nbsp; 363556 |
|  | Public Bank Bhd. | 1063600 | &nbsp;&nbsp; 1047506 |
| # | QL Resources Bhd. | 296737 | &nbsp;&nbsp; 295327 |
| #\* | Ranhill Utilities Bhd. | 168104 | &nbsp;&nbsp; 52944 |
| # | RCE Capital Bhd. | 177200 | &nbsp;&nbsp; 42683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RGB International <br> Bhd.<br>| 365300 | &nbsp;&nbsp; 25136 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
|  | RHB Bank Bhd. | 146376 | &nbsp;&nbsp; $210150 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sam Engineering & <br> Equipment M Bhd.<br>| 69800 | &nbsp;&nbsp; 68016 |
| \* | Sapura Energy Bhd. | 2931800 | &nbsp;&nbsp; 27389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sarawak Oil Palms <br> Bhd.<br>| 100150 | &nbsp;&nbsp; 78473 |
| # | Scientex Bhd. | 292500 | &nbsp;&nbsp; 223212 |
|  | SD Guthrie Bhd. | 210136 | &nbsp;&nbsp; 234738 |
| # | Sime Darby Bhd. | 694370 | &nbsp;&nbsp; 264698 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sime Darby Property <br> Bhd.<br>| 676570 | &nbsp;&nbsp; 234476 |
|  | SKP Resources Bhd. | 262649 | &nbsp;&nbsp; 57915 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Solarvest Holdings <br> Bhd.<br>| 122200 | &nbsp;&nbsp; 71526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Cable Group <br> Bhd.<br>| 42500 | &nbsp;&nbsp; 16968 |
|  | SP Setia Bhd. Group | 580379 | &nbsp;&nbsp; 151710 |
|  | Sports Toto Bhd. | 220724 | &nbsp;&nbsp; 70793 |
| # | Sunway Bhd. | 115854 | &nbsp;&nbsp; 128032 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sunway Construction <br> Group Bhd.<br>| 88890 | &nbsp;&nbsp; 108706 |
| \* | Supermax Corp. Bhd. | 368478 | &nbsp;&nbsp; 48655 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Syarikat Takaful <br> Malaysia Keluarga <br> Bhd.<br>| 104145 | &nbsp;&nbsp; 77945 |
| # | Ta Ann Holdings Bhd. | 86480 | &nbsp;&nbsp; 77913 |
|  | Taliworks Corp. Bhd. | 122766 | &nbsp;&nbsp; 16653 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Telekom Malaysia <br> Bhd.<br>| 124912 | &nbsp;&nbsp; 197207 |
|  | Tenaga Nasional Bhd. | 111700 | &nbsp;&nbsp; 340232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teo Seng Capital <br> Bhd.<br>| 44400 | &nbsp;&nbsp; 9868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thong Guan <br> Industries Bhd.<br>| 59400 | &nbsp;&nbsp; 15676 |
|  | TIME dotCom Bhd. | 106400 | &nbsp;&nbsp; 129373 |
| \* | Top Glove Corp. Bhd. | 717700 | &nbsp;&nbsp; 114906 |
| #\* | Tropicana Corp. Bhd. | 247716 | &nbsp;&nbsp; 68968 |
|  | TSH Resources Bhd. | 142000 | &nbsp;&nbsp; 38803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Uchi Technologies <br> Bhd.<br>| 83700 | &nbsp;&nbsp; 62491 |
| # | UEM Sunrise Bhd. | 400200 | &nbsp;&nbsp; 69761 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; United Plantations <br> Bhd.<br>| 51000 | &nbsp;&nbsp; 258757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UOA Development <br> Bhd.<br>| 176020 | &nbsp;&nbsp; 72548 |
|  | Velesto Energy Bhd. | 1107073 | &nbsp;&nbsp; 46643 |
|  | ViTrox Corp. Bhd. | 80900 | &nbsp;&nbsp; 72234 |
| # | VS Industry Bhd. | 701467 | &nbsp;&nbsp; 131372 |
| #\* | WCT Holdings Bhd. | 364227 | &nbsp;&nbsp; 66693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wellcall Holdings <br> Bhd.<br>| 127300 | &nbsp;&nbsp; 39321 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Westports Holdings <br> Bhd.<br>| 104800 | &nbsp;&nbsp; 137351 |
| # | Yinson Holdings Bhd. | 440269 | &nbsp;&nbsp; 241068 |
| # | YTL Corp. Bhd. | 799450 | &nbsp;&nbsp; 462789 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; YTL Power <br> International Bhd.<br>| 179384 | &nbsp;&nbsp; 170959 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
|  | Zetrix Ai Bhd. | 1204715 | &nbsp;&nbsp; $247088 |
| TOTAL MALAYSIA | TOTAL MALAYSIA |  | &nbsp;&nbsp; 19409342 |
| MEXICO — (0.6%) | MEXICO — (0.6%) | MEXICO — (0.6%) | MEXICO — (0.6%) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Alfa SAB de CV, <br> Class A<br>| 2058476 | &nbsp;&nbsp; 1501438 |
| # | Alpek SAB de CV | 75784 | &nbsp;&nbsp; 36275 |
| \* | Alsea SAB de CV | 76018 | &nbsp;&nbsp; 227913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; America Movil SAB de <br> CV (2228390D US), <br> ADR<br>| 2021 | &nbsp;&nbsp; 36520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; America Movil SAB de <br> CV (AMXB MM)<br>| 1262696 | &nbsp;&nbsp; 1141882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arca Continental SAB <br> de CV<br>| 26200 | &nbsp;&nbsp; 273152 |
| \* | Axtel SAB de CV | 499613 | &nbsp;&nbsp; 62236 |
| #Ω | Banco del Bajio SA | 218152 | &nbsp;&nbsp; 490307 |
| # | Becle SAB de CV | 73268 | &nbsp;&nbsp; 91813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bolsa Mexicana de <br> Valores SAB de CV<br>| 59880 | &nbsp;&nbsp; 128140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cemex SAB de CV <br> (CEMEXCPO MM)<br>| 2131083 | &nbsp;&nbsp; 1859402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cemex SAB de CV <br> (CX US), <br> Sponsored ADR<br>| 106419 | &nbsp;&nbsp; 925845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Femsa <br> SAB de CV <br> (KOFUBL MM)<br>| 31012 | &nbsp;&nbsp; 257762 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Consorcio ARA SAB <br> de CV<br>| 312104 | &nbsp;&nbsp; 53437 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Controladora Alpek <br> SAB de CV<br>| 2058476 | &nbsp;&nbsp; 294614 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Controladora AXTEL <br> SAB de CV<br>| 1784541 | &nbsp;&nbsp; 68487 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Controladora Vuela <br> Cia de Aviacion <br> SAB de CV <br> (VOLARA MM), <br> Class A<br>| 209154 | &nbsp;&nbsp; 122288 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Corp. Inmobiliaria <br> Vesta SAB de CV<br>| 126344 | &nbsp;&nbsp; 356094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corporativo Fragua <br> SAB de CV<br>| 380 | &nbsp;&nbsp; 11119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; El Puerto de Liverpool <br> SAB de CV, <br> Class C1<br>| 29011 | &nbsp;&nbsp; 141603 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp; Empresas ICA SAB <br> de CV<br>| 42400 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fomento Economico <br> Mexicano SAB de <br> CV (FEMSAUBD <br> MM)<br>| 50113 | &nbsp;&nbsp; 453049 |
|  | GCC SAB de CV | 53330 | &nbsp;&nbsp; 498614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genomma Lab <br> Internacional SAB <br> de CV, Class B<br>| 156950 | &nbsp;&nbsp; 181202 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |
|  | Gentera SAB de CV | 389915 | &nbsp;&nbsp; $884207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gruma SAB de CV, <br> Class B<br>| 39470 | &nbsp;&nbsp; 679913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aeroportuario <br> del Centro Norte <br> SAB de CV<br>| 80213 | &nbsp;&nbsp; 1067239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aeroportuario <br> del Pacifico SAB de <br> CV (GAPB MM), <br> Class B<br>| 25644 | &nbsp;&nbsp; 590281 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aeroportuario <br> del Pacifico SAB de <br> CV (PAC US), ADR<br>| 3264 | &nbsp;&nbsp; 750035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aeroportuario <br> del Sureste SAB de <br> CV (ASR US), ADR<br>| 204 | &nbsp;&nbsp; 61875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aeroportuario <br> del Sureste SAB de <br> CV (ASURB MM), <br> Class B<br>| 11168 | &nbsp;&nbsp; 338628 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Bimbo SAB de <br> CV<br>| 186144 | &nbsp;&nbsp; 540424 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Carso SAB de <br> CV<br>| 27985 | &nbsp;&nbsp; 198929 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Comercial <br> Chedraui SA de CV<br>| 87257 | &nbsp;&nbsp; 706058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Financiero <br> Banorte SAB de <br> CV, Class O<br>| 211838 | &nbsp;&nbsp; 1886607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Financiero <br> Inbursa SAB de CV, <br> Class O<br>| 276748 | &nbsp;&nbsp; 712665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Herdez SAB de <br> CV<br>| 54050 | &nbsp;&nbsp; 155374 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Hotelero Santa <br> Fe SAB de CV<br>| 60872 | &nbsp;&nbsp; 12487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Industrial <br> Saltillo SAB de CV<br>| 7630 | &nbsp;&nbsp; 6026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Mexico SAB de <br> CV<br>| 205108 | &nbsp;&nbsp; 1279574 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Rotoplas SAB <br> de CV<br>| 43386 | &nbsp;&nbsp; 31530 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Simec SAB de <br> CV (SIMECB MM)<br>| 33392 | &nbsp;&nbsp; 309768 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Televisa SAB <br> (TLEVICPO MM)<br>| 466624 | &nbsp;&nbsp; 257243 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Televisa SAB <br> (TV US), Sponsored <br> ADR<br>| 12209 | &nbsp;&nbsp; 34185 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Traxion SAB de <br> CV<br>| 63274 | &nbsp;&nbsp; 55442 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Industrias CH SAB de <br> CV<br>| 73798 | &nbsp;&nbsp; 665023 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Industrias Penoles <br> SAB de CV<br>| 47800 | &nbsp;&nbsp; 1255368 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kimberly-Clark de <br> Mexico SAB de CV, <br> Class A<br>| 231975 | &nbsp;&nbsp; $434315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; La Comer SAB de <br> CV<br>| 186773 | &nbsp;&nbsp; 401267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Megacable Holdings <br> SAB de CV<br>| 236400 | &nbsp;&nbsp; 652121 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Minera Frisco SAB de <br> CV, Class A1<br>| 307440 | &nbsp;&nbsp; 65839 |
| \*Ω | Nemak SAB de CV | 863306 | &nbsp;&nbsp; 154677 |
| \* | Ollamani SAB | 21064 | &nbsp;&nbsp; 52501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Operadora De Sites <br> Mexicanos SAB de <br> CV, Class A-1<br>| 49093 | &nbsp;&nbsp; 42444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orbia Advance Corp. <br> SAB de CV<br>| 158347 | &nbsp;&nbsp; 107691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Organizacion Cultiba <br> SAB de CV<br>| 15310 | &nbsp;&nbsp; 8716 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Organizacion Soriana <br> SAB de CV, <br> Class B<br>| 50685 | &nbsp;&nbsp; 69828 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Promotora de Hoteles <br> Norte 19 SAB de <br> CV<br>| 142020 | &nbsp;&nbsp; 36060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Promotora y <br> Operadora de <br> Infraestructura SAB <br> de CV (PINFRA <br> MM)<br>| 54078 | &nbsp;&nbsp; 639218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Promotora y <br> Operadora de <br> Infraestructura SAB <br> de CV (PINFRAL <br> MM), Class L<br>| 7273 | &nbsp;&nbsp; 72672 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Qualitas Controladora <br> SAB de CV<br>| 43010 | &nbsp;&nbsp; 389746 |
|  | Regional SAB de CV | 84693 | &nbsp;&nbsp; 654828 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sitios Latinoamerica <br> SAB de CV<br>| 233407 | &nbsp;&nbsp; 39345 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vista Energy SAB de <br> CV (VIST US), <br> ADR<br>| 15944 | &nbsp;&nbsp; 712697 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vista Energy SAB de <br> CV (VISTAA MM)<br>| 1130 | &nbsp;&nbsp; 50688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wal-Mart de Mexico <br> SAB de CV<br>| 222683 | &nbsp;&nbsp; 656304 |
| TOTAL MEXICO | TOTAL MEXICO |  | &nbsp;&nbsp; 26933030 |
| NETHERLANDS — (2.3%) | NETHERLANDS — (2.3%) | NETHERLANDS — (2.3%) | NETHERLANDS — (2.3%) |
|  | Aalberts NV | 35456 | &nbsp;&nbsp; 1133254 |
| Ω | ABN AMRO Bank NV | 114996 | &nbsp;&nbsp; 3324354 |
|  | Acomo NV | 5847 | &nbsp;&nbsp; 148326 |
| \*Ω | Adyen NV | 985 | &nbsp;&nbsp; 1689423 |
|  | Aegon Ltd. (AEG US) | 37459 | &nbsp;&nbsp; 265958 |
|  | Aegon Ltd. (AGN NA) | 368518 | &nbsp;&nbsp; 2633624 |
|  | Akzo Nobel NV | 43431 | &nbsp;&nbsp; 2727569 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
|  | Allfunds Group PLC | 121224 | &nbsp;&nbsp; $839380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AMG Critical Materials <br> NV<br>| 8793 | &nbsp;&nbsp; 247584 |
|  | Aperam SA | 13700 | &nbsp;&nbsp; 402972 |
|  | Arcadis NV | 30386 | &nbsp;&nbsp; 1516495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ArcelorMittal SA (MT <br> NA)<br>| 51013 | &nbsp;&nbsp; 1590390 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ArcelorMittal SA (MT <br> US)<br>| 9714 | &nbsp;&nbsp; 307254 |
|  | ASM International NV | 5632 | &nbsp;&nbsp; 2726209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASML Holding NV <br> (ASML NA)<br>| 4870 | &nbsp;&nbsp; 3375265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASML Holding NV <br> (ASML US)<br>| 22102 | &nbsp;&nbsp; 15354480 |
|  | ASR Nederland NV | 50989 | &nbsp;&nbsp; 3386889 |
| #\* | Avantium NV | 1565 | &nbsp;&nbsp; 24967 |
| Ω | B&S Group SARL | 10988 | &nbsp;&nbsp; 73697 |
| \*Ω | Basic-Fit NV | 16265 | &nbsp;&nbsp; 459170 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; BE Semiconductor <br> Industries NV<br>| 10172 | &nbsp;&nbsp; 1374356 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Brunel International <br> NV<br>| 6759 | &nbsp;&nbsp; 70222 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Europacific <br> Partners PLC<br>| 33278 | &nbsp;&nbsp; 3266061 |
|  | Corbion NV | 16505 | &nbsp;&nbsp; 313229 |
| Ω | CTP NV | 25149 | &nbsp;&nbsp; 533375 |
|  | Flow Traders Ltd. | 12372 | &nbsp;&nbsp; 370564 |
|  | ForFarmers NV | 13915 | &nbsp;&nbsp; 59818 |
|  | Fugro NV | 20323 | &nbsp;&nbsp; 291328 |
|  | HAL Trust | 658 | &nbsp;&nbsp; 93369 |
|  | Havas NV | 167101 | &nbsp;&nbsp; 268419 |
|  | Heineken NV | 15108 | &nbsp;&nbsp; 1185852 |
|  | IMCD NV | 16574 | &nbsp;&nbsp; 1816687 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ING Groep NV (ING <br> US), Sponsored <br> ADR<br>| 6500 | &nbsp;&nbsp; 151840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ING Groep NV (INGA <br> NA)<br>| 196229 | &nbsp;&nbsp; 4573201 |
| \* | InPost SA | 81642 | &nbsp;&nbsp; 1172599 |
|  | JDE Peet's NV | 21232 | &nbsp;&nbsp; 629636 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Just Eat <br> Takeaway.com NV <br> (JET LN)<br>| 14482 | &nbsp;&nbsp; 331199 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Just Eat <br> Takeaway.com NV <br> (TKWY NA)<br>| 17107 | &nbsp;&nbsp; 390765 |
|  | Kendrion NV | 5103 | &nbsp;&nbsp; 62528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Ahold <br> Delhaize NV (AD <br> NA)<br>| 166464 | &nbsp;&nbsp; 6574718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke BAM <br> Groep NV<br>| 116385 | &nbsp;&nbsp; 1016069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Heijmans <br> NV<br>| 14198 | &nbsp;&nbsp; 904934 |
|  | Koninklijke KPN NV | 1505567 | &nbsp;&nbsp; 6726118 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Philips NV <br> (PHG US)<br>| 49277 | &nbsp;&nbsp; 1291057 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Philips NV <br> (PHIA NA)<br>| 57458 | &nbsp;&nbsp; $1500535 |
|  | Koninklijke Vopak NV | 20794 | &nbsp;&nbsp; 993350 |
|  | Nedap NV | 2056 | &nbsp;&nbsp; 205850 |
|  | NN Group NV | 86738 | &nbsp;&nbsp; 5840555 |
| #\* | NX Filtration NV | 1991 | &nbsp;&nbsp; 7469 |
|  | OCI NV | 25261 | &nbsp;&nbsp; 210409 |
| #\* | Pharming Group NV | 169497 | &nbsp;&nbsp; 186282 |
| # | PostNL NV | 41442 | &nbsp;&nbsp; 45189 |
|  | Prosus NV (PRX NA) | 62008 | &nbsp;&nbsp; 3542253 |
|  | Prosus NV (PRX SJ) | 1987 | &nbsp;&nbsp; 113584 |
|  | Randstad NV | 36450 | &nbsp;&nbsp; 1732448 |
|  | SBM Offshore NV | 58977 | &nbsp;&nbsp; 1538075 |
| \* | SIF Holding NV | 5614 | &nbsp;&nbsp; 54345 |
| Ω | Signify NV | 38437 | &nbsp;&nbsp; 919512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sligro Food Group <br> NV<br>| 7429 | &nbsp;&nbsp; 93902 |
|  | TKH Group NV | 15293 | &nbsp;&nbsp; 629050 |
| \* | TomTom NV | 7673 | &nbsp;&nbsp; 46195 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Universal Music <br> Group NV<br>| 66689 | &nbsp;&nbsp; 1918435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Van Lanschot Kempen <br> NV<br>| 12655 | &nbsp;&nbsp; 824288 |
|  | Wolters Kluwer NV | 27120 | &nbsp;&nbsp; 4224182 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | &nbsp;&nbsp; 100321112 |
| NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) |
|  | a2 Milk Co. Ltd.  | 56181 | &nbsp;&nbsp; 290836 |
|  | Air New Zealand Ltd. | 477980 | &nbsp;&nbsp; 163198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Auckland International <br> Airport Ltd.<br>| 67003 | &nbsp;&nbsp; 297255 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Channel Infrastructure <br> NZ Ltd.<br>| 117975 | &nbsp;&nbsp; 146571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chorus Ltd. (CNU <br> NZ)<br>| 172535 | &nbsp;&nbsp; 885320 |
|  | Contact Energy Ltd. | 127182 | &nbsp;&nbsp; 681612 |
|  | EBOS Group Ltd. | 21045 | &nbsp;&nbsp; 507125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fisher & Paykel <br> Healthcare Corp. <br> Ltd.<br>| 27438 | &nbsp;&nbsp; 594508 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Fletcher Building Ltd. <br> (FBU AU)<br>| 3423 | &nbsp;&nbsp; 6090 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fletcher Building Ltd. <br> (FBU NZ)<br>| 243118 | &nbsp;&nbsp; 433702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fonterra Co-Operative <br> Group Ltd.<br>| 20324 | &nbsp;&nbsp; 83629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Freightways Group <br> Ltd.<br>| 58334 | &nbsp;&nbsp; 382708 |
|  | Genesis Energy Ltd. | 151929 | &nbsp;&nbsp; 212970 |
| \* | Gentrack Group Ltd. | 12157 | &nbsp;&nbsp; 76219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hallenstein Glasson <br> Holdings Ltd.<br>| 26041 | &nbsp;&nbsp; 133357 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Heartland Group <br> Holdings Ltd.<br>| 248158 | &nbsp;&nbsp; 118216 |
|  | Infratil Ltd. | 38801 | &nbsp;&nbsp; 264937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Investore Property <br> Ltd.<br>| 61732 | &nbsp;&nbsp; 42507 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |
| \* | KMD Brands Ltd. | 197467 | &nbsp;&nbsp; $29531 |
|  | Mainfreight Ltd. | 7666 | &nbsp;&nbsp; 267223 |
|  | Mercury NZ Ltd. | 38398 | &nbsp;&nbsp; 139914 |
|  | Meridian Energy Ltd. | 29533 | &nbsp;&nbsp; 99286 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Napier Port Holdings <br> Ltd.<br>| 14348 | &nbsp;&nbsp; 26465 |
|  | NZME Ltd. (NZM AU) | 54459 | &nbsp;&nbsp; 37028 |
|  | NZX Ltd. | 124010 | &nbsp;&nbsp; 111714 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oceania Healthcare <br> Ltd.<br>| 238522 | &nbsp;&nbsp; 96699 |
| # | Port of Tauranga Ltd. | 37905 | &nbsp;&nbsp; 155357 |
| \* | Rakon Ltd. | 28043 | &nbsp;&nbsp; 13250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Restaurant Brands <br> New Zealand Ltd.<br>| 10978 | &nbsp;&nbsp; 18736 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ryman Healthcare <br> Ltd.<br>| 125466 | &nbsp;&nbsp; 184425 |
|  | Sanford Ltd. | 20591 | &nbsp;&nbsp; 69246 |
|  | Scales Corp. Ltd. | 45413 | &nbsp;&nbsp; 126253 |
| \* | Serko Ltd. | 3631 | &nbsp;&nbsp; 6106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skellerup Holdings <br> Ltd.<br>| 64548 | &nbsp;&nbsp; 181109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SKY Network <br> Television Ltd.<br>| 56838 | &nbsp;&nbsp; 103472 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SKYCITY <br> Entertainment <br> Group Ltd.<br>| 211225 | &nbsp;&nbsp; 126868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Spark New Zealand <br> Ltd.<br>| 125185 | &nbsp;&nbsp; 178999 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Steel & Tube Holdings <br> Ltd.<br>| 32029 | &nbsp;&nbsp; 13821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Summerset Group <br> Holdings Ltd.<br>| 96000 | &nbsp;&nbsp; 646391 |
| # | Tourism Holdings Ltd. | 44694 | &nbsp;&nbsp; 55443 |
|  | TOWER Ltd. | 123362 | &nbsp;&nbsp; 126313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Turners Automotive <br> Group Ltd.<br>| 25440 | &nbsp;&nbsp; 102486 |
|  | Vector Ltd. | 26039 | &nbsp;&nbsp; 67450 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vista Group <br> International Ltd.<br>| 32932 | &nbsp;&nbsp; 68137 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Warehouse Group <br> Ltd.<br>| 33171 | &nbsp;&nbsp; 16035 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | &nbsp;&nbsp; 8388517 |
| NORWAY — (0.5%) | NORWAY — (0.5%) | NORWAY — (0.5%) | NORWAY — (0.5%) |
|  | 2020 Bulkers Ltd. | 5584 | &nbsp;&nbsp; 68962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ABG Sundal Collier <br> Holding ASA<br>| 105016 | &nbsp;&nbsp; 71123 |
|  | AF Gruppen ASA | 9872 | &nbsp;&nbsp; 150274 |
| \* | Akastor ASA | 52076 | &nbsp;&nbsp; 61195 |
|  | Aker ASA, Class A | 1200 | &nbsp;&nbsp; 82617 |
|  | Aker BioMarine ASA | 1327 | &nbsp;&nbsp; 10205 |
|  | Aker BP ASA | 43444 | &nbsp;&nbsp; 1045116 |
|  | Aker Solutions ASA | 55357 | &nbsp;&nbsp; 163728 |
|  | Archer Ltd. | 5099 | &nbsp;&nbsp; 11637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arendals <br> Fossekompani ASA<br>| 161 | &nbsp;&nbsp; 2222 |
|  | Atea ASA | 16472 | &nbsp;&nbsp; 227022 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Austevoll Seafood <br> ASA<br>| 27631 | &nbsp;&nbsp; $254263 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; AutoStore Holdings <br> Ltd.<br>| 17990 | &nbsp;&nbsp; 12639 |
|  | B2 Impact ASA | 75199 | &nbsp;&nbsp; 115535 |
|  | Bakkafrost P | 4071 | &nbsp;&nbsp; 162613 |
|  | Bluenord ASA | 7280 | &nbsp;&nbsp; 347579 |
|  | Bonheur ASA | 7630 | &nbsp;&nbsp; 176454 |
|  | Borregaard ASA | 21124 | &nbsp;&nbsp; 407490 |
|  | Bouvet ASA | 25196 | &nbsp;&nbsp; 183321 |
| \* | BW Energy Ltd. | 4594 | &nbsp;&nbsp; 15762 |
| Ω | BW LPG Ltd. | 28644 | &nbsp;&nbsp; 380785 |
|  | BW Offshore Ltd. | 30988 | &nbsp;&nbsp; 104355 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cadeler AS (CADLR <br> NO)<br>| 13474 | &nbsp;&nbsp; 70931 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cadeler AS (CDLR <br> US), ADR<br>| 817 | &nbsp;&nbsp; 17124 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cloudberry Clean <br> Energy ASA<br>| 52744 | &nbsp;&nbsp; 69924 |
|  | DNB Bank ASA | 53478 | &nbsp;&nbsp; 1352979 |
|  | DNO ASA | 140932 | &nbsp;&nbsp; 192457 |
|  | DOF Group ASA | 6509 | &nbsp;&nbsp; 59598 |
| #Ω | Elkem ASA | 85851 | &nbsp;&nbsp; 199472 |
| Ω | Elmera Group ASA | 32302 | &nbsp;&nbsp; 106303 |
|  | Elopak ASA | 30381 | &nbsp;&nbsp; 147303 |
| \*Ω | Entra ASA | 9405 | &nbsp;&nbsp; 115490 |
|  | Equinor ASA | 118246 | &nbsp;&nbsp; 3037452 |
| Ω | Europris ASA | 64160 | &nbsp;&nbsp; 601004 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; FLEX LNG Ltd. <br> (FLNG NO)<br>| 4924 | &nbsp;&nbsp; 122458 |
| # | Frontline PLC | 22423 | &nbsp;&nbsp; 412903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gjensidige Forsikring <br> ASA<br>| 3393 | &nbsp;&nbsp; 89248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Golden Ocean Group <br> Ltd.<br>| 18247 | &nbsp;&nbsp; 150575 |
| #\* | Grieg Seafood ASA | 10179 | &nbsp;&nbsp; 67745 |
|  | Hafnia Ltd. | 70806 | &nbsp;&nbsp; 389121 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Hexagon Composites <br> ASA<br>| 27404 | &nbsp;&nbsp; 45279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hoegh Autoliners <br> ASA<br>| 37835 | &nbsp;&nbsp; 380208 |
| Ω | Kid ASA | 10802 | &nbsp;&nbsp; 152549 |
|  | Kitron ASA | 41228 | &nbsp;&nbsp; 250756 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Klaveness <br> Combination <br> Carriers ASA<br>| 6871 | &nbsp;&nbsp; 46526 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kongsberg Automotive <br> ASA<br>| 238423 | &nbsp;&nbsp; 34236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kongsberg Gruppen <br> ASA<br>| 14970 | &nbsp;&nbsp; 447350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leroy Seafood Group <br> ASA<br>| 18430 | &nbsp;&nbsp; 83839 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LINK Mobility Group <br> Holding ASA<br>| 51065 | &nbsp;&nbsp; 162924 |
|  | Magnora ASA | 12127 | &nbsp;&nbsp; 27843 |
|  | Medistim ASA | 2742 | &nbsp;&nbsp; 57600 |
|  | Mowi ASA | 13640 | &nbsp;&nbsp; 254079 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MPC Container Ships <br> ASA<br>| 89881 | &nbsp;&nbsp; $165273 |
| Ω | Multiconsult ASA | 4197 | &nbsp;&nbsp; 86701 |
| \* | Napatech AS | 3160 | &nbsp;&nbsp; 7626 |
| #\* | NEL ASA | 84582 | &nbsp;&nbsp; 21532 |
|  | Norbit ASA | 7952 | &nbsp;&nbsp; 158025 |
| \* | Nordic Mining ASA | 12200 | &nbsp;&nbsp; 27607 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nordic Semiconductor <br> ASA<br>| 3453 | &nbsp;&nbsp; 46944 |
|  | Norsk Hydro ASA | 81216 | &nbsp;&nbsp; 481367 |
| \*Ω | Norske Skog ASA | 19271 | &nbsp;&nbsp; 43509 |
| \* | Northern Ocean Ltd. | 20154 | &nbsp;&nbsp; 11880 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Norwegian Air Shuttle <br> ASA<br>| 62645 | &nbsp;&nbsp; 102467 |
|  | Odfjell Drilling Ltd. | 45977 | &nbsp;&nbsp; 326689 |
|  | Odfjell SE, Class A | 6204 | &nbsp;&nbsp; 76100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Odfjell Technology <br> Ltd.<br>| 10957 | &nbsp;&nbsp; 52749 |
| \* | OKEA ASA | 15569 | &nbsp;&nbsp; 26257 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Okeanis Eco Tankers <br> Corp.<br>| 3789 | &nbsp;&nbsp; 90894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Olav Thon <br> Eiendomsselskap <br> ASA<br>| 4209 | &nbsp;&nbsp; 119850 |
|  | Orkla ASA | 13548 | &nbsp;&nbsp; 142471 |
|  | Panoro Energy ASA | 26853 | &nbsp;&nbsp; 62605 |
|  | Pareto Bank ASA | 13851 | &nbsp;&nbsp; 124679 |
|  | Pexip Holding ASA | 16259 | &nbsp;&nbsp; 100891 |
| \* | PhotoCure ASA | 1570 | &nbsp;&nbsp; 9856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Protector Forsikring <br> ASA<br>| 10065 | &nbsp;&nbsp; 491409 |
|  | Rana Gruber ASA | 10326 | &nbsp;&nbsp; 71684 |
|  | Rogaland Sparebank | 1120 | &nbsp;&nbsp; 15414 |
| # | Salmar ASA | 1486 | &nbsp;&nbsp; 60196 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Salmon Evolution <br> ASA<br>| 66994 | &nbsp;&nbsp; 37584 |
| \* | SATS ASA | 37953 | &nbsp;&nbsp; 144163 |
| \*Ω | Scatec ASA | 29500 | &nbsp;&nbsp; 292692 |
|  | Sea1 offshore, Inc. | 23032 | &nbsp;&nbsp; 60305 |
| # | Selvaag Bolig ASA | 11511 | &nbsp;&nbsp; 41084 |
| #\*Ω | Shelf Drilling Ltd. | 36814 | &nbsp;&nbsp; 32142 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Solstad Maritime <br> Holding AS<br>| 25802 | &nbsp;&nbsp; 62392 |
| \* | Solstad Offshore ASA | 11178 | &nbsp;&nbsp; 54291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SpareBank 1 <br> Helgeland<br>| 832 | &nbsp;&nbsp; 15209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sparebank 1 <br> Oestlandet<br>| 11518 | &nbsp;&nbsp; 214640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SpareBank 1 <br> Sor-Norge ASA<br>| 28743 | &nbsp;&nbsp; 503421 |
|  | Sparebanken More | 7775 | &nbsp;&nbsp; 79637 |
|  | Stolt-Nielsen Ltd. | 9437 | &nbsp;&nbsp; 276148 |
|  | Storebrand ASA | 82626 | &nbsp;&nbsp; 1173312 |
|  | Subsea 7 SA | 32553 | &nbsp;&nbsp; 630843 |
|  | Telenor ASA | 37309 | &nbsp;&nbsp; 572354 |
|  | TGS ASA | 42150 | &nbsp;&nbsp; 309669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOMRA Systems <br> ASA<br>| 12707 | &nbsp;&nbsp; 176501 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
|  | Var Energi ASA | 53628 | &nbsp;&nbsp; $183695 |
|  | Veidekke ASA | 36972 | &nbsp;&nbsp; 587616 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Vend Marketplaces <br> ASA<br>| 2018 | &nbsp;&nbsp; 79655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vend Marketplaces <br> ASA, Class B<br>| 1886 | &nbsp;&nbsp; 70864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wallenius Wilhelmsen <br> ASA<br>| 29037 | &nbsp;&nbsp; 259770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wilh Wilhelmsen <br> Holding ASA, <br> Class A<br>| 4613 | &nbsp;&nbsp; 212872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wilh Wilhelmsen <br> Holding ASA, <br> Class B<br>| 281 | &nbsp;&nbsp; 12041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yara International <br> ASA<br>| 10170 | &nbsp;&nbsp; 375956 |
| \* | Zaptec ASA | 3296 | &nbsp;&nbsp; 7679 |
| TOTAL NORWAY | TOTAL NORWAY |  | &nbsp;&nbsp; 22591383 |
| PERU — (0.0%) | PERU — (0.0%) | PERU — (0.0%) | PERU — (0.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cementos Pacasmayo <br> SAA, ADR<br>| 3792 | &nbsp;&nbsp; 23889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia de Minas <br> Buenaventura SAA, <br> ADR<br>| 1300 | &nbsp;&nbsp; 22113 |
|  | Credicorp Ltd. | 1916 | &nbsp;&nbsp; 454092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intercorp Financial <br> Services, Inc.<br>| 1299 | &nbsp;&nbsp; 46842 |
| TOTAL PERU | TOTAL PERU |  | &nbsp;&nbsp; 546936 |
| PHILIPPINES — (0.2%) | PHILIPPINES — (0.2%) | PHILIPPINES — (0.2%) | PHILIPPINES — (0.2%) |
| \* | 8990 Holdings, Inc. | 177700 | &nbsp;&nbsp; 31020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aboitiz Equity <br> Ventures, Inc.<br>| 203820 | &nbsp;&nbsp; 110749 |
|  | Aboitiz Power Corp. | 127900 | &nbsp;&nbsp; 94588 |
|  | ACEN Corp. | 2075821 | &nbsp;&nbsp; 88788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alliance Global Group, <br> Inc.<br>| 791500 | &nbsp;&nbsp; 104542 |
|  | Apex Mining Co., Inc. | 1093000 | &nbsp;&nbsp; 107062 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atlas Consolidated <br> Mining & <br> Development Corp.<br>| 10800 | &nbsp;&nbsp; 692 |
|  | Ayala Corp. | 21495 | &nbsp;&nbsp; 217163 |
|  | Ayala Land, Inc. | 593700 | &nbsp;&nbsp; 253662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of the Philippine <br> Islands<br>| 179528 | &nbsp;&nbsp; 363647 |
|  | BDO Unibank, Inc. | 367599 | &nbsp;&nbsp; 897355 |
|  | Belle Corp. | 1052000 | &nbsp;&nbsp; 27059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bloomberry Resorts <br> Corp.<br>| 755200 | &nbsp;&nbsp; 52476 |
| \* | Cebu Air, Inc. | 41200 | &nbsp;&nbsp; 24973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Century Pacific Food, <br> Inc.<br>| 312700 | &nbsp;&nbsp; 198203 |
|  | China Banking Corp. | 339992 | &nbsp;&nbsp; 381926 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Converge Information <br> & Communications <br> Technology <br> Solutions, Inc.<br>| 626800 | &nbsp;&nbsp; $191806 |
|  | Cosco Capital, Inc. | 487200 | &nbsp;&nbsp; 58290 |
|  | D&L Industries, Inc. | 433400 | &nbsp;&nbsp; 37671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DigiPlus Interactive <br> Corp.<br>| 40900 | &nbsp;&nbsp; 17631 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DITO CME Holdings <br> Corp.<br>| 784000 | &nbsp;&nbsp; 14643 |
|  | DMCI Holdings, Inc. | 665500 | &nbsp;&nbsp; 116926 |
|  | DoubleDragon Corp. | 260700 | &nbsp;&nbsp; 43324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; East West Banking <br> Corp.<br>| 202850 | &nbsp;&nbsp; 43073 |
|  | Emperador, Inc. | 83300 | &nbsp;&nbsp; 23113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Philippine <br> Holdings Corp.<br>| 64910 | &nbsp;&nbsp; 87564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ginebra San Miguel, <br> Inc.<br>| 18440 | &nbsp;&nbsp; 90432 |
|  | Globe Telecom, Inc. | 3609 | &nbsp;&nbsp; 103184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GT Capital Holdings, <br> Inc.<br>| 22388 | &nbsp;&nbsp; 229769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Container <br> Terminal Services, <br> Inc.<br>| 53530 | &nbsp;&nbsp; 411025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JG Summit Holdings, <br> Inc.<br>| 446466 | &nbsp;&nbsp; 160437 |
|  | Jollibee Foods Corp. | 57750 | &nbsp;&nbsp; 214509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keepers Holdings, <br> Inc.<br>| 341000 | &nbsp;&nbsp; 14663 |
|  | LT Group, Inc. | 624500 | &nbsp;&nbsp; 139831 |
|  | Manila Electric Co. | 13600 | &nbsp;&nbsp; 125165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Manila Water Co., <br> Inc.<br>| 276900 | &nbsp;&nbsp; 174528 |
|  | Megaworld Corp. | 2379600 | &nbsp;&nbsp; 81039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Bank & <br> Trust Co.<br>| 218306 | &nbsp;&nbsp; 277215 |
| Ω | Monde Nissin Corp. | 141900 | &nbsp;&nbsp; 18194 |
|  | Nickel Asia Corp. | 1306480 | &nbsp;&nbsp; 50285 |
|  | Petron Corp. | 1056700 | &nbsp;&nbsp; 44431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Philcomsat Holdings <br> Corp.<br>| 23890 | &nbsp;&nbsp; 43809 |
|  | Philex Mining Corp. | 510400 | &nbsp;&nbsp; 49307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Philippine National <br> Bank<br>| 128372 | &nbsp;&nbsp; 138702 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Philippine Seven <br> Corp.<br>| 19620 | &nbsp;&nbsp; 17866 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Phoenix Petroleum <br> Philippines, Inc.<br>| 107200 | &nbsp;&nbsp; 1433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PLDT, Inc. (PHI US), <br> Sponsored ADR<br>| 839 | &nbsp;&nbsp; 19364 |
|  | PLDT, Inc. (TEL PM) | 8860 | &nbsp;&nbsp; 200097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Puregold Price Club, <br> Inc.<br>| 253800 | &nbsp;&nbsp; 173968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rizal Commercial <br> Banking Corp.<br>| 104115 | &nbsp;&nbsp; 44555 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Robinsons Land <br> Corp.<br>| 419738 | &nbsp;&nbsp; $104207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Robinsons Retail <br> Holdings, Inc.<br>| 67680 | &nbsp;&nbsp; 44103 |
|  | San Miguel Corp. | 104660 | &nbsp;&nbsp; 128949 |
|  | Security Bank Corp. | 99670 | &nbsp;&nbsp; 129682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Semirara Mining & <br> Power Corp.<br>| 273080 | &nbsp;&nbsp; 154413 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shakey's Pizza Asia <br> Ventures, Inc.<br>| 84300 | &nbsp;&nbsp; 11699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SM Investments <br> Corp.<br>| 2270 | &nbsp;&nbsp; 31728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SM Prime Holdings, <br> Inc.<br>| 203700 | &nbsp;&nbsp; 80862 |
|  | SSI Group, Inc. | 143000 | &nbsp;&nbsp; 7313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STI Education <br> Systems Holdings, <br> Inc.<br>| 431000 | &nbsp;&nbsp; 10327 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Synergy Grid & <br> Development Phils, <br> Inc.<br>| 247500 | &nbsp;&nbsp; 48784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Union Bank of the <br> Philippines<br>| 196148 | &nbsp;&nbsp; 107424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Robina <br> Corp.<br>| 125380 | &nbsp;&nbsp; 189898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vista Land & <br> Lifescapes, Inc.<br>| 1160900 | &nbsp;&nbsp; 29065 |
|  | Vistamalls, Inc. | 88000 | &nbsp;&nbsp; 2262 |
|  | Wilcon Depot, Inc. | 287300 | &nbsp;&nbsp; 49263 |
| TOTAL PHILIPPINES | TOTAL PHILIPPINES |  | &nbsp;&nbsp; 7541733 |
| POLAND — (0.4%) | POLAND — (0.4%) | POLAND — (0.4%) | POLAND — (0.4%) |
| \* | 11 bit studios SA | 69 | &nbsp;&nbsp; 3471 |
|  | AB SA | 2766 | &nbsp;&nbsp; 69411 |
| \* | Action SA | 5598 | &nbsp;&nbsp; 39326 |
| \* | Agora SA | 12934 | &nbsp;&nbsp; 31788 |
|  | Alior Bank SA | 46733 | &nbsp;&nbsp; 1259120 |
| \*Ω | Allegro.eu SA | 17418 | &nbsp;&nbsp; 170860 |
|  | Amica SA | 2272 | &nbsp;&nbsp; 34901 |
|  | AmRest Holdings SE | 23304 | &nbsp;&nbsp; 88805 |
|  | Arctic Paper SA | 9228 | &nbsp;&nbsp; 28079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASBISc Enterprises <br> PLC<br>| 13274 | &nbsp;&nbsp; 96281 |
|  | Asseco Poland SA | 18130 | &nbsp;&nbsp; 978117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asseco South Eastern <br> Europe SA<br>| 3111 | &nbsp;&nbsp; 63814 |
| # | Auto Partner SA | 17966 | &nbsp;&nbsp; 95816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Handlowy w <br> Warszawie SA<br>| 10468 | &nbsp;&nbsp; 305236 |
| \* | Bank Millennium SA | 70399 | &nbsp;&nbsp; 273797 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Ochrony <br> Srodowiska SA<br>| 20762 | &nbsp;&nbsp; 56914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Polska Kasa <br> Opieki SA<br>| 23488 | &nbsp;&nbsp; 1275477 |
|  | Benefit Systems SA | 723 | &nbsp;&nbsp; 654896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BNPP Bank Polska <br> SA<br>| 2406 | &nbsp;&nbsp; 66324 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) |
| # | Boryszew SA | 29053 | &nbsp;&nbsp; $46824 |
| # | Budimex SA | 2184 | &nbsp;&nbsp; 326849 |
| \* | CCC SA | 8341 | &nbsp;&nbsp; 428568 |
|  | CD Projekt SA | 2091 | &nbsp;&nbsp; 139658 |
| \* | Celon Pharma SA | 3548 | &nbsp;&nbsp; 21956 |
| \* | CI Games SA | 23337 | &nbsp;&nbsp; 17606 |
| #\* | Cognor Holding SA | 32298 | &nbsp;&nbsp; 60204 |
|  | Cyber Folks SA | 2370 | &nbsp;&nbsp; 113452 |
| \* | Cyfrowy Polsat SA | 54133 | &nbsp;&nbsp; 217310 |
| \* | Datawalk SA | 452 | &nbsp;&nbsp; 12792 |
|  | Develia SA | 101233 | &nbsp;&nbsp; 225594 |
| \*Ω | Dino Polska SA | 40090 | &nbsp;&nbsp; 528713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dom Development <br> SA<br>| 2718 | &nbsp;&nbsp; 170075 |
| #\* | Echo Investment SA | 10592 | &nbsp;&nbsp; 15034 |
|  | Elektrotim SA | 885 | &nbsp;&nbsp; 11956 |
| \* | Enea SA | 102173 | &nbsp;&nbsp; 516170 |
| # | Eurocash SA | 16735 | &nbsp;&nbsp; 36082 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fabryki Mebli Forte <br> SA<br>| 3906 | &nbsp;&nbsp; 29448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Globe Trade Centre <br> SA<br>| 30781 | &nbsp;&nbsp; 34918 |
| \* | Grupa Azoty SA | 12480 | &nbsp;&nbsp; 62027 |
|  | Grupa Kety SA | 3397 | &nbsp;&nbsp; 790525 |
|  | Grupa Pracuj SA | 5817 | &nbsp;&nbsp; 99142 |
| \*Ω | HUUUGE, Inc. | 10756 | &nbsp;&nbsp; 55352 |
| # | ING Bank Slaski SA | 4302 | &nbsp;&nbsp; 381307 |
|  | Inter Cars SA | 1997 | &nbsp;&nbsp; 304649 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Jastrzebska Spolka <br> Weglowa SA<br>| 17979 | &nbsp;&nbsp; 112532 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; KGHM Polska Miedz <br> SA<br>| 18041 | &nbsp;&nbsp; 609952 |
|  | KRUK SA | 5490 | &nbsp;&nbsp; 601492 |
|  | LPP SA | 125 | &nbsp;&nbsp; 555170 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lubelski Wegiel <br> Bogdanka SA<br>| 4699 | &nbsp;&nbsp; 30373 |
| \* | mBank SA | 728 | &nbsp;&nbsp; 172145 |
|  | Mirbud SA | 18519 | &nbsp;&nbsp; 73617 |
| # | Mo-BRUK SA | 603 | &nbsp;&nbsp; 45257 |
| \* | Mostostal Zabrze SA | 9282 | &nbsp;&nbsp; 15538 |
|  | Neuca SA | 441 | &nbsp;&nbsp; 77993 |
|  | Newag SA | 1426 | &nbsp;&nbsp; 27494 |
|  | Orange Polska SA | 102086 | &nbsp;&nbsp; 238077 |
|  | ORLEN SA | 45363 | &nbsp;&nbsp; 1010165 |
|  | PCC Rokita SA | 524 | &nbsp;&nbsp; 9712 |
|  | Pepco Group NV | 54467 | &nbsp;&nbsp; 337479 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PGE Polska Grupa <br> Energetyczna SA<br>| 192824 | &nbsp;&nbsp; 620845 |
| \* | PKP Cargo SA | 7534 | &nbsp;&nbsp; 31053 |
|  | PlayWay SA | 336 | &nbsp;&nbsp; 24653 |
| \* | Polimex-Mostostal SA | 38961 | &nbsp;&nbsp; 47813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Powszechna Kasa <br> Oszczednosci Bank <br> Polski SA<br>| 35041 | &nbsp;&nbsp; 767275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Powszechny Zaklad <br> Ubezpieczen SA<br>| 51386 | &nbsp;&nbsp; 861280 |
|  | Rainbow Tours SA | 1244 | &nbsp;&nbsp; 44280 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Santander Bank <br> Polska SA<br>| 1780 | &nbsp;&nbsp; $259557 |
| \* | Selvita SA | 1674 | &nbsp;&nbsp; 14908 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Stalexport Autostrady <br> SA<br>| 30531 | &nbsp;&nbsp; 25525 |
|  | Synektik SA | 2522 | &nbsp;&nbsp; 144376 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tauron Polska Energia <br> SA<br>| 416659 | &nbsp;&nbsp; 924267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TEN Square Games <br> SA<br>| 1066 | &nbsp;&nbsp; 23185 |
| # | Text SA | 3006 | &nbsp;&nbsp; 46664 |
|  | Torpol SA | 4879 | &nbsp;&nbsp; 50935 |
|  | Unimot SA | 1479 | &nbsp;&nbsp; 59622 |
|  | Voxel SA | 582 | &nbsp;&nbsp; 27397 |
|  | VRG SA | 37269 | &nbsp;&nbsp; 40746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Warsaw Stock <br> Exchange<br>| 2489 | &nbsp;&nbsp; 35180 |
|  | Wawel SA | 12 | &nbsp;&nbsp; 2079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wirtualna Polska <br> Holding SA<br>| 4868 | &nbsp;&nbsp; 96911 |
| #Ω | XTB SA | 22194 | &nbsp;&nbsp; 443540 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zespol <br> Elektrocieplowni <br> Wroclawskich <br> Kogeneracja SA<br>| 1940 | &nbsp;&nbsp; 31848 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zespol Elektrowni <br> Patnow Adamow <br> Konin SA<br>| 2391 | &nbsp;&nbsp; 14932 |
| TOTAL POLAND | TOTAL POLAND |  | &nbsp;&nbsp; 18794511 |
| PORTUGAL — (0.2%) | PORTUGAL — (0.2%) | PORTUGAL — (0.2%) | PORTUGAL — (0.2%) |
| # | Altri SGPS SA | 29560 | &nbsp;&nbsp; 160874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Comercial <br> Portugues SA, <br> Class R<br>| 4162722 | &nbsp;&nbsp; 3418196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corticeira Amorim <br> SGPS SA<br>| 8194 | &nbsp;&nbsp; 72830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTT-Correios de <br> Portugal SA<br>| 23076 | &nbsp;&nbsp; 194472 |
|  | EDP Renovaveis SA | 48361 | &nbsp;&nbsp; 567792 |
|  | EDP SA (EDP PL) | 366729 | &nbsp;&nbsp; 1585135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galp Energia SGPS <br> SA<br>| 115204 | &nbsp;&nbsp; 2199847 |
|  | Ibersol SGPS SA | 8870 | &nbsp;&nbsp; 94745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jeronimo Martins <br> SGPS SA<br>| 30682 | &nbsp;&nbsp; 747955 |
|  | Mota-Engil SGPS SA | 34573 | &nbsp;&nbsp; 176659 |
| # | Navigator Co. SA | 60047 | &nbsp;&nbsp; 212078 |
|  | NOS SGPS SA | 63506 | &nbsp;&nbsp; 261780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; REN - Redes <br> Energeticas <br> Nacionais SGPS <br> SA<br>| 91426 | &nbsp;&nbsp; 310255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Semapa-Sociedade <br> de Investimento e <br> Gestao<br>| 7088 | &nbsp;&nbsp; 138745 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PORTUGAL — (Continued) | PORTUGAL — (Continued) | PORTUGAL — (Continued) | PORTUGAL — (Continued) |
|  | Sonae SGPS SA | 308562 | &nbsp;&nbsp; $445229 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | &nbsp;&nbsp; 10586592 |
| QATAR — (0.2%) | QATAR — (0.2%) | QATAR — (0.2%) | QATAR — (0.2%) |
|  | Aamal Co. | 868127 | &nbsp;&nbsp; 196135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Khaleej Takaful <br> Group QSC<br>| 72860 | &nbsp;&nbsp; 48415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Meera Consumer <br> Goods Co. QSC<br>| 26032 | &nbsp;&nbsp; 105682 |
|  | Al Rayan Bank | 728158 | &nbsp;&nbsp; 475677 |
| \* | Baladna | 200091 | &nbsp;&nbsp; 73579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barwa Real Estate <br> Co.<br>| 489975 | &nbsp;&nbsp; 377526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Bank <br> PSQC <br>| 197552 | &nbsp;&nbsp; 265326 |
|  | Doha Bank QPSC | 721345 | &nbsp;&nbsp; 484711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Doha Insurance Co. <br> QSC<br>| 102131 | &nbsp;&nbsp; 74428 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Estithmar Holding <br> QPSC<br>| 134490 | &nbsp;&nbsp; 131051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulf International <br> Services QSC<br>| 347844 | &nbsp;&nbsp; 315762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Warehousing <br> Co.<br>| 96772 | &nbsp;&nbsp; 73459 |
|  | Industries Qatar QSC | 23363 | &nbsp;&nbsp; 85229 |
|  | Lesha Bank LLC | 287795 | &nbsp;&nbsp; 146889 |
|  | Mannai Corp. QSC | 40666 | &nbsp;&nbsp; 68331 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mazaya Real Estate <br> Development <br> QPSC<br>| 281270 | &nbsp;&nbsp; 47528 |
|  | Medicare Group | 60265 | &nbsp;&nbsp; 94803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mesaieed <br> Petrochemical <br> Holding Co.<br>| 519016 | &nbsp;&nbsp; 192945 |
|  | Ooredoo QPSC | 185855 | &nbsp;&nbsp; 686842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Aluminum <br> Manufacturing Co.<br>| 521011 | &nbsp;&nbsp; 212051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Electricity & <br> Water Co. QSC<br>| 44633 | &nbsp;&nbsp; 197477 |
|  | Qatar Fuel QSC | 49111 | &nbsp;&nbsp; 205003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Gas Transport <br> Co. Ltd.<br>| 394237 | &nbsp;&nbsp; 519774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Industrial <br> Manufacturing Co. <br> QSC<br>| 72555 | &nbsp;&nbsp; 51230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Insurance Co. <br> SAQ<br>| 329469 | &nbsp;&nbsp; 189694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar International <br> Islamic Bank QSC<br>| 133173 | &nbsp;&nbsp; 406812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Islamic Bank <br> QPSC<br>| 32774 | &nbsp;&nbsp; 220805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Islamic <br> Insurance Group<br>| 22820 | &nbsp;&nbsp; 54455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar National Bank <br> QPSC<br>| 450625 | &nbsp;&nbsp; 2318298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar National <br> Cement Co. QSC<br>| 138869 | &nbsp;&nbsp; 131666 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| QATAR — (Continued) | QATAR — (Continued) | QATAR — (Continued) | QATAR — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Navigation <br> QSC<br>| 276752 | &nbsp;&nbsp; $823815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; QLM Life & Medical <br> Insurance Co. WLL<br>| 20001 | &nbsp;&nbsp; 10971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Salam International <br> Investment Ltd. <br> QSC<br>| 377474 | &nbsp;&nbsp; 74907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Development <br> Co. QSC<br>| 551610 | &nbsp;&nbsp; 156326 |
|  | Vodafone Qatar QSC | 704895 | &nbsp;&nbsp; 461574 |
| \* | Widam Food Co. | 33153 | &nbsp;&nbsp; 20179 |
|  | Zad Holding Co. | 3845 | &nbsp;&nbsp; 15446 |
| TOTAL QATAR | TOTAL QATAR |  | &nbsp;&nbsp; 10014801 |
| RUSSIA — (0.0%) | RUSSIA — (0.0%) | RUSSIA — (0.0%) | RUSSIA — (0.0%) |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Gazprom PJSC <br> (OGZD LI), <br> Sponsored ADR<br>| 134073 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Gazprom PJSC <br> (OGZPY US), <br> Sponsored ADR<br>| 26988 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Magnitogorsk Iron & <br> Steel Works PJSC <br> (MMK LI), <br> Sponsored GDR<br>| 28061 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Mechel PJSC, <br> Sponsored ADR<br>| 6898 | &nbsp;&nbsp; 0 |
| \*†† | PhosAgro PJSC | 136 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Polyus PJSC (PLZL <br> LI), GDR<br>| 2588 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; RusHydro PJSC <br> (HYDR LI), ADR<br>| 131916 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; RusHydro PJSC <br> (RSHYY US), ADR<br>| 62793 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Sberbank of Russia <br> PJSC (SBER LI), <br> Sponsored ADR<br>| 65441 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Severstal PAO <br> (SVJTY US), GDR<br>| 14770 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Severstal PAO (SVST <br> LI), GDR<br>| 6022 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; VTB Bank PJSC <br> (VTBR LI), GDR<br>| 330257 | &nbsp;&nbsp; 0 |
| SAUDI ARABIA — (0.9%) | SAUDI ARABIA — (0.9%) | SAUDI ARABIA — (0.9%) | SAUDI ARABIA — (0.9%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abdullah Al Othaim <br> Markets Co.<br>| 126686 | &nbsp;&nbsp; 246444 |
| \* | ACWA Power Co. | 5152 | &nbsp;&nbsp; 301696 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Advanced <br> Petrochemical Co.<br>| 18991 | &nbsp;&nbsp; 156894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Babtain Power & <br> Telecommunication <br> Co.<br>| 14290 | &nbsp;&nbsp; 213563 |
|  | Al Hammadi Holding | 11852 | &nbsp;&nbsp; 114473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Hassan Ghazi <br> Ibrahim Shaker Co.<br>| 6782 | &nbsp;&nbsp; 48456 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Jouf Agricultural <br> Development Co.<br>| 1033 | &nbsp;&nbsp; $11722 |
| \* | Al Jouf Cement Co. | 9833 | &nbsp;&nbsp; 18058 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Al Khaleej Training & <br> Education Co.<br>| 12560 | &nbsp;&nbsp; 81892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Moammar <br> Information <br> Systems Co.<br>| 1155 | &nbsp;&nbsp; 39903 |
|  | Al Rajhi Bank | 143679 | &nbsp;&nbsp; 3622732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Yamamah Steel <br> Industries Co.<br>| 5821 | &nbsp;&nbsp; 53427 |
|  | Alamar Foods | 4350 | &nbsp;&nbsp; 59733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alandalus Property <br> Co.<br>| 9476 | &nbsp;&nbsp; 49332 |
|  | Alaseel Co. | 63346 | &nbsp;&nbsp; 64374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aldrees Petroleum & <br> Transport Services <br> Co.<br>| 17459 | &nbsp;&nbsp; 554558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al-Etihad Cooperative <br> Insurance Co.<br>| 12241 | &nbsp;&nbsp; 41056 |
|  | Alinma Bank | 182002 | &nbsp;&nbsp; 1251539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AlJazira Takaful <br> Ta'awuni Co.<br>| 14040 | &nbsp;&nbsp; 47678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AlKhorayef Water & <br> Power Technologies <br> Co.<br>| 3510 | &nbsp;&nbsp; 120798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Allianz Saudi Fransi <br> Cooperative <br> Insurance Co.<br>| 11757 | &nbsp;&nbsp; 44424 |
|  | Almarai Co. JSC | 84210 | &nbsp;&nbsp; 1073988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Almunajem Foods <br> Co.<br>| 1408 | &nbsp;&nbsp; 24910 |
|  | Alujain Corp. | 11647 | &nbsp;&nbsp; 113690 |
|  | Arab National Bank | 120306 | &nbsp;&nbsp; 695951 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arabia Insurance <br> Cooperative Co.<br>| 4637 | &nbsp;&nbsp; 13962 |
|  | Arabian Cement Co. | 17316 | &nbsp;&nbsp; 95126 |
| Ω | Arabian Centres Co. | 25688 | &nbsp;&nbsp; 141984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arabian Contracting <br> Services Co.<br>| 1109 | &nbsp;&nbsp; 28528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arabian Internet & <br> Communications <br> Services Co.<br>| 4461 | &nbsp;&nbsp; 283410 |
|  | Arabian Pipes Co. | 28040 | &nbsp;&nbsp; 44306 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arabian Shield <br> Cooperative <br> Insurance Co.<br>| 5123 | &nbsp;&nbsp; 20166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arriyadh Development <br> Co.<br>| 23530 | &nbsp;&nbsp; 200558 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ARTEX Industrial <br> Investment Co.<br>| 16986 | &nbsp;&nbsp; 58208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astra Industrial Group <br> Co.<br>| 8086 | &nbsp;&nbsp; 301442 |
|  | Ataa Educational Co. | 2664 | &nbsp;&nbsp; 43418 |
|  | Bank AlBilad | 131708 | &nbsp;&nbsp; 911921 |
| \* | Bank Al-Jazira | 178683 | &nbsp;&nbsp; 596847 |
|  | Banque Saudi Fransi | 132858 | &nbsp;&nbsp; 606992 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Basic Chemical <br> Industries Ltd.<br>| 3936 | &nbsp;&nbsp; $27506 |
|  | Bawan Co. | 9685 | &nbsp;&nbsp; 134978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BinDawood Holding <br> Co.<br>| 82885 | &nbsp;&nbsp; 130885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bupa Arabia for <br> Cooperative <br> Insurance Co.<br>| 12408 | &nbsp;&nbsp; 557360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Catrion Catering <br> Holding Co.<br>| 15453 | &nbsp;&nbsp; 466675 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chubb Arabia <br> Cooperative <br> Insurance Co.<br>| 2880 | &nbsp;&nbsp; 25358 |
|  | City Cement Co. | 27332 | &nbsp;&nbsp; 121791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Co. for Cooperative <br> Insurance <br>| 8933 | &nbsp;&nbsp; 319489 |
|  | Dallah Healthcare Co. | 2932 | &nbsp;&nbsp; 106200 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dar Al Arkan Real <br> Estate Development <br> Co.<br>| 187611 | &nbsp;&nbsp; 954347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dr. Sulaiman Al Habib <br> Medical Services <br> Group Co.<br>| 9322 | &nbsp;&nbsp; 651104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; East Pipes Integrated <br> Co. for Industry<br>| 4748 | &nbsp;&nbsp; 136207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastern Province <br> Cement Co.<br>| 17399 | &nbsp;&nbsp; 127921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electrical Industries <br> Co.<br>| 221800 | &nbsp;&nbsp; 530414 |
| \* | Emaar Economic City | 65967 | &nbsp;&nbsp; 220547 |
|  | Etihad Etisalat Co. | 121849 | &nbsp;&nbsp; 1986706 |
| \* | Fitaihi Holding Group | 53140 | &nbsp;&nbsp; 46422 |
|  | Gulf Insurance Group | 5785 | &nbsp;&nbsp; 38014 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Union <br> Cooperative <br> Insurance Co.<br>| 11598 | &nbsp;&nbsp; 43435 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Herfy Food Services <br> Co.<br>| 6369 | &nbsp;&nbsp; 42563 |
|  | Jarir Marketing Co. | 94840 | &nbsp;&nbsp; 324623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leejam Sports Co. <br> JSC<br>| 6450 | &nbsp;&nbsp; 243715 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mediterranean & Gulf <br> Cooperative <br> Insurance & <br> Reinsurance Co.<br>| 14458 | &nbsp;&nbsp; 65138 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Middle East <br> Healthcare Co.<br>| 8457 | &nbsp;&nbsp; 126775 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Middle East Paper <br> Co.<br>| 16242 | &nbsp;&nbsp; 120461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Middle East <br> Specialized Cables <br> Co.<br>| 7836 | &nbsp;&nbsp; 69633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mobile <br> Telecommunications <br> Co. Saudi Arabia<br>| 140306 | &nbsp;&nbsp; 388681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mouwasat Medical <br> Services Co.<br>| 10863 | &nbsp;&nbsp; 219636 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  | Nahdi Medical Co. | 8206 | &nbsp;&nbsp; $270715 |
| \* | Najran Cement Co. | 24708 | &nbsp;&nbsp; 53508 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Agriculture <br> Development Co. <br>| 52908 | &nbsp;&nbsp; 289652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Co. for Glass <br> Industries <br>| 7092 | &nbsp;&nbsp; 76512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Co. for <br> Learning & <br> Education<br>| 2634 | &nbsp;&nbsp; 117306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Gas & <br> Industrialization Co.<br>| 7898 | &nbsp;&nbsp; 159988 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National <br> Industrialization Co.<br>| 121274 | &nbsp;&nbsp; 310694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Medical Care <br> Co.<br>| 3319 | &nbsp;&nbsp; 143665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northern Region <br> Cement Co.<br>| 31034 | &nbsp;&nbsp; 66854 |
|  | Qassim Cement Co. | 15343 | &nbsp;&nbsp; 188374 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rabigh Refining & <br> Petrochemical Co.<br>| 68556 | &nbsp;&nbsp; 129806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Retal Urban <br> Development Co.<br>| 22605 | &nbsp;&nbsp; 89254 |
|  | Riyad Bank | 151061 | &nbsp;&nbsp; 1133487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riyadh Cables Group <br> Co.<br>| 3109 | &nbsp;&nbsp; 108447 |
|  | Riyadh Cement Co. | 5504 | &nbsp;&nbsp; 46551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SABIC Agri-Nutrients <br> Co.<br>| 24772 | &nbsp;&nbsp; 785757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sahara International <br> Petrochemical Co.<br>| 103655 | &nbsp;&nbsp; 494035 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabian Amiantit <br> Co.<br>| 6391 | &nbsp;&nbsp; 35139 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabian Mining <br> Co.<br>| 37616 | &nbsp;&nbsp; 520062 |
| Ω | Saudi Arabian Oil Co. | 250560 | &nbsp;&nbsp; 1621286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Aramco Base <br> Oil Co.<br>| 8944 | &nbsp;&nbsp; 248185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Automotive <br> Services Co.<br>| 12967 | &nbsp;&nbsp; 177765 |
|  | Saudi Awwal Bank | 103659 | &nbsp;&nbsp; 893532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Basic Industries <br> Corp.<br>| 41059 | &nbsp;&nbsp; 597972 |
|  | Saudi Cement Co. | 23641 | &nbsp;&nbsp; 241026 |
| \* | Saudi Ceramic Co. | 14470 | &nbsp;&nbsp; 117668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Chemical Co. <br> Holding<br>| 63392 | &nbsp;&nbsp; 128419 |
|  | Saudi Electricity Co. | 54073 | &nbsp;&nbsp; 212627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Industrial <br> Investment Group<br>| 58330 | &nbsp;&nbsp; 279110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Investment <br> Bank <br>| 142290 | &nbsp;&nbsp; 545218 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Kayan <br> Petrochemical Co.<br>| 128874 | &nbsp;&nbsp; 156748 |
| \* | Saudi Marketing Co. | 6069 | &nbsp;&nbsp; 27116 |
|  | Saudi National Bank  | 204061 | &nbsp;&nbsp; 2036344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Paper <br> Manufacturing Co.<br>| 5788 | &nbsp;&nbsp; 85088 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Pharmaceutical <br> Industries & Medical <br> Appliances Corp.<br>| 12952 | &nbsp;&nbsp; $83113 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Printing & <br> Packaging Co.<br>| 11187 | &nbsp;&nbsp; 34404 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Public Transport <br> Co.<br>| 20899 | &nbsp;&nbsp; 74375 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Real Estate <br> Co.<br>| 28937 | &nbsp;&nbsp; 141767 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Reinsurance <br> Co.<br>| 16594 | &nbsp;&nbsp; 200833 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Research & <br> Media Group<br>| 2673 | &nbsp;&nbsp; 130871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Tadawul Group <br> Holding Co.<br>| 1530 | &nbsp;&nbsp; 66717 |
|  | Saudi Telecom Co. | 92984 | &nbsp;&nbsp; 1040834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudia Dairy & <br> Foodstuff Co.<br>| 4505 | &nbsp;&nbsp; 315659 |
| \* | Savola Group  | 16386 | &nbsp;&nbsp; 108050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Scientific & Medical <br> Equipment House <br> Co.<br>| 2225 | &nbsp;&nbsp; 21005 |
| \* | Seera Group Holding | 71283 | &nbsp;&nbsp; 490503 |
| \* | Shams | 204398 | &nbsp;&nbsp; 52183 |
| \* | SHL Finance Co. | 5242 | &nbsp;&nbsp; 32547 |
| \* | Sinad Holding Co. | 25623 | &nbsp;&nbsp; 73515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Province <br> Cement Co.<br>| 16673 | &nbsp;&nbsp; 116787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sustained <br> Infrastructure <br> Holding Co.<br>| 14458 | &nbsp;&nbsp; 128073 |
|  | Tabuk Cement Co. | 20594 | &nbsp;&nbsp; 57242 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Takween Advanced <br> Industries Co.<br>| 10887 | &nbsp;&nbsp; 22716 |
|  | Tanmiah Food Co. | 1611 | &nbsp;&nbsp; 38467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Theeb Rent A Car <br> Co.<br>| 2863 | &nbsp;&nbsp; 47079 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Umm Al-Qura Cement <br> Co.<br>| 10503 | &nbsp;&nbsp; 43676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Electronics <br> Co.<br>| 11089 | &nbsp;&nbsp; 265382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United International <br> Transportation Co.<br>| 14273 | &nbsp;&nbsp; 266016 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Walaa Cooperative <br> Insurance Co.<br>| 17904 | &nbsp;&nbsp; 66581 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wataniya Insurance <br> Co.<br>| 5647 | &nbsp;&nbsp; 24421 |
|  | Yamama Cement Co. | 27549 | &nbsp;&nbsp; 241240 |
|  | Yanbu Cement Co. | 17524 | &nbsp;&nbsp; 79505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yanbu National <br> Petrochemical Co.<br>| 28091 | &nbsp;&nbsp; 228204 |
| TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA |  | &nbsp;&nbsp; 37504418 |
| SINGAPORE — (0.8%) | SINGAPORE — (0.8%) | SINGAPORE — (0.8%) | SINGAPORE — (0.8%) |
| \* | AEM Holdings Ltd. | 88476 | &nbsp;&nbsp; 109005 |
|  | Aztech Global Ltd. | 83500 | &nbsp;&nbsp; 42651 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banyan Tree Holdings <br> Ltd.<br>| 83400 | &nbsp;&nbsp; $40976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Boustead Singapore <br> Ltd.<br>| 169629 | &nbsp;&nbsp; 202285 |
|  | BRC Asia Ltd. | 18700 | &nbsp;&nbsp; 51573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bukit Sembawang <br> Estates Ltd.<br>| 36100 | &nbsp;&nbsp; 118871 |
|  | Capitaland India Trust | 234998 | &nbsp;&nbsp; 215030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CapitaLand <br> Investment Ltd.<br>| 290300 | &nbsp;&nbsp; 618282 |
|  | Centurion Corp. Ltd. | 63400 | &nbsp;&nbsp; 83238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Aviation Oil <br> Singapore Corp. <br> Ltd.<br>| 87000 | &nbsp;&nbsp; 74937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Sunsine <br> Chemical Holdings <br> Ltd.<br>| 122400 | &nbsp;&nbsp; 65837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; City Developments <br> Ltd.<br>| 109500 | &nbsp;&nbsp; 518392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ComfortDelGro Corp. <br> Ltd.<br>| 430200 | &nbsp;&nbsp; 505754 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; COSCO Shipping <br> International <br> Singapore Co. Ltd.<br>| 716400 | &nbsp;&nbsp; 68245 |
|  | CSE Global Ltd. | 157825 | &nbsp;&nbsp; 78768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DBS Group Holdings <br> Ltd.<br>| 154414 | &nbsp;&nbsp; 5667684 |
|  | Delfi Ltd. | 102000 | &nbsp;&nbsp; 65797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DFI Retail Group <br> Holdings Ltd.<br>| 61200 | &nbsp;&nbsp; 210984 |
| #\*†† | Ezion Holdings Ltd. | 794350 | &nbsp;&nbsp; 0 |
| #\*†† | Ezra Holdings Ltd. | 510429 | &nbsp;&nbsp; 0 |
|  | Far East Orchard Ltd. | 66719 | &nbsp;&nbsp; 59108 |
|  | First Resources Ltd. | 176500 | &nbsp;&nbsp; 205924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Food Empire Holdings <br> Ltd.<br>| 81000 | &nbsp;&nbsp; 146391 |
|  | Fraser & Neave Ltd. | 85800 | &nbsp;&nbsp; 94300 |
|  | Frasers Property Ltd. | 112900 | &nbsp;&nbsp; 81564 |
| # | Frencken Group Ltd. | 123300 | &nbsp;&nbsp; 156447 |
| \* | Gallant Venture Ltd. | 211200 | &nbsp;&nbsp; 13650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genting Singapore <br> Ltd.<br>| 1207200 | &nbsp;&nbsp; 680962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Geo Energy <br> Resources Ltd.<br>| 295000 | &nbsp;&nbsp; 76905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Golden <br> Agri-Resources <br> Ltd.<br>| 2347900 | &nbsp;&nbsp; 459611 |
|  | GuocoLand Ltd. | 82500 | &nbsp;&nbsp; 107228 |
|  | Haw Par Corp. Ltd. | 35700 | &nbsp;&nbsp; 380779 |
|  | Ho Bee Land Ltd. | 67800 | &nbsp;&nbsp; 105887 |
|  | Hong Fok Corp. Ltd. | 140600 | &nbsp;&nbsp; 87500 |
|  | Hong Leong Asia Ltd. | 103800 | &nbsp;&nbsp; 130809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Leong Finance <br> Ltd.<br>| 84700 | &nbsp;&nbsp; 176745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hongkong Land <br> Holdings Ltd.<br>| 165600 | &nbsp;&nbsp; 1000345 |
|  | Hour Glass Ltd. | 68900 | &nbsp;&nbsp; 106619 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | HRnetgroup Ltd. | 32200 | &nbsp;&nbsp; $17339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hutchison Port <br> Holdings Trust<br>| 1467000 | &nbsp;&nbsp; 292430 |
| \*†† | Hyflux Ltd. | 178500 | &nbsp;&nbsp; 0 |
|  | iFAST Corp. Ltd. | 32100 | &nbsp;&nbsp; 223343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indofood Agri <br> Resources Ltd.<br>| 169600 | &nbsp;&nbsp; 44448 |
|  | ISDN Holdings Ltd. | 72898 | &nbsp;&nbsp; 20757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jardine Cycle & <br> Carriage Ltd.<br>| 24933 | &nbsp;&nbsp; 504888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keppel Infrastructure <br> Trust<br>| 863573 | &nbsp;&nbsp; 292006 |
|  | Keppel Ltd. | 190800 | &nbsp;&nbsp; 1239596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mandarin Oriental <br> International Ltd.<br>| 12600 | &nbsp;&nbsp; 24899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marco Polo Marine <br> Ltd.<br>| 1450800 | &nbsp;&nbsp; 64794 |
|  | Metro Holdings Ltd. | 175700 | &nbsp;&nbsp; 58879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Micro-Mechanics <br> Holdings Ltd.<br>| 3800 | &nbsp;&nbsp; 5371 |
| \*†† | Midas Holdings Ltd. | 408200 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanofilm Technologies <br> International Ltd.<br>| 62800 | &nbsp;&nbsp; 35328 |
|  | Netlink NBN Trust | 524300 | &nbsp;&nbsp; 361203 |
|  | Olam Group Ltd. | 278245 | &nbsp;&nbsp; 222507 |
|  | OUE Ltd. | 86100 | &nbsp;&nbsp; 74153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oversea-Chinese <br> Banking Corp. Ltd.<br>| 182911 | &nbsp;&nbsp; 2370373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Century <br> Regional <br> Developments Ltd.<br>| 64700 | &nbsp;&nbsp; 21693 |
|  | Pan-United Corp. Ltd. | 70025 | &nbsp;&nbsp; 53259 |
|  | Propnex Ltd. | 58500 | &nbsp;&nbsp; 62067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Q&M Dental Group <br> Singapore Ltd.<br>| 52200 | &nbsp;&nbsp; 15863 |
|  | QAF Ltd. | 86800 | &nbsp;&nbsp; 59091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Raffles Medical Group <br> Ltd.<br>| 80110 | &nbsp;&nbsp; 60900 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rex International <br> Holding Ltd.<br>| 260800 | &nbsp;&nbsp; 39363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riverstone Holdings <br> Ltd.<br>| 161000 | &nbsp;&nbsp; 87324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samudera Shipping <br> Line Ltd.<br>| 95100 | &nbsp;&nbsp; 75960 |
|  | SATS Ltd. | 149029 | &nbsp;&nbsp; 363637 |
|  | SBS Transit Ltd. | 21100 | &nbsp;&nbsp; 50953 |
|  | Seatrium Ltd. | 463056 | &nbsp;&nbsp; 804773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sembcorp Industries <br> Ltd.<br>| 200696 | &nbsp;&nbsp; 1193356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sheng Siong Group <br> Ltd.<br>| 252400 | &nbsp;&nbsp; 407445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SIA Engineering Co. <br> Ltd.<br>| 26200 | &nbsp;&nbsp; 61910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singapore Airlines <br> Ltd.<br>| 350750 | &nbsp;&nbsp; 1832024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singapore Exchange <br> Ltd.<br>| 115100 | &nbsp;&nbsp; 1411310 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singapore Land <br> Group Ltd.<br>| 40200 | &nbsp;&nbsp; $82467 |
|  | Singapore Post Ltd. | 412400 | &nbsp;&nbsp; 154943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singapore <br> Technologies <br> Engineering Ltd.<br>| 190300 | &nbsp;&nbsp; 1280201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singapore <br> Telecommunications <br> Ltd.<br>| 71900 | &nbsp;&nbsp; 214273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stamford Land Corp. <br> Ltd.<br>| 115570 | &nbsp;&nbsp; 38732 |
|  | StarHub Ltd. | 183700 | &nbsp;&nbsp; 174022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Straits Trading Co. <br> Ltd.<br>| 57015 | &nbsp;&nbsp; 70652 |
| \*†† | Swiber Holdings Ltd. | 29250 | &nbsp;&nbsp; 0 |
|  | Tai Sin Electric Ltd. | 50690 | &nbsp;&nbsp; 21636 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Thomson Medical <br> Group Ltd.<br>| 518900 | &nbsp;&nbsp; 20782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tuan Sing Holdings <br> Ltd.<br>| 239344 | &nbsp;&nbsp; 52243 |
|  | UMS Integration Ltd. | 120500 | &nbsp;&nbsp; 140318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Overseas Bank <br> Ltd.<br>| 140716 | &nbsp;&nbsp; 3909476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UOB-Kay Hian <br> Holdings Ltd.<br>| 77089 | &nbsp;&nbsp; 139157 |
|  | UOL Group Ltd. | 115400 | &nbsp;&nbsp; 610026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valuetronics Holdings <br> Ltd.<br>| 150680 | &nbsp;&nbsp; 89791 |
|  | Venture Corp. Ltd. | 79600 | &nbsp;&nbsp; 789571 |
|  | Vicom Ltd. | 51600 | &nbsp;&nbsp; 63544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wilmar International <br> Ltd.<br>| 232300 | &nbsp;&nbsp; 525778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wing Tai Holdings <br> Ltd.<br>| 127300 | &nbsp;&nbsp; 133291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yangzijiang <br> Shipbuilding <br> Holdings Ltd.<br>| 565000 | &nbsp;&nbsp; 1108207 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp; 34881435 |
| SOUTH AFRICA — (1.0%) | SOUTH AFRICA — (1.0%) | SOUTH AFRICA — (1.0%) | SOUTH AFRICA — (1.0%) |
|  | Absa Group Ltd. | 98437 | &nbsp;&nbsp; 971654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Adcock Ingram <br> Holdings Ltd.<br>| 19437 | &nbsp;&nbsp; 73530 |
|  | Advtech Ltd. | 210953 | &nbsp;&nbsp; 377864 |
|  | AECI Ltd. | 32353 | &nbsp;&nbsp; 194232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; African Rainbow <br> Minerals Ltd.<br>| 33874 | &nbsp;&nbsp; 343504 |
|  | Afrimat Ltd. | 36493 | &nbsp;&nbsp; 83646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alexander Forbes <br> Group Holdings <br> Ltd.<br>| 103166 | &nbsp;&nbsp; 48018 |
|  | Altron Ltd., Class A | 68005 | &nbsp;&nbsp; 78616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anglogold Ashanti <br> PLC (AU US)<br>| 43909 | &nbsp;&nbsp; 2030791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aspen Pharmacare <br> Holdings Ltd.<br>| 69610 | &nbsp;&nbsp; 446774 |
|  | Astral Foods Ltd. | 12343 | &nbsp;&nbsp; 117550 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |
|  | AVI Ltd. | 86126 | &nbsp;&nbsp; $444117 |
|  | Barloworld Ltd. | 59080 | &nbsp;&nbsp; 377211 |
|  | Bid Corp. Ltd. | 36506 | &nbsp;&nbsp; 917675 |
|  | Bidvest Group Ltd. | 65921 | &nbsp;&nbsp; 857553 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blue Label Telecoms <br> Ltd.<br>| 187972 | &nbsp;&nbsp; 168183 |
| \* | Brait PLC | 472054 | &nbsp;&nbsp; 56527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capitec Bank <br> Holdings Ltd.<br>| 4226 | &nbsp;&nbsp; 819203 |
|  | Cashbuild Ltd. | 4820 | &nbsp;&nbsp; 40862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caxton & CTP <br> Publishers & <br> Printers Ltd.<br>| 20130 | &nbsp;&nbsp; 12773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; City Lodge Hotels <br> Ltd.<br>| 132868 | &nbsp;&nbsp; 30323 |
|  | Clicks Group Ltd. | 58060 | &nbsp;&nbsp; 1216095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coronation Fund <br> Managers Ltd.<br>| 58134 | &nbsp;&nbsp; 131286 |
|  | Curro Holdings Ltd. | 149798 | &nbsp;&nbsp; 71944 |
|  | DataTec Ltd. | 93935 | &nbsp;&nbsp; 307803 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Dis-Chem Pharmacies <br> Ltd.<br>| 170510 | &nbsp;&nbsp; 290441 |
|  | Discovery Ltd. | 50002 | &nbsp;&nbsp; 592938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DRDGOLD Ltd. (DRD <br> SJ)<br>| 58676 | &nbsp;&nbsp; 77870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DRDGOLD Ltd. (DRD <br> US), Sponsored <br> ADR<br>| 5253 | &nbsp;&nbsp; 70075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Exxaro Resources <br> Ltd.<br>| 60530 | &nbsp;&nbsp; 528125 |
|  | Famous Brands Ltd. | 27176 | &nbsp;&nbsp; 87828 |
|  | FirstRand Ltd. | 199117 | &nbsp;&nbsp; 845562 |
|  | Foschini Group Ltd. | 121536 | &nbsp;&nbsp; 820637 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gold Fields Ltd. (GFI <br> US), Sponsored <br> ADR<br>| 64735 | &nbsp;&nbsp; 1576945 |
|  | Grindrod Ltd. | 223994 | &nbsp;&nbsp; 142299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harmony Gold Mining <br> Co. Ltd. (HAR SJ)<br>| 114674 | &nbsp;&nbsp; 1535419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hudaco Industries <br> Ltd.<br>| 11881 | &nbsp;&nbsp; 126556 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Impala Platinum <br> Holdings Ltd.<br>| 170770 | &nbsp;&nbsp; 1614017 |
|  | Investec Ltd. | 23379 | &nbsp;&nbsp; 171674 |
|  | Italtile Ltd. | 141325 | &nbsp;&nbsp; 76632 |
|  | JSE Ltd. | 11530 | &nbsp;&nbsp; 86059 |
| \* | KAP Ltd. | 842526 | &nbsp;&nbsp; 85993 |
|  | Kumba Iron Ore Ltd. | 9628 | &nbsp;&nbsp; 158792 |
|  | Lewis Group Ltd. | 16228 | &nbsp;&nbsp; 69768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Life Healthcare Group <br> Holdings Ltd.<br>| 384427 | &nbsp;&nbsp; 282379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Merafe Resources <br> Ltd.<br>| 516286 | &nbsp;&nbsp; 34913 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Metair Investments <br> Ltd.<br>| 63223 | &nbsp;&nbsp; 20783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Momentum Group <br> Ltd.<br>| 546915 | &nbsp;&nbsp; 1036369 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |
|  | Motus Holdings Ltd. | 71205 | &nbsp;&nbsp; $364070 |
|  | Mpact Ltd. | 38245 | &nbsp;&nbsp; 52286 |
|  | Mr. Price Group Ltd. | 50343 | &nbsp;&nbsp; 582553 |
|  | MTN Group Ltd. | 258312 | &nbsp;&nbsp; 2171119 |
| \* | MultiChoice Group | 60333 | &nbsp;&nbsp; 397773 |
| \* | Nampak Ltd. | 1896 | &nbsp;&nbsp; 52193 |
|  | Naspers Ltd., Class N | 4531 | &nbsp;&nbsp; 1398639 |
|  | Nedbank Group Ltd. | 81652 | &nbsp;&nbsp; 1114259 |
|  | NEPI Rockcastle NV | 79219 | &nbsp;&nbsp; 605581 |
|  | Netcare Ltd. | 392646 | &nbsp;&nbsp; 295422 |
|  | Ninety One Ltd. | 77978 | &nbsp;&nbsp; 187534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northam Platinum <br> Holdings Ltd.<br>| 97459 | &nbsp;&nbsp; 1119492 |
| \* | Nutun Ltd. | 346149 | &nbsp;&nbsp; 26774 |
|  | Oceana Group Ltd. | 30936 | &nbsp;&nbsp; 88729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Mutual Ltd. (OMU <br> LN)<br>| 826005 | &nbsp;&nbsp; 575055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Mutual Ltd. (OMU <br> SJ)<br>| 637297 | &nbsp;&nbsp; 446959 |
|  | Omnia Holdings Ltd. | 56578 | &nbsp;&nbsp; 245199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OUTsurance Group <br> Ltd.<br>| 164462 | &nbsp;&nbsp; 696861 |
| Ω | Pepkor Holdings Ltd. | 702286 | &nbsp;&nbsp; 1054662 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pick n Pay Stores <br> Ltd.<br>| 140360 | &nbsp;&nbsp; 218474 |
|  | PPC Ltd. | 392022 | &nbsp;&nbsp; 109643 |
|  | Premier Group Ltd. | 6288 | &nbsp;&nbsp; 48447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PSG Financial <br> Services Ltd.<br>| 277462 | &nbsp;&nbsp; 357474 |
|  | Raubex Group Ltd. | 64999 | &nbsp;&nbsp; 160746 |
|  | Reunert Ltd. | 44962 | &nbsp;&nbsp; 137930 |
|  | RFG Holdings Ltd. | 59205 | &nbsp;&nbsp; 52006 |
|  | Sanlam Ltd. | 65955 | &nbsp;&nbsp; 317418 |
|  | Santam Ltd. | 12051 | &nbsp;&nbsp; 292209 |
|  | Sappi Ltd. | 101013 | &nbsp;&nbsp; 153086 |
| \* | Sasol Ltd. (SOL SJ) | 47171 | &nbsp;&nbsp; 242652 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sasol Ltd. (SSL US), <br> Sponsored ADR<br>| 12236 | &nbsp;&nbsp; 62648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shoprite Holdings <br> Ltd.<br>| 45928 | &nbsp;&nbsp; 667683 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sibanye Stillwater Ltd. <br> (SBSW US), ADR<br>| 9956 | &nbsp;&nbsp; 83236 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sibanye Stillwater Ltd. <br> (SSW SJ)<br>| 935357 | &nbsp;&nbsp; 1967321 |
|  | Southern Sun Ltd. | 209364 | &nbsp;&nbsp; 108736 |
| \* | SPAR Group Ltd.  | 67654 | &nbsp;&nbsp; 397856 |
|  | Spur Corp. Ltd. | 22560 | &nbsp;&nbsp; 44473 |
|  | Stadio Holdings Ltd. | 56617 | &nbsp;&nbsp; 27283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standard Bank Group <br> Ltd.<br>| 130345 | &nbsp;&nbsp; 1677211 |
|  | Sun International Ltd. | 72915 | &nbsp;&nbsp; 188286 |
|  | Super Group Ltd. | 83541 | &nbsp;&nbsp; 74008 |
| \* | Telkom SA SOC Ltd. | 68336 | &nbsp;&nbsp; 222074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thungela Resources <br> Ltd. (TGA LN)<br>| 4110 | &nbsp;&nbsp; 21224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thungela Resources <br> Ltd. (TGA SJ)<br>| 36148 | &nbsp;&nbsp; 184047 |
|  | Tiger Brands Ltd. | 26960 | &nbsp;&nbsp; 449793 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Truworths <br> International Ltd.<br>| 81679 | &nbsp;&nbsp; $317745 |
|  | Tsogo Sun Ltd. | 161801 | &nbsp;&nbsp; 61423 |
| \* | Valterra Platinum Ltd. | 20029 | &nbsp;&nbsp; 895595 |
|  | Vodacom Group Ltd. | 51605 | &nbsp;&nbsp; 392879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; We Buy Cars <br> Holdings Ltd.<br>| 23946 | &nbsp;&nbsp; 75852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wilson Bayly <br> Holmes-Ovcon Ltd.<br>| 20879 | &nbsp;&nbsp; 198737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Woolworths Holdings <br> Ltd.<br>| 236348 | &nbsp;&nbsp; 647539 |
|  | Zeda Ltd. | 84625 | &nbsp;&nbsp; 59208 |
| TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA |  | &nbsp;&nbsp; 42939910 |
| SOUTH KOREA — (3.6%) | SOUTH KOREA — (3.6%) | SOUTH KOREA — (3.6%) | SOUTH KOREA — (3.6%) |
| \* | 3S Korea Co. Ltd. | 8971 | &nbsp;&nbsp; 12072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ABOV Semiconductor <br> Co. Ltd.<br>| 2876 | &nbsp;&nbsp; 24048 |
| \* | Abpro Bio Co. Ltd. | 46541 | &nbsp;&nbsp; 8266 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ADTechnology Co. <br> Ltd.<br>| 1392 | &nbsp;&nbsp; 25021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Nano <br> Products Co. Ltd.<br>| 425 | &nbsp;&nbsp; 16368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Process <br> Systems Corp.<br>| 4460 | &nbsp;&nbsp; 57786 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Aekyung Chemical <br> Co. Ltd.<br>| 5635 | &nbsp;&nbsp; 48256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aekyung Industrial Co. <br> Ltd.<br>| 3212 | &nbsp;&nbsp; 38190 |
| #\* | Agabang & Co. | 8356 | &nbsp;&nbsp; 32483 |
|  | Ahnlab, Inc. | 1142 | &nbsp;&nbsp; 52597 |
| \* | Air Busan Co. Ltd. | 27505 | &nbsp;&nbsp; 40673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ajin Industrial Co. <br> Ltd.<br>| 8820 | &nbsp;&nbsp; 17597 |
| \* | Alteogen, Inc. | 1363 | &nbsp;&nbsp; 439521 |
| \* | ALUKO Co. Ltd. | 22513 | &nbsp;&nbsp; 38621 |
| \* | Amicogen, Inc. | 2692 | &nbsp;&nbsp; 7895 |
|  | Amorepacific Corp. | 1943 | &nbsp;&nbsp; 187233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amorepacific Holdings <br> Corp.<br>| 5821 | &nbsp;&nbsp; 129380 |
| \* | Ananti, Inc. | 12333 | &nbsp;&nbsp; 88099 |
| \* | Anapass, Inc. | 2227 | &nbsp;&nbsp; 29940 |
| \* | Anterogen Co. Ltd. | 1096 | &nbsp;&nbsp; 18532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aplus Asset Advisor <br> Co. Ltd.<br>| 3126 | &nbsp;&nbsp; 14174 |
|  | Asia Cement Co. Ltd. | 5003 | &nbsp;&nbsp; 51390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASIA Holdings Co. <br> Ltd.<br>| 309 | &nbsp;&nbsp; 74844 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asia Pacific Satellite, <br> Inc.<br>| 2881 | &nbsp;&nbsp; 25399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Paper <br> Manufacturing Co. <br> Ltd.<br>| 10825 | &nbsp;&nbsp; 62292 |
|  | Atec Co. Ltd. | 1583 | &nbsp;&nbsp; 15769 |
|  | ATON, Inc. | 5667 | &nbsp;&nbsp; 33933 |
|  | Avaco Co. Ltd. | 1894 | &nbsp;&nbsp; 18106 |
|  | Baiksan Co. Ltd. | 3840 | &nbsp;&nbsp; 41948 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | BGF Co. Ltd. | 10500 | &nbsp;&nbsp; $30144 |
| # | BGF retail Co. Ltd. | 2404 | &nbsp;&nbsp; 194732 |
|  | BH Co. Ltd. | 6408 | &nbsp;&nbsp; 67138 |
| \* | BHI Co. Ltd. | 3395 | &nbsp;&nbsp; 97552 |
|  | Binggrae Co. Ltd. | 2019 | &nbsp;&nbsp; 117936 |
|  | Bio Plus Co. Ltd. | 8987 | &nbsp;&nbsp; 44544 |
| \* | Bioneer Corp. | 1247 | &nbsp;&nbsp; 13487 |
|  | BioNote, Inc. | 13217 | &nbsp;&nbsp; 49756 |
| \* | BNC Korea Co. Ltd. | 5296 | &nbsp;&nbsp; 19733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BNK Financial Group, <br> Inc.<br>| 51937 | &nbsp;&nbsp; 543935 |
|  | Boditech Med, Inc. | 4479 | &nbsp;&nbsp; 45900 |
|  | Boryung | 6725 | &nbsp;&nbsp; 40835 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bosung Power <br> Technology Co. <br> Ltd.<br>| 7124 | &nbsp;&nbsp; 16083 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bukwang <br> Pharmaceutical Co. <br> Ltd.<br>| 8261 | &nbsp;&nbsp; 19211 |
|  | Byucksan Corp. | 18048 | &nbsp;&nbsp; 28985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C&C International Co. <br> Ltd.<br>| 1247 | &nbsp;&nbsp; 39535 |
|  | C&G Hi Tech Co. Ltd. | 1160 | &nbsp;&nbsp; 10353 |
| \* | Cafe24 Corp. | 4837 | &nbsp;&nbsp; 149403 |
|  | Cape Industries Ltd. | 3880 | &nbsp;&nbsp; 20645 |
|  | Caregen Co. Ltd. | 3620 | &nbsp;&nbsp; 129057 |
| \* | Celltrion Pharm, Inc. | 1516 | &nbsp;&nbsp; 58286 |
|  | Celltrion, Inc. | 1915 | &nbsp;&nbsp; 245509 |
| \* | Chabiotech Co. Ltd. | 4278 | &nbsp;&nbsp; 33976 |
|  | Cheil Worldwide, Inc. | 19008 | &nbsp;&nbsp; 271549 |
|  | Chemtronics Co. Ltd. | 4706 | &nbsp;&nbsp; 73308 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cheryong Electric Co. <br> Ltd.<br>| 3612 | &nbsp;&nbsp; 104265 |
|  | Chips&Media, Inc. | 2169 | &nbsp;&nbsp; 26408 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Choil Aluminum Co. <br> Ltd.<br>| 12350 | &nbsp;&nbsp; 13434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chong Kun Dang <br> Pharmaceutical <br> Corp.<br>| 2553 | &nbsp;&nbsp; 155124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongkundang <br> Holdings Corp.<br>| 933 | &nbsp;&nbsp; 33158 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chorokbaem Media <br> Co. Ltd.<br>| 4292 | &nbsp;&nbsp; 15786 |
| \* | CJ CGV Co. Ltd. | 30055 | &nbsp;&nbsp; 110958 |
|  | CJ CheilJedang Corp. | 2562 | &nbsp;&nbsp; 461327 |
|  | CJ Corp. | 4021 | &nbsp;&nbsp; 446979 |
| \* | CJ ENM Co. Ltd. | 2181 | &nbsp;&nbsp; 102800 |
|  | CJ Freshway Corp. | 1953 | &nbsp;&nbsp; 41050 |
|  | CJ Logistics Corp. | 2870 | &nbsp;&nbsp; 183059 |
|  | Classys, Inc. | 4375 | &nbsp;&nbsp; 181019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CLIO Cosmetics Co. <br> Ltd.<br>| 2078 | &nbsp;&nbsp; 22400 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CMG Pharmaceutical <br> Co. Ltd.<br>| 12199 | &nbsp;&nbsp; 17144 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Com2uS Holdings <br> Corp.<br>| 1562 | &nbsp;&nbsp; 25857 |
|  | Com2uSCorp | 1598 | &nbsp;&nbsp; 44320 |
|  | Coocon Corp. | 1967 | &nbsp;&nbsp; 50505 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| # | Cosmax, Inc. | 2726 | &nbsp;&nbsp; $490885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cosmecca Korea Co. <br> Ltd.<br>| 2026 | &nbsp;&nbsp; 97805 |
| \* | CosmoAM&T Co. Ltd. | 1110 | &nbsp;&nbsp; 30711 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cosmochemical Co. <br> Ltd.<br>| 2451 | &nbsp;&nbsp; 28760 |
| # | Coway Co. Ltd. | 14873 | &nbsp;&nbsp; 1160029 |
|  | Cowintech Co. Ltd. | 2594 | &nbsp;&nbsp; 23249 |
|  | CR Holdings Co. Ltd. | 9178 | &nbsp;&nbsp; 35020 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Creative & Innovative <br> System<br>| 8029 | &nbsp;&nbsp; 43456 |
|  | Creverse, Inc. | 1783 | &nbsp;&nbsp; 17770 |
|  | CS Wind Corp. | 7891 | &nbsp;&nbsp; 259713 |
| \* | CTC BIO, Inc. | 2718 | &nbsp;&nbsp; 12197 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cube Entertainment, <br> Inc.<br>| 3035 | &nbsp;&nbsp; 35673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cuckoo Holdings Co. <br> Ltd.<br>| 2711 | &nbsp;&nbsp; 59217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cuckoo Homesys Co. <br> Ltd.<br>| 2145 | &nbsp;&nbsp; 42975 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; DA Technology Co. <br> Ltd.<br>| 42635 | &nbsp;&nbsp; 1168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dae Hwa <br> Pharmaceutical Co. <br> Ltd.<br>| 1666 | &nbsp;&nbsp; 17816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dae Won Kang Up <br> Co. Ltd.<br>| 14591 | &nbsp;&nbsp; 38679 |
| \* | Daea TI Co. Ltd. | 7559 | &nbsp;&nbsp; 27800 |
|  | Daedong Corp. | 5933 | &nbsp;&nbsp; 42633 |
|  | Daeduck Co. Ltd. | 8124 | &nbsp;&nbsp; 49101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daeduck Electronics <br> Co. Ltd.<br>| 9245 | &nbsp;&nbsp; 157446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daehan Flour Mill Co. <br> Ltd.<br>| 427 | &nbsp;&nbsp; 46480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daehan Steel Co. <br> Ltd.<br>| 4935 | &nbsp;&nbsp; 59715 |
| \* | Dae-Il Corp. | 7233 | &nbsp;&nbsp; 22207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daejoo Electronic <br> Materials Co. Ltd.<br>| 1263 | &nbsp;&nbsp; 66522 |
|  | Daesang Corp. | 6805 | &nbsp;&nbsp; 114911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daesang Holdings Co. <br> Ltd.<br>| 5349 | &nbsp;&nbsp; 38585 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Daewon Cable Co. <br> Ltd.<br>| 18604 | &nbsp;&nbsp; 38928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daewon <br> Pharmaceutical Co. <br> Ltd.<br>| 2806 | &nbsp;&nbsp; 26667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daewon San Up Co. <br> Ltd.<br>| 1753 | &nbsp;&nbsp; 13639 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Daewoo Engineering <br> & Construction Co. <br> Ltd.<br>| 56784 | &nbsp;&nbsp; 152767 |
|  | Daewoong Co. Ltd. | 7404 | &nbsp;&nbsp; 123831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daewoong <br> Pharmaceutical Co. <br> Ltd.<br>| 1453 | &nbsp;&nbsp; 153091 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daihan <br> Pharmaceutical Co. <br> Ltd.<br>| 2113 | &nbsp;&nbsp; $49237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daishin Securities Co. <br> Ltd.<br>| 13391 | &nbsp;&nbsp; 245913 |
| \* | Danal Co. Ltd. | 3935 | &nbsp;&nbsp; 23543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daol Investment & <br> Securities Co. Ltd.<br>| 15202 | &nbsp;&nbsp; 37526 |
|  | Daou Data Corp. | 5550 | &nbsp;&nbsp; 64100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daou Technology, <br> Inc.<br>| 8443 | &nbsp;&nbsp; 212430 |
| \* | Dasan Networks, Inc. | 6363 | &nbsp;&nbsp; 13048 |
| \* | Dawonsys Co. Ltd. | 5008 | &nbsp;&nbsp; 29535 |
|  | DB HiTek Co. Ltd. | 12273 | &nbsp;&nbsp; 400290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DB Insurance Co. <br> Ltd.<br>| 17100 | &nbsp;&nbsp; 1571738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DB Securities Co. <br> Ltd.<br>| 14665 | &nbsp;&nbsp; 94579 |
| \* | DB, Inc. | 39902 | &nbsp;&nbsp; 38778 |
|  | Dear U Co. Ltd. | 1276 | &nbsp;&nbsp; 45083 |
| # | Dentium Co. Ltd. | 1780 | &nbsp;&nbsp; 82353 |
|  | Deutsch Motors, Inc. | 7502 | &nbsp;&nbsp; 26432 |
|  | DI Dong Il Corp. | 2301 | &nbsp;&nbsp; 70755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Digital Daesung Co. <br> Ltd.<br>| 6676 | &nbsp;&nbsp; 40240 |
| \* | DIO Corp. | 852 | &nbsp;&nbsp; 11306 |
|  | DIT Corp. | 1046 | &nbsp;&nbsp; 9947 |
| \* | DKME | 105049 | &nbsp;&nbsp; 37875 |
|  | DL E&C Co. Ltd. | 9615 | &nbsp;&nbsp; 324670 |
|  | DL Holdings Co. Ltd. | 3621 | &nbsp;&nbsp; 130771 |
| \* | DMOA Co. Ltd. | 728 | &nbsp;&nbsp; 3419 |
| †† | DMS Co. Ltd. | 5594 | &nbsp;&nbsp; 19152 |
|  | DN Automotive Corp. | 7066 | &nbsp;&nbsp; 146871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dohwa Engineering <br> Co. Ltd.<br>| 3950 | &nbsp;&nbsp; 18977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dong-A Socio <br> Holdings Co. Ltd.<br>| 1198 | &nbsp;&nbsp; 96211 |
|  | Dong-A ST Co. Ltd. | 1282 | &nbsp;&nbsp; 43495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dong-Ah Geological <br> Engineering Co. <br> Ltd.<br>| 1178 | &nbsp;&nbsp; 13755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongbang Transport <br> Logistics Co. Ltd.<br>| 10462 | &nbsp;&nbsp; 23270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongjin Semichem <br> Co. Ltd.<br>| 13873 | &nbsp;&nbsp; 312666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongkoo Bio & <br> Pharma Co. Ltd.<br>| 5343 | &nbsp;&nbsp; 19354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DongKook <br> Pharmaceutical Co. <br> Ltd.<br>| 6141 | &nbsp;&nbsp; 83177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongkuk Holdings Co. <br> Ltd.<br>| 8416 | &nbsp;&nbsp; 51011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongkuk Industries <br> Co. Ltd.<br>| 8871 | &nbsp;&nbsp; 24714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongkuk Steel Mill <br> Co. Ltd.<br>| 11447 | &nbsp;&nbsp; 88266 |
|  | Dongsuh Cos., Inc. | 4203 | &nbsp;&nbsp; 89680 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongsung Chemical <br> Co. Ltd.<br>| 11041 | &nbsp;&nbsp; $34642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongsung Finetec Co. <br> Ltd.<br>| 5503 | &nbsp;&nbsp; 111337 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Dongwha Enterprise <br> Co. Ltd.<br>| 5938 | &nbsp;&nbsp; 39099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongwha Pharm Co. <br> Ltd.<br>| 7024 | &nbsp;&nbsp; 33886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongwon <br> Development Co. <br> Ltd.<br>| 15011 | &nbsp;&nbsp; 35540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongwon Industries <br> Co. Ltd.<br>| 1828 | &nbsp;&nbsp; 60265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongwon Systems <br> Corp.<br>| 1450 | &nbsp;&nbsp; 32105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongwoon Anatech <br> Co. Ltd.<br>| 5517 | &nbsp;&nbsp; 70385 |
|  | Dongyang E&P, Inc. | 2542 | &nbsp;&nbsp; 46615 |
|  | Doosan Bobcat, Inc. | 17671 | &nbsp;&nbsp; 700534 |
|  | Doosan Co. Ltd. | 616 | &nbsp;&nbsp; 263221 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Doosan Enerbility Co. <br> Ltd.<br>| 6197 | &nbsp;&nbsp; 290321 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Doosan Fuel Cell Co. <br> Ltd.<br>| 3564 | &nbsp;&nbsp; 59600 |
| # | Doosan Tesna, Inc. | 4201 | &nbsp;&nbsp; 97238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DoubleUGames Co. <br> Ltd.<br>| 4704 | &nbsp;&nbsp; 189247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Douzone Bizon Co. <br> Ltd.<br>| 5864 | &nbsp;&nbsp; 299721 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dream Security Co. <br> Ltd.<br>| 7102 | &nbsp;&nbsp; 17524 |
|  | Dreamtech Co. Ltd. | 5485 | &nbsp;&nbsp; 24122 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Duk San Neolux Co. <br> Ltd.<br>| 2940 | &nbsp;&nbsp; 84275 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Duksan Techopia Co. <br> Ltd.<br>| 866 | &nbsp;&nbsp; 10418 |
|  | Duksung Co. Ltd. | 3908 | &nbsp;&nbsp; 16496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Easy Holdings Co. <br> Ltd.<br>| 13163 | &nbsp;&nbsp; 35415 |
|  | Echo Marketing, Inc. | 5179 | &nbsp;&nbsp; 42987 |
| \* | Ecopro BM Co. Ltd. | 1140 | &nbsp;&nbsp; 90183 |
|  | Ecopro Co. Ltd. | 2818 | &nbsp;&nbsp; 99078 |
|  | E-MART, Inc. | 3991 | &nbsp;&nbsp; 255904 |
| \* | EMKOREA Co. Ltd. | 2739 | &nbsp;&nbsp; 4088 |
| \* | EMRO, Inc. | 1072 | &nbsp;&nbsp; 36557 |
| \* | Enchem Co. Ltd. | 429 | &nbsp;&nbsp; 20439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ENF Technology Co. <br> Ltd.<br>| 3528 | &nbsp;&nbsp; 106745 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enzychem <br> Lifesciences Corp.<br>| 33378 | &nbsp;&nbsp; 24716 |
|  | Eo Technics Co. Ltd. | 453 | &nbsp;&nbsp; 70029 |
| \*†† | E-TRON Co. Ltd. | 77989 | &nbsp;&nbsp; 2109 |
| \* | Eubiologics Co. Ltd. | 8107 | &nbsp;&nbsp; 74903 |
|  | Eugene Corp. | 13140 | &nbsp;&nbsp; 33479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eugene Investment & <br> Securities Co. Ltd.<br>| 29071 | &nbsp;&nbsp; 70342 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eugene Technology <br> Co. Ltd.<br>| 2636 | &nbsp;&nbsp; $83931 |
| \* | Exem Co. Ltd. | 11150 | &nbsp;&nbsp; 18496 |
|  | Exicon Co. Ltd. | 1331 | &nbsp;&nbsp; 9723 |
| # | F&F Co. Ltd. | 4182 | &nbsp;&nbsp; 209581 |
|  | FarmStory Co. Ltd. | 12597 | &nbsp;&nbsp; 11132 |
| \* | Fine M-Tec Co. Ltd. | 1751 | &nbsp;&nbsp; 14241 |
| \* | Fine Semitech Corp. | 1745 | &nbsp;&nbsp; 29119 |
| \* | Foosung Co. Ltd. | 7102 | &nbsp;&nbsp; 24584 |
|  | Fursys, Inc. | 122 | &nbsp;&nbsp; 4060 |
|  | Gabia, Inc. | 2918 | &nbsp;&nbsp; 52721 |
| \* | GAEASOFT | 3889 | &nbsp;&nbsp; 28470 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GAMSUNG Corp. Co. <br> Ltd.<br>| 23154 | &nbsp;&nbsp; 97247 |
| \* | Gaon Cable Co. Ltd. | 827 | &nbsp;&nbsp; 37477 |
| \* | GC Cell Corp. | 2484 | &nbsp;&nbsp; 35879 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GeneOne Life <br> Science, Inc.<br>| 13833 | &nbsp;&nbsp; 22752 |
| \* | Genexine, Inc. | 9960 | &nbsp;&nbsp; 37002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Geumhwa PSC Co. <br> Ltd.<br>| 1120 | &nbsp;&nbsp; 26720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Standard <br> Technology Co. <br> Ltd.<br>| 4658 | &nbsp;&nbsp; 64317 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Global Tax Free Co. <br> Ltd.<br>| 7749 | &nbsp;&nbsp; 39813 |
| \* | GnBS eco Co. Ltd. | 6666 | &nbsp;&nbsp; 17248 |
|  | GnCenergy Co. Ltd. | 943 | &nbsp;&nbsp; 22927 |
|  | GOLFZON Co. Ltd. | 1513 | &nbsp;&nbsp; 72416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Golfzon Holdings Co. <br> Ltd.<br>| 8068 | &nbsp;&nbsp; 32154 |
|  | Gradiant Corp. | 3293 | &nbsp;&nbsp; 35234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grand Korea Leisure <br> Co. Ltd.<br>| 7194 | &nbsp;&nbsp; 80217 |
|  | Green Cross Corp. | 476 | &nbsp;&nbsp; 49540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Green Cross Holdings <br> Corp.<br>| 7467 | &nbsp;&nbsp; 85704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GS Engineering & <br> Construction Corp.<br>| 21794 | &nbsp;&nbsp; 302265 |
|  | GS Global Corp. | 12493 | &nbsp;&nbsp; 24074 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; GS Holdings Corp. <br> (078930 KS)<br>| 14436 | &nbsp;&nbsp; 510797 |
| \* | GS P&L Co. Ltd. | 2829 | &nbsp;&nbsp; 78160 |
|  | GS Retail Co. Ltd. | 4685 | &nbsp;&nbsp; 54807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gwangju Shinsegae <br> Co. Ltd.<br>| 772 | &nbsp;&nbsp; 17507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HAESUNG DS Co. <br> Ltd.<br>| 3712 | &nbsp;&nbsp; 64745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haesung Industrial <br> Co. Ltd.<br>| 5401 | &nbsp;&nbsp; 30090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Han Kuk Carbon Co. <br> Ltd.<br>| 4216 | &nbsp;&nbsp; 90822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hana Financial Group, <br> Inc.<br>| 59584 | &nbsp;&nbsp; 3642911 |
|  | Hana Materials, Inc. | 1578 | &nbsp;&nbsp; 29217 |
| # | Hana Micron, Inc. | 18720 | &nbsp;&nbsp; 171496 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hana Technology Co. <br> Ltd.<br>| 1185 | &nbsp;&nbsp; 19775 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hana Tour Service, <br> Inc.<br>| 3782 | &nbsp;&nbsp; $146216 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanall Biopharma Co. <br> Ltd.<br>| 2003 | &nbsp;&nbsp; 38610 |
|  | Hancom, Inc. | 3657 | &nbsp;&nbsp; 71980 |
|  | Handok, Inc. | 3747 | &nbsp;&nbsp; 31907 |
|  | Handsome Co. Ltd. | 2796 | &nbsp;&nbsp; 32850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanil Cement Co. <br> Ltd.<br>| 6019 | &nbsp;&nbsp; 89745 |
|  | Hanil Feed Co. Ltd. | 5105 | &nbsp;&nbsp; 13523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanil Holdings Co. <br> Ltd.<br>| 2428 | &nbsp;&nbsp; 32735 |
|  | Hanjin Kal Corp. | 2220 | &nbsp;&nbsp; 173671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanjin Transportation <br> Co. Ltd.<br>| 3824 | &nbsp;&nbsp; 57612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hankook Cosmetics <br> Manufacturing Co. <br> Ltd.<br>| 653 | &nbsp;&nbsp; 29893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hankook Shell Oil Co. <br> Ltd.<br>| 197 | &nbsp;&nbsp; 64342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hankook Tire & <br> Technology Co. <br> Ltd.<br>| 21256 | &nbsp;&nbsp; 678007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanmi Pharm Co. <br> Ltd.<br>| 1163 | &nbsp;&nbsp; 232671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanmi Science Co. <br> Ltd.<br>| 2451 | &nbsp;&nbsp; 89077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanmi Semiconductor <br> Co. Ltd.<br>| 7894 | &nbsp;&nbsp; 512011 |
|  | HanmiGlobal Co. Ltd. | 2624 | &nbsp;&nbsp; 37006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hannong Chemicals, <br> Inc.<br>| 1763 | &nbsp;&nbsp; 19122 |
| \* | Hanon Systems | 49707 | &nbsp;&nbsp; 116834 |
|  | Hansae Co. Ltd. | 3866 | &nbsp;&nbsp; 29240 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hansol Chemical Co. <br> Ltd.<br>| 2668 | &nbsp;&nbsp; 346151 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hansol IONES Co. <br> Ltd.<br>| 3514 | &nbsp;&nbsp; 22609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hansol Paper Co. <br> Ltd.<br>| 6734 | &nbsp;&nbsp; 41422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hansol Technics Co. <br> Ltd.<br>| 10714 | &nbsp;&nbsp; 46487 |
|  | Hanssem Co. Ltd. | 2446 | &nbsp;&nbsp; 82418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Aerospace <br> Co. Ltd.<br>| 4588 | &nbsp;&nbsp; 3273318 |
|  | Hanwha Corp. | 9985 | &nbsp;&nbsp; 713138 |
| \* | Hanwha Engine | 6198 | &nbsp;&nbsp; 153920 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Galleria <br> Corp.<br>| 40145 | &nbsp;&nbsp; 33027 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha General <br> Insurance Co. Ltd.<br>| 13725 | &nbsp;&nbsp; 59276 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Investment & <br> Securities Co. Ltd.<br>| 53198 | &nbsp;&nbsp; 222480 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Life <br> Insurance Co. Ltd.<br>| 60389 | &nbsp;&nbsp; 150755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Solutions <br> Corp.<br>| 28263 | &nbsp;&nbsp; 618736 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Systems Co. <br> Ltd.<br>| 4611 | &nbsp;&nbsp; $196200 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Vision Co. <br> Ltd.<br>| 6135 | &nbsp;&nbsp; 269638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanyang Eng Co. <br> Ltd.<br>| 4895 | &nbsp;&nbsp; 65460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanyang Securities <br> Co. Ltd.<br>| 4400 | &nbsp;&nbsp; 55555 |
| \* | Harim Co. Ltd. | 15284 | &nbsp;&nbsp; 33585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harim Holdings Co. <br> Ltd.<br>| 16285 | &nbsp;&nbsp; 109733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HB SOLUTION Co. <br> Ltd.<br>| 5300 | &nbsp;&nbsp; 8757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HB Technology Co. <br> Ltd.<br>| 17310 | &nbsp;&nbsp; 22316 |
| # | HD Hyundai Co. Ltd. | 12992 | &nbsp;&nbsp; 1329387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai <br> Construction <br> Equipment Co. Ltd.<br>| 3280 | &nbsp;&nbsp; 218222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai Electric <br> Co. Ltd.<br>| 3703 | &nbsp;&nbsp; 1317757 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai Energy <br> Solutions Co. Ltd.<br>| 1474 | &nbsp;&nbsp; 46365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai Heavy <br> Industries Co. Ltd.<br>| 408 | &nbsp;&nbsp; 143191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai Infracore <br> Co. Ltd.<br>| 23557 | &nbsp;&nbsp; 259995 |
|  | HD Hyundai Mipo | 1060 | &nbsp;&nbsp; 161305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HD Korea <br> Shipbuilding & <br> Offshore <br> Engineering Co. <br> Ltd.<br>| 1446 | &nbsp;&nbsp; 371596 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; HDC Holdings Co. <br> Ltd.<br>| 10850 | &nbsp;&nbsp; 180115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HDC Hyundai <br> Development <br> Co-Engineering & <br> Construction<br>| 10674 | &nbsp;&nbsp; 180070 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HD-Hyundai Marine <br> Engine<br>| 1500 | &nbsp;&nbsp; 70512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hecto Innovation Co. <br> Ltd.<br>| 2233 | &nbsp;&nbsp; 25011 |
| \* | Helixmith Co. Ltd. | 9323 | &nbsp;&nbsp; 22031 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Heung-A Shipping Co. <br> Ltd.<br>| 14992 | &nbsp;&nbsp; 19025 |
| \* | HFR, Inc. | 1358 | &nbsp;&nbsp; 15530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; High Tech Pharm Co. <br> Ltd.<br>| 1829 | &nbsp;&nbsp; 16426 |
| # | Hite Jinro Co. Ltd. | 9755 | &nbsp;&nbsp; 141909 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HJ Shipbuilding & <br> Construction Co. <br> Ltd.<br>| 3879 | &nbsp;&nbsp; 24828 |
|  | HK inno N Corp. | 3061 | &nbsp;&nbsp; 98641 |
|  | HL Holdings Corp. | 2082 | &nbsp;&nbsp; 58529 |
|  | HL Mando Co. Ltd. | 10106 | &nbsp;&nbsp; 251195 |
| \* | HLB Biostep Co. Ltd. | 7319 | &nbsp;&nbsp; 7260 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; HLB Life Science Co. <br> Ltd.<br>| 2977 | &nbsp;&nbsp; $10102 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hlb Pharma Ceutical <br> Co. Ltd.<br>| 1309 | &nbsp;&nbsp; 15191 |
| \* | HLB, Inc. | 3435 | &nbsp;&nbsp; 118460 |
| # | HMM Co. Ltd. | 38324 | &nbsp;&nbsp; 644332 |
| #\* | Hotel Shilla Co. Ltd. | 3047 | &nbsp;&nbsp; 102437 |
|  | HPSP Co. Ltd. | 12588 | &nbsp;&nbsp; 240073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HS Hyosung <br> Advanced Materials <br> Corp.<br>| 831 | &nbsp;&nbsp; 117562 |
| #\* | HS Hyosung Corp. | 549 | &nbsp;&nbsp; 24450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HS Industries Co. <br> Ltd.<br>| 9817 | &nbsp;&nbsp; 31622 |
| \* | Hugel, Inc. | 1197 | &nbsp;&nbsp; 288930 |
| \* | Humasis Co. Ltd. | 17651 | &nbsp;&nbsp; 17792 |
|  | Humedix Co. Ltd. | 2688 | &nbsp;&nbsp; 126858 |
|  | Huons Co. Ltd. | 2307 | &nbsp;&nbsp; 47301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huons Global Co. <br> Ltd.<br>| 1169 | &nbsp;&nbsp; 36625 |
|  | Husteel Co. Ltd. | 10980 | &nbsp;&nbsp; 35309 |
|  | Hwa Shin Co. Ltd. | 5887 | &nbsp;&nbsp; 36905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hwaseung Enterprise <br> Co. Ltd.<br>| 4866 | &nbsp;&nbsp; 26227 |
|  | HYBE Co. Ltd. | 772 | &nbsp;&nbsp; 143485 |
|  | Hy-Lok Corp. | 2141 | &nbsp;&nbsp; 46966 |
|  | Hyosung Corp. | 2100 | &nbsp;&nbsp; 131141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyosung Heavy <br> Industries Corp.<br>| 1109 | &nbsp;&nbsp; 966738 |
|  | Hyosung TNC Corp. | 924 | &nbsp;&nbsp; 156101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Autoever <br> Corp.<br>| 1511 | &nbsp;&nbsp; 166453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Bioland Co. <br> Ltd.<br>| 5552 | &nbsp;&nbsp; 19776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai BNG Steel <br> Co. Ltd.<br>| 4399 | &nbsp;&nbsp; 40111 |
|  | HYUNDAI Corp. | 3245 | &nbsp;&nbsp; 58303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Department <br> Store Co. Ltd.<br>| 4150 | &nbsp;&nbsp; 210614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Elevator Co. <br> Ltd.<br>| 4546 | &nbsp;&nbsp; 277470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Engineering <br> & Construction Co. <br> Ltd.<br>| 18285 | &nbsp;&nbsp; 884917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Futurenet Co. <br> Ltd.<br>| 15058 | &nbsp;&nbsp; 36889 |
|  | Hyundai GF Holdings | 4044 | &nbsp;&nbsp; 24796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Glovis Co. <br> Ltd.<br>| 10312 | &nbsp;&nbsp; 1089289 |
|  | Hyundai Green Food | 5169 | &nbsp;&nbsp; 64937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Home <br> Shopping Network <br> Corp.<br>| 919 | &nbsp;&nbsp; 37920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Livart <br> Furniture Co. Ltd.<br>| 5250 | &nbsp;&nbsp; 29968 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Marine & Fire <br> Insurance Co. Ltd.<br>| 11481 | &nbsp;&nbsp; 216694 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Mobis Co. <br> Ltd.<br>| 4639 | &nbsp;&nbsp; $978920 |
|  | Hyundai Motor Co. | 15342 | &nbsp;&nbsp; 2333937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Motor <br> Securities Co. Ltd.<br>| 12346 | &nbsp;&nbsp; 75141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Movex Co. <br> Ltd.<br>| 9643 | &nbsp;&nbsp; 35806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Rotem Co. <br> Ltd.<br>| 15282 | &nbsp;&nbsp; 2209138 |
|  | Hyundai Steel Co. | 17766 | &nbsp;&nbsp; 452188 |
|  | Hyundai Wia Corp. | 6080 | &nbsp;&nbsp; 216974 |
|  | HyVision System, Inc. | 3825 | &nbsp;&nbsp; 41809 |
|  | i3system, Inc. | 1777 | &nbsp;&nbsp; 146283 |
|  | iFamilySC Co. Ltd. | 3321 | &nbsp;&nbsp; 38313 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Il Dong <br> Pharmaceutical Co. <br> Ltd.<br>| 1020 | &nbsp;&nbsp; 13963 |
|  | Iljin Electric Co. Ltd. | 2036 | &nbsp;&nbsp; 61595 |
|  | Iljin Holdings Co. Ltd. | 3838 | &nbsp;&nbsp; 16618 |
| \* | Iljin Hysolus Co. Ltd. | 1089 | &nbsp;&nbsp; 12973 |
|  | Iljin Power Co. Ltd. | 3680 | &nbsp;&nbsp; 26644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ilshin Spinning Co. <br> Ltd.<br>| 5925 | &nbsp;&nbsp; 43931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ilyang Pharmaceutical <br> Co. Ltd.<br>| 3819 | &nbsp;&nbsp; 36378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; iM Financial Group <br> Co. Ltd.<br>| 55226 | &nbsp;&nbsp; 549471 |
|  | iMarketKorea, Inc. | 6839 | &nbsp;&nbsp; 41218 |
|  | InBody Co. Ltd. | 2385 | &nbsp;&nbsp; 40965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Incar Financial <br> Service Co. Ltd.<br>| 8353 | &nbsp;&nbsp; 68375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industrial Bank of <br> Korea<br>| 56846 | &nbsp;&nbsp; 793084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Innocean Worldwide, <br> Inc.<br>| 5743 | &nbsp;&nbsp; 81372 |
|  | InnoWireless Co. Ltd. | 1320 | &nbsp;&nbsp; 18806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Innox Advanced <br> Materials Co. Ltd.<br>| 4153 | &nbsp;&nbsp; 80473 |
| \* | Insun ENT Co. Ltd. | 6057 | &nbsp;&nbsp; 22759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intellian Technologies, <br> Inc.<br>| 631 | &nbsp;&nbsp; 21966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intelligent Digital <br> Integrated Security <br> Co. Ltd.<br>| 1720 | &nbsp;&nbsp; 20833 |
| \* | Interflex Co. Ltd. | 4142 | &nbsp;&nbsp; 27085 |
| †† | Interojo Co. Ltd. | 2267 | &nbsp;&nbsp; 33511 |
|  | INTOPS Co. Ltd. | 5178 | &nbsp;&nbsp; 60134 |
|  | INVENI Co. Ltd. | 837 | &nbsp;&nbsp; 36178 |
|  | IS Dongseo Co. Ltd. | 3904 | &nbsp;&nbsp; 57101 |
|  | ISC Co. Ltd. | 1515 | &nbsp;&nbsp; 65084 |
|  | i-SENS, Inc. | 2545 | &nbsp;&nbsp; 33092 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ISU Chemical Co. <br> Ltd.<br>| 4469 | &nbsp;&nbsp; 19605 |
|  | IsuPetasys Co. Ltd. | 14553 | &nbsp;&nbsp; 670848 |
| \* | ITEK, Inc. | 2956 | &nbsp;&nbsp; 13129 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ITM Semiconductor <br> Co. Ltd.<br>| 913 | &nbsp;&nbsp; 9258 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jahwa Electronics Co. <br> Ltd.<br>| 4209 | &nbsp;&nbsp; $55231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JB Financial Group <br> Co. Ltd.<br>| 42858 | &nbsp;&nbsp; 711325 |
| \* | Jeju Air Co. Ltd. | 9541 | &nbsp;&nbsp; 46456 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jeju Semiconductor <br> Corp.<br>| 5017 | &nbsp;&nbsp; 53540 |
|  | Jinsung T.E.C. | 4387 | &nbsp;&nbsp; 38043 |
|  | JNK Global Co. Ltd. | 3523 | &nbsp;&nbsp; 10905 |
| #\* | JNTC Co. Ltd. | 5350 | &nbsp;&nbsp; 62383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jusung Engineering <br> Co. Ltd.<br>| 7283 | &nbsp;&nbsp; 140853 |
|  | JVM Co. Ltd. | 1746 | &nbsp;&nbsp; 35980 |
|  | JW Holdings Corp. | 15506 | &nbsp;&nbsp; 39148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JW Life Science <br> Corp.<br>| 3481 | &nbsp;&nbsp; 31357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JW Pharmaceutical <br> Corp.<br>| 4746 | &nbsp;&nbsp; 77194 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; JYP Entertainment <br> Corp.<br>| 8171 | &nbsp;&nbsp; 425707 |
|  | K Car Co. Ltd. | 5825 | &nbsp;&nbsp; 66581 |
|  | K Ensol Co. Ltd. | 2425 | &nbsp;&nbsp; 21271 |
|  | Kakao Corp. | 3910 | &nbsp;&nbsp; 162180 |
| #\* | Kakao Games Corp. | 10136 | &nbsp;&nbsp; 124699 |
|  | KakaoBank Corp. | 5311 | &nbsp;&nbsp; 106792 |
| \* | Kakaopay Corp. | 1219 | &nbsp;&nbsp; 55829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kangnam Jevisco Co. <br> Ltd.<br>| 384 | &nbsp;&nbsp; 3500 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kangwon Energy Co. <br> Ltd.<br>| 1099 | &nbsp;&nbsp; 10275 |
| # | Kangwon Land, Inc. | 16694 | &nbsp;&nbsp; 224087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KB Financial Group, <br> Inc. (105560 KS)<br>| 41224 | &nbsp;&nbsp; 3275171 |
|  | KC Co. Ltd. | 3354 | &nbsp;&nbsp; 55831 |
|  | KC Tech Co. Ltd. | 2444 | &nbsp;&nbsp; 52727 |
|  | KCC Corp. | 1372 | &nbsp;&nbsp; 363904 |
|  | KCC Glass Corp. | 1978 | &nbsp;&nbsp; 46049 |
|  | KCTC | 9076 | &nbsp;&nbsp; 36189 |
| \* | KEC Corp. | 42024 | &nbsp;&nbsp; 23146 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kencoa Aerospace <br> Co.<br>| 2303 | &nbsp;&nbsp; 19453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KEPCO Engineering & <br> Construction Co., <br> Inc.<br>| 1021 | &nbsp;&nbsp; 67437 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; KEPCO Plant Service <br> & Engineering Co. <br> Ltd.<br>| 8644 | &nbsp;&nbsp; 323466 |
|  | KG Chemical Corp. | 5365 | &nbsp;&nbsp; 17381 |
|  | KG Dongbusteel | 13989 | &nbsp;&nbsp; 59515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KG Eco Solution Co. <br> Ltd.<br>| 9077 | &nbsp;&nbsp; 40922 |
| \* | KG Mobility Co. | 12925 | &nbsp;&nbsp; 32719 |
|  | Kginicis Co. Ltd. | 6812 | &nbsp;&nbsp; 52950 |
|  | KH Vatec Co. Ltd. | 3874 | &nbsp;&nbsp; 33918 |
|  | Kia Corp. | 41333 | &nbsp;&nbsp; 3024367 |
|  | KINX, Inc. | 903 | &nbsp;&nbsp; 58519 |
|  | KISCO Corp. | 2567 | &nbsp;&nbsp; 17100 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KISCO Holdings Co. <br> Ltd.<br>| 3626 | &nbsp;&nbsp; $65348 |
|  | KISWIRE Ltd. | 3511 | &nbsp;&nbsp; 45882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KIWOOM Securities <br> Co. Ltd.<br>| 4362 | &nbsp;&nbsp; 672639 |
| \* | KNJ Co. Ltd. | 2770 | &nbsp;&nbsp; 35302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koh Young <br> Technology, Inc.<br>| 5169 | &nbsp;&nbsp; 53469 |
|  | Kolmar BNH Co. Ltd. | 3110 | &nbsp;&nbsp; 32490 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kolmar Holdings Co. <br> Ltd.<br>| 6530 | &nbsp;&nbsp; 67300 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kolmar Korea Co. <br> Ltd.<br>| 2904 | &nbsp;&nbsp; 202692 |
| # | Kolon Corp. | 2068 | &nbsp;&nbsp; 73078 |
|  | Kolon Enp, Inc. | 4673 | &nbsp;&nbsp; 22246 |
|  | Kolon Industries, Inc. | 5704 | &nbsp;&nbsp; 168364 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kolon Life Science, <br> Inc.<br>| 1140 | &nbsp;&nbsp; 26273 |
|  | KoMiCo Ltd. | 2082 | &nbsp;&nbsp; 104927 |
| # | KONA I Co. Ltd. | 2045 | &nbsp;&nbsp; 82988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Aerospace <br> Industries Ltd.<br>| 9258 | &nbsp;&nbsp; 626954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Alcohol <br> Industrial Co. Ltd.<br>| 4299 | &nbsp;&nbsp; 30541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Asset In Trust <br> Co. Ltd.<br>| 27831 | &nbsp;&nbsp; 50494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Cast Iron Pipe <br> Industries Co. Ltd.<br>| 3848 | &nbsp;&nbsp; 20132 |
| \* | Korea Circuit Co. Ltd. | 5045 | &nbsp;&nbsp; 43245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea District Heating <br> Corp.<br>| 321 | &nbsp;&nbsp; 19960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Electric Power <br> Corp. (015760 KS)<br>| 18544 | &nbsp;&nbsp; 512220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Electric Power <br> Corp. (KEP US), <br> Sponsored ADR<br>| 1200 | &nbsp;&nbsp; 16488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Electric <br> Terminal Co. Ltd.<br>| 1612 | &nbsp;&nbsp; 76732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Fuel-Tech <br> Corp.<br>| 5317 | &nbsp;&nbsp; 18547 |
|  | Korea Gas Corp. | 3491 | &nbsp;&nbsp; 107518 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Korea Information & <br> Communications <br> Co. Ltd.<br>| 5701 | &nbsp;&nbsp; 37529 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Korea Information <br> Certificate Authority, <br> Inc.<br>| 8779 | &nbsp;&nbsp; 46054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Investment <br> Holdings Co. Ltd.<br>| 13117 | &nbsp;&nbsp; 1342840 |
| \* | Korea Line Corp. | 48956 | &nbsp;&nbsp; 65114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Petrochemical <br> Ind Co. Ltd.<br>| 1172 | &nbsp;&nbsp; 85799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Petroleum <br> Industries Co.<br>| 2315 | &nbsp;&nbsp; 23645 |
|  | Korea Ratings Corp. | 531 | &nbsp;&nbsp; 38094 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Real Estate <br> Investment & Trust <br> Co. Ltd.<br>| 59779 | &nbsp;&nbsp; $54035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea United Pharm, <br> Inc.<br>| 2941 | &nbsp;&nbsp; 44394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korean Air Lines Co. <br> Ltd.<br>| 50141 | &nbsp;&nbsp; 848906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korean Reinsurance <br> Co.<br>| 52474 | &nbsp;&nbsp; 402791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koryo Credit <br> Information Co. <br> Ltd.<br>| 1407 | &nbsp;&nbsp; 10677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KPX Chemical Co. <br> Ltd.<br>| 446 | &nbsp;&nbsp; 16709 |
| \* | Krafton, Inc. | 3666 | &nbsp;&nbsp; 863181 |
|  | KSS LINE Ltd. | 6720 | &nbsp;&nbsp; 51053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KT Corp. (030200 <br> KS)<br>| 2588 | &nbsp;&nbsp; 102692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KT Corp. (KT US), <br> Sponsored ADR<br>| 2500 | &nbsp;&nbsp; 50475 |
|  | KT&G Corp. | 6422 | &nbsp;&nbsp; 601894 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Kuk-il Paper <br> Manufacturing Co. <br> Ltd.<br>| 8527 | &nbsp;&nbsp; 3806 |
| \* | Kumho HT, Inc. | 44811 | &nbsp;&nbsp; 20023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kumho Petrochemical <br> Co. Ltd.<br>| 5349 | &nbsp;&nbsp; 468231 |
| \* | Kumho Tire Co., Inc. | 35531 | &nbsp;&nbsp; 118483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kwang Dong <br> Pharmaceutical Co. <br> Ltd.<br>| 11146 | &nbsp;&nbsp; 49612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyeryong Construction <br> Industrial Co. Ltd.<br>| 2244 | &nbsp;&nbsp; 31792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyobo Securities Co. <br> Ltd.<br>| 7541 | &nbsp;&nbsp; 47119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyung Dong Navien <br> Co. Ltd.<br>| 2274 | &nbsp;&nbsp; 140358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyungdong Pharm <br> Co. Ltd.<br>| 4514 | &nbsp;&nbsp; 19789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyung-In Synthetic <br> Corp.<br>| 9161 | &nbsp;&nbsp; 22460 |
|  | KZ Precision Corp. | 5214 | &nbsp;&nbsp; 53485 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LabGenomics Co. <br> Ltd.<br>| 12497 | &nbsp;&nbsp; 20723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lake Materials Co. <br> Ltd.<br>| 10907 | &nbsp;&nbsp; 97245 |
| \* | LB Semicon, Inc. | 17234 | &nbsp;&nbsp; 49664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lee Ku Industrial Co. <br> Ltd.<br>| 4760 | &nbsp;&nbsp; 16717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LEENO Industrial, <br> Inc.<br>| 12370 | &nbsp;&nbsp; 420120 |
|  | LF Corp. | 4092 | &nbsp;&nbsp; 58496 |
|  | LG Chem Ltd. | 6064 | &nbsp;&nbsp; 1303789 |
|  | LG Corp. | 10599 | &nbsp;&nbsp; 601755 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; LG Display Co. Ltd. <br> (034220 KS)<br>| 77846 | &nbsp;&nbsp; 602732 |
|  | LG Electronics, Inc. | 37008 | &nbsp;&nbsp; 2048365 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LG Energy Solution <br> Ltd.<br>| 1156 | &nbsp;&nbsp; $316009 |
| # | LG H&H Co. Ltd. | 2223 | &nbsp;&nbsp; 503901 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LG HelloVision Co. <br> Ltd.<br>| 12252 | &nbsp;&nbsp; 26034 |
|  | LG Innotek Co. Ltd. | 4382 | &nbsp;&nbsp; 488924 |
|  | LG Uplus Corp. | 79588 | &nbsp;&nbsp; 837791 |
| # | LIG Nex1 Co. Ltd. | 2783 | &nbsp;&nbsp; 1253184 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LigaChem <br> Biosciences, Inc.<br>| 458 | &nbsp;&nbsp; 43827 |
| \* | LOT Vacuum Co. Ltd. | 3137 | &nbsp;&nbsp; 23519 |
|  | Lotte Chemical Corp. | 3950 | &nbsp;&nbsp; 188067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Chilsung <br> Beverage Co. Ltd.<br>| 1425 | &nbsp;&nbsp; 132973 |
|  | Lotte Corp. | 8079 | &nbsp;&nbsp; 162900 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Data <br> Communication Co.<br>| 1292 | &nbsp;&nbsp; 20135 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Energy Materials <br> Corp.<br>| 2126 | &nbsp;&nbsp; 37894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LOTTE Fine Chemical <br> Co. Ltd.<br>| 6073 | &nbsp;&nbsp; 187243 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Non-Life <br> Insurance Co. Ltd.<br>| 18622 | &nbsp;&nbsp; 23401 |
|  | Lotte Rental Co. Ltd. | 5434 | &nbsp;&nbsp; 122890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Shopping Co. <br> Ltd.<br>| 2618 | &nbsp;&nbsp; 134732 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Tour <br> Development Co. <br> Ltd.<br>| 3612 | &nbsp;&nbsp; 45207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Wellfood Co. <br> Ltd.<br>| 723 | &nbsp;&nbsp; 64050 |
|  | LS Corp. | 4164 | &nbsp;&nbsp; 513585 |
|  | LS Eco Energy Ltd. | 3532 | &nbsp;&nbsp; 91024 |
|  | LS Electric Co. Ltd. | 3890 | &nbsp;&nbsp; 858572 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; LS Marine Solution <br> Co. Ltd.<br>| 2930 | &nbsp;&nbsp; 54768 |
| \* | LVMC Holdings | 27400 | &nbsp;&nbsp; 38753 |
|  | LX Hausys Ltd. | 2198 | &nbsp;&nbsp; 48731 |
|  | LX Holdings Corp. | 17571 | &nbsp;&nbsp; 105267 |
|  | LX International Corp. | 11331 | &nbsp;&nbsp; 261156 |
|  | LX Semicon Co. Ltd. | 3544 | &nbsp;&nbsp; 139691 |
|  | M.I.Tech Co. Ltd. | 4570 | &nbsp;&nbsp; 26726 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Macquarie Korea <br> Infrastructure Fund<br>| 59997 | &nbsp;&nbsp; 509894 |
|  | Macrogen, Inc. | 1886 | &nbsp;&nbsp; 20987 |
|  | Maeil Dairies Co. Ltd. | 1216 | &nbsp;&nbsp; 32771 |
|  | Mcnex Co. Ltd. | 4549 | &nbsp;&nbsp; 96164 |
| \* | Medipost Co. Ltd. | 5303 | &nbsp;&nbsp; 41387 |
|  | Medytox, Inc. | 383 | &nbsp;&nbsp; 40307 |
| \* | Meerecompany, Inc. | 1073 | &nbsp;&nbsp; 12139 |
|  | MegaStudy Co. Ltd. | 3852 | &nbsp;&nbsp; 31160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MegaStudyEdu Co. <br> Ltd.<br>| 2801 | &nbsp;&nbsp; 100875 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Meritz Financial <br> Group, Inc.<br>| 17552 | &nbsp;&nbsp; 1457647 |
| \* | MiCo Ltd. | 14070 | &nbsp;&nbsp; 145504 |
| \* | Micro Digital Co. Ltd. | 3312 | &nbsp;&nbsp; 27235 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mirae Asset Life <br> Insurance Co. Ltd.<br>| 15568 | &nbsp;&nbsp; $83358 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mirae Asset Securities <br> Co. Ltd.<br>| 34076 | &nbsp;&nbsp; 465113 |
|  | Misto Holdings Corp. | 9250 | &nbsp;&nbsp; 238139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miwon Commercial <br> Co. Ltd.<br>| 486 | &nbsp;&nbsp; 57922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miwon Specialty <br> Chemical Co. Ltd.<br>| 364 | &nbsp;&nbsp; 38640 |
|  | MK Electron Co. Ltd. | 6706 | &nbsp;&nbsp; 38981 |
|  | MNTech Co. Ltd. | 3303 | &nbsp;&nbsp; 29152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Modetour Network, <br> Inc.<br>| 3448 | &nbsp;&nbsp; 28871 |
| \* | MONAYONGPYONG | 4790 | &nbsp;&nbsp; 14981 |
|  | Motrex Co. Ltd. | 5962 | &nbsp;&nbsp; 39287 |
|  | mPlus Corp. | 2590 | &nbsp;&nbsp; 16307 |
| \* | MS Autotech Co. Ltd. | 9660 | &nbsp;&nbsp; 19495 |
|  | Muhak Co. Ltd. | 3078 | &nbsp;&nbsp; 17110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Myoung Shin <br> Industrial Co. Ltd.<br>| 6466 | &nbsp;&nbsp; 39146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Namhae Chemical <br> Corp.<br>| 6477 | &nbsp;&nbsp; 35110 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Namsun Aluminum <br> Co. Ltd.<br>| 32959 | &nbsp;&nbsp; 28647 |
|  | Namuga Co. Ltd. | 3667 | &nbsp;&nbsp; 38884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Namyang Dairy <br> Products Co. Ltd.<br>| 994 | &nbsp;&nbsp; 44611 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nature & Environment <br> Co. Ltd.<br>| 6226 | &nbsp;&nbsp; 3211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nature Holdings Co. <br> Ltd.<br>| 3144 | &nbsp;&nbsp; 26077 |
|  | NAVER Corp. | 2369 | &nbsp;&nbsp; 398691 |
|  | NCSoft Corp. | 1080 | &nbsp;&nbsp; 149949 |
|  | NeoPharm Co. Ltd. | 1691 | &nbsp;&nbsp; 22482 |
|  | Neosem, Inc. | 3133 | &nbsp;&nbsp; 19091 |
| \* | Neowiz | 2815 | &nbsp;&nbsp; 50098 |
| \* | Nepes Ark Corp. | 1397 | &nbsp;&nbsp; 15425 |
| #\* | NEPES Corp. | 7008 | &nbsp;&nbsp; 57741 |
| \* | Neptune Co. | 6362 | &nbsp;&nbsp; 32395 |
| Ω | Netmarble Corp. | 6837 | &nbsp;&nbsp; 291984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Power Plasma <br> Co. Ltd.<br>| 9524 | &nbsp;&nbsp; 37940 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Newflex Technology <br> Co. Ltd.<br>| 7227 | &nbsp;&nbsp; 23269 |
|  | Nexen Corp. | 8767 | &nbsp;&nbsp; 38606 |
|  | Nexen Tire Corp. | 3351 | &nbsp;&nbsp; 14349 |
|  | NEXTIN, Inc. | 2385 | &nbsp;&nbsp; 80643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NH Investment & <br> Securities Co. Ltd.<br>| 41530 | &nbsp;&nbsp; 602062 |
|  | NHN Corp. | 4936 | &nbsp;&nbsp; 101866 |
|  | NHN KCP Corp. | 5618 | &nbsp;&nbsp; 64936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NICE Holdings Co. <br> Ltd.<br>| 8262 | &nbsp;&nbsp; 79102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nice Information & <br> Telecommunication, <br> Inc.<br>| 1983 | &nbsp;&nbsp; 34973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NICE Information <br> Service Co. Ltd.<br>| 13197 | &nbsp;&nbsp; 154756 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nong Shim Holdings <br> Co. Ltd.<br>| 629 | &nbsp;&nbsp; $37291 |
|  | NongShim Co. Ltd. | 933 | &nbsp;&nbsp; 258899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NOROO Paint & <br> Coatings Co. Ltd.<br>| 2474 | &nbsp;&nbsp; 15745 |
|  | NOVAREX Co. Ltd. | 3715 | &nbsp;&nbsp; 50517 |
|  | NPC | 3679 | &nbsp;&nbsp; 11636 |
|  | OCI Co. Ltd. | 751 | &nbsp;&nbsp; 31120 |
| # | OCI Holdings Co. Ltd. | 4135 | &nbsp;&nbsp; 277219 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Okins Electronics Co. <br> Ltd.<br>| 3445 | &nbsp;&nbsp; 16126 |
|  | ONEJOON Co. Ltd. | 2100 | &nbsp;&nbsp; 14760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Precision & <br> Engineering Co. <br> Ltd.<br>| 5619 | &nbsp;&nbsp; 24219 |
|  | Orion Corp. | 5499 | &nbsp;&nbsp; 439051 |
|  | Orion Holdings Corp. | 9513 | &nbsp;&nbsp; 152366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Osang Healthcare Co. <br> Ltd.<br>| 980 | &nbsp;&nbsp; 12800 |
| \* | OSTEONIC Co. Ltd. | 3282 | &nbsp;&nbsp; 16246 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Osung Advanced <br> Materials Co. Ltd.<br>| 18972 | &nbsp;&nbsp; 19517 |
|  | Otoki Corp. | 522 | &nbsp;&nbsp; 149480 |
| # | Pan Ocean Co. Ltd. | 76988 | &nbsp;&nbsp; 232662 |
|  | Paradise Co. Ltd. | 16234 | &nbsp;&nbsp; 211077 |
|  | Park Systems Corp. | 1564 | &nbsp;&nbsp; 308737 |
|  | Partron Co. Ltd. | 14112 | &nbsp;&nbsp; 67174 |
| \* | Pearl Abyss Corp. | 1230 | &nbsp;&nbsp; 34404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; People & Technology, <br> Inc.<br>| 6638 | &nbsp;&nbsp; 165645 |
|  | PHA Co. Ltd. | 1572 | &nbsp;&nbsp; 12623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PharmaResearch Co. <br> Ltd.<br>| 2433 | &nbsp;&nbsp; 968425 |
|  | Philenergy Co. Ltd. | 325 | &nbsp;&nbsp; 3177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PI Advanced Materials <br> Co. Ltd.<br>| 2643 | &nbsp;&nbsp; 33993 |
| \* | PKC Co. Ltd. | 5256 | &nbsp;&nbsp; 22293 |
| \* | PonyLink Co. Ltd. | 13996 | &nbsp;&nbsp; 10825 |
|  | Poongsan Corp. | 8819 | &nbsp;&nbsp; 1017180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Poongsan Holdings <br> Corp.<br>| 4549 | &nbsp;&nbsp; 158038 |
|  | Posco DX Co. Ltd. | 11462 | &nbsp;&nbsp; 196001 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; POSCO Future M Co. <br> Ltd.<br>| 598 | &nbsp;&nbsp; 60834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; POSCO Holdings, Inc. <br> (005490 KS)<br>| 6377 | &nbsp;&nbsp; 1402361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; POSCO Holdings, Inc. <br> (PKX US), <br> Sponsored ADR<br>| 6151 | &nbsp;&nbsp; 336091 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Posco International <br> Corp.<br>| 9788 | &nbsp;&nbsp; 342219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Posco M-Tech Co. <br> Ltd.<br>| 2526 | &nbsp;&nbsp; 26651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; POSCO Steeleon Co. <br> Ltd.<br>| 587 | &nbsp;&nbsp; 17610 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Power Logics Co. <br> Ltd.<br>| 8132 | &nbsp;&nbsp; 26948 |
|  | Protec Co. Ltd. | 770 | &nbsp;&nbsp; 14717 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | PSK Holdings, Inc. | 738 | &nbsp;&nbsp; $17563 |
|  | PSK, Inc. | 6364 | &nbsp;&nbsp; 93998 |
|  | Pulmuone Co. Ltd. | 3268 | &nbsp;&nbsp; 34803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pumtech Korea Co. <br> Ltd.<br>| 1795 | &nbsp;&nbsp; 85661 |
| \* | Rainbow Robotics | 389 | &nbsp;&nbsp; 76683 |
| \* | Refine Co. Ltd. | 6082 | &nbsp;&nbsp; 76091 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Reyon Pharmaceutical <br> Co. Ltd.<br>| 2120 | &nbsp;&nbsp; 17583 |
|  | RFHIC Corp. | 3819 | &nbsp;&nbsp; 76126 |
| \* | RFTech Co. Ltd. | 7456 | &nbsp;&nbsp; 13724 |
|  | Rorze Systems Corp. | 3606 | &nbsp;&nbsp; 33968 |
|  | S&S Tech Corp. | 3445 | &nbsp;&nbsp; 123189 |
|  | S-1 Corp. | 4152 | &nbsp;&nbsp; 221270 |
|  | Sajodaerim Corp. | 1032 | &nbsp;&nbsp; 30568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sam Chun Dang <br> Pharm Co. Ltd.<br>| 703 | &nbsp;&nbsp; 103344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sam Young <br> Electronics Co. Ltd.<br>| 5658 | &nbsp;&nbsp; 45409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sam Yung Trading <br> Co. Ltd.<br>| 3582 | &nbsp;&nbsp; 42777 |
|  | Samchully Co. Ltd. | 406 | &nbsp;&nbsp; 40379 |
|  | Samick THK Co. Ltd. | 1269 | &nbsp;&nbsp; 9114 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Samil Pharmaceutical <br> Co. Ltd.<br>| 2975 | &nbsp;&nbsp; 21920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samji Electronics Co. <br> Ltd.<br>| 1661 | &nbsp;&nbsp; 14147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samjin <br> Pharmaceutical Co. <br> Ltd.<br>| 1687 | &nbsp;&nbsp; 24405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sammok S-Form Co. <br> Ltd.<br>| 1379 | &nbsp;&nbsp; 20665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SAMPYO Cement Co. <br> Ltd.<br>| 17261 | &nbsp;&nbsp; 42832 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Biologics <br> Co. Ltd.<br>| 859 | &nbsp;&nbsp; 656300 |
|  | Samsung C&T Corp. | 6720 | &nbsp;&nbsp; 810733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Card Co. <br> Ltd. (029780 KS)<br>| 8923 | &nbsp;&nbsp; 319443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung <br> Electro-Mechanics <br> Co. Ltd.<br>| 5937 | &nbsp;&nbsp; 630790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Electronics <br> Co. Ltd. (005930 <br> KS)<br>| 439838 | &nbsp;&nbsp; 22415877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Electronics <br> Co. Ltd. (SMSN LI), <br> GDR<br>| 1949 | &nbsp;&nbsp; 2438920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Engineering <br> Co. Ltd.<br>| 42774 | &nbsp;&nbsp; 811087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Fire & <br> Marine Insurance <br> Co. Ltd.<br>| 2507 | &nbsp;&nbsp; 791433 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Heavy <br> Industries Co. Ltd.<br>| 35514 | &nbsp;&nbsp; 484746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Life <br> Insurance Co. Ltd.<br>| 9482 | &nbsp;&nbsp; 855887 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Samsung <br> Pharmaceutical Co. <br> Ltd.<br>| 13829 | &nbsp;&nbsp; $15611 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Samsung SDI Co. <br> Ltd.<br>| 7495 | &nbsp;&nbsp; 1075504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung SDS Co. <br> Ltd.<br>| 8800 | &nbsp;&nbsp; 1008198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Securities <br> Co. Ltd.<br>| 19618 | &nbsp;&nbsp; 994524 |
|  | SAMT Co. Ltd. | 23178 | &nbsp;&nbsp; 51007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samwha Capacitor <br> Co. Ltd.<br>| 3391 | &nbsp;&nbsp; 66922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samwha Electric Co. <br> Ltd.<br>| 826 | &nbsp;&nbsp; 16064 |
|  | Samyang Corp. | 1345 | &nbsp;&nbsp; 51106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samyang Foods Co. <br> Ltd.<br>| 936 | &nbsp;&nbsp; 967201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samyang Holdings <br> Corp.<br>| 1468 | &nbsp;&nbsp; 88641 |
|  | Samyoung Co. Ltd. | 12236 | &nbsp;&nbsp; 36252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sang-A Frontec Co. <br> Ltd.<br>| 1874 | &nbsp;&nbsp; 23501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sangsin Energy <br> Display Precision <br> Co. Ltd.<br>| 2466 | &nbsp;&nbsp; 16007 |
|  | Saramin Co. Ltd. | 2138 | &nbsp;&nbsp; 22412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Satrec Initiative Co. <br> Ltd.<br>| 1059 | &nbsp;&nbsp; 37043 |
| # | SD Biosensor, Inc. | 15730 | &nbsp;&nbsp; 113038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SeAH Besteel <br> Holdings Corp.<br>| 4129 | &nbsp;&nbsp; 92686 |
|  | SeAH Steel Corp. | 668 | &nbsp;&nbsp; 72410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SeAH Steel Holdings <br> Corp.<br>| 745 | &nbsp;&nbsp; 107790 |
|  | Sebang Co. Ltd. | 4469 | &nbsp;&nbsp; 45811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sebang Global Battery <br> Co. Ltd.<br>| 1731 | &nbsp;&nbsp; 82444 |
|  | Seegene, Inc. | 4681 | &nbsp;&nbsp; 99642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Segyung Hitech Co. <br> Ltd.<br>| 6661 | &nbsp;&nbsp; 32232 |
|  | Seobu T&D | 13043 | &nbsp;&nbsp; 81913 |
|  | Seohan Co. Ltd. | 13791 | &nbsp;&nbsp; 8969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seohee Construction <br> Co. Ltd.<br>| 33511 | &nbsp;&nbsp; 44196 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Seojin System Co. <br> Ltd.<br>| 8024 | &nbsp;&nbsp; 125778 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seoul Auction Co. <br> Ltd.<br>| 956 | &nbsp;&nbsp; 5975 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seoul Semiconductor <br> Co. Ltd.<br>| 14166 | &nbsp;&nbsp; 72363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seoyon E-Hwa Co. <br> Ltd.<br>| 6608 | &nbsp;&nbsp; 58624 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SFA Engineering <br> Corp.<br>| 4903 | &nbsp;&nbsp; 86474 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SFA Semicon Co. <br> Ltd.<br>| 13844 | &nbsp;&nbsp; 32353 |
|  | SGC Energy Co. Ltd. | 2523 | &nbsp;&nbsp; 44447 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin Heung Energy & <br> Electronics Co. Ltd.<br>| 7365 | &nbsp;&nbsp; $22337 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shin Poong <br> Pharmaceutical Co. <br> Ltd.<br>| 491 | &nbsp;&nbsp; 4311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shindaeyang Paper <br> Co. Ltd.<br>| 3739 | &nbsp;&nbsp; 29339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinhan Financial <br> Group Co. Ltd. <br> (055550 KS)<br>| 52052 | &nbsp;&nbsp; 2534600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinil Electronics Co. <br> Ltd.<br>| 11482 | &nbsp;&nbsp; 11670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinsegae <br> International, Inc.<br>| 2889 | &nbsp;&nbsp; 24132 |
|  | Shinsegae, Inc. | 1919 | &nbsp;&nbsp; 237095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinsung Delta Tech <br> Co. Ltd.<br>| 1889 | &nbsp;&nbsp; 90847 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shinsung E&G Co. <br> Ltd.<br>| 27321 | &nbsp;&nbsp; 30035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinyoung Securities <br> Co. Ltd.<br>| 1575 | &nbsp;&nbsp; 144675 |
|  | Showbox Corp. | 13902 | &nbsp;&nbsp; 27497 |
| \* | Silicon2 Co. Ltd. | 1927 | &nbsp;&nbsp; 71412 |
|  | SIMMTECH Co. Ltd. | 2713 | &nbsp;&nbsp; 44392 |
|  | SIMPAC, Inc. | 9536 | &nbsp;&nbsp; 35338 |
|  | Sindoh Co. Ltd. | 1567 | &nbsp;&nbsp; 55793 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; SK <br> Biopharmaceuticals <br> Co. Ltd.<br>| 6413 | &nbsp;&nbsp; 451651 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SK Bioscience Co. <br> Ltd.<br>| 2198 | &nbsp;&nbsp; 71917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SK Chemicals Co. <br> Ltd.<br>| 3212 | &nbsp;&nbsp; 156666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SK Discovery Co. <br> Ltd.<br>| 4198 | &nbsp;&nbsp; 164954 |
| \* | SK Eternix Co. Ltd. | 2833 | &nbsp;&nbsp; 48880 |
|  | SK Gas Ltd. | 701 | &nbsp;&nbsp; 133596 |
|  | SK Hynix, Inc. | 40893 | &nbsp;&nbsp; 7925710 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; SK IE Technology Co. <br> Ltd.<br>| 6129 | &nbsp;&nbsp; 121497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SK Innovation Co. <br> Ltd.<br>| 5984 | &nbsp;&nbsp; 462990 |
|  | SK Networks Co. Ltd. | 14893 | &nbsp;&nbsp; 48852 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SK oceanplant Co. <br> Ltd.<br>| 3193 | &nbsp;&nbsp; 45428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SK Securities Co. <br> Ltd.<br>| 149339 | &nbsp;&nbsp; 72249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SK Telecom Co. Ltd. <br> (017670 KS)<br>| 5862 | &nbsp;&nbsp; 236775 |
|  | SK, Inc. | 4672 | &nbsp;&nbsp; 678013 |
| \* | SKC Co. Ltd. | 837 | &nbsp;&nbsp; 60230 |
|  | SL Corp. | 4750 | &nbsp;&nbsp; 113215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SM Entertainment Co. <br> Ltd.<br>| 1606 | &nbsp;&nbsp; 153382 |
| \* | SMEC Co. Ltd. | 24805 | &nbsp;&nbsp; 65126 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SNT Dynamics Co. <br> Ltd.<br>| 5786 | &nbsp;&nbsp; 242615 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SNT Holdings Co. <br> Ltd.<br>| 2300 | &nbsp;&nbsp; $92291 |
|  | SNT Motiv Co. Ltd. | 3764 | &nbsp;&nbsp; 89468 |
| \* | SOCAR, Inc. | 2283 | &nbsp;&nbsp; 21534 |
|  | S-Oil Corp. | 9160 | &nbsp;&nbsp; 413180 |
|  | Solid, Inc. | 20716 | &nbsp;&nbsp; 93238 |
| \* | SOLUM Co. Ltd. | 12113 | &nbsp;&nbsp; 143576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Solus Advanced <br> Materials Co. Ltd.<br>| 6404 | &nbsp;&nbsp; 39371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Songwon Industrial <br> Co. Ltd.<br>| 5765 | &nbsp;&nbsp; 45398 |
|  | Soop Co. Ltd. | 2505 | &nbsp;&nbsp; 142364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Soosan Industries Co. <br> Ltd.<br>| 2080 | &nbsp;&nbsp; 34468 |
|  | Soulbrain Co. Ltd. | 1451 | &nbsp;&nbsp; 246096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Soulbrain Holdings <br> Co. Ltd.<br>| 1494 | &nbsp;&nbsp; 47298 |
|  | SPC Samlip Co. Ltd. | 601 | &nbsp;&nbsp; 23715 |
|  | SPG Co. Ltd. | 1751 | &nbsp;&nbsp; 31234 |
|  | ST Pharm Co. Ltd. | 1108 | &nbsp;&nbsp; 68920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STIC Investments, <br> Inc.<br>| 6915 | &nbsp;&nbsp; 49473 |
|  | Straffic Co. Ltd. | 6956 | &nbsp;&nbsp; 19373 |
| \* | Studio Dragon Corp. | 3947 | &nbsp;&nbsp; 131268 |
| \* | STX Engine Co. Ltd. | 1511 | &nbsp;&nbsp; 25850 |
| \* | Sukgyung AT Co. Ltd. | 288 | &nbsp;&nbsp; 11291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sung Kwang Bend <br> Co. Ltd.<br>| 6054 | &nbsp;&nbsp; 138661 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sungeel Hitech Co. <br> Ltd.<br>| 326 | &nbsp;&nbsp; 8877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sungshin Cement Co. <br> Ltd.<br>| 6391 | &nbsp;&nbsp; 48367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sungwoo Hitech Co. <br> Ltd.<br>| 18816 | &nbsp;&nbsp; 80149 |
| \* | Suprema, Inc. | 1173 | &nbsp;&nbsp; 28258 |
| \* | SY Co. Ltd. | 8899 | &nbsp;&nbsp; 21853 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Synergy Innovation <br> Co. Ltd.<br>| 8459 | &nbsp;&nbsp; 17347 |
| \* | Synopex, Inc. | 35877 | &nbsp;&nbsp; 173770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Systems Technology, <br> Inc.<br>| 920 | &nbsp;&nbsp; 12507 |
|  | T&L Co. Ltd. | 1411 | &nbsp;&nbsp; 61395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taekwang Industrial <br> Co. Ltd.<br>| 81 | &nbsp;&nbsp; 58500 |
| \* | Taewoong Co. Ltd. | 3630 | &nbsp;&nbsp; 105443 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taihan Electric Wire <br> Co. Ltd.<br>| 6549 | &nbsp;&nbsp; 73496 |
|  | TCC Steel | 1848 | &nbsp;&nbsp; 23716 |
|  | TechWing, Inc. | 2638 | &nbsp;&nbsp; 52206 |
|  | Telechips, Inc. | 3287 | &nbsp;&nbsp; 31717 |
|  | TES Co. Ltd. | 2411 | &nbsp;&nbsp; 44725 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Theragen Etex Co. <br> Ltd.<br>| 6072 | &nbsp;&nbsp; 13079 |
|  | TK Corp. | 2656 | &nbsp;&nbsp; 43757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TKG Huchems Co. <br> Ltd.<br>| 5645 | &nbsp;&nbsp; 71594 |
|  | TLB Co. Ltd. | 1781 | &nbsp;&nbsp; 34464 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokai Carbon Korea <br> Co. Ltd.<br>| 1792 | &nbsp;&nbsp; $137194 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tongyang Life <br> Insurance Co. Ltd.<br>| 11915 | &nbsp;&nbsp; 72284 |
| \* | Tongyang, Inc. | 65030 | &nbsp;&nbsp; 31446 |
|  | Tonymoly Co. Ltd. | 3726 | &nbsp;&nbsp; 29140 |
|  | Toptec Co. Ltd. | 7951 | &nbsp;&nbsp; 28131 |
|  | Tovis Co. Ltd. | 3832 | &nbsp;&nbsp; 43811 |
|  | TS Corp. | 24800 | &nbsp;&nbsp; 54955 |
|  | TSE Co. Ltd. | 777 | &nbsp;&nbsp; 21578 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tuksu Construction <br> Co. Ltd.<br>| 2985 | &nbsp;&nbsp; 15616 |
|  | TYM Corp. | 14189 | &nbsp;&nbsp; 51590 |
|  | UBCare Co. Ltd. | 3040 | &nbsp;&nbsp; 8478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Uju Electronics Co. <br> Ltd.<br>| 1734 | &nbsp;&nbsp; 55054 |
| \* | Uni-Chem Co. Ltd. | 14391 | &nbsp;&nbsp; 18018 |
|  | Unid Co. Ltd. | 1619 | &nbsp;&nbsp; 97815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Union Semiconductor <br> Equipment & <br> Materials Co. Ltd.<br>| 6126 | &nbsp;&nbsp; 31353 |
| \* | Unison Co. Ltd. | 10975 | &nbsp;&nbsp; 10446 |
| \* | UniTest, Inc. | 3363 | &nbsp;&nbsp; 29946 |
|  | Unitrontech Co. Ltd. | 5684 | &nbsp;&nbsp; 26059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Value Added <br> Technology Co. <br> Ltd.<br>| 2552 | &nbsp;&nbsp; 43318 |
|  | VICTEK Co. Ltd. | 3660 | &nbsp;&nbsp; 10677 |
| \*†† | Vidente Co. Ltd. | 10155 | &nbsp;&nbsp; 4562 |
|  | Vieworks Co. Ltd. | 1617 | &nbsp;&nbsp; 24301 |
| \* | Vina Tech Co. Ltd. | 641 | &nbsp;&nbsp; 13135 |
|  | Vitzro Tech Co. Ltd. | 5265 | &nbsp;&nbsp; 32334 |
|  | Vitzrocell Co. Ltd. | 4987 | &nbsp;&nbsp; 111654 |
| \* | VM, Inc. | 1417 | &nbsp;&nbsp; 11198 |
| \* | VT Co. Ltd. | 8052 | &nbsp;&nbsp; 207886 |
|  | Webzen, Inc. | 3574 | &nbsp;&nbsp; 37574 |
| \*†† | Wellbiotec Co. Ltd. | 1524 | &nbsp;&nbsp; 112 |
| \* | Wemade Co. Ltd. | 1393 | &nbsp;&nbsp; 31330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Whanin <br> Pharmaceutical Co. <br> Ltd.<br>| 3091 | &nbsp;&nbsp; 26710 |
|  | WiSoL Co. Ltd. | 7257 | &nbsp;&nbsp; 34921 |
|  | Won Tech Co. Ltd. | 13993 | &nbsp;&nbsp; 129295 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Wonik Holdings Co. <br> Ltd.<br>| 12263 | &nbsp;&nbsp; 52687 |
|  | WONIK IPS Co. Ltd. | 3583 | &nbsp;&nbsp; 83675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wonik Materials Co. <br> Ltd.<br>| 2336 | &nbsp;&nbsp; 39777 |
|  | Wonik QnC Corp. | 3926 | &nbsp;&nbsp; 51551 |
|  | Woojin, Inc. | 3421 | &nbsp;&nbsp; 27285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Woori Financial <br> Group, Inc. (316140 <br> KS)<br>| 181312 | &nbsp;&nbsp; 3217053 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Woori Technology <br> Investment Co. Ltd.<br>| 15696 | &nbsp;&nbsp; 104857 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Woori Technology, <br> Inc.<br>| 18484 | &nbsp;&nbsp; 48469 |
| \* | Woosu AMS Co. Ltd. | 14904 | &nbsp;&nbsp; 33040 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Worldex Industry & <br> Trading Co. Ltd.<br>| 3860 | &nbsp;&nbsp; $67086 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wysiwyg Studios Co. <br> Ltd.<br>| 34187 | &nbsp;&nbsp; 22262 |
|  | Xexymix Corp. | 5891 | &nbsp;&nbsp; 25986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YG Entertainment, <br> Inc.<br>| 1357 | &nbsp;&nbsp; 82905 |
| \* | YMT Co. Ltd. | 1675 | &nbsp;&nbsp; 11071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Youlchon Chemical <br> Co. Ltd.<br>| 974 | &nbsp;&nbsp; 23880 |
|  | Young Poong Corp. | 1257 | &nbsp;&nbsp; 38349 |
| # | Youngone Corp. | 6842 | &nbsp;&nbsp; 297396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Youngone Holdings <br> Co. Ltd.<br>| 1902 | &nbsp;&nbsp; 192752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuanta Securities <br> Korea Co. Ltd.<br>| 29505 | &nbsp;&nbsp; 78769 |
|  | Yuhan Corp. | 1842 | &nbsp;&nbsp; 155063 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yungjin <br> Pharmaceutical Co. <br> Ltd.<br>| 5170 | &nbsp;&nbsp; 7972 |
|  | Zeus Co. Ltd. | 3673 | &nbsp;&nbsp; 32544 |
|  | Zinus, Inc. | 3482 | &nbsp;&nbsp; 53982 |
| TOTAL SOUTH KOREA | TOTAL SOUTH KOREA |  | &nbsp;&nbsp; 159059889 |
| SPAIN — (1.9%) | SPAIN — (1.9%) | SPAIN — (1.9%) | SPAIN — (1.9%) |
|  | Acciona SA | 8528 | &nbsp;&nbsp; 1635626 |
|  | Acerinox SA | 80780 | &nbsp;&nbsp; 932159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ACS Actividades de <br> Construccion y <br> Servicios SA<br>| 54035 | &nbsp;&nbsp; 3729232 |
| Ω | Aedas Homes SA | 3787 | &nbsp;&nbsp; 91130 |
| Ω | Aena SME SA | 93900 | &nbsp;&nbsp; 2528549 |
|  | Alantra Partners SA | 1432 | &nbsp;&nbsp; 13598 |
|  | Almirall SA | 17621 | &nbsp;&nbsp; 212106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amadeus IT Group <br> SA<br>| 57147 | &nbsp;&nbsp; 4588547 |
| #\* | Amper SA | 422874 | &nbsp;&nbsp; 68777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atresmedia Corp. de <br> Medios de <br> Comunicacion SA<br>| 25772 | &nbsp;&nbsp; 145641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Audax Renovables <br> SA<br>| 45706 | &nbsp;&nbsp; 75402 |
|  | Azkoyen SA | 5948 | &nbsp;&nbsp; 59075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya <br> Argentaria SA <br> (BBVA SM)<br>| 825678 | &nbsp;&nbsp; 13770864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya <br> Argentaria SA <br> (BBVA US), <br> Sponsored ADR<br>| 21569 | &nbsp;&nbsp; 360849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco de Sabadell <br> SA<br>| 2217543 | &nbsp;&nbsp; 8184730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Santander SA <br> (SAN SM)<br>| 902266 | &nbsp;&nbsp; 7751173 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Banco Santander SA <br> (SAN\* MM)<br>| 117268 | &nbsp;&nbsp; 1001049 |
|  | Bankinter SA | 267101 | &nbsp;&nbsp; 3812659 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
|  | CaixaBank SA | 398831 | &nbsp;&nbsp; $3752324 |
| Ω | Cellnex Telecom SA | 35702 | &nbsp;&nbsp; 1259906 |
| # | CIE Automotive SA | 12287 | &nbsp;&nbsp; 368903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Construcciones y <br> Auxiliar de <br> Ferrocarriles SA<br>| 6236 | &nbsp;&nbsp; 377629 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Corp. ACCIONA <br> Energias <br> Renovables SA<br>| 6043 | &nbsp;&nbsp; 162694 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Distribuidora <br> Internacional de <br> Alimentacion SA<br>| 1843 | &nbsp;&nbsp; 60347 |
| # | Ebro Foods SA | 11762 | &nbsp;&nbsp; 229625 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; eDreams ODIGEO <br> SA<br>| 11566 | &nbsp;&nbsp; 109470 |
|  | Elecnor SA | 11545 | &nbsp;&nbsp; 313934 |
|  | Enagas SA | 46845 | &nbsp;&nbsp; 701620 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ence Energia y <br> Celulosa SA<br>| 30814 | &nbsp;&nbsp; 96967 |
|  | Endesa SA | 42831 | &nbsp;&nbsp; 1241252 |
|  | Ercros SA | 51076 | &nbsp;&nbsp; 181417 |
|  | Faes Farma SA | 95708 | &nbsp;&nbsp; 474089 |
|  | Ferrovial SE | 25575 | &nbsp;&nbsp; 1311049 |
|  | Fluidra SA | 15707 | &nbsp;&nbsp; 391742 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Gestamp Automocion <br> SA<br>| 58314 | &nbsp;&nbsp; 219203 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Global Dominion <br> Access SA<br>| 14210 | &nbsp;&nbsp; 54615 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grenergy Renovables <br> SA<br>| 1407 | &nbsp;&nbsp; 104274 |
| \* | Grifols SA | 65221 | &nbsp;&nbsp; 971801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana <br> Occidente SA<br>| 12918 | &nbsp;&nbsp; 720380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Empresarial <br> San Jose SA<br>| 5388 | &nbsp;&nbsp; 37626 |
|  | Iberdrola SA | 107302 | &nbsp;&nbsp; 1885983 |
| # | Indra Sistemas SA | 57643 | &nbsp;&nbsp; 2387829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industria de Diseno <br> Textil SA<br>| 66550 | &nbsp;&nbsp; 3178896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Laboratorio Reig Jofre <br> SA<br>| 2628 | &nbsp;&nbsp; 8885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Laboratorios <br> Farmaceuticos Rovi <br> SA<br>| 2432 | &nbsp;&nbsp; 150120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Linea Directa <br> Aseguradora SA <br> Cia de Seguros y <br> Reaseguros<br>| 47410 | &nbsp;&nbsp; 73042 |
|  | Logista Integral SA | 24479 | &nbsp;&nbsp; 774773 |
|  | Mapfre SA | 324382 | &nbsp;&nbsp; 1321071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Melia Hotels <br> International SA<br>| 21063 | &nbsp;&nbsp; 187023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miquel y Costas & <br> Miquel SA<br>| 8269 | &nbsp;&nbsp; 133981 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Naturgy Energy Group <br> SA<br>| 16389 | &nbsp;&nbsp; 514007 |
| Ω | Neinor Homes SA | 6949 | &nbsp;&nbsp; 135066 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Obrascon Huarte Lain <br> SA<br>| 34864 | &nbsp;&nbsp; $13095 |
| #\* | Oryzon Genomics SA | 8509 | &nbsp;&nbsp; 25539 |
|  | Pharma Mar SA | 1111 | &nbsp;&nbsp; 101270 |
|  | Prim SA | 1285 | &nbsp;&nbsp; 17878 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Promotora de <br> Informaciones SA, <br> Class A<br>| 69984 | &nbsp;&nbsp; 27872 |
| Ω | Prosegur Cash SA | 77104 | &nbsp;&nbsp; 66035 |
|  | Realia Business SA | 35327 | &nbsp;&nbsp; 37855 |
|  | Redeia Corp. SA | 61860 | &nbsp;&nbsp; 1199217 |
|  | Repsol SA (REP SM) | 189391 | &nbsp;&nbsp; 2871499 |
|  | Sacyr SA | 96093 | &nbsp;&nbsp; 393478 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Solaria Energia y <br> Medio Ambiente <br> SA<br>| 16222 | &nbsp;&nbsp; 208584 |
| \*Ω | Talgo SA | 9613 | &nbsp;&nbsp; 33250 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tecnicas Reunidas <br> SA<br>| 15753 | &nbsp;&nbsp; 387947 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Telefonica SA (TEF <br> SM)<br>| 740517 | &nbsp;&nbsp; 3821656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telefonica SA (TEF <br> US), Sponsored <br> ADR<br>| 10338 | &nbsp;&nbsp; 53137 |
|  | Tubacex SA | 38261 | &nbsp;&nbsp; 159367 |
| \* | Tubos Reunidos SA | 19513 | &nbsp;&nbsp; 11798 |
| Ω | Unicaja Banco SA | 445187 | &nbsp;&nbsp; 1169682 |
|  | Vidrala SA | 7360 | &nbsp;&nbsp; 792279 |
|  | Viscofan SA | 16100 | &nbsp;&nbsp; 1101686 |
| TOTAL SPAIN | TOTAL SPAIN |  | &nbsp;&nbsp; 85345833 |
| SWEDEN — (1.9%) | SWEDEN — (1.9%) | SWEDEN — (1.9%) | SWEDEN — (1.9%) |
|  | AAK AB | 11985 | &nbsp;&nbsp; 308307 |
| Ω | AcadeMedia AB | 33500 | &nbsp;&nbsp; 306752 |
|  | AddLife AB, Class B | 28328 | &nbsp;&nbsp; 498860 |
|  | Addnode Group AB | 31265 | &nbsp;&nbsp; 357714 |
|  | AddTech AB, Class B | 28906 | &nbsp;&nbsp; 971767 |
|  | AFRY AB | 33113 | &nbsp;&nbsp; 512542 |
|  | Alfa Laval AB | 22740 | &nbsp;&nbsp; 987999 |
| Ω | Alimak Group AB | 24710 | &nbsp;&nbsp; 423508 |
|  | Alleima AB | 89889 | &nbsp;&nbsp; 635243 |
|  | Alligo AB, Class B | 10505 | &nbsp;&nbsp; 112805 |
| Ω | Ambea AB | 39862 | &nbsp;&nbsp; 501484 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Annehem Fastigheter <br> AB, Class B<br>| 23136 | &nbsp;&nbsp; 39651 |
|  | AQ Group AB | 14511 | &nbsp;&nbsp; 295741 |
|  | Arise AB | 10752 | &nbsp;&nbsp; 37738 |
|  | Arjo AB, Class B | 66722 | &nbsp;&nbsp; 232511 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asmodee Group AB, <br> Class B<br>| 13242 | &nbsp;&nbsp; 166764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Assa Abloy AB, <br> Class B<br>| 25713 | &nbsp;&nbsp; 850849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atlas Copco AB <br> (ATCOA SS), <br> Class A<br>| 162372 | &nbsp;&nbsp; 2472663 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atlas Copco AB <br> (ATCOB SS), <br> Class B<br>| 100484 | &nbsp;&nbsp; $1359865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atrium Ljungberg AB, <br> Class B<br>| 54145 | &nbsp;&nbsp; 175125 |
| Ω | Attendo AB | 43233 | &nbsp;&nbsp; 302086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avanza Bank Holding <br> AB<br>| 22717 | &nbsp;&nbsp; 836884 |
| # | Axfood AB | 17325 | &nbsp;&nbsp; 516256 |
|  | Beijer Alma AB | 12926 | &nbsp;&nbsp; 347765 |
|  | Beijer Ref AB | 12176 | &nbsp;&nbsp; 204397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bergman & Beving <br> AB<br>| 11723 | &nbsp;&nbsp; 376925 |
|  | Betsson AB, Class B | 52606 | &nbsp;&nbsp; 890744 |
| #\* | Better Collective AS | 10226 | &nbsp;&nbsp; 144092 |
| \* | BHG Group AB | 23795 | &nbsp;&nbsp; 56523 |
| \* | BICO Group AB | 6048 | &nbsp;&nbsp; 22526 |
|  | Bilia AB, Class A | 26527 | &nbsp;&nbsp; 311674 |
|  | Billerud Aktiebolag | 44661 | &nbsp;&nbsp; 379204 |
|  | BioGaia AB, Class B | 15019 | &nbsp;&nbsp; 150277 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BioInvent International <br> AB<br>| 5678 | &nbsp;&nbsp; 22644 |
|  | Bjorn Borg AB | 5162 | &nbsp;&nbsp; 30503 |
| \* | Boliden AB | 34766 | &nbsp;&nbsp; 1064160 |
| \* | Bonava AB, Class B | 68446 | &nbsp;&nbsp; 80189 |
| \*Ω | Boozt AB | 6801 | &nbsp;&nbsp; 60548 |
| Ω | Bravida Holding AB | 66165 | &nbsp;&nbsp; 620889 |
|  | Bufab AB | 32955 | &nbsp;&nbsp; 326820 |
|  | Bulten AB | 5345 | &nbsp;&nbsp; 32152 |
|  | Bure Equity AB | 25410 | &nbsp;&nbsp; 750136 |
|  | Byggmax Group AB | 16029 | &nbsp;&nbsp; 95205 |
| \* | Camurus AB | 2184 | &nbsp;&nbsp; 151534 |
| \* | Carasent AB | 3685 | &nbsp;&nbsp; 11151 |
| # | Castellum AB | 31041 | &nbsp;&nbsp; 353357 |
|  | Catella AB | 11938 | &nbsp;&nbsp; 36163 |
|  | Catena AB | 5960 | &nbsp;&nbsp; 269238 |
| \* | Cavotec Group AB | 12443 | &nbsp;&nbsp; 22371 |
| # | Cellavision AB | 3049 | &nbsp;&nbsp; 54552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cibus Nordic Real <br> Estate AB publ<br>| 12320 | &nbsp;&nbsp; 218285 |
| \* | Cint Group AB | 77596 | &nbsp;&nbsp; 56557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clas Ohlson AB, <br> Class B<br>| 15766 | &nbsp;&nbsp; 548570 |
|  | Cloetta AB, Class B | 70892 | &nbsp;&nbsp; 227991 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Coor Service <br> Management <br> Holding AB<br>| 26480 | &nbsp;&nbsp; 124462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corem Property <br> Group AB (CORED <br> SS), Class D<br>| 2165 | &nbsp;&nbsp; 52376 |
| \* | C-RAD AB | 3079 | &nbsp;&nbsp; 11046 |
| \* | Ctek AB | 6691 | &nbsp;&nbsp; 9947 |
|  | CTT Systems AB | 2479 | &nbsp;&nbsp; 55645 |
|  | Dios Fastigheter AB | 22212 | &nbsp;&nbsp; 145928 |
| Ω | Dometic Group AB | 55924 | &nbsp;&nbsp; 282496 |
| #\*Ω | Dustin Group AB | 196668 | &nbsp;&nbsp; 32174 |
| \* | Dynavox Group AB | 15497 | &nbsp;&nbsp; 200320 |
|  | Eastnine AB | 25612 | &nbsp;&nbsp; 123541 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | Elanders AB, Class B | 6126 | &nbsp;&nbsp; $35958 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Electrolux AB, <br> Class B<br>| 47939 | &nbsp;&nbsp; 291977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electrolux <br> Professional AB, <br> Class B<br>| 61030 | &nbsp;&nbsp; 414681 |
|  | Elekta AB, Class B | 94463 | &nbsp;&nbsp; 465808 |
| \* | Embracer Group AB | 19378 | &nbsp;&nbsp; 200458 |
| \* | Enad Global 7 AB | 6684 | &nbsp;&nbsp; 8640 |
| \* | Enea AB | 5780 | &nbsp;&nbsp; 43582 |
|  | Engcon AB | 7932 | &nbsp;&nbsp; 62154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eolus Vind AB, <br> Class B<br>| 4740 | &nbsp;&nbsp; 26124 |
|  | Ependion AB | 9101 | &nbsp;&nbsp; 109848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Epiroc AB (EPIA SS), <br> Class A<br>| 49725 | &nbsp;&nbsp; 1012061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Epiroc AB (EPIB SS), <br> Class B<br>| 29749 | &nbsp;&nbsp; 533280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Essity AB (ESSITYA <br> SS), Class A<br>| 2308 | &nbsp;&nbsp; 56919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Essity AB (ESSITYB <br> SS), Class B<br>| 46339 | &nbsp;&nbsp; 1142604 |
| Ω | Evolution AB | 8751 | &nbsp;&nbsp; 778498 |
|  | Ework Group AB | 2805 | &nbsp;&nbsp; 30351 |
| # | Fabege AB | 31655 | &nbsp;&nbsp; 265122 |
|  | Fagerhult Group AB | 15139 | &nbsp;&nbsp; 58466 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fastighets AB Balder, <br> Class B<br>| 51845 | &nbsp;&nbsp; 350062 |
| \* | Fastighets AB Trianon | 11978 | &nbsp;&nbsp; 23067 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fastighetsbolaget <br> Emilshus AB, <br> Class B<br>| 1004 | &nbsp;&nbsp; 5143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FastPartner AB <br> (FPARA SS), <br> Class A<br>| 12373 | &nbsp;&nbsp; 63139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FastPartner AB <br> (FPARD SS), <br> Class D<br>| 1512 | &nbsp;&nbsp; 11805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fenix Outdoor <br> International AG<br>| 1057 | &nbsp;&nbsp; 54092 |
|  | G5 Entertainment AB | 1825 | &nbsp;&nbsp; 19658 |
|  | Getinge AB, Class B | 39005 | &nbsp;&nbsp; 769891 |
|  | Granges AB | 39772 | &nbsp;&nbsp; 533308 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Green Landscaping <br> Group AB<br>| 5224 | &nbsp;&nbsp; 29920 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; H & M Hennes & <br> Mauritz AB, <br> Class B<br>| 41894 | &nbsp;&nbsp; 564381 |
|  | Hanza AB | 10233 | &nbsp;&nbsp; 116492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heba Fastighets AB, <br> Class B<br>| 12948 | &nbsp;&nbsp; 40866 |
|  | Hemnet Group AB | 23233 | &nbsp;&nbsp; 669075 |
|  | Hexagon AB, Class B | 78641 | &nbsp;&nbsp; 864114 |
| \* | Hexatronic Group AB | 29315 | &nbsp;&nbsp; 62264 |
|  | Hexpol AB | 64992 | &nbsp;&nbsp; 559645 |
| \* | HMS Networks AB | 8580 | &nbsp;&nbsp; 360529 |
| Ω | Hoist Finance AB | 14551 | &nbsp;&nbsp; 143368 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Holmen AB (HOLMB <br> SS), Class B<br>| 13019 | &nbsp;&nbsp; $483872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hufvudstaden AB, <br> Class A<br>| 16447 | &nbsp;&nbsp; 199019 |
|  | Humana AB | 15563 | &nbsp;&nbsp; 58825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Husqvarna AB <br> (HUSQA SS), <br> Class A<br>| 4692 | &nbsp;&nbsp; 25377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Husqvarna AB <br> (HUSQB SS), <br> Class B<br>| 62160 | &nbsp;&nbsp; 336665 |
|  | Indutrade AB | 24134 | &nbsp;&nbsp; 586080 |
|  | Instalco AB | 60436 | &nbsp;&nbsp; 158250 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Petroleum Corp. <br> (IPCO CN)<br>| 1551 | &nbsp;&nbsp; 25857 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Petroleum Corp. <br> (IPCO SS)<br>| 36209 | &nbsp;&nbsp; 606420 |
|  | INVISIO AB | 8043 | &nbsp;&nbsp; 260602 |
|  | Inwido AB | 26224 | &nbsp;&nbsp; 487584 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ITAB Shop Concept <br> AB<br>| 21477 | &nbsp;&nbsp; 38043 |
|  | JM AB | 21357 | &nbsp;&nbsp; 306046 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; John Mattson <br> Fastighetsforetagen <br> AB<br>| 4685 | &nbsp;&nbsp; 29387 |
| \* | Karnov Group AB | 17865 | &nbsp;&nbsp; 211717 |
| #\* | K-fast Holding AB | 34295 | &nbsp;&nbsp; 57785 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Klarabo Sverige AB, <br> Class B<br>| 17016 | &nbsp;&nbsp; 26597 |
|  | KNOW IT AB | 8020 | &nbsp;&nbsp; 95791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lagercrantz Group <br> AB, Class B<br>| 47909 | &nbsp;&nbsp; 1112310 |
|  | Lifco AB, Class B | 12938 | &nbsp;&nbsp; 460866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lime Technologies <br> AB<br>| 3930 | &nbsp;&nbsp; 152712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lindab International <br> AB<br>| 26860 | &nbsp;&nbsp; 564559 |
|  | Loomis AB | 26003 | &nbsp;&nbsp; 1028140 |
| \* | Medcap AB | 3268 | &nbsp;&nbsp; 217270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medicover AB, <br> Class B<br>| 18367 | &nbsp;&nbsp; 514524 |
|  | MEKO AB | 14855 | &nbsp;&nbsp; 129913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Micro Systemation AB, <br> Class B<br>| 5052 | &nbsp;&nbsp; 29039 |
|  | MIPS AB | 2885 | &nbsp;&nbsp; 122270 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Modern Times Group <br> MTG AB, Class B<br>| 28759 | &nbsp;&nbsp; 295659 |
|  | Momentum Group AB | 10010 | &nbsp;&nbsp; 158632 |
| Ω | Munters Group AB | 25014 | &nbsp;&nbsp; 352029 |
|  | Mycronic AB | 37038 | &nbsp;&nbsp; 803683 |
| \* | NCAB Group AB | 32917 | &nbsp;&nbsp; 177883 |
|  | NCC AB, Class B | 29665 | &nbsp;&nbsp; 561715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nederman Holding <br> AB<br>| 2314 | &nbsp;&nbsp; 40143 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Net Insight AB, <br> Class B<br>| 74509 | &nbsp;&nbsp; $30800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Wave Group AB, <br> Class B<br>| 46314 | &nbsp;&nbsp; 554655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nibe Industrier AB, <br> Class B<br>| 32148 | &nbsp;&nbsp; 148344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nilorngruppen AB, <br> Class B<br>| 2755 | &nbsp;&nbsp; 15762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nivika Fastigheter AB, <br> Class B<br>| 8076 | &nbsp;&nbsp; 35917 |
| \* | Nobia AB | 115904 | &nbsp;&nbsp; 53438 |
|  | Nolato AB, Class B | 69620 | &nbsp;&nbsp; 411833 |
|  | Nordnet AB publ | 25003 | &nbsp;&nbsp; 675233 |
| \* | Norion Bank AB | 21791 | &nbsp;&nbsp; 139235 |
|  | Note AB | 5347 | &nbsp;&nbsp; 104493 |
| # | NP3 Fastigheter AB | 8033 | &nbsp;&nbsp; 212462 |
|  | Nyfosa AB | 37089 | &nbsp;&nbsp; 321536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OEM International AB, <br> Class B<br>| 17660 | &nbsp;&nbsp; 243337 |
| #\* | Orron Energy AB | 75740 | &nbsp;&nbsp; 39026 |
| \* | Ovzon AB | 22398 | &nbsp;&nbsp; 95309 |
|  | Pandox AB | 27343 | &nbsp;&nbsp; 486658 |
|  | Peab AB, Class B | 64301 | &nbsp;&nbsp; 483580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Platzer Fastigheter <br> Holding AB, <br> Class B<br>| 15074 | &nbsp;&nbsp; 107416 |
|  | Prevas AB, Class B | 3290 | &nbsp;&nbsp; 24856 |
| \* | Pricer AB, Class B | 61892 | &nbsp;&nbsp; 28590 |
|  | Proact IT Group AB | 13302 | &nbsp;&nbsp; 132407 |
|  | Ratos AB, Class B | 68029 | &nbsp;&nbsp; 240828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RaySearch <br> Laboratories AB<br>| 10869 | &nbsp;&nbsp; 372514 |
|  | Rejlers AB | 4668 | &nbsp;&nbsp; 94867 |
| \* | Rottneros AB | 65734 | &nbsp;&nbsp; 20166 |
|  | Rvrc Holding AB | 22271 | &nbsp;&nbsp; 101020 |
|  | Saab AB, Class B | 5220 | &nbsp;&nbsp; 283937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sagax AB (SAGAB <br> SS), Class B<br>| 14443 | &nbsp;&nbsp; 305695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samhallsbyggnadsbolaget <br> i Norden AB<br>| 135430 | &nbsp;&nbsp; 67903 |
|  | Sandvik AB | 65394 | &nbsp;&nbsp; 1595591 |
|  | Scandi Standard AB | 21297 | &nbsp;&nbsp; 205790 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Scandic Hotels Group <br> AB<br>| 70844 | &nbsp;&nbsp; 587464 |
| \* | Sdiptech AB, Class B | 8724 | &nbsp;&nbsp; 175368 |
|  | Sectra AB, Class B | 27667 | &nbsp;&nbsp; 1025781 |
|  | Securitas AB, Class B | 66906 | &nbsp;&nbsp; 992974 |
| \* | Sedana Medical AB | 19405 | &nbsp;&nbsp; 31395 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sensys Gatso Group <br> AB<br>| 4148 | &nbsp;&nbsp; 17673 |
| \*Ω | Sinch AB | 232254 | &nbsp;&nbsp; 797317 |
|  | SinterCast AB | 992 | &nbsp;&nbsp; 11591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska <br> Enskilda Banken AB <br> (SEBA SS), <br> Class A<br>| 109777 | &nbsp;&nbsp; 1920277 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska <br> Enskilda Banken AB <br> (SEBC SS), <br> Class C<br>| 1726 | &nbsp;&nbsp; $30591 |
|  | Skanska AB, Class B | 45055 | &nbsp;&nbsp; 1050975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SKF AB (SKFA SS), <br> Class A<br>| 3007 | &nbsp;&nbsp; 70749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SKF AB (SKFB SS), <br> Class B<br>| 54642 | &nbsp;&nbsp; 1272745 |
|  | SkiStar AB | 15716 | &nbsp;&nbsp; 247927 |
|  | Solid Forsakring AB | 5351 | &nbsp;&nbsp; 40558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SSAB AB (SSABA <br> SS), Class A<br>| 40568 | &nbsp;&nbsp; 233941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SSAB AB (SSABAH <br> FH), Class A<br>| 2266 | &nbsp;&nbsp; 13041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SSAB AB (SSABB <br> SS), Class B<br>| 113319 | &nbsp;&nbsp; 640442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SSAB AB (SSABBH <br> FH), Class B<br>| 12844 | &nbsp;&nbsp; 72436 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Stendorren <br> Fastigheter AB<br>| 3083 | &nbsp;&nbsp; 64476 |
| \* | Stillfront Group AB | 84174 | &nbsp;&nbsp; 43625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Storskogen Group AB, <br> Class B<br>| 489739 | &nbsp;&nbsp; 568405 |
|  | Svedbergs Group AB | 9684 | &nbsp;&nbsp; 55598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Svenska Cellulosa AB <br> SCA (SCAA SS), <br> Class A<br>| 3121 | &nbsp;&nbsp; 39242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Svenska Cellulosa AB <br> SCA (SCAB SS), <br> Class B<br>| 78467 | &nbsp;&nbsp; 984066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Svenska <br> Handelsbanken AB <br> (SHBA SS), <br> Class A<br>| 74650 | &nbsp;&nbsp; 909564 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Svenska <br> Handelsbanken AB <br> (SHBB SS), <br> Class B<br>| 1473 | &nbsp;&nbsp; 28783 |
|  | Sweco AB, Class B | 32753 | &nbsp;&nbsp; 516663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swedbank AB, <br> Class A<br>| 63812 | &nbsp;&nbsp; 1699188 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Swedish Logistic <br> Property AB, <br> Class B<br>| 6467 | &nbsp;&nbsp; 26168 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Swedish Orphan <br> Biovitrum AB<br>| 7328 | &nbsp;&nbsp; 201494 |
|  | Synsam AB | 29960 | &nbsp;&nbsp; 163444 |
|  | Systemair AB | 26063 | &nbsp;&nbsp; 252068 |
|  | Tele2 AB, Class B | 98298 | &nbsp;&nbsp; 1519213 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Telefonaktiebolaget <br> LM Ericsson <br> (ERICA SS), <br> Class A<br>| 9881 | &nbsp;&nbsp; 71890 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telefonaktiebolaget <br> LM Ericsson <br> (ERICB SS), <br> Class B<br>| 330612 | &nbsp;&nbsp; $2401427 |
| # | Telia Co. AB | 444781 | &nbsp;&nbsp; 1570838 |
|  | TF Bank AB | 8379 | &nbsp;&nbsp; 115313 |
| Ω | Thule Group AB | 11321 | &nbsp;&nbsp; 320178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trelleborg AB, <br> Class B<br>| 28963 | &nbsp;&nbsp; 1052364 |
|  | Troax Group AB | 12721 | &nbsp;&nbsp; 177730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Truecaller AB, <br> Class B<br>| 54639 | &nbsp;&nbsp; 272937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VBG Group AB, <br> Class B<br>| 6933 | &nbsp;&nbsp; 199198 |
| \* | Vestum AB | 30839 | &nbsp;&nbsp; 30297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vitec Software Group <br> AB, Class B<br>| 5458 | &nbsp;&nbsp; 211593 |
|  | Vitrolife AB | 17865 | &nbsp;&nbsp; 262525 |
|  | Volati AB | 4814 | &nbsp;&nbsp; 53097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Volvo AB (VOLVA SS), <br> Class A<br>| 26966 | &nbsp;&nbsp; 773116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Volvo AB (VOLVB <br> SS), Class B<br>| 208445 | &nbsp;&nbsp; 5986496 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Volvo Car AB, <br> Class B<br>| 57959 | &nbsp;&nbsp; 110842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wallenstam AB, <br> Class B<br>| 53598 | &nbsp;&nbsp; 242918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wihlborgs Fastigheter <br> AB<br>| 43452 | &nbsp;&nbsp; 427005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; XANO Industri AB, <br> Class B<br>| 1575 | &nbsp;&nbsp; 9837 |
| #\* | XSpray Pharma AB | 2239 | &nbsp;&nbsp; 11869 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | &nbsp;&nbsp; 81590715 |
| SWITZERLAND — (5.2%) | SWITZERLAND — (5.2%) | SWITZERLAND — (5.2%) | SWITZERLAND — (5.2%) |
|  | ABB Ltd. | 81931 | &nbsp;&nbsp; 5349938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Accelleron Industries <br> AG (ACLN SW)<br>| 37593 | &nbsp;&nbsp; 3424030 |
|  | Adecco Group AG | 29769 | &nbsp;&nbsp; 937370 |
| # | Alcon AG | 71822 | &nbsp;&nbsp; 6288051 |
|  | Allreal Holding AG | 6223 | &nbsp;&nbsp; 1407546 |
|  | ALSO Holding AG | 1760 | &nbsp;&nbsp; 531571 |
| \* | ams-OSRAM AG | 8491 | &nbsp;&nbsp; 111920 |
|  | APG SGA SA | 317 | &nbsp;&nbsp; 88456 |
|  | Arbonia AG | 19716 | &nbsp;&nbsp; 133533 |
| \* | Aryzta AG | 6739 | &nbsp;&nbsp; 632475 |
|  | Ascom Holding AG | 11095 | &nbsp;&nbsp; 56031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Autoneum Holding <br> AG<br>| 1032 | &nbsp;&nbsp; 183087 |
|  | Avolta AG | 31142 | &nbsp;&nbsp; 1618871 |
|  | Baloise Holding AG | 15489 | &nbsp;&nbsp; 3712170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banque Cantonale de <br> Geneve<br>| 767 | &nbsp;&nbsp; 227120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banque Cantonale <br> Vaudoise<br>| 9755 | &nbsp;&nbsp; 1128890 |
| # | Barry Callebaut AG | 517 | &nbsp;&nbsp; 629602 |
|  | Belimo Holding AG | 1187 | &nbsp;&nbsp; 1381345 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | Bell Food Group AG | 800 | &nbsp;&nbsp; $253283 |
|  | Bellevue Group AG | 2041 | &nbsp;&nbsp; 19656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Berner Kantonalbank <br> AG<br>| 2023 | &nbsp;&nbsp; 632355 |
|  | BKW AG | 3991 | &nbsp;&nbsp; 891081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bossard Holding AG, <br> Class A<br>| 2300 | &nbsp;&nbsp; 487452 |
|  | Bucher Industries AG | 2792 | &nbsp;&nbsp; 1318518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Burckhardt <br> Compression <br> Holding AG<br>| 1117 | &nbsp;&nbsp; 994791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Burkhalter Holding <br> AG<br>| 2319 | &nbsp;&nbsp; 417024 |
|  | Bystronic AG | 443 | &nbsp;&nbsp; 219285 |
|  | Calida Holding AG | 469 | &nbsp;&nbsp; 8274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carlo Gavazzi Holding <br> AG<br>| 167 | &nbsp;&nbsp; 38052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cembra Money Bank <br> AG<br>| 11681 | &nbsp;&nbsp; 1310961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chocoladefabriken <br> Lindt & Spruengli <br> AG<br>| 7 | &nbsp;&nbsp; 1023556 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cicor Technologies <br> Ltd.<br>| 1175 | &nbsp;&nbsp; 291250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie Financiere <br> Richemont SA, <br> Class A<br>| 33209 | &nbsp;&nbsp; 5422239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie Financiere <br> Tradition SA<br>| 1048 | &nbsp;&nbsp; 303393 |
|  | Clariant AG | 43008 | &nbsp;&nbsp; 441389 |
| # | Coltene Holding AG | 1259 | &nbsp;&nbsp; 80888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COSMO <br> Pharmaceuticals <br> NV<br>| 1934 | &nbsp;&nbsp; 138737 |
| # | CPH Group AG | 347 | &nbsp;&nbsp; 32233 |
|  | Daetwyler Holding AG | 1783 | &nbsp;&nbsp; 317542 |
|  | DKSH Holding AG | 14115 | &nbsp;&nbsp; 976056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; dormakaba Holding <br> AG<br>| 1088 | &nbsp;&nbsp; 1050273 |
|  | DSM-Firmenich AG | 14338 | &nbsp;&nbsp; 1377587 |
|  | EFG International AG | 45706 | &nbsp;&nbsp; 905924 |
|  | Emmi AG | 776 | &nbsp;&nbsp; 706356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EMS-Chemie Holding <br> AG<br>| 401 | &nbsp;&nbsp; 315503 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Feintool International <br> Holding AG<br>| 1631 | &nbsp;&nbsp; 24620 |
|  | Flughafen Zurich AG | 8360 | &nbsp;&nbsp; 2356154 |
|  | Forbo Holding AG | 272 | &nbsp;&nbsp; 257996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fundamenta Real <br> Estate AG<br>| 4475 | &nbsp;&nbsp; 98019 |
|  | Galderma Group AG | 4004 | &nbsp;&nbsp; 617089 |
| Ω | Galenica AG | 21300 | &nbsp;&nbsp; 2260561 |
|  | Geberit AG | 6209 | &nbsp;&nbsp; 4756705 |
|  | Georg Fischer AG | 24956 | &nbsp;&nbsp; 1952274 |
|  | Givaudan SA | 477 | &nbsp;&nbsp; 1994025 |
|  | Glarner Kantonalbank | 1297 | &nbsp;&nbsp; 33986 |
|  | Helvetia Holding AG | 14537 | &nbsp;&nbsp; 3495879 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hiag Immobilien <br> Holding AG<br>| 977 | &nbsp;&nbsp; $129934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Holcim AG (HOLN <br> SW)<br>| 63568 | &nbsp;&nbsp; 5069543 |
|  | Huber & Suhner AG | 6475 | &nbsp;&nbsp; 864580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hypothekarbank <br> Lenzburg AG<br>| 3 | &nbsp;&nbsp; 15054 |
|  | Implenia AG | 3093 | &nbsp;&nbsp; 208188 |
|  | Inficon Holding AG | 5249 | &nbsp;&nbsp; 631591 |
|  | Interroll Holding AG | 159 | &nbsp;&nbsp; 447739 |
|  | Intershop Holding AG | 1435 | &nbsp;&nbsp; 265636 |
|  | Investis Holding SA | 981 | &nbsp;&nbsp; 151623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Julius Baer Group <br> Ltd.<br>| 42427 | &nbsp;&nbsp; 2870792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jungfraubahn Holding <br> AG<br>| 1642 | &nbsp;&nbsp; 409674 |
|  | Kardex Holding AG | 1086 | &nbsp;&nbsp; 418183 |
| \* | Komax Holding AG | 684 | &nbsp;&nbsp; 93625 |
| \* | Kudelski SA | 13192 | &nbsp;&nbsp; 24338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuehne & Nagel <br> International AG<br>| 5141 | &nbsp;&nbsp; 1048141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Landis & Gyr Group <br> AG<br>| 7382 | &nbsp;&nbsp; 602772 |
| \* | LEM Holding SA | 71 | &nbsp;&nbsp; 57713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liechtensteinische <br> Landesbank AG<br>| 5570 | &nbsp;&nbsp; 595418 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Logitech International <br> SA (LOGI US)<br>| 14126 | &nbsp;&nbsp; 1312023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Logitech International <br> SA (LOGN SW)<br>| 1150 | &nbsp;&nbsp; 106636 |
|  | Lonza Group AG | 7196 | &nbsp;&nbsp; 5015388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luzerner <br> Kantonalbank AG<br>| 6892 | &nbsp;&nbsp; 621733 |
| Ω | Medacta Group SA | 1181 | &nbsp;&nbsp; 214209 |
| Ω | Medmix AG | 7618 | &nbsp;&nbsp; 111344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meier Tobler Group <br> AG<br>| 1836 | &nbsp;&nbsp; 82185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metall Zug AG, <br> Class B<br>| 70 | &nbsp;&nbsp; 85977 |
|  | Mikron Holding AG | 3910 | &nbsp;&nbsp; 88072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mobilezone Holding <br> AG<br>| 11233 | &nbsp;&nbsp; 156692 |
|  | Mobimo Holding AG | 2861 | &nbsp;&nbsp; 1120520 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Molecular Partners <br> AG<br>| 3503 | &nbsp;&nbsp; 13236 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Montana Aerospace <br> AG<br>| 7478 | &nbsp;&nbsp; 260458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Naturenergie Holding <br> AG<br>| 1434 | &nbsp;&nbsp; 58342 |
|  | Nestle SA | 216077 | &nbsp;&nbsp; 18880174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Novartis AG (NOVN <br> SW)<br>| 88289 | &nbsp;&nbsp; 10054973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Novartis AG (NVS <br> US), Sponsored <br> ADR<br>| 127293 | &nbsp;&nbsp; 14478306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Novavest Real Estate <br> AG<br>| 1587 | &nbsp;&nbsp; 77336 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OC Oerlikon Corp. AG <br> Pfaffikon<br>| 48835 | &nbsp;&nbsp; $238586 |
| #\* | Orior AG | 2610 | &nbsp;&nbsp; 39310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Partners Group <br> Holding AG<br>| 2617 | &nbsp;&nbsp; 3518024 |
|  | Phoenix Mecano AG | 286 | &nbsp;&nbsp; 161665 |
|  | Plazza AG, Class A | 241 | &nbsp;&nbsp; 118171 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; PolyPeptide Group <br> AG<br>| 3457 | &nbsp;&nbsp; 96154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PSP Swiss Property <br> AG<br>| 10900 | &nbsp;&nbsp; 1849341 |
|  | Rieter Holding AG | 769 | &nbsp;&nbsp; 58639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Roche Holding AG <br> (RO SW)<br>| 2458 | &nbsp;&nbsp; 816880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Roche Holding AG <br> (ROG SW)<br>| 52911 | &nbsp;&nbsp; 16512096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Romande Energie <br> Holding SA<br>| 2262 | &nbsp;&nbsp; 115630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandoz Group AG <br> (SDZ SW)<br>| 112680 | &nbsp;&nbsp; 6444033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandoz Group AG <br> (SDZNY US), ADR<br>| 11882 | &nbsp;&nbsp; 677393 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Santhera <br> Pharmaceuticals <br> Holding AG<br>| 2341 | &nbsp;&nbsp; 42638 |
|  | Schindler Holding AG | 1827 | &nbsp;&nbsp; 640782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schweiter <br> Technologies AG<br>| 201 | &nbsp;&nbsp; 92777 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Schweizerische <br> Nationalbank<br>| 18 | &nbsp;&nbsp; 70163 |
|  | SFS Group AG | 6263 | &nbsp;&nbsp; 809342 |
|  | SGS SA | 31976 | &nbsp;&nbsp; 3249189 |
|  | Siegfried Holding AG | 15790 | &nbsp;&nbsp; 1765420 |
| # | SIG Group AG | 102053 | &nbsp;&nbsp; 1651092 |
|  | Sika AG | 14671 | &nbsp;&nbsp; 3462055 |
|  | SKAN Group AG | 913 | &nbsp;&nbsp; 83730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Softwareone Holding <br> AG<br>| 15625 | &nbsp;&nbsp; 127522 |
|  | Sonova Holding AG | 8829 | &nbsp;&nbsp; 2403324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; St. Galler <br> Kantonalbank AG<br>| 1088 | &nbsp;&nbsp; 663856 |
|  | Stadler Rail AG | 11676 | &nbsp;&nbsp; 308558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Straumann Holding <br> AG<br>| 6598 | &nbsp;&nbsp; 803899 |
|  | Sulzer AG | 7639 | &nbsp;&nbsp; 1469827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swatch Group AG <br> (UHR SW)<br>| 3919 | &nbsp;&nbsp; 693103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swatch Group AG <br> (UHRN SW)<br>| 10395 | &nbsp;&nbsp; 378620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swiss Life Holding <br> AG<br>| 4659 | &nbsp;&nbsp; 4825781 |
|  | Swiss Prime Site AG | 28809 | &nbsp;&nbsp; 3984535 |
|  | Swiss Re AG | 47666 | &nbsp;&nbsp; 8532279 |
|  | Swisscom AG | 4986 | &nbsp;&nbsp; 3464444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swissquote Group <br> Holding SA<br>| 4529 | &nbsp;&nbsp; 3009274 |
|  | Tecan Group AG | 616 | &nbsp;&nbsp; 121963 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | Temenos AG | 15937 | &nbsp;&nbsp; $1425479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thurgauer <br> Kantonalbank<br>| 389 | &nbsp;&nbsp; 74109 |
|  | TX Group AG | 1242 | &nbsp;&nbsp; 337670 |
| \* | u-blox Holding AG | 2217 | &nbsp;&nbsp; 276066 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG (UBS <br> US)<br>| 7117 | &nbsp;&nbsp; 265662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG <br> (UBSG SW)<br>| 204461 | &nbsp;&nbsp; 7598590 |
|  | Valiant Holding AG | 6005 | &nbsp;&nbsp; 945173 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Varia U.S. Properties <br> AG<br>| 573 | &nbsp;&nbsp; 14143 |
| Ω | VAT Group AG | 1893 | &nbsp;&nbsp; 662907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vaudoise Assurances <br> Holding SA<br>| 194 | &nbsp;&nbsp; 149728 |
|  | Vetropack Holding AG | 4154 | &nbsp;&nbsp; 153222 |
|  | Vontobel Holding AG | 11746 | &nbsp;&nbsp; 856447 |
|  | VP Bank AG, Class A | 1150 | &nbsp;&nbsp; 109809 |
|  | VZ Holding AG | 5041 | &nbsp;&nbsp; 1066923 |
|  | V-ZUG Holding AG | 602 | &nbsp;&nbsp; 38588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Walliser <br> Kantonalbank<br>| 162 | &nbsp;&nbsp; 25132 |
|  | Warteck Invest AG | 42 | &nbsp;&nbsp; 102657 |
| # | Ypsomed Holding AG | 570 | &nbsp;&nbsp; 272721 |
|  | Zehnder Group AG | 2900 | &nbsp;&nbsp; 255508 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zueblin Immobilien <br> Holding AG<br>| 454 | &nbsp;&nbsp; 31477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zug Estates Holding <br> AG, Class B<br>| 76 | &nbsp;&nbsp; 200287 |
|  | Zuger Kantonalbank | 33 | &nbsp;&nbsp; 347428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zurich Insurance <br> Group AG<br>| 10056 | &nbsp;&nbsp; 6859260 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | &nbsp;&nbsp; 227674201 |
| TAIWAN — (6.2%) | TAIWAN — (6.2%) | TAIWAN — (6.2%) | TAIWAN — (6.2%) |
|  | 91APP, Inc. | 18000 | &nbsp;&nbsp; 49260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aaeon Technology, <br> Inc.<br>| 5248 | &nbsp;&nbsp; 21135 |
|  | Abico Avy Co. Ltd. | 46062 | &nbsp;&nbsp; 52338 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ability Enterprise Co. <br> Ltd.<br>| 104988 | &nbsp;&nbsp; 208633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ability <br> Opto-Electronics <br> Technology Co. <br> Ltd.<br>| 7083 | &nbsp;&nbsp; 27430 |
|  | AcBel Polytech, Inc. | 215786 | &nbsp;&nbsp; 198215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Accton Technology <br> Corp.<br>| 73000 | &nbsp;&nbsp; 2155996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Acer E-Enabling <br> Service Business, <br> Inc.<br>| 6000 | &nbsp;&nbsp; 46783 |
|  | Acer, Inc. | 654000 | &nbsp;&nbsp; 698708 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ACES Electronic Co. <br> Ltd.<br>| 39719 | &nbsp;&nbsp; 75414 |
| \* | Acon Holding, Inc. | 79041 | &nbsp;&nbsp; 21261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Acter Group Corp. <br> Ltd.<br>| 51470 | &nbsp;&nbsp; 839198 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Action Electronics Co. <br> Ltd.<br>| 63000 | &nbsp;&nbsp; $26708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Actron Technology <br> Corp.<br>| 14000 | &nbsp;&nbsp; 60935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ADATA Technology <br> Co. Ltd.<br>| 103976 | &nbsp;&nbsp; 315298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Addcn Technology Co. <br> Ltd.<br>| 13106 | &nbsp;&nbsp; 77111 |
| \* | Adimmune Corp. | 75000 | &nbsp;&nbsp; 42929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Ceramic X <br> Corp.<br>| 12000 | &nbsp;&nbsp; 47632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Energy <br> Solution Holding <br> Co. Ltd.<br>| 10000 | &nbsp;&nbsp; 412150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced <br> International <br> Multitech Co. Ltd.<br>| 60000 | &nbsp;&nbsp; 128859 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Advanced <br> Optoelectronic <br> Technology, Inc.<br>| 31000 | &nbsp;&nbsp; 14429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Power <br> Electronics Corp.<br>| 29000 | &nbsp;&nbsp; 77858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Wireless <br> Semiconductor Co.<br>| 41000 | &nbsp;&nbsp; 129933 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Advancetek Enterprise <br> Co. Ltd.<br>| 96571 | &nbsp;&nbsp; 225342 |
|  | Advantech Co. Ltd. | 23757 | &nbsp;&nbsp; 264269 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Aero Win Technology <br> Corp.<br>| 22000 | &nbsp;&nbsp; 36419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aerospace Industrial <br> Development Corp.<br>| 150000 | &nbsp;&nbsp; 219075 |
|  | AGV Products Corp. | 191875 | &nbsp;&nbsp; 67658 |
|  | AIC, Inc. | 7000 | &nbsp;&nbsp; 74470 |
|  | Air Asia Co. Ltd. | 10000 | &nbsp;&nbsp; 12824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Airoha Technology <br> Corp.<br>| 6000 | &nbsp;&nbsp; 110659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Airtac International <br> Group<br>| 41122 | &nbsp;&nbsp; 1169572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alchip Technologies <br> Ltd.<br>| 4000 | &nbsp;&nbsp; 511348 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Alexander Marine Co. <br> Ltd.<br>| 9108 | &nbsp;&nbsp; 61240 |
|  | Allied Circuit Co. Ltd. | 14019 | &nbsp;&nbsp; 59386 |
|  | Allied Supreme Corp. | 10000 | &nbsp;&nbsp; 86405 |
| # | Allis Electric Co. Ltd. | 41768 | &nbsp;&nbsp; 141954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alltek Technology <br> Corp.<br>| 49040 | &nbsp;&nbsp; 58752 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Alltop Technology Co. <br> Ltd.<br>| 16000 | &nbsp;&nbsp; 124884 |
|  | Alpha Networks, Inc. | 78072 | &nbsp;&nbsp; 68890 |
| # | Altek Corp. | 130445 | &nbsp;&nbsp; 174820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amazing <br> Microelectronic <br> Corp.<br>| 21965 | &nbsp;&nbsp; 46757 |
| # | Ambassador Hotel  | 109000 | &nbsp;&nbsp; 152072 |
|  | AMPACS Corp. | 20000 | &nbsp;&nbsp; 20674 |
|  | Ampire Co. Ltd. | 28000 | &nbsp;&nbsp; 25372 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ample Electronic <br> Technology Co. <br> Ltd.<br>| 7000 | &nbsp;&nbsp; $32403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AMPOC Far-East Co. <br> Ltd.<br>| 22000 | &nbsp;&nbsp; 69331 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AmTRAN Technology <br> Co. Ltd.<br>| 254906 | &nbsp;&nbsp; 112389 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amulaire Thermal <br> Technology, Inc.<br>| 11000 | &nbsp;&nbsp; 8972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anji Technology Co. <br> Ltd.<br>| 22000 | &nbsp;&nbsp; 23598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anpec Electronics <br> Corp.<br>| 18799 | &nbsp;&nbsp; 105864 |
|  | Aopen, Inc. | 11000 | &nbsp;&nbsp; 16449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apac Opto <br> Electronics, Inc.<br>| 20000 | &nbsp;&nbsp; 55784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apacer Technology, <br> Inc.<br>| 35750 | &nbsp;&nbsp; 68951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; APAQ Technology Co. <br> Ltd.<br>| 10000 | &nbsp;&nbsp; 34675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apex Biotechnology <br> Corp.<br>| 32000 | &nbsp;&nbsp; 30737 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Apex International Co. <br> Ltd.<br>| 61162 | &nbsp;&nbsp; 49047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apex Science & <br> Engineering<br>| 72828 | &nbsp;&nbsp; 29390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arcadyan Technology <br> Corp.<br>| 43540 | &nbsp;&nbsp; 321758 |
|  | Ardentec Corp. | 200990 | &nbsp;&nbsp; 505081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ARES International <br> Corp.<br>| 9000 | &nbsp;&nbsp; 16085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Argosy Research, <br> Inc.<br>| 23714 | &nbsp;&nbsp; 131398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arizon RFID <br> Technology Cayman <br> Co. Ltd.<br>| 7000 | &nbsp;&nbsp; 35543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASE Technology <br> Holding Co. Ltd.<br>| 220931 | &nbsp;&nbsp; 1071379 |
|  | Asia Cement Corp. | 513000 | &nbsp;&nbsp; 693457 |
|  | Asia Optical Co., Inc. | 63000 | &nbsp;&nbsp; 271910 |
|  | Asia Polymer Corp. | 134319 | &nbsp;&nbsp; 55711 |
|  | Asia Tech Image, Inc. | 12000 | &nbsp;&nbsp; 30907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Vital <br> Components Co. <br> Ltd.<br>| 39814 | &nbsp;&nbsp; 1210121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASIX Electronics <br> Corp.<br>| 12000 | &nbsp;&nbsp; 32694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASMedia Technology, <br> Inc.<br>| 4260 | &nbsp;&nbsp; 268025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASolid Technology Co. <br> Ltd.<br>| 10000 | &nbsp;&nbsp; 17214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASPEED Technology, <br> Inc.<br>| 6500 | &nbsp;&nbsp; 984365 |
|  | ASROCK, Inc. | 15000 | &nbsp;&nbsp; 132064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asustek Computer, <br> Inc.<br>| 66000 | &nbsp;&nbsp; 1448793 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ATE Energy <br> International Co. <br> Ltd.<br>| 20000 | &nbsp;&nbsp; $18697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aten International Co. <br> Ltd.<br>| 33000 | &nbsp;&nbsp; 64541 |
|  | Auden Techno Corp. | 13000 | &nbsp;&nbsp; 39153 |
|  | Audix Corp. | 34000 | &nbsp;&nbsp; 68067 |
|  | AUO Corp. (2409 TT) | 1348000 | &nbsp;&nbsp; 537409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AURAS Technology <br> Co. Ltd.<br>| 5000 | &nbsp;&nbsp; 111384 |
|  | Aurora Corp. | 14100 | &nbsp;&nbsp; 26934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avalue Technology, <br> Inc.<br>| 20000 | &nbsp;&nbsp; 64083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avermedia <br> Technologies<br>| 21000 | &nbsp;&nbsp; 28303 |
|  | Axiomtek Co. Ltd. | 20993 | &nbsp;&nbsp; 59068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Azurewave <br> Technologies, Inc.<br>| 11000 | &nbsp;&nbsp; 21461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bafang Yunji <br> International Co. <br> Ltd.<br>| 14000 | &nbsp;&nbsp; 86153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Kaohsiung <br> Co. Ltd.<br>| 351560 | &nbsp;&nbsp; 137466 |
|  | Basso Industry Corp. | 40000 | &nbsp;&nbsp; 51317 |
| # | BenQ Materials Corp. | 59000 | &nbsp;&nbsp; 44300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BES Engineering <br> Corp.<br>| 618000 | &nbsp;&nbsp; 228817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Billion Electric Co. <br> Ltd.<br>| 10000 | &nbsp;&nbsp; 9534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bin Chuan Enterprise <br> Co. Ltd.<br>| 22000 | &nbsp;&nbsp; 35125 |
|  | B'in Live Co. Ltd. | 10093 | &nbsp;&nbsp; 29872 |
|  | Bionet Corp. | 6425 | &nbsp;&nbsp; 15097 |
|  | Bionime Corp. | 11000 | &nbsp;&nbsp; 27051 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Biostar Microtech <br> International Corp.<br>| 38000 | &nbsp;&nbsp; 22432 |
|  | Bioteque Corp. | 15000 | &nbsp;&nbsp; 55029 |
|  | Bizlink Holding, Inc. | 43424 | &nbsp;&nbsp; 1306049 |
|  | Bon Fame Co. Ltd. | 12000 | &nbsp;&nbsp; 24375 |
|  | Bonny Worldwide Ltd. | 3000 | &nbsp;&nbsp; 15009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bora Pharmaceuticals <br> Co. Ltd.<br>| 6494 | &nbsp;&nbsp; 176975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brave C&H Supply <br> Co. Ltd.<br>| 11000 | &nbsp;&nbsp; 31124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bright Led Electronics <br> Corp.<br>| 41000 | &nbsp;&nbsp; 22668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brightek <br> Optoelectronic Co. <br> Ltd.<br>| 11000 | &nbsp;&nbsp; 17357 |
|  | Brighten Optix Corp. | 2248 | &nbsp;&nbsp; 14532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brighton-Best <br> International <br> Taiwan, Inc.<br>| 109423 | &nbsp;&nbsp; 127642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brillian Network & <br> Automation <br> Integrated System <br> Co. Ltd.<br>| 5431 | &nbsp;&nbsp; 46628 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brogent Technologies, <br> Inc.<br>| 4000 | &nbsp;&nbsp; $12007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C Sun Manufacturing <br> Ltd.<br>| 12939 | &nbsp;&nbsp; 62112 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Calin Technology Co. <br> Ltd.<br>| 21000 | &nbsp;&nbsp; 19379 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Caliway <br> Biopharmaceuticals <br> Co. Ltd.<br>| 20000 | &nbsp;&nbsp; 82715 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cameo <br> Communications, <br> Inc.<br>| 90763 | &nbsp;&nbsp; 27179 |
|  | Capital Futures Corp. | 53629 | &nbsp;&nbsp; 87055 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Capital Securities <br> Corp.<br>| 787680 | &nbsp;&nbsp; 532627 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Career Technology <br> MFG. Co. Ltd.<br>| 147796 | &nbsp;&nbsp; 70215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Castles Technology <br> Co. Ltd.<br>| 18742 | &nbsp;&nbsp; 44048 |
|  | Caswell, Inc. | 10000 | &nbsp;&nbsp; 27801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Catcher Technology <br> Co. Ltd.<br>| 161000 | &nbsp;&nbsp; 1137002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Consolidated, <br> Inc.<br>| 5000 | &nbsp;&nbsp; 13924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Financial <br> Holding Co. Ltd.<br>| 636286 | &nbsp;&nbsp; 1289647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Real Estate <br> Development Co. <br> Ltd.<br>| 213000 | &nbsp;&nbsp; 132461 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CCP Contact Probes <br> Co. Ltd.<br>| 36074 | &nbsp;&nbsp; 36855 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Celxpert Energy <br> Corp.<br>| 34390 | &nbsp;&nbsp; 39566 |
|  | Cenra, Inc. | 47500 | &nbsp;&nbsp; 53443 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Center Laboratories, <br> Inc.<br>| 168084 | &nbsp;&nbsp; 209144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Reinsurance <br> Co. Ltd.<br>| 126880 | &nbsp;&nbsp; 98095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Century Iron & Steel <br> Industrial Co. Ltd.<br>| 46000 | &nbsp;&nbsp; 287150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chailease Holding Co. <br> Ltd.<br>| 248754 | &nbsp;&nbsp; 960353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chain Chon Industrial <br> Co. Ltd.<br>| 51548 | &nbsp;&nbsp; 17937 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ChainQui Construction <br> Development Co. <br> Ltd.<br>| 27000 | &nbsp;&nbsp; 11817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chaintech Technology <br> Corp.<br>| 13000 | &nbsp;&nbsp; 14964 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Champion Building <br> Materials Co. Ltd.<br>| 106200 | &nbsp;&nbsp; 35350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Champion <br> Microelectronic <br> Corp.<br>| 11000 | &nbsp;&nbsp; 21064 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chang Hwa <br> Commercial Bank <br> Ltd.<br>| 948224 | &nbsp;&nbsp; $585688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chang Wah <br> Electromaterials, <br> Inc.<br>| 116000 | &nbsp;&nbsp; 150281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chang Wah <br> Technology Co. <br> Ltd.<br>| 112000 | &nbsp;&nbsp; 114254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Channel Well <br> Technology Co. <br> Ltd.<br>| 60000 | &nbsp;&nbsp; 178048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chant Sincere Co. <br> Ltd.<br>| 12000 | &nbsp;&nbsp; 16912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Charoen Pokphand <br> Enterprise<br>| 65000 | &nbsp;&nbsp; 252135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CHC Healthcare <br> Group<br>| 46000 | &nbsp;&nbsp; 70568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CHC Resources <br> Corp.<br>| 33000 | &nbsp;&nbsp; 80345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chen Full International <br> Co. Ltd.<br>| 38000 | &nbsp;&nbsp; 51362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chenbro Micom Co. <br> Ltd.<br>| 10000 | &nbsp;&nbsp; 169503 |
|  | Cheng Loong Corp. | 271000 | &nbsp;&nbsp; 165213 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cheng Mei Materials <br> Technology Corp.<br>| 126408 | &nbsp;&nbsp; 58535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cheng Shin Rubber <br> Industry Co. Ltd.<br>| 463000 | &nbsp;&nbsp; 619348 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cheng Uei Precision <br> Industry Co. Ltd.<br>| 139000 | &nbsp;&nbsp; 262374 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chenming Electronic <br> Technology Corp.<br>| 32000 | &nbsp;&nbsp; 125349 |
|  | Chia Chang Co. Ltd. | 40000 | &nbsp;&nbsp; 49518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chia Hsin Cement <br> Corp.<br>| 219300 | &nbsp;&nbsp; 102879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chicony Electronics <br> Co. Ltd.<br>| 257773 | &nbsp;&nbsp; 1124005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chicony Power <br> Technology Co. <br> Ltd.<br>| 54481 | &nbsp;&nbsp; 204717 |
|  | Chief Telecom, Inc. | 7600 | &nbsp;&nbsp; 110816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chien Kuo <br> Construction Co. <br> Ltd.<br>| 35360 | &nbsp;&nbsp; 30216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chien Shing Harbour <br> Service Co. Ltd.<br>| 9000 | &nbsp;&nbsp; 13917 |
| # | China Airlines Ltd. | 1491000 | &nbsp;&nbsp; 1021689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Bills Finance <br> Corp.<br>| 341000 | &nbsp;&nbsp; 172865 |
|  | China Ecotek Corp. | 6000 | &nbsp;&nbsp; 11165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Electric <br> Manufacturing <br> Corp.<br>| 91530 | &nbsp;&nbsp; 38610 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China General <br> Plastics Corp.<br>| 116626 | &nbsp;&nbsp; 46408 |
|  | China Glaze Co. Ltd. | 48000 | &nbsp;&nbsp; 25966 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Man-Made <br> Fiber Corp.<br>| 412861 | &nbsp;&nbsp; $87623 |
| # | China Metal Products | 121000 | &nbsp;&nbsp; 100595 |
| # | China Motor Corp. | 85200 | &nbsp;&nbsp; 157144 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; China Petrochemical <br> Development Corp.<br>| 1047069 | &nbsp;&nbsp; 260295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Steel Chemical <br> Corp.<br>| 43000 | &nbsp;&nbsp; 124915 |
| # | China Steel Corp. | 1343000 | &nbsp;&nbsp; 872147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Steel Structure <br> Co. Ltd.<br>| 25000 | &nbsp;&nbsp; 35682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Wire & Cable <br> Co. Ltd.<br>| 31000 | &nbsp;&nbsp; 39291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chinese Maritime <br> Transport Ltd.<br>| 33000 | &nbsp;&nbsp; 53165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ching Feng Home <br> Fashions Co. Ltd.<br>| 60478 | &nbsp;&nbsp; 40977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chin-Poon Industrial <br> Co. Ltd.<br>| 114000 | &nbsp;&nbsp; 133566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chipbond Technology <br> Corp.<br>| 205000 | &nbsp;&nbsp; 383243 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ChipMOS <br> Technologies, Inc. <br> (8150 TT)<br>| 182133 | &nbsp;&nbsp; 157594 |
|  | Chlitina Holding Ltd. | 14422 | &nbsp;&nbsp; 49127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chong Hong <br> Construction Co. <br> Ltd.<br>| 64100 | &nbsp;&nbsp; 175139 |
|  | Chroma ATE, Inc. | 43000 | &nbsp;&nbsp; 615729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chun Yuan Steel <br> Industry Co. Ltd.<br>| 185000 | &nbsp;&nbsp; 122536 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chung Hung Steel <br> Corp.<br>| 197000 | &nbsp;&nbsp; 101238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chung Hwa Chemical <br> Industrial Works <br> Ltd.<br>| 21000 | &nbsp;&nbsp; 22987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chung Hwa Food <br> Industrial Co. Ltd.<br>| 5500 | &nbsp;&nbsp; 16518 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Chung Hwa Pulp <br> Corp.<br>| 171228 | &nbsp;&nbsp; 69880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chung-Hsin Electric & <br> Machinery <br> Manufacturing <br> Corp.<br>| 124000 | &nbsp;&nbsp; 679573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chunghwa Precision <br> Test Tech Co. Ltd.<br>| 4000 | &nbsp;&nbsp; 113021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chunghwa Telecom <br> Co. Ltd. (2412 TT)<br>| 197000 | &nbsp;&nbsp; 851292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chunghwa Telecom <br> Co. Ltd. (CHT US), <br> Sponsored ADR<br>| 3400 | &nbsp;&nbsp; 147560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chyang Sheng Texing <br> Co. Ltd.<br>| 19000 | &nbsp;&nbsp; 12652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cleanaway Co. Ltd. <br> (8422 TT)<br>| 20000 | &nbsp;&nbsp; 129125 |
|  | Clevo Co. | 193000 | &nbsp;&nbsp; 285449 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CMC Magnetics <br> Corp.<br>| 450929 | &nbsp;&nbsp; $118832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C-Media Electronics, <br> Inc.<br>| 8000 | &nbsp;&nbsp; 10447 |
|  | Collins Co. Ltd. | 42000 | &nbsp;&nbsp; 21326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Compal Electronics, <br> Inc.<br>| 1172000 | &nbsp;&nbsp; 1146922 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Compeq <br> Manufacturing Co. <br> Ltd.<br>| 442000 | &nbsp;&nbsp; 960652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Complex Micro <br> Interconnection Co. <br> Ltd.<br>| 17000 | &nbsp;&nbsp; 22976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Compucase <br> Enterprise<br>| 24000 | &nbsp;&nbsp; 91762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concord International <br> Securities Co. Ltd.<br>| 54257 | &nbsp;&nbsp; 21707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concord Securities <br> Co. Ltd.<br>| 238795 | &nbsp;&nbsp; 93581 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Continental Holdings <br> Corp.<br>| 179000 | &nbsp;&nbsp; 131816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Contrel Technology <br> Co. Ltd.<br>| 49000 | &nbsp;&nbsp; 61013 |
|  | Coremax Corp. | 31409 | &nbsp;&nbsp; 57377 |
| # | Coretronic Corp. | 130000 | &nbsp;&nbsp; 351961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Co-Tech Development <br> Corp.<br>| 90552 | &nbsp;&nbsp; 355560 |
| # | Creative Sensor, Inc. | 28800 | &nbsp;&nbsp; 53620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crowell Development <br> Corp.<br>| 19950 | &nbsp;&nbsp; 17833 |
| \* | CSBC Corp. Taiwan | 168000 | &nbsp;&nbsp; 90592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTBC Financial <br> Holding Co. Ltd.<br>| 1968563 | &nbsp;&nbsp; 2704996 |
|  | CTCI Corp. | 179000 | &nbsp;&nbsp; 174523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTI Traffic Industries <br> Co. Ltd.<br>| 7200 | &nbsp;&nbsp; 23694 |
|  | CviLux Corp. | 28360 | &nbsp;&nbsp; 39998 |
|  | Cyberlink Corp. | 14000 | &nbsp;&nbsp; 43698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CyberPower Systems, <br> Inc.<br>| 17850 | &nbsp;&nbsp; 138104 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CyberTAN Technology, <br> Inc.<br>| 102000 | &nbsp;&nbsp; 89148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DA CIN Construction <br> Co. Ltd.<br>| 88800 | &nbsp;&nbsp; 177299 |
|  | Dafeng TV Ltd. | 12000 | &nbsp;&nbsp; 20382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dah San Electric Wire <br> & Cable Co. Ltd.<br>| 11325 | &nbsp;&nbsp; 19755 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Da-Li Development <br> Co. Ltd.<br>| 111295 | &nbsp;&nbsp; 168841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Darfon Electronics <br> Corp.<br>| 95000 | &nbsp;&nbsp; 111000 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Darwin Precisions <br> Corp.<br>| 169000 | &nbsp;&nbsp; 60704 |
|  | Data Image Corp. | 7000 | &nbsp;&nbsp; 11464 |
|  | Daxin Materials Corp. | 9900 | &nbsp;&nbsp; 84021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; De Licacy Industrial <br> Co. Ltd.<br>| 84811 | &nbsp;&nbsp; 37603 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delpha Construction <br> Co. Ltd.<br>| 80000 | &nbsp;&nbsp; $76100 |
|  | Delta Electronics, Inc. | 76365 | &nbsp;&nbsp; 1438571 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Depo Auto Parts Ind <br> Co. Ltd.<br>| 49000 | &nbsp;&nbsp; 280326 |
|  | DFI, Inc. | 8000 | &nbsp;&nbsp; 19015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dimerco Data System <br> Corp.<br>| 12704 | &nbsp;&nbsp; 51848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dimerco Express <br> Corp.<br>| 40614 | &nbsp;&nbsp; 102903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DingZing Advanced <br> Materials, Inc.<br>| 5000 | &nbsp;&nbsp; 16675 |
|  | D-Link Corp. | 202096 | &nbsp;&nbsp; 110856 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Donpon Precision, <br> Inc.<br>| 24000 | &nbsp;&nbsp; 22866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Drewloong Precision, <br> Inc.<br>| 5128 | &nbsp;&nbsp; 27804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dyaco International, <br> Inc.<br>| 44433 | &nbsp;&nbsp; 31598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dynamic Holding Co. <br> Ltd.<br>| 73086 | &nbsp;&nbsp; 191191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dynamic Medical <br> Technologies, Inc.<br>| 4400 | &nbsp;&nbsp; 10750 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dynapack <br> International <br> Technology Corp.<br>| 48000 | &nbsp;&nbsp; 367383 |
|  | E Ink Holdings, Inc. | 83000 | &nbsp;&nbsp; 565165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; E.Sun Financial <br> Holding Co. Ltd.<br>| 1796127 | &nbsp;&nbsp; 1920946 |
|  | Eastech Holding Ltd. | 9000 | &nbsp;&nbsp; 27227 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eastern Media <br> International Corp.<br>| 83913 | &nbsp;&nbsp; 43235 |
| \* | Eclat Textile Co. Ltd. | 52583 | &nbsp;&nbsp; 703368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; eCloudvalley Digital <br> Technology Co. <br> Ltd.<br>| 11000 | &nbsp;&nbsp; 29349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ECOVE Environment <br> Corp.<br>| 10000 | &nbsp;&nbsp; 97745 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Edimax Technology <br> Co. Ltd.<br>| 97000 | &nbsp;&nbsp; 56738 |
| # | Edison Opto Corp. | 23136 | &nbsp;&nbsp; 13431 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Edom Technology Co. <br> Ltd.<br>| 72013 | &nbsp;&nbsp; 60792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; eGalax_eMPIA <br> Technology, Inc.<br>| 19695 | &nbsp;&nbsp; 23551 |
| #\* | Egis Technology, Inc. | 12000 | &nbsp;&nbsp; 53363 |
| \* | EirGenix, Inc. | 6000 | &nbsp;&nbsp; 12773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elan Microelectronics <br> Corp.<br>| 73900 | &nbsp;&nbsp; 305311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; E-Lead Electronic Co. <br> Ltd.<br>| 17429 | &nbsp;&nbsp; 22055 |
|  | E-LIFE MALL Corp. | 23000 | &nbsp;&nbsp; 54905 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Elite Advanced Laser <br> Corp.<br>| 18768 | &nbsp;&nbsp; 120194 |
|  | Elite Material Co. Ltd. | 45000 | &nbsp;&nbsp; 1649547 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elite Semiconductor <br> Microelectronics <br> Technology, Inc.<br>| 86000 | &nbsp;&nbsp; $142951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elitegroup Computer <br> Systems Co. Ltd.<br>| 105435 | &nbsp;&nbsp; 61112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; eMemory Technology, <br> Inc.<br>| 13000 | &nbsp;&nbsp; 880029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emerging Display <br> Technologies Corp.<br>| 46000 | &nbsp;&nbsp; 34202 |
|  | Ennoconn Corp. | 30840 | &nbsp;&nbsp; 313530 |
|  | Ennostar, Inc. | 181450 | &nbsp;&nbsp; 212305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EnTie Commercial <br> Bank Co. Ltd.<br>| 251000 | &nbsp;&nbsp; 111312 |
|  | Episil-Precision, Inc. | 34000 | &nbsp;&nbsp; 36807 |
|  | Eris Technology Corp. | 3000 | &nbsp;&nbsp; 12504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eson Precision Ind <br> Co. Ltd.<br>| 30000 | &nbsp;&nbsp; 64856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eternal Materials Co. <br> Ltd.<br>| 243527 | &nbsp;&nbsp; 225676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eurocharm Holdings <br> Co. Ltd.<br>| 8000 | &nbsp;&nbsp; 35997 |
|  | Eva Airways Corp. | 947922 | &nbsp;&nbsp; 1195235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ever Supreme Bio <br> Technology Co. <br> Ltd.<br>| 6599 | &nbsp;&nbsp; 33524 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Everest Textile Co. <br> Ltd.<br>| 164535 | &nbsp;&nbsp; 34863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evergreen Aviation <br> Technologies Corp.<br>| 26000 | &nbsp;&nbsp; 101527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evergreen <br> International <br> Storage & Transport <br> Corp.<br>| 215000 | &nbsp;&nbsp; 246126 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Evergreen Marine <br> Corp. Taiwan Ltd.<br>| 172872 | &nbsp;&nbsp; 1140767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EVERGREEN Steel <br> Corp.<br>| 50000 | &nbsp;&nbsp; 134604 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Everlight Chemical <br> Industrial Corp.<br>| 152405 | &nbsp;&nbsp; 82755 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Everlight Electronics <br> Co. Ltd.<br>| 150000 | &nbsp;&nbsp; 346334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evertop Wire Cable <br> Corp.<br>| 47000 | &nbsp;&nbsp; 52503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Excel Cell Electronic <br> Co. Ltd.<br>| 19000 | &nbsp;&nbsp; 11094 |
|  | Excellence Opto, Inc. | 31000 | &nbsp;&nbsp; 21747 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Excelsior Medical Co. <br> Ltd.<br>| 46375 | &nbsp;&nbsp; 129931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far Eastern <br> Department Stores <br> Ltd.<br>| 328000 | &nbsp;&nbsp; 232233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far Eastern <br> International Bank<br>| 818032 | &nbsp;&nbsp; 366923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far Eastern New <br> Century Corp.<br>| 803100 | &nbsp;&nbsp; 769726 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far EasTone <br> Telecommunications <br> Co. Ltd.<br>| 290061 | &nbsp;&nbsp; $791112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Faraday Technology <br> Corp.<br>| 56853 | &nbsp;&nbsp; 286740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Farglory F T Z <br> Investment Holding <br> Co. Ltd.<br>| 29134 | &nbsp;&nbsp; 43607 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Farglory Land <br> Development Co. <br> Ltd.<br>| 97000 | &nbsp;&nbsp; 200418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FDC International <br> Hotels Corp.<br>| 7000 | &nbsp;&nbsp; 11638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Feature Integration <br> Technology, Inc.<br>| 8000 | &nbsp;&nbsp; 18827 |
| \* | Federal Corp. | 103926 | &nbsp;&nbsp; 72557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Feedback Technology <br> Corp.<br>| 8316 | &nbsp;&nbsp; 27953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Feng Hsin Steel Co. <br> Ltd.<br>| 165000 | &nbsp;&nbsp; 372839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Feng TAY Enterprise <br> Co. Ltd.<br>| 128312 | &nbsp;&nbsp; 507427 |
|  | FIC Global, Inc. | 12000 | &nbsp;&nbsp; 13986 |
|  | FineTek Co. Ltd. | 4080 | &nbsp;&nbsp; 17375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Firich Enterprises Co. <br> Ltd.<br>| 59000 | &nbsp;&nbsp; 49705 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Copper <br> Technology Co. <br> Ltd.<br>| 27000 | &nbsp;&nbsp; 29518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Financial Holding <br> Co. Ltd.<br>| 1539854 | &nbsp;&nbsp; 1521120 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; First Hi-Tec Enterprise <br> Co. Ltd.<br>| 14554 | &nbsp;&nbsp; 128145 |
|  | First Hotel | 71000 | &nbsp;&nbsp; 31903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Insurance Co. <br> Ltd. <br>| 96000 | &nbsp;&nbsp; 78968 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Steamship Co. <br> Ltd.<br>| 280468 | &nbsp;&nbsp; 54516 |
|  | FIT Holding Co. Ltd. | 52000 | &nbsp;&nbsp; 82289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fitipower Integrated <br> Technology, Inc.<br>| 26000 | &nbsp;&nbsp; 156033 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; FLEXium <br> Interconnect, Inc.<br>| 94112 | &nbsp;&nbsp; 205198 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Flytech Technology <br> Co. Ltd.<br>| 31297 | &nbsp;&nbsp; 117382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FocalTech Systems <br> Co. Ltd.<br>| 46000 | &nbsp;&nbsp; 96713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Forcecon Tech Co. <br> Ltd.<br>| 14595 | &nbsp;&nbsp; 55156 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forest Water <br> Environment <br> Engineering Co. <br> Ltd.<br>| 18576 | &nbsp;&nbsp; 19888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Advanced <br> Technologies Co. <br> Ltd.<br>| 62000 | &nbsp;&nbsp; 55431 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Chemicals & <br> Fibre Corp.<br>| 720000 | &nbsp;&nbsp; $691463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa International <br> Hotels Corp.<br>| 20672 | &nbsp;&nbsp; 131649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Laboratories, <br> Inc.<br>| 40544 | &nbsp;&nbsp; 90109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Oilseed <br> Processing Co. Ltd.<br>| 14700 | &nbsp;&nbsp; 14671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Optical <br> Technology Co. <br> Ltd.<br>| 10000 | &nbsp;&nbsp; 43542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa <br> Petrochemical <br> Corp.<br>| 105000 | &nbsp;&nbsp; 153428 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Plastics <br> Corp.<br>| 753000 | &nbsp;&nbsp; 1071137 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Sumco <br> Technology Corp.<br>| 23000 | &nbsp;&nbsp; 67894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Taffeta Co. <br> Ltd.<br>| 258000 | &nbsp;&nbsp; 141140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosan Rubber <br> Group, Inc.<br>| 96399 | &nbsp;&nbsp; 80121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosan Union <br> Chemical Corp.<br>| 127945 | &nbsp;&nbsp; 75482 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fortune Electric Co. <br> Ltd.<br>| 27830 | &nbsp;&nbsp; 612510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Founding Construction <br> & Development Co. <br> Ltd.<br>| 72000 | &nbsp;&nbsp; 39958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foxconn Technology <br> Co. Ltd.<br>| 221535 | &nbsp;&nbsp; 476351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foxsemicon <br> Integrated <br> Technology, Inc.<br>| 36357 | &nbsp;&nbsp; 368125 |
|  | Franbo Lines Corp. | 92000 | &nbsp;&nbsp; 56965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Froch Enterprise Co. <br> Ltd.<br>| 89000 | &nbsp;&nbsp; 43264 |
| # | FSP Technology, Inc. | 45000 | &nbsp;&nbsp; 82980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fu Chun Shin <br> Machinery <br> Manufacture Co. <br> Ltd.<br>| 21000 | &nbsp;&nbsp; 10851 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fu Hua Innovation Co. <br> Ltd.<br>| 69948 | &nbsp;&nbsp; 77803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fubon Financial <br> Holding Co. Ltd.<br>| 662568 | &nbsp;&nbsp; 1818530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fulgent Sun <br> International <br> Holding Co. Ltd.<br>| 45143 | &nbsp;&nbsp; 154167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fullerton Technology <br> Co. Ltd.<br>| 51000 | &nbsp;&nbsp; 38442 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fulltech Fiber Glass <br> Corp.<br>| 146331 | &nbsp;&nbsp; 264109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fusheng Precision <br> Co. Ltd.<br>| 37000 | &nbsp;&nbsp; 346332 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fwusow Industry Co. <br> Ltd.<br>| 60471 | &nbsp;&nbsp; $29303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; G Shank Enterprise <br> Co. Ltd.<br>| 51888 | &nbsp;&nbsp; 138314 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gamania Digital <br> Entertainment Co. <br> Ltd.<br>| 54000 | &nbsp;&nbsp; 115443 |
| \* | GCS Holdings, Inc. | 18000 | &nbsp;&nbsp; 98443 |
|  | GEM Services, Inc. | 25210 | &nbsp;&nbsp; 57018 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gemtek Technology <br> Corp.<br>| 153000 | &nbsp;&nbsp; 122223 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; General Interface <br> Solution GIS <br> Holding Ltd.<br>| 70000 | &nbsp;&nbsp; 106986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; General Plastic <br> Industrial Co. Ltd.<br>| 20480 | &nbsp;&nbsp; 20717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Generalplus <br> Technology, Inc.<br>| 19000 | &nbsp;&nbsp; 24638 |
|  | Genesys Logic, Inc. | 21000 | &nbsp;&nbsp; 92215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genius Electronic <br> Optical Co. Ltd.<br>| 35616 | &nbsp;&nbsp; 512935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genovate <br> Biotechnology Co. <br> Ltd.<br>| 13390 | &nbsp;&nbsp; 8153 |
|  | GeoVision, Inc. | 20449 | &nbsp;&nbsp; 33171 |
|  | Getac Holdings Corp. | 163000 | &nbsp;&nbsp; 639268 |
|  | GFC Ltd. | 15000 | &nbsp;&nbsp; 55699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Giant Manufacturing <br> Co. Ltd.<br>| 87994 | &nbsp;&nbsp; 337032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Giantplus Technology <br> Co. Ltd.<br>| 91000 | &nbsp;&nbsp; 40700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gigabyte Technology <br> Co. Ltd.<br>| 132000 | &nbsp;&nbsp; 1197590 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gigasolar Materials <br> Corp.<br>| 16790 | &nbsp;&nbsp; 40589 |
| \* | Gigastorage Corp. | 129000 | &nbsp;&nbsp; 52702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Brands <br> Manufacture Ltd.<br>| 111320 | &nbsp;&nbsp; 426005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Lighting <br> Technologies, Inc.<br>| 23000 | &nbsp;&nbsp; 30738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Mixed Mode <br> Technology, Inc.<br>| 21000 | &nbsp;&nbsp; 151617 |
|  | Global PMX Co. Ltd. | 13000 | &nbsp;&nbsp; 50646 |
|  | Global Unichip Corp. | 13000 | &nbsp;&nbsp; 520615 |
|  | Globalwafers Co. Ltd. | 41000 | &nbsp;&nbsp; 465391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Globe Union Industrial <br> Corp.<br>| 110048 | &nbsp;&nbsp; 36465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gloria Material <br> Technology Corp.<br>| 165680 | &nbsp;&nbsp; 205092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gold Circuit <br> Electronics Ltd.<br>| 99000 | &nbsp;&nbsp; 1226255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldsun Building <br> Materials Co. Ltd.<br>| 284338 | &nbsp;&nbsp; 350814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Good Will Instrument <br> Co. Ltd.<br>| 25000 | &nbsp;&nbsp; 37759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gordon Auto Body <br> Parts<br>| 24000 | &nbsp;&nbsp; 22181 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gourmet Master Co. <br> Ltd.<br>| 31237 | &nbsp;&nbsp; $83745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grand Fortune <br> Securities Co. Ltd.<br>| 82159 | &nbsp;&nbsp; 30423 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Grand Pacific <br> Petrochemical<br>| 451478 | &nbsp;&nbsp; 156941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grand Process <br> Technology Corp.<br>| 2000 | &nbsp;&nbsp; 99578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GrandTech CG <br> Systems, Inc.<br>| 22775 | &nbsp;&nbsp; 39150 |
|  | Grape King Bio Ltd. | 30000 | &nbsp;&nbsp; 129655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great China Metal <br> Industry<br>| 77000 | &nbsp;&nbsp; 55267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Taipei Gas Co. <br> Ltd.<br>| 75000 | &nbsp;&nbsp; 75617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Tree Pharmacy <br> Co. Ltd.<br>| 22014 | &nbsp;&nbsp; 112239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Wall Enterprise <br> Co. Ltd.<br>| 220571 | &nbsp;&nbsp; 449767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greatek Electronics, <br> Inc.<br>| 148000 | &nbsp;&nbsp; 303989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Green World FinTech <br> Service Co. Ltd.<br>| 28000 | &nbsp;&nbsp; 56531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Group Up Industrial <br> Co. Ltd.<br>| 10000 | &nbsp;&nbsp; 71043 |
|  | GTM Holdings Corp. | 52000 | &nbsp;&nbsp; 53638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gudeng Precision <br> Industrial Co. Ltd.<br>| 11393 | &nbsp;&nbsp; 114402 |
|  | Hannstar Board Corp. | 117393 | &nbsp;&nbsp; 285021 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; HannStar Display <br> Corp.<br>| 842000 | &nbsp;&nbsp; 200783 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HannsTouch Holdings <br> Co.<br>| 188079 | &nbsp;&nbsp; 37533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanpin Electron Co. <br> Ltd.<br>| 14000 | &nbsp;&nbsp; 21584 |
|  | Harvatek Corp. | 62000 | &nbsp;&nbsp; 35705 |
|  | Heran Co. Ltd. | 9000 | &nbsp;&nbsp; 22427 |
|  | Hey Song Corp. | 106000 | &nbsp;&nbsp; 141422 |
|  | Hi-Clearance, Inc. | 8000 | &nbsp;&nbsp; 37180 |
|  | Highlight Tech Corp. | 19096 | &nbsp;&nbsp; 27642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Highwealth <br> Construction Corp.<br>| 252329 | &nbsp;&nbsp; 344782 |
|  | Hi-Lai Foods Co. Ltd. | 6000 | &nbsp;&nbsp; 30493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HIM International <br> Music, Inc.<br>| 11900 | &nbsp;&nbsp; 38881 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hitron Technology, <br> Inc.<br>| 38559 | &nbsp;&nbsp; 28773 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hiwin Technologies <br> Corp.<br>| 41949 | &nbsp;&nbsp; 294480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hiyes International <br> Co. Ltd.<br>| 10379 | &nbsp;&nbsp; 30222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ho Tung Chemical <br> Corp.<br>| 300125 | &nbsp;&nbsp; 78159 |
|  | Hocheng Corp. | 105780 | &nbsp;&nbsp; 57964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Holdings-Key Electric <br> Wire & Cable Co. <br> Ltd.<br>| 39000 | &nbsp;&nbsp; 65304 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Holiday Entertainment <br> Co. Ltd.<br>| 15300 | &nbsp;&nbsp; $36565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Holy Stone Enterprise <br> Co. Ltd.<br>| 49425 | &nbsp;&nbsp; 132034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hon Hai Precision <br> Industry Co. Ltd. <br> (2317 TT)<br>| 746624 | &nbsp;&nbsp; 4390507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Pu Real Estate <br> Development Co. <br> Ltd.<br>| 97000 | &nbsp;&nbsp; 88382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong TAI Electric <br> Industrial<br>| 66000 | &nbsp;&nbsp; 80599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Horizon Securities Co. <br> Ltd.<br>| 119780 | &nbsp;&nbsp; 42970 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hota Industrial <br> Manufacturing Co. <br> Ltd.<br>| 70263 | &nbsp;&nbsp; 127785 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hotai Finance Co. <br> Ltd.<br>| 74490 | &nbsp;&nbsp; 159859 |
|  | Hotai Motor Co. Ltd. | 49180 | &nbsp;&nbsp; 904697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hsin Kuang Steel Co. <br> Ltd.<br>| 74000 | &nbsp;&nbsp; 100220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hsin Yung Chien Co. <br> Ltd.<br>| 12390 | &nbsp;&nbsp; 36498 |
|  | Hsing TA Cement Co. | 70000 | &nbsp;&nbsp; 38206 |
| \* | HTC Corp. | 191000 | &nbsp;&nbsp; 256464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hu Lane Associate, <br> Inc.<br>| 23293 | &nbsp;&nbsp; 103660 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; HUA ENG Wire & <br> Cable Co. Ltd.<br>| 132000 | &nbsp;&nbsp; 116136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hua Nan Financial <br> Holdings Co. Ltd.<br>| 1146405 | &nbsp;&nbsp; 1098474 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hua Yu Lien <br> Development Co. <br> Ltd.<br>| 33837 | &nbsp;&nbsp; 81695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaku Development <br> Co. Ltd.<br>| 102165 | &nbsp;&nbsp; 324996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huang Hsiang <br> Construction Corp.<br>| 34934 | &nbsp;&nbsp; 45560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hung Ching <br> Development & <br> Construction Co. <br> Ltd.<br>| 54000 | &nbsp;&nbsp; 48325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hung Sheng <br> Construction Ltd.<br>| 114664 | &nbsp;&nbsp; 88149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hwa Fong Rubber <br> Industrial Co. Ltd.<br>| 67242 | &nbsp;&nbsp; 36394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hwacom Systems, <br> Inc.<br>| 35000 | &nbsp;&nbsp; 25781 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hwang Chang <br> General Contractor <br> Co. Ltd.<br>| 39131 | &nbsp;&nbsp; 95935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ibase Technology, <br> Inc.<br>| 34000 | &nbsp;&nbsp; 60932 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; IBF Financial Holdings <br> Co. Ltd.<br>| 1282286 | &nbsp;&nbsp; 622544 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ICARES Medicus, <br> Inc.<br>| 2400 | &nbsp;&nbsp; $9116 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ichia Technologies, <br> Inc.<br>| 94000 | &nbsp;&nbsp; 128105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; I-Chiun Precision <br> Industry Co. Ltd.<br>| 40426 | &nbsp;&nbsp; 93976 |
| \* | Ideal Bike Corp. | 33000 | &nbsp;&nbsp; 7128 |
|  | IEI Integration Corp. | 47340 | &nbsp;&nbsp; 120709 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; In Win Development, <br> Inc.<br>| 10000 | &nbsp;&nbsp; 29994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Infortrend Technology, <br> Inc.<br>| 88000 | &nbsp;&nbsp; 61701 |
|  | Ingentec Corp. | 2100 | &nbsp;&nbsp; 8428 |
|  | Innodisk Corp. | 24523 | &nbsp;&nbsp; 185186 |
| # | Innolux Corp. | 1557504 | &nbsp;&nbsp; 597350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inpaq Technology Co. <br> Ltd.<br>| 23945 | &nbsp;&nbsp; 54431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Insyde Software <br> Corp.<br>| 13200 | &nbsp;&nbsp; 94972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intai Technology <br> Corp.<br>| 12400 | &nbsp;&nbsp; 42493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Integrated Service <br> Technology, Inc.<br>| 27109 | &nbsp;&nbsp; 109996 |
| \* | IntelliEPI, Inc. | 6000 | &nbsp;&nbsp; 32178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Interactive Digital <br> Technologies, Inc.<br>| 5000 | &nbsp;&nbsp; 12114 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; International CSRC <br> Investment Holdings <br> Co.<br>| 239562 | &nbsp;&nbsp; 97444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Games <br> System Co. Ltd.<br>| 47000 | &nbsp;&nbsp; 1228941 |
|  | Inventec Corp. | 399000 | &nbsp;&nbsp; 589293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iron Force Industrial <br> Co. Ltd.<br>| 14519 | &nbsp;&nbsp; 40608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; I-Sheng Electric Wire <br> & Cable Co. Ltd.<br>| 25000 | &nbsp;&nbsp; 41459 |
|  | ITE Technology, Inc. | 37000 | &nbsp;&nbsp; 162203 |
|  | ITEQ Corp. | 86029 | &nbsp;&nbsp; 289018 |
|  | Jarllytec Co. Ltd. | 21000 | &nbsp;&nbsp; 76209 |
|  | Jean Co. Ltd. | 53562 | &nbsp;&nbsp; 47179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jentech Precision <br> Industrial Co. Ltd.<br>| 4998 | &nbsp;&nbsp; 237793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jetwell Computer Co. <br> Ltd.<br>| 6000 | &nbsp;&nbsp; 36952 |
|  | Jia Wei Lifestyle, Inc. | 21464 | &nbsp;&nbsp; 32353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jih Lin Technology <br> Co. Ltd.<br>| 28000 | &nbsp;&nbsp; 43057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiin Yeeh Ding <br> Enterprise Co. Ltd.<br>| 12000 | &nbsp;&nbsp; 24479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinan Acetate <br> Chemical Co. Ltd.<br>| 181070 | &nbsp;&nbsp; 481920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Health Tech <br> Co. Ltd.<br>| 23000 | &nbsp;&nbsp; 116373 |
|  | JPC connectivity, Inc. | 15250 | &nbsp;&nbsp; 69462 |
|  | JPP Holding Co. Ltd. | 9450 | &nbsp;&nbsp; 60655 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JSL Construction & <br> Development Co. <br> Ltd.<br>| 39020 | &nbsp;&nbsp; $102154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; K Laser Technology, <br> Inc.<br>| 44000 | &nbsp;&nbsp; 24185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaimei Electronic <br> Corp.<br>| 31120 | &nbsp;&nbsp; 59589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaori Heat Treatment <br> Co. Ltd.<br>| 9000 | &nbsp;&nbsp; 94318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kedge Construction <br> Co. Ltd.<br>| 12067 | &nbsp;&nbsp; 34115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keding Enterprises <br> Co. Ltd.<br>| 3000 | &nbsp;&nbsp; 12099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KEE TAI Properties <br> Co. Ltd.<br>| 116430 | &nbsp;&nbsp; 48950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kenda Rubber <br> Industrial Co. Ltd.<br>| 200316 | &nbsp;&nbsp; 151370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kerry TJ Logistics Co. <br> Ltd.<br>| 67000 | &nbsp;&nbsp; 75262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keystone Microtech <br> Corp.<br>| 6000 | &nbsp;&nbsp; 72108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KGI Financial Holding <br> Co. Ltd.<br>| 2610354 | &nbsp;&nbsp; 1322289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KHGEARS <br> International Ltd.<br>| 7000 | &nbsp;&nbsp; 37605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kindom Development <br> Co. Ltd.<br>| 123200 | &nbsp;&nbsp; 205364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; King Chou Marine <br> Technology Co. <br> Ltd.<br>| 36340 | &nbsp;&nbsp; 52106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; King Slide Works Co. <br> Ltd.<br>| 8000 | &nbsp;&nbsp; 704397 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; King Yuan Electronics <br> Co. Ltd.<br>| 511000 | &nbsp;&nbsp; 1998863 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; King's Town Bank Co. <br> Ltd.<br>| 288000 | &nbsp;&nbsp; 519307 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; King's Town <br> Construction Co. <br> Ltd.<br>| 34000 | &nbsp;&nbsp; 46903 |
|  | Kinik Co. | 18000 | &nbsp;&nbsp; 194316 |
|  | Kinko Optical Co. Ltd. | 42365 | &nbsp;&nbsp; 36131 |
|  | Kinpo Electronics | 566000 | &nbsp;&nbsp; 337548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinsus Interconnect <br> Technology Corp.<br>| 121000 | &nbsp;&nbsp; 411150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KMC Kuei Meng <br> International, Inc.<br>| 17300 | &nbsp;&nbsp; 54283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KNH Enterprise Co. <br> Ltd.<br>| 76000 | &nbsp;&nbsp; 43204 |
|  | KS Terminals, Inc. | 32000 | &nbsp;&nbsp; 54486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kung Long Batteries <br> Industrial Co. Ltd.<br>| 21000 | &nbsp;&nbsp; 98446 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kung Sing <br> Engineering Corp.<br>| 190573 | &nbsp;&nbsp; 71535 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kuo Toong <br> International Co. <br> Ltd.<br>| 80315 | &nbsp;&nbsp; 135568 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuo Yang <br> Construction Co. <br> Ltd.<br>| 84360 | &nbsp;&nbsp; $49534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kwong Lung <br> Enterprise Co. Ltd.<br>| 34000 | &nbsp;&nbsp; 53848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; L&K Engineering Co. <br> Ltd.<br>| 72762 | &nbsp;&nbsp; 783420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; La Kaffa International <br> Co. Ltd.<br>| 11000 | &nbsp;&nbsp; 27177 |
| \* | LAN FA Textile | 93000 | &nbsp;&nbsp; 36703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lanner Electronics, <br> Inc.<br>| 31850 | &nbsp;&nbsp; 84601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Largan Precision Co. <br> Ltd. (3008 TT)<br>| 9000 | &nbsp;&nbsp; 705898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Laser Tek Taiwan Co. <br> Ltd.<br>| 13300 | &nbsp;&nbsp; 20247 |
|  | Laster Tech Co. Ltd. | 36000 | &nbsp;&nbsp; 28452 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Leader Electronics, <br> Inc.<br>| 43000 | &nbsp;&nbsp; 13323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leadtrend Technology <br> Corp.<br>| 12239 | &nbsp;&nbsp; 17280 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lealea Enterprise Co. <br> Ltd.<br>| 263560 | &nbsp;&nbsp; 57982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LEE CHI Enterprises <br> Co. Ltd.<br>| 56000 | &nbsp;&nbsp; 19694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lelon Electronics <br> Corp.<br>| 28000 | &nbsp;&nbsp; 71464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lemtech Holdings Co. <br> Ltd.<br>| 9656 | &nbsp;&nbsp; 25562 |
|  | Leo Systems, Inc. | 20000 | &nbsp;&nbsp; 18060 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Leofoo Development <br> Co. Ltd.<br>| 19000 | &nbsp;&nbsp; 10720 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Li Peng Enterprise <br> Co. Ltd.<br>| 236600 | &nbsp;&nbsp; 47155 |
|  | Lian HWA Food Corp. | 24776 | &nbsp;&nbsp; 113896 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lien Hwa Industrial <br> Holdings Corp.<br>| 229835 | &nbsp;&nbsp; 347499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lingsen Precision <br> Industries Ltd.<br>| 117000 | &nbsp;&nbsp; 57302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lintes Technology Co. <br> Ltd.<br>| 6000 | &nbsp;&nbsp; 21996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lion Travel Service <br> Co. Ltd.<br>| 27000 | &nbsp;&nbsp; 131778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lite-On Technology <br> Corp.<br>| 270417 | &nbsp;&nbsp; 1069092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liton Technology <br> Corp.<br>| 27000 | &nbsp;&nbsp; 30017 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Long Bon International <br> Co. Ltd.<br>| 76100 | &nbsp;&nbsp; 39440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Long Da Construction <br> & Development <br> Corp.<br>| 61000 | &nbsp;&nbsp; 56899 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Longchen Paper & <br> Packaging Co. Ltd.<br>| 245641 | &nbsp;&nbsp; 84259 |
|  | Longwell Co. | 33000 | &nbsp;&nbsp; 117167 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Loop <br> Telecommunication <br> International, Inc.<br>| 14000 | &nbsp;&nbsp; $22812 |
|  | Lotes Co. Ltd. | 17700 | &nbsp;&nbsp; 827650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lotus Pharmaceutical <br> Co. Ltd.<br>| 35000 | &nbsp;&nbsp; 253483 |
|  | Lucky Cement Corp. | 35000 | &nbsp;&nbsp; 16447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lumax International <br> Corp. Ltd.<br>| 24440 | &nbsp;&nbsp; 79194 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lung Yen Life Service <br> Corp.<br>| 59000 | &nbsp;&nbsp; 115650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lungteh Shipbuilding <br> Co. Ltd.<br>| 15750 | &nbsp;&nbsp; 53442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luxe Green Energy <br> Technology Co. <br> Ltd.<br>| 29344 | &nbsp;&nbsp; 24266 |
| # | LuxNet Corp. | 16000 | &nbsp;&nbsp; 104592 |
|  | M3 Technology, Inc. | 9000 | &nbsp;&nbsp; 25491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Macauto Industrial Co. <br> Ltd.<br>| 17000 | &nbsp;&nbsp; 33399 |
|  | Macroblock, Inc. | 15000 | &nbsp;&nbsp; 31552 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Macronix International <br> Co. Ltd.<br>| 729798 | &nbsp;&nbsp; 458898 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Makalot Industrial Co. <br> Ltd.<br>| 66702 | &nbsp;&nbsp; 586634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marketech <br> International Corp.<br>| 24000 | &nbsp;&nbsp; 163411 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Materials Analysis <br> Technology, Inc.<br>| 18151 | &nbsp;&nbsp; 115584 |
|  | Maxigen Biotech, Inc. | 18000 | &nbsp;&nbsp; 26262 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mayer Steel Pipe <br> Corp.<br>| 76800 | &nbsp;&nbsp; 59132 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mechema Chemicals <br> International Corp.<br>| 16000 | &nbsp;&nbsp; 42878 |
|  | MediaTek, Inc. | 81000 | &nbsp;&nbsp; 3668050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mega Financial <br> Holding Co. Ltd.<br>| 791626 | &nbsp;&nbsp; 1126084 |
|  | Megaforce Co. Ltd. | 26000 | &nbsp;&nbsp; 35980 |
|  | Meiloon Industrial Co. | 40600 | &nbsp;&nbsp; 28590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercuries & <br> Associates Holding <br> Ltd.<br>| 173609 | &nbsp;&nbsp; 70139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercuries Data <br> Systems Ltd.<br>| 30000 | &nbsp;&nbsp; 28729 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mercuries Life <br> Insurance Co. Ltd.<br>| 903818 | &nbsp;&nbsp; 158080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Merida Industry Co. <br> Ltd.<br>| 58000 | &nbsp;&nbsp; 224078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Merry Electronics Co. <br> Ltd.<br>| 65757 | &nbsp;&nbsp; 249386 |
|  | METAAGE Corp. | 14000 | &nbsp;&nbsp; 24541 |
| \* | Microbio Co. Ltd. | 118099 | &nbsp;&nbsp; 94490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Micro-Star <br> International Co. <br> Ltd.<br>| 184000 | &nbsp;&nbsp; 879028 |
|  | Mildef Crete, Inc. | 18000 | &nbsp;&nbsp; 66815 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MIN AIK Technology <br> Co. Ltd.<br>| 37600 | &nbsp;&nbsp; $25199 |
| \* | Mitac Holdings Corp. | 403560 | &nbsp;&nbsp; 1021917 |
|  | momo.com, Inc. | 15824 | &nbsp;&nbsp; 149043 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MOSA Industrial <br> Corp.<br>| 33658 | &nbsp;&nbsp; 16578 |
| \* | Mosel Vitelic, Inc. | 21000 | &nbsp;&nbsp; 14532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motech Industries, <br> Inc.<br>| 82000 | &nbsp;&nbsp; 49206 |
|  | MPI Corp. | 9000 | &nbsp;&nbsp; 312808 |
|  | MSSCORPS Co. Ltd. | 15721 | &nbsp;&nbsp; 70878 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; My Humble House <br> Hospitality <br> Management <br> Consulting<br>| 19000 | &nbsp;&nbsp; 24202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nak Sealing <br> Technologies Corp.<br>| 25000 | &nbsp;&nbsp; 92902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Namchow Holdings <br> Co. Ltd.<br>| 55000 | &nbsp;&nbsp; 74299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nan Kang Rubber Tire <br> Co. Ltd.<br>| 36000 | &nbsp;&nbsp; 44936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nan Liu Enterprise <br> Co. Ltd.<br>| 7000 | &nbsp;&nbsp; 13715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nan Pao Resins <br> Chemical Co. Ltd.<br>| 15000 | &nbsp;&nbsp; 191574 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nan Ren Lake Leisure <br> Amusement Co. <br> Ltd.<br>| 32000 | &nbsp;&nbsp; 11223 |
|  | Nan Ya Plastics Corp. | 506000 | &nbsp;&nbsp; 690132 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nan Ya Printed Circuit <br> Board Corp.<br>| 42000 | &nbsp;&nbsp; 246042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nang Kuang <br> Pharmaceutical Co. <br> Ltd.<br>| 14000 | &nbsp;&nbsp; 16298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nantex Industry Co. <br> Ltd.<br>| 94780 | &nbsp;&nbsp; 76947 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nanya Technology <br> Corp.<br>| 259432 | &nbsp;&nbsp; 381929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Aerospace <br> Fasteners Corp.<br>| 8000 | &nbsp;&nbsp; 33510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Petroleum <br> Co. Ltd.<br>| 12000 | &nbsp;&nbsp; 25490 |
|  | Netronix, Inc. | 17000 | &nbsp;&nbsp; 65642 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; New Asia Construction <br> & Development <br> Corp.<br>| 60000 | &nbsp;&nbsp; 30116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Best Wire <br> Industrial Co. Ltd.<br>| 14400 | &nbsp;&nbsp; 13975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nextronics <br> Engineering Corp.<br>| 7000 | &nbsp;&nbsp; 23278 |
|  | Nichidenbo Corp. | 52030 | &nbsp;&nbsp; 131459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nien Hsing Textile Co. <br> Ltd.<br>| 51245 | &nbsp;&nbsp; 31899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nien Made Enterprise <br> Co. Ltd.<br>| 55000 | &nbsp;&nbsp; 785109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Niko Semiconductor <br> Co. Ltd.<br>| 15869 | &nbsp;&nbsp; 22057 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishoku Technology, <br> Inc.<br>| 16000 | &nbsp;&nbsp; $62175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North-Star <br> International Co. <br> Ltd.<br>| 8189 | &nbsp;&nbsp; 11354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nova Technology <br> Corp.<br>| 10000 | &nbsp;&nbsp; 57381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Novatek <br> Microelectronics <br> Corp.<br>| 115000 | &nbsp;&nbsp; 1817423 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nuvoton Technology <br> Corp.<br>| 38000 | &nbsp;&nbsp; 86776 |
|  | O-Bank Co. Ltd. | 458620 | &nbsp;&nbsp; 138907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ocean Plastics Co. <br> Ltd.<br>| 52000 | &nbsp;&nbsp; 64078 |
|  | OK Biotech Co. Ltd. | 18857 | &nbsp;&nbsp; 9967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orient Europharma <br> Co. Ltd.<br>| 8000 | &nbsp;&nbsp; 13656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orient Semiconductor <br> Electronics Ltd.<br>| 146107 | &nbsp;&nbsp; 188336 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Union <br> Chemical Corp.<br>| 143000 | &nbsp;&nbsp; 59698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; O-TA Precision <br> Industry Co. Ltd.<br>| 21422 | &nbsp;&nbsp; 37477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Construction <br> Co.<br>| 29000 | &nbsp;&nbsp; 9314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Hospital <br> Supply Co. Ltd.<br>| 16496 | &nbsp;&nbsp; 49112 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Paiho Shih Holdings <br> Corp.<br>| 61066 | &nbsp;&nbsp; 40810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan Asia Chemical <br> Corp.<br>| 51120 | &nbsp;&nbsp; 16972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan German <br> Universal Motors <br> Ltd.<br>| 7000 | &nbsp;&nbsp; 78045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan Jit International, <br> Inc.<br>| 111700 | &nbsp;&nbsp; 176036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan-International <br> Industrial Corp.<br>| 165000 | &nbsp;&nbsp; 236392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Panion & BF Biotech, <br> Inc.<br>| 17000 | &nbsp;&nbsp; 39794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Parade Technologies <br> Ltd.<br>| 16000 | &nbsp;&nbsp; 304509 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Paragon Technologies <br> Co. Ltd.<br>| 8784 | &nbsp;&nbsp; 4549 |
|  | Parpro Corp. | 19000 | &nbsp;&nbsp; 34731 |
| \* | PChome Online, Inc. | 35268 | &nbsp;&nbsp; 38407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PCL Technologies, <br> Inc.<br>| 27379 | &nbsp;&nbsp; 81494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; P-Duke Technology <br> Co. Ltd.<br>| 23968 | &nbsp;&nbsp; 66178 |
|  | Pegatron Corp. | 393000 | &nbsp;&nbsp; 1046233 |
|  | Pegavision Corp. | 11684 | &nbsp;&nbsp; 119521 |
|  | PharmaEngine, Inc. | 27000 | &nbsp;&nbsp; 66504 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PharmaEssentia <br> Corp.<br>| 9219 | &nbsp;&nbsp; 152198 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Phihong Technology <br> Co. Ltd.<br>| 91000 | &nbsp;&nbsp; $66450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phison Electronics <br> Corp.<br>| 40000 | &nbsp;&nbsp; 702191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phoenix Silicon <br> International Corp.<br>| 42000 | &nbsp;&nbsp; 177317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phoenix Tours <br> International, Inc.<br>| 12600 | &nbsp;&nbsp; 23717 |
| \* | Phytohealth Corp. | 18000 | &nbsp;&nbsp; 7593 |
|  | Pixart Imaging, Inc. | 39000 | &nbsp;&nbsp; 252836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Planet Technology <br> Corp.<br>| 14000 | &nbsp;&nbsp; 69445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Plastron Precision Co. <br> Ltd.<br>| 51126 | &nbsp;&nbsp; 25805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Polytronics <br> Technology Corp.<br>| 12564 | &nbsp;&nbsp; 18010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Posiflex Technology, <br> Inc.<br>| 14000 | &nbsp;&nbsp; 116101 |
| # | Pou Chen Corp. | 455000 | &nbsp;&nbsp; 427886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Wind Health <br> Industry, Inc.<br>| 11968 | &nbsp;&nbsp; 57423 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Powerchip <br> Semiconductor <br> Manufacturing <br> Corp.<br>| 638000 | &nbsp;&nbsp; 317823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Powertech <br> Technology, Inc.<br>| 289000 | &nbsp;&nbsp; 1207133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Poya International Co. <br> Ltd.<br>| 22576 | &nbsp;&nbsp; 349372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; President Chain Store <br> Corp.<br>| 73000 | &nbsp;&nbsp; 625572 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; President Securities <br> Corp.<br>| 501217 | &nbsp;&nbsp; 315892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Primax Electronics <br> Ltd.<br>| 181000 | &nbsp;&nbsp; 438673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prince Housing & <br> Development Corp.<br>| 320000 | &nbsp;&nbsp; 97346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Princeton Technology <br> Corp.<br>| 41000 | &nbsp;&nbsp; 14009 |
|  | Pro Hawk Corp. | 6000 | &nbsp;&nbsp; 30415 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Promate Electronic <br> Co. Ltd.<br>| 68398 | &nbsp;&nbsp; 136192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prosperity Dielectrics <br> Co. Ltd.<br>| 35086 | &nbsp;&nbsp; 44449 |
|  | PSS Co. Ltd. | 5000 | &nbsp;&nbsp; 22694 |
|  | Qisda Corp. | 401000 | &nbsp;&nbsp; 345813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; QST International <br> Corp.<br>| 33285 | &nbsp;&nbsp; 58231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qualipoly Chemical <br> Corp.<br>| 21000 | &nbsp;&nbsp; 48892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quang Viet Enterprise <br> Co. Ltd.<br>| 17000 | &nbsp;&nbsp; 40947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quanta Computer, <br> Inc.<br>| 72000 | &nbsp;&nbsp; 670619 |
|  | Quanta Storage, Inc. | 62000 | &nbsp;&nbsp; 181444 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Quintain Steel Co. <br> Ltd.<br>| 68209 | &nbsp;&nbsp; 21983 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Radiant <br> Opto-Electronics <br> Corp.<br>| 159000 | &nbsp;&nbsp; $730849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Radium Life Tech Co. <br> Ltd.<br>| 262981 | &nbsp;&nbsp; 99006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rafael <br> Microelectronics, <br> Inc.<br>| 3821 | &nbsp;&nbsp; 14370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Raydium <br> Semiconductor <br> Corp.<br>| 18000 | &nbsp;&nbsp; 208897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Realtek <br> Semiconductor <br> Corp.<br>| 39000 | &nbsp;&nbsp; 745714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rechi Precision Co. <br> Ltd.<br>| 106000 | &nbsp;&nbsp; 84479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rexon Industrial Corp. <br> Ltd.<br>| 39000 | &nbsp;&nbsp; 39079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rich Development Co. <br> Ltd.<br>| 220530 | &nbsp;&nbsp; 64850 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Right WAY Industrial <br> Co. Ltd.<br>| 42000 | &nbsp;&nbsp; 16194 |
| \* | Ritek Corp. | 221084 | &nbsp;&nbsp; 75127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rodex Fasteners <br> Corp.<br>| 13000 | &nbsp;&nbsp; 14063 |
|  | Ruby Tech Corp. | 13390 | &nbsp;&nbsp; 17513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ruentex Development <br> Co. Ltd.<br>| 325888 | &nbsp;&nbsp; 325310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ruentex Engineering <br> & Construction Co.<br>| 26600 | &nbsp;&nbsp; 164716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ruentex Industries <br> Ltd.<br>| 176904 | &nbsp;&nbsp; 307596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Run Long <br> Construction Co. <br> Ltd.<br>| 90200 | &nbsp;&nbsp; 93128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sakura Development <br> Co. Ltd.<br>| 61695 | &nbsp;&nbsp; 134211 |
|  | Sampo Corp. | 104400 | &nbsp;&nbsp; 86906 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; San Fang Chemical <br> Industry Co. Ltd.<br>| 75679 | &nbsp;&nbsp; 86269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; San Fu Chemical Co. <br> Ltd.<br>| 12000 | &nbsp;&nbsp; 45499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; San Lien Technology <br> Corp. Ltd.<br>| 6300 | &nbsp;&nbsp; 18398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; San Shing Fastech <br> Corp.<br>| 44000 | &nbsp;&nbsp; 78920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanyang Motor Co. <br> Ltd.<br>| 153000 | &nbsp;&nbsp; 316511 |
|  | Savior Lifetec Corp. | 72074 | &nbsp;&nbsp; 44916 |
|  | SCI Pharmtech, Inc. | 17901 | &nbsp;&nbsp; 34479 |
|  | Scientech Corp. | 5000 | &nbsp;&nbsp; 55906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ScinoPharm Taiwan <br> Ltd.<br>| 70000 | &nbsp;&nbsp; 39222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SciVision Biotech, <br> Inc.<br>| 7000 | &nbsp;&nbsp; 26919 |
|  | SDI Corp. | 35000 | &nbsp;&nbsp; 85910 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sea Sonic Electronics <br> Co. Ltd.<br>| 14000 | &nbsp;&nbsp; $34555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Senao International <br> Co. Ltd.<br>| 28000 | &nbsp;&nbsp; 28164 |
|  | Senao Networks, Inc. | 11630 | &nbsp;&nbsp; 62783 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sensortek Technology <br> Corp.<br>| 5000 | &nbsp;&nbsp; 28965 |
|  | Sercomm Corp. | 85000 | &nbsp;&nbsp; 283524 |
|  | Sesoda Corp. | 79104 | &nbsp;&nbsp; 82633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Commercial <br> & Savings Bank <br> Ltd.<br>| 538903 | &nbsp;&nbsp; 773673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sharehope Medicine <br> Co. Ltd.<br>| 17681 | &nbsp;&nbsp; 16000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sheng Yu Steel Co. <br> Ltd.<br>| 40000 | &nbsp;&nbsp; 31818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ShenMao Technology, <br> Inc.<br>| 21000 | &nbsp;&nbsp; 54787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shieh Yih Machinery <br> Industry Co. Ltd.<br>| 28000 | &nbsp;&nbsp; 22175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shih Her <br> Technologies, Inc.<br>| 19000 | &nbsp;&nbsp; 97785 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shih Wei Navigation <br> Co. Ltd.<br>| 165666 | &nbsp;&nbsp; 85713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shihlin Electric & <br> Engineering Corp.<br>| 64000 | &nbsp;&nbsp; 378462 |
| \* | Shihlin Paper Corp. | 7000 | &nbsp;&nbsp; 12346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin Hsiung Natural <br> Gas Co. Ltd.<br>| 14677 | &nbsp;&nbsp; 20577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin Ruenn <br> Development Co. <br> Ltd.<br>| 20950 | &nbsp;&nbsp; 41921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin Zu Shing Co. <br> Ltd.<br>| 54673 | &nbsp;&nbsp; 425116 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shining Building <br> Business Co. Ltd.<br>| 156632 | &nbsp;&nbsp; 48801 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shinkong Insurance <br> Co. Ltd.<br>| 78000 | &nbsp;&nbsp; 247164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinkong Synthetic <br> Fibers Corp.<br>| 548000 | &nbsp;&nbsp; 235299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinkong Textile Co. <br> Ltd.<br>| 27000 | &nbsp;&nbsp; 47160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shiny Chemical <br> Industrial Co. Ltd.<br>| 36432 | &nbsp;&nbsp; 153950 |
|  | Shuttle, Inc. | 77000 | &nbsp;&nbsp; 41319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sigurd <br> Microelectronics <br> Corp.<br>| 204226 | &nbsp;&nbsp; 528258 |
|  | Silergy Corp. | 49000 | &nbsp;&nbsp; 527073 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Silicon Integrated <br> Systems Corp.<br>| 87000 | &nbsp;&nbsp; 159684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Simplo Technology <br> Co. Ltd.<br>| 34600 | &nbsp;&nbsp; 472410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinbon Electronics <br> Co. Ltd.<br>| 60064 | &nbsp;&nbsp; 485495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sincere Navigation <br> Corp.<br>| 133900 | &nbsp;&nbsp; 98332 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinher Technology, <br> Inc.<br>| 13000 | &nbsp;&nbsp; $10702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinmag Equipment <br> Corp.<br>| 17420 | &nbsp;&nbsp; 82148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sino-American Silicon <br> Products, Inc.<br>| 197000 | &nbsp;&nbsp; 660450 |
|  | Sinon Corp. | 180000 | &nbsp;&nbsp; 247906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SinoPac Financial <br> Holdings Co. Ltd.<br>| 1945782 | &nbsp;&nbsp; 1605482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinopower <br> Semiconductor, Inc.<br>| 7000 | &nbsp;&nbsp; 22103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinphar <br> Pharmaceutical Co. <br> Ltd.<br>| 32767 | &nbsp;&nbsp; 34331 |
|  | Sinyi Realty, Inc. | 80544 | &nbsp;&nbsp; 68309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sirtec International <br> Co. Ltd.<br>| 42800 | &nbsp;&nbsp; 36075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sitronix Technology <br> Corp.<br>| 51000 | &nbsp;&nbsp; 338573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siward Crystal <br> Technology Co. <br> Ltd.<br>| 64000 | &nbsp;&nbsp; 46332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Soft-World <br> International Corp.<br>| 21000 | &nbsp;&nbsp; 67696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Solar Applied <br> Materials <br> Technology Corp.<br>| 117398 | &nbsp;&nbsp; 194202 |
|  | Solteam, Inc. | 11849 | &nbsp;&nbsp; 18322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sonix Technology Co. <br> Ltd.<br>| 41000 | &nbsp;&nbsp; 43814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southeast Cement <br> Co. Ltd.<br>| 63000 | &nbsp;&nbsp; 37832 |
|  | Speed Tech Corp. | 28000 | &nbsp;&nbsp; 38765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sporton International, <br> Inc.<br>| 23330 | &nbsp;&nbsp; 124684 |
|  | Sports Gear Co. Ltd. | 12000 | &nbsp;&nbsp; 40246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; St. Shine Optical Co. <br> Ltd.<br>| 14000 | &nbsp;&nbsp; 74565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standard Chemical & <br> Pharmaceutical Co. <br> Ltd.<br>| 32000 | &nbsp;&nbsp; 61314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standard Foods <br> Corp.<br>| 95402 | &nbsp;&nbsp; 101840 |
|  | Stark Technology, Inc. | 19200 | &nbsp;&nbsp; 104376 |
|  | S-Tech Corp. | 60104 | &nbsp;&nbsp; 47319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumeeko Industries <br> Co. Ltd.<br>| 8000 | &nbsp;&nbsp; 18500 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sun Yad Construction <br> Co. Ltd.<br>| 59432 | &nbsp;&nbsp; 27416 |
|  | Sunfun Info Co. Ltd. | 39370 | &nbsp;&nbsp; 57491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunjuice Holdings Co. <br> Ltd.<br>| 5000 | &nbsp;&nbsp; 19633 |
| \* | Sunko INK Co. Ltd. | 55250 | &nbsp;&nbsp; 22206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SunMax <br> Biotechnology Co. <br> Ltd.<br>| 11000 | &nbsp;&nbsp; 154242 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunny Friend <br> Environmental <br> Technology Co. <br> Ltd.<br>| 23737 | &nbsp;&nbsp; $59615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunonwealth Electric <br> Machine Industry <br> Co. Ltd.<br>| 76000 | &nbsp;&nbsp; 286925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunplus Innovation <br> Technology, Inc.<br>| 6160 | &nbsp;&nbsp; 24169 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sunplus Technology <br> Co. Ltd.<br>| 183000 | &nbsp;&nbsp; 115664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunrex Technology <br> Corp.<br>| 34561 | &nbsp;&nbsp; 50242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunspring Metal <br> Corp.<br>| 41351 | &nbsp;&nbsp; 33166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Superalloy Industrial <br> Co. Ltd.<br>| 13000 | &nbsp;&nbsp; 23536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Supreme Electronics <br> Co. Ltd.<br>| 182487 | &nbsp;&nbsp; 256806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swancor Holding Co. <br> Ltd.<br>| 20000 | &nbsp;&nbsp; 80620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sweeten Real Estate <br> Development Co. <br> Ltd.<br>| 24719 | &nbsp;&nbsp; 26003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Symtek Automation <br> Asia Co. Ltd.<br>| 16730 | &nbsp;&nbsp; 84806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Syncmold Enterprise <br> Corp.<br>| 45000 | &nbsp;&nbsp; 102955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Synmosa Biopharma <br> Corp.<br>| 83688 | &nbsp;&nbsp; 103234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Synnex Technology <br> International Corp.<br>| 300250 | &nbsp;&nbsp; 665407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Syn-Tech Chem & <br> Pharm Co. Ltd.<br>| 8000 | &nbsp;&nbsp; 20677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Syscom Computer <br> Engineering Co.<br>| 18000 | &nbsp;&nbsp; 34072 |
|  | Systex Corp. | 51000 | &nbsp;&nbsp; 185880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; T3EX Global Holdings <br> Corp.<br>| 35039 | &nbsp;&nbsp; 82212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TA Chen Stainless <br> Pipe<br>| 472820 | &nbsp;&nbsp; 619788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ta Ya Electric Wire & <br> Cable<br>| 132337 | &nbsp;&nbsp; 153425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tah Hsin Industrial <br> Corp.<br>| 16011 | &nbsp;&nbsp; 35660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TA-I Technology Co. <br> Ltd.<br>| 34750 | &nbsp;&nbsp; 48835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tai Tung <br> Communication Co. <br> Ltd.<br>| 28511 | &nbsp;&nbsp; 18941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taichung Commercial <br> Bank Co. Ltd.<br>| 1428458 | &nbsp;&nbsp; 1061430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TaiDoc Technology <br> Corp.<br>| 16471 | &nbsp;&nbsp; 68334 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taiflex Scientific Co. <br> Ltd.<br>| 73280 | &nbsp;&nbsp; 110555 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Taimide Tech, Inc. | 34450 | &nbsp;&nbsp; $71494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tainan Enterprises <br> Co. Ltd.<br>| 37000 | &nbsp;&nbsp; 33552 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tainan Spinning Co. <br> Ltd.<br>| 402240 | &nbsp;&nbsp; 172755 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tainergy Tech Co. <br> Ltd.<br>| 16000 | &nbsp;&nbsp; 5423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tai-Saw Technology <br> Co. Ltd.<br>| 27000 | &nbsp;&nbsp; 15869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taishin Financial <br> Holding Co. Ltd.<br>| 4263108 | &nbsp;&nbsp; 2326741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TaiSol Electronics Co. <br> Ltd.<br>| 17000 | &nbsp;&nbsp; 29729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taisun Enterprise Co. <br> Ltd.<br>| 69000 | &nbsp;&nbsp; 43161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TAI-TECH Advanced <br> Electronics Co. Ltd.<br>| 20000 | &nbsp;&nbsp; 63067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Business <br> Bank<br>| 2081027 | &nbsp;&nbsp; 1118125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Chinsan <br> Electronic Industrial <br> Co. Ltd.<br>| 41288 | &nbsp;&nbsp; 40195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Cogeneration <br> Corp.<br>| 139728 | &nbsp;&nbsp; 202529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Cooperative <br> Financial Holding <br> Co. Ltd.<br>| 1434319 | &nbsp;&nbsp; 1217376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan FamilyMart <br> Co. Ltd.<br>| 14000 | &nbsp;&nbsp; 97010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Fertilizer Co. <br> Ltd.<br>| 231000 | &nbsp;&nbsp; 401218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Fire & Marine <br> Insurance Co. Ltd.<br>| 96000 | &nbsp;&nbsp; 96975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan FU Hsing <br> Industrial Co. Ltd.<br>| 50000 | &nbsp;&nbsp; 74447 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Glass Industry <br> Corp.<br>| 400046 | &nbsp;&nbsp; 318074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan High Speed <br> Rail Corp.<br>| 260000 | &nbsp;&nbsp; 236951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Hon Chuan <br> Enterprise Co. Ltd.<br>| 102149 | &nbsp;&nbsp; 498011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Hopax <br> Chemicals <br> Manufacturing Co. <br> Ltd.<br>| 60069 | &nbsp;&nbsp; 63979 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Land <br> Development Corp.<br>| 269666 | &nbsp;&nbsp; 4540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Line Tek <br> Electronic<br>| 31390 | &nbsp;&nbsp; 25291 |
| # | Taiwan Mask Corp. | 58000 | &nbsp;&nbsp; 59693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Mobile Co. <br> Ltd.<br>| 462000 | &nbsp;&nbsp; 1628688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Navigation Co. <br> Ltd.<br>| 88000 | &nbsp;&nbsp; 78974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Optical <br> Platform Co. Ltd.<br>| 5000 | &nbsp;&nbsp; 13545 |
|  | Taiwan Paiho Ltd. | 75000 | &nbsp;&nbsp; 129218 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan PCB Techvest <br> Co. Ltd.<br>| 70000 | &nbsp;&nbsp; $75957 |
|  | Taiwan Sakura Corp. | 51200 | &nbsp;&nbsp; 147348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Sanyo Electric <br> Co. Ltd.<br>| 28000 | &nbsp;&nbsp; 35373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Secom Co. <br> Ltd.<br>| 88000 | &nbsp;&nbsp; 333163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Semiconductor <br> Co. Ltd.<br>| 56000 | &nbsp;&nbsp; 84694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Semiconductor <br> Manufacturing Co. <br> Ltd. (2330 TT)<br>| 1170000 | &nbsp;&nbsp; 45044125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Semiconductor <br> Manufacturing Co. <br> Ltd. (TSM US), <br> Sponsored ADR<br>| 103467 | &nbsp;&nbsp; 24999697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Shin Kong <br> Security Co. Ltd.<br>| 74560 | &nbsp;&nbsp; 100887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Speciality <br> Chemicals Corp.<br>| 6000 | &nbsp;&nbsp; 44314 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Styrene <br> Monomer<br>| 119000 | &nbsp;&nbsp; 37729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Surface <br> Mounting <br> Technology Corp.<br>| 78800 | &nbsp;&nbsp; 277760 |
|  | Taiwan Taxi Co. Ltd. | 11292 | &nbsp;&nbsp; 48143 |
| \* | Taiwan TEA Corp. | 263000 | &nbsp;&nbsp; 128506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Union <br> Technology Corp.<br>| 72000 | &nbsp;&nbsp; 650197 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan-Asia <br> Semiconductor <br> Corp.<br>| 117889 | &nbsp;&nbsp; 77754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiyen Biotech Co. <br> Ltd.<br>| 42000 | &nbsp;&nbsp; 46303 |
|  | Tatung Co. Ltd. | 325100 | &nbsp;&nbsp; 387011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TCC Group Holdings <br> Co. Ltd.<br>| 1332102 | &nbsp;&nbsp; 1080564 |
|  | TCI Co. Ltd. | 21256 | &nbsp;&nbsp; 92355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Te Chang <br> Construction Co. <br> Ltd.<br>| 29000 | &nbsp;&nbsp; 55244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teco Electric & <br> Machinery Co. Ltd.<br>| 440000 | &nbsp;&nbsp; 746951 |
|  | Tehmag Foods Corp. | 8560 | &nbsp;&nbsp; 88428 |
|  | Tera Autotech Corp. | 29187 | &nbsp;&nbsp; 26992 |
| # | Test Research, Inc. | 42000 | &nbsp;&nbsp; 202264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Test Rite International <br> Co. Ltd.<br>| 62000 | &nbsp;&nbsp; 41365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thinking Electronic <br> Industrial Co. Ltd.<br>| 24000 | &nbsp;&nbsp; 108157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thye Ming Industrial <br> Co. Ltd.<br>| 44800 | &nbsp;&nbsp; 102078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ton Yi Industrial <br> Corp.<br>| 273000 | &nbsp;&nbsp; 165512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tong Hsing Electronic <br> Industries Ltd.<br>| 61233 | &nbsp;&nbsp; 206988 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tong Yang Industry <br> Co. Ltd.<br>| 129000 | &nbsp;&nbsp; $450550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tong-Tai Machine & <br> Tool Co. Ltd.<br>| 85060 | &nbsp;&nbsp; 92712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Top Union Electronics <br> Corp.<br>| 25999 | &nbsp;&nbsp; 25931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Topco Scientific Co. <br> Ltd.<br>| 50288 | &nbsp;&nbsp; 482521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Topco Technologies <br> Corp.<br>| 8000 | &nbsp;&nbsp; 16660 |
|  | Topkey Corp. | 26000 | &nbsp;&nbsp; 157292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Topoint Technology <br> Co. Ltd.<br>| 65200 | &nbsp;&nbsp; 136872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toung Loong Textile <br> Manufacturing<br>| 15840 | &nbsp;&nbsp; 8243 |
| \* | TPK Holding Co. Ltd. | 114000 | &nbsp;&nbsp; 124290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trade-Van Information <br> Services Co.<br>| 11000 | &nbsp;&nbsp; 34773 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Transcend <br> Information, Inc.<br>| 57000 | &nbsp;&nbsp; 179468 |
|  | Transcom, Inc. | 9680 | &nbsp;&nbsp; 39621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tripod Technology <br> Corp.<br>| 149000 | &nbsp;&nbsp; 1386790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trusval Technology <br> Co. Ltd.<br>| 7352 | &nbsp;&nbsp; 57969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TSC Auto ID <br> Technology Co. <br> Ltd.<br>| 10680 | &nbsp;&nbsp; 65474 |
| # | TSEC Corp. | 149790 | &nbsp;&nbsp; 79808 |
|  | TSRC Corp. | 181000 | &nbsp;&nbsp; 109896 |
|  | Ttet Union Corp. | 12000 | &nbsp;&nbsp; 60226 |
|  | TTFB Co. Ltd. | 4989 | &nbsp;&nbsp; 33473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TTY Biopharm Co. <br> Ltd.<br>| 49000 | &nbsp;&nbsp; 126305 |
| \* | Tul Corp. | 19000 | &nbsp;&nbsp; 42521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tung Ho Steel <br> Enterprise Corp.<br>| 248570 | &nbsp;&nbsp; 532926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tung Thih Electronic <br> Co. Ltd.<br>| 20900 | &nbsp;&nbsp; 39702 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; TURVO International <br> Co. Ltd.<br>| 10410 | &nbsp;&nbsp; 62053 |
|  | TXC Corp. | 99000 | &nbsp;&nbsp; 276847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TYC Brother Industrial <br> Co. Ltd.<br>| 99000 | &nbsp;&nbsp; 134254 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tycoons Group <br> Enterprise<br>| 100991 | &nbsp;&nbsp; 25799 |
|  | Tyntek Corp. | 110000 | &nbsp;&nbsp; 55179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TZE Shin International <br> Co. Ltd.<br>| 42000 | &nbsp;&nbsp; 22676 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; U-BEST Innovative <br> Technology Co. <br> Ltd.<br>| 32000 | &nbsp;&nbsp; 20548 |
|  | UDE Corp. | 34000 | &nbsp;&nbsp; 110682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U-Ming Marine <br> Transport Corp.<br>| 189000 | &nbsp;&nbsp; 328616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unic Technology <br> Corp.<br>| 28000 | &nbsp;&nbsp; 21590 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unimicron Technology <br> Corp.<br>| 379000 | &nbsp;&nbsp; $1720393 |
|  | Union Bank of Taiwan | 705515 | &nbsp;&nbsp; 392119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Union Insurance Co. <br> Ltd.<br>| 11000 | &nbsp;&nbsp; 9510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Uni-President <br> Enterprises Corp.<br>| 854560 | &nbsp;&nbsp; 2255409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unitech Computer Co. <br> Ltd.<br>| 14000 | &nbsp;&nbsp; 19436 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Unitech Printed Circuit <br> Board Corp.<br>| 208079 | &nbsp;&nbsp; 193060 |
| \* | United Alloy-Tech Co. | 16000 | &nbsp;&nbsp; 22142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Integrated <br> Services Co. Ltd.<br>| 47000 | &nbsp;&nbsp; 1233948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United <br> Microelectronics <br> Corp. (2303 TT)<br>| 959000 | &nbsp;&nbsp; 1328860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Orthopedic <br> Corp.<br>| 24422 | &nbsp;&nbsp; 81268 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Renewable <br> Energy Co. Ltd.<br>| 389206 | &nbsp;&nbsp; 92105 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Unity Opto Technology <br> Co. Ltd.<br>| 186000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Univacco Technology, <br> Inc.<br>| 17000 | &nbsp;&nbsp; 25078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Cement <br> Corp.<br>| 213397 | &nbsp;&nbsp; 190574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Vision <br> Biotechnology Co. <br> Ltd.<br>| 15476 | &nbsp;&nbsp; 103457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UPC Technology <br> Corp.<br>| 248221 | &nbsp;&nbsp; 86070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UPI Semiconductor <br> Corp.<br>| 4000 | &nbsp;&nbsp; 25949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Userjoy Technology <br> Co. Ltd.<br>| 10773 | &nbsp;&nbsp; 30034 |
|  | USI Corp. | 200204 | &nbsp;&nbsp; 72415 |
|  | Utechzone Co. Ltd. | 15000 | &nbsp;&nbsp; 44861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UVAT Technology Co. <br> Ltd.<br>| 9000 | &nbsp;&nbsp; 18993 |
|  | Value Valves Co. Ltd. | 10000 | &nbsp;&nbsp; 25746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vanguard International <br> Semiconductor <br> Corp.<br>| 238146 | &nbsp;&nbsp; 738041 |
|  | Ve Wong Corp. | 18000 | &nbsp;&nbsp; 24139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ventec International <br> Group Co. Ltd.<br>| 21000 | &nbsp;&nbsp; 58404 |
|  | Via Technologies, Inc. | 54000 | &nbsp;&nbsp; 106738 |
|  | Viking Tech Corp. | 16000 | &nbsp;&nbsp; 20287 |
|  | Visco Vision, Inc. | 13000 | &nbsp;&nbsp; 72518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VisEra Technologies <br> Co. Ltd.<br>| 20000 | &nbsp;&nbsp; 148009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Visual Photonics <br> Epitaxy Co. Ltd.<br>| 29500 | &nbsp;&nbsp; 141142 |
|  | Vivotek, Inc. | 9000 | &nbsp;&nbsp; 27839 |
|  | Vizionfocus, Inc. | 5000 | &nbsp;&nbsp; 29547 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Voltronic Power <br> Technology Corp.<br>| 15442 | &nbsp;&nbsp; $606555 |
| #\* | Wafer Works Corp. | 174248 | &nbsp;&nbsp; 133889 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Waffer Technology <br> Corp.<br>| 44789 | &nbsp;&nbsp; 76556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wah Hong Industrial <br> Corp.<br>| 27000 | &nbsp;&nbsp; 34485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wah Lee Industrial <br> Corp.<br>| 76500 | &nbsp;&nbsp; 239435 |
|  | Walsin Lihwa Corp. | 722145 | &nbsp;&nbsp; 539681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Walsin Technology <br> Corp.<br>| 105398 | &nbsp;&nbsp; 296521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Walton Advanced <br> Engineering, Inc.<br>| 127000 | &nbsp;&nbsp; 54407 |
|  | Wan Hai Lines Ltd. | 136500 | &nbsp;&nbsp; 403687 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; We&Win <br> Diversification Co. <br> Ltd.<br>| 7000 | &nbsp;&nbsp; 4525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WEI Chih Steel <br> Industrial Co. Ltd.<br>| 43000 | &nbsp;&nbsp; 26509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wei Chuan Foods <br> Corp.<br>| 104000 | &nbsp;&nbsp; 54603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weikeng Industrial Co. <br> Ltd.<br>| 134734 | &nbsp;&nbsp; 152347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Well Shin Technology <br> Co. Ltd.<br>| 34000 | &nbsp;&nbsp; 62094 |
|  | Welldone Co. | 8000 | &nbsp;&nbsp; 13122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weltrend <br> Semiconductor<br>| 9000 | &nbsp;&nbsp; 14154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wholetech System <br> Hitech Ltd.<br>| 19000 | &nbsp;&nbsp; 57706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Win Semiconductors <br> Corp.<br>| 103840 | &nbsp;&nbsp; 294466 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Winbond Electronics <br> Corp.<br>| 961936 | &nbsp;&nbsp; 552075 |
|  | Winmate, Inc. | 13000 | &nbsp;&nbsp; 64595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Winstek <br> Semiconductor Co. <br> Ltd.<br>| 28000 | &nbsp;&nbsp; 89567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WinWay Technology <br> Co. Ltd.<br>| 4000 | &nbsp;&nbsp; 147796 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Wisdom Marine Lines <br> Co. Ltd.<br>| 158236 | &nbsp;&nbsp; 307741 |
|  | Wiselink Co. Ltd. | 24794 | &nbsp;&nbsp; 136773 |
|  | Wistron Corp. | 448288 | &nbsp;&nbsp; 1824470 |
|  | WITS Corp. | 10329 | &nbsp;&nbsp; 32790 |
|  | Wiwynn Corp. | 22000 | &nbsp;&nbsp; 2007864 |
|  | WNC Corp. | 112796 | &nbsp;&nbsp; 442156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wonderful Hi-Tech Co. <br> Ltd.<br>| 44357 | &nbsp;&nbsp; 56357 |
| # | Wowprime Corp. | 35184 | &nbsp;&nbsp; 269250 |
|  | WPG Holdings Ltd. | 425520 | &nbsp;&nbsp; 942851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WT Microelectronics <br> Co. Ltd.<br>| 122829 | &nbsp;&nbsp; 563289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WUS Printed Circuit <br> Co. Ltd.<br>| 70735 | &nbsp;&nbsp; 191686 |
|  | XinTec, Inc. | 16000 | &nbsp;&nbsp; 78209 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; X-Legend <br> Entertainment Co. <br> Ltd.<br>| 8000 | &nbsp;&nbsp; $25120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xxentria Technology <br> Materials Corp.<br>| 60813 | &nbsp;&nbsp; 90871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ya Horng Electronic <br> Co. Ltd.<br>| 6000 | &nbsp;&nbsp; 12594 |
|  | Yageo Corp. | 59293 | &nbsp;&nbsp; 1041875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yang Ming Marine <br> Transport Corp.<br>| 243215 | &nbsp;&nbsp; 493413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yankey Engineering <br> Co. Ltd.<br>| 20725 | &nbsp;&nbsp; 285390 |
|  | YC INOX Co. Ltd. | 127511 | &nbsp;&nbsp; 91176 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yea Shin International <br> Development Co. <br> Ltd.<br>| 110808 | &nbsp;&nbsp; 98531 |
|  | Yem Chio Co. Ltd. | 153936 | &nbsp;&nbsp; 79964 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yen Sun Technology <br> Corp.<br>| 11000 | &nbsp;&nbsp; 16019 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yeong Guan Energy <br> Technology Group <br> Co. Ltd.<br>| 48096 | &nbsp;&nbsp; 36719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YFC-Boneagle Electric <br> Co. Ltd.<br>| 32321 | &nbsp;&nbsp; 21594 |
|  | YFY, Inc. | 469000 | &nbsp;&nbsp; 381028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yi Jinn Industrial Co. <br> Ltd.<br>| 97440 | &nbsp;&nbsp; 55681 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yieh Phui Enterprise <br> Co. Ltd.<br>| 373536 | &nbsp;&nbsp; 187173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yonyu Plastics Co. <br> Ltd.<br>| 28000 | &nbsp;&nbsp; 18606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Young Fast <br> Optoelectronics Co. <br> Ltd.<br>| 30000 | &nbsp;&nbsp; 56244 |
| \* | Young Optics, Inc. | 14000 | &nbsp;&nbsp; 24492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Youngtek Electronics <br> Corp.<br>| 30160 | &nbsp;&nbsp; 61995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuan High-Tech <br> Development Co. <br> Ltd.<br>| 6000 | &nbsp;&nbsp; 31490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuanta Financial <br> Holding Co. Ltd.<br>| 1652336 | &nbsp;&nbsp; 1713939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuanta Futures Co. <br> Ltd.<br>| 32099 | &nbsp;&nbsp; 88319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuen Foong Yu <br> Consumer Products <br> Co. Ltd.<br>| 26000 | &nbsp;&nbsp; 34676 |
| # | Yulon Finance Corp. | 103223 | &nbsp;&nbsp; 345713 |
|  | Yulon Motor Co. Ltd. | 183536 | &nbsp;&nbsp; 200199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yung Chi Paint & <br> Varnish <br> Manufacturing Co. <br> Ltd.<br>| 14000 | &nbsp;&nbsp; 35191 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yungshin Construction <br> & Development Co. <br> Ltd.<br>| 30000 | &nbsp;&nbsp; 80460 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YungShin Global <br> Holding Corp.<br>| 51800 | &nbsp;&nbsp; $108431 |
|  | Yusin Holding Corp. | 6643 | &nbsp;&nbsp; 19343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zeng Hsing Industrial <br> Co. Ltd.<br>| 23635 | &nbsp;&nbsp; 77250 |
|  | Zenitron Corp. | 78000 | &nbsp;&nbsp; 85924 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Zero One Technology <br> Co. Ltd.<br>| 40528 | &nbsp;&nbsp; 155146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhen Ding Technology <br> Holding Ltd.<br>| 199400 | &nbsp;&nbsp; 831631 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zig Sheng Industrial <br> Co. Ltd.<br>| 168000 | &nbsp;&nbsp; 49872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZillTek Technology <br> Corp.<br>| 8000 | &nbsp;&nbsp; 54495 |
| \* | Zinwell Corp. | 121000 | &nbsp;&nbsp; 45444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zippy Technology <br> Corp.<br>| 45000 | &nbsp;&nbsp; 81450 |
|  | Zyxel Group Corp. | 94944 | &nbsp;&nbsp; 86403 |
| TOTAL TAIWAN | TOTAL TAIWAN |  | &nbsp;&nbsp; 271236315 |
| THAILAND — (0.4%) | THAILAND — (0.4%) | THAILAND — (0.4%) | THAILAND — (0.4%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AAPICO Hitech PCL <br> (AH/F TB)<br>| 71300 | &nbsp;&nbsp; 32726 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Absolute Clean <br> Energy PCL<br>| 1035800 | &nbsp;&nbsp; 41521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Info Service <br> PCL<br>| 69800 | &nbsp;&nbsp; 621536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Information <br> Technology PCL, <br> Class F<br>| 290300 | &nbsp;&nbsp; 46636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AEON Thana Sinsap <br> Thailand PCL<br>| 29800 | &nbsp;&nbsp; 90047 |
|  | After You PCL | 82900 | &nbsp;&nbsp; 17377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Airports of Thailand <br> PCL<br>| 115300 | &nbsp;&nbsp; 144654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Allianz Ayudhya <br> Capital PCL<br>| 9200 | &nbsp;&nbsp; 9149 |
| # | Amata Corp. PCL | 170200 | &nbsp;&nbsp; 83329 |
|  | AP Thailand PCL | 765200 | &nbsp;&nbsp; 169758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Plus Group <br> Holdings PCL<br>| 679600 | &nbsp;&nbsp; 51989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Sermkij Leasing <br> PCL<br>| 25333 | &nbsp;&nbsp; 5969 |
|  | Asian Sea Corp. PCL | 80200 | &nbsp;&nbsp; 17792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asset World Corp. <br> PCL<br>| 915100 | &nbsp;&nbsp; 58804 |
| \* | Assetwise PCL | 49300 | &nbsp;&nbsp; 9806 |
|  | B Grimm Power PCL | 75500 | &nbsp;&nbsp; 27030 |
|  | Bangchak Corp. PCL | 254700 | &nbsp;&nbsp; 264988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bangchak Sriracha <br> PCL<br>| 168500 | &nbsp;&nbsp; 25780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Airways <br> PCL<br>| 108200 | &nbsp;&nbsp; 49663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Bank PCL <br> (BBLF TB)<br>| 126100 | &nbsp;&nbsp; 571077 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Chain <br> Hospital PCL<br>| 173900 | &nbsp;&nbsp; 74498 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Commercial <br> Asset Management <br> PCL<br>| 379600 | &nbsp;&nbsp; $96991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Dusit <br> Medical Services <br> PCL, Class F<br>| 618200 | &nbsp;&nbsp; 406711 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Expressway <br> & Metro PCL<br>| 783640 | &nbsp;&nbsp; 133084 |
|  | Bangkok Land PCL | 3710800 | &nbsp;&nbsp; 56775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Life <br> Assurance PCL, <br> NVDR<br>| 92300 | &nbsp;&nbsp; 49991 |
|  | Banpu PCL | 1931033 | &nbsp;&nbsp; 298400 |
|  | Banpu Power PCL | 99800 | &nbsp;&nbsp; 24278 |
|  | BCPG PCL | 240000 | &nbsp;&nbsp; 49204 |
|  | BEC World PCL | 309452 | &nbsp;&nbsp; 24620 |
| # | Berli Jucker PCL | 152850 | &nbsp;&nbsp; 89802 |
|  | Betagro PCL | 74000 | &nbsp;&nbsp; 40080 |
|  | BKI Holdings PCL | 15100 | &nbsp;&nbsp; 133072 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BTS Group Holdings <br> PCL<br>| 1809600 | &nbsp;&nbsp; 194914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bumrungrad Hospital <br> PCL<br>| 53300 | &nbsp;&nbsp; 277264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cal-Comp Electronics <br> Thailand PCL, <br> Class F<br>| 656343 | &nbsp;&nbsp; 133558 |
| # | Carabao Group PCL | 45100 | &nbsp;&nbsp; 76248 |
|  | Central Pattana PCL | 125900 | &nbsp;&nbsp; 201294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Plaza Hotel <br> PCL<br>| 77700 | &nbsp;&nbsp; 67762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Retail Corp. <br> PCL<br>| 177375 | &nbsp;&nbsp; 116694 |
|  | CH Karnchang PCL | 232300 | &nbsp;&nbsp; 95962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Charoen Pokphand <br> Foods PCL<br>| 388877 | &nbsp;&nbsp; 271310 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chularat Hospital <br> PCL<br>| 1069900 | &nbsp;&nbsp; 57293 |
|  | CK Power PCL | 429400 | &nbsp;&nbsp; 34426 |
|  | Com7 PCL | 208300 | &nbsp;&nbsp; 138952 |
|  | Cotto F | 312000 | &nbsp;&nbsp; 1814 |
|  | CP ALL PCL | 144800 | &nbsp;&nbsp; 209357 |
|  | CP Axtra PCL | 73228 | &nbsp;&nbsp; 46160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delta Electronics <br> Thailand PCL<br>| 145300 | &nbsp;&nbsp; 649137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dhipaya Group <br> Holdings PCL<br>| 151100 | &nbsp;&nbsp; 87849 |
|  | Dohome PCL | 78089 | &nbsp;&nbsp; 9606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Don Muang Tollway <br> PCL<br>| 33300 | &nbsp;&nbsp; 10495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dynasty Ceramic <br> PCL<br>| 989220 | &nbsp;&nbsp; 44799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastern Polymer <br> Group PCL<br>| 259000 | &nbsp;&nbsp; 23300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ekachai Medical Care <br> PCL<br>| 97682 | &nbsp;&nbsp; 17486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electricity Generating <br> PCL<br>| 26100 | &nbsp;&nbsp; 88251 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
| #\* | Energy Absolute PCL | 841000 | &nbsp;&nbsp; $74630 |
| # | Erawan Group PCL | 614700 | &nbsp;&nbsp; 44015 |
| # | Exotic Food PCL | 42200 | &nbsp;&nbsp; 23244 |
| # | Forth Corp. PCL | 108900 | &nbsp;&nbsp; 23493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Frasers Property <br> Thailand PCL<br>| 25000 | &nbsp;&nbsp; 4666 |
|  | GFPT PCL | 118400 | &nbsp;&nbsp; 35143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Green <br> Chemicals PCL<br>| 9500 | &nbsp;&nbsp; 1163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Power Synergy <br> PCL<br>| 90531 | &nbsp;&nbsp; 92803 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Development <br> PCL<br>| 99189 | &nbsp;&nbsp; 143411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gunkul Engineering <br> PCL<br>| 948800 | &nbsp;&nbsp; 50227 |
|  | Haad Thip PCL | 60800 | &nbsp;&nbsp; 28465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hana Microelectronics <br> PCL<br>| 127600 | &nbsp;&nbsp; 90195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heng Leasing & <br> Capital PCL<br>| 169400 | &nbsp;&nbsp; 5132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Home Product Center <br> PCL<br>| 658020 | &nbsp;&nbsp; 143967 |
| # | Ichitan Group PCL | 156400 | &nbsp;&nbsp; 53601 |
|  | Index Livingmall PCL | 63600 | &nbsp;&nbsp; 27441 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Indorama Ventures <br> PCL<br>| 169601 | &nbsp;&nbsp; 119883 |
| # | IRPC PCL | 3488500 | &nbsp;&nbsp; 109950 |
|  | IT City PCL | 21800 | &nbsp;&nbsp; 2468 |
|  | I-TAIL Corp. PCL | 61200 | &nbsp;&nbsp; 27529 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Italian-Thai <br> Development PCL<br>| 1448300 | &nbsp;&nbsp; 10636 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jasmine Technology <br> Solution PCL<br>| 12300 | &nbsp;&nbsp; 12326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jaymart Group <br> Holdings PCL<br>| 187100 | &nbsp;&nbsp; 43798 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; JMT Network Services <br> PCL<br>| 105180 | &nbsp;&nbsp; 35725 |
|  | Karmarts PCL | 394800 | &nbsp;&nbsp; 102687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kasikornbank PCL <br> (KBANKF TB)<br>| 27800 | &nbsp;&nbsp; 137809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KGI Securities <br> Thailand PCL<br>| 416900 | &nbsp;&nbsp; 49752 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Khon Kaen Sugar <br> Industry PCL<br>| 625296 | &nbsp;&nbsp; 28892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kiatnakin Phatra Bank <br> PCL<br>| 73700 | &nbsp;&nbsp; 124600 |
|  | Krung Thai Bank PCL | 446600 | &nbsp;&nbsp; 300649 |
|  | Krungthai Card PCL | 128800 | &nbsp;&nbsp; 112326 |
|  | Lalin Property PCL | 23700 | &nbsp;&nbsp; 3539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Land & Houses PCL <br> (LHF TB)<br>| 932100 | &nbsp;&nbsp; 108954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LH Financial Group <br> PCL<br>| 1555400 | &nbsp;&nbsp; 37124 |
|  | Loxley PCL | 909200 | &nbsp;&nbsp; 31438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LPN Development <br> PCL<br>| 565100 | &nbsp;&nbsp; 30088 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Major Cineplex Group <br> PCL<br>| 140100 | &nbsp;&nbsp; $36225 |
|  | MBK PCL | 241112 | &nbsp;&nbsp; 124688 |
|  | MC Group PCL | 93300 | &nbsp;&nbsp; 28550 |
|  | MCS Steel PCL | 101800 | &nbsp;&nbsp; 26166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mega Lifesciences <br> PCL<br>| 117700 | &nbsp;&nbsp; 110749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Minor International <br> PCL<br>| 363046 | &nbsp;&nbsp; 277728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MK Restaurants <br> Group PCL<br>| 33100 | &nbsp;&nbsp; 23498 |
| \* | Mono Next PCL | 199600 | &nbsp;&nbsp; 11055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Moshi Moshi Retail <br> Corp. PLC<br>| 9100 | &nbsp;&nbsp; 11138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Muangthai Capital <br> PCL<br>| 103400 | &nbsp;&nbsp; 119442 |
|  | Netbay PCL | 27100 | &nbsp;&nbsp; 19322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Noble Development <br> PCL<br>| 285199 | &nbsp;&nbsp; 16145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nonthavej Hospital <br> PCL<br>| 10100 | &nbsp;&nbsp; 7881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northeast Rubber <br> PCL<br>| 455400 | &nbsp;&nbsp; 61593 |
|  | NSL Foods PCL | 14900 | &nbsp;&nbsp; 14818 |
|  | Osotspa PCL | 187800 | &nbsp;&nbsp; 102865 |
| # | Plan B Media PCL | 438564 | &nbsp;&nbsp; 71126 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Platinum Group PCL, <br> Class F<br>| 367600 | &nbsp;&nbsp; 14173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Polyplex Thailand <br> PCL<br>| 171000 | &nbsp;&nbsp; 55465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Praram 9 Hospital <br> PCL<br>| 51200 | &nbsp;&nbsp; 37758 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Precious Shipping <br> PCL<br>| 252100 | &nbsp;&nbsp; 50914 |
|  | Prima Marine PCL | 355600 | &nbsp;&nbsp; 70728 |
| \* | Property Perfect PCL | 2100385 | &nbsp;&nbsp; 5784 |
|  | Pruksa Holding PCL | 247300 | &nbsp;&nbsp; 33750 |
|  | PTG Energy PCL | 254200 | &nbsp;&nbsp; 52505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PTT Exploration & <br> Production PCL<br>| 219900 | &nbsp;&nbsp; 847840 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; PTT Global Chemical <br> PCL<br>| 208800 | &nbsp;&nbsp; 151425 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; PTT Oil & Retail <br> Business PCL<br>| 237200 | &nbsp;&nbsp; 100890 |
|  | PTT PCL | 1131400 | &nbsp;&nbsp; 1151134 |
|  | Quality Houses PCL | 1812132 | &nbsp;&nbsp; 79295 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rabbit Holdings PCL, <br> Class F<br>| 2875634 | &nbsp;&nbsp; 30798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rajthanee Hospital <br> PCL<br>| 75000 | &nbsp;&nbsp; 32359 |
| # | Ratch Group PCL | 94600 | &nbsp;&nbsp; 76711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ratchaphruek Hospital <br> PCL<br>| 70600 | &nbsp;&nbsp; 10802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ratchthani Leasing <br> PCL<br>| 855510 | &nbsp;&nbsp; 43718 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Regional Container <br> Lines PCL<br>| 140400 | &nbsp;&nbsp; 131034 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rojana Industrial Park <br> PCL<br>| 322357 | &nbsp;&nbsp; $46361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; S Hotels & Resorts <br> PCL<br>| 530400 | &nbsp;&nbsp; 24670 |
|  | Sabina PCL | 43885 | &nbsp;&nbsp; 20814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saha Pathana <br> Inter-Holding PCL<br>| 28350 | &nbsp;&nbsp; 39584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saha Pathanapibul <br> PCL<br>| 6200 | &nbsp;&nbsp; 11099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sahamitr Pressure <br> Container PCL<br>| 69300 | &nbsp;&nbsp; 18025 |
|  | Saha-Union PCL | 22400 | &nbsp;&nbsp; 19878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saksiam Leasing <br> PCL<br>| 176300 | &nbsp;&nbsp; 19421 |
| \* | Samart Corp. PCL | 126000 | &nbsp;&nbsp; 24097 |
|  | Sansiri PCL | 3973900 | &nbsp;&nbsp; 179969 |
| # | Sappe PCL | 33800 | &nbsp;&nbsp; 40078 |
|  | SC Asset Corp. PCL | 852625 | &nbsp;&nbsp; 46701 |
|  | SCB X PCL | 51200 | &nbsp;&nbsp; 198188 |
|  | SCG Packaging PCL | 164800 | &nbsp;&nbsp; 94301 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SCGJWD Logistics <br> PCL<br>| 77700 | &nbsp;&nbsp; 20210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sermsang Power <br> Corp. Co. Ltd.<br>| 81457 | &nbsp;&nbsp; 10269 |
|  | Siam Cement PCL  | 55300 | &nbsp;&nbsp; 340125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siam Wellness Group <br> PCL<br>| 183000 | &nbsp;&nbsp; 21167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siamgas & <br> Petrochemicals <br> PCL<br>| 221200 | &nbsp;&nbsp; 45350 |
|  | Sikarin PCL, Class F | 149100 | &nbsp;&nbsp; 31481 |
| \* | Singer Thailand PCL | 51800 | &nbsp;&nbsp; 8322 |
| # | SISB PCL | 63800 | &nbsp;&nbsp; 30260 |
| \* | SKY ICT PCL | 34300 | &nbsp;&nbsp; 13435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Somboon Advance <br> Technology PCL<br>| 74100 | &nbsp;&nbsp; 29477 |
|  | SPCG PCL | 175825 | &nbsp;&nbsp; 44118 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sri Trang <br> Agro-Industry PCL<br>| 182340 | &nbsp;&nbsp; 78672 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sri Trang Gloves <br> Thailand PCL<br>| 239500 | &nbsp;&nbsp; 51667 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Srinanaporn Marketing <br> PCL<br>| 125200 | &nbsp;&nbsp; 38311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Srisawad Capital 1969 <br> PCL, Class F<br>| 213486 | &nbsp;&nbsp; 8100 |
|  | Srisawad Corp. PCL | 165234 | &nbsp;&nbsp; 102639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Star Petroleum <br> Refining PCL<br>| 159513 | &nbsp;&nbsp; 27822 |
| \* | STP & I PCL | 320320 | &nbsp;&nbsp; 36854 |
|  | Supalai PCL | 303900 | &nbsp;&nbsp; 145069 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Super Energy Corp. <br> PCL<br>| 5584020 | &nbsp;&nbsp; 23922 |
|  | SVI PCL | 101500 | &nbsp;&nbsp; 19256 |
|  | TAC Consumer PCL | 98800 | &nbsp;&nbsp; 14149 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taokaenoi Food & <br> Marketing PCL, <br> Class F<br>| 197000 | &nbsp;&nbsp; 36169 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thai Life Insurance <br> PCL<br>| 153300 | &nbsp;&nbsp; $47379 |
|  | Thai Oil PCL | 241284 | &nbsp;&nbsp; 254721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thai Stanley Electric <br> PCL (STANLY/F <br> TB), Class F<br>| 8800 | &nbsp;&nbsp; 50086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thai Union Group <br> PCL<br>| 481800 | &nbsp;&nbsp; 163647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thai Vegetable Oil <br> PCL<br>| 55450 | &nbsp;&nbsp; 38516 |
| #\* | Thaicom PCL | 188200 | &nbsp;&nbsp; 49814 |
|  | Thaifoods Group PCL | 489900 | &nbsp;&nbsp; 74055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thanachart Capital <br> PCL<br>| 89100 | &nbsp;&nbsp; 134277 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Thoresen Thai <br> Agencies PCL<br>| 544900 | &nbsp;&nbsp; 72698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TIDLOR Holdings <br> PCL<br>| 234268 | &nbsp;&nbsp; 125449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tipco Asphalt PCL <br> (TASCO/F TB)<br>| 132881 | &nbsp;&nbsp; 60585 |
|  | TIPCO Foods PCL | 96200 | &nbsp;&nbsp; 25610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tisco Financial Group <br> PCL (TISCO/F TB)<br>| 37100 | &nbsp;&nbsp; 112674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TKS Technologies <br> PCL<br>| 86100 | &nbsp;&nbsp; 15149 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; TMBThanachart Bank <br> PCL<br>| 2544149 | &nbsp;&nbsp; 150251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOA Paint Thailand <br> PCL<br>| 134000 | &nbsp;&nbsp; 57405 |
| # | TPI Polene PCL | 2035300 | &nbsp;&nbsp; 57297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TPI Polene Power <br> PCL<br>| 801627 | &nbsp;&nbsp; 54456 |
|  | TQM Alpha PCL | 74800 | &nbsp;&nbsp; 34791 |
|  | Triple i Logistics PCL | 38800 | &nbsp;&nbsp; 5651 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; True Corp. PCL, <br> NVDR<br>| 154200 | &nbsp;&nbsp; 49072 |
| \* | True Corp. PCL | 709593 | &nbsp;&nbsp; 225819 |
|  | TTW PCL | 154200 | &nbsp;&nbsp; 42230 |
|  | Union Auction PCL | 164600 | &nbsp;&nbsp; 33242 |
|  | United Paper PCL | 73700 | &nbsp;&nbsp; 17140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Univanich Palm Oil <br> PCL<br>| 213600 | &nbsp;&nbsp; 63400 |
| #\* | VGI PCL | 515200 | &nbsp;&nbsp; 33106 |
|  | WHA Corp. PCL | 950700 | &nbsp;&nbsp; 104146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WHA Utilities & Power <br> PCL<br>| 205600 | &nbsp;&nbsp; 21516 |
| #\* | Xspring Capital PCL | 1577100 | &nbsp;&nbsp; 25577 |
| TOTAL THAILAND | TOTAL THAILAND |  | &nbsp;&nbsp; 17142698 |
| TURKEY — (0.2%) | TURKEY — (0.2%) | TURKEY — (0.2%) | TURKEY — (0.2%) |
|  | Akbank TAS | 431233 | &nbsp;&nbsp; 714965 |
|  | Akcansa Cimento AS | 2348 | &nbsp;&nbsp; 8230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aksa Akrilik Kimya <br> Sanayii AS<br>| 254208 | &nbsp;&nbsp; 59495 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aksa Enerji Uretim <br> AS<br>| 23194 | &nbsp;&nbsp; 22699 |
| \* | Aksigorta AS | 75104 | &nbsp;&nbsp; 13415 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
| # | Alarko Holding AS | 38338 | &nbsp;&nbsp; $88503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Albaraka Turk Katilim <br> Bankasi AS<br>| 411937 | &nbsp;&nbsp; 92083 |
| \* | Alkim Alkali Kimya AS | 53714 | &nbsp;&nbsp; 23911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anadolu Anonim Turk <br> Sigorta Sirketi<br>| 41304 | &nbsp;&nbsp; 101084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anadolu Efes Biracilik <br> Ve Malt Sanayii AS<br>| 132370 | &nbsp;&nbsp; 49344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anadolu Hayat <br> Emeklilik AS<br>| 26264 | &nbsp;&nbsp; 57317 |
| \* | Arcelik AS | 4722 | &nbsp;&nbsp; 14529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ARD Grup Bilisim <br> Teknolojileri AS<br>| 21045 | &nbsp;&nbsp; 16200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aselsan Elektronik <br> Sanayi Ve Ticaret <br> AS<br>| 20836 | &nbsp;&nbsp; 95830 |
|  | Aygaz AS | 2288 | &nbsp;&nbsp; 9200 |
| \* | Bera Holding AS | 237186 | &nbsp;&nbsp; 97588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BIM Birlesik <br> Magazalar AS<br>| 9443 | &nbsp;&nbsp; 123334 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Biotrend Cevre VE <br> Enerji Yatirimlari <br> AS<br>| 18642 | &nbsp;&nbsp; 9748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Borusan Yatirim ve <br> Pazarlama AS<br>| 421 | &nbsp;&nbsp; 21631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brisa Bridgestone <br> Sabanci Sanayi ve <br> Ticaret AS<br>| 3447 | &nbsp;&nbsp; 6586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bursa Cimento <br> Fabrikasi AS<br>| 47810 | &nbsp;&nbsp; 8841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Celebi Hava Servisi <br> AS<br>| 350 | &nbsp;&nbsp; 14482 |
|  | Coca-Cola Icecek AS | 66132 | &nbsp;&nbsp; 82537 |
| \* | Deva Holding AS | 4903 | &nbsp;&nbsp; 7826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dogan Sirketler Grubu <br> Holding AS<br>| 492406 | &nbsp;&nbsp; 192570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dogus Otomotiv <br> Servis ve Ticaret <br> AS<br>| 2591 | &nbsp;&nbsp; 11727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eczacibasi Yatirim <br> Holding Ortakligi <br> AS<br>| 2051 | &nbsp;&nbsp; 9763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EGE Endustri VE <br> Ticaret AS<br>| 118 | &nbsp;&nbsp; 22865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EIS Eczacibasi Ilac ve <br> Sinai ve Finansal <br> Yatirimlar Sanayi ve <br> Ticaret AS<br>| 41357 | &nbsp;&nbsp; 50544 |
| Ω | Enerjisa Enerji AS | 30781 | &nbsp;&nbsp; 49032 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Enka Insaat ve Sanayi <br> AS<br>| 92855 | &nbsp;&nbsp; 158560 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Erbosan Erciyas Boru <br> Sanayii ve Ticaret <br> AS<br>| 1914 | &nbsp;&nbsp; 7977 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eregli Demir ve Celik <br> Fabrikalari TAS<br>| 162654 | &nbsp;&nbsp; 106667 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Escar Turizm <br> Tasimacilik Ticaret <br> AS<br>| 6769 | &nbsp;&nbsp; $7757 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Europen Endustri <br> Insaat Sanayi VE <br> Ticaret AS<br>| 70490 | &nbsp;&nbsp; 11509 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ford Otomotiv Sanayi <br> AS<br>| 16380 | &nbsp;&nbsp; 38340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Yatirim Holding <br> AS<br>| 360837 | &nbsp;&nbsp; 79231 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gozde Girisim <br> Sermayesi Yatirim <br> Ortakligi AS<br>| 53484 | &nbsp;&nbsp; 29025 |
| \* | GSD Holding AS | 65759 | &nbsp;&nbsp; 6874 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Ipek Dogal Enerji <br> Kaynaklari <br> Arastirma Ve Uretim <br> AS<br>| 24192 | &nbsp;&nbsp; 32441 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Is Finansal Kiralama <br> AS<br>| 84577 | &nbsp;&nbsp; 36987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Is Yatirim Menkul <br> Degerler AS<br>| 123776 | &nbsp;&nbsp; 127440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jantsa Jant Sanayi Ve <br> Ticaret AS<br>| 14466 | &nbsp;&nbsp; 7769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kalekim Kimyevi <br> Maddeler Sanayi ve <br> Ticaret AS<br>| 14044 | &nbsp;&nbsp; 10121 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kardemir Karabuk <br> Demir Celik Sanayi <br> ve Ticaret AS <br> (KRDMA TI), <br> Class A<br>| 38641 | &nbsp;&nbsp; 37606 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kardemir Karabuk <br> Demir Celik Sanayi <br> ve Ticaret AS <br> (KRDMD TI), <br> Class D<br>| 198891 | &nbsp;&nbsp; 135168 |
|  | KOC Holding AS | 38439 | &nbsp;&nbsp; 169338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kocaer Celik Sanayi <br> Ve Ticaret AS<br>| 27412 | &nbsp;&nbsp; 9942 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Konya Cimento <br> Sanayii AS<br>| 70 | &nbsp;&nbsp; 10062 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kordsa Teknik Tekstil <br> AS<br>| 17841 | &nbsp;&nbsp; 26993 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Koza Anadolu Metal <br> Madencilik <br> Isletmeleri AS<br>| 19377 | &nbsp;&nbsp; 35505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lokman Hekim <br> Engurusag Saglik <br> Turizm Egitim <br> Hizmetleri ve Insaat <br> Taahhut AS<br>| 22284 | &nbsp;&nbsp; 9549 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Margun Enerji Uretim <br> Sanayi VE Ticaret <br> AS<br>| 17170 | &nbsp;&nbsp; 18510 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Mavi Giyim Sanayi Ve <br> Ticaret AS, Class B<br>| 138112 | &nbsp;&nbsp; $143575 |
| \* | MIA Teknoloji AS | 19115 | &nbsp;&nbsp; 16911 |
|  | Migros Ticaret AS | 4758 | &nbsp;&nbsp; 61360 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; MLP Saglik Hizmetleri <br> AS<br>| 5480 | &nbsp;&nbsp; 51499 |
| \* | NET Holding AS | 46404 | &nbsp;&nbsp; 58726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nuh Cimento Sanayi <br> AS<br>| 6465 | &nbsp;&nbsp; 37138 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ODAS Elektrik Uretim <br> ve Sanayi Ticaret <br> AS<br>| 119899 | &nbsp;&nbsp; 16092 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orge Enerji Elektrik <br> Taahhut AS<br>| 5154 | &nbsp;&nbsp; 9607 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oyak Cimento <br> Fabrikalari AS<br>| 68721 | &nbsp;&nbsp; 40391 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pegasus Hava <br> Tasimaciligi AS<br>| 42673 | &nbsp;&nbsp; 264317 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Petkim Petrokimya <br> Holding AS<br>| 190463 | &nbsp;&nbsp; 80105 |
| \* | Polisan Holding AS | 3 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Politeknik Metal <br> Sanayi ve Ticaret <br> AS<br>| 48 | &nbsp;&nbsp; 8046 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ral Yatirim Holding <br> AS<br>| 7326 | &nbsp;&nbsp; 22534 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Reysas Tasimacilik ve <br> Lojistik Ticaret AS<br>| 42672 | &nbsp;&nbsp; 17877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sarkuysan Elektrolitik <br> Bakir Sanayi ve <br> Ticaret AS<br>| 74551 | &nbsp;&nbsp; 36480 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sasa Polyester Sanayi <br> AS<br>| 4 | &nbsp;&nbsp; 0 |
|  | Sekerbank Turk AS | 297514 | &nbsp;&nbsp; 42803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Selcuk Ecza Deposu <br> Ticaret ve Sanayi <br> AS<br>| 30439 | &nbsp;&nbsp; 76599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sok Marketler Ticaret <br> AS<br>| 19480 | &nbsp;&nbsp; 17882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suwen Tekstil Sanayi <br> Pazarlama AS<br>| 29210 | &nbsp;&nbsp; 7619 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TAV Havalimanlari <br> Holding AS<br>| 10591 | &nbsp;&nbsp; 63997 |
| \* | Tekfen Holding AS | 37794 | &nbsp;&nbsp; 100368 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tofas Turk Otomobil <br> Fabrikasi AS<br>| 16778 | &nbsp;&nbsp; 95118 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tumosan Motor ve <br> Traktor Sanayi AS<br>| 5955 | &nbsp;&nbsp; 17584 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Turk Altin Isletmeleri <br> AS<br>| 30310 | &nbsp;&nbsp; 17029 |
|  | Turk Hava Yollari AO | 66244 | &nbsp;&nbsp; 468983 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Turk <br> Telekomunikasyon <br> AS<br>| 70630 | &nbsp;&nbsp; 94679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Turk Traktor ve Ziraat <br> Makineleri AS<br>| 510 | &nbsp;&nbsp; 7412 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Turkcell Iletisim <br> Hizmetleri AS<br>| 164166 | &nbsp;&nbsp; $376365 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Turkiye Garanti <br> Bankasi AS<br>| 48988 | &nbsp;&nbsp; 171748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Turkiye Is Bankasi AS, <br> Class C<br>| 1033406 | &nbsp;&nbsp; 376202 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Turkiye Petrol <br> Rafinerileri AS<br>| 72851 | &nbsp;&nbsp; 302669 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Turkiye Sinai <br> Kalkinma Bankasi <br> AS<br>| 135650 | &nbsp;&nbsp; 45910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Turkiye Sise ve Cam <br> Fabrikalari AS<br>| 216994 | &nbsp;&nbsp; 195995 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Turkiye Vakiflar <br> Bankasi TAO, <br> Class D<br>| 70573 | &nbsp;&nbsp; 49960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ulker Biskuvi Sanayi <br> AS<br>| 24539 | &nbsp;&nbsp; 66145 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vestel Elektronik <br> Sanayi ve Ticaret <br> AS<br>| 6264 | &nbsp;&nbsp; 5867 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yapi ve Kredi Bankasi <br> AS<br>| 513411 | &nbsp;&nbsp; 424602 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yatas Yatak ve Yorgan <br> Sanayi ve Ticaret <br> AS<br>| 61645 | &nbsp;&nbsp; 41915 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zorlu Enerji Elektrik <br> Uretim AS<br>| 297691 | &nbsp;&nbsp; 24600 |
| TOTAL TURKEY | TOTAL TURKEY |  | &nbsp;&nbsp; 7145959 |
| UNITED ARAB EMIRATES — (0.6%) | UNITED ARAB EMIRATES — (0.6%) | UNITED ARAB EMIRATES — (0.6%) | UNITED ARAB EMIRATES — (0.6%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi <br> Commercial Bank <br> PJSC<br>| 414384 | &nbsp;&nbsp; 1833688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi Islamic <br> Bank PJSC<br>| 266505 | &nbsp;&nbsp; 1749859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi National <br> Hotels<br>| 1632177 | &nbsp;&nbsp; 221703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi National <br> Insurance Co. PSC<br>| 33078 | &nbsp;&nbsp; 64784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi National <br> Oil Co. for <br> Distribution PJSC<br>| 549225 | &nbsp;&nbsp; 554452 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi Ports Co. <br> PJSC<br>| 282797 | &nbsp;&nbsp; 320262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi Ship <br> Building Co. PJSC<br>| 20468 | &nbsp;&nbsp; 44492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ADNOC Drilling Co. <br> PJSC<br>| 358586 | &nbsp;&nbsp; 570069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ADNOC Logistics & <br> Services<br>| 65450 | &nbsp;&nbsp; 82974 |
|  | Agility Global PLC | 993603 | &nbsp;&nbsp; 318833 |
|  | Agthia Group PJSC | 95838 | &nbsp;&nbsp; 111221 |
|  | Air Arabia PJSC | 766156 | &nbsp;&nbsp; 774526 |
|  | Ajman Bank PJSC | 340289 | &nbsp;&nbsp; 136844 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AL Seer Marine <br> Supplies & <br> Equipment Co. LLC<br>| 82079 | &nbsp;&nbsp; $86688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aldar Properties <br> PJSC<br>| 150742 | &nbsp;&nbsp; 389538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alpha Dhabi Holding <br> PJSC<br>| 48424 | &nbsp;&nbsp; 163909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amanat Holdings <br> PJSC<br>| 473891 | &nbsp;&nbsp; 152029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Americana <br> Restaurants <br> International PLC - <br> Foreign Co.<br>| 813136 | &nbsp;&nbsp; 475346 |
| \* | Amlak Finance PJSC | 227884 | &nbsp;&nbsp; 104739 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Arabtec Holding <br> PJSC<br>| 67000 | &nbsp;&nbsp; 0 |
| \* | Bank of Sharjah | 326628 | &nbsp;&nbsp; 150191 |
|  | Burjeel Holdings PLC | 251746 | &nbsp;&nbsp; 99171 |
|  | Dana Gas PJSC | 1875286 | &nbsp;&nbsp; 390974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deyaar Development <br> PJSC<br>| 530218 | &nbsp;&nbsp; 149822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dubai Electricity & <br> Water Authority <br> PJSC<br>| 226252 | &nbsp;&nbsp; 170356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dubai Financial <br> Market PJSC<br>| 621117 | &nbsp;&nbsp; 295490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dubai Investments <br> PJSC<br>| 868434 | &nbsp;&nbsp; 697979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dubai Islamic Bank <br> PJSC<br>| 468340 | &nbsp;&nbsp; 1270167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emaar Development <br> PJSC<br>| 383148 | &nbsp;&nbsp; 1563604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emaar Properties <br> PJSC<br>| 913989 | &nbsp;&nbsp; 3785103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emirates Central <br> Cooling Systems <br> Corp.<br>| 704662 | &nbsp;&nbsp; 331833 |
|  | Emirates Driving Co. | 104206 | &nbsp;&nbsp; 84212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emirates Integrated <br> Telecommunications <br> Co. PJSC<br>| 208587 | &nbsp;&nbsp; 567399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emirates NBD Bank <br> PJSC<br>| 370341 | &nbsp;&nbsp; 2695061 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Emirates Reem <br> Investments PJSC<br>| 18399 | &nbsp;&nbsp; 14297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emirates <br> Telecommunications <br> Group Co. PJSC<br>| 196636 | &nbsp;&nbsp; 1013949 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EMSTEEL Building <br> Materials PJSC<br>| 609028 | &nbsp;&nbsp; 218308 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eshraq Investments <br> PJSC<br>| 295666 | &nbsp;&nbsp; 42961 |
|  | Fertiglobe PLC | 229770 | &nbsp;&nbsp; 162381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Abu Dhabi Bank <br> PJSC<br>| 376780 | &nbsp;&nbsp; 1843244 |
| \* | Ghitha Holding PJSC | 14099 | &nbsp;&nbsp; 97018 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Navigation <br> Holding PJSC<br>| 41242 | &nbsp;&nbsp; $67370 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Pharmaceutical <br> Industries PSC<br>| 41429 | &nbsp;&nbsp; 16127 |
| \* | Manazel PJSC | 560892 | &nbsp;&nbsp; 52896 |
| \* | Modon Holding PSC | 143356 | &nbsp;&nbsp; 147904 |
| \* | Multiply Group PJSC | 754878 | &nbsp;&nbsp; 563971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bank of Ras <br> Al-Khaimah PSC<br>| 15901 | &nbsp;&nbsp; 33542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Central <br> Cooling Co. PJSC<br>| 124456 | &nbsp;&nbsp; 98417 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Corp. for <br> Tourism & Hotels<br>| 86901 | &nbsp;&nbsp; 49179 |
|  | NMDC Group PJSC | 22744 | &nbsp;&nbsp; 154432 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Presight AI Holding <br> PLC<br>| 79113 | &nbsp;&nbsp; 82120 |
| \* | RAK Properties PJSC | 448701 | &nbsp;&nbsp; 187558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ras Al Khaimah <br> Ceramics PJSC<br>| 182772 | &nbsp;&nbsp; 128332 |
|  | Salik Co. PJSC | 319949 | &nbsp;&nbsp; 556844 |
|  | Sharjah Islamic Bank | 317388 | &nbsp;&nbsp; 260742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taaleem Holdings <br> PJSC<br>| 29415 | &nbsp;&nbsp; 33625 |
|  | TECOM Group PJSC | 136542 | &nbsp;&nbsp; 126972 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Union Properties <br> PJSC<br>| 643307 | &nbsp;&nbsp; 152771 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED ARAB <br> EMIRATES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED ARAB <br> EMIRATES |  | &nbsp;&nbsp; 26512278 |
| UNITED KINGDOM — (8.0%) | UNITED KINGDOM — (8.0%) | UNITED KINGDOM — (8.0%) | UNITED KINGDOM — (8.0%) |
|  | 3i Group PLC | 69520 | &nbsp;&nbsp; 3798720 |
|  | 4imprint Group PLC | 6340 | &nbsp;&nbsp; 300305 |
|  | Aberdeen Group PLC | 554473 | &nbsp;&nbsp; 1463107 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Accesso Technology <br> Group PLC<br>| 1225 | &nbsp;&nbsp; 7241 |
|  | Admiral Group PLC | 36517 | &nbsp;&nbsp; 1646058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Medical <br> Solutions Group <br> PLC<br>| 48082 | &nbsp;&nbsp; 129015 |
|  | AG Barr PLC | 27400 | &nbsp;&nbsp; 248909 |
| Ω | Airtel Africa PLC | 262435 | &nbsp;&nbsp; 706467 |
|  | AJ Bell PLC | 107407 | &nbsp;&nbsp; 760717 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Alfa Financial <br> Software Holdings <br> PLC<br>| 42001 | &nbsp;&nbsp; 126773 |
|  | Anglo American PLC | 100611 | &nbsp;&nbsp; 2831002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anglo-Eastern <br> Plantations PLC<br>| 7046 | &nbsp;&nbsp; 82695 |
|  | Antofagasta PLC | 26624 | &nbsp;&nbsp; 656591 |
| \* | AO World PLC | 78261 | &nbsp;&nbsp; 96002 |
|  | Ashmore Group PLC | 87325 | &nbsp;&nbsp; 201263 |
|  | Ashtead Group PLC | 59713 | &nbsp;&nbsp; 3989504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ashtead Technology <br> Holdings PLC<br>| 15209 | &nbsp;&nbsp; 67226 |
| #\* | ASOS PLC | 16329 | &nbsp;&nbsp; 66814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Associated British <br> Foods PLC<br>| 38722 | &nbsp;&nbsp; 1121214 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Aston Martin Lagonda <br> Global Holdings <br> PLC<br>| 39203 | &nbsp;&nbsp; $36059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AstraZeneca PLC <br> (AZN LN)<br>| 47070 | &nbsp;&nbsp; 6867119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AstraZeneca PLC <br> (AZN US), <br> Sponsored ADR<br>| 92295 | &nbsp;&nbsp; 6745842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atalaya Mining <br> Copper SA<br>| 40111 | &nbsp;&nbsp; 241756 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Auction Technology <br> Group PLC<br>| 19370 | &nbsp;&nbsp; 125765 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Auto Trader Group <br> PLC<br>| 163366 | &nbsp;&nbsp; 1803526 |
|  | Aviva PLC | 386395 | &nbsp;&nbsp; 3301360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avon Technologies <br> PLC<br>| 4262 | &nbsp;&nbsp; 118890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; B&M European Value <br> Retail SA<br>| 247748 | &nbsp;&nbsp; 732311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Babcock International <br> Group PLC<br>| 167748 | &nbsp;&nbsp; 2299880 |
|  | BAE Systems PLC | 101491 | &nbsp;&nbsp; 2421638 |
| Ω | Bakkavor Group PLC | 69648 | &nbsp;&nbsp; 215617 |
|  | Balfour Beatty PLC | 131888 | &nbsp;&nbsp; 942537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barclays PLC (BARC <br> LN)<br>| 1157795 | &nbsp;&nbsp; 5659323 |
|  | Barratt Redrow PLC | 387669 | &nbsp;&nbsp; 1909056 |
|  | Beazley PLC | 239062 | &nbsp;&nbsp; 2816801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Begbies Traynor <br> Group PLC<br>| 13528 | &nbsp;&nbsp; 21412 |
|  | Bellway PLC | 42909 | &nbsp;&nbsp; 1404325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Berkeley Group <br> Holdings PLC<br>| 24000 | &nbsp;&nbsp; 1154201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bloomsbury <br> Publishing PLC<br>| 23687 | &nbsp;&nbsp; 149420 |
|  | Bodycote PLC | 38757 | &nbsp;&nbsp; 325306 |
| #\* | boohoo Group PLC | 178266 | &nbsp;&nbsp; 40834 |
|  | BP PLC (BP LN) | 266095 | &nbsp;&nbsp; 1426344 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; BP PLC (BP US), <br> Sponsored ADR<br>| 242656 | &nbsp;&nbsp; 7801390 |
|  | Braemar PLC | 11607 | &nbsp;&nbsp; 38389 |
|  | Breedon Group PLC | 79543 | &nbsp;&nbsp; 379188 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Bridgepoint Group <br> PLC<br>| 42049 | &nbsp;&nbsp; 181283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; British American <br> Tobacco PLC <br> (BATS LN)<br>| 128683 | &nbsp;&nbsp; 6894491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brooks Macdonald <br> Group PLC<br>| 3134 | &nbsp;&nbsp; 74710 |
|  | BT Group PLC | 1786031 | &nbsp;&nbsp; 4877716 |
|  | Bunzl PLC | 25453 | &nbsp;&nbsp; 755380 |
| \* | Burberry Group PLC | 91685 | &nbsp;&nbsp; 1555242 |
|  | Burford Capital Ltd. | 38423 | &nbsp;&nbsp; 487442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bytes Technology <br> Group PLC (BYI <br> SJ)<br>| 15371 | &nbsp;&nbsp; 73843 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bytes Technology <br> Group PLC (BYIT <br> LN)<br>| 48124 | &nbsp;&nbsp; $232203 |
|  | C&C Group PLC | 78690 | &nbsp;&nbsp; 183858 |
| \* | Capita PLC | 9263 | &nbsp;&nbsp; 36970 |
|  | Capital Ltd. | 80305 | &nbsp;&nbsp; 99870 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Capricorn Energy <br> PLC<br>| 30070 | &nbsp;&nbsp; 90005 |
|  | Card Factory PLC | 107748 | &nbsp;&nbsp; 145033 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Carnival PLC (CCL <br> LN)<br>| 4905 | &nbsp;&nbsp; 133470 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Carnival PLC (CUK <br> US), ADR<br>| 10317 | &nbsp;&nbsp; 280622 |
|  | Castings PLC | 1541 | &nbsp;&nbsp; 5822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Asia Metals <br> PLC<br>| 52061 | &nbsp;&nbsp; 100634 |
|  | Centrica PLC | 1621757 | &nbsp;&nbsp; 3525299 |
|  | Chemring Group PLC | 38755 | &nbsp;&nbsp; 280667 |
|  | Chesnara PLC | 78748 | &nbsp;&nbsp; 274077 |
|  | Clarkson PLC | 5180 | &nbsp;&nbsp; 235868 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Close Brothers Group <br> PLC<br>| 42193 | &nbsp;&nbsp; 224237 |
| Ω | CMC Markets PLC | 32124 | &nbsp;&nbsp; 96288 |
|  | Coats Group PLC | 473049 | &nbsp;&nbsp; 461392 |
|  | Coca-Cola HBC AG | 19150 | &nbsp;&nbsp; 995267 |
|  | Cohort PLC | 4887 | &nbsp;&nbsp; 93934 |
|  | Compass Group PLC | 102564 | &nbsp;&nbsp; 3604032 |
|  | Computacenter PLC | 24868 | &nbsp;&nbsp; 751582 |
|  | Conduit Holdings Ltd. | 20557 | &nbsp;&nbsp; 82682 |
| Ω | ConvaTec Group PLC | 173830 | &nbsp;&nbsp; 535575 |
|  | Costain Group PLC | 42247 | &nbsp;&nbsp; 91429 |
|  | Cranswick PLC | 13296 | &nbsp;&nbsp; 931159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crest Nicholson <br> Holdings PLC<br>| 94626 | &nbsp;&nbsp; 227757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Croda International <br> PLC<br>| 5514 | &nbsp;&nbsp; 189786 |
| \* | Currys PLC | 527609 | &nbsp;&nbsp; 785124 |
|  | CVS Group PLC | 18335 | &nbsp;&nbsp; 296815 |
|  | DCC PLC | 24100 | &nbsp;&nbsp; 1509408 |
| \* | DFS Furniture PLC | 73635 | &nbsp;&nbsp; 155253 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Diageo PLC (DEO <br> US), Sponsored <br> ADR<br>| 17152 | &nbsp;&nbsp; 1680038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diageo PLC (DGE <br> LN)<br>| 5632 | &nbsp;&nbsp; 136506 |
|  | Diploma PLC | 10829 | &nbsp;&nbsp; 766584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DiscoverIE Group <br> PLC<br>| 19244 | &nbsp;&nbsp; 175314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diversified Energy Co. <br> PLC (DEC LN)<br>| 8438 | &nbsp;&nbsp; 126566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Domino's Pizza Group <br> PLC<br>| 67689 | &nbsp;&nbsp; 214263 |
|  | dotdigital group PLC | 47751 | &nbsp;&nbsp; 45558 |
|  | Dowlais Group PLC | 425460 | &nbsp;&nbsp; 393106 |
|  | Dr. Martens PLC | 27901 | &nbsp;&nbsp; 29762 |
|  | Drax Group PLC | 135304 | &nbsp;&nbsp; 1263677 |
|  | Dunelm Group PLC | 43470 | &nbsp;&nbsp; 697319 |
|  | easyJet PLC | 69018 | &nbsp;&nbsp; 447531 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ecora Resources <br> PLC<br>| 55621 | &nbsp;&nbsp; $50033 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EKF Diagnostics <br> Holdings PLC<br>| 10269 | &nbsp;&nbsp; 4183 |
|  | Elementis PLC | 121700 | &nbsp;&nbsp; 278480 |
| # | Energean PLC | 56583 | &nbsp;&nbsp; 682857 |
|  | EnQuest PLC | 530654 | &nbsp;&nbsp; 97136 |
|  | Entain PLC | 80793 | &nbsp;&nbsp; 1084952 |
|  | Epwin Group PLC | 22733 | &nbsp;&nbsp; 28532 |
|  | Essentra PLC | 44343 | &nbsp;&nbsp; 61196 |
|  | Experian PLC | 95845 | &nbsp;&nbsp; 5050143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FDM Group Holdings <br> PLC<br>| 30143 | &nbsp;&nbsp; 48348 |
|  | Firstgroup PLC | 307314 | &nbsp;&nbsp; 914347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foresight Group <br> Holdings Ltd.<br>| 22346 | &nbsp;&nbsp; 136325 |
| Ω | Forterra PLC | 51264 | &nbsp;&nbsp; 135927 |
|  | Foxtons Group PLC | 89171 | &nbsp;&nbsp; 68870 |
| \* | Frasers Group PLC | 33822 | &nbsp;&nbsp; 306224 |
|  | Fresnillo PLC | 57209 | &nbsp;&nbsp; 1054858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuller Smith & Turner <br> PLC, Class A<br>| 12999 | &nbsp;&nbsp; 101214 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Funding Circle <br> Holdings PLC<br>| 61038 | &nbsp;&nbsp; 108691 |
|  | Future PLC | 19968 | &nbsp;&nbsp; 186753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galliford Try Holdings <br> PLC<br>| 20826 | &nbsp;&nbsp; 120135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Games Workshop <br> Group PLC<br>| 10708 | &nbsp;&nbsp; 2294319 |
| \* | Gaming Realms PLC | 58159 | &nbsp;&nbsp; 41343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gamma <br> Communications <br> PLC<br>| 17469 | &nbsp;&nbsp; 250710 |
|  | GB Group PLC | 77440 | &nbsp;&nbsp; 238585 |
| #\* | Genel Energy PLC | 63993 | &nbsp;&nbsp; 51378 |
|  | Genuit Group PLC | 71508 | &nbsp;&nbsp; 367302 |
| \* | Georgia Capital PLC | 14057 | &nbsp;&nbsp; 394201 |
|  | Glencore PLC | 617938 | &nbsp;&nbsp; 2479984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gooch & Housego <br> PLC<br>| 9024 | &nbsp;&nbsp; 72072 |
|  | Goodwin PLC | 208 | &nbsp;&nbsp; 23271 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Gracell <br> Biotechnologies, <br> Inc., ADR<br>| 16505 | &nbsp;&nbsp; 1816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grafton Group PLC, <br> CDI<br>| 62669 | &nbsp;&nbsp; 734690 |
|  | Grainger PLC | 212225 | &nbsp;&nbsp; 573766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group <br> PLC<br>| 111197 | &nbsp;&nbsp; 377538 |
|  | Greggs PLC | 33778 | &nbsp;&nbsp; 702396 |
| \* | Griffin Mining Ltd. | 14013 | &nbsp;&nbsp; 34068 |
|  | GSK PLC (GSK LN) | 147543 | &nbsp;&nbsp; 2713911 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; GSK PLC (GSK US), <br> Sponsored ADR<br>| 101219 | &nbsp;&nbsp; 3760286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Keystone <br> Petroleum Ltd.<br>| 100579 | &nbsp;&nbsp; 217948 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Marine Services <br> PLC<br>| 49766 | &nbsp;&nbsp; 13490 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| \*Ω | Gym Group PLC | 57835 | &nbsp;&nbsp; $112203 |
|  | H&T Group PLC | 11660 | &nbsp;&nbsp; 99499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haleon PLC (HLN <br> LN)<br>| 609813 | &nbsp;&nbsp; 2860430 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Haleon PLC (HLN <br> US), ADR<br>| 7340 | &nbsp;&nbsp; 69216 |
|  | Halfords Group PLC | 69518 | &nbsp;&nbsp; 131808 |
|  | Halma PLC | 17692 | &nbsp;&nbsp; 757014 |
|  | Harbour Energy PLC | 114485 | &nbsp;&nbsp; 301087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hargreaves Services <br> PLC<br>| 7815 | &nbsp;&nbsp; 76761 |
|  | Harworth Group PLC | 34642 | &nbsp;&nbsp; 86275 |
|  | Hays PLC | 206230 | &nbsp;&nbsp; 173356 |
| \* | Headlam Group PLC | 18512 | &nbsp;&nbsp; 20062 |
|  | Helical PLC | 54773 | &nbsp;&nbsp; 163590 |
| \* | Helios Towers PLC | 168720 | &nbsp;&nbsp; 264466 |
|  | Henry Boot PLC | 27912 | &nbsp;&nbsp; 84596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hikma <br> Pharmaceuticals <br> PLC<br>| 32924 | &nbsp;&nbsp; 850995 |
|  | Hill & Smith PLC | 21306 | &nbsp;&nbsp; 573445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hilton Food Group <br> PLC<br>| 21966 | &nbsp;&nbsp; 246276 |
|  | Hiscox Ltd. | 106599 | &nbsp;&nbsp; 1814877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hochschild Mining <br> PLC<br>| 136754 | &nbsp;&nbsp; 502581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hollywood Bowl <br> Group PLC<br>| 52541 | &nbsp;&nbsp; 170562 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hostelworld Group <br> PLC<br>| 15138 | &nbsp;&nbsp; 23475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Howden Joinery <br> Group PLC<br>| 194268 | &nbsp;&nbsp; 2248957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HSBC Holdings PLC <br> (HSBA LN)<br>| 462320 | &nbsp;&nbsp; 5632431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HSBC Holdings PLC <br> (HSBC US), <br> Sponsored ADR<br>| 138463 | &nbsp;&nbsp; 8487782 |
|  | Hunting PLC | 41308 | &nbsp;&nbsp; 171451 |
| Ω | Ibstock PLC | 90995 | &nbsp;&nbsp; 180132 |
|  | ICG PLC | 45983 | &nbsp;&nbsp; 1316627 |
| # | IDOX PLC | 32237 | &nbsp;&nbsp; 26374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IG Group Holdings <br> PLC<br>| 122833 | &nbsp;&nbsp; 1829083 |
|  | IMI PLC | 98926 | &nbsp;&nbsp; 2890116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Impax Asset <br> Management Group <br> PLC<br>| 20782 | &nbsp;&nbsp; 54287 |
|  | Imperial Brands PLC | 120963 | &nbsp;&nbsp; 4715063 |
|  | Inchcape PLC | 126742 | &nbsp;&nbsp; 1172979 |
| \* | Indivior PLC | 14579 | &nbsp;&nbsp; 294492 |
|  | Informa PLC | 123235 | &nbsp;&nbsp; 1409195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IntegraFin Holdings <br> PLC<br>| 41800 | &nbsp;&nbsp; 197902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; InterContinental <br> Hotels Group PLC <br> (IHG LN)<br>| 2901 | &nbsp;&nbsp; 333707 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; InterContinental <br> Hotels Group PLC <br> (IHG US), ADR<br>| 13252 | &nbsp;&nbsp; $1539400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Personal <br> Finance PLC<br>| 72517 | &nbsp;&nbsp; 201976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Workplace Group <br> PLC<br>| 219202 | &nbsp;&nbsp; 639571 |
|  | Intertek Group PLC | 27973 | &nbsp;&nbsp; 1818804 |
|  | Investec PLC | 124986 | &nbsp;&nbsp; 924504 |
|  | iomart Group PLC | 14202 | &nbsp;&nbsp; 4313 |
| \* | IP Group PLC | 287905 | &nbsp;&nbsp; 212566 |
| #\* | IQE PLC | 250080 | &nbsp;&nbsp; 31612 |
| \* | ITM Power PLC | 11679 | &nbsp;&nbsp; 9356 |
|  | ITV PLC | 801546 | &nbsp;&nbsp; 869429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J D Wetherspoon <br> PLC<br>| 32691 | &nbsp;&nbsp; 324011 |
|  | J Sainsbury PLC | 505272 | &nbsp;&nbsp; 2020377 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; James Fisher & Sons <br> PLC<br>| 13516 | &nbsp;&nbsp; 65978 |
| # | James Halstead PLC | 41132 | &nbsp;&nbsp; 79812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JD Sports Fashion <br> PLC<br>| 628814 | &nbsp;&nbsp; 705835 |
|  | JET2 PLC | 20824 | &nbsp;&nbsp; 446036 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; John Wood Group <br> PLC<br>| 194931 | &nbsp;&nbsp; 47471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Matthey <br> PLC<br>| 49163 | &nbsp;&nbsp; 1145537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Service <br> Group PLC<br>| 113318 | &nbsp;&nbsp; 210961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jupiter Fund <br> Management PLC<br>| 98687 | &nbsp;&nbsp; 167769 |
|  | Just Group PLC | 331163 | &nbsp;&nbsp; 920996 |
|  | Kainos Group PLC | 19826 | &nbsp;&nbsp; 193449 |
|  | Keller Group PLC | 53847 | &nbsp;&nbsp; 940517 |
|  | Kier Group PLC | 140860 | &nbsp;&nbsp; 368223 |
|  | Kingfisher PLC | 526024 | &nbsp;&nbsp; 1870438 |
|  | Kitwave Group PLC | 9363 | &nbsp;&nbsp; 30268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Knights Group <br> Holdings PLC<br>| 8396 | &nbsp;&nbsp; 19036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lancashire Holdings <br> Ltd.<br>| 80373 | &nbsp;&nbsp; 663689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Legal & General <br> Group PLC<br>| 697917 | &nbsp;&nbsp; 2361099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lion Finance Group <br> PLC<br>| 18144 | &nbsp;&nbsp; 1819013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liontrust Asset <br> Management PLC<br>| 10740 | &nbsp;&nbsp; 50406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group <br> PLC (LLOY LN)<br>| 4967542 | &nbsp;&nbsp; 5093954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; London Investment <br> Group PLC<br>| 2223 | &nbsp;&nbsp; 10430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; London Stock <br> Exchange Group <br> PLC<br>| 7836 | &nbsp;&nbsp; 955169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LSL Property Services <br> PLC<br>| 21252 | &nbsp;&nbsp; 83253 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| Ω | Luceco PLC | 17334 | &nbsp;&nbsp; $29289 |
| # | M&C Saatchi PLC | 26191 | &nbsp;&nbsp; 63442 |
|  | M&G PLC | 546606 | &nbsp;&nbsp; 1881360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Macfarlane Group <br> PLC<br>| 47125 | &nbsp;&nbsp; 61718 |
|  | Man Group PLC | 203961 | &nbsp;&nbsp; 442951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marks & Spencer <br> Group PLC<br>| 691332 | &nbsp;&nbsp; 3175002 |
|  | Marshalls PLC | 64748 | &nbsp;&nbsp; 176670 |
| \* | Marston's PLC | 259927 | &nbsp;&nbsp; 146936 |
| \* | McBride PLC | 53087 | &nbsp;&nbsp; 87093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Me Group <br> International PLC<br>| 106144 | &nbsp;&nbsp; 311024 |
|  | Mears Group PLC | 43229 | &nbsp;&nbsp; 222390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Melrose Industries <br> PLC<br>| 145360 | &nbsp;&nbsp; 981416 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Metro Bank Holdings <br> PLC<br>| 34840 | &nbsp;&nbsp; 59287 |
| # | Midwich Group PLC | 19506 | &nbsp;&nbsp; 58855 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mitchells & Butlers <br> PLC<br>| 102151 | &nbsp;&nbsp; 372280 |
|  | Mitie Group PLC | 362970 | &nbsp;&nbsp; 673047 |
|  | MJ Gleeson PLC | 17134 | &nbsp;&nbsp; 81709 |
| \* | Mobico Group PLC | 97286 | &nbsp;&nbsp; 46547 |
|  | Mondi PLC | 73304 | &nbsp;&nbsp; 990944 |
|  | MONY Group PLC | 154405 | &nbsp;&nbsp; 408523 |
|  | Moonpig Group PLC | 65807 | &nbsp;&nbsp; 186017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Morgan Advanced <br> Materials PLC<br>| 70617 | &nbsp;&nbsp; 216051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Morgan Sindall Group <br> PLC<br>| 10550 | &nbsp;&nbsp; 640060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mortgage Advice <br> Bureau Holdings <br> Ltd.<br>| 4769 | &nbsp;&nbsp; 50846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MP Evans Group <br> PLC<br>| 12136 | &nbsp;&nbsp; 212907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Grid PLC <br> (NG LN)<br>| 79704 | &nbsp;&nbsp; 1120006 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; National Grid PLC <br> (NGG US), <br> Sponsored ADR<br>| 24205 | &nbsp;&nbsp; 1703790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NatWest Group PLC <br> (NWG LN)<br>| 518694 | &nbsp;&nbsp; 3600554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NatWest Group PLC <br> (NWG US), <br> Sponsored ADR<br>| 105299 | &nbsp;&nbsp; 1472087 |
|  | NCC Group PLC | 69878 | &nbsp;&nbsp; 138625 |
|  | Next 15 Group PLC | 24898 | &nbsp;&nbsp; 92229 |
|  | Next PLC | 15976 | &nbsp;&nbsp; 2593240 |
|  | Ninety One PLC | 124236 | &nbsp;&nbsp; 307884 |
|  | Norcros PLC | 29191 | &nbsp;&nbsp; 112724 |
| \* | Ocado Group PLC | 19666 | &nbsp;&nbsp; 81507 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; On the Beach Group <br> PLC<br>| 31548 | &nbsp;&nbsp; 112301 |
|  | OSB Group PLC | 134233 | &nbsp;&nbsp; 981880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oxford Instruments <br> PLC<br>| 14863 | &nbsp;&nbsp; 355289 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oxford Nanopore <br> Technologies PLC<br>| 19515 | &nbsp;&nbsp; $52310 |
|  | Pagegroup PLC | 91355 | &nbsp;&nbsp; 319537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan African <br> Resources PLC<br>| 656500 | &nbsp;&nbsp; 460881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paragon Banking <br> Group PLC<br>| 78554 | &nbsp;&nbsp; 936794 |
|  | PayPoint PLC | 13009 | &nbsp;&nbsp; 124415 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pearson PLC (PSO <br> US), Sponsored <br> ADR<br>| 70351 | &nbsp;&nbsp; 1001095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pearson PLC (PSON <br> LN)<br>| 3387 | &nbsp;&nbsp; 47895 |
|  | Pennon Group PLC | 93971 | &nbsp;&nbsp; 620810 |
|  | Persimmon PLC | 63910 | &nbsp;&nbsp; 963682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pets at Home Group <br> PLC<br>| 130203 | &nbsp;&nbsp; 392201 |
|  | Pharos Energy PLC | 34521 | &nbsp;&nbsp; 9917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phoenix Group <br> Holdings PLC<br>| 31503 | &nbsp;&nbsp; 275496 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Phoenix Spree <br> Deutschland Ltd.<br>| 14613 | &nbsp;&nbsp; 31321 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pinewood <br> Technologies Group <br> PLC<br>| 21720 | &nbsp;&nbsp; 138377 |
|  | Playtech PLC | 56782 | &nbsp;&nbsp; 298047 |
|  | Plus500 Ltd. | 34070 | &nbsp;&nbsp; 1512081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Polar Capital Holdings <br> PLC<br>| 26008 | &nbsp;&nbsp; 162803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pollen Street Group <br> Ltd.<br>| 2712 | &nbsp;&nbsp; 30230 |
|  | Porvair PLC | 4392 | &nbsp;&nbsp; 42821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PPHE Hotel Group <br> Ltd.<br>| 4166 | &nbsp;&nbsp; 89628 |
|  | Premier Foods PLC | 262916 | &nbsp;&nbsp; 668198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prudential PLC (PRU <br> LN)<br>| 101805 | &nbsp;&nbsp; 1291516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prudential PLC (PUK <br> US), ADR<br>| 42701 | &nbsp;&nbsp; 1089730 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PureTech Health PLC <br> (PRTC LN)<br>| 45748 | &nbsp;&nbsp; 86321 |
|  | PZ Cussons PLC | 37864 | &nbsp;&nbsp; 35064 |
|  | QinetiQ Group PLC | 120356 | &nbsp;&nbsp; 789065 |
| Ω | Quilter PLC | 325919 | &nbsp;&nbsp; 728257 |
|  | Rank Group PLC | 55941 | &nbsp;&nbsp; 115627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rathbones Group <br> PLC<br>| 11268 | &nbsp;&nbsp; 284067 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Raven Property Group <br> Ltd.<br>| 39205 | &nbsp;&nbsp; 0 |
|  | Reach PLC | 142418 | &nbsp;&nbsp; 130719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reckitt Benckiser <br> Group PLC<br>| 82559 | &nbsp;&nbsp; 6187447 |
|  | Record PLC | 26759 | &nbsp;&nbsp; 19733 |
|  | RELX PLC (REL LN) | 38132 | &nbsp;&nbsp; 1981380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RELX PLC (RELX <br> US), Sponsored <br> ADR<br>| 40644 | &nbsp;&nbsp; 2108996 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | RELX PLC (REN NA) | 48598 | &nbsp;&nbsp; $2523764 |
|  | Renew Holdings PLC | 14848 | &nbsp;&nbsp; 165806 |
|  | Renold PLC | 76389 | &nbsp;&nbsp; 80912 |
|  | Rentokil Initial PLC | 298476 | &nbsp;&nbsp; 1488931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rentokil Initial PLC, <br> Sponsored ADR<br>| 2969 | &nbsp;&nbsp; 73542 |
|  | RHI Magnesita NV | 6366 | &nbsp;&nbsp; 200431 |
|  | Ricardo PLC | 11713 | &nbsp;&nbsp; 66308 |
|  | Rightmove PLC | 235871 | &nbsp;&nbsp; 2545399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rio Tinto PLC (RIO <br> LN)<br>| 2919 | &nbsp;&nbsp; 173854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rio Tinto PLC (RIO <br> US), Sponsored <br> ADR<br>| 116683 | &nbsp;&nbsp; 6974143 |
|  | Robert Walters PLC | 14202 | &nbsp;&nbsp; 26863 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rockhopper <br> Exploration PLC<br>| 200148 | &nbsp;&nbsp; 204665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rolls-Royce Holdings <br> PLC<br>| 561583 | &nbsp;&nbsp; 7970531 |
|  | Rotork PLC | 200906 | &nbsp;&nbsp; 861728 |
|  | RS Group PLC | 89755 | &nbsp;&nbsp; 660503 |
|  | RWS Holdings PLC | 51044 | &nbsp;&nbsp; 60345 |
|  | S&U PLC | 1185 | &nbsp;&nbsp; 28370 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Sabre Insurance <br> Group PLC<br>| 54083 | &nbsp;&nbsp; 108939 |
| \* | Saga PLC | 30551 | &nbsp;&nbsp; 72110 |
|  | Sage Group PLC | 95878 | &nbsp;&nbsp; 1539479 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Savannah Energy <br> PLC<br>| 205545 | &nbsp;&nbsp; 19545 |
|  | Savills PLC | 49686 | &nbsp;&nbsp; 641103 |
|  | Schroders PLC | 101894 | &nbsp;&nbsp; 523750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Secure Trust Bank <br> PLC<br>| 4722 | &nbsp;&nbsp; 62313 |
|  | Senior PLC | 92036 | &nbsp;&nbsp; 245259 |
|  | Serco Group PLC | 334609 | &nbsp;&nbsp; 922002 |
|  | Serica Energy PLC | 53343 | &nbsp;&nbsp; 118564 |
|  | Severfield PLC | 94328 | &nbsp;&nbsp; 39735 |
|  | Severn Trent PLC | 30749 | &nbsp;&nbsp; 1078285 |
|  | Shell PLC (SHEL LN) | 31966 | &nbsp;&nbsp; 1148639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shell PLC (SHEL US), <br> ADR<br>| 408335 | &nbsp;&nbsp; 29485870 |
| \* | SIG PLC | 245058 | &nbsp;&nbsp; 45816 |
| \* | Sigmaroc PLC | 100353 | &nbsp;&nbsp; 152447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Smith & Nephew PLC <br> (SN LN)<br>| 32509 | &nbsp;&nbsp; 496833 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Smith & Nephew PLC <br> (SNN US), <br> Sponsored ADR<br>| 7732 | &nbsp;&nbsp; 236290 |
|  | Smiths Group PLC | 37720 | &nbsp;&nbsp; 1168421 |
|  | Smiths News PLC | 30537 | &nbsp;&nbsp; 22289 |
|  | Softcat PLC | 48702 | &nbsp;&nbsp; 1047478 |
| \* | SolGold PLC | 362160 | &nbsp;&nbsp; 47628 |
|  | Spectris PLC | 17884 | &nbsp;&nbsp; 939084 |
|  | Speedy Hire PLC | 195133 | &nbsp;&nbsp; 81537 |
|  | Spirax Group PLC | 7158 | &nbsp;&nbsp; 598199 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Spire Healthcare <br> Group PLC<br>| 84928 | &nbsp;&nbsp; 243167 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Spirent <br> Communications <br> PLC<br>| 77583 | &nbsp;&nbsp; $199484 |
|  | SSE PLC | 126645 | &nbsp;&nbsp; 3104351 |
|  | SSP Group PLC | 175079 | &nbsp;&nbsp; 393457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; St. James's Place <br> PLC<br>| 151699 | &nbsp;&nbsp; 2610872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standard Chartered <br> PLC<br>| 310696 | &nbsp;&nbsp; 5569834 |
|  | SThree PLC | 20261 | &nbsp;&nbsp; 56509 |
| \* | Strix Group PLC | 24885 | &nbsp;&nbsp; 13825 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Studio Retail Group <br> PLC<br>| 7838 | &nbsp;&nbsp; 0 |
|  | STV Group PLC | 6164 | &nbsp;&nbsp; 10257 |
| \* | Synthomer PLC | 29916 | &nbsp;&nbsp; 32315 |
|  | Tate & Lyle PLC | 78021 | &nbsp;&nbsp; 550883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tatton Asset <br> Management PLC<br>| 8599 | &nbsp;&nbsp; 82820 |
|  | Taylor Wimpey PLC | 1066722 | &nbsp;&nbsp; 1435258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TBC Bank Group <br> PLC<br>| 15540 | &nbsp;&nbsp; 993299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Team Internet Group <br> PLC<br>| 39440 | &nbsp;&nbsp; 30998 |
|  | Telecom Plus PLC | 25673 | &nbsp;&nbsp; 625473 |
|  | Tesco PLC | 1134907 | &nbsp;&nbsp; 6376385 |
| #\* | THG PLC | 77518 | &nbsp;&nbsp; 30906 |
|  | Topps Tiles PLC | 38488 | &nbsp;&nbsp; 18424 |
|  | TP ICAP Group PLC | 267269 | &nbsp;&nbsp; 1078909 |
| \*Ω | Trainline PLC | 86927 | &nbsp;&nbsp; 312145 |
|  | Travis Perkins PLC | 71961 | &nbsp;&nbsp; 515567 |
|  | Treatt PLC | 8368 | &nbsp;&nbsp; 22281 |
|  | Trifast PLC | 24484 | &nbsp;&nbsp; 26855 |
|  | TT Electronics PLC | 65123 | &nbsp;&nbsp; 83519 |
| #\* | Tullow Oil PLC | 210141 | &nbsp;&nbsp; 39639 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Unilever PLC (UL <br> US), Sponsored <br> ADR<br>| 92447 | &nbsp;&nbsp; 5401678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unilever PLC (ULVR <br> LN)<br>| 15104 | &nbsp;&nbsp; 876341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unilever PLC (UNA <br> NA)<br>| 6494 | &nbsp;&nbsp; 379604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Utilities Group <br> PLC<br>| 83675 | &nbsp;&nbsp; 1249088 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vanquis Banking <br> Group PLC<br>| 57245 | &nbsp;&nbsp; 74355 |
|  | Vertu Motors PLC | 104508 | &nbsp;&nbsp; 83636 |
|  | Vesuvius PLC | 81499 | &nbsp;&nbsp; 382405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Victorian Plumbing <br> Group PLC<br>| 23086 | &nbsp;&nbsp; 22669 |
|  | Victrex PLC | 11379 | &nbsp;&nbsp; 103015 |
| \* | Videndum PLC | 15306 | &nbsp;&nbsp; 22329 |
| \* | Vistry Group PLC | 98637 | &nbsp;&nbsp; 755957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vodafone Group PLC <br> (VOD LN)<br>| 1272932 | &nbsp;&nbsp; 1380109 |
| # | Volex PLC | 34911 | &nbsp;&nbsp; 171295 |
|  | Volution Group PLC | 39770 | &nbsp;&nbsp; 352540 |
|  | Vp PLC | 1242 | &nbsp;&nbsp; 9820 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WAG Payment <br> Solutions PLC<br>| 17824 | &nbsp;&nbsp; $19946 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Watches of <br> Switzerland Group <br> PLC<br>| 56324 | &nbsp;&nbsp; 259040 |
| \* | Watkin Jones PLC | 69828 | &nbsp;&nbsp; 23861 |
|  | Weir Group PLC  | 36595 | &nbsp;&nbsp; 1285615 |
|  | WH Smith PLC | 41545 | &nbsp;&nbsp; 560789 |
|  | Whitbread PLC | 37882 | &nbsp;&nbsp; 1521750 |
|  | Wickes Group PLC | 91550 | &nbsp;&nbsp; 267309 |
|  | Wilmington PLC | 8381 | &nbsp;&nbsp; 37552 |
| \* | Wise PLC, Class A | 13801 | &nbsp;&nbsp; 184367 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Wizz Air Holdings <br> PLC<br>| 1105 | &nbsp;&nbsp; 18255 |
|  | WPP PLC (WPP LN) | 55778 | &nbsp;&nbsp; 302004 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; WPP PLC (WPP US), <br> Sponsored ADR<br>| 23989 | &nbsp;&nbsp; 649622 |
| \* | Xaar PLC | 14848 | &nbsp;&nbsp; 24298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; XPS Pensions Group <br> PLC<br>| 39143 | &nbsp;&nbsp; 191324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Young & Co.'s <br> Brewery PLC <br> (YNGA LN), <br> Class A<br>| 7119 | &nbsp;&nbsp; 84848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Young & Co.'s <br> Brewery PLC <br> (YNGN LN)<br>| 7529 | &nbsp;&nbsp; 61597 |
|  | Zigup PLC | 68471 | &nbsp;&nbsp; 303056 |
|  | Zotefoams PLC | 4323 | &nbsp;&nbsp; 15835 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM |  | &nbsp;&nbsp; 351617041 |
| UNITED STATES — (0.2%) | UNITED STATES — (0.2%) | UNITED STATES — (0.2%) | UNITED STATES — (0.2%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ADTRAN Holdings, <br> Inc.<br>| 21109 | &nbsp;&nbsp; 196676 |
| \* | Amrize Ltd. | 70308 | &nbsp;&nbsp; 3554135 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Flutter Entertainment <br> PLC<br>| 1080 | &nbsp;&nbsp; 327048 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gran Tierra Energy, <br> Inc. (GTE CN)<br>| 13205 | &nbsp;&nbsp; 59181 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; International Paper <br> Co.<br>| 55889 | &nbsp;&nbsp; 2773355 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; James Hardie <br> Industries PLC<br>| 645 | &nbsp;&nbsp; 16731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Smurfit WestRock <br> PLC<br>| 4805 | &nbsp;&nbsp; 213246 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp; 7140372 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS |  | &nbsp;&nbsp; 4265572908 |
| PREFERRED STOCKS — (0.4%) | PREFERRED STOCKS — (0.4%) | PREFERRED STOCKS — (0.4%) | PREFERRED STOCKS — (0.4%) |
| BRAZIL — (0.2%) | BRAZIL — (0.2%) | BRAZIL — (0.2%) | BRAZIL — (0.2%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alpargatas SA, <br> 1.243%<br>| 41693 | &nbsp;&nbsp; 63736 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco ABC Brasil SA, <br> 9.013%<br>| 34837 | &nbsp;&nbsp; $134320 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Banco BMG SA, <br> 11.606%<br>| 88887 | &nbsp;&nbsp; 54765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Bradesco SA, <br> 8.012%<br>| 221663 | &nbsp;&nbsp; 614768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco do Estado do <br> Rio Grande do Sul <br> SA, 9.977%<br>| 83494 | &nbsp;&nbsp; 163572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Mercantil do <br> Brasil SA, 3.103%<br>| 6584 | &nbsp;&nbsp; 45492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Pan SA, <br> 3.100%<br>| 65799 | &nbsp;&nbsp; 91538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Pine SA, <br> 8.636%<br>| 35036 | &nbsp;&nbsp; 37854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Centrais Eletricas <br> Brasileiras SA, <br> 4.729%<br>| 14000 | &nbsp;&nbsp; 102258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Centrais Eletricas de <br> Santa Catarina SA, <br> 8.789%<br>| 1700 | &nbsp;&nbsp; 31686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia de Ferro Ligas da <br> Bahia FERBASA, <br> 7.560%<br>| 59972 | &nbsp;&nbsp; 70901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia De Sanena Do <br> Parana, 6.806%<br>| 179798 | &nbsp;&nbsp; 212243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Energetica de <br> Minas Gerais, <br> 18.528%<br>| 221829 | &nbsp;&nbsp; 409228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Paranaense de <br> Energia - Copel <br> Class B, 6.890%<br>| 171936 | &nbsp;&nbsp; 364165 |
|  | Energisa SA, 6.629% | 193 | &nbsp;&nbsp; 302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eucatex SA Industria <br> e Comercio, <br> 4.174%<br>| 26314 | &nbsp;&nbsp; 82802 |
|  | Gerdau SA, 3.801% | 60750 | &nbsp;&nbsp; 182699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Isa Energia Brasil SA, <br> 10.895%<br>| 39563 | &nbsp;&nbsp; 153107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Itau Unibanco Holding <br> SA, 7.121%<br>| 150642 | &nbsp;&nbsp; 945893 |
|  | Klabin SA, 5.280% | 3 | &nbsp;&nbsp; 2 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marcopolo SA, <br> 6.961%<br>| 193536 | &nbsp;&nbsp; 285489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Petroleo Brasileiro SA <br> - Petrobras, <br> 10.499%<br>| 647494 | &nbsp;&nbsp; 3774268 |
|  | Raizen SA, 0.705% | 297543 | &nbsp;&nbsp; 75454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Randon SA <br> Implementos e <br> Participacoes, <br> 3.602%<br>| 64153 | &nbsp;&nbsp; 81458 |
|  | Schulz SA, 7.630% | 27962 | &nbsp;&nbsp; 25168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taurus Armas SA, <br> 3.791%<br>| 22990 | &nbsp;&nbsp; 19954 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Track & Field Co. SA, <br> 1.633%<br>| 7000 | &nbsp;&nbsp; $18189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unipar Carbocloro SA, <br> 9.164%<br>| 7118 | &nbsp;&nbsp; 69876 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Usinas Siderurgicas <br> de Minas Gerais SA <br> Usiminas<br>| 72759 | &nbsp;&nbsp; 56913 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | &nbsp;&nbsp; 8168100 |
| CHILE — (0.0%) | CHILE — (0.0%) | CHILE — (0.0%) | CHILE — (0.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Embotelladora Andina <br> SA, 6.042%<br>| 47804 | &nbsp;&nbsp; 183429 |
| COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Argos SA, <br> 5.658%<br>| 8261 | &nbsp;&nbsp; 23092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aval Acciones y <br> Valores SA, <br> 4.066%<br>| 451853 | &nbsp;&nbsp; 62395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo de Inversiones <br> Suramericana SA, <br> 3.840%<br>| 11420 | &nbsp;&nbsp; 103021 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | &nbsp;&nbsp; 188508 |
| GERMANY — (0.2%) | GERMANY — (0.2%) | GERMANY — (0.2%) | GERMANY — (0.2%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bayerische Motoren <br> Werke AG, 5.636%<br>| 6151 | &nbsp;&nbsp; 537754 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Dr. Ing hc F Porsche <br> AG, 5.184%<br>| 11745 | &nbsp;&nbsp; 595547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Draegerwerk AG & <br> Co. KGaA, 2.896%<br>| 2818 | &nbsp;&nbsp; 224842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Einhell Germany AG, <br> 2.038%<br>| 1782 | &nbsp;&nbsp; 151267 |
|  | FUCHS SE, 2.921% | 24279 | &nbsp;&nbsp; 1111014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henkel AG & Co. <br> KGaA, 3.029%<br>| 20747 | &nbsp;&nbsp; 1598745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jungheinrich AG, <br> 2.380%<br>| 19888 | &nbsp;&nbsp; 762468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Porsche Automobil <br> Holding SE, <br> 5.422%<br>| 26560 | &nbsp;&nbsp; 1065961 |
| # | Sartorius AG, 0.398% | 362 | &nbsp;&nbsp; 77089 |
|  | Sixt SE, 4.466% | 6464 | &nbsp;&nbsp; 450790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STO SE & Co. KGaA, <br> 2.674%<br>| 1089 | &nbsp;&nbsp; 155048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Villeroy & Boch AG, <br> 5.263%<br>| 2636 | &nbsp;&nbsp; 51212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen AG, <br> 6.912%<br>| 26069 | &nbsp;&nbsp; 2725923 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 9507660 |
| PHILIPPINES — (0.0%) | PHILIPPINES — (0.0%) | PHILIPPINES — (0.0%) | PHILIPPINES — (0.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cebu Air, Inc., <br> 6.000%<br>| 55128 | &nbsp;&nbsp; 38906 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (0.0%) | TAIWAN — (0.0%) | TAIWAN — (0.0%) | TAIWAN — (0.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taishin Financial <br> Holding Co. Ltd.<br>| 599004 | &nbsp;&nbsp; $179215 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL PREFERRED <br> STOCKS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL PREFERRED <br> STOCKS |  | &nbsp;&nbsp; 18265818 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Silver Mines Ltd. <br> Warrants 06/17/26<br>| 9517 | &nbsp;&nbsp; 63 |
| BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Banco BMG SA <br> Rights 08/25/2025<br>| 2418 | &nbsp;&nbsp; 406 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Randon SA <br> Implementos e <br> Participacoes <br> Rights 08/19/2025<br>| 5135 | &nbsp;&nbsp; 73 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | &nbsp;&nbsp; 479 |
| CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Constellation <br> Software, Inc. <br> Warrants <br> 03/31/2040<br>| 1541 | &nbsp;&nbsp; 0 |
| HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CSI Properties Ltd. <br> Warrants <br> 04/07/2027<br>| 78000 | &nbsp;&nbsp; 204 |
| INDIA — (0.0%) | INDIA — (0.0%) | INDIA — (0.0%) | INDIA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Inox Wind Ltd. Rights <br> 08/20/2025<br>| 2917 | &nbsp;&nbsp; 1019 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; JTEKT India Ltd. <br> Rights 08/12/2025<br>| 1472 | &nbsp;&nbsp; 352 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra Logistics <br> Ltd. Rights <br> 08/14/2025<br>| 3583 | &nbsp;&nbsp; 1926 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Spandana Sphoorty <br> Financial Ltd. <br> Rights 08/11/2025<br>| 153 | &nbsp;&nbsp; 70 |
| TOTAL INDIA | TOTAL INDIA |  | &nbsp;&nbsp; 3367 |
| ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Webuild SpA Warrants <br> 08/02/2030<br>| 6942 | &nbsp;&nbsp; 0 |
| MALAYSIA — (0.0%) | MALAYSIA — (0.0%) | MALAYSIA — (0.0%) | MALAYSIA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aurelius Technologies <br> Bhd. Warrants <br> 06/18/2030<br>| 31300 | &nbsp;&nbsp; 2018 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Dagang NeXchange <br> Bhd. Warrants <br> 07/23/2030<br>| 224000 | &nbsp;&nbsp; 4727 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guan Chong Bhd. <br> Warrants <br> 06/19/2028<br>| 19450 | &nbsp;&nbsp; $889 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; YTL Corp. Bhd. <br> Warrants <br> 06/02/2028<br>| 159890 | &nbsp;&nbsp; 37114 |
| TOTAL MALAYSIA | TOTAL MALAYSIA |  | &nbsp;&nbsp; 44748 |
| SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LS Marine Solution <br> Co. Ltd. Rights <br> 08/05/2025<br>| 1830 | &nbsp;&nbsp; 5608 |
| THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) |
| \* | Assetwise PCL | 4930 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Better World Green <br> PCL Warrants<br>| 293033 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Better World Green <br> PCL Warrants <br> 03/13/2026<br>| 293033 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Better World Green <br> PCL Warrants <br> 08/13/2025<br>| 293033 | &nbsp;&nbsp; 0 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jasmine International <br> PCL Warrants <br> 10/10/2031<br>| 756525 | &nbsp;&nbsp; $12501 |
| TOTAL THAILAND | TOTAL THAILAND |  | &nbsp;&nbsp; 12501 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS |  | &nbsp;&nbsp; 66970 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $2,805,201,282) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $2,805,201,282) |  | &nbsp;&nbsp; 4283905696 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (2.5%) | SECURITIES LENDING COLLATERAL — (2.5%) | SECURITIES LENDING COLLATERAL — (2.5%) | SECURITIES LENDING COLLATERAL — (2.5%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund<br>| 9670220 | &nbsp;&nbsp; 111855436 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $2,917,054,578)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $2,917,054,578)^^ |  | &nbsp;&nbsp; $4395761132 |

---

As of July 31, 2025, World ex U.S. Core Equity Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp; 112 | 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; $35397579 | &nbsp;&nbsp;&nbsp;&nbsp; $35695800 | &nbsp;&nbsp;&nbsp;&nbsp; $298221 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$35397579** | &nbsp;&nbsp; **$35695800** | &nbsp;&nbsp; **$298221** |

---

As of July 31, 2025, the value of Rule 144A securities amounted to $123,465,863 or 2.9% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp;&nbsp; $3154134 | &nbsp;&nbsp;&nbsp; $174973357 | &nbsp;&nbsp;&nbsp; $3694 | &nbsp;&nbsp;&nbsp; $178131185 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austria | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 18562956 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 18562956 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium | &nbsp;&nbsp;&nbsp; 604472 | &nbsp;&nbsp;&nbsp; 31127395 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 31731867 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | &nbsp;&nbsp;&nbsp; 39529846 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 39529846 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp; 332767630 | &nbsp;&nbsp;&nbsp; 708254 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 333475884 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chile | &nbsp;&nbsp;&nbsp; 5869444 | &nbsp;&nbsp;&nbsp; 16567 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5886011 |
| &nbsp;&nbsp;&nbsp;&nbsp; China | &nbsp;&nbsp;&nbsp; 25551841 | &nbsp;&nbsp;&nbsp; 350978817 | &nbsp;&nbsp;&nbsp; 65840 | &nbsp;&nbsp;&nbsp; 376596498 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colombia | &nbsp;&nbsp;&nbsp; 1306762 | &nbsp;&nbsp;&nbsp; 115457 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1422219 |
| &nbsp;&nbsp;&nbsp;&nbsp; Czech Republic | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1985114 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1985114 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 64466910 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 64466910 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| &nbsp;&nbsp;&nbsp;&nbsp; Egypt | &nbsp;&nbsp;&nbsp; $114060 | &nbsp;&nbsp;&nbsp; $183468 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $297528 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland | &nbsp;&nbsp;&nbsp; 311512 | &nbsp;&nbsp;&nbsp; 52075358 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 52386870 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; 1580778 | &nbsp;&nbsp;&nbsp; 227765808 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 229346586 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; 1828404 | &nbsp;&nbsp;&nbsp; 233530620 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 235359024 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greece | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8022482 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8022482 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 47834805 | &nbsp;&nbsp;&nbsp; $9279 | &nbsp;&nbsp;&nbsp; 47844084 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hungary | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3236372 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3236372 |
| &nbsp;&nbsp;&nbsp;&nbsp; India | &nbsp;&nbsp;&nbsp; 10214414 | &nbsp;&nbsp;&nbsp; 233220563 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 243434977 |
| &nbsp;&nbsp;&nbsp;&nbsp; Indonesia | &nbsp;&nbsp;&nbsp; 75926 | &nbsp;&nbsp;&nbsp; 17326296 | &nbsp;&nbsp;&nbsp; 43824 | &nbsp;&nbsp;&nbsp; 17446046 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ireland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15210880 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15210880 |
| &nbsp;&nbsp;&nbsp;&nbsp; Israel | &nbsp;&nbsp;&nbsp; 2040800 | &nbsp;&nbsp;&nbsp; 34091272 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 36132072 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy | &nbsp;&nbsp;&nbsp; 68622 | &nbsp;&nbsp;&nbsp; 102201539 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 102270161 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp;&nbsp; 1417698 | &nbsp;&nbsp;&nbsp; 635119422 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 636537120 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kuwait | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11330773 | &nbsp;&nbsp;&nbsp; 10422 | &nbsp;&nbsp;&nbsp; 11341195 |
| &nbsp;&nbsp;&nbsp;&nbsp; Malaysia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 19409317 | &nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp; 19409342 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mexico | &nbsp;&nbsp;&nbsp; 26786064 | &nbsp;&nbsp;&nbsp; 146966 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 26933030 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp;&nbsp; 17370589 | &nbsp;&nbsp;&nbsp; 82950523 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 100321112 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8388517 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8388517 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway | &nbsp;&nbsp;&nbsp; 17124 | &nbsp;&nbsp;&nbsp; 22511867 | &nbsp;&nbsp;&nbsp; 62392 | &nbsp;&nbsp;&nbsp; 22591383 |
| &nbsp;&nbsp;&nbsp;&nbsp; Peru | &nbsp;&nbsp;&nbsp; 546936 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 546936 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philippines | &nbsp;&nbsp;&nbsp; 19364 | &nbsp;&nbsp;&nbsp; 7520936 | &nbsp;&nbsp;&nbsp; 1433 | &nbsp;&nbsp;&nbsp; 7541733 |
| &nbsp;&nbsp;&nbsp;&nbsp; Poland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 18794511 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 18794511 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portugal | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10586592 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10586592 |
| &nbsp;&nbsp;&nbsp;&nbsp; Qatar | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10014801 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10014801 |
| &nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia | &nbsp;&nbsp;&nbsp; 27116 | &nbsp;&nbsp;&nbsp; 37477302 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 37504418 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore | &nbsp;&nbsp;&nbsp; 20782 | &nbsp;&nbsp;&nbsp; 34860653 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 34881435 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Africa | &nbsp;&nbsp;&nbsp; 4464785 | &nbsp;&nbsp;&nbsp; 38475125 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 42939910 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Korea | &nbsp;&nbsp;&nbsp; 418840 | &nbsp;&nbsp;&nbsp; 158576629 | &nbsp;&nbsp;&nbsp; 64420 | &nbsp;&nbsp;&nbsp; 159059889 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain | &nbsp;&nbsp;&nbsp; 413986 | &nbsp;&nbsp;&nbsp; 84931847 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 85345833 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden | &nbsp;&nbsp;&nbsp; 48228 | &nbsp;&nbsp;&nbsp; 81542487 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 81590715 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland | &nbsp;&nbsp;&nbsp; 23021435 | &nbsp;&nbsp;&nbsp; 204652766 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 227674201 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan | &nbsp;&nbsp;&nbsp; 25147257 | &nbsp;&nbsp;&nbsp; 246084518 | &nbsp;&nbsp;&nbsp; 4540 | &nbsp;&nbsp;&nbsp; 271236315 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thailand | &nbsp;&nbsp;&nbsp; 99063 | &nbsp;&nbsp;&nbsp; 17043635 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 17142698 |
| &nbsp;&nbsp;&nbsp;&nbsp; Turkey | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7145959 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7145959 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Arab Emirates | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 26512278 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 26512278 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; 80561419 | &nbsp;&nbsp;&nbsp; 271053806 | &nbsp;&nbsp;&nbsp; 1816 | &nbsp;&nbsp;&nbsp; 351617041 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; 3843293 | &nbsp;&nbsp;&nbsp; 3297079 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7140372 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | &nbsp;&nbsp;&nbsp; 8168100 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8168100 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chile | &nbsp;&nbsp;&nbsp; 183429 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 183429 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colombia | &nbsp;&nbsp;&nbsp; 188508 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 188508 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9507660 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9507660 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philippines | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 38906 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 38906 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan | &nbsp;&nbsp;&nbsp; 179215 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 179215 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 63 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 63 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 479 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 479 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 204 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;&nbsp; India | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3367 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3367 |
| &nbsp;&nbsp;&nbsp;&nbsp; Malaysia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 44748 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 44748 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Korea | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5608 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5608 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thailand | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12501 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12501 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 111855436 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 111855436 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $617961876 | &nbsp;&nbsp;&nbsp; $3777531571 | &nbsp;&nbsp;&nbsp; $267,685˂˃ | &nbsp;&nbsp;&nbsp; $4395761132 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | &nbsp;&nbsp;&nbsp; $298221 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $298221 |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; $298221 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $298221 |
| &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

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

---

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

---

------

**Selectively Hedged Global Equity Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (58.7%) | DOMESTIC EQUITIES — (58.7%) | DOMESTIC EQUITIES — (58.7%) |
| U.S. Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 4519060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $185597796 |
| INTERNATIONAL EQUITIES — (41.3%) | INTERNATIONAL EQUITIES — (41.3%) | INTERNATIONAL EQUITIES — (41.3%) |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 4135093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75424102 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 2073417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55152894 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130576996 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $146,948,935)^^ | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $146,948,935)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $316174792 |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| CHF | 217000 | USD | 266957 | Citibank, N.A. | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; $202 |
| USD | 1691767 | DKK | 11047000 | State Street Bank and Trust | 08/06/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2560 |
| USD | 10470261 | HKD | 81972000 | Bank of America Corp. | 08/11/25 | &nbsp;&nbsp;&nbsp;&nbsp; 20174 |
| USD | 656632 | HKD | 5145000 | HSBC Bank | 08/11/25 | &nbsp;&nbsp;&nbsp;&nbsp; 729 |
| USD | 14475481 | JPY | 2141358000 | Societe Generale | 08/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; 251976 |
| USD | 59642 | ILS | 201000 | Bank of America Corp. | 08/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 474 |
| USD | 2081301 | SEK | 19949000 | Citibank, N.A. | 08/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 41230 |
| USD | 46175 | ILS | 153000 | Goldman Sachs Capital Markets L.P. | 08/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1136 |
| USD | 19998413 | EUR | 17221000 | Societe Generale | 08/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 318468 |
| USD | 5172070 | CHF | 4180000 | State Street Bank and Trust | 09/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; 6448 |
| USD | 4709378 | CAD | 6402000 | Citibank, N.A. | 09/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; 80190 |
| USD | 45560 | SGD | 58000 | Bank of America Corp. | 09/11/25 | &nbsp;&nbsp;&nbsp;&nbsp; 759 |
| USD | 728576 | SGD | 929000 | State Street Bank and Trust | 09/11/25 | &nbsp;&nbsp;&nbsp;&nbsp; 10983 |
| USD | 182448 | NZD | 305000 | Citibank, N.A. | 09/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2459 |
| USD | 8098159 | GBP | 5987000 | State Street Bank and Trust | 09/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; 187653 |
| USD | 513614 | NOK | 5190000 | Citibank, N.A. | 10/08/25 | &nbsp;&nbsp;&nbsp;&nbsp; 11397 |
| USD | 4149524 | AUD | 6345000 | Australia and New Zealand Bank | 10/20/25 | &nbsp;&nbsp;&nbsp;&nbsp; 66037 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$1002875** |
| USD | 5315131 | CHF | 4330000 | State Street Bank and Trust | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(15740)<br>|
| CHF | 4113000 | USD | 5069391 | State Street Bank and Trust | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp; (5679)<br>|
| USD | 98540 | DKK | 645000 | Citibank, N.A. | 08/06/25 | &nbsp;&nbsp;&nbsp;&nbsp; (88)<br>|
| DKK | 910000 | USD | 142184 | Citibank, N.A. | 08/06/25 | &nbsp;&nbsp;&nbsp;&nbsp; (3035)<br>|
| USD | 651506 | ILS | 2337000 | Citibank, N.A. | 08/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (36440)<br>|
| SEK | 908000 | USD | 95509 | Citibank, N.A. | 08/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (2653)<br>|
| SEK | 966000 | USD | 101806 | JPMorgan Chase Bank NA | 08/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (3018)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(66653)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$936222** |

---

------

**Selectively Hedged Global Equity Portfolio**

**CONTINUED**

As of July 31, 2025, Selectively Hedged Global Equity Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp; 12 | 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; $3661234 | &nbsp;&nbsp;&nbsp;&nbsp; $3824550 | &nbsp;&nbsp;&nbsp;&nbsp; $163316 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$3661234** | &nbsp;&nbsp; **$3824550** | &nbsp;&nbsp; **$163316** |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp;&nbsp; $316174792 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $316174792 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $316174792 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $316174792 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1002875 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1002875 |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | &nbsp;&nbsp;&nbsp; 163316 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 163316 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (66653) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (66653) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; $163316 | &nbsp;&nbsp;&nbsp; $936222 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1099538 |
| &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**ORGANIZATION**

DFA Investment Dimensions Group Inc. (the "Fund") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"), whose shares are generally offered to institutional investors, retirement plans and clients of registered investment advisors. At July 31, 2025, the Fund consisted of one hundred and three operational portfolios, (the "Portfolios") all of which are included in this document. The Fund's advisor is Dimensional Fund Advisors LP (the "Advisor"). Some of the portfolios of the Fund are feeder funds in a master-feeder structure. The master funds are part of other entities that are also managed by the Advisor. The Schedules of Investments for the master funds have been included in this document.

**SECURITY VALUATION**

The Portfolios use a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

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

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

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

The Funds of Funds (International Small Company Portfolio, Global Small Company Portfolio, World ex U.S. Value Portfolio, Selectively Hedged Global Equity Portfolio, Dimensional Retirement Income Fund, Dimensional 2045 Target Date Retirement Income Fund, Dimensional 2050 Target Date Retirement Income Fund, Dimensional 2055 Target Date Retirement Income Fund, Dimensional 2060 Target Date Retirement Income Fund, Dimensional 2065 Target Date Retirement Income Fund, Dimensional 2070 Target Date Retirement Income Fund, Dimensional 2015 Target Date Retirement Income Fund, Dimensional 2020 Target Date Retirement Income Fund, Dimensional 2025 Target Date Retirement Income Fund, Dimensional 2030 Target Date Retirement Income Fund, Dimensional 2035 Target Date Retirement Income Fund, Dimensional 2040 Target Date Retirement Income Fund, World Core Equity Portfolio, Global Social Core Equity Portfolio, DFA VA Global Moderate Allocation Portfolio and VA Equity Allocation Portfolio) invest in the funds indicated on the Schedule of Investments ("Underlying Funds"). The DFA Global Real Estate Securities Portfolio may pursue its investment objective by investing its assets in its Underlying Funds and/or directly in securities of companies in the real estate industry. Each of the DFA Diversified Fixed Income Portfolio and DFA Global Core Plus Fixed Income Portfolio may pursue its investment objective by investing its assets in its Underlying Funds and/or directly in fixed income securities. Each Feeder Fund (U.S. Large Cap Value Portfolio, Japanese Small Company Portfolio, Asia Pacific Small Company Portfolio, United Kingdom Small Company Portfolio, Continental Small Company Portfolio, Emerging Markets Portfolio, Emerging Markets Small Cap Portfolio and Emerging Markets Value Portfolio) invests primarily in a corresponding master fund(s) ("Master Fund"). Shares held by the Portfolios in other investment companies (such as the Master Funds and the Underlying Funds) are valued at their respective daily net asset values as reported by their administrator. The Portfolios' investments in the series of The DFA Investment Trust Company or in Dimensional Emerging Markets Value Fund reflect their proportionate interest in the net assets of such corresponding Master Fund. These valuations are classified as Level 1 in the hierarchy.

Securities held by the Domestic Equity Portfolios (U.S. Targeted Value Portfolio, U.S. Small Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Core Equity 2 Portfolio, U.S. Vector Equity Portfolio, U.S. Small Cap Portfolio, U.S. Micro Cap Portfolio, DFA Real Estate Securities Portfolio, U.S. Large Cap Equity Portfolio, U.S. Social Core Equity 2 Portfolio, U.S. Sustainability Core 1 Portfolio, U.S. Sustainability Targeted Value Portfolio, VA U.S. Targeted Value Portfolio, VA U.S. Large Value Portfolio, U.S. Large Cap Growth Portfolio, U.S. Small Cap Growth Portfolio, and U.S. High Relative Profitability Portfolio) and the International Equity Portfolios (Large Cap International Portfolio, International Core Equity 2 Portfolio, DFA International Real Estate Securities Portfolio, DFA Global Real Estate Securities Portfolio, DFA International Small Cap Value Portfolio, International Vector Equity Portfolio, World ex U.S. Targeted Value Portfolio, World ex U.S. Core Equity Portfolio, Emerging Markets Core Equity 2 Portfolio, International Sustainability Core 1 Portfolio, International Social Core Equity Portfolio, Emerging Markets Social Core Equity Portfolio, VA International Value Portfolio, VA International Small Portfolio, International Large Cap Growth Portfolio, International Small Cap Growth Portfolio, International High Relative Profitability Portfolio, Emerging Markets Sustainability Core 1 Portfolio, Emerging Markets Targeted Value Portfolio and Dimensional World

------

ex U.S. Sustainability Targeted Value Portfolio), including over-the-counter securities, are valued at the last quoted sale price of the day. International equity securities are subject to a fair value factor, as described later in this note. Securities held by the Domestic Equity Portfolios and the International Equity Portfolios that are listed on Nasdaq are valued at the Nasdaq Official Closing Price ("NOCP"). If there is no last reported sale price or NOCP for the day, the Domestic Equity Portfolios and the International Equity Portfolios value the securities within the range of the most recent quoted bid and ask prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end management investment companies are valued using their respective net asset values or public offering prices, as appropriate, for purchase orders placed at the close of the New York Stock Exchange ("NYSE"). These securities are generally categorized as Level 1 in the hierarchy. The investment in The DFA Short Term Investment Fund (the "Short Term Series"), which is an open-end management investment company available for purchase only by the Portfolios and affiliated funds, is categorized as Level 2 in the hierarchy.

Securities for which no market quotations are readily available (including restricted securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Directors of the Fund. Fair value pricing may also be used if events that have a significant effect on the value of an investment (as determined in the discretion of the Advisor) occur before the net asset value of the Portfolio is calculated. When fair value pricing is used, the prices of securities used by the Domestic Equity Portfolios and the International Equity Portfolios may differ from the quoted or published prices for the same securities on their primary markets or exchanges. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

The International Equity Portfolios will also apply a fair value price in the circumstances described below. Generally, trading in foreign securities markets is completed each day at various times prior to the close of the NYSE. For example, trading in the Japanese securities markets is completed each day at the close of the Tokyo Stock Exchange (normally, 2:00 a.m. ET), which is fourteen hours before the close of the NYSE (normally, 4:00 p.m. ET) and the time at which the net asset values of the International Equity Portfolios are computed. Due to the time differences between the closings of the relevant foreign securities exchanges and the pricing of the International Equity Portfolios' shares (at the close of the NYSE), the International Equity Portfolios will fair-value their foreign investments when it is determined that the market quotations for the foreign investments are either unreliable or not readily available. The fair value prices will attempt to reflect the impact of the U.S. financial markets' perceptions and trading activities on the International Equity Portfolios' foreign investments since the last calculated closing prices of the foreign investments on their primary foreign securities markets or exchanges. For these purposes, the Advisor has determined that movements in relevant indices or other appropriate market indicators, after the close of the Tokyo Stock Exchange or the London Stock Exchange, demonstrate that market quotations may be unreliable. Fair valuation of portfolio securities may occur on a daily basis. The fair value pricing by the International Equity Portfolios uses data furnished by an independent pricing service (and that data draws upon, among other information, the market values of foreign investments). When an International Equity Portfolio uses fair value pricing, the values assigned to the International Equity Portfolio's foreign investments may not be the quoted or published prices of the investments on their primary markets or exchanges. These securities are generally categorized as Level 2 in the hierarchy.

Debt securities held by Enhanced U.S. Large Company Portfolio, DFA Commodity Strategy Portfolio, DFA One-Year Fixed Income Portfolio, DFA Two-Year Global Fixed Income Portfolio, DFA Selectively Hedged Global Fixed Income Portfolio, DFA Short-Term Government Portfolio, DFA Five-Year Global Fixed Income Portfolio, DFA World ex U.S. Government Fixed Income, DFA Intermediate Government Fixed Income Portfolio, DFA Short-Term Extended Quality Portfolio, DFA Intermediate-Term Extended Quality Portfolio, DFA Targeted Credit Portfolio, DFA Investment Grade Portfolio, DFA Inflation-Protected Securities Portfolio, DFA Short-Term Municipal Bond Portfolio, DFA Intermediate-Term Municipal Bond Portfolio, DFA Selective State Municipal Bond Portfolio, DFA California Short-Term Municipal Bond Portfolio, DFA California Intermediate-Term Municipal Bond Portfolio, DFA NY Municipal Bond Fund, DFA Short-Duration Real Return Portfolio, DFA Municipal Real Return Portfolio, DFA Municipal Bond Portfolio, DFA LTIP Portfolio, VA Short-Term Fixed Portfolio, VA Global Bond Portfolio, VIT Inflation-Protected Securities Portfolio, DFA Social Fixed Income Portfolio, DFA Diversified Fixed Income Portfolio, DFA MN Municipal Bond Portfolio, DFA California Municipal Real Return Portfolio, DFA Global Sustainability Fixed Income Portfolio, DFA Global Core Plus Fixed Income Portfolio, DFA Oregon Municipal Bond Portfolio, DFA Global Core Plus Real Return Portfolio and DFA Short-Term Selective State Municipal Bond Portfolio are valued on the basis of evaluated prices provided by one or more pricing services or other reasonably reliable sources including broker/dealers that typically

------

handle the purchase and sale of such securities. Securities that are traded over-the-counter and on a stock exchange generally will be valued according to the broadest and most representative market, and it is expected that for bonds and other fixed income securities, this ordinarily will be the over-the-counter market. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

Listed derivatives, such as futures, that are actively traded are valued based on quoted prices from the exchange and are categorized as Level 1 in the hierarchy. Over-the-counter derivative contracts, which include forward currency contracts, do not require material subjectivity as pricing inputs are observed from quoted markets and are categorized as Level 2 in the hierarchy.

Swap agreements will be valued at the price provided by an independent third-party pricing service or source. If a price is not available from an independent third-party pricing service or source, the swap agreement will be valued in good faith at fair value in accordance with procedures adopted by the Board. These securities are generally categorized as Level 2 in the hierarchy.

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

**FINANCIAL INSTRUMENTS**

In accordance with the Portfolios' investment objectives and policies, the Portfolios may invest either directly or indirectly (through their investments in a corresponding Master/Underlying Fund), in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. These instruments and their significant corresponding risks are described below:

1. TREASURY INFLATION-PROTECTED SECURITIES (TIPS): VIT Inflation-Protected Securities Portfolio, DFA Inflation-Protected Securities Portfolio, and DFA Short-Duration Real Return Portfolio may purchase TIPS, which are securities issued by the U.S. Treasury. Because the interest and/or principal payments on an inflation-protected security are adjusted periodically for changes in inflation, the income distributed by the Portfolio may be irregular. In addition, the current market value of inflation-protected securities is not guaranteed and will fluctuate.

2. FOREIGN MARKET RISKS: Investments in foreign markets may involve certain considerations and risks not typically associated with investments in the United States of America, including the possibility of future political and economic developments and the level of foreign governmental supervision and regulation of foreign securities markets. These markets are generally smaller, less liquid and more volatile than the major securities markets in the United States of America. Consequently, acquisition and disposition of international securities held by the Portfolios may be inhibited.

***Derivative Financial Instruments***

Summarized below are the specific types of derivative instruments used by the Portfolios.

3. FORWARD CURRENCY CONTRACTS: The Portfolios listed below may acquire and sell forward currency contracts to hedge against adverse changes in the relationship of the U.S. dollar to foreign currencies (foreign exchange rate risk) or to transfer balances from one currency to another currency. The Selectively Hedged Global Equity Portfolio and Enhanced U.S Large Company Portfolio may hedge some or all of the currency exposure of its foreign securities by entering into forward currency contracts. The decision to hedge the Selectively Hedged Global Equity Portfolio's and Enhanced U.S. Large Company Portfolio's currency exposure with respect to a foreign market will be based primarily on the Portfolio's existing exposure to a given foreign currency. Each contract is valued daily and the change in value is recorded by the Portfolio as an unrealized gain or loss, which is presented in the Statements of Operations as the change in unrealized appreciation or depreciation of forward currency contracts. When the contract is closed or offset with the same counterparty, the Portfolio records a realized gain or loss equal to the change in the value of the contract when it was opened and the value at the time it was closed or offset. This is presented in the Statements of Operations as a net realized gain or loss on forward currency contracts. Risks may arise upon entering into these contracts from the potential inability of counterparties to meet the terms of their contracts and from unanticipated movements in the value of foreign currency relative to the U.S. dollar.

------

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

4. FUTURES CONTRACTS: Each Portfolio listed below may purchase or sell futures contracts and options on futures contracts for equity securities and indices to increase or decrease market exposure based on actual or expected cash inflows to or outflows from the Portfolio. The Enhanced U.S. Large Company Portfolio may also use futures contracts and options thereon to hedge against securities prices or as part of its overall investment strategy. The Selectively Hedged Global Equity Portfolio may also use futures contracts to hedge some or all of the currency exposure of its foreign securities. Upon entering into a futures contract, the Portfolios deposit cash or pledge U.S. Government securities to a broker in an amount equal to the minimum "initial margin" requirements of the exchange on which the contract is traded . Subsequent payments are received from or paid to the broker each day, based on the daily fluctuation in the market value of the contract. These receipts or payments are known as "variation margin" and are recorded daily by the Portfolios as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Portfolios record a realized gain or loss, which is presented in the Statements of Operations as a net realized gain or loss on futures, equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

The DFA Commodity Strategy Portfolio may enter into commodity, foreign currency, interest rate and commodity or securities index futures contracts and purchase and write (sell) related options traded on exchanges designated by the Commodity Futures Trading Commission ("CFTC") or, consistent with CFTC regulations, on foreign exchanges. The DFA Commodity Strategy Portfolio invests in futures contracts on individual commodities or commodity indices and options on them through the Portfolio's investment in the Dimensional Cayman Commodity Fund I, LTD., the "Subsidiary."

A commodity futures contract provides for the future sale by one party and the future purchase by the other party of a specified amount of a commodity, such as an energy, agricultural or metal commodity, at a specified price, date, time and place. A foreign currency futures contract provides for the future sale by one party and the future purchase by the other party of a certain amount of a specified non-U.S. currency at a specified price, date, time and place. An interest rate futures contract provides for the future sale by one party and the purchase by the other party of a certain amount of a specific interest-rate-sensitive financial instrument (debt security) at a specified price, date, time and place. Securities and commodities indexes are typically capitalization-or production-weighted, respectively. A securities index or commodities index futures contract is an agreement to be settled by delivery of an amount of cash equal to a specified multiplier times the difference between the value of the index at the close of the last trading day on the contract and the price at which the agreement is made. The clearing house of the exchange on which a futures contract is entered into becomes the counterparty to each purchaser and seller of the futures contract.

Payments, known as "variation margin", to and from the broker will be made daily as the currency, financial instrument or index underlying the futures contract fluctuates, making the long and short positions in the futures contract more or less valuable, a process known as "marking-to-market". As a result of the small margin deposit that is required, a small change in the market price of a futures contract can produce major losses.

At any time prior to the expiration of a futures contract, a Portfolio may elect to close the position by taking an opposite position, which will operate to terminate the Portfolio's existing position in the contract. Positions in futures contracts and options on futures contracts (described below) may be closed out only on the exchange on which they were entered into (or through a linked exchange). However, there is no assurance that an active market will exist at any particular time. Once the daily fluctuation limit has been reached in a particular contract, most futures exchanges restrict trades at a price beyond that limit or trading may be suspended for specified periods during the day. Such restrictions may prevent prompt liquidation of futures positions at an advantageous price, potentially subjecting the Portfolio to substantial losses. In such event and in the event of adverse price movements, the Portfolio would be required to make daily cash payments of variation margin. Losses incurred in futures transactions and the costs of these transactions will affect the Portfolio's performance.

The price volatility of commodity futures contracts has been historically greater than that for traditional securities, such as stocks and bonds, and there are a variety of factors associated with commodity futures contracts which may subject the Portfolio's investments in the contracts to greater volatility than investments in traditional securities.

Risks may arise upon entrance into futures contracts from potential imperfect price correlations between the futures contracts and the underlying securities, from the possibility of an illiquid secondary market for these instruments and from the possibility that the Portfolios could lose more than the initial margin requirements. A Portfolio entering into stock index futures is subject to equity price risk from those futures contracts. Counterparty credit risk related to exchange-traded futures is minimal because the exchange's clearinghouse, as counterparty to all exchange-traded

------

futures, guarantees the futures against default. Risks may also arise upon entering into commodity-linked derivative instruments. The value of commodity-linked derivative instruments may be affected by changes in overall market movements, commodity index volatility, changes in interest rates or factors affecting an industry or commodity.

5. OPTIONS ON FUTURES CONTRACTS: The DFA Commodity Strategy Portfolio may purchase and write put and call options on foreign currency, interest rate and stock and commodity index futures contracts and may enter into closing transactions with respect to such options to terminate existing positions. There is no guarantee that such closing transactions can be effected; the ability to establish and close out positions on such options will be subject to the existence of a liquid market.

An option on a currency, interest rate or commodity or securities index futures contract, as contrasted with the direct investment in such a contract, gives the purchaser the right, in return for the premium paid, to assume a position in a futures contract at a specified exercise price at any time prior to the expiration date of the option. The writer of the option is required upon exercise to assume an offsetting futures position (a short position if the option is a call and a long position if the option is a put). Upon exercise of an option, the delivery of the futures position by the writer of the option to the holder of the option will be accompanied by delivery of the accumulated balance in the writer's futures margin account, which represents the amount by which the market price of the futures contract exceeds, in the case of a call, or is less than, in the case of a put, the exercise price of the option on the futures contract. The potential loss related to the purchase of an option on a futures contract is limited to the premium paid for the option (plus transaction costs). The value of the option changes daily and that change is reflected in the net asset value of the Portfolio.

The DFA Commodity Strategy Portfolio may enter into options and futures transactions for several purposes, including generating current income to offset expenses or increase return and as hedges to reduce investment risk, generally by making an investment expected to move in the opposite direction of a portfolio position. A hedge is designed to offset a loss in a portfolio position with a gain in the hedged position; at the same time, however, a properly correlated hedge will result in a gain in the portfolio position being offset by a loss in the hedged position.

6. COMMODITY-LINKED DERIVATIVES: DFA Commodity Strategy Portfolio may gain exposure to commodity markets by investing up to 25% of the Portfolio's total assets in the Subsidiary. The Subsidiary may invest without limitation in swap agreements, commodity options, futures, options on futures and structured notes. The prices of commodity-linked derivative instruments may move in different directions than investments in traditional equity securities, fixed income securities and commodity spot prices. The accompanying consolidated schedule of investments includes investments of DFA Commodity Strategy Portfolio and its wholly-owned Subsidiary. The accompanying consolidated schedule of investments includes investments of DFA Commodity Strategy Portfolio and its wholly-owned Subsidiary. As of July 31, 2025, the DFA Commodity Strategy Portfolio held $233,287,074 in the Subsidiary, representing 22.33% of DFA Commodity Strategy Portfolio's total assets.

7. SWAP AGREEMENTS: The DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio may enter into credit default swap agreements. Swap agreements are two-party contracts entered into primarily by institutional investors for periods ranging from a few weeks to more than one year. Some types of swap agreements are negotiated bilaterally and traded over-the-counter between the two parties (uncleared swaps), while other swaps are transacted through a futures commission merchant ("FCM") and cleared through a clearinghouse that serves as a central counterparty (cleared swaps), and may be traded on swap execution facilities (exchanges). The most common types of credit default swaps and interest rate swaps are subject to mandatory central clearing and exchange trading.

The Portfolios may enter into a credit default swap on a single security or instrument (sometimes referred to as a "CDS" transaction) or on a basket or index of securities (sometimes referred to as a "CDX" transaction). The "buyer" in a credit default contract typically is obligated to pay the "seller" a periodic stream of payments over the term of the contract, provided that no credit event with respect to any underlying reference obligation has occurred. If a credit event occurs, the seller typically must pay the buyer the "par value" (full notional value) of the reference obligation in exchange for the reference obligation. The Portfolios may be either the buyer or the seller in the transaction. If a Portfolio is a buyer and no credit event occurs, the Portfolio may lose its investment and recover nothing. However, if a credit event occurs, the buyer typically receives full notional value for a reference obligation that may have little or no value. As a seller, a Portfolio typically receives a fixed rate of income throughout the term of the contract, which typically is between six months and three years, provided a credit event does not occur. If a credit event occurs, the seller typically must pay the buyer the full notional amount of the reference obligation. The most common types of CDX are subject to mandatory central clearing and exchange-trading.

------

Credit default swaps involve greater risks than if the Portfolios had invested in the reference obligation directly, since, in addition to general market risks, credit default swaps are subject to illiquidity risk, counterparty risk and credit risk. A buyer also will lose its investment and recover nothing should no credit event occur and the swap is held to its termination date. If a credit event were to occur, the value of any deliverable obligation received by the seller, coupled with the up-front or periodic payments previously received, may be less than the full notional value the seller pays to the buyer, resulting in a loss of value to the Portfolio. When a Portfolio acts as a seller of a credit default swap, the Portfolio is exposed to many of the same risks of leverage since, if a credit event occurs, the seller may be required to pay the buyer the full notional value of the contract net of any amounts owed by the buyer related to its delivery of deliverable obligations.

The DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio may also enter into inflation swap agreements to seek inflation protection. Inflation swap agreements are contracts in which one party agrees to pay the cumulative percentage increase in a price index (the Consumer Price Index with respect to CPI swaps) over the term of the swap (with some lag on the inflation index), and the other pays a compounded fixed rate. Inflation swap agreements may be used by the DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio to hedge the inflation risk in nominal bonds (i.e., non-inflation-indexed bonds) thereby creating "synthetic" inflation-indexed bonds.

Among other reasons, one factor that may lead to changes in the values of inflation swap agreements are changes in real interest rates. Real interest rates are tied to the relationship between nominal interest rates and the rate of inflation. If nominal interest rates increase at a faster rate than inflation, real interest rates may rise, which may lead to a change in the value of an inflation swap agreement. Additionally, payments received by the DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio from inflation swap agreements will result in taxable income, either as ordinary income or capital gains, which will increase the amount of taxable distributions received by shareholders. Inflation swap agreements are not currently subject to mandatory central clearing and exchange-trading.

The DFA Municipal Real Return Portfolio may also enter into interest rate swaps to hedge against changes in interest rates. Interest rate swaps involve the exchange by the Portfolio with another party of their respective commitments to receive or pay interest (e.g., an exchange of fixed rate payments for floating rate payments) with respect to a notional amount of principal.

Uncleared swaps are typically executed bilaterally with a swap dealer rather than traded on exchanges. Parties to uncleared swaps face greater counterparty credit risk than those engaging in cleared swaps since performance of uncleared swap obligations is the responsibility only of the swap counterparty rather than a clearing house, as is the case with cleared swaps. As a result, a Portfolio bears the risk of loss of the amount expected to be received under a swap agreement in the event of the default, insolvency or bankruptcy of a swap agreement counterparty beyond any collateral received. In such an event, the Portfolio will have contractual remedies pursuant to the swap agreements, but bankruptcy and insolvency laws could affect the Portfolio's rights as a creditor.

The Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010 (the "Dodd-Frank Act") and implementing rules adopted by the CFTC currently require the clearing and exchange-trading of the most common types of credit default index swaps and interest rate swaps, and it is expected that additional categories of swaps will in the future be designated as subject to mandatory clearing and trade execution requirements. Central clearing is intended to reduce counterparty credit risk and increase liquidity, but central clearing does not eliminate these risks completely. There is also a risk of loss by a Portfolio of the initial and variation margin deposits in the event of bankruptcy of the FCM with which the Portfolio has an open position, or the central counterparty in a swap contract. The assets of a Portfolio may not be fully protected in the event of the bankruptcy of the FCM or central counterparty because the Portfolio might be limited to recovering only a pro rata share of all available funds and margin segregated on behalf of an FCM's customers.

The Advisor and the Fund do not believe that a Portfolio's obligations under swap contracts are senior securities and, accordingly, the Portfolio will not treat them as being subject to the Portfolio's borrowing or senior securities restrictions. However, with respect to swap contracts that provide for the netting of payments, the net amount of the excess, if any, of the Portfolio's obligations over its entitlements with respect to each swap contract will be accrued on a daily basis and an amount of segregated assets having an aggregate market value at least equal to the accrued excess will be maintained to cover the transactions in accordance with SEC positions. With respect to swap contracts that do not provide for the netting of payments by the counterparties, the full notional amount for which the Portfolio is obligated under the swap contract with respect to each swap contract will be accrued on a daily basis and assets

------

having an aggregate market value at least equal to the accrued full notional value will be segregated and maintained to cover the transactions in accordance with SEC positions. To the extent that a Portfolio cannot dispose of a swap in the ordinary course of business within seven days at approximately the value at which the Portfolio has valued the swap, the Portfolio will treat the swap as illiquid and subject to its overall limit on illiquid investments of 15% of the Portfolio's net assets.

The Dodd-Frank Act and related regulatory developments have imposed comprehensive new regulatory requirements on swaps and swap market participants. The regulation of cleared and uncleared swaps, as well as other derivatives, is a rapidly changing area of law and is subject to modification by government and judicial action. In addition, the SEC, CFTC and the exchanges are authorized to take extraordinary actions in the event of a market emergency, including, for example, the implementation or reduction of speculative position limits, the implementation of higher margin requirements, the establishment of daily price limits and the suspension of trading. It is not possible to predict fully the effects of current or future regulation. New requirements, even if not directly applicable to a Portfolio, may increase the cost of the Portfolio's investments and cost of doing business. It is possible that developments in the swaps market, including potential government regulation, could adversely affect a Portfolio's ability to terminate existing swap agreements or to realize amounts to be received under such agreements.

**FEDERAL TAX COST**

At July 31, 2025, the total cost of securities for federal income tax purposes was:

---

| | |
|:---|:---|
|  | **Federal**<br> **Tax Cost**<br>|
| Enhanced U.S. Large Company Portfolio | &nbsp;&nbsp; $229418 |
| U.S. Large Cap Value Portfolio | &nbsp;&nbsp; 15880654 |
| U.S. Targeted Value Portfolio | &nbsp;&nbsp; 11135624 |
| U.S. Small Cap Value Portfolio | &nbsp;&nbsp; 13503862 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp; 12013144 |
| U.S. Core Equity 2 Portfolio | &nbsp;&nbsp; 13526250 |
| U.S. Vector Equity Portfolio | &nbsp;&nbsp; 3287034 |
| U.S. Small Cap Portfolio | &nbsp;&nbsp; 11991209 |
| U.S. Micro Cap Portfolio | &nbsp;&nbsp; 5032497 |
| DFA Real Estate Securities Portfolio | &nbsp;&nbsp; 4410198 |
| Large Cap International Portfolio | &nbsp;&nbsp; 3994158 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp; 23608841 |
| International Small Company Portfolio | &nbsp;&nbsp; 10167097 |
| Global Small Company Portfolio | &nbsp;&nbsp; 81073 |
| Japanese Small Company Portfolio | &nbsp;&nbsp; 163571 |
| Asia Pacific Small Company Portfolio | &nbsp;&nbsp; 151468 |
| United Kingdom Small Company Portfolio | &nbsp;&nbsp; 19769 |
| Continental Small Company Portfolio | &nbsp;&nbsp; 5145 |
| DFA International Real Estate Securities Portfolio | &nbsp;&nbsp; 3413496 |
| DFA Global Real Estate Securities Portfolio | &nbsp;&nbsp; 6535454 |
| DFA International Small Cap Value Portfolio | &nbsp;&nbsp; 8904282 |
| International Vector Equity Portfolio | &nbsp;&nbsp; 2536833 |
| World ex U.S. Value Portfolio | &nbsp;&nbsp; 248913 |
| World ex U.S. Targeted Value Portfolio | &nbsp;&nbsp; 565690 |
| World ex U.S. Core Equity Portfolio | &nbsp;&nbsp; 2983137 |
| Selectively Hedged Global Equity Portfolio | &nbsp;&nbsp; 151383 |
| Emerging Markets Portfolio | &nbsp;&nbsp; 2688937 |
| Emerging Markets Small Cap Portfolio | &nbsp;&nbsp; 2389907 |
| Emerging Markets Value Portfolio | &nbsp;&nbsp; 9041985 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp; 19816098 |
| U.S. Large Cap Equity Portfolio | &nbsp;&nbsp; 1117206 |

---

------

---

| | |
|:---|:---|
|  | **Federal**<br> **Tax Cost**<br>|
| DFA Commodity Strategy Portfolio | &nbsp;&nbsp; $2806684 |
| DFA One-Year Fixed Income Portfolio | &nbsp;&nbsp; 4509616 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp; 4472059 |
| DFA Selectively Hedged Global Fixed Income Portfolio | &nbsp;&nbsp; 993051 |
| DFA Short-Term Government Portfolio | &nbsp;&nbsp; 1880180 |
| DFA Five-Year Global Fixed Income Portfolio | &nbsp;&nbsp; 9111182 |
| DFA World ex U.S. Government Fixed Income Portfolio | &nbsp;&nbsp; 1037607 |
| DFA Intermediate Government Fixed Income Portfolio | &nbsp;&nbsp; 6095966 |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp; 5610078 |
| DFA Intermediate-Term Extended Quality Portfolio | &nbsp;&nbsp; 1770162 |
| DFA Targeted Credit Portfolio | &nbsp;&nbsp; 845640 |
| DFA Investment Grade Portfolio | &nbsp;&nbsp; 12859802 |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp; 5442060 |
| DFA Short-Term Municipal Bond Portfolio | &nbsp;&nbsp; 1473328 |
| DFA Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp; 1342161 |
| DFA Selective State Municipal Bond Portfolio | &nbsp;&nbsp; 526021 |
| DFA Short-Term Selective State Municipal Bond Portfolio | &nbsp;&nbsp; 200088 |
| DFA California Short-Term Municipal Bond Portfolio | &nbsp;&nbsp; 814857 |
| DFA California Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp; 431419 |
| DFA NY Municipal Bond Portfolio | &nbsp;&nbsp; 166209 |
| Dimensional Retirement Income Fund | &nbsp;&nbsp; 60682 |
| Dimensional 2045 Target Date Retirement Income Fund | &nbsp;&nbsp; 153858 |
| Dimensional 2050 Target Date Retirement Income Fund | &nbsp;&nbsp; 130746 |
| Dimensional 2055 Target Date Retirement Income Fund | &nbsp;&nbsp; 95536 |
| Dimensional 2060 Target Date Retirement Income Fund | &nbsp;&nbsp; 79028 |
| Dimensional 2065 Target Date Retirement Income Fund | &nbsp;&nbsp; 33259 |
| Dimensional 2070 Target Date Retirement Income Fund | &nbsp;&nbsp; 18 |
| Dimensional 2015 Target Date Retirement Income Fund | &nbsp;&nbsp; 21026 |
| Dimensional 2020 Target Date Retirement Income Fund | &nbsp;&nbsp; 62016 |
| Dimensional 2025 Target Date Retirement Income Fund | &nbsp;&nbsp; 119986 |
| Dimensional 2030 Target Date Retirement Income Fund | &nbsp;&nbsp; 162660 |
| Dimensional 2035 Target Date Retirement Income Fund | &nbsp;&nbsp; 169806 |
| Dimensional 2040 Target Date Retirement Income Fund | &nbsp;&nbsp; 154904 |
| DFA Short-Duration Real Return Portfolio | &nbsp;&nbsp; 1982598 |
| DFA Municipal Real Return Portfolio | &nbsp;&nbsp; 1724835 |
| DFA Municipal Bond Portfolio | &nbsp;&nbsp; 469560 |
| World Core Equity Portfolio | &nbsp;&nbsp; 598295 |
| DFA LTIP Portfolio | &nbsp;&nbsp; 579954 |
| U.S. Social Core Equity 2 Portfolio | &nbsp;&nbsp; 917797 |
| U.S. Sustainability Core 1 Portfolio | &nbsp;&nbsp; 4347146 |
| U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; 429014 |
| International Sustainability Core 1 Portfolio | &nbsp;&nbsp; 2777115 |
| International Social Core Equity Portfolio | &nbsp;&nbsp; 1216000 |
| Global Social Core Equity Portfolio | &nbsp;&nbsp; 54102 |
| Emerging Markets Social Core Equity Portfolio | &nbsp;&nbsp; 1180061 |
| Dimensional VA U.S. Targeted Value Portfolio | &nbsp;&nbsp; 633723 |
| Dimensional VA U.S. Large Value Portfolio | &nbsp;&nbsp; 440743 |
| Dimensional VA International Value Portfolio | &nbsp;&nbsp; 484750 |

---

------

---

| | |
|:---|:---|
|  | **Federal**<br> **Tax Cost**<br>|
| Dimensional VA International Small Portfolio | &nbsp;&nbsp; $328422 |
| Dimensional VA Short-Term Fixed Portfolio | &nbsp;&nbsp; 416669 |
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp; 327373 |
| Dimensional VIT Inflation-Protected Securities Portfolio | &nbsp;&nbsp; 227070 |
| Dimensional VA Global Moderate Allocation Portfolio | &nbsp;&nbsp; 170741 |
| U.S. Large Cap Growth Portfolio | &nbsp;&nbsp; 2083329 |
| U.S. Small Cap Growth Portfolio | &nbsp;&nbsp; 1294878 |
| International Large Cap Growth Portfolio | &nbsp;&nbsp; 767256 |
| International Small Cap Growth Portfolio | &nbsp;&nbsp; 223383 |
| DFA Social Fixed Income Portfolio | &nbsp;&nbsp; 687766 |
| DFA Diversified Fixed Income Portfolio | &nbsp;&nbsp; 1800056 |
| U.S. High Relative Profitability Portfolio | &nbsp;&nbsp; 3436384 |
| International High Relative Profitability Portfolio | &nbsp;&nbsp; 1242227 |
| Dimensional VA Equity Allocation Portfolio | &nbsp;&nbsp; 173295 |
| DFA MN Municipal Bond Portfolio | &nbsp;&nbsp; 27973 |
| DFA California Municipal Real Return Portfolio | &nbsp;&nbsp; 352135 |
| DFA Global Core Plus Fixed Income Portfolio | &nbsp;&nbsp; 2754641 |
| Emerging Markets Sustainability Core 1 Portfolio | &nbsp;&nbsp; 855587 |
| Emerging Markets Targeted Value Portfolio | &nbsp;&nbsp; 217696 |
| DFA Global Sustainability Fixed Income Portfolio | &nbsp;&nbsp; 702079 |
| DFA Oregon Municipal Bond Portfolio | &nbsp;&nbsp; 90851 |
| DFA Global Core Plus Real Return Portfolio | &nbsp;&nbsp; 269357 |
| Emerging Markets ex China Core Equity Portfolio | &nbsp;&nbsp; 923132 |
| Dimensional World ex U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; 93795 |

---

**OTHER**

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business. Although management currently believes that resolving claims, if any, against the Portfolios, individually or in aggregate, will not have a material adverse impact on the Portfolios' financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**SUBSEQUENT EVENT EVALUATIONS**

Management has evaluated the impact of all subsequent events on the Portfolios through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** DFA INVESTMENT DIMENSIONS GROUP INC

- **b. Investment Company Act file number:** 811-03258

- **c. CIK number of Registrant:** 0000355437

- **d. LEI of Registrant:** 549300XGRTBJCE41BD26

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

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

  - **City:** AUSTIN

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

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

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

- **a. Name of Series:** U.S. Targeted Value Portfolio

- **b. EDGAR series identifier (if any):** S000000970

- **c. LEI of Series:** 549300W1VP3NQECABJ14

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $14236303394.08

**Total Liabilities:** $1382239592.74

**Net Assets:** $12854063801.34

**Cash Not Reported:** $6598477.75

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002721 | 5.84%                | 4.52%                | 0.96%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $179507984.59            | $472342045.56                              |
| Month 2  | $168440892.05            | $364118979.43                              |
| Month 3  | $125195450.59            | $-15853326.27                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| WESCO International Inc                     | WESCO International, Inc.                                    | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |    361694 | NS      | $74856190.24  | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| Kezar Life Sciences Inc                     | Kezar Life Sciences, Inc.                                    | CUSIP: 49372L209<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |     10630 | NS      | $45390.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Five Point Holdings LLC                     | Five Point Holdings LLC                                      | CUSIP: 33833Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    183590 | NS      | $978534.70    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Thermon Group Holdings Inc                  | Thermon Group Holdings, Inc.                                 | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |    281158 | NS      | $7951148.24   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Olema Pharmaceuticals Inc                   | Olema Pharmaceuticals, Inc.                                  | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99623 | NS      | $512062.22    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| United Bankshares Inc/WV                    | United Bankshares, Inc.                                      | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |    994350 | NS      | $35319312.00  | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| TScan Therapeutics Inc                      | TScan Therapeutics, Inc.                                     | CUSIP: 89854M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       919 | NS      | $1599.06      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Astronics Corp                              | Astronics Corp.                                              | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |     79136 | NS      | $2858392.32   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Quipt Home Medical Corp                     | Quipt Home Medical Corp.                                     | CUSIP: 74880P104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    103243 | NS      | $228167.03    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Dime Community Bancshares Inc               | Dime Community Bancshares, Inc.                              | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    296635 | NS      | $8219755.85   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Entravision Communications Corp             | Entravision Communications Corp.                             | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |    274604 | NS      | $606874.84    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Equity Bancshares Inc                       | Equity Bancshares, Inc.                                      | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |    121954 | NS      | $4583031.32   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| OPENLANE Inc                                | OPENLANE, Inc.                                               | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |    855583 | NS      | $21081565.12  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Stock Yards Bancorp Inc                     | Stock Yards Bancorp, Inc.                                    | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |     49142 | NS      | $3673855.92   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Nexstar Media Group Inc                     | Nexstar Media Group, Inc.                                    | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |    244158 | NS      | $45684403.38  | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| First Capital Inc                           | First Capital, Inc.                                          | CUSIP: 31942S104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       520 | NS      | $18470.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amplify Energy Corp                         | Amplify Energy Corp.                                         | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |    367711 | NS      | $1397301.80   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| OneWater Marine Inc                         | OneWater Marine, Inc.                                        | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108976 | NS      | $1671691.84   | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Ligand Pharmaceuticals Inc                  | Ligand Pharmaceuticals, Inc.                                 | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |    115328 | NS      | $15174858.24  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| AdvanSix Inc                                | AdvanSix, Inc.                                               | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |    195318 | NS      | $3929798.16   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Zumiez Inc                                  | Zumiez, Inc.                                                 | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |    152082 | NS      | $2085044.22   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| US Physical Therapy Inc                     | U.S. Physical Therapy, Inc.                                  | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |     61607 | NS      | $4506552.05   | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Hawthorn Bancshares Inc                     | Hawthorn Bancshares, Inc.                                    | CUSIP: 420476103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1225 | NS      | $34937.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HomeStreet Inc                              | HomeStreet, Inc.                                             | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90718 | NS      | $1186591.44   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PennyMac Financial Services Inc             | PennyMac Financial Services, Inc.                            | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |    274062 | NS      | $25526134.68  | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Peabody Energy Corp                         | Peabody Energy Corp.                                         | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |    940503 | NS      | $15189123.45  | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Southern First Bancshares Inc               | Southern First Bancshares, Inc.                              | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55782 | NS      | $2318299.92   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| First BanCorp/Puerto Rico                   | First BanCorp                                                | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |   1258317 | NS      | $26210743.11  | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Victoria's Secret & Co                      | Victoria's Secret & Co.                                      | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |    318924 | NS      | $5995771.20   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Primoris Services Corp                      | Primoris Services Corp.                                      | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |    293025 | NS      | $27594164.25  | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Sensient Technologies Corp                  | Sensient Technologies Corp.                                  | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     34197 | NS      | $3839981.13   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Plexus Corp                                 | Plexus Corp.                                                 | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |    219527 | NS      | $27989692.50  | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| 10X Genomics Inc                            | 10X Genomics, Inc.                                           | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |      8557 | NS      | $115091.65    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BJ's Restaurants Inc                        | BJ's Restaurants, Inc.                                       | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |    170951 | NS      | $6056793.93   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Absci Corp                                  | Absci Corp.                                                  | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45879 | NS      | $129837.57    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| First Interstate BancSystem Inc             | First Interstate BancSystem, Inc.                            | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |    715065 | NS      | $20586721.35  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank OZK                                    | Bank OZK                                                     | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |    879137 | NS      | $43341454.10  | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Laureate Education Inc                      | Laureate Education, Inc.                                     | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |   1018223 | NS      | $23011839.80  | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Conduent Inc                                | Conduent, Inc.                                               | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |   1288698 | NS      | $3427936.68   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Viavi Solutions Inc                         | Viavi Solutions, Inc.                                        | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |    794816 | NS      | $7987900.80   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| TTM Technologies Inc                        | TTM Technologies, Inc.                                       | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |    885007 | NS      | $41816580.75  | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| 3D Systems Corp                             | 3D Systems Corp.                                             | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |    304475 | NS      | $496294.25    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Pursuit Attractions and Hospitality Inc     | Pursuit Attractions & Hospitality, Inc.                      | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |      9673 | NS      | $292511.52    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Byline Bancorp Inc                          | Byline Bancorp, Inc.                                         | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |    310874 | NS      | $8175986.20   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| BV Financial Inc                            | BV Financial, Inc.                                           | CUSIP: 05603E208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14589 | NS      | $228171.96    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aviat Networks Inc                          | Aviat Networks, Inc.                                         | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |     56425 | NS      | $1218780.00   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Hanover Bancorp Inc                         | Hanover Bancorp, Inc.                                        | CUSIP: 410709109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3292 | NS      | $68506.52     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Neogen Corp                                 | Neogen Corp.                                                 | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |   1580020 | NS      | $7347093.00   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| FutureFuel Corp                             | FutureFuel Corp.                                             | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |    316924 | NS      | $1283542.20   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dominari Holdings Inc                       | Dominari Holdings, Inc.                                      | CUSIP: 008875304<br>LEI: 549300QQLOI22M69XV87 | Long             | EC               | CORP              | US        |      3827 | NS      | $17412.85     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Donegal Group Inc                           | Donegal Group, Inc.                                          | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    269955 | NS      | $4629728.25   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| DMC Global Inc                              | DMC Global, Inc.                                             | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |    172615 | NS      | $1396455.35   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Plumas Bancorp                              | Plumas Bancorp                                               | CUSIP: 729273102<br>LEI: 549300O5TKTXYTYP4G59 | Long             | EC               | CORP              | US        |      7361 | NS      | $303714.86    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mercantile Bank Corp                        | Mercantile Bank Corp.                                        | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |    131599 | NS      | $6012758.31   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Hanmi Financial Corp                        | Hanmi Financial Corp.                                        | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |    214751 | NS      | $4898470.31   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Upwork Inc                                  | Upwork, Inc.                                                 | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |     63562 | NS      | $760201.52    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Champion Homes Inc                          | Champion Homes, Inc.                                         | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100350 | NS      | $6111315.00   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| DENTSPLY SIRONA Inc                         | Dentsply Sirona, Inc.                                        | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |    583009 | NS      | $8342858.79   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| HB Fuller Co                                | HB Fuller Co.                                                | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |    306541 | NS      | $17227604.20  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Viasat Inc                                  | Viasat, Inc.                                                 | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |    289293 | NS      | $4753083.99   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Bit Digital Inc                             | Bit Digital, Inc.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    317514 | NS      | $923965.74    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New Jersey Resources Corp                   | New Jersey Resources Corp.                                   | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     61047 | NS      | $2802667.77   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| LSB Industries Inc                          | LSB Industries, Inc.                                         | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |    433501 | NS      | $3350962.73   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Stoneridge Inc                              | Stoneridge, Inc.                                             | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |    175153 | NS      | $1348678.10   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dimensional Holdings Inc.                   | DFA Short Term Investment Fund                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 677209643 | NS      | $677209643.20 | 5.27%             |  |  |  | No            | N/A                | On Loan: No      |
| NetScout Systems Inc                        | NetScout Systems, Inc.                                       | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |    589042 | NS      | $12617279.64  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Superior Group of Cos Inc                   | Superior Group of Cos., Inc.                                 | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |    119567 | NS      | $1153821.55   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Electronics Inc                   | Universal Electronics, Inc.                                  | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |     92363 | NS      | $560643.41    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Simmons First National Corp                 | Simmons First National Corp.                                 | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |    892136 | NS      | $17102247.12  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| SMARTRENT INC                               | SmartRent, Inc.                                              | CUSIP: 83193G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    156830 | NS      | $158398.30    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Finance Of America Cos Inc                  | Finance of America Cos., Inc.                                | CUSIP: 31738L206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7339 | NS      | $158008.67    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Navient Corp                                | Navient Corp.                                                | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |   1158147 | NS      | $14986422.18  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Krispy Kreme Inc                            | Krispy Kreme, Inc.                                           | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    942455 | NS      | $3411687.10   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Steelcase Inc                               | Steelcase, Inc.                                              | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |    698832 | NS      | $7218934.56   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Amedisys Inc                                | Amedisys, Inc.                                               | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |     71846 | NS      | $7084015.60   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Advantage Solutions Inc                     | Advantage Solutions, Inc.                                    | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    625752 | NS      | $857280.24    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nature's Sunshine Products Inc              | Nature's Sunshine Products, Inc.                             | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    123554 | NS      | $1730991.54   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Safety Insurance Group Inc                  | Safety Insurance Group, Inc.                                 | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |    116012 | NS      | $8161444.20   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Corp/VA                           | Universal Corp.                                              | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |    209895 | NS      | $11432980.65  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Perma-Pipe International Holdings Inc       | Perma-Pipe International Holdings, Inc.                      | CUSIP: 714167103<br>LEI: 549300QBMR25XXRKXK93 | Long             | EC               | CORP              | US        |     57068 | NS      | $1264626.88   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Comerica Inc                                | Comerica, Inc.                                               | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |    892098 | NS      | $60279061.86  | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Evolent Health Inc                          | Evolent Health, Inc.                                         | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |    163096 | NS      | $1639114.80   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DoubleVerify Holdings Inc                   | DoubleVerify Holdings, Inc.                                  | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    593920 | NS      | $9098854.40   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| USCB Financial Holdings Inc                 | USCB Financial Holdings, Inc.                                | CUSIP: 90355N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3119 | NS      | $51900.16     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cabot Corp                                  | Cabot Corp.                                                  | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |    111737 | NS      | $8065176.66   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Vera Bradley Inc                            | Vera Bradley, Inc.                                           | CUSIP: 92335C106<br>LEI: 52990005Q6LEJKXO7M51 | Long             | EC               | CORP              | US        |    214175 | NS      | $413357.75    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Meritage Homes Corp                         | Meritage Homes Corp.                                         | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |    504272 | NS      | $33957676.48  | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Fluent Inc                                  | Fluent, Inc.                                                 | CUSIP: 34380C201<br>LEI: 549300P3G8O165ICY429 | Long             | EC               | CORP              | US        |      1541 | NS      | $3528.89      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kulicke & Soffa Industries Inc              | Kulicke & Soffa Industries, Inc.                             | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |    334665 | NS      | $10963625.40  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Tactile Systems Technology Inc              | Tactile Systems Technology, Inc.                             | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |    175626 | NS      | $1752747.48   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Rogers Corp                                 | Rogers Corp.                                                 | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |    140207 | NS      | $9194775.06   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| DXP Enterprises Inc/TX                      | DXP Enterprises, Inc.                                        | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    161754 | NS      | $18320258.04  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Dimensional Holdings Inc.                   | DFA Short Term Investment Fund                               | CUSIP: 233203405<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     18198 | NS      | $18198.00     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Precision BioSciences Inc                   | Precision BioSciences, Inc.                                  | CUSIP: 74019P207<br>LEI: 549300I5QGRS3BLHZH41 | Long             | EC               | CORP              | US        |     22400 | NS      | $106400.00    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hain Celestial Group Inc/The                | Hain Celestial Group, Inc.                                   | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |    445285 | NS      | $699097.45    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| F&G Annuities & Life Inc                    | F&G Annuities & Life, Inc.                                   | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53829 | NS      | $1717683.39   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Western New England Bancorp Inc             | Western New England Bancorp, Inc.                            | CUSIP: 958892101<br>LEI: 549300Y8QE4EI2LP6B42 | Long             | EC               | CORP              | US        |    167335 | NS      | $1782117.75   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Quest Resource Holding Corp                 | Quest Resource Holding Corp.                                 | CUSIP: 74836W203<br>LEI: 54930088J62L2GTB0F58 | Long             | EC               | CORP              | US        |     38088 | NS      | $76556.88     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mirion Technologies Inc                     | Mirion Technologies, Inc.                                    | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |    668166 | NS      | $14933510.10  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Motorcar Parts of America Inc               | Motorcar Parts of America, Inc.                              | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |    144967 | NS      | $1503307.79   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Stratus Properties Inc                      | Stratus Properties, Inc.                                     | CUSIP: 863167201<br>LEI: 5493008I6ZRDZWT8ZZ15 | Long             | EC               | CORP              | US        |     48679 | NS      | $775699.87    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DHT Holdings Inc                            | DHT Holdings, Inc.                                           | CUSIP: 000000000<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | MH        |   1291082 | NS      | $14318099.38  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| AMN Healthcare Services Inc                 | AMN Healthcare Services, Inc.                                | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     26385 | NS      | $483900.90    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Seneca Foods Corp                           | Seneca Foods Corp.                                           | CUSIP: 817070105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       289 | NS      | $30836.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Epsilon Energy Ltd                          | Epsilon Energy Ltd.                                          | CUSIP: 294375209<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     72082 | NS      | $450512.50    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Enhabit Inc                                 | Enhabit, Inc.                                                | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |    381847 | NS      | $2566011.84   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Janus International Group Inc               | Janus International Group, Inc.                              | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    471603 | NS      | $4041637.71   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Arq Inc                                     | Arq, Inc.                                                    | CUSIP: 00770C101<br>LEI: 52990086HRJSW2EZQH40 | Long             | EC               | CORP              | US        |    130006 | NS      | $695532.10    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Viatris Inc                                 | Viatris, Inc.                                                | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |   6493022 | NS      | $56749012.28  | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Howard Hughes Holdings Inc                  | Howard Hughes Holdings, Inc.                                 | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Long             | EC               | CORP              | US        |    354444 | NS      | $24360936.12  | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| EchoStar Corp                               | EchoStar Corp.                                               | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     45089 | NS      | $1469450.51   | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| EXPRO GROUP HOLDINGS NV                     | Expro Group Holdings NV                                      | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | NL        |    767134 | NS      | $8269704.52   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Relay Therapeutics Inc                      | Relay Therapeutics, Inc.                                     | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    515847 | NS      | $1815781.44   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Star Holdings                               | Star Holdings                                                | CUSIP: 85512G106<br>LEI: 549300NXTGWF12PTMW64 | Long             | EC               | CORP              | US        |     70287 | NS      | $505363.53    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| V2X Inc                                     | V2X, Inc.                                                    | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    171629 | NS      | $8131782.02   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Simulations Plus Inc                        | Simulations Plus, Inc.                                       | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60101 | NS      | $782515.02    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Sight Sciences Inc                          | Sight Sciences, Inc.                                         | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5112 | NS      | $17022.96     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Entrada Therapeutics Inc                    | Entrada Therapeutics, Inc.                                   | CUSIP: 29384C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51657 | NS      | $303743.16    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Business Financial Services Inc       | First Business Financial Services, Inc.                      | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |     76778 | NS      | $3656168.36   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Live Oak Bancshares Inc                     | Live Oak Bancshares, Inc.                                    | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    214055 | NS      | $6766278.55   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Kura Oncology Inc                           | Kura Oncology, Inc.                                          | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |     35157 | NS      | $212699.85    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bumble Inc                                  | Bumble, Inc.                                                 | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    713954 | NS      | $5554562.12   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| REX American Resources Corp                 | REX American Resources Corp.                                 | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    165108 | NS      | $8631846.24   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Eastern Bankshares Inc                      | Eastern Bankshares, Inc.                                     | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |   1226234 | NS      | $18945315.30  | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Central Garden & Pet Co                     | Central Garden & Pet Co.                                     | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |    405800 | NS      | $14414016.00  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Mexco Energy Corp                           | Mexco Energy Corp.                                           | CUSIP: 592770101<br>LEI: 5493008QUKSJK9IE4453 | Long             | EC               | CORP              | US        |      1995 | NS      | $16458.75     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Broadband Corp                      | Liberty Broadband Corp.                                      | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |    738525 | NS      | $45286353.00  | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Amkor Technology Inc                        | Amkor Technology, Inc.                                       | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |   1783995 | NS      | $40246927.20  | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Jones Lang LaSalle Inc                      | Jones Lang LaSalle, Inc.                                     | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |    115571 | NS      | $31245775.56  | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Meridian Corp                               | Meridian Corp.                                               | CUSIP: 58958P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41334 | NS      | $608849.82    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Jackson Financial Inc                       | Jackson Financial, Inc.                                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |    560436 | NS      | $49071776.16  | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Mercury General Corp                        | Mercury General Corp.                                        | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |    395152 | NS      | $27364276.00  | 0.21%             |  |  |  | No            | 1                  | On Loan: —       |
| EnerSys                                     | EnerSys                                                      | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |    249620 | NS      | $23057399.40  | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| International Bancshares Corp               | International Bancshares Corp.                               | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |    597004 | NS      | $40703732.72  | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Cerence Inc                                 | Cerence, Inc.                                                | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |    111420 | NS      | $958212.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Metallus Inc                                | Metallus, Inc.                                               | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |    340540 | NS      | $5380532.00   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Duluth Holdings Inc                         | Duluth Holdings, Inc.                                        | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |    202526 | NS      | $425304.60    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sensata Technologies Holding PLC            | Sensata Technologies Holding PLC                             | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |   1079892 | NS      | $33217477.92  | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Haverty Furniture Cos Inc                   | Haverty Furniture Cos., Inc.                                 | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |    128774 | NS      | $2656607.62   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| WideOpenWest Inc                            | WideOpenWest, Inc.                                           | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |    131801 | NS      | $444169.37    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Preformed Line Products Co                  | Preformed Line Products Co.                                  | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |     46079 | NS      | $7111372.07   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Old National Bancorp/IN                     | Old National Bancorp                                         | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |   2321423 | NS      | $49005239.53  | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Pathward Financial Inc                      | Pathward Financial, Inc.                                     | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |    133778 | NS      | $10116961.25  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Northeast Community Bancorp Inc             | Northeast Community Bancorp, Inc.                            | CUSIP: 664121100<br>LEI: 5493007BRYL8596Q9L26 | Long             | EC               | CORP              | US        |     51852 | NS      | $1071262.32   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Inogen Inc                                  | Inogen, Inc.                                                 | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |    202586 | NS      | $1278317.66   | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Omnicell Inc                                | Omnicell, Inc.                                               | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |    284732 | NS      | $8829539.32   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Univest Financial Corp                      | Univest Financial Corp.                                      | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |    331684 | NS      | $9565766.56   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Mistras Group Inc                           | Mistras Group, Inc.                                          | CUSIP: 60649T107<br>LEI: 5493000CMNXVLND3FU73 | Long             | EC               | CORP              | US        |    226702 | NS      | $1800013.88   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| American Coastal Insurance Corp             | American Coastal Insurance Corp.                             | CUSIP: 910710102<br>LEI: 5299002P9105LJQA8G51 | Long             | EC               | CORP              | US        |     43849 | NS      | $456468.09    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Avient Corp                                 | Avient Corp.                                                 | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |    620618 | NS      | $19592910.26  | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Solo Brands Inc                             | Solo Brands, Inc.                                            | CUSIP: 83425V203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7 | NS      | $103.46       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AMC Networks Inc                            | AMC Networks, Inc.                                           | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |    243657 | NS      | $1459505.43   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| VSE Corp                                    | VSE Corp.                                                    | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |    132449 | NS      | $20733566.46  | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| Nicolet Bankshares Inc                      | Nicolet Bankshares, Inc.                                     | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103993 | NS      | $13415097.00  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Goodyear Tire & Rubber Co/The               | Goodyear Tire & Rubber Co.                                   | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |   2028152 | NS      | $20849402.56  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Molson Coors Beverage Co                    | Molson Coors Beverage Co.                                    | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |   1395693 | NS      | $67998162.96  | 0.53%             |  |  |  | No            | 1                  | On Loan: —       |
| Taylor Devices Inc                          | Taylor Devices, Inc.                                         | CUSIP: 877163105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16348 | NS      | $737294.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Kelly Services Inc                          | Kelly Services, Inc.                                         | CUSIP: 488152208<br>LEI: 25490035B2ZPL6RM1974 | Long             | EC               | CORP              | US        |    258169 | NS      | $3162570.25   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Synaptics Inc                               | Synaptics, Inc.                                              | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |    168789 | NS      | $10583070.30  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Prestige Consumer Healthcare Inc            | Prestige Consumer Healthcare, Inc.                           | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    234414 | NS      | $17334915.30  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Caribou Biosciences Inc                     | Caribou Biosciences, Inc.                                    | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    386510 | NS      | $784615.30    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Core Natural Resources Inc                  | Core Natural Resources, Inc.                                 | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |    335487 | NS      | $24762295.47  | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Vistagen Therapeutics Inc                   | Vistagen Therapeutics, Inc.                                  | CUSIP: 92840H400<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11660 | NS      | $33464.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Savings Financial Group Inc           | First Savings Financial Group, Inc.                          | CUSIP: 33621E109<br>LEI: 549300BD6X6E6468JI14 | Long             | EC               | CORP              | US        |      5315 | NS      | $135957.70    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BrightSpring Health Services Inc            | BrightSpring Health Services, Inc.                           | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89583 | NS      | $1849888.95   | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Gibraltar Industries Inc                    | Gibraltar Industries, Inc.                                   | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    238978 | NS      | $15779717.34  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Oceaneering International Inc               | Oceaneering International, Inc.                              | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |    353459 | NS      | $7670060.30   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Magnachip Semiconductor Corp                | Magnachip Semiconductor Corp.                                | CUSIP: 55933J203<br>LEI: 529900P54J1ATLRBUV29 | Long             | EC               | CORP              | US        |    286475 | NS      | $1174547.50   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Friedman Industries Inc                     | Friedman Industries, Inc.                                    | CUSIP: 358435105<br>LEI: 549300VI5ADYNC8C3G47 | Long             | EC               | CORP              | US        |     71065 | NS      | $1077345.40   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JAKKS Pacific Inc                           | JAKKS Pacific, Inc.                                          | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |     81678 | NS      | $1446517.38   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mayville Engineering Co Inc                 | Mayville Engineering Co., Inc.                               | CUSIP: 578605107<br>LEI: 9845008D43E42A7FC362 | Long             | EC               | CORP              | US        |    148464 | NS      | $2489741.28   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ferroglobe PLC                              | Ferroglobe PLC                                               | CUSIP: 000000000<br>LEI: 2138005GCFJACFTZUD90 | Long             | EC               | CORP              | GB        |    320734 | NS      | $1356704.82   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Scorpio Tankers Inc                         | Scorpio Tankers, Inc.                                        | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |    404504 | NS      | $18287625.84  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Carter Bankshares Inc                       | Carter Bankshares, Inc.                                      | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    159290 | NS      | $2768460.20   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Lionsgate Studios Corp                      | Lionsgate Studios Corp.                                      | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     86077 | NS      | $509575.84    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NBT Bancorp Inc                             | NBT Bancorp, Inc.                                            | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    380903 | NS      | $15761766.14  | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Bel Fuse Inc                                | Bel Fuse, Inc.                                               | CUSIP: 077347201<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |      2784 | NS      | $318851.52    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Yelp Inc                                    | Yelp, Inc.                                                   | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |    231055 | NS      | $7955223.65   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| OptimumBank Holdings Inc                    | OptimumBank Holdings, Inc.                                   | CUSIP: 68401P403<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28972 | NS      | $130374.00    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BioLife Solutions Inc                       | BioLife Solutions, Inc.                                      | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |      6587 | NS      | $140039.62    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Anika Therapeutics Inc                      | Anika Therapeutics, Inc.                                     | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |    112337 | NS      | $927341.94    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Associated Capital Group Inc                | Associated Capital Group, Inc.                               | CUSIP: 045528106<br>LEI: 549300FBGXGSSUE01W24 | Long             | EC               | CORP              | US        |     18218 | NS      | $674430.36    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RF Industries Ltd                           | RF Industries Ltd.                                           | CUSIP: 749552105<br>LEI: 529900MVE73NJ5FHP926 | Long             | EC               | CORP              | US        |     32903 | NS      | $271120.72    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Revvity Inc                                 | Revvity, Inc.                                                | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |    247178 | NS      | $21726946.20  | 0.17%             |  |  |  | No            | 1                  | On Loan: —       |
| Richmond Mutual BanCorp Inc                 | Richmond Mutual BanCorp, Inc.                                | CUSIP: 76525P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6765 | NS      | $93627.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Enpro Inc                                   | Enpro, Inc.                                                  | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |    153058 | NS      | $32511049.78  | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Bowman Consulting Group Ltd                 | Bowman Consulting Group Ltd.                                 | CUSIP: 103002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40148 | NS      | $1392332.64   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ashland Inc                                 | Ashland, Inc.                                                | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |    361359 | NS      | $18631670.04  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| ManpowerGroup Inc                           | ManpowerGroup, Inc.                                          | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |    341396 | NS      | $14082585.00  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Pacira BioSciences Inc                      | Pacira BioSciences, Inc.                                     | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    213238 | NS      | $4497189.42   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Urban One Inc                               | Urban One, Inc.                                              | CUSIP: 91705J204<br>LEI: 549300PLGIGPBRQUP240 | Long             | EC               | CORP              | US        |     93199 | NS      | $60812.35     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Northeast Bank                              | Northeast Bank                                               | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |     63970 | NS      | $6343904.90   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Optical Cable Corp                          | Optical Cable Corp.                                          | CUSIP: 683827208<br>LEI: 529900VDFC1HM862HG67 | Long             | EC               | CORP              | US        |     60578 | NS      | $271389.44    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Global Ltd                          | Liberty Global Ltd.                                          | CUSIP: 000000000<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               | CORP              | BM        |   1152403 | NS      | $11547078.06  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Reinsurance Group of America Inc            | Reinsurance Group of America, Inc.                           | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |    168012 | NS      | $32333909.40  | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Miller Industries Inc/TN                    | Miller Industries, Inc.                                      | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |     93654 | NS      | $3816400.50   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ecovyst Inc                                 | Ecovyst, Inc.                                                | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    861700 | NS      | $7419237.00   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| First Merchants Corp                        | First Merchants Corp.                                        | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |    414569 | NS      | $15803370.28  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Ennis Inc                                   | Ennis, Inc.                                                  | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    238930 | NS      | $4252954.00   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Walker & Dunlop Inc                         | Walker & Dunlop, Inc.                                        | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    203989 | NS      | $15301214.89  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Flotek Industries Inc                       | Flotek Industries, Inc.                                      | CUSIP: 343389409<br>LEI: 549300TF60OEK4FPPC44 | Long             | EC               | CORP              | US        |     55115 | NS      | $664135.75    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bassett Furniture Industries Inc            | Bassett Furniture Industries, Inc.                           | CUSIP: 070203104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86728 | NS      | $1372036.96   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JetBlue Airways Corp                        | JetBlue Airways Corp.                                        | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |   2656760 | NS      | $11796014.40  | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Orion Group Holdings Inc                    | Orion Group Holdings, Inc.                                   | CUSIP: 68628V308<br>LEI: 549300KBVXPV9Q3CT222 | Long             | EC               | CORP              | US        |    283811 | NS      | $2103039.51   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Pioneer Bancorp Inc/NY                      | Pioneer Bancorp, Inc.                                        | CUSIP: 723561106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29023 | NS      | $356112.21    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| eGain Corp                                  | eGain Corp.                                                  | CUSIP: 28225C806<br>LEI: 25490048ASFEJOENUI20 | Long             | EC               | CORP              | US        |    132764 | NS      | $820481.52    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Solid Biosciences Inc                       | Solid Biosciences, Inc.                                      | CUSIP: 83422E204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10816 | NS      | $73981.44     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Global Industrial Co                        | Global Industrial Co.                                        | CUSIP: 37892E102<br>LEI: 5493000GO8Z3HEWCGE46 | Long             | EC               | CORP              | US        |      4731 | NS      | $161137.86    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Catalyst Pharmaceuticals Inc                | Catalyst Pharmaceuticals, Inc.                               | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     11827 | NS      | $252269.91    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Terex Corp                                  | Terex Corp.                                                  | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |    514866 | NS      | $26186084.76  | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Target Hospitality Corp                     | Target Hospitality Corp.                                     | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120943 | NS      | $917957.37    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sphere Entertainment Co                     | Sphere Entertainment Co.                                     | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | EC               | CORP              | US        |    231847 | NS      | $9981013.35   | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Luxfer Holdings PLC                         | Luxfer Holdings PLC                                          | CUSIP: 000000000<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | GB        |    171102 | NS      | $2056646.04   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Southern Missouri Bancorp Inc               | Southern Missouri Bancorp, Inc.                              | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76358 | NS      | $4130204.22   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ranpak Holdings Corp                        | Ranpak Holdings Corp.                                        | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               | CORP              | US        |    463482 | NS      | $1691709.30   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Xperi Inc                                   | Xperi, Inc.                                                  | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    319917 | NS      | $1925900.34   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Zymeworks Inc                               | Zymeworks, Inc.                                              | CUSIP: 98985Y108<br>LEI: 894500AHOYAGYLYZJL67 | Long             | EC               | CORP              | US        |      1193 | NS      | $14984.08     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Talos Energy Inc                            | Talos Energy, Inc.                                           | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |   1311063 | NS      | $11209588.65  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Paysafe Ltd                                 | Paysafe Ltd.                                                 | CUSIP: 000000000<br>LEI: 2138003K6PVDCI5TBN11 | Long             | EC               | CORP              | BM        |    360176 | NS      | $4376138.40   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Customers Bancorp Inc                       | Customers Bancorp, Inc.                                      | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |    246050 | NS      | $15685687.50  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Health Services Inc               | Universal Health Services, Inc.                              | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |    218383 | NS      | $36349850.35  | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Flagstar Financial Inc                      | Flagstar Financial, Inc.                                     | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |      9641 | NS      | $108846.89    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ConnectOne Bancorp Inc                      | ConnectOne Bancorp, Inc.                                     | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |    366722 | NS      | $8445607.66   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Myriad Genetics Inc                         | Myriad Genetics, Inc.                                        | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |    172164 | NS      | $661109.76    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| OFG Bancorp                                 | OFG Bancorp                                                  | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |    439706 | NS      | $18740269.72  | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| CSP Inc                                     | CSP, Inc.                                                    | CUSIP: 126389105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18384 | NS      | $188619.84    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBB Bancorp                                 | RBB Bancorp                                                  | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |    127454 | NS      | $2308191.94   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| First Bancorp Inc/The                       | First Bancorp, Inc.                                          | CUSIP: 31866P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78661 | NS      | $1983043.81   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Harmonic Inc                                | Harmonic, Inc.                                               | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |    306711 | NS      | $2610110.61   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Cushman & Wakefield PLC                     | Cushman & Wakefield PLC                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   1679691 | NS      | $20475433.29  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Flanigan's Enterprises Inc                  | Flanigan's Enterprises, Inc.                                 | CUSIP: 338517105<br>LEI: 3SQB3XBDRJL87DZJOO94 | Long             | EC               | CORP              | US        |      3498 | NS      | $111936.00    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| C&F Financial Corp                          | C&F Financial Corp.                                          | CUSIP: 12466Q104<br>LEI: 549300VFPAZLNS1R0361 | Long             | EC               | CORP              | US        |     22203 | NS      | $1417661.55   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Permian Resources Corp                      | Permian Resources Corp.                                      | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |   5071240 | NS      | $71808758.40  | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| Calavo Growers Inc                          | Calavo Growers, Inc.                                         | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    130558 | NS      | $3433675.40   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Vestis Corp                                 | Vestis Corp.                                                 | CUSIP: 29430C102<br>LEI: 254900QDW0TA2TMFAP59 | Long             | EC               | CORP              | US        |    817520 | NS      | $4954171.20   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Harvard Bioscience Inc                      | Harvard Bioscience, Inc.                                     | CUSIP: 416906105<br>LEI: 549300VLGB1D47GGC642 | Long             | EC               | CORP              | US        |    127502 | NS      | $59377.68     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Flexsteel Industries Inc                    | Flexsteel Industries, Inc.                                   | CUSIP: 339382103<br>LEI: 894500J5Y3ZZOOJXXN24 | Long             | EC               | CORP              | US        |     40142 | NS      | $1365229.42   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LiveRamp Holdings Inc                       | LiveRamp Holdings, Inc.                                      | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |    458837 | NS      | $15059030.34  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| 8x8 Inc                                     | 8x8, Inc.                                                    | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |    339913 | NS      | $659431.22    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Rafael Holdings Inc                         | Rafael Holdings, Inc.                                        | CUSIP: 75062E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13499 | NS      | $22813.31     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Powerfleet Inc NJ                           | Powerfleet, Inc. NJ                                          | CUSIP: 73931J109<br>LEI: 2549007NKEFPYEH4MF81 | Long             | EC               | CORP              | US        |    322420 | NS      | $1309025.20   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CEVA Inc                                    | CEVA, Inc.                                                   | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |     36751 | NS      | $785368.87    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Crescent Energy Co                          | Crescent Energy Co.                                          | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1519400 | NS      | $14039256.00  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Nexa Resources SA                           | Nexa Resources SA                                            | CUSIP: 000000000<br>LEI: 549300QRMRHM7GAU7L47 | Long             | EC               | CORP              | LU        |     80174 | NS      | $388042.16    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oramed Pharmaceuticals Inc                  | Oramed Pharmaceuticals, Inc.                                 | CUSIP: 68403P203<br>LEI: 5299006K52ZIIGQJ6R84 | Long             | EC               | CORP              | US        |     13879 | NS      | $29839.85     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Custom Truck One Source Inc                 | Custom Truck One Source, Inc.                                | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    590652 | NS      | $3656135.88   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Hingham Institution For Savings The         | Hingham Institution For Savings                              | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |      4157 | NS      | $1017966.16   | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Oil States International Inc                | Oil States International, Inc.                               | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |    456949 | NS      | $2280175.51   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Diamond Hill Investment Group Inc           | Diamond Hill Investment Group, Inc.                          | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |      1518 | NS      | $205795.26    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Everest Group Ltd                           | Everest Group Ltd.                                           | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |     14422 | NS      | $4842907.60   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Mesa Laboratories Inc                       | Mesa Laboratories, Inc.                                      | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |      1220 | NS      | $93305.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Culp Inc                                    | Culp, Inc.                                                   | CUSIP: 230215105<br>LEI: 549300BIJZDD8EVS1U89 | Long             | EC               | CORP              | US        |     90859 | NS      | $386150.75    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alithya Group Inc                           | Alithya Group, Inc.                                          | CUSIP: 01643B106<br>LEI: 549300KFFXPJJY1FDW42 | Long             | EC               | CORP              | CA        |     17314 | NS      | $29953.22     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Great Southern Bancorp Inc                  | Great Southern Bancorp, Inc.                                 | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |    107469 | NS      | $6119284.86   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Old Market Capital Corp                     | Old Market Capital Corp.                                     | CUSIP: 65373A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43400 | NS      | $249984.00    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Resources Connection Inc                    | Resources Connection, Inc.                                   | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    256675 | NS      | $1298775.50   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Park National Corp                          | Park National Corp.                                          | CUSIP: 700658107<br>LEI: 984500Q3E941TDF87712 | Long             | EC               | CORP              | US        |     52882 | NS      | $8560009.34   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| HF Foods Group Inc                          | HF Foods Group, Inc.                                         | CUSIP: 40417F109<br>LEI: 54930040ARMFXM6CL697 | Long             | EC               | CORP              | US        |     97909 | NS      | $265333.39    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Green Plains Inc                            | Green Plains, Inc.                                           | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |    284409 | NS      | $2352062.43   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Universal Insurance Holdings Inc            | Universal Insurance Holdings, Inc.                           | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |    220152 | NS      | $5204393.28   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Hooker Furnishings Corp                     | Hooker Furnishings Corp.                                     | CUSIP: 439038100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81129 | NS      | $766669.05    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| OraSure Technologies Inc                    | OraSure Technologies, Inc.                                   | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |    632892 | NS      | $2012596.56   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Columbia Banking System Inc                 | Columbia Banking System, Inc.                                | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1042627 | NS      | $24814522.60  | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Media Corp-Liberty Live             | Liberty Media Corp.-Liberty Live                             | CUSIP: 531229748<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7325 | NS      | $599185.00    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Teladoc Health Inc                          | Teladoc Health, Inc.                                         | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |   1314386 | NS      | $9476723.06   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Blade Air Mobility Inc                      | Blade Air Mobility, Inc.                                     | CUSIP: 092667104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    526295 | NS      | $2099917.05   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| WSFS Financial Corp                         | WSFS Financial Corp.                                         | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |    461271 | NS      | $25296101.64  | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Methode Electronics Inc                     | Methode Electronics, Inc.                                    | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |    258179 | NS      | $1693654.24   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ultralife Corp                              | Ultralife Corp.                                              | CUSIP: 903899102<br>LEI: 529900NVAFLKA00F3U05 | Long             | EC               | CORP              | US        |    133967 | NS      | $1067716.99   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| OceanFirst Financial Corp                   | OceanFirst Financial Corp.                                   | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    418270 | NS      | $7018570.60   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Investors Title Co                          | Investors Title Co.                                          | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13443 | NS      | $2839430.46   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| OptimizeRx Corp                             | OptimizeRx Corp.                                             | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61561 | NS      | $776899.82    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Dole PLC                                    | Dole PLC                                                     | CUSIP: 000000000<br>LEI: 635400JUG5XJXOPPJJ47 | Long             | EC               | CORP              | IE        |    549247 | NS      | $7821277.28   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Forestar Group Inc                          | Forestar Group, Inc.                                         | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |    368619 | NS      | $9141751.20   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Owens Corning                               | Owens Corning                                                | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |    259677 | NS      | $36206764.11  | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Seaboard Corp                               | Seaboard Corp.                                               | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |      6428 | NS      | $20358633.04  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Aramark                                     | Aramark                                                      | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |    469666 | NS      | $19988984.96  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| 908 Devices Inc                             | 908 Devices, Inc.                                            | CUSIP: 65443P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    127688 | NS      | $836356.40    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Parke Bancorp Inc                           | Parke Bancorp, Inc.                                          | CUSIP: 700885106<br>LEI: 5493000JF1TWXVD0CR78 | Long             | EC               | CORP              | US        |     80286 | NS      | $1657905.90   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SmartFinancial Inc                          | SmartFinancial, Inc.                                         | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112704 | NS      | $3861239.04   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| First American Financial Corp               | First American Financial Corp.                               | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |    698681 | NS      | $41955794.05  | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| VirTra Inc                                  | VirTra, Inc.                                                 | CUSIP: 92827K301<br>LEI: 549300BGHL1PW2M7IZ13 | Long             | EC               | CORP              | US        |     52044 | NS      | $368991.96    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TrueCar Inc                                 | TrueCar, Inc.                                                | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |    427208 | NS      | $781790.64    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Aware Inc/MA                                | Aware, Inc.                                                  | CUSIP: 05453N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88586 | NS      | $187802.32    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Olin Corp                                   | Olin Corp.                                                   | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |    812625 | NS      | $15391117.50  | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Sage Therapeutics Inc                       | Sage Therapeutics, Inc.                                      | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |    128503 | NS      | $1115406.04   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Taitron Components Inc                      | Taitron Components, Inc.                                     | CUSIP: 874028103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17671 | NS      | $38346.07     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hub Group Inc                               | Hub Group, Inc.                                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    487592 | NS      | $17075471.84  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Movado Group Inc                            | Movado Group, Inc.                                           | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |    122217 | NS      | $1895585.67   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fundamental Global Inc                      | Fundamental Global, Inc.                                     | CUSIP: 30329Y304<br>LEI: 529900IAONJSUGEMU993 | Long             | EC               | CORP              | US        |      2004 | NS      | $41663.16     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Polaris Inc                                 | Polaris, Inc.                                                | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     54964 | NS      | $2908145.24   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Affiliated Managers Group Inc               | Affiliated Managers Group, Inc.                              | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      6948 | NS      | $1458176.76   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Asure Software Inc                          | Asure Software, Inc.                                         | CUSIP: 04649U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    189000 | NS      | $1833300.00   | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Associated Banc-Corp                        | Associated Banc-Corp.                                        | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |   1282516 | NS      | $31729445.84  | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Dun & Bradstreet Holdings Inc               | Dun & Bradstreet Holdings, Inc.                              | CUSIP: 26484T106<br>LEI: 254900LNALVKD1ZX7U27 | Long             | EC               | CORP              | US        |   3339339 | NS      | $30387984.90  | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Hennessy Advisors Inc                       | Hennessy Advisors, Inc.                                      | CUSIP: 425885100<br>LEI: 549300OM5HCSFZO7FR31 | Long             | EC               | CORP              | US        |      3114 | NS      | $38800.44     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Omnicom Group Inc                           | Omnicom Group, Inc.                                          | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     88551 | NS      | $6380099.55   | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| American Outdoor Brands Inc                 | American Outdoor Brands, Inc.                                | CUSIP: 02875D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    114681 | NS      | $1079148.21   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Under Armour Inc                            | Under Armour, Inc.                                           | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |   1557218 | NS      | $9810473.40   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| LifeStance Health Group Inc                 | LifeStance Health Group, Inc.                                | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    684260 | NS      | $2723354.80   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Finwise Bancorp                             | Finwise Bancorp                                              | CUSIP: 31813A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4384 | NS      | $78342.08     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CB Financial Services Inc                   | CB Financial Services, Inc.                                  | CUSIP: 12479G101<br>LEI: 549300JEGYKCDOBSG664 | Long             | EC               | CORP              | US        |      2041 | NS      | $64607.86     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NL Industries Inc                           | NL Industries, Inc.                                          | CUSIP: 629156407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    183136 | NS      | $1129949.12   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Definitive Healthcare Corp                  | Definitive Healthcare Corp.                                  | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    344294 | NS      | $1342746.60   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Gentherm Inc                                | Gentherm, Inc.                                               | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |    195491 | NS      | $6263531.64   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Capri Holdings Ltd                          | Capri Holdings Ltd.                                          | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |    193181 | NS      | $3513962.39   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Caesars Entertainment Inc                   | Caesars Entertainment, Inc.                                  | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |    152897 | NS      | $4079291.96   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Bread Financial Holdings Inc                | Bread Financial Holdings, Inc.                               | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |    378727 | NS      | $23215965.10  | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| OMNIAB INC                                  | OmniAb, Inc.                                                 | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10236 | NS      | $0.00         | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| MillerKnoll Inc                             | MillerKnoll, Inc.                                            | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |    498872 | NS      | $9468590.56   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Meridianlink Inc                            | Meridianlink, Inc.                                           | CUSIP: 58985J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40067 | NS      | $640270.66    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LENSAR Inc                                  | LENSAR, Inc.                                                 | CUSIP: 52634L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57837 | NS      | $745518.93    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cohu Inc                                    | Cohu, Inc.                                                   | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |    368657 | NS      | $6584214.02   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Espey Mfg. & Electronics Corp               | Espey Mfg. & Electronics Corp.                               | CUSIP: 296650104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14746 | NS      | $648824.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Tourmaline Bio Inc                          | Tourmaline Bio, Inc.                                         | CUSIP: 89157D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7402 | NS      | $163806.26    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Coty Inc                                    | Coty, Inc.                                                   | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    520638 | NS      | $2525094.30   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Transocean Ltd                              | Transocean Ltd.                                              | CUSIP: 000000000<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | CH        |   5870230 | NS      | $17141071.60  | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Prosperity Bancshares Inc                   | Prosperity Bancshares, Inc.                                  | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    675112 | NS      | $44975961.44  | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| PetMed Express Inc                          | PetMed Express, Inc.                                         | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |    120821 | NS      | $376961.52    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Greenbrier Cos Inc/The                      | Greenbrier Cos., Inc.                                        | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |    250960 | NS      | $11418680.00  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Vital Energy Inc                            | Vital Energy, Inc.                                           | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |    116994 | NS      | $2186617.86   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Lithia Motors Inc                           | Lithia Motors, Inc.                                          | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |    197965 | NS      | $57013920.00  | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Helen of Troy Ltd                           | Helen of Troy Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    105254 | NS      | $2313482.92   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Select Medical Holdings Corp                | Select Medical Holdings Corp.                                | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    616983 | NS      | $9125178.57   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Franklin Electric Co Inc                    | Franklin Electric Co., Inc.                                  | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      4145 | NS      | $389422.75    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Teekay Corp Ltd                             | Teekay Corp. Ltd.                                            | CUSIP: 000000000<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |    672713 | NS      | $4843533.60   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Pathfinder Bancorp Inc                      | Pathfinder Bancorp, Inc.                                     | CUSIP: 70319R109<br>LEI: 549300OE0R516BNKW235 | Long             | EC               | CORP              | US        |       806 | NS      | $11791.78     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| B&G Foods Inc                               | B&G Foods, Inc.                                              | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |    577218 | NS      | $2366593.80   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| GoodRx Holdings Inc                         | GoodRx Holdings, Inc.                                        | CUSIP: 38246G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    463508 | NS      | $2220203.32   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Mosaic Co/The                               | Mosaic Co.                                                   | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |   2181583 | NS      | $78558803.83  | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| First Horizon Corp                          | First Horizon Corp.                                          | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |   3817933 | NS      | $83269118.73  | 0.65%             |  |  |  | No            | 1                  | On Loan: No      |
| Frequency Electronics Inc                   | Frequency Electronics, Inc.                                  | CUSIP: 358010106<br>LEI: 549300S56SO2JB5JBE31 | Long             | EC               | CORP              | US        |     55155 | NS      | $1467123.00   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nordic American Tankers Ltd                 | Nordic American Tankers Ltd.                                 | CUSIP: 000000000<br>LEI: 213800W4T8AMPKIPIU94 | Long             | EC               | CORP              | BM        |   1552309 | NS      | $4330942.11   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| eHealth Inc                                 | eHealth, Inc.                                                | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |    205603 | NS      | $699050.20    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Qorvo Inc                                   | Qorvo, Inc.                                                  | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      8951 | NS      | $748303.60    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Willdan Group Inc                           | Willdan Group, Inc.                                          | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |     21109 | NS      | $1800597.70   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Tootsie Roll Industries Inc                 | Tootsie Roll Industries, Inc.                                | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |     95303 | NS      | $3614842.79   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Celanese Corp                               | Celanese Corp.                                               | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     23501 | NS      | $1227457.23   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Invesco Ltd                                 | Invesco Ltd.                                                 | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |   3072948 | NS      | $64562637.48  | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Under Armour Inc                            | Under Armour, Inc.                                           | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |   1528904 | NS      | $10151922.56  | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Blue Ridge Bankshares Inc                   | Blue Ridge Bankshares, Inc.                                  | CUSIP: 095825105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61328 | NS      | $225073.76    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Granite Construction Inc                    | Granite Construction, Inc.                                   | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |    112199 | NS      | $10599439.53  | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Kaiser Aluminum Corp                        | Kaiser Aluminum Corp.                                        | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116958 | NS      | $9042022.98   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| United Bancorp Inc/OH                       | United Bancorp, Inc.                                         | CUSIP: 909911109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4772 | NS      | $67094.32     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PAMT CORP                                   | PAMT Corp.                                                   | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    141485 | NS      | $1603025.05   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| First Mid Bancshares Inc                    | First Mid Bancshares, Inc.                                   | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    154312 | NS      | $5859226.64   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| JW Mays Inc                                 | JW Mays, Inc.                                                | CUSIP: 578473100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       126 | NS      | $5036.22      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Erasca Inc                                  | Erasca, Inc.                                                 | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59354 | NS      | $83985.91     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vanda Pharmaceuticals Inc                   | Vanda Pharmaceuticals, Inc.                                  | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |    444716 | NS      | $1894490.16   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| National Vision Holdings Inc                | National Vision Holdings, Inc.                               | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |    579792 | NS      | $14065753.92  | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Worthington Enterprises Inc                 | Worthington Enterprises, Inc.                                | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |    341607 | NS      | $21169385.79  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| AGCO Corp                                   | AGCO Corp.                                                   | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |    456098 | NS      | $53805881.06  | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Oak Valley Bancorp                          | Oak Valley Bancorp                                           | CUSIP: 671807105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15739 | NS      | $419444.35    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BILL Holdings Inc                           | Bill Holdings, Inc.                                          | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |    546151 | NS      | $23402570.35  | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| TD SYNNEX Corp                              | TD SYNNEX Corp.                                              | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |    630395 | NS      | $91022734.05  | 0.71%             |  |  |  | No            | 1                  | On Loan: —       |
| Bristow Group Inc                           | Bristow Group, Inc.                                          | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |    210415 | NS      | $7274046.55   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| First Western Financial Inc                 | First Western Financial, Inc.                                | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               | CORP              | US        |     52262 | NS      | $1131210.99   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Herc Holdings Inc                           | Herc Holdings, Inc.                                          | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |     77336 | NS      | $9033618.16   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Supernus Pharmaceuticals Inc                | Supernus Pharmaceuticals, Inc.                               | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |    446671 | NS      | $15678152.10  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Natural Grocers by Vitamin Cottage Inc      | Natural Grocers by Vitamin Cottage, Inc.                     | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |    112629 | NS      | $4267512.81   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Air Lease Corp                              | Air Lease Corp.                                              | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |    930570 | NS      | $51553578.00  | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Unifi Inc                                   | Unifi, Inc.                                                  | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |    136663 | NS      | $620450.02    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Winnebago Industries Inc                    | Winnebago Industries, Inc.                                   | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |    220476 | NS      | $6552546.72   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Lear Corp                                   | Lear Corp.                                                   | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |    388602 | NS      | $36641282.58  | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| FVCBankcorp Inc                             | FVCBankcorp, Inc.                                            | CUSIP: 36120Q101<br>LEI: 549300MSW6NY44KG3397 | Long             | EC               | CORP              | US        |     55112 | NS      | $705984.72    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| West BanCorp Inc                            | West BanCorp, Inc.                                           | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |    114387 | NS      | $2057822.13   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Telephone and Data Systems Inc              | Telephone & Data Systems, Inc.                               | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    783985 | NS      | $30606774.40  | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Clearfield Inc                              | Clearfield, Inc.                                             | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |     32453 | NS      | $1421765.93   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Graphic Packaging Holding Co                | Graphic Packaging Holding Co.                                | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1354153 | NS      | $30278861.08  | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Lifevantage Corp                            | Lifevantage Corp.                                            | CUSIP: 53222K205<br>LEI: 5493001Z5YYT109QZ980 | Long             | EC               | CORP              | US        |       358 | NS      | $4492.90      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Axalta Coating Systems Ltd                  | Axalta Coating Systems Ltd.                                  | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |     99865 | NS      | $2828176.80   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                 | Future                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       390 | NC      | $1286098.99   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| California Resources Corp                   | California Resources Corp.                                   | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |    504830 | NS      | $24322709.40  | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Amalgamated Financial Corp                  | Amalgamated Financial Corp.                                  | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    215076 | NS      | $6235053.24   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| National Energy Services Reunited Corp      | National Energy Services Reunited Corp.                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     17755 | NS      | $118425.85    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Investar Holding Corp                       | Investar Holding Corp.                                       | CUSIP: 46134L105<br>LEI: 54930001EK2YM28LOJ08 | Long             | EC               | CORP              | US        |     57382 | NS      | $1245189.40   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Hope Bancorp Inc                            | Hope Bancorp, Inc.                                           | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |    939184 | NS      | $9382448.16   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Triumph Financial Inc                       | Triumph Financial, Inc.                                      | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |    118401 | NS      | $6715704.72   | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| ZoomInfo Technologies Inc                   | ZoomInfo Technologies, Inc.                                  | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Long             | EC               | CORP              | US        |   1467380 | NS      | $15891725.40  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Globant SA                                  | Globant SA                                                   | CUSIP: 000000000<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               | CORP              | LU        |      8723 | NS      | $734999.98    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Alector Inc                                 | Alector, Inc.                                                | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |      8530 | NS      | $12709.70     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Agios Pharmaceuticals Inc                   | Agios Pharmaceuticals, Inc.                                  | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |     76617 | NS      | $2851684.74   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Southside Bancshares Inc                    | Southside Bancshares, Inc.                                   | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |    209559 | NS      | $6169416.96   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Tiptree Inc                                 | Tiptree, Inc.                                                | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    382659 | NS      | $7951654.02   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| NN Inc                                      | NN, Inc.                                                     | CUSIP: 629337106<br>LEI: 549300SU3TUM6VH84645 | Long             | EC               | CORP              | US        |    145563 | NS      | $283847.85    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Gates Industrial Corp PLC                   | Gates Industrial Corp. PLC                                   | CUSIP: 000000000<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |    834068 | NS      | $20684886.40  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| First Commonwealth Financial Corp           | First Commonwealth Financial Corp.                           | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |    803569 | NS      | $13266924.19  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Brighthouse Financial Inc                   | Brighthouse Financial, Inc.                                  | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |    447913 | NS      | $21432637.05  | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| World Acceptance Corp                       | World Acceptance Corp.                                       | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28699 | NS      | $4514926.68   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| MGIC Investment Corp                        | MGIC Investment Corp.                                        | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |   1849492 | NS      | $47901842.80  | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Centene Corp                                | Centene Corp.                                                | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |    339218 | NS      | $8843413.26   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| United Bancshares Inc/OH                    | United Bancshares, Inc.                                      | CUSIP: 909458101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5053 | NS      | $148305.55    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Monte Rosa Therapeutics Inc                 | Monte Rosa Therapeutics, Inc.                                | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28681 | NS      | $141970.95    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Global Advisors                | State Street Institutional U.S. Government Money Market Fund | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        | 133129435 | NS      | $133129434.57 | 1.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Air Industries Group                        | Air Industries Group                                         | CUSIP: 00912N403<br>LEI: 54930028HTN6H0Z7MY07 | Long             | EC               | CORP              | US        |      3792 | NS      | $13120.32     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Community Financial System Inc              | Community Financial System, Inc.                             | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |    297998 | NS      | $15704494.60  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Maximus Inc                                 | Maximus, Inc.                                                | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |    251467 | NS      | $18573352.62  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| iRobot Corp                                 | iRobot Corp.                                                 | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |    179573 | NS      | $756002.33    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Tri Pointe Homes Inc                        | Tri Pointe Homes, Inc.                                       | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    737983 | NS      | $22729876.40  | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Latham Group Inc                            | Latham Group, Inc.                                           | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    426441 | NS      | $2891269.98   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bridgford Foods Corp                        | Bridgford Foods Corp.                                        | CUSIP: 108763103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1732 | NS      | $13180.52     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ampco-Pittsburgh Corp                       | Ampco-Pittsburgh Corp.                                       | CUSIP: 032037103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55446 | NS      | $179090.58    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fox Factory Holding Corp                    | Fox Factory Holding Corp.                                    | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     21918 | NS      | $665649.66    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JELD-WEN Holding Inc                        | JELD-WEN Holding, Inc.                                       | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |    559555 | NS      | $2517997.50   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Synovus Financial Corp                      | Synovus Financial Corp.                                      | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |    398896 | NS      | $18843847.04  | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| SB Financial Group Inc                      | SB Financial Group, Inc.                                     | CUSIP: 78408D105<br>LEI: 54930028E6P8OT8CTV58 | Long             | EC               | CORP              | US        |      2698 | NS      | $50749.38     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MGP Ingredients Inc                         | MGP Ingredients, Inc.                                        | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |     86525 | NS      | $2446927.00   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Coherent Corp                               | Coherent Corp.                                               | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |    305325 | NS      | $32852970.00  | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| CNO Financial Group Inc                     | CNO Financial Group, Inc.                                    | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |    721123 | NS      | $26566171.32  | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Rocky Brands Inc                            | Rocky Brands, Inc.                                           | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |     60462 | NS      | $1581685.92   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| James River Group Holdings Ltd              | James River Group Holdings Ltd.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    139278 | NS      | $793884.60    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Trustmark Corp                              | Trustmark Corp.                                              | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |    559782 | NS      | $20851879.50  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameris Bancorp                              | Ameris Bancorp                                               | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |    526081 | NS      | $35957636.35  | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Allient Inc                                 | Allient, Inc.                                                | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |    115518 | NS      | $4656530.58   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Lantern Pharma Inc                          | Lantern Pharma, Inc.                                         | CUSIP: 51654W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21640 | NS      | $96081.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Technologies International Corp    | Northern Technologies International Corp.                    | CUSIP: 665809109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62334 | NS      | $479971.80    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| National Bankshares Inc                     | National Bankshares, Inc.                                    | CUSIP: 634865109<br>LEI: 549300Q745S62Q6QNW78 | Long             | EC               | CORP              | US        |     25672 | NS      | $712654.72    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lincoln National Corp                       | Lincoln National Corp.                                       | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |    241227 | NS      | $9193160.97   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Civeo Corp                                  | Civeo Corp.                                                  | CUSIP: 17878Y207<br>LEI: 254900H0BM0N0O4MSY43 | Long             | EC               | CORP              | CA        |     97811 | NS      | $2444296.89   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Premier Inc                                 | Premier, Inc.                                                | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    647418 | NS      | $13906538.64  | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Asbury Automotive Group Inc                 | Asbury Automotive Group, Inc.                                | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |    143360 | NS      | $31843123.20  | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Kemper Corp                                 | Kemper Corp.                                                 | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |    328845 | NS      | $20253563.55  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| nCino Inc                                   | nCino, Inc.                                                  | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Long             | EC               | CORP              | US        |    344040 | NS      | $9607317.00   | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Kearny Financial Corp/MD                    | Kearny Financial Corp.                                       | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    446243 | NS      | $2646220.99   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| TrustCo Bank Corp NY                        | TrustCo Bank Corp.                                           | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    163612 | NS      | $5490818.72   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| SWK Holdings Corp                           | SWK Holdings Corp.                                           | CUSIP: 78501P203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8025 | NS      | $119492.25    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tejon Ranch Co                              | Tejon Ranch Co.                                              | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |    211430 | NS      | $3797282.80   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Sirius XM Holdings Inc                      | Sirius XM Holdings, Inc.                                     | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53492 | NS      | $1129751.04   | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Franklin Financial Services Corp            | Franklin Financial Services Corp.                            | CUSIP: 353525108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3364 | NS      | $135232.80    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Range Resources Corp                        | Range Resources Corp.                                        | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |    880616 | NS      | $32336219.52  | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Firstsun Capital Bancorp                    | Firstsun Capital Bancorp                                     | CUSIP: 33767U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12327 | NS      | $438224.85    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| USANA Health Sciences Inc                   | USANA Health Sciences, Inc.                                  | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |    133313 | NS      | $3918069.07   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Intellia Therapeutics Inc                   | Intellia Therapeutics, Inc.                                  | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |    388540 | NS      | $4522605.60   | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Group 1 Automotive Inc                      | Group 1 Automotive, Inc.                                     | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |     52933 | NS      | $21816335.95  | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Wintrust Financial Corp                     | Wintrust Financial Corp.                                     | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |    285148 | NS      | $36493241.04  | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Eastman Chemical Co                         | Eastman Chemical Co.                                         | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |    482074 | NS      | $35003393.14  | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Axos Financial Inc                          | Axos Financial, Inc.                                         | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |    415424 | NS      | $35871862.40  | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Civitas Resources Inc                       | Civitas Resources, Inc.                                      | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |    425151 | NS      | $12907584.36  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Dorian LPG Ltd                              | Dorian LPG Ltd.                                              | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |    342554 | NS      | $9862129.66   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Landmark Bancorp Inc/Manhattan KS           | Landmark Bancorp, Inc.                                       | CUSIP: 51504L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5479 | NS      | $133084.91    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dream Finders Homes Inc                     | Dream Finders Homes, Inc.                                    | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    121008 | NS      | $3063922.56   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Marcus Corp/The                             | Marcus Corp.                                                 | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |    181036 | NS      | $2963559.32   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Westlake Corp                               | Westlake Corp.                                               | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |    165450 | NS      | $13120185.00  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Oxford Industries Inc                       | Oxford Industries, Inc.                                      | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |    111570 | NS      | $4259742.60   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| TripAdvisor Inc                             | TripAdvisor, Inc.                                            | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |    531288 | NS      | $9292227.12   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| CONMED Corp                                 | CONMED Corp.                                                 | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |    149371 | NS      | $7640326.65   | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Intelligent Protection Management Corp      | Intelligent Protection Management Corp.                      | CUSIP: 69764K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1133 | NS      | $2243.34      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Holley Inc                                  | Holley, Inc.                                                 | CUSIP: 43538H103<br>LEI: 254900EEM9JI9G1A4D88 | Long             | EC               | CORP              | US        |    234175 | NS      | $487084.00    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wabash National Corp                        | Wabash National Corp.                                        | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |    225852 | NS      | $2249485.92   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| GXO Logistics Inc                           | GXO Logistics, Inc.                                          | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |    240579 | NS      | $11959182.09  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| J M Smucker Co/The                          | J.M. Smucker Co.                                             | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |    463300 | NS      | $49730622.00  | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Stabilis Solutions Inc                      | Stabilis Solutions, Inc.                                     | CUSIP: 85236P101<br>LEI: 549300DGSR537OJW7P62 | Long             | EC               | CORP              | US        |       586 | NS      | $2695.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pediatrix Medical Group Inc                 | Pediatrix Medical Group, Inc.                                | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    412029 | NS      | $5047355.25   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Frontier Communications Parent Inc          | Frontier Communications Parent, Inc.                         | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1224698 | NS      | $44995404.52  | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Copa Holdings SA                            | Copa Holdings SA                                             | CUSIP: 000000000<br>LEI: 529900BB9UQJV6QQHA59 | Long             | EC               | CORP              | PA        |    180589 | NS      | $19983978.74  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| American Eagle Outfitters Inc               | American Eagle Outfitters, Inc.                              | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |   1404778 | NS      | $15171602.40  | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Vicarious Surgical Inc                      | Vicarious Surgical, Inc.                                     | CUSIP: 92561V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3718 | NS      | $32941.48     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TaskUS Inc                                  | TaskUS, Inc.                                                 | CUSIP: 87652V109<br>LEI: 549300VFPOK2Y6GLWE32 | Long             | EC               | CORP              | US        |     96790 | NS      | $1653173.20   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Net Power Inc                               | Net Power, Inc.                                              | CUSIP: 64107A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89222 | NS      | $256959.36    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| First Watch Restaurant Group Inc            | First Watch Restaurant Group, Inc.                           | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    380983 | NS      | $6587196.07   | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Designer Brands Inc                         | Designer Brands, Inc.                                        | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |    293429 | NS      | $827469.78    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Sierra Bancorp                              | Sierra Bancorp                                               | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103227 | NS      | $3026615.64   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| StoneX Group Inc                            | StoneX Group, Inc.                                           | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     47068 | NS      | $4576892.32   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Kennedy-Wilson Holdings Inc                 | Kennedy-Wilson Holdings, Inc.                                | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |    993812 | NS      | $7274703.84   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| First Financial Bancorp                     | First Financial Bancorp                                      | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |    761837 | NS      | $18466928.88  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| LendingClub Corp                            | LendingClub Corp.                                            | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |    793570 | NS      | $12371756.30  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Dorman Products Inc                         | Dorman Products, Inc.                                        | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |    135405 | NS      | $16332551.10  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| First Hawaiian Inc                          | First Hawaiian, Inc.                                         | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |    904951 | NS      | $21945061.75  | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Patterson-UTI Energy Inc                    | Patterson-UTI Energy, Inc.                                   | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |   2780086 | NS      | $16430308.26  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| California First Leasing Corp               | California First Leasing Corp.                               | CUSIP: 130222102<br>LEI: 894500AUBHBFB3137873 | Long             | EC               | CORP              | US        |       383 | NS      | $7430.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lindsay Corp                                | Lindsay Corp.                                                | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |     33137 | NS      | $4523531.87   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| inTEST Corp                                 | inTEST Corp.                                                 | CUSIP: 461147100<br>LEI: 549300RJJBPHDOAVDU15 | Long             | EC               | CORP              | US        |    112763 | NS      | $788213.37    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Provident Bancorp Inc                       | Provident Bancorp, Inc.                                      | CUSIP: 74383L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66162 | NS      | $807838.02    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Knowles Corp                                | Knowles Corp.                                                | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |    881164 | NS      | $17896440.84  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Seadrill Ltd                                | Seadrill Ltd.                                                | CUSIP: 000000000<br>LEI: 213800EQ6L456U2JCO89 | Long             | EC               | CORP              | BM        |    472739 | NS      | $13785069.24  | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Akamai Technologies Inc                     | Akamai Technologies, Inc.                                    | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |    214566 | NS      | $16373531.46  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Radiant Logistics Inc                       | Radiant Logistics, Inc.                                      | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |    433980 | NS      | $2564821.80   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| DT Midstream Inc                            | DT Midstream, Inc.                                           | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    326475 | NS      | $33538776.75  | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Toll Brothers Inc                           | Toll Brothers, Inc.                                          | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |    630143 | NS      | $74583725.48  | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| Generac Holdings Inc                        | Generac Holdings, Inc.                                       | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |     15464 | NS      | $3010686.16   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Shoe Carnival Inc                           | Shoe Carnival, Inc.                                          | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    220018 | NS      | $4501568.28   | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Ranger Energy Services Inc                  | Ranger Energy Services, Inc.                                 | CUSIP: 75282U104<br>LEI: 549300J7RIVGVAN0RE23 | Long             | EC               | CORP              | US        |    163267 | NS      | $2186145.13   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Hovnanian Enterprises Inc                   | Hovnanian Enterprises, Inc.                                  | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |     20336 | NS      | $2429541.92   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Harte Hanks Inc                             | Harte Hanks, Inc.                                            | CUSIP: 416196202<br>LEI: 549300J5W5N8Q3OYMS84 | Long             | EC               | CORP              | US        |      5598 | NS      | $19089.18     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EyePoint Pharmaceuticals Inc                | EyePoint Pharmaceuticals, Inc.                               | CUSIP: 30233G209<br>LEI: 549300QE1RU34T50MR69 | Long             | EC               | CORP              | US        |      8519 | NS      | $83656.58     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Natural Alternatives International Inc      | Natural Alternatives International, Inc.                     | CUSIP: 638842302<br>LEI: 549300QOT5V1NZ8WZY48 | Long             | EC               | CORP              | US        |     43065 | NS      | $157187.25    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Banc of California Inc                      | Banc of California, Inc.                                     | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |    579852 | NS      | $8419451.04   | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Atlanticus Holdings Corp                    | Atlanticus Holdings Corp.                                    | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98078 | NS      | $4867611.14   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Horizon Bancorp Inc/IN                      | Horizon Bancorp, Inc.                                        | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |    305597 | NS      | $4733697.53   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Tandy Leather Factory Inc                   | Tandy Leather Factory, Inc.                                  | CUSIP: 87538X105<br>LEI: 549300XB36MQTBM8UQ34 | Long             | EC               | CORP              | US        |      5876 | NS      | $20683.52     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AdaptHealth Corp                            | AdaptHealth Corp.                                            | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    908342 | NS      | $8147827.74   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Olaplex Holdings Inc                        | Olaplex Holdings, Inc.                                       | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65616 | NS      | $91206.24     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| DHI Group Inc                               | DHI Group, Inc.                                              | CUSIP: 23331S100<br>LEI: 529900489RAC0CU0AO81 | Long             | EC               | CORP              | US        |    195952 | NS      | $521232.32    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CTS Corp                                    | CTS Corp.                                                    | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |    226221 | NS      | $8865600.99   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Fastly Inc                                  | Fastly, Inc.                                                 | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |   1028494 | NS      | $6983474.26   | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Darling Ingredients Inc                     | Darling Ingredients, Inc.                                    | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |   1163849 | NS      | $37685430.62  | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Sunrun Inc                                  | Sunrun, Inc.                                                 | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |   1643456 | NS      | $16861858.56  | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Ryder System Inc                            | Ryder System, Inc.                                           | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |    336796 | NS      | $59852017.16  | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Franklin Wireless Corp                      | Franklin Wireless Corp.                                      | CUSIP: 355184102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15682 | NS      | $61002.98     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Green Brick Partners Inc                    | Green Brick Partners, Inc.                                   | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |    190182 | NS      | $11779873.08  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Peoples Financial Services Corp             | Peoples Financial Services Corp.                             | CUSIP: 711040105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29967 | NS      | $1459692.57   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| The DFA Investment Trust Company            | DFA Investment Trust Co.                                     | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |  60648923 | NS      | $701526086.87 | 5.46%             |  |  |  | No            | 2                  | On Loan: No      |
| Archrock Inc                                | Archrock, Inc.                                               | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |    941661 | NS      | $21997200.96  | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| GrowGeneration Corp                         | GrowGeneration Corp.                                         | CUSIP: 39986L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    334375 | NS      | $329359.38    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PDL BioPharma Inc                           | PDL BioPharma, Inc.                                          | CUSIP: 69329Y104<br>LEI: FE4K0NQFI4D86DSOL165 | Long             | EC               | CORP              | US        |   1058582 | NS      | $444604.44    | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Distribution Solutions Group Inc            | Distribution Solutions Group, Inc.                           | CUSIP: 520776105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119884 | NS      | $3592923.48   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Western Alliance Bancorp                    | Western Alliance Bancorp                                     | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |    366001 | NS      | $28387037.56  | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Evolution Petroleum Corp                    | Evolution Petroleum Corp.                                    | CUSIP: 30049A107<br>LEI: 549300P9ZXGJZ6SSM116 | Long             | EC               | CORP              | US        |    256465 | NS      | $1238725.95   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| IBEX Holdings Ltd                           | IBEX Holdings Ltd.                                           | CUSIP: 000000000<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               | CORP              | BM        |     46048 | NS      | $1361639.36   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AZZ Inc                                     | AZZ, Inc.                                                    | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |    188329 | NS      | $20622025.50  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Ambac Financial Group Inc                   | Ambac Financial Group, Inc.                                  | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |    381606 | NS      | $3205490.40   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| NOV Inc                                     | NOV, Inc.                                                    | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |   2752838 | NS      | $34630702.04  | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Upbound Group Inc                           | Upbound Group, Inc.                                          | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |    369216 | NS      | $7618772.16   | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Phinia Inc                                  | Phinia, Inc.                                                 | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |    322561 | NS      | $16353842.70  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Broadband Corp                      | Liberty Broadband Corp.                                      | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |    124836 | NS      | $7631224.68   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Cullinan Therapeutics Inc                   | Cullinan Therapeutics, Inc.                                  | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    212090 | NS      | $1647939.30   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Destination XL Group Inc                    | Destination XL Group, Inc.                                   | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    198512 | NS      | $258065.60    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| I3 Verticals Inc                            | I3 Verticals, Inc.                                           | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |     13276 | NS      | $371462.48    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Biglari Holdings Inc                        | Biglari Holdings, Inc.                                       | CUSIP: 08986R408<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               | CORP              | US        |       943 | NS      | $1401298.00   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NV5 Global Inc                              | NV5 Global, Inc.                                             | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    461327 | NS      | $10356791.15  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Mission Produce Inc                         | Mission Produce, Inc.                                        | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |    392088 | NS      | $4838365.92   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ProPetro Holding Corp                       | ProPetro Holding Corp.                                       | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    770375 | NS      | $4129210.00   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Five Star Bancorp                           | Five Star Bancorp                                            | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |     31027 | NS      | $933602.43    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Addus HomeCare Corp                         | Addus HomeCare Corp.                                         | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |    137661 | NS      | $14699441.58  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| SouthState Corp                             | SouthState Corp.                                             | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |    748234 | NS      | $70461195.78  | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| N-able Inc/US                               | N-able, Inc.                                                 | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    525603 | NS      | $4246872.24   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Olo Inc                                     | Olo, Inc.                                                    | CUSIP: 68134L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86634 | NS      | $907924.32    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cumberland Pharmaceuticals Inc              | Cumberland Pharmaceuticals, Inc.                             | CUSIP: 230770109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65600 | NS      | $226320.00    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Paramount Global                            | Paramount Global                                             | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     30405 | NS      | $382190.85    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mastech Digital Inc                         | Mastech Digital, Inc.                                        | CUSIP: 57633B100<br>LEI: 549300GD5HFB0F451006 | Long             | EC               | CORP              | US        |     18934 | NS      | $136703.48    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Teads Holding Co                            | Teads Holding Co.                                            | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Long             | EC               | CORP              | US        |     70312 | NS      | $177889.36    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SIFCO Industries Inc                        | SIFCO Industries, Inc.                                       | CUSIP: 826546103<br>LEI: 549300DGPYFSWVYAMD66 | Long             | EC               | CORP              | US        |     17808 | NS      | $86546.88     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Independent Bank Corp/MI                    | Independent Bank Corp.                                       | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    160637 | NS      | $4907460.35   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingredion Inc                               | Ingredion, Inc.                                              | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |    452120 | NS      | $59471864.80  | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Skillsoft Corp                              | Skillsoft Corp.                                              | CUSIP: 83066P309<br>LEI: 213800IN3X8SP8HFLL39 | Long             | EC               | CORP              | US        |      9040 | NS      | $128910.40    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hamilton Insurance Group Ltd                | Hamilton Insurance Group Ltd.                                | CUSIP: 000000000<br>LEI: 549300W92BN1FIEXG871 | Long             | EC               | CORP              | BM        |     35602 | NS      | $765086.98    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ANI Pharmaceuticals Inc                     | ANI Pharmaceuticals, Inc.                                    | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |       787 | NS      | $49856.45     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TruBridge Inc                               | TruBridge, Inc.                                              | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |     93729 | NS      | $1951437.78   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Kohl's Corp                                 | Kohl's Corp.                                                 | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |    739068 | NS      | $8011497.12   | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| First Foundation Inc                        | First Foundation, Inc.                                       | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |    570268 | NS      | $2777205.16   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| EZCORP Inc                                  | EZCORP, Inc.                                                 | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |    400915 | NS      | $5741102.80   | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Arcosa Inc                                  | Arcosa, Inc.                                                 | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |    155384 | NS      | $13344377.92  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Lexeo Therapeutics Inc                      | Lexeo Therapeutics, Inc.                                     | CUSIP: 52886X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16072 | NS      | $76020.56     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Concrete Pumping Holdings Inc               | Concrete Pumping Holdings, Inc.                              | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    316009 | NS      | $2158341.47   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Nelnet Inc                                  | Nelnet, Inc.                                                 | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |    236090 | NS      | $29456949.30  | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Regal Rexnord Corp                          | Regal Rexnord Corp.                                          | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |    385201 | NS      | $58889528.88  | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Century Communities Inc                     | Century Communities, Inc.                                    | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |    247539 | NS      | $13933970.31  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Origin Bancorp Inc                          | Origin Bancorp, Inc.                                         | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |    189680 | NS      | $6932804.00   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| RCI Hospitality Holdings Inc                | RCI Hospitality Holdings, Inc.                               | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |     70531 | NS      | $2527125.73   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| OrthoPediatrics Corp                        | OrthoPediatrics Corp.                                        | CUSIP: 68752L100<br>LEI: 5493000KUTPFGOPAT717 | Long             | EC               | CORP              | US        |     89511 | NS      | $1854667.92   | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Sound Financial Bancorp Inc                 | Sound Financial Bancorp, Inc.                                | CUSIP: 83607A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       476 | NS      | $21919.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UMB Financial Corp                          | UMB Financial Corp.                                          | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |    335910 | NS      | $36946740.90  | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Aptiv PLC                                   | Aptiv PLC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |    174088 | NS      | $11949400.32  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Provident Financial Holdings Inc            | Provident Financial Holdings, Inc.                           | CUSIP: 743868101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48431 | NS      | $742205.08    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Norwood Financial Corp                      | Norwood Financial Corp.                                      | CUSIP: 669549107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15643 | NS      | $379186.32    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Worthington Steel Inc                       | Worthington Steel, Inc.                                      | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               | CORP              | US        |    365903 | NS      | $11167359.56  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Cactus Inc                                  | Cactus, Inc.                                                 | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     90152 | NS      | $3814331.12   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Strattec Security Corp                      | Strattec Security Corp.                                      | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |     30476 | NS      | $1934006.96   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Brookfield Renewable Corp                   | Brookfield Renewable Corp.                                   | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Long             | EC               | CORP              | CA        |      7225 | NS      | $264651.75    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Ascent Industries Co                        | Ascent Industries Co.                                        | CUSIP: 871565107<br>LEI: 549300U2S5125001TS43 | Long             | EC               | CORP              | US        |     72164 | NS      | $925864.12    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Huntington Ingalls Industries Inc           | Huntington Ingalls Industries, Inc.                          | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      4799 | NS      | $1338249.14   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Cellular Corp                 | U.S. Cellular Corp.                                          | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |    400863 | NS      | $29234938.59  | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Biglari Holdings Inc                        | Biglari Holdings, Inc.                                       | CUSIP: 08986R309<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               | CORP              | US        |     15476 | NS      | $4771560.32   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Materion Corp                               | Materion Corp.                                               | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |    169715 | NS      | $17870989.50  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Hilton Grand Vacations Inc                  | Hilton Grand Vacations, Inc.                                 | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |    576653 | NS      | $25845587.46  | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Amphastar Pharmaceuticals Inc               | Amphastar Pharmaceuticals, Inc.                              | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |    237234 | NS      | $4970052.30   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Enviri Corp                                 | Enviri Corp.                                                 | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |    584405 | NS      | $5259645.00   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Zions Bancorp NA                            | Zions Bancorp NA                                             | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |   1140924 | NS      | $61176344.88  | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Information Services Group Inc              | Information Services Group, Inc.                             | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |    345001 | NS      | $1486954.31   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Grid Dynamics Holdings Inc                  | Grid Dynamics Holdings, Inc.                                 | CUSIP: 39813G109<br>LEI: 9845007E77EEC65AZE29 | Long             | EC               | CORP              | US        |    149917 | NS      | $1422712.33   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Costamare Inc                               | Costamare, Inc.                                              | CUSIP: 000000000<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | MH        |    878703 | NS      | $8866113.27   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| National CineMedia Inc                      | National CineMedia, Inc.                                     | CUSIP: 635309206<br>LEI: 5493000MOLIVSOGKEB48 | Long             | EC               | CORP              | US        |    253542 | NS      | $1219537.02   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Farmers National Banc Corp                  | Farmers National Banc Corp.                                  | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    253173 | NS      | $3427962.42   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Mativ Holdings Inc                          | Mativ Holdings, Inc.                                         | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |    381915 | NS      | $2528277.30   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AstroNova Inc                               | AstroNova, Inc.                                              | CUSIP: 04638F108<br>LEI: 549300D8PFP62QX00223 | Long             | EC               | CORP              | US        |     66617 | NS      | $752772.10    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Standex International Corp                  | Standex International Corp.                                  | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |     35655 | NS      | $5873804.70   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| STAAR Surgical Co                           | STAAR Surgical Co.                                           | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     37886 | NS      | $678727.69    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Marcus & Millichap Inc                      | Marcus & Millichap, Inc.                                     | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |    258219 | NS      | $8046104.04   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Lakeland Financial Corp                     | Lakeland Financial Corp.                                     | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8204 | NS      | $519887.48    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Vanguard Corp                      | American Vanguard Corp.                                      | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |    192530 | NS      | $743165.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GCI Liberty Inc                             | GCI Liberty, Inc.                                            | CUSIP: 36164V602<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24967 | NS      | $824909.68    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| La-Z-Boy Inc                                | La-Z-Boy, Inc.                                               | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |    330425 | NS      | $11885387.25  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Shore Bancshares Inc                        | Shore Bancshares, Inc.                                       | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    257339 | NS      | $3991327.89   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Avanos Medical Inc                          | Avanos Medical, Inc.                                         | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |    340405 | NS      | $3802323.85   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Hyliion Holdings Corp                       | Hyliion Holdings Corp.                                       | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60775 | NS      | $91162.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Northrim BanCorp Inc                        | Northrim BanCorp, Inc.                                       | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |     57569 | NS      | $4808738.57   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Montauk Renewables Inc                      | Montauk Renewables, Inc.                                     | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25907 | NS      | $56218.19     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amneal Pharmaceuticals Inc                  | Amneal Pharmaceuticals, Inc.                                 | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |     25607 | NS      | $200246.74    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Saia Inc                                    | Saia, Inc.                                                   | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     66617 | NS      | $20134322.08  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Nortech Systems Inc                         | Nortech Systems, Inc.                                        | CUSIP: 656553104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5183 | NS      | $43589.03     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BankUnited Inc                              | BankUnited, Inc.                                             | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |    531172 | NS      | $19371842.84  | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Heritage Global Inc                         | Heritage Global, Inc.                                        | CUSIP: 42727E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7421 | NS      | $15955.15     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WesBanco Inc                                | WesBanco, Inc.                                               | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    671186 | NS      | $20222834.18  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Simply Good Foods Co/The                    | Simply Good Foods Co.                                        | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    692344 | NS      | $21088798.24  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Hurco Cos Inc                               | Hurco Cos., Inc.                                             | CUSIP: 447324104<br>LEI: XSC5XDOTBYOBQPOG2O82 | Long             | EC               | CORP              | US        |     50394 | NS      | $968572.68    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fluor Corp                                  | Fluor Corp.                                                  | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     53403 | NS      | $3031688.31   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Live Ventures Inc                           | Live Ventures, Inc.                                          | CUSIP: 538142308<br>LEI: 5493002HQW06QWT6U361 | Long             | EC               | CORP              | US        |      1033 | NS      | $15825.56     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICF International Inc                       | ICF International, Inc.                                      | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |    139198 | NS      | $11677320.22  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Kennametal Inc                              | Kennametal, Inc.                                             | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |    581267 | NS      | $14392170.92  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| First Bancorp/Southern Pines NC             | First Bancorp/Southern Pines NC                              | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    291043 | NS      | $14578343.87  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Helmerich & Payne Inc                       | Helmerich & Payne, Inc.                                      | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |    725983 | NS      | $11768184.43  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| South Plains Financial Inc                  | South Plains Financial, Inc.                                 | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |     82557 | NS      | $3063690.27   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Resideo Technologies Inc                    | Resideo Technologies, Inc.                                   | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |   1080248 | NS      | $29490770.40  | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| AngioDynamics Inc                           | AngioDynamics, Inc.                                          | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |    131827 | NS      | $1167987.22   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Summit State Bank                           | Summit State Bank                                            | CUSIP: 866264203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10474 | NS      | $128201.76    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aprea Therapeutics Inc                      | Aprea Therapeutics, Inc.                                     | CUSIP: 03836J201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7981 | NS      | $13567.70     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cavco Industries Inc                        | Cavco Industries, Inc.                                       | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1287 | NS      | $519523.29    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Integra LifeSciences Holdings Corp          | Integra LifeSciences Holdings Corp.                          | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |    557198 | NS      | $7321581.72   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Insteel Industries Inc                      | Insteel Industries, Inc.                                     | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |    157304 | NS      | $5678674.40   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Alpha & Omega Semiconductor Ltd             | Alpha & Omega Semiconductor Ltd.                             | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |    232308 | NS      | $5916884.76   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Enanta Pharmaceuticals Inc                  | Enanta Pharmaceuticals, Inc.                                 | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |     45765 | NS      | $346898.70    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TFS Financial Corp                          | TFS Financial Corp.                                          | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    162575 | NS      | $2131358.25   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Innovex International Inc                   | Innovex International, Inc.                                  | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |    440449 | NS      | $7232172.58   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Patrick Industries Inc                      | Patrick Industries, Inc.                                     | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |    256819 | NS      | $24973079.56  | 0.19%             |  |  |  | No            | 1                  | On Loan: —       |
| Horace Mann Educators Corp                  | Horace Mann Educators Corp.                                  | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |    290708 | NS      | $12363811.24  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| NerdWallet Inc                              | NerdWallet, Inc.                                             | CUSIP: 64082B102<br>LEI: 254900FJ2Y4SH71DJ379 | Long             | EC               | CORP              | US        |    117617 | NS      | $1245564.03   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Westwood Holdings Group Inc                 | Westwood Holdings Group, Inc.                                | CUSIP: 961765104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40836 | NS      | $713813.28    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TrueBlue Inc                                | TrueBlue, Inc.                                               | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    225934 | NS      | $1631243.48   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Denali Therapeutics Inc                     | Denali Therapeutics, Inc.                                    | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |      1271 | NS      | $17577.93     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Organogenesis Holdings Inc                  | Organogenesis Holdings, Inc.                                 | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |    560428 | NS      | $2589177.36   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Blue Foundry Bancorp                        | Blue Foundry Bancorp                                         | CUSIP: 09549B104<br>LEI: 5493008KPK5NJT0FNK56 | Long             | EC               | CORP              | US        |    154479 | NS      | $1320795.45   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kestrel Group Ltd                           | Kestrel Group Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     19342 | NS      | $525715.56    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sutro Biopharma Inc                         | Sutro Biopharma, Inc.                                        | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |       689 | NS      | $554.85       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| John Wiley & Sons Inc                       | John Wiley & Sons, Inc.                                      | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |    146468 | NS      | $5653664.80   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Lands' End Inc                              | Lands' End, Inc.                                             | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |    202403 | NS      | $2374187.19   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Colony Bankcorp Inc                         | Colony Bankcorp, Inc.                                        | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112634 | NS      | $1846071.26   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ACNB Corp                                   | ACNB Corp.                                                   | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45805 | NS      | $1928390.50   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Penguin Solutions Inc                       | Penguin Solutions, Inc.                                      | CUSIP: 706915105<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | US        |    312632 | NS      | $7368736.24   | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| First Internet Bancorp                      | First Internet Bancorp                                       | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |     60753 | NS      | $1332313.29   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank First Corp                             | Bank First Corp.                                             | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7300 | NS      | $867386.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Signet Jewelers Ltd                         | Signet Jewelers Ltd.                                         | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |    342699 | NS      | $27107490.90  | 0.21%             |  |  |  | No            | 1                  | On Loan: —       |
| Greif Inc                                   | Greif, Inc.                                                  | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |    229568 | NS      | $14561498.24  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Ultra Clean Holdings Inc                    | Ultra Clean Holdings, Inc.                                   | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |    349313 | NS      | $7866528.76   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Cytek Biosciences Inc                       | Cytek Biosciences, Inc.                                      | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |    398412 | NS      | $1434283.20   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| OneSpan Inc                                 | OneSpan, Inc.                                                | CUSIP: 68287N100<br>LEI: 984500E502E6DC354D26 | Long             | EC               | CORP              | US        |    107382 | NS      | $1583884.50   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Pilgrim's Pride Corp                        | Pilgrim's Pride Corp.                                        | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |    204980 | NS      | $9714002.20   | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| LivaNova PLC                                | LivaNova PLC                                                 | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |    212436 | NS      | $8962674.84   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Mister Car Wash Inc                         | Mister Car Wash, Inc.                                        | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    718974 | NS      | $4152074.85   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Nkarta Inc                                  | Nkarta, Inc.                                                 | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39084 | NS      | $84812.28     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Comstock Inc                                | Comstock, Inc.                                               | CUSIP: 205750409<br>LEI: 549300PX1C7TOIY9SK20 | Long             | EC               | CORP              | US        |      5664 | NS      | $18577.92     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eastern Co/The                              | Eastern Co.                                                  | CUSIP: 276317104<br>LEI: 5493005F8SU7UCM5D285 | Long             | EC               | CORP              | US        |     44349 | NS      | $1022244.45   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Paramount Global                            | Paramount Global                                             | CUSIP: 92556H107<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       512 | NS      | $9774.08      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cleanspark Inc                              | Cleanspark, Inc.                                             | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |    324053 | NS      | $3684482.61   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Lake Shore Bancorp Inc/MD                   | Lake Shore Bancorp, Inc.                                     | CUSIP: 510704109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       550 | NS      | $6770.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DocGo Inc                                   | DocGo, Inc.                                                  | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    230812 | NS      | $313904.32    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BOK Financial Corp                          | BOK Financial Corp.                                          | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |    450624 | NS      | $45751854.72  | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Alerus Financial Corp                       | Alerus Financial Corp.                                       | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |     70447 | NS      | $1489249.58   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bandwidth Inc                               | Bandwidth, Inc.                                              | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |    200126 | NS      | $2783752.66   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingles Markets Inc                          | Ingles Markets, Inc.                                         | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |    121249 | NS      | $7630199.57   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| GMS Inc                                     | GMS, Inc.                                                    | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     25995 | NS      | $2850091.80   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| DNOW Inc                                    | DNOW, Inc.                                                   | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    789750 | NS      | $12288510.00  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Tile Shop Holdings Inc                      | Tile Shop Holdings, Inc.                                     | CUSIP: 88677Q109<br>LEI: 549300Q3SS4FSW01UE50 | Long             | EC               | CORP              | US        |    321528 | NS      | $2028841.68   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Adtalem Global Education Inc                | Adtalem Global Education, Inc.                               | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |    296323 | NS      | $33860829.21  | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Bar Harbor Bankshares                       | Bar Harbor Bankshares                                        | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    106703 | NS      | $3098655.12   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Boston Omaha Corp                           | Boston Omaha Corp.                                           | CUSIP: 101044105<br>LEI: 54930002FEWTYF4YFF19 | Long             | EC               | CORP              | US        |    224757 | NS      | $3022981.65   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Huntsman Corp                               | Huntsman Corp.                                               | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |   1272885 | NS      | $12346984.50  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Stanley Black & Decker Inc                  | Stanley Black & Decker, Inc.                                 | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |    713033 | NS      | $48236682.45  | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Team Inc                                    | Team, Inc.                                                   | CUSIP: 878155308<br>LEI: 549300DEKHQ3OEQJWU96 | Long             | EC               | CORP              | US        |       504 | NS      | $8280.72      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Marriott Vacations Worldwide Corp           | Marriott Vacations Worldwide Corp.                           | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |    252324 | NS      | $18790568.28  | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| Golden Entertainment Inc                    | Golden Entertainment, Inc.                                   | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |      7107 | NS      | $199848.84    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NACCO Industries Inc                        | NACCO Industries, Inc.                                       | CUSIP: 629579103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49547 | NS      | $1878822.24   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Gulfport Energy Corp                        | Gulfport Energy Corp.                                        | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |     71908 | NS      | $12521340.04  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Protara Therapeutics Inc                    | Protara Therapeutics, Inc.                                   | CUSIP: 74365U107<br>LEI: 549300VWUGH3220TG273 | Long             | EC               | CORP              | US        |     12844 | NS      | $39816.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eastman Kodak Co                            | Eastman Kodak Co.                                            | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Long             | EC               | CORP              | US        |    573070 | NS      | $3839569.00   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Chicago Rivet & Machine Co                  | Chicago Rivet & Machine Co.                                  | CUSIP: 168088102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2571 | NS      | $32625.99     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RMR Group Inc/The                           | RMR Group, Inc.                                              | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |     39036 | NS      | $626918.16    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Identiv Inc                                 | Identiv, Inc.                                                | CUSIP: 45170X205<br>LEI: 5299008KH3C585Z0DS77 | Long             | EC               | CORP              | US        |     41334 | NS      | $150042.42    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Flushing Financial Corp                     | Flushing Financial Corp.                                     | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    232315 | NS      | $2785456.85   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Benchmark Electronics Inc                   | Benchmark Electronics, Inc.                                  | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |    288233 | NS      | $11096970.50  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Lincoln Educational Services Corp           | Lincoln Educational Services Corp.                           | CUSIP: 533535100<br>LEI: 549300BJ55KUY6RG7L98 | Long             | EC               | CORP              | US        |     56396 | NS      | $1289776.52   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sagimet Biosciences Inc                     | Sagimet Biosciences, Inc.                                    | CUSIP: 786700104<br>LEI: 2549002OT2F8BV0VPD02 | Long             | EC               | CORP              | US        |      6274 | NS      | $54521.06     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EVI Industries Inc                          | EVI Industries, Inc.                                         | CUSIP: 26929N102<br>LEI: 549300RU296J63VW0297 | Long             | EC               | CORP              | US        |      3546 | NS      | $79040.34     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Newell Brands Inc                           | Newell Brands, Inc.                                          | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |   3086209 | NS      | $17313632.49  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Ames National Corp                          | Ames National Corp.                                          | CUSIP: 031001100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53958 | NS      | $973941.90    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Columbus McKinnon Corp/NY                   | Columbus McKinnon Corp.                                      | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |    221836 | NS      | $3249897.40   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Franklin Resources Inc                      | Franklin Resources, Inc.                                     | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |   2540945 | NS      | $60982680.00  | 0.47%             |  |  |  | No            | 1                  | On Loan: —       |
| Verint Systems Inc                          | Verint Systems, Inc.                                         | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |    456861 | NS      | $9722002.08   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Axis Capital Holdings Ltd                   | Axis Capital Holdings Ltd.                                   | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |    358065 | NS      | $33600819.60  | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Regional Management Corp                    | Regional Management Corp.                                    | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |     95361 | NS      | $3169799.64   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ASGN Inc                                    | ASGN, Inc.                                                   | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |    247661 | NS      | $12417722.54  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Titan International Inc                     | Titan International, Inc.                                    | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |    505757 | NS      | $4278704.22   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Scholastic Corp                             | Scholastic Corp.                                             | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    214121 | NS      | $5282365.07   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Citizens & Northern Corp                    | Citizens & Northern Corp.                                    | CUSIP: 172922106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107176 | NS      | $2038487.52   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Sanmina Corp                                | Sanmina Corp.                                                | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |    171579 | NS      | $19910027.16  | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| SM Energy Co                                | SM Energy Co.                                                | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |    889889 | NS      | $24552037.51  | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Health Catalyst Inc                         | Health Catalyst, Inc.                                        | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |    512838 | NS      | $1871858.70   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Park Aerospace Corp                         | Park Aerospace Corp.                                         | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |    106814 | NS      | $1924788.28   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BlueLinx Holdings Inc                       | BlueLinx Holdings, Inc.                                      | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |     75717 | NS      | $5547784.59   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| International Seaways Inc                   | International Seaways, Inc.                                  | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |    393692 | NS      | $15708310.80  | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Lipocine Inc                                | Lipocine, Inc.                                               | CUSIP: 53630X203<br>LEI: 549300RXPEQXOJXVBI10 | Long             | EC               | CORP              | US        |      6920 | NS      | $22351.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hilltop Holdings Inc                        | Hilltop Holdings, Inc.                                       | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |    474239 | NS      | $14037474.40  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Manitowoc Co Inc/The                        | Manitowoc Co., Inc.                                          | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |    268417 | NS      | $3422316.75   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Grocery Outlet Holding Corp                 | Grocery Outlet Holding Corp.                                 | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    705826 | NS      | $9295728.42   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Zedge Inc                                   | Zedge, Inc.                                                  | CUSIP: 98923T104<br>LEI: 549300EDIDRX7NRMGN17 | Long             | EC               | CORP              | US        |     17114 | NS      | $68798.28     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amentum Holdings Inc                        | Amentum Holdings, Inc.                                       | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |     28926 | NS      | $722282.22    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Magnite Inc                                 | Magnite, Inc.                                                | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |     72801 | NS      | $1675151.01   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| America's Car-Mart Inc/TX                   | America's Car-Mart, Inc.                                     | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60358 | NS      | $2718524.32   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Brunswick Corp/DE                           | Brunswick Corp.                                              | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |    414942 | NS      | $24186969.18  | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Tronox Holdings PLC                         | Tronox Holdings PLC                                          | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | GB        |   1212427 | NS      | $3867642.13   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Alaska Air Group Inc                        | Alaska Air Group, Inc.                                       | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |    907014 | NS      | $48035461.44  | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Terns Pharmaceuticals Inc                   | Terns Pharmaceuticals, Inc.                                  | CUSIP: 880881107<br>LEI: 254900S1ZDQMF4MYP709 | Long             | EC               | CORP              | US        |    213388 | NS      | $1244052.04   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Eventbrite Inc                              | Eventbrite, Inc.                                             | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |     47670 | NS      | $116314.80    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Data Storage Corp                           | Data Storage Corp.                                           | CUSIP: 23786R201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10026 | NS      | $47322.72     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Marine Products Corp                        | Marine Products Corp.                                        | CUSIP: 568427108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69167 | NS      | $594144.53    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TTEC Holdings Inc                           | TTEC Holdings, Inc.                                          | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |     21250 | NS      | $105825.00    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Crane NXT Co                                | Crane NXT Co.                                                | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |    213353 | NS      | $12660367.02  | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Assured Guaranty Ltd                        | Assured Guaranty Ltd.                                        | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |    378652 | NS      | $32026386.16  | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| First Bank/Hamilton NJ                      | First Bank                                                   | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |    130849 | NS      | $1949650.10   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| E2open Parent Holdings Inc                  | E2open Parent Holdings, Inc.                                 | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1713705 | NS      | $5655226.50   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Cipher Mining Inc                           | Cipher Mining, Inc.                                          | CUSIP: 17253J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1474802 | NS      | $8052418.92   | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Riot Platforms Inc                          | Riot Platforms, Inc.                                         | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |    318068 | NS      | $4265291.88   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Mitek Systems Inc                           | Mitek Systems, Inc.                                          | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |    329616 | NS      | $2973136.32   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| First Northwest Bancorp                     | First Northwest Bancorp                                      | CUSIP: 335834107<br>LEI: 549300YDR3VSTKB9DQ65 | Long             | EC               | CORP              | US        |     67736 | NS      | $518180.40    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ePlus Inc                                   | ePlus, Inc.                                                  | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |    205942 | NS      | $13340922.76  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Crown Crafts Inc                            | Crown Crafts, Inc.                                           | CUSIP: 228309100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34975 | NS      | $97580.25     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FB Financial Corp                           | FB Financial Corp.                                           | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |    419755 | NS      | $20467253.80  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Sun Country Airlines Holdings Inc           | Sun Country Airlines Holdings, Inc.                          | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |    383023 | NS      | $4439236.57   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ponce Financial Group Inc                   | Ponce Financial Group, Inc.                                  | CUSIP: 732344106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145851 | NS      | $2049206.55   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Energy Services of America Corp             | Energy Services of America Corp.                             | CUSIP: 29271Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45821 | NS      | $500823.53    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| AerSale Corp                                | AerSale Corp.                                                | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    236126 | NS      | $1426201.04   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Heartland Express Inc                       | Heartland Express, Inc.                                      | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |    573397 | NS      | $4483964.54   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Pulmonx Corp                                | Pulmonx Corp.                                                | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Long             | EC               | CORP              | US        |     10333 | NS      | $19012.72     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PBF Energy Inc                              | PBF Energy, Inc.                                             | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |    866426 | NS      | $19581227.60  | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Post Holdings Inc                           | Post Holdings, Inc.                                          | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |    180409 | NS      | $19089076.29  | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| BGSF Inc                                    | BGSF, Inc.                                                   | CUSIP: 05601C105<br>LEI: 549300AUC6I9ZG3KKQ91 | Long             | EC               | CORP              | US        |     76852 | NS      | $471102.76    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Deluxe Corp                                 | Deluxe Corp.                                                 | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |    326581 | NS      | $5257954.10   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| TechTarget Inc                              | TechTarget, Inc.                                             | CUSIP: 87874R308<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |     11911 | NS      | $86235.64     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Timberland Bancorp Inc/WA                   | Timberland Bancorp, Inc.                                     | CUSIP: 887098101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66770 | NS      | $2089233.30   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Perrigo Co PLC                              | Perrigo Co. PLC                                              | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |   1026902 | NS      | $27387476.34  | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| NPK International Inc                       | NPK International, Inc.                                      | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |    789966 | NS      | $7125493.32   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Sinclair Inc                                | Sinclair, Inc.                                               | CUSIP: 829242106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    158635 | NS      | $2293862.10   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| ScanSource Inc                              | ScanSource, Inc.                                             | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |    214001 | NS      | $8311798.84   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| NETGEAR Inc                                 | NETGEAR, Inc.                                                | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |    253160 | NS      | $5885970.00   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| GATX Corp                                   | GATX Corp.                                                   | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |    172612 | NS      | $26356126.28  | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| BankFinancial Corp                          | BankFinancial Corp.                                          | CUSIP: 06643P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    141531 | NS      | $1573824.72   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Tenax Therapeutics Inc                      | Tenax Therapeutics, Inc.                                     | CUSIP: 88032L605<br>LEI: 549300J03O6B1IJ2B606 | Long             | EC               | CORP              | US        |     13395 | NS      | $83584.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nuvation Bio Inc                            | Nuvation Bio, Inc.                                           | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    190125 | NS      | $448695.00    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Bridgewater Bancshares Inc                  | Bridgewater Bancshares, Inc.                                 | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |    145883 | NS      | $2269939.48   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Select Water Solutions Inc                  | Select Water Solutions, Inc.                                 | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |    837020 | NS      | $8060502.60   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Acme United Corp                            | Acme United Corp.                                            | CUSIP: 004816104<br>LEI: 549300NVT8NN13WP8M83 | Long             | EC               | CORP              | US        |     30908 | NS      | $1241883.44   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fidelity D&D Bancorp Inc                    | Fidelity D&D Bancorp, Inc.                                   | CUSIP: 31609R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1845 | NS      | $74611.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sterling Bancorp Inc/MI                     | Sterling Bancorp, Inc.                                       | CUSIP: 85917W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86728 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Old Second Bancorp Inc                      | Old Second Bancorp, Inc.                                     | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |    326738 | NS      | $5544743.86   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Kirby Corp                                  | Kirby Corp.                                                  | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |    109389 | NS      | $10425865.59  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| WidePoint Corp                              | WidePoint Corp.                                              | CUSIP: 967590209<br>LEI: 529900TW34CMYP8ZUJ88 | Long             | EC               | CORP              | US        |      3574 | NS      | $10757.74     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadwind Inc                               | Broadwind, Inc.                                              | CUSIP: 11161T207<br>LEI: 529900ATI5MMWNW41F84 | Long             | EC               | CORP              | US        |     36608 | NS      | $94814.72     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vishay Intertechnology Inc                  | Vishay Intertechnology, Inc.                                 | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |    974806 | NS      | $15977070.34  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| ESCO Technologies Inc                       | ESCO Technologies, Inc.                                      | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |     39264 | NS      | $7605436.80   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Pennant Group Inc/The                       | Pennant Group, Inc.                                          | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |      5393 | NS      | $119562.81    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Janus Henderson Group PLC                   | Janus Henderson Group PLC                                    | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |   1072421 | NS      | $46435829.30  | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Diebold Nixdorf Inc                         | Diebold Nixdorf, Inc.                                        | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |     86673 | NS      | $4878823.17   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Coeur Mining Inc                            | Coeur Mining, Inc.                                           | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |   2116425 | NS      | $18391733.25  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Nautilus Biotechnology Inc                  | Nautilus Biotechnology, Inc.                                 | CUSIP: 63909J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    161131 | NS      | $122459.56    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GoHealth Inc                                | GoHealth, Inc.                                               | CUSIP: 38046W204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6869 | NS      | $42106.97     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Busey Corp                            | First Busey Corp.                                            | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |    675622 | NS      | $15079883.04  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Burke & Herbert Financial Services Corp     | Burke & Herbert Financial Services Corp.                     | CUSIP: 12135Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41237 | NS      | $2391333.63   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Diodes Inc                                  | Diodes, Inc.                                                 | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |    338275 | NS      | $16700636.75  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| OneMain Holdings Inc                        | OneMain Holdings, Inc.                                       | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |    787085 | NS      | $45485642.15  | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| WVS Financial Corp                          | WVS Financial Corp.                                          | CUSIP: 929358109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       111 | NS      | $1349.76      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lakeland Industries Inc                     | Lakeland Industries, Inc.                                    | CUSIP: 511795106<br>LEI: 549300HGP70IM9WKU164 | Long             | EC               | CORP              | US        |     68521 | NS      | $953127.11    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Topgolf Callaway Brands Corp                | Topgolf Callaway Brands Corp.                                | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |   1297526 | NS      | $12002115.50  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Gambling.com Group Ltd                      | Gambling.com Group Ltd.                                      | CUSIP: 000000000<br>LEI: 254900PUNXQ3N26IMU63 | Long             | EC               | CORP              | JE        |     27809 | NS      | $293941.13    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Velocity Financial Inc                      | Velocity Financial, Inc.                                     | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47376 | NS      | $786441.60    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fate Therapeutics Inc                       | Fate Therapeutics, Inc.                                      | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |    703906 | NS      | $774296.60    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Tompkins Financial Corp                     | Tompkins Financial Corp.                                     | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |     95794 | NS      | $6195955.92   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Onity Group Inc                             | Onity Group, Inc.                                            | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |     54164 | NS      | $2043066.08   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Cracker Barrel Old Country Store Inc        | Cracker Barrel Old Country Store, Inc.                       | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |    158514 | NS      | $9827868.00   | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Compass Minerals International Inc          | Compass Minerals International, Inc.                         | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |      5221 | NS      | $104054.53    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Essent Group Ltd                            | Essent Group Ltd.                                            | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |    737908 | NS      | $41315468.92  | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| German American Bancorp Inc                 | German American Bancorp, Inc.                                | CUSIP: 373865104<br>LEI: 5493002JDOI3GTNVUD76 | Long             | EC               | CORP              | US        |    200380 | NS      | $7698599.60   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| First Advantage Corp                        | First Advantage Corp.                                        | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |    153399 | NS      | $2652268.71   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Douglas Dynamics Inc                        | Douglas Dynamics, Inc.                                       | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |    150480 | NS      | $4303728.00   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Axcelis Technologies Inc                    | Axcelis Technologies, Inc.                                   | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     25222 | NS      | $1707277.18   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Exodus Movement Inc                         | Exodus Movement, Inc.                                        | CUSIP: 30209R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       688 | NS      | $21217.92     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Home BancShares Inc/AR                      | Home BancShares, Inc.                                        | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    776553 | NS      | $21867732.48  | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Matson Inc                                  | Matson, Inc.                                                 | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |    231030 | NS      | $24669383.40  | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| ImmuCell Corp                               | ImmuCell Corp.                                               | CUSIP: 452525306<br>LEI: 5493003G4YVJPVDW6U67 | Long             | EC               | CORP              | US        |     15443 | NS      | $96364.32     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SiriusPoint Ltd                             | SiriusPoint Ltd.                                             | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |    804663 | NS      | $15779441.43  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| AmeriServ Financial Inc                     | AmeriServ Financial, Inc.                                    | CUSIP: 03074A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    127994 | NS      | $359663.14    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Core Laboratories Inc                       | Core Laboratories, Inc.                                      | CUSIP: 21867A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    199511 | NS      | $2182650.34   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| First Community Corp/SC                     | First Community Corp.                                        | CUSIP: 319835104<br>LEI: 549300TC167ECI9SMC70 | Long             | EC               | CORP              | US        |     28414 | NS      | $703956.85    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Gulf Island Fabrication Inc                 | Gulf Island Fabrication, Inc.                                | CUSIP: 402307102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    118659 | NS      | $797388.48    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Popular Inc                                 | Popular, Inc.                                                | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |    450528 | NS      | $51621498.24  | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Riley Exploration Permian Inc               | Riley Exploration Permian, Inc.                              | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |     61695 | NS      | $1618876.80   | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Amerant Bancorp Inc                         | Amerant Bancorp, Inc.                                        | CUSIP: 023576101<br>LEI: 54930071V6LIG79MTL10 | Long             | EC               | CORP              | US        |    190061 | NS      | $3668177.30   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Key Tronic Corp                             | Key Tronic Corp.                                             | CUSIP: 493144109<br>LEI: 40TF3VPKEM3IMMIU0O47 | Long             | EC               | CORP              | US        |    108829 | NS      | $319957.26    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICON PLC                                    | ICON PLC                                                     | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |     63556 | NS      | $10753039.64  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Tidewater Inc                               | Tidewater, Inc.                                              | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |    196118 | NS      | $9807861.18   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Academy Sports & Outdoors Inc               | Academy Sports & Outdoors, Inc.                              | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    525218 | NS      | $26675822.22  | 0.21%             |  |  |  | No            | 1                  | On Loan: —       |
| Old Point Financial Corp                    | Old Point Financial Corp.                                    | CUSIP: 680194107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1868 | NS      | $75000.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Financial Northwest Inc               | First Financial Northwest, Inc.                              | CUSIP: 32022K102<br>LEI: 549300F9IPXLCC3K7B36 | Long             | EC               | CORP              | US        |     82917 | NS      | $99500.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Comstock Resources Inc                      | Comstock Resources, Inc.                                     | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |   2044389 | NS      | $36533231.43  | 0.28%             |  |  |  | No            | 1                  | On Loan: —       |
| Carver Bancorp Inc                          | Carver Bancorp, Inc.                                         | CUSIP: 146875604<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3882 | NS      | $8229.84      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sunrise Communications AG                   | Sunrise Communications AG                                    | CUSIP: 867975104<br>LEI: 213800RS9HRGTWOGCO08 | Long             | EC               | CORP              | CH        |    250738 | NS      | $13304158.28  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| LGI Homes Inc                               | LGI Homes, Inc.                                              | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |    181075 | NS      | $9645865.25   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Lovesac Co/The                              | Lovesac Co.                                                  | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112959 | NS      | $2034391.59   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| DXC Technology Co                           | DXC Technology Co.                                           | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |   1351380 | NS      | $18392281.80  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Schneider National Inc                      | Schneider National, Inc.                                     | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |    677052 | NS      | $16553921.40  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| HarborOne Bancorp Inc                       | HarborOne Bancorp, Inc.                                      | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |    275786 | NS      | $3262548.38   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| IPG Photonics Corp                          | IPG Photonics Corp.                                          | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |    237903 | NS      | $17816555.67  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Third Coast Bancshares Inc                  | Third Coast Bancshares, Inc.                                 | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41365 | NS      | $1557392.25   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Unum Group                                  | Unum Group                                                   | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |    681671 | NS      | $48950794.51  | 0.38%             |  |  |  | No            | 1                  | On Loan: —       |
| Daily Journal Corp                          | Daily Journal Corp.                                          | CUSIP: 233912104<br>LEI: 2549004ASTNVLR8YWZ33 | Long             | EC               | CORP              | US        |      8894 | NS      | $3553864.52   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Utah Medical Products Inc                   | Utah Medical Products, Inc.                                  | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |     23641 | NS      | $1314439.60   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| InfuSystem Holdings Inc                     | InfuSystem Holdings, Inc.                                    | CUSIP: 45685K102<br>LEI: 549300F58N8PHJ4QUI59 | Long             | EC               | CORP              | US        |    107172 | NS      | $600163.20    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SandRidge Energy Inc                        | SandRidge Energy, Inc.                                       | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |    273818 | NS      | $2844969.02   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Veritex Holdings Inc                        | Veritex Holdings, Inc.                                       | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |    372816 | NS      | $11825723.52  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| PC Connection Inc                           | PC Connection, Inc.                                          | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |    189718 | NS      | $11684731.62  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Community Trust Bancorp Inc                 | Community Trust Bancorp, Inc.                                | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    161465 | NS      | $8715880.70   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Towne Bank/Portsmouth VA                    | Towne Bank                                                   | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |    561658 | NS      | $19674879.74  | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| BuzzFeed Inc                                | BuzzFeed, Inc.                                               | CUSIP: 12430A300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85728 | NS      | $186029.76    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ribbon Communications Inc                   | Ribbon Communications, Inc.                                  | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |   1068219 | NS      | $4016503.44   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Alpha Pro Tech Ltd                          | Alpha Pro Tech Ltd.                                          | CUSIP: 020772109<br>LEI: 529900Z93O5JUM52Q856 | Long             | EC               | CORP              | US        |     21849 | NS      | $106186.14    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eagle Bancorp Inc                           | Eagle Bancorp, Inc.                                          | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |    210346 | NS      | $3384467.14   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| MainStreet Bancshares Inc                   | MainStreet Bancshares, Inc.                                  | CUSIP: 56064Y100<br>LEI: 549300FHZZP7SP56TS88 | Long             | EC               | CORP              | US        |     14242 | NS      | $287688.40    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bunge Global SA                             | Bunge Global SA                                              | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | CH        |    803975 | NS      | $64125046.00  | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Heritage Financial Corp/WA                  | Heritage Financial Corp.                                     | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    244551 | NS      | $5512179.54   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Daktronics Inc                              | Daktronics, Inc.                                             | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |    381858 | NS      | $6193736.76   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CPI Aerostructures Inc                      | CPI Aerostructures, Inc.                                     | CUSIP: 125919308<br>LEI: 549300C471OFZGCOHS09 | Long             | EC               | CORP              | US        |     20542 | NS      | $70253.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NMI Holdings Inc                            | NMI Holdings, Inc.                                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |    652789 | NS      | $24362085.48  | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| The Campbell's Company                      | Campbell's Co.                                               | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |    867728 | NS      | $27697877.76  | 0.22%             |  |  |  | No            | 1                  | On Loan: —       |
| Titan Machinery Inc                         | Titan Machinery, Inc.                                        | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |    179538 | NS      | $3468674.16   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Kosmos Energy Ltd                           | Kosmos Energy Ltd.                                           | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |   1113250 | NS      | $2393487.50   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| BCB Bancorp Inc                             | BCB Bancorp, Inc.                                            | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |    117652 | NS      | $983570.72    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Replimune Group Inc                         | Replimune Group, Inc.                                        | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |     78620 | NS      | $552698.60    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| United Community Banks Inc/GA               | United Community Banks, Inc.                                 | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |    935483 | NS      | $28532231.50  | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| National HealthCare Corp                    | National HealthCare Corp.                                    | CUSIP: 635906100<br>LEI: 254900PTS11LS1JS2752 | Long             | EC               | CORP              | US        |    128396 | NS      | $12329867.88  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| IZEA Worldwide Inc                          | IZEA Worldwide, Inc.                                         | CUSIP: 46604H204<br>LEI: 549300ZNN8UBT1IUHO61 | Long             | EC               | CORP              | US        |     21662 | NS      | $80799.26     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Knight-Swift Transportation Holdings Inc    | Knight-Swift Transportation Holdings, Inc.                   | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1222697 | NS      | $51964622.50  | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Green Dot Corp                              | Green Dot Corp.                                              | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    371816 | NS      | $3762777.92   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Crocs Inc                                   | Crocs, Inc.                                                  | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |    131199 | NS      | $13084476.27  | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| ContextLogic Inc                            | ContextLogic, Inc.                                           | CUSIP: 21077C305<br>LEI: 549300YZDCRQ367LIE74 | Long             | EC               | CORP              | US        |     17350 | NS      | $129951.50    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Orange County Bancorp Inc                   | Orange County Bancorp, Inc.                                  | CUSIP: 68417L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6070 | NS      | $151689.30    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Innospec Inc                                | Innospec, Inc.                                               | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |    204346 | NS      | $16327245.40  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Arrow Financial Corp                        | Arrow Financial Corp.                                        | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |    115759 | NS      | $3102341.20   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Washington Trust Bancorp Inc                | Washington Trust Bancorp, Inc.                               | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |    133531 | NS      | $3597325.14   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| NCS Multistage Holdings Inc                 | NCS Multistage Holdings, Inc.                                | CUSIP: 628877201<br>LEI: 5493003WLG5T6MNJ7292 | Long             | EC               | CORP              | US        |      1837 | NS      | $55936.65     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stewart Information Services Corp           | Stewart Information Services Corp.                           | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |    217475 | NS      | $14120651.75  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Dillard's Inc                               | Dillard's, Inc.                                              | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |     19922 | NS      | $9302179.46   | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Civista Bancshares Inc                      | Civista Bancshares, Inc.                                     | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |    107828 | NS      | $2099411.16   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Noble Corp PLC                              | Noble Corp. PLC                                              | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |    325428 | NS      | $8724724.68   | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Northern Oil & Gas Inc                      | Northern Oil & Gas, Inc.                                     | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |    711465 | NS      | $20034854.40  | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| Peapack-Gladstone Financial Corp            | Peapack-Gladstone Financial Corp.                            | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |    136401 | NS      | $3475497.48   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Peoples Bancorp of North Carolina Inc       | Peoples Bancorp of North Carolina, Inc.                      | CUSIP: 710577107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20366 | NS      | $584707.86    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ACCESS Newswire Inc                         | ACCESS Newswire, Inc.                                        | CUSIP: 46520M204<br>LEI: 894500M5FGGV3CFQ8F15 | Long             | EC               | CORP              | US        |      7604 | NS      | $90107.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Silgan Holdings Inc                         | Silgan Holdings, Inc.                                        | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |    494460 | NS      | $23007223.80  | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank7 Corp                                  | Bank7 Corp.                                                  | CUSIP: 06652N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33306 | NS      | $1475122.74   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nu Skin Enterprises Inc                     | Nu Skin Enterprises, Inc.                                    | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     95379 | NS      | $799276.02    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ChoiceOne Financial Services Inc            | ChoiceOne Financial Services, Inc.                           | CUSIP: 170386106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16454 | NS      | $483747.60    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Costamare Bulkers Holdings Ltd              | Costamare Bulkers Holdings Ltd.                              | CUSIP: 000000000<br>LEI: 529900XOR3ESNE5WKB78 | Long             | EC               | CORP              | MH        |    175740 | NS      | $1581660.00   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Enterprise Financial Services Corp          | Enterprise Financial Services Corp.                          | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |    260109 | NS      | $14355415.71  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Waterstone Financial Inc                    | Waterstone Financial, Inc.                                   | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |    193859 | NS      | $2580263.29   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Surgery Partners Inc                        | Surgery Partners, Inc.                                       | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |    363817 | NS      | $7985783.15   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Valaris Ltd                                 | Valaris Ltd.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    392456 | NS      | $19085135.28  | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| Anywhere Real Estate Inc                    | Anywhere Real Estate, Inc.                                   | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |    810217 | NS      | $3743202.54   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Conagra Brands Inc                          | Conagra Brands, Inc.                                         | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |   3289328 | NS      | $60063129.28  | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Genesco Inc                                 | Genesco, Inc.                                                | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |     86756 | NS      | $2087349.36   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Helix Energy Solutions Group Inc            | Helix Energy Solutions Group, Inc.                           | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |   1185229 | NS      | $7028407.97   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Matrix Service Co                           | Matrix Service Co.                                           | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |    107912 | NS      | $1648895.36   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Banner Corp                                 | Banner Corp.                                                 | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    244435 | NS      | $15173302.63  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| CompX International Inc                     | CompX International, Inc.                                    | CUSIP: 20563P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11443 | NS      | $266621.90    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortune Brands Innovations Inc              | Fortune Brands Innovations, Inc.                             | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |    329642 | NS      | $17978674.68  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Central Garden & Pet Co                     | Central Garden & Pet Co.                                     | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     96135 | NS      | $3751187.70   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Mattel Inc                                  | Mattel, Inc.                                                 | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |   1541521 | NS      | $26221272.21  | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Rush Enterprises Inc                        | Rush Enterprises, Inc.                                       | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |    494431 | NS      | $26768494.34  | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Radian Group Inc                            | Radian Group, Inc.                                           | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |    758065 | NS      | $24720499.65  | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Covenant Logistics Group Inc                | Covenant Logistics Group, Inc.                               | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    178159 | NS      | $4302539.85   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BorgWarner Inc                              | BorgWarner, Inc.                                             | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |   1684556 | NS      | $61991660.80  | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| AutoNation Inc                              | AutoNation, Inc.                                             | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    242314 | NS      | $46679368.96  | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Veracyte Inc                                | Veracyte, Inc.                                               | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |    585930 | NS      | $13775214.30  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Brightstar Lottery PLC                      | Brightstar Lottery PLC                                       | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |     11003 | NS      | $163284.52    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Park-Ohio Holdings Corp                     | Park-Ohio Holdings Corp.                                     | CUSIP: 700666100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102443 | NS      | $1680065.20   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lifetime Brands Inc                         | Lifetime Brands, Inc.                                        | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |    147247 | NS      | $647886.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Pinnacle Financial Partners Inc             | Pinnacle Financial Partners, Inc.                            | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |    286433 | NS      | $25174596.37  | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| GCI Liberty Inc                             | GCI Liberty, Inc.                                            | CUSIP: 36164V800<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    147705 | NS      | $4911191.25   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Geospace Technologies Corp                  | Geospace Technologies Corp.                                  | CUSIP: 37364X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83213 | NS      | $1348882.73   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Xerox Holdings Corp                         | Xerox Holdings Corp.                                         | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |   1220753 | NS      | $4944049.65   | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Atea Pharmaceuticals Inc                    | Atea Pharmaceuticals, Inc.                                   | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    358093 | NS      | $1303458.52   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| City Holding Co                             | City Holding Co.                                             | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9793 | NS      | $1195725.30   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Core Molding Technologies Inc               | Core Molding Technologies, Inc.                              | CUSIP: 218683100<br>LEI: 549300ZY2MFRXCKVIJ28 | Long             | EC               | CORP              | US        |     37724 | NS      | $627727.36    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Funko Inc                                   | Funko, Inc.                                                  | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |    364907 | NS      | $1401242.88   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ziff Davis Inc                              | Ziff Davis, Inc.                                             | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |    316053 | NS      | $9835569.36   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Clarivate PLC                               | Clarivate PLC                                                | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | JE        |   4094936 | NS      | $15765503.60  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Autoliv Inc                                 | Autoliv, Inc.                                                | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |    109781 | NS      | $12246070.55  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Murphy Oil Corp                             | Murphy Oil Corp.                                             | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |   1152207 | NS      | $28586255.67  | 0.22%             |  |  |  | No            | 1                  | On Loan: —       |
| AAR Corp                                    | AAR Corp.                                                    | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |    323275 | NS      | $24151875.25  | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Quanterix Corp                              | Quanterix Corp.                                              | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71571 | NS      | $425131.74    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Innoviva Inc                                | Innoviva, Inc.                                               | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |    551001 | NS      | $10011688.17  | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Whitehawk Therapeutics Inc                  | Whitehawk Therapeutics, Inc.                                 | CUSIP: 00032Q104<br>LEI: 549300G3U7TKW1M58L09 | Long             | EC               | CORP              | US        |      5553 | NS      | $9717.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Masterbrand Inc                             | Masterbrand, Inc.                                            | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |    878433 | NS      | $9689115.99   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Bel Fuse Inc                                | Bel Fuse, Inc.                                               | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |    108199 | NS      | $14070197.96  | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Employers Holdings Inc                      | Employers Holdings, Inc.                                     | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    198247 | NS      | $8183636.16   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Heritage Commerce Corp                      | Heritage Commerce Corp.                                      | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |    428750 | NS      | $3965937.50   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Farmers & Merchants Bancorp Inc/Archbold OH | Farmers & Merchants Bancorp, Inc.                            | CUSIP: 30779N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21747 | NS      | $522145.47    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| FRP Holdings Inc                            | FRP Holdings, Inc.                                           | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    139701 | NS      | $3688106.40   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CECO Environmental Corp                     | CECO Environmental Corp.                                     | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |    176281 | NS      | $7923830.95   | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| SoundThinking Inc                           | SoundThinking, Inc.                                          | CUSIP: 82536T107<br>LEI: 549300MQV8SOWVNVZ667 | Long             | EC               | CORP              | US        |     28660 | NS      | $327010.60    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Albany International Corp                   | Albany International Corp.                                   | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |    141664 | NS      | $7676772.16   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Sitio Royalties Corp                        | Sitio Royalties Corp.                                        | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    379714 | NS      | $6899403.38   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| ATN International Inc                       | ATN International, Inc.                                      | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |    112345 | NS      | $1926716.75   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Werner Enterprises Inc                      | Werner Enterprises, Inc.                                     | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |    487054 | NS      | $13501136.88  | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Forum Energy Technologies Inc               | Forum Energy Technologies, Inc.                              | CUSIP: 34984V209<br>LEI: 549300SF93HLCR1REE27 | Long             | EC               | CORP              | US        |     87728 | NS      | $1729118.88   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Oil-Dri Corp of America                     | Oil-Dri Corp. of America                                     | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |    100001 | NS      | $5640056.40   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Hillenbrand Inc                             | Hillenbrand, Inc.                                            | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |    420067 | NS      | $8699587.57   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Latin America Ltd                   | Liberty Latin America Ltd.                                   | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |    283838 | NS      | $2001057.90   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Tango Therapeutics Inc                      | Tango Therapeutics, Inc.                                     | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15131 | NS      | $91391.24     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Richardson Electronics Ltd/United States    | Richardson Electronics Ltd.                                  | CUSIP: 763165107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99231 | NS      | $1000248.48   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Marin Bancorp                       | Bank of Marin Bancorp                                        | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    111369 | NS      | $2522507.85   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bankwell Financial Group Inc                | Bankwell Financial Group, Inc.                               | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |     44663 | NS      | $1782053.70   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Newmark Group Inc                           | Newmark Group, Inc.                                          | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1128123 | NS      | $17113625.91  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Guess? Inc                                  | Guess?, Inc.                                                 | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |    398245 | NS      | $5177185.00   | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Camden National Corp                        | Camden National Corp.                                        | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |    116820 | NS      | $4405282.20   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CareDx Inc                                  | CareDx, Inc.                                                 | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |     35669 | NS      | $438193.67    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Weis Markets Inc                            | Weis Markets, Inc.                                           | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    224531 | NS      | $16258289.71  | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Cal-Maine Foods Inc                         | Cal-Maine Foods, Inc.                                        | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |    346236 | NS      | $38480669.04  | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Prothena Corp PLC                           | Prothena Corp. PLC                                           | CUSIP: 000000000<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |    102333 | NS      | $703027.71    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kodiak Sciences Inc                         | Kodiak Sciences, Inc.                                        | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |    107616 | NS      | $707575.20    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Teekay Tankers Ltd                          | Teekay Tankers Ltd.                                          | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | BM        |    237682 | NS      | $10065832.70  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Merchants Bancorp/IN                        | Merchants Bancorp                                            | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |    190940 | NS      | $5594542.00   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Acacia Research Corp                        | Acacia Research Corp.                                        | CUSIP: 003881307<br>LEI: 529900BCN7BE6ESPDZ72 | Long             | EC               | CORP              | US        |    411459 | NS      | $1456564.86   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FormFactor Inc                              | FormFactor, Inc.                                             | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |    260767 | NS      | $7408390.47   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Korn Ferry                                  | Korn Ferry                                                   | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |    412807 | NS      | $29255632.09  | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Envista Holdings Corp                       | Envista Holdings Corp.                                       | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |   1282770 | NS      | $24231525.30  | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Avalon Holdings Corp                        | Avalon Holdings Corp.                                        | CUSIP: 05343P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10736 | NS      | $27806.24     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Guaranty Bancshares Inc/TX                  | Guaranty Bancshares, Inc.                                    | CUSIP: 400764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76459 | NS      | $3334376.99   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| L B Foster Co                               | L.B. Foster Co.                                              | CUSIP: 350060109<br>LEI: 549300AUUJGJ2T2L2179 | Long             | EC               | CORP              | US        |     97525 | NS      | $2291837.50   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Natural Gas Services Group Inc              | Natural Gas Services Group, Inc.                             | CUSIP: 63886Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101538 | NS      | $2446050.42   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Cable One Inc                               | Cable One, Inc.                                              | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |     35513 | NS      | $4544953.74   | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Eagle Bancorp Montana Inc                   | Eagle Bancorp Montana, Inc.                                  | CUSIP: 26942G100<br>LEI: 549300P2SVRIY3YU1412 | Long             | EC               | CORP              | US        |     32573 | NS      | $525076.76    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ABM Industries Inc                          | ABM Industries, Inc.                                         | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |    504515 | NS      | $23273276.95  | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Genco Shipping & Trading Ltd                | Genco Shipping & Trading Ltd.                                | CUSIP: 000000000<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | MH        |    342182 | NS      | $5450959.26   | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Preferred Bank/Los Angeles CA               | Preferred Bank                                               | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |    105700 | NS      | $9599674.00   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Everspin Technologies Inc                   | Everspin Technologies, Inc.                                  | CUSIP: 30041T104<br>LEI: 549300MNDRV7X6PEDF15 | Long             | EC               | CORP              | US        |     28152 | NS      | $170601.12    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Finward Bancorp                             | Finward Bancorp                                              | CUSIP: 31812F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2970 | NS      | $82358.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| National Presto Industries Inc              | National Presto Industries, Inc.                             | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51455 | NS      | $4962834.75   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| California BanCorp                          | California BanCorp                                           | CUSIP: 84252A106<br>LEI: 549300Z6CP542EI9L684 | Long             | EC               | CORP              | US        |     27431 | NS      | $411190.69    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Macy's Inc                                  | Macy's, Inc.                                                 | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |   2396220 | NS      | $30264258.60  | 0.24%             |  |  |  | No            | 1                  | On Loan: —       |
| Turtle Beach Corp                           | Turtle Beach Corp.                                           | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |      8222 | NS      | $119547.88    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AMREP Corp                                  | AMREP Corp.                                                  | CUSIP: 032159105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17695 | NS      | $393713.75    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ducommun Inc                                | Ducommun, Inc.                                               | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |    126038 | NS      | $11466937.24  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| HBT Financial Inc                           | HBT Financial, Inc.                                          | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |     65564 | NS      | $1630576.68   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sportsman's Warehouse Holdings Inc          | Sportsman's Warehouse Holdings, Inc.                         | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |     94805 | NS      | $319492.85    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Douglas Elliman Inc                         | Douglas Elliman, Inc.                                        | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |    178561 | NS      | $491042.75    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chemung Financial Corp                      | Chemung Financial Corp.                                      | CUSIP: 164024101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30824 | NS      | $1559694.40   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RPC Inc                                     | RPC, Inc.                                                    | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1555154 | NS      | $7231466.10   | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Stellar Bancorp Inc                         | Stellar Bancorp, Inc.                                        | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |    274189 | NS      | $8096801.17   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Marten Transport Ltd                        | Marten Transport Ltd.                                        | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    596107 | NS      | $7248661.12   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Photronics Inc                              | Photronics, Inc.                                             | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |    515728 | NS      | $10500222.08  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Citi Trends Inc                             | Citi Trends, Inc.                                            | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |     42965 | NS      | $1311291.80   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cathay General Bancorp                      | Cathay General Bancorp                                       | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |    509923 | NS      | $23058718.06  | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Spectrum Brands Holdings Inc                | Spectrum Brands Holdings, Inc.                               | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |    213153 | NS      | $11405817.03  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Silicon Graphics Inc/Old                    | Silicon Graphics, Inc.                                       | CUSIP: 827056102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       494 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Atlantic Union Bankshares Corp              | Atlantic Union Bankshares Corp.                              | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    991668 | NS      | $31435875.60  | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Lantronix Inc                               | Lantronix, Inc.                                              | CUSIP: 516548203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    276235 | NS      | $886714.35    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Trinity Industries Inc                      | Trinity Industries, Inc.                                     | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |    661360 | NS      | $15409688.00  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Dynavax Technologies Corp                   | Dynavax Technologies Corp.                                   | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |    403558 | NS      | $4431066.84   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Flywire Corp                                | Flywire Corp.                                                | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |    140218 | NS      | $1526974.02   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Helios Technologies Inc                     | Helios Technologies, Inc.                                    | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |    230834 | NS      | $8469299.46   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Foot Locker Inc                             | Foot Locker, Inc.                                            | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |    693102 | NS      | $17355274.08  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| G-III Apparel Group Ltd                     | G-III Apparel Group Ltd.                                     | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |    332138 | NS      | $7838456.80   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Zimvie Inc                                  | Zimvie, Inc.                                                 | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |    175369 | NS      | $3295183.51   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Community West Bancshares                   | Community West Bancshares                                    | CUSIP: 203937107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    111656 | NS      | $2149378.00   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Seer Inc                                    | Seer, Inc.                                                   | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6524 | NS      | $13830.88     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Smith & Wesson Brands Inc                   | Smith & Wesson Brands, Inc.                                  | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |    346218 | NS      | $2752433.10   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Hallador Energy Co                          | Hallador Energy Co.                                          | CUSIP: 40609P105<br>LEI: 254900GKEQRHOI2SSC19 | Long             | EC               | CORP              | US        |     17254 | NS      | $304360.56    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HF Sinclair Corp                            | HF Sinclair Corp.                                            | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |   1447378 | NS      | $63597789.32  | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Insight Enterprises Inc                     | Insight Enterprises, Inc.                                    | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     43679 | NS      | $5179455.82   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| VirnetX Holding Corp                        | VirnetX Holding Corp.                                        | CUSIP: 92823T207<br>LEI: 529900GEQQ3ACACKKD25 | Long             | EC               | CORP              | US        |      3850 | NS      | $56171.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Kimball Electronics Inc                     | Kimball Electronics, Inc.                                    | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |    198793 | NS      | $3729356.68   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| APA Corp                                    | APA Corp.                                                    | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |   2417109 | NS      | $46626032.61  | 0.36%             |  |  |  | No            | 1                  | On Loan: —       |
| Cato Corp/The                               | Cato Corp.                                                   | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |    188545 | NS      | $531696.90    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sonic Automotive Inc                        | Sonic Automotive, Inc.                                       | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |    188118 | NS      | $13610337.30  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| BrightView Holdings Inc                     | BrightView Holdings, Inc.                                    | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |    690108 | NS      | $11007222.60  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Integral Ad Science Holding Corp            | Integral Ad Science Holding Corp.                            | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    796768 | NS      | $6533497.60   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Hayward Holdings Inc                        | Hayward Holdings, Inc.                                       | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1100142 | NS      | $16920183.96  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| OP Bancorp                                  | OP Bancorp                                                   | CUSIP: 67109R109<br>LEI: 549300LTYZMS0Q13U522 | Long             | EC               | CORP              | US        |     82461 | NS      | $1055500.80   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TriMas Corp                                 | TriMas Corp.                                                 | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |    299831 | NS      | $10712961.63  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Chord Energy Corp                           | Chord Energy Corp.                                           | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     43054 | NS      | $4750147.82   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Latin America Ltd                   | Liberty Latin America Ltd.                                   | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |   1147754 | NS      | $8194963.56   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Seacoast Banking Corp of Florida            | Seacoast Banking Corp. of Florida                            | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |    468341 | NS      | $13202532.79  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| MGM Resorts International                   | MGM Resorts International                                    | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     53816 | NS      | $1961593.20   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Veeco Instruments Inc                       | Veeco Instruments, Inc.                                      | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |    419263 | NS      | $8712285.14   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Century Casinos Inc                         | Century Casinos, Inc.                                        | CUSIP: 156492100<br>LEI: 549300H2L4Y24HXY7M50 | Long             | EC               | CORP              | US        |      3295 | NS      | $7776.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Taylor Morrison Home Corp                   | Taylor Morrison Home Corp.                                   | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |    814183 | NS      | $48264768.24  | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Business First Bancshares Inc               | Business First Bancshares, Inc.                              | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |    121982 | NS      | $2897072.50   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Graham Holdings Co                          | Graham Holdings Co.                                          | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |     27808 | NS      | $26533837.44  | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Ohio Valley Banc Corp                       | Ohio Valley Banc Corp.                                       | CUSIP: 677719106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14189 | NS      | $457453.36    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| El Pollo Loco Holdings Inc                  | El Pollo Loco Holdings, Inc.                                 | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |    358203 | NS      | $3689490.90   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Northwest Bancshares Inc                    | Northwest Bancshares, Inc.                                   | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    995135 | NS      | $11643079.50  | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| iTeos Therapeutics Inc                      | iTeos Therapeutics, Inc.                                     | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103568 | NS      | $1050179.52   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| American Shared Hospital Services           | American Shared Hospital Services                            | CUSIP: 029595105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38407 | NS      | $96785.64     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gannett Co Inc                              | Gannett Co., Inc.                                            | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |    472089 | NS      | $1798659.09   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Vitesse Energy Inc                          | Vitesse Energy, Inc.                                         | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    208733 | NS      | $4994980.69   | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Perdoceo Education Corp                     | Perdoceo Education Corp.                                     | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |    586437 | NS      | $16877656.86  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Jazz Pharmaceuticals PLC                    | Jazz Pharmaceuticals PLC                                     | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |    273179 | NS      | $31314508.77  | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Avnet Inc                                   | Avnet, Inc.                                                  | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |    779014 | NS      | $41241001.16  | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Par Pacific Holdings Inc                    | Par Pacific Holdings, Inc.                                   | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |    308595 | NS      | $9683711.10   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital City Bank Group Inc                 | Capital City Bank Group, Inc.                                | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |    139298 | NS      | $5514807.82   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Transcat Inc                                | Transcat, Inc.                                               | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |     29390 | NS      | $2246277.70   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Twin Disc Inc                               | Twin Disc, Inc.                                              | CUSIP: 901476101<br>LEI: 549300FR8EHCY14BLP32 | Long             | EC               | CORP              | US        |     96821 | NS      | $837501.65    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PrimeEnergy Resources Corp                  | PrimeEnergy Resources Corp.                                  | CUSIP: 74158E104<br>LEI: 9QMD37QNHRX1B7685Y44 | Long             | EC               | CORP              | US        |     10119 | NS      | $1705759.83   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Molina Healthcare Inc                       | Molina Healthcare, Inc.                                      | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |     35956 | NS      | $5676373.72   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Sarepta Therapeutics Inc                    | Sarepta Therapeutics, Inc.                                   | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |      3456 | NS      | $56747.52     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AC Immune SA                                | AC Immune SA                                                 | CUSIP: 000000000<br>LEI: 967600VLQ0ZC2HSOG765 | Long             | EC               | CORP              | CH        |     29850 | NS      | $64476.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CarMax Inc                                  | CarMax, Inc.                                                 | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24180 | NS      | $1368829.80   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TOP Ships Inc                               | TOP Ships, Inc.                                              | CUSIP: 000000000<br>LEI: 549300MWKDPUU7NJX050 | Long             | EC               | CORP              | MH        |      1650 | NS      | $9520.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ArcBest Corp                                | ArcBest Corp.                                                | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |    181543 | NS      | $13276239.59  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Clearwater Paper Corp                       | Clearwater Paper Corp.                                       | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |    137724 | NS      | $3107053.44   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Carter's Inc                                | Carter's, Inc.                                               | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |    261989 | NS      | $6350613.36   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Voya Financial Inc                          | Voya Financial, Inc.                                         | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |    215735 | NS      | $15101450.00  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Columbia Sportswear Co                      | Columbia Sportswear Co.                                      | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |    186398 | NS      | $10544534.86  | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Alight Inc                                  | Alight, Inc.                                                 | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |   3856333 | NS      | $20669944.88  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Kronos Worldwide Inc                        | Kronos Worldwide, Inc.                                       | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |    502590 | NS      | $2688856.50   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Perimeter Solutions Inc                     | Perimeter Solutions, Inc.                                    | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    665425 | NS      | $10733305.25  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Globe Life Inc                              | Globe Life, Inc.                                             | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |    313778 | NS      | $44076395.66  | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Seaport Entertainment Group Inc             | Seaport Entertainment Group, Inc.                            | CUSIP: 812215200<br>LEI: 2549006G3SN205YAST27 | Long             | EC               | CORP              | US        |     89305 | NS      | $2060266.35   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| UFP Industries Inc                          | UFP Industries, Inc.                                         | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |    155469 | NS      | $15235962.00  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| National Bank Holdings Corp                 | National Bank Holdings Corp.                                 | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    296731 | NS      | $10996850.86  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Playstudios Inc                             | Playstudios, Inc.                                            | CUSIP: 72815G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72410 | NS      | $83271.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fulgent Genetics Inc                        | Fulgent Genetics, Inc.                                       | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |    231598 | NS      | $3978853.64   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ichor Holdings Ltd                          | Ichor Holdings Ltd.                                          | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |    270303 | NS      | $5349296.37   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| WaFd Inc                                    | WaFd, Inc.                                                   | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    624384 | NS      | $18172696.32  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Selectquote Inc                             | Selectquote, Inc.                                            | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |    358152 | NS      | $630347.52    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Townsquare Media Inc                        | Townsquare Media, Inc.                                       | CUSIP: 892231101<br>LEI: 549300XBA8C68H0DR538 | Long             | EC               | CORP              | US        |      5401 | NS      | $37212.89     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Central Pacific Financial Corp              | Central Pacific Financial Corp.                              | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |    191391 | NS      | $5102484.06   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| LCI Industries                              | LCI Industries                                               | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |    186020 | NS      | $17671900.00  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Citizens Community Bancorp Inc/WI           | Citizens Community Bancorp, Inc.                             | CUSIP: 174903104<br>LEI: 549300VKLJAF4WABEF16 | Long             | EC               | CORP              | US        |     28545 | NS      | $420753.30    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RE/MAX Holdings Inc                         | RE/MAX Holdings, Inc.                                        | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |    145217 | NS      | $1116718.73   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Gorman-Rupp Co/The                          | Gorman-Rupp Co.                                              | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |    272710 | NS      | $11224743.60  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Honest Co Inc/The                           | Honest Co., Inc.                                             | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59362 | NS      | $273658.82    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hancock Whitney Corp                        | Hancock Whitney Corp.                                        | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |    667108 | NS      | $39839689.76  | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| MEI Pharma Inc                              | MEI Pharma, Inc.                                             | CUSIP: 55279B301<br>LEI: 529900A43X33ON524197 | Long             | EC               | CORP              | US        |     10410 | NS      | $53611.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Esab Corp                                   | Esab Corp.                                                   | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |         1 | NS      | $134.17       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hillman Solutions Corp                      | Hillman Solutions Corp.                                      | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1267438 | NS      | $10000085.82  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Astria Therapeutics Inc                     | Astria Therapeutics, Inc.                                    | CUSIP: 04635X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11380 | NS      | $78749.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Telos Corp                                  | Telos Corp.                                                  | CUSIP: 87969B101<br>LEI: 549300P7ZDPL8UWNVI47 | Long             | EC               | CORP              | US        |    162467 | NS      | $417540.19    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Flowers Foods Inc                           | Flowers Foods, Inc.                                          | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |    538031 | NS      | $8527791.35   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| TETRAPHASE PHARMACEUTICALS INC              | Tetraphase Pharmaceuticals, Inc.                             | CUSIP: 881CVR013<br>LEI: N/A                  | N/A              | DE               |  | US        |      1600 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| J Jill Inc                                  | J Jill, Inc.                                                 | CUSIP: 46620W201<br>LEI: 529900I19PJIF8MIDL12 | Long             | EC               | CORP              | US        |     39080 | NS      | $612774.40    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hyster-Yale Inc                             | Hyster-Yale, Inc.                                            | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86623 | NS      | $3639032.23   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| American Public Education Inc               | American Public Education, Inc.                              | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |    131041 | NS      | $3868330.32   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadway Financial Corp/DE                  | Broadway Financial Corp.                                     | CUSIP: 111444709<br>LEI: 5299001QZYF6Z5PMM934 | Long             | EC               | CORP              | US        |      6851 | NS      | $56109.69     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nextdoor Holdings Inc                       | Nextdoor Holdings, Inc.                                      | CUSIP: 65345M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56225 | NS      | $98393.75     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Century Aluminum Co                         | Century Aluminum Co.                                         | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |    429831 | NS      | $9103820.58   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Proto Labs Inc                              | Proto Labs, Inc.                                             | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |    177533 | NS      | $7655222.96   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Alto Ingredients Inc                        | Alto Ingredients, Inc.                                       | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |    249277 | NS      | $251769.77    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Haverty Furniture Cos Inc                   | Haverty Furniture Cos., Inc.                                 | CUSIP: 419596200<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |       844 | NS      | $17445.48     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mueller Industries Inc                      | Mueller Industries, Inc.                                     | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |    322876 | NS      | $27563924.12  | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| TETRA Technologies Inc                      | TETRA Technologies, Inc.                                     | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |    514097 | NS      | $2107797.70   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Malibu Boats Inc                            | Malibu Boats, Inc.                                           | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145127 | NS      | $4834180.37   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Rapid Micro Biosystems Inc                  | Rapid Micro Biosystems, Inc.                                 | CUSIP: 75340L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1425 | NS      | $4745.25      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Escalade Inc                                | Escalade, Inc.                                               | CUSIP: 296056104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38169 | NS      | $469097.01    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oportun Financial Corp                      | Oportun Financial Corp.                                      | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |    203402 | NS      | $1246854.26   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Puma Biotechnology Inc                      | Puma Biotechnology, Inc.                                     | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    171536 | NS      | $533476.96    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Penske Automotive Group Inc                 | Penske Automotive Group, Inc.                                | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |    148847 | NS      | $24918476.27  | 0.19%             |  |  |  | No            | 1                  | On Loan: —       |
| Atlas Energy Solutions Inc                  | Atlas Energy Solutions, Inc.                                 | CUSIP: 642045108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    257510 | NS      | $3347630.00   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Riverview Bancorp Inc                       | Riverview Bancorp, Inc.                                      | CUSIP: 769397100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    238776 | NS      | $1177165.68   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Stratasys Ltd                               | Stratasys Ltd.                                               | CUSIP: 000000000<br>LEI: 529900MU215GIP9SZ741 | Long             | EC               | CORP              | IL        |     33162 | NS      | $359144.46    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Advance Auto Parts Inc                      | Advance Auto Parts, Inc.                                     | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |    423548 | NS      | $22477692.36  | 0.17%             |  |  |  | No            | 1                  | On Loan: —       |
| Renasant Corp                               | Renasant Corp.                                               | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |    690310 | NS      | $25292958.40  | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Tonix Pharmaceuticals Holding Corp          | Tonix Pharmaceuticals Holding Corp.                          | CUSIP: 890260839<br>LEI: 529900ACPKP9QW20GX48 | Long             | EC               | CORP              | US        |      2168 | NS      | $81690.24     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Mr Cooper Group Inc                         | Mr. Cooper Group, Inc.                                       | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |    464321 | NS      | $72304066.12  | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| S&T Bancorp Inc                             | S&T Bancorp, Inc.                                            | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    285624 | NS      | $10465263.36  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Cleveland-Cliffs Inc                        | Cleveland-Cliffs, Inc.                                       | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |   2035173 | NS      | $21410019.96  | 0.17%             |  |  |  | No            | 1                  | On Loan: —       |
| Vivid Seats Inc                             | Vivid Seats, Inc.                                            | CUSIP: 92854T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    196947 | NS      | $305267.85    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| NeoGenomics Inc                             | NeoGenomics, Inc.                                            | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    479050 | NS      | $2318602.00   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Alta Equipment Group Inc                    | Alta Equipment Group, Inc.                                   | CUSIP: 02128L106<br>LEI: 549300DGOB28CLGS1X27 | Long             | EC               | CORP              | US        |     15697 | NS      | $121808.72    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| OMNIAB INC                                  | OmniAb, Inc.                                                 | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10236 | NS      | $0.00         | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Skyworks Solutions Inc                      | Skyworks Solutions, Inc.                                     | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     79531 | NS      | $5451054.74   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| LKQ Corp                                    | LKQ Corp.                                                    | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |    648104 | NS      | $19099624.88  | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Comtech Telecommunications Corp             | Comtech Telecommunications Corp.                             | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |    151196 | NS      | $328095.32    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NI Holdings Inc                             | NI Holdings, Inc.                                            | CUSIP: 65342T106<br>LEI: 549300LLJVCO2EGU3180 | Long             | EC               | CORP              | US        |     60497 | NS      | $770731.78    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AMCON Distributing Co                       | AMCON Distributing Co.                                       | CUSIP: 02341Q205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2433 | NS      | $267605.67    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Magnolia Oil & Gas Corp                     | Magnolia Oil & Gas Corp.                                     | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1058693 | NS      | $25218067.26  | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Global Business Travel Group I              | Global Business Travel Group I                               | CUSIP: 37890B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    132950 | NS      | $854868.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MidWestOne Financial Group Inc              | MidWestOne Financial Group, Inc.                             | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    142875 | NS      | $3934777.50   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Security National Financial Corp            | Security National Financial Corp.                            | CUSIP: 814785309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75459 | NS      | $639892.32    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Beazer Homes USA Inc                        | Beazer Homes USA, Inc.                                       | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |    156456 | NS      | $3676716.00   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| MKS Inc                                     | MKS, Inc.                                                    | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     40303 | NS      | $3836039.54   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Alamo Group Inc                             | Alamo Group, Inc.                                            | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |     96541 | NS      | $21488095.78  | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| PCB Bancorp                                 | PCB Bancorp                                                  | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |     69209 | NS      | $1414631.96   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| KVH Industries Inc                          | KVH Industries, Inc.                                         | CUSIP: 482738101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    138550 | NS      | $732929.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Concentrix Corp                             | Concentrix Corp.                                             | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |    329411 | NS      | $17119489.67  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| FONAR Corp                                  | FONAR Corp.                                                  | CUSIP: 344437405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48165 | NS      | $751855.65    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sturm Ruger & Co Inc                        | Sturm Ruger & Co., Inc.                                      | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |     71623 | NS      | $2446641.68   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Hudson Global Inc                           | Hudson Global, Inc.                                          | CUSIP: 443787205<br>LEI: 54930073WVI9H7ILKL69 | Long             | EC               | CORP              | US        |     20045 | NS      | $179402.75    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Home Bancorp Inc                            | Home Bancorp, Inc.                                           | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56815 | NS      | $2970856.35   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Delek US Holdings Inc                       | Delek U.S. Holdings, Inc.                                    | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |    131886 | NS      | $2950289.82   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| J & J Snack Foods Corp                      | J&J Snack Foods Corp.                                        | CUSIP: 466032109<br>LEI: 894500IGP1Y2ZQFQMJ83 | Long             | EC               | CORP              | US        |     51423 | NS      | $5805142.47   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| United Natural Foods Inc                    | United Natural Foods, Inc.                                   | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |    439620 | NS      | $12151096.80  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Tennant Co                                  | Tennant Co.                                                  | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |     62273 | NS      | $5140013.42   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ACI Worldwide Inc                           | ACI Worldwide, Inc.                                          | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      8012 | NS      | $340990.72    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ventyx Biosciences Inc                      | Ventyx Biosciences, Inc.                                     | CUSIP: 92332V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77433 | NS      | $216812.40    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Owens & Minor Inc                           | Owens & Minor, Inc.                                          | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |    606205 | NS      | $4201000.65   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Tredegar Corp                               | Tredegar Corp.                                               | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |    203774 | NS      | $1774871.54   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Andersons Inc/The                           | Andersons, Inc.                                              | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |    283895 | NS      | $10197508.40  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Seneca Foods Corp                           | Seneca Foods Corp.                                           | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55353 | NS      | $5797119.69   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| LCNB Corp                                   | LCNB Corp.                                                   | CUSIP: 50181P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64093 | NS      | $946012.68    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Orion SA                                    | Orion SA                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |    372753 | NS      | $3615704.10   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Science Applications International Corp     | Science Applications International Corp.                     | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     31104 | NS      | $3467473.92   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Allegiant Travel Co                         | Allegiant Travel Co.                                         | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |    133970 | NS      | $6918210.80   | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Carriage Services Inc                       | Carriage Services, Inc.                                      | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43289 | NS      | $1944541.88   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Expensify Inc                               | Expensify, Inc.                                              | CUSIP: 30219Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43791 | NS      | $88895.73     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PRA Group Inc                               | PRA Group, Inc.                                              | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |    274454 | NS      | $4171700.80   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Magnera Corp                                | Magnera Corp.                                                | CUSIP: 55939A107<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |     59458 | NS      | $740252.10    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Acadia Healthcare Co Inc                    | Acadia Healthcare Co., Inc.                                  | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |    587664 | NS      | $12793445.28  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| MDU Resources Group Inc                     | MDU Resources Group, Inc.                                    | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    979000 | NS      | $16887750.00  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Abercrombie & Fitch Co                      | Abercrombie & Fitch Co.                                      | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |    152445 | NS      | $14637768.90  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Network-1 Technologies Inc                  | Network-1 Technologies, Inc.                                 | CUSIP: 64121N109<br>LEI: 529900GYEMDKBILURW28 | Long             | EC               | CORP              | US        |    105957 | NS      | $148339.80    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Adverum Biotechnologies Inc                 | Adverum Biotechnologies, Inc.                                | CUSIP: 00773U207<br>LEI: 529900ZEDOOZL1EWHJ89 | Long             | EC               | CORP              | US        |     24832 | NS      | $59348.48     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Voyager Therapeutics Inc                    | Voyager Therapeutics, Inc.                                   | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Long             | EC               | CORP              | US        |    272991 | NS      | $870841.29    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| CONTRA OPIANT PHARMACE                      | Opiant Pharmaceuticals, Inc.                                 | CUSIP: 683CVR013<br>LEI: N/A                  | N/A              | DE               |  | US        |     26299 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Flexible Solutions International Inc        | Flexible Solutions International, Inc.                       | CUSIP: 33938T104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     25410 | NS      | $135488.66    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vir Biotechnology Inc                       | Vir Biotechnology, Inc.                                      | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    775847 | NS      | $3933544.29   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| NCR Voyix Corp                              | NCR Voyix Corp.                                              | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |    571057 | NS      | $7777796.34   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Intrepid Potash Inc                         | Intrepid Potash, Inc.                                        | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |     98429 | NS      | $3275717.12   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Orthofix Medical Inc                        | Orthofix Medical, Inc.                                       | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    293176 | NS      | $3236663.04   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Design Therapeutics Inc                     | Design Therapeutics, Inc.                                    | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53989 | NS      | $208937.43    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FS Bancorp Inc                              | FS Bancorp, Inc.                                             | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67176 | NS      | $2625909.84   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Harmony Biosciences Holdings Inc            | Harmony Biosciences Holdings, Inc.                           | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    177832 | NS      | $6256129.76   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Figs Inc                                    | Figs, Inc.                                                   | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    684653 | NS      | $4450244.50   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Texas Capital Bancshares Inc                | Texas Capital Bancshares, Inc.                               | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |    389879 | NS      | $32738139.63  | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Sally Beauty Holdings Inc                   | Sally Beauty Holdings, Inc.                                  | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |    750586 | NS      | $7310707.64   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Pacific Premier Bancorp Inc                 | Pacific Premier Bancorp, Inc.                                | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |    682680 | NS      | $14793675.60  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Shenandoah Telecommunications Co            | Shenandoah Telecommunications Co.                            | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |    334971 | NS      | $4917374.28   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| PROG Holdings Inc                           | PROG Holdings, Inc.                                          | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     50729 | NS      | $1615211.36   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MVB Financial Corp                          | MVB Financial Corp.                                          | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |     72416 | NS      | $1646739.84   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Montrose Environmental Group Inc            | Montrose Environmental Group, Inc.                           | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |     65233 | NS      | $1480136.77   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fulton Financial Corp                       | Fulton Financial Corp.                                       | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |   1423950 | NS      | $25559902.50  | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Moog Inc                                    | Moog, Inc.                                                   | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     18973 | NS      | $3672793.34   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic Bancorp Inc/KY                     | Republic Bancorp, Inc.                                       | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107892 | NS      | $7429443.12   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Limoneira Co                                | Limoneira Co.                                                | CUSIP: 532746104<br>LEI: 549300UCPZVJGYHI7550 | Long             | EC               | CORP              | US        |    106776 | NS      | $1567471.68   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Data I/O Corp                               | Data I/O Corp.                                               | CUSIP: 237690102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81759 | NS      | $264899.16    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Azenta Inc                                  | Azenta, Inc.                                                 | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |    396136 | NS      | $12953647.20  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Middlefield Banc Corp                       | Middlefield Banc Corp.                                       | CUSIP: 596304204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       649 | NS      | $18074.65     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HealthStream Inc                            | HealthStream, Inc.                                           | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |    296976 | NS      | $7768892.16   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Angi Inc                                    | Angi, Inc.                                                   | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |    239432 | NS      | $3883587.04   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| John B Sanfilippo & Son Inc                 | John B Sanfilippo & Son, Inc.                                | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |     39354 | NS      | $2491501.74   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Shutterstock Inc                            | Shutterstock, Inc.                                           | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     75738 | NS      | $1451140.08   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Emergent BioSolutions Inc                   | Emergent BioSolutions, Inc.                                  | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |    403438 | NS      | $2372215.44   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Willis Lease Finance Corp                   | Willis Lease Finance Corp.                                   | CUSIP: 970646105<br>LEI: 54930023EP1OE5MKWF89 | Long             | EC               | CORP              | US        |     42438 | NS      | $6008372.04   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Fresh Del Monte Produce Inc                 | Fresh Del Monte Produce, Inc.                                | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |    404864 | NS      | $15218837.76  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Quaker Chemical Corp                        | Quaker Chemical Corp.                                        | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |    100962 | NS      | $11552072.04  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Fidelis Insurance Holdings Ltd              | Fidelis Insurance Holdings Ltd.                              | CUSIP: 000000000<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | EC               | CORP              | BM        |    178494 | NS      | $2697044.34   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| OmniAb Inc                                  | OmniAb, Inc.                                                 | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    376688 | NS      | $719474.08    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Virtus Investment Partners Inc              | Virtus Investment Partners, Inc.                             | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |     44245 | NS      | $8553000.95   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Chegg Inc                                   | Chegg, Inc.                                                  | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |    302887 | NS      | $396781.97    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vishay Precision Group Inc                  | Vishay Precision Group, Inc.                                 | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99143 | NS      | $2629272.36   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| 1st Source Corp                             | 1st Source Corp.                                             | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    200764 | NS      | $12009702.48  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Lisata Therapeutics Inc                     | Lisata Therapeutics, Inc.                                    | CUSIP: 128058302<br>LEI: 5493002287F62M3EGQ04 | Long             | EC               | CORP              | US        |      3039 | NS      | $7536.72      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ally Financial Inc                          | Ally Financial, Inc.                                         | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |   2167576 | NS      | $82042751.60  | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| Trio-Tech International                     | Trio-Tech International                                      | CUSIP: 896712205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7885 | NS      | $42894.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hecla Mining Co                             | Hecla Mining Co.                                             | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |   4776662 | NS      | $27418039.88  | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Cohen & Co Inc                              | Cohen & Co., Inc.                                            | CUSIP: 19249M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2487 | NS      | $28737.29     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Genie Energy Ltd                            | Genie Energy Ltd.                                            | CUSIP: 372284208<br>LEI: 52990057E36X8869GX58 | Long             | EC               | CORP              | US        |    156707 | NS      | $3184286.24   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| QCR Holdings Inc                            | QCR Holdings, Inc.                                           | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |    142828 | NS      | $10140788.00  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| ADT Inc                                     | ADT, Inc.                                                    | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3693482 | NS      | $30840574.70  | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| PubMatic Inc                                | PubMatic, Inc.                                               | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    288667 | NS      | $3466890.67   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Webster Financial Corp                      | Webster Financial Corp.                                      | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |   1152226 | NS      | $66425828.90  | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Kodiak Gas Services Inc                     | Kodiak Gas Services, Inc.                                    | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    369938 | NS      | $11960095.54  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Portillo's Inc                              | Portillo's, Inc.                                             | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    464441 | NS      | $4625832.36   | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Sonoco Products Co                          | Sonoco Products Co.                                          | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |    411119 | NS      | $18529133.33  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| MasterCraft Boat Holdings Inc               | MasterCraft Boat Holdings, Inc.                              | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |    122020 | NS      | $2359866.80   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| ON24 Inc                                    | ON24, Inc.                                                   | CUSIP: 68339B104<br>LEI: 254900S6S9YKYTO9Q964 | Long             | EC               | CORP              | US        |    309889 | NS      | $1537049.44   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Editas Medicine Inc                         | Editas Medicine, Inc.                                        | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |    103760 | NS      | $260437.60    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Gran Tierra Energy Inc                      | Gran Tierra Energy, Inc.                                     | CUSIP: 38500T200<br>LEI: 549300IH2S17MAIUCM32 | Long             | EC               | CORP              | US        |      3136 | NS      | $14049.28     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CF Bankshares Inc                           | CF Bankshares, Inc.                                          | CUSIP: 12520L109<br>LEI: 5493005T7GGZJKF4UK64 | Long             | EC               | CORP              | US        |      2987 | NS      | $70493.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Brookline Bancorp Inc                       | Brookline Bancorp, Inc.                                      | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    690775 | NS      | $7128798.00   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Bio-Rad Laboratories Inc                    | Bio-Rad Laboratories, Inc.                                   | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |    163504 | NS      | $39559792.80  | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Ardmore Shipping Corp                       | Ardmore Shipping Corp.                                       | CUSIP: 000000000<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | MH        |    324139 | NS      | $3526632.32   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Third Harmonic Bio Inc                      | Third Harmonic Bio, Inc.                                     | CUSIP: 88427A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3231 | NS      | $17366.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cadence Bank                                | Cadence Bank                                                 | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |   1433853 | NS      | $49969777.05  | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Ethan Allen Interiors Inc                   | Ethan Allen Interiors, Inc.                                  | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    228482 | NS      | $6801909.14   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Ark Restaurants Corp                        | Ark Restaurants Corp.                                        | CUSIP: 040712101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34043 | NS      | $292769.80    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital Bancorp Inc                         | Capital Bancorp, Inc.                                        | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |     67268 | NS      | $2117596.64   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Avantor Inc                                 | Avantor, Inc.                                                | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    904640 | NS      | $12158361.60  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| White Mountains Insurance Group Ltd         | White Mountains Insurance Group Ltd.                         | CUSIP: 000000000<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | BM        |     19855 | NS      | $35496769.00  | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| LSI Industries Inc                          | LSI Industries, Inc.                                         | CUSIP: 50216C108<br>LEI: 529900HY42OANH6BVT33 | Long             | EC               | CORP              | US        |    248921 | NS      | $4555254.30   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| MSC Industrial Direct Co Inc                | MSC Industrial Direct Co., Inc.                              | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |    104375 | NS      | $9040962.50   | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Unity Bancorp Inc                           | Unity Bancorp, Inc.                                          | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |     74071 | NS      | $3637626.81   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Gray Media Inc                              | Gray Media, Inc.                                             | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |    669195 | NS      | $3018069.45   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Agricultural Mortgage Corp          | Federal Agricultural Mortgage Corp.                          | CUSIP: 313148108<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |       301 | NS      | $38528.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 1stdibs.com Inc                             | 1stdibs.com, Inc.                                            | CUSIP: 320551104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60949 | NS      | $168219.24    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| US Global Investors Inc                     | U.S. Global Investors, Inc.                                  | CUSIP: 902952100<br>LEI: 529900IRM26R91LI8531 | Long             | EC               | CORP              | US        |      3324 | NS      | $7944.36      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| U-Haul Holding Co                           | U-Haul Holding Co.                                           | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |    430690 | NS      | $22395880.00  | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameresco Inc                                | Ameresco, Inc.                                               | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |     88915 | NS      | $1504441.80   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Koppers Holdings Inc                        | Koppers Holdings, Inc.                                       | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    149659 | NS      | $4917794.74   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Antero Resources Corp                       | Antero Resources Corp.                                       | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |   1001056 | NS      | $34966886.08  | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| PVH Corp                                    | PVH Corp.                                                    | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |    402433 | NS      | $29546630.86  | 0.23%             |  |  |  | No            | 1                  | On Loan: —       |
| Berry Corp                                  | Berry Corp.                                                  | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    553459 | NS      | $1671446.18   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ODP Corp/The                                | ODP Corp.                                                    | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    232199 | NS      | $4142430.16   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Quanex Building Products Corp               | Quanex Building Products Corp.                               | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |    251405 | NS      | $4897369.40   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| FTAI Infrastructure Inc                     | FTAI Infrastructure, Inc.                                    | CUSIP: 35953C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42003 | NS      | $263358.81    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mural Oncology PLC                          | Mural Oncology PLC                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     17408 | NS      | $39168.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Matador Resources Co                        | Matador Resources Co.                                        | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |    932173 | NS      | $46496789.24  | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Petco Health & Wellness Co Inc              | Petco Health & Wellness Co., Inc.                            | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |   1297129 | NS      | $3904358.29   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Primis Financial Corp                       | Primis Financial Corp.                                       | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |    158511 | NS      | $1773738.09   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sensus Healthcare Inc                       | Sensus Healthcare, Inc.                                      | CUSIP: 81728J109<br>LEI: 549300F3JF8NCDJJZW04 | Long             | EC               | CORP              | US        |    100296 | NS      | $560654.64    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Berkshire Hills Bancorp Inc                 | Berkshire Hills Bancorp, Inc.                                | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |    347428 | NS      | $8560625.92   | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| International Money Express Inc             | International Money Express, Inc.                            | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5672 | NS      | $50991.28     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commercial Metals Co                        | Commercial Metals Co.                                        | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |    909447 | NS      | $47163921.42  | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Logistics Holdings Inc            | Universal Logistics Holdings, Inc.                           | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104381 | NS      | $2497837.33   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Warrior Met Coal Inc                        | Warrior Met Coal, Inc.                                       | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |    163848 | NS      | $8418510.24   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| CONTRA COMMUNICATIONS                       | Costa Communications, Inc.                                   | CUSIP: 203CVR014<br>LEI: N/A                  | N/A              | DE               |  | US        |     17714 | NS      | $2125.68      | 0.00%             |  |  |  | No            | 3                  | On Loan: —       |
| Life Time Group Holdings Inc                | Life Time Group Holdings, Inc.                               | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    302883 | NS      | $8698799.76   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Certara Inc                                 | Certara, Inc.                                                | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1420154 | NS      | $13974315.36  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| EW Scripps Co/The                           | EW Scripps Co.                                               | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |    551096 | NS      | $1647777.04   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MetaVia Inc                                 | MetaVia, Inc.                                                | CUSIP: 64132R404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        91 | NS      | $55.07        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rubico Inc                                  | Rubico, Inc.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MH        |       825 | NS      | $1584.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ovintiv Inc                                 | Ovintiv, Inc.                                                | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |   1693529 | NS      | $69739524.22  | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| PriceSmart Inc                              | PriceSmart, Inc.                                             | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |    227546 | NS      | $24461195.00  | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Outdoor Holding Co                          | Outdoor Holding Co.                                          | CUSIP: 00175J107<br>LEI: 549300WUBAV2G8RICP63 | Long             | EC               | CORP              | US        |     42549 | NS      | $50207.82     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Digi International Inc                      | Digi International, Inc.                                     | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |    325526 | NS      | $10615402.86  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Astrana Health Inc                          | Astrana Health, Inc.                                         | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |     96453 | NS      | $2301368.58   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Monarch Casino & Resort Inc                 | Monarch Casino & Resort, Inc.                                | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |     13472 | NS      | $1387077.12   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mannatech Inc                               | Mannatech, Inc.                                              | CUSIP: 563771203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1106 | NS      | $9069.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Minerals Technologies Inc                   | Minerals Technologies, Inc.                                  | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |    259875 | NS      | $15111731.25  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Gencor Industries Inc                       | Gencor Industries, Inc.                                      | CUSIP: 368678108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90701 | NS      | $1322420.58   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NWPX Infrastructure Inc                     | NWPX Infrastructure, Inc.                                    | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |     81341 | NS      | $3398426.98   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Mammoth Energy Services Inc                 | Mammoth Energy Services, Inc.                                | CUSIP: 56155L108<br>LEI: 549300ODHHN3MGXCQ803 | Long             | EC               | CORP              | US        |    253763 | NS      | $659783.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TEGNA Inc                                   | TEGNA, Inc.                                                  | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |   1284425 | NS      | $21449897.50  | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Concentra Group Holdings Parent Inc         | Concentra Group Holdings Parent, Inc.                        | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    387273 | NS      | $7733841.81   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Agricultural Mortgage Corp          | Federal Agricultural Mortgage Corp.                          | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |     65784 | NS      | $11332609.68  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Strategic Education Inc                     | Strategic Education, Inc.                                    | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |    180618 | NS      | $13391921.61  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Cass Information Systems Inc                | Cass Information Systems, Inc.                               | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |      1939 | NS      | $77579.39     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UniFirst Corp/MA                            | UniFirst Corp.                                               | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |    111937 | NS      | $19144585.11  | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| McEwen Inc                                  | McEwen, Inc.                                                 | CUSIP: 58039P305<br>LEI: 5493000FX50GEWAF3U70 | Long             | EC               | CORP              | US        |    301764 | NS      | $3065922.24   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| U-Haul Holding Co                           | U-Haul Holding Co.                                           | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |     39331 | NS      | $2275691.66   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Good Times Restaurants Inc                  | Good Times Restaurants, Inc.                                 | CUSIP: 382140879<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24349 | NS      | $34819.07     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amtech Systems Inc                          | Amtech Systems, Inc.                                         | CUSIP: 032332504<br>LEI: 5299008VRUUPETM6HZ85 | Long             | EC               | CORP              | US        |    108194 | NS      | $509052.77    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Community Bankshares Inc              | First Community Bankshares, Inc.                             | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    173481 | NS      | $6332056.50   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Interface Inc                               | Interface, Inc.                                              | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |    402850 | NS      | $8306767.00   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Vimeo Inc                                   | Vimeo, Inc.                                                  | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |    781068 | NS      | $2960247.72   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| MarineMax Inc                               | MarineMax, Inc.                                              | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |    170741 | NS      | $3872405.88   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Kewaunee Scientific Corp                    | Kewaunee Scientific Corp.                                    | CUSIP: 492854104<br>LEI: 549300Z8MHH8NUYXQ229 | Long             | EC               | CORP              | US        |     20963 | NS      | $1160092.42   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Builders FirstSource Inc                    | Builders FirstSource, Inc.                                   | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |    306201 | NS      | $38927333.13  | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Jefferies Financial Group Inc               | Jefferies Financial Group, Inc.                              | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |    140918 | NS      | $8125331.88   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| First United Corp                           | First United Corp.                                           | CUSIP: 33741H107<br>LEI: 549300G54QPXQLB4KN58 | Long             | EC               | CORP              | US        |     44311 | NS      | $1456502.57   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ICU Medical Inc                             | ICU Medical, Inc.                                            | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |    102257 | NS      | $13130821.37  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| SkyWest Inc                                 | SkyWest, Inc.                                                | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |    322752 | NS      | $37426321.92  | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Village Super Market Inc                    | Village Super Market, Inc.                                   | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |    105957 | NS      | $3644920.80   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Integer Holdings Corp                       | Integer Holdings Corp.                                       | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |    119872 | NS      | $13007310.72  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Astronics Corp                              | Astronics Corp.                                              | CUSIP: 046433207<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |      2183 | NS      | $78915.45     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Saga Communications Inc                     | Saga Communications, Inc.                                    | CUSIP: 786598300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47086 | NS      | $593283.60    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Clarus Corp                                 | Clarus Corp.                                                 | CUSIP: 18270P109<br>LEI: 549300PKSLI6PT0ULL72 | Long             | EC               | CORP              | US        |    280165 | NS      | $1008594.00   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PharmaCyte Biotech Inc                      | PharmaCyte Biotech, Inc.                                     | CUSIP: 71715X203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2009 | NS      | $2049.18      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Financial Corp                        | First Financial Corp.                                        | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83564 | NS      | $4474852.20   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CureVac NV                                  | CureVac NV                                                   | CUSIP: 000000000<br>LEI: 724500BUT8GAG9LMYN56 | Long             | EC               | CORP              | NL        |      6782 | NS      | $36554.98     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Teleflex Inc                                | Teleflex, Inc.                                               | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |    148912 | NS      | $17794984.00  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Healthcare Services Group Inc               | Healthcare Services Group, Inc.                              | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |    536605 | NS      | $6981231.05   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Encore Capital Group Inc                    | Encore Capital Group, Inc.                                   | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |    214818 | NS      | $7922487.84   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Enovis Corp                                 | Enovis Corp.                                                 | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |    434788 | NS      | $11652318.40  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Commercial Vehicle Group Inc                | Commercial Vehicle Group, Inc.                               | CUSIP: 202608105<br>LEI: 5493006OG8I91X0K7Q22 | Long             | EC               | CORP              | US        |    220779 | NS      | $373116.51    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HomeTrust Bancshares Inc                    | HomeTrust Bancshares, Inc.                                   | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89314 | NS      | $3470742.04   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Cross Country Healthcare Inc                | Cross Country Healthcare, Inc.                               | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |    319154 | NS      | $4292621.30   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Barnes & Noble Education Inc                | Barnes & Noble Education, Inc.                               | CUSIP: 06777U200<br>LEI: 549300JQGDS5THBPED41 | Long             | EC               | CORP              | US        |      7933 | NS      | $70048.39     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| REGENXBIO Inc                               | REGENXBIO, Inc.                                              | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |    196914 | NS      | $1675738.14   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Instil Bio Inc                              | Instil Bio, Inc.                                             | CUSIP: 45783C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20876 | NS      | $501024.00    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Alcoa Corp                                  | Alcoa Corp.                                                  | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |   1636293 | NS      | $49039701.21  | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Spok Holdings Inc                           | Spok Holdings, Inc.                                          | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |    148981 | NS      | $2732311.54   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Great Lakes Dredge & Dock Corp              | Great Lakes Dredge & Dock Corp.                              | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |    546303 | NS      | $6053037.24   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Metrocity Bankshares Inc                    | Metrocity Bankshares, Inc.                                   | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |     62234 | NS      | $1717658.40   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Apogee Enterprises Inc                      | Apogee Enterprises, Inc.                                     | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |    183439 | NS      | $7702603.61   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| SFL Corp Ltd                                | SFL Corp. Ltd.                                               | CUSIP: 000000000<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | BM        |   1075571 | NS      | $9873741.78   | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| indie Semiconductor Inc                     | indie Semiconductor, Inc.                                    | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Long             | EC               | CORP              | US        |    668359 | NS      | $2613283.69   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Virginia National Bankshares Corp           | Virginia National Bankshares Corp.                           | CUSIP: 928031103<br>LEI: 5493005LXSLNF92BF097 | Long             | EC               | CORP              | US        |      8223 | NS      | $303182.01    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pangaea Logistics Solutions Ltd             | Pangaea Logistics Solutions Ltd.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    372058 | NS      | $1811922.46   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nabors Industries Ltd                       | Nabors Industries Ltd.                                       | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | BM        |     57339 | NS      | $1994250.42   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Fortitude Gold Corp                         | Fortitude Gold Corp.                                         | CUSIP: 34962K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93160 | NS      | $327923.20    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Enova International Inc                     | Enova International, Inc.                                    | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |    139660 | NS      | $14602849.60  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| NetSol Technologies Inc                     | NetSol Technologies, Inc.                                    | CUSIP: 64115A402<br>LEI: 529900EXOTPTUR7O6B54 | Long             | EC               | CORP              | US        |     19650 | NS      | $79975.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aspen Aerogels Inc                          | Aspen Aerogels, Inc.                                         | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    212042 | NS      | $1624241.72   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| 1-800-Flowers.com Inc                       | 1-800-Flowers.com, Inc.                                      | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    324805 | NS      | $1919597.55   | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Metropolitan Bank Holding Corp              | Metropolitan Bank Holding Corp.                              | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59461 | NS      | $4194378.94   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Northfield Bancorp Inc                      | Northfield Bancorp, Inc.                                     | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    332695 | NS      | $3543201.75   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Brady Corp                                  | Brady Corp.                                                  | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |    166625 | NS      | $11758726.25  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| SEACOR Marine Holdings Inc                  | SEACOR Marine Holdings, Inc.                                 | CUSIP: 78413P101<br>LEI: 5493003LNKFW1W43N030 | Long             | EC               | CORP              | US        |    190165 | NS      | $950825.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Day One Biopharmaceuticals Inc              | Day One Biopharmaceuticals, Inc.                             | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    136892 | NS      | $918545.32    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Peoples Bancorp Inc/OH                      | Peoples Bancorp, Inc.                                        | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    299601 | NS      | $8580572.64   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Cadeler A/S                                 | Cadeler AS                                                   | CUSIP: 12738K109<br>LEI: 9845008439EUED140282 | Long             | EC               | CORP              | DK        |     18858 | NS      | $395263.68    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Boston Beer Co Inc/The                      | Boston Beer Co., Inc.                                        | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |     49766 | NS      | $10305543.28  | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Columbia Financial Inc                      | Columbia Financial, Inc.                                     | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |    276094 | NS      | $3972992.66   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Matthews International Corp                 | Matthews International Corp.                                 | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |    229777 | NS      | $5397461.73   | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Auburn National BanCorp Inc                 | Auburn National BanCorp, Inc.                                | CUSIP: 050473107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1419 | NS      | $39675.24     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Crexendo Inc                                | Crexendo, Inc.                                               | CUSIP: 226552107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72632 | NS      | $404560.24    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Glacier Bancorp Inc                         | Glacier Bancorp, Inc.                                        | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      4071 | NS      | $178431.93    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Harley-Davidson Inc                         | Harley-Davidson, Inc.                                        | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |    921114 | NS      | $22410703.62  | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Visteon Corp                                | Visteon Corp.                                                | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |    142387 | NS      | $15826315.05  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| TransAct Technologies Inc                   | TransAct Technologies, Inc.                                  | CUSIP: 892918103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35780 | NS      | $134890.60    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Westamerica BanCorp                         | Westamerica BanCorp                                          | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |     83659 | NS      | $4007266.10   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Orrstown Financial Services Inc             | Orrstown Financial Services, Inc.                            | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |    101670 | NS      | $3340876.20   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Rayonier Advanced Materials Inc             | Rayonier Advanced Materials, Inc.                            | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |    488531 | NS      | $1875959.04   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Gap Inc/The                                 | Gap, Inc.                                                    | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |   2473274 | NS      | $48129912.04  | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Urban Outfitters Inc                        | Urban Outfitters, Inc.                                       | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |    232397 | NS      | $17494846.16  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Medifast Inc                                | Medifast, Inc.                                               | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      5876 | NS      | $80912.52     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| O-I Glass Inc                               | O-I Glass, Inc.                                              | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1129581 | NS      | $14695848.81  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Red River Bancshares Inc                    | Red River Bancshares, Inc.                                   | CUSIP: 75686R202<br>LEI: 549300SO63STZV7UHM15 | Long             | EC               | CORP              | US        |     10590 | NS      | $637200.30    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Interpublic Group of Cos Inc/The            | Interpublic Group of Cos., Inc.                              | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |   1030583 | NS      | $25352341.80  | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Coffee Holding Co Inc                       | Coffee Holding Co., Inc.                                     | CUSIP: 192176105<br>LEI: 549300FD5P29KIHQU051 | Long             | EC               | CORP              | US        |     10036 | NS      | $41247.96     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| QuidelOrtho Corp                            | QuidelOrtho Corp.                                            | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |    433157 | NS      | $9971274.14   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Mobileye Global Inc                         | Mobileye Global, Inc.                                        | CUSIP: 60741F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    783392 | NS      | $11155502.08  | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Heritage Insurance Holdings Inc             | Heritage Insurance Holdings, Inc.                            | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |    195019 | NS      | $4112950.71   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Starz Entertainment Corp                    | Starz Entertainment Corp.                                    | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |      5738 | NS      | $83487.90     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Enact Holdings Inc                          | Enact Holdings, Inc.                                         | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |    295778 | NS      | $10281243.28  | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Legacy Housing Corp                         | Legacy Housing Corp.                                         | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116637 | NS      | $2610336.06   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of the James Financial Group Inc       | Bank of the James Financial Group, Inc.                      | CUSIP: 470299108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3940 | NS      | $53978.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ramaco Resources Inc                        | Ramaco Resources, Inc.                                       | CUSIP: 75134P600<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |    304276 | NS      | $6192016.60   | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Astec Industries Inc                        | Astec Industries, Inc.                                       | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |    222271 | NS      | $8815267.86   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Sylvamo Corp                                | Sylvamo Corp.                                                | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |    188851 | NS      | $8700365.57   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Tutor Perini Corp                           | Tutor Perini Corp.                                           | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |    209363 | NS      | $10080828.45  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Oppenheimer Holdings Inc                    | Oppenheimer Holdings, Inc.                                   | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67272 | NS      | $5099890.32   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Personalis Inc                              | Personalis, Inc.                                             | CUSIP: 71535D106<br>LEI: 549300EZ2NYFK7H0US48 | Long             | EC               | CORP              | US        |      3507 | NS      | $19218.36     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Energy Inc                          | Liberty Energy, Inc.                                         | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1267506 | NS      | $15641024.04  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| CNX Resources Corp                          | CNX Resources Corp.                                          | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |   1172777 | NS      | $35546870.87  | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Shoals Technologies Group Inc               | Shoals Technologies Group, Inc.                              | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    337133 | NS      | $1817146.87   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Alpha Metallurgical Resources Inc           | Alpha Metallurgical Resources, Inc.                          | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103062 | NS      | $12168530.34  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Gaia Inc                                    | Gaia, Inc.                                                   | CUSIP: 36269P104<br>LEI: 529900QUX8SBA2D93M92 | Long             | EC               | CORP              | US        |    122644 | NS      | $515104.80    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SunCoke Energy Inc                          | SunCoke Energy, Inc.                                         | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |    675049 | NS      | $4988612.11   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Tilly's Inc                                 | Tilly's, Inc.                                                | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    163133 | NS      | $292008.07    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Affinity Bancshares Inc                     | Affinity Bancshares, Inc.                                    | CUSIP: 00832E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6529 | NS      | $124051.00    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Synchronoss Technologies Inc                | Synchronoss Technologies, Inc.                               | CUSIP: 87157B400<br>LEI: 5493007Z5J8Z2TA76376 | Long             | EC               | CORP              | US        |      6759 | NS      | $49475.88     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alkermes PLC                                | Alkermes PLC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     16136 | NS      | $427442.64    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Adient PLC                                  | Adient PLC                                                   | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |    555213 | NS      | $11903766.72  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Aebi Schmidt Holding AG                     | Aebi Schmidt Holding AG                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |    216027 | NS      | $2225078.10   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Standard Motor Products Inc                 | Standard Motor Products, Inc.                                | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |    172929 | NS      | $5250124.44   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Performance Food Group Co                   | Performance Food Group Co.                                   | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     60152 | NS      | $6039260.80   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Sapiens International Corp NV               | Sapiens International Corp. NV                               | CUSIP: 000000000<br>LEI: 2549009P4ZS02GC5QV68 | Long             | EC               | CORP              | KY        |     19927 | NS      | $546199.07    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Thor Industries Inc                         | Thor Industries, Inc.                                        | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |    390679 | NS      | $35547882.21  | 0.28%             |  |  |  | No            | 1                  | On Loan: —       |
| Lifeway Foods Inc                           | Lifeway Foods, Inc.                                          | CUSIP: 531914109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63133 | NS      | $1592214.26   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| United Fire Group Inc                       | United Fire Group, Inc.                                      | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    175139 | NS      | $4649940.45   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Elanco Animal Health Inc                    | Elanco Animal Health, Inc.                                   | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |   3564463 | NS      | $48761853.84  | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| McGrath RentCorp                            | McGrath RentCorp                                             | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |    152444 | NS      | $19023486.76  | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Utz Brands Inc                              | Utz Brands, Inc.                                             | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    270022 | NS      | $3518386.66   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Mercury Systems Inc                         | Mercury Systems, Inc.                                        | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |    312741 | NS      | $16447049.19  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Chart Industries Inc                        | Chart Industries, Inc.                                       | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     87771 | NS      | $17451507.93  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Mid Penn Bancorp Inc                        | Mid Penn Bancorp, Inc.                                       | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95359 | NS      | $2617604.55   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Edgewell Personal Care Co                   | Edgewell Personal Care Co.                                   | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |    385569 | NS      | $9727905.87   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Steven Madden Ltd                           | Steven Madden Ltd.                                           | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |    381545 | NS      | $9158987.73   | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Jerash Holdings US Inc                      | Jerash Holdings U.S., Inc.                                   | CUSIP: 47632P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25144 | NS      | $84735.28     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Hawaii Corp                         | Bank of Hawaii Corp.                                         | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     68808 | NS      | $4257839.04   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Valley National Bancorp                     | Valley National Bancorp                                      | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |   4322296 | NS      | $40067683.92  | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Greif Inc                                   | Greif, Inc.                                                  | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     56549 | NS      | $3712441.85   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CONTRA RESOLUTE FOREST                      | Resolute Forest Products, Inc.                               | CUSIP: 761CVR042<br>LEI: N/A                  | N/A              | DE               |  | US        |    792851 | NS      | $211136.22    | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| SIGA Technologies Inc                       | SIGA Technologies, Inc.                                      | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    458390 | NS      | $3029957.90   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| American Axle & Manufacturing Holdings Inc  | American Axle & Manufacturing Holdings, Inc.                 | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |    939799 | NS      | $4182105.55   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Caledonia Mining Corp PLC                   | Caledonia Mining Corp. PLC                                   | CUSIP: 000000000<br>LEI: 21380093ZBI4BFM75Y51 | Long             | EC               | CORP              | JE        |     61374 | NS      | $1208454.06   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Frontier Group Holdings Inc                 | Frontier Group Holdings, Inc.                                | CUSIP: 35909R108<br>LEI: 549300DT3Y2BHO6G7T02 | Long             | EC               | CORP              | US        |    789646 | NS      | $3458649.48   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| C4 Therapeutics Inc                         | C4 Therapeutics, Inc.                                        | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64186 | NS      | $131581.30    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Wilhelmina International Inc                | Wilhelmina International, Inc.                               | CUSIP: 968235200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2618 | NS      | $8089.62      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Varex Imaging Corp                          | Varex Imaging Corp.                                          | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |    320231 | NS      | $2331281.68   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Oshkosh Corp                                | Oshkosh Corp.                                                | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |    258402 | NS      | $32695605.06  | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Independent Bank Corp                       | Independent Bank Corp.                                       | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |    347606 | NS      | $22090361.30  | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| CryoPort Inc                                | CryoPort, Inc.                                               | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |     89017 | NS      | $652494.61    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Ormat Technologies Inc                      | Ormat Technologies, Inc.                                     | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     53603 | NS      | $4792644.23   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Stitch Fix Inc                              | Stitch Fix, Inc.                                             | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |     17067 | NS      | $80726.91     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Cricut Inc                                  | Cricut, Inc.                                                 | CUSIP: 22658D100<br>LEI: 254900R3DKAJ28MC0Q39 | Long             | EC               | CORP              | US        |    120042 | NS      | $588205.80    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Whirlpool Corp                              | Whirlpool Corp.                                              | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |    218097 | NS      | $18110774.88  | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| CNB Financial Corp/PA                       | CNB Financial Corp.                                          | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |    169771 | NS      | $3896244.45   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Myers Industries Inc                        | Myers Industries, Inc.                                       | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |    147378 | NS      | $2159087.70   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Smart Sand Inc                              | Smart Sand, Inc.                                             | CUSIP: 83191H107<br>LEI: 549300JISW1T66DVOK23 | Long             | EC               | CORP              | US        |    190815 | NS      | $389262.60    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TreeHouse Foods Inc                         | TreeHouse Foods, Inc.                                        | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |    428258 | NS      | $8231118.76   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ProAssurance Corp                           | ProAssurance Corp.                                           | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |    350766 | NS      | $8334200.16   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Genworth Financial Inc                      | Genworth Financial, Inc.                                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |   3371765 | NS      | $26502072.90  | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| A-Mark Precious Metals Inc                  | A-Mark Precious Metals, Inc.                                 | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |    193949 | NS      | $4127234.72   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Arko Corp                                   | Arko Corp.                                                   | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    397047 | NS      | $1655685.99   | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| World Kinect Corp                           | World Kinect Corp.                                           | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |    465365 | NS      | $12690503.55  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Atkore Inc                                  | Atkore, Inc.                                                 | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     20336 | NS      | $1566278.72   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Media Corp-Liberty Live             | Liberty Media Corp.-Liberty Live                             | CUSIP: 531229722<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8643 | NS      | $727999.89    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Alico Inc                                   | Alico, Inc.                                                  | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54887 | NS      | $1771752.36   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Reservoir Media Inc                         | Reservoir Media, Inc.                                        | CUSIP: 76119X105<br>LEI: 549300PHPDQ9M9QSNU18 | Long             | EC               | CORP              | US        |    144222 | NS      | $1145122.68   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ACCO Brands Corp                            | ACCO Brands Corp.                                            | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |    714964 | NS      | $2681115.00   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| MaxCyte Inc                                 | MaxCyte, Inc.                                                | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Long             | EC               | CORP              | US        |    209221 | NS      | $430995.26    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Woodmark Corp                      | American Woodmark Corp.                                      | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |    133772 | NS      | $7037744.92   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| MRC Global Inc                              | MRC Global, Inc.                                             | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |    608537 | NS      | $8933323.16   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Financial Institutions Inc                  | Financial Institutions, Inc.                                 | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    139051 | NS      | $3544409.99   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| FNB Corp/PA                                 | FNB Corp.                                                    | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |   2547855 | NS      | $39033138.60  | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Dana Inc                                    | Dana, Inc.                                                   | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |   1073669 | NS      | $17092810.48  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Greenlight Capital Re Ltd                   | Greenlight Capital Re Ltd.                                   | CUSIP: 000000000<br>LEI: 549300Q9HRIFA2BGHJ51 | Long             | EC               | CORP              | KY        |    296779 | NS      | $3858127.00   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryerson Holding Corp                        | Ryerson Holding Corp.                                        | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |    233959 | NS      | $4819555.40   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Hamilton Beach Brands Holding Co            | Hamilton Beach Brands Holding Co.                            | CUSIP: 40701T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50085 | NS      | $779823.45    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Caleres Inc                                 | Caleres, Inc.                                                | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |    263897 | NS      | $3623305.81   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| TriCo Bancshares                            | TriCo Bancshares                                             | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    233558 | NS      | $9603904.96   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| DigitalBridge Group Inc                     | DigitalBridge Group, Inc.                                    | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |    285326 | NS      | $3064401.24   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Boise Cascade Co                            | Boise Cascade Co.                                            | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |    304936 | NS      | $25556686.16  | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| American Well Corp                          | American Well Corp.                                          | CUSIP: 03044L204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18251 | NS      | $134144.85    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EverCommerce Inc                            | EverCommerce, Inc.                                           | CUSIP: 29977X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       669 | NS      | $7178.37      | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Capitol Federal Financial Inc               | Capitol Federal Financial, Inc.                              | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    931158 | NS      | $5605571.16   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Granite Ridge Resources Inc                 | Granite Ridge Resources, Inc.                                | CUSIP: 387432107<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | EC               | CORP              | US        |    238244 | NS      | $1236486.36   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Castle Biosciences Inc                      | Castle Biosciences, Inc.                                     | CUSIP: 14843C105<br>LEI: 2549007M2Q4HLR1XD252 | Long             | EC               | CORP              | US        |    211896 | NS      | $3210224.40   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HNI Corp                                    | HNI Corp.                                                    | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |    264255 | NS      | $13593277.20  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| DLH Holdings Corp                           | DLH Holdings Corp.                                           | CUSIP: 23335Q100<br>LEI: 549300KRYPLQFKWVTE62 | Long             | EC               | CORP              | US        |     54086 | NS      | $303422.46    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Traeger Inc                                 | Traeger, Inc.                                                | CUSIP: 89269P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69752 | NS      | $112998.24    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| M/I Homes Inc                               | M/I Homes, Inc.                                              | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |    132543 | NS      | $15930343.17  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Hudson Technologies Inc                     | Hudson Technologies, Inc.                                    | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    318390 | NS      | $2989682.10   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The        | Bank of NT Butterfield & Son Ltd.                            | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |    226269 | NS      | $10297502.19  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Annexon Inc                                 | Annexon, Inc.                                                | CUSIP: 03589W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28488 | NS      | $68371.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mohawk Industries Inc                       | Mohawk Industries, Inc.                                      | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |    465585 | NS      | $53314138.35  | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Old Republic International Corp             | Old Republic International Corp.                             | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |    822770 | NS      | $29759590.90  | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| United Security Bancshares/Fresno CA        | United Security Bancshares                                   | CUSIP: 911460103<br>LEI: 549300J2H2JYVXXP3J32 | Long             | EC               | CORP              | US        |    131423 | NS      | $1123666.65   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Stepan Co                                   | Stepan Co.                                                   | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |    174680 | NS      | $8868503.60   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| KB Home                                     | KB Home                                                      | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |    221451 | NS      | $12237382.26  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| SpartanNash Co                              | SpartanNash Co.                                              | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |    146700 | NS      | $3893418.00   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Fulcrum Therapeutics Inc                    | Fulcrum Therapeutics, Inc.                                   | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129238 | NS      | $869771.74    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Olympic Steel Inc                           | Olympic Steel, Inc.                                          | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |     91170 | NS      | $2835387.00   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Monro Inc                                   | Monro, Inc.                                                  | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    218446 | NS      | $3078996.37   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Xencor Inc                                  | Xencor, Inc.                                                 | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |    222874 | NS      | $1854311.68   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Genpact Ltd                                 | Genpact Ltd.                                                 | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |    142792 | NS      | $6289987.60   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson Outdoors Inc                        | Johnson Outdoors, Inc.                                       | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68403 | NS      | $2270979.60   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Citizens Financial Services Inc             | Citizens Financial Services, Inc.                            | CUSIP: 174615104<br>LEI: 5493005JSTWQNVUE0825 | Long             | EC               | CORP              | US        |      1525 | NS      | $81877.25     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Midland States Bancorp Inc                  | Midland States Bancorp, Inc.                                 | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |    161622 | NS      | $2741109.12   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Virco Mfg. Corp                             | Virco Mfg. Corp.                                             | CUSIP: 927651109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113716 | NS      | $880161.84    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Element Solutions Inc                       | Element Solutions, Inc.                                      | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |    346465 | NS      | $8176574.00   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Clean Energy Fuels Corp                     | Clean Energy Fuels Corp.                                     | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |   1526760 | NS      | $3099322.80   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BayCom Corp                                 | BayCom Corp.                                                 | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |     85330 | NS      | $2304763.30   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Heidrick & Struggles International Inc      | Heidrick & Struggles International, Inc.                     | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |    167123 | NS      | $7441987.19   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Reynolds Consumer Products Inc              | Reynolds Consumer Products, Inc.                             | CUSIP: 76171L106<br>LEI: 894500ZQLNYY77S80A06 | Long             | EC               | CORP              | US        |    413915 | NS      | $9308948.35   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| RenaissanceRe Holdings Ltd                  | RenaissanceRe Holdings Ltd.                                  | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |    165466 | NS      | $40330682.84  | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Allogene Therapeutics Inc                   | Allogene Therapeutics, Inc.                                  | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    327948 | NS      | $403376.04    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Liberty Global Ltd                          | Liberty Global Ltd.                                          | CUSIP: 000000000<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               | CORP              | BM        |   1057607 | NS      | $10819319.61  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Cocrystal Pharma Inc                        | Cocrystal Pharma, Inc.                                       | CUSIP: 19188J409<br>LEI: 549300QCJ6RBUJKI7S66 | Long             | EC               | CORP              | US        |      9487 | NS      | $16412.51     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Arrow Electronics Inc                       | Arrow Electronics, Inc.                                      | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |    417523 | NS      | $48432668.00  | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Forrester Research Inc                      | Forrester Research, Inc.                                     | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |     73562 | NS      | $716493.88    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ramaco Resources Inc                        | Ramaco Resources, Inc.                                       | CUSIP: 75134P501<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |     11003 | NS      | $149420.74    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Corsair Gaming Inc                          | Corsair Gaming, Inc.                                         | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |    398141 | NS      | $3607157.46   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CVB Financial Corp                          | CVB Financial Corp.                                          | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    953398 | NS      | $17819008.62  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Provident Financial Services Inc            | Provident Financial Services, Inc.                           | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |    915081 | NS      | $16672775.82  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Black Diamond Therapeutics Inc              | Black Diamond Therapeutics, Inc.                             | CUSIP: 09203E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70518 | NS      | $187577.88    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Janux Therapeutics Inc                      | Janux Therapeutics, Inc.                                     | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8633 | NS      | $207321.50    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mercer International Inc                    | Mercer International, Inc.                                   | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |    517354 | NS      | $1919383.34   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Rush Enterprises Inc                        | Rush Enterprises, Inc.                                       | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     87329 | NS      | $4742837.99   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Timken Co/The                               | Timken Co.                                                   | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      4709 | NS      | $358307.81    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Weyco Group Inc                             | Weyco Group, Inc.                                            | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |     79851 | NS      | $2322067.08   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Farmer Bros Co                              | Farmer Bros Co.                                              | CUSIP: 307675108<br>LEI: 5493006PMLETBTVJ3262 | Long             | EC               | CORP              | US        |     99790 | NS      | $164653.50    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Princeton Bancorp Inc                       | Princeton Bancorp, Inc.                                      | CUSIP: 74179A107<br>LEI: 549300ZWKMVQ4WLNLQ57 | Long             | EC               | CORP              | US        |      9121 | NS      | $275362.99    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Repay Holdings Corp                         | Repay Holdings Corp.                                         | CUSIP: 76029L100<br>LEI: 2549006EJ42T73ZKUI98 | Long             | EC               | CORP              | US        |    624888 | NS      | $3074448.96   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Cars.com Inc                                | Cars.com, Inc.                                               | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |    494537 | NS      | $6364691.19   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Consumer Portfolio Services Inc             | Consumer Portfolio Services, Inc.                            | CUSIP: 210502100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    213629 | NS      | $1687669.10   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CONTRA VERVE THERAPEUT                      | Verve Therapeutics, Inc.                                     | CUSIP: 925CVR011<br>LEI: N/A                  | N/A              | DE               |  | US        |    182864 | NS      | $115204.32    | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| VAALCO Energy Inc                           | VAALCO Energy, Inc.                                          | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |    720336 | NS      | $2679649.92   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Magyar Bancorp Inc                          | Magyar Bancorp, Inc.                                         | CUSIP: 55977T208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2641 | NS      | $44580.08     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2026-06-12

**Name of Applicant:** DFA INVESTMENT DIMENSIONS GROUP INC

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President